| Holding | Nov 21 | Nov 21 | Feb 22 | Feb 22 | May 22 | Aug 22 | Nov 22 | Feb 23 | May 23 | Aug 23 | Nov 23 | Feb 24 | May 24 | Aug 24 | Nov 24 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 CASH EXCH TRUST | |||||||||||||||
| AAdvantage Loyalty IP Ltd | |||||||||||||||
| AbbVie Inc | |||||||||||||||
| ABJA INVESTMENT CO | |||||||||||||||
| Acrisure LLC / Acrisure Finance Inc ACRISURE LLC / FIN INC SR SECURED 144A 11/30 7.5 | |||||||||||||||
| Acrisure LLC / Acrisure Finance Inc ACRISURE LLC / FIN INC SR UNSECURED 144A 06/29 8.5 | |||||||||||||||
| Acrisure LLC / Acrisure Finance Inc ACRISURE LLC / FIN INC SR UNSECURED 144A 08/26 10.125 | |||||||||||||||
| ACRISURE LLC / FIN INC | |||||||||||||||
| Acrisure, LLC | |||||||||||||||
| Adient Global Holdings Ltd | |||||||||||||||
| ADMI Corp. | |||||||||||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/34 5.3 | |||||||||||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust AERCAP IRELAND CAP/GLOBA COMPANY GUAR 09/30 6.15 | |||||||||||||||
| Aethon United BR LP / Aethon United Finance Corp | |||||||||||||||
| AG TTMT Escrow Issuer LLC | |||||||||||||||
| AGROSUPER SA | |||||||||||||||
| AIB GROUP PLC | |||||||||||||||
| AIR CANADA | |||||||||||||||
| Albania Government International Bond | |||||||||||||||
| ALBERTSONS COS/SAFEWAY Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | |||||||||||||||
| ALBERTSONS COS/SAFEWAY Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | |||||||||||||||
| ALBERTSONS COS/SAFEWAY Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | |||||||||||||||
| Albion Financing 3 SARL | |||||||||||||||
| ALBION FINANCING 3 SARL Albion Financing 3 SARL USD Term Loan | |||||||||||||||
| ALBION FINANCING 3 SARL Albion Financing 3 SARL USD Term Loan | |||||||||||||||
| ALBION FINANCING 3 SARL Albion Financing 3 SARL USD Term Loan | |||||||||||||||
| ALBION FINANCING 3 SARL Albion Financing 3 SARL USD Term Loan | |||||||||||||||
| ALBION FINANCING 3 SARL Albion Financing 3 SARL USD Term Loan | |||||||||||||||
| ALBION FINANCING 3 SARL Albion Financing 3 SARL USD Term Loan | |||||||||||||||
| Alen 2021-ACEN Mortgage Trust | |||||||||||||||
| Alexandria Real Estate Equities Inc | |||||||||||||||
| Alibaba Group Holding Ltd | |||||||||||||||
| Alliant Holdings Intermediate LLC | |||||||||||||||
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer ALLIANT HOLD / CO ISSUER SR SECURED 144A 04/28 6.75 | |||||||||||||||
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer ALLIANT HOLD / CO ISSUER SR SECURED 144A 01/31 7 | |||||||||||||||
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer ALLIANT HOLD / CO ISSUER SR UNSECURED 144A 10/32 7.375 | |||||||||||||||
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer ALLIANT HOLD / CO ISSUER SR UNSECURED 144A 10/27 6.75 | |||||||||||||||
| Allied Universal Holdco LLC | |||||||||||||||
| Allied Universal Holdco LLC / Allied Universal Finance Corp | |||||||||||||||
| Ally Bank Auto Credit-Linked Notes Series 2024-A | |||||||||||||||
| Ally Bank Auto Credit-Linked Notes Series 2024-B | |||||||||||||||
| Alpha Generation LLC | |||||||||||||||
| ALPHABET INC | |||||||||||||||
| Altice Financing SA | |||||||||||||||
| Altice France Holding SA | |||||||||||||||
| Altice France SA | |||||||||||||||
| Altria Group Inc | |||||||||||||||
| American Airlines Inc/AAdvantage Loyalty IP Ltd | |||||||||||||||
| AMERICAN AIRLINES/AADVAN | |||||||||||||||
| AMERICAN CAMPUS CMNTYS | |||||||||||||||
| AmeriCredit Automobile Receivables Trust 2020-2 | |||||||||||||||
| Amgen Inc | |||||||||||||||
| Amur Equipment Finance Receivables X LLC | |||||||||||||||
| Amur Equipment Finance Receivables XI LLC | |||||||||||||||
| Amur Equipment Finance Receivables XIII LLC | |||||||||||||||
| AmWINS Group Inc | |||||||||||||||
| Angel Oak Mortgage Trust | |||||||||||||||
| Angel Oak Mortgage Trust 2021-1 | |||||||||||||||
| Angel Oak Mortgage Trust 2022-2 | |||||||||||||||
| Angel Oak Mortgage Trust 2022-6 | |||||||||||||||
| Angel Oak Mortgage Trust 2023-6 | |||||||||||||||
| ANHEUSER-BUSCH INBEV WOR | |||||||||||||||
| APA Infrastructure Ltd | |||||||||||||||
| APEX TOOL / BC MOUNTAIN | |||||||||||||||
| Apex Tool Group, LLC | |||||||||||||||
| Applebee s Funding LLC / IHOP Funding LLC APPLEBEES/IHOP FUNDING LLC DIN 2019 1A A2II 144A | |||||||||||||||
| Applebee s Funding LLC / IHOP Funding LLC APPLEBEES/IHOP FUNDING LLC DIN 2023 1A A2 144A | |||||||||||||||
| Applied Systems Inc | |||||||||||||||
| AppLovin Corp | |||||||||||||||
| ARCONIC CORP | |||||||||||||||
| Ares Management Corp | |||||||||||||||
| ARETEC ESCROW ISSUER INC | |||||||||||||||
| Arsenal AIC Parent LLC ARSENAL AIC PARENT LLC 2024 1ST LIEN TERM LOAN B | |||||||||||||||
| Arsenal AIC Parent LLC ARSENAL AIC PARENT LLC UNSECURED 144A 10/31 11.5 | |||||||||||||||
| Arsenal AIC Parent LLC ARSENAL AIC PARENT LLC 2024 TERM LOAN B | |||||||||||||||
| Arsenal AIC Parent LLC ARSENAL AIC PARENT LLC SR SECURED 144A 10/30 8 | |||||||||||||||
| Arsenal AIC Parent LLC Arsenal AIC Parent LLC Term Loan | |||||||||||||||
| Ascend Learning LLC | |||||||||||||||
| ASP Chromaflo Dutch I B.V. | |||||||||||||||
| ASP Chromaflo Intermediate Holdings, Inc. | |||||||||||||||
| AssuredPartners Inc | |||||||||||||||
| Asurion LLC | |||||||||||||||
| ASX Clear (Futures) | |||||||||||||||
| At Home Group Inc | |||||||||||||||
| AT&T INC | |||||||||||||||
| AthenaHealth Group Inc | |||||||||||||||
| Athenahealth, Inc. | |||||||||||||||
| ATI Inc | |||||||||||||||
| Atlassian Corp | |||||||||||||||
| Autostrade per l Italia SpA | |||||||||||||||
| AutoZone Inc | |||||||||||||||
| Auxilior Term Funding 2024-1 LLC | |||||||||||||||
| Avantor Funding Inc | |||||||||||||||
| Avantor Inc | |||||||||||||||
| AVIENT CORP | |||||||||||||||
| Avis Budget Car Rental LLC / Avis Budget Finance Inc | |||||||||||||||
| Avis Budget Rental Car Funding AESOP LLC | |||||||||||||||
| AVOLON HOLDINGS FNDG LTD | |||||||||||||||
| Axalta Coating Systems Dutch Holding B BV | |||||||||||||||
| BAE Systems PLC | |||||||||||||||
| BALL CORP | |||||||||||||||
| Ballyrock Ltd | |||||||||||||||
| BAMLL Commercial Mortgage Securities Trust 2021-JACX | |||||||||||||||
| BANCA TRANSILVANIA | |||||||||||||||
| Banco de Credito del Peru S.A. | |||||||||||||||
| BANCO SANTANDER SA | |||||||||||||||
| Bancolombia SA | |||||||||||||||
| Bangkok Bank PCL/Hong Kong | |||||||||||||||
| BANK 2019-BNK23 | |||||||||||||||
| Bank Negara Indonesia Persero Tbk PT | |||||||||||||||
| Bank of America Corp | |||||||||||||||
| Bank of America N.A. PURCHASED NZD/ SOLD USD | |||||||||||||||
| Bank of America N.A. PURCHASED TRY/ SOLD USD | |||||||||||||||
| Bank of America N.A. PURCHASED USD/ SOLD TRY | |||||||||||||||
| Bank of America N.A. PURCHASED NOK/ SOLD USD | |||||||||||||||
| Bank of America N.A. PURCHASED NZD/ SOLD USD | |||||||||||||||
| Bank of New York Mellon PURCHASED NOK/ SOLD USD | |||||||||||||||
| Bank of New York Mellon PURCHASED CHF/ SOLD USD | |||||||||||||||
| Bank of New York Mellon Corp/The | |||||||||||||||
| BANK5 2024-5YR12 | |||||||||||||||
| BANK5 2024-5YR8 | |||||||||||||||
| Barclays Bank PLC PURCHASED USD/ SOLD CHF | |||||||||||||||
| Barclays Bank PLC PURCHASED CHF/ SOLD USD | |||||||||||||||
| Barclays Bank PLC PURCHASED JPY/ SOLD USD | |||||||||||||||
| Barclays Bank PLC PURCHASED NZD/ SOLD USD | |||||||||||||||
| Barclays Bank PLC PURCHASED EUR/ SOLD USD | |||||||||||||||
| Barclays Bank PLC 104015355 TROWE | |||||||||||||||
| Barclays PLC | |||||||||||||||
| BAT Capital Corp | |||||||||||||||
| BAT INTL FINANCE PLC | |||||||||||||||
| Bath & Body Works Inc | |||||||||||||||
| Bausch + Lomb Corp | |||||||||||||||
| BAUSCH HEALTH AMERICAS | |||||||||||||||
| BAUSCH HEALTH COS INC | |||||||||||||||
| Bayer US Finance II LLC | |||||||||||||||
| Bayer US Finance LLC | |||||||||||||||
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC | |||||||||||||||
| BBCMS 2020-BID Mortgage Trust | |||||||||||||||
| BBVA Bancomer SA/Texas | |||||||||||||||
| BCP Raptor II, LLC | |||||||||||||||
| BCP Raptor, LLC | |||||||||||||||
| BECTON DICKINSON & CO | |||||||||||||||
| BELLRING BRANDS INC | |||||||||||||||
| Belron Finance 2019 LLC | |||||||||||||||
| Benchmark 2021-B24 Mortgage Trust | |||||||||||||||
| Benchmark 2023-V3 Mortgage Trust | |||||||||||||||
| Benchmark 2024-V7 Mortgage Trust | |||||||||||||||
| Benchmark 2024-V9 Mortgage Trust | |||||||||||||||
| BENCHMARK Mortgage Trust | |||||||||||||||
| BIG Commercial Mortgage Trust 2022-BIG | |||||||||||||||
| BIG RIVER STEEL/BRS FIN | |||||||||||||||
| Bimbo Bakeries USA Inc | |||||||||||||||
| BIO-RAD LABS | |||||||||||||||
| BMO 2024-5C4 Mortgage Trust | |||||||||||||||
| BMO 2024-5C5 Mortgage Trust | |||||||||||||||
| BNP Paribas SA PURCHASED USD/ SOLD COP | |||||||||||||||
| BNP Paribas SA PURCHASED USD/ SOLD EUR | |||||||||||||||
| BNP Paribas SA BNP PARIBAS 144A 05/30 VAR | |||||||||||||||
| BNP Paribas SA PURCHASED USD/ SOLD EUR | |||||||||||||||
| Boeing Co/The | |||||||||||||||
| Boost Newco Borrower LLC | |||||||||||||||
| Booz Allen Hamilton Inc | |||||||||||||||
| Boston Gas Co | |||||||||||||||
| Boxer Parent Co Inc | |||||||||||||||
| BPR Trust | |||||||||||||||
| Brazil Notas do Tesouro Nacional Serie F | |||||||||||||||
| Brazos Delaware II LLC | |||||||||||||||
| Bristol-Myers Squibb Co | |||||||||||||||
| Brixmor Operating Partnership LP | |||||||||||||||
| Broadcom Inc | |||||||||||||||
| BROOKFIELD RESID PROPERT | |||||||||||||||
| BSREP Commercial Mortgage Trust 2021-DC | |||||||||||||||
| Bulgaria Government International Bond | |||||||||||||||
| BX Commercial Mortgage Trust 2024-MDHS BX TRUST BX 2024 MDHS A 144A | |||||||||||||||
| BX Commercial Mortgage Trust 2024-MDHS BX TRUST BX 2024 MDHS B 144A | |||||||||||||||
| BX Trust | |||||||||||||||
| CABLE ONE INC | |||||||||||||||
| Cadence Design Systems Inc | |||||||||||||||
| Caesars Entertainment Inc | |||||||||||||||
| Caesars Resort Collection, LLC | |||||||||||||||
| CaixaBank SA | |||||||||||||||
| Camelot U.S. Acquisition 1 Co. Camelot U.S. Acquisition 1 Co. Term Loan B | |||||||||||||||
| Camelot U.S. Acquisition 1 Co. Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B | |||||||||||||||
| Canadian Imperial Bank of Commerce PURCHASED USD/ SOLD MXN | |||||||||||||||
| Canadian Imperial Bank of Commerce PURCHASED USD/ SOLD CAD | |||||||||||||||
| Canadian Imperial Bank of Commerce PURCHASED USD/ SOLD CAD | |||||||||||||||
| Canadian Imperial Bank of Commerce PURCHASED USD/ SOLD MXN | |||||||||||||||
| Canadian Imperial Bank of Commerce PURCHASED USD/ SOLD CAD | |||||||||||||||
| Canadian Imperial Bank of Commerce PURCHASED USD / SOLD CAD | |||||||||||||||
| Cano Health LLC | |||||||||||||||
| CANO HEALTH LLC | |||||||||||||||
| Cantor Commercial Real Estate Lending 2019-CF1 | |||||||||||||||
| Capital One Financial Corp | |||||||||||||||
| Capstone Borrower Inc | |||||||||||||||
| CarMax Auto Owner Trust | |||||||||||||||
| CarMax Auto Owner Trust 2021-2 | |||||||||||||||
| Carmax Auto Owner Trust 2022-4 | |||||||||||||||
| Carmax Auto Owner Trust 2023-3 CARMAX AUTO OWNER TRUST CARMX 2023 3 B | |||||||||||||||
| Carmax Auto Owner Trust 2023-3 CARMAX AUTO OWNER TRUST CARMX 2023 3 C | |||||||||||||||
| CarMax Auto Owner Trust 2024-1 CARMAX AUTO OWNER TRUST CARMX 2024 1 A4 | |||||||||||||||
| CarMax Auto Owner Trust 2024-1 CARMAX AUTO OWNER TRUST CARMX 2024 1 C | |||||||||||||||
| CarMax Auto Owner Trust 2024-2 | |||||||||||||||
| Carmax Auto Owner Trust 2024-3 CARMAX AUTO OWNER TRUST CARMX 2024 3 A4 | |||||||||||||||
| Carmax Auto Owner Trust 2024-3 CARMAX AUTO OWNER TRUST CARMX 2024 3 D | |||||||||||||||
| Carmax Select Receivables Trust 2024-A CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A B | |||||||||||||||
| Carmax Select Receivables Trust 2024-A CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A C | |||||||||||||||
| Carnival Corp | |||||||||||||||
| Carpenter Technology Corp | |||||||||||||||
| Carvana Auto Receivables Trust 2021-P1 | |||||||||||||||
| Carvana Auto Receivables Trust 2022-N1 | |||||||||||||||
| Carvana Auto Receivables Trust 2022-P1 | |||||||||||||||
| Carvana Auto Receivables Trust 2024-N1 CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 B 144A | |||||||||||||||
