Guggenheim > Guggenheim Funds Trust
Guggenheim Core Bond Fund
$1.33B
Avg Monthly Net Assets
$2.23B
Total Assets
$381.40M
Total Liabilities
$1.85B
Net Assets
Guggenheim Core Bond Fund is a Mutual Fund in Guggenheim Funds Trust
from Guggenheim,
based in Maryland,
United States of America.
The fund has four share classes
and monthly net assets of $1.33B.
On August 28th, 2024 it reported 771 holdings, the largest
being US TREASURY N/B (4.6%), US TREASURY N/B (3.3%) and UNIFORM MBS (2.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000136517 | SIUSX | |
| Class C | C000136519 | SDICX | |
| Class P | C000155968 | SIUPX | |
| Institutional | C000136520 | GIUSX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3-Month SOFR Futures Contracts (Chicago Mercantile Exchange) | Derivative-interest rate | US | $33K | – | 0.00 | |
| 3-Month SOFR Futures Contracts (Chicago Mercantile Exchange) | Derivative-interest rate | US | $12K | – | 0.00 | |
| 3-Month SOFR Futures Contracts (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 6-Month/10-Year Interest Rate Swap (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $70K | – | 0.00 | |
| 6-Month/10-Year Interest Rate Swap (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-254K | – | -0.01 | |
| 6-Month/2-Year Interest Rate Swap (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $285K | – | 0.02 | |
| 6-Month/2-Year Interest Rate Swap (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-85K | – | -0.00 | |
| AASET 2024-1 (Apollo Aviation Securitization) | Long | ABS-other | US | $3M | – | 0.16 |
| AASET Trust (AASET 2021-1 Trust) | Long | ABS-other | US | $3M | – | 0.16 |
| AASET Trust (AASET 2021-2 Trust) | Long | ABS-other | US | $3M | – | 0.15 |
| AASET Trust (Apollo Aviation Securitization) | Long | ABS-other | US | $704K | – | 0.04 |
| AASET US Ltd. (AASET 2018-2 Trust) | Long | ABS-other | US | $1M | – | 0.07 |
| ABN AMRO Bank N.V. (ABN AMRO BANK NV) | Long | Debt | NL | $1M | – | 0.07 |
| ABPCI Direct Lending Fund CLO I LLC | Long | ABS-other | KY | $4M | – | 0.20 |
| ABPCI Direct Lending Fund CLO II LLC | Long | ABS-other | KY | $5M | – | 0.30 |
| Accident Fund Insurance Company of America (ACCIDENT FUND INS CO AM) | Long | Debt | US | $2M | – | 0.13 |
| ACRE Commercial Mortgage Ltd. (ACRE COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | KY | $744K | – | 0.04 |
| ACRES Commercial Realty Ltd. (Acres PLC) | Long | ABS-other | KY | $2M | – | 0.11 |
| ACRES Commercial Realty Ltd. (Acres PLC) | Long | ABS-other | KY | $2M | – | 0.11 |
| Advance Auto Parts, Inc. | Long | Debt | US | $5M | – | 0.27 |
| AES Corp. (AES CORP/THE) | Long | Debt | US | $2M | – | 0.09 |
| AFN ABSPROP001 LLC | Long | ABS-other | US | $1M | – | 0.07 |
| Alexander Funding Trust II (ALEXANDER FUND TRUST II) | Long | Debt | US | $476K | – | 0.03 |
| Aligned Data Centers Issuer LLC | Long | ABS-other | US | $3M | – | 0.17 |
| Allianz SE | Long | Debt | DE | $4M | – | 0.22 |
| Alt-2 Structured Trust | Long | Debt | US | $3M | – | 0.14 |
| Altice France S.A. (ALTICE FRANCE SA) | Long | Debt | FR | $163K | – | 0.01 |
| Altria Group, Inc. (ALTRIA GROUP INC) | Long | Debt | US | $1M | – | 0.06 |
| Altria Group, Inc. (ALTRIA GROUP INC) | Long | Debt | US | $865K | – | 0.05 |
| Amazon.com Inc | Long | Debt | US | $3M | – | 0.15 |
| Amcor Flexibles North America, Inc. | Long | Debt | US | $1M | – | 0.06 |
| American Airlines Class AA Pass Through Trust (AMER AIRLINE 16-2 AA PTT) | Long | Debt | US | $605K | – | 0.03 |
| American Home Mortgage Investment Trust | Long | ABS-mortgage backed security | US | $832K | – | 0.05 |
| American National Group, Inc. | Long | Debt | US | $5M | – | 0.27 |
| Americo Life, Inc. (AMERICO LIFE INC) | Long | Debt | US | $2M | – | 0.09 |
| AmFam Holdings, Inc. (AMFAM HOLDINGS INC) | Long | Debt | US | $1M | – | 0.07 |
| AmFam Holdings, Inc. (AMFAM HOLDINGS INC) | Long | Debt | US | $390K | – | 0.02 |
| Anchorage Credit Funding 13 Ltd. (Anchorage Credit Funding Ltd.) | Long | ABS-other | KY | $902K | – | 0.05 |
| Anchorage Credit Funding 4 Ltd. (Anchorage Credit Funding Ltd.) | Long | ABS-other | KY | $7M | – | 0.35 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| Angel Oak Mortgage Trust 2024-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Angel Oak Mortgage Trust 2024-4 | Long | ABS-mortgage backed security | US | $798K | – | 0.04 |
| Angel Oak Mortgage Trust 2024-4 | Long | ABS-mortgage backed security | US | $375K | – | 0.02 |
| Anglo American Capital plc | Long | Debt | GB | $2M | – | 0.10 |
| Anglo American Capital plc | Long | Debt | GB | $2M | – | 0.09 |
| Anglo American Capital plc | Long | Debt | GB | $716K | – | 0.04 |
| Anglo American Capital plc | Long | Debt | GB | $213K | – | 0.01 |
| Aon North America, Inc. (AON NORTH AMERICA INC) | Long | Debt | US | $2M | – | 0.10 |
| AP Grange Holdings (AP GRANGE HOLDINGS LLC) | Long | Debt | KY | $13M | – | 0.70 |
| AP Grange Holdings (AP GRANGE HOLDINGS LLC) | Long | Debt | KY | $1M | – | 0.08 |
| Apollo Management Holdings, LP | Long | Debt | US | $812K | – | 0.04 |
| Applebee's Funding LLC / IHOP Funding LLC (Applebees/IHOP Funding LLC) | Long | ABS-other | US | $2M | – | 0.09 |
| Arbys Funding LLC | Long | ABS-other | US | $6M | – | 0.33 |
| Ares Direct Lending CLO 1 LLC (Ares Direct Lending CLO LLC) | Long | ABS-other | US | $750K | – | 0.04 |
| Ares Finance Company II LLC (ARES FINANCE CO II LLC) | Long | Debt | US | $3M | – | 0.18 |
| Assurant, Inc. (ASSURANT INC) | Long | Debt | US | $2M | – | 0.10 |
| Assurant, Inc. (ASSURANT INC) | Long | Equity-preferred | US | $20K | 975 | 0.00 |
| Assured Guaranty US Holdings, Inc. (ASSURED GUARANTY US HLDG) | Long | Debt | US | $553K | – | 0.03 |
| Athene Global Funding | Long | Debt | US | $853K | – | 0.05 |
| Atlassian Corp. (ATLASSIAN CORPORATION) | Long | Debt | US | $1M | – | 0.08 |
| Australia & New Zealand Banking Group Ltd. (AUST & NZ BANKING GROUP) | Long | Debt | AU | $1M | – | 0.08 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.10 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $1M | – | 0.07 |
| AZ Battery Property LLC | Long | Debt | US | $1M | – | 0.08 |
| Babson CLO Ltd. | Long | ABS-other | KY | $19K | – | 0.00 |
| Bank of America Corp. | Long | Debt | US | $2M | – | 0.08 |
| Bank of New York Mellon Corp. (BANK OF NY MELLON CORP) | Long | Equity-preferred | US | $4M | 4M | 0.19 |
| BAT Capital Corp. | Long | Debt | US | $3M | – | 0.16 |
| Belrose Funding Trust | Long | Debt | US | $2M | – | 0.12 |
| Belvoir Land LLC | Long | Debt | US | $946K | – | 0.05 |
| BENCHMARK Mortgage Trust | Long | ABS-mortgage backed security | US | $461K | – | 0.02 |
| BENCHMARK Mortgage Trust | Long | ABS-mortgage backed security | US | $312K | – | 0.02 |
| Berry Global, Inc. (BERRY GLOBAL INC) | Long | Debt | US | $2M | – | 0.13 |
| Berry Global, Inc. (BERRY GLOBAL INC) | Long | Debt | US | $2M | – | 0.11 |
| Bib Merchant Voucher Receivables Ltd. | Long | ABS-other | US | $627K | – | 0.03 |
| Black Hills Corp. | Long | Debt | US | $805K | – | 0.04 |
| Blue Owl Capital GP LLC (BLUE OWL GP STAKES V ISSUER) | Long | Debt | US | $3M | – | 0.14 |
| Blue Owl Capital GP LLC (BLUE OWL GP STAKES V ISSUER) | Long | Debt | US | $3M | – | 0.14 |
| BMP 2024-MF23 (BMP Trust) | Long | ABS-mortgage backed security | US | $994K | – | 0.05 |
| BNP Paribas S.A. | Long | Debt | FR | $1M | – | 0.08 |
| Boardwalk Pipelines, LP (BOARDWALK PIPELINES LP) | Long | Debt | US | $2M | – | 0.11 |
| Boeing Co. | Long | Debt | US | $1M | – | 0.06 |
