DoubleLine Funds > DoubleLine Funds Trust
DoubleLine Core Fixed Income Fund
$6.94B
Avg Monthly Net Assets
$6.52B
Total Assets
$52.53M
Total Liabilities
$6.47B
Net Assets
DoubleLine Core Fixed Income Fund is a Mutual Fund in DoubleLine Funds Trust
from DoubleLine Funds,
based in Florida,
United States of America.
The fund has three share classes
and monthly net assets of $6.94B.
On August 29th, 2024 it reported 1,635 holdings, the largest
being DoubleLine Infrastructure Inco (4.7%), US TREASURY N/B (3.8%) and US TREASURY N/B (3.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000086128 | DBLFX | |
| Class N | C000086129 | DLFNX | |
| Class R6 | C000213585 | DDCFX |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC | Long | Loan | CA | $499K | – | 0.01 |
| 1375209 BC Ltd | Long | Debt | CA | $253K | – | 0.00 |
| AAdvantage Loyalty IP Ltd | Long | Loan | KY | $1M | – | 0.02 |
| AAR Escrow Issuer LLC | Long | Debt | US | $796K | – | 0.01 |
| Aaset 2021-2 Trust | Long | ABS-other | US | $2M | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $5M | – | 0.08 |
| AbbVie Inc | Long | Debt | US | $3M | – | 0.04 |
| ABG Intermediate Holdings 2 LLC (ABG INTERMEDIATE HLDGS 2) | Long | Loan | US | $301K | – | 0.00 |
| Academy Ltd | Long | Debt | US | $1M | – | 0.02 |
| Access CIG LLC | Long | Loan | US | $1M | – | 0.02 |
| Acrisure LLC | Long | Loan | US | $756K | – | 0.01 |
| Acrisure LLC | Long | Loan | US | $679K | – | 0.01 |
| Acrisure LLC | Long | Loan | US | $110K | – | 0.00 |
| Acu Petroleo Luxembourg Sarl | Long | Debt | BR | $2M | – | 0.02 |
| Acuris Finance US Inc | Long | Loan | US | $1M | – | 0.02 |
| Acuris Finance US Inc / Acuris Finance SARL (ACURIS FIN US/ACURIS FIN) | Long | Debt | US | $1M | – | 0.02 |
| Acushnet Co | Long | Debt | US | $643K | – | 0.01 |
| Adani Electricity Mumbai Ltd | Long | Debt | IN | $1M | – | 0.02 |
| Adani Electricity Mumbai Ltd | Long | Debt | IN | $246K | – | 0.00 |
| Adani International Container Terminal Pvt Ltd | Long | Debt | IN | $2M | – | 0.04 |
| Adani International Container Terminal Pvt Ltd | Long | Debt | IN | $1M | – | 0.02 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $2M | – | 0.02 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $2M | – | 0.02 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $926K | – | 0.01 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $559K | – | 0.01 |
| Adani Transmission Step-One Ltd (ADANI TRANS STEP-ONE LTD) | Long | Debt | IN | $2M | – | 0.03 |
| Adani Transmission Step-One Ltd (ADANI TRANS STEP-ONE LTD) | Long | Debt | IN | $1M | – | 0.02 |
| AdaptHealth LLC | Long | Debt | US | $574K | – | 0.01 |
| Adaro Indonesia PT (PT ADARO INDONESIA) | Long | Debt | ID | $1M | – | 0.02 |
| Adjustable Rate Mortgage Trust 2007-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Adjustable Rate Mortgage Trust 2007-3 | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| ADMI Corp | Long | Loan | US | $749K | – | 0.01 |
| ADMI Corp | Long | Loan | US | $541K | – | 0.01 |
| Advanced Drainage Systems Inc | Long | Debt | US | $2M | – | 0.02 |
| Advanced Drainage Systems Inc | Long | Debt | US | $1M | – | 0.02 |
| AEP Texas Inc | Long | Debt | US | $3M | – | 0.05 |
| AEP Transmission Co LLC | Long | Debt | US | $844K | – | 0.01 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $3M | – | 0.05 |
| Aeropuertos Dominicanos Siglo XXI SA | Long | Debt | DO | $203K | – | 0.00 |
| AES Espana BV | Long | Debt | DO | $2M | – | 0.04 |
| Aethon United BR LP / Aethon United Finance Corp (AETHON UN/AETHIN UN FIN) | Long | Debt | US | $774K | – | 0.01 |
| AGCO Corp | Long | Debt | US | $2M | – | 0.03 |
| Agree LP | Long | Debt | US | $2M | – | 0.03 |
| Agrosuper SA | Long | Debt | CL | $2M | – | 0.03 |
| AI Aqua Merger Sub Inc | Long | Loan | US | $2M | – | 0.02 |
| AI Candelaria Spain SA (AI CANDELARIA SPAIN SLU) | Long | Debt | CO | $3M | – | 0.04 |
| AI Candelaria Spain SA (AI CANDELARIA SPAIN SLU) | Long | Debt | CO | $1M | – | 0.02 |
| AI Candelaria Spain SA (AI CANDELARIA SPAIN SLU) | Long | Debt | CO | $942K | – | 0.01 |
| AIB Group PLC | Long | Debt | IE | $6M | – | 0.10 |
| AIMCO CLO Series 2018-A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Air Canada | Long | Loan | CA | $436K | – | 0.01 |
| Air Lease Corp | Long | Debt | US | $4M | – | 0.05 |
| Air Lease Corp | Long | Debt | US | $3M | – | 0.05 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $3M | – | 0.05 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $866K | – | 0.01 |
| AlixPartners LLP | Long | Loan | US | $1M | – | 0.02 |
| Allegion US Holding Co Inc | Long | Debt | US | $4M | – | 0.06 |
| Alliant Holdings Intermediate LLC | Long | Loan | US | $1M | – | 0.02 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $1M | – | 0.02 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $526K | – | 0.01 |
| Allied Universal Holdco LLC | Long | Loan | US | $2M | – | 0.03 |
| Allied Universal Holdco LLC | Long | Debt | US | $1M | – | 0.02 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $539K | – | 0.01 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $459K | – | 0.01 |
| Allspring Buyer LLC | Long | Loan | US | $1M | – | 0.02 |
| AlphaFlow Transitional Mortgage Trust 2021-WL1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Alternative Loan Trust 2005-20CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Alternative Loan Trust 2005-28CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Alternative Loan Trust 2005-37T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| Alternative Loan Trust 2005-46CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| Alternative Loan Trust 2005-49CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Alternative Loan Trust 2005-J10 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Alternative Loan Trust 2006-26CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| Alternative Loan Trust 2006-42 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Alternative Loan Trust 2007-12T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Alternative Loan Trust 2007-12T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $427K | – | 0.01 |
| Alternative Loan Trust 2007-16CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $363K | – | 0.01 |
| Alternative Loan Trust 2007-16CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $348K | – | 0.01 |
| Alternative Loan Trust 2007-17CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Alternative Loan Trust 2007-18CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| Alternative Loan Trust 2007-23CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $506K | – | 0.01 |
| Alternative Loan Trust 2007-23CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Alternative Loan Trust 2007-4CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Alternative Loan Trust 2007-8CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Alternative Loan Trust 2007-OA8 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Alterra Mountain Co (ALTERRA MOUNTAIN COMPANY) | Long | Loan | US | $1M | – | 0.02 |
| Alterra Mountain Co (ALTERRA MOUNTAIN COMPANY) | Long | Loan | US | $529K | – | 0.01 |
| Altice Financing SA | Long | Debt | LU | $609K | – | 0.01 |
| Altice France Holding SA | Long | Debt | LU | $263K | – | 0.00 |
| Altice France SA | Long | Debt | FR | $1M | – | 0.02 |
| Altice France SA | Long | Loan | FR | $728K | – | 0.01 |
| AMC Entertainment Holdings Inc (AMC ENTERTAINMENT HLDGS) | Long | Debt | US | $241K | – | 0.00 |
| American Airlines Inc | Long | Debt | US | $1M | – | 0.02 |
| American Airlines Inc | Long | Loan | US | $1M | – | 0.02 |
| American Axle & Manufacturing Inc (AMERICAN AXLE & MFG INC) | Long | Debt | US | $551K | – | 0.01 |
| American Express Co | Long | Debt | US | $8M | – | 0.13 |
| American Homes 4 Rent LP | Long | Debt | US | $7M | – | 0.11 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.04 |
| Amgen Inc | Long | Debt | US | $4M | – | 0.06 |
| AMSR 2019-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $3M | – | 0.05 |
| AMSR 2021-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $9M | – | 0.13 |
| AMSR 2021-SFR2 Trust (AMSR Trust) | Long | ABS-other | US | $4M | – | 0.06 |
| AMSR 2021-SFR2 Trust (AMSR Trust) | Long | ABS-other | US | $3M | – | 0.04 |
| AMSR 2021-SFR2 Trust (AMSR Trust) | Long | ABS-other | US | $2M | – | 0.04 |
| AMSR 2021-SFR2 Trust (AMSR Trust) | Long | ABS-other | US | $2M | – | 0.03 |
| AMSR 2023-SFR2 Trust (AMSR Trust) | Long | ABS-other | US | $8M | – | 0.13 |
| AmWINS Group Inc | Long | Debt | US | $969K | – | 0.01 |
| AmWINS Group Inc | Long | Loan | US | $220K | – | 0.00 |
| Anchorage Capital CLO 19 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| AngloGold Ashanti Holdings PLC (ANGLOGOLD HOLDINGS PLC) | Long | Debt | ZA | $175K | – | 0.00 |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp (ANYWHERE RE GRP/REALOGY) | Long | Debt | US | $433K | – | 0.01 |
| APi Group DE Inc | Long | Loan | US | $82K | – | 0.00 |
| Apidos CLO XII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Apple Bidco LLC | Long | Loan | US | $930K | – | 0.01 |
| Applied Systems Inc | Long | Loan | US | $454K | – | 0.01 |
| Applied Systems Inc | Long | Loan | US | $342K | – | 0.01 |
| Apro LLC | Long | Loan | US | $836K | – | 0.01 |
| APX Group Inc | Long | Loan | US | $1M | – | 0.02 |
| APX Group Inc | Long | Loan | US | $4K | – | 0.00 |
| Arbor Multifamily Mortgage Securities Trust 2021-MF2 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| ArcelorMittal SA | Long | Debt | LU | $3M | – | 0.04 |
| ARD Finance SA | Long | Debt | LU | $87K | – | 0.00 |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | US | $427K | – | 0.01 |
| Ardonagh Finco Ltd | Long | Debt | GB | $1M | – | 0.02 |
| AREIT 2024-CRE9 Ltd (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.06 |
| Ares Capital Corp | Long | Debt | US | $4M | – | 0.07 |
| Argent Securities Trust 2006-M1 (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Argent Securities Trust 2006-M1 (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Arizona Public Service Co | Long | Debt | US | $5M | – | 0.08 |
| Arrow Electronics Inc | Long | Debt | US | $4M | – | 0.06 |
| Arsenal AIC Parent LLC | Long | Debt | US | $394K | – | 0.01 |
| Artera Services LLC | Long | Loan | US | $921K | – | 0.01 |
| Artera Services LLC | Long | Debt | US | $598K | – | 0.01 |
| Ascend Learning LLC | Long | Loan | US | $599K | – | 0.01 |
| Ascend Learning LLC | Long | Loan | US | $580K | – | 0.01 |
| Ascend Learning LLC | Long | Loan | US | $351K | – | 0.01 |
| Ashton Woods USA LLC / Ashton Woods Finance Co (ASHTON WOODS USA/FINANCE) | Long | Debt | US | $756K | – | 0.01 |
| ASP LS Acquisition Corp | Long | Loan | US | $214K | – | 0.00 |
| AssuredPartners Inc | Long | Loan | US | $1M | – | 0.02 |
| AssuredPartners Inc | Long | Debt | US | $950K | – | 0.01 |
| Astra Acquisition Corp (ASTRA ACQUISTION CORP) | Long | Loan | US | $184K | – | 0.00 |
| Asurion LLC | Long | Loan | US | $1M | – | 0.02 |
| Asurion LLC | Long | Loan | US | $547K | – | 0.01 |
| Asurion LLC | Long | Loan | US | $449K | – | 0.01 |
| Asurion LLC | Long | Loan | US | $276K | – | 0.00 |
| Asurion LLC | Long | Loan | US | $123K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $10M | – | 0.15 |
| AthenaHealth Group Inc | Long | Loan | US | $2M | – | 0.02 |
| AthenaHealth Group Inc | Long | Debt | US | $935K | – | 0.01 |
| Athene Global Funding | Long | Debt | US | $5M | – | 0.08 |
| Athene Holding Ltd | Long | Debt | US | $5M | – | 0.08 |
| Atlassian Corp (ATLASSIAN CORPORATION) | Long | Debt | US | $4M | – | 0.06 |
| Australia & New Zealand Banking Group Ltd (AUST & NZ BANKING GROUP) | Long | Debt | AU | $5M | – | 0.08 |
| AutoZone Inc | Long | Debt | US | $2M | – | 0.03 |
| Avation Capital SA | Long | Debt | SG | $996K | – | 0.02 |
| Avation PLC | Derivative-equity | SG | $11K | 31K | 0.00 | |
| Aveanna Healthcare LLC | Long | Loan | US | $720K | – | 0.01 |
| Aveanna Healthcare LLC | Long | Loan | US | $356K | – | 0.01 |
| Aventiv Technologies LLC | Long | Loan | US | $226K | – | 0.00 |
| Aventiv Technologies LLC | Long | Loan | US | $16K | – | 0.00 |
| Aventiv Technologies LLC | Long | Loan | US | $2K | – | 0.00 |
| Aviation Capital Group LLC | Long | Debt | US | $7M | – | 0.11 |
| Aviation Capital Group LLC | Long | Debt | US | $4M | – | 0.06 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | IE | $5M | – | 0.08 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | IE | $4M | – | 0.07 |
| Bain Capital Credit CLO 2017-2 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | US | $500K | – | 0.01 |
| Bally's Corp | Long | Loan | US | $813K | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust 2016-ISQ (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Banc of America Commercial Mortgage Trust 2015-UBS7 | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Banc of America Funding 2005-G Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Banc of America Funding 2006-2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Banc of America Funding 2006-6 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Banco Davivienda SA | Long | Debt | CO | $2M | – | 0.03 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $3M | – | 0.05 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $2M | – | 0.04 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $482K | – | 0.01 |
| Banco del Estado de Chile (BANCO DEL ESTADO -CHILE) | Long | Debt | CL | $517K | – | 0.01 |
| Banco do Brasil SA/Cayman (BANCO DO BRASIL (CAYMAN)) | Long | Debt | BR | $4M | – | 0.06 |
| Banco do Estado do Rio Grande do Sul SA (BANCO EST RIO GRANDE SUL) | Long | Debt | BR | $1M | – | 0.02 |
| Banco Industrial SA/Guatemala | Long | Debt | GT | $2M | – | 0.03 |
