Mutual Fund Database

Six Circles Funds > Six Circles Trust

Six Circles Credit Opportunities Fund

Series ID: S000068977
LEI: 549300KM8H17EZ9KOC28
SEC CIK: 1724826
$3.42B Avg Monthly Net Assets
$7.66B Total Assets
$145.90M Total Liabilities
$7.51B Net Assets
Six Circles Credit Opportunities 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 $3.42B. On August 26th, 2024 it reported 2,943 holdings, the largest being F/C US 2YR NOTE (CBT) SEP24 (1.4%), F/C US 5YR NOTE (CBT) SEP24 (1.1%) and WI TREASURY SEC 4.25% 01/31/26 (0.9%). Data provided by Fincoded.

Share Classes

Name Class/Contract ID Ticker Monthly Returns (2 years)
Six Circles Credit Opportunities Fund C000220641 CRDOX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.22% (Max)-4.55% (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
10 RENEW POWER SUBSIDIAR REGD REG S 4.50000000 (10 RENEW POWER S 4.5% 07/14/28) Long Debt IN $7M 8M 0.10
1011778 BC / NEW RED FIN REGD 144A P/P 3.50000000 (1011778 BC / NEW 3.5% 02/15/29) Long Debt CA $3M 3M 0.04
1011778 BC / NEW RED FIN REGD 144A P/P 3.87500000 (1011778 BC / N 3.875% 01/15/28) Long Debt CA $225K 240K 0.00
1011778 BC / NEW RED FIN REGD 144A P/P 4.00000000 (1011778 BC / NEW R 4% 10/15/30) Long Debt CA $4M 4M 0.05
1011778 BC / NEW RED FIN REGD 144A P/P 4.37500000 (1011778 BC / N 4.375% 01/15/28) Long Debt CA $723K 767K 0.01
1011778 BC / NEW RED FIN REGD 144A P/P 6.12500000 (1011778 BC / N 6.125% 06/15/29) Long Debt CA $1M 1M 0.02
1375209 BC LTD REGD 144A P/P 9.00000000 (1375209 BC LTD 9% 01/30/28) Long Debt CA $2M 2M 0.03
888 ACQUISITIONS LTD /EUR/ REGD REG S 7.55800000 (888 ACQUI 7.558% 07/15/27/EUR/) Long Debt GI $5M 4M 0.06
AA BOND CO LTD /GBP/ REGD REG S EMTN 7.37500000 (AA BOND C 7.375% 07/31/29/GBP/) Long Debt JE $8M 6M 0.10
AAR ESCROW ISSUER LLC REGD 144A P/P 6.75000000 (AAR ESCROW ISSU 6.75% 03/15/29) Long Debt US $2M 2M 0.02
ABANCA CORP BANCARIA SA /EUR/ REGD V/R REG S EMTN 8.37500000 (ABANCA CORP V/R 09/23/33/EUR/) Long Debt ES $6M 5M 0.08
ABC SUPPLY CO INC REGD 144A P/P 3.87500000 (ABC SUPPLY CO 3.875% 11/15/29) Long Debt US $40K 45K 0.00
ABERTIS FINANCE BV /EUR/ REGD V/R /PERP/ REG S 2.62500000 (ABERTIS FINANC V/R /PERP//EUR/) Long Debt NL $14M 14M 0.19
ABERTIS FINANCE BV /EUR/ REGD V/R /PERP/ REG S 3.24800000 (ABERTIS FINANC V/R /PERP//EUR/) Long Debt NL $208K 200K 0.00
ABJA INVESTMENT CO REGD 5.95000000 (ABJA INVESTMENT 5.95% 07/31/24) Long Debt SG $2M 2M 0.03
ABN AMRO BANK NV REGD 144A P/P MTN 4.75000000 (ABN AMRO BANK N 4.75% 07/28/25) Long Debt NL $690K 700K 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 $203K 200K 0.00
ABU DHABI DEVELOPMENT HO REGD 144A P/P 5.37500000 (ABU DHABI DEVE 5.375% 05/08/29) Long Debt AE $2M 2M 0.02
ABU DHABI DEVELOPMENT HO REGD 144A P/P 5.50000000 (ABU DHABI DEVELO 5.5% 05/08/34) Long Debt AE $2M 2M 0.02
ABU DHABI GOVT INT'L REGD REG S EMTN 3.87500000 (ABU DHABI GOVT 3.875% 04/16/50) Long Debt AE $2M 2M 0.02
ACADIA HEALTHCARE CO INC REGD 144A P/P 5.00000000 (ACADIA HEALTHCARE 5% 04/15/29) Long Debt US $120K 126K 0.00
ACCO BRANDS CORP REGD 144A P/P 4.25000000 (ACCO BRANDS COR 4.25% 03/15/29) Long Debt US $3M 4M 0.05
ACCOR SA /EUR/ REGD V/R /PERP/ REG S 2.62500000 (ACCOR SA V/R /PERP//EUR/) Long Debt FR $9M 8M 0.11
ACCOR SA /EUR/ REGD V/R /PERP/ REG S 7.25000000 (ACCOR SA V/R /PERP//EUR/) Long Debt FR $232K 200K 0.00
ACEN FINANCE LTD REGD /PERP/ REG S EMTN 4.00000000 (ACEN FINANCE LTD 4% /PERP/) Long Debt KY $3M 5M 0.04
ACREC 2021-FL1 LTD SER 2021-FL1 CL A V/R REGD 144A P/P 6.59640000 (ACREC 2021-FL1 A V/R 09/16/26) Long ABS-collateralized bond/debt obligation KY $481K 484K 0.01
ACRISURE LLC / FIN INC REGD 144A P/P 7.50000000 (ACRISURE LLC / F 7.5% 11/06/30) Long Debt US $4M 4M 0.05
ACRISURE LLC / FIN INC REGD 144A P/P 8.25000000 (ACRISURE LLC / 8.25% 02/01/29) Long Debt US $4M 4M 0.06
ACRISURE LLC / FIN INC REGD 144A P/P 8.50000000 (ACRISURE LLC / F 8.5% 06/15/29) Long Debt US $925K 915K 0.01
ACURIS FIN US/ACURIS FIN REGD 144A P/P 5.00000000 (ACURIS FIN US/ACUR 5% 05/01/28) Long Debt US $3M 3M 0.04
ACUSHNET CO REGD 144A P/P 7.37500000 (ACUSHNET CO 7.375% 10/15/28) Long Debt US $159K 153K 0.00
ADANI GREEN ENERGY LTD REGD REG S 4.37500000 (ADANI GREEN EN 4.375% 09/08/24) Long Debt IN $1M 2M 0.02
ADANI GREEN ENERGY UP REGD 144A P/P 6.70000000 (ADANI GREEN ENER 6.7% 03/12/42) Long Debt IN $4M 4M 0.05
ADANI GREEN ENERGY UP REGD REG S 6.70000000 (ADANI GREEN ENER 6.7% 03/12/42) Long Debt IN $1M 1M 0.01
ADANI PORTS AND SPECIAL REGD REG S 4.20000000 (ADANI PORTS AND 4.2% 08/04/27) Long Debt IN $929K 1M 0.01
ADANI PORTS AND SPECIAL REGD REG S 4.37500000 (ADANI PORTS AN 4.375% 07/03/29) Long Debt IN $895K 1M 0.01
ADANI TRANS STEP-ONE LTD REGD REG S 4.00000000 (ADANI TRANS STEP-O 4% 08/03/26) Long Debt IN $2M 3M 0.03
ADANIREN KODSOPAR WARSOM REGD REG S EMTN 4.62500000 (ADANIREN KODSO 4.625% 10/15/39) Long Debt IN $968K 1M 0.01
ADAPTHEALTH LLC REGD 144A P/P 4.62500000 (ADAPTHEALTH LL 4.625% 08/01/29) Long Debt US $4M 4M 0.05
ADAPTHEALTH LLC REGD 144A P/P 5.12500000 (ADAPTHEALTH LL 5.125% 03/01/30) Long Debt US $2M 2M 0.02
ADAPTHEALTH LLC REGD 144A P/P 6.12500000 (ADAPTHEALTH LL 6.125% 08/01/28) Long Debt US $2M 2M 0.02
ADIENT GLOBAL HOLDINGS REGD 144A P/P 4.87500000 (ADIENT GLOBAL 4.875% 08/15/26) Long Debt JE $899K 925K 0.01
ADIENT GLOBAL HOLDINGS REGD 144A P/P 7.00000000 (ADIENT GLOBAL HOLD 7% 04/15/28) Long Debt JE $3M 3M 0.04
ADLER GROUP SA /EUR/ REGD 21.00000000 (ADLER GROUP 21% 07/31/25/EUR/) Long Debt LU $125K 100K 0.00
ADT SEC CORP REGD 144A P/P 4.12500000 (ADT SEC CORP 4.125% 08/01/29) Long Debt US $1M 1M 0.01
ADT SEC CORP REGD P/P 4.87500000 (ADT SEC CORP 4.875% 07/15/32) Long Debt US $2M 2M 0.02
ADTALEM GLOBAL EDUCATION REGD 144A P/P 5.50000000 (ADTALEM GLOBAL E 5.5% 03/01/28) Long Debt US $984K 1M 0.01
ADVANCED DRAINAGE SYSTEM REGD 144A P/P 5.00000000 (ADVANCED DRAINAGE 5% 09/30/27) Long Debt US $286K 292K 0.00
ADVANCED DRAINAGE SYSTEM REGD 144A P/P 6.37500000 (ADVANCED DRAIN 6.375% 06/15/30) Long Debt US $2M 2M 0.02
AEDAS HOMES OPCO SL /EUR/ REGD REG S 4.00000000 (AEDAS HOMES O 4% 08/15/26/EUR/) Long Debt ES $6M 5M 0.08
AEGON FUNDING CO LLC REGD 144A P/P 5.50000000 (AEGON FUNDING CO 5.5% 04/16/27) Long Debt US $676K 679K 0.01
AEP TEXAS INC REGD 5.45000000 (AEP TEXAS INC 5.45% 05/15/29) Long Debt US $181K 180K 0.00
AERCAP IRELAND CAP/GLOBA REGD 3.50000000 (AERCAP IRELAND C 3.5% 01/15/25) Long Debt IE $171K 173K 0.00
AERCAP IRELAND CAP/GLOBA REGD 4.45000000 (AERCAP IRELAND 4.45% 10/01/25) Long Debt IE $441K 447K 0.01
AERCAP IRELAND CAP/GLOBA REGD SER 3NC1 1.75000000 (AERCAP IRELAND 1.75% 10/29/24) Long Debt IE $1M 1M 0.01
AES CORP/THE REGD 144A P/P 3.30000000 (AES CORP/THE 3.3% 07/15/25) Long Debt US $980K 1M 0.01
AES CORP/THE REGD 5.45000000 (AES CORP/THE 5.45% 06/01/28) Long Debt US $206K 206K 0.00
AES CORP/THE REGD V/R 7.60000000 (AES CORP/THE V/R 01/15/55) Long Debt US $3M 3M 0.03
AETHON UN/AETHIN UN FIN REGD 144A P/P 8.25000000 (AETHON UN/AETHI 8.25% 02/15/26) Long Debt US $6M 6M 0.07
AFFIRM ASSET SECURITIZATION TRUST 2023-B SER 2023-B CL A REGD 144A P/P 6.82000000 (AFFRM 2023-B A 6.82% 04/15/26) Long ABS-collateralized bond/debt obligation US $1M 1M 0.02
AFFIRM ASSET SECURITIZATION TRUST 2024-A SER 2024-A CL 1A REGD 144A P/P 5.61000000 (AFFRM 2024-A 1 5.61% 02/17/26) Long ABS-collateralized bond/debt obligation US $643K 645K 0.01
AG TTMT ESCROW ISSUER REGD 144A P/P 8.62500000 (AG TTMT ESCROW 8.625% 09/30/27) Long Debt US $268K 259K 0.00
AGCO CORP REGD 5.45000000 (AGCO CORP 5.45% 03/21/27) Long Debt US $83K 83K 0.00
AGPS BONDCO PLC /EUR/ REGD REG S 5.00000000 (AGPS BONDCO P 5% 01/14/29/EUR/) Long Debt GB $2M 4M 0.02
AGPS BONDCO PLC /EUR/ REGD REG S 5.50000000 (AGPS BONDCO 5.5% 11/13/26/EUR/) Long Debt GB $70K 200K 0.00
AGPS BONDCO PLC /EUR/ REGD REG S 6.00000000 (AGPS BONDCO P 6% 08/05/25/EUR/) Long Debt GB $35K 100K 0.00
AHLSTROM HLDG 3 OY /EUR/ REGD REG S 3.62500000 (AHLSTROM 3.625% 02/04/28/EUR/) Long Debt FI $101K 100K 0.00
AHLSTROM HLDG 3 OY REGD 144A P/P 4.87500000 (AHLSTROM HLDG 4.875% 02/04/28) Long Debt FI $280K 300K 0.00
AHP HEALTH PARTN REGD 144A P/P 5.75000000 (AHP HEALTH PART 5.75% 07/15/29) Long Debt US $3M 3M 0.04
AIA GROUP LTD REGD REG S 3.20000000 (AIA GROUP LTD 3.2% 09/16/40) Long Debt HK $807K 1M 0.01
AIB GROUP PLC /EUR/ REGD V/R /PERP/ REG S 5.25000000 (AIB GROUP PLC V/R /PERP//EUR/) Long Debt IE $383K 359K 0.01
AIB GROUP PLC REGD V/R 144A P/P 6.60800000 (AIB GROUP PLC V/R 09/13/29) Long Debt IE $636K 616K 0.01
AIR CANADA REGD 144A P/P 3.87500000 (AIR CANADA 3.875% 08/15/26) Long Debt CA $1M 1M 0.02
AIR FRANCE-KLM /EUR/ REGD REG S EMTN 4.62500000 (AIR FRANC 4.625% 05/23/29/EUR/) Long Debt FR $105K 100K 0.00
AIRCASTLE LTD REGD 144A P/P 5.25000000 (AIRCASTLE LTD 5.25% 08/11/25) Long Debt BM $602K 607K 0.01
AIRCASTLE LTD REGD 144A P/P 5.95000000 (AIRCASTLE LTD 5.95% 02/15/29) Long Debt BM $187K 187K 0.00
AKER BP ASA REGD 144A P/P 2.00000000 (AKER BP ASA 2% 07/15/26) Long Debt NO $447K 480K 0.01
ALBERTSONS COS/SAFEWAY REGD 144A P/P 3.25000000 (ALBERTSONS COS/ 3.25% 03/15/26) Long Debt US $187K 195K 0.00
ALBERTSONS COS/SAFEWAY REGD 144A P/P 3.50000000 (ALBERTSONS COS/S 3.5% 03/15/29) Long Debt US $5M 6M 0.07
ALBERTSONS COS/SAFEWAY REGD 144A P/P 4.62500000 (ALBERTSONS COS 4.625% 01/15/27) Long Debt US $417K 432K 0.01
ALBERTSONS COS/SAFEWAY REGD 144A P/P 4.87500000 (ALBERTSONS COS 4.875% 02/15/30) Long Debt US $1M 1M 0.02
ALBERTSONS COS/SAFEWAY REGD 144A P/P 6.50000000 (ALBERTSONS COS/S 6.5% 02/15/28) Long Debt US $2M 2M 0.03
ALBION FINANCING 1SARL / /EUR/ REGD REG S 5.25000000 (ALBION FIN 5.25% 10/15/26/EUR/) Long Debt LU $11M 11M 0.15
ALBION FINANCING 1SARL / REGD 144A P/P 6.12500000 (ALBION FINANCI 6.125% 10/15/26) Long Debt LU $197K 200K 0.00
ALCOA NEDERLAND HOLDING REGD 144A P/P 5.50000000 (ALCOA NEDERLAND 5.5% 12/15/27) Long Debt NL $1M 1M 0.02
ALEXANDER FUND TRUST II REGD 144A P/P 7.46700000 (ALEXANDER FUND 7.467% 07/31/28) Long Debt US $423K 400K 0.01
ALGONQUIN PWR & UTILITY REGD S/UP 5.36500000 (ALGONQUIN PWR & S/UP 06/15/26) Long Debt CA $571K 574K 0.01
ALLIANT ENERGY FINANCE REGD 144A P/P 5.40000000 (ALLIANT ENERGY F 5.4% 06/06/27) Long Debt US $136K 136K 0.00
ALLIANT ENERGY FINANCE REGD 144A P/P 5.95000000 (ALLIANT ENERGY 5.95% 03/30/29) Long Debt US $410K 400K 0.01
ALLIANT HOLD / CO-ISSUER REGD 144A P/P 4.25000000 (ALLIANT HOLD / 4.25% 10/15/27) Long Debt US $6M 6M 0.07
ALLIANT HOLD / CO-ISSUER REGD 144A P/P 5.87500000 (ALLIANT HOLD / 5.875% 11/01/29) Long Debt US $9M 9M 0.11
ALLIANT HOLD / CO-ISSUER REGD 144A P/P 6.75000000 (ALLIANT HOLD / 6.75% 10/15/27) Long Debt US $9M 9M 0.12
ALLIANT HOLD / CO-ISSUER REGD 144A P/P 6.75000000 (ALLIANT HOLD / 6.75% 04/15/28) Long Debt US $1M 1M 0.02
ALLIANT HOLD / CO-ISSUER REGD 144A P/P 7.00000000 (ALLIANT HOLD / CO- 7% 01/15/31) Long Debt US $8M 8M 0.11
ALLIED UNIVERSAL HOLDCO REGD 144A P/P 7.87500000 (ALLIED UNIVERS 7.875% 02/15/31) Long Debt US $14M 14M 0.18
ALLIED UNIVERSAL REGD 144A P/P 6.00000000 (ALLIED UNIVERSAL 6% 06/01/29) Long Debt US $9M 10M 0.12
ALLIED UNIVERSAL REGD 144A P/P 6.62500000 (ALLIED UNIVERS 6.625% 07/15/26) Long Debt US $257K 258K 0.00
ALLIED UNIVERSAL REGD 144A P/P 9.75000000 (ALLIED UNIVERSA 9.75% 07/15/27) Long Debt US $8M 8M 0.11
ALLWYN ENTERTAINMENT FIN /EUR/ REGD REG S 7.25000000 (ALLWYN ENT 7.25% 04/30/30/EUR/) Long Debt GB $11M 10M 0.15
ALLWYN ENTERTAINMENT FIN REGD 144A P/P 7.87500000 (ALLWYN ENTERTA 7.875% 04/30/29) Long Debt GB $688K 666K 0.01
ALLY FINANCIAL INC REGD 5.75000000 (ALLY FINANCIAL 5.75% 11/20/25) Long Debt US $327K 329K 0.00
ALPHA BANK SA /EUR/ REGD V/R REG S EMTN 5.00000000 (ALPHA BANK S V/R 05/12/30/EUR/) Long Debt GR $322K 300K 0.00
ALSTOM SA /EUR/ REGD V/R /PERP/ REG S 5.86800000 (ALSTOM SA V/R /PERP//EUR/) Long Debt FR $109K 100K 0.00
ALTA EQUIPMENT GROUP REGD 144A P/P 9.00000000 (ALTA EQUIPMENT GRO 9% 06/01/29) Long Debt US $1M 1M 0.01
ALTICE FINANCING SA /EUR/ REGD 144A P/P 2.25000000 (ALTICE FIN 2.25% 01/15/25/EUR/) Long Debt LU $3M 3M 0.04
ALTICE FINANCING SA /EUR/ REGD REG S 3.00000000 (ALTICE FINANC 3% 01/15/28/EUR/) Long Debt LU $4M 5M 0.06
ALTICE FINANCING SA /EUR/ REGD REG S 4.25000000 (ALTICE FIN 4.25% 08/15/29/EUR/) Long Debt LU $13M 16M 0.18
ALTICE FINANCING SA REGD 144A P/P 5.00000000 (ALTICE FINANCING S 5% 01/15/28) Long Debt LU $2M 3M 0.03
ALTICE FINANCING SA REGD 144A P/P 5.75000000 (ALTICE FINANCIN 5.75% 08/15/29) Long Debt LU $9M 12M 0.12
ALTICE FINANCING SA REGD 144A P/P 9.62500000 (ALTICE FINANCI 9.625% 07/15/27) Long Debt LU $8M 9M 0.11
ALTICE FINCO SA /EUR/ REGD REG S 4.75000000 (ALTICE FIN 4.75% 01/15/28/EUR/) Long Debt LU $3M 4M 0.04
ALTICE FRANCE HOLDING SA /EUR/ REGD 4.00000000 (ALTICE FRANCE 4% 02/15/28/EUR/) Long Debt LU $3M 8M 0.03
ALTICE FRANCE HOLDING SA /EUR/ REGD REG S 8.00000000 (ALTICE FRANCE 8% 05/15/27/EUR/) Long Debt LU $2M 5M 0.02
ALTICE FRANCE SA /EUR/ REGD REG S 3.37500000 (ALTICE FR 3.375% 01/15/28/EUR/) Long Debt FR $179K 239K 0.00
ALTICE FRANCE SA /EUR/ REGD REG S 4.25000000 (ALTICE FRA 4.25% 10/15/29/EUR/) Long Debt FR $12M 17M 0.16
ALTICE FRANCE SA /EUR/ REGD REG S 5.87500000 (ALTICE FR 5.875% 02/01/27/EUR/) Long Debt FR $3M 4M 0.04
ALTICE FRANCE SA /EUR/ REGD REG S P/P 11.50000000 (ALTICE FRA 11.5% 02/01/27/EUR/) Long Debt FR $263K 300K 0.00
ALTICE FRANCE SA REGD 144A P/P 5.12500000 (ALTICE FRANCE 5.125% 07/15/29) Long Debt FR $4M 5M 0.05
ALTICE FRANCE SA REGD 144A P/P 5.12500000 (ALTICE FRANCE 5.125% 01/15/29) Long Debt FR $833K 1M 0.01
ALTICE FRANCE SA REGD 144A P/P 5.50000000 (ALTICE FRANCE SA 5.5% 10/15/29) Long Debt FR $3M 4M 0.03
ALTICE FRANCE SA REGD 144A P/P 5.50000000 (ALTICE FRANCE SA 5.5% 01/15/28) Long Debt FR $106K 155K 0.00
AMBIPAR LUX SARL REGD 144A P/P 9.87500000 (AMBIPAR LUX SA 9.875% 02/06/31) Long Debt LU $2M 2M 0.02
AMER SPORTS COMPANY REGD 144A P/P 6.75000000 (AMER SPORTS COM 6.75% 02/16/31) Long Debt US $4M 4M 0.05
AMERADA HESS CORP REGD 7.87500000 (AMERADA HESS 7.875% 10/01/29) Long Debt US $839K 750K 0.01
AMEREN CORP REGD 5.70000000 (AMEREN CORP 5.7% 12/01/26) Long Debt US $881K 874K 0.01
AMERICAN AIRLINES INC REGD 144A P/P 7.25000000 (AMERICAN AIRLIN 7.25% 02/15/28) Long Debt US $2M 2M 0.02
AMERICAN AIRLINES INC REGD 144A P/P 8.50000000 (AMERICAN AIRLINE 8.5% 05/15/29) Long Debt US $3M 3M 0.04
AMERICAN AIRLINES/AADVAN REGD 144A P/P 5.50000000 (AMERICAN AIRLINE 5.5% 04/20/26) Long Debt $66K 67K 0.00
AMERICAN AIRLINES/AADVAN REGD 144A P/P 5.75000000 (AMERICAN AIRLIN 5.75% 04/20/29) Long Debt $5M 5M 0.06
AMERICAN AXLE & MFG INC REGD SER WI 6.50000000 (AMERICAN AXLE & 6.5% 04/01/27) Long Debt US $1M 1M 0.02
AMERICAN ELECTRIC POWER REGD 5.20000000 (AMERICAN ELECTRI 5.2% 01/15/29) Long Debt US $348K 350K 0.00
AMERICAN ELECTRIC POWER REGD 5.69900000 (AMERICAN ELECT 5.699% 08/15/25) Long Debt US $500K 500K 0.01
AMERICAN EXPRESS CO REGD 3.95000000 (AMERICAN EXPRES 3.95% 08/01/25) Long Debt US $136K 138K 0.00
AMERICAN EXPRESS CO REGD V/R 4.99000000 (AMERICAN EXPRESS V/R 05/01/26) Long Debt US $175K 176K 0.00
AMERICAN EXPRESS CO REGD V/R 5.28200000 (AMERICAN EXPRESS V/R 07/27/29) Long Debt US $179K 179K 0.00
AMERICAN EXPRESS CO REGD V/R 6.33800000 (AMERICAN EXPRESS V/R 10/30/26) Long Debt US $422K 418K 0.01
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2024-1 CL A REGD 5.23000000 (AMXCA 2024-1 A 5.23% 04/15/27) Long ABS-collateralized bond/debt obligation US $989K 980K 0.01
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2024-2 CL A REGD 5.24000000 (AMXCA 2024-2 A 5.24% 04/15/29) Long ABS-collateralized bond/debt obligation US $357K 350K 0.00
AMERICAN TOWER CORP REGD 1.60000000 (AMERICAN TOWER C 1.6% 04/15/26) Long Debt US $26K 28K 0.00
AMERICAN TOWER CORP REGD 2.75000000 (AMERICAN TOWER 2.75% 01/15/27) Long Debt US $704K 750K 0.01
AMERICAN TOWER CORP REGD 3.60000000 (AMERICAN TOWER C 3.6% 01/15/28) Long Debt US $227K 240K 0.00
AMERICAN TOWER CORP REGD 3.65000000 (AMERICAN TOWER 3.65% 03/15/27) Long Debt US $164K 171K 0.00
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1 CL A2A REGD 5.84000000 (AMCAR 2023-1 A 5.84% 10/19/26) Long ABS-collateralized bond/debt obligation US $147K 147K 0.00
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1 CL A3 REGD 5.62000000 (AMCAR 2023-1 A 5.62% 11/18/27) Long ABS-collateralized bond/debt obligation US $422K 421K 0.01
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1 CL C REGD 5.80000000 (AMCAR 2023-1 C 5.8% 12/18/28) Long ABS-collateralized bond/debt obligation US $101K 100K 0.00
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2 CL A3 REGD 5.81000000 (AMCAR 2023-2 A 5.81% 05/18/28) Long ABS-collateralized bond/debt obligation US $773K 770K 0.01
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1 SER 2024-1 CL A2A REGD 5.75000000 (AMCAR 2024-1 A 5.75% 02/18/28) Long ABS-collateralized bond/debt obligation US $730K 730K 0.01
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1 SER 2024-1 CL A3 REGD 5.43000000 (AMCAR 2024-1 A 5.43% 01/18/29) Long ABS-collateralized bond/debt obligation US $676K 675K 0.01
AMERIGAS PART/FIN CORP REGD 144A P/P 9.37500000 (AMERIGAS PART/ 9.375% 06/01/28) Long Debt US $1M 1M 0.02
AMERIGAS PART/FIN CORP REGD 5.50000000 (AMERIGAS PART/FI 5.5% 05/20/25) Long Debt US $317K 318K 0.00
AMERIGAS PART/FIN CORP REGD 5.87500000 (AMERIGAS PART/ 5.875% 08/20/26) Long Debt US $1M 1M 0.01
AMGEN INC REGD 5.15000000 (AMGEN INC 5.15% 03/02/28) Long Debt US $27K 27K 0.00
AMGEN INC REGD 5.25000000 (AMGEN INC 5.25% 03/02/25) Long Debt US $123K 123K 0.00
AMGEN INC REGD 5.50700000 (AMGEN INC 5.507% 03/02/26) Long Debt US $633K 633K 0.01
AMMC CLO 23 LTD SER 2020-23A CL A1R2 V/R REGD 144A P/P 6.74488000 (AMMC 2020-23A A1 V/R 04/17/35) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.02
AMMC CLO 25 LTD SER 2022-25A CL A1R V/R REGD 144A P/P 6.67856000 (AMMC 2022-25A A1 V/R 04/15/35) Long ABS-collateralized bond/debt obligation KY $860K 860K 0.01
AMN HEALTHCARE INC REGD 144A P/P 4.00000000 (AMN HEALTHCARE INC 4% 04/15/29) Long Debt US $2M 2M 0.03
AMN HEALTHCARE INC REGD 144A P/P 4.62500000 (AMN HEALTHCARE 4.625% 10/01/27) Long Debt US $2M 2M 0.03
AMS-OSRAM AG /EUR/ REGD REG S 10.50000000 (AMS-OSRAM 10.5% 03/30/29/EUR/) Long Debt AT $183K 163K 0.00
AMS-OSRAM AG /EUR/ REGD REG S SER . CONVERTIBLE 2.12500000 (AMS-OSRAM 2.125% 11/03/27/EUR/) Long Debt AT $337K 400K 0.00
AMSTED INDUSTRIES REGD 144A P/P 4.62500000 (AMSTED INDUSTR 4.625% 05/15/30) Long Debt US $3M 3M 0.04
AMSTED INDUSTRIES REGD 144A P/P 5.62500000 (AMSTED INDUSTR 5.625% 07/01/27) Long Debt US $172K 175K 0.00
AMWINS GROUP INC REGD 144A P/P 4.87500000 (AMWINS GROUP I 4.875% 06/30/29) Long Debt US $3M 3M 0.04
AMWINS GROUP INC REGD 144A P/P 6.37500000 (AMWINS GROUP I 6.375% 02/15/29) Long Debt US $1M 1M 0.02
ANGI GROUP LLC REGD 144A P/P 3.87500000 (ANGI GROUP LLC 3.875% 08/15/28) Long Debt US $717K 835K 0.01
ANGLO AMERICAN CAPITAL REGD 144A P/P 2.25000000 (ANGLO AMERICAN 2.25% 03/17/28) Long Debt GB $179K 200K 0.00
ANGLO AMERICAN CAPITAL REGD 144A P/P 4.50000000 (ANGLO AMERICAN C 4.5% 03/15/28) Long Debt GB $330K 340K 0.00
ANGLO AMERICAN CAPITAL REGD 144A P/P 4.75000000 (ANGLO AMERICAN 4.75% 04/10/27) Long Debt GB $393K 400K 0.01
ANGLO AMERICAN CAPITAL REGD P/P 4.87500000 (ANGLO AMERICAN 4.875% 05/14/25) Long Debt GB $1M 1M 0.02
ANGLOGOLD HOLDINGS PLC REGD 3.75000000 (ANGLOGOLD HOLDI 3.75% 10/01/30) Long Debt IM $1M 1M 0.02
ANTERO MIDSTREAM PART/FI REGD 144A P/P 5.37500000 (ANTERO MIDSTRE 5.375% 06/15/29) Long Debt US $2M 3M 0.03
ANTERO MIDSTREAM PART/FI REGD 144A P/P 5.75000000 (ANTERO MIDSTREA 5.75% 01/15/28) Long Debt US $5M 5M 0.06
ANTERO MIDSTREAM PART/FI REGD 144A P/P 5.75000000 (ANTERO MIDSTREA 5.75% 03/01/27) Long Debt US $2M 2M 0.03
ANTERO MIDSTREAM PART/FI REGD 144A P/P 6.62500000 (ANTERO MIDSTRE 6.625% 02/01/32) Long Debt US $2M 2M 0.02
ANTERO RESOURCES CORP REGD 144A P/P 5.37500000 (ANTERO RESOURC 5.375% 03/01/30) Long Debt US $232K 240K 0.00
ANTERO RESOURCES CORP REGD 144A P/P 7.62500000 (ANTERO RESOURC 7.625% 02/01/29) Long Debt US $386K 375K 0.01
ANTOFAGASTA PLC REGD REG S 2.37500000 (ANTOFAGASTA PL 2.375% 10/14/30) Long Debt GB $2M 3M 0.03
ANYWHERE REAL EST/CO-ISS REGD 144A P/P 7.00000000 (ANYWHERE REAL EST/ 7% 04/15/30) Long Debt US $2M 3M 0.03
ANYWHERE REAL EST/CO-ISS REGD P/P SER AI 7.00000000 (ANYWHERE REAL EST/ 7% 04/15/30) Long Debt US $2M 2M 0.02
AON CORP REGD SER * 8.20500000 (AON CORP 8.205% 01/01/27) Long Debt US $495K 469K 0.01
AON NORTH AMERICA INC REGD 5.15000000 (AON NORTH AMERI 5.15% 03/01/29) Long Debt US $168K 168K 0.00
APACHE CORP REGD 4.37500000 (APACHE CORP 4.375% 10/15/28) Long Debt US $712K 752K 0.01
API GROUP DE INC REGD 144A P/P 4.12500000 (API GROUP DE I 4.125% 07/15/29) Long Debt US $2M 2M 0.02
API GROUP DE INC REGD 144A P/P 4.75000000 (API GROUP DE IN 4.75% 10/15/29) Long Debt US $420K 450K 0.01
APOLLO DEBT SOLUTIONS BD REGD 144A P/P 6.90000000 (APOLLO DEBT SOLU 6.9% 04/13/29) Long Debt US $2M 2M 0.02
APX GROUP INC REGD 144A P/P 5.75000000 (APX GROUP INC 5.75% 07/15/29) Long Debt US $2M 2M 0.02
APX GROUP INC REGD 144A P/P 6.75000000 (APX GROUP INC 6.75% 02/15/27) Long Debt US $49K 49K 0.00
ARAB REPUBLIC OF EGYPT /EUR/ REGD REG S EMTN 4.75000000 (ARAB REPUB 4.75% 04/16/26/EUR/) Long Debt EG $9M 9M 0.12
ARAB REPUBLIC OF EGYPT /EUR/ REGD REG S EMTN 6.37500000 (ARAB REPU 6.375% 04/11/31/EUR/) Long Debt EG $8M 10M 0.11
ARAB REPUBLIC OF EGYPT REGD REG S EMTN 3.87500000 (ARAB REPUBLIC 3.875% 02/16/26) Long Debt EG $2M 3M 0.03
ARAB REPUBLIC OF EGYPT REGD REG S EMTN 5.87500000 (ARAB REPUBLIC 5.875% 02/16/31) Long Debt EG $2M 3M 0.03
ARAB REPUBLIC OF EGYPT REGD REG S EMTN 7.50000000 (ARAB REPUBLIC OF 7.5% 02/16/61) Long Debt EG $1M 2M 0.02
ARAMARK INTL FINANCE /EUR/ REGD REG S 3.12500000 (ARAMARK I 3.125% 04/01/25/EUR/) Long Debt LU $734K 693K 0.01
ARAMARK SERVICES INC REGD 144A P/P 5.00000000 (ARAMARK SERVICES I 5% 02/01/28) Long Debt US $3M 3M 0.03
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2021-FL3 CL A V/R REGD 144A P/P 6.51332000 (ARCLO 2021-FL3 A V/R 07/15/26) Long ABS-collateralized bond/debt obligation KY $484K 489K 0.01
ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.25000000 (ARCHROCK PARTNE 6.25% 04/01/28) Long Debt US $7M 7M 0.09
ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.87500000 (ARCHROCK PARTN 6.875% 04/01/27) Long Debt US $2M 2M 0.02
ARCOSA INC REGD 144A P/P 4.37500000 (ARCOSA INC 4.375% 04/15/29) Long Debt US $2M 2M 0.02
ARD FINANCE SA REGD 144A P/P 6.50000000 (ARD FINANCE SA 6.5% 06/30/27) Long Debt LU $551K 2M 0.01
ARDAGH METAL PACKAGING /EUR/ REGD REG S 2.00000000 (ARDAGH METAL 2% 09/01/28/EUR/) Long Debt $280K 300K 0.00
ARDAGH METAL PACKAGING /EUR/ REGD REG S 3.00000000 (ARDAGH METAL 3% 09/01/29/EUR/) Long Debt $259K 300K 0.00
ARDAGH METAL PACKAGING REGD 144A P/P 3.25000000 (ARDAGH METAL PA 3.25% 09/01/28) Long Debt $1M 2M 0.02
ARDAGH METAL PACKAGING REGD 144A P/P 4.00000000 (ARDAGH METAL PACKA 4% 09/01/29) Long Debt $8M 9M 0.10
ARDAGH METAL PACKAGING REGD 144A P/P 6.00000000 (ARDAGH METAL PACKA 6% 06/15/27) Long Debt $1M 1M 0.02
ARDAGH PKG FIN/HLDGS USA /EUR/ REGD REG S 2.12500000 (ARDAGH PK 2.125% 08/15/26/EUR/) Long Debt $8M 9M 0.11
ARDAGH PKG FIN/HLDGS USA /EUR/ REGD REG S 2.12500000 (ARDAGH PK 2.125% 08/15/26/EUR/) Long Debt $732K 825K 0.01
ARDAGH PKG FIN/HLDGS USA /EUR/ REGD REG S 2.12500000 (ARDAGH PK 2.125% 08/15/26/EUR/) Long Debt $278K 313K 0.00
ARDAGH PKG FIN/HLDGS USA REGD 144A P/P 4.12500000 (ARDAGH PKG FIN 4.125% 08/15/26) Long Debt $6M 7M 0.08
ARDONAGH FINCO LTD /EUR/ REGD REG S 6.87500000 (ARDONAGH 6.875% 02/15/31/EUR/) Long Debt JE $17M 16M 0.22
ARDONAGH FINCO LTD REGD 144A P/P 7.75000000 (ARDONAGH FINCO 7.75% 02/15/31) Long Debt JE $5M 5M 0.07
ARDONAGH GROUP FINANCE REGD 144A P/P 8.87500000 (ARDONAGH GROUP 8.875% 02/15/32) Long Debt JE $3M 3M 0.05
ARES CAPITAL CORP REGD 5.87500000 (ARES CAPITAL C 5.875% 03/01/29) Long Debt US $628K 637K 0.01
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 $283K 283K 0.00
ARES XXVIIIR CLO LTD SER 2018-28RA CL A1R V/R REGD 144A P/P 6.46707000 (ARES 2018-28RA A V/R 10/17/30) Long ABS-collateralized bond/debt obligation KY $11M 11M 0.15
ARETEC GROUP INC REGD 144A P/P 10.00000000 (ARETEC GROUP INC 10% 08/15/30) Long Debt US $479K 440K 0.01
ARKO CORP REGD 144A P/P 5.12500000 (ARKO CORP 5.125% 11/15/29) Long Debt US $2M 2M 0.03
AROUNDTOWN SA /EUR/ REGD REG S EMTN 0.37500000 (AROUNDTOW 0.375% 04/15/27/EUR/) Long Debt LU $93K 100K 0.00
AROUNDTOWN SA /GBP/ REGD V/R /PERP/ REG S EMTN 4.75000000 (AROUNDTOWN SA V/R /PERP//GBP/) Long Debt LU $173K 200K 0.00
ARSENAL AIC PARENT LLC REGD 144A P/P 11.50000000 (ARSENAL AIC PAR 11.5% 10/01/31) Long Debt US $9M 8M 0.12
ARSENAL AIC PARENT LLC REGD 144A P/P 8.00000000 (ARSENAL AIC PARENT 8% 10/01/30) Long Debt US $2M 1M 0.02
ASBURY AUTOMOTIVE GROUP REGD 144A P/P 5.00000000 (ASBURY AUTOMOTIVE 5% 02/15/32) Long Debt US $719K 793K 0.01
ASBURY AUTOMOTIVE GROUP REGD SER WI 4.75000000 (ASBURY AUTOMOTI 4.75% 03/01/30) Long Debt US $3K 3K 0.00
ASCENT RESOURCES/ARU FIN REGD 144A P/P 5.87500000 (ASCENT RESOURC 5.875% 06/30/29) Long Debt US $4M 4M 0.05
ASCENT RESOURCES/ARU FIN REGD 144A P/P 7.00000000 (ASCENT RESOURCES/A 7% 11/01/26) Long Debt US $1M 1M 0.01
ASCENT RESOURCES/ARU FIN REGD 144A P/P 8.25000000 (ASCENT RESOURCE 8.25% 12/31/28) Long Debt US $7M 7M 0.09
ASCENT RESOURCES/ARU FIN REGD P/P 9.00000000 (ASCENT RESOURCES/A 9% 11/01/27) Long Debt US $3M 3M 0.04
ASHLAND INC REGD 144A P/P 3.37500000 (ASHLAND INC 3.375% 09/01/31) Long Debt US $842K 1M 0.01
ASHLAND INC REGD SER WI 6.87500000 (ASHLAND INC 6.875% 05/15/43) Long Debt US $3M 3M 0.04
ASHTON WOODS USA/FINANCE REGD 144A P/P 4.62500000 (ASHTON WOODS U 4.625% 08/01/29) Long Debt US $2M 2M 0.03
ASHTON WOODS USA/FINANCE REGD 144A P/P 4.62500000 (ASHTON WOODS U 4.625% 04/01/30) Long Debt US $447K 500K 0.01
ASHTON WOODS USA/FINANCE REGD 144A P/P 6.62500000 (ASHTON WOODS U 6.625% 01/15/28) Long Debt US $2M 2M 0.02
ASSEMBLIN CAVERION GROUP /EUR/ REGD 144A P/P 6.25000000 (ASSEMBLIN 6.25% 07/01/30/EUR/) Long Debt SE $8M 7M 0.11
ASSUREDPARTNERS INC ZCP REGD TERM LOAN 0.00000000 (ASSUREDPARTNERS 0% 02/08/31) Long Loan US $2M 2M 0.03
ASSUREDPARTNERS INC REGD 144A P/P 5.62500000 (ASSUREDPARTNER 5.625% 01/15/29) Long Debt US $1M 2M 0.02
ASSUREDPARTNERS INC REGD 144A P/P 7.50000000 (ASSUREDPARTNERS 7.5% 02/15/32) Long Debt US $2M 2M 0.03
ASTON MARTIN CAPITAL HOL /GBP/ REGD REG S 10.37500000 (ASTON MA 10.375% 03/31/29/GBP/) Long Debt JE $7M 6M 0.09
ASTON MARTIN CAPITAL HOL REGD 144A P/P 10.00000000 (ASTON MARTIN CAPI 10% 03/31/29) Long Debt JE $977K 991K 0.01
AT&T INC REGD 5.53900000 (AT&T INC 5.539% 02/20/26) Long Debt US $1M 1M 0.02
ATHABASCA OIL CORP REGD 144A P/P 9.75000000 (ATHABASCA OIL C 9.75% 11/01/26) Long Debt CA $2M 2M 0.03
ATHENAHEALTH GROUP INC REGD 144A P/P 6.50000000 (ATHENAHEALTH GRO 6.5% 02/15/30) Long Debt US $15M 16M 0.20
ATHENE GLOBAL FUNDING REGD 144A P/P 5.58300000 (ATHENE GLOBAL 5.583% 01/09/29) Long Debt US $206K 205K 0.00
ATHENE GLOBAL FUNDING REGD 144A P/P 5.62000000 (ATHENE GLOBAL F 5.62% 05/08/26) Long Debt US $1M 1M 0.02
ATI INC REGD 4.87500000 (ATI INC 4.875% 10/01/29) Long Debt US $763K 816K 0.01
ATI INC REGD 5.12500000 (ATI INC 5.125% 10/01/31) Long Debt US $2M 2M 0.02
ATI INC REGD 5.87500000 (ATI INC 5.875% 12/01/27) Long Debt US $701K 710K 0.01
ATI INC REGD 7.25000000 (ATI INC 7.25% 08/15/30) Long Debt US $4M 4M 0.06
ATLAS LUXCO 4 / ALL UNI /EUR/ REGD REG S 3.62500000 (ATLAS LUX 3.625% 06/01/28/EUR/) Long Debt $156K 160K 0.00
ATLAS LUXCO 4 / ALL UNI /GBP/ REGD REG S 4.87500000 (ATLAS LUX 4.875% 06/01/28/GBP/) Long Debt $454K 400K 0.01
ATLAS LUXCO 4 / ALL UNI REGD 144A P/P 4.62500000 (ATLAS LUXCO 4 4.625% 06/01/28) Long Debt $8M 9M 0.11
ATLAS LUXCO 4 / ALL UNI REGD 144A P/P 4.62500000 (ATLAS LUXCO 4 4.625% 06/01/28) Long Debt $4M 5M 0.06
ATS CORP REGD 144A P/P 4.12500000 (ATS CORP 4.125% 12/15/28) Long Debt CA $104K 114K 0.00
AVANGRID INC REGD 3.20000000 (AVANGRID INC 3.2% 04/15/25) Long Debt US $526K 537K 0.01
AVANTOR FUNDING INC /EUR/ REGD REG S 2.62500000 (AVANTOR F 2.625% 11/01/25/EUR/) Long Debt US $1M 1M 0.02
AVANTOR FUNDING INC /EUR/ REGD REG S 3.87500000 (AVANTOR F 3.875% 07/15/28/EUR/) Long Debt US $104K 100K 0.00
AVANTOR FUNDING INC REGD 144A P/P 3.87500000 (AVANTOR FUNDIN 3.875% 11/01/29) Long Debt US $894K 983K 0.01
AVANTOR FUNDING INC REGD 144A P/P 4.62500000 (AVANTOR FUNDIN 4.625% 07/15/28) Long Debt US $2M 2M 0.02
AVIATION CAPITAL GROUP REGD 144A P/P 1.95000000 (AVIATION CAPITA 1.95% 09/20/26) Long Debt US $806K 875K 0.01
AVIATION CAPITAL GROUP REGD 144A P/P 1.95000000 (AVIATION CAPITA 1.95% 01/30/26) Long Debt US $165K 175K 0.00
AVIATION CAPITAL GROUP REGD 144A P/P 4.87500000 (AVIATION CAPIT 4.875% 10/01/25) Long Debt US $1M 1M 0.02
AVIATION CAPITAL GROUP REGD 144A P/P 5.37500000 (AVIATION CAPIT 5.375% 07/15/29) Long Debt US $192K 194K 0.00
AVIATION CAPITAL GROUP REGD 144A P/P 5.50000000 (AVIATION CAPITAL 5.5% 12/15/24) Long Debt US $544K 545K 0.01
AVIS BUDGET CAR/FINANCE REGD 144A P/P 4.75000000 (AVIS BUDGET CAR 4.75% 04/01/28) Long Debt US $3M 3M 0.03
AVIS BUDGET FINANCE PLC /EUR/ REGD REG S 7.00000000 (AVIS BUDGET F 7% 02/28/29/EUR/) Long Debt JE $6M 5M 0.08
AVIS BUDGET FINANCE PLC /EUR/ REGD REG S 7.25000000 (AVIS BUDGE 7.25% 07/31/30/EUR/) Long Debt JE $9M 9M 0.12
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2020-2A CL A REGD 144A P/P 2.02000000 (AESOP 2020-2A 2.02% 02/20/26) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 3.25000000 (AVOLON HOLDINGS 3.25% 02/15/27) Long Debt KY $85K 91K 0.00
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.25000000 (AVOLON HOLDINGS 4.25% 04/15/26) Long Debt KY $2M 2M 0.03
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.50000000 (AVOLON HOLDINGS 5.5% 01/15/26) Long Debt KY $496K 500K 0.01
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.75000000 (AVOLON HOLDINGS 5.75% 11/15/29) Long Debt KY $254K 256K 0.00
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.75000000 (AVOLON HOLDINGS 5.75% 03/01/29) Long Debt KY $151K 152K 0.00
AXA SA /EUR/ REGD V/R /PERP/ REG S EMTN 6.37500000 (AXA SA V/R /PERP//EUR/) Long Debt FR $328K 300K 0.00
AXALTA COAT/DUTCH HLD BV REGD 144A P/P 4.75000000 (AXALTA COAT/DUT 4.75% 06/15/27) Long Debt $390K 401K 0.01
AXALTA COATING SYSTEMS D REGD 144A P/P 7.25000000 (AXALTA COATING 7.25% 02/15/31) Long Debt NL $3M 3M 0.04
AXALTA COATING SYSTEMS REGD 144A P/P 3.37500000 (AXALTA COATING 3.375% 02/15/29) Long Debt US $2M 2M 0.02
AXIATA SPV2 BHD REGD EMTN 2.16300000 (AXIATA SPV2 BH 2.163% 08/19/30) Long Debt MY $5M 6M 0.07
B&G FOODS INC REGD 144A P/P 8.00000000 (B&G FOODS INC 8% 09/15/28) Long Debt US $4M 4M 0.05
B&G FOODS INC REGD 5.25000000 (B&G FOODS INC 5.25% 09/15/27) Long Debt US $5M 5M 0.06
B&G FOODS INC REGD 5.25000000 (B&G FOODS INC 5.25% 04/01/25) Long Debt US $618K 623K 0.01
BA CREDIT CARD TRUST SER 2024-A1 CL A REGD 4.93000000 (BACCT 2024-A1 4.93% 05/17/27) Long ABS-collateralized bond/debt obligation US $986K 985K 0.01
BACARDI LTD / MARTINI BV REGD 144A P/P 5.25000000 (BACARDI LTD / M 5.25% 01/15/29) Long Debt $177K 179K 0.00
BAIN CAPITAL CREDIT CLO 2019-1 SER 2019-1A CL AR V/R REGD 144A P/P 6.71817000 (BCC 2019-1A AR V/R 04/19/34) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.02
BALDWIN INSUR GRP/FIN REGD 144A P/P 7.12500000 (BALDWIN INSUR 7.125% 05/15/31) Long Debt US $512K 506K 0.01
BALLYROCK CLO 2019-2 LTD SER 2019-2A CL A1RR V/R REGD 144A P/P 6.71909000 (BALLY 2019-2A A1 V/R 02/20/36) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.01
BANCA MONTE DEI PASCHI S /EUR/ REGD V/R REG S 8.50000000 (BANCA MONTE V/R 09/10/30/EUR/) Long Debt IT $5M 5M 0.07
BANCA MONTE DEI PASCHI S /EUR/ REGD V/R REG S EMTN 6.75000000 (BANCA MONTE V/R 03/02/26/EUR/) Long Debt IT $108K 100K 0.00
BANCA MONTE DEI PASCHI S /EUR/ REGD V/R REG S EMTN 7.70800000 (BANCA MONTE V/R 01/18/28/EUR/) Long Debt IT $113K 100K 0.00
BANCO BILBAO VIZCAYA ARG /EUR/ REGD V/R /PERP/ REG S 6.87500000 (BANCO BILBAO V V/R /PERP//EUR/) Long Debt ES $212K 200K 0.00
BANCO BILBAO VIZCAYA ARG /EUR/ REGD V/R /PERP/ REG S 8.37500000 (BANCO BILBAO V V/R /PERP//EUR/) Long Debt ES $2M 2M 0.03
BANCO BILBAO VIZCAYA ARG REGD 5.38100000 (BANCO BILBAO V 5.381% 03/13/29) Long Debt ES $201K 200K 0.00
BANCO BPM SPA /EUR/ REGD V/R REG S EMTN 0.00000000 (BANCO BPM SP V/R 06/14/28/EUR/) Long Debt IT $225K 200K 0.00
BANCO BPM SPA /EUR/ REGD V/R REG S EMTN 3.37500000 (BANCO BPM SP V/R 01/19/32/EUR/) Long Debt IT $220K 214K 0.00
BANCO BPM SPA /EUR/ REGD V/R REG S EMTN 4.87500000 (BANCO BPM SP V/R 01/17/30/EUR/) Long Debt IT $821K 750K 0.01
BANCO DAVIVIENDA SA REGD V/R /PERP/ REG S 6.65000000 (BANCO DAVIVIENDA SA V/R /PERP/) Long Debt CO $1M 2M 0.02
BANCO DE CREDITO SOCIAL /EUR/ REGD V/R REG S EMTN 7.50000000 (BANCO DE CRE V/R 09/14/29/EUR/) Long Debt ES $593K 500K 0.01
BANCO DE SABADELL SA /EUR/ REGD V/R /PERP/ REG S 5.75000000 (BANCO DE SABAD V/R /PERP//EUR/) Long Debt ES $209K 200K 0.00
BANCO DE SABADELL SA /EUR/ REGD V/R /PERP/ REG S 9.37500000 (BANCO DE SABAD V/R /PERP//EUR/) Long Debt ES $9M 8M 0.12
BANCO DE SABADELL SA /EUR/ REGD V/R REG S EMTN 2.50000000 (BANCO DE SAB V/R 04/15/31/EUR/) Long Debt ES $206K 200K 0.00
BANCO DE SABADELL SA /EUR/ REGD V/R REG S EMTN 6.00000000 (BANCO DE SAB V/R 08/16/33/EUR/) Long Debt ES $10M 9M 0.14
BANCO MERCANTIL DE NORTE REGD V/R /PERP/ REG S 6.75000000 (BANCO MERCANTIL DE V/R /PERP/) Long Debt MX $5M 5M 0.06
BANCO MERCANTIL DE NORTE REGD V/R /PERP/ REG S 7.50000000 (BANCO MERCANTIL DE V/R /PERP/) Long Debt MX $2M 2M 0.02
BANCO SANTANDER SA REGD 6.92100000 (BANCO SANTANDE 6.921% 08/08/33) Long Debt ES $1M 1M 0.01
BANFF MERGER SUB INC /EUR/ REGD REG S 8.37500000 (BANFF MER 8.375% 09/01/26/EUR/) Long Debt US $113K 106K 0.00
BANGKOK BANK PCL/HK REGD V/R /PERP/ EMTN 5.00000000 (BANGKOK BANK PCL/HK V/R /PERP/) Long Debt TH $3M 3M 0.04
BANGKOK BANK PCL/HK REGD V/R EMTN 3.73300000 (BANGKOK BANK PCL/ V/R 09/25/34) Long Debt TH $3M 4M 0.04
BANIJAY ENTERTAINMENT /EUR/ REGD REG S 7.00000000 (BANIJAY ENTER 7% 05/01/29/EUR/) Long Debt FR $11M 10M 0.14
BANIJAY ENTERTAINMENT REGD 144A P/P 8.12500000 (BANIJAY ENTERT 8.125% 05/01/29) Long Debt FR $419K 410K 0.01
BANIJAY SAS /EUR/ REGD REG S 6.50000000 (BANIJAY SAS 6.5% 03/01/26/EUR/) Long Debt FR $4M 4M 0.06
BANK GOSPODARSTWA KRAJOW REGD REG S 6.25000000 (BANK GOSPODARST 6.25% 10/31/28) Long Debt PL $6M 6M 0.08
BANK NEGARA INDONESIA REGD EMTN 3.75000000 (BANK NEGARA IND 3.75% 03/30/26) Long Debt ID $7M 8M 0.10
BANK NEGARA INDONESIA REGD V/R /PERP/ REG S 4.30000000 (BANK NEGARA INDONES V/R /PERP/) Long Debt ID $2M 2M 0.03
BANK OF AMERICA CORP REGD MTN SER L 3.95000000 (BANK OF AMERICA 3.95% 04/21/25) Long Debt US $544K 552K 0.01
BANK OF AMERICA CORP REGD V/R 1.73400000 (BANK OF AMERICA C V/R 07/22/27) Long Debt US $91K 98K 0.00
BANK OF AMERICA CORP REGD V/R MTN 2.45600000 (BANK OF AMERICA C V/R 10/22/25) Long Debt US $702K 709K 0.01
BANK OF AMERICA CORP REGD V/R MTN 3.09300000 (BANK OF AMERICA C V/R 10/01/25) Long Debt US $18K 18K 0.00
BANK OF AMERICA CORP REGD V/R MTN 3.38400000 (BANK OF AMERICA C V/R 04/02/26) Long Debt US $660K 672K 0.01
BANK OF AMERICA CORP REGD V/R MTN 4.94800000 (BANK OF AMERICA C V/R 07/22/28) Long Debt US $228K 230K 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 $1M 1M 0.02
BANK OF CYPRUS HOLDINGS /EUR/ REGD V/R REG S EMTN 6.62500000 (BANK OF CYPR V/R 10/23/31/EUR/) Long Debt IE $6M 5M 0.08
BANK OF EAST ASIA LTD REGD V/R /PERP/ REG S 5.87500000 (BANK OF EAST ASIA L V/R /PERP/) Long Debt HK $4M 4M 0.05
BANK OF EAST ASIA LTD REGD V/R /PERP/ REG S EMTN 5.82500000 (BANK OF EAST ASIA L V/R /PERP/) Long Debt HK $1M 1M 0.02
BANK OF EAST ASIA LTD REGD V/R REG S EMTN 4.00000000 (BANK OF EAST ASIA V/R 05/29/30) Long Debt HK $3M 3M 0.04
BANK OF IRELAND GROUP /EUR/ REGD V/R /PERP/ REG S 7.50000000 (BANK OF IRELAN V/R /PERP//EUR/) Long Debt IE $435K 400K 0.01
BANK OF IRELAND GROUP REGD V/R 144A P/P 2.02900000 (BANK OF IRELAND G V/R 09/30/27) Long Debt IE $867K 941K 0.01
BANK OF IRELAND GROUP REGD V/R 144A P/P 5.60100000 (BANK OF IRELAND G V/R 03/20/30) Long Debt IE $531K 534K 0.01
BANK OF IRELAND GROUP REGD V/R 144A P/P 6.25300000 (BANK OF IRELAND G V/R 09/16/26) Long Debt IE $402K 400K 0.01
BANK OF MONTREAL REGD MTN 5.26600000 (BANK OF MONTRE 5.266% 12/11/26) Long Debt CA $83K 83K 0.00
BANK OF NOVA SCOTIA REGD 5.45000000 (BANK OF NOVA SC 5.45% 06/12/25) Long Debt CA $60K 60K 0.00
BANK5 2023-5YR2 SER 2023-5YR2 CL A3 V/R REGD 6.65600000 (BANK5 2023-5YR2 V/R 08/15/28) Long ABS-collateralized bond/debt obligation US $833K 800K 0.01
BANKINTER SA /EUR/ REGD V/R /PERP/ REG S 7.37500000 (BANKINTER SA V/R /PERP//EUR/) Long Debt ES $440K 400K 0.01
BANKUNITED INC REGD 4.87500000 (BANKUNITED INC 4.875% 11/17/25) Long Debt US $534K 544K 0.01
BARCLAYS BANK PLC REGD MTN SER MSFT CONVERTIBLE 1.00000000 (BARCLAYS BANK PLC 1% 02/16/29) Long Debt GB $2M 2M 0.03
BARCLAYS PLC /GBP/ REGD V/R /PERP/ 9.25000000 (BARCLAYS PLC V/R /PERP//GBP/) Long Debt GB $11M 9M 0.15
BARCLAYS PLC REGD V/R /PERP/ 4.37500000 (BARCLAYS PLC V/R /PERP/) Long Debt GB $390K 465K 0.01
BARCLAYS PLC REGD V/R /PERP/ 8.00000000 (BARCLAYS PLC V/R /PERP/) Long Debt GB $806K 794K 0.01
BARCLAYS PLC REGD V/R /PERP/ 9.62500000 (BARCLAYS PLC V/R /PERP/) Long Debt GB $7M 6M 0.09
BARCLAYS PLC REGD V/R 2.85200000 (BARCLAYS PLC V/R 05/07/26) Long Debt GB $367K 376K 0.00
BARCLAYS PLC REGD V/R 5.82900000 (BARCLAYS PLC V/R 05/09/27) Long Debt GB $252K 252K 0.00
BARCLAYS PLC REGD V/R 6.49600000 (BARCLAYS PLC V/R 09/13/27) Long Debt GB $673K 662K 0.01
BARCLAYS PLC REGD V/R 7.32500000 (BARCLAYS PLC V/R 11/02/26) Long Debt GB $362K 356K 0.00
BAT CAPITAL CORP REGD 2.25900000 (BAT CAPITAL CO 2.259% 03/25/28) Long Debt US $197K 220K 0.00
BAT CAPITAL CORP REGD 3.55700000 (BAT CAPITAL CO 3.557% 08/15/27) Long Debt US $681K 717K 0.01
BAT INTL FINANCE PLC REGD 5.93100000 (BAT INTL FINAN 5.931% 02/02/29) Long Debt GB $145K 142K 0.00
BAUSCH + LOMB CORP REGD 144A P/P 8.37500000 (BAUSCH + LOMB 8.375% 10/01/28) Long Debt CA $11M 11M 0.15
BAUSCH HEALTH AMERICAS REGD P/P 8.50000000 (BAUSCH HEALTH AM 8.5% 01/31/27) Long Debt US $86K 125K 0.00
BAUSCH HEALTH COS INC REGD 144A P/P 11.00000000 (BAUSCH HEALTH COS 11% 09/30/28) Long Debt CA $553K 621K 0.01
BAUSCH HEALTH COS INC REGD 144A P/P 4.87500000 (BAUSCH HEALTH 4.875% 06/01/28) Long Debt CA $131K 175K 0.00
BAUSCH HEALTH COS INC REGD 144A P/P 5.00000000 (BAUSCH HEALTH COS 5% 02/15/29) Long Debt CA $2M 4M 0.03
BAUSCH HEALTH COS INC REGD 144A P/P 5.00000000 (BAUSCH HEALTH COS 5% 01/30/28) Long Debt CA $1M 2M 0.01
BAUSCH HEALTH COS INC REGD 144A P/P 5.25000000 (BAUSCH HEALTH C 5.25% 01/30/30) Long Debt CA $3M 6M 0.03
BAUSCH HEALTH COS INC REGD 144A P/P 5.25000000 (BAUSCH HEALTH C 5.25% 02/15/31) Long Debt CA $1M 2M 0.01
BAUSCH HEALTH COS INC REGD 144A P/P 6.25000000 (BAUSCH HEALTH C 6.25% 02/15/29) Long Debt CA $4M 7M 0.05
