FRANKLIN TEMPLETON > Legg Mason ETF Investment Trust
Western Asset Total Return ETF
$37.96M
Avg Monthly Net Assets
$41.92M
Total Assets
$4.05M
Total Liabilities
$37.87M
Net Assets
Western Asset Total Return ETF is an Exchange-Traded Fund in Legg Mason ETF Investment Trust
from FRANKLIN TEMPLETON,
based in New York,
United States of America.
The fund has one share class
and monthly net assets of $37.96M.
On August 26th, 2024 it reported 675 holdings, the largest
being US TREASURY N/B (5.0%), MEX BONOS DESARR FIX RT (4.1%) and US TREASURY N/B (1.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| Western Asset Total Return ETF | C000194756 | XNMS | WBND |
Holdings
From latest NPORT-P, filed August 26th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 10 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $140.63 | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $46.87 | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| 10 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| 10 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| 10 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| 10 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-515.62 | – | -0.00 | |
| 10 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-859.38 | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 2023-MIC Trust/THE (THE 2023-MIC Trust) | Long | ABS-mortgage backed security | US | $107K | – | 0.28 |
| 5 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $70.32 | – | 0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $70.32 | – | 0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-23.44 | – | -0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-234.38 | – | -0.00 | |
| AbbVie Inc | Long | Debt | US | $55K | – | 0.15 |
| AbbVie Inc | Long | Debt | US | $50K | – | 0.13 |
| AbbVie Inc | Long | Debt | US | $27K | – | 0.07 |
| AbbVie Inc | Long | Debt | US | $20K | – | 0.05 |
| AbbVie Inc | Long | Debt | US | $20K | – | 0.05 |
| AbbVie Inc | Long | Debt | US | $10K | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $9K | – | 0.02 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $187K | – | 0.49 |
| Air Lease Corp | Long | Debt | US | $39K | – | 0.10 |
| ALI GROUP SRL 10/28TL (Ali Group North America Corp) | Long | Loan | US | $38K | – | 0.10 |
| Allegany Park CLO Ltd (Allegany Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $246K | – | 0.65 |
| Alternative Loan Trust 2005-81 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $96K | – | 0.25 |
| Altria Group Inc | Long | Debt | US | $88K | – | 0.23 |
| Altria Group Inc | Long | Debt | US | $22K | – | 0.06 |
| Altria Group Inc | Long | Debt | US | $22K | – | 0.06 |
| Altria Group Inc | Long | Debt | US | $9K | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $8K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $44K | – | 0.12 |
| Amazon.com Inc | Long | Debt | US | $34K | – | 0.09 |
| Amazon.com Inc | Long | Debt | US | $25K | – | 0.07 |
| Amazon.com Inc | Long | Debt | US | $18K | – | 0.05 |
| American Airlines Inc | Long | Debt | US | $62K | – | 0.16 |
| American Express Co | Long | Debt | US | $10K | – | 0.03 |
| American Transmission Systems Inc | Long | Debt | US | $125K | – | 0.33 |
| AMIWINS 02/22/2028 | Long | Loan | US | $8K | – | 0.02 |
| Anglo American Capital PLC | Long | Debt | GB | $192K | – | 0.51 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $34K | – | 0.09 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $10K | – | 0.03 |
| Aon North America Inc | Long | Debt | US | $40K | – | 0.11 |
| Apollo Commercial Real Estate Finance Inc (APOLLO CMMRL REAL EST FIN IN) | Long | Loan | US | $54K | – | 0.14 |
| Ares Loan Funding IV Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $181K | – | 0.48 |
| ARES XLIV CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $100K | – | 0.26 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $3K | – | 0.01 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $2K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $14K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $13K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $10K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $10K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $8K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $5K | – | 0.01 |
| BANK 2023-BNK45 | Long | ABS-mortgage backed security | US | $99K | – | 0.26 |
| Bank of America Corp | Long | Debt | US | $203K | – | 0.54 |
| Bank of America Corp | Long | Debt | US | $195K | – | 0.52 |
| Bank of America Corp | Long | Debt | US | $100K | – | 0.26 |
| Bank of America Corp | Long | Debt | US | $47K | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $42K | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $41K | – | 0.11 |
| Bank of Montreal | Long | Debt | CA | $19K | – | 0.05 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $10K | – | 0.03 |
| Bank of Nova Scotia/The | Long | Debt | CA | $18K | – | 0.05 |
| Barrick North America Finance LLC (BARRICK NA FINANCE LLC) | Long | Debt | US | $10K | – | 0.03 |
| BAT Capital Corp | Long | Debt | US | $22K | – | 0.06 |
| BAT Capital Corp | Long | Debt | US | $15K | – | 0.04 |
| BAT Capital Corp | Long | Debt | US | $8K | – | 0.02 |
| Benchmark 2018-B1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $94K | – | 0.25 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $34K | – | 0.09 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $28K | – | 0.07 |
| BLP Commercial Mortgage Trust 2023-IND | Long | ABS-mortgage backed security | US | $100K | – | 0.26 |
| BNP Paribas SA | Long | Debt | FR | $197K | – | 0.52 |
| BNY CASH RESERVE | Long | Short-term investment vehicle | US | $398K | 398K | 1.05 |
