DoubleLine Funds > DoubleLine Funds Trust
DoubleLine Shiller Enhanced CAPE
$4.15B
Avg Monthly Net Assets
$4.00B
Total Assets
$54.60M
Total Liabilities
$3.95B
Net Assets
DoubleLine Shiller Enhanced CAPE 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 $4.15B.
On August 29th, 2024 it reported 776 holdings, the largest
being US TREASURY N/B (3.6%), US TREASURY N/B (3.3%) and US TREASURY N/B (3.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000132287 | DSEEX | |
| Class N | C000132288 | DSENX | |
| Class R6 | C000213587 | DDCPX |
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 | – | 0.16 |
| 37 Capital Clo 1 Ltd (37 Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $27M | – | 0.69 |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.04 |
| ACE Securities Corp Home Equity Loan Trust Series 2006-CW1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-WM1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Adani International Container Terminal Pvt Ltd | Long | Debt | IN | $1M | – | 0.03 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $3M | – | 0.08 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $324K | – | 0.01 |
| Adani Transmission Step-One Ltd (ADANI TRANS STEP-ONE LTD) | Long | Debt | IN | $2M | – | 0.04 |
| Adaro Indonesia PT (PT ADARO INDONESIA) | Long | Debt | ID | $2M | – | 0.05 |
| Adjustable Rate Mortgage Trust 2006-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $3M | – | 0.09 |
| Affirm Asset Securitization Trust 2023-X1 (Affirm Inc) | Long | ABS-other | US | $6M | – | 0.16 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $4M | – | 0.09 |
| Affirm Asset Securitization Trust 2024-X1 (Affirm Inc) | Long | ABS-other | US | $5M | – | 0.13 |
| AGCO Corp | Long | Debt | US | $797K | – | 0.02 |
| AI Candelaria Spain SA (AI CANDELARIA SPAIN SLU) | Long | Debt | CO | $4M | – | 0.09 |
| Ajax Mortgage Loan Trust 2021-C | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Alen 2021-ACEN Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $506K | – | 0.01 |
| Ali Group North America Corp | Long | Loan | US | $7M | – | 0.17 |
| Aligned Data Centers Issuer LLC | Long | ABS-other | US | $6M | – | 0.14 |
| Allegro CLO V-S Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.25 |
| Alternative Loan Trust 2005-23CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| Alternative Loan Trust 2005-28CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $793K | – | 0.02 |
| Alternative Loan Trust 2005-49CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Alternative Loan Trust 2005-61 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Alternative Loan Trust 2005-62 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| Alternative Loan Trust 2006-16CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Alternative Loan Trust 2006-32CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $779K | – | 0.02 |
| Alternative Loan Trust 2006-34 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Alternative Loan Trust 2006-36T2 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Alternative Loan Trust 2006-J4 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $794K | – | 0.02 |
| Alternative Loan Trust 2006-J6 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $723K | – | 0.02 |
| Alternative Loan Trust 2006-OA12 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Alternative Loan Trust 2006-OA21 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Alternative Loan Trust 2007-12T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| Alternative Loan Trust 2007-12T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Alternative Loan Trust 2007-15CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| Alternative Loan Trust 2007-8CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Alternative Loan Trust 2007-9T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| American Builders & Contractors Supply Co Inc (ABC SUPPLY CO INC) | Long | Loan | US | $2M | – | 0.06 |
| American Electric Power Co Inc | Long | Debt | US | $955K | – | 0.02 |
| American Express Co | Long | Debt | US | $3M | – | 0.09 |
| American Home Mortgage Investment Trust 2004-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Amgen Inc | Long | Debt | US | $2M | – | 0.04 |
| Amur Equipment Finance Receivables IX LLC (AXIS Equipment Finance Receiva) | Long | ABS-other | US | $4M | – | 0.10 |
| Anchorage Capital CLO 19 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.58 |
| Angel Oak Mortgage Trust 2020-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Angel Oak Mortgage Trust 2020-6 | Long | ABS-mortgage backed security | US | $341K | – | 0.01 |
| Angel Oak Mortgage Trust 2021-7 | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| AngloGold Ashanti Holdings PLC (ANGLOGOLD HOLDINGS PLC) | Long | Debt | ZA | $360K | – | 0.01 |
| APi Group DE Inc | Long | Loan | US | $4M | – | 0.09 |
| Aramark Services Inc | Long | Loan | US | $695K | – | 0.02 |
| Aramark Services Inc | Long | Loan | US | $383K | – | 0.01 |
| Arbor Multifamily Mortgage Securities Trust 2020-MF1 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Arbor Multifamily Mortgage Securities Trust 2021-MF2 | Long | ABS-mortgage backed security | US | $6M | – | 0.16 |
| Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.15 |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | US | $549K | – | 0.01 |
| Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.18 |
| AREIT 2022-CRE6 Trust (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| Ares Capital Corp | Long | Debt | US | $3M | – | 0.08 |
| Arivo Acceptance Auto Loan Receivables Trust 2021-1 | Long | ABS-other | US | $160K | – | 0.00 |
| Arroyo Mortgage Trust 2019-1 | Long | ABS-mortgage backed security | US | $804K | – | 0.02 |
| Arroyo Mortgage Trust 2019-2 | Long | ABS-mortgage backed security | US | $445K | – | 0.01 |
| Arroyo Mortgage Trust 2019-3 | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Asplundh Tree Expert LLC | Long | Loan | US | $6M | – | 0.16 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.05 |
| Athene Global Funding | Long | Debt | US | $4M | – | 0.11 |
| Atlas Senior Loan Fund XI Ltd (Atlas Senior Loan Fund LTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| Avantor Funding Inc | Long | Loan | US | $4M | – | 0.10 |
| Avery Dennison Corp | Long | Debt | US | $1M | – | 0.03 |
| Aviation Capital Group LLC | Long | Debt | US | $3M | – | 0.06 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | IE | $3M | – | 0.09 |
| Axalta Coating Systems US Holdings Inc | Long | Loan | US | $4M | – | 0.11 |
| BAE Systems PLC | Long | Debt | GB | $4M | – | 0.10 |
| Banc of America Funding 2006-7 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $803K | – | 0.02 |
| Banc of America Funding 2015-R2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $7M | – | 0.18 |
| Banc of America Funding 2015-R2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Banc of America Mortgage 2005-I Trust (Banc of America Mortgage Secur) | Long | ABS-mortgage backed security | US | $889K | – | 0.02 |
| Banc of America Mortgage 2007-3 Trust (Banc of America Mortgage Secur) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Banco Bilbao Vizcaya Argentaria Colombia SA (BBVA COLOMBIA SA) | Long | Debt | CO | $3M | – | 0.08 |
