LORDABBETT > LORD ABBETT INVESTMENT TRUST
Lord Abbett Short Duration Income Fund
$46.82B
Avg Monthly Net Assets
$45.41B
Total Assets
$3.34B
Total Liabilities
$42.07B
Net Assets
Lord Abbett Short Duration Income Fund is a Mutual Fund in LORD ABBETT INVESTMENT TRUST
from LORDABBETT,
based in New Jersey,
United States of America.
The fund has ten share classes
and monthly net assets of $46.82B.
On July 29th, 2024 it reported 1,107 holdings, the largest
being Fixed Income Clearing Corp. (0.8%), United States Treasury (0.8%) and United States Treasury (0.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000019992 | LALDX | |
| Class C | C000019994 | LDLAX | |
| Class F | C000054891 | LDLFX | |
| Class F3 | C000188238 | LOLDX | |
| Class I | C000019991 | LLDYX | |
| Class R2 | C000054892 | LDLQX | |
| Class R3 | C000054893 | LDLRX | |
| Class R4 | C000156626 | LDLKX | |
| Class R5 | C000156627 | LDLTX | |
| Class R6 | C000156628 | LDLVX |
Holdings
From latest NPORT-P, filed July 29th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1211 Avenue of the Americas Trust 2015-1211 | Long | ABS-mortgage backed security | US | $448K | – | 0.00 |
| ABN AMRO Bank NV | Long | Debt | NL | $90M | – | 0.21 |
| ABN AMRO Bank NV | Long | Debt | NL | $47M | – | 0.11 |
| ABN AMRO Bank NV | Long | Debt | NL | $31M | – | 0.07 |
| ACAM 2019-FL1 ltd (ACAM 2019-FL1, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $23M | – | 0.06 |
| ACREC 2021-FL1 Ltd (ACREC 2021-FL1 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $43M | – | 0.10 |
| AEGON Funding Co LLC | Long | Debt | US | $80M | – | 0.19 |
| AEP Texas Inc | Long | Debt | US | $21M | – | 0.05 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $61M | – | 0.15 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $23M | – | 0.06 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $13M | – | 0.03 |
| AES Corp/The | Long | Debt | US | $74M | – | 0.18 |
| AES Corp/The | Long | Debt | US | $61M | – | 0.15 |
| Aethon United BR LP / Aethon United Finance Corp (AETHON UN/AETHIN UN FIN) | Long | Debt | US | $37M | – | 0.09 |
| Affirm Asset Securitization Trust 2022-X1 (Affirm Inc) | Long | ABS-other | US | $2M | – | 0.00 |
| Affirm Asset Securitization Trust 2023-B (Affirm Inc) | Long | ABS-other | US | $71M | – | 0.17 |
| Affirm Asset Securitization Trust 2023-B (Affirm Inc) | Long | ABS-other | US | $70M | – | 0.17 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $33M | – | 0.08 |
| AGCO Corp | Long | Debt | US | $10M | – | 0.02 |
| AIB Group PLC | Long | Debt | IE | $59M | – | 0.14 |
| Air Lease Corp | Long | Debt | US | $30M | – | 0.07 |
| Aircastle Ltd | Long | Debt | BM | $62M | – | 0.15 |
| Aircastle Ltd | Long | Debt | BM | $32M | – | 0.08 |
| Aker BP ASA | Long | Debt | NO | $60M | – | 0.14 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $67M | – | 0.16 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $61M | – | 0.14 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $10M | – | 0.02 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $5M | – | 0.01 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $27M | – | 0.07 |
| Alexander Funding Trust II (ALEXANDER FUND TRUST II) | Long | Debt | US | $42M | – | 0.10 |
| Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $68M | – | 0.16 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $5M | – | 0.01 |
| Ally Financial Inc | Long | Debt | US | $142M | – | 0.34 |
| Altice France SA | Long | Debt | FR | $33M | – | 0.08 |
| Ameren Corp | Long | Debt | US | $30M | – | 0.07 |
| American Electric Power Co Inc | Long | Debt | US | $52M | – | 0.12 |
| American Electric Power Co Inc | Long | Debt | US | $47M | – | 0.11 |
| American Express Co | Long | Debt | US | $72M | – | 0.17 |
| American Express Co | Long | Debt | US | $30M | – | 0.07 |
| American Express Credit Account Master Trust | Long | ABS-other | US | $116M | – | 0.27 |
| American Express Credit Account Master Trust | Long | ABS-other | US | $42M | – | 0.10 |
| American Tower Corp | Long | Debt | US | $51M | – | 0.12 |
| American Tower Corp | Long | Debt | US | $40M | – | 0.10 |
| American Tower Corp | Long | Debt | US | $37M | – | 0.09 |
| American Tower Corp | Long | Debt | US | $32M | – | 0.08 |
| American Tower Corp | Long | Debt | US | $12M | – | 0.03 |
| American Tower Corp | Long | Debt | US | $9M | – | 0.02 |
| Americredit Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $71M | – | 0.17 |
| Americredit Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $52M | – | 0.12 |
| Americredit Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $27M | – | 0.07 |
| AmeriCredit Automobile Receivables Trust 2023-2 | Long | ABS-other | US | $17M | – | 0.04 |
| AmeriCredit Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $39M | – | 0.09 |
| Ameriprise Financial Inc | Long | Debt | US | $7M | – | 0.02 |
| Amgen Inc | Long | Debt | US | $26M | – | 0.06 |
| AMMC CLO 23 Ltd (American Money Management Corporation) | Long | ABS-collateralized bond/debt obligation | KY | $119M | – | 0.28 |
| Anchorage Capital CLO 3-R Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.04 |
| Angel Oak Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Angel Oak Mortgage Trust 2020-6 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Anglo American Capital PLC | Long | Debt | GB | $113M | – | 0.27 |
| Anglo American Capital PLC | Long | Debt | GB | $50M | – | 0.12 |
| Anglo American Capital PLC | Long | Debt | GB | $21M | – | 0.05 |
| Anglo American Capital PLC | Long | Debt | GB | $19M | – | 0.04 |
| Anglo American Capital PLC | Long | Debt | GB | $12M | – | 0.03 |
| Anglo American Capital PLC | Long | Debt | GB | $8M | – | 0.02 |
| Aon Corp | Long | Debt | US | $67M | – | 0.16 |
| Aon North America Inc | Long | Debt | US | $21M | – | 0.05 |
| Apache Corp | Long | Debt | US | $20M | – | 0.05 |
| Apache Corp 2024 3 Year Tranche Term Loan A1 | Long | Loan | US | $123M | – | 0.29 |
| Apidos CLO XXII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $60M | – | 0.14 |
| Apidos CLO XXXI (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $87M | – | 0.21 |
| Apidos Loan Fund 2024-1 Ltd (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $74M | – | 0.18 |
| Aqua Finance Trust 2019-A | Long | ABS-other | US | $7M | – | 0.02 |
| Aqua Finance Trust 2021-A | Long | ABS-other | US | $45M | – | 0.11 |
| Aramark Services Inc 2019 Term Loan B4 | Long | Loan | US | $61M | – | 0.15 |
| Aramark Services Inc 2024 Term Loan B7 | Long | Loan | US | $32M | – | 0.08 |
| Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 0.05 |
| Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $37M | – | 0.09 |
| Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $80M | – | 0.19 |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $68M | – | 0.16 |
| Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | US | $51M | – | 0.12 |
| ARES L CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $111M | – | 0.26 |
| Athene Global Funding | Long | Debt | US | $43M | – | 0.10 |
| Athene Global Funding | Long | Debt | US | $40M | – | 0.10 |
| Athene Global Funding | Long | Debt | US | $40M | – | 0.09 |
| Athene Global Funding | Long | Debt | US | $34M | – | 0.08 |
| Atlassian Corp (ATLASSIAN CORPORATION) | Long | Debt | US | $38M | – | 0.09 |
| Ausgrid Finance Pty Ltd | Long | Debt | AU | $12M | – | 0.03 |
| Australia & New Zealand Banking Group Ltd (AUST & NZ BANKING GROUP) | Long | Debt | AU | $25M | – | 0.06 |
| Aviation Capital Group LLC | Long | Debt | US | $79M | – | 0.19 |
| Aviation Capital Group LLC | Long | Debt | US | $56M | – | 0.13 |
| Aviation Capital Group LLC | Long | Debt | US | $31M | – | 0.07 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $44M | – | 0.11 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $22M | – | 0.05 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $40M | – | 0.10 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $35M | – | 0.08 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $29M | – | 0.07 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $28M | – | 0.07 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $27M | – | 0.06 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $27M | – | 0.06 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $26M | – | 0.06 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $20M | – | 0.05 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $20M | – | 0.05 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $16M | – | 0.04 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $10M | – | 0.02 |
| Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6 | Long | Loan | US | $71M | – | 0.17 |
| Bacardi Ltd | Long | Debt | BM | $29M | – | 0.07 |
| BAE Systems PLC | Long | Debt | GB | $27M | – | 0.06 |
| BAE Systems PLC | Long | Debt | GB | $20M | – | 0.05 |
| Ballyrock CLO 2019-1 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $100M | – | 0.24 |
| Ballyrock CLO 2019-2 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.02 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $47M | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $163M | – | 0.39 |
| Bank of America Corp | Long | Debt | US | $124M | – | 0.29 |
| Bank of America Corp | Long | Debt | US | $99M | – | 0.24 |
| Bank of America Corp | Long | Debt | US | $78M | – | 0.18 |
| Bank of America Corp | Long | Debt | US | $77M | – | 0.18 |
| Bank of America Corp | Long | Debt | US | $54M | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $51M | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $40M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $29M | – | 0.07 |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10 (Banc of America Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $996K | – | 0.00 |
| Bank of Ireland Group PLC | Long | Debt | IE | $128M | – | 0.30 |
| Bank of Ireland Group PLC | Long | Debt | IE | $55M | – | 0.13 |
| Bank of Ireland Group PLC | Long | Debt | IE | $31M | – | 0.07 |
| Bank of Montreal | Long | Debt | CA | $16M | – | 0.04 |
