TCW Family of Investment Companies > METROPOLITAN WEST FUNDS
Metropolitan West Flexible Income Fund
$334.59M
Avg Monthly Net Assets
$461.20M
Total Assets
$105.63M
Total Liabilities
$355.57M
Net Assets
Metropolitan West Flexible Income Fund is a Mutual Fund in METROPOLITAN WEST FUNDS
from TCW Family of Investment Companies,
based in California,
United States of America.
The fund has two share classes
and monthly net assets of $334.59M.
On May 23rd, 2024 it reported 863 holdings, the largest
being MSILF Government Portfolio (4.9%), Dreyfus Government Cash Management (4.4%) and TREASURY BILL (3.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000201583 | MWFEX | |
| Class M | C000201584 | MWFSX |
Holdings
From latest NPORT-P, filed May 23rd, 2024 for period ending March 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-198K | – | -0.06 | |
| 1011778 BC ULC (1011778 BC Unlimited Liability Company) | Long | Loan | CA | $210K | – | 0.06 |
| 1375209 BC Ltd | Long | Debt | CA | $981K | – | 0.28 |
| 2 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-26K | – | -0.01 | |
| 8th Avenue Food & Provisions Inc | Long | Loan | US | $63K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $10K | – | 0.00 |
| Acrisure LLC | Long | Loan | US | $244K | – | 0.07 |
| Acrisure LLC | Long | Loan | US | $193K | – | 0.05 |
| Acrisure LLC / Acrisure Finance Inc (ACRISURE LLC / FIN INC) | Long | Debt | US | $368K | – | 0.10 |
| Acrisure LLC / Acrisure Finance Inc (ACRISURE LLC / FIN INC) | Long | Debt | US | $158K | – | 0.04 |
| Add Hero Holdings Ltd | Long | Debt | VG | $869.23 | – | 0.00 |
| Add Hero Holdings Ltd | Long | Debt | VG | $699.96 | – | 0.00 |
| Add Hero Holdings Ltd | Long | Debt | VG | $595.09 | – | 0.00 |
| Adtalem Global Education Inc | Long | Debt | US | $951K | – | 0.27 |
| Advanced Drainage Systems Inc | Long | Debt | US | $337K | – | 0.09 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $159K | – | 0.04 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $114K | – | 0.03 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $108K | – | 0.03 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $5K | – | 0.00 |
| AGL CLO 13 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $600K | – | 0.17 |
| AGNC Investment Corp | Long | Equity-common | US | $252K | 26K | 0.07 |
| Aimco CLO 11 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $185K | – | 0.05 |
| Aimco CLO 14 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $546K | – | 0.15 |
| Air Lease Corp | Long | Debt | US | $364K | – | 0.10 |
| Allegro Clo XVI Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.28 |
| Alliant Energy Finance LLC | Long | Debt | US | $223K | – | 0.06 |
| Alliant Energy Finance LLC | Long | Debt | US | $137K | – | 0.04 |
| Alternative Loan Trust 2004-30CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $882K | – | 0.25 |
| Alternative Loan Trust 2005-10CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| Alternative Loan Trust 2005-46CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $372K | – | 0.10 |
| Alternative Loan Trust 2005-46CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $174K | – | 0.05 |
| Alternative Loan Trust 2005-46CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $129K | – | 0.04 |
| Alternative Loan Trust 2005-55CW (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $125K | – | 0.04 |
| Alternative Loan Trust 2005-64CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $456K | – | 0.13 |
| Alternative Loan Trust 2005-65CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $218K | – | 0.06 |
| Alternative Loan Trust 2005-67CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| Alternative Loan Trust 2005-74T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $274K | – | 0.08 |
| Alternative Loan Trust 2005-7CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| Alternative Loan Trust 2005-86CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $324K | – | 0.09 |
| Alternative Loan Trust 2005-86CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $148K | – | 0.04 |
| Alternative Loan Trust 2006-19CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.50 |
| Alternative Loan Trust 2006-19CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $342K | – | 0.10 |
| Alternative Loan Trust 2006-19CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Alternative Loan Trust 2006-32CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| Alternative Loan Trust 2006-34 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $614K | – | 0.17 |
| Alternative Loan Trust 2006-J1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $129K | – | 0.04 |
| Alternative Loan Trust 2007-13 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $140K | – | 0.04 |
| Alternative Loan Trust 2007-15CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| Alternative Loan Trust 2007-15CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $314K | – | 0.09 |
| Alternative Loan Trust 2007-16CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Alternative Loan Trust 2007-18CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $192K | – | 0.05 |
| Alternative Loan Trust 2007-22 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $92K | – | 0.03 |
| Alternative Loan Trust 2007-5CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $281K | – | 0.08 |
| Alternative Loan Trust 2007-5CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $95K | – | 0.03 |
| Amentum Government Services Holdings LLC | Long | Loan | US | $115K | – | 0.03 |
| American Assets Trust LP | Long | Debt | US | $409K | – | 0.11 |
| American Home Mortgage Assets Trust 2006-6 | Long | ABS-mortgage backed security | US | $137K | – | 0.04 |
| American Home Mortgage Assets Trust 2007-1 | Long | ABS-mortgage backed security | US | $869K | – | 0.24 |
| American Home Mortgage Assets Trust 2007-5 | Long | ABS-mortgage backed security | US | $127.16 | – | 0.00 |