| Banco Continental SAECA (BANCO CONTINENTAL S.A.E.) | Long | Debt | PY | $2M | – | 0.04 |
| Banco Continental SAECA (BANCO CONTINENTAL S.A.E.) | Long | Debt | PY | $2M | – | 0.04 |
| Banco de Bogota SA | Long | Debt | CO | $2M | – | 0.06 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $5M | – | 0.13 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $186K | – | 0.00 |
| Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa | Long | Debt | MX | $2M | – | 0.05 |
| Banco Industrial SA/Guatemala | Long | Debt | GT | $1M | – | 0.03 |
| Banco Internacional del Peru SAA Interbank (BANCO INTERNAC DEL PERU) | Long | Debt | PE | $4M | – | 0.10 |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands (BANCO NACIONAL COM EXT) | Long | Debt | MX | $3M | – | 0.07 |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Long | Debt | MX | $2M | – | 0.04 |
| Bancolombia SA | Long | Debt | CO | $3M | – | 0.09 |
| Bank Negara Indonesia Persero Tbk PT | Long | Debt | ID | $956K | – | 0.02 |
| Bank of Montreal | Long | Debt | CA | $2M | – | 0.04 |
| Bank of Nova Scotia/The | Long | Debt | CA | $2M | – | 0.04 |
| BAT Capital Corp | Long | Debt | GB | $2M | – | 0.05 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $1M | – | 0.04 |
| Battalion CLO XI Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $30M | – | 0.75 |
| Battalion CLO XX Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.25 |
| BB-UBS Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $10M | – | 0.25 |
| BBCMS 2019-BWAY Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| BBCMS Trust 2021-C10 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BBCMS Trust 2021-C10 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $4M | – | 0.09 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $730K | – | 0.02 |
| BCAP LLC 2009-RR4 Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BCAP LLC 2012-RR1 Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $794K | – | 0.02 |
| BDS 2021-FL10 Ltd (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.23 |
| BDS 2021-FL8 (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | US | $614K | – | 0.02 |
| BDS 2021-FL9 Ltd (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.11 |
| Beacon Roofing Supply Inc | Long | Loan | US | $3M | – | 0.07 |
| Benchmark 2020-IG1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Berry Global Inc | Long | Loan | US | $7M | – | 0.18 |
| Bharti Airtel Ltd | Long | Debt | IN | $198K | – | 0.01 |
| BHMS 2018-ATLS (BHMS Mortgage Trust) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $3M | – | 0.07 |
| Bioceanico Sovereign Certificate Ltd | Long | Debt | PY | $773K | – | 0.02 |
| BMW US Capital LLC | Long | Debt | DE | $2M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.04 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.09 |
| Braskem Netherlands Finance BV | Long | Debt | BR | $4M | – | 0.11 |
| BRAVO Residential Funding Trust 2021-NQM2 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BRAVO Residential Funding Trust 2022-RPL1 | Long | ABS-mortgage backed security | US | $7M | – | 0.18 |
| BRF GmbH | Long | Debt | BR | $573K | – | 0.01 |
| Bridge Street CLO II Ltd | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.27 |
| Bridgecrest Lending Auto Securitization Trust 2024-1 | Long | ABS-other | US | $7M | – | 0.17 |
| Bridgecrest Lending Auto Securitization Trust 2024-2 | Long | ABS-other | US | $8M | – | 0.19 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2M | – | 0.05 |
| Broadcom Corp / Broadcom Cayman Finance Ltd (BROADCOM CRP / CAYMN FI) | Long | Debt | US | $1M | – | 0.04 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.04 |
| Brown & Brown Inc | Long | Debt | US | $3M | – | 0.08 |
| BRSP 2021-FL1 Ltd (BrightSpire Capital, Inc) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.35 |
| BRSP 2021-FL1 Ltd (BrightSpire Capital, Inc) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.20 |
| BSPRT 2021-FL6 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| BSPRT 2022-FL8 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.22 |
| BSPRT 2023-FL10 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.19 |
| Buckeye Partners LP | Long | Loan | US | $738K | – | 0.02 |
| Business Jet Securities 2021-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $2M | – | 0.05 |
| BX Commercial Mortgage Trust 2020-VKNG (BX Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.20 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| BXIICS2E INDEX SWAP 010725 | Derivative-equity | US | $3M | – | 0.08 | |
| BXIICS2E INDEX SWAP 010825 | Derivative-equity | US | $3M | – | 0.07 | |
| BXIICS2E INDEX SWAP 010925 | Derivative-equity | US | $2M | – | 0.05 | |
| BXIICS2E INDEX SWAP 011425 | Derivative-equity | US | $636K | – | 0.02 | |
| BXIICS2E INDEX SWAP 012925 | Derivative-equity | US | $805K | – | 0.02 | |
| BXIICS2E INDEX SWAP 020425 | Derivative-equity | US | $2M | – | 0.04 | |
| BXIICS2E INDEX SWAP 021225 | Derivative-equity | US | $2M | – | 0.06 | |
| BXIICS2E INDEX SWAP 021825 | Derivative-equity | US | $3M | – | 0.08 | |
| BXIICS2E INDEX SWAP 022525 | Derivative-equity | US | $2M | – | 0.06 | |
| BXIICS2E INDEX SWAP 030425 | Derivative-equity | US | $2M | – | 0.06 | |
| BXIICS2E INDEX SWAP 031125 | Derivative-equity | US | $1M | – | 0.03 | |
| BXIICS2E INDEX SWAP 032025 | Derivative-equity | US | $882K | – | 0.02 | |
| BXIICS2E INDEX SWAP 032025 | Derivative-equity | US | $-33K | – | -0.00 | |
| BXIICS2E INDEX SWAP 032525 | Derivative-equity | US | $-443K | – | -0.01 | |
| BXIICS2E INDEX SWAP 040125 | Derivative-equity | US | $-552K | – | -0.01 | |
| BXIICS2E INDEX SWAP 040825 | Derivative-equity | US | $-485K | – | -0.01 | |
| BXIICS2E INDEX SWAP 042225 | Derivative-equity | US | $3M | – | 0.07 | |
| BXIICS2E INDEX SWAP 042925 | Derivative-equity | US | $2M | – | 0.04 | |
| BXIICS2E INDEX SWAP 050725 | Derivative-equity | US | $2M | – | 0.06 | |
| BXIICS2E INDEX SWAP 051525 | Derivative-equity | US | $580K | – | 0.01 | |
| BXIICS2E INDEX SWAP 052725 | Derivative-equity | US | $15K | – | 0.00 | |
| BXIICS2E INDEX SWAP 060525 | Derivative-equity | US | $1M | – | 0.03 | |
| BXIICS2E INDEX SWAP 061125 | Derivative-equity | US | $237K | – | 0.01 | |
| BXIICS2E INDEX SWAP 061725 | Derivative-equity | US | $690K | – | 0.02 | |
| BXIICS2E INDEX SWAP 062425 | Derivative-equity | US | $379K | – | 0.01 | |
| BXIICS2E INDEX SWAP 070825 | Derivative-equity | US | $-437K | – | -0.01 | |
| BXIICS2E INDEX SWAP 071124 | Derivative-equity | US | $8M | – | 0.20 | |
| BXIICS2E INDEX SWAP 071624 | Derivative-equity | US | $8M | – | 0.19 | |
| BXIICS2E INDEX SWAP 072424 | Derivative-equity | US | $5M | – | 0.12 | |
| BXIICS2E INDEX SWAP 073024 | Derivative-equity | US | $4M | – | 0.11 | |
| BXIICS2E INDEX SWAP 080824 | Derivative-equity | US | $5M | – | 0.13 | |
| BXIICS2E INDEX SWAP 081324 | Derivative-equity | US | $4M | – | 0.10 | |
| BXIICS2E INDEX SWAP 081424 | Derivative-equity | US | $6M | – | 0.14 | |
| BXIICS2E INDEX SWAP 082224 | Derivative-equity | US | $5M | – | 0.14 | |
| BXIICS2E INDEX SWAP 082824 | Derivative-equity | US | $4M | – | 0.09 | |
| BXIICS2E INDEX SWAP 090324 | Derivative-equity | US | $5M | – | 0.13 | |
| BXIICS2E INDEX SWAP 091224 | Derivative-equity | US | $7M | – | 0.19 | |
