Fidelity Group of Funds > Fidelity Merrimack Street Trust
Fidelity Tactical Bond ETF
$14.72M
Avg Monthly Net Assets
$14.59M
Total Assets
$173K
Total Liabilities
$14.42M
Net Assets
Fidelity Tactical Bond ETF is an Exchange-Traded Fund in Fidelity Merrimack Street Trust
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $14.72M.
On July 26th, 2024 it reported 627 holdings, the largest
being UST NOTES (13.6%), UNITED STATES TREASURY BOND (10.9%) and UST NOTES (4.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| Fidelity Tactical Bond ETF | C000239880 | ARCX | FTBD |
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 |
|---|---|---|---|---|---|---|
| 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A (1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC) | Long | Debt | CA | $16K | – | 0.11 |
| 1375209 BC LTD 9% 01/30/2028 144A | Long | Debt | CA | $5K | – | 0.03 |
| AASET 2018-1A A 3.844% 1/38 144A (AASET 2018-1 TR) | Long | ABS-collateralized bond/debt obligation | US | $62K | – | 0.43 |
| ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A | Long | Debt | US | $16K | – | 0.11 |
| ACRISURE LLC / ACRISURE FINANCE INC 8.25% 02/01/2029 144A | Long | Debt | US | $5K | – | 0.03 |
| ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A | Long | Debt | US | $9K | – | 0.06 |
| ADAPTHEALTH LLC 5.125% 03/01/2030 144A | Long | Debt | US | $7K | – | 0.05 |
| ADT SECURITY CORP/THE 4.125% 08/01/2029 144A | Long | Debt | US | $15K | – | 0.11 |
| ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A | Long | Debt | US | $11K | – | 0.08 |
| ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A | Long | Debt | US | $9K | – | 0.06 |
| AECOM 5.125% 03/15/2027 | Long | Debt | US | $6K | – | 0.04 |
| AERCAP GLOBAL AVIATION TR 6.5%/VAR 06/15/2045 144A | Long | Debt | US | $5K | – | 0.03 |
| AERCAP HOLDINGS NV 5.875/VAR 10/10/2079 | Long | Equity-preferred | NL | $7K | – | 0.05 |
| AFFINITY GAMING LLC 6.875% 12/15/2027 144A | Long | Debt | US | $2K | – | 0.01 |
| AHEAD DB HOLDINGS LLC 6.625% 05/01/2028 144A | Long | Debt | US | $3K | – | 0.02 |
| AIB GROUP PLC 2.875%/VAR 05/30/2031 REGS | Long | Debt | IE | $105K | – | 0.73 |
| AIR LEASE CORP 4.125/VAR PERP | Long | Equity-preferred | US | $5K | – | 0.04 |
| AIRCASTLE LTD 5.25/VAR PERP 144A | Long | Equity-preferred | BM | $7K | – | 0.05 |
| AKUMIN INC 8% 08/01/2028 144A | Long | Debt | US | $2K | – | 0.01 |
| ALARM.COM HOLDINGS INC CONV 2.25% 06/01/2029 144A | Long | Debt | US | $986.11 | – | 0.01 |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A | Long | Debt | US | $15K | – | 0.11 |
| ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A | Long | Debt | NL | $9K | – | 0.06 |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A | Long | Debt | US | $6K | – | 0.04 |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 10/15/2027 144A | Long | Debt | US | $12K | – | 0.08 |
| ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A | Long | Debt | US | $10K | – | 0.07 |
| ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 9.75% 07/15/2027 144A (ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP) | Long | Debt | US | $13K | – | 0.09 |
| ALLY FINANCIAL 4.7/VAR INC PERP (ALLY FINANCIAL INC) | Long | Equity-preferred | US | $11K | – | 0.07 |
| ALLY FINL INC 4.7%/VAR PERP (ALLY FINANCIAL INC) | Long | Equity-preferred | US | $799.72 | – | 0.01 |
| ALLY FINL INC 5.75% 11/20/2025 (ALLY FINANCIAL INC) | Long | Debt | US | $3K | – | 0.02 |
| ALLY FINL INC 6.7% 02/14/2033 (ALLY FINANCIAL INC) | Long | Debt | US | $2K | – | 0.01 |
| ALTICE FING SA 5.75% 08/15/2029 144A | Long | Debt | LU | $10K | – | 0.07 |
| ALTICE FRANCE HOLDING SA 10.5% 05/15/2027 144A | Long | Debt | LU | $369.99 | – | 0.00 |
| ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A | Long | Debt | LU | $4K | – | 0.03 |
| ALTICE FRANCE SA 5.125% 07/15/2029 144A | Long | Debt | FR | $13K | – | 0.09 |
| ALTICE FRANCE SA 5.5% 01/15/2028 144A | Long | Debt | FR | $6K | – | 0.04 |
| AMER SPORTS CO 6.75% 02/16/2031 144A | Long | Debt | US | $7K | – | 0.05 |
| AMERICAN AIRLINES INC 7.25% 02/15/2028 144A | Long | Debt | US | $5K | – | 0.03 |
| AMERICAN AIRLINES INC 8.5% 05/15/2029 144A | Long | Debt | US | $5K | – | 0.04 |
| AMERICAN ROCK SALT TERM 1LN 06/11/2028 (AMERICAN ROCK SALT CO LLC) | Long | Loan | US | $901.43 | – | 0.01 |
| AMERITEX HOLDCO INTERMEDIATE LLC 10.25% 10/15/2028 144A | Long | Debt | US | $5K | – | 0.04 |
| AMN HEALTHCARE 4% 04/15/2029 144A | Long | Debt | US | $3K | – | 0.02 |
| AMWINS GROUP INC 6.375% 02/15/2029 144A | Long | Debt | US | $5K | – | 0.03 |
| ANGLIAN WATER SVCS FINANC PLC 6.293% 07/30/2030 REGS | Long | Debt | GB | $33K | – | 0.23 |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A (ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP) | Long | Debt | US | $4K | – | 0.03 |
| APX GROUP INC 6.75% 02/15/2027 144A | Long | Debt | US | $7K | – | 0.05 |
| ARAMARK SERVICES INC 5% 02/01/2028 144A | Long | Debt | US | $2K | – | 0.01 |
| ARD FIN SA PIK VAR 06/30/2027 144A | Long | Debt | LU | $697.44 | – | 0.00 |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A | Long | Debt | US | $6K | – | 0.04 |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A | Long | Debt | US | $2K | – | 0.01 |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 4.125% 08/15/2026 144A | Long | Debt | IE | $850.25 | – | 0.01 |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 04/30/2025 144A | Long | Debt | IE | $2K | – | 0.01 |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 08/15/2027 144A | Long | Debt | IE | $587.5 | – | 0.00 |
| ARSENAL AIC PARENT LLC 8% 10/01/2030 144A | Long | Debt | US | $5K | – | 0.04 |
| ARTERA SERVICES LLC 8.5% 02/15/2031 144A | Long | Debt | US | $26K | – | 0.18 |
| ASCEND LEARNING TERM 2LN 12/10/2029 (ASCEND LEARNING LLC) | Long | Loan | US | $5K | – | 0.03 |
| ASCEND LEARNING TERM B 1LN 12/10/2028 (ASCEND LEARNING LLC) | Long | Loan | US | $4K | – | 0.03 |
| ASGN INC 4.625% 05/15/2028 144A | Long | Debt | US | $10K | – | 0.07 |
| ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A (ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO) | Long | Debt | US | $3K | – | 0.02 |
| ASSUREDPARTNERS INC 7.5% 02/15/2032 144A | Long | Debt | US | $5K | – | 0.03 |
| ASTON MARTIN CAP HLDGS LTD 10% 03/31/2029 144A (ASTON MARTIN CAPITAL HOLDINGS LTD) | Long | Debt | JE | $5K | – | 0.03 |
| ATI INC 7.25% 08/15/2030 | Long | Debt | US | $5K | – | 0.04 |
| ATP TOWER HOLDINGS LLC/ANDEAN TOWER PARTNERS COLOMBIA SAS/ANDEAN TELECOM PAR 4.05% 04/27/2026 144A (ATP TOWER HOLDINGS LLC / ANDEAN TOWER PARTNERS COLOMBIA SAS / ANDEAN TELECOM PAR) | Long | Debt | US | $4K | – | 0.03 |
| AVANTOR FUNDING INC 4.625% 07/15/2028 144A | Long | Debt | US | $4K | – | 0.03 |
| AVIS BUDG CAR RENT LLC/FIN INC 5.75% 07/15/2027 144A (AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC) | Long | Debt | US | $5K | – | 0.03 |
| AVOLON HOLDINGS FUNDING LTD 5.75% 11/15/2029 144A | Long | Debt | KY | $5K | – | 0.03 |
| AXIAN TELECOM 7.375% 02/16/2027 144A | Long | Debt | MU | $2K | – | 0.01 |
| BANK NOVA SCOTIA BC 4.9/VAR PERP (THE BANK OF NOVA SCOTIA) | Long | Equity-preferred | CA | $147K | – | 1.02 |
| BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032 | Long | Debt | US | $73K | – | 0.51 |
| BANK OF AMERICA CORPORATION 5.875%/VAR PERP | Long | Equity-preferred | US | $5K | – | 0.03 |