BAUSCH HEALTH COS INC REGD 144A P/P 7.00000000 (BAUSCH HEALTH COS 7% 01/15/28) Long Debt CA $243K 450K 0.00
BAXTER INTERNATIONAL INC REGD 1.32200000 (BAXTER INTERNA 1.322% 11/29/24) Long Debt US $170K 173K 0.00
BAYER AG /EUR/ REGD V/R REG S 7.00000000 (BAYER AG V/R 09/25/83/EUR/) Long Debt DE $13M 12M 0.18
BAYER AG /EUR/ REGD V/R REG S SER N5.5 4.50000000 (BAYER AG V/R 03/25/82/EUR/) Long Debt DE $515K 500K 0.01
BAYER AG /EUR/ REGD V/R SER 3.12500000 (BAYER AG V/R 11/12/79/EUR/) Long Debt DE $4M 4M 0.05
BAYER US FINANCE II LLC REGD 144A P/P 4.25000000 (BAYER US FINANC 4.25% 12/15/25) Long Debt US $2M 2M 0.03
BAYER US FINANCE II LLC REGD 144A P/P 4.37500000 (BAYER US FINAN 4.375% 12/15/28) Long Debt US $296K 311K 0.00
BAYER US FINANCE LL REGD REG S 6.87500000 (BAYER US FINAN 6.875% 11/21/53) Long Debt US $2M 2M 0.03
BAYER US FINANCE LLC REGD 144A P/P 6.25000000 (BAYER US FINANC 6.25% 01/21/29) Long Debt US $409K 400K 0.01
BAYER US FINANCE LLC REGD 144A P/P 6.50000000 (BAYER US FINANCE 6.5% 11/21/33) Long Debt US $2M 2M 0.03
BAYTEX ENERGY CORP REGD 144A P/P 8.50000000 (BAYTEX ENERGY CO 8.5% 04/30/30) Long Debt CA $2M 2M 0.02
BAYVIEW OPPORTUNITY MASTER FUND VII 202 SER 2024-CAR1 CL A V/R REGD 144A P/P 6.43535000 (BVCLN 2024-CAR1 V/R 12/26/31) Long ABS-collateralized bond/debt obligation US $504K 502K 0.01
BBVA BANCOMER SA TEXAS REGD V/R 144A P/P 8.12500000 (BBVA BANCOMER SA V/R 01/08/39) Long Debt MX $3M 3M 0.04
BCP MODULAR SERVICES /EUR/ REGD 4.75000000 (BCP MODULA 4.75% 11/30/28/EUR/) Long Debt GB $4M 4M 0.05
BCP MODULAR SERVICES /GBP/ REGD REG S 6.12500000 (BCP MODUL 6.125% 11/30/28/GBP/) Long Debt GB $1M 1M 0.02
BCP V MODULAR SERVICES /EUR/ REGD REG S 6.75000000 (BCP V MODU 6.75% 11/30/29/EUR/) Long Debt GB $5M 5M 0.06
BCPE EMPIRE HOLDINGS INC REGD 144A P/P 7.62500000 (BCPE EMPIRE HO 7.625% 05/01/27) Long Debt US $2M 2M 0.02
BCPE ULYSSES INTERMEDIAT REGD 144A P/P 7.75000000 (BCPE ULYSSES IN 7.75% 04/01/27) Long Debt US $950K 975K 0.01
BEACON ROOFING SUPPLY IN REGD 144A P/P 4.12500000 (BEACON ROOFING 4.125% 05/15/29) Long Debt US $700K 768K 0.01
BEACON ROOFING SUPPLY IN REGD 144A P/P 6.50000000 (BEACON ROOFING S 6.5% 08/01/30) Long Debt US $1M 1M 0.02
BEAZER HOMES USA REGD 144A P/P 7.50000000 (BEAZER HOMES USA 7.5% 03/15/31) Long Debt US $2M 2M 0.02
BEAZER HOMES USA REGD SER WI 5.87500000 (BEAZER HOMES U 5.875% 10/15/27) Long Debt US $6M 6M 0.08
BEAZER HOMES USA REGD SER WI 7.25000000 (BEAZER HOMES US 7.25% 10/15/29) Long Debt US $3M 3M 0.05
BELDEN INC /EUR/ REGD REG S 3.37500000 (BELDEN IN 3.375% 07/15/31/EUR/) Long Debt US $3M 4M 0.05
BELDEN INC /EUR/ REGD REG S 3.37500000 (BELDEN IN 3.375% 07/15/27/EUR/) Long Debt US $3M 3M 0.04
BELLIS ACQUISITION CO PL /GBP/ REGD 144A P/P 8.12500000 (BELLIS AC 8.125% 05/14/30/GBP/) Long Debt GB $20M 16M 0.26
BELLIS ACQUISITION CO PL /GBP/ REGD REG S 8.12500000 (BELLIS AC 8.125% 05/14/30/GBP/) Long Debt GB $639K 506K 0.01
BENCHMARK 2024-V5 MORTGAGE TRUST SER 2024-V5 CL A3 REGD 5.80530000 (BMARK 2024-V5 5.805% 01/10/29) Long ABS-collateralized bond/debt obligation US $244K 240K 0.00
BENCHMARK 2024-V6 MORTGAGE TRUST SER 2024-V6 CL A3 REGD 5.92554000 (BMARK 2024-V6 5.925% 03/15/29) Long ABS-collateralized bond/debt obligation US $910K 890K 0.01
BENEFIT STREET PARTNERS CLO IV LTD SER 2014-IVA CL AR4 V/R REGD 144A P/P 6.67121000 (BSP 2014-IVA AR4 V/R 04/20/34) Long ABS-collateralized bond/debt obligation KY $612K 610K 0.01
BENIN INTL GOV BOND REGD REG S 7.96000000 (BENIN INTL GOV 7.96% 02/13/38) Long Debt BJ $2M 2M 0.02
BENTELER INTERNATIONAL A /EUR/ REGD REG S 9.37500000 (BENTELER 9.375% 05/15/28/EUR/) Long Debt AT $6M 6M 0.09
BERRY PETROLEUM CO LLC REGD 144A P/P 7.00000000 (BERRY PETROLEUM CO 7% 02/15/26) Long Debt US $387K 392K 0.01
BERTRAND FRANCHISE /EUR/ REGD 144A P/P 6.50000000 (BERTRAND FR 6.5% 07/18/30/EUR/) Long Debt FR $7M 6M 0.09
BIG RIVER STEEL/BRS FIN REGD 144A P/P 6.62500000 (BIG RIVER STEE 6.625% 01/31/29) Long Debt US $8M 8M 0.11
BIOCEANICO SOVEREIGN REGD ZCP REG S 0.00000000 (BIOCEANICO SOVERE ZCP 06/05/34) Long Debt KY $3M 4M 0.04
BLACK HILLS CORP REGD 5.95000000 (BLACK HILLS COR 5.95% 03/15/28) Long Debt US $140K 137K 0.00
BLACKSTONE PRIVATE CRE REGD 144A P/P 5.95000000 (BLACKSTONE PRIV 5.95% 07/16/29) Long Debt US $877K 895K 0.01
BLACKSTONE PRIVATE CRE REGD 144A P/P 6.25000000 (BLACKSTONE PRIV 6.25% 01/25/31) Long Debt US $1M 1M 0.02
BLACKSTONE PRIVATE CRE REGD SER WI 3.25000000 (BLACKSTONE PRIV 3.25% 03/15/27) Long Debt US $460K 498K 0.01
BLOCK INC REGD 144A P/P 6.50000000 (BLOCK INC 6.5% 05/15/32) Long Debt US $13M 13M 0.18
BLOCK INC REGD 2.75000000 (BLOCK INC 2.75% 06/01/26) Long Debt US $3M 3M 0.04
BLOCK INC REGD 3.50000000 (BLOCK INC 3.5% 06/01/31) Long Debt US $915K 1M 0.01
BLUE OWL CAPITAL CORP II REGD 144A P/P 8.45000000 (BLUE OWL CAPITA 8.45% 11/15/26) Long Debt US $693K 672K 0.01
BLUE OWL CAPITAL CORP REGD 3.40000000 (BLUE OWL CAPITAL 3.4% 07/15/26) Long Debt US $400K 424K 0.01
BLUE OWL CAPITAL CORP REGD 3.75000000 (BLUE OWL CAPITA 3.75% 07/22/25) Long Debt US $516K 529K 0.01
BLUE OWL CREDIT INCOME REGD 144A P/P 6.60000000 (BLUE OWL CREDIT 6.6% 09/15/29) Long Debt US $525K 532K 0.01
BLUE OWL CREDIT INCOME REGD SER * 7.75000000 (BLUE OWL CREDIT 7.75% 09/16/27) Long Debt US $2M 2M 0.02
BLUE RACER MID LLC/FINAN REGD 144A P/P 7.00000000 (BLUE RACER MID LLC 7% 07/15/29) Long Debt US $2M 2M 0.03
BLUE RACER MID LLC/FINAN REGD 144A P/P 7.25000000 (BLUE RACER MID 7.25% 07/15/32) Long Debt US $2M 2M 0.02
BLUEMOUNTAIN CLO 2016-2 LTD SER 2016-2A CL A1R2 V/R REGD 144A P/P 6.70735000 (BLUEM 2016-2A A1 V/R 08/20/32) Long ABS-collateralized bond/debt obligation KY $15M 15M 0.19
BMO 2023-5C2 MORTGAGE TRUST SER 2023-5C2 CL A3 V/R REGD 7.29638500 (BMO 2023-5C2 A3 V/R 10/15/28) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
BMW VEHICLE LEASE TRUST 2023-1 SER 2023-1 CL A3 REGD 5.16000000 (BMWLT 2023-1 A 5.16% 11/25/25) Long ABS-collateralized bond/debt obligation US $3M 3M 0.04
BNP PARIBAS REGD V/R 144A P/P 1.32300000 (BNP PARIBAS V/R 01/13/27) Long Debt FR $1M 1M 0.02
BNP PARIBAS REGD V/R 144A P/P 1.90400000 (BNP PARIBAS V/R 09/30/28) Long Debt FR $536K 600K 0.01
BNP PARIBAS REGD V/R 144A P/P 2.21900000 (BNP PARIBAS V/R 06/09/26) Long Debt FR $687K 711K 0.01
BNP PARIBAS REGD V/R 144A P/P 2.59100000 (BNP PARIBAS V/R 01/20/28) Long Debt FR $2M 2M 0.02
BNP PARIBAS REGD V/R 144A P/P 2.81900000 (BNP PARIBAS V/R 11/19/25) Long Debt FR $198K 200K 0.00
BNP PARIBAS REGD V/R 144A P/P 5.49700000 (BNP PARIBAS V/R 05/20/30) Long Debt FR $199K 200K 0.00
BOEING CO REGD 144A P/P 6.25900000 (BOEING CO 6.259% 05/01/27) Long Debt US $347K 345K 0.00
BOEING CO REGD 144A P/P 6.29800000 (BOEING CO 6.298% 05/01/29) Long Debt US $554K 546K 0.01
BOEING CO REGD 144A P/P 6.52800000 (BOEING CO 6.528% 05/01/34) Long Debt US $3M 3M 0.04
BOEING CO REGD 144A P/P 6.85800000 (BOEING CO 6.858% 05/01/54) Long Debt US $3M 3M 0.04
BOEING CO REGD 144A P/P 7.00800000 (BOEING CO 7.008% 05/01/64) Long Debt US $2M 2M 0.03
BOEING CO REGD 2.19600000 (BOEING CO 2.196% 02/04/26) Long Debt US $1M 1M 0.02
BOEING CO REGD 2.25000000 (BOEING CO 2.25% 06/15/26) Long Debt US $81K 87K 0.00
BOEING CO REGD 3.20000000 (BOEING CO 3.2% 03/01/29) Long Debt US $276K 311K 0.00
BOEING CO REGD 4.87500000 (BOEING CO 4.875% 05/01/25) Long Debt US $136K 137K 0.00
BOEING CO REGD 5.80500000 (BOEING CO 5.805% 05/01/50) Long Debt US $1M 1M 0.02
BOEING CO REGD 5.93000000 (BOEING CO 5.93% 05/01/60) Long Debt US $4M 4M 0.05
BOELS TOPHOLDING BV /EUR/ REGD 144A P/P 5.75000000 (BOELS TOPH 5.75% 05/15/30/EUR/) Long Debt NL $14M 13M 0.19
BOELS TOPHOLDING BV /EUR/ REGD REG S 6.25000000 (BOELS TOPH 6.25% 02/15/29/EUR/) Long Debt NL $223K 200K 0.00
BOI FINANCE B /EUR/ REGD REG S 7.50000000 (BOI FINANCE 7.5% 02/16/27/EUR/) Long Debt NL $1M 1M 0.01
BOMBARDIER INC REGD 144A P/P 6.00000000 (BOMBARDIER INC 6% 02/15/28) Long Debt CA $10M 10M 0.13
BOMBARDIER INC REGD 144A P/P 7.00000000 (BOMBARDIER INC 7% 06/01/32) Long Debt CA $3M 3M 0.04
BOMBARDIER INC REGD 144A P/P 7.12500000 (BOMBARDIER INC 7.125% 06/15/26) Long Debt CA $692K 682K 0.01
BOMBARDIER INC REGD 144A P/P 7.25000000 (BOMBARDIER INC 7.25% 07/01/31) Long Debt CA $3M 3M 0.04
BOMBARDIER INC REGD 144A P/P 7.50000000 (BOMBARDIER INC 7.5% 02/01/29) Long Debt CA $2M 2M 0.03
BOMBARDIER INC REGD 144A P/P 7.87500000 (BOMBARDIER INC 7.875% 04/15/27) Long Debt CA $3M 3M 0.04
BOMBARDIER INC REGD 144A P/P 8.75000000 (BOMBARDIER INC 8.75% 11/15/30) Long Debt CA $7M 7M 0.09
BOMBARDIER INC REGD P/P 7.45000000 (BOMBARDIER INC 7.45% 05/01/34) Long Debt CA $394K 351K 0.01
BOOST NEWCO BORROWER LLC REGD 144A P/P 7.50000000 (BOOST NEWCO BORR 7.5% 01/15/31) Long Debt US $8M 8M 0.11
BOOZ ALLEN HAMILTON INC REGD 144A P/P 3.87500000 (BOOZ ALLEN HAM 3.875% 09/01/28) Long Debt US $163K 173K 0.00
BOPARAN FINANCE PLC /GBP/ REGD REG S 7.62500000 (BOPARAN F 7.625% 11/30/25/GBP/) Long Debt GB $127K 103K 0.00
BORR IHC LTD / BORR FIN REGD 144A P/P 10.00000000 (BORR IHC LTD / BO 10% 11/15/28) Long Debt $1M 1M 0.02
BORR IHC LTD / BORR FIN REGD 144A P/P 10.37500000 (BORR IHC LTD 10.375% 11/15/30) Long Debt $894K 856K 0.01
BOXER PARENT CO INC /EUR/ REGD REG S 6.50000000 (BOXER PAREN 6.5% 10/02/25/EUR/) Long Debt US $17M 16M 0.22
BOXER PARENT CO INC REGD 144A P/P 7.12500000 (BOXER PARENT C 7.125% 10/02/25) Long Debt US $3M 3M 0.04
BOXER PARENT CO INC REGD 144A P/P 9.12500000 (BOXER PARENT C 9.125% 03/01/26) Long Debt US $3M 3M 0.04
BOYD GAMING CORP REGD 144A P/P 4.75000000 (BOYD GAMING COR 4.75% 06/15/31) Long Debt US $3M 4M 0.04
BOYNE USA INC REGD 144A P/P 4.75000000 (BOYNE USA INC 4.75% 05/15/29) Long Debt US $2M 2M 0.03
BPCE SA REGD 144A P/P MTN 4.87500000 (BPCE SA 4.875% 04/01/26) Long Debt FR $196K 200K 0.00
BPCE SA REGD P/P 5.15000000 (BPCE SA 5.15% 07/21/24) Long Debt FR $235K 235K 0.00
BPCE SA REGD P/P MTN 4.50000000 (BPCE SA 4.5% 03/15/25) Long Debt FR $493K 500K 0.01
BRAND INDUSTRIAL SERVICE REGD 144A P/P 10.37500000 (BRAND INDUSTR 10.375% 08/01/30) Long Debt US $15M 14M 0.20
BRANDYWINE OPER PARTNERS REGD 8.87500000 (BRANDYWINE OPE 8.875% 04/12/29) Long Debt US $209K 200K 0.00
BRANICKS GROUP AG /EUR/ REGD REG S 2.25000000 (BRANICKS G 2.25% 09/22/26/EUR/) Long Debt DE $43K 100K 0.00
BREAD FINANCIAL HLDGS REGD 144A P/P 9.75000000 (BREAD FINANCIAL 9.75% 03/15/29) Long Debt US $3M 3M 0.04
BRIGHTHSE FIN GLBL FUND REGD 144A P/P 1.55000000 (BRIGHTHSE FIN G 1.55% 05/24/26) Long Debt US $303K 328K 0.00
BRIGHTHSE FIN GLBL FUND REGD 144A P/P MTN 5.55000000 (BRIGHTHSE FIN G 5.55% 04/09/27) Long Debt US $502K 504K 0.01
BRIGHTLINE EAST LLC REGD 144A P/P 11.00000000 (BRIGHTLINE EAST L 11% 01/31/30) Long Debt US $1M 1M 0.02
BRINK'S CO/THE REGD 144A P/P 4.62500000 (BRINK'S CO/THE 4.625% 10/15/27) Long Debt US $2M 2M 0.02
BRINK'S CO/THE REGD 144A P/P 5.50000000 (BRINK'S CO/THE 5.5% 07/15/25) Long Debt US $624K 625K 0.01
BRINK'S CO/THE REGD 144A P/P 6.50000000 (BRINK'S CO/THE 6.5% 06/15/29) Long Debt US $1M 1M 0.02
BRINK'S CO/THE REGD 144A P/P 6.75000000 (BRINK'S CO/THE 6.75% 06/15/32) Long Debt US $2M 2M 0.02
BRINKER INTERNATIONAL IN REGD 144A P/P 5.00000000 (BRINKER INTERNATIO 5% 10/01/24) Long Debt US $641K 643K 0.01
BRINKER INTERNATIONAL IN REGD 144A P/P 8.25000000 (BRINKER INTERNA 8.25% 07/15/30) Long Debt US $3M 3M 0.04
BRITISH TELECOMMUNICATIO /EUR/ REGD V/R REG S EMTN 5.12500000 (BRITISH TELE V/R 10/03/54/EUR/) Long Debt GB $349K 325K 0.00
BRL/USD FWD 20240702 000000908 USD Derivative-foreign exchange $185K – 0.00
BRL/USD FWD 20240702 000001733 USD Derivative-foreign exchange $-589K – -0.01
BRL/USD FWD 20240802 000000908 USD Derivative-foreign exchange $-188K – -0.00
BROADSTREET PARTNERS INC REGD 144A P/P 5.87500000 (BROADSTREET PA 5.875% 04/15/29) Long Debt US $2M 2M 0.03
BROOKFIELD PPTY REIT INC REGD 144A P/P 4.50000000 (BROOKFIELD PPTY 4.5% 04/01/27) Long Debt US $60K 65K 0.00
BROOKFIELD RESID PROPERT REGD 144A P/P 4.87500000 (BROOKFIELD RES 4.875% 02/15/30) Long Debt CA $7M 7M 0.09
BROOKFIELD RESID PROPERT REGD 144A P/P 5.00000000 (BROOKFIELD RESID P 5% 06/15/29) Long Debt CA $1M 2M 0.02
BROOKFIELD RESID PROPERT REGD 144A P/P 6.25000000 (BROOKFIELD RESI 6.25% 09/15/27) Long Debt CA $2M 2M 0.03
BROOKLYN UNION GAS CO REGD 144A P/P 4.63200000 (BROOKLYN UNION 4.632% 08/05/27) Long Debt US $675K 696K 0.01
BSPRT 2021-FL7 ISSUER LTD SER 2021-FL7 CL A V/R REGD 144A P/P 6.76332000 (BSPRT 2021-FL7 A V/R 12/15/38) Long ABS-collateralized bond/debt obligation KY $444K 447K 0.01
BUCKEYE PARTNERS LP REGD 144A P/P 4.12500000 (BUCKEYE PARTNE 4.125% 03/01/25) Long Debt US $385K 390K 0.01
BUCKEYE PARTNERS LP REGD 144A P/P 6.87500000 (BUCKEYE PARTNE 6.875% 07/01/29) Long Debt US $637K 634K 0.01
BUCKEYE PARTNERS LP REGD 3.95000000 (BUCKEYE PARTNER 3.95% 12/01/26) Long Debt US $84K 88K 0.00
BUCKEYE PARTNERS LP REGD 5.85000000 (BUCKEYE PARTNER 5.85% 11/15/43) Long Debt US $896K 1M 0.01
BUCKEYE PARTNERS LP REGD SER 10YR 4.35000000 (BUCKEYE PARTNER 4.35% 10/15/24) Long Debt US $87K 88K 0.00
BUCKEYE PARTNERS LP REGD SER 30YR 5.60000000 (BUCKEYE PARTNERS 5.6% 10/15/44) Long Debt US $36K 46K 0.00
BUILDERS FIRSTSOURCE INC REGD 144A P/P 6.37500000 (BUILDERS FIRST 6.375% 03/01/34) Long Debt US $1M 1M 0.02
BUKIT MAKMUR MANDIRI UTA REGD REG S 7.75000000 (BUKIT MAKMUR MA 7.75% 02/10/26) Long Debt ID $4M 4M 0.05
BWX TECHNOLOGIES INC REGD 144A P/P 4.12500000 (BWX TECHNOLOGI 4.125% 04/15/29) Long Debt US $2M 2M 0.03
BWX TECHNOLOGIES INC REGD 144A P/P 4.12500000 (BWX TECHNOLOGI 4.125% 06/30/28) Long Debt US $318K 341K 0.00
BX COMMERCIAL MORTGAGE TRUST 2021-XL2 SER 2021-XL2 CL A V/R REGD 144A P/P 6.13198000 (BX 2021-XL2 A V/R 10/15/23) Long ABS-collateralized bond/debt obligation US $627K 634K 0.01
BX COMMERCIAL MORTGAGE TRUST 2024-XL4 SER 2024-XL4 CL A V/R REGD 144A P/P 6.77087000 (BX 2024-XL4 A V/R 02/15/26) Long ABS-collateralized bond/debt obligation US $363K 364K 0.00
BX COMMERCIAL MORTGAGE TRUST 2024-XL5 SER 2024-XL5 CL A V/R REGD 144A P/P 6.72049000 (BX 2024-XL5 A V/R 03/15/26) Long ABS-collateralized bond/debt obligation US $1M 1M 0.02
BX TRUST 2024-CNYN SER 2024-CNYN CL A V/R REGD 144A P/P 6.77071800 (BX 2024-CNYN A V/R 04/15/29) Long ABS-collateralized bond/debt obligation US $577K 576K 0.01
CA MAGNUM HOLDINGS REGD 144A P/P 5.37500000 (CA MAGNUM HOLD 5.375% 10/31/26) Long Debt MU $4M 4M 0.05
CA MAGNUM HOLDINGS REGD REG S 5.37500000 (CA MAGNUM HOLD 5.375% 10/31/26) Long Debt MU $9M 10M 0.12
CAB /EUR/ REGD REG S 3.37500000 (CAB 3.375% 02/01/28/EUR/) Long Debt FR $12M 12M 0.15
CABLE ONE INC REGD 144A P/P 4.00000000 (CABLE ONE INC 4% 11/15/30) Long Debt US $378K 506K 0.01
CABLE ONE INC REGD CONVERTIBLE 1.12500000 (CABLE ONE INC 1.125% 03/15/28) Long Debt US $1M 2M 0.02
CABLE ONE INC REGD ZCP CONVERTIBLE 0.00000000 (CABLE ONE INC ZCP 03/15/26) Long Debt US $545K 623K 0.01
CABLEVISION LIGHTPATH REGD 144A P/P 3.87500000 (CABLEVISION LI 3.875% 09/15/27) Long Debt US $5M 6M 0.07
CABLEVISION LIGHTPATH REGD 144A P/P 5.62500000 (CABLEVISION LI 5.625% 09/15/28) Long Debt US $847K 1M 0.01
CAESARS ENTERTAIN INC REGD 144A P/P 4.62500000 (CAESARS ENTERT 4.625% 10/15/29) Long Debt US $11M 12M 0.14
CAESARS ENTERTAIN INC REGD 144A P/P 6.25000000 (CAESARS ENTERTA 6.25% 07/01/25) Long Debt US $860K 860K 0.01
CAESARS ENTERTAIN INC REGD 144A P/P 6.50000000 (CAESARS ENTERTAI 6.5% 02/15/32) Long Debt US $7M 7M 0.10
CAESARS ENTERTAIN INC REGD 144A P/P 7.00000000 (CAESARS ENTERTAIN 7% 02/15/30) Long Debt US $9M 9M 0.12
CAESARS ENTERTAIN INC REGD 144A P/P 8.12500000 (CAESARS ENTERT 8.125% 07/01/27) Long Debt US $2M 2M 0.02
CAIXABANK SA /EUR/ REGD V/R /PERP/ 5.25000000 (CAIXABANK SA V/R /PERP//EUR/) Long Debt ES $5M 5M 0.07
CAIXABANK SA /EUR/ REGD V/R /PERP/ REG S 5.25000000 (CAIXABANK SA V/R /PERP//EUR/) Long Debt ES $417K 400K 0.01
CAIXABANK SA /EUR/ REGD V/R /PERP/ REG S SER . 5.87500000 (CAIXABANK SA V/R /PERP//EUR/) Long Debt ES $210K 200K 0.00
CAIXABANK SA REGD V/R 144A P/P 5.67300000 (CAIXABANK SA V/R 03/15/30) Long Debt ES $202K 203K 0.00
CALIFORNIA RESOURCES CRP REGD 144A P/P 7.12500000 (CALIFORNIA RES 7.125% 02/01/26) Long Debt US $237K 236K 0.00
CALPINE CORP REGD 144A P/P 3.75000000 (CALPINE CORP 3.75% 03/01/31) Long Debt US $2M 2M 0.02
CALPINE CORP REGD 144A P/P 4.50000000 (CALPINE CORP 4.5% 02/15/28) Long Debt US $924K 973K 0.01
CALPINE CORP REGD 144A P/P 4.62500000 (CALPINE CORP 4.625% 02/01/29) Long Debt US $5M 5M 0.07
CALPINE CORP REGD 144A P/P 5.00000000 (CALPINE CORP 5% 02/01/31) Long Debt US $9M 9M 0.11
CALPINE CORP REGD 144A P/P 5.12500000 (CALPINE CORP 5.125% 03/15/28) Long Debt US $10M 10M 0.13
CAMELOT FINANCE SA REGD 144A P/P 4.50000000 (CAMELOT FINANCE 4.5% 11/01/26) Long Debt LU $1M 1M 0.02
CAMELOT RETURN MERGER SU REGD 144A P/P 8.75000000 (CAMELOT RETURN 8.75% 08/01/28) Long Debt US $4M 4M 0.06
CANADIAN IMPERIAL BANK REGD 5.00100000 (CANADIAN IMPER 5.001% 04/28/28) Long Debt CA $33K 33K 0.00
CANADIAN NATL RESOURCES REGD 3.85000000 (CANADIAN NATL R 3.85% 06/01/27) Long Debt CA $96K 100K 0.00
CANTOR FITZGERALD LP REGD 144A P/P 7.20000000 (CANTOR FITZGERAL 7.2% 12/12/28) Long Debt US $2M 2M 0.03
CAPITAL ONE MULTI-ASSET EXECUTION TRUST SER 2022-A1 CL A1 REGD 2.80000000 (COMET 2022-A1 A 2.8% 03/15/25) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
CAPITAL ONE MULTI-ASSET EXECUTION TRUST SER 2022-A2 CL A REGD 3.49000000 (COMET 2022-A2 3.49% 05/15/25) Long ABS-collateralized bond/debt obligation US $1M 1M 0.02
CAPSTONE BORROWER INC REGD 144A P/P 8.00000000 (CAPSTONE BORROWER 8% 06/15/30) Long Debt US $3M 3M 0.04
CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2015-4A CL A1JR V/R REGD 144A P/P 6.87456000 (CGMS 2015-4A A1J V/R 07/20/32) Long ABS-collateralized bond/debt obligation KY $1M 2M 0.02
CARLYLE US CLO 2018-2 LTD SER 2018-2A CL A2R V/R REGD 144A P/P 7.12856000 (CGMS 2018-2A A2R V/R 10/15/31) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.02
CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL A3 REGD 5.50000000 (CARMX 2024-2 A3 5.5% 11/15/27) Long ABS-collateralized bond/debt obligation US $627K 624K 0.01
CARNIVAL CORP /EUR/ REGD 144A P/P 5.75000000 (CARNIVAL C 5.75% 01/15/30/EUR/) Long Debt PA $8M 7M 0.10
CARNIVAL CORP REGD 144A P/P 4.00000000 (CARNIVAL CORP 4% 08/01/28) Long Debt PA $5M 5M 0.06
CARNIVAL CORP REGD 144A P/P 5.75000000 (CARNIVAL CORP 5.75% 03/01/27) Long Debt PA $8M 8M 0.11
CARNIVAL CORP REGD 144A P/P 6.00000000 (CARNIVAL CORP 6% 05/01/29) Long Debt PA $9M 9M 0.12
CARNIVAL CORP REGD 144A P/P 7.00000000 (CARNIVAL CORP 7% 08/15/29) Long Debt PA $640K 617K 0.01
CARNIVAL HLDGS BM LTD REGD 144A P/P 10.37500000 (CARNIVAL HLDG 10.375% 05/01/28) Long Debt US $14M 13M 0.18
CARNIVAL PLC /EUR/ REGD 1.00000000 (CARNIVAL PLC 1% 10/28/29/EUR/) Long Debt GB $87K 100K 0.00
CARPENTER TECHNOLOGY REGD 7.62500000 (CARPENTER TECH 7.625% 03/15/30) Long Debt US $2M 2M 0.03
CARRIAGE SERVICES INC REGD 144A P/P 4.25000000 (CARRIAGE SERVIC 4.25% 05/15/29) Long Debt US $1M 2M 0.02
CARVANA AUTO RECEIVABLES TRUST 2021-N1 SER 2021-N1 CL A REGD 0.70000000 (CRVNA 2021-N1 A 0.7% 11/10/25) Long ABS-collateralized bond/debt obligation US $88K 92K 0.00
CARVANA AUTO RECEIVABLES TRUST 2022-P1 SER 2022-P1 CL A3 REGD 3.35000000 (CRVNA 2022-P1 3.35% 06/10/25) Long ABS-collateralized bond/debt obligation US $354K 359K 0.00
CARVANA CO REGD 144A P/P 13.00000000 (CARVANA CO 13% 06/01/30) Long Debt US $4M 4M 0.05
CARVANA CO REGD 144A P/P 14.00000000 (CARVANA CO 14% 06/01/31) Long Debt US $4M 4M 0.06
CAS CAPITAL NO1 LTD REGD V/R /PERP/ REG S 4.00000000 (CAS CAPITAL NO1 LTD V/R /PERP/) Long Debt VG $4M 5M 0.06
CASH COLLATERAL CME FOB USD 5.23000000 Long Short-term investment vehicle US $741K 741K 0.01
CASH COLLATERAL CME WFS /CCWFSXUS7 5.23000000 Long Short-term investment vehicle US $328K 328K 0.00
CASH COLLATERAL GSC FOB CCGSCXUS4 0.00000000 Long Short-term investment vehicle US $538K 538K 0.01
CASH COLLATERAL LCH FOB WFS 0.00000000 Long Short-term investment vehicle US $2M 2M 0.02
CASH COLLATERAL LCH GSC USD 5.23000000 Long 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 $-878K -878K -0.01
CASH COLLATERAL WFS USD 5.23000000 Long Short-term investment vehicle US $765K 765K 0.01
CATALENT PHARMA SOLUTION /EUR/ REGD REG S 2.37500000 (CATALENT 2.375% 03/01/28/EUR/) Long Debt US $102K 100K 0.00
CATALENT PHARMA SOLUTION REGD 144A P/P 3.12500000 (CATALENT PHARM 3.125% 02/15/29) Long Debt US $3M 3M 0.04
CATALENT PHARMA SOLUTION REGD 144A P/P 3.50000000 (CATALENT PHARMA 3.5% 04/01/30) Long Debt US $2M 2M 0.03
CATALENT PHARMA SOLUTION REGD 144A P/P 5.00000000 (CATALENT PHARMA SO 5% 07/15/27) Long Debt US $1M 1M 0.01
CCM MERGER INC REGD 144A P/P 6.37500000 (CCM MERGER INC 6.375% 05/01/26) Long Debt US $2M 2M 0.03
CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.25000000 (CCO HLDGS LLC/C 4.25% 02/01/31) Long Debt US $11M 13M 0.15
CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.25000000 (CCO HLDGS LLC/C 4.25% 01/15/34) Long Debt US $5M 7M 0.07
CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.50000000 (CCO HLDGS LLC/CA 4.5% 08/15/30) Long Debt US $447K 528K 0.01
CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.75000000 (CCO HLDGS LLC/C 4.75% 03/01/30) Long Debt US $2M 2M 0.02
CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.75000000 (CCO HLDGS LLC/C 4.75% 02/01/32) Long Debt US $1M 1M 0.01
CCO HLDGS LLC/CAP CORP REGD 144A P/P 5.00000000 (CCO HLDGS LLC/CAP 5% 02/01/28) Long Debt US $9M 9M 0.11
CCO HLDGS LLC/CAP CORP REGD 144A P/P 5.12500000 (CCO HLDGS LLC/ 5.125% 05/01/27) Long Debt US $5M 5M 0.06
CCO HLDGS LLC/CAP CORP REGD 144A P/P 5.37500000 (CCO HLDGS LLC/ 5.375% 06/01/29) Long Debt US $409K 450K 0.01
CCO HLDGS LLC/CAP CORP REGD 144A P/P 6.37500000 (CCO HLDGS LLC/ 6.375% 09/01/29) Long Debt US $6M 6M 0.08
CCO HLDGS LLC/CAP CORP REGD 144A P/P 7.37500000 (CCO HLDGS LLC/ 7.375% 03/01/31) Long Debt US $10M 10M 0.13
CCO HLDGS LLC/CAP CORP REGD SER WI 4.50000000 (CCO HLDGS LLC/CA 4.5% 05/01/32) Long Debt US $4M 5M 0.05
CD&R FIREFLY BIDCO LTD /GBP/ REGD REG S 8.62500000 (CD&R FIRE 8.625% 04/30/29/GBP/) Long Debt GB $218K 170K 0.00
CD&R SMOKEY BUYER INC REGD 144A P/P 6.75000000 (CD&R SMOKEY BUY 6.75% 07/15/25) Long Debt US $1M 1M 0.02
CDS US455780CY00 01.000 BP 06/20/2029 BARCGB5GXXX LONG Derivative-credit US $-195K – -0.00
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CDS USY9384RAA87 01.000 SP 12/20/2027 CITIUS33XXX LONG Derivative-credit US $92K – 0.00
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CDS XS2270576965 01.000 BP 06/20/2029 BARCGB5GXXX LONG Derivative-credit US $-19K – -0.00
CDX 1D7650AA3 01.000 SP 12/20/2028 WFSLUS33XXX FIXED Derivative-credit US $-991K – -0.01
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CEC ENTERTAINMENT LLC REGD 144A P/P 6.75000000 (CEC ENTERTAINME 6.75% 05/01/26) Long Debt US $736K 742K 0.01
CEDACRI MERGECO SPA /EUR/ REGD V/R REG S 9.32800000 (CEDACRI MERG V/R 05/15/28/EUR/) Long Debt IT $214K 200K 0.00
CEDAR FAIR/CAN/MAGNUM/MI REGD SER WI 5.37500000 (CEDAR FAIR/CAN 5.375% 04/15/27) Long Debt US $240K 242K 0.00
CEDAR FUNDING IX CLO LTD SER 2018-9A CL A1 V/R REGD 144A P/P 6.56617000 (CEDF 2018-9A A1 V/R 04/20/31) Long ABS-collateralized bond/debt obligation KY $215K 215K 0.00
CELANESE US HOLDINGS LLC REGD 6.16500000 (CELANESE US HO 6.165% 07/15/27) Long Debt US $445K 438K 0.01
CELLNEX TELECOM SA /EUR/ REGD REG S EMTN SER CLNX CONVERTIBLE 2.12500000 (CELLNEX T 2.125% 08/11/30/EUR/) Long Debt ES $641K 600K 0.01
CELLNEX TELECOM SA /EUR/ REGD REG S P/P EMTN SER CLNX CONVERTIBLE 0.75000000 (CELLNEX TE 0.75% 11/20/31/EUR/) Long Debt ES $88K 100K 0.00
CENTENE CORP REGD 2.45000000 (CENTENE CORP 2.45% 07/15/28) Long Debt US $696K 784K 0.01
CENTENE CORP REGD SER WI 4.25000000 (CENTENE CORP 4.25% 12/15/27) Long Debt US $1M 1M 0.01
CENTRAL GARDEN & PET CO REGD 144A P/P 4.12500000 (CENTRAL GARDEN 4.125% 04/30/31) Long Debt US $1M 1M 0.01
CENTRAL GARDEN & PET CO REGD 4.12500000 (CENTRAL GARDEN 4.125% 10/15/30) Long Debt US $70K 79K 0.00
CENTRAL GARDEN & PET CO REGD 5.12500000 (CENTRAL GARDEN 5.125% 02/01/28) Long Debt US $350K 360K 0.00
CENTRAL PLAZA DEV LTD REGD REG S 4.65000000 (CENTRAL PLAZA D 4.65% 01/19/26) Long Debt VG $1M 1M 0.01
CENTRAL PLAZA DEV LTD REGD REG S EMTN 3.85000000 (CENTRAL PLAZA D 3.85% 07/14/25) Long Debt VG $851K 900K 0.01
CENTRAL PLAZA DEV LTD REGD V/R /PERP/ REG S EMTN 5.75000000 (CENTRAL PLAZA DEV L V/R /PERP/) Long Debt VG $489K 500K 0.01
CENTRICA PLC /GBP/ REGD V/R REG S 6.50000000 (CENTRICA PLC V/R 05/21/55/GBP/) Long Debt GB $194K 152K 0.00
CERBA HEALTHCARE SACA /EUR/ REGD REG S 3.50000000 (CERBA HEALT 3.5% 05/31/28/EUR/) Long Debt FR $6M 7M 0.09
CHAMPION PATH HOLDINGS REGD 4.50000000 (CHAMPION PATH HO 4.5% 01/27/26) Long Debt VG $6M 7M 0.09
CHAMPION PATH HOLDINGS REGD 4.85000000 (CHAMPION PATH H 4.85% 01/27/28) Long Debt VG $3M 3M 0.04
CHAMPIONS FINANCING INC REGD 144A P/P 8.75000000 (CHAMPIONS FINAN 8.75% 02/15/29) Long Debt US $2M 2M 0.03
CHARLES RIVER LABORATORI REGD 144A P/P 4.00000000 (CHARLES RIVER LABO 4% 03/15/31) Long Debt US $13K 15K 0.00
CHARLES RIVER LABORATORI REGD 144A P/P 4.25000000 (CHARLES RIVER L 4.25% 05/01/28) Long Debt US $1M 1M 0.02
CHART INDUSTRIES INC REGD 144A P/P 7.50000000 (CHART INDUSTRIES 7.5% 01/01/30) Long Debt US $7M 7M 0.09
CHART INDUSTRIES INC REGD 144A P/P 9.50000000 (CHART INDUSTRIES 9.5% 01/01/31) Long Debt US $3M 2M 0.03
CHARTER COMM OPT LLC/CAP REGD 6.15000000 (CHARTER COMM OP 6.15% 11/10/26) Long Debt US $203K 201K 0.00
CHARTER COMM OPT LLC/CAP REGD SER WI 4.90800000 (CHARTER COMM O 4.908% 07/23/25) Long Debt US $80K 81K 0.00
CHEMOURS CO /EUR/ REGD 4.00000000 (CHEMOURS CO 4% 05/15/26/EUR/) Long Debt US $327K 316K 0.00
CHEMOURS CO REGD 144A P/P 4.62500000 (CHEMOURS CO 4.625% 11/15/29) Long Debt US $681K 789K 0.01
CHEMOURS CO REGD 144A P/P 5.75000000 (CHEMOURS CO 5.75% 11/15/28) Long Debt US $2M 2M 0.02
CHEMOURS CO REGD 5.37500000 (CHEMOURS CO 5.375% 05/15/27) Long Debt US $2M 2M 0.02
CHENIERE ENERGY INC REGD SER WI 4.62500000 (CHENIERE ENERG 4.625% 10/15/28) Long Debt US $2M 2M 0.02
CHENIERE ENERGY PARTNERS REGD 4.00000000 (CHENIERE ENERGY PA 4% 03/01/31) Long Debt US $1M 2M 0.02
CHEPLAPHARM ARZNEIMITTEL /EUR/ REGD REG S 7.50000000 (CHEPLAPHARM 7.5% 05/15/30/EUR/) Long Debt DE $4M 4M 0.06
CHEPLAPHARM ARZNEIMITTEL REGD 144A P/P 5.50000000 (CHEPLAPHARM ARZN 5.5% 01/15/28) Long Debt DE $2M 2M 0.02
CHESAPEAKE ENERGY CORP REGD 144A P/P 5.50000000 (CHESAPEAKE ENERG 5.5% 02/01/26) Long Debt US $597K 603K 0.01
CHESAPEAKE ENERGY CORP REGD 144A P/P 5.87500000 (CHESAPEAKE ENE 5.875% 02/01/29) Long Debt US $827K 835K 0.01
CHESAPEAKE ENERGY CORP REGD 144A P/P 6.75000000 (CHESAPEAKE ENER 6.75% 04/15/29) Long Debt US $962K 960K 0.01
CHILE ELECTRICITY LUX REGD REG S 6.01000000 (CHILE ELECTRICI 6.01% 01/20/33) Long Debt LU $3M 3M 0.04
CHINA HONGQIAO GROUP LTD REGD REG S 7.75000000 (CHINA HONGQIAO 7.75% 03/27/25) Long Debt KY $1M – 0.01
CHINA MODERN DAIRY HOLDI REGD REG S 2.12500000 (CHINA MODERN D 2.125% 07/14/26) Long Debt KY $6M 6M 0.08
CHINA OIL & GAS GROUP REGD REG S 4.70000000 (CHINA OIL & GAS 4.7% 06/30/26) Long Debt BM $183K 200K 0.00
CHOBANI LLC/FINANCE CORP REGD 144A P/P 4.62500000 (CHOBANI LLC/FI 4.625% 11/15/28) Long Debt US $4M 4M 0.05
CHOBANI LLC/FINANCE CORP REGD 144A P/P 7.62500000 (CHOBANI LLC/FI 7.625% 07/01/29) Long Debt US $12M 11M 0.15
CHORD ENERGY CORP REGD 144A P/P 6.37500000 (CHORD ENERGY C 6.375% 06/01/26) Long Debt US $356K 356K 0.00
CHS/COMMUNITY HEALTH SYS REGD 144A P/P 10.87500000 (CHS/COMMUNITY 10.875% 01/15/32) Long Debt US $4M 4M 0.06
CHS/COMMUNITY HEALTH SYS REGD 144A P/P 4.75000000 (CHS/COMMUNITY H 4.75% 02/15/31) Long Debt US $6M 7M 0.08
CHS/COMMUNITY HEALTH SYS REGD 144A P/P 5.25000000 (CHS/COMMUNITY H 5.25% 05/15/30) Long Debt US $3M 4M 0.04
CHS/COMMUNITY HEALTH SYS REGD 144A P/P 5.62500000 (CHS/COMMUNITY 5.625% 03/15/27) Long Debt US $6M 6M 0.07
CHS/COMMUNITY HEALTH SYS REGD 144A P/P 6.00000000 (CHS/COMMUNITY HEAL 6% 01/15/29) Long Debt US $1M 2M 0.02
CHURCHILL DOWNS INC REGD 144A P/P 4.75000000 (CHURCHILL DOWNS 4.75% 01/15/28) Long Debt US $3M 3M 0.04
CHURCHILL DOWNS INC REGD 144A P/P 5.75000000 (CHURCHILL DOWNS 5.75% 04/01/30) Long Debt US $11M 11M 0.14
CHURCHILL DOWNS INC REGD 144A P/P 6.75000000 (CHURCHILL DOWNS 6.75% 05/01/31) Long Debt US $2M 2M 0.02
CIDRON AIDA FINCO SARL /EUR/ REGD REG S 5.00000000 (CIDRON AIDA F 5% 04/01/28/EUR/) Long Debt LU $10M 10M 0.14
CIDRON AIDA FINCO SARL /GBP/ REGD REG S 6.25000000 (CIDRON AID 6.25% 04/01/28/GBP/) Long Debt LU $468K 400K 0.01
CIFC FUNDING 2013-II LTD SER 2013-2A CL A1L2 V/R REGD 144A P/P 6.58854000 (CIFC 2013-2A A1L V/R 10/18/30) Long ABS-collateralized bond/debt obligation KY $322K 322K 0.00
CIGNA GROUP/THE REGD 5.68500000 (CIGNA GROUP/TH 5.685% 03/15/26) Long Debt US $859K 859K 0.01
CIKARANG LISTRINDO PT REGD REG S 4.95000000 (CIKARANG LISTRI 4.95% 09/14/26) Long Debt ID $7M 7M 0.09
CIRSA FINANCE INTER /EUR/ REGD REG S 6.50000000 (CIRSA FINAN 6.5% 03/15/29/EUR/) Long Debt LU $6M 6M 0.08
CIRSA FINANCE INTER /EUR/ REGD V/R REG S 8.36500000 (CIRSA FINANC V/R 07/31/28/EUR/) Long Debt LU $9M 8M 0.12
CITGO PETROLEUM CORP REGD 144A P/P 6.37500000 (CITGO PETROLEU 6.375% 06/15/26) Long Debt US $423K 425K 0.01
CITGO PETROLEUM CORP REGD 144A P/P 7.00000000 (CITGO PETROLEUM CO 7% 06/15/25) Long Debt US $4M 4M 0.05
CITGO PETROLEUM CORP REGD 144A P/P 8.37500000 (CITGO PETROLEU 8.375% 01/15/29) Long Debt US $4M 4M 0.06
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC36 SER 2016-GC36 CL A5 REGD 3.61600000 (CGCMT 2016-GC 3.616% 01/10/26) Long ABS-collateralized bond/debt obligation US $800K 835K 0.01
CITIGROUP INC REGD V/R /PERP/ SER AA 7.62500000 (CITIGROUP INC V/R /PERP/) Long Debt US $2M 1M 0.02
CITIGROUP INC REGD V/R /PERP/ SER CC 7.12500000 (CITIGROUP INC V/R /PERP/) Long Debt US $6M 6M 0.08
CITIGROUP INC REGD V/R /PERP/ SER X 3.87500000 (CITIGROUP INC V/R /PERP/) Long Debt US $3M 3M 0.04
CITIGROUP INC REGD V/R 3.10600000 (CITIGROUP INC V/R 04/08/26) Long Debt US $374K 382K 0.00
CITIGROUP INC REGD V/R 3.88700000 (CITIGROUP INC V/R 01/10/28) Long Debt US $1M 1M 0.01
CITIGROUP INC REGD V/R 5.17400000 (CITIGROUP INC V/R 02/13/30) Long Debt US $566K 569K 0.01
CITIZENS AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL A3 REGD 144A P/P 5.84000000 (CITZN 2023-1 A 5.84% 06/15/26) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
CITIZENS AUTO RECEIVABLES TRUST 2023-2 SER 2023-2 CL A2A REGD 144A P/P 6.09000000 (CITZN 2023-2 A 6.09% 04/15/25) Long ABS-collateralized bond/debt obligation US $742K 741K 0.01
CITIZENS BANK NA/RI REGD V/R 6.06400000 (CITIZENS BANK NA/ V/R 10/24/25) Long Debt US $925K 926K 0.01
CITYCON TREASURY BV /EUR/ REGD REG S EMTN SER EURO 2.37500000 (CITYCON T 2.375% 01/15/27/EUR/) Long Debt NL $197K 200K 0.00
CIVITAS RESOURCES INC REGD 144A P/P 5.00000000 (CIVITAS RESOURCES 5% 10/15/26) Long Debt US $243K 250K 0.00
CIVITAS RESOURCES INC REGD 144A P/P 8.37500000 (CIVITAS RESOUR 8.375% 07/01/28) Long Debt US $3M 3M 0.04
CIVITAS RESOURCES INC REGD 144A P/P 8.62500000 (CIVITAS RESOUR 8.625% 11/01/30) Long Debt US $3M 3M 0.04
CIVITAS RESOURCES INC REGD 144A P/P 8.75000000 (CIVITAS RESOURC 8.75% 07/01/31) Long Debt US $6M 6M 0.08
CK HUTCHISON GROUP /GBP/ REGD REG S 2.62500000 (CK HUTCHI 2.625% 10/17/34/GBP/) Long Debt LU $184K 200K 0.00
CLARIANE SE /GBP/ REGD V/R /PERP/ REG S 4.12500000 (CLARIANE SE V/R /PERP//GBP/) Long Debt FR $239K 200K 0.00
CLARIOS GLOBAL LP/US FIN /EUR/ REGD REG S 4.37500000 (CLARIOS G 4.375% 05/15/26/EUR/) Long Debt $19M 18M 0.25
CLARIOS GLOBAL LP/US FIN REGD 144A P/P 6.75000000 (CLARIOS GLOBAL 6.75% 05/15/28) Long Debt $5M 5M 0.07
CLARIOS GLOBAL LP/US FIN REGD 144A P/P 8.50000000 (CLARIOS GLOBAL L 8.5% 05/15/27) Long Debt $13M 13M 0.17
CLARIV SCI HLD CORP REGD 144A P/P 3.87500000 (CLARIV SCI HLD 3.875% 07/01/28) Long Debt US $7M 8M 0.10
CLARIV SCI HLD CORP REGD 144A P/P 4.87500000 (CLARIV SCI HLD 4.875% 07/01/29) Long Debt US $9M 10M 0.12
CLEAN HARBORS INC REGD 144A P/P 4.87500000 (CLEAN HARBORS 4.875% 07/15/27) Long Debt US $101K 104K 0.00
CLEAN HARBORS INC REGD 144A P/P 5.12500000 (CLEAN HARBORS 5.125% 07/15/29) Long Debt US $39K 41K 0.00
CLEAN HARBORS INC REGD 144A P/P 6.37500000 (CLEAN HARBORS 6.375% 02/01/31) Long Debt US $507K 506K 0.01
CLEAN RENEWABLE POWER REGD REG S 4.25000000 (CLEAN RENEWABLE 4.25% 03/25/27) Long Debt MU $3M 3M 0.04
CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 5.12500000 (CLEAR CHANNEL 5.125% 08/15/27) Long Debt US $5M 5M 0.06
CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.50000000 (CLEAR CHANNEL OU 7.5% 06/01/29) Long Debt US $3M 4M 0.04
CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.75000000 (CLEAR CHANNEL O 7.75% 04/15/28) Long Debt US $511K 584K 0.01
CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.87500000 (CLEAR CHANNEL 7.875% 04/01/30) Long Debt US $5M 5M 0.07
CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 9.00000000 (CLEAR CHANNEL OUTD 9% 09/15/28) Long Debt US $9M 8M 0.12
CLEARWAY ENERGY OP LLC REGD 144A P/P 3.75000000 (CLEARWAY ENERGY 3.75% 01/15/32) Long Debt US $831K 977K 0.01
CLEARWAY ENERGY OP LLC REGD 144A P/P 4.75000000 (CLEARWAY ENERGY 4.75% 03/15/28) Long Debt US $402K 421K 0.01
CLECO CORPORATE HOLDINGS REGD 3.74300000 (CLECO CORPORAT 3.743% 05/01/26) Long Debt US $479K 497K 0.01
CLEVELAND-CLIFFS INC REGD 144A P/P 6.75000000 (CLEVELAND-CLIFF 6.75% 04/15/30) Long Debt US $3M 3M 0.04
CLOUD SOFTWARE GRP INC REGD 144A P/P 6.50000000 (CLOUD SOFTWARE G 6.5% 03/31/29) Long Debt US $20M 21M 0.27
CLOUD SOFTWARE GRP INC REGD 144A P/P 8.25000000 (CLOUD SOFTWARE 8.25% 06/30/32) Long Debt US $13M 13M 0.18
CLOUD SOFTWARE GRP INC REGD 144A P/P 9.00000000 (CLOUD SOFTWARE GRP 9% 09/30/29) Long Debt US $11M 11M 0.14
CLP POWER HK FINANCING REGD REG S EMTN 2.12500000 (CLP POWER HK F 2.125% 06/30/30) Long Debt VG $1M 1M 0.01
CLYDESDALE ACQUISITION REGD 144A P/P 6.62500000 (CLYDESDALE ACQ 6.625% 04/15/29) Long Debt US $5M 5M 0.07
CLYDESDALE ACQUISITION REGD 144A P/P 8.75000000 (CLYDESDALE ACQU 8.75% 04/15/30) Long Debt US $4M 4M 0.05
CMG MEDIA CORPORATION REGD 144A P/P 8.87500000 (CMG MEDIA CORP 8.875% 12/15/27) Long Debt US $2M 4M 0.03
CNO FINANCIAL GROUP INC REGD 5.25000000 (CNO FINANCIAL G 5.25% 05/30/25) Long Debt US $248K 250K 0.00
CNO GLOBAL FUNDING REGD 144A P/P 1.75000000 (CNO GLOBAL FUND 1.75% 10/07/26) Long Debt US $372K 406K 0.00
CNO GLOBAL FUNDING REGD 144A P/P MTN 5.87500000 (CNO GLOBAL FUN 5.875% 06/04/27) Long Debt US $529K 527K 0.01
CNT PRNT/CDK GLO II/FIN REGD 144A P/P 8.00000000 (CNT PRNT/CDK GLO I 8% 06/15/29) Long Debt US $2M 2M 0.03
CNTRL PARENT/CDK GLB INC REGD 144A P/P 7.25000000 (CNTRL PARENT/CD 7.25% 06/15/29) Long Debt US $6M 6M 0.07
CNX MIDSTREAM PART LP REGD 144A P/P 4.75000000 (CNX MIDSTREAM P 4.75% 04/15/30) Long Debt US $1M 1M 0.01
CNX RESOURCES CORP REGD 144A P/P 7.25000000 (CNX RESOURCES C 7.25% 03/01/32) Long Debt US $851K 835K 0.01
CNX RESOURCES CORP REGD 144A P/P 7.37500000 (CNX RESOURCES 7.375% 01/15/31) Long Debt US $763K 746K 0.01
COCA-COLA CONSOLIDATED REGD 5.25000000 (COCA-COLA CONSO 5.25% 06/01/29) Long Debt US $211K 210K 0.00
CODELCO INC REGD REG S 4.50000000 (CODELCO INC 4.5% 08/01/47) Long Debt CL $2M 3M 0.03
CODELCO INC REGD REG S 5.95000000 (CODELCO INC 5.95% 01/08/34) Long Debt CL $3M 3M 0.04
COHERENT CORP REGD 144A P/P 5.00000000 (COHERENT CORP 5% 12/15/29) Long Debt US $3M 3M 0.04
COLUMBIA PIPELINE HOLDCO REGD 144A P/P 6.04200000 (COLUMBIA PIPEL 6.042% 08/15/28) Long Debt US $484K 473K 0.01
COLUMBIA PIPELINE HOLDCO REGD 144A P/P 6.05500000 (COLUMBIA PIPEL 6.055% 08/15/26) Long Debt US $504K 500K 0.01
COMISION FEDERAL DE ELEC REGD 144A P/P 6.26400000 (COMISION FEDER 6.264% 02/15/52) Long Debt MX $1M 1M 0.01
COMISION FEDERAL DE ELEC REGD REG S 6.26400000 (COMISION FEDER 6.264% 02/15/52) Long Debt MX $171K 200K 0.00
COMM 2015-CCRE25 MORTGAGE TRUST SER 2015-CR25 CL A3 REGD 3.50500000 (COMM 2015-CR2 3.505% 07/10/25) Long ABS-collateralized bond/debt obligation US $772K 788K 0.01
COMM 2015-LC21 MORTGAGE TRUST SER 2015-LC21 CL A4 V/R REGD 3.70800000 (COMM 2015-LC21 A V/R 05/10/25) Long ABS-collateralized bond/debt obligation US $558K 570K 0.01
COMMERZBANK AG /EUR/ REGD V/R /PERP/ 6.50000000 (COMMERZBANK AG V/R /PERP//EUR/) Long Debt DE $5M 5M 0.07
COMMERZBANK AG /EUR/ REGD V/R /PERP/ REG S 6.12500000 (COMMERZBANK AG V/R /PERP//EUR/) Long Debt DE $424K 400K 0.01
COMMERZBANK AG /EUR/ REGD V/R /PERP/ REG S 6.50000000 (COMMERZBANK AG V/R /PERP//EUR/) Long Debt DE $210K 200K 0.00
COMMERZBANK AG /EUR/ REGD V/R /PERP/ REG S EMTN 0.00000000 (COMMERZBANK AG V/R /PERP//EUR/) Long Debt DE $214K 200K 0.00
COMMERZBANK AG /EUR/ REGD V/R REG S EMTN 1.37500000 (COMMERZBANK V/R 12/29/31/EUR/) Long Debt DE $5M 5M 0.07
COMMERZBANK AG /EUR/ REGD V/R REG S EMTN 4.00000000 (COMMERZBANK V/R 12/05/30/EUR/) Long Debt DE $11M 11M 0.15
COMMERZBANK AG /EUR/ REGD V/R REG S EMTN 6.50000000 (COMMERZBANK V/R 12/06/32/EUR/) Long Debt DE $113K 100K 0.00
COMMERZBANK AG /EUR/ REGD V/R REG S EMTN 6.75000000 (COMMERZBANK V/R 10/05/33/EUR/) Long Debt DE $115K 100K 0.00
COMMERZBANK AG /GBP/ REGD V/R REG S EMTN 8.62500000 (COMMERZBANK V/R 02/28/33/GBP/) Long Debt DE $536K 400K 0.01
COMMSCOPE INC REGD 144A P/P 4.75000000 (COMMSCOPE INC 4.75% 09/01/29) Long Debt US $742K 1M 0.01
COMPASS GROUP DIVERSIFIE REGD 144A P/P 5.25000000 (COMPASS GROUP D 5.25% 04/15/29) Long Debt US $1M 1M 0.02
COMSTOCK RESOURCES INC REGD 144A P/P 5.87500000 (COMSTOCK RESOU 5.875% 01/15/30) Long Debt US $5M 5M 0.07
COMSTOCK RESOURCES INC REGD 144A P/P 6.75000000 (COMSTOCK RESOUR 6.75% 03/01/29) Long Debt US $7M 8M 0.10
COMSTOCK RESOURCES INC REGD 144A P/P 6.75000000 (COMSTOCK RESOUR 6.75% 03/01/29) Long Debt US $878K 913K 0.01
CONCENTRA ESCROW ISSUER REGD 144A P/P 6.87500000 (CONCENTRA ESCR 6.875% 07/15/32) Long Debt US $2M 2M 0.02
CONCENTRIX CORP REGD 6.65000000 (CONCENTRIX CORP 6.65% 08/02/26) Long Debt US $76K 75K 0.00
CONNECT FINCO SARL/CONNE REGD 144A P/P 6.75000000 (CONNECT FINCO S 6.75% 10/01/26) Long Debt $6M 7M 0.08
CONNECTICUT AVENUE SECURITIES TRUST 2023-R01 SER 2023-R01 CL 1M1 V/R REGD 144A P/P 7.73501000 (CAS 2023-R01 1M1 V/R 12/25/42) Long ABS-collateralized bond/debt obligation US $311K 302K 0.00
CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 SER 2023-R03 CL 2M1 V/R REGD 144A P/P 7.83535000 (CAS 2023-R03 2M1 V/R 04/25/43) Long ABS-collateralized bond/debt obligation US $114K 111K 0.00
CONNECTICUT AVENUE SECURITIES TRUST 2024-R03 SER 2024-R03 CL 2M1 V/R REGD 144A P/P 6.48501000 (CAS 2024-R03 2M1 V/R 03/25/44) Long ABS-collateralized bond/debt obligation US $709K 707K 0.01
CONNECTICUT AVENUE SECURITIES TRUST 2024-R04 SER 2024-R04 CL 1A1 V/R REGD 144A P/P 6.32374000 (CAS 2024-R04 1A1 V/R 05/25/44) Long ABS-collateralized bond/debt obligation US $334K 333K 0.00
CONNECTICUT LIGHT & PWR REGD 4.65000000 (CONNECTICUT LIG 4.65% 01/01/29) Long Debt US $989K 1M 0.01
CONSTELLATION AUTOMOTIVE /GBP/ REGD REG S 4.87500000 (CONSTELLA 4.875% 07/15/27/GBP/) Long Debt GB $106K 100K 0.00
