TROWEPRICE > T. Rowe Price Exchange-Traded Funds, Inc.
T. Rowe Price Total Return ETF
$96.91M
Avg Monthly Net Assets
$120.41M
Total Assets
$7.28M
Total Liabilities
$113.12M
Net Assets
T. Rowe Price Total Return ETF is an Exchange-Traded Fund in T. Rowe Price Exchange-Traded Funds, Inc.
from TROWEPRICE,
based in Maryland,
United States of America.
The fund has one share class
and monthly net assets of $96.91M.
On July 26th, 2024 it reported 875 holdings, the largest
being Invesco Senior Loan ETF (3.0%), United States Treasury Note/Bond (2.8%) and United States Treasury Note/Bond (2.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| T. Rowe Price Total Return ETF | C000229339 | ARCX | TOTR |
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 |
|---|---|---|---|---|---|---|
| 104933409 TROWE PUT USD 4650 20240621 | Derivative-equity | US | $1K | – | 0.00 | |
| 105002893 TROWE PUT USD 4700 20240621 | Derivative-equity | US | $721.56 | – | 0.00 | |
| 106609719 TROWE SWAPTION 3.6 CALL USD 20240703 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 106610009 TROWE SWAPTION 4.7 PUT USD 20240703 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 106611521 TROWE PUT USD 76 20240621 | Derivative-credit | US | $-2K | – | -0.00 | |
| 106611527 TROWE CALL USD 77 20240621 | Derivative-credit | US | $-2K | – | -0.00 | |
| 106990475 TROWE PUT USD 76 20240719 | Derivative-credit | US | $-2K | – | -0.00 | |
| 106990482 TROWE CALL USD 77 20240719 | Derivative-credit | US | $-4K | – | -0.00 | |
| ADIENT GLOBAL HOLDINGS COMPANY GUAR 144A 04/31 8.25 (Adient Global Holdings Ltd) | Long | Debt | JE | $26K | – | 0.02 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/34 5.3 (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $146K | – | 0.13 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 09/30 6.15 (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $154K | – | 0.14 |
| AETHON UN/AETHIN UN FIN SR UNSECURED 144A 02/26 8.25 (Aethon United BR LP / Aethon United Finance Corp) | Long | Debt | US | $30K | – | 0.03 |
| AG TTMT ESCROW ISSUER SR SECURED 144A 09/27 8.625 (AG TTMT Escrow Issuer LLC) | Long | Debt | US | $41K | – | 0.04 |
| ALBION FINANCING 3 SARL USD TERM LOAN | Long | Loan | LU | $18K | – | 0.02 |
| ALEN 2021 ACEN MORTGAGE TRUST ALEN 2021 ACEN A 144A (Alen 2021-ACEN Mortgage Trust) | Long | ABS-mortgage backed security | US | $240K | – | 0.21 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 05/36 5.25 (Alexandria Real Estate Equities Inc) | Long | Debt | US | $24K | – | 0.02 |
| ALLIANT HOLD / CO ISSUER SR SECURED 144A 01/31 7 (Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer) | Long | Debt | US | $80K | – | 0.07 |
| ALLIANT HOLD / CO ISSUER SR UNSECURED 144A 10/27 6.75 (Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer) | Long | Debt | US | $34K | – | 0.03 |
| ALLIED UNIVERSAL HOLDCO SR SECURED 144A 02/31 7.875 (Allied Universal Holdco LLC) | Long | Debt | US | $77K | – | 0.07 |
| ALTICE FINANCING SA SR SECURED 144A 07/27 9.625 | Long | Debt | LU | $212K | – | 0.19 |
| ALTICE FINANCING SA SR SECURED REGS 01/28 3 | Long | Debt | LU | $118K | – | 0.10 |
| ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5 | Long | Debt | LU | $79K | – | 0.07 |
| ALTICE FRANCE SA SR SECURED REGS 02/27 5.875 | Long | Debt | FR | $95K | – | 0.08 |
| ALTRIA GROUP INC COMPANY GUAR 06/31 3.125 | Long | Debt | US | $174K | – | 0.15 |
| AMERICAN AIRLINES, INC. 2021 TERM LOAN (AAdvantage Loyalty IP Ltd) | Long | Loan | KY | $99K | – | 0.09 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 2 D (AmeriCredit Automobile Receivables Trust 2020-2) | Long | ABS-other | US | $148K | – | 0.13 |
| AMWINS GROUP INC SR SECURED 144A 02/29 6.375 | Long | Debt | US | $60K | – | 0.05 |
| ANGEL OAK MORTGAGE TRUST AOMT 2021 1 A3 144A (Angel Oak Mortgage Trust 2021-1) | Long | ABS-mortgage backed security | US | $123K | – | 0.11 |
| ANGEL OAK MORTGAGE TRUST AOMT 2022 2 A1 144A (Angel Oak Mortgage Trust 2022-2) | Long | ABS-mortgage backed security | US | $220K | – | 0.19 |
| ANGEL OAK MORTGAGE TRUST AOMT 2022 6 A1 144A (Angel Oak Mortgage Trust 2022-6) | Long | ABS-mortgage backed security | US | $269K | – | 0.24 |
| ANGEL OAK MORTGAGE TRUST AOMT 2023 6 A2 144A (Angel Oak Mortgage Trust 2023-6) | Long | ABS-mortgage backed security | US | $112K | – | 0.10 |
| APPLEBEES/IHOP FUNDING LLC DIN 2019 1A A2II 144A (Applebee s Funding LLC / IHOP Funding LLC) | Long | ABS-other | US | $309K | – | 0.27 |
| APPLIED SYSTEMS INC 2024 1ST LIEN TERM LOAN | Long | Loan | US | $331K | – | 0.29 |
| APPLIED SYSTEMS INC 2024 2ND LIEN TERM LOAN | Long | Loan | US | $230K | – | 0.20 |
| ARSENAL AIC PARENT LLC 2024 TERM LOAN B | Long | Loan | US | $95K | – | 0.08 |
| ARSENAL AIC PARENT LLC SR SECURED 144A 10/30 8 | Long | Debt | US | $31K | – | 0.03 |
| ARSENAL AIC PARENT LLC UNSECURED 144A 10/31 11.5 | Long | Debt | US | $106K | – | 0.09 |
| ASCEND LEARNING LLC 2021 2ND LIEN TERM LOAN | Long | Loan | US | $167K | – | 0.15 |
| ASCEND LEARNING LLC 2021 TERM LOAN | Long | Loan | US | $34K | – | 0.03 |
| ASSUREDPARTNERS INC 2024 INCREMENTAL TERM LOAN B5 | Long | Loan | US | $207K | – | 0.18 |
| ASSUREDPARTNERS INC SR UNSECURED 144A 02/32 7.5 | Long | Debt | US | $53K | – | 0.05 |
| ASURION CORPORATION 2023 TERM LOAN B11 (Asurion LLC) | Long | Loan | US | $10K | – | 0.01 |
| ASURION LLC 2020 TERM LOAN B8 | Long | Loan | US | $54K | – | 0.05 |
| ASURION LLC 2021 2ND LIEN TERM LOAN B3 | Long | Loan | US | $164K | – | 0.15 |
| ASURION LLC 2021 SECOND LIEN TERM LOAN B4 | Long | Loan | US | $78K | – | 0.07 |
| AT HOME GROUP INC SR SECURED 144A 07/28 4.875 | Long | Debt | US | $4K | – | 0.00 |
| ATHENAHEALTH GROUP INC SR UNSECURED 144A 02/30 6.5 | Long | Debt | US | $45K | – | 0.04 |
| ATHENAHEALTH INC 2022 TERM LOAN B (AthenaHealth Group Inc) | Long | Loan | US | $82K | – | 0.07 |
| ATI INC SR UNSECURED 08/30 7.25 | Long | Debt | US | $36K | – | 0.03 |
| ATLASSIAN CORPORATION SR UNSECURED 05/29 5.25 | Long | Debt | US | $35K | – | 0.03 |
| AUST 10Y BOND FUT JUN24 XSFE 20240617 | Derivative-interest rate | AU | $-3K | – | -0.00 | |
| AUTOSTRADE PER L ITALIA SR UNSECURED REGS 01/30 2 (Autostrade per l Italia SpA) | Long | Debt | IT | $169K | – | 0.15 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A C 144A (Avis Budget Rental Car Funding AESOP LLC) | Long | ABS-other | US | $99K | – | 0.09 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 2A CN 144A (Avis Budget Rental Car Funding AESOP LLC) | Long | ABS-other | US | $99K | – | 0.09 |
| AXIS EQUIPMENT FINANCE RECEIVA AXIS 2022 1A D 144A (Amur Equipment Finance Receivables X LLC) | Long | ABS-other | US | $96K | – | 0.08 |
| AXIS EQUIPMENT FINANCE RECEIVA AXIS 2022 2A A2 144A (Amur Equipment Finance Receivables XI LLC) | Long | ABS-other | US | $117K | – | 0.10 |
| AXIS EQUIPMENT FINANCE RECEIVA AXIS 2024 1A A2 144A (Amur Equipment Finance Receivables XIII LLC) | Long | ABS-other | US | $100K | – | 0.09 |
| AXIS EQUIPMENT FINANCE RECEIVA AXIS 2024 1A B 144A (Amur Equipment Finance Receivables XIII LLC) | Long | ABS-other | US | $139K | – | 0.12 |
| BAE SYSTEMS PLC SR UNSECURED 144A 03/54 5.5 | Long | Debt | GB | $194K | – | 0.17 |
| BANFF MERGER SUB INC 2023 USD TERM LOAN (Boxer Parent Co Inc) | Long | Loan | US | $111K | – | 0.10 |
| BANK BANK 2019 BN23 A3 (BANK 2019-BNK23) | Long | ABS-mortgage backed security | US | $365K | – | 0.32 |
| BANK OF AMERICA CORP SR UNSECURED 02/33 VAR | Long | Debt | US | $17K | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 07/31 VAR | Long | Debt | US | $33K | – | 0.03 |
| BANK OF AMERICA CORP SR UNSECURED 09/34 VAR | Long | Debt | US | $286K | – | 0.25 |
| BANK OF NY MELLON CORP SR UNSECURED 03/35 VAR (Bank of New York Mellon Corp/The) | Long | Debt | US | $79K | – | 0.07 |
| BAT CAPITAL CORP COMPANY GUAR 02/31 5.834 | Long | Debt | US | $111K | – | 0.10 |
| BATH + BODY WORKS INC COMPANY GUAR 07/36 6.75 (Bath & Body Works Inc) | Long | Debt | US | $25K | – | 0.02 |
| BATH + BODY WORKS INC COMPANY GUAR 144A 10/30 6.625 (Bath & Body Works Inc) | Long | Debt | US | $25K | – | 0.02 |
| BAUSCH + LOMB CORP SR SECURED 144A 10/28 8.375 | Long | Debt | CA | $51K | – | 0.04 |
| BAUSCH + LOMB CORPORATION TERM LOAN | Long | Loan | CA | $138K | – | 0.12 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 07/64 4.7 | Long | Debt | US | $69K | – | 0.06 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 01/29 6.25 | Long | Debt | US | $411K | – | 0.36 |
| BAYVIEW OPPORTUNITY MASTER FUN BVCLN 2024 CAR1 B 144A (Bayview Opportunity Master Fund VII 2024-CAR1 LLC) | Long | ABS-other | US | $234K | – | 0.21 |
| BAYVIEW OPPORTUNITY MASTER FUN BVINV 2020 1 A3 144A (Oceanview Mortgage Loan Trust 2020-1) | Long | ABS-mortgage backed security | US | $82K | – | 0.07 |
| BBVA BANCOMER SA TEXAS SUBORDINATED 144A 06/38 VAR (BBVA Bancomer SA/Texas) | Long | Debt | MX | $211K | – | 0.19 |
| BENCHMARK MORTGAGE TRUST BMARK 2021 B24 A5 (Benchmark 2021-B24 Mortgage Trust) | Long | ABS-mortgage backed security | US | $86K | – | 0.08 |
| BENCHMARK MORTGAGE TRUST BMARK 2024 V7 A3 (Benchmark 2024-V7 Mortgage Trust) | Long | ABS-mortgage backed security | US | $263K | – | 0.23 |
| BIMBO BAKERIES USA INC COMPANY GUAR 144A 01/29 6.05 | Long | Debt | US | $203K | – | 0.18 |
| BMO MORTGAGE TRUST BMO 2024 5C4 A3 (BMO 2024-5C4 Mortgage Trust) | Long | ABS-mortgage backed security | US | $209K | – | 0.18 |
| BNP PARIBAS 144A 05/30 VAR (BNP Paribas SA) | Long | Debt | FR | $199K | – | 0.18 |
| BOEING CO SR UNSECURED 02/50 3.75 (Boeing Co/The) | Long | Debt | US | $24K | – | 0.02 |
| BOEING CO SR UNSECURED 05/30 5.15 (Boeing Co/The) | Long | Debt | US | $54K | – | 0.05 |
| BOEING CO SR UNSECURED 144A 05/31 6.388 (Boeing Co/The) | Long | Debt | US | $61K | – | 0.05 |
| BOEING CO SR UNSECURED 144A 05/34 6.528 (Boeing Co/The) | Long | Debt | US | $96K | – | 0.09 |
| BOEING CO SR UNSECURED 144A 05/54 6.858 (Boeing Co/The) | Long | Debt | US | $46K | – | 0.04 |
| BOOST NEWCO BORROWER LLC SR SECURED 144A 01/31 7.5 | Long | Debt | US | $207K | – | 0.18 |
| BOOZ ALLEN HAMILTON INC COMPANY GUAR 08/33 5.95 | Long | Debt | US | $46K | – | 0.04 |
| BRAZOS DELAWARE II LLC 2024 TERM LOAN B | Long | Loan | US | $54K | – | 0.05 |
| BRIXMOR OPERATING PART SR UNSECURED 03/27 3.9 (Brixmor Operating Partnership LP) | Long | Debt | US | $24K | – | 0.02 |
| BRIXMOR OPERATING PART SR UNSECURED 05/29 4.125 (Brixmor Operating Partnership LP) | Long | Debt | US | $28K | – | 0.02 |
| BRIXMOR OPERATING PART SR UNSECURED 07/30 4.05 (Brixmor Operating Partnership LP) | Long | Debt | US | $2K | – | 0.00 |
| BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC C 144A (BSREP Commercial Mortgage Trust 2021-DC) | Long | ABS-mortgage backed security | US | $124K | – | 0.11 |
| BX TRUST BX 2024 MDHS A 144A (BX Commercial Mortgage Trust 2024-MDHS) | Long | ABS-mortgage backed security | US | $145K | – | 0.13 |
| BX TRUST BX 2024 MDHS B 144A (BX Commercial Mortgage Trust 2024-MDHS) | Long | ABS-mortgage backed security | US | $145K | – | 0.13 |
| CAESARS ENTERTAIN INC COMPANY GUAR 144A 07/27 8.125 (Caesars Entertainment Inc) | Long | Debt | US | $20K | – | 0.02 |
| CAESARS ENTERTAIN INC SR SECURED 144A 02/30 7 (Caesars Entertainment Inc) | Long | Debt | US | $71K | – | 0.06 |
| CAESARS ENTERTAINMENT CORP TERM LOAN B (Caesars Entertainment Inc) | Long | Loan | US | $20K | – | 0.02 |
| CAESARS ENTERTAINMENT INC. 2024 TERM LOAN B1 | Long | Loan | US | $110K | – | 0.10 |
| CAIXABANK SA 144A 01/29 VAR | Long | Debt | ES | $203K | – | 0.18 |
| CAIXABANK SA SR UNSECURED 144A 06/35 VAR | Long | Debt | ES | $200K | – | 0.18 |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $639.67 | – | 0.00 | |
| CANTOR COMMERCIAL REAL ESTATE CF 2019 CF1 A5 (Cantor Commercial Real Estate Lending 2019-CF1) | Long | ABS-mortgage backed security | US | $244K | – | 0.22 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 02/30 VAR (Capital One Financial Corp) | Long | Debt | US | $60K | – | 0.05 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 03/30 VAR (Capital One Financial Corp) | Long | Debt | US | $49K | – | 0.04 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 06/29 VAR (Capital One Financial Corp) | Long | Debt | US | $132K | – | 0.12 |