| Banco Internacional del Peru SAA Interbank (BANCO INTERNAC DEL PERU) | Long | Debt | PE | $4M | – | 0.07 |
| Banco Mercantil del Norte SA/Grand Cayman (BANCO MERCANTIL DE NORTE) | Long | Debt | MX | $4M | – | 0.06 |
| Banco Mercantil del Norte SA/Grand Cayman (BANCO MERCANTIL DE NORTE) | Long | Debt | MX | $2M | – | 0.04 |
| Banco Mercantil del Norte SA/Grand Cayman (BANCO MERCANTIL DE NORTE) | Long | Debt | MX | $291K | – | 0.00 |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands (BANCO NACIONAL COM EXT) | Long | Debt | MX | $4M | – | 0.06 |
| Bancolombia SA | Long | Debt | CO | $4M | – | 0.07 |
| Bancolombia SA | Long | Debt | CO | $920K | – | 0.01 |
| BANK 2017-BNK8 | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| BANK 2020-BNK28 | Long | ABS-mortgage backed security | US | $815K | – | 0.01 |
| BANK 2021-BNK32 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BANK 2021-BNK35 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| BANK 2021-BNK37 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BANK 2022-BNK39 | Long | ABS-mortgage backed security | US | $9M | – | 0.14 |
| BANK 2022-BNK39 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Bank Negara Indonesia Persero Tbk PT | Long | Debt | ID | $2M | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $9M | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.05 |
| Bank of Montreal | Long | Debt | CA | $7M | – | 0.11 |
| BANK5 2024-5YR7 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Barings CLO Ltd 2018-I (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| BAT Capital Corp | Long | Debt | GB | $3M | – | 0.05 |
| Bausch + Lomb Corp | Long | Loan | CA | $2M | – | 0.02 |
| Bausch + Lomb Corp | Long | Debt | US | $2M | – | 0.02 |
| Bausch + Lomb Corp | Long | Loan | CA | $557K | – | 0.01 |
| Bausch Health Americas Inc | Long | Debt | US | $338K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | US | $810K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | US | $141K | – | 0.00 |
| Bausch Health Cos Inc | Long | Debt | US | $72K | – | 0.00 |
| BBCMS Mortgage Trust 2021-C12 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| BBCMS Mortgage Trust 2022-C14 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| BBCMS Mortgage Trust 2022-C16 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| BBCMS Mortgage Trust 2024-5C27 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $3M | – | 0.05 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $2M | – | 0.03 |
| BCP Renaissance Parent LLC | Long | Loan | US | $1M | – | 0.02 |
| BCPE Empire Holdings Inc | Long | Loan | US | $2M | – | 0.03 |
| BCPE Empire Holdings Inc | Long | Debt | US | $1M | – | 0.02 |
| Beacon Roofing Supply Inc | Long | Debt | US | $1M | – | 0.02 |
| Bear Stearns Asset Backed Securities Trust 2007-SD1 | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Benchmark 2020-B18 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Benchmark 2020-B19 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Benchmark 2020-B19 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $768K | – | 0.01 |
| Benchmark 2021-B28 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| Benchmark 2022-B32 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.13 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $3M | – | 0.05 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $2M | – | 0.03 |
| Berry Global Inc | Long | Debt | US | $3M | – | 0.04 |
| Berry Global Inc | Long | Debt | US | $2M | – | 0.03 |
| Bioceanico Sovereign Certificate Ltd | Long | Debt | PY | $2M | – | 0.03 |
| Black Hills Corp | Long | Debt | US | $3M | – | 0.05 |
| BlackRock Funding Inc | Long | Debt | US | $3M | – | 0.05 |
| BlackRock Inc | Long | Debt | US | $8M | – | 0.13 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $628K | – | 0.01 |
| BlueMountain CLO 2015-3 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.06 |
| BlueMountain CLO 2016-3 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| BlueMountain Fuji US Clo II Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| BMO 2024-5C3 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $669K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $3M | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $988K | – | 0.02 |
| Bombardier Inc | Long | Debt | CA | $1M | – | 0.02 |
| Bombardier Inc | Long | Debt | CA | $259K | – | 0.00 |
| Boost Newco Borrower LLC | Long | Loan | US | $1M | – | 0.02 |
| Boost Newco Borrower LLC | Long | Debt | US | $417K | – | 0.01 |
| Boxer Parent Co Inc | Long | Loan | US | $2M | – | 0.03 |
| Boxer Parent Co Inc | Long | Debt | US | $125K | – | 0.00 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $5M | – | 0.08 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $4M | – | 0.07 |
| Brand Industrial Services Inc | Long | Loan | US | $916K | – | 0.01 |
| Brand Industrial Services Inc | Long | Debt | US | $801K | – | 0.01 |
| Braskem Idesa SAPI | Long | Debt | MX | $1M | – | 0.02 |
| Braskem Netherlands Finance BV | Long | Debt | BR | $3M | – | 0.04 |
| Braskem Netherlands Finance BV | Long | Debt | BR | $283K | – | 0.00 |
| Brazos Delaware II LLC | Long | Loan | US | $116K | – | 0.00 |
| Brighthouse Financial Global Funding (BRIGHTHSE FIN GLBL FUND) | Long | Debt | US | $2M | – | 0.04 |
| Bristol-Myers Squibb Co | Long | Debt | US | $7M | – | 0.11 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2M | – | 0.03 |
| Broadcom Inc | Long | Debt | US | $7M | – | 0.11 |
| Broadcom Inc | Long | Debt | US | $5M | – | 0.08 |
| BroadStreet Partners Inc | Long | Loan | US | $619K | – | 0.01 |
| Brown & Brown Inc | Long | Debt | US | $5M | – | 0.08 |
| Brown Group Holding LLC | Long | Loan | US | $1M | – | 0.02 |
| BSPRT 2023-FL10 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.09 |
| Buckeye Partners LP | Long | Debt | US | $2M | – | 0.03 |
| Buckeye Partners LP | Long | Loan | US | $416K | – | 0.01 |
| Buckhorn Park CLO Ltd (Buckhorn Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy (BUFFALO ENERGY MX HLDGS) | Long | Debt | MX | $1M | – | 0.02 |
| Builders FirstSource Inc | Long | Debt | US | $2M | – | 0.02 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $3M | – | 0.05 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $10M | – | 0.15 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $1M | – | 0.02 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Loan | US | $327K | – | 0.01 |
| CAFL 2021-RTL1 Issuer LLC (CoreVest American Finance Ltd) | Long | ABS-mortgage backed security | US | $8M | – | 0.12 |
| CaixaBank SA | Long | Debt | ES | $5M | – | 0.07 |
| Calpine Corp | Long | Debt | US | $846K | – | 0.01 |
| Calpine Corp | Long | Debt | US | $557K | – | 0.01 |
| Calpine Corp | Long | Debt | US | $534K | – | 0.01 |
| Camelot US Acquisition LLC | Long | Loan | US | $989K | – | 0.02 |
| Camelot US Acquisition LLC | Long | Loan | US | $230K | – | 0.00 |
| Camelot US Acquisition LLC | Long | Loan | US | $20K | – | 0.00 |
| Campbell Soup Co | Long | Debt | US | $2M | – | 0.04 |
| Canacol Energy Ltd | Long | Debt | CO | $1M | – | 0.02 |
| Canyon Capital CLO 2012-1 R Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.04 |
| Canyon Capital CLO 2014-1 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.04 |
| Canyon Capital CLO 2016-1 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| Canyon Capital CLO 2021-2 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.04 |
| Canyon CLO 2021-3 Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| CAP SA | Long | Debt | CL | $2M | – | 0.04 |
| CAP SA | Long | Debt | CL | $2M | – | 0.03 |
| Carbon Level Mitigation Trust Series 2021-5 | Long | ABS-other | US | $12M | – | 0.18 |
| Carlyle Global Market Strategies CLO 2016-3 Ltd | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| Carlyle US CLO 2021-9 Ltd (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.14 |
| Carnival Corp | Long | Debt | US | $2M | – | 0.03 |
| Carnival Corp | Long | Loan | PA | $1M | – | 0.02 |
| Carnival Corp | Long | Debt | US | $861K | – | 0.01 |
| Carnival Corp | Long | Loan | PA | $234K | – | 0.00 |
| Carrington Mortgage Loan Trust Series 2006-NC5 | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Castle US Holding Corp | Long | Loan | US | $208K | – | 0.00 |
| Castle US Holding Corp | Long | Debt | US | $107K | – | 0.00 |
| Castlelake Aircraft Structured Trust 2021-1 (Castlelake Aircraft Securitiza) | Long | ABS-other | US | $5M | – | 0.07 |
| Castlelake Aviation One DAC | Long | Loan | IE | $1M | – | 0.02 |
| Castlelake Aviation One DAC | Long | Loan | IE | $664.18 | – | 0.00 |
| Catalent Pharma Solutions Inc | Long | Loan | US | $3M | – | 0.04 |
| Catalent Pharma Solutions Inc | Long | Debt | US | $292K | – | 0.00 |
| Cathedral Lake VIII Ltd (Cathedral Lake LTD) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.09 |
| Cathedral Lake VIII Ltd (Cathedral Lake LTD) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| CCL Industries Inc | Long | Debt | CA | $4M | – | 0.05 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $2M | – | 0.03 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $1M | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $984K | – | 0.02 |
| Cedar Fair LP | Long | Debt | US | $638K | – | 0.01 |
| Cedar Fair LP | Long | Loan | US | $355K | – | 0.01 |
| Cemex SAB de CV | Long | Debt | MX | $5M | – | 0.07 |
| Cengage Learning Inc | Long | Loan | US | $547K | – | 0.01 |
| Centene Corp | Long | Debt | US | $7M | – | 0.11 |
| Central Parent Inc | Long | Loan | US | $3M | – | 0.04 |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc (CNT PRNT/CDK GLO II/FIN) | Long | Debt | US | $925K | – | 0.01 |
| CF Industries Inc | Long | Debt | US | $5M | – | 0.08 |
| CFCRE Commercial Mortgage Trust 2016-C6 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CFCRE Commercial Mortgage Trust 2017-C8 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Chariot Buyer LLC, Senior Secured First Lien Term Loan | Long | Loan | US | $442K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.03 |
| Charter Next Generation Inc | Long | Loan | US | $569K | – | 0.01 |
| Chase Mortgage Finance Trust Series 2007-S3 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $7.86 | – | 0.00 |
| Cheniere Energy Inc | Long | Debt | US | $5M | – | 0.08 |
| CHG PPC Parent LLC | Long | Loan | US | $1M | – | 0.02 |
| Chile Electricity PEC SpA (CHILE ELEC PEC SPA) | Long | Debt | CL | $4M | – | 0.06 |
| CHL Mortgage Pass-Through Trust 2005-28 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-10 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-15 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-3 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| Chord Energy Corp | Long | Debt | US | $1M | – | 0.02 |
| CHS/Community Health Systems Inc | Long | Debt | US | $711K | – | 0.01 |
| CHS/Community Health Systems Inc | Long | Debt | US | $614K | – | 0.01 |
| CHS/Community Health Systems Inc | Long | Debt | US | $234K | – | 0.00 |
| Cia de Minas Buenaventura SAA | Long | Debt | PE | $3M | – | 0.05 |
| CIM Trust 2020-R2 | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Citicorp Mortgage Securities Inc (Citicorp Mortgage Securities,) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2016-P3 | Long | ABS-mortgage backed security | US | $601K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2016-P4 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2016-P5 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Citigroup Commercial Mortgage Trust 2019-GC41 | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Citigroup Commercial Mortgage Trust 2020-555 | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| Citigroup Commercial Mortgage Trust 2022-GC48 | Long | ABS-mortgage backed security | US | $10M | – | 0.15 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.03 |
| Citigroup Mortgage Loan Trust 2007-OPX1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Citigroup Mortgage Loan Trust 2019-A | Long | ABS-mortgage backed security | US | $20M | – | 0.31 |
| Citigroup Mortgage Loan Trust 2021-RP2 | Long | ABS-mortgage backed security | US | $37M | – | 0.57 |
| Citigroup Mortgage Loan Trust 2021-RP2 | Long | ABS-mortgage backed security | US | $11M | – | 0.17 |
| Citigroup Mortgage Loan Trust 2021-RP2 | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Citigroup Mortgage Loan Trust 2021-RP2 | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Citigroup Mortgage Loan Trust 2021-RP2 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| CitiMortgage Alternative Loan Trust Series 2006-A2 | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2006-A5 | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2007-A1 | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2007-A2 | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| CitiMortgage Alternative Loan Trust Series 2007-A5 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Citizens Financial Group Inc | Long | Debt | US | $2M | – | 0.02 |
| Civitas Resources Inc | Long | Debt | US | $808K | – | 0.01 |
| Clarios Global LP | Long | Loan | CA | $2M | – | 0.02 |
| Clarios Global LP / Clarios US Finance Co (CLARIOS GLOBAL LP/US FIN) | Long | Debt | US | $1M | – | 0.02 |
| Clarivate Science Holdings Corp (CLARIV SCI HLD CORP) | Long | Debt | US | $525K | – | 0.01 |
| Clear Channel Outdoor Holdings Inc | Long | Debt | US | $430K | – | 0.01 |
| Clear Channel Outdoor Holdings Inc | Long | Debt | US | $389K | – | 0.01 |
| Clearway Energy Operating LLC (CLEARWAY ENERGY OP LLC) | Long | Debt | US | $626K | – | 0.01 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $750K | – | 0.01 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $500K | – | 0.01 |
| ClubCorp Holdings Inc | Long | Loan | US | $792K | – | 0.01 |
