State Street Global Advisors - advised funds > SSGA Active Trust
SPDR DoubleLine Total Return Tactical ETF
$3.02B
Avg Monthly Net Assets
$2.93B
Total Assets
$7.08M
Total Liabilities
$2.92B
Net Assets
SPDR DoubleLine Total Return Tactical ETF is an Exchange-Traded Fund in SSGA Active Trust
from State Street Global Advisors - advised funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $3.02B.
On August 28th, 2024 it reported 1,377 holdings, the largest
being United States Treasury (6.1%), State Street Global Advisors (3.4%) and United States Treasury (3.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| SPDR DoubleLine Total Return Tactical ETF | C000144728 | ARCX | TOTL |
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 Unlimited Liability Company 2024 Term Loan B6 | Long | Loan | CA | $120K | – | 0.00 |
| 1375209 BC Ltd | Long | Debt | CA | $76K | – | 0.00 |
| AAR Escrow Issuer LLC | Long | Debt | US | $342K | – | 0.01 |
| AASET 2024-1 (Apollo Aviation Securitization Equity Trust) | Long | ABS-other | US | $3M | – | 0.10 |
| AbbVie Inc | Long | Debt | US | $963K | – | 0.03 |
| ABG INTERMEDIATE HOLDNGS 2 LLC 2024 Add-On DELAYED DRAW Term Loan | Long | Loan | US | $175K | – | 0.01 |
| Academy Ltd | Long | Debt | US | $493K | – | 0.02 |
| Access CIG LLC 2023 Term Loan | Long | Loan | US | $340K | – | 0.01 |
| ACE Securities Corp Home Equity Loan Trust Series 2006-FM1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-WM2 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| ACRE Commercial Mortgage 2021-FL4 Ltd (ACRE COMMERCIAL MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| Acrisure LLC 2020 Term Loan B | Long | Loan | US | $207K | – | 0.01 |
| Acrisure LLC 2021 First Lien Term Loan B | Long | Loan | US | $137K | – | 0.00 |
| ACRISURE LLC 2024 TERM LOAN B6 | Long | Loan | US | $30K | – | 0.00 |
| Acu Petroleo Luxembourg Sarl | Long | Debt | LU | $793K | – | 0.03 |
| Acuris Finance US Inc / Acuris Finance SARL (ACURIS FIN US/ACURIS FIN) | Long | Debt | US | $428K | – | 0.01 |
| Acushnet Co | Long | Debt | US | $295K | – | 0.01 |
| Adani Electricity Mumbai Ltd | Long | Debt | IN | $300K | – | 0.01 |
| Adani International Container Terminal Pvt Ltd | Long | Debt | IN | $576K | – | 0.02 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $1M | – | 0.04 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $358K | – | 0.01 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $185K | – | 0.01 |
| Adani Transmission Step-One Ltd (ADANI TRANS STEP-ONE LTD) | Long | Debt | IN | $758K | – | 0.03 |
| Adani Transmission Step-One Ltd (ADANI TRANS STEP-ONE LTD) | Long | Debt | IN | $564K | – | 0.02 |
| AdaptHealth LLC | Long | Debt | US | $245K | – | 0.01 |
| Adaro Indonesia PT (PT ADARO INDONESIA) | Long | Debt | ID | $991K | – | 0.03 |
| ADMI Corp 2021 Incremental Term Loan B3 | Long | Loan | US | $141K | – | 0.00 |
| ADMI Corp 2023 Term Loan B5 | Long | Loan | US | $201K | – | 0.01 |
| Advanced Drainage Systems Inc | Long | Debt | US | $1M | – | 0.04 |
| AEP Texas Inc | Long | Debt | US | $1M | – | 0.04 |
| AEP Texas Inc | Long | Debt | US | $558K | – | 0.02 |
| Aeropuertos Dominicanos Siglo XXI SA | Long | Debt | DO | $202K | – | 0.01 |
| Aethon United BR LP / Aethon United Finance Corp (AETHON UN/AETHIN UN FIN) | Long | Debt | US | $308K | – | 0.01 |
| Affirm Asset Securitization Trust 2023-A (Affirm Inc) | Long | ABS-other | US | $2M | – | 0.06 |
| Affirm Asset Securitization Trust 2023-B (Affirm Inc) | Long | ABS-other | US | $5M | – | 0.18 |
| AGCO Corp | Long | Debt | US | $324K | – | 0.01 |
| Agree LP | Long | Debt | US | $653K | – | 0.02 |
| Agrosuper SA | Long | Debt | CL | $874K | – | 0.03 |
| AI Aqua Merger Sub Inc 2021 1st Lien Term Loan B | Long | Loan | US | $411K | – | 0.01 |
| AI Candelaria Spain SA (AI CANDELARIA SPAIN SLU) | Long | Debt | ES | $900K | – | 0.03 |
| AI Candelaria Spain SA (AI CANDELARIA SPAIN SLU) | Long | Debt | ES | $727K | – | 0.02 |
| AI Candelaria Spain SA (AI CANDELARIA SPAIN SLU) | Long | Debt | ES | $377K | – | 0.01 |
| Air Canada 2024 Term Loan B | Long | Loan | CA | $105K | – | 0.00 |
| Air Lease Corp | Long | Debt | US | $1M | – | 0.05 |
| Air Lease Corp | Long | Debt | US | $685K | – | 0.02 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $1M | – | 0.05 |
| Aligned Data Centers Issuer LLC (Aligned Data Centers Issuers LLC) | Long | ABS-other | US | $5M | – | 0.17 |
| Allegion US Holding Co Inc | Long | Debt | US | $795K | – | 0.03 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $414K | – | 0.01 |
| Alliant Holdings Intermediate LLC 2023 Term Loan B6 | Long | Loan | US | $300K | – | 0.01 |
| Allied Universal Holdco LLC | Long | Debt | US | $522K | – | 0.02 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $353K | – | 0.01 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $201K | – | 0.01 |
| Allied Universal Holdco LLC 2021 USD Incremental Term Loan B | Long | Loan | US | $590K | – | 0.02 |
| AllSpring Buyer LLC Term Loan B | Long | Loan | US | $387K | – | 0.01 |
| Alternative Loan Trust 2005-21CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Alternative Loan Trust 2005-54CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Alternative Loan Trust 2005-79CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Alternative Loan Trust 2006-24CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Alternative Loan Trust 2006-43CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Alternative Loan Trust 2006-OA2 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Alternative Loan Trust 2007-16CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| ALTERRA MOUNTAIN COMPANY 2024 Add-On Term Loan B | Long | Loan | US | $30K | – | 0.00 |
| Alterra Mountain Company 2024 Term Loan B4 | Long | Loan | US | $267K | – | 0.01 |
| Alterra Mountain Company 2024 Term Loan B5 | Long | Loan | US | $90K | – | 0.00 |
| Altice Financing SA | Long | Debt | LU | $182K | – | 0.01 |
| Altice France Holding SA | Long | Debt | LU | $139K | – | 0.00 |
| Altice France SA | Long | Debt | FR | $303K | – | 0.01 |
| Altice France SA 2023 USD Term Loan B14 | Long | Loan | FR | $168K | – | 0.01 |
| AMC Entertainment Holdings Inc (AMC ENTERTAINMENT HLDGS) | Long | Debt | US | $75K | – | 0.00 |
| American Airlines Inc | Long | Debt | US | $608K | – | 0.02 |
| American Airlines Inc | Long | Debt | US | $565K | – | 0.02 |
| American Airlines Inc 2021 Term Loan | Long | Loan | KY | $257K | – | 0.01 |
| American Airlines Inc 2023 1st Lien Term Loan | Long | Loan | US | $328K | – | 0.01 |
| American Axle & Manufacturing Inc (AMERICAN AXLE & MFG INC) | Long | Debt | US | $142K | – | 0.00 |
| American Express Co | Long | Debt | US | $2M | – | 0.06 |
| American Home Mortgage Investment Trust 2007-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| American Homes 4 Rent LP | Long | Debt | US | $1M | – | 0.05 |
| American Tire Distributors Holdings Inc 2021 Term Loan B | Long | Loan | US | $105.62 | – | 0.00 |
| American Tower Corp | Long | Debt | US | $1M | – | 0.04 |
| Ameriquest Mortgage Securities Asset-Backed Pass-Through Ctfs Ser 2004 FR1 (Ameriquest Mortgage Securities Inc.) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Amgen Inc | Long | Debt | US | $705K | – | 0.02 |
| AMSR 2021-SFR2 Trust (AMSR Trust) | Long | ABS-other | US | $3M | – | 0.09 |
| AMSR 2021-SFR2 Trust (AMSR Trust) | Long | ABS-other | US | $3M | – | 0.09 |
| AMSR 2021-SFR2 Trust (AMSR Trust) | Long | ABS-other | US | $2M | – | 0.06 |
| AMSR 2023-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $11M | – | 0.39 |
| AMSR 2023-SFR2 Trust (AMSR Trust) | Long | ABS-other | US | $6M | – | 0.22 |
| AmWINS Group Inc | Long | Debt | US | $410K | – | 0.01 |
| AmWINS Group Inc 2021 Term Loan B | Long | Loan | US | $55K | – | 0.00 |
| Anchorage Capital CLO 19 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| AngloGold Ashanti Holdings PLC (ANGLOGOLD HOLDINGS PLC) | Long | Debt | IM | $175K | – | 0.01 |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp (ANYWHERE RE GRP/REALOGY) | Long | Debt | US | $174K | – | 0.01 |
| APi Group DE Inc 2024 Term Loan B | Long | Loan | US | $20K | – | 0.00 |
| Applied Systems Inc 2024 1st Lien Term Loan | Long | Loan | US | $121K | – | 0.00 |
| Applied Systems Inc 2024 2nd Lien Term Loan | Long | Loan | US | $88K | – | 0.00 |
| APRO LLC 2024 TERM LOAN B | Long | Loan | US | $220K | – | 0.01 |
| APX Group Inc 2021 Term Loan B | Long | Loan | US | $351K | – | 0.01 |
| ArcelorMittal SA | Long | Debt | LU | $506K | – | 0.02 |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | XX | $191K | – | 0.01 |
| Ardonagh Finco Ltd | Long | Debt | JE | $549K | – | 0.02 |
| AREIT 2021-CRE5 Trust (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $293K | – | 0.01 |
| Ares Capital Corp | Long | Debt | US | $946K | – | 0.03 |
| Argent Securities Trust 2006-M1 (Argent Securities Inc.) | Long | ABS-other | US | $5M | – | 0.16 |
| Arizona Public Service Co | Long | Debt | US | $873K | – | 0.03 |
| Arrow Electronics Inc | Long | Debt | US | $1M | – | 0.05 |
| Arsenal AIC Parent LLC | Long | Debt | US | $178K | – | 0.01 |
| Artera Services LLC | Long | Debt | US | $257K | – | 0.01 |
| Artera Services LLC 2024 Term Loan | Long | Loan | US | $241K | – | 0.01 |
| Ascend Learning LLC 2021 2nd Lien Term Loan | Long | Loan | US | $83K | – | 0.00 |
| Ascend Learning LLC 2021 Term Loan | Long | Loan | US | $589K | – | 0.02 |
| Ashton Woods USA LLC / Ashton Woods Finance Co (ASHTON WOODS USA/FINANCE) | Long | Debt | US | $299K | – | 0.01 |
| ASPLUNDH TREE EXPERT LLC 2024 Incremental Term Loan B | Long | Loan | US | $310K | – | 0.01 |
| ASSETMARK FINANCIAL HOLDGS INC 2024 TERM LOAN | Long | Loan | US | $105K | – | 0.00 |
| AssuredPartners Inc | Long | Debt | US | $384K | – | 0.01 |
| AssuredPartners Inc 2024 Incremental Term Loan B5 | Long | Loan | US | $325K | – | 0.01 |
| Astra Acquisition Corp 2021 2nd Lien Term Loan | Long | Loan | US | $33K | – | 0.00 |
| Asurion LLC 2021 2nd Lien Term Loan B3 | Long | Loan | US | $65K | – | 0.00 |
| Asurion LLC 2021 Second Lien Term Loan B4 | Long | Loan | US | $97K | – | 0.00 |
| Asurion LLC 2021 Term Loan B9 | Long | Loan | US | $370K | – | 0.01 |
| Asurion LLC 2023 Term Loan B11 | Long | Loan | US | $25K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.06 |
| AthenaHealth Group Inc | Long | Debt | US | $410K | – | 0.01 |
| Athenahealth Group Inc 2022 Term Loan B | Long | Loan | US | $371K | – | 0.01 |
| Athene Holding Ltd | Long | Debt | US | $995K | – | 0.03 |
| Atlassian Corp (ATLASSIAN CORPORATION) | Long | Debt | US | $661K | – | 0.02 |
| AutoZone Inc | Long | Debt | US | $350K | – | 0.01 |
| Avation Capital SA | Long | Debt | LU | $249K | – | 0.01 |
| Avation PLC | Derivative-equity | GB | $2K | 5K | 0.00 | |
| Aveanna Healthcare LLC 2021 2nd Lien Term Loan | Long | Loan | US | $76K | – | 0.00 |
| Aveanna Healthcare LLC 2021 Term Loan B | Long | Loan | US | $191K | – | 0.01 |
| Aviation Capital Group LLC | Long | Debt | US | $692K | – | 0.02 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $2M | – | 0.06 |
| Bain Capital Credit Clo 2019-3 Ltd (Bain Capital Credit CLO Limited) | Long | ABS-collateralized bond/debt obligation | KY | $974K | – | 0.03 |
| Bain Capital Credit CLO 2021-6 Ltd (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| Bain Capital Credit CLO 2023-3 Ltd (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.07 |
| Bally's Corporation 2021 Term Loan B | Long | Loan | US | $255K | – | 0.01 |
| Banc of America Funding 2006 8T2 Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Banc of America Funding 2007-5 Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Banco Davivienda SA | Long | Debt | CO | $434K | – | 0.01 |
| Banco de Bogota SA | Long | Debt | CO | $197K | – | 0.01 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $964K | – | 0.03 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $929K | – | 0.03 |
| Banco del Estado de Chile (BANCO DEL ESTADO -CHILE) | Long | Debt | CL | $516K | – | 0.02 |
| Banco do Brasil SA/Cayman (BANCO DO BRASIL (CAYMAN)) | Long | Debt | BR | $408K | – | 0.01 |
| Banco do Estado do Rio Grande do Sul SA (BANCO EST RIO GRANDE SUL) | Long | Debt | BR | $470K | – | 0.02 |
| Banco GNB Sudameris SA | Long | Debt | CO | $134K | – | 0.00 |
| Banco Industrial SA/Guatemala | Long | Debt | GT | $721K | – | 0.02 |
