Guggenheim > Guggenheim Funds Trust
Guggenheim Macro Opportunities Fund
$5.82B
Avg Monthly Net Assets
$6.98B
Total Assets
$89.22M
Total Liabilities
$6.89B
Net Assets
Guggenheim Macro Opportunities Fund is a Mutual Fund in Guggenheim Funds Trust
from Guggenheim,
based in Maryland,
United States of America.
The fund has five share classes
and monthly net assets of $5.82B.
On August 28th, 2024 it reported 886 holdings, the largest
being US TREASURY N/B (5.2%), Dreyfus Treasury Obligations C (2.1%) and TREASURY BILL (1.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000136521 | GIOAX | |
| Class C | C000136522 | GIOCX | |
| Class P | C000155969 | GIOPX | |
| Class R6 | C000152104 | GIOSX | |
| Institutional | C000136523 | GIOIX |
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 |
|---|---|---|---|---|---|---|
| 1011778 BC ULC / New Red Finance, Inc. (1011778 BC / NEW RED FIN) | Long | Debt | CA | $8M | – | 0.12 |
| 3-Month SOFR Futures Contracts (Chicago Mercantile Exchange) | Derivative-interest rate | US | $108K | – | 0.00 | |
| 3-Month SOFR Futures Contracts (Chicago Mercantile Exchange) | Derivative-interest rate | US | $41K | – | 0.00 | |
| 3-Month SOFR Futures Contracts (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-26K | – | -0.00 | |
| 6-Month/10-Year Interest Rate Swap (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $257K | – | 0.00 | |
| 6-Month/10-Year Interest Rate Swap (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-941K | – | -0.01 | |
| 6-Month/2-Year Interest Rate Swap (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $1M | – | 0.02 | |
| 6-Month/2-Year Interest Rate Swap (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-316K | – | -0.00 | |
| AASET 2024-1 (Apollo Aviation Securitization) | Long | ABS-other | US | $11M | – | 0.16 |
| AASET 2024-1 (Apollo Aviation Securitization) | Long | ABS-other | US | $4M | – | 0.05 |
| AASET Trust (AASET 2021-1 Trust) | Long | ABS-other | US | $14M | – | 0.21 |
| AASET Trust (Apollo Aviation Securitization) | Long | ABS-other | US | $4M | – | 0.06 |
| AASET Trust (AASET 2021-2 Trust) | Long | ABS-other | US | $3M | – | 0.04 |
| AASET Trust (Apollo Aviation Securitization) | Long | ABS-other | US | $2M | – | 0.03 |
| AASET Trust (AASET 2019-2 Trust) | Long | ABS-other | US | $2M | – | 0.03 |
| AASET Trust (AASET 2019-1 Trust) | Long | ABS-other | US | $2M | – | 0.03 |
| AASET US Ltd. (AASET 2018-2 Trust) | Long | ABS-other | US | $6M | – | 0.09 |
| ABPCI Direct Lending Fund CLO I LLC | Long | ABS-other | KY | $6M | – | 0.08 |
| Accident Fund Insurance Company of America (ACCIDENT FUND INS CO AM) | Long | Debt | US | $3M | – | 0.04 |
| Accuride Corp. (ARMOR PARENT CORP) | Long | Loan | US | $5M | – | 0.07 |
| ACE Securities Corporation Home Equity Loan Trust Series (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| ACI Worldwide, Inc. (ACI WORLDWIDE INC) | Long | Debt | US | $2M | – | 0.03 |
| ACRE Commercial Mortgage Ltd. (ACRE COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | KY | $7M | – | 0.10 |
| ACRES Commercial Realty Ltd. (Acres PLC) | Long | ABS-other | KY | $8M | – | 0.11 |
| ACRES Commercial Realty Ltd. (Acres PLC) | Long | ABS-other | KY | $7M | – | 0.10 |
| ACRES Commercial Realty Ltd. (Acres PLC) | Long | ABS-other | KY | $6M | – | 0.09 |
| ACRES Commercial Realty Ltd. (Acres PLC) | Long | ABS-other | KY | $3M | – | 0.05 |
| Acushnet Co. | Long | Debt | US | $2M | – | 0.02 |
| ADT Security Corp. (ADT SEC CORP) | Long | Debt | US | $5M | – | 0.07 |
| Aegion Corp. (CARTER INTERMEDIATE INC) | Long | Loan | US | $3M | – | 0.05 |
| AES Corp. (AES CORP/THE) | Long | Debt | US | $9M | – | 0.13 |
| Air Canada | Long | Debt | CA | $4M | – | 0.06 |
| Air Canada | Long | Debt | CA | $1M | – | 0.02 |
| Air Canada | Long | Loan | CA | $1M | – | 0.01 |
| Air Canada Class A Pass Through Trust (AIR CANADA 2020-2A PTT) | Long | Debt | CA | $2M | – | 0.03 |
| Albion Financing 3 SARL (ALBION JVCO LTD) | Long | Loan | LU | $2M | – | 0.04 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $15M | – | 0.22 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $7M | – | 0.11 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $5M | – | 0.07 |
| Alexander Funding Trust II (ALEXANDER FUND TRUST II) | Long | Debt | US | $8M | – | 0.12 |
| Alexander Mann (OMERS ADMINISTRATION CORP) | Long | Loan | GB | $16M | – | 0.23 |
| Algonquin Power & Utilities Corp. (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $12M | – | 0.18 |
| Aligned Data Centers Issuer LLC | Long | ABS-other | US | $4M | – | 0.07 |
| Alliance Bancorp Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $4M | – | 0.05 |
| Allwyn Entertainment Financing UK plc | Long | Debt | GB | $4M | – | 0.05 |
| Allwyn Entertainment Financing US LLC | Long | Loan | US | $2M | – | 0.03 |
| Alter Domus (CHRYSAOR AGGREGATOR LP) | Long | Loan | LU | $3M | – | 0.05 |
| Alter Domus (CHRYSAOR AGGREGATOR LP) | Short | Loan | LU | $0 | – | – |
| Alternative Loan Trust (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Alterra Mountain Co. (HAWK HOLDING COMPANY LLC) | Long | Loan | US | $1M | – | 0.02 |
| Altice France S.A. (ALTICE FRANCE SA) | Long | Debt | FR | $9M | – | 0.13 |
| Altice France S.A. (ALTICE FRANCE SA) | Long | Debt | FR | $8M | – | 0.11 |
| Altria Group, Inc. (ALTRIA GROUP INC) | Long | Debt | US | $1M | – | 0.02 |
| AMC Networks, Inc. (AMC NETWORKS INC) | Long | Debt | US | $7M | – | 0.10 |
| AMC Networks, Inc. (AMC NETWORKS INC) | Long | Debt | US | $2M | – | 0.03 |
| American Airlines Class AA Pass Through Trust (AMER AIRLINE 16-1 AA PTT) | Long | Debt | US | $2M | – | 0.03 |
| American Airlines Class AA Pass Through Trust (AMER AIRLINE 17-2 AA PTT) | Long | Debt | US | $995K | – | 0.01 |
| American Airlines Class AA Pass Through Trust (AMER AIRLINE 17-1 AA PTT) | Long | Debt | US | $927K | – | 0.01 |
| American Airlines Class AA Pass Through Trust (AMER AIRLINE 19-1AA PTT) | Long | Debt | US | $837K | – | 0.01 |
| American Home Mortgage Assets Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| American Home Mortgage Assets Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| American Home Mortgage Assets Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| American National Group, Inc. | Long | Debt | US | $5M | – | 0.07 |
| AmeriGas Partners Limited Partnership / AmeriGas Finance Corp. (AMERIGAS PART/FIN CORP) | Long | Debt | US | $17M | – | 0.24 |
| Ameriquest Mortgage Securities Trust (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $10M | – | 0.15 |
| Ameriquest Mortgage Securities Trust (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $9M | – | 0.13 |
| Ameriquest Mortgage Securities Trust (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| AmeriTex HoldCo Intermediate LLC | Long | Debt | US | $3M | – | 0.04 |
| AMMC CLO XI Ltd. (American Money Management Corp) | Long | ABS-other | KY | $874K | – | 0.01 |
| AMN Healthcare, Inc. (AMN HEALTHCARE INC) | Long | Debt | US | $495K | – | 0.01 |
| Anchor Packaging LLC | Long | Loan | US | $5M | – | 0.07 |
| Anchorage Credit Funding 4 Ltd. (Anchorage Credit Funding Ltd.) | Long | ABS-other | KY | $4M | – | 0.05 |
| AP Grange Holdings (AP GRANGE HOLDINGS LLC) | Long | Debt | KY | $44M | – | 0.63 |
| AP Grange Holdings (AP GRANGE HOLDINGS LLC) | Long | Debt | KY | $5M | – | 0.07 |
| API Heat Transfer Intermediate (API HEAT TRANSFER PARENT LLC) | Long | Equity-common | US | $1M | 743 | 0.02 |
| API Heat Transfer Thermasys Corp. | Long | Loan | US | $487K | – | 0.01 |
| API Heat Transfer Thermasys Corp. | Long | Loan | US | $283K | – | 0.00 |
| Apleona Holding GmbH (PANALEO SARL) | Long | Loan | DE | $3M | – | 0.05 |
| Applebee's Funding LLC / IHOP Funding LLC (Applebees/IHOP Funding LLC) | Long | ABS-other | US | $9M | – | 0.14 |
| Apro LLC | Long | Loan | US | $6M | – | 0.09 |
| AqGen Island Holdings, Inc. (MERCURY BORROWER INC) | Long | Loan | US | $9M | – | 0.13 |
| Aramark Services, Inc. (ARAMARK SERVICES INC) | Long | Debt | US | $309K | – | 0.00 |
| Arcline FM Holdings LLC | Long | Loan | US | $9M | – | 0.14 |
| Arcosa, Inc. (ARCOSA INC) | Long | Debt | US | $9M | – | 0.13 |
| Ardonagh Midco 3 plc (TARA TOPCO LTD) | Long | Loan | GB | $5M | – | 0.07 |
| Ardonagh Midco 3 plc | Short | Loan | US | $-7K | – | -0.00 |
| Ares Direct Lending CLO 1 LLC (Ares Direct Lending CLO LLC) | Long | ABS-other | US | $3M | – | 0.04 |
| Aretec Group, Inc. (GC TWO HOLDINGS INC) | Long | Loan | US | $12M | – | 0.18 |
| Argent Securities Trust (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Arsenal AIC Parent LLC | Long | Debt | US | $4M | – | 0.06 |
| Arsenal AIC Parent LLC | Long | Loan | US | $3M | – | 0.05 |
| Artera Services LLC | Long | Debt | US | $5M | – | 0.07 |
| Artera Services LLC | Long | Loan | US | $3M | – | 0.05 |
| Asbury Automotive Group, Inc. | Long | Debt | US | $4M | – | 0.06 |
| Assetmark Financial Holdings, Inc. (JIANGSU PROVINCE OF) | Long | Loan | US | $2M | – | 0.03 |
| Assurant, Inc. (ASSURANT INC) | Long | Equity-preferred | US | $138K | 7K | 0.00 |
| Aston FinCo SARL (ASTON TOPCO LTD) | Long | Loan | LU | $15M | – | 0.21 |
| Asurion LLC (LONESTAR INTERMEDIATE SUPER HOLDINGS LLC) | Long | Loan | US | $3M | – | 0.04 |
| AT&T Mobility II LLC | Long | Equity-preferred | US | $27M | 27K | 0.39 |
| ATD New Holdings, Inc. (ATD New Holdings Inc) | Long | Equity-common | US | $663K | 42K | 0.01 |