| ClubCorp Holdings Inc | Long | Loan | US | $32K | – | 0.00 |
| Clydesdale Acquisition Holdings Inc | Long | Loan | US | $1M | – | 0.02 |
| CMG Media Corp (TERRIER MEDIA BUYER INC) | Long | Loan | US | $226K | – | 0.00 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $3M | – | 0.04 |
| CNT Holdings I Corp | Long | Loan | US | $175K | – | 0.00 |
| CNX Midstream Partners LP (CNX MIDSTREAM PART LP) | Long | Debt | US | $1M | – | 0.02 |
| CNX Resources Corp | Long | Debt | US | $783K | – | 0.01 |
| Coherent Corp | Long | Debt | US | $535K | – | 0.01 |
| Coherent Corp | Long | Loan | US | $172K | – | 0.00 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $6M | – | 0.10 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $755K | – | 0.01 |
| Columbia Cent CLO 27 Ltd (Cent CLO LP) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.14 |
| Columbus McKinnon Corp/NY | Long | Loan | US | $122K | – | 0.00 |
| Cometa Energia SA de CV | Long | Debt | MX | $607K | – | 0.01 |
| Comision Federal de Electricidad | Long | Debt | MX | $195K | – | 0.00 |
| Comision Federal de Electricidad | Long | Debt | MX | $165K | – | 0.00 |
| COMM 2014-CCRE16 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| COMM 2015-CCRE25 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| COMM 2015-CCRE26 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| COMM 2015-LC21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| COMM 2016-DC2 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $419K | – | 0.01 |
| Commonwealth Bank of Australia (COMMONWEALTH BANK AUST) | Long | Debt | AU | $4M | – | 0.06 |
| CommScope Inc | Long | Debt | US | $257K | – | 0.00 |
| CommScope Inc | Long | Loan | US | $232K | – | 0.00 |
| CommScope Technologies LLC (COMMSCOPE TECH LLC) | Long | Debt | US | $166K | – | 0.00 |
| Compass Datacenters Issuer II LLC (Compass Datacenters Issuer II,) | Long | ABS-other | US | $7M | – | 0.11 |
| Compass Power Generation LLC | Long | Loan | US | $1M | – | 0.02 |
| Concentra Health Services Inc | Long | Loan | US | $492K | – | 0.01 |
| Connect Finco SARL | Long | Loan | LU | $230K | – | 0.00 |
| Connecticut Avenue Securities Trust 2024-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| Conservice Midco LLC | Long | Loan | US | $992K | – | 0.02 |
| Consolidated Communications Inc | Long | Debt | US | $617K | – | 0.01 |
| Constant Contact Inc | Long | Loan | US | $958K | – | 0.01 |
| Cook Park CLO Ltd (Cook Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $3M | – | 0.05 |
| CoreLogic Inc | Long | Loan | US | $342K | – | 0.01 |
| Corevest American Finance 2020-4 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $784K | – | 0.01 |
| Cornerstone Building Brands Inc | Long | Debt | US | $629K | – | 0.01 |
| Cornerstone Building Brands Inc | Long | Loan | US | $547K | – | 0.01 |
| Cornerstone Building Brands Inc | Long | Loan | US | $124K | – | 0.00 |
| Cornerstone OnDemand Inc | Long | Loan | US | $674K | – | 0.01 |
| Cosan Overseas Ltd | Long | Debt | BR | $3M | – | 0.05 |
| Cotiviti Inc | Long | Loan | US | $1M | – | 0.02 |
| Coty Inc | Long | Debt | US | $1M | – | 0.02 |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC (COTY/HFC PRESTIGE/INT US) | Long | Debt | US | $1M | – | 0.02 |
| Cougar JV Subsidiary LLC | Long | Debt | US | $662K | – | 0.01 |
| CPI Holdco B LLC | Long | Loan | US | $330K | – | 0.01 |
| CQP Holdco LP / BIP-V Chinook Holdco LLC (CQP HOLDCO LP/BIP-V CHIN) | Long | Debt | US | $3M | – | 0.05 |
| CQP Holdco LP, Senior Secured First Lien Term Loan | Long | Loan | US | $974K | – | 0.02 |
| Credit Agricole SA | Long | Debt | FR | $5M | – | 0.08 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $426K | – | 0.01 |
| Credit Suisse Mortgage Capital Certificates (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Credito Real SAB de CV SOFOM ER | Long | Debt | MX | $14K | – | 0.00 |
| Crosby US Acquisition Corp | Long | Loan | US | $311K | – | 0.00 |
| Cross Financial Corp | Long | Loan | US | $726K | – | 0.01 |
| Crown Castle Inc | Long | Debt | US | $10M | – | 0.15 |
| CSAIL 2016-C6 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $791K | – | 0.01 |
| CSAIL 2018-C14 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| CSAIL 2018-CX12 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $366K | – | 0.01 |
| CSAIL 2019-C16 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| CSAIL 2020-C19 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| CSC Holdings LLC | Long | Debt | US | $866K | – | 0.01 |
| CSC Holdings LLC | Long | Loan | US | $806K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $497K | – | 0.01 |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10 (Credit Suisse First Boston Mor) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| CSMC 2020-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $22M | – | 0.34 |
| CSMC 2020-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| CSMC 2021-B33 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| CSMC 2021-B33 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| CSMC 2021-JR1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CSMC Mortgage-Backed Trust 2007-1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| CSMC Mortgage-Backed Trust 2007-2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CSMC Mortgage-Backed Trust Series 2006-4 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $836K | – | 0.01 |
| CSMC Mortgage-Backed Trust Series 2006-4 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| CSMC Series 2010-4R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $527K | – | 0.01 |
| CSN Resources SA | Long | Debt | BR | $2M | – | 0.03 |
| CSX Corp | Long | Debt | US | $10M | – | 0.15 |
| CT Trust | Long | Debt | GT | $3M | – | 0.04 |
| Cummins Inc | Long | Debt | US | $2M | – | 0.04 |
| Curium Bidco Sarl | Long | Loan | LU | $498K | – | 0.01 |
| Curium Bidco Sarl | Long | Loan | LU | $329K | – | 0.01 |
| Curium Bidco Sarl | Long | Loan | LU | $146K | – | 0.00 |
| CVR Partners LP / CVR Nitrogen Finance Corp (CVR PARTNERS/CVR NITROGE) | Long | Debt | US | $654K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $7M | – | 0.11 |
| CVS Health Corp | Long | Debt | US | $5M | – | 0.08 |
| Cyxtera DC Holdings Inc | Long | Loan | US | $9K | – | 0.00 |
| Dana Inc | Long | Debt | US | $937K | – | 0.01 |
| Dana Inc | Long | Debt | US | $401K | – | 0.01 |
| Dana Inc | Long | Debt | US | $249K | – | 0.00 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $804K | – | 0.01 |
| DBS Group Holdings Ltd | Long | Debt | SG | $3M | – | 0.04 |
| Dcert Buyer Inc | Long | Loan | US | $957K | – | 0.01 |
| Dcert Buyer Inc | Long | Loan | US | $228K | – | 0.00 |
| Dealer Tire LLC / DT Issuer LLC (DEALER TIRE LLC/DT ISSR) | Long | Debt | US | $780K | – | 0.01 |
| Deerfield Dakota Holding LLC | Long | Loan | US | $1M | – | 0.02 |
| Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-AR2 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA1 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1 (Deutsche Mortgage Securities,) | Long | ABS-mortgage backed security | US | $537K | – | 0.01 |
| Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1 (Deutsche Mortgage Securities,) | Long | ABS-mortgage backed security | US | $322K | – | 0.00 |
| Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1 (Deutsche Mortgage Securities,) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Dexko Global Inc | Long | Loan | US | $470K | – | 0.01 |
| DG Investment Intermediate Holdings 2 Inc | Long | Loan | US | $1M | – | 0.02 |
| DG Investment Intermediate Holdings 2 Inc | Long | Loan | US | $246K | – | 0.00 |
| Diamond Infrastructure Funding LLC | Long | ABS-other | US | $3M | – | 0.04 |
| Digicel Group Holdings Ltd | Long | Debt | JM | $144K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | JM | $49K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | JM | $42K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | JM | $16K | – | 0.00 |
| Digital Realty Trust LP | Long | Debt | US | $3M | – | 0.04 |
| Directv Financing LLC | Long | Loan | US | $577K | – | 0.01 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc (DIRECTV FIN LLC/COINC) | Long | Debt | US | $1M | – | 0.02 |
| DISH DBS Corp | Long | Debt | US | $886K | – | 0.01 |
| DISH DBS Corp | Long | Debt | US | $262K | – | 0.00 |
| Dollar General Corp | Long | Debt | US | $2M | – | 0.03 |
| Dollar Tree Inc | Long | Debt | US | $8M | – | 0.13 |
| DOLP Trust 2021-NYC | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Dornoch Debt Merger Sub Inc | Long | Debt | US | $771K | – | 0.01 |
| DoubleLine Global Bond Fund | Long | Equity-common | US | $107M | 13M | 1.65 |
| DoubleLine Infrastructure Income Fund | Long | Equity-common | US | $303M | 33M | 4.69 |
| DoubleLine Long Duration Total Return Bond Fund | Long | Equity-common | US | $32M | 5M | 0.50 |
| Dryden 40 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| Dryden 43 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Dryden 57 Clo Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| DTE Energy Co | Long | Debt | US | $8M | – | 0.12 |
| DTE Energy Co | Long | Debt | US | $4M | – | 0.06 |
| Duke Energy Corp | Long | Debt | US | $5M | – | 0.08 |
| Duke Energy Corp | Long | Debt | US | $5M | – | 0.07 |
| Duke Energy Corp | Long | Debt | US | $1M | – | 0.02 |
| Dun & Bradstreet Corp/The | Long | Debt | US | $1M | – | 0.02 |
| Dun & Bradstreet Corp/The | Long | Loan | US | $775K | – | 0.01 |
| Dynasty Acquisition Co Inc | Long | Loan | US | $1M | – | 0.02 |
| EAB Global Inc | Long | Loan | US | $1M | – | 0.02 |
| Echo Global Logistics Inc | Long | Loan | US | $513K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $6M | – | 0.10 |
| Ecovyst Catalyst Technologies LLC | Long | Loan | US | $655K | – | 0.01 |
| Ecovyst Catalyst Technologies LLC | Long | Loan | US | $253K | – | 0.00 |
| Edelman Financial Engines Center LLC/The (EDELMAN FINANCIAL CENTER) | Long | Loan | US | $2M | – | 0.03 |
| Edelman Financial Engines Center LLC/The (EDELMAN FINANCIAL CENTER) | Long | Loan | US | $467K | – | 0.01 |
| EG America LLC | Long | Loan | US | $711K | – | 0.01 |
| eG Global Finance PLC | Long | Debt | GB | $426K | – | 0.01 |
| Eisner Advisory Group LLC | Long | Loan | US | $794K | – | 0.01 |
| Element Fleet Management Corp | Long | Debt | CA | $5M | – | 0.08 |
| Element Materials Technology Group US Holdings Inc (ELEMENT MATERIAL TECHNOL) | Long | Loan | US | $543K | – | 0.01 |
| Element Materials Technology Group US Holdings Inc (ELEMENT MATERIAL TECHNOL) | Long | Loan | US | $251K | – | 0.00 |
| Elevance Health Inc | Long | Debt | US | $3M | – | 0.05 |
| Elevance Health Inc | Long | Debt | US | $1M | – | 0.02 |
| Ellucian Holdings Inc | Long | Loan | US | $2M | – | 0.02 |
| Embarq Corp | Long | Debt | US | $78K | – | 0.00 |
| Empresa Electrica Cochrane SpA | Long | Debt | CL | $2M | – | 0.02 |
| Empresas Publicas de Medellin ESP (EMPRESAS PUBLIC MEDELLIN) | Long | Debt | CO | $4M | – | 0.07 |
| Empresas Publicas de Medellin ESP (EMPRESAS PUBLIC MEDELLIN) | Long | Debt | CO | $2M | – | 0.03 |
| Emrld Borrower LP | Long | Loan | US | $566K | – | 0.01 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc (EMRLD BOR / EMRLD CO-ISS) | Long | Debt | US | $1M | – | 0.02 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc (EMRLD BOR / EMRLD CO-ISS) | Long | Debt | US | $648K | – | 0.01 |
| Encompass Health Corp | Long | Debt | US | $201K | – | 0.00 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | IT | $2M | – | 0.03 |
| Energizer Holdings Inc | Long | Debt | US | $1M | – | 0.02 |
| Energuate Trust | Long | Debt | GT | $2M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $5M | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $5M | – | 0.08 |
| Entergy Arkansas LLC | Long | Debt | US | $2M | – | 0.04 |
| Entergy Corp | Long | Debt | US | $2M | – | 0.04 |
| Epicor Software Corp | Long | Loan | US | $346K | – | 0.01 |
| Epicor Software Corp | Long | Loan | US | $41K | – | 0.00 |
| Equinix Inc | Long | Debt | US | $4M | – | 0.07 |
| Everi Holdings Inc | Long | Debt | US | $817K | – | 0.01 |
| Everi Holdings Inc | Long | Loan | US | $471K | – | 0.01 |
| Eversource Energy | Long | Debt | US | $3M | – | 0.04 |
| Exeter Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $8M | – | 0.13 |
| Exeter Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $4M | – | 0.07 |
| Expedia Group Inc | Long | Debt | US | $4M | – | 0.07 |
| Expedia Group Inc | Long | Debt | US | $2M | – | 0.04 |
| Expedia Group Inc | Long | Debt | US | $1M | – | 0.02 |
| Expedia Group Inc | Long | Debt | US | $837K | – | 0.01 |
| Extra Space Storage LP | Long | Debt | US | $5M | – | 0.08 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $4M | – | 0.06 |