| Boeing Co. | Long | Debt | US | $973K | – | 0.05 |
| Booz Allen Hamilton, Inc. (BOOZ ALLEN HAMILTON INC) | Long | Debt | US | $722K | – | 0.04 |
| BP Capital Markets plc | Long | Debt | US | $6M | – | 0.32 |
| BPCE S.A. (BPCE SA) | Long | Debt | FR | $7M | – | 0.36 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $998K | – | 0.05 |
| BRAVO Residential Funding Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $979K | – | 0.05 |
| Brighthouse Financial Global Funding (BRIGHTHSE FIN GLBL FUND) | Long | Debt | US | $5M | – | 0.27 |
| British Airways Class A Pass Through Trust (BRITISH AIR 20-1 A PPT) | Long | Debt | US | $2M | – | 0.09 |
| British Airways Class A Pass Through Trust (BRITISH AIR 21-1 A PPT) | Long | Debt | US | $656K | – | 0.04 |
| British Telecommunications plc | Long | Debt | GB | $3M | – | 0.14 |
| British Telecommunications plc | Long | Debt | GB | $472K | – | 0.03 |
| British Telecommunications plc | Long | Debt | GB | $183K | – | 0.01 |
| Broadcom, Inc. (BROADCOM INC) | Long | Debt | US | $2M | – | 0.12 |
| Broadcom, Inc. (BROADCOM INC) | Long | Debt | US | $172K | – | 0.01 |
| Brookfield Capital Finance LLC | Long | Debt | US | $1M | – | 0.06 |
| Brookfield Finance LLC / Brookfield Finance, Inc. (BROOKFLD FIN LLC/FIN INC) | Long | Debt | US | $323K | – | 0.02 |
| Brookfield Finance, Inc. (BROOKFIELD FINANCE INC) | Long | Debt | CA | $1M | – | 0.07 |
| Brookfield Finance, Inc. (BROOKFIELD FINANCE INC) | Long | Debt | CA | $550K | – | 0.03 |
| Brookfield Finance, Inc. (BROOKFIELD FINANCE INC) | Long | Debt | CA | $436K | – | 0.02 |
| Brookfield Finance, Inc. (BROOKFIELD FINANCE INC) | Long | Debt | CA | $430K | – | 0.02 |
| Brookfield Finance, Inc. (BROOKFIELD FINANCE INC) | Long | Debt | CA | $297K | – | 0.02 |
| Brooklyn Union Gas Co. | Long | Debt | US | $817K | – | 0.04 |
| Brown & Brown, Inc. (BROWN & BROWN INC) | Long | Debt | US | $661K | – | 0.04 |
| BRSP Ltd. (BrightSpire Capital, Inc) | Long | ABS-other | KY | $2M | – | 0.10 |
| BSPDF Issuer Ltd. (BSPDF 2021-FL1 Issuer Ltd) | Long | ABS-other | KY | $4M | – | 0.20 |
| BSPRT Issuer Ltd. (BSPRT Issuer, Ltd.) | Long | ABS-other | KY | $965K | – | 0.05 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| BXMT Ltd. | Long | ABS-other | KY | $2M | – | 0.11 |
| California Statewide Communities Development Authority Revenue Bonds (CALIFORNIA STWD CMNTYS DEV AUT) | Long | Debt | US | $1M | – | 0.07 |
| California Statewide Communities Development Authority Revenue Bonds (CALIFORNIA STWD CMNTYS DEV AUT) | Long | Debt | US | $895K | – | 0.05 |
| Canyon Capital CLO Ltd. | Long | ABS-other | KY | $2M | – | 0.10 |
| Capital Automotive REIT | Long | ABS-other | US | $1M | – | 0.06 |
| Capital Automotive REIT | Long | ABS-other | US | $784K | – | 0.04 |
| Capital One Financial Corp. | Long | Debt | US | $2M | – | 0.11 |
| Capmark Military Housing Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Capmark Military Housing Trust | Long | ABS-mortgage backed security | US | $393K | – | 0.02 |
| Capmark Military Housing Trust | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| Carlyle Direct Lending CLO 2015-1R LLC (CARLYLE GMS FINANCE MM CLO LLC) | Long | ABS-other | US | $2M | – | 0.13 |
| CARS-DB4, LP (Capital Automotive Reit) | Long | ABS-other | US | $2M | – | 0.10 |
| CARS-DB4, LP (Capital Automotive Reit) | Long | ABS-other | US | $2M | – | 0.09 |
| CARS-DB4, LP (Capital Automotive Reit) | Long | ABS-other | US | $1M | – | 0.07 |
| Castlelake Aircraft Securitization Trust (Castlelake Aircraft Structured) | Long | ABS-other | US | $254K | – | 0.01 |
| Castlelake Aircraft Structured Trust (Castlelake Aircraft Securitiza) | Long | ABS-other | US | $2M | – | 0.10 |
| Catalent Pharma Solutions, Inc. | Long | Debt | US | $239K | – | 0.01 |
| CD Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Ceamer Finance LLC (CITADEL ENTERPRISE AMERICAS LLC) | Long | ABS-other | US | $2M | – | 0.09 |
| Cellnex Finance Company S.A. | Long | Debt | ES | $1M | – | 0.06 |
| Central Storage Safety Project Trust (CENTRAL STORAGE TRUST) | Long | Debt | US | $724K | – | 0.04 |
| Cerberus Loan Funding XL LLC | Long | ABS-other | US | $5M | – | 0.25 |
| Cerberus Loan Funding XLII LLC | Long | ABS-other | US | $4M | – | 0.20 |
| Cerberus Loan Funding XLII LLC | Long | ABS-other | US | $1M | – | 0.07 |
| Cerberus Loan Funding XLIV LLC | Long | ABS-other | US | $9M | – | 0.49 |
| Cerberus Loan Funding XLIV LLC | Long | ABS-other | US | $3M | – | 0.16 |
| Cerberus Loan Funding XLV LLC | Long | ABS-other | US | $7M | – | 0.35 |
| Cerberus Loan Funding XLV LLC | Long | ABS-other | US | $1M | – | 0.05 |
| Cerberus Loan Funding XLVI, LP | Long | ABS-other | US | $1M | – | 0.08 |
| Cerberus Loan Funding XLVI, LP | Long | ABS-other | US | $500K | – | 0.03 |
| Cerberus Loan Funding XLVII LLC | Long | ABS-other | US | $3M | – | 0.16 |
| Cerberus Loan Funding XLVII LLC | Long | ABS-other | US | $1M | – | 0.05 |
| Cerberus Loan Funding XXXI, LP | Long | ABS-other | KY | $2M | – | 0.09 |
| Cerberus Loan Funding XXXII, LP | Long | ABS-other | KY | $4M | – | 0.23 |
| Cerberus Loan Funding XXXII, LP | Long | ABS-other | KY | $1M | – | 0.07 |
| Cerberus Loan Funding XXXIII, LP | Long | ABS-other | KY | $2M | – | 0.11 |
| Cerberus Loan Funding XXXIII, LP | Long | ABS-other | KY | $1M | – | 0.07 |
| Cerberus Loan Funding XXXV, LP | Long | ABS-other | KY | $1M | – | 0.05 |
| Cerberus Loan Funding XXXVIII, LP | Long | ABS-other | US | $1M | – | 0.05 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $3M | – | 0.14 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $630K | – | 0.03 |
| CF Hippolyta LLC (CF Hippolyta Issuer LLC) | Long | ABS-other | US | $2M | – | 0.11 |
| CFCRE Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| CFMT LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| CGI, Inc. (CGI INC) | Long | Debt | CA | $1M | – | 0.06 |
| Charles Schwab Corp. | Long | Equity-preferred | US | $7M | 9M | 0.39 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.11 |
| Cheniere Energy Partners, LP | Long | Debt | US | $760K | – | 0.04 |
| Cheniere Energy Partners, LP | Long | Debt | US | $151K | – | 0.01 |
| Cheniere Energy, Inc. (CHENIERE ENERGY INC) | Long | Debt | US | $1M | – | 0.05 |
| CHEST (CHESTERFIELD FINANCIAL HOLDING CHEST_23-1) | Long | ABS-other | US | $964K | – | 0.05 |
| Choice Hotels International, Inc. (CHOICE HOTELS INTL INC) | Long | Debt | US | $6M | – | 0.35 |
| Citadel Securities, LP (CITADEL SECURITIES LP) | Long | Loan | US | $2M | – | 0.11 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $504K | – | 0.03 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Citigroup Global Markets, Inc. (Citigroup Global Markets Inc.) | Short | Repurchase agreement | US | $-23M | – | -1.26 |
| Citigroup, Inc. (CITIGROUP INC) | Long | Debt | US | $5M | – | 0.26 |
| CLI Funding VI LLC (CLI Funding LLC) | Long | ABS-other | US | $946K | – | 0.05 |
| Cliffwater Corporate Lending Fund | Long | Debt | US | $2M | – | 0.08 |
| CMFT Net Lease Master Issuer LLC | Long | ABS-other | US | $3M | – | 0.15 |
| CNA Financial Corp. | Long | Debt | US | $5M | – | 0.26 |
| CNO Financial Group, Inc. (CNO FINANCIAL GROUP INC) | Long | Debt | US | $2M | – | 0.13 |
| CNO Financial Group, Inc. (CNO FINANCIAL GROUP INC) | Long | Equity-preferred | US | $931K | 48K | 0.05 |
| CNO Financial Group, Inc. (CNO FINANCIAL GROUP INC) | Long | Debt | US | $679K | – | 0.04 |
| COLT 2024-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| COLT 2024-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $478K | – | 0.03 |