| Bank of Nova Scotia/The | Long | Debt | CA | $13M | – | 0.03 |
| BankUnited Inc | Long | Debt | US | $65M | – | 0.15 |
| Barclays PLC | Long | Debt | GB | $92M | – | 0.22 |
| Barclays PLC | Long | Debt | GB | $77M | – | 0.18 |
| Barclays PLC | Long | Debt | GB | $70M | – | 0.17 |
| Barclays PLC | Long | Debt | GB | $69M | – | 0.16 |
| Barclays PLC | Long | Debt | GB | $34M | – | 0.08 |
| Barclays PLC | Long | Debt | GB | $32M | – | 0.08 |
| Barclays PLC | Long | Debt | GB | $10M | – | 0.02 |
| Barings CLO Ltd 2019-III (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.02 |
| Barings Clo Ltd 2020-IIII (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| Barings Loan Partners CLO Ltd 3 (Barings Loan Partners CLO Ltd. 3) | Long | ABS-collateralized bond/debt obligation | KY | $66M | – | 0.16 |
| BAT Capital Corp | Long | Debt | US | $73M | – | 0.17 |
| BAT Capital Corp | Long | Debt | US | $27M | – | 0.06 |
| BAT Capital Corp | Long | Debt | US | $18M | – | 0.04 |
| BAT Capital Corp | Long | Debt | US | $5M | – | 0.01 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $42M | – | 0.10 |
| Baxter Intl Inc 2021 Delayed Draw Term Loan Tranche 1 | Long | Loan | US | $1M | – | 0.00 |
| Baxter Intl Inc 2021 Delayed Draw Term Loan Tranche 2 | Long | Loan | US | $37M | – | 0.09 |
| Bayer US Finance II LLC | Long | Debt | US | $99M | – | 0.24 |
| Bayer US Finance LLC | Long | Debt | US | $88M | – | 0.21 |
| Bayer US Finance LLC | Long | Debt | US | $31M | – | 0.07 |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC | Long | ABS-other | US | $35M | – | 0.08 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $37M | – | 0.09 |
| BBCMS 2019-BWAY Mortgage Trust (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| BBCMS 2019-BWAY Mortgage Trust (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| BBCMS 2019-BWAY Mortgage Trust (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BBCMS Mortgage Trust 2020-C7 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| BBCMS Trust 2015-VFM (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| BDS 2021-FL7 Ltd (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $29M | – | 0.07 |
| BDS 2021-FL8 (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Benchmark 2021-B23 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $27M | – | 0.06 |
| Benefit Street Partners CLO IV Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $74M | – | 0.18 |
| Benefit Street Partners CLO V-B Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $34M | – | 0.08 |
| Berry Global Inc 2023 Term Loan AA | Long | Loan | US | $31M | – | 0.07 |
| Black Hills Corp | Long | Debt | US | $39M | – | 0.09 |
| Block Inc | Long | Debt | US | $8M | – | 0.02 |
| BlueMountain Fuji US Clo I Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $49M | – | 0.12 |
| BNP Paribas SA | Long | Debt | FR | $156M | – | 0.37 |
| BNP Paribas SA | Long | Debt | FR | $69M | – | 0.16 |
| BNP Paribas SA | Long | Debt | FR | $45M | – | 0.11 |
| BNP Paribas SA | Long | Debt | FR | $33M | – | 0.08 |
| BNP Paribas SA | Long | Debt | FR | $21M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $16M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $16M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $11M | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $72M | – | 0.17 |
| Boeing Co/The | Long | Debt | US | $64M | – | 0.15 |
| Boeing Co/The | Long | Debt | US | $40M | – | 0.10 |
| Boeing Co/The | Long | Debt | US | $37M | – | 0.09 |
| Boeing Co/The | Long | Debt | US | $37M | – | 0.09 |
| Boeing Co/The | Long | Debt | US | $10M | – | 0.02 |
| Bombardier Inc | Long | Debt | CA | $50M | – | 0.12 |
| Bombardier Inc | Long | Debt | CA | $6M | – | 0.01 |
| BPCE SA | Long | Debt | FR | $59M | – | 0.14 |
| BPCE SA | Long | Debt | FR | $53M | – | 0.13 |
| BPCE SA | Long | Debt | FR | $29M | – | 0.07 |
| BPCE SA | Long | Debt | FR | $22M | – | 0.05 |
| BPCE SA | Long | Debt | FR | $5M | – | 0.01 |
| Bread Financial Holdings Inc (BREAD FINANCIAL HLDGS) | Long | Debt | US | $10M | – | 0.02 |
| Brighthouse Financial Global Funding (BRIGHTHSE FIN GLBL FUND) | Long | Debt | US | $60M | – | 0.14 |
| Broadcom Inc 2023 Term Loan A3 | Long | Loan | US | $232M | – | 0.55 |
| Brooklyn Union Gas Co/The | Long | Debt | US | $53M | – | 0.13 |
| BSPRT 2021-FL7 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $45M | – | 0.11 |
| Buckeye Partners LP 2024 Term Loan B3 | Long | Loan | US | $48M | – | 0.11 |
| BWAY 2013-1515 Mortgage Trust (BWAY Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BWAY 2013-1515 Mortgage Trust (BWAY Mortgage Trust) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| BX Commercial Mortgage Trust 2021-ACNT (BX Trust) | Long | ABS-mortgage backed security | US | $39M | – | 0.09 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $32M | – | 0.08 |
| BX Commercial Mortgage Trust 2023-VLT2 (BX Trust) | Long | ABS-mortgage backed security | US | $24M | – | 0.06 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $53M | – | 0.13 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $27M | – | 0.06 |
| BX Trust 2021-RISE | Long | ABS-mortgage backed security | US | $44M | – | 0.10 |
| BX Trust 2022-LBA6 | Long | ABS-mortgage backed security | US | $47M | – | 0.11 |
| BX Trust 2022-PSB | Long | ABS-mortgage backed security | US | $36M | – | 0.09 |
| BX Trust 2024-CNYN | Long | ABS-mortgage backed security | US | $69M | – | 0.17 |
| BXHPP Trust 2021-FILM | Long | ABS-mortgage backed security | US | $118M | – | 0.28 |
| BXMT 2021-FL4 Ltd (BXMT Ltd) | Long | ABS-collateralized bond/debt obligation | US | $39M | – | 0.09 |
| CaixaBank SA | Long | Debt | ES | $24M | – | 0.06 |
| Calpine Corp | Long | Debt | US | $6M | – | 0.02 |
| Calpine Corporation 2024 Term Loan B5 | Long | Loan | US | $73M | – | 0.17 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $42M | – | 0.10 |
| Canadian Natural Resources Ltd (CANADIAN NATL RESOURCES) | Long | Debt | CA | $24M | – | 0.06 |
| Capital One Multi-Asset Execution Trust | Long | ABS-other | US | $93M | – | 0.22 |
| Capital One Prime Auto Receivables Trust 2022-2 | Long | ABS-other | US | $126M | – | 0.30 |
| Capital One Prime Auto Receivables Trust 2023-1 | Long | ABS-other | US | $70M | – | 0.17 |
| Carlyle Global Market Strategies CLO 2015-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $62M | – | 0.15 |
| Carlyle Global Market Strategies CLO 2015-4 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| Carlyle US Clo 2017-2 Ltd (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $44M | – | 0.10 |
| CARLYLE US CLO 2019-1 LTD (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $107M | – | 0.26 |
| CarMax Auto Owner Trust 2023-1 | Long | ABS-other | US | $60M | – | 0.14 |
| Carmax Auto Owner Trust 2023-3 | Long | ABS-other | US | $56M | – | 0.13 |
| Carmax Auto Owner Trust 2023-3 | Long | ABS-other | US | $30M | – | 0.07 |
| CarMax Auto Owner Trust 2024-2 | Long | ABS-other | US | $46M | – | 0.11 |
| CarMax Auto Owner Trust 2024-2 | Long | ABS-other | US | $25M | – | 0.06 |
| Carnival Corporation 2024 Term Loan B2 | Long | Loan | PA | $19M | – | 0.05 |
| Carrier Global Corporation 2023 EUR Term Loan A | Long | Loan | US | $37M | – | 0.09 |
| Carrier Global Corporation 2023 EUR Term Loan B | Long | Loan | US | $77M | – | 0.18 |
| Carvana Auto Receivables Trust 2021-N1 | Long | ABS-other | US | $7M | – | 0.02 |
| Carvana Auto Receivables Trust 2022-P1 | Long | ABS-other | US | $122M | – | 0.29 |
| Carvana Auto Receivables Trust 2022-P2 | Long | ABS-other | US | $50M | – | 0.12 |
| Carvana Auto Receivables Trust 2022-P3 | Long | ABS-other | US | $41M | – | 0.10 |
| Catalent Pharma Solutions Inc 2021 Term Loan B3 | Long | Loan | US | $159M | – | 0.38 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $56M | – | 0.13 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $4M | – | 0.01 |
| CD 2016-CD1 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CEC Entertainment LLC | Long | Debt | US | $39M | – | 0.09 |
| Cedar Funding X CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.03 |
| Cedar Funding XIV CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $97M | – | 0.23 |
| Celanese US Holdings LLC | Long | Debt | US | $58M | – | 0.14 |
| Celanese US Holdings LLC 2022 5-Year Delayed Draw Term Loan | Long | Loan | US | $46M | – | 0.11 |
| Centene Corp | Long | Debt | US | $182M | – | 0.43 |
| Centene Corp | Long | Debt | US | $49M | – | 0.12 |
| CenterPoint Energy Inc | Long | Debt | US | $41M | – | 0.10 |
| CF Trust 2019-BOSS (Cantor Commercial Real Estate Lending) | Long | ABS-mortgage backed security | US | $64M | – | 0.15 |
| CFCRE Commercial Mortgage Trust 2016-C4 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CFCRE Commercial Mortgage Trust 2016-C6 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CFCRE Commercial Mortgage Trust 2016-C7 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Charter Communications Operating LLC 2019 Term Loan B2 | Long | Loan | US | $192M | – | 0.46 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $134M | – | 0.32 |
| Chord Energy Corp | Long | Debt | US | $15M | – | 0.04 |
| CIFC Funding 2013-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $31M | – | 0.07 |
| CIFC Funding 2021-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $46M | – | 0.11 |
| Cigna Group/The | Long | Debt | US | $20M | – | 0.05 |
| CITGO Petroleum Corp | Long | Debt | US | $41M | – | 0.10 |
| Citibank Credit Card Issuance Trust | Long | ABS-other | US | $26M | – | 0.06 |
| Citigroup Commercial Mortgage Trust 2012-GC8 | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2014-GC21 | Long | ABS-mortgage backed security | US | $60.94 | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2014-GC23 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $465K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $407K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-GC31 | Long | ABS-mortgage backed security | US | $504K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-GC35 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2016-GC36 | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| Citigroup Commercial Mortgage Trust 2016-GC36 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2016-GC37 | Long | ABS-mortgage backed security | US | $43M | – | 0.10 |