| BXIICS2E INDEX SWAP 091924 | Derivative-equity | US | $7M | – | 0.17 | |
| BXIICS2E INDEX SWAP 092624 | Derivative-equity | US | $5M | – | 0.12 | |
| BXIICS2E INDEX SWAP 100224 | Derivative-equity | US | $7M | – | 0.18 | |
| BXIICS2E INDEX SWAP 100924 | Derivative-equity | US | $10M | – | 0.25 | |
| BXIICS2E INDEX SWAP 101724 | Derivative-equity | US | $11M | – | 0.28 | |
| BXIICS2E INDEX SWAP 102224 | Derivative-equity | US | $9M | – | 0.22 | |
| BXIICS2E INDEX SWAP 103024 | Derivative-equity | US | $8M | – | 0.21 | |
| BXIICS2E INDEX SWAP 110724 | Derivative-equity | US | $9M | – | 0.22 | |
| BXIICS2E INDEX SWAP 111424 | Derivative-equity | US | $9M | – | 0.24 | |
| BXIICS2E INDEX SWAP 111924 | Derivative-equity | US | $9M | – | 0.23 | |
| BXIICS2E INDEX SWAP 112624 | Derivative-equity | US | $6M | – | 0.15 | |
| BXIICS2E INDEX SWAP 120524 | Derivative-equity | US | $10M | – | 0.26 | |
| BXIICS2E INDEX SWAP 121024 | Derivative-equity | US | $8M | – | 0.19 | |
| BXIICS2E INDEX SWAP 121824 | Derivative-equity | US | $6M | – | 0.15 | |
| CAL Funding IV Ltd | Long | ABS-other | US | $4M | – | 0.11 |
| Calpine Corp | Long | Loan | US | $4M | – | 0.11 |
| Calpine Corp | Long | Loan | US | $2M | – | 0.05 |
| Calpine Corp | Long | Loan | US | $319K | – | 0.01 |
| Campbell Soup Co | Long | Debt | US | $3M | – | 0.08 |
| Campbell Soup Co | Long | Debt | US | $1M | – | 0.03 |
| Camposol SA | Long | Debt | PE | $863K | – | 0.02 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $2M | – | 0.05 |
| Canadian Pacific Railway Co | Long | Debt | CA | $3M | – | 0.08 |
| Carbon Capital VI Commercial Mortgage 2019-FL2 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| Carval Clo X-C Ltd/Jersey (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.10 |
| Castlelake Aircraft Structured Trust 2019-1 (Castlelake Aircraft Securitiza) | Long | ABS-other | US | $2M | – | 0.06 |
| Catalent Pharma Solutions Inc | Long | Loan | US | $4M | – | 0.11 |
| Cathedral Lake VII Ltd (Cathedral Lake LTD) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.23 |
| CBAM 2017-2 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.11 |
| CD 2017-CD3 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $893K | – | 0.02 |
| CD 2017-CD4 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Cedar Fair LP | Long | Loan | US | $2M | – | 0.04 |
| Cemex SAB de CV | Long | Debt | MX | $983K | – | 0.02 |
| Cencosud SA | Long | Debt | CL | $700K | – | 0.02 |
| CFCRE Commercial Mortgage Trust 2016-C4 | Long | ABS-mortgage backed security | US | $383K | – | 0.01 |
| CFCRE Commercial Mortgage Trust 2017-C8 | Long | ABS-mortgage backed security | US | $362K | – | 0.01 |
| CFIP CLO 2017-1 Ltd (CFIP CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.26 |
| 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 | $1M | – | 0.03 |
| Chile Electricity PEC SpA (CHILE ELEC PEC SPA) | Long | Debt | CL | $4M | – | 0.11 |
| CHL Mortgage Pass-Through Trust 2005-10 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $541K | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2006-20 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| CHL Mortgage Pass-Through Trust 2006-21 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $663K | – | 0.02 |
| CHL Mortgage Pass-Through Trust 2007-14 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $309K | – | 0.01 |
| Cia de Minas Buenaventura SAA | Long | Debt | PE | $2M | – | 0.05 |
| CIFC Funding 2014-V Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| Citigroup Commercial Mortgage Trust 2014-GC25 | Long | ABS-mortgage backed security | US | $291.73 | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-GC31 | Long | ABS-mortgage backed security | US | $8M | – | 0.20 |
| Citigroup Commercial Mortgage Trust 2016-GC36 | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2016-P3 | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Citigroup Commercial Mortgage Trust 2016-P3 | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2016-P4 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Citigroup Commercial Mortgage Trust 2016-P4 | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2017-P7 | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2020-EXP1 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CitiMortgage Alternative Loan Trust Series 2007-A5 | Long | ABS-mortgage backed security | US | $486K | – | 0.01 |
| Clean Harbors Inc | Long | Loan | US | $2M | – | 0.05 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| College Avenue Student Loans LLC (College Ave Student Loans) | Long | ABS-other | US | $632K | – | 0.02 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $4M | – | 0.11 |
| COLT 2020-3 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| COLT 2021-1RMortgage Pass-Through Certificates (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| COLT 2021-5 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| COLT 2022-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| Comision Federal de Electricidad | Long | Debt | MX | $681K | – | 0.02 |
| COMM 2013-CCRE12 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $90.24 | – | 0.00 |
| COMM 2014-CCRE17 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $26.15 | – | 0.00 |
| COMM 2015-CCRE22 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| COMM 2015-CCRE25 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| COMM 2015-CCRE27 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $262K | – | 0.01 |
| COMM 2015-DC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| COMM 2015-LC21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| COMM 2015-LC21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| COMM 2016-DC2 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| COMM 2018-HCLV Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.20 |
| Commonwealth Bank of Australia (COMMONWEALTH BANK AUST) | Long | Debt | AU | $3M | – | 0.08 |
| Compass Datacenters Issuer II LLC (Compass Datacenters Issuer II,) | Long | ABS-other | US | $11M | – | 0.28 |
| Connect Finco SARL | Long | Loan | LU | $125K | – | 0.00 |
| Connecticut Avenue Securities Trust 2024-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Cosan Luxembourg SA | Long | Debt | BR | $3M | – | 0.08 |
| CPI Holdco B LLC | Long | Loan | US | $295K | – | 0.01 |
| CQS US CLO 2021-1 Ltd (CQS US CLO 2021-1, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.64 |
| CQS US CLO 2021-1 Ltd (CQS US CLO 2021-1, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.28 |
| Credicorp Ltd | Long | Debt | PE | $2M | – | 0.05 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $686K | – | 0.02 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Crown Castle Inc | Long | Debt | US | $2M | – | 0.04 |
| CSAIL 2015-C1 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| CSAIL 2016-C6 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| CSAIL 2021-C20 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8 (Credit Suisse First Boston Mor) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9 (Credit Suisse First Boston Mor) | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| CSMC 2019-RP10 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $20M | – | 0.52 |
| CSMC 2021-JR1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $308K | – | 0.01 |