| CAPITAL ONE FINANCIAL CO SUBORDINATED 07/32 VAR (Capital One Financial Corp) | Long | Debt | US | $3K | – | 0.00 |
| CAPSTONE BORROWER INC SR SECURED 144A 06/30 8 | Long | Debt | US | $30K | – | 0.03 |
| CARMAX AUTO OWNER TRUST CARMX 2022 4 D (Carmax Auto Owner Trust 2022-4) | Long | ABS-other | US | $176K | – | 0.16 |
| CARMAX AUTO OWNER TRUST CARMX 2023 3 B (Carmax Auto Owner Trust 2023-3) | Long | ABS-other | US | $45K | – | 0.04 |
| CARMAX AUTO OWNER TRUST CARMX 2023 3 C (Carmax Auto Owner Trust 2023-3) | Long | ABS-other | US | $189K | – | 0.17 |
| CARMAX AUTO OWNER TRUST CARMX 2024 1 A4 (CarMax Auto Owner Trust 2024-1) | Long | ABS-other | US | $45K | – | 0.04 |
| CARMAX AUTO OWNER TRUST CARMX 2024 1 C (CarMax Auto Owner Trust 2024-1) | Long | ABS-other | US | $85K | – | 0.07 |
| CARMAX AUTO OWNER TRUST CARMX 2024 2 D (CarMax Auto Owner Trust 2024-2) | Long | ABS-other | US | $91K | – | 0.08 |
| CARNIVAL CORP COMPANY GUAR 144A 06/30 10.5 | Long | Debt | PA | $70K | – | 0.06 |
| CARNIVAL CORP SR SECURED 144A 08/29 7 | Long | Debt | PA | $36K | – | 0.03 |
| CARPENTER TECHNOLOGY SR UNSECURED 03/30 7.625 (Carpenter Technology Corp) | Long | Debt | US | $56K | – | 0.05 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 N1 D 144A (Carvana Auto Receivables Trust 2022-N1) | Long | ABS-other | US | $47K | – | 0.04 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P1 C (Carvana Auto Receivables Trust 2022-P1) | Long | ABS-other | US | $28K | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 B 144A (Carvana Auto Receivables Trust 2024-N1) | Long | ABS-other | US | $55K | – | 0.05 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 C 144A (Carvana Auto Receivables Trust 2024-N1) | Long | ABS-other | US | $150K | – | 0.13 |
| CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 03/31 7.375 (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $82K | – | 0.07 |
| CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 06/29 5.375 (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $4K | – | 0.00 |
| CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 09/29 6.375 (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $42K | – | 0.04 |
| CEDAR FAIR/CAN/MAGNUM/MI COMPANY GUAR 10/28 6.5 (Cedar Fair LP / Canada s Wonderland Co / Magnum Management Corp / Millennium Op) | Long | Debt | US | $35K | – | 0.03 |
| CELESTIAL SATURN PARENT INC 2ND LIEN TERM LOAN | Long | Loan | US | $19K | – | 0.02 |
| CENTENE CORP SR UNSECURED 02/30 3.375 | Long | Debt | US | $18K | – | 0.02 |
| CENTENE CORP SR UNSECURED 03/31 2.5 | Long | Debt | US | $143K | – | 0.13 |
| CENTENE CORP SR UNSECURED 08/31 2.625 | Long | Debt | US | $398K | – | 0.35 |
| CENTENE CORP SR UNSECURED 10/30 3 | Long | Debt | US | $8K | – | 0.01 |
| CENTENE CORP SR UNSECURED 12/29 4.625 | Long | Debt | US | $14K | – | 0.01 |
| CENTRAL PARENT INC 2024 TERM LOAN B | Long | Loan | US | $20K | – | 0.02 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/31 2.8 (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $289K | – | 0.26 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/29 6.1 (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $50K | – | 0.04 |
| CHARTER NEX US, INC. 2024 TERM LOAN B (Charter Next Generation Inc) | Long | Loan | US | $279K | – | 0.25 |
| CHASE AUTO CREDIT LINKED NOTES CACLN 2021 3 B 144A (JPMorgan Chase Bank NA - CACLN) | Long | ABS-other | US | $124K | – | 0.11 |
| CHENIERE ENERGY INC SR UNSECURED 144A 04/34 5.65 | Long | Debt | US | $139K | – | 0.12 |
| CHENIERE ENERGY PARTNERS COMPANY GUAR 144A 08/34 5.75 (Cheniere Energy Partners LP) | Long | Debt | US | $74K | – | 0.07 |
| CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/32 10.875 (CHS/Community Health Systems Inc) | Long | Debt | US | $41K | – | 0.04 |
| CHURCHILL DOWNS INC COMPANY GUAR 144A 05/31 6.75 | Long | Debt | US | $35K | – | 0.03 |
| CIFC FUNDING LTD CIFC 2019 5A BR 144A (CIFC Funding 2019-V Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.22 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 GC43 A4 (Citigroup Commercial Mortgage Trust 2019-GC43) | Long | ABS-mortgage backed security | US | $378K | – | 0.33 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 EXP2 A3 144A (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $82K | – | 0.07 |
| CIVITAS RESOURCES INC COMPANY GUAR 144A 07/28 8.375 | Long | Debt | US | $31K | – | 0.03 |
| CKE RESTAURANTS HOLDINGS INC HNGRY 2021 1A A2 144A (Hardee s Funding LLC) | Long | ABS-other | US | $169K | – | 0.15 |
| CKE RESTAURANTS HOLDINGS INC HNGRY 2024 1A A2 144A (Hardee s Funding LLC) | Long | ABS-other | US | $154K | – | 0.14 |
| CLARIOS GLOBAL LP/US FIN SR SECURED 144A 05/28 6.75 (Clarios Global LP / Clarios US Finance Co) | Long | Debt | KY | $37K | – | 0.03 |
| CLEAR CHANNEL OUTDOOR HO COMPANY GUAR 144A 04/28 7.75 (Clear Channel Outdoor Holdings Inc) | Long | Debt | US | $52K | – | 0.05 |
| CLEAR CHANNEL OUTDOOR HO COMPANY GUAR 144A 06/29 7.5 (Clear Channel Outdoor Holdings Inc) | Long | Debt | US | $12K | – | 0.01 |
| CLEAR CHANNEL OUTDOOR HO SR SECURED 144A 09/28 9 (Clear Channel Outdoor Holdings Inc) | Long | Debt | US | $57K | – | 0.05 |
| CLEAR CHANNEL OUTDOOR HOLD INC 2024 TERM LOAN (Clear Channel Outdoor Holdings Inc) | Long | Loan | US | $102K | – | 0.09 |
| CLOUD SOFTWARE GROUP, INC. 2022 USD TERM LOAN B (Cloud Software Group Inc) | Long | Loan | US | $175K | – | 0.15 |
| CLOUD SOFTWARE GRP INC SECURED 144A 09/29 9 (Cloud Software Group Inc) | Long | Debt | US | $120K | – | 0.11 |
| CLOUD SOFTWARE GRP INC SR SECURED 144A 06/32 8.25 (Cloud Software Group Inc) | Long | Debt | US | $55K | – | 0.05 |
| CLYDESDALE ACQUISITION COMPANY GUAR 144A 04/30 8.75 (Clydesdale Acquisition Holdings Inc) | Long | Debt | US | $24K | – | 0.02 |
| CNT HOLDINGS I CORP 2020 TERM LOAN | Long | Loan | US | $55K | – | 0.05 |
| CNT PRNT/CDK GLO II/FIN SR SECURED 144A 06/29 8 (Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc) | Long | Debt | US | $26K | – | 0.02 |
| COLOGIX DATA CENTERS ISSUER LL CLGIX 2022 1CAN A2 144A (Cologix Canadian Issuer LP) | Long | ABS-other | CA | $31K | – | 0.03 |
| COLUMBIA PIPELINE HOLDCO SR UNSECURED 144A 08/28 6.042 (Columbia Pipelines Holding Co LLC) | Long | Debt | US | $31K | – | 0.03 |
| COMM MORTGAGE TRUST COMM 2015 CR23 AM (COMM 2015-CCRE23 Mortgage Trust) | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| COMM MORTGAGE TRUST COMM 2015 CR25 A4 (COMM 2015-CCRE25 Mortgage Trust) | Long | ABS-mortgage backed security | US | $179K | – | 0.16 |
| COMM MORTGAGE TRUST COMM 2016 CR28 B (COMM 2016-CR28 Mortgage Trust) | Long | ABS-mortgage backed security | US | $37K | – | 0.03 |
| COMSTOCK RESOURCES INC COMPANY GUAR 144A 03/29 6.75 | Long | Debt | US | $39K | – | 0.03 |
| CONNECT FINCO SARL 2024 EXTENDED TERM LOAN B | Long | Loan | LU | $43K | – | 0.04 |
| CONTINENTAL RESOURCES COMPANY GUAR 06/44 4.9 (Continental Resources Inc/OK) | Long | Debt | US | $8K | – | 0.01 |
| CRESCENT ENERGY FINANCE COMPANY GUAR 144A 02/28 9.25 (Crescent Energy Finance LLC) | Long | Debt | US | $90K | – | 0.08 |
| CRESCENT ENERGY FINANCE COMPANY GUAR 144A 04/32 7.625 (Crescent Energy Finance LLC) | Long | Debt | US | $20K | – | 0.02 |
| CROWN CASTLE INC SR UNSECURED 02/28 3.8 | Long | Debt | US | $283K | – | 0.25 |
| CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A (Crown Point CLO 7 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $285K | – | 0.25 |
| CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2016 C6 A5 (CSAIL 2016-C6 Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $107K | – | 0.09 |
| CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2019 C18 C (CSAIL 2019-C18 Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $122K | – | 0.11 |
| CSC HOLDINGS, LLC 2022 TERM LOAN B6 (CSC Holdings LLC) | Long | Loan | US | $72K | – | 0.06 |
| CUSHMAN + WAKEFIELD US SR SECURED 144A 09/31 8.875 (Cushman & Wakefield US Borrower LLC) | Long | Debt | US | $37K | – | 0.03 |
| CVS HEALTH CORP SR UNSECURED 02/53 5.625 | Long | Debt | US | $51K | – | 0.05 |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 1A A2 144A (CyrusOne Data Centers Issuer I LLC) | Long | ABS-other | US | $24K | – | 0.02 |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A (CyrusOne Data Centers Issuer I LLC) | Long | ABS-other | US | $258K | – | 0.23 |
| DANA FINANCING LUX SARL COMPANY GUAR REGS 07/31 8.5 (Dana Financing Luxembourg Sarl) | Long | Debt | LU | $118K | – | 0.10 |
| DARLING INGREDIENTS INC COMPANY GUAR 144A 06/30 6 | Long | Debt | US | $7K | – | 0.01 |
| DAVE + BUSTER S INC SR SECURED 144A 11/25 7.625 (Dave & Buster s Inc) | Long | Debt | US | $8K | – | 0.01 |
| DAVE + BUSTERS INC 2024 TERM LOAN B (Dave & Buster s Inc) | Long | Loan | US | $55K | – | 0.05 |
| DELL EQUIPMENT FINANCE TRUST DEFT 2024 1 A3 144A (Dell Equipment Finance Trust 2024-1) | Long | ABS-other | US | $100K | – | 0.09 |
| DELL EQUIPMENT FINANCE TRUST DEFT 2024 1 D 144A (Dell Equipment Finance Trust 2024-1) | Long | ABS-other | US | $100K | – | 0.09 |
| DELTA 2 (LUX) SARL 2022 TERM LOAN B (Delta 2 Lux Sarl) | Long | Loan | GB | $111K | – | 0.10 |
| DELTA TOPCO, INC 2024 2ND LIEN TERM LOAN (Delta Topco Inc) | Long | Loan | US | $87K | – | 0.08 |
| DELTA TOPCO, INC. 2024 TERM LOAN (Delta Topco Inc) | Long | Loan | US | $120K | – | 0.11 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 04/34 5.4 | Long | Debt | US | $113K | – | 0.10 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75 | Long | Debt | US | $91K | – | 0.08 |
| DISH DBS CORP COMPANY GUAR 07/26 7.75 | Long | Debt | US | $32K | – | 0.03 |
| DISH DBS CORP SR SECURED 144A 12/26 5.25 | Long | Debt | US | $36K | – | 0.03 |
| DLLAA LLC DLLAA 2023 1A A3 144A (DLLAA 2023-1 LLC) | Long | ABS-other | US | $55K | – | 0.05 |
| DLLAA LLC DLLAA 2023 1A A4 144A (DLLAA 2023-1 LLC) | Long | ABS-other | US | $66K | – | 0.06 |
| DLLST LLC DLLST 2024 1A A4 144A (DLLST 2024-1 LLC) | Long | ABS-other | US | $39K | – | 0.03 |
| DRIVEN BRANDS FUNDING, LLC HONK 2018 1A A2 144A (DRIVEN BRANDS FUNDING LLC) | Long | ABS-other | US | $278K | – | 0.25 |
| DYE + DURHAM LIMITED SR SECURED 144A 04/29 8.625 (Dye & Durham Ltd) | Long | Debt | CA | $56K | – | 0.05 |
| DYE AND DURHAM CORPORATION 2024 USD TERM LOAN B (Dye & Durham Corp) | Long | Loan | CA | $35K | – | 0.03 |
| DYNASTY ACQUISITION CO INC 2024 TERM LOAN B1 | Long | Loan | US | $123K | – | 0.11 |
| DYNASTY ACQUISITION CO INC 2024 TERM LOAN B2 | Long | Loan | US | $48K | – | 0.04 |
| ELARA HGV TIMESHARE ISSUER EHGVT 2023 A A 144A (Elara HGV Timeshare Issuer 2023-A LLC) | Long | ABS-other | US | $80K | – | 0.07 |
| ELARA HGV TIMESHARE ISSUER EHGVT 2023 A C 144A (Elara HGV Timeshare Issuer 2023-A LLC) | Long | ABS-other | US | $80K | – | 0.07 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 3 M1 144A (Ellington Financial Mortgage Trust 2021-3) | Long | ABS-mortgage backed security | US | $125K | – | 0.11 |
| EMIRATES NBD BANK PJSC JR SUBORDINA REGS VAR | Long | Debt | AE | $186K | – | 0.16 |
| ENBRIDGE INC COMPANY GUAR 11/30 6.2 | Long | Debt | CA | $37K | – | 0.03 |
| ENGIE SA SR UNSECURED 144A 04/34 5.625 | Long | Debt | FR | $200K | – | 0.18 |
| ENGINEERED MACHINERY HLGS INC 2021 USD 2ND LI INCR TL (Engineered Machinery Holdings Inc) | Long | Loan | US | $85K | – | 0.08 |
| ENGINEERED MACHINERY HOLD INC 2021 USD 2ND LIEN TL (Engineered Machinery Holdings Inc) | Long | Loan | US | $135K | – | 0.12 |
| ENI SPA SR UNSECURED 144A 05/34 5.5 | Long | Debt | IT | $199K | – | 0.18 |
| ENI SPA SR UNSECURED 144A 05/54 5.95 | Long | Debt | IT | $198K | – | 0.18 |
| ENTERPRISE FLEET FINANCING LLC EFF 2021 2 A3 144A (Enterprise Fleet Financing 2021-2 LLC) | Long | ABS-other | US | $293K | – | 0.26 |
| ENTERPRISE FLEET FINANCING LLC EFF 2023 1 A3 144A (Enterprise Fleet Financing 2023-1 LLC) | Long | ABS-other | US | $100K | – | 0.09 |
| EPICOR SOFTWARE CORPORATION 2020 TERM LOAN | Long | Loan | US | $172K | – | 0.15 |
| EPICOR SOFTWARE CORPORATION 2023 INCREMENTAL TERM LOAN | Long | Loan | US | $25K | – | 0.02 |
| EPICOR SOFTWARE CORPORATION 2024 TERM LOAN | Long | Loan | US | $25K | – | 0.02 |
| EURO-BOBL FUTURE JUN24 XEUR 20240606 | Derivative-interest rate | DE | $15K | – | 0.01 | |
| EURO-BUND FUTURE JUN24 XEUR 20240606 | Derivative-interest rate | DE | $12K | – | 0.01 | |
