TROWEPRICE > T. ROWE PRICE SHORT-TERM BOND FUND, INC.
T. Rowe Price Short-Term Bond Fund, Inc.
$4.61B
Avg Monthly Net Assets
$4.77B
Total Assets
$99.19M
Total Liabilities
$4.67B
Net Assets
T. Rowe Price Short-Term Bond Fund, Inc. is a Mutual Fund in T. ROWE PRICE SHORT-TERM BOND FUND, INC.
from TROWEPRICE,
based in Maryland,
United States of America.
The fund has four share classes
and monthly net assets of $4.61B.
On July 26th, 2024 it reported 878 holdings, the largest
being United States Treasury Note/Bond (5.0%), United States Treasury Note/Bond (5.0%) and United States Treasury Note/Bond (5.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| T. Rowe Price Short-Term Bond Fund, Inc. | C000005536 | PRWBX | |
| T. Rowe Price Short-Term Bond Fund, Inc. - Advisor Class | C000005537 | PASHX | |
| T. Rowe Price Short-Term Bond Fund, Inc. - I Class | C000166333 | TBSIX | |
| T. Rowe Price Short-Term Bond Fund, Inc. - Z Class | C000225824 | TRZOX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ABBVIE INC | Long | Debt | US | $21M | – | 0.44 |
| ABBVIE INC | Long | Debt | US | $14M | – | 0.30 |
| ABBVIE INC | Long | Debt | US | $5M | – | 0.10 |
| ADVANCE AUTO PARTS INC | Long | Debt | US | $6M | – | 0.12 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | Long | Debt | IE | $11M | – | 0.25 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | Long | Debt | IE | $4M | – | 0.09 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | Long | Debt | IE | $4M | – | 0.09 |
| AES CORP/THE | Long | Debt | US | $5M | – | 0.11 |
| AKER BP ASA | Long | Debt | NO | $2M | – | 0.04 |
| ALEN 2021-ACEN MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| ALLEGRO CLO IX LTD | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.33 |
| ALLY AUTO RECEIVABLES TRUST 2023-A | Long | ABS-other | US | $2M | – | 0.04 |
| ALLY AUTO RECEIVABLES TRUST 2023-A | Long | ABS-other | US | $1M | – | 0.02 |
| AMCOR FLEXIBLES NORTH AMERICA INC | Long | Debt | US | $5M | – | 0.11 |
| AMERICAN AIRLINES 2017-2 CLASS B PASS THROUGH TRUST | Long | Debt | US | $3M | – | 0.05 |
| AMERICAN ELECTRIC POWER CO INC | Long | Debt | US | $8M | – | 0.17 |
| AMERICAN EXPRESS CO | Long | Debt | US | $12M | – | 0.27 |
| AMERICAN EXPRESS CO | Long | Debt | US | $5M | – | 0.11 |
| AMERICAN EXPRESS CO | Long | Debt | US | $3M | – | 0.06 |
| AMERICAN TOWER CORP | Long | Debt | US | $10M | – | 0.22 |
| AMERICAN TOWER CORP | Long | Debt | US | $5M | – | 0.10 |
| AMERICAN TOWER CORP | Long | Debt | US | $4M | – | 0.09 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1 | Long | ABS-other | US | $13M | – | 0.29 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1 | Long | ABS-other | US | $6M | – | 0.13 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1 | Long | ABS-other | US | $4M | – | 0.08 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 | Long | ABS-other | US | $8M | – | 0.17 |
| AMPHENOL CORP | Long | Debt | US | $9M | – | 0.20 |
| AMPHENOL CORP | Long | Debt | US | $7M | – | 0.14 |
| AMPHENOL CORP | Long | Debt | US | $2M | – | 0.05 |
| AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC | Long | ABS-other | US | $2M | – | 0.05 |
| AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC | Long | ABS-other | US | $2M | – | 0.03 |
| ANGEL OAK MORTGAGE TRUST 2021-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| ANGEL OAK MORTGAGE TRUST 2021-2 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| ANGEL OAK MORTGAGE TRUST 2021-2 | Long | ABS-mortgage backed security | US | $858K | – | 0.02 |
| ANGEL OAK MORTGAGE TRUST 2021-6 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| APA INFRASTRUCTURE LTD | Long | Debt | AU | $16M | – | 0.34 |
| APIDOS CLO XVIII | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.20 |
| APIDOS CLO XXV | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.24 |
| ARCELORMITTAL SA | Long | Debt | LU | $3M | – | 0.07 |
| ASTRAZENECA FINANCE LLC | Long | Debt | US | $11M | – | 0.24 |
| AT&T INC | Long | Debt | US | $2M | – | 0.05 |
| ATHENE GLOBAL FUNDING | Long | Debt | US | $12M | – | 0.26 |
| ATHENE GLOBAL FUNDING | Long | Debt | US | $7M | – | 0.14 |
| ATLASSIAN CORP | Long | Debt | US | $3M | – | 0.06 |
| ATRIUM XIII | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.24 |
| AUTOZONE INC | Long | Debt | US | $5M | – | 0.10 |
| AUXILIOR TERM FUNDING 2023-1 LLC | Long | ABS-other | US | $7M | – | 0.15 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC | Long | ABS-other | US | $4M | – | 0.08 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC | Long | ABS-other | US | $3M | – | 0.06 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC | Long | ABS-other | US | $2M | – | 0.04 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC | Long | ABS-other | US | $1M | – | 0.03 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $9M | – | 0.18 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $7M | – | 0.15 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $5M | – | 0.10 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $2M | – | 0.05 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $2M | – | 0.05 |
| BAE SYSTEMS PLC | Long | Debt | GB | $5M | – | 0.12 |
| BALLYROCK CLO 15 LTD | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| BANCO DEL ESTADO DE CHILE | Long | Debt | CL | $4M | – | 0.10 |
| BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTAND | Long | Debt | MX | $8M | – | 0.17 |
| BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTAND | Long | Debt | MX | $2M | – | 0.04 |
| BANCO SANTANDER SA | Long | Debt | ES | $8M | – | 0.17 |
| BANCO SANTANDER SA | Long | Debt | ES | $4M | – | 0.08 |
| BANCO SANTANDER SA | Long | Debt | ES | $3M | – | 0.06 |
| BANK 2019-BNK19 | Long | ABS-mortgage backed security | US | $504K | – | 0.01 |
| BANK OF AMERICA CORP | Long | Debt | US | $7M | – | 0.16 |
| BANK OF AMERICA CORP | Long | Debt | US | $5M | – | 0.10 |
| BANK OF AMERICA CORP | Long | Debt | US | $4M | – | 0.08 |
| BANK OF MONTREAL | Long | Debt | CA | $10M | – | 0.21 |
| BANK OF MONTREAL | Long | Debt | CA | $5M | – | 0.12 |
| BANK OF MONTREAL | Long | Debt | CA | $5M | – | 0.11 |
| BANK OF NEW YORK MELLON CORP/THE | Long | Debt | US | $7M | – | 0.14 |
| BANK OF NEW YORK MELLON CORP/THE | Long | Debt | US | $7M | – | 0.14 |
| BANK OF NEW YORK MELLON/THE | Long | Debt | US | $5M | – | 0.10 |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | Long | Debt | FR | $9M | – | 0.20 |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | Long | Debt | FR | $5M | – | 0.11 |
| BARCLAYS PLC | Long | Debt | GB | $5M | – | 0.11 |
| BARCLAYS PLC | Long | Debt | GB | $4M | – | 0.10 |
| BARCLAYS PLC | Long | Debt | GB | $3M | – | 0.06 |
| BARINGS CLO LTD 2018-IV | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.20 |
| BAT INTERNATIONAL FINANCE PLC | Long | Debt | GB | $13M | – | 0.27 |
| BAT INTERNATIONAL FINANCE PLC | Long | Debt | GB | $7M | – | 0.14 |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5 | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC | Long | ABS-other | US | $3M | – | 0.06 |
