TCW Family of Investment Companies > METROPOLITAN WEST FUNDS
Metropolitan West Unconstrained Bond Fund
$2.69B
Avg Monthly Net Assets
$2.82B
Total Assets
$291.14M
Total Liabilities
$2.53B
Net Assets
Metropolitan West Unconstrained Bond Fund is a Mutual Fund in METROPOLITAN WEST FUNDS
from TCW Family of Investment Companies,
based in California,
United States of America.
The fund has three share classes
and monthly net assets of $2.69B.
On August 21st, 2024 it reported 829 holdings, the largest
being TREASURY BILL (2.0%), TREASURY BILL (1.9%) and Government National Mortgage A (1.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000105186 | MWCIX | |
| Class M | C000105185 | MWCRX | |
| Plan Class | C000218402 | MWCPX |
Holdings
From latest NPORT-P, filed August 21st, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-3M | – | -0.10 | |
| 1011778 BC ULC (1011778 BC Unlimited Liability Company) | Long | Loan | CA | $1M | – | 0.04 |
| 1345 Avenue of the Americas & Park Avenue Plaza Trust (1345 Ave of the Americas & Par) | Long | ABS-mortgage backed security | US | $8M | – | 0.30 |
| 1375209 BC Ltd | Long | Debt | CA | $2M | – | 0.10 |
| 245 Park Avenue Trust 2017-245P (Park Avenue Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| 321 Henderson Receivables VI LLC (321 Henderson Receivables LLC) | Long | ABS-other | US | $126K | – | 0.00 |
| 8th Avenue Food & Provisions Inc | Long | Loan | US | $133K | – | 0.01 |
| A10 Bridge Asset Financing 2021-D (A10 Securitization) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| ABFC 2007-WMC1 Trust (Asset Backed Funding Certifica) | Long | ABS-other | US | $11M | – | 0.43 |
| ABFC 2007-WMC1 Trust (Asset Backed Funding Certifica) | Long | ABS-other | US | $2M | – | 0.09 |
| ACE Securities Corp Home Equity Loan Trust Series 2006-HE3 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| ACE Securities Corp Home Equity Loan Trust Series 2006-NC3 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $13M | – | 0.53 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $12M | – | 0.47 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $837K | – | 0.03 |
| ACRISURE LLC | Long | Loan | US | $2M | – | 0.07 |
| Acrisure LLC / Acrisure Finance Inc (ACRISURE LLC / FIN INC) | Long | Debt | US | $981K | – | 0.04 |
| Add Hero Holdings Ltd | Long | Debt | VG | $21K | – | 0.00 |
| Add Hero Holdings Ltd | Long | Debt | VG | $11K | – | 0.00 |
| Add Hero Holdings Ltd | Long | Debt | VG | $9K | – | 0.00 |
| Adjustable Rate Mortgage Trust 2005-4 | Long | ABS-mortgage backed security | US | $893K | – | 0.04 |
| Adjustable Rate Mortgage Trust 2007-1 | Long | ABS-mortgage backed security | US | $833K | – | 0.03 |
| ADMI Corp | Long | Loan | US | $547K | – | 0.02 |
| Adtalem Global Education Inc | Long | Debt | US | $1M | – | 0.05 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $9M | – | 0.36 |
| AGNC Investment Corp | Long | Equity-common | US | $6M | 582K | 0.22 |
| AI Aqua Merger Sub Inc (Osmosis Buyer Limited) | Long | Loan | US | $382K | – | 0.02 |
| Allegro CLO XII Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.21 |
| Alliant Energy Finance LLC | Long | Debt | US | $7M | – | 0.28 |
| Alternative Loan Trust 2005-74T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Alternative Loan Trust 2005-76 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Alternative Loan Trust 2006-HY12 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Altice France SA | Long | Debt | FR | $647K | – | 0.03 |
| Altice France SA/France (Numericable U.S. LLC) | Long | Loan | FR | $450K | – | 0.02 |
| Amentum Government Services Holdings LLC | Long | Loan | US | $1M | – | 0.05 |
| American Airlines 2015-2 Class AA Pass Through Trust (AMER AIRLN 15-2 AA PTT) | Long | Debt | US | $2M | – | 0.07 |
| American Assets Trust LP | Long | Debt | US | $3M | – | 0.13 |
| American Express Co | Long | Debt | US | $2M | – | 0.09 |
| American Home Mortgage Investment Trust 2006-1 | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| American Home Mortgage Investment Trust 2006-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| American Homes 4 Rent LP | Long | Debt | US | $3M | – | 0.10 |
| American Tower Corp | Long | Debt | US | $3M | – | 0.10 |
| American Tower Corp | Long | Debt | US | $1M | – | 0.05 |
| AMSR 2020-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $10M | – | 0.40 |
| AMSR 2020-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $6M | – | 0.23 |
| AMSR 2022-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $9M | – | 0.36 |
| AmWINS Group Inc | Long | Loan | US | $3M | – | 0.11 |
| Annington Funding PLC | Long | Debt | GB | $2M | – | 0.07 |
| Annington Funding PLC | Long | Debt | GB | $667K | – | 0.03 |
| Aoyuan New Shares | Long | Equity-common | HK | $8K | 409K | 0.00 |
| Arches Buyer Inc | Long | Loan | US | $560K | – | 0.02 |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $2M | – | 0.10 | |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $753K | – | 0.03 | |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $273K | – | 0.01 | |
| Argent Securities Trust 2006-W3 (Argent Securities Inc.) | Long | ABS-other | US | $11M | – | 0.42 |
| ASP Blade Holdings Inc | Long | Loan | US | $392K | – | 0.02 |
| Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE9 | Long | ABS-mortgage backed security | US | $894K | – | 0.04 |
| Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2006-HE5 | Long | ABS-mortgage backed security | US | $8M | – | 0.33 |
| Asurion LLC | Long | Loan | US | $1M | – | 0.05 |
| Asurion LLC | Long | Loan | US | $973K | – | 0.04 |
| Asurion LLC | Long | Loan | US | $278K | – | 0.01 |
| AthenaHealth Group Inc | Long | Loan | US | $437K | – | 0.02 |
| Athene Global Funding | Long | Debt | US | $3M | – | 0.12 |
| Athene Global Funding | Long | Debt | US | $2M | – | 0.08 |
| Athene Global Funding | Long | Debt | US | $1M | – | 0.05 |
| Aveanna Healthcare LLC | Long | Loan | US | $3M | – | 0.11 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $5M | – | 0.19 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $3M | – | 0.14 |
| AVOLON TLB BORROWER 1 US (Avolon TLB Borrower 1 (US) LLC) | Long | Loan | US | $456K | – | 0.02 |
| Bacardi Ltd | Long | Debt | BM | $1M | – | 0.05 |
| BAMLL Commercial Mortgage Securities Trust 2015-200P (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| BAMLL Commercial Mortgage Securities Trust 2015-200P (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| BAMLL Commercial Mortgage Securities Trust 2018-PARK (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $7M | – | 0.29 |
| BAMLL Commercial Mortgage Securities Trust 2020-BHP3 (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| BAMLL Commercial Mortgage Securities Trust 2020-BOC (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $959K | – | 0.04 |
| Banc of America Alternative Loan Trust 2003-8 | Long | ABS-mortgage backed security | US | $326K | – | 0.01 |
| Banc of America Funding 2006-D Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $516K | – | 0.02 |
| Banc of America Funding Corp (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $8M | – | 0.31 |
| Banc of America Mortgage 2005-K Trust (Banc of America Mortgage Secur) | Long | ABS-mortgage backed security | US | $468K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $10M | – | 0.41 |
| Bank of America Corp | Long | Debt | US | $7M | – | 0.29 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.24 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.16 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $566K | – | 0.02 |
| Barings CLO Ltd 2020-IV (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.33 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.12 |
| Bausch + Lomb Corp (Bausch & Lomb Corporation) | Long | Loan | CA | $305K | – | 0.01 |
| Bayer US Finance II LLC | Long | Debt | US | $3M | – | 0.11 |
| Bayer US Finance II LLC | Long | Debt | US | $2M | – | 0.09 |