| F&G Annuities & Life Inc | Long | Debt | US | $4M | – | 0.06 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37M | – | 0.58 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37M | – | 0.58 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34M | – | 0.52 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33M | – | 0.51 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31M | – | 0.48 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29M | – | 0.45 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.40 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25M | – | 0.39 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25M | – | 0.38 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.37 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $872K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $788K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $39M | – | 0.60 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $21M | – | 0.32 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $20M | – | 0.31 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $18M | – | 0.28 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $15M | – | 0.23 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.17 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.16 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $948K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $736K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $634K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $568K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $478K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $420K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $373K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $646 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $590.47 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $379.35 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $323.66 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $56.79 | – | 0.00 |
| Fannie Mae Trust 2003-W17 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| Fermaca Enterprises S de RL de CV (FERMACA ENTERPRISES S RL) | Long | Debt | MX | $181K | – | 0.00 |
| Ferrellgas LP / Ferrellgas Finance Corp (FERRELLGAS LP/FERRELLGAS) | Long | Debt | US | $969K | – | 0.01 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc | Long | Debt | US | $791K | – | 0.01 |
| Fertitta Entertainment LLC/NV | Long | Loan | US | $2M | – | 0.04 |
| Fideicomiso PA Pacifico Tres | Long | Debt | CO | $762K | – | 0.01 |
| FinThrive Software Intermediate Holdings Inc | Long | Loan | US | $350K | – | 0.01 |
| First Advantage Holdings LLC | Long | Loan | US | $1M | – | 0.02 |
| First American Government Obligations Fund | Long | Short-term investment vehicle | US | $80M | 80M | 1.24 |
| First Franklin Mortgage Loan Trust 2006-FF15 (First Franklin Mtg Loan Asset) | Long | ABS-mortgage backed security | US | $13M | – | 0.20 |
| First Franklin Mortgage Loan Trust Series 2007-FF2 (First Franklin Mtg Loan Asset) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| First Horizon Alternative Mortgage Securities Trust 2006-FA2 | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust 2006-FA8 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| First Horizon Alternative Mortgage Securities Trust 2006-RE1 | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fiserv Inc | Long | Debt | US | $5M | – | 0.07 |
| FLAME AGGREGATOR RESTRICTED EQ | Long | Equity-common | US | $225K | 37K | 0.00 |
| FLAME AGGREGATOR UNRESTRICTED EQ | Long | Equity-common | US | $22K | 4K | 0.00 |
| Flutter Financing BV | Long | Loan | NL | $315K | – | 0.00 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $15M | – | 0.23 |
| Focus Financial Partners LLC | Long | Loan | US | $2M | – | 0.03 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $5M | – | 0.08 |
| Foresight Energy LLC | Long | Loan | US | $484K | – | 0.01 |
| Fortinet Inc | Long | Debt | US | $4M | – | 0.07 |
| Fortrea Holdings Inc | Long | Debt | US | $1M | – | 0.02 |
| Fortrea Holdings Inc, Senior Secured First Lien Term Loan | Long | Loan | US | $79K | – | 0.00 |
| Fortress Transportation and Infrastructure Investors LLC (FORTRESS TRANS & INFRAST) | Long | Debt | US | $2M | – | 0.03 |
| Foundry JV Holdco LLC | Long | Debt | US | $3M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $829K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $685K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $558K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $46M | – | 0.71 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $38M | – | 0.59 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $34M | – | 0.53 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $28M | – | 0.43 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $25M | – | 0.38 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.38 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.38 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.33 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.30 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.30 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.23 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $915K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $715K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $652K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $633K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $483K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $406K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $380K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $379K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $359K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $609.04 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $592.09 | – | 0.00 |
| Freeport Indonesia PT | Long | Debt | ID | $3M | – | 0.04 |
| Freeport Indonesia PT | Long | Debt | ID | $2M | – | 0.03 |
| Freeport Indonesia PT | Long | Debt | ID | $971K | – | 0.02 |
| Freeport LNG Investments LLLP | Long | Loan | US | $703K | – | 0.01 |
| Freeport-McMoRan Inc | Long | Debt | ID | $2M | – | 0.03 |
| Freeport-McMoRan Inc | Long | Debt | ID | $725K | – | 0.01 |
| Frigorifico Concepcion SA | Long | Debt | PY | $702K | – | 0.01 |
| Frontier Communications Holdings LLC | Long | Debt | US | $995K | – | 0.02 |
| Frontier Communications Holdings LLC | Long | Loan | US | $940K | – | 0.01 |
| Frontier Communications Holdings LLC | Long | Debt | US | $754K | – | 0.01 |
| Frontier Communications Holdings LLC | Long | Debt | US | $381K | – | 0.01 |
| Full House Resorts Inc | Long | Debt | US | $663K | – | 0.01 |
| FWEA 2024-1 A | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| Gainwell Acquisition Corp | Long | Loan | US | $2M | – | 0.03 |
| Garda World Security Corp | Long | Loan | CA | $2M | – | 0.02 |
| Garda World Security Corp | Long | Debt | CA | $1M | – | 0.02 |
| Garda World Security Corp | Long | Debt | CA | $849K | – | 0.01 |
| Gates Corp/DE (GATES CORPORATION/DE) | Long | Debt | US | $840K | – | 0.01 |
| Gates Global LLC | Long | Loan | US | $331K | – | 0.01 |
| GCAT 2021-NQM6 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $5M | – | 0.08 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $5M | – | 0.08 |
| Genesee & Wyoming Inc | Long | Debt | US | $3M | – | 0.04 |
| Georgia Power Co | Long | Debt | US | $4M | – | 0.07 |
| GGAM Finance Ltd | Long | Debt | IE | $1M | – | 0.02 |
| Gilbert Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.06 |
| Gilead Sciences Inc | Long | Debt | US | $3M | – | 0.05 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25M | – | 0.39 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27M | – | 0.42 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27M | – | 0.41 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $24M | – | 0.36 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $21M | – | 0.33 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| GIP II Blue Holding LP | Long | Loan | US | $491K | – | 0.01 |
| GIP Pilot Acquisition Partners LP | Long | Loan | US | $465K | – | 0.01 |
| Glencore Funding LLC | Long | Debt | AU | $9M | – | 0.14 |
| Glencore Funding LLC | Long | Debt | AU | $4M | – | 0.06 |
| Global Aircraft Leasing Co Ltd (GLOBAL AIR LEASE CO LTD) | Long | Debt | KY | $2M | – | 0.03 |
| Global Bank Corp (GLOBAL BANK CORPORATION) | Long | Debt | PA | $1M | – | 0.02 |
| Global Payments Inc | Long | Debt | US | $5M | – | 0.08 |
| GMACM Mortgage Loan Trust 2006-J1 (GMAC Mortgage Corporation Loan) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GNL Quintero SA | Long | Debt | CL | $126K | – | 0.00 |
| Gogo Intermediate Holdings LLC | Long | Loan | US | $1M | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $11M | – | 0.18 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.04 |
| Goodyear Tire & Rubber Co/The | Long | Debt | US | $533K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $19M | – | 0.29 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $14M | – | 0.21 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12M | – | 0.18 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $748K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $578K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $568K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $520K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $820.26 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $283.84 | – | 0.00 |
| GrafTech Finance Inc | Long | Debt | US | $299K | – | 0.00 |
| Graham Packaging Co Inc (GRAHAM PACKAGING/GPC CAP) | Long | Loan | US | $1M | – | 0.02 |
| Gran Tierra Energy Inc | Long | Debt | CO | $4M | – | 0.06 |
| Grant Thornton LLP/Chicago | Long | Loan | US | $683K | – | 0.01 |
| Gray Television Inc | Long | Debt | US | $629K | – | 0.01 |
| Great Outdoors Group LLC | Long | Loan | US | $1M | – | 0.02 |
| Greystone Select Financial LLC | Long | Loan | US | $375K | – | 0.01 |
| Griffon Corp (GRIFFON CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| Grifols SA | Long | Debt | ES | $1M | – | 0.02 |
| Grifols Worldwide Operations USA Inc | Long | Loan | US | $821K | – | 0.01 |
| Group 1 Automotive Inc | Long | Debt | US | $643K | – | 0.01 |
| GS Mortgage Securities Corp Trust 2018-RIVR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| GS Mortgage Securities Trust 2011-GC5 | Long | ABS-mortgage backed security | US | $2.91 | – | 0.00 |
| GS Mortgage Securities Trust 2014-GC26 | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| GS Mortgage Securities Trust 2015-GC32 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-mortgage backed security | US | $691K | – | 0.01 |
| GS Mortgage Securities Trust 2016-GS2 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GS Mortgage Securities Trust 2016-GS2 | Long | ABS-mortgage backed security | US | $950K | – | 0.01 |
| GS Mortgage Securities Trust 2019-GC42 | Long | ABS-mortgage backed security | US | $953K | – | 0.01 |
| GS Mortgage-Backed Securities Trust 2020-NQM1 | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| GSAA Home Equity Trust 2007-10 | Long | ABS-mortgage backed security | US | $455K | – | 0.01 |
| GSAA Home Equity Trust 2007-10 | Long | ABS-mortgage backed security | US | $378K | – | 0.01 |
| GSAA Trust (GSAA Home Equity Trust) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GSR Mortgage Loan Trust 2006-3F | Long | ABS-mortgage backed security | US | $755K | – | 0.01 |
| GSR Mortgage Loan Trust 2006-OA1 | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| GSR Mortgage Loan Trust 2007-1F | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| GTCR Everest Borrower LLC | Long | Loan | US | $401K | – | 0.01 |
| Guara Norte Sarl | Long | Debt | BR | $6M | – | 0.09 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $192K | – | 0.00 |
| Gulfport Energy Corp (GULFPORT ENERGY OP CORP) | Long | Debt | US | $644K | – | 0.01 |
| Gulfport Energy Corp (GULFPORT ENERGY OP CORP) | Long | Debt | US | $2K | – | 0.00 |
| H-Food Holdings LLC | Long | Loan | US | $223K | – | 0.00 |
| H-Food Holdings LLC / Hearthside Finance Co Inc (H-FOOD HOLDNG/HEARTHSIDE) | Long | Debt | US | $57K | – | 0.00 |
| Halliburton Co | Long | Debt | US | $2M | – | 0.03 |
| Hamilton Projects Acquiror LLC | Long | Loan | US | $232K | – | 0.00 |
| Harbor Freight Tools USA Inc | Long | Loan | US | $604K | – | 0.01 |
| HarborView Mortgage Loan Trust 2005-7 | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| Hardee's Funding LLC (CKE Restaurants Holdings Inc) | Long | ABS-other | US | $4M | – | 0.05 |
| Harvest Midstream I LP | Long | Debt | US | $1M | – | 0.02 |
| HCA Inc | Long | Debt | US | $10M | – | 0.15 |
| HCA Inc | Long | Debt | US | $7M | – | 0.10 |
| Helios Software Holdings Inc | Long | Loan | US | $920K | – | 0.01 |
| Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl (HELIOS SOFT/ION CORP SOL) | Long | Debt | US | $1M | – | 0.02 |
| HERO Funding Trust 2016-1 | Long | ABS-other | US | $1M | – | 0.02 |
| Hess Midstream Operations LP | Long | Debt | US | $1M | – | 0.02 |
| Hexion Holdings Corp | Long | Loan | US | $1M | – | 0.02 |
| Hightower Holding LLC | Long | Loan | US | $1M | – | 0.02 |
| Hightower Holding LLC | Long | Debt | US | $913K | – | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $1M | – | 0.02 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $305K | – | 0.00 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $277K | – | 0.00 |
| Hilton Domestic Operating Co Inc | Long | Loan | US | $55K | – | 0.00 |
| Hilton Grand Vacations Borrower LLC (HILTON GRAND VAC BORROWER) | Long | Loan | US | $621K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $4M | – | 0.06 |
| Home Partners of America 2021-1 Trust (Home Partners of America Trust) | Long | ABS-other | US | $2M | – | 0.03 |
| Home Partners of America 2021-1 Trust (Home Partners of America Trust) | Long | ABS-other | US | $1M | – | 0.02 |
| Home Partners of America 2021-1 Trust (Home Partners of America Trust) | Long | ABS-other | US | $938K | – | 0.01 |
| HomeServe USA Corp | Long | Loan | US | $472K | – | 0.01 |
| Homeward Opportunities Fund I Trust 2020-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Horizon Aircraft Finance III Ltd | Long | ABS-other | US | $1M | – | 0.02 |
| Host Hotels & Resorts LP | Long | Debt | US | $5M | – | 0.08 |
| Host Hotels & Resorts LP | Long | Debt | US | $5M | – | 0.08 |
| HSBC Holdings PLC | Long | Debt | GB | $11M | – | 0.17 |
| HSI Asset Securitization Corp Trust 2006-HE1 (HSI Asset Securitization Corpo) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| HSI Asset Securitization Corp Trust 2007-NC1 (HSI Asset Securitization Corpo) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| HUB International Ltd | Long | Debt | US | $1M | – | 0.02 |