| COLT 2024-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $478K | – | 0.03 |
| COLT Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| COLT Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| COLT Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| COLT Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| COLT Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $915K | – | 0.05 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Constar International Holdings LLC | Long | Equity-common | US | $0.01 | 67.599 | 0.00 |
| Constar International Holdings LLC | Long | Equity-preferred | US | $0 | 6.818 | – |
| Constellation Software, Inc. | Long | Debt | CA | $700K | – | 0.04 |
| Constellation Software, Inc. | Long | Debt | CA | $350K | – | 0.02 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $391K | – | 0.02 |
| Copper River CLO Ltd. | Long | ABS-other | KY | $70 | – | 0.00 |
| Corebridge Financial, Inc. (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $2M | – | 0.10 |
| Corebridge Life Holdings, Inc. | Long | Debt | US | $2M | – | 0.09 |
| CoStar Group, Inc. (COSTAR GROUP INC) | Long | Debt | US | $3M | – | 0.19 |
| Credit Agricole S.A. (CREDIT AGRICOLE SA) | Long | Debt | FR | $495K | – | 0.03 |
| CSAIL Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $398K | – | 0.02 |
| CSC Holdings LLC | Long | Debt | US | $388K | – | 0.02 |
| CSMC Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $647K | – | 0.03 |
| CSMC Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| CURRENCY CONTRACT - Rec USD / Deliver EUR (Barclays Bank plc) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| Cushman & Wakefield US Borrower LLC | Long | Debt | US | $294K | – | 0.02 |
| CVS Health Corp. | Long | Debt | US | $2M | – | 0.11 |
| DBGS Mortgage Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.34 |
| Delta Air Lines, Inc. (DELTA AIR LINES INC) | Long | Debt | US | $3M | – | 0.16 |
| Delta Air Lines, Inc. / SkyMiles IP Ltd. (DELTA AIR LINES/SKYMILES) | Long | Debt | US | $2M | – | 0.08 |
| Demeter Investments BV (SWISS RE AG) | Long | Debt | CH | $4M | – | 0.23 |
| Depository Trust & Clearing Corp. | Long | Equity-preferred | US | $939K | 1M | 0.05 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $5M | – | 0.26 |
| Dreyfus Treasury Securities Cash Management Fund - Institutional Shares | Long | Short-term investment vehicle | US | $48M | 48M | 2.59 |
| Dryden 36 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-other | KY | $8M | – | 0.43 |
| Dryden 37 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-other | KY | $694K | – | 0.04 |
| Dyal Capital Partners III (BLUE OWL GP STAKES III) | Long | Debt | US | $992K | – | 0.05 |
| Dyal Capital Partners III (BLUE OWL GP STAKES III) | Long | Debt | US | $570K | – | 0.03 |
| Dyal Capital Partners III (A) LP (BLUE OWL GP STAKES III) | Long | Debt | US | $963K | – | 0.05 |
| Dyal Capital Partners III (B) LP (BLUE OWL GP STAKES III) | Long | Debt | US | $757K | – | 0.04 |
| Element Fleet Management Corp. | Long | Debt | CA | $2M | – | 0.08 |
| Enbridge, Inc. (ENBRIDGE INC) | Long | Debt | CA | $2M | – | 0.10 |
| Endo Luxembourg Finance Co I SARL / Endo US, Inc. (AQUILA FDG LLC FDG_24-1) | Long | ABS-other | US | $1M | – | 0.07 |
| Enel Finance International N.V. (ENEL FINANCE INTL NV) | Long | Debt | NL | $808K | – | 0.04 |
| Energy Transfer, LP (ENERGY TRANSFER LP) | Long | Debt | US | $741K | – | 0.04 |
| Entegris, Inc. (ENTEGRIS INC) | Long | Debt | US | $4M | – | 0.19 |
| Equinix Europe 2 Financing Corporation LLC (EQUINIX EU 2 FINANCING C) | Long | Debt | US | $2M | – | 0.10 |
| Extended Stay America Trust | Long | ABS-mortgage backed security | US | $998K | – | 0.05 |
| Fairfax Financial Holdings Ltd. (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $2M | – | 0.12 |
| Fairfax Financial Holdings Ltd. (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $986K | – | 0.05 |
| Falcon Aerospace Ltd. | Long | ABS-other | KY | $821K | – | 0.04 |
| Falcon Aerospace Ltd. | Long | ABS-other | US | $117K | – | 0.01 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $19M | – | 1.03 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $18M | – | 0.99 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $16M | – | 0.85 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $16M | – | 0.84 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $12M | – | 0.64 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $11M | – | 0.58 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $8M | – | 0.41 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $7M | – | 0.40 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $5M | – | 0.30 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $988K | – | 0.05 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $880K | – | 0.05 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $839K | – | 0.05 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $768K | – | 0.04 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $639K | – | 0.03 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $549K | – | 0.03 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $481K | – | 0.03 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FARM Mortgage Trust (Farmer Mac Agricultural Real E) | Long | ABS-mortgage backed security | US | $655K | – | 0.04 |
| Federal Farm Credit Bank | Long | Debt | US | $3M | – | 0.15 |
| Ferguson Finance plc | Long | Debt | GB | $1M | – | 0.06 |
| Ferguson Finance plc | Long | Debt | GB | $568K | – | 0.03 |
| Fidelity & Guaranty Life Holdings, Inc. | Long | Debt | US | $126K | – | 0.01 |
| Fidelity National Financial, Inc. (FIDELITY NATL FINANCIAL) | Long | Debt | US | $3M | – | 0.15 |
| Fidelity National Financial, Inc. (FIDELITY NATL FINANCIAL) | Long | Debt | US | $57K | – | 0.00 |
| FIGRE Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FIGRE Trust 2024-HE2 | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| First American Financial Corp. | Long | Debt | US | $3M | – | 0.15 |
| First Republic Bank | Long | Equity-preferred | US | $2K | 78K | 0.00 |
| FirstKey Homes Trust | Long | ABS-other | US | $2M | – | 0.12 |
| FirstKey Homes Trust | Long | ABS-other | US | $1M | – | 0.07 |
| FirstKey Homes Trust | Long | ABS-other | US | $1M | – | 0.07 |
| FirstKey Homes Trust | Long | ABS-other | US | $855K | – | 0.05 |
| Fiserv, Inc. (FISERV INC) | Long | Debt | US | $2M | – | 0.10 |
| Fiserv, Inc. (FISERV INC) | Long | Debt | US | $1M | – | 0.05 |
| FLNG Liquefaction 3 LLC (FREEPORT LNG DEVELOPMENT LP) | Long | Debt | US | $3M | – | 0.17 |
| Flowserve Corp. (FLOWSERVE CORPORATION) | Long | Debt | US | $2M | – | 0.09 |
| Flowserve Corp. (FLOWSERVE CORPORATION) | Long | Debt | US | $944K | – | 0.05 |
| Flutter Treasury Designated Activity Co. (FLUTTER TREASURY DAC) | Long | Debt | IE | $1M | – | 0.06 |
| Fort Moore Family Communities LLC (FORT MOORE FAMILY LLC) | Long | Debt | US | $788K | – | 0.04 |
| Fortress Credit Opportunities IX CLO Ltd. | Long | ABS-other | KY | $3M | – | 0.18 |
| Fortress Credit Opportunities IX CLO Ltd. | Long | ABS-other | KY | $1M | – | 0.05 |
| Fortress Credit Opportunities XI CLO Ltd. | Long | ABS-other | KY | $909K | – | 0.05 |
| Fortune Brands Innovations, Inc. | Long | Debt | US | $2M | – | 0.10 |
| Foundation Finance Trust | Long | ABS-other | US | $2M | – | 0.12 |
| Foundry JV Holdco LLC | Long | Debt | US | $2M | – | 0.10 |
| Foundry JV Holdco LLC | Long | Debt | US | $612K | – | 0.03 |
