DoubleLine Funds > DoubleLine Funds Trust
DoubleLine Low Duration Bond Fund
$5.82B
Avg Monthly Net Assets
$5.66B
Total Assets
$68.83M
Total Liabilities
$5.59B
Net Assets
DoubleLine Low Duration Bond Fund is a Mutual Fund in DoubleLine Funds Trust
from DoubleLine Funds,
based in Florida,
United States of America.
The fund has three share classes
and monthly net assets of $5.82B.
On August 29th, 2024 it reported 755 holdings, the largest
being US TREASURY N/B (3.4%), US TREASURY N/B (3.1%) and US TREASURY N/B (3.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000105189 | DBLSX | |
| Class N | C000105190 | DLSNX | |
| Class R6 | C000213586 | DDLDX |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC | Long | Loan | CA | $6M | – | 0.11 |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.04 |
| AccessLex Institute (Access Group Inc) | Long | ABS-other | US | $2M | – | 0.03 |
| ACHV ABS TRUST 2023-1PL | Long | ABS-other | US | $230K | – | 0.00 |
| ACHV ABS TRUST 2023-3PL | Long | ABS-other | US | $3M | – | 0.05 |
| ACHV ABS TRUST 2023-4CP | Long | ABS-other | US | $603K | – | 0.01 |
| ACRE Commercial Mortgage 2021-FL4 Ltd (ACRE COMMERCIAL MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| ACREC 2021-FL1 Ltd (ACREC 2021-FL1 Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.21 |
| Adani International Container Terminal Pvt Ltd | Long | Debt | IN | $2M | – | 0.04 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $7M | – | 0.12 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $610K | – | 0.01 |
| Adani Transmission Step-One Ltd (ADANI TRANS STEP-ONE LTD) | Long | Debt | IN | $4M | – | 0.07 |
| Adaro Indonesia PT (PT ADARO INDONESIA) | Long | Debt | ID | $6M | – | 0.10 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $5M | – | 0.09 |
| Affirm Asset Securitization Trust 2021-Z1 (Affirm Inc) | Long | ABS-other | US | $91K | – | 0.00 |
| Affirm Asset Securitization Trust 2022-Z1 (Affirm Inc) | Long | ABS-other | US | $6M | – | 0.11 |
| Affirm Asset Securitization Trust 2023-A (Affirm Inc) | Long | ABS-other | US | $15M | – | 0.27 |
| Affirm Asset Securitization Trust 2023-X1 (Affirm Inc) | Long | ABS-other | US | $11M | – | 0.20 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $5M | – | 0.09 |
| Affirm Asset Securitization Trust 2024-X1 (Affirm Inc) | Long | ABS-other | US | $9M | – | 0.17 |
| AGCO Corp | Long | Debt | US | $1M | – | 0.02 |
| AI Candelaria Spain SA (AI CANDELARIA SPAIN SLU) | Long | Debt | CO | $7M | – | 0.12 |
| Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $797K | – | 0.01 |
| Aligned Data Centers Issuer LLC (Aligned Data Centers Issuers L) | Long | ABS-other | US | $3M | – | 0.06 |
| Allegro CLO X Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.17 |
| American Builders & Contractors Supply Co Inc (ABC SUPPLY CO INC) | Long | Loan | US | $562K | – | 0.01 |
| American Credit Acceptance Receivables Trust 2024-2 | Long | ABS-other | US | $2M | – | 0.03 |
| American Electric Power Co Inc | Long | Debt | US | $1M | – | 0.02 |
| American Express Co | Long | Debt | US | $5M | – | 0.09 |
| Amgen Inc | Long | Debt | US | $3M | – | 0.05 |
| Angel Oak Mortgage Trust 2021-7 | Long | ABS-mortgage backed security | US | $12M | – | 0.22 |
| AngloGold Ashanti Holdings PLC (ANGLOGOLD HOLDINGS PLC) | Long | Debt | ZA | $2M | – | 0.03 |
| APi Group DE Inc | Long | Loan | US | $4M | – | 0.07 |
| Aqua Finance Trust 2020-A | Long | ABS-other | US | $1M | – | 0.03 |
| Aramark Services Inc | Long | Loan | US | $368K | – | 0.01 |
| Arbor Multifamily Mortgage Securities Trust 2021-MF2 | Long | ABS-mortgage backed security | US | $13M | – | 0.24 |
| Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.26 |
| Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.06 |
| AREIT 2022-CRE6 Trust (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| AREIT 2024-CRE9 Ltd (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Ares Capital Corp | Long | Debt | US | $5M | – | 0.09 |
| Arivo Acceptance Auto Loan Receivables Trust 2021-1 | Long | ABS-other | US | $150K | – | 0.00 |
| Arivo Acceptance Auto Loan Receivables Trust 2022-1 | Long | ABS-other | US | $5M | – | 0.09 |
| Arroyo Mortgage Trust 2019-3 | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Arroyo Mortgage Trust 2019-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Asplundh Tree Expert LLC | Long | Loan | US | $6M | – | 0.11 |
| AT&T Inc | Long | Debt | US | $3M | – | 0.05 |
| Athene Global Funding | Long | Debt | US | $6M | – | 0.11 |
| Atrium Hotel Portfolio Trust 2018-ATRM | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Austin Fairmont Hotel Trust 2019-FAIR | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Avantor Funding Inc | Long | Loan | US | $4M | – | 0.07 |
| Avery Dennison Corp | Long | Debt | US | $2M | – | 0.04 |
| Aviation Capital Group LLC | Long | Debt | US | $4M | – | 0.07 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | IE | $5M | – | 0.10 |
| Axalta Coating Systems US Holdings Inc | Long | Loan | US | $4M | – | 0.06 |
| Axiata SPV2 Bhd | Long | Debt | MY | $3M | – | 0.06 |
| BAE Systems PLC | Long | Debt | GB | $6M | – | 0.11 |
| Banc of America Mortgage 2005-E Trust (Banc of America Mortgage Secur) | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| Banco Bilbao Vizcaya Argentaria Colombia SA (BBVA COLOMBIA SA) | Long | Debt | CO | $391K | – | 0.01 |
| Banco BTG Pactual SA/Cayman Islands (BANCO BTG PACTUAL/CAYMAN) | Long | Debt | BR | $2M | – | 0.04 |
| Banco Continental SAECA (BANCO CONTINENTAL S.A.E.) | Long | Debt | PY | $3M | – | 0.05 |
| Banco Continental SAECA (BANCO CONTINENTAL S.A.E.) | Long | Debt | PY | $380K | – | 0.01 |
| Banco de Bogota SA | Long | Debt | CO | $6M | – | 0.11 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $9M | – | 0.16 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $3M | – | 0.05 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $2M | – | 0.03 |
| Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa | Long | Debt | MX | $5M | – | 0.09 |
| Banco Industrial SA/Guatemala | Long | Debt | GT | $4M | – | 0.07 |
| Banco Internacional del Peru SAA Interbank (BANCO INTERNAC DEL PERU) | Long | Debt | PE | $12M | – | 0.21 |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands (BANCO NACIONAL COM EXT) | Long | Debt | MX | $7M | – | 0.12 |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Long | Debt | MX | $5M | – | 0.08 |
| Bancolombia SA | Long | Debt | CO | $11M | – | 0.20 |
| BANK 2017-BNK5 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BANK 2017-BNK6 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $718K | – | 0.01 |
| BANK 2020-BNK26 | Long | ABS-mortgage backed security | US | $10M | – | 0.17 |
| Bank Negara Indonesia Persero Tbk PT | Long | Debt | ID | $1M | – | 0.02 |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10 (Banc of America Commercial Mor) | Long | ABS-mortgage backed security | US | $634K | – | 0.01 |
| Bank of Montreal | Long | Debt | CA | $3M | – | 0.05 |
| Bank of Nova Scotia/The | Long | Debt | CA | $3M | – | 0.05 |
| BANK5 2023-5YR2 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| BAT Capital Corp | Long | Debt | GB | $2M | – | 0.03 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $3M | – | 0.06 |