| Banco Internacional del Peru SAA Interbank (BANCO INTERNAC DEL PERU) | Long | Debt | PE | $2M | – | 0.06 |
| Banco Mercantil del Norte SA/Grand Cayman (BANCO MERCANTIL DE NORTE) | Long | Debt | MX | $1M | – | 0.05 |
| Banco Mercantil del Norte SA/Grand Cayman (BANCO MERCANTIL DE NORTE) | Long | Debt | MX | $176K | – | 0.01 |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands (BANCO NACIONAL COM EXT) | Long | Debt | MX | $532K | – | 0.02 |
| Bancolombia SA | Long | Debt | CO | $1M | – | 0.04 |
| Bancolombia SA | Long | Debt | CO | $613K | – | 0.02 |
| Banff Merger Sub Inc 2023 USD Term Loan | Long | Loan | US | $469K | – | 0.02 |
| BANK 2017-BNK4 | Long | ABS-mortgage backed security | US | $726K | – | 0.02 |
| BANK 2017-BNK6 | Long | ABS-mortgage backed security | US | $824K | – | 0.03 |
| BANK 2021-BNK35 | Long | ABS-mortgage backed security | US | $467K | – | 0.02 |
| Bank Negara Indonesia Persero Tbk PT | Long | Debt | ID | $746K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $740K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $548K | – | 0.02 |
| Bank of Montreal | Long | Debt | CA | $2M | – | 0.06 |
| BAT Capital Corp | Long | Debt | US | $619K | – | 0.02 |
| Bausch & Lomb Corporation 2023 Incremental Term Loan | Long | Loan | CA | $144K | – | 0.00 |
| Bausch & Lomb Corporation Term Loan | Long | Loan | CA | $1M | – | 0.04 |
| Bausch + Lomb Corp | Long | Debt | CA | $712K | – | 0.02 |
| Bausch Health Americas Inc | Long | Debt | US | $146K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $352K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $61K | – | 0.00 |
| Bausch Health Cos Inc | Long | Debt | CA | $22K | – | 0.00 |
| BBCMS Mortgage Trust 2022-C18 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BBCMS Mortgage Trust 2023-C19 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $1M | – | 0.04 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $738K | – | 0.03 |
| BCAP LLC 2010-RR4-I Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| BCP Renaissance Parent LLC 2024 Term Loan B | Long | Loan | US | $196K | – | 0.01 |
| BCPE Empire Holdings Inc | Long | Debt | US | $528K | – | 0.02 |
| BCPE Empire Holdings Inc 2024 Term Loan | Long | Loan | US | $587K | – | 0.02 |
| Beacon Roofing Supply Inc | Long | Debt | US | $544K | – | 0.02 |
| Benchmark 2018-B2 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Benchmark 2020-B19 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Benchmark 2021-B24 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Berry Global Inc | Long | Debt | US | $945K | – | 0.03 |
| Bioceanico Sovereign Certificate Ltd | Long | Debt | KY | $632K | – | 0.02 |
| Black Hills Corp | Long | Debt | US | $558K | – | 0.02 |
| Blackbird Capital II Aircraft Lease Ltd (Blackbird Capital Aircraft) | Long | ABS-other | US | $3M | – | 0.11 |
| BlackRock Funding Inc | Long | Debt | US | $541K | – | 0.02 |
| Blackstone Holdings Finance Co LLC | Long | Debt | US | $2M | – | 0.08 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $267K | – | 0.01 |
| BNC Mortgage Loan Trust 2006-1 | Long | ABS-mortgage backed security | US | $10M | – | 0.35 |
| Boeing Co/The | Long | Debt | US | $580K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $247K | – | 0.01 |
| Bombardier Inc | Long | Debt | CA | $508K | – | 0.02 |
| Bombardier Inc | Long | Debt | CA | $106K | – | 0.00 |
| Boost Newco Borrower LLC | Long | Debt | US | $209K | – | 0.01 |
| Boxer Parent Co Inc | Long | Debt | US | $35K | – | 0.00 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $940K | – | 0.03 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $901K | – | 0.03 |
| Brand Industrial Services Inc | Long | Debt | US | $340K | – | 0.01 |
| Brand Industrial Services Inc 2024 Term Loan B | Long | Loan | US | $230K | – | 0.01 |
| Braskem Idesa SAPI | Long | Debt | MX | $379K | – | 0.01 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $1M | – | 0.04 |
| BRAVO Residential Funding Trust 2022-NQM3 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| BRAVO Residential Funding Trust 2023-NQM4 | Long | ABS-mortgage backed security | US | $11M | – | 0.37 |
| Brazos Delaware II LLC 2024 Term Loan B | Long | Loan | US | $25K | – | 0.00 |
| BRIGHT BIDCO B.V. EQUITY | Long | Equity-common | US | $71 | 710 | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $1M | – | 0.05 |
| Bristol-Myers Squibb Co | Long | Debt | US | $348K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.06 |
| BROADSTREET PARTNERS INC 2024 TERM LOAN B4 | Long | Loan | US | $155K | – | 0.01 |
| Brown & Brown Inc | Long | Debt | US | $1M | – | 0.04 |
| Brown Group Holding LLC Term Loan B | Long | Loan | US | $274K | – | 0.01 |
| BSPRT 2021-FL6 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $410K | – | 0.01 |
| Buckeye Partners LP | Long | Debt | US | $733K | – | 0.03 |
| Buckeye Partners LP 2024 Term Loan B3 | Long | Loan | US | $105K | – | 0.00 |
| Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy (BUFFALO ENERGY MX HLDGS) | Long | Debt | MX | $519K | – | 0.02 |
| Builders FirstSource Inc | Long | Debt | US | $515K | – | 0.02 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $1M | – | 0.03 |
| BX Commercial Mortgage Trust 2020-VKNG (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $512K | – | 0.02 |
| Caesars Entertainment Inc 2024 Term Loan B1 | Long | Loan | US | $251K | – | 0.01 |
| Caesars Entertainment Inc Term Loan B | Long | Loan | US | $64K | – | 0.00 |
| CaixaBank SA | Long | Debt | ES | $932K | – | 0.03 |
| Calpine Corp | Long | Debt | US | $580K | – | 0.02 |
| Camelot US Acquisition LLC 2024 Term Loan B | Long | Loan | US | $320K | – | 0.01 |
| Campbell Soup Co | Long | Debt | US | $477K | – | 0.02 |
| Canacol Energy Ltd | Long | Debt | CA | $532K | – | 0.02 |
| Canyon Capital CLO 2017-1 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $995K | – | 0.03 |
| Canyon Capital CLO 2021-2 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| CAP SA | Long | Debt | CL | $959K | – | 0.03 |
| CAP SA | Long | Debt | CL | $480K | – | 0.02 |
| Cardinal Health Inc | Long | Debt | US | $2M | – | 0.06 |
| CARLYLE US CLO 2021-1 LTD (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $999K | – | 0.03 |
| CARLYLE US CLO 2022-2 LTD (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| Carlyle US CLO 2023-3 Ltd (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| Carlyle US CLO 2023-3 Ltd (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| Carnival Corp | Long | Debt | PA | $373K | – | 0.01 |
| Carnival Corp | Long | Debt | PA | $341K | – | 0.01 |
| Carnival Corporation 2024 Term Loan B1 | Long | Loan | PA | $306K | – | 0.01 |
| Carnival Corporation 2024 Term Loan B2 | Long | Loan | PA | $58K | – | 0.00 |
| Castle US Holding Corp | Long | Debt | US | $41K | – | 0.00 |
| Castle US Holding Corporation USD Term Loan B | Long | Loan | US | $48K | – | 0.00 |
| Castlelake Aviation Limited Term Loan B | Long | Loan | IE | $336K | – | 0.01 |
| Catalent Pharma Solutions Inc | Long | Debt | US | $124K | – | 0.00 |
| Catalent Pharma Solutions Inc 2021 Term Loan B3 | Long | Loan | US | $0 | – | – |
| Catamaran CLO 2018-1 Ltd (Catamaran CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1000K | – | 0.03 |
| Cathedral Lake VIII Ltd (Cathedral Lake LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $654K | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $518K | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $307K | – | 0.01 |
| CD 2017-CD4 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $343K | – | 0.01 |
| Cedar Fair LP | Long | Debt | US | $263K | – | 0.01 |
| Cedar Fair LP 2024 Term Loan B | Long | Loan | US | $85K | – | 0.00 |
| Cemex SAB de CV | Long | Debt | MX | $1M | – | 0.04 |
| Cemex SAB de CV | Long | Debt | MX | $214K | – | 0.01 |
| Cengage Learning Inc 2024 Term Loan B | Long | Loan | US | $131K | – | 0.00 |
| Centene Corp | Long | Debt | US | $2M | – | 0.06 |
| Central Parent Inc 2024 Term Loan B | Long | Loan | US | $691K | – | 0.02 |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc (CNT PRNT/CDK GLO II/FIN) | Long | Debt | US | $452K | – | 0.02 |
| CFCRE Commercial Mortgage Trust 2016-C4 | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| Chamberlain Group Inc Term Loan B | Long | Loan | US | $198K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $366K | – | 0.01 |
| Charter NEX US Inc 2024 Term Loan B | Long | Loan | US | $145K | – | 0.00 |
| ChaseFlex Trust Series 2007-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Cheniere Energy Inc | Long | Debt | US | $2M | – | 0.06 |
| CHG Healthcare Services Inc 2021 Term Loan | Long | Loan | US | $331K | – | 0.01 |
| CHG PPC Parent LLC 2021 Term Loan | Long | Loan | US | $308K | – | 0.01 |
| Chile Electricity PEC SpA (CHILE ELEC PEC SPA) | Long | Debt | CL | $394K | – | 0.01 |
| Chile Electricity PEC SpA (CHILE ELEC PEC SPA) | Long | Debt | CL | $319K | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2005-J2 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $480K | – | 0.02 |
| CHL Mortgage Pass-Through Trust 2007-10 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| CHL Mortgage Pass-Through Trust 2007-12 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| CHL Mortgage Pass-Through Trust 2007-3 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CHL Mortgage Pass-Through Trust 2007-HYB1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $757K | – | 0.03 |
| Chord Energy Corp | Long | Debt | US | $519K | – | 0.02 |
| CHS/Community Health Systems Inc | Long | Debt | US | $244K | – | 0.01 |
| CHS/Community Health Systems Inc | Long | Debt | US | $194K | – | 0.01 |
| CHS/Community Health Systems Inc | Long | Debt | US | $100K | – | 0.00 |
| Cia de Minas Buenaventura SAA | Long | Debt | PE | $1M | – | 0.04 |
| CIFC Funding 2013-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $997K | – | 0.03 |
| CIFC Funding 2021-VI Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| CIFC Funding 2022-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| CIM Trust 2023-R4 | Long | ABS-mortgage backed security | US | $9M | – | 0.29 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $384K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2015-GC31 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Citigroup Commercial Mortgage Trust 2015-GC33 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Citigroup Commercial Mortgage Trust 2015-P1 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Citigroup Commercial Mortgage Trust 2016-C1 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Citigroup Commercial Mortgage Trust 2016-GC36 | Long | ABS-mortgage backed security | US | $272K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2020-555 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.13 |
| Citigroup Mortgage Loan Trust 2007-10 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Citigroup Mortgage Loan Trust 2007-AR4 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $875K | – | 0.03 |
| Citigroup Mortgage Loan Trust 2007-AR5 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $378K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2021-JL1 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $597K | – | 0.02 |
| CitiMortgage Alternative Loan Trust Series 2007-A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| CitiMortgage Alternative Loan Trust Series 2007-A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Citizens Financial Group Inc | Long | Debt | US | $641K | – | 0.02 |
| Civitas Resources Inc | Long | Debt | US | $357K | – | 0.01 |
| Clarios Global LP / Clarios US Finance Co (CLARIOS GLOBAL LP/US FIN) | Long | Debt | XX | $567K | – | 0.02 |
| Clarios Global LP 2024 Term Loan B | Long | Loan | CA | $410K | – | 0.01 |
| Clarivate Science Holdings Corp (CLARIV SCI HLD CORP) | Long | Debt | US | $191K | – | 0.01 |
| Clear Channel Outdoor Holdings Inc | Long | Debt | US | $193K | – | 0.01 |
| Clear Channel Outdoor Holdings Inc | Long | Debt | US | $150K | – | 0.01 |
| Clearway Energy Operating LLC (CLEARWAY ENERGY OP LLC) | Long | Debt | US | $267K | – | 0.01 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $307K | – | 0.01 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $204K | – | 0.01 |
| ClubCorp Holdings Inc 2023 Term Loan B2 | Long | Loan | US | $194K | – | 0.01 |