| EURO-SCHATZ FUT JUN24 XEUR 20240606 | Derivative-interest rate | DE | $6K | – | 0.01 | |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 1A D (Exeter Automobile Receivables Trust 2023-1) | Long | ABS-other | US | $5K | – | 0.00 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 4A B (Exeter Automobile Receivables Trust 2023-4) | Long | ABS-other | US | $90K | – | 0.08 |
| FED HM LN PC POOL QC8491 FR 10/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $102K | – | 0.09 |
| FED HM LN PC POOL QN8025 FR 10/36 FIXED 2.5 | Long | ABS-mortgage backed security | US | $59K | – | 0.05 |
| FED HM LN PC POOL RA5258 FR 05/51 FIXED 2 | Long | ABS-mortgage backed security | US | $37K | – | 0.03 |
| FED HM LN PC POOL RA5561 FR 07/51 FIXED 2 | Long | ABS-mortgage backed security | US | $82K | – | 0.07 |
| FED HM LN PC POOL RA5680 FR 08/51 FIXED 2 | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| FED HM LN PC POOL RA6019 FR 10/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $22K | – | 0.02 |
| FED HM LN PC POOL RA6505 FR 12/51 FIXED 2 | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| FED HM LN PC POOL RA6623 FR 01/52 FIXED 2.5 | Long | ABS-mortgage backed security | US | $40K | – | 0.04 |
| FED HM LN PC POOL RA6766 FR 02/52 FIXED 2.5 | Long | ABS-mortgage backed security | US | $407K | – | 0.36 |
| FED HM LN PC POOL RA7554 FR 06/52 FIXED 4 | Long | ABS-mortgage backed security | US | $210K | – | 0.19 |
| FED HM LN PC POOL RA8551 FR 02/53 FIXED 6 | Long | ABS-mortgage backed security | US | $309K | – | 0.27 |
| FED HM LN PC POOL RB5107 FR 04/41 FIXED 1.5 | Long | ABS-mortgage backed security | US | $48K | – | 0.04 |
| FED HM LN PC POOL RB5148 FR 03/42 FIXED 2 | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| FED HM LN PC POOL RB5149 FR 03/42 FIXED 2.5 | Long | ABS-mortgage backed security | US | $25K | – | 0.02 |
| FED HM LN PC POOL RB5154 FR 04/42 FIXED 2.5 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $73K | – | 0.06 |
| FED HM LN PC POOL SB0217 FR 01/33 FIXED 3 | Long | ABS-mortgage backed security | US | $49K | – | 0.04 |
| FED HM LN PC POOL SB8215 FR 03/38 FIXED 4 | Long | ABS-mortgage backed security | US | $96K | – | 0.09 |
| FED HM LN PC POOL SC0329 FR 02/40 FIXED 3 | Long | ABS-mortgage backed security | US | $223K | – | 0.20 |
| FED HM LN PC POOL SD0767 FR 11/51 FIXED 3 | Long | ABS-mortgage backed security | US | $476K | – | 0.42 |
| FED HM LN PC POOL SD1846 FR 10/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $74K | – | 0.07 |
| FED HM LN PC POOL SD2666 FR 03/53 FIXED 5 | Long | ABS-mortgage backed security | US | $66K | – | 0.06 |
| FED HM LN PC POOL SD2879 FR 08/52 FIXED 3 | Long | ABS-mortgage backed security | US | $90K | – | 0.08 |
| FED HM LN PC POOL SD3041 FR 05/53 FIXED 5 | Long | ABS-mortgage backed security | US | $32K | – | 0.03 |
| FED HM LN PC POOL SD3580 FR 04/52 FIXED 2 | Long | ABS-mortgage backed security | US | $48K | – | 0.04 |
| FED HM LN PC POOL SD3630 FR 08/53 FIXED 5.5 | Long | ABS-mortgage backed security | US | $227K | – | 0.20 |
| FED HM LN PC POOL SD4653 FR 07/53 FIXED 5 | Long | ABS-mortgage backed security | US | $215K | – | 0.19 |
| FED HM LN PC POOL SD4694 FR 01/54 FIXED 6.5 | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| FED HM LN PC POOL SD4967 FR 02/54 FIXED 5.5 | Long | ABS-mortgage backed security | US | $64K | – | 0.06 |
| FED HM LN PC POOL SD8005 FR 08/49 FIXED 3.5 | Long | ABS-mortgage backed security | US | $343K | – | 0.30 |
| FED HM LN PC POOL SD8128 FR 02/51 FIXED 2 | Long | ABS-mortgage backed security | US | $66K | – | 0.06 |
| FED HM LN PC POOL SD8146 FR 05/51 FIXED 2 | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FED HM LN PC POOL SD8161 FR 08/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $199K | – | 0.18 |
| FED HM LN PC POOL SD8167 FR 09/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $102K | – | 0.09 |
| FED HM LN PC POOL SD8199 FR 03/52 FIXED 2 | Long | ABS-mortgage backed security | US | $76K | – | 0.07 |
| FED HM LN PC POOL SD8205 FR 04/52 FIXED 2.5 | Long | ABS-mortgage backed security | US | $944K | – | 0.83 |
| FED HM LN PC POOL SD8267 FR 11/52 FIXED 5 | Long | ABS-mortgage backed security | US | $122K | – | 0.11 |
| FED HM LN PC POOL SD8275 FR 12/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $99K | – | 0.09 |
| FED HM LN PC POOL SD8369 FR 10/53 FIXED 6.5 | Long | ABS-mortgage backed security | US | $130K | – | 0.12 |
| FED HM LN PC POOL ZT0536 FR 03/48 FIXED 3.5 | Long | ABS-mortgage backed security | US | $213K | – | 0.19 |
| FIFTH THIRD BANCORP SR UNSECURED 07/29 VAR | Long | Debt | US | $61K | – | 0.05 |
| FILTRATION GROUP CORPORATION 2023 USD TERM LOAN | Long | Loan | US | $248K | – | 0.22 |
| FINANCE OF AMERICA HECM BUYOUT FAHB 2022 HB2 A1A 144A (Finance of America HECM Buyout 2022-HB2) | Long | ABS-other | US | $36K | – | 0.03 |
| FIRSTENERGY CORP SR UNSECURED 03/30 2.65 | Long | Debt | US | $34K | – | 0.03 |
| FIRSTENERGY CORP SR UNSECURED 03/50 3.4 | Long | Debt | US | $89K | – | 0.08 |
| FIRSTENERGY CORP SR UNSECURED 09/30 2.25 | Long | Debt | US | $16K | – | 0.01 |
| FIRSTKEY HOMES 2020 SFR1 TRUST FKH 2020 SFR1 B 144A (FirstKey Homes 2020-SFR1 Trust) | Long | ABS-other | US | $119K | – | 0.10 |
| FIRSTKEY HOMES TRUST FKH 2020 SFR2 B 144A (FirstKey Homes 2020-SFR2 Trust) | Long | ABS-other | US | $273K | – | 0.24 |
| FIRSTKEY HOMES TRUST FKH 2020 SFR2 D 144A (FirstKey Homes 2020-SFR2 Trust) | Long | ABS-other | US | $474K | – | 0.42 |
| FISERV INC SR UNSECURED 03/34 5.45 | Long | Debt | US | $213K | – | 0.19 |
| FLAGSTAR MORTGAGE TRUST FSMT 2021 11IN A18 144A (Flagstar Mortgage Trust 2021-11INV) | Long | ABS-mortgage backed security | US | $67K | – | 0.06 |
| FLEET MIDCO I LIMITED 2024 TERM LOAN B (Fleet Midco I Ltd) | Long | Loan | GB | $60K | – | 0.05 |
| FNMA POOL AS8946 FN 03/47 FIXED 3.5 | Long | ABS-mortgage backed security | US | $60K | – | 0.05 |
| FNMA POOL BM5109 FN 12/32 FIXED VAR | Long | ABS-mortgage backed security | US | $149K | – | 0.13 |
| FNMA POOL BP3454 FN 05/36 FIXED 2 | Long | ABS-mortgage backed security | US | $134K | – | 0.12 |
| FNMA POOL BR2935 FN 03/36 FIXED 1.5 | Long | ABS-mortgage backed security | US | $39K | – | 0.03 |
| FNMA POOL BT1288 FN 07/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $138K | – | 0.12 |
| FNMA POOL BU5836 FN 11/51 FIXED 2 | Long | ABS-mortgage backed security | US | $116K | – | 0.10 |
| FNMA POOL BY0545 FN 05/53 FIXED 5 | Long | ABS-mortgage backed security | US | $77K | – | 0.07 |
| FNMA POOL BY4131 FN 07/53 FIXED 5 | Long | ABS-mortgage backed security | US | $45K | – | 0.04 |
| FNMA POOL CA1951 FN 07/48 FIXED 4 | Long | ABS-mortgage backed security | US | $51K | – | 0.04 |
| FNMA POOL CA4628 FN 11/49 FIXED 4 | Long | ABS-mortgage backed security | US | $79K | – | 0.07 |
| FNMA POOL CA7026 FN 09/50 FIXED 2.5 | Long | ABS-mortgage backed security | US | $215K | – | 0.19 |
| FNMA POOL CB1371 FN 08/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $36K | – | 0.03 |
| FNMA POOL CB1624 FN 09/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $112K | – | 0.10 |
| FNMA POOL CB1783 FN 10/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $34K | – | 0.03 |
| FNMA POOL CB1866 FN 10/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $34K | – | 0.03 |
| FNMA POOL CB2086 FN 11/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $133K | – | 0.12 |
| FNMA POOL CB2357 FN 12/51 FIXED 2 | Long | ABS-mortgage backed security | US | $103K | – | 0.09 |
| FNMA POOL CB2538 FN 01/52 FIXED 2.5 | Long | ABS-mortgage backed security | US | $37K | – | 0.03 |
| FNMA POOL CB2635 FN 01/52 FIXED 2.5 | Long | ABS-mortgage backed security | US | $40K | – | 0.04 |
| FNMA POOL CB2766 FN 02/52 FIXED 2 | Long | ABS-mortgage backed security | US | $24K | – | 0.02 |
| FNMA POOL CB2848 FN 02/52 FIXED 2 | Long | ABS-mortgage backed security | US | $178K | – | 0.16 |
| FNMA POOL CB2869 FN 02/52 FIXED 2.5 | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FNMA POOL CB3115 FN 03/52 FIXED 3 | Long | ABS-mortgage backed security | US | $52K | – | 0.05 |
| FNMA POOL CB3159 FN 03/52 FIXED 2.5 | Long | ABS-mortgage backed security | US | $109K | – | 0.10 |
| FNMA POOL CB5294 FN 11/52 FIXED 5.5 | Long | ABS-mortgage backed security | US | $160K | – | 0.14 |
| FNMA POOL CB5545 FN 01/53 FIXED 6.5 | Long | ABS-mortgage backed security | US | $193K | – | 0.17 |
| FNMA POOL CB7095 FN 09/53 FIXED 5 | Long | ABS-mortgage backed security | US | $42K | – | 0.04 |
| FNMA POOL CB7120 FN 09/53 FIXED 6 | Long | ABS-mortgage backed security | US | $370K | – | 0.33 |
| FNMA POOL CB7333 FN 10/53 FIXED 5.5 | Long | ABS-mortgage backed security | US | $50K | – | 0.04 |
| FNMA POOL CB7346 FN 10/53 FIXED 6.5 | Long | ABS-mortgage backed security | US | $54K | – | 0.05 |
| FNMA POOL CB7866 FN 01/54 FIXED 6.5 | Long | ABS-mortgage backed security | US | $48K | – | 0.04 |
| FNMA POOL CB7982 FN 02/54 FIXED 5.5 | Long | ABS-mortgage backed security | US | $43K | – | 0.04 |
| FNMA POOL FM3340 FN 05/35 FIXED VAR | Long | ABS-mortgage backed security | US | $87K | – | 0.08 |
| FNMA POOL FM4386 FN 07/47 FIXED VAR | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FNMA POOL FM5940 FN 02/51 FIXED VAR | Long | ABS-mortgage backed security | US | $145K | – | 0.13 |
| FNMA POOL FM6004 FN 02/51 FIXED VAR | Long | ABS-mortgage backed security | US | $137K | – | 0.12 |
| FNMA POOL FM6627 FN 09/49 FIXED VAR | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| FNMA POOL FM7511 FN 09/40 FIXED VAR | Long | ABS-mortgage backed security | US | $29K | – | 0.03 |
| FNMA POOL FM7514 FN 06/51 FIXED VAR | Long | ABS-mortgage backed security | US | $207K | – | 0.18 |
| FNMA POOL FM8543 FN 11/44 FIXED VAR | Long | ABS-mortgage backed security | US | $29K | – | 0.03 |
| FNMA POOL FM8732 FN 09/36 FIXED VAR | Long | ABS-mortgage backed security | US | $46K | – | 0.04 |
| FNMA POOL FM8961 FN 09/49 FIXED VAR | Long | ABS-mortgage backed security | US | $58K | – | 0.05 |
| FNMA POOL FM9489 FN 11/51 FIXED VAR | Long | ABS-mortgage backed security | US | $22K | – | 0.02 |
| FNMA POOL FM9704 FN 12/51 FIXED VAR | Long | ABS-mortgage backed security | US | $47K | – | 0.04 |
| FNMA POOL FM9806 FN 12/51 FIXED VAR | Long | ABS-mortgage backed security | US | $190K | – | 0.17 |
| FNMA POOL FS0017 FN 08/47 FIXED VAR | Long | ABS-mortgage backed security | US | $26K | – | 0.02 |
| FNMA POOL FS0348 FN 01/52 FIXED VAR | Long | ABS-mortgage backed security | US | $133K | – | 0.12 |
| FNMA POOL FS0427 FN 02/37 FIXED VAR | Long | ABS-mortgage backed security | US | $126K | – | 0.11 |
| FNMA POOL FS0733 FN 02/52 FIXED VAR | Long | ABS-mortgage backed security | US | $23K | – | 0.02 |
| FNMA POOL FS1538 FN 04/52 FIXED VAR | Long | ABS-mortgage backed security | US | $167K | – | 0.15 |
| FNMA POOL FS1618 FN 03/52 FIXED VAR | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FNMA POOL FS2037 FN 05/37 FIXED VAR | Long | ABS-mortgage backed security | US | $178K | – | 0.16 |
| FNMA POOL FS2041 FN 08/51 FIXED VAR | Long | ABS-mortgage backed security | US | $44K | – | 0.04 |
| FNMA POOL FS2477 FN 05/52 FIXED VAR | Long | ABS-mortgage backed security | US | $102K | – | 0.09 |
| FNMA POOL FS2941 FN 03/51 FIXED VAR | Long | ABS-mortgage backed security | US | $577K | – | 0.51 |
| FNMA POOL FS3820 FN 01/53 FIXED VAR | Long | ABS-mortgage backed security | US | $49K | – | 0.04 |
| FNMA POOL FS3874 FN 02/50 FIXED VAR | Long | ABS-mortgage backed security | US | $92K | – | 0.08 |
| FNMA POOL FS3956 FN 10/50 FIXED VAR | Long | ABS-mortgage backed security | US | $112K | – | 0.10 |
| FNMA POOL FS4477 FN 05/37 FIXED VAR | Long | ABS-mortgage backed security | US | $126K | – | 0.11 |
| FNMA POOL FS5046 FN 02/52 FIXED VAR | Long | ABS-mortgage backed security | US | $79K | – | 0.07 |
| FNMA POOL FS5191 FN 08/42 FIXED VAR | Long | ABS-mortgage backed security | US | $92K | – | 0.08 |
| FNMA POOL FS5447 FN 09/52 FIXED VAR | Long | ABS-mortgage backed security | US | $377K | – | 0.33 |
| FNMA POOL FS5460 FN 05/53 FIXED VAR | Long | ABS-mortgage backed security | US | $86K | – | 0.08 |
| FNMA POOL FS7058 FN 01/54 FIXED VAR | Long | ABS-mortgage backed security | US | $108K | – | 0.10 |
| FNMA POOL MA2863 FN 01/47 FIXED 3 | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| FNMA POOL MA3027 FN 06/47 FIXED 4 | Long | ABS-mortgage backed security | US | $27K | – | 0.02 |
