LORDABBETT > LORD ABBETT INVESTMENT TRUST
Lord Abbett Inflation Focused Fund
$1.79B
Avg Monthly Net Assets
$933.70M
Total Assets
$77.51M
Total Liabilities
$856.19M
Net Assets
Lord Abbett Inflation Focused Fund is a Mutual Fund in LORD ABBETT INVESTMENT TRUST
from LORDABBETT,
based in New Jersey,
United States of America.
The fund has ten share classes
and monthly net assets of $1.79B.
On July 29th, 2024 it reported 573 holdings, the largest
being Fixed Income Clearing Corp. (2.8%), Exeter Automobile Receivables Trust (1.8%) and DANSKE BANK A/S (1.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000099493 | LIFAX | |
| Class C | C000099494 | LIFCX | |
| Class F | C000099495 | LIFFX | |
| Class F3 | C000188254 | LIFOX | |
| Class I | C000099496 | LIFIX | |
| Class R2 | C000099497 | LIFQX | |
| Class R3 | C000099498 | LIFRX | |
| Class R4 | C000156650 | LIFKX | |
| Class R5 | C000156651 | LIFTX | |
| Class R6 | C000156652 | LIFVX |
Holdings
From latest NPORT-P, filed July 29th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ABN AMRO Bank NV | Long | Debt | NL | $6M | – | 0.65 |
| ABN AMRO Bank NV | Long | Debt | NL | $980K | – | 0.11 |
| ACREC 2021-FL1 Ltd (ACREC 2021-FL1 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.14 |
| AEGON Funding Co LLC | Long | Debt | US | $2M | – | 0.20 |
| AEP Texas Inc | Long | Debt | US | $422K | – | 0.05 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $2M | – | 0.18 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $997K | – | 0.12 |
| AES Corp/The | Long | Debt | US | $3M | – | 0.32 |
| Affirm Asset Securitization Trust 2022-X1 (Affirm Inc) | Long | ABS-other | US | $377K | – | 0.04 |
| Affirm Asset Securitization Trust 2023-B (Affirm Inc) | Long | ABS-other | US | $2M | – | 0.27 |
| AGCO Corp | Long | Debt | US | $215K | – | 0.03 |
| AIB Group PLC | Long | Debt | IE | $1M | – | 0.12 |
| Aircastle Ltd | Long | Debt | BM | $6M | – | 0.73 |
| Aker BP ASA | Long | Debt | NO | $2M | – | 0.25 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $1M | – | 0.17 |
| Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $717K | – | 0.08 |
| Ally Financial Inc | Long | Debt | US | $5M | – | 0.58 |
| Altice France SA | Long | Debt | FR | $617K | – | 0.07 |
| Ameren Corp | Long | Debt | US | $1M | – | 0.12 |
| American Express Credit Account Master Trust | Long | ABS-other | US | $2M | – | 0.29 |
| American Express Credit Account Master Trust | Long | ABS-other | US | $882K | – | 0.10 |
| American Tower Corp | Long | Debt | US | $4M | – | 0.46 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.25 |
| Anchorage Capital CLO 3-R Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $507K | – | 0.06 |
| Angel Oak Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Angel Oak Mortgage Trust 2020-6 | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| Anglo American Capital PLC | Long | Debt | GB | $4M | – | 0.52 |
| Anglo American Capital PLC | Long | Debt | GB | $380K | – | 0.04 |
| Anglo American Capital PLC | Long | Debt | GB | $188K | – | 0.02 |
| Aon Corp | Long | Debt | US | $1M | – | 0.15 |
| Aon North America Inc | Long | Debt | US | $487K | – | 0.06 |
| Apache Corp | Long | Debt | US | $2M | – | 0.28 |
| Apidos CLO XXXI (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.59 |
| Aqua Finance Trust 2021-A | Long | ABS-other | US | $2M | – | 0.24 |
| Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $906K | – | 0.11 |
| Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $764K | – | 0.09 |
| Atalaya Equipment Leasing Trust 21-1 (Atalaya Equipment Leasing Fund I LP) | Long | ABS-other | US | $47K | – | 0.01 |
| Athene Global Funding | Long | Debt | US | $1M | – | 0.12 |
| Atlassian Corp (ATLASSIAN CORPORATION) | Long | Debt | US | $789K | – | 0.09 |
| Australia & New Zealand Banking Group Ltd (AUST & NZ BANKING GROUP) | Long | Debt | AU | $2M | – | 0.26 |
| Aviation Capital Group LLC | Long | Debt | US | $2M | – | 0.27 |
| Aviation Capital Group LLC | Long | Debt | US | $1M | – | 0.15 |
| Aviation Capital Group LLC | Long | Debt | US | $325K | – | 0.04 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $4M | – | 0.44 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $2M | – | 0.25 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $610K | – | 0.07 |
| Bacardi Ltd / Bacardi-Martini BV (BACARDI LTD / MARTINI BV) | Long | Debt | XX | $1M | – | 0.14 |
| BAE Systems PLC | Long | Debt | GB | $590K | – | 0.07 |
| BAE Systems PLC | Long | Debt | GB | $440K | – | 0.05 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $1M | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.67 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.59 |
| Bank of Ireland Group PLC | Long | Debt | IE | $6M | – | 0.67 |
| Bank of Ireland Group PLC | Long | Debt | IE | $4M | – | 0.45 |
| Bank of Ireland Group PLC | Long | Debt | IE | $1M | – | 0.14 |
| BANK5 2023-5YR2 | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| BankUnited Inc | Long | Debt | US | $4M | – | 0.47 |
| Barclays PLC | Long | Debt | GB | $4M | – | 0.43 |
| Barclays PLC | Long | Debt | GB | $3M | – | 0.35 |
| Barclays PLC | Long | Debt | GB | $2M | – | 0.22 |
| Barclays PLC | Long | Debt | GB | $1M | – | 0.13 |
| Barclays PLC | Long | Debt | GB | $1M | – | 0.12 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $2M | – | 0.24 |
| Bayer US Finance II LLC | Long | Debt | US | $4M | – | 0.43 |
| Bayer US Finance LLC | Long | Debt | US | $2M | – | 0.21 |
| Bayer US Finance LLC | Long | Debt | US | $592K | – | 0.07 |
| BBCMS Trust 2015-VFM (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| Benchmark 2024-V6 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| Black Hills Corp | Long | Debt | US | $1M | – | 0.12 |
| Blue Owl Credit Income Corp | Long | Debt | US | $823K | – | 0.10 |
| BlueMountain CLO 2013-2 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $539K | – | 0.06 |
| BlueMountain Fuji US Clo I Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $845K | – | 0.10 |
| BMO 2023-5C2 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $851K | – | 0.10 |
| BNP Paribas SA | Long | Debt | FR | $5M | – | 0.62 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.15 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.12 |