| Battalion CLO XI Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $30M | – | 0.54 |
| Battalion CLO XX Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 0.39 |
| BBAM US CLO I Ltd (BBAM US CLO LTD.) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $17M | – | 0.30 |
| BBCMS MORTGAGE TRUST 2017-C1 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BBCMS Mortgage Trust 2020-C6 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| BBCMS Mortgage Trust 2020-C6 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BBCMS Mortgage Trust 2023-C22 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $6M | – | 0.11 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $6M | – | 0.10 |
| BCAP LLC 2011-RR1 Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $379K | – | 0.01 |
| BDS 2021-FL7 Ltd (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| BDS 2021-FL8 (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| Beacon Roofing Supply Inc | Long | Loan | US | $3M | – | 0.05 |
| Bear Stearns Asset Backed Securities I Trust 2004-AC2 | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| Benchmark 2018-B1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Benchmark 2018-B3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Benchmark 2020-B16 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| Benchmark 2020-IG1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| Benchmark 2023-B39 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Benchmark 2023-V2 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Berry Global Inc | Long | Loan | US | $7M | – | 0.13 |
| Bharti Airtel Ltd | Long | Debt | IN | $7M | – | 0.12 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $4M | – | 0.07 |
| Bioceanico Sovereign Certificate Ltd | Long | Debt | PY | $2M | – | 0.03 |
| BlueMountain CLO XXXI Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 0.39 |
| BMO 2023-C5 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BMO 2024-5C4 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $845K | – | 0.02 |
| BMW US Capital LLC | Long | Debt | DE | $3M | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $3M | – | 0.05 |
| BPCE SA | Long | Debt | FR | $5M | – | 0.09 |
| BPR Trust 2021-TY | Long | ABS-mortgage backed security | US | $9M | – | 0.16 |
| Braskem Netherlands Finance BV | Long | Debt | BR | $9M | – | 0.16 |
| BRAVO Residential Funding Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| BRAVO Residential Funding Trust 2022-RPL1 | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| BRF GmbH | Long | Debt | BR | $1M | – | 0.02 |
| Bridge Street CLO II Ltd | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.36 |
| Bristol-Myers Squibb Co | Long | Debt | US | $3M | – | 0.05 |
| Broadcom Corp / Broadcom Cayman Finance Ltd (BROADCOM CRP / CAYMN FI) | Long | Debt | US | $2M | – | 0.04 |
| Broadcom Inc | Long | Debt | US | $3M | – | 0.05 |
| Brown & Brown Inc | Long | Debt | US | $5M | – | 0.09 |
| BRSP 2021-FL1 Ltd (BrightSpire Capital, Inc) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.25 |
| BSPRT 2021-FL6 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.25 |
| BSPRT 2021-FL7 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.22 |
| BSPRT 2022-FL8 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.11 |
| BSPRT 2023-FL10 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.25 |
| BSPRT 2023-FL10 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| BSREP Commercial Mortgage Trust 2021-DC | Long | ABS-mortgage backed security | US | $7M | – | 0.13 |
| Buckeye Partners LP | Long | Loan | US | $687K | – | 0.01 |
| BX Commercial Mortgage Trust 2020-VKNG (BX Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| BX Commercial Mortgage Trust 2021-21M (BX Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| BX Trust 2021-VIEW | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| BXMT 2020-FL2 LTD (BXMT Ltd) | Long | ABS-collateralized bond/debt obligation | US | $795K | – | 0.01 |
| BXMT 2021-FL4 Ltd (BXMT Ltd) | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.33 |
| CAL Funding IV Ltd | Long | ABS-other | US | $7M | – | 0.12 |
| Calpine Corp | Long | Loan | US | $5M | – | 0.10 |
| Calpine Corp | Long | Loan | US | $2M | – | 0.03 |
| Calpine Corp | Long | Loan | US | $299K | – | 0.01 |
| Campbell Soup Co | Long | Debt | US | $5M | – | 0.09 |
| Campbell Soup Co | Long | Debt | US | $2M | – | 0.04 |
| Camposol SA | Long | Debt | PE | $2M | – | 0.03 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $3M | – | 0.05 |
| Canadian Pacific Railway Co | Long | Debt | CA | $5M | – | 0.09 |
| Capital Four US CLO I Ltd | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.27 |
| Carlyle Global Market Strategies CLO 2016-1 Ltd | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.45 |
| Carrington Mortgage Loan Trust Series 2006-NC3 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CarVal CLO I Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| Carvana Auto Receivables Trust 2023-N3 | Long | ABS-other | US | $6M | – | 0.11 |
| Carvana Auto Receivables Trust 2024-N1 | Long | ABS-other | US | $12M | – | 0.21 |
| Catalent Pharma Solutions Inc | Long | Loan | US | $3M | – | 0.05 |
| Cathedral Lake V Ltd (Cathedral Lake LTD) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.25 |
| Cathedral Lake VII Ltd (Cathedral Lake LTD) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.16 |
| CBAM 2017-2 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.18 |
| CBAM 2019-10 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.19 |
| CD 2017-CD4 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $548K | – | 0.01 |
| Cedar Fair LP | Long | Loan | US | $1M | – | 0.03 |
| Cemex SAB de CV | Long | Debt | MX | $590K | – | 0.01 |
| Cencosud SA | Long | Debt | CL | $1M | – | 0.02 |
| CFCRE Commercial Mortgage Trust 2017-C8 | Long | ABS-mortgage backed security | US | $949K | – | 0.02 |
| CFIP CLO 2021-1 Ltd (CFIP CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.36 |
| CFK Trust 2020-MF2 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Charles Schwab Corp/The | Long | Debt | US | $2M | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.03 |
| Chase Funding Trust Series 2004-2 (Chase Funding Mortgage Loan As) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Chile Electricity PEC SpA (CHILE ELEC PEC SPA) | Long | Debt | CL | $10M | – | 0.17 |
| CHL Mortgage Pass-Through Trust 2004-HYB9 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-3 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Cia de Minas Buenaventura SAA | Long | Debt | PE | $6M | – | 0.10 |
| Citigroup Commercial Mortgage Trust 2015-P1 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Citigroup Commercial Mortgage Trust 2016-GC36 | Long | ABS-mortgage backed security | US | $418K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2016-P3 | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| Citigroup Commercial Mortgage Trust 2016-P3 | Long | ABS-mortgage backed security | US | $857K | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2017-P7 | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| Citigroup Mortgage Loan Trust 2006-AR1 | Long | ABS-mortgage backed security | US | $295K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2020-EXP1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Citizens Auto Receivables Trust 2023-2 | Long | ABS-other | US | $11M | – | 0.20 |