| Hunter Douglas Inc | Long | Loan | US | $858K | – | 0.01 |
| Hunter Douglas Inc | Long | Loan | US | $315K | – | 0.00 |
| Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC (HUSKY INJECTION / TITAN) | Long | Debt | CA | $2M | – | 0.02 |
| Hyatt Hotels Corp | Long | Debt | US | $5M | – | 0.08 |
| Hyundai Capital America | Long | Debt | US | $10M | – | 0.15 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $982K | – | 0.02 |
| Icon Investments Six DAC | Long | Debt | US | $2M | – | 0.04 |
| Icon Investments Six DAC | Long | Debt | US | $2M | – | 0.04 |
| Illuminate Buyer LLC / Illuminate Holdings IV Inc (ILLUMINATE BUYER/HLDG) | Long | Debt | US | $1M | – | 0.02 |
| Impac Secured Assets Trust 2006-5 (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $20M | – | 0.30 |
| Imperial Fund Mortgage Trust 2021-NQM4 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT (INDO ASAHAN/MINERAL IND) | Long | Debt | ID | $891K | – | 0.01 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT (INDO ASAHAN/MINERAL IND) | Long | Debt | ID | $233K | – | 0.00 |
| IndyMac IMSC Mortgage Loan Trust 2007-HOA1 | Long | ABS-mortgage backed security | US | $940K | – | 0.01 |
| IndyMac IMSC Mortgage Loan Trust 2007-HOA1 | Long | ABS-mortgage backed security | US | $889K | – | 0.01 |
| INEOS Finance PLC | Long | Debt | LU | $1M | – | 0.02 |
| INEOS US Finance LLC | Long | Loan | US | $1M | – | 0.02 |
| INEOS US Finance LLC | Long | Loan | US | $301K | – | 0.00 |
| Ineos US Finance T/L B (05/24) | Long | Loan | LU | $971K | – | 0.02 |
| INEOS US Petrochem LLC | Long | Loan | US | $1M | – | 0.02 |
| Informatica LLC | Long | Loan | US | $1M | – | 0.02 |
| ING Groep NV | Long | Debt | NL | $3M | – | 0.05 |
| Inkia Energy Ltd | Long | Debt | PE | $3M | – | 0.05 |
| InRetail Consumer | Long | Debt | PE | $905K | – | 0.01 |
| InRetail Shopping Malls | Long | Debt | PE | $1M | – | 0.02 |
| Installed Building Products Inc | Long | Debt | US | $1M | – | 0.02 |
| Intelsat Jackson Holdings SA (INTELSAT JACKSON HLDG) | Long | Debt | LU | $536K | – | 0.01 |
| Intercorp Financial Services Inc (INTERCORP FIN SER INC) | Long | Debt | PE | $934K | – | 0.01 |
| Intercorp Peru Ltd | Long | Debt | PE | $178K | – | 0.00 |
| Interoceanica IV Finance Ltd | Long | Debt | PE | $378K | – | 0.01 |
| Intuit Inc | Long | Debt | US | $5M | – | 0.07 |
| INVEPAR A-1 EQUITY LINKED NOTE | Long | Debt | BR | $0.01 | – | 0.00 |
| ION Trading Technologies Sarl | Long | Loan | LU | $357K | – | 0.01 |
| IQVIA Inc | Long | Debt | US | $3M | – | 0.05 |
| Iron Mountain Inc | Long | Debt | US | $1M | – | 0.02 |
| Iron Mountain Information Management LLC | Long | Loan | US | $1M | – | 0.02 |
| Itau Unibanco Holding SA/Cayman Island (ITAU UNIBANCO HLDG SA/KY) | Long | Debt | BR | $2M | – | 0.02 |
| ITE Rail Fund Levered LP (USQ Rail I LLC) | Long | ABS-other | US | $11M | – | 0.17 |
| Ivanti Software Inc | Long | Loan | US | $297K | – | 0.00 |
| Jacobs Engineering Group Inc | Long | Debt | US | $3M | – | 0.05 |
| JELD-WEN Inc | Long | Debt | US | $1M | – | 0.02 |
| JP Morgan Alternative Loan Trust (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| JP Morgan Alternative Loan Trust (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| JP Morgan Alternative Loan Trust (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| JP Morgan Alternative Loan Trust 2005-A2 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| JP Morgan Alternative Loan Trust 2006-S4 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 | Long | ABS-mortgage backed security | US | $443K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| JP Morgan Mortgage Acquisition Trust 2006-WMC2 | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| JP Morgan Mortgage Acquisition Trust 2006-WMC3 | Long | ABS-mortgage backed security | US | $11M | – | 0.17 |
| JP Morgan Mortgage Acquisition Trust 2006-WMC4 | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| JP Morgan Mortgage Trust 2006-S1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| JP Morgan Mortgage Trust 2007-S3 | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C18 | Long | ABS-mortgage backed security | US | $5.83 | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C23 | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| JPMBB Commercial Mortgage Securities Trust 2014-C23 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C27 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust 2015-C27 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust 2015-C29 | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C31 | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $831K | – | 0.01 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | Long | ABS-mortgage backed security | US | $843K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $6M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $5M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $5M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.02 |
| JPMorgan US Government Money Market Fund | Long | Short-term investment vehicle | US | $80M | 80M | 1.24 |
| JSW Hydro Energy Ltd | Long | Debt | IN | $1M | – | 0.02 |
| JSW Hydro Energy Ltd | Long | Debt | IN | $878K | – | 0.01 |
| JSW Steel Ltd | Long | Debt | IN | $264K | – | 0.00 |
| Kallpa Generacion SA | Long | Debt | PE | $287K | – | 0.00 |
| Kenan Advantage Group Inc/The | Long | Loan | US | $840K | – | 0.01 |
| Keurig Dr Pepper Inc | Long | Debt | US | $5M | – | 0.08 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $9M | – | 0.14 |
| Kloeckner Pentaplast of America Inc | Long | Loan | US | $341K | – | 0.01 |
| Kodiak Gas Services LLC | Long | Debt | US | $1M | – | 0.02 |
| Kronos Acquisition Holdings Inc | Long | Loan | US | $653K | – | 0.01 |
| Kronos Acquisition Holdings Inc | Long | Debt | CA | $626K | – | 0.01 |
| Kronos Acquisition Holdings Inc | Long | Loan | CA | $363K | – | 0.01 |
| Kronos Acquisition Holdings Inc | Long | Loan | US | $278K | – | 0.00 |
| Kronos Acquisition Holdings Inc / KIK Custom Products Inc (KRONOS ACQ / KIK CUSTOM) | Long | Debt | CA | $886K | – | 0.01 |
| KUO SAB De CV (GRUPO KUO SAB DE CV) | Long | Debt | MX | $1M | – | 0.02 |
| Kyndryl Holdings Inc | Long | Debt | US | $5M | – | 0.08 |
| Lasership Inc (ASP LS ACQUISITION CORP) | Long | Loan | US | $175K | – | 0.00 |
| LBM Acquisition LLC | Long | Loan | US | $1M | – | 0.02 |
| LBM Acquisition LLC | Long | Debt | US | $376K | – | 0.01 |
| LC Ahab US Bidco LLC | Long | Loan | US | $808K | – | 0.01 |
| LCM 28 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| LCM 30 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.06 |
| LCM XIV LP (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.06 |
| LCM XXV Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Leeward Renewable Energy Operations LLC | Long | Debt | US | $1M | – | 0.02 |
| Legacy LifePoint Health LLC | Long | Debt | US | $1M | – | 0.02 |
| Legacy Mortgage Asset Trust 2019-RPL3 | Long | ABS-mortgage backed security | US | $18M | – | 0.28 |
| Legacy Mortgage Asset Trust 2021-GS3 | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc | Long | Debt | US | $1M | – | 0.02 |
| Lehman Mortgage Trust 2006-3 | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| Lehman Mortgage Trust 2006-9 | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Lehman Mortgage Trust 2007-2 | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Lehman XS Trust 2007-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Lehman XS Trust 2007-3 | Long | ABS-mortgage backed security | US | $8M | – | 0.12 |
| Lehman XS Trust Series 2005-9N | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Lehman XS Trust Series 2007-15N | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| Lendingpoint 2021-A Asset Securitization Trust (LendingPoint Asset Securitizat) | Long | ABS-other | US | $3M | – | 0.05 |
| Level 3 Financing Inc | Long | Debt | US | $1M | – | 0.02 |
| Level 3 Financing Inc | Long | Debt | US | $230K | – | 0.00 |
| Level 3 Financing Inc | Long | Debt | US | $167K | – | 0.00 |
| Level 3 Financing Inc, Senior Secured First Lien Term Loan | Long | Loan | US | $180K | – | 0.00 |
| Level 3 Financing Inc, Senior Secured First Lien Term Loan | Long | Loan | US | $179K | – | 0.00 |
| LFS Topco LLC | Long | Debt | US | $803K | – | 0.01 |
| LifePoint Health Inc | Long | Debt | US | $2M | – | 0.02 |
| LifePoint Health Inc | Long | Loan | US | $2M | – | 0.02 |
| LifePoint Health Inc | Long | Loan | US | $170K | – | 0.00 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $639K | – | 0.01 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | PE | $3M | – | 0.05 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | PE | $544K | – | 0.01 |
| Lions Gate Capital Holdings LLC | Long | Debt | US | $217K | – | 0.00 |
| Live Nation Entertainment Inc | Long | Debt | US | $624K | – | 0.01 |
| LLPL Capital Pte Ltd | Long | Debt | ID | $6M | – | 0.09 |
| LoanCore 2021-CRE5 Issuer Ltd (LoanCore 2021-CRE5 Issuer, Ltd) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.07 |
| Long Beach Mortgage Loan Trust 2006-2 | Long | ABS-mortgage backed security | US | $12M | – | 0.19 |
| Long Beach Mortgage Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Long Beach Mortgage Loan Trust 2006-6 | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| Lowe's Cos Inc | Long | Debt | US | $3M | – | 0.04 |
| LSTAR Commercial Mortgage Trust 2016-4 | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Lummus Technology Holdings V LLC | Long | Loan | US | $766K | – | 0.01 |
| M/I Homes Inc | Long | Debt | US | $1M | – | 0.02 |
| MACH 1 Cayman 2019-1 Ltd (Mach I) | Long | ABS-other | IE | $8M | – | 0.13 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $2M | – | 0.04 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $530K | – | 0.01 |
| Macquarie Group Ltd | Long | Debt | AU | $7M | – | 0.11 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $782K | – | 0.01 |
| Madison IAQ LLC | Long | Loan | US | $1M | – | 0.02 |
| Madison IAQ LLC | Long | Debt | US | $1M | – | 0.02 |
| Madison IAQ LLC | Long | Debt | US | $961K | – | 0.01 |
| Magnetite XXIII Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Marathon Petroleum Corp | Long | Debt | US | $4M | – | 0.06 |
| Maravai Intermediate Holdings LLC | Long | Loan | US | $641K | – | 0.01 |
| MARB BondCo PLC | Long | Debt | BR | $3M | – | 0.05 |
| Markel Group Inc | Long | Debt | US | $2M | – | 0.03 |
| Marriott International Inc/MD | Long | Debt | US | $5M | – | 0.08 |
| Marriott International Inc/MD | Long | Debt | US | $4M | – | 0.07 |
| Marvell Technology Inc | Long | Debt | US | $10M | – | 0.15 |
| Massachusetts Mutual Life Insurance Co (MASS MUTUAL LIFE INS CO) | Long | Debt | US | $3M | – | 0.05 |
| MasTec Inc | Long | Debt | US | $2M | – | 0.03 |
| MASTR Alternative Loan Trust 2005-2 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| MASTR Alternative Loan Trust 2006-1 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| MASTR Alternative Loan Trust 2007-1 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Mastr Asset Backed Securities Trust 2005-NC2 | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| MASTR Asset Securitization Trust 2006-2 | Long | ABS-mortgage backed security | US | $426K | – | 0.01 |
| Matador Resources Co | Long | Debt | US | $1M | – | 0.02 |
| Match Group Holdings II LLC (MATCH GROUP HLD II LLC) | Long | Debt | US | $1M | – | 0.02 |
| Mativ Holdings Inc | Long | Debt | US | $1M | – | 0.02 |
| Mattamy Group Corp | Long | Debt | CA | $1M | – | 0.02 |
| Mavis Tire Express Services Topco Corp | Long | Loan | US | $1M | – | 0.02 |
| Mavis Tire Express Services Topco Corp | Long | Debt | US | $1M | – | 0.02 |
| McAfee Corp | Long | Debt | US | $393K | – | 0.01 |
| McAfee Corp., Senior Secured First Lien Term Loan | Long | Loan | US | $1M | – | 0.02 |
| McDonald's Corp | Long | Debt | US | $5M | – | 0.08 |
| McGraw-Hill Education Inc | Long | Debt | US | $661K | – | 0.01 |
| Medline Borrower LP | Long | Debt | US | $3M | – | 0.04 |
| Medline Borrower LP | Long | Loan | US | $1M | – | 0.02 |
| Medline Borrower LP | Long | Loan | US | $310K | – | 0.00 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $775K | – | 0.01 |
| Merck & Co Inc | Long | Debt | US | $3M | – | 0.05 |
| Merlin Entertainments Group US Holdings Inc | Long | Debt | GB | $2M | – | 0.03 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-F1 | Long | ABS-mortgage backed security | US | $569K | – | 0.01 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-OAR4 | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| Merrill Lynch Mortgage Investors Trust Series 2007-MLN1 | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Meta Platforms Inc | Long | Debt | US | $5M | – | 0.08 |
| Mexarrend SAPI de CV (DOCUFORMAS SA) | Long | Debt | MX | $334K | – | 0.01 |
| Mexico Generadora de Energia S de rl | Long | Debt | MX | $1M | – | 0.02 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $7M | – | 0.10 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.03 |
| MF1 2023-FL12 LLC (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.09 |
| MF1 2024-FL14 LLC (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.09 |
| Michaels Cos Inc/The | Long | Debt | US | $665K | – | 0.01 |
| Michaels Cos Inc/The | Long | Debt | US | $550K | – | 0.01 |
| Michaels Cos Inc/The | Long | Loan | US | $448K | – | 0.01 |
| Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp (MIDWEST GMNG BOR/MWG FIN) | Long | Debt | US | $1M | – | 0.02 |