| Citigroup Commercial Mortgage Trust 2016-GC37 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2018-B2 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $255M | – | 0.61 |
| Citigroup Inc | Long | Debt | US | $169M | – | 0.40 |
| Citigroup Inc | Long | Debt | US | $79M | – | 0.19 |
| Citigroup Inc | Long | Debt | US | $33M | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $17M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $16M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $15M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $12M | – | 0.03 |
| Citizens Auto Receivables Trust 2023-2 | Long | ABS-other | US | $42M | – | 0.10 |
| Citizens Auto Receivables Trust 2024-2 | Long | ABS-other | US | $79M | – | 0.19 |
| Citizens Bank NA/Providence RI (CITIZENS BANK NA/RI) | Long | Debt | US | $78M | – | 0.19 |
| Citizens Bank NA/Providence RI (CITIZENS BANK NA/RI) | Long | Debt | US | $68M | – | 0.16 |
| Citizens Financial Group Inc | Long | Debt | US | $27M | – | 0.06 |
| Civitas Resources Inc | Long | Debt | US | $23M | – | 0.05 |
| Civitas Resources Inc | Long | Debt | US | $22M | – | 0.05 |
| Clarios Global LP / Clarios US Finance Co (CLARIOS GLOBAL LP/US FIN) | Long | Debt | XX | $34M | – | 0.08 |
| Cleco Corporate Holdings LLC | Long | Debt | US | $11M | – | 0.03 |
| Cleveland Electric Illuminating Co/The | Long | Debt | US | $10M | – | 0.02 |
| CNH Equipment Trust 2022-B | Long | ABS-other | US | $2M | – | 0.01 |
| CNO Financial Group Inc | Long | Debt | US | $90M | – | 0.21 |
| CNO Global Funding | Long | Debt | US | $60M | – | 0.14 |
| CNO Global Funding | Long | Debt | US | $26M | – | 0.06 |
| Coca-Cola Consolidated Inc | Long | Debt | US | $24M | – | 0.06 |
| Colombia Government International Bonds | Long | Debt | CO | $6M | – | 0.01 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $8M | – | 0.02 |
| Comision Federal de Electricidad | Long | Debt | MX | $33M | – | 0.08 |
| COMM 2012-CCRE4 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $409 | – | 0.00 |
| COMM 2014-CCRE17 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COMM 2014-CCRE19 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| COMM 2014-CCRE21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| COMM 2014-LC17 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $710.47 | – | 0.00 |
| COMM 2014-UBS3 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| COMM 2014-UBS5 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $25M | – | 0.06 |
| COMM 2014-UBS5 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| COMM 2015-CCRE25 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| COMM 2015-DC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| COMM 2015-LC21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| COMM 2015-PC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $45M | – | 0.11 |
| COMM 2015-PC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| Concentrix Corp | Long | Debt | US | $17M | – | 0.04 |
| Connecticut Avenue Securities Trust 2024-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $12M | – | 0.03 |
| Constellation Software Inc/Canada | Long | Debt | CA | $13M | – | 0.03 |
| Continental Resources Inc/OK | Long | Debt | US | $153M | – | 0.36 |
| Continental Resources Inc/OK | Long | Debt | US | $143M | – | 0.34 |
| Continental Resources Inc/OK | Long | Debt | US | $78M | – | 0.18 |
| Corebridge Financial Inc | Long | Debt | US | $25M | – | 0.06 |
| Corebridge Global Funding (COREBRIDGE GLOB FUNDING) | Long | Debt | US | $24M | – | 0.06 |
| Corebridge Global Funding (COREBRIDGE GLOB FUNDING) | Long | Debt | US | $20M | – | 0.05 |
| Coronado Finance Pty Ltd | Long | Debt | AU | $15M | – | 0.03 |
| Coterra Energy Inc | Long | Debt | US | $25M | – | 0.06 |
| CPS Auto Receivables Trust 2020-A (CPS Auto Trust) | Long | ABS-other | US | $5M | – | 0.01 |
| Credit Acceptance Auto Loan Trust 2021-3 | Long | ABS-other | US | $4M | – | 0.01 |
| Credit Agricole SA | Long | Debt | FR | $89M | – | 0.21 |
| Credit Suisse AG/New York NY (CREDIT SUISSE NEW YORK) | Long | Debt | CH | $10M | – | 0.02 |
| Credit Suisse AG/New York NY (CREDIT SUISSE NEW YORK) | Long | Debt | CH | $8M | – | 0.02 |
| Crescent Energy Finance LLC | Long | Debt | US | $52M | – | 0.12 |
| Crown Castle Inc | Long | Debt | US | $30M | – | 0.07 |
| Crown Castle Inc | Long | Debt | US | $28M | – | 0.07 |
| Crown Castle Inc | Long | Debt | US | $21M | – | 0.05 |
| CrownRock LP / CrownRock Finance Inc (CROWNROCK LP/CROWNROCK F) | Long | Debt | US | $74M | – | 0.18 |
| CSAIL 2016-C6 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSAIL 2016-C7 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $23M | – | 0.06 |
| CSAIL 2016-C7 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| CSMC 2021-BPNY (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $40M | – | 0.10 |
| CSMC 2021-NQM5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CSMC 2021-NQM7 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| Danske Bank A/S | Long | Debt | DK | $136M | – | 0.32 |
| Danske Bank A/S | Long | Debt | DK | $81M | – | 0.19 |
| Danske Bank A/S | Long | Debt | DK | $49M | – | 0.12 |
| Danske Bank A/S | Long | Debt | DK | $47M | – | 0.11 |
| Danske Bank A/S | Long | Debt | DK | $46M | – | 0.11 |
| Danske Bank A/S | Long | Debt | DK | $44M | – | 0.10 |
| Danske Bank A/S | Long | Debt | DK | $21M | – | 0.05 |
| DaVita Inc 2020 Term Loan B | Long | Loan | US | $60M | – | 0.14 |
| DBJPM 2016-C3 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| DBWF Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| DBWF Mortgage Trust | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| DCP Midstream Operating LP | Long | Debt | US | $15M | – | 0.04 |
| Dell Equipment Finance Trust 2023-2 | Long | ABS-other | US | $12M | – | 0.03 |
| Dell Equipment Finance Trust 2024-1 | Long | ABS-other | US | $56M | – | 0.13 |
| Delos Aircraft Designated Activity Co Term Loan | Long | Loan | IE | $20M | – | 0.05 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $78M | – | 0.19 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $75M | – | 0.18 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $27M | – | 0.07 |
| Diamondback Energy Inc | Long | Debt | US | $16M | – | 0.04 |
| Diamondback Energy Inc | Long | Debt | US | $16M | – | 0.04 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc (DIRECTV FIN LLC/COINC) | Long | Debt | US | $64M | – | 0.15 |
| DirecTV Financing LLC Term Loan | Long | Loan | US | $35M | – | 0.08 |
| Discover Bank | Long | Debt | US | $18M | – | 0.04 |
| Discover Card Execution Note Trust | Long | ABS-other | US | $139M | – | 0.33 |
| Discover Card Execution Note Trust | Long | ABS-other | US | $101M | – | 0.24 |
| Discover Card Execution Note Trust | Long | ABS-other | US | $63M | – | 0.15 |
| Dominion Energy Inc | Long | Debt | US | $11M | – | 0.03 |
| Dryden 113 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | JE | $43M | – | 0.10 |
| Dryden 55 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.04 |
| Dryden 72 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $61M | – | 0.15 |
| Dryden Senior Loan Fund | Long | ABS-collateralized bond/debt obligation | KY | $31M | – | 0.07 |
| DTE Energy Co | Long | Debt | US | $52M | – | 0.12 |
| DTE Energy Co | Long | Debt | US | $47M | – | 0.11 |
| Duke Energy Corp | Long | Debt | US | $20M | – | 0.05 |
| Ecopetrol SA | Long | Debt | CO | $45M | – | 0.11 |
| Elanco Animal Health Incorporated Term Loan B | Long | Loan | US | $114M | – | 0.27 |
| Electricite de France SA | Long | Debt | FR | $99M | – | 0.24 |
| Element Fleet Management Corp | Long | Debt | CA | $29M | – | 0.07 |
| Ellington Financial Mortgage Trust 2020-2 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Elmwood CLO 18 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $69M | – | 0.16 |
| Elmwood CLO VII Ltd (Elmwood CLO VII Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $67M | – | 0.16 |
| Elmwood CLO X Ltd | Long | ABS-collateralized bond/debt obligation | KY | $108M | – | 0.26 |
| Enbridge Inc | Long | Debt | CA | $24M | – | 0.06 |
| Enbridge Inc | Long | Debt | CA | $14M | – | 0.03 |
| Endeavor Energy Resources LP / EER Finance Inc | Long | Debt | US | $118M | – | 0.28 |
| Energy Transfer LP | Long | Debt | US | $104M | – | 0.25 |
| Energy Transfer LP | Long | Debt | US | $101M | – | 0.24 |
| Engie SA | Long | Debt | FR | $21M | – | 0.05 |
| EnLink Midstream LLC | Long | Debt | US | $46M | – | 0.11 |
| EnLink Midstream LLC | Long | Debt | US | $42M | – | 0.10 |
| EnLink Midstream Partners LP | Long | Debt | US | $15M | – | 0.04 |
| Entegris Inc | Long | Debt | US | $58M | – | 0.14 |
| Enterprise Fleet Financing 2022-3 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $24M | – | 0.06 |
| Enterprise Fleet Financing 2023-1 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $40M | – | 0.10 |
| EPR Properties | Long | Debt | US | $52M | – | 0.12 |
| EPR Properties | Long | Debt | US | $27M | – | 0.07 |
| EQM Midstream Partners LP | Long | Debt | US | $4M | – | 0.01 |
| EQM Midstream Partners LP | Long | Debt | US | $3M | – | 0.01 |
| EQT Corp | Long | Debt | US | $118M | – | 0.28 |
| EQT Corp | Long | Debt | US | $98M | – | 0.23 |
| EQT Corp | Long | Debt | US | $62M | – | 0.15 |
| Equitable Financial Life Global Funding | Long | Debt | US | $57M | – | 0.14 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $109M | – | 0.26 |
| Evergy Missouri West Inc | Long | Debt | US | $24M | – | 0.06 |
| Everi Holdings Inc | Long | Debt | US | $9M | – | 0.02 |
| Eversource Energy | Long | Debt | US | $34M | – | 0.08 |
| Eversource Energy | Long | Debt | US | $17M | – | 0.04 |