| Carvana Auto Receivables Trust 2024-N1 CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 C 144A | |||||||||||||||
| Carvana Auto Receivables Trust 2024-N2 CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 B 144A | |||||||||||||||
| Carvana Auto Receivables Trust 2024-N2 CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 C 144A | |||||||||||||||
| Carvana Auto Receivables Trust 2024-N3 | |||||||||||||||
| Carvana Co | |||||||||||||||
| CCI Buyer, Inc. | |||||||||||||||
| CCM MERGER INC | |||||||||||||||
| CCO HLDGS LLC/CAP CORP | |||||||||||||||
| CCO Holdings LLC / CCO Holdings Capital Corp CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 06/29 5.375 | |||||||||||||||
| CCO Holdings LLC / CCO Holdings Capital Corp CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/31 4.25 | |||||||||||||||
| CCO Holdings LLC / CCO Holdings Capital Corp CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 06/33 4.5 | |||||||||||||||
| CCO Holdings LLC / CCO Holdings Capital Corp CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 09/29 6.375 | |||||||||||||||
| CCO Holdings LLC / CCO Holdings Capital Corp CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 03/31 7.375 | |||||||||||||||
| CDI ESCROW ISSUER INC | |||||||||||||||
| CDK Global, Inc. CDK Global Inc 2022 USD Term Loan B | |||||||||||||||
| CDK Global, Inc. CDK Global, Inc. 2022 USD Term Loan B | |||||||||||||||
| CDK Global, Inc. CDK Global, Inc. 2022 USD Term Loan B | |||||||||||||||
| CDW LLC/CDW FINANCE | |||||||||||||||
| CEDAR FAIR LP | |||||||||||||||
| Cedar Fair LP / Canada s Wonderland Co / Magnum Management Corp / Millennium Op | |||||||||||||||
| Celanese US Holdings LLC | |||||||||||||||
| Centene Corp | |||||||||||||||
| Central Parent Inc | |||||||||||||||
| Central Parent Inc / CDK Global Inc | |||||||||||||||
| Central Parent LLC | |||||||||||||||
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc | |||||||||||||||
| CHARLES RIVER LABORATORI | |||||||||||||||
| CHARTER COMM OPT LLC/CAP | |||||||||||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital CHARTER COMM OPT LLC/CAP SR SECURED 10/35 6.384 | |||||||||||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital CHARTER COMM OPT LLC/CAP SR SECURED 04/31 2.8 | |||||||||||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital CHARTER COMM OPT LLC/CAP SR SECURED 06/29 6.1 | |||||||||||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital CHARTER COMM OPT LLC/CAP SR SECURED 06/34 6.55 | |||||||||||||||
| Charter Next Generation Inc | |||||||||||||||
| Chase Home Lending Mortgage Trust 2024-RPL4 | |||||||||||||||
| Cheniere Energy Inc | |||||||||||||||
| Cheniere Energy Partners LP | |||||||||||||||
| Chicago Board of Trade | |||||||||||||||
| Chile Electricity Lux Mpc II Sarl | |||||||||||||||
| CHS/Community Health Systems Inc | |||||||||||||||
| Churchill Downs Inc | |||||||||||||||
| CIFC Funding 2019-V Ltd | |||||||||||||||
| CIFC Funding Ltd CIFC Funding 2020-I Ltd | |||||||||||||||
| CIFC Funding Ltd CIFC Funding 2021-IV Ltd | |||||||||||||||
| Cinemark USA Inc | |||||||||||||||
| CITADEL SECURITIES LP | |||||||||||||||
| CITGO Holding Inc. | |||||||||||||||
| CITGO PETROLEUM CORP | |||||||||||||||
| Citibank N.A. PURCHASED AUD/ SOLD USD | |||||||||||||||
| Citibank N.A. PURCHASED BRL/ SOLD USD | |||||||||||||||
| Citibank N.A. PURCHASED USD/ SOLD EUR | |||||||||||||||
| Citibank N.A. PURCHASED AUD/ SOLD USD | |||||||||||||||
| Citibank N.A. PURCHASED USD/ SOLD CHF | |||||||||||||||
| Citibank N.A. PURCHASED USD/ SOLD JPY | |||||||||||||||
| Citibank N.A. PURCHASED USD/ SOLD NOK | |||||||||||||||
| Citibank N.A. PURCHASED NOK/ SOLD USD | |||||||||||||||
| Citibank N.A. PURCHASED ILS / SOLD USD | |||||||||||||||
| Citigroup Commercial Mortgage Trust 2015-GC27 | |||||||||||||||
| Citigroup Commercial Mortgage Trust 2019-GC43 | |||||||||||||||
| Citigroup Inc | |||||||||||||||
| Citigroup Mortgage Loan Trust Inc | |||||||||||||||
| Civitas Resources Inc | |||||||||||||||
| Clarios Global LP / Clarios US Finance Co CLARIOS GLOBAL LP/US FIN SR SECURED 144A 05/28 6.75 | |||||||||||||||
| Clarios Global LP / Clarios US Finance Co CLARIOS GLOBAL LP/US FIN COMPANY GUAR 144A 05/27 8.5 | |||||||||||||||
| CLARIV SCI HLD CORP | |||||||||||||||
| Clarus Capital Funding 2024-1 LLC CLARUS CAPITAL FUNDING LLC CLARUS 2024 1A A2 144A | |||||||||||||||
| Clarus Capital Funding 2024-1 LLC CLARUS CAPITAL FUNDING LLC CLARUS 2024 1A B 144A | |||||||||||||||
| Clear Channel International BV | |||||||||||||||
| CLEAR CHANNEL OUTDOOR HO | |||||||||||||||
| Clear Channel Outdoor Holdings Inc CLEAR CHANNEL OUTDOOR HOLD INC 2024 TERM LOAN | |||||||||||||||
| Clear Channel Outdoor Holdings Inc CLEAR CHANNEL OUTDOOR HO COMPANY GUAR 144A 04/28 7.75 | |||||||||||||||
| Clear Channel Outdoor Holdings Inc CLEAR CHANNEL OUTDOOR HO COMPANY GUAR 144A 06/29 7.5 | |||||||||||||||
| Clear Channel Outdoor Holdings Inc CLEAR CHANNEL OUTDOOR HO SR SECURED 144A 09/28 9 | |||||||||||||||
| Clear Channel Outdoor Holdings Inc CLEAR CHANNEL OUTDOOR HLDNGS I TERM LOAN B | |||||||||||||||
| Cloud Software Group Inc | |||||||||||||||
| Clydesdale Acquisition Holdings Inc | |||||||||||||||
| CMG Media Corp CMG MEDIA CORPORATION SECURED 144A 06/29 8.875 | |||||||||||||||
| CMG Media Corp CMG MEDIA CORPORATION 2024 TERM LOAN | |||||||||||||||
| CMG Media Corp CMG MEDIA CORPORATION 2021 TERM LOAN | |||||||||||||||
| CMG Media Corp CMG MEDIA CORPORATION COMPANY GUAR 144A 12/27 8.875 | |||||||||||||||
| CNT Holdings I Corp CNT HOLDINGS I CORP 2020 TERM LOAN | |||||||||||||||
| CNT Holdings I Corp CNT Holdings I Corp 2020 2nd Lien Term Loan | |||||||||||||||
| Cologix Canadian Issuer LP | |||||||||||||||
| Cologix, Inc. | |||||||||||||||
| Colombia Government International Bond | |||||||||||||||
| COLT Funding LLC | |||||||||||||||
| Columbia Pipelines Holding Co LLC | |||||||||||||||
| COMCAST CORP | |||||||||||||||
| COMM 2015-CCRE23 Mortgage Trust | |||||||||||||||
| COMM 2015-CCRE25 Mortgage Trust | |||||||||||||||
| COMM 2016-CR28 Mortgage Trust | |||||||||||||||
| CommerceHub, Inc. | |||||||||||||||
| Commonwealth of Puerto Rico | |||||||||||||||
| Comstock Resources Inc | |||||||||||||||
| Concentra Escrow Issuer Corp | |||||||||||||||
| CONE Trust 2024-DFW1 | |||||||||||||||
| Connect Finco SARL | |||||||||||||||
| Connect Finco SARL / Connect US Finco LLC | |||||||||||||||
| Continental Resources Inc/OK | |||||||||||||||
| Corebridge Global Funding | |||||||||||||||
| CoreLogic, Inc. CoreLogic, Inc. 2nd Lien Term Loan | |||||||||||||||
| CoreLogic, Inc. CoreLogic, Inc. 2nd Lien Term Loan | |||||||||||||||
| CoreLogic, Inc. CoreLogic, Inc. 2nd Lien Term Loan | |||||||||||||||
| CoreLogic, Inc. CoreLogic, Inc. 2nd Lien Term Loan | |||||||||||||||
| CoreLogic, Inc. CoreLogic, Inc. 2nd Lien Term Loan | |||||||||||||||
| CoreLogic, Inc. CoreLogic, Inc. Term Loan | |||||||||||||||
| CoreLogic, Inc. CoreLogic, Inc. 2nd Lien Term Loan | |||||||||||||||
| CoreLogic, Inc. CoreLogic, Inc. 2nd Lien Term Loan | |||||||||||||||
| CoreLogic, Inc. CoreLogic, Inc. 2nd Lien Term Loan | |||||||||||||||
| CoreLogic, Inc. CoreLogic, Inc. 2nd Lien Term Loan | |||||||||||||||
| Corp Nacional del Cobre de Chile | |||||||||||||||
| CQP Holdco LP | |||||||||||||||
| Crescent Energy Finance LLC | |||||||||||||||
| CRESTWOOD MID PARTNER LP | |||||||||||||||
| Cross 2024-H6 Mortgage Trust | |||||||||||||||
| Crossroads Asset Trust 2024-A | |||||||||||||||
| Crown Castle Inc | |||||||||||||||
| Crown Point CLO 7 Ltd | |||||||||||||||
| CSAIL 2016-C6 Commercial Mortgage Trust | |||||||||||||||
| CSAIL 2019-C18 Commercial Mortgage Trust | |||||||||||||||
| CSC Holdings LLC | |||||||||||||||
| CSL Finance PLC | |||||||||||||||
| Curia Global, Inc. | |||||||||||||||
| CUSHMAN & WAKEFIELD US | |||||||||||||||
| Cushman & Wakefield US Borrower LLC | |||||||||||||||
| Cvent, Inc. | |||||||||||||||
| CVS Health Corp | |||||||||||||||
| CyrusOne Data Centers Issuer I LLC CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A | |||||||||||||||
| CyrusOne Data Centers Issuer I LLC CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 1A A2 144A | |||||||||||||||
| Dana Financing Luxembourg Sarl | |||||||||||||||
| DANAHER CORP | |||||||||||||||
| Danske Bank A/S | |||||||||||||||
| Darling Ingredients Inc | |||||||||||||||
| Dave & Buster s Inc | |||||||||||||||
| DB Master Finance LLC | |||||||||||||||
| DCP MIDSTREAM OPERATING | |||||||||||||||
| Deerfield Dakota Holding, LLC | |||||||||||||||
| Dell Equipment Finance Trust 2024-1 DELL EQUIPMENT FINANCE TRUST DEFT 2024 1 D 144A | |||||||||||||||
| Dell Equipment Finance Trust 2024-1 DELL EQUIPMENT FINANCE TRUST DEFT 2024 1 A3 144A | |||||||||||||||
| Dell Equipment Finance Trust 2024-2 DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 B 144A | |||||||||||||||
| Dell Equipment Finance Trust 2024-2 DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 D 144A | |||||||||||||||
| Delta 2 Lux Sarl | |||||||||||||||
| Delta Topco Inc DELTA TOPCO, INC. 2024 TERM LOAN | |||||||||||||||
| Delta Topco Inc DELTA TOPCO, INC 2024 2ND LIEN TERM LOAN | |||||||||||||||
| Delta Topco Inc DELTA TOPCO, INC. 2020 2ND LIEN TERM LOAN | |||||||||||||||
| Deutsche Bank AG PURCHASED AUD/ SOLD USD | |||||||||||||||
| Deutsche Bank AG PURCHASED USD/ SOLD BRL | |||||||||||||||
| Deutsche Bank AG PURCHASED USD/ SOLD EUR | |||||||||||||||
| Deutsche Bank AG PURCHASED JPY/ SOLD USD | |||||||||||||||
| Deutsche Bank AG PURCHASED NOK/ SOLD USD | |||||||||||||||
| Deutsche Bank AG PURCHASED NOK/ SOLD USD | |||||||||||||||
| Deutsche Bank AG PURCHASED NOK/ SOLD USD | |||||||||||||||
| Deutsche Bank AG PURCHASED USD/ SOLD NZD | |||||||||||||||
| Deutsche Bank AG PURCHASED USD/ SOLD NZD | |||||||||||||||
| Deutsche Bank AG PURCHASED BRL/ SOLD USD | |||||||||||||||
| Deutsche Bank AG PURCHASED USD/ SOLD BRL | |||||||||||||||
| Deutsche Bank AG PURCHASED NOK/ SOLD USD | |||||||||||||||
| Deutsche Bank AG PURCHASED NZD/ SOLD USD | |||||||||||||||
| Deutsche Bank AG PURCHASED USD/ SOLD NZD | |||||||||||||||
| Deutsche Bank AG PURCHASED USD/ SOLD EUR | |||||||||||||||
| Deutsche Bank AG PURCHASED USD/ SOLD NOK | |||||||||||||||
| Deutsche Bank AG PURCHASED USD/ SOLD SEK | |||||||||||||||
| Deutsche Bank AG PURCHASED USD / SOLD COP | |||||||||||||||
| DIAMOND BC BV | |||||||||||||||
| Diamondback Energy Inc | |||||||||||||||
| Directv Financing LLC / Directv Financing Co-Obligor Inc | |||||||||||||||
| DISH DBS Corp DISH DBS CORP COMPANY GUAR 07/26 7.75 | |||||||||||||||
| DISH DBS Corp DISH DBS CORP SR SECURED 144A 12/26 5.25 | |||||||||||||||
| DISH DBS Corp DISH DBS CORP SR SECURED 144A 12/28 5.75 | |||||||||||||||
| DISH Network Corp | |||||||||||||||
| DLLAA 2023-1 LLC DLLAA LLC DLLAA 2023 1A A3 144A | |||||||||||||||
| DLLAA 2023-1 LLC DLLAA LLC DLLAA 2023 1A A4 144A | |||||||||||||||
| DLLST 2024-1 LLC | |||||||||||||||
| DRIVEN BRANDS FUNDING LLC | |||||||||||||||
| Driven Holdings, LLC | |||||||||||||||
| Dryden Senior Loan Fund Dryden 77 CLO Ltd | |||||||||||||||
| Dryden Senior Loan Fund Dryden 86 CLO Ltd | |||||||||||||||
| DUKE ENERGY CORP | |||||||||||||||
| Dye & Durham Corp | |||||||||||||||
| Dye & Durham Ltd | |||||||||||||||
| Dynasty Acquisition Co Inc | |||||||||||||||
| Eagle Broadband Investments LLC | |||||||||||||||
| EchoStar Corp | |||||||||||||||
| ECI Macola Max Holding, LLC | |||||||||||||||
| ECOPETROL SA | |||||||||||||||
| Edgewater Generation LLC | |||||||||||||||
| EDISON INTERNATIONAL | |||||||||||||||
| EFMT 2024-INV2 | |||||||||||||||
| EG Group Limited | |||||||||||||||
| El Salvador Government International Bond | |||||||||||||||
| Elara HGV Timeshare Issuer 2023-A LLC ELARA HGV TIMESHARE ISSUER EHGVT 2023 A A 144A | |||||||||||||||
| Elara HGV Timeshare Issuer 2023-A LLC ELARA HGV TIMESHARE ISSUER EHGVT 2023 A C 144A | |||||||||||||||
| Elevance Health Inc | |||||||||||||||
| Ellington Financial Mortgage Trust 2021-3 | |||||||||||||||
| Ellucian Holdings Inc | |||||||||||||||
| EMERALD DEBT MERGER | |||||||||||||||
| Emirates NBD Bank PJSC | |||||||||||||||
| ENACT HOLDINGS INC | |||||||||||||||
| Enbridge Inc | |||||||||||||||
| ENDEAVOR ENERGY RESOURCE | |||||||||||||||
| Energean Israel Finance Ltd | |||||||||||||||
| Energy Transfer LP | |||||||||||||||
| Engie SA | |||||||||||||||
| Engineered Machinery Holdings Inc | |||||||||||||||