| Mileage Plus Holdings LLC (MILEAGE PLUS HOLDINGS IN) | Long | Loan | US | $665K | – | 0.01 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | GT | $2M | – | 0.03 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | GT | $850K | – | 0.01 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $630K | – | 0.01 |
| Minejesa Capital BV | Long | Debt | ID | $5M | – | 0.08 |
| Minerva Luxembourg SA | Long | Debt | BR | $2M | – | 0.03 |
| Minerva Luxembourg SA | Long | Debt | BR | $1M | – | 0.02 |
| Minerva Luxembourg SA | Long | Debt | BR | $827K | – | 0.01 |
| Minsur SA | Long | Debt | PE | $3M | – | 0.04 |
| Mirion Technologies US Inc (MIRION TECHNOLOGIES INC) | Long | Loan | US | $602K | – | 0.01 |
| Mister Car Wash Holdings Inc | Long | Loan | US | $221K | – | 0.00 |
| Mitchell International Inc | Long | Loan | US | $2M | – | 0.03 |
| Mitchell International Inc | Long | Loan | US | $500K | – | 0.01 |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC (MITER BRAND / MIWD BORR) | Long | Debt | US | $1M | – | 0.02 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $5M | – | 0.08 |
| MIWD Holdco II LLC | Long | Loan | US | $222K | – | 0.00 |
| Modena Buyer LLC | Long | Loan | US | $679K | – | 0.01 |
| ModivCare Escrow Issuer Inc | Long | Debt | US | $607K | – | 0.01 |
| Mong Duong Finance Holdings BV (MONG DUONG FIN HLDGS BV) | Long | Debt | VN | $1M | – | 0.02 |
| Monogram Food Solutions LLC | Long | Loan | US | $1M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.02 |
| Morgan Stanley ABS Capital I Inc Trust 2006-HE5 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $766K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| Morgan Stanley Capital I Trust 2016-UB11 | Long | ABS-mortgage backed security | US | $542K | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2004-1 | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2005-7 | Long | ABS-mortgage backed security | US | $377K | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2006-7 | Long | ABS-mortgage backed security | US | $849K | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2007-2AX | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| Morgan Stanley Mortgage Loan Trust 2007-7AX | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Morgan Stanley Re-REMIC Trust 2010-R6 (Morgan Stanley ReRemic Trust) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Morgan Stanley Residential Mortgage Loan Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| MortgageIT Securities Corp Mortgage Loan Trust Series 2007-1 (MortgageIT Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.16 |
| Mosaic Co/The | Long | Debt | US | $5M | – | 0.08 |
| Mosaic Solar Loan Trust 2018-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $789K | – | 0.01 |
| Mosaic Solar Loan Trust 2019-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $1M | – | 0.02 |
| Motion Finco Sarl | Long | Loan | LU | $1M | – | 0.02 |
| Motorola Solutions Inc | Long | Debt | US | $5M | – | 0.08 |
| Movida Europe SA | Long | Debt | BR | $1M | – | 0.02 |
| MPLX LP | Long | Debt | US | $5M | – | 0.08 |
| MSILF Government Portfolio | Long | Short-term investment vehicle | US | $80M | 80M | 1.24 |
| MV24 Capital BV | Long | Debt | BR | $3M | – | 0.05 |
| Nabors Industries Inc | Long | Debt | US | $866K | – | 0.01 |
| Nabors Industries Ltd | Long | Debt | US | $401K | – | 0.01 |
| Natgasoline LLC | Long | Loan | US | $773K | – | 0.01 |
| National Australia Bank Ltd | Long | Debt | AU | $6M | – | 0.09 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $1M | – | 0.02 |
| Natixis Commercial Mortgage Securities Trust 2018-FL1 | Long | ABS-mortgage backed security | US | $897K | – | 0.01 |
| NatWest Markets PLC | Long | Debt | GB | $5M | – | 0.08 |
| NatWest Markets PLC | Long | Debt | GB | $5M | – | 0.08 |
| Navient Corp | Long | Debt | US | $913K | – | 0.01 |
| Navient Private Education Refi Loan Trust 2018-A (Navient Student Loan Trust) | Long | ABS-other | US | $5M | – | 0.08 |
| NBC Funding LLC | Long | ABS-other | US | $4M | – | 0.05 |
| NBM US Holdings Inc | Long | Debt | BR | $601K | – | 0.01 |
| NBN Co Ltd | Long | Debt | AU | $3M | – | 0.05 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | US | $1M | – | 0.02 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | US | $868K | – | 0.01 |
| NEP Group Inc | Long | Loan | US | $874K | – | 0.01 |
| NEP Group Inc | Long | Loan | US | $20K | – | 0.00 |
| NetApp Inc | Long | Debt | US | $4M | – | 0.07 |
| Netflix Inc | Long | Debt | US | $2M | – | 0.03 |
| Network i2i Ltd | Long | Debt | IN | $3M | – | 0.04 |
| Neuberger Berman Loan Advisers CLO 32 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| New Century Home Equity Loan Trust Series 2005-B | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Newfold Digital Holdings Group Inc (ENDURE DIGITAL INC) | Long | Loan | US | $688K | – | 0.01 |
| News Corp | Long | Debt | US | $479K | – | 0.01 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $3M | – | 0.05 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $1M | – | 0.02 |
| NGL Energy Operating LLC / NGL Energy Finance Corp (NGL ENRGY OP/FIN CORP) | Long | Debt | US | $1M | – | 0.02 |
| NGPL PipeCo LLC | Long | Debt | US | $2M | – | 0.03 |
| NiSource Inc | Long | Debt | US | $5M | – | 0.08 |
| NJ Trust 2023-GSP | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AP1 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-AF1 | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1 | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| Northrop Grumman Corp | Long | Debt | US | $5M | – | 0.08 |
| Nouryon USA LLC | Long | Loan | US | $756K | – | 0.01 |
| Nouryon USA LLC | Long | Loan | US | $196K | – | 0.00 |
| Novelis Corp | Long | Debt | US | $929K | – | 0.01 |
| NP SPE II LLC (NP Spe IX LP) | Long | ABS-other | US | $5M | – | 0.07 |
| NP SPE II LLC (NP SPE LP) | Long | ABS-other | US | $3M | – | 0.05 |
| NRG Energy Inc | Long | Debt | US | $3M | – | 0.05 |
| NRG Energy Inc | Long | Loan | US | $581K | – | 0.01 |
| NRZ Excess Spread-Collateralized Notes Series 2020-PLS1 (NRZ Excess Spread Collateraliz) | Long | ABS-other | US | $3M | – | 0.04 |
| NuStar Logistics LP | Long | Debt | US | $2M | – | 0.03 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | CN | $4M | – | 0.07 |
| O'Reilly Automotive Inc | Long | Debt | US | $2M | – | 0.04 |
| Octagon Investment Partners 18-R Ltd (Octagon Investment Partners Lt) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Octagon Investment Partners 27 Ltd | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.15 |
| Octagon Investment Partners 30 Ltd | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| Octagon Investment Partners 30 Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Octagon Investment Partners 37 Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Octagon Investment Partners 40 Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| Octagon Investment Partners XIV Ltd | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.09 |
| Octagon Investment Partners XVI Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Octagon Investment Partners XVII Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Octagon Investment Partners XXI Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Octagon Investment Partners XXII Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Oglethorpe Power Corp | Long | Debt | US | $716K | – | 0.01 |
| Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP) | Long | Loan | US | $963K | – | 0.01 |
| Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP) | Long | Debt | US | $503K | – | 0.01 |
| OneDigital Borrower LLC | Long | Loan | US | $2M | – | 0.02 |
| OneDigital Borrower LLC | Long | Loan | US | $2M | – | 0.02 |
| OneDigital Borrower LLC | Long | Loan | US | $519K | – | 0.01 |
| OneMain Finance Corp | Long | Debt | US | $2M | – | 0.02 |
| OneMain Finance Corp | Long | Debt | US | $285K | – | 0.00 |
| ONEOK Inc | Long | Debt | US | $2M | – | 0.04 |
| ONEOK Inc | Long | Debt | US | $2M | – | 0.04 |
| Ontario Gaming GTA LP | Long | Loan | CA | $1M | – | 0.02 |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc (ONT GAMING GTA/OTG CO-IS) | Long | Debt | CA | $1M | – | 0.02 |
| Option Care Health Inc | Long | Loan | US | $136K | – | 0.00 |
| Option One Mortgage Loan Trust 2004-3 | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Option One Mortgage Loan Trust 2007-6 | Long | ABS-mortgage backed security | US | $14M | – | 0.22 |
| Oracle Corp | Long | Debt | US | $3M | – | 0.05 |
| Oracle Corp | Long | Debt | US | $1M | – | 0.02 |
| Orazul Energy Peru SA | Long | Debt | PE | $976K | – | 0.02 |
| Organon & Co | Long | Loan | US | $484K | – | 0.01 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $656K | – | 0.01 |
| Oryx Midstream Services Permian Basin LLC | Long | Loan | US | $1M | – | 0.02 |
| Outfront Media Capital LLC / Outfront Media Capital Corp (OUTFRONT MEDIA CAP LLC/C) | Long | Debt | US | $1M | – | 0.02 |
| Oversea-Chinese Banking Corp Ltd | Long | Debt | SG | $5M | – | 0.08 |
| Oversea-Chinese Banking Corp Ltd | Long | Debt | SG | $478K | – | 0.01 |
| Ovg Business Services LLC | Long | Loan | US | $750K | – | 0.01 |
| Owens & Minor Inc | Long | Debt | US | $1M | – | 0.02 |
| Owens Corning | Long | Debt | US | $2M | – | 0.04 |
| Pacific Dental Services Inc | Long | Loan | US | $883K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $12M | – | 0.19 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $5M | – | 0.08 |
| Packaging Coordinators Midco Inc | Long | Loan | US | $1M | – | 0.02 |
| Packaging Corp of America | Long | Debt | US | $4M | – | 0.07 |
| Packers Holdings LLC | Long | Loan | US | $239K | – | 0.00 |
| Pactiv Evergreen Group Holdings Inc | Long | Loan | US | $662K | – | 0.01 |
| Pactiv Evergreen Group Holdings Inc | Long | Loan | US | $169K | – | 0.00 |
| Pactiv Evergreen Group Holdings Inc | Long | Loan | US | $147K | – | 0.00 |
| Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc | Long | Debt | US | $949K | – | 0.01 |
| Pagaya AI Debt Selection Trust 2021-2 | Long | ABS-other | US | $3M | – | 0.04 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $3M | – | 0.04 |
| Panther Escrow Issuer LLC | Long | Debt | US | $1M | – | 0.02 |
| Par Petroleum LLC | Long | Loan | US | $274K | – | 0.00 |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer (PARK INTERMED HOLDINGS) | Long | Debt | US | $2M | – | 0.03 |
| Parkland Corp | Long | Debt | CA | $630K | – | 0.01 |
| PBF Holding Co LLC / PBF Finance Corp | Long | Debt | US | $512K | – | 0.01 |
| PCI Gaming Authority | Long | Loan | US | $375K | – | 0.01 |
| PECF USS Intermediate Holding III Corp | Long | Loan | US | $214K | – | 0.00 |
| PECF USS Intermediate Holding III Corp | Long | Debt | US | $81K | – | 0.00 |
| Penn Entertainment Inc | Long | Debt | US | $403K | – | 0.01 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $800K | – | 0.01 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $628K | – | 0.01 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $5M | – | 0.07 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $3M | – | 0.05 |
| Peraton Corp | Long | Loan | US | $929K | – | 0.01 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $1M | – | 0.02 |
| Perrigo Investments LLC | Long | Loan | US | $967K | – | 0.01 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $1M | – | 0.02 |
| Petroleos del Peru SA | Long | Debt | PE | $2M | – | 0.03 |
| Petroleos del Peru SA | Long | Debt | PE | $767K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $988K | – | 0.02 |
| PetSmart Inc / PetSmart Finance Corp (PETSMART INC/PETSMART FI) | Long | Debt | US | $1M | – | 0.02 |
| PetSmart LLC (PETSMART INC) | Long | Loan | US | $2M | – | 0.04 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | US | $3M | – | 0.05 |
| PG&E Corp | Long | Loan | US | $292K | – | 0.00 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $4M | – | 0.07 |
| Phillips Edison Grocery Center Operating Partnership I LP | Long | Debt | US | $4M | – | 0.06 |
| Phoenix Newco Inc | Long | Loan | US | $1M | – | 0.02 |
| Pike Corp | Long | Debt | US | $1M | – | 0.02 |
| Pike Corp | Long | Debt | US | $695K | – | 0.01 |
| Playa Resorts Holding BV (PLAYA RESORTS HOLDING B.V.) | Long | Loan | NL | $1M | – | 0.02 |
| PMT Credit Risk Transfer Trust 2019-3R | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| PMT Credit Risk Transfer Trust 2020-1R | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| PMT Issuer Trust - FMSR | Long | ABS-other | US | $15M | – | 0.23 |
| PointClickCare Technologies Inc | Long | Loan | CA | $576K | – | 0.01 |
| Polar US Borrower LLC | Long | Loan | US | $164K | – | 0.00 |
| Polar US Borrower LLC | Long | Loan | US | $140K | – | 0.00 |
| Polaris Newco LLC | Long | Loan | US | $569K | – | 0.01 |
| PR Mortgage Loan Trust 2014-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Pregis TopCo LLC | Long | Loan | US | $1M | – | 0.02 |
| Premier Entertainment Sub LLC / Premier Entertainment Finance Corp | Long | Debt | US | $270K | – | 0.00 |
| PRET 2021-RN2 LLC (Pretium Mortgage Credit Partne) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Pretium PKG Holdings Inc | Long | Loan | US | $481K | – | 0.01 |
| Pretium PKG Holdings Inc | Long | Loan | US | $312K | – | 0.00 |
| Pretium PKG Holdings Inc | Long | Loan | US | $162K | – | 0.00 |
| Pretium PKG Holdings Inc | Long | Loan | US | $6K | – | 0.00 |
| Pretium PKG Holdings Inc | Long | Loan | US | $5K | – | 0.00 |
| Prime Security Services Borrower LLC / Prime Finance Inc (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $538K | – | 0.01 |
| Primrose Funding LLC (Primrose Schools) | Long | ABS-other | US | $19M | – | 0.29 |
| Progress Residential 2021-SFR8 Trust (Progress Residential Trust) | Long | ABS-other | US | $5M | – | 0.07 |
| Progress Residential Trust | Long | ABS-other | US | $4M | – | 0.07 |