CONSTELLATION EN GEN LLC REGD 5.60000000 (CONSTELLATION EN 5.6% 03/01/28) Long Debt US $57K 56K 0.00
CONSTELLATION SOFTWARE REGD 144A P/P 5.15800000 (CONSTELLATION 5.158% 02/16/29) Long Debt CA $632K 632K 0.01
CONSTELLIUM S /EUR/ REGD REG S 4.25000000 (CONSTELLIU 4.25% 02/15/26/EUR/) Long Debt FR $9M 8M 0.11
CONSTELLIUM SE REGD 144A P/P 3.75000000 (CONSTELLIUM SE 3.75% 04/15/29) Long Debt FR $6M 6M 0.08
CONSTELLIUM SE REGD 144A P/P 5.87500000 (CONSTELLIUM SE 5.875% 02/15/26) Long Debt FR $441K 443K 0.01
CONTINENTAL RESOURCES REGD 144A P/P 2.26800000 (CONTINENTAL RE 2.268% 11/15/26) Long Debt US $977K 1M 0.01
CONTINENTAL RESOURCES REGD SER WI 4.37500000 (CONTINENTAL RE 4.375% 01/15/28) Long Debt US $745K 775K 0.01
CONTINUUM ENERGY AURA REGD REG S 9.50000000 (CONTINUUM ENERGY 9.5% 02/24/27) Long Debt SG $3M 3M 0.05
CONTINUUM GRN SPV CO-ISS REGD 144A P/P 7.50000000 (CONTINUUM GRN SP 7.5% 06/26/33) Long Debt IN $3M 3M 0.04
CONTOURGLOBAL POWER HLDG /EUR/ REGD REG S 2.75000000 (CONTOURGLO 2.75% 01/01/26/EUR/) Long Debt LU $4M 4M 0.05
CONTOURGLOBAL POWER HLDG /EUR/ REGD REG S 3.12500000 (CONTOURGL 3.125% 01/01/28/EUR/) Long Debt LU $2M 2M 0.03
CONUMA RESOURCES LTD REGD 144A P/P 13.12500000 (CONUMA RESOUR 13.125% 05/01/28) Long Debt CA $835K 822K 0.01
COOPERATIEVE RABOBANK UA /EUR/ REGD V/R /PERP/ REG S 4.37500000 (COOPERATIEVE R V/R /PERP//EUR/) Long Debt NL $203K 200K 0.00
COOPERATIEVE RABOBANK UA /EUR/ REGD V/R /PERP/ REG S 4.87500000 (COOPERATIEVE R V/R /PERP//EUR/) Long Debt NL $11M 11M 0.15
COREBRIDGE GLOB FUNDING REGD 144A P/P 5.75000000 (COREBRIDGE GLOB 5.75% 07/02/26) Long Debt US $66K 66K 0.00
COREBRIDGE GLOB FUNDING REGD 144A P/P MTN 5.20000000 (COREBRIDGE GLOB 5.2% 01/12/29) Long Debt US $448K 450K 0.01
CORELOGIC INC REGD P/P 4.50000000 (CORELOGIC INC 4.5% 05/01/28) Long Debt US $6M 7M 0.08
CORNERSTONE BUILDING REGD 144A P/P 6.12500000 (CORNERSTONE BU 6.125% 01/15/29) Long Debt US $1M 1M 0.02
CORONADO FINANCE PTY LTD REGD 144A P/P 10.75000000 (CORONADO FINAN 10.75% 05/15/26) Long Debt AU $2M 2M 0.02
COSTA RICA GOVERNMENT REGD 5.62500000 (COSTA RICA GOV 5.625% 04/30/43) Long Debt CR $2M 3M 0.03
COSTA RICA GOVERNMENT REGD REG S 7.30000000 (COSTA RICA GOVER 7.3% 11/13/54) Long Debt CR $2M 2M 0.03
COTERRA ENERGY INC REGD SER WI 4.37500000 (COTERRA ENERGY 4.375% 03/15/29) Long Debt US $73K 76K 0.00
COTY INC /EUR/ REGD REG S 4.75000000 (COTY INC 4.75% 04/15/26/EUR/) Long Debt US $4M 4M 0.05
COTY/HFC PRESTIGE/INT US REGD 144A P/P 4.75000000 (COTY/HFC PRESTI 4.75% 01/15/29) Long Debt US $59K 62K 0.00
COTY/HFC PRESTIGE/INT US REGD 144A P/P 6.62500000 (COTY/HFC PREST 6.625% 07/15/30) Long Debt US $2M 1M 0.02
COUGAR JV SUBSIDIARY LLC REGD 144A P/P 8.00000000 (COUGAR JV SUBSIDIA 8% 05/15/32) Long Debt US $2M 2M 0.03
COUNTRY GARDEN HLDG REGD REG S 0.00000000 (COUNTRY GARDEN H 4.2% 02/06/26) Long Debt KY $311K 4M 0.00
COUNTRY GARDEN HLDGS REGD 0.00000000 (COUNTRY GARDEN H 2.7% 07/12/26) Long Debt KY $487K 6M 0.01
COUNTRY GARDEN HLDGS REGD 0.00000000 (COUNTRY GARDEN 5.625% 01/14/30) Long Debt KY $17K 200K 0.00
CPUK FINANCE LTD /GBP/ REGD REG S 4.50000000 (CPUK FINANC 4.5% 08/28/27/GBP/) Long Debt JE $118K 100K 0.00
CPUK FINANCE LTD /GBP/ REGD REG S EMTN 3.58800000 (CPUK FINA 3.588% 08/28/25/GBP/) Long Debt JE $143K 116K 0.00
CPUK FINANCE LTD /GBP/ REGD REG S SER . 7.87500000 (CPUK FINA 7.875% 08/28/29/GBP/) Long Debt JE $129K 100K 0.00
CQP HOLDCO LP/BIP-V CHIN REGD P/P 5.50000000 (CQP HOLDCO LP/BI 5.5% 06/15/31) Long Debt US $7M 8M 0.09
CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-3 SER 2021-3A CL A REGD 144A P/P 1.00000000 (CAALT 2021-3A A 1% 07/15/24) Long ABS-collateralized bond/debt obligation US $20K 20K 0.00
CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-1 SER 2023-1A CL A REGD 144A P/P 6.48000000 (CAALT 2023-1A 6.48% 02/17/26) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
CREDIT AGRICOLE SA REGD P/P 4.37500000 (CREDIT AGRICOL 4.375% 03/17/25) Long Debt FR $445K 450K 0.01
CRESCENT ENERGY FINANCE REGD 144A P/P 7.37500000 (CRESCENT ENERG 7.375% 01/15/33) Long Debt US $4M 4M 0.05
CRESCENT ENERGY FINANCE REGD 144A P/P 7.62500000 (CRESCENT ENERG 7.625% 04/01/32) Long Debt US $4M 4M 0.05
CRESCENT ENERGY FINANCE REGD 144A P/P 9.25000000 (CRESCENT ENERGY 9.25% 02/15/28) Long Debt US $3M 3M 0.05
CROCS INC REGD 144A P/P 4.12500000 (CROCS INC 4.125% 08/15/31) Long Debt US $142K 163K 0.00
CROCS INC REGD 144A P/P 4.25000000 (CROCS INC 4.25% 03/15/29) Long Debt US $1M 1M 0.01
CROWDSTRIKE HOLDINGS INC REGD 3.00000000 (CROWDSTRIKE HOLDIN 3% 02/15/29) Long Debt US $124K 138K 0.00
CROWN AMERICAS LLC REGD 5.25000000 (CROWN AMERICAS 5.25% 04/01/30) Long Debt US $472K 488K 0.01
CROWN CASTLE INC REGD 3.65000000 (CROWN CASTLE IN 3.65% 09/01/27) Long Debt US $517K 544K 0.01
CROWN CASTLE INC REGD 4.80000000 (CROWN CASTLE INC 4.8% 09/01/28) Long Debt US $86K 88K 0.00
CROWN EURO HOLDINGS SA /EUR/ REGD REG S 3.37500000 (CROWN EUR 3.375% 05/15/25/EUR/) Long Debt FR $9M 8M 0.11
CROWN EURO HOLDINGS SA /EUR/ REGD REG S 5.00000000 (CROWN EURO HO 5% 05/15/28/EUR/) Long Debt FR $110K 100K 0.00
CROWNROCK LP/CROWNROCK F REGD 144A P/P 5.00000000 (CROWNROCK LP/CROWN 5% 05/01/29) Long Debt US $223K 225K 0.00
CROWNROCK LP/CROWNROCK F REGD 144A P/P 5.62500000 (CROWNROCK LP/C 5.625% 10/15/25) Long Debt US $676K 678K 0.01
CSC HOLDINGS LLC REGD 144A P/P 11.25000000 (CSC HOLDINGS L 11.25% 05/15/28) Long Debt US $5M 6M 0.07
CSC HOLDINGS LLC REGD 144A P/P 11.75000000 (CSC HOLDINGS L 11.75% 01/31/29) Long Debt US $7M 8M 0.09
CSC HOLDINGS LLC REGD 144A P/P 3.37500000 (CSC HOLDINGS L 3.375% 02/15/31) Long Debt US $561K 900K 0.01
CSC HOLDINGS LLC REGD 144A P/P 4.12500000 (CSC HOLDINGS L 4.125% 12/01/30) Long Debt US $443K 685K 0.01
CSC HOLDINGS LLC REGD 144A P/P 4.62500000 (CSC HOLDINGS L 4.625% 12/01/30) Long Debt US $3M 8M 0.04
CSC HOLDINGS LLC REGD 144A P/P 5.00000000 (CSC HOLDINGS LLC 5% 11/15/31) Long Debt US $616K 2M 0.01
CSC HOLDINGS LLC REGD 144A P/P 5.37500000 (CSC HOLDINGS L 5.375% 02/01/28) Long Debt US $627K 825K 0.01
CSC HOLDINGS LLC REGD 144A P/P 5.50000000 (CSC HOLDINGS LLC 5.5% 04/15/27) Long Debt US $5M 6M 0.06
CSC HOLDINGS LLC REGD 144A P/P 5.75000000 (CSC HOLDINGS LL 5.75% 01/15/30) Long Debt US $751K 2M 0.01
CSC HOLDINGS LLC REGD 144A P/P 6.50000000 (CSC HOLDINGS LLC 6.5% 02/01/29) Long Debt US $1M 2M 0.02
CSC HOLDINGS LLC REGD P/P 7.50000000 (CSC HOLDINGS LLC 7.5% 04/01/28) Long Debt US $265K 500K 0.00
CSN ISLANDS XI CORP REGD REG S 6.75000000 (CSN ISLANDS XI 6.75% 01/28/28) Long Debt KY $2M 3M 0.03
CULLINAN HOLDCO /EUR/ REGD REG S 4.62500000 (CULLINAN 4.625% 10/15/26/EUR/) Long Debt LU $8M 9M 0.11
CUSHMAN & WAKEFIELD US REGD 144A P/P 6.75000000 (CUSHMAN & WAKEF 6.75% 05/15/28) Long Debt US $2M 2M 0.03
CUSHMAN & WAKEFIELD US REGD 144A P/P 8.87500000 (CUSHMAN & WAKE 8.875% 09/01/31) Long Debt US $1M 1M 0.02
CZK/USD FWD 20240719 000011553 USD Derivative-foreign exchange $5K – 0.00
DAIMLER TRUCK FINAN NA REGD 144A P/P 5.12500000 (DAIMLER TRUCK 5.125% 09/25/27) Long Debt US $243K 244K 0.00
DAIMLER TRUCK FINAN NA REGD 144A P/P 5.60000000 (DAIMLER TRUCK FI 5.6% 08/08/25) Long Debt US $504K 503K 0.01
DANA FINANCING LUX SARL /EUR/ REGD REG S 3.00000000 (DANA FINANCIN 3% 07/15/29/EUR/) Long Debt LU $3M 3M 0.03
DANA FINANCING LUX SARL /EUR/ REGD REG S 8.50000000 (DANA FINANC 8.5% 07/15/31/EUR/) Long Debt LU $4M 3M 0.05
DANA FINANCING LUX SARL REGD 144A P/P 5.75000000 (DANA FINANCING 5.75% 04/15/25) Long Debt LU $74K 74K 0.00
DANA INC REGD 4.25000000 (DANA INC 4.25% 09/01/30) Long Debt US $938K 1M 0.01
DANA INC REGD 4.50000000 (DANA INC 4.5% 02/15/32) Long Debt US $902K 1M 0.01
DANA INC REGD 5.37500000 (DANA INC 5.375% 11/15/27) Long Debt US $269K 275K 0.00
DANA INC REGD 5.62500000 (DANA INC 5.625% 06/15/28) Long Debt US $679K 700K 0.01
DANSKE BANK A/S REGD V/R 144A P/P 4.29800000 (DANSKE BANK A/S V/R 04/01/28) Long Debt DK $871K 900K 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 $2M 2M 0.02
DANSKE BANK A/S REGD V/R P/P 3.24400000 (DANSKE BANK A/S V/R 12/20/25) Long Debt DK $1M 1M 0.02
DARLING GLOBAL FINANCE /EUR/ REGD REG S 3.62500000 (DARLING G 3.625% 05/15/26/EUR/) Long Debt NL $318K 300K 0.00
DARLING INGREDIENTS INC REGD 144A P/P 6.00000000 (DARLING INGREDIENT 6% 06/15/30) Long Debt US $3M 3M 0.04
DAVITA INC REGD 144A P/P 3.75000000 (DAVITA INC 3.75% 02/15/31) Long Debt US $9M 10M 0.12
DAVITA INC REGD 144A P/P 4.62500000 (DAVITA INC 4.625% 06/01/30) Long Debt US $5M 5M 0.07
DCP MIDSTREAM OPERATING REGD 5.37500000 (DCP MIDSTREAM 5.375% 07/15/25) Long Debt US $103K 103K 0.00
DEALER TIRE LLC/DT ISSR REGD 144A P/P 8.00000000 (DEALER TIRE LLC/DT 8% 02/01/28) Long Debt US $179K 186K 0.00
DELL EQUIPMENT FINANCE TRUST 2023-1 SER 2023-1 CL A3 REGD 144A P/P 5.65000000 (DEFT 2023-1 A3 5.65% 09/22/28) Long ABS-collateralized bond/debt obligation US $1M 1M 0.02
DELL EQUIPMENT FINANCE TRUST 2024-1 SER 2024-1 CL A2 REGD 144A P/P 5.58000000 (DEFT 2024-1 A2 5.58% 11/24/25) Long ABS-collateralized bond/debt obligation US $476K 475K 0.01
DEMIRE REAL ESTATE AG /EUR/ REGD REG S 1.87500000 (DEMIRE RE 1.875% 10/15/24/EUR/) Long Debt DE $88K 100K 0.00
DEUTSCHE BANK AG /EUR/ REGD V/R /PERP/ 4.62500000 (DEUTSCHE BANK V/R /PERP//EUR/) Long Debt DE $186K 200K 0.00
DEUTSCHE BANK AG /EUR/ REGD V/R /PERP/ REG S 4.50000000 (DEUTSCHE BANK V/R /PERP//EUR/) Long Debt DE $191K 200K 0.00
DEUTSCHE BANK AG /EUR/ REGD V/R /PERP/ REG S 6.75000000 (DEUTSCHE BANK V/R /PERP//EUR/) Long Debt DE $8M 8M 0.11
DEUTSCHE BANK AG /EUR/ REGD V/R /PERP/ REG S 8.12500000 (DEUTSCHE BANK V/R /PERP//EUR/) Long Debt DE $216K 200K 0.00
DEVON ENERGY CORPORATION REGD SER WI 5.25000000 (DEVON ENERGY CO 5.25% 10/15/27) Long Debt US $414K 415K 0.01
DIAMOND FRGN/DIAMOND FIN REGD 144A P/P 8.50000000 (DIAMOND FRGN/DIA 8.5% 10/01/30) Long Debt KY $2M 2M 0.02
DIAMOND II LTD REGD 144A P/P 7.95000000 (DIAMOND II LTD 7.95% 07/28/26) Long Debt MU $1M 1M 0.01
DIAMOND II LTD REGD REG S 7.95000000 (DIAMOND II LTD 7.95% 07/28/26) Long Debt MU $1M 1M 0.02
DIAMOND SPORTS GR/DIAMON REGD 144A P/P 0.00000000 (DIAMOND SPORTS 5.375% 08/15/26) Long Debt US $359K 18M 0.00
DIAMOND SPORTS GR/DIAMON REGD 144A P/P 0.00000000 (DIAMOND SPORTS 6.625% 08/15/27) Long Debt US $219K 11M 0.00
DIAMONDBACK ENERGY INC REGD 5.15000000 (DIAMONDBACK ENE 5.15% 01/30/30) Long Debt US $139K 140K 0.00
DIAMONDBACK ENERGY INC REGD 5.20000000 (DIAMONDBACK ENER 5.2% 04/18/27) Long Debt US $134K 134K 0.00
DIG HLDNG/DIG FIN/DIFL REGD 12.00000000 (DIG HLDNG/DIG FIN 12% 05/25/27) Long Debt $1M 1M 0.01
DIG MIDCO/DIFL US II LLC REGD 10.50000000 (DIG MIDCO/DIFL 10.5% 11/25/28) Long Debt LC $2M 3M 0.03
DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER 1A14 0.00000000 (DIGICEL GROUP HOL ZCP 12/31/30) Long Debt BM $9K 9K 0.00
DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER 1B14 0.00000000 (DIGICEL GROUP HOL ZCP 12/31/30) Long Debt BM $10.79 108K 0.00
DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER 3A14 0.00000000 (DIGICEL GROUP HOL ZCP 12/31/30) Long Debt BM $271.98 565.68 0.00
DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER 3B14 0.00000000 (DIGICEL GROUP HOL ZCP 12/31/30) Long Debt BM $6.43 64K 0.00
DIGICEL HLDGS BERMUDA LTD /PREFERRED/ 0.00000000 (DIGICEL HLDGS BERMUDA LTD/PFD/) Long Equity-preferred BM $2M 157K 0.02
DIGICEL HLDGS BERMUDA LTD 0.00000000 Long Equity-common BM $2M 856K 0.03
DIRECTV FIN LLC/COINC REGD 144A P/P 5.87500000 (DIRECTV FIN LL 5.875% 08/15/27) Long Debt US $5M 5M 0.07
DISCOVER BANK REGD SER BKNT 4.25000000 (DISCOVER BANK 4.25% 03/13/26) Long Debt US $244K 250K 0.00
DISCOVER CARD EXECUTION NOTE TRUST SER 2022-A3 CL A3 REGD 3.56000000 (DCENT 2022-A3 3.56% 07/15/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
DISCOVER CARD EXECUTION NOTE TRUST SER 2023-A2 CL A REGD 4.93000000 (DCENT 2023-A2 4.93% 06/15/26) Long ABS-collateralized bond/debt obligation US $204K 205K 0.00
DISCOVERY COMMUNICATIONS REGD 3.95000000 (DISCOVERY COMMU 3.95% 03/20/28) Long Debt US $119K 127K 0.00
DISH DBS CORP REGD 144A P/P 5.25000000 (DISH DBS CORP 5.25% 12/01/26) Long Debt US $742K 939K 0.01
DISH DBS CORP REGD 144A P/P 5.75000000 (DISH DBS CORP 5.75% 12/01/28) Long Debt US $440K 635K 0.01
DISH DBS CORP REGD 5.12500000 (DISH DBS CORP 5.125% 06/01/29) Long Debt US $455K 1M 0.01
DISH DBS CORP REGD 7.37500000 (DISH DBS CORP 7.375% 07/01/28) Long Debt US $2M 5M 0.03
DISH DBS CORP REGD SER WI 7.75000000 (DISH DBS CORP 7.75% 07/01/26) Long Debt US $6M 10M 0.08
DISH NETWORK CORP REGD 144A P/P 11.75000000 (DISH NETWORK C 11.75% 11/15/27) Long Debt US $13M 13M 0.17
DIVERSIFIED HEALTHCARE T REGD 4.37500000 (DIVERSIFIED HE 4.375% 03/01/31) Long Debt US $1M 2M 0.02
DIVERSIFIED HEALTHCARE T REGD 4.75000000 (DIVERSIFIED HEA 4.75% 02/15/28) Long Debt US $3M 4M 0.04
DIVERSIFIED HEALTHCARE T REGD 9.75000000 (DIVERSIFIED HEA 9.75% 06/15/25) Long Debt US $73K 73K 0.00
DOMINICAN REPUBLIC REGD 6.85000000 (DOMINICAN REPUB 6.85% 01/27/45) Long Debt DO $4M 4M 0.05
DOMINICAN REPUBLIC REGD REG S 4.50000000 (DOMINICAN REPUBL 4.5% 01/30/30) Long Debt DO $545K 600K 0.01
DOMINICAN REPUBLIC REGD REG S 5.50000000 (DOMINICAN REPUBL 5.5% 01/27/25) Long Debt DO $5M 5M 0.07
DOMINICAN REPUBLIC REGD REG S 5.95000000 (DOMINICAN REPUB 5.95% 01/25/27) Long Debt DO $5M 5M 0.07
DOMINICAN REPUBLIC REGD REG S 6.00000000 (DOMINICAN REPUBLIC 6% 02/22/33) Long Debt DO $10M 11M 0.14
DOMINICAN REPUBLIC REGD REG S 6.87500000 (DOMINICAN REPU 6.875% 01/29/26) Long Debt DO $2M 2M 0.03
DOMINION ENERGY INC REGD V/R SER A 6.87500000 (DOMINION ENERGY I V/R 02/01/55) Long Debt US $2M 2M 0.03
DOMINION ENERGY INC REGD V/R SER B 7.00000000 (DOMINION ENERGY I V/R 06/01/54) Long Debt US $1M 1M 0.02
DP WORLD LTD UAE REGD REG S EMTN 4.70000000 (DP WORLD LTD UAE 4.7% 09/30/49) Long Debt AE $1M 1M 0.01
DREAM FINDERS HOMES INC REGD 144A P/P 8.25000000 (DREAM FINDERS H 8.25% 08/15/28) Long Debt US $530K 517K 0.01
DRYDEN 113 CLO LTD SER 2022-113A CL A1R V/R REGD 144A P/P 6.95456000 (DRSLF 2022-113A V/R 10/20/35) Long ABS-collateralized bond/debt obligation JE $500K 500K 0.01
DT MIDSTREAM INC REGD 144A P/P 4.12500000 (DT MIDSTREAM I 4.125% 06/15/29) Long Debt US $2M 2M 0.03
DT MIDSTREAM INC REGD 144A P/P 4.37500000 (DT MIDSTREAM I 4.375% 06/15/31) Long Debt US $156K 171K 0.00
DUFRY ONE BV /EUR/ REGD REG S 3.37500000 (DUFRY ONE 3.375% 04/15/28/EUR/) Long Debt NL $3M 3M 0.04
DUFRY ONE BV /EUR/ REGD REG S 4.75000000 (DUFRY ONE 4.75% 04/18/31/EUR/) Long Debt NL $209K 197K 0.00
DUN & BRADSTREET CORP REGD 144A P/P 5.00000000 (DUN & BRADSTREET C 5% 12/15/29) Long Debt US $5M 6M 0.07
DYCOM INDUSTRIES INC REGD 144A P/P 4.50000000 (DYCOM INDUSTRIES 4.5% 04/15/29) Long Debt US $321K 343K 0.00
DYE & DURHAM LIMITED REGD 144A P/P 8.62500000 (DYE & DURHAM L 8.625% 04/15/29) Long Debt CA $785K 774K 0.01
EASY TACTIC LTD REGD 6.50000000 (EASY TACTIC LTD 6.5% 07/11/27) Long Debt VG $410K 16M 0.01
EASY TACTIC LTD REGD 6.50000000 (EASY TACTIC LTD 6.5% 07/11/28) Long Debt VG $338K 12M 0.00
EASY TACTIC LTD REGD 6.50000000 (EASY TACTIC LTD 6.5% 07/11/25) Long Debt VG $12K 431K 0.00
ECO MATERIAL TECH INC REGD 144A P/P 7.87500000 (ECO MATERIAL T 7.875% 01/31/27) Long Debt US $2M 2M 0.03
ECOPETROL SA REGD 4.62500000 (ECOPETROL SA 4.625% 11/02/31) Long Debt CO $2M 3M 0.03
ECOPETROL SA REGD 5.37500000 (ECOPETROL SA 5.375% 06/26/26) Long Debt CO $219K 224K 0.00
ECOPETROL SA REGD 5.87500000 (ECOPETROL SA 5.875% 05/28/45) Long Debt CO $2M 3M 0.03
ECOPETROL SA REGD 8.37500000 (ECOPETROL SA 8.375% 01/19/36) Long Debt CO $1M 1M 0.02
ECOPETROL SA REGD 8.62500000 (ECOPETROL SA 8.625% 01/19/29) Long Debt CO $112K 106K 0.00
EDISON INTERNATIONAL REGD V/R /PERP/ SER A 5.37500000 (EDISON INTERNATIONA V/R /PERP/) Long Debt US $4M 4M 0.05
EDISON INTERNATIONAL REGD V/R /PERP/ SER B 5.00000000 (EDISON INTERNATIONA V/R /PERP/) Long Debt US $663K 697K 0.01
EG GLOBAL FINANCE PLC REGD 144A P/P 12.00000000 (EG GLOBAL FINANCE 12% 11/30/28) Long Debt GB $5M 5M 0.07
EHI CAR SERVICES LT REGD REG S 12.00000000 (EHI CAR SERVICES 12% 09/26/27) Long Debt KY $3M 3M 0.04
EHI CAR SERVICES LT REGD REG S 12.00000000 (EHI CAR SERVICES 12% 09/26/27) Long Debt KY $2M 2M 0.03
ELASTIC NV REGD 144A P/P 4.12500000 (ELASTIC NV 4.125% 07/15/29) Long Debt NL $2M 2M 0.03
ELDORADO GOLD CORP REGD 144A P/P 6.25000000 (ELDORADO GOLD C 6.25% 09/01/29) Long Debt CA $3M 3M 0.04
ELECTRICITE DE FRANCE SA /EUR/ REGD V/R /PERP/ REG S 3.37500000 (ELECTRICITE DE V/R /PERP//EUR/) Long Debt FR $12M 13M 0.16
ELECTRICITE DE FRANCE SA /GBP/ REGD V/R /PERP/ EMTN 6.00000000 (ELECTRICITE DE V/R /PERP//GBP/) Long Debt FR $739K 600K 0.01
ELECTRICITE DE FRANCE SA REGD 144A P/P 5.65000000 (ELECTRICITE DE 5.65% 04/22/29) Long Debt FR $209K 207K 0.00
ELECTRICITE DE FRANCE SA REGD 144A P/P 5.70000000 (ELECTRICITE DE F 5.7% 05/23/28) Long Debt FR $263K 260K 0.00
ELEMENT SOLUTIONS INC REGD 144A P/P 3.87500000 (ELEMENT SOLUTI 3.875% 09/01/28) Long Debt US $8M 9M 0.11
ELIOR GROUP S /EUR/ REGD REG S 3.75000000 (ELIOR GROU 3.75% 07/15/26/EUR/) Long Debt FR $207K 200K 0.00
ELMWOOD CLO 18 LTD SER 2022-5A CL AR V/R REGD 144A P/P 6.96707000 (ELM18 2022-5A AR V/R 07/17/33) Long ABS-collateralized bond/debt obligation KY $251K 250K 0.00
ELMWOOD CLO VII LTD SER 2020-4A CL AR V/R REGD 144A P/P 6.94707000 (ELMW7 2020-4A AR V/R 01/17/34) Long ABS-collateralized bond/debt obligation KY $251K 250K 0.00
ELMWOOD CLO X LTD SER 2021-3A CL A1R V/R REGD 144A P/P 6.59456000 (ELM10 2021-3A A1 V/R 07/20/37) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.02
EMBECTA CORP REGD 144A P/P 5.00000000 (EMBECTA CORP 5% 02/15/30) Long Debt US $247K 300K 0.00
EMBECTA CORP REGD 144A P/P 6.75000000 (EMBECTA CORP 6.75% 02/15/30) Long Debt US $65K 75K 0.00
EMBRAER NETHERLANDS FINA REGD 144A P/P 7.00000000 (EMBRAER NETHERLAND 7% 07/28/30) Long Debt NL $2M 2M 0.02
EMERIA SASU /EUR/ REGD REG S 3.37500000 (EMERIA SA 3.375% 03/31/28/EUR/) Long Debt FR $3M 3M 0.04
EMERIA SASU /EUR/ REGD REG S 7.75000000 (EMERIA SAS 7.75% 03/31/28/EUR/) Long Debt FR $4M 4M 0.05
EMPIRE COMMUNITIES CORP REGD 144A P/P 9.75000000 (EMPIRE COMMUNIT 9.75% 05/01/29) Long Debt CA $2M 2M 0.02
EMPRESA DE LOS FERROCARR REGD REG S 3.83000000 (EMPRESA DE LOS 3.83% 09/14/61) Long Debt CL $782K 1M 0.01
EMPRESA NACIONAL DEL PET REGD REG S 6.15000000 (EMPRESA NACIONA 6.15% 05/10/33) Long Debt CL $3M 3M 0.04
EMRLD BOR / EMRLD CO-ISS /EUR/ REGD 144A P/P 6.37500000 (EMRLD BOR 6.375% 12/15/30/EUR/) Long Debt US $812K 731K 0.01
EMRLD BOR / EMRLD CO-ISS /EUR/ REGD REG S 6.37500000 (EMRLD BOR 6.375% 12/15/30/EUR/) Long Debt US $6M 5M 0.08
EMRLD BOR / EMRLD CO-ISS REGD 144A P/P 6.62500000 (EMRLD BOR / EM 6.625% 12/15/30) Long Debt US $19M 18M 0.25
EMRLD BOR / EMRLD CO-ISS REGD 144A P/P 6.75000000 (EMRLD BOR / EMR 6.75% 07/15/31) Long Debt US $2M 2M 0.03
ENACT HOLDINGS INC REGD 6.25000000 (ENACT HOLDINGS 6.25% 05/28/29) Long Debt US $882K 881K 0.01
ENBRIDGE INC REGD 5.30000000 (ENBRIDGE INC 5.3% 04/05/29) Long Debt CA $206K 206K 0.00
ENBRIDGE INC REGD 5.90000000 (ENBRIDGE INC 5.9% 11/15/26) Long Debt CA $97K 96K 0.00
ENBRIDGE INC REGD V/R 7.20000000 (ENBRIDGE INC V/R 06/27/54) Long Debt CA $1M 1M 0.02
ENBRIDGE INC REGD V/R 7.37500000 (ENBRIDGE INC V/R 03/15/55) Long Debt CA $1M 1M 0.01
ENBRIDGE INC REGD V/R 8.50000000 (ENBRIDGE INC V/R 01/15/84) Long Debt CA $960K 891K 0.01
ENCINO ACQUISITION PARTN REGD 144A P/P 8.75000000 (ENCINO ACQUISIT 8.75% 05/01/31) Long Debt US $2M 2M 0.02
ENCOMPASS HEALTH CORP REGD 4.50000000 (ENCOMPASS HEALTH 4.5% 02/01/28) Long Debt US $52K 55K 0.00
ENCOMPASS HEALTH CORP REGD 4.62500000 (ENCOMPASS HEAL 4.625% 04/01/31) Long Debt US $2M 2M 0.02
ENCOMPASS HEALTH CORP REGD 4.75000000 (ENCOMPASS HEALT 4.75% 02/01/30) Long Debt US $921K 984K 0.01
ENCORE CAPITAL GROUP INC /EUR/ REGD REG S 4.87500000 (ENCORE CA 4.875% 10/15/25/EUR/) Long Debt US $5M 4M 0.06
ENCORE CAPITAL GROUP INC /GBP/ REGD REG S 5.37500000 (ENCORE CA 5.375% 02/15/26/GBP/) Long Debt US $5M 4M 0.06
ENCORE CAPITAL GROUP INC REGD 144A P/P 8.50000000 (ENCORE CAPITAL G 8.5% 05/15/30) Long Debt US $926K 910K 0.01
ENCORE CAPITAL GROUP INC REGD 144A P/P 9.25000000 (ENCORE CAPITAL 9.25% 04/01/29) Long Debt US $224K 215K 0.00
ENDEAVOR ENERGY RESOURCE REGD 144A P/P 5.75000000 (ENDEAVOR ENERGY 5.75% 01/30/28) Long Debt US $2M 2M 0.03
ENDO FINANCE HOLDINGS REGD 144A P/P 8.50000000 (ENDO FINANCE HOL 8.5% 04/15/31) Long Debt US $3M 3M 0.04
ENEL FINANCE INTL NV REGD 144A P/P 5.12500000 (ENEL FINANCE I 5.125% 06/26/29) Long Debt NL $373K 379K 0.00
ENERFLEX LTD REGD 144A P/P 9.00000000 (ENERFLEX LTD 9% 10/15/27) Long Debt CA $797K 786K 0.01
ENERGIAS DE PORTUGAL SA /EUR/ REGD V/R REG S 1.70000000 (ENERGIAS DE V/R 07/20/80/EUR/) Long Debt PT $4M 4M 0.05
ENERGIAS DE PORTUGAL SA /EUR/ REGD V/R REG S 1.87500000 (ENERGIAS DE V/R 08/02/81/EUR/) Long Debt PT $203K 200K 0.00
ENERGIAS DE PORTUGAL SA /EUR/ REGD V/R REG S EMTN 5.94300000 (ENERGIAS DE V/R 04/23/83/EUR/) Long Debt PT $5M 4M 0.07
ENERGIAS DE PORTUGAL SA /EUR/ REGD V/R REG S SER NC8 1.87500000 (ENERGIAS DE V/R 03/14/82/EUR/) Long Debt PT $8M 9M 0.11
ENERGIZER HOLDINGS INC REGD 144A P/P 4.37500000 (ENERGIZER HOLD 4.375% 03/31/29) Long Debt US $678K 750K 0.01
ENERGIZER HOLDINGS INC REGD 144A P/P 4.75000000 (ENERGIZER HOLDI 4.75% 06/15/28) Long Debt US $468K 500K 0.01
ENERGIZER HOLDINGS INC REGD 144A P/P 6.50000000 (ENERGIZER HOLDIN 6.5% 12/31/27) Long Debt US $2M 2M 0.03
ENERGY TRANSFER LP REGD 144A P/P 5.62500000 (ENERGY TRANSFE 5.625% 05/01/27) Long Debt US $1M 1M 0.02
ENERGY TRANSFER LP REGD 144A P/P 6.00000000 (ENERGY TRANSFER LP 6% 02/01/29) Long Debt US $939K 932K 0.01
ENERGY TRANSFER LP REGD V/R /PERP/ SER B 6.62500000 (ENERGY TRANSFER LP V/R /PERP/) Long Debt US $709K 731K 0.01
ENERGY TRANSFER LP REGD V/R /PERP/ SER H 6.50000000 (ENERGY TRANSFER LP V/R /PERP/) Long Debt US $3M 3M 0.04
ENERGY TRANSFER LP REGD V/R 7.12500000 (ENERGY TRANSFER L V/R 10/01/54) Long Debt US $2M 2M 0.03
ENERGY TRANSFER LP REGD V/R 8.00000000 (ENERGY TRANSFER L V/R 05/15/54) Long Debt US $2M 2M 0.03
ENERSYS REGD 144A P/P 4.37500000 (ENERSYS 4.375% 12/15/27) Long Debt US $530K 560K 0.01
ENERSYS REGD 144A P/P 6.62500000 (ENERSYS 6.625% 01/15/32) Long Debt US $239K 235K 0.00
ENGIE SA /EUR/ REGD V/R /PERP/ REG S SER ** 4.75000000 (ENGIE SA V/R /PERP//EUR/) Long Debt FR $106K 100K 0.00
ENGIE SA REGD 144A P/P 5.25000000 (ENGIE SA 5.25% 04/10/29) Long Debt FR $199K 200K 0.00
ENGINEERING SPA /EUR/ REGD REG S 11.12500000 (ENGINEER 11.125% 05/15/28/EUR/) Long Debt IT $3M 2M 0.03
ENGINEERING SPA /EUR/ REGD REG S 5.87500000 (ENGINEERI 5.875% 09/30/26/EUR/) Long Debt IT $7M 7M 0.09
ENLINK MIDSTREAM LLC REGD 144A P/P 5.62500000 (ENLINK MIDSTRE 5.625% 01/15/28) Long Debt US $487K 490K 0.01
ENLINK MIDSTREAM PARTNER REGD 4.15000000 (ENLINK MIDSTREA 4.15% 06/01/25) Long Debt US $928K 944K 0.01
ENQUEST PLC REGD 144A P/P 11.62500000 (ENQUEST PLC 11.625% 11/01/27) Long Debt GB $203K 200K 0.00
ENTEGRIS INC REGD 144A P/P 4.37500000 (ENTEGRIS INC 4.375% 04/15/28) Long Debt US $449K 476K 0.01
ENTEGRIS INC REGD 144A P/P 4.75000000 (ENTEGRIS INC 4.75% 04/15/29) Long Debt US $3M 3M 0.04
EPH FIN INTERNATIONAL AS /EUR/ REGD REG S EMTN 6.65100000 (EPH FIN I 6.651% 11/13/28/EUR/) Long Debt CZ $1M 1M 0.01
EPHIOS SUBCO SARL /EUR/ REGD REG S 7.87500000 (EPHIOS SU 7.875% 01/31/31/EUR/) Long Debt LU $266K 234K 0.00
EPR PROPERTIES REGD 4.75000000 (EPR PROPERTIES 4.75% 12/15/26) Long Debt US $965K 999K 0.01
EQM MIDSTREAM PARTNERS L REGD 144A P/P 4.50000000 (EQM MIDSTREAM PA 4.5% 01/15/29) Long Debt US $10K 11K 0.00
EQM MIDSTREAM PARTNERS L REGD 144A P/P 4.75000000 (EQM MIDSTREAM P 4.75% 01/15/31) Long Debt US $1M 1M 0.02
EQM MIDSTREAM PARTNERS L REGD 144A P/P 6.00000000 (EQM MIDSTREAM PART 6% 07/01/25) Long Debt US $74K 74K 0.00
EQM MIDSTREAM PARTNERS L REGD 144A P/P 6.37500000 (EQM MIDSTREAM 6.375% 04/01/29) Long Debt US $2M 2M 0.03
EQM MIDSTREAM PARTNERS L REGD 144A P/P 7.50000000 (EQM MIDSTREAM PA 7.5% 06/01/30) Long Debt US $3M 3M 0.04
EQM MIDSTREAM PARTNERS L REGD 144A P/P 7.50000000 (EQM MIDSTREAM PA 7.5% 06/01/27) Long Debt US $2M 2M 0.02
EQT CORP REGD 144A P/P 3.12500000 (EQT CORP 3.125% 05/15/26) Long Debt US $1M 1M 0.02
EQT CORP REGD 3.90000000 (EQT CORP 3.9% 10/01/27) Long Debt US $789K 825K 0.01
EQUIPMENTSHARE.COM INC REGD 144A P/P 8.62500000 (EQUIPMENTSHARE 8.625% 05/15/32) Long Debt US $639K 616K 0.01
EQUITABLE FINANCIAL LIFE REGD 144A P/P 1.40000000 (EQUITABLE FINANC 1.4% 07/07/25) Long Debt US $175K 183K 0.00
EQUITABLE FINANCIAL LIFE REGD 144A P/P 5.45000000 (EQUITABLE FINAN 5.45% 03/03/28) Long Debt US $182K 182K 0.00
ERO COPPER CORP REGD 144A P/P 6.50000000 (ERO COPPER CORP 6.5% 02/15/30) Long Debt CA $1M 1M 0.01
EROSKI S COOP /EUR/ REGD REG S 10.62500000 (EROSKI S 10.625% 04/30/29/EUR/) Long Debt ES $10M 9M 0.14
ERSTE GROUP BANK AG /EUR/ REGD V/R /PERP/ REG S 8.50000000 (ERSTE GROUP BA V/R /PERP//EUR/) Long Debt AT $3M 3M 0.04
ERSTE GROUP BANK AG /EUR/ REGD V/R /PERP/ REG S SER PERP 4.25000000 (ERSTE GROUP BA V/R /PERP//EUR/) Long Debt AT $6M 6M 0.07
ESAB CORP REGD 144A P/P 6.25000000 (ESAB CORP 6.25% 04/15/29) Long Debt US $2M 2M 0.02
ESKOM HOLDINGS SOC LTD REGD 7.12500000 (ESKOM HOLDINGS 7.125% 02/11/25) Long Debt ZA $2M 2M 0.02
ESKOM HOLDINGS SOC LTD REGD MTN 6.35000000 (ESKOM HOLDINGS 6.35% 08/10/28) Long Debt ZA $2M 3M 0.03
ESKOM HOLDINGS SOC LTD REGD P/P 7.12500000 (ESKOM HOLDINGS 7.125% 02/11/25) Long Debt ZA $1M 1M 0.01
ESKOM HOLDINGS SOC LTD REGD REG S MTN 8.45000000 (ESKOM HOLDINGS 8.45% 08/10/28) Long Debt ZA $5M 5M 0.06
EUR/USD FWD 20240702 000005208 USD Derivative-foreign exchange $7K – 0.00
EUR/USD FWD 20240702 000006038 USD Derivative-foreign exchange $758K – 0.01
EUR/USD FWD 20240702 000009049 USD Derivative-foreign exchange $20K – 0.00
EUR/USD FWD 20240702 000011553 USD Derivative-foreign exchange $65K – 0.00
EUR/USD FWD 20240717 000011343 USD Derivative-foreign exchange $24M – 0.32
EUR/USD FWD 20240802 000006038 USD Derivative-foreign exchange $8K – 0.00
EUR/USD FWD 20240802 000011553 USD Derivative-foreign exchange $-20K – -0.00
EUR/USD FWD 20240918 000004066 USD Derivative-foreign exchange $78K – 0.00
EUROBANK SA /EUR/ REGD V/R REG S EMTN 4.87500000 (EUROBANK SA V/R 04/30/31/EUR/) Long Debt GR $11M 10M 0.15
EUROFINS SCIENTIFIC SE /EUR/ REGD V/R /PERP/ REG S 6.75000000 (EUROFINS SCIEN V/R /PERP//EUR/) Long Debt LU $3M 3M 0.04
EUTELSAT SA /EUR/ REGD REG S 9.75000000 (EUTELSAT S 9.75% 04/13/29/EUR/) Long Debt FR $10M 9M 0.13
EVERGY MISSOURI WEST INC REGD 144A P/P 5.15000000 (EVERGY MISSOURI 5.15% 12/15/27) Long Debt US $233K 234K 0.00
EVERI HOLDINGS INC REGD 144A P/P 5.00000000 (EVERI HOLDINGS INC 5% 07/15/29) Long Debt US $761K 774K 0.01
EVERSOURCE ENERGY REGD 5.95000000 (EVERSOURCE ENER 5.95% 02/01/29) Long Debt US $307K 300K 0.00
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1 SER 2021-2A CL C REGD 0.98000000 (EART 2021-2A C 0.98% 06/15/26) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
F-BRASILE SPA/F-BRASILE REGD 144A P/P SER XR 7.37500000 (F-BRASILE SPA/ 7.375% 08/15/26) Long Debt IT $5M 5M 0.06
F&G ANNUITIES & LIFE INC REGD 6.50000000 (F&G ANNUITIES & 6.5% 06/04/29) Long Debt US $252K 252K 0.00
F&G ANNUITIES & LIFE INC REGD SER WI 7.40000000 (F&G ANNUITIES & 7.4% 01/13/28) Long Debt US $333K 322K 0.00
F&G GLOBAL FUNDING REGD 144A P/P 0.90000000 (F&G GLOBAL FUNDI 0.9% 09/20/24) Long Debt US $395K 400K 0.01
F&G GLOBAL FUNDING REGD 144A P/P 1.75000000 (F&G GLOBAL FUND 1.75% 06/30/26) Long Debt US $231K 251K 0.00
F&G GLOBAL FUNDING REGD 144A P/P 2.00000000 (F&G GLOBAL FUNDING 2% 09/20/28) Long Debt US $992K 1M 0.01
F&G GLOBAL FUNDING REGD 144A P/P 2.30000000 (F&G GLOBAL FUNDI 2.3% 04/11/27) Long Debt US $816K 902K 0.01
F&G GLOBAL FUNDING REGD 144A P/P 5.15000000 (F&G GLOBAL FUND 5.15% 07/07/25) Long Debt US $660K 666K 0.01
FABBRICA ITA SINTETICI /EUR/ REGD REG S 5.62500000 (FABBRICA 5.625% 08/01/27/EUR/) Long Debt IT $419K 400K 0.01
FACTSET RESEARCH SYSTEMS REGD 2.90000000 (FACTSET RESEARCH 2.9% 03/01/27) Long Debt US $112K 120K 0.00
FAIR ISAAC CORP REGD 144A P/P 4.00000000 (FAIR ISAAC CORP 4% 06/15/28) Long Debt US $2M 2M 0.02
FAR EAST HORIZON LTD REGD REG S EMTN 6.62500000 (FAR EAST HORIZ 6.625% 04/16/27) Long Debt HK $3M 3M 0.04
FED CAISSES DESJARDINS REGD 144A P/P 5.25000000 (FED CAISSES DES 5.25% 04/26/29) Long Debt CA $370K 371K 0.00
FED CAISSES DESJARDINS REGD 144A P/P 5.70000000 (FED CAISSES DESJ 5.7% 03/14/28) Long Debt CA $202K 200K 0.00
FED REPUBLIC OF BRAZIL REGD 4.75000000 (FED REPUBLIC OF 4.75% 01/14/50) Long Debt BR $573K 800K 0.01
FED REPUBLIC OF BRAZIL REGD 6.12500000 (FED REPUBLIC O 6.125% 03/15/34) Long Debt BR $3M 3M 0.04
FED REPUBLIC OF BRAZIL REGD 7.12500000 (FED REPUBLIC O 7.125% 05/13/54) Long Debt BR $6M 6M 0.08
FELLS POINT FUNDING TR REGD 144A P/P 3.04600000 (FELLS POINT FU 3.046% 01/31/27) Long Debt US $975K 1M 0.01
FERRELLGAS ESCROW LLC EQUITY /PREFERRED/ 0.00000000 (FERRELLGAS ESCROW LLC EQ/PFD/) Long Equity-preferred US $6M 6K 0.09
FERTITTA ENTERTAINMENT REGD 144A P/P 4.62500000 (FERTITTA ENTER 4.625% 01/15/29) Long Debt US $3M 3M 0.04
FERTITTA ENTERTAINMENT REGD 144A P/P 6.75000000 (FERTITTA ENTERT 6.75% 01/15/30) Long Debt US $8M 9M 0.11
FIBER BIDCO SPA /EUR/ REGD 144A P/P 6.12500000 (FIBER BID 6.125% 06/15/31/EUR/) Long Debt IT $9M 8M 0.12
FIBER BIDCO SPA /EUR/ REGD REG S 6.12500000 (FIBER BID 6.125% 06/15/31/EUR/) Long Debt IT $170K 160K 0.00
FIBER BIDCO SPA /EUR/ REGD V/R REG S 7.90800000 (FIBER BIDCO V/R 01/15/30/EUR/) Long Debt IT $3M 3M 0.04
FIBER MIDCO SPA /EUR/ REGD REG S 10.00000000 (FIBER MIDCO 10% 06/15/29/EUR/) Long Debt IT $107K 100K 0.00
FIDELITY & GUARANTY LIFE REGD 144A P/P 5.50000000 (FIDELITY & GUARA 5.5% 05/01/25) Long Debt US $170K 171K 0.00
FIESTA PURCHASER INC REGD 144A P/P 7.87500000 (FIESTA PURCHAS 7.875% 03/01/31) Long Debt US $887K 858K 0.01
FIN DEPT GOVT SHARJAH REGD REG S MTN 4.00000000 (FIN DEPT GOVT SHAR 4% 07/28/50) Long Debt AE $1M 2M 0.02
FINNAIR OYJ /EUR/ REGD REG S 4.75000000 (FINNAIR OY 4.75% 05/24/29/EUR/) Long Debt FI $211K 200K 0.00
FIRST INVESTORS AUTO OWNER TRUST 2022-2 SER 2022-2A CL A REGD 144A P/P 6.26000000 (FIAOT 2022-2A 6.26% 08/15/25) Long ABS-collateralized bond/debt obligation US $116K 116K 0.00
FIRST QUANTUM MINERALS L REGD 144A P/P 6.87500000 (FIRST QUANTUM 6.875% 10/15/27) Long Debt CA $2M 2M 0.03
FIRST QUANTUM MINERALS L REGD 144A P/P 8.62500000 (FIRST QUANTUM 8.625% 06/01/31) Long Debt CA $599K 600K 0.01
FIRST QUANTUM MINERALS L REGD 144A P/P 9.37500000 (FIRST QUANTUM 9.375% 03/01/29) Long Debt CA $6M 6M 0.08
FIRST-CITIZENS BANK/TRST REGD V/R SER BKNT 2.96900000 (FIRST-CITIZENS BA V/R 09/27/25) Long Debt US $247K 250K 0.00
FIRSTENERGY CORP REGD 2.05000000 (FIRSTENERGY COR 2.05% 03/01/25) Long Debt US $321K 330K 0.00
FIRSTENERGY CORP SR REGD CONVERTIBLE 4.00000000 (FIRSTENERGY CORP 4% 05/01/26) Long Debt US $4M 4M 0.05
FIRSTENERGY TRANSMISSION REGD P/P 4.35000000 (FIRSTENERGY TRA 4.35% 01/15/25) Long Debt US $964K 973K 0.01
FIVE POINT OP CO LP/FIVE REGD S/UP 144A P/P 10.50000000 (FIVE POINT OP CO S/UP 01/15/28) Long Debt US $3M 3M 0.04
FLAGSHIP CREDIT AUTO TRUST 2023-1 SER 2023-1 CL A3 REGD 144A P/P 5.01000000 (FCAT 2023-1 A3 5.01% 08/15/25) Long ABS-collateralized bond/debt obligation US $348K 350K 0.00
FLAGSHIP CREDIT AUTO TRUST 2023-3 SER 2023-3 CL A3 REGD 144A P/P 5.44000000 (FCAT 2023-3 A3 5.44% 03/15/26) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
FLUTTER TREASURY DAC REGD 144A P/P 6.37500000 (FLUTTER TREASU 6.375% 04/29/29) Long Debt IE $912K 905K 0.01
FORD CREDIT AUTO LEASE TRUST 2024-A SER 2024-A CL A3 REGD 5.06000000 (FORDL 2024-A A 5.06% 05/15/26) Long ABS-collateralized bond/debt obligation US $314K 315K 0.00
FORD CREDIT AUTO LEASE TRUST 2024-A SER 2024-A CL B REGD 5.29000000 (FORDL 2024-A B 5.29% 07/15/26) Long ABS-collateralized bond/debt obligation US $1M 1M 0.02
FORD CREDIT AUTO OWNER TRUST 2018-REV1 SER 2018-1 CL A REGD 144A P/P 3.19000000 (FORDR 2018-1 A 3.19% 01/15/25) Long ABS-collateralized bond/debt obligation US $740K 750K 0.01
FORD MOTOR CREDIT CO LLC REGD 2.30000000 (FORD MOTOR CREDI 2.3% 02/10/25) Long Debt US $614K 628K 0.01
FORD MOTOR CREDIT CO LLC REGD 3.37500000 (FORD MOTOR CRE 3.375% 11/13/25) Long Debt US $2M 2M 0.02
FORD MOTOR CREDIT CO LLC REGD 3.66400000 (FORD MOTOR CRE 3.664% 09/08/24) Long Debt US $995K 1M 0.01
FORD MOTOR CREDIT CO LLC REGD 4.13400000 (FORD MOTOR CRE 4.134% 08/04/25) Long Debt US $196K 200K 0.00
FORD MOTOR CREDIT CO LLC REGD 4.27100000 (FORD MOTOR CRE 4.271% 01/09/27) Long Debt US $2M 3M 0.03
FORD MOTOR CREDIT CO LLC REGD 4.68700000 (FORD MOTOR CRE 4.687% 06/09/25) Long Debt US $198K 200K 0.00
FORD MOTOR CREDIT CO LLC REGD 5.12500000 (FORD MOTOR CRE 5.125% 06/16/25) Long Debt US $3M 3M 0.04
FORD MOTOR CREDIT CO LLC REGD 5.80000000 (FORD MOTOR CREDI 5.8% 03/08/29) Long Debt US $465K 467K 0.01
FORD MOTOR CREDIT CO LLC REGD 5.85000000 (FORD MOTOR CRED 5.85% 05/17/27) Long Debt US $347K 347K 0.00
FORD MOTOR CREDIT CO LLC REGD 7.20000000 (FORD MOTOR CREDI 7.2% 06/10/30) Long Debt US $1M 1M 0.02
FORD MOTOR CREDIT CO LLC REGD MTN SER GMTN 4.38900000 (FORD MOTOR CRE 4.389% 01/08/26) Long Debt US $889K 908K 0.01
FORESTAR GROUP INC REGD 144A P/P 3.85000000 (FORESTAR GROUP 3.85% 05/15/26) Long Debt US $2M 2M 0.03
FORESTAR GROUP INC REGD 144A P/P 5.00000000 (FORESTAR GROUP INC 5% 03/01/28) Long Debt US $1M 1M 0.02
FORTREA HOLDINGS INC REGD 144A P/P 7.50000000 (FORTREA HOLDINGS 7.5% 07/01/30) Long Debt US $871K 876K 0.01
FORTRESS INTERMEDIATE REGD 144A P/P 7.50000000 (FORTRESS INTERME 7.5% 06/01/31) Long Debt US $5M 5M 0.06
FORTRESS TRANS & INFRAST REGD 144A P/P 5.50000000 (FORTRESS TRANS & 5.5% 05/01/28) Long Debt US $5M 5M 0.07
FORTRESS TRANS & INFRAST REGD 144A P/P 7.00000000 (FORTRESS TRANS & I 7% 05/01/31) Long Debt US $6M 6M 0.09
FORTRESS TRANS & INFRAST REGD 144A P/P 7.00000000 (FORTRESS TRANS & I 7% 06/15/32) Long Debt US $4M 4M 0.06
FORTRESS TRANS & INFRAST REGD 144A P/P 7.87500000 (FORTRESS TRANS 7.875% 12/01/30) Long Debt US $9M 8M 0.12
FORTRESS TRANS & INFRAST REGD 144A P/P 9.75000000 (FORTRESS TRANS 9.75% 08/01/27) Long Debt US $1M 1M 0.01
FORTUNE STAR BVI LT REGD REG S 5.05000000 (FORTUNE STAR BV 5.05% 01/27/27) Long Debt VG $3M 4M 0.04
FORTUNE STAR BVI LT REGD REG S 5.95000000 (FORTUNE STAR BV 5.95% 10/19/25) Long Debt VG $5M 5M 0.07
FORTUNE STAR BVI LTD /EUR/ REGD REG S 3.95000000 (FORTUNE ST 3.95% 10/02/26/EUR/) Long Debt VG $580K 600K 0.01
FORTUNE STAR BVI LTD REGD 5.00000000 (FORTUNE STAR BVI L 5% 05/18/26) Long Debt VG $8M 9M 0.10
FORTUNE STAR BVI LTD REGD 6.85000000 (FORTUNE STAR BV 6.85% 07/02/24) Long Debt VG $599K 600K 0.01
FORVIA SE /EUR/ REGD REG S 2.75000000 (FORVIA SE 2.75% 02/15/27/EUR/) Long Debt FR $10M 9M 0.13
FORVIA SE /EUR/ REGD REG S 3.12500000 (FORVIA SE 3.125% 06/15/26/EUR/) Long Debt FR $5M 5M 0.07
FORVIA SE /EUR/ REGD REG S 5.50000000 (FORVIA SE 5.5% 06/15/31/EUR/) Long Debt FR $246K 228K 0.00
FORVIA SE /EUR/ REGD REG S 7.25000000 (FORVIA SE 7.25% 06/15/26/EUR/) Long Debt FR $515K 463K 0.01
FOUNDATION BUILDING M REGD 144A P/P 6.00000000 (FOUNDATION BUILDIN 6% 03/01/29) Long Debt US $4M 4M 0.05
FOUNDRY JV HOLDCO LLC REGD 144A P/P 5.90000000 (FOUNDRY JV HOLDC 5.9% 01/25/30) Long Debt US $203K 200K 0.00
FOUNDRY JV HOLDCO LLC REGD 144A P/P 6.25000000 (FOUNDRY JV HOLD 6.25% 01/25/35) Long Debt US $3M 2M 0.03
FOUNDRY JV HOLDCO LLC REGD 144A P/P 6.40000000 (FOUNDRY JV HOLDC 6.4% 01/25/38) Long Debt US $2M 2M 0.02
FRANSHION BRILLIANT LTD REGD REG S 3.20000000 (FRANSHION BRILLI 3.2% 04/09/26) Long Debt VG $722K 800K 0.01
FRANSHION BRILLIANT LTD REGD REG S 4.25000000 (FRANSHION BRILL 4.25% 07/23/29) Long Debt VG $5M 6M 0.06
FRANSHION BRILLIANT LTD REGD V/R /PERP/ REG S P/P SER . 6.00000000 (FRANSHION BRILLIANT V/R /PERP/) Long Debt VG $265K 300K 0.00
FRAPORT AG /EUR/ REGD REG S 4.25000000 (FRAPORT AG 4.25% 06/11/32/EUR/) Long Debt DE $122K 113K 0.00
FREDDIE MAC STACR REMIC TRUST 2021-HQA3 SER 2021-HQA3 CL M1 V/R REGD 144A P/P 6.18535000 (STACR 2021-HQA3 V/R 09/25/41) Long ABS-collateralized bond/debt obligation US $360K 361K 0.00
FREDDIE MAC STACR REMIC TRUST 2022-DNA6 SER 2022-DNA6 CL M1A V/R REGD 144A P/P 7.48535000 (STACR 2022-DNA6 V/R 09/25/42) Long ABS-collateralized bond/debt obligation US $174K 172K 0.00
FREDDIE MAC STACR REMIC TRUST 2022-HQA1 SER 2022-HQA1 CL M1A V/R REGD 144A P/P 7.43535000 (STACR 2022-HQA1 V/R 03/25/42) Long ABS-collateralized bond/debt obligation US $70K 69K 0.00
FREDDIE MAC STACR REMIC TRUST 2022-HQA2 SER 2022-HQA2 CL M1A V/R REGD 144A P/P 7.98535000 (STACR 2022-HQA2 V/R 07/25/42) Long ABS-collateralized bond/debt obligation US $500K 486K 0.01
FREDDIE MAC STACR REMIC TRUST 2022-HQA3 SER 2022-HQA3 CL M1A V/R REGD 144A P/P 7.63535000 (STACR 2022-HQA3 V/R 08/25/42) Long ABS-collateralized bond/debt obligation US $181K 176K 0.00
FREDDIE MAC STACR REMIC TRUST 2023-DNA2 SER 2023-DNA2 CL M1A V/R REGD 144A P/P 7.43501000 (STACR 2023-DNA2 V/R 04/25/43) Long ABS-collateralized bond/debt obligation US $830K 811K 0.01
FREDDIE MAC STACR REMIC TRUST 2023-HQA1 SER 2023-HQA1 CL M1A V/R REGD 144A P/P 7.33535000 (STACR 2023-HQA1 V/R 05/25/43) Long ABS-collateralized bond/debt obligation US $388K 383K 0.01
FREDDIE MAC STACR REMIC TRUST 2024-DNA1 SER 2024-DNA1 CL A1 V/R REGD 144A P/P 6.68535000 (STACR 2024-DNA1 V/R 02/25/44) Long ABS-collateralized bond/debt obligation US $607K 603K 0.01
FREDDIE MAC STACR REMIC TRUST 2024-DNA2 SER 2024-DNA2 CL A1 V/R REGD 144A P/P 6.58535000 (STACR 2024-DNA2 V/R 05/25/44) Long ABS-collateralized bond/debt obligation US $465K 463K 0.01
FREDDIE MAC STACR REMIC TRUST 2024-HQA1 SER 2024-HQA1 CL M1 V/R REGD 144A P/P 6.58535000 (STACR 2024-HQA1 V/R 03/25/44) Long ABS-collateralized bond/debt obligation US $367K 366K 0.00
FREEDOM MORTGAGE CORP REGD 144A P/P 12.00000000 (FREEDOM MORTGAGE 12% 10/01/28) Long Debt US $974K 907K 0.01
FREEDOM MORTGAGE CORP REGD 144A P/P 12.25000000 (FREEDOM MORTGA 12.25% 10/01/30) Long Debt US $1M 1M 0.01
FREEDOM MORTGAGE CORP REGD 144A P/P 6.62500000 (FREEDOM MORTGA 6.625% 01/15/27) Long Debt US $483K 500K 0.01
FREEDOM MORTGAGE CORP REGD 144A P/P 7.62500000 (FREEDOM MORTGA 7.625% 05/01/26) Long Debt US $3M 3M 0.04
FREEDOM MORTGAGE HOLD REGD 144A P/P 9.12500000 (FREEDOM MORTGA 9.125% 05/15/31) Long Debt US $5M 5M 0.07
FREEDOM MORTGAGE HOLD REGD 144A P/P 9.25000000 (FREEDOM MORTGAG 9.25% 02/01/29) Long Debt US $4M 4M 0.05
FREEPORT INDONESIA PT REGD 144A P/P MTN 4.76300000 (FREEPORT INDON 4.763% 04/14/27) Long Debt ID $196K 200K 0.00
FREEPORT-MCMORAN INC REGD 4.55000000 (FREEPORT-MCMORA 4.55% 11/14/24) Long Debt US $398K 400K 0.01
FRONTIER COMMUNICATIONS REGD 144A P/P 5.00000000 (FRONTIER COMMUNICA 5% 05/01/28) Long Debt US $8M 8M 0.10
FRONTIER COMMUNICATIONS REGD 144A P/P 5.87500000 (FRONTIER COMMU 5.875% 10/15/27) Long Debt US $3M 3M 0.04
FRONTIER COMMUNICATIONS REGD 144A P/P 6.75000000 (FRONTIER COMMUN 6.75% 05/01/29) Long Debt US $789K 860K 0.01