| FNMA POOL MA3058 FN 07/47 FIXED 4 | Long | ABS-mortgage backed security | US | $114K | – | 0.10 |
| FNMA POOL MA3087 FN 08/47 FIXED 3.5 | Long | ABS-mortgage backed security | US | $323K | – | 0.29 |
| FNMA POOL MA3151 FN 10/37 FIXED 3 | Long | ABS-mortgage backed security | US | $65K | – | 0.06 |
| FNMA POOL MA3182 FN 11/47 FIXED 3.5 | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| FNMA POOL MA3210 FN 12/47 FIXED 3.5 | Long | ABS-mortgage backed security | US | $243K | – | 0.21 |
| FNMA POOL MA3238 FN 01/48 FIXED 3.5 | Long | ABS-mortgage backed security | US | $99K | – | 0.09 |
| FNMA POOL MA4158 FN 10/50 FIXED 2 | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FNMA POOL MA4208 FN 12/50 FIXED 2 | Long | ABS-mortgage backed security | US | $107K | – | 0.09 |
| FNMA POOL MA4237 FN 01/51 FIXED 2 | Long | ABS-mortgage backed security | US | $646K | – | 0.57 |
| FNMA POOL MA4255 FN 02/51 FIXED 2 | Long | ABS-mortgage backed security | US | $71K | – | 0.06 |
| FNMA POOL MA4325 FN 05/51 FIXED 2 | Long | ABS-mortgage backed security | US | $967K | – | 0.85 |
| FNMA POOL MA4356 FN 06/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $148K | – | 0.13 |
| FNMA POOL MA4379 FN 07/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $23K | – | 0.02 |
| FNMA POOL MA4442 FN 10/36 FIXED 2 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $50K | – | 0.04 |
| FNMA POOL MA4469 FN 11/36 FIXED 1.5 | Long | ABS-mortgage backed security | US | $141K | – | 0.12 |
| FNMA POOL MA4513 FN 01/52 FIXED 3 | Long | ABS-mortgage backed security | US | $198K | – | 0.18 |
| FNMA POOL MA4519 FN 01/42 FIXED 1.5 | Long | ABS-mortgage backed security | US | $24K | – | 0.02 |
| FNMA POOL MA4521 FN 01/42 FIXED 2.5 | Long | ABS-mortgage backed security | US | $50K | – | 0.04 |
| FNMA POOL MA4547 FN 02/52 FIXED 2 | Long | ABS-mortgage backed security | US | $1M | – | 1.20 |
| FNMA POOL MA4562 FN 03/52 FIXED 2 | Long | ABS-mortgage backed security | US | $613K | – | 0.54 |
| FNMA POOL MA4567 FN 03/37 FIXED 2 | Long | ABS-mortgage backed security | US | $584K | – | 0.52 |
| FNMA POOL MA4568 FN 03/37 FIXED 2.5 | Long | ABS-mortgage backed security | US | $98K | – | 0.09 |
| FNMA POOL MA4570 FN 03/42 FIXED 2 | Long | ABS-mortgage backed security | US | $188K | – | 0.17 |
| FNMA POOL MA4577 FN 04/52 FIXED 2 | Long | ABS-mortgage backed security | US | $23K | – | 0.02 |
| FNMA POOL MA4581 FN 04/37 FIXED 1.5 | Long | ABS-mortgage backed security | US | $40K | – | 0.04 |
| FNMA POOL MA4582 FN 04/37 FIXED 2 | Long | ABS-mortgage backed security | US | $138K | – | 0.12 |
| FNMA POOL MA4583 FN 04/37 FIXED 2.5 | Long | ABS-mortgage backed security | US | $116K | – | 0.10 |
| FNMA POOL MA4586 FN 04/42 FIXED 2 | Long | ABS-mortgage backed security | US | $64K | – | 0.06 |
| FNMA POOL MA4598 FN 05/52 FIXED 2.5 | Long | ABS-mortgage backed security | US | $66K | – | 0.06 |
| FNMA POOL MA4599 FN 05/52 FIXED 3 | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| FNMA POOL MA4624 FN 06/52 FIXED 3 | Long | ABS-mortgage backed security | US | $1M | – | 1.08 |
| FNMA POOL MA4654 FN 07/52 FIXED 3.5 | Long | ABS-mortgage backed security | US | $306K | – | 0.27 |
| FNMA POOL MA4656 FN 07/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $62K | – | 0.05 |
| FNMA POOL MA4700 FN 08/52 FIXED 4 | Long | ABS-mortgage backed security | US | $59K | – | 0.05 |
| FNMA POOL MA4782 FN 10/52 FIXED 3.5 | Long | ABS-mortgage backed security | US | $184K | – | 0.16 |
| FNMA POOL MA4784 FN 10/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $731K | – | 0.65 |
| FNMA POOL MA4797 FN 11/37 FIXED 4 | Long | ABS-mortgage backed security | US | $26K | – | 0.02 |
| FNMA POOL MA4804 FN 11/52 FIXED 4 | Long | ABS-mortgage backed security | US | $124K | – | 0.11 |
| FNMA POOL MA4941 FN 03/53 FIXED 5.5 | Long | ABS-mortgage backed security | US | $426K | – | 0.38 |
| FNMA POOL MA5071 FN 07/53 FIXED 5 | Long | ABS-mortgage backed security | US | $119K | – | 0.10 |
| FNMA POOL MA5165 FN 10/53 FIXED 5.5 | Long | ABS-mortgage backed security | US | $146K | – | 0.13 |
| FNMA POOL MA5247 FN 01/54 FIXED 6 | Long | ABS-mortgage backed security | US | $198K | – | 0.17 |
| FNMA POOL MA5297 FN 03/54 FIXED 6.5 | Long | ABS-mortgage backed security | US | $126K | – | 0.11 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | Long | ABS-mortgage backed security | US | $303K | – | 0.27 |
| FOCUS BRANDS FUNDING LLC FOCUS 2017 1A A2II 144A | Long | ABS-other | US | $139K | – | 0.12 |
| FOCUS BRANDS FUNDING LLC FOCUS 2022 1 A2 144A | Long | ABS-other | US | $50K | – | 0.04 |
| FORD CREDIT AUTO LEASE TRUST FORDL 2023 B B (Ford Credit Auto Lease Trust 2023-B) | Long | ABS-other | US | $40K | – | 0.04 |
| FORD CREDIT AUTO LEASE TRUST FORDL 2023 B C (Ford Credit Auto Lease Trust 2023-B) | Long | ABS-other | US | $61K | – | 0.05 |
| FORD CREDIT AUTO LEASE TRUST FORDL 2023 B D (Ford Credit Auto Lease Trust 2023-B) | Long | ABS-other | US | $25K | – | 0.02 |
| FORD CREDIT AUTO OWNER TRUST/F FORDR 2020 1 C 144A (Ford Credit Auto Owner Trust 2020-REV1) | Long | ABS-other | US | $268K | – | 0.24 |
| FORD MOTOR COMPANY SR UNSECURED 04/30 9.625 | Long | Debt | US | $104K | – | 0.09 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 6.95 | Long | Debt | US | $203K | – | 0.18 |
| FORD OTOMOTIV SANAYI AS SR UNSECURED 144A 04/29 7.125 | Long | Debt | TR | $201K | – | 0.18 |
| FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/30 5.9 | Long | Debt | US | $203K | – | 0.18 |
| FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/32 6.15 | Long | Debt | US | $204K | – | 0.18 |
| GCAT GCAT 2021 NQM5 A3 144A (GCAT 2021-NQM5 Trust) | Long | ABS-mortgage backed security | US | $103K | – | 0.09 |
| GENERAL MOTORS GFORT 2023 1 B 144A (GMF Floorplan Owner Revolving Trust) | Long | ABS-other | US | $100K | – | 0.09 |
| GENESEE + WYOMING INC SR SECURED 144A 04/32 6.25 (Genesee & Wyoming Inc) | Long | Debt | US | $30K | – | 0.03 |
| GEORGIA POWER CO SR UNSECURED 03/34 5.25 | Long | Debt | US | $99K | – | 0.09 |
| GFL ENVIRONMENTAL INC SR SECURED 144A 12/26 5.125 | Long | Debt | CA | $2K | – | 0.00 |
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2022 3 C (GM Financial Automobile Leasing Trust 2022-3) | Long | ABS-other | US | $40K | – | 0.04 |
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 1 C (GM Financial Automobile Leasing Trust 2023-1) | Long | ABS-other | US | $100K | – | 0.09 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 1 B (GM Financial Consumer Automobile Receivables Trust 2023-1) | Long | ABS-other | US | $10K | – | 0.01 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 B (GM Financial Consumer Automobile Receivables Trust 2023-3) | Long | ABS-other | US | $5K | – | 0.00 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 C (GM Financial Consumer Automobile Receivables Trust 2023-3) | Long | ABS-other | US | $10K | – | 0.01 |
| GNMA II POOL AV9440 G2 11/46 FIXED 3 | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| GNMA II POOL BD0384 G2 10/47 FIXED 3.5 | Long | ABS-mortgage backed security | US | $26K | – | 0.02 |
| GNMA II POOL MA3597 G2 04/46 FIXED 3.5 | Long | ABS-mortgage backed security | US | $421K | – | 0.37 |
| GNMA II POOL MA3663 G2 05/46 FIXED 3.5 | Long | ABS-mortgage backed security | US | $85K | – | 0.08 |
| GNMA II POOL MA4003 G2 10/46 FIXED 3 | Long | ABS-mortgage backed security | US | $49K | – | 0.04 |
| GNMA II POOL MA4068 G2 11/46 FIXED 3 | Long | ABS-mortgage backed security | US | $166K | – | 0.15 |
| GNMA II POOL MA4382 G2 04/47 FIXED 3.5 | Long | ABS-mortgage backed security | US | $21K | – | 0.02 |
| GNMA II POOL MA4511 G2 06/47 FIXED 4 | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| GNMA II POOL MA4512 G2 06/47 FIXED 4.5 | Long | ABS-mortgage backed security | US | $65K | – | 0.06 |
| GNMA II POOL MA4586 G2 07/47 FIXED 3.5 | Long | ABS-mortgage backed security | US | $65K | – | 0.06 |
| GNMA II POOL MA4655 G2 08/47 FIXED 5 | Long | ABS-mortgage backed security | US | $42K | – | 0.04 |
| GNMA II POOL MA4780 G2 10/47 FIXED 4.5 | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| GNMA II POOL MA5019 G2 02/48 FIXED 3.5 | Long | ABS-mortgage backed security | US | $142K | – | 0.13 |
| GNMA II POOL MA5140 G2 04/48 FIXED 5.5 | Long | ABS-mortgage backed security | US | $35K | – | 0.03 |
| GNMA II POOL MA5766 G2 02/49 FIXED 5.5 | Long | ABS-mortgage backed security | US | $107K | – | 0.09 |
| GNMA II POOL MA5876 G2 04/49 FIXED 4 | Long | ABS-mortgage backed security | US | $147K | – | 0.13 |
| GNMA II POOL MA6042 G2 07/49 FIXED 5 | Long | ABS-mortgage backed security | US | $191K | – | 0.17 |
| GNMA II POOL MA6531 G2 03/50 FIXED 3 | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| GNMA II POOL MA6543 G2 03/50 FIXED 4 | Long | ABS-mortgage backed security | US | $101K | – | 0.09 |
| GNMA II POOL MA6819 G2 08/50 FIXED 2.5 | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| GNMA II POOL MA7135 G2 01/51 FIXED 2 | Long | ABS-mortgage backed security | US | $342K | – | 0.30 |
| GNMA II POOL MA7139 G2 01/51 FIXED 4 | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| GNMA II POOL MA7312 G2 04/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $71K | – | 0.06 |
| GNMA II POOL MA7533 G2 08/51 FIXED 2 | Long | ABS-mortgage backed security | US | $699K | – | 0.62 |
| GNMA II POOL MA7589 G2 09/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $72K | – | 0.06 |
| GNMA II POOL MA7590 G2 09/51 FIXED 3 | Long | ABS-mortgage backed security | US | $274K | – | 0.24 |
| GNMA II POOL MA7649 G2 10/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $943K | – | 0.83 |
| GNMA II POOL MA7650 G2 10/51 FIXED 3 | Long | ABS-mortgage backed security | US | $469K | – | 0.42 |
| GNMA II POOL MA7705 G2 11/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| GNMA II POOL MA7827 G2 01/52 FIXED 2.5 | Long | ABS-mortgage backed security | US | $122K | – | 0.11 |
| GNMA II POOL MA7935 G2 03/52 FIXED 2 | Long | ABS-mortgage backed security | US | $171K | – | 0.15 |
| GNMA II POOL MA7936 G2 03/52 FIXED 2.5 | Long | ABS-mortgage backed security | US | $170K | – | 0.15 |
| GNMA II POOL MA7937 G2 03/52 FIXED 3 | Long | ABS-mortgage backed security | US | $135K | – | 0.12 |
| GNMA II POOL MA8202 G2 08/52 FIXED 5 | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| GNMA II POOL MA8267 G2 09/52 FIXED 4 | Long | ABS-mortgage backed security | US | $256K | – | 0.23 |
| GNMA II POOL MA8346 G2 10/52 FIXED 4 | Long | ABS-mortgage backed security | US | $194K | – | 0.17 |
| GNMA II POOL MA8799 G2 04/53 FIXED 4.5 | Long | ABS-mortgage backed security | US | $312K | – | 0.28 |
| GNMA II POOL MA8800 G2 04/53 FIXED 5 | Long | ABS-mortgage backed security | US | $277K | – | 0.24 |
| GNMA II TBA 30 YR 2.5 JUMBOS | Long | ABS-mortgage backed security | US | $67K | – | 0.06 |
| GNMA II TBA 30 YR 5.5 JUMBOS | Long | ABS-mortgage backed security | US | $342K | – | 0.30 |
| GNMA II TBA 30 YR 6 JUMBOS | Long | ABS-mortgage backed security | US | $453K | – | 0.40 |
| GNMA II TBA 30 YR 6.5 JUMBOS | Long | ABS-mortgage backed security | US | $223K | – | 0.20 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2021 11A B 144A (GoldentTree Loan Management US CLO 1 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $425K | – | 0.38 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 02/33 VAR (Goldman Sachs Group Inc/The) | Long | Debt | US | $34K | – | 0.03 |
| GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2022 60A AR 144A (Golub Capital Partners CLO 60B Ltd) | Long | ABS-other | KY | $250K | – | 0.22 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 63 LM (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| GPD COS INC SR SECURED 144A 04/26 10.125 | Long | Debt | US | $14K | – | 0.01 |
| GREAT AMERICA LEASING RECEIVAB GALC 2021 2 A3 144A (GreatAmerica Leasing Receivables Funding LLC Series 2021-2) | Long | ABS-other | US | $27K | – | 0.02 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A4 144A (GS Mortgage-Backed Securities Trust 2021-GR2) | Long | ABS-mortgage backed security | US | $333K | – | 0.29 |
| GS MORTGAGE SECURITIES TRUST GSMS 2019 GC40 B (GS Mortgage Securities Trust 2019-GC40) | Long | ABS-mortgage backed security | US | $67K | – | 0.06 |