| Progress Residential Trust | Long | ABS-other | US | $3M | – | 0.05 |
| Proofpoint Inc | Long | Loan | US | $1M | – | 0.02 |
| PRPM 2021-3 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| PRPM 2021-7 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| PRPM 2021-9 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Prumo Participacoes e Investimentos S/A | Long | Debt | BR | $3M | – | 0.04 |
| Qorvo Inc | Long | Debt | US | $2M | – | 0.04 |
| Quikrete Holdings Inc | Long | Loan | US | $592K | – | 0.01 |
| Quikrete Holdings Inc | Long | Loan | US | $176K | – | 0.00 |
| Race Point VIII CLO Ltd (Race Point CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| Radiate Holdco LLC / Radiate Finance Inc (RADIATE HOLDCO / FINANCE) | Long | Debt | US | $160K | – | 0.00 |
| Radiology Partners Inc | Long | Debt | US | $289K | – | 0.00 |
| Radiology Partners Inc | Long | Debt | US | $173K | – | 0.00 |
| Radiology Partners, Inc., Senior Secured First Lien Term Loan | Long | Loan | US | $891K | – | 0.01 |
| Radiology Partners, Inc., Senior Secured First Lien Term Loan | Long | Loan | US | $13K | – | 0.00 |
| Radnet Management Inc | Long | Loan | US | $316K | – | 0.00 |
| RALI Series 2005-QS14 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| RALI Series 2006-QS10 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| RALI Series 2006-QS10 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| RALI Series 2006-QS4 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| RALI Series 2006-QS6 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| RALI Series 2006-QS6 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $0.02 | – | 0.00 |
| RALI Series 2007-QH5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $8M | – | 0.12 |
| RALI Series 2007-QS3 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $444K | – | 0.01 |
| RALI Series 2007-QS9 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| RAMP Series 2006-NC1 Trust (Residential Asset Mortgage Pro) | Long | ABS-mortgage backed security | US | $10M | – | 0.15 |
| RBSGC Mortgage Loan Trust 2005-A (RBSGC Mortgage Pass Through Ce) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Ready Capital Mortgage Financing 2021-FL7 LLC (ReadyCap Commercial Mortgage T) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.07 |
| Redwood Funding Trust 2019-1 | Long | ABS-mortgage backed security | US | $20M | – | 0.30 |
| Regal Rexnord Corp | Long | Debt | US | $2M | – | 0.03 |
| Reliance Industries Ltd | Long | Debt | IN | $950K | – | 0.01 |
| Reliance Industries Ltd | Long | Debt | IN | $496K | – | 0.01 |
| Renesas Electronics Corp | Long | Debt | JP | $10M | – | 0.15 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $2M | – | 0.03 |
| Residential Asset Securitization Trust 2005-A10 | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Residential Asset Securitization Trust 2005-A11CB | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Residential Asset Securitization Trust 2006-A6 | Long | ABS-mortgage backed security | US | $457K | – | 0.01 |
| Residential Asset Securitization Trust 2006-R1 | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Residential Mortgage Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Resideo Funding Inc | Long | Loan | US | $765K | – | 0.01 |
| Restaurant Technologies Inc | Long | Loan | US | $1M | – | 0.02 |
| Restaurant Technologies Inc | Long | Loan | US | $109K | – | 0.00 |
| Restaurant Technologies Inc | Long | Loan | US | $109K | – | 0.00 |
| Retained Vantage Data Centers Issuer LLC | Long | ABS-other | US | $6M | – | 0.10 |
| RFMSI Series 2006-S10 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| RFMSI Series 2007-S2 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| RFMSI Series 2007-S3 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| RH | Long | Loan | US | $494K | – | 0.01 |
| Roller Bearing Co of America Inc | Long | Debt | US | $908K | – | 0.01 |
| Royal Bank of Canada | Long | Debt | CA | $2M | – | 0.03 |
| Royal Caribbean Cruises Ltd | Long | Debt | US | $1M | – | 0.02 |
| Royal Caribbean Cruises Ltd | Long | Debt | US | $1M | – | 0.02 |
| Royal Caribbean Cruises Ltd | Long | Debt | US | $782K | – | 0.01 |
| Royal Caribbean Cruises Ltd | Long | Debt | US | $212K | – | 0.00 |
| Royalty Pharma PLC | Long | Debt | US | $5M | – | 0.08 |
| Rutas 2 & 7 Finance Ltd | Long | Debt | PY | $3M | – | 0.05 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $4M | – | 0.06 |
| Sabra Health Care LP | Long | Debt | US | $2M | – | 0.03 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $1M | – | 0.02 |
| SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA | Long | Debt | PE | $792K | – | 0.01 |
| SAPPHIRE AVIATION FINANCE II LTD (Sapphire Aviation Finance I Li) | Long | ABS-other | US | $3M | – | 0.04 |
| Sasol Financing USA LLC | Long | Debt | ZA | $2M | – | 0.03 |
| Sasol Financing USA LLC | Long | Debt | ZA | $377K | – | 0.01 |
| Saxon Asset Securities Trust 2005-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $4M | – | 0.06 |
| Scientific Games Holdings LP/Scientific Games US FinCo Inc (SC GAMES HOLDIN/US FINCO) | Long | Debt | US | $771K | – | 0.01 |
| Sealed Air Corp/Sealed Air Corp US (SEALED AIR/SEALED AIR US) | Long | Debt | US | $1M | – | 0.02 |
| Seaspan Corp | Long | Debt | HK | $903K | – | 0.01 |
| SEB Funding LLC | Long | ABS-other | US | $5M | – | 0.07 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR3 | Long | ABS-mortgage backed security | US | $12M | – | 0.18 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR3 | Long | ABS-mortgage backed security | US | $9M | – | 0.14 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR3 | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Securitized Asset Backed Receivables LLC Trust 2007-HE1 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Securitized Mortgage Asset Loan Trust 2015-1 | Long | ABS-mortgage backed security | US | $19M | – | 0.29 |
| Select Medical Corp | Long | Debt | US | $1M | – | 0.02 |
| Sequoia Mortgage Trust 2007-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Service Properties Trust | Long | Debt | US | $252K | – | 0.00 |
| Service Properties Trust | Long | Debt | US | $242K | – | 0.00 |
| SERVPRO Master Issuer LLC (SERVPRO MASTER ISSUER, LLC) | Long | ABS-other | US | $908K | – | 0.01 |
| SG Commercial Mortgage Securities Trust 2016-C5 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| SG Commercial Mortgage Securities Trust 2016-C5 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Shenton Aircraft Investment I Ltd (SHENTON AIRCRAFT INVESTMENT LT) | Long | ABS-other | CN | $880K | – | 0.01 |
| Simpar Europe SA | Long | Debt | BR | $906K | – | 0.01 |
| Sirius XM Radio Inc | Long | Debt | US | $1M | – | 0.02 |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp (SITIO ROYAL OP / SIT FIN) | Long | Debt | US | $626K | – | 0.01 |
| Six Flags Entertainment Corp / Six Flags Theme Parks Inc (SIX FLAGS ENTER / THEME) | Long | Debt | US | $2M | – | 0.02 |
| SkyMiles IP Ltd | Long | Loan | KY | $398K | – | 0.01 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $8M | – | 0.12 |
| SMG US Midco 2 Inc | Long | Loan | US | $1M | – | 0.02 |
| SMG US Midco 2 Inc | Long | Loan | US | $370K | – | 0.01 |
| Smurfit Kappa Treasury ULC | Long | Debt | IE | $5M | – | 0.08 |
| Sofi Alternative Consumer Loan Program 2021-2 (SoFi Alternative Trust Consume) | Long | ABS-other | US | $2M | – | 0.04 |
| Sofi Alternative Consumer Loan Program 2021-2 (SoFi Alternative Trust Consume) | Long | ABS-other | US | $476K | – | 0.01 |
| Sofi Alternative Trust 2021-1 (SoFi Alternative Trust Consume) | Long | ABS-other | US | $2M | – | 0.03 |
| Solvay Finance America LLC (SOLVAY FINANCE (AMERICA)) | Long | Debt | BE | $2M | – | 0.03 |
| Sonic Automotive Inc | Long | Debt | US | $1M | – | 0.02 |
| Sotera Health Holdings LLC (SOTERA HEALTH HLDGS LLC) | Long | Debt | US | $2M | – | 0.04 |
| Sotera Health Holdings LLC (SOTERA HEALTH HLDGS LLC) | Long | Loan | US | $2M | – | 0.04 |
| Sotheby's Artfi Master Trust (Sothebyfr 1/64 13/32s Artfi Ma) | Long | ABS-other | US | $4M | – | 0.06 |
| Sound Point Clo XX Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Sound Point CLO XXIII (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.11 |
| Sound Point CLO XXIV (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.11 |
| Sound Point CLO XXVI Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Sound Point CLO XXVIII Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.06 |
| Sound Point Clo XXXI Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Sound Point CLO XXXII Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $977K | – | 0.02 |
| Soundview Home Loan Trust 2007-OPT4 (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $5M | – | 0.08 |
| Southern Co/The | Long | Debt | US | $5M | – | 0.08 |
| Southern Veterinary Partners LLC | Long | Loan | US | $2M | – | 0.03 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $2M | – | 0.04 |
| Southwestern Energy Co | Long | Debt | US | $663K | – | 0.01 |
| Spin Holdco Inc | Long | Loan | US | $352K | – | 0.01 |
| Spirit AeroSystems Inc | Long | Debt | US | $514K | – | 0.01 |
| Standard Aero Ltd | Long | Loan | CA | $443K | – | 0.01 |
| Standard Industries Inc/NJ | Long | Debt | US | $1M | – | 0.02 |
| Staples Inc | Long | Debt | US | $257K | – | 0.00 |
| Start II LTD (Start Ltd.) | Long | ABS-other | US | $2M | – | 0.02 |
| Start Ltd/Bermuda (Start Ltd.) | Long | ABS-other | US | $2M | – | 0.03 |
| Starwood Mortgage Residential Trust 2020-1 | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Starwood Property Mortgage LLC | Long | Loan | US | $379K | – | 0.01 |
| Starwood Property Trust Inc | Long | Debt | US | $860K | – | 0.01 |
| Station Casinos LLC | Long | Debt | US | $2M | – | 0.03 |
| Station Casinos LLC | Long | Loan | US | $370K | – | 0.01 |
| Stewart Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.15 |
| Structured Asset Investment Loan Trust 2006-BNC3 | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| Structured Asset Securities Corp | Long | ABS-mortgage backed security | US | $595K | – | 0.01 |
| Structured Asset Securities Corp | Long | ABS-mortgage backed security | US | $6.9 | – | 0.00 |
| StubHub Holdco Sub LLC | Long | Loan | US | $896K | – | 0.01 |
| Suburban Propane Partners LP/Suburban Energy Finance Corp (SUBURBAN PROPANE PARTNRS) | Long | Debt | US | $1M | – | 0.02 |
| Subway Funding LLC | Long | ABS-other | US | $5M | – | 0.07 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $5M | – | 0.08 |
| SunCoke Energy Inc | Long | Debt | US | $1M | – | 0.02 |
| SUNNOVA HELIOS II ISSUER LLC 2018-1 (Helios Issuer, LLC) | Long | ABS-other | US | $4M | – | 0.05 |
| Sunnova Sol Issuer LLC (Sunnova Sol Issuer,LLC) | Long | ABS-other | US | $4M | – | 0.06 |
| Sunoco LP / Sunoco Finance Corp (SUNOCO LP/FINANCE CORP) | Long | Debt | US | $635K | – | 0.01 |
| Sunrun Atlas Issuer 2019-2 LLC (Sunrun Issuer) | Long | ABS-other | US | $4M | – | 0.06 |
| SWF Escrow Issuer Corp | Long | Debt | US | $113K | – | 0.00 |
| SWF Holdings I Corp | Long | Loan | US | $453K | – | 0.01 |
| Switch ABS Issuer LLC (Switch ABS Issuer, LLC) | Long | ABS-other | US | $6M | – | 0.09 |
| Sydney Airport Finance Co Pty Ltd | Long | Debt | AU | $339K | – | 0.01 |
| Symphony CLO XVI Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $4M | – | 0.07 |
| T-Mobile USA Inc | Long | Debt | US | $4M | – | 0.06 |
| Take-Two Interactive Software Inc | Long | Debt | US | $9M | – | 0.14 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $1M | – | 0.02 |
| Tamko Building Products LLC (TAMKO BUILDING PRODUCTS INC) | Long | Loan | US | $528K | – | 0.01 |
| Tapestry Inc | Long | Debt | US | $2M | – | 0.04 |
| Team Health Holdings Inc | Long | Loan | US | $310K | – | 0.00 |
| Tecta America Corp | Long | Loan | US | $812K | – | 0.01 |
| Telesat Canada / Telesat LLC (TELESAT CANADA/TELESAT L) | Long | Debt | CA | $58K | – | 0.00 |
| Telesat Canada / Telesat LLC (TELESAT CANADA/TELESAT L) | Long | Debt | CA | $55K | – | 0.00 |
| Telesat LLC | Long | Loan | US | $92K | – | 0.00 |
| Tempo Acquisition LLC | Long | Loan | US | $848K | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $1M | – | 0.02 |
| Tenet Healthcare Corp | Long | Debt | US | $950K | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $831K | – | 0.01 |
| THL Credit Wind River 2014-2 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $819K | – | 0.01 |
| THL Credit Wind River 2017-1 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| THL Credit Wind River 2017-3 Clo Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.06 |
| THL Credit Wind River 2018-1 Clo Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.06 |
| THL Credit Wind River 2018-2 Clo Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Tierra Mojada Luxembourg II Sarl (TIERRA MOJADA LUX II SRL) | Long | Debt | MX | $633K | – | 0.01 |
| Tiger Acquisition LLC | Long | Loan | US | $715K | – | 0.01 |
| Titan Acquisition Ltd/Canada | Long | Loan | CA | $1M | – | 0.02 |
| TK Elevator US Newco Inc | Long | Loan | US | $1M | – | 0.02 |
| TK Elevator US Newco Inc | Long | Debt | DE | $776K | – | 0.01 |
| TK Elevator US Newco Inc | Long | Loan | US | $577K | – | 0.01 |
| Townsquare Media Inc | Long | Debt | US | $931K | – | 0.01 |
| Trans Union LLC | Long | Loan | US | $425K | – | 0.01 |
| TransDigm Inc | Long | Loan | US | $2M | – | 0.03 |
| TransDigm Inc | Long | Debt | US | $1M | – | 0.02 |
| TransDigm Inc | Long | Debt | US | $1M | – | 0.02 |
| Transelec SA | Long | Debt | CL | $475K | – | 0.01 |
| Transocean Inc | Long | Debt | US | $440K | – | 0.01 |
| Transocean Poseidon Ltd | Long | Debt | US | $668K | – | 0.01 |
| Travelport Finance Luxembourg Sarl | Long | Loan | LU | $413K | – | 0.01 |