| Boeing Co/The | Long | Debt | US | $56K | – | 0.15 |
| Boeing Co/The | Long | Debt | US | $30K | – | 0.08 |
| Boeing Co/The | Long | Debt | US | $9K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $8K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $7K | – | 0.02 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $28K | – | 0.07 |
| BPR Trust 2022-OANA | Long | ABS-mortgage backed security | US | $100K | – | 0.26 |
| BRAVO Residential Funding Trust 2023-NQM1 | Long | ABS-mortgage backed security | US | $81K | – | 0.21 |
| BRAVO Residential Funding Trust 2023-NQM4 | Long | ABS-mortgage backed security | US | $90K | – | 0.24 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $240K | – | 0.63 |
| Bristol-Myers Squibb Co | Long | Debt | US | $50K | – | 0.13 |
| Bristol-Myers Squibb Co | Long | Debt | US | $16K | – | 0.04 |
| Bristol-Myers Squibb Co | Long | Debt | US | $10K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $10K | – | 0.03 |
| Broadcom Inc | Long | Debt | US | $48K | – | 0.13 |
| BWAY 2015-1740 Mortgage Trust (BWAY Mortgage Trust) | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $95K | – | 0.25 |
| BX Trust 2022-PSB | Long | ABS-mortgage backed security | US | $88K | – | 0.23 |
| Caesars En 04/30/24 (Caesars Entertainment Inc) | Long | Loan | US | $50K | – | 0.13 |
| Caesars Entertai 02/06/30 (Caesars Entertainment Inc) | Long | Loan | US | $9K | – | 0.02 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $10K | – | 0.03 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $10K | – | 0.03 |
| Cameron LNG LLC | Long | Debt | US | $26K | – | 0.07 |
| Canadian Pacific Railway Co | Long | Debt | CA | $7K | – | 0.02 |
| Carrier Global Corp | Long | Debt | US | $9K | – | 0.02 |
| CASTLELAKE AVIAT TL 1L B (Castlelake Aviation One DAC) | Long | Loan | IE | $19K | – | 0.05 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $34K | – | 0.09 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $23K | – | 0.06 |
| CDS CDX.NA.HY.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $44K | – | 0.12 | |
| CDS CDX.NA.IG.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $27K | – | 0.07 | |
| CDS DAIMLER AG (BNP PARIBAS) | Derivative-credit | FR | $-2K | – | -0.01 | |
| CDS VOLKSWAGEN INTERNATIONAL FINANCE NV (BNP PARIBAS) | Derivative-credit | FR | $2K | – | 0.01 | |
| Charles Schwab Corp/The | Long | Debt | US | $40K | – | 0.11 |
| Charles Schwab Corp/The | Long | Debt | US | $10K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $125K | – | 0.33 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $40K | – | 0.11 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $27K | – | 0.07 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $21K | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $17K | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $15K | – | 0.04 |
| Cheniere Energy Inc | Long | Debt | US | $19K | – | 0.05 |
| Cheniere Energy Partners LP | Long | Debt | US | $9K | – | 0.02 |
| Chesapeake Energy Corp | Long | Debt | US | $50K | – | 0.13 |
| Cigna Group/The | Long | Debt | US | $19K | – | 0.05 |
| Cigna Group/The | Long | Debt | US | $18K | – | 0.05 |
| CITADEL 07/29/30 (Citadel Securities LP) | Long | Loan | US | $31K | – | 0.08 |
| Citigroup Commercial Mortgage Trust 2015-P1 | Long | ABS-mortgage backed security | US | $94K | – | 0.25 |
| Citigroup Inc | Long | Debt | US | $104K | – | 0.27 |
| Citigroup Inc | Long | Debt | US | $77K | – | 0.20 |
| Citigroup Inc | Long | Debt | US | $63K | – | 0.17 |
| Citigroup Inc | Long | Debt | US | $60K | – | 0.16 |
| Citigroup Inc | Long | Debt | US | $41K | – | 0.11 |
| Citigroup Inc | Long | Debt | US | $30K | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $18K | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $10K | – | 0.03 |
| Clarios Glob 05/06/30 (Clarios Global LP) | Long | Loan | CA | $10K | – | 0.03 |
| Coherent Corp 07/02/29 | Long | Loan | US | $43K | – | 0.11 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $231K | – | 0.61 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $51K | – | 0.13 |
| Comcast Corp | Long | Debt | US | $16K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $12K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $12K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $8K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $8K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $7K | – | 0.02 |
| Connecticut Avenue Securities Trust 2022-R07 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $81K | – | 0.21 |
| Constellation Brands Inc | Long | Debt | US | $10K | – | 0.03 |
| Continental Resources Inc/OK | Long | Debt | US | $20K | – | 0.05 |
| Continental Resources Inc/OK | Long | Debt | US | $19K | – | 0.05 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $239K | – | 0.63 |
| Coterra Energy Inc | Long | Debt | US | $38K | – | 0.10 |
| Coterra Energy Inc | Long | Debt | US | $38K | – | 0.10 |
| Cotiviti Inc 02/24/31 | Long | Loan | US | $80K | – | 0.21 |
| CSMC 2021-NQM6 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $136K | – | 0.36 |
| CURRENCY CONTRACT - AUD (Citibank, National Association) | Derivative-foreign exchange | US | $3K | – | 0.01 | |
| CURRENCY CONTRACT - BRL (Citibank, National Association) | Derivative-foreign exchange | US | $-111.62 | – | -0.00 | |
| CURRENCY CONTRACT - BRL (Citibank, National Association) | Derivative-foreign exchange | US | $-119.5 | – | -0.00 | |
| CURRENCY CONTRACT - BRL (Citibank, National Association) | Derivative-foreign exchange | US | $-396.34 | – | -0.00 | |
| CURRENCY CONTRACT - BRL (Citibank, National Association) | Derivative-foreign exchange | US | $-417.34 | – | -0.00 | |