| GTCR W MERGER SUB LLC USD TERM LOAN B (Boost Newco Borrower LLC) | Long | Loan | US | $100K | – | 0.09 |
| HARDEE S FUNDING LLC AND CARLS HNGRY 2020 1A A2 144A | Long | ABS-other | US | $286K | – | 0.25 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8 (HAT Holdings I LLC / HAT Holdings II LLC) | Long | Debt | US | $41K | – | 0.04 |
| HEALTHCARE RLTY HLDGS LP COMPANY GUAR 03/30 2.4 (Healthcare Realty Holdings LP) | Long | Debt | US | $4K | – | 0.00 |
| HESS CORP SR UNSECURED 03/33 7.125 | Long | Debt | US | $6K | – | 0.00 |
| HESS CORP SR UNSECURED 08/31 7.3 | Long | Debt | US | $6K | – | 0.00 |
| HILCORP ENERGY I/HILCORP SR UNSECURED 144A 02/29 5.75 (Hilcorp Energy I LP / Hilcorp Finance Co) | Long | Debt | US | $5K | – | 0.00 |
| HILCORP ENERGY I/HILCORP SR UNSECURED 144A 02/31 6 (Hilcorp Energy I LP / Hilcorp Finance Co) | Long | Debt | US | $5K | – | 0.00 |
| HILCORP ENERGY I/HILCORP SR UNSECURED 144A 11/33 8.375 (Hilcorp Energy I LP / Hilcorp Finance Co) | Long | Debt | US | $101K | – | 0.09 |
| HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 04/32 6.125 (Hilton Domestic Operating Co Inc) | Long | Debt | US | $25K | – | 0.02 |
| HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/31 4 (Hilton Domestic Operating Co Inc) | Long | Debt | US | $4K | – | 0.00 |
| HILTON GRAND VACATIONS TRUST HGVT 2020 AA C 144A (Hilton Grand Vacations Trust 2020-A) | Long | ABS-other | US | $73K | – | 0.06 |
| HILTON USA TRUST HILT 2024 ORL B 144A (HILT COMMERCIAL MORTGAGE TRUST 2024-ORL) | Long | ABS-mortgage backed security | US | $140K | – | 0.12 |
| HOME PARTNERS OF AMERICA TRUST HPA 2022 1 A 144A (Home Partners of America 2022-1 Trust) | Long | ABS-other | US | $64K | – | 0.06 |
| HOME PARTNERS OF AMERICA TRUST HPA 2022 1 D 144A (Home Partners of America 2022-1 Trust) | Long | ABS-other | US | $135K | – | 0.12 |
| HOWARD HUGHES CORP COMPANY GUAR 144A 02/29 4.125 (Howard Hughes Corp/The) | Long | Debt | US | $4K | – | 0.00 |
| HOWARD HUGHES CORP COMPANY GUAR 144A 08/28 5.375 (Howard Hughes Corp/The) | Long | Debt | US | $56K | – | 0.05 |
| HPEFS EQUIPMENT TRUST HPEFS 2022 3A C 144A (Hpefs Equipment Trust 2022-3) | Long | ABS-other | US | $140K | – | 0.12 |
| HPEFS EQUIPMENT TRUST HPEFS 2023 1A B 144A (HPEFS Equipment Trust 2023-1) | Long | ABS-other | US | $205K | – | 0.18 |
| HPEFS EQUIPMENT TRUST HPEFS 2023 2A C 144A (HPEFS Equipment Trust 2023-2) | Long | ABS-other | US | $101K | – | 0.09 |
| HPEFS EQUIPMENT TRUST HPEFS 2023 2A D 144A (HPEFS Equipment Trust 2023-2) | Long | ABS-other | US | $101K | – | 0.09 |
| HPEFS EQUIPMENT TRUST HPEFS 2024 1A C 144A (HPEFS Equipment Trust 2024-1) | Long | ABS-other | US | $203K | – | 0.18 |
| HUB INTERNATIONAL LIMITED 2024 TERM LOAN B (HUB International Ltd) | Long | Loan | US | $334K | – | 0.30 |
| HUB INTERNATIONAL LTD SR SECURED 144A 06/30 7.25 | Long | Debt | US | $218K | – | 0.19 |
| HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375 | Long | Debt | US | $50K | – | 0.04 |
| HUMANA INC SR UNSECURED 04/31 5.375 | Long | Debt | US | $168K | – | 0.15 |
| HUMANA INC SR UNSECURED 04/54 5.75 | Long | Debt | US | $53K | – | 0.05 |
| HUNTINGTON BANCSHARES SUBORDINATED 08/36 VAR (Huntington Bancshares Inc/OH) | Long | Debt | US | $28K | – | 0.02 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/31 5.4 | Long | Debt | US | $40K | – | 0.04 |
| ICON INVESTMENTS SIX DAC SR SECURED 05/29 5.849 | Long | Debt | IE | $202K | – | 0.18 |
| ICON INVESTMENTS SIX DAC SR SECURED 05/34 6 | Long | Debt | IE | $203K | – | 0.18 |
| ILPT COMMERCIAL MORTGAGE TRUST ILPT 2022 LPFX C 144A (ILPT Commercial Mortgage Trust 2022-LPFX) | Long | ABS-mortgage backed security | US | $81K | – | 0.07 |
| INDIANAPOLIS PWR + LIGHT 1ST MORTGAGE 144A 04/54 5.7 (Indianapolis Power & Light Co) | Long | Debt | US | $34K | – | 0.03 |
| INDORAMA VENTURES GLO SV COMPANY GUAR REGS 09/24 4.375 (Indorama Ventures Global Services Ltd) | Long | Debt | TH | $197K | – | 0.17 |
| INGERSOLL RAND INC SR UNSECURED 06/54 5.7 | Long | Debt | US | $40K | – | 0.04 |
| INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5 (Intelsat Jackson Holdings SA) | Long | Debt | LU | $42K | – | 0.04 |
| INTER MEDIA COMMUNICATIO SR SECURED REGS 02/27 6.75 (Inter Media and Communication SpA) | Long | Debt | IT | $117K | – | 0.10 |
| INVESCO CLO LTD INVCO 2023 1A AR 144A (Invesco US CLO 2023-1 Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $252K | – | 0.22 |
| INVESCO SENIOR LOAN ETF INVESCO SENIOR LOAN ETF | Long | Equity-common | US | $3M | 159K | 2.97 |
| IQVIA INC SR SECURED 02/29 6.25 | Long | Debt | US | $66K | – | 0.06 |
| IRB HOLDING CORP 2024 TERM LOAN B | Long | Loan | US | $135K | – | 0.12 |
| ITELYUM REGENERATION SPA SR SECURED REGS 10/26 4.625 | Long | Debt | IT | $116K | – | 0.10 |
| IVORY COAST SR UNSECURED 144A 01/37 8.25 (Ivory Coast Government International Bond) | Long | Debt | CI | $194K | – | 0.17 |
| JAMESTOWN CLO LTD JTWN 2020 15A A1R 144A (Jamestown CLO XV Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.22 |
| JANE STREET GRP/JSG FIN SR SECURED 144A 04/31 7.125 (Jane Street Group / JSG Finance Inc) | Long | Debt | US | $91K | – | 0.08 |
| JONES DESLAURIERS INSURA SR SECURED 144A 03/30 8.5 (Jones Deslauriers Insurance Management Inc) | Long | Debt | CA | $58K | – | 0.05 |
| JONES DESLAURIERS INSURA SR UNSECURED 144A 12/30 10.5 (Jones Deslauriers Insurance Management Inc) | Long | Debt | CA | $215K | – | 0.19 |
| JONES DSLURIERS INSU MNGMT INC 2024 TERM LOAN B (Jones Deslauriers Insurance Management Inc) | Long | Loan | CA | $130K | – | 0.11 |
| JP MORGAN MORTGAGE TRUST JPMMT 2016 3 B3 144A (JP Morgan Mortgage Trust 2016-3) | Long | ABS-mortgage backed security | US | $81K | – | 0.07 |
| JP MORGAN MORTGAGE TRUST JPMMT 2017 2 B5 144A (JP Morgan Mortgage Trust 2017-2) | Long | ABS-mortgage backed security | US | $303K | – | 0.27 |
| JP MORGAN MORTGAGE TRUST JPMMT 2017 5 B2 144A (JP Morgan Mortgage Trust 2017-5) | Long | ABS-mortgage backed security | US | $202K | – | 0.18 |
| JP MORGAN MORTGAGE TRUST JPMMT 2020 5 B2 144A (JP Morgan Mortgage Trust 2020-5) | Long | ABS-mortgage backed security | US | $153K | – | 0.13 |
| JP MORGAN MORTGAGE TRUST JPMMT 2020 LTV1 B1A 144A (JP Morgan Mortgage Trust 2020-LTV1) | Long | ABS-mortgage backed security | US | $148K | – | 0.13 |
| JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A (J.P. Morgan Mortgage Trust 2023-DSC2) | Long | ABS-mortgage backed security | US | $196K | – | 0.17 |
| KANE BIDCO LTD SR SECURED REGS 02/27 5 | Long | Debt | JE | $117K | – | 0.10 |
| KILROY REALTY LP COMPANY GUAR 02/30 3.05 | Long | Debt | US | $25K | – | 0.02 |
| KILROY REALTY LP COMPANY GUAR 08/29 4.25 | Long | Debt | US | $36K | – | 0.03 |
| KILROY REALTY LP COMPANY GUAR 11/32 2.5 | Long | Debt | US | $15K | – | 0.01 |
| KINETIK HOLDINGS LP COMPANY GUAR 144A 06/30 5.875 | Long | Debt | US | $44K | – | 0.04 |
| KINETIK HOLDINGS LP SR UNSECURED 144A 12/28 6.625 | Long | Debt | US | $29K | – | 0.03 |
| KKR FINANCIAL CLO LTD KKR 13 B1R 144A (KKR CLO 13 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $76K | – | 0.07 |
| KKR FINANCIAL CLO LTD KKR 2022 43A BR 144A (KKR CLO 43 Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $304K | – | 0.27 |
| KKR FINANCIAL CLO LTD KKR 40A AR 144A (KKR CLO 40 Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $250K | – | 0.22 |
| KOSMOS ENERGY LTD COMPANY GUAR REGS 04/26 7.125 | Long | Debt | US | $195K | – | 0.17 |
| KUBOTA CREDIT OWNER TRUST KCOT 2021 2A A4 144A (Kubota Credit Owner Trust 2021-2) | Long | ABS-other | US | $181K | – | 0.16 |
| KUBOTA CREDIT OWNER TRUST KCOT 2023 1A A4 144A (Kubota Credit Owner Trust 2023-1) | Long | ABS-other | US | $50K | – | 0.04 |
| LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9 | Long | Debt | US | $35K | – | 0.03 |
| LIFEPOINT HEALTH INC 2024 TERM LOAN B | Long | Loan | US | $95K | – | 0.08 |
| LIFEPOINT HEALTH INC SR SECURED 144A 08/30 9.875 | Long | Debt | US | $27K | – | 0.02 |
| LIFEPOINT HEALTH INC SR SECURED 144A 10/30 11 | Long | Debt | US | $88K | – | 0.08 |
| LIFEPOINT HEALTH INC SR UNSECURED 144A 06/32 10 | Long | Debt | US | $55K | – | 0.05 |
| LIGHT + WONDER INTL INC COMPANY GUAR 144A 09/31 7.5 (Light & Wonder International Inc) | Long | Debt | US | $10K | – | 0.01 |
| LIGHT + WONDER INTL INC COMPANY GUAR 144A 11/29 7.25 (Light & Wonder International Inc) | Long | Debt | US | $25K | – | 0.02 |
| LIVE NATION ENTERTAINMEN COMPANY GUAR 144A 10/27 4.75 (Live Nation Entertainment Inc) | Long | Debt | US | $19K | – | 0.02 |
| Long: 103645110 CDS USD R F .50000 103645110FEE CMBX/ Short: 103645110 CDS USD P V 01MEVENT 103645110PRO CMBX | Derivative-credit | GB | $-25K | – | -0.02 | |
| Long: 103847881 CDS USD R F .50000 103847881FEE CMBX/ Short: 103847881 CDS USD P V 01MEVENT 103847881PRO CMBX | Derivative-credit | GB | $-18K | – | -0.02 | |
| Long: 106517066 TRS USD R E 106517066RET IBOXXTRS/ Short: 106517066 TRS USD P V 00MSOFR 106517066INT IBOXXTRS | Derivative-credit | GB | $7K | – | 0.01 | |
| Long: 106529398 IRS BRL R F 11.47500 NDFPREDISWAP 5001771266/ Short: 106529398 IRS BRL P V 00MBRCDI OTC OIS 5001771269 TC9OHKLU1 | Derivative-interest rate | BR | $-4K | – | -0.00 | |
| Long: 106617423 TRS USD R E 106617423RET IBOXXTRS/ Short: 106617423 TRS USD P V 00MSOFR 106617423INT IBOXXTRS | Derivative-credit | GB | $-8K | – | -0.01 | |
| Long: 106724455 TRS USD R E 106724455RET IBOXXTRS/ Short: 106724455 TRS USD P V 00MSOFR 106724455INT IBOXXTRS | Derivative-credit | GB | $-6K | – | -0.01 | |
| Long: 106855695 TRS USD R E 106855695RET IBOXXTRS/ Short: 106855695 TRS USD P V 00MSOFR 106855695INT IBOXXTRS | Derivative-credit | GB | $-7K | – | -0.01 | |
| Long: 106939538 CDS USD R F 3.00000 106939538FEE CMBX/ Short: 106939538 CDS USD P V 01MEVENT 106939538PRO CMBX | Derivative-credit | GB | $-86K | – | -0.08 | |
| Long: B36033388 IRS USD R V 12MUSCPI 5036033388INF CCPINFLATIONZERO/ Short: B36033388 IRS USD P F 2.61780 5036033388FIX CCPINFLATIONZERO | Derivative-other | US | $-2K | – | -0.00 | |
| Long: B6BA97AE6 CDS USD R V 03MEVENT US247361ZZ42 CCPCORP DELTA/ Short: B6BA97AE6 CDS USD P F 5.00000 CDAL1U5 CCPCORP TC2F8D275 | Derivative-credit | US | $-83K | – | -0.07 | |
| Long: B7CABWAF4 CDS USD R V 03MEVENT CCPCORP CBZH1U5 TC7F58V15/ Short: B7CABWAF4 CDS USD P F 5.00000 CCPCORP REDCODE 07CABWAF4 | Derivative-credit | US | $-61K | – | -0.05 | |
| Long: B85617222 CDS USD R V 03MEVENT UU2679AE920290620PRO CCPCORPOR/ Short: B85617222 CDS USD P F 5.00000 UU2679AE920290620FEE CCPCORPOR | Derivative-credit | US | $-25K | – | -0.02 | |
| Long: B99C5HAD6 CDS USD R V 03MEVENT CX404178 TC5IBBR04 CCPCORPOR/ Short: B99C5HAD6 CDS USD P F 5.00000 999C5HAD6 FEE CCPCORPOR | Derivative-credit | US | $-23K | – | -0.02 | |
| Long: BBB99WAC2 CDS USD R V 03MEVENT XS0113419690 CCPCORP CQTA1U5/ Short: BBB99WAC2 CDS USD P F 1.00000 CPCORP CQTA1U5 TC1OU2VV1 | Derivative-credit | US | $-47K | – | -0.04 | |
| Long: BOAGBNAD7 CDS USD R V 03MEVENT XS0880597603 CCPCORP CT421069/ Short: BOAGBNAD7 CDS USD P F 1.00000 CCPCORP CT421069 TC78QYB96 | Derivative-credit | US | $-15K | – | -0.01 | |
| Long: BS999IAB4 CDS USD R V 03MEVENT S1791937441 CCPCORP CT965307/ Short: BS999IAB4 CDS USD P F 1.00000 CCPCORP CT965307 TC694KBY4 | Derivative-credit | US | $-38K | – | -0.03 | |
| Long: S01771248 IRS MXN R F 9.71000 5001771248FIX CCPVANILLA/ Short: S01771248 IRS MXN P V 01MTIIE 5001771248FLO CCPVANILLA | Derivative-interest rate | US | $14K | – | 0.01 | |
| Long: S04625724 IRS MXN R F 9.62000 5004625724FIX CCPVANILLA/ Short: S04625724 IRS MXN P V 01MTIIE 5004625724FLO CCPVANILLA | Derivative-interest rate | US | $9K | – | 0.01 | |
| Long: S58904306 CDS USD R F 1.00000 4958904306FEE CCPCDX/ Short: S58904306 CDS USD P V 03MEVENT 4958904306PRO CCPCDX | Derivative-credit | US | $98K | – | 0.09 | |
| Long: S66665535 CDS USD R F 5.00000 4966665535FEE CCPCDX/ Short: S66665535 CDS USD P V 03MEVENT 4966665535PRO CCPCDX | Derivative-credit | US | $63K | – | 0.06 | |
| Long: SC39CCAE0 CDS USD R F 5.00000 US12543DBE94 CCP CORP/ Short: SC39CCAE0 CDS USD P V 03MEVENT CX376424 CCPCORP | Derivative-credit | US | $-622.92 | – | -0.00 | |
| Long: SL18G0AC9 CDS EUR R F 5.00000 LL18G0AC9 FEE ICE CCPCDX/ Short: SL18G0AC9 CDS EUR P V 03MEVENT LL18G0AC9 PRO TC98P17F8 | Derivative-credit | US | $-7K | – | -0.01 | |