| Clean Harbors Inc | Long | Loan | US | $2M | – | 0.03 |
| CLNC 2019-FL1 Ltd (CLNC 2019-FL1, Ltd) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.29 |
| Clover CLO 2018-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.36 |
| Clover CLO 2021-2 LLC | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.18 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $10M | – | 0.18 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $17M | – | 0.31 |
| COLT 2021-1RMortgage Pass-Through Certificates (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| COLT 2021-5 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| COLT 2021-RPL1 Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $13M | – | 0.23 |
| COLT 2023-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Comision Federal de Electricidad | Long | Debt | MX | $2M | – | 0.03 |
| COMM 2013-CCRE12 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $389.38 | – | 0.00 |
| COMM 2014-CCRE18 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| COMM 2015-CCRE25 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $795K | – | 0.01 |
| COMM 2015-DC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| COMM 2018-HCLV Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.13 |
| Commonbond Student Loan Trust 2017-B-GS | Long | ABS-other | US | $865K | – | 0.02 |
| Commonbond Student Loan Trust 2020-A-GS | Long | ABS-other | US | $763K | – | 0.01 |
| Commonwealth Bank of Australia (COMMONWEALTH BANK AUST) | Long | Debt | AU | $5M | – | 0.09 |
| Compass Datacenters Issuer II LLC (Compass Datacenters Issuer II,) | Long | ABS-other | US | $17M | – | 0.31 |
| Connecticut Avenue Securities Trust 2023-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| Connecticut Avenue Securities Trust 2024-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $13M | – | 0.24 |
| Connecticut Avenue Securities Trust 2024-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $16M | – | 0.28 |
| Cosan Luxembourg SA | Long | Debt | BR | $8M | – | 0.14 |
| CPI Holdco B LLC | Long | Loan | US | $285K | – | 0.01 |
| CPS Auto Receivables Trust 2022-D (CPS Auto Trust) | Long | ABS-other | US | $554K | – | 0.01 |
| CPS Auto Receivables Trust 2024-A (CPS Auto Trust) | Long | ABS-other | US | $4M | – | 0.07 |
| CQS US CLO 2021-1 Ltd (CQS US CLO 2021-1, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.45 |
| Credicorp Ltd | Long | Debt | PE | $1M | – | 0.02 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Cross 2024-H1 Mortgage Trust (Cross Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Crown Castle Inc | Long | Debt | US | $3M | – | 0.05 |
| Crown City CLO III | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.32 |
| CSAIL 2015-C3 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CSAIL 2017-C8 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CSAIL 2017-CX9 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| CSMC 2019-RP10 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $29M | – | 0.52 |
| CSMC 2020-RPL3 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.18 |
| CSMC 2021-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CSMC 2021-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CSMC 2021-NQM5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| CSMC 2021-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| CSMC 2022-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $15M | – | 0.26 |
| CSMC 2022-NQM5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| CSMC 2022-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.14 |
| CVS Health Corp | Long | Debt | US | $3M | – | 0.05 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | DE | $4M | – | 0.07 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | DE | $2M | – | 0.04 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $10M | – | 0.17 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $1M | – | 0.03 |
| DBCG 2017-BBG Mortgage Trust (DBCG Mortgage Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.23 |
| DBJPM 2016-C3 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $662K | – | 0.01 |
| DBS Group Holdings Ltd | Long | Debt | SG | $12M | – | 0.22 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $3M | – | 0.05 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $2M | – | 0.04 |
| Diamond Resorts Owner Trust 2021-1 | Long | ABS-other | US | $1M | – | 0.03 |
| Digicel Group Holdings Ltd | Long | Debt | JM | $139K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | JM | $47K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | JM | $5K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | JM | $2K | – | 0.00 |
| Dollar General Corp | Long | Debt | US | $3M | – | 0.05 |
| Dollar Tree Inc | Long | Debt | US | $5M | – | 0.08 |
| Dominican Republic International Bond | Long | Debt | DO | $2M | – | 0.04 |
| Drive Auto Receivables Trust 2021-3 | Long | ABS-other | US | $1M | – | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $6M | – | 0.11 |
| Edison International | Long | Debt | US | $5M | – | 0.09 |
| Element Solutions Inc | Long | Loan | US | $3M | – | 0.05 |
| Elevance Health Inc | Long | Debt | US | $8M | – | 0.14 |
| Eli Lilly & Co | Long | Debt | US | $3M | – | 0.05 |
| Ellington Financial Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $874K | – | 0.02 |
| Empresa Electrica Angamos SA | Long | Debt | CL | $2M | – | 0.03 |
| Empresa Electrica Cochrane SpA | Long | Debt | CL | $2M | – | 0.04 |
| Empresas Publicas de Medellin ESP (EMPRESAS PUBLIC MEDELLIN) | Long | Debt | CO | $4M | – | 0.06 |
| Enbridge Inc | Long | Debt | CA | $5M | – | 0.09 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | IT | $878K | – | 0.02 |
| Energizer Holdings Inc | Long | Loan | US | $4M | – | 0.07 |
| Energy Transfer LP | Long | Debt | US | $5M | – | 0.09 |
| Entergy Corp | Long | Debt | US | $5M | – | 0.09 |
| Equinix Inc | Long | Debt | US | $5M | – | 0.09 |
| EQUS 2021-EQAZ Mortgage Trust | Long | ABS-mortgage backed security | US | $13M | – | 0.24 |
| Exelon Corp | Long | Debt | US | $3M | – | 0.04 |
| Exeter Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $4M | – | 0.07 |
| Exeter Automobile Receivables Trust 2023-5 | Long | ABS-other | US | $10M | – | 0.18 |
| Expedia Group Inc | Long | Debt | US | $5M | – | 0.10 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| ExteNet LLC 2019-1 (ExteNet Systems) | Long | ABS-other | US | $4M | – | 0.08 |
| F&G Global Funding | Long | Debt | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $808K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $714K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.19 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.13 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $995K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $971K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $14M | – | 0.26 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $10M | – | 0.18 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fenix Power Peru SA | Long | Debt | PE | $9M | – | 0.16 |