| CSMC 2022-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $15M | – | 0.37 |
| CSMC Series 2009-8R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| CSMC Series 2011-12R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $368K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $2M | – | 0.04 |
| Cyxtera DC Holdings Inc | Long | Loan | US | $8K | – | 0.00 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | DE | $2M | – | 0.05 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | DE | $1M | – | 0.04 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| DBS Group Holdings Ltd | Long | Debt | SG | $4M | – | 0.11 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $2M | – | 0.04 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $2M | – | 0.04 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR4 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR4 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA2 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $297K | – | 0.01 |
| Deutsche Mortgage & Asset Receiving Corp (Deutsche Mortgage and Asset Re) | Long | ABS-mortgage backed security | US | $259K | – | 0.01 |
| Diamond Resorts Owner Trust 2021-1 | Long | ABS-other | US | $1M | – | 0.03 |
| Digicel Group Holdings Ltd | Long | Debt | JM | $60K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | JM | $20K | – | 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 | $2M | – | 0.04 |
| Dollar Tree Inc | Long | Debt | US | $3M | – | 0.08 |
| Dominican Republic International Bond | Long | Debt | DO | $400K | – | 0.01 |
| DRB Prime Student Loan Trust 2017-A | Long | ABS-other | US | $312K | – | 0.01 |
| Dryden 85 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.63 |
| Ecopetrol SA | Long | Debt | CO | $3M | – | 0.09 |
| Edison International | Long | Debt | US | $3M | – | 0.08 |
| Element Solutions Inc | Long | Loan | US | $3M | – | 0.08 |
| Elevance Health Inc | Long | Debt | US | $5M | – | 0.13 |
| Elevation CLO 2018-9 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.42 |
| Eli Lilly & Co | Long | Debt | US | $2M | – | 0.05 |
| Empresa Electrica Angamos SA | Long | Debt | CL | $868K | – | 0.02 |
| Empresa Electrica Cochrane SpA | Long | Debt | CL | $2M | – | 0.04 |
| Empresas Publicas de Medellin ESP (EMPRESAS PUBLIC MEDELLIN) | Long | Debt | CO | $1M | – | 0.03 |
| Enbridge Inc | Long | Debt | CA | $3M | – | 0.08 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | IT | $579K | – | 0.01 |
| Energizer Holdings Inc | Long | Loan | US | $4M | – | 0.11 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.09 |
| Entergy Corp | Long | Debt | US | $3M | – | 0.09 |
| Equinix Inc | Long | Debt | US | $3M | – | 0.09 |
| Exelon Corp | Long | Debt | US | $2M | – | 0.04 |
| Exeter Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $10M | – | 0.24 |
| Exeter Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $3M | – | 0.08 |
| Exeter Automobile Receivables Trust 2023-5 | Long | ABS-other | US | $5M | – | 0.14 |
| Expedia Group Inc | Long | Debt | US | $3M | – | 0.09 |
| ExteNet LLC 2019-1 (ExteNet Systems) | Long | ABS-other | US | $2M | – | 0.06 |
| F&G Global Funding | Long | Debt | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $808K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $615K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $569K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $19M | – | 0.47 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fenix Power Peru SA | Long | Debt | PE | $2M | – | 0.05 |
| First American Government Obligations Fund | Long | Short-term investment vehicle | US | $69M | 69M | 1.75 |
| FLAME AGGREGATOR RESTRICTED EQ | Long | Equity-common | US | $55K | 9K | 0.00 |
| FLAME AGGREGATOR UNRESTRICTED EQ | Long | Equity-common | US | $5K | 907 | 0.00 |
| FleetCor Technologies Operating Co LLC (FLEETCOR TECHNOLOGIES INC) | Long | Loan | US | $6M | – | 0.16 |
| Flutter Financing BV | Long | Loan | NL | $6M | – | 0.15 |
| Focus Financial Partners LLC | Long | Loan | US | $4M | – | 0.09 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $3M | – | 0.09 |
| Foundation Finance Trust 2019-1 | Long | ABS-other | US | $13K | – | 0.00 |
| Foundry JV Holdco LLC | Long | Debt | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2024-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $9M | – | 0.22 |
| Freeport Indonesia PT | Long | Debt | ID | $2M | – | 0.05 |
| Freeport Indonesia PT | Long | Debt | ID | $935K | – | 0.02 |
| Freeport-McMoRan Inc | Long | Debt | ID | $4M | – | 0.11 |
| FREMF 2016-KF18 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FREMF 2017-K67 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $334K | – | 0.01 |
| FREMF 2017-KF27 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FREMF 2017-KF30 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FREMF 2018-KF44 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $837K | – | 0.02 |
| FREMF 2019-KF69 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $825K | – | 0.02 |
| FS RIALTO (FS Rialto Issuer Ltd) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.21 |
| FS Rialto 2021-FL3 (FS Rialto Issuer Ltd) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.22 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | AE | $1M | – | 0.04 |
| GCAT 2020-NQM2 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| GCAT 2021-NQM4 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| Gen Digital Inc | Long | Loan | US | $5M | – | 0.14 |
| Generac Power Systems Inc | Long | Loan | US | $384K | – | 0.01 |
| General Mills Inc | Long | Debt | US | $2M | – | 0.04 |
| General Mills Inc | Long | Debt | US | $1M | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $3M | – | 0.09 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $3M | – | 0.08 |
| Genesis Sales Finance Master Trust | Long | ABS-other | US | $9M | – | 0.24 |
| Georgia Power Co | Long | Debt | US | $2M | – | 0.04 |
| Glencore Funding LLC | Long | Debt | AU | $3M | – | 0.08 |
| Glencore Funding LLC | Long | Debt | AU | $3M | – | 0.07 |
| Glencore Funding LLC | Long | Debt | AU | $105K | – | 0.00 |
| Global Bank Corp (GLOBAL BANK CORPORATION) | Long | Debt | PA | $1M | – | 0.04 |
| Global SC Finance VII Srl (Global SC Finance SRL) | Long | ABS-other | CN | $3M | – | 0.07 |
| GLS Auto Receivables Issuer Trust 2023-4 (GLS Auto Receivables Trust) | Long | ABS-other | US | $9M | – | 0.23 |
| Go Daddy Operating Co LLC | Long | Loan | US | $7M | – | 0.17 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $2M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GPMT 2021-FL3 Ltd (GPMT Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.08 |
| GPMT 2021-FL4 Ltd (GPMT Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.13 |
| Great Wolf Trust 2024-WOLF | Long | ABS-mortgage backed security | US | $9M | – | 0.22 |
| Greystone CRE Notes 2021-FL3 Ltd (Greystone Commercial Real Esta) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.27 |
| Greystone CRE Notes 2021-FL3 Ltd (Greystone Commercial Real Esta) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.12 |
| Grifols Worldwide Operations USA Inc | Long | Loan | US | $4M | – | 0.11 |
| Grupo de Inversiones Suramericana SA (GRUPO INVERSIONES SURAME) | Long | Debt | CO | $2M | – | 0.05 |