| BCP TRUST 2021-330N | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| BECTON DICKINSON & CO | Long | Debt | US | $10M | – | 0.21 |
| BECTON DICKINSON & CO | Long | Debt | US | $2M | – | 0.05 |
| BENCHMARK 2024-V6 MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BFLD 2019-DPLO | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| BFLD 2019-DPLO | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BHARAT PETROLEUM CORP LTD | Long | Debt | IN | $12M | – | 0.25 |
| BINOM SECURITIZATION TRUST 2021-INV1 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BLUEMOUNTAIN CLO 2016-3 LTD | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.25 |
| BMO 2024-C8 MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BOEING CO/THE | Long | Debt | US | $6M | – | 0.12 |
| BPCE SA | Long | Debt | FR | $10M | – | 0.21 |
| BPR TRUST 2021-TY | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC | Long | ABS-other | US | $1M | – | 0.02 |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING | Long | Debt | US | $2M | – | 0.03 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $4M | – | 0.09 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $4M | – | 0.08 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $3M | – | 0.06 |
| BRIXMOR OPERATING PARTNERSHIP LP | Long | Debt | US | $2M | – | 0.04 |
| BRUNSWICK CORP/DE | Long | Debt | US | $10M | – | 0.21 |
| BSREP COMMERCIAL MORTGAGE TRUST 2021-DC | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| BX COMMERCIAL MORTGAGE TRUST 2024-MDHS | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| BX COMMERCIAL MORTGAGE TRUST 2024-MDHS | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| BX TRUST 2021-ARIA | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| BX TRUST 2021-VIEW | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| CAIXABANK SA | Long | Debt | ES | $7M | – | 0.15 |
| CAIXABANK SA | Long | Debt | ES | $6M | – | 0.13 |
| CAMPBELL SOUP CO | Long | Debt | US | $4M | – | 0.08 |
| CANADIAN NATURAL RESOURCES LTD | Long | Debt | CA | $11M | – | 0.23 |
| CANADIAN PACIFIC RAILWAY CO | Long | Debt | CA | $10M | – | 0.22 |
| CANADIAN PACIFIC RAILWAY CO | Long | Debt | CA | $4M | – | 0.09 |
| CAPITAL ONE FINANCIAL CORP | Long | Debt | US | $7M | – | 0.16 |
| CAPITAL ONE FINANCIAL CORP | Long | Debt | US | $6M | – | 0.13 |
| CAPITAL ONE FINANCIAL CORP | Long | Debt | US | $3M | – | 0.07 |
| CAPITAL ONE FINANCIAL CORP | Long | Debt | US | $3M | – | 0.07 |
| CAPITAL ONE FINANCIAL CORP | Long | Debt | US | $3M | – | 0.06 |
| CARDINAL HEALTH INC | Long | Debt | US | $6M | – | 0.13 |
| CARDINAL HEALTH INC | Long | Debt | US | $5M | – | 0.11 |
| CARMAX AUTO OWNER TRUST 2020-4 | Long | ABS-other | US | $4M | – | 0.09 |
| CARMAX AUTO OWNER TRUST 2023-3 | Long | ABS-other | US | $5M | – | 0.11 |
| CARMAX AUTO OWNER TRUST 2023-3 | Long | ABS-other | US | $3M | – | 0.05 |
| CARMAX AUTO OWNER TRUST 2023-3 | Long | ABS-other | US | $2M | – | 0.03 |
| CARMAX AUTO OWNER TRUST 2023-4 | Long | ABS-other | US | $8M | – | 0.18 |
| CARMAX AUTO OWNER TRUST 2023-4 | Long | ABS-other | US | $8M | – | 0.18 |
| CARMAX AUTO OWNER TRUST 2024-1 | Long | ABS-other | US | $4M | – | 0.08 |
| CARMAX AUTO OWNER TRUST 2024-1 | Long | ABS-other | US | $2M | – | 0.04 |
| CARMAX AUTO OWNER TRUST 2024-2 | Long | ABS-other | US | $403K | – | 0.01 |
| CARRIER GLOBAL CORP | Long | Debt | US | $4M | – | 0.08 |
| CARRIER GLOBAL CORP | Long | Debt | US | $2M | – | 0.04 |
| CARVANA AUTO RECEIVABLES TRUST 2022-N1 | Long | ABS-other | US | $303K | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST 2022-P1 | Long | ABS-other | US | $12M | – | 0.26 |
| CDW LLC / CDW FINANCE CORP | Long | Debt | US | $3M | – | 0.06 |
| CEDAR FUNDING XIV CLO LTD | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.22 |
| CELANESE US HOLDINGS LLC | Long | Debt | US | $4M | – | 0.09 |
| CELULOSA ARAUCO Y CONSTITUCION SA | Long | Debt | CL | $5M | – | 0.11 |
| CHARLES SCHWAB CORP/THE | Long | Debt | US | $10M | – | 0.22 |
| CHARLES SCHWAB CORP/THE | Long | Debt | US | $3M | – | 0.07 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | Long | Debt | US | $6M | – | 0.13 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | Long | Debt | US | $3M | – | 0.06 |
| CIFC FUNDING 2021-IV LTD | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.33 |
| CIM TRUST 2020-INV1 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| CITIGROUP INC | Long | Debt | US | $5M | – | 0.10 |
| CITIGROUP INC | Long | Debt | US | $4M | – | 0.09 |
| CITIGROUP INC | Long | Debt | US | $4M | – | 0.08 |
| CITIGROUP MORTGAGE LOAN TRUST INC | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| CNH EQUIPMENT TRUST 2024-B | Long | ABS-other | US | $3M | – | 0.06 |
| CNH EQUIPMENT TRUST 2024-B | Long | ABS-other | US | $3M | – | 0.06 |
| CNO GLOBAL FUNDING | Long | Debt | US | $9M | – | 0.20 |
| CNO GLOBAL FUNDING | Long | Debt | US | $8M | – | 0.17 |
| COCA-COLA EUROPACIFIC PARTNERS PLC | Long | Debt | GB | $994K | – | 0.02 |
| COLD STORAGE TRUST 2020-ICE5 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| COLT 2020-3 MORTGAGE LOAN TRUST | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| COLT 2021-1 MORTGAGE LOAN TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| COLUMBIA PIPELINES HOLDING CO LLC | Long | Debt | US | $1M | – | 0.02 |
| COMM 2014-CCRE15 MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| COMM 2014-CCRE19 MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| COMM 2014-CCRE19 MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| COMM 2017-PANW MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| COMM 2017-PANW MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $468K | – | 0.01 |
| CONSTELLATION ENERGY GENERATION LLC | Long | Debt | US | $4M | – | 0.08 |
| COREBRIDGE FINANCIAL INC | Long | Debt | US | $6M | – | 0.12 |
| COREBRIDGE GLOBAL FUNDING | Long | Debt | US | $2M | – | 0.05 |
| COX COMMUNICATIONS INC | Long | Debt | US | $13M | – | 0.28 |
| COX COMMUNICATIONS INC | Long | Debt | US | $2M | – | 0.05 |
| CREDICORP LTD | Long | Debt | BM | $3M | – | 0.06 |
| CROWN CASTLE INC | Long | Debt | US | $8M | – | 0.18 |
| CROWN CASTLE INC | Long | Debt | US | $7M | – | 0.15 |
| CROWN CASTLE INC | Long | Debt | US | $4M | – | 0.09 |
| CROWN CASTLE INC | Long | Debt | US | $4M | – | 0.08 |
| CROWN CASTLE INC | Long | Debt | US | $2M | – | 0.05 |
| CROWN CASTLE INTL CORP 4/2 144A CP 0.0000 20240709 (Crown Castle Inc) | Long | Debt | US | $13M | – | 0.28 |
| CROWN CASTLE TOWERS LLC | Long | Debt | US | $2M | – | 0.04 |
| CSL FINANCE PLC | Long | Debt | GB | $2M | – | 0.05 |
| CSMC 2020-NET | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| CVS HEALTH CORP | Long | Debt | US | $10M | – | 0.21 |
| CVS HEALTH CORP | Long | Debt | US | $7M | – | 0.15 |
| CVS HEALTH CORP | Long | Debt | US | $3M | – | 0.07 |
| CVS HEALTH CORP | Long | Debt | US | $3M | – | 0.06 |
| CYRUSONE DATA CENTERS ISSUER I LLC | Long | ABS-other | US | $11M | – | 0.23 |