| Eni SpA | |||||||||||||||
| Entegris Inc | |||||||||||||||
| Enterprise Fleet Financing 2021-2 LLC | |||||||||||||||
| Enterprise Fleet Financing 2023-1 LLC | |||||||||||||||
| EPIC Crude Services LP | |||||||||||||||
| Epicor Software Corp | |||||||||||||||
| EQUIFAX INC | |||||||||||||||
| EQUITABLE HOLDINGS INC | |||||||||||||||
| Eurex Deutschland | |||||||||||||||
| Exelon Corp | |||||||||||||||
| Exeter Automobile Receivables Trust Exeter Automobile Receivables Trust 2022-6 | |||||||||||||||
| Exeter Automobile Receivables Trust Exeter Automobile Receivables Trust 2022-2 | |||||||||||||||
| Exeter Automobile Receivables Trust 2023-1 | |||||||||||||||
| Exeter Automobile Receivables Trust 2023-4 | |||||||||||||||
| ExGen Renewables IV, LLC | |||||||||||||||
| Expand Energy Corp | |||||||||||||||
| Export-Import Bank of Malaysia Bhd | |||||||||||||||
| Fannie Mae - CAS Connecticut Avenue Securities Trust 2023-R02 | |||||||||||||||
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | |||||||||||||||
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | |||||||||||||||
| Fannie Mae - CAS Connecticut Avenue Securities Trust 2022-R08 | |||||||||||||||
| Fannie Mae - CAS Connecticut Avenue Securities Trust 2022-R02 | |||||||||||||||
| Fannie Mae - CAS Connecticut Avenue Securities Trust 2022-R03 | |||||||||||||||
| Fannie Mae - CAS Connecticut Avenue Securities Trust 2021-R01 | |||||||||||||||
| Fannie Mae REMICS | |||||||||||||||
| FEDERAL REALTY INVESTMEN | |||||||||||||||
| Ferrellgas LP / Ferrellgas Finance Corp | |||||||||||||||
| Fertitta Entertainment, LLC Fertitta Entertainment, LLC 2022 Term Loan B | |||||||||||||||
| Fertitta Entertainment, LLC Fertitta Entertainment, LLC 2022 Term Loan B | |||||||||||||||
| Fifth Third Bancorp | |||||||||||||||
| Filtration Group Corp | |||||||||||||||
| Finance of America HECM Buyout 2022-HB2 | |||||||||||||||
| Finance of America HECM Buyout 2024-HB1 | |||||||||||||||
| FirstEnergy Corp | |||||||||||||||
| FirstEnergy Transmission LLC | |||||||||||||||
| FirstKey Homes 2020-SFR1 Trust FIRSTKEY HOMES 2020 SFR1 TRUST FKH 2020 SFR1 B 144A | |||||||||||||||
| FirstKey Homes 2020-SFR1 Trust FIRSTKEY HOMES 2020 SFR1 TRUST FKH 2020 SFR1 A 144A | |||||||||||||||
| FirstKey Homes 2020-SFR2 Trust FIRSTKEY HOMES TRUST FKH 2020 SFR2 B 144A | |||||||||||||||
| FirstKey Homes 2020-SFR2 Trust FIRSTKEY HOMES TRUST FKH 2020 SFR2 D 144A | |||||||||||||||
| Fiserv Inc | |||||||||||||||
| Fiserv Investment Solutions, Inc. | |||||||||||||||
| Flagstar Mortgage Trust 2021-11INV | |||||||||||||||
| Fleet Midco I Ltd | |||||||||||||||
| Flexential Issuer, LLC | |||||||||||||||
| Ford Credit Auto Lease Trust 2023-B FORD CREDIT AUTO LEASE TRUST FORDL 2023 B B | |||||||||||||||
| Ford Credit Auto Lease Trust 2023-B FORD CREDIT AUTO LEASE TRUST FORDL 2023 B C | |||||||||||||||
| Ford Credit Auto Lease Trust 2023-B FORD CREDIT AUTO LEASE TRUST FORDL 2023 B D | |||||||||||||||
| Ford Credit Auto Owner Trust 2020-REV1 | |||||||||||||||
| Ford Credit Auto Owner Trust 2021-A | |||||||||||||||
| Ford Motor Co | |||||||||||||||
| Ford Motor Credit Co LLC | |||||||||||||||
| Ford Otomotiv Sanayi AS | |||||||||||||||
| Foundry JV Holdco LLC | |||||||||||||||
| Four Seasons Hotels Limited | |||||||||||||||
| Freddie Mac - STACR Freddie Mac Stacr Remic Trust 2023-Hqa3 | |||||||||||||||
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2023-DNA1 | |||||||||||||||
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2022-DNA6 | |||||||||||||||
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-HQA3 | |||||||||||||||
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2022-HQA1 | |||||||||||||||
| Freddie Mac Pool | |||||||||||||||
| Freeport-McMoRan Inc | |||||||||||||||
| Frontier Issuer LLC | |||||||||||||||
| Gainwell Acquisition Corp. | |||||||||||||||
| Galaxy Xxiv Clo Ltd | |||||||||||||||
| GCAT | |||||||||||||||
| GCAT 2021-NQM5 Trust | |||||||||||||||
| GCI LLC | |||||||||||||||
| Gen Digital Inc | |||||||||||||||
| GENERAL MOTORS CO | |||||||||||||||
| GENERAL MOTORS FINL CO | |||||||||||||||
| Genesee & Wyoming Inc | |||||||||||||||
| Georgia Power Co | |||||||||||||||
| GFL Environmental Inc | |||||||||||||||
| GLOBO COMMUNICACOES PART | |||||||||||||||
| GM Financial Automobile Leasing Trust 2022-3 | |||||||||||||||
| GM Financial Automobile Leasing Trust 2023-1 | |||||||||||||||
| GM Financial Consumer Automobile Receivables Trust 2023-1 | |||||||||||||||
| GM Financial Consumer Automobile Receivables Trust 2023-3 GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 B | |||||||||||||||
| GM Financial Consumer Automobile Receivables Trust 2023-3 GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 C | |||||||||||||||
| GMF Floorplan Owner Revolving Trust GENERAL MOTORS GFORT 2023 1 B 144A | |||||||||||||||
| GMF Floorplan Owner Revolving Trust GENERAL MOTORS GFORT 2019 2 C 144A | |||||||||||||||
| Goldentree Loan Management US Clo 11 Ltd | |||||||||||||||
| Goldman Sachs Group Inc/The | |||||||||||||||
| Goldman Sachs International PURCHASED BRL/ SOLD USD | |||||||||||||||
| Goldman Sachs International PURCHASED USD/ SOLD BRL | |||||||||||||||
| Goldman Sachs International PURCHASED USD/ SOLD CAD | |||||||||||||||
| Goldman Sachs International PURCHASED USD/ SOLD GBP | |||||||||||||||
| Goldman Sachs International PURCHASED JPY/ SOLD USD | |||||||||||||||
| Goldman Sachs International PURCHASED USD/ SOLD CAD | |||||||||||||||
| Goldman Sachs International PURCHASED USD/ SOLD CAD | |||||||||||||||
| Goldman Sachs International PURCHASED COP/ SOLD USD | |||||||||||||||
| Goldman Sachs International PURCHASED GBP/ SOLD USD | |||||||||||||||
| Goldman Sachs International PURCHASED USD/ SOLD JPY | |||||||||||||||
| Goldman Sachs International PURCHASED NOK/ SOLD USD | |||||||||||||||
| Goldman Sachs International PURCHASED NOK/ SOLD USD | |||||||||||||||
| Goldman Sachs International PURCHASED NOK/ SOLD USD | |||||||||||||||
| Goldman Sachs International PURCHASED USD/ SOLD BRL | |||||||||||||||
| Goldman Sachs International PURCHASED USD/ SOLD CAD | |||||||||||||||
| Goldman Sachs International PURCHASED USD/ SOLD NOK | |||||||||||||||
| Goldman Sachs International PURCHASED NZD/ SOLD USD | |||||||||||||||
| Goldman Sachs International PURCHASED USD/ SOLD NZD | |||||||||||||||
| Goldman Sachs International PURCHASED BRL/ SOLD USD | |||||||||||||||
| Goldman Sachs International PURCHASED USD/ SOLD BRL | |||||||||||||||
| Goldman Sachs International PURCHASED USD/ SOLD BRL | |||||||||||||||
| Goldman Sachs International 104015358 TROWE | |||||||||||||||
| Golub Capital Partners CLO 43B Ltd | |||||||||||||||
| Golub Capital Partners CLO 60B Ltd | |||||||||||||||
| Goodman US Finance Six LLC | |||||||||||||||
| Goodyear Tire & Rubber Co/The | |||||||||||||||
| Goto Foods Funding LLC FOCUS BRANDS FUNDING LLC FOCUS 2017 1A A2II 144A | |||||||||||||||
| Goto Foods Funding LLC FOCUS BRANDS FUNDING LLC FOCUS 2022 1 A2 144A | |||||||||||||||
| Government National Mortgage Association | |||||||||||||||
| GPD Cos Inc | |||||||||||||||
| Great Canadian Gaming Corp | |||||||||||||||
| Great Wolf Trust 2019-WOLF | |||||||||||||||
| GreatAmerica Leasing Receivables Funding LLC Series 2021-2 | |||||||||||||||
| Greensaif Pipelines Bidco Sarl | |||||||||||||||
| GS Mortgage Securities Trust | |||||||||||||||
| GS Mortgage Securities Trust 2019-GC40 | |||||||||||||||
| GS Mortgage-Backed Securities Trust 2021-GR2 | |||||||||||||||
| GTCR W Merger Sub LLC | |||||||||||||||
| Hardee s Funding LLC HARDEE S FUNDING LLC AND CARLS HNGRY 2020 1A A2 144A | |||||||||||||||
| Hardee s Funding LLC CKE RESTAURANTS HOLDINGS INC HNGRY 2021 1A A2 144A | |||||||||||||||
| Hardee s Funding LLC CKE RESTAURANTS HOLDINGS INC HNGRY 2024 1A A2 144A | |||||||||||||||
| Hardee s Funding LLC HARDEE S FUNDING HNGRY 2018 1A A2II 144A | |||||||||||||||
| HAT Holdings I LLC / HAT Holdings II LLC | |||||||||||||||
| HAT HOLDINGS I LLC/HAT | |||||||||||||||
| HCA Inc | |||||||||||||||
| Health Care Service Corp A Mutual Legal Reserve Co | |||||||||||||||
| Healthcare Realty Holdings LP | |||||||||||||||
| Heartland Dental, LLC | |||||||||||||||
| Hess Corp | |||||||||||||||
| Highbridge Loan Management 5-2015 Ltd | |||||||||||||||
| Hightower Holding LLC | |||||||||||||||
| Hilcorp Energy I LP / Hilcorp Finance Co HILCORP ENERGY I/HILCORP SR UNSECURED 144A 02/29 5.75 | |||||||||||||||
| Hilcorp Energy I LP / Hilcorp Finance Co HILCORP ENERGY I/HILCORP SR UNSECURED 144A 11/33 8.375 | |||||||||||||||
| Hilcorp Energy I LP / Hilcorp Finance Co HILCORP ENERGY I/HILCORP SR UNSECURED 144A 02/35 7.25 | |||||||||||||||
| Hilcorp Energy I LP / Hilcorp Finance Co HILCORP ENERGY I/HILCORP SR UNSECURED 144A 02/31 6 | |||||||||||||||
| Hilcorp Energy I LP / Hilcorp Finance Co HILCORP ENERGY I/HILCORP SR UNSECURED 144A 04/30 6 | |||||||||||||||
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL | |||||||||||||||
| Hilton Domestic Operating Co Inc | |||||||||||||||
| Hilton Grand Vacations Trust 2020-A | |||||||||||||||
| HOME DEPOT INC | |||||||||||||||
| Home Partners of America 2022-1 Trust HOME PARTNERS OF AMERICA TRUST HPA 2022 1 A 144A | |||||||||||||||
| Home Partners of America 2022-1 Trust HOME PARTNERS OF AMERICA TRUST HPA 2022 1 D 144A | |||||||||||||||
| HOMES 2024-AFC1 Trust | |||||||||||||||
| Howard Hughes Corp/The | |||||||||||||||
| HPEFS Equipment Trust 2021-1 | |||||||||||||||
| Hpefs Equipment Trust 2022-3 | |||||||||||||||
| HPEFS Equipment Trust 2023-1 | |||||||||||||||
| HPEFS Equipment Trust 2023-2 HPEFS EQUIPMENT TRUST HPEFS 2023 2A C 144A | |||||||||||||||
| HPEFS Equipment Trust 2023-2 HPEFS EQUIPMENT TRUST HPEFS 2023 2A D 144A | |||||||||||||||
| HPEFS Equipment Trust 2024-1 | |||||||||||||||
| HPEFS Equipment Trust 2024-2 HPEFS EQUIPMENT TRUST HPEFS 2024 2A B 144A | |||||||||||||||
| HPEFS Equipment Trust 2024-2 HPEFS EQUIPMENT TRUST HPEFS 2024 2A D 144A | |||||||||||||||
| HPS Loan Management Ltd | |||||||||||||||
| HRT DNT / HRT DNT FIN | |||||||||||||||
| HSBC Bank USA N.A. PURCHASED USD/ SOLD AUD | |||||||||||||||
| HSBC Bank USA N.A. PURCHASED CAD/ SOLD USD | |||||||||||||||
| HSBC Bank USA N.A. PURCHASED AUD/ SOLD USD | |||||||||||||||
| HSBC Bank USA N.A. PURCHASED AUD/ SOLD USD | |||||||||||||||
| HSBC Bank USA N.A. PURCHASED AUD/ SOLD USD | |||||||||||||||
| HSBC Bank USA N.A. PURCHASED USD/ SOLD CAD | |||||||||||||||
| HSBC Bank USA N.A. PURCHASED CAD/ SOLD USD | |||||||||||||||
| HSBC Bank USA N.A. PURCHASED CAD/ SOLD USD | |||||||||||||||
| HSBC Bank USA N.A. PURCHASED CHF/ SOLD USD | |||||||||||||||
| HSBC Bank USA N.A. PURCHASED USD/ SOLD EUR | |||||||||||||||
| HSBC Bank USA N.A. PURCHASED USD/ SOLD EUR | |||||||||||||||
| HSBC Bank USA N.A. PURCHASED USD/ SOLD CAD | |||||||||||||||
| HSBC Bank USA N.A. PURCHASED USD/ SOLD CAD | |||||||||||||||
| HSBC Bank USA N.A. PURCHASED USD/ SOLD GBP | |||||||||||||||
| HSBC Bank USA N.A. PURCHASED ILS / SOLD USD | |||||||||||||||
| HSBC HOLDINGS PLC | |||||||||||||||
| HUB International Ltd | |||||||||||||||
| HUDBAY MINERALS INC | |||||||||||||||
| Humana Inc | |||||||||||||||
| Huntington Bancshares Inc/OH | |||||||||||||||
| Huntington Bank Auto Credit-Linked Notes Series 2024-1 | |||||||||||||||
| Huntington Bank Auto Credit-Linked Notes Series 2024-2 | |||||||||||||||
| Huntington Ingalls Industries Inc | |||||||||||||||
| Hyland Software, Inc. Hyland Software, Inc. 2021 2nd Lien Term Loan | |||||||||||||||
| Hyland Software, Inc. Hyland Software, Inc. 2018 1st Lien Term Loan | |||||||||||||||
| HYT Commercial Mortgage Trust 2024-RGCY | |||||||||||||||
| Hyundai Capital America | |||||||||||||||
| ICE Futures Europe - Financial Products Division LONG GILT FUTURE MAR24 | |||||||||||||||
| ICE Futures Europe - Financial Products Division LONG GILT FUTURE DEC23 | |||||||||||||||
| ICE Futures Europe - Financial Products Division LONG GILT FUTURE JUN23 | |||||||||||||||
| Icon Investments Six DAC | |||||||||||||||
| ICON Luxembourg S.A.R.L. ICON Luxembourg S.A.R.L. US Term Loan | |||||||||||||||
| ICON Luxembourg S.A.R.L. ICON Luxembourg S.A.R.L. LUX Term Loan | |||||||||||||||
| iHeartCommunications Inc | |||||||||||||||
| ILPT Commercial Mortgage Trust 2022-LPFX | |||||||||||||||
| Indianapolis Power & Light Co | |||||||||||||||