| LTI HLDGS INC TERM LOAN (LTI Holdings Inc) | Long | Loan | US | $117K | – | 0.10 |
| LTI HLDGS INC TERM LOAN (LTI Holdings Inc) | Long | Loan | US | $9K | – | 0.01 |
| MADISON IAQ LLC SR UNSECURED 144A 06/29 5.875 | Long | Debt | US | $28K | – | 0.02 |
| MADISON PARK FUNDING LTD MDPK 2016 24A CR2 144A (Madison Park Funding XXIV Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.22 |
| MADISON PARK FUNDING LTD MDPK 2019 35A CR 144A (Madison Park Funding XXXV Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $253K | – | 0.22 |
| MADISON PARK FUNDING LTD MDPK 2019 37A AR2 144A (Madison Park Funding XXXVII Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $317K | – | 0.28 |
| MAGNOLIA OIL GAS/MAG FIN COMPANY GUAR 144A 08/26 6 (Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp) | Long | Debt | US | $54K | – | 0.05 |
| MATCH GROUP HLD II LLC SR UNSECURED 144A 06/28 4.625 (Match Group Holdings II LLC) | Long | Debt | US | $5K | – | 0.00 |
| MATCH GROUP HLD II LLC SR UNSECURED 144A 12/27 5 (Match Group Holdings II LLC) | Long | Debt | US | $78K | – | 0.07 |
| MCAFEE CORP SR UNSECURED 144A 02/30 7.375 | Long | Debt | US | $37K | – | 0.03 |
| MCAFEE LLC 2022 USD TERM LOAN B (McAfee Corp) | Long | Loan | US | $89K | – | 0.08 |
| MEDLINE BORROWER LP 2024 TERM LOAN B | Long | Loan | US | $129K | – | 0.11 |
| MEDLINE BORROWER/MEDL CO SR SECURED 144A 04/29 6.25 (Medline Borrower LP/Medline Co-Issuer Inc) | Long | Debt | US | $55K | – | 0.05 |
| MELCO RESORTS FINANCE SR UNSECURED REGS 07/28 5.75 (Melco Resorts Finance Ltd) | Long | Debt | KY | $187K | – | 0.17 |
| METHANEX CORP SR UNSECURED 10/27 5.125 | Long | Debt | CA | $5K | – | 0.00 |
| MFRA TRUST MFRA 2022 INV2 A1 144A (MFA 2022-INV2 Trust) | Long | ABS-mortgage backed security | US | $374K | – | 0.33 |
| MFRA TRUST MFRA 2023 INV2 A2 144A (MFA 2023-INV2 Trust) | Long | ABS-mortgage backed security | US | $97K | – | 0.09 |
| MI WINDOWS AND DOORS LLC 2024 TERM LOAN B2 (MIWD Holdco II LLC) | Long | Loan | US | $60K | – | 0.05 |
| MIDAS OPCO HOLDINGS LLC COMPANY GUAR 144A 08/29 5.625 (Stagwell Global LLC) | Long | Debt | US | $50K | – | 0.04 |
| MIDOCEAN CREDIT CLO MIDO 2022 11A BR 144A (MidOcean Credit CLO XI Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $271K | – | 0.24 |
| MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B | Long | Loan | US | $109K | – | 0.10 |
| MITER BRAND / MIWD BORR SR SECURED 144A 04/32 6.75 (Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC) | Long | Debt | US | $25K | – | 0.02 |
| MMAF EQUIPMENT FINANCE LLC MMAF 2020 A A4 144A (MMAF Equipment Finance LLC 2020-A) | Long | ABS-other | US | $90K | – | 0.08 |
| MMAF EQUIPMENT FINANCE LLC MMAF 2022 B A3 144A (MMAF Equipment Finance LLC 2022-B) | Long | ABS-other | US | $158K | – | 0.14 |
| MORGAN STANLEY BAML TRUST MSBAM 2015 C24 A4 (Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24) | Long | ABS-mortgage backed security | US | $156K | – | 0.14 |
| MORGAN STANLEY BAML TRUST MSBAM 2015 C24 AS (Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24) | Long | ABS-mortgage backed security | US | $187K | – | 0.17 |
| MOTION BONDCO DAC COMPANY GUAR REGS 11/27 4.5 | Long | Debt | IE | $118K | – | 0.10 |
| MOTOROLA SOLUTIONS INC SR UNSECURED 04/34 5.4 | Long | Debt | US | $40K | – | 0.03 |
| MPT OPER PARTNERSP/FINL COMPANY GUAR 10/26 0.993 (MPT Operating Partnership LP / MPT Finance Corp) | Long | Debt | US | $140K | – | 0.12 |
| MPT OPER PARTNERSP/FINL COMPANY GUAR 10/27 5 (MPT Operating Partnership LP / MPT Finance Corp) | Long | Debt | US | $25K | – | 0.02 |
| MVW 2020 1 LLC MVWOT 2020 1A C 144A (MVW 2020-1 LLC) | Long | ABS-other | US | $81K | – | 0.07 |
| MVW OWNER TRUST MVWOT 2023 1A B 144A (MVW 2023-1 LLC) | Long | ABS-other | US | $72K | – | 0.06 |
| MVW OWNER TRUST MVWOT 2023 1A C 144A (MVW 2023-1 LLC) | Long | ABS-other | US | $72K | – | 0.06 |
| NAVIENT CORP SR UNSECURED 03/31 11.5 | Long | Debt | US | $55K | – | 0.05 |
| NAVIENT CORP SR UNSECURED 07/30 9.375 | Long | Debt | US | $57K | – | 0.05 |
| NAVIENT CORP SR UNSECURED 08/33 5.625 | Long | Debt | US | $21K | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA B 144A (Navient Private Education Refi Loan Trust 2019-C) | Long | ABS-other | US | $134K | – | 0.12 |
| NAVISTAR FINANCIAL DEALER NOTE NAVMT 2023 1 A 144A (Navistar Financial Dealer Note Master Owner Trust II) | Long | ABS-other | US | $96K | – | 0.08 |
| NAVISTAR FINANCIAL DEALER NOTE NAVMT 2024 1 A 144A (Navistar Financial Dealer Note Master Owner Trust) | Long | ABS-other | US | $25K | – | 0.02 |
| NAVISTAR FINANCIAL DEALER NOTE NAVMT 2024 1 B 144A (Navistar Financial Dealer Note Master Owner Trust) | Long | ABS-other | US | $15K | – | 0.01 |
| NAVISTAR FINANCIAL DEALER NOTE NAVMT 2024 1 C 144A (Navistar Financial Dealer Note Master Owner Trust) | Long | ABS-other | US | $25K | – | 0.02 |
| NEPTUNE BIDCO US INC 2022 USD TERM LOAN B | Long | Loan | US | $57K | – | 0.05 |
| NEPTUNE BIDCO US INC SR SECURED 144A 04/29 9.29 | Long | Debt | US | $29K | – | 0.03 |
| NEUBERGER BERMAN CLO LTD NEUB 2017 26A BR 144A (Neuberger Berman Loan Advisers CLO 26 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $361K | – | 0.32 |
| NEUBERGER BERMAN CLO LTD NEUB 2019 32A BR 144A (Neuberger Berman Loan Advisers CLO 32 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.22 |
| NEW ECONOMY ASSETS PHASE 1 ISS USRE 2021 1 B1 144A (New Economy Assets Phase 1 Sponsor LLC) | Long | ABS-other | US | $85K | – | 0.08 |
| NEXTERA ENERGY INC PREFERRED STOCK 09/25 6.926 | Long | Equity-preferred | US | $34K | 754 | 0.03 |
| NGL ENRGY OP/FIN CORP SR SECURED 144A 02/29 8.125 (NGL Energy Operating LLC / NGL Energy Finance Corp) | Long | Debt | US | $15K | – | 0.01 |
| NGL ENRGY OP/FIN CORP SR SECURED 144A 02/32 8.375 (NGL Energy Operating LLC / NGL Energy Finance Corp) | Long | Debt | US | $15K | – | 0.01 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 (Nissan Motor Acceptance Co LLC) | Long | Debt | US | $9K | – | 0.01 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 6.95 (Nissan Motor Acceptance Co LLC) | Long | Debt | US | $15K | – | 0.01 |
| NORTHRIVER MIDSTREAM FIN SR SECURED 144A 02/26 5.625 (Northriver Midstream Finance LP) | Long | Debt | CA | $30K | – | 0.03 |
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A (Northwoods Capital XIV-B Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.22 |
| NOTA DO TESOURO NACIONAL NOTES 01/31 10 (Brazil Notas do Tesouro Nacional Serie F) | Long | Debt | BR | $1M | – | 0.90 |
| NRG ENERGY INC JR SUBORDINA 144A 12/99 VAR | Long | Debt | US | $18K | – | 0.02 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 03/40 6.2 (Occidental Petroleum Corp) | Long | Debt | US | $161K | – | 0.14 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 05/31 7.5 (Occidental Petroleum Corp) | Long | Debt | US | $11K | – | 0.01 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 06/39 7.95 (Occidental Petroleum Corp) | Long | Debt | US | $11K | – | 0.01 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 07/30 8.875 (Occidental Petroleum Corp) | Long | Debt | US | $160K | – | 0.14 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 09/36 6.45 (Occidental Petroleum Corp) | Long | Debt | US | $10K | – | 0.01 |
| OCTANE RECEIVABLES TRUST OCTL 2022 2A A 144A (Octane Receivables Trust 2022-2) | Long | ABS-other | US | $32K | – | 0.03 |
| OCTANE RECEIVABLES TRUST OCTL 2023 1A A 144A (Octane Receivables Trust 2023-1) | Long | ABS-other | US | $96K | – | 0.08 |
| OCTANE RECEIVABLES TRUST OCTL 2023 3A C 144A (Octane Receivables Trust 2023-3) | Long | ABS-other | US | $101K | – | 0.09 |
| ONEMAIN FINANCE CORP COMPANY GUAR 01/29 9 | Long | Debt | US | $89K | – | 0.08 |
| ONSLOW BAY FINANCIAL LLC OBX 2019 INV1 A3 144A (OBX 2019-INV1 Trust) | Long | ABS-mortgage backed security | US | $219K | – | 0.19 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A (OBX 2024-HYB1 Trust) | Long | ABS-mortgage backed security | US | $92K | – | 0.08 |
| ONT GAMING GTA/OTG CO IS SR SECURED 144A 08/30 8 (Ontario Gaming GTA LP/OTG Co-Issuer Inc) | Long | Debt | CA | $41K | – | 0.04 |
| ONTARIO GAMING GTA LP TERM LOAN B | Long | Loan | CA | $109K | – | 0.10 |
| OWENS CORNING SR UNSECURED 06/34 5.7 | Long | Debt | US | $60K | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5 (Pacific Gas and Electric Co) | Long | Debt | US | $37K | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/34 6.95 (Pacific Gas and Electric Co) | Long | Debt | US | $70K | – | 0.06 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/53 6.7 (Pacific Gas and Electric Co) | Long | Debt | US | $132K | – | 0.12 |
| PACIFIC GAS + ELECTRIC COMPANY 2020 TERM LOAN (PG&E Corp) | Long | Loan | US | $75K | – | 0.07 |
| PANTHER ESCROW ISSUER SR SECURED 144A 06/31 7.125 (Panther Escrow Issuer LLC) | Long | Debt | US | $55K | – | 0.05 |
| PAREXEL INTERNATIONAL CORP 2021 1ST LIEN TERM LOAN (Phoenix Newco Inc) | Long | Loan | US | $105K | – | 0.09 |
| PATTERSON UTI ENERGY INC SR UNSECURED 10/33 7.15 (Patterson-UTI Energy Inc) | Long | Debt | US | $37K | – | 0.03 |
| PERATON CORP 2ND LIEN TERM LOAN B1 | Long | Loan | US | $110K | – | 0.10 |
| PERATON CORP SYNDICATED LNS 2ND LIEN TERM LOAN B | Long | Loan | US | $55K | – | 0.05 |
| PERATON CORP TERM LOAN B | Long | Loan | US | $55K | – | 0.05 |
| PERMIAN RESOURC OPTG LLC COMPANY GUAR 144A 07/31 9.875 (Permian Resources Operating LLC) | Long | Debt | US | $39K | – | 0.03 |
| PG+E CORP SR SECURED 07/28 5 (PG&E Corp) | Long | Debt | US | $34K | – | 0.03 |
| PMHC II INC 2022 TERM LOAN B (Vibrantz Technologies Inc) | Long | Loan | US | $77K | – | 0.07 |
| POST ROAD EQUIPMENT FINANCE PREF 2024 1A A2 144A (Post Road Equipment Finance 2024-1 LLC) | Long | ABS-other | US | $100K | – | 0.09 |
| POST ROAD EQUIPMENT FINANCE PREF 2024 1A C 144A (Post Road Equipment Finance 2024-1 LLC) | Long | ABS-other | US | $100K | – | 0.09 |
| PRAIRIE ACQUIROR LP SR SECURED 144A 08/29 9 | Long | Debt | US | $21K | – | 0.02 |
| PRAIRIE ECI ACQUIROR LP 2024 TERM LOAN | Long | Loan | US | $55K | – | 0.05 |
| PROGRESS RESIDENTIAL TRUST PROG 2020 SFR2 C 144A (Progress Residential 2020-SFR2 Trust) | Long | ABS-other | US | $242K | – | 0.21 |
| PROGRESS RESIDENTIAL TRUST PROG 2020 SFR3 B 144A (Progress Residential 2020-SFR3 Trust) | Long | ABS-other | US | $240K | – | 0.21 |
| PUERTO RICO CMWLTH PRC 07/24 ZEROCPNOID 0 (Commonwealth of Puerto Rico) | Long | Debt | PR | $528.12 | – | 0.00 |
| PUERTO RICO CMWLTH PRC 07/25 FIXED 5.375 (Commonwealth of Puerto Rico) | Long | Debt | PR | $4K | – | 0.00 |
| PUERTO RICO CMWLTH PRC 07/27 FIXED 5.625 (Commonwealth of Puerto Rico) | Long | Debt | PR | $4K | – | 0.00 |
| PUERTO RICO CMWLTH PRC 07/29 FIXED 5.625 (Commonwealth of Puerto Rico) | Long | Debt | PR | $4K | – | 0.00 |
| PUERTO RICO CMWLTH PRC 07/33 FIXED 4 (Commonwealth of Puerto Rico) | Long | Debt | PR | $3K | – | 0.00 |
| PUERTO RICO CMWLTH PRC 07/33 ZEROCPNOID 0 (Commonwealth of Puerto Rico) | Long | Debt | PR | $3K | – | 0.00 |
| PUERTO RICO CMWLTH PRC 07/35 FIXED 4 (Commonwealth of Puerto Rico) | Long | Debt | PR | $3K | – | 0.00 |
| PUERTO RICO CMWLTH PRC 07/37 FIXED 4 (Commonwealth of Puerto Rico) | Long | Debt | PR | $2K | – | 0.00 |
| PUERTO RICO CMWLTH PRC 07/41 FIXED 4 (Commonwealth of Puerto Rico) | Long | Debt | US | $3K | – | 0.00 |
| PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR (Commonwealth of Puerto Rico) | Long | Debt | PR | $46K | – | 0.04 |
| PURCHASED AUD/ SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | AU | $1K | – | 0.00 | |
| PURCHASED AUD/ SOLD USD (Citibank N.A.) | Derivative-foreign exchange | AU | $-11.47 | – | -0.00 | |
| PURCHASED BRL/ SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | BR | $290.44 | – | 0.00 | |
| PURCHASED BRL/ SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | BR | $-10K | – | -0.01 | |
| PURCHASED CAD/ SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $275.49 | – | 0.00 | |
| PURCHASED CHF/ SOLD USD (UBS AG) | Derivative-foreign exchange | CH | $1K | – | 0.00 | |
| PURCHASED EUR/ SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | KY | $254.77 | – | 0.00 | |
| PURCHASED EUR/ SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | KY | $-26.01 | – | -0.00 | |
| PURCHASED EUR/ SOLD USD (UBS AG) | Derivative-foreign exchange | KY | $-433.81 | – | -0.00 | |