| BATH and BODY WORKS INC 6.625% 10/01/2030 144A | Long | Debt | US | $15K | – | 0.10 |
| BAUSCH HEALTH COS INC 4.875% 06/01/2028 144A | Long | Debt | CA | $4K | – | 0.03 |
| BAUSCH HEALTH COS INC 5.25% 01/30/2030 144A | Long | Debt | CA | $2K | – | 0.01 |
| BAUSCH HEALTH COS INC 5.5% 11/01/2025 144A | Long | Debt | CA | $9K | – | 0.07 |
| BAYER ENVIRONMENTAL SCIENCE TERM 1LN 10/04/2029 (DISCOVERY PURCHASER CORP) | Long | Loan | US | $6K | – | 0.04 |
| BAYTEX ENERGY CORP 7.375% 03/15/2032 144A | Long | Debt | CA | $5K | – | 0.04 |
| BEACON ROOFING SUPPLY INC 6.5% 08/01/2030 144A | Long | Debt | US | $5K | – | 0.03 |
| BEAZER HOMES USA INC 7.5% 03/15/2031 144A | Long | Debt | US | $5K | – | 0.03 |
| BLACKSTONE PROP PARTNERS EUR HOLD 1% 05/04/2028 REGS (BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL) | Long | Debt | LU | $94K | – | 0.65 |
| BLOCK INC 3.5% 06/01/2031 | Long | Debt | US | $9K | – | 0.06 |
| BLOCK INC 6.5% 05/15/2032 144A | Long | Debt | US | $8K | – | 0.06 |
| BLUE RACER MS LLC / BR FIN CORP 7.25% 07/15/2032 144A (BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP) | Long | Debt | US | $1K | – | 0.01 |
| BLUE RACER MS LLC / BR FIN CORP 7% 07/15/2029 144A (BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP) | Long | Debt | US | $5K | – | 0.04 |
| BNP PARIBAS 0.5%/VAR 01/19/2030 REGS | Long | Debt | FR | $93K | – | 0.64 |
| BOEING CO 6.259% 05/01/2027 144A | Long | Debt | US | $2K | – | 0.01 |
| BOEING CO 6.298% 05/01/2029 144A | Long | Debt | US | $3K | – | 0.02 |
| BOEING CO 6.388% 05/01/2031 144A | Long | Debt | US | $2K | – | 0.01 |
| BOEING CO 6.528% 05/01/2034 144A | Long | Debt | US | $3K | – | 0.02 |
| BOEING CO 6.858% 05/01/2054 144A | Long | Debt | US | $4K | – | 0.03 |
| BOEING CO 7.008% 05/01/2064 144A | Long | Debt | US | $4K | – | 0.03 |
| BOMBARDIER INC 7.25% 07/01/2031 144A | Long | Debt | CA | $5K | – | 0.04 |
| BOMBARDIER INC 7% 06/01/2032 144A | Long | Debt | CA | $5K | – | 0.03 |
| BOMBARDIER INC 8.75% 11/15/2030 144A | Long | Debt | CA | $5K | – | 0.04 |
| BOOST NEWCO BORROWER LLC 7.5% 01/15/2031 144A | Long | Debt | US | $5K | – | 0.04 |
| BOYD GAMING CORP 4.75% 06/15/2031 144A | Long | Debt | US | $11K | – | 0.07 |
| BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A | Long | Debt | US | $11K | – | 0.07 |
| BRANDSAFWAY TERM B 1LN 08/01/2030 (BRAND INDUSTRIAL SERVICES INC) | Long | Loan | US | $6K | – | 0.04 |
| BRANDYWINE OPER PARTNERSHIP LP 8.875% 04/12/2029 | Long | Debt | US | $7K | – | 0.05 |
| BRAZIL FEDERATIVE REPUBLIC OF 5.625% 02/21/2047 (BRAZIL, FEDERATIVE REPUBLIC OF) | Long | Debt | BR | $166K | – | 1.15 |
| BUILDERS FIRSTSOURCE INC 6.375% 03/01/2034 144A | Long | Debt | US | $5K | – | 0.03 |
| BX COMMERCIAL MORTGAGE TRUST 22-LP2 B TSFR1M+126.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) | Long | ABS-mortgage backed security | US | $78K | – | 0.54 |
| BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A | Long | ABS-mortgage backed security | US | $89K | – | 0.62 |
| C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A | Long | Debt | US | $5K | – | 0.04 |
| C and W SENIOR FINANCE LTD 6.875% 09/15/2027 144A | Long | Debt | KY | $12K | – | 0.09 |
| CABINETWORKS TERM B 1LN 05/17/2028 (ACPRODUCTS HOLDINGS INC) | Long | Loan | US | $4K | – | 0.03 |
| CAESARS ENTERTAINMENT INC 6.5% 02/15/2032 144A | Long | Debt | US | $5K | – | 0.03 |
| CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A | Long | Debt | US | $16K | – | 0.11 |
| CALIFORNIA RES CORP 7.125% 02/01/2026 144A (CALIFORNIA RESOURCES CORPORATION) | Long | Debt | US | $2K | – | 0.01 |
| CALIFORNIA RES CORP 8.25% 06/15/2029 144A (CALIFORNIA RESOURCES CORPORATION) | Long | Debt | US | $5K | – | 0.03 |
| CALUMET SPEC PROD PRT/FIN CORP 9.75% 07/15/2028 144A (CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP) | Long | Debt | US | $5K | – | 0.03 |
| CAN 10YR BOND FUT SEP24 CNU4 (MONTREAL EXCHANGE (THE)) | Derivative-interest rate | CA | $-165.94 | – | -0.00 | |
| CANACOL ENERGY LTD 5.75% 11/24/2028 144A | Long | Debt | CA | $5K | – | 0.04 |
| CANO HEALTH TERM B 1LN 11/23/2027 (CANO HEALTH LLC) | Long | Loan | US | $2K | – | 0.02 |
| CANO HEALTH TERM DIP 1LN SUPER PRIORITY 10/07/2024 (CANO HEALTH LLC) | Long | Loan | US | $1K | – | 0.01 |
| CANO HEALTH TERM DIP DD 1LN SUPER PRIORITY 10/07/2024 (CANO HEALTH LLC) | Long | Loan | US | $2K | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP 5.468%/VAR 02/01/2029 | Long | Debt | US | $9K | – | 0.06 |
| CAPITAL ONE FINANCIAL CORP 5.817%/VAR 02/01/2034 | Long | Debt | US | $15K | – | 0.10 |
| CAPITAL ONE FINANCIAL CORP 7.624%/VAR 10/30/2031 | Long | Debt | US | $12K | – | 0.08 |
| CAPSTONE BORROWER INC 8% 06/15/2030 144A | Long | Debt | US | $2K | – | 0.01 |
| CARGO AIRCRAFT MANAGEMENT INC 4.75% 02/01/2028 144A | Long | Debt | US | $6K | – | 0.04 |
| CARNIVAL CORP 10.5% 06/01/2030 144A | Long | Debt | PA | $35K | – | 0.24 |
| CARVANA CO 4.875% 09/01/2029 144A | Long | Debt | US | $700 | – | 0.00 |
| CARVANA CO 5.625% 10/01/2025 144A | Long | Debt | US | $7K | – | 0.05 |
| CARVANA CO PIK VAR 06/01/2031 144A | Long | Debt | US | $17K | – | 0.12 |
| CARVANA CO PIK VAR 12/01/2028 144A | Long | Debt | US | $1K | – | 0.01 |
| CBRE GLOBAL INVESTOR PAN EUROPEAN CORE FUND 4.75% 03/27/2034 REGS | Long | Debt | LU | $109K | – | 0.75 |
| CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) | Long | Debt | US | $10K | – | 0.07 |
| CCO HLDGS LLC/CAP CORP 5.5% 05/01/2026 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) | Long | Debt | US | $6K | – | 0.04 |
| CENTENE CORP 4.625% 12/15/2029 (CENTENE CORP DEL) | Long | Debt | US | $75K | – | 0.52 |
| CHAMPIONS FINANCING INC 8.75% 02/15/2029 144A | Long | Debt | US | $5K | – | 0.04 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051 | Long | Debt | US | $135K | – | 0.93 |
| CHEMOURS CO 5.75% 11/15/2028 144A | Long | Debt | US | $17K | – | 0.12 |
| CHENIERE ENERGY PARTNERS LP 5.75% 08/15/2034 144A | Long | Debt | US | $5K | – | 0.03 |
| CHICAGO IL BOE 1.75% 12/15/25 (CHICAGO IL BRD ED) | Long | Debt | US | $149K | – | 1.03 |
| CHS/CMNTY HEALTH SYSTEMS INC 10.875% 01/15/2032 144A | Long | Debt | US | $2K | – | 0.01 |
| CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A | Long | Debt | US | $36K | – | 0.25 |
| CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A | Long | Debt | US | $4K | – | 0.03 |
| CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A | Long | Debt | US | $14K | – | 0.10 |
| CHS/CMNTY HEALTH SYSTEMS INC 8% 03/15/2026 144A | Long | Debt | US | $1K | – | 0.01 |
| CIMPRESS PLC 7% 06/15/2026 | Long | Debt | IE | $2K | – | 0.01 |
| CITGO PETROLEUM CORP 6.375% 06/15/2026 144A | Long | Debt | US | $6K | – | 0.04 |
| CITGO PETROLEUM CORP 8.375% 01/15/2029 144A | Long | Debt | US | $5K | – | 0.04 |
| CITIGROUP INC VAR 12/29/2049 | Long | Debt | US | $5K | – | 0.03 |
| CITY FOOTBALL GROUP TERM B 1LN 07/21/2028 (CITY FOOTBALL GROUP LTD) | Long | Loan | GB | $12K | – | 0.08 |
| CLEAN HARBORS INC 6.375% 02/01/2031 144A | Long | Debt | US | $2K | – | 0.01 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC 5.125% 08/15/2027 144A | Long | Debt | US | $13K | – | 0.09 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A | Long | Debt | US | $2K | – | 0.02 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.875% 04/01/2030 144A | Long | Debt | US | $5K | – | 0.03 |
