Guggenheim > Guggenheim Funds Trust
Guggenheim Total Return Bond Fund
$19.75B
Avg Monthly Net Assets
$29.65B
Total Assets
$5.49B
Total Liabilities
$24.16B
Net Assets
Guggenheim Total Return Bond 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 $19.75B.
On August 28th, 2024 it reported 1,618 holdings, the largest
being UNIFORM MBS (2.8%), UNIFORM MBS (2.7%) and STRIP PRINC (2.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000136527 | GIBAX | |
| Class C | C000136528 | GIBCX | |
| Class P | C000155971 | GIBLX | |
| Class R6 | C000152106 | GIBRX | |
| Institutional | C000136529 | GIBIX |
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 | $14M | – | 0.06 |
| 1011778 BC ULC / New Red Finance, Inc. (1011778 BC / NEW RED FIN) | Long | Debt | CA | $5M | – | 0.02 |
| 3-Month SOFR Futures Contracts (Chicago Mercantile Exchange) | Derivative-interest rate | US | $390K | – | 0.00 | |
| 3-Month SOFR Futures Contracts (Chicago Mercantile Exchange) | Derivative-interest rate | US | $147K | – | 0.00 | |
| 3-Month SOFR Futures Contracts (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-95K | – | -0.00 | |
| 321 Henderson Receivables VI LLC (321 Henderson Receivables LLC) | Long | ABS-other | US | $508K | – | 0.00 |
| 6-Month/10-Year Interest Rate Swap (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $914K | – | 0.00 | |
| 6-Month/10-Year Interest Rate Swap (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-3M | – | -0.01 | |
| 6-Month/2-Year Interest Rate Swap (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $4M | – | 0.02 | |
| 6-Month/2-Year Interest Rate Swap (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-1M | – | -0.00 | |
| AASET 2024-1 (Apollo Aviation Securitization) | Long | ABS-other | US | $39M | – | 0.16 |
| AASET 2024-1 (Apollo Aviation Securitization) | Long | ABS-other | US | $12M | – | 0.05 |
| AASET Trust (AASET 2021-1 Trust) | Long | ABS-other | US | $48M | – | 0.20 |
| AASET Trust (AASET 2021-2 Trust) | Long | ABS-other | US | $29M | – | 0.12 |
| AASET Trust (Apollo Aviation Securitization) | Long | ABS-other | US | $12M | – | 0.05 |
| AASET Trust (AASET 2019-1 Trust) | Long | ABS-other | US | $2M | – | 0.01 |
| AASET Trust (AASET 2019-2 Trust) | Long | ABS-other | US | $1M | – | 0.01 |
| AASET US Ltd. (AASET 2018-2 Trust) | Long | ABS-other | US | $17M | – | 0.07 |
| ABFC Trust (Asset Backed Funding Certifica) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| ABN AMRO Bank N.V. (ABN AMRO BANK NV) | Long | Debt | NL | $16M | – | 0.07 |
| ABPCI Direct Lending Fund CLO I LLC | Long | ABS-other | KY | $60M | – | 0.25 |
| ABPCI Direct Lending Fund CLO I LLC | Long | ABS-other | KY | $2M | – | 0.01 |
| ABPCI Direct Lending Fund CLO II LLC | Long | ABS-other | KY | $84M | – | 0.35 |
| Accident Fund Insurance Company of America (ACCIDENT FUND INS CO AM) | Long | Debt | US | $9M | – | 0.04 |
| ACE Securities Corporation Home Equity Loan Trust Series (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $13M | – | 0.06 |
| ACE Securities Corporation Home Equity Loan Trust Series (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| ACE Securities Corporation Home Equity Loan Trust Series (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| ACI Worldwide, Inc. (ACI WORLDWIDE INC) | Long | Debt | US | $7M | – | 0.03 |
| ACRE Commercial Mortgage Ltd. (ACRE COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | KY | $3M | – | 0.01 |
| ACRE Commercial Mortgage Ltd. (ACRE COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | KY | $3M | – | 0.01 |
| ACRES Commercial Realty Ltd. (Acres PLC) | Long | ABS-other | KY | $13M | – | 0.05 |
| ACRES Commercial Realty Ltd. (Acres PLC) | Long | ABS-other | KY | $11M | – | 0.04 |
| ACRES Commercial Realty Ltd. (Acres PLC) | Long | ABS-other | KY | $10M | – | 0.04 |
| ACRES Commercial Realty Ltd. (Acres PLC) | Long | ABS-other | KY | $6M | – | 0.03 |
| ACRES Commercial Realty Ltd. (Acres PLC) | Long | ABS-other | KY | $3M | – | 0.01 |
| AES Corp. (AES CORP/THE) | Long | Debt | US | $26M | – | 0.11 |
| AES Corp. (AES CORP/THE) | Long | Debt | US | $4M | – | 0.02 |
| Aesf Vi Verdi, LP | Long | ABS-other | US | $5M | – | 0.02 |
| Air Canada | Long | Debt | CA | $19M | – | 0.08 |
| Air Canada | Long | Loan | CA | $3M | – | 0.01 |
| Albertsons Companies Incorporated / Safeway Inc / New Albertsons Limited Partnership / Albertsons LL (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $5M | – | 0.02 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $14M | – | 0.06 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $8M | – | 0.03 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $3M | – | 0.01 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $3M | – | 0.01 |
| Alexander Funding Trust II (ALEXANDER FUND TRUST II) | Long | Debt | US | $13M | – | 0.05 |
| Aligned Data Centers Issuer LLC | Long | ABS-other | US | $44M | – | 0.18 |
| Aligned Data Centers Issuer LLC (Aligned Data Centers Issuers L) | Long | ABS-other | US | $3M | – | 0.01 |
| Aligned Data Centers Issuer LLC (Aligned Data Centers Issuers L) | Long | ABS-other | US | $1M | – | 0.01 |
| Allegro CLO VII Ltd. (Allegro CLO Ltd) | Long | ABS-other | KY | $3M | – | 0.01 |
| Alliance Bancorp Trust | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| Alt-2 Structured Trust | Long | Debt | US | $40M | – | 0.17 |
| Alternative Loan Trust (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| Alternative Loan Trust (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Alternative Loan Trust (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Alternative Loan Trust (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $539K | – | 0.00 |
| Altice France S.A. (ALTICE FRANCE SA) | Long | Debt | FR | $12M | – | 0.05 |
| Altice France S.A. (ALTICE FRANCE SA) | Long | Debt | FR | $1M | – | 0.01 |
| Altria Group, Inc. (ALTRIA GROUP INC) | Long | Debt | US | $19M | – | 0.08 |
| Altria Group, Inc. (ALTRIA GROUP INC) | Long | Debt | US | $17M | – | 0.07 |
| Amazon.com Inc | Long | Debt | US | $5M | – | 0.02 |
| American Airlines Class AA Pass Through Trust (AMER AIRLINE 17-2 AA PTT) | Long | Debt | US | $7M | – | 0.03 |
| American Airlines Class AA Pass Through Trust (AMER AIRLINE 16-2 AA PTT) | Long | Debt | US | $4M | – | 0.02 |
| American Airlines Class AA Pass Through Trust (AMER AIRLINE 16-3 AA PTT) | Long | Debt | US | $3M | – | 0.01 |
| American Airlines Class AA Pass Through Trust (AMER AIRLINE 19-1AA PTT) | Long | Debt | US | $129K | – | 0.00 |
| American Home Mortgage Assets Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| American Home Mortgage Assets Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| American Home Mortgage Assets Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| American Home Mortgage Investment Trust | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| American National Group LLC | Long | Debt | US | $2M | – | 0.01 |
| American National Group, Inc. | Long | Debt | US | $8M | – | 0.03 |
| Americo Life, Inc. (AMERICO LIFE INC) | Long | Debt | US | $26M | – | 0.11 |
| AmeriGas Partners Limited Partnership / AmeriGas Finance Corp. (AMERIGAS PART/FIN CORP) | Long | Debt | US | $11M | – | 0.04 |
| AmeriGas Partners Limited Partnership / AmeriGas Finance Corp. (AMERIGAS PART/FIN CORP) | Long | Debt | US | $2M | – | 0.01 |
| Ameriquest Mortgage Securities Trust (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Ameriquest Mortgage Securities Trust (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| AmFam Holdings, Inc. (AMFAM HOLDINGS INC) | Long | Debt | US | $15M | – | 0.06 |
| AmFam Holdings, Inc. (AMFAM HOLDINGS INC) | Long | Debt | US | $6M | – | 0.02 |
| Anchorage Credit Funding 13 Ltd. (Anchorage Credit Funding Ltd.) | Long | ABS-other | KY | $2M | – | 0.01 |
| Anchorage Credit Funding 13 Ltd. (Anchorage Credit Funding Ltd.) | Long | ABS-other | KY | $2M | – | 0.01 |
| Anchorage Credit Funding 4 Ltd. (Anchorage Credit Funding Ltd.) | Long | ABS-other | KY | $101M | – | 0.42 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Angel Oak Mortgage Trust 2024-4 | Long | ABS-mortgage backed security | US | $31M | – | 0.13 |
| Angel Oak Mortgage Trust 2024-4 | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| Angel Oak Mortgage Trust 2024-4 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Anglo American Capital plc | Long | Debt | GB | $21M | – | 0.09 |
| Anglo American Capital plc | Long | Debt | GB | $15M | – | 0.06 |
| Anglo American Capital plc | Long | Debt | GB | $10M | – | 0.04 |
| Anglo American Capital plc | Long | Debt | GB | $6M | – | 0.02 |
| Aon North America, Inc. (AON NORTH AMERICA INC) | Long | Debt | US | $22M | – | 0.09 |
| AP Grange Holdings (AP GRANGE HOLDINGS LLC) | Long | Debt | KY | $155M | – | 0.64 |
| AP Grange Holdings (AP GRANGE HOLDINGS LLC) | Long | Debt | KY | $16M | – | 0.07 |
| APi Group DE, Inc. (API GROUP DE INC) | Long | Debt | US | $4M | – | 0.02 |
| API Heat Transfer Intermediate (API HEAT TRANSFER PARENT LLC) | Long | Equity-common | US | $46K | 30.99 | 0.00 |
| API Heat Transfer Thermasys Corp. | Long | Loan | US | $20K | – | 0.00 |
| API Heat Transfer Thermasys Corp. | Long | Loan | US | $12K | – | 0.00 |
| Apollo Global Management, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Appalachian Power Co. | Long | Debt | US | $4M | – | 0.02 |
| Applebee's Funding LLC / IHOP Funding LLC (Applebees/IHOP Funding LLC) | Long | ABS-other | US | $22M | – | 0.09 |
| Arbys Funding LLC | Long | ABS-other | US | $87M | – | 0.36 |
| Ares Direct Lending CLO 1 LLC (Ares Direct Lending CLO LLC) | Long | ABS-other | US | $49M | – | 0.20 |
| Ares Direct Lending CLO 1 LLC (Ares Direct Lending CLO LLC) | Long | ABS-other | US | $10M | – | 0.04 |
| Ares Finance Company II LLC (ARES FINANCE CO II LLC) | Long | Debt | US | $48M | – | 0.20 |
| Ares Finance Company IV LLC (ARES FINANCE CO IV LLC) | Long | Debt | US | $2M | – | 0.01 |
| Aretec Group, Inc. (ARETEC GROUP INC) | Long | Debt | US | $9M | – | 0.04 |
| Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Arsenal AIC Parent LLC | Long | Loan | US | $2M | – | 0.01 |
| ASG Resecuritization Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Asset-Backed Securities Corporation Home Equity Loan Trust Series AEG (Asset Backed Securities Corp H) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Assurant, Inc. (ASSURANT INC) | Long | Debt | US | $30M | – | 0.13 |
| Assurant, Inc. (ASSURANT INC) | Long | Debt | US | $2M | – | 0.01 |
| Assurant, Inc. (ASSURANT INC) | Long | Equity-preferred | US | $297K | 14K | 0.00 |
| Assured Guaranty US Holdings, Inc. (ASSURED GUARANTY US HLDG) | Long | Debt | US | $9M | – | 0.04 |
| Aston FinCo SARL (ASTON TOPCO LTD) | Long | Loan | LU | $7M | – | 0.03 |
| Aston FinCo SARL (ASTON TOPCO LTD) | Long | Loan | LU | $676K | – | 0.00 |
| AT&T Mobility II LLC | Long | Equity-preferred | US | $47M | 47K | 0.19 |
| Athene Global Funding | Long | Debt | US | $10M | – | 0.04 |
| Athene Global Funding | Long | Debt | US | $1M | – | 0.01 |
| Athene Global Funding | Long | Debt | US | $503K | – | 0.00 |
| Athene Global Funding | Long | Debt | US | $329K | – | 0.00 |
| Atlantic Marine Corporations Communities LLC (ATLANTIC MARINE CORP COM) | Long | Debt | US | $10M | – | 0.04 |
| Atlantic Marine Corporations Communities LLC (ATLANTIC MARINE CORP COM) | Long | Debt | US | $624K | – | 0.00 |
| Atlas Mara Ltd. | Long | Debt | VG | $0.54 | – | 0.00 |
| Atlas Senior Loan Fund IX Ltd. (Atlas Senior Loan Fund LTD) | Long | ABS-other | KY | $10K | – | 0.00 |
| Atlassian Corp. (ATLASSIAN CORPORATION) | Long | Debt | US | $17M | – | 0.07 |
| Aurora Military Housing LLC (AURORA MILITARY HOUS III) | Long | Debt | US | $2M | – | 0.01 |
| Australia & New Zealand Banking Group Ltd. (AUST & NZ BANKING GROUP) | Long | Debt | AU | $1M | – | 0.01 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $16M | – | 0.07 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $11M | – | 0.05 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $8M | – | 0.03 |
| Avnet, Inc. (AVNET INC) | Long | Debt | US | $1M | – | 0.01 |
| Axalta Coating Systems Dutch Holding B BV | Long | Debt | NL | $2M | – | 0.01 |
| AZ Battery Property LLC | Long | Debt | US | $17M | – | 0.07 |
| Babson CLO Ltd. | Long | ABS-other | KY | $39K | – | 0.00 |
| Bain Capital, LP (BAIN CAPITAL HOLDINGS (GP) LLC) | Long | Debt | US | $25M | – | 0.10 |
| Bain Capital, LP (BAIN CAPITAL HOLDINGS (GP) LLC) | Long | Debt | US | $15M | – | 0.06 |
| Ball Corp. | Long | Debt | US | $4M | – | 0.02 |
| Banco Santander S.A. (BANCO SANTANDER SA) | Long | Debt | ES | $1M | – | 0.00 |
| BANK | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BANK | Long | ABS-mortgage backed security | US | $654K | – | 0.00 |
| BANK | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| Bank of America Corp. | Long | Equity-preferred | US | $26M | 28M | 0.11 |
| Bank of America Corp. | Long | Debt | US | $25M | – | 0.10 |
| Bank of America Corp. | Long | Debt | US | $2M | – | 0.01 |
| Bank of America Merrill Lynch Commercial Mortgage Trust (Banc of America Commercial Mor) | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| Bank of America Merrill Lynch Commercial Mortgage Trust (Banc of America Commercial Mor) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Bank of New York Mellon Corp. (BANK OF NY MELLON CORP) | Long | Equity-preferred | US | $60M | 65M | 0.25 |
| Barclays plc | Long | Debt | GB | $1M | – | 0.00 |
| BAT Capital Corp. | Long | Debt | US | $6M | – | 0.02 |
| BAT Capital Corp. | Long | Debt | US | $2M | – | 0.01 |
| BBCMS Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BCC Middle Market CLO LLC | Long | ABS-other | KY | $30M | – | 0.13 |
| BCP V Modular Services Holdings IV Ltd. (BCP V MODULAR SERVICES FINANCE PLC) | Long | Loan | GB | $12M | – | 0.05 |
| BDS Ltd. | Long | ABS-other | KY | $19M | – | 0.08 |
| BDS Ltd. | Long | ABS-other | KY | $4M | – | 0.02 |
| Beacon Roofing Supply, Inc. (BEACON ROOFING SUPPLY IN) | Long | Debt | US | $6M | – | 0.02 |
| Beacon Roofing Supply, Inc. (BEACON ROOFING SUPPLY INC) | Long | Loan | US | $2M | – | 0.01 |
| Beacon Roofing Supply, Inc. (BEACON ROOFING SUPPLY IN) | Long | Debt | US | $2M | – | 0.01 |
| Bear Stearns Asset-Backed Securities I Trust (Bear Stearns Asset Backed Secu) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Bear Stearns Asset-Backed Securities I Trust (Bear Stearns Asset Backed Secu) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Belrose Funding Trust | Long | Debt | US | $31M | – | 0.13 |
| Belvoir Land LLC | Long | Debt | US | $5M | – | 0.02 |
| BENCHMARK Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BENCHMARK Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BENCHMARK Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BENCHMARK Mortgage Trust | Long | ABS-mortgage backed security | US | $682K | – | 0.00 |
| BENCHMARK Mortgage Trust | Long | ABS-mortgage backed security | US | $643K | – | 0.00 |