FRONTIER COMMUNICATIONS REGD 144A P/P 8.62500000 (FRONTIER COMMU 8.625% 03/15/31) Long Debt US $2M 2M 0.03
FRONTIER COMMUNICATIONS REGD 144A P/P 8.75000000 (FRONTIER COMMUN 8.75% 05/15/30) Long Debt US $10M 10M 0.14
FTAI INFRA ESC HLDGS LLC REGD 144A P/P 10.50000000 (FTAI INFRA ESC 10.5% 06/01/27) Long Debt US $965K 911K 0.01
FUQING INVESTMENT MGMT REGD REG S EMTN 3.25000000 (FUQING INVESTME 3.25% 06/23/25) Long Debt VG $829K 900K 0.01
FUTURE CONTRACT ON EURO-BOBL FUTURE SEP24 /EUR/ 0.00000000 (F/C EURO-BOBL FUTURE SEP24) Derivative-interest rate DE $-6M – -0.08
FUTURE CONTRACT ON EURO-BUND FUTURE SEP24 /EUR/ 0.00000000 (F/C EURO-BUND FUTURE SEP24) Derivative-interest rate DE $-282K – -0.00
FUTURE CONTRACT ON EURO-BUXL 30Y BND SEP24 /EUR/ 0.00000000 (F/C EURO-BUXL 30Y BND SEP24) Derivative-interest rate DE $-2M – -0.03
FUTURE CONTRACT ON EURO-SCHATZ FUT SEP24 /EUR/ 0.00000000 (F/C EURO-SCHATZ FUT SEP24) Derivative-interest rate DE $226K – 0.00
FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP24 0.00000000 (F/C US 10YR NOTE (CBT)SEP24) Derivative-interest rate US $7M – 0.09
FUTURE CONTRACT ON US 10YR ULTRA FUT SEP24 0.00000000 (F/C US 10YR ULTRA FUT SEP24) Derivative-interest rate US $2M – 0.03
FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP24 0.00000000 (F/C US 2YR NOTE (CBT) SEP24) Derivative-interest rate US $106M – 1.42
FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP24 0.00000000 (F/C US 5YR NOTE (CBT) SEP24) Derivative-interest rate US $86M – 1.14
FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP24 0.00000000 (F/C US 5YR NOTE (CBT) SEP24) Derivative-interest rate US $-26M – -0.34
FUTURE CONTRACT ON US LONG BOND(CBT) SEP24 0.00000000 (F/C US LONG BOND(CBT) SEP24) Derivative-interest rate US $5M – 0.06
FUTURE CONTRACT ON US LONG BOND(CBT) SEP24 0.00000000 (F/C US LONG BOND(CBT) SEP24) Derivative-interest rate US $-4M – -0.05
FUTURE CONTRACT ON US ULTRA BOND CBT SEP24 0.00000000 (F/C US ULTRA BOND CBT SEP24) Derivative-interest rate US $1M – 0.02
FUTURE CONTRACT ON US ULTRA BOND CBT SEP24 0.00000000 (F/C US ULTRA BOND CBT SEP24) Derivative-interest rate US $-3M – -0.05
FWD GROUP HOLDINGS LTD REGD REG S 8.40000000 (FWD GROUP HOLDIN 8.4% 04/05/29) Long Debt KY $6M 6M 0.07
FWD GROUP HOLDINGS LTD REGD REG S EMTN 7.63500000 (FWD GROUP HOLD 7.635% 07/02/31) Long Debt KY $4M 4M 0.06
FWD GROUP HOLDINGS LTD REGD V/R /PERP/ 8.04500000 (FWD GROUP HOLDINGS V/R /PERP/) Long Debt KY $7M 8M 0.10
FWD GROUP HOLDINGS LTD REGD V/R /PERP/ REG S 6.37500000 (FWD GROUP HOLDINGS V/R /PERP/) Long Debt KY $1M 2M 0.02
G-III APPAREL GROUP LTD REGD 144A P/P 7.87500000 (G-III APPAREL 7.875% 08/15/25) Long Debt US $502K 500K 0.01
GA GLOBAL FUNDING TRUST REGD 144A P/P 0.80000000 (GA GLOBAL FUNDIN 0.8% 09/13/24) Long Debt US $666K 674K 0.01
GA GLOBAL FUNDING TRUST REGD 144A P/P 1.95000000 (GA GLOBAL FUNDI 1.95% 09/15/28) Long Debt US $777K 884K 0.01
GA GLOBAL FUNDING TRUST REGD 144A P/P 3.85000000 (GA GLOBAL FUNDI 3.85% 04/11/25) Long Debt US $475K 483K 0.01
GA GLOBAL FUNDING TRUST REGD 144A P/P 5.50000000 (GA GLOBAL FUNDIN 5.5% 01/08/29) Long Debt US $425K 425K 0.01
GA GLOBAL FUNDING TRUST REGD V/R 144A P/P 5.87196200 (GA GLOBAL FUNDING V/R 09/13/24) Long Debt US $1M 1M 0.01
GACI FIRST INVESTMENT REGD REG S 4.75000000 (GACI FIRST INVE 4.75% 02/14/30) Long Debt KY $3M 3M 0.03
GACI FIRST INVESTMENT REGD REG S 4.87500000 (GACI FIRST INV 4.875% 02/14/35) Long Debt KY $3M 3M 0.04
GALAXY BIDCO LTD /GBP/ REGD 6.50000000 (GALAXY BIDC 6.5% 07/31/26/GBP/) Long Debt JE $9M 7M 0.12
GALAXY XXVI CLO LTD SER 2018-26A CL AR V/R REGD 144A P/P 6.49672000 (GALXY 2018-26A A V/R 11/22/31) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.03
GAP INC/THE REGD 144A P/P 3.62500000 (GAP INC/THE 3.625% 10/01/29) Long Debt US $1M 1M 0.02
GAP INC/THE REGD 144A P/P 3.87500000 (GAP INC/THE 3.875% 10/01/31) Long Debt US $2M 2M 0.02
GARDA WORLD SECURITY COR REGD 144A P/P 9.50000000 (GARDA WORLD SECU 9.5% 11/01/27) Long Debt CA $1M 1M 0.02
GARDA WORLD SECURITY REGD 144A P/P 4.62500000 (GARDA WORLD SE 4.625% 02/15/27) Long Debt CA $864K 904K 0.01
GARDA WORLD SECURITY REGD 144A P/P 6.00000000 (GARDA WORLD SECURI 6% 06/01/29) Long Debt CA $536K 587K 0.01
GARDA WORLD SECURITY REGD 144A P/P 7.75000000 (GARDA WORLD SEC 7.75% 02/15/28) Long Debt CA $6M 6M 0.08
GARFUNKELUX HOLDCO 3 SA /EUR/ REGD REG S 6.75000000 (GARFUNKELU 6.75% 11/01/25/EUR/) Long Debt LU $142K 200K 0.00
GARRETT MOTION HLD/SARL REGD 144A P/P 7.75000000 (GARRETT MOTION 7.75% 05/31/32) Long Debt US $6M 6M 0.08
GARTNER INC REGD 144A P/P 3.75000000 (GARTNER INC 3.75% 10/01/30) Long Debt US $448K 500K 0.01
GARTNER INC REGD 144A P/P 4.50000000 (GARTNER INC 4.5% 07/01/28) Long Debt US $345K 358K 0.00
GATES CORPORATION/DE REGD 144A P/P 6.87500000 (GATES CORPORAT 6.875% 07/01/29) Long Debt US $2M 2M 0.02
GATWICK AIRPORT FINANCE /GBP/ REGD REG S 4.37500000 (GATWICK A 4.375% 04/07/26/GBP/) Long Debt GB $17M 14M 0.23
GATX CORP REGD 5.40000000 (GATX CORP 5.4% 03/15/27) Long Debt US $140K 140K 0.00
GBP/USD FWD 20240702 000000908 USD Derivative-foreign exchange $1K – 0.00
GBP/USD FWD 20240702 000006038 USD Derivative-foreign exchange $17K – 0.00
GBP/USD FWD 20240702 000011343 USD Derivative-foreign exchange $-10K – -0.00
GBP/USD FWD 20240717 000011343 USD Derivative-foreign exchange $637K – 0.01
GBP/USD FWD 20240802 000011343 USD Derivative-foreign exchange $10K – 0.00
GBP/USD FWD 20240918 000005208 USD Derivative-foreign exchange $22K – 0.00
GBP/USD FWD 20240918 000011343 USD Derivative-foreign exchange $7K – 0.00
GCI LLC REGD 144A P/P 4.75000000 (GCI LLC 4.75% 10/15/28) Long Debt US $166K 182K 0.00
GEELY AUTOMOBILE REGD V/R /PERP/ REG S 4.00000000 (GEELY AUTOMOBILE V/R /PERP/) Long Debt KY $3M 3M 0.04
GEN DIGITAL INC REGD 144A P/P 5.00000000 (GEN DIGITAL INC 5% 04/15/25) Long Debt US $4M 4M 0.06
GEN LUX SARL/GEN USA INC REGD 6.00000000 (GEN LUX SARL/GEN U 6% 06/04/29) Long Debt LU $110K 109K 0.00
GENERAL MOTORS FINL CO REGD 2.75000000 (GENERAL MOTORS 2.75% 06/20/25) Long Debt US $972K 1M 0.01
GENERAL MOTORS FINL CO REGD 4.35000000 (GENERAL MOTORS 4.35% 01/17/27) Long Debt US $78K 80K 0.00
GENERAL MOTORS FINL CO REGD 5.35000000 (GENERAL MOTORS 5.35% 07/15/27) Long Debt US $253K 254K 0.00
GENERAL MOTORS FINL CO REGD 5.40000000 (GENERAL MOTORS F 5.4% 05/08/27) Long Debt US $242K 242K 0.00
GENERAL MOTORS FINL CO REGD 5.40000000 (GENERAL MOTORS F 5.4% 04/06/26) Long Debt US $95K 95K 0.00
GENERAL MOTORS FINL CO REGD V/R /PERP/ SER C 5.70000000 (GENERAL MOTORS FINL V/R /PERP/) Long Debt US $1M 1M 0.01
GENERATE CLO 2 LTD SER 2015-2A CL AR V/R REGD 144A P/P 6.73617000 (GNRT 2A AR V/R 01/22/31) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.02
GENESEE & WYOMING INC REGD 144A P/P 6.25000000 (GENESEE & WYOMI 6.25% 04/15/32) Long Debt US $4M 4M 0.05
GENESIS ENERGY LP/FIN REGD 7.75000000 (GENESIS ENERGY 7.75% 02/01/28) Long Debt US $937K 927K 0.01
GENESIS ENERGY LP/FIN REGD 7.87500000 (GENESIS ENERGY 7.875% 05/15/32) Long Debt US $3M 3M 0.03
GENESIS ENERGY LP/FIN REGD 8.00000000 (GENESIS ENERGY LP/ 8% 01/15/27) Long Debt US $117K 114K 0.00
GENESIS ENERGY LP/FIN REGD 8.25000000 (GENESIS ENERGY 8.25% 01/15/29) Long Debt US $2M 2M 0.02
GENESIS ENERGY LP/FIN REGD 8.87500000 (GENESIS ENERGY 8.875% 04/15/30) Long Debt US $1M 1M 0.02
GENTING NY LLC/GENNY CAP REGD 144A P/P 3.30000000 (GENTING NY LLC/G 3.3% 02/15/26) Long Debt US $258K 270K 0.00
GFL ENVIRONMENTAL INC REGD 144A P/P 3.50000000 (GFL ENVIRONMENTA 3.5% 09/01/28) Long Debt CA $171K 185K 0.00
GFL ENVIRONMENTAL INC REGD 144A P/P 4.00000000 (GFL ENVIRONMENTAL 4% 08/01/28) Long Debt CA $2M 2M 0.03
GFL ENVIRONMENTAL INC REGD 144A P/P 4.37500000 (GFL ENVIRONMEN 4.375% 08/15/29) Long Debt CA $3M 3M 0.04
GFL ENVIRONMENTAL INC REGD 144A P/P 4.75000000 (GFL ENVIRONMENT 4.75% 06/15/29) Long Debt CA $4M 4M 0.05
GFL ENVIRONMENTAL INC REGD 144A P/P 5.12500000 (GFL ENVIRONMEN 5.125% 12/15/26) Long Debt CA $650K 657K 0.01
GFL ENVIRONMENTAL INC REGD 144A P/P 6.75000000 (GFL ENVIRONMENT 6.75% 01/15/31) Long Debt CA $5M 5M 0.07
GGAM FINANCE LTD REGD 144A P/P 6.87500000 (GGAM FINANCE L 6.875% 04/15/29) Long Debt KY $3M 3M 0.03
GGAM FINANCE LTD REGD 144A P/P 8.00000000 (GGAM FINANCE LTD 8% 06/15/28) Long Debt KY $3M 3M 0.04
GGAM FINANCE LTD REGD 144A P/P 8.00000000 (GGAM FINANCE LTD 8% 02/15/27) Long Debt KY $2M 2M 0.03
GLENCORE FUNDING LLC REGD 144A P/P 1.62500000 (GLENCORE FUNDI 1.625% 04/27/26) Long Debt US $220K 235K 0.00
GLENCORE FUNDING LLC REGD 144A P/P 4.00000000 (GLENCORE FUNDING L 4% 03/27/27) Long Debt US $295K 306K 0.00
GLENCORE FUNDING LLC REGD 144A P/P 5.33800000 (GLENCORE FUNDI 5.338% 04/04/27) Long Debt US $475K 476K 0.01
GLENCORE FUNDING LLC REGD 144A P/P 5.37100000 (GLENCORE FUNDI 5.371% 04/04/29) Long Debt US $471K 473K 0.01
GLENCORE FUNDING LLC REGD 144A P/P 6.12500000 (GLENCORE FUNDI 6.125% 10/06/28) Long Debt US $119K 116K 0.00
GLENCORE FUNDING LLC REGD P/P 4.00000000 (GLENCORE FUNDING L 4% 04/16/25) Long Debt US $162K 164K 0.00
GLOBAL AIR LEASE CO LTD REGD 144A P/P 6.50000000 (GLOBAL AIR LEASE 6.5% 09/15/24) Long Debt KY $162K 168K 0.00
GLOBAL ATLANTIC FIN CO REGD 144A P/P 4.40000000 (GLOBAL ATLANTIC 4.4% 10/15/29) Long Debt US $350K 376K 0.00
GLOBAL PART/GLP FINANCE REGD 144A P/P 8.25000000 (GLOBAL PART/GLP 8.25% 01/15/32) Long Debt US $1M 1M 0.01
GLOBAL PART/GLP FINANCE REGD SER WI 7.00000000 (GLOBAL PART/GLP FI 7% 08/01/27) Long Debt US $2M 2M 0.03
GLOBAL PAYMENTS INC REGD 144A P/P CONVERTIBLE 1.50000000 (GLOBAL PAYMENTS 1.5% 03/01/31) Long Debt US $3M 3M 0.04
GLOBAL PAYMENTS INC REGD 2.65000000 (GLOBAL PAYMENTS 2.65% 02/15/25) Long Debt US $46K 47K 0.00
GLOBAL PAYMENTS INC REGD 4.45000000 (GLOBAL PAYMENTS 4.45% 06/01/28) Long Debt US $150K 155K 0.00
GLOBAL SWITCH FINANCE /EUR/ REGD REG S EMTN 1.37500000 (GLOBAL SW 1.375% 10/07/30/EUR/) Long Debt NL $368K 379K 0.00
GLOBE TELECOM INC REGD V/R /PERP/ REG S 4.20000000 (GLOBE TELECOM INC V/R /PERP/) Long Debt PH $4M 4M 0.05
GLP CAPITAL LP / FIN II REGD 5.25000000 (GLP CAPITAL LP 5.25% 06/01/25) Long Debt US $138K 139K 0.00
GLP CAPITAL LP / FIN II REGD 5.37500000 (GLP CAPITAL LP 5.375% 04/15/26) Long Debt US $669K 674K 0.01
GLP CHINA HOLDINGS LTD REGD REG S EMTN 2.95000000 (GLP CHINA HOLDI 2.95% 03/29/26) Long Debt HK $3M 4M 0.04
GLP PTE LTD REGD EMTN 3.87500000 (GLP PTE LTD 3.875% 06/04/25) Long Debt SG $7M 8M 0.10
GLP PTE LTD REGD V/R /PERP/ EMTN 4.50000000 (GLP PTE LTD V/R /PERP/) Long Debt SG $431K 700K 0.01
GLP PTE LTD REGD V/R /PERP/ REG S 4.60000000 (GLP PTE LTD V/R /PERP/) Long Debt SG $1M 2M 0.02
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1 SER 2023-1 CL A3 REGD 5.16000000 (GMALT 2023-1 A 5.16% 05/20/25) Long ABS-collateralized bond/debt obligation US $654K 655K 0.01
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 SER 2024-1 CL A3 REGD 4.85000000 (GMCAR 2024-1 A 4.85% 12/18/28) Long ABS-collateralized bond/debt obligation US $1M 1M 0.02
GMR HYDERABAD INTERNATIO REGD REG S 4.25000000 (GMR HYDERABAD I 4.25% 10/27/27) Long Debt IN $2M 2M 0.03
GMR HYDERABAD INTERNATIO REGD REG S 4.75000000 (GMR HYDERABAD I 4.75% 02/02/26) Long Debt IN $4M 4M 0.05
GN BONDCO LLC REGD 144A P/P 9.50000000 (GN BONDCO LLC 9.5% 10/15/31) Long Debt US $5M 5M 0.06
GO DADDY OPCO/FINCO REGD 144A P/P 3.50000000 (GO DADDY OPCO/FI 3.5% 03/01/29) Long Debt US $2M 2M 0.02
GOEASY LTD REGD 144A P/P 7.62500000 (GOEASY LTD 7.625% 07/01/29) Long Debt CA $51K 50K 0.00
GOEASY LTD REGD 144A P/P 9.25000000 (GOEASY LTD 9.25% 12/01/28) Long Debt CA $2M 2M 0.02
GOLDMAN SACHS FIN C INTL REGD ZCP P/P EMTN SER 1MTN CONVERTIBLE 0.00000000 (GOLDMAN SACHS FIN ZCP 05/10/27) Long Debt JE $2M 2M 0.02
GOLDMAN SACHS GROUP INC REGD V/R 1.94800000 (GOLDMAN SACHS GRO V/R 10/21/27) Long Debt US $185K 200K 0.00
GOLDMAN SACHS GROUP INC REGD V/R 2.64000000 (GOLDMAN SACHS GRO V/R 02/24/28) Long Debt US $517K 554K 0.01
GOLDMAN SACHS GROUP INC REGD V/R 4.22300000 (GOLDMAN SACHS GRO V/R 05/01/29) Long Debt US $688K 714K 0.01
GOLDMAN SACHS GROUP INC REGD V/R 5.79800000 (GOLDMAN SACHS GRO V/R 08/10/26) Long Debt US $69K 69K 0.00
GOLDSTORY SAS /EUR/ REGD REG S 6.75000000 (GOLDSTORY 6.75% 02/01/30/EUR/) Long Debt FR $7M 6M 0.09
GOLDSTORY SASU /EUR/ REGD V/R REG S 7.83500000 (GOLDSTORY SA V/R 02/01/30/EUR/) Long Debt FR $323K 300K 0.00
GOODYEAR EUROPE BV /EUR/ REGD REG S 2.75000000 (GOODYEAR E 2.75% 08/15/28/EUR/) Long Debt NL $120K 124K 0.00
GOODYEAR TIRE & RUBBER REGD 5.00000000 (GOODYEAR TIRE & RU 5% 07/15/29) Long Debt US $631K 678K 0.01
GOODYEAR TIRE & RUBBER REGD 5.62500000 (GOODYEAR TIRE 5.625% 04/30/33) Long Debt US $367K 406K 0.00
GOODYEAR TIRE & RUBBER REGD 9.50000000 (GOODYEAR TIRE & 9.5% 05/31/25) Long Debt US $168K 167K 0.00
GRAFTECH FINANCE INC REGD 144A P/P 4.62500000 (GRAFTECH FINAN 4.625% 12/15/28) Long Debt US $2M 3M 0.02
GRAFTECH GLOBAL ENTERPRI REGD 144A P/P 9.87500000 (GRAFTECH GLOBA 9.875% 12/15/28) Long Debt US $427K 580K 0.01
GRAHAM PACKAGING/GPC CAP REGD 144A P/P 7.12500000 (GRAHAM PACKAGI 7.125% 08/15/28) Long Debt US $1M 1M 0.01
GRAPHIC PACKAGING INTERN /EUR/ REGD REG S 2.62500000 (GRAPHIC P 2.625% 02/01/29/EUR/) Long Debt US $397K 400K 0.01
GRAPHIC PACKAGING INTERN REGD 144A P/P 3.50000000 (GRAPHIC PACKAGIN 3.5% 03/01/29) Long Debt US $740K 825K 0.01
GRAPHIC PACKAGING INTERN REGD 4.12500000 (GRAPHIC PACKAG 4.125% 08/15/24) Long Debt US $473K 475K 0.01
GRAY TELEVISION INC REGD 144A P/P 10.50000000 (GRAY TELEVISION 10.5% 07/15/29) Long Debt US $4M 4M 0.05
GRAY TELEVISION INC REGD 144A P/P 7.00000000 (GRAY TELEVISION IN 7% 05/15/27) Long Debt US $2M 2M 0.02
GREATAMERICA LEASING RECEIVABLES FUNDING SER 2024-1 CL A4 REGD 144A P/P 5.08000000 (GALC 2024-1 A4 5.08% 12/16/30) Long ABS-collateralized bond/debt obligation US $771K 775K 0.01
GREEN BIDCO SAU /EUR/ REGD REG S 10.25000000 (GREEN BID 10.25% 07/15/28/EUR/) Long Debt ES $3M 3M 0.03
GREENKO DUTCH BV REGD 144A P/P 3.85000000 (GREENKO DUTCH B 3.85% 03/29/26) Long Debt NL $1M 1M 0.02
GREENKO DUTCH BV REGD REG S 3.85000000 (GREENKO DUTCH B 3.85% 03/29/26) Long Debt NL $11M 12M 0.15
GREENKO SOLAR MAURITIUS REGD REG S 5.55000000 (GREENKO SOLAR M 5.55% 01/29/25) Long Debt MU $6M 6M 0.08
GREENKO WIND PROJECTS MU REGD 144A P/P 5.50000000 (GREENKO WIND PRO 5.5% 04/06/25) Long Debt MU $8M 8M 0.10
GREENKO WIND PROJECTS MU REGD REG S 5.50000000 (GREENKO WIND PRO 5.5% 04/06/25) Long Debt MU $1M 1M 0.02
GREENLAND GLB INVST REGD EMTN 8.25000000 (GREENLAND GLB I 8.25% 01/22/31) Long ABS-collateralized bond/debt obligation VG $410K 4M 0.01
GREENTOWN CHINA HLDGS REGD REG S 4.70000000 (GREENTOWN CHINA 4.7% 04/29/25) Long Debt KY $2M 3M 0.03
GREYSTAR REAL ESTATE PAR REGD 144A P/P 7.75000000 (GREYSTAR REAL E 7.75% 09/01/30) Long Debt US $1M 1M 0.01
GREYWOLF CLO VI LTD SER 2018-1A CL A1 V/R REGD 144A P/P 6.61445000 (GWOLF 2018-1A A1 V/R 04/26/31) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.02
GRIFFON CORPORATION REGD 5.75000000 (GRIFFON CORPORA 5.75% 03/01/28) Long Debt US $1M 1M 0.02
GRIFOLS SA /EUR/ REGD REG S 2.25000000 (GRIFOLS SA 2.25% 11/15/27/EUR/) Long Debt ES $1000K 1M 0.01
GRIFOLS SA /EUR/ REGD REG S 3.87500000 (GRIFOLS S 3.875% 10/15/28/EUR/) Long Debt ES $10M 12M 0.14
GRUENENTHAL GMBH /EUR/ REGD 3.62500000 (GRUENENTH 3.625% 11/15/26/EUR/) Long Debt DE $5M 5M 0.06
GRUENENTHAL GMBH /EUR/ REGD REG S 6.75000000 (GRUENENTHA 6.75% 05/15/30/EUR/) Long Debt DE $337K 300K 0.00
GS MORTGAGE SECURITIES CORP TRUST 2021-ROSS SER 2021-ROSS CL A V/R REGD 144A P/P 6.74348000 (GSMS 2021-ROSS A V/R 05/15/23) Long ABS-collateralized bond/debt obligation US $669K 720K 0.01
GS MORTGAGE SECURITIES CORP TRUST 2021-ROSS SER 2021-ROSS CL H V/R REGD 144A P/P 11.49348000 (GSMS 2021-ROSS H V/R 05/15/23) Long ABS-collateralized bond/debt obligation US $87K 270K 0.00
GTCR W DUTCH FINANCE SUB /GBP/ REGD REG S 8.50000000 (GTCR W DUTC 8.5% 01/15/31/GBP/) Long Debt NL $13M 10M 0.18
GUARA NORTE SARL REGD REG S 5.19800000 (GUARA NORTE SA 5.198% 06/15/34) Long Debt LU $3M 4M 0.04
GULFPORT ENERGY OP CORP REGD 144A P/P 8.00000000 (GULFPORT ENERGY OP 8% 05/17/26) Long Debt US $367K 363K 0.00
GXO LOGISTICS INC REGD 6.25000000 (GXO LOGISTICS I 6.25% 05/06/29) Long Debt US $464K 456K 0.01
GYP HOLDINGS III CORP REGD 144A P/P 4.62500000 (GYP HOLDINGS I 4.625% 05/01/29) Long Debt US $3M 3M 0.04
H&E EQUIPMENT SERVICES REGD 144A P/P 3.87500000 (H&E EQUIPMENT 3.875% 12/15/28) Long Debt US $5M 6M 0.07
HANESBRANDS INC REGD 144A P/P 4.87500000 (HANESBRANDS IN 4.875% 05/15/26) Long Debt US $680K 695K 0.01
HANESBRANDS INC REGD 144A P/P 9.00000000 (HANESBRANDS INC 9% 02/15/31) Long Debt US $105K 100K 0.00
HANNON ARMSTRONG SUSTAIN REGD 144A P/P 6.37500000 (HANNON ARMSTRO 6.375% 07/01/34) Long Debt US $944K 963K 0.01
HARVEST MIDSTREAM I LP REGD 144A P/P 7.50000000 (HARVEST MIDSTREA 7.5% 05/15/32) Long Debt US $1M 1M 0.02
HASBRO INC REGD 3.90000000 (HASBRO INC 3.9% 11/19/29) Long Debt US $668K 724K 0.01
HAT HOLDINGS I LLC/HAT REGD 144A P/P 3.37500000 (HAT HOLDINGS I 3.375% 06/15/26) Long Debt US $2M 2M 0.02
HAT HOLDINGS I LLC/HAT REGD 144A P/P 8.00000000 (HAT HOLDINGS I LLC 8% 06/15/27) Long Debt US $976K 939K 0.01
HCA INC REGD 5.25000000 (HCA INC 5.25% 04/15/25) Long Debt US $498K 500K 0.01
HCA INC REGD 7.05000000 (HCA INC 7.05% 12/01/27) Long Debt US $998K 950K 0.01
HCA INC REGD 7.50000000 (HCA INC 7.5% 11/06/33) Long Debt US $2M 2M 0.02
HDFC BANK LTD REGD V/R /PERP/ REG S 3.70000000 (HDFC BANK LTD V/R /PERP/) Long Debt IN $3M 4M 0.05
HEALTH AND HAPPINESS H&H REGD REG S 13.50000000 (HEALTH AND HAPP 13.5% 06/26/26) Long Debt KY $7M 7M 0.10
HEALTH CARE SERVICE CORP REGD 144A P/P 5.20000000 (HEALTH CARE SERV 5.2% 06/15/29) Long Debt US $174K 175K 0.00
HEALTHEQUITY INC REGD 144A P/P 4.50000000 (HEALTHEQUITY INC 4.5% 10/01/29) Long Debt US $5M 6M 0.07
HEATHROW FINANCE PLC /GBP/ REGD REG S 5.75000000 (HEATHROW F 5.75% 03/03/25/GBP/) Long Debt GB $7M 5M 0.09
HEATHROW FINANCE PLC /GBP/ REGD REG S 6.62500000 (HEATHROW 6.625% 03/01/31/GBP/) Long Debt GB $15M 12M 0.20
HEATHROW FINANCE PLC /GBP/ REGD S/UP REG S 3.87500000 (HEATHROW FI S/UP 03/01/27/GBP/) Long Debt GB $2M 2M 0.03
HECLA MINING CO REGD 7.25000000 (HECLA MINING CO 7.25% 02/15/28) Long Debt US $2M 2M 0.02
HEICO CORP REGD 5.25000000 (HEICO CORP 5.25% 08/01/28) Long Debt US $78K 78K 0.00
HEIMSTADEN BOSTAD AB /EUR/ REGD V/R /PERP/ REG S 2.62500000 (HEIMSTADEN BOS V/R /PERP//EUR/) Long Debt SE $66K 100K 0.00
HEIMSTADEN BOSTAD AB /EUR/ REGD V/R /PERP/ REG S 3.37500000 (HEIMSTADEN BOS V/R /PERP//EUR/) Long Debt SE $108K 150K 0.00
HEIMSTADEN BOSTAD TRESRY /EUR/ REGD REG S EMTN 0.62500000 (HEIMSTADE 0.625% 07/24/25/EUR/) Long Debt NL $100K 100K 0.00
HEIMSTADEN BOSTAD TRESRY /EUR/ REGD REG S EMTN 1.00000000 (HEIMSTADEN BO 1% 04/13/28/EUR/) Long Debt NL $87K 100K 0.00
HEIMSTADEN BOSTAD TRESRY /EUR/ REGD REG S EMTN 1.62500000 (HEIMSTADE 1.625% 10/13/31/EUR/) Long Debt NL $4M 5M 0.06
HELIOS SOFT/ION CORP SOL /EUR/ REGD 144A P/P 7.87500000 (HELIOS SO 7.875% 05/01/29/EUR/) Long Debt US $6M 6M 0.08
HELIOS SOFT/ION CORP SOL /EUR/ REGD REG S 7.87500000 (HELIOS SO 7.875% 05/01/29/EUR/) Long Debt US $315K 294K 0.00
HELIOS SOFT/ION CORP SOL REGD 144A P/P 8.75000000 (HELIOS SOFT/ION 8.75% 05/01/29) Long Debt US $931K 914K 0.01
HERC HOLDINGS INC REGD 144A P/P 5.50000000 (HERC HOLDINGS IN 5.5% 07/15/27) Long Debt US $4M 4M 0.05
HERC HOLDINGS INC REGD 144A P/P 6.62500000 (HERC HOLDINGS 6.625% 06/15/29) Long Debt US $3M 3M 0.04
HERENS HOLDCO SARL REGD 144A P/P 4.75000000 (HERENS HOLDCO S 4.75% 05/15/28) Long Debt LU $2M 2M 0.02
HERENS MIDCO SARL /EUR/ REGD REG S 5.25000000 (HERENS MID 5.25% 05/15/29/EUR/) Long Debt LU $83K 100K 0.00
HERITAGE PWR LLC 0.00000000 Long Equity-common US $646K 22K 0.01
HERITAGE PWR LLC 0.00000000 Long Equity-common US $28K 947 0.00
HERITAGE PWR LLC 0.00000000 Long Equity-common US $12K 25K 0.00
HERTZ CORP/THE REGD 144A P/P 4.62500000 (HERTZ CORP/THE 4.625% 12/01/26) Long Debt US $290K 400K 0.00
HERTZ CORP/THE REGD 144A P/P 5.00000000 (HERTZ CORP/THE 5% 12/01/29) Long Debt US $757K 1M 0.01
HESS MIDSTREAM OPERATION REGD 144A P/P 6.50000000 (HESS MIDSTREAM O 6.5% 06/01/29) Long Debt US $2M 2M 0.02
HEXCEL CORP REGD 4.95000000 (HEXCEL CORP 0% 08/15/25) Long Debt US $135K 136K 0.00
HF SINCLAIR CORP REGD 144A P/P 5.00000000 (HF SINCLAIR CORP 5% 02/01/28) Long Debt US $913K 942K 0.01
HF SINCLAIR CORP REGD 144A P/P 6.37500000 (HF SINCLAIR CO 6.375% 04/15/27) Long Debt US $301K 300K 0.00
HILCORP ENERGY I/HILCORP REGD 144A P/P 5.75000000 (HILCORP ENERGY 5.75% 02/01/29) Long Debt US $2M 2M 0.03
HILCORP ENERGY I/HILCORP REGD 144A P/P 6.00000000 (HILCORP ENERGY I/H 6% 02/01/31) Long Debt US $5M 5M 0.07
HILCORP ENERGY I/HILCORP REGD 144A P/P 6.00000000 (HILCORP ENERGY I/H 6% 04/15/30) Long Debt US $715K 740K 0.01
HILCORP ENERGY I/HILCORP REGD 144A P/P 6.25000000 (HILCORP ENERGY 6.25% 11/01/28) Long Debt US $2M 2M 0.03
HILCORP ENERGY I/HILCORP REGD 144A P/P 6.25000000 (HILCORP ENERGY 6.25% 04/15/32) Long Debt US $625K 650K 0.01
HILCORP ENERGY I/HILCORP REGD 144A P/P 6.87500000 (HILCORP ENERGY 6.875% 05/15/34) Long Debt US $2M 2M 0.03
HILCORP ENERGY I/HILCORP REGD 144A P/P 8.37500000 (HILCORP ENERGY 8.375% 11/01/33) Long Debt US $9M 9M 0.12
HILTON DOMESTIC OPERATIN REGD 144A P/P 3.62500000 (HILTON DOMESTI 3.625% 02/15/32) Long Debt US $3M 3M 0.04
HILTON DOMESTIC OPERATIN REGD 144A P/P 3.75000000 (HILTON DOMESTIC 3.75% 05/01/29) Long Debt US $553K 603K 0.01
HILTON DOMESTIC OPERATIN REGD 144A P/P 4.00000000 (HILTON DOMESTIC OP 4% 05/01/31) Long Debt US $1M 1M 0.02
HILTON DOMESTIC OPERATIN REGD 144A P/P 5.87500000 (HILTON DOMESTI 5.875% 04/01/29) Long Debt US $1M 1M 0.02
HILTON DOMESTIC OPERATIN REGD 144A P/P 6.12500000 (HILTON DOMESTI 6.125% 04/01/32) Long Debt US $1M 1M 0.02
HILTON DOMESTIC OPERATIN REGD SER WI 4.87500000 (HILTON DOMESTIC OPERATIN REGD 4.875% 01/15/30) Long Debt US $909K 949K 0.01
HILTON GRAND VAC BOR ESC REGD 144A P/P 6.62500000 (HILTON GRAND V 6.625% 01/15/32) Long Debt US $1M 1M 0.01
HOME DEPOT INC REGD 4.75000000 (HOME DEPOT INC 4.75% 06/25/29) Long Debt US $282K 283K 0.00
HOME DEPOT INC REGD 5.15000000 (HOME DEPOT INC 5.15% 06/25/26) Long Debt US $473K 473K 0.01
HOME DEPOT INC REGD SER * 5.10000000 (HOME DEPOT INC 5.1% 12/24/25) Long Debt US $585K 586K 0.01
HONDA AUTO RECEIVABLES 2023-1 OWNER TRUST SER 2023-1 CL A2 REGD 5.22000000 (HAROT 2023-1 A 5.22% 10/21/24) Long ABS-collateralized bond/debt obligation US $269K 270K 0.00
HONDA AUTO RECEIVABLES 2023-4 OWNER TRUST SER 2023-4 CL A3 REGD 5.67000000 (HAROT 2023-4 A 5.67% 02/21/27) Long ABS-collateralized bond/debt obligation US $1M 1M 0.02
HOWARD HUGHES CORP REGD 144A P/P 4.12500000 (HOWARD HUGHES 4.125% 02/01/29) Long Debt US $3M 3M 0.04
HOWARD HUGHES CORP REGD 144A P/P 4.37500000 (HOWARD HUGHES 4.375% 02/01/31) Long Debt US $3M 3M 0.04
HOWARD HUGHES CORP REGD 144A P/P 5.37500000 (HOWARD HUGHES 5.375% 08/01/28) Long Debt US $3M 4M 0.05
HOWARD MIDSTREAM ENERGY REGD 144A P/P 7.37500000 (HOWARD MIDSTRE 7.375% 07/15/32) Long Debt US $3M 3M 0.04
HOWARD MIDSTREAM ENERGY REGD 144A P/P 8.87500000 (HOWARD MIDSTRE 8.875% 07/15/28) Long Debt US $2M 2M 0.02
HOWDEN UK REFINANCE / US REGD 144A P/P 7.25000000 (HOWDEN UK REFIN 7.25% 02/15/31) Long Debt GB $11M 11M 0.15
HOWDEN UK REFINANCE / US REGD 144A P/P 8.12500000 (HOWDEN UK REFI 8.125% 02/15/32) Long Debt GB $6M 6M 0.08
HPS CORPORATE LENDING FU REGD 144A P/P 6.75000000 (HPS CORPORATE L 6.75% 01/30/29) Long Debt US $1M 1M 0.01
HSBC HOLDINGS PLC /EUR/ REGD V/R /PERP/ REG S EMTN 4.75000000 (HSBC HOLDINGS V/R /PERP//EUR/) Long Debt GB $401K 400K 0.01
HSBC HOLDINGS PLC REGD V/R /PERP/ 4.60000000 (HSBC HOLDINGS PLC V/R /PERP/) Long Debt GB $171K 200K 0.00
HSBC HOLDINGS PLC REGD V/R 2.99900000 (HSBC HOLDINGS PLC V/R 03/10/26) Long Debt GB $3M 3M 0.04
HSBC HOLDINGS PLC REGD V/R 4.29200000 (HSBC HOLDINGS PLC V/R 09/12/26) Long Debt GB $196K 200K 0.00
HSBC HOLDINGS PLC REGD V/R 5.59700000 (HSBC HOLDINGS PLC V/R 05/17/28) Long Debt GB $488K 486K 0.01
HSBC HOLDINGS PLC REGD V/R 5.88700000 (HSBC HOLDINGS PLC V/R 08/14/27) Long Debt GB $214K 212K 0.00
HSBC HOLDINGS PLC REGD V/R 7.39900000 (HSBC HOLDINGS PLC V/R 11/13/34) Long Debt GB $3M 3M 0.04
HT TROPLAST A /EUR/ REGD REG S 9.37500000 (HT TROPLA 9.375% 07/15/28/EUR/) Long Debt DE $210K 200K 0.00
HUARONG FINANCE 2017 CO REGD REG S 4.75000000 (HUARONG FINANCE 4.75% 04/27/27) Long Debt VG $6M 7M 0.08
HUARONG FINANCE 2017 CO REGD REG S EMTN 4.25000000 (HUARONG FINANCE 4.25% 11/07/27) Long Debt VG $2M 2M 0.02
HUARONG FINANCE 2019 REGD REG S EMTN 4.50000000 (HUARONG FINANCE 4.5% 05/29/29) Long Debt VG $2M 2M 0.03
HUARONG FINANCE 2019 REGD V/R REG S EMTN 6.88061100 (HUARONG FINANCE 2 V/R 02/24/25) Long Debt VG $1M 1M 0.02
HUARONG FINANCE II REGD REG S EMTN 4.62500000 (HUARONG FINANC 4.625% 06/03/26) Long Debt VG $2M 2M 0.02
HUARONG FINANCE II REGD REG S EMTN 5.00000000 (HUARONG FINANCE II 5% 11/19/25) Long Debt VG $6M 6M 0.08
HUB INTERNATIONAL LTD REGD 144A P/P 7.25000000 (HUB INTERNATION 7.25% 06/15/30) Long Debt US $20M 19M 0.27
HUB INTERNATIONAL LTD REGD 144A P/P 7.37500000 (HUB INTERNATIO 7.375% 01/31/32) Long Debt US $24M 24M 0.32
HUDBAY MINERALS INC REGD 144A P/P 4.50000000 (HUDBAY MINERALS 4.5% 04/01/26) Long Debt CA $3M 3M 0.04
HUDBAY MINERALS INC REGD 144A P/P 6.12500000 (HUDBAY MINERAL 6.125% 04/01/29) Long Debt CA $3M 3M 0.04
HUMANA INC REGD 5.70000000 (HUMANA INC 5.7% 03/13/26) Long Debt US $102K 102K 0.00
HUNGARIAN DEVELOPMENT BA REGD REG S 6.50000000 (HUNGARIAN DEVELO 6.5% 06/29/28) Long Debt HU $5M 5M 0.07
HUNGARY REGD 7.62500000 (HUNGARY 7.625% 03/29/41) Long Debt HU $3M 2M 0.03
HUNGARY REGD REG S 5.25000000 (HUNGARY 5.25% 06/16/29) Long Debt HU $4M 4M 0.05
HUNGARY REGD REG S 5.50000000 (HUNGARY 5.5% 03/26/36) Long Debt HU $3M 3M 0.03
HUNGARY REGD REG S 6.75000000 (HUNGARY 6.75% 09/25/52) Long Debt HU $3M 3M 0.05
HUNT COS INC REGD 144A P/P 5.25000000 (HUNT COS INC 5.25% 04/15/29) Long Debt US $4M 4M 0.05
HUNTINGTON BANCSHARES REGD V/R 4.44300000 (HUNTINGTON BANCSH V/R 08/04/28) Long Debt US $80K 83K 0.00
HUNTINGTON INGALLS INDUS REGD 2.04300000 (HUNTINGTON ING 2.043% 08/16/28) Long Debt US $676K 768K 0.01
HUSKY INJECTION / TITAN REGD 144A P/P 9.00000000 (HUSKY INJECTION / 9% 02/15/29) Long Debt CA $7M 7M 0.09
HYATT HOTELS CORP REGD 5.25000000 (HYATT HOTELS CO 5.25% 06/30/29) Long Debt US $214K 216K 0.00
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2024-A CL A3 REGD 144A P/P 5.02000000 (HALST 2024-A A 5.02% 05/15/26) Long ABS-collateralized bond/debt obligation US $284K 285K 0.00
HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.25000000 (HYUNDAI CAPITAL 5.25% 01/08/27) Long Debt US $197K 198K 0.00
HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.30000000 (HYUNDAI CAPITAL 5.3% 01/08/29) Long Debt US $116K 116K 0.00
HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.65000000 (HYUNDAI CAPITAL 5.65% 06/26/26) Long Debt US $688K 687K 0.01
HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.95000000 (HYUNDAI CAPITAL 5.95% 09/21/26) Long Debt US $179K 178K 0.00
HYUNDAI CAPITAL AMERICA REGD 144A P/P 6.10000000 (HYUNDAI CAPITAL 6.1% 09/21/28) Long Debt US $1M 1M 0.01
HYUNDAI CAPITAL AMERICA REGD 144A P/P 6.50000000 (HYUNDAI CAPITAL 6.5% 01/16/29) Long Debt US $522K 500K 0.01
HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 2.00000000 (HYUNDAI CAPITAL AM 2% 06/15/28) Long Debt US $312K 353K 0.00
ICAHN ENTERPRISES/FIN REGD 144A P/P 9.00000000 (ICAHN ENTERPRISES/ 9% 06/15/30) Long Debt US $1M 1M 0.02
ICAHN ENTERPRISES/FIN REGD 144A P/P 9.75000000 (ICAHN ENTERPRIS 9.75% 01/15/29) Long Debt US $1M 1M 0.02
ICAHN ENTERPRISES/FIN REGD SER WI 4.37500000 (ICAHN ENTERPRI 4.375% 02/01/29) Long Debt US $3M 3M 0.04
ICAHN ENTERPRISES/FIN REGD SER WI 5.25000000 (ICAHN ENTERPRIS 5.25% 05/15/27) Long Debt US $7M 8M 0.09
ICAHN ENTERPRISES/FIN REGD SER WI 6.25000000 (ICAHN ENTERPRIS 6.25% 05/15/26) Long Debt US $250K 252K 0.00
ICELAND BONDCO PLC /EUR/ REGD V/R REG S 9.32800000 (ICELAND BOND V/R 12/15/27/EUR/) Long Debt GB $6M 6M 0.08
ICELAND BONDCO PLC /GBP/ REGD REG S 4.37500000 (ICELAND B 4.375% 05/15/28/GBP/) Long Debt GB $7M 6M 0.09
ICL GROUP LIMITED REGD 6.37500000 (ICL GROUP LIMI 6.375% 05/31/38) Long Debt IL $823K 900K 0.01
IHO VERWALTUNGS GMBH /EUR/ REGD REG S 8.75000000 (IHO VERWAL 8.75% 05/15/28/EUR/) Long Debt DE $7M 6M 0.09
ILIAD HOLDING SAS /EUR/ REGD 144A P/P 6.87500000 (ILIAD HOL 6.875% 04/15/31/EUR/) Long Debt FR $27M 25M 0.36
ILIAD HOLDING SAS REGD 144A P/P 6.50000000 (ILIAD HOLDING SA 6.5% 10/15/26) Long Debt FR $10M 10M 0.13
ILIAD HOLDING SAS REGD 144A P/P 7.00000000 (ILIAD HOLDING SAS 7% 10/15/28) Long Debt FR $3M 3M 0.04
ILIAD HOLDING SAS REGD 144A P/P 8.50000000 (ILIAD HOLDING SA 8.5% 04/15/31) Long Debt FR $5M 5M 0.07
ILIAD SA /EUR/ REGD REG S 2.37500000 (ILIAD SA 2.375% 06/17/26/EUR/) Long Debt FR $7M 7M 0.09
ILIAD SA /EUR/ REGD REG S 5.37500000 (ILIAD SA 5.375% 06/14/27/EUR/) Long Debt FR $327K 300K 0.00
ILIAD SA /EUR/ REGD REG S 5.62500000 (ILIAD SA 5.625% 02/15/30/EUR/) Long Debt FR $658K 600K 0.01
ILLUMINA INC REGD 5.75000000 (ILLUMINA INC 5.75% 12/13/27) Long Debt US $152K 151K 0.00
ILLUMINA INC REGD 5.80000000 (ILLUMINA INC 5.8% 12/12/25) Long Debt US $38K 38K 0.00
ILLUMINATE BUYER/HLDG REGD 144A P/P 9.00000000 (ILLUMINATE BUYER/H 9% 07/01/28) Long Debt US $2M 2M 0.03
IMOLA MERGER CORP REGD 144A P/P 4.75000000 (IMOLA MERGER CO 4.75% 05/15/29) Long Debt US $2M 2M 0.02
IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.12500000 (IMPERIAL BRAND 3.125% 07/26/24) Long Debt GB $938K 940K 0.01
IMPERIAL BRANDS FIN PLC REGD 144A P/P 6.12500000 (IMPERIAL BRAND 6.125% 07/27/27) Long Debt GB $1M 1M 0.01
INDIA AIRPORT INFRA REGD REG S 6.25000000 (INDIA AIRPORT I 6.25% 10/25/25) Long Debt MU $962K 966K 0.01
INDIA CLEAN ENERGY HLDG REGD REG S EMTN 4.50000000 (INDIA CLEAN ENER 4.5% 04/18/27) Long Debt MU $1M 1M 0.01
INDIA CLEANTECH ENERGY REGD REG S 4.70000000 (INDIA CLEANTECH 4.7% 08/10/26) Long Debt MU $4M 4M 0.05
INDIA GREEN POWER HOLD REGD REG S 4.00000000 (INDIA GREEN POWER 4% 02/22/27) Long Debt MU $2M 2M 0.03
INDIABULLS HOUSING FIN REGD 144A P/P 9.70000000 (INDIABULLS HOUSI 9.7% 07/03/27) Long Debt IN $3M 3M 0.04
INDIKA INTI ENERGI PT REGD 144A P/P 8.75000000 (INDIKA INTI ENE 8.75% 05/07/29) Long Debt ID $2M 2M 0.03
INDO ASAHAN/MINERAL IND REGD REG S 5.45000000 (INDO ASAHAN/MIN 5.45% 05/15/30) Long Debt ID $3M 3M 0.04
INDO ASAHAN/MINERAL IND REGD REG S 5.80000000 (INDO ASAHAN/MINE 5.8% 05/15/50) Long Debt ID $4M 4M 0.05
INEOS FINANCE PLC /EUR/ REGD REG S 6.37500000 (INEOS FIN 6.375% 04/15/29/EUR/) Long Debt GB $10M 9M 0.13
INEOS QUATTRO FINANCE 2 /EUR/ REGD REG S 2.50000000 (INEOS QUATT 2.5% 01/15/26/EUR/) Long Debt GB $305K 294K 0.00
INEOS QUATTRO FINANCE 2 /EUR/ REGD REG S 8.50000000 (INEOS QUATT 8.5% 03/15/29/EUR/) Long Debt GB $227K 200K 0.00
INFRASTRUTTURE WIRELESS /EUR/ REGD REG S MTN SER GMTN 1.62500000 (INFRASTRU 1.625% 10/21/28/EUR/) Long Debt IT $395K 400K 0.01
ING GROEP NV REGD V/R /PERP/ 5.75000000 (ING GROEP NV V/R /PERP/) Long Debt NL $192K 200K 0.00
ING GROEP NV REGD V/R 6.08300000 (ING GROEP NV V/R 09/11/27) Long Debt NL $336K 332K 0.00
INR/USD FWD 20240715 000001733 USD Derivative-foreign exchange $-12K – -0.00
INR/USD FWD 20240924 000000908 USD Derivative-foreign exchange $-187.25 – -0.00
INR/USD FWD 20240924 000001733 USD Derivative-foreign exchange $14.33 – 0.00
INR/USD FWD 20240924 000006038 USD Derivative-foreign exchange $3K – 0.00
INSIGHT ENTERPRS REGD 144A P/P 6.62500000 (INSIGHT ENTERP 6.625% 05/15/32) Long Debt US $935K 920K 0.01
INTEL PKG HOLDCO ISSUER REGD 144A P/P 9.00000000 (INTEL PKG HOLDCO I 9% 01/15/26) Long Debt CA $2M 2M 0.02
INTELLIGENT PACKAGING REGD 144A P/P 6.00000000 (INTELLIGENT PACKAG 6% 09/15/28) Long Debt CA $3M 3M 0.04
INTELSAT JACKSON HLDG REGD 144A P/P 6.50000000 (INTELSAT JACKSON 6.5% 03/15/30) Long Debt LU $5M 5M 0.07
INTELSAT SA/LUXEMBOURG 0.00000000 Long Equity-common LU $3M 87K 0.04
INTER MEDIA COMMUNICATIO /EUR/ REGD REG S 6.75000000 (INTER MEDI 6.75% 02/09/27/EUR/) Long Debt IT $211K 200K 0.00
INTERCONTINENTALEXCHANGE REGD P/P 3.62500000 (INTERCONTINENT 3.625% 09/01/28) Long Debt US $3M 3M 0.04
INTERNATIONAL GAME TECH /EUR/ REGD REG S 3.50000000 (INTERNATION 3.5% 06/15/26/EUR/) Long Debt GB $16M 16M 0.22
INTERNATIONAL GAME TECH REGD 144A P/P 5.25000000 (INTERNATIONAL G 5.25% 01/15/29) Long Debt GB $1M 1M 0.01
INTEROCEANICA IV FINANCE SERIES REGS REGD ZCP 0.00000000 (INTEROCEANICA 0% 11/30/25) Long Debt KY $2M 2M 0.02
INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 2.92500000 (INTESA SA 2.925% 10/14/30/EUR/) Long Debt IT $8M 8M 0.10
INTESA SANPAOLO SPA /EUR/ REGD V/R /PERP/ REG S EMTN 5.50000000 (INTESA SANPAOL V/R /PERP//EUR/) Long Debt IT $256K 250K 0.00
INTESA SANPAOLO SPA /EUR/ REGD V/R /PERP/ REG S EMTN 5.87500000 (INTESA SANPAOL V/R /PERP//EUR/) Long Debt IT $11M 11M 0.15
INTESA SANPAOLO SPA /GBP/ REGD REG S EMTN 5.14800000 (INTESA SA 5.148% 06/10/30/GBP/) Long Debt IT $288K 247K 0.00
INTESA SANPAOLO SPA REGD 144A P/P MTN 5.71000000 (INTESA SANPAOLO 5.71% 01/15/26) Long Debt IT $495K 500K 0.01
INTESA SANPAOLO SPA REGD V/R 144A P/P 4.19800000 (INTESA SANPAOLO S V/R 06/01/32) Long Debt IT $3M 3M 0.03
INTESA SANPAOLO SPA REGD V/R 144A P/P 4.95000000 (INTESA SANPAOLO S V/R 06/01/42) Long Debt IT $337K 450K 0.00
INTL CONSOLIDATED AIRLIN /EUR/ REGD REG S 3.75000000 (INTL CONSO 3.75% 03/25/29/EUR/) Long Debt ES $105K 100K 0.00
INTL FLAVOR & FRAGRANCES REGD 144A P/P 1.23000000 (INTL FLAVOR & F 1.23% 10/01/25) Long Debt US $1M 1M 0.02
INTRUM AB /EUR/ REGD REG S 3.00000000 (INTRUM AB 3% 09/15/27/EUR/) Long Debt SE $272K 394K 0.00
INTRUM AB /EUR/ REGD REG S 9.25000000 (INTRUM AB 9.25% 03/15/28/EUR/) Long Debt SE $1M 2M 0.01
ION TRADING TECHNOLOGIES REGD 144A P/P 9.50000000 (ION TRADING TECH 9.5% 05/30/29) Long Debt LU $749K 735K 0.01
IPD 3 BV /EUR/ REGD REG S 8.00000000 (IPD 3 BV 8% 06/15/28/EUR/) Long Debt NL $4M 4M 0.05
IQVIA INC /EUR/ REGD REG S 1.75000000 (IQVIA INC 1.75% 03/15/26/EUR/) Long Debt US $205K 200K 0.00
IQVIA INC /EUR/ REGD REG S 2.25000000 (IQVIA INC 2.25% 03/15/29/EUR/) Long Debt US $97K 100K 0.00
IQVIA INC REGD 144A P/P 6.50000000 (IQVIA INC 6.5% 05/15/30) Long Debt US $790K 778K 0.01
IRB INFRASTRUCTURE DEVE REGD 144A P/P 7.11000000 (IRB INFRASTRUCT 7.11% 03/11/32) Long Debt IN $8M 9M 0.11
IRIS HOLDING INC REGD 144A P/P 10.00000000 (IRIS HOLDING INC 10% 12/15/28) Long Debt US $2M 2M 0.03
IRON MOUNTAIN INC REGD 144A P/P 5.62500000 (IRON MOUNTAIN 5.625% 07/15/32) Long Debt US $1M 1M 0.01
IRON MOUNTAIN INC REGD 144A P/P 7.00000000 (IRON MOUNTAIN INC 7% 02/15/29) Long Debt US $3M 3M 0.04
IRON MOUNTAIN INFO MGMT REGD 144A P/P 5.00000000 (IRON MOUNTAIN INFO 5% 07/15/32) Long Debt US $2M 3M 0.03
IRON MOUNTAIN UK PLC /GBP/ REGD REG S EMTN 3.87500000 (IRON MOUN 3.875% 11/15/25/GBP/) Long Debt GB $123K 100K 0.00
IRS P01.00RSOFR 06/15/27 GOLDUS33XXX FIXED Derivative-interest rate US $-413K – -0.01
IRS P03.75RSOFR 06/20/29 GOLDUS33XXX FIXED Derivative-interest rate US $-34K – -0.00
IRS PER6MR02.75 09/18/29 WFSLUS33XXX FLOAT Derivative-interest rate $9K – 0.00
IRS PSOFRR03.25 12/20/53 GOLDUS33XXX FLOAT Derivative-interest rate US $1M – 0.01
IRS R02.75PER6M 09/18/34 WFSLUS33XXX FIXED Derivative-interest rate $-43K – -0.00
IRS R03.50PSOFR 06/20/54 WFSLUS33XXX FIXED Derivative-interest rate US $-656K – -0.01
IRS R03.50PSOFR 12/20/30 GOLDUS33XXX FIXED Derivative-interest rate US $-1M – -0.01
IRS R03.75PSOFR 06/20/34 GOLDUS33XXX FIXED Derivative-interest rate US $-82K – -0.00
IRS R03.75PSOFR 06/20/34 WFSLUS33XXX FIXED Derivative-interest rate US $-19K – -0.00
IRS R03.75PSOFR 06/20/34 WFSLUS33XXX FIXED Derivative-interest rate US $-385K – -0.01
IRS R03.75PSOFR 12/18/29 WFSLUS33XXX FIXED Derivative-interest rate US $-106K – -0.00
IRS R03.76PPR6M 01/09/29 WFSLUS33XXX FIXED Derivative-interest rate CZ $-87K – -0.00
IRS R04.25PSOFR 12/20/25 GOLDUS33XXX FIXED Derivative-interest rate US $-189K – -0.00
IRS R09.84208PBZDIOVRA 01/04/27 WFSL FIXED Derivative-interest rate BR $-745K – -0.01
IRS R11.55PBZDIOVRA 01/04/27 WFSL FIXED Derivative-interest rate BR $-4K – -0.00
IRS R11.57PBZDIOVRA 01/04/27 WFSL FIXED Derivative-interest rate BR $-44K – -0.00
IRS RER6MP02.50 09/18/54 WFSLUS33XXX FLOAT Derivative-interest rate $7K – 0.00
IRS RSOFRP03.50 12/18/54 WFSLUS33XXX FLOAT Derivative-interest rate US $179K – 0.00
IRS RSOFRP03.75 06/20/29 WFSLUS33XXX FLOAT Derivative-interest rate US $30K – 0.00
IRS RSOFRP03.75 06/20/39 WFSLUS33XXX FLOAT Derivative-interest rate US $14K – 0.00
IRS RSOFRP03.75 12/18/34 GOLDUS33XXX FLOAT Derivative-interest rate US $126K – 0.00
ISLAMIC REP OF PAKISTAN REGD EMTN 7.37500000 (ISLAMIC REP OF 7.375% 04/08/31) Long Debt PK $7M 9M 0.10
ISLAMIC REP OF PAKISTAN REGD REG S 6.87500000 (ISLAMIC REP OF 6.875% 12/05/27) Long Debt PK $14M 16M 0.18
ISLAMIC REP OF PAKISTAN REGD REG S 8.25000000 (ISLAMIC REP OF 8.25% 09/30/25) Long Debt PK $7M 7M 0.09
ISLAMIC REP OF PAKISTAN REGD REG S EMTN 6.00000000 (ISLAMIC REP OF PAK 6% 04/08/26) Long Debt PK $10M 11M 0.13
ISLAMIC REP OF PAKISTAN REGD REG S EMTN 8.87500000 (ISLAMIC REP OF 8.875% 04/08/51) Long Debt PK $9M 12M 0.12
ISRAEL ELECTRIC CORP LTD REGD MTN SER GMTN 4.25000000 (ISRAEL ELECTRIC 4.25% 08/14/28) Long Debt IL $4M 5M 0.06
ITALMATCH CHEMICALS SPA /EUR/ REGD REG S 10.00000000 (ITALMATCH CH 10% 02/06/28/EUR/) Long Debt IT $8M 7M 0.10
ITT HOLDINGS LLC REGD 144A P/P 6.50000000 (ITT HOLDINGS LLC 6.5% 08/01/29) Long Debt US $2M 2M 0.03
IVORY COAST /EUR/ REGD REG S 4.87500000 (IVORY COA 4.875% 01/30/32/EUR/) Long Debt CI $2M 2M 0.03
IVORY COAST /EUR/ REGD REG S 5.25000000 (IVORY COAS 5.25% 03/22/30/EUR/) Long Debt CI $3M 3M 0.04
IVORY COAST /EUR/ REGD REG S 6.87500000 (IVORY COA 6.875% 10/17/40/EUR/) Long Debt CI $3M 4M 0.04
IVORY COAST REGD REG S 8.25000000 (IVORY COAST 8.25% 01/30/37) Long Debt CI $4M 4M 0.05
IVORY COAST REGD S/UP 5.75000000 (IVORY COAST S/UP 12/31/32) Long Debt CI $206K 221K 0.00
JACKSON NATL LIFE GLOBAL REGD 144A P/P 3.05000000 (JACKSON NATL LI 3.05% 04/29/26) Long Debt US $477K 500K 0.01
JACKSON NATL LIFE GLOBAL REGD 144A P/P 5.50000000 (JACKSON NATL LIF 5.5% 01/09/26) Long Debt US $498K 500K 0.01
JACOBS ENGINEERING GROUP REGD 6.35000000 (JACOBS ENGINEER 6.35% 08/18/28) Long Debt US $319K 309K 0.00
JACOBS ENTERTAINMENT INC REGD 144A P/P 6.75000000 (JACOBS ENTERTAI 6.75% 02/15/29) Long Debt US $3M 3M 0.04
JACOBS ENTERTAINMENT INC REGD 144A P/P 6.75000000 (JACOBS ENTERTAI 6.75% 02/15/29) Long Debt US $881K 950K 0.01
JAGUAR LAND ROVER AUTOMO /EUR/ REGD REG S 4.50000000 (JAGUAR LAND 4.5% 01/15/26/EUR/) Long Debt GB $6M 5M 0.08
JAPFA COMFEED TBK PT REGD 5.37500000 (JAPFA COMFEED 5.375% 03/23/26) Long Debt ID $3M 3M 0.04
JAZZ SECURITIES DAC REGD 144A P/P 4.37500000 (JAZZ SECURITIE 4.375% 01/15/29) Long Debt IE $2M 2M 0.02
JB POINDEXTER & CO INC REGD 144A P/P 8.75000000 (JB POINDEXTER & 8.75% 12/15/31) Long Debt US $2M 2M 0.02