| Foundry JV Holdco LLC | Long | Debt | US | $567K | – | 0.03 |
| Fox Corp. | Long | Debt | US | $2M | – | 0.09 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $15M | – | 0.82 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $12M | – | 0.65 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $10M | – | 0.57 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $9M | – | 0.47 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $7M | – | 0.40 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $894K | – | 0.05 |
| Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | Long | ABS-mortgage backed security | US | $619K | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Freddie Mac Seasoned Credit Risk Transfer Trust (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $921K | – | 0.05 |
| FS KKR Capital Corp. | Long | Debt | US | $2M | – | 0.10 |
| FS KKR Capital Corp. | Long | Debt | US | $2M | – | 0.09 |
| FS Rialto (FS Rialto Issuer Ltd) | Long | ABS-other | US | $4M | – | 0.24 |
| FS Rialto (FS Rialto Issuer Ltd) | Long | ABS-other | KY | $2M | – | 0.10 |
| GA Global Funding Trust | Long | Debt | US | $5M | – | 0.28 |
| Galaxy Pipeline Assets Bidco Ltd. | Long | Debt | JE | $2M | – | 0.12 |
| GATX Corp. | Long | Debt | US | $3M | – | 0.14 |
| GCAT 2024-NQM2 Trust | Long | ABS-mortgage backed security | US | $969K | – | 0.05 |
| GCAT 2024-NQM2 Trust | Long | ABS-mortgage backed security | US | $485K | – | 0.03 |
| GCAT Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| GCAT Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| GCAT Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Ginkgo Bioworks Holdings, Inc. (GINKGO BIOWORKS HOLDINGS INC) | Derivative-equity | US | $183.58 | 7K | 0.00 | |
| Ginnie Mae (UNITED STATES OF AMERICA) | Long | ABS-mortgage backed security | US | $6M | – | 0.34 |
| Ginnie Mae (UNITED STATES OF AMERICA) | Long | ABS-mortgage backed security | US | $6M | – | 0.34 |
| Ginnie Mae | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Ginnie Mae | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Global Atlantic Finance Co. (GLOBAL ATLANTIC FIN CO) | Long | Debt | US | $4M | – | 0.23 |
| Global Atlantic Finance Co. (GLOBAL ATLANTIC FIN CO) | Long | Debt | US | $632K | – | 0.03 |
| Global Payments, Inc. (GLOBAL PAYMENTS INC) | Long | Debt | US | $1M | – | 0.07 |
| Global Payments, Inc. (GLOBAL PAYMENTS INC) | Long | Debt | US | $1M | – | 0.07 |
| Global Payments, Inc. (GLOBAL PAYMENTS INC) | Long | Debt | US | $102K | – | 0.01 |
| GLP Capital Limited Partnership / GLP Financing II, Inc. (GLP CAPITAL LP / FIN II) | Long | Debt | US | $4M | – | 0.23 |
| GLP Capital Limited Partnership / GLP Financing II, Inc. (GLP CAPITAL LP / FIN II) | Long | Debt | US | $887K | – | 0.05 |
| GMAC Commercial Mortgage Asset Corp. | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GoldenTree Loan Management US CLO 1 Ltd. | Long | ABS-other | KY | $3M | – | 0.16 |
| GoldenTree Loan Management US CLO 1 Ltd. | Long | ABS-other | KY | $2M | – | 0.11 |
| GoldenTree Loan Management US CLO 12 Ltd. | Long | ABS-other | JE | $1M | – | 0.05 |
| Golub Capital Partners CLO 16 Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $4M | – | 0.22 |
| Golub Capital Partners CLO 16 Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $2M | – | 0.11 |
| Golub Capital Partners CLO 17 Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $424K | – | 0.02 |
| Golub Capital Partners CLO 33M Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $6M | – | 0.35 |
| Golub Capital Partners CLO 36M Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $3M | – | 0.15 |
| Golub Capital Partners CLO 46 Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | US | $1000K | – | 0.05 |
| Golub Capital Partners CLO 54M LP (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $2M | – | 0.08 |
| Golub Capital Partners CLO 54M LP (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $1M | – | 0.08 |
| GreenPoint Mortgage Funding Trust | Long | ABS-mortgage backed security | US | $1.32 | – | 0.00 |
| Greensaif Pipelines Bidco SARL | Long | Debt | LU | $416K | – | 0.02 |
| Greensaif Pipelines Bidco SARL | Long | Debt | LU | $356K | – | 0.02 |
| GS Mortgage Securities Corporation Trust (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $987K | – | 0.05 |
| GS Mortgage Securities Corporation Trust (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $945K | – | 0.05 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.32 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $503K | – | 0.03 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $451K | – | 0.02 |
| GS Mortgage-Backed Securities Trust | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| GS Mortgage-Backed Securities Trust 2021-PJ10 | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| GXO Logistics, Inc. (GXO LOGISTICS INC) | Long | Debt | US | $1M | – | 0.07 |
| GXO Logistics, Inc. (GXO LOGISTICS INC) | Long | Debt | US | $1M | – | 0.07 |
| HAH Group Holding Co. LLC (HAH GROUP HOLDING CO LLC) | Long | Loan | US | $230K | – | 0.01 |
| HAH Group Holding Co. LLC (HAH GROUP HOLDING CO LLC) | Long | Loan | US | $29K | – | 0.00 |
| Hanover Insurance Group, Inc. | Long | Debt | US | $404K | – | 0.02 |
| HarbourVest Structured Solutions IV Holdings, LP (HARBOURVEST STRUCTURED SOLUTIONS IV LP) | Long | ABS-other | US | $2M | – | 0.09 |
| HarbourVest Structured Solutions IV Holdings, LP (HARBOURVEST STRUCTURED SOLUTIONS IV LP) | Long | ABS-other | US | $1M | – | 0.06 |
| Highmark, Inc. (HIGHMARK INC) | Long | Debt | US | $1M | – | 0.07 |
| Home Partners of America Trust | Long | ABS-other | US | $796K | – | 0.04 |
| Home Partners of America Trust | Long | ABS-other | US | $441K | – | 0.02 |
| Horace Mann Educators Corp. | Long | Debt | US | $941K | – | 0.05 |
| Host Hotels & Resorts, LP (HOST HOTELS & RESORTS LP) | Long | Debt | US | $3M | – | 0.16 |
| Host Hotels & Resorts, LP (HOST HOTELS & RESORTS LP) | Long | Debt | US | $3M | – | 0.15 |
| Hotwire Funding LLC | Long | ABS-other | US | $2M | – | 0.11 |
| Hotwire Funding LLC | Long | ABS-other | US | $2M | – | 0.10 |
| Hotwire Funding LLC | Long | ABS-other | US | $1M | – | 0.05 |
| Howmet Aerospace, Inc. (HOWMET AEROSPACE INC) | Long | Debt | US | $3M | – | 0.19 |
| HPS Loan Management Ltd. (HPS LOAN MANAGEMENT 8-2016, LT) | Long | ABS-other | KY | $2M | – | 0.11 |
| HS Wildcat LLC | Long | Debt | US | $1M | – | 0.08 |
| HV Eight LLC | Long | ABS-other | US | $4M | – | 0.22 |
| Hyatt Hotels Corp. | Long | Debt | US | $4M | – | 0.21 |
| Hyatt Hotels Corp. | Long | Debt | US | $3M | – | 0.17 |
| Imperial Fund Mortgage Trust (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $766K | – | 0.04 |
| Imperial Fund Mortgage Trust (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $763K | – | 0.04 |
| IP Lending V Ltd. (IP Lending LLC) | Long | Debt | BM | $1M | – | 0.05 |
| Iron Mountain, Inc. (IRON MOUNTAIN INC) | Long | Debt | US | $2M | – | 0.09 |
| Iron Mountain, Inc. (IRON MOUNTAIN INC) | Long | Debt | US | $1M | – | 0.07 |
| Iron Mountain, Inc. (IRON MOUNTAIN INC) | Long | Debt | US | $950K | – | 0.05 |
| ITRAXX.EUR.41.V1 (BofA Securities, Inc.) | Derivative-credit | US | $-91K | – | -0.00 | |
| JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc. (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $2M | – | 0.12 |
| JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc. (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | US | $1M | – | 0.08 |
| JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc. (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | US | $448K | – | 0.02 |
| Jefferies Finance LLC / JFIN Company-Issuer Corp. (JEFFERIES FIN LLC / JFIN) | Long | Debt | US | $2M | – | 0.12 |
| Jefferies Financial Group, Inc. (JEFFERIES FIN GROUP INC) | Long | Debt | US | $2M | – | 0.12 |
| Jefferies Financial Group, Inc. (JEFFERIES FIN GROUP INC) | Long | Debt | US | $2M | – | 0.09 |
| Jefferies Financial Group, Inc. (JEFFERIES FIN GROUP INC) | Long | Debt | US | $1M | – | 0.06 |
| JP Morgan Chase Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| JP Morgan Chase Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| JP Morgan Mortgage Trust 2021-12 | Long | ABS-mortgage backed security | US | $7M | – | 0.39 |
| JP Morgan Mortgage Trust 2021-13 | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| JPMDB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| JPMorgan Chase & Co. | Long | Equity-preferred | US | $2M | 2M | 0.12 |
| JPMorgan Chase & Co. | Long | Debt | US | $958K | – | 0.05 |
| Kemper Corp. | Long | Debt | US | $552K | – | 0.03 |
| Kinder Morgan Energy Partners, LP (KINDER MORGAN ENER PART) | Long | Debt | US | $728K | – | 0.04 |
| KKR Core Holding Company LLC | Long | ABS-other | US | $4M | – | 0.24 |
| KKR Group Finance Company III LLC (KKR GROUP FINANCE CO III) | Long | Debt | US | $90K | – | 0.00 |
| KKR Group Finance Company VIII LLC (KKR GROUP FINAN CO VIII) | Long | Debt | US | $2M | – | 0.09 |
| Kraft Heinz Foods Co. | Long | Debt | US | $732K | – | 0.04 |
| KREF Funding V LLC | Long | ABS-other | US | $2M | – | 0.08 |
| KREF Funding V LLC | Long | ABS-other | US | $2K | – | 0.00 |
| KREF Ltd. (KREF 2021-FL2 Ltd) | Long | ABS-other | KY | $1M | – | 0.08 |
| KREF Ltd. (KREF 2021-FL2 Ltd) | Long | ABS-other | KY | $935K | – | 0.05 |
| Kuvare US Holdings, Inc. (KUVARE US HOLDINGS INC) | Long | Equity-preferred | US | $995K | 1M | 0.05 |
| Lazard Group LLC | Long | Debt | US | $3M | – | 0.18 |
| LCCM Trust (Ladder Capital Commercial Mort) | Long | ABS-other | US | $5M | – | 0.29 |
| LCCM Trust (Ladder Capital Commercial Mort) | Long | ABS-other | US | $4M | – | 0.21 |
| LCCM Trust (Ladder Capital Commercial Mort) | Long | ABS-other | US | $3M | – | 0.16 |
| Leidos, Inc. (LEIDOS INC) | Long | Debt | US | $1M | – | 0.08 |
| Leidos, Inc. (LEIDOS INC) | Long | Debt | US | $504K | – | 0.03 |
| Leidos, Inc. (LEIDOS INC) | Long | Debt | US | $189K | – | 0.01 |
| Level 3 Financing, Inc. (LEVEL 3 FINANCING INC) | Long | Debt | US | $1M | – | 0.06 |
| Level 3 Financing, Inc. (LEVEL 3 FINANCING INC) | Long | Debt | US | $368K | – | 0.02 |
| LG Energy Solution Ltd. (LGENERGYSOLUTION) | Long | Debt | KR | $2M | – | 0.08 |
| Liberty Mutual Group, Inc. (LIBERTY MUTUAL GROUP INC) | Long | Debt | US | $5M | – | 0.29 |
| Liberty Utilities Co. | Long | Debt | US | $1M | – | 0.08 |
| Liberty Utilities Co. | Long | Debt | US | $550K | – | 0.03 |
| Life Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Lightning A (THUNDERBIRD 2022-1) | Long | ABS-other | US | $2M | – | 0.11 |
| Lightning A (THUNDERBIRD 2022-1) | Long | ABS-other | US | $0.01 | – | 0.00 |
| Lincoln National Corp. | Long | Debt | US | $989K | – | 0.05 |
| LKQ Corp. | Long | Debt | US | $308K | – | 0.02 |
| Lloyds Banking Group plc | Long | Debt | GB | $1M | – | 0.08 |
| LoanCore Issuer Ltd. (LoanCore 2021-CRE5 Issuer, Ltd) | Long | ABS-other | KY | $7M | – | 0.39 |
| LoanCore Issuer Ltd. (LoanCore 2021-CRE6 Issuer, Ltd) | Long | ABS-other | KY | $4M | – | 0.20 |
| LPL Holdings, Inc. (LPL HOLDINGS INC) | Long | Debt | US | $3M | – | 0.15 |
| LPL Holdings, Inc. (LPL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.08 |
| Lunar Structured Aircraft Portfolio Notes (SOLRR Aircraft 2021-1 Limited) | Long | ABS-other | IE | $2M | – | 0.09 |
| LVNV Funding LLC | Long | ABS-other | US | $3M | – | 0.16 |
| MACH 1 Cayman Ltd. (Mach I) | Long | ABS-other | KY | $1M | – | 0.08 |
| Macquarie Bank Ltd. | Long | Debt | AU | $3M | – | 0.17 |
| Macquarie Group Ltd. | Long | Debt | AU | $2M | – | 0.10 |
| Macquarie Group Ltd. | Long | Debt | AU | $2M | – | 0.09 |
| Madison Avenue Secured Funding Trust | Long | ABS-other | US | $1M | – | 0.06 |
| Madison Park Funding Ltd. | Long | ABS-other | KY | $1M | – | 0.07 |
| Madison Park Funding LVIII Ltd. (Madison Park Funding Ltd) | Long | ABS-other | KY | $1M | – | 0.05 |
| Madison Park Funding LVIII Ltd. (Madison Park Funding Ltd) | Long | ABS-other | KY | $1M | – | 0.05 |
| Madison Park Funding XLVIII Ltd. (Madison Park Funding Ltd) | Long | ABS-other | KY | $4M | – | 0.22 |
| Madison Park Funding XLVIII Ltd. (Madison Park Funding Ltd) | Long | ABS-other | KY | $4M | – | 0.22 |
| Magnetite XXIX Ltd. (Magnetite CLO Ltd) | Long | ABS-other | KY | $2M | – | 0.11 |
| Manulife Financial Corp. | Long | Debt | CA | $2M | – | 0.09 |
| Maple Grove Funding Trust I (MAPLE GROVE FUNDING TR I) | Long | Debt | US | $3M | – | 0.17 |
| MAPS Ltd. | Long | ABS-other | BM | $362K | – | 0.02 |
| Markel Group, Inc. (MARKEL GROUP INC) | Long | Debt | US | $2M | – | 0.08 |
| Markel Group, Inc. (MARKEL GROUP INC) | Long | Equity-preferred | US | $1M | 1M | 0.07 |
| MASTR Adjustable Rate Mortgages Trust | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| MC Ltd. | Long | ABS-other | BM | $3M | – | 0.15 |
| MetLife, Inc. (METLIFE INC) | Long | Equity-preferred | US | $3M | 4M | 0.18 |
| MF1 Multifamily Housing Mortgage Loan Trust | Long | ABS-other | KY | $4M | – | 0.21 |
| MF1 Multifamily Housing Mortgage Loan Trust | Long | ABS-other | KY | $3M | – | 0.18 |
| MFRA Trust | Long | ABS-mortgage backed security | US | $615K | – | 0.03 |
| Mid-Atlantic Military Family Communities LLC (MID-ATLANTIC MILITARY CO) | Long | Debt | US | $2M | – | 0.10 |
| MidOcean Credit CLO VII | Long | ABS-other | KY | $2M | – | 0.11 |
| Midwest Connector Capital Company LLC | Long | Debt | US | $1M | – | 0.06 |
| Mileage Plus Holdings LLC (UNITED AIRLINES HOLDINGS INC) | Long | Loan | US | $5M | – | 0.28 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $2M | – | 0.08 |
| Mill City Mortgage Loan Trust (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Mill City Mortgage Loan Trust (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.23 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.10 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| MSCI, Inc. (MSCI INC) | Long | Debt | US | $1M | – | 0.06 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (MUNICH RE) | Long | Debt | DE | $1M | – | 0.07 |
| Mutual of Omaha Insurance Co. (MUTUAL OF OMAHA INS CO) | Long | Debt | US | $840K | – | 0.05 |
| Nassau LLC (Nassau 2019 CFO LLC) | Long | ABS-other | US | $553K | – | 0.03 |
| National Australia Bank Ltd. | Long | Debt | AU | $820K | – | 0.04 |
| National Australia Bank Ltd. | Long | Debt | AU | $415K | – | 0.02 |
| Nationwide Mutual Insurance Co. | Long | Debt | US | $3M | – | 0.15 |
| Navigator Aircraft ABS Ltd. (Navigator Aircraft ABS LLC) | Long | ABS-other | US | $3M | – | 0.14 |
| Neuberger Berman Loan Advisers CLO 40 Ltd. (Neuberger Berman CLO Ltd) | Long | ABS-other | KY | $2M | – | 0.11 |
| New Residential Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $368K | – | 0.02 |
| NewStar Fairfield Fund CLO Ltd. | Long | ABS-other | KY | $516K | – | 0.03 |
| Nippon Life Insurance Co. | Long | Debt | JP | $7M | – | 0.37 |
| Norfolk Southern Corp. | Long | Debt | US | $423K | – | 0.02 |
| Northwoods Capital XII-B Ltd. (Northwoods Capital Ltd) | Long | ABS-other | KY | $1M | – | 0.05 |