| CYRUSONE DATA CENTERS ISSUER I LLC | Long | ABS-other | US | $1M | – | 0.03 |
| DAE FUNDING LLC | Long | Debt | US | $4M | – | 0.09 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC | Long | Debt | US | $8M | – | 0.16 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC | Long | Debt | US | $3M | – | 0.06 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC | Long | Debt | US | $2M | – | 0.05 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC | Long | Debt | US | $2M | – | 0.05 |
| DANSKE BANK A/S | Long | Debt | DK | $5M | – | 0.10 |
| DANSKE BANK A/S | Long | Debt | DK | $3M | – | 0.07 |
| DCP MIDSTREAM OPERATING LP | Long | Debt | US | $8M | – | 0.17 |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1 | Long | ABS-mortgage backed security | US | $756K | – | 0.02 |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| DELL EQUIPMENT FINANCE TRUST 2023-3 | Long | ABS-other | US | $832K | – | 0.02 |
| DELL EQUIPMENT FINANCE TRUST 2024-1 | Long | ABS-other | US | $1M | – | 0.03 |
| DELL EQUIPMENT FINANCE TRUST 2024-1 | Long | ABS-other | US | $1M | – | 0.03 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $3M | – | 0.07 |
| DISCOVER BANK | Long | Debt | US | $1M | – | 0.03 |
| DISCOVER FINANCIAL SERVICES | Long | Debt | US | $3M | – | 0.06 |
| DLLAA 2023-1 LLC | Long | ABS-other | US | $5M | – | 0.10 |
| DLLST 2024-1 LLC | Long | ABS-other | US | $2M | – | 0.04 |
| DLLST 2024-1 LLC | Long | ABS-other | US | $459K | – | 0.01 |
| DOLLAR GENERAL CORP | Long | Debt | US | $6M | – | 0.13 |
| DOLLAR GENERAL CORP | Long | Debt | US | $4M | – | 0.09 |
| DRIVEN BRANDS FUNDING LLC | Long | ABS-other | US | $10M | – | 0.22 |
| DRIVEN BRANDS FUNDING LLC | Long | ABS-other | US | $3M | – | 0.06 |
| DRIVEN BRANDS FUNDING LLC | Long | ABS-other | US | $2M | – | 0.03 |
| DRYDEN 86 CLO LTD | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.20 |
| DTE ENERGY CO | Long | Debt | US | $7M | – | 0.15 |
| DUKE ENERGY CORP | Long | Debt | US | $12M | – | 0.25 |
| ELARA HGV TIMESHARE ISSUER 2019-A LLC | Long | ABS-other | US | $2M | – | 0.03 |
| ELARA HGV TIMESHARE ISSUER 2023-A LLC | Long | ABS-other | US | $2M | – | 0.05 |
| ELARA HGV TIMESHARE ISSUER 2023-A LLC | Long | ABS-other | US | $2M | – | 0.04 |
| ELEMENT FLEET MANAGEMENT CORP | Long | Debt | CA | $4M | – | 0.09 |
| ELEVANCE HEALTH INC | Long | Debt | US | $2M | – | 0.05 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 | Long | ABS-mortgage backed security | US | $405K | – | 0.01 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| ENBRIDGE INC | Long | Debt | CA | $9M | – | 0.20 |
| ENBRIDGE INC | Long | Debt | CA | $4M | – | 0.09 |
| ENBRIDGE INC | Long | Debt | CA | $3M | – | 0.06 |
| ENBRIDGE INC | Long | Debt | CA | $2M | – | 0.05 |
| ENEL FINANCE INTERNATIONAL NV | Long | Debt | NL | $12M | – | 0.26 |
| ENEL FINANCE INTERNATIONAL NV | Long | Debt | NL | $9M | – | 0.19 |
| ENEL FINANCE INTERNATIONAL NV | Long | Debt | NL | $1M | – | 0.03 |
| ENERGY TRANSFER LP | Long | Debt | US | $11M | – | 0.23 |
| ENERGY TRANSFER LP | Long | Debt | US | $2M | – | 0.04 |
| ENGIE SA | Long | Debt | FR | $2M | – | 0.05 |
| ENTERPRISE FLEET FINANCING 2023-2 LLC | Long | ABS-other | US | $10M | – | 0.22 |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING | Long | Debt | US | $7M | – | 0.15 |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING | Long | Debt | US | $3M | – | 0.07 |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING | Long | Debt | US | $2M | – | 0.04 |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING | Long | Debt | US | $456K | – | 0.01 |
| ERAC USA FINANCE LLC | Long | Debt | US | $9M | – | 0.19 |
| ERAC USA FINANCE LLC | Long | Debt | US | $3M | – | 0.07 |
| EXELON CORP | Long | Debt | US | $2M | – | 0.05 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4 | Long | ABS-other | US | $4M | – | 0.09 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5 | Long | ABS-other | US | $12M | – | 0.27 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1 | Long | ABS-other | US | $490K | – | 0.01 |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $24M | – | 0.52 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $13M | – | 0.28 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11M | – | 0.23 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $939K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $905K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $871K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $772K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $731K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $682K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $674K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $544K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $539K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $492K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $479K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $479K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $478K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $439K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $432K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $428K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $391K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $368K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $319K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $316K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $310K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $679.05 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $342 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $202.97 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $22.06 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2.27 | – | 0.00 |
| FANNIE MAE REMIC TRUST 2001-W4 | Long | ABS-mortgage backed security | US | $189.36 | – | 0.00 |
| FIFTH THIRD BANCORP | Long | Debt | US | $3M | – | 0.05 |
| FIFTH THIRD BANK NA | Long | Debt | US | $14M | – | 0.29 |
| FINANCE OF AMERICA HECM BUYOUT 2022-HB2 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FIRST AMERICAN FINANCIAL CORP | Long | Debt | US | $3M | – | 0.06 |
| FIRSTENERGY CORP | Long | Debt | US | $5M | – | 0.10 |
| FIRSTKEY HOMES 2020-SFR1 TRUST | Long | ABS-other | US | $6M | – | 0.14 |
| FIRSTKEY HOMES 2020-SFR2 TRUST | Long | ABS-other | US | $7M | – | 0.15 |
| FISERV INC | Long | Debt | US | $13M | – | 0.29 |
| FISERV INC | Long | Debt | US | $6M | – | 0.13 |
| FLAGSTAR MORTGAGE TRUST 2020-1NV | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FOCUS BRANDS FUNDING LLC | Long | ABS-other | US | $6M | – | 0.13 |
| FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FORD CREDIT AUTO LEASE TRUST 2022-A | Long | ABS-other | US | $13M | – | 0.28 |
| FORD CREDIT AUTO LEASE TRUST 2023-B | Long | ABS-other | US | $2M | – | 0.05 |
| FORD CREDIT AUTO LEASE TRUST 2023-B | Long | ABS-other | US | $1M | – | 0.03 |
| FORD CREDIT AUTO OWNER TRUST 2020-REV1 | Long | ABS-other | US | $5M | – | 0.11 |