| Indorama Ventures Global Services Ltd | |||||||||||||||
| ING Groep NV | |||||||||||||||
| Ingersoll Rand Inc | |||||||||||||||
| INSTRUCTURE HOLDINGS, INC. | |||||||||||||||
| Intel Corp | |||||||||||||||
| Intelsat Jackson Holdings SA | |||||||||||||||
| Inter Media and Communication SpA | |||||||||||||||
| Intercontinental Exchange, Inc. | |||||||||||||||
| Invesco Senior Loan ETF | |||||||||||||||
| Invesco US CLO 2023-1 Ltd | |||||||||||||||
| Invitation Homes Operating Partnership LP | |||||||||||||||
| IQVIA Inc | |||||||||||||||
| IRB Holding Corp | |||||||||||||||
| ISRAEL ELECTRIC CORP LTD | |||||||||||||||
| ISRAEL FIXED BOND | |||||||||||||||
| Itelyum Regeneration Spa | |||||||||||||||
| Ivory Coast Government International Bond | |||||||||||||||
| J.P. Morgan Mortgage Trust 2023-DSC2 | |||||||||||||||
| Jamestown CLO XV Ltd | |||||||||||||||
| Jane Street Group / JSG Finance Inc JANE STREET GRP/JSG FIN SR SECURED 144A 04/31 7.125 | |||||||||||||||
| Jane Street Group / JSG Finance Inc JANE STREET GRP/JSG FIN SR SECURED 144A 11/32 6.125 | |||||||||||||||
| JAPAN (40 YEAR ISSUE) | |||||||||||||||
| Jersey Mike s Funding LLC | |||||||||||||||
| Jones Deslauriers Insurance Management Inc | |||||||||||||||
| JOSEPH T RYERSON & SON I | |||||||||||||||
| JP Morgan Mortgage Trust | |||||||||||||||
| JP Morgan Mortgage Trust 2016-3 | |||||||||||||||
| JP Morgan Mortgage Trust 2017-2 | |||||||||||||||
| JP Morgan Mortgage Trust 2017-5 | |||||||||||||||
| JP Morgan Mortgage Trust 2020-5 | |||||||||||||||
| JP Morgan Mortgage Trust 2020-LTV1 | |||||||||||||||
| JPMORGAN CHASE & CO | |||||||||||||||
| JPMorgan Chase Bank N.A. PURCHASED AUD/ SOLD USD | |||||||||||||||
| JPMorgan Chase Bank N.A. PURCHASED USD/ SOLD JPY | |||||||||||||||
| JPMorgan Chase Bank N.A. PURCHASED AUD/ SOLD USD | |||||||||||||||
| JPMorgan Chase Bank N.A. PURCHASED USD/ SOLD AUD | |||||||||||||||
| JPMorgan Chase Bank N.A. PURCHASED CAD/ SOLD USD | |||||||||||||||
| JPMorgan Chase Bank N.A. PURCHASED USD/ SOLD NOK | |||||||||||||||
| JPMorgan Chase Bank N.A. PURCHASED GBP/ SOLD USD | |||||||||||||||
| JPMorgan Chase Bank N.A. PURCHASED USD/ SOLD JPY | |||||||||||||||
| JPMorgan Chase Bank N.A. PURCHASED USD/ SOLD JPY | |||||||||||||||
| JPMorgan Chase Bank N.A. PURCHASED USD/ SOLD NOK | |||||||||||||||
| JPMorgan Chase Bank N.A. PURCHASED USD/ SOLD NZD | |||||||||||||||
| JPMorgan Chase Bank NA | |||||||||||||||
| JPMorgan Chase Bank NA - CACLN | |||||||||||||||
| Kane Bidco Ltd | |||||||||||||||
| Kilroy Realty LP | |||||||||||||||
| Kinetik Holdings LP | |||||||||||||||
| KINGDOM OF MOROCCO | |||||||||||||||
| Kite Realty Group LP | |||||||||||||||
| KKR CLO 13 Ltd | |||||||||||||||
| KKR CLO 40 Ltd | |||||||||||||||
| KKR CLO 43 Ltd | |||||||||||||||
| KKR Financial CLO Ltd | |||||||||||||||
| KKR Industrial Portfolio Trust | |||||||||||||||
| Kosmos Energy Ltd | |||||||||||||||
| Kubota Credit Owner Trust 2021-2 | |||||||||||||||
| Kubota Credit Owner Trust 2023-1 | |||||||||||||||
| LAMAR MEDIA CORP | |||||||||||||||
| Las Vegas Sands Corp | |||||||||||||||
| LCH Limited | |||||||||||||||
| LEGACY LIFEPOINT HEALTH Legacy LifePoint Health LLC | |||||||||||||||
| LEGACY LIFEPOINT HEALTH Legacy LifePoint Health LLC | |||||||||||||||
| Level 3 Financing Inc | |||||||||||||||
| Leviathan Bond Ltd | |||||||||||||||
| Life Time Inc | |||||||||||||||
| LifePoint Health Inc | |||||||||||||||
| LIFEPT/LEGACY LIFEPT | |||||||||||||||
| Light & Wonder International Inc | |||||||||||||||
| Live Nation Entertainment Inc | |||||||||||||||
| Louisiana Local Government Environmental Facilities & Community Development Auth | |||||||||||||||
| LOWE'S COS INC | |||||||||||||||
| LOYALTY VENTURES INC | |||||||||||||||
| LSF9 ATL HLDG/VICTRA FIN | |||||||||||||||
| LTI Holdings Inc | |||||||||||||||
| Lucid Energy Group II Borrower, LLC | |||||||||||||||
| Lumen Technologies Inc | |||||||||||||||
| Madison IAQ LLC | |||||||||||||||
| Madison Park Funding LX Ltd | |||||||||||||||
| Madison Park Funding XXIV Ltd | |||||||||||||||
| Madison Park Funding XXXV Ltd | |||||||||||||||
| Madison Park Funding XXXVII Ltd | |||||||||||||||
| Magnetite CLO Ltd | |||||||||||||||
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp | |||||||||||||||
| Maravai Intermediate Holdings, LLC | |||||||||||||||
| MARRIOTT INTERNATIONAL | |||||||||||||||
| Matador Resources Co | |||||||||||||||
| Match Group Holdings II LLC | |||||||||||||||
| MAUSER PACKAGING SOLUT | |||||||||||||||
| McAfee Corp | |||||||||||||||
| Medline Borrower LP | |||||||||||||||
| Medline Borrower LP/Medline Co-Issuer Inc | |||||||||||||||
| Medline Borrower, LP | |||||||||||||||
| Melco Resorts Finance Ltd | |||||||||||||||
| MERITOR INC | |||||||||||||||
| Meta Platforms Inc | |||||||||||||||
| Methanex Corp | |||||||||||||||
| MEX BONOS DESARR FIX RT | |||||||||||||||
| MF1 Multifamily Housing Mortgage Loan Trust | |||||||||||||||
| MFA 2022-INV2 Trust | |||||||||||||||
| MFA 2023-INV2 Trust | |||||||||||||||
| MGIC INVESTMENT CORP | |||||||||||||||
| MGM China Holdings Ltd | |||||||||||||||
| MGM GROWTH/MGM FINANCE | |||||||||||||||
| MH Sub I, LLC MH Sub I, LLC 2020 Incremental Term Loan | |||||||||||||||
| MH Sub I, LLC MH Sub I, LLC 2021 2nd Lien Term Loan | |||||||||||||||
| MIC Glen LLC | |||||||||||||||
| Micron Technology Inc | |||||||||||||||
| Midcontinent Communications | |||||||||||||||
| MidOcean Credit CLO XI Ltd | |||||||||||||||
| MILEAGE PLUS HLDINGS LLC | |||||||||||||||
| Mileage Plus Holdings LLC | |||||||||||||||
| MINERVA MERGER SUB INC | |||||||||||||||
| MITER Brands Acquisition Holdco Inc | |||||||||||||||
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC | |||||||||||||||
| MMAF Equipment Finance LLC 2020-A | |||||||||||||||
| MMAF Equipment Finance LLC 2022-B | |||||||||||||||
| MOLINA HEALTHCARE INC | |||||||||||||||
| Montenegro Government International Bond | |||||||||||||||
| MORGAN STANLEY | |||||||||||||||
| Morgan Stanley & Co. International PLC PURCHASED USD/ SOLD CHF | |||||||||||||||
| Morgan Stanley & Co. International PLC PURCHASED USD/ SOLD CHF | |||||||||||||||
| Morgan Stanley & Co. International PLC PURCHASED NZD/ SOLD USD | |||||||||||||||
| Morgan Stanley & Co. International PLC PURCHASED TRY/ SOLD USD | |||||||||||||||
| Morgan Stanley & Co. International PLC PURCHASED BRL/ SOLD USD | |||||||||||||||
| Morgan Stanley & Co. International PLC PURCHASED EUR/ SOLD USD | |||||||||||||||
| Morgan Stanley & Co. International PLC PURCHASED USD/ SOLD JPY | |||||||||||||||
| Morgan Stanley & Co. International PLC PURCHASED USD/ SOLD JPY | |||||||||||||||
| Morgan Stanley & Co. International PLC PURCHASED USD/ SOLD NOK | |||||||||||||||
| Morgan Stanley & Co. International PLC PURCHASED USD/ SOLD NOK | |||||||||||||||
| Morgan Stanley & Co. International PLC PURCHASED USD/ SOLD NZD | |||||||||||||||
| Morgan Stanley & Co. International PLC 104015366 TROWE | |||||||||||||||
| MORGAN STANLEY & COMPANY LLC | |||||||||||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 MORGAN STANLEY BAML TRUST MSBAM 2015 C24 A4 | |||||||||||||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 MORGAN STANLEY BAML TRUST MSBAM 2015 C24 AS | |||||||||||||||
| Motion Bondco DAC | |||||||||||||||
| Motorola Solutions Inc | |||||||||||||||
| MOZART DEBT MERGER SUB | |||||||||||||||
| MPT Operating Partnership LP / MPT Finance Corp MPT OPER PARTNERSP/FINL COMPANY GUAR 10/27 5 | |||||||||||||||
| MPT Operating Partnership LP / MPT Finance Corp MPT OPER PARTNERSP/FINL COMPANY GUAR 10/26 0.993 | |||||||||||||||
| MSCI INC | |||||||||||||||
| Mueller Water Products Inc | |||||||||||||||
| MVW 2020-1 LLC | |||||||||||||||
| MVW 2023-1 LLC MVW OWNER TRUST MVWOT 2023 1A B 144A | |||||||||||||||
| MVW 2023-1 LLC MVW OWNER TRUST MVWOT 2023 1A C 144A | |||||||||||||||
| MVW Owner Trust | |||||||||||||||
| N/A FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | |||||||||||||||
| N/A FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | |||||||||||||||
| N/A FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | |||||||||||||||
| N/A Long: 103645110 CDS USD R F .50000 103645110FEE CMBX/ Short: 103645110 CDS USD P V 01MEVENT 103645110PRO CMBX | |||||||||||||||
| N/A Long: 103847881 CDS USD R F .50000 103847881FEE CMBX/ Short: 103847881 CDS USD P V 01MEVENT 103847881PRO CMBX | |||||||||||||||
| N/A Long: 109530412 CDS USD R F 3.00000 109530412FEE CMBX/ Short: 109530412 CDS USD P V 01MEVENT 109530412PRO CMBX | |||||||||||||||
| N/A Long: 109549074 TRS USD R E 109549074RET IBOXXTRS/ Short: 109549074 TRS USD P V 00MSOFR 109549074INT IBOXXTRS | |||||||||||||||
| N/A Long: 109551714 CDS USD R F 3.00000 109551714FEE CMBX/ Short: 109551714 CDS USD P V 01MEVENT 109551714PRO CMBX | |||||||||||||||
| N/A Long: 109561050 CDS USD R F 3.00000 109561050FEE CMBX/ Short: 109561050 CDS USD P V 01MEVENT 109561050PRO CMBX | |||||||||||||||
| N/A Long: 109600024 CDS USD R F 3.00000 109600024FEE CMBX/ Short: 109600024 CDS USD P V 01MEVENT 109600024PRO CMBX | |||||||||||||||
| N/A Long: 109675094 CDS USD R F 3.00000 109675094FEE CMBX/ Short: 109675094 CDS USD P V 01MEVENT 109675094PRO CMBX | |||||||||||||||
| N/A Long: 109689331 TRS USD R E 109689331RET IBOXXTRS/ Short: 109689331 TRS USD P V 00MSOFR 109689331INT IBOXXTRS | |||||||||||||||
| N/A Long: 109811271 TRS USD R E 109811271RET IBOXXTRS/ Short: 109811271 TRS USD P V 00MSOFR 109811271INT IBOXXTRS | |||||||||||||||
| N/A GNMA II TBA 30 YR 5.5 JUMBOS | |||||||||||||||
| N/A GNMA II TBA 30 YR 6 JUMBOS | |||||||||||||||
| N/A FED HM LN PC POOL ZT0536 FR 03/48 FIXED 3.5 | |||||||||||||||
| N/A FED HM LN PC POOL SB0217 FR 01/33 FIXED 3 | |||||||||||||||
| N/A FED HM LN PC POOL SB8215 FR 03/38 FIXED 4 | |||||||||||||||
| N/A FED HM LN PC POOL SC0329 FR 02/40 FIXED 3 | |||||||||||||||
| N/A FED HM LN PC POOL SD0784 FR 12/51 FIXED 2 | |||||||||||||||
| N/A FED HM LN PC POOL SD0767 FR 11/51 FIXED 3 | |||||||||||||||
| N/A FED HM LN PC POOL SD2666 FR 03/53 FIXED 5 | |||||||||||||||
| N/A FED HM LN PC POOL SD1840 FR 06/52 FIXED 3 | |||||||||||||||
| N/A FED HM LN PC POOL SD1846 FR 10/52 FIXED 4.5 | |||||||||||||||
| N/A FED HM LN PC POOL SD3580 FR 04/52 FIXED 2 | |||||||||||||||
| N/A FED HM LN PC POOL SD2879 FR 08/52 FIXED 3 | |||||||||||||||
| N/A FED HM LN PC POOL SD3041 FR 05/53 FIXED 5 | |||||||||||||||
| N/A FED HM LN PC POOL SD4653 FR 07/53 FIXED 5 | |||||||||||||||
| N/A FED HM LN PC POOL SD4694 FR 01/54 FIXED 6.5 | |||||||||||||||
| N/A FED HM LN PC POOL SD4967 FR 02/54 FIXED 5.5 | |||||||||||||||
| N/A FED HM LN PC POOL SD5421 FR 04/52 FIXED 2.5 | |||||||||||||||
| N/A FED HM LN PC POOL SD5565 FR 05/54 FIXED 5.5 | |||||||||||||||
| N/A FED HM LN PC POOL SD5620 FR 06/54 FIXED 7 | |||||||||||||||
| N/A FED HM LN PC POOL SD6155 FR 08/54 FIXED 5.5 | |||||||||||||||
| N/A FED HM LN PC POOL SD6382 FR 07/54 FIXED 5 | |||||||||||||||
| N/A FED HM LN PC POOL SD8005 FR 08/49 FIXED 3.5 | |||||||||||||||
| N/A FED HM LN PC POOL SD7555 FR 08/52 FIXED 3 | |||||||||||||||
| N/A FED HM LN PC POOL SD8128 FR 02/51 FIXED 2 | |||||||||||||||
| N/A FED HM LN PC POOL SD8161 FR 08/51 FIXED 2.5 | |||||||||||||||
| N/A FED HM LN PC POOL SD8146 FR 05/51 FIXED 2 | |||||||||||||||
| N/A FED HM LN PC POOL SD8167 FR 09/51 FIXED 2.5 | |||||||||||||||
| N/A FED HM LN PC POOL SD8199 FR 03/52 FIXED 2 | |||||||||||||||
| N/A FED HM LN PC POOL SD8205 FR 04/52 FIXED 2.5 | |||||||||||||||
| N/A FED HM LN PC POOL SD8267 FR 11/52 FIXED 5 | |||||||||||||||
| N/A FED HM LN PC POOL SD8275 FR 12/52 FIXED 4.5 | |||||||||||||||
| N/A FED HM LN PC POOL SD8369 FR 10/53 FIXED 6.5 | |||||||||||||||
| N/A FED HM LN PC POOL SD3630 FR 08/53 FIXED 5.5 | |||||||||||||||
| N/A FED HM LN PC POOL SD4223 FR 10/53 FIXED 6.5 | |||||||||||||||
| N/A FED HM LN PC POOL QC8491 FR 10/51 FIXED 2.5 | |||||||||||||||
| N/A FED HM LN PC POOL QJ3040 FR 09/54 FIXED 5.5 | |||||||||||||||
| N/A FED HM LN PC POOL QN8025 FR 10/36 FIXED 2.5 | |||||||||||||||
| N/A FED HM LN PC POOL RA5258 FR 05/51 FIXED 2 | |||||||||||||||
| N/A FED HM LN PC POOL RA5561 FR 07/51 FIXED 2 | |||||||||||||||
| N/A FED HM LN PC POOL RA5680 FR 08/51 FIXED 2 | |||||||||||||||
| N/A FED HM LN PC POOL RA6019 FR 10/51 FIXED 2.5 | |||||||||||||||
| N/A FED HM LN PC POOL RA6505 FR 12/51 FIXED 2 | |||||||||||||||
| N/A FED HM LN PC POOL RA6623 FR 01/52 FIXED 2.5 | |||||||||||||||