| CLEVELAND-CLIFFS INC 7% 03/15/2032 144A | Long | Debt | US | $5K | – | 0.03 |
| CLOUD SOFTWARE GROUP INC 6.5% 03/31/2029 144A | Long | Debt | US | $7K | – | 0.05 |
| CLOUD SOFTWARE GROUP INC 8.25% 06/30/2032 144A | Long | Debt | US | $5K | – | 0.04 |
| CLOUD SOFTWARE GROUP INC 9% 09/30/2029 144A | Long | Debt | US | $15K | – | 0.10 |
| CLUBCORP HLDGS INC 8.5% 09/15/2025 144A | Long | Debt | US | $5K | – | 0.04 |
| CLUBCORP TERM B 1LN 09/18/2026 (CLUBCORP HLDGS INC) | Long | Loan | US | $5K | – | 0.03 |
| CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A | Long | Debt | US | $5K | – | 0.03 |
| CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A | Long | Debt | US | $5K | – | 0.03 |
| CNT PRNT/CDK GLO II/FIN 8% 06/15/2029 144A (CENTRAL PARENT LLC / CDK GLO) | Long | Debt | US | $5K | – | 0.04 |
| CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A | Long | Debt | US | $6K | – | 0.04 |
| CNX RESOURCES CORP 7.25% 03/01/2032 144A | Long | Debt | US | $5K | – | 0.04 |
| COHERENT CORP 5% 12/15/2029 144A | Long | Debt | US | $15K | – | 0.10 |
| COINBASE GLOBAL INC 3.625% 10/01/2031 144A | Long | Debt | US | $5K | – | 0.03 |
| COLOMBIA REPUBLIC OF 8% 11/14/2035 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $204K | – | 1.41 |
| COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A | Long | Debt | US | $2K | – | 0.01 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A | Long | Debt | US | $6K | – | 0.04 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A | Long | Debt | US | $2K | – | 0.01 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A | Long | Debt | US | $2K | – | 0.01 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A | Long | Debt | US | $2K | – | 0.01 |
| COMMSCOPE INC 4.75% 09/01/2029 144A | Long | Debt | US | $9K | – | 0.06 |
| COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A | Long | Debt | US | $921.79 | – | 0.01 |
| COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A | Long | Debt | US | $12K | – | 0.08 |
| CONNECT FINCO SARL / CONNECT US FINCO LLC 6.75% 10/01/2026 144A | Long | Debt | LU | $3K | – | 0.02 |
| CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A | Long | Debt | LU | $5K | – | 0.04 |
| CORECIVIC INC 8.25% 04/15/2029 | Long | Debt | US | $10K | – | 0.07 |
| CORELOGIC INC 4.5% 05/01/2028 144A | Long | Debt | US | $5K | – | 0.03 |
| CORELOGIC TERM B 1LN 06/02/2028 (CORELOGIC INC) | Long | Loan | US | $985 | – | 0.01 |
| COVANTA HLDG CORP 4.875% 12/01/2029 144A | Long | Debt | US | $6K | – | 0.04 |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 7.5% 12/15/2033 144A | Long | Debt | US | $10K | – | 0.07 |
| CRESCENT ENERGY FINANCE LLC 7.625% 04/01/2032 144A | Long | Debt | US | $2K | – | 0.01 |
| CROCS INC 4.125% 08/15/2031 144A | Long | Debt | US | $5K | – | 0.04 |
| CSC HOLDINGS LLC 3.375% 02/15/2031 144A | Long | Debt | US | $6K | – | 0.04 |
| CSC HOLDINGS LLC 4.625% 12/01/2030 144A | Long | Debt | US | $5K | – | 0.03 |
| CSC HOLDINGS LLC 5.5% 04/15/2027 144A | Long | Debt | US | $12K | – | 0.09 |
| CSC SERVICEWORKS TERM B 1LN 03/04/2028 (SPIN HOLDCO INC) | Long | Loan | US | $11K | – | 0.08 |
| CVR ENERGY INC 5.75% 02/15/2028 144A | Long | Debt | US | $15K | – | 0.10 |
| CVR ENERGY INC 8.5% 01/15/2029 144A | Long | Debt | US | $5K | – | 0.03 |
| CVR PARTNERS LP / CVR NITROGEN FIN CORP 6.125% 06/15/2028 144A | Long | Debt | US | $4K | – | 0.03 |
| DANA INC 4.25% 09/01/2030 | Long | Debt | US | $2K | – | 0.01 |
| DARLING INGREDIENTS INC 6% 06/15/2030 144A | Long | Debt | US | $3K | – | 0.02 |
| DAVITA INC 4.625% 06/01/2030 144A | Long | Debt | US | $16K | – | 0.11 |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 7.125% 06/01/2028 144A | Long | Debt | US | $9K | – | 0.06 |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 8.625% 03/15/2029 144A | Long | Debt | US | $6K | – | 0.04 |
| DEMETER INVESTMENTS BV FOR ZURICH INSURANCE CO LTD 2.75%/VAR 02/19/2049 REGS | Long | Debt | NL | $102K | – | 0.70 |
| DISH DBS CORP 5.75% 12/01/2028 144A | Long | Debt | US | $4K | – | 0.03 |
| DISH NETWORK CORP 11.75% 11/15/2027 144A | Long | Debt | US | $10K | – | 0.07 |
| DISH NETWORK CORP CONV 0% 12/15/2025 | Long | Debt | US | $3K | – | 0.02 |
| DISH NETWORK CORP CONV 3.375% 08/15/2026 | Long | Debt | US | $13K | – | 0.09 |
| DNKN 2017-1A A2II 4.03% 11/20/2047 144A (DB MASTER FIN LLC) | Long | ABS-collateralized bond/debt obligation | US | $111K | – | 0.77 |
| DOMINICAN REPUBLIC 4.875% 09/23/2032 144A | Long | Debt | DO | $232K | – | 1.61 |
| DPL INC 4.125% 07/01/2025 | Long | Debt | US | $4K | – | 0.03 |
| DPL INC 4.35% 04/15/2029 | Long | Debt | US | $148K | – | 1.03 |
| ECO MATERIAL TECHNOLOGIES INC 7.875% 01/31/2027 144A | Long | Debt | US | $11K | – | 0.08 |
| EG GLOBAL FINANCE PLC 12% 11/30/2028 144A | Long | Debt | GB | $8K | – | 0.06 |
| EG GROUP TERM BC 1LN 02/07/2028 (EG AMERICA LLC) | Long | Loan | US | $19K | – | 0.13 |
| ELASTIC NV 4.125% 07/15/2029 144A | Long | Debt | NL | $3K | – | 0.02 |
| ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A | Long | Debt | CA | $2K | – | 0.01 |
| EMBECTA CORP 5% 02/15/2030 144A | Long | Debt | US | $2K | – | 0.02 |
| EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A | Long | Debt | US | $7K | – | 0.05 |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.625% 12/15/2030 144A | Long | Debt | US | $12K | – | 0.08 |
| ENBW ENERGIE BADEN-WUERTTEM AG 1.375%/VAR 08/31/2081 REGS | Long | Debt | DE | $95K | – | 0.66 |
| ENCORE CAP GROUP INC 8.5% 05/15/2030 144A (ENCORE CAPITAL GROUP INC) | Long | Debt | US | $5K | – | 0.03 |
| ENCORE CAP GROUP INC 9.25% 04/01/2029 144A (ENCORE CAPITAL GROUP INC) | Long | Debt | US | $5K | – | 0.04 |
| ENERGEAN PLC 6.5% 04/30/2027 144A | Long | Debt | GB | $3K | – | 0.02 |
| ENERGY TRANSFER OPERATING MLP 6.25%/VAR PERP (ENERGY TRANSFER LP) | Long | Equity-preferred | US | $17K | – | 0.12 |
| ENLINK MIDSTREAM LLC 6.5% 09/01/2030 144A | Long | Debt | US | $10K | – | 0.07 |
| ENLINK MIDSTRM PRTNRS LP 6%/VAR PERP | Long | Equity-preferred | US | $5K | – | 0.03 |
| ENTEGRIS INC 4.375% 04/15/2028 144A | Long | Debt | US | $16K | – | 0.11 |
| EQM MIDSTREAM PARTNERS LP 6.5% 07/01/2027 144A | Long | Debt | US | $5K | – | 0.03 |
| ERO COPPER CORP 6.5% 02/15/2030 144A | Long | Debt | CA | $11K | – | 0.07 |
| ESAB CORP 6.25% 04/15/2029 144A | Long | Debt | US | $5K | – | 0.03 |
| ESDEC SOLAR TERM B 1LN 08/27/2028 (ESDEC SOLAR GROUP BV) | Long | Loan | NL | $3K | – | 0.02 |
| EURO-SCHATZ FUT SEP24 DUU4 (EUREX DEUTSCHLAND) | Derivative-interest rate | DE | $-28.04 | – | -0.00 | |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A | Long | Debt | US | $6K | – | 0.04 |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A | Long | Debt | US | $7K | – | 0.05 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $121K | 121K | 0.84 |
| FIESTA PURCHASER INC 7.875% 03/01/2031 144A | Long | Debt | US | $5K | – | 0.04 |
| FINASTRA CAN TL 09/13/29 (DH CORPORATION/SOCIETE DH) | Long | Loan | CA | $114.11 | – | 0.00 |
| FINASTRA US TL 09/13/29 (FINASTRA USA INC) | Long | Loan | US | $5K | – | 0.03 |
| FIRST QUANTUM MINERALS LTD 6.875% 10/15/2027 144A | Long | Debt | CA | $18K | – | 0.12 |
| FLY LEASING LTD 7% 10/15/2024 144A | Long | Debt | BM | $994.92 | – | 0.01 |