| FORD CREDIT AUTO OWNER TRUST 2020-REV2 | Long | ABS-other | US | $4M | – | 0.09 |
| FORD CREDIT AUTO OWNER TRUST 2023-A | Long | ABS-other | US | $3M | – | 0.06 |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A | Long | ABS-other | US | $5M | – | 0.11 |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A | Long | ABS-other | US | $3M | – | 0.06 |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SERIES 2024-1 | Long | ABS-other | US | $3M | – | 0.07 |
| FORD MOTOR CREDIT CO LLC | Long | Debt | US | $7M | – | 0.15 |
| FORD MOTOR CREDIT CO LLC | Long | Debt | US | $6M | – | 0.12 |
| FORTINET INC | Long | Debt | US | $5M | – | 0.11 |
| FOUNDRY JV HOLDCO LLC | Long | Debt | US | $2M | – | 0.04 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $518K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $444K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $8.23 | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $579.31 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $389.57 | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $849K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $688K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $588K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $326K | – | 0.01 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA5 | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA3 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FREDDIE MAC STACR REMIC TRUST 2024-HQA1 | Long | ABS-mortgage backed security | US | $9M | – | 0.18 |
| FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC02 | Long | ABS-mortgage backed security | US | $251K | – | 0.01 |
| FVN4C 107.5 PIT (US 5YR FUTR OPTN Jul24C 107.5) | Derivative-interest rate | US | $135K | – | 0.00 | |
| GALTON FUNDING MORTGAGE TRUST 2017-1 | Long | ABS-mortgage backed security | US | $349K | – | 0.01 |
| GALTON FUNDING MORTGAGE TRUST 2019-1 | Long | ABS-mortgage backed security | US | $305K | – | 0.01 |
| GALTON FUNDING MORTGAGE TRUST 2019-H1 | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| GALTON FUNDING MORTGAGE TRUST 2020-H1 | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| GATX CORP | Long | Debt | US | $7M | – | 0.14 |
| GATX CORP | Long | Debt | US | $5M | – | 0.10 |
| GATX CORP | Long | Debt | US | $3M | – | 0.07 |
| GATX CORP | Long | Debt | US | $2M | – | 0.04 |
| GENERAL MILLS INC CDS 12/20/2024 (GOLDMAN SACHS & CO) | Derivative-credit | US | $-49K | – | -0.00 | |
| GENERAL MILLS INC CDS 12/20/2024 (BANK OF AMERICA) | Derivative-credit | US | $-35K | – | -0.00 | |
| GENERAL MILLS INC CDS 12/20/2024 (GOLDMAN SACHS & CO) | Derivative-credit | US | $-49K | – | -0.00 | |
| GENERAL MILLS INC CDS 12/20/2024 (CITIBANK) | Derivative-credit | US | $-49K | – | -0.00 | |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $13M | – | 0.29 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $4M | – | 0.08 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $3M | – | 0.06 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $2M | – | 0.05 |
| GENUINE PARTS CO | Long | Debt | US | $3M | – | 0.06 |
| GEORGIA POWER CO | Long | Debt | US | $2M | – | 0.05 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $858K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $569K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $542K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $508K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $422K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $410K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-3 | Long | ABS-other | US | $10M | – | 0.21 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1 | Long | ABS-other | US | $2M | – | 0.05 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2 | Long | ABS-other | US | $7M | – | 0.15 |
| GOLDEN STATE TOBACCO SECURITIZATION CORP | Long | Debt | US | $6M | – | 0.12 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $7M | – | 0.16 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $5M | – | 0.11 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $5M | – | 0.10 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $5M | – | 0.10 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $3M | – | 0.06 |
| GRAY OAK PIPELINE LLC | Long | Debt | US | $3M | – | 0.06 |
| GS MORTGAGE SECURITIES CORP TRUST 2021-ROSS | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2 | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| HARDEE'S FUNDING LLC (Hardee s Funding LLC) | Long | ABS-other | US | $7M | – | 0.15 |
| HARDEE'S FUNDING LLC (Hardee s Funding LLC) | Long | ABS-other | US | $3M | – | 0.06 |
| HARDEE'S FUNDING LLC (Hardee s Funding LLC) | Long | ABS-other | US | $2M | – | 0.04 |
| HASBRO INC | Long | Debt | US | $14M | – | 0.29 |
| HCA INC | Long | Debt | US | $7M | – | 0.15 |
| HCA INC | Long | Debt | US | $6M | – | 0.13 |
| HCA INC | Long | Debt | US | $4M | – | 0.09 |
| HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO | Long | Debt | US | $11M | – | 0.24 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| HILTON GRAND VACATIONS TRUST 2019-A | Long | ABS-other | US | $877K | – | 0.02 |
| HILTON GRAND VACATIONS TRUST 2019-A | Long | ABS-other | US | $426K | – | 0.01 |
| HILTON GRAND VACATIONS TRUST 2020-A | Long | ABS-other | US | $617K | – | 0.01 |
| HILTON GRAND VACATIONS TRUST 2022-1D | Long | ABS-other | US | $1M | – | 0.03 |
| HILTON GRAND VACATIONS TRUST 2023-1 | Long | ABS-other | US | $7M | – | 0.16 |
| HILTON GRAND VACATIONS TRUST 2023-1 | Long | ABS-other | US | $1M | – | 0.03 |
| HPEFS EQUIPMENT TRUST 2021-2 | Long | ABS-other | US | $4M | – | 0.08 |
| HPEFS EQUIPMENT TRUST 2023-1 | Long | ABS-other | US | $7M | – | 0.15 |
| HPEFS EQUIPMENT TRUST 2023-1 | Long | ABS-other | US | $4M | – | 0.09 |
| HPEFS EQUIPMENT TRUST 2023-2 | Long | ABS-other | US | $3M | – | 0.07 |
| HPEFS EQUIPMENT TRUST 2023-2 | Long | ABS-other | US | $1M | – | 0.03 |
| HPEFS EQUIPMENT TRUST 2024-1 | Long | ABS-other | US | $8M | – | 0.18 |
| HPHT FINANCE 19 LTD | Long | Debt | KY | $9M | – | 0.20 |
| HPHT FINANCE 21 II LTD | Long | Debt | KY | $6M | – | 0.13 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $12M | – | 0.26 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $6M | – | 0.14 |
| HUMANA INC | Long | Debt | US | $6M | – | 0.13 |
| HUMANA INC | Long | Debt | US | $4M | – | 0.09 |
| HUMANA INC | Long | Debt | US | $3M | – | 0.07 |
| HUMANA INC | Long | Debt | US | $2M | – | 0.05 |
| HUNTINGTON NATIONAL BANK/THE | Long | Debt | US | $3M | – | 0.07 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $6M | – | 0.12 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $4M | – | 0.09 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $4M | – | 0.08 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $3M | – | 0.07 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $3M | – | 0.07 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $2M | – | 0.05 |
| HYUNDAI CAPITAL SERVICES INC | Long | Debt | KR | $3M | – | 0.06 |
| ICE_CDX IG CDSI S42 5Y 06/20/2029 BNPA | Derivative-credit | US | $1M | – | 0.02 | |