| First American Government Obligations Fund | Long | Short-term investment vehicle | US | $57M | 57M | 1.01 |
| First Horizon Mortgage Pass-Through Trust 2007-AR2 | Long | ABS-mortgage backed security | US | $617K | – | 0.01 |
| FirstKey Homes 2020-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $7M | – | 0.12 |
| FleetCor Technologies Operating Co LLC (FLEETCOR TECHNOLOGIES INC) | Long | Loan | US | $7M | – | 0.13 |
| Flutter Financing BV | Long | Loan | NL | $6M | – | 0.11 |
| Focus Financial Partners LLC | Long | Loan | US | $2M | – | 0.04 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $5M | – | 0.09 |
| Foundation Finance Trust 2019-1 | Long | ABS-other | US | $14K | – | 0.00 |
| Foundry JV Holdco LLC | Long | Debt | US | $3M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $450K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.18 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2024-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $24M | – | 0.42 |
| Freddie Mac STACR REMIC Trust 2024-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $9M | – | 0.16 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freeport Indonesia PT | Long | Debt | ID | $4M | – | 0.07 |
| Freeport Indonesia PT | Long | Debt | ID | $1M | – | 0.02 |
| Freeport-McMoRan Inc | Long | Debt | ID | $6M | – | 0.11 |
| Freeport-McMoRan Inc | Long | Debt | ID | $5M | – | 0.09 |
| FS RIALTO (FS Rialto Issuer Ltd) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.32 |
| FS Rialto 2019-FL1 (FS Rialto 2019-FL1 Issuer, Ltd) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| FS Rialto 2021-FL3 (FS Rialto Issuer Ltd) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.17 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | AE | $7M | – | 0.13 |
| GCAT 2022-NQM4 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| Gen Digital Inc | Long | Loan | US | $5M | – | 0.09 |
| Generac Power Systems Inc | Long | Loan | US | $892K | – | 0.02 |
| General Mills Inc | Long | Debt | US | $3M | – | 0.05 |
| General Mills Inc | Long | Debt | US | $2M | – | 0.04 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $5M | – | 0.09 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $5M | – | 0.09 |
| Generate CLO 6 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.18 |
| Generate CLO 8 Ltd (Generate CLO 8 Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.25 |
| Generate CLO 9 LTD (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $47M | – | 0.83 |
| Georgia Power Co | Long | Debt | US | $2M | – | 0.04 |
| Glencore Funding LLC | Long | Debt | AU | $5M | – | 0.09 |
| Glencore Funding LLC | Long | Debt | AU | $4M | – | 0.07 |
| Global Bank Corp (GLOBAL BANK CORPORATION) | Long | Debt | PA | $4M | – | 0.06 |
| Global SC Finance VII Srl (Global SC Finance SRL) | Long | ABS-other | CN | $3M | – | 0.05 |
| GLS Auto Receivables Issuer Trust 2021-1 (GLS Auto Receivables Trust) | Long | ABS-other | US | $857K | – | 0.02 |
| GLS Auto Receivables Issuer Trust 2021-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $1M | – | 0.02 |
| GLS Auto Receivables Issuer Trust 2023-4 (GLS Auto Receivables Trust) | Long | ABS-other | US | $15M | – | 0.27 |
| GLS Auto Select Receivables Trust 2024-3 | Long | ABS-other | US | $4M | – | 0.07 |
| GNL Quintero SA | Long | Debt | CL | $6M | – | 0.11 |
| Go Daddy Operating Co LLC | Long | Loan | US | $6M | – | 0.11 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $3M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| GPMT 2021-FL3 Ltd (GPMT Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.22 |
| GPMT 2021-FL4 Ltd (GPMT Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.20 |
| Great Wolf Trust 2024-WOLF | Long | ABS-mortgage backed security | US | $13M | – | 0.24 |
| Greystone CRE Notes 2019-FL2 Ltd (Greystone Commercial Real Esta) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| Greystone CRE Notes 2021-FL3 Ltd (Greystone Commercial Real Esta) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.27 |
| Grifols Worldwide Operations USA Inc | Long | Loan | US | $4M | – | 0.07 |
| Grupo de Inversiones Suramericana SA (GRUPO INVERSIONES SURAME) | Long | Debt | CO | $4M | – | 0.06 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| GS Mortgage Securities Corp Trust 2018-TWR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GS Mortgage Securities Corportation Trust 2021-IP (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.16 |
| GS Mortgage Securities Trust 2013-GC13 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GS Mortgage Securities Trust 2014-GC26 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GS Mortgage Securities Trust 2017-GS6 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GS Mortgage Securities Trust 2017-GS7 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| GS Mortgage Securities Trust 2017-GS8 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| GS Mortgage Securities Trust 2019-GC42 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GSR Mortgage Loan Trust 2005-9F | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Guara Norte Sarl | Long | Debt | BR | $8M | – | 0.14 |
| GWT 2024-WLF2 (Great Wolf Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Halseypoint Clo 5 Ltd (HalseyPoint CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $52M | – | 0.93 |
| Harbourview CLO VII-R (Harbourview CLO VII Ltd) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| Hayfin US XII Ltd (Hayfin Kingsland VIII Ltd) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.26 |
| HB Fuller Co (H.B. FULLER CO) | Long | Loan | US | $3M | – | 0.05 |
| HCA Inc | Long | Debt | US | $5M | – | 0.09 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $10M | – | 0.18 |
| Hewlett Packard Enterprise Co (HP ENTERPRISE CO) | Long | Debt | US | $4M | – | 0.07 |
| HGI CRE CLO 2021-FL1 Ltd (HGI CRE CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Hilton Domestic Operating Co Inc | Long | Loan | US | $2M | – | 0.04 |
| Hilton Grand Vacations Trust 2018-A | Long | ABS-other | US | $592K | – | 0.01 |
| Hilton Grand Vacations Trust 2020-A | Long | ABS-other | US | $316K | – | 0.01 |
| HOMES 2023-NQM2 Trust (HOMES Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.23 |
| Homeward Opportunities Fund Trust 2022-1 (Homeward Opportunities Fund I) | Long | ABS-mortgage backed security | US | $12M | – | 0.21 |
| Hunt Oil Co of Peru LLC Sucursal Del Peru | Long | Debt | PE | $702K | – | 0.01 |
| Hyatt Hotels Corp | Long | Debt | US | $4M | – | 0.08 |
| Hyundai Capital America | Long | Debt | US | $6M | – | 0.10 |
| Hyundai Capital America | Long | Debt | US | $3M | – | 0.04 |
| Icon Investments Six DAC | Long | Debt | US | $3M | – | 0.05 |
| ICON Luxembourg Sarl | Long | Loan | LU | $2M | – | 0.03 |
| ICON Luxembourg Sarl | Long | Loan | LU | $380K | – | 0.01 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT (INDO ASAHAN/MINERAL IND) | Long | Debt | ID | $10M | – | 0.18 |
| Industrias Penoles SAB de CV | Long | Debt | MX | $3M | – | 0.05 |