| Atkore, Inc. (ATKORE INC) | Long | Debt | US | $6M | – | 0.09 |
| Atlantica Sustainable Infrastructure plc (ATLANTICA SUSTAIN INFRA) | Long | Debt | GB | $2M | – | 0.02 |
| Atlas CC Acquisition Corp. | Long | Loan | US | $2M | – | 0.03 |
| Atlas CC Acquisition Corp. | Long | Loan | US | $373K | – | 0.01 |
| Atlas Mara Ltd. | Long | Debt | VG | $1.18 | – | 0.00 |
| Atlas Senior Loan Fund IX Ltd. (Atlas Senior Loan Fund LTD) | Long | ABS-other | KY | $78K | – | 0.00 |
| Avalara, Inc. (AVALARA INC) | Long | Loan | US | $16M | – | 0.23 |
| Avalara, Inc. | Short | Loan | US | $-16K | – | -0.00 |
| AZ Battery Property LLC | Long | Debt | US | $12M | – | 0.17 |
| Azalea TopCo (AZALEA TOPCO INC) | Long | Loan | US | $3M | – | 0.05 |
| Babson CLO Ltd. | Long | ABS-other | KY | $356K | – | 0.01 |
| Ball Corp. | Long | Debt | US | $3M | – | 0.05 |
| BANGL LLC (MARATHON PETROLEUM CORP) | Long | Loan | US | $14M | – | 0.20 |
| Bank of America Corp. | Long | Equity-preferred | US | $13M | 14M | 0.19 |
| Bank of Montreal (Bank of Montreal Chicago Branch) | Long | Repurchase agreement | CA | $19M | – | 0.28 |
| Bank of New York Mellon Corp. (BANK OF NY MELLON CORP) | Long | Equity-preferred | US | $19M | 21M | 0.28 |
| Bank of Nova Scotia | Long | Debt | CA | $5M | – | 0.07 |
| Basic Energy Services, Inc. (BASIC ENERGY SERVICES INC) | Long | Debt | US | $7K | – | 0.00 |
| Bausch Health Companies, Inc. (BAUSCH HEALTH COS INC) | Long | Debt | CA | $12M | – | 0.17 |
| BCC Middle Market CLO LLC | Long | ABS-other | KY | $9M | – | 0.13 |
| BCP V Modular Services Finance II plc (BCP V MODULAR SERVICES FINANCE PLC) | Long | Debt | GB | $7M | – | 0.10 |
| BCP V Modular Services Holdings IV Ltd. (BCP V MODULAR SERVICES FINANCE PLC) | Long | Loan | GB | $7M | – | 0.10 |
| BDS Ltd. | Long | ABS-other | KY | $3M | – | 0.04 |
| Beacon Roofing Supply, Inc. (BEACON ROOFING SUPPLY IN) | Long | Debt | US | $4M | – | 0.05 |
| Beacon Roofing Supply, Inc. (BEACON ROOFING SUPPLY IN) | Long | Debt | US | $4M | – | 0.05 |
| Bib Merchant Voucher Receivables Ltd. | Long | ABS-other | US | $10M | – | 0.14 |
| Bip PipeCo Holdings LLC | Long | Loan | US | $3M | – | 0.04 |
| Blackhawk Network Holdings, Inc. (BHN HOLDINGS INC) | Long | Loan | US | $4M | – | 0.06 |
| Block, Inc. (BLOCK INC) | Long | Debt | US | $20M | – | 0.29 |
| Blue Owl Capital GP LLC (BLUE OWL GP STAKES V ISSUER) | Long | Debt | US | $3M | – | 0.04 |
| Blue Owl Capital GP LLC (BLUE OWL GP STAKES V ISSUER) | Long | Debt | US | $3M | – | 0.04 |
| Blue Ribbon LLC (BLUE RIBBON LLC (USA)) | Long | Loan | US | $12M | – | 0.17 |
| Blue Stream Issuer LLC (Blue Stream Issuer, LLC) | Long | ABS-other | US | $3M | – | 0.05 |
| BNP Paribas (BNP PARIBAS SECURITIES CORP.) | Long | Repurchase agreement | FR | $55M | – | 0.79 |
| BNPP IP CLO Ltd. | Long | ABS-other | KY | $2M | – | 0.03 |
| Boeing Co. | Long | Debt | US | $3M | – | 0.05 |
| BofA Securities, Inc. | Long | Repurchase agreement | US | $61M | – | 0.88 |
| Boluda Towage S.L. (BOLUDA CORPORACION MARITIMA SL) | Long | Loan | ES | $8M | – | 0.11 |
| Boost Newco Borrower LLC | Long | Debt | US | $5M | – | 0.08 |
| Booz Allen Hamilton, Inc. (BOOZ ALLEN HAMILTON INC) | Long | Debt | US | $11M | – | 0.16 |
| Boxer Parent Co, Inc. (BOXER PARENT CO INC) | Long | Debt | US | $9M | – | 0.13 |
| Boxer Parent Company, Inc. (BOXER PARENT CO INC) | Long | Debt | US | $6M | – | 0.09 |
| Boyne USA, Inc. (BOYNE USA INC) | Long | Debt | US | $5M | – | 0.07 |
| BP Capital Markets plc | Long | Debt | US | $37M | – | 0.54 |
| BP Holdco LLC | Long | Equity-common | US | $46K | 38K | 0.00 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $23M | – | 0.34 |
| British Airways Class A Pass Through Trust (BRITISH AIR 20-1 A PPT) | Long | Debt | US | $7M | – | 0.10 |
| British Telecommunications plc | Long | Debt | GB | $25M | – | 0.37 |
| British Telecommunications plc | Long | Debt | GB | $5M | – | 0.07 |
| Brown Group Holding LLC (SIGNATURE AVIATION US HOLDCO LP) | Long | Loan | US | $1M | – | 0.02 |
| Brown Group Holding LLC (SIGNATURE AVIATION US HOLDCO LP) | Long | Loan | US | $1M | – | 0.02 |
| Brundage-Bone Concrete Pumping Holdings, Inc. | Long | Debt | US | $519K | – | 0.01 |
| BSPDF Issuer Ltd. (BSPDF 2021-FL1 Issuer Ltd) | Long | ABS-other | KY | $18M | – | 0.27 |
| BSPRT Issuer Ltd. (BSPRT Issuer, Ltd.) | Long | ABS-other | KY | $17M | – | 0.24 |
| BSPRT Issuer Ltd. (BSPRT Issuer, Ltd.) | Long | ABS-other | KY | $2M | – | 0.02 |
| Buckeye Partners, LP (BUCKEYE PARTNERS LP) | Long | Debt | US | $8M | – | 0.12 |
| Buckeye Partners, LP (BUCKEYE PARTNERS LP) | Long | Debt | US | $4M | – | 0.06 |
| Builders FirstSource, Inc. (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $801K | – | 0.01 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $20M | – | 0.30 |
| BX Trust | Long | ABS-mortgage backed security | US | $21M | – | 0.30 |
| BX Trust | Long | ABS-mortgage backed security | US | $11M | – | 0.16 |
| BXMT Ltd. | Long | ABS-other | KY | $14M | – | 0.20 |
| BXMT Ltd. | Long | ABS-other | KY | $6M | – | 0.09 |
| BXMT Ltd. | Long | ABS-other | KY | $6M | – | 0.09 |
| CAB SELAS | Long | Debt | FR | $4M | – | 0.06 |
| Cable One, Inc. (CABLE ONE INC) | Long | Debt | US | $9M | – | 0.14 |
| Cable One, Inc. (CABLE ONE INC) | Long | Debt | US | $5M | – | 0.07 |
| Caesars Entertainment, Inc. (CAESARS ENTERTAINMENT INC) | Long | Loan | US | $9M | – | 0.14 |
| Caesars Entertainment, Inc. (CAESARS ENTERTAIN INC) | Long | Debt | US | $402K | – | 0.01 |
| Capmark Military Housing Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| CapStone Acquisition Holdings, Inc. (CAPSTONE ACQUISITION HOLDINGS INC) | Long | Loan | US | $12M | – | 0.17 |
| CapStone Acquisition Holdings, Inc. (CAPSTONE ACQUISITION HOLDINGS INC) | Long | Loan | US | $676K | – | 0.01 |
| Capstone Borrower, Inc. (CAPSTONE BORROWER INC) | Long | Debt | US | $4M | – | 0.05 |
| Capstone Borrower, Inc. (CAPSTONE BORROWER INC) | Long | Loan | US | $329K | – | 0.00 |
| Care BidCo (CARE BIDCO SAS) | Short | Loan | FR | $-505K | – | -0.01 |
| Carlyle Direct Lending CLO LLC (CARLYLE GMS FINANCE MM CLO LLC) | Long | ABS-other | US | $14M | – | 0.21 |
| Carlyle Global Market Strategies CLO Ltd. | Long | ABS-other | KY | $2M | – | 0.03 |
| Carlyle Global Market Strategies CLO Ltd. (CARLYLE GLOBAL MARKET STRATEGIES CGMS_13-3A) | Long | ABS-other | US | $178K | – | 0.00 |
| Carpenter Technology Corp. | Long | Debt | US | $8M | – | 0.12 |
| Carriage Services, Inc. (CARRIAGE SERVICES INC) | Long | Debt | US | $4M | – | 0.06 |
| CARS-DB4, LP (Capital Automotive Reit) | Long | ABS-other | US | $24M | – | 0.35 |
| CARS-DB7, LP (Capital Automotive Reit) | Long | ABS-other | US | $11M | – | 0.16 |
| Casper Bidco SAS (B&B Hotels) (CASPER TOPCO SAS) | Long | Loan | FR | $11M | – | 0.16 |
| Castlelake Aircraft Securitization Trust | Long | ABS-other | US | $5M | – | 0.07 |
| Castlelake Aircraft Securitization Trust (Castlelake Aircraft Structured) | Long | ABS-other | US | $4M | – | 0.06 |
| Castlelake Aircraft Structured Trust (Castlelake Aircraft Securitiza) | Long | ABS-other | US | $890K | – | 0.01 |
| Catalent Pharma Solutions, Inc. | Long | Debt | US | $3M | – | 0.04 |
| CBS Studio Center (CML - CBS STUDIOS) | Long | Debt | US | $22M | – | 0.32 |
| CCO Holdings LLC / CCO Holdings Capital Corp. (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $11M | – | 0.16 |
| CD&R Smokey Buyer, Inc. (CD&R SMOKEY BUYER INC) | Long | Debt | US | $7M | – | 0.10 |
| Ceamer Finance LLC (CITADEL ENTERPRISE AMERICAS LLC) | Long | ABS-other | US | $10M | – | 0.14 |
| Ceamer Finance LLC (CITADEL ENTERPRISE AMERICAS LLC) | Long | ABS-other | US | $4M | – | 0.06 |
| Cengage Learning Holdings II, Inc. (Cengage Learning Holdings II I) | Long | Equity-common | US | $366K | 22K | 0.01 |
| Cengage Learning, Inc. (CENGAGE LEARNING HOLDINGS II INC) | Long | Loan | US | $5M | – | 0.08 |
| Central Garden & Pet Co. | Long | Debt | US | $5M | – | 0.07 |
| Central Parent LLC (CENTRAL HOLDCO LLC) | Long | Loan | US | $1M | – | 0.02 |
| Central Parent LLC / CDK Global II LLC / CDK Financing Company, Inc. (CNT PRNT/CDK GLO II/FIN) | Long | Debt | US | $3M | – | 0.04 |
| Cerberus Loan Funding XL LLC | Long | ABS-other | US | $13M | – | 0.19 |
| Cerberus Loan Funding XLII LLC | Long | ABS-other | US | $22M | – | 0.31 |
| Cerberus Loan Funding XLIV LLC | Long | ABS-other | US | $23M | – | 0.33 |
| Cerberus Loan Funding XLV LLC | Long | ABS-other | US | $17M | – | 0.25 |
| Cerberus Loan Funding XLVI, LP | Long | ABS-other | US | $8M | – | 0.12 |
| Cerberus Loan Funding XLVI, LP | Long | ABS-other | US | $1000K | – | 0.01 |
| Cerberus Loan Funding XLVII LLC | Long | ABS-other | US | $20M | – | 0.29 |
| Cerberus Loan Funding XLVII LLC | Long | ABS-other | US | $4M | – | 0.06 |
| Cerberus Loan Funding XXXIII, LP | Long | ABS-other | KY | $6M | – | 0.09 |
| Cerberus Loan Funding XXXV, LP | Long | ABS-other | KY | $5M | – | 0.07 |
| Cervantes Bidco S.L.U. (CERVANTES BIDCO SLU) | Long | Loan | ES | $3M | – | 0.04 |
| CFMT LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.11 |
| Champions Financing, Inc. (CHAMPIONS FINANCING INC) | Long | Debt | US | $256K | – | 0.00 |
| Charles Schwab Corp. | Long | Equity-preferred | US | $16M | 19M | 0.23 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.03 |