| BNP Paribas SA | Long | Debt | FR | $430K | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $425K | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.16 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.14 |
| Boeing Co/The | Long | Debt | US | $849K | – | 0.10 |
| Boeing Co/The | Long | Debt | US | $668K | – | 0.08 |
| Boeing Co/The | Long | Debt | US | $207K | – | 0.02 |
| Bombardier Inc | Long | Debt | CA | $1M | – | 0.12 |
| BPCE SA | Long | Debt | FR | $7M | – | 0.87 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.33 |
| BPCE SA | Long | Debt | FR | $2M | – | 0.24 |
| BPCE SA | Long | Debt | FR | $705K | – | 0.08 |
| Bread Financial Holdings Inc (BREAD FINANCIAL HLDGS) | Long | Debt | US | $338K | – | 0.04 |
| Brighthouse Financial Global Funding (BRIGHTHSE FIN GLBL FUND) | Long | Debt | US | $1M | – | 0.15 |
| British Airways 2013-1 Class A Pass Through Trust (BRITISH AIR 13-1 A PTT) | Long | Debt | US | $197K | – | 0.02 |
| Broadcom Inc 2023 Term Loan A3 | Long | Loan | US | $2M | – | 0.23 |
| Brooklyn Union Gas Co/The | Long | Debt | US | $3M | – | 0.40 |
| BSPRT 2021-FL7 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.17 |
| Buckeye Partners LP 2024 Term Loan B3 | Long | Loan | US | $865K | – | 0.10 |
| BWAY 2013-1515 Mortgage Trust (BWAY Mortgage Trust) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| BX Commercial Mortgage Trust 2024-XL4 (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.32 |
| BX Trust 2024-CNYN | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| BXHPP Trust 2021-FILM | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| CaixaBank SA | Long | Debt | ES | $538K | – | 0.06 |
| Calpine Corp | Long | Debt | US | $396K | – | 0.05 |
| Capital One Multi-Asset Execution Trust | Long | ABS-other | US | $4M | – | 0.52 |
| Carlyle Global Market Strategies CLO 2014-3-R Ltd | Long | ABS-collateralized bond/debt obligation | KY | $853K | – | 0.10 |
| Carvana Auto Receivables Trust 2021-N1 | Long | ABS-other | US | $126K | – | 0.01 |
| Carvana Auto Receivables Trust 2022-P1 | Long | ABS-other | US | $6M | – | 0.70 |
| Catalent Pharma Solutions Inc 2023 Term Loan B4 | Long | Loan | US | $2M | – | 0.24 |
| CD 2016-CD1 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| CEC Entertainment LLC | Long | Debt | US | $690K | – | 0.08 |
| Cedar Funding V CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.35 |
| Cedar Funding XI Clo Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.38 |
| Celanese US Holdings LLC | Long | Debt | US | $1M | – | 0.15 |
| Centene Corp | Long | Debt | US | $3M | – | 0.34 |
| Centene Corp | Long | Debt | US | $3M | – | 0.30 |
| CenterPoint Energy Inc | Long | Debt | US | $860K | – | 0.10 |
| CFCRE Commercial Mortgage Trust 2016-C4 | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| CFCRE Commercial Mortgage Trust 2016-C6 | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| CFCRE Commercial Mortgage Trust 2016-C7 | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $3M | – | 0.33 |
| Chord Energy Corp | Long | Debt | US | $2M | – | 0.26 |
| CIFC Funding 2013-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.39 |
| CITGO Petroleum Corp | Long | Debt | US | $839K | – | 0.10 |
| Citigroup Commercial Mortgage Trust 2014-GC23 | Long | ABS-mortgage backed security | US | $57.65 | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-GC31 | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.21 |
| Citizens Financial Group Inc | Long | Debt | US | $642K | – | 0.08 |
| Civitas Resources Inc | Long | Debt | US | $455K | – | 0.05 |
| Clarios Global LP / Clarios US Finance Co (CLARIOS GLOBAL LP/US FIN) | Long | Debt | XX | $883K | – | 0.10 |
| CNO Financial Group Inc | Long | Debt | US | $1M | – | 0.17 |
| CNO Global Funding | Long | Debt | US | $1M | – | 0.14 |
| CNO Global Funding | Long | Debt | US | $1M | – | 0.14 |
| Coca-Cola Consolidated Inc | Long | Debt | US | $492K | – | 0.06 |
| Colombia Government International Bonds | Long | Debt | CO | $191K | – | 0.02 |
| Comision Federal de Electricidad | Long | Debt | MX | $565K | – | 0.07 |
| COMM 2012-CCRE4 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $8.61 | – | 0.00 |
| Connecticut Avenue Securities Trust 2024-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Continental Resources Inc/OK | Long | Debt | US | $4M | – | 0.48 |
| Continental Resources Inc/OK | Long | Debt | US | $3M | – | 0.35 |
| Coterra Energy Inc | Long | Debt | US | $522K | – | 0.06 |
| Credit Acceptance Auto Loan Trust 2021-3 | Long | ABS-other | US | $110K | – | 0.01 |
| Credit Agricole SA | Long | Debt | FR | $2M | – | 0.24 |
| Crescent Energy Finance LLC | Long | Debt | US | $874K | – | 0.10 |
| Crown Castle Inc | Long | Debt | US | $1M | – | 0.17 |
| Csail 2015-C2 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| CSAIL 2016-C7 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $138K | – | 0.02 |
| CSMC Trust 2016-NXSR (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| Danske Bank A/S | Long | Debt | DK | $11M | – | 1.30 |
| Danske Bank A/S | Long | Debt | DK | $1M | – | 0.13 |
| Danske Bank A/S | Long | Debt | DK | $576K | – | 0.07 |
| Danske Bank A/S | Long | Debt | DK | $459K | – | 0.05 |
| DBJPM 2016-C3 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $180K | – | 0.02 |
| DBWF 2016-85T Mortgage Trust (DBWF Mortgage Trust) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| DBWF Mortgage Trust | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| DBWF Mortgage Trust | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Dell Equipment Finance Trust 2024-1 | Long | ABS-other | US | $1M | – | 0.14 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $7M | – | 0.83 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $6M | – | 0.67 |
| Diamondback Energy Inc | Long | Debt | US | $352K | – | 0.04 |
| Diamondback Energy Inc | Long | Debt | US | $337K | – | 0.04 |
| Discover Bank | Long | Debt | US | $1M | – | 0.14 |
| Dryden 40 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.35 |
| Dryden Senior Loan Fund | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.24 |
| DTE Energy Co | Long | Debt | US | $2M | – | 0.20 |
| DTE Energy Co | Long | Debt | US | $1M | – | 0.13 |