| American Homes 4 Rent LP | Long | Debt | US | $451K | – | 0.13 |
| American Tower Corp | Long | Debt | US | $458K | – | 0.13 |
| American Tower Corp | Long | Debt | US | $68K | – | 0.02 |
| Amgen Inc | Long | Debt | US | $77K | – | 0.02 |
| AMSR 2020-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $601K | – | 0.17 |
| AMSR 2020-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $619K | – | 0.17 |
| AMSR 2021-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $535K | – | 0.15 |
| AmWINS Group Inc | Long | Loan | US | $170K | – | 0.05 |
| Annington Funding PLC | Long | Debt | GB | $113K | – | 0.03 |
| Annington Funding PLC | Long | Debt | GB | $108K | – | 0.03 |
| Annington Funding PLC | Long | Debt | GB | $99K | – | 0.03 |
| Aoyuan New Shares | Long | Equity-common | HK | $620.6 | 31K | 0.00 |
| Arches Buyer Inc | Long | Loan | US | $120K | – | 0.03 |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $1M | – | 0.28 | |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $322K | – | 0.09 | |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $192K | – | 0.05 | |
| Arizona Public Service Co | Long | Debt | US | $721K | – | 0.20 |
| ASP Blade Holdings Inc | Long | Loan | US | $180K | – | 0.05 |
| ASP Unifrax Holdings Inc (UNIFRAX ESCROW ISS CORP) | Long | Debt | US | $171K | – | 0.05 |
| Asurion LLC | Long | Loan | US | $419K | – | 0.12 |
| AthenaHealth Group Inc | Long | Loan | US | $229K | – | 0.06 |
| Athene Global Funding | Long | Debt | US | $321K | – | 0.09 |
| Athene Global Funding | Long | Debt | US | $122K | – | 0.03 |
| Athene Global Funding | Long | Debt | US | $84K | – | 0.02 |
| Aveanna Healthcare LLC | Long | Loan | US | $254K | – | 0.07 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $519K | – | 0.15 |
| AVOLON TLB BORROWER 1 US (Avolon TLB Borrower 1 (US) LLC) | Long | Loan | US | $59K | – | 0.02 |
| B&G Foods Inc | Long | Debt | US | $122K | – | 0.03 |
| BAE Systems Holdings Inc | Long | Debt | US | $244K | – | 0.07 |
| Banc of America Alternative Loan Trust 2006-5 | Long | ABS-mortgage backed security | US | $1M | – | 0.37 |
| Banc of America Alternative Loan Trust 2006-5 | Long | ABS-mortgage backed security | US | $129K | – | 0.04 |
| Banc of America Commercial Mortgage Trust 2015-UBS7 | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| Banc of America Commercial Mortgage Trust 2015-UBS7 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Banc of America Funding 2006-3 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Banc of America Funding 2006-7 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $574K | – | 0.16 |
| Banc of America Funding 2014-R5 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $793K | – | 0.22 |
| Banc of America Funding 2015-R4 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Banijay Entertainment SASU | Long | Debt | FR | $361K | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.30 |
| Bank of America Corp | Long | Debt | US | $927K | – | 0.26 |
| Bank of America Corp | Long | Debt | US | $643K | – | 0.18 |
| Bank of America Corp | Long | Debt | US | $466K | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $314K | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $233K | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $157K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $116K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $94K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $53K | – | 0.01 |
| Barings Clo Ltd 2022-II (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $801K | – | 0.23 |
| BAT Capital Corp | Long | Debt | US | $389K | – | 0.11 |
| BAT Capital Corp | Long | Debt | US | $42K | – | 0.01 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $323K | – | 0.09 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $77K | – | 0.02 |
| BAUSCH + LOMB CORP (Bausch & Lomb Corporation) | Long | Loan | CA | $342K | – | 0.10 |
| Bayer US Finance II LLC | Long | Debt | US | $249K | – | 0.07 |
| Bayer US Finance II LLC | Long | Debt | US | $198K | – | 0.06 |
| Bayer US Finance II LLC | Long | Debt | US | $188K | – | 0.05 |
| Bayer US Finance II LLC | Long | Debt | US | $64K | – | 0.02 |
| Bayer US Finance LLC | Long | Debt | US | $509K | – | 0.14 |
| BB-UBS Trust 2012-SHOW | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| BB-UBS Trust 2012-SHOW | Long | ABS-mortgage backed security | US | $957.39 | – | 0.00 |
| BCAP LLC Trust 2007-AA2 | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| BCMSC Trust 1999-B (Bombardier Capital Mortgage Se) | Long | ABS-other | US | $102K | – | 0.03 |
| BCMSC Trust 2000-A (Bombardier Capital Mortgage Se) | Long | ABS-other | US | $169K | – | 0.05 |
| BCMSC Trust 2000-A (Bombardier Capital Mortgage Se) | Long | ABS-other | US | $17K | – | 0.00 |
| BCRED CLO 2023-1 LLC (BCRED CLO LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.34 |
| Bear Stearns ALT-A Trust 2005-7 | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| Bear Stearns ARM Trust 2004-3 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Bear Stearns ARM Trust 2005-10 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $110K | – | 0.03 |
| Becton Dickinson & Co | Long | Debt | US | $3K | – | 0.00 |
| Benchmark 2020-B18 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $482K | – | 0.14 |
| Berry Global Inc | Long | Debt | US | $257K | – | 0.07 |
| Berry Global Inc | Long | Debt | US | $149K | – | 0.04 |
| Berry Global Inc | Long | Debt | US | $36K | – | 0.01 |
| BERRY GLOBAL INC | Long | Loan | US | $228K | – | 0.06 |
| Blackstone Industrial Portfolio - Proj Foxtrot | Long | ABS-mortgage backed security | US | $192K | – | 0.05 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $188K | – | 0.05 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $182K | – | 0.05 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $153K | – | 0.04 |