| GS Mortgage Securities Corp Trust 2018-TWR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GS Mortgage Securities Corp Trust 2018-TWR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $840K | – | 0.02 |
| GS Mortgage Securities Corp Trust 2018-TWR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| GS Mortgage Securities Trust 2014-GC24 | Long | ABS-mortgage backed security | US | $84.92 | – | 0.00 |
| GS Mortgage Securities Trust 2015-GC32 | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GS Mortgage Securities Trust 2016-GS2 | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| GS Mortgage Securities Trust 2016-GS3 | Long | ABS-mortgage backed security | US | $465K | – | 0.01 |
| GS Mortgage Securities Trust 2018-GS10 | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| GS Mortgage Securities Trust 2018-GS10 | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| GSAA Home Equity Trust 2006-19 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GSCG Trust 2019-600C | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GSR Mortgage Loan Trust 2006-2F | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| Guara Norte Sarl | Long | Debt | BR | $3M | – | 0.07 |
| Halcyon Loan Advisors Funding 2013-2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $43K | – | 0.00 |
| HarborView Mortgage Loan Trust 2006-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Hayfin US XII Ltd (Hayfin Kingsland VIII Ltd) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.16 |
| Hayfin US XII Ltd (Hayfin Kingsland VIII Ltd) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.16 |
| HB Fuller Co (H.B. FULLER CO) | Long | Loan | US | $3M | – | 0.07 |
| HCA Inc | Long | Debt | US | $3M | – | 0.08 |
| HERO Funding Trust 2016-1 | Long | ABS-other | US | $671K | – | 0.02 |
| Hewlett Packard Enterprise Co (HP ENTERPRISE CO) | Long | Debt | US | $3M | – | 0.07 |
| Hilton Domestic Operating Co Inc | Long | Loan | US | $2M | – | 0.05 |
| Horizon Aircraft Finance III Ltd | Long | ABS-other | US | $13M | – | 0.33 |
| Hunt Oil Co of Peru LLC Sucursal Del Peru | Long | Debt | PE | $296K | – | 0.01 |
| Hyatt Hotels Corp | Long | Debt | US | $3M | – | 0.07 |
| Hyundai Capital America | Long | Debt | US | $3M | – | 0.09 |
| Hyundai Capital America | Long | Debt | US | $2M | – | 0.04 |
| Icon Investments Six DAC | Long | Debt | US | $2M | – | 0.04 |
| ICON Luxembourg Sarl | Long | Loan | LU | $2M | – | 0.04 |
| ICON Luxembourg Sarl | Long | Loan | LU | $394K | – | 0.01 |
| Impac Secured Assets Trust 2006-5 (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $604K | – | 0.02 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT (INDO ASAHAN/MINERAL IND) | Long | Debt | ID | $2M | – | 0.06 |
| Industrias Penoles SAB de CV | Long | Debt | MX | $932K | – | 0.02 |
| IndyMac INDX Mortgage Loan Trust 2006-AR5 | Long | ABS-mortgage backed security | US | $578K | – | 0.01 |
| Inkia Energy Ltd | Long | Debt | PE | $3M | – | 0.07 |
| InRetail Shopping Malls | Long | Debt | PE | $639K | – | 0.02 |
| Intercorp Financial Services Inc (INTERCORP FIN SER INC) | Long | Debt | PE | $700K | – | 0.02 |
| Interoceanica IV Finance Ltd | Long | Debt | PE | $162K | – | 0.00 |
| INVEPAR A-1 EQUITY LINKED NOTE | Long | Debt | BR | $0 | – | – |
| IQVIA Inc | Long | Loan | US | $6M | – | 0.16 |
| Iron Mountain Inc | Long | Loan | US | $7M | – | 0.17 |
| Iron Mountain Information Management LLC | Long | Loan | US | $7M | – | 0.17 |
| Itau Unibanco Holding SA/Cayman Island (ITAU UNIBANCO HLDG SA/KY) | Long | Debt | BR | $3M | – | 0.09 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| Jack in the Box Funding LLC (Jack in the Box Funding, LLC) | Long | ABS-other | US | $4M | – | 0.11 |
| Jamestown CLO IX Ltd (Jamestown CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.38 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | BR | $446K | – | 0.01 |
| JDE Peet's NV | Long | Debt | NL | $2M | – | 0.05 |
| Jimmy Johns Funding LLC (Jimmy John's Funding LLC) | Long | ABS-other | US | $11M | – | 0.27 |
| JP Morgan Alternative Loan Trust 2005-S1 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $11M | – | 0.28 |
| JP Morgan Alternative Loan Trust 2007-S1 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | Long | ABS-mortgage backed security | US | $272K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| JP Morgan Mortgage Acquisition Trust 2006-WMC2 | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| JP Morgan Resecuritization Trust Series 2014-4 (JP Morgan ReRemic) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| JPMBB Commercial Mortgage Securities Trust 2014-C18 | Long | ABS-mortgage backed security | US | $0.73 | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C23 | Long | ABS-mortgage backed security | US | $484K | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C29 | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C31 | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C32 | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C33 | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.07 |
| JPMorgan US Government Money Market Fund | Long | Short-term investment vehicle | US | $69M | 69M | 1.75 |
| JSW Hydro Energy Ltd | Long | Debt | IN | $541K | – | 0.01 |
| KFC Holding Co | Long | Loan | US | $5M | – | 0.12 |
| Kinder Morgan Inc | Long | Debt | US | $2M | – | 0.04 |
| Kinder Morgan Inc | Long | Debt | US | $2M | – | 0.04 |
| Korea Hydro & Nuclear Power Co Ltd | Long | Debt | KR | $465K | – | 0.01 |
| KREF 2021-FL2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.19 |
| KREF 2021-FL2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.17 |
| KREF 2022-FL3 Ltd | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.21 |
| Lamar Media Corp | Long | Loan | US | $5M | – | 0.12 |
| Laurel Road Prime Student Loan Trust 2017-B (DRB PRIME STUDENT LOAN TRUST) | Long | ABS-other | US | $498K | – | 0.01 |
| LCCM 2021-FL3 Trust (Ladder Capital Commercial Mort) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.16 |
| LCCM 2021-FL3 Trust (Ladder Capital Commercial Mort) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| LCM XVII LP (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.21 |
| Legacy Mortgage Asset Trust 2021-GS1 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Lehman Mortgage Trust 2006-1 | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Lehman XS Trust Series 2007-15N | Long | ABS-mortgage backed security | US | $7M | – | 0.19 |
| Lendbuzz Securitization Trust 2022-1 | Long | ABS-other | US | $3M | – | 0.08 |
| LFT CRE 2021-FL1 Ltd (LFT CRE LLC) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.19 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | PE | $1M | – | 0.03 |
| Lions Gate Capital Holdings LLC | Long | Loan | US | $311K | – | 0.01 |
| LLPL Capital Pte Ltd | Long | Debt | ID | $1M | – | 0.04 |
| LoanCore 2021-CRE5 Issuer Ltd (LoanCore 2021-CRE5 Issuer, Ltd) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.12 |
| LoanCore 2021-CRE6 Issuer Ltd (LoanCore 2021-CRE6 Issuer, Ltd) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.16 |
| LoanCore 2022-CRE7 Issuer Ltd (LoanCore 2022-CRE7 Issuer Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.14 |
| Loanpal Solar Loan 2021-1 Ltd (Loanpal Solar Loan Ltd.) | Long | ABS-other | US | $3M | – | 0.08 |