| CURRENCY CONTRACT - BRL (Citibank, National Association) | Derivative-foreign exchange | US | $-848.48 | – | -0.00 | |
| CURRENCY CONTRACT - BRL (Citibank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| CURRENCY CONTRACT - BRL (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-2K | – | -0.01 | |
| CURRENCY CONTRACT - BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-2K | – | -0.01 | |
| CURRENCY CONTRACT - BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-3K | – | -0.01 | |
| CURRENCY CONTRACT - BRL (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-6K | – | -0.02 | |
| CURRENCY CONTRACT - BRL (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-8K | – | -0.02 | |
| CURRENCY CONTRACT - CAD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $360.79 | – | 0.00 | |
| CURRENCY CONTRACT - CAD (BNP Paribas (Suisse) SA) | Derivative-foreign exchange | US | $357.42 | – | 0.00 | |
| CURRENCY CONTRACT - CAD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $278.65 | – | 0.00 | |
| CURRENCY CONTRACT - CAD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $271.55 | – | 0.00 | |
| CURRENCY CONTRACT - CAD (BNP Paribas (Suisse) SA) | Derivative-foreign exchange | US | $78.26 | – | 0.00 | |
| CURRENCY CONTRACT - CAD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-21.87 | – | -0.00 | |
| CURRENCY CONTRACT - CHF (Bank of America, National Association) | Derivative-foreign exchange | US | $553.38 | – | 0.00 | |
| CURRENCY CONTRACT - CHF (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $425.65 | – | 0.00 | |
| CURRENCY CONTRACT - CHF (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $376.16 | – | 0.00 | |
| CURRENCY CONTRACT - EUR (Bank of America, National Association) | Derivative-foreign exchange | US | $253.67 | – | 0.00 | |
| CURRENCY CONTRACT - EUR (Bank of America, National Association) | Derivative-foreign exchange | US | $250.86 | – | 0.00 | |
| CURRENCY CONTRACT - EUR (Bank of America, National Association) | Derivative-foreign exchange | US | $166.43 | – | 0.00 | |
| CURRENCY CONTRACT - EUR (Bank of America, National Association) | Derivative-foreign exchange | US | $37.15 | – | 0.00 | |
| CURRENCY CONTRACT - INR (Citibank, National Association) | Derivative-foreign exchange | US | $190.52 | – | 0.00 | |
| CURRENCY CONTRACT - INR (Citibank, National Association) | Derivative-foreign exchange | US | $95.76 | – | 0.00 | |
| CURRENCY CONTRACT - INR (Citibank, National Association) | Derivative-foreign exchange | US | $30.09 | – | 0.00 | |
| CURRENCY CONTRACT - JPY (BNP PARIBAS) | Derivative-foreign exchange | US | $-23K | – | -0.06 | |
| CURRENCY CONTRACT - MXN (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-104.71 | – | -0.00 | |
| CURRENCY CONTRACT - MXN (Bank of America, National Association) | Derivative-foreign exchange | US | $-340.84 | – | -0.00 | |
| CURRENCY CONTRACT - MXN (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| CURRENCY CONTRACT - MXN (Bank of America, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| CURRENCY CONTRACT - MXN (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-3K | – | -0.01 | |
| CURRENCY CONTRACT - MXN (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-3K | – | -0.01 | |
| CURRENCY CONTRACT - MXN (Bank of America, National Association) | Derivative-foreign exchange | US | $-3K | – | -0.01 | |
| CURRENCY CONTRACT - MXN (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-6K | – | -0.02 | |
| CURRENCY CONTRACT - MXN (Bank of America, National Association) | Derivative-foreign exchange | US | $-6K | – | -0.02 | |
| CURRENCY CONTRACT - MXN (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-11K | – | -0.03 | |
| CURRENCY CONTRACT - NOK (BNP Paribas (Suisse) SA) | Derivative-foreign exchange | US | $4K | – | 0.01 | |
| CURRENCY CONTRACT - NOK (BNP PARIBAS) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| CURRENCY CONTRACT - NZD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| CURRENCY CONTRACT - USD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $31K | – | 0.08 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $18K | – | 0.05 | |
| CURRENCY CONTRACT - USD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $13K | – | 0.03 | |
| CURRENCY CONTRACT - USD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.01 | |
| CURRENCY CONTRACT - USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $2K | – | 0.01 | |
| CURRENCY CONTRACT - USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| CURRENCY CONTRACT - USD (BNP PARIBAS) | Derivative-foreign exchange | US | $339.18 | – | 0.00 | |
| CURRENCY CONTRACT - USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $309.16 | – | 0.00 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $300.01 | – | 0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $283.25 | – | 0.00 | |
| CURRENCY CONTRACT - USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $278.99 | – | 0.00 | |
| CURRENCY CONTRACT - USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $205.63 | – | 0.00 | |
| CURRENCY CONTRACT - USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $194.29 | – | 0.00 | |
| CURRENCY CONTRACT - USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $154.05 | – | 0.00 | |
| CURRENCY CONTRACT - USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $141.31 | – | 0.00 | |
| CURRENCY CONTRACT - USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $131.35 | – | 0.00 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $117.19 | – | 0.00 | |
| CURRENCY CONTRACT - USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $114.94 | – | 0.00 | |