| Bloomin' Brands Inc / OSI Restaurant Partners LLC (BLOOMIN' BRANDS INC/OSI) | Long | Debt | US | $693K | – | 0.19 |
| BMO SBA COOF Trust 2019-1 | Long | ABS-other | US | $79K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $350K | – | 0.10 |
| Boston Properties LP | Long | Debt | US | $9K | – | 0.00 |
| BRAVO Residential Funding Trust 2021-A | Long | ABS-other | US | $1M | – | 0.41 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $396K | – | 0.11 |
| BUCKEYE PARTNERS LP | Long | Loan | US | $251K | – | 0.07 |
| BUZZ FINCO LLC (Buzz Merger Sub Ltd) | Long | Loan | US | $119K | – | 0.03 |
| BX 2021-MFM1 (BX Trust) | Long | ABS-mortgage backed security | US | $988K | – | 0.28 |
| BX Trust 2024-BIO | Long | ABS-mortgage backed security | US | $532K | – | 0.15 |
| C-BASS 2006-CB7 TRUST (Credit-Based Asset Servicing a) | Long | ABS-other | US | $23K | – | 0.01 |
| C-BASS 2007-CB1 TRUST (Credit-Based Asset Servicing a) | Long | ABS-other | US | $525K | – | 0.15 |
| C-BASS 2007-CB1 TRUST (Credit-Based Asset Servicing a) | Long | ABS-other | US | $288K | – | 0.08 |
| C-BASS Mortgage Loan Trust 2007-CB2 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $531K | – | 0.15 |
| CAB SELAS | Long | Debt | FR | $377K | – | 0.11 |
| Cable One Inc | Long | Debt | US | $47K | – | 0.01 |
| CAESARS ENTERTAIN INC (Caesars Entertainment, Inc.) | Long | Loan | US | $345K | – | 0.10 |
| CALPINE CORP (Calpine Corporation) | Long | Loan | US | $498K | – | 0.14 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| Cano Health LLC | Long | Debt | US | $102.66 | – | 0.00 |
| CapitaLand Ascendas REIT (ASCENDAS REIT) | Long | Debt | SG | $94K | – | 0.03 |
| CARDEN TL 1L USD (Carestream Dental Equipment Inc) | Long | Loan | US | $655K | – | 0.18 |
| Carestream Dental Inc (Carestream Dental Equipment Inc) | Long | Loan | US | $165K | – | 0.05 |
| Carvana Auto Receivables Trust 2020-P1 | Long | ABS-other | US | $114K | – | 0.03 |
| Carvana Auto Receivables Trust 2021-N3 | Long | ABS-other | US | $158K | – | 0.04 |
| Carvana Auto Receivables Trust 2022-P2 | Long | ABS-other | US | $427K | – | 0.12 |
| Carvana Auto Receivables Trust 2023-N3 | Long | ABS-other | US | $563K | – | 0.16 |
| Carvana Auto Receivables Trust 2023-N3 | Long | ABS-other | US | $460K | – | 0.13 |
| Carvana Auto Receivables Trust 2023-P1 | Long | ABS-other | US | $435K | – | 0.12 |
| Carvana Auto Receivables Trust 2023-P2 | Long | ABS-other | US | $421K | – | 0.12 |
| Carvana Auto Receivables Trust 2023-P3 | Long | ABS-other | US | $428K | – | 0.12 |
| Cascade MH Asset Trust 2022-MH1 | Long | ABS-other | US | $1M | – | 0.31 |
| Catalent Pharma Solutions Inc | Long | Debt | US | $454K | – | 0.13 |
| CCI Buyer Inc | Long | Loan | US | $158K | – | 0.04 |
| CD 2016-CD1 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $206K | – | 0.06 |
| Centene Corp | Long | Debt | US | $277K | – | 0.08 |
| CenterPoint Energy Resources Corp | Long | Debt | US | $779K | – | 0.22 |
| Central Garden & Pet Co | Long | Debt | US | $337K | – | 0.09 |
| CENTRAL PARENT INC (Central Parent LLC) | Long | Loan | US | $173K | – | 0.05 |
| Century Plaza Towers 2019-CPT (CPT MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $271K | – | 0.08 |
| Certara Holdco Inc | Long | Loan | US | $269K | – | 0.08 |
| CGMS Commercial Mortgage Trust 2017-B1 (Citigroup Commercial Mortgage) | Long | ABS-mortgage backed security | US | $281K | – | 0.08 |
| Charles Schwab Corp/The | Long | Debt | US | $192K | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $329K | – | 0.09 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $252K | – | 0.07 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $246K | – | 0.07 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $185K | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $115K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $114K | – | 0.03 |
| CHEMOURS CO/THE (Chemours Company (The)) | Long | Loan | US | $66K | – | 0.02 |
| China Aoyuan Group Ltd | Long | Debt | KY | $983.7 | – | 0.00 |
| China Aoyuan Group Ltd | Long | Debt | KY | $274 | – | 0.00 |
| China Aoyuan Group Ltd | Long | Equity-common | CN | $248.24 | 12K | 0.00 |
| China Aoyuan Group Ltd | Long | Debt | KY | $87.92 | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-20 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $101K | – | 0.03 |
| CHL Mortgage Pass-Through Trust 2007-7 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $292K | – | 0.08 |
| CHNGE Mortgage Trust 2023-1 | Long | ABS-mortgage backed security | US | $595K | – | 0.17 |
| CIFC Funding 2017-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $575K | – | 0.16 |
| CIFC Funding 2018-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $237K | – | 0.07 |
| CIFC Funding 2022-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $378K | – | 0.11 |
| CIM Trust 2021-NR2 | Long | ABS-other | US | $327K | – | 0.09 |
| CIM Trust 2021-NR4 | Long | ABS-other | US | $792K | – | 0.22 |
| CIM Trust 2021-R5 | Long | ABS-mortgage backed security | US | $444K | – | 0.12 |
| CIM Trust 2022-NR1 | Long | ABS-mortgage backed security | US | $291K | – | 0.08 |
| CIM Trust 2023-NR1 | Long | ABS-other | US | $2M | – | 0.42 |
| CINEWORLD FINANCE US INC (CINEWROLD WARRANTS) | Long | Equity-common | GB | $0 | 153K | – |
| CIT Mortgage Loan Trust 2007-1 | Long | ABS-other | US | $965K | – | 0.27 |
| Citigroup Commercial Mortgage Trust 2014-GC25 | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2016-GC36 | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2020-555 | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| Citigroup Inc | Long | Debt | US | $692K | – | 0.19 |
| Citigroup Inc | Long | Debt | US | $596K | – | 0.17 |
| Citigroup Inc | Long | Debt | US | $410K | – | 0.12 |
| Citigroup Inc | Long | Debt | US | $129K | – | 0.04 |
| Citigroup Mortgage Loan Trust 2006-WF1 | Long | ABS-other | US | $14K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2009-10 | Long | ABS-mortgage backed security | US | $360K | – | 0.10 |