| N/A FED HM LN PC POOL RA6766 FR 02/52 FIXED 2.5 | |||||||||||||||
| N/A FED HM LN PC POOL RA6815 FR 02/52 FIXED 2.5 | |||||||||||||||
| N/A FED HM LN PC POOL RA7554 FR 06/52 FIXED 4 | |||||||||||||||
| N/A FED HM LN PC POOL RA8551 FR 02/53 FIXED 6 | |||||||||||||||
| N/A FED HM LN PC POOL RB5107 FR 04/41 FIXED 1.5 | |||||||||||||||
| N/A FED HM LN PC POOL RB5148 FR 03/42 FIXED 2 | |||||||||||||||
| N/A FED HM LN PC POOL RB5149 FR 03/42 FIXED 2.5 | |||||||||||||||
| N/A FED HM LN PC POOL QI9074 FR 06/54 FIXED 6 | |||||||||||||||
| N/A FNMA POOL AS8946 FN 03/47 FIXED 3.5 | |||||||||||||||
| N/A FNMA POOL BM5109 FN 12/32 FIXED VAR | |||||||||||||||
| N/A FNMA POOL BP3454 FN 05/36 FIXED 2 | |||||||||||||||
| N/A FNMA POOL BR2935 FN 03/36 FIXED 1.5 | |||||||||||||||
| N/A FNMA POOL BU5836 FN 11/51 FIXED 2 | |||||||||||||||
| N/A FNMA POOL BY0545 FN 05/53 FIXED 5 | |||||||||||||||
| N/A FNMA POOL BY4131 FN 07/53 FIXED 5 | |||||||||||||||
| N/A FNMA POOL CA1951 FN 07/48 FIXED 4 | |||||||||||||||
| N/A FNMA POOL CA4628 FN 11/49 FIXED 4 | |||||||||||||||
| N/A FNMA POOL CA5466 FN 04/35 FIXED 3 | |||||||||||||||
| N/A FNMA POOL CA7026 FN 09/50 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL CB1783 FN 10/51 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL CB1371 FN 08/51 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL CB1624 FN 09/51 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL CB2635 FN 01/52 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL CB1866 FN 10/51 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL CB2086 FN 11/51 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL CB2357 FN 12/51 FIXED 2 | |||||||||||||||
| N/A FNMA POOL CB2538 FN 01/52 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL CB2766 FN 02/52 FIXED 2 | |||||||||||||||
| N/A FNMA POOL CB2848 FN 02/52 FIXED 2 | |||||||||||||||
| N/A FNMA POOL CB2869 FN 02/52 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL CB3115 FN 03/52 FIXED 3 | |||||||||||||||
| N/A FNMA POOL CB3159 FN 03/52 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL CB3254 FN 03/52 FIXED 3.5 | |||||||||||||||
| N/A FNMA POOL CB5294 FN 11/52 FIXED 5.5 | |||||||||||||||
| N/A FNMA POOL CB5545 FN 01/53 FIXED 6.5 | |||||||||||||||
| N/A FNMA POOL CB7095 FN 09/53 FIXED 5 | |||||||||||||||
| N/A FNMA POOL CB7120 FN 09/53 FIXED 6 | |||||||||||||||
| N/A FNMA POOL CB7982 FN 02/54 FIXED 5.5 | |||||||||||||||
| N/A FNMA POOL CB7333 FN 10/53 FIXED 5.5 | |||||||||||||||
| N/A FNMA POOL CB7346 FN 10/53 FIXED 6.5 | |||||||||||||||
| N/A FNMA POOL CB7523 FN 11/53 FIXED 6.5 | |||||||||||||||
| N/A FNMA POOL CB7866 FN 01/54 FIXED 6.5 | |||||||||||||||
| N/A FNMA POOL CB8198 FN 03/54 FIXED 7 | |||||||||||||||
| N/A FNMA POOL CB8485 FN 05/54 FIXED 5.5 | |||||||||||||||
| N/A FNMA POOL CB8505 FN 05/54 FIXED 6.5 | |||||||||||||||
| N/A FNMA POOL CB9011 FN 08/54 FIXED 6 | |||||||||||||||
| N/A FNMA POOL FM3340 FN 05/35 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FM4386 FN 07/47 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FM5940 FN 02/51 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FM6004 FN 02/51 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FM6627 FN 09/49 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FM7514 FN 06/51 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FM7511 FN 09/40 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FM8961 FN 09/49 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FM8543 FN 11/44 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FM8732 FN 09/36 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FM9806 FN 12/51 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FM9489 FN 11/51 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FM9704 FN 12/51 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS0017 FN 08/47 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS0348 FN 01/52 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS0427 FN 02/37 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS0733 FN 02/52 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS1538 FN 04/52 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS1618 FN 03/52 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS2037 FN 05/37 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS2041 FN 08/51 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS2477 FN 05/52 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS2941 FN 03/51 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS4477 FN 05/37 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS3820 FN 01/53 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS3874 FN 02/50 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS3956 FN 10/50 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS5342 FN 07/53 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS5046 FN 02/52 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS5191 FN 08/42 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS5460 FN 05/53 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS5447 FN 09/52 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS6303 FN 11/53 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS7058 FN 01/54 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS7303 FN 07/53 FIXED VAR | |||||||||||||||
| N/A FNMA POOL FS8793 FN 08/54 FIXED VAR | |||||||||||||||
| N/A FNMA POOL MA2863 FN 01/47 FIXED 3 | |||||||||||||||
| N/A FNMA POOL MA3027 FN 06/47 FIXED 4 | |||||||||||||||
| N/A FNMA POOL MA3058 FN 07/47 FIXED 4 | |||||||||||||||
| N/A FNMA POOL MA3087 FN 08/47 FIXED 3.5 | |||||||||||||||
| N/A FNMA POOL MA3151 FN 10/37 FIXED 3 | |||||||||||||||
| N/A FNMA POOL MA3210 FN 12/47 FIXED 3.5 | |||||||||||||||
| N/A FNMA POOL MA3182 FN 11/47 FIXED 3.5 | |||||||||||||||
| N/A FNMA POOL MA3238 FN 01/48 FIXED 3.5 | |||||||||||||||
| N/A FNMA POOL MA4379 FN 07/51 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL MA4418 FN 09/36 FIXED 2 | |||||||||||||||
| N/A FNMA POOL MA4469 FN 11/36 FIXED 1.5 | |||||||||||||||
| N/A FNMA POOL MA4158 FN 10/50 FIXED 2 | |||||||||||||||
| N/A FNMA POOL MA4237 FN 01/51 FIXED 2 | |||||||||||||||
| N/A FNMA POOL MA4208 FN 12/50 FIXED 2 | |||||||||||||||
| N/A FNMA POOL MA4255 FN 02/51 FIXED 2 | |||||||||||||||
| N/A FNMA POOL MA4325 FN 05/51 FIXED 2 | |||||||||||||||
| N/A FNMA POOL MA5297 FN 03/54 FIXED 6.5 | |||||||||||||||
| N/A FNMA POOL MA4513 FN 01/52 FIXED 3 | |||||||||||||||
| N/A FNMA POOL MA4519 FN 01/42 FIXED 1.5 | |||||||||||||||
| N/A FNMA POOL MA4521 FN 01/42 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL MA4562 FN 03/52 FIXED 2 | |||||||||||||||
| N/A FNMA POOL MA4547 FN 02/52 FIXED 2 | |||||||||||||||
| N/A FNMA POOL MA4567 FN 03/37 FIXED 2 | |||||||||||||||
| N/A FNMA POOL MA4568 FN 03/37 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL MA4570 FN 03/42 FIXED 2 | |||||||||||||||
| N/A FNMA POOL MA4577 FN 04/52 FIXED 2 | |||||||||||||||
| N/A FNMA POOL MA4581 FN 04/37 FIXED 1.5 | |||||||||||||||
| N/A FNMA POOL MA4582 FN 04/37 FIXED 2 | |||||||||||||||
| N/A FNMA POOL MA4583 FN 04/37 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL MA4586 FN 04/42 FIXED 2 | |||||||||||||||
| N/A FNMA POOL MA4624 FN 06/52 FIXED 3 | |||||||||||||||
| N/A FNMA POOL MA4598 FN 05/52 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL MA4654 FN 07/52 FIXED 3.5 | |||||||||||||||
| N/A FNMA POOL MA4656 FN 07/52 FIXED 4.5 | |||||||||||||||
| N/A FNMA POOL MA4632 FN 06/42 FIXED 3 | |||||||||||||||
| N/A FNMA POOL MA4700 FN 08/52 FIXED 4 | |||||||||||||||
| N/A FNMA POOL MA4730 FN 09/52 FIXED 3 | |||||||||||||||
| N/A FNMA POOL MA4732 FN 09/52 FIXED 4 | |||||||||||||||
| N/A FNMA POOL MA4782 FN 10/52 FIXED 3.5 | |||||||||||||||
| N/A FNMA POOL MA4784 FN 10/52 FIXED 4.5 | |||||||||||||||
| N/A FNMA POOL MA4797 FN 11/37 FIXED 4 | |||||||||||||||
| N/A FNMA POOL MA4941 FN 03/53 FIXED 5.5 | |||||||||||||||
| N/A FNMA POOL MA4918 FN 02/53 FIXED 5 | |||||||||||||||
| N/A FNMA POOL MA5071 FN 07/53 FIXED 5 | |||||||||||||||
| N/A FNMA POOL MA5107 FN 08/53 FIXED 5.5 | |||||||||||||||
| N/A FNMA POOL MA5165 FN 10/53 FIXED 5.5 | |||||||||||||||
| N/A FNMA POOL MA5247 FN 01/54 FIXED 6 | |||||||||||||||
| N/A FED HM LN PC POOL RJ1716 FR 06/54 FIXED 6 | |||||||||||||||
| N/A FED HM LN PC POOL RJ1859 FR 06/54 FIXED 6 | |||||||||||||||
| N/A FED HM LN PC POOL RJ1975 FR 07/54 FIXED 6 | |||||||||||||||
| N/A GNMA II POOL MA3521 G2 03/46 FIXED 3.5 | |||||||||||||||
| N/A GNMA II POOL MA3597 G2 04/46 FIXED 3.5 | |||||||||||||||
| N/A GNMA II POOL MA4382 G2 04/47 FIXED 3.5 | |||||||||||||||
| N/A GNMA II POOL MA3663 G2 05/46 FIXED 3.5 | |||||||||||||||
| N/A GNMA II POOL MA4003 G2 10/46 FIXED 3 | |||||||||||||||
| N/A GNMA II POOL MA4068 G2 11/46 FIXED 3 | |||||||||||||||
| N/A GNMA II POOL MA4511 G2 06/47 FIXED 4 | |||||||||||||||
| N/A GNMA II POOL MA4512 G2 06/47 FIXED 4.5 | |||||||||||||||
| N/A GNMA II POOL MA4586 G2 07/47 FIXED 3.5 | |||||||||||||||
| N/A GNMA II POOL MA4655 G2 08/47 FIXED 5 | |||||||||||||||
| N/A GNMA II POOL MA4780 G2 10/47 FIXED 4.5 | |||||||||||||||
| N/A GNMA II POOL MA5019 G2 02/48 FIXED 3.5 | |||||||||||||||
| N/A GNMA II POOL MA5140 G2 04/48 FIXED 5.5 | |||||||||||||||
| N/A GNMA II POOL MA5766 G2 02/49 FIXED 5.5 | |||||||||||||||
| N/A GNMA II POOL MA5876 G2 04/49 FIXED 4 | |||||||||||||||
| N/A GNMA II POOL MA6042 G2 07/49 FIXED 5 | |||||||||||||||
| N/A GNMA II POOL MA7135 G2 01/51 FIXED 2 | |||||||||||||||
| N/A GNMA II POOL MA7139 G2 01/51 FIXED 4 | |||||||||||||||
| N/A GNMA II POOL MA6531 G2 03/50 FIXED 3 | |||||||||||||||
| N/A GNMA II POOL MA6543 G2 03/50 FIXED 4 | |||||||||||||||
| N/A GNMA II POOL MA6819 G2 08/50 FIXED 2.5 | |||||||||||||||
| N/A GNMA II POOL MA7312 G2 04/51 FIXED 2.5 | |||||||||||||||
| N/A GNMA II POOL MA7533 G2 08/51 FIXED 2 | |||||||||||||||
| N/A GNMA II POOL MA7589 G2 09/51 FIXED 2.5 | |||||||||||||||
| N/A GNMA II POOL MA7590 G2 09/51 FIXED 3 | |||||||||||||||
| N/A GNMA II POOL MA7649 G2 10/51 FIXED 2.5 | |||||||||||||||
| N/A GNMA II POOL MA7650 G2 10/51 FIXED 3 | |||||||||||||||
| N/A GNMA II POOL MA7705 G2 11/51 FIXED 2.5 | |||||||||||||||
| N/A GNMA II POOL MA7827 G2 01/52 FIXED 2.5 | |||||||||||||||
| N/A GNMA II POOL MA7935 G2 03/52 FIXED 2 | |||||||||||||||
| N/A GNMA II POOL MA7936 G2 03/52 FIXED 2.5 | |||||||||||||||
| N/A GNMA II POOL MA7937 G2 03/52 FIXED 3 | |||||||||||||||
| N/A GNMA II POOL MA8202 G2 08/52 FIXED 5 | |||||||||||||||
| N/A GNMA II POOL MA8267 G2 09/52 FIXED 4 | |||||||||||||||
| N/A GNMA II POOL MA8271 G2 09/52 FIXED 6 | |||||||||||||||
| N/A GNMA II POOL MA8350 G2 10/52 FIXED 6 | |||||||||||||||
| N/A GNMA II POOL MA8346 G2 10/52 FIXED 4 | |||||||||||||||
| N/A GNMA II POOL MA8347 G2 10/52 FIXED 4.5 | |||||||||||||||
| N/A GNMA II POOL MA8430 G2 11/52 FIXED 6 | |||||||||||||||
| N/A GNMA II POOL MA8799 G2 04/53 FIXED 4.5 | |||||||||||||||
| N/A GNMA II POOL MA8800 G2 04/53 FIXED 5 | |||||||||||||||
| N/A GNMA II POOL BD0384 G2 10/47 FIXED 3.5 | |||||||||||||||
| N/A GNMA II POOL AV9440 G2 11/46 FIXED 3 | |||||||||||||||
| N/A CELESTIAL SATURN PARENT INC 2ND LIEN TERM LOAN | |||||||||||||||
| N/A NEPTUNE US BIDCO INC 2ND LIEN TERM LOAN | |||||||||||||||
| N/A AH PARENT, INC. SERIES A TC3I9NQ04 | |||||||||||||||
| N/A EURO-BOBL FUTURE DEC24 XEUR 20241206 | |||||||||||||||
| N/A EURO-SCHATZ FUT DEC24 XEUR 20241206 | |||||||||||||||
| N/A EURO-BUND FUTURE DEC24 XEUR 20241206 | |||||||||||||||
| N/A AUST 10Y BOND FUT DEC24 XSFE 20241216 | |||||||||||||||
| N/A US 2YR NOTE (CBT) MAR25 XCBT 20250331 | |||||||||||||||
| N/A US 5YR NOTE (CBT) MAR25 XCBT 20250331 | |||||||||||||||
| N/A US LONG BOND(CBT) MAR25 XCBT 20250320 | |||||||||||||||
| N/A LONG GILT FUTURE MAR25 IFLL 20250327 | |||||||||||||||
| N/A US 10YR NOTE (CBT)MAR25 XCBT 20250320 | |||||||||||||||
| N/A US 10YR ULTRA FUT MAR25 XCBT 20250320 | |||||||||||||||
| N/A US ULTRA BOND CBT MAR25 XCBT 20250320 | |||||||||||||||
| N/A RFS OPCO LLC TERM LOAN | |||||||||||||||
| N/A INSTRUCTURE HOLDINGS INC 2024 TERM LOAN | |||||||||||||||
| N/A INSTRUCTURE HOLDINGS INC 2024 2ND LIEN TERM LOAN | |||||||||||||||
| N/A BCPE PEQUOD BUYER INC USD TERM LOAN B | |||||||||||||||
| N/A MADISON SAFETY + FLOW LLC 2024 TERM LOAN B | |||||||||||||||
| N/A JAVELIN BUYER, INC. 2024 TERM LOAN | |||||||||||||||
| N/A JAVELIN BUYER, INC. 2024 2ND LIEN TERM LOAN | |||||||||||||||