| CURRENCY CONTRACT - USD (BNP PARIBAS) | Derivative-foreign exchange | US | $97.28 | – | 0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $89.77 | – | 0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $75.71 | – | 0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $59.07 | – | 0.00 | |
| CURRENCY CONTRACT - USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $49.89 | – | 0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $43.3 | – | 0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $30.32 | – | 0.00 | |
| CURRENCY CONTRACT - USD (BNP Paribas (Suisse) SA) | Derivative-foreign exchange | US | $30.18 | – | 0.00 | |
| CURRENCY CONTRACT - USD (BNP Paribas (Suisse) SA) | Derivative-foreign exchange | US | $1.98 | – | 0.00 | |
| CURRENCY CONTRACT - USD (BNP Paribas (Suisse) SA) | Derivative-foreign exchange | US | $1.49 | – | 0.00 | |
| CURRENCY CONTRACT - USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-3.51 | – | -0.00 | |
| CURRENCY CONTRACT - USD (BNP Paribas (Suisse) SA) | Derivative-foreign exchange | US | $-16.98 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-17.91 | – | -0.00 | |
| CURRENCY CONTRACT - USD (BNP PARIBAS) | Derivative-foreign exchange | US | $-23.13 | – | -0.00 | |
| CURRENCY CONTRACT - USD (BNP PARIBAS) | Derivative-foreign exchange | US | $-25.6 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-52.76 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-60.9 | – | -0.00 | |
| CURRENCY CONTRACT - USD (BNP Paribas (Suisse) SA) | Derivative-foreign exchange | US | $-153.22 | – | -0.00 | |
| CURRENCY CONTRACT - USD (BNP Paribas (Suisse) SA) | Derivative-foreign exchange | US | $-164.04 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-213.14 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $-235.14 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-246.39 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $-268.3 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-296.71 | – | -0.00 | |
| CURRENCY CONTRACT - USD (BNP Paribas (Suisse) SA) | Derivative-foreign exchange | US | $-313.81 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-346.82 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-401.04 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $-441.24 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-466.65 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-498.11 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-945.06 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-9K | – | -0.02 | |
| CURRENCY CONTRACT - ZAR (Bank of America, National Association) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| CVS Health Corp | Long | Debt | US | $78K | – | 0.20 |
| CVS Health Corp | Long | Debt | US | $20K | – | 0.05 |
| CVS Health Corp | Long | Debt | US | $16K | – | 0.04 |
| CVS Health Corp | Long | Debt | US | $8K | – | 0.02 |
| DC Commercial Mortgage Trust 2023-DC | Long | ABS-mortgage backed security | US | $103K | – | 0.27 |
| Deephaven Residential Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $192K | – | 0.51 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $88K | – | 0.23 | |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $68K | – | 0.18 |
| Diamondback Energy Inc | Long | Debt | US | $46K | – | 0.12 |
| DISH DBS Corp | Long | Debt | US | $114K | – | 0.30 |
| Duke Energy Ohio Inc | Long | Debt | US | $19K | – | 0.05 |
| ECMC Group Student Loan Trust 2020-2 | Long | ABS-other | US | $103K | – | 0.27 |
| Ecopetrol SA | Long | Debt | CO | $122K | – | 0.32 |
| Elevance Health Inc | Long | Debt | US | $8K | – | 0.02 |
| Eli Lilly & Co | Long | Debt | US | $39K | – | 0.10 |
| Eli Lilly & Co | Long | Debt | US | $29K | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $110K | – | 0.29 |
| Energy Transfer LP | Long | Debt | US | $109K | – | 0.29 |
| Energy Transfer LP | Long | Debt | US | $28K | – | 0.07 |
| Energy Transfer LP | Long | Debt | US | $20K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $10K | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $48K | – | 0.13 |
| Enterprise Products Operating LLC | Long | Debt | US | $45K | – | 0.12 |
| Enterprise Products Operating LLC | Long | Debt | US | $11K | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $9K | – | 0.02 |
| EOG Resources Inc | Long | Debt | US | $18K | – | 0.05 |
| EOG Resources Inc | Long | Debt | US | $9K | – | 0.02 |
| EQM Midstream Partners LP | Long | Debt | US | $70K | – | 0.18 |
| EQT Corp | Long | Debt | US | $53K | – | 0.14 |
| EQT Corp | Long | Debt | US | $35K | – | 0.09 |
| EQT Corp | Long | Debt | US | $20K | – | 0.05 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $13K | – | 0.04 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $680K | – | 1.80 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $592K | – | 1.56 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $377K | – | 1.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $245K | – | 0.65 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $201K | – | 0.53 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $102K | – | 0.27 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $97K | – | 0.26 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $89K | – | 0.23 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $78K | – | 0.21 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-94K | – | -0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $397K | – | 1.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $357K | – | 0.94 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $225K | – | 0.59 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $211K | – | 0.56 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.50 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.50 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.49 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $158K | – | 0.42 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $128K | – | 0.34 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $119K | – | 0.32 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $113K | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.27 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $34K | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $27K | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.03 |