| Duke Energy Corp | Long | Debt | US | $781K | – | 0.09 |
| Elanco Animal Health Incorporated Term Loan B | Long | Loan | US | $2M | – | 0.25 |
| Element Fleet Management Corp | Long | Debt | CA | $645K | – | 0.08 |
| Enbridge Inc | Long | Debt | CA | $523K | – | 0.06 |
| Endeavor Energy Resources LP / EER Finance Inc | Long | Debt | US | $2M | – | 0.27 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.23 |
| Engie SA | Long | Debt | FR | $450K | – | 0.05 |
| EnLink Midstream LLC | Long | Debt | US | $2M | – | 0.21 |
| EnLink Midstream Partners LP | Long | Debt | US | $996K | – | 0.12 |
| Entegris Inc | Long | Debt | US | $1M | – | 0.15 |
| EPR Properties | Long | Debt | US | $3M | – | 0.38 |
| EQM Midstream Partners LP | Long | Debt | US | $89K | – | 0.01 |
| EQT Corp | Long | Debt | US | $4M | – | 0.48 |
| EQT Corp | Long | Debt | US | $3M | – | 0.33 |
| Equitable Financial Life Global Funding | Long | Debt | US | $2M | – | 0.28 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $2M | – | 0.23 |
| Everi Holdings Inc | Long | Debt | US | $2M | – | 0.23 |
| Exeter Automobile Receivables Trust 2020-2 | Long | ABS-other | US | $15M | – | 1.79 |
| Exeter Automobile Receivables Trust 2021-1 | Long | ABS-other | US | $66K | – | 0.01 |
| Exeter Automobile Receivables Trust 2024-3 | Long | ABS-other | US | $485K | – | 0.06 |
| F&G Annuities & Life Inc | Long | Debt | US | $1M | – | 0.17 |
| F&G Annuities & Life Inc | Long | Debt | US | $590K | – | 0.07 |
| F&G Global Funding | Long | Debt | US | $3M | – | 0.39 |
| F&G Global Funding | Long | Debt | US | $1M | – | 0.16 |
| F&G Global Funding | Long | Debt | US | $990K | – | 0.12 |
| FactSet Research Systems Inc | Long | Debt | US | $918K | – | 0.11 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $785K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $197K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $173K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 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 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $2M | – | 0.25 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $1M | – | 0.17 |
| Fells Point Funding Trust | Long | Debt | US | $3M | – | 0.30 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $1M | – | 0.12 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $24M | – | 2.75 |
| Fleetcor Technologies Operating Company LLC 2021 Term Loan B4 | Long | Loan | US | $1M | – | 0.17 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.17 |
| Ford Motor Credit Co LLC | Long | Debt | US | $823K | – | 0.10 |
| Foundry JV Holdco LLC | Long | Debt | US | $306K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.02 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $721K | – | 0.08 |
| GA Global Funding Trust | Long | Debt | US | $4M | – | 0.46 |
| GA Global Funding Trust | Long | Debt | US | $1M | – | 0.16 |
| GA Global Funding Trust | Long | Debt | US | $1M | – | 0.12 |
| Galaxy XIX CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $604K | – | 0.07 |
| GATX Corp | Long | Debt | US | $380K | – | 0.04 |
| Gen Digital Inc 2021 Term Loan A | Long | Loan | US | $2M | – | 0.27 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $1M | – | 0.16 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $1M | – | 0.14 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $813K | – | 0.09 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $696K | – | 0.08 |
| Generate CLO 2 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $931K | – | 0.11 |
| Genesis Energy LP / Genesis Energy Finance Corp (GENESIS ENERGY LP/FIN) | Long | Debt | US | $287K | – | 0.03 |
| Genpact Luxembourg SARL/Genpact USA Inc (GEN LUX SARL/GEN USA INC) | Long | Debt | LU | $253K | – | 0.03 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.14 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.14 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.12 |
| Glencore Funding LLC | Long | Debt | US | $991K | – | 0.12 |
| Global Payments Inc | Long | Debt | US | $809K | – | 0.09 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $1M | – | 0.15 |
| GM Financial Automobile Leasing Trust 2022-2 | Long | ABS-other | US | $1M | – | 0.14 |
| GM Financial Consumer Automobile Receivables Trust 2024-1 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $1M | – | 0.12 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.48 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.45 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.27 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $260.85 | – | 0.00 |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-1 (GREAT AMERICA LEASING RECEIVABLES) | Long | ABS-other | US | $3M | – | 0.35 |
| Greenko Dutch BV | Long | Debt | NL | $1M | – | 0.16 |
| Greystone CRE Notes 2021-FL3 Ltd (Greystone Commercial Real Estate Notes) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.24 |
| GS Mortgage Securities Corp Trust 2017-GPTX (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $245K | – | 0.03 |
| GS Mortgage Securities Corp Trust 2021-ROSS (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.33 |
| GS Mortgage Securities Corp Trust 2021-ROSS (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $188K | – | 0.02 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GXO Logistics Inc | Long | Debt | US | $1M | – | 0.13 |
| HAT Holdings I LLC / HAT Holdings II LLC (HAT HOLDINGS I LLC/HAT) | Long | Debt | US | $2M | – | 0.22 |
| HCA Inc | Long | Debt | US | $3M | – | 0.40 |
| HCA Inc | Long | Debt | US | $609K | – | 0.07 |
| HEICO Corp | Long | Debt | US | $770K | – | 0.09 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $3M | – | 0.39 |
| HF Sinclair Corp | Long | Debt | US | $1M | – | 0.17 |
| HGI CRE CLO 2021-FL2 Ltd (HGI CRE CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.17 |
| HMH Trust 2017-NSS | Long | ABS-mortgage backed security | US | $815K | – | 0.10 |
| HMH Trust 2017-NSS | Long | ABS-mortgage backed security | US | $427K | – | 0.05 |
| HMH Trust 2017-NSS | Long | ABS-mortgage backed security | US | $260K | – | 0.03 |
| HMH Trust 2017-NSS | Long | ABS-mortgage backed security | US | $167K | – | 0.02 |