JD.COM INC REGD 144A P/P CONVERTIBLE 0.25000000 (JD.COM INC 0.25% 06/01/29) Long Debt KY $1M 1M 0.01
JEFFERIES FIN LLC / JFIN REGD 144A P/P 5.00000000 (JEFFERIES FIN LLC 5% 08/15/28) Long Debt US $3M 3M 0.04
JELD-WEN INC REGD 144A P/P 4.62500000 (JELD-WEN INC 4.625% 12/15/25) Long Debt US $2M 2M 0.02
JERROLD FINCO PLC /GBP/ REGD REG S 5.25000000 (JERROLD FI 5.25% 01/15/27/GBP/) Long Debt GB $7M 6M 0.10
JERROLD FINCO PLC /GBP/ REGD REG S 7.87500000 (JERROLD F 7.875% 04/15/30/GBP/) Long Debt GB $14M 11M 0.18
JGSH PHILIPPINES LTD REGD 4.12500000 (JGSH PHILIPPIN 4.125% 07/09/30) Long Debt VG $6M 6M 0.08
JOLLIBEE WORLDWIDE PTE L REGD 4.12500000 (JOLLIBEE WORLD 4.125% 01/24/26) Long Debt SG $4M 4M 0.05
JONES DESLAURIERS INSURA REGD 144A P/P 10.50000000 (JONES DESLAURIE 10.5% 12/15/30) Long Debt CA $1M 1M 0.02
JONES DESLAURIERS INSURA REGD 144A P/P 8.50000000 (JONES DESLAURIER 8.5% 03/15/30) Long Debt CA $4M 3M 0.05
JSW HYDRO ENERGY LT REGD REG S 4.12500000 (JSW HYDRO ENER 4.125% 05/18/31) Long Debt IN $3M 4M 0.04
JSW STEEL LTD REGD 144A P/P 5.05000000 (JSW STEEL LTD 5.05% 04/05/32) Long Debt IN $969K 1M 0.01
JSW STEEL LTD REGD REG S 5.05000000 (JSW STEEL LTD 5.05% 04/05/32) Long Debt IN $3M 3M 0.03
JULIUS BAER GROUP LTD /EUR/ REGD V/R /PERP/ REG S 6.62500000 (JULIUS BAER GR V/R /PERP//EUR/) Long Debt CH $208K 200K 0.00
KAISER ALUMINUM CORP REGD 144A P/P 4.50000000 (KAISER ALUMINUM 4.5% 06/01/31) Long Debt US $6M 7M 0.08
KAISER ALUMINUM CORP REGD 144A P/P 4.62500000 (KAISER ALUMINU 4.625% 03/01/28) Long Debt US $1M 1M 0.02
KAIXO BONDCO TELECOM SA /EUR/ REGD REG S 5.12500000 (KAIXO BON 5.125% 09/30/29/EUR/) Long Debt ES $312K 300K 0.00
KASIKORNBANK PCL HK REGD V/R /PERP/ EMTN 5.27500000 (KASIKORNBANK PCL HK V/R /PERP/) Long Debt TH $10M 10M 0.13
KAZMUNAYGAS NATIONAL CO REGD REG S 4.75000000 (KAZMUNAYGAS NAT 4.75% 04/19/27) Long Debt KZ $3M 3M 0.04
KAZMUNAYGAS NATIONAL CO REGD REG S 6.37500000 (KAZMUNAYGAS NA 6.375% 10/24/48) Long Debt KZ $3M 3M 0.04
KB HOME REGD 4.00000000 (KB HOME 4% 06/15/31) Long Debt US $905K 1M 0.01
KB HOME REGD 4.80000000 (KB HOME 4.8% 11/15/29) Long Debt US $3M 3M 0.04
KB HOME REGD 6.87500000 (KB HOME 6.875% 06/15/27) Long Debt US $712K 698K 0.01
KB HOME REGD 7.25000000 (KB HOME 7.25% 07/15/30) Long Debt US $412K 400K 0.01
KBR INC REGD 144A P/P 4.75000000 (KBR INC 4.75% 09/30/28) Long Debt US $407K 438K 0.01
KEN GARFF AUTOMOTIVE LLC REGD 144A P/P 4.87500000 (KEN GARFF AUTO 4.875% 09/15/28) Long Debt US $3K 3K 0.00
KEYSIGHT TECHNOLOGIES REGD 4.60000000 (KEYSIGHT TECHNOL 4.6% 04/06/27) Long Debt US $70K 71K 0.00
KHAZANAH CAPITAL LTD REGD REG S EMTN 4.87600000 (KHAZANAH CAPIT 4.876% 06/01/33) Long Debt MY $4M 4M 0.05
KIER GROUP PL /GBP/ REGD REG S 9.00000000 (KIER GROUP PL 9% 02/15/29/GBP/) Long Debt GB $212K 164K 0.00
KINDER MORGAN INC REGD 5.00000000 (KINDER MORGAN INC 5% 02/01/29) Long Debt US $312K 315K 0.00
KINETIK HOLDINGS LP REGD 144A P/P 5.87500000 (KINETIK HOLDIN 5.875% 06/15/30) Long Debt US $772K 783K 0.01
KINETIK HOLDINGS LP REGD 144A P/P 6.62500000 (KINETIK HOLDIN 6.625% 12/15/28) Long Debt US $611K 602K 0.01
KINGDOM OF BAHRAIN REGD REG S 5.62500000 (KINGDOM OF BAH 5.625% 09/30/31) Long Debt BH $3M 3M 0.04
KINGDOM OF BAHRAIN REGD REG S EMTN 4.25000000 (KINGDOM OF BAHR 4.25% 01/25/28) Long Debt BH $7M 8M 0.10
KINGDOM OF JORDAN REGD REG S 5.75000000 (KINGDOM OF JORD 5.75% 01/31/27) Long Debt JO $4M 4M 0.06
KINGDOM OF JORDAN REGD REG S 7.37500000 (KINGDOM OF JOR 7.375% 10/10/47) Long Debt JO $510K 600K 0.01
KINGDOM OF MOROCCO REGD 5.50000000 (KINGDOM OF MOROC 5.5% 12/11/42) Long Debt MA $2M 3M 0.03
KITE REALTY GROUP TRUST REGD 4.00000000 (KITE REALTY GROUP 4% 03/15/25) Long Debt US $98K 99K 0.00
KKR CLO 40 LTD SER 40A CL AR V/R REGD 144A P/P 6.63008000 (KKR 40A AR V/R 10/20/34) Long ABS-collateralized bond/debt obligation JE $1M 1M 0.01
KKR FINANCIAL CLO 2013-1 LTD SER 2013-1A CL A2R2 V/R REGD 144A P/P 6.77182000 (KKR 2013-1A A2R2 V/R 04/15/29) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.01
KLEOPATRA FINCO SARL /EUR/ REGD REG S 4.25000000 (KLEOPATRA 4.25% 03/01/26/EUR/) Long Debt LU $211K 224K 0.00
KNIFE RIVER CORP REGD 144A P/P 7.75000000 (KNIFE RIVER COR 7.75% 05/01/31) Long Debt US $444K 425K 0.01
KOBE US MIDCO 2 INC REGD 144A P/P 9.25000000 (KOBE US MIDCO 2 9.25% 11/01/26) Long Debt US $1M 2M 0.02
KODIAK GAS SERVICES LLC REGD 144A P/P 7.25000000 (KODIAK GAS SERV 7.25% 02/15/29) Long Debt US $4M 4M 0.06
KODIT GLOBAL 2024-1 REGD 144A P/P 5.35700000 (KODIT GLOBAL 2 5.357% 05/29/27) Long Debt KR $455K 453K 0.01
KONINKLIJKE KPN NV /EUR/ REGD V/R /PERP/ REG S SER - 6.00000000 (KONINKLIJKE KP V/R /PERP//EUR/) Long Debt NL $4M 4M 0.06
KONTOOR BRANDS INC REGD 144A P/P 4.12500000 (KONTOOR BRANDS 4.125% 11/15/29) Long Debt US $453K 500K 0.01
KOREA NATIONAL OIL CORP REGD 144A P/P 4.87500000 (KOREA NATIONAL 4.875% 04/03/29) Long Debt KR $1M 2M 0.02
KOREA NATIONAL OIL CORP REGD REG S 4.87500000 (KOREA NATIONAL 4.875% 04/03/28) Long Debt KR $4M 4M 0.05
KRONOS ACQ / KIK CUSTOM REGD 144A P/P 5.00000000 (KRONOS ACQ / KIK 5% 12/31/26) Long Debt US $461K 450K 0.01
KRONOS ACQ / KIK CUSTOM REGD 144A P/P 7.00000000 (KRONOS ACQ / KIK 7% 12/31/27) Long Debt US $2M 2M 0.03
KRONOS ACQUISITION HOLDI REGD 144A P/P 10.75000000 (KRONOS ACQUISI 10.75% 06/30/32) Long Debt US $926K 965K 0.01
KRONOS ACQUISITION HOLDI REGD 144A P/P 8.25000000 (KRONOS ACQUISIT 8.25% 06/30/31) Long Debt US $2M 2M 0.03
KRONOS INTERNATIONAL INC /EUR/ REGD REG S 9.50000000 (KRONOS INTE 9.5% 03/15/29/EUR/) Long Debt US $180K 155K 0.00
KSA SUKUK LTD REGD REG S EMTN 5.26800000 (KSA SUKUK LTD 5.268% 10/25/28) Long Debt KY $3M 3M 0.04
KUWAIT PROJECTS CO SPC L REGD REG S EMTN 4.50000000 (KUWAIT PROJECTS 4.5% 02/23/27) Long Debt AE $1M 2M 0.02
KWG GROUP HOLDINGS REGD REG S EMTN 0.00000000 (KWG GROUP HOLDI 5.95% 08/10/25) Long Debt KY $266K 4M 0.00
LA FINAC ATALIAN SA /EUR/ REGD 8.50000000 (LA FINAC AT 8.5% 06/30/28/EUR/) Long Debt FR $93K 148K 0.00
LABL INC REGD 144A P/P 10.50000000 (LABL INC 10.5% 07/15/27) Long Debt US $2M 2M 0.03
LABL INC REGD 144A P/P 5.87500000 (LABL INC 5.875% 11/01/28) Long Debt US $2M 2M 0.03
LABL INC REGD 144A P/P 6.75000000 (LABL INC 6.75% 07/15/26) Long Debt US $3M 3M 0.04
LABL INC REGD 144A P/P 8.25000000 (LABL INC 8.25% 11/01/29) Long Debt US $1M 2M 0.02
LABL INC REGD 144A P/P 9.50000000 (LABL INC 9.5% 11/01/28) Long Debt US $4M 4M 0.05
LADDER CAP FIN LLLP/CORP REGD 144A P/P 4.75000000 (LADDER CAP FIN 4.75% 06/15/29) Long Debt US $18K 19K 0.00
LADDER CAP FIN LLLP/CORP REGD 144A P/P 5.25000000 (LADDER CAP FIN 5.25% 10/01/25) Long Debt US $199K 201K 0.00
LADDER CAP FIN LLLP/CORP REGD 144A P/P 7.00000000 (LADDER CAP FIN LLL 7% 07/15/31) Long Debt US $1M 1M 0.02
LAI SUN MTN LTD REGD REG S 5.00000000 (LAI SUN MTN LTD 5% 07/28/26) Long Debt HK $2M 3M 0.02
LAMAR MEDIA CORP REGD 4.00000000 (LAMAR MEDIA CORP 4% 02/15/30) Long Debt US $102K 113K 0.00
LAMB WESTON HLD REGD 144A P/P 4.12500000 (LAMB WESTON HL 4.125% 01/31/30) Long Debt US $3M 3M 0.04
LAMB WESTON HLD REGD 144A P/P 4.37500000 (LAMB WESTON HL 4.375% 01/31/32) Long Debt US $4M 4M 0.05
LAMB WESTON HLD REGD 144A P/P 4.87500000 (LAMB WESTON HL 4.875% 05/15/28) Long Debt US $70K 72K 0.00
LANDSEA HOMES CORP REGD 144A P/P 8.87500000 (LANDSEA HOMES 8.875% 04/01/29) Long Debt US $3M 3M 0.03
LAS VEGAS SANDS CORP REGD 2.90000000 (LAS VEGAS SANDS 2.9% 06/25/25) Long Debt US $938K 966K 0.01
LAS VEGAS SANDS CORP REGD 3.50000000 (LAS VEGAS SANDS 3.5% 08/18/26) Long Debt US $592K 620K 0.01
LAS VEGAS SANDS CORP REGD 3.90000000 (LAS VEGAS SANDS 3.9% 08/08/29) Long Debt US $16K 18K 0.00
LAS VEGAS SANDS CORP REGD 5.90000000 (LAS VEGAS SANDS 5.9% 06/01/27) Long Debt US $141K 140K 0.00
LBM ACQUISITION LLC REGD 144A P/P 6.25000000 (LBM ACQUISITION 6.25% 01/15/29) Long Debt US $3M 3M 0.03
LCM INVESTMENTS HOLDINGS REGD 144A P/P 4.87500000 (LCM INVESTMENT 4.875% 05/01/29) Long Debt US $5M 6M 0.07
LCM INVESTMENTS HOLDINGS REGD 144A P/P 8.25000000 (LCM INVESTMENTS 8.25% 08/01/31) Long Debt US $5M 5M 0.07
LCPR SR SECURED FIN DAC REGD 144A P/P 6.75000000 (LCPR SR SECURED 6.75% 10/15/27) Long Debt IE $3M 3M 0.04
LD HOLDINGS GROUP LLC REGD 144A P/P 6.12500000 (LD HOLDINGS GR 6.125% 04/01/28) Long Debt US $1M 2M 0.02
LEGACY LIFEPOINT HEALTH REGD 144A P/P 4.37500000 (LEGACY LIFEPOI 4.375% 02/15/27) Long Debt US $4M 4M 0.05
LEGGETT & PLATT INC REGD 3.50000000 (LEGGETT & PLATT 3.5% 11/15/27) Long Debt US $80K 87K 0.00
LENDMARK FUNDING TRUST 2021-2 SER 2021-2A CL A REGD 144A P/P 2.00000000 (LFT 2021-2A A 2% 01/20/28) Long ABS-collateralized bond/debt obligation US $828K 915K 0.01
LENOVO GROUP LTD REGD 6.53600000 (LENOVO GROUP L 6.536% 07/27/32) Long Debt HK $2M 2M 0.02
LEVEL 3 FINANCING INC REGD 144A P/P 10.50000000 (LEVEL 3 FINANCI 10.5% 04/15/29) Long Debt US $7M 7M 0.09
LEVEL 3 FINANCING INC REGD 144A P/P 10.50000000 (LEVEL 3 FINANCI 10.5% 05/15/30) Long Debt US $5M 5M 0.07
LEVEL 3 FINANCING INC REGD 144A P/P 10.75000000 (LEVEL 3 FINANC 10.75% 12/15/30) Long Debt US $397K 398K 0.01
LEVEL 3 FINANCING INC REGD 144A P/P 11.00000000 (LEVEL 3 FINANCING 11% 11/15/29) Long Debt US $10M 10M 0.13
LEVEL 3 FINANCING INC REGD 144A P/P 4.00000000 (LEVEL 3 FINANCING 4% 04/15/31) Long Debt US $133K 255K 0.00
LEVEL 3 FINANCING INC REGD 144A P/P 4.50000000 (LEVEL 3 FINANCIN 4.5% 04/01/30) Long Debt US $114K 210K 0.00
LEVEL 3 FINANCING INC REGD P/P 4.87500000 (LEVEL 3 FINANC 4.875% 06/15/29) Long Debt US $2M 3M 0.02
LEVI STRAUSS & CO REGD 144A P/P 3.50000000 (LEVI STRAUSS & C 3.5% 03/01/31) Long Debt US $2M 2M 0.03
LEVIATHAN BOND LTD REGD 6.12500000 (LEVIATHAN BOND 6.125% 06/30/25) Long Debt IL $5M 5M 0.07
LFS TOPCO LLC REGD 144A P/P 5.87500000 (LFS TOPCO LLC 5.875% 10/15/26) Long Debt US $1M 1M 0.02
LG CHEM LTD REGD CONVERTIBLE 1.25000000 (LG CHEM LTD 1.25% 07/18/28) Long Debt KR $855K 900K 0.01
LGENERGYSOLUTION REGD 144A P/P 5.37500000 (LGENERGYSOLUTI 5.375% 07/02/29) Long Debt KR $2M 2M 0.03
LGI HOMES INC REGD 144A P/P 8.75000000 (LGI HOMES INC 8.75% 12/15/28) Long Debt US $609K 585K 0.01
LHMC FINCO 2 SARL /EUR/ REGD REG S 7.25000000 (LHMC FINCO 7.25% 10/02/25/EUR/) Long ABS-collateralized bond/debt obligation LU $5M 4M 0.06
LIBERTY COSTA RICA SR SF REGD 144A P/P 10.87500000 (LIBERTY COSTA 10.875% 01/15/31) Long Debt KY $882K 832K 0.01
LIBERTY UTILITIES CO REGD 144A P/P 5.57700000 (LIBERTY UTILIT 5.577% 01/31/29) Long Debt US $560K 557K 0.01
LIFEPOINT HEALTH INC REGD 144A P/P 10.00000000 (LIFEPOINT HEALTH 10% 06/01/32) Long Debt US $2M 2M 0.02
LIFEPOINT HEALTH INC REGD 144A P/P 11.00000000 (LIFEPOINT HEALTH 11% 10/15/30) Long Debt US $6M 6M 0.08
LIFEPOINT HEALTH INC REGD 144A P/P 5.37500000 (LIFEPOINT HEAL 5.375% 01/15/29) Long Debt US $2M 3M 0.03
LIFEPOINT HEALTH INC REGD 144A P/P 9.87500000 (LIFEPOINT HEAL 9.875% 08/15/30) Long Debt US $1M 1M 0.02
LIGHT & WONDER INTL INC REGD 144A P/P 7.50000000 (LIGHT & WONDER I 7.5% 09/01/31) Long Debt US $2M 1M 0.02
LIKEWIZE CORP REGD 144A P/P 9.75000000 (LIKEWIZE CORP 9.75% 10/15/25) Long Debt US $3M 3M 0.04
LINDBLAD EXPEDITIONS HO REGD 144A P/P 9.00000000 (LINDBLAD EXPEDITIO 9% 05/15/28) Long Debt US $3M 3M 0.04
LINDBLAD EXPEDITIONS LLC REGD 144A P/P 6.75000000 (LINDBLAD EXPEDI 6.75% 02/15/27) Long Debt US $2M 2M 0.02
LION/POLARIS LUX 4 SA /EUR/ REGD V/R REG S 0.00000000 (LION/POLARIS V/R 07/01/29/EUR/) Long Debt LU $154K 144K 0.00
LIONS GATE CAPITAL HOL 1 REGD 144A P/P 5.50000000 (LIONS GATE CAPIT 5.5% 04/15/29) Long Debt US $1M 2M 0.02
LIVE NATION ENTERTAINMEN REGD 144A P/P 3.75000000 (LIVE NATION ENT 3.75% 01/15/28) Long Debt US $381K 410K 0.01
LIVE NATION ENTERTAINMEN REGD 144A P/P 4.75000000 (LIVE NATION ENT 4.75% 10/15/27) Long Debt US $3M 3M 0.04
LLOYDS BANKING GROUP PLC /EUR/ REGD V/R /PERP/ 4.94700000 (LLOYDS BANKING V/R /PERP//EUR/) Long Debt GB $211K 200K 0.00
LLOYDS BANKING GROUP PLC /GBP/ REGD V/R /PERP/ 5.12500000 (LLOYDS BANKING V/R /PERP//GBP/) Long Debt GB $249K 200K 0.00
LLOYDS BANKING GROUP PLC /GBP/ REGD V/R /PERP/ 8.50000000 (LLOYDS BANKING V/R /PERP//GBP/) Long Debt GB $5M 4M 0.07
LLOYDS BANKING GROUP PLC REGD SER WI 4.58200000 (LLOYDS BANKING 4.582% 12/10/25) Long Debt GB $196K 200K 0.00
LLOYDS BANKING GROUP PLC REGD V/R /PERP/ 8.00000000 (LLOYDS BANKING GROU V/R /PERP/) Long Debt GB $3M 3M 0.04
LLOYDS BANKING GROUP PLC REGD V/R 5.46200000 (LLOYDS BANKING GR V/R 01/05/28) Long Debt GB $200K 200K 0.00
LLOYDS BANKING GROUP PLC REGD V/R 5.98500000 (LLOYDS BANKING GR V/R 08/07/27) Long Debt GB $201K 200K 0.00
LLPL CAPITAL PTE LT REGD REG S 6.87500000 (LLPL CAPITAL P 6.875% 02/04/39) Long Debt SG $2M 2M 0.03
LONGFOR HOLDINGS LT REGD REG S 4.50000000 (LONGFOR HOLDINGS 4.5% 01/16/28) Long Debt KY $2M 3M 0.03
LONGFOR HOLDINGS LTD REGD 3.85000000 (LONGFOR HOLDING 3.85% 01/13/32) Long Debt KY $1M 2M 0.02
LONGFOR HOLDINGS LTD REGD 3.95000000 (LONGFOR HOLDING 3.95% 09/16/29) Long Debt KY $5M 7M 0.07
LORCA TELECOM BONDCO /EUR/ REGD REG S 4.00000000 (LORCA TELECOM 4% 09/18/27/EUR/) Long Debt ES $10M 10M 0.13
LORCA TELECOM BONDCO /EUR/ REGD REG S 5.75000000 (LORCA TELE 5.75% 04/30/29/EUR/) Long Debt ES $153K 140K 0.00
LOTTOMATICA SPA/ROMA /EUR/ REGD 144A P/P 5.37500000 (LOTTOMATI 5.375% 06/01/30/EUR/) Long Debt IT $13M 12M 0.18
LOTTOMATICA SPA/ROMA /EUR/ REGD REG S 7.12500000 (LOTTOMATI 7.125% 06/01/28/EUR/) Long Debt IT $10M 9M 0.14
LOXAM SAS /EUR/ REGD REG S 4.50000000 (LOXAM SAS 4.5% 02/15/27/EUR/) Long Debt FR $5M 5M 0.07
LOXAM SAS /EUR/ REGD REG S EMTN 6.37500000 (LOXAM SAS 6.375% 05/15/28/EUR/) Long Debt FR $440K 400K 0.01
LPL HOLDINGS INC REGD 144A P/P 4.00000000 (LPL HOLDINGS INC 4% 03/15/29) Long Debt US $791K 848K 0.01
LPL HOLDINGS INC REGD 144A P/P 4.62500000 (LPL HOLDINGS I 4.625% 11/15/27) Long Debt US $729K 753K 0.01
LS FINANCE 2017 LTD REGD REG S 4.80000000 (LS FINANCE 2017 4.8% 06/18/26) Long Debt VG $637K 700K 0.01
LSF11 A5 HOLDCO LLC REGD 144A P/P 6.62500000 (LSF11 A5 HOLDC 6.625% 10/15/29) Long Debt US $1M 1M 0.02
LUMEN TECHNOLOGIES INC REGD 144A P/P 4.12500000 (LUMEN TECHNOLO 4.125% 04/15/29) Long Debt US $588K 904K 0.01
LUMEN TECHNOLOGIES INC REGD 144A P/P 4.12500000 (LUMEN TECHNOLO 4.125% 04/15/30) Long Debt US $565K 904K 0.01
LUNE HOLDINGS SARL /EUR/ REGD REG S 5.62500000 (LUNE HOLD 5.625% 11/15/28/EUR/) Long Debt LU $12M 13M 0.16
M/I HOMES INC REGD 4.95000000 (M/I HOMES INC 4.95% 02/01/28) Long Debt US $2M 3M 0.03
MACQUARIE AIRFINANCE HLD REGD 144A P/P 6.40000000 (MACQUARIE AIRFIN 6.4% 03/26/29) Long Debt GB $826K 812K 0.01
MACQUARIE AIRFINANCE HLD REGD 144A P/P 6.50000000 (MACQUARIE AIRFIN 6.5% 03/26/31) Long Debt GB $2M 2M 0.03
MACQUARIE AIRFINANCE HLD REGD 144A P/P 8.12500000 (MACQUARIE AIRF 8.125% 03/30/29) Long Debt GB $4M 4M 0.06
MACQUARIE AIRFINANCE HLD REGD 144A P/P 8.37500000 (MACQUARIE AIRF 8.375% 05/01/28) Long Debt GB $467K 443K 0.01
MACQUARIE BANK LTD REGD P/P MTN 4.87500000 (MACQUARIE BANK 4.875% 06/10/25) Long Debt AU $691K 698K 0.01
MACQUARIE GROUP LTD REGD V/R 144A P/P 1.34000000 (MACQUARIE GROUP L V/R 01/12/27) Long Debt AU $98K 105K 0.00
MACQUARIE GROUP LTD REGD V/R 144A P/P 3.76300000 (MACQUARIE GROUP L V/R 11/28/28) Long Debt AU $682K 722K 0.01
MADISON IAQ LLC REGD 144A P/P 4.12500000 (MADISON IAQ LL 4.125% 06/30/28) Long Debt US $1M 1M 0.01
MADISON IAQ LLC REGD 144A P/P 5.87500000 (MADISON IAQ LL 5.875% 06/30/29) Long Debt US $2M 3M 0.03
MADISON PARK FUNDING XIV LTD SER 2014-14A CL BR3 V/R REGD 144A P/P 7.12456000 (MDPK 2014-14A BR V/R 10/22/30) Long ABS-collateralized bond/debt obligation KY $360K 360K 0.00
MADISON PARK FUNDING XVII LTD SER 2015-17A CL AR2 V/R REGD 144A P/P 6.58617000 (MDPK 2015-17A AR V/R 07/21/30) Long ABS-collateralized bond/debt obligation KY $205K 205K 0.00
MADISON PARK FUNDING XVIII LTD SER 2015-18A CL ARR V/R REGD 144A P/P 6.52617000 (MDPK 2015-18A AR V/R 10/21/30) Long ABS-collateralized bond/debt obligation KY $9M 9M 0.11
MADISON PARK FUNDING XXIX LTD SER 2018-29A CL BR V/R REGD 144A P/P 7.12693000 (MDPK 2018-29A BR V/R 10/18/30) Long ABS-collateralized bond/debt obligation KY $539K 540K 0.01
MAGNOLIA OIL GAS/MAG FIN REGD 144A P/P 6.00000000 (MAGNOLIA OIL GAS/M 6% 08/01/26) Long Debt US $686K 693K 0.01
MAGYAR EXPORT-IMPORT BAN REGD REG S 6.12500000 (MAGYAR EXPORT- 6.125% 12/04/27) Long Debt HU $4M 4M 0.05
MAHLE GMBH /EUR/ REGD REG S EMTN 2.37500000 (MAHLE GMB 2.375% 05/14/28/EUR/) Long Debt DE $95K 100K 0.00
MAJORDRIVE HOLDINGS IV L REGD 144A P/P 6.37500000 (MAJORDRIVE HOL 6.375% 06/01/29) Long Debt US $1M 1M 0.02
MANAPPURAM FINANCE LTD REGD REG S EMTN 7.37500000 (MANAPPURAM FIN 7.375% 05/12/28) Long Debt IN $3M 3M 0.04
MANUF & TRADERS TRUST CO REGD 4.65000000 (MANUF & TRADERS 4.65% 01/27/26) Long Debt US $599K 610K 0.01
MARINER FINANCE ISSUANCE TRUST 2021-B SER 2021-BA CL A REGD 144A P/P 2.10000000 (MFIT 2021-BA A 2.1% 10/20/27) Long ABS-collateralized bond/debt obligation US $818K 895K 0.01
MARINER FINANCE ISSUANCE TRUST 2022-A SER 2022-AA CL A REGD 144A P/P 6.45000000 (MFIT 2022-AA A 6.45% 10/20/24) Long ABS-collateralized bond/debt obligation US $441K 440K 0.01
MARKET BIDCO FINCO PLC /GBP/ REGD REG S 5.50000000 (MARKET BIDC 5.5% 11/04/27/GBP/) Long Debt GB $16M 14M 0.21
MASTEC INC REGD 144A P/P 4.50000000 (MASTEC INC 4.5% 08/15/28) Long Debt US $306K 321K 0.00
MASTERBRAND INC REGD 144A P/P 7.00000000 (MASTERBRAND INC 7% 07/15/32) Long Debt US $2M 2M 0.02
MATADOR RESOURCES CO REGD 144A P/P 6.50000000 (MATADOR RESOURCE 6.5% 04/15/32) Long Debt US $3M 3M 0.05
MATADOR RESOURCES CO REGD 144A P/P 6.87500000 (MATADOR RESOUR 6.875% 04/15/28) Long Debt US $2M 2M 0.02
MATCH GROUP HLD II LLC REGD 144A P/P 4.62500000 (MATCH GROUP HL 4.625% 06/01/28) Long Debt US $737K 788K 0.01
MATTAMY GROUP CORP REGD 144A P/P 4.62500000 (MATTAMY GROUP 4.625% 03/01/30) Long Debt CA $3M 4M 0.05
MATTAMY GROUP CORP REGD 144A P/P 5.25000000 (MATTAMY GROUP C 5.25% 12/15/27) Long Debt CA $5M 5M 0.06
MATTEL INC REGD 144A P/P 3.37500000 (MATTEL INC 3.375% 04/01/26) Long Debt US $149K 155K 0.00
MATTERHORN TELECOM SA /EUR/ REGD 3.12500000 (MATTERHOR 3.125% 09/15/26/EUR/) Long Debt LU $12M 12M 0.16
MAUSER PACKAGING SOLUT REGD 144A P/P 7.87500000 (MAUSER PACKAGI 7.875% 04/15/27) Long Debt US $25M 24M 0.33
MAUSER PACKAGING SOLUT REGD 144A P/P 9.25000000 (MAUSER PACKAGIN 9.25% 04/15/27) Long Debt US $780K 780K 0.01
MAVIS TIRE EXPRESS SERVI REGD 144A P/P 6.50000000 (MAVIS TIRE EXPRE 6.5% 05/15/29) Long Debt US $6M 7M 0.08
MAXIM CRANE WORKS LLC REGD 144A P/P 11.50000000 (MAXIM CRANE WOR 11.5% 09/01/28) Long Debt US $3M 3M 0.04
MCAFEE CORP REGD 144A P/P 7.37500000 (MCAFEE CORP 7.375% 02/15/30) Long Debt US $8M 9M 0.11
MEDCO LAUREL TREE REGD REG S 6.95000000 (MEDCO LAUREL TR 6.95% 11/12/28) Long Debt SG $1M 1M 0.01
MEDCO MAPLE TREE PTE LTD REGD 144A P/P 8.96000000 (MEDCO MAPLE TRE 8.96% 04/27/29) Long Debt SG $4M 4M 0.06
MEDCO OAK TREE PTE LTD REGD REG S 7.37500000 (MEDCO OAK TREE 7.375% 05/14/26) Long Debt SG $4M 4M 0.05
MEDLINE BORROWER LP REGD 144A P/P 3.87500000 (MEDLINE BORROW 3.875% 04/01/29) Long Debt US $14M 15M 0.19
MEDLINE BORROWER LP REGD 144A P/P 5.25000000 (MEDLINE BORROWE 5.25% 10/01/29) Long Debt US $8M 9M 0.11
MEDLINE BORROWER/MEDL CO REGD 144A P/P 6.25000000 (MEDLINE BORROWE 6.25% 04/01/29) Long Debt US $5M 5M 0.06
MEG ENERGY CORP REGD 144A P/P 5.87500000 (MEG ENERGY COR 5.875% 02/01/29) Long Debt CA $2M 2M 0.02
MEG ENERGY CORP REGD 144A P/P 7.12500000 (MEG ENERGY COR 7.125% 02/01/27) Long Debt CA $346K 341K 0.00
MEITUAN REGD ZCP REG S CONVERTIBLE 0.00000000 (MEITUAN ZCP 04/27/28) Long Debt KY $1M 1M 0.01
MELCO RESORTS FINANCE REGD 144A P/P 4.87500000 (MELCO RESORTS 4.875% 06/06/25) Long Debt KY $1M 1M 0.01
MELCO RESORTS FINANCE REGD 144A P/P 5.37500000 (MELCO RESORTS 5.375% 12/04/29) Long Debt KY $3M 4M 0.04
MELCO RESORTS FINANCE REGD 144A P/P 5.62500000 (MELCO RESORTS 5.625% 07/17/27) Long Debt KY $191K 200K 0.00
MELCO RESORTS FINANCE REGD 144A P/P 5.75000000 (MELCO RESORTS F 5.75% 07/21/28) Long Debt KY $561K 600K 0.01
MELCO RESORTS FINANCE REGD 144A P/P 7.62500000 (MELCO RESORTS 7.625% 04/17/32) Long Debt KY $2M 2M 0.02
MELCO RESORTS FINANCE REGD 4.87500000 (MELCO RESORTS 4.875% 06/06/25) Long Debt KY $3M 3M 0.04
MELCO RESORTS FINANCE REGD REG S 5.25000000 (MELCO RESORTS F 5.25% 04/26/26) Long Debt KY $2M 2M 0.03
MELCO RESORTS FINANCE REGD REG S 5.37500000 (MELCO RESORTS 5.375% 12/04/29) Long Debt KY $5M 6M 0.07
MELCO RESORTS FINANCE REGD REG S 5.62500000 (MELCO RESORTS 5.625% 07/17/27) Long Debt KY $2M 2M 0.02
MELCO RESORTS FINANCE REGD REG S 5.75000000 (MELCO RESORTS F 5.75% 07/21/28) Long Debt KY $18M 19M 0.24
MERCEDES-BENZ AUTO LEASE TRUST 2024-A SER 2024-A CL A4 REGD 5.32000000 (MBALT 2024-A A 5.32% 06/15/27) Long ABS-collateralized bond/debt obligation US $929K 925K 0.01
MERCHANTS FLEET FUNDING LLC SER 2024-1A CL A REGD 144A P/P 5.82000000 (MFF 2024-1A A 5.82% 07/20/27) Long ABS-collateralized bond/debt obligation US $831K 830K 0.01
MERITAGE HOMES CORP REGD 5.12500000 (MERITAGE HOMES 5.125% 06/06/27) Long Debt US $644K 653K 0.01
MERLIN ENTERTAINMENTS GR REGD 144A P/P 7.37500000 (MERLIN ENTERTA 7.375% 02/15/31) Long Debt US $4M 3M 0.05
MERLIN ENTERTAINMENTS REGD 144A P/P 5.75000000 (MERLIN ENTERTAI 5.75% 06/15/26) Long Debt GB $985K 1M 0.01
MERSIN ULUSLARARASI LIMA REGD 144A P/P 8.25000000 (MERSIN ULUSLARA 8.25% 11/15/28) Long Debt TR $2M 2M 0.03
MEXICAN UDIBONOS /MXN/ REGD SER S 2.75000000 (MEXICAN UD 2.75% 11/27/31/MXN/) Long Debt MX $7M 147M 0.09
MEXICAN UDIBONOS /MXN/ REGD SER S 3.00000000 (MEXICAN UDIBO 3% 12/03/26/MXN/) Long Debt MX $8M 166M 0.11
MEXICAN UDIBONOS /MXN/ REGD SER S 4.00000000 (MEXICAN UDIBO 4% 08/24/34/MXN/) Long Debt MX $1M 21M 0.01
MF1 2021-FL7 LTD SER 2021-FL7 CL A V/R REGD 144A P/P 6.52640000 (MF1 2021-FL7 A V/R 10/16/36) Long ABS-collateralized bond/debt obligation KY $312K 314K 0.00
MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 7.48867000 (MF1 2022-FL9 A V/R 04/19/27) Long ABS-collateralized bond/debt obligation US $501K 500K 0.01
MGIC INVESTMENT CORP REGD 5.25000000 (MGIC INVESTMENT 5.25% 08/15/28) Long Debt US $536K 550K 0.01
MGM CHINA HOLDINGS LTD REGD 144A P/P 4.75000000 (MGM CHINA HOLDI 4.75% 02/01/27) Long Debt KY $333K 350K 0.00
MGM CHINA HOLDINGS LTD REGD 144A P/P 5.25000000 (MGM CHINA HOLDI 5.25% 06/18/25) Long Debt KY $2M 2M 0.03
MGM CHINA HOLDINGS LTD REGD 144A P/P 5.87500000 (MGM CHINA HOLD 5.875% 05/15/26) Long Debt KY $198K 200K 0.00
MGM CHINA HOLDINGS LTD REGD 144A P/P 7.12500000 (MGM CHINA HOLD 7.125% 06/26/31) Long Debt KY $1M 1M 0.02
MGM CHINA HOLDINGS LTD REGD REG S 4.75000000 (MGM CHINA HOLDI 4.75% 02/01/27) Long Debt KY $3M 3M 0.04
MGM CHINA HOLDINGS LTD REGD REG S 5.25000000 (MGM CHINA HOLDI 5.25% 06/18/25) Long Debt KY $6M 6M 0.08
MGM CHINA HOLDINGS LTD REGD REG S 5.87500000 (MGM CHINA HOLD 5.875% 05/15/26) Long Debt KY $2M 2M 0.03
MGM RESORTS INTL REGD 4.62500000 (MGM RESORTS IN 4.625% 09/01/26) Long Debt US $439K 450K 0.01
MGM RESORTS INTL REGD 4.75000000 (MGM RESORTS INT 4.75% 10/15/28) Long Debt US $5M 5M 0.07
MGM RESORTS INTL REGD 5.50000000 (MGM RESORTS INTL 5.5% 04/15/27) Long Debt US $3M 3M 0.03
MGM RESORTS INTL REGD 5.75000000 (MGM RESORTS INT 5.75% 06/15/25) Long Debt US $473K 475K 0.01
MGM RESORTS INTL REGD 6.50000000 (MGM RESORTS INTL 6.5% 04/15/32) Long Debt US $4M 4M 0.05
MICROCHIP TECHNOLOGY INC REGD 4.25000000 (MICROCHIP TECHN 4.25% 09/01/25) Long Debt US $598K 607K 0.01
MICRON TECHNOLOGY INC REGD 5.37500000 (MICRON TECHNOL 5.375% 04/15/28) Long Debt US $44K 44K 0.00
MICROSTRATEGY INC REGD 144A P/P 6.12500000 (MICROSTRATEGY 6.125% 06/15/28) Long Debt US $3M 4M 0.05
MIDCONTINENT COMM & FIN REGD 144A P/P 5.37500000 (MIDCONTINENT C 5.375% 08/15/27) Long Debt US $1M 1M 0.02
MIDWEST GMNG BOR/MWG FIN REGD 144A P/P 4.87500000 (MIDWEST GMNG B 4.875% 05/01/29) Long Debt US $3M 4M 0.05
MILEAGE PLUS HLDINGS LLC REGD 144A P/P 6.50000000 (MILEAGE PLUS HLD 6.5% 06/20/27) Long Debt US $376K 376K 0.01
MILLER HOMES GROUP FIN /GBP/ REGD REG S 7.00000000 (MILLER HOMES 7% 05/15/29/GBP/) Long Debt GB $9M 7M 0.11
MINEJESA CAPITAL BV REGD REG S 4.62500000 (MINEJESA CAPIT 4.625% 08/10/30) Long Debt NL $4M 4M 0.06
MINERAL RESOURCES LTD REGD 144A P/P 9.25000000 (MINERAL RESOURC 9.25% 10/01/28) Long Debt AU $1M 1M 0.02
MITER BRAND / MIWD BORR REGD 144A P/P 6.75000000 (MITER BRAND / M 6.75% 04/01/32) Long Debt US $1M 1M 0.01
MITSUBISHI CORP REGD 144A P/P 5.00000000 (MITSUBISHI CORP 5% 07/02/29) Long Debt JP $279K 279K 0.00
MITSUBISHI UFJ FIN GRP REGD V/R 0.96200000 (MITSUBISHI UFJ FI V/R 10/11/25) Long Debt JP $197K 200K 0.00
MITSUBISHI UFJ FIN GRP REGD V/R 4.78800000 (MITSUBISHI UFJ FI V/R 07/18/25) Long Debt JP $295K 295K 0.00
MITSUBISHI UFJ FIN GRP REGD V/R 5.06300000 (MITSUBISHI UFJ FI V/R 09/12/25) Long Debt JP $399K 400K 0.01
MIWD HLDCO II/MIWD FIN REGD 144A P/P 5.50000000 (MIWD HLDCO II/MI 5.5% 02/01/30) Long Debt US $2M 2M 0.03
MKS INSTRUMENTS INC REGD 144A P/P CONVERTIBLE 1.25000000 (MKS INSTRUMENTS 1.25% 06/01/30) Long Debt US $2M 2M 0.02
MOBICO GROUP PLC /GBP/ REGD V/R /PERP/ REG S 4.25000000 (MOBICO GROUP P V/R /PERP//GBP/) Long Debt GB $315K 275K 0.00
MOLINA HEALTHCARE INC REGD 144A P/P 3.87500000 (MOLINA HEALTHC 3.875% 05/15/32) Long Debt US $837K 966K 0.01
MOLINA HEALTHCARE INC REGD 144A P/P 3.87500000 (MOLINA HEALTHC 3.875% 11/15/30) Long Debt US $297K 334K 0.00
MONG DUONG FIN HLDGS BV REGD 5.12500000 (MONG DUONG FIN 5.125% 05/07/29) Long Debt NL $4M 4M 0.05
MONG DUONG FIN HLDGS BV REGD REG S 5.12500000 (MONG DUONG FIN 5.125% 05/07/29) Long Debt NL $3M 3M 0.04
MONGOLIA INTL BOND REGD 144A P/P 7.87500000 (MONGOLIA INTL 7.875% 06/05/29) Long Debt MN $1M 1M 0.01
MONGOLIA INTL BOND REGD 144A P/P 8.65000000 (MONGOLIA INTL B 8.65% 01/19/28) Long Debt MN $1M 1M 0.02
MONGOLIA INTL BOND REGD REG S 3.50000000 (MONGOLIA INTL BO 3.5% 07/07/27) Long Debt MN $3M 3M 0.04
MONGOLIA INTL BOND REGD REG S 4.45000000 (MONGOLIA INTL B 4.45% 07/07/31) Long Debt MN $2M 3M 0.03
MONGOLIA INTL BOND REGD REG S 5.12500000 (MONGOLIA INTL 5.125% 04/07/26) Long Debt MN $5M 5M 0.07
MONGOLIA INTL BOND REGD REG S 7.87500000 (MONGOLIA INTL 7.875% 06/05/29) Long Debt MN $2M 2M 0.02
MONGOLIA INTL BOND REGD REG S 8.65000000 (MONGOLIA INTL B 8.65% 01/19/28) Long Debt MN $1M 1M 0.02
MONITCHEM HOLDCO 3 S.A. /EUR/ REGD REG S 8.75000000 (MONITCHEM 8.75% 05/01/28/EUR/) Long Debt LU $111K 100K 0.00
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 $860K 900K 0.01
MORGAN STANLEY REGD V/R 5.12300000 (MORGAN STANLEY V/R 02/01/29) Long Debt US $676K 678K 0.01
MORGAN STANLEY REGD V/R 5.44900000 (MORGAN STANLEY V/R 07/20/29) Long Debt US $138K 137K 0.00
MORGAN STANLEY REGD V/R MTN 2.18800000 (MORGAN STANLEY V/R 04/28/26) Long Debt US $314K 323K 0.00
MORGAN STANLEY REGD V/R MTN 2.72000000 (MORGAN STANLEY V/R 07/22/25) Long Debt US $838K 840K 0.01
MORGAN STANLEY REGD V/R MTN 4.67900000 (MORGAN STANLEY V/R 07/17/26) Long Debt US $37K 37K 0.00
MOSS CREEK RESOURCES HLD REGD 144A P/P 7.50000000 (MOSS CREEK RESOU 7.5% 01/15/26) Long Debt US $391K 390K 0.01
MOTION BONDCO DAC REGD 144A P/P 6.62500000 (MOTION BONDCO 6.625% 11/15/27) Long Debt IE $990K 1M 0.01
MOTION FINCO SARL /EUR/ REGD REG S 7.37500000 (MOTION FI 7.375% 06/15/30/EUR/) Long Debt LU $10M 9M 0.14
MPH ACQUISITION HOLDINGS REGD 144A P/P 5.50000000 (MPH ACQUISITION 5.5% 09/01/28) Long Debt US $3M 4M 0.04
MPT OPER PARTNERSP/FINL /GBP/ REGD 2.50000000 (MPT OPER PA 2.5% 03/24/26/GBP/) Long Debt US $1M 979K 0.01
MPT OPER PARTNERSP/FINL REGD 3.50000000 (MPT OPER PARTNER 3.5% 03/15/31) Long Debt US $2M 3M 0.03
MPT OPER PARTNERSP/FINL REGD 4.62500000 (MPT OPER PARTN 4.625% 08/01/29) Long Debt US $4M 5M 0.05
MPT OPER PARTNERSP/FINL REGD 5.00000000 (MPT OPER PARTNERSP 5% 10/15/27) Long Debt US $229K 278K 0.00
MPT OPER PARTNERSP/FINL REGD 5.25000000 (MPT OPER PARTNE 5.25% 08/01/26) Long Debt US $314K 346K 0.00
MUELLER WATER PRODUCTS REGD 144A P/P 4.00000000 (MUELLER WATER PROD 4% 06/15/29) Long Debt US $996K 1M 0.01
MUNDYS SPA /EUR/ REGD REG S 1.87500000 (MUNDYS SP 1.875% 02/12/28/EUR/) Long Debt IT $9M 9M 0.12
MUTHOOT FINANCE LTD REGD 144A P/P MTN 7.12500000 (MUTHOOT FINANC 7.125% 02/14/28) Long Debt IN $6M 6M 0.08
MUTHOOT FINANCE LTD REGD REG S EMTN 7.12500000 (MUTHOOT FINANC 7.125% 02/14/28) Long Debt IN $606K 600K 0.01
MUTUAL OF OMAHA GLOBAL REGD 144A P/P 5.45000000 (MUTUAL OF OMAHA 5.45% 12/12/28) Long Debt US $789K 785K 0.01
MUTUAL OF OMAHA GLOBAL REGD 144A P/P 5.80000000 (MUTUAL OF OMAHA 5.8% 07/27/26) Long Debt US $65K 65K 0.00
MVM ENERGETIKA ZRT REGD REG S 7.50000000 (MVM ENERGETIKA Z 7.5% 06/09/28) Long Debt HU $3M 3M 0.04
MXN/USD FWD 20240715 000000908 USD Derivative-foreign exchange $22K – 0.00
MXN/USD FWD 20240918 000000908 USD Derivative-foreign exchange $180.22 – 0.00
MXN/USD FWD 20240918 000011553 USD Derivative-foreign exchange $-131K – -0.00
NABORS INDUSTRIES INC REGD 144A P/P 7.37500000 (NABORS INDUSTR 7.375% 05/15/27) Long Debt US $5M 5M 0.07
NABORS INDUSTRIES INC REGD 144A P/P 9.12500000 (NABORS INDUSTR 9.125% 01/31/30) Long Debt US $5M 4M 0.06
NABORS INDUSTRIES LTD REGD 144A P/P 7.50000000 (NABORS INDUSTRIE 7.5% 01/15/28) Long Debt BM $4M 4M 0.05
NANYANG COMMERCIAL BANK REGD V/R REG S 3.80000000 (NANYANG COMMERCIA V/R 11/20/29) Long Debt HK $298K 300K 0.00
NATIONAL BANK GREECE SA /EUR/ REGD V/R REG S EMTN SER GMTN 5.87500000 (NATIONAL BAN V/R 06/28/35/EUR/) Long Debt GR $10M 9M 0.13
NATIONAL BANK GREECE SA /EUR/ REGD V/R REG S MTN SER GMTN 8.00000000 (NATIONAL BAN V/R 01/03/34/EUR/) Long Debt GR $5M 5M 0.07
NATIONAL BANK OF UZBEKIS REGD REG S 4.85000000 (NATIONAL BANK O 4.85% 10/21/25) Long Debt UZ $481K 500K 0.01
NATIONAL FUEL GAS CO REGD 5.50000000 (NATIONAL FUEL GA 5.5% 10/01/26) Long Debt US $678K 679K 0.01
NATIONAL FUEL GAS CO REGD 5.50000000 (NATIONAL FUEL GA 5.5% 01/15/26) Long Debt US $288K 289K 0.00
NATIONAL GRID PLC REGD 5.60200000 (NATIONAL GRID 5.602% 06/12/28) Long Debt GB $92K 91K 0.00
NATIONAL SECS CLEARING REGD 144A P/P 4.90000000 (NATIONAL SECS CL 4.9% 06/26/29) Long Debt US $314K 315K 0.00
NATIONSTAR MTG HLD INC REGD 144A P/P 5.00000000 (NATIONSTAR MTG HLD 5% 02/01/26) Long Debt US $7M 7M 0.09
NATIONSTAR MTG HLD INC REGD 144A P/P 5.12500000 (NATIONSTAR MTG 5.125% 12/15/30) Long Debt US $4M 4M 0.05
NATIONSTAR MTG HLD INC REGD 144A P/P 5.50000000 (NATIONSTAR MTG H 5.5% 08/15/28) Long Debt US $3M 3M 0.03
NATIONSTAR MTG HLD INC REGD 144A P/P 5.75000000 (NATIONSTAR MTG 5.75% 11/15/31) Long Debt US $5M 6M 0.07
NATIONSTAR MTG HLD INC REGD 144A P/P 6.00000000 (NATIONSTAR MTG HLD 6% 01/15/27) Long Debt US $656K 663K 0.01
NATIONSTAR MTG HLD INC REGD 144A P/P 7.12500000 (NATIONSTAR MTG 7.125% 02/01/32) Long Debt US $7M 7M 0.09
NATIONWIDE BLDG SOCIETY /GBP/ REGD V/R /PERP/ REG S 5.75000000 (NATIONWIDE BLD V/R /PERP//GBP/) Long Debt GB $238K 200K 0.00
NATURGY FINANCE SA /EUR/ REGD V/R /PERP/ REG S 2.37400000 (NATURGY FINANC V/R /PERP//EUR/) Long Debt ES $304K 300K 0.00
NATWEST GROUP PLC REGD V/R /PERP/ 8.12500000 (NATWEST GROUP PLC V/R /PERP/) Long Debt GB $15M 15M 0.20
NATWEST GROUP PLC REGD V/R 5.58300000 (NATWEST GROUP PLC V/R 03/01/28) Long Debt GB $320K 320K 0.00
NATWEST GROUP PLC REGD V/R 5.80800000 (NATWEST GROUP PLC V/R 09/13/29) Long Debt GB $419K 413K 0.01
NATWEST GROUP PLC REGD V/R 7.47200000 (NATWEST GROUP PLC V/R 11/10/26) Long Debt GB $1M 1M 0.02
NAVIENT CORP REGD 4.87500000 (NAVIENT CORP 4.875% 03/15/28) Long Debt US $1M 1M 0.02
NAVIENT CORP REGD 5.50000000 (NAVIENT CORP 5.5% 03/15/29) Long Debt US $4M 4M 0.05
NAVIENT CORP REGD 5.87500000 (NAVIENT CORP 5.875% 10/25/24) Long Debt US $190K 190K 0.00
NAVIENT CORP REGD 6.75000000 (NAVIENT CORP 6.75% 06/25/25) Long Debt US $674K 674K 0.01
NAVIENT CORP REGD 9.37500000 (NAVIENT CORP 9.375% 07/25/30) Long Debt US $4M 3M 0.05
NBM US HOLDINGS INC REGD 144A P/P 7.00000000 (NBM US HOLDINGS IN 7% 05/14/26) Long Debt US $200K 200K 0.00
NCL CORPORATION LTD REGD 144A P/P 3.62500000 (NCL CORPORATIO 3.625% 12/15/24) Long Debt BM $258K 261K 0.00
NCL CORPORATION LTD REGD 144A P/P 5.87500000 (NCL CORPORATIO 5.875% 03/15/26) Long Debt BM $7M 7M 0.10
NCL CORPORATION LTD REGD 144A P/P 5.87500000 (NCL CORPORATIO 5.875% 02/15/27) Long Debt BM $3M 3M 0.04
NCL CORPORATION LTD REGD 144A P/P 7.75000000 (NCL CORPORATION 7.75% 02/15/29) Long Debt BM $4M 4M 0.06
NCL CORPORATION LTD REGD 144A P/P 8.12500000 (NCL CORPORATIO 8.125% 01/15/29) Long Debt BM $873K 832K 0.01
NCL CORPORATION LTD REGD 144A P/P 8.37500000 (NCL CORPORATIO 8.375% 02/01/28) Long Debt BM $2M 2M 0.02
NCL FINANCE LTD REGD 144A P/P 6.12500000 (NCL FINANCE LT 6.125% 03/15/28) Long Debt BM $2M 3M 0.03
NCR ATLEOS LLC REGD 144A P/P 9.50000000 (NCR ATLEOS LLC 9.5% 04/01/29) Long Debt US $3M 2M 0.04
NCR VOYIX CORP REGD 144A P/P 5.00000000 (NCR VOYIX CORP 5% 10/01/28) Long Debt US $1M 1M 0.01
NCR VOYIX CORP REGD 144A P/P 5.12500000 (NCR VOYIX CORP 5.125% 04/15/29) Long Debt US $2M 2M 0.03
NCR VOYIX CORP REGD 144A P/P 5.25000000 (NCR VOYIX CORP 5.25% 10/01/30) Long Debt US $962K 1M 0.01
NELNET STUDENT LOAN TRUST 2021-A SER 2021-A CL APT1 REGD 144A P/P 1.36000000 (NSLT 2021-A AP 1.36% 04/20/62) Long ABS-collateralized bond/debt obligation US $388K 428K 0.01
NEOGEN FOOD SAFE CORP REGD 144A P/P 8.62500000 (NEOGEN FOOD SA 8.625% 07/20/30) Long Debt US $1M 942K 0.01
NEPTUNE BIDCO US INC REGD 144A P/P 9.29000000 (NEPTUNE BIDCO U 9.29% 04/15/29) Long Debt US $4M 5M 0.06
NESCO HOLDINGS II INC REGD 144A P/P 5.50000000 (NESCO HOLDINGS I 5.5% 04/15/29) Long Debt US $3M 3M 0.04
NETFLIX INC REGD 4.87500000 (NETFLIX INC 4.875% 04/15/28) Long Debt US $174K 175K 0.00
NETWORK I2I LTD REGD V/R /PERP/ 5.65000000 (NETWORK I2I LTD V/R /PERP/) Long Debt MU $2M 2M 0.03
NETWORK I2I LTD REGD V/R /PERP/ REG S 3.97500000 (NETWORK I2I LTD V/R /PERP/) Long Debt MU $2M 3M 0.03
NEUBERGER BERMAN LOAN ADVISERS CLO 3 SER 2019-35A CL ANR V/R REGD 144A P/P 6.62656000 (NEUB 2019-35A AN V/R 01/19/33) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.02
NEW ENTERPRISE STONE & L REGD 144A P/P 5.25000000 (NEW ENTERPRISE 5.25% 07/15/28) Long Debt US $1M 2M 0.02
NEW ENTERPRISE STONE & L REGD 144A P/P 9.75000000 (NEW ENTERPRISE 9.75% 07/15/28) Long Debt US $1M 1M 0.01
NEW FORTRESS ENERGY INC REGD 144A P/P 6.75000000 (NEW FORTRESS EN 6.75% 09/15/25) Long Debt US $518K 534K 0.01
NEW FORTRESS ENERGY INC REGD 144A P/P 8.75000000 (NEW FORTRESS EN 8.75% 03/15/29) Long Debt US $4M 4M 0.05
NEW GOLD INC REGD 144A P/P 7.50000000 (NEW GOLD INC 7.5% 07/15/27) Long Debt CA $9M 9M 0.12
NEW HOME CO INC/THE REGD 144A P/P 9.25000000 (NEW HOME CO INC 9.25% 10/01/29) Long Debt US $2M 2M 0.03
NEW METRO GLOBAL LTD REGD 4.50000000 (NEW METRO GLOBAL 4.5% 05/02/26) Long Debt VG $1M 2M 0.02
NEW METRO GLOBAL LTD REGD 4.80000000 (NEW METRO GLOBAL 4.8% 12/15/24) Long Debt VG $788K 900K 0.01
NEWARK BSL CLO 1 LTD SER 2016-1A CL A1R V/R REGD 144A P/P 6.68648000 (NBCLO 2016-1A A1 V/R 12/21/29) Long ABS-collateralized bond/debt obligation KY $463K 462K 0.01
NEWS CORP REGD 144A P/P 3.87500000 (NEWS CORP 3.875% 05/15/29) Long Debt US $875K 950K 0.01
NEXANS SA /EUR/ REGD REG S 4.25000000 (NEXANS SA 4.25% 03/11/30/EUR/) Long Debt FR $106K 100K 0.00
NEXI SPA /EUR/ REGD REG S 1.62500000 (NEXI SPA 1.625% 04/30/26/EUR/) Long Debt IT $4M 4M 0.05
NEXI SPA /EUR/ REGD ZCP REG S SER . CONVERTIBLE 0.00000000 (NEXI SPA ZCP 02/24/28/EUR/) Long Debt IT $548K 600K 0.01
NEXSTAR MEDIA INC REGD 144A P/P 5.62500000 (NEXSTAR MEDIA 5.625% 07/15/27) Long Debt US $681K 717K 0.01
NEXTERA ENERGY CAPITAL REGD 5.74900000 (NEXTERA ENERGY 5.749% 09/01/25) Long Debt US $154K 154K 0.00
NEXTERA ENERGY CAPITAL REGD V/R 6.75000000 (NEXTERA ENERGY CA V/R 06/15/54) Long Debt US $2M 2M 0.02
NEXTERA ENERGY OPERATING REGD 144A P/P 3.87500000 (NEXTERA ENERGY 3.875% 10/15/26) Long Debt US $638K 671K 0.01
NEXTERA ENERGY OPERATING REGD 144A P/P 7.25000000 (NEXTERA ENERGY 7.25% 01/15/29) Long Debt US $772K 753K 0.01
NEXTERA ENERGY PARTNERS REGD 144A P/P CONVERTIBLE 2.50000000 (NEXTERA ENERGY P 2.5% 06/15/26) Long Debt US $816K 894K 0.01
NEXTERA ENERGY PARTNERS REGD ZCP 144A P/P CONVERTIBLE 0.00000000 (NEXTERA ENERGY PA ZCP 11/15/25) Long Debt US $1M 2M 0.02
NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2022-1A CL A2 REGD 144A P/P 2.80000000 (NFMOT 2022-1A A 2.8% 03/15/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.03
NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2023-1A CL A2 REGD 144A P/P 5.74000000 (NFMOT 2023-1A 5.74% 03/15/26) Long ABS-collateralized bond/debt obligation US $311K 310K 0.00
NGG FINANCE PLC /EUR/ REGD V/R REG S 2.12500000 (NGG FINANCE V/R 09/05/82/EUR/) Long Debt GB $9M 9M 0.12
NGG FINANCE PLC /GBP/ REGD V/R REG S SER GBP 5.62500000 (NGG FINANCE V/R 06/18/73/GBP/) Long Debt GB $6M 5M 0.08
NGL ENRGY OP/FIN CORP REGD 144A P/P 8.12500000 (NGL ENRGY OP/F 8.125% 02/15/29) Long Debt US $3M 3M 0.04
NGL ENRGY OP/FIN CORP REGD 144A P/P 8.37500000 (NGL ENRGY OP/F 8.375% 02/15/32) Long Debt US $8M 7M 0.10
NIDDA HEALTHCARE HOLDING /EUR/ REGD REG S 7.50000000 (NIDDA HEALT 7.5% 08/21/26/EUR/) Long Debt DE $31M 29M 0.42
NISOURCE INC REGD 5.25000000 (NISOURCE INC 5.25% 03/30/28) Long Debt US $47K 47K 0.00
NISSAN AUTO RECEIVABLES 2023-B OWNER TRUST SER 2023-B CL A3 REGD 5.93000000 (NAROT 2023-B A 5.93% 11/16/26) Long ABS-collateralized bond/debt obligation US $2M 2M 0.03
NISSAN MOTOR ACCEPTANCE REGD 144A P/P 2.00000000 (NISSAN MOTOR ACCEP 2% 03/09/26) Long Debt US $182K 194K 0.00
NISSAN MOTOR ACCEPTANCE REGD 144A P/P 6.95000000 (NISSAN MOTOR AC 6.95% 09/15/26) Long Debt US $674K 658K 0.01
NISSAN MOTOR CO REGD 144A P/P 3.52200000 (NISSAN MOTOR C 3.522% 09/17/25) Long Debt JP $970K 1M 0.01
NMG HLDCO/NEIMAN MARCUS REGD 144A P/P 7.12500000 (NMG HLDCO/NEIM 7.125% 04/01/26) Long Debt US $572K 579K 0.01
NOBIAN FINANCE B /EUR/ REGD REG S 3.62500000 (NOBIAN FI 3.625% 07/15/26/EUR/) Long Debt NL $124K 118K 0.00
NOBLE FINANCE II LLC REGD 144A P/P 8.00000000 (NOBLE FINANCE II L 8% 04/15/30) Long Debt US $2M 2M 0.03
NORTH MACEDONIA /EUR/ REGD REG S 6.96000000 (NORTH MACE 6.96% 03/13/27/EUR/) Long Debt MK $3M 3M 0.04
NORTHERN OIL & GAS INC REGD 144A P/P 8.12500000 (NORTHERN OIL & 8.125% 03/01/28) Long Debt US $6M 6M 0.08
NORTHERN OIL & GAS INC REGD 144A P/P 8.75000000 (NORTHERN OIL & 8.75% 06/15/31) Long Debt US $3M 3M 0.04
NORTHERN OIL & GAS INC REGD CONVERTIBLE 3.62500000 (NORTHERN OIL & 3.625% 04/15/29) Long Debt US $1M 955K 0.01
NORTHRIVER MIDSTREAM FIN REGD 144A P/P 6.75000000 (NORTHRIVER MIDS 6.75% 07/15/32) Long Debt CA $2M 2M 0.02
NOVA ALEXANDRE III SAS /EUR/ REGD V/R REG S 9.11400000 (NOVA ALEXAND V/R 07/15/29/EUR/) Long Debt FR $166K 155K 0.00
NOVELIS CORP REGD 144A P/P 3.25000000 (NOVELIS CORP 3.25% 11/15/26) Long Debt US $4M 5M 0.06
NOVELIS CORP REGD 144A P/P 3.87500000 (NOVELIS CORP 3.875% 08/15/31) Long Debt US $3M 3M 0.03
NOVELIS CORP REGD 144A P/P 4.75000000 (NOVELIS CORP 4.75% 01/30/30) Long Debt US $8M 9M 0.11
NOVELIS SHEET INGOT GMBH /EUR/ REGD REG S EMTN 3.37500000 (NOVELIS S 3.375% 04/15/29/EUR/) Long Debt DE $3M 3M 0.04