| Exelon Corp | Long | Debt | US | $20M | – | 0.05 |
| Exeter Automobile Receivables Trust 2021-1 | Long | ABS-other | US | $9M | – | 0.02 |
| Exeter Automobile Receivables Trust 2021-1 | Long | ABS-other | US | $2M | – | 0.00 |
| Exeter Automobile Receivables Trust 2021-3 | Long | ABS-other | US | $38M | – | 0.09 |
| Exeter Automobile Receivables Trust 2022-3 | Long | ABS-other | US | $31M | – | 0.07 |
| Exeter Automobile Receivables Trust 2024-3 | Long | ABS-other | US | $28M | – | 0.07 |
| Exeter Automobile Receivables Trust 2024-3 | Long | ABS-other | US | $24M | – | 0.06 |
| F-Brasile SpA / F-Brasile US LLC (F-BRASILE SPA/F-BRASILE) | Long | Debt | IT | $51M | – | 0.12 |
| F&G Annuities & Life Inc | Long | Debt | US | $60M | – | 0.14 |
| F&G Annuities & Life Inc | Long | Debt | US | $29M | – | 0.07 |
| F&G Global Funding | Long | Debt | US | $53M | – | 0.13 |
| F&G Global Funding | Long | Debt | US | $33M | – | 0.08 |
| F&G Global Funding | Long | Debt | US | $31M | – | 0.07 |
| F&G Global Funding | Long | Debt | US | $14M | – | 0.03 |
| FactSet Research Systems Inc | Long | Debt | US | $25M | – | 0.06 |
| Fairstone Financial Issuance Trust I | Long | ABS-other | CA | $14M | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $37M | – | 0.09 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $32M | – | 0.08 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $24M | – | 0.06 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $989K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $941K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $924K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $810K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $760K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $751K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $602K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $531K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $473K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $414K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $62M | – | 0.15 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $51M | – | 0.12 |
| Fells Point Funding Trust | Long | Debt | US | $107M | – | 0.26 |
| Fidelity & Guaranty Life Holdings Inc | Long | Debt | US | $58M | – | 0.14 |
| First Investors Auto Owner Trust 2022-2 | Long | ABS-other | US | $49M | – | 0.12 |
| FirstEnergy Corp | Long | Debt | US | $68M | – | 0.16 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $10M | – | 0.02 |
| FirstEnergy Transmission LLC | Long | Debt | US | $124M | – | 0.30 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $353M | – | 0.84 |
| Fleetcor Technologies Operating Company LLC 2021 Term Loan B4 | Long | Loan | US | $44M | – | 0.10 |
| Ford Credit Auto Lease Trust 2024-A | Long | ABS-other | US | $55M | – | 0.13 |
| Ford Credit Auto Owner Trust 2018-REV1 (Ford Credit Auto Owner Trust/Ford Credit) | Long | ABS-other | US | $90M | – | 0.21 |
| Ford Credit Auto Owner Trust 2021-REV1 (Ford Credit Auto Owner Trust/Ford Credit) | Long | ABS-other | US | $34M | – | 0.08 |
| Ford Credit Auto Owner Trust 2022-REV1 (Ford Credit Auto Owner Trust/Ford Credit) | Long | ABS-other | US | $111M | – | 0.26 |
| Ford Motor Credit Co LLC | Long | Debt | US | $88M | – | 0.21 |
| Ford Motor Credit Co LLC | Long | Debt | US | $64M | – | 0.15 |
| Ford Motor Credit Co LLC | Long | Debt | US | $44M | – | 0.11 |
| Ford Motor Credit Co LLC | Long | Debt | US | $40M | – | 0.09 |
| Ford Motor Credit Co LLC | Long | Debt | US | $25M | – | 0.06 |
| Ford Motor Credit Co LLC | Long | Debt | US | $19M | – | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $10M | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $10M | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $8M | – | 0.02 |
| Foundry JV Holdco LLC | Long | Debt | US | $15M | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $385K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $36M | – | 0.08 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $73M | – | 0.17 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2022-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2024-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $24M | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2024-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $44M | – | 0.10 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $20M | – | 0.05 |
| Freeport Indonesia PT | Long | Debt | ID | $30M | – | 0.07 |
| Freeport-McMoRan Inc | Long | Debt | US | $46M | – | 0.11 |
| GA Global Funding Trust | Long | Debt | US | $70M | – | 0.17 |
| GA Global Funding Trust | Long | Debt | US | $57M | – | 0.14 |
| GA Global Funding Trust | Long | Debt | US | $50M | – | 0.12 |
| GA Global Funding Trust | Long | Debt | US | $2M | – | 0.00 |
| Galaxy XIX CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.05 |
| Gartner Inc | Long | Debt | US | $47M | – | 0.11 |
| GATX Corp | Long | Debt | US | $7M | – | 0.02 |
| Gen Digital Inc 2021 Term Loan A | Long | Loan | US | $35M | – | 0.08 |
| General Motors Co | Long | Debt | US | $44M | – | 0.10 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $72M | – | 0.17 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $35M | – | 0.08 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $32M | – | 0.08 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $30M | – | 0.07 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $19M | – | 0.05 |
| Genesis Energy LP / Genesis Energy Finance Corp (GENESIS ENERGY LP/FIN) | Long | Debt | US | $14M | – | 0.03 |
| Genpact Luxembourg SARL/Genpact USA Inc (GEN LUX SARL/GEN USA INC) | Long | Debt | LU | $12M | – | 0.03 |
| Glencore Funding LLC | Long | Debt | US | $62M | – | 0.15 |
| Glencore Funding LLC | Long | Debt | US | $57M | – | 0.13 |
| Glencore Funding LLC | Long | Debt | US | $56M | – | 0.13 |
| Glencore Funding LLC | Long | Debt | US | $32M | – | 0.08 |
| Glencore Funding LLC | Long | Debt | US | $27M | – | 0.06 |
| Glencore Funding LLC | Long | Debt | US | $10M | – | 0.02 |
| Global Atlantic Fin Co | Long | Debt | US | $9M | – | 0.02 |
| Global Payments Inc | Long | Debt | US | $23M | – | 0.05 |
| Global Payments Inc | Long | Debt | US | $10M | – | 0.02 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $60M | – | 0.14 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $25M | – | 0.06 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $15M | – | 0.04 |
| GLS Auto Receivables Issuer Trust 2022-3 (GLS Auto Receivables Trust) | Long | ABS-other | US | $2M | – | 0.01 |
| GLS Auto Receivables Issuer Trust 2023-3 (GLS Auto Receivables Trust) | Long | ABS-other | US | $43M | – | 0.10 |
| GM Financial Automobile Leasing Trust 2022-2 | Long | ABS-other | US | $13M | – | 0.03 |
| GM Financial Automobile Leasing Trust 2023-1 | Long | ABS-other | US | $39M | – | 0.09 |
| GM Financial Automobile Leasing Trust 2023-2 | Long | ABS-other | US | $31M | – | 0.07 |
| GM Financial Automobile Leasing Trust 2023-3 | Long | ABS-other | US | $43M | – | 0.10 |
| GM Financial Consumer Automobile Receivables Trust 2024-1 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $26M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $113M | – | 0.27 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $68M | – | 0.16 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $37M | – | 0.09 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $37M | – | 0.09 |
| Goodyear Tire & Rubber Co/The | Long | Debt | US | $28M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Greenko Dutch BV | Long | Debt | NL | $28M | – | 0.07 |
| Greenko Dutch BV | Long | Debt | NL | $8M | – | 0.02 |
| Greenko Wind Projects Mauritius Ltd (GREENKO WIND PROJECTS MU) | Long | Debt | MU | $10M | – | 0.02 |
| Greystone CRE Notes 2021-FL3 Ltd (Greystone Commercial Real Estate Notes) | Long | ABS-collateralized bond/debt obligation | KY | $67M | – | 0.16 |
| GREYWOLF CLO VII Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $32M | – | 0.08 |
| GS Mortgage Securities Corp Trust 2017-GPTX (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| GS Mortgage Securities Corp Trust 2021-ARDN (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $47M | – | 0.11 |
| GS Mortgage Securities Corp Trust 2021-ROSS (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $44M | – | 0.11 |
| GS Mortgage Securities Corp Trust 2021-ROSS (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| GS Mortgage Securities Corp Trust 2021-ROSS (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GS Mortgage Securities Trust 2012-GCJ9 | Long | ABS-mortgage backed security | US | $368.01 | – | 0.00 |
| GS Mortgage Securities Trust 2014-GC26 | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GS Mortgage Securities Trust 2015-GC34 | Long | ABS-mortgage backed security | US | $33M | – | 0.08 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-mortgage backed security | US | $715K | – | 0.00 |
| GS Mortgage Securities Trust 2016-GS2 | Long | ABS-mortgage backed security | US | $28M | – | 0.07 |
| GS Mortgage Securities Trust 2016-GS2 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GS Mortgage Securities Trust 2020-GC45 | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| GXO Logistics Inc | Long | Debt | US | $54M | – | 0.13 |
| Halcyon Loan Advisors Funding 2017-2 Ltd (Halcyon Loan Advisors Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $23M | – | 0.05 |
| Hasbro Inc | Long | Debt | US | $77M | – | 0.18 |
| HAT Holdings I LLC / HAT Holdings II LLC (HAT HOLDINGS I LLC/HAT) | Long | Debt | US | $47M | – | 0.11 |
| HAT Holdings I LLC / HAT Holdings II LLC (HAT HOLDINGS I LLC/HAT) | Long | Debt | US | $16M | – | 0.04 |
| HCA Inc | Long | Debt | US | $191M | – | 0.45 |
| HCA Inc | Long | Debt | US | $27M | – | 0.06 |
| HCA Inc | Long | Debt | US | $8M | – | 0.02 |
| HCA Inc 2021 Term Loan A | Long | Loan | US | $59M | – | 0.14 |