| Clydesdale Acquisition Holdings Inc Term Loan B | Long | Loan | US | $265K | – | 0.01 |
| CMG Media Corporation 2021 Term Loan | Long | Loan | US | $60K | – | 0.00 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $376K | – | 0.01 |
| CNT Holdings I Corp 2020 Term Loan | Long | Loan | US | $132K | – | 0.00 |
| CNX Midstream Partners LP (CNX MIDSTREAM PART LP) | Long | Debt | US | $495K | – | 0.02 |
| CNX Resources Corp | Long | Debt | US | $319K | – | 0.01 |
| Coherent Corp | Long | Debt | US | $241K | – | 0.01 |
| Cologix Data Centers US Issuer LLC (Cologix Data Centers Issuer LLC) | Long | ABS-other | US | $3M | – | 0.10 |
| Colombia Government International Bonds | Long | Debt | CO | $1M | – | 0.03 |
| Colombia Government International Bonds | Long | Debt | CO | $188K | – | 0.01 |
| COLT 2022-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $13M | – | 0.46 |
| COLT 2022-3 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $9M | – | 0.29 |
| COLT 2023-1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $8M | – | 0.27 |
| Columbus McKinnon Corporation 2024 Term Loan | Long | Loan | US | $27K | – | 0.00 |
| Cometa Energia SA de CV | Long | Debt | MX | $606K | – | 0.02 |
| COMM 2013-CCRE12 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COMM 2014-CCRE18 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| COMM 2015-CCRE22 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| COMM 2015-CCRE26 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| COMM 2015-DC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| COMM 2015-DC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| COMM 2016-DC2 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| COMM 2017-PANW Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| CommScope Inc | Long | Debt | US | $107K | – | 0.00 |
| CommScope Inc 2019 Term Loan B | Long | Loan | US | $53K | – | 0.00 |
| CommScope Technologies LLC (COMMSCOPE TECH LLC) | Long | Debt | US | $91K | – | 0.00 |
| Compass Datacenters Issuer II LLC (Compass Datacenters Issuer II, LLC) | Long | ABS-other | US | $4M | – | 0.14 |
| Compass Power Generation LLC 2022 Term Loan B2 | Long | Loan | US | $196K | – | 0.01 |
| CONCENTRA HEALTH SERVICES INC TERM LOAN B | Long | Loan | US | $131K | – | 0.00 |
| Connect Finco Sarl 2024 Non-Extended Term Loan B | Long | Loan | LU | $61K | – | 0.00 |
| Conservice Midco LLC 2024 Term Loan | Long | Loan | US | $85K | – | 0.00 |
| Consolidated Communications Inc | Long | Debt | US | $240K | – | 0.01 |
| Constant Contact Inc Term Loan | Long | Loan | US | $230K | – | 0.01 |
| CoreLogic Inc Term Loan | Long | Loan | US | $90K | – | 0.00 |
| Cornerstone Building Brands Inc | Long | Debt | US | $275K | – | 0.01 |
| Cornerstone Building Brands Inc 2021 Term Loan B | Long | Loan | US | $126K | – | 0.00 |
| Cornerstone Building Brands Inc 2024 Term Loan B | Long | Loan | US | $30K | – | 0.00 |
| Cornerstone OnDemand Inc 2021 Term Loan | Long | Loan | US | $156K | – | 0.01 |
| Cosan Overseas Ltd | Long | Debt | KY | $915K | – | 0.03 |
| Cotiviti Corporation 2024 Term Loan | Long | Loan | US | $289K | – | 0.01 |
| Coty Inc | Long | Debt | US | $533K | – | 0.02 |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC (COTY/HFC PRESTIGE/INT US) | Long | Debt | US | $406K | – | 0.01 |
| Cougar JV Subsidiary LLC | Long | Debt | US | $269K | – | 0.01 |
| CPI Holdco B LLC Term Loan | Long | Loan | US | $80K | – | 0.00 |
| CQP Holdco LP / BIP-V Chinook Holdco LLC (CQP HOLDCO LP/BIP-V CHIN) | Long | Debt | US | $962K | – | 0.03 |
| CQP Holdco LP 2023 4th Amendment Term Loan | Long | Loan | US | $255K | – | 0.01 |
| Credito Real SAB de CV SOFOM ER | Long | Debt | MX | $5K | – | 0.00 |
| Crosby US Acquisition Corp 2024 Term Loan B | Long | Loan | US | $80K | – | 0.00 |
| Cross Financial Corp 2024 Term Loan B2 | Long | Loan | US | $185K | – | 0.01 |
| Crown Castle Inc | Long | Debt | US | $2M | – | 0.06 |
| Csail 2015-C2 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $856K | – | 0.03 |
| CSAIL 2015-C4 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| CSAIL 2017-CX10 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $979K | – | 0.03 |
| CSAIL 2019-C17 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CSC Holdings LLC | Long | Debt | US | $326K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $187K | – | 0.01 |
| CSC Holdings LLC 2019 Term Loan B5 | Long | Loan | US | $211K | – | 0.01 |
| CSMC 2017-TIME (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| CSMC 2020-NET (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| CSMC 2021-B33 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| CSMC 2021-B33 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $572K | – | 0.02 |
| CSMC 2021-JR2 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| CSMC 2021-RPL9 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| CSMC 2022-JR1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| CSMC Mortgage-Backed Trust 2006-7 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CSN Resources SA | Long | Debt | LU | $1M | – | 0.03 |
| CSX Corp | Long | Debt | US | $2M | – | 0.06 |
| CT Trust | Long | Debt | GT | $880K | – | 0.03 |
| Cummins Inc | Long | Debt | US | $461K | – | 0.02 |
| Curium BidCo Sa rl 2024 USD Term Loan B | Long | Loan | LU | $239K | – | 0.01 |
| CVR Partners LP / CVR Nitrogen Finance Corp (CVR PARTNERS/CVR NITROGE) | Long | Debt | US | $269K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $1M | – | 0.05 |
| CVS Health Corp | Long | Debt | US | $890K | – | 0.03 |
| CyrusOne Data Centers Issuer I LLC | Long | ABS-other | US | $2M | – | 0.07 |
| CyrusOne Data Centers Issuer I LLC | Long | ABS-other | US | $940K | – | 0.03 |
| Cyxtera DC Holdings Inc Term Loan B | Long | Loan | US | $2K | – | 0.00 |
| Dana Inc | Long | Debt | US | $630K | – | 0.02 |
| Dana Inc | Long | Debt | US | $122K | – | 0.00 |
| Dana Inc | Long | Debt | US | $83K | – | 0.00 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $4M | – | 0.13 |
| DBS Group Holdings Ltd | Long | Debt | SG | $752K | – | 0.03 |
| DCert Buyer Inc 2019 Term Loan B | Long | Loan | US | $213K | – | 0.01 |
| DCert Buyer Inc 2021 2nd Lien Term Loan | Long | Loan | US | $49K | – | 0.00 |
| Dealer Tire LLC / DT Issuer LLC (DEALER TIRE LLC/DT ISSR) | Long | Debt | US | $300K | – | 0.01 |
| Deephaven Residential Mortgage Trust 2022-2 | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Deerfield Dakota Holding LLC 2020 USD Term Loan B | Long | Loan | US | $345K | – | 0.01 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR3 (Deutsche Alt-A Securities INC Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| DexKo Global Inc 2021 USD Term Loan B | Long | Loan | US | $109K | – | 0.00 |
| DG Investment Intermediate Holdings 2 Inc 2021 2nd Lien Term Loan | Long | Loan | US | $59K | – | 0.00 |
| DG Investment Intermediate Holdings 2 Inc 2021 Term Loan | Long | Loan | US | $252K | – | 0.01 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $101K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $34K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $15K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $5K | – | 0.00 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc (DIRECTV FIN LLC/COINC) | Long | Debt | US | $405K | – | 0.01 |
| DirecTV Financing LLC Term Loan | Long | Loan | US | $127K | – | 0.00 |
| DISH DBS Corp | Long | Debt | US | $344K | – | 0.01 |
| DISH DBS Corp | Long | Debt | US | $114K | – | 0.00 |
| Dollar General Corp | Long | Debt | US | $936K | – | 0.03 |
| Dollar Tree Inc | Long | Debt | US | $2M | – | 0.06 |
| DOLP Trust 2021-NYC | Long | ABS-mortgage backed security | US | $708K | – | 0.02 |
| Dornoch Debt Merger Sub Inc | Long | Debt | US | $340K | – | 0.01 |
| Drive Auto Receivables Trust 2021-3 | Long | ABS-other | US | $2M | – | 0.07 |
| Dryden 37 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| Dryden 68 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| DTE Energy Co | Long | Debt | US | $2M | – | 0.05 |
| Duke Energy Corp | Long | Debt | US | $3M | – | 0.10 |
| Duke Energy Corp | Long | Debt | US | $904K | – | 0.03 |
| Duke Energy Corp | Long | Debt | US | $254K | – | 0.01 |
| Dun & Bradstreet Corp/The | Long | Debt | US | $525K | – | 0.02 |
| Dun & Bradstreet Corporation (The) 2024 Term Loan B | Long | Loan | US | $169K | – | 0.01 |
| Dynasty Acquisition Co Inc 2024 Term Loan B1 | Long | Loan | US | $306K | – | 0.01 |
| Dynasty Acquisition Co Inc 2024 Term Loan B2 | Long | Loan | CA | $118K | – | 0.00 |
| EAB Global Inc 2021 Term Loan | Long | Loan | US | $0.01 | – | 0.00 |
| EAB GLOBAL INC 2024 TERM LOAN | Long | Loan | US | $265K | – | 0.01 |
| Eagle Parent Corp 2022 Term Loan B | Long | Loan | US | $325K | – | 0.01 |
| Echo Global Logistics Inc Term Loan | Long | Loan | US | $120K | – | 0.00 |
| ECO Services Operations Corp 2021 Term Loan B | Long | Loan | US | $0.02 | – | 0.00 |
| ECO SERVICES OPERATIONS CORP 2024 TERM LOAN B | Long | Loan | US | $290K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $1M | – | 0.05 |
| Ecopetrol SA | Long | Debt | CO | $143K | – | 0.00 |
| EDELMAN FINANCIAL CENTER LLC 2024 2nd LIEN TERM LOAN | Long | Loan | US | $115K | – | 0.00 |
| EDELMAN FINANCIAL CENTER LLC 2024 TERM LOAN B | Long | Loan | US | $491K | – | 0.02 |
| EG Group Limited 2023 USD Tranche C Term Loan B | Long | Loan | US | $184K | – | 0.01 |
| Eisner Advisory Group LLC 2024 Term Loan B | Long | Loan | US | $201K | – | 0.01 |
| Element Materials Technology Group US Holdings Inc 2022 USD Delayed Draw Term Loan | Long | Loan | US | $41K | – | 0.00 |
| Element Materials Technology Group US Holdings Inc 2022 USD Term Loan | Long | Loan | US | $88K | – | 0.00 |
| Elevance Health Inc | Long | Debt | US | $2M | – | 0.06 |
| Ellington Financial Mortgage Trust 2022-3 | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| Embarq Corp | Long | Debt | US | $29K | – | 0.00 |
| Empresa de Transmision Electrica SA | Long | Debt | PA | $145K | – | 0.00 |
| Empresa Electrica Cochrane SpA | Long | Debt | CL | $354K | – | 0.01 |
| Empresas Publicas de Medellin ESP | Long | Debt | CO | $862K | – | 0.03 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc (EMRLD BOR / EMRLD CO-ISS) | Long | Debt | US | $570K | – | 0.02 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc (EMRLD BOR / EMRLD CO-ISS) | Long | Debt | US | $273K | – | 0.01 |
| EMRLD BORROWER LP 2024 TERM LOAN B | Long | Loan | US | $150K | – | 0.01 |
| Encompass Health Corp | Long | Debt | US | $285K | – | 0.01 |
| Encompass Health Corp | Long | Debt | US | $56K | – | 0.00 |
| Endure Digital Inc Term Loan | Long | Loan | US | $176K | – | 0.01 |
| Energizer Holdings Inc | Long | Debt | US | $514K | – | 0.02 |
| Energizer Holdings Inc 2024 Term Loan B | Long | Loan | US | $125K | – | 0.00 |
| Energuate Trust | Long | Debt | KY | $192K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $944K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $897K | – | 0.03 |
| Entergy Arkansas LLC | Long | Debt | US | $471K | – | 0.02 |
| Entergy Louisiana LLC | Long | Debt | US | $539K | – | 0.02 |
| ENVISION | Long | Equity-common | US | $22K | 2K | 0.00 |
| Epicor Software Corporation 2024 Delayed Draw Term Loan | Long | Loan | US | $10K | – | 0.00 |
| Epicor Software Corporation 2024 Term Loan | Long | Loan | US | $85K | – | 0.00 |
| Equinix Inc | Long | Debt | US | $1M | – | 0.04 |
| Equinix Inc | Long | Debt | US | $937K | – | 0.03 |
| Everi Holdings Inc | Long | Debt | US | $334K | – | 0.01 |
| Everi Holdings Inc 2021 Term Loan B | Long | Loan | US | $112K | – | 0.00 |
| Eversource Energy | Long | Debt | US | $469K | – | 0.02 |
| Exeter Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $1M | – | 0.05 |
| Exeter Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $618K | – | 0.02 |
| ExGen Renewables IV LLC 2020 Term Loan | Long | Loan | US | $0 | – | – |
| Expedia Group Inc | Long | Debt | US | $2M | – | 0.08 |
| Expedia Group Inc | Long | Debt | US | $1M | – | 0.05 |
| Extra Space Storage LP | Long | Debt | US | $931K | – | 0.03 |