| PURCHASED GBP/ SOLD USD (JPMorgan Chase Bank N.A.) | Derivative-foreign exchange | GB | $-53 | – | -0.00 | |
| PURCHASED JPY/ SOLD USD (UBS AG) | Derivative-foreign exchange | JP | $-3K | – | -0.00 | |
| PURCHASED JPY/ SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | JP | $-3K | – | -0.00 | |
| PURCHASED NOK/ SOLD USD (Bank of America N.A.) | Derivative-foreign exchange | NO | $12K | – | 0.01 | |
| PURCHASED NOK/ SOLD USD (Citibank N.A.) | Derivative-foreign exchange | NO | $3.62 | – | 0.00 | |
| PURCHASED NZD/ SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | NZ | $1K | – | 0.00 | |
| PURCHASED NZD/ SOLD USD (Bank of America N.A.) | Derivative-foreign exchange | NZ | $215.75 | – | 0.00 | |
| PURCHASED NZD/ SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | NZ | $-28.97 | – | -0.00 | |
| PURCHASED USD/ SOLD AUD (Royal Bank of Canada) | Derivative-foreign exchange | AU | $-88.7 | – | -0.00 | |
| PURCHASED USD/ SOLD AUD (Wells Fargo Bank N.A.) | Derivative-foreign exchange | AU | $-259.65 | – | -0.00 | |
| PURCHASED USD/ SOLD BRL (Goldman Sachs International) | Derivative-foreign exchange | BR | $24K | – | 0.02 | |
| PURCHASED USD/ SOLD BRL (State Street Bank & Trust Co.) | Derivative-foreign exchange | BR | $10K | – | 0.01 | |
| PURCHASED USD/ SOLD CAD (Goldman Sachs International) | Derivative-foreign exchange | CA | $9.62 | – | 0.00 | |
| PURCHASED USD/ SOLD CAD (HSBC Bank USA N.A.) | Derivative-foreign exchange | CA | $-9.4 | – | -0.00 | |
| PURCHASED USD/ SOLD CAD (UBS AG) | Derivative-foreign exchange | CA | $-33.95 | – | -0.00 | |
| PURCHASED USD/ SOLD CAD (HSBC Bank USA N.A.) | Derivative-foreign exchange | CA | $-37.71 | – | -0.00 | |
| PURCHASED USD/ SOLD CAD (Canadian Imperial Bank of Commerce) | Derivative-foreign exchange | CA | $-62.84 | – | -0.00 | |
| PURCHASED USD/ SOLD CAD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-354.07 | – | -0.00 | |
| PURCHASED USD/ SOLD CAD (Canadian Imperial Bank of Commerce) | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| PURCHASED USD/ SOLD CHF (Citibank N.A.) | Derivative-foreign exchange | CH | $-75.82 | – | -0.00 | |
| PURCHASED USD/ SOLD CHF (State Street Bank & Trust Co.) | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| PURCHASED USD/ SOLD EUR (UBS AG) | Derivative-foreign exchange | KY | $7K | – | 0.01 | |
| PURCHASED USD/ SOLD EUR (Deutsche Bank AG) | Derivative-foreign exchange | KY | $11.03 | – | 0.00 | |
| PURCHASED USD/ SOLD GBP (HSBC Bank USA N.A.) | Derivative-foreign exchange | GB | $-8.34 | – | -0.00 | |
| PURCHASED USD/ SOLD JPY (JPMorgan Chase Bank N.A.) | Derivative-foreign exchange | JP | $195.13 | – | 0.00 | |
| PURCHASED USD/ SOLD JPY (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | JP | $185.35 | – | 0.00 | |
| PURCHASED USD/ SOLD JPY (Citibank N.A.) | Derivative-foreign exchange | JP | $151.02 | – | 0.00 | |
| PURCHASED USD/ SOLD JPY (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | JP | $75.01 | – | 0.00 | |
| PURCHASED USD/ SOLD JPY (JPMorgan Chase Bank N.A.) | Derivative-foreign exchange | JP | $-14.81 | – | -0.00 | |
| PURCHASED USD/ SOLD MXN (Canadian Imperial Bank of Commerce) | Derivative-foreign exchange | MX | $69.31 | – | 0.00 | |
| PURCHASED USD/ SOLD NOK (Goldman Sachs International) | Derivative-foreign exchange | NO | $-114.05 | – | -0.00 | |
| PURCHASED USD/ SOLD NOK (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | NO | $-179.71 | – | -0.00 | |
| PURCHASED USD/ SOLD NOK (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | NO | $-185.81 | – | -0.00 | |
| PURCHASED USD/ SOLD NOK (Deutsche Bank AG) | Derivative-foreign exchange | NO | $-226.44 | – | -0.00 | |
| PURCHASED USD/ SOLD NOK (Citibank N.A.) | Derivative-foreign exchange | NO | $-229.79 | – | -0.00 | |
| PURCHASED USD/ SOLD NOK (JPMorgan Chase Bank N.A.) | Derivative-foreign exchange | NO | $-346.18 | – | -0.00 | |
| PURCHASED USD/ SOLD NOK (State Street Bank & Trust Co.) | Derivative-foreign exchange | NO | $-9K | – | -0.01 | |
| PURCHASED USD/ SOLD NZD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | NZ | $-68.62 | – | -0.00 | |
| PURCHASED USD/ SOLD NZD (JPMorgan Chase Bank N.A.) | Derivative-foreign exchange | NZ | $-145.49 | – | -0.00 | |
| PURCHASED USD/ SOLD NZD (Goldman Sachs International) | Derivative-foreign exchange | NZ | $-261.51 | – | -0.00 | |
| PURCHASED USD/ SOLD SEK (Deutsche Bank AG) | Derivative-foreign exchange | SE | $-68.62 | – | -0.00 | |
| PURCHASED USD/ SOLD SEK (State Street Bank & Trust Co.) | Derivative-foreign exchange | SE | $-165.29 | – | -0.00 | |
| RADIATE HOLDCO LLC 2021 TERM LOAN B | Long | Loan | US | $31K | – | 0.03 |
| RADNOR RE LTD RMIR 2021 2 M1A 144A (Radnor RE 2021-2 Ltd) | Long | ABS-mortgage backed security | BM | $10K | – | 0.01 |
| RAIZEN FUELS FINANCE COMPANY GUAR 144A 03/34 6.45 (Raizen Fuels Finance SA) | Long | Debt | LU | $203K | – | 0.18 |
| RANGE RESOURCES CORP COMPANY GUAR 144A 02/30 4.75 | Long | Debt | US | $28K | – | 0.02 |
| REALPAGE INC 2ND LIEN TERM LOAN | Long | Loan | US | $270K | – | 0.24 |
| REALPAGE, INC. 1ST LIEN TERM LOAN (RealPage Inc) | Long | Loan | US | $58K | – | 0.05 |
| REGAL REXNORD CORP COMPANY GUAR 02/26 6.05 | Long | Debt | US | $15K | – | 0.01 |
| REPUBLIC OF ALBANIA SR UNSECURED REGS 11/31 3.5 (Albania Government International Bond) | Long | Debt | AL | $349K | – | 0.31 |
| REPUBLIC OF MONTENEGRO SR UNSECURED 144A 03/31 7.25 (Montenegro Government International Bond) | Long | Debt | ME | $617K | – | 0.55 |
| REPUBLIC OF PANAMA SR UNSECURED 02/35 6.4 (Panama Government International Bond) | Long | Debt | PA | $282K | – | 0.25 |
| REPUBLIC OF SERBIA SR UNSECURED REGS 09/33 6.5 (Serbia International Bond) | Long | Debt | RS | $327K | – | 0.29 |
| REPUBLIC OF SRI LANKA SR UNSECURED REGS 07/26 6.825 (Sri Lanka Government International Bond) | Long | Debt | LK | $118K | – | 0.10 |
| REPUBLIC OF SRI LANKA SR UNSECURED REGS 11/25 6.85 (Sri Lanka Government International Bond) | Long | Debt | LK | $118K | – | 0.10 |
| RFS OPCO LLC TERM LOAN | Long | Loan | US | $35K | – | 0.03 |
| RIVIAN AUTO INC SR UNSECURED 144A 03/29 4.625 (Rivian Automotive Inc) | Long | Debt | US | $23K | – | 0.02 |
| RIVIAN HLD/AUTO LLC SR SECURED 144A 10/26 VAR (Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC) | Long | Debt | US | $158K | – | 0.14 |
| ROGERS COMMUNICATIONS IN COMPANY GUAR 02/34 5.3 (Rogers Communications Inc) | Long | Debt | CA | $141K | – | 0.12 |
| ROGERS COMMUNICATIONS IN COMPANY GUAR 03/32 3.8 (Rogers Communications Inc) | Long | Debt | CA | $314K | – | 0.28 |
| ROGERS COMMUNICATIONS IN COMPANY GUAR 03/52 4.55 (Rogers Communications Inc) | Long | Debt | CA | $211K | – | 0.19 |
| ROYAL CARIBBEAN CRUISES SR SECURED 144A 01/29 8.25 (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $37K | – | 0.03 |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 03/32 6.25 (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $40K | – | 0.04 |
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2022 B B 144A (Santander Bank Auto Credit-Linked Notes Series 2022-B) | Long | ABS-other | US | $101K | – | 0.09 |
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2023 B C (Santander Bank Auto Credit-Linked Notes Series 2023-B) | Long | ABS-other | US | $249K | – | 0.22 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 5 C (Santander Drive Auto Receivables Trust 2022-5) | Long | ABS-other | US | $35K | – | 0.03 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 6 C (Santander Drive Auto Receivables Trust 2022-6) | Long | ABS-other | US | $54K | – | 0.05 |
| SANTANDER HOLDINGS USA SR UNSECURED 01/28 VAR (Santander Holdings USA Inc) | Long | Debt | US | $169K | – | 0.15 |
| SANTANDER RETAIL AUTO LEASE TR SRT 2022 B B 144A (Santander Retail Auto Lease Trust 2022-B) | Long | ABS-other | US | $163K | – | 0.14 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR (Santander UK Group Holdings PLC) | Long | Debt | GB | $188K | – | 0.17 |
| SASOL FINANCING USA LLC COMPANY GUAR 09/26 4.375 | Long | Debt | US | $187K | – | 0.16 |
| SBNA AUTO LEASE TRUST SBALT 2024 A A4 144A (SBNA Auto Lease Trust 2024-A) | Long | ABS-other | US | $80K | – | 0.07 |
| SDR COMMERCIAL MORTGAGE TRUST SDR 2024 DSNY B 144A (SDR Commercial Mortgage Trust 2024-DSNY) | Long | ABS-mortgage backed security | US | $100K | – | 0.09 |
| SEADRILL FINANCE LTD SECURED 144A 08/30 8.375 | Long | Debt | BM | $210K | – | 0.19 |
| SEALED AIR/SEALED AIR US COMPANY GUAR 144A 02/31 7.25 (Sealed Air Corp/Sealed Air Corp US) | Long | Debt | US | $5K | – | 0.00 |
| SEB FUNDING LLC SEB4P 2024 1A A2 144A | Long | ABS-other | US | $170K | – | 0.15 |
| SEQUOIA MORTGAGE TRUST SEMT 2019 5 B3 144A (Sequoia Mortgage Trust 2019-5) | Long | ABS-mortgage backed security | US | $378K | – | 0.33 |
| SERVICE PROPERTIES TRUST SR SECURED 144A 11/31 8.625 | Long | Debt | US | $52K | – | 0.05 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A B 144A (SFS Auto Receivables Securitization Trust 2024-1) | Long | ABS-other | US | $170K | – | 0.15 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A C 144A (SFS Auto Receivables Securitization Trust 2024-1) | Long | ABS-other | US | $15K | – | 0.01 |
| SIERRA RECEIVABLES FUNDING CO SRFC 2019 3A A 144A (Sierra Timeshare 2019-3 Receivables Funding LLC) | Long | ABS-other | US | $36K | – | 0.03 |
| SIERRA RECEIVABLES FUNDING CO SRFC 2020 2A C 144A (Sierra Timeshare 2020-2 Receivables Funding LLC) | Long | ABS-other | US | $33K | – | 0.03 |
| SIERRA RECEIVABLES FUNDING CO SRFC 2022 3A B 144A (Sierra Timeshare 2022-3 Receivables Funding LLC) | Long | ABS-other | US | $104K | – | 0.09 |
| SIGNAL PEAK CLO, LLC SPEAK 2018 5A BR 144A (Signal Peak CLO 5 Ltd) | Long | ABS-other | KY | $251K | – | 0.22 |
| SILVERBOW RESOURCES INC SECURED 144A 12/28 VAR | Long | Debt | US | $161K | – | 0.14 |
| SIRIUS XM RADIO INC COMPANY GUAR 144A 07/28 4 | Long | Debt | US | $31K | – | 0.03 |
| SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5 | Long | Debt | US | $30K | – | 0.03 |
| SIX FLAGS ENTER / THEME SR SECURED 144A 05/32 6.625 (Six Flags Entertainment Corp / Six Flags Theme Parks Inc) | Long | Debt | US | $134K | – | 0.12 |
| SOCIETE GENERALE 144A 01/28 VAR (Societe Generale SA) | Long | Debt | FR | $227K | – | 0.20 |
| SOLVENTUM CORP COMPANY GUAR 144A 03/29 5.4 | Long | Debt | US | $75K | – | 0.07 |
| SOLVENTUM CORP COMPANY GUAR 144A 03/31 5.45 | Long | Debt | US | $172K | – | 0.15 |
| SOLVENTUM CORP COMPANY GUAR 144A 03/34 5.6 | Long | Debt | US | $123K | – | 0.11 |
| SOLVENTUM CORP COMPANY GUAR 144A 04/54 5.9 | Long | Debt | US | $115K | – | 0.10 |
| SOPHIA L P 2024 TERM LOAN B (Ellucian Holdings Inc) | Long | Loan | US | $89K | – | 0.08 |
| SOUTH32 TREASURY LTD COMPANY GUAR 144A 04/32 4.35 | Long | Debt | AU | $294K | – | 0.26 |
| SOUTHERN CO SR UNSECURED 03/34 5.7 (Southern Co/The) | Long | Debt | US | $81K | – | 0.07 |
| SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75 | Long | Debt | US | $45K | – | 0.04 |
| SPRINT CAPITAL CORP COMPANY GUAR 03/32 8.75 | Long | Debt | US | $149K | – | 0.13 |
| STAR PARENT INC SR SECURED 144A 10/30 9 | Long | Debt | US | $47K | – | 0.04 |
| STAR PARENT, INC. TERM LOAN B (Star Parent Inc) | Long | Loan | US | $35K | – | 0.03 |
| SUMMIT MATERIALS LLC/FIN COMPANY GUAR 144A 01/31 7.25 (Summit Materials LLC / Summit Materials Finance Corp) | Long | Debt | US | $26K | – | 0.02 |
| SUNOCO LP COMPANY GUAR 144A 05/29 7 | Long | Debt | US | $51K | – | 0.04 |
| SUNOCO LP COMPANY GUAR 144A 05/32 7.25 | Long | Debt | US | $61K | – | 0.05 |
| SYMPHONY CLO LTD SYMP 2015 16A ARR 144A (Symphony CLO XVI Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $260K | – | 0.23 |
| SYMPHONY STATIC CLO LTD SSTAT 2021 1A C 144A (Symphony Static CLO I Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.22 |
| T MOBILE USA INC COMPANY GUAR 01/33 5.2 (T-Mobile USA Inc) | Long | Debt | US | $39K | – | 0.03 |
| T MOBILE USA INC COMPANY GUAR 01/54 5.75 (T-Mobile USA Inc) | Long | Debt | US | $149K | – | 0.13 |
| T ROWE PRICE FLOATING RATE ETF T ROWE PRICE FLOATING RT ETF | Long | Equity-common | US | $667K | 13K | 0.59 |
| T. Rowe Price Government Reserve Fund | Long | Short-term investment vehicle | US | $2M | 2M | 1.78 |
| T. Rowe Price Government Reserve Fund \u2013 Collateral | Long | Short-term investment vehicle | US | $1M | 1M | 1.15 |