| Berry Global, Inc. (BERRY GLOBAL INC) | Long | Debt | US | $21M | – | 0.09 |
| Berry Global, Inc. (BERRY GLOBAL INC) | Long | Debt | US | $9M | – | 0.04 |
| Beth Israel Lahey Health, Inc. | Long | Debt | US | $2M | – | 0.01 |
| BGC Group, Inc. (BGC GROUP INC) | Long | Debt | US | $1M | – | 0.01 |
| Bib Merchant Voucher Receivables Ltd. | Long | ABS-other | US | $13M | – | 0.06 |
| Black Hills Corp. | Long | Debt | US | $9M | – | 0.04 |
| Black Hills Corp. | Long | Debt | US | $5M | – | 0.02 |
| Black Hills Corp. | Long | Debt | US | $915K | – | 0.00 |
| Blackstone Holdings Finance Company LLC | Long | Debt | US | $1M | – | 0.01 |
| Block, Inc. (BLOCK INC) | Long | Debt | US | $8M | – | 0.03 |
| Blue Owl Capital GP LLC (BLUE OWL GP STAKES V ISSUER) | Long | Debt | US | $15M | – | 0.06 |
| Blue Owl Capital GP LLC (BLUE OWL GP STAKES V ISSUER) | Long | Debt | US | $15M | – | 0.06 |
| Blue Owl Capital GP LLC (BLUE OWL GP STAKES V ISSUER) | Long | Debt | US | $8M | – | 0.03 |
| Blue Owl Capital GP LLC (BLUE OWL GP STAKES V ISSUER) | Long | Debt | US | $8M | – | 0.03 |
| Blue Owl Finance LLC | Long | Debt | US | $9M | – | 0.04 |
| Blue Ribbon LLC (BLUE RIBBON LLC (USA)) | Long | Loan | US | $10M | – | 0.04 |
| Blue Stream Issuer LLC (Blue Stream Issuer, LLC) | Long | ABS-other | US | $7M | – | 0.03 |
| BMP 2024-MF23 (BMP Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| BNP Paribas S.A. | Long | Debt | FR | $16M | – | 0.07 |
| BNP Paribas S.A. | Long | Debt | FR | $2M | – | 0.01 |
| Boardwalk Pipelines, LP (BOARDWALK PIPELINES LP) | Long | Debt | US | $7M | – | 0.03 |
| Boeing Co. | Long | Debt | US | $15M | – | 0.06 |
| Boeing Co. | Long | Debt | US | $12M | – | 0.05 |
| Boost Newco Borrower LLC | Long | Debt | US | $3M | – | 0.01 |
| Booz Allen Hamilton, Inc. (BOOZ ALLEN HAMILTON INC) | Long | Debt | US | $11M | – | 0.04 |
| Booz Allen Hamilton, Inc. (BOOZ ALLEN HAMILTON INC) | Long | Debt | US | $4M | – | 0.02 |
| Boyce Park CLO Ltd. (Boyce Park CLO, LLC) | Long | ABS-other | JE | $9M | – | 0.04 |
| BP Capital Markets plc | Long | Debt | US | $71M | – | 0.29 |
| BP Holdco LLC | Long | Equity-common | US | $644.86 | 532 | 0.00 |
| BPCE S.A. (BPCE SA) | Long | Debt | FR | $11M | – | 0.04 |
| BPCE S.A. (BPCE SA) | Long | Debt | FR | $8M | – | 0.03 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $74M | – | 0.31 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $22M | – | 0.09 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Brink's Co. (BRINK'S CO/THE) | Long | Debt | US | $23M | – | 0.09 |
| Brink's Co. (BRINK'S CO/THE) | Long | Debt | US | $14M | – | 0.06 |
| British Air 20-1 A (BRITISH AIR 20-1 A PTT) | Long | Debt | US | $156K | – | 0.00 |
| British Airways Class A Pass Through Trust (BRITISH AIR 21-1 A PPT) | Long | Debt | US | $12M | – | 0.05 |
| British Airways Class A Pass Through Trust (BRITISH AIR 20-1 A PPT) | Long | Debt | US | $4M | – | 0.02 |
| British Telecommunications plc | Long | Debt | GB | $43M | – | 0.18 |
| British Telecommunications plc | Long | Debt | GB | $8M | – | 0.03 |
| British Telecommunications plc | Long | Debt | GB | $3M | – | 0.01 |
| Broadcom, Inc. (BROADCOM INC) | Long | Debt | US | $31M | – | 0.13 |
| Broadcom, Inc. (BROADCOM INC) | Long | Debt | US | $2M | – | 0.01 |
| Broadridge Financial Solutions, Inc. | Long | Debt | US | $1M | – | 0.00 |
| Brookfield Capital Finance LLC | Long | Debt | US | $17M | – | 0.07 |
| Brookfield Finance LLC / Brookfield Finance, Inc. (BROOKFLD FIN LLC/FIN INC) | Long | Debt | US | $5M | – | 0.02 |
| Brookfield Finance, Inc. (BROOKFIELD FINANCE INC) | Long | Debt | CA | $9M | – | 0.04 |
| Brookfield Finance, Inc. (BROOKFIELD FINANCE INC) | Long | Debt | CA | $8M | – | 0.03 |
| Brookfield Finance, Inc. (BROOKFIELD FINANCE INC) | Long | Debt | CA | $7M | – | 0.03 |
| Brookfield Finance, Inc. (BROOKFIELD FINANCE INC) | Long | Debt | CA | $6M | – | 0.03 |
| Brookfield Finance, Inc. (BROOKFIELD FINANCE INC) | Long | Debt | CA | $4M | – | 0.02 |
| Brookfield Finance, Inc. (BROOKFIELD FINANCE INC) | Long | Debt | CA | $2M | – | 0.01 |
| Brooklyn Union Gas Co. | Long | Debt | US | $11M | – | 0.05 |
| Brooklyn Union Gas Co. | Long | Debt | US | $980K | – | 0.00 |
| Brown & Brown, Inc. (BROWN & BROWN INC) | Long | Debt | US | $21M | – | 0.09 |
| Brown & Brown, Inc. (BROWN & BROWN INC) | Long | Debt | US | $47K | – | 0.00 |
| Brown Group Holding LLC (SIGNATURE AVIATION US HOLDCO LP) | Long | Loan | US | $5M | – | 0.02 |
| Brown Group Holding LLC (SIGNATURE AVIATION US HOLDCO LP) | Long | Loan | US | $4M | – | 0.02 |
| BRSP Ltd. (BrightSpire Capital, Inc) | Long | ABS-other | KY | $4M | – | 0.02 |
| Brunswick Corp. | Long | Debt | US | $2M | – | 0.01 |
| BSPDF Issuer Ltd. (BSPDF 2021-FL1 Issuer Ltd) | Long | ABS-other | KY | $14M | – | 0.06 |
| BSPDF Issuer Ltd. (BSPDF 2021-FL1 Issuer Ltd) | Long | ABS-other | KY | $6M | – | 0.03 |
| BSPDF Issuer Ltd. (BSPDF 2021-FL1 Issuer Ltd) | Long | ABS-other | KY | $3M | – | 0.01 |
| BSPRT Issuer Ltd. (BSPRT Issuer, Ltd.) | Long | ABS-other | KY | $7M | – | 0.03 |
| BSPRT Issuer Ltd. (BSPRT Issuer, Ltd.) | Long | ABS-other | KY | $5M | – | 0.02 |
| BSPRT Issuer Ltd. (BSPRT Issuer, Ltd.) | Long | ABS-other | KY | $5M | – | 0.02 |
| Buckeye Partners, LP (BUCKEYE PARTNERS LP) | Long | Debt | US | $4M | – | 0.02 |
| Builders FirstSource, Inc. (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $51M | – | 0.21 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $59M | – | 0.25 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $51M | – | 0.21 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $21M | – | 0.09 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| BXMT Ltd. | Long | ABS-other | KY | $37M | – | 0.15 |
| BXMT Ltd. | Long | ABS-other | KY | $23M | – | 0.09 |
| BXMT Ltd. | Long | ABS-other | KY | $14M | – | 0.06 |
| BXMT Ltd. | Long | ABS-other | KY | $14M | – | 0.06 |
| BXMT Ltd. | Long | ABS-other | KY | $10M | – | 0.04 |
| BXMT Ltd. | Long | ABS-other | KY | $6M | – | 0.02 |
| BXMT Ltd. | Long | ABS-other | KY | $5M | – | 0.02 |
| C-BASS Mortgage Loan Trust (Credit-Based Asset Servicing a) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| California Public Finance Authority Revenue Bonds (CALIFORNIA PUBLIC FIN AUTH REV) | Long | Debt | US | $6M | – | 0.03 |
| California Public Finance Authority Revenue Bonds (CALIFORNIA PUBLIC FIN AUTH MF) | Long | Debt | US | $3M | – | 0.01 |
| California Statewide Communities Development Authority Revenue Bonds (CALIFORNIA STWD CMNTYS DEV AUT) | Long | Debt | US | $11M | – | 0.05 |
| Capital Automotive REIT | Long | ABS-other | US | $20M | – | 0.08 |
| Capital Automotive REIT | Long | ABS-other | US | $14M | – | 0.06 |
| Capital Automotive REIT | Long | ABS-other | US | $5M | – | 0.02 |
| Capital Automotive REIT | Long | ABS-other | US | $3M | – | 0.01 |
| Capital One Financial Corp. | Long | Debt | US | $23M | – | 0.10 |
| Capital One Financial Corp. | Long | Debt | US | $3M | – | 0.01 |
| Capital One Financial Corp. | Long | Debt | US | $995K | – | 0.00 |
| Capmark Military Housing Trust | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| Capmark Military Housing Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Capmark Military Housing Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Capmark Military Housing Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Capmark Military Housing Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CapStone Acquisition Holdings, Inc. (CAPSTONE ACQUISITION HOLDINGS INC) | Long | Loan | US | $8M | – | 0.03 |
| CapStone Acquisition Holdings, Inc. (CAPSTONE ACQUISITION HOLDINGS INC) | Long | Loan | US | $451K | – | 0.00 |
| Carlyle Direct Lending CLO 2015-1R LLC (CARLYLE GMS FINANCE MM CLO LLC) | Long | ABS-other | US | $29M | – | 0.12 |
| Carlyle Direct Lending CLO 2015-1R LLC (CARLYLE GMS FINANCE MM CLO LLC) | Long | ABS-other | US | $8M | – | 0.03 |
| Carlyle Global Market Strategies CLO Ltd. | Long | ABS-other | KY | $2M | – | 0.01 |
| Carpenter Technology Corp. | Long | Debt | US | $178K | – | 0.00 |
| CARS-DB4, LP (Capital Automotive Reit) | Long | ABS-other | US | $17M | – | 0.07 |
| CARS-DB4, LP (Capital Automotive Reit) | Long | ABS-other | US | $3M | – | 0.01 |
| CARS-DB4, LP (Capital Automotive Reit) | Long | ABS-other | US | $2M | – | 0.01 |
| CARS-DB7, LP (Capital Automotive Reit) | Long | ABS-other | US | $4M | – | 0.02 |
| Cascade Funding Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Cascade Funding Mortgage Trust | Long | ABS-mortgage backed security | US | $761K | – | 0.00 |
| Castlelake Aircraft Securitization Trust (Castlelake Aircraft Structured) | Long | ABS-other | US | $5M | – | 0.02 |
| Castlelake Aircraft Structured Trust (Castlelake Aircraft Securitiza) | Long | ABS-other | US | $29M | – | 0.12 |
| Catalent Pharma Solutions, Inc. | Long | Debt | US | $9M | – | 0.04 |
| Catalent Pharma Solutions, Inc. | Long | Debt | US | $6M | – | 0.03 |
| CBRE Services, Inc. (CBRE SERVICES INC) | Long | Debt | US | $9M | – | 0.04 |
| CBS Studio Center (CML - CBS STUDIOS) | Long | Debt | US | $34M | – | 0.14 |
| CD Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $677K | – | 0.00 |
| CD Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $633K | – | 0.00 |
| CD Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $783K | – | 0.00 |
| CD Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| CD Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| CD&R Smokey Buyer, Inc. (CD&R SMOKEY BUYER INC) | Long | Debt | US | $18M | – | 0.07 |
| CDW LLC / CDW Finance Corp. (CDW LLC/CDW FINANCE) | Long | Debt | US | $994K | – | 0.00 |
| Ceamer Finance LLC (CITADEL ENTERPRISE AMERICAS LLC) | Long | ABS-other | US | $16M | – | 0.07 |
| Ceamer Finance LLC (CITADEL ENTERPRISE AMERICAS LLC) | Long | ABS-other | US | $7M | – | 0.03 |
| Central Garden & Pet Co. | Long | Debt | US | $3M | – | 0.01 |
| Central Storage Safety Project Trust (CENTRAL STORAGE TRUST) | Long | Debt | US | $15M | – | 0.06 |
| Central Texas Turnpike System Revenue Bonds (TEXAS ST TRANSPRTN COMMISSION) | Long | Debt | US | $2M | – | 0.01 |
| Central Washington University Revenue Bonds (CENTRL WA UNIV SYS REVENUE) | Long | Debt | US | $2M | – | 0.01 |
| Cerberus Loan Funding XL LLC | Long | ABS-other | US | $65M | – | 0.27 |
| Cerberus Loan Funding XL LLC | Long | ABS-other | US | $5M | – | 0.02 |
| Cerberus Loan Funding XLII LLC | Long | ABS-other | US | $55M | – | 0.23 |
| Cerberus Loan Funding XLII LLC | Long | ABS-other | US | $16M | – | 0.06 |
| Cerberus Loan Funding XLIV LLC | Long | ABS-other | US | $51M | – | 0.21 |
| Cerberus Loan Funding XLIV LLC | Long | ABS-other | US | $25M | – | 0.10 |
| Cerberus Loan Funding XLV LLC | Long | ABS-other | US | $76M | – | 0.31 |
| Cerberus Loan Funding XLV LLC | Long | ABS-other | US | $12M | – | 0.05 |
| Cerberus Loan Funding XLVI, LP | Long | ABS-other | US | $16M | – | 0.07 |
| Cerberus Loan Funding XLVI, LP | Long | ABS-other | US | $6M | – | 0.02 |
| Cerberus Loan Funding XLVII LLC | Long | ABS-other | US | $44M | – | 0.18 |
| Cerberus Loan Funding XLVII LLC | Long | ABS-other | US | $5M | – | 0.02 |
| Cerberus Loan Funding XXXI, LP | Long | ABS-other | KY | $22M | – | 0.09 |
| Cerberus Loan Funding XXXI, LP | Long | ABS-other | KY | $12M | – | 0.05 |
| Cerberus Loan Funding XXXII, LP | Long | ABS-other | KY | $65M | – | 0.27 |
| Cerberus Loan Funding XXXII, LP | Long | ABS-other | KY | $21M | – | 0.09 |
| Cerberus Loan Funding XXXII, LP | Long | ABS-other | KY | $19M | – | 0.08 |
| Cerberus Loan Funding XXXIII, LP | Long | ABS-other | KY | $48M | – | 0.20 |
| Cerberus Loan Funding XXXIII, LP | Long | ABS-other | KY | $10M | – | 0.04 |
| Cerberus Loan Funding XXXV, LP | Long | ABS-other | KY | $42M | – | 0.17 |
| Cerberus Loan Funding XXXV, LP | Long | ABS-other | KY | $8M | – | 0.03 |
| Cerberus Loan Funding XXXVIII, LP | Long | ABS-other | US | $17M | – | 0.07 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $20M | – | 0.08 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $9M | – | 0.04 |
| CF Hippolyta LLC (CF Hippolyta Issuer LLC) | Long | ABS-other | US | $4M | – | 0.01 |
| CFCRE Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $460K | – | 0.00 |
| CFMT LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| CGI, Inc. (CGI INC) | Long | Debt | CA | $13M | – | 0.05 |
| CGMS Commercial Mortgage Trust (Citigroup Commercial Mortgage) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Charles Schwab Corp. | Long | Equity-preferred | US | $63M | 74M | 0.26 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $14M | – | 0.06 |
| Cheniere Energy Partners, LP | Long | Debt | US | $9M | – | 0.04 |
| Cheniere Energy Partners, LP | Long | Debt | US | $3M | – | 0.01 |
| Cheniere Energy, Inc. (CHENIERE ENERGY INC) | Long | Debt | US | $12M | – | 0.05 |
| CHEST (CHESTERFIELD FINANCIAL HOLDING CHEST_23-1) | Long | ABS-other | US | $18M | – | 0.08 |
| Choice Hotels International, Inc. (CHOICE HOTELS INTL INC) | Long | Debt | US | $43M | – | 0.18 |
| Choice Hotels International, Inc. (CHOICE HOTELS INTL INC) | Long | Debt | US | $11M | – | 0.05 |
| Citadel Securities, LP (CITADEL SECURITIES LP) | Long | Loan | US | $25M | – | 0.10 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $749K | – | 0.00 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $727K | – | 0.00 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $681K | – | 0.00 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $544K | – | 0.00 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $369K | – | 0.00 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Citigroup Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $16M | – | 0.07 |
| Citigroup Mortgage Loan Trust, Inc. | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Citigroup Mortgage Loan Trust, Inc. | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Citigroup Mortgage Loan Trust, Inc. | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Citigroup, Inc. (CITIGROUP INC) | Long | Equity-preferred | US | $30M | 31M | 0.12 |
| Citigroup, Inc. (CITIGROUP INC) | Long | Equity-preferred | US | $25M | 27M | 0.11 |
| Citigroup, Inc. (CITIGROUP INC) | Long | Equity-preferred | US | $15M | 14M | 0.06 |
| City of Chicago Illinois General Obligation Unlimited (CHICAGO IL) | Long | Debt | US | $5M | – | 0.02 |
| Clarios Global Limited Partnership / Clarios US Finance Co. (CLARIOS GLOBAL LP/US FIN) | Long | Debt | US | $17M | – | 0.07 |
| Clarios Global, LP (CLARIOS GLOBAL LP) | Long | Debt | US | $17M | – | 0.07 |
| Clarios Global, LP (CLARIOS INTERNATIONAL INC) | Long | Loan | CA | $3M | – | 0.01 |
| Clean Harbors, Inc. (CLEAN HARBORS INC) | Long | Loan | US | $18M | – | 0.08 |
| CLI Funding VIII LLC (CLI Funding LLC) | Long | ABS-other | US | $2M | – | 0.01 |
| Cliffwater Corporate Lending Fund | Long | Debt | US | $23M | – | 0.09 |
| Cloud Software Group, Inc. (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $7M | – | 0.03 |
| CMFT Net Lease Master Issuer LLC | Long | ABS-other | US | $9M | – | 0.04 |