| NRG Energy, Inc. (NRG ENERGY INC) | Long | Loan | US | $3M | – | 0.16 |
| NRG Energy, Inc. (NRG ENERGY INC) | Long | Debt | US | $2M | – | 0.09 |
| NuStar Logistics, LP (NUSTAR LOGISTICS LP) | Long | Debt | US | $543K | – | 0.03 |
| NuStar Logistics, LP (NUSTAR LOGISTICS LP) | Long | Debt | US | $200K | – | 0.01 |
| Nuveen LLC | Long | Debt | US | $2M | – | 0.12 |
| Nuveen LLC | Long | Debt | US | $704K | – | 0.04 |
| Oak Street Investment Grade Net Lease Fund Series | Long | ABS-other | US | $2M | – | 0.12 |
| Obra Longevity (OBRA CAPITAL INC) | Long | ABS-other | US | $2M | – | 0.11 |
| Obra Longevity (OBRA CAPITAL INC) | Long | ABS-other | US | $0.03 | – | 0.00 |
| OBX 2024-NQM6 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| OBX 2024-NQM6 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $986K | – | 0.05 |
| OBX 2024-NQM7 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $988K | – | 0.05 |
| OBX 2024-NQM7 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $987K | – | 0.05 |
| OBX 2024-NQM7 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $592K | – | 0.03 |
| OBX 2024-NQM8 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $946K | – | 0.05 |
| OBX 2024-NQM8 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $797K | – | 0.04 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $954K | – | 0.05 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $934K | – | 0.05 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $932K | – | 0.05 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $930K | – | 0.05 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $811K | – | 0.04 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $553K | – | 0.03 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $466K | – | 0.03 |
| Octagon Investment Partners 49 Ltd. | Long | ABS-other | KY | $9M | – | 0.46 |
| Old Republic International Corp. (OLD REPUBLIC INTL CORP) | Long | Debt | US | $3M | – | 0.15 |
| OneAmerica Financial Partners, Inc. (ONEAMERICA FINL PARTNERS) | Long | Debt | US | $2M | – | 0.13 |
| ONEOK, Inc. (ONEOK INC) | Long | Debt | US | $4M | – | 0.21 |
| ONEOK, Inc. (ONEOK INC) | Long | Debt | US | $1M | – | 0.08 |
| Oracle Corp. | Long | Debt | US | $2M | – | 0.09 |
| Owens Corning | Long | Debt | US | $1M | – | 0.08 |
| Owl Rock CLO I LLC (Owl Rock CLO Ltd) | Long | ABS-other | US | $2M | – | 0.11 |
| Owl Rock CLO II Ltd. (Owl Rock CLO Ltd) | Long | ABS-other | KY | $3M | – | 0.16 |
| Owl Rock CLO III Ltd. (Owl Rock CLO Ltd) | Long | ABS-other | KY | $5M | – | 0.30 |
| Owl Rock CLO III Ltd. (Owl Rock CLO Ltd) | Long | ABS-other | KY | $1M | – | 0.07 |
| Owl Rock CLO IV Ltd. (Owl Rock CLO Ltd) | Long | ABS-other | KY | $4M | – | 0.20 |
| Owl Rock CLO XIII LLC (Owl Rock CLO Ltd) | Long | ABS-other | US | $1M | – | 0.05 |
| Owl Rock CLO XVI (Owl Rock CLO Ltd) | Long | ABS-other | US | $5M | – | 0.27 |
| Owl Rock CLO XVI (Owl Rock CLO Ltd) | Long | ABS-other | US | $1M | – | 0.05 |
| Pacific Beacon LLC | Long | Debt | US | $3M | – | 0.15 |
| Palmer Square CLO Ltd. | Long | ABS-other | KY | $1M | – | 0.07 |
| Palmer Square CLO Ltd. | Long | ABS-other | KY | $1M | – | 0.05 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $2M | – | 0.11 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $2M | – | 0.11 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $2M | – | 0.11 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $2M | – | 0.08 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $1M | – | 0.08 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $1M | – | 0.07 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $1M | – | 0.05 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $1M | – | 0.05 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $1000K | – | 0.05 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $2M | – | 0.09 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $973K | – | 0.05 |
| Paramount Global | Long | Debt | US | $720K | – | 0.04 |
| Paramount Global | Long | Debt | US | $534K | – | 0.03 |
| Paramount Global | Long | Debt | US | $261K | – | 0.01 |
| Paramount Global | Long | Debt | US | $218K | – | 0.01 |
| Paramount Global | Long | Debt | US | $201K | – | 0.01 |
| Paramount Global | Long | Debt | US | $100K | – | 0.01 |
| PartnerRe Finance B LLC | Long | Debt | US | $4M | – | 0.20 |
| Penn Mutual Life Insurance Co. (PENN MUTUAL LIFE INS CO) | Long | Debt | US | $609K | – | 0.03 |
| Penske Truck Leasing Company Lp / PTL Finance Corp. (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $2M | – | 0.11 |
| Pershing Square Holdings Ltd. (PS HOLDINGS INDEPENDENT VOTING COMPANY LTD) | Long | Debt | GG | $5M | – | 0.27 |
| Pershing Square Holdings Ltd. (PS HOLDINGS INDEPENDENT VOTING COMPANY LTD) | Long | Debt | GG | $3M | – | 0.18 |
| Pershing Square SPARC Holdings, Ltd. (Pershing Square Holdings, Ltd.) | Derivative-equity | US | $19.03 | 190K | 0.00 | |
| Pershing Square Tontine Holdings, Ltd. | Derivative-equity | US | $6.92 | 69K | 0.00 | |
| Pershing Square Tontine Holdings, Ltd. - Class A (PERSHING SQUARE TONTINE HOLDINGS LTD) | Long | Equity-common | US | $62.29 | 623K | 0.00 |
| Philip Morris International, Inc. (PHILIP MORRIS INTL INC) | Long | Debt | US | $5M | – | 0.26 |
| Philip Morris International, Inc. (PHILIP MORRIS INTL INC) | Long | Debt | US | $736K | – | 0.04 |
| Pine Street Trust III | Long | Debt | US | $589K | – | 0.03 |
| Plains All American Pipeline Limited Partnership / PAA Finance Corp. (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $3M | – | 0.15 |
| Polaris, Inc. (POLARIS INC) | Long | Debt | US | $1M | – | 0.06 |
| Project Onyx I (PMH NEWCO LP) | Long | ABS-other | US | $5M | – | 0.28 |
| Project Onyx II (PMH SPV - C LLC) | Long | ABS-other | US | $2M | – | 0.08 |
| Protective Life Corp. | Long | Debt | US | $659K | – | 0.04 |
| PRPM 2024-RPL2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| PRPM LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| PRPM LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $808K | – | 0.04 |
| Prudential Financial, Inc. (PRUDENTIAL FINANCIAL INC) | Long | Debt | US | $2M | – | 0.10 |
| Prudential Financial, Inc. (PRUDENTIAL FINANCIAL INC) | Long | Debt | US | $1M | – | 0.05 |
| Public Service Company of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $1M | – | 0.06 |
| QBE Insurance Group Ltd. | Long | Debt | AU | $2M | – | 0.09 |
| RALI Series Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $263K | – | 0.01 |
| RCKT Mortgage Trust (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| RCKT Mortgage Trust 2024-CES4 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Reinsurance Group of America, Inc. (REINSURANCE GRP OF AMER) | Long | Debt | US | $2M | – | 0.09 |
| Reinsurance Group of America, Inc. (REINSURANCE GRP OF AMER) | Long | Debt | US | $2M | – | 0.08 |
| Reliance Standard Life Global Funding II (RELIANCE STAND LIFE II) | Long | Debt | US | $6M | – | 0.32 |
| Residential Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| RGA Global Funding | Long | Debt | US | $999K | – | 0.05 |
| Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc. (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $3M | – | 0.15 |
| Rogers Communications, Inc. (ROGERS COMMUNICATIONS IN) | Long | Debt | CA | $2M | – | 0.09 |
| Royalty Pharma plc | Long | Debt | GB | $2M | – | 0.10 |
| Safehold GL Holdings LLC | Long | Debt | US | $2M | – | 0.11 |
| Safehold GL Holdings LLC | Long | Debt | US | $2M | – | 0.09 |
| Safehold GL Holdings LLC | Long | Debt | US | $1M | – | 0.07 |