| Bayer US Finance II LLC | Long | Debt | US | $2M | – | 0.08 |
| Bayer US Finance II LLC | Long | Debt | US | $2M | – | 0.06 |
| Bayer US Finance LLC | Long | Debt | US | $4M | – | 0.15 |
| BCAP LLC Trust 2007-AA1 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Bear Stearns ALT-A Trust 2005-2 | Long | ABS-mortgage backed security | US | $610K | – | 0.02 |
| Bear Stearns ALT-A Trust 2005-8 | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Bear Stearns ARM Trust 2005-9 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $713K | – | 0.03 |
| Bear Stearns Asset Backed Securities I Trust 2005-AC6 | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| Bear Stearns Asset Backed Securities I Trust 2006-AC2 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Bear Stearns Mortgage Funding Trust 2007-AR4 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Bear Stearns Mortgage Funding Trust 2007-AR4 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Becle SAB de CV (BECLE SA DE CV) | Long | Debt | MX | $4M | – | 0.14 |
| Berry Global Inc | Long | Debt | US | $2M | – | 0.09 |
| Berry Global Inc | Long | Debt | US | $546K | – | 0.02 |
| Berry Global Inc | Long | Debt | US | $96K | – | 0.00 |
| BERRY GLOBAL INC | Long | Loan | US | $2M | – | 0.07 |
| Blackrock Rainier CLO VI Ltd (Blackrock Rainier CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.40 |
| Blackstone Industrial Portfolio - Proj Foxtrot | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $1M | – | 0.05 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $1M | – | 0.05 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $1M | – | 0.05 |
| BlueMountain Fuji US Clo I Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.22 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.10 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.05 |
| BOOST NEWCO BORROWER LLC | Long | Loan | US | $315K | – | 0.01 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $1M | – | 0.06 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $1M | – | 0.05 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $1M | – | 0.05 |
| BUZZ FINCO LLC (Buzz Merger Sub Ltd) | Long | Loan | US | $350K | – | 0.01 |
| BW Gas & Convenience Holdings LLC | Long | Loan | US | $3M | – | 0.14 |
| BX Commercial Mortgage Trust 2020-VIVA (BX Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.31 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| BXHPP Trust 2021-FILM | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| C-BASS 2006-CB9 TRUST (Credit-Based Asset Servicing a) | Long | ABS-other | US | $3M | – | 0.12 |
| C-BASS 2007-CB1 TRUST (Credit-Based Asset Servicing a) | Long | ABS-other | US | $642K | – | 0.03 |
| C-BASS 2007-CB4 Trust (Credit-Based Asset Servicing a) | Long | ABS-other | US | $182K | – | 0.01 |
| C-BASS 2007-CB5 Trust (Credit-Based Asset Servicing a) | Long | ABS-other | US | $738K | – | 0.03 |
| C-BASS Mortgage Loan Trust 2007-CB2 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $2M | – | 0.09 |
| C-BASS Mortgage Loan Trust 2007-CB2 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $529K | – | 0.02 |
| C-BASS Mortgage Loan Trust 2007-CB3 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $2M | – | 0.07 |
| C&W Senior Finance Ltd | Long | Debt | KY | $288K | – | 0.01 |
| Cable One Inc | Long | Debt | US | $1M | – | 0.05 |
| CAESARS ENTERTAIN INC (Caesars Entertainment, Inc.) | Long | Loan | US | $1M | – | 0.05 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $10M | – | 0.38 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $8M | – | 0.33 |
| CARDEN TL 1L USD (Carestream Dental Equipment Inc) | Long | Loan | US | $2M | – | 0.09 |
| Carestream Dental Inc (Carestream Dental Equipment Inc) | Long | Loan | US | $530K | – | 0.02 |
| Carrington Mortgage Loan Trust Series 2006-NC4 | Long | ABS-other | US | $12M | – | 0.49 |
| Carrington Mortgage Loan Trust Series 2006-OPT1 | Long | ABS-other | US | $491K | – | 0.02 |
| Carvana Auto Receivables Trust 2021-N3 | Long | ABS-other | US | $1M | – | 0.06 |
| Carvana Auto Receivables Trust 2021-N4 | Long | ABS-other | US | $2M | – | 0.06 |
| Carvana Auto Receivables Trust 2021-P4 | Long | ABS-other | US | $3M | – | 0.12 |
| Carvana Auto Receivables Trust 2022-N1 | Long | ABS-other | US | $6M | – | 0.22 |
| Carvana Auto Receivables Trust 2022-P2 | Long | ABS-other | US | $8M | – | 0.32 |
| Carvana Auto Receivables Trust 2023-P3 | Long | ABS-other | US | $3M | – | 0.12 |
| Cascade MH Asset Trust 2022-MH1 | Long | ABS-other | US | $6M | – | 0.23 |
| Catalent Pharma Solutions Inc | Long | Debt | US | $3M | – | 0.10 |
| Catalent Pharma Solutions Inc | Long | Loan | US | $1M | – | 0.05 |
| CBRE Global Investors Open-Ended Funds SCA SICAV-SIF-Pan European Core Fund (CBRE GI OPEN END FUND) | Long | Debt | LU | $1M | – | 0.05 |
| CCI Buyer Inc | Long | Loan | US | $1M | – | 0.06 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $2M | – | 0.07 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $208K | – | 0.01 |
| CD 2016-CD1 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| CENTRAL PARENT INC (Central Parent LLC) | Long | Loan | US | $297K | – | 0.01 |
| Charles Schwab Corp/The | Long | Debt | US | $2M | – | 0.08 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $4M | – | 0.14 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.10 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.08 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $809K | – | 0.03 |
| Chase Mortgage Finance Trust Series 2007-A1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $327K | – | 0.01 |
| CHEMOURS CO/THE (Chemours Company (The)) | Long | Loan | US | $510K | – | 0.02 |
| China Aoyuan Group Ltd | Long | Debt | KY | $6K | – | 0.00 |
| China Aoyuan Group Ltd | Long | Equity-common | CN | $3K | 164K | 0.00 |
| China Aoyuan Group Ltd | Long | Debt | KY | $3K | – | 0.00 |
| China Aoyuan Group Ltd | Long | Debt | KY | $967 | – | 0.00 |
| China SCE Group Holdings Ltd (CHINA SCE GRP HLDGS LTD) | Long | Debt | KY | $52K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-3 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| CHL Mortgage Pass-Through Trust 2005-9 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| CIFC Funding 2014 Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.34 |
| CIM Trust 2019-R3 | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| CIM Trust 2020-R1 | Long | ABS-mortgage backed security | US | $8M | – | 0.32 |
| CIM Trust 2020-R3 | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| CIM Trust 2020-R6 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| CIM Trust 2020-R7 | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| CIM Trust 2021-NR3 | Long | ABS-other | US | $2M | – | 0.09 |
| CIM Trust 2021-NR4 | Long | ABS-other | US | $10M | – | 0.38 |
| CIM Trust 2021-R3 | Long | ABS-mortgage backed security | US | $14M | – | 0.54 |
| CIM Trust 2021-R4 | Long | ABS-mortgage backed security | US | $8M | – | 0.31 |
| CIM Trust 2021-R4 | Long | ABS-mortgage backed security | US | $7M | – | 0.29 |
| CIM Trust 2021-R5 | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| CIM Trust 2023-NR1 | Long | ABS-other | US | $11M | – | 0.43 |
| CIM Trust 2023-R1 | Long | ABS-mortgage backed security | US | $11M | – | 0.44 |
| CIM Trust 2023-R3 | Long | ABS-mortgage backed security | US | $9M | – | 0.35 |
| CIT Education Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $883K | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $194K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.13 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.08 |
| Citigroup Mortgage Loan Trust 2005-9 | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2006-HE3 | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Citigroup Mortgage Loan Trust 2006-HE3 | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| CITY BREWING CO LLC (City Brewing Company LLC) | Long | Loan | US | $748K | – | 0.03 |