| Loanpal Solar Loan Ltd (Loanpal Solar Loan 2020-3 Ltd) | Long | ABS-other | US | $5M | – | 0.13 |
| Logan CLO III Ltd | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.36 |
| Long Beach Mortgage Loan Trust 2006-11 | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| Long Beach Mortgage Loan Trust 2006-2 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Lowe's Cos Inc | Long | Debt | US | $1M | – | 0.03 |
| LSTAR Commercial Mortgage Trust 2016-4 | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| LSTAR Commercial Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $960K | – | 0.02 |
| Macquarie Bank Ltd | Long | Debt | AU | $2M | – | 0.04 |
| Magna International Inc | Long | Debt | CA | $3M | – | 0.08 |
| Maravai Intermediate Holdings LLC | Long | Loan | US | $259K | – | 0.01 |
| Marble Point CLO XVII Ltd (Marble Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $30M | – | 0.75 |
| Marble Point CLO XXI Ltd (Marble Point CLO XXI Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.58 |
| Marble Point CLO XXII Ltd | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.63 |
| Marriott Ownership Resorts Inc | Long | Loan | US | $5M | – | 0.12 |
| MASTR Adjustable Rate Mortgages Trust 2006-2 | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust 2006-OA2 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| McDonald's Corp | Long | Debt | US | $2M | – | 0.04 |
| McDonald's Corp | Long | Debt | US | $2M | – | 0.04 |
| McKesson Corp | Long | Debt | US | $2M | – | 0.04 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| MEGlobal Canada ULC | Long | Debt | KW | $4M | – | 0.11 |
| MEGlobal Canada ULC | Long | Debt | KW | $397K | – | 0.01 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-F1 | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2006-AF1 | Long | ABS-mortgage backed security | US | $462K | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series 2006-RM2 | Long | ABS-mortgage backed security | US | $10M | – | 0.25 |
| Merrill Lynch Mortgage Investors Trust Series 2007-HE2 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Merrill Lynch Mortgage Investors Trust Series 2007-HE2 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Mexico Generadora de Energia S de rl | Long | Debt | MX | $1M | – | 0.03 |
| MF1 2021-FL6 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| MF1 2021-FL7 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| MF1 2022-FL8 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.31 |
| MF1 2022-FL8 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.10 |
| MFA 2021-NQM2 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| MFT Trust 2020-ABC | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Microchip Technology Inc | Long | Debt | US | $3M | – | 0.08 |
| Microchip Technology Inc | Long | Debt | US | $660K | – | 0.02 |
| Microchip Technology Inc | Long | Debt | US | $453K | – | 0.01 |
| Mileage Plus Holdings LLC (MILEAGE PLUS HOLDINGS IN) | Long | Loan | US | $2M | – | 0.05 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | GT | $2M | – | 0.06 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $810K | – | 0.02 |
| Minejesa Capital BV | Long | Debt | ID | $3M | – | 0.08 |
| Minerva Luxembourg SA | Long | Debt | BR | $1M | – | 0.03 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $4M | – | 0.11 |
| Mizuho Financial Group Inc | Long | Debt | JP | $2M | – | 0.04 |
| MKS CLO 2017-1 Ltd (MKS CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.17 |
| MKS CLO 2017-2 Ltd (MKS CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| Mong Duong Finance Holdings BV (MONG DUONG FIN HLDGS BV) | Long | Debt | VN | $602K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.09 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $483K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.19 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-NUGS | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-PLND | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Morgan Stanley Capital I Trust 2019-PLND | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2006-2 | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| Morgan Stanley Residential Mortgage Loan Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $416K | – | 0.01 |
| Mosaic Solar Loan Trust 2020-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $4M | – | 0.10 |
| Mosaic Solar Loans 2017-1 LLC (Mosaic Solar Loans LLC) | Long | ABS-other | US | $557K | – | 0.01 |
| Motorola Solutions Inc | Long | Debt | US | $3M | – | 0.08 |
| MP CLO VIII Ltd (MP Clo VIII, LTD) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.25 |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| MSILF Government Portfolio | Long | Short-term investment vehicle | US | $69M | 69M | 1.75 |
| Multibank Inc (MULTIBANK INC.) | Long | Debt | PA | $802K | – | 0.02 |
| MV24 Capital BV | Long | Debt | BR | $2M | – | 0.06 |
| Nassau 2018-I Ltd (Nassau 2018-I Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.43 |
| National Securities Clearing Corp (NATIONAL SECS CLEARING) | Long | Debt | US | $2M | – | 0.06 |
| Natixis Commercial Mortgage Securities Trust 2018-FL1 | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Natixis Commercial Mortgage Securities Trust 2020-2PAC | Long | ABS-mortgage backed security | US | $7M | – | 0.18 |
| Natixis Commercial Mortgage Securities Trust 2020-2PAC | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Navient Private Education Refi Loan Trust 2018-A (Navient Student Loan Trust) | Long | ABS-other | US | $3M | – | 0.08 |
| NBM US Holdings Inc | Long | Debt | BR | $3M | – | 0.07 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $2M | – | 0.04 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $683K | – | 0.02 |
| NiSource Inc | Long | Debt | US | $2M | – | 0.04 |
| NiSource Inc | Long | Debt | US | $1M | – | 0.03 |
| Nomura Resecuritization Trust 2015-8R | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Northrop Grumman Corp | Long | Debt | US | $3M | – | 0.07 |
| NRG Energy Inc | Long | Loan | US | $5M | – | 0.13 |
| Nutrien Ltd | Long | Debt | CA | $3M | – | 0.07 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | CN | $2M | – | 0.04 |
| O'Reilly Automotive Inc | Long | Debt | US | $2M | – | 0.04 |
| OBX 2020-EXP2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $333K | – | 0.01 |
| OBX 2021-NQM2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| OBX 2022-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| OBX 2024-NQM10 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $10M | – | 0.25 |
| Omnicom Group Inc / Omnicom Capital Inc (OMNICOM GP/OMNICOM CAP) | Long | Debt | US | $3M | – | 0.07 |
| ONGC Videsh Vankorneft Pte Ltd | Long | Debt | IN | $677K | – | 0.02 |
| OPG Trust 2021-PORT | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Oracle Corp | Long | Debt | US | $3M | – | 0.09 |
| Orazul Energy Peru SA | Long | Debt | PE | $2M | – | 0.05 |
| Oversea-Chinese Banking Corp Ltd | Long | Debt | SG | $4M | – | 0.11 |
| Oversea-Chinese Banking Corp Ltd | Long | Debt | SG | $191K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.07 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $641K | – | 0.02 |
| Packaging Corp of America | Long | Debt | US | $1M | – | 0.03 |
| Pagaya AI Debt Selection Trust 2021-2 | Long | ABS-other | US | $2M | – | 0.05 |