| Checkers Holdings, Inc. (CHECKERS HOLDINGS INC) | Long | Loan | US | $1M | – | 0.02 |
| Checkers Holdings, Inc. (CHECKERS HOLDINGS INC) | Long | Equity-common | US | $631K | 159K | 0.01 |
| Checkers Holdings, Inc. (CHECKERS HOLDINGS INC) | Long | Loan | US | $179K | – | 0.00 |
| Checkers Holdings, Inc. (CHECKERS HOLDINGS INC) | Short | Loan | US | $0 | – | – |
| Cheniere Energy Partners, LP | Long | Debt | US | $16M | – | 0.24 |
| Cheplapharm Arzneimittel GmbH | Long | Debt | DE | $7M | – | 0.11 |
| CHEST (CHESTERFIELD FINANCIAL HOLDING CHEST_23-1) | Long | ABS-other | US | $6M | – | 0.08 |
| Chrome Bidco (UK TOPCO) | Long | Debt | FR | $4M | – | 0.06 |
| CIFC Funding Ltd. | Long | ABS-other | KY | $8M | – | 0.12 |
| Citigroup Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Citigroup Mortgage Loan Trust, Inc. | Long | ABS-mortgage backed security | US | $8M | – | 0.11 |
| Citigroup, Inc. (CITIGROUP INC) | Long | Equity-preferred | US | $29M | 31M | 0.42 |
| Citigroup, Inc. (CITIGROUP INC) | Long | Equity-preferred | US | $13M | 13M | 0.18 |
| Citigroup, Inc. (CITIGROUP INC) | Long | Equity-preferred | US | $1M | 1M | 0.02 |
| Clarios Global Limited Partnership / Clarios US Finance Co. (CLARIOS GLOBAL LP/US FIN) | Long | Debt | US | $8M | – | 0.12 |
| Clarios Global, LP (CLARIOS INTERNATIONAL INC) | Long | Loan | CA | $5M | – | 0.07 |
| Clarios Global, LP (CLARIOS GLOBAL LP) | Long | Debt | US | $2M | – | 0.04 |
| Clarios Global, LP (CLARIOS INTERNATIONAL INC) | Long | Loan | CA | $1M | – | 0.02 |
| Clearway Energy Operating LLC (CLEARWAY ENERGY OP LLC) | Long | Debt | US | $8M | – | 0.12 |
| Cloud Software Group, Inc. (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $5M | – | 0.07 |
| Cloud Software Group, Inc. (PICARD HOLDCO INC) | Long | Loan | US | $991K | – | 0.01 |
| CNO Financial Group, Inc. (CNO FINANCIAL GROUP INC) | Long | Equity-preferred | US | $6M | 324K | 0.09 |
| CNO Financial Group, Inc. (CNO FINANCIAL GROUP INC) | Long | Debt | US | $5M | – | 0.08 |
| CoBank ACB | Long | Equity-preferred | US | $17M | 20M | 0.25 |
| Cogent Communications Group Incorporated / Cogent Communications Finance Inc (COGENT COMMS GRP / FIN) | Long | Debt | US | $8M | – | 0.12 |
| Cogent Communications Group, Inc. | Long | Debt | US | $7M | – | 0.10 |
| Concentra Escrow Issuer Corp. | Long | Debt | US | $1M | – | 0.02 |
| Concorde Lux | Long | Loan | LU | $9M | – | 0.13 |
| Concorde Lux | Long | Loan | LU | $2M | – | 0.03 |
| Congruex Group LLC | Long | Loan | US | $2M | – | 0.03 |
| Copper River CLO Ltd. | Long | ABS-other | KY | $815 | – | 0.00 |
| Corebridge Financial, Inc. (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $16M | – | 0.23 |
| CPI CG, Inc. (CPI CG INC) | Long | Debt | US | $5M | – | 0.07 |
| CQP Holdco Limited Partnership / BIP-V Chinook Holdco LLC (CQP HOLDCO LP/BIP-V CHIN) | Long | Debt | US | $7M | – | 0.10 |
| Crash Champions Inc. (CHAMPIONS FINANCING INC) | Long | Loan | US | $12M | – | 0.17 |
| CSC Holdings LLC | Long | Debt | US | $13M | – | 0.19 |
| CSC Holdings LLC | Long | Debt | US | $989K | – | 0.01 |
| CSMC Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| CURRENCY CONTRACT - Rec EUR / Deliver USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| CURRENCY CONTRACT - Rec USD / Deliver CAD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| CURRENCY CONTRACT - Rec USD / Deliver EUR (Barclays Bank plc) | Derivative-foreign exchange | US | $625K | – | 0.01 | |
| CURRENCY CONTRACT - Rec USD / Deliver EUR (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| CURRENCY CONTRACT - Rec USD / Deliver EUR (Barclays Bank plc) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| CURRENCY CONTRACT - Rec USD / Deliver GBP (Goldman Sachs International) | Derivative-foreign exchange | US | $559K | – | 0.01 | |
| Cushman & Wakefield US Borrower LLC | Long | Debt | US | $5M | – | 0.08 |
| CVR Energy, Inc. (CVR ENERGY INC) | Long | Debt | US | $16M | – | 0.23 |
| Da Vinci Purchaser Corp. (WCG INTERMEDIATE CORP) | Long | Loan | US | $4M | – | 0.06 |
| Darling Ingredients, Inc. (DARLING INGREDIENTS INC) | Long | Debt | US | $2M | – | 0.03 |
| Datix Bidco Ltd. (DATIX BIDCO LIMITED) | Long | Loan | GB | $15M | – | 0.22 |
| Datix Bidco Ltd. (DATIX BIDCO LIMITED) | Long | Loan | US | $3M | – | 0.05 |
| Datix Bidco Ltd. (DATIX BIDCO LIMITED) | Short | Loan | US | $-0.04 | – | -0.00 |
| DaVita, Inc. (DAVITA INC) | Long | Debt | US | $8M | – | 0.11 |
| DaVita, Inc. (DAVITA INC) | Long | Debt | US | $4M | – | 0.06 |
| Dealer Tire LLC | Long | Loan | US | $2M | – | 0.03 |
| Delta Air Lines, Inc. (DELTA AIR LINES INC) | Long | Debt | US | $11M | – | 0.15 |
| Deuce FinCo plc | Long | Debt | GB | $6M | – | 0.09 |
| Diamond CLO Ltd. (Diamond CLO 2019-1 LLC) | Long | ABS-other | KY | $0.05 | – | 0.00 |
| Dispatch Terra Acquisition LLC | Long | Loan | US | $9M | – | 0.12 |
| DPL, Inc. (DPL INC) | Long | Debt | US | $2M | – | 0.03 |
| Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares | Long | Short-term investment vehicle | US | $145M | 145M | 2.11 |
| Drive Bidco BV | Long | Loan | NL | $9M | – | 0.14 |
| Dryden 37 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-other | KY | $7M | – | 0.10 |
| Dryden 41 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-other | KY | $534K | – | 0.01 |
| Dryden 50 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-other | KY | $2M | – | 0.02 |
| Dryden Senior Loan Fund (DRYDEN SENIOR LOAN FUND DRSLF_15-37A) | Long | ABS-other | KY | $56K | – | 0.00 |
| DS Admiral Bidco LLC | Long | Loan | US | $16M | – | 0.23 |
| DT Midstream, Inc. (DT MIDSTREAM INC) | Long | Debt | US | $5M | – | 0.07 |
| Duff & Phelps (DELTA PARENT HOLDINGS INC) | Long | Loan | US | $4M | – | 0.07 |
| DXP Enterprises, Inc. (DXP ENTERPRISES INC) | Long | Loan | US | $6M | – | 0.09 |
| Dyal Capital Partners IV (DYAL CAPITAL PARTNERS IV LP) | Long | Debt | US | $6M | – | 0.09 |
| Dyal Capital Partners IV (DYAL CAPITAL PARTNERS IV LP) | Long | Debt | US | $3M | – | 0.05 |
| Dye & Durham Ltd. (DYE & DURHAM LIMITED) | Long | Debt | CA | $7M | – | 0.11 |
| EG Finco Ltd. (OPTIMA BIDCO JERSEY LTD) | Long | Loan | GB | $699K | – | 0.01 |
| Eisner Advisory Group | Long | Loan | US | $16M | – | 0.24 |
| EMRLD Borrower, LP (EMERSON CLIMATE TECHNOLOGIES INC) | Long | Loan | US | $1M | – | 0.02 |
| Encore Capital Group, Inc. (ENCORE CAPITAL GROUP INC) | Long | Debt | US | $12M | – | 0.18 |
| Encore Capital Group, Inc. (ENCORE CAPITAL GROUP INC) | Long | Debt | US | $5M | – | 0.07 |
| Endo Finance Holdings, Inc. (ENDO INC (DELAWARE)) | Long | Loan | US | $2M | – | 0.02 |
| Endo Luxembourg Finance Co I SARL / Endo US, Inc. (AQUILA FDG LLC FDG_24-1) | Long | ABS-other | US | $17M | – | 0.25 |
| Endo Luxembourg Finance Co I SARL / Endo US, Inc. (TENSOR LTD) | Long | Equity-common | US | $34K | 4M | 0.00 |
| Endo Luxembourg Finance Co I SARL / Endo US, Inc. (TENSOR LTD) | Long | Equity-common | US | $14K | 2M | 0.00 |
| Endo, Inc. (Endo Inc) | Long | Equity-common | US | $4M | 144K | 0.06 |
| Endo, Inc. (Endo Inc) | Long | Equity-common | US | $75K | 3K | 0.00 |
| Enpro, Inc. (ENPRO INC) | Long | Debt | US | $2M | – | 0.04 |
| Entain Holdings (Gibraltar) Ltd. (ENTAIN PLC) | Long | Loan | GI | $6M | – | 0.08 |
| Enviri Corp. | Long | Debt | US | $4M | – | 0.06 |
| Equitable Holdings, Inc. (EQUITABLE HOLDINGS INC) | Long | Equity-preferred | US | $24M | 25M | 0.35 |
| Eyecare Partners LLC (BILLIKEN BUYER INC) | Long | Loan | US | $5M | – | 0.08 |
| Eyecare Partners LLC (BILLIKEN BUYER INC) | Long | Loan | US | $2M | – | 0.03 |
| Fair Isaac Corp. | Long | Debt | US | $1M | – | 0.02 |
| Falcon Aerospace Ltd. | Long | ABS-other | US | $6M | – | 0.08 |
| Falcon Aerospace Ltd. | Long | ABS-other | KY | $3M | – | 0.05 |
| Falcon Aerospace Ltd. | Long | ABS-other | US | $1M | – | 0.02 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $105M | – | 1.53 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $33M | – | 0.48 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $21M | – | 0.31 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $8M | – | 0.11 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| Farmer Mac | Long | Equity-preferred | US | $8M | 355K | 0.12 |
| FCG Acquisitions, Inc (FCG ACQUISITIONS INC) | Long | Loan | US | $3M | – | 0.05 |
| Federated Hermes U.S. Treasury Cash Reserves Fund - Institutional Shares (Federated Hermes US Treasury C) | Long | Short-term investment vehicle | US | $4M | 4M | 0.06 |
| Ferrellgas Limited Partnership / Ferrellgas Finance Corp. (FERRELLGAS LP/FERRELLGAS) | Long | Debt | US | $16M | – | 0.24 |
| Fertitta Entertainment LLC | Long | Loan | US | $13M | – | 0.18 |
| Finance of America HECM Buyout | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Finastra (FINASTRA SUBCO LTD) | Long | Loan | US | $8M | – | 0.11 |
| Finastra USA, Inc. (FINASTRA SUBCO LTD) | Long | Loan | US | $114K | – | 0.00 |
| Finastra USA, Inc. (FINASTRA SUBCO LTD) | Short | Loan | US | $-90K | – | -0.00 |
| First American Financial Corp. | Long | Debt | US | $11M | – | 0.15 |
| First Brands Group LLC | Long | Loan | US | $9M | – | 0.13 |
| First Brands Group LLC | Long | Loan | US | $7M | – | 0.11 |