| Citigroup Mortgage Loan Trust Inc | Long | ABS-other | US | $1M | – | 0.39 |
| CitiMortgage Alternative Loan Trust Series 2005-A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.38 |
| CitiMortgage Alternative Loan Trust Series 2006-A1 | Long | ABS-mortgage backed security | US | $218K | – | 0.06 |
| CitiMortgage Alternative Loan Trust Series 2007-A1 | Long | ABS-mortgage backed security | US | $170K | – | 0.05 |
| CitiMortgage Alternative Loan Trust Series 2007-A1 | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| CitiMortgage Alternative Loan Trust Series 2007-A2 | Long | ABS-mortgage backed security | US | $197K | – | 0.06 |
| CitiMortgage Alternative Loan Trust Series 2007-A3 | Long | ABS-mortgage backed security | US | $166K | – | 0.05 |
| CitiMortgage Alternative Loan Trust Series 2007-A5 | Long | ABS-mortgage backed security | US | $700K | – | 0.20 |
| City Brewing Co LLC (City Brewing Company LLC) | Long | Loan | US | $340K | – | 0.10 |
| City of Los Angeles Department of Airports (LOS ANGELES CA DEPT OF ARPTS A) | Long | Debt | US | $91K | – | 0.03 |
| City of New York NY (NEW YORK NY) | Long | Debt | US | $146K | – | 0.04 |
| CLEAN HARBORS INC | Long | Loan | US | $338K | – | 0.09 |
| Clearwater Paper Corp | Long | Debt | US | $559K | – | 0.16 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $423K | – | 0.12 |
| COMM 2012-CCRE4 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $16.64 | – | 0.00 |
| COMM 2012-LC4 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $49.86 | – | 0.00 |
| COMM 2014-CCRE19 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COMM 2014-CCRE19 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $958.67 | – | 0.00 |
| COMM 2014-UBS3 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $161.73 | – | 0.00 |
| COMM 2014-UBS5 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| COMM 2014-UBS6 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| COMM 2015-CCRE22 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| COMM 2015-CCRE25 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| COMM 2015-LC21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $125K | – | 0.04 |
| COMM 2016-CR28 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $126K | – | 0.04 |
| Commercial Mortgage Lease-Backed Certificates Series 2001-CMLB-1 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CommScope Inc | Long | Debt | US | $143K | – | 0.04 |
| Connecticut Avenue Securities Trust 2019-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $906K | – | 0.25 |
| Connecticut Avenue Securities Trust 2019-R06 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| Connecticut Avenue Securities Trust 2019-R07 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| Conseco Finance Securitizations Corp | Long | ABS-other | US | $618K | – | 0.17 |
| Conseco Finance Securitizations Corp | Long | ABS-other | US | $360K | – | 0.10 |
| Corevest American Finance 2019-3 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $6K | – | 0.00 |
| Corevest American Finance 2021-1 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $211K | – | 0.06 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $190K | – | 0.05 |
| Costa Rica Government International Bond | Long | Debt | CR | $207K | – | 0.06 |
| County of Miami-Dade FL Aviation Revenue (MIAMI-DADE CNTY FL AVIATION RE) | Long | Debt | US | $85K | – | 0.02 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $37K | – | 0.01 |
| Csail 2015-C2 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $90K | – | 0.03 |
| CSAIL 2019-C16 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $313K | – | 0.09 |
| CSC Holdings LLC | Long | Debt | US | $306K | – | 0.09 |
| CSC Holdings LLC | Long | Loan | US | $187K | – | 0.05 |
| CSC Holdings LLC | Long | Debt | US | $152K | – | 0.04 |
| CSC Holdings LLC | Long | Debt | US | $129K | – | 0.04 |
| CSC Holdings LLC | Long | Debt | US | $15K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $10K | – | 0.00 |
| CSMC 2020-RPL5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $174K | – | 0.05 |
| CSMC 2020-RPL6 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.38 |
| CSMC 2021-980M (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.40 |
| CSMC 2022-RPL3 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.38 |
| CSMC Mortgage-Backed Trust 2006-7 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $547K | – | 0.15 |
| CSMC Mortgage-Backed Trust 2006-7 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $174K | – | 0.05 |
| CSMC Mortgage-Backed Trust 2007-5 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $418K | – | 0.12 |
| CSMC Series 2014-8R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $780K | – | 0.22 |
| CT Technologies Intermediate Holdings Inc | Long | Loan | US | $73K | – | 0.02 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $164K | – | 0.05 |
| DBUBS 2017-BRBK Mortgage Trust (DBUBS Mortgage Trust) | Long | ABS-mortgage backed security | US | $296K | – | 0.08 |
| Deerfield Dakota Holding LLC | Long | Loan | US | $11K | – | 0.00 |
| Delta Air Lines 2020-1 Class AA Pass Through Trust (DELTA AIR LINES 2020-AA) | Long | Debt | US | $18K | – | 0.01 |
| Deutsche Alt-B Securities Inc Mortgage Loan Trust Series 2006-AB2 | Long | ABS-mortgage backed security | US | $184K | – | 0.05 |
| Deutsche Mortgage & Asset Receiving Corp (Deutsche Mortgage and Asset Re) | Long | ABS-mortgage backed security | US | $257K | – | 0.07 |
| Digital Dutch Finco BV | Long | Debt | NL | $198K | – | 0.06 |
| Digital Dutch Finco BV | Long | Debt | NL | $129K | – | 0.04 |
| Digital Intrepid Holding BV | Long | Debt | NL | $85K | – | 0.02 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc (DIRECTV FIN LLC/COINC) | Long | Debt | US | $160K | – | 0.05 |
| Discover Bank | Long | Debt | US | $227K | – | 0.06 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $104K | – | 0.03 |