| Inkia Energy Ltd | Long | Debt | PE | $7M | – | 0.13 |
| InRetail Shopping Malls | Long | Debt | PE | $4M | – | 0.08 |
| Intercorp Financial Services Inc (INTERCORP FIN SER INC) | Long | Debt | PE | $2M | – | 0.04 |
| Interoceanica IV Finance Ltd | Long | Debt | PE | $344K | – | 0.01 |
| Invesco US CLO 2023-3 Ltd (Invesco CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.18 |
| IQVIA Inc | Long | Loan | US | $6M | – | 0.10 |
| Iron Mountain Inc | Long | Loan | US | $6M | – | 0.11 |
| Iron Mountain Information Management LLC | Long | Loan | US | $6M | – | 0.10 |
| Itau Unibanco Holding SA/Cayman Island (ITAU UNIBANCO HLDG SA/KY) | Long | Debt | BR | $9M | – | 0.16 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | BR | $803K | – | 0.01 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | BR | $466K | – | 0.01 |
| JDE Peet's NV | Long | Debt | NL | $3M | – | 0.05 |
| JP Morgan Alternative Loan Trust 2006-S4 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | Long | ABS-mortgage backed security | US | $573K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust 2015-C32 | Long | ABS-mortgage backed security | US | $330K | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust 2015-C33 | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| JPMBB Commercial Mortgage Securities Trust 2016-C1 | Long | ABS-mortgage backed security | US | $410K | – | 0.01 |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $5M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.08 |
| JPMorgan US Government Money Market Fund | Long | Short-term investment vehicle | US | $57M | 57M | 1.01 |
| JSW Hydro Energy Ltd | Long | Debt | IN | $2M | – | 0.04 |
| Kallpa Generacion SA | Long | Debt | PE | $981K | – | 0.02 |
| Katayma CLO II Ltd (Katayma CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.36 |
| KFC Holding Co | Long | Loan | US | $7M | – | 0.12 |
| Kinder Morgan Inc | Long | Debt | US | $3M | – | 0.05 |
| Kinder Morgan Inc | Long | Debt | US | $2M | – | 0.04 |
| Korea East-West Power Co Ltd | Long | Debt | KR | $2M | – | 0.04 |
| Korea East-West Power Co Ltd | Long | Debt | KR | $2M | – | 0.03 |
| Korea Hydro & Nuclear Power Co Ltd | Long | Debt | KR | $2M | – | 0.04 |
| Korea Southern Power Co Ltd | Long | Debt | KR | $5M | – | 0.08 |
| KREF 2021-FL2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.20 |
| KREF 2021-FL2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.20 |
| KREF 2022-FL3 Ltd | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.21 |
| KT Corp | Long | Debt | KR | $3M | – | 0.06 |
| LAD Auto Receivables Trust 2024-1 | Long | ABS-other | US | $15M | – | 0.26 |
| Lamar Media Corp | Long | Loan | US | $5M | – | 0.09 |
| Laurel Road Prime Student Loan Trust 2019-A | Long | ABS-other | US | $308K | – | 0.01 |
| LCCM 2017-LC26 (Ladder Capital Commercial Mort) | Long | ABS-mortgage backed security | US | $707K | – | 0.01 |
| LCCM 2021-FL2 Trust (Ladder Capital Commercial Mort) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.18 |
| LCCM 2021-FL3 Trust (Ladder Capital Commercial Mort) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.16 |
| Legacy Mortgage Asset Trust 2021-GS1 | Long | ABS-mortgage backed security | US | $874K | – | 0.02 |
| Legacy Mortgage Asset Trust 2021-GS2 | Long | ABS-mortgage backed security | US | $10M | – | 0.17 |
| Legacy Mortgage Asset Trust 2021-GS3 | Long | ABS-mortgage backed security | US | $17M | – | 0.30 |
| Legacy Mortgage Asset Trust 2021-GS4 | Long | ABS-mortgage backed security | US | $22M | – | 0.39 |
| Legacy Mortgage Asset Trust 2021-SL1 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Lendbuzz Securitization Trust 2023-1 | Long | ABS-other | US | $7M | – | 0.13 |
| Lendbuzz Securitization Trust 2023-2 | Long | ABS-other | US | $3M | – | 0.06 |
| Lendbuzz Securitization Trust 2024-2 | Long | ABS-other | US | $9M | – | 0.15 |
| Lendingpoint 2022-C Asset Securitization Trust (LendingPoint Asset Securitizat) | Long | ABS-other | US | $2M | – | 0.04 |
| LFT CRE 2021-FL1 Ltd (LFT CRE LLC) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.23 |
| LG Chem Ltd | Long | Debt | KR | $5M | – | 0.08 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | PE | $3M | – | 0.05 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | PE | $155K | – | 0.00 |
| LLPL Capital Pte Ltd | Long | Debt | ID | $4M | – | 0.07 |
| LoanCore 2021-CRE5 Issuer Ltd (LoanCore 2021-CRE5 Issuer, Ltd) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.10 |
| LoanCore 2021-CRE6 Issuer Ltd (LoanCore 2021-CRE6 Issuer, Ltd) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.18 |
| Loanpal Solar Loan Ltd (Loanpal Solar Loan 2020-3 Ltd) | Long | ABS-other | US | $6M | – | 0.11 |
| Lowe's Cos Inc | Long | Debt | US | $2M | – | 0.03 |
| LSTAR Commercial Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $766K | – | 0.01 |
| Macquarie Bank Ltd | Long | Debt | AU | $3M | – | 0.04 |
| Madison Park Funding LII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.18 |
| Magna International Inc | Long | Debt | CA | $6M | – | 0.10 |
| Marathon CLO XII Ltd (Marathon CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.30 |
| Marble Point CLO XXII Ltd | Long | ABS-collateralized bond/debt obligation | US | $35M | – | 0.63 |
| Marlette Funding Trust 2019-4 | Long | ABS-other | US | $10K | – | 0.00 |
| Marlette Funding Trust 2022-1 | Long | ABS-other | US | $457K | – | 0.01 |
| Marlette Funding Trust 2022-2 | Long | ABS-other | US | $2M | – | 0.03 |
| Marlette Funding Trust 2024-1 | Long | ABS-other | US | $19M | – | 0.34 |
| Marriott Ownership Resorts Inc | Long | Loan | US | $5M | – | 0.08 |
| MASTR Adjustable Rate Mortgages Trust 2006-2 | Long | ABS-mortgage backed security | US | $878K | – | 0.02 |
| McDonald's Corp | Long | Debt | US | $3M | – | 0.05 |
| McDonald's Corp | Long | Debt | US | $3M | – | 0.05 |
| McKesson Corp | Long | Debt | US | $3M | – | 0.05 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $11M | – | 0.19 |
| MEGlobal BV | Long | Debt | KW | $290K | – | 0.01 |
| MEGlobal Canada ULC | Long | Debt | KW | $12M | – | 0.21 |
| MEGlobal Canada ULC | Long | Debt | KW | $198K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| Mexico Generadora de Energia S de rl | Long | Debt | MX | $4M | – | 0.07 |
| MF1 2021-FL6 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.23 |
| MF1 2021-FL7 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.16 |
| MF1 2021-FL7 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| MF1 2022-FL10 LLC (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| MF1 2022-FL8 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.16 |
| MF1 Multifamily Housing Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.18 |
| MF1 Multifamily Housing Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $972K | – | 0.02 |
| MFA 2021-NQM2 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| MFA 2021-NQM2 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| MHP 2022-MHIL (Merit) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| Microchip Technology Inc | Long | Debt | US | $4M | – | 0.08 |
| Microchip Technology Inc | Long | Debt | US | $997K | – | 0.02 |