| FLUTTER FINANCIN 11/18/30 (Flutter Financing BV) | Long | Loan | NL | $40K | – | 0.11 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $41K | – | 0.11 |
| Ford Motor Credit Co LLC | Long | Debt | US | $179K | – | 0.47 |
| FOUR SEASONS HOT 11/30/29 (Four Seasons Hotels Ltd) | Long | Loan | CA | $20K | – | 0.05 |
| Fox Corp | Long | Debt | US | $21K | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $106K | – | 0.28 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.28 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.16 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $340K | – | 0.90 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $224K | – | 0.59 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $159K | – | 0.42 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.37 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.36 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.26 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.24 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $102K | – | 0.27 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $63K | – | 0.17 |
| Freeport-McMoRan Inc | Long | Debt | US | $71K | – | 0.19 |
| Freeport-McMoRan Inc | Long | Debt | US | $38K | – | 0.10 |
| GCAT 2024-INV1 Trust | Long | ABS-mortgage backed security | US | $94K | – | 0.25 |
| General Motors Co | Long | Debt | US | $20K | – | 0.05 |
| General Motors Co | Long | Debt | US | $10K | – | 0.03 |
| General Motors Co | Long | Debt | US | $10K | – | 0.03 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $277K | – | 0.73 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $198K | – | 0.52 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $100K | – | 0.27 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $95K | – | 0.25 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $35K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $331K | – | 0.87 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $161K | – | 0.42 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $160K | – | 0.42 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $154K | – | 0.41 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $132K | – | 0.35 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $101K | – | 0.27 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $97K | – | 0.26 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $96K | – | 0.25 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $94K | – | 0.25 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $92K | – | 0.24 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $91K | – | 0.24 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $83K | – | 0.22 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $70K | – | 0.19 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $60K | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $58K | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $55K | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $54K | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $50K | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $40K | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $21K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $21K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $18K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $135K | – | 0.36 |
| Glencore Funding LLC | Long | Debt | US | $29K | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $116K | – | 0.31 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $108K | – | 0.29 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $106K | – | 0.28 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $100K | – | 0.26 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $38K | – | 0.10 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $37K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $205K | – | 0.54 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $126K | – | 0.33 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $82K | – | 0.22 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $45K | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $43K | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $38K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $19K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| Grippen Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.66 |
| GS Mortgage Securities Corp Trust 2018-SRP5 (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $67K | – | 0.18 |
| Guardian Life Global Funding (GUARDIAN LIFE GLOB FUND) | Long | Debt | US | $19K | – | 0.05 |
| Halsey Point CLO I Ltd (HalseyPoint CLO I, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $299K | – | 0.79 |
| HARBOR FREIGHT TOOLS USA INC | Long | Loan | US | $30K | – | 0.08 |
| HCA Inc | Long | Debt | US | $40K | – | 0.11 |
| HCA Inc | Long | Debt | US | $9K | – | 0.02 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $10K | – | 0.03 |
| Home Depot Inc/The | Long | Debt | US | $14K | – | 0.04 |
| Honeywell International Inc | Long | Debt | US | $30K | – | 0.08 |
| HSBC Holdings PLC | Long | Debt | GB | $193K | – | 0.51 |
| Humana Inc | Long | Debt | US | $18K | – | 0.05 |
| Humana Inc | Long | Debt | US | $8K | – | 0.02 |