| CITY BREWING CO LLC | Long | Loan | US | $548K | – | 0.02 |
| CITY BREWING CO LLC (BrewCo Borrower LLC) | Long | Loan | US | $253K | – | 0.01 |
| CLEAN HARBORS INC | Long | Loan | US | $1M | – | 0.05 |
| Cleco Power LLC | Long | Debt | US | $828K | – | 0.03 |
| Clover CLO 2018-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.37 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $2M | – | 0.06 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $1M | – | 0.05 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $207K | – | 0.01 |
| Comision Federal de Electricidad | Long | Debt | MX | $523K | – | 0.02 |
| COMM 2012-CCRE4 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $786.92 | – | 0.00 |
| COMM 2017-PANW Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| COMM 2020-CBM Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| CommScope Inc | Long | Debt | US | $751K | – | 0.03 |
| Connecticut Avenue Securities Trust 2019-R06 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| Connecticut Avenue Securities Trust 2021-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Corevest American Finance 2019-3 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $29K | – | 0.00 |
| Corevest American Finance 2020-1 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $5M | – | 0.19 |
| Corevest American Finance 2020-4 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $773K | – | 0.03 |
| Corevest American Finance 2020-4 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $630K | – | 0.02 |
| CoreVest American Finance 2021-3 Trust (CoreVest American Finance Trus) | Long | ABS-other | US | $3M | – | 0.11 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $3M | – | 0.12 |
| Costa Rica Government International Bond | Long | Debt | CR | $666K | – | 0.03 |
| County of Miami-Dade FL Aviation Revenue (MIAMI-DADE CNTY FL AVIATION RE) | Long | Debt | US | $2M | – | 0.07 |
| County of Miami-Dade FL Aviation Revenue (MIAMI-DADE CNTY FL AVIATION RE) | Long | Debt | US | $1M | – | 0.06 |
| County of Miami-Dade FL Aviation Revenue (MIAMI-DADE CNTY FL AVIATION RE) | Long | Debt | US | $811K | – | 0.03 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $486K | – | 0.02 |
| CSAIL 2019-C16 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| CSC Holdings LLC | Long | Debt | US | $2M | – | 0.09 |
| CSC Holdings LLC | Long | Debt | US | $875K | – | 0.03 |
| CSC Holdings LLC | Long | Loan | US | $750K | – | 0.03 |
| CSC Holdings LLC | Long | Debt | US | $621K | – | 0.02 |
| CSC Holdings LLC | Long | Debt | US | $381K | – | 0.02 |
| CSC Holdings LLC | Long | Debt | US | $286K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $184K | – | 0.01 |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2004-AR5 (Credit Suisse First Boston Mor) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| CSMC 2020-RPL2 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.34 |
| CSMC 2021-BPNY (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.45 |
| CSMC 2021-RPL7 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| CSMC 2022-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.36 |
| CSMC Mortgage-Backed Trust 2006-8 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CSMC Mortgage-Backed Trust Series 2006-1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| CSMCM 2022-RPL1 Trust (CSMCM Trust Certificates) | Long | ABS-mortgage backed security | US | $384K | – | 0.02 |
| CSMCM Trust (CSMCM Trust Certificates) | Long | ABS-mortgage backed security | US | $10M | – | 0.40 |
| CT Technologies Intermediate Holdings Inc | Long | Loan | US | $921K | – | 0.04 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $6M | – | 0.22 |
| Deerfield Dakota Holding LLC | Long | Loan | US | $198K | – | 0.01 |
| Digital Dutch Finco BV | Long | Debt | NL | $2M | – | 0.09 |
| Digital Intrepid Holding BV | Long | Debt | NL | $872K | – | 0.03 |
| DOLP Trust 2021-NYC | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Dominican Republic International Bond | Long | Debt | DO | $4M | – | 0.14 |
| Dominican Republic International Bond | Long | Debt | DO | $538K | – | 0.02 |
| Dominion Energy Inc | Long | Debt | US | $3M | – | 0.10 |
| DROP Mortgage Trust 2021-FILE | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| DSLA Mortgage Loan Trust 2004-AR4 | Long | ABS-mortgage backed security | US | $309K | – | 0.01 |
| DSLA Mortgage Loan Trust 2005-AR6 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| DSLA Mortgage Loan Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| DSLA Mortgage Loan Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $940K | – | 0.04 |
| DTI Holdco Inc (DTI Holdco, Inc.) | Long | Loan | US | $242K | – | 0.01 |
| Duke Energy Corp | Long | Debt | US | $4M | – | 0.16 |
| Duke Energy Corp | Long | Debt | US | $4M | – | 0.16 |
| EagleView Technology Corp (EagleView Technology Corportion) | Long | Loan | US | $5M | – | 0.19 |
| Ecopetrol SA | Long | Debt | CO | $806K | – | 0.03 |
| Element Materials Technology Group US Holdings Inc (Element Materials Technology Group US Holding Inc) | Long | Loan | US | $267K | – | 0.01 |
| Element Materials Technology Group US Holdings Inc (Element Materials Technology Group US Holding Inc) | Long | Loan | US | $123K | – | 0.00 |
| Elmwood CLO 30 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.24 |
| ELO SACA | Long | Debt | FR | $4M | – | 0.15 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.13 |
| Energy Transfer LP | Long | Debt | US | $885K | – | 0.04 |
| Ephios Subco 3 Sarl (EPHIOS SUBCO SARL) | Long | Debt | LU | $411K | – | 0.02 |
| EUR/USD FORWARD (The Bank of New York Mellon) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-201K | – | -0.01 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-333K | – | -0.01 | |
| EURO-BUXL 30Y BND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-75K | – | -0.00 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-10K | – | -0.00 | |
| Everi Holdings Inc | Long | Debt | US | $1M | – | 0.05 |
| Exeter Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $6M | – | 0.25 |
| Extra Space Storage LP | Long | Debt | US | $2M | – | 0.09 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $31M | – | 1.24 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $26M | – | 1.02 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $26M | – | 1.01 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $25M | – | 0.99 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $25M | – | 0.99 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $21M | – | 0.84 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $19M | – | 0.77 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.84 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.81 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.66 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.63 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.50 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.50 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.48 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 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 | $1K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $843.19 | – | 0.00 |
| Farmers Exchange Capital | Long | Debt | US | $143K | – | 0.01 |
| Farmers Exchange Capital II (FARMERS EXCHANGE CAP II) | Long | Debt | US | $2M | – | 0.09 |
| Farmers Insurance Exchange (FARMERS INS EXCH) | Long | Debt | US | $3M | – | 0.11 |
| Ferrellgas LP / Ferrellgas Finance Corp (FERRELLGAS LP/FERRELLGAS) | Long | Debt | US | $3M | – | 0.11 |
| Fidelity Government Portfolio | Long | Short-term investment vehicle | US | $690K | 690K | 0.03 |
| Finance Department Government of Sharjah (FIN DEPT GOVT SHARJAH) | Long | Debt | AE | $2M | – | 0.07 |
| First Brands Group LLC (First Brands Group LLC(f/k/a TRICO GROUP LLC)) | Long | Loan | US | $249K | – | 0.01 |