| DNB Bank ASA | Long | Debt | NO | $215K | – | 0.06 |
| Dominican Republic International Bond | Long | Debt | DO | $183K | – | 0.05 |
| Dominican Republic International Bond | Long | Debt | DO | $180K | – | 0.05 |
| Dreyfus Government Cash Management | Long | Short-term investment vehicle | US | $16M | 16M | 4.37 |
| Dryden 72 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $860K | – | 0.24 |
| Dryden XXVI Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $44K | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $209K | – | 0.06 |
| Duke Energy Carolinas LLC | Long | Debt | US | $193K | – | 0.05 |
| Duke Energy Corp | Long | Debt | US | $214K | – | 0.06 |
| EagleView Technology Corp (EagleView Technology Corportion) | Long | Loan | US | $822K | – | 0.23 |
| Elmwood CLO VI Ltd (Elmwood CLO VI Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $441K | – | 0.12 |
| ELO SACA | Long | Debt | FR | $658K | – | 0.18 |
| Embecta Corp | Long | Debt | US | $459K | – | 0.13 |
| Energizer Holdings Inc | Long | Debt | US | $834K | – | 0.23 |
| Energy Transfer LP | Long | Debt | US | $687K | – | 0.19 |
| Energy Transfer LP | Long | Debt | US | $391K | – | 0.11 |
| Energy Transfer LP | Long | Debt | US | $19K | – | 0.01 |
| ENTEGRIS INC | Long | Loan | US | $6K | – | 0.00 |
| Ephios Subco 3 Sarl (EPHIOS SUBCO SARL) | Long | Debt | LU | $170K | – | 0.05 |
| EUR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $141K | – | 0.04 | |
| EUR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| EUR/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $55.51 | – | 0.00 | |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| EUR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-9K | – | -0.00 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-12K | – | -0.00 | |
| EURO-BUXL 30Y BND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-9K | – | -0.00 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-63.44 | – | -0.00 | |
| Everi Holdings Inc | Long | Debt | US | $347K | – | 0.10 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $549K | – | 0.15 |
| Extra Space Storage LP | Long | Debt | US | $288K | – | 0.08 |
| Extra Space Storage LP | Long | Debt | US | $58K | – | 0.02 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $13M | – | 3.72 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $10M | – | 2.94 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $7M | – | 1.96 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $6M | – | 1.76 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $6M | – | 1.74 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $4M | – | 1.26 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 0.82 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.94 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.58 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $570.39 | – | 0.00 |
| Farmers Exchange Capital II (FARMERS EXCHANGE CAP II) | Long | Debt | US | $134K | – | 0.04 |
| Farmers Exchange Capital III (FARMERS EXCHANGE CAP III) | Long | Debt | US | $70K | – | 0.02 |
| Farmers Insurance Exchange (FARMERS INS EXCH) | Long | Debt | US | $100K | – | 0.03 |
| Ferrellgas LP / Ferrellgas Finance Corp (FERRELLGAS LP/FERRELLGAS) | Long | Debt | US | $734K | – | 0.21 |
| FERTITTA ENTERTAINMENT L (Fertitta Entertainment LLC) | Long | Loan | US | $213K | – | 0.06 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc | Long | Debt | US | $48K | – | 0.01 |
| Fidelity Government Portfolio | Long | Short-term investment vehicle | US | $44K | 44K | 0.01 |
| FILTRATION GROUP CORP (Filtration Group Corporation) | Long | Loan | US | $110K | – | 0.03 |
| Finance Department Government of Sharjah (FIN DEPT GOVT SHARJAH) | Long | Debt | AE | $208K | – | 0.06 |
| First Brands Group LLC (First Brands Group LLC(f/k/a TRICO GROUP LLC)) | Long | Loan | US | $96K | – | 0.03 |
| First Franklin Mortgage Loan Trust 2006-FF13 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $232K | – | 0.07 |
| First Franklin Mortgage Loan Trust Series 2007-FF2 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $331K | – | 0.09 |
| First Horizon Alternative Mortgage Securities Trust 2006-FA6 | Long | ABS-mortgage backed security | US | $205K | – | 0.06 |
| First Horizon Alternative Mortgage Securities Trust 2007-FA1 | Long | ABS-mortgage backed security | US | $217K | – | 0.06 |
| First Horizon Alternative Mortgage Securities Trust 2007-FA2 | Long | ABS-mortgage backed security | US | $237K | – | 0.07 |
| FirstCash Inc | Long | Debt | US | $195K | – | 0.05 |
| FirstEnergy Pennsylvania Electric Co (PENNSYLVANIA ELECTRIC CO) | Long | Debt | US | $546K | – | 0.15 |
| FirstEnergy Transmission LLC | Long | Debt | US | $381K | – | 0.11 |
| FirstKey Homes 2020-SFR1 Trust | Long | ABS-other | US | $2M | – | 0.46 |
| FirstKey Homes 2021-SFR3 Trust | Long | ABS-other | US | $858K | – | 0.24 |
| FirstKey Homes 2022-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $2M | – | 0.44 |
| Flatiron CLO 21 Ltd (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.36 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $587K | – | 0.17 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $262K | – | 0.07 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $155K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $133K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $124K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $99K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $95K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $55K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $1.68 | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 1.39 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.74 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.54 |
| Freddie Mac STACR REMIC Trust 2021-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $879K | – | 0.25 |