| Microchip Technology Inc | Long | Debt | US | $665K | – | 0.01 |
| Mileage Plus Holdings LLC (MILEAGE PLUS HOLDINGS IN) | Long | Loan | US | $2M | – | 0.03 |
| Mill City Mortgage Loan Trust 2017-3 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | GT | $6M | – | 0.11 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $3M | – | 0.06 |
| Minejesa Capital BV | Long | Debt | ID | $9M | – | 0.16 |
| Minerva Luxembourg SA | Long | Debt | BR | $3M | – | 0.05 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $6M | – | 0.11 |
| Mizuho Financial Group Inc | Long | Debt | JP | $3M | – | 0.04 |
| Mong Duong Finance Holdings BV (MONG DUONG FIN HLDGS BV) | Long | Debt | VN | $1M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.09 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $730.13 | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| Morgan Stanley Capital I Trust 2006-HQ10 | Long | ABS-mortgage backed security | US | $41.2 | – | 0.00 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Morgan Stanley Capital I Trust 2019-PLND | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Morgan Stanley Capital I Trust 2021-L5 | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| Morgan Stanley Capital I Trust 2021-L6 | Long | ABS-mortgage backed security | US | $13M | – | 0.23 |
| Morgan Stanley Mortgage Loan Trust 2004-1 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Motorola Solutions Inc | Long | Debt | US | $5M | – | 0.09 |
| MP CLO VIII Ltd (MP Clo VIII, LTD) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.27 |
| MSC Trust 2021-ILP (Morgan Stanley Capital I Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.24 |
| MSILF Government Portfolio | Long | Short-term investment vehicle | US | $57M | 57M | 1.01 |
| Multibank Inc (MULTIBANK INC.) | Long | Debt | PA | $802K | – | 0.01 |
| MV24 Capital BV | Long | Debt | BR | $7M | – | 0.12 |
| MVW Owner Trust 2018-1 | Long | ABS-other | US | $412K | – | 0.01 |
| National Securities Clearing Corp (NATIONAL SECS CLEARING) | Long | Debt | US | $4M | – | 0.06 |
| Navient Private Education Refi Loan Trust 2020-F (Navient Student Loan Trust) | Long | ABS-other | US | $2M | – | 0.04 |
| Navient Private Education Refi Loan Trust 2020-G (Navient Student Loan Trust) | Long | ABS-other | US | $1M | – | 0.02 |
| NBM US Holdings Inc | Long | Debt | BR | $9M | – | 0.16 |
| New Residential Mortgage Loan Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $2M | – | 0.04 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $947K | – | 0.02 |
| NiSource Inc | Long | Debt | US | $2M | – | 0.04 |
| NiSource Inc | Long | Debt | US | $2M | – | 0.03 |
| Northrop Grumman Corp | Long | Debt | US | $4M | – | 0.07 |
| NP SPE II LLC (NP Spe IX LP) | Long | ABS-other | US | $2M | – | 0.04 |
| NRG Energy Inc | Long | Loan | US | $5M | – | 0.09 |
| Nutrien Ltd | Long | Debt | CA | $4M | – | 0.07 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | CN | $3M | – | 0.05 |
| O'Reilly Automotive Inc | Long | Debt | US | $2M | – | 0.04 |
| OBX 2018-1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| OBX 2022-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| OBX 2022-NQM7 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| OBX 2023-NQM5 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| OBX 2024-NQM10 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $25M | – | 0.45 |
| OBX 2024-NQM4 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $11M | – | 0.20 |
| OBX 2024-NQM5 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $12M | – | 0.22 |
| Ocean Trails CLO V | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.33 |
| Ocean Trails Clo X | Long | ABS-collateralized bond/debt obligation | US | $850K | – | 0.02 |
| OCP CLO 2020-20 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| OCP CLO 2024-32 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $28M | – | 0.50 |
| Oleoducto Central SA | Long | Debt | CO | $928K | – | 0.02 |
| Omnicom Group Inc / Omnicom Capital Inc (OMNICOM GP/OMNICOM CAP) | Long | Debt | US | $4M | – | 0.07 |
| ONGC Videsh Ltd | Long | Debt | IN | $900K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $5M | – | 0.09 |
| Orazul Energy Peru SA | Long | Debt | PE | $5M | – | 0.09 |
| Oversea-Chinese Banking Corp Ltd | Long | Debt | SG | $9M | – | 0.15 |
| Oversea-Chinese Banking Corp Ltd | Long | Debt | SG | $1M | – | 0.02 |
| Oxford Finance Funding 2020-1 LLC (Oxford Finance Funding Trust) | Long | ABS-other | US | $3M | – | 0.06 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.05 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.04 |
| Packaging Corp of America | Long | Debt | US | $2M | – | 0.04 |
| Pagaya AI Debt Selection Trust 2021-HG1 | Long | ABS-other | US | $2M | – | 0.04 |
| Pagaya AI Debt Trust 2022-1 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $2M | – | 0.04 |
| PAGAYA AI Debt Trust 2022-3 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $4M | – | 0.06 |
| Pagaya AI Debt Trust 2023-1 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $7M | – | 0.13 |
| Pagaya AI Debt Trust 2023-3 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $4M | – | 0.07 |
| Pagaya AI Debt Trust 2023-5 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $5M | – | 0.09 |
| Pagaya AI Debt Trust 2023-5 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $4M | – | 0.08 |
| Pagaya AI Debt Trust 2023-7 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $5M | – | 0.09 |
| Palmer Square CLO 2021-2 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.16 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $2M | – | 0.04 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $6M | – | 0.11 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $5M | – | 0.09 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $5M | – | 0.08 |
| PepsiCo Inc | Long | Debt | US | $2M | – | 0.03 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $9M | – | 0.17 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $1M | – | 0.02 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $477K | – | 0.01 |
| Petrobras Global Finance BV | Long | Debt | BR | $4M | – | 0.07 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | US | $988K | – | 0.02 |
| PFP 2021-8 Ltd (PFP III) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $5M | – | 0.09 |
| Phillips 66 | Long | Debt | US | $1M | – | 0.03 |
| Phillips 66 | Long | Debt | US | $1M | – | 0.02 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $3M | – | 0.06 |
| PPM CLO 5 Ltd (PPM Clo, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.36 |
| PRET 2021-NPL3 LLC (Pretium Mortgage Credit Partne) | Long | ABS-mortgage backed security | US | $23M | – | 0.41 |
| PRET 2021-RN2 LLC (Pretium Mortgage Credit Partne) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| PRET 2021-RN3 LLC (Pretium Mortgage Credit Partne) | Long | ABS-mortgage backed security | US | $16M | – | 0.28 |
| Pretium Mortgage Credit Partners I 2021-NPL1 LLC | Long | ABS-mortgage backed security | US | $7M | – | 0.13 |
| Pretium Mortgage Credit Partners I 2021-NPL2 LLC | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Pretium Mortgage Credit Partners LLC | Long | ABS-mortgage backed security | US | $13M | – | 0.24 |