| F&G Annuities & Life Inc | Long | Debt | US | $788K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $14M | – | 0.49 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $12M | – | 0.42 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.72 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.70 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.68 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.62 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.53 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.45 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.41 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.40 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.37 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.36 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.35 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.35 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.34 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.32 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.31 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.27 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.27 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $566K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $412K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $383K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $377K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $28M | – | 0.95 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $18M | – | 0.61 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $15M | – | 0.51 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.36 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.32 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.31 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $821K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $385K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $19M | – | 0.65 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Ferrellgas LP / Ferrellgas Finance Corp (FERRELLGAS LP/FERRELLGAS) | Long | Debt | US | $421K | – | 0.01 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc | Long | Debt | US | $356K | – | 0.01 |
| Fertitta Entertainment LLC 2022 Term Loan B | Long | Loan | US | $1M | – | 0.04 |
| Fideicomiso PA Pacifico Tres | Long | Debt | CO | $338K | – | 0.01 |
| Fillmore Park CLO Ltd 2018-1A (Fillmore Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $996K | – | 0.03 |
| First Advantage Holdings LLC 2021 Term Loan B | Long | Loan | US | $276K | – | 0.01 |
| First Franklin Mortgage Loan Trust Series 2007-FF2 (First Franklin Mtg Loan Asset Backed Certificates) | Long | ABS-other | US | $4M | – | 0.14 |
| First Horizon Alternative Mortgage Securities Trust 2007-FA4 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| First Horizon Alternative Mortgage Securities Trust 2007-FA4 | Long | ABS-mortgage backed security | US | $717K | – | 0.02 |
| FirstKey Homes 2020-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $2M | – | 0.07 |
| FirstKey Homes 2020-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $2M | – | 0.06 |
| Fiserv Inc | Long | Debt | US | $907K | – | 0.03 |
| Flutter Financing BV Term Loan B | Long | Loan | NL | $75K | – | 0.00 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $3M | – | 0.10 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $2M | – | 0.08 |
| Focus Financial Partners LLC 2021 Term Loan B4 | Long | Loan | US | $446K | – | 0.02 |
| Focus Financial Partners LLC 2024 Term Loan B7 | Long | Loan | US | $50K | – | 0.00 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $946K | – | 0.03 |
| Fortrea Holdings Inc | Long | Debt | US | $577K | – | 0.02 |
| Fortrea Holdings Inc Term Loan B | Long | Loan | US | $32K | – | 0.00 |
| Fortress Transportation and Infrastructure Investors LLC (FORTRESS TRANS & INFRAST) | Long | Debt | US | $733K | – | 0.03 |
| Franklin Square Holdings LP 2024 Term Loan B | Long | Loan | US | $0 | – | – |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.45 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.41 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.27 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.26 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $971K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $655K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $626K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $551K | – | 0.02 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.34 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.33 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.66 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.59 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.53 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.52 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.46 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.43 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.41 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.33 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.30 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $24M | – | 0.82 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $17M | – | 0.59 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.42 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.31 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.31 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.31 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.26 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.22 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $489K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $413K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $13M | – | 0.43 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $8M | – | 0.26 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $10M | – | 0.34 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $21M | – | 0.71 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $8M | – | 0.26 |
| FREED ABS Trust 2021-2 (Freedom Financial) | Long | ABS-other | US | $453K | – | 0.02 |
| Freeport Indonesia PT | Long | Debt | ID | $676K | – | 0.02 |
| Freeport Indonesia PT | Long | Debt | ID | $387K | – | 0.01 |
| Freeport Indonesia PT | Long | Debt | ID | $196K | – | 0.01 |
| Freeport LNG Investments LLLP Term Loan B | Long | Loan | US | $164K | – | 0.01 |
| Freeport-McMoRan Inc | Long | Debt | US | $386K | – | 0.01 |
| Freeport-McMoRan Inc | Long | Debt | US | $298K | – | 0.01 |
| Freeport-McMoRan Inc | Long | Debt | US | $193K | – | 0.01 |
| Frigorifico Concepcion SA | Long | Debt | PY | $275K | – | 0.01 |
| FRONTIER COMMUNICATIONS CORP 2024 TERM LOAN B | Long | Loan | US | $245K | – | 0.01 |
| Frontier Communications Holdings LLC | Long | Debt | US | $418K | – | 0.01 |
| Frontier Communications Holdings LLC | Long | Debt | US | $236K | – | 0.01 |
| Frontier Communications Holdings LLC | Long | Debt | US | $122K | – | 0.00 |
| FS RIALTO (FS Rialto Issuer Ltd) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| Full House Resorts Inc | Long | Debt | US | $254K | – | 0.01 |
| GAIA Aviation Ltd (TLWND 2019-1) | Long | ABS-other | KY | $930K | – | 0.03 |
| Gainwell Acquisition Corp Term Loan B | Long | Loan | US | $431K | – | 0.01 |
| Galaxy XXII CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $499K | – | 0.02 |
| Galaxy Xxviii Clo Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| Garda World Security Corp | Long | Debt | CA | $588K | – | 0.02 |
| Garda World Security Corp | Long | Debt | CA | $319K | – | 0.01 |
| Garda World Security Corporation 2022 Term Loan B | Long | Loan | CA | $324K | – | 0.01 |
| Gates Corp/DE (GATES CORPORATION/DE) | Long | Debt | US | $351K | – | 0.01 |
| Gates Global LLC 2022 Term Loan B4 | Long | Loan | US | $59K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $942K | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $361K | – | 0.01 |
| Genesee & Wyoming Inc | Long | Debt | US | $1M | – | 0.03 |
| Genesee & Wyoming Inc (New) 2024 Term Loan B | Long | Loan | US | $0 | – | – |
| Georgia-Pacific LLC | Long | Debt | US | $2M | – | 0.06 |
| Getty Images Inc 2019 USD Term Loan B | Long | Loan | US | $0 | – | – |
| GGAM Finance Ltd | Long | Debt | KY | $524K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $19M | – | 0.64 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| GIP II Blue Holding LP Term Loan B | Long | Loan | US | $88K | – | 0.00 |
| GIP Pilot Acquisition Partners LP 2024 Term Loan B | Long | Loan | US | $120K | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $2M | – | 0.06 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.04 |
| Global Aircraft Leasing Co Ltd (GLOBAL AIR LEASE CO LTD) | Long | Debt | KY | $786K | – | 0.03 |
| Gloves Buyer Inc 2021 Term Loan | Long | Loan | US | $0 | – | – |
| GLS Auto Receivables Issuer Trust 2021-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $564K | – | 0.02 |
| GNL Quintero SA | Long | Debt | CL | $126K | – | 0.00 |
| GOGO Intermediate Holdings LLC Term Loan B | Long | Loan | US | $143K | – | 0.00 |
| Goldentree Loan Management US Clo 15 Ltd (GoldenTree Loan Management US CLO, LTD) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.13 |
| GoodLeap Sustainable Home Solutions Trust 2021-5 (GoodLeap Sustainable Home Improvement Loan Trust) | Long | ABS-other | US | $2M | – | 0.08 |
| Goodyear Tire & Rubber Co/The | Long | Debt | US | $227K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $904K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $757K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $747K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $562K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $548K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Grace Trust 2020-GRCE (Gracechurch Mortgage Finance Plc) | Long | ABS-mortgage backed security | US | $869K | – | 0.03 |
| GrafTech Finance Inc | Long | Debt | US | $134K | – | 0.00 |
| Graham Packaging Company Inc 2021 Term Loan | Long | Loan | US | $299K | – | 0.01 |
| Gran Tierra Energy Inc | Long | Debt | US | $383K | – | 0.01 |
| GRANT THORNTON ADVISORS LLC Term Loan B | Long | Loan | US | $171K | – | 0.01 |
| Gray Television Inc | Long | Debt | US | $266K | – | 0.01 |
| Great Outdoors Group LLC 2021 Term Loan B1 | Long | Loan | US | $343K | – | 0.01 |
| Greystone CRE Notes 2021-FL3 Ltd (Greystone Commercial Real Estate Notes) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| Greystone Select Financial LLC Term Loan B | Long | Loan | US | $86K | – | 0.00 |
| Griffon Corp (GRIFFON CORPORATION) | Long | Debt | US | $415K | – | 0.01 |
| Grifols SA | Long | Debt | ES | $535K | – | 0.02 |
| Grifols Worldwide Operations USA Inc 2019 USD Term Loan B | Long | Loan | US | $191K | – | 0.01 |
| Group 1 Automotive Inc | Long | Debt | US | $614K | – | 0.02 |
| Grupo Aval Ltd | Long | Debt | KY | $256K | – | 0.01 |
| GS Mortgage Securities Corp Trust 2018-TWR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| GS Mortgage Securities Corp Trust 2018-TWR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| GS Mortgage Securities Corp Trust 2018-TWR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| GS Mortgage Securities Corp Trust 2018-TWR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| GS Mortgage Securities Corp Trust 2018-TWR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GS Mortgage Securities Trust 2014-GC24 | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GS Mortgage Securities Trust 2014-GC26 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GS Mortgage Securities Trust 2015-GC32 | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| GS Mortgage Securities Trust 2015-GC34 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GS Mortgage Securities Trust 2015-GC34 | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| GS Mortgage Securities Trust 2016-GS3 | Long | ABS-mortgage backed security | US | $441K | – | 0.02 |
| GS Mortgage Securities Trust 2017-GS7 | Long | ABS-mortgage backed security | US | $950K | – | 0.03 |
| GSAA Home Equity Trust 2007-10 | Long | ABS-mortgage backed security | US | $835K | – | 0.03 |
| GSAA Home Equity Trust 2007-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GSR Mortgage Loan Trust 2006-OA1 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| GSR Mortgage Loan Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GTCR W Merger Sub LLC USD Term Loan B | Long | Loan | US | $341K | – | 0.01 |
| Guara Norte Sarl | Long | Debt | LU | $992K | – | 0.03 |
