SEI Funds > SEI INSTITUTIONAL INVESTMENTS TRUST
SIIT OPPORTUNISTIC INCOME FUND
$480.71M
Avg Monthly Net Assets
$419.81M
Total Assets
$7.43M
Total Liabilities
$412.37M
Net Assets
SIIT OPPORTUNISTIC INCOME FUND is a Mutual Fund in SEI INSTITUTIONAL INVESTMENTS TRUST
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has one share class
and monthly net assets of $480.71M.
On July 30th, 2024 it reported 831 holdings, the largest
being (4.4%), (0.8%) and TOWD POINT MORTGAGE TRUST (0.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000039813 | ENIAX |
Holdings
From latest NPORT-P, filed July 30th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 B.C. UNLIMITED LIABILITY COMPANY 9/20/2030 | Long | Loan | CA | $1M | – | 0.31 |
| 8TH AVENUE FOOD & PROVISIONS, INC. 10/1/2025 | Long | Loan | US | $800K | – | 0.19 |
| 8TH AVENUE FOOD & PROVISIONS, INC. 10/1/2025 | Long | Loan | US | $181K | – | 0.04 |
| AADVANTAGE LOYALITY IP LTD. 4/20/2028 | Long | Loan | US | $989K | – | 0.24 |
| ACCESS CIG, LLC 8/18/2028 | Long | Loan | US | $1M | – | 0.28 |
| ACCREDITED MORTGAGE LOAN TRUST 2004-4 ACCR 2004-4 A1A | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| ACRISURE LLC 2/15/2027 | Long | Loan | US | $884K | – | 0.21 |
| AFFIRM ASSET SECURITIZATION TRUST 2021-Z1 AFFRM 2021-Z1 A | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| AFFIRM ASSET SECURITIZATION TRUST 2021-Z2 AFFRM 2021-Z2 A | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| AFFIRM ASSET SECURITIZATION TRUST 2022-X1 AFFRM 2022-X1 A | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| AFFIRM ASSET SECURITIZATION TRUST 2023-X1 AFFRM 2023-X1 A | Long | ABS-mortgage backed security | US | $142K | – | 0.03 |
| AGILITI HEALTH 5/1/2030 | Long | Loan | US | $452K | – | 0.11 |
| AIR METHODS EQUITY E69939 * | Long | Equity-common | US | $139K | 2K | 0.03 |
| AIR METHODS WARRANTS 3 W70782 (CORPORATE ACTION) | Derivative-equity | US | $177K | – | 0.04 | |
| AIR METHODS WARRANTS 4 W70783 (CORPORATE ACTION) | Derivative-equity | US | $171K | – | 0.04 | |
| ALIGNED DATA CENTERS ISSUER LLC ADC 2021-1A A2 | Long | ABS-mortgage backed security | US | $641K | – | 0.16 |
| ALIXPARTNERS, LLP 2/4/2028 | Long | Loan | US | $1M | – | 0.33 |
| ALLEGRO CLO VII LTD ALLEG 2018-1A D (ALLEGRO CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $398K | – | 0.10 |
| ALLIANT HOLDINGS INTERMEDIATE, LLC 11/6/2030 | Long | Loan | US | $153K | – | 0.04 |
| ALTERRA MOUNTAIN COMPANY 5/31/2030 | Long | Loan | US | $279K | – | 0.07 |
| ALTERRA MOUNTAIN COMPANY 5/31/2030 | Long | Loan | US | $196K | – | 0.05 |
| ALTERRA MOUNTAIN COMPANY 8/17/2028 | Long | Loan | US | $453K | – | 0.11 |
| ALTICE FRANCE S.A. 8/15/2028 | Long | Loan | US | $848K | – | 0.21 |
| AMERICAN AUTO AUCTION GROUP LLC 12/30/2027 | Long | Loan | US | $285K | – | 0.07 |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021- ACAR 2021-3 E | Long | ABS-mortgage backed security | US | $970K | – | 0.24 |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-1 A | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-2 A | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-3 A | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| AMERICAN ELECTRIC POWER CO INC 5.699000% 08/15/2025 (AMERICAN ELECTRIC POWER COMPANY, INC.) | Long | Debt | US | $150K | – | 0.04 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-2 AMCAR 2020-2 C | Long | ABS-mortgage backed security | US | $211K | – | 0.05 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3 AMCAR 2020-3 C | Long | ABS-mortgage backed security | US | $276K | – | 0.07 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3 AMCAR 2020-3 D | Long | ABS-mortgage backed security | US | $218K | – | 0.05 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1 AMCAR 2021-1 B | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1 AMCAR 2021-1 D | Long | ABS-mortgage backed security | US | $515K | – | 0.13 |
| AMMC CLO XI LTD AMMC 2012-11A BR2 (AMMC CLO LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $1000K | – | 0.24 |
| AMMC CLO XI LTD AMMC 2012-11A CR2 (AMMC CLO LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $698K | – | 0.17 |
| AMUR EQUIPMENT FINANCE RECEIVABLES IX LLC AXIS 2021-1A A2 (AMUR EQUIPMENT FINANCE RECEIVABLES LLC) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A D (AMUR EQUIPMENT FINANCE RECEIVABLES LLC) | Long | ABS-mortgage backed security | US | $503K | – | 0.12 |
| AMWINS GROUP INC. 2/19/2028 | Long | Loan | US | $481K | – | 0.12 |
| ANCHORAGE CAPITAL CLO 3-R LTD ANCHC 2014-3RA B (ANCHORAGE CAPITAL CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.12 |
| ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| ANGEL OAK MORTGAGE TRUST 2020-2 AOMT 2020-2 A1A | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| ANGEL OAK MORTGAGE TRUST 2020-3 AOMT 2020-3 A1 | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1 | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| ANGEL OAK MORTGAGE TRUST 2020-5 AOMT 2020-5 A1 | Long | ABS-mortgage backed security | US | $244K | – | 0.06 |
| ANGEL OAK MORTGAGE TRUST 2020-R1 AOMT 2020-R1 A1 | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| ANGEL OAK MORTGAGE TRUST 2021-1 AOMT 2021-1 A1 | Long | ABS-mortgage backed security | US | $121K | – | 0.03 |
| ANGEL OAK MORTGAGE TRUST 2021-2 AOMT 2021-2 A1 | Long | ABS-mortgage backed security | US | $622K | – | 0.15 |
| ANGEL OAK MORTGAGE TRUST 2021-3 AOMT 2021-3 A1 | Long | ABS-mortgage backed security | US | $105K | – | 0.03 |
| ANGEL OAK MORTGAGE TRUST 2021-5 AOMT 2021-5 A1 | Long | ABS-mortgage backed security | US | $205K | – | 0.05 |
| APIDOS CLO XV APID 2013-15A A1RR | Long | ABS-collateralized bond/debt obligation | KY | $314K | – | 0.08 |
| APIDOS CLO XXIV APID 2016-24A A1AL | Long | ABS-collateralized bond/debt obligation | KY | $232K | – | 0.06 |
| APPLIED SYSTEMS INC 2/24/2031 | Long | Loan | US | $875K | – | 0.21 |
| AQUA FINANCE TRUST 2021-A AQFIT 2021-A A | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| ARAMARK INTERMEDIATE HOLDCO CORPORATION 6/22/2030 | Long | Loan | US | $925K | – | 0.22 |
| ARBYS FUNDING LLC ARBYS 2020-1A A2 | Long | ABS-mortgage backed security | US | $623K | – | 0.15 |
| ARES XXXIIR CLO LTD ARES 2014-32RA A1B (ARES CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $725K | – | 0.18 |
| ARI FLEET LEASE TRUST 2022-A ARIFL 2022-A A2 | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2021- ARIVO 2021-1A A | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| ARROYO MORTGAGE TRUST 2019-1 ARRW 2019-1 A1 | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| ARROYO MORTGAGE TRUST 2019-3 ARRW 2019-3 A1 | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| ARROYO MORTGAGE TRUST 2021-1R ARRW 2021-1R A1 | Long | ABS-mortgage backed security | US | $719K | – | 0.17 |
| ARTERA SERVICES, LLC 2/15/2031 | Long | Loan | US | $504K | – | 0.12 |
| ARUBA INVESTMENTS HOLDINGS, LLC 11/24/2027 | Long | Loan | US | $50K | – | 0.01 |
| ARUBA INVESTMENTS HOLDINGS, LLC 11/24/2028 | Long | Loan | US | $92K | – | 0.02 |
| ASHFORD HOSPITALITY TRUST 2018-ASHF AHT1 2018-ASHF B | Long | ABS-mortgage backed security | US | $493K | – | 0.12 |
| ASPLUNDH 5/24 INCREMENTAL TLB 5/8/2031 | Long | Loan | US | $476K | – | 0.12 |
| ASURION LLC 8/19/2028 | Long | Loan | US | $0.01 | – | 0.00 |
| ASURION, LLC 12/23/2026 | Long | Loan | US | $859K | – | 0.21 |
| ATALAYA EQUIPMENT LEASING TRUST 21-1 AELF 2021-1A A2 (ATALAYA EQUIPMENT LEASING TRUST LLC.) | Long | ABS-mortgage backed security | US | $992.02 | – | 0.00 |
| ATHENE GLOBAL FUNDING 144A 5.684000% 02/23/2026 | Long | Debt | US | $100K | – | 0.02 |
| ATRIUM XIII ATRM 13A B (MADISON PARK FUNDING XLII, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $700K | – | 0.17 |
| AUDIO VISUAL SERVICES 12/20 COV-LITE 3/3/2025 | Long | Loan | US | $478K | – | 0.12 |
| AUDIO VISUAL SERVICES 9/1/2025 | Long | Loan | US | $409K | – | 0.10 |
| Autokiniton Group/L&W (AGG) 1/24 4/6/2028 | Long | Loan | US | $462K | – | 0.11 |
| AUTOZONE INC 5.050000% 07/15/2026 (AUTOZONE, INC.) | Long | Debt | US | $149K | – | 0.04 |
| AVAYA INC. 8/1/2028 | Long | Loan | US | $1M | – | 0.24 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2020-1A B | Long | ABS-mortgage backed security | US | $965K | – | 0.23 |
| AVOLON TLB BORROWER 1 (US) LLC 6/22/2028 | Long | Loan | US | $773K | – | 0.19 |
| AVSC HOLDING CORP. 10/15/2026 | Long | Loan | US | $270K | – | 0.07 |
| BACH FINANCE LIMITED 1/31/2028 | Long | Loan | US | $812K | – | 0.20 |
| BAIN CAPITAL CREDIT CLO 2018-1 BCC 2018-1A A1 | Long | ABS-collateralized bond/debt obligation | KY | $339K | – | 0.08 |
| BALLYROCK CLO 2018-1 LTD BALLY 2018-1A A1 (BALLYROCK CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $466K | – | 0.11 |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2017-SC BAMLL 2017-SCH AL | Long | ABS-mortgage backed security | US | $497K | – | 0.12 |
| BANC OF AMERICA FUNDING 2005-F TRUST BAFC 2005-F 4A1 (BANC OF AMERICA FUNDING CORPORATION) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| BANC OF AMERICA FUNDING 2006-D TRUST BAFC 2006-D 3A1 (BANC OF AMERICA FUNDING CORPORATION) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| BANC OF AMERICA FUNDING 2006-I TRUST BAFC 2006-I 1A1 (BANC OF AMERICA FUNDING CORPORATION) | Long | ABS-mortgage backed security | US | $835K | – | 0.20 |
| BANC OF AMERICA MORTGAGE 2003-K TRUST BOAMS 2003-K 2A1 (BA MORTGAGE SECURITIES INCORPORATED) | Long | ABS-mortgage backed security | US | $457K | – | 0.11 |
| BANC OF AMERICA MORTGAGE 2004-A TRUST BOAMS 2004-A 2A2 (BA MORTGAGE SECURITIES INCORPORATED) | Long | ABS-mortgage backed security | US | $433K | – | 0.10 |
| BANC OF AMERICA MORTGAGE 2004-D TRUST BOAMS 2004-D 2A1 (BA MORTGAGE SECURITIES INCORPORATED) | Long | ABS-mortgage backed security | US | $133K | – | 0.03 |
| BANC OF AMERICA MORTGAGE 2005-A TRUST BOAMS 2005-A 2A1 (BA MORTGAGE SECURITIES INCORPORATED) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| BANK 2018-BNK12 BANK 2018-BN12 A2 | Long | ABS-mortgage backed security | US | $523K | – | 0.13 |
| BANK OF AMERICA AUTO TRUST 2023-1 BAAT 2023-1A A2 | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| BANK OF AMERICA NA 5.650000% 08/18/2025 (BANK OF AMERICA, NATIONAL ASSOCIATION) | Long | Debt | US | $251K | – | 0.06 |
| BARENTZ 3/24 (USD) COV-LITE TLB 3/3/2031 | Long | Loan | US | $756K | – | 0.18 |
| BAUSCH + LOMB CORPORATION 5/10/2027 | Long | Loan | US | $608K | – | 0.15 |
| BAUSCH + LOMB CORPORATION 9/29/2028 | Long | Loan | US | $313K | – | 0.08 |
| BAXTER INTERNATIONAL INC VARIABLE RATE 11/29/2024 (BAXTER INTERNATIONAL INC.) | Long | Debt | US | $275K | – | 0.07 |
| BEACON CONTAINER FINANCE II LLC BEACN 2021-1A A (BEACON CONTAINER FINANCE LLC) | Long | ABS-mortgage backed security | US | $526K | – | 0.13 |
| BEAR STEARNS ALT-A TRUST 2003-5 BALTA 2003-5 2A1 | Long | ABS-mortgage backed security | US | $470K | – | 0.11 |
| BEAR STEARNS ALT-A TRUST 2004-7 BALTA 2004-7 2A1 | Long | ABS-mortgage backed security | US | $710K | – | 0.17 |
| BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| BEAR STEARNS ARM TRUST 2004-1 BSARM 2004-1 21A1 | Long | ABS-mortgage backed security | US | $145K | – | 0.04 |
| BEAR STEARNS ARM TRUST 2004-2 BSARM 2004-2 12A2 | Long | ABS-mortgage backed security | US | $585K | – | 0.14 |
| BEAR STEARNS ARM TRUST 2004-3 BSARM 2004-3 2A | Long | ABS-mortgage backed security | US | $440K | – | 0.11 |
| BEAR STEARNS ARM TRUST 2004-5 BSARM 2004-5 2A (STRUCTURED ASSET MORTGAGE INVESTORS) | Long | ABS-mortgage backed security | US | $398K | – | 0.10 |
| BELFOR HOLDINGS INC. 11/1/2030 | Long | Loan | US | $767K | – | 0.19 |
| BELLEMEADE RE 2021-2 LTD BMIR 2021-3A M1A (BELLEMEADE RE LTD.) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| BELLEMEADE RE 2022-1 LTD BMIR 2022-1 M1A (BELLEMEADE RE LTD.) | Long | ABS-mortgage backed security | BM | $304K | – | 0.07 |
| BELLEMEADE RE 2023-1 LTD BMIR 2023-1 M1A (BELLEMEADE RE LTD.) | Long | ABS-mortgage backed security | BM | $1M | – | 0.24 |
| BELRON FINANCE 2019 LLC 10/30/2026 | Long | Loan | US | $573K | – | 0.14 |
| BELRON FINANCE US LLC 11/13/2025 | Long | Loan | US | $730K | – | 0.18 |
| BENEFIT STREET PARTNERS CLO XII LTD BSP 2017-12A A1R (BENEFIT STREET PARTNERS CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $236K | – | 0.06 |
| BENEFIT STREET PARTNERS CLO XIV LTD BSP 2018-14A A2 (BENEFIT STREET PARTNERS CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.39 |
| BERLIN PACKAGING 5/24 B7 TLB 5/9/2031 | Long | Loan | US | $296K | – | 0.07 |
| BHG SECURITIZATION TRUST 2022-A BHG 2022-A A | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| BLERIOT US BIDCO INC. 10/31/2030 | Long | Loan | US | $1M | – | 0.24 |
| BLUEMOUNTAIN CLO XXIII LTD BLUEM 2018-23A C (BLUEMOUNTAIN CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $798K | – | 0.19 |
| BMW VEHICLE LEASE TRUST 2024-1 BMWLT 2024-1 A2A | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| BOOST NEWCO BORROWER LLC 144A 7.500000% 01/15/2031 (GTCR W-2 MERGER SUB LLC) | Long | Debt | US | $259K | – | 0.06 |
| BOOST NEWCO BORROWER, LLC 1/31/2031 | Long | Loan | US | $406K | – | 0.10 |
| BPR TRUST 2022-OANA BPR 2022-OANA A | Long | ABS-mortgage backed security | US | $598K | – | 0.15 |
| BRACKET INTERMEDIATE HOLDING CORP. 5/8/2028 | Long | Loan | US | $1M | – | 0.31 |
| BRAVO RESIDENTIAL FUNDING TRUST 2020-NQM1 BRAVO 2020-NQM1 A1 | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-HE1 BRAVO 2021-HE1 A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-HE2 BRAVO 2021-HE2 A3 | Long | ABS-mortgage backed security | US | $592K | – | 0.14 |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 BRAVO 2021-NQM1 A1 | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM2 BRAVO 2021-NQM2 A1 | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3 BRAVO 2021-NQM3 A1 | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC HGVGI 2019-A A (BRE GRAND ISLANDER TIMESHARE ISSUER LLC) | Long | ABS-mortgage backed security | US | $485K | – | 0.12 |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023 BLAST 2023-1 A2 | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-1 A2 | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO 4.950000% 02/20/2026 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $124K | – | 0.03 |
| BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / B 4.500000% 04/01/2027 (BROOKFIELD PROPERTIES RETAIL HOLDING LLC) | Long | Debt | US | $556K | – | 0.13 |
| BSPRT 2022-FL8 ISSUER LTD BSPRT 2022-FL8 A (BSPRT ISSUER, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $266K | – | 0.06 |
| BUCKEYE OH TOBACCO SETTLEMENT BUCKEYE TOBACCO SETTLEMENT FINANCING AUTHORITY (BUCKEYE OHIO TOB SETTLEMENT FING AUTH) | Long | Debt | US | $225K | – | 0.05 |
| BUNKER HILL LOAN DEPOSITARY TRUST 2020-1 BHLD 2020-1 A1 | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| BW HOLDING, INC. 12/14/2028 | Long | Loan | US | $593K | – | 0.14 |
| BWAY 2013-1515 MORTGAGE TRUST BWAY 2013-1515 A1 (BWAY MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| BX 2021-MFM1 BX 2021-MFM1 C (BX TRUST) | Long | ABS-mortgage backed security | US | $759K | – | 0.18 |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO BX 2021-VINO A | Long | ABS-mortgage backed security | US | $172K | – | 0.04 |
| BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A | Long | ABS-mortgage backed security | US | $194K | – | 0.05 |
| BX TRUST 2021-SDMF BX 2021-SDMF B | Long | ABS-mortgage backed security | US | $944K | – | 0.23 |
| BX TRUST 2022-LBA6 BX 2022-LBA6 A | Long | ABS-mortgage backed security | US | $209K | – | 0.05 |
| BX TRUST 2023-DELC BX 2023-DELC A | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| CAESARS ENTERTAINMENT INC 144A 7.000000% 02/15/2030 (CAESARS ENTERTAINMENT, INC.) | Long | Debt | US | $202K | – | 0.05 |
| CAESARS ENTERTAINMENT, INC. 2/6/2030 | Long | Loan | US | $1M | – | 0.28 |
| CAMBREX CORPORATION 12/4/2026 | Long | Loan | US | $649K | – | 0.16 |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-1 COPAR 2022-1 A3 | Long | ABS-mortgage backed security | US | $124K | – | 0.03 |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 COPAR 2023-1 A2 | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-2R LTD CGMS 2014-2RA A2 (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1000K | – | 0.24 |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-4-R LTD CGMS 2014-4RA A2 (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.12 |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-1 LTD CGMS 2015-1A AR3 (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $245K | – | 0.06 |
| CARLYLE US CLO 2017-2 LTD CGMS 2017-2A A1R (CARLYLE US CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $973K | – | 0.24 |
| CARLYLE US CLO 2017-2 LTD CGMS 2017-2A A2R (CARLYLE US CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $999K | – | 0.24 |
| CARLYLE US CLO 2017-3 LTD CGMS 2017-3A BR (CARLYLE US CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $499K | – | 0.12 |
| CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023-3 A2A | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023-3 A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| CARRIER GLOBAL CORP 5.800000% 11/30/2025 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $85K | – | 0.02 |
| CARS-DB4 LP CAUTO 2020-1A A4 (CARS DB) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| CARS-DB4 LP CAUTO 2020-1A B1 (CARS DB) | Long | ABS-mortgage backed security | US | $390K | – | 0.09 |
| CARVANA AUTO RECEIVABLES TRUST 2021-N1 CRVNA 2021-N1 A | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST 2021-N2 CRVNA 2021-N2 B | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST 2021-N3 CRVNA 2021-N3 B | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST 2023-N3 CRVNA 2023-N3 A | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST 2023-P3 CRVNA 2023-P3 A2 | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST 2023-P4 CRVNA 2023-P4 A2 | Long | ABS-mortgage backed security | US | $127K | – | 0.03 |
| CARVANA AUTO RECEIVABLES TRUST 2023-P5 CRVNA 2023-P5 A2 | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST 2024-N1 CRVNA 2024-N1 A2 | Long | ABS-mortgage backed security | US | $106K | – | 0.03 |
| CARVANA AUTO RECEIVABLES TRUST 2024-P1 CRVNA 2024-P1 A2 | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| CATSKILL PARK CLO LTD CATSK 2017-1A A1B | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.24 |
| CCC INFORMATION 9/21/2028 | Long | Loan | US | $745K | – | 0.18 |
| CCG RECEIVABLES TRUST 2021-1 CCG 2021-1 A2 | Long | ABS-mortgage backed security | US | $694.17 | – | 0.00 |
| CEDAR FUNDING X CLO LTD CEDF 2019-10A CR (CEDAR FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $450K | – | 0.11 |
| CENTURY DE BUYER LLC 10/30/2030 | Long | Loan | US | $1M | – | 0.29 |
| CenturyLink/Lumen 3/24 Cov-Lite TLA 6/1/2028 | Long | Loan | US | $85K | – | 0.02 |
| CF HIPPOLYTA ISSUER LLC SORT 2020-1 A1 | Long | ABS-mortgage backed security | US | $933K | – | 0.23 |
| CF HIPPOLYTA ISSUER LLC SORT 2021-1A B1 | Long | ABS-mortgage backed security | US | $949K | – | 0.23 |
| CFMT 2021-AL1 LLC CFMT 2021-AL1 B (CFMT TRUST) | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| CHARLES SCHWAB CORP/THE 5.875000% 08/24/2026 (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $152K | – | 0.04 |
| CHARLOTTE BUYER, INC. 2/11/2028 | Long | Loan | US | $935K | – | 0.23 |
| CHART INDUSTRIES INC 144A 7.500000% 01/01/2030 (CHART INDUSTRIES, INC.) | Long | Debt | US | $461K | – | 0.11 |
| CHART INDUSTRIES, INC. 3/15/2030 | Long | Loan | US | $1M | – | 0.26 |
| CHARTER NEXT GENERATION INC 12/1/2027 | Long | Loan | US | $752K | – | 0.18 |
| CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 7A1 (CHASE MORTGAGE FINANCE CORPORATION) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 CHASE 2007-A2 2A3 (CHASE MORTGAGE FINANCE CORPORATION) | Long | ABS-mortgage backed security | US | $215K | – | 0.05 |
| CHEMOURS CO/THE 144A 4.625000% 11/15/2029 (THE CHEMOURS COMPANY) | Long | Debt | US | $597K | – | 0.14 |
| CHESAPEAKE FUNDING II LLC CFII 2023-1A A1 (CHESAPEAKE FUNDING LLC) | Long | ABS-mortgage backed security | US | $153K | – | 0.04 |
| CHL MORTGAGE PASS-THROUGH TRUST 2004-8 CWHL 2004-8 2A1 (COUNTRYWIDE HOME LOANS INC) | Long | ABS-mortgage backed security | US | $0.58 | – | 0.00 |
| CHOBANI, LLC 10/25/2027 | Long | Loan | US | $725K | – | 0.18 |
| CHPPR MIDCO INC. 12/28/2028 | Long | Loan | US | $90K | – | 0.02 |
| CIFC FUNDING 2015-III LTD CIFC 2015-3A AR (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $369K | – | 0.09 |
| CIFC FUNDING 2017-V LTD CIFC 2017-5A B (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $499K | – | 0.12 |
| CIFC FUNDING 2018-IV LTD CIFC 2018-4A A1 (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $671K | – | 0.16 |
| CITCO FUNDING LLC 4/27/2028 | Long | Loan | US | $553K | – | 0.13 |
| CITIZENS AUTO RECEIVABLES TRUST 2023-2 CITZN 2023-2 A2A | Long | ABS-mortgage backed security | US | $155K | – | 0.04 |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITZN 2024-1 A2A | Long | ABS-mortgage backed security | US | $115K | – | 0.03 |
| CLARIOS GLOBAL LP 5/6/2030 | Long | Loan | US | $902K | – | 0.22 |
| CLOUD SOFTWARE GROUP, INC. 3/30/2029 | Long | Loan | US | $1M | – | 0.28 |
| CLUBCORP HOLDINGS 9/18/2026 | Long | Loan | US | $937K | – | 0.23 |
| CNH EQUIPMENT TRUST 2023-A CNH 2023-A A2 | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| CNT HOLDINGS I CORP 11/8/2027 | Long | Loan | US | $702K | – | 0.17 |
| COBHAM ULTRA SENIORCO S.A R.L. 8/3/2029 | Long | Loan | US | $1M | – | 0.28 |
| COLD STORAGE TRUST 2020-ICE5 COLD 2020-ICE5 D | Long | ABS-mortgage backed security | US | $737K | – | 0.18 |
| COLT 2020-2R MORTGAGE LOAN TRUST COLT 2020-2R A1 (COLT TRUST) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| COLT 2020-3 MORTGAGE LOAN TRUST COLT 2020-3 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| COLT 2021-1 MORTGAGE LOAN TRUST COLT 2021-1 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| COLT 2021-1RMORTGAGE PASS-THROUGH CERTIFICATES COLT 2021-1R A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $163K | – | 0.04 |