| Prosper Marketplace Issuance Trust Series 2023-1 | Long | ABS-other | US | $3M | – | 0.05 |
| Prosper Marketplace Issuance Trust Series 2024-1 | Long | ABS-other | US | $3M | – | 0.05 |
| PRPM 2020-4 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| PRPM 2021-3 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $8M | – | 0.14 |
| PRPM 2021-4 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $13M | – | 0.23 |
| PRPM 2021-5 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $10M | – | 0.17 |
| PRPM 2021-6 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $11M | – | 0.20 |
| PRPM 2021-7 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $21M | – | 0.37 |
| Prumo Participacoes e Investimentos S/A | Long | Debt | BR | $4M | – | 0.06 |
| Public Service Enterprise Group Inc | Long | Debt | US | $4M | – | 0.07 |
| Public Storage Operating Co (PUBLIC STORAGE OP CO) | Long | Debt | US | $4M | – | 0.06 |
| Ready Capital Mortgage Financing 2021-FL6 LLC (ReadyCap Commercial Mortgage T) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Ready Capital Mortgage Financing 2021-FL7 LLC (ReadyCap Commercial Mortgage T) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.10 |
| Regatta XXVII Funding Ltd (Regatta XXVII Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.20 |
| Reliance Industries Ltd | Long | Debt | IN | $10M | – | 0.18 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $2M | – | 0.03 |
| Republic Services Inc | Long | Debt | US | $5M | – | 0.09 |
| Resideo Funding Inc | Long | Loan | US | $3M | – | 0.05 |
| Resideo Funding Inc | Long | Loan | US | $3M | – | 0.05 |
| Resideo Funding Inc | Long | Loan | US | $990K | – | 0.02 |
| Reynolds Consumer Products LLC | Long | Loan | US | $5M | – | 0.10 |
| RIAL 2022-FL8 Issuer Ltd (Rialto Real Estate Fund LP) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.16 |
| Romark WM-R Ltd (Romark CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.22 |
| Royal Bank of Canada | Long | Debt | CA | $2M | – | 0.04 |
| Royalty Pharma PLC | Long | Debt | US | $5M | – | 0.09 |
| Ryder System Inc | Long | Debt | US | $5M | – | 0.09 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $978K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2020-4 | Long | ABS-other | US | $2M | – | 0.03 |
| Santander Drive Auto Receivables Trust 2023-4 | Long | ABS-other | US | $2M | – | 0.03 |
| Santander Drive Auto Receivables Trust 2024-3 | Long | ABS-other | US | $9M | – | 0.16 |
| Sasol Financing USA LLC | Long | Debt | ZA | $3M | – | 0.05 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $2M | – | 0.04 |
| Securitized Asset Backed Receivables LLC Trust 2006-NC1 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Setanta Aircraft Leasing DAC | Long | Loan | IE | $3M | – | 0.05 |
| SFS Auto Receivables Securitization Trust 2024-1 | Long | ABS-other | US | $4M | – | 0.08 |
| Shackleton 2015-VII-R CLO Ltd (Shackleton CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.33 |
| Sierra Timeshare 2021-2 Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $1M | – | 0.02 |
| Simon Property Group LP | Long | Debt | US | $5M | – | 0.09 |
| SLM Private Credit Student Loan Trust 2006-A (SLM Student Loan Trust) | Long | ABS-other | US | $4M | – | 0.08 |
| SLM Private Credit Student Loan Trust 2006-B (SLM Student Loan Trust) | Long | ABS-other | US | $3M | – | 0.05 |
| Sociedad Quimica y Minera de Chile SA | Long | Debt | CL | $6M | – | 0.11 |
| Sofi Alternative Consumer Loan Program 2021-2 (SoFi Alternative Trust Consume) | Long | ABS-other | US | $5M | – | 0.10 |
| SOFI Alternative Trust (SoFi Alternative Trust Consume) | Long | ABS-other | US | $10M | – | 0.19 |
| Sofi Alternative Trust 2021-1 (SoFi Alternative Trust Consume) | Long | ABS-other | US | $4M | – | 0.08 |
| SoFi Consumer Loan Program 2023-1S Trust (SOFI CONSUMER LOAN PROGRAM TRU) | Long | ABS-other | US | $439K | – | 0.01 |
| Sofi Professional Loan Program 2018-D Trust (Social Professional Loan Progr) | Long | ABS-other | US | $846K | – | 0.02 |
| SoFi Professional Loan Program 2020-C Trust (Social Professional Loan Progr) | Long | ABS-other | US | $3M | – | 0.06 |
| Solvay Finance America LLC (SOLVAY FINANCE (AMERICA)) | Long | Debt | BE | $838K | – | 0.01 |
| Solventum Corp | Long | Debt | US | $5M | – | 0.09 |
| Sound Point CLO VI-R LTD (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.29 |
| Sound Point CLO XXVI Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.45 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $4M | – | 0.06 |
| Southern Co/The | Long | Debt | US | $3M | – | 0.05 |
| Southern Copper Corp | Long | Debt | PE | $3M | – | 0.04 |
| SREIT Trust 2021-MFP | Long | ABS-mortgage backed security | US | $9M | – | 0.17 |
| SS&C Technologies Inc | Long | Loan | US | $3M | – | 0.06 |
| Standard Industries Inc/NJ | Long | Loan | US | $5M | – | 0.10 |
| Starwood Mortgage Residential Trust 2020-3 | Long | ABS-mortgage backed security | US | $460K | – | 0.01 |
| Starwood Mortgage Residential Trust 2021-5 | Long | ABS-mortgage backed security | US | $20M | – | 0.36 |
| Steele Creek CLO 2019-1 LTD (Steele Creek CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $901K | – | 0.02 |
| Steele Creek CLO 2019-2 LTD (Steele Creek CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.32 |
| Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Stryker Corp | Long | Debt | US | $3M | – | 0.06 |
| STWD 2019-FL1 Ltd (Starwood Commercial Mortgage T) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.23 |
| STWD 2021-FL2 Ltd (Starwood Commercial Mortgage T) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.21 |
| Suzano International Finance BV (SUZANO INTL FINANCE BV) | Long | Debt | BR | $3M | – | 0.05 |
| Symphony CLO XV Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.22 |
| Synchrony Financial | Long | Debt | US | $5M | – | 0.10 |
| Take-Two Interactive Software Inc | Long | Debt | US | $5M | – | 0.09 |
| TAL Advantage VII LLC | Long | ABS-other | US | $3M | – | 0.05 |
| Telefonica Celular del Paraguay SA (TELFON CELUAR DEL PARAGU) | Long | Debt | PY | $4M | – | 0.06 |
| Terwin Mortgage Trust Series TMTS 2003-4HE | Long | ABS-mortgage backed security | US | $661K | – | 0.01 |
| Texas Debt Capital CLO 2023-I Ltd (Texas Debt Capital CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.19 |
| TNB Global Ventures Capital Bhd | Long | Debt | MY | $11M | – | 0.20 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $3M | – | 0.05 |
| Trans Union LLC | Long | Loan | US | $6M | – | 0.10 |
| Trans Union LLC | Long | Loan | US | $3M | – | 0.05 |
| Transportadora de Gas del Peru SA (TRANSPORT DE GAS PERU) | Long | Debt | PE | $3M | – | 0.05 |
| Trestles Clo IV Ltd (Trestles CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.36 |
| Trimaran Cavu 2021-1 Ltd (Trimaran CAVU Ltd) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.10 |
| Trimaran Cavu 2021-3 Ltd (Trimaran CAVU Ltd) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.18 |
| TRTX 2021-FL4 Issuer Ltd (TPG Real Estate Finance) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.20 |