| TACALA LLC 2024 TERM LOAN (Tacala Investment Corp) | Long | Loan | US | $60K | – | 0.05 |
| TALEN ENERGY SUPPLY LLC SR SECURED 144A 06/30 8.625 | Long | Debt | US | $113K | – | 0.10 |
| TALEN ENERGY SUPPLY, LLC 2023 TERM LOAN B (Talen Energy Supply LLC) | Long | Loan | US | $129K | – | 0.11 |
| TALEN ENERGY SUPPLY, LLC 2023 TERM LOAN C (Talen Energy Supply LLC) | Long | Loan | US | $32K | – | 0.03 |
| TALLGRASS NRG PRTNR/FIN COMPANY GUAR 144A 03/27 6 (Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp) | Long | Debt | US | $51K | – | 0.04 |
| TALLGRASS NRG PRTNR/FIN SR UNSECURED 144A 02/29 7.375 (Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp) | Long | Debt | US | $25K | – | 0.02 |
| TARGA RESOURCES PARTNERS COMPANY GUAR 03/30 5.5 (Targa Resources Partners LP / Targa Resources Partners Finance Corp) | Long | Debt | US | $12K | – | 0.01 |
| TENET HEALTHCARE CORP COMPANY GUAR 10/28 6.125 | Long | Debt | US | $40K | – | 0.03 |
| TENET HEALTHCARE CORP SR SECURED 06/30 6.125 | Long | Debt | US | $5K | – | 0.00 |
| TENET HEALTHCARE CORP SR UNSECURED 11/31 6.875 | Long | Debt | US | $31K | – | 0.03 |
| TENNECO INC 2022 TERM LOAN B | Long | Loan | US | $59K | – | 0.05 |
| TENNECO INC SR SECURED 144A 11/28 8 | Long | Debt | US | $32K | – | 0.03 |
| TER FINANCE LTD JERSEY SECURED 144A 01/25 0.00000 | Long | Debt | JE | $96K | – | 0.09 |
| TERRAFORM GLOBAL OPERATI COMPANY GUAR 144A 03/26 6.125 (Terraform Global Operating LP) | Long | Debt | US | $39K | – | 0.03 |
| TEVA PHARMACEUTICALS NE COMPANY GUAR 09/31 8.125 (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $218K | – | 0.19 |
| TK ELEVATOR HOLDCO GMBH SR UNSECURED REGS 07/28 6.625 | Long | Debt | DE | $211K | – | 0.19 |
| TK ELEVATOR US NEWCO INC USD TERM LOAN B | Long | Loan | US | $85K | – | 0.07 |
| TMS INTERNATIONAL CORP SR UNSECURED 144A 04/29 6.25 (TMS International Corp/DE) | Long | Debt | US | $28K | – | 0.02 |
| TOWNSQUARE MEDIA INC SR SECURED 144A 02/26 6.875 | Long | Debt | US | $24K | – | 0.02 |
| TRANSDIGM INC SR SECURED 144A 12/30 6.875 | Long | Debt | US | $50K | – | 0.04 |
| TRANSDIGM INC SR SECURED 144A 12/31 7.125 | Long | Debt | US | $71K | – | 0.06 |
| TRANSOCEAN AQUILA LTD SR SECURED 144A 09/28 8 | Long | Debt | KY | $25K | – | 0.02 |
| TRANSOCEAN INC COMPANY GUAR 144A 05/29 8.25 | Long | Debt | KY | $25K | – | 0.02 |
| TRANSOCEAN INC COMPANY GUAR 144A 05/31 8.5 | Long | Debt | KY | $15K | – | 0.01 |
| TRANSOCEAN INC SR SECURED 144A 02/30 8.75 | Long | Debt | KY | $22K | – | 0.02 |
| TRICON AMERICAN HOMES TAH 2019 SFR1 D 144A (Tricon American Homes 2019-SFR1 Trust) | Long | ABS-other | US | $95K | – | 0.08 |
| TRICON RESIDENTIAL TCN 2024 SFR2 A 144A (Tricon Residential 2024-SFR2 Trust) | Long | ABS-other | US | $97K | – | 0.09 |
| TRICON RESIDENTIAL TCN 2024 SFR2 D 144A (Tricon Residential 2024-SFR2 Trust) | Long | ABS-other | US | $152K | – | 0.13 |
| TRUIST INSURANCE HOLDINGS LLC 2ND LIEN TERM LOAN | Long | Loan | US | $281K | – | 0.25 |
| TRUIST INSURANCE HOLDINGS LLC TERM LOAN B | Long | Loan | US | $141K | – | 0.12 |
| U.S. BANK NATIONAL ASSOCIATION USCLN 2023 1 B 144A (US Bank NA) | Long | ABS-other | US | $195K | – | 0.17 |
| UBS GROUP AG SR UNSECURED 144A 05/32 VAR | Long | Debt | CH | $213K | – | 0.19 |
| UBS GROUP AG SR UNSECURED 144A 08/33 VAR | Long | Debt | CH | $263K | – | 0.23 |
| UFC HOLDINGS LLC 2021 TERM LOAN B | Long | Loan | US | $137K | – | 0.12 |
| UKG INC SR SECURED 144A 02/31 6.875 | Long | Debt | US | $111K | – | 0.10 |
| UKG, INC, 2024 TERM LOAN B (UKG Inc) | Long | Loan | US | $330K | – | 0.29 |
| UNIVISION COMMUNICATIONS SR SECURED 144A 08/28 8 (Univision Communications Inc) | Long | Debt | US | $30K | – | 0.03 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-818.18 | – | -0.00 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $9K | – | 0.01 | |
| US 2YR FUTR OPTN JUL24C 102 EXP 06/21/2024 | Derivative-interest rate | US | $21K | – | 0.02 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $2K | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-28K | – | -0.02 | |
| US TREASURY N/B 01/28 3.5 (United States Treasury Note/Bond) | Long | Debt | US | $91K | – | 0.08 |
| US TREASURY N/B 02/27 1.875 (United States Treasury Note/Bond) | Long | Debt | US | $696K | – | 0.62 |
| US TREASURY N/B 02/29 4.25 (United States Treasury Note/Bond) | Long | Debt | US | $84K | – | 0.07 |
| US TREASURY N/B 02/34 4 (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 1.55 |
| US TREASURY N/B 02/42 2.375 (United States Treasury Note/Bond) | Long | Debt | US | $58K | – | 0.05 |
| US TREASURY N/B 02/43 3.875 (United States Treasury Note/Bond) | Long | Debt | US | $103K | – | 0.09 |
| US TREASURY N/B 02/44 4.5 (United States Treasury Note/Bond) | Long | Debt | US | $330K | – | 0.29 |
| US TREASURY N/B 02/53 3.625 (United States Treasury Note/Bond) | Long | Debt | US | $25K | – | 0.02 |
| US TREASURY N/B 02/54 4.25 (United States Treasury Note/Bond) | Long | Debt | US | $192K | – | 0.17 |
| US TREASURY N/B 03/28 3.625 (United States Treasury Note/Bond) | Long | Debt | US | $358K | – | 0.32 |
| US TREASURY N/B 03/29 4.125 (United States Treasury Note/Bond) | Long | Debt | US | $998K | – | 0.88 |
| US TREASURY N/B 05/27 2.625 (United States Treasury Note/Bond) | Long | Debt | US | $325K | – | 0.29 |
| US TREASURY N/B 05/28 3.625 (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 2.84 |
| US TREASURY N/B 05/34 4.375 (United States Treasury Note/Bond) | Long | Debt | US | $287K | – | 0.25 |
| US TREASURY N/B 05/42 3.25 (United States Treasury Note/Bond) | Long | Debt | US | $107K | – | 0.09 |
| US TREASURY N/B 05/43 3.875 (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 1.59 |
| US TREASURY N/B 05/53 3.625 (United States Treasury Note/Bond) | Long | Debt | US | $536K | – | 0.47 |
| US TREASURY N/B 05/54 4.625 (United States Treasury Note/Bond) | Long | Debt | US | $215K | – | 0.19 |
| US TREASURY N/B 06/25 4.625 (United States Treasury Note/Bond) | Long | Debt | US | $636K | – | 0.56 |
| US TREASURY N/B 06/28 4 (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 2.23 |
| US TREASURY N/B 07/27 2.75 (United States Treasury Note/Bond) | Long | Debt | US | $302K | – | 0.27 |
| US TREASURY N/B 08/30 4.125 (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.98 |
| US TREASURY N/B 08/41 1.75 (United States Treasury Note/Bond) | Long | Debt | US | $124K | – | 0.11 |
| US TREASURY N/B 08/43 4.375 (United States Treasury Note/Bond) | Long | Debt | US | $349K | – | 0.31 |
| US TREASURY N/B 08/51 2 (United States Treasury Note/Bond) | Long | Debt | US | $838K | – | 0.74 |
| US TREASURY N/B 08/53 4.125 (United States Treasury Note/Bond) | Long | Debt | US | $372K | – | 0.33 |
| US TREASURY N/B 09/27 4.125 (United States Treasury Note/Bond) | Long | Debt | US | $222K | – | 0.20 |
| US TREASURY N/B 11/27 3.875 (United States Treasury Note/Bond) | Long | Debt | US | $156K | – | 0.14 |
| US TREASURY N/B 11/33 4.5 (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 1.00 |
| US TREASURY N/B 11/42 4 (United States Treasury Note/Bond) | Long | Debt | US | $141K | – | 0.12 |
| US TREASURY N/B 11/43 4.75 (United States Treasury Note/Bond) | Long | Debt | US | $657K | – | 0.58 |
| US TREASURY N/B 11/52 4 (United States Treasury Note/Bond) | Long | Debt | US | $251K | – | 0.22 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-69K | – | -0.06 | |
| UTAH ACQUISITION SUB COMPANY GUAR 06/46 5.25 (Utah Acquisition Sub Inc) | Long | Debt | US | $348K | – | 0.31 |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 01/30 6.25 (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $60K | – | 0.05 |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125 (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $35K | – | 0.03 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5 | Long | Debt | US | $151K | – | 0.13 |
| VERDANT RECEIVABLES LLC VERD 2023 1A A2 144A (Verdant Receivables 2023-1 LLC) | Long | ABS-other | US | $168K | – | 0.15 |
| VERDANT RECEIVABLES LLC VERD 2024 1A A2 144A (Verdant Receivables 2024-1 LLC) | Long | ABS-other | US | $100K | – | 0.09 |
| VERMILION ENERGY INC SR UNSECURED 144A 05/30 6.875 | Long | Debt | CA | $44K | – | 0.04 |
| VERUS SECURITIZATION TRUST VERUS 2020 1 A3 144A (Verus Securitization Trust 2020-1) | Long | ABS-mortgage backed security | US | $66K | – | 0.06 |
| VERUS SECURITIZATION TRUST VERUS 2021 1 A3 144A (Verus Securitization Trust 2021-1) | Long | ABS-mortgage backed security | US | $98K | – | 0.09 |
| VERUS SECURITIZATION TRUST VERUS 2021 R3 A1 144A (Verus Securitization Trust 2021-R3) | Long | ABS-mortgage backed security | US | $35K | – | 0.03 |
| VERUS SECURITIZATION TRUST VERUS 2022 4 A1 144A (Verus Securitization Trust 2022-4) | Long | ABS-mortgage backed security | US | $73K | – | 0.06 |
| VERUS SECURITIZATION TRUST VERUS 2023 1 A1 144A (Verus Securitization Trust 2023-1) | Long | ABS-mortgage backed security | US | $80K | – | 0.07 |
| VERUS SECURITIZATION TRUST VERUS 2023 3 A2 144A (Verus Securitization Trust 2023-3) | Long | ABS-mortgage backed security | US | $80K | – | 0.07 |
| VIASAT INC SR UNSECURED 144A 05/31 7.5 | Long | Debt | US | $34K | – | 0.03 |
| VIBRANTZ TECH INC SR UNSECURED 144A 02/30 9 (Vibrantz Technologies Inc) | Long | Debt | US | $56K | – | 0.05 |
| VISTA POINT SECURITIZATION TRU VSTA 2020 2 A1 144A (Vista Point Securitization Trust 2020-2) | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| VISTRA CORP JR SUBORDINA 144A 12/99 VAR | Long | Debt | US | $104K | – | 0.09 |
| VISTRA CORP JR SUBORDINA 144A VAR | Long | Debt | US | $277K | – | 0.24 |
| VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 10/31 7.75 | Long | Debt | US | $31K | – | 0.03 |
| VISTRA OPERATIONS CO LLC SR SECURED 144A 05/25 5.125 | Long | Debt | US | $60K | – | 0.05 |
| VISTRA ZERO OPRTNG COMPANY LLC TERM LOAN B (Vistra Zero Operating Co LLC) | Long | Loan | US | $55K | – | 0.05 |
| VNO MORTGAGE TRUST VNDO 2016 350P D 144A (VNDO Trust 2016-350P) | Long | ABS-mortgage backed security | US | $95K | – | 0.08 |
| VOYA CLO LTD VOYA 2018 3A A1R2 144A (Voya CLO 2018-3 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.22 |
| WAND NEWCO 3 INC 2024 TERM LOAN B | Long | Loan | US | $130K | – | 0.12 |
| WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625 | Long | Debt | US | $31K | – | 0.03 |
| WAYSTAR TECHNOLOGIES INC 2024 TERM LOAN B | Long | Loan | US | $90K | – | 0.08 |
| WB COMMERCIAL MORTGAGE TRUST WB 2024 HQ A 144A (WB Commercial Mortgage Trust 2024-HQ) | Long | ABS-mortgage backed security | US | $100K | – | 0.09 |
| WEC US HOLDINGS LTD. 2024 TERM LOAN | Long | Loan | US | $80K | – | 0.07 |
| WELLFLEET CLO LTD WELF 2021 3A B 144A (Wellfleet CLO 2021-3 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.22 |
| WELLS FARGO + COMPANY SR UNSECURED 02/31 VAR (Wells Fargo & Co) | Long | Debt | US | $26K | – | 0.02 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 C30 A4 (Wells Fargo Commercial Mortgage Trust 2015-C30) | Long | ABS-mortgage backed security | US | $137K | – | 0.12 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C54 A4 (Wells Fargo Commercial Mortgage Trust 2019-C54) | Long | ABS-mortgage backed security | US | $262K | – | 0.23 |
| WINDSOR HOLDINGS III LLC SR SECURED 144A 06/30 8.5 | Long | Debt | US | $31K | – | 0.03 |
| WR GRACE HOLDING LLC SR SECURED 144A 03/31 7.375 (WR Grace Holdings LLC) | Long | Debt | US | $12K | – | 0.01 |
| WR GRACE HOLDING LLC SR SECURED 144A 06/27 4.875 (WR Grace Holdings LLC) | Long | Debt | US | $34K | – | 0.03 |
| WR GRACE HOLDING LLC SR UNSECURED 144A 08/29 5.625 (WR Grace Holdings LLC) | Long | Debt | US | $17K | – | 0.02 |
| YUM BRANDS INC SR UNSECURED 04/32 5.375 | Long | Debt | US | $33K | – | 0.03 |
| ZF NA CAPITAL COMPANY GUAR 144A 04/32 6.875 (ZF North America Capital Inc) | Long | Debt | US | $153K | – | 0.14 |
Address
T. Rowe Price Exchange-Traded Funds, 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
State Stree Bank and Trust Company
Pricing Services
Bloomberg Finance L.P.
ICE Data Services, Inc.
London Stock Exchange Group PLC
S&P Global Inc.
Custodians
Euroclear Bank
Royal Bank of Canada
State Street Bank and Trust Company
Shareholder Servicing Agents
State Street Bank and Trust Company
Admins
T. Rowe Price Associates, Inc.
Brokers
N/A