| Travelport Finance Luxembourg Sarl | Long | Loan | LU | $125K | – | 0.00 |
| Traverse Midstream Partners LLC | Long | Loan | US | $279K | – | 0.00 |
| TricorBraun Holdings Inc | Long | Loan | US | $1M | – | 0.02 |
| Trident TPI Holdings Inc | Long | Debt | US | $1M | – | 0.02 |
| Trident TPI Holdings Inc | Long | Loan | US | $1M | – | 0.02 |
| Trimaran Cavu 2021-3 Ltd (Trimaran CAVU Ltd) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.16 |
| Triton Container International Ltd / TAL International Container Corp (TRITON CONTAINER/TAL INT) | Long | Debt | BM | $3M | – | 0.05 |
| Triton Water Holdings Inc | Long | Loan | US | $2M | – | 0.02 |
| Triton Water Holdings Inc | Long | Debt | US | $710K | – | 0.01 |
| TSMC Global Ltd | Long | Debt | TW | $4M | – | 0.07 |
| UBS Commercial Mortgage Trust 2017-C1 | Long | ABS-mortgage backed security | US | $8M | – | 0.12 |
| UBS Commercial Mortgage Trust 2017-C6 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| UBS Commercial Mortgage Trust 2017-C7 | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| UBS Commercial Mortgage Trust 2017-C7 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| UBS Commercial Mortgage Trust 2018-C11 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| UBS Commercial Mortgage Trust 2018-C12 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| UBS-Barclays Commercial Mortgage Trust 2013-C5 | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| UBS-Barclays Commercial Mortgage Trust 2013-C5 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| UBS-Barclays Commercial Mortgage Trust 2013-C5 | Long | ABS-mortgage backed security | US | $997K | – | 0.02 |
| UEP Penonome II SA (UEP PENNONOME II SA) | Long | Debt | PA | $580K | – | 0.01 |
| UFC Holdings LLC | Long | Loan | US | $933K | – | 0.01 |
| UKG Inc | Long | Loan | US | $2M | – | 0.03 |
| UKG Inc | Long | Debt | US | $664K | – | 0.01 |
| Ultra Clean Holdings Inc | Long | Loan | US | $576K | – | 0.01 |
| Unigel Luxembourg SA | Long | Debt | BR | $114K | – | 0.00 |
| United Airlines Inc | Long | Debt | US | $1M | – | 0.02 |
| United Airlines Inc | Long | Loan | US | $1M | – | 0.02 |
| United Natural Foods Inc | Long | Debt | US | $1M | – | 0.02 |
| United Natural Foods Inc | Long | Loan | US | $467K | – | 0.01 |
| United Overseas Bank Ltd | Long | Debt | SG | $3M | – | 0.05 |
| United Overseas Bank Ltd | Long | Debt | SG | $1M | – | 0.02 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $49M | – | 0.76 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $244M | – | 3.77 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $210M | – | 3.25 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $177M | – | 2.74 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $147M | – | 2.28 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $107M | – | 1.65 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $89M | – | 1.38 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $81M | – | 1.26 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $62M | – | 0.96 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $17M | – | 0.26 |
| United Talent Agency LLC | Long | Loan | US | $347K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $5M | – | 0.08 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.03 |
| Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC (UNITI GROUP/CSL CAPITAL) | Long | Debt | US | $613K | – | 0.01 |
| Univision Communications Inc | Long | Debt | US | $841K | – | 0.01 |
| Univision Communications Inc | Long | Loan | US | $751K | – | 0.01 |
| Upbound Group Inc (RENT-A-CENTER INC) | Long | Loan | US | $667K | – | 0.01 |
| Upbound Group Inc | Long | Debt | US | $427K | – | 0.01 |
| Upgrade Master Pass-Thru Trust | Long | ABS-other | US | $344K | – | 0.01 |
| Upgrade Master Pass-Thru Trust Series 2021-PT4 | Long | ABS-other | US | $2M | – | 0.03 |
| UPL Corp Ltd | Long | Debt | IN | $3M | – | 0.04 |
| UPL Corp Ltd | Long | Debt | IN | $263K | – | 0.00 |
| Upland CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Upstart Pass-Through Trust Series 2021-ST2 (Upstart Pass Through Trust) | Long | ABS-other | US | $980K | – | 0.02 |
| Upstart Securitization Trust 2020-2 | Long | ABS-other | US | $25K | – | 0.00 |
| Upstart Securitization Trust 2021-2 | Long | ABS-other | US | $13M | – | 0.20 |
| Upstart Securitization Trust 2021-3 | Long | ABS-other | US | $6M | – | 0.09 |
| Upstart Securitization Trust 2021-4 | Long | ABS-other | US | $15M | – | 0.23 |
| Upstart Securitization Trust 2021-4 | Long | ABS-other | US | $6M | – | 0.09 |
| Upstart Securitization Trust 2023-3 | Long | ABS-other | US | $7M | – | 0.11 |
| US 2YR NOTE (CBT) Sep24 | Derivative-interest rate | US | $12M | – | 0.19 | |
| US 5YR NOTE (CBT) Sep24 | Derivative-interest rate | US | $773K | – | 0.01 | |
| US Auto Funding 2021-1 (USASF Receivables LLC) | Long | ABS-other | US | $3M | – | 0.04 |
| US Foods Inc | Long | Debt | US | $1M | – | 0.02 |
| US ULTRA BOND CBT Sep24 | Derivative-interest rate | US | $-2M | – | -0.03 | |
| Vail Resorts Inc | Long | Debt | US | $506K | – | 0.01 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | BR | $2M | – | 0.03 |
| Vallourec SACA | Long | Debt | FR | $1M | – | 0.02 |
| Vantage Data Centers LLC | Long | ABS-other | US | $7M | – | 0.11 |
| Vantage Specialty Chemicals Inc (VANTAGE SPEC CHEM) | Long | Loan | US | $127K | – | 0.00 |
| VCAT 2021-NPL4 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| VCAT 2021-NPL6 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| Vedanta Resources Finance II PLC | Long | Debt | IN | $640K | – | 0.01 |
| Vedanta Resources Ltd (VEDANTA UK INVESTMENTS) | Long | Debt | IN | $3M | – | 0.04 |
| Velocity Commercial Capital Loan Trust 2018-1 | Long | ABS-mortgage backed security | US | $838K | – | 0.01 |
| Velocity Commercial Capital Loan Trust 2018-1 | Long | ABS-mortgage backed security | US | $450K | – | 0.01 |
| Velocity Commercial Capital Loan Trust 2018-1 | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2019-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Velocity Commercial Capital Loan Trust 2019-1 | Long | ABS-mortgage backed security | US | $620K | – | 0.01 |
| Velocity Commercial Capital Loan Trust 2019-1 | Long | ABS-mortgage backed security | US | $544K | – | 0.01 |
| Venture Global LNG Inc | Long | Debt | US | $969K | – | 0.01 |
| Venture Global LNG Inc | Long | Debt | US | $670K | – | 0.01 |
| Venture Global LNG Inc | Long | Debt | US | $623K | – | 0.01 |
| Veralto Corp | Long | Debt | US | $3M | – | 0.05 |
| Verisk Analytics Inc | Long | Debt | US | $5M | – | 0.08 |
| Verizon Communications Inc | Long | Debt | US | $8M | – | 0.13 |
| Verizon Communications Inc | Long | Debt | US | $1M | – | 0.02 |
| Vestis Corp | Long | Loan | US | $374K | – | 0.01 |
| Viad Corp | Long | Loan | US | $737K | – | 0.01 |
| Viatris Inc | Long | Debt | US | $3M | – | 0.05 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $5M | – | 0.08 |
| Victra Holdings LLC / Victra Finance Corp (VICTRA HLDG/VICTRA FIN) | Long | Debt | US | $2M | – | 0.03 |
| Viking Cruises Ltd | Long | Debt | US | $1M | – | 0.02 |
| Viking Cruises Ltd | Long | Debt | US | $1M | – | 0.02 |
| Virgin Media Bristol LLC | Long | Loan | US | $1M | – | 0.02 |
| Vistra Operations Co LLC | Long | Debt | US | $792K | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $787K | – | 0.01 |
| Vistra Operations Co LLC | Long | Loan | US | $255K | – | 0.00 |
| Vistra Zero Operating Co LLC | Long | Loan | US | $402K | – | 0.01 |
| Vital Energy Inc | Long | Debt | US | $560K | – | 0.01 |
| Vivint Solar Financing VII LLC (Vivint Solar Financing LLC) | Long | ABS-other | US | $9M | – | 0.13 |
| VOLT CIII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| VOLT CV LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| VOLT CVI LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| VOLT XCII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $544K | – | 0.01 |
| VOLT XCVI LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| VOLT XCVII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Voya CLO 2014-1 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| Voya CLO 2017-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| Voya CLO 2018-2 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.06 |
| VT Topco Inc | Long | Debt | US | $668K | – | 0.01 |
| VT Topco Inc | Long | Loan | US | $401K | – | 0.01 |
| Wachovia Bank Commercial Mortgage Trust Series 2006-C29 | Long | ABS-mortgage backed security | US | $27.89 | – | 0.00 |
| Walker & Dunlop, Inc., Senior Secured First Lien Term Loan | Long | Loan | US | $616K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR19 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Wand NewCo 3 Inc | Long | Debt | US | $817K | – | 0.01 |
| Wand NewCo 3 Inc | Long | Loan | US | $448K | – | 0.01 |
| WASH Multifamily Acquisition Inc (WASH MULTIFAM ACQ INC) | Long | Debt | US | $1M | – | 0.02 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust | Long | ABS-mortgage backed security | US | $333K | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-2 Trust | Long | ABS-mortgage backed security | US | $946K | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-3 Trust | Long | ABS-mortgage backed security | US | $518K | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| WaterBridge Midstream Operating LLC | Long | Loan | US | $284K | – | 0.00 |
| WaterBridge NDB Operating LLC | Long | Loan | US | $433K | – | 0.01 |
| WAVE 2019-1 LLC (Wave USA) | Long | ABS-other | US | $8M | – | 0.12 |
| WB Commercial Mortgage Trust 2024-HQ | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Weatherford International Ltd | Long | Debt | US | $1M | – | 0.02 |
| Weir Group PLC/The (WEIR GROUP PLC (THE)) | Long | Debt | GB | $10M | – | 0.15 |
| Wellfleet CLO X LTD (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $8M | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.07 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.07 |
| Wells Fargo Alternative Loan 2007-PA5 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-C31 | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS1 | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-P2 | Long | ABS-mortgage backed security | US | $479K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2018-C45 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2018-C46 | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| Wells Fargo Commercial Mortgage Trust 2018-C47 | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2018-C48 | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| Wells Fargo Commercial Mortgage Trust 2019-C49 | Long | ABS-mortgage backed security | US | $868K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2019-C50 | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| Wells Fargo Commercial Mortgage Trust 2020-C55 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2020-C58 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2020-C58 | Long | ABS-mortgage backed security | US | $852K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2021-C59 | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| Wells Fargo Commercial Mortgage Trust 2021-C61 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Wells Fargo Mortgage Backed Securities 2005-AR14 Trust | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2006-7 Trust | Long | ABS-mortgage backed security | US | $334K | – | 0.01 |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| WestJet Airlines Ltd (KESTREL BIDCO INC) | Long | Loan | CA | $90K | – | 0.00 |
| WestJet Loyalty LP | Long | Loan | CA | $1M | – | 0.02 |
| Westpac Banking Corp | Long | Debt | AU | $5M | – | 0.08 |
| WFRBS Commercial Mortgage Trust 2014-C21 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| WFRBS Commercial Mortgage Trust 2014-C22 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Whatabrands LLC | Long | Loan | US | $1M | – | 0.02 |
| Wheel Pros Inc | Long | Debt | US | $36K | – | 0.00 |
| White Cap Buyer LLC | Long | Loan | US | $226K | – | 0.00 |
| WhiteWater DBR HoldCo LLC | Long | Loan | US | $446K | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $6M | – | 0.10 |
| Willis North America Inc | Long | Debt | US | $9M | – | 0.14 |
| Wind River 2014-1 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| Wind River 2014-3 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.06 |
| Workday Inc | Long | Debt | US | $4M | – | 0.07 |
| WR Grace Holdings LLC (WR GRACE HOLDING LLC) | Long | Debt | US | $941K | – | 0.01 |
| WRKCo Inc | Long | Debt | US | $8M | – | 0.13 |
| WWEX Uni Topco Holdings LLC | Long | Loan | US | $468K | – | 0.01 |
| Wyndham Hotels & Resorts Inc | Long | Debt | US | $1M | – | 0.02 |
| XHR LP | Long | Debt | US | $1M | – | 0.02 |
| XPO Inc | Long | Debt | US | $2M | – | 0.02 |
| Zayo Group Holdings Inc | Long | Loan | US | $578K | – | 0.01 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | DE | $6M | – | 0.09 |
| Ziggo Financing Partnership | Long | Loan | US | $823K | – | 0.01 |
| Zimmer Biomet Holdings Inc | Long | Debt | US | $3M | – | 0.05 |
Address
DoubleLine Funds Trust
2002 N. Tampa St.
Suite 200
Tampa
Florida
33602
United States of America
Websites
Directors
Jeffrey E. Gundlach
John C. Salter
Joseph J. Ciprari
William A. Odell
Yury Friedman
Transfer Agents
U.S. Bancorp Fund Services, LLC
Pricing Services
Thomson Reuters Pricing Service
PricingDirect Inc.
Intercontinental Exchange
Bank Of America Merrill Lynch
IHS Markit Ltd.
Bloomberg Valuation Service
Custodians
U.S. Bank National Association
The Bank of New York Mellon
Shareholder Servicing Agents
U.S. Bancorp Fund Services, LLC
Admins
U.S. Bancorp Fund Services, LLC
Brokers
GOLDMAN SACHS & CO. LLC