| TRTX 2022-FL5 Issuer Ltd (TPG Real Estate Finance) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.22 |
| TRTX 2022-FL5 Issuer Ltd (TPG Real Estate Finance) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.06 |
| TTAN 2021-MHC | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| UBS Commercial Mortgage Trust 2017-C1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| UBS Commercial Mortgage Trust 2017-C3 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| UBS Commercial Mortgage Trust 2018-C13 | Long | ABS-mortgage backed security | US | $410K | – | 0.01 |
| UBS Commercial Mortgage Trust 2018-C8 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| United Overseas Bank Ltd | Long | Debt | SG | $8M | – | 0.13 |
| United Overseas Bank Ltd | Long | Debt | SG | $3M | – | 0.05 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $56M | – | 1.00 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $15M | – | 0.26 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $188M | – | 3.36 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $173M | – | 3.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $169M | – | 3.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $161M | – | 2.89 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $135M | – | 2.42 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $114M | – | 2.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $98M | – | 1.75 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $73M | – | 1.31 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $73M | – | 1.30 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $64M | – | 1.14 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $59M | – | 1.05 |
| UPCL 2023-1 A | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.42 |
| Upgrade Master Pass-Thru Trust | Long | ABS-other | US | $689K | – | 0.01 |
| Upstart Pass-Through Trust Series 2020-ST5 (Upstart Pass Through Trust) | Long | ABS-other | US | $586K | – | 0.01 |
| Upstart Pass-Through Trust Series 2020-ST5 (Upstart Pass Through Trust) | Long | ABS-other | US | $493K | – | 0.01 |
| Upstart Pass-Through Trust Series 2021-ST6 (Upstart Pass Through Trust) | Long | ABS-other | US | $2M | – | 0.03 |
| Upstart Securitization Trust 2023-1 | Long | ABS-other | US | $906K | – | 0.02 |
| Upstart Securitization Trust 2023-2 | Long | ABS-other | US | $6M | – | 0.11 |
| Upstart Securitization Trust 2023-3 | Long | ABS-other | US | $7M | – | 0.12 |
| US Foods Inc | Long | Loan | US | $5M | – | 0.08 |
| VCAT 2021-NPL1 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| VCAT 2021-NPL3 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| VCAT 2021-NPL4 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $14M | – | 0.24 |
| VCAT 2021-NPL5 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| VCAT 2021-NPL6 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $9M | – | 0.16 |
| Velocity Commercial Capital Loan Trust 2019-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Velocity Commercial Capital Loan Trust 2021-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Velocity Commercial Capital Loan Trust 2021-2 | Long | ABS-mortgage backed security | US | $15M | – | 0.26 |
| Velocity Commercial Capital Loan Trust 2021-2 | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Veralto Corp | Long | Debt | US | $3M | – | 0.05 |
| Vericrest Opportunity Loan Transferee | Long | ABS-mortgage backed security | US | $14M | – | 0.24 |
| Verus Securitization Trust 2020-2 | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| Verus Securitization Trust 2021-4 | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| Verus Securitization Trust 2021-7 | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| Verus Securitization Trust 2022-INV1 | Long | ABS-mortgage backed security | US | $12M | – | 0.21 |
| Verus Securitization Trust 2022-INV1 | Long | ABS-mortgage backed security | US | $401K | – | 0.01 |
| Verus Securitization Trust 2023-4 | Long | ABS-mortgage backed security | US | $18M | – | 0.32 |
| Verus Securitization Trust 2024-3 | Long | ABS-mortgage backed security | US | $21M | – | 0.37 |
| Vestis Corp | Long | Loan | US | $1M | – | 0.02 |
| Viatris Inc | Long | Debt | US | $3M | – | 0.05 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $5M | – | 0.09 |
| Vistra Operations Co LLC | Long | Loan | US | $6M | – | 0.11 |
| VOLT C LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| VOLT CI LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| VOLT XCII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| VOLT XCIV LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| VOLT XCIX LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $14M | – | 0.25 |
| VOLT XCVI LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| VOLT XCVII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| WaMu Mortgage Pass-Through Certificates Series 2002-AR16 Trust | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| WB Commercial Mortgage Trust 2024-HQ | Long | ABS-mortgage backed security | US | $7M | – | 0.13 |
| WEC Energy Group Inc | Long | Debt | US | $2M | – | 0.04 |
| Wellfleet CLO 2017-2A Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| Wellfleet CLO 2018-1 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| Wellfleet CLO 2020-1 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| Wellfleet CLO 2021-2 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $9M | – | 0.16 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $8M | – | 0.14 |
| Wells Fargo Commercial Mortgage Trust 2015-LC22 | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2019-C51 | Long | ABS-mortgage backed security | US | $8M | – | 0.14 |
| Wells Fargo Commercial Mortgage Trust 2021-C60 | Long | ABS-mortgage backed security | US | $11M | – | 0.20 |
| Wells Fargo Commercial Mortgage Trust 2021-SAVE | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| Welltower OP LLC | Long | Debt | US | $5M | – | 0.09 |
| Westgate Resorts 2022-1 LLC | Long | ABS-other | US | $4M | – | 0.07 |
| Westlake Automobile Receivables Trust 2023-4 | Long | ABS-other | US | $16M | – | 0.28 |
| Westlake Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $7M | – | 0.13 |
| Westpac Banking Corp | Long | Debt | AU | $4M | – | 0.07 |
| WFRBS Commercial Mortgage Trust 2014-C24 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| WMG Acquisition Corp | Long | Loan | US | $6M | – | 0.11 |
| Workday Inc | Long | Debt | US | $3M | – | 0.05 |
| Wyndham Hotels & Resorts Inc | Long | Loan | US | $6M | – | 0.11 |
| Zimmer Biomet Holdings Inc | Long | Debt | US | $5M | – | 0.09 |
Address
DoubleLine Funds Trust
2002 N. Tampa St.
Suite 200
Tampa
Florida
33602
United States of America
Websites
Directors
Jeffrey E. Gundlach
John C. Salter
Joseph J. Ciprari
William A. Odell
Yury Friedman
Transfer Agents
U.S. Bancorp Fund Services, LLC
Pricing Services
Thomson Reuters Pricing Service
PricingDirect Inc.
Intercontinental Exchange
Bank Of America Merrill Lynch
IHS Markit Ltd.
Bloomberg Valuation Service
Custodians
U.S. Bank National Association
The Bank of New York Mellon
Shareholder Servicing Agents
U.S. Bancorp Fund Services, LLC
Admins
U.S. Bancorp Fund Services, LLC
Brokers
GOLDMAN SACHS & CO. LLC