| FORD MTR CR CO LLC 3.375% 11/13/2025 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $193K | – | 1.34 |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A | Long | Debt | US | $5K | – | 0.04 |
| FOUNDATION BUILDING MATERIALS INC 6% 03/01/2029 144A | Long | Debt | US | $2K | – | 0.01 |
| FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 11/01/2029 | Long | Debt | US | $4K | – | 0.03 |
| FRONTIER COMMUNICATIONS HOLDINGS LLC 6% 01/15/2030 144A | Long | Debt | US | $3K | – | 0.02 |
| FX Forward: EUR/USD settle 2024-08-22 (BROWN BROTHERS HARRIMAN and CO.) | Derivative-foreign exchange | US | $5.46 | – | 0.00 | |
| FX Forward: USD/CAD settle 2024-08-22 (CITIBANK, N.A.) | Derivative-foreign exchange | US | $-2.02 | – | -0.00 | |
| FX Forward: USD/EUR settle 2024-08-22 (GOLDMAN SACHS BANK USA) | Derivative-foreign exchange | US | $-6K | – | -0.04 | |
| FX Forward: USD/GBP settle 2024-08-22 (BANK OF AMERICA, N.A.) | Derivative-foreign exchange | US | $-9K | – | -0.06 | |
| GATES CORP/THE 6.875% 07/01/2029 144A | Long | Debt | US | $5K | – | 0.04 |
| GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A | Long | Debt | AE | $9K | – | 0.06 |
| GENESEE and WYOMING INC 6.25% 04/15/2032 144A | Long | Debt | US | $10K | – | 0.07 |
| GEO GROUP INC/THE 10.25% 04/15/2031 144A | Long | Debt | US | $5K | – | 0.04 |
| GEO GROUP INC/THE 8.625% 04/15/2029 144A | Long | Debt | US | $5K | – | 0.04 |
| GERMANY FEDERAL REPUBLIC OF 3.1% 09/18/2025 REGS | Long | Debt | DE | $5K | – | 0.04 |
| GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A | Long | Debt | CA | $5K | – | 0.04 |
| GGAM FINANCE LTD 6.875% 04/15/2029 144A | Long | Debt | KY | $5K | – | 0.03 |
| GGAM FINANCE LTD 7.75% 05/15/2026 144A | Long | Debt | KY | $10K | – | 0.07 |
| GGAM FINANCE LTD 8% 02/15/2027 144A | Long | Debt | KY | $8K | – | 0.06 |
| GGAM FINANCE LTD 8% 06/15/2028 144A | Long | Debt | KY | $2K | – | 0.01 |
| GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029 | Long | Debt | US | $18K | – | 0.12 |
| GLOBAL PARTNERS LP / GLP FIN CORP 8.25% 01/15/2032 144A | Long | Debt | US | $5K | – | 0.04 |
| GLP CAP LP / GLP FING II INC 5.25% 06/01/2025 | Long | Debt | US | $2K | – | 0.01 |
| GN BONDCO LLC 9.5% 10/15/2031 144A | Long | Debt | US | $4K | – | 0.03 |
| GOLAR LNG LTD 7% 10/20/2025 144A | Long | Debt | BM | $7K | – | 0.05 |
| GOLDMAN SACHS GROUP INC (THE) 7.5%/VAR PERP | Long | Equity-preferred | US | $5K | – | 0.04 |
| GRAFTECH GLOBAL ENTERPRISES INC 9.875% 12/15/2028 144A | Long | Debt | US | $4K | – | 0.03 |
| GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A | Long | Debt | US | $2K | – | 0.01 |
| GRAN TIERRA ENERGY INC 9.5% 10/15/2029 144A | Long | Debt | US | $4K | – | 0.03 |
| GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A | Long | Debt | US | $5K | – | 0.03 |
| GREYSTAR REAL ESTATE PARTNERS LLC 7.75% 09/01/2030 144A | Long | Debt | US | $5K | – | 0.04 |
| GRIFOLS SA 4.75% 10/15/2028 144A | Long | Debt | ES | $2K | – | 0.01 |
| HARBOUR ENERGY PLC 5.5% 10/15/2026 144A | Long | Debt | GB | $978.77 | – | 0.01 |
| HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A | Long | Debt | US | $5K | – | 0.04 |
| HARVEST MIDSTREAM I LP 7.5% 09/01/2028 144A | Long | Debt | US | $10K | – | 0.07 |
| HAT HOLDINGS I LLC / II LLC 3.375% 06/15/2026 144A (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) | Long | Debt | US | $3K | – | 0.02 |
| HAT HOLDINGS I LLC / II LLC 6% 04/15/2025 144A (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) | Long | Debt | US | $6K | – | 0.04 |
| HAT HOLDINGS I LLC / II LLC 8% 06/15/2027 144A (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) | Long | Debt | US | $5K | – | 0.04 |
| HAWAIIAN BRD INTEL PPY LTD / HAWAIIANMIL LOYAL LTD 5.75% 01/20/2026 144A (HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD / HAWAIIANMILES LOYALTY LTD) | Long | Debt | KY | $3K | – | 0.02 |
| HEATHROW FUNDING LTD 6% 03/05/2032 REGS | Long | Debt | JE | $126K | – | 0.87 |
| HELIOS SOFTWARE HOLDINGS INC / ION CORPORATE SOLUTIONS FINANCE SARL 8.75% 05/01/2029 144A | Long | Debt | US | $5K | – | 0.04 |
| HERTZ CORP 4.625% 12/01/2026 144A | Long | Debt | US | $2K | – | 0.01 |
| HERTZ CORP 5% 12/01/2029 144A | Long | Debt | US | $660.4 | – | 0.00 |
| HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A | Long | Debt | US | $15K | – | 0.11 |
| HESS MIDSTREAM PARTNERS LP 6.5% 06/01/2029 144A | Long | Debt | US | $5K | – | 0.04 |
| HEXION TERM 1LN 03/15/2029 (HEXION HOLDINGS CORPORATION) | Long | Loan | US | $7K | – | 0.05 |
| HF SINCLAIR CORP 5% 02/01/2028 144A | Long | Debt | US | $5K | – | 0.03 |
| HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A | Long | Debt | US | $7K | – | 0.05 |
| HIGHWOODS REALTY LP 7.65% 02/01/2034 | Long | Debt | US | $33K | – | 0.23 |
| HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A | Long | Debt | US | $7K | – | 0.05 |
| HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A | Long | Debt | US | $5K | – | 0.03 |
| HILTON DOMESTIC OPERATING CO INC 6.125% 04/01/2032 144A | Long | Debt | US | $5K | – | 0.03 |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC 6.625% 01/15/2032 144A | Long | Debt | US | $5K | – | 0.03 |
| HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A | Long | ABS-collateralized bond/debt obligation | KY | $136K | – | 0.95 |
| HOWARD HUGHES CORP 4.375% 02/01/2031 144A | Long | Debt | US | $5K | – | 0.04 |
| HSBC HOLDINGS PLC 3% VAR 07/22/2028 | Long | Debt | GB | $118K | – | 0.82 |
| HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A | Long | Debt | MU | $18K | – | 0.12 |
| HTA GROUP LTD/MAURITIUS 7% 12/18/2025 144A | Long | Debt | MU | $14K | – | 0.10 |
| HUDBAY MINERALS INC 4.5% 04/01/2026 144A | Long | Debt | CA | $2K | – | 0.01 |
| HUDSON AUTOMOTIVE GROUP 8% 05/15/2032 144A | Long | Debt | US | $5K | – | 0.04 |
| ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027 (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) | Long | Debt | US | $18K | – | 0.13 |
| ICAHN ENTERPRISES LP/FIN CORP 9.75% 01/15/2029 144A (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) | Long | Debt | US | $5K | – | 0.04 |
| ICAHN ENTERPRISES LP/FIN CORP 9% 06/15/2030 144A (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) | Long | Debt | US | $5K | – | 0.03 |
| IHS HOLDING LTD 5.625% 11/29/2026 144A | Long | Debt | KY | $945.63 | – | 0.01 |
| IHS HOLDING LTD 6.25% 11/29/2028 144A | Long | Debt | KY | $893.74 | – | 0.01 |
| IHS NETHERLANDS HOLDCO BV 8% 09/18/2027 144A | Long | Debt | NL | $4K | – | 0.03 |
| ILIAD HOLDING SAS 8.5% 04/15/2031 144A | Long | Debt | FR | $2K | – | 0.01 |
| INEOS QUATTRO FINANCE 2 9.625% 03/15/2029 144A | Long | Debt | GB | $2K | – | 0.01 |
| ING GROEP NV 4.75%/VAR 05/23/2034 REGS | Long | Debt | NL | $115K | – | 0.80 |
| INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A | Long | Debt | US | $5K | – | 0.03 |
| ION TRADING TECHNOLOGIES SARL 5.75% 05/15/2028 144A | Long | Debt | LU | $5K | – | 0.03 |
| IQVIA INC 5% 10/15/2026 144A | Long | Debt | US | $977.69 | – | 0.01 |
| JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A | Long | Debt | US | $2K | – | 0.01 |
| JANE STREET GRP/JSG FIN 7.125% 04/30/2031 144A | Long | Debt | US | $5K | – | 0.04 |
| JAPAN GOVERNMENT OF 0.1% 12/20/2024 | Long | Debt | JP | $138K | – | 0.96 |