| ICON INVESTMENTS SIX DAC | Long | Debt | IE | $5M | – | 0.10 |
| IMPERIAL BRANDS FINANCE PLC | Long | Debt | GB | $13M | – | 0.29 |
| IMPERIAL BRANDS FINANCE PLC | Long | Debt | GB | $10M | – | 0.21 |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| IMPERIAL FUND MORTGAGE TRUST 2022-NQM4 | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| INTL FLAVORS & FRAGRANCE 4/2 144A CP 0.0000 20240624 (International Flavors & Fragrances Inc) | Long | Debt | US | $13M | – | 0.28 |
| IQVIA INC | Long | Debt | US | $3M | – | 0.07 |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| JACKSON NATIONAL LIFE GLOBAL FUNDING | Long | Debt | US | $8M | – | 0.17 |
| JACKSON NATIONAL LIFE GLOBAL FUNDING | Long | Debt | US | $8M | – | 0.16 |
| JDE PEET'S NV (JDE Peet s NV) | Long | Debt | NL | $4M | – | 0.09 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-BKWD | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| JP MORGAN MORTGAGE TRUST 2020-INV1 | Long | ABS-mortgage backed security | US | $902K | – | 0.02 |
| JP MORGAN MORTGAGE TRUST 2020-INV1 | Long | ABS-mortgage backed security | US | $600K | – | 0.01 |
| JPMORGAN CHASE & CO | Long | Debt | US | $13M | – | 0.27 |
| JPMORGAN CHASE & CO | Long | Debt | US | $8M | – | 0.18 |
| JPMORGAN CHASE & CO | Long | Debt | US | $8M | – | 0.16 |
| JPMORGAN CHASE & CO | Long | Debt | US | $6M | – | 0.12 |
| JPMORGAN CHASE & CO | Long | Debt | US | $5M | – | 0.10 |
| KILROY REALTY LP | Long | Debt | US | $2M | – | 0.05 |
| KIND TRUST 2021-KIND | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| KOREA ELECTRIC POWER CORP | Long | Debt | KR | $12M | – | 0.27 |
| KOREA HOUSING FINANCE CORP | Long | Debt | KR | $12M | – | 0.26 |
| KOREA HYDRO & NUCLEAR POWER CO LTD | Long | Debt | KR | $11M | – | 0.24 |
| KOREA HYDRO & NUCLEAR POWER CO LTD | Long | Debt | KR | $2M | – | 0.04 |
| KOREA HYDRO & NUCLEAR POWER CO LTD | Long | Debt | KR | $1M | – | 0.03 |
| KT CORP | Long | Debt | KR | $9M | – | 0.18 |
| LEASEPLAN CORP NV | Long | Debt | NL | $12M | – | 0.25 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $5M | – | 0.10 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $5M | – | 0.10 |
| LOWE'S COS INC (Lowe s Cos Inc) | Long | Debt | US | $5M | – | 0.10 |
| LOWE'S COS INC (Lowe s Cos Inc) | Long | Debt | US | $2M | – | 0.05 |
| LPL HOLDINGS INC | Long | Debt | US | $3M | – | 0.07 |
| LPL HOLDINGS INC | Long | Debt | US | $2M | – | 0.05 |
| LSTAR COMMERCIAL MORTGAGE TRUST 2017-5 | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| LYB INTERNATIONAL FINANCE III LLC | Long | Debt | US | $5M | – | 0.11 |
| MADISON PARK FUNDING XXIII LTD | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.22 |
| MADISON PARK FUNDING XXIII LTD | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.17 |
| MADISON PARK FUNDING XXIV LTD | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.11 |
| MADISON PARK FUNDING XXIX LTD | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.27 |
| MADISON PARK FUNDING XXXIII LTD | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.30 |
| MADISON PARK FUNDING XXXV LTD | Long | ABS-collateralized bond/debt obligation | KY | $741K | – | 0.02 |
| MAGNETITE XXV LTD | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.17 |
| MARATHON STATIC CLO 2022-18 LTD | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.18 |
| MARBLE POINT CLO XII LTD | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.09 |
| MARBLE POINT CLO XIV LTD | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.31 |
| MARQ TRUST 2024-HOU | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| MARRIOTT INTERNATIONAL INC/MD | Long | Debt | US | $2M | – | 0.05 |
| MARRIOTT INTERNATIONAL INC/MD | Long | Debt | US | $1M | – | 0.03 |
| MARRIOTT INTERNATIONAL INC/MD | Long | Debt | US | $1M | – | 0.03 |
| MARS INC | Long | Debt | US | $9M | – | 0.20 |
| MATTEL INC | Long | Debt | US | $6M | – | 0.12 |
| MATTEL INC | Long | Debt | US | $5M | – | 0.10 |
| MED COMMERCIAL MORTGAGE TRUST 2024-MOB | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| MEGLOBAL BV | Long | Debt | NL | $12M | – | 0.25 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC | Long | Debt | US | $14M | – | 0.31 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC | Long | Debt | US | $5M | – | 0.11 |
| MFA 2021-INV1 TRUST | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| MFA 2021-NQM2 TRUST | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| MHC COMMERCIAL MORTGAGE TRUST 2021-MHC | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| MICROCHIP TECHNOLOGY INC | Long | Debt | US | $8M | – | 0.18 |
| MICRON TECHNOLOGY INC | Long | Debt | US | $7M | – | 0.15 |
| MICRON TECHNOLOGY INC | Long | Debt | US | $1M | – | 0.02 |
| MICRON TECHNOLOGY INC | Long | Debt | US | $1M | – | 0.02 |
| MIDOCEAN CREDIT CLO XI LTD | Long | ABS-collateralized bond/debt obligation | JE | $6M | – | 0.12 |
| MIDOCEAN CREDIT CLO XI LTD | Long | ABS-collateralized bond/debt obligation | JE | $4M | – | 0.08 |
| MITSUBISHI UFJ FINANCIAL GROUP INC | Long | Debt | JP | $9M | – | 0.20 |
| MMAF EQUIPMENT FINANCE LLC 2021-A | Long | ABS-other | US | $1M | – | 0.03 |
| MOHAWK INDUSTRIES INC | Long | Debt | US | $4M | – | 0.08 |
| MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV | Long | Debt | NL | $4M | – | 0.08 |
| MONDELEZ INTERNATIONAL INC | Long | Debt | US | $5M | – | 0.11 |
| MOODY'S CORP (Moody s Corp) | Long | Debt | US | $6M | – | 0.14 |
| MORGAN STANLEY | Long | Debt | US | $7M | – | 0.15 |
| MORGAN STANLEY | Long | Debt | US | $7M | – | 0.14 |
| MORGAN STANLEY | Long | Debt | US | $6M | – | 0.14 |
| MORGAN STANLEY BANK NA | Long | Debt | US | $6M | – | 0.12 |
| MORGAN STANLEY CAPITAL I TRUST 2014-150E | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| MORGAN STANLEY CAPITAL I TRUST 2019-NUGS | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| MVW 2020-1 LLC | Long | ABS-other | US | $686K | – | 0.01 |
| MVW 2021-1W LLC | Long | ABS-other | US | $401K | – | 0.01 |
| MVW 2023-1 LLC | Long | ABS-other | US | $8M | – | 0.17 |
| MVW 2023-2 LLC | Long | ABS-other | US | $1M | – | 0.03 |
| MVW 2023-2 LLC | Long | ABS-other | US | $721K | – | 0.02 |
| NASDAQ INC | Long | Debt | US | $1M | – | 0.02 |
| NATWEST MARKETS PLC | Long | Debt | GB | $6M | – | 0.13 |
| NATWEST MARKETS PLC | Long | Debt | GB | $4M | – | 0.08 |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A | Long | ABS-other | US | $3M | – | 0.06 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A | Long | ABS-other | US | $2M | – | 0.04 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-E | Long | ABS-other | US | $3M | – | 0.07 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G | Long | ABS-other | US | $5M | – | 0.10 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B | Long | ABS-other | US | $2M | – | 0.04 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C | Long | ABS-other | US | $11M | – | 0.25 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D | Long | ABS-other | US | $2M | – | 0.04 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F | Long | ABS-other | US | $2M | – | 0.04 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G | Long | ABS-other | US | $1M | – | 0.02 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H | Long | ABS-other | US | $1M | – | 0.02 |
| NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST | Long | ABS-other | US | $1M | – | 0.02 |
| NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST | Long | ABS-other | US | $980K | – | 0.02 |
| NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST | Long | ABS-other | US | $625K | – | 0.01 |
| NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II | Long | ABS-other | US | $3M | – | 0.07 |
| NBN CO LTD | Long | Debt | AU | $14M | – | 0.30 |
| NELNET STUDENT LOAN TRUST 2005-4 | Long | ABS-other | US | $2M | – | 0.04 |
| NELNET STUDENT LOAN TRUST 2020-1 | Long | ABS-other | US | $1M | – | 0.03 |
| NELNET STUDENT LOAN TRUST 2021-C | Long | ABS-other | US | $7M | – | 0.15 |
| NELNET STUDENT LOAN TRUST 2021-D | Long | ABS-other | US | $2M | – | 0.05 |
| NEUBERGER BERMAN CLO XVII LTD | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.12 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 26 LTD | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.16 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.31 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2 | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| NEWMONT CORP / NEWCREST FINANCE PTY LTD | Long | Debt | US | $3M | – | 0.06 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC | Long | Debt | US | $8M | – | 0.18 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC | Long | Debt | US | $7M | – | 0.15 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC | Long | Debt | US | $3M | – | 0.07 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC | Long | Debt | US | $2M | – | 0.05 |
| NISOURCE INC | Long | Debt | US | $2M | – | 0.03 |
| NORTHERN TRUST CORP | Long | Debt | US | $4M | – | 0.08 |
| NORTHWESTERN MUTUAL GLOBAL FUNDING | Long | Debt | US | $6M | – | 0.12 |
| NRG ENERGY INC | Long | Debt | US | $4M | – | 0.10 |
| NTT FINANCE CORP | Long | Debt | JP | $2M | – | 0.03 |
| NUCOR CORP | Long | Debt | US | $4M | – | 0.08 |
| NUTRIEN LTD | Long | Debt | CA | $3M | – | 0.06 |
| NXP BV / NXP FUNDING LLC / NXP USA INC | Long | Debt | NL | $6M | – | 0.12 |
| NXP BV / NXP FUNDING LLC / NXP USA INC | Long | Debt | NL | $4M | – | 0.09 |
| NXP BV / NXP FUNDING LLC / NXP USA INC | Long | Debt | NL | $1M | – | 0.02 |
| NXP BV / NXP FUNDING LLC / NXP USA INC | Long | Debt | NL | $462K | – | 0.01 |
| O'REILLY AUTOMOTIVE INC (O Reilly Automotive Inc) | Long | Debt | US | $5M | – | 0.10 |
| OAKTREE CLO 2022-2 LTD | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.13 |
| OBX 2019-EXP2 TRUST | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| OBX 2019-EXP3 TRUST | Long | ABS-mortgage backed security | US | $891K | – | 0.02 |
| OBX 2020-EXP1 TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| OBX 2020-EXP1 TRUST | Long | ABS-mortgage backed security | US | $310K | – | 0.01 |
| OBX 2020-EXP2 TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| OBX 2020-EXP2 TRUST | Long | ABS-mortgage backed security | US | $318K | – | 0.01 |
| OBX 2020-EXP3 TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| OBX 2020-INV1 TRUST | Long | ABS-mortgage backed security | US | $523K | – | 0.01 |
| OBX 2021-NQM1 TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| OBX 2023-NQM10 TRUST | Long | ABS-mortgage backed security | US | $368K | – | 0.01 |
| OBX 2023-NQM9 TRUST | Long | ABS-mortgage backed security | US | $396K | – | 0.01 |
| OCEANVIEW MORTGAGE TRUST 2022-INV1 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| OCP CLO 2017-13 LTD | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.12 |
| OCTAGON INVESTMENT PARTNERS 39 LTD | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.24 |
| OCTANE RECEIVABLES TRUST 2021-2 | Long | ABS-other | US | $1M | – | 0.02 |
| OCTANE RECEIVABLES TRUST 2022-1 | Long | ABS-other | US | $5M | – | 0.11 |
| OCTANE RECEIVABLES TRUST 2023-1 | Long | ABS-other | US | $3M | – | 0.06 |
| OCTANE RECEIVABLES TRUST 2023-1 | Long | ABS-other | US | $366K | – | 0.01 |
| OCTANE RECEIVABLES TRUST 2023-3 | Long | ABS-other | US | $2M | – | 0.03 |
| OCTANE RECEIVABLES TRUST 2023-3 | Long | ABS-other | US | $522K | – | 0.01 |
| OMNICOM GROUP INC / OMNICOM CAPITAL INC CDS 12/20/2024 (BARCLAYS) | Derivative-credit | US | $-49K | – | -0.00 | |
| OMNICOM GROUP INC / OMNICOM CAPITAL INC CDS 12/20/2024 (BARCLAYS) | Derivative-credit | US | $-49K | – | -0.00 | |
| ONE 2021-PARK MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $11M | – | 0.23 |
| ONE 2021-PARK MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| ONEOK INC | Long | Debt | US | $5M | – | 0.10 |
| OTIS WORLDWIDE CORP | Long | Debt | US | $8M | – | 0.17 |
| OVINTIV CANADA ULC 4/2 CP 6.0800 20240620 (Encana Corp) | Long | Debt | US | $14M | – | 0.31 |
| OVINTIV INC | Long | Debt | US | $6M | – | 0.12 |
| OWENS CORNING | Long | Debt | US | $4M | – | 0.09 |
| OWENS CORNING | Long | Debt | US | $759K | – | 0.02 |
| OZLM FUNDING II LTD | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.17 |
| OZLM XXI LTD | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.27 |
| PACCAR FINANCIAL CORP | Long | Debt | US | $12M | – | 0.27 |
| PACIFIC GAS AND ELECTRIC CO | Long | Debt | US | $8M | – | 0.17 |
| PACIFICORP | Long | Debt | US | $3M | – | 0.06 |
| PARKER-HANNIFIN CORP | Long | Debt | US | $11M | – | 0.25 |
| PEACEHEALTH OBLIGATED GROUP | Long | Debt | US | $1M | – | 0.03 |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP | Long | Debt | US | $12M | – | 0.26 |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP | Long | Debt | US | $5M | – | 0.10 |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP | Long | Debt | US | $2M | – | 0.05 |
| PERRIGO FINANCE UNLIMITED CO | Long | Debt | IE | $6M | – | 0.13 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD | Long | Debt | SG | $5M | – | 0.10 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $6M | – | 0.13 |
| PIONEER NATURAL RESOURCES CO | Long | Debt | US | $6M | – | 0.13 |
| PNC FINANCIAL SERVICES GROUP INC/THE | Long | Debt | US | $9M | – | 0.19 |
| PNC FINANCIAL SERVICES GROUP INC/THE | Long | Debt | US | $7M | – | 0.15 |
| PNC FINANCIAL SERVICES GROUP INC/THE | Long | Debt | US | $3M | – | 0.05 |
| PNC FINANCIAL SERVICES GROUP INC/THE | Long | Debt | US | $2M | – | 0.04 |
| POSCO | Long | Debt | KR | $7M | – | 0.15 |
| POSCO | Long | Debt | KR | $6M | – | 0.13 |
| POST ROAD EQUIPMENT FINANCE 2024-1 LLC | Long | ABS-other | US | $694K | – | 0.01 |
| PRINCIPAL LIFE GLOBAL FUNDING II | Long | Debt | US | $5M | – | 0.12 |
| PROGRESS RESIDENTIAL 2020-SFR2 TRUST | Long | ABS-other | US | $2M | – | 0.04 |
| PROGRESS RESIDENTIAL 2020-SFR3 TRUST | Long | ABS-other | US | $2M | – | 0.04 |
| QNB FINANCE LTD | Long | Debt | KY | $12M | – | 0.25 |
| QORVO INC | Long | Debt | US | $4M | – | 0.08 |