| HEICO Corp | Long | Debt | US | $23M | – | 0.05 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $109M | – | 0.26 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $90M | – | 0.21 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $20M | – | 0.05 |
| Hess Corp | Long | Debt | US | $15M | – | 0.04 |
| HF Sinclair Corp | Long | Debt | US | $67M | – | 0.16 |
| HF Sinclair Corp | Long | Debt | US | $45M | – | 0.11 |
| HGI CRE CLO 2021-FL2 Ltd (HGI CRE CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.03 |
| Hilton Domestic Operating Company Inc 2023 Term Loan B3 | Long | Loan | US | $95M | – | 0.23 |
| HMH Trust 2017-NSS | Long | ABS-mortgage backed security | US | $28M | – | 0.07 |
| HMH Trust 2017-NSS | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| HMH Trust 2017-NSS | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| HMH Trust 2017-NSS | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Honda Auto Receivables 2024-2 Owner Trust (Honda Auto Receivables Owner Trust) | Long | ABS-other | US | $63M | – | 0.15 |
| HONO 2021-LULU Mortgage Trust (HONO Mortgage Trust) | Long | ABS-mortgage backed security | US | $24M | – | 0.06 |
| HSBC Holdings PLC | Long | Debt | GB | $66M | – | 0.16 |
| HSBC Holdings PLC | Long | Debt | GB | $62M | – | 0.15 |
| HSBC Holdings PLC | Long | Debt | GB | $56M | – | 0.13 |
| Hudsons Bay Simon JV Trust 2015-HBS | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Hudsons Bay Simon JV Trust 2015-HBS | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Humana Inc | Long | Debt | US | $32M | – | 0.08 |
| Huntington Auto Trust 2024-1 | Long | ABS-other | US | $69M | – | 0.17 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $23M | – | 0.06 |
| Huntington Ingalls Industries Inc | Long | Debt | US | $9M | – | 0.02 |
| Huntington National Bank/The | Long | Debt | US | $80M | – | 0.19 |
| Hyatt Hotels Corp | Long | Debt | US | $35M | – | 0.08 |
| Hyatt Hotels Corp | Long | Debt | US | $23M | – | 0.06 |
| Hyundai Auto Lease Securitization Trust 2024-A | Long | ABS-other | US | $49M | – | 0.12 |
| Hyundai Auto Lease Securitization Trust 2024-B | Long | ABS-other | US | $57M | – | 0.13 |
| Hyundai Capital America | Long | Debt | US | $84M | – | 0.20 |
| Hyundai Capital America | Long | Debt | US | $49M | – | 0.12 |
| Hyundai Capital America | Long | Debt | US | $47M | – | 0.11 |
| Hyundai Capital America | Long | Debt | US | $46M | – | 0.11 |
| Hyundai Capital America | Long | Debt | US | $44M | – | 0.10 |
| Hyundai Capital America | Long | Debt | US | $40M | – | 0.10 |
| Hyundai Capital America | Long | Debt | US | $37M | – | 0.09 |
| Hyundai Capital America | Long | Debt | US | $37M | – | 0.09 |
| Hyundai Capital America | Long | Debt | US | $36M | – | 0.09 |
| Hyundai Capital America | Long | Debt | US | $24M | – | 0.06 |
| Hyundai Capital America | Long | Debt | US | $23M | – | 0.06 |
| Hyundai Capital America | Long | Debt | US | $20M | – | 0.05 |
| Hyundai Capital America | Long | Debt | US | $14M | – | 0.03 |
| Hyundai Capital America | Long | Debt | US | $10M | – | 0.02 |
| Icon Investments Six DAC | Long | Debt | IE | $25M | – | 0.06 |
| Icon Investments Six DAC | Long | Debt | IE | $24M | – | 0.06 |
| Illumina Inc | Long | Debt | US | $65M | – | 0.16 |
| Illumina Inc | Long | Debt | US | $36M | – | 0.09 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $132M | – | 0.31 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $129M | – | 0.31 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $8M | – | 0.02 |
| INEOS Styrolution US Holding LLC 2021 USD Term Loan B | Long | Loan | US | $8M | – | 0.02 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $85M | – | 0.20 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $248M | – | 0.59 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $83M | – | 0.20 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $20M | – | 0.05 |
| Invitation Homes Operating Partnership LP 2020 Term Loan A | Long | Loan | US | $247M | – | 0.59 |
| IQVIA Inc | Long | Debt | US | $20M | – | 0.05 |
| IQVIA Inc 2022 Term Loan A2 | Long | Loan | US | $81M | – | 0.19 |
| ITC Holdings Corp | Long | Debt | US | $25M | – | 0.06 |
| ITR Concession Co LLC | Long | Debt | US | $6M | – | 0.01 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $48M | – | 0.11 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $38M | – | 0.09 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Jackson Financial Inc | Long | Debt | US | $25M | – | 0.06 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $39M | – | 0.09 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $32M | – | 0.08 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $15M | – | 0.04 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $7M | – | 0.02 |
| Jacobs Engineering Group Inc | Long | Debt | US | $46M | – | 0.11 |
| Jane Street Group LLC 2024 Term Loan B | Long | Loan | US | $12M | – | 0.03 |
| Jones Lang LaSalle Inc | Long | Debt | US | $3M | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $40.75 | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $57M | – | 0.13 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $943K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $542K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust 2014-C24 | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C26 | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C29 | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | Long | ABS-mortgage backed security | US | $343K | – | 0.00 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP7 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP7 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $78M | – | 0.18 |
| JPMorgan Chase & Co | Long | Debt | US | $67M | – | 0.16 |
| JPMorgan Chase & Co | Long | Debt | US | $20M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $20M | – | 0.05 |
| Kemper Corp | Long | Debt | US | $25M | – | 0.06 |
| Key Commercial Mortgage Securities Trust 2019-S2 (KEY COMMERCIAL MORTGAGE TRUST 2019-S2) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Key Commercial Mortgage Securities Trust 2019-S2 (KEY COMMERCIAL MORTGAGE TRUST 2019-S2) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| KeyBank NA/Cleveland OH (KEY BANK NA) | Long | Debt | US | $10M | – | 0.02 |
| Keysight Technologies Inc | Long | Debt | US | $13M | – | 0.03 |
| KFC Holding Co 2021 Term Loan B | Long | Loan | US | $82M | – | 0.20 |
| Kilroy Realty LP | Long | Debt | US | $7M | – | 0.02 |
| KIND Trust 2021-KIND (KNDR Trust 2021-KIND) | Long | ABS-mortgage backed security | US | $76M | – | 0.18 |
| Kinder Morgan Inc | Long | Debt | US | $52M | – | 0.12 |
| Kinetik Holdings LP | Long | Debt | US | $48M | – | 0.11 |
| KKR Clo 24 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $131M | – | 0.31 |
| KKR CLO 30 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.04 |
| KKR CLO 40 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $116M | – | 0.28 |
| KREF 2021-FL2 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $32M | – | 0.08 |
| LAD Auto Receivables Trust 2023-1 | Long | ABS-other | US | $17M | – | 0.04 |
| Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust (Ladder Capital Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Las Vegas Sands Corp | Long | Debt | US | $70M | – | 0.17 |
| Las Vegas Sands Corp | Long | Debt | US | $16M | – | 0.04 |
| LCM XXII Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| Leggett & Platt Inc | Long | Debt | US | $17M | – | 0.04 |
| Lendmark Funding Trust 2021-2 | Long | ABS-other | US | $124M | – | 0.29 |
| Lendmark Funding Trust 2022-1 | Long | ABS-other | US | $81M | – | 0.19 |
| Lendmark Funding Trust 2023-1 | Long | ABS-other | US | $37M | – | 0.09 |
| Lendmark Funding Trust 2024-1 | Long | ABS-other | US | $30M | – | 0.07 |
| LG Electronics Inc | Long | Debt | KR | $15M | – | 0.04 |
| Liberty Utilities Co | Long | Debt | US | $51M | – | 0.12 |
| Life 2022-BMR Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $52M | – | 0.12 |
| Live Nation Entertainment Inc Term Loan B4 | Long | Loan | US | $22M | – | 0.05 |
| Lloyds Banking Group PLC | Long | Debt | GB | $42M | – | 0.10 |
| Lloyds Banking Group PLC | Long | Debt | GB | $31M | – | 0.07 |
| Lloyds Banking Group PLC | Long | Debt | GB | $29M | – | 0.07 |
| Lloyds Banking Group PLC | Long | Debt | GB | $18M | – | 0.04 |
| LoanCore 2022-CRE7 Issuer Ltd (LoanCore 2022-CRE7 Issuer Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $49M | – | 0.12 |
| Long: B77133434 IRS USD R V 12MSOFR 277133436 CCPOIS / Short: B77133434 IRS USD P F 3.87160 277133435 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $40M | – | 0.10 | |
| Long: BL3X5BFD6 IRS USD R V 12MUSCPI INF_SL3X5BFD6 CCPINFLATIONZERO / Short: BL3X5BFD6 IRS USD P F 2.54750 FIX_SL3X5BFD6 CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $2M | – | 0.01 | |
| Long: BLGR0WCJ4 IRS USD R V 12MUSCPI INF_SLGR0WCJ4 CCPINFLATIONZERO / Short: BLGR0WCJ4 IRS USD P F 2.28500 FIX_SLGR0WCJ4 CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.00 | |
| Long: BLGR0WDA2 IRS USD R V 12MUSCPI INF_SLGR0WDA2 CCPINFLATIONZERO / Short: BLGR0WDA2 IRS USD P F 2.07900 FIX_SLGR0WDA2 CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.00 | |
| Long: S02952750 IRS USD R F 4.26354 302952752 CCPOIS / Short: S02952750 IRS USD P V 12MSOFR 302952751 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-25M | – | -0.06 | |
| Long: S09992639 IRS USD R F 5.01250 309992641 CCPOIS / Short: S09992639 IRS USD P V 12MSOFR 309992640 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-13M | – | -0.03 | |
| Long: S14486006 IRS USD R F 4.25750 314486008 CCPOIS / Short: S14486006 IRS USD P V 12MSOFR 314486007 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-31M | – | -0.07 | |
| Long: S16746158 IRS USD R F 4.71780 316746160 CCPOIS / Short: S16746158 IRS USD P V 12MSOFR 316746159 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-15M | – | -0.04 | |
| Long: S53964651 CDS USD R F 1.00000 253964652 CCPCDX / Short: S53964651 CDS USD P V 03MEVENT 253964653 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $5M | – | 0.01 | |