| Guardian Life Global Funding (GUARDIAN LIFE GLOB FUND) | Long | Debt | US | $2M | – | 0.06 |
| Guatemala Government Bond (Republic of Guatemala) | Long | Debt | GT | $191K | – | 0.01 |
| Gulfport Energy Corp (GULFPORT ENERGY OP CORP) | Long | Debt | US | $177K | – | 0.01 |
| H Food Holdings LLC 2018 Term Loan B | Long | Loan | US | $58K | – | 0.00 |
| H-Food Holdings LLC / Hearthside Finance Co Inc (H-FOOD HOLDNG/HEARTHSIDE) | Long | Debt | US | $21K | – | 0.00 |
| Halliburton Co | Long | Debt | US | $712K | – | 0.02 |
| HAMILTON PROJECTS ACQUIROR LLC 2024 Term Loan B | Long | Loan | US | $60K | – | 0.00 |
| HARBOR FREIGHT TOOLS USA INC 2024 TERM LOAN B | Long | Loan | US | $160K | – | 0.01 |
| Hardee's Funding LLC | Long | ABS-other | US | $2M | – | 0.05 |
| Harvest Midstream I LP | Long | Debt | US | $491K | – | 0.02 |
| HCA Inc | Long | Debt | US | $901K | – | 0.03 |
| HCA Inc | Long | Debt | US | $896K | – | 0.03 |
| Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl (HELIOS SOFT/ION CORP SOL) | Long | Debt | US | $335K | – | 0.01 |
| Helios Software Holdings Inc 2024 Term Loan | Long | Loan | US | $234K | – | 0.01 |
| Hess Midstream Operations LP | Long | Debt | US | $354K | – | 0.01 |
| Hexion Holdings Corporation 2022 USD Term Loan | Long | Loan | US | $288K | – | 0.01 |
| Hightower Holding LLC | Long | Debt | US | $295K | – | 0.01 |
| HighTower Holdings LLC 2021 Term Loan B | Long | Loan | US | $346K | – | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $533K | – | 0.02 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $123K | – | 0.00 |
| Hilton Domestic Operating Company Inc 2023 Term Loan B4 | Long | Loan | US | $15K | – | 0.00 |
| Hilton Grand Vacations Borrower LLC 2024 Incremental Term Loan B | Long | Loan | US | $155K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $789K | – | 0.03 |
| HOMES 2023-NQM1 Trust (HOMES Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| Homeserve USA Holding Corp Term Loan | Long | Loan | US | $110K | – | 0.00 |
| Host Hotels & Resorts LP | Long | Debt | US | $2M | – | 0.06 |
| Host Hotels & Resorts LP | Long | Debt | US | $2M | – | 0.06 |
| HUB International Ltd | Long | Debt | US | $461K | – | 0.02 |
| Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC (HUSKY INJECTION / TITAN) | Long | Debt | CA | $673K | – | 0.02 |
| Hyatt Hotels Corp | Long | Debt | US | $2M | – | 0.07 |
| Hyundai Capital America | Long | Debt | US | $2M | – | 0.06 |
| I-Logic Technologies Bidco Limited 2021 USD Term Loan B | Long | Loan | US | $273K | – | 0.01 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $361K | – | 0.01 |
| iHeartCommunications Inc | Long | Debt | US | $0 | – | – |
| iHeartCommunications Inc 2020 Term Loan | Long | Loan | US | $0 | – | – |
| II-VI Incorporated 2024 Term Loan B | Long | Loan | US | $39K | – | 0.00 |
| Illuminate Buyer LLC / Illuminate Holdings IV Inc (ILLUMINATE BUYER/HLDG) | Long | Debt | US | $464K | – | 0.02 |
| Illuminate Buyer LLC 2024 Term Loan B | Long | Loan | US | $198K | – | 0.01 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT (INDO ASAHAN/MINERAL IND) | Long | Debt | ID | $594K | – | 0.02 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT (INDO ASAHAN/MINERAL IND) | Long | Debt | ID | $392K | – | 0.01 |
| IndyMac IMJA Mortgage Loan Trust 2007-A4 | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| IndyMac INDX Mortgage Loan Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $953K | – | 0.03 |
| INEOS Finance PLC | Long | Debt | GB | $571K | – | 0.02 |
| INEOS Quattro Holdings UK Ltd 2023 USD 1st Lien Term Loan B | Long | Loan | US | $285K | – | 0.01 |
| Ineos US Finance LLC 2023 USD Term Loan B | Long | Loan | US | $311K | – | 0.01 |
| INEOS US FINANCE LLC 2024 TERM LOAN B | Long | Loan | US | $254K | – | 0.01 |
| Ineos US Finance LLC 2024 USD Term Loan B | Long | Loan | US | $75K | – | 0.00 |
| INFORMATICA LLC 2024 TERM LOAN B | Long | Loan | US | $270K | – | 0.01 |
| Inkia Energy Ltd | Long | Debt | BM | $1M | – | 0.04 |
| InRetail Shopping Malls | Long | Debt | PE | $488K | – | 0.02 |
| Installed Building Products Inc | Long | Debt | US | $425K | – | 0.01 |
| Intelsat Jackson Holdings SA (INTELSAT JACKSON HLDG) | Long | Debt | LU | $215K | – | 0.01 |
| Intercorp Financial Services Inc (INTERCORP FIN SER INC) | Long | Debt | PA | $560K | – | 0.02 |
| Invesco US CLO 2023-3 Ltd (Invesco CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.03 |
| Invesco US CLO 2023-3 Ltd (Invesco CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $999K | – | 0.03 |
| ION TRADING TECHNOLOGIES SARL 2024 TERM LOAN | Long | Loan | IE | $91K | – | 0.00 |
| IQVIA Inc | Long | Debt | US | $639K | – | 0.02 |
| Iron Mountain Inc | Long | Debt | US | $523K | – | 0.02 |
| Iron Mountain Inc | Long | Debt | US | $479K | – | 0.02 |
| Iron Mountain Inc 2023 Term Loan B | Long | Loan | US | $164K | – | 0.01 |
| Itau Unibanco Holding SA/Cayman Island (ITAU UNIBANCO HLDG SA/KY) | Long | Debt | BR | $194K | – | 0.01 |
| Ivanti Software Inc 2021 Term Loan B | Long | Loan | US | $57K | – | 0.00 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Jacobs Engineering Group Inc | Long | Debt | US | $2M | – | 0.07 |
| JELD-WEN Inc | Long | Debt | US | $557K | – | 0.02 |
| JOL Air Ltd | Long | ABS-other | KY | $2M | – | 0.06 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $845K | – | 0.03 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| JPMBB Commercial Mortgage Securities Trust 2014-C21 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C28 | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C31 | Long | ABS-mortgage backed security | US | $857K | – | 0.03 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $933K | – | 0.03 |
| JSW Hydro Energy Ltd | Long | Debt | IN | $738K | – | 0.03 |
| JSW Hydro Energy Ltd | Long | Debt | IN | $268K | – | 0.01 |
| K-Mac Holdings Corp 2021 Term Loan | Long | Loan | US | $0 | – | – |
| Katayma CLO I Ltd (Katayma CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.17 |
| Kenan Advantage Group Inc 2024 Term Loan B3 | Long | Loan | US | $216K | – | 0.01 |
| Kestrel Bidco Inc Term Loan B | Long | Loan | CA | $22K | – | 0.00 |
| Keurig Dr Pepper Inc | Long | Debt | US | $918K | – | 0.03 |
| Kinder Morgan Inc | Long | Debt | US | $2M | – | 0.06 |
| KKR Apple Bidco LLC 2021 Term Loan | Long | Loan | US | $186K | – | 0.01 |
| Klockner-Pentaplast of America Inc 2021 Term Loan B | Long | Loan | US | $88K | – | 0.00 |
| Kodiak Gas Services LLC | Long | Debt | US | $574K | – | 0.02 |
| Kronos Acquisition Holdings Inc | Long | Debt | US | $265K | – | 0.01 |
| Kronos Acquisition Holdings Inc / KIK Custom Products Inc (KRONOS ACQ / KIK CUSTOM) | Long | Debt | US | $390K | – | 0.01 |
| Kronos Acquisition Holdings Inc 2021 Term Loan B | Long | Loan | US | $254K | – | 0.01 |
| KRONOS ACQUISITION HOLDNGS INC 2024 TERM LOAN | Long | Loan | US | $95K | – | 0.00 |
| KUO SAB De CV (GRUPO KUO SAB DE CV) | Long | Debt | MX | $676K | – | 0.02 |
| Kyndryl Holdings Inc | Long | Debt | US | $932K | – | 0.03 |
| LaserShip Inc 2021 2nd Lien Term Loan | Long | Loan | US | $29K | – | 0.00 |
| LaserShip Inc 2021 Term Loan | Long | Loan | US | $57K | – | 0.00 |
| LBM Acquisition LLC | Long | Debt | US | $146K | – | 0.00 |
| LBM Acquisition LLC 2024 Incremental Term Loan B | Long | Loan | US | $244K | – | 0.01 |
| LBM Acquisition LLC Term Loan B | Long | Loan | US | $0.01 | – | 0.00 |
| LC Ahab US Bidco LLC Term Loan B | Long | Loan | US | $196K | – | 0.01 |
| LCCM 2021-FL3 Trust (Ladder Capital Commercial Mortgage Securities LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.09 |
| LCM XVIII LP (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| Leeward Renewable Energy Operations LLC | Long | Debt | US | $381K | – | 0.01 |
| Legacy LifePoint Health LLC | Long | Debt | US | $525K | – | 0.02 |
| Legacy Mortgage Asset Trust 2020-SL1 | Long | ABS-mortgage backed security | US | $8M | – | 0.26 |
| Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc | Long | Debt | US | $337K | – | 0.01 |
| Lehman XS Trust Series 2006-GP2 | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Lendbuzz Securitization Trust 2022-1 | Long | ABS-other | US | $2M | – | 0.05 |
| Lendingpoint 2021-A Asset Securitization Trust (LendingPoint Asset Securitization Trust) | Long | ABS-other | US | $865K | – | 0.03 |
| Level 3 Financing Inc | Long | Debt | US | $469K | – | 0.02 |
| Level 3 Financing Inc | Long | Debt | US | $90K | – | 0.00 |
| Level 3 Financing Inc 2024 Extended Term Loan B1 | Long | Loan | US | $48K | – | 0.00 |
| Level 3 Financing Inc 2024 Extended Term Loan B2 | Long | Loan | US | $48K | – | 0.00 |
| LFS Topco LLC | Long | Debt | US | $319K | – | 0.01 |
| LifePoint Health Inc | Long | Debt | US | $666K | – | 0.02 |
| LifePoint Health Inc 2024 Incremental Term Loan B | Long | Loan | US | $45K | – | 0.00 |
| LifePoint Health Inc 2024 Term Loan B | Long | Loan | US | $397K | – | 0.01 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $515K | – | 0.02 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | KY | $463K | – | 0.02 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | KY | $380K | – | 0.01 |
| Lions Gate Capital Holdings LLC | Long | Debt | US | $91K | – | 0.00 |
| Live Nation Entertainment Inc | Long | Debt | US | $292K | – | 0.01 |
| LLPL Capital Pte Ltd | Long | Debt | SG | $2M | – | 0.05 |
| Lodi Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $498K | – | 0.02 |
| Lowe's Cos Inc | Long | Debt | US | $2M | – | 0.07 |
| LSTAR Commercial Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $519K | – | 0.02 |
| Luminent Mortgage Trust 2007-1 | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $899K | – | 0.03 |
| M/I Homes Inc | Long | Debt | US | $351K | – | 0.01 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $465K | – | 0.02 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $211K | – | 0.01 |
| Macquarie Group Ltd | Long | Debt | AU | $1M | – | 0.05 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $300K | – | 0.01 |
| Madison IAQ LLC | Long | Debt | US | $532K | – | 0.02 |
| Madison IAQ LLC | Long | Debt | US | $205K | – | 0.01 |
| Madison IAQ LLC Term Loan | Long | Loan | US | $374K | – | 0.01 |
| Madison Park Funding XLVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Madison Park Funding XVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $997K | – | 0.03 |
| Magnetite Xxix Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $504K | – | 0.02 |
| Magnetite XXXI Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $496K | – | 0.02 |
| Manhattan West 2020-1MW Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Maravai Intermediate Holdings LLC 2022 Term Loan B | Long | Loan | US | $167K | – | 0.01 |
| MARB BondCo PLC | Long | Debt | GB | $1M | – | 0.04 |
| Marble Point CLO XI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| Markel Group Inc | Long | Debt | US | $708K | – | 0.02 |
| Marriott International Inc/MD | Long | Debt | US | $2M | – | 0.06 |
| Marvell Technology Inc | Long | Debt | US | $1M | – | 0.05 |
| Massachusetts Mutual Life Insurance Co (MASS MUTUAL LIFE INS CO) | Long | Debt | US | $1M | – | 0.05 |
| MasTec Inc | Long | Debt | US | $646K | – | 0.02 |
| Matador Resources Co | Long | Debt | US | $400K | – | 0.01 |
| Match Group Holdings II LLC (MATCH GROUP HLD II LLC) | Long | Debt | US | $743K | – | 0.03 |
| Mativ Holdings Inc | Long | Debt | US | $512K | – | 0.02 |
| Mattamy Group Corp | Long | Debt | CA | $452K | – | 0.02 |
| Mavis Tire Express Services Corp 2024 Term Loan B | Long | Loan | US | $269K | – | 0.01 |
| Mavis Tire Express Services Topco Corp | Long | Debt | US | $461K | – | 0.02 |
| McAfee Corp | Long | Debt | US | $152K | – | 0.01 |
| McAfee LLC 2022 USD Term Loan B | Long | Loan | US | $271K | – | 0.01 |
| McAfee LLC 2024 USD Term Loan B | Long | Loan | US | $20K | – | 0.00 |
| McDonald's Corp | Long | Debt | US | $904K | – | 0.03 |
| McGraw-Hill Education Inc | Long | Debt | US | $256K | – | 0.01 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| MedAssets Software Intermediate Holdings Inc 2021 Term Loan | Long | Loan | US | $91K | – | 0.00 |
| Medline Borrower LP | Long | Debt | US | $1M | – | 0.04 |
| Medline Borrower LP 2024 Term Loan B | Long | Loan | US | $278K | – | 0.01 |
| MEDLINE BORROWER LP 2024 USD Add-On TERM LOAN B | Long | Loan | US | $85K | – | 0.00 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $162K | – | 0.01 |