NRG ENERGY INC REGD 144A P/P 3.37500000 (NRG ENERGY INC 3.375% 02/15/29) Long Debt US $667K 750K 0.01
NRG ENERGY INC REGD 144A P/P 3.62500000 (NRG ENERGY INC 3.625% 02/15/31) Long Debt US $3M 3M 0.04
NRG ENERGY INC REGD 144A P/P 3.87500000 (NRG ENERGY INC 3.875% 02/15/32) Long Debt US $3M 3M 0.03
NRG ENERGY INC REGD 144A P/P 5.25000000 (NRG ENERGY INC 5.25% 06/15/29) Long Debt US $1M 1M 0.02
NRG ENERGY INC REGD 144A P/P 7.00000000 (NRG ENERGY INC 7% 03/15/33) Long Debt US $480K 455K 0.01
NRG ENERGY INC REGD SER WI 5.75000000 (NRG ENERGY INC 5.75% 01/15/28) Long Debt US $3M 3M 0.04
NRG ENERGY INC REGD SER WI 6.62500000 (NRG ENERGY INC 6.625% 01/15/27) Long Debt US $537K 538K 0.01
NRG ENERGY INC REGD V/R /PERP/ 144A P/P 10.25000000 (NRG ENERGY INC V/R /PERP/) Long Debt US $5M 5M 0.07
NUVEEN FINANCE LLC REGD P/P 4.12500000 (NUVEEN FINANCE 4.125% 11/01/24) Long Debt US $268K 270K 0.00
NWD FINANCE (BVI) LTD REGD /PERP/ REG S 4.80000000 (NWD FINANCE (BVI) 4.8% /PERP/) Long Debt VG $679K 2M 0.01
NWD FINANCE (BVI) LTD REGD V/R /PERP/ REG S 4.12500000 (NWD FINANCE (BVI) L V/R /PERP/) Long Debt VG $5M 8M 0.06
NWD FINANCE (BVI) LTD REGD V/R /PERP/ REG S 5.25000000 (NWD FINANCE (BVI) L V/R /PERP/) Long Debt VG $13M 16M 0.17
NWD FINANCE (BVI) LTD REGD V/R /PERP/ REG S 6.15000000 (NWD FINANCE (BVI) L V/R /PERP/) Long Debt VG $7M 8M 0.10
NWD MTN LTD REGD 4.12500000 (NWD MTN LTD 4.125% 07/18/29) Long Debt VG $465K 600K 0.01
OAKTREE STRATEGIC CREDIT REGD 144A P/P SER . 8.40000000 (OAKTREE STRATEGI 8.4% 11/14/28) Long Debt US $787K 745K 0.01
OCADO GROUP PLC /GBP/ REGD REG S 3.87500000 (OCADO GRO 3.875% 10/08/26/GBP/) Long Debt GB $9M 8M 0.12
OCCIDENTAL PETROLEUM COR REGD 5.87500000 (OCCIDENTAL PET 5.875% 09/01/25) Long Debt US $715K 715K 0.01
OCCIDENTAL PETROLEUM COR REGD 6.37500000 (OCCIDENTAL PET 6.375% 09/01/28) Long Debt US $526K 510K 0.01
OCCIDENTAL PETROLEUM COR REGD 7.87500000 (OCCIDENTAL PET 7.875% 09/15/31) Long Debt US $561K 500K 0.01
OCCIDENTAL PETROLEUM COR REGD 8.50000000 (OCCIDENTAL PETRO 8.5% 07/15/27) Long Debt US $1M 1M 0.01
OCEANEERING INTL IN REGD SER * 6.00000000 (OCEANEERING INTL I 6% 02/01/28) Long Debt US $292K 295K 0.00
OCP CLO 2016-11 LTD SER 2016-11A CL A1R2 V/R REGD 144A P/P 6.74118000 (OCP 2016-11A A1R V/R 04/26/36) Long ABS-collateralized bond/debt obligation KY $753K 750K 0.01
OCTAGON INVESTMENT PARTNERS XVII LTD SER 2013-1A CL A1R2 V/R REGD 144A P/P 6.58516000 (OCT17 2013-1A A1 V/R 01/25/31) Long ABS-collateralized bond/debt obligation KY $172K 172K 0.00
ODEON FINCO PLC REGD 144A P/P 12.75000000 (ODEON FINCO PL 12.75% 11/01/27) Long Debt GB $1M 1M 0.02
ODIDO HOLD BV /EUR/ REGD REG S 3.75000000 (ODIDO HOLD 3.75% 01/15/29/EUR/) Long Debt NL $7M 7M 0.10
OFFICE CHERIFIEN DES PHO REGD 4.50000000 (OFFICE CHERIFIEN 4.5% 10/22/25) Long Debt MA $196K 200K 0.00
OFFICE CHERIFIEN DES PHO REGD REG S 3.75000000 (OFFICE CHERIFIE 3.75% 06/23/31) Long Debt MA $2M 3M 0.03
OFFICE CHERIFIEN DES PHO REGD REG S 5.12500000 (OFFICE CHERIFI 5.125% 06/23/51) Long Debt MA $4M 5M 0.05
OFSI BSL IX LTD SER 2018-1A CL AR V/R REGD 144A P/P 5.64680000 (OFSBS 2018-1A AR V/R 07/15/31) Long ABS-collateralized bond/debt obligation KY $7M 7M 0.09
OGE ENERGY CORP REGD 5.45000000 (OGE ENERGY CORP 5.45% 05/15/29) Long Debt US $143K 142K 0.00
OI EUROPEAN GROUP BV /EUR/ REGD 144A P/P 6.25000000 (OI EUROPEA 6.25% 05/15/28/EUR/) Long Debt NL $629K 568K 0.01
OI EUROPEAN GROUP BV /EUR/ REGD REG S 2.87500000 (OI EUROPE 2.875% 02/15/25/EUR/) Long Debt NL $7M 7M 0.10
OI EUROPEAN GROUP BV REGD 144A P/P 4.75000000 (OI EUROPEAN GRO 4.75% 02/15/30) Long Debt NL $229K 250K 0.00
OLYMPUS WTR US HLDG CORP /EUR/ REGD REG S 5.37500000 (OLYMPUS W 5.375% 10/01/29/EUR/) Long Debt US $194K 200K 0.00
OLYMPUS WTR US HLDG CORP /EUR/ REGD REG S 9.62500000 (OLYMPUS W 9.625% 11/15/28/EUR/) Long Debt US $227K 198K 0.00
OLYMPUS WTR US HLDG CORP REGD 144A P/P 4.25000000 (OLYMPUS WTR US 4.25% 10/01/28) Long Debt US $1M 1M 0.01
OLYMPUS WTR US HLDG CORP REGD 144A P/P 7.25000000 (OLYMPUS WTR US 7.25% 06/15/31) Long Debt US $5M 5M 0.07
OLYMPUS WTR US HLDG CORP REGD 144A P/P 9.75000000 (OLYMPUS WTR US 9.75% 11/15/28) Long Debt US $12M 11M 0.16
OMAN GOV INTERNTL BOND REGD REG S 6.25000000 (OMAN GOV INTERN 6.25% 01/25/31) Long Debt OM $14M 13M 0.18
OMAN GOV INTERNTL BOND REGD REG S 6.75000000 (OMAN GOV INTERN 6.75% 01/17/48) Long Debt OM $3M 3M 0.04
ONE HOTEL GMBH /EUR/ REGD 144A P/P 7.75000000 (ONE HOTEL 7.75% 04/02/31/EUR/) Long Debt DE $6M 5M 0.07
ONEMAIN FINANCE CORP REGD 3.50000000 (ONEMAIN FINANCE 3.5% 01/15/27) Long Debt US $366K 391K 0.00
ONEMAIN FINANCE CORP REGD 3.87500000 (ONEMAIN FINANC 3.875% 09/15/28) Long Debt US $2M 3M 0.03
ONEMAIN FINANCE CORP REGD 4.00000000 (ONEMAIN FINANCE CO 4% 09/15/30) Long Debt US $4M 4M 0.05
ONEMAIN FINANCE CORP REGD 5.37500000 (ONEMAIN FINANC 5.375% 11/15/29) Long Debt US $202K 215K 0.00
ONEMAIN FINANCE CORP REGD 7.12500000 (ONEMAIN FINANC 7.125% 03/15/26) Long Debt US $2M 2M 0.02
ONEMAIN FINANCE CORP REGD 7.50000000 (ONEMAIN FINANCE 7.5% 05/15/31) Long Debt US $2M 2M 0.02
ONEMAIN FINANCE CORP REGD 7.87500000 (ONEMAIN FINANC 7.875% 03/15/30) Long Debt US $6M 5M 0.07
ONEMAIN FINANCE CORP REGD 9.00000000 (ONEMAIN FINANCE CO 9% 01/15/29) Long Debt US $4M 4M 0.05
ONEMAIN FINANCIAL ISSUANCE TRUST 2019-2 SER 2019-2A CL A REGD 144A P/P 3.14000000 (OMFIT 2019-2A 3.14% 02/14/28) Long ABS-collateralized bond/debt obligation US $504K 535K 0.01
ONEMAIN FINANCIAL ISSUANCE TRUST 2021-1 SER 2021-1A CL A1 REGD 144A P/P 1.55000000 (OMFIT 2021-1A 1.55% 09/14/27) Long ABS-collateralized bond/debt obligation US $264K 290K 0.00
ONEMAIN FINANCIAL ISSUANCE TRUST 2022-3 SER 2022-3A CL A REGD 144A P/P 5.94000000 (OMFIT 2022-3A 5.94% 04/14/26) Long ABS-collateralized bond/debt obligation US $652K 650K 0.01
ONT GAMING GTA/OTG CO-IS REGD 144A P/P 8.00000000 (ONT GAMING GTA/OTG 8% 08/01/30) Long Debt CA $1M 1M 0.02
OPTION CARE HEALTH INC REGD 144A P/P 4.37500000 (OPTION CARE HE 4.375% 10/31/29) Long Debt US $879K 957K 0.01
ORACLE CORP REGD 2.30000000 (ORACLE CORP 2.3% 03/25/28) Long Debt US $458K 506K 0.01
ORBIA ADVANCE CORP SAB REGD 144A P/P 1.87500000 (ORBIA ADVANCE 1.875% 05/11/26) Long Debt MX $232K 249K 0.00
ORGANON & CO/ORG /EUR/ REGD REG S 2.87500000 (ORGANON & 2.875% 04/30/28/EUR/) Long Debt US $302K 300K 0.00
ORGANON & CO/ORGANON FOR REGD 144A P/P 4.12500000 (ORGANON & CO/O 4.125% 04/30/28) Long Debt US $3M 3M 0.04
ORGANON & CO/ORGANON FOR REGD 144A P/P 5.12500000 (ORGANON & CO/O 5.125% 04/30/31) Long Debt US $8M 8M 0.10
ORSTED A/ /EUR/ REGD V/R REG S 1.75000000 (ORSTED A/S V/R 12/09/19/EUR/) Long Debt DK $3M 3M 0.04
ORSTED A/S /GBP/ REGD V/R REG S SER GBP 2.50000000 (ORSTED A/S V/R 02/18/21/GBP/) Long Debt DK $2M 2M 0.03
OT MERGER CORP REGD 144A P/P 7.87500000 (OT MERGER CORP 7.875% 10/15/29) Long Debt US $177K 394K 0.00
OUTFRONT MEDIA CAP LLC/C REGD 144A P/P 4.25000000 (OUTFRONT MEDIA 4.25% 01/15/29) Long Debt US $5M 6M 0.07
OUTFRONT MEDIA CAP LLC/C REGD 144A P/P 4.62500000 (OUTFRONT MEDIA 4.625% 03/15/30) Long Debt US $313K 348K 0.00
OUTFRONT MEDIA CAP LLC/C REGD 144A P/P 5.00000000 (OUTFRONT MEDIA CAP 5% 08/15/27) Long Debt US $1M 1M 0.02
OUTFRONT MEDIA CAP LLC/C REGD 144A P/P 7.37500000 (OUTFRONT MEDIA 7.375% 02/15/31) Long Debt US $2M 2M 0.03
OVINTIV INC REGD 5.37500000 (OVINTIV INC 5.375% 01/01/26) Long Debt US $552K 555K 0.01
OVINTIV INC REGD 5.65000000 (OVINTIV INC 5.65% 05/15/28) Long Debt US $253K 250K 0.00
OWENS CORNING REGD 144A P/P 3.50000000 (OWENS CORNING 3.5% 02/15/30) Long Debt US $88K 97K 0.00
OWENS-BROCKWAY REGD 144A P/P 6.62500000 (OWENS-BROCKWAY 6.625% 05/13/27) Long Debt US $353K 354K 0.00
OWENS-BROCKWAY REGD 144A P/P 7.25000000 (OWENS-BROCKWAY 7.25% 05/15/31) Long Debt US $1M 1M 0.02
OZLM FUNDING II LTD SER 2012-2A CL A1A2 V/R REGD 144A P/P 6.52950000 (OZLMF 2012-2A A1 V/R 07/30/31) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.02
OZLM FUNDING II LTD SER 2012-2A CL A2RA V/R REGD 144A P/P 7.12950000 (OZLMF 2012-2A A2 V/R 07/30/31) Long ABS-collateralized bond/debt obligation KY $721K 720K 0.01
P&L DEV LLC/PLD FIN CORP REGD 144A P/P 7.75000000 (P&L DEV LLC/PLD 7.75% 11/15/25) Long Debt US $872K 958K 0.01
PACHELBEL BIDCO SPA /EUR/ REGD 144A P/P 7.12500000 (PACHELBEL 7.125% 05/17/31/EUR/) Long Debt IT $15M 14M 0.20
PACHELBEL BIDCO SPA /EUR/ REGD REG S 7.12500000 (PACHELBEL 7.125% 05/17/31/EUR/) Long Debt IT $133K 120K 0.00
PACHELBEL BIDCO SPA /EUR/ REGD V/R REG S 8.06600000 (PACHELBEL BI V/R 05/17/31/EUR/) Long Debt IT $109K 100K 0.00
PACIFIC GAS & ELECTRIC REGD 3.15000000 (PACIFIC GAS & E 3.15% 01/01/26) Long Debt US $509K 529K 0.01
PACIFIC GAS & ELECTRIC REGD 5.45000000 (PACIFIC GAS & E 5.45% 06/15/27) Long Debt US $9K 9K 0.00
PACIFIC GAS & ELECTRIC REGD SER WI 3.30000000 (PACIFIC GAS & EL 3.3% 12/01/27) Long Debt US $252K 270K 0.00
PACTIV EVERGREEN GROUP REGD 144A P/P 4.37500000 (PACTIV EVERGRE 4.375% 10/15/28) Long Debt US $2M 2M 0.02
PAGAYA AI DEBT TRUST 2022-1 SER 2022-1 CL A REGD 144A P/P 2.03000000 (PAID 2022-1 A 2.03% 10/15/29) Long ABS-collateralized bond/debt obligation US $59K 59K 0.00
PAKISTAN GLOBAL SUKUK REGD REG S 7.95000000 (PAKISTAN GLOBAL 7.95% 01/31/29) Long Debt PK $445K 500K 0.01
PAKISTAN WATER & POWER REGD REG S 7.50000000 (PAKISTAN WATER & 7.5% 06/04/31) Long Debt PK $2M 3M 0.03
PALOMINO FUNDING TRUST I REGD 144A P/P 7.23300000 (PALOMINO FUNDI 7.233% 05/17/28) Long Debt US $525K 500K 0.01
PANAMA INFRASTRUCTURE REGD ZCP 144A P/P 0.00000000 (PANAMA INFRASTRUC ZCP 04/05/32) Long Debt GB $7M 10M 0.09
PANTHER ESCROW ISSUER REGD 144A P/P 7.12500000 (PANTHER ESCROW 7.125% 06/01/31) Long Debt US $19M 19M 0.25
PAPREC HOLDING SA /EUR/ REGD REG S 7.25000000 (PAPREC HOL 7.25% 11/17/29/EUR/) Long Debt FR $337K 300K 0.00
PARK INTERMED HOLDINGS REGD 144A P/P 7.00000000 (PARK INTERMED HOLD 7% 02/01/30) Long Debt US $2M 2M 0.03
PARK RIVER HOLDINGS INC REGD 144A P/P 5.62500000 (PARK RIVER HOL 5.625% 02/01/29) Long Debt US $3M 3M 0.03
PARK RIVER HOLDINGS INC REGD 144A P/P 6.75000000 (PARK RIVER HOLD 6.75% 08/01/29) Long Debt US $1M 2M 0.02
PARKLAND CORP REGD 144A P/P 4.50000000 (PARKLAND CORP 4.5% 10/01/29) Long Debt CA $3M 3M 0.03
PARKLAND CORP REGD 144A P/P 4.62500000 (PARKLAND CORP 4.625% 05/01/30) Long Debt CA $2M 3M 0.03
PARKLAND CORP REGD 144A P/P 5.87500000 (PARKLAND CORP 5.875% 07/15/27) Long Debt CA $592K 600K 0.01
PATRICK INDUSTRIES INC REGD 144A P/P 4.75000000 (PATRICK INDUSTR 4.75% 05/01/29) Long Debt US $2M 2M 0.03
PATRICK INDUSTRIES INC REGD 144A P/P 7.50000000 (PATRICK INDUSTRI 7.5% 10/15/27) Long Debt US $61K 60K 0.00
PATTERN ENERGY OP LP/PAT REGD 144A P/P 4.50000000 (PATTERN ENERGY O 4.5% 08/15/28) Long Debt US $428K 462K 0.01
PATTERSON-UTI ENERGY INC REGD 7.15000000 (PATTERSON-UTI E 7.15% 10/01/33) Long Debt US $493K 465K 0.01
PATTERSON-UTI ENERGY INC REGD SER WI 3.95000000 (PATTERSON-UTI E 3.95% 02/01/28) Long Debt US $406K 431K 0.01
PBF HOLDING CO LLC REGD 144A P/P 7.87500000 (PBF HOLDING CO 7.875% 09/15/30) Long Debt US $1M 1M 0.01
PCF GMBH /EUR/ REGD REG S 4.75000000 (PCF GMBH 4.75% 04/15/26/EUR/) Long Debt DE $91K 100K 0.00
PCPD CAPITAL REGD REG S 5.12500000 (PCPD CAPITAL 5.125% 06/18/26) Long Debt KY $4M 5M 0.06
PEAK RE BVI HOLDING LTD REGD V/R /PERP/ REG S 5.35000000 (PEAK RE BVI HOLDING V/R /PERP/) Long Debt VG $2M 2M 0.03
PELABUHAN INDO PERSERO REGD 5.37500000 (PELABUHAN INDO 5.375% 05/05/45) Long Debt ID $2M 2M 0.02
PEN/USD FWD 20240722 000000908 USD Derivative-foreign exchange $67K – 0.00
PENFED AUTO RECEIVABLES OWNER TRUST 2022-A SER 2022-A CL A3 REGD 144A P/P 3.96000000 (PNFED 2022-A A 3.96% 02/15/25) Long ABS-collateralized bond/debt obligation US $388K 389K 0.01
PENN ENTERTAINMENT INC REGD 144A P/P 4.12500000 (PENN ENTERTAIN 4.125% 07/01/29) Long Debt US $3M 3M 0.03
PENN ENTERTAINMENT INC REGD 144A P/P 5.62500000 (PENN ENTERTAIN 5.625% 01/15/27) Long Debt US $4M 4M 0.05
PENNYMAC FIN SVCS INC REGD 144A P/P 4.25000000 (PENNYMAC FIN SV 4.25% 02/15/29) Long Debt US $2M 2M 0.03
PENNYMAC FIN SVCS INC REGD 144A P/P 5.37500000 (PENNYMAC FIN S 5.375% 10/15/25) Long Debt US $3M 3M 0.04
PENNYMAC FIN SVCS INC REGD 144A P/P 7.12500000 (PENNYMAC FIN S 7.125% 11/15/30) Long Debt US $3M 3M 0.04
PENNYMAC FIN SVCS INC REGD 144A P/P 7.87500000 (PENNYMAC FIN S 7.875% 12/15/29) Long Debt US $2M 2M 0.03
PENSKE TRUCK LEASING/PTL REGD 144A P/P 3.40000000 (PENSKE TRUCK LEA 3.4% 11/15/26) Long Debt US $108K 113K 0.00
PENSKE TRUCK LEASING/PTL REGD 144A P/P 4.20000000 (PENSKE TRUCK LEA 4.2% 04/01/27) Long Debt US $677K 697K 0.01
PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.35000000 (PENSKE TRUCK LE 5.35% 01/12/27) Long Debt US $449K 450K 0.01
PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.35000000 (PENSKE TRUCK LE 5.35% 03/30/29) Long Debt US $173K 173K 0.00
PENSKE TRUCK LEASING/PTL REGD 144A P/P 6.05000000 (PENSKE TRUCK LE 6.05% 08/01/28) Long Debt US $323K 315K 0.00
PERFORMANCE FOOD GROUP I REGD 144A P/P 4.25000000 (PERFORMANCE FOO 4.25% 08/01/29) Long Debt US $101K 111K 0.00
PERFORMANCE FOOD GROUP I REGD 144A P/P 5.50000000 (PERFORMANCE FOOD 5.5% 10/15/27) Long Debt US $2M 2M 0.02
PERIAMA HOLDINGS LLC/DE REGD REG S 5.95000000 (PERIAMA HOLDING 5.95% 04/19/26) Long Debt US $14M 14M 0.19
PERMIAN RESOURC OPTG LLC REGD 144A P/P 5.87500000 (PERMIAN RESOUR 5.875% 07/01/29) Long Debt US $2M 2M 0.03
PERMIAN RESOURC OPTG LLC REGD 144A P/P 7.00000000 (PERMIAN RESOURC OP 7% 01/15/32) Long Debt US $3M 3M 0.04
PERMIAN RESOURC OPTG LLC REGD 144A P/P 7.75000000 (PERMIAN RESOURC 7.75% 02/15/26) Long Debt US $188K 186K 0.00
PERMIAN RESOURC OPTG LLC REGD 144A P/P 8.00000000 (PERMIAN RESOURC OP 8% 04/15/27) Long Debt US $460K 450K 0.01
PERMIAN RESOURC OPTG LLC REGD 144A P/P 9.87500000 (PERMIAN RESOUR 9.875% 07/15/31) Long Debt US $1M 1M 0.02
PERUSAHAAN LISTRIK NEGAR REGD EMTN 5.25000000 (PERUSAHAAN LIST 5.25% 10/24/42) Long Debt ID $1M 1M 0.02
PERUSAHAAN LISTRIK NEGAR REGD REG S EMTN 4.00000000 (PERUSAHAAN LISTRIK 4% 06/30/50) Long Debt ID $1M 1M 0.01
PERUSAHAAN LISTRIK NEGAR REGD REG S EMTN 4.12500000 (PERUSAHAAN LIS 4.125% 05/15/27) Long Debt ID $1M 1M 0.02
PETROBRAS GLOBAL FINANCE REGD SER WI 5.29900000 (PETROBRAS GLOB 5.299% 01/27/25) Long Debt NL $528K 531K 0.01
PETROLEOS DEL PERU SA REGD REG S 4.75000000 (PETROLEOS DEL P 4.75% 06/19/32) Long Debt PE $969K 1M 0.01
PETROLEOS DEL PERU SA REGD REG S 5.62500000 (PETROLEOS DEL 5.625% 06/19/47) Long Debt PE $889K 1M 0.01
PETROLEOS MEXICANOS REGD 6.49000000 (PETROLEOS MEXIC 6.49% 01/23/27) Long Debt MX $3M 3M 0.03
PETROLEOS MEXICANOS REGD 6.62500000 (PETROLEOS MEXI 6.625% 06/15/35) Long Debt MX $5M 7M 0.07
PETROLEOS MEXICANOS REGD 6.70000000 (PETROLEOS MEXICA 6.7% 02/16/32) Long Debt MX $753K 900K 0.01
PETROLEOS MEXICANOS REGD 6.87500000 (PETROLEOS MEXI 6.875% 10/16/25) Long Debt MX $259K 260K 0.00
PETROLEOS MEXICANOS REGD SER WI 6.35000000 (PETROLEOS MEXIC 6.35% 02/12/48) Long Debt MX $8M 13M 0.11
PETROLEOS MEXICANOS REGD SER WI 6.37500000 (PETROLEOS MEXI 6.375% 01/23/45) Long Debt MX $1M 2M 0.01
PETRON CORP REGD V/R /PERP/ REG S 5.95000000 (PETRON CORP V/R /PERP/) Long Debt PH $3M 4M 0.05
PETRONAS CAPITAL LTD REGD 144A P/P MTN 4.55000000 (PETRONAS CAPITA 4.55% 04/21/50) Long Debt MY $3M 3M 0.04
PETRONAS CAPITAL LTD REGD REG S EMTN 4.55000000 (PETRONAS CAPITA 4.55% 04/21/50) Long Debt MY $174K 200K 0.00
PETRORIO LUX HLD SARL REGD REG S 6.12500000 (PETRORIO LUX H 6.125% 06/09/26) Long Debt LU $4M 4M 0.05
PETSMART INC/PETSMART FI REGD 144A P/P 4.75000000 (PETSMART INC/PE 4.75% 02/15/28) Long Debt US $232K 250K 0.00
PETSMART INC/PETSMART FI REGD 144A P/P 7.75000000 (PETSMART INC/PE 7.75% 02/15/29) Long Debt US $2M 3M 0.03
PEU FIN LTD /EUR/ REGD REG S 7.25000000 (PEU FIN LT 7.25% 07/01/28/EUR/) Long Debt GB $13M 12M 0.17
PG&E CORP REGD 144A P/P CONVERTIBLE 4.25000000 (PG&E CORP 4.25% 12/01/27) Long Debt US $1M 1M 0.02
PG&E CORP REGD 5.25000000 (PG&E CORP 5.25% 07/01/30) Long Debt US $884K 926K 0.01
PHILIP MORRIS INTL INC REGD 4.87500000 (PHILIP MORRIS 4.875% 02/13/29) Long Debt US $1M 2M 0.02
PHINIA INC REGD 144A P/P 6.75000000 (PHINIA INC 6.75% 04/15/29) Long Debt US $1M 1M 0.02
PICARD GROUPE SA /EUR/ REGD REG S 3.87500000 (PICARD GR 3.875% 07/01/26/EUR/) Long Debt FR $107K 100K 0.00
PICARD GROUPE SAS /EUR/ REGD REG S 6.37500000 (PICARD GR 6.375% 07/01/29/EUR/) Long Debt FR $129K 121K 0.00
PIKE CORP REGD 144A P/P 8.62500000 (PIKE CORP 8.625% 01/31/31) Long Debt US $426K 402K 0.01
PILGRIM'S PRIDE CORP REGD 3.50000000 (PILGRIM'S PRIDE 3.5% 03/01/32) Long Debt US $2M 3M 0.03
PILGRIM'S PRIDE CORP REGD 4.25000000 (PILGRIM'S PRIDE 4.25% 04/15/31) Long Debt US $7M 8M 0.10
PINEWOOD FINCO PLC /GBP/ REGD REG S 3.62500000 (PINEWOOD 3.625% 11/15/27/GBP/) Long Debt GB $116K 100K 0.00
PINEWOOD FINCO PLC /GBP/ REGD REG S 6.00000000 (PINEWOOD FINC 6% 03/27/30/GBP/) Long Debt GB $13M 11M 0.18
PINGAN REAL ESTATE CAP REGD EMTN 3.45000000 (PINGAN REAL EST 3.45% 07/29/26) Long Debt HK $2M 2M 0.03
PINNACLE BIDCO PLC /EUR/ REGD REG S 8.25000000 (PINNACLE B 8.25% 10/11/28/EUR/) Long Debt GB $8M 7M 0.11
PINNACLE BIDCO PLC /GBP/ REGD REG S 10.00000000 (PINNACLE BID 10% 10/11/28/GBP/) Long Debt GB $10M 8M 0.14
PIRAEUS BANK SA /EUR/ REGD V/R REG S EMTN 6.75000000 (PIRAEUS BANK V/R 12/05/29/EUR/) Long Debt GR $7M 6M 0.09
PLAINS ALL AMER PIPELINE REGD 3.60000000 (PLAINS ALL AMER 3.6% 11/01/24) Long Debt US $23K 23K 0.00
PLAYTIKA HOLDING CORP REGD 144A P/P 4.25000000 (PLAYTIKA HOLDIN 4.25% 03/15/29) Long Debt US $305K 348K 0.00
PLT VII FINANCE SARL /EUR/ REGD 144A P/P 6.00000000 (PLT VII FINAN 6% 06/15/31/EUR/) Long Debt LU $7M 6M 0.09
PM GENERAL PURCHASER LLC REGD 144A P/P 9.50000000 (PM GENERAL PURCH 9.5% 10/01/28) Long Debt US $4M 4M 0.06
PNC FINANCIAL SERVICES REGD V/R /PERP/ SER V 6.20000000 (PNC FINANCIAL SERVI V/R /PERP/) Long Debt US $2M 2M 0.02
PNC FINANCIAL SERVICES REGD V/R /PERP/ SER W 6.25000000 (PNC FINANCIAL SERVI V/R /PERP/) Long Debt US $1M 1M 0.02
PNC FINANCIAL SERVICES REGD V/R 5.49200000 (PNC FINANCIAL SER V/R 05/14/30) Long Debt US $1M 1M 0.01
POST HOLDINGS INC REGD 144A P/P 4.50000000 (POST HOLDINGS IN 4.5% 09/15/31) Long Debt US $2M 2M 0.02
POST HOLDINGS INC REGD 144A P/P 4.62500000 (POST HOLDINGS 4.625% 04/15/30) Long Debt US $2M 2M 0.03
POST HOLDINGS INC REGD 144A P/P 5.50000000 (POST HOLDINGS IN 5.5% 12/15/29) Long Debt US $2M 2M 0.03
POST HOLDINGS INC REGD 144A P/P 6.25000000 (POST HOLDINGS I 6.25% 02/15/32) Long Debt US $2M 2M 0.03
POSTE ITALIANE SPA /EUR/ REGD V/R /PERP/ REG S 2.62500000 (POSTE ITALIANE V/R /PERP//EUR/) Long Debt IT $94K 100K 0.00
PPF TELECOM GROUP BV /EUR/ REGD REG S EMTN 3.25000000 (PPF TELECO 3.25% 09/29/27/EUR/) Long Debt NL $9M 8M 0.12
PRA GROUP INC REGD 144A P/P 8.87500000 (PRA GROUP INC 8.875% 01/31/30) Long Debt US $858K 860K 0.01
PRAIRIE ACQUIROR LP REGD 144A P/P 9.00000000 (PRAIRIE ACQUIROR L 9% 08/01/29) Long Debt US $1M 1M 0.02
PRECISION DRILLING CORP REGD 144A P/P 6.87500000 (PRECISION DRIL 6.875% 01/15/29) Long Debt CA $3M 3M 0.03
PREMIER ENTERTAINMENT SU REGD 144A P/P 5.87500000 (PREMIER ENTERT 5.875% 09/01/31) Long Debt US $1M 2M 0.01
PRIME HEALTHCARE SERVICE REGD 144A P/P 7.25000000 (PRIME HEALTHCAR 7.25% 11/01/25) Long Debt US $2M 2M 0.03
PRIME SECSRVC BRW/FINANC REGD 144A P/P 6.25000000 (PRIME SECSRVC B 6.25% 01/15/28) Long Debt US $3M 3M 0.03
PRIMO WATER HOLDINGS INC /EUR/ REGD REG S 3.87500000 (PRIMO WAT 3.875% 10/31/28/EUR/) Long Debt US $4M 4M 0.05
PROGROUP AG /EUR/ REGD REG S 5.12500000 (PROGROUP 5.125% 04/15/29/EUR/) Long Debt DE $107K 100K 0.00
PROGROUP AG /EUR/ REGD REG S 5.37500000 (PROGROUP 5.375% 04/15/31/EUR/) Long Debt DE $137K 129K 0.00
PROSUS NV REGD 3.25700000 (PROSUS NV 3.257% 01/19/27) Long Debt NL $3M 3M 0.03
PROSUS NV REGD P/P 3.25700000 (PROSUS NV 3.257% 01/19/27) Long Debt NL $187K 200K 0.00
PROSUS NV REGD REG S 4.98700000 (PROSUS NV 4.987% 01/19/52) Long Debt NL $2M 3M 0.03
PROSUS NV REGD REG S EMTN 3.06100000 (PROSUS NV 3.061% 07/13/31) Long Debt NL $1M 2M 0.02
PT ADARO INDONESIA REGD REG S 4.25000000 (PT ADARO INDONE 4.25% 10/31/24) Long Debt ID $6M 6M 0.08
PT PAKUWON JATI REGD 4.87500000 (PT PAKUWON JAT 4.875% 04/29/28) Long Debt ID $942K 1M 0.01
PT PERTAMINA (PERSERO) REGD REG S EMTN 4.17500000 (PT PERTAMINA ( 4.175% 01/21/50) Long Debt ID $1M 2M 0.02
PT PERTAMINA (PERSERO) REGD REG S EMTN 6.50000000 (PT PERTAMINA (PE 6.5% 11/07/48) Long Debt ID $3M 3M 0.04
PUBLIC SERVICE ENTERPRIS REGD 5.85000000 (PUBLIC SERVICE 5.85% 11/15/27) Long Debt US $125K 123K 0.00
PUGET ENERGY INC REGD 3.65000000 (PUGET ENERGY IN 3.65% 05/15/25) Long Debt US $294K 300K 0.00
PVH CORP REGD SER WI 4.62500000 (PVH CORP 4.625% 07/10/25) Long Debt US $188K 190K 0.00
Q-PARK HOLDING I BV /EUR/ REGD REG S 5.12500000 (Q-PARK HO 5.125% 02/15/30/EUR/) Long Debt NL $222K 208K 0.00
Q-PARK HOLDING I BV /EUR/ REGD REG S 5.12500000 (Q-PARK HO 5.125% 03/01/29/EUR/) Long Debt NL $118K 110K 0.00
QATAR ENERGY REGD REG S 1.37500000 (QATAR ENERGY 1.375% 09/12/26) Long Debt QA $9M 10M 0.12
QATAR ENERGY REGD REG S 3.12500000 (QATAR ENERGY 3.125% 07/12/41) Long Debt QA $4M 6M 0.06
QATAR ENERGY REGD REG S 3.30000000 (QATAR ENERGY 3.3% 07/12/51) Long Debt QA $2M 4M 0.03
QORVO INC REGD 1.75000000 (QORVO INC 1.75% 12/15/24) Long Debt US $489K 500K 0.01
RACE POINT VIII CLO LTD SER 2013-8A CL AR2 V/R REGD 144A P/P 6.62735000 (RACEP 2013-8A AR V/R 02/20/30) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.03
RAD CLO 2 LTD SER 2018-2A CL AR V/R REGD 144A P/P 6.67017000 (RAD 2018-2A AR V/R 10/15/31) Long ABS-collateralized bond/debt obligation KY $186K 186K 0.00
RAD CLO 6 LTD SER 2019-6A CL A1 V/R REGD 144A P/P 6.96617000 (RAD 2019-6A A1 V/R 01/20/33) Long ABS-collateralized bond/debt obligation KY $440K 440K 0.01
RAD CLO 7 LTD SER 2020-7A CL A1R V/R REGD 144A P/P 6.66707000 (RAD 2020-7A A1R V/R 04/17/36) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.01
RADIAN GROUP INC REGD 6.20000000 (RADIAN GROUP INC 6.2% 05/15/29) Long Debt US $303K 300K 0.00
RADIATE HOLDCO / FINANCE REGD 144A P/P 4.50000000 (RADIATE HOLDCO / 4.5% 09/15/26) Long Debt US $3M 4M 0.04
RADIATE HOLDCO / FINANCE REGD 144A P/P 6.50000000 (RADIATE HOLDCO / 6.5% 09/15/28) Long Debt US $4M 9M 0.06
RAIN CII CARBON LLC/CII REGD 144A P/P 7.25000000 (RAIN CII CARBON 7.25% 04/01/25) Long Debt US $46K 47K 0.00
RAISING CANE'S RESTAURAN REGD 144A P/P 9.37500000 (RAISING CANE'S 9.375% 05/01/29) Long Debt US $698K 646K 0.01
RAKUTEN GROUP INC /EUR/ REGD V/R /PERP/ REG S 4.25000000 (RAKUTEN GROUP V/R /PERP//EUR/) Long Debt JP $5M 5M 0.06
RAKUTEN GROUP INC REGD 144A P/P 11.25000000 (RAKUTEN GROUP 11.25% 02/15/27) Long Debt JP $2M 2M 0.02
RAKUTEN GROUP INC REGD 144A P/P 9.75000000 (RAKUTEN GROUP I 9.75% 04/15/29) Long Debt JP $2M 2M 0.03
RAND PARENT LLC REGD 144A P/P 8.50000000 (RAND PARENT LLC 8.5% 02/15/30) Long Debt US $175K 173K 0.00
RANGE RESOURCES CORP REGD 144A P/P 4.75000000 (RANGE RESOURCES 4.75% 02/15/30) Long Debt US $141K 150K 0.00
RANGE RESOURCES CORP REGD 4.87500000 (RANGE RESOURCE 4.875% 05/15/25) Long Debt US $796K 801K 0.01
RANGE RESOURCES CORP REGD SER WI 8.25000000 (RANGE RESOURCES 8.25% 01/15/29) Long Debt US $529K 510K 0.01
RAPTOR ACQ/RAPTOR CO-ISS REGD 144A P/P 4.87500000 (RAPTOR ACQ/RAP 4.875% 11/01/26) Long Debt US $702K 725K 0.01
RCI BANQUE SA /EUR/ REGD V/R REG S 2.62500000 (RCI BANQUE S V/R 02/18/30/EUR/) Long Debt FR $631K 600K 0.01
RCI BANQUE SA /EUR/ REGD V/R REG S EMTN 0.00000000 (RCI BANQUE S V/R 10/09/34/EUR/) Long Debt FR $214K 200K 0.00
RCS & RDS SA /EUR/ REGD REG S 3.25000000 (RCS & RDS 3.25% 02/05/28/EUR/) Long Debt RO $300K 300K 0.00
REC LTD REGD REG S 3.50000000 (REC LTD 3.5% 12/12/24) Long Debt IN $2M 2M 0.03
REGAL REXNORD CORP REGD 6.05000000 (REGAL REXNORD C 6.05% 04/15/28) Long Debt US $1M 1M 0.02
REGAL REXNORD CORP REGD 6.05000000 (REGAL REXNORD C 6.05% 02/15/26) Long Debt US $114K 114K 0.00
REKEEP SPA /EUR/ REGD REG S 7.25000000 (REKEEP SPA 7.25% 02/01/26/EUR/) Long Debt IT $99K 100K 0.00
RENO DE MEDICI SPA /EUR/ REGD V/R 144A P/P 0.00000000 (RENO DE MEDI V/R 04/15/29/EUR/) Long Debt IT $15M 14M 0.20
REPSOL INTL FINANCE /EUR/ REGD V/R /PERP/ 4.24700000 (REPSOL INTL FI V/R /PERP//EUR/) Long Debt NL $195K 185K 0.00
REPUBLIC OF ANGOLA REGD REG S 9.37500000 (REPUBLIC OF AN 9.375% 05/08/48) Long Debt AO $3M 4M 0.04
REPUBLIC OF ANGOLA REGD REG S 9.50000000 (REPUBLIC OF ANGO 9.5% 11/12/25) Long Debt AO $2M 2M 0.03
REPUBLIC OF ANGOLA REGD REG S EMTN 8.00000000 (REPUBLIC OF ANGOLA 8% 11/26/29) Long Debt AO $7M 8M 0.09
REPUBLIC OF ARGENTINA REGD S/UP 3.50000000 (REPUBLIC OF ARGE S/UP 07/09/41) Long Debt AR $11M 29M 0.15
REPUBLIC OF ARMENIA REGD REG S 3.60000000 (REPUBLIC OF ARME 3.6% 02/02/31) Long Debt AM $1M 2M 0.02
REPUBLIC OF ARMENIA REGD REG S 3.95000000 (REPUBLIC OF ARM 3.95% 09/26/29) Long Debt AM $1M 2M 0.02
REPUBLIC OF CAMEROON /EUR/ REGD REG S 5.95000000 (REPUBLIC O 5.95% 07/07/32/EUR/) Long Debt CM $2M 2M 0.02
REPUBLIC OF CAMEROON REGD REG S 9.50000000 (REPUBLIC OF CAME 9.5% 11/19/25) Long Debt CM $525K 533K 0.01
REPUBLIC OF CHILE REGD 4.85000000 (REPUBLIC OF CHI 4.85% 01/22/29) Long Debt CL $16M 16M 0.21
REPUBLIC OF CHILE REGD 4.95000000 (REPUBLIC OF CHI 4.95% 01/05/36) Long Debt CL $3M 3M 0.03
REPUBLIC OF CHILE REGD 5.33000000 (REPUBLIC OF CHI 5.33% 01/05/54) Long Debt CL $1M 1M 0.02
REPUBLIC OF COLOMBIA REGD 3.87500000 (REPUBLIC OF CO 3.875% 04/25/27) Long Debt CO $2M 3M 0.03
REPUBLIC OF COLOMBIA REGD 5.00000000 (REPUBLIC OF COLOMB 5% 06/15/45) Long Debt CO $3M 5M 0.04
REPUBLIC OF COLOMBIA REGD 5.62500000 (REPUBLIC OF CO 5.625% 02/26/44) Long Debt CO $6M 8M 0.08
REPUBLIC OF COLOMBIA REGD 7.50000000 (REPUBLIC OF COLO 7.5% 02/02/34) Long Debt CO $5M 5M 0.07
REPUBLIC OF COLOMBIA REGD 8.00000000 (REPUBLIC OF COLOMB 8% 11/14/35) Long Debt CO $411K 400K 0.01
REPUBLIC OF COLOMBIA REGD 8.75000000 (REPUBLIC OF COL 8.75% 11/14/53) Long Debt CO $526K 500K 0.01
REPUBLIC OF ECUADOR REGD S/UP 6.00000000 (REPUBLIC OF ECUA S/UP 07/31/30) Long Debt EC $3M 4M 0.04
REPUBLIC OF ECUADOR REGD S/UP REG S 2.50000000 (REPUBLIC OF ECUA S/UP 07/31/40) Long Debt EC $3M 8M 0.05
REPUBLIC OF ECUADOR REGD S/UP REG S 3.50000000 (REPUBLIC OF ECUA S/UP 07/31/35) Long Debt EC $6M 11M 0.08
REPUBLIC OF EL SALVADOR REGD 7.62500000 (REPUBLIC OF EL 7.625% 09/21/34) Long Debt SV $3M 5M 0.04
REPUBLIC OF EL SALVADOR REGD 8.25000000 (REPUBLIC OF EL 8.25% 04/10/32) Long Debt SV $1M 2M 0.02
REPUBLIC OF EL SALVADOR REGD REG S 6.37500000 (REPUBLIC OF EL 6.375% 01/18/27) Long Debt SV $2M 2M 0.02
REPUBLIC OF EL SALVADOR REGD REG S 7.12460000 (REPUBLIC OF EL 7.124% 01/20/50) Long Debt SV $2M 3M 0.02
REPUBLIC OF GABON REGD 6.95000000 (REPUBLIC OF GAB 6.95% 06/16/25) Long Debt GA $1M 1M 0.01
REPUBLIC OF GABON REGD REG S 6.62500000 (REPUBLIC OF GA 6.625% 02/06/31) Long Debt GA $750K 1M 0.01
REPUBLIC OF GHANA REGD REG S 10.75000000 (REPUBLIC OF GH 10.75% 10/14/30) Long Debt GH $10M 15M 0.14
REPUBLIC OF GUATEMALA REGD REG S 4.37500000 (REPUBLIC OF GU 4.375% 06/05/27) Long Debt GT $7M 8M 0.10
REPUBLIC OF GUATEMALA REGD REG S 5.37500000 (REPUBLIC OF GU 5.375% 04/24/32) Long Debt GT $3M 3M 0.04
REPUBLIC OF GUATEMALA REGD REG S 6.60000000 (REPUBLIC OF GUAT 6.6% 06/13/36) Long Debt GT $3M 3M 0.04
REPUBLIC OF INDONESIA REGD 6.62500000 (REPUBLIC OF IN 6.625% 02/17/37) Long Debt ID $3M 2M 0.04
REPUBLIC OF INDONESIA REGD REG S EMTN 4.75000000 (REPUBLIC OF IND 4.75% 07/18/47) Long Debt ID $1M 1M 0.02
REPUBLIC OF IRAQ REGD 5.80000000 (REPUBLIC OF IRAQ 5.8% 01/15/28) Long Debt IQ $747K 800K 0.01
REPUBLIC OF KENYA REGD 144A P/P 9.75000000 (REPUBLIC OF KEN 9.75% 02/16/31) Long Debt KE $3M 3M 0.04
REPUBLIC OF KENYA REGD 7.25000000 (REPUBLIC OF KEN 7.25% 02/28/28) Long Debt KE $3M 3M 0.04
REPUBLIC OF KENYA REGD REG S 7.00000000 (REPUBLIC OF KENYA 7% 05/22/27) Long Debt KE $4M 5M 0.06
REPUBLIC OF KENYA REGD REG S 8.00000000 (REPUBLIC OF KENYA 8% 05/22/32) Long Debt KE $1M 2M 0.02
REPUBLIC OF MONTENEGRO REGD 144A P/P 7.25000000 (REPUBLIC OF MON 7.25% 03/12/31) Long Debt ME $3M 3M 0.03
REPUBLIC OF NIGERIA REGD REG S 7.62500000 (REPUBLIC OF NI 7.625% 11/21/25) Long Debt NG $200K 200K 0.00
REPUBLIC OF NIGERIA REGD REG S EMTN 7.37500000 (REPUBLIC OF NI 7.375% 09/28/33) Long Debt NG $7M 8M 0.09
REPUBLIC OF NIGERIA REGD REG S EMTN 8.37500000 (REPUBLIC OF NI 8.375% 03/24/29) Long Debt NG $7M 7M 0.09
REPUBLIC OF PANAMA REGD 3.16000000 (REPUBLIC OF PAN 3.16% 01/23/30) Long Debt PA $674K 800K 0.01
REPUBLIC OF PANAMA REGD 3.75000000 (REPUBLIC OF PAN 3.75% 03/16/25) Long Debt PA $915K 931K 0.01
REPUBLIC OF PANAMA REGD 4.50000000 (REPUBLIC OF PANA 4.5% 04/01/56) Long Debt PA $7M 11M 0.09
REPUBLIC OF PANAMA REGD 6.85300000 (REPUBLIC OF PA 6.853% 03/28/54) Long Debt PA $1M 1M 0.02
REPUBLIC OF PANAMA REGD 7.50000000 (REPUBLIC OF PANA 7.5% 03/01/31) Long Debt PA $1M 1M 0.02
REPUBLIC OF PANAMA REGD 7.87500000 (REPUBLIC OF PA 7.875% 03/01/57) Long Debt PA $934K 900K 0.01
REPUBLIC OF PANAMA REGD 8.00000000 (REPUBLIC OF PANAMA 8% 03/01/38) Long Debt PA $738K 700K 0.01
REPUBLIC OF PANAMA REGD 8.87500000 (REPUBLIC OF PA 8.875% 09/30/27) Long Debt PA $20M 19M 0.27
REPUBLIC OF PARAGUAY /PYG/ REGD 144A P/P 7.90000000 (REPUBLIC OF 7.9% 02/09/31/PYG/) Long Debt PY $1M 10B 0.02
REPUBLIC OF PARAGUAY REGD 144A P/P 6.00000000 (REPUBLIC OF PARAGU 6% 02/09/36) Long Debt PY $402K 400K 0.01
REPUBLIC OF PARAGUAY REGD 5.40000000 (REPUBLIC OF PARA 5.4% 03/30/50) Long Debt PY $2M 2M 0.02
REPUBLIC OF PARAGUAY REGD REG S 5.85000000 (REPUBLIC OF PAR 5.85% 08/21/33) Long Debt PY $4M 4M 0.06
REPUBLIC OF PERU /PEN/ REGD P/P 6.90000000 (REPUBLIC OF 6.9% 08/12/37/PEN/) Long Debt PE $2M 6M 0.02
REPUBLIC OF PERU /PEN/ REGD REG S 6.95000000 (REPUBLIC O 6.95% 08/12/31/PEN/) Long Debt PE $1M 4M 0.01
REPUBLIC OF PERU REGD 3.23000000 (REPUBLIC OF PER 3.23% 07/28/21) Long Debt PE $2M 3M 0.02
REPUBLIC OF PERU REGD 3.60000000 (REPUBLIC OF PERU 3.6% 01/15/72) Long Debt PE $3M 4M 0.04
REPUBLIC OF PERU REGD 6.55000000 (REPUBLIC OF PER 6.55% 03/14/37) Long Debt PE $9M 8M 0.12
REPUBLIC OF PHILIPPINES REGD 2.95000000 (REPUBLIC OF PHI 2.95% 05/05/45) Long Debt PH $2M 2M 0.02
REPUBLIC OF PHILIPPINES REGD 3.70000000 (REPUBLIC OF PHIL 3.7% 03/01/41) Long Debt PH $2M 3M 0.03
REPUBLIC OF PHILIPPINES REGD 6.37500000 (REPUBLIC OF PH 6.375% 10/23/34) Long Debt PH $1M 1M 0.02
REPUBLIC OF PHILIPPINES REGD 6.37500000 (REPUBLIC OF PH 6.375% 10/23/34) Long Debt PH $109K 100K 0.00
REPUBLIC OF POLAND REGD 5.50000000 (REPUBLIC OF POLA 5.5% 04/04/53) Long Debt PL $7M 7M 0.09
REPUBLIC OF SENEGAL /EUR/ REGD REG S 4.75000000 (REPUBLIC O 4.75% 03/13/28/EUR/) Long Debt SN $889K 900K 0.01
REPUBLIC OF SENEGAL /EUR/ REGD REG S 5.37500000 (REPUBLIC 5.375% 06/08/37/EUR/) Long Debt SN $3M 4M 0.04
REPUBLIC OF SENEGAL REGD REG S 6.25000000 (REPUBLIC OF SEN 6.25% 05/23/33) Long Debt SN $1M 1M 0.02
REPUBLIC OF SERBIA /EUR/ REGD REG S EMTN 2.05000000 (REPUBLIC O 2.05% 09/23/36/EUR/) Long Debt RS $3M 4M 0.04
REPUBLIC OF SERBIA REGD 144A P/P 6.00000000 (REPUBLIC OF SERBIA 6% 06/12/34) Long Debt RS $1M 1M 0.02
REPUBLIC OF SERBIA REGD 6.50000000 (REPUBLIC OF SERB 6.5% 09/26/33) Long Debt RS $1M 1M 0.01
REPUBLIC OF SERBIA REGD REG S 6.25000000 (REPUBLIC OF SER 6.25% 05/26/28) Long Debt RS $4M 4M 0.05
REPUBLIC OF SLOVENIA REGD REG S 5.00000000 (REPUBLIC OF SLOVEN 5% 09/19/33) Long Debt SI $2M 2M 0.03
REPUBLIC OF SOUTH AFRICA REGD 4.85000000 (REPUBLIC OF SOU 4.85% 09/30/29) Long Debt ZA $5M 5M 0.06
REPUBLIC OF SOUTH AFRICA REGD 5.75000000 (REPUBLIC OF SOU 5.75% 09/30/49) Long Debt ZA $1M 2M 0.02
REPUBLIC OF SOUTH AFRICA REGD 7.30000000 (REPUBLIC OF SOUT 7.3% 04/20/52) Long Debt ZA $3M 3M 0.04
REPUBLIC OF SRI LANKA REGD 144A P/P 6.20000000 (REPUBLIC OF SRI 6.2% 05/11/27) Long Debt LK $9M 16M 0.12
REPUBLIC OF SRI LANKA REGD REG S 5.75000000 (REPUBLIC OF SRI 5.75% 04/18/23) Long Debt LK $1M 3M 0.02
REPUBLIC OF SRI LANKA REGD REG S 6.20000000 (REPUBLIC OF SRI 6.2% 05/11/27) Long Debt LK $2M 4M 0.03
REPUBLIC OF SRI LANKA REGD REG S 6.75000000 (REPUBLIC OF SRI 6.75% 04/18/28) Long Debt LK $5M 9M 0.07
REPUBLIC OF SRI LANKA REGD REG S 6.85000000 (REPUBLIC OF SRI 6.85% 03/14/24) Long Debt LK $9M 16M 0.12
REPUBLIC OF SRI LANKA REGD REG S 6.85000000 (REPUBLIC OF SRI 6.85% 11/03/25) Long Debt LK $7M 11M 0.09
REPUBLIC OF SRI LANKA REGD REG S 7.55000000 (REPUBLIC OF SRI 7.55% 03/28/30) Long Debt LK $1M 2M 0.02
REPUBLIC OF SRI LANKA REGD REG S 7.85000000 (REPUBLIC OF SRI 7.85% 03/14/29) Long Debt LK $3M 5M 0.04
REPUBLIC OF TURKIYE REGD 5.75000000 (REPUBLIC OF TUR 5.75% 05/11/47) Long Debt TR $4M 5M 0.05
REPUBLIC OF TURKIYE REGD 6.87500000 (REPUBLIC OF TU 6.875% 03/17/36) Long Debt TR $7M 7M 0.09
REPUBLIC OF TURKIYE REGD 7.62500000 (REPUBLIC OF TU 7.625% 05/15/34) Long Debt TR $7M 7M 0.09
REPUBLIC OF TURKIYE REGD 9.37500000 (REPUBLIC OF TU 9.375% 03/14/29) Long Debt TR $3M 3M 0.05
REPUBLIC OF UZBEKISTAN REGD REG S 3.90000000 (REPUBLIC OF UZBE 3.9% 10/19/31) Long Debt UZ $2M 3M 0.03
REPUBLICA ORIENT URUGUAY REGD 5.10000000 (REPUBLICA ORIENT 5.1% 06/18/50) Long Debt UY $3M 4M 0.05
REPUBLICA ORIENT URUGUAY REGD 5.75000000 (REPUBLICA ORIEN 5.75% 10/28/34) Long Debt UY $3M 3M 0.04
RESIDEO FUNDING INC REGD 144A P/P 4.00000000 (RESIDEO FUNDING IN 4% 09/01/29) Long Debt US $192K 218K 0.00
REWORLD HOLDING CORP REGD 144A P/P 4.87500000 (REWORLD HOLDIN 4.875% 12/01/29) Long Debt US $3M 3M 0.04
REWORLD HOLDING CORP REGD 5.00000000 (REWORLD HOLDING CO 5% 09/01/30) Long Debt US $706K 781K 0.01
REYNOLDS AMERICAN INC REGD 4.45000000 (REYNOLDS AMERIC 4.45% 06/12/25) Long Debt US $173K 175K 0.00
RHP HOTEL PPTY/RHP FINAN REGD 144A P/P 4.50000000 (RHP HOTEL PPTY/R 4.5% 02/15/29) Long Debt US $4M 4M 0.05
RHP HOTEL PPTY/RHP FINAN REGD 144A P/P 6.50000000 (RHP HOTEL PPTY/R 6.5% 04/01/32) Long Debt US $8M 8M 0.10
RHP HOTEL PPTY/RHP FINAN REGD 144A P/P 7.25000000 (RHP HOTEL PPTY/ 7.25% 07/15/28) Long Debt US $915K 885K 0.01
RHP HOTEL PPTY/RHP FINAN REGD SER WI 4.75000000 (RHP HOTEL PPTY/ 4.75% 10/15/27) Long Debt US $2M 2M 0.03
RIO OIL FINANCE TRUST REGD 144A P/P 8.20000000 (RIO OIL FINANCE 8.2% 04/06/28) Long Debt US $739K 728K 0.01
RIO OIL FINANCE TRUST REGD REG S 9.75000000 (RIO OIL FINANCE 9.75% 01/06/27) Long Debt US $857K 830K 0.01
RITCHIE BROS HLDGS INC REGD 144A P/P 6.75000000 (RITCHIE BROS HL 6.75% 03/15/28) Long Debt US $356K 350K 0.00
RITCHIE BROS HLDGS INC REGD 144A P/P 7.75000000 (RITCHIE BROS HL 7.75% 03/15/31) Long Debt US $914K 875K 0.01
RKPF OVERSEAS 2020 A LTD REGD REG S 5.12500000 (RKPF OVERSEAS 5.125% 07/26/26) Long Debt VG $3M 9M 0.04
RLJ LODGING TRUST LP REGD 144A P/P 4.00000000 (RLJ LODGING TRUST 4% 09/15/29) Long Debt US $140K 159K 0.00
ROCKCLIFF ENERGY II LLC REGD 144A P/P 5.50000000 (ROCKCLIFF ENERGY 5.5% 10/15/29) Long Debt US $2M 2M 0.03
ROCKETMTGE CO-ISSUER INC REGD 144A P/P 3.62500000 (ROCKETMTGE CO- 3.625% 03/01/29) Long Debt US $1M 1M 0.01
ROCKETMTGE CO-ISSUER INC REGD 144A P/P 3.87500000 (ROCKETMTGE CO- 3.875% 03/01/31) Long Debt US $4M 5M 0.05
ROCKETMTGE CO-ISSUER INC REGD P/P 2.87500000 (ROCKETMTGE CO- 2.875% 10/15/26) Long Debt US $6M 6M 0.08
ROCKETMTGE CO-ISSUER INC REGD P/P 4.00000000 (ROCKETMTGE CO-ISSU 4% 10/15/33) Long Debt US $937K 1M 0.01
ROCKIES EXPRESS PIPELINE REGD 144A P/P 3.60000000 (ROCKIES EXPRESS 3.6% 05/15/25) Long Debt US $977K 1M 0.01
ROCKIES EXPRESS PIPELINE REGD 144A P/P 4.95000000 (ROCKIES EXPRESS 4.95% 07/15/29) Long Debt US $172K 183K 0.00
ROCKIES EXPRESS PIPELINE REGD P/P 6.87500000 (ROCKIES EXPRES 6.875% 04/15/40) Long Debt US $693K 725K 0.01
ROCKIES EXPRESS PIPELINE REGD P/P 7.50000000 (ROCKIES EXPRESS 7.5% 07/15/38) Long Debt US $1M 1M 0.02
ROLLER BEARING CO OF AME REGD 144A P/P 4.37500000 (ROLLER BEARING 4.375% 10/15/29) Long Debt US $1M 1M 0.02
ROLLS-ROYCE PLC REGD 144A P/P 5.75000000 (ROLLS-ROYCE PLC 5.75% 10/15/27) Long Debt GB $402K 400K 0.01
ROLLS-ROYCE PLC REGD P/P 3.62500000 (ROLLS-ROYCE PL 3.625% 10/14/25) Long Debt GB $194K 200K 0.00
ROMANIA /EUR/ REGD REG S 2.62500000 (ROMANIA 2.625% 12/02/40/EUR/) Long Debt RO $3M 4M 0.04
ROMANIA /EUR/ REGD REG S EMTN 2.12400000 (ROMANIA 2.124% 07/16/31/EUR/) Long Debt RO $2M 2M 0.03
ROMANIA /EUR/ REGD REG S EMTN 2.12500000 (ROMANIA 2.125% 03/07/28/EUR/) Long Debt RO $5M 5M 0.06
ROMANIA /EUR/ REGD REG S EMTN 6.37500000 (ROMANIA 6.375% 09/18/33/EUR/) Long Debt RO $3M 3M 0.04
ROMANIA REGD 144A P/P 5.87500000 (ROMANIA 5.875% 01/30/29) Long Debt RO $2M 2M 0.03
ROMANIA REGD 144A P/P 6.37500000 (ROMANIA 6.375% 01/30/34) Long Debt RO $2M 2M 0.02
ROMANIA REGD EMTN 6.12500000 (ROMANIA 6.125% 01/22/44) Long Debt RO $759K 800K 0.01
ROMANIA REGD REG S 5.87500000 (ROMANIA 5.875% 01/30/29) Long Debt RO $397K 400K 0.01
ROMANIA REGD REG S 6.37500000 (ROMANIA 6.375% 01/30/34) Long Debt RO $1M 1M 0.02
ROMANIA REGD REG S 6.62500000 (ROMANIA 6.625% 02/17/28) Long Debt RO $2M 2M 0.02
ROSSINI SARL /EUR/ REGD REG S 6.75000000 (ROSSINI SA 6.75% 10/30/25/EUR/) Long Debt LU $5M 5M 0.07
ROYAL CAPITAL BV REGD V/R /PERP/ REG S 5.00000000 (ROYAL CAPITAL BV V/R /PERP/) Long Debt NL $6M 6M 0.08
ROYAL CARIBBEAN CRUISES REGD 144A P/P 4.25000000 (ROYAL CARIBBEAN 4.25% 07/01/26) Long Debt LR $570K 589K 0.01
ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.37500000 (ROYAL CARIBBEA 5.375% 07/15/27) Long Debt LR $2M 2M 0.02
ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.50000000 (ROYAL CARIBBEAN 5.5% 04/01/28) Long Debt LR $5M 5M 0.06
ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.50000000 (ROYAL CARIBBEAN 5.5% 08/31/26) Long Debt LR $420K 425K 0.01
ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.25000000 (ROYAL CARIBBEAN 6.25% 03/15/32) Long Debt LR $2M 2M 0.03
ROYAL CARIBBEAN CRUISES REGD 144A P/P 7.25000000 (ROYAL CARIBBEAN 7.25% 01/15/30) Long Debt LR $2M 2M 0.03
ROYAL CARIBBEAN CRUISES REGD 144A P/P 8.25000000 (ROYAL CARIBBEAN 8.25% 01/15/29) Long Debt LR $272K 258K 0.00
ROYAL CARIBBEAN CRUISES REGD 144A P/P 9.25000000 (ROYAL CARIBBEAN 9.25% 01/15/29) Long Debt LR $2M 2M 0.02
RR 24 LTD SER 2022-24A CL A1AR V/R REGD 144A P/P 7.05856000 (RRAM 2022-24A A1 V/R 01/15/36) Long ABS-collateralized bond/debt obligation BM $452K 450K 0.01
RR 8 LTD SER 2020-8A CL A1R V/R REGD 144A P/P 6.67477000 (RRAM 2020-8A A1R V/R 07/15/37) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.02
RUTAS 2 & 7 FINANCE LTD REGD ZCP REG S 0.00000000 (RUTAS 2 & 7 FINAN ZCP 09/30/36) Long Debt KY $1M 2M 0.02
RXO INC REGD 144A P/P 7.50000000 (RXO INC 7.5% 11/15/27) Long Debt US $3M 3M 0.04
RYAN SPECIALTY GROUP REGD 144A P/P 4.37500000 (RYAN SPECIALTY 4.375% 02/01/30) Long Debt US $719K 776K 0.01
RYDER SYSTEM INC REGD MTN 5.30000000 (RYDER SYSTEM INC 5.3% 03/15/27) Long Debt US $95K 95K 0.00
RYDER SYSTEM INC REGD MTN 5.50000000 (RYDER SYSTEM INC 5.5% 06/01/29) Long Debt US $143K 142K 0.00
SABAL TRAIL TRANS REGD 144A P/P 4.24600000 (SABAL TRAIL TR 4.246% 05/01/28) Long Debt US $771K 800K 0.01
SABINE PASS LIQUEFACTION REGD 5.87500000 (SABINE PASS LI 5.875% 06/30/26) Long Debt US $251K 250K 0.00
SABRA HEALTH CARE LP REGD SER WI 5.12500000 (SABRA HEALTH C 5.125% 08/15/26) Long Debt US $246K 250K 0.00