| First Franklin Mortgage Loan Trust (First Franklin Mtg Loan Asset) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| First NLC Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| First NLC Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| First Republic Bank | Long | Equity-preferred | US | $16K | 804K | 0.00 |
| First Republic Bank | Long | Equity-preferred | US | $5K | 238K | 0.00 |
| FirstDigital Communications LLC | Long | Loan | US | $10M | – | 0.15 |
| FirstKey Homes Trust | Long | ABS-other | US | $13M | – | 0.19 |
| FirstKey Homes Trust | Long | ABS-other | US | $13M | – | 0.18 |
| FirstKey Homes Trust | Long | ABS-other | US | $8M | – | 0.12 |
| Florida Food Products LLC (ARDIAN FRANCE SA) | Long | Loan | US | $8M | – | 0.11 |
| Flowserve Corp. (FLOWSERVE CORPORATION) | Long | Debt | US | $9M | – | 0.13 |
| Fontainbleau Vegas (FONTAINEBLEAU LAS VEGAS) | Long | ABS-other | US | $26M | – | 0.38 |
| Fortress Credit BSL XV Ltd. (Fortress Credit BSL Limited) | Long | ABS-other | JE | $11M | – | 0.16 |
| Fortress Credit Opportunities IX CLO Ltd. | Long | ABS-other | KY | $35M | – | 0.51 |
| Fortress Credit Opportunities IX CLO Ltd. | Long | ABS-other | KY | $8M | – | 0.11 |
| Fortress Credit Opportunities IX CLO Ltd. | Long | ABS-other | KY | $3M | – | 0.04 |
| Foundation Building Materials Holding Company LLC | Long | Loan | US | $8M | – | 0.12 |
| FR Refuel LLC | Long | Loan | US | $20M | – | 0.30 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $54M | – | 0.78 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $27M | – | 0.40 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $24M | – | 0.35 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $21M | – | 0.30 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $18M | – | 0.27 |
| Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | Long | ABS-mortgage backed security | US | $8M | – | 0.12 |
| Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| FS KKR Capital Corp. | Long | Debt | US | $19M | – | 0.28 |
| FS Rialto (FS Rialto Issuer Ltd) | Long | ABS-other | KY | $35M | – | 0.50 |
| FS Rialto (FS Rialto Issuer Ltd) | Long | ABS-other | US | $8M | – | 0.12 |
| FS Rialto Issuer LLC (FS Rialto Issuer Ltd) | Long | ABS-other | US | $7M | – | 0.10 |
| Fugue Finance LLC (BACH FINANCE LTD) | Long | Loan | US | $8M | – | 0.12 |
| GAIA Aviation Ltd. (TLWND 2019-1) | Long | ABS-other | KY | $10M | – | 0.14 |
| GAIA Aviation Ltd. (TLWND 2019-1) | Long | ABS-other | KY | $4M | – | 0.06 |
| Gates Corp. (GATES CORPORATION) | Long | Debt | US | $2M | – | 0.04 |
| GCAT Trust | Long | ABS-mortgage backed security | US | $8M | – | 0.12 |
| GCAT Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Geo Parent Corp. | Long | Loan | US | $6M | – | 0.09 |
| Gibson Brands, Inc. (GIBSON BRANDS INC) | Long | Loan | US | $8M | – | 0.11 |
| Ginkgo Bioworks Holdings, Inc. (GINKGO BIOWORKS HOLDINGS INC) | Derivative-equity | US | $4K | 128K | 0.00 | |
| Global Atlantic Finance Co. | Long | Debt | US | $11M | – | 0.15 |
| Global Atlantic Finance Co. (GLOBAL ATLANTIC FIN CO) | Long | Debt | US | $3M | – | 0.04 |
| Global Atlantic Finance Co. (GLOBAL ATLANTIC FIN CO) | Long | Debt | US | $2M | – | 0.03 |
| Global Partners Limited Partnership / GLP Finance Corp. (GLOBAL PART/GLP FINANCE) | Long | Debt | US | $8M | – | 0.11 |
| Global Partners Limited Partnership / GLP Finance Corp. (GLOBAL PART/GLP FINANCE) | Long | Debt | US | $2M | – | 0.03 |
| Global Partners Limited Partnership / GLP Finance Corp. (GLOBAL PART/GLP FINANCE) | Long | Debt | US | $2M | – | 0.03 |
| GLP Capital Limited Partnership / GLP Financing II, Inc. (GLP CAPITAL LP / FIN II) | Long | Debt | US | $20M | – | 0.29 |
| GLP Capital Limited Partnership / GLP Financing II, Inc. (GLP CAPITAL LP / FIN II) | Long | Debt | US | $7M | – | 0.10 |
| Gold 100 oz. Futures Contracts (Commodity Exchange, Inc.) | Derivative-commodity | US | $-1M | – | -0.02 | |
| Goldentree Loan Management US CLO 4 Ltd. | Long | ABS-other | KY | $2M | – | 0.03 |
| GoldentTree Loan Management US CLO 1 Ltd. (GoldenTree Loan Management US) | Long | ABS-other | KY | $14M | – | 0.20 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Equity-preferred | US | $19M | 21M | 0.28 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Equity-preferred | US | $11M | 11M | 0.16 |
| Goldman Sachs Swaption Forward Volatility Index (Goldman Sachs International) | Derivative-interest rate | US | $1M | – | 0.02 | |
| Golub Capital Partners CLO 16 Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $9M | – | 0.13 |
| Golub Capital Partners CLO 49M Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $18M | – | 0.26 |
| Golub Capital Partners CLO Ltd. | Long | ABS-other | KY | $20M | – | 0.29 |
| GrafTech Finance, Inc. (GRAFTECH FINANCE INC) | Long | Debt | US | $6M | – | 0.09 |
| GrafTech Global Enterprises, Inc. | Long | Debt | US | $5M | – | 0.07 |
| Graham Holdings Co. | Long | Debt | US | $2M | – | 0.03 |
| Grant Thornton Advisors LLC (TURBO PARENT PARTNERSHIP LP) | Long | Loan | US | $6M | – | 0.08 |
| Great Lakes CLO Ltd. | Long | ABS-other | KY | $567K | – | 0.01 |
| Great Lakes Dredge & Dock Corp. (GREAT LAKES DREDGE&DOCK) | Long | Debt | US | $15M | – | 0.22 |
| GreenPoint Mortgage Funding Trust | Long | ABS-mortgage backed security | US | $1.29 | – | 0.00 |
| GS Mortgage Securities Corporation Trust (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.11 |
| GS Mortgage Securities Corporation Trust (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| GS Mortgage Securities Corporation Trust (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| GSAA Home Equity Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| GSAA Home Equity Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GSAA Home Equity Trust | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| GSAMP Trust | Long | ABS-mortgage backed security | US | $9M | – | 0.13 |
| Guggenheim Alpha Opportunity Fund - Institutional Class (Security Investors LLC) | Long | Equity-common | US | $32M | 1M | 0.46 |
| Guggenheim Limited Duration Fund - Class R6 (Guggenheim Partners Investment Management LLC) | Long | Equity-common | US | $130M | 5M | 1.88 |
| Guggenheim Risk Managed Real Estate Fund - Institutional Class (Security Investors LLC) | Long | Equity-common | US | $34M | 1M | 0.49 |
| Guggenheim Strategy Fund II (Guggenheim Partners Investment Management LLC) | Long | Equity-common | US | $20M | 822K | 0.29 |
| Guggenheim Strategy Fund III (Guggenheim Partners Investment Management LLC) | Long | Equity-common | US | $35M | 1M | 0.51 |
| Guggenheim Ultra Short Duration Fund - Institutional Class (Guggenheim Partners Investment Management LLC) | Long | Equity-common | US | $52M | 5M | 0.75 |
| Gulfside Supply, Inc. (GULFSIDE SUPPLY INC) | Long | Loan | US | $390K | – | 0.01 |
| HAH Group Holding Co. LLC (HAH GROUP HOLDING CO LLC) | Long | Loan | US | $8M | – | 0.11 |
| HAH Group Holding Co. LLC (HAH GROUP HOLDING CO LLC) | Long | Loan | US | $2M | – | 0.04 |
| HAH Group Holding Co. LLC (HAH GROUP HOLDING CO LLC) | Long | Loan | US | $313K | – | 0.00 |
| Hampton Roads PPV LLC | Long | Debt | US | $13M | – | 0.20 |
| Hanesbrands, Inc. (HANESBRANDS INC) | Long | Debt | US | $6M | – | 0.09 |
| HarbourVest Structured Solutions IV Holdings, LP (HARBOURVEST STRUCTURED SOLUTIONS IV LP) | Long | ABS-other | US | $20M | – | 0.29 |
| HarbourVest Structured Solutions IV Holdings, LP (HARBOURVEST STRUCTURED SOLUTIONS IV LP) | Long | ABS-other | US | $14M | – | 0.20 |
| Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd. | Long | Debt | KY | $6M | – | 0.09 |
| HB Fuller Co. (H.B. FULLER CO) | Long | Debt | US | $5M | – | 0.07 |
| HealthEquity, Inc. (HEALTHEQUITY INC) | Long | Debt | US | $6M | – | 0.09 |
| Heritage Grocers Group LLC | Long | Loan | US | $2M | – | 0.02 |
| Hess Midstream Operations, LP | Long | Debt | US | $10M | – | 0.15 |
| HF Sinclair Corp. | Long | Debt | US | $3M | – | 0.04 |
| HGI CRE CLO Ltd. | Long | ABS-other | KY | $2M | – | 0.02 |
| HGI CRE CLO Ltd. | Long | ABS-other | KY | $1M | – | 0.02 |
| Higginbotham Insurance Agency, Inc. (HIGGINBOTHAM INSURANCE AGENCY INC) | Long | Loan | US | $12M | – | 0.18 |
| Higginbotham Insurance Agency, Inc. (HIGGINBOTHAM INSURANCE AGENCY INC) | Long | Loan | US | $6M | – | 0.09 |
| Higginbotham Insurance Agency, Inc. (HIGGINBOTHAM INSURANCE AGENCY INC) | Long | Loan | US | $2M | – | 0.03 |
| HighTower Holding LLC | Long | Loan | US | $9M | – | 0.14 |
| Hilton Domestic Operating Company, Inc. | Long | Debt | US | $14M | – | 0.21 |
| Hilton Domestic Operating Company, Inc. | Long | Debt | US | $4M | – | 0.05 |
| Hilton Domestic Operating Company, Inc. | Long | Debt | US | $522K | – | 0.01 |
| Holding SOCOTEC (COMPAGNIE BENELUX PARTICIPATIONS SA) | Long | Loan | FR | $7M | – | 0.10 |
| Home Equity Loan Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| Horace Mann Educators Corp. | Long | Debt | US | $4M | – | 0.05 |
| Host Hotels & Resorts, LP (HOST HOTELS & RESORTS LP) | Long | Debt | US | $21M | – | 0.31 |
| Hotwire Funding LLC | Long | ABS-other | US | $20M | – | 0.29 |
| Hotwire Funding LLC | Long | ABS-other | US | $11M | – | 0.15 |
| Hotwire Funding LLC | Long | ABS-other | US | $7M | – | 0.11 |
| HSI Asset Securitization Corporation Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| HUB International Ltd. (HOCKEY PARENT HOLDINGS LP) | Long | Loan | US | $3M | – | 0.05 |
| Hunt Companies, Inc. (HUNT COS INC) | Long | Debt | US | $12M | – | 0.18 |