| MEGlobal Canada ULC | Long | Debt | CA | $198K | – | 0.01 |
| Merck & Co Inc | Long | Debt | US | $623K | – | 0.02 |
| Merlin Entertainments Group US Holdings Inc | Long | Debt | US | $917K | – | 0.03 |
| Merrill Lynch Mortgage Investors Trust Series 2006-HE4 | Long | ABS-mortgage backed security | US | $935K | – | 0.03 |
| Merrill Lynch Mortgage Investors Trust Series 2006-HE4 | Long | ABS-mortgage backed security | US | $674K | – | 0.02 |
| Merrill Lynch Mortgage Investors Trust Series 2006-WMC2 | Long | ABS-other | US | $8M | – | 0.27 |
| Meta Platforms Inc | Long | Debt | US | $2M | – | 0.06 |
| MetroNet Infrastructure Issuer LLC | Long | ABS-other | US | $4M | – | 0.14 |
| Mexarrend SAPI de CV (DOCUFORMAS SA) | Long | Debt | MX | $37K | – | 0.00 |
| Mexico Generadora de Energia S de rl | Long | Debt | MX | $589K | – | 0.02 |
| Mexico Government International Bonds | Long | Debt | MX | $2M | – | 0.06 |
| MF1 2021-FL7 Ltd (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| MF1 2023-FL12 LLC (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $882K | – | 0.03 |
| MI Windows and Doors LLC 2024 Term Loan B2 | Long | Loan | US | $50K | – | 0.00 |
| Michaels Companies Inc 2021 Term Loan B | Long | Loan | US | $119K | – | 0.00 |
| Michaels Cos Inc/The | Long | Debt | US | $287K | – | 0.01 |
| Michaels Cos Inc/The | Long | Debt | US | $217K | – | 0.01 |
| Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp (MIDWEST GMNG BOR/MWG FIN) | Long | Debt | US | $415K | – | 0.01 |
| Mileage Plus Holdings LLC 2020 Term Loan B | Long | Loan | US | $310K | – | 0.01 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $537K | – | 0.02 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $347K | – | 0.01 |
| Minejesa Capital BV | Long | Debt | NL | $2M | – | 0.07 |
| Minerva Luxembourg SA | Long | Debt | LU | $1M | – | 0.04 |
| Minerva Luxembourg SA | Long | Debt | LU | $413K | – | 0.01 |
| Minsur SA | Long | Debt | PE | $528K | – | 0.02 |
| Mirion Technologies Inc 2024 Term Loan | Long | Loan | US | $150K | – | 0.01 |
| Mister Car Wash Holdings Inc 2024 Term Loan B | Long | Loan | US | $50K | – | 0.00 |
| MITCHELL INTERNATIONAL INC 2024 1st LIEN TERM LOAN | Long | Loan | US | $586K | – | 0.02 |
| MITCHELL INTERNATIONAL INC 2024 2nd LIEN TERM LOAN | Long | Loan | US | $130K | – | 0.00 |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC (MITER BRAND / MIWD BORR) | Long | Debt | US | $513K | – | 0.02 |
| Modena Buyer LLC TERM LOAN | Long | Loan | US | $166K | – | 0.01 |
| ModivCare Escrow Issuer Inc | Long | Debt | US | $246K | – | 0.01 |
| Mong Duong Finance Holdings BV (MONG DUONG FIN HLDGS BV) | Long | Debt | NL | $201K | – | 0.01 |
| Monogram Food Solutions LLC Term Loan B | Long | Loan | US | $254K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $482K | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $292K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Morgan Stanley Capital I Trust 2015-UBS8 | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| Morgan Stanley Capital I Trust 2016-UBS12 | Long | ABS-mortgage backed security | US | $559K | – | 0.02 |
| Morgan Stanley Capital I Trust 2016-UBS9 | Long | ABS-mortgage backed security | US | $876K | – | 0.03 |
| Morgan Stanley Capital I Trust 2019-L3 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Morgan Stanley Resecuritization Trust 2014-R7 (Morgan Stanley ReRemic Trust) | Long | ABS-mortgage backed security | US | $14M | – | 0.48 |
| Morgan Stanley Residential Mortgage Loan Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $570K | – | 0.02 |
| Mosaic Solar Loan Trust 2018-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $85K | – | 0.00 |
| Motion Finco Sarl 2024 USD Term Loan B | Long | Loan | LU | $330K | – | 0.01 |
| Motorola Solutions Inc | Long | Debt | US | $912K | – | 0.03 |
| Movida Europe SA | Long | Debt | LU | $282K | – | 0.01 |
| MPLX LP | Long | Debt | US | $938K | – | 0.03 |
| MPLX LP | Long | Debt | US | $749K | – | 0.03 |
| MV24 Capital BV | Long | Debt | NL | $975K | – | 0.03 |
| MVW 2021-1W LLC (MVW Owner Trust) | Long | ABS-other | US | $720K | – | 0.02 |
| MVW 2021-1W LLC (MVW Owner Trust) | Long | ABS-other | US | $428K | – | 0.01 |
| Nabors Industries Inc | Long | Debt | US | $389K | – | 0.01 |
| Nabors Industries Ltd | Long | Debt | BM | $183K | – | 0.01 |
| Natgasoline LLC Term Loan B | Long | Loan | US | $179K | – | 0.01 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $451K | – | 0.02 |
| Navient Corp | Long | Debt | US | $272K | – | 0.01 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $391K | – | 0.01 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $287K | – | 0.01 |
| NEP Group Inc 2023 Term Loan B | Long | Loan | US | $232K | – | 0.01 |
| NetApp Inc | Long | Debt | US | $1M | – | 0.05 |
| Netflix Inc | Long | Debt | US | $854K | – | 0.03 |
| Network i2i Ltd | Long | Debt | MU | $991K | – | 0.03 |
| Neuberger Berman Loan Advisers Clo 40 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| Neuberger Berman Loan Advisers CLO 47 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $498K | – | 0.02 |
| News Corp | Long | Debt | US | $147K | – | 0.01 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $840K | – | 0.03 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $537K | – | 0.02 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $214K | – | 0.01 |
| NGL Energy Operating LLC / NGL Energy Finance Corp (NGL ENRGY OP/FIN CORP) | Long | Debt | US | $459K | – | 0.02 |
| NiSource Inc | Long | Debt | US | $902K | – | 0.03 |
| Northrop Grumman Corp | Long | Debt | US | $2M | – | 0.06 |
| Nouryon Finance BV 2024 USD Term Loan B | Long | Loan | US | $244K | – | 0.01 |
| NRG Energy Inc 2024 Term Loan | Long | Loan | US | $135K | – | 0.00 |
| NuStar Logistics LP | Long | Debt | US | $549K | – | 0.02 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $1M | – | 0.05 |
| O'Reilly Automotive Inc | Long | Debt | US | $449K | – | 0.02 |
| OBX 2024-NQM6 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| OBX 2024-NQM7 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Ocean Trails CLO V | Long | ABS-collateralized bond/debt obligation | KY | $968K | – | 0.03 |
| Octagon Investment Partners 27 Ltd (Octagon Investment Partners 27, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $489K | – | 0.02 |
| Octagon Investment Partners 30 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $992K | – | 0.03 |
| Octagon Investment Partners 40 Ltd (OCTAGON INVESTMENT PARTNERS 40, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $482K | – | 0.02 |
| Octagon Investment Partners XXI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $499K | – | 0.02 |
| Oglethorpe Power Corp | Long | Debt | US | $138K | – | 0.00 |
| Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP) | Long | Debt | US | $182K | – | 0.01 |
| Olympus Water US Holding Corporation 2021 USD Term Loan B | Long | Loan | US | $0.01 | – | 0.00 |
| Olympus Water US Holding Corporation 2024 USD Term Loan B | Long | Loan | US | $251K | – | 0.01 |
| One New York Plaza Trust 2020-1NYP | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| OneDigital Borrower LLC 2021 Term Loan | Long | Loan | US | $328K | – | 0.01 |
| ONEDIGITAL BORROWER LLC 2024 2nd LIEN TERM LOAN | Long | Loan | US | $135K | – | 0.00 |
| ONEDIGITAL BORROWER LLC 2024 TERM LOAN | Long | Loan | US | $414K | – | 0.01 |
| OneMain Finance Corp | Long | Debt | US | $638K | – | 0.02 |
| OneMain Finance Corp | Long | Debt | US | $329K | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $918K | – | 0.03 |
| Ontario Gaming GTA LP Term Loan B | Long | Loan | CA | $342K | – | 0.01 |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc (ONT GAMING GTA/OTG CO-IS) | Long | Debt | CA | $554K | – | 0.02 |
| Option Care Health Inc 2021 Term Loan B | Long | Loan | US | $30K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $175K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $168K | – | 0.01 |
| Orazul Energy Peru SA | Long | Debt | PE | $379K | – | 0.01 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $346K | – | 0.01 |
| Organon & Co 2024 USD Term Loan B | Long | Loan | US | $120K | – | 0.00 |
| Oryx Midstream Services Permian Basin LLC 2024 Term Loan B | Long | Loan | US | $259K | – | 0.01 |
| Outfront Media Capital LLC / Outfront Media Capital Corp (OUTFRONT MEDIA CAP LLC/C) | Long | Debt | US | $433K | – | 0.01 |
| Oversea-Chinese Banking Corp Ltd | Long | Debt | SG | $2M | – | 0.06 |
| OVG BUSINESS SERVICES LLC 2024 TERM LOAN B | Long | Loan | US | $200K | – | 0.01 |
| Owens & Minor Inc | Long | Debt | US | $482K | – | 0.02 |
| Owens Corning | Long | Debt | US | $906K | – | 0.03 |
| Pacific Dental Services LLC 2024 Term Loan B | Long | Loan | US | $205K | – | 0.01 |
| Pacific Gas & Electric Company 2020 Term Loan B1 | Long | Loan | US | $75K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $930K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $895K | – | 0.03 |
| Packaging Coordinators Midco Inc 2024 Term Loan B | Long | Loan | US | $352K | – | 0.01 |
| Packers Holdings LLC 2021 Term Loan | Long | Loan | US | $63K | – | 0.00 |
| Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC | Long | Debt | US | $515K | – | 0.02 |
| Pagaya AI Debt Trust 2022-1 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $4M | – | 0.15 |
| Pagaya AI Debt Trust 2022-1 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $715K | – | 0.02 |
| PAGAYA AI Debt Trust 2022-2 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $422K | – | 0.01 |
| Pagaya AI Debt Trust 2023-1 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $610K | – | 0.02 |
| Pagaya AI Debt Trust 2023-3 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $3M | – | 0.09 |
| Panama Government International Bonds | Long | Debt | PA | $569K | – | 0.02 |
| Panama Government International Bonds | Long | Debt | PA | $128K | – | 0.00 |
| Panther Escrow Issuer LLC | Long | Debt | US | $410K | – | 0.01 |
| Par Petroleum LLC 2024 Term Loan B | Long | Loan | US | $50K | – | 0.00 |
| Parexel International Corporation 2021 1st Lien Term Loan | Long | Loan | US | $331K | – | 0.01 |
| Park Avenue Institutional Advisers CLO Ltd 2018-1 | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.14 |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer (PARK INTERMED HOLDINGS) | Long | Debt | US | $728K | – | 0.02 |
| Parkland Corp | Long | Debt | CA | $260K | – | 0.01 |
| PBF Holding Co LLC / PBF Finance Corp | Long | Debt | US | $234K | – | 0.01 |
| PCI GAMING AUTHORITY 2024 TERM LOAN | Long | Loan | US | $100K | – | 0.00 |
| PECF USS Intermediate Holding III Corp | Long | Debt | US | $38K | – | 0.00 |
| PECF USS Intermediate Holding III Corporation Term Loan B | Long | Loan | US | $51K | – | 0.00 |
| Penn Entertainment Inc | Long | Debt | US | $180K | – | 0.01 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $350K | – | 0.01 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $282K | – | 0.01 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $942K | – | 0.03 |
| Peraton Corp Term Loan B | Long | Loan | US | $211K | – | 0.01 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $576K | – | 0.02 |
| Pertamina Persero PT | Long | Debt | ID | $748K | – | 0.03 |
| Petroleos del Peru SA | Long | Debt | PE | $519K | – | 0.02 |
| Petroleos del Peru SA | Long | Debt | PE | $253K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $460K | – | 0.02 |
| PetSmart Inc / PetSmart Finance Corp (PETSMART INC/PETSMART FI) | Long | Debt | US | $973K | – | 0.03 |
| PetSmart Inc 2021 Term Loan B | Long | Loan | US | $341K | – | 0.01 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $889K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $935K | – | 0.03 |
| PHOENIX SERVICES INTERNATIONAL | Long | Equity-common | US | $41K | 7K | 0.00 |
| PHOENIX SERVICES INTERNATIONAL | Long | Equity-common | US | $4K | 693 | 0.00 |
| Phoenix Services International LLC 2023 Exit PIK Term Loan | Long | Loan | US | $1.37 | – | 0.00 |
| Pike Corp | Long | Debt | US | $537K | – | 0.02 |
| Pike Corp | Long | Debt | US | $302K | – | 0.01 |
| Playa Resorts Holding BV 2022 Term Loan B | Long | Loan | NL | $317K | – | 0.01 |
| PMHC II Inc 2022 Term Loan B | Long | Loan | US | $0 | – | – |