| First Frankin Mortgage Loan Trust 2006-FF4 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $764K | – | 0.03 |
| First Franklin Mortgage Loan Trust 2006-FF13 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $7M | – | 0.29 |
| First Franklin Mortgage Loan Trust 2006-FF5 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $3M | – | 0.12 |
| First Franklin Mortgage Loan Trust 2006-FF9 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $9M | – | 0.35 |
| First Franklin Mortgage Loan Trust Series 2006-FF18 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $584K | – | 0.02 |
| First Franklin Mortgage Loan Trust Series 2007-FF1 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $2M | – | 0.08 |
| First Franklin Mortgage Loan Trust Series 2007-FF2 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $243K | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2004-AA3 | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2004-AA3 | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA10 | Long | ABS-mortgage backed security | US | $502K | – | 0.02 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA12 | Long | ABS-mortgage backed security | US | $522K | – | 0.02 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA3 | Long | ABS-mortgage backed security | US | $727K | – | 0.03 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA7 | Long | ABS-mortgage backed security | US | $938K | – | 0.04 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA8 | Long | ABS-mortgage backed security | US | $867K | – | 0.03 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA9 | Long | ABS-mortgage backed security | US | $673K | – | 0.03 |
| First Horizon Mortgage Pass-Through Trust 2005-AR4 | Long | ABS-mortgage backed security | US | $745K | – | 0.03 |
| First Horizon Mortgage Pass-Through Trust 2005-AR5 | Long | ABS-mortgage backed security | US | $389K | – | 0.02 |
| First Horizon Mortgage Pass-Through Trust 2007-AR2 | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $3M | – | 0.10 |
| FirstEnergy Transmission LLC | Long | Debt | US | $3M | – | 0.11 |
| Flexential Issuer 2021-1 (Flexential Issuer, LLC) | Long | ABS-other | US | $9M | – | 0.35 |
| Flutter Treasury Designated Activity Co (FLUTTER TREASURY DAC) | Long | Debt | IE | $545K | – | 0.02 |
| Fontainebleau Miami Beach Trust 2019-FBLU | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Multifamily PC REMIC Trust 2019-P002 (Freddie Mac Multiclass Certifi) | Long | ABS-mortgage backed security | US | $848K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $913K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $872K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $861K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $790K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $772K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $695K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $694K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $475K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $31M | – | 1.24 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $31M | – | 1.24 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $25M | – | 0.98 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.83 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.66 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.40 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.33 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7K | – | 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 | $2K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| FREMF 2019-KF71 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $638K | – | 0.03 |
| FREMF 2020-KF75 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FREMF 2020-KF88 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Fresenius Finance Ireland PLC (FRESENIUS FIN IRELAND PL) | Long | Debt | IE | $875K | – | 0.03 |
| Frontier Communications Holdings LLC | Long | Debt | US | $2M | – | 0.08 |
| Frontier Communications Holdings LLC | Long | Debt | US | $1M | – | 0.05 |
| Frontier Communications Holdings LLC (Frontier Communications Corporation) | Long | Loan | US | $510K | – | 0.02 |
| Frontier Communications Holdings LLC | Long | Debt | US | $376K | – | 0.01 |
| FRTKL 2021-SFR1 | Long | ABS-other | US | $8M | – | 0.33 |
| Gainwell Acquisition Corp | Long | Loan | US | $2M | – | 0.08 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $1M | – | 0.06 |
| GBP/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| GBX Leasing 2022-1 LLC (GBX Leasing 2022-1 LLC.) | Long | ABS-other | US | $8M | – | 0.32 |
| Gen Digital Inc (Nortonlifelock Inc) | Long | Loan | US | $1M | – | 0.05 |
| General Electric Co | Long | Debt | US | $10M | – | 0.39 |
| GGAM Finance Ltd | Long | Debt | KY | $2M | – | 0.07 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $32M | – | 1.26 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25M | – | 1.00 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20M | – | 0.79 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13M | – | 0.52 |
| Global Payments Inc | Long | Debt | US | $1M | – | 0.05 |
| Global SC Finance II SRL (Global SC Finance SRL) | Long | ABS-other | BB | $21K | – | 0.00 |
| Global Switch Finance BV | Long | Debt | NL | $4M | – | 0.17 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $6M | – | 0.25 |
| GMACM Mortgage Loan Trust 2005-AR5 (GMAC Mortgage Corporation Loan) | Long | ABS-mortgage backed security | US | $631K | – | 0.02 |
| GMACM Mortgage Loan Trust 2006-AR1 (GMAC Mortgage Corporation Loan) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Goal Capital Funding Trust 2006-1 | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| GoldenTree Loan Management US CLO 20 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.21 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $16M | – | 0.62 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $6M | – | 0.22 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.16 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $946.12 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $84.26 | – | 0.00 |
| Grace Trust 2020-GRCE (Gracechurch Mortgage Finance P) | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| Grace Trust 2020-GRCE (Gracechurch Mortgage Finance P) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Greenpoint Manufactured Housing | Long | ABS-other | US | $3M | – | 0.10 |
| GreenPoint Mortgage Funding Trust Series 2007-AR1 | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| GREYSTAR REAL ESTATE PARTNERS LLC (Greystar Real Estate Partners, LLC) | Long | Loan | US | $1M | – | 0.05 |
| Grifols SA | Long | Debt | ES | $3M | – | 0.10 |
| Grifols Worldwide Operations USA Inc | Long | Loan | US | $1M | – | 0.05 |
| GS Mortgage Securities Corp Trust 2020-UPTN (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GS Mortgage Securities Corp Trust 2023-FUN (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| GSAMP Trust 2007-FM2 | Long | ABS-other | US | $9M | – | 0.37 |
| GSCG Trust 2019-600C | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| GSR Mortgage Loan Trust 2005-7F | Long | ABS-mortgage backed security | US | $333.74 | – | 0.00 |
| GSR Mortgage Loan Trust 2005-AR4 | Long | ABS-mortgage backed security | US | $260K | – | 0.01 |
| GSR Mortgage Loan Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $3M | – | 0.12 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $1M | – | 0.05 |
| H-Food Holdings LLC / Hearthside Finance Co Inc (H-FOOD HOLDNG/HEARTHSIDE) | Long | Debt | US | $245K | – | 0.01 |
| HANESBRANDS INC | Long | Loan | US | $721K | – | 0.03 |
| HarborView Mortgage Loan Trust 2005-10 | Long | ABS-mortgage backed security | US | $584K | – | 0.02 |