SABRE GLBL INC REGD 144A P/P 11.25000000 (SABRE GLBL INC 11.25% 12/15/27) Long Debt US $146K 150K 0.00
SABRE GLBL INC REGD 144A P/P 8.62500000 (SABRE GLBL INC 8.625% 06/01/27) Long Debt US $3M 3M 0.04
SALINI SPA /EUR/ REGD REG S CONVERTIBLE 4.00000000 (SALINI SPA 4% 05/30/28/EUR/) Long Debt IT $105K 100K 0.00
SALLY HOLDINGS/SALLY CAP REGD 6.75000000 (SALLY HOLDINGS/ 6.75% 03/01/32) Long Debt US $4M 4M 0.05
SAMHALLSBYGGNADSBOLAGET /EUR/ REGD /PERP/ REG S SER * 2.62400000 (SAMHALLSBYG 2.624% /PERP//EUR/) Long Debt SE $4M 10M 0.05
SAMHALLSBYGGNADSBOLAGET /EUR/ REGD REG S EMTN 2.25000000 (SAMHALLSBY 2.25% 08/12/27/EUR/) Long Debt SE $7M 9M 0.09
SAMHALLSBYGGNADSBOLAGET /EUR/ REGD S/UP REG S EMTN 2.37500000 (SAMHALLSBYG S/UP 09/04/26/EUR/) Long Debt SE $6M 8M 0.08
SAN MIGUEL CORP REGD V/R /PERP/ REG S EMTN 5.50000000 (SAN MIGUEL CORP V/R /PERP/) Long Debt PH $4M 4M 0.06
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-7 SER 2022-7 CL C REGD 6.69000000 (SDART 2022-7 C 6.69% 11/16/26) Long ABS-collateralized bond/debt obligation US $947K 930K 0.01
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 SER 2023-2 CL A3 REGD 5.21000000 (SDART 2023-2 A 5.21% 07/15/25) Long ABS-collateralized bond/debt obligation US $602K 604K 0.01
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3 SER 2023-3 CL A3 REGD 5.61000000 (SDART 2023-3 A 5.61% 10/15/25) Long ABS-collateralized bond/debt obligation US $700K 700K 0.01
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3 SER 2023-3 CL C REGD 5.77000000 (SDART 2023-3 C 5.77% 08/16/27) Long ABS-collateralized bond/debt obligation US $383K 380K 0.01
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1 SER 2024-1 CL A2 REGD 5.71000000 (SDART 2024-1 A 5.71% 06/15/25) Long ABS-collateralized bond/debt obligation US $329K 329K 0.00
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL A3 REGD 5.63000000 (SDART 2024-2 A 5.63% 08/15/26) Long ABS-collateralized bond/debt obligation US $662K 660K 0.01
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL B REGD 5.78000000 (SDART 2024-2 B 5.78% 04/15/27) Long ABS-collateralized bond/debt obligation US $1M 1M 0.02
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SER 2024-3 CL B REGD 5.55000000 (SDART 2024-3 B 5.55% 06/15/27) Long ABS-collateralized bond/debt obligation US $326K 325K 0.00
SANTANDER HOLDINGS USA REGD V/R 5.80700000 (SANTANDER HOLDING V/R 09/09/26) Long Debt US $57K 57K 0.00
SANTANDER UK GROUP HLDGS REGD 144A P/P MTN 4.75000000 (SANTANDER UK GR 4.75% 09/15/25) Long Debt GB $197K 200K 0.00
SANTOS FINANCE LTD REGD 144A P/P 6.87500000 (SANTOS FINANCE 6.875% 09/19/33) Long Debt AU $212K 200K 0.00
SASOL FINANCING USA LLC REGD REG S 8.75000000 (SASOL FINANCING 8.75% 05/03/29) Long Debt US $3M 3M 0.04
SATURN OIL & GAS INC REGD 144A P/P 9.62500000 (SATURN OIL & G 9.625% 06/15/29) Long Debt CA $1M 1M 0.02
SAUDI INTERNATIONAL BOND REGD EMTN 3.75000000 (SAUDI INTERNATI 3.75% 01/21/55) Long Debt SA $4M 6M 0.06
SAUDI INTERNATIONAL BOND REGD REG S EMTN 3.25000000 (SAUDI INTERNATI 3.25% 10/22/30) Long Debt SA $5M 6M 0.07
SAUDI INTERNATIONAL BOND REGD REG S EMTN 3.45000000 (SAUDI INTERNATI 3.45% 02/02/61) Long Debt SA $4M 6M 0.05
SAUDI INTERNATIONAL BOND REGD REG S EMTN 4.37500000 (SAUDI INTERNAT 4.375% 04/16/29) Long Debt SA $6M 6M 0.08
SAUDI INTERNATIONAL BOND REGD REG S EMTN 5.00000000 (SAUDI INTERNATIONA 5% 01/16/34) Long Debt SA $3M 3M 0.04
SAUDI INTERNATIONAL BOND REGD REG S EMTN 5.75000000 (SAUDI INTERNATI 5.75% 01/16/54) Long Debt SA $2M 2M 0.02
SBA COMMUNICATIONS CORP REGD 3.87500000 (SBA COMMUNICAT 3.875% 02/15/27) Long Debt US $2M 2M 0.03
SBA COMMUNICATIONS CORP REGD SER WI 3.12500000 (SBA COMMUNICAT 3.125% 02/01/29) Long Debt US $6M 6M 0.07
SBB TREASURY OYJ /EUR/ REGD REG S EMTN 1.12500000 (SBB TREAS 1.125% 11/26/29/EUR/) Long Debt FI $3M 5M 0.05
SBNA AUTO LEASE TRUST 2024-A SER 2024-A CL A3 REGD 144A P/P 5.39000000 (SBALT 2024-A A 5.39% 03/20/26) Long ABS-collateralized bond/debt obligation US $374K 375K 0.00
SBNA AUTO LEASE TRUST 2024-B SER 2024-B CL A2 REGD 144A P/P 5.67000000 (SBALT 2024-B A 5.67% 10/20/25) Long ABS-collateralized bond/debt obligation US $450K 450K 0.01
SBNA AUTO LEASE TRUST 2024-B SER 2024-B CL A3 REGD 144A P/P 5.56000000 (SBALT 2024-B A 5.56% 09/21/26) Long ABS-collateralized bond/debt obligation US $571K 570K 0.01
SC GAMES HOLDIN/US FINCO REGD 144A P/P 6.62500000 (SC GAMES HOLDI 6.625% 03/01/30) Long Debt US $3M 3M 0.04
SCF EQUIPMENT LEASING 2021-1 LLC SER 2021-1A CL A3 REGD 144A P/P 0.83000000 (SCFET 2021-1A 0.83% 08/21/28) Long ABS-collateralized bond/debt obligation US $47K 47K 0.00
SCF EQUIPMENT LEASING 2021-1 LLC SER 2021-1A CL B REGD 144A P/P 1.37000000 (SCFET 2021-1A 1.37% 08/20/29) Long ABS-collateralized bond/debt obligation US $972K 1M 0.01
SCF EQUIPMENT LEASING 2024-1 LLC SER 2024-1A CL A3 REGD 144A 5.52000000 (SCFET 2024-1A 5.52% 10/20/28) Long ABS-collateralized bond/debt obligation US $146K 145K 0.00
SCHAEFFLER AG /EUR/ REGD REG S EMTN 2.75000000 (SCHAEFFLER 2.75% 10/12/25/EUR/) Long Debt DE $11M 10M 0.14
SCHAEFFLER AG /EUR/ REGD REG S EMTN 4.50000000 (SCHAEFFLER 4.5% 08/14/26/EUR/) Long Debt DE $108K 100K 0.00
SCHAEFFLER AG /EUR/ REGD REG S EMTN 4.75000000 (SCHAEFFLER 4.75% 08/14/29/EUR/) Long Debt DE $108K 100K 0.00
SCIL IV LLC / SCIL USA H /EUR/ REGD REG S 9.50000000 (SCIL IV LLC 9.5% 07/15/28/EUR/) Long Debt US $233K 201K 0.00
SCIL IV LLC / SCIL USA H /EUR/ REGD V/R REG S 8.21000000 (SCIL IV LLC V/R 11/01/26/EUR/) Long Debt US $108K 100K 0.00
SCIL IV LLC / SCIL USA H REGD 144A P/P 5.37500000 (SCIL IV LLC / 5.375% 11/01/26) Long Debt US $510K 527K 0.01
SCOTTS MIRACLE-GRO CO REGD 4.37500000 (SCOTTS MIRACLE 4.375% 02/01/32) Long Debt US $6M 7M 0.08
SCOTTS MIRACLE-GRO CO REGD SER WI 4.00000000 (SCOTTS MIRACLE-GRO 4% 04/01/31) Long Debt US $2M 2M 0.03
SCOTTS MIRACLE-GRO CO REGD SER WI 4.50000000 (SCOTTS MIRACLE-G 4.5% 10/15/29) Long Debt US $2M 2M 0.02
SEADRILL FINANCE LTD REGD 144A P/P 8.37500000 (SEADRILL FINAN 8.375% 08/01/30) Long Debt BM $951K 910K 0.01
SEAGATE HDD CAYMAN REGD 8.25000000 (SEAGATE HDD CAY 8.25% 12/15/29) Long Debt KY $5M 4M 0.06
SEAGATE HDD CAYMAN REGD 8.50000000 (SEAGATE HDD CAYM 8.5% 07/15/31) Long Debt KY $2M 2M 0.03
SEALED AIR CORP REGD 144A P/P 4.00000000 (SEALED AIR CORP 4% 12/01/27) Long Debt US $84K 89K 0.00
SEALED AIR CORP REGD 144A P/P 5.00000000 (SEALED AIR CORP 5% 04/15/29) Long Debt US $254K 267K 0.00
SEALED AIR CORP REGD 144A P/P 6.50000000 (SEALED AIR CORP 6.5% 07/15/32) Long Debt US $1M 1M 0.02
SEALED AIR/SEALED AIR US REGD 144A P/P 6.12500000 (SEALED AIR/SEA 6.125% 02/01/28) Long Debt US $374K 375K 0.00
SEALED AIR/SEALED AIR US REGD 144A P/P 7.25000000 (SEALED AIR/SEAL 7.25% 02/15/31) Long Debt US $2M 2M 0.03
SEASPAN CORP REGD REG S 5.50000000 (SEASPAN CORP 5.5% 08/01/29) Long Debt MH $2M 2M 0.03
SEAZEN GROUP LTD REGD REG S 4.45000000 (SEAZEN GROUP LT 4.45% 07/13/25) Long Debt KY $2M 3M 0.03
SENSATA TECH INC REGD 144A P/P 4.37500000 (SENSATA TECH I 4.375% 02/15/30) Long Debt US $3M 4M 0.04
SENSATA TECHNOLOGIES BV REGD 144A P/P 4.00000000 (SENSATA TECHNOLOGI 4% 04/15/29) Long Debt NL $68K 74K 0.00
SENSATA TECHNOLOGIES BV REGD P/P 5.00000000 (SENSATA TECHNOLOGI 5% 10/01/25) Long Debt NL $743K 737K 0.01
SENSATA TECHNOLOGIES INC REGD 144A P/P 3.75000000 (SENSATA TECHNOL 3.75% 02/15/31) Long Debt US $862K 990K 0.01
SENSATA TECHNOLOGIES INC REGD 144A P/P 6.62500000 (SENSATA TECHNO 6.625% 07/15/32) Long Debt US $2M 2M 0.03
SERVICE CORP INTL REGD 3.37500000 (SERVICE CORP I 3.375% 08/15/30) Long Debt US $671K 770K 0.01
SERVICE CORP INTL REGD 4.00000000 (SERVICE CORP INTL 4% 05/15/31) Long Debt US $3M 3M 0.04
SERVICE CORP INTL REGD 5.12500000 (SERVICE CORP I 5.125% 06/01/29) Long Debt US $943K 970K 0.01
SERVICE CORP INTL REGD 7.50000000 (SERVICE CORP INT 7.5% 04/01/27) Long Debt US $673K 650K 0.01
SERVICE PROPERTIES TRUST REGD 144A P/P 8.62500000 (SERVICE PROPER 8.625% 11/15/31) Long Debt US $12M 11M 0.15
SERVICE PROPERTIES TRUST REGD 8.87500000 (SERVICE PROPER 8.875% 06/15/32) Long Debt US $3M 3M 0.04
SES SA /EUR/ REGD V/R /PERP/ REG S 2.87500000 (SES SA V/R /PERP//EUR/) Long Debt LU $101K 100K 0.00
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2023-1A CL A3 REGD 144A P/P 5.47000000 (SFAST 2023-1A 5.47% 12/20/26) Long ABS-collateralized bond/debt obligation US $716K 715K 0.01
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2024-1A CL A3 REGD 144A P/P 4.95000000 (SFAST 2024-1A 4.95% 05/21/29) Long ABS-collateralized bond/debt obligation US $239K 240K 0.00
SGL GROUP APS /EUR/ REGD V/R 8.64700000 (SGL GROUP AP V/R 04/22/30/EUR/) Long Debt DK $281K 260K 0.00
SHEA HOMES LP/FNDG CP REGD 4.75000000 (SHEA HOMES LP/F 4.75% 02/15/28) Long Debt US $4M 4M 0.05
SHEA HOMES LP/FNDG CP REGD 4.75000000 (SHEA HOMES LP/F 4.75% 04/01/29) Long Debt US $418K 450K 0.01
SHIFT4 PAYMENTS INC REGD ZCP CONVERTIBLE 0.00000000 (SHIFT4 PAYMENTS I ZCP 12/15/25) Long Debt US $336K 292K 0.00
SHIFT4 PAYMENTS LLC/FIN REGD 144A P/P 4.62500000 (SHIFT4 PAYMENT 4.625% 11/01/26) Long Debt US $3M 3M 0.04
SHRIRAM FINANCE LTD REGD REG S EMTN 4.15000000 (SHRIRAM FINANCE 4.15% 07/18/25) Long Debt IN $3M 3M 0.04
SHUI ON DEVELOPMENT HLDG REGD 5.50000000 (SHUI ON DEVELOPM 5.5% 03/03/25) Long Debt KY $821K 1M 0.01
SHUI ON DEVELOPMENT HLDG REGD REG S 5.50000000 (SHUI ON DEVELOPM 5.5% 06/29/26) Long Debt KY $3M 4M 0.04
SHUI ON DEVELOPMENT HLDG REGD REG S 6.15000000 (SHUI ON DEVELOP 6.15% 08/24/24) Long Debt KY $572K 600K 0.01
SIMMONS FOOD INC/SIMMONS REGD 144A P/P 4.62500000 (SIMMONS FOOD I 4.625% 03/01/29) Long Debt US $1M 1M 0.01
SINCLAIR TELEVISION GROU REGD 144A P/P 5.12500000 (SINCLAIR TELEV 5.125% 02/15/27) Long Debt US $2M 2M 0.02
SINGAPORE AIRLINES LTD REGD EMTN 3.00000000 (SINGAPORE AIRLINES 3% 07/20/26) Long Debt SG $2M 2M 0.03
SINGAPORE AIRLINES LTD REGD EMTN 3.37500000 (SINGAPORE AIRL 3.375% 01/19/29) Long Debt SG $2M 2M 0.03
SIRIUS XM RADIO INC REGD 144A P/P 3.12500000 (SIRIUS XM RADI 3.125% 09/01/26) Long Debt US $2M 2M 0.03
SIRIUS XM RADIO INC REGD 144A P/P 4.00000000 (SIRIUS XM RADIO IN 4% 07/15/28) Long Debt US $335K 371K 0.00
SIRIUS XM RADIO INC REGD 144A P/P 5.00000000 (SIRIUS XM RADIO IN 5% 08/01/27) Long Debt US $6M 6M 0.08
SITIO ROYAL OP / SIT FIN REGD 144A P/P 7.87500000 (SITIO ROYAL OP 7.875% 11/01/28) Long Debt US $2M 2M 0.03
SITIOS LATINOAMERIC REGD REG S 5.37500000 (SITIOS LATINOA 5.375% 04/04/32) Long Debt MX $745K 800K 0.01
SIX FLAGS ENTER / THEME REGD 144A P/P 6.62500000 (SIX FLAGS ENTE 6.625% 05/01/32) Long Debt US $648K 638K 0.01
SIX FLAGS ENTERTAINMENT REGD 144A P/P 7.25000000 (SIX FLAGS ENTER 7.25% 05/15/31) Long Debt US $8M 8M 0.11
SIZZLING PLATT/FIN CO REGD 144A P/P 8.50000000 (SIZZLING PLATT/F 8.5% 11/28/25) Long Debt US $528K 525K 0.01
SK HYNIX INC REGD 144A P/P 5.50000000 (SK HYNIX INC 5.5% 01/16/27) Long Debt KR $598K 600K 0.01
SK HYNIX INC REGD 144A P/P 6.50000000 (SK HYNIX INC 6.5% 01/17/33) Long Debt KR $3M 2M 0.03
SK INVICTUS INTERMEDIATE REGD 144A P/P 5.00000000 (SK INVICTUS INTERM 5% 10/30/29) Long Debt LU $6M 6M 0.08
SK ON CO LTD REGD REG S 5.37500000 (SK ON CO LTD 5.375% 05/11/26) Long Debt KR $3M 3M 0.04
SLM CORP REGD 3.12500000 (SLM CORP 3.125% 11/02/26) Long Debt US $57K 61K 0.00
SM ENERGY CO REGD 5.62500000 (SM ENERGY CO 5.625% 06/01/25) Long Debt US $413K 415K 0.01
SM ENERGY CO REGD 6.50000000 (SM ENERGY CO 6.5% 07/15/28) Long Debt US $188K 190K 0.00
SMC GLOBAL POWER HLDGS REGD V/R /PERP/ REG S 7.00000000 (SMC GLOBAL POWER HL V/R /PERP/) Long Debt PH $10M 10M 0.13
SMYRNA READY MIX CONCRET REGD 144A P/P 6.00000000 (SMYRNA READY MIX C 6% 11/01/28) Long Debt US $5M 6M 0.07
SMYRNA READY MIX CONCRET REGD 144A P/P 8.87500000 (SMYRNA READY M 8.875% 11/15/31) Long Debt US $10M 9M 0.13
SNF GROUP SACA REGD 144A P/P 3.12500000 (SNF GROUP SACA 3.125% 03/15/27) Long Debt FR $356K 387K 0.00
SNF GROUP SACA REGD 144A P/P 3.37500000 (SNF GROUP SACA 3.375% 03/15/30) Long Debt FR $495K 574K 0.01
SOCIALIST REP OF VIETNAM REGD SER 30YR 5.50000000 (SOCIALIST REP OF 5.5% 03/12/28) Long Debt VN $203K 216K 0.00
SOCIETE GENERALE /EUR/ REGD V/R /PERP/ REG S EMTN 7.87500000 (SOCIETE GENERA V/R /PERP//EUR/) Long Debt FR $327K 300K 0.00
SOCIETE GENERALE REGD V/R 144A P/P 1.48800000 (SOCIETE GENERALE V/R 12/14/26) Long Debt FR $263K 281K 0.00
SOCIETE GENERALE REGD V/R 144A P/P 5.63400000 (SOCIETE GENERALE V/R 01/19/30) Long Debt FR $197K 200K 0.00
SOFTBANK GROUP CORP /EUR/ REGD REG S 2.87500000 (SOFTBANK 2.875% 01/06/27/EUR/) Long Debt JP $253K 250K 0.00
SOFTBANK GROUP CORP /EUR/ REGD REG S 3.12500000 (SOFTBANK 3.125% 09/19/25/EUR/) Long Debt JP $295K 282K 0.00
SOFTBANK GROUP CORP /EUR/ REGD REG S 3.37500000 (SOFTBANK 3.375% 07/06/29/EUR/) Long Debt JP $7M 7M 0.09
SOFTBANK GROUP CORP /EUR/ REGD REG S 3.87500000 (SOFTBANK 3.875% 07/06/32/EUR/) Long Debt JP $383K 400K 0.01
SOFTBANK GROUP CORP /EUR/ REGD REG S 4.00000000 (SOFTBANK GROU 4% 09/19/29/EUR/) Long Debt JP $101K 100K 0.00
SOFTBANK GROUP CORP /EUR/ REGD REG S 4.50000000 (SOFTBANK GR 4.5% 04/20/25/EUR/) Long Debt JP $8M 7M 0.10
SOFTBANK GROUP CORP /EUR/ REGD REG S 5.00000000 (SOFTBANK GROU 5% 04/15/28/EUR/) Long Debt JP $5M 5M 0.07
SOLVENTUM CORP REGD 144A P/P 5.40000000 (SOLVENTUM CORP 5.4% 03/01/29) Long Debt US $2M 2M 0.02
SOLVENTUM CORP REGD 144A P/P 5.45000000 (SOLVENTUM CORP 5.45% 02/25/27) Long Debt US $425K 425K 0.01
SOTERA HEALTH HLDGS LLC REGD 144A P/P 7.37500000 (SOTERA HEALTH 7.375% 06/01/31) Long Debt US $1M 1M 0.02
SOTHEBY'S REGD 144A P/P 7.37500000 (SOTHEBY'S 7.375% 10/15/27) Long Debt US $5M 6M 0.07
SOTHEBY'S/BIDFAIR HLD REGD P/P 5.87500000 (SOTHEBY'S/BIDF 5.875% 06/01/29) Long Debt US $1M 2M 0.02
SOUTHERN GAS CORRIDOR REGD REG S 6.87500000 (SOUTHERN GAS C 6.875% 03/24/26) Long Debt AZ $8M 8M 0.10
SOUTHWEST GAS CORP REGD 5.45000000 (SOUTHWEST GAS C 5.45% 03/23/28) Long Debt US $101K 100K 0.00
SOUTHWESTERN ENERGY CO REGD 4.75000000 (SOUTHWESTERN EN 4.75% 02/01/32) Long Debt US $2M 2M 0.03
SOUTHWESTERN ENERGY CO REGD 5.37500000 (SOUTHWESTERN E 5.375% 03/15/30) Long Debt US $5M 5M 0.06
SOUTHWESTERN ENERGY CO REGD 5.70000000 (SOUTHWESTERN ENE 5.7% 01/23/25) Long Debt US $466K 468K 0.01
SOUTHWESTERN ENERGY CO REGD 8.37500000 (SOUTHWESTERN E 8.375% 09/15/28) Long Debt US $258K 250K 0.00
SOUTHWESTERN ENERGY CO REGD SER WI 5.37500000 (SOUTHWESTERN E 5.375% 02/01/29) Long Debt US $3M 3M 0.03
SPECTRUM BRANDS INC REGD 144A P/P CONVERTIBLE 3.37500000 (SPECTRUM BRAND 3.375% 06/01/29) Long Debt US $1M 1M 0.02
SPIRE INC REGD 5.30000000 (SPIRE INC 5.3% 03/01/26) Long Debt US $956K 958K 0.01
SPIRIT AEROSYSTEMS INC REGD 144A P/P 9.37500000 (SPIRIT AEROSYS 9.375% 11/30/29) Long Debt US $3M 3M 0.04
SPIRIT AEROSYSTEMS INC REGD 144A P/P 9.75000000 (SPIRIT AEROSYST 9.75% 11/15/30) Long Debt US $4M 3M 0.05
SPRINT CAPITAL CORP REGD 6.87500000 (SPRINT CAPITAL 6.875% 11/15/28) Long Debt US $1M 1M 0.02
SPRINT CAPITAL CORP REGD 8.75000000 (SPRINT CAPITAL 8.75% 03/15/32) Long Debt US $692K 575K 0.01
SPRINT LLC REGD 7.62500000 (SPRINT LLC 7.625% 02/15/25) Long Debt US $1M 1M 0.02
SS&C TECHNOLOGIES INC REGD 144A P/P 5.50000000 (SS&C TECHNOLOGIE 5.5% 09/30/27) Long Debt US $9M 9M 0.11
SS&C TECHNOLOGIES INC REGD 144A P/P 6.50000000 (SS&C TECHNOLOGIE 6.5% 06/01/32) Long Debt US $5M 5M 0.06
STANDARD CHARTERED PLC REGD V/R /PERP/ REG S 4.30000000 (STANDARD CHARTERED V/R /PERP/) Long Debt GB $3M 3M 0.04
STANDARD CHARTERED PLC REGD V/R /PERP/ REG S 4.75000000 (STANDARD CHARTERED V/R /PERP/) Long Debt GB $2M 2M 0.02
STANDARD CHARTERED PLC REGD V/R /PERP/ REG S 6.00000000 (STANDARD CHARTERED V/R /PERP/) Long Debt GB $1M 1M 0.02
STANDARD CHARTERED PLC REGD V/R /PERP/ REG S 7.75000000 (STANDARD CHARTERED V/R /PERP/) Long Debt GB $21M 21M 0.28
STANDARD CHARTERED PLC REGD V/R 144A P/P 5.68800000 (STANDARD CHARTERE V/R 05/14/28) Long Debt GB $256K 256K 0.00
STANDARD CHARTERED PLC REGD V/R 144A P/P 6.75000000 (STANDARD CHARTERE V/R 02/08/28) Long Debt GB $616K 600K 0.01
STANDARD CHARTERED PLC REGD V/R P/P 2.81900000 (STANDARD CHARTERE V/R 01/30/26) Long Debt GB $842K 857K 0.01
STANDARD INDUSTRIES INC /EUR/ REGD REG S 2.25000000 (STANDARD I 2.25% 11/21/26/EUR/) Long Debt US $9M 9M 0.13
STANDARD INDUSTRIES INC REGD 144A P/P 3.37500000 (STANDARD INDUS 3.375% 01/15/31) Long Debt US $4M 5M 0.05
STANDARD INDUSTRIES INC REGD 144A P/P 4.37500000 (STANDARD INDUS 4.375% 07/15/30) Long Debt US $5M 5M 0.06
STANDARD INDUSTRIES INC REGD 144A P/P 4.75000000 (STANDARD INDUST 4.75% 01/15/28) Long Debt US $817K 858K 0.01
STANDARD INDUSTRIES INC REGD 144A P/P 5.00000000 (STANDARD INDUSTRIE 5% 02/15/27) Long Debt US $2M 2M 0.02
STAPLES INC REGD 144A P/P 10.75000000 (STAPLES INC 10.75% 09/01/29) Long Debt US $1M 1M 0.02
STAR ENERGY GEOTHERMAL REGD REG S 6.75000000 (STAR ENERGY GEO 6.75% 04/24/33) Long Debt VG $5M 5M 0.06
STAR PARENT INC REGD 144A P/P 9.00000000 (STAR PARENT INC 9% 10/01/30) Long Debt US $9M 9M 0.12
STARWOOD PROPERTY TRUST REGD 144A P/P 4.37500000 (STARWOOD PROPE 4.375% 01/15/27) Long Debt US $308K 325K 0.00
STARWOOD PROPERTY TRUST REGD 144A P/P 7.25000000 (STARWOOD PROPER 7.25% 04/01/29) Long Debt US $3M 3M 0.04
STATE OF ISRAEL REGD 5.37500000 (STATE OF ISRAE 5.375% 03/12/29) Long Debt IL $1M 1M 0.02
STATE OF ISRAEL REGD 5.50000000 (STATE OF ISRAEL 5.5% 03/12/34) Long Debt IL $3M 3M 0.03
STATE OF ISRAEL REGD 5.75000000 (STATE OF ISRAEL 5.75% 03/12/54) Long Debt IL $1M 1M 0.01
STATE OF QATAR REGD 6.40000000 (STATE OF QATAR 6.4% 01/20/40) Long Debt QA $2M 2M 0.03
STATE OF QATAR REGD REG S 4.81700000 (STATE OF QATAR 4.817% 03/14/49) Long Debt QA $2M 2M 0.02
STATE OF QATAR REGD REG S 5.10300000 (STATE OF QATAR 5.103% 04/23/48) Long Debt QA $5M 5M 0.07
STATE OIL CO OF THE AZER REGD 6.95000000 (STATE OIL CO OF 6.95% 03/18/30) Long Debt AZ $4M 4M 0.06
STATE STREET CORP REGD V/R /PERP/ SER I 6.70000000 (STATE STREET CORP V/R /PERP/) Long Debt US $2M 2M 0.02
STATE STREET CORP REGD V/R 5.10400000 (STATE STREET CORP V/R 05/18/26) Long Debt US $10K 10K 0.00
STATION CASINOS LLC REGD 144A P/P 4.50000000 (STATION CASINOS 4.5% 02/15/28) Long Debt US $3M 3M 0.03
STATION CASINOS LLC REGD 144A P/P 4.62500000 (STATION CASINO 4.625% 12/01/31) Long Debt US $1M 1M 0.01
STATION CASINOS LLC REGD 144A P/P 6.62500000 (STATION CASINO 6.625% 03/15/32) Long Debt US $2M 2M 0.03
STENA INTERNATIONAL SA REGD 144A P/P 7.25000000 (STENA INTERNATI 7.25% 01/15/31) Long Debt LU $307K 300K 0.00
STL HOLDING CO LLC REGD 144A P/P 8.75000000 (STL HOLDING CO 8.75% 02/15/29) Long Debt US $2M 2M 0.03
STRATHCONA RESOURCES REGD 144A P/P 6.87500000 (STRATHCONA RES 6.875% 08/01/26) Long Debt CA $594K 600K 0.01
STUDIO CITY FINANCE LTD REGD REG S 5.00000000 (STUDIO CITY FINANC 5% 01/15/29) Long Debt VG $4M 4M 0.05
STUDIO CITY FINANCE LTD REGD REG S 6.00000000 (STUDIO CITY FINANC 6% 07/15/25) Long Debt VG $4M 4M 0.05
STUDIO CITY FINANCE LTD REGD REG S 6.50000000 (STUDIO CITY FINA 6.5% 01/15/28) Long Debt VG $1M 1M 0.01
SUBURBAN PROPANE PARTNRS REGD 144A P/P 5.00000000 (SUBURBAN PROPANE P 5% 06/01/31) Long Debt US $4M 4M 0.05
SUBURBAN PROPANE PARTNRS REGD 5.87500000 (SUBURBAN PROPA 5.875% 03/01/27) Long Debt US $2M 2M 0.02
SUGAR HSP GMNG PROP/FIN REGD 144A P/P 5.87500000 (SUGAR HSP GMNG 5.875% 05/15/25) Long Debt US $3M 3M 0.04
SUMMER BC HOLDCO B SARL /EUR/ REGD REG S 5.75000000 (SUMMER BC 5.75% 10/31/26/EUR/) Long Debt LU $6M 6M 0.08
SUMMER BIDCO BV /EUR/ REGD REG S 10.00000000 (SUMMER BIDCO 10% 02/15/29/EUR/) Long Debt NL $4M 4M 0.06
SUMMIT MATERIALS LLC/FIN REGD 144A P/P 5.25000000 (SUMMIT MATERIAL 5.25% 01/15/29) Long Debt US $37K 38K 0.00
SUMMIT MATERIALS LLC/FIN REGD 144A P/P 7.25000000 (SUMMIT MATERIAL 7.25% 01/15/31) Long Debt US $3M 3M 0.04
SUNAC CHINA HOLDINGS LTD REGD 144A P/P 6.00000000 (SUNAC CHINA HOLDIN 6% 09/30/25) Long Debt KY $94K 740K 0.00
SUNAC CHINA HOLDINGS LTD REGD 144A P/P 6.25000000 (SUNAC CHINA HOL 6.25% 09/30/26) Long Debt KY $82K 741K 0.00
SUNAC CHINA HOLDINGS LTD REGD 144A P/P 6.50000000 (SUNAC CHINA HOLD 6.5% 09/30/27) Long Debt KY $156K 1M 0.00
SUNAC CHINA HOLDINGS LTD REGD 144A P/P 6.75000000 (SUNAC CHINA HOL 6.75% 09/30/28) Long Debt KY $218K 2M 0.00
SUNAC CHINA HOLDINGS LTD REGD 144A P/P 7.00000000 (SUNAC CHINA HOLDIN 7% 09/30/29) Long Debt KY $195K 2M 0.00
SUNAC CHINA HOLDINGS LTD REGD 144A P/P 7.25000000 (SUNAC CHINA HOL 7.25% 09/30/30) Long Debt KY $89K 1M 0.00
SUNAC CHINA HOLDINGS LTD REGD 144A P/P CONVERTIBLE 1.00000000 (SUNAC CHINA HOLDIN 1% 09/30/32) Long Debt KY $130K 2M 0.00
SUNAC CHINA HOLDINGS LTD REGD 6.50000000 (SUNAC CHINA HOLD 6.5% 09/30/27) Long Debt KY $893K 9M 0.01
SUNAC CHINA HOLDINGS LTD REGD REG S 6.25000000 (SUNAC CHINA HOL 6.25% 09/30/26) Long Debt KY $256K 2M 0.00
SUNAC CHINA HOLDINGS LTD REGD REG S 6.75000000 (SUNAC CHINA HOL 6.75% 09/30/28) Long Debt KY $311K 3M 0.00
SUNAC CHINA HOLDINGS LTD REGD REG S 7.00000000 (SUNAC CHINA HOLDIN 7% 09/30/29) Long Debt KY $499K 6M 0.01
SUNCOR ENERGY INC REGD 7.87500000 (SUNCOR ENERGY 7.875% 06/15/26) Long Debt CA $151K 145K 0.00
SUNOCO LP REGD 144A P/P 7.00000000 (SUNOCO LP 7% 05/01/29) Long Debt US $1M 1M 0.02
SUNOCO LP/FINANCE CORP REGD 4.50000000 (SUNOCO LP/FINANC 4.5% 04/30/30) Long Debt US $1M 1M 0.02
SUNOCO LP/FINANCE CORP REGD SER WI 4.50000000 (SUNOCO LP/FINANC 4.5% 05/15/29) Long Debt US $3M 3M 0.04
SUNOCO LP/FINANCE CORP REGD SER WI 5.87500000 (SUNOCO LP/FINA 5.875% 03/15/28) Long Debt US $493K 495K 0.01
SUNRISE FINCO I BV REGD 144A P/P 4.87500000 (SUNRISE FINCO 4.875% 07/15/31) Long Debt NL $2M 2M 0.03
SUPERIOR PLUS/GEN PRTNR REGD 144A P/P 4.50000000 (SUPERIOR PLUS/GE 4.5% 03/15/29) Long Debt CA $3M 4M 0.05
SURGERY CENTER HOLDINGS REGD 144A P/P 7.25000000 (SURGERY CENTER 7.25% 04/15/32) Long Debt US $5M 5M 0.07
SWEDBANK AB REGD 144A P/P 6.13600000 (SWEDBANK AB 6.136% 09/12/26) Long Debt SE $405K 400K 0.01
SWF ESCROW ISSUER CORP REGD 144A P/P 6.50000000 (SWF ESCROW ISSUE 6.5% 10/01/29) Long Debt US $4M 7M 0.05
SYCAMORE TREE CLO 2024-5 LTD SER 2024-5A CL A1 V/R REGD 144A P/P 6.74270000 (STCP 2024-5A A1 V/R 04/20/36) Long ABS-collateralized bond/debt obligation KY $602K 600K 0.01
SYNAPTICS INC REGD 144A P/P 4.00000000 (SYNAPTICS INC 4% 06/15/29) Long Debt US $800K 882K 0.01
SYNCHRONY FINANCIAL REGD 4.50000000 (SYNCHRONY FINANC 4.5% 07/23/25) Long Debt US $295K 300K 0.00
SYSTEM ENERGY RESOURCES REGD 6.00000000 (SYSTEM ENERGY RESO 6% 04/15/28) Long Debt US $847K 832K 0.01
T-MOBILE USA INC REGD 2.25000000 (T-MOBILE USA IN 2.25% 02/15/26) Long Debt US $53K 56K 0.00
T-MOBILE USA INC REGD 2.62500000 (T-MOBILE USA I 2.625% 04/15/26) Long Debt US $34K 36K 0.00
T-MOBILE USA INC REGD SER WI 3.75000000 (T-MOBILE USA IN 3.75% 04/15/27) Long Debt US $49K 51K 0.00
T/L 1011778 B C UNLIMITED LIABILITY COMPANY REGD 0.00000000 (T/L 1011778 B C U 0% 09/13/30) Long Loan CA $1M 1M 0.02
T/L ACRISURE LLC ZCP REGD TERM LOAN 0.00000000 (T/L ACRISURE LLC 0% 11/06/2030) Long Loan US $1M 2M 0.02
T/L ALLIANT HOLDINGS INTERMEDIATE LLC REGD 0.00000000 (T/L ALLIANT H 0% 12/07/30) Long Loan US $173K 172K 0.00
T/L ALLIED UNIVERSAL HOLDCO REGD ZCP TERM LOAN 0.00000000 (T/L ALLIED UNIVER ZCP 05/12/28) Long Loan US $2M 2M 0.03
T/L ALLOHEIM SENIOREN RESIDENZEN SER EGD /EUR/ 0.00000000 (T/L ALLOHEIM 0% 02/26/25 /EUR/) Long Loan DE $2M 2M 0.03
T/L ALTICE FINANCING S.A. 0.00000000 (T/L ALTICE FINAN 0% 10/31/27) Long Loan LU $429K 500K 0.01
T/L AMERICAN AIRLINES INC REGD 0.00000000 (T/L AMERICAN AIRLI 0% 4/20/28) Long Loan US $2M 2M 0.02
T/L API GROUP DE INC REGD 0.00000000 (T/L API GROUP 0% 01/03/29) Long Loan US $277K 277K 0.00
T/L ASCEND LEARNING LLC REGD 0.00000000 (T/L ASCEND LE 0% 12/11/28) Long Loan US $2M 2M 0.03
T/L ASCEND LEARNING LLC REGD 0.00000000 (T/L ASCEND LEAR 0% 12/10/2029) Long Loan US $447K 458K 0.01
T/L ASURION LLC REGD 0.00000000 (T/L ASURION LLC 0% 12/23/2026) Long Loan US $2M 2M 0.03
T/L ASURION LLC REGD 0.00000000 (T/L ASURION LLC 0% 1/20/29) Long Loan US $1M 1M 0.02
T/L ATHENAHEALTH INC REGD 0.00000000 (T/L ATHENAHEAL 0% 02/15/29) Long Loan US $11M 11M 0.14
T/L ATLAS CC ACQUISITION CORP REGD 0.00000000 (T/L ATLAS CC 0% 05/25/2028) Long Loan US $882K 1M 0.01
T/L ATLAS CC ACQUISITION CORP. REDG 0.00000000 (T/L ATLAS CC 0% 05/25/2028) Long Loan US $179K 247K 0.00
T/L AVOLON TLB BORROWER 1 (US) LLC REGD 0.00000000 (T/L AVOLON TLB BOR 0% 06/08/28) Long Loan US $599K 599K 0.01
T/L AZALEA TOPCO INC 0% 0.00000000 (T/L AZALEA TOPCO 0% 04/24/31) Long Loan US $810K 811K 0.01
T/L BAUSCH & LOMB INCORPORATED REGD 0.00000000 (T/L BAUSCH & LOMB 0% 05/05/27) Long Loan US $5M 5M 0.06
T/L BAUSCH HEALTH COMPANIES INC REGD 0.00000000 (T/L BAUSCH HEAL 0% 1/27/2027) Long Loan CA $3M 3M 0.03
T/L BCPE EMPIRE HOLDINGS INC REGD 0.00000000 (T/L BCPE EMPIRE 0% 12/11/2028) Long Loan US $742K 742K 0.01
T/L BERRY GLOBAL INC REGD ZCP TERM LOAN 0.00000000 (T/L BERRY GLOBAL ZCP 07/01/29) Long Loan US $746K 746K 0.01
T/L BLERIOT US BIDCO INC REGD TERM LOAN 0.00000000 (T/L BLERIOT US BI 0% 10/31/30) Long Loan US $732K 729K 0.01
T/L BOXER PARENT COMPANY INC REGD 0.00000000 (T/L BOXER PARENT C 0% 12/02/28) Long Loan US $3M 3M 0.03
T/L BRAND INDUSTRIAL SERVICES INC REGD 0.00000000 (T/L BRAND INDUSTRI 0% 08/01/30) Long Loan US $5M 5M 0.07
T/L BROWN GROUP HOLDINGS LLC REGD 0.00000000 (T/L BROWN 0% 06/08/2029) Long Loan US $376K 376K 0.00
T/L BUCKEYE PARTNERS L.P. REGD 0.00000000 (T/L BUCKEYE PART 0% 11/01/26) Long Loan US $424K 424K 0.01
T/L CABLEVISION LIGHTPATH LLC REGD 0.00000000 (T/L CABLEVISION L 0% 11/30/27) Long Loan US $2M 2M 0.02
T/L CALPINE CORPORATION REGD 0.00000000 (T/L CALPINE CORPOR 0% 12/16/27) Long Loan US $831K 830K 0.01
T/L CATALENT PHARMA SOLUTIONS INC REGD 0.00000000 (T/L CATALENT 0% 02/22/2028) Long Loan US $1M 2M 0.02
T/L CD&R HYDRA BUYER INC REGD 0.00000000 (T/L CD&R HYDRA 0% 03/17/31) Long Loan US $859K 858K 0.01
T/L CEDAR FAIR L.P. B 0.00000000 (T/L CEDAR FAIR 00.00% 04/18/31) Long Loan US $861K 864K 0.01
T/L CELESTIAL-SATURN PARENT INC REGD 0.00000000 (T/L CELESTIAL-SAT 0% 06/02/28) Long Loan US $732K 745K 0.01
T/L CENTRAL PARENT LLC REGD ZCP TERM LOAN 0.00000000 (T/L CENTRAL PAREN ZCP 07/06/29) Long Loan US $736K 748K 0.01
T/L CHARIOT BUYER LLC REGD 0.00000000 (T/L CHARIOT BUYER 0% 11/03/28) Long Loan US $900K 898K 0.01
T/L CHARTER COMMUNICATIONS OPERATING LLC AKA CCO SAFARI LLC REGD 0.00000000 (T/L CHARTER 0% 02/01/2027) Long Loan US $1M 1M 0.02
T/L CHROMALLOY CORPORATION ZCP REGD TERM LOAN 0.00000000 (T/L CHROMALLOY 0% 03/27/31) Long Loan US $2M 2M 0.03
T/L CHRYSAOR BIDCO S.A.R.L (USD) TLB 0% 0.00000000 (T/L CHRYSAOR BIDCO 0% 05/14/31) Long Loan US $425K 424K 0.01
T/L CHRYSAOR BIDCO S.A.R.L. DELAYED DRAW 0% 0.00000000 (T/L CHRYSAOR BIDCO 0% 05/14/31) Long Loan LU $31K 31K 0.00
T/L CLEAR CHANNEL OUTDOOR HOLDINGS INC ZCP REGD 0.00000000 (T/L CLEAR CHANNEL 0% 8/21/26) Long Loan US $3M 3M 0.04
T/L CLOUD SOFTWARE GROUP INC 0% 3/21/31 0.00000000 (T/L CLOUD SOFTWARE 0% 3/21/31) Long Loan US $2M 2M 0.03
T/L CLOUD SOFTWARE GROUP INC REGD 0.00000000 (T/L CLOUD SOFT 0% 03/30/29) Long Loan US $947K 948K 0.01
T/L CLUE OPCO LLC REGD TERM LOAN 0.00000000 (T/L CLUE OPCO LLC 0% 09/20/30) Long Loan US $1M 1M 0.02
T/L CNT HOLDINGS I CORP REGD 0.00000000 (T/L CNT HOLDINGS I 0% 11/08/27) Long Loan US $1M 1M 0.02
T/L CONNECT FINCO SARL 0% 0.00000000 (T/L CONNECT FINCO 0% 09/11/29) Long Loan US $66K 71K 0.00
T/L CONSOLIDATED ENERGY FINANCE SA REGD 0.00000000 (T/L CONSOLIDATED 0% 11/08/30) Long Loan LU $3M 3M 0.04
T/L COOPER CONSUMER HEALTH REGD /EUR/ 0.00000000 (T/L COOPER 0% 11/06/28 /EUR/) Long Loan FR $4M 4M 0.05
T/L CORNERSTONE BUILDING BRANDS INC REGD 0.00000000 (T/L CORNERSTO 0% 05/02/31) Long Loan US $488K 492K 0.01
T/L COTIVITI HOLDINGS INC REGD TERM LOAN ZCP 0.00000000 (T/L COTIVITI HOL 0% 02/21/31) Long Loan US $17M 17M 0.23
T/L CPI HOLDCO B LLC REGD TERM LOAN 0.00000000 (T/L CPI HOLDCO B 0% 05/10/31) Long Loan US $1M 1M 0.02
T/L CSC HOLDINGS LLC REGD 0.00000000 (T/L CSC HOLDINGS 0% 01/17/2028) Long Loan US $4M 4M 0.05
T/L CSC HOLDINGS LLC REGD 0.00000000 (T/L CSC HOLDINGS 0% 04/15/27) Long Loan US $354K 427K 0.00
T/L DAVITA INC FKA DAVITA HEALTHCARE PARTNERS INC REGD 0.00000000 (T/L DAVITA INC 0% 08/12/2026) Long Loan US $432K 432K 0.01
T/L DEERFIELD DAKOTA HOLDING LLC FKA DAKOTA HOLDING CORPORATION AKA DUFF & PHELPS REGD 0.00000000 (T/L DEERFIELD DA 0% 4/9/2027) Long Loan US $1M 1M 0.01
T/L DEERFIELD HOLDINGS CORPORATION REGD 0.00000000 (T/L DEERFIELD 0% 04/07/2028) Long Loan US $761K 763K 0.01
T/L DELTA TOPCO INC REGD 0.00000000 (T/L DELTA TOPCO 0% 12/24/30) Long Loan US $391K 386K 0.01
T/L DELTA TOPCO INC REGD ZCP TERM LOAN 0.00000000 (T/L DELTA TOPCO I ZCP 12/03/29) Long Loan US $2M 2M 0.03
T/L DIAMOND SPORTS GROUP LLC REGD 0.00000000 (T/L DIAMOND SPORTS 0% 12/02/24) Long Loan US $3M 2M 0.04
T/L DIAMOND SPORTS GROUP LLC REGD 0.00000000 (T/L DIAMOND SPORTS 0% 05/25/26) Long Loan US $383K 411K 0.01
T/L DIAMOND SPORTS GROUP LLC REGD 0.00000000 (T/L DIAMOND SPO 0% 08/24/2026) Long Loan US $94K 5M 0.00
T/L DIGICEL INTERNATIONAL FINANCE LIMITED REGD 0.00000000 (T/L DIGICEL INTER 0% 05/25/27) Long Loan LC $2M 2M 0.02
T/L DIRECTV FINANCING LLC REGD 0.00000000 (T/L DIRECTV FIN 0% 08/02/27) Long Loan US $712K 711K 0.01
T/L DIRECTV FINANCING LLC REGD 0.00000000 (T/L DIRECTV 0% 08/02/2029) Long Loan US $156K 157K 0.00
T/L DISCOVERY PURCHASER CORPORATION REGD 0.00000000 (T/L DISCOVERY 0% 10/04/2029) Long Loan US $3M 3M 0.04
T/L DONCASTERS US FINANCE LLC 0% 0.00000000 (T/L DONCASTERS US 0% 03/08/30) Long Loan US $221K 223K 0.00
T/L DONCASTERS US FINANCE LLC REGD 0.00000000 (T/L DONCASTERS US 0% 03/08/30) Long Loan US $2M 2M 0.03
T/L DYNASTY ACQUISITION CO INC B1 0.00000000 (T/L DYNASTY 00.00% 08/24/28) Long Loan US $556K 554K 0.01
T/L DYNASTY ACQUISITION CO INC B2 0.00000000 (T/L DYNASTY 00.00% 08/24/28) Long Loan US $214K 214K 0.00
T/L ELANCO ANIMAL HEALTH INCORPORATED REGD 0.00000000 (T/L ELANCO ANIMAL 0% 8/1/27) Long Loan US $1M 1M 0.01
T/L EMRLD BORROWER LP REGD 0.00000000 (T/L EMRLD BORROWER 0% 06/18/31) Long Loan US $796K 797K 0.01
T/L ENDO LUXEMBOURG FINANCE COMPANY I S.A R.L. REGD 0.00000000 (T/L ENDO LUXEMB 0% 04/09/31) Long Loan LU $3M 3M 0.04
T/L ENTAIN PLC 0% 10/31/2029 0.00000000 Long Loan US $1M 1M 0.02
T/L FIRST BRANDS GROUP LLC REGD 0.00000000 (T/L FIRST BRANDS 0% 3/30/2028) Long Loan US $2M 2M 0.03
T/L FIRST BRANDS GROUP LLC REGD 0.00000000 (T/L FIRST BRANDS G 0% 03/30/27) Long Loan US $-3K -3K -0.00
T/L FLEETCOR TECHNOLOGIES OPERATING COMPANY LLCREGD 0.00000000 (T/L FLEETCOR TECHNO 0% 4/28/28) Long Loan US $942K 942K 0.01
T/L FLY FUNDING II S A R L REGD 0.00000000 (T/L FLY FUNDING 0% 08/11/25) Long Loan LU $310K 320K 0.00
T/L FOUNDATION BUILDING MATERIALS INC REGD 0.00000000 (T/L FOUNDATION BU 0% 01/24/31) Long Loan US $499K 502K 0.01
T/L GEN DIGITAL INC. REGD 0.00000000 (T/L GEN DIGITAL 0% 09/10/2027) Long Loan US $972K 974K 0.01
T/L GENESEE & WYOMING INC. REGD 0.00000000 (T/L GENESEE & 0% 04/05/31) Long Loan US $3M 3M 0.04
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T/L GRAY TELEVISION INC REGD 0.00000000 (T/L GRAY TELEVI 0% 05/23/29) Long Loan US $3M 3M 0.03
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T/L HUSKY INJECTION MOLDING SYSTEMS LTDREGD 0.00000000 (T/L HUSKY INJECT 0% 02/01/29) Long Loan US $6M 6M 0.08
T/L INDICOR LLC REGD 0.00000000 (T/L INDICOR LLC 0% 11/22/29) Long Loan US $237K 236K 0.00
T/L INVITATION HOMES OPERATING PARTNERSHIP LP REGD 0.00000000 (T/L INVITATION 0% 01/31/2025) Long Loan US $829K 837K 0.01
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T/L JANE STREET GROUP LLC REGD 0.00000000 (T/L JANE STREET GROUP 0% 01/26/28) Long Loan US $697K 698K 0.01
T/L KAMAN CORPORATION REGD 0.00000000 (T/L KAMAN CORPORA 0% 03/30/31) Long Loan US $828K 824K 0.01
T/L KDC US HOLDINGS INC REGD 0.00000000 (T/L KDC US HOLDING 0% 08/03/28) Long Loan US $837K 836K 0.01
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T/L LEVEL 3 FINANCING INC B2 0.00000000 (T/L LEVEL 3 00.00% 04/15/30) Long Loan US $2M 2M 0.03
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T/L LIFEPOINT HEALTH INC REGD 0.00000000 (T/L LIFEPOINT HEA 0% 05/10/31) Long Loan US $1M 1M 0.02
T/L LIFEPOINT HEALTH INC REGD 0.00000000 (T/L LIFEPOINT 0% 11/16/2028) Long Loan US $556K 553K 0.01
T/L LONZA GROUP AG REGD 0.00000000 (T/L LONZA GROUP AG 0% 7/03/28) Long Loan CH $592K 611K 0.01
T/L LPL HOLDINGS INC REGD 0.00000000 (T/L LPL HOLDINGS 0% 11/12/2026) Long Loan US $223K 223K 0.00
T/L LUMEN TECHNOLOGIES INC REGD 0.00000000 (T/L LUMEN TECHNO 0% 06/01/28) Long Loan US $295K 358K 0.00
T/L LUMEN TECHNOLOGIES INC REGD ZCP TERM LOAN 0.00000000 (T/L LUMEN TECHNOL ZCP 04/16/29) Long Loan US $9K 13K 0.00
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T/L MAUSER PACKAGING SOLUTIONS HOLDING COMPANY REGD 0.00000000 (T/L MAUSER PACKAG 0% 04/15/27) Long Loan US $920K 919K 0.01
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T/L MEDLINE BORROWER LP REGD 0.00000000 (T/L MEDLINE BORR 0% 10/23/28) Long Loan US $3M 3M 0.04
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T/L PECF USS INTERMEDIATE HOLDING III CORPORATION REGD 0.00000000 (T/L PECF USS 0% 12/15/28) Long Loan US $280K 424K 0.00
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T/L PERATON CORP REGD ZCP TERM LOAN 0.00000000 (T/L PERATON CORP ZCP 02/01/29) Long Loan US $1M 1M 0.02
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T/L PHNTM HOLDINGS INC REGD 0.00000000 (T/L PHNTM HOLDI 0% 12/18/28) Long Loan US $174K 180K 0.00
T/L PLANVIEW PARENT INC REGD 0.00000000 (T/L PLANVIEW PAREN 0% 12/17/27) Long Loan US $17K 17K 0.00
T/L POLARIS NEWCO LLC REGD 0.00000000 (T/L POLARIS NEW 0% 06/02/2028) Long Loan US $2M 2M 0.03
T/L PROJECT ALPHA INTERMEDIATE HOLDING INC REGD ZCP TERM LOAN 0.00000000 (T/L PROJECT ALPHA 0% 10/28/30) Long Loan US $894K 891K 0.01
T/L PROOFPOINT INC. REGD TERM LOAN 0.00000000 (T/L PROOFPOINT 0% 08/31/2028) Long Loan US $950K 950K 0.01
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T/L REALPAGE INC REGD 0.00000000 (T/L REALPAGE INC 0% 04/23/29) Long Loan US $893K 918K 0.01
T/L REALPAGE INC REGD 0.00000000 (T/L REALPAGE INC 0% 4/24/28) Long Loan US $3M 3M 0.04
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T/L SETANTA AIRCRAFT LEASING DESIGNATED ACTVITY COMPANY REGD 0.00000000 (T/L SETANTA AIR 0% 11/05/28) Long Loan US $119K 119K 0.00
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T/L SOVOS COMPLIANCE LLC REGD 0.00000000 (T/L SOVOS C 0% 08/11/28) Long Loan US $996K 1M 0.01
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T/L SS&C TECHNOLOGIES HOLDINGS INC REGD 0.00000000 (T/L SS&C TECHN 0% 04/29/31) Long Loan US $2M 2M 0.03
T/L SURGERY CENTER HOLDINGS INC REGD 0.00000000 (T/L SURGERY CENTER 0% 12/04/30) Long Loan US $450K 449K 0.01
T/L SYNEOS HEALTH INC (AKA INC RESEARCH HOLDINGS INC) REGD 0.00000000 (T/L SYNEOS HEALTH 0% 09/19/30) Long Loan US $2M 2M 0.02
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T/L TENNECO INC REGD ZCP TERM LOAN 0.00000000 (T/L TENNECO INC ZCP 11/17/28) Long Loan US $2M 2M 0.02
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T/L TRIDENT TPI HOLDINGS INC 0% 0.00000000 (T/L TRIDENT TPI 0% 09/15/28) Long Loan US $582K 581K 0.01
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T/L TRUIST INSURANCE HOLDINGS LLC REGD 0.00000000 (T/L TRUIST INS 0% 03/24/2031) Long Loan US $3M 3M 0.04
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T/L VENATOR MATERIALS LLC REGD 0.00000000 (T/L VENATOR MATERI 0% 10/12/28) Long Loan US $1M 1M 0.02
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T/L VIRGIN MEDIA BRISTOL LLC REGD 0.00000000 (T/L VIRGIN MEDIA 0% 01/31/28) Long Loan US $995K 1M 0.01
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T/L WHITE CAP SUPPLY HOLDINGS LLC REGD 0.00000000 (T/L WHITE CAP 0% 10/19/29) Long Loan US $1M 1M 0.02
T/L WP/AP TELECOM HOLDINGS IV B V /EUR/ 0.00000000 (T/L WP/AP TE 0% 03/30/29/EUR/) Long Loan NL $7M 7M 0.10
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T/L XPLORNET COMMUNICATIONS INC REGD 0.00000000 (T/L XPLORNET 0% 10/02/2028) Long Loan CA $489K 3M 0.01
T/L XPLORNET COMMUNICATIONS INC REGD 0.00000000 (T/L XPLORNET COMM 0% 10/01/29) Long Loan CA $43K 1M 0.00
T/L ZAYO GROUP HOLDINGS INC REGD 0.00000000 (T/L ZAYO GROUP 0% 03/09/2027) Long Loan US $32K 37K 0.00
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TAKE-TWO INTERACTIVE SOF REGD 4.95000000 (TAKE-TWO INTERA 4.95% 03/28/28) Long Debt US $425K 429K 0.01
TAKE-TWO INTERACTIVE SOF REGD 5.00000000 (TAKE-TWO INTERACTI 5% 03/28/26) Long Debt US $725K 730K 0.01
TALEN ENERGY SUPPLY LLC REGD 144A P/P 8.62500000 (TALEN ENERGY S 8.625% 06/01/30) Long Debt US $646K 606K 0.01
TALLGRASS NRG PRTNR/FIN REGD 144A P/P 5.50000000 (TALLGRASS NRG PR 5.5% 01/15/28) Long Debt US $4M 4M 0.05
TALLGRASS NRG PRTNR/FIN REGD 144A P/P 6.00000000 (TALLGRASS NRG PRTN 6% 09/01/31) Long Debt US $2M 2M 0.03
TALLGRASS NRG PRTNR/FIN REGD 144A P/P 6.00000000 (TALLGRASS NRG PRTN 6% 03/01/27) Long Debt US $1M 1M 0.01
TALLGRASS NRG PRTNR/FIN REGD 144A P/P 6.00000000 (TALLGRASS NRG PRTN 6% 12/31/30) Long Debt US $3K 3K 0.00
TALLGRASS NRG PRTNR/FIN REGD 144A P/P 7.37500000 (TALLGRASS NRG 7.375% 02/15/29) Long Debt US $3M 3M 0.05
TALOS PRODUCTION INC REGD 144A P/P 9.00000000 (TALOS PRODUCTION I 9% 02/01/29) Long Debt US $1M 1M 0.02
TALOS PRODUCTION INC REGD 144A P/P 9.37500000 (TALOS PRODUCTI 9.375% 02/01/31) Long Debt US $972K 921K 0.01
TAPESTRY INC REGD 7.00000000 (TAPESTRY INC 7% 11/27/26) Long Debt US $213K 207K 0.00
TAPESTRY INC REGD 7.05000000 (TAPESTRY INC 7.05% 11/27/25) Long Debt US $217K 213K 0.00
TAPESTRY INC REGD 7.35000000 (TAPESTRY INC 7.35% 11/27/28) Long Debt US $400K 385K 0.01
TARGA RES CORP 0% 08/28/24 0.00000000 Long Short-term investment vehicle US $2M – 0.03
TARGA RESOURCES PARTNERS REGD 144A 6.50000000 (TARGA RESOURCES 6.5% 07/15/27) Long Debt US $246K 244K 0.00
TARGA RESOURCES PARTNERS REGD 144A 6.87500000 (TARGA RESOURCE 6.875% 01/15/29) Long Debt US $1M 1M 0.02
TARGA RESOURCES PARTNERS REGD 5.00000000 (TARGA RESOURCES PA 5% 01/15/28) Long Debt US $958K 978K 0.01
TASEKO MINES LTD REGD 144A P/P 8.25000000 (TASEKO MINES LT 8.25% 05/01/30) Long Debt CA $880K 860K 0.01
TAYLOR MORRISON COMM REGD 144A P/P 5.12500000 (TAYLOR MORRISO 5.125% 08/01/30) Long Debt US $4M 4M 0.05
TAYLOR MORRISON COMM REGD 144A P/P 5.75000000 (TAYLOR MORRISON 5.75% 01/15/28) Long Debt US $694K 700K 0.01
TAYLOR MORRISON COMM REGD 144A P/P 5.87500000 (TAYLOR MORRISO 5.875% 06/15/27) Long Debt US $2M 2M 0.02
TCW CLO 2022-1 LTD SER 2022-1A CL A1 V/R REGD 144A P/P 6.66656000 (TCW 2022-1A A1 V/R 04/22/33) Long ABS-collateralized bond/debt obligation KY $500K 500K 0.01
TD SYNNEX CORP REGD SER WI 1.25000000 (TD SYNNEX CORP 1.25% 08/09/24) Long Debt US $821K 825K 0.01
TECHEM VERWALTUNGSGES /EUR/ REGD REG S 6.00000000 (TECHEM VERWAL 6% 07/30/26/EUR/) Long Debt DE $8M 8M 0.11
TECHEM VERWALTUNGSGESELL /EUR/ REGD REG S 5.37500000 (TECHEM VE 5.375% 07/15/29/EUR/) Long Debt DE $6M 5M 0.08