| Hyatt Hotels Corp. | Long | Debt | US | $7M | – | 0.10 |
| ILPEA Parent, Inc. (ILPEA PARENT INC) | Long | Loan | US | $2M | – | 0.03 |
| ImageFIRST Holdings LLC | Long | Loan | US | $4M | – | 0.06 |
| Ingevity Corp. | Long | Debt | US | $907K | – | 0.01 |
| Inspired Finco Holdings Ltd. (INSPIRED EDUCATION HOLDINGS LTD) | Long | Loan | GB | $3M | – | 0.04 |
| Inspired Finco Holdings Ltd. (INSPIRED EDUCATION HOLDINGS LTD) | Long | Loan | GB | $2M | – | 0.02 |
| Inspired Finco Holdings Ltd. (INSPIRED EDUCATION HOLDINGS LTD) | Long | Loan | GB | $1M | – | 0.02 |
| Integrated Power Services Holdings, Inc. (INTEGRATED POWER SERVICES HOLDINGS INC) | Long | Loan | US | $3M | – | 0.05 |
| Integrated Power Services Holdings, Inc. (INTEGRATED POWER SERVICES HOLDINGS INC) | Long | Loan | US | $680K | – | 0.01 |
| Integrated Power Services Holdings, Inc. (INTEGRATED POWER SERVICES HOLDINGS INC) | Long | Loan | US | $458K | – | 0.01 |
| Integrated Power Services Holdings, Inc. (INTEGRATED POWER SERVICES HOLDINGS INC) | Short | Loan | US | $-12K | – | -0.00 |
| International Flavors & Fragrances, Inc. (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $11M | – | 0.16 |
| International Game Technology plc | Long | Debt | GB | $16M | – | 0.23 |
| International Game Technology plc | Long | Debt | GB | $607K | – | 0.01 |
| IP Lending X Ltd. (IP Lending LLC) | Long | Debt | BM | $11M | – | 0.15 |
| Iron Mountain Information Management Services, Inc. (IRON MOUNTAIN INFO MGMT) | Long | Debt | US | $2M | – | 0.02 |
| Iron Mountain, Inc. (IRON MOUNTAIN INC) | Long | Debt | US | $19M | – | 0.28 |
| Iron Mountain, Inc. (IRON MOUNTAIN INC) | Long | Debt | US | $835K | – | 0.01 |
| ITRAXX.EUR.41.V1 (J.P. Morgan Securities LLC) | Derivative-credit | US | $-1M | – | -0.02 | |
| ITT Holdings LLC | Long | Debt | US | $18M | – | 0.26 |
| IVI America LLC | Long | Loan | US | $4M | – | 0.06 |
| IXIS Real Estate Capital Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| IXIS Real Estate Capital Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| J.P. Morgan Securities LLC | Long | Repurchase agreement | US | $61M | – | 0.88 |
| Jackson Financial, Inc. (JACKSON FINANCIAL INC) | Long | Equity-preferred | US | $7M | 284K | 0.11 |
| Jane Street Group / JSG Finance, Inc. (JANE STREET GRP/JSG FIN) | Long | Debt | US | $24M | – | 0.35 |
| Jane Street Group / JSG Finance, Inc. (JANE STREET GRP/JSG FIN) | Long | Debt | US | $9M | – | 0.13 |
| JB Poindexter & Company, Inc. (JB POINDEXTER & CO INC) | Long | Debt | US | $5M | – | 0.08 |
| JBS USA Holding Lux Sarl/ JBS USA Food Company/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | US | $3M | – | 0.04 |
| JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc. (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | US | $5M | – | 0.07 |
| JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc. (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $4M | – | 0.06 |
| Jefferies Finance LLC / JFIN Company-Issuer Corp. (JEFFERIES FIN LLC / JFIN) | Long | Debt | US | $21M | – | 0.31 |
| JOL Air Ltd. | Long | ABS-other | KY | $8M | – | 0.12 |
| Jones Deslauriers Insurance Management, Inc. | Long | Debt | CA | $2M | – | 0.03 |
| JP Morgan Chase Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $12M | – | 0.17 |
| JP Morgan Mortgage Acquisition Trust | Long | ABS-mortgage backed security | US | $10M | – | 0.15 |
| JP Morgan Mortgage Acquisition Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| JP Morgan Mortgage Acquisition Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| JP Morgan Mortgage Acquisition Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| JP Morgan Mortgage Acquisition Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Kaiser Aluminum Corp. | Long | Debt | US | $12M | – | 0.17 |
| Kaiser Aluminum Corp. | Long | Debt | US | $608K | – | 0.01 |
| KDAC Aviation Finance Ltd. (KDAC Aviation Finance Limited) | Long | ABS-other | KY | $25M | – | 0.36 |
| Kennedy-Wilson, Inc. (KENNEDY-WILSON INC) | Long | Debt | US | $12M | – | 0.17 |
| Kennedy-Wilson, Inc. (KENNEDY-WILSON INC) | Long | Debt | US | $208K | – | 0.00 |
| Kennedy-Wilson, Inc. (KENNEDY-WILSON INC) | Long | Debt | US | $21K | – | 0.00 |
| Kinetik Holdings, LP (KINETIK HOLDINGS LP) | Long | Debt | US | $6M | – | 0.09 |
| KKR Core Holding Company LLC | Long | ABS-other | US | $21M | – | 0.30 |
| KREF Funding V LLC | Long | ABS-other | US | $5M | – | 0.07 |
| KREF Funding V LLC | Long | ABS-other | US | $7K | – | 0.00 |
| KREF Ltd. (KREF 2021-FL2 Ltd) | Long | ABS-other | KY | $11M | – | 0.15 |
| Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc. (KRONOS ACQ / KIK CUSTOM) | Long | Debt | US | $3M | – | 0.05 |
| Kuvare US Holdings, Inc. (KUVARE US HOLDINGS INC) | Long | Equity-preferred | US | $16M | 16M | 0.23 |
| KVK CLO Ltd. | Long | ABS-other | KY | $409K | – | 0.01 |
| Labrador Aviation Finance Ltd. (Labrador Aviation Finance Limi) | Long | ABS-other | US | $7M | – | 0.10 |
| LaserAway Intermediate Holdings II LLC | Long | Loan | US | $12M | – | 0.18 |
| LCCM Trust (Ladder Capital Commercial Mort) | Long | ABS-other | US | $28M | – | 0.40 |
| LCCM Trust (Ladder Capital Commercial Mort) | Long | ABS-other | US | $5M | – | 0.08 |
| LCPR Senior Secured Financing DAC (LCPR SR SECURED FIN DAC) | Long | Debt | IE | $13M | – | 0.20 |
| Legends Hospitality Holding Company LLC / Legends Hospitality Co-Issuer, Inc. | Long | Debt | US | $3M | – | 0.04 |
| Lehman XS Trust Series | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Lehman XS Trust Series | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Level 3 Financing, Inc. (LEVEL 3 FINANCING INC) | Long | Debt | US | $11M | – | 0.16 |
| Level 3 Financing, Inc. (LEVEL 3 FINANCING INC) | Long | Debt | US | $6M | – | 0.08 |
| Level 3 Financing, Inc. (LEVEL 3 FINANCING INC) | Long | Debt | US | $4M | – | 0.06 |
| Level 3 Financing, Inc. (LEVEL 3 FINANCING INC) | Long | Debt | US | $3M | – | 0.04 |
| Liberty Mutual Group, Inc. (LIBERTY MUTUAL GROUP INC) | Long | Debt | US | $23M | – | 0.33 |
| Lightning A (THUNDERBIRD 2022-1) | Long | ABS-other | US | $21M | – | 0.30 |
| Lightning A (THUNDERBIRD 2022-1) | Long | ABS-other | US | $0.12 | – | 0.00 |
| Lightning B (THUNDERBIRD 2022-1) | Long | ABS-other | US | $4M | – | 0.06 |
| Lightning B (THUNDERBIRD 2022-1) | Long | ABS-other | US | $0.02 | – | 0.00 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $574K | – | 0.01 |
| Lloyds Banking Group plc | Long | Debt | GB | $12M | – | 0.18 |
| LoanCore Issuer Ltd. (LoanCore 2021-CRE6 Issuer, Ltd) | Long | ABS-other | KY | $11M | – | 0.15 |
| LoanCore Issuer Ltd. (LoanCore 2021-CRE5 Issuer, Ltd) | Long | ABS-other | KY | $8M | – | 0.12 |
| LoanCore Issuer Ltd. (LoanCore 2022-CRE7 Issuer Ltd.) | Long | ABS-other | KY | $6M | – | 0.09 |
| Long Beach Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Long Beach Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Long Beach Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Long Beach Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Long Beach Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Long Beach Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Long Beach Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $912K | – | 0.01 |
| LPL Holdings, Inc. (LPL HOLDINGS INC) | Long | Debt | US | $14M | – | 0.20 |
| LPL Holdings, Inc. (LPL HOLDINGS INC) | Long | Debt | US | $5M | – | 0.07 |
| LSTAR Securities Investment Ltd. | Long | ABS-mortgage backed security | US | $13M | – | 0.19 |
| LTI Holdings, Inc. (LTI HOLDINGS INC) | Long | Loan | US | $4M | – | 0.05 |
| Lunar Structured Aircraft Portfolio Notes (SOLRR Aircraft 2021-1 Limited) | Long | ABS-other | IE | $4M | – | 0.06 |
| MACH 1 Cayman Ltd. (Mach I) | Long | ABS-other | KY | $3M | – | 0.04 |
| Madison Park Funding LVIII Ltd. (Madison Park Funding Ltd) | Long | ABS-other | KY | $7M | – | 0.10 |
| Madison Park Funding XLVIII Ltd. (Madison Park Funding Ltd) | Long | ABS-other | KY | $8M | – | 0.11 |
| Magnetite XXIX Ltd. (Magnetite CLO Ltd) | Long | ABS-other | KY | $9M | – | 0.13 |
| MAPS Ltd. | Long | ABS-other | BM | $1M | – | 0.02 |
| MAPS Trust (Maps LTD) | Long | ABS-other | US | $867K | – | 0.01 |
| Marathon CLO V Ltd. (Marathon CLO LTD) | Long | ABS-other | KY | $94K | – | 0.00 |
| Markel Group, Inc. (MARKEL GROUP INC) | Long | Equity-preferred | US | $29M | 29M | 0.42 |
| Master Asset-Backed Securities Trust (MASTR Asset Backed Securities) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Master Asset-Backed Securities Trust (MASTR Asset Backed Securities) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Master Asset-Backed Securities Trust (MASTR Asset Backed Securities) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Match Group Holdings II LLC (MATCH GROUP HLD II LLC) | Long | Debt | US | $7M | – | 0.10 |
| Mauser Packaging Solutions Holding Co. (BOE HOLDING LLC) | Long | Loan | US | $3M | – | 0.04 |
| MB2 Dental Solutions, LLC (MB2 DENTAL SOLUTIONS LLC) | Long | Loan | US | $14M | – | 0.21 |
| MB2 Dental Solutions, LLC (MB2 DENTAL SOLUTIONS LLC) | Long | Loan | US | $196K | – | 0.00 |
| MB2 Dental Solutions, LLC | Short | Loan | US | $-50K | – | -0.00 |
| MB2 Dental Solutions, LLC | Short | Loan | US | $-60K | – | -0.00 |
| MB2 Dental Solutions, LLC (MB2 DENTAL SOLUTIONS LLC) | Short | Loan | US | $-98K | – | -0.00 |