| Freddie Mac STACR REMIC Trust 2021-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $822K | – | 0.23 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.29 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Frontier Communications Holdings LLC | Long | Debt | US | $692K | – | 0.19 |
| Frontier Communications Holdings LLC | Long | Debt | US | $558K | – | 0.16 |
| Frontier Communications Holdings LLC (Frontier Communications Corporation) | Long | Loan | US | $121K | – | 0.03 |
| FRTKL 2021-SFR1 | Long | ABS-other | US | $2M | – | 0.45 |
| Gaci First Investment Co | Long | Debt | KY | $303K | – | 0.09 |
| Gainwell Acquisition Corp | Long | Loan | US | $232K | – | 0.07 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $146K | – | 0.04 |
| Gen Digital Inc | Long | Debt | US | $333K | – | 0.09 |
| Gen Digital Inc (Nortonlifelock Inc) | Long | Loan | US | $227K | – | 0.06 |
| General Electric Co | Long | Debt | US | $57K | – | 0.02 |
| General Electric Co | Long | Debt | US | $48K | – | 0.01 |
| Genesee & Wyoming Inc | Long | Loan | US | $267K | – | 0.08 |
| GGAM Finance Ltd | Long | Debt | KY | $543K | – | 0.15 |
| GGAM Finance Ltd | Long | Debt | KY | $119K | – | 0.03 |
| Gilbert Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $225K | – | 0.06 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 1.28 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 1.12 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3M | – | 0.72 |
| Global Partners LP / GLP Finance Corp (GLOBAL PART/GLP FINANCE) | Long | Debt | US | $427K | – | 0.12 |
| Global Partners LP / GLP Finance Corp (GLOBAL PART/GLP FINANCE) | Long | Debt | US | $260K | – | 0.07 |
| Global Payments Inc | Long | Debt | US | $228K | – | 0.06 |
| Global Switch Finance BV | Long | Debt | NL | $285K | – | 0.08 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $391K | – | 0.11 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $209K | – | 0.06 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $65K | – | 0.02 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $40K | – | 0.01 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $10K | – | 0.00 |
| GLS Auto Receivables Issuer Trust 2023-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $1M | – | 0.32 |
| Goldentree Loan Management US Clo 17 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $864K | – | 0.24 |
| Goldentree Loan Management US Clo 8 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.76 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $546K | – | 0.15 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $299K | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $130K | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $5K | – | 0.00 |
| Golub Capital Partners Clo 42M-R (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $808K | – | 0.23 |
| Golub Capital Partners CLO 69M (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.34 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.58 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $194K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $105K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $99K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $769.13 | – | 0.00 |
| Gray Television Inc | Long | Debt | US | $373K | – | 0.10 |
| Great Wolf Trust 2019-WOLF | Long | ABS-mortgage backed security | US | $731K | – | 0.21 |
| Great Wolf Trust 2019-WOLF | Long | ABS-mortgage backed security | US | $673K | – | 0.19 |
| Greystar Real Estate Partners LLC | Long | Debt | US | $364K | – | 0.10 |
| GREYSTAR REAL ESTATE PARTNERS LLC (Greystar Real Estate Partners, LLC) | Long | Loan | US | $374K | – | 0.11 |
| Grifols SA | Long | Debt | ES | $692K | – | 0.19 |
| Grifols Worldwide Operations USA Inc | Long | Loan | US | $270K | – | 0.08 |
| GS Mortgage Securities Trust 2010-C1 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GS Mortgage Securities Trust 2011-GC5 | Long | ABS-mortgage backed security | US | $3.47 | – | 0.00 |
| GS Mortgage Securities Trust 2015-GC32 | Long | ABS-mortgage backed security | US | $199K | – | 0.06 |
| GS Mortgage Securities Trust 2015-GC34 | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| GS Mortgage Securities Trust 2016-GS2 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GS Mortgage Securities Trust 2016-GS4 | Long | ABS-mortgage backed security | US | $166K | – | 0.05 |
| GSAA Home Equity Trust 2007-5 | Long | ABS-mortgage backed security | US | $362K | – | 0.10 |
| GSAA Home Equity Trust 2007-5 | Long | ABS-mortgage backed security | US | $261K | – | 0.07 |
| GSAA Home Equity Trust 2007-5 | Long | ABS-mortgage backed security | US | $133K | – | 0.04 |
| GSAA Trust (GSAA Home Equity Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| GSAA Trust (GSAA Home Equity Trust) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GSCG Trust 2019-600C | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GSR Mortgage Loan Trust 2005-AR6 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $291K | – | 0.08 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $166K | – | 0.05 |
| H-Food Holdings LLC | Long | Loan | US | $93K | – | 0.03 |
| H-Food Holdings LLC / Hearthside Finance Co Inc (H-FOOD HOLDNG/HEARTHSIDE) | Long | Debt | US | $70K | – | 0.02 |
| HANESBRANDS INC | Long | Loan | US | $194K | – | 0.05 |
| HarborView Mortgage Loan Trust 2005-9 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| HarborView Mortgage Loan Trust 2005-9 | Long | ABS-mortgage backed security | US | $162.12 | – | 0.00 |
| HarborView Mortgage Loan Trust 2006-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| HarborView Mortgage Loan Trust 2006-5 | Long | ABS-mortgage backed security | US | $26.11 | – | 0.00 |
| HCA Inc | Long | Debt | US | $278K | – | 0.08 |