| PMT Credit Risk Transfer Trust 2019-2R | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| PMT Issuer Trust - FMSR | Long | ABS-other | US | $1M | – | 0.04 |
| PointClickCare Technologies Inc 2024 Term Loan B | Long | Loan | CA | $142K | – | 0.00 |
| Polar US Borrower LLC 2018 1st Lien Term Loan | Long | Loan | US | $80K | – | 0.00 |
| Polaris Newco LLC USD Term Loan B | Long | Loan | US | $201K | – | 0.01 |
| Post Holdings Inc | Long | Debt | US | $135K | – | 0.00 |
| PPM CLO 2018-1 Ltd (PPM CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $497K | – | 0.02 |
| Pregis TopCo Corporation 1st Lien Term Loan | Long | Loan | US | $373K | – | 0.01 |
| Premier Entertainment Sub LLC / Premier Entertainment Finance Corp | Long | Debt | US | $115K | – | 0.00 |
| PRET 2021-NPL5 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $3M | – | 0.11 |
| PRET 2022-RN1 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $11M | – | 0.38 |
| Pretium Packaging LLC First Out Term Loan A | Long | Loan | US | $57K | – | 0.00 |
| Pretium Packaging LLC Second Out Term Loan A1 | Long | Loan | US | $124K | – | 0.00 |
| Pretium PKG Holdings Inc 2021 2nd Lien Term Loan | Long | Loan | US | $26K | – | 0.00 |
| Prime Security Services Borrower LLC / Prime Finance Inc (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $216K | – | 0.01 |
| Progress Residential 2022-SFR5 Trust (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.09 |
| Progress Residential 2023-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $9M | – | 0.31 |
| Progress Residential 2024-SFR3 Trust (Progress Residential Trust) | Long | ABS-other | US | $23M | – | 0.77 |
| Progress Residential Trust | Long | ABS-other | US | $7M | – | 0.25 |
| Proofpoint Inc 2024 Term Loan | Long | Loan | US | $331K | – | 0.01 |
| Prosper Marketplace Issuance Trust Series 2023-1 | Long | ABS-other | US | $3M | – | 0.09 |
| PRPM 2020-6 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| PRPM 2022-1 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $13M | – | 0.44 |
| Prumo Participacoes e Investimentos S/A | Long | Debt | BR | $781K | – | 0.03 |
| PUG LLC 2024 Extended Term Loan B | Long | Loan | US | $207K | – | 0.01 |
| Qorvo Inc | Long | Debt | US | $633K | – | 0.02 |
| Qorvo Inc | Long | Debt | US | $450K | – | 0.02 |
| Quanta Services Inc | Long | Debt | US | $2M | – | 0.06 |
| Quikrete Holdings Inc 2024 Term Loan B | Long | Loan | US | $40K | – | 0.00 |
| Quikrete Holdings Inc 2024 Term Loan B1 | Long | Loan | US | $144K | – | 0.00 |
| Race Point IX CLO Ltd (Race Point CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Radiate Holdco LLC / Radiate Finance Inc (RADIATE HOLDCO / FINANCE) | Long | Debt | US | $69K | – | 0.00 |
| Radiology Partners Inc | Long | Debt | US | $136K | – | 0.00 |
| Radiology Partners Inc | Long | Debt | US | $80K | – | 0.00 |
| Radiology Partners Inc 2024 Extended Term Loan B | Long | Loan | US | $235K | – | 0.01 |
| Radnet Management Inc 2024 Term Loan B | Long | Loan | US | $75K | – | 0.00 |
| RALI Series 2005-QA7 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| RALI Series 2005-QS13 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| RBSGC Mortgage Loan Trust 2007-A (RBSGC Mortgage Pass Through Certificates) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Realty Income Corp | Long | Debt | US | $933K | – | 0.03 |
| Regatta XXIII Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.15 |
| Reliance Industries Ltd | Long | Debt | IN | $496K | – | 0.02 |
| Reliance Industries Ltd | Long | Debt | IN | $237K | – | 0.01 |
| Renaissance Home Equity Loan Trust 2006-2 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Rent-A-Center Inc 2021 First Lien Term Loan B | Long | Loan | US | $157K | – | 0.01 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $596K | – | 0.02 |
| Residential Asset Securitization Trust 2005-A16 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Resideo Funding Inc 2024 M&A Term Loan B | Long | Loan | US | $190K | – | 0.01 |
| Restoration Hardware Inc Term Loan B | Long | Loan | US | $120K | – | 0.00 |
| Retained Vantage Data Centers Issuer LLC (Retained Vantage Data Centers Issuer, LLC) | Long | ABS-other | US | $2M | – | 0.08 |
| Reynolds Group Holdings Inc 2024 Term Loan B3 | Long | Loan | US | $260K | – | 0.01 |
| Roller Bearing Co of America Inc | Long | Debt | US | $511K | – | 0.02 |
| Royal Bank of Canada | Long | Debt | CA | $456K | – | 0.02 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $415K | – | 0.01 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $338K | – | 0.01 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $237K | – | 0.01 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $72K | – | 0.00 |
| Royalty Pharma PLC | Long | Debt | GB | $2M | – | 0.06 |
| Rutas 2 & 7 Finance Ltd | Long | Debt | KY | $884K | – | 0.03 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $1M | – | 0.04 |
| SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA | Long | Debt | PE | $175K | – | 0.01 |
| SAPPHIRE AVIATION FINANCE II LTD (Sapphire Aviation Finance I Limited) | Long | ABS-other | US | $844K | – | 0.03 |
| Sasol Financing USA LLC | Long | Debt | US | $336K | – | 0.01 |
| Sasol Financing USA LLC | Long | Debt | US | $188K | – | 0.01 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $662K | – | 0.02 |
| Scientific Games Holdings LP/Scientific Games US FinCo Inc (SC GAMES HOLDIN/US FINCO) | Long | Debt | US | $322K | – | 0.01 |
| Sealed Air Corp/Sealed Air Corp US (SEALED AIR/SEALED AIR US) | Long | Debt | US | $516K | – | 0.02 |
| Seaspan Corp | Long | Debt | MH | $288K | – | 0.01 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR4 | Long | ABS-other | US | $14M | – | 0.48 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR4 | Long | ABS-other | US | $2M | – | 0.07 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR5 | Long | ABS-other | US | $23M | – | 0.77 |
| Select Medical Corp | Long | Debt | US | $493K | – | 0.02 |
| Service Properties Trust | Long | Debt | US | $107K | – | 0.00 |
| Service Properties Trust | Long | Debt | US | $103K | – | 0.00 |
| SG Commercial Mortgage Securities Trust 2016-C5 | Long | ABS-mortgage backed security | US | $405K | – | 0.01 |
| Shackleton 2013-III CLO Ltd (Shackleton CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Shenton Aircraft Investment I Ltd (SHENTON AIRCRAFT INVESTMENT LTD) | Long | ABS-other | KY | $1M | – | 0.05 |
| Simon & Schuster Inc Term Loan B | Long | Loan | US | $0 | – | – |
| Simpar Europe SA | Long | Debt | LU | $495K | – | 0.02 |
| Sirius XM Radio Inc | Long | Debt | US | $963K | – | 0.03 |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp (SITIO ROYAL OP / SIT FIN) | Long | Debt | US | $289K | – | 0.01 |
| Six Flags Entertainment Corp / Six Flags Theme Parks Inc (SIX FLAGS ENTER / THEME) | Long | Debt | US | $620K | – | 0.02 |
| SkyMiles IP Ltd 2020 Skymiles Term Loan B | Long | Loan | KY | $95K | – | 0.00 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| SMG US Midco 2 Inc 2020 Term Loan | Long | Loan | US | $340K | – | 0.01 |
| Solis IV BV USD Term Loan B1 | Long | Loan | US | $269K | – | 0.01 |
| Solventum Corp | Long | Debt | US | $927K | – | 0.03 |
| Sonic Automotive Inc | Long | Debt | US | $465K | – | 0.02 |
| Sophia LP 2024 Term Loan B | Long | Loan | US | $412K | – | 0.01 |
| Sotera Health Holdings LLC (SOTERA HEALTH HLDGS LLC) | Long | Debt | US | $1M | – | 0.04 |
| SOTERA HEALTH HOLDINGS LLC 2024 TERM LOAN B | Long | Loan | US | $575K | – | 0.02 |
| Sound Point CLO 36 Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.03 |
| Sound Point CLO 36 Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $505K | – | 0.02 |
| Sound Point CLO II Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $363K | – | 0.01 |
| Sound Point Clo XX Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $498K | – | 0.02 |
| Sound Point CLO XXIII (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $870K | – | 0.03 |
| Sound Point CLO XXVI Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $487K | – | 0.02 |
| Sound Point CLO XXVIII Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.13 |
| Sound Point CLO XXXIII Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $663K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $2M | – | 0.06 |
| Southern Co/The | Long | Debt | US | $2M | – | 0.06 |
| Southern Copper Corp | Long | Debt | US | $49K | – | 0.00 |
| Southern Veterinary Partners LLC 2024 Term Loan | Long | Loan | US | $447K | – | 0.02 |
| Southwestern Energy Co | Long | Debt | US | $285K | – | 0.01 |
| Spin Holdco Inc 2021 Term Loan | Long | Loan | US | $87K | – | 0.00 |
| Spirit AeroSystems Inc | Long | Debt | US | $215K | – | 0.01 |
| Springs Windows Fashions LLC 2021 Term Loan B | Long | Loan | US | $112K | – | 0.00 |
| SREIT Trust 2021-MFP | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| SRS Distribution Inc 2021 Term Loan B | Long | Loan | US | $0 | – | – |
| SS&C Technologies Inc 2024 Term Loan B8 | Long | Loan | US | $190K | – | 0.01 |
| Standard Industries Inc/NJ | Long | Debt | US | $614K | – | 0.02 |
| Staples Inc | Long | Debt | US | $105K | – | 0.00 |
| Staples Inc 7 Year Term Loan | Long | Loan | US | $0 | – | – |
| Start II LTD (Start Ltd.) | Long | ABS-other | BM | $398K | – | 0.01 |
| Starwood Property Trust Inc | Long | Debt | US | $334K | – | 0.01 |
| Starwood Property Trust Inc 2021 Term Loan B3 | Long | Loan | US | $95K | – | 0.00 |
| State Street Institutional US Government Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $100M | 100M | 3.44 |
| Station Casinos LLC | Long | Debt | US | $767K | – | 0.03 |
| Station Casinos LLC 2024 Term Loan B | Long | Loan | US | $85K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-8 | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2004-AR3 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $701K | – | 0.02 |
| Structured Asset Mortgage Investments II Trust 2007-AR3 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4 (Structured Asset Securities Corporation) | Long | ABS-other | US | $496K | – | 0.02 |
| Suburban Propane Partners LP/Suburban Energy Finance Corp (SUBURBAN PROPANE PARTNRS) | Long | Debt | US | $567K | – | 0.02 |
| Subway Funding LLC | Long | ABS-other | US | $2M | – | 0.05 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $921K | – | 0.03 |
| SunCoke Energy Inc | Long | Debt | US | $426K | – | 0.01 |
| Sunnova Helios V Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $890K | – | 0.03 |
| Sunoco LP / Sunoco Finance Corp (SUNOCO LP/FINANCE CORP) | Long | Debt | US | $170K | – | 0.01 |
| Sunrun Demeter Issuer 2021-2 LLC (Sunrun Demeter Issuer LLC) | Long | ABS-other | US | $2M | – | 0.07 |
| SWF Escrow Issuer Corp | Long | Debt | US | $50K | – | 0.00 |
| Switch ABS Issuer LLC (Switch ABS Issuer, LLC) | Long | ABS-other | US | $3M | – | 0.10 |
| Sysco Corp (SYSCO CORPORATION) | Long | Debt | US | $940K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $3M | – | 0.09 |
| Take-Two Interactive Software Inc | Long | Debt | US | $2M | – | 0.06 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $281K | – | 0.01 |
| Tamko Building Products LLC 2023 Term Loan | Long | Loan | US | $139K | – | 0.00 |
| TBW Mortgage-Backed Trust 2006-6 (TBW Mortgage Backed Pass Through Certificates) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Team Health Holdings Inc 2022 Term Loan B | Long | Loan | US | $79K | – | 0.00 |
| Tecta America Corp 2021 Term Loan | Long | Loan | US | $190K | – | 0.01 |
| Telesat Canada / Telesat LLC (TELESAT CANADA/TELESAT L) | Long | Debt | CA | $27K | – | 0.00 |
| Telesat Canada / Telesat LLC (TELESAT CANADA/TELESAT L) | Long | Debt | CA | $24K | – | 0.00 |
| Telesat Canada Term Loan B5 | Long | Loan | US | $22K | – | 0.00 |
| Tenet Healthcare Corp | Long | Debt | US | $561K | – | 0.02 |
| Tenet Healthcare Corp | Long | Debt | US | $245K | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $229K | – | 0.01 |
| Theorem Funding Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.07 |
| THL Credit Wind River 2017-3 Clo Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| Tierra Mojada Luxembourg II Sarl (TIERRA MOJADA LUX II SRL) | Long | Debt | LU | $158K | – | 0.01 |
| TIF Funding II LLC | Long | ABS-other | US | $3M | – | 0.11 |
| TIF Funding II LLC | Long | ABS-other | US | $1M | – | 0.04 |