| Pagaya AI Debt Selection Trust 2021-5 | Long | ABS-other | US | $8M | – | 0.20 |
| Pagaya AI Debt Selection Trust 2021-5 | Long | ABS-other | US | $3M | – | 0.08 |
| Pagaya AI Debt Trust 2022-1 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $16M | – | 0.41 |
| Pagaya AI Debt Trust 2023-5 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $3M | – | 0.09 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $196K | – | 0.00 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $3M | – | 0.09 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $3M | – | 0.08 |
| PepsiCo Inc | Long | Debt | US | $1M | – | 0.03 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $655K | – | 0.02 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $675K | – | 0.02 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $572K | – | 0.01 |
| Petrobras Global Finance BV | Long | Debt | BR | $2M | – | 0.04 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | US | $705K | – | 0.02 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $3M | – | 0.09 |
| Phillips 66 | Long | Debt | US | $1M | – | 0.04 |
| Phillips 66 | Long | Debt | US | $133K | – | 0.00 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $2M | – | 0.06 |
| PRET 2021-NPL3 LLC (Pretium Mortgage Credit Partne) | Long | ABS-mortgage backed security | US | $23M | – | 0.59 |
| PRET 2021-RN2 LLC (Pretium Mortgage Credit Partne) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Pretium Mortgage Credit Partners I 2021-NPL1 LLC | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Pretium Mortgage Credit Partners I 2021-NPL2 LLC | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Pretium Mortgage Credit Partners LLC | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| PRPM 2021-6 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Prumo Participacoes e Investimentos S/A | Long | Debt | BR | $1M | – | 0.04 |
| Public Service Enterprise Group Inc | Long | Debt | US | $3M | – | 0.06 |
| Public Storage Operating Co (PUBLIC STORAGE OP CO) | Long | Debt | US | $2M | – | 0.06 |
| Purewest Funding LLC | Long | ABS-other | US | $5M | – | 0.13 |
| RALI Series 2006-QS12 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $381K | – | 0.01 |
| RALI Series 2007-QS4 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| RALI Series 2007-QS4 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| RALI Series 2007-QS8 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $758K | – | 0.02 |
| RALI Series 2007-QS9 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $530K | – | 0.01 |
| RASC Series 2004-KS7 Trust (Residential Asset Securities C) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| RBSSP Resecuritization Trust 2009-2 | Long | ABS-mortgage backed security | US | $494K | – | 0.01 |
| Ready Capital Mortgage Financing 2021-FL7 LLC (ReadyCap Commercial Mortgage T) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.21 |
| Reliance Industries Ltd | Long | Debt | IN | $1M | – | 0.04 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $977K | – | 0.02 |
| Republic Services Inc | Long | Debt | US | $3M | – | 0.08 |
| Residential Asset Securitization Trust 2006-A2 | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| Residential Asset Securitization Trust 2006-A6 | Long | ABS-mortgage backed security | US | $551K | – | 0.01 |
| Residential Mortgage Loan Trust 2019-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| Resideo Funding Inc | Long | Loan | US | $1M | – | 0.03 |
| Retained Vantage Data Centers Issuer LLC | Long | ABS-other | US | $5M | – | 0.12 |
| Reynolds Consumer Products LLC | Long | Loan | US | $6M | – | 0.16 |
| RFMSI Series 2007-S1 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Royal Bank of Canada | Long | Debt | CA | $2M | – | 0.04 |
| Royalty Pharma PLC | Long | Debt | US | $3M | – | 0.09 |
| Ryder System Inc | Long | Debt | US | $3M | – | 0.09 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $634K | – | 0.02 |
| Sandstone Peak Ltd (Sandstone Peak Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.36 |
| Santander Drive Auto Receivables Trust 2020-4 | Long | ABS-other | US | $3M | – | 0.06 |
| SAPPHIRE AVIATION FINANCE II LTD (Sapphire Aviation Finance I Li) | Long | ABS-other | US | $13M | – | 0.32 |
| Sasol Financing USA LLC | Long | Debt | ZA | $2M | – | 0.04 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $1M | – | 0.03 |
| Securitized Asset Backed Receivables LLC Trust 2006-WM3 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Setanta Aircraft Leasing DAC | Long | Loan | IE | $3M | – | 0.07 |
| Sierra Timeshare 2021-2 Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $1M | – | 0.03 |
| Simon Property Group LP | Long | Debt | US | $3M | – | 0.07 |
| SkyMiles IP Ltd | Long | Loan | KY | $284K | – | 0.01 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| SMG US Midco 2 Inc | Long | Loan | US | $1M | – | 0.03 |
| SMG US Midco 2 Inc | Long | Loan | US | $368K | – | 0.01 |
| Sociedad Quimica y Minera de Chile SA | Long | Debt | CL | $3M | – | 0.08 |
| Sofi Alternative Consumer Loan Program 2021-2 (SoFi Alternative Trust Consume) | Long | ABS-other | US | $5M | – | 0.13 |
| SOFI Alternative Trust (SoFi Alternative Trust Consume) | Long | ABS-other | US | $9M | – | 0.23 |
| Sofi Alternative Trust 2021-1 (SoFi Alternative Trust Consume) | Long | ABS-other | US | $4M | – | 0.11 |
| Solvay Finance America LLC (SOLVAY FINANCE (AMERICA)) | Long | Debt | BE | $560K | – | 0.01 |
| Solventum Corp | Long | Debt | US | $3M | – | 0.09 |
| Sound Point CLO XXIII (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.63 |
| Soundview Home Loan Trust 2007-OPT3 (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $2M | – | 0.06 |
| Southern Co/The | Long | Debt | US | $2M | – | 0.04 |
| Southern Copper Corp | Long | Debt | PE | $837K | – | 0.02 |
| SS&C Technologies Inc | Long | Loan | US | $4M | – | 0.09 |
| Standard Industries Inc/NJ | Long | Loan | US | $6M | – | 0.14 |
| Start Ltd/Bermuda (Start Ltd.) | Long | ABS-other | US | $2M | – | 0.05 |
| Starwood Mortgage Residential Trust 2020-2 | Long | ABS-mortgage backed security | US | $8M | – | 0.20 |
| Steele Creek CLO 2019-1 LTD (Steele Creek CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.28 |
| Steele Creek CLO 2019-2 LTD (Steele Creek CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.46 |
| Steele Creek CLO 2019-2 LTD (Steele Creek CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.23 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $922K | – | 0.02 |
| Stryker Corp | Long | Debt | US | $2M | – | 0.06 |
| STWD 2019-FL1 Ltd (Starwood Commercial Mortgage T) | Long | ABS-collateralized bond/debt obligation | US | $448K | – | 0.01 |
| STWD 2021-FL2 Ltd (Starwood Commercial Mortgage T) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.14 |
| Suzano International Finance BV (SUZANO INTL FINANCE BV) | Long | Debt | BR | $2M | – | 0.05 |
| Synchrony Financial | Long | Debt | US | $3M | – | 0.08 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $5M | – | 0.14 |
| Take-Two Interactive Software Inc | Long | Debt | US | $3M | – | 0.09 |
| TAL Advantage VII LLC | Long | ABS-other | US | $3M | – | 0.06 |
| Telefonica Celular del Paraguay SA (TELFON CELUAR DEL PARAGU) | Long | Debt | PY | $1M | – | 0.04 |