| HCA Inc | Long | Debt | US | $10K | – | 0.00 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $266K | – | 0.07 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $139K | – | 0.04 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $100K | – | 0.03 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $52K | – | 0.01 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $29K | – | 0.01 |
| Healthpeak OP LLC | Long | Debt | US | $2K | – | 0.00 |
| Herens Holdco Sarl | Long | Debt | LU | $394K | – | 0.11 |
| Hertz Corp/The | Long | Debt | US | $295K | – | 0.08 |
| Hertz Corp/The | Long | Debt | US | $46K | – | 0.01 |
| HOA Funding LLC - HOA | Long | ABS-other | US | $640K | – | 0.18 |
| Honeywell International Inc | Long | Debt | US | $175K | – | 0.05 |
| HPS Loan Management 2023-18 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $872K | – | 0.25 |
| HPS Loan Management 2024-19 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.28 |
| HSBC Holdings PLC | Long | Debt | GB | $1M | – | 0.29 |
| HSBC Holdings PLC | Long | Debt | GB | $469K | – | 0.13 |
| HSBC Holdings PLC | Long | Debt | GB | $250K | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $50K | – | 0.01 |
| HSI Asset Loan Obligation Trust 2007-WF1 | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| Hudson Pacific Properties LP | Long | Debt | US | $394K | – | 0.11 |
| Hudson Pacific Properties LP | Long | Debt | US | $109K | – | 0.03 |
| Hudson Pacific Properties LP | Long | Debt | US | $21K | – | 0.01 |
| Hungary Government International Bond | Long | Debt | HU | $318K | – | 0.09 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $419K | – | 0.12 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $297K | – | 0.08 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $157K | – | 0.04 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $199K | – | 0.06 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $157K | – | 0.04 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT (INDO ASAHAN/MINERAL IND) | Long | Debt | ID | $198K | – | 0.06 |
| IndyMac INDX Mortgage Loan Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $53K | – | 0.02 |
| Intelsat Jackson Holdings SA (INTELSAT JACKSON HLDG) | Long | Debt | LU | $107K | – | 0.03 |
| Intelsat SA/Luxembourg | Long | Equity-common | US | $297K | 11K | 0.08 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $802K | – | 0.23 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $359K | – | 0.10 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $89K | – | 0.03 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $56K | – | 0.02 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $39K | – | 0.01 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $30K | – | 0.01 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $243K | – | 0.07 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $151K | – | 0.04 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $60K | – | 0.02 |
| Iron Mountain Inc | Long | Debt | US | $1M | – | 0.33 |
| Jane Street Group / JSG Finance Inc (JANE STREET GRP/JSG FIN) | Long | Debt | US | $533K | – | 0.15 |
| JANE STREET GROUP LLC | Long | Loan | US | $281K | – | 0.08 |
| JAZZ FINANCING LUX SARL | Long | Loan | LU | $633K | – | 0.18 |
| JBS USA LUX SA / JBS USA Food Co / JBS Luxembourg SARL (JBS USA LUX SA/FOOD/LUX) | Long | Debt | $195K | – | 0.05 | |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc (JBS USA/FOOD/FINANCE) | Long | Debt | $433K | – | 0.12 | |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc (JBS USA/FOOD/FINANCE) | Long | Debt | $334K | – | 0.09 | |
| JDE Peet's NV | Long | Debt | NL | $598K | – | 0.17 |
| JetBlue 2019-1 Class AA Pass Through Trust | Long | Debt | US | $21K | – | 0.01 |
| JetBlue 2020-1 Class A Pass Through Trust (JETBLUE AIRWAYS CORP) | Long | Debt | US | $56K | – | 0.02 |
| JGWPT XXX LLC (321 Henderson Receivables LLC) | Long | ABS-other | US | $34K | – | 0.01 |
| JGWPT XXXII LLC (321 Henderson Receivables LLC) | Long | ABS-other | US | $32K | – | 0.01 |
| JP Morgan Alternative Loan Trust 2006-S1 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $745K | – | 0.21 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX | Long | ABS-mortgage backed security | US | $958K | – | 0.27 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 | Long | ABS-mortgage backed security | US | $573.64 | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JP Morgan Mortgage Acquisition Trust 2006-CH2 | Long | ABS-other | US | $272K | – | 0.08 |
| JP Morgan Mortgage Acquisition Trust 2006-CW2 | Long | ABS-mortgage backed security | US | $849K | – | 0.24 |
| JP Morgan Mortgage Acquisition Trust 2006-CW2 | Long | ABS-mortgage backed security | US | $165K | – | 0.05 |
| JP Morgan Mortgage Acquisition Trust 2006-WF1 | Long | ABS-mortgage backed security | US | $448K | – | 0.13 |
| JP Morgan Mortgage Acquisition Trust 2007-CH1 | Long | ABS-other | US | $2K | – | 0.00 |
| JP Morgan Mortgage Acquisition Trust 2007-CH2 | Long | ABS-other | US | $314K | – | 0.09 |
| JP Morgan Mortgage Acquisition Trust 2007-CH2 | Long | ABS-other | US | $203K | – | 0.06 |
| JP Morgan Mortgage Trust 2007-S1 | Long | ABS-mortgage backed security | US | $144K | – | 0.04 |
| JPMBB Commercial Mortgage Securities Trust 2014-C19 | Long | ABS-mortgage backed security | US | $629.63 | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | Long | ABS-mortgage backed security | US | $112K | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | Long | ABS-mortgage backed security | US | $93K | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust 2015-C31 | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $472K | – | 0.13 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $690K | – | 0.19 |
| JPMorgan Chase & Co | Long | Debt | US | $649K | – | 0.18 |
| JPMorgan Chase & Co | Long | Debt | US | $642K | – | 0.18 |