| REALTY INCOME CORP | Long | Debt | US | $2M | – | 0.04 |
| REGAL REXNORD CORP | Long | Debt | US | $5M | – | 0.10 |
| REPUBLIC SERVICES INC | Long | Debt | US | $1M | – | 0.03 |
| RLGH TRUST 2021-TROT | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| ROGERS COMMUNICATIONS INC | Long | Debt | CA | $10M | – | 0.22 |
| ROGERS COMMUNICATIONS INC | Long | Debt | CA | $9M | – | 0.18 |
| ROGERS COMMUNICATIONS INC | Long | Debt | CA | $7M | – | 0.15 |
| ROMARK CLO II LTD | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.28 |
| ROSS STORES INC | Long | Debt | US | $15M | – | 0.33 |
| ROSS STORES INC | Long | Debt | US | $6M | – | 0.13 |
| ROYAL BANK OF CANADA | Long | Debt | CA | $11M | – | 0.23 |
| S&P GLOBAL INC | Long | Debt | US | $14M | – | 0.29 |
| SABINE PASS LIQUEFACTION LLC | Long | Debt | US | $9M | – | 0.18 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-B | Long | ABS-other | US | $2M | – | 0.04 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-B | Long | ABS-other | US | $805K | – | 0.02 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-C | Long | ABS-other | US | $1M | – | 0.03 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-C | Long | ABS-other | US | $1M | – | 0.02 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B | Long | ABS-other | US | $4M | – | 0.09 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B | Long | ABS-other | US | $3M | – | 0.05 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B | Long | ABS-other | US | $1M | – | 0.03 |
| SANTANDER BANK NA - SBCLN | Long | ABS-other | US | $244K | – | 0.01 |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-B | Long | ABS-other | US | $3M | – | 0.06 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-4 | Long | ABS-other | US | $11M | – | 0.23 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4 | Long | ABS-other | US | $9M | – | 0.19 |
| SANTANDER HOLDINGS USA INC | Long | Debt | US | $5M | – | 0.11 |
| SANTANDER HOLDINGS USA INC | Long | Debt | US | $984K | – | 0.02 |
| SANTANDER RETAIL AUTO LEASE TRUST 2021-C | Long | ABS-other | US | $83K | – | 0.00 |
| SBA TOWER TRUST | Long | Debt | US | $9M | – | 0.20 |
| SBA TOWER TRUST | Long | Debt | US | $8M | – | 0.16 |
| SBA TOWER TRUST | Long | Debt | US | $4M | – | 0.08 |
| SBA TOWER TRUST | Long | Debt | US | $3M | – | 0.05 |
| SBA TOWER TRUST | Long | Debt | US | $2M | – | 0.05 |
| SBNA AUTO LEASE TRUST 2024-A | Long | ABS-other | US | $2M | – | 0.04 |
| SBNA AUTO LEASE TRUST 2024-A | Long | ABS-other | US | $2M | – | 0.04 |
| SBNA AUTO LEASE TRUST 2024-B | Long | ABS-other | US | $7M | – | 0.14 |
| SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| SEB FUNDING LLC | Long | ABS-other | US | $7M | – | 0.16 |
| SEMPRA | Long | Debt | US | $5M | – | 0.11 |
| SEMPRA | Long | Debt | US | $3M | – | 0.06 |
| SEQUOIA MORTGAGE TRUST 2018-CH2 | Long | ABS-mortgage backed security | US | $720K | – | 0.02 |
| SEQUOIA MORTGAGE TRUST 2018-CH2 | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| SEQUOIA MORTGAGE TRUST 2018-CH3 | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 | Long | ABS-other | US | $2M | – | 0.04 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 | Long | ABS-other | US | $648K | – | 0.01 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2 | Long | ABS-other | US | $2M | – | 0.04 |
| SG RESIDENTIAL MORTGAGE TRUST 2020-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SHERWIN-WILLIAMS CO/THE | Long | Debt | US | $3M | – | 0.06 |
| SIERRA TIMESHARE 2019-2 RECEIVABLES FUNDING LLC | Long | ABS-other | US | $1M | – | 0.03 |
| SIERRA TIMESHARE 2019-2 RECEIVABLES FUNDING LLC | Long | ABS-other | US | $232K | – | 0.00 |
| SIERRA TIMESHARE 2019-3 RECEIVABLES FUNDING LLC | Long | ABS-other | US | $2M | – | 0.04 |
| SIERRA TIMESHARE 2020-2 RECEIVABLES FUNDING LLC | Long | ABS-other | US | $740K | – | 0.02 |
| SIMON PROPERTY GROUP LP | Long | Debt | US | $3M | – | 0.07 |
| SMB PRIVATE EDUCATION LOAN TRUST | Long | ABS-other | US | $1M | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRUST 2016-B | Long | ABS-other | US | $686K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST 2016-C | Long | ABS-other | US | $991K | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRUST 2018-B | Long | ABS-other | US | $4M | – | 0.09 |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB | Long | ABS-other | US | $5M | – | 0.10 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-B | Long | ABS-other | US | $6M | – | 0.13 |
| SOCIETE GENERALE SA | Long | Debt | FR | $12M | – | 0.25 |
| SOCIETE GENERALE SA | Long | Debt | FR | $1M | – | 0.02 |
| SOLVENTUM CORP | Long | Debt | US | $9M | – | 0.19 |
| SOUTHERN CALIFORNIA GAS CO | Long | Debt | US | $5M | – | 0.11 |
| SOUTHERN CO/THE | Long | Debt | US | $15M | – | 0.31 |
| STANDARD CHARTERED PLC | Long | Debt | GB | $5M | – | 0.10 |
| STANDARD CHARTERED PLC | Long | Debt | GB | $4M | – | 0.08 |
| STANDARD CHARTERED PLC | Long | Debt | GB | $3M | – | 0.06 |
| STARBUCKS CORP | Long | Debt | US | $6M | – | 0.12 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-INV1 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| STATE STREET CORP | Long | Debt | US | $8M | – | 0.16 |
| STATE STREET CORP | Long | Debt | US | $5M | – | 0.10 |
| STATE STREET CORP | Long | Debt | US | $3M | – | 0.07 |
| STEEL DYNAMICS INC | Long | Debt | US | $5M | – | 0.11 |
| SYMPHONY CLO XXIII LTD | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| SYMPHONY CLO XXVI LTD | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.09 |
| SYMPHONY STATIC CLO I LTD | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.25 |
| SYNCHRONY FINANCIAL | Long | Debt | US | $17M | – | 0.35 |
| T-MOBILE USA INC | Long | Debt | US | $8M | – | 0.16 |
| T-MOBILE USA INC | Long | Debt | US | $3M | – | 0.06 |
| T. Rowe Price Government Reserve Fund | Long | Short-term investment vehicle | US | $66M | 66M | 1.41 |
| T. Rowe Price Government Reserve Fund \u2013 Collateral | Long | Short-term investment vehicle | US | $15M | 15M | 0.32 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | Long | Debt | US | $9M | – | 0.19 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | Long | Debt | US | $6M | – | 0.13 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | Long | Debt | US | $3M | – | 0.07 |
| TAPESTRY INC | Long | Debt | US | $1M | – | 0.02 |
| TAPESTRY INC | Long | Debt | US | $955K | – | 0.02 |
| TARGA RESOURCES CORP 4/2 144A CP 6.0000 20240624 | Long | Debt | US | $13M | – | 0.28 |
| TENAGA NASIONAL BHD | Long | Debt | MY | $9M | – | 0.19 |
| TER FINANCE LTD PROM NOTE CL A 144A PP (Enbridge Inc) | Long | Debt | CA | $6M | – | 0.13 |
| THL CREDIT WIND RIVER 2015-1 CLO LTD | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.30 |
| TIAA CLO I LTD | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.48 |
| TORONTO-DOMINION BANK/THE | Long | Debt | CA | $13M | – | 0.27 |
| TORONTO-DOMINION BANK/THE | Long | Debt | CA | $12M | – | 0.25 |
| TOWD POINT MORTGAGE TRUST 2017-3 | Long | ABS-mortgage backed security | US | $495K | – | 0.01 |