| COLT 2021-2R MORTGAGE LOAN TRUST COLT 2021-2R A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $239K | – | 0.06 |
| COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A2 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.29 |
| COLT 2021-5 MORTGAGE LOAN TRUST COLT 2021-5 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $588K | – | 0.14 |
| COLT 2021-HX1 MORTGAGE LOAN TRUST COLT 2021-HX1 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $247K | – | 0.06 |
| COLT 2022-7 MORTGAGE LOAN TRUST COLT 2022-7 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $748K | – | 0.18 |
| COLT FUNDING LLC COLT 2021-3R A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| COMMERCEHUB INC 12/29/2027 | Long | Loan | US | $146K | – | 0.04 |
| CONFLUENT MEDICAL TECHNOLOGIES, INC. 2/16/2029 | Long | Loan | US | $1M | – | 0.28 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M1 | Long | ABS-mortgage backed security | US | $604K | – | 0.15 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 CAS 2022-R04 1M1 | Long | ABS-mortgage backed security | US | $835K | – | 0.20 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R05 CAS 2022-R05 2M1 | Long | ABS-mortgage backed security | US | $251K | – | 0.06 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R07 CAS 2022-R07 1M1 | Long | ABS-mortgage backed security | US | $966K | – | 0.23 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R01 CAS 2023-R01 1M1 | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 CAS 2023-R03 2M1 | Long | ABS-mortgage backed security | US | $2M | – | 0.56 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 CAS 2023-R04 1M1 | Long | ABS-mortgage backed security | US | $3M | – | 0.63 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R05 CAS 2023-R05 1M1 | Long | ABS-mortgage backed security | US | $2M | – | 0.49 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R06 CAS 2023-R06 1M1 | Long | ABS-mortgage backed security | US | $560K | – | 0.14 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R07 CAS 2023-R07 2M1 | Long | ABS-mortgage backed security | US | $867K | – | 0.21 |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R04 CAS 2024-R04 1M2 | Long | ABS-mortgage backed security | US | $601K | – | 0.15 |
| Conservice 1/24 Cov-Lite TL 5/13/2027 | Long | Loan | US | $404K | – | 0.10 |
| CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028 (CONSUMERS SECURITIZATION FUNDING LLC) | Long | Debt | US | $70K | – | 0.02 |
| CORPORATION SERVICE COMPANY 11/2/2029 | Long | Loan | US | $232K | – | 0.06 |
| CP ATLAS BUYER INC 144A 7.000000% 12/01/2028 (CP ATLAS BUYER, INC.) | Long | Debt | US | $355K | – | 0.09 |
| CP ATLAS BUYER, INC. 11/23/2027 | Long | Loan | US | $252K | – | 0.06 |
| CPS AUTO RECEIVABLES TRUST 2023-B CPS 2023-B A | Long | ABS-mortgage backed security | US | $106K | – | 0.03 |
| CPS AUTO RECEIVABLES TRUST 2023-D CPS 2023-D A | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| CQP HOLDCO LP 12/31/2030 | Long | Loan | US | $244K | – | 0.06 |
| CREATIVE ARTISTS AGENCY, LLC 11/27/2028 | Long | Loan | US | $830K | – | 0.20 |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-3 CAALT 2021-3A A | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| CREDIT SUISSE AG/NEW YORK NY 4.750000% 08/09/2024 (CREDIT SUISSE AG (NEW YORK BRANCH)) | Long | Debt | CH | $299K | – | 0.07 |
| CROSS 2023-H1 MORTGAGE TRUST CROSS 2023-H1 A1 (CROSS MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.42 |
| CROSS 2024-H1 MORTGAGE TRUST CROSS 2024-H1 A3 (CROSS MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $801K | – | 0.19 |
| CROSS 2024-H2 MORTGAGE TRUST CROSS 2024-H2 A3 (CROSS MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $783K | – | 0.19 |
| CROSS FINANCIAL CORP. 9/15/2027 | Long | Loan | US | $949K | – | 0.23 |
| CROWN SUBSEA COMMUNICATIONS HOLDING, INC. 1/30/2031 | Long | Loan | US | $833K | – | 0.20 |
| CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER CSFB 2004-AR5 6A1 (CREDIT SUISSE FIRST BOSTON CORPORATION) | Long | ABS-mortgage backed security | US | $792K | – | 0.19 |
| CSMC 2019-AFC1 TRUST CSMC 2019-AFC1 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $175K | – | 0.04 |
| CSMC 2021-AFC1 TRUST CSMC 2021-AFC1 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| CSMC 2021-NQM1 CSMC 2021-NQM1 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| CSMC 2021-NQM3 CSMC 2021-NQM3 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $174K | – | 0.04 |
| CSMC 2021-NQM4 CSMC 2021-NQM4 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $123K | – | 0.03 |
| CULLIGAN 7/21 COV-LITE 7/31/2028 | Long | Loan | US | $1M | – | 0.29 |
| CURIA GLOBAL, INC. 8/30/2026 | Long | Loan | US | $1M | – | 0.34 |
| DAE FUNDING LLC MTN 1.550000% 08/01/2024 | Long | Debt | AE | $203K | – | 0.05 |
| DAIMLER TRUCKS RETAIL TRUST 2023-1 DTRT 2023-1 A2 | Long | ABS-mortgage backed security | US | $130K | – | 0.03 |
| DANSKE BANK A/S MTN 6.259000% 09/22/2026 | Long | Debt | DK | $201K | – | 0.05 |
| DB MASTER FINANCE LLC DNKN 2019-1A A2II (DUNKIN BRANDS) | Long | ABS-mortgage backed security | US | $345K | – | 0.08 |
| DB MASTER FINANCE LLC DNKN 2021-1A A2I (DUNKIN BRANDS) | Long | ABS-mortgage backed security | US | $619K | – | 0.15 |
| DBCG 2017-BBG MORTGAGE TRUST DBCG 2017-BBG C | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1 DRMT 2021-1 A1 | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 DRMT 2021-2 A1 | Long | ABS-mortgage backed security | US | $242K | – | 0.06 |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 DRMT 2021-2 A3 | Long | ABS-mortgage backed security | US | $389K | – | 0.09 |
| DELL EQUIPMENT FINANCE TRUST 2023-2 DEFT 2023-2 A2 | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| DELL EQUIPMENT FINANCE TRUST 2023-3 DEFT 2023-3 A2 | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| DERBY BUYER LLC 11/1/2030 | Long | Loan | US | $572K | – | 0.14 |
| DEUTSCHE BANK AG/NEW YORK NY VARIABLE RATE 11/16/2027 (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | DE | $323K | – | 0.08 |
| DEXT ABS 2021-1 LLC DEXT 2021-1 A (DEXT ABS LLC) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| DEXT ABS 2023-2 LLC DEXT 2023-2 A2 (DEXT ABS LLC) | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| DIAMOND INFRASTRUCTURE FUNDING LLC DNFRA 2021-1A B | Long | ABS-mortgage backed security | US | $179K | – | 0.04 |
| DIAMOND INFRASTRUCTURE FUNDING LLC DNFRA 2021-1A C | Long | ABS-mortgage backed security | US | $358K | – | 0.09 |
| DLLAA 2023-1 LLC DLLAA 2023-1A A2 (DLLAA LLC) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| DLLAD 2021-1 LLC DLLAD 2021-1A A3 (DLLAD LLC) | Long | ABS-mortgage backed security | US | $152K | – | 0.04 |
| DLLAD 2023-1 LLC DLLAD 2023-1A A2 (DLLAD LLC) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| DLLMT 2023-1 LLC DLLMT 2023-1A A2 (DLLMT LLC) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| DLLST 2022-1 LLC DLLST 2022-1A A3 (DLLST LLC) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| DLLST 2024-1 LLC DLLST 2024-1A A2 (DLLST LLC) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| DOMINO'S PIZZA MASTER ISSUER LLC DPABS 2017-1A A23 | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| DRIVE AUTO RECEIVABLES TRUST 2021-2 DRIVE 2021-2 C | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| DRIVEN BRANDS FUNDING LLC HONK 2019-1A A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| DT AUTO OWNER TRUST 2023-1 DTAOT 2023-1A A | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| DT AUTO OWNER TRUST 2023-2 DTAOT 2023-2A A | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| DT AUTO OWNER TRUST 2023-3 DTAOT 2023-3A A | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| DYNASTY ACQUISITION CO., INC. 8/24/2028 | Long | Loan | US | $696K | – | 0.17 |
| DYNASTY ACQUISITION CO., INC. 8/24/2028 | Long | Loan | US | $268K | – | 0.07 |
| EAGLE PARENT CORP. 4/2/2029 | Long | Loan | US | $202K | – | 0.05 |
| ECL ENTERTAINMENT, LLC 8/31/2030 | Long | Loan | US | $936K | – | 0.23 |
| ECMC GROUP STUDENT LOAN TRUST 2020-3 ECMC 2020-3A A1B | Long | ABS-mortgage backed security | US | $482K | – | 0.12 |
| Edelman Financial 5/24 2nd Lien TL 10/20/2028 | Long | Loan | US | $484K | – | 0.12 |
| ELARA HGV TIMESHARE ISSUER 2019-A LLC EHGVT 2019-A A | Long | ABS-mortgage backed security | US | $616K | – | 0.15 |
| ELARA HGV TIMESHARE ISSUER 2023-A LLC EHGVT 2023-A A | Long | ABS-mortgage backed security | US | $803K | – | 0.19 |
| ELECTRON BIDCO INC. 11/1/2028 | Long | Loan | US | $1M | – | 0.33 |
| ELEVATION CLO 2014-2 LTD AWPT 2014-2A A1R (ELEVATION CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $42K | – | 0.01 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1 EFMT 2021-1 A1 | Long | ABS-mortgage backed security | US | $481K | – | 0.12 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A2 | Long | ABS-mortgage backed security | US | $282K | – | 0.07 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2 EFMT 2020-2 A1 | Long | ABS-mortgage backed security | US | $354K | – | 0.09 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 EFMT 2021-2 A1 | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| ELLUCIAN HOLDINGS INC. 10/9/2029 | Long | Loan | US | $768K | – | 0.19 |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP ELP 2021-ELP A | Long | ABS-mortgage backed security | US | $347K | – | 0.08 |
| EMERA US FINANCE LP 0.833000% 06/15/2024 | Long | Debt | CA | $120K | – | 0.03 |
| EMERA US FINANCE LP 3.550000% 06/15/2026 | Long | Debt | CA | $120K | – | 0.03 |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC 144A 6.625000% 12/15/2030 | Long | Debt | US | $200K | – | 0.05 |
| EMRLD BORROWER LP 5/31/2030 | Long | Loan | US | $602K | – | 0.15 |
| ENSEMBLE RCM, LLC 8/1/2029 | Long | Loan | US | $0.08 | – | 0.00 |
| ENSONO, INC. 5/26/2028 | Long | Loan | US | $768K | – | 0.19 |
| ENTERPRISE FLEET FINANCING 2024-1 LLC EFF 2024-1 A2 (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| ENVISION HEALTHCARE CORP EQUITY EQUITY | Long | Equity-common | US | $5K | 753 | 0.00 |
| ENVISION HEALTHCARE/AMSUR (CORPORATE ACTION) | Derivative-equity | US | $2K | – | 0.00 | |
| EPICOR SOFTWARE CORPORATION 7/30/2027 | Long | Loan | US | $774K | – | 0.19 |
| EPICOR SOFTWARE CORPORATION 7/30/2027 | Long | Loan | US | $65K | – | 0.02 |
| eResearch Technology/Clario 5/24 TLB 2/4/2027 | Long | Loan | US | $80K | – | 0.02 |
| ERESEARCHTECHNOLOGY, INC. 2/4/2027 | Long | Loan | US | $2M | – | 0.38 |