| CMFT Net Lease Master Issuer LLC | Long | ABS-other | US | $4M | – | 0.02 |
| CMFT Net Lease Master Issuer LLC | Long | ABS-other | US | $3M | – | 0.01 |
| CMFT Net Lease Master Issuer LLC | Long | ABS-other | US | $3M | – | 0.01 |
| CNO Financial Group, Inc. (CNO FINANCIAL GROUP INC) | Long | Debt | US | $23M | – | 0.10 |
| CNO Financial Group, Inc. (CNO FINANCIAL GROUP INC) | Long | Equity-preferred | US | $14M | 715K | 0.06 |
| CNO Financial Group, Inc. (CNO FINANCIAL GROUP INC) | Long | Debt | US | $11M | – | 0.04 |
| CNO Global Funding | Long | Debt | US | $7M | – | 0.03 |
| CoBank ACB | Long | Equity-preferred | US | $3M | 3M | 0.01 |
| Cogent Communications Group, Inc. | Long | Debt | US | $16M | – | 0.07 |
| Cogent Communications Group, Inc. | Long | Debt | US | $8M | – | 0.03 |
| COLT 2024-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| COLT 2024-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| COLT 2024-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| COLT Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $39M | – | 0.16 |
| COLT Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| COLT Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| COLT Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| COLT Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $484K | – | 0.00 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $0 | – | – |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $0 | – | – |
| Commonwealth Bank of Australia (COMMONWEALTH BANK AUST) | Long | Debt | AU | $3M | – | 0.01 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $2M | – | 0.01 |
| Constellation Software, Inc. | Long | Debt | CA | $8M | – | 0.03 |
| Constellation Software, Inc. | Long | Debt | CA | $4M | – | 0.02 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $6M | – | 0.03 |
| Copper River CLO Ltd. | Long | ABS-other | KY | $150 | – | 0.00 |
| Corebridge Financial, Inc. (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $21M | – | 0.09 |
| Corebridge Financial, Inc. (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $2M | – | 0.01 |
| Corebridge Life Holdings, Inc. | Long | Debt | US | $20M | – | 0.08 |
| CoStar Group, Inc. (COSTAR GROUP INC) | Long | Debt | US | $76M | – | 0.32 |
| Countrywide Asset-Backed Certificates | Long | ABS-mortgage backed security | US | $668K | – | 0.00 |
| CPI Holdco B LLC | Long | Loan | US | $849K | – | 0.00 |
| CQP Holdco Limited Partnership / BIP-V Chinook Holdco LLC (CQP HOLDCO LP/BIP-V CHIN) | Long | Debt | US | $5M | – | 0.02 |
| Credit Agricole S.A. (CREDIT AGRICOLE SA) | Long | Debt | FR | $8M | – | 0.03 |
| Credit Suisse Mortgage Capital Certificates (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $16M | – | 0.07 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Crown Americas LLC / Crown Americas Capital Corporation VI (CROWN AMER/CAP CORP VI) | Long | Debt | US | $11M | – | 0.05 |
| CSAIL Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSAIL Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| CSAIL Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $4M | – | 0.02 |
| CSMC Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $58M | – | 0.24 |
| CSMC Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $57M | – | 0.24 |
| CSMC Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $49M | – | 0.20 |
| CSMC Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $23M | – | 0.09 |
| CURRENCY CONTRACT - Rec USD / Deliver EUR (Barclays Bank plc) | Derivative-foreign exchange | US | $362K | – | 0.00 | |
| CURRENCY CONTRACT - Rec USD / Deliver GBP (Goldman Sachs International) | Derivative-foreign exchange | US | $196K | – | 0.00 | |
| Cushman & Wakefield US Borrower LLC | Long | Debt | US | $5M | – | 0.02 |
| CVS Health Corp. | Long | Debt | US | $24M | – | 0.10 |
| CWABS Asset-Backed Certificates Trust (Countrywide Asset-Backed Certi) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Danske Bank A/S | Long | Debt | DK | $2M | – | 0.01 |
| Darling Ingredients, Inc. (DARLING INGREDIENTS INC) | Long | Debt | US | $3M | – | 0.01 |
| Datix Bidco Ltd. (DATIX BIDCO LIMITED) | Long | Loan | GB | $13M | – | 0.05 |
| Datix Bidco Ltd. (DATIX BIDCO LIMITED) | Long | Loan | US | $3M | – | 0.01 |
| Datix Bidco Ltd. (DATIX BIDCO LIMITED) | Short | Loan | US | $-0.03 | – | -0.00 |
| DaVita, Inc. (DAVITA INC) | Long | Debt | US | $127K | – | 0.00 |
| DaVita, Inc. (DAVITA INC) | Long | Debt | US | $69K | – | 0.00 |
| DBGS Mortgage Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| DBJPM Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| DCP Midstream Operating, LP | Long | Debt | US | $1M | – | 0.00 |
| Deloitte LLP (DELOITTE LLP (US)) | Long | Debt | US | $5M | – | 0.02 |
| Delta Air Lines, Inc. (DELTA AIR LINES INC) | Long | Debt | US | $47M | – | 0.20 |
| Delta Air Lines, Inc. / SkyMiles IP Ltd. (DELTA AIR LINES/SKYMILES) | Long | Debt | US | $22M | – | 0.09 |
| Delta Air Lines, Inc. / SkyMiles IP Ltd. (DELTA AIR LINES/SKYMILES) | Long | Debt | US | $4M | – | 0.02 |
| Demeter Investments BV (SWISS RE AG) | Long | Debt | CH | $5M | – | 0.02 |
| Depository Trust & Clearing Corp. | Long | Equity-preferred | US | $4M | 5M | 0.02 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Deutsche Bank AG NY (DEUTSCHE BANK NY) | Long | Debt | DE | $2M | – | 0.01 |
| Dispatch Terra Acquisition LLC | Long | Loan | US | $3M | – | 0.01 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $7M | – | 0.03 |
| Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares | Long | Short-term investment vehicle | US | $7M | 7M | 0.03 |
| Dreyfus Treasury Securities Cash Management Fund - Institutional Shares | Long | Short-term investment vehicle | US | $184M | 184M | 0.76 |
| Dryden 36 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-other | KY | $15M | – | 0.06 |
| Dryden 37 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-other | KY | $7M | – | 0.03 |
| Dryden XXVI Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-other | KY | $4M | – | 0.01 |
| DT Midstream, Inc. (DT MIDSTREAM INC) | Long | Debt | US | $3M | – | 0.01 |
| DT Midstream, Inc. (DT MIDSTREAM INC) | Long | Debt | US | $508K | – | 0.00 |
| DTE Energy Co. | Long | Debt | US | $9M | – | 0.04 |
| Duke Energy Ohio, Inc. (DUKE ENERGY OHIO INC) | Long | Debt | US | $964K | – | 0.00 |
| Dun & Bradstreet (STAR INTERMEDIATE III INC) | Long | Loan | US | $4M | – | 0.02 |
| Dyal Capital Partners III (BLUE OWL GP STAKES III) | Long | Debt | US | $15M | – | 0.06 |
| Dyal Capital Partners III (BLUE OWL GP STAKES III) | Long | Debt | US | $9M | – | 0.04 |
| Dyal Capital Partners III (A) LP (BLUE OWL GP STAKES III) | Long | Debt | US | $6M | – | 0.02 |
| Dyal Capital Partners III (B) LP (BLUE OWL GP STAKES III) | Long | Debt | US | $5M | – | 0.02 |
| Dyal Capital Partners IV (DYAL CAPITAL PARTNERS IV LP) | Long | Debt | US | $23M | – | 0.09 |
| Dyal Capital Partners IV (DYAL CAPITAL PARTNERS IV LP) | Long | Debt | US | $12M | – | 0.05 |
| Eastern Gas Transmission & Storage, Inc. | Long | Debt | US | $420K | – | 0.00 |
| Eisner Advisory Group | Long | Loan | US | $16M | – | 0.07 |
| Elanco Animal Health, Inc. (ELANCO ANIMAL HEALTH INC) | Long | Loan | US | $2M | – | 0.01 |
| Element Fleet Management Corp. | Long | Debt | CA | $22M | – | 0.09 |
| EMRLD Borrower, LP (EMERSON CLIMATE TECHNOLOGIES INC) | Long | Loan | US | $18M | – | 0.08 |
| EMRLD Borrower, LP (EMRLD BORROWER LP) | Long | Loan | US | $8M | – | 0.03 |
| Enbridge, Inc. (ENBRIDGE INC) | Long | Debt | CA | $22M | – | 0.09 |
| Encore Capital Group, Inc. (ENCORE CAPITAL GROUP INC) | Long | Debt | US | $10M | – | 0.04 |
| Endo Luxembourg Finance Co I SARL / Endo US, Inc. (AQUILA FDG LLC FDG_24-1) | Long | ABS-other | US | $16M | – | 0.07 |
| Enel Finance International N.V. (ENEL FINANCE INTL NV) | Long | Debt | NL | $13M | – | 0.05 |
| Energizer Holdings, Inc. (ENERGIZER HOLDINGS INC) | Long | Loan | US | $450K | – | 0.00 |
| Energy Transfer, LP (ENERGY TRANSFER LP) | Long | Debt | US | $11M | – | 0.05 |
| Energy Transfer, LP (ENERGY TRANSFER LP) | Long | Debt | US | $8M | – | 0.03 |
| Energy Transfer, LP (ENERGY TRANSFER LP) | Long | Debt | US | $3M | – | 0.01 |
| Energy Transfer, LP (ENERGY TRANSFER LP) | Long | Debt | US | $1M | – | 0.00 |
| Energy Transfer, LP (ENERGY TRANSFER LP) | Long | Debt | US | $493K | – | 0.00 |
| EnerSys | Long | Debt | US | $5M | – | 0.02 |
| EnLink Midstream Partners, LP | Long | Debt | US | $1M | – | 0.01 |
| Enpro, Inc. (ENPRO INC) | Long | Debt | US | $5M | – | 0.02 |
| Enstar Group Ltd. | Long | Debt | BM | $1M | – | 0.01 |
| Enstar Group Ltd. | Long | Debt | BM | $1M | – | 0.00 |
| Entain Holdings (Gibraltar) Ltd. (ENTAIN PLC) | Long | Loan | GI | $8M | – | 0.03 |
| Entergy Texas, Inc. (ENTERGY TEXAS INC) | Long | Debt | US | $2M | – | 0.01 |
| Equinix Europe 2 Financing Corporation LLC (EQUINIX EU 2 FINANCING C) | Long | Debt | US | $22M | – | 0.09 |
| Equitable Holdings, Inc. (EQUITABLE HOLDINGS INC) | Long | Equity-preferred | US | $70M | 71M | 0.29 |
| Equitable Holdings, Inc. (EQUITABLE HOLDINGS INC) | Long | Debt | US | $62K | – | 0.00 |
| Extended Stay America Trust | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| Extended Stay America Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| F&G Global Funding | Long | Debt | US | $715K | – | 0.00 |
| F&G Global Funding | Long | Debt | US | $686K | – | 0.00 |
| Fair Isaac Corp. | Long | Debt | US | $15M | – | 0.06 |
| Fairfax Financial Holdings Ltd. (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $36M | – | 0.15 |
| Fairfax Financial Holdings Ltd. (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $13M | – | 0.05 |
| Falcon Aerospace Ltd. | Long | ABS-other | KY | $7M | – | 0.03 |
| Falcon Aerospace Ltd. | Long | ABS-other | US | $2M | – | 0.01 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $188M | – | 0.78 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $157M | – | 0.65 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $154M | – | 0.64 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $151M | – | 0.63 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $116M | – | 0.48 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $110M | – | 0.46 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $77M | – | 0.32 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $75M | – | 0.31 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $74M | – | 0.31 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $62M | – | 0.26 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $61M | – | 0.25 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $31M | – | 0.13 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $28M | – | 0.12 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $27M | – | 0.11 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $26M | – | 0.11 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $23M | – | 0.09 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $20M | – | 0.08 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $991K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $944K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $909K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $800K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $789K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $754K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $705K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $612K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $607K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $565K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $557K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $534K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $525K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $521K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $444K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $424K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $265K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| FARM Mortgage Trust (Farmer Mac Agricultural Real E) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Federal Farm Credit Bank | Long | Debt | US | $1M | – | 0.01 |
| Federal Farm Credit Bank | Long | Debt | US | $1M | – | 0.00 |
| Federal Farm Credit Bank | Long | Debt | US | $534K | – | 0.00 |
| Federal Farm Credit Bank | Long | Debt | US | $490K | – | 0.00 |
| Federal Farm Credit Bank | Long | Debt | US | $198K | – | 0.00 |
| Federal Farm Credit Bank | Long | Debt | US | $184K | – | 0.00 |
| Federal Farm Credit Bank | Long | Debt | US | $128K | – | 0.00 |
| Federal Farm Credit Bank | Long | Debt | US | $108K | – | 0.00 |
| Federal Farm Credit Bank | Long | Debt | US | $91K | – | 0.00 |
| Federal Farm Credit Bank | Long | Debt | US | $58K | – | 0.00 |
| Federal Home Loan Bank (FED HOME LN DISCOUNT NT) | Long | Debt | US | $450K | – | 0.00 |
| Federal Home Loan Bank | Long | Debt | US | $376K | – | 0.00 |
| Federal Home Loan Bank | Long | Debt | US | $288K | – | 0.00 |
| Federated Hermes U.S. Treasury Cash Reserves Fund - Institutional Shares (Federated Hermes US Treasury C) | Long | Short-term investment vehicle | US | $5M | 5M | 0.02 |
| Ferguson Finance plc | Long | Debt | GB | $16M | – | 0.07 |
| Ferguson Finance plc | Long | Debt | GB | $5M | – | 0.02 |
| Fidelity & Guaranty Life Holdings, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Fidelity National Financial, Inc. (FIDELITY NATL FINANCIAL) | Long | Debt | US | $39M | – | 0.16 |
| Fidelity National Financial, Inc. (FIDELITY NATL FINANCIAL) | Long | Debt | US | $2M | – | 0.01 |
| FIGRE Trust | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| FIGRE Trust 2024-HE2 | Long | ABS-mortgage backed security | US | $39M | – | 0.16 |
| First American Financial Corp. | Long | Debt | US | $37M | – | 0.15 |
| First American Financial Corp. | Long | Debt | US | $9M | – | 0.04 |
| First Brands Group LLC | Long | Loan | US | $24M | – | 0.10 |
| First Franklin Mortgage Loan Trust (First Franklin Mtg Loan Asset) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| First NLC Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| First NLC Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| First Republic Bank | Long | Equity-preferred | US | $47K | 2M | 0.00 |
| First Republic Bank | Long | Equity-preferred | US | $6K | 277K | 0.00 |
| FirstKey Homes Trust | Long | ABS-other | US | $21M | – | 0.09 |
| FirstKey Homes Trust | Long | ABS-other | US | $19M | – | 0.08 |
| FirstKey Homes Trust | Long | ABS-other | US | $12M | – | 0.05 |
| FirstKey Homes Trust | Long | ABS-other | US | $12M | – | 0.05 |
| Fiserv, Inc. (FISERV INC) | Long | Debt | US | $21M | – | 0.09 |
| Fiserv, Inc. (FISERV INC) | Long | Debt | US | $7M | – | 0.03 |
| Fiserv, Inc. (FISERV INC) | Long | Debt | US | $4M | – | 0.01 |
| Fiserv, Inc. (FISERV INC) | Long | Debt | US | $2M | – | 0.01 |
| Five Corners Funding Trust III (FIVE CORNERS FND TR III) | Long | Debt | US | $8M | – | 0.03 |