TELE COLUMBUS AG /EUR/ REGD REG S 10.00000000 (TELE COLUMBU 10% 01/01/29/EUR/) Long Debt DE $4M 5M 0.06
TELECOM ITALIA CAPITAL REGD 144A P/P 6.00000000 (TELECOM ITALIA CAP 6% 09/30/34) Long Debt LU $565K 597K 0.01
TELECOM ITALIA CAPITAL REGD 144A P/P 7.20000000 (TELECOM ITALIA C 7.2% 07/18/36) Long Debt LU $3M 3M 0.04
TELECOM ITALIA SPA /EUR/ REGD REG S 6.87500000 (TELECOM I 6.875% 02/15/28/EUR/) Long Debt IT $10M 9M 0.13
TELECOM ITALIA SPA /EUR/ REGD REG S 7.87500000 (TELECOM I 7.875% 07/31/28/EUR/) Long Debt IT $7M 6M 0.10
TELECOM ITALIA SPA /EUR/ REGD REG S EMTN 1.62500000 (TELECOM I 1.625% 01/18/29/EUR/) Long Debt IT $13M 14M 0.17
TELECOM ITALIA SPA /EUR/ REGD REG S EMTN 2.37500000 (TELECOM I 2.375% 10/12/27/EUR/) Long Debt IT $6M 6M 0.08
TELECOM ITALIA SPA /EUR/ REGD REG S EMTN 2.75000000 (TELECOM IT 2.75% 04/15/25/EUR/) Long Debt IT $3M 3M 0.04
TELECOM ITALIA SPA /EUR/ REGD REG S EMTN 2.87500000 (TELECOM I 2.875% 01/28/26/EUR/) Long Debt IT $9M 9M 0.12
TELECOM ITALIA SPA /EUR/ REGD REG S EMTN 3.00000000 (TELECOM ITALI 3% 09/30/25/EUR/) Long Debt IT $6M 6M 0.08
TELEFLEX INC REGD 144A P/P 4.25000000 (TELEFLEX INC 4.25% 06/01/28) Long Debt US $1M 1M 0.02
TELEFONICA EUROPE BV /EUR/ REGD V/R /PERP/ REG S 2.37600000 (TELEFONICA EUR V/R /PERP//EUR/) Long Debt NL $12M 13M 0.16
TELEFONICA EUROPE BV /EUR/ REGD V/R /PERP/ REG S 2.87500000 (TELEFONICA EUR V/R /PERP//EUR/) Long Debt NL $3M 3M 0.04
TELEFONICA EUROPE BV /EUR/ REGD V/R /PERP/ REG S 2.88000000 (TELEFONICA EUR V/R /PERP//EUR/) Long Debt NL $5M 5M 0.07
TELEFONICA EUROPE BV /EUR/ REGD V/R /PERP/ REG S 6.13500000 (TELEFONICA EUR V/R /PERP//EUR/) Long Debt NL $224K 200K 0.00
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TELEFONICA EUROPE BV /EUR/ REGD V/R /PERP/ REG S SER . 6.75000000 (TELEFONICA EUR V/R /PERP//EUR/) Long Debt NL $13M 11M 0.17
TELENET FINANCE LUX NOTE REGD 144A P/P 5.50000000 (TELENET FINANCE 5.5% 03/01/28) Long Debt LU $1M 1M 0.02
TEMPO ACQUISITION LLC/FI REGD 144A P/P 5.75000000 (TEMPO ACQUISITI 5.75% 06/01/25) Long Debt US $2M 2M 0.02
TEMPUR SEALY INTL INC REGD 144A P/P 3.87500000 (TEMPUR SEALY I 3.875% 10/15/31) Long Debt US $113K 135K 0.00
TEMPUR SEALY INTL INC REGD 144A P/P 4.00000000 (TEMPUR SEALY INTL 4% 04/15/29) Long Debt US $3M 3M 0.03
TENET HEALTHCARE CORP REGD 4.25000000 (TENET HEALTHCAR 4.25% 06/01/29) Long Debt US $8M 8M 0.10
TENET HEALTHCARE CORP REGD 4.37500000 (TENET HEALTHCA 4.375% 01/15/30) Long Debt US $11M 12M 0.15
TENET HEALTHCARE CORP REGD 6.12500000 (TENET HEALTHCA 6.125% 06/15/30) Long Debt US $665K 670K 0.01
TENET HEALTHCARE CORP REGD 6.75000000 (TENET HEALTH 6.75% 05/15/2031) Long Debt US $7M 7M 0.09
TENGIZCHEVROIL FIN CO IN REGD 144A P/P 2.62500000 (TENGIZCHEVROIL 2.625% 08/15/25) Long Debt BM $767K 800K 0.01
TENGIZCHEVROIL FIN CO IN REGD 3.25000000 (TENGIZCHEVROIL 3.25% 08/15/30) Long Debt BM $1M 2M 0.02
TENGIZCHEVROIL FIN CO IN REGD REG S 4.00000000 (TENGIZCHEVROIL FIN 4% 08/15/26) Long Debt BM $389K 407K 0.01
TENNECO INC REGD 144A P/P 8.00000000 (TENNECO INC 8% 11/17/28) Long Debt US $7M 8M 0.09
TEREOS FINANCE GROUPE I /EUR/ REGD REG S 7.25000000 (TEREOS FIN 7.25% 04/15/28/EUR/) Long Debt FR $310K 275K 0.00
TEREX CORP REGD 144A P/P 5.00000000 (TEREX CORP 5% 05/15/29) Long Debt US $3M 4M 0.05
TESLA AUTO LEASE TRUST 2023-A SER 2023-A CL A3 REGD 144A P/P 5.89000000 (TESLA 2023-A A 5.89% 08/20/25) Long ABS-collateralized bond/debt obligation US $190K 190K 0.00
TEVA PHARM FNC NL II /EUR/ REGD 4.37500000 (TEVA PHAR 4.375% 05/09/30/EUR/) Long Debt NL $501K 483K 0.01
TEVA PHARM FNC NL II /EUR/ REGD 7.37500000 (TEVA PHAR 7.375% 09/15/29/EUR/) Long Debt NL $237K 200K 0.00
TEVA PHARMACEUTICALS NE REGD 3.15000000 (TEVA PHARMACEUT 3.15% 10/01/26) Long Debt NL $4M 5M 0.06
TEVA PHARMACEUTICALS NE REGD SER . 8.12500000 (TEVA PHARMACEU 8.125% 09/15/31) Long Debt NL $1M 1M 0.02
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THAMES WATER UTIL FIN /EUR/ REGD REG S EMTN 4.00000000 (THAMES WATER 4% 04/18/27/EUR/) Long Debt GB $93K 100K 0.00
TICP CLO IX LTD SER 2017-9A CL A V/R REGD 144A P/P 6.72617000 (TICP 2017-9A A V/R 01/20/31) Long ABS-collateralized bond/debt obligation KY $407K 406K 0.01
TIMES CHINA HLDG LT REGD REG S 6.60000000 (TIMES CHINA HLDG 6.6% 03/02/23) Long Debt KY $28K 1M 0.00
TITAN HOLDINGS II BV /EUR/ REGD REG S 5.12500000 (TITAN HOL 5.125% 07/15/29/EUR/) Long Debt NL $166K 153K 0.00
TITAN INTERNATIONAL INC REGD SER WI 7.00000000 (TITAN INTERNATIONA 7% 04/30/28) Long Debt US $3M 3M 0.04
TK ELEVATOR HOLDCO GMBH /EUR/ REGD REG S 6.62500000 (TK ELEVAT 6.625% 07/15/28/EUR/) Long Debt DE $688K 667K 0.01
TK ELEVATOR HOLDCO GMBH REGD 144A P/P 7.62500000 (TK ELEVATOR HO 7.625% 07/15/28) Long Debt DE $4M 4M 0.05
TK ELEVATOR MIDCO GMBH /EUR/ REGD REG S 4.37500000 (TK ELEVAT 4.375% 07/15/27/EUR/) Long Debt DE $1M 1M 0.01
TK ELEVATOR US NEWCO INC REGD 144A P/P 5.25000000 (TK ELEVATOR US 5.25% 07/15/27) Long Debt US $12M 12M 0.16
TML HOLDINGS PTE LT REGD REG S 4.35000000 (TML HOLDINGS PT 4.35% 06/09/26) Long Debt SG $6M 7M 0.09
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TOPBUILD CORP REGD 144A P/P 3.62500000 (TOPBUILD CORP 3.625% 03/15/29) Long Debt US $449K 500K 0.01
TOPBUILD CORP REGD 144A P/P 4.12500000 (TOPBUILD CORP 4.125% 02/15/32) Long Debt US $1M 2M 0.02
TORONTO-DOMINION BANK REGD 5.26400000 (TORONTO-DOMINI 5.264% 12/11/26) Long Debt CA $289K 289K 0.00
TORONTO-DOMINION BANK REGD MTN 4.69300000 (TORONTO-DOMINI 4.693% 09/15/27) Long Debt CA $103K 105K 0.00
TORONTO-DOMINION BANK REGD V/R 0.00000000 (TORONTO-DOMINION V/R 07/31/84) Long Debt CA $3M 3M 0.04
TOWD POINT MORTGAGE TRUST 2019-HY1 SER 2019-HY1 CL M2 V/R REGD 144A P/P 7.45971000 (TPMT 2019-HY1 M2 V/R 08/25/28) Long ABS-collateralized bond/debt obligation US $399K 385K 0.01
TOYOTA AUTO RECEIVABLES 2023-D OWNER TRUST SER 2023-D CL A3 REGD 5.54000000 (TAOT 2023-D A3 5.54% 06/15/27) Long ABS-collateralized bond/debt obligation US $3M 3M 0.03
TRANSALTA CORP REGD 7.75000000 (TRANSALTA CORP 7.75% 11/15/29) Long Debt CA $399K 382K 0.01
TRANSCANADA PIPELINES REGD 6.20300000 (TRANSCANADA PI 6.203% 03/09/26) Long Debt CA $1M 1M 0.02
TRANSDIGM INC REGD 144A P/P 6.37500000 (TRANSDIGM INC 6.375% 03/01/29) Long Debt US $20M 20M 0.27
TRANSDIGM INC REGD 144A P/P 6.62500000 (TRANSDIGM INC 6.625% 03/01/32) Long Debt US $18M 17M 0.23
TRANSDIGM INC REGD 144A P/P 6.75000000 (TRANSDIGM INC 6.75% 08/15/28) Long Debt US $11M 11M 0.14
TRANSDIGM INC REGD 144A P/P 7.12500000 (TRANSDIGM INC 7.125% 12/01/31) Long Debt US $7M 7M 0.09
TRANSDIGM INC REGD SER WI 5.50000000 (TRANSDIGM INC 5.5% 11/15/27) Long Debt US $2M 2M 0.02
TRANSOCEAN AQUILA LTD REGD 144A P/P 8.00000000 (TRANSOCEAN AQUILA 8% 09/30/28) Long Debt KY $590K 581K 0.01
TRANSOCEAN INC REGD 144A P/P 8.00000000 (TRANSOCEAN INC 8% 02/01/27) Long Debt KY $3M 3M 0.04
TRANSOCEAN INC REGD 144A P/P 8.25000000 (TRANSOCEAN INC 8.25% 05/15/29) Long Debt KY $6M 6M 0.08
TRANSOCEAN INC REGD 144A P/P 8.50000000 (TRANSOCEAN INC 8.5% 05/15/31) Long Debt KY $6M 6M 0.09
TRANSOCEAN INC REGD 144A P/P 8.75000000 (TRANSOCEAN INC 8.75% 02/15/30) Long Debt KY $6M 5M 0.08
TRANSOCEAN TITAN FIN LTD REGD 144A P/P 8.37500000 (TRANSOCEAN TIT 8.375% 02/01/28) Long Debt KY $1M 1M 0.02
TRI POINTE HOMES INC REGD 5.25000000 (TRI POINTE HOME 5.25% 06/01/27) Long Debt US $439K 450K 0.01
TRI POINTE HOMES INC REGD 5.70000000 (TRI POINTE HOMES 5.7% 06/15/28) Long Debt US $3M 3M 0.03
TRIDENT TPI HOLDINGS INC REGD 144A P/P 12.75000000 (TRIDENT TPI HO 12.75% 12/31/28) Long Debt US $5M 5M 0.07
TRIMAS CORP REGD 144A P/P 4.12500000 (TRIMAS CORP 4.125% 04/15/29) Long Debt US $481K 525K 0.01
TRINIDAD & TOBAGO REGD 144A P/P 5.95000000 (TRINIDAD & TOBA 5.95% 01/14/31) Long Debt TT $1M 1M 0.02
TRINIDAD & TOBAGO REGD 5.95000000 (TRINIDAD & TOBA 5.95% 01/14/31) Long Debt TT $198K 200K 0.00
TRINITY INDUSTRIES INC REGD 144A P/P 7.75000000 (TRINITY INDUSTR 7.75% 07/15/28) Long Debt US $2M 2M 0.03
TRITON CONTAINER REGD 144A P/P 2.05000000 (TRITON CONTAINE 2.05% 04/15/26) Long Debt BM $1M 1M 0.01
TRIUMPH GROUP INC REGD 144A P/P 9.00000000 (TRIUMPH GROUP INC 9% 03/15/28) Long Debt US $9M 8M 0.11
TRIVIUM PACKAGING FIN REGD 144A P/P 5.50000000 (TRIVIUM PACKAGIN 5.5% 08/15/26) Long Debt NL $3M 3M 0.04
TRIVIUM PACKAGING FIN REGD 144A P/P 8.50000000 (TRIVIUM PACKAGIN 8.5% 08/15/27) Long Debt NL $199K 200K 0.00
TRONOX INC REGD 144A P/P 4.62500000 (TRONOX INC 4.625% 03/15/29) Long Debt US $1M 1M 0.01
TRUIST FINANCIAL CORP REGD V/R MTN 4.87300000 (TRUIST FINANCIAL V/R 01/26/29) Long Debt US $72K 73K 0.00
TRUST FIBRAUNO REGD 144A P/P 7.37500000 (TRUST FIBRAUNO 7.375% 02/13/34) Long Debt MX $2M 2M 0.03
TRY/USD FWD 20240722 000011553 USD Derivative-foreign exchange $143K – 0.00
TRY/USD FWD 20240820 000011553 USD Derivative-foreign exchange $64K – 0.00
TUI AG /EUR/ REGD REG S 5.87500000 (TUI AG 5.875% 03/15/29/EUR/) Long Debt DE $7M 6M 0.09
TUI CRUISES GMBH /EUR/ REGD 144A P/P 6.25000000 (TUI CRUISE 6.25% 04/15/29/EUR/) Long Debt DE $5M 4M 0.06
TUI CRUISES GMBH /EUR/ REGD REG S 6.50000000 (TUI CRUISES 6.5% 05/15/26/EUR/) Long ABS-collateralized bond/debt obligation DE $4M 4M 0.06
TUNISIAN REPUBLIC REGD 5.75000000 (TUNISIAN REPUBL 5.75% 01/30/25) Long Debt TN $4M 4M 0.05
TURK IHRACAT KR BK REGD 144A P/P 7.50000000 (TURK IHRACAT KR 7.5% 02/06/28) Long Debt TR $1M 1M 0.01
TWILIO INC REGD 3.62500000 (TWILIO INC 3.625% 03/15/29) Long Debt US $205K 228K 0.00
TWILIO INC REGD 3.87500000 (TWILIO INC 3.875% 03/15/31) Long Debt US $3M 3M 0.04
UBER TECHNOLOGIES INC REGD 144A P/P 4.50000000 (UBER TECHNOLOGIE 4.5% 08/15/29) Long Debt US $8M 9M 0.11
UBER TECHNOLOGIES INC REGD 144A P/P SER 2028 CONVERTIBLE 0.87500000 (UBER TECHNOLOG 0.875% 12/01/28) Long Debt US $4M 3M 0.05
UBER TECHNOLOGIES INC REGD ZCP CONVERTIBLE 0.00000000 (UBER TECHNOLOGIES ZCP 12/15/25) Long Debt US $665K 620K 0.01
UBS AG STAMFORD CT REGD MTN 3.62500000 (UBS AG STAMFOR 3.625% 09/09/24) Long Debt CH $602K 605K 0.01
UBS GROUP AG REGD V/R /PERP/ 144A P/P 4.37500000 (UBS GROUP AG V/R /PERP/) Long Debt CH $1M 1M 0.01
UBS GROUP AG REGD V/R /PERP/ 144A P/P 7.75000000 (UBS GROUP AG V/R /PERP/) Long Debt CH $3M 3M 0.04
UBS GROUP AG REGD V/R /PERP/ 144A P/P 9.25000000 (UBS GROUP AG V/R /PERP/) Long Debt CH $4M 3M 0.05
UBS GROUP AG REGD V/R /PERP/ 144A P/P 9.25000000 (UBS GROUP AG V/R /PERP/) Long Debt CH $2M 2M 0.03
UBS GROUP AG REGD V/R /PERP/ 7.00000000 (UBS GROUP AG V/R /PERP/) Long Debt CH $200K 200K 0.00
UBS GROUP AG REGD V/R /PERP/ REG S 6.87500000 (UBS GROUP AG V/R /PERP/) Long Debt CH $198K 200K 0.00
UBS GROUP AG REGD V/R 144A P/P 1.30500000 (UBS GROUP AG V/R 02/02/27) Long Debt CH $233K 250K 0.00
UBS GROUP AG REGD V/R 144A P/P 1.49400000 (UBS GROUP AG V/R 08/10/27) Long Debt CH $1M 2M 0.02
UBS GROUP AG REGD V/R 144A P/P 3.86900000 (UBS GROUP AG V/R 01/12/29) Long Debt CH $1M 1M 0.01
UBS GROUP AG REGD V/R 144A P/P 4.48800000 (UBS GROUP AG V/R 05/12/26) Long Debt CH $498K 504K 0.01
UBS GROUP AG REGD V/R 144A P/P 5.42800000 (UBS GROUP AG V/R 02/08/30) Long Debt CH $200K 200K 0.00
UBS GROUP AG REGD V/R P/P 2.59300000 (UBS GROUP AG V/R 09/11/25) Long Debt CH $497K 500K 0.01
UGI INTERNATIONAL LLC /EUR/ REGD REG S 2.50000000 (UGI INTERNA 2.5% 12/01/29/EUR/) Long Debt US $95K 100K 0.00
UKG INC REGD 144A P/P 6.87500000 (UKG INC 6.875% 02/01/31) Long Debt US $19M 19M 0.26
UNICREDIT SPA /EUR/ REGD V/R REG S 2.73100000 (UNICREDIT SP V/R 01/15/32/EUR/) Long Debt IT $19M 18M 0.25
UNICREDIT SPA /EUR/ REGD V/R REG S EMTN 5.37500000 (UNICREDIT SP V/R 04/16/34/EUR/) Long Debt IT $4M 4M 0.06
UNICREDIT SPA REGD V/R 144A P/P 2.56900000 (UNICREDIT SPA V/R 09/22/26) Long Debt IT $842K 878K 0.01
UNITED AIR 2014-1 A PTT REGD SER A 4.00000000 (UNITED AIR 2014-1 4% 04/11/26) Long Debt US $305K 315K 0.00
UNITED AIR 2020-1 A PTT REGD SER 20-1 5.87500000 (UNITED AIR 202 5.875% 10/15/27) Long Debt US $160K 159K 0.00
UNITED AIRLINES INC REGD 144A P/P 4.37500000 (UNITED AIRLINE 4.375% 04/15/26) Long Debt US $3M 3M 0.04
UNITED AIRLINES INC REGD 144A P/P 4.62500000 (UNITED AIRLINE 4.625% 04/15/29) Long Debt US $7M 7M 0.09
UNITED GROUP BV /EUR/ REGD REG S 4.00000000 (UNITED GROUP 4% 11/15/27/EUR/) Long Debt NL $4M 4M 0.06
UNITED GROUP BV /EUR/ REGD REG S 4.62500000 (UNITED GR 4.625% 08/15/28/EUR/) Long Debt NL $7M 7M 0.10
UNITED GROUP BV /EUR/ REGD REG S 5.25000000 (UNITED GRO 5.25% 02/01/30/EUR/) Long Debt NL $15M 15M 0.20
UNITED GROUP BV /EUR/ REGD REG S 6.75000000 (UNITED GRO 6.75% 02/15/31/EUR/) Long Debt NL $110K 100K 0.00
UNITED GROUP BV /EUR/ REGD V/R REG S 8.07800000 (UNITED GROUP V/R 02/15/31/EUR/) Long Debt NL $289K 268K 0.00
UNITED MEXICAN STATES REGD 4.50000000 (UNITED MEXICAN S 4.5% 04/22/29) Long Debt MX $192K 200K 0.00
UNITED MEXICAN STATES REGD 5.00000000 (UNITED MEXICAN STA 5% 05/07/29) Long Debt MX $3M 3M 0.04
UNITED MEXICAN STATES REGD 6.00000000 (UNITED MEXICAN STA 6% 05/07/36) Long Debt MX $974K 1M 0.01
UNITED MEXICAN STATES REGD 6.40000000 (UNITED MEXICAN S 6.4% 05/07/54) Long Debt MX $1M 1M 0.02
UNITED MEXICAN STATES REGD MTN SER GMTN 5.75000000 (UNITED MEXICAN 5.75% 10/12/10) Long Debt MX $2M 2M 0.02
UNITED NATURAL FOODS INC REGD 144A P/P 6.75000000 (UNITED NATURAL 6.75% 10/15/28) Long Debt US $534K 592K 0.01
UNITED RENTALS NORTH AM REGD 144A P/P 6.12500000 (UNITED RENTALS 6.125% 03/15/34) Long Debt US $1M 1M 0.01
UNITED RENTALS NORTH AM REGD 3.75000000 (UNITED RENTALS 3.75% 01/15/32) Long Debt US $6M 6M 0.07
UNITED RENTALS NORTH AM REGD 3.87500000 (UNITED RENTALS 3.875% 02/15/31) Long Debt US $798K 895K 0.01
UNITED RENTALS NORTH AM REGD 4.87500000 (UNITED RENTALS 4.875% 01/15/28) Long Debt US $2M 2M 0.03
UNITED RENTALS NORTH AM REGD 5.25000000 (UNITED RENTALS 5.25% 01/15/30) Long Debt US $412K 425K 0.01
UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 09/05/24) Long Short-term investment vehicle US $25M – 0.33
UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 08/29/24) Long Short-term investment vehicle US $20M – 0.27
UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 08/01/24) Long Short-term investment vehicle US $20M – 0.26
UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 09/26/24) Long Short-term investment vehicle US $6M – 0.09
UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 10/08/24) Long Short-term investment vehicle US $4M – 0.05
UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 08/27/24) Long Short-term investment vehicle US $910K – 0.01
UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 07/18/24) Long Short-term investment vehicle US $518K – 0.01
UNITED STATES TREASURY NOTE 2.75000000 (US TREAS NTS 2.75% 04/30/27) Long Debt US $705K 740K 0.01
UNITED STATES TREASURY NOTE 3.75000000 (US TREAS NTS 3.75% 12/31/28) Long Debt US $5M 5M 0.07
UNITED STATES TREASURY NOTE 4.25000000 (US TREAS NTS 4.25% 02/28/31) Long Debt US $27M 27M 0.36
UNITED STATES TREASURY NOTE 4.37500000 (WI TREASURY SE 4.375% 05/15/34) Long Debt US $4M 4M 0.05
UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 02/28/26) Long Debt US $4M 4M 0.05
UNITED STATES TREASURY NOTE 4.87500000 (US TREAS NTS 4.875% 04/30/26) Long Debt US $10M 10M 0.13
UNITED STATES TREASURY NOTE 4.87500000 (US TREAS NTS 4.875% 11/30/25) Long Debt US $7M 7M 0.09
UNITI GROUP/CSL CAPITAL REGD 144A P/P 10.50000000 (UNITI GROUP/CSL 10.5% 02/15/28) Long Debt US $8M 8M 0.10
UNITI GROUP/CSL CAPITAL REGD 144A P/P SER MAY 10.50000000 (UNITI GROUP/CSL 10.5% 02/15/28) Long Debt US $2M 2M 0.03
UNIVISION COMMUNICATIONS REGD 144A P/P 4.50000000 (UNIVISION COMMUN 4.5% 05/01/29) Long Debt US $2M 2M 0.02
UNIVISION COMMUNICATIONS REGD 144A P/P 6.62500000 (UNIVISION COMM 6.625% 06/01/27) Long Debt US $8M 8M 0.10
UNIVISION COMMUNICATIONS REGD 144A P/P 8.00000000 (UNIVISION COMMUNIC 8% 08/15/28) Long Debt US $7M 7M 0.09
UNIVISION COMMUNICATIONS REGD 144A P/P 8.50000000 (UNIVISION COMMUN 8.5% 07/31/31) Long Debt US $3M 3M 0.04
UPCB FINANCE VII LTD /EUR/ REGD REG S 3.62500000 (UPCB FINA 3.625% 06/15/29/EUR/) Long Debt KY $5M 5M 0.07
US ACUTE CARE SOLUTIONS REGD 144A P/P 9.75000000 (US ACUTE CARE S 9.75% 05/15/29) Long Debt US $2M 2M 0.02
US BANCORP REGD V/R 5.77500000 (US BANCORP V/R 06/12/29) Long Debt US $687K 676K 0.01
US BANCORP REGD V/R 6.78700000 (US BANCORP V/R 10/26/27) Long Debt US $229K 222K 0.00
US FOODS INC REGD 144A P/P 4.75000000 (US FOODS INC 4.75% 02/15/29) Long Debt US $2M 2M 0.02
US FOODS INC REGD 144A P/P 7.25000000 (US FOODS INC 7.25% 01/15/32) Long Debt US $1M 1M 0.01
USA COM PART/USA COM FIN REGD 144A P/P 7.12500000 (USA COM PART/U 7.125% 03/15/29) Long Debt US $3M 3M 0.04
USA COM PART/USA COM FIN REGD SER WI 6.87500000 (USA COM PART/U 6.875% 09/01/27) Long Debt US $1M 1M 0.01
USI INC/NY REGD 144A P/P 7.50000000 (USI INC/NY 7.5% 01/15/32) Long Debt US $3M 3M 0.04
UZBEKNEFTEGAZ JSC REGD REG S 4.75000000 (UZBEKNEFTEGAZ J 4.75% 11/16/28) Long Debt UZ $2M 3M 0.03
VAIL RESORTS INC REGD 144A P/P 6.50000000 (VAIL RESORTS INC 6.5% 05/15/32) Long Debt US $3M 2M 0.03
VALARIS LTD REGD 144A P/P 8.37500000 (VALARIS LTD 8.375% 04/30/30) Long Debt BM $6M 6M 0.08
VALE OVERSEAS LIMITED REGD 6.40000000 (VALE OVERSEAS LI 6.4% 06/28/54) Long Debt KY $1M 1M 0.01
VALLOUREC SACA REGD 144A P/P 7.50000000 (VALLOUREC SACA 7.5% 04/15/32) Long Debt FR $1M 1M 0.01
VALVOLINE INC REGD 144A P/P 3.62500000 (VALVOLINE INC 3.625% 06/15/31) Long Debt US $2M 2M 0.03
VANKE REAL ESTATE HK REGD REG S EMTN 3.15000000 (VANKE REAL ESTA 3.15% 05/12/25) Long Debt HK $861K 1M 0.01
VANKE REAL ESTATE HK REGD REG S EMTN 3.50000000 (VANKE REAL ESTAT 3.5% 11/12/29) Long Debt HK $1M 2M 0.02
VANKE REAL ESTATE HK REGD REG S EMTN 3.97500000 (VANKE REAL EST 3.975% 11/09/27) Long Debt HK $5M 8M 0.07
VAR ENERGI ASA /EUR/ REGD V/R REG S 7.86200000 (VAR ENERGI A V/R 11/15/83/EUR/) Long Debt NO $10M 9M 0.14
VECTOR GROUP LTD REGD 144A P/P 5.75000000 (VECTOR GROUP LT 5.75% 02/01/29) Long Debt US $4M 4M 0.05
VEDANTA RESOURCES REGD REG S 13.87500000 (VEDANTA RESOU 13.875% 12/09/28) Long Debt GB $11M 11M 0.14
VEDANTA RESOURCES REGD REG S 13.87500000 (VEDANTA RESOU 13.875% 01/21/27) Long Debt GB $3M 3M 0.04
VEDANTA UK INVESTMENTS REGD REG S 13.87500000 (VEDANTA UK IN 13.875% 12/09/28) Long Debt GB $3M 3M 0.04
VELOCITY VEHICLE GROUP REGD 144A P/P 8.00000000 (VELOCITY VEHICLE G 8% 06/01/29) Long Debt US $1M 1M 0.02
VENATOR MATERIALS PLC 0.00000000 Long Equity-common GB $3M 4K 0.03
VENTURE GLOBAL CALCASIEU REGD 144A P/P 3.87500000 (VENTURE GLOBAL 3.875% 11/01/33) Long Debt US $4M 5M 0.06
VENTURE GLOBAL CALCASIEU REGD 144A P/P 3.87500000 (VENTURE GLOBAL 3.875% 08/15/29) Long Debt US $4M 4M 0.05
VENTURE GLOBAL CALCASIEU REGD 144A P/P 4.12500000 (VENTURE GLOBAL 4.125% 08/15/31) Long Debt US $1M 2M 0.02
VENTURE GLOBAL CALCASIEU REGD 144A P/P 6.25000000 (VENTURE GLOBAL 6.25% 01/15/30) Long Debt US $457K 450K 0.01
VENTURE GLOBAL LNG INC REGD 144A P/P 8.12500000 (VENTURE GLOBAL 8.125% 06/01/28) Long Debt US $2M 2M 0.03
VENTURE GLOBAL LNG INC REGD 144A P/P 8.37500000 (VENTURE GLOBAL 8.375% 06/01/31) Long Debt US $10M 10M 0.13
VENTURE GLOBAL LNG INC REGD 144A P/P 9.50000000 (VENTURE GLOBAL L 9.5% 02/01/29) Long Debt US $19M 17M 0.25
VENTURE GLOBAL LNG INC REGD 144A P/P 9.87500000 (VENTURE GLOBAL 9.875% 02/01/32) Long Debt US $17M 16M 0.23
VEOLIA ENVIRONNEMENT SA /EUR/ REGD V/R /PERP/ REG S 5.99300000 (VEOLIA ENVIRON V/R /PERP//EUR/) Long Debt FR $8M 8M 0.11
VEOLIA ENVIRONNEMENT SA /EUR/ REGD V/R /PERP/ REG S SER . 2.50000000 (VEOLIA ENVIRON V/R /PERP//EUR/) Long Debt FR $8M 8M 0.10
VERALTO CORP REGD 144A P/P 5.35000000 (VERALTO CORP 5.35% 09/18/28) Long Debt US $189K 188K 0.00
VERALTO CORP REGD 144A P/P 5.50000000 (VERALTO CORP 5.5% 09/18/26) Long Debt US $215K 215K 0.00
VERISURE HOLDING AB /EUR/ REGD 144A P/P 5.50000000 (VERISURE HO 5.5% 05/15/30/EUR/) Long Debt SE $16M 15M 0.21
VERISURE HOLDING AB /EUR/ REGD REG S 3.25000000 (VERISURE H 3.25% 02/15/27/EUR/) Long Debt SE $6M 6M 0.09
VERISURE HOLDING AB /EUR/ REGD REG S 3.87500000 (VERISURE 3.875% 07/15/26/EUR/) Long Debt SE $16M 15M 0.21
VERISURE HOLDING AB /EUR/ REGD REG S 9.25000000 (VERISURE H 9.25% 10/15/27/EUR/) Long Debt SE $358K 316K 0.00
VERISURE MIDHOLDING AB /EUR/ REGD REG S 5.25000000 (VERISURE M 5.25% 02/15/29/EUR/) Long Debt SE $992K 950K 0.01
VERITAS US INC/BERMUDA L REGD P/P 7.50000000 (VERITAS US INC/B 7.5% 09/01/25) Long Debt US $278K 321K 0.00
VERMILION ENERGY INC REGD 144A P/P 6.87500000 (VERMILION ENER 6.875% 05/01/30) Long Debt CA $194K 197K 0.00
VERTIV GROUP CORPORATION REGD 144A P/P 4.12500000 (VERTIV GROUP C 4.125% 11/15/28) Long Debt US $3M 3M 0.04
VERUS SECURITIZATION TRUST 2021-1 SER 2021-1 CL A1 V/R REGD 144A P/P 0.81500000 (VERUS 2021-1 A1 V/R 01/25/66) Long ABS-collateralized bond/debt obligation US $135K 153K 0.00
VERUS SECURITIZATION TRUST 2021-R2 SER 2021-R2 CL A1 V/R REGD 144A P/P 0.91800000 (VERUS 2021-R2 A1 V/R 02/25/64) Long ABS-collateralized bond/debt obligation US $484K 545K 0.01
VIASAT INC REGD 144A P/P 5.62500000 (VIASAT INC 5.625% 09/15/25) Long Debt US $7M 7M 0.09
VIAVI SOLUTIONS INC REGD 144A P/P 3.75000000 (VIAVI SOLUTIONS 3.75% 10/01/29) Long Debt US $487K 577K 0.01
VICI PROPERTIES / NOTE REGD 144A P/P 3.50000000 (VICI PROPERTIES 3.5% 02/15/25) Long Debt US $656K 665K 0.01
VICI PROPERTIES / NOTE REGD 144A P/P 3.75000000 (VICI PROPERTIES 3.75% 02/15/27) Long Debt US $207K 218K 0.00
VICI PROPERTIES / NOTE REGD 144A P/P 3.87500000 (VICI PROPERTIE 3.875% 02/15/29) Long Debt US $562K 608K 0.01
VICI PROPERTIES / NOTE REGD 144A P/P 4.25000000 (VICI PROPERTIES 4.25% 12/01/26) Long Debt US $599K 621K 0.01
VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000 (VICI PROPERTIES 4.5% 01/15/28) Long Debt US $481K 500K 0.01
VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000 (VICI PROPERTIES 4.5% 09/01/26) Long Debt US $459K 472K 0.01
VICI PROPERTIES / NOTE REGD 144A P/P 4.62500000 (VICI PROPERTIE 4.625% 06/15/25) Long Debt US $860K 871K 0.01
VICI PROPERTIES / NOTE REGD 144A P/P 5.75000000 (VICI PROPERTIES 5.75% 02/01/27) Long Debt US $2M 2M 0.02
VICI PROPERTIES LP REGD 5.62500000 (VICI PROPERTIE 5.625% 05/15/52) Long Debt US $40K 44K 0.00
VIDEOTRON LTD / LTEE REGD P/P 5.12500000 (VIDEOTRON LTD 5.125% 04/15/27) Long Debt CA $873K 887K 0.01
VIKING CRUISES LTD REGD 144A P/P 5.87500000 (VIKING CRUISES 5.875% 09/15/27) Long Debt BM $4M 4M 0.05
VIKING CRUISES LTD REGD 144A P/P 7.00000000 (VIKING CRUISES LTD 7% 02/15/29) Long Debt BM $478K 475K 0.01
VIKING CRUISES LTD REGD 144A P/P 9.12500000 (VIKING CRUISES 9.125% 07/15/31) Long Debt BM $9M 9M 0.13
VIKING CRUISES LTD REGD P/P 6.25000000 (VIKING CRUISES 6.25% 05/15/25) Long Debt BM $500K 500K 0.01
VIKING OCEAN CRUISES SHI REGD 144A P/P 5.62500000 (VIKING OCEAN C 5.625% 02/15/29) Long Debt BM $4M 4M 0.05
VIRGIN MEDIA SECURED FIN /GBP/ REGD REG S 4.12500000 (VIRGIN ME 4.125% 08/15/30/GBP/) Long Debt GB $105K 100K 0.00
VIRGIN MEDIA SECURED FIN REGD 144A P/P 4.50000000 (VIRGIN MEDIA SEC 4.5% 08/15/30) Long Debt GB $509K 600K 0.01
VIRGIN MEDIA VEND FIN IV REGD 144A P/P 5.00000000 (VIRGIN MEDIA VEND 5% 07/15/28) Long Debt IE $3M 4M 0.04
VIRGIN MEDIA VENDOR FIN /GBP/ REGD 4.87500000 (VIRGIN ME 4.875% 07/15/28/GBP/) Long Debt IE $11M 10M 0.14
VISTA OUTDOOR INC REGD 144A P/P 4.50000000 (VISTA OUTDOOR IN 4.5% 03/15/29) Long Debt US $201K 200K 0.00
VISTAJET MALTA/VM HOLDS REGD 144A P/P 6.37500000 (VISTAJET MALTA 6.375% 02/01/30) Long Debt $2M 3M 0.03
VISTAJET MALTA/VM HOLDS REGD 144A P/P 7.87500000 (VISTAJET MALTA 7.875% 05/01/27) Long Debt $2M 3M 0.03
VISTAJET MALTA/VM HOLDS REGD 144A P/P 9.50000000 (VISTAJET MALTA/V 9.5% 06/01/28) Long Debt $846K 965K 0.01
VISTRA CORP REGD 144A P/P 5.00000000 (VISTRA CORP 5% 07/31/27) Long Debt US $4M 4M 0.05
VISTRA CORP REGD 144A P/P 5.50000000 (VISTRA CORP 5.5% 09/01/26) Long Debt US $823K 835K 0.01
VISTRA CORP REGD V/R /PERP/ 144A P/P 7.00000000 (VISTRA CORP V/R /PERP/) Long Debt US $7M 7M 0.09
VISTRA CORP REGD V/R /PERP/ 144A P/P 8.00000000 (VISTRA CORP V/R /PERP/) Long Debt US $3M 3M 0.04
VISTRA CORP REGD V/R /PERP/ 144A P/P SER C 8.87500000 (VISTRA CORP V/R /PERP/) Long Debt US $982K 950K 0.01
VISTRA OPERATIONS CO LLC REGD 144A P/P 3.55000000 (VISTRA OPERATIO 3.55% 07/15/24) Long Debt US $3M 3M 0.04
VISTRA OPERATIONS CO LLC REGD 144A P/P 3.70000000 (VISTRA OPERATION 3.7% 01/30/27) Long Debt US $267K 279K 0.00
VISTRA OPERATIONS CO LLC REGD 144A P/P 4.37500000 (VISTRA OPERATI 4.375% 05/01/29) Long Debt US $8M 9M 0.11
VISTRA OPERATIONS CO LLC REGD 144A P/P 5.62500000 (VISTRA OPERATI 5.625% 02/15/27) Long Debt US $2M 2M 0.03
VISTRA OPERATIONS CO LLC REGD 144A P/P 6.87500000 (VISTRA OPERATI 6.875% 04/15/32) Long Debt US $4M 4M 0.06
VISTRA OPERATIONS CO LLC REGD 144A P/P 6.95000000 (VISTRA OPERATIO 6.95% 10/15/33) Long Debt US $562K 525K 0.01
VISTRA OPERATIONS CO LLC REGD 144A P/P 7.75000000 (VISTRA OPERATIO 7.75% 10/15/31) Long Debt US $2M 2M 0.03
VITAL ENERGY INC REGD 144A P/P 7.87500000 (VITAL ENERGY I 7.875% 04/15/32) Long Debt US $5M 5M 0.07
VITAL ENERGY INC REGD 9.75000000 (VITAL ENERGY IN 9.75% 10/15/30) Long Debt US $3M 3M 0.04
VITERRA FINANCE BV REGD 144A P/P 2.00000000 (VITERRA FINANCE BV 2% 04/21/26) Long Debt NL $935K 1M 0.01
VITERRA FINANCE BV REGD 144A P/P 4.90000000 (VITERRA FINANCE 4.9% 04/21/27) Long Debt NL $394K 400K 0.01
VIVION INVESTMENTS /EUR/ REGD REG S 3.00000000 (VIVION INVEST 3% 08/08/24/EUR/) Long Debt LU $106K 100K 0.00
VLL INTERNATIONAL INC REGD REG S EMTN 5.75000000 (VLL INTERNATION 5.75% 11/28/24) Long Debt KY $4M 4M 0.06
VMED O2 UK FINAN /EUR/ REGD REG S 3.25000000 (VMED O2 UK 3.25% 01/31/31/EUR/) Long Debt GB $11M 12M 0.15
VMED O2 UK FINAN /GBP/ REGD REG S 4.00000000 (VMED O2 UK FI 4% 01/31/29/GBP/) Long Debt GB $109K 100K 0.00
VMED O2 UK FINAN /GBP/ REGD REG S 4.50000000 (VMED O2 UK 4.5% 07/15/31/GBP/) Long Debt GB $12M 12M 0.16
VMED O2 UK FINAN REGD 144A P/P 4.25000000 (VMED O2 UK FINA 4.25% 01/31/31) Long Debt GB $252K 303K 0.00
VMED O2 UK FINAN REGD 144A P/P 4.75000000 (VMED O2 UK FINA 4.75% 07/15/31) Long Debt GB $2M 2M 0.02
VMED O2 UK FINANCING I /EUR/ REGD REG S 5.62500000 (VMED O2 U 5.625% 04/15/32/EUR/) Long Debt GB $8M 8M 0.11
VMED O2 UK FINANCING I REGD 144A P/P 7.75000000 (VMED O2 UK FINA 7.75% 04/15/32) Long Debt GB $4M 4M 0.05
VOC ESCROW LTD REGD 144A P/P 5.00000000 (VOC ESCROW LTD 5% 02/15/28) Long Debt BM $3M 3M 0.04
VODAFONE GROUP PLC /EUR/ REGD V/R REG S EMTN 6.50000000 (VODAFONE GRO V/R 08/30/84/EUR/) Long Debt GB $115K 100K 0.00
VODAFONE GROUP PLC /EUR/ REGD V/R REG S SER NC10 3.00000000 (VODAFONE GRO V/R 08/27/80/EUR/) Long Debt GB $8M 8M 0.10
VODAFONE GROUP PLC /GBP/ REGD V/R REG S 4.87500000 (VODAFONE GRO V/R 10/03/78/GBP/) Long Debt GB $249K 200K 0.00
VODAFONE GROUP PLC /GBP/ REGD V/R REG S EMTN 8.00000000 (VODAFONE GRO V/R 08/30/86/GBP/) Long Debt GB $13M 9M 0.17
VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.40000000 (VOLKSWAGEN GROUP 5.4% 03/20/26) Long Debt US $510K 511K 0.01
VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.70000000 (VOLKSWAGEN GROUP 5.7% 09/12/26) Long Debt US $223K 222K 0.00
VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.80000000 (VOLKSWAGEN GROUP 5.8% 09/12/25) Long Debt US $282K 281K 0.00
VOLKSWAGEN GROUP AMERICA REGD 144A P/P 6.00000000 (VOLKSWAGEN GROUP A 6% 11/16/26) Long Debt US $202K 200K 0.00
VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ REG S SER . 3.87500000 (VOLKSWAGEN INT V/R /PERP//EUR/) Long Debt NL $199K 200K 0.00
VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ REG S SER . 4.37500000 (VOLKSWAGEN INT V/R /PERP//EUR/) Long Debt NL $8M 8M 0.10
VONTIER CORP REGD SER WI 2.40000000 (VONTIER CORP 2.4% 04/01/28) Long Debt US $678K 765K 0.01
VORNADO REALTY LP REGD 3.50000000 (VORNADO REALTY L 3.5% 01/15/25) Long Debt US $216K 219K 0.00
VOYA CLO 2014-2 LTD SER 2014-2A CL A1RR V/R REGD 144A P/P 6.59868000 (VOYA 2014-2A A1R V/R 04/17/30) Long ABS-collateralized bond/debt obligation KY $3M 3M 0.04
VOYA CLO 2015-3 LTD SER 2015-3A CL A1R3 V/R REGD 144A P/P 6.47456000 (VOYA 2015-3A A1R V/R 10/20/31) Long ABS-collateralized bond/debt obligation KY $5M 5M 0.07
VOYA CLO 2016-1 LTD SER 2016-1A CL A1R V/R REGD 144A P/P 6.65617000 (VOYA 2016-1A A1R V/R 01/20/31) Long ABS-collateralized bond/debt obligation KY $5M 5M 0.07
VT TOPCO INC REGD 144A P/P 8.50000000 (VT TOPCO INC 8.5% 08/15/30) Long Debt US $552K 525K 0.01
VZ SECURED FINANCING BV /EUR/ REGD REG S 3.50000000 (VZ SECURED 3.5% 01/15/32/EUR/) Long Debt NL $94K 100K 0.00
VZ SECURED FINANCING BV REGD 144A P/P 5.00000000 (VZ SECURED FINANCI 5% 01/15/32) Long Debt NL $2M 2M 0.02
VZ VENDOR FINANCING /EUR/ REGD REG S 2.87500000 (VZ VENDOR 2.875% 01/15/29/EUR/) Long Debt NL $461K 500K 0.01
WABASH NATIONAL CORP REGD 144A P/P 4.50000000 (WABASH NATIONAL 4.5% 10/15/28) Long Debt US $68K 76K 0.00
WALGREENS BO DISC 07/31/24 0.00000000 Long Short-term investment vehicle US $882K – 0.01
WALGREENS BOOTS ALLIANCE REGD 3.20000000 (WALGREENS BOOTS 3.2% 04/15/30) Long Debt US $115K 138K 0.00
WAND NEWCO 3 INC REGD 144A P/P 7.62500000 (WAND NEWCO 3 I 7.625% 01/30/32) Long Debt US $5M 5M 0.07
WARNERMEDIA HOLDINGS INC REGD 6.41200000 (WARNERMEDIA HO 6.412% 03/15/26) Long Debt US $1M 1M 0.02
WARNERMEDIA HOLDINGS INC REGD SER WI 3.75500000 (WARNERMEDIA HO 3.755% 03/15/27) Long Debt US $780K 821K 0.01
WARNERMEDIA HOLDINGS INC REGD SER WI 3.78800000 (WARNERMEDIA HO 3.788% 03/15/25) Long Debt US $110K 112K 0.00
WARNERMEDIA HOLDINGS INC REGD SER WI 4.05400000 (WARNERMEDIA HO 4.054% 03/15/29) Long Debt US $159K 172K 0.00
WASTE PRO USA INC REGD 144A P/P 5.50000000 (WASTE PRO USA IN 5.5% 02/15/26) Long Debt US $10M 10M 0.13
WEA FINANCE LLC/WESTFIEL REGD P/P 3.75000000 (WEA FINANCE LLC 3.75% 09/17/24) Long Debt US $496K 500K 0.01
WEATHERFORD INTERNATIONA REGD 144A P/P 8.62500000 (WEATHERFORD IN 8.625% 04/30/30) Long Debt BM $3M 2M 0.03
WEC ENERGY GROUP INC REGD 5.60000000 (WEC ENERGY GROUP 5.6% 09/12/26) Long Debt US $125K 125K 0.00
WEIBO CORP REGD 3.50000000 (WEIBO CORP 3.5% 07/05/24) Long Debt KY $2M 2M 0.03
WEIR GROUP PLC (THE) REGD 144A P/P 2.20000000 (WEIR GROUP PLC ( 2.2% 05/13/26) Long Debt GB $1M 1M 0.02
WELLFLEET CLO 2018-3 LTD SER 2018-3A CL A1A V/R REGD 144A P/P 6.83617000 (WELF 2018-3A A1A V/R 01/20/32) Long ABS-collateralized bond/debt obligation KY $7M 7M 0.09
WELLS FARGO & COMPANY REGD V/R /PERP/ 7.62500000 (WELLS FARGO & COMPA V/R /PERP/) Long Debt US $2M 2M 0.03
WELLS FARGO & COMPANY REGD V/R 2.18800000 (WELLS FARGO & COM V/R 04/30/26) Long Debt US $108K 111K 0.00
WELLS FARGO & COMPANY REGD V/R 6.30300000 (WELLS FARGO & COM V/R 10/23/29) Long Debt US $127K 122K 0.00
WELLS FARGO & COMPANY REGD V/R MTN 2.16400000 (WELLS FARGO & COM V/R 02/11/26) Long Debt US $1M 1M 0.01
WELLS FARGO & COMPANY REGD V/R MTN 2.40600000 (WELLS FARGO & COM V/R 10/30/25) Long Debt US $802K 811K 0.01
WELLS FARGO & COMPANY REGD V/R MTN 4.54000000 (WELLS FARGO & COM V/R 08/15/26) Long Debt US $220K 223K 0.00
WELLS FARGO & COMPANY REGD V/R MTN 4.80800000 (WELLS FARGO & COM V/R 07/25/28) Long Debt US $228K 231K 0.00
WELLS FARGO & COMPANY REGD V/R MTN 5.19800000 (WELLS FARGO & COM V/R 01/23/30) Long Debt US $346K 347K 0.00
WELLS FARGO & COMPANY REGD V/R MTN 5.57400000 (WELLS FARGO & COM V/R 07/25/29) Long Debt US $254K 252K 0.00
WELLS FARGO & COMPANY REGD V/R MTN 5.70700000 (WELLS FARGO & COM V/R 04/22/28) Long Debt US $345K 342K 0.00
WELLTEC INTERNATIONAL REGD 144A P/P 8.25000000 (WELLTEC INTERNA 8.25% 10/15/26) Long Debt DK $204K 200K 0.00
WEPA HYGIENEPRODUKTE GMB /EUR/ REGD REG S 2.87500000 (WEPA HYGI 2.875% 12/15/27/EUR/) Long Debt DE $9M 9M 0.12
WESCO DISTRIBUTION INC REGD 144A P/P 6.37500000 (WESCO DISTRIBU 6.375% 03/15/29) Long Debt US $3M 3M 0.04
WESCO DISTRIBUTION INC REGD 144A P/P 6.62500000 (WESCO DISTRIBU 6.625% 03/15/32) Long Debt US $2M 2M 0.03
WESCO DISTRIBUTION INC REGD 144A P/P 7.25000000 (WESCO DISTRIBUT 7.25% 06/15/28) Long Debt US $2M 2M 0.02
WEST CHINA CEMENT LTD REGD REG S 4.95000000 (WEST CHINA CEME 4.95% 07/08/26) Long Debt JE $5M 7M 0.07
WESTERN MIDSTREAM OPERAT REGD 4.65000000 (WESTERN MIDSTRE 4.65% 07/01/26) Long Debt US $1M 1M 0.02
WESTERN MIDSTREAM OPERAT REGD 4.75000000 (WESTERN MIDSTRE 4.75% 08/15/28) Long Debt US $118K 121K 0.00
WESTERN MIDSTREAM OPERAT REGD 5.50000000 (WESTERN MIDSTREA 5.5% 08/15/48) Long Debt US $348K 400K 0.00
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022-2 SER 2022-2A CL C REGD 144A P/P 4.85000000 (WLAKE 2022-2A 4.85% 09/15/27) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2 SER 2024-2A CL D REGD 144A P/P 5.91000000 (WLAKE 2024-2A 5.91% 04/15/30) Long ABS-collateralized bond/debt obligation US $374K 375K 0.00
WESTLAKE FLOORING MASTER TRUST SER 2024-1A CL A REGD 144A P/P 5.43000000 (WFLOOR 2024-1A 5.43% 02/17/26) Long ABS-collateralized bond/debt obligation US $589K 590K 0.01
WHITE CAP BUYER LLC REGD 144A P/P 6.87500000 (WHITE CAP BUYE 6.875% 10/15/28) Long Debt US $12M 13M 0.17
WHITE CAP PARENT LLC REGD 144A P/P 8.25000000 (WHITE CAP PAREN 8.25% 03/15/26) Long Debt US $1M 1M 0.02
WI TREAS. NT/BD REGD 4.25000000 (WI TREASURY SEC 4.25% 01/31/26) Long Debt US $66M 67M 0.88
WI TREASURY SEC ZCP 09/12/24 0.00000000 Long Short-term investment vehicle US $1M – 0.01
WILLIAMS SCOTSMAN INC REGD 144A P/P 4.62500000 (WILLIAMS SCOTS 4.625% 08/15/28) Long Debt US $1M 1M 0.02
WILLIAMS SCOTSMAN INC REGD 144A P/P 6.62500000 (WILLIAMS SCOTS 6.625% 06/15/29) Long Debt US $2M 2M 0.03
WILLIAMS SCOTSMAN INC REGD 144A P/P 7.37500000 (WILLIAMS SCOTS 7.375% 10/01/31) Long Debt US $2M 2M 0.03
WINDSOR HOLDINGS III LLC REGD 144A P/P 8.50000000 (WINDSOR HOLDINGS 8.5% 06/15/30) Long Debt US $2M 2M 0.03
WINDSTREAM ESCROW LLC REGD 144A P/P 7.75000000 (WINDSTREAM ESCR 7.75% 08/15/28) Long Debt US $979K 1M 0.01
WINTERSHALL DEA FIN 2BV /EUR/ REGD V/R /PERP/ REG S SER NC5 2.49850000 (WINTERSHALL DE V/R /PERP//EUR/) Long Debt NL $3M 3M 0.04
WINTERSHALL DEA FIN 2BV /EUR/ REGD V/R /PERP/ REG S SER NC8 3.00000000 (WINTERSHALL DE V/R /PERP//EUR/) Long Debt NL $6M 6M 0.08
WOLVERINE WORLD WIDE REGD 144A P/P 4.00000000 (WOLVERINE WORLD WI 4% 08/15/29) Long Debt US $4M 5M 0.05
WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST SER 2023-A CL A REGD 5.02000000 (WFNMT 2023-A A 5.02% 05/15/26) Long ABS-collateralized bond/debt obligation US $1M 1M 0.02
WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST SER 2024-A CL A REGD 5.47000000 (WFNMT 2024-A A 5.47% 04/15/27) Long ABS-collateralized bond/debt obligation US $931K 925K 0.01
WORLDLINE SA/FRANCE /EUR/ REGD ZCP REG S CONVERTIBLE 0.00000000 (WORLDLINE SA ZCP 07/30/26/EUR/) Long Debt FR $395K 400K 0.01
WP/AP TELECOM HOLDINGS /EUR/ REGD REG S 5.50000000 (WP/AP TELEC 5.5% 01/15/30/EUR/) Long Debt NL $155K 156K 0.00
WR GRACE HOLDING LLC REGD 144A P/P 4.87500000 (WR GRACE HOLDI 4.875% 06/15/27) Long Debt US $828K 858K 0.01
WR GRACE HOLDING LLC REGD 144A P/P 5.62500000 (WR GRACE HOLDI 5.625% 08/15/29) Long Debt US $9M 10M 0.12
WR GRACE HOLDING LLC REGD 144A P/P 7.37500000 (WR GRACE HOLDI 7.375% 03/01/31) Long Debt US $3M 3M 0.04
WRANGLER HOLDCO CORP REGD 144A P/P 6.62500000 (WRANGLER HOLDC 6.625% 04/01/32) Long Debt US $438K 440K 0.01
WYNN MACAU LTD REGD 144A P/P 5.12500000 (WYNN MACAU LTD 5.125% 12/15/29) Long Debt KY $2M 2M 0.02
WYNN MACAU LTD REGD 144A P/P 5.50000000 (WYNN MACAU LTD 5.5% 10/01/27) Long Debt KY $2M 2M 0.03
WYNN MACAU LTD REGD 144A P/P 5.50000000 (WYNN MACAU LTD 5.5% 01/15/26) Long Debt KY $2M 2M 0.02
WYNN MACAU LTD REGD 144A P/P 5.62500000 (WYNN MACAU LTD 5.625% 08/26/28) Long Debt KY $8M 9M 0.11
WYNN MACAU LTD REGD 144A P/P CONVERTIBLE 4.50000000 (WYNN MACAU LTD 4.5% 03/07/29) Long Debt KY $4M 4M 0.05
WYNN MACAU LTD REGD REG S 4.87500000 (WYNN MACAU LTD 4.875% 10/01/24) Long Debt KY $2M 2M 0.03
WYNN MACAU LTD REGD REG S 5.12500000 (WYNN MACAU LTD 5.125% 12/15/29) Long Debt KY $589K 650K 0.01
WYNN MACAU LTD REGD REG S 5.50000000 (WYNN MACAU LTD 5.5% 01/15/26) Long Debt KY $16M 16M 0.21
WYNN MACAU LTD REGD REG S 5.50000000 (WYNN MACAU LTD 5.5% 10/01/27) Long Debt KY $3M 3M 0.04
WYNN MACAU LTD REGD REG S 5.62500000 (WYNN MACAU LTD 5.625% 08/26/28) Long Debt KY $4M 4M 0.05
WYNN RESORTS FINANCE LLC REGD 144A P/P 5.12500000 (WYNN RESORTS F 5.125% 10/01/29) Long Debt US $6M 7M 0.09
WYNN RESORTS FINANCE LLC REGD 144A P/P 7.12500000 (WYNN RESORTS F 7.125% 02/15/31) Long Debt US $5M 5M 0.07
XIAOMI BEST TIME INTL REGD REG S 4.10000000 (XIAOMI BEST TIME 4.1% 07/14/51) Long Debt HK $2M 3M 0.03
XIAOMI BEST TIME INTL REGD ZCP REG S CONVERTIBLE 0.00000000 (XIAOMI BEST TIME ZCP 12/17/27) Long Debt HK $2M 2M 0.02
XPO INC REGD 144A P/P 6.25000000 (XPO INC 6.25% 06/01/28) Long Debt US $653K 650K 0.01
XPO INC REGD 144A P/P 7.12500000 (XPO INC 7.125% 02/01/32) Long Debt US $820K 800K 0.01
XPO INC REGD 144A P/P 7.12500000 (XPO INC 7.125% 06/01/31) Long Debt US $153K 150K 0.00
YANLORD LAND HK CO LTD REGD 5.12500000 (YANLORD LAND H 5.125% 05/20/26) Long Debt HK $3M 3M 0.03
YINSON BORONIA PRODUCTIO REGD 144A P/P 8.94700000 (YINSON BORONIA 8.947% 07/31/42) Long Debt NL $4M 4M 0.05
YINSON PRODUCTION FINANC REGD 9.62500000 (YINSON PRODUCT 9.625% 05/03/29) Long Debt SG $2M 3M 0.03
YUM BRANDS INC REGD 144A P/P 4.75000000 (YUM BRANDS INC 4.75% 01/15/30) Long Debt US $716K 752K 0.01
YUNDA HOLDING INV REGD REG S 2.25000000 (YUNDA HOLDING I 2.25% 08/19/25) Long Debt VG $6M 6M 0.08
ZAYO GROUP HOLDINGS INC REGD 144A P/P 4.00000000 (ZAYO GROUP HOLDING 4% 03/01/27) Long Debt US $13M 16M 0.17
ZAYO GROUP HOLDINGS INC REGD 144A P/P 6.12500000 (ZAYO GROUP HOL 6.125% 03/01/28) Long Debt US $3M 4M 0.04
ZEBRA TECHNOLOGIES CORP REGD 144A P/P 6.50000000 (ZEBRA TECHNOLOGI 6.5% 06/01/32) Long Debt US $1M 1M 0.02
ZF EUROPE FINANCE BV /EUR/ REGD REG S 2.00000000 (ZF EUROPE FIN 2% 02/23/26/EUR/) Long Debt NL $9M 9M 0.13
ZF EUROPE FINANCE BV /EUR/ REGD REG S 3.00000000 (ZF EUROPE FIN 3% 10/23/29/EUR/) Long Debt NL $4M 4M 0.06
ZF EUROPE FINANCE BV /EUR/ REGD REG S EMTN 4.75000000 (ZF EUROPE 4.75% 01/31/29/EUR/) Long Debt NL $107K 100K 0.00
ZF EUROPE FINANCE BV /EUR/ REGD REG S EMTN 6.12500000 (ZF EUROPE 6.125% 03/13/29/EUR/) Long Debt NL $226K 200K 0.00
ZF FINANCE GMBH /EUR/ REGD REG S EMTN 3.75000000 (ZF FINANCE 3.75% 09/21/28/EUR/) Long Debt DE $11M 11M 0.15
ZF FINANCE GMBH /EUR/ REGD REG S EMTN 5.75000000 (ZF FINANCE 5.75% 08/03/26/EUR/) Long Debt DE $110K 100K 0.00
ZF NA CAPITAL REGD 144A P/P 6.87500000 (ZF NA CAPITAL 6.875% 04/14/28) Long Debt US $459K 450K 0.01
ZF NA CAPITAL REGD P/P 4.75000000 (ZF NA CAPITAL 4.75% 04/29/25) Long Debt US $925K 937K 0.01
ZHONGAN ONLINE P&C INSUR REGD 3.12500000 (ZHONGAN ONLINE 3.125% 07/16/25) Long Debt CN $5M 5M 0.06
ZI TECH LLC/ZI FIN CORP REGD 144A P/P 3.87500000 (ZI TECH LLC/ZI 3.875% 02/01/29) Long Debt US $6M 7M 0.08
ZIGGO BOND CO BV REGD 144A P/P 5.12500000 (ZIGGO BOND CO 5.125% 02/28/30) Long Debt NL $911K 1M 0.01
ZIGGO BV /EUR/ REGD REG S 2.87500000 (ZIGGO BV 2.875% 01/15/30/EUR/) Long Debt NL $7M 8M 0.09
ZIGGO BV REGD 144A P/P 4.87500000 (ZIGGO BV 4.875% 01/15/30) Long Debt NL $135K 152K 0.00

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.