| JPMORGAN CHASE and CO 4.6%/VAR PERP | Long | Equity-preferred | US | $5K | – | 0.03 |
| KAISER ALUMINUM CORP 4.5% 06/01/2031 144A | Long | Debt | US | $4K | – | 0.03 |
| KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A | Long | Debt | US | $7K | – | 0.05 |
| KENNEDY-WILSON INC 4.75% 02/01/2030 | Long | Debt | US | $4K | – | 0.03 |
| KINDER MORGAN INC DEL 3.6% 02/15/2051 | Long | Debt | US | $137K | – | 0.95 |
| KINETIK HOLDINGS LP 5.875% 06/15/2030 144A | Long | Debt | US | $5K | – | 0.03 |
| KINETIK HOLDINGS LP 6.625% 12/15/2028 144A | Long | Debt | US | $5K | – | 0.04 |
| KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A | Long | Debt | US | $5K | – | 0.04 |
| KOHLS CORP 4.25% 07/17/2025 | Long | Debt | US | $2K | – | 0.01 |
| KOSMOS ENERGY LTD 7.5% 03/01/2028 144A | Long | Debt | US | $2K | – | 0.01 |
| KOSMOS ENERGY LTD 7.75% 05/01/2027 144A | Long | Debt | US | $973.61 | – | 0.01 |
| LABL INC 10.5% 07/15/2027 144A | Long | Debt | US | $2K | – | 0.01 |
| LABL INC 6.75% 07/15/2026 144A | Long | Debt | US | $988.19 | – | 0.01 |
| LADDER CAP FIN HLDGS LLLP/CORP 5.25% 10/01/2025 144A (LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP) | Long | Debt | US | $980.28 | – | 0.01 |
| LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A | Long | Debt | US | $4K | – | 0.03 |
| LANDSEA HOMES CORP 8.875% 04/01/2029 144A | Long | Debt | US | $2K | – | 0.01 |
| LBM ACQUISITION LLC 6.25% 01/15/2029 144A | Long | Debt | US | $6K | – | 0.04 |
| LCM INVESTMENTS HOLDINGS 8.25% 08/01/2031 144A | Long | Debt | US | $5K | – | 0.04 |
| LCPR SENIOR SECURED FINANCING DAC 5.125% 07/15/2029 144A | Long | Debt | IE | $3K | – | 0.02 |
| LCPR SENIOR SECURED FINANCING DAC 6.75% 10/15/2027 144A | Long | Debt | IE | $5K | – | 0.03 |
| LEVEL 3 FINANCING INC 10.5% 05/15/2030 144A | Long | Debt | US | $11K | – | 0.08 |
| LEVEL 3 FINANCING INC 11% 11/15/2029 144A | Long | Debt | US | $367.01 | – | 0.00 |
| LEVEL 3 FINANCING INC 4.875% 06/15/2029 144A | Long | Debt | US | $598.89 | – | 0.00 |
| LGI HOMES INC 4% 07/15/2029 144A | Long | Debt | US | $2K | – | 0.01 |
| LGI HOMES INC 8.75% 12/15/2028 144A | Long | Debt | US | $3K | – | 0.02 |
| LIFE TIME INC 5.75% 01/15/2026 144A | Long | Debt | US | $7K | – | 0.05 |
| LIFE TIME INC 8% 04/15/2026 144A | Long | Debt | US | $8K | – | 0.06 |
| LIFEPOINT HEALTH INC 10% 06/01/2032 144A | Long | Debt | US | $5K | – | 0.03 |
| LIFEPOINT HEALTH INC 11% 10/15/2030 144A | Long | Debt | US | $6K | – | 0.04 |
| LIFEPOINT HEALTH INC 5.375% 01/15/2029 144A | Long | Debt | US | $3K | – | 0.02 |
| LINDBLAD EXPEDITIONS LLC 6.75% 02/15/2027 144A | Long | Debt | US | $989.57 | – | 0.01 |
| LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A | Long | Debt | GB | $3K | – | 0.02 |
| LONG GILT FUTURE SEP24 G U4 (ICE FUTURES EUROPE FINANCIALS) | Derivative-interest rate | GB | $1K | – | 0.01 | |
| LSB INDUSTRIES INC 6.25% 10/15/2028 144A | Long | Debt | US | $5K | – | 0.03 |
| M and T BANK CORP 3.5%/VAR PERP | Long | Equity-preferred | US | $2K | – | 0.01 |
| M and T BANK CORP 5.125/VAR PERP | Long | Equity-preferred | US | $938.73 | – | 0.01 |
| MACQUARIE AIRFINANCE HOLDINGS LTD 6.5% 03/26/2031 144A | Long | Debt | GB | $5K | – | 0.04 |
| MACQUARIE AIRFINANCE HOLDINGS LTD 8.125% 03/30/2029 144A | Long | Debt | GB | $6K | – | 0.04 |
| MACQUARIE AIRFINANCE HOLDINGS LTD 8.375% 05/01/2028 144A | Long | Debt | GB | $5K | – | 0.04 |
| MADISON IAQ LLC 4.125% 06/30/2028 144A | Long | Debt | US | $2K | – | 0.01 |
| MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A | Long | Debt | US | $7K | – | 0.05 |
| MATADOR RES CO 6.5% 04/15/2032 144A (MATADOR RESOURCES COMPANY) | Long | Debt | US | $5K | – | 0.03 |
| MATCH GROUP HLD II LLC 3.625% 10/01/2031 144A (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $8K | – | 0.06 |
| MAUSER PACKAGING SOLUTIONS HOLDING CO 7.875% 04/15/2027 144A | Long | Debt | US | $5K | – | 0.04 |
| MCAFEE CORP 7.375% 02/15/2030 144A | Long | Debt | US | $3K | – | 0.02 |
| MCLAREN FINANCE PLC 7.5% 08/01/2026 144A | Long | Debt | GB | $3K | – | 0.02 |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A | Long | Debt | US | $10K | – | 0.07 |
| MELCO RESORTS FIN LTD 5.375% 12/04/2029 144A | Long | Debt | KY | $6K | – | 0.04 |
| MERCER INTERNATIONAL INC 5.125% 02/01/2029 | Long | Debt | US | $3K | – | 0.02 |
| MERLIN ENTERTAINMENTS GR 7.375% 02/15/2031 144A | Long | Debt | US | $2K | – | 0.01 |
| METHANEX CORP 5.125% 10/15/2027 | Long | Debt | CA | $15K | – | 0.11 |
| METHANEX CORP 5.65% 12/01/2044 | Long | Debt | CA | $4K | – | 0.03 |
| MEXICO UNITED MEXICAN STATES 7.75% 05/29/2031 | Long | Debt | MX | $74K | – | 0.51 |
| MEXICO UNITED MEXICAN STATES 7.75% 11/13/2042 | Long | Debt | MX | $72K | – | 0.50 |
| MGM RESORTS INTERNATIONAL 6.5% 04/15/2032 | Long | Debt | US | $5K | – | 0.03 |
| MICHAELS COS INC 7.875% 05/01/2029 144A | Long | Debt | US | $5K | – | 0.03 |
| MICROCHIP TECHNOLOGY INC CONV 0.75% 06/01/2030 144A | Long | Debt | US | $3K | – | 0.02 |
| MICROSTRATEGY INC 6.125% 06/15/2028 144A | Long | Debt | US | $4K | – | 0.03 |
| MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A | Long | Debt | LU | $175K | – | 1.22 |
| MINERAL RESOURCES LTD 8% 11/01/2027 144A | Long | Debt | AU | $9K | – | 0.06 |
| MINERAL RESOURCES LTD 9.25% 10/01/2028 144A | Long | Debt | AU | $5K | – | 0.04 |
| MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC 6.75% 04/01/2032 144A | Long | Debt | US | $5K | – | 0.03 |
| MKS INSTRUMENTS INC CONV 1.25% 06/01/2030 144A | Long | Debt | US | $3K | – | 0.02 |
| MOBICO GROUP PLC 2.375% 11/20/2028 REGS | Long | Debt | GB | $109K | – | 0.76 |
| MODIVCARE ESCROW ISSUER INC 5% 10/01/2029 144A | Long | Debt | US | $1K | – | 0.01 |
| MODIVCARE INC 5.875% 11/15/2025 144A | Long | Debt | US | $12K | – | 0.08 |
| MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A | Long | Debt | US | $3K | – | 0.02 |
| MOOG INC 4.25% 12/15/2027 144A | Long | Debt | US | $5K | – | 0.03 |
| MPLX LP 5.65% 03/01/2053 | Long | Debt | US | $47K | – | 0.33 |
| MPLX LP 5% 03/01/2033 | Long | Debt | US | $48K | – | 0.33 |
| MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) | Long | Debt | US | $27K | – | 0.19 |
| MPT OPER PARTNERSHIP LP/CORP 5.25% 08/01/2026 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) | Long | Debt | US | $5K | – | 0.03 |
| MUELLER WTR PRODS INC 4% 06/15/2029 144A | Long | Debt | US | $5K | – | 0.03 |
| NABORS INDUSTRIES INC 9.125% 01/31/2030 144A | Long | Debt | US | $5K | – | 0.04 |
| NAVIENT CORP 4.875% 03/15/2028 | Long | Debt | US | $915.85 | – | 0.01 |
| NAVIENT CORP 5.625% 08/01/2033 | Long | Debt | US | $812.1 | – | 0.01 |
| NAVIENT CORP 5% 03/15/2027 | Long | Debt | US | $948.99 | – | 0.01 |
| NAVIOS SOUTH AMERN LOG/FIN US 10.75% 07/01/2025 144A (NAVIOS SOUTH AMERICAN LOGISTIC S INC/ NAVIOS LOGISTICS FIN US INC) | Long | Debt | UY | $5K | – | 0.03 |
| NCL CORP LTD 3.625% 12/15/2024 144A | Long | Debt | BM | $3K | – | 0.02 |
| NCL CORP LTD 5.875% 02/15/2027 144A | Long | Debt | BM | $11K | – | 0.08 |
| NCR ATLEOS CORP 9.5% 04/01/2029 144A | Long | Debt | US | $5K | – | 0.04 |
| NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A | Long | Debt | US | $3K | – | 0.02 |
| NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A | Long | Debt | US | $23K | – | 0.16 |
| NEW FORTRESS ENERGY INC 8.75% 03/15/2029 144A | Long | Debt | US | $10K | – | 0.07 |