| Impac CMB Trust Series 2005-7 | Long | ABS-mortgage backed security | US | $87K | – | 0.23 |
| IndyMac INDX Mortgage Loan Trust 2005-AR10 | Long | ABS-mortgage backed security | US | $123K | – | 0.32 |
| Intel Corp | Long | Debt | US | $6K | – | 0.02 |
| IRS BRL (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-31K | – | -0.08 | |
| IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $133K | – | 0.35 | |
| IRS USD (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $85K | – | 0.22 | |
| IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $53K | – | 0.14 | |
| IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $47K | – | 0.12 | |
| IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $19K | – | 0.05 | |
| IRS USD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $9K | – | 0.02 | |
| IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-33K | – | -0.09 | |
| IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-67K | – | -0.18 | |
| Jane Street Group / JSG Finance Inc (JANE STREET GRP/JSG FIN) | Long | Debt | US | $21K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $155K | – | 0.41 |
| JPMorgan Chase & Co | Long | Debt | US | $35K | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $34K | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $29K | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $28K | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $8K | – | 0.02 |
| Kenvue Inc | Long | Debt | US | $10K | – | 0.03 |
| Kinder Morgan Inc | Long | Debt | US | $18K | – | 0.05 |
| KKR Apple Bidco LLC | Long | Loan | US | $39K | – | 0.10 |
| Kraft Heinz Foods Co | Long | Debt | US | $9K | – | 0.02 |
| Kraft Heinz Foods Co | Long | Debt | US | $8K | – | 0.02 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $28K | – | 0.08 |
| LAD Auto Receivables Trust 2024-1 | Long | ABS-other | US | $119K | – | 0.31 |
| Las Vegas Sands Corp | Long | Debt | US | $49K | – | 0.13 |
| Las Vegas Sands Corp | Long | Debt | US | $10K | – | 0.03 |
| Las Vegas Sands Corp | Long | Debt | US | $9K | – | 0.02 |
| Loanpal Solar Loan 2021-2 Ltd (Loanpal Solar Loan Ltd.) | Long | ABS-other | US | $163K | – | 0.43 |
| Lockheed Martin Corp | Long | Debt | US | $32K | – | 0.09 |
| Lockheed Martin Corp | Long | Debt | US | $9K | – | 0.02 |
| Mars Inc | Long | Debt | US | $18K | – | 0.05 |
| Mars Inc | Long | Debt | US | $9K | – | 0.02 |
| McDonald's Corp | Long | Debt | US | $24K | – | 0.06 |
| McDonald's Corp | Long | Debt | US | $17K | – | 0.04 |
| MDC Holdings Inc | Long | Debt | US | $11K | – | 0.03 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $10K | – | 0.03 |
| Mercury Financial Credit Card Master Trust | Long | ABS-other | US | $121K | – | 0.32 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $2M | – | 4.13 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $400K | – | 1.06 |
| MF1 2022-FL10 LLC (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.26 |
| Micron Technology Inc | Long | Debt | US | $20K | – | 0.05 |
| Microsoft Corp | Long | Debt | US | $7K | – | 0.02 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $18K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $117K | – | 0.31 |
| Morgan Stanley | Long | Debt | US | $91K | – | 0.24 |
| Morgan Stanley | Long | Debt | US | $29K | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $24K | – | 0.06 |
| Morgan Stanley ABS Capital I Inc Trust 2004-NC8 (Morgan Stanley Capital Inc) | Long | ABS-other | US | $130K | – | 0.34 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $79K | – | 0.21 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV2 | Long | ABS-mortgage backed security | US | $96K | – | 0.25 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV3 | Long | ABS-mortgage backed security | US | $101K | – | 0.27 |
| MPLX LP | Long | Debt | US | $18K | – | 0.05 |
| MPLX LP | Long | Debt | US | $17K | – | 0.05 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $105K | – | 0.28 |
| NADG NNN Operating LP | Long | ABS-mortgage backed security | US | $140K | – | 0.37 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $89K | – | 0.23 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $21K | – | 0.06 |
| Nelnet Student Loan Trust 2013-1 | Long | ABS-other | US | $28K | – | 0.07 |
| New Residential Mortgage Loan Trust 2019-RPL3 | Long | ABS-mortgage backed security | US | $90K | – | 0.24 |
| Nexstar Media Inc | Long | Loan | US | $50K | – | 0.13 |
| Nissan Motor Co Ltd | Long | Debt | JP | $229K | – | 0.61 |
| NJ Trust 2023-GSP | Long | ABS-mortgage backed security | US | $103K | – | 0.27 |
| Northrop Grumman Corp | Long | Debt | US | $28K | – | 0.08 |
| Northrop Grumman Corp | Long | Debt | US | $28K | – | 0.07 |
| NRTH 2024-PARK Mortgage Trust (NRTH PARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $100K | – | 0.26 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $20K | – | 0.05 | |
| OBX 2023-NQM6 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $82K | – | 0.22 |
| OBX 2023-NQM7 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $89K | – | 0.24 |
| Occidental Petroleum Corp | Long | Debt | US | $73K | – | 0.19 |
| Octagon 66 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $101K | – | 0.27 |
| ONEOK Inc | Long | Debt | US | $32K | – | 0.08 |
| ONEOK Inc | Long | Debt | US | $31K | – | 0.08 |
| ONEOK Inc | Long | Debt | US | $10K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $43K | – | 0.11 |
| Oracle Corp | Long | Debt | US | $28K | – | 0.07 |
| Oracle Corp | Long | Debt | US | $10K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $7K | – | 0.02 |
| Parsley Energy LLC / Parsley Finance Corp (PARSLEY ENERGY LLC/FINAN) | Long | Debt | US | $10K | – | 0.03 |