| Honda Auto Receivables 2023-4 Owner Trust (Honda Auto Receivables Owner Trust) | Long | ABS-other | US | $1M | – | 0.12 |
| HONO 2021-LULU Mortgage Trust (HONO Mortgage Trust) | Long | ABS-mortgage backed security | US | $677K | – | 0.08 |
| HSBC Holdings PLC | Long | Debt | GB | $1M | – | 0.14 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $763K | – | 0.09 |
| Huntington National Bank/The | Long | Debt | US | $4M | – | 0.50 |
| Hyundai Auto Lease Securitization Trust 2024-A | Long | ABS-other | US | $2M | – | 0.28 |
| Hyundai Capital America | Long | Debt | US | $2M | – | 0.24 |
| Hyundai Capital America | Long | Debt | US | $2M | – | 0.22 |
| Hyundai Capital America | Long | Debt | US | $2M | – | 0.19 |
| Hyundai Capital America | Long | Debt | US | $2M | – | 0.18 |
| Hyundai Capital America | Long | Debt | US | $1M | – | 0.13 |
| Hyundai Capital America | Long | Debt | US | $961K | – | 0.11 |
| Hyundai Capital America | Long | Debt | US | $796K | – | 0.09 |
| Hyundai Capital America | Long | Debt | US | $579K | – | 0.07 |
| Icon Investments Six DAC | Long | Debt | IE | $527K | – | 0.06 |
| Icon Investments Six DAC | Long | Debt | IE | $500K | – | 0.06 |
| Illumina Inc | Long | Debt | US | $2M | – | 0.22 |
| Illumina Inc | Long | Debt | US | $2M | – | 0.22 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $5M | – | 0.59 |
| ING Groep NV | Long | Debt | NL | $3M | – | 0.35 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $3M | – | 0.33 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $6M | – | 0.69 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $1M | – | 0.13 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $504.13 | – | 0.00 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $2M | – | 0.22 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $833K | – | 0.10 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $0.56 | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $446K | – | 0.05 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $273K | – | 0.03 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $186K | – | 0.02 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $853K | – | 0.10 |
| JPMBB Commercial Mortgage Securities Trust 2014-C24 | Long | ABS-mortgage backed security | US | $809.12 | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C29 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP7 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $147K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $512K | – | 0.06 |
| Kinder Morgan Inc | Long | Debt | US | $493K | – | 0.06 |
| Kite Realty Group Trust | Long | Debt | US | $2M | – | 0.20 |
| KKR Clo 24 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.58 |
| KKR CLO 40 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.28 |
| KODIT Global 2024-1 Co Ltd | Long | Debt | KR | $1M | – | 0.12 |
| KREF 2021-FL2 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.13 |
| Las Vegas Sands Corp | Long | Debt | US | $2M | – | 0.18 |
| Las Vegas Sands Corp | Long | Debt | US | $338K | – | 0.04 |
| Lendmark Funding Trust 2021-1 | Long | ABS-other | US | $4M | – | 0.49 |
| Lendmark Funding Trust 2022-1 | Long | ABS-other | US | $6M | – | 0.67 |
| LFT CRE 2021-FL1 Ltd (LFT CRE LLC) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.18 |
| LFT CRE 2021-FL1 Ltd (LFT CRE LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.14 |
| LG Electronics Inc | Long | Debt | KR | $314K | – | 0.04 |
| Liberty Utilities Co | Long | Debt | US | $677K | – | 0.08 |
| Lloyds Banking Group PLC | Long | Debt | GB | $5M | – | 0.59 |
| Lloyds Banking Group PLC | Long | Debt | GB | $757K | – | 0.09 |
| Long: B30802543 IRS USD R V 12MUSCPI 330802545 CCPINFLATIONZERO / Short: B30802543 IRS USD P F 2.49500 330802544 CCPINFLATIONZERO (Intercontinental Exchange, Inc.) | Derivative-interest rate | US | $79K | – | 0.01 | |
| Long: B77133434 IRS USD R V 12MSOFR 277133436 CCPOIS / Short: B77133434 IRS USD P F 3.87160 277133435 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $1M | – | 0.12 | |
| Long: BL0R05UM3 IRS USD R V 12MUSCPI SL0R05UM3_FLO CCPINFLATIONZERO / Short: BL0R05UM3 IRS USD P F 2.11200 SL0R05UM3_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $691K | – | 0.08 | |
| Long: BL1O5LIK7 IRS USD R V 12MUSCPI SL1O5LIK7_INF CCPINFLATIONZERO / Short: BL1O5LIK7 IRS USD P F 2.40750 SL1O5LIK7_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $481K | – | 0.06 | |
| Long: BL1S4SDH6 IRS USD R V 12MUSCPI SL1S4SDH6_INF CCPINFLATIONZERO / Short: BL1S4SDH6 IRS USD P F 2.37450 SL1S4SDH6_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $983K | – | 0.11 | |
| Long: BL1S5GC17 IRS USD R V 12MUSCPI SL1S5GC17_FLO CCPINFLATIONZERO / Short: BL1S5GC17 IRS USD P F 1.97600 SL1S5GC17_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.17 | |
| Long: BL324TGX1 IRS USD R V 12MUSCPI SL324TGX1_INF CCPINFLATIONZERO / Short: BL324TGX1 IRS USD P F 2.31000 SL324TGX1_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.12 | |
| Long: BL394VT90 IRS USD R V 12MUSCPI INF_SL394VT90 CCPINFLATIONZERO / Short: BL394VT90 IRS USD P F 2.43650 FIX_SL394VT90 CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $875K | – | 0.10 | |
| Long: BL3A3GHT0 IRS USD R V 12MUSCPI SL3A3GHT0_INF CCPINFLATIONZERO / Short: BL3A3GHT0 IRS USD P F 2.37000 SL3A3GHT0_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $3M | – | 0.30 | |
| Long: BL3A3GNQ9 IRS USD R V 12MUSCPI SL3A3GNQ9_INF CCPINFLATIONZERO / Short: BL3A3GNQ9 IRS USD P F 2.40000 SL3A3GNQ9_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $983K | – | 0.11 | |
| Long: BL3A3HZE1 IRS USD R V 12MUSCPI SL3A3HZE1_INF CCPINFLATIONZERO / Short: BL3A3HZE1 IRS USD P F 2.38000 SL3A3HZE1_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $992K | – | 0.12 | |
| Long: BL3B47AI8 IRS USD R V 12MUSCPI SL3B47AI8_INF CCPINFLATIONZERO / Short: BL3B47AI8 IRS USD P F 2.34100 SL3B47AI8_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.12 | |
| Long: BL3H5Y773 IRS USD R V 12MUSCPI SL3H5Y773_INF CCPINFLATIONZERO / Short: BL3H5Y773 IRS USD P F 1.75600 SL3H5Y773_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.16 | |
| Long: BL3H75RJ6 IRS USD R V 12MUSCPI INF_SL3H75RJ6 CCPINFLATIONZERO / Short: BL3H75RJ6 IRS USD P F 2.70000 FIX_SL3H75RJ6 CCPINFLATIONZERO (Intercontinental Exchange, Inc.) | Derivative-interest rate | US | $769K | – | 0.09 | |