| ESDEC SOLAR GROUP B.V. 8/30/2028 | Long | Loan | US | $582K | – | 0.14 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1 EART 2021-2A D | Long | ABS-mortgage backed security | US | $959K | – | 0.23 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-2 EART 2023-2A A3 | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 EART 2023-4A A2 | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1 EART 2024-1A A2 | Long | ABS-mortgage backed security | US | $117K | – | 0.03 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2 EART 2024-2A A2 | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| EXTENET LLC 2019-1 EXTNT 2019-1A A2 (EXTENET SYSTEMS) | Long | ABS-mortgage backed security | US | $2M | – | 0.48 |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C03 2M2 (CONNECTICUT AVENUE SECURITIES) | Long | Debt | US | $84K | – | 0.02 |
| FANNIE MAE POOL FN 701225 (Federal National Mortgage Association) | Long | Debt | US | $86K | – | 0.02 |
| FANNIE MAE POOL FN 729190 (Federal National Mortgage Association) | Long | Debt | US | $353K | – | 0.09 |
| FANNIE MAE POOL FN 735172 (Federal National Mortgage Association) | Long | Debt | US | $178K | – | 0.04 |
| FANNIE MAE POOL FN 751582 (Federal National Mortgage Association) | Long | Debt | US | $27K | – | 0.01 |
| FANNIE MAE POOL FN 780998 (Federal National Mortgage Association) | Long | Debt | US | $74K | – | 0.02 |
| FANNIE MAE POOL FN 793029 (Federal National Mortgage Association) | Long | Debt | US | $48K | – | 0.01 |
| FANNIE MAE POOL FN 793599 (Federal National Mortgage Association) | Long | Debt | US | $226K | – | 0.05 |
| FANNIE MAE POOL FN 810320 (Federal National Mortgage Association) | Long | Debt | US | $197K | – | 0.05 |
| FANNIE MAE POOL FN 820598 (Federal National Mortgage Association) | Long | Debt | US | $128K | – | 0.03 |
| FANNIE MAE POOL FN 821976 (Federal National Mortgage Association) | Long | Debt | US | $28K | – | 0.01 |
| FANNIE MAE POOL FN 847789 (Federal National Mortgage Association) | Long | Debt | US | $275K | – | 0.07 |
| FANNIE MAE POOL FN 879906 (Federal National Mortgage Association) | Long | Debt | US | $78K | – | 0.02 |
| FANNIE MAE POOL FN 889946 (Federal National Mortgage Association) | Long | Debt | US | $81K | – | 0.02 |
| FANNIE MAE POOL FN AA3518 (Federal National Mortgage Association) | Long | Debt | US | $189K | – | 0.05 |
| FANNIE MAE POOL FN AD0213 (Federal National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| FANNIE MAE POOL FN AE0643 (Federal National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| FANNIE MAE POOL FN AE0825 (Federal National Mortgage Association) | Long | Debt | US | $172K | – | 0.04 |
| FANNIE MAE POOL FN AL0355 (Federal National Mortgage Association) | Long | Debt | US | $270K | – | 0.07 |
| FANNIE MAE POOL FN MA2474 (Federal National Mortgage Association) | Long | Debt | US | $195K | – | 0.05 |
| FANNIE MAE REMICS FNR 2010-83 BA (Federal National Mortgage Association) | Long | Debt | US | $80K | – | 0.02 |
| FANNIE MAE REMICS FNR 2012-137 UE (Federal National Mortgage Association) | Long | Debt | US | $68K | – | 0.02 |
| FANNIE MAE-ACES FNA 2017-M13 FA (Federal National Mortgage Association) | Long | Debt | US | $36K | – | 0.01 |
| FCI FUNDING 2021-1 LLC FCITL 2021-1A A (FCI FUNDING LIMITED) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHF TRUST 2021-2 FHF 2021-2A A | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FIFTH THIRD AUTO TRUST 2023-1 FITAT 2023-1 A2A | Long | ABS-mortgage backed security | US | $177K | – | 0.04 |
| FIRST INVESTORS AUTO OWNER TRUST 2021-1 FIAOT 2021-1A C | Long | ABS-mortgage backed security | US | $467K | – | 0.11 |
| FLAGSHIP CREDIT AUTO TRUST 2021-2 FCAT 2021-2 B | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FLAGSHIP CREDIT AUTO TRUST 2021-3 FCAT 2021-3 A | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FLAGSHIP CREDIT AUTO TRUST 2022-3 FCAT 2022-3 A3 | Long | ABS-mortgage backed security | US | $224K | – | 0.05 |
| FLAGSHIP CREDIT AUTO TRUST 2023-2 FCAT 2023-2 A2 | Long | ABS-mortgage backed security | US | $107K | – | 0.03 |
| FLAGSHIP CREDIT AUTO TRUST 2023-3 FCAT 2023-3 A2 | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| FLEXSYS HOLDINGS, INC. 11/1/2028 | Long | Loan | US | $656K | – | 0.16 |
| FNA VII LLC FNH 2023-1A A1 (FNA VII, LLC) | Long | ABS-mortgage backed security | US | $784K | – | 0.19 |
| FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A2A | Long | ABS-mortgage backed security | US | $120K | – | 0.03 |
| FOREST CITY ENTERPRISES, L.P. 12/8/2025 | Long | Loan | US | $773K | – | 0.19 |
| FORMULA ONE MANAGEMENT LIMITED 1/15/2030 | Long | Loan | US | $1M | – | 0.27 |
| FORTREA HOLDINGS 7/1/2030 | Long | Loan | US | $301K | – | 0.07 |
| FOUR SEASONS HOLDINGS INC. 11/30/2029 | Long | Loan | US | $594K | – | 0.14 |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2 | Long | ABS-mortgage backed security | US | $120K | – | 0.03 |
| FREDDIE MAC NON GOLD POOL FH 1B7189 | Long | Debt | US | $404K | – | 0.10 |
| FREDDIE MAC NON GOLD POOL FH 1L0080 | Long | Debt | US | $295K | – | 0.07 |
| FREDDIE MAC REMICS FHR 3786 ED | Long | Debt | US | $294K | – | 0.07 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5 STACR 2021-DNA5 M2 | Long | Debt | US | $139K | – | 0.03 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1 STACR 2022-DNA1 M1B | Long | Debt | US | $953K | – | 0.23 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M1B | Long | Debt | US | $1M | – | 0.25 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3 STACR 2022-DNA3 M1A | Long | Debt | US | $485K | – | 0.12 |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA1 STACR 2022-HQA1 M1A | Long | Debt | US | $1M | – | 0.25 |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA1 STACR 2022-HQA1 M1B | Long | Debt | US | $1M | – | 0.26 |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA2 STACR 2022-HQA2 M1A | Long | Debt | US | $168K | – | 0.04 |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA2 STACR 2022-HQA2 M1B | Long | Debt | US | $1M | – | 0.26 |
| FREDDIE MAC STACR REMIC TRUST 2023-DNA1 STACR 2023-DNA1 M1B | Long | Debt | US | $2M | – | 0.51 |
| FREDDIE MAC STACR REMIC TRUST 2023-DNA2 STACR 2023-DNA2 M1A | Long | Debt | US | $950K | – | 0.23 |
| FREDDIE MAC STACR REMIC TRUST 2023-DNA2 STACR 2023-DNA2 M1B | Long | Debt | US | $1M | – | 0.26 |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA1 STACR 2023-HQA1 M1A | Long | Debt | US | $2M | – | 0.39 |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA1 STACR 2023-HQA1 M1B | Long | Debt | US | $2M | – | 0.51 |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA2 STACR 2023-HQA2 M1A | Long | Debt | US | $777K | – | 0.19 |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA3 STACR 2023-HQA3 A1 | Long | Debt | US | $990K | – | 0.24 |
| FREDDIE MAC STACR REMIC TRUST 2024-HQA1 STACR 2024-HQA1 A1 | Long | Debt | US | $2M | – | 0.45 |
| FREDDIE MAC STACR REMIC TRUST 2024-HQA1 STACR 2024-HQA1 M2 | Long | Debt | US | $251K | – | 0.06 |
| FREDDIE MAC STACR TRUST 2018-DNA2 STACR 2018-DNA2 M2AS (FREDDIE MAC STACR REMIC TRUST) | Long | Debt | US | $704K | – | 0.17 |
| FREEPORT LNG INVESTMENTS, LLLP 11/16/2026 | Long | Loan | US | $348K | – | 0.08 |
| GATES GLOBAL LLC 11/16/2029 | Long | Loan | US | $95K | – | 0.02 |
| GATES GLOBAL LLC 3/31/2027 | Long | Loan | US | $193K | – | 0.05 |
| Gates Global LLC 5/22/2031 | Long | Loan | US | $237K | – | 0.06 |
| GCAT 2020-NQM2 TRUST GCAT 2020-NQM2 A1 (GCAT TRUST) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| GCAT 2021-CM1 TRUST GCAT 2021-CM1 A (GCAT TRUST) | Long | ABS-mortgage backed security | US | $134K | – | 0.03 |
| GCAT 2021-NQM1 TRUST GCAT 2021-NQM1 A1 (GCAT TRUST) | Long | ABS-mortgage backed security | US | $529K | – | 0.13 |
| GCAT 2021-NQM3 TRUST GCAT 2021-NQM3 A1 (GCAT TRUST) | Long | ABS-mortgage backed security | US | $103K | – | 0.02 |
| GCAT 2021-NQM5 TRUST GCAT 2021-NQM5 A1 (GCAT TRUST) | Long | ABS-mortgage backed security | US | $345K | – | 0.08 |
| GENERAL MOTORS FINANCIAL CO INC VARIABLE RATE 10/15/2024 (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $600K | – | 0.15 |
| GENESEE & WYOMING INC. 4/10/2031 | Long | Loan | US | $316K | – | 0.08 |
| GENESYS CLOUD SERVICES HOLDINGS I, LLC 12/1/2027 | Long | Loan | US | $750K | – | 0.18 |
| GFL ENVIRONMENTAL 5/31/2027 | Long | Loan | US | $889K | – | 0.22 |
| GIP PILOT ACQUISITION PARTNERS LP 10/4/2030 | Long | Loan | US | $235K | – | 0.06 |
| GLOBAL MEDICAL RESPONSE, INC. 10/31/2028 | Long | Loan | US | $1M | – | 0.28 |
| GLS AUTO RECEIVABLES ISSUER TRUST 2021-1 GCAR 2021-1A D (GLS AUTO RECEIVABLES TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| GLS AUTO RECEIVABLES ISSUER TRUST 2023-1 GCAR 2023-1A A2 (GLS AUTO RECEIVABLES TRUST) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| GLS AUTO RECEIVABLES ISSUER TRUST 2023-2 GCAR 2023-2A A2 (GLS AUTO RECEIVABLES TRUST) | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-1 GCAR 2024-1A A2 (GLS AUTO RECEIVABLES TRUST) | Long | ABS-mortgage backed security | US | $225K | – | 0.05 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1 GMALT 2023-1 A2A | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2 GMALT 2023-2 A2A | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GMALT 2023-3 A2A | Long | ABS-mortgage backed security | US | $204K | – | 0.05 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2021-2 B | Long | ABS-mortgage backed security | US | $2M | – | 0.47 |
| Go Daddy 5/24 B7 TLB 5/21/2031 | Long | Loan | US | $275K | – | 0.07 |
| GO DADDY OPERATING COMPANY, LLC 11/9/2029 | Long | Loan | US | $344K | – | 0.08 |
| GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD GLM 2017-2A AR (GOLDENTREE LOAN MANAGEMENT US CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $114K | – | 0.03 |
| GOLDMAN SACHS BANK USA/NEW YORK NY 5.414000% 05/21/2027 | Long | Debt | US | $125K | – | 0.03 |
| GOLDMAN SACHS GROUP INC/THE 5.798000% 08/10/2026 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $175K | – | 0.04 |
| GRACIE POINT INTERNATIONAL FUNDING 2023-1 GPIF 2023-1A A | Long | ABS-mortgage backed security | US | $2M | – | 0.49 |
| GRACIE POINT INTERNATIONAL FUNDING 2023-2 GPIF 2023-2A A | Long | ABS-mortgage backed security | US | $785K | – | 0.19 |
| GRANITE PARK EQUIPMENT LEASING 2023-1 LLC SCFGP 2023-1A A2 (GRANITE PARK EQUIPMENT LEASING LLC) | Long | ABS-mortgage backed security | US | $164K | – | 0.04 |
| GRAY OAK PIPELINE LLC 144A 2.600000% 10/15/2025 (GRAY OAK PIPELINE, LLC) | Long | Debt | US | $287K | – | 0.07 |
| Gray Television 5/24 TLB 5/23/2029 | Long | Loan | US | $250K | – | 0.06 |
| GRAY TELEVISION, INC. 12/1/2028 | Long | Loan | US | $73K | – | 0.02 |
| GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2023-1 A2 (GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.) | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2024-1 A2 (GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.) | Long | ABS-mortgage backed security | US | $134K | – | 0.03 |
| GRIFOLS SA 144A 4.750000% 10/15/2028 (Grifols, S.A.) | Long | Debt | ES | $348K | – | 0.08 |
| GS MORTGAGE SECURITIES CORP TRUST 2020-DUNE GSMS 2020-DUNE B (GS MORTGAGE SECURITIES CORPORATION TRUST) | Long | ABS-mortgage backed security | US | $492K | – | 0.12 |
| GS MORTGAGE SECURITIES CORP TRUST 2021-STAR GSMS 2021-STAR B (GS MORTGAGE SECURITIES CORPORATION TRUST) | Long | ABS-mortgage backed security | US | $989K | – | 0.24 |
| GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021-NQM1 GSMBS 2021-NQM1 A2 (GS MORTGAGE-BACKED SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $614K | – | 0.15 |
| GSR MORTGAGE LOAN TRUST 2005-AR1 GSR 2005-AR1 1A1 | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST 2005-AR2 GSR 2005-AR2 1A2 | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| Gulfside Supply/Gulfeagle Sup 5/24 Cov-Lite TLB 5/29/2031 | Long | Loan | US | $295K | – | 0.07 |
| GWT 2024-WLF2 GWT 2024-WLF2 B (GWT COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| HAMILTON PROJECTS 5/24 TLB 5/22/2031 | Long | Loan | US | $241K | – | 0.06 |
| HARBORVIEW MORTGAGE LOAN TRUST 2004-6 HVMLT 2004-6 4A | Long | ABS-mortgage backed security | US | $615K | – | 0.15 |
| HAWAII HOTEL TRUST 2019-MAUI HHT 2019-MAUI E | Long | ABS-mortgage backed security | US | $994K | – | 0.24 |
| HCA INC 5.375000% 02/01/2025 (HCA INC.) | Long | Debt | US | $199K | – | 0.05 |
| HEWLETT PACKARD ENTERPRISE CO 5.900000% 10/01/2024 (HEWLETT PACKARD ENTERPRISE COMPANY) | Long | Debt | US | $75K | – | 0.02 |
| HIG FINANCE 2 LIMITED 4/18/2030 | Long | Loan | US | $480K | – | 0.12 |
| HIGHTOWER HOLDING, LLC 4/21/2028 | Long | Loan | US | $748K | – | 0.18 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL HILT 2024-ORL B (HILT MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1000K | – | 0.24 |
| HILTON GRAND VACATIONS TRUST 2022-1D HGVT 2022-1D B | Long | ABS-mortgage backed security | US | $683K | – | 0.17 |
| HILTON GRAND VACATIONS TRUST 2023-1 HGVT 2023-1A C | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| HILTON GRAND VACATIONS TRUST 2024-1B HGVT 2024-1B B | Long | ABS-mortgage backed security | US | $583K | – | 0.14 |
| HPEFS EQUIPMENT TRUST 2023-2 HPEFS 2023-2A A2 | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| HPEFS EQUIPMENT TRUST 2024-1 HPEFS 2024-1A A3 | Long | ABS-mortgage backed security | US | $105K | – | 0.03 |
| HPLY TRUST 2019-HIT HPLY 2019-HIT B | Long | ABS-mortgage backed security | US | $370K | – | 0.09 |
| HRNI HOLDINGS, LLC 12/11/2028 | Long | Loan | US | $684K | – | 0.17 |
| HUB INTERNATIONAL LIMITED 6/20/2030 | Long | Loan | US | $1M | – | 0.32 |
| HUNTER DOUGLAS HOLDING B.V. 2/26/2029 | Long | Loan | US | $408K | – | 0.10 |
| HUSKY INTERNATIONAL 2/24 COV-LITE TLB 2/15/2029 | Long | Loan | US | $584K | – | 0.14 |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A HALST 2024-A A2A | Long | ABS-mortgage backed security | US | $145K | – | 0.04 |
| HYUNDAI AUTO RECEIVABLES TRUST 2020-B HART 2020-B B | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B HART 2023-B A2A | Long | ABS-mortgage backed security | US | $135K | – | 0.03 |
| IDERA, INC 3/2/2029 | Long | Loan | US | $338K | – | 0.08 |
| IMPERIAL BAG & PAPER/IMPERIAL DADE 1/24 TL 12/11/2028 AND 0.50 SOFR | Long | Loan | US | $235K | – | 0.06 |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM1 IMPRL 2021-NQM1 A1 | Long | ABS-mortgage backed security | US | $139K | – | 0.03 |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 IMPRL 2021-NQM2 A1 | Long | ABS-mortgage backed security | US | $108K | – | 0.03 |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM3 IMPRL 2021-NQM3 A1 | Long | ABS-mortgage backed security | US | $108K | – | 0.03 |
| IMPERIAL FUND MORTGAGE TRUST 2022-NQM5 IMPRL 2022-NQM5 A3 | Long | ABS-mortgage backed security | US | $321K | – | 0.08 |
| IMPRIVATA, INC. 12/1/2027 | Long | Loan | US | $487K | – | 0.12 |
| INFOBLOX 4/24 2ND LIEN TL 11/29/2030 | Long | Loan | US | $281K | – | 0.07 |
| INSTRUCTURE HOLDINGS, INC. 10/30/2028 | Long | Loan | US | $745K | – | 0.18 |
| INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 1.230000% 10/01/2025 (INTERNATIONAL FLAVORS & FRAGRANCES INC.) | Long | Debt | US | $141K | – | 0.03 |
| International-Matex Tank Terminals 10/11/2030 | Long | Loan | US | $575K | – | 0.14 |
| INTERNET BRANDS 5/3/2028 | Long | Loan | US | $403K | – | 0.10 |
| INTOWN 2022-STAY MORTGAGE TRUST TOWN 2022-STAY A (INTOWN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| INVITATION HOMES 2018-SFR4 TRUST IHSFR 2018-SFR4 C (INVITATION HOMES TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.49 |
| IQVIA INC. 1/2/2031 | Long | Loan | US | $582K | – | 0.14 |
| IRB HOLDING CORP. 12/15/2027 | Long | Loan | US | $872K | – | 0.21 |
| IRIDIUM SATELLITE LLC 9/20/2030 | Long | Loan | US | $712K | – | 0.17 |
| ISOLVED, INC. 10/15/2030 | Long | Loan | US | $723K | – | 0.18 |
| ITE RAIL FUND LEVERED LP STEAM 2021-1A A (USQ RAIL I LLC) | Long | ABS-mortgage backed security | US | $463K | – | 0.11 |
| JOHN DEERE OWNER TRUST 2023-C JDOT 2023-C A2 | Long | ABS-mortgage backed security | US | $334K | – | 0.08 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2020-ACE A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $979K | – | 0.24 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2020-NNN XAFX (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | Debt | US | $109K | – | 0.03 |
| JP MORGAN MORTGAGE TRUST 2005-A3 JPMMT 2005-A3 6A2 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $132K | – | 0.03 |
| JP MORGAN MORTGAGE TRUST 2005-A4 JPMMT 2005-A4 4A2 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $176K | – | 0.04 |
| JP MORGAN MORTGAGE TRUST 2006-A2 JPMMT 2006-A2 5A3 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST 2007-A1 JPMMT 2007-A1 1A1 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $238K | – | 0.06 |
| JP MORGAN MORTGAGE TRUST 2007-A1 JPMMT 2007-A1 5A2 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $225K | – | 0.05 |
| JP MORGAN MORTGAGE TRUST 2007-A4 JPMMT 2007-A4 1A1 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2018-7FRB JPMMT 2018-7FRB A2 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| JPMORGAN CHASE & CO VARIABLE RATE 04/22/2027 (JPMORGAN CHASE & CO.) | Long | Debt | US | $477K | – | 0.12 |
| JPMORGAN CHASE BANK NA - CACLN CACLN 2021-2 C (CHASE AUTO CREDIT LINKED NOTES) | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| JPMORGAN CHASE BANK NA - CACLN CACLN 2021-3 D (CHASE AUTO CREDIT LINKED NOTES) | Long | ABS-mortgage backed security | US | $301K | – | 0.07 |
| KENTUCKY HIGHER EDUCATION STUDENT LOAN CORP KHESL 2020-1 A1B (KENTUCKY HIGHER ED STUDENT LN CORP STUDENT LN REV) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| KKR CLO 12 LTD KKR 12 AR2A (KKR FINANCIAL CLO, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $316K | – | 0.08 |
| KKR CLO 20 LTD KKR 20 B (KKR CLO LTD/LLC) | Long | ABS-collateralized bond/debt obligation | KY | $637K | – | 0.15 |
| KOBE US MIDCO 2 INC 144A 9.250000% 11/01/2026 (ADVANCION SCIENCES, INC.) | Long | Debt | US | $744K | – | 0.18 |
| KUBOTA CREDIT OWNER TRUST 2023-2 KCOT 2023-2A A2 | Long | ABS-mortgage backed security | US | $234K | – | 0.06 |
| KUBOTA CREDIT OWNER TRUST 2024-1 KCOT 2024-1A A2 | Long | ABS-mortgage backed security | US | $180K | – | 0.04 |
| LAD AUTO RECEIVABLES TRUST 2021-1 LADAR 2021-1A A | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| LAD AUTO RECEIVABLES TRUST 2023-3 LADAR 2023-3A A2 | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| LAD AUTO RECEIVABLES TRUST 2024-1 LADAR 2024-1A A2 | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| LAKESHORE LEARNING MATERIALS 9/29/2028 | Long | Loan | US | $1M | – | 0.24 |
| LCM XXIV LTD LCM 24A AR (LCM LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $111K | – | 0.03 |
| LENDBUZZ SECURITIZATION TRUST 2021-1 LBZZ 2021-1A A | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| LEVEL 3 NEW MONEY 1L 144A 11.00% 11/15/2029 (U.S. ACUTE CARE SOLUTIONS, LLC) | Long | Debt | US | $513K | – | 0.12 |
| LIFE 2022-BMR MORTGAGE TRUST LIFE 2022-BMR2 A1 (LIFE MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $983K | – | 0.24 |
| LIFE TIME, INC. 1/15/2026 | Long | Loan | US | $558K | – | 0.14 |
| LIFEPOINT HEALTH, INC. 11/16/2028 | Long | Loan | US | $877K | – | 0.21 |
| LIFEPOINT HEALTH, INC. 5/9/2031 | Long | Loan | US | $165K | – | 0.04 |
| LS GROUP OPCO ACQUISITION LLC 4/23/2031 | Long | Loan | US | $979K | – | 0.24 |
| MACQUARIE GROUP LTD MTN VARIABLE RATE 10/14/2025 (MACQUARIE GROUP LIMITED.) | Long | Debt | AU | $300K | – | 0.07 |
| MADISON PARK FUNDING XVII LTD MDPK 2015-17A AR2 (MADISON PARK FUNDING, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $206K | – | 0.05 |
| MADISON PARK FUNDING XXIV LTD MDPK 2016-24A BR2 (MADISON PARK FUNDING, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.30 |
| Madrid/Rohm 6/19 (USD) Cov-Lite TLB 7/31/2026 | Long | Loan | US | $174K | – | 0.04 |
| MAGNETITE XV LTD MAGNE 2015-15A CR (MAGNETITE CLO, LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.12 |
| MAMBA PURCHASER, INC. 10/15/2029 | Long | Loan | US | $386K | – | 0.09 |
| MARAVAI INTERMEDIATE HOLDINGS, LLC 10/19/2027 | Long | Loan | US | $1M | – | 0.30 |
| MARCEL BIDCO LLC (MARCEL BIDCO GMBH) 11/11/2030 | Long | Loan | US | $1M | – | 0.30 |
| MARLETTE FUNDING TRUST 2023-2 MFT 2023-2A A | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| MARLETTE FUNDING TRUST 2023-3 MFT 2023-3A A | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2005-6 MARM 2005-6 5A1 (MASTR ADJUSTABLE RATE MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| McAfee 5/24 (USD) TLB 3/1/2029 | Long | Loan | US | $180K | – | 0.04 |
| MCAFEE CORP. 3/1/2029 | Long | Loan | US | $302K | – | 0.07 |
| MEDLINE BORROWER LP 10/23/2028 | Long | Loan | US | $417K | – | 0.10 |
| MELLON RESIDENTIAL FUNDING COR MOR PAS THR TR SER MRFC 1999-TBC3 A2 (MELLON RESIDENTIAL FUNDING CORPORATION) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| MERCEDES-BENZ AUTO LEASE TRUST 2023-A MBALT 2023-A A2 | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERIES MLMI 2005-A4 1A (MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED) | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2004-1 2A1 (MERRILL LYNCH MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $333K | – | 0.08 |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2007-1 2A1 (MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED) | Long | ABS-mortgage backed security | US | $368K | – | 0.09 |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2005-A2 A3 (MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED) | Long | ABS-mortgage backed security | US | $276K | – | 0.07 |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2005-A2 A5 (MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED) | Long | ABS-mortgage backed security | US | $220K | – | 0.05 |
| METLIFE SECURITIZATION TRUST MST 2017-1A A | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| METRONET INFRASTRUCTURE ISSUER LLC MNET 2022-1A B | Long | ABS-mortgage backed security | US | $501K | – | 0.12 |
| MF1 2022-FL8 LTD MF1 2022-FL8 A (MF1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $240K | – | 0.06 |
| MFA 2020-NQM1 TRUST MFRA 2020-NQM1 A1 (MFA TRUST) | Long | ABS-mortgage backed security | US | $404K | – | 0.10 |
| MFA 2020-NQM1 TRUST MFRA 2020-NQM1 A3 (MFA TRUST) | Long | ABS-mortgage backed security | US | $603K | – | 0.15 |