| NEWELL BRANDS INC STEP 04/01/2036 | Long | Debt | US | $4K | – | 0.03 |
| NEXTERA ENERGY OPERATING PARTNERS LP 4.5% 09/15/2027 144A | Long | Debt | US | $2K | – | 0.01 |
| NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A | Long | Debt | US | $5K | – | 0.04 |
| NEXTERA ENERGY PARTNERS LP CONV 2.5% 06/15/2026 144A | Long | Debt | US | $3K | – | 0.02 |
| NGL ENERGY OPER LLC/FIN CORP 8.125% 02/15/2029 144A (NGL ENERGY OPER LLC/NGL ENERGY FIN CORP) | Long | Debt | US | $5K | – | 0.04 |
| NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A | Long | Debt | US | $5K | – | 0.04 |
| NOTA DO TESOURO NACIONAL 10% 01/01/2027 | Long | Debt | BR | $74K | – | 0.52 |
| NOTA DO TESOURO NACIONAL 10% 01/01/2033 | Long | Debt | BR | $69K | – | 0.48 |
| NOVA CHEMICALS CORP 4.25% 05/15/2029 144A | Long | Debt | CA | $9K | – | 0.06 |
| NOVA CHEMICALS CORP 5.25% 06/01/2027 144A | Long | Debt | CA | $9K | – | 0.06 |
| NOVA CHEMICALS CORP 8.5% 11/15/2028 144A | Long | Debt | CA | $5K | – | 0.04 |
| NOVA CHEMICALS CORP 9% 02/15/2030 144A | Long | Debt | CA | $5K | – | 0.04 |
| NOVELIS CORP 3.875% 08/15/2031 144A | Long | Debt | US | $3K | – | 0.02 |
| NRG ENERGY INC 5.25% 06/15/2029 144A | Long | Debt | US | $7K | – | 0.05 |
| NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC 5% 01/27/2030 144A | Long | Debt | AU | $5K | – | 0.04 |
| OLIN CORP 5% 02/01/2030 | Long | Debt | US | $15K | – | 0.10 |
| OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A | Long | Debt | US | $17K | – | 0.11 |
| OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A | Long | Debt | US | $6K | – | 0.04 |
| OLYMPUS WATER US HOLDING CORPORATION 9.75% 11/15/2028 144A | Long | Debt | US | $2K | – | 0.01 |
| OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033 | Long | Debt | US | $6K | – | 0.04 |
| ONEMAIN FINANCE CORP 3.5% 01/15/2027 | Long | Debt | US | $5K | – | 0.03 |
| ONEMAIN FINANCE CORP 6.875% 03/15/2025 | Long | Debt | US | $22K | – | 0.15 |
| ONEMAIN FINANCE CORP 7.5% 05/15/2031 | Long | Debt | US | $5K | – | 0.03 |
| OPEN TEXT CORPORATION 3.875% 12/01/2029 144A | Long | Debt | CA | $12K | – | 0.09 |
| OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A | Long | ABS-mortgage backed security | US | $96K | – | 0.67 |
| OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A | Long | ABS-mortgage backed security | US | $95K | – | 0.66 |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A | Long | Debt | US | $15K | – | 0.10 |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A | Long | Debt | US | $4K | – | 0.03 |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 6.75% 05/15/2034 144A | Long | Debt | US | $5K | – | 0.03 |
| OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC 9.5% 04/15/2030 144A | Long | Debt | US | $4K | – | 0.03 |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 7.375% 02/15/2031 144A | Long | Debt | US | $5K | – | 0.04 |
| OWENS BROCKWAY GLASS CONT INC 7.25% 05/15/2031 144A | Long | Debt | US | $5K | – | 0.03 |
| OWENS BROCKWAY GLASS CONT INC 7.375% 06/01/2032 144A | Long | Debt | US | $5K | – | 0.03 |
| PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A | Long | Debt | US | $5K | – | 0.03 |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7% 02/01/2030 144A | Long | Debt | US | $5K | – | 0.03 |
| PARKLAND CORP 4.5% 10/01/2029 144A | Long | Debt | CA | $2K | – | 0.01 |
| PARKLAND CORP 4.625% 05/01/2030 144A | Long | Debt | CA | $9K | – | 0.06 |
| PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028 | Long | Debt | US | $4K | – | 0.03 |
| PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A | Long | Debt | US | $9K | – | 0.06 |
| PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A | Long | Debt | US | $5K | – | 0.04 |
| PENNYMAC CORP CONV 8.5% 06/01/2029 144A | Long | Debt | US | $976.83 | – | 0.01 |
| PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A | Long | Debt | US | $6K | – | 0.04 |
| PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A | Long | Debt | US | $7K | – | 0.05 |
| PERMIAN RESOURCES OPERATING LLC 7% 01/15/2032 144A | Long | Debt | US | $5K | – | 0.04 |
| PETROLEOS MEXICANOS 5.35% 02/12/2028 | Long | Debt | MX | $3K | – | 0.02 |
| PETROLEOS MEXICANOS 6.5% 03/13/2027 | Long | Debt | MX | $3K | – | 0.02 |
| PETROLEOS MEXICANOS 7.69% 01/23/2050 | Long | Debt | MX | $145K | – | 1.01 |
| PG and E CORP 5.25% 07/01/2030 | Long | Debt | US | $5K | – | 0.03 |
| PG and E CORP 5% 07/01/2028 | Long | Debt | US | $8K | – | 0.05 |
| PG and E CORP CONV 4.25% 12/01/2027 144A | Long | Debt | US | $3K | – | 0.02 |
| PIEDMONT OPERATING PARTNERSHIP LP 9.25% 07/20/2028 | Long | Debt | US | $16K | – | 0.11 |
| PIKE CORP 5.5% 09/01/2028 144A | Long | Debt | US | $7K | – | 0.05 |
| PIKE CORP 8.625% 01/31/2031 144A | Long | Debt | US | $5K | – | 0.04 |
| PLAINS ALL AMERN PIPELINE MLP 6.125%/VAR PERP | Long | Equity-preferred | US | $8K | – | 0.06 |
| PMHC II INC 9% 02/15/2030 144A | Long | Debt | US | $5K | – | 0.03 |
| POST HLDGS INC 4.625% 04/15/2030 144A (POST HOLDINGS INC) | Long | Debt | US | $15K | – | 0.11 |
| POST HLDGS INC 6.25% 02/15/2032 144A (POST HOLDINGS INC) | Long | Debt | US | $5K | – | 0.03 |
| POWER STOP TERM 1LN 01/26/2029 (POWER STOP LLC) | Long | Loan | US | $3K | – | 0.02 |
| PRA GROUP INC 8.875% 01/31/2030 144A | Long | Debt | US | $5K | – | 0.03 |
| PRAIRIE ACQUIROR LP 9% 08/01/2029 144A | Long | Debt | US | $5K | – | 0.04 |
| RADIOLOGY PARTNERS INC PIK 7.775%/VAR 01/31/2029 144A | Long | Debt | US | $6K | – | 0.04 |
| RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A | Long | Debt | US | $7K | – | 0.05 |
| RAND PARENT LLC 8.5% 02/15/2030 144A | Long | Debt | US | $18K | – | 0.12 |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.25% 04/15/2030 144A | Long | Debt | US | $3K | – | 0.02 |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A | Long | Debt | US | $3K | – | 0.02 |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP CONV 0.25% 06/15/2026 | Long | Debt | US | $2K | – | 0.02 |
| REDFIN CORP CONV 0.5% 04/01/2027 (REDFIN CORPORATION) | Long | Debt | US | $6K | – | 0.04 |
| REGAL REXNORD CORP 6.3% 02/15/2030 | Long | Debt | US | $5K | – | 0.04 |
| REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC / LIFEPOINT HEALTH INC 9.75% 12/01/2026 144A | Long | Debt | US | $2K | – | 0.01 |
| REXFORD INDUSTRIAL REALTY LP CONV 4.125% 03/15/2029 144A | Long | Debt | US | $2K | – | 0.01 |
| REXFORD INDUSTRIAL REALTY LP CONV 4.375% 03/15/2027 144A | Long | Debt | US | $2K | – | 0.01 |
| RITHM CAPITAL CORP 6.25% 10/15/2025 144A | Long | Debt | US | $990.97 | – | 0.01 |
| RITHM CAPITAL CORP 8% 04/01/2029 144A | Long | Debt | US | $5K | – | 0.03 |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN TSFR6M+603 5 10/15/2026 144A | Long | Debt | US | $5K | – | 0.03 |
| ROBLOX CORP 3.875% 05/01/2030 144A | Long | Debt | US | $3K | – | 0.02 |
| ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A | Long | Debt | LR | $7K | – | 0.05 |
| ROYAL CARIBBEAN CRUISES LTD 7.25% 01/15/2030 144A | Long | Debt | LR | $5K | – | 0.04 |
| SAFEHOLD OPERATING PARTNERSHIP LP 2.8% 06/15/2031 | Long | Debt | US | $6K | – | 0.04 |
| SAFEHOLD OPERATING PARTNERSHIP LP 2.85% 01/15/2032 | Long | Debt | US | $3K | – | 0.02 |
| SALLY HOLDINGS LLC / CAP INC 6.75% 03/01/2032 (SALLY HOLDINGS LLC / SALLY CAP INC) | Long | Debt | US | $5K | – | 0.03 |