| PayPal Holdings Inc | Long | Debt | US | $26K | – | 0.07 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $10K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $10K | – | 0.03 |
| PHOENIX GUARANTO 02/13/31 (Phoenix Guarantor Inc) | Long | Loan | US | $10K | – | 0.03 |
| Pioneer Natural Resources Co | Long | Debt | US | $25K | – | 0.07 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $40K | – | 0.11 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $10K | – | 0.03 |
| PROJECT SKY 8/28 TL (Cloudera Inc) | Long | Loan | US | $35K | – | 0.09 |
| Prosus NV | Long | Debt | NL | $130K | – | 0.34 |
| Provincia de Buenos Aires/Government Bonds | Long | Debt | AR | $38K | – | 0.10 |
| Provincia de Buenos Aires/Government Bonds | Long | Debt | AR | $8K | – | 0.02 |
| Quikrete Holding 03/26/29 (Quikrete Holdings Inc) | Long | Loan | US | $20K | – | 0.05 |
| Rad CLO 22 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.67 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $230K | – | 0.61 |
| Rogers Communications Inc | Long | Debt | CA | $20K | – | 0.05 |
| Royal Bank of Canada | Long | Debt | CA | $38K | – | 0.10 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $41K | – | 0.11 |
| RTX Corp | Long | Debt | US | $26K | – | 0.07 |
| RTX Corp | Long | Debt | US | $21K | – | 0.06 |
| RTX Corp | Long | Debt | US | $13K | – | 0.03 |
| RTX Corp | Long | Debt | US | $9K | – | 0.02 |
| Sands China Ltd | Long | Debt | KY | $198K | – | 0.52 |
| Sands China Ltd | Long | Debt | KY | $182K | – | 0.48 |
| Service Properties Trust | Long | Debt | US | $20K | – | 0.05 |
| Shell International Finance BV | Long | Debt | NL | $9K | – | 0.02 |
| Sierra Timeshare 2021-2 Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $50K | – | 0.13 |
| SkyMiles IP Ltd | Long | Loan | KY | $22K | – | 0.06 |
| SMB Private Education Loan Trust 2018-C | Long | ABS-other | US | $70K | – | 0.18 |
| SMB Private Education Loan Trust 2019-B | Long | ABS-other | US | $38K | – | 0.10 |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $34K | – | 0.09 | |
| SOFR 2 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-36K | – | -0.10 | |
| Solventum Corp | Long | Debt | US | $30K | – | 0.08 |
| Solventum Corp | Long | Debt | US | $30K | – | 0.08 |
| Solventum Corp | Long | Debt | US | $29K | – | 0.08 |
| Sotera Health Ho 05/23/31 (Sotera Health Holdings LLC) | Long | Loan | US | $30K | – | 0.08 |
| Southwestern Energy Co | Long | Debt | US | $74K | – | 0.19 |
| Southwestern Energy Co | Long | Debt | US | $48K | – | 0.13 |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd (SPIRIT LOYALTY KY LTD/IP) | Long | Debt | KY | $60K | – | 0.16 |
| Structured Asset Investment Loan Trust 2005-HE1 | Long | ABS-other | US | $160K | – | 0.42 |
| Suzano Austria GmbH | Long | Debt | AT | $41K | – | 0.11 |
| SWOP IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $4K | – | 0.01 | |
| SWOP IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-3K | – | -0.01 | |
| Symphony CLO 40 Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $160K | – | 0.42 |
| T-Mobile USA Inc | Long | Debt | US | $48K | – | 0.13 |
| T-Mobile USA Inc | Long | Debt | US | $47K | – | 0.12 |
| T-Mobile USA Inc | Long | Debt | US | $34K | – | 0.09 |
| T-Mobile USA Inc | Long | Debt | US | $20K | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $9K | – | 0.03 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $124K | – | 0.33 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $21K | – | 0.05 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $10K | – | 0.03 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $188K | – | 0.50 |
| Three-Month SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Three-Month SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-10K | – | -0.03 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $25K | – | 0.07 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $7K | – | 0.02 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2K | – | 0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-525 | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-600 | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-700 | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-7K | – | -0.02 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-8K | – | -0.02 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-12K | – | -0.03 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-13K | – | -0.03 | |
| Time Warner Cable LLC | Long | Debt | US | $9K | – | 0.03 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $41K | – | 0.11 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $18K | – | 0.05 |
| TransDigm Inc | Long | Debt | US | $20K | – | 0.05 |
| TransDigm Inc | Long | Debt | US | $10K | – | 0.03 |
| TransDigm Inc | Long | Debt | US | $10K | – | 0.03 |
| TRS JPEIFNT INDEX (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-5K | – | -0.01 | |
| Truist Financial Corp | Long | Debt | US | $20K | – | 0.05 |
| U.S. TREASURY LONG BOND WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $10K | – | 0.03 | |
| U.S. TREASURY LONG BOND WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $187.5 | – | 0.00 | |
| U.S. TREASURY LONG BOND WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| U.S. TREASURY LONG BOND WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| U.S. TREASURY LONG BOND WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| U.S. TREASURY LONG BOND WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| U.S. TREASURY LONG BOND WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-8K | – | -0.02 | |
| UBS Group AG | Long | Debt | CH | $242K | – | 0.64 |
| UFC Holdings LLC | Long | Loan | US | $49K | – | 0.13 |
| Union Pacific Corp | Long | Debt | US | $16K | – | 0.04 |