| Long: SP4400A77 CDS USD R F 1.50000 SP4400A77_FEE CMBX / Short: SP4400A77 CDS USD P V 01MEVENT SP4400A77_PRO CMBX (Citibank NA) | Derivative-credit | US | $-765K | – | -0.00 | |
| Long: SP4C00914 CDS USD R F 1.50000 SP4C00914_FEE CMBX / Short: SP4C00914 CDS USD P V 01MEVENT SP4C00914_PRO CMBX (Citibank NA) | Derivative-credit | US | $-437K | – | -0.00 | |
| Long: SP9J5E8Y8 CDS USD R F 1.50000 SP9J5E8Y8_FEE CMBX / Short: SP9J5E8Y8 CDS USD P V 01MEVENT SP9J5E8Y8_PRO CMBX (Citibank NA) | Derivative-credit | US | $-547K | – | -0.00 | |
| Long: SPGK021B5 CDS USD R F 1.50000 F_SPGK021B5 CMBX / Short: SPGK021B5 CDS USD P V 01MEVENT P_SPGK021B5 CMBX (Citibank NA) | Derivative-credit | US | $-153K | – | -0.00 | |
| Long: SPH0018M9 CDS USD R F 1.50000 SPH0018M9_FEE CMBX / Short: SPH0018M9 CDS USD P V 01MEVENT SPH0018M9_PRO CMBX (Morgan Stanley & Co. LLC) | Derivative-credit | US | $-460K | – | -0.00 | |
| Long: SPH001N18 CDS USD R F 1.50000 SPH001N18_FEE CMBX / Short: SPH001N18 CDS USD P V 01MEVENT SPH001N18_PRO CMBX (Citibank NA) | Derivative-credit | US | $-77K | – | -0.00 | |
| Long: SPH0028J4 CDS USD R F 1.50000 F_SPH0028J4 CMBX / Short: SPH0028J4 CDS USD P V 01MEVENT P_SPH0028J4 CMBX (Citibank NA) | Derivative-credit | US | $-153K | – | -0.00 | |
| Long: SPHG01505 CDS USD R F 1.50000 SPHG01505_FEE CMBX / Short: SPHG01505 CDS USD P V 01MEVENT SPHG01505_PRO CMBX (Citibank NA) | Derivative-credit | US | $-307K | – | -0.00 | |
| Long: SPMK01MF8 CDS USD R F 1.50000 SPMK01MF8_FEE CMBX / Short: SPMK01MF8 CDS USD P V 01MEVENT SPMK01MF8_PRO CMBX (Citibank NA) | Derivative-credit | US | $-77K | – | -0.00 | |
| Long: SPNG01EZ1 CDS USD R F 1.50000 SPNG01EZ1_FEE CMBX / Short: SPNG01EZ1 CDS USD P V 01MEVENT SPNG01EZ1_PRO CMBX (Citibank NA) | Derivative-credit | US | $-153K | – | -0.00 | |
| Long: SPUK00LX3 CDS USD R F 1.50000 SPUK00LX3_FEE CMBX / Short: SPUK00LX3 CDS USD P V 01MEVENT SPUK00LX3_PRO CMBX (Citibank NA) | Derivative-credit | US | $-153K | – | -0.00 | |
| LPL Holdings Inc | Long | Debt | US | $82M | – | 0.19 |
| LPL Holdings Inc | Long | Debt | US | $50M | – | 0.12 |
| LPL Holdings Inc | Long | Debt | US | $16M | – | 0.04 |
| LPL Holdings Inc | Long | Debt | US | $13M | – | 0.03 |
| LPL Holdings Inc 2019 Term Loan B1 | Long | Loan | US | $19M | – | 0.04 |
| LSTAR Commercial Mortgage Trust 2016-4 | Long | ABS-mortgage backed security | US | $565K | – | 0.00 |
| LSTAR Commercial Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $42M | – | 0.10 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $12M | – | 0.03 |
| Macquarie Bank Ltd | Long | Debt | AU | $32M | – | 0.08 |
| Macquarie Group Ltd | Long | Debt | AU | $83M | – | 0.20 |
| Macquarie Group Ltd | Long | Debt | AU | $63M | – | 0.15 |
| Macquarie Group Ltd | Long | Debt | AU | $39M | – | 0.09 |
| Macquarie Group Ltd | Long | Debt | AU | $36M | – | 0.09 |
| Madison Park Funding XIV Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $47M | – | 0.11 |
| Madison Park Funding XVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $39M | – | 0.09 |
| Magnetite XXII Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $48M | – | 0.11 |
| Magnetite Xxix Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $77M | – | 0.18 |
| Manufacturers & Traders Trust Co (MANUF & TRADERS TRUST CO) | Long | Debt | US | $189M | – | 0.45 |
| Manufacturers & Traders Trust Co (MANUF & TRADERS TRUST CO) | Long | Debt | US | $46M | – | 0.11 |
| Marathon Oil Corp | Long | Debt | US | $41M | – | 0.10 |
| Mariner Finance Issuance Trust 2021-B | Long | ABS-other | US | $58M | – | 0.14 |
| MARS INC Term Loan | Long | Loan | US | $40M | – | 0.10 |
| Marvell Technology Group Ltd 2020 5 Year Term Loan A | Long | Loan | US | $27M | – | 0.06 |
| Match Group Inc 2020 Term Loan B | Long | Loan | US | $3M | – | 0.01 |
| Mattel Inc | Long | Debt | US | $25M | – | 0.06 |
| Mauser Packaging Solutions Holding Co | Long | Debt | US | $9M | – | 0.02 |
| Mercedes-Benz Auto Lease Trust 2024-A | Long | ABS-other | US | $47M | – | 0.11 |
| Met Tower Global Funding | Long | Debt | US | $24M | – | 0.06 |
| MF1 2021-FL6 Ltd (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.05 |
| MF1 2021-FL7 Ltd (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | KY | $39M | – | 0.09 |
| MF1 2022-FL9 LLC (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $45M | – | 0.11 |
| MGIC Investment Corp | Long | Debt | US | $38M | – | 0.09 |
| Microchip Technology Inc | Long | Debt | US | $40M | – | 0.10 |
| Micron Technology Inc | Long | Debt | US | $8M | – | 0.02 |
| Micron Technology Inc | Long | Debt | US | $7M | – | 0.02 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $45M | – | 0.11 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $99M | – | 0.24 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $64M | – | 0.15 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $58M | – | 0.14 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $20M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $41M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $32M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $9M | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Morgan Stanley Capital I Trust 2015-UBS8 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Morgan Stanley Capital I Trust 2016-UB11 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Morgan Stanley Capital I Trust 2016-UB11 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Motorola Solutions Inc | Long | Debt | US | $17M | – | 0.04 |
| Mountain View CLO 2017-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $37M | – | 0.09 |
| Mountain View CLO 2017-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.02 |
| MSCG Trust 2015-ALDR | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MTK 2021-GRNY Mortgage Trust (MTK Mortgage Trust) | Long | ABS-mortgage backed security | US | $23M | – | 0.06 |
| MTN Commercial Mortgage Trust 2022-LPFL | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Mutual of Omaha Cos Global Funding (MUTUAL OF OMAHA GLOBAL) | Long | Debt | US | $37M | – | 0.09 |
| Mutual of Omaha Cos Global Funding (MUTUAL OF OMAHA GLOBAL) | Long | Debt | US | $19M | – | 0.05 |
| National Fuel Gas Co | Long | Debt | US | $106M | – | 0.25 |
| National Fuel Gas Co | Long | Debt | US | $31M | – | 0.07 |
| National Fuel Gas Co | Long | Debt | US | $10M | – | 0.02 |
| National Grid PLC | Long | Debt | GB | $27M | – | 0.07 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $40M | – | 0.10 |
| NatWest Group PLC | Long | Debt | GB | $80M | – | 0.19 |
| NatWest Group PLC | Long | Debt | GB | $24M | – | 0.06 |
| NatWest Group PLC | Long | Debt | GB | $22M | – | 0.05 |
| NatWest Group PLC | Long | Debt | GB | $15M | – | 0.03 |
| NatWest Group PLC | Long | Debt | GB | $8M | – | 0.02 |
| NatWest Markets PLC | Long | Debt | GB | $41M | – | 0.10 |
| Navient Corp | Long | Debt | US | $80M | – | 0.19 |
| Navient Corp | Long | Debt | US | $16M | – | 0.04 |
| Navient Corp | Long | Debt | US | $5M | – | 0.01 |
| Navient Corp | Long | Debt | US | $2M | – | 0.00 |
| Navient Private Education Refi Loan Trust 2020-F (Navient Student Loan Trust) | Long | ABS-other | US | $28M | – | 0.07 |
| Navient Private Education Refi Loan Trust 2021-c (Navient Student Loan Trust) | Long | ABS-other | US | $75M | – | 0.18 |
| Navient Private Education Refi Loan Trust 2022-A (Navient Student Loan Trust) | Long | ABS-other | US | $71M | – | 0.17 |
| NBM US Holdings Inc | Long | Debt | US | $43M | – | 0.10 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $29M | – | 0.07 |
| New Residential Mortgage Loan Trust 2020-NQM1 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Newark BSL CLO 1 Ltd (Newark BSL CLO 1 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $42M | – | 0.10 |
| Newark BSL CLO 2 Ltd (Newark BSL CLO 2 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $38M | – | 0.09 |
| Nexstar Media Inc | Long | Debt | US | $39M | – | 0.09 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $10M | – | 0.02 |
| NextGear Floorplan Master Owner Trust | Long | ABS-other | US | $94M | – | 0.22 |
| NiSource Inc | Long | Debt | US | $14M | – | 0.03 |
| Nissan Auto Receivables 2023-B Owner Trust (Nissan Auto Receivables Owner Trust) | Long | ABS-other | US | $40M | – | 0.10 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $29M | – | 0.07 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $16M | – | 0.04 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $9M | – | 0.02 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $8M | – | 0.02 |
| Nissan Motor Co Ltd | Long | Debt | JP | $7M | – | 0.02 |
| NMI Holdings Inc | Long | Debt | US | $16M | – | 0.04 |
| NRG Energy Inc | Long | Debt | US | $99M | – | 0.24 |
| NUTRITION BIOSCIENCES INC 5 Year Delayed Draw Term Loan | Long | Loan | US | $96M | – | 0.23 |
| Nuveen LLC | Long | Debt | US | $21M | – | 0.05 |
| Nuvei Technologies Corp USD Term Loan | Long | Loan | CA | $3M | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $36M | – | 0.09 |
| Occidental Petroleum Corp | Long | Debt | US | $19M | – | 0.05 |
| OCP CLO 2016-11 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $70M | – | 0.17 |
| OCP Clo 2019-17 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $123M | – | 0.29 |
| Octagon Investment Partners 30 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $26M | – | 0.06 |
| Octagon Investment Partners 32 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $67M | – | 0.16 |
| Octagon Investment Partners XIV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.03 |
| Octagon Investment Partners XXI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $70M | – | 0.17 |
| Octane Receivables Trust 2021-1 | Long | ABS-other | US | $2M | – | 0.01 |
| Octane Receivables Trust 2022-1 | Long | ABS-other | US | $25M | – | 0.06 |
| Octane Receivables Trust 2022-2 | Long | ABS-other | US | $22M | – | 0.05 |
| Octane Receivables Trust 2023-1 | Long | ABS-other | US | $21M | – | 0.05 |