| McGraw-Hill Education, Inc. | Long | Debt | US | $22M | – | 0.32 |
| McGraw-Hill Education, Inc. | Long | Debt | US | $4M | – | 0.06 |
| Medical Solutions Parent Holdings, Inc. (MEDICAL SOLUTIONS PARENT HOLDINGS INC) | Long | Loan | US | $2M | – | 0.02 |
| Medline Borrower, LP (MEDLINE BORROWER LP) | Long | Debt | US | $17M | – | 0.24 |
| Merlin Buyer, Inc. (MERLIN BUYER INC) | Long | Loan | US | $8M | – | 0.12 |
| Merlin Buyer, Inc. (MERLIN BUYER INC) | Long | Loan | US | $7M | – | 0.10 |
| Merrill Lynch Mortgage Investors Trust Series | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Merrill Lynch Mortgage Investors Trust Series | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Merrill Lynch Mortgage Investors Trust Series | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Merrill Lynch Mortgage Investors Trust Series | Long | ABS-mortgage backed security | US | $445K | – | 0.01 |
| MetLife, Inc. (METLIFE INC) | Long | Equity-preferred | US | $12M | 12M | 0.17 |
| MHP (Merit) | Long | ABS-mortgage backed security | US | $8M | – | 0.12 |
| MI Windows And Doors LLC | Long | Loan | US | $3M | – | 0.05 |
| Michael Baker International LLC | Long | Loan | US | $7M | – | 0.10 |
| MidCap Funding XLVI Trust | Long | Debt | JP | $9M | – | 0.12 |
| MidOcean Credit CLO VII | Long | ABS-other | KY | $21M | – | 0.31 |
| Midwest Connector Capital Company LLC | Long | Debt | US | $18M | – | 0.26 |
| Midwest Veterinary Partners LLC | Long | Loan | US | $21M | – | 0.30 |
| Mileage Plus Holdings LLC (UNITED AIRLINES HOLDINGS INC) | Long | Loan | US | $9M | – | 0.14 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $12M | – | 0.17 |
| Minerals Technologies, Inc. (MINERALS TECHNOLOGIES IN) | Long | Debt | US | $11M | – | 0.16 |
| Mirabela Nickel Ltd. | Long | Debt | AU | $9K | – | 0.00 |
| Miter Brands Acquisition Holdco Incorporated / MIWD Borrower LLC (MITER BRAND / MIWD BORR) | Long | Debt | US | $3M | – | 0.05 |
| Mitsubishi UFJ Financial Group, Inc. (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $18M | – | 0.26 |
| Modena Buyer LLC | Long | Loan | US | $10M | – | 0.15 |
| Molina Healthcare, Inc. (MOLINA HEALTHCARE INC) | Long | Debt | US | $2M | – | 0.02 |
| Moran Foods LLC | Long | Loan | US | $358K | – | 0.01 |
| Moran Foods LLC | Long | Loan | US | $131K | – | 0.00 |
| Moran Foods LLC | Long | Loan | US | $68K | – | 0.00 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $8M | – | 0.12 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Morgan Stanley IXIS Real Estate Capital Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| Morgan Stanley IXIS Real Estate Capital Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| Morgan Stanley Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Morgan Stanley Re-REMIC Trust (Morgan Stanley ReRemic Trust) | Long | ABS-mortgage backed security | US | $364K | – | 0.01 |
| Mountain Creek Power LLC | Long | Equity-common | US | $180K | 180K | 0.00 |
| MSCI, Inc. (MSCI INC) | Long | Debt | US | $795K | – | 0.01 |
| NA Rail Hold Co. LLC (NA RAIL HOLD CO LLC) | Long | Loan | US | $2M | – | 0.03 |
| Nassau LLC (Nassau 2019 CFO LLC) | Long | ABS-other | US | $9M | – | 0.13 |
| Nationstar Mortgage Holdings, Inc. (NATIONSTAR MTG HLD INC) | Long | Debt | US | $10M | – | 0.14 |
| Navigator Aircraft ABS Ltd. (Navigator Aircraft ABS LLC) | Long | ABS-other | US | $6M | – | 0.09 |
| NCR Voyix Corp. | Long | Debt | US | $9M | – | 0.14 |
| NCR Voyix Corp. | Long | Debt | US | $4M | – | 0.05 |
| Neuberger Berman Loan Advisers CLO 32 Ltd. (Neuberger Berman CLO Ltd) | Long | ABS-other | KY | $12M | – | 0.17 |
| Neuberger Berman Loan Advisers CLO 40 Ltd. (Neuberger Berman CLO Ltd) | Long | ABS-other | KY | $4M | – | 0.06 |
| New Enterprise Stone & Lime Company, Inc. | Long | Debt | US | $9M | – | 0.12 |
| New Enterprise Stone & Lime Company, Inc. | Long | Debt | US | $5M | – | 0.08 |
| NFM & J LLC | Long | Loan | US | $8M | – | 0.12 |
| Nidda Healthcare Holding GmbH (NIDDA MIDCO SARL) | Long | Loan | DE | $8M | – | 0.12 |
| Nomura Resecuritization Trust | Long | ABS-mortgage backed security | US | $992K | – | 0.01 |
| Novelis Corp. | Long | Debt | US | $5M | – | 0.08 |
| Novelis Sheet Ingot GmbH (HINDALCO INDUSTRIES LTD) | Long | Debt | DE | $5M | – | 0.07 |
| NRG Energy, Inc. (NRG ENERGY INC) | Long | Debt | US | $7M | – | 0.11 |
| NuStar Logistics, LP (NUSTAR LOGISTICS LP) | Long | Debt | US | $15M | – | 0.21 |
| NuStar Logistics, LP (NUSTAR LOGISTICS LP) | Long | Debt | US | $5M | – | 0.07 |
| NuStar Logistics, LP (NUSTAR LOGISTICS LP) | Long | Debt | US | $446K | – | 0.01 |
| NYMT Loan Trust (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $12M | – | 0.18 |
| Obra Longevity (OBRA CAPITAL INC) | Long | ABS-other | US | $14M | – | 0.20 |
| Obra Longevity (OBRA CAPITAL INC) | Long | ABS-other | US | $0.21 | – | 0.00 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $13M | – | 0.18 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| Occidental Petroleum Corp. | Long | Debt | US | $15M | – | 0.21 |
| Occidental Petroleum Corp. | Long | Debt | US | $2M | – | 0.03 |
| Octagon Loan Funding Ltd. | Long | ABS-other | KY | $2M | – | 0.03 |
| OEG Borrower LLC (RYMAN HOSPITALITY PROPERTIES) | Long | Loan | US | $3M | – | 0.05 |
| One Hotels GmbH (ONE HOTELS & RESORTS GMBH) | Long | Loan | DE | $11M | – | 0.16 |
| ONE Hotels GmbH (ONE HOTELS & RESORTS GMBH) | Long | Debt | DE | $6M | – | 0.08 |
| OneAmerica Financial Partners, Inc. (ONEAMERICA FINL PARTNERS) | Long | Debt | US | $8M | – | 0.11 |
| OneMain Finance Corp. | Long | Debt | US | $8M | – | 0.11 |
| OneMain Finance Corp. | Long | Debt | US | $6M | – | 0.09 |
| OneMain Finance Corp. | Long | Debt | US | $2M | – | 0.03 |
| OneMain Finance Corp. | Long | Debt | US | $2M | – | 0.03 |
| Ontario Gaming GTA, LP (ONTARIO GAMING GTA LP) | Long | Debt | CA | $5M | – | 0.07 |
| Option Care Health, Inc. (OPTION CARE HEALTH INC) | Long | Debt | US | $7M | – | 0.10 |
| Orion Group | Long | Loan | US | $2M | – | 0.03 |
| Orion Group | Long | Loan | US | $1M | – | 0.02 |
| Orion Group | Short | Loan | US | $0 | – | – |
| Orion Group | Short | Loan | US | $-11K | – | -0.00 |
| Orion Group | Short | Loan | US | $-31K | – | -0.00 |
| Osaic Holdings, Inc. (AG ARTEMIS HOLDINGS LP) | Long | Loan | US | $5M | – | 0.08 |
| OSAT Trust (OWS Structured Asset Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| Osmosis Holdings Australia II Pty Ltd. | Long | Loan | AU | $2M | – | 0.02 |
| Outcomes Group Holdings, Inc. (OUTCOMES GROUP HOLDINGS INC) | Long | Loan | US | $4M | – | 0.06 |
| Owl Rock CLO I LLC (Owl Rock CLO Ltd) | Long | ABS-other | US | $17M | – | 0.25 |
| Owl Rock CLO XVI LLC (Owl Rock CLO Ltd) | Long | ABS-other | US | $10M | – | 0.15 |
| Pacific Bells LLC | Long | Loan | US | $12M | – | 0.17 |
| Pacific Dental Services LLC | Long | Loan | US | $1M | – | 0.02 |
| Packers Holdings LLC (PSSI HOLDINGS LLC) | Long | Loan | US | $5M | – | 0.07 |
| Pactiv Evergreen Group Issuer Incorporated/Pactiv Evergreen Group Issuer LLC | Long | Debt | US | $7M | – | 0.11 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $26M | – | 0.38 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $8M | – | 0.12 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $3M | – | 0.05 |
| Papa John's International, Inc. | Long | Debt | US | $6M | – | 0.09 |
| Paramount Global | Long | Debt | US | $3M | – | 0.04 |
| Paramount Global | Long | Debt | US | $2M | – | 0.03 |
| Paramount Global | Long | Debt | US | $1M | – | 0.02 |
| Paramount Global | Long | Debt | US | $1M | – | 0.02 |
| Paramount Global | Long | Debt | US | $417K | – | 0.01 |
| Parkland Corp. | Long | Debt | CA | $18M | – | 0.26 |
| PartnerRe Finance B LLC | Long | Debt | US | $6M | – | 0.09 |
| PCI Gaming Authority, Inc. | Long | Loan | US | $7M | – | 0.10 |
| Peer Holding III BV (PEER HOLDING I BV) | Long | Loan | NL | $5M | – | 0.07 |
| Peer Holding III BV (PEER HOLDING I BV) | Long | Loan | NL | $4M | – | 0.05 |
| Penn Entertainment, Inc. (PENN ENTERTAINMENT INC) | Long | Debt | US | $6M | – | 0.09 |
| PennyMac Financial Services, Inc. (PENNYMAC FIN SVCS INC) | Long | Debt | US | $9M | – | 0.13 |
| PennyMac Financial Services, Inc. (PENNYMAC FIN SVCS INC) | Long | Debt | US | $4M | – | 0.06 |
| PennyMac Financial Services, Inc. (PENNYMAC FIN SVCS INC) | Long | Debt | US | $1M | – | 0.01 |
| Permian Production Partners LLC (PPP INTERMEDIATE HOLDINGS LLC) | Long | Loan | US | $964K | – | 0.01 |
| Permian Production Partners LLC (PPP INTERMEDIATE HOLDINGS LLC) | Long | Equity-common | US | $27K | 574K | 0.00 |
| Pershing Square Holdings Ltd. (PS HOLDINGS INDEPENDENT VOTING COMPANY LTD) | Long | Debt | GG | $26M | – | 0.37 |
| Pershing Square Holdings Ltd. (PS HOLDINGS INDEPENDENT VOTING COMPANY LTD) | Long | Debt | GG | $11M | – | 0.15 |
| Pershing Square SPARC Holdings, Ltd. (Pershing Square Holdings, Ltd.) | Derivative-equity | US | $209.76 | 2M | 0.00 | |
| Pershing Square Tontine Holdings, Ltd. | Derivative-equity | US | $76.28 | 763K | 0.00 | |
| Pershing Square Tontine Holdings, Ltd. - Class A (PERSHING SQUARE TONTINE HOLDINGS LTD) | Long | Equity-common | US | $686.49 | 7M | 0.00 |
| PetIQ LLC (PETIQ INC) | Long | Loan | US | $14M | – | 0.20 |
| PetSmart, Inc. / PetSmart Finance Corp. (PETSMART INC/PETSMART FI) | Long | Debt | US | $3M | – | 0.04 |