| Tiger Acquisition LLC 2021 Term Loan | Long | Loan | US | $124K | – | 0.00 |
| Titan Acquisition Limited 2024 Term Loan B | Long | Loan | CA | $276K | – | 0.01 |
| TK Elevator US Newco Inc | Long | Debt | US | $315K | – | 0.01 |
| TK Elevator US Newco Inc USD Term Loan B | Long | Loan | US | $371K | – | 0.01 |
| TMS International Corp/DE | Long | Debt | US | $165K | – | 0.01 |
| Townsquare Media Inc | Long | Debt | US | $438K | – | 0.02 |
| TRANS UNION LLC 2024 TERM LOAN B8 | Long | Loan | US | $110K | – | 0.00 |
| TransDigm Inc | Long | Debt | US | $577K | – | 0.02 |
| TransDigm Inc | Long | Debt | US | $511K | – | 0.02 |
| TransDigm Inc 2023 Term Loan J | Long | Loan | US | $120K | – | 0.00 |
| TransDigm Inc 2024 Term Loan I | Long | Loan | US | $407K | – | 0.01 |
| Transocean Inc | Long | Debt | KY | $209K | – | 0.01 |
| Transocean Poseidon Ltd | Long | Debt | KY | $224K | – | 0.01 |
| Travelport Finance (Luxembourg) Sarl 2020 Super Priority Term Loan | Long | Loan | LU | $140K | – | 0.00 |
| Traverse Midstream Partners LLC 2017 Term Loan | Long | Loan | US | $53K | – | 0.00 |
| Tricon Residential 2023-SFR1 Trust | Long | ABS-other | US | $10M | – | 0.34 |
| TricorBraun Holdings Inc 2021 Term Loan | Long | Loan | US | $191K | – | 0.01 |
| Trident TPI Holdings Inc | Long | Debt | US | $519K | – | 0.02 |
| Trident TPI Holdings Inc 2021 Term Loan B3 | Long | Loan | US | $242K | – | 0.01 |
| Trimaran Cavu 2021-3 Ltd (Trimaran CAVU Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| Triton Container International Ltd / TAL International Container Corp (TRITON CONTAINER/TAL INT) | Long | Debt | BM | $2M | – | 0.06 |
| Triton Water Holdings Inc | Long | Debt | US | $318K | – | 0.01 |
| Triton Water Holdings Inc Term Loan | Long | Loan | US | $1M | – | 0.04 |
| TRTX 2021-FL4 Issuer Ltd (TPG Real Estate Finance) | Long | ABS-collateralized bond/debt obligation | KY | $893K | – | 0.03 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $178M | – | 6.09 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $89M | – | 3.04 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $87M | – | 2.97 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $61M | – | 2.10 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $59M | – | 2.03 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $55M | – | 1.88 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $50M | – | 1.71 |
| UBS Commercial Mortgage Trust 2017-C1 | Long | ABS-mortgage backed security | US | $528K | – | 0.02 |
| UBS Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $537K | – | 0.02 |
| UBS Commercial Mortgage Trust 2018-C8 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| UEP Penonome II SA (UEP PENNONOME II SA) | Long | Debt | PA | $144K | – | 0.00 |
| UKG Inc | Long | Debt | US | $284K | – | 0.01 |
| UKG Inc 2024 Term Loan B | Long | Loan | US | $543K | – | 0.02 |
| Ultra Clean Holdings Inc 2024 Term Loan B | Long | Loan | US | $140K | – | 0.00 |
| Unigel Luxembourg SA | Long | Debt | LU | $113K | – | 0.00 |
| United Airlines Inc | Long | Debt | US | $522K | – | 0.02 |
| United Airlines Inc 2024 Term Loan B | Long | Loan | US | $290K | – | 0.01 |
| United Natural Foods Inc | Long | Debt | US | $433K | – | 0.01 |
| United Natural Foods Inc 2024 Term Loan | Long | Loan | US | $116K | – | 0.00 |
| United Overseas Bank Ltd | Long | Debt | SG | $1M | – | 0.05 |
| United Overseas Bank Ltd | Long | Debt | SG | $554K | – | 0.02 |
| UNITED TALENT AGENCY LLC 2024 TERM LOAN B | Long | Loan | US | $86K | – | 0.00 |
| Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC (UNITI GROUP/CSL CAPITAL) | Long | Debt | US | $275K | – | 0.01 |
| Univision Communications Inc | Long | Debt | US | $274K | – | 0.01 |
| Univision Communications Inc 2022 First Lien Term Loan B | Long | Loan | US | $178K | – | 0.01 |
| Upbound Group Inc | Long | Debt | US | $154K | – | 0.01 |
| UPL Corp Ltd | Long | Debt | MU | $1M | – | 0.04 |
| UPL Corp Ltd | Long | Debt | MU | $165K | – | 0.01 |
| Upstart Pass-Through Trust Series 2021-ST3 (Upstart Pass Through Trust) | Long | ABS-other | US | $565K | – | 0.02 |
| Upstart Securitization Trust 2020-1 | Long | ABS-other | US | $33K | – | 0.00 |
| Upstart Securitization Trust 2022-1 | Long | ABS-other | US | $6M | – | 0.22 |
| Upstart Securitization Trust 2023-2 | Long | ABS-other | US | $2M | – | 0.06 |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-9M | – | -0.32 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $4M | – | 0.14 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $2M | – | 0.07 | |
| US Foods Inc | Long | Debt | US | $561K | – | 0.02 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $20M | – | 0.67 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $233K | – | 0.01 | |
| Vail Resorts Inc | Long | Debt | US | $207K | – | 0.01 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $361K | – | 0.01 |
| Valley Stream Park CLO LTD (Valley Stream Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $503K | – | 0.02 |
| Vallourec SACA | Long | Debt | FR | $538K | – | 0.02 |
| Vantage Specialty Chemicals Inc 2023 Term Loan B | Long | Loan | US | $24K | – | 0.00 |
| Vedanta Resources Finance II PLC | Long | Debt | GB | $908K | – | 0.03 |
| Velocity Commercial Capital Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Venture Global LNG Inc | Long | Debt | US | $387K | – | 0.01 |
| Venture Global LNG Inc | Long | Debt | US | $316K | – | 0.01 |
| Venture Global LNG Inc | Long | Debt | US | $254K | – | 0.01 |
| Veralto Corp | Long | Debt | US | $929K | – | 0.03 |
| Verisk Analytics Inc | Long | Debt | US | $939K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.06 |
| Verus Securitization Trust 2022-3 | Long | ABS-mortgage backed security | US | $14M | – | 0.49 |
| Verus Securitization Trust 2023-3 | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Verus Securitization Trust 2023-4 | Long | ABS-mortgage backed security | US | $9M | – | 0.29 |
| Vestis Corporation Term Loan | Long | Loan | US | $100K | – | 0.00 |
| Viad Corp Initial Term Loan | Long | Loan | US | $173K | – | 0.01 |
| Viatris Inc | Long | Debt | US | $556K | – | 0.02 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $2M | – | 0.06 |
| Victra Holdings LLC / Victra Finance Corp (VICTRA HLDG/VICTRA FIN) | Long | Debt | US | $790K | – | 0.03 |
| Viking Cruises Ltd | Long | Debt | BM | $866K | – | 0.03 |
| Viking Cruises Ltd | Long | Debt | BM | $552K | – | 0.02 |
| Virgin Media Bristol LLC 2023 USD Term Loan Y | Long | Loan | US | $364K | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $339K | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $310K | – | 0.01 |
| Vistra Operations Company LLC 1st Lien Term Loan B3 | Long | Loan | US | $70K | – | 0.00 |
| Vistra Zero Operating Company LLC Term Loan B | Long | Loan | US | $95K | – | 0.00 |
| Vital Energy Inc | Long | Debt | US | $218K | – | 0.01 |
| VOLT XCVI LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $742K | – | 0.03 |
| Voya CLO 2013-1 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $997K | – | 0.03 |
| Voya CLO 2014-2 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Voya CLO 2017-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Voya CLO 2017-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $981K | – | 0.03 |
| VR Funding LLC | Long | ABS-other | US | $2M | – | 0.06 |
| VT Topco Inc | Long | Debt | US | $562K | – | 0.02 |
| VT Topco Inc 2024 Term Loan B | Long | Loan | US | $100K | – | 0.00 |
| VZ Secured Financing BV | Long | Debt | NL | $491K | – | 0.02 |
| Walker & Dunlop Inc 2021 Term Loan | Long | Loan | US | $112K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Wand NewCo 3 Inc | Long | Debt | US | $341K | – | 0.01 |
| Wand NewCo 3 Inc 2024 Term Loan B | Long | Loan | US | $116K | – | 0.00 |
| WASH Multifamily Acquisition Inc (WASH MULTIFAM ACQ INC) | Long | Debt | US | $225K | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $574K | – | 0.02 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $543K | – | 0.02 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE2 Trust (Washington Mutual Asset-Backed CTFS) | Long | ABS-other | US | $4M | – | 0.12 |
| Waterbridge Midstream Operating LLC 2024 Term Loan B | Long | Loan | US | $111K | – | 0.00 |
| Waterbridge Midstream Operating LLC Term Loan B | Long | Loan | US | $0 | – | – |
| WATERBRIDGE MIDSTRM OPRTNG LLC 2024 1st LIEN TERM LOAN B | Long | Loan | US | $75K | – | 0.00 |
| Waterfall Commercial Mortgage Trust 2015-SBC5 | Long | ABS-mortgage backed security | US | $495K | – | 0.02 |
| Weatherford International Ltd | Long | Debt | BM | $529K | – | 0.02 |
| WEC US Holdings Ltd 2024 Term Loan | Long | Loan | US | $321K | – | 0.01 |
| Wellfleet CLO 2017-3 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| Wellfleet CLO 2020-2 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| Wellfleet CLO X LTD (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $741K | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-C27 | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Wells Fargo Commercial Mortgage Trust 2015-C30 | Long | ABS-mortgage backed security | US | $560K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2015-LC20 | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS1 | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-P2 | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | Long | ABS-mortgage backed security | US | $441K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2016-C33 | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | Long | ABS-mortgage backed security | US | $695K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2017-RC1 | Long | ABS-mortgage backed security | US | $457K | – | 0.02 |
| Wells Fargo Mortgage Backed Securities 2007-AR4 Trust (Wells Fargo Mortgage Backed Securities Trust) | Long | ABS-mortgage backed security | US | $565K | – | 0.02 |
| WestJet Loyalty LP Term Loan B | Long | Loan | CA | $352K | – | 0.01 |
| Westpac Banking Corp | Long | Debt | AU | $2M | – | 0.06 |
| WFRBS Commercial Mortgage Trust 2014-C21 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Whatabrands LLC 2024 Term Loan B | Long | Loan | US | $338K | – | 0.01 |
| Wheel Pros Inc | Long | Debt | US | $14K | – | 0.00 |
| WHITE CAP BUYER LLC 2024 TERM LOAN B | Long | Loan | US | $60K | – | 0.00 |
| WhiteWater DBR HoldCo LLC Term Loan B | Long | Loan | US | $115K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $932K | – | 0.03 |
| Willis North America Inc | Long | Debt | US | $2M | – | 0.06 |
| Wind River 2016-2 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| WMG Acquisition Corp 2021 TERM LOAN G | Long | Loan | US | $0 | – | – |
| Workday Inc | Long | Debt | US | $2M | – | 0.06 |
| Worldwide Express Operations LLC 2021 1st Lien Term Loan | Long | Loan | US | $118K | – | 0.00 |
| WR Grace Holdings LLC (WR GRACE HOLDING LLC) | Long | Debt | US | $552K | – | 0.02 |
| WRKCo Inc | Long | Debt | US | $2M | – | 0.06 |
| Wyndham Hotels & Resorts Inc | Long | Debt | US | $544K | – | 0.02 |
| Wyndham Hotels & Resorts Inc 2024 Term Loan | Long | Loan | US | $326K | – | 0.01 |
| XHR LP | Long | Debt | US | $1M | – | 0.04 |
| XHR LP | Long | Debt | US | $265K | – | 0.01 |
| XPO Inc | Long | Debt | US | $696K | – | 0.02 |
| Zayo Group Holdings Inc USD Term Loan | Long | Loan | US | $140K | – | 0.00 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $419K | – | 0.01 |
| Ziggo Financing Partnership USD Term Loan I | Long | Loan | US | $184K | – | 0.01 |
Address
SSGA Active Trust
One Iron Street
Boston
Massachusetts
02210
United States of America
Websites
Directors
Sandra G. Sponem
Dwight D. Churchill
Gunjan Chauhan
Carolyn M. Clancy
Carl G. Verboncoeur
James E. Ross
Clare S. Richer
Kristi L. Rowsell
Transfer Agents
State Street Bank and Trust Company
Pricing Services
S&P Global Inc.
PricingDirect Inc.
Bloomberg L.P.
London Stock Exchange Group PLC
ICE Data Services, Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
State Street Bank and Trust Company
Admins
SSGA Funds Management, Inc.
State Street Bank and Trust Company
Brokers
Virtu Americas LLC
Citadel Securities LLC
Barclays Capital Inc.
Nomura Securities International, Inc.
Citigroup Global Markets Inc.
Goldman Sachs & Co. LLC
BofA Securities, Inc.
J.P. Morgan Securities LLC
Broadcort Capital Corp.
Jane Street Execution Services, LLC