| OGE Energy Corp | Long | Debt | US | $16M | – | 0.04 |
| OGX Austria GmbH | Long | Debt | AT | $623 | – | 0.00 |
| One New York Plaza Trust 2020-1NYP | Long | ABS-mortgage backed security | US | $27M | – | 0.07 |
| OneMain Direct Auto Receivables Trust 2021-1 | Long | ABS-other | US | $70M | – | 0.17 |
| OneMain Financial Issuance Trust 2018-2 | Long | ABS-other | US | $1M | – | 0.00 |
| OneMain Financial Issuance Trust 2019-2 | Long | ABS-other | US | $71M | – | 0.17 |
| OneMain Financial Issuance Trust 2020-2 | Long | ABS-other | US | $13M | – | 0.03 |
| OneMain Financial Issuance Trust 2021-1 | Long | ABS-other | US | $16M | – | 0.04 |
| OneMain Financial Issuance Trust 2022-3 | Long | ABS-other | US | $106M | – | 0.25 |
| ONEOK Inc | Long | Debt | US | $25M | – | 0.06 |
| Oracle Corp | Long | Debt | US | $3M | – | 0.01 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $34M | – | 0.08 |
| Ovintiv Inc | Long | Debt | US | $70M | – | 0.17 |
| Ovintiv Inc | Long | Debt | US | $53M | – | 0.13 |
| Ovintiv Inc | Long | Debt | US | $30M | – | 0.07 |
| OWENS CORNING INC 2024 Term Loan | Long | Loan | US | $44M | – | 0.10 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $116M | – | 0.28 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $31M | – | 0.07 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $29M | – | 0.07 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $15M | – | 0.04 |
| Pagaya AI Debt Trust 2022-1 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $15M | – | 0.04 |
| Palisades Center Trust 2016-PLSD | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Palisades Center Trust 2016-PLSD | Long | ABS-mortgage backed security | US | $719K | – | 0.00 |
| Palomino Funding Trust I | Long | Debt | US | $31M | – | 0.07 |
| Parsley Energy LLC / Parsley Finance Corp (PARSLEY ENERGY LLC/FINAN) | Long | Debt | US | $26M | – | 0.06 |
| Peachtree Corners Funding Trust (PEACHTREE FUNDING TRUST) | Long | Debt | US | $22M | – | 0.05 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $55M | – | 0.13 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $21M | – | 0.05 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $16M | – | 0.04 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $9M | – | 0.02 |
| PERIMETER MASTER NOTE BUSINE | Long | ABS-other | US | $87M | – | 0.21 |
| Perimeter Master Note Business Trust | Long | ABS-other | US | $43M | – | 0.10 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $24M | – | 0.06 |
| Petroleos Mexicanos | Long | Debt | MX | $66M | – | 0.16 |
| Petroleos Mexicanos | Long | Debt | MX | $44M | – | 0.11 |
| Petroleos Mexicanos | Long | Debt | MX | $37M | – | 0.09 |
| PFS Financing Corp (PFS Financing Corp.) | Long | ABS-other | US | $91M | – | 0.22 |
| PFS Financing Corp (PFS Financing Corp.) | Long | ABS-other | US | $45M | – | 0.11 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $50M | – | 0.12 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $18M | – | 0.04 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $26M | – | 0.06 |
| Prestige Auto Receivables Trust 2022-1 | Long | ABS-other | US | $12M | – | 0.03 |
| Prima Capital CRE Securitization 2013-III Ltd (PRIMA Capital LTD) | Long | ABS-collateralized bond/debt obligation | KY | $35M | – | 0.08 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $42M | – | 0.10 |
| Prologis Targeted US Logistics Fund LP | Long | Debt | US | $11M | – | 0.03 |
| Prosus NV | Long | Debt | NL | $56M | – | 0.13 |
| Protective Life Global Funding | Long | Debt | US | $6M | – | 0.01 |
| PURCHASED USD / SOLD CAD (Toronto-Dominion Bank) | Derivative-foreign exchange | US | $-125K | – | -0.00 | |
| PVH Corp | Long | Debt | US | $20M | – | 0.05 |
| Qorvo Inc | Long | Debt | US | $9M | – | 0.02 |
| Rad CLO 2 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $75M | – | 0.18 |
| Rad CLO 7 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $78M | – | 0.18 |
| Radian Group Inc | Long | Debt | US | $37M | – | 0.09 |
| Rakuten Group Inc | Long | Debt | JP | $33M | – | 0.08 |
| Range Resources Corp | Long | Debt | US | $43M | – | 0.10 |
| Ready Capital Mortgage Financing 2021-FL6 LLC (ReadyCap Commercial Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.03 |
| Ready Capital Mortgage Financing 2022-FL8 LLC (ReadyCap Commercial Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | US | $44M | – | 0.10 |
| Ready Capital Mortgage Trust 2019-5 (ReadyCap Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| ReadyCap Commercial Mortgage Trust 2018-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ReadyCap Commercial Mortgage Trust 2019-6 | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| Regal Rexnord Corp | Long | Debt | US | $122M | – | 0.29 |
| Regal Rexnord Corp | Long | Debt | US | $36M | – | 0.09 |
| Residential Mortgage Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Reynolds American Inc | Long | Debt | US | $40M | – | 0.09 |
| RGA Global Funding | Long | Debt | US | $32M | – | 0.08 |
| Rolls-Royce PLC | Long | Debt | GB | $17M | – | 0.04 |
| Rolls-Royce PLC | Long | Debt | GB | $11M | – | 0.03 |
| Romanian Government International Bond | Long | Debt | RO | $37M | – | 0.09 |
| Romark CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $36M | – | 0.09 |
| Royal Bank of Canada | Long | Debt | CA | $46M | – | 0.11 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $33M | – | 0.08 |
| RR 24 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $112M | – | 0.27 |
| RR 8 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $87M | – | 0.21 |
| RTX Corporation Term Loan | Long | Loan | US | $88M | – | 0.21 |
| Ryder System Inc | Long | Debt | US | $17M | – | 0.04 |
| Santander Drive Auto Receivables Trust 2022-6 | Long | ABS-other | US | $7M | – | 0.02 |
| Santander Drive Auto Receivables Trust 2022-6 | Long | ABS-other | US | $6M | – | 0.01 |
| Santander Drive Auto Receivables Trust 2023-3 | Long | ABS-other | US | $42M | – | 0.10 |
| Santander Drive Auto Receivables Trust 2024-1 | Long | ABS-other | US | $68M | – | 0.16 |
| Santander Drive Auto Receivables Trust 2024-2 | Long | ABS-other | US | $77M | – | 0.18 |
| Santander Holdings USA Inc | Long | Debt | US | $36M | – | 0.09 |
| Santander Holdings USA Inc | Long | Debt | US | $32M | – | 0.08 |
| Santander Holdings USA Inc | Long | Debt | US | $16M | – | 0.04 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $60M | – | 0.14 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $42M | – | 0.10 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $35M | – | 0.08 |
| SBNA Auto Lease Trust 2023-A | Long | ABS-other | US | $108M | – | 0.26 |
| SBNA Auto Lease Trust 2024-A | Long | ABS-other | US | $63M | – | 0.15 |
| SBNA Auto Lease Trust 2024-B | Long | ABS-other | US | $66M | – | 0.16 |
| SBNA Auto Lease Trust 2024-B | Long | ABS-other | US | $52M | – | 0.12 |
| SCF Equipment Leasing 2021-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $16M | – | 0.04 |
| SCF Equipment Leasing 2021-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $14M | – | 0.03 |
| SCF Equipment Leasing 2022-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $70M | – | 0.17 |
| SCF Equipment Leasing 2022-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $44M | – | 0.10 |
| Seminole Tribe of Florida 2022 Term Loan A | Long | Loan | US | $50M | – | 0.12 |
| Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B | Long | Loan | IE | $20M | – | 0.05 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $45M | – | 0.11 |
| SFS Auto Receivables Securitization Trust 2024-1 | Long | ABS-other | US | $29M | – | 0.07 |
| SFS Auto Receivables Securitization Trust 2024-2 | Long | ABS-other | US | $40M | – | 0.09 |
| Shops at Crystals Trust 2016-CSTL | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| SHOW Trust 2022-BIZ (DCP RIGHTS, LLC) | Long | ABS-mortgage backed security | US | $175M | – | 0.41 |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp (SITIO ROYAL OP / SIT FIN) | Long | Debt | US | $45M | – | 0.11 |
| Sizzling Platter LLC / Sizzling Platter Finance Corp (SIZZLING PLATT/FIN CO) | Long | Debt | US | $45M | – | 0.11 |
| SK Hynix Inc | Long | Debt | KR | $18M | – | 0.04 |
| SM Energy Co | Long | Debt | US | $29M | – | 0.07 |
| SM Energy Co | Long | Debt | US | $7M | – | 0.02 |
| SM Energy Co | Long | Debt | US | $2M | – | 0.00 |
| SMBC Aviation Capital Finance DAC | Long | Debt | IE | $15M | – | 0.04 |
| SMRT 2022-MINI | Long | ABS-mortgage backed security | US | $56M | – | 0.13 |
| Societe Generale SA | Long | Debt | FR | $75M | – | 0.18 |
| Solvay Finance America LLC (SOLVAY FINANCE (AMERICA)) | Long | Debt | US | $21M | – | 0.05 |
| Solventum Corp | Long | Debt | US | $80M | – | 0.19 |
| Solventum Corp | Long | Debt | US | $49M | – | 0.12 |
| Solventum Corporation Term Loan | Long | Loan | US | $82M | – | 0.19 |
| Southern Co/The | Long | Debt | US | $43M | – | 0.10 |
| Southwest Gas Corp | Long | Debt | US | $42M | – | 0.10 |
| Southwest Gas Corp | Long | Debt | US | $42M | – | 0.10 |
| Southwestern Energy Co | Long | Debt | US | $20M | – | 0.05 |
| Southwestern Energy Co | Long | Debt | US | $5M | – | 0.01 |
| Sprint Capital Corp | Long | Debt | US | $63M | – | 0.15 |
| Sprint LLC | Long | Debt | US | $26M | – | 0.06 |
| SRS Distribution Inc 2021 Term Loan B | Long | Loan | US | $212M | – | 0.50 |
| Standard Chartered PLC | Long | Debt | GB | $42M | – | 0.10 |
| Standard Chartered PLC | Long | Debt | GB | $33M | – | 0.08 |
| Standard Chartered PLC | Long | Debt | GB | $30M | – | 0.07 |
| Standard Chartered PLC | Long | Debt | GB | $8M | – | 0.02 |
| Staples Inc | Long | Debt | US | $27M | – | 0.06 |
| Starwood Mortgage Residential Trust 2020-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Starwood Mortgage Residential Trust 2021-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Strathcona Resources Ltd/Alberta | Long | Debt | CA | $59M | – | 0.14 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $13M | – | 0.03 |
| Suncor Energy Inc | Long | Debt | CA | $23M | – | 0.06 |