| HarborView Mortgage Loan Trust 2006-7 | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| HarborView Mortgage Loan Trust 2007-6 | Long | ABS-mortgage backed security | US | $7M | – | 0.29 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $2M | – | 0.09 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $2M | – | 0.07 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $579K | – | 0.02 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $303K | – | 0.01 |
| HEALTHPEAK OP LLC (Healthpeak Properties, Inc.) | Long | Loan | US | $414K | – | 0.02 |
| HEALTHPEAK OP LLC (Healthpeak Properties, Inc.) | Long | Loan | US | $414K | – | 0.02 |
| Herens US Holdco Corp (Herens Holdco Sarl) | Long | Loan | US | $2M | – | 0.06 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $5M | – | 0.20 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $2M | – | 0.09 |
| Hilton USA Trust 2016-HHV | Long | ABS-mortgage backed security | US | $7M | – | 0.29 |
| Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2005-D (IndyMac Residential Asset Back) | Long | ABS-other | US | $731K | – | 0.03 |
| Honeywell International Inc | Long | Debt | US | $2M | – | 0.07 |
| Honeywell International Inc | Long | Debt | US | $690K | – | 0.03 |
| Hotwire Funding LLC | Long | ABS-other | US | $6M | – | 0.22 |
| HPS Loan Management 2024-20 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.19 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.09 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.09 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.07 |
| HSI Asset Securitization Corp Trust 2005-OPT1 (HSI Asset Securitization Corpo) | Long | ABS-other | US | $535K | – | 0.02 |
| HSI Asset Securitization Corp Trust 2006-HE1 (HSI Asset Securitization Corpo) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| HSI Asset Securitization Corp Trust 2006-HE2 (HSI Asset Securitization Corpo) | Long | ABS-mortgage backed security | US | $10M | – | 0.40 |
| HSI Asset Securitization Corp Trust 2006-WMC1 (HSI Asset Securitization Corpo) | Long | ABS-other | US | $5M | – | 0.18 |
| HSI Asset Securitization Corp Trust 2006-WMC1 (HSI Asset Securitization Corpo) | Long | ABS-other | US | $4M | – | 0.17 |
| HSI Asset Securitization Corp Trust 2006-WMC1 (HSI Asset Securitization Corpo) | Long | ABS-other | US | $4M | – | 0.16 |
| Hudson Pacific Properties LP | Long | Debt | US | $2M | – | 0.09 |
| Hudson Pacific Properties LP | Long | Debt | US | $1M | – | 0.05 |
| Hudson Pacific Properties LP | Long | Debt | US | $66K | – | 0.00 |
| Hudson Pacific Properties LP | Long | Debt | US | $47K | – | 0.00 |
| Hudson Yards 2019-55HY Mortgage Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| Hudson Yards 2019-55HY Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Hungary Government International Bond | Long | Debt | HU | $2M | – | 0.10 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $2M | – | 0.08 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $1M | – | 0.05 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $617K | – | 0.02 |
| ILPT Commercial Mortgage Trust 2022-LPFX | Long | ABS-mortgage backed security | US | $10M | – | 0.40 |
| Impac CMB Trust Series 2005-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $2M | – | 0.07 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $1M | – | 0.06 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT (INDO ASAHAN/MINERAL IND) | Long | Debt | ID | $4M | – | 0.14 |
| IndyMac INDX Mortgage Loan Trust 2005-AR14 | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| IndyMac INDX Mortgage Loan Trust 2005-AR19 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| IndyMac INDX Mortgage Loan Trust 2006-AR27 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| IndyMac INDX Mortgage Loan Trust 2006-AR4 | Long | ABS-mortgage backed security | US | $9M | – | 0.36 |
| IndyMac INDX Mortgage Loan Trust 2006-AR9 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| IndyMac INDX Mortgage Loan Trust 2007-FLX4 | Long | ABS-mortgage backed security | US | $10M | – | 0.41 |
| Indymac Manufactured Housing Con Pass Thr Cert Series 1998-1 | Long | ABS-other | US | $12K | – | 0.00 |
| Intelsat SA/Luxembourg | Long | Equity-common | US | $5M | 141K | 0.21 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $7M | – | 0.26 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $399K | – | 0.02 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $116K | – | 0.00 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $92K | – | 0.00 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $3M | – | 0.10 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $519K | – | 0.02 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $131K | – | 0.01 |
| INVITATION HOMES OPERATING PARTNERSHIP LP | Long | Loan | US | $258K | – | 0.01 |
| IRON MOUNTAIN INC (Iron Mountain Information Management LLC) | Long | Loan | US | $495K | – | 0.02 |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $631K | – | 0.02 | |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| JANE STREET GROUP LLC | Long | Loan | US | $963K | – | 0.04 |
| JAZZ FINANCING LUX SARL (Jazz Pharmaceuticals, Inc.) | Long | Loan | LU | $3M | – | 0.12 |
| JAZZ FINANCING LUX SARL | Long | Loan | LU | $1M | – | 0.04 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $3M | – | 0.11 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $2M | – | 0.10 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $2M | – | 0.06 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $684K | – | 0.03 |
| JP Morgan Mortgage Acquisition Trust 2006-WMC4 | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| JP Morgan Mortgage Acquisition Trust 2006-WMC4 | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| JP Morgan Mortgage Trust 2005-A6 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| JP Morgan Mortgage Trust 2006-A3 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $19M | – | 0.74 |
| JPMorgan Chase & Co | Long | Debt | US | $10M | – | 0.38 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.14 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.13 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $2M | – | 0.09 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $1M | – | 0.05 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $198K | – | 0.01 |
| Kedrion SpA | Long | Debt | IT | $2M | – | 0.10 |
| KFC Holding Co | Long | Loan | US | $457K | – | 0.02 |
| LAD Auto Receivables Trust 2023-3 | Long | ABS-other | US | $4M | – | 0.16 |
| LEG Immobilien SE | Long | Debt | DE | $328K | – | 0.01 |
| LEG Immobilien SE | Long | Debt | DE | $84K | – | 0.00 |
| Legacy Mortgage Asset Trust 2017-RPL1 | Long | ABS-mortgage backed security | US | $389K | – | 0.02 |
| Lehman XS Trust 2006-17 | Long | ABS-other | US | $9M | – | 0.38 |
| Lehman XS Trust Series 2005-5N | Long | ABS-mortgage backed security | US | $443K | – | 0.02 |
| Lehman XS Trust Series 2006-GP2 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Lehman XS Trust Series 2007-18N | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Life 2021-BMR Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| Lloyds Banking Group PLC | Long | Debt | GB | $4M | – | 0.16 |
| Long Beach Mortgage Loan Trust 2006-2 | Long | ABS-other | US | $4M | – | 0.17 |
| Long Beach Mortgage Loan Trust 2006-9 | Long | ABS-other | US | $15M | – | 0.58 |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| LXP Industrial Trust | Long | Debt | US | $2M | – | 0.07 |
| Madison Park Funding XXVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Magnetite XXI Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.32 |
| MAGNIT 01/30/31 (Magnite Inc) | Long | Loan | US | $277K | – | 0.01 |
| MASTR Adjustable Rate Mortgages Trust 2003-7 | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust 2004-15 | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust 2004-3 | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust 2006-OA2 | Long | ABS-mortgage backed security | US | $11M | – | 0.43 |