| MFA 2020-NQM3 TRUST MFRA 2020-NQM3 A1 (MFA TRUST) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| MFA 2021-INV1 TRUST MFRA 2021-INV1 A1 (MFA TRUST) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| MFA 2021-NQM1 TRUST MFRA 2021-NQM1 A1 (MFA TRUST) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| MFA 2021-NQM2 TRUST MFRA 2021-NQM2 A1 (MFA TRUST) | Long | ABS-mortgage backed security | US | $842K | – | 0.20 |
| MHP 2021-STOR MHP 2021-STOR A (MHP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $105K | – | 0.03 |
| MHP 2022-MHIL MHP 2022-MHIL A (MHP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $122K | – | 0.03 |
| MHP 2022-MHIL MHP 2022-MHIL B (MHP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $900K | – | 0.22 |
| MILANO ACQUISITION 10/1/2027 | Long | Loan | US | $823K | – | 0.20 |
| MILANO ACQUISITION 10/2/2028 | Long | Loan | US | $496K | – | 0.12 |
| MILEAGE PLUS HOLDINGS LLC 6/21/2027 | Long | Loan | US | $601K | – | 0.15 |
| MILL CITY MORTGAGE LOAN TRUST 2017-3 MCMLT 2017-3 A1 | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1 | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| MISSISSIPPI POWER CO VARIABLE RATE 06/28/2024 (MISSISSIPPI POWER COMPANY) | Long | Debt | US | $195K | – | 0.05 |
| MISSOURI HIGHER EDUCATION LOAN AUTHORITY MHELA 2021-1 A1B (MISSOURI HIGHER ED LN AUTH STUDENT LN REV) | Long | ABS-mortgage backed security | US | $551K | – | 0.13 |
| MISSOURI HIGHER EDUCATION LOAN AUTHORITY MHELA 2021-2 A1B (MISSOURI HIGHER ED LN AUTH STUDENT LN REV) | Long | ABS-mortgage backed security | US | $2M | – | 0.42 |
| MMAF EQUIPMENT FINANCE LLC 2020-B MMAF 2020-BA A3 | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| MMAF EQUIPMENT FINANCE LLC 2023-A MMAF 2023-A A2 | Long | ABS-mortgage backed security | US | $125K | – | 0.03 |
| MMAF EQUIPMENT FINANCE LLC 2024-A MMAF 2024-A A2 | Long | ABS-mortgage backed security | US | $194K | – | 0.05 |
| MORGAN STANLEY MORTGAGE LOAN TRUST 2004-10AR MSM 2004-10AR 1A (MORGAN STANLEY DEAN WITTER CAPITAL I INC) | Long | ABS-mortgage backed security | US | $494K | – | 0.12 |
| MORGAN STANLEY MORTGAGE LOAN TRUST 2004-5AR MSM 2004-5AR 3A1 (MORGAN STANLEY DEAN WITTER CAPITAL I INC) | Long | ABS-mortgage backed security | US | $200K | – | 0.05 |
| MORGAN STANLEY MORTGAGE LOAN TRUST 2004-8AR MSM 2004-8AR 4A2 (MORGAN STANLEY DEAN WITTER CAPITAL I INC) | Long | ABS-mortgage backed security | US | $370K | – | 0.09 |
| MOSEL BIDCO SE 9/16/2030 | Long | Loan | US | $1M | – | 0.28 |
| MOTUS GROUP, LLC 12/11/2028 | Long | Loan | US | $940K | – | 0.23 |
| MOUNTAIN VIEW CLO 2017-1 LLC MVEW 2017-1A AR (MOUNTAIN VIEW CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $244K | – | 0.06 |
| NASCAR HOLDINGS, LLC 10/19/2026 | Long | Loan | US | $715K | – | 0.17 |
| NATWEST MARKETS PLC 144A VARIABLE RATE 08/12/2024 | Long | Debt | GB | $340K | – | 0.08 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F NAVSL 2019-FA A2 (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $264K | – | 0.06 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H NAVSL 2020-HA A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $443K | – | 0.11 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H NAVSL 2020-IA A1B (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $848K | – | 0.21 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2023-BA A1A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $620K | – | 0.15 |
| NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2023-1 A (NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2024-1 C (NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST) | Long | ABS-mortgage backed security | US | $499K | – | 0.12 |
| NEIGHBORLY ISSUER 2023-1 NBLY 2023-1A A2 (NEIGHBORLY ISSUER LLC) | Long | ABS-mortgage backed security | US | $995K | – | 0.24 |
| NEP GROUP, INC. 8/19/2026 | Long | Loan | US | $1M | – | 0.29 |
| NETSMART, INC. 10/1/2027 | Long | Loan | US | $1M | – | 0.35 |
| NEUBERGER BERMAN CLO XIV LTD NEUB 2013-14A BR2 (NEUBERGER BERMAN CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.24 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD NEUB 2017-25A AR (NEUBERGER BERMAN CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $489K | – | 0.12 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 26 LTD NEUB 2017-26A AR (NEUBERGER BERMAN CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $348K | – | 0.08 |
| NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC USRE 2021-1 A1 (NEW ECONOMY ASSETS PHASE I SPONSOR LLC) | Long | ABS-mortgage backed security | US | $401K | – | 0.10 |
| NEW HAMPSHIRE HIGHER EDUCATION LOAN CORP NHHEL 2020-1 A1B (NEW HAMPSHIRE HIGHER EDUCATION LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $489K | – | 0.12 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 NRZT 2017-3A A1 | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-5 NRZT 2017-5A A1 | Long | ABS-mortgage backed security | US | $826K | – | 0.20 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-6 NRZT 2017-6A A1 | Long | ABS-mortgage backed security | US | $247K | – | 0.06 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 NRZT 2018-1A A1A | Long | ABS-mortgage backed security | US | $373K | – | 0.09 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 NRZT 2018-4A A1M | Long | ABS-mortgage backed security | US | $801K | – | 0.19 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 NRZT 2018-4A A1S | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 NRZT 2018-4A B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.40 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM NRZT 2020-NQM2 A1 | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 NRZT 2020-NQM1 A1 | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R NRZT 2021-NQ2R A1 | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A1 | Long | ABS-mortgage backed security | US | $179K | – | 0.04 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC 4.255000% 09/01/2024 (NEXTERA ENERGY CAPITAL HOLDINGS, INC.) | Long | Debt | US | $274K | – | 0.07 |
| NISSAN AUTO LEASE TRUST 2023-B NALT 2023-B A2A | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| NISSAN AUTO LEASE TRUST 2024-A NALT 2024-A A2A | Long | ABS-mortgage backed security | US | $184K | – | 0.04 |
| NUMERICABLE U.S. LLC 7/31/2025 | Long | Loan | FR | $25K | – | 0.01 |
| NYCTL 2021-A TRUST NYCTL 2021-A A | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| OAKTOWN RE VII LTD OMIR 2021-2 M1A (OAKTOWN RE LTD) | Long | ABS-mortgage backed security | BM | $394K | – | 0.10 |
| Oberthur/Idemia 1/24 B5 (USD) TLB 9/30/2028 | Long | Loan | US | $578K | – | 0.14 |
| OBX 2018-1 TRUST OBX 2018-1 A2 (OBX TRUST) | Long | ABS-mortgage backed security | US | $586K | – | 0.14 |
| OBX 2020-INV1 TRUST OBX 2020-INV1 A11 (OBX TRUST) | Long | ABS-mortgage backed security | US | $280K | – | 0.07 |
| OBX 2021-NQM2 TRUST OBX 2021-NQM2 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| OBX 2023-NQM8 TRUST OBX 2023-NQM8 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $230K | – | 0.06 |
| OBX 2024-NQM3 TRUST OBX 2024-NQM3 A3 (OBX TRUST) | Long | ABS-mortgage backed security | US | $702K | – | 0.17 |
| OCCIDENTAL PETROLEUM CORP 5.875000% 09/01/2025 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $175K | – | 0.04 |
| OFSI BSL IX LTD OFSBS 2018-1A B1R | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.24 |
| ONEOK INC 5.550000% 11/01/2026 (ONEOK, INC.) | Long | Debt | US | $200K | – | 0.05 |
| ONTARIO GAMING GTA LIMITED PARTNERSHIP 8/1/2030 | Long | Loan | US | $833K | – | 0.20 |
| OPEN TEXT CORPORATION 1/31/2030 | Long | Loan | US | $880K | – | 0.21 |
| OPG TRUST 2021-PORT OPG 2021-PORT D | Long | ABS-mortgage backed security | US | $641K | – | 0.16 |
| OPTION CARE HEALTH, INC. 10/27/2028 | Long | Loan | US | $1M | – | 0.28 |
| OSMOSIS BUYER LIMITED 7/31/2028 | Long | Loan | US | $80K | – | 0.02 |
| OVINTIV INC 5.650000% 05/15/2025 (OVINTIV INC.) | Long | Debt | US | $175K | – | 0.04 |
| OXFORD FINANCE FUNDING 2020-1 LLC OXFIN 2020-1A A2 (OXFORD FINANCE FUNDING LLC) | Long | ABS-mortgage backed security | US | $278K | – | 0.07 |
| PACIFIC LIFE GLOBAL FUNDING II 144A 5.500000% 08/28/2026 | Long | Debt | US | $126K | – | 0.03 |
| PALMER SQUARE CLO 2022-3 LTD PLMRS 2022-3A A1 | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.35 |
| PALMER SQUARE LOAN FUNDING 2021-2 LTD PSTAT 2021-2A A2 (PALMER SQUARE LOAN FUNDING LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.06 |
| PALMER SQUARE LOAN FUNDING 2021-3 LTD PSTAT 2021-3A A1 (PALMER SQUARE LOAN FUNDING LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $81K | – | 0.02 |
| PALMER SQUARE LOAN FUNDING 2021-4 LTD PSTAT 2021-4A A1 (PALMER SQUARE LOAN FUNDING LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $278K | – | 0.07 |
| PALMER SQUARE LOAN FUNDING 2022-2 LTD PSTAT 2022-2A A2 (PALMER SQUARE LOAN FUNDING LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.35 |
| PLUTO ACQUISITION I, INC. 9/20/2028 | Long | Loan | US | $321K | – | 0.08 |
| PointClickCare 4/24 TL 12/29/2027 | Long | Loan | US | $1M | – | 0.28 |
| POLARIS NEWCO, LLC 6/2/2028 | Long | Loan | US | $520K | – | 0.13 |
| PRAIRIE ACQUIROR LP 8/1/2029 | Long | Loan | US | $824K | – | 0.20 |
| PRECISION MEDICINE GROUP, LLC 11/18/2027 | Long | Loan | US | $632K | – | 0.15 |
| PREGIS TOPCO LLC 7/31/2026 | Long | Loan | US | $1M | – | 0.29 |
| PRESIDIO/FORTRESS INTERMEDIATE 4/24 TLB 5/9/2031 | Long | Loan | US | $301K | – | 0.07 |
| PRETIUM PKG HOLDINGS, INC. 10/2/2028 | Long | Loan | US | $911K | – | 0.22 |
| PRETIUM PKG HOLDINGS, INC. 10/2/2028 | Long | Loan | US | $418K | – | 0.10 |
| PRODIGY FINANCE CM2021-1 DAC PRDGY 2021-1A A (PRODIGY FINANCE LTD) | Long | ABS-mortgage backed security | IE | $563K | – | 0.14 |
| PROGRESS RESIDENTIAL 2021-SFR3 PROG 2021-SFR3 E2 (PROGRESS RESIDENTIAL MASTER TRUST) | Long | ABS-mortgage backed security | US | $880K | – | 0.21 |
| PROJECT BOOST PURCHASER, LLC 5/30/2026 | Long | Loan | US | $957K | – | 0.23 |
| PROJECT BOOST PURCHASER, LLC 6/1/2026 | Long | Loan | US | $589K | – | 0.14 |
| PROJECT CASTLE, INC. 6/1/2029 | Long | Loan | US | $1M | – | 0.25 |
| PROOFPOINT, INC. 8/31/2028 | Long | Loan | US | $781K | – | 0.19 |
| PROPULSION (BC) NEWCO LLC 9/14/2029 | Long | Loan | US | $1M | – | 0.27 |
| PROSPER MARKETPLACE ISSUANCE TRUST SERIES 2023-1 PMIT 2023-1A A | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| PRPM 2021-RPL1 LLC PRPM 2021-RPL1 A1 (PRPM LLC) | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| QUARTZ ACQUIRECO, LLC 6/28/2030 | Long | Loan | US | $823K | – | 0.20 |
| QUEST SOFTWARE US HOLDINGS INC. 2/1/2029 | Long | Loan | US | $760K | – | 0.18 |
| QUIRCH FOODS HOLDINGS, LLC 10/27/2027 | Long | Loan | US | $1M | – | 0.26 |
| R1 RCM INC. 6/21/2029 | Long | Loan | US | $404K | – | 0.10 |
| RACE POINT IX CLO LTD RACEP 2015-9A A1A2 (RACE POINT CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $216K | – | 0.05 |
| RADNET MANAGEMENT, INC. 4/18/2031 | Long | Loan | US | $641K | – | 0.16 |