| Saluda Grade Alternative Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Sapphire Aviation Finance I Ltd. (SAPPHIRE AVIATION FINANCE I LI) | Long | ABS-other | KY | $496K | – | 0.03 |
| Sapphire Aviation Finance II Ltd. (Sapphire Aviation Finance I Li) | Long | ABS-other | US | $1M | – | 0.07 |
| SBA Tower Trust | Long | ABS-other | US | $3M | – | 0.15 |
| Securitized Asset-Backed Receivables LLC Trust (Securitized Asset Backed Recei) | Long | ABS-mortgage backed security | US | $532K | – | 0.03 |
| Sequoia Mortgage Trust 2024-5 | Long | ABS-mortgage backed security | US | $984K | – | 0.05 |
| Sequoia Mortgage Trust 2024-5 | Long | ABS-mortgage backed security | US | $979K | – | 0.05 |
| Service Experts Issuer LLC | Long | ABS-other | US | $2M | – | 0.11 |
| ServiceMaster Funding LLC (ServiceMaster Brands) | Long | ABS-other | US | $3M | – | 0.18 |
| SERVPRO Master Issuer LLC (Servpro Master Issuer, LLC) | Long | ABS-other | US | $4M | – | 0.20 |
| SERVPRO Master Issuer LLC (SERVPRO MASTER ISSUER, LLC) | Long | ABS-other | US | $1M | – | 0.08 |
| SERVPRO Master Issuer LLC (Servpro Master Issuer, LLC) | Long | ABS-other | US | $1M | – | 0.08 |
| SG Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| SkyMiles IP Ltd. (DELTA AIR LINES INC) | Long | Loan | KY | $746K | – | 0.04 |
| Slam Ltd. (SLAM 2021-1 LLC) | Long | ABS-other | US | $727K | – | 0.04 |
| Smithfield Foods, Inc. (SMITHFIELD FOODS INC) | Long | Debt | US | $2M | – | 0.11 |
| Smithfield Foods, Inc. (SMITHFIELD FOODS INC) | Long | Debt | US | $1M | – | 0.06 |
| Smithfield Foods, Inc. (SMITHFIELD FOODS INC) | Long | Debt | US | $824K | – | 0.04 |
| Smithsonian Institution | Long | Debt | US | $3M | – | 0.15 |
| SMRT | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Smurfit Kappa Treasury ULC | Long | Debt | IE | $2M | – | 0.10 |
| Societe Generale S.A. | Long | Debt | FR | $5M | – | 0.29 |
| Societe Generale S.A. | Long | Debt | FR | $1M | – | 0.06 |
| Sonic Capital LLC | Long | ABS-other | US | $2M | – | 0.11 |
| Sonic Capital LLC | Long | ABS-other | US | $2M | – | 0.10 |
| Sonic Capital LLC | Long | ABS-other | US | $890K | – | 0.05 |
| Sound Point CLO XXIV (Sound Point CLO LTD) | Long | ABS-other | KY | $498K | – | 0.03 |
| Sound Point CLO XXXI Ltd. (Sound Point CLO LTD) | Long | ABS-other | KY | $2M | – | 0.11 |
| Southern Veterinary Partners LLC (SOUTHERN VETERINARY COMPANY LLC) | Long | Loan | US | $1M | – | 0.06 |
| Sprite Ltd. (Sprite Limited) | Long | ABS-other | US | $1M | – | 0.07 |
| SPS Servicer Advance Receivables Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $3M | – | 0.16 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $1M | – | 0.07 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $997K | – | 0.05 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $951K | – | 0.05 |
| Stadco LA LLC | Long | Debt | US | $1M | – | 0.07 |
| Standard Chartered plc | Long | Debt | US | $2M | – | 0.12 |
| Standard Industries, Inc. (G HOLDINGS INC) | Long | Loan | US | $1M | – | 0.08 |
| Starwood Mortgage Residential Trust | Long | ABS-mortgage backed security | US | $624K | – | 0.03 |
| Starwood Mortgage Residential Trust | Long | ABS-mortgage backed security | US | $623K | – | 0.03 |
| State of Illinois General Obligation Unlimited (ILLINOIS ST) | Long | Debt | US | $424K | – | 0.02 |
| State Street Corp. | Long | Equity-preferred | US | $5M | 5M | 0.26 |
| Station Place Securitization Trust (JEFFERIES FINANCIAL GROUP INC) | Long | ABS-other | US | $4M | – | 0.21 |
| Station Place Securitization Trust (JEFFERIES FINANCIAL GROUP INC) | Long | ABS-other | US | $4M | – | 0.21 |
| Station Place Securitization Trust | Long | ABS-other | US | $575K | – | 0.03 |
| Stewart Information Services Corp. | Long | Debt | US | $2M | – | 0.10 |
| Stolthaven Houston, Inc. (STOLTHAVEN HOUSTON INC) | Long | Debt | US | $2M | – | 0.11 |
| STORE Master Funding I-VII (STORE Master Funding LLC) | Long | ABS-other | US | $2M | – | 0.13 |
| Store Master Funding I-VII XIV XIX XX XXIV XXII (STORE Master Funding LLC) | Long | ABS-other | US | $500K | – | 0.03 |
| STORE Master Funding LLC | Long | ABS-other | US | $2M | – | 0.09 |
| Strategic Partners Fund VIII, LP (STRATEGIC PARTNERS FUND VIII LP) | Long | ABS-other | KY | $3M | – | 0.15 |
| Strategic Partners Fund VIII, LP (STRATEGIC PARTNERS FUND VIII LP) | Long | ABS-other | US | $1M | – | 0.06 |
| STWD Ltd. (Starwood Commercial Mortgage T) | Long | ABS-other | KY | $1M | – | 0.08 |
| Subway Funding LLC | Long | ABS-other | US | $2M | – | 0.09 |
| Subway Funding LLC | Long | ABS-other | US | $2M | – | 0.08 |
| Subway Funding LLC | Long | ABS-other | US | $807K | – | 0.04 |
| Sumitomo Life Insurance Co. | Long | Debt | JP | $2M | – | 0.12 |
| Sumitomo Mitsui Financial Group, Inc. (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $854K | – | 0.05 |
| SVC ABS LLC | Long | ABS-other | US | $3M | – | 0.17 |
| Swiss Re Finance Luxembourg S.A. | Long | Debt | LU | $193K | – | 0.01 |
| Switch ABS Issuer LLC (Switch ABS Issuer, LLC) | Long | ABS-other | US | $4M | – | 0.21 |
| Switch ABS Issuer LLC (Switch ABS Issuer, LLC) | Long | ABS-other | US | $803K | – | 0.04 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $3M | – | 0.19 |
| Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp. | Long | Debt | US | $2M | – | 0.12 |
| Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds (TARRANT CNTY TX CULTURAL EDU F) | Long | Debt | US | $2M | – | 0.09 |
| Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds (TARRANT CNTY TX CULTURAL EDU F) | Long | Debt | US | $566K | – | 0.03 |
| Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds (TARRANT CNTY TX CULTURAL EDU F) | Long | Debt | US | $410K | – | 0.02 |
| Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds (TARRANT CNTY TX CULTURAL EDU F) | Long | Debt | US | $379K | – | 0.02 |
| TD SYNNEX Corp. | Long | Debt | US | $2M | – | 0.10 |
| TD SYNNEX Corp. | Long | Debt | US | $2M | – | 0.09 |
| TD SYNNEX Corp. | Long | Debt | US | $1M | – | 0.08 |
| Telenet Finance Luxembourg Notes SARL (LIBERTY GLOBAL LTD) | Long | Debt | LU | $189K | – | 0.01 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $2M | – | 0.11 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $622K | – | 0.03 |
| Tennessee Valley Authority Principal Strips (TVA PRIN STRIP) | Long | Debt | US | $5M | – | 0.25 |
| Tennessee Valley Authority Principal Strips (TVA PRIN STRIP) | Long | Debt | US | $3M | – | 0.16 |
| Tennessee Valley Authority Principal Strips (TENN VALLEY AUTH) | Long | Debt | US | $2M | – | 0.11 |
| Tennessee Valley Authority Principal Strips (TVA PRIN STRIP) | Long | Debt | US | $939K | – | 0.05 |
| Tennessee Valley Authority Principal Strips (TVA PRIN STRIP) | Long | Debt | US | $620K | – | 0.03 |
| Textainer Marine Containers Ltd. (Textainer Marine Containers Li) | Long | ABS-other | US | $1M | – | 0.07 |
| Textainer Marine Containers VII Ltd. (Textainer Marine Containers Li) | Long | ABS-other | US | $3M | – | 0.14 |
| Textainer Marine Containers VII Ltd. (Textainer Marine Containers Li) | Long | ABS-other | BM | $1M | – | 0.07 |
| THL Credit Lake Shore MM CLO I Ltd. | Long | ABS-other | KY | $4M | – | 0.23 |
| Thunderbird A (THUNDERBIRD 2022-1) | Long | ABS-other | US | $2M | – | 0.11 |
| Thunderbird A (THUNDERBIRD 2022-1) | Long | ABS-other | US | $0.01 | – | 0.00 |
| TIF Funding II LLC | Long | ABS-other | US | $601K | – | 0.03 |
| TIF Funding III LLC | Long | ABS-other | US | $3M | – | 0.15 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $814K | – | 0.04 |