| FLNG Liquefaction 3 LLC (FREEPORT LNG DEVELOPMENT LP) | Long | Debt | US | $49M | – | 0.20 |
| Flowserve Corp. (FLOWSERVE CORPORATION) | Long | Debt | US | $20M | – | 0.08 |
| Flowserve Corp. (FLOWSERVE CORPORATION) | Long | Debt | US | $16M | – | 0.07 |
| Flutter Entertainment plc | Long | Debt | IE | $5M | – | 0.02 |
| Flutter Treasury Designated Activity Co. (FLUTTER TREASURY DAC) | Long | Debt | IE | $26M | – | 0.11 |
| FMC Corp. | Long | Debt | US | $2M | – | 0.01 |
| Fontainbleau Vegas (FONTAINEBLEAU LAS VEGAS) | Long | ABS-other | US | $26M | – | 0.11 |
| Fort Knox Military Housing Privatization Project | Long | Debt | US | $1M | – | 0.01 |
| Fort Moore Family Communities LLC (FORT MOORE FAMILY LLC) | Long | Debt | US | $1M | – | 0.01 |
| Fortress Credit BSL XV Ltd. (Fortress Credit BSL Limited) | Long | ABS-other | JE | $35M | – | 0.14 |
| Fortress Credit Opportunities IX CLO Ltd. | Long | ABS-other | KY | $46M | – | 0.19 |
| Fortress Credit Opportunities IX CLO Ltd. | Long | ABS-other | KY | $7M | – | 0.03 |
| Fortress Credit Opportunities IX CLO Ltd. | Long | ABS-other | KY | $3M | – | 0.01 |
| Fortress Credit Opportunities XI CLO Ltd. | Long | ABS-other | KY | $20M | – | 0.08 |
| Fortress Credit Opportunities XI CLO Ltd. | Long | ABS-other | KY | $2M | – | 0.01 |
| Fortune Brands Innovations, Inc. | Long | Debt | US | $4M | – | 0.02 |
| Fortune Brands Innovations, Inc. | Long | Debt | US | $236K | – | 0.00 |
| Foundry JV Holdco LLC | Long | Debt | US | $13M | – | 0.06 |
| Foundry JV Holdco LLC | Long | Debt | US | $11M | – | 0.05 |
| Foundry JV Holdco LLC | Long | Debt | US | $7M | – | 0.03 |
| Fox Corp. | Long | Debt | US | $20M | – | 0.08 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $197M | – | 0.82 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $187M | – | 0.77 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $167M | – | 0.69 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $123M | – | 0.51 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $109M | – | 0.45 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $75M | – | 0.31 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $69M | – | 0.29 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $65M | – | 0.27 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $43M | – | 0.18 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $24M | – | 0.10 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac | Long | Debt | US | $1M | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $982K | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $809K | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $513K | – | 0.00 |
| Freddie Mac | Long | Debt | US | $424K | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $424K | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $405K | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| Freddie Mac | Long | Debt | US | $204K | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | Long | ABS-mortgage backed security | US | $60M | – | 0.25 |
| Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | Long | ABS-mortgage backed security | US | $36M | – | 0.15 |
| Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Fremont Home Loan Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fremont Home Loan Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FS KKR Capital Corp. | Long | Debt | US | $31M | – | 0.13 |
| FS KKR Capital Corp. | Long | Debt | US | $27M | – | 0.11 |
| FS Rialto (FS Rialto Issuer Ltd) | Long | ABS-other | KY | $30M | – | 0.12 |
| FS Rialto (FS Rialto Issuer Ltd) | Long | ABS-other | US | $15M | – | 0.06 |
| FS Rialto (FS Rialto Issuer Ltd) | Long | ABS-other | KY | $8M | – | 0.03 |
| FS Rialto (FS Rialto Issuer Ltd) | Long | ABS-other | US | $6M | – | 0.03 |
| GA Global Funding Trust | Long | Debt | US | $15M | – | 0.06 |
| Galaxy Pipeline Assets Bidco Ltd. | Long | Debt | JE | $33M | – | 0.14 |
| GATX Corp. | Long | Debt | US | $10M | – | 0.04 |
| GATX Corp. | Long | Debt | US | $417K | – | 0.00 |
| GATX Corp. | Long | Debt | US | $391K | – | 0.00 |
| GCAT 2024-NQM2 Trust | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| GCAT 2024-NQM2 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GCAT 2024-NQM2 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GCAT Trust | Long | ABS-mortgage backed security | US | $18M | – | 0.07 |
| GCAT Trust | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| GCAT Trust | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| GCAT Trust | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| GCAT Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GCAT Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Genesee & Wyoming, Inc. (GENESEE & WYOMING INC) | Long | Debt | US | $4M | – | 0.02 |
| Genesee & Wyoming, Inc. (G & W INTERMEDIATE HOLDINGS LLG) | Long | Loan | US | $2M | – | 0.01 |
| Ginkgo Bioworks Holdings, Inc. (GINKGO BIOWORKS HOLDINGS INC) | Derivative-equity | US | $3K | 101K | 0.00 | |
| Ginnie Mae (UNITED STATES OF AMERICA) | Long | ABS-mortgage backed security | US | $83M | – | 0.34 |
| Ginnie Mae (UNITED STATES OF AMERICA) | Long | ABS-mortgage backed security | US | $78M | – | 0.32 |
| Ginnie Mae | Long | ABS-mortgage backed security | US | $39M | – | 0.16 |
| Ginnie Mae | Long | ABS-mortgage backed security | US | $37M | – | 0.15 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| Global Atlantic Finance Co. | Long | Debt | US | $33M | – | 0.14 |
| Global Atlantic Finance Co. (GLOBAL ATLANTIC FIN CO) | Long | Debt | US | $8M | – | 0.03 |
| Global Atlantic Finance Co. (GLOBAL ATLANTIC FIN CO) | Long | Debt | US | $6M | – | 0.02 |
| Global Atlantic Finance Co. (GLOBAL ATLANTIC FIN CO) | Long | Debt | US | $5M | – | 0.02 |
| Global Payments, Inc. (GLOBAL PAYMENTS INC) | Long | Debt | US | $25M | – | 0.10 |
| Global Payments, Inc. (GLOBAL PAYMENTS INC) | Long | Debt | US | $16M | – | 0.07 |
| Global Payments, Inc. (GLOBAL PAYMENTS INC) | Long | Debt | US | $4M | – | 0.02 |
| Global Payments, Inc. (GLOBAL PAYMENTS INC) | Long | Debt | US | $1M | – | 0.01 |
| GLP Capital Limited Partnership / GLP Financing II, Inc. (GLP CAPITAL LP / FIN II) | Long | Debt | US | $49M | – | 0.20 |
| GLP Capital Limited Partnership / GLP Financing II, Inc. (GLP CAPITAL LP / FIN II) | Long | Debt | US | $21M | – | 0.09 |
| GLP Capital Limited Partnership / GLP Financing II, Inc. (GLP CAPITAL LP / FIN II) | Long | Debt | US | $3M | – | 0.01 |
| GLP Capital Limited Partnership / GLP Financing II, Inc. (GLP CAPITAL LP / FIN II) | Long | Debt | US | $435K | – | 0.00 |
| GMAC Commercial Mortgage Asset Corp. | Long | ABS-mortgage backed security | US | $20M | – | 0.08 |
| GMAC Commercial Mortgage Asset Corp. | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GMAC Commercial Mortgage Asset Corp. | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GMAC, Inc. (ALLY FINANCIAL INC) | Long | Debt | US | $2M | – | 0.01 |
| Go Daddy Operating Company LLC (DESERT NEWCO LLC) | Long | Loan | US | $4M | – | 0.02 |
| Go Daddy Operating Company LLC / GD Finance Co., Inc. (GO DADDY OPCO/FINCO) | Long | Debt | US | $7M | – | 0.03 |
| GoldenTree Loan Management US CLO 1 Ltd. | Long | ABS-other | KY | $29M | – | 0.12 |
| GoldenTree Loan Management US CLO 1 Ltd. | Long | ABS-other | KY | $19M | – | 0.08 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Equity-preferred | US | $26M | 25M | 0.11 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Equity-preferred | US | $24M | 26M | 0.10 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Equity-preferred | US | $2M | 2M | 0.01 |
| Golub Capital Partners CLO 16 Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $27M | – | 0.11 |
| Golub Capital Partners CLO 16 Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $10M | – | 0.04 |
| Golub Capital Partners CLO 17 Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $17M | – | 0.07 |
| Golub Capital Partners CLO 25M Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $5M | – | 0.02 |
| Golub Capital Partners CLO 33M Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $104M | – | 0.43 |
| Golub Capital Partners CLO 36M Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $52M | – | 0.22 |
| Golub Capital Partners CLO 46 Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | US | $10M | – | 0.04 |
| Golub Capital Partners CLO 49M Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $22M | – | 0.09 |
| Golub Capital Partners CLO 49M Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $12M | – | 0.05 |
| Golub Capital Partners CLO 54M LP (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $21M | – | 0.09 |
| Golub Capital Partners CLO 54M LP (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $17M | – | 0.07 |
| GrafTech Global Enterprises, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Graham Holdings Co. | Long | Debt | US | $5M | – | 0.02 |
| Graphic Packaging International LLC | Long | Debt | US | $13M | – | 0.05 |
| Great Lakes CLO Ltd. | Long | ABS-other | KY | $175K | – | 0.00 |
| GreenPoint Mortgage Funding Trust | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| GreenPoint Mortgage Funding Trust | Long | ABS-mortgage backed security | US | $2.84 | – | 0.00 |
| Greensaif Pipelines Bidco SARL | Long | Debt | LU | $7M | – | 0.03 |
| Greensaif Pipelines Bidco SARL | Long | Debt | LU | $6M | – | 0.02 |
| Greystone Commercial Real Estate Notes | Long | ABS-other | KY | $12M | – | 0.05 |
| GS Mortgage Securities Corporation Trust (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GS Mortgage Securities Corporation Trust (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GS Mortgage Securities Corporation Trust (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $977K | – | 0.00 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $925K | – | 0.00 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $441K | – | 0.00 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GS Mortgage-Backed Securities Trust 2021-PJ10 | Long | ABS-mortgage backed security | US | $54M | – | 0.22 |
| GSAA Home Equity Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GSAA Home Equity Trust | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| GSAA Trust (GSAA Home Equity Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GSAMP Trust | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| GSAMP Trust | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| GSAMP Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| GSAMP Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Guggenheim Limited Duration Fund - Class R6 (Guggenheim Partners Investment Management LLC) | Long | Equity-common | US | $127M | 5M | 0.53 |
| Guggenheim Strategy Fund II (Guggenheim Partners Investment Management LLC) | Long | Equity-common | US | $30M | 1M | 0.12 |
| Guggenheim Strategy Fund III (Guggenheim Partners Investment Management LLC) | Long | Equity-common | US | $16M | 654K | 0.07 |
| Guggenheim Ultra Short Duration Fund - Institutional Class (Guggenheim Partners Investment Management LLC) | Long | Equity-common | US | $30M | 3M | 0.12 |
| GXO Logistics, Inc. (GXO LOGISTICS INC) | Long | Debt | US | $18M | – | 0.08 |
| GXO Logistics, Inc. (GXO LOGISTICS INC) | Long | Debt | US | $12M | – | 0.05 |
| HAH Group Holding Co. LLC (HAH GROUP HOLDING CO LLC) | Long | Loan | US | $4M | – | 0.02 |
| HAH Group Holding Co. LLC (HAH GROUP HOLDING CO LLC) | Long | Loan | US | $501K | – | 0.00 |
| HarborView Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| HarborView Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| HarbourVest Structured Solutions IV Holdings, LP (HARBOURVEST STRUCTURED SOLUTIONS IV LP) | Long | ABS-other | US | $17M | – | 0.07 |
| HarbourVest Structured Solutions IV Holdings, LP (HARBOURVEST STRUCTURED SOLUTIONS IV LP) | Long | ABS-other | US | $12M | – | 0.05 |
| Harris County Cultural Education Facilities Finance Corp. Revenue Bonds (HARRIS CNTY TX CULTURAL EDU FA) | Long | Debt | US | $1M | – | 0.01 |
| Hasbro, Inc. (HASBRO INC) | Long | Debt | US | $23M | – | 0.09 |
| HCA, Inc. (HCA INC) | Long | Debt | US | $9M | – | 0.04 |
| HCA, Inc. (HCA INC) | Long | Debt | US | $3M | – | 0.01 |
| HCA, Inc. (HCA INC) | Long | Debt | US | $1M | – | 0.01 |
| Health Care Service Corporation A Mutual Legal Reserve Co. | Long | Debt | US | $5M | – | 0.02 |
| HERA Commercial Mortgage Ltd. | Long | ABS-other | KY | $48M | – | 0.20 |
| HERA Commercial Mortgage Ltd. | Long | ABS-other | KY | $27M | – | 0.11 |
| HERA Commercial Mortgage Ltd. | Long | ABS-other | KY | $18M | – | 0.08 |
| HERA Commercial Mortgage Ltd. | Long | ABS-other | KY | $7M | – | 0.03 |
| HGI CRE CLO Ltd. | Long | ABS-other | KY | $5M | – | 0.02 |
| HGI CRE CLO Ltd. | Long | ABS-other | KY | $957K | – | 0.00 |
| Higginbotham Insurance Agency, Inc. (HIGGINBOTHAM INSURANCE AGENCY INC) | Long | Loan | US | $23M | – | 0.10 |
| Higginbotham Insurance Agency, Inc. (HIGGINBOTHAM INSURANCE AGENCY INC) | Long | Loan | US | $15M | – | 0.06 |
| Higginbotham Insurance Agency, Inc. (HIGGINBOTHAM INSURANCE AGENCY INC) | Long | Loan | US | $11M | – | 0.05 |
| Higginbotham Insurance Agency, Inc. (HIGGINBOTHAM INSURANCE AGENCY INC) | Long | Loan | US | $885K | – | 0.00 |
| Higginbotham Insurance Agency, Inc. (HIGGINBOTHAM INSURANCE AGENCY INC) | Short | Loan | US | $-71K | – | -0.00 |
| Highmark, Inc. (HIGHMARK INC) | Long | Debt | US | $14M | – | 0.06 |
| HighTower Holding LLC | Long | Loan | US | $17M | – | 0.07 |
| Hillenbrand, Inc. (HILLENBRAND INC) | Long | Debt | US | $7M | – | 0.03 |
| Hillenbrand, Inc. (HILLENBRAND INC) | Long | Debt | US | $5M | – | 0.02 |
| Hillman Group, Inc. (HILLMAN COMPANIES INC) | Long | Loan | US | $2M | – | 0.01 |
| Hillsborough City School District General Obligation Unlimited (HILLSBOROUGH CA SCH DIST) | Long | Debt | US | $495K | – | 0.00 |
| Hillsborough City School District General Obligation Unlimited (HILLSBOROUGH CA SCH DIST) | Long | Debt | US | $438K | – | 0.00 |
| Hilton Domestic Operating Company, Inc. | Long | Debt | US | $13M | – | 0.05 |
| Home Equity Loan Trust | Long | ABS-mortgage backed security | US | $42M | – | 0.17 |
| Home Partners of America Trust | Long | ABS-other | US | $42M | – | 0.18 |
| Home Partners of America Trust | Long | ABS-other | US | $13M | – | 0.05 |
| Horace Mann Educators Corp. | Long | Debt | US | $12M | – | 0.05 |
| Horace Mann Educators Corp. | Long | Debt | US | $4M | – | 0.02 |
| Host Hotels & Resorts, LP (HOST HOTELS & RESORTS LP) | Long | Debt | US | $40M | – | 0.16 |
| Host Hotels & Resorts, LP (HOST HOTELS & RESORTS LP) | Long | Debt | US | $17M | – | 0.07 |
| Host Hotels & Resorts, LP (HOST HOTELS & RESORTS LP) | Long | Debt | US | $12M | – | 0.05 |
| Hotwire Funding LLC | Long | ABS-other | US | $31M | – | 0.13 |
| Hotwire Funding LLC | Long | ABS-other | US | $23M | – | 0.10 |
| Hotwire Funding LLC | Long | ABS-other | US | $5M | – | 0.02 |
| Hotwire Funding LLC | Long | ABS-other | US | $4M | – | 0.02 |