| Planview Parent, Inc. (PLANVIEW PARENT INC) | Long | Loan | US | $4M | – | 0.06 |
| PlayCore (RECESS HOLDINGS INC) | Long | Loan | US | $14M | – | 0.21 |
| Playtika Holding Corp. | Long | Debt | US | $5M | – | 0.07 |
| Polaris Newco LLC (MULTIPLAN CORP) | Long | Loan | US | $16M | – | 0.23 |
| Polaris Newco LLC (MULTIPLAN CORP) | Short | Loan | US | $-88K | – | -0.00 |
| Precise Midco B.V. (PRECISE BIDCO BV) | Long | Loan | NL | $1M | – | 0.02 |
| Prime Security Services Borrower LLC / Prime Finance, Inc. (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $6M | – | 0.09 |
| Prime Security Services Borrower LLC / Prime Finance, Inc. (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $3M | – | 0.04 |
| Project Onyx I (PMH NEWCO LP) | Long | ABS-other | US | $16M | – | 0.23 |
| Project Onyx II (PMH SPV - C LLC) | Long | ABS-other | US | $5M | – | 0.07 |
| Project Silver | Long | ABS-other | KY | $5M | – | 0.07 |
| PRPM LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| Prudential Financial, Inc. (PRUDENTIAL FINANCIAL INC) | Long | Debt | US | $3M | – | 0.04 |
| QBE Insurance Group Ltd. | Long | Debt | AU | $7M | – | 0.11 |
| Qlik Technologies, Inc. - Class A (PROJECT ALPHA INTERMEDIATE HOLDING INC) | Long | Equity-common | US | $289K | 176.81 | 0.00 |
| Qlik Technologies, Inc. - Class B (PROJECT ALPHA INTERMEDIATE HOLDING INC) | Long | Equity-common | US | $4.37 | 44K | 0.00 |
| Qorvo, Inc. (QORVO INC) | Long | Debt | US | $8M | – | 0.11 |
| Qorvo, Inc. (QORVO INC) | Long | Debt | US | $7M | – | 0.11 |
| QSRP Finco B.V. (QSRP FINCO BV) | Long | Loan | BE | $9M | – | 0.13 |
| Quikrete Holdings, Inc. (QUIKRETE HOLDINGS INC) | Long | Loan | US | $8M | – | 0.11 |
| Quirch Foods Holdings LLC | Long | Loan | US | $15M | – | 0.21 |
| Rainbow Finco SARL | Long | Loan | LU | $9M | – | 0.13 |
| RALI Series Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| RALI Series Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| RALI Series Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| RALI Series Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| RALI Series Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| RALI Series Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| RALI Series Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $588K | – | 0.01 |
| RALI Series Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Reinsurance Group of America, Inc. (REINSURANCE GRP OF AMER) | Long | Equity-preferred | US | $77K | 3K | 0.00 |
| Rent-A-Center, Inc. (UPBOUND GROUP INC) | Long | Loan | US | $10M | – | 0.14 |
| Resonetics LLC | Long | Loan | US | $3M | – | 0.04 |
| Ritchie Bros Holdings, Inc. (RITCHIE BROS HLDGS INC) | Long | Debt | US | $3M | – | 0.04 |
| RLDatix (RL DATIX MERGER SUB INC) | Short | Loan | US | $-0.03 | – | -0.00 |
| Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc. (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $19M | – | 0.27 |
| Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc. (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $9M | – | 0.13 |
| Saluda Grade Alternative Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| Sapphire Aviation Finance I Ltd. (SAPPHIRE AVIATION FINANCE I LI) | Long | ABS-other | KY | $8M | – | 0.12 |
| Sapphire Aviation Finance II Ltd. (Sapphire Aviation Finance I Li) | Long | ABS-other | US | $6M | – | 0.08 |
| Sapphire Aviation Finance II Ltd. (Sapphire Aviation Finance I Li) | Long | ABS-other | US | $422K | – | 0.01 |
| Save-A-Lot (MORAN FOODS LLC) | Long | Equity-common | US | $8K | 1M | 0.00 |
| SBA Communications Corp. | Long | Debt | US | $3M | – | 0.04 |
| Schur Flexibles GesmbH (SCHWARZKOPF EQUITY HOLDINGS LUX SARL) | Long | Equity-common | DE | $261K | 2K | 0.00 |
| Schur Flexibles GmbH (SCHWARZKOPF EQUITY HOLDINGS LUX SARL) | Long | Loan | DE | $557K | – | 0.01 |
| Schur Flexibles GmbH (SCHWARZKOPF EQUITY HOLDINGS LUX SARL) | Long | Loan | DE | $409K | – | 0.01 |
| Schur Flexibles GmbH (SCHWARZKOPF EQUITY HOLDINGS LUX SARL) | Long | Loan | DE | $272K | – | 0.00 |
| Schur Flexibles GmbH (SCHWARZKOPF EQUITY HOLDINGS LUX SARL) | Long | Loan | DE | $140K | – | 0.00 |
| Schur Flexibles GmbH (SCHWARZKOPF EQUITY HOLDINGS LUX SARL) | Short | Loan | DE | $-17K | – | -0.00 |
| Scientific Games Corp. (SCIENTIFIC GAMES US PARENT LP) | Long | Loan | US | $7M | – | 0.10 |
| Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc. (SC GAMES HOLDIN/US FINCO) | Long | Debt | US | $3M | – | 0.05 |
| SCIL IV LLC / SCIL USA Holdings LLC | Long | Debt | US | $10M | – | 0.15 |
| SCIL IV LLC / SCIL USA Holdings LLC | Long | Debt | US | $4M | – | 0.06 |
| ScribeAmerica Intermediate Holdco LLC (Healthchannels) (HEALTHCHANNELS INTERMEDIATE HOLDCO LLC) | Long | Loan | US | $3M | – | 0.05 |
| Sealed Air Corp. | Long | Debt | US | $5M | – | 0.08 |
| Sealed Air Corp. | Long | Debt | US | $5M | – | 0.07 |
| Sealed Air Corporation/Sealed Air Corp US (SEALED AIR/SEALED AIR US) | Long | Debt | US | $11M | – | 0.16 |
| Selective Insurance Group, Inc. | Long | Equity-preferred | US | $4M | 246K | 0.06 |
| Shaw Development LLC | Long | Loan | US | $6M | – | 0.09 |
| Shaw Development LLC | Short | Loan | US | $-0.01 | – | -0.00 |
| Sherwood Financing plc | Long | Debt | GB | $13M | – | 0.18 |
| SHO Holding I Corp. | Long | Loan | US | $2M | – | 0.03 |
| SHO Holding I Corp. | Long | Loan | US | $397K | – | 0.01 |
| SHO Holding I Corp. | Long | Loan | US | $35K | – | 0.00 |
| Signature Aviation | Long | Loan | US | $1M | – | 0.02 |
| Signature Aviation | Long | Loan | US | $1M | – | 0.02 |
| Simon & Schuster (CENTURY DE BUYER LLC) | Long | Loan | US | $10M | – | 0.14 |
| Sirius XM Radio, Inc. (SIRIUS XM RADIO INC) | Long | Debt | US | $8M | – | 0.11 |
| Sirius XM Radio, Inc. (SIRIUS XM RADIO INC) | Long | Debt | US | $1M | – | 0.02 |
| Sitecore Holding III A/S | Long | Loan | DK | $12M | – | 0.18 |
| Sitecore Holding III A/S | Long | Loan | DK | $10M | – | 0.15 |
| Sitecore Holding III A/S | Long | Loan | DK | $1M | – | 0.02 |
| Six Flags Theme Parks, Inc. | Long | Debt | US | $3M | – | 0.04 |
| SK Invictus Intermediate II SARL | Long | Debt | LU | $10M | – | 0.15 |
| Slam Ltd. (SLAM 2021-1 LLC) | Long | ABS-other | US | $3M | – | 0.04 |
| SLM Corp. | Long | Debt | US | $8M | – | 0.12 |
| SLM Corp. | Long | Debt | US | $973K | – | 0.01 |
| Smithfield Foods, Inc. (SMITHFIELD FOODS INC) | Long | Debt | US | $6M | – | 0.09 |
| SMRT | Long | ABS-mortgage backed security | US | $10M | – | 0.14 |
| Sotheby's/Bidfair Holdings, Inc. (SOTHEBY'S/BIDFAIR HLD) | Long | Debt | US | $7M | – | 0.10 |
| Southern Veterinary Partners LLC (SOUTHERN VETERINARY COMPANY LLC) | Long | Loan | US | $15M | – | 0.21 |
| SPDR S&P 500 ETF Trust | Long | Equity-common | US | $68M | 125K | 0.99 |
| SPDR S&P 500 ETF Trust (Bank of America, N.A.) | Derivative-equity | US | $6M | – | 0.08 | |
| SPDR S&P 500 ETF Trust (JPMorgan Chase Bank, N.A.) | Derivative-equity | US | $-1M | – | -0.02 | |
| SPDR S&P Regional Banking ETF (Morgan Stanley Capital Services LLC) | Derivative-equity | US | $1M | – | 0.02 | |
| SPDR S&P Regional Banking ETF (Morgan Stanley Capital Services LLC) | Derivative-equity | US | $1M | – | 0.02 | |
| SPDR S&P Regional Banking ETF (Goldman Sachs International) | Derivative-equity | US | $481K | – | 0.01 | |
| Sprite Ltd. (Sprite Limited) | Long | ABS-other | US | $12M | – | 0.17 |
| SS&C Technologies, Inc. (SS&C TECHNOLOGIES INC) | Long | Debt | US | $2M | – | 0.02 |
| Standard Industries, Inc. (STANDARD INDUSTRIES INC) | Long | Debt | US | $6M | – | 0.08 |
| Standard Industries, Inc. (STANDARD INDUSTRIES INC) | Long | Debt | US | $6M | – | 0.08 |
| Starwood Property Trust, Inc. | Long | Debt | US | $18M | – | 0.26 |
| Station Casinos LLC | Long | Debt | US | $3M | – | 0.05 |
| Stewart Information Services Corp. | Long | Debt | US | $6M | – | 0.09 |
| STWD Ltd. (Starwood Commercial Mortgage T) | Long | ABS-other | KY | $11M | – | 0.16 |
| STWD Ltd. (Starwood Commercial Mortgage T) | Long | ABS-other | KY | $3M | – | 0.05 |
| Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp. (SUBURBAN PROPANE PARTNRS) | Long | Debt | US | $10M | – | 0.15 |
| Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp. (SUBURBAN PROPANE PARTNRS) | Long | Debt | US | $653K | – | 0.01 |
| Subway Funding LLC | Long | ABS-other | US | $18M | – | 0.26 |
| Summit Materials LLC / Summit Materials Finance Corp. (SUMMIT MATERIALS LLC/FIN) | Long | Debt | US | $3M | – | 0.05 |
| Sunoco, LP (SUNOCO LP) | Long | Debt | US | $2M | – | 0.02 |
| Sunrise FinCo I BV | Long | Debt | NL | $18M | – | 0.27 |
| Superior Plus Limited Partnership / Superior General Partner, Inc. (SUPERIOR PLUS/GEN PRTNR) | Long | Debt | CA | $4M | – | 0.06 |
| SVC ABS LLC | Long | ABS-other | US | $6M | – | 0.08 |
| Switch ABS Issuer LLC (Switch ABS Issuer, LLC) | Long | ABS-other | US | $17M | – | 0.25 |
| Syndigo LLC | Long | Loan | US | $22M | – | 0.32 |
| Tacala Investment Corp. | Long | Loan | US | $3M | – | 0.04 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $3M | – | 0.04 |
| Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp. | Long | Debt | US | $13M | – | 0.19 |
| Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp. | Long | Debt | US | $5M | – | 0.07 |
| Targus, Inc. (FT 1 INC) | Long | Equity-common | US | $539.43 | 13K | 0.00 |