| TPG Operating Group II, LP | Long | Debt | US | $2M | – | 0.12 |
| TransCanada PipeLines Ltd. | Long | Debt | CA | $700K | – | 0.04 |
| Transurban Finance Company Pty Ltd. | Long | Debt | AU | $1M | – | 0.06 |
| Treman Park CLO Ltd. | Long | ABS-other | KY | $544.25 | – | 0.00 |
| Tricon Residential 2024-SFR2 Trust | Long | ABS-other | US | $1M | – | 0.08 |
| Tricon Residential Trust | Long | ABS-other | US | $3M | – | 0.14 |
| Tricon Residential Trust | Long | ABS-other | US | $3M | – | 0.14 |
| Tricon Residential Trust | Long | ABS-other | US | $1M | – | 0.07 |
| Tricon Residential Trust | Long | ABS-other | US | $1M | – | 0.06 |
| Tricon Residential Trust | Long | ABS-other | US | $959K | – | 0.05 |
| Triton Container International Limited / TAL International Container Corp. (TRITON CONTAINER/TAL INT) | Long | Debt | BM | $164K | – | 0.01 |
| Triton Container International Ltd. | Long | Debt | BM | $2M | – | 0.09 |
| Trustage Financial Group, Inc. | Long | Debt | US | $2M | – | 0.08 |
| Tyson Foods, Inc. (TYSON FOODS INC) | Long | Debt | US | $398K | – | 0.02 |
| U.S. International Development Finance Corp. (INT DEVELOPMENT FIN CORP) | Long | Debt | US | $848K | – | 0.05 |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $703K | – | 0.04 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $94K | – | 0.01 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $65K | – | 0.00 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $-743K | – | -0.04 | |
| U.S. Treasury Bonds (STRIP PRINC) | Long | Debt | US | $46M | – | 2.49 |
| U.S. Treasury Bonds (STRIP PRINC) | Long | Debt | US | $13M | – | 0.69 |
| U.S. Treasury Bonds (STRIP PRINC) | Long | Debt | US | $10M | – | 0.53 |
| U.S. Treasury Bonds (US TREASURY N/B) | Long | Debt | US | $9M | – | 0.47 |
| U.S. Treasury Bonds (STRIP PRINC) | Long | Debt | US | $9M | – | 0.47 |
| U.S. Treasury Bonds (STRIPS) | Long | Debt | US | $8M | – | 0.45 |
| U.S. Treasury Bonds (STRIPS) | Long | Debt | US | $8M | – | 0.41 |
| U.S. Treasury Bonds (STRIP PRINC) | Long | Debt | US | $4M | – | 0.21 |
| U.S. Treasury Bonds (STRIPS) | Long | Debt | US | $2M | – | 0.09 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $85M | – | 4.58 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $61M | – | 3.30 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $34M | – | 1.87 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $23M | – | 1.25 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $22M | – | 1.17 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $8M | – | 0.43 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $257K | – | 0.01 |
| UBS Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.14 |
| UCFC Manufactured Housing Contract | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Uniform MBS 15 Year | Long | ABS-mortgage backed security | US | $28M | – | 1.54 |
| Uniform MBS 15 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Uniform MBS 30 Year | Long | ABS-mortgage backed security | US | $54M | – | 2.94 |
| Uniform MBS 30 Year | Long | ABS-mortgage backed security | US | $24M | – | 1.32 |
| Uniform MBS 30 Year | Long | ABS-mortgage backed security | US | $16M | – | 0.87 |
| Uniform MBS 30 Year | Long | ABS-mortgage backed security | US | $12M | – | 0.68 |
| United Airlines 2023-1 Class A Pass Through Trust (UNITED AIR 2023-1 A PTT) | Long | Debt | US | $1M | – | 0.08 |
| United Rentals, Inc. (UNITED RENTALS INC) | Long | Loan | US | $2M | – | 0.08 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $16M | – | 0.88 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $16M | – | 0.86 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $8M | – | 0.41 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $6M | – | 0.33 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $2M | – | 0.10 |
| Universal Health Services, Inc. (UNIVERSAL HEALTH SVCS) | Long | Debt | US | $1M | – | 0.06 |
| Vacasa, Inc. (Vacasa Inc) | Long | Equity-common | US | $8K | 2K | 0.00 |
| Vantage Data Centers Issuer LLC (Vantage Data Centers LLC) | Long | ABS-other | US | $1M | – | 0.07 |
| Vantage Data Centers Issuer LLC (Vantage Data Centers LLC) | Long | ABS-other | US | $997K | – | 0.05 |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $2M | – | 0.13 |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $2M | – | 0.13 |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $1M | – | 0.07 |
| Venture Global Calcasieu Pass LLC (VENTURE GLOBAL LNG INC) | Long | Loan | US | $397K | – | 0.02 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $384K | – | 0.02 |
| VICI Properties Limited Partnership / VICI Note Company, Inc. (VICI PROPERTIES / NOTE) | Long | Debt | US | $909K | – | 0.05 |
| Viper Energy, Inc. (VIPER ENERGY INC) | Long | Debt | US | $880K | – | 0.05 |
| Virgin Media Secured Finance plc | Long | Debt | US | $1M | – | 0.06 |
| Vodafone Group plc | Long | Debt | GB | $2M | – | 0.12 |
| Vontier Corp. | Long | Debt | US | $3M | – | 0.16 |
| VOYA CLO (Voya CLO Ltd) | Long | ABS-other | KY | $3M | – | 0.14 |
| Voya CLO 2024-2 Ltd. (Voya CLO Ltd) | Long | ABS-other | KY | $1M | – | 0.05 |
| Voya Financial, Inc. (VOYA FINANCIAL INC) | Long | Debt | US | $2M | – | 0.11 |
| Warnermedia Holdings, Inc. (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $1M | – | 0.07 |
| Warnermedia Holdings, Inc. (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $600K | – | 0.03 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| WAVE LLC (Wave USA) | Long | ABS-other | US | $599K | – | 0.03 |
| Wells Fargo & Co. (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $5M | 6M | 0.29 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $1M | – | 0.07 |
| Western & Southern Life Insurance Co. | Long | Debt | US | $558K | – | 0.03 |
| Westinghouse Air Brake Technologies Corp. | Long | Debt | US | $503K | – | 0.03 |
| Westpac Banking Corp. | Long | Debt | AU | $984K | – | 0.05 |
| Westpac Banking Corp. | Long | Debt | AU | $564K | – | 0.03 |
| Westpac Banking Corp. | Long | Debt | AU | $244K | – | 0.01 |
| Whirlpool Corp. | Long | Debt | US | $4M | – | 0.21 |
| Wilton RE Ltd. | Long | Debt | CA | $6M | – | 0.31 |
| Wingstop Funding LLC | Long | ABS-other | US | $1M | – | 0.06 |
| Wingstop Funding LLC | Long | ABS-other | US | $226K | – | 0.01 |
| Wisconsin Alumni Research Foundation (WISCONSIN ALUM RESEARCH) | Long | Debt | US | $760K | – | 0.04 |
| Woodmont Trust | Long | ABS-other | US | $10M | – | 0.57 |
| Woodmont Trust | Long | ABS-other | US | $4M | – | 0.20 |
| Wyndham Hotels & Resorts, Inc. (WYNDHAM HOTELS & RESORTS INC) | Long | Loan | US | $5M | – | 0.27 |
| XPO, Inc. (XPO INC) | Long | Loan | US | $2M | – | 0.13 |
| Yale-New Haven Health Services Corp. (YALE-NEW HAVEN HLTH SRVC) | Long | Debt | US | $1M | – | 0.07 |
| Yamana Gold, Inc. (YAMANA GOLD INC) | Long | Debt | CA | $997K | – | 0.05 |
Address
Guggenheim Funds Trust
702 King Farm Blvd., Suite 200
Rockville
Maryland
20850
United States of America
Directors
Randall C. Barnes
Sandra G. Sponem
Ronald E. Toupin, Jr.
Angela Brock-Kyle
Thomas F. Lydon Jr.
Amy J. Lee
Ronald A. Nyberg
Transfer Agents
MUFG Investor Services (US), LLC
Pricing Services
Refinitiv US LLC
Bloomberg
ICE Data Services
Markit Ltd.
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
MUFG Investor Services (US), LLC
Admins
MUFG Investor Services (US), LLC
Brokers
Citigroup Global Markets Inc.
BLOOMBERG TRADEBOOK LLC
Morgan Stanley & Co. LLC
WILLIAM BLAIR
J.P. MORGAN SECURITIES LLC