| Mastr Asset Backed Securities Trust 2006-WMC1 | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Mastr Asset Backed Securities Trust 2007-HE1 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Mastr Asset Backed Securities Trust 2007-WMC1 | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Mativ Holdings Inc (Schweitzer-Mauduit International Inc) | Long | Loan | US | $2M | – | 0.06 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| MEDLINE BORROWER LP | Long | Loan | US | $447K | – | 0.02 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-A3 | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-OAR2 | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1 | Long | ABS-other | US | $6M | – | 0.26 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-4 | Long | ABS-other | US | $350K | – | 0.01 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5 | Long | ABS-other | US | $12M | – | 0.47 |
| Merrill Lynch Mortgage Backed Securities Trust Series 2007-2 | Long | ABS-mortgage backed security | US | $470K | – | 0.02 |
| Merrill Lynch Mortgage Investors Trust Series 2003-A6 | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $4M | – | 0.15 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $4M | – | 0.15 |
| MF1 2020-FL4 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.24 |
| MF1 2020-FL4 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.17 |
| MH SUB I LLC | Long | Loan | US | $281K | – | 0.01 |
| Michaels Cos Inc/The | Long | Debt | US | $4M | – | 0.15 |
| Michaels Cos Inc/The (Michaels Companies Inc (The)) | Long | Loan | US | $3M | – | 0.12 |
| MKT 2020-525M Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| MKT 2020-525M Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| MKT 2020-525M Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| MNET 2023-3 Proxy | Long | Debt | US | $3M | – | 0.10 |
| ModivCare Escrow Issuer Inc | Long | Debt | US | $4M | – | 0.15 |
| ModivCare Inc | Long | Debt | US | $426K | – | 0.02 |
| MODIVCARE INC (Modivcare, Inc.) | Long | Loan | US | $3M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.08 |
| Morgan Stanley ABS Capital I Inc Trust 2006-HE4 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Morgan Stanley ABS Capital I Inc Trust 2006-HE4 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Morgan Stanley ABS Capital I Inc Trust 2007-NC3 (Morgan Stanley Capital Inc) | Long | ABS-other | US | $14M | – | 0.57 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $471K | – | 0.02 |
| Morgan Stanley Capital I Inc Trust 2006-NC2 (Morgan Stanley Capital Inc) | Long | ABS-other | US | $581K | – | 0.02 |
| Morgan Stanley Capital I Trust 2018-MP | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Morgan Stanley Home Equity Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $7M | – | 0.28 |
| Morgan Stanley Mortgage Loan Trust 2004-7AR | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2006-2 | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| MortgageIT Trust 2005-2 | Long | ABS-mortgage backed security | US | $437K | – | 0.02 |
| MSILF Government Portfolio | Long | Short-term investment vehicle | US | $27M | 27M | 1.07 |
| MVM Energetika Zrt | Long | Debt | HU | $1M | – | 0.04 |
| Naked Juice LLC | Long | Loan | US | $903K | – | 0.04 |
| National Gas Transmission PLC (NATL GAS TRANSMISSION) | Long | Debt | GB | $1M | – | 0.04 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $4M | – | 0.14 |
| Nationwide Mutual Insurance Co | Long | Debt | US | $4M | – | 0.15 |
| Natixis Commercial Mortgage Securities Trust 2018-ALXA | Long | ABS-mortgage backed security | US | $613K | – | 0.02 |
| Nelnet Student Loan Trust 2006-2 | Long | ABS-other | US | $2M | – | 0.07 |
| Neuberger Berman Loan Advisers CLO 24 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $750K | – | 0.03 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $930K | – | 0.04 |
| New York Mortgage Trust 2005-3 | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| New York State Dormitory Authority (NEW YORK ST DORM AUTH ST PERSO) | Long | Debt | US | $3M | – | 0.12 |
| NGL ENERGY OPERATING LLC | Long | Loan | US | $722K | – | 0.03 |
| NGL Energy Operating LLC / NGL Energy Finance Corp (NGL ENRGY OP/FIN CORP) | Long | Debt | US | $1M | – | 0.04 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AR4 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| NRTH 2024-PARK Mortgage Trust (NRTH PARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Oakwood Mortgage Investors Inc | Long | ABS-other | US | $2M | – | 0.08 |
| Octagon Investment Partners 46 Ltd (Octagon Credit Partners 46, LT) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.25 |
| OHA Credit Funding 7 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.20 |
| OHA Credit Funding 8 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.26 |
| Oman Government International Bond (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $3M | – | 0.10 |
| One New York Plaza Trust 2020-1NYP | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| ONTARIO GAMING GTA LP (Ontario Gaming Gta Ltd Partnership) | Long | Loan | CA | $616K | – | 0.02 |
| Open Text Corp | Long | Debt | CA | $6M | – | 0.23 |
| Option One Mortgage Loan Trust 2007-4 | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| Option One Mortgage Loan Trust 2007-5 | Long | ABS-mortgage backed security | US | $9M | – | 0.36 |
| OT Merger Corp | Long | Debt | US | $3M | – | 0.10 |
| Owl Rock CLO XV LLC (Owl Rock CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.19 |
| Ownit Mortgage Loan Trust Series 2006-2 (OWNIT Mortgage Loan Asset-Back) | Long | ABS-other | US | $3M | – | 0.11 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $3M | – | 0.11 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $504K | – | 0.02 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $214K | – | 0.01 |
| Papa John's International Inc | Long | Debt | US | $1M | – | 0.05 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $2M | – | 0.08 |
| Park Avenue Institutional Advisers CLO Ltd 2021-1 | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.19 |
| Pathway Vet Alliance LLC | Long | Loan | US | $876K | – | 0.03 |
| Patriot Container Corp | Long | Loan | US | $149K | – | 0.01 |
| PATRIOT CONTAINER CORP | Long | Loan | US | $553K | – | 0.02 |
| PEER HOLDING III BV | Long | Loan | NL | $914K | – | 0.04 |
| Penn Entertainment Inc (Penn National Gaming Inc) | Long | Loan | US | $603K | – | 0.02 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $4M | – | 0.14 |
| Petroleos Mexicanos | Long | Debt | MX | $660K | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $415K | – | 0.02 |
| PGA Trust 2024-RSR2 (PGA National Resort Commercial) | Long | ABS-mortgage backed security | US | $9M | – | 0.35 |
| PHH Alternative Mortgage Trust Series 2007-2 | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $355K | – | 0.01 |
| Pilgrim's Pride Corp | Long | Debt | US | $943K | – | 0.04 |
| Pilgrim's Pride Corp | Long | Debt | US | $324K | – | 0.01 |
| Plaze Inc | Long | Loan | US | $3M | – | 0.13 |
| Plaze Inc | Long | Loan | US | $2M | – | 0.06 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $2M | – | 0.09 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $2M | – | 0.07 |
| Popular ABS Mortgage Pass-Through Trust 2007-A | Long | ABS-other | US | $4M | – | 0.15 |
| POWERTEAM SERVICES LLC (Artera Services LLC) | Long | Loan | US | $690K | – | 0.03 |
| Pre-Paid Legal Services Inc (Pre Paid Legal Services Inc) | Long | Loan | US | $533K | – | 0.02 |
| PRET 2022-RN1 LLC (Pretium Mortgage Credit Partne) | Long | ABS-other | US | $13M | – | 0.51 |
| PRET 2022-RN2 LLC (Pretium Mortgage Credit Partne) | Long | ABS-other | US | $16M | – | 0.64 |
| Prime Healthcare Services Inc | Long | Debt | US | $2M | – | 0.06 |
| PROAMPAC PG BORROWER LLC | Long | Loan | US | $1M | – | 0.05 |
| Progress Residential 2021-SFR1 (Progress Residential Trust) | Long | ABS-other | US | $4M | – | 0.15 |