| N/A CORNERSTONE GENERATION LLC TERM LOAN B | |||||||||||||||
| N/A QUALITYTECH LP TERM LOAN B | |||||||||||||||
| N/A SOPHIA LP 2024 2ND LIEN TERM LOAN | |||||||||||||||
| N/A SOPHIA LP 2024 1ST LIEN TERM LOAN B | |||||||||||||||
| N/A PROJECT ALPHA INTERME HLDG INC 2024 2ND LIEN INCREMENTAL TL | |||||||||||||||
| N/A PROJECT ALPHA INTRMDT HLDG INC 2024 1ST LIEN TERM LOAN B | |||||||||||||||
| N/A RFS OPCO LLC DELAYED DRAW TERM LOAN | |||||||||||||||
| N/A DELTA 2 LUX SARL 2024 TERM LOAN B1 | |||||||||||||||
| N/A DELTA 2 LUX SARL 2024 TERM LOAN B2 | |||||||||||||||
| N/A 108832685 TROWE SWAPTION 4.0 PUT USD 20250313 | |||||||||||||||
| N/A 108880168 TROWE SWAPTION 4.0 PUT USD 20250326 | |||||||||||||||
| N/A 109056052 TROWE SWAPTION 4.0 PUT USD 20250326 | |||||||||||||||
| N/A 109511958 TROWE CALL USD 79 20241220 | |||||||||||||||
| N/A 109511952 TROWE PUT USD 79 20241220 | |||||||||||||||
| N/A 109892843 TROWE CALL USD 79 20241220 | |||||||||||||||
| N/A 109892836 TROWE PUT USD 79 20241220 | |||||||||||||||
| N/A 109983697 TROWE CALL USD 79 20241220 | |||||||||||||||
| N/A 109983690 TROWE PUT USD 79 20241220 | |||||||||||||||
| N/A 110009071 TROWE PUT USD 78 20241220 | |||||||||||||||
| N/A 110130257 TROWE PUT USD 79 20241220 | |||||||||||||||
| N/A 110130264 TROWE CALL USD 79 20241220 | |||||||||||||||
| N/A Long: S23193845 IRS GBP R F 4.26750 5223193845_FIX CCPOIS/ Short: S23193845 IRS GBP P V 00MSONIA 5223193845_FLO CCPOIS | |||||||||||||||
| N/A Long: S68705189 CDS EUR R F 1.00000 5168705189FEE CCPITRAXX/ Short: S68705189 CDS EUR P V 03MEVENT 5168705189PRO CCPITRAXX | |||||||||||||||
| N/A Long: S68705197 CDS USD R F 1.00000 5168705197FEE CCPCDX/ Short: S68705197 CDS USD P V 03MEVENT 5168705197PRO CCPCDX | |||||||||||||||
| N/A Long: SL18G0AC9 CDS EUR R F 5.00000 LL18G0AC9 FEE ICE CCPCDX/ Short: SL18G0AC9 CDS EUR P V 03MEVENT LL18G0AC9 PRO TC98P17F8 | |||||||||||||||
| N/A Long: STB30HAE8 CDS EUR R F 1.00000 LTB30HAE820291220FEE CCPCORPOR/ Short: STB30HAE8 CDS EUR P V 03MEVENT LTB30HAE820291220PRO TC61334N2 | |||||||||||||||
| N/A FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | |||||||||||||||
| N/A FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | |||||||||||||||
| N/A FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | |||||||||||||||
| N/A FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | |||||||||||||||
| N/A Long: 103645110 CDS USD R F .50000 103645110FEE CMBX/ Short: 103645110 CDS USD P V 01MEVENT 103645110PRO CMBX | |||||||||||||||
| N/A Long: 103847881 CDS USD R F .50000 103847881FEE CMBX/ Short: 103847881 CDS USD P V 01MEVENT 103847881PRO CMBX | |||||||||||||||
| N/A Long: 106939538 CDS USD R F 3.00000 106939538FEE CMBX/ Short: 106939538 CDS USD P V 01MEVENT 106939538PRO CMBX | |||||||||||||||
| N/A Long: 108012683 TRS USD R E 108012683RET IBOXXTRS/ Short: 108012683 TRS USD P V 00MSOFR 108012683INT IBOXXTRS | |||||||||||||||
| N/A Long: 108155687 TRS USD R E 108155687RET IBOXXTRS/ Short: 108155687 TRS USD P V 00MSOFR 108155687INT IBOXXTRS | |||||||||||||||
| N/A Long: 108155690 TRS USD R E 108155690RET IBOXXTRS/ Short: 108155690 TRS USD P V 00MSOFR 108155690INT IBOXXTRS | |||||||||||||||
| N/A GNMA II TBA 30 YR 2.5 JUMBOS | |||||||||||||||
| N/A GNMA II TBA 30 YR 4.5 JUMBOS | |||||||||||||||
| N/A GNMA II TBA 30 YR 5.5 JUMBOS | |||||||||||||||
| N/A GNMA II TBA 30 YR 6 JUMBOS | |||||||||||||||
| N/A EPICOR SOFTWARE CORPORATION 2024 DELAYED DRAW TERM LOAN | |||||||||||||||
| N/A FED HM LN PC POOL SD8147 FR 05/51 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL MA4356 FN 06/51 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL MA4804 FN 11/52 FIXED 4 | |||||||||||||||
| N/A CELESTIAL SATURN PARENT INC 2ND LIEN TERM LOAN | |||||||||||||||
| N/A NEPTUNE US BIDCO INC 2ND LIEN TERM LOAN | |||||||||||||||
| N/A 3 MONTH SOFR FUT DEC25 XCME 20260317 | |||||||||||||||
| N/A 3 MONTH SOFR FUT DEC24 XCME 20250318 | |||||||||||||||
| N/A EURO-BOBL FUTURE SEP24 XEUR 20240906 | |||||||||||||||
| N/A EURO-SCHATZ FUT SEP24 XEUR 20240906 | |||||||||||||||
| N/A EURO-BUND FUTURE SEP24 XEUR 20240906 | |||||||||||||||
| N/A AUST 10Y BOND FUT SEP24 XSFE 20240916 | |||||||||||||||
| N/A US LONG BOND(CBT) DEC24 XCBT 20241219 | |||||||||||||||
| N/A US 5YR NOTE (CBT) DEC24 XCBT 20241231 | |||||||||||||||
| N/A US 2YR NOTE (CBT) DEC24 XCBT 20241231 | |||||||||||||||
| N/A US 10YR NOTE (CBT)DEC24 XCBT 20241219 | |||||||||||||||
| N/A US 10YR ULTRA FUT DEC24 XCBT 20241219 | |||||||||||||||
| N/A US ULTRA BOND CBT DEC24 XCBT 20241219 | |||||||||||||||
| N/A CAN 10YR BOND FUT DEC24 XMOD 20241218 | |||||||||||||||
| N/A Long: B58904302 CDS USD R V 03MEVENT 4958904302PRO CCPCDX/ Short: B58904302 CDS USD P F 1.00000 4958904302FEE CCPCDX | |||||||||||||||
| N/A Long: B66665531 CDS USD R V 03MEVENT 4966665531PRO CCPCDX/ Short: B66665531 CDS USD P F 5.00000 4966665531FEE CCPCDX | |||||||||||||||
| N/A Long: B6BA97AE6 CDS USD R V 03MEVENT US247361ZZ42 CCPCORP DELTA/ Short: B6BA97AE6 CDS USD P F 5.00000 CDAL1U5 CCPCORP TC2F8D275 | |||||||||||||||
| N/A Long: B99C5HAD6 CDS USD R V 03MEVENT CX404178 TC5IBBR04 CCPCORPOR/ Short: B99C5HAD6 CDS USD P F 5.00000 999C5HAD6 FEE CCPCORPOR | |||||||||||||||
| N/A RFS OPCO LLC TERM LOAN | |||||||||||||||
| N/A BANFF MERGER SUB INC 2024 2ND LIEN TERM LOAN | |||||||||||||||
| N/A JONES DSLAURS INSRNCE MGMT INC 2024 1ST LIEN TERM LOAN B | |||||||||||||||
| N/A 108170489 TROWE PUT USD 77 20240920 | |||||||||||||||
| N/A 108503814 TROWE PUT USD 77 20241018 | |||||||||||||||
| N/A 108529762 TROWE CDSOPT PUT USD 1.05 20241016 | |||||||||||||||
| N/A Long: S58904306 CDS USD R F 1.00000 4958904306FEE CCPCDX/ Short: S58904306 CDS USD P V 03MEVENT 4958904306PRO CCPCDX | |||||||||||||||
| N/A Long: S58904315 CDS EUR R F 1.00000 4958904315FEE CCPITRAXX/ Short: S58904315 CDS EUR P V 03MEVENT 4958904315PRO CCPITRAXX | |||||||||||||||
| N/A Long: S66665535 CDS USD R F 5.00000 4966665535FEE CCPCDX/ Short: S66665535 CDS USD P V 03MEVENT 4966665535PRO CCPCDX | |||||||||||||||
| N/A Long: SC39CCAE0 CDS USD R F 5.00000 US12543DBE94 CCP CORP/ Short: SC39CCAE0 CDS USD P V 03MEVENT CX376424 CCPCORP | |||||||||||||||
| N/A Long: SL18G0AC9 CDS EUR R F 5.00000 LL18G0AC9 FEE ICE CCPCDX/ Short: SL18G0AC9 CDS EUR P V 03MEVENT LL18G0AC9 PRO TC98P17F8 | |||||||||||||||
| N/A FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | |||||||||||||||
| N/A Long: 103645110 CDS USD R F .50000 103645110FEE CMBX/ Short: 103645110 CDS USD P V 01MEVENT 103645110PRO CMBX | |||||||||||||||
| N/A Long: 103847881 CDS USD R F .50000 103847881FEE CMBX/ Short: 103847881 CDS USD P V 01MEVENT 103847881PRO CMBX | |||||||||||||||
| N/A Long: 106517066 TRS USD R E 106517066RET IBOXXTRS/ Short: 106517066 TRS USD P V 00MSOFR 106517066INT IBOXXTRS | |||||||||||||||
| N/A Long: 106529398 IRS BRL R F 11.47500 NDFPREDISWAP 5001771266/ Short: 106529398 IRS BRL P V 00MBRCDI OTC OIS 5001771269 TC9OHKLU1 | |||||||||||||||
| N/A Long: 106617423 TRS USD R E 106617423RET IBOXXTRS/ Short: 106617423 TRS USD P V 00MSOFR 106617423INT IBOXXTRS | |||||||||||||||
| N/A Long: 106724455 TRS USD R E 106724455RET IBOXXTRS/ Short: 106724455 TRS USD P V 00MSOFR 106724455INT IBOXXTRS | |||||||||||||||
| N/A Long: 106855695 TRS USD R E 106855695RET IBOXXTRS/ Short: 106855695 TRS USD P V 00MSOFR 106855695INT IBOXXTRS | |||||||||||||||
| N/A Long: 106939538 CDS USD R F 3.00000 106939538FEE CMBX/ Short: 106939538 CDS USD P V 01MEVENT 106939538PRO CMBX | |||||||||||||||
| N/A GNMA II TBA 30 YR 2.5 JUMBOS | |||||||||||||||
| N/A GNMA II TBA 30 YR 5.5 JUMBOS | |||||||||||||||
| N/A GNMA II TBA 30 YR 6 JUMBOS | |||||||||||||||
| N/A GNMA II TBA 30 YR 6.5 JUMBOS | |||||||||||||||
| N/A FNMA POOL BT1288 FN 07/51 FIXED 2.5 | |||||||||||||||
| N/A FNMA POOL MA4599 FN 05/52 FIXED 3 | |||||||||||||||
| N/A T ROWE PRICE FLOATING RATE ETF T ROWE PRICE FLOATING RT ETF | |||||||||||||||
| N/A CELESTIAL SATURN PARENT INC 2ND LIEN TERM LOAN | |||||||||||||||
| N/A EURO-BUND FUTURE JUN24 XEUR 20240606 | |||||||||||||||
| N/A EURO-SCHATZ FUT JUN24 XEUR 20240606 | |||||||||||||||
| N/A EURO-BOBL FUTURE JUN24 XEUR 20240606 | |||||||||||||||
| N/A AUST 10Y BOND FUT JUN24 XSFE 20240617 | |||||||||||||||
| N/A US 2YR NOTE (CBT) SEP24 XCBT 20240930 | |||||||||||||||
| N/A US 10YR NOTE (CBT)SEP24 XCBT 20240919 | |||||||||||||||
| N/A US ULTRA BOND CBT SEP24 XCBT 20240919 | |||||||||||||||
| N/A US LONG BOND(CBT) SEP24 XCBT 20240919 | |||||||||||||||
| N/A US 10YR ULTRA FUT SEP24 XCBT 20240919 | |||||||||||||||
| N/A US 5YR NOTE (CBT) SEP24 XCBT 20240930 | |||||||||||||||
| N/A CAN 10YR BOND FUT SEP24 XMOD 20240918 | |||||||||||||||
| N/A US 2YR FUTR OPTN JUL24C 102 EXP 06/21/2024 | |||||||||||||||
| N/A Long: B36033388 IRS USD R V 12MUSCPI 5036033388INF CCPINFLATIONZERO/ Short: B36033388 IRS USD P F 2.61780 5036033388FIX CCPINFLATIONZERO | |||||||||||||||
| N/A Long: B6BA97AE6 CDS USD R V 03MEVENT US247361ZZ42 CCPCORP DELTA/ Short: B6BA97AE6 CDS USD P F 5.00000 CDAL1U5 CCPCORP TC2F8D275 | |||||||||||||||
| N/A Long: B7CABWAF4 CDS USD R V 03MEVENT CCPCORP CBZH1U5 TC7F58V15/ Short: B7CABWAF4 CDS USD P F 5.00000 CCPCORP REDCODE 07CABWAF4 | |||||||||||||||
| N/A Long: B85617222 CDS USD R V 03MEVENT UU2679AE920290620PRO CCPCORPOR/ Short: B85617222 CDS USD P F 5.00000 UU2679AE920290620FEE CCPCORPOR | |||||||||||||||
| N/A Long: B99C5HAD6 CDS USD R V 03MEVENT CX404178 TC5IBBR04 CCPCORPOR/ Short: B99C5HAD6 CDS USD P F 5.00000 999C5HAD6 FEE CCPCORPOR | |||||||||||||||
| N/A TRUIST INSURANCE HOLDINGS LLC TERM LOAN B | |||||||||||||||
| N/A TRUIST INSURANCE HOLDINGS LLC 2ND LIEN TERM LOAN | |||||||||||||||
| N/A RFS OPCO LLC TERM LOAN | |||||||||||||||
| N/A Long: BBB99WAC2 CDS USD R V 03MEVENT XS0113419690 CCPCORP CQTA1U5/ Short: BBB99WAC2 CDS USD P F 1.00000 CPCORP CQTA1U5 TC1OU2VV1 | |||||||||||||||
| N/A Long: BOAGBNAD7 CDS USD R V 03MEVENT XS0880597603 CCPCORP CT421069/ Short: BOAGBNAD7 CDS USD P F 1.00000 CCPCORP CT421069 TC78QYB96 | |||||||||||||||
| N/A Long: BS999IAB4 CDS USD R V 03MEVENT S1791937441 CCPCORP CT965307/ Short: BS999IAB4 CDS USD P F 1.00000 CCPCORP CT965307 TC694KBY4 | |||||||||||||||
| N/A 104933409 TROWE PUT USD 4650 20240621 | |||||||||||||||
| N/A 105002893 TROWE PUT USD 4700 20240621 | |||||||||||||||
| N/A 106611521 TROWE PUT USD 76 20240621 | |||||||||||||||
| N/A 106611527 TROWE CALL USD 77 20240621 | |||||||||||||||
| N/A 106610009 TROWE SWAPTION 4.7 PUT USD 20240703 | |||||||||||||||
| N/A 106609719 TROWE SWAPTION 3.6 CALL USD 20240703 | |||||||||||||||
| N/A 106990475 TROWE PUT USD 76 20240719 | |||||||||||||||
| N/A 106990482 TROWE CALL USD 77 20240719 | |||||||||||||||
| N/A Long: S01771248 IRS MXN R F 9.71000 5001771248FIX CCPVANILLA/ Short: S01771248 IRS MXN P V 01MTIIE 5001771248FLO CCPVANILLA | |||||||||||||||
| N/A Long: S04625724 IRS MXN R F 9.62000 5004625724FIX CCPVANILLA/ Short: S04625724 IRS MXN P V 01MTIIE 5004625724FLO CCPVANILLA | |||||||||||||||
| N/A Long: S58904306 CDS USD R F 1.00000 4958904306FEE CCPCDX/ Short: S58904306 CDS USD P V 03MEVENT 4958904306PRO CCPCDX | |||||||||||||||
| N/A Long: S66665535 CDS USD R F 5.00000 4966665535FEE CCPCDX/ Short: S66665535 CDS USD P V 03MEVENT 4966665535PRO CCPCDX | |||||||||||||||
| N/A Long: SC39CCAE0 CDS USD R F 5.00000 US12543DBE94 CCP CORP/ Short: SC39CCAE0 CDS USD P V 03MEVENT CX376424 CCPCORP | |||||||||||||||
| N/A Long: SL18G0AC9 CDS EUR R F 5.00000 LL18G0AC9 FEE ICE CCPCDX/ Short: SL18G0AC9 CDS EUR P V 03MEVENT LL18G0AC9 PRO TC98P17F8 | |||||||||||||||
| N/A FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | |||||||||||||||
| N/A FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | |||||||||||||||
| N/A FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | |||||||||||||||
| N/A FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | |||||||||||||||
| N/A Long: 103645110 CDS USD R F .50000 103645110FEE CMBX/ Short: 103645110 CDS USD P V 01MEVENT 103645110PRO CMBX | |||||||||||||||
| N/A Long: 103847881 CDS USD R F .50000 103847881FEE CMBX/ Short: 103847881 CDS USD P V 01MEVENT 103847881PRO CMBX | |||||||||||||||
| N/A GNMA II TBA 30 YR 5 JUMBOS | |||||||||||||||
| N/A GNMA II TBA 30 YR 5.5 JUMBOS | |||||||||||||||
| N/A GNMA II TBA 30 YR 6.5 JUMBOS | |||||||||||||||
| N/A DYNASTY ACQUISITION CO INC 2023 TERM LOAN B1 | |||||||||||||||
| N/A DYNASTY ACQUISITION CO INC 2023 TERM LOAN B2 | |||||||||||||||