| Hotwire Funding LLC | Long | ABS-other | US | $3M | – | 0.01 |
| HPS Loan Management Ltd. (HPS LOAN MANAGEMENT 8-2016, LT) | Long | ABS-other | KY | $10M | – | 0.04 |
| HS Wildcat LLC | Long | Debt | US | $4M | – | 0.01 |
| HSBC Holdings plc | Long | Debt | GB | $11M | – | 0.04 |
| Hunt Companies, Inc. (HUNT COS INC) | Long | Debt | US | $23M | – | 0.09 |
| HV Eight LLC | Long | ABS-other | US | $59M | – | 0.24 |
| Hyatt Hotels Corp. | Long | Debt | US | $24M | – | 0.10 |
| Hyatt Hotels Corp. | Long | Debt | US | $19M | – | 0.08 |
| Icon Investments Six DAC | Long | Debt | IE | $15M | – | 0.06 |
| Icon Investments Six DAC | Long | Debt | IE | $11M | – | 0.05 |
| Impac Secured Assets CMN Owner Trust (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Impac Secured Assets Trust (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $444K | – | 0.00 |
| Imperial Fund Mortgage Trust (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| Imperial Fund Mortgage Trust (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| Industrial DPR Funding Ltd. | Long | ABS-other | KY | $1M | – | 0.01 |
| ING Groep N.V. (ING GROEP NV) | Long | Debt | NL | $1M | – | 0.01 |
| ING Groep N.V. (ING GROEP NV) | Long | Debt | NL | $337K | – | 0.00 |
| Installed Building Products, Inc. (INSTALLED BUILDING PRODUCTS INC) | Long | Loan | US | $4M | – | 0.01 |
| International Flavors & Fragrances, Inc. (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $20M | – | 0.08 |
| International Game Technology plc | Long | Debt | GB | $17M | – | 0.07 |
| International Game Technology plc | Long | Debt | GB | $7M | – | 0.03 |
| Interpublic Group of Companies, Inc. (INTERPUBLIC GROUP COS) | Long | Debt | US | $1M | – | 0.01 |
| IQVIA, Inc. (IQVIA INC) | Long | Debt | US | $10M | – | 0.04 |
| IQVIA, Inc. (IQVIA INC) | Long | Debt | US | $9M | – | 0.04 |
| IQVIA, Inc. (IQVIA INC) | Long | Debt | US | $1M | – | 0.00 |
| Iron Mountain Information Management Services, Inc. (IRON MOUNTAIN INC) | Long | Loan | US | $6M | – | 0.02 |
| Iron Mountain Information Management Services, Inc. (IRON MOUNTAIN INFO MGMT) | Long | Debt | US | $1M | – | 0.01 |
| Iron Mountain, Inc. (IRON MOUNTAIN INC) | Long | Debt | US | $17M | – | 0.07 |
| Iron Mountain, Inc. (IRON MOUNTAIN INC) | Long | Debt | US | $8M | – | 0.03 |
| Iron Mountain, Inc. (IRON MOUNTAIN INC) | Long | Debt | US | $2M | – | 0.01 |
| Iron Mountain, Inc. (IRON MOUNTAIN INC) | Long | Debt | US | $70K | – | 0.00 |
| Irwin Home Equity Loan Trust | Long | ABS-mortgage backed security | US | $61.48 | – | 0.00 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $10M | – | 0.04 |
| ITRAXX.EUR.41.V1 (BofA Securities, Inc.) | Derivative-credit | US | $-1M | – | -0.00 | |
| ITT Holdings LLC | Long | Debt | US | $35M | – | 0.14 |
| ITT Holdings LLC (RS IVY HOLDCO INC) | Long | Loan | US | $8M | – | 0.03 |
| IXIS Real Estate Capital Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| IXIS Real Estate Capital Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| IXIS Real Estate Capital Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| IXIS Real Estate Capital Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| IXIS Real Estate Capital Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Jackson Financial, Inc. (JACKSON FINANCIAL INC) | Long | Equity-preferred | US | $12M | 472K | 0.05 |
| Jackson Financial, Inc. (JACKSON FINANCIAL INC) | Long | Debt | US | $2M | – | 0.01 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $2M | – | 0.01 |
| Jane Street Group / JSG Finance, Inc. (JANE STREET GRP/JSG FIN) | Long | Debt | US | $25M | – | 0.10 |
| Jane Street Group LLC | Long | Loan | US | $35M | – | 0.15 |
| JB Poindexter & Company, Inc. (JB POINDEXTER & CO INC) | Long | Debt | US | $1M | – | 0.01 |
| JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc. (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | US | $24M | – | 0.10 |
| JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc. (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $12M | – | 0.05 |
| JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc. (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | US | $9M | – | 0.04 |
| JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc. (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | US | $2M | – | 0.01 |
| Jefferies Finance LLC / JFIN Company-Issuer Corp. (JEFFERIES FIN LLC / JFIN) | Long | Debt | US | $37M | – | 0.15 |
| Jefferies Financial Group, Inc. (JEFFERIES FIN GROUP INC) | Long | Debt | US | $32M | – | 0.13 |
| Jefferies Financial Group, Inc. (JEFFERIES FIN GROUP INC) | Long | Debt | US | $22M | – | 0.09 |
| Jefferies Financial Group, Inc. (JEFFERIES FIN GROUP INC) | Long | Debt | US | $8M | – | 0.03 |
| Jefferies Financial Group, Inc. (JEFFERIES FIN GROUP INC) | Long | Debt | US | $4M | – | 0.02 |
| Jefferies Financial Group, Inc. (JEFFERIES FIN GROUP INC) | Long | Debt | US | $1M | – | 0.00 |
| JetBlue Class A Pass Through Trust (JETBLUE AIRWAYS CORP) | Long | Debt | US | $108K | – | 0.00 |
| JGWPT XXIII LLC (321 Henderson Receivables LLC) | Long | ABS-other | US | $2M | – | 0.01 |
| JGWPT XXIV LLC (321 Henderson Receivables LLC) | Long | ABS-other | US | $1M | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| JP Morgan Chase Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| JP Morgan Chase Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| JP Morgan Chase Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP Morgan Mortgage Acquisition Trust | Long | ABS-mortgage backed security | US | $35M | – | 0.15 |
| JP Morgan Mortgage Acquisition Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| JP Morgan Mortgage Acquisition Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| JP Morgan Mortgage Trust 2021-12 | Long | ABS-mortgage backed security | US | $88M | – | 0.36 |
| JP Morgan Mortgage Trust 2021-13 | Long | ABS-mortgage backed security | US | $39M | – | 0.16 |
| JPMBB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| JPMCC Commercial Mortgage Securities Trust (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $956K | – | 0.00 |
| JPMDB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JPMDB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JPMDB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $941K | – | 0.00 |
| JPMDB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $438K | – | 0.00 |
| JPMDB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| JPMorgan Chase & Co. | Long | Equity-preferred | US | $35M | 37M | 0.15 |
| JPMorgan Chase & Co. | Long | Debt | US | $15M | – | 0.06 |
| JPMorgan Chase & Co. | Long | Debt | US | $2M | – | 0.01 |
| JPMorgan Chase & Co. | Long | Debt | US | $801K | – | 0.00 |
| KDAC Aviation Finance Ltd. (KDAC Aviation Finance Limited) | Long | ABS-other | KY | $17M | – | 0.07 |
| Kemper Corp. | Long | Debt | US | $8M | – | 0.03 |
| Kennedy-Wilson, Inc. (KENNEDY-WILSON INC) | Long | Debt | US | $13M | – | 0.06 |
| Kennedy-Wilson, Inc. (KENNEDY-WILSON INC) | Long | Debt | US | $67K | – | 0.00 |
| Kinder Morgan Energy Partners, LP (KINDER MORGAN ENER PART) | Long | Debt | US | $2M | – | 0.01 |
| Kinder Morgan, Inc. (KINDER MORGAN INC) | Long | Debt | US | $5M | – | 0.02 |
| Kinetik Holdings, LP (KINETIK HOLDINGS LP) | Long | Debt | US | $10M | – | 0.04 |
| KKR Core Holding Company LLC | Long | ABS-other | US | $71M | – | 0.29 |
| KKR Group Finance Company II LLC (KKR GROUP FIN CO II) | Long | Debt | US | $952K | – | 0.00 |
| KKR Group Finance Company III LLC (KKR GROUP FINANCE CO III) | Long | Debt | US | $2M | – | 0.01 |
| KKR Group Finance Company VIII LLC (KKR GROUP FINAN CO VIII) | Long | Debt | US | $15M | – | 0.06 |
| KKR Group Finance Company X LLC (KKR GROUP FIN CO X LLC) | Long | Debt | US | $10M | – | 0.04 |
| Koninklijke KPN N.V. (KONINKLIJKE KPN NV) | Long | Debt | NL | $1M | – | 0.01 |
| KREF Funding V LLC | Long | ABS-other | US | $22M | – | 0.09 |
| KREF Funding V LLC | Long | ABS-other | US | $31K | – | 0.00 |
| KREF Ltd. (KREF 2021-FL2 Ltd) | Long | ABS-other | KY | $19M | – | 0.08 |
| KREF Ltd. (KREF 2021-FL2 Ltd) | Long | ABS-other | KY | $16M | – | 0.06 |
| Kuvare US Holdings, Inc. (KUVARE US HOLDINGS INC) | Long | Equity-preferred | US | $16M | 16M | 0.06 |
| Lake Shore MM CLO II Ltd. (Lake Shore MM CLO LLC) | Long | ABS-other | KY | $7M | – | 0.03 |
| Lazard Group LLC | Long | Debt | US | $43M | – | 0.18 |
| LCCM Trust (Ladder Capital Commercial Mort) | Long | ABS-other | US | $87M | – | 0.36 |
| LCCM Trust (Ladder Capital Commercial Mort) | Long | ABS-other | US | $36M | – | 0.15 |
| LCCM Trust (Ladder Capital Commercial Mort) | Long | ABS-other | US | $21M | – | 0.09 |
| LCCM Trust (Ladder Capital Commercial Mort) | Long | ABS-other | US | $384K | – | 0.00 |
| LCM XXIV Ltd. (LCM Ltd Partnership) | Long | ABS-other | KY | $24M | – | 0.10 |
| LCM XXIV Ltd. (LCM Ltd Partnership) | Long | ABS-other | KY | $13M | – | 0.05 |
| Legacy Mortgage Asset Trust | Long | ABS-mortgage backed security | US | $34M | – | 0.14 |
| Legacy Mortgage Asset Trust | Long | ABS-mortgage backed security | US | $30M | – | 0.13 |
| Legacy Mortgage Asset Trust | Long | ABS-mortgage backed security | US | $21M | – | 0.09 |
| Legacy Mortgage Asset Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Lehman XS Trust Series | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Lehman XS Trust Series | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Lehman XS Trust Series | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| Leidos, Inc. (LEIDOS INC) | Long | Debt | US | $17M | – | 0.07 |
| Leidos, Inc. (LEIDOS INC) | Long | Debt | US | $10M | – | 0.04 |
| Leidos, Inc. (LEIDOS INC) | Long | Debt | US | $3M | – | 0.01 |
| Level 3 Financing, Inc. (LEVEL 3 FINANCING INC) | Long | Debt | US | $20M | – | 0.08 |
| Level 3 Financing, Inc. (LEVEL 3 FINANCING INC) | Long | Debt | US | $20M | – | 0.08 |
| Level 3 Financing, Inc. (LEVEL 3 FINANCING INC) | Long | Debt | US | $18M | – | 0.08 |
| Level 3 Financing, Inc. (LEVEL 3 FINANCING INC) | Long | Debt | US | $15M | – | 0.06 |
| Level 3 Financing, Inc. (LEVEL 3 FINANCING INC) | Long | Debt | US | $7M | – | 0.03 |
| LG Energy Solution Ltd. (LGENERGYSOLUTION) | Long | Debt | KR | $15M | – | 0.06 |
| LG Energy Solution Ltd. (LGENERGYSOLUTION) | Long | Debt | KR | $7M | – | 0.03 |
| Liberty Mutual Group, Inc. (LIBERTY MUTUAL GROUP INC) | Long | Debt | US | $47M | – | 0.19 |
| Liberty Mutual Group, Inc. (LIBERTY MUTUAL GROUP INC) | Long | Debt | US | $3M | – | 0.01 |
| Liberty Mutual Group, Inc. (LIBERTY MUTUAL GROUP INC) | Long | Debt | US | $3M | – | 0.01 |
| Liberty Utilities Co. | Long | Debt | US | $17M | – | 0.07 |
| Liberty Utilities Co. | Long | Debt | US | $6M | – | 0.03 |
| Life Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $18M | – | 0.08 |
| Life Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Lightning A (THUNDERBIRD 2022-1) | Long | ABS-other | US | $34M | – | 0.14 |
| Lightning A (THUNDERBIRD 2022-1) | Long | ABS-other | US | $0.2 | – | 0.00 |
| Lincoln National Corp. | Long | Debt | US | $10M | – | 0.04 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $5M | – | 0.02 |
| LKQ Corp. | Long | Debt | US | $4M | – | 0.01 |
| Lloyds Banking Group plc | Long | Debt | GB | $17M | – | 0.07 |
| Lloyds Banking Group plc | Long | Debt | GB | $2M | – | 0.01 |
| Lloyds Banking Group plc | Long | Debt | GB | $304K | – | 0.00 |
| LoanCore Issuer Ltd. (LoanCore 2021-CRE6 Issuer, Ltd) | Long | ABS-other | KY | $42M | – | 0.17 |
| LoanCore Issuer Ltd. (LoanCore 2021-CRE6 Issuer, Ltd) | Long | ABS-other | KY | $21M | – | 0.09 |
| LoanCore Issuer Ltd. (LoanCore 2021-CRE5 Issuer, Ltd) | Long | ABS-other | KY | $14M | – | 0.06 |
| LoanCore Issuer Ltd. (LoanCore 2021-CRE5 Issuer, Ltd) | Long | ABS-other | KY | $10M | – | 0.04 |
| Long Beach Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Long Beach Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Long Beach Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Louisville Gas and Electric Co. (LOUISVILLE GAS & ELEC) | Long | Debt | US | $869K | – | 0.00 |
| LPL Holdings, Inc. (LPL HOLDINGS INC) | Long | Debt | US | $23M | – | 0.09 |
| LPL Holdings, Inc. (LPL HOLDINGS INC) | Long | Debt | US | $19M | – | 0.08 |
| LPL Holdings, Inc. (LPL HOLDINGS INC) | Long | Debt | US | $9M | – | 0.04 |
| LSTAR Securities Investment Ltd. | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| Lunar Structured Aircraft Portfolio Notes (SOLRR Aircraft 2021-1 Limited) | Long | ABS-other | IE | $29M | – | 0.12 |
| LVNV Funding LLC | Long | ABS-other | US | $40M | – | 0.17 |
| LVNV Funding LLC | Long | ABS-other | US | $11M | – | 0.05 |
| Macquarie Bank Ltd. | Long | Debt | AU | $53M | – | 0.22 |
| Macquarie Group Ltd. | Long | Debt | AU | $26M | – | 0.11 |
| Macquarie Group Ltd. | Long | Debt | AU | $14M | – | 0.06 |
| Macquarie Group Ltd. | Long | Debt | AU | $4M | – | 0.02 |
| Macquarie Group Ltd. | Long | Debt | AU | $534K | – | 0.00 |
| Madison Avenue Secured Funding Trust | Long | ABS-other | US | $25M | – | 0.10 |
| Madison Park Funding LIII Ltd. (Madison Park Funding Ltd) | Long | ABS-other | KY | $24M | – | 0.10 |
| Madison Park Funding Ltd. | Long | ABS-other | KY | $15M | – | 0.06 |
| Madison Park Funding LVIII Ltd. (Madison Park Funding Ltd) | Long | ABS-other | KY | $12M | – | 0.05 |
| Madison Park Funding LVIII Ltd. (Madison Park Funding Ltd) | Long | ABS-other | KY | $8M | – | 0.03 |
| Madison Park Funding XLVIII Ltd. (Madison Park Funding Ltd) | Long | ABS-other | KY | $27M | – | 0.11 |
| Madison Park Funding XLVIII Ltd. (Madison Park Funding Ltd) | Long | ABS-other | KY | $7M | – | 0.03 |
| Magnetite XXIX Ltd. (Magnetite CLO Ltd) | Long | ABS-other | KY | $15M | – | 0.06 |
| Magnetite XXIX Ltd. (Magnetite CLO Ltd) | Long | ABS-other | KY | $8M | – | 0.03 |
| Manulife Financial Corp. | Long | Debt | CA | $16M | – | 0.07 |
| Manulife Financial Corp. | Long | Debt | CA | $5M | – | 0.02 |
| Maple Grove Funding Trust I (MAPLE GROVE FUNDING TR I) | Long | Debt | US | $53M | – | 0.22 |
| MAPS Ltd. | Long | ABS-other | BM | $4M | – | 0.02 |
| Marathon Petroleum Corp. | Long | Debt | US | $2M | – | 0.01 |
| Markel Group, Inc. (MARKEL GROUP INC) | Long | Equity-preferred | US | $72M | 72M | 0.30 |
| Markel Group, Inc. (MARKEL GROUP INC) | Long | Debt | US | $19M | – | 0.08 |
| Markel Group, Inc. (MARKEL GROUP INC) | Long | Debt | US | $280K | – | 0.00 |
| Master Asset-Backed Securities Trust (MASTR Asset Backed Securities) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Master Asset-Backed Securities Trust (MASTR Asset Backed Securities) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Master Asset-Backed Securities Trust (MASTR Asset Backed Securities) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Master Asset-Backed Securities Trust (MASTR Asset Backed Securities) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Match Group Holdings II LLC (MATCH GROUP HLD II LLC) | Long | Debt | US | $1M | – | 0.00 |