| SCHWAB CHARLES CORP 5.375/VAR PERP | Long | Equity-preferred | US | $10K | – | 0.07 |
| SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC 6.625% 03/01/2030 144A | Long | Debt | US | $4K | – | 0.03 |
| SCIH SALT HLDGS INC 4.875% 05/01/2028 144A | Long | Debt | US | $2K | – | 0.01 |
| SCIH SALT HLDGS INC 6.625% 05/01/2029 144A | Long | Debt | US | $6K | – | 0.04 |
| SCIL IV LLC / SCIL USA HOLDINGS LLC 5.375% 11/01/2026 144A | Long | Debt | US | $5K | – | 0.03 |
| SEADRILL FINANCE LTD 8.375% 08/01/2030 144A | Long | Debt | BM | $5K | – | 0.04 |
| SEAGATE HDD CAYMAN 5.75% 12/01/2034 | Long | Debt | KY | $5K | – | 0.03 |
| SEAGATE HDD CAYMAN 8.25% 12/15/2029 144A | Long | Debt | KY | $5K | – | 0.04 |
| SEALED AIR CORP/SEALED AIR CORP US 6.125% 02/01/2028 144A | Long | Debt | US | $5K | – | 0.03 |
| SEALED AIR CORP/SEALED AIR CORP US 7.25% 02/15/2031 144A | Long | Debt | US | $5K | – | 0.04 |
| SEASPAN CORPORATION 5.5% 08/01/2029 144A | Long | Debt | MH | $7K | – | 0.05 |
| SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A | Long | Debt | NL | $5K | – | 0.03 |
| SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029 | Long | Debt | US | $15K | – | 0.11 |
| SIGMA HOLDCO BV 7.875% 05/15/2026 144A | Long | Debt | NL | $6K | – | 0.04 |
| SINCLAIR BROADCASTING TERM 1LN 08/24/2026 (DIAMOND SPORTS GROUP LLC) | Long | Loan | US | $4K | – | 0.03 |
| SIRIUS XM RADIO INC 4.125% 07/01/2030 144A | Long | Debt | US | $75K | – | 0.52 |
| SITIO ROYAL OP / SIT FIN 7.875% 11/01/2028 144A | Long | Debt | US | $2K | – | 0.01 |
| SITIOS LATINOAMERICA SAB DE CV 5.375% 04/04/2032 144A | Long | Debt | MX | $4K | – | 0.03 |
| SLM CORP 4.2% 10/29/2025 | Long | Debt | US | $2K | – | 0.01 |
| SM ENERGY CO 6.625% 01/15/2027 | Long | Debt | US | $5K | – | 0.03 |
| SMYRNA READY MIX LLC 8.875% 11/15/2031 144A | Long | Debt | US | $5K | – | 0.04 |
| SOTERA HEALTH HOLDINGS LLC 7.375% 06/01/2031 144A | Long | Debt | US | $5K | – | 0.03 |
| SOTHEBYS 7.375% 10/15/2027 144A | Long | Debt | US | $3K | – | 0.02 |
| SOUTHWESTERN ENERGY CO 4.75% 02/01/2032 | Long | Debt | US | $18K | – | 0.13 |
| SPA HOLDINGS 3 OY 4.875% 02/04/2028 144A | Long | Debt | FI | $5K | – | 0.03 |
| SPIRIT AEROSYSTEMS INC 9.75% 11/15/2030 144A | Long | Debt | US | $5K | – | 0.04 |
| SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A | Long | Debt | KY | $3K | – | 0.02 |
| SRS DISTRIBUTION INC 4.625% 07/01/2028 144A | Long | Debt | US | $7K | – | 0.05 |
| STAPLES INC 10.75% 04/15/2027 144A | Long | Debt | US | $6K | – | 0.04 |
| STAPLES INC 10.75% 09/01/2029 144A | Long | Debt | US | $5K | – | 0.03 |
| STAPLES INC 7.5% 04/15/2026 144A | Long | Debt | US | $5K | – | 0.03 |
| STAPLES TERM B 1LN 08/23/2029 (STAPLES INC) | Long | Loan | US | $5K | – | 0.03 |
| STARWOOD PPTY TR INC 3.75% 12/31/2024 144A (STARWOOD PROPERTY TRUST INC) | Long | Debt | US | $6K | – | 0.04 |
| STARWOOD PPTY TR INC 7.25% 04/01/2029 144A (STARWOOD PROPERTY TRUST INC) | Long | Debt | US | $10K | – | 0.07 |
| STATION CASINOS LLC 4.5% 02/15/2028 144A | Long | Debt | US | $4K | – | 0.03 |
| STATION CASINOS LLC 6.625% 03/15/2032 144A | Long | Debt | US | $5K | – | 0.03 |
| STERICYCLE INC 3.875% 01/15/2029 144A | Long | Debt | US | $6K | – | 0.04 |
| STONEX GROUP INC 7.875% 03/01/2031 144A | Long | Debt | US | $5K | – | 0.04 |
| SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $25K | – | 0.17 |
| SUMMIT MATLS LLC / FIN CORP 7.25% 01/15/2031 144A (SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP) | Long | Debt | US | $5K | – | 0.04 |
| SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A | Long | Debt | US | $5K | – | 0.03 |
| SUNNOVA ENERGY INTERNATIONAL INC CONV 0.25% 12/01/2026 | Long | Debt | US | $1K | – | 0.01 |
| SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029 | Long | Debt | US | $16K | – | 0.11 |
| SUNOCO LP 7.25% 05/01/2032 144A | Long | Debt | US | $5K | – | 0.04 |
| SUNOCO LP 7% 05/01/2029 144A | Long | Debt | US | $5K | – | 0.04 |
| SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A | Long | Debt | US | $7K | – | 0.05 |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A | Long | Debt | US | $19K | – | 0.13 |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A | Long | Debt | US | $13K | – | 0.09 |
| TALOS PRODUCTION INC 9% 02/01/2029 144A | Long | Debt | US | $3K | – | 0.02 |
| TAPESTRY INC 3.05% 03/15/2032 | Long | Debt | US | $8K | – | 0.06 |
| TAPESTRY INC 7.35% 11/27/2028 | Long | Debt | US | $7K | – | 0.05 |
| TAPESTRY INC 7.7% 11/27/2030 | Long | Debt | US | $15K | – | 0.10 |
| TAPESTRY INC 7.85% 11/27/2033 | Long | Debt | US | $15K | – | 0.10 |
| TAPESTRY INC 7% 11/27/2026 | Long | Debt | US | $4K | – | 0.03 |
| TARGA RES CORP 4.2% 02/01/2033 | Long | Debt | US | $144K | – | 1.00 |
| TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A | Long | Debt | US | $2K | – | 0.01 |
| TEINE ENERGY LTD 6.875% 04/15/2029 144A | Long | Debt | CA | $977.68 | – | 0.01 |
| TEMPUR SEALY INTERNATIONAL INC 4% 04/15/2029 144A | Long | Debt | US | $4K | – | 0.03 |
| THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A | Long | ABS-collateralized bond/debt obligation | KY | $129K | – | 0.89 |
| TK ELEVATOR US NEWCO INC 5.25% 07/15/2027 144A | Long | Debt | US | $4K | – | 0.03 |
| TKC HOLDINGS INC 10.5% 05/15/2029 144A | Long | Debt | US | $6K | – | 0.04 |
| TKC HOLDINGS INC 6.875% 05/15/2028 144A | Long | Debt | US | $6K | – | 0.04 |
| TKC HOLDINGS TERM 1LN 02/08/2027 (TKC HOLDINGS INC) | Long | Loan | US | $2K | – | 0.01 |
| TKC HOLDINGS TERM 1LN 05/14/2028 (TKC HOLDINGS INC) | Long | Loan | US | $997.92 | – | 0.01 |
| TOPBUILD CORP 4.125% 02/15/2032 144A | Long | Debt | US | $2K | – | 0.01 |
| TPC GROUP INC 13% 12/16/2027 144A | Long | Debt | US | $3K | – | 0.02 |
| TRANSDIGM INC 6.375% 03/01/2029 144A | Long | Debt | US | $5K | – | 0.03 |
| TRANSDIGM INC 7.125% 12/01/2031 144A | Long | Debt | US | $15K | – | 0.11 |
| TRANSOCEAN INC 8.25% 05/15/2029 144A | Long | Debt | KY | $5K | – | 0.03 |
| TRANSOCEAN INC 8.5% 05/15/2031 144A | Long | Debt | KY | $5K | – | 0.03 |
| TRANSOCEAN INC 8% 02/01/2027 144A | Long | Debt | KY | $9K | – | 0.06 |
| TRANSOCEAN POSEIDON LTD 6.875% 02/01/2027 144A | Long | Debt | KY | $15K | – | 0.10 |
| TRINET GROUP INC 7.125% 08/15/2031 144A | Long | Debt | US | $5K | – | 0.03 |
| TRITON WATER HOLDINGS 6.25% 04/01/2029 144A | Long | Debt | US | $11K | – | 0.08 |
| TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A | Long | Debt | NL | $6K | – | 0.04 |
| TRIVIUM PACKAGING FINANCE BV 8.5% 08/15/2027 144A | Long | Debt | NL | $5K | – | 0.03 |
| TRONOX INC 4.625% 03/15/2029 144A | Long | Debt | US | $9K | – | 0.06 |
| TTM TECHNOLOGIES INC 4% 03/01/2029 144A | Long | Debt | US | $5K | – | 0.03 |
| TULLOW OIL PLC 10.25% 05/15/2026 144A | Long | Debt | GB | $2K | – | 0.01 |
| TULLOW OIL PLC 7% 03/01/2025 144A | Long | Debt | GB | $2K | – | 0.01 |
| UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A | Long | Debt | US | $16K | – | 0.11 |
| UBS GROUP AG 2.125%/VAR 11/15/2029 REGS | Long | Debt | CH | $111K | – | 0.77 |
| UKG INC 6.875% 02/01/2031 144A | Long | Debt | US | $5K | – | 0.03 |
| UNICREDIT SPA 5.459/VAR 06/30/2035 144A | Long | Debt | IT | $3K | – | 0.02 |
| UNICREDIT SPA 5.861%/VAR 06/19/2032 144A | Long | Debt | IT | $4K | – | 0.03 |
| UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A | Long | Debt | US | $825.31 | – | 0.01 |
| UNITED PLANET FITNESS TERM 1LN 12/30/2026 (UNITED PF HOLDINGS LLC) | Long | Loan | US | $7K | – | 0.05 |
| UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A | Long | Debt | US | $5K | – | 0.03 |
| UNITED STATES TREASURY BOND 3.625% 02/15/2053 | Long | Debt | US | $2M | – | 10.93 |
| UNITED STATES TREASURY BOND 4.125% 08/15/2053 | Long | Debt | US | $339K | – | 2.35 |
| UNITED STATES TREASURY BOND 4.375% 02/15/2038 | Long | Debt | US | $69K | – | 0.48 |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 10.5% 02/15/2028 144A | Long | Debt | US | $2K | – | 0.01 |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 10.5% 02/15/2028 144A | Long | Debt | US | $2K | – | 0.01 |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A | Long | Debt | US | $16K | – | 0.11 |
| UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A (UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC) | Long | Debt | US | $15K | – | 0.10 |
| UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A | Long | Debt | US | $10K | – | 0.07 |
| UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A | Long | Debt | US | $5K | – | 0.03 |
| UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A | Long | Debt | US | $6K | – | 0.04 |
| US 2YR NOTE (CBT) FUT SEP24 TUU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-189.22 | – | -0.00 | |
| US 5YR NOTE (CBT) FUT SEP24 FVU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-644.07 | – | -0.00 | |
| US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A | Long | Debt | US | $5K | – | 0.03 |
| US FOODS INC 6.875% 09/15/2028 144A | Long | Debt | US | $5K | – | 0.04 |
| US LBM TERM B 1LN 05/30/2031 (LBM ACQUISITION LLC) | Long | Loan | US | $10K | – | 0.07 |
| US LBM TERM B 1LN 12/18/2027 (LBM ACQUISITION LLC) | Long | Loan | US | $5K | – | 0.03 |
| US LONG BOND(CBT) FUT SEP24 USU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-1K | – | -0.01 | |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 7.125% 03/15/2029 144A | Long | Debt | US | $5K | – | 0.03 |
| USI INC 7.5% 01/15/2032 144A | Long | Debt | US | $5K | – | 0.03 |
| UST NOTES 3.5% 01/31/2030 | Long | Debt | US | $665K | – | 4.61 |
| UST NOTES 3.5% 02/15/2033 | Long | Debt | US | $186K | – | 1.29 |
| UST NOTES 3.625% 03/31/2030 | Long | Debt | US | $563K | – | 3.91 |
| UST NOTES 4.125% 11/15/2032 | Long | Debt | US | $2M | – | 13.57 |
| UST NOTES 4.5% 11/15/2033 | Long | Debt | US | $220K | – | 1.53 |
| UST NOTES 4.625% 04/30/2029 | Long | Debt | US | $30K | – | 0.21 |
| UST NOTES 4.875% 10/31/2028 | Long | Debt | US | $116K | – | 0.81 |
| UST NOTES 4% 01/31/2031 | Long | Debt | US | $97K | – | 0.67 |
| UST NOTES 4% 02/15/2034 | Long | Debt | US | $17K | – | 0.12 |
| VALARIS LTD 8.375% 04/30/2030 144A | Long | Debt | BM | $5K | – | 0.04 |
| VALLOUREC SA 7.5% 04/15/2032 144A | Long | Debt | FR | $5K | – | 0.04 |
| VERITAS US INC / VERITAS BERMUDA LTD 7.5% 09/01/2025 144A | Long | Debt | US | $3K | – | 0.02 |
| VERTICAL HOLDCO GMBH 7.625% 07/15/2028 144A | Long | Debt | DE | $5K | – | 0.03 |
| VIALTO TERM 1LN 04/29/2029 (GALAXY US OPCO INC) | Long | Loan | US | $4K | – | 0.03 |
| VICI PROPERTIES LP / VICI NOTE CO INC 4.125% 08/15/2030 144A | Long | Debt | US | $30K | – | 0.21 |
| VICI PROPERTIES LP 6.125% 04/01/2054 | Long | Debt | US | $3K | – | 0.02 |
| VIKING CRUISES LTD 9.125% 07/15/2031 144A | Long | Debt | BM | $5K | – | 0.04 |
| VIPER ENERGY INC 7.375% 11/01/2031 144A | Long | Debt | US | $5K | – | 0.04 |
| VIRGIN MEDIA SECD FIN PLC 4.5% 08/15/2030 144A (VIRGIN MEDIA SECURED FINANCE PLC) | Long | Debt | GB | $14K | – | 0.10 |
| VIRIDIEN 8.75% 04/01/2027 144A | Long | Debt | FR | $9K | – | 0.06 |
| VIRTUSA CORP 7.125% 12/15/2028 144A | Long | Debt | US | $3K | – | 0.02 |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 6.375% 02/01/2030 144A | Long | Debt | MT | $9K | – | 0.06 |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 7.875% 05/01/2027 144A | Long | Debt | MT | $905.35 | – | 0.01 |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 9.5% 06/01/2028 144A | Long | Debt | MT | $3K | – | 0.02 |
| VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A | Long | Debt | US | $15K | – | 0.11 |
| VISTRA OPERATIONS CO LLC 6.875% 04/15/2032 144A | Long | Debt | US | $5K | – | 0.03 |
| VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A | Long | Debt | US | $5K | – | 0.04 |
| VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A | Long | ABS-mortgage backed security | US | $80K | – | 0.55 |
| VM CONSOLIDATED INC 5.5% 04/15/2029 144A | Long | Debt | US | $954.29 | – | 0.01 |
| WAND NEWCO 3 INC 7.625% 01/30/2032 144A | Long | Debt | US | $5K | – | 0.04 |
| WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A | Long | Debt | US | $10K | – | 0.07 |
| WELLS FARGO and CO NEW 5.9%/VAR PERP | Long | Equity-preferred | US | $4K | – | 0.03 |
| WESTERN ALLIANCE BANCORPORATN 3/VAR 06/15/2031 | Long | Debt | US | $9K | – | 0.06 |
| WESTERN DIGITAL CORP 2.85% 02/01/2029 | Long | Debt | US | $5K | – | 0.04 |
| WESTERN DIGITAL CORP 3.1% 02/01/2032 | Long | Debt | US | $2K | – | 0.01 |
| WESTERN GAS PARTNERS LP 5.3% 03/01/2048 | Long | Debt | US | $8K | – | 0.05 |
| WINDSOR HOLDINGS III LLC 8.5% 06/15/2030 144A | Long | Debt | US | $5K | – | 0.04 |
| WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A | Long | Debt | US | $5K | – | 0.03 |
| WOLFSPEED INC CONV 1.875% 12/01/2029 | Long | Debt | US | $8K | – | 0.05 |
| WOLVERINE WORLD WIDE INC 4% 08/15/2029 144A | Long | Debt | US | $6K | – | 0.04 |
| WR GRACE HOLDING LLC 4.875% 06/15/2027 144A | Long | Debt | US | $8K | – | 0.05 |
| WR GRACE HOLDING LLC 7.375% 03/01/2031 144A | Long | Debt | US | $5K | – | 0.04 |
| WYNN LAS VEGAS LLC/ WYNN LAS V 5.25% 05/15/2027 144A | Long | Debt | US | $16K | – | 0.11 |
| XPO INC 6.25% 06/01/2028 144A | Long | Debt | US | $5K | – | 0.03 |
| YUM BRANDS INC 3.625% 03/15/2031 | Long | Debt | US | $3K | – | 0.02 |
| YUM BRANDS INC 4.625% 01/31/2032 | Long | Debt | US | $5K | – | 0.03 |
| ZAYO GROUP HLDGS INC 4% 03/01/2027 144A | Long | Debt | US | $5K | – | 0.03 |
| ZF FINANCE GMBH 2% 05/06/2027 REGS | Long | Debt | DE | $101K | – | 0.70 |
| ZF NORTH AMER CAP INC 4.75% 04/29/2025 144A | Long | Debt | US | $5K | – | 0.03 |
| ZF NORTH AMER CAP INC 6.75% 04/23/2030 144A | Long | Debt | US | $5K | – | 0.04 |
| ZF NORTH AMER CAP INC 6.875% 04/23/2032 144A | Long | Debt | US | $5K | – | 0.04 |
| ZF NORTH AMER CAP INC 7.125% 04/14/2030 144A | Long | Debt | US | $5K | – | 0.04 |
| ZIGGO BOND CO 6% 01/15/2027 144A | Long | Debt | NL | $5K | – | 0.03 |
Address
Fidelity Merrimack Street Trust
245 Summer Street
Boston
Massachusetts
02210
United States of America
Directors
ELIZABETH S ACTON
JENNIFER TOOLIN MCAULIFFE
JOHN ENGLER
MARK A MURRAY
ROBERT F GARTLAND
LAURA M. BISHOP
ROBERT W. HELM
ANN E DUNWOODY
ABIGAIL JOHNSON
MICHAEL E KENNEALLY
ARTHUR E JOHNSON
CHRISTINE J. THOMPSON
CAROL J. ZIERHOFFER
Transfer Agents
STATE STREET BANK AND TRUST COMPANY
Pricing Services
PRICINGDIRECT INC
INTERCONTINENTAL EXCHANGE INC
REFINITIV US HOLDINGS INC
Custodians
STATE STREET BANK AND TRUST COMPANY
EUROCLEAR
Shareholder Servicing Agents
STATE STREET BANK AND TRUST COMPANY
Admins
Fidelity Service Company
Brokers
N/A