| N/A FED HM LN PC POOL SD8220 FR 06/52 FIXED 3 | |||||||||||||||
| N/A FNMA POOL CA4885 FN 12/34 FIXED 3 | |||||||||||||||
| N/A FNMA POOL CB7139 FN 09/53 FIXED 6.5 | |||||||||||||||
| N/A GNMA II POOL MA9306 G2 11/53 FIXED 6 | |||||||||||||||
| N/A EURO-BUND FUTURE MAR24 XEUR 20240307 | |||||||||||||||
| N/A EURO-SCHATZ FUT MAR24 XEUR 20240307 | |||||||||||||||
| N/A EURO-BOBL FUTURE MAR24 XEUR 20240307 | |||||||||||||||
| N/A AUST 10Y BOND FUT MAR24 XSFE 20240315 | |||||||||||||||
| N/A SP500 MIC EMIN FUTMAR24 XCME 20240315 | |||||||||||||||
| N/A CAN 10YR BOND FUT JUN24 XMOD 20240619 | |||||||||||||||
| N/A US 10YR NOTE (CBT)JUN24 XCBT 20240618 | |||||||||||||||
| N/A US ULTRA BOND CBT JUN24 XCBT 20240618 | |||||||||||||||
| N/A US 10YR ULTRA FUT JUN24 XCBT 20240618 | |||||||||||||||
| N/A LONG GILT FUTURE JUN24 IFLL 20240626 | |||||||||||||||
| N/A US 5YR NOTE (CBT) JUN24 XCBT 20240628 | |||||||||||||||
| N/A US 2YR NOTE (CBT) JUN24 XCBT 20240628 | |||||||||||||||
| N/A Long: B59478066 IRS USD R V 12MUSCPI 4859478066INF CCPINFLATIONZERO/ Short: B59478066 IRS USD P F 2.46320 4859478066FIX CCPINFLATIONZERO | |||||||||||||||
| N/A Long: B6BA97AE6 CDS USD R V 03MEVENT US247361ZZ42 CCPCORP/ Short: B6BA97AE6 CDS USD P F 5.00000 CDAL1U5 CCPCORP TC67COTN6 | |||||||||||||||
| N/A Long: B7CABWAF4 CDS USD R V 03MEVENT CCPCORP CBZH1U5 TC478EWP6/ Short: B7CABWAF4 CDS USD P F 5.00000 CCPCORP US07556QBM69 TC478EWP6 | |||||||||||||||
| N/A Long: B85617222 CDS USD R V 03MEVENT UU2679AE920290620PRO CCPCORPOR/ Short: B85617222 CDS USD P F 5.00000 UU2679AE920290620FEE CCPCORPOR | |||||||||||||||
| N/A Long: B99C5HAD6 CDS USD R V 03MEVENT CX404178 TC5IBBR04 CCPCORPOR/ Short: B99C5HAD6 CDS USD P F 5.00000 999C5HAD6 FEE CCPCORPOR | |||||||||||||||
| N/A CHARTER NEX US INC 2024 TERM LOAN B | |||||||||||||||
| N/A FLEET MIDCO I LIMITED 2024 TERM LOAN B | |||||||||||||||
| N/A PRAIRIE ECI ACQUIROR LP 2024 TERM LOAN | |||||||||||||||
| N/A Long: BBB99WAC2 CDS USD R V 03MEVENT XS0113419690 CCPCORP CQTA1U5/ Short: BBB99WAC2 CDS USD P F 1.00000 CCPCORP CQTA1U5 TC0FSI3N8 | |||||||||||||||
| N/A Long: BEA256AB6 CDS USD R V 03MEVENT XS1405777589 CCPCORP CT991547/ Short: BEA256AB6 CDS USD P F 1.00000 CCPCORP CT991547 TC3JH9QW4 | |||||||||||||||
| N/A Long: BI535DAG7 CDS EUR R V 03MEVENT DI535DAG7_20270620PRO CCPCORP/ Short: BI535DAG7 CDS EUR P F 1.00000 DI535DAG7_20270620PRO CCPCORP | |||||||||||||||
| N/A Long: BOAGBNAD7 CDS USD R V 03MEVENT XS0880597603 CCPCORP CT421069/ Short: BOAGBNAD7 CDS USD P F 1.00000 CCPCORP CT421069 TC2E9S167 | |||||||||||||||
| N/A Long: BS999IAB4 CDS USD R V 03MEVENT XS1791937441 CCPCORP CT965307/ Short: BS999IAB4 CDS USD P F 1.00000 CCPCORP CT965307 TC4GI1TR3 | |||||||||||||||
| N/A 104933411 TROWE SWAPTION 4.3 PUT USD 20240625 | |||||||||||||||
| N/A 104933409 TROWE PUT USD 4650 20240621 | |||||||||||||||
| N/A 105071002 TROWE CALL USD 78 20240315 | |||||||||||||||
| N/A 105070998 TROWE PUT USD 77 20240315 | |||||||||||||||
| N/A 105002893 TROWE PUT USD 4700 20240621 | |||||||||||||||
| N/A 105135615 TROWE SWAPTION 3.0 CALL USD 20240708 | |||||||||||||||
| N/A 105239465 TROWE CDSOPT PUT USD 1.04 20240417 | |||||||||||||||
| N/A 105253056 TROWE CDSOPT PUT USD 1.04 20240417 | |||||||||||||||
| N/A Long: S65794590 CDS USD R F 1.00000 4765794590FEE CCPCDX/ Short: S65794590 CDS USD P V 03MEVENT 4765794590PRO CCPCDX | |||||||||||||||
| N/A Long: S73945937 CDS USD R F 5.00000 4773945937FEE CCPCDX/ Short: S73945937 CDS USD P V 03MEVENT 4773945937PRO CCPCDX | |||||||||||||||
| N/A Long: SC39CCAE0 CDS USD R F 5.00000 2C39CCAE020250620FEE CCPCORPOR/ Short: SC39CCAE0 CDS USD P V 03MEVENT 2C39CCAE020250620PRO CCPCORPOR | |||||||||||||||
| N/A Long: SC39CCAE0 CDS USD R F 5.00000 US12543DBE94 CCP CORP/ Short: SC39CCAE0 CDS USD P V 03MEVENT CX376424 CCPCORP | |||||||||||||||
| N/A Long: SL18G0AC9 CDS EUR R F 5.00000 LL18G0AC9 FEE ICE CCPCDX/ Short: SL18G0AC9 CDS EUR P V 03MEVENT LL18G0AC9 PRO TC98P17F8 | |||||||||||||||
| Naked Juice LLC | |||||||||||||||
| Navient Corp | |||||||||||||||
| Navient Private Education Refi Loan Trust 2019-C | |||||||||||||||
| Navient Student Loan Trust | |||||||||||||||
| Navistar Financial Dealer Note Master Owner Trust NAVISTAR FINANCIAL DEALER NOTE NAVMT 2024 1 A 144A | |||||||||||||||
| Navistar Financial Dealer Note Master Owner Trust NAVISTAR FINANCIAL DEALER NOTE NAVMT 2024 1 B 144A | |||||||||||||||
| Navistar Financial Dealer Note Master Owner Trust NAVISTAR FINANCIAL DEALER NOTE NAVMT 2024 1 C 144A | |||||||||||||||
| Navistar Financial Dealer Note Master Owner Trust II | |||||||||||||||
| Navitas Midstream Midland Basin, LLC | |||||||||||||||
| Neptune Bidco US Inc | |||||||||||||||
| NETFLIX INC | |||||||||||||||
| Neuberger Berman Loan Advisers CLO 26 Ltd | |||||||||||||||
| Neuberger Berman Loan Advisers CLO 32 Ltd | |||||||||||||||
| New Economy Assets Phase 1 Sponsor LLC | |||||||||||||||
| NEW ENTERPRISE STONE & L | |||||||||||||||
| New Residential Mortgage Loan Trust | |||||||||||||||
| New York State Urban Development Corp | |||||||||||||||
| NEXTERA ENERGY CAPITAL | |||||||||||||||
| NextEra Energy Inc | |||||||||||||||
| NEXTERA ENERGY INC | |||||||||||||||
| NGL Energy Operating LLC / NGL Energy Finance Corp NGL ENRGY OP/FIN CORP SR SECURED 144A 02/29 8.125 | |||||||||||||||
| NGL Energy Operating LLC / NGL Energy Finance Corp NGL ENRGY OP/FIN CORP SR SECURED 144A 02/32 8.375 | |||||||||||||||
| NGL ENRGY OP/FIN CORP | |||||||||||||||
| NISOURCE INC | |||||||||||||||
| Nissan Motor Acceptance Co LLC | |||||||||||||||
| Northriver Midstream Finance LP | |||||||||||||||
| Northwoods Capital XIV-B Ltd | |||||||||||||||
| NRG Energy Inc | |||||||||||||||
| NuStar Logistics LP | |||||||||||||||
| NXP BV/NXP FDG/NXP USA | |||||||||||||||
| OBX 2019-INV1 Trust | |||||||||||||||
| OBX 2023-NQM10 Trust | |||||||||||||||
| OBX 2024-HYB1 Trust | |||||||||||||||
| Occidental Petroleum Corp | |||||||||||||||
| Oceanview Mortgage Loan Trust 2020-1 | |||||||||||||||
| OCP CLO 2017-13 Ltd | |||||||||||||||
| OCP CLO LTD | |||||||||||||||
| Octane Receivables Trust 2022-2 | |||||||||||||||
| Octane Receivables Trust 2023-1 | |||||||||||||||
| Octane Receivables Trust 2023-3 OCTANE RECEIVABLES TRUST OCTL 2023 3A C 144A | |||||||||||||||
| Octane Receivables Trust 2023-3 OCTANE RECEIVABLES TRUST OCTL 2023 3A D 144A | |||||||||||||||
| Olaplex, Inc | |||||||||||||||
| OneDigital Borrower LLC | |||||||||||||||
| OneMain Finance Corp | |||||||||||||||
| ONEOK Inc | |||||||||||||||
| Ontario Gaming GTA LP | |||||||||||||||
| Ontario Gaming GTA LP/OTG Co-Issuer Inc | |||||||||||||||
| Option Care Health, Inc. | |||||||||||||||
| ORACLE CORP | |||||||||||||||
| Organon & Co | |||||||||||||||
| ORTHO-CLINICAL INC/SA | |||||||||||||||
| OVINTIV INC | |||||||||||||||
| Owens Corning | |||||||||||||||
| OZLM Funding II Ltd | |||||||||||||||
| Pacific Gas and Electric Co | |||||||||||||||
| Panama Government International Bond | |||||||||||||||
| Panther Escrow Issuer LLC | |||||||||||||||
| PAPA JOHN'S INTERNATIONA | |||||||||||||||
| PARKER-HANNIFIN CORP | |||||||||||||||
| Pathway Vet Alliance LLC | |||||||||||||||
| Patterson-UTI Energy Inc | |||||||||||||||
| Peace Park CLO Ltd | |||||||||||||||
| Pearl Intermediate Parent LLC | |||||||||||||||
| PENINSULA PACIFIC ENTERT | |||||||||||||||
| Peraton Corp | |||||||||||||||
| PERKINELMER INC | |||||||||||||||
| Permian Resources Operating LLC | |||||||||||||||
| Petroleos Mexicanos | |||||||||||||||
| PetSmart, Inc. | |||||||||||||||
| Pfizer Investment Enterprises Pte Ltd | |||||||||||||||
| PG&E Corp | |||||||||||||||
| PHILIP MORRIS INTL INC | |||||||||||||||
| Phoenix Newco Inc | |||||||||||||||
| PHOTO HOLDINGS MERGER SU | |||||||||||||||
| Pike Corporation | |||||||||||||||
| PNC Financial Services Group Inc/The | |||||||||||||||
| Polaris Newco LLC | |||||||||||||||
| Port of Beaumont Navigation District | |||||||||||||||
| Post Road Equipment Finance 2024-1 LLC POST ROAD EQUIPMENT FINANCE PREF 2024 1A A2 144A | |||||||||||||||
| Post Road Equipment Finance 2024-1 LLC POST ROAD EQUIPMENT FINANCE PREF 2024 1A C 144A | |||||||||||||||
| PRA GROUP INC | |||||||||||||||
| Prairie Acquiror LP | |||||||||||||||
| Prairie ECI Acquiror LP | |||||||||||||||
| Presidio Holdings Inc | |||||||||||||||
| Pro Mach Group Inc | |||||||||||||||
| Progress Residential 2020-SFR2 Trust | |||||||||||||||
| Progress Residential 2020-SFR3 Trust | |||||||||||||||
| Progress Residential 2024-SFR5 Trust | |||||||||||||||
| Progress Residential Trust Progress Residential 2023-SFR1 Trust | |||||||||||||||
| Progress Residential Trust Progress Residential 2022-SFR7 Trust | |||||||||||||||
| QVC Inc | |||||||||||||||
| Radiate Holdco LLC | |||||||||||||||
| Radiate Holdco LLC / Radiate Finance Inc | |||||||||||||||
| Radnor RE 2021-2 Ltd | |||||||||||||||
| Raizen Fuels Finance SA | |||||||||||||||
| Range Resources Corp | |||||||||||||||
| RCKT Mortgage Trust 2024-CES8 | |||||||||||||||
| RealPage Inc | |||||||||||||||
| Regal Rexnord Corp | |||||||||||||||
| Regency Centers LP | |||||||||||||||
| Republic of Paraguay | |||||||||||||||
| Ritchie Bros Holdings Inc | |||||||||||||||
| RIVIAN AUTO INC | |||||||||||||||
| Rivian Automotive Inc | |||||||||||||||
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC | |||||||||||||||
| ROGERS COMMUNICATIONS IN | |||||||||||||||
| Rogers Communications Inc | |||||||||||||||
| ROLLER BEARING CO OF AME | |||||||||||||||
| ROMANIA | |||||||||||||||
| ROSS STORES INC | |||||||||||||||
| Royal Bank of Canada PURCHASED MXN/ SOLD USD | |||||||||||||||
| Royal Bank of Canada PURCHASED USD/ SOLD AUD | |||||||||||||||
| Royal Bank of Canada PURCHASED USD / SOLD MXN | |||||||||||||||
| Royal Caribbean Cruises Ltd | |||||||||||||||
| RR 34 LTD | |||||||||||||||
| Ryan Specialty Group, LLC | |||||||||||||||
| SABRE GLBL INC | |||||||||||||||
| Santander Bank Auto Credit-Linked Notes Series 2022-B | |||||||||||||||
| Santander Bank Auto Credit-Linked Notes Series 2023-B | |||||||||||||||
| Santander Bank Auto Credit-Linked Notes Series 2024-A | |||||||||||||||
| Santander Consumer Auto Receivables Trust | |||||||||||||||
| Santander Drive Auto Receivables Trust | |||||||||||||||
| Santander Drive Auto Receivables Trust 2022-5 | |||||||||||||||
| Santander Drive Auto Receivables Trust 2022-6 | |||||||||||||||
| Santander Holdings USA Inc | |||||||||||||||
| Santander Retail Auto Lease Trust 2022-B | |||||||||||||||
| Santander UK Group Holdings PLC | |||||||||||||||
| Sasol Financing USA LLC | |||||||||||||||
| Saudi Government International Bond | |||||||||||||||
| SBA Tower Trust | |||||||||||||||
| SBNA Auto Lease Trust 2024-A | |||||||||||||||
| SCF Equipment Leasing 2024-1 LLC | |||||||||||||||
| Scientific Games Holdings LP | |||||||||||||||
| SCIENTIFIC GAMES HOLDINGS LP SCIENTIFIC GAMES HOLDINGS LP | |||||||||||||||
| SCIENTIFIC GAMES HOLDINGS LP SCIENTIFIC GAMES HOLDINGS LP | |||||||||||||||
| SDR Commercial Mortgage Trust 2024-DSNY | |||||||||||||||
| Seadrill Finance Ltd | |||||||||||||||
| Sealed Air Corp | |||||||||||||||
| Sealed Air Corp/Sealed Air Corp US SEALED AIR/SEALED AIR US COMPANY GUAR 144A 02/31 7.25 | |||||||||||||||
| Sealed Air Corp/Sealed Air Corp US SEALED AIR/SEALED AIR US COMPANY GUAR 144A 02/28 6.125 | |||||||||||||||
| SeaWorld Parks & Entertainment Inc | |||||||||||||||
| SEB Funding LLC | |||||||||||||||
| SELECT MEDICAL CORP | |||||||||||||||
| Sensata Technologies BV | |||||||||||||||
| Sequoia Mortgage Trust 2019-5 | |||||||||||||||
| Sequoia Mortgage Trust 2024-HYB1 | |||||||||||||||
| Serbia International Bond | |||||||||||||||
| Service Properties Trust | |||||||||||||||
| SFS Auto Receivables Securitization Trust 2024-1 SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A B 144A | |||||||||||||||
| SFS Auto Receivables Securitization Trust 2024-1 SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A C 144A | |||||||||||||||
| Shutterfly, Inc. | |||||||||||||||
| Sierra Receivables Funding Co LLC Sierra Timeshare 2018-3 Receivables Funding LLC | |||||||||||||||
| Sierra Receivables Funding Co LLC Sierra Timeshare 2018-3 Receivables Funding LLC | |||||||||||||||
| Sierra Timeshare 2019-3 Receivables Funding LLC | |||||||||||||||
| Sierra Timeshare 2020-2 Receivables Funding LLC | |||||||||||||||