| Targus, Inc. (FT 1 INC) | Long | Equity-common | US | $451.97 | 13K | 0.00 |
| Targus, Inc. (FT 1 INC) | Long | Equity-common | US | $145.2 | 13K | 0.00 |
| Targus, Inc. (FT 1 INC) | Long | Equity-common | US | $1.28 | 13K | 0.00 |
| TCP Waterman CLO LLC | Long | ABS-other | US | $0 | – | – |
| Team.Blue Finco SARL (TEAM BLUE FINCO SARL) | Long | Loan | LU | $8M | – | 0.11 |
| Team.Blue Finco SARL (TEAM BLUE FINCO SARL) | Long | Loan | LU | $7M | – | 0.10 |
| TeamSystem SpA | Long | Debt | IT | $13M | – | 0.18 |
| Tegra118 Wealth Solutions, Inc. (TEGRA118 WEALTH SOLUTIONS INC) | Long | Loan | US | $5M | – | 0.08 |
| Telenet Finance Luxembourg Notes SARL (LIBERTY GLOBAL LTD) | Long | Debt | LU | $7M | – | 0.10 |
| Telos CLO Ltd. | Long | ABS-other | KY | $0 | – | – |
| Tenet Healthcare Corp. | Long | Debt | US | $927K | – | 0.01 |
| Tenet Healthcare Corp. | Long | Debt | US | $538K | – | 0.01 |
| Terraform Global Operating, LP | Long | Debt | US | $16M | – | 0.24 |
| TGP Holdings LLC (TRAEGER PELLET GRILLS LLC) | Long | Loan | US | $200K | – | 0.00 |
| The Facilities Group (NFM & J LLC) | Long | Loan | US | $8M | – | 0.12 |
| THL Credit Lake Shore MM CLO I Ltd. | Long | ABS-other | KY | $10M | – | 0.14 |
| Thunderbird A (THUNDERBIRD 2022-1) | Long | ABS-other | US | $21M | – | 0.30 |
| Thunderbird A (THUNDERBIRD 2022-1) | Long | ABS-other | US | $0.12 | – | 0.00 |
| Thunderbird B (THUNDERBIRD 2022-1) | Long | ABS-other | US | $4M | – | 0.06 |
| Thunderbird B (THUNDERBIRD 2022-1) | Long | ABS-other | US | $0.02 | – | 0.00 |
| TK Elevator Midco GmbH (VERTICAL TOPCO I SA) | Long | Loan | DE | $2M | – | 0.04 |
| TK Elevator Midco GmbH (VERTICAL TOPCO I SA) | Short | Loan | DE | $-515K | – | -0.01 |
| TK Elevator US Newco, Inc. (TK ELEVATOR US NEWCO INC) | Long | Debt | US | $3M | – | 0.04 |
| Top Pressure Recovery Turbines (TOWD POINT REVOLVING TRUST TPRT_24-A) | Long | ABS-mortgage backed security | US | $25M | – | 0.36 |
| TopBuild Corp. | Long | Debt | US | $5M | – | 0.07 |
| Toronto-Dominion Bank | Long | Debt | CA | $7M | – | 0.09 |
| TransCanada PipeLines Ltd. | Long | Debt | CA | $3M | – | 0.05 |
| TransDigm, Inc. (TRANSDIGM INC) | Long | Debt | US | $7M | – | 0.10 |
| TransDigm, Inc. (TRANSDIGM INC) | Long | Debt | US | $4M | – | 0.06 |
| TransMontaigne Partners Limited Partnership / TLP Finance Corp. (TRANSMONTAIGE PARTNERS) | Long | Debt | US | $920K | – | 0.01 |
| Treman Park CLO Ltd. | Long | ABS-other | KY | $41K | – | 0.00 |
| Treman Park CLO Ltd. | Long | ABS-other | KY | $22K | – | 0.00 |
| TriNet Group, Inc. (TRINET GROUP INC) | Long | Debt | US | $5M | – | 0.07 |
| TripAdvisor, Inc. (TRIPADVISOR INC) | Long | Debt | US | $4M | – | 0.06 |
| Twilio, Inc. (TWILIO INC) | Long | Debt | US | $4M | – | 0.05 |
| U.S. Secured Overnight Financing Rate (J.P. Morgan Securities LLC) | Derivative-interest rate | US | $87K | – | 0.00 | |
| U.S. Treasury Bills (TREASURY BILL) | Long | Debt | US | $130M | – | 1.89 |
| U.S. Treasury Bills (TREASURY BILL) | Long | Debt | US | $61M | – | 0.88 |
| U.S. Treasury Bills (TREASURY BILL) | Long | Debt | US | $30M | – | 0.44 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $357M | – | 5.18 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $21M | – | 0.30 |
| United Airlines Class AA Pass Through Trust (UNITED AIR 2019-1 AA PTT) | Long | Debt | US | $857K | – | 0.01 |
| United Airlines Inc. (UNITED AIRLINES HOLDINGS INC) | Long | Loan | US | $5M | – | 0.08 |
| United Airlines, Inc. (UNITED AIRLINES INC) | Long | Debt | US | $2M | – | 0.02 |
| United Wholesale Mortgage LLC (UNITED WHOLESALE MTGE LL) | Long | Debt | US | $7M | – | 0.10 |
| United Wholesale Mortgage LLC (UNITED WHOLESALE MTGE LL) | Long | Debt | US | $6M | – | 0.09 |
| United Wholesale Mortgage LLC (UNITED WHOLESALE MTGE LL) | Long | Debt | US | $4M | – | 0.06 |
| Upbound Group, Inc. (UPBOUND GROUP INC) | Long | Debt | US | $1M | – | 0.02 |
| US Foods, Inc. (US FOODS INC) | Long | Debt | US | $6M | – | 0.09 |
| US Foods, Inc. (US FOODS INC) | Long | Debt | US | $4M | – | 0.06 |
| Vacasa, Inc. (Vacasa Inc) | Long | Equity-common | US | $123K | 25K | 0.00 |
| Valcour Packaging LLC | Long | Loan | US | $4M | – | 0.06 |
| Valcour Packaging LLC | Long | Loan | US | $2M | – | 0.03 |
| Vault DI Issuer LLC | Long | ABS-other | US | $6M | – | 0.09 |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $36M | – | 0.52 |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $6M | – | 0.09 |
| VC GB Holdings I Corp. | Long | Loan | US | $4M | – | 0.06 |
| Vector Phoenix Holdings, LP (VECTOR PHOENIX HOLDINGS (CAYMAN) LP) | Long | Equity-common | KY | $794.4 | 38K | 0.00 |
| Venture Global Calcasieu Pass LLC (VENTURE GLOBAL LNG INC) | Long | Loan | US | $3M | – | 0.04 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $2M | – | 0.03 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $682K | – | 0.01 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $464K | – | 0.01 |
| Venture Global LNG, Inc. (VENTURE GLOBAL LNG INC) | Long | Debt | US | $10M | – | 0.14 |
| Venture Global LNG, Inc. (VENTURE GLOBAL LNG INC) | Long | Debt | US | $3M | – | 0.05 |
| Venture XIII CLO Ltd. (Venture CDO Ltd) | Long | ABS-other | KY | $1K | – | 0.00 |
| Venture XIV CLO Ltd. (Venture CDO Ltd) | Long | ABS-other | KY | $8M | – | 0.12 |
| Verisure Holding AB (VERISURE CAYMAN 2) | Long | Debt | SE | $8M | – | 0.12 |
| Verisure Holding AB (VERISURE CAYMAN 2) | Long | Loan | SE | $394K | – | 0.01 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| VFH Parent LLC / Valor Company-Issuer, Inc. (VFH PARENT / VALOR CO) | Long | Debt | US | $7M | – | 0.10 |
| Viper Energy, Inc. (VIPER ENERGY INC) | Long | Debt | US | $6M | – | 0.09 |
| Virgin Media Finance plc | Long | Debt | US | $9M | – | 0.14 |
| Virgin Media Secured Finance plc | Long | Debt | US | $4M | – | 0.06 |
| Virgin Media Vendor Financing Notes IV DAC (VIRGIN MEDIA VEND FIN IV) | Long | Debt | US | $3M | – | 0.05 |
| Virtu Financial (VIRTU FINANCIAL INC) | Long | Loan | US | $1M | – | 0.02 |
| Visma AS (VANAHALL AS) | Long | Loan | NO | $15M | – | 0.21 |
| Visma AS (VANAHALL AS) | Long | Loan | NO | $3M | – | 0.04 |
| Vodafone Group plc | Long | Debt | GB | $12M | – | 0.18 |
| Voya CLO Ltd. | Long | ABS-other | KY | $17M | – | 0.24 |
| Voya CLO Ltd. | Long | ABS-other | KY | $975K | – | 0.01 |
| VZ Secured Financing BV | Long | Debt | NL | $6M | – | 0.08 |
| Walgreens Boots Alliance, Inc. | Long | Debt | US | $15M | – | 0.21 |
| WaMu Asset-Backed Certificates WaMu Series | Long | ABS-mortgage backed security | US | $9M | – | 0.12 |
| WaMu Asset-Backed Certificates WaMu Series | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| WaMu Asset-Backed Certificates WaMu Series | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| WaMu Asset-Backed Certificates WaMu Series | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| WaMu Asset-Backed Certificates WaMu Series Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| WaMu Asset-Backed Certificates WaMu Series Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Warnermedia Holdings, Inc. (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $7M | – | 0.10 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| WAVE LLC (Wave USA) | Long | ABS-other | US | $5M | – | 0.08 |
| Weber-Stephen Products LLC (RIBEYE PARENT LLC) | Long | Loan | US | $385K | – | 0.01 |
| Wellfleet CLO Ltd. | Long | ABS-other | KY | $3M | – | 0.05 |
| Wells Fargo & Co. (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $25M | 26M | 0.36 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $351K | – | 0.01 |
| West CLO Ltd. | Long | ABS-other | KY | $530 | – | 0.00 |
| Western Asset Institutional U.S. Treasury Reserves - Institutional Shares | Long | Short-term investment vehicle | US | $2M | 2M | 0.04 |
| WhiteHorse X Ltd. (Whitehorse Ltd) | Long | ABS-other | KY | $2M | – | 0.03 |
| Williams Scotsman, Inc. (WILLIAMS SCOTSMAN INC) | Long | Debt | US | $11M | – | 0.16 |
| Williams Scotsman, Inc. (WILLIAMS SCOTSMAN INC) | Long | Debt | US | $2M | – | 0.03 |
| Wilton RE Ltd. | Long | Debt | CA | $29M | – | 0.41 |
| Wind River CLO Ltd. | Long | ABS-other | KY | $3M | – | 0.04 |
| Women's Care Holdings, Inc. (WOMENS CARE HOLDINGS INC) | Long | Loan | US | $28M | – | 0.41 |
| Worldpay (NEW BOOST HOLDCO LLC) | Long | Loan | US | $3M | – | 0.04 |
| Wrangler Holdco Corp. | Long | Debt | US | $3M | – | 0.05 |
| Wrench Group LLC | Long | Loan | US | $13M | – | 0.19 |
| WW International, Inc. (WW INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.04 |
| WW International, Inc. (WW INTERNATIONAL INC) | Long | Loan | US | $278K | – | 0.00 |
| Wyndham Hotels & Resorts, Inc. | Long | Debt | US | $653K | – | 0.01 |
| Xplornet Communications, Inc. (XPLORNET COMMUNICATIONS INC) | Long | Loan | CA | $2M | – | 0.03 |
| XPO, Inc. (XPO INC) | Long | Debt | US | $14M | – | 0.21 |
| YAK BLOCKER 2 LLC | Long | Equity-common | US | $144K | 74K | 0.00 |
| YAK BLOCKER 2 LLC | Long | Equity-common | US | $133K | 69K | 0.00 |
| Zayo Group Holdings, Inc. (FRONT RANGE TOPCO INC) | Long | Loan | US | $5M | – | 0.08 |
| Zayo Group Holdings, Inc. (ZAYO GROUP HOLDINGS INC) | Long | Debt | US | $560K | – | 0.01 |
| Zephyr Bidco Ltd. | Long | Loan | GB | $26M | – | 0.38 |
| Ziggo BV | Long | Debt | NL | $1M | – | 0.02 |
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