| Progress Residential 2021-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $7M | – | 0.29 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $15M | – | 0.58 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.14 |
| Prologis Euro Finance LLC | Long | Debt | US | $642K | – | 0.03 |
| PRPM 2021-8 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $7M | – | 0.28 |
| PRPM 2021-9 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $13M | – | 0.50 |
| QazaqGaz NC JSC | Long | Debt | KZ | $611K | – | 0.02 |
| RAAC Series 2005-SP1 Trust | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Rad CLO 22 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.16 |
| Rad CLO 7 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.29 |
| RALI Series 2005-QA13 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| RALI Series 2005-QA4 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $918.71 | – | 0.00 |
| RALI Series 2005-QA7 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $367K | – | 0.01 |
| RALI Series 2005-QA8 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| RALI Series 2006-QS13 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| RALI Series 2006-QS16 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| RALI Series 2007-QA3 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $12M | – | 0.48 |
| RALI Series 2007-QH6 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| RALI Series 2007-QS1 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Realty Income Corp | Long | Debt | US | $2M | – | 0.07 |
| Realty Income Corp | Long | Debt | US | $793K | – | 0.03 |
| Regatta XII Funding Ltd (Regatta XII Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.15 |
| RENAISSANCE HOLDINGS COR (Renaissance Holding Corp) | Long | Loan | US | $599K | – | 0.02 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $1M | – | 0.05 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $988K | – | 0.04 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $833K | – | 0.03 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $761K | – | 0.03 |
| RESEARCH NOW DIP (Research Now Group LLC) | Long | Debt | US | $20K | – | 0.00 |
| Research Now Group LLC | Long | Loan | US | $408K | – | 0.02 |
| Residential Asset Securitization Trust 2006-A9CB | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Reynolds American Inc | Long | Debt | US | $7M | – | 0.27 |
| RFMSI Series 2007-SA2 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $4M | – | 0.14 |
| Romanian Government International Bond | Long | Debt | RO | $460K | – | 0.02 |
| RRE 15 Loan Management DAC (RRE Loan Management) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.21 |
| Sabey Data Center Issuer LLC | Long | ABS-other | US | $8M | – | 0.31 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $2M | – | 0.10 |
| Saxon Asset Securities Trust 2007-2 | Long | ABS-other | US | $8M | – | 0.33 |
| Securitized Asset Backed Receivables LLC Trust 2006-CB1 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $3M | – | 0.11 |
| Securitized Asset Backed Receivables LLC Trust 2006-WM4 | Long | ABS-other | US | $4M | – | 0.14 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR2 | Long | ABS-other | US | $2M | – | 0.09 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR4 | Long | ABS-other | US | $5M | – | 0.21 |
| Securitized Asset Backed Receivables LLC Trust 2007-NC1 | Long | ABS-other | US | $3M | – | 0.10 |
| SES GLOBAL Americas Holdings Inc (SES GLOBAL AMERICAS HLDG) | Long | Debt | US | $6M | – | 0.22 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $9M | – | 0.37 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $8M | – | 0.30 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Sirius XM Radio Inc | Long | Debt | US | $2M | – | 0.09 |
| SKYAF 2020-1 A | Long | ABS-mortgage backed security | US | $7M | – | 0.29 |
| SLC Student Loan Trust 2004-1 | Long | ABS-other | US | $235K | – | 0.01 |
| SLM Student Loan EDC Repackaging Trust 2013-M1 (SLM Student Loan Trust) | Long | ABS-other | US | $2M | – | 0.08 |
| SLM Student Loan Trust 2003-12 | Long | ABS-other | US | $2M | – | 0.09 |
| SLM Student Loan Trust 2003-4 | Long | ABS-other | US | $1M | – | 0.04 |
| SLM Student Loan Trust 2003-7 | Long | ABS-other | US | $1M | – | 0.06 |
| SLM Student Loan Trust 2004-10 | Long | ABS-other | US | $6M | – | 0.22 |
| SLM Student Loan Trust 2004-2 | Long | ABS-other | US | $279K | – | 0.01 |
| SLM Student Loan Trust 2005-3 | Long | ABS-other | US | $2M | – | 0.07 |
| SLM Student Loan Trust 2006-8 | Long | ABS-other | US | $2M | – | 0.07 |
| SLM Student Loan Trust 2007-7 | Long | ABS-other | US | $2M | – | 0.09 |
| SLM Student Loan Trust 2007-8 | Long | ABS-other | US | $3M | – | 0.12 |
| SLM Student Loan Trust 2008-2 | Long | ABS-other | US | $1M | – | 0.04 |
| SLM Student Loan Trust 2008-3 | Long | ABS-other | US | $721K | – | 0.03 |
| SLM Student Loan Trust 2008-4 | Long | ABS-other | US | $723K | – | 0.03 |
| SLM Student Loan Trust 2008-4 | Long | ABS-other | US | $499K | – | 0.02 |
| SLM Student Loan Trust 2008-5 | Long | ABS-other | US | $7M | – | 0.29 |
| SLM Student Loan Trust 2008-6 | Long | ABS-other | US | $6M | – | 0.24 |
| SLM Student Loan Trust 2008-6 | Long | ABS-other | US | $721K | – | 0.03 |
| SLM Student Loan Trust 2008-7 | Long | ABS-other | US | $815K | – | 0.03 |
| SLM Student Loan Trust 2012-1 | Long | ABS-other | US | $448K | – | 0.02 |
| SLM Student Loan Trust 2012-2 | Long | ABS-other | US | $690K | – | 0.03 |
| SLM Student Loan Trust 2012-7 | Long | ABS-other | US | $2M | – | 0.09 |
| SLM Student Loan Trust 2014-1 | Long | ABS-other | US | $595K | – | 0.02 |
| Smithfield Foods Inc | Long | Debt | US | $4M | – | 0.15 |
| SMRT 2022-MINI | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Soundview Home Loan Trust 2007-OPT1 (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $11M | – | 0.44 |
| Soundview Home Loan Trust 2007-WMC1 (Soundview Home Equity Loan Tru) | Long | ABS-other | US | $267K | – | 0.01 |
| Southern Co Gas Capital Corp | Long | Debt | US | $2M | – | 0.09 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $2M | – | 0.08 |
| Specialty Underwriting & Residential Finance Trust Series 2007-BC2 | Long | ABS-other | US | $13M | – | 0.52 |
| Spectrum Brands Inc | Long | Debt | US | $257K | – | 0.01 |
| Spin Holdco Inc | Long | Loan | US | $2M | – | 0.07 |
| STAR PARENT INC | Long | Loan | US | $410K | – | 0.02 |
| STARM Mortgage Loan Trust 2007-4 (Suntrust Adjustable Rate Mortg) | Long | ABS-mortgage backed security | US | $535K | – | 0.02 |
| STARM Mortgage Loan Trust 2007-S1 (Suntrust Adjustable Rate Mortg) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $515K | – | 0.02 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-12 | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-7 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Structured Asset Investment Loan Trust 2004-6 | Long | ABS-other | US | $7M | – | 0.26 |
| Structured Asset Mortgage Investments II Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| Structured Asset Mortgage Investments II Trust 2006-AR5 | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2006-AR7 | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Structured Asset Securities Corp Mortgage Loan Trust 2005-2XS | Long | ABS-other | US | $23K | – | 0.00 |
| Structured Asset Securities Corp Mortgage Loan Trust 2005-4XS | Long | ABS-other | US | $651K | – | 0.03 |
| Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-34A | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Structured Receivables Finance 2010-A LLC | Long | ABS-other | US | $1M | – | 0.05 |
| Structured Receivables Finance 2010-B LLC | Long | ABS-other | US | $967K | – | 0.04 |
| Student Loan Consolidation Center Student Loan Trust I | Long | ABS-other | US | $139K | – | 0.01 |