| TOWD POINT MORTGAGE TRUST 2018-1 | Long | ABS-mortgage backed security | US | $522K | – | 0.01 |
| TRANSCANADA PIPELINES LTD | Long | Debt | CA | $11M | – | 0.24 |
| TRICON RESIDENTIAL 2024-SFR2 TRUST | Long | ABS-other | US | $6M | – | 0.13 |
| TRICON RESIDENTIAL 2024-SFR2 TRUST | Long | ABS-other | US | $3M | – | 0.07 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $6M | – | 0.13 |
| UBS GROUP AG | Long | Debt | CH | $6M | – | 0.14 |
| UBS GROUP AG | Long | Debt | CH | $6M | – | 0.13 |
| UBS GROUP AG | Long | Debt | CH | $3M | – | 0.06 |
| UBS GROUP AG | Long | Debt | CH | $2M | – | 0.05 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS | Long | Debt | US | $47M | – | 1.00 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $234M | – | 5.01 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $233M | – | 4.99 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $232M | – | 4.97 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $232M | – | 4.96 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $170K | – | 0.00 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $8M | – | 0.16 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $5M | – | 0.10 |
| US 10YR NOTE (CBT)SEP24 | Derivative-interest rate | US | $142K | – | 0.00 | |
| US 10YR ULTRA FUT SEP24 | Derivative-interest rate | US | $296K | – | 0.01 | |
| US 2YR NOTE (CBT) SEP24 | Derivative-interest rate | US | $550K | – | 0.01 | |
| US 5YR NOTE (CBT) SEP24 | Derivative-interest rate | US | $-96K | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 | Derivative-interest rate | US | $-98K | – | -0.00 | |
| US BANCORP | Long | Debt | US | $9M | – | 0.20 |
| US BANCORP | Long | Debt | US | $4M | – | 0.09 |
| US BANK NA | Long | ABS-other | US | $315K | – | 0.01 |
| US ULTRA BOND CBT SEP24 | Derivative-interest rate | US | $183K | – | 0.00 | |
| UTAH ACQUISITION SUB INC | Long | Debt | US | $11M | – | 0.23 |
| UWM MORTGAGE TRUST 2021-INV2 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| VERDANT RECEIVABLES 2023-1 LLC | Long | ABS-other | US | $5M | – | 0.11 |
| VERDANT RECEIVABLES 2024-1 LLC | Long | ABS-other | US | $2M | – | 0.03 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $11M | – | 0.23 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $10M | – | 0.22 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $9M | – | 0.20 |
| VERUS SECURITIZATION TRUST 2019-INV2 | Long | ABS-mortgage backed security | US | $631K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2020-5 | Long | ABS-mortgage backed security | US | $828K | – | 0.02 |
| VERUS SECURITIZATION TRUST 2020-INV1 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| VERUS SECURITIZATION TRUST 2021-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| VERUS SECURITIZATION TRUST 2021-1 | Long | ABS-mortgage backed security | US | $776K | – | 0.02 |
| VERUS SECURITIZATION TRUST 2021-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| VERUS SECURITIZATION TRUST 2021-5 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| VERUS SECURITIZATION TRUST 2021-R1 | Long | ABS-mortgage backed security | US | $535K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2021-R2 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| VERUS SECURITIZATION TRUST 2022-1 | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| VERUS SECURITIZATION TRUST 2022-6 | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| VERUS SECURITIZATION TRUST 2023-6 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| VERUS SECURITIZATION TRUST 2023-7 | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| VERUS SECURITIZATION TRUST 2023-8 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| VERUS SECURITIZATION TRUST 2023-INV3 | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| VF CORP | Long | Debt | US | $10M | – | 0.22 |
| VF CORP | Long | Debt | US | $5M | – | 0.10 |
| VF CORPORATION 4/2 144A CP 6.3000 20240723 | Long | Debt | US | $12M | – | 0.26 |
| VIATRIS INC | Long | Debt | US | $12M | – | 0.26 |
| VIATRIS INC | Long | Debt | US | $5M | – | 0.10 |
| VISTA POINT SECURITIZATION TRUST 2020-2 | Long | ABS-mortgage backed security | US | $544K | – | 0.01 |
| VISTRA OPERATIONS CO LLC | Long | Debt | US | $3M | – | 0.07 |
| VITERRA FINANCE BV | Long | Debt | NL | $7M | – | 0.15 |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC | Long | Debt | US | $5M | – | 0.11 |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC | Long | Debt | US | $5M | – | 0.10 |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC | Long | Debt | US | $5M | – | 0.10 |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC | Long | Debt | US | $4M | – | 0.08 |
| VOYA CLO 2018-3 LTD | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.22 |
| WALGREENS BOOTS ALLIANCE 4/2 144A CP 6.4000 20240710 (Walgreens Boots Alliance Inc) | Long | Debt | US | $13M | – | 0.28 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $19M | – | 0.41 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $3M | – | 0.07 |
| WELLS FARGO & CO | Long | Debt | US | $8M | – | 0.17 |
| WELLS FARGO & CO | Long | Debt | US | $7M | – | 0.16 |
| WELLS FARGO & CO | Long | Debt | US | $6M | – | 0.12 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2 | Long | ABS-mortgage backed security | US | $855K | – | 0.02 |
| WESTERN UNION CO/THE | Long | Debt | US | $16M | – | 0.35 |
| WESTLAKE CORP | Long | Debt | US | $5M | – | 0.12 |
| WHEELS FLEET LEASE FUNDING 1 LLC | Long | ABS-other | US | $9M | – | 0.20 |
| WHEELS FLEET LEASE FUNDING 1 LLC | Long | ABS-other | US | $8M | – | 0.17 |
| WILLIAMS COS INC/THE | Long | Debt | US | $12M | – | 0.25 |
| WORKDAY INC | Long | Debt | US | $3M | – | 0.07 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-A | Long | ABS-other | US | $4M | – | 0.09 |
| WORLD OMNI SELECT AUTO TRUST 2020-A | Long | ABS-other | US | $4M | – | 0.08 |
| ZOETIS INC | Long | Debt | US | $7M | – | 0.14 |
Address
T. ROWE PRICE SHORT-TERM BOND FUND, INC.
100 East Pratt Street
Baltimore
Maryland
21202
United States of America
Websites
Directors
Bruce W. Duncan
David Oestreicher
Eric L. Veiel
Kellye L. Walker
Mark J. Parrell
Melody Bianchetto
Paul F. McBride
Robert J. Gerrard, Jr.
Teresa Bryce Bazemore
Transfer Agents
T. Rowe Price Retirement Plan Services, Inc.
T. Rowe Price Services, Inc.
Pricing Services
Bloomberg Finance L.P.
ICE Data Services, Inc.
London Stock Exchange Group PLC
S&P Global Inc.
Custodians
BNP Paribas
Banco Nacional de Mexico, S.A. (Banamex)
EUROCLEAR BANK SA/NV
J.P. Morgan Bank Luxembourg S.A.
JPMorgan Chase Bank, London
JPMorgan Chase Bank, N.A.
JPMorgan Chase Bank, N.A. - New Zealand Branch
JPMorgan Chase Bank, N.A. - Sydney Branch
Mizuho Bank, Ltd.
Royal Bank of Canada
Skandinaviska Enskilda Banken AB, Stockholm
State Street Bank and Trust Company
Shareholder Servicing Agents
T. Rowe Price Retirement Plan Services, Inc.
T. Rowe Price Services, Inc.
Admins
T. Rowe Price Associates, Inc.
Brokers
BOFA SECURITIES, INC.
Citigroup Inc.
GOLDMAN SACHS & CO. LLC
J.P. MORGAN SECURITIES LLC
MORGAN STANLEY & CO. LLC