| Long: BL3X43A99 IRS USD R V 12MUSCPI SL3X43A99_INF CCPINFLATIONZERO / Short: BL3X43A99 IRS USD P F 2.10700 SL3X43A99_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $691K | – | 0.08 | |
| Long: BL4G51XI3 IRS USD R V 12MUSCPI INF_SL4G51XI3 CCPINFLATIONZERO / Short: BL4G51XI3 IRS USD P F 2.66500 FIX_SL4G51XI3 CCPINFLATIONZERO (Intercontinental Exchange, Inc.) | Derivative-interest rate | US | $324K | – | 0.04 | |
| Long: BL4K5UVM3 IRS USD R V 12MUSCPI SL4K5UVM3_INF CCPINFLATIONZERO / Short: BL4K5UVM3 IRS USD P F 2.35250 SL4K5UVM3_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.12 | |
| Long: BL4Q4AK39 IRS USD R V 12MUSCPI SL4Q4AK39_INF CCPINFLATIONZERO / Short: BL4Q4AK39 IRS USD P F 2.38400 SL4Q4AK39_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $988K | – | 0.12 | |
| Long: BL4R0BSM9 IRS USD R V 12MUSCPI SL4R0BSM9_INF CCPINFLATIONZERO / Short: BL4R0BSM9 IRS USD P F 2.39000 SL4R0BSM9_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $967K | – | 0.11 | |
| Long: BL4R0DXA5 IRS USD R V 12MUSCPI SL4R0DXA5_INF CCPINFLATIONZERO / Short: BL4R0DXA5 IRS USD P F 2.26900 SL4R0DXA5_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.14 | |
| Long: BL4R0Z0Y0 IRS USD R V 12MUSCPI SL4R0Z0Y0_FLO CCPINFLATIONZERO / Short: BL4R0Z0Y0 IRS USD P F 2.08500 SL4R0Z0Y0_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.16 | |
| Long: BL514MB78 IRS USD R V 12MUSCPI SL514MB78_INF CCPINFLATIONZERO / Short: BL514MB78 IRS USD P F 2.34500 SL514MB78_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.12 | |
| Long: BL6K7XV76 IRS USD R V 12MUSCPI SL6K7XV76_FLO CCPINFLATIONZERO / Short: BL6K7XV76 IRS USD P F 2.51000 SL6K7XV76_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $2M | – | 0.21 | |
| Long: BL9J07PS1 IRS USD R V 12MUSCPI SL9J07PS1_FLO CCPINFLATIONZERO / Short: BL9J07PS1 IRS USD P F 2.49250 SL9J07PS1_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $2M | – | 0.27 | |
| Long: BL9J0A358 IRS USD R V 12MUSCPI INF_SL9J0A358 CCPINFLATIONZERO / Short: BL9J0A358 IRS USD P F 2.63750 FIX_SL9J0A358 CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $953K | – | 0.11 | |
| Long: BLA219FL7 IRS USD R V 12MUSCPI SLA219FL7_INF CCPINFLATIONZERO / Short: BLA219FL7 IRS USD P F 2.39300 SLA219FL7_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $969K | – | 0.11 | |
| Long: BLDT3LMV6 IRS USD R V 12MUSCPI SLDT3LMV6_INF CCPINFLATIONZERO / Short: BLDT3LMV6 IRS USD P F 2.28500 SLDT3LMV6_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.13 | |
| Long: BLF506BX0 IRS USD R V 12MUSCPI INF_SLF506BX0 CCPINFLATIONZERO / Short: BLF506BX0 IRS USD P F 2.50000 FIX_SLF506BX0 CCPINFLATIONZERO (Intercontinental Exchange, Inc.) | Derivative-interest rate | US | $679K | – | 0.08 | |
| Long: BLFH0QW82 IRS USD R V 12MUSCPI INF_SLFH0QW82 CCPINFLATIONZERO / Short: BLFH0QW82 IRS USD P F 3.15000 FIX_SLFH0QW82 CCPINFLATIONZERO (Intercontinental Exchange, Inc.) | Derivative-interest rate | US | $2M | – | 0.20 | |
| Long: BLK00JAS9 IRS USD R V 12MUSCPI INF_SLK00JAS9 CCPINFLATIONZERO / Short: BLK00JAS9 IRS USD P F 2.60500 FIX_SLK00JAS9 CCPINFLATIONZERO (Intercontinental Exchange, Inc.) | Derivative-interest rate | US | $217K | – | 0.03 | |
| Long: BLMH2AG02 IRS USD R V 12MUSCPI SLMH2AG02_INF CCPINFLATIONZERO / Short: BLMH2AG02 IRS USD P F 2.39625 SLMH2AG02_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $978K | – | 0.11 | |
| Long: BLP30N2P4 IRS USD R V 12MUSCPI SLP30N2P4_FLO CCPINFLATIONZERO / Short: BLP30N2P4 IRS USD P F 2.55900 SLP30N2P4_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $2M | – | 0.22 | |
| Long: BLP824HS1 IRS USD R V 03MSOFR SLP824HS1_FLO CCPOIS / Short: BLP824HS1 IRS USD P F .17314 SLP824HS1_FIX CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $12K | – | 0.00 | |
| Long: BLYH0DHW4 IRS USD R V 12MUSCPI SLYH0DHW4_FLO CCPINFLATIONZERO / Short: BLYH0DHW4 IRS USD P F 2.11250 SLYH0DHW4_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $656K | – | 0.08 | |
| Long: BLYP18FO6 IRS USD R V 12MUSCPI INF_SLYP18FO6 CCPINFLATIONZERO / Short: BLYP18FO6 IRS USD P F 2.85000 FIX_SLYP18FO6 CCPINFLATIONZERO (Intercontinental Exchange, Inc.) | Derivative-interest rate | US | $-30K | – | -0.00 | |
| Long: BLZE034R7 IRS USD R V 12MUSCPI SLZE034R7_INF CCPINFLATIONZERO / Short: BLZE034R7 IRS USD P F 2.11900 SLZE034R7_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $2M | – | 0.24 | |
| Long: S02952750 IRS USD R F 4.26354 302952752 CCPOIS / Short: S02952750 IRS USD P V 12MSOFR 302952751 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-558K | – | -0.07 | |
| Long: S09992639 IRS USD R F 5.01250 309992641 CCPOIS / Short: S09992639 IRS USD P V 12MSOFR 309992640 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-296K | – | -0.03 | |
| Long: S16746158 IRS USD R F 4.71780 316746160 CCPOIS / Short: S16746158 IRS USD P V 12MSOFR 316746159 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-329K | – | -0.04 | |
| Long: S53964651 CDS USD R F 1.00000 253964652 CCPCDX / Short: S53964651 CDS USD P V 03MEVENT 253964653 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $163K | – | 0.02 | |
| Long: SL1O52ND9 IRS USD R V 12MUSCPI SL1O52ND9_INF INFLATIONZERO / Short: SL1O52ND9 IRS USD P F 2.39250 SL1O52ND9_FIX INFLATIONZERO (Barclays Bank PLC) | Derivative-interest rate | US | $520K | – | 0.06 | |
| Long: SL1O55C10 IRS USD R V 12MUSCPI SL1O55C10_INF INFLATIONZERO / Short: SL1O55C10 IRS USD P F 2.34750 SL1O55C10_FIX INFLATIONZERO (Bank of America NA) | Derivative-interest rate | US | $546K | – | 0.06 | |
| Long: SL1O55ZD9 IRS USD R V 12MUSCPI SL1O55ZD9_INF INFLATIONZERO / Short: SL1O55ZD9 IRS USD P F 2.30125 SL1O55ZD9_FIX INFLATIONZERO (Bank of America NA) | Derivative-interest rate | US | $545K | – | 0.06 | |
| Long: SL324D5J9 IRS USD R V 12MUSCPI SL324D5J9_INF INFLATIONZERO / Short: SL324D5J9 IRS USD P F 1.67600 SL324D5J9_FIX INFLATIONZERO (Bank of America NA) | Derivative-interest rate | US | $3M | – | 0.31 | |
| Long: SL324HP66 IRS USD R V 12MUSCPI SL324HP66_INF INFLATIONZERO / Short: SL324HP66 IRS USD P F 2.35400 SL324HP66_FIX INFLATIONZERO (Barclays Bank PLC) | Derivative-interest rate | US | $1M | – | 0.13 | |