| Sierra Timeshare 2022-3 Receivables Funding LLC | |||||||||||||||
| Sierra Timeshare 2023-2 Receivables Funding LLC | |||||||||||||||
| Signal Peak CLO 5 Ltd SIGNAL PEAK CLO, LLC SPEAK 2018 5A BR 144A | |||||||||||||||
| Signal Peak CLO 5 Ltd SIGNAL PEAK CLO, LLC SPEAK 2018 5A D 144A | |||||||||||||||
| SilverBow Resources Inc | |||||||||||||||
| SIMON PROPERTY GROUP LP | |||||||||||||||
| Singapore Exchange Derivatives Clearing Limited | |||||||||||||||
| Sirius XM Radio Inc | |||||||||||||||
| Six Flags Entertainment Corp | |||||||||||||||
| Six Flags Entertainment Corp / Six Flags Theme Parks Inc | |||||||||||||||
| SkyMiles IP Ltd. | |||||||||||||||
| Slide 2018-Fun | |||||||||||||||
| SMB Private Education Loan Trust | |||||||||||||||
| SMB Private Education Loan Trust 2022-D | |||||||||||||||
| SMIC SG Holdings Pte Ltd | |||||||||||||||
| SNAP INC | |||||||||||||||
| Societe Generale SA | |||||||||||||||
| Solventum Corp SOLVENTUM CORP COMPANY GUAR 144A 03/29 5.4 | |||||||||||||||
| Solventum Corp SOLVENTUM CORP COMPANY GUAR 144A 03/31 5.45 | |||||||||||||||
| Solventum Corp SOLVENTUM CORP COMPANY GUAR 144A 03/34 5.6 | |||||||||||||||
| Solventum Corp SOLVENTUM CORP COMPANY GUAR 144A 04/54 5.9 | |||||||||||||||
| Sonic Capital LLC | |||||||||||||||
| SOUND POINT CLO XXII LTD | |||||||||||||||
| South Bow Canadian Infrastructure Holdings Ltd | |||||||||||||||
| South Bow USA Infrastructure Holdings LLC | |||||||||||||||
| South32 Treasury Ltd | |||||||||||||||
| Southern Co/The | |||||||||||||||
| Southwestern Energy Co | |||||||||||||||
| SPOTIFY USA INC | |||||||||||||||
| Sprint Capital Corp | |||||||||||||||
| SPRINT LLC | |||||||||||||||
| Sri Lanka Government International Bond | |||||||||||||||
| Stagwell Global LLC | |||||||||||||||
| Standard Aero Ltd | |||||||||||||||
| Standard Chartered Bank PURCHASED JPY/ SOLD USD | |||||||||||||||
| Standard Chartered Bank PURCHASED IDR / SOLD USD | |||||||||||||||
| Staples Inc | |||||||||||||||
| Star Parent Inc | |||||||||||||||
| State of Illinois | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD CAD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED CAD/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED EUR/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED EUR/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED GBP/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED JPY/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED NZD/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD SEK | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD SEK | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED AUD/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD BRL | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED CAD/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD CAD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD CAD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD CHF | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED COP/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD EUR | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED EUR/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED EUR/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD EUR | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED GBP/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD JPY | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED JPY/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD NOK | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED NZD/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD SEK | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED AUD/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED BRL/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD BRL | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD CAD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED CAD/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD CHF | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED EUR/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED JPY/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD NOK | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED NZD/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD SEK | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD EUR | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD EUR | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED JPY/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD JPY | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED JPY/ SOLD USD | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED USD/ SOLD JPY | |||||||||||||||
| State Street Bank & Trust Co. PURCHASED CAD / SOLD USD | |||||||||||||||
| Summit Materials LLC / Summit Materials Finance Corp | |||||||||||||||
| Sunoco LP | |||||||||||||||
| Sunshine Luxembourg VII Sarl | |||||||||||||||
| Surgery Center Holdings, Inc. | |||||||||||||||
| Symphony CLO Ltd | |||||||||||||||
| Symphony CLO XVI Ltd | |||||||||||||||
| Symphony Static CLO I Ltd | |||||||||||||||
| SYNEOS HEALTH INC | |||||||||||||||
| T Rowe Price Government Reserve Fund T Rowe Price Government Reserve Fund | |||||||||||||||
| T Rowe Price Government Reserve Fund T Rowe Price Government Reserve Fund | |||||||||||||||
| T Rowe Price Government Reserve Fund T Rowe Price Government Reserve Fund | |||||||||||||||
| T-Mobile USA Inc | |||||||||||||||
| T. Rowe Price Government Reserve Fund | |||||||||||||||
| Tacala Investment Corp | |||||||||||||||
| Taconic Park CLO Ltd. | |||||||||||||||
| Talen Energy Supply LLC | |||||||||||||||
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp TALLGRASS NRG PRTNR/FIN COMPANY GUAR 144A 03/27 6 | |||||||||||||||
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp TALLGRASS NRG PRTNR/FIN SR UNSECURED 144A 02/29 7.375 | |||||||||||||||
| TALLGRASS NRG PRTNR/FIN | |||||||||||||||
| TARGA RESOURCES CORP | |||||||||||||||
| TARGA RESOURCES PARTNERS Targa Resources Partners LP / Targa Resources Partners Finance Corp | |||||||||||||||
| TARGA RESOURCES PARTNERS Targa Resources Partners LP / Targa Resources Partners Finance Corp | |||||||||||||||
| TARGA RESOURCES PARTNERS Targa Resources Partners LP / Targa Resources Partners Finance Corp | |||||||||||||||
| TARGA RESOURCES PARTNERS Targa Resources Partners LP / Targa Resources Partners Finance Corp | |||||||||||||||
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | |||||||||||||||
| TCI-Flatiron CLO Ltd | |||||||||||||||
| Tenet Healthcare Corp | |||||||||||||||
| Tenneco Inc | |||||||||||||||
| TER Finance Jersey Ltd | |||||||||||||||
| Terraform Global Operating LP | |||||||||||||||
| TerraForm Power Operating, LLC | |||||||||||||||
| Teva Pharmaceutical Finance Netherlands III BV | |||||||||||||||
| The Montreal Exchange / Bourse De Montreal CAN 10YR BOND FUT MAR24 | |||||||||||||||
| The Montreal Exchange / Bourse De Montreal CAN 10YR BOND FUT DEC23 | |||||||||||||||
| The Montreal Exchange / Bourse De Montreal CAN 10YR BOND FUT SEP22 | |||||||||||||||
| THL Credit Wind River 2019-3 Clo Ltd | |||||||||||||||
| TIH Insurance Holdings LLC TRUIST INSURANCE HOLDINGS LLC 1ST LIEN TERM LOAN | |||||||||||||||
| TIH Insurance Holdings LLC TRUIST INSURANCE HOLDINGS LLC 2ND LIEN TERM LOAN | |||||||||||||||
| TK Elevator Holdco GmbH | |||||||||||||||
| TK Elevator US Newco Inc | |||||||||||||||
| TMS International Corp/DE | |||||||||||||||
| TORONTO DOMINION BANK | |||||||||||||||
| Towd Point Mortgage Trust 2024-3 | |||||||||||||||
| Townsquare Media Inc | |||||||||||||||
| TransDigm Inc | |||||||||||||||
| Transocean Aquila Ltd | |||||||||||||||
| Transocean Inc | |||||||||||||||
| Tricon American Homes 2019-SFR1 Trust | |||||||||||||||
| Tricon Residential 2024-SFR2 Trust TRICON RESIDENTIAL TCN 2024 SFR2 A 144A | |||||||||||||||
| Tricon Residential 2024-SFR2 Trust TRICON RESIDENTIAL TCN 2024 SFR2 D 144A | |||||||||||||||
| Tricon Residential 2024-SFR3 Trust | |||||||||||||||
| Uber Technologies Inc | |||||||||||||||
| UBS AG PURCHASED USD/ SOLD AUD | |||||||||||||||
| UBS AG PURCHASED USD/ SOLD AUD | |||||||||||||||
| UBS AG PURCHASED USD/ SOLD CAD | |||||||||||||||
| UBS AG PURCHASED USD/ SOLD CHF | |||||||||||||||
| UBS AG PURCHASED USD/ SOLD CHF | |||||||||||||||
| UBS AG PURCHASED EUR/ SOLD USD | |||||||||||||||
| UBS AG PURCHASED USD/ SOLD JPY | |||||||||||||||
| UBS AG PURCHASED USD/ SOLD JPY | |||||||||||||||
| UBS AG PURCHASED USD/ SOLD NOK | |||||||||||||||
| UBS AG PURCHASED USD/ SOLD NOK | |||||||||||||||
| UBS AG PURCHASED USD/ SOLD NZD | |||||||||||||||
| UBS AG PURCHASED USD/ SOLD COP | |||||||||||||||
| UBS AG PURCHASED USD/ SOLD JPY | |||||||||||||||
| UBS AG PURCHASED USD/ SOLD CAD | |||||||||||||||
| UBS AG PURCHASED CHF/ SOLD USD | |||||||||||||||
| UBS AG PURCHASED EUR/ SOLD USD | |||||||||||||||
| UBS AG PURCHASED USD/ SOLD EUR | |||||||||||||||
| UBS AG PURCHASED JPY/ SOLD USD | |||||||||||||||
| UBS AG PURCHASED USD / SOLD EUR | |||||||||||||||
| UBS Group AG | |||||||||||||||
| UFC Holdings LLC | |||||||||||||||
| UKG Inc | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||
| United Airlines Inc | |||||||||||||||
| United States Treasury | |||||||||||||||
| United States Treasury Note/Bond | |||||||||||||||
| UNITEDHEALTH GROUP INC | |||||||||||||||
| Univision Communications Inc | |||||||||||||||
| US Bancorp | |||||||||||||||
| US Bank NA | |||||||||||||||
| Utah Acquisition Sub Inc | |||||||||||||||
| Venture Global Calcasieu Pass LLC | |||||||||||||||
| Venture Global LNG Inc | |||||||||||||||
| Verdant Receivables 2023-1 LLC | |||||||||||||||
| Verdant Receivables 2024-1 LLC | |||||||||||||||
| VERIZON COMMUNICATIONS | |||||||||||||||
| Vermilion Energy Inc | |||||||||||||||
| Verscend Escrow Corp | |||||||||||||||
| Verscend Holding Corp. | |||||||||||||||
| Verus Securitization Trust Verus Securitization Trust 2023-7 | |||||||||||||||
| Verus Securitization Trust Verus Securitization Trust 2023-6 | |||||||||||||||
| Verus Securitization Trust Verus Securitization Trust 2021-3 | |||||||||||||||
| Verus Securitization Trust 2020-1 | |||||||||||||||
| Verus Securitization Trust 2021-1 | |||||||||||||||
| Verus Securitization Trust 2021-R3 | |||||||||||||||
| Verus Securitization Trust 2022-4 | |||||||||||||||
| Verus Securitization Trust 2023-1 | |||||||||||||||
| Verus Securitization Trust 2023-3 | |||||||||||||||
| Viasat Inc | |||||||||||||||
| Vibrantz Technologies Inc | |||||||||||||||
| VISA INC | |||||||||||||||
| Vista Point Securitization Trust | |||||||||||||||
| Vista Point Securitization Trust 2020-2 | |||||||||||||||
| Vistra Corp | |||||||||||||||
| Vistra Operations Co LLC | |||||||||||||||
| Vistra Zero Operating Co LLC | |||||||||||||||
| VNDO Trust 2016-350P | |||||||||||||||
| Voya CLO 2018-3 Ltd | |||||||||||||||
| Wand NewCo 3 Inc | |||||||||||||||
| WARNERMEDIA HOLDINGS INC | |||||||||||||||
| Watco Cos LLC / Watco Finance Corp | |||||||||||||||
| Watlow Electric Manufacturing Company | |||||||||||||||
| Waystar Technologies Inc | |||||||||||||||
| WB Commercial Mortgage Trust 2024-HQ | |||||||||||||||
| WEC US Holdings Inc | |||||||||||||||
| Welbilt, Inc. | |||||||||||||||
| Wellfleet CLO 2018-2 Ltd | |||||||||||||||
| Wellfleet CLO 2021-3 Ltd | |||||||||||||||
| Wellfleet CLO Ltd | |||||||||||||||
| Wells Fargo & Co | |||||||||||||||
| Wells Fargo Bank N.A. PURCHASED COP/ SOLD USD | |||||||||||||||
| Wells Fargo Bank N.A. PURCHASED USD/ SOLD AUD | |||||||||||||||
| Wells Fargo Commercial Mortgage Trust 2015-C30 | |||||||||||||||
| Wells Fargo Commercial Mortgage Trust 2019-C54 | |||||||||||||||
| WENDYS FUNDING LLC | |||||||||||||||
| Westlake Corp | |||||||||||||||
| William Morris Endeavor Entertainment, LLC | |||||||||||||||
| WILLIAMS COMPANIES INC | |||||||||||||||
| Williams Scotsman Inc | |||||||||||||||
| Windsor Holdings III LLC | |||||||||||||||
| Wolverine World Wide Inc | |||||||||||||||
| WOOF Holdings, Inc WOOF Holdings, Inc 2nd Lien Term Loan | |||||||||||||||
| WOOF Holdings, Inc WOOF Holdings, Inc 1st Lien Term Loan | |||||||||||||||
| WORKDAY INC | |||||||||||||||
| WR Grace Holdings LLC | |||||||||||||||
| Yum Brands Inc | |||||||||||||||
| ZF North America Capital Inc | |||||||||||||||
| Ziggo Bond Co BV |
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