| Union Pacific Corp | Long | Debt | US | $14K | – | 0.04 |
| Union Pacific Corp | Long | Debt | US | $7K | – | 0.02 |
| United Airlines Inc | Long | Debt | US | $130K | – | 0.34 |
| United Rentals North America Inc | Long | Debt | US | $89K | – | 0.24 |
| United States Small Business Administration (Small Business Administration) | Long | ABS-mortgage backed security | US | $16K | – | 0.04 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $97K | – | 0.26 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 4.97 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $716K | – | 1.89 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $628K | – | 1.66 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $625K | – | 1.65 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $548K | – | 1.45 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $504K | – | 1.33 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $314K | – | 0.83 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $280K | – | 0.74 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $249K | – | 0.66 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $107K | – | 0.28 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $59K | – | 0.16 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $56K | – | 0.15 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $50K | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $39K | – | 0.10 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $30K | – | 0.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $29K | – | 0.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $27K | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $26K | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $9K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $66K | – | 0.17 |
| UnitedHealth Group Inc | Long | Debt | US | $21K | – | 0.05 |
| UnitedHealth Group Inc | Long | Debt | US | $13K | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $10K | – | 0.03 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $42K | – | 0.11 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $25K | – | 0.07 |
| US 10YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-4K | – | -0.01 | |
| US 10YR ULTRA (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-20K | – | -0.05 | |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-10K | – | -0.03 | |
| US 5YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $59K | – | 0.16 | |
| US Bancorp | Long | Debt | US | $30K | – | 0.08 |
| US Bancorp | Long | Debt | US | $19K | – | 0.05 |
| US Bancorp | Long | Debt | US | $10K | – | 0.03 |
| US LONG BOND(CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $30K | – | 0.08 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $22K | – | 0.06 | |
| Verizon Communications Inc | Long | Debt | US | $49K | – | 0.13 |
| Verizon Communications Inc | Long | Debt | US | $38K | – | 0.10 |
| Verizon Communications Inc | Long | Debt | US | $23K | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $23K | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $18K | – | 0.05 |
| VIRGIN/O2 01/29 TL (Virgin Media Bristol LLC) | Long | Loan | US | $19K | – | 0.05 |
| VOC Escrow Ltd | Long | Debt | BM | $48K | – | 0.13 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR8 | Long | ABS-mortgage backed security | US | $37K | – | 0.10 |
| Warnermedia Holdings Inc | Long | Debt | US | $38K | – | 0.10 |
| Warnermedia Holdings Inc | Long | Debt | US | $10K | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $9K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $8K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $8K | – | 0.02 |
| Waste Connections Inc | Long | Debt | CA | $20K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $104K | – | 0.28 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $100K | – | 0.26 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $70K | – | 0.18 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $67K | – | 0.18 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $48K | – | 0.13 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $42K | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $40K | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $29K | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $26K | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | Long | ABS-mortgage backed security | US | $92K | – | 0.24 |
| Wells Fargo Commercial Mortgage Trust 2017-C41 | Long | ABS-mortgage backed security | US | $62K | – | 0.16 |
| Western Midstream Operating LP | Long | Debt | US | $140K | – | 0.37 |
| Western Midstream Operating LP | Long | Debt | US | $70K | – | 0.18 |
| Western Midstream Operating LP | Long | Debt | US | $10K | – | 0.03 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $48K | – | 0.13 |
| Williams Cos Inc/The | Long | Debt | US | $33K | – | 0.09 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | Long | Debt | US | $10K | – | 0.03 |
Address
Legg Mason ETF Investment Trust
620 Eighth Avenue
47th Floor
New York
New York
10018
United States of America
Websites
Directors
Anantha K. Pradeep
Deborah D. McWhinney
Jennifer M. Johnson
Rohit Bhagat
Transfer Agents
The Bank of New York Mellon
Pricing Services
Bank of America Merill Lynch PriceServe
Bloomberg L.P.
ICE Data Pricing & Reference Data, LLC
LSEG US FIN CORP.
PricingDirect Inc.
S&P Global Inc.
THE CLEARING HOUSE PAYMENTS COMPANY L.L.C.
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
The Bank of New York Mellon
Admins
FRANKLIN TEMPLETON FUND ADVISER, LLC
Brokers
J.P. Morgan Securities LLC
CITIGROUP GLOBAL MARKETS INC.
Cowen and Company, LLC
UBS Securities LLC
MORGAN STANLEY & CO. LLC
WELLS FARGO SECURITIES, LLC
BOFA SECURITIES, INC.