| Suzano Austria GmbH | Long | Debt | AT | $16M | – | 0.04 |
| Swedbank AB | Long | Debt | SE | $56M | – | 0.13 |
| Sycamore Tree CLO 2024-5 Ltd (Sycamore Tree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $72M | – | 0.17 |
| Synchrony Bank | Long | Debt | US | $8M | – | 0.02 |
| Synchrony Card Funding LLC (Synchrony Card Issuance Trust) | Long | ABS-other | US | $71M | – | 0.17 |
| Synchrony Financial | Long | Debt | US | $14M | – | 0.03 |
| Take-Two Interactive Software Inc | Long | Debt | US | $20M | – | 0.05 |
| Tapestry Inc | Long | Debt | US | $77M | – | 0.18 |
| Tapestry Inc | Long | Debt | US | $12M | – | 0.03 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $86M | – | 0.21 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $42M | – | 0.10 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $31M | – | 0.07 |
| TCI-Flatiron Clo 2017-1 Ltd (TCI-Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| TCI-Flatiron Clo 2018-1 Ltd (TCI-Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $27M | – | 0.07 |
| Tengizchevroil Finance Co International Ltd (TENGIZCHEVROIL FIN CO IN) | Long | Debt | BM | $60M | – | 0.14 |
| Tengizchevroil Finance Co International Ltd (TENGIZCHEVROIL FIN CO IN) | Long | Debt | BM | $11M | – | 0.03 |
| Tesla Auto Lease Trust 2023-A | Long | ABS-other | US | $58M | – | 0.14 |
| Toll Brothers Finance Corp (TOLL BROS FINANCE CORP) | Long | Debt | US | $24M | – | 0.06 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $17M | – | 0.04 |
| Toyota Auto Loan Extended Note Trust 2020-1 | Long | ABS-other | US | $28M | – | 0.07 |
| TransCanada PipeLines Ltd | Long | Debt | CA | $13M | – | 0.03 |
| Tricolor Auto Securitization Trust 2023-1 | Long | ABS-other | US | $6M | – | 0.01 |
| Trinity Industries Inc | Long | Debt | US | $10M | – | 0.02 |
| Triton Container International Ltd | Long | Debt | BM | $42M | – | 0.10 |
| Triton Container International Ltd | Long | Debt | BM | $41M | – | 0.10 |
| Triumph Group Inc | Long | Debt | US | $78M | – | 0.19 |
| Truist Financial Corp | Long | Debt | US | $70M | – | 0.17 |
| Truist Financial Corp | Long | Debt | US | $28M | – | 0.07 |
| Truist Financial Corp | Long | Debt | US | $24M | – | 0.06 |
| Truist Financial Corp | Long | Debt | US | $23M | – | 0.06 |
| Tyson Foods Inc | Long | Debt | US | $12M | – | 0.03 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $331M | – | 0.79 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $317M | – | 0.75 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $287M | – | 0.68 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $249M | – | 0.59 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $177M | – | 0.42 |
| Uber Technologies Inc | Long | Debt | US | $20M | – | 0.05 |
| UBS Commercial Mortgage Trust 2017-C6 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $72M | – | 0.17 |
| UBS Group AG | Long | Debt | CH | $55M | – | 0.13 |
| UBS Group AG | Long | Debt | CH | $53M | – | 0.13 |
| UBS Group AG | Long | Debt | CH | $53M | – | 0.13 |
| UBS Group AG | Long | Debt | CH | $47M | – | 0.11 |
| UBS Group AG | Long | Debt | CH | $32M | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $31M | – | 0.07 |
| UBS Group AG | Long | Debt | CH | $29M | – | 0.07 |
| UBS Group AG | Long | Debt | CH | $29M | – | 0.07 |
| UBS Group AG | Long | Debt | CH | $27M | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $12M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $11M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $11M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $10M | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $8M | – | 0.02 |
| UniCredit SpA | Long | Debt | IT | $34M | – | 0.08 |
| United Airlines 2020-1 Class A Pass Through Trust (UNITED AIR 2020-1 A PTT) | Long | Debt | US | $47M | – | 0.11 |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-2M | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $5M | – | 0.01 | |
| US Bancorp | Long | Debt | US | $59M | – | 0.14 |
| US Bancorp | Long | Debt | US | $56M | – | 0.13 |
| US Bancorp | Long | Debt | US | $53M | – | 0.12 |
| US Bancorp | Long | Debt | US | $46M | – | 0.11 |
| US Bancorp | Long | Debt | US | $18M | – | 0.04 |
| US Foods Inc 2019 Term Loan B | Long | Loan | US | $24M | – | 0.06 |
| Valley Stream Park CLO LTD (Valley Stream Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $113M | – | 0.27 |
| Venture 33 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $63M | – | 0.15 |
| Venture Global LNG Inc | Long | Debt | US | $97M | – | 0.23 |
| Veralto Corp | Long | Debt | US | $60M | – | 0.14 |
| Veralto Corp | Long | Debt | US | $53M | – | 0.12 |
| VERDE CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.05 |
| Verizon Master Trust | Long | ABS-other | US | $77M | – | 0.18 |
| Verus Securitization Trust 2020-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Verus Securitization Trust 2021-R2 | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $76M | – | 0.18 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $73M | – | 0.17 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $69M | – | 0.17 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $56M | – | 0.13 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $28M | – | 0.07 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $26M | – | 0.06 |
| Viper Energy Inc | Long | Debt | US | $47M | – | 0.11 |
| Virgin Media Bristol LLC USD Term Loan N | Long | Loan | US | $108M | – | 0.26 |
| Vistra Operations Co LLC | Long | Debt | US | $154M | – | 0.37 |
| Vistra Operations Co LLC | Long | Debt | US | $24M | – | 0.06 |
| Viterra Finance BV | Long | Debt | NL | $45M | – | 0.11 |
| Viterra Finance BV | Long | Debt | NL | $36M | – | 0.09 |
| Volkswagen Auto Lease Trust 2024-A | Long | ABS-other | US | $77M | – | 0.18 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $80M | – | 0.19 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $63M | – | 0.15 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $61M | – | 0.15 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $44M | – | 0.10 |
| Vornado Realty LP | Long | Debt | US | $23M | – | 0.05 |
| Vornado Realty LP | Long | Debt | US | $16M | – | 0.04 |
| Warnermedia Holdings Inc | Long | Debt | US | $91M | – | 0.22 |
| Warnermedia Holdings Inc | Long | Debt | US | $53M | – | 0.13 |
| Warnermedia Holdings Inc | Long | Debt | US | $18M | – | 0.04 |
| Warnermedia Holdings Inc | Long | Debt | US | $10M | – | 0.02 |
| WEA Finance LLC / Westfield UK & Europe Finance PLC (WEA FINANCE LLC/WESTFIEL) | Long | Debt | US | $87M | – | 0.21 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $93M | – | 0.22 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $76M | – | 0.18 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $75M | – | 0.18 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $60M | – | 0.14 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $60M | – | 0.14 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $40M | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $33M | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $27M | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2015-C29 | Long | ABS-mortgage backed security | US | $496K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-SG1 | Long | ABS-mortgage backed security | US | $649K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2016-C32 | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2016-C34 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $22M | – | 0.05 |
| Western Midstream Operating LP | Long | Debt | US | $15M | – | 0.04 |
| Westlake Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $24M | – | 0.06 |
| Westlake Automobile Receivables Trust 2022-2 | Long | ABS-other | US | $24M | – | 0.06 |
| Westlake Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $28M | – | 0.07 |
| Westlake Automobile Receivables Trust 2023-2 | Long | ABS-other | US | $54M | – | 0.13 |
| Westlake Automobile Receivables Trust 2023-2 | Long | ABS-other | US | $35M | – | 0.08 |
| Westlake Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $111M | – | 0.26 |
| Westlake Flooring Master Trust | Long | ABS-other | US | $72M | – | 0.17 |
| WFRBS Commercial Mortgage Trust 2014-C21 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| WFRBS Commercial Mortgage Trust 2014-C22 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| WFRBS Commercial Mortgage Trust 2014-C22 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| William Morris Endeavor Entertainment LLC 2018 1st Lien Term Loan | Long | Loan | US | $13M | – | 0.03 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $33M | – | 0.08 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $25M | – | 0.06 |
| Wind River 2013-1 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.04 |
| World Financial Network Credit Card Master Trust | Long | ABS-other | US | $62M | – | 0.15 |
| Wynn Resorts Limited 2019 Term Loan A | Long | Loan | US | $17M | – | 0.04 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $45M | – | 0.11 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $37M | – | 0.09 |
Address
LORD ABBETT INVESTMENT TRUST
90 HUDSON STREET
JERSEY CITY
New Jersey
07302
United States of America
Websites
Directors
Julie A. Hill
James M. McTaggart
Karla M. Rabusch
Douglas B. Sieg
Lorin Patrick Taylor Radtke
Charles O. Prince
Kathleen M. Lutito
Mark A. Schmid
Leah Song Richardson
James L.L. Tullis
Evelyn E. Guernsey
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
S&P Global Inc.
Bloomberg L.P.
London Stock Exchange Group PLC
ICE Data Services, Inc.
PricingDirect Inc.
Custodians
State Street Bank and Trust Company
Clearstream Banking S.A.
Standard Chartered Bank (Hong Kong) Limited
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Admins
Lord, Abbett & Co. LLC
Brokers
Flow Traders B.V.
UBS Securities LLC
Barclays Capital Inc.
Jefferies LLC
SG Americas Securities, LLC
BofA Securities, Inc.
Goldman Sachs & Co. LLC
Jane Street Capital, LLC
Citigroup Global Markets Inc.
Virtu Americas LLC