| Mauser Packaging Solutions Holding Co. | Long | Debt | US | $24M | – | 0.10 |
| MB2 Dental Solutions, LLC (MB2 DENTAL SOLUTIONS LLC) | Long | Loan | US | $20M | – | 0.08 |
| MB2 Dental Solutions, LLC (MB2 DENTAL SOLUTIONS LLC) | Long | Loan | US | $266K | – | 0.00 |
| MB2 Dental Solutions, LLC | Short | Loan | US | $-69K | – | -0.00 |
| MB2 Dental Solutions, LLC | Short | Loan | US | $-83K | – | -0.00 |
| MB2 Dental Solutions, LLC (MB2 DENTAL SOLUTIONS LLC) | Short | Loan | US | $-134K | – | -0.00 |
| MC Ltd. | Long | ABS-other | BM | $8M | – | 0.03 |
| McGraw-Hill Education, Inc. | Long | Debt | US | $1M | – | 0.01 |
| Medline Borrower Limited Partnership/Medline Company-Issuer, Inc. (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $10M | – | 0.04 |
| Medline Borrower LP (MEDLINE INDUSTRIES INC) | Long | Loan | US | $850K | – | 0.00 |
| Medline Borrower, LP (MEDLINE BORROWER LP) | Long | Debt | US | $4M | – | 0.02 |
| Merlin Buyer, Inc. (MERLIN BUYER INC) | Long | Loan | US | $609K | – | 0.00 |
| Merrill Lynch Alternative Note Asset Trust Series | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Merrill Lynch Alternative Note Asset Trust Series | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| Merrill Lynch Mortgage Investors Trust Series | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MetLife, Inc. (METLIFE INC) | Long | Equity-preferred | US | $52M | 53M | 0.21 |
| MF1 Multifamily Housing Mortgage Loan Trust | Long | ABS-other | KY | $4M | – | 0.02 |
| Mid-Atlantic Military Family Communities LLC (MID-ATLANTIC MILITARY CO) | Long | Debt | US | $5M | – | 0.02 |
| Mid-Atlantic Military Family Communities LLC (MID-ATLANTIC MILITARY CO) | Long | Debt | US | $959K | – | 0.00 |
| MidOcean Credit CLO VII | Long | ABS-other | KY | $28M | – | 0.11 |
| Midwest Connector Capital Company LLC | Long | Debt | US | $16M | – | 0.06 |
| Midwest Family Housing LLC | Long | Debt | US | $1M | – | 0.00 |
| Midwest Veterinary Partners LLC | Long | Loan | US | $19M | – | 0.08 |
| Mileage Plus Holdings LLC (UNITED AIRLINES HOLDINGS INC) | Long | Loan | US | $19M | – | 0.08 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $24M | – | 0.10 |
| Minerals Technologies, Inc. (MINERALS TECHNOLOGIES IN) | Long | Debt | US | $18M | – | 0.07 |
| Mitsubishi UFJ Financial Group, Inc. (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $500K | – | 0.00 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $1M | – | 0.01 |
| Modena Buyer LLC | Long | Loan | US | $11M | – | 0.05 |
| Molina Healthcare, Inc. (MOLINA HEALTHCARE INC) | Long | Debt | US | $1M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $34M | – | 0.14 |
| Morgan Stanley | Long | Debt | US | $23M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $992K | – | 0.00 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $971K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $441K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $368K | – | 0.00 |
| Morgan Stanley Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| Morgan Stanley IXIS Real Estate Capital Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Morgan Stanley Re-REMIC Trust (Morgan Stanley ReRemic Trust) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| MPLX, LP (MPLX LP) | Long | Debt | US | $1M | – | 0.00 |
| MSCI, Inc. (MSCI INC) | Long | Debt | US | $16M | – | 0.07 |
| MSCI, Inc. (MSCI INC) | Long | Debt | US | $2M | – | 0.01 |
| MSCI, Inc. (MSCI INC) | Long | Debt | US | $2M | – | 0.01 |
| Mueller Water Products, Inc. | Long | Debt | US | $5M | – | 0.02 |
| Mutual of Omaha Insurance Co. (MUTUAL OF OMAHA INS CO) | Long | Debt | US | $10M | – | 0.04 |
| Nassau LLC (Nassau 2019 CFO LLC) | Long | ABS-other | US | $10M | – | 0.04 |
| National Australia Bank Ltd. | Long | Debt | AU | $12M | – | 0.05 |
| National Australia Bank Ltd. | Long | Debt | AU | $12M | – | 0.05 |
| National Australia Bank Ltd. | Long | Debt | AU | $6M | – | 0.03 |
| Nationstar Mortgage Holdings, Inc. (NATIONSTAR MTG HLD INC) | Long | Debt | US | $3M | – | 0.01 |
| Nationwide Mutual Insurance Co. | Long | Debt | US | $44M | – | 0.18 |
| NatWest Group plc | Long | Debt | GB | $10M | – | 0.04 |
| NatWest Group plc | Long | Debt | GB | $1M | – | 0.00 |
| Navigator Aircraft ABS Ltd. (Navigator Aircraft ABS LLC) | Long | ABS-other | US | $40M | – | 0.17 |
| Neuberger Berman CLO XVI-S Ltd. (Neuberger Berman CLO Ltd) | Long | ABS-other | KY | $10M | – | 0.04 |
| Neuberger Berman Loan Advisers CLO 32 Ltd. (Neuberger Berman CLO Ltd) | Long | ABS-other | KY | $14M | – | 0.06 |
| Neuberger Berman Loan Advisers CLO 32 Ltd. (Neuberger Berman CLO Ltd) | Long | ABS-other | KY | $4M | – | 0.02 |
| Neuberger Berman Loan Advisers CLO 40 Ltd. (Neuberger Berman CLO Ltd) | Long | ABS-other | KY | $27M | – | 0.11 |
| Neuberger Berman Loan Advisers CLO 40 Ltd. (Neuberger Berman CLO Ltd) | Long | ABS-other | KY | $3M | – | 0.01 |
| Neuberger Berman Loan Advisers CLO 47 Ltd. (Neuberger Berman CLO Ltd) | Long | ABS-other | KY | $9M | – | 0.04 |
| Nevada Power Co. | Long | Debt | US | $1M | – | 0.01 |
| New Economy Assets Phase 1 Sponsor LLC (New Economy Assets Phase 1 Iss) | Long | ABS-other | US | $9M | – | 0.04 |
| NewStar Fairfield Fund CLO Ltd. | Long | ABS-other | KY | $11M | – | 0.05 |
| Next10, Inc. (NEXT TEN FUNDING) | Long | ABS-other | US | $40M | – | 0.16 |
| Next10, Inc. (NEXT TEN FUNDING) | Long | ABS-other | US | $0.09 | – | 0.00 |
| Nidda Healthcare Holding GmbH (NIDDA MIDCO SARL) | Long | Loan | DE | $14M | – | 0.06 |
| Nippon Life Insurance Co. | Long | Debt | JP | $38M | – | 0.16 |
| Nippon Life Insurance Co. | Long | Debt | JP | $14M | – | 0.06 |
| Nippon Life Insurance Co. | Long | Debt | JP | $9M | – | 0.04 |
| Nomura Resecuritization Trust | Long | ABS-mortgage backed security | US | $385K | – | 0.00 |
| Norfolk Southern Corp. | Long | Debt | US | $6M | – | 0.03 |
| Northwoods Capital XII-B Ltd. (Northwoods Capital Ltd) | Long | ABS-other | KY | $4M | – | 0.02 |
| NovaStar Mortgage Funding Trust Series (Novastar Home Equity Loan) | Long | ABS-mortgage backed security | US | $18M | – | 0.07 |
| NovaStar Mortgage Funding Trust Series (Novastar Home Equity Loan) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Novelis Corp. | Long | Debt | US | $6M | – | 0.02 |
| NRG Energy, Inc. (NRG ENERGY INC) | Long | Debt | US | $23M | – | 0.10 |
| NRG Energy, Inc. (NRG ENERGY INC) | Long | Debt | US | $10M | – | 0.04 |
| NRG Energy, Inc. (NRG ENERGY INC) | Long | Loan | US | $2M | – | 0.01 |
| NuStar Logistics, LP (NUSTAR LOGISTICS LP) | Long | Debt | US | $11M | – | 0.04 |
| NuStar Logistics, LP (NUSTAR LOGISTICS LP) | Long | Debt | US | $2M | – | 0.01 |
| Nuveen LLC | Long | Debt | US | $26M | – | 0.11 |
| Nuveen LLC | Long | Debt | US | $8M | – | 0.03 |
| nVent Finance SARL | Long | Debt | LU | $1M | – | 0.00 |
| NVR, Inc. (NVR INC) | Long | Debt | US | $1M | – | 0.00 |
| NXP BV / NXP Funding LLC / NXP USA, Inc. (NXP BV/NXP FDG/NXP USA) | Long | Debt | NL | $985K | – | 0.00 |
| NYMT Loan Trust (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $59M | – | 0.24 |
| Oak Street Investment Grade Net Lease Fund Series | Long | ABS-other | US | $14M | – | 0.06 |
| Oakland Redevelopment Agency Successor Agency Tax Allocation (OAKLAND CA REDEV SUCCESSOR AGY) | Long | Debt | US | $944K | – | 0.00 |
| Obra Longevity (OBRA CAPITAL INC) | Long | ABS-other | US | $27M | – | 0.11 |
| Obra Longevity (OBRA CAPITAL INC) | Long | ABS-other | US | $0.4 | – | 0.00 |
| OBX 2024-NQM10 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| OBX 2024-NQM6 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| OBX 2024-NQM6 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| OBX 2024-NQM7 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| OBX 2024-NQM7 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| OBX 2024-NQM7 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| OBX 2024-NQM8 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| OBX 2024-NQM8 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| OBX 2024-NQM8 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| OBX 2024-NQM9 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| OBX 2024-NQM9 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $22M | – | 0.09 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $18M | – | 0.08 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $16M | – | 0.07 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Octagon Investment Partners 49 Ltd. | Long | ABS-other | KY | $13M | – | 0.05 |
| Ohana Military Communities LLC (OHANA MILITARY COMM LLC) | Long | Debt | US | $4M | – | 0.02 |
| Ohana Military Communities LLC (OHANA MILITARY COMM LLC) | Long | Debt | US | $2M | – | 0.01 |
| Oklahoma Development Finance Authority Revenue Bonds (OKLAHOMA ST DEV FIN AUTH HLTHS) | Long | Debt | US | $426K | – | 0.00 |
| Old Republic International Corp. (OLD REPUBLIC INTL CORP) | Long | Debt | US | $34M | – | 0.14 |
| OneAmerica Financial Partners, Inc. (ONEAMERICA FINL PARTNERS) | Long | Debt | US | $37M | – | 0.15 |
| OneMain Finance Corp. | Long | Debt | US | $19M | – | 0.08 |
| OneMain Finance Corp. | Long | Debt | US | $8M | – | 0.03 |
| OneMain Finance Corp. | Long | Debt | US | $2M | – | 0.01 |
| ONEOK, Inc. (ONEOK INC) | Long | Debt | US | $12M | – | 0.05 |
| ONEOK, Inc. (ONEOK INC) | Long | Debt | US | $1M | – | 0.00 |
| ONEOK, Inc. (ONEOK INC) | Long | Debt | US | $998K | – | 0.00 |
| ONEOK, Inc. (ONEOK INC) | Long | Debt | US | $672K | – | 0.00 |
| Option One Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Option One Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Oracle Corp. | Long | Debt | US | $25M | – | 0.10 |
| Osaic Holdings, Inc. (AG ARTEMIS HOLDINGS LP) | Long | Loan | US | $5M | – | 0.02 |
| OSAT Trust (OWS Structured Asset Trust) | Long | ABS-mortgage backed security | US | $54M | – | 0.22 |
| Outfront Media Capital LLC / Outfront Media Capital Corp. (OUTFRONT MEDIA CAP LLC/C) | Long | Debt | US | $2M | – | 0.01 |
| Owens Corning | Long | Debt | US | $8M | – | 0.03 |
| Owens Corning | Long | Debt | US | $6M | – | 0.03 |
| Owens Corning | Long | Debt | US | $1M | – | 0.00 |
| Owl Rock CLO I LLC (Owl Rock CLO Ltd) | Long | ABS-other | US | $14M | – | 0.06 |
| Owl Rock CLO I LLC (Owl Rock CLO Ltd) | Long | ABS-other | US | $1M | – | 0.00 |
| Owl Rock CLO II Ltd. (Owl Rock CLO Ltd) | Long | ABS-other | KY | $30M | – | 0.13 |
| Owl Rock CLO III Ltd. (Owl Rock CLO Ltd) | Long | ABS-other | KY | $41M | – | 0.17 |
| Owl Rock CLO III Ltd. (Owl Rock CLO Ltd) | Long | ABS-other | KY | $13M | – | 0.06 |
| Owl Rock CLO IV Ltd. (Owl Rock CLO Ltd) | Long | ABS-other | KY | $41M | – | 0.17 |
| Owl Rock CLO IV Ltd. (Owl Rock CLO Ltd) | Long | ABS-other | KY | $17M | – | 0.07 |
| Owl Rock CLO XIII LLC (Owl Rock CLO Ltd) | Long | ABS-other | US | $15M | – | 0.06 |
| Owl Rock CLO XVI (Owl Rock CLO Ltd) | Long | ABS-other | US | $58M | – | 0.24 |
| Owl Rock CLO XVI (Owl Rock CLO Ltd) | Long | ABS-other | US | $10M | – | 0.04 |
| Owl Rock CLO XVII LLC (Owl Rock CLO Ltd) | Long | ABS-other | US | $4M | – | 0.02 |
| Oxford Finance Funding (Oxford Finance Funding Trust) | Long | ABS-other | US | $4M | – | 0.02 |
| Pacific Beacon LLC | Long | Debt | US | $476K | – | 0.00 |
| Pacific Bells LLC | Long | Loan | US | $14M | – | 0.06 |
| Packers Holdings LLC (PSSI HOLDINGS LLC) | Long | Loan | US | $8M | – | 0.03 |
| Palmer Square CLO Ltd. | Long | ABS-other | KY | $16M | – | 0.07 |
| Palmer Square CLO Ltd. | Long | ABS-other | KY | $14M | – | 0.06 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $23M | – | 0.10 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $23M | – | 0.09 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $20M | – | 0.08 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $16M | – | 0.07 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $15M | – | 0.06 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $12M | – | 0.05 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $11M | – | 0.04 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $7M | – | 0.03 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $7M | – | 0.03 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $7M | – | 0.03 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $15M | – | 0.06 |
| Paramount Global | Long | Debt | US | $17M | – | 0.07 |
| Paramount Global | Long | Debt | US | $6M | – | 0.02 |
| Paramount Global | Long | Debt | US | $5M | – | 0.02 |
| Paramount Global | Long | Debt | US | $3M | – | 0.01 |
| Paramount Global | Long | Debt | US | $2M | – | 0.01 |
| Parkland Corp. | Long | Debt | CA | $7M | – | 0.03 |
| PartnerRe Finance B LLC | Long | Debt | US | $19M | – | 0.08 |
| PCI Gaming Authority, Inc. | Long | Loan | US | $10M | – | 0.04 |
| Peachtree Corners Funding Trust (PEACHTREE FUNDING TRUST) | Long | Debt | US | $212K | – | 0.00 |
| Peer Holding III BV (PEER HOLDING I BV) | Long | Loan | NL | $8M | – | 0.04 |
| Penn Mutual Life Insurance Co. (PENN MUTUAL LIFE INS CO) | Long | Debt | US | $10M | – | 0.04 |
| PennyMac Financial Services, Inc. (PENNYMAC FIN SVCS INC) | Long | Debt | US | $12M | – | 0.05 |
| Penske Truck Leasing Company Lp / PTL Finance Corp. (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $6M | – | 0.02 |
| Pershing Square Holdings Ltd. (PS HOLDINGS INDEPENDENT VOTING COMPANY LTD) | Long | Debt | GG | $83M | – | 0.34 |
| Pershing Square Holdings Ltd. (PS HOLDINGS INDEPENDENT VOTING COMPANY LTD) | Long | Debt | GG | $47M | – | 0.20 |
| Pershing Square SPARC Holdings, Ltd. (Pershing Square Holdings, Ltd.) | Derivative-equity | US | $284.63 | 3M | 0.00 | |
| Pershing Square Tontine Holdings, Ltd. | Derivative-equity | US | $103.5 | 1M | 0.00 | |
| Pershing Square Tontine Holdings, Ltd. - Class A (PERSHING SQUARE TONTINE HOLDINGS LTD) | Long | Equity-common | US | $931.51 | 9M | 0.00 |
| PetIQ LLC (PETIQ INC) | Long | Loan | US | $27M | – | 0.11 |
| Pilgrim's Pride Corp. | Long | Debt | US | $2M | – | 0.01 |
| Pine Street Trust III | Long | Debt | US | $9M | – | 0.04 |
| Plains All American Pipeline Limited Partnership / PAA Finance Corp. (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $37M | – | 0.15 |
| Polaris, Inc. (POLARIS INC) | Long | Debt | US | $14M | – | 0.06 |
| Prime Security Services Borrower LLC (PRIME SECURITY SERVICES TOPCO PARENT LP) | Long | Loan | US | $3M | – | 0.01 |
| Prime Security Services Borrower LLC / Prime Finance, Inc. (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $17M | – | 0.07 |
| Project Onyx (PMH NEWCO LP) | Long | ABS-other | US | $24M | – | 0.10 |
| Project Onyx (PMH SPV - C LLC) | Long | ABS-other | US | $4M | – | 0.02 |
| Project Onyx I (PMH NEWCO LP) | Long | ABS-other | US | $50M | – | 0.21 |
| Project Onyx II (PMH SPV - C LLC) | Long | ABS-other | US | $15M | – | 0.06 |
| Providence St. Joseph Health Obligated Group (PROV ST JOSEPH HLTH OBL) | Long | Debt | US | $3M | – | 0.01 |
| PRPM 2024-RPL2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $24M | – | 0.10 |