| Long: SL332WCZ3 IRS USD R V 12MUSCPI SL332WCZ3_INF INFLATIONZERO / Short: SL332WCZ3 IRS USD P F 3.01000 SL332WCZ3_FIX INFLATIONZERO (Deutsche Bank AG) | Derivative-interest rate | US | $-1M | – | -0.15 | |
| Long: SL333HBB9 IRS USD R V 12MUSCPI SL333HBB9_INF INFLATIONZERO / Short: SL333HBB9 IRS USD P F 2.12750 SL333HBB9_FIX INFLATIONZERO (Barclays Bank PLC) | Derivative-interest rate | GB | $1M | – | 0.14 | |
| Long: SL3A2HFF1 IRS USD R V 12MUSCPI SL3A2HFF1_INF INFLATIONZERO / Short: SL3A2HFF1 IRS USD P F 1.96000 SL3A2HFF1_FIX INFLATIONZERO (Barclays Bank PLC) | Derivative-interest rate | GB | $1M | – | 0.14 | |
| Long: SL3A3AVU4 IRS USD R V 12MUSCPI SL3A3AVU4_INF INFLATIONZERO / Short: SL3A3AVU4 IRS USD P F 2.21300 SL3A3AVU4_FIX INFLATIONZERO (Bank of America NA) | Derivative-interest rate | US | $678K | – | 0.08 | |
| Long: SL3V0V7A6 IRS USD R V 12MUSCPI SL3V0V7A6_INF INFLATIONZERO / Short: SL3V0V7A6 IRS USD P F 2.27500 SL3V0V7A6_FIX INFLATIONZERO (Bank of America NA) | Derivative-interest rate | US | $2M | – | 0.26 | |
| Long: SL3X1UXF3 IRS USD R V 00MCPURN CPURNSA0.00BPS / Short: SL3X1UXF3 IRS USD P F 2.75000 (Deutsche Bank Securities, Inc.) | Derivative-interest rate | US | $-197K | – | -0.02 | |
| Long: SL3X39J98 IRS USD R V 12MUSCPI SL3X39J98_INF INFLATIONZERO / Short: SL3X39J98 IRS USD P F 1.74650 SL3X39J98_FIX INFLATIONZERO (Bank of America NA) | Derivative-interest rate | US | $3M | – | 0.39 | |
| Long: SL3X3E808 IRS USD R V 12MUSCPI SL3X3E808_INF INFLATIONZERO / Short: SL3X3E808 IRS USD P F 2.20500 SL3X3E808_FIX INFLATIONZERO (Barclays Bank PLC) | Derivative-interest rate | US | $2M | – | 0.20 | |
| Long: SL3Y2P745 IRS USD R F 2.06250 SL3Y2P745_FIX INFLATIONZERO / Short: SL3Y2P745 IRS USD P V 12MUSCPI SL3Y2P745_INF INFLATIONZERO (Goldman Sachs & Co. LLC) | Derivative-interest rate | US | $-2M | – | -0.18 | |
| Long: SL3Z35H28 IRS USD R V 12MUSCPI SL3Z35H28_INF INFLATIONZERO / Short: SL3Z35H28 IRS USD P F 2.23000 SL3Z35H28_FIX INFLATIONZERO (Goldman Sachs & Co. LLC) | Derivative-interest rate | US | $1M | – | 0.13 | |
| Long: SL4F38CS3 IRS USD R V 12MUSCPI CPI URBAN CONSUMER / Short: SL4F38CS3 IRS USD P F 2.94500 SL4F38CS3_FIX INFLATIONZERO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-1M | – | -0.15 | |
| Long: SL4K5ADF2 IRS USD R V 12MUSCPI SL4K5ADF2_INF INFLATIONZERO / Short: SL4K5ADF2 IRS USD P F 2.15900 SL4K5ADF2_FIX INFLATIONZERO (Barclays Bank PLC) | Derivative-interest rate | US | $2M | – | 0.21 | |
| Long: SL4Q2ZCQ4 IRS USD R V 12MUSCPI SL4Q2ZCQ4_INF INFLATIONZERO / Short: SL4Q2ZCQ4 IRS USD P F 2.51750 SL4Q2ZCQ4_FIX INFLATIONZERO (Deutsche Bank AG) | Derivative-interest rate | US | $603K | – | 0.07 | |
| Long: SL5D2CZF IRS USD R V 00MCPURN CPURNSA / Short: SL5D2CZF IRS USD P F 2.46500 (Deutsche Bank Securities, Inc.) | Derivative-interest rate | US | $150K | – | 0.02 | |
| Long: SL5D3V4U0 IRS USD R V 12MUSCPI SL5D3V4U0_INF INFLATIONZERO / Short: SL5D3V4U0 IRS USD P F 2.40950 SL5D3V4U0_FIX INFLATIONZERO (Barclays Bank PLC) | Derivative-interest rate | US | $1M | – | 0.12 | |
| Long: SL6K6KUQ4 IRS USD R F .18350 SL6K6KUQ4_FIX CCPOIS / Short: SL6K6KUQ4 IRS USD P V 03MFEDL SL6K6KUQ4_FLO CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-12K | – | -0.00 | |
| Long: SL8M3AGQ9 IRS USD R V 12MUSCPI SL8M3AGQ9_INF INFLATIONZERO / Short: SL8M3AGQ9 IRS USD P F 2.39750 SL8M3AGQ9_FIX INFLATIONZERO (Bank of America NA) | Derivative-interest rate | US | $519K | – | 0.06 | |
| Long: SLB6242Q0 IRS USD R V 12MUSCPI SLB6242Q0_INF INFLATIONZERO / Short: SLB6242Q0 IRS USD P F 2.15750 SLB6242Q0_FIX INFLATIONZERO (Barclays Bank PLC) | Derivative-interest rate | US | $1M | – | 0.14 | |
| Long: SLDT09FJ1 IRS USD R V 01MCPI01 CPI URBAN CONSUMER / Short: SLDT09FJ1 IRS USD P F 2.86400 (Credit Suisse Securities LLC) | Derivative-interest rate | US | $-482K | – | -0.06 | |
| Long: SLFI22IE4 IRS USD R F 1.64500 SLFI22IE4_FIX INFLATIONZERO / Short: SLFI22IE4 IRS USD P V 12MUSCPI SLFI22IE4_INF INFLATIONZERO (Bank of America NA) | Derivative-interest rate | US | $-2M | – | -0.29 | |
| Long: SLFI2I9M1 IRS USD R V 12MUSCPI SLFI2I9M1_INF INFLATIONZERO / Short: SLFI2I9M1 IRS USD P F 2.22750 SLFI2I9M1_FIX INFLATIONZERO (Barclays Bank PLC) | Derivative-interest rate | US | $2M | – | 0.20 | |
| Long: SLFI2J7B5 IRS USD R V 12MUSCPI SLFI2J7B5_INF INFLATIONZERO / Short: SLFI2J7B5 IRS USD P F 2.20700 SLFI2J7B5_FIX INFLATIONZERO (Barclays Bank PLC) | Derivative-interest rate | US | $2M | – | 0.27 | |
| Long: SLMH0CO1 IRS USD R V 00MCPURN CPURNSA 0.00BPS / Short: SLMH0CO1 IRS USD P F 2.50500 (Deutsche Bank Securities, Inc.) | Derivative-interest rate | US | $106K | – | 0.01 | |
| Long: SLMH1ULY9 IRS USD R V 12MUSCPI SLMH1ULY9_INF INFLATIONZERO / Short: SLMH1ULY9 IRS USD P F 2.35000 SLMH1ULY9_FIX INFLATIONZERO (Goldman Sachs & Co. LLC) | Derivative-interest rate | US | $1M | – | 0.14 | |
| Long: SLNE1S2Q8 IRS USD R V 12MUSCPI SLNE1S2Q8_INF INFLATIONZERO / Short: SLNE1S2Q8 IRS USD P F 2.29750 SLNE1S2Q8_FIX INFLATIONZERO (Bank of America NA) | Derivative-interest rate | US | $547K | – | 0.06 | |
| Long: SLP80VDL2 IRS USD R F 1.81300 SLP80VDL2_FIX INFLATIONZERO / Short: SLP80VDL2 IRS USD P V 12MUSCPI SLP80VDL2_INF INFLATIONZERO (B.A. Securities, Inc.) | Derivative-interest rate | PH | $-810K | – | -0.09 | |
| Long: SLQG18MK5 IRS USD R V 12MUSCPI SLQG18MK5_INF INFLATIONZERO / Short: SLQG18MK5 IRS USD P F 2.10000 SLQG18MK5_FIX INFLATIONZERO (Bank of America NA) | Derivative-interest rate | US | $1M | – | 0.14 | |
| Long: SLUC01LF7 IRS USD R V 00MCPURN SLUC01LF7_FL INFLATIONZERO / Short: SLUC01LF7 IRS USD P F 1.87400 SLUC01LF7_FIX INFLATIONZERO (Barclays Bank PLC) | Derivative-interest rate | US | $2M | – | 0.18 | |
| LPL Holdings Inc | Long | Debt | US | $1M | – | 0.16 |
| LPL Holdings Inc | Long | Debt | US | $335K | – | 0.04 |
| LSTAR Commercial Mortgage Trust 2016-4 | Long | ABS-mortgage backed security | US | $159K | – | 0.02 |
| LSTAR Commercial Mortgage Trust 2016-4 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| LSTAR Commercial Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $854K | – | 0.10 |
| Macquarie Group Ltd | Long | Debt | AU | $7M | – | 0.79 |
| Macquarie Group Ltd | Long | Debt | AU | $376K | – | 0.04 |
| Magnetite XXII Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.47 |