| Thunderbolt II Aircraft Lease Ltd (Thunderbolt Aircraft Lease Lim) | Long | ABS-other | US | $8M | – | 0.20 |
| TIF Funding II LLC | Long | ABS-other | US | $2M | – | 0.06 |
| TNB Global Ventures Capital Bhd | Long | Debt | MY | $4M | – | 0.11 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $2M | – | 0.04 |
| Trans Union LLC | Long | Loan | US | $6M | – | 0.15 |
| Trans Union LLC | Long | Loan | US | $1M | – | 0.03 |
| Transportadora de Gas del Peru SA (TRANSPORT DE GAS PERU) | Long | Debt | PE | $542K | – | 0.01 |
| Trimaran Cavu 2021-3 Ltd (Trimaran CAVU Ltd) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.51 |
| TRTX 2022-FL5 Issuer Ltd (TPG Real Estate Finance) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.29 |
| TRTX 2022-FL5 Issuer Ltd (TPG Real Estate Finance) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.12 |
| UBS Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| UBS Commercial Mortgage Trust 2018-C13 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| UBS Commercial Mortgage Trust 2018-C8 | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| United Overseas Bank Ltd | Long | Debt | SG | $4M | – | 0.11 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $79M | – | 2.00 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $42M | – | 1.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $142M | – | 3.59 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $130M | – | 3.30 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $128M | – | 3.23 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $122M | – | 3.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $102M | – | 2.58 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $86M | – | 2.17 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $74M | – | 1.87 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $55M | – | 1.40 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $55M | – | 1.39 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $48M | – | 1.22 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $44M | – | 1.12 |
| Upgrade Master Pass-Thru Trust | Long | ABS-other | US | $861K | – | 0.02 |
| Upstart Pass-Through Trust Series 2020-ST5 (Upstart Pass Through Trust) | Long | ABS-other | US | $635K | – | 0.02 |
| Upstart Pass-Through Trust Series 2020-ST6 (Upstart Pass Through Trust) | Long | ABS-other | US | $1M | – | 0.03 |
| Upstart Pass-Through Trust Series 2021-ST3 (Upstart Pass Through Trust) | Long | ABS-other | US | $572K | – | 0.01 |
| US Foods Inc | Long | Loan | US | $2M | – | 0.05 |
| VCAT 2021-NPL4 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $8M | – | 0.20 |
| VCAT 2021-NPL5 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Velocity Commercial Capital Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Velocity Commercial Capital Loan Trust 2021-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Velocity Commercial Capital Loan Trust 2021-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Venture 34 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.25 |
| Veralto Corp | Long | Debt | US | $2M | – | 0.04 |
| Vericrest Opportunity Loan Transferee | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Verus Securitization Trust 2020-4 | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| Verus Securitization Trust 2020-INV1 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Verus Securitization Trust 2021-7 | Long | ABS-mortgage backed security | US | $12M | – | 0.31 |
| Verus Securitization Trust 2021-R1 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Verus Securitization Trust 2024-3 | Long | ABS-mortgage backed security | US | $8M | – | 0.20 |
| Vestis Corp | Long | Loan | US | $1M | – | 0.03 |
| Viatris Inc | Long | Debt | US | $2M | – | 0.04 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $3M | – | 0.09 |
| Vistra Operations Co LLC | Long | Loan | US | $6M | – | 0.16 |
| VMC Finance 2022-FL5 LLC (VMC Finance LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| VOLT CI LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| VOLT XCII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| VOLT XCIII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $560K | – | 0.01 |
| VOLT XCIX LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $14M | – | 0.36 |
| 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 | $2M | – | 0.04 |
| Walker & Dunlop, Inc., Senior Secured First Lien Term Loan | Long | Loan | US | $2M | – | 0.05 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE4 Trust | Long | ABS-mortgage backed security | US | $946K | – | 0.02 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR4 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR18 Trust | Long | ABS-mortgage backed security | US | $8M | – | 0.21 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust | Long | ABS-mortgage backed security | US | $841K | – | 0.02 |
| Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE5 Trust (Washington Mutual Asset-Backed) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE5 Trust (Washington Mutual Asset-Backed) | Long | ABS-mortgage backed security | US | $763K | – | 0.02 |
| WEC Energy Group Inc | Long | Debt | US | $2M | – | 0.04 |
| Wellfleet CLO 2020-2 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.41 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $6M | – | 0.16 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.13 |
| Wells Fargo Alternative Loan 2007-PA5 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2014-LC18 | Long | ABS-mortgage backed security | US | $531K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2015-C27 | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-C30 | Long | ABS-mortgage backed security | US | $318K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-C33 | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6 | Long | ABS-mortgage backed security | US | $471K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2019-C52 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2021-C59 | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Wells Fargo Commercial Mortgage Trust 2022-ONL | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Wells Fargo Mortgage Backed Securities 2007-15 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Wells Fargo Mortgage Backed Securities 2007-AR6 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| Welltower OP LLC | Long | Debt | US | $3M | – | 0.08 |
| Westlake Automobile Receivables Trust 2023-4 | Long | ABS-other | US | $9M | – | 0.24 |
| Westpac Banking Corp | Long | Debt | AU | $3M | – | 0.06 |
| WFRBS Commercial Mortgage Trust 2014-C21 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $143.63 | – | 0.00 |
| Whitebox CLO III Ltd | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.63 |
| Willis Engine Structured Trust V (Willis Engine Securitization T) | Long | ABS-other | US | $5M | – | 0.13 |
| WMG Acquisition Corp | Long | Loan | US | $6M | – | 0.16 |
| Workday Inc | Long | Debt | US | $2M | – | 0.04 |
| Wyndham Hotels & Resorts Inc | Long | Loan | US | $6M | – | 0.15 |
| Ziggo Financing Partnership | Long | Loan | US | $228K | – | 0.01 |
| Zimmer Biomet Holdings Inc | Long | Debt | US | $3M | – | 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