| PRPM LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $52M | – | 0.22 |
| PRPM LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $26M | – | 0.11 |
| PRPM LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $18M | – | 0.07 |
| PRPM LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| PRPM LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Prudential Financial, Inc. (PRUDENTIAL FINANCIAL INC) | Long | Debt | US | $17M | – | 0.07 |
| Prudential Financial, Inc. (PRUDENTIAL FINANCIAL INC) | Long | Debt | US | $15M | – | 0.06 |
| Public Service Company of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $13M | – | 0.05 |
| PulteGroup, Inc. (PULTEGROUP INC) | Long | Debt | US | $1M | – | 0.01 |
| QBE Insurance Group Ltd. | Long | Debt | AU | $16M | – | 0.06 |
| Qorvo, Inc. (QORVO INC) | Long | Debt | US | $14M | – | 0.06 |
| Qorvo, Inc. (QORVO INC) | Long | Debt | US | $9M | – | 0.04 |
| QTS Irving DC3 LLC | Long | Debt | US | $7M | – | 0.03 |
| Quanta Services, Inc. (QUANTA SERVICES INC) | Long | Debt | US | $2M | – | 0.01 |
| Quikrete Holdings, Inc. (QUIKRETE HOLDINGS INC) | Long | Loan | US | $16M | – | 0.07 |
| Quikrete Holdings, Inc. (QUIKRETE HOLDINGS INC) | Long | Loan | US | $12M | – | 0.05 |
| Quirch Foods Holdings LLC | Long | Loan | US | $28M | – | 0.11 |
| RALI Series Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| RALI Series Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| RALI Series Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| RALI Series Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RALI Series Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $968K | – | 0.00 |
| RALI Series Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $648K | – | 0.00 |
| RALI Series Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| RCKT Mortgage Trust (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| RCKT Mortgage Trust (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| RCKT Mortgage Trust 2024-CES4 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $33M | – | 0.13 |
| RCKT Mortgage Trust 2024-CES4 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Recette CLO Ltd. (Recette CLO LLC) | Long | ABS-other | KY | $10M | – | 0.04 |
| Recette CLO Ltd. (Recette CLO LLC) | Long | ABS-other | KY | $9M | – | 0.04 |
| Reinsurance Group of America, Inc. (REINSURANCE GRP OF AMER) | Long | Debt | US | $20M | – | 0.08 |
| Reinsurance Group of America, Inc. (REINSURANCE GRP OF AMER) | Long | Debt | US | $19M | – | 0.08 |
| Reliance Standard Life Global Funding II (RELIANCE STAND LIFE II) | Long | Debt | US | $92M | – | 0.38 |
| Rent-A-Center, Inc. (UPBOUND GROUP INC) | Long | Loan | US | $460K | – | 0.00 |
| Residential Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $446K | – | 0.00 |
| Restaurant Brands (RESTAURANT BRANDS INTERNATIONAL INC) | Long | Loan | US | $9M | – | 0.04 |
| Restaurant Brands (RESTAURANT BRANDS INTERNATIONAL INC) | Long | Loan | US | $6M | – | 0.02 |
| RGA Global Funding | Long | Debt | US | $14M | – | 0.06 |
| 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 | $41M | – | 0.17 |
| Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc. (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $11M | – | 0.05 |
| Rogers Communications, Inc. (ROGERS COMMUNICATIONS IN) | Long | Debt | CA | $24M | – | 0.10 |
| Royalty Pharma plc | Long | Debt | GB | $27M | – | 0.11 |
| Royalty Pharma plc | Long | Debt | GB | $2M | – | 0.01 |
| Safehold GL Holdings LLC | Long | Debt | US | $25M | – | 0.10 |
| Safehold GL Holdings LLC | Long | Debt | US | $22M | – | 0.09 |
| Safehold GL Holdings LLC | Long | Debt | US | $10M | – | 0.04 |
| Saluda Grade Alternative Mortgage Trust | Long | ABS-mortgage backed security | US | $20M | – | 0.08 |
| Sapphire Aviation Finance I Ltd. (SAPPHIRE AVIATION FINANCE I LI) | Long | ABS-other | KY | $9M | – | 0.04 |
| Sapphire Aviation Finance II Ltd. (Sapphire Aviation Finance I Li) | Long | ABS-other | US | $21M | – | 0.09 |
| SBA Tower Trust | Long | ABS-other | US | $4M | – | 0.02 |
| Scientific Games Corp. (SCIENTIFIC GAMES US PARENT LP) | Long | Loan | US | $5M | – | 0.02 |
| Sealed Air Corp. | Long | Debt | US | $14M | – | 0.06 |
| Sealed Air Corp. | Long | Debt | US | $8M | – | 0.03 |
| Sealed Air Corporation/Sealed Air Corp US (SEALED AIR/SEALED AIR US) | Long | Debt | US | $11M | – | 0.05 |
| Securitized Asset Backed Receivables LLC Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Securitized Asset-Backed Receivables LLC Trust (Securitized Asset Backed Recei) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Securitized Asset-Backed Receivables LLC Trust (Securitized Asset Backed Recei) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Securitized Asset-Backed Receivables LLC Trust (Securitized Asset Backed Recei) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Selective Insurance Group, Inc. | Long | Equity-preferred | US | $10M | 541K | 0.04 |
| Sequoia Mortgage Trust 2024-5 | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| Sequoia Mortgage Trust 2024-5 | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| Service Experts Issuer LLC | Long | ABS-other | US | $23M | – | 0.10 |
| ServiceMaster Funding LLC (ServiceMaster Brands) | Long | ABS-other | US | $23M | – | 0.10 |
| ServiceMaster Funding LLC (ServiceMaster Brands) | Long | ABS-other | US | $8M | – | 0.03 |
| SERVPRO Master Issuer LLC (Servpro Master Issuer, LLC) | Long | ABS-other | US | $35M | – | 0.14 |
| SERVPRO Master Issuer LLC (Servpro Master Issuer, LLC) | Long | ABS-other | US | $20M | – | 0.08 |
| SERVPRO Master Issuer LLC (Servpro Master Issuer, LLC) | Long | ABS-other | US | $17M | – | 0.07 |
| SERVPRO Master Issuer LLC (SERVPRO MASTER ISSUER, LLC) | Long | ABS-other | US | $6M | – | 0.03 |
| SG Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| Shackleton CLO Ltd. | Long | ABS-other | KY | $4M | – | 0.02 |
| Signature Aviation | Long | Loan | US | $5M | – | 0.02 |
| Sirius XM Radio, Inc. (SIRIUS XM RADIO INC) | Long | Debt | US | $25M | – | 0.11 |
| Sirius XM Radio, Inc. (SIRIUS XM RADIO INC) | Long | Debt | US | $10M | – | 0.04 |
| Skandinaviska Enskilda Banken AB | Long | Debt | SE | $2M | – | 0.01 |
| Slam Ltd. (SLAM 2021-1 LLC) | Long | ABS-other | US | $1M | – | 0.01 |
| Slam Ltd. (SLAM 2021-1 LLC) | Long | ABS-other | US | $1M | – | 0.00 |
| SLM Corp. | Long | Debt | US | $7M | – | 0.03 |
| SLM Corp. | Long | Debt | US | $6M | – | 0.03 |
| Smithfield Foods, Inc. (SMITHFIELD FOODS INC) | Long | Debt | US | $37M | – | 0.15 |
| Smithfield Foods, Inc. (SMITHFIELD FOODS INC) | Long | Debt | US | $13M | – | 0.05 |
| Smithfield Foods, Inc. (SMITHFIELD FOODS INC) | Long | Debt | US | $824K | – | 0.00 |
| SMRT | Long | ABS-mortgage backed security | US | $32M | – | 0.13 |
| Smurfit Kappa Treasury ULC | Long | Debt | IE | $22M | – | 0.09 |
| Societe Generale S.A. | Long | Debt | FR | $18M | – | 0.07 |
| Societe Generale S.A. | Long | Debt | FR | $9M | – | 0.04 |
| Societe Generale S.A. | Long | Debt | FR | $2M | – | 0.01 |
| Sonic Capital LLC | Long | ABS-other | US | $19M | – | 0.08 |
| Sonic Capital LLC | Long | ABS-other | US | $12M | – | 0.05 |
| Sonic Capital LLC | Long | ABS-other | US | $9M | – | 0.04 |
| Sonic Capital LLC | Long | ABS-other | US | $6M | – | 0.03 |
| Sotheby's/Bidfair Holdings, Inc. (SOTHEBY'S/BIDFAIR HLD) | Long | Debt | US | $3M | – | 0.01 |
| Sound Point CLO XXIV (Sound Point CLO LTD) | Long | ABS-other | KY | $5M | – | 0.02 |
| Sound Point CLO XXXI Ltd. (Sound Point CLO LTD) | Long | ABS-other | KY | $2M | – | 0.01 |
| Soundview Home Loan Trust (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $23M | – | 0.09 |
| Southern Copper Corp. | Long | Debt | US | $1M | – | 0.01 |
| Southern Power Co. | Long | Debt | US | $1M | – | 0.01 |
| Southern Veterinary Partners LLC (SOUTHERN VETERINARY COMPANY LLC) | Long | Loan | US | $19M | – | 0.08 |
| Sprite Ltd. (Sprite Limited) | Long | ABS-other | US | $22M | – | 0.09 |
| SPS Servicer Advance Receivables Trust | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| SPSS (SUTTONPARK CAPITAL LLC) | Long | ABS-other | US | $127K | – | 0.00 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $31M | – | 0.13 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $16M | – | 0.07 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $11M | – | 0.05 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $6M | – | 0.02 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $6M | – | 0.02 |
| Stadco LA LLC | Long | Debt | US | $21M | – | 0.09 |
| Standard Chartered plc | Long | Debt | US | $28M | – | 0.11 |
| Standard Chartered plc | Long | Debt | GB | $420K | – | 0.00 |
| Standard Industries, Inc. (STANDARD INDUSTRIES INC) | Long | Debt | US | $91K | – | 0.00 |
| Standard Industries, Inc. (STANDARD INDUSTRIES INC) | Long | Debt | US | $68K | – | 0.00 |
| Starwood Mortgage Residential Trust | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Starwood Mortgage Residential Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| State of Illinois General Obligation Unlimited (ILLINOIS ST) | Long | Debt | US | $5M | – | 0.02 |
| State of Illinois General Obligation Unlimited (ILLINOIS ST) | Long | Debt | US | $2M | – | 0.01 |
| State Street Corp. | Long | Equity-preferred | US | $3M | 3M | 0.01 |
| Station Casinos LLC (RED ROCK RESORTS INC) | Long | Loan | US | $2M | – | 0.01 |
| Station Place Securitization Trust (JEFFERIES FINANCIAL GROUP INC) | Long | ABS-other | US | $50M | – | 0.21 |
| Station Place Securitization Trust (JEFFERIES FINANCIAL GROUP INC) | Long | ABS-other | US | $50M | – | 0.21 |
| Station Place Securitization Trust | Long | ABS-other | US | $13M | – | 0.05 |
| Steel Dynamics, Inc. (STEEL DYNAMICS INC) | Long | Debt | US | $6M | – | 0.02 |
| Stewart Information Services Corp. | Long | Debt | US | $33M | – | 0.13 |
| Stolthaven Houston, Inc. (STOLTHAVEN HOUSTON INC) | Long | Debt | US | $14M | – | 0.06 |
| Stolthaven Houston, Inc. (STOLTHAVEN HOUSTON INC) | Long | Debt | US | $13M | – | 0.05 |
| STORE Master Funding I LLC (STORE Master Funding LLC) | Long | ABS-other | US | $10M | – | 0.04 |
| Store Master Funding I-VII (STORE Master Funding LLC) | Long | ABS-other | US | $3M | – | 0.01 |
| STORE Master Funding I-VII (STORE Master Funding LLC) | Long | ABS-other | US | $26M | – | 0.11 |
| STORE Master Funding I-VII (STORE Master Funding LLC) | Long | ABS-other | US | $10M | – | 0.04 |
| Store Master Funding I-VII XIV XIX XX XXIV XXII (STORE Master Funding LLC) | Long | ABS-other | US | $6M | – | 0.02 |
| STORE Master Funding LLC | Long | ABS-other | US | $10M | – | 0.04 |
| STORE Master Funding LLC | Long | ABS-other | US | $3M | – | 0.01 |
| Strategic Partners Fund VIII, LP (STRATEGIC PARTNERS FUND VIII LP) | Long | ABS-other | KY | $42M | – | 0.17 |
| Strategic Partners Fund VIII, LP (STRATEGIC PARTNERS FUND VIII LP) | Long | ABS-other | US | $18M | – | 0.07 |
| Structured Asset Investment Loan Trust | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| Structured Asset Investment Loan Trust | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| Structured Asset Securities Corporation Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| Structured Asset Securities Corporation Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Structured Asset Securities Corporation Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| STWD Ltd. (Starwood Commercial Mortgage T) | Long | ABS-other | KY | $11M | – | 0.05 |
| STWD Ltd. (Starwood Commercial Mortgage T) | Long | ABS-other | KY | $8M | – | 0.04 |
| STWD Ltd. (Starwood Commercial Mortgage T) | Long | ABS-other | KY | $4M | – | 0.02 |
| STWD Ltd. (Starwood Commercial Mortgage T) | Long | ABS-other | KY | $3M | – | 0.01 |
| STWD Ltd. (Starwood Commercial Mortgage T) | Long | ABS-other | KY | $2M | – | 0.01 |
| Subway Funding LLC | Long | ABS-other | US | $19M | – | 0.08 |
| Subway Funding LLC | Long | ABS-other | US | $18M | – | 0.07 |
| Subway Funding LLC | Long | ABS-other | US | $10M | – | 0.04 |
| Sumitomo Life Insurance Co. | Long | Debt | JP | $34M | – | 0.14 |
| Sumitomo Mitsui Financial Group, Inc. (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $10M | – | 0.04 |
| Sunoco, LP (SUNOCO LP) | Long | Debt | US | $18M | – | 0.07 |
| Sunrise FinCo I BV | Long | Debt | NL | $182K | – | 0.00 |
| SVC ABS LLC | Long | ABS-other | US | $15M | – | 0.06 |
| SVC ABS LLC | Long | ABS-other | US | $3M | – | 0.01 |
| Swiss Re Finance Luxembourg S.A. | Long | Debt | LU | $18M | – | 0.07 |
| Switch ABS Issuer LLC (Switch ABS Issuer, LLC) | Long | ABS-other | US | $51M | – | 0.21 |
| Switch ABS Issuer LLC (Switch ABS Issuer, LLC) | Long | ABS-other | US | $10M | – | 0.04 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $17M | – | 0.07 |
| Targa Resources Corp. | Long | Debt | US | $11M | – | 0.04 |
| Targa Resources Corp. | Long | Debt | US | $1M | – | 0.00 |
| Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp. | Long | Debt | US | $6M | – | 0.02 |
| Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds (TARRANT CNTY TX CULTURAL EDU F) | Long | Debt | US | $2M | – | 0.01 |
| TD SYNNEX Corp. | Long | Debt | US | $28M | – | 0.12 |
| TD SYNNEX Corp. | Long | Debt | US | $18M | – | 0.08 |
| TD SYNNEX Corp. | Long | Debt | US | $12M | – | 0.05 |
| Tenet Healthcare Corp. | Long | Debt | US | $2M | – | 0.01 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $117M | – | 0.49 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $39M | – | 0.16 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $10M | – | 0.04 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $348K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $309K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $293K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $283K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $276K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $261K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $253K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $246K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $233K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $207K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $144K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $141K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $133K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $130K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $126K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $121K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $118K | – | 0.00 |
| Tennessee Valley Authority (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $114K | – | 0.00 |
| Tennessee Valley Authority Principal Strips (TVA PRIN STRIP) | Long | Debt | US | $12M | – | 0.05 |
| Tennessee Valley Authority Principal Strips (TVA PRIN STRIP) | Long | Debt | US | $9M | – | 0.04 |
| Tennessee Valley Authority Principal Strips (TENN VALLEY AUTH) | Long | Debt | US | $8M | – | 0.03 |