| Magnetite Xxix Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.12 |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp (MAGNOLIA OIL GAS/MAG FIN) | Long | Debt | US | $2M | – | 0.27 |
| Manufacturers & Traders Trust Co (MANUF & TRADERS TRUST CO) | Long | Debt | US | $4M | – | 0.50 |
| Marathon Oil Corp | Long | Debt | US | $876K | – | 0.10 |
| Mariner Finance Issuance Trust 2021-B | Long | ABS-other | US | $3M | – | 0.35 |
| Marlette Funding Trust 2021-3 | Long | ABS-other | US | $688K | – | 0.08 |
| Mauser Packaging Solutions Holding Co | Long | Debt | US | $201K | – | 0.02 |
| MEG Energy Corp | Long | Debt | CA | $1M | – | 0.14 |
| Mercedes-Benz Auto Lease Trust 2024-A | Long | ABS-other | US | $2M | – | 0.25 |
| Met Tower Global Funding | Long | Debt | US | $511K | – | 0.06 |
| MF1 2021-FL7 Ltd (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | KY | $792K | – | 0.09 |
| MF1 2024-FL14 LLC (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.27 |
| MGIC Investment Corp | Long | Debt | US | $729K | – | 0.09 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $965K | – | 0.11 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| Morgan Stanley Capital I Trust 2016-UB11 | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| MSCG Trust 2015-ALDR | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| NatWest Group PLC | Long | Debt | GB | $2M | – | 0.27 |
| NatWest Group PLC | Long | Debt | GB | $515K | – | 0.06 |
| NatWest Group PLC | Long | Debt | GB | $343K | – | 0.04 |
| NatWest Markets PLC | Long | Debt | GB | $838K | – | 0.10 |
| Navient Corp | Long | Debt | US | $3M | – | 0.40 |
| Navient Corp | Long | Debt | US | $730K | – | 0.09 |
| Navient Private Education Refi Loan Trust 2020-F (Navient Student Loan Trust) | Long | ABS-other | US | $365K | – | 0.04 |
| Navient Private Education Refi Loan Trust 2021-c (Navient Student Loan Trust) | Long | ABS-other | US | $2M | – | 0.26 |
| Navient Private Education Refi Loan Trust 2022-A (Navient Student Loan Trust) | Long | ABS-other | US | $5M | – | 0.55 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $2M | – | 0.28 |
| New Residential Mortgage Loan Trust 2020-NQM1 | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| Newark BSL CLO 2 Ltd (Newark BSL CLO 2 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.28 |
| Nexstar Media Inc | Long | Debt | US | $533K | – | 0.06 |
| Niagara Mohawk Power Corp | Long | Debt | US | $2M | – | 0.27 |
| NMI Holdings Inc | Long | Debt | US | $341K | – | 0.04 |
| NRG Energy Inc | Long | Debt | US | $4M | – | 0.49 |
| Nuveen Finance LLC | Long | Debt | US | $3M | – | 0.39 |
| Nuveen LLC | Long | Debt | US | $444K | – | 0.05 |
| Octagon Investment Partners 32 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.39 |
| Octagon Investment Partners XIV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $243K | – | 0.03 |
| Octagon Investment Partners XXI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.22 |
| Octane Receivables Trust 2021-1 | Long | ABS-other | US | $55K | – | 0.01 |
| Octane Receivables Trust 2022-1 | Long | ABS-other | US | $2M | – | 0.21 |
| Octane Receivables Trust 2022-2 | Long | ABS-other | US | $1M | – | 0.16 |
| OGE Energy Corp | Long | Debt | US | $345K | – | 0.04 |
| OGX Austria GmbH | Long | Debt | AT | $4.5 | – | 0.00 |
| One New York Plaza Trust 2020-1NYP | Long | ABS-mortgage backed security | US | $389K | – | 0.05 |
| OneMain Direct Auto Receivables Trust 2019-1 | Long | ABS-other | US | $9M | – | 1.07 |
| OneMain Direct Auto Receivables Trust 2021-1 | Long | ABS-other | US | $3M | – | 0.38 |
| OneMain Financial Issuance Trust 2018-2 | Long | ABS-other | US | $31K | – | 0.00 |
| OneMain Financial Issuance Trust 2019-2 | Long | ABS-other | US | $2M | – | 0.25 |
| OneMain Financial Issuance Trust 2022-3 | Long | ABS-other | US | $5M | – | 0.64 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $2M | – | 0.20 |
| Ovintiv Inc | Long | Debt | US | $2M | – | 0.24 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $4M | – | 0.47 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $642K | – | 0.07 |
| Pagaya AI Debt Trust 2022-1 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $930K | – | 0.11 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $3M | – | 0.34 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $443K | – | 0.05 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $362K | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.40 |
| Petroleos Mexicanos | Long | Debt | MX | $731K | – | 0.09 |
| PFS Financing Corp (PFS Financing Corp.) | Long | ABS-other | US | $966K | – | 0.11 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $783K | – | 0.09 |
| Prosus NV | Long | Debt | NL | $2M | – | 0.22 |
| Puget Energy Inc | Long | Debt | US | $4M | – | 0.53 |
| PVH Corp | Long | Debt | US | $5M | – | 0.64 |
| Qorvo Inc | Long | Debt | US | $517K | – | 0.06 |
| Radian Group Inc | Long | Debt | US | $817K | – | 0.10 |
| Rakuten Group Inc | Long | Debt | JP | $634K | – | 0.07 |
| Range Resources Corp | Long | Debt | US | $1M | – | 0.16 |
| Regal Rexnord Corp | Long | Debt | US | $2M | – | 0.26 |
| Regal Rexnord Corp | Long | Debt | US | $2M | – | 0.18 |
| Regatta XIV Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.36 |
| Residential Mortgage Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| RGA Global Funding | Long | Debt | US | $661K | – | 0.08 |
| Rolls-Royce PLC | Long | Debt | GB | $400K | – | 0.05 |
| Rolls-Royce PLC | Long | Debt | GB | $241K | – | 0.03 |
| Romark CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.59 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $564K | – | 0.07 |
| RR 8 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.32 |
| Ryder System Inc | Long | Debt | US | $349K | – | 0.04 |
| Santander Holdings USA Inc | Long | Debt | US | $2M | – | 0.24 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $3M | – | 0.38 |
| SBNA Auto Lease Trust 2024-A | Long | ABS-other | US | $4M | – | 0.52 |
| SCF Equipment Leasing 2021-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $1M | – | 0.13 |
| SCF Equipment Leasing 2021-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $212K | – | 0.02 |