| READYCAP LENDING SMALL BUSINESS LOAN TRUST 2019-2 RCLT 2019-2 A | Long | ABS-mortgage backed security | US | $200K | – | 0.05 |
| RECESS HOLDINGS, INC. 2/21/2030 | Long | Loan | US | $914K | – | 0.22 |
| REGATTA X FUNDING LTD REG10 2017-3A B (REGATTA FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.30 |
| RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A8 RAST 2007-A8 3A1 (RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)) | Long | ABS-mortgage backed security | US | $160K | – | 0.04 |
| RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1 | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| RESIDEO TECHNOLOGIES 5/24 M&A TLB 5/21/2031 | Long | Loan | US | $191K | – | 0.05 |
| Resideo Technologies 5/24 TLB 5/23/2031 | Long | Loan | US | $115K | – | 0.03 |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC VDCR 2023-1A A2A | Long | ABS-mortgage backed security | US | $481K | – | 0.12 |
| ROSEN GROUP 2/24 TLB 3/26/2031 | Long | Loan | US | $579K | – | 0.14 |
| RYAN SPECIALTY GROUP LLC 9/1/2027 | Long | Loan | US | $249K | – | 0.06 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2022-C B (SANTANDER BANK, N.A.) | Long | ABS-mortgage backed security | US | $381K | – | 0.09 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2023-A B (SANTANDER BANK, N.A.) | Long | ABS-mortgage backed security | US | $538K | – | 0.13 |
| SANTANDER BANK NA - SBCLN SBCLN 2021-1A B (SANTANDER BANK, N.A.) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3 SDART 2021-3 D | Long | ABS-mortgage backed security | US | $2M | – | 0.39 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART 2022-2 C | Long | ABS-mortgage backed security | US | $262K | – | 0.06 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 SDART 2022-5 A3 | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3 SDART 2023-3 A2 | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4 SDART 2023-4 A2 | Long | ABS-mortgage backed security | US | $224K | – | 0.05 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1 SDART 2024-1 A2 | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| SANTANDER RETAIL AUTO LEASE TRUST 2022-A SRT 2022-A B | Long | ABS-mortgage backed security | US | $172K | – | 0.04 |
| SARANAC CLO VII LTD SRANC 2014-2A BR (SARANAC CLO LIMITED) | Long | ABS-collateralized bond/debt obligation | JE | $689K | – | 0.17 |
| SARATOGA INVESTMENT CORP SENIOR LOAN FUND 2022-1 L SARAT 2022-1A D (SARATOGA INVESTMENT CORP SENIOR LOAN FUND LTD) | Long | ABS-collateralized bond/debt obligation | KY | $299K | – | 0.07 |
| SBA TOWER TRUST 144A 3.869000% 10/15/2024 | Long | Debt | US | $581K | – | 0.14 |
| SBNA AUTO LEASE TRUST 2023-A SBALT 2023-A A2 | Long | ABS-mortgage backed security | US | $127K | – | 0.03 |
| SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A2 | Long | ABS-mortgage backed security | US | $250K | – | 0.06 |
| SCF EQUIPMENT LEASING 2023-1 LLC SCFET 2023-1A A2 (SCF EQUIPMENT LEASING LLC) | Long | ABS-mortgage backed security | US | $186K | – | 0.05 |
| SCF EQUIPMENT LEASING 2023-1 LLC SCFET 2023-1A A3 (SCF EQUIPMENT LEASING LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| SCHENECTADY INTERNATIONAL GROUP, INC. 10/15/2025 | Long | Loan | US | $405K | – | 0.10 |
| SCIH SALT HOLDINGS INC. 3/16/2027 | Long | Loan | US | $1M | – | 0.31 |
| SEDGWICK CLAIMS MANAGEMENT SERVICES, INC. 2/24/2028 | Long | Loan | US | $987K | – | 0.24 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $18M | 18M | 4.44 |
| SELECT MEDICAL CORPORATION 3/6/2027 | Long | Loan | US | $251K | – | 0.06 |
| SEQUOIA MORTGAGE TRUST 2004-3 SEMT 2004-3 A | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| SEQUOIA MORTGAGE TRUST 2004-5 SEMT 2004-5 A1 | Long | ABS-mortgage backed security | US | $542K | – | 0.13 |
| SERVICE LOGIC ACQUISITION, INC. 10/29/2027 | Long | Loan | US | $1M | – | 0.27 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 SFAST 2023-1A A2A | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A2 | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| SG RESIDENTIAL MORTGAGE TRUST 2021-1 SGR 2021-1 A1 | Long | ABS-mortgage backed security | US | $192K | – | 0.05 |
| SG RESIDENTIAL MORTGAGE TRUST 2021-2 SGR 2021-2 A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| SHARP SERVICES, LLC 12/31/2028 | Long | Loan | US | $1M | – | 0.25 |
| SMB PRIVATE EDUCATION LOAN TRUST 2018-C SMB 2018-C A2B | Long | ABS-mortgage backed security | US | $861K | – | 0.21 |
| SMB PRIVATE EDUCATION LOAN TRUST 2019-B SMB 2019-B A2B | Long | ABS-mortgage backed security | US | $566K | – | 0.14 |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SMB 2020-PTB A2B | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A A2A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.38 |
| SOCIETE GENERALE SA 144A VARIABLE RATE 01/21/2026 | Long | Debt | FR | $275K | – | 0.07 |
| SOPHIA, L.P. 10/9/2028 | Long | Loan | US | $469K | – | 0.11 |
| SOTERA HEALTH HOLDINGS, LLC 5/23/2031 | Long | Loan | US | $612K | – | 0.15 |
| SOUTHERN CALIFORNIA EDISON CO 5.350000% 03/01/2026 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $125K | – | 0.03 |
| SPECIALTY BUILDING PRODUCTS HOLDINGS LLC / SBP FIN 6.375000% 09/30/2026 (SPECIALTY BUILDING PRODUCTS HOLDINGS, LLC) | Long | Debt | US | $807K | – | 0.20 |
| SPIRE INC 5.300000% 03/01/2026 (Spire Inc.) | Long | Debt | US | $149K | – | 0.04 |
| SPRING EDUCATION GROUP, INC. 10/4/2030 | Long | Loan | US | $684K | – | 0.17 |
| SPRINT LLC 7.125000% 06/15/2024 | Long | Debt | US | $175K | – | 0.04 |
| SRS DISTRIBUTION INC. 6/2/2028 | Long | Loan | US | $552K | – | 0.13 |
| SRS DISTRIBUTION INC. 6/2/2028 | Long | Loan | US | $239K | – | 0.06 |
| SS&C TECH INC TL 1L B8 5/9/2031 | Long | Loan | US | $984K | – | 0.24 |
| STAR 2021-1 TRUST STAR 2021-1 A1 (STARWOOD MORTGAGE RESIDENTIAL TRUST) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| STAR 2021-SFR1 TRUST STAR 2021-SFR1 C (STAR TRUST) | Long | ABS-mortgage backed security | US | $981K | – | 0.24 |
| STAR 2021-SFR1 TRUST STAR 2021-SFR1 D (STAR TRUST) | Long | ABS-mortgage backed security | US | $969K | – | 0.24 |
| STAR 2021-SFR2 TRUST STAR 2021-SFR2 C (STAR TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.72 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 STAR 2020-1 A1 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 STAR 2020-3 A1 | Long | ABS-mortgage backed security | US | $289K | – | 0.07 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2 STAR 2021-2 A1 | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3 STAR 2021-3 A1 | Long | ABS-mortgage backed security | US | $114K | – | 0.03 |
| STATION CASINOS LLC 3/14/2031 | Long | Loan | US | $901K | – | 0.22 |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-9XS A | Long | ABS-mortgage backed security | US | $442K | – | 0.11 |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER SARM 2005-7 1A3 | Long | ABS-mortgage backed security | US | $459K | – | 0.11 |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SAIL 2004-8 A8 | Long | ABS-mortgage backed security | US | $2M | – | 0.46 |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-BNC1 SAIL 2004-BNC1 A4 | Long | ABS-mortgage backed security | US | $664K | – | 0.16 |
| SUMMER (BC) BIDCO B LLC 2/5/2029 | Long | Loan | US | $582K | – | 0.14 |
| SUMMIT MATERIALS, LLC 1/12/2029 | Long | Loan | US | $503K | – | 0.12 |
| SURGERY CENTER HOLDINGS, INC. 12/19/2030 | Long | Loan | US | $625K | – | 0.15 |
| SYMPHONY STATIC CLO I LTD SSTAT 2021-1A A (SYMPHONY STATIC CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $797K | – | 0.19 |
| SYMPHONY STATIC CLO I LTD SSTAT 2021-1A B (SYMPHONY STATIC CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.06 |
| TACO BELL FUNDING LLC BELL 2016-1A A23 (TACO BELL FUNDING, LLC) | Long | ABS-mortgage backed security | US | $745K | – | 0.18 |
| TAL ADVANTAGE VII LLC TAL 2020-1A B (TAL ADVANTAGE LLC) | Long | ABS-mortgage backed security | US | $845K | – | 0.20 |
| TALEN ENERGY SUPPLY, LLC 5/17/2030 | Long | Loan | US | $301K | – | 0.07 |
| TAPESTRY INC 7.050000% 11/27/2025 (TAPESTRY, INC.) | Long | Debt | US | $46K | – | 0.01 |
| TCI-FLATIRON CLO 2017-1 LTD TFLAT 2017-1A B (TCI-FLATIRON CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.12 |
| TEAM HEALTH HOLDINGS, INC. 3/2/2027 | Long | Loan | US | $1M | – | 0.24 |
| TEMPO ACQUISITION, LLC 8/31/2028 | Long | Loan | US | $371K | – | 0.09 |
| TENNECO INC 11/17/2028 | Long | Loan | US | $6K | – | 0.00 |
| TESLA AUTO LEASE TRUST 2023-A TESLA 2023-A A2 | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| TESLA AUTO LEASE TRUST 2023-B TESLA 2023-B A2 | Long | ABS-mortgage backed security | US | $120K | – | 0.03 |
| TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A2A | Long | ABS-mortgage backed security | US | $215K | – | 0.05 |
| TGG TS ACQUISITION COMPANY 12/14/2025 | Long | Loan | US | $555K | – | 0.13 |
| THE DUN & BRADSTREET CORPORATION 1/18/2029 | Long | Loan | US | $0.03 | – | 0.00 |
| THE E.W SCRIPPS CO. 1/7/2028 | Long | Loan | US | $67K | – | 0.02 |
| THE HERTZ CORPORATION 6/30/2028 | Long | Loan | US | $322K | – | 0.08 |
| THE HERTZ CORPORATION 6/30/2028 | Long | Loan | US | $62K | – | 0.02 |
| THORNBURG MORTGAGE SECURITIES TRUST 2005-1 TMST 2005-1 A3 | Long | ABS-mortgage backed security | US | $518K | – | 0.13 |
| TICP CLO IX LTD TICP 2017-9A A (TICP CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $305K | – | 0.07 |
| TIF FUNDING II LLC TIF 2021-1A A | Long | ABS-mortgage backed security | US | $635K | – | 0.15 |
| TK ELEVATOR MIDCO GMBH 4/30/2030 | Long | Loan | US | $522K | – | 0.13 |
| TMK HAWK PARENT, CORP. 12/15/2031 | Long | Loan | US | $16K | – | 0.00 |
| TMK HAWK PARENT, CORP. 6/30/2029 | Long | Loan | US | $464K | – | 0.11 |
| TMK PARENT CORPORATION EQUITY | Long | Equity-common | US | $77K | 7K | 0.02 |
| TOORAK MORTGAGE TRUST 2024-RRTL1 TRK 2024-RRTL1 A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.29 |
| TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 09/10/2026 (LA BANQUE TORONTO-DOMINION) | Long | Debt | CA | $300K | – | 0.07 |
| TOWD POINT HE TRUST 2021- HE1 TPHT 2021-HE1 A1 | Long | ABS-mortgage backed security | US | $449K | – | 0.11 |
| TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 A1 | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| TOWD POINT MORTGAGE TRUST 2017-5 TPMT 2017-5 A1 | Long | ABS-mortgage backed security | US | $251K | – | 0.06 |
| TOWD POINT MORTGAGE TRUST 2017-6 TPMT 2017-6 A1 | Long | ABS-mortgage backed security | US | $103K | – | 0.03 |
| TOWD POINT MORTGAGE TRUST 2018-4 TPMT 2018-4 A1 | Long | ABS-mortgage backed security | US | $735K | – | 0.18 |
| TOWD POINT MORTGAGE TRUST 2019-HY2 TPMT 2019-HY2 M2 | Long | ABS-mortgage backed security | US | $3M | – | 0.74 |
| TOWD POINT MORTGAGE TRUST 2021-SJ2 TPMT 2021-SJ2 A1A | Long | ABS-mortgage backed security | US | $779K | – | 0.19 |
| TOWD POINT MORTGAGE TRUST 2024-1 TPMT 2024-1 A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| TOWD POINT MORTGAGE TRUST TPMT 2023-CES2 A1A | Long | ABS-mortgage backed security | US | $926K | – | 0.22 |