| Tennessee Valley Authority Principal Strips (TVA PRIN STRIP) | Long | Debt | US | $2M | – | 0.01 |
| Tennessee Valley Authority Principal Strips (TVA PRIN STRIP) | Long | Debt | US | $393K | – | 0.00 |
| Tennessee Valley Authority Principal Strips (TVA PRIN STRIP) | Long | Debt | US | $265K | – | 0.00 |
| Terraform Global Operating, LP | Long | Debt | US | $5M | – | 0.02 |
| TerraForm Power Operating LLC | Long | Loan | US | $199K | – | 0.00 |
| Textainer Marine Containers Ltd. (Textainer Marine Containers Li) | Long | ABS-other | US | $21M | – | 0.09 |
| Textainer Marine Containers VII Ltd. (Textainer Marine Containers Li) | Long | ABS-other | US | $37M | – | 0.16 |
| Textainer Marine Containers VII Ltd. (Textainer Marine Containers Li) | Long | ABS-other | BM | $2M | – | 0.01 |
| Textron, Inc. (TEXTRON INC) | Long | Debt | US | $10M | – | 0.04 |
| TFI International, Inc. (TFI INTERNATIONAL INC) | Long | Debt | CA | $11M | – | 0.05 |
| THL Credit Lake Shore MM CLO I Ltd. | Long | ABS-other | KY | $33M | – | 0.14 |
| THL Credit Lake Shore MM CLO I Ltd. | Long | ABS-other | KY | $30M | – | 0.13 |
| Thunderbird A (THUNDERBIRD 2022-1) | Long | ABS-other | US | $34M | – | 0.14 |
| Thunderbird A (THUNDERBIRD 2022-1) | Long | ABS-other | US | $0.2 | – | 0.00 |
| TIF Funding III LLC | Long | ABS-other | US | $33M | – | 0.13 |
| Top Pressure Recovery Turbines (TOWD POINT REVOLVING TRUST TPRT_24-A) | Long | ABS-mortgage backed security | US | $45M | – | 0.18 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| TPG Operating Group II, LP | Long | Debt | US | $29M | – | 0.12 |
| Transatlantic Holdings, Inc. | Long | Debt | US | $2M | – | 0.01 |
| TransCanada PipeLines Ltd. | Long | Debt | CA | $11M | – | 0.05 |
| TransCanada PipeLines Ltd. | Long | Debt | CA | $1M | – | 0.00 |
| TransDigm, Inc. (TRANSDIGM INC) | Long | Debt | US | $7M | – | 0.03 |
| TransDigm, Inc. (TRANSDIGM INC) | Long | Debt | US | $5M | – | 0.02 |
| Transurban Finance Company Pty Ltd. | Long | Debt | AU | $12M | – | 0.05 |
| Treman Park CLO Ltd. | Long | ABS-other | KY | $12K | – | 0.00 |
| Treman Park CLO Ltd. | Long | ABS-other | KY | $11K | – | 0.00 |
| Tricon Residential 2024-SFR2 Trust | Long | ABS-other | US | $10M | – | 0.04 |
| Tricon Residential 2024-SFR2 Trust | Long | ABS-other | US | $9M | – | 0.04 |
| Tricon Residential 2024-SFR2 Trust | Long | ABS-other | US | $8M | – | 0.03 |
| Tricon Residential Trust | Long | ABS-other | US | $16M | – | 0.07 |
| Tricon Residential Trust | Long | ABS-other | US | $14M | – | 0.06 |
| Tricon Residential Trust | Long | ABS-other | US | $6M | – | 0.03 |
| Tricon Residential Trust | Long | ABS-other | US | $3M | – | 0.01 |
| TriNet Group, Inc. (TRINET GROUP INC) | Long | Debt | US | $6M | – | 0.02 |
| Trinity Industries, Inc. (TRINITY INDUSTRIES INC) | Long | Debt | US | $14M | – | 0.06 |
| Trinseo Materials Operating S.C.A. (TRINSEO PLC) | Long | Loan | LU | $9M | – | 0.04 |
| Triton Container International Limited / TAL International Container Corp. (TRITON CONTAINER/TAL INT) | Long | Debt | BM | $2M | – | 0.01 |
| Triton Container International Ltd. | Long | Debt | BM | $29M | – | 0.12 |
| Trustage Financial Group, Inc. | Long | Debt | US | $23M | – | 0.10 |
| Tulsa Airports Improvement Trust Revenue Bonds (TULSA OK ARPTS IMPT TRUST) | Long | Debt | US | $705K | – | 0.00 |
| Tyson Foods, Inc. (TYSON FOODS INC) | Long | Debt | US | $5M | – | 0.02 |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $17M | – | 0.07 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $9M | – | 0.04 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $1M | – | 0.01 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $114K | – | 0.00 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $-44K | – | -0.00 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $-96K | – | -0.00 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $-4M | – | -0.02 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $-9M | – | -0.04 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $-14M | – | -0.06 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $-24M | – | -0.10 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $-78M | – | -0.32 | |
| U.S. Treasury Bills (TREASURY BILL) | Long | Debt | US | $5M | – | 0.02 |
| U.S. Treasury Bills (TREASURY BILL) | Long | Debt | US | $2M | – | 0.01 |
| U.S. Treasury Bills (TREASURY BILL) | Long | Debt | US | $528K | – | 0.00 |
| U.S. Treasury Bonds (STRIP PRINC) | Long | Debt | US | $607M | – | 2.51 |
| U.S. Treasury Bonds (US TREASURY N/B) | Long | Debt | US | $476M | – | 1.97 |
| U.S. Treasury Bonds (STRIPS) | Long | Debt | US | $131M | – | 0.54 |
| U.S. Treasury Bonds (STRIPS) | Long | Debt | US | $122M | – | 0.50 |
| U.S. Treasury Bonds (STRIP PRINC) | Long | Debt | US | $81M | – | 0.33 |
| U.S. Treasury Bonds (STRIPS) | Long | Debt | US | $28M | – | 0.12 |
| U.S. Treasury Bonds (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.01 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $594M | – | 2.46 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $495M | – | 2.05 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $448M | – | 1.86 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $196M | – | 0.81 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $152M | – | 0.63 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $131M | – | 0.54 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $95M | – | 0.39 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.02 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.01 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.01 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.00 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $400K | – | 0.00 |
| U.S. Treasury Strip Principal (STRIP PRINC) | Long | Debt | US | $84M | – | 0.35 |
| UBS Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $970K | – | 0.00 |
| UBS Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $960K | – | 0.00 |
| UBS Group AG | Long | Debt | CH | $28M | – | 0.12 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.00 |
| UCFC Manufactured Housing Contract | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| UGI Energy Services LLC (UGI CORPORATION) | Long | Loan | US | $4M | – | 0.02 |
| Uniform MBS 15 Year | Long | ABS-mortgage backed security | US | $364M | – | 1.51 |
| Uniform MBS 15 Year | Long | ABS-mortgage backed security | US | $62M | – | 0.26 |
| Uniform MBS 30 Year | Long | ABS-mortgage backed security | US | $668M | – | 2.76 |
| Uniform MBS 30 Year | Long | ABS-mortgage backed security | US | $654M | – | 2.71 |
| Uniform MBS 30 Year | Long | ABS-mortgage backed security | US | $256M | – | 1.06 |
| Uniform MBS 30 Year | Long | ABS-mortgage backed security | US | $150M | – | 0.62 |
| United Airlines 2023-1 Class A Pass Through Trust (UNITED AIR 2023-1 A PTT) | Long | Debt | US | $8M | – | 0.03 |
| United Airlines Inc. (UNITED AIRLINES HOLDINGS INC) | Long | Loan | US | $16M | – | 0.07 |
| United Airlines, Inc. (UNITED AIRLINES INC) | Long | Debt | US | $12M | – | 0.05 |
| United Rentals, Inc. (UNITED RENTALS INC) | Long | Loan | US | $18M | – | 0.07 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $209M | – | 0.87 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $204M | – | 0.85 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $90M | – | 0.37 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $73M | – | 0.30 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $27M | – | 0.11 |
| United Wholesale Mortgage LLC (UNITED WHOLESALE MTGE LL) | Long | Debt | US | $31M | – | 0.13 |
| United Wholesale Mortgage LLC (UNITED WHOLESALE MTGE LL) | Long | Debt | US | $24M | – | 0.10 |
| Universal Health Services, Inc. (UNIVERSAL HEALTH SVCS) | Long | Debt | US | $16M | – | 0.07 |
| Universal Health Services, Inc. (UNIVERSAL HEALTH SVCS) | Long | Debt | US | $2M | – | 0.01 |
| Vacasa, Inc. (Vacasa Inc) | Long | Equity-common | US | $89K | 18K | 0.00 |
| Vail Resorts, Inc. (VAIL RESORTS INC) | Long | Debt | US | $12M | – | 0.05 |
| Valero Energy Corp. | Long | Debt | US | $2M | – | 0.01 |
| Valvoline, Inc. (VALVOLINE INC) | Long | Debt | US | $16M | – | 0.07 |
| Vantage Data Centers Issuer LLC (Vantage Data Centers LLC) | Long | ABS-other | US | $3M | – | 0.01 |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $38M | – | 0.16 |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $29M | – | 0.12 |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $4M | – | 0.02 |
| Vector Phoenix Holdings, LP (VECTOR PHOENIX HOLDINGS (CAYMAN) LP) | Long | Equity-common | KY | $11.26 | 532.196 | 0.00 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $9M | – | 0.04 |
| Venture Global Calcasieu Pass LLC (VENTURE GLOBAL LNG INC) | Long | Loan | US | $6M | – | 0.02 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $2M | – | 0.01 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $2M | – | 0.01 |
| Venture Global LNG, Inc. (VENTURE GLOBAL LNG INC) | Long | Debt | US | $33M | – | 0.14 |
| Venture Global LNG, Inc. (VENTURE GLOBAL LNG INC) | Long | Debt | US | $11M | – | 0.05 |
| Venture XIII CLO Ltd. (Venture CDO Ltd) | Long | ABS-other | KY | $370 | – | 0.00 |
| Venture XIV CLO Ltd. (Venture CDO Ltd) | Long | ABS-other | KY | $23M | – | 0.09 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $18M | – | 0.07 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Verus Securitization Trust 2024-5 | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| Verus Securitization Trust 2024-5 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| VFH Parent LLC / Valor Company-Issuer, Inc. (VFH PARENT / VALOR CO) | Long | Debt | US | $13M | – | 0.05 |
| VICI Properties Limited Partnership / VICI Note Company, Inc. (VICI PROPERTIES / NOTE) | Long | Debt | US | $3M | – | 0.01 |
| VICI Properties Limited Partnership / VICI Note Company, Inc. (VICI PROPERTIES / NOTE) | Long | Debt | US | $3M | – | 0.01 |
| VICOF 2 (VICOF II TRUST) | Long | ABS-other | US | $458K | – | 0.00 |
| Viper Energy, Inc. (VIPER ENERGY INC) | Long | Debt | US | $12M | – | 0.05 |
| Virgin Media Finance plc | Long | Debt | US | $866K | – | 0.00 |
| Virgin Media Inc. (VMED O2 UK LTD) | Long | Debt | GB | $164K | – | 0.00 |
| Virgin Media Secured Finance plc | Long | Debt | US | $9M | – | 0.04 |
| Virgin Media Vendor Financing Notes III DAC (VMED O2 UK LTD) | Long | Debt | GB | $6M | – | 0.02 |
| Virtu Financial (VIRTU FINANCIAL INC) | Long | Loan | US | $2M | – | 0.01 |
| Vista Point Securitization Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| Vodafone Group plc | Long | Debt | GB | $35M | – | 0.14 |
| Vontier Corp. | Long | Debt | US | $30M | – | 0.13 |
| Vontier Corp. | Long | Debt | US | $17M | – | 0.07 |
| VOYA CLO (Voya CLO Ltd) | Long | ABS-other | KY | $5M | – | 0.02 |
| Voya CLO 2024-2 Ltd. (Voya CLO Ltd) | Long | ABS-other | KY | $15M | – | 0.06 |
| Voya CLO Ltd. | Long | ABS-other | KY | $356K | – | 0.00 |
| Walgreens Boots Alliance, Inc. | Long | Debt | US | $11M | – | 0.05 |
| Walgreens Boots Alliance, Inc. | Long | Debt | US | $10M | – | 0.04 |
| WaMu Asset-Backed Certificates WaMu Series | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WaMu Asset-Backed Certificates WaMu Series | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| WaMu Asset-Backed Certificates WaMu Series Trust | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| WaMu Mortgage Pass-Through Certificates Series Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series Trust | Long | ABS-mortgage backed security | US | $487K | – | 0.00 |
| Warnermedia Holdings, Inc. (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $21M | – | 0.09 |
| Warnermedia Holdings, Inc. (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $9M | – | 0.04 |
| Washington Gas Light Co. | Long | Debt | US | $976K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| WAVE LLC (Wave USA) | Long | ABS-other | US | $14M | – | 0.06 |
| Weir Group plc (WEIR GROUP PLC (THE)) | Long | Debt | GB | $12M | – | 0.05 |
| Wellfleet CLO Ltd. | Long | ABS-other | KY | $1M | – | 0.01 |
| Wells Fargo & Co. (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $64M | 67M | 0.26 |
| Wells Fargo & Co. (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $4M | 4M | 0.02 |
| Wells Fargo & Co. (WELLS FARGO & COMPANY) | Long | Debt | US | $593K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $843K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $811K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $810K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $587K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $481K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $12M | – | 0.05 |
| Western & Southern Life Insurance Co. | Long | Debt | US | $9M | – | 0.04 |
| Western Midstream Operating, LP | Long | Debt | US | $1M | – | 0.01 |
| Westinghouse Air Brake Technologies Corp. | Long | Debt | US | $6M | – | 0.02 |
| Westpac Banking Corp. | Long | Debt | AU | $13M | – | 0.05 |
| Westpac Banking Corp. | Long | Debt | AU | $9M | – | 0.04 |
| Westpac Banking Corp. | Long | Debt | AU | $4M | – | 0.02 |
| Whirlpool Corp. | Long | Debt | US | $11M | – | 0.04 |
| Whirlpool Corp. | Long | Debt | US | $8M | – | 0.03 |
| WhiteWater DBR HoldCo LLC | Long | Loan | US | $5M | – | 0.02 |
| Williams Scotsman, Inc. (WILLIAMS SCOTSMAN INC) | Long | Debt | US | $14M | – | 0.06 |
| Wilton RE Ltd. | Long | Debt | CA | $84M | – | 0.35 |
| Wingstop Funding LLC | Long | ABS-other | US | $23M | – | 0.09 |
| Wingstop Funding LLC | Long | ABS-other | US | $1M | – | 0.00 |
| Wisconsin Alumni Research Foundation (WISCONSIN ALUM RESEARCH) | Long | Debt | US | $3M | – | 0.01 |
| Women's Care Holdings, Inc. (WOMENS CARE HOLDINGS INC) | Long | Loan | US | $14M | – | 0.06 |
| Woodmont Trust | Long | ABS-other | US | $72M | – | 0.30 |
| Woodmont Trust | Long | ABS-other | US | $14M | – | 0.06 |
| Woodmont Trust | Long | ABS-other | US | $7M | – | 0.03 |
| Worldpay (BOOST NEWCO BORROWER LLC) | Long | Loan | US | $3M | – | 0.01 |
| Wrangler Holdco Corp. | Long | Debt | US | $6M | – | 0.02 |
| WW International, Inc. (WW INTERNATIONAL INC) | Long | Debt | US | $5M | – | 0.02 |
| WW International, Inc. (WW INTERNATIONAL INC) | Long | Loan | US | $516K | – | 0.00 |
| Wyndham Hotels & Resorts, Inc. (WYNDHAM HOTELS & RESORTS INC) | Long | Loan | US | $8M | – | 0.03 |
| Xplornet Communications, Inc. (XPLORNET COMMUNICATIONS INC) | Long | Loan | CA | $899K | – | 0.00 |
| YAK BLOCKER 2 LLC | Long | Equity-common | US | $86K | 44K | 0.00 |
| YAK BLOCKER 2 LLC | Long | Equity-common | US | $79K | 41K | 0.00 |
| Yale-New Haven Health Services Corp. (YALE-NEW HAVEN HLTH SRVC) | Long | Debt | US | $19M | – | 0.08 |
| Yamana Gold, Inc. (YAMANA GOLD INC) | Long | Debt | CA | $12M | – | 0.05 |
| Yamana Gold, Inc. (YAMANA GOLD INC) | Long | Debt | CA | $3M | – | 0.01 |
| Zayo Group Holdings, Inc. (FRONT RANGE TOPCO INC) | Long | Loan | US | $1M | – | 0.01 |
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