| SCF Equipment Leasing 2022-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $5M | – | 0.54 |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp (SITIO ROYAL OP / SIT FIN) | Long | Debt | US | $1M | – | 0.16 |
| Sizzling Platter LLC / Sizzling Platter Finance Corp (SIZZLING PLATT/FIN CO) | Long | Debt | US | $1M | – | 0.15 |
| SM Energy Co | Long | Debt | US | $2M | – | 0.19 |
| Societe Generale SA | Long | Debt | FR | $2M | – | 0.23 |
| Solvay Finance America LLC (SOLVAY FINANCE (AMERICA)) | Long | Debt | US | $420K | – | 0.05 |
| Solventum Corp | Long | Debt | US | $2M | – | 0.21 |
| Solventum Corp | Long | Debt | US | $1M | – | 0.13 |
| Southwest Gas Corp | Long | Debt | US | $1M | – | 0.15 |
| Sprint Capital Corp | Long | Debt | US | $2M | – | 0.21 |
| Standard Chartered PLC | Long | Debt | GB | $2M | – | 0.29 |
| Standard Chartered PLC | Long | Debt | GB | $613K | – | 0.07 |
| Starwood Mortgage Residential Trust 2020-1 | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Starwood Mortgage Residential Trust 2021-2 | Long | ABS-mortgage backed security | US | $925K | – | 0.11 |
| Suncor Energy Inc | Long | Debt | CA | $3M | – | 0.33 |
| Swedbank AB | Long | Debt | SE | $1M | – | 0.17 |
| Synchrony Card Funding LLC (Synchrony Card Issuance Trust) | Long | ABS-other | US | $2M | – | 0.27 |
| System Energy Resources Inc | Long | Debt | US | $8M | – | 0.94 |
| Tapestry Inc | Long | Debt | US | $2M | – | 0.18 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $3M | – | 0.34 |
| TCI-Flatiron Clo 2018-1 Ltd (TCI-Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $425K | – | 0.05 |
| Tengizchevroil Finance Co International Ltd (TENGIZCHEVROIL FIN CO IN) | Long | Debt | BM | $2M | – | 0.22 |
| TICP CLO IX Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $408K | – | 0.05 |
| Toll Brothers Finance Corp (TOLL BROS FINANCE CORP) | Long | Debt | US | $2M | – | 0.22 |
| Trans-Allegheny Interstate Line Co | Long | Debt | US | $2M | – | 0.29 |
| Triton Container International Ltd | Long | Debt | BM | $4M | – | 0.42 |
| Triton Container International Ltd | Long | Debt | BM | $3M | – | 0.29 |
| Triumph Group Inc | Long | Debt | US | $1M | – | 0.17 |
| Truist Financial Corp | Long | Debt | US | $1M | – | 0.16 |
| Truist Financial Corp | Long | Debt | US | $560K | – | 0.07 |
| Tyson Foods Inc | Long | Debt | US | $273K | – | 0.03 |
| Uber Technologies Inc | Long | Debt | US | $1M | – | 0.17 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.40 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.30 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.14 |
| UBS Group AG | Long | Debt | CH | $766K | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $510K | – | 0.06 |
| UniCredit SpA | Long | Debt | IT | $2M | – | 0.28 |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-79K | – | -0.01 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-135K | – | -0.02 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-135K | – | -0.02 | |
| US Bancorp | Long | Debt | US | $2M | – | 0.29 |
| US Bancorp | Long | Debt | US | $2M | – | 0.21 |
| US Bancorp | Long | Debt | US | $433K | – | 0.05 |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-176K | – | -0.02 | |
| Venture 33 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.38 |
| Venture Global LNG Inc | Long | Debt | US | $665K | – | 0.08 |
| Veralto Corp | Long | Debt | US | $1M | – | 0.14 |
| Verus Securitization Trust 2020-1 | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| Verus Securitization Trust 2021-R2 | Long | ABS-mortgage backed security | US | $372K | – | 0.04 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $6M | – | 0.76 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $2M | – | 0.29 |
| Viper Energy Inc | Long | Debt | US | $3M | – | 0.33 |
| Vistra Operations Co LLC | Long | Debt | US | $4M | – | 0.45 |
| Viterra Finance BV | Long | Debt | NL | $7M | – | 0.80 |
| Viterra Finance BV | Long | Debt | NL | $4M | – | 0.47 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $1M | – | 0.15 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $993K | – | 0.12 |
| Vornado Realty LP | Long | Debt | US | $1M | – | 0.17 |
| Warnermedia Holdings Inc | Long | Debt | US | $939K | – | 0.11 |
| Warnermedia Holdings Inc | Long | Debt | US | $386K | – | 0.05 |
| WEA Finance LLC / Westfield UK & Europe Finance PLC (WEA FINANCE LLC/WESTFIEL) | Long | Debt | US | $5M | – | 0.62 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.59 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $982K | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $857K | – | 0.10 |
| Wells Fargo Commercial Mortgage Trust 2015-C29 | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-C29 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-LC24 | Long | ABS-mortgage backed security | US | $134K | – | 0.02 |
| Western Midstream Operating LP | Long | Debt | US | $461K | – | 0.05 |
| Westlake Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $834K | – | 0.10 |
| Westlake Flooring Master Trust | Long | ABS-other | US | $2M | – | 0.21 |
| WFRBS Commercial Mortgage Trust 2014-C21 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Wind River 2013-1 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.16 |
| World Financial Network Credit Card Master Trust | Long | ABS-other | US | $1M | – | 0.15 |
Address
LORD ABBETT INVESTMENT TRUST
90 HUDSON STREET
JERSEY CITY
New Jersey
07302
United States of America
Websites
Directors
Julie A. Hill
James M. McTaggart
Karla M. Rabusch
Douglas B. Sieg
Lorin Patrick Taylor Radtke
Charles O. Prince
Kathleen M. Lutito
Mark A. Schmid
Leah Song Richardson
James L.L. Tullis
Evelyn E. Guernsey
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
S&P Global Inc.
Bloomberg L.P.
London Stock Exchange Group PLC
ICE Data Services, Inc.
PricingDirect Inc.
Custodians
State Street Bank and Trust Company
Clearstream Banking S.A.
Standard Chartered Bank (Hong Kong) Limited
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Admins
Lord, Abbett & Co. LLC
Brokers
Flow Traders B.V.
UBS Securities LLC
Barclays Capital Inc.
Jefferies LLC
SG Americas Securities, LLC
BofA Securities, Inc.
Goldman Sachs & Co. LLC
Jane Street Capital, LLC
Citigroup Global Markets Inc.
Virtu Americas LLC