| TOYOTA LEASE OWNER TRUST 2023-B TLOT 2023-B A2A | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| TOYOTA LEASE OWNER TRUST 2024-A TLOT 2024-A A2A | Long | ABS-mortgage backed security | US | $115K | – | 0.03 |
| TRANSDIGM INC. 3/22/2030 | Long | Loan | US | $642K | – | 0.16 |
| TRANSDIGM INC. 8/24/2028 | Long | Loan | US | $317K | – | 0.08 |
| TRAVERSE MIDSTREAM PARTNERS LLC 2/16/2028 | Long | Loan | US | $772K | – | 0.19 |
| TREASURY BILL 0.000000% 04/17/2025 (United States of America) | Long | Debt | US | $454K | – | 0.11 |
| TREASURY BILL 0.000000% 06/04/2024 (United States of America) | Long | Debt | US | $900K | – | 0.22 |
| TREASURY BILL 0.000000% 06/25/2024 (United States of America) | Long | Debt | US | $997K | – | 0.24 |
| TREASURY BILL 0.000000% 07/02/2024 (United States of America) | Long | Debt | US | $448K | – | 0.11 |
| TREASURY BILL 0.000000% 07/09/2024 (United States of America) | Long | Debt | US | $472K | – | 0.11 |
| TREASURY BILL 0.000000% 07/30/2024 (United States of America) | Long | Debt | US | $446K | – | 0.11 |
| TREASURY BILL 0.000000% 09/10/2024 (United States of America) | Long | Debt | US | $862K | – | 0.21 |
| TREASURY BILL 0.000000% 09/26/2024 (United States of America) | Long | Debt | US | $442K | – | 0.11 |
| TRICOLOR AUTO SECURITIZATION TRUST 2023-1 TAST 2023-1A A | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| TRIDENT TPI HOLDINGS INC 144A 12.750000% 12/31/2028 (TRIDENT TPI HOLDINGS, INC.) | Long | Debt | US | $734K | – | 0.18 |
| TRIDENT TPI HOLDINGS, INC. 9/15/2028 | Long | Loan | US | $1M | – | 0.33 |
| TRIMARAN CAVU 2019-1 LTD CAVU 2019-1A D (TRIMARAN CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $602K | – | 0.15 |
| TRIPARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET | Long | Repurchase agreement | US | $3M | – | 0.80 |
| TRK 2021-INV1 TRUST TRK 2021-INV1 A1 (TRK TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| TRONOX INC 144A 4.625000% 03/15/2029 (TRONOX INCORPORATED) | Long | Debt | US | $544K | – | 0.13 |
| TUTOR PERINI 8/18/2027 | Long | Loan | US | $989K | – | 0.24 |
| UFC HOLDINGS, LLC 4/29/2026 | Long | Loan | US | $1M | – | 0.31 |
| United Talent 4/24 7/7/2028 | Long | Loan | US | $186K | – | 0.05 |
| UNITED TALENT AGENCY, LLC 7/7/2028 | Long | Loan | US | $888K | – | 0.22 |
| UNIVISION COMMUNICATIONS INC 144A 8.000000% 08/15/2028 (UNIVISION COMMUNICATIONS INC.) | Long | Debt | US | $295K | – | 0.07 |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-3M | – | -0.74 | |
| US 2YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-4M | – | -1.09 | |
| US FOODS, INC. 9/13/2026 | Long | Loan | US | $350K | – | 0.08 |
| USAA AUTO OWNER TRUST 2023-A USAOT 2023-A A2 | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| USI, INC. 11/22/2029 | Long | Loan | US | $250K | – | 0.06 |
| USI, INC. 9/27/2030 | Long | Loan | US | $488K | – | 0.12 |
| VANTAGE DATA CENTERS ISSUER LLC VDC 2019-1A A2 | Long | ABS-mortgage backed security | US | $127K | – | 0.03 |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2020-1 VCC 2020-1 AFX | Long | ABS-mortgage backed security | US | $496K | – | 0.12 |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-1 VCC 2021-1 A | Long | ABS-mortgage backed security | US | $520K | – | 0.13 |
| VENGA FINANCE S.A R.L. 6/28/2029 | Long | Loan | US | $240K | – | 0.06 |
| VERIFONE SYSTEMS INC. 8/20/2025 | Long | Loan | US | $546K | – | 0.13 |
| VERUS SECURITIZATION TRUST 2019-4 VERUS 2019-4 A1 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| VERUS SECURITIZATION TRUST 2019-INV3 VERUS 2019-INV3 A1 | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| VERUS SECURITIZATION TRUST 2020-4 VERUS 2020-4 A1 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| VERUS SECURITIZATION TRUST 2020-5 VERUS 2020-5 A3 | Long | ABS-mortgage backed security | US | $689K | – | 0.17 |
| VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1 | Long | ABS-mortgage backed security | US | $576K | – | 0.14 |
| VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A2 | Long | ABS-mortgage backed security | US | $117K | – | 0.03 |
| VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 A1 | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| VERUS SECURITIZATION TRUST 2021-4 VERUS 2021-4 A1 | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| VERUS SECURITIZATION TRUST 2021-4 VERUS 2021-4 A2 | Long | ABS-mortgage backed security | US | $489K | – | 0.12 |
| VERUS SECURITIZATION TRUST 2021-R1 VERUS 2021-R1 A1 | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| VERUS SECURITIZATION TRUST 2021-R2 VERUS 2021-R2 A1 | Long | ABS-mortgage backed security | US | $607K | – | 0.15 |
| VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1 | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2022-5 VERUS 2022-5 A1 | Long | ABS-mortgage backed security | US | $604K | – | 0.15 |
| VERUS SECURITIZATION TRUST 2023-3 VERUS 2023-3 A1 | Long | ABS-mortgage backed security | US | $797K | – | 0.19 |
| VERUS SECURITIZATION TRUST 2024-2 VERUS 2024-2 A3 | Long | ABS-mortgage backed security | US | $795K | – | 0.19 |
| VFI ABS 2023-1 LLC VFI 2023-1A A (VFI ABS LLC) | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| VIBRANT CLO VI LTD VIBR 2017-6A AR (VIBRANT CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2K | – | 0.00 |
| VICTORY BUYER LLC 11/19/2028 | Long | Loan | US | $663K | – | 0.16 |
| VIRGIN MEDIA BRISTOL LLC 1/31/2028 | Long | Loan | US | $628K | – | 0.15 |
| VIRGIN MEDIA BRISTOL LLC 3/31/2031 | Long | Loan | US | $338K | – | 0.08 |
| VISIO 2020-1 TRUST VISIO 2020-1 A3 (VISIO TRUST) | Long | ABS-mortgage backed security | US | $205K | – | 0.05 |
| VISIO 2020-1R TRUST VISIO 2020-1R A2 (VISIO TRUST) | Long | ABS-mortgage backed security | US | $263K | – | 0.06 |
| VISIO 2021-1R TRUST VISIO 2021-1R A1 (VISIO TRUST) | Long | ABS-mortgage backed security | US | $750K | – | 0.18 |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 VALET 2023-1 A3 | Long | ABS-mortgage backed security | US | $994K | – | 0.24 |
| VOYA CLO 2014-2 LTD VOYA 2014-2A A1RR | Long | ABS-collateralized bond/debt obligation | KY | $117K | – | 0.03 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR10 A7 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $409K | – | 0.10 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR7 A7 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $428K | – | 0.10 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR9 1A6 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $468K | – | 0.11 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR11 A (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $304K | – | 0.07 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR14 A1 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $701K | – | 0.17 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR2 A (WASHINGTON MUTUAL MSC MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR9 A7 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| WAND NEWCO 3 INC 1/30/2031 | Long | Loan | US | $874K | – | 0.21 |
| WAYSTAR TECHNOLOGIES, INC. 10/22/2029 | Long | Loan | US | $1M | – | 0.27 |
| WCG PURCHASER CORP. 1/8/2027 | Long | Loan | US | $1M | – | 0.29 |
| WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PL 3.750000% 09/17/2024 | Long | Debt | FR | $198K | – | 0.05 |
| WEC US HOLDINGS LTD. 1/27/2031 | Long | Loan | US | $1M | – | 0.25 |
| WELLS FARGO BANK NA 4.811000% 01/15/2026 (WELLS FARGO & COMPANY) | Long | Debt | US | $248K | – | 0.06 |
| WELLS FARGO BANK NA 5.550000% 08/01/2025 (WELLS FARGO BANK, NATIONAL ASSOCIATION) | Long | Debt | US | $250K | – | 0.06 |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2004-K TRUS WFMBS 2004-K 1A2 (WELLS FARGO MORTGAGE BACKED SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2004-U TRUS WFMBS 2004-U A1 (WELLS FARGO MORTGAGE BACKED SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $485K | – | 0.12 |
| WESTGATE RESORTS 2020-1 LLC WESTR 2020-1A A (WESTGATE RESORTS LLC) | Long | ABS-mortgage backed security | US | $120K | – | 0.03 |
| WESTGATE RESORTS 2023-1 LLC WESTR 2023-1A B (WESTGATE RESORTS LLC) | Long | ABS-mortgage backed security | US | $776K | – | 0.19 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-1 WLAKE 2021-1A D | Long | ABS-mortgage backed security | US | $173K | – | 0.04 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 WLAKE 2023-3A A2A | Long | ABS-mortgage backed security | US | $121K | – | 0.03 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1 WLAKE 2024-1A A2A | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST SERIES 2023- WLAKE 2023-P1 A2 | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| WESTLAKE FLOORING MASTER TRUST WFLOOR 2024-1A A | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-1A A (WHEELS FLEET LEASE FUNDING LLC) | Long | ABS-mortgage backed security | US | $217K | – | 0.05 |
| WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-2A A (WHEELS FLEET LEASE FUNDING LLC) | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| WILLIAM MORRIS ENDEAVOR ENTERTAINMENT, LLC 5/18/2025 | Long | Loan | US | $2M | – | 0.48 |
| WILLIAMS COS INC/THE 4.550000% 06/24/2024 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $175K | – | 0.04 |
| WILLIAMS COS INC/THE 5.400000% 03/02/2026 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $125K | – | 0.03 |
| WILSONART LLC 12/31/2026 | Long | Loan | US | $1M | – | 0.29 |
| WIN WASTE INNOVATIONS HOLDINGS INC. 3/24/2028 | Long | Loan | US | $608K | – | 0.15 |
| WINGSTOP FUNDING LLC WSTOP 2020-1A A2 | Long | ABS-mortgage backed security | US | $713K | – | 0.17 |
| WMRK COMMERCIAL MORTGAGE TRUST 2022-WMRK WMRK 2022-WMRK A | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2020-C WOART 2020-C A4 (WORLD OMNI AUTO RECEIVABLE TRUST) | Long | ABS-mortgage backed security | US | $134K | – | 0.03 |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2023-A A2A | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| WORLD OMNI SELECT AUTO TRUST 2023-A WOSAT 2023-A A2A | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| WRENCH 1/20 COV LITE 4/30/2026 | Long | Loan | US | $275K | – | 0.07 |
| ZAIS CLO 14 LTD ZAIS 2020-14A B1R2 (ZAIS CLO LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.24 |
| ZAYO GROUP HOLDINGS, INC. 3/9/2027 | Long | Loan | US | $1M | – | 0.31 |
| ZELIS COST MANAGEMENT BUYER, INC. 9/28/2029 | Long | Loan | US | $911K | – | 0.22 |
Address
SEI INSTITUTIONAL INVESTMENTS TRUST
ONE FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Websites
Directors
Christine Reynolds
James B. Taylor
James M. Williams
Nina Lesavoy
Robert A. Nesher
Susan C. Cote
Thomas Melendez
William M. Doran
Transfer Agents
SEI Institutional Transfer Agent, Inc.
Pricing Services
Bloomberg
IHS Markit
Intercontinental Exchange, Inc.
Pricing Direct
S&P
Thomson Reuters Corporation
Custodians
US BANK, N.A.
Shareholder Servicing Agents
SEI Investments Distribution Co.
SEI Private Trust Company
Admins
SEI INVESTMENTS GLOBAL FUNDS SERVICES
Brokers
N/A