| Sunac China Holdings Ltd | Long | Debt | KY | $91K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $82K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $64K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $39K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $36K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $34K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $24K | – | 0.00 |
| TCI-Flatiron Clo 2017-1 Ltd (TCI-Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.20 |
| TDC Net A/S (TDC NET AS) | Long | Debt | DK | $570K | – | 0.02 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $6M | – | 0.25 |
| Tele Columbus AG | Long | Debt | DE | $2M | – | 0.07 |
| Telenet Financing USD LLC | Long | Loan | US | $451K | – | 0.02 |
| TenneT Holding BV | Long | Debt | NL | $4M | – | 0.14 |
| TenneT Holding BV | Long | Debt | NL | $2M | – | 0.06 |
| Textainer Marine Containers VII Ltd (Textainer Marine Containers Li) | Long | ABS-other | BM | $5M | – | 0.21 |
| Thames Water Utilities Finance PLC (THAMES WATER UTIL FIN) | Long | Debt | GB | $2M | – | 0.06 |
| TIF Funding II LLC | Long | ABS-other | US | $3M | – | 0.10 |
| TIF Funding II LLC | Long | ABS-other | US | $2M | – | 0.09 |
| Time Warner Cable LLC | Long | Debt | US | $4M | – | 0.15 |
| Time Warner Cable LLC | Long | Debt | US | $1M | – | 0.04 |
| Time Warner Cable LLC | Long | Debt | US | $568K | – | 0.02 |
| Times China Holdings Ltd (TIMES CHINA HLDG LTD) | Long | Debt | KY | $24K | – | 0.00 |
| Towd Point Mortgage Trust 2017-4 | Long | ABS-mortgage backed security | US | $7M | – | 0.29 |
| Towd Point Mortgage Trust 2019-1 | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| TRANS UNION LLC (TransUnion Intermediate Holdings Inc f/k/a TransUnion Corp) | Long | Loan | US | $600K | – | 0.02 |
| TRANS UNION LLC6/06/2031 (TransUnion Intermediate Holdings Inc f/k/a TransUnion Corp) | Long | Loan | US | $263K | – | 0.01 |
| TRANSDIGM INC | Long | Loan | US | $1M | – | 0.06 |
| TransMontaigne Partners LP / TLP Finance Corp (TRANSMONTAIGE PARTNERS) | Long | Debt | US | $4M | – | 0.15 |
| Triton Container Finance VIII LLC (Triton Container Finance LLC) | Long | ABS-other | US | $2M | – | 0.08 |
| Triton Water Holdings Inc | Long | Loan | US | $1M | – | 0.05 |
| TruGreen LP (Trugreen Limited Partnership) | Long | Loan | US | $164K | – | 0.01 |
| UNITED NATURAL FOODS INC | Long | Loan | US | $1M | – | 0.04 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $49M | – | 1.95 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $49M | – | 1.94 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $25M | – | 0.99 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $25M | – | 0.99 |
| Universal Health Services Inc (UNIVERSAL HEALTH SVCS) | Long | Debt | US | $1M | – | 0.05 |
| Universal Health Services Inc (UNIVERSAL HEALTH SVCS) | Long | Debt | US | $482K | – | 0.02 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $1M | – | 0.06 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $3M | – | 0.10 | |
| US Airways 2012-1 Class A Pass Through Trust (US AIRWAYS 2012-1A PTT) | Long | Debt | US | $39K | – | 0.00 |
| US Bancorp | Long | Debt | US | $4M | – | 0.15 |
| US Bancorp | Long | Debt | US | $2M | – | 0.07 |
| US Bancorp | Long | Debt | US | $914K | – | 0.04 |
| US Bancorp | Long | Debt | US | $633K | – | 0.03 |
| US RENAL CARE INC (U.S. Renal Care Inc) | Long | Loan | US | $181K | – | 0.01 |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-710K | – | -0.03 | |
| USD/EUR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $1M | – | 0.05 | |
| USD/EUR FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| USD/EUR FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-23K | – | -0.00 | |
| USD/EUR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-27K | – | -0.00 | |
| USD/GBP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| Vantage Data Centers Jersey Borrower Spv Ltd | Long | ABS-other | JE | $4M | – | 0.15 |
| Venture Global LNG Inc | Long | Debt | US | $1M | – | 0.05 |
| Venture Global LNG Inc | Long | Debt | US | $706K | – | 0.03 |
| VICI Properties LP | Long | Debt | US | $1M | – | 0.05 |
| VICI Properties LP | Long | Debt | US | $348K | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $800K | – | 0.03 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $247K | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $103K | – | 0.00 |
| Virgin Media Bristol LLC | Long | Loan | US | $899K | – | 0.04 |
| VMC Finance 2021-HT1 LLC (VMC Finance LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| VOLT XCIV LLC (Vericrest Opportunity Loan Tra) | Long | ABS-other | US | $6M | – | 0.24 |
| Vonovia SE | Long | Debt | DE | $908K | – | 0.04 |
| Vonovia SE | Long | Debt | DE | $293K | – | 0.01 |
| Vonovia SE | Long | Debt | DE | $244K | – | 0.01 |
| Vonovia SE | Long | Debt | DE | $224K | – | 0.01 |
| VZ Secured Financing BV | Long | Debt | NL | $3M | – | 0.10 |
| VZ Secured Financing BV | Long | Debt | NL | $2M | – | 0.08 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust | Long | ABS-other | US | $2M | – | 0.09 |
| WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust | Long | ABS-mortgage backed security | US | $259K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR16 Trust | Long | ABS-mortgage backed security | US | $668K | – | 0.03 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR4 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR7 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Warnermedia Holdings Inc | Long | Debt | US | $6M | – | 0.26 |
| Warnermedia Holdings Inc | Long | Debt | US | $6M | – | 0.26 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE2 Trust (Washington Mutual Asset-Backed) | Long | ABS-other | US | $8M | – | 0.31 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $19M | – | 0.76 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.18 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.05 |
| Wells Fargo Alternative Loan 2007-PA5 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $951K | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2016-C33 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Wells Fargo Home Equity Asset-Backed Securities 2006-3 Trust (Wells Fargo Home Equity Trust) | Long | ABS-other | US | $4M | – | 0.17 |
| Wells Fargo Mortgage Backed Securities 2006-AR14 Trust | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| Wells Fargo Mortgage Backed Securities 2006-AR4 Trust | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| WESTFIELD GALLERIA AT ROSEVILLE | Long | Debt | US | $4M | – | 0.17 |
| Westlake Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $10M | – | 0.38 |
| Westlake Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $6M | – | 0.25 |
| WFRBS Commercial Mortgage Trust 2013-C14 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| WFRBS Commercial Mortgage Trust 2014-C23 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WHATABRANDS LLC | Long | Loan | US | $210K | – | 0.01 |
| William Morris Endeavor Entertainment LLC | Long | Loan | US | $586K | – | 0.02 |
| Worldline SA/France | Long | Debt | FR | $3M | – | 0.11 |
| WP Carey Inc | Long | Debt | US | $695K | – | 0.03 |
| XEROX CORP (Xerox Corporation) | Long | Loan | US | $1M | – | 0.05 |
| Zayo Group Holdings Inc | Long | Loan | US | $915K | – | 0.04 |
| Zayo Group Holdings Inc | Long | Loan | US | $492K | – | 0.02 |
| Zhenro Properties Group Ltd | Long | Debt | KY | $20K | – | 0.00 |
Address
METROPOLITAN WEST FUNDS
515 South Flower Street
Los Angeles
California
90071
United States of America
Websites
Directors
Andrew Tarica
Martin Luther King III
Megan McClellan
Michael Swell
Patrick C. Haden
Patrick Moore
Peter McMillan
Robert G. Rooney
Victoria Rogers
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
Bloomberg L.P.
ICE Data Services, Inc.
London Stock Exchange Group PLC
PricingDirect Inc.
S&P Global Inc.
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Admins
BNY Mellon Investment Servicing (US) Inc.
Brokers
GOLDMAN SACHS & CO. LLC
NOMURA SECURITIES INTERNATIONAL, INC.
CITIGROUP GLOBAL MARKETS INC.
MORGAN STANLEY & CO. LLC