| JPMorgan Chase & Co | Long | Debt | US | $277K | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $252K | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $244K | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $110K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $106K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $23K | – | 0.01 |
| JPMorgan US Government Money Market Fund | Long | Short-term investment vehicle | US | $3M | 3M | 0.90 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $167K | – | 0.05 |
| Kedrion SpA | Long | Debt | IT | $730K | – | 0.21 |
| KeySpan Gas East Corp | Long | Debt | US | $391K | – | 0.11 |
| Kilroy Realty LP | Long | Debt | US | $38K | – | 0.01 |
| Last Mile Logistics Pan Euro Finance DAC | Long | ABS-mortgage backed security | IE | $504K | – | 0.14 |
| LCM Investments Holdings II LLC | Long | Debt | US | $502K | – | 0.14 |
| Lehman ABS Manufactured Housing Contract Trust 2001-B | Long | ABS-other | US | $490K | – | 0.14 |
| Lehman Mortgage Trust 2006-1 | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| Lehman Mortgage Trust 2006-7 | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Lehman Mortgage Trust 2006-9 | Long | ABS-mortgage backed security | US | $364K | – | 0.10 |
| Lehman Mortgage Trust 2007-5 | Long | ABS-mortgage backed security | US | $831K | – | 0.23 |
| Lehman Mortgage Trust 2007-5 | Long | ABS-mortgage backed security | US | $188K | – | 0.05 |
| Lehman XS Trust 2006-17 | Long | ABS-other | US | $159K | – | 0.04 |
| Lehman XS Trust 2006-17 | Long | ABS-other | US | $146K | – | 0.04 |
| Lehman XS Trust Series 2005-1 | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| Lithia Motors Inc | Long | Debt | US | $181K | – | 0.05 |
| Lloyds Banking Group PLC | Long | Debt | GB | $394K | – | 0.11 |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $-13K | – | -0.00 | |
| LXP Industrial Trust | Long | Debt | US | $134K | – | 0.04 |
| Madison Park Funding XLVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.28 |
| MAGNIT 01/30/31 (Magnite Inc) | Long | Loan | US | $79K | – | 0.02 |
| MASTR Alternative Loan Trust 2005-2 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Mastr Asset Backed Securities Trust 2006-NC2 | Long | ABS-mortgage backed security | US | $271K | – | 0.08 |
| Match Group Holdings II LLC (Match Group Inc) | Long | Loan | US | $58K | – | 0.02 |
| Mativ Holdings Inc (Schweitzer-Mauduit International Inc) | Long | Loan | US | $119K | – | 0.03 |
| MATIV HOLDINGS INC | Long | Loan | US | $84K | – | 0.02 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $418K | – | 0.12 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-A1 | Long | ABS-mortgage backed security | US | $203K | – | 0.06 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-OAR2 | Long | ABS-mortgage backed security | US | $211K | – | 0.06 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3 | Long | ABS-other | US | $213K | – | 0.06 |
| Merrill Lynch Mortgage Investors Trust Series 2006-HE6 | Long | ABS-mortgage backed security | US | $236K | – | 0.07 |
| Merrill Lynch Mortgage Investors Trust Series 2006-RM2 | Long | ABS-other | US | $943K | – | 0.27 |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2004-B (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $13K | – | 0.00 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $620K | – | 0.17 |
| MH SUB I LLC | Long | Loan | US | $32K | – | 0.01 |
| Michaels Cos Inc/The | Long | Debt | US | $560K | – | 0.16 |
| Michaels Cos Inc/The (Michaels Companies Inc (The)) | Long | Loan | US | $149K | – | 0.04 |
| Mid-State Capital Corp 2005-1 Trust (Mid-State Trust) | Long | ABS-other | US | $3K | – | 0.00 |
| Mid-State Capital Corp 2006-1 Trust (Mid-State Trust) | Long | ABS-other | US | $29K | – | 0.01 |
| Mid-State Trust XI | Long | ABS-other | US | $2K | – | 0.00 |
| ModivCare Escrow Issuer Inc | Long | Debt | US | $515K | – | 0.14 |
| Morgan Stanley | Long | Debt | US | $580K | – | 0.16 |
| Morgan Stanley | Long | Debt | US | $462K | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $347K | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $161K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $134K | – | 0.04 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $100K | – | 0.03 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $23.72 | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Morgan Stanley Capital I Trust 2011-C2 | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2007-13 | Long | ABS-mortgage backed security | US | $95K | – | 0.03 |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| MSILF Government Portfolio | Long | Short-term investment vehicle | US | $17M | 17M | 4.90 |
| Naked Juice LLC | Long | Loan | US | $230K | – | 0.06 |
| Naked Juice LLC | Long | Loan | US | $207K | – | 0.06 |
| National Gas Transmission PLC (NATL GAS TRANSMISSION) | Long | Debt | GB | $111K | – | 0.03 |
| Nationstar Home Equity Loan Trust 2007-C | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $187K | – | 0.05 |
| Nationwide Mutual Insurance Co | Long | Debt | US | $375K | – | 0.11 |
| Natixis Commercial Mortgage Securities Trust 2018-ALXA | Long | ABS-mortgage backed security | US | $54K | – | 0.02 |
| Natixis Commercial Mortgage Securities Trust 2019-FAME | Long | ABS-mortgage backed security | US | $407K | – | 0.11 |
| Natixis Commercial Mortgage Securities Trust 2019-FAME | Long | ABS-mortgage backed security | US | $202K | – | 0.06 |
| Navient Student Loan Trust 2018-4 | Long | ABS-other | US | $788K | – | 0.22 |
| NCR Voyix Corp | Long | Debt | US | $514K | – | 0.14 |
| Netflix Inc | Long | Debt | US | $311K | – | 0.09 |
| Neuberger Berman CLO XVI-S Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.34 |
| Neuberger Berman Loan Advisers Clo 40 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $157K | – | 0.04 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $60K | – | 0.02 |
| New York State Urban Development Corp (NEW YORK ST URBAN DEV CORP SAL) | Long | Debt | US | $112K | – | 0.03 |
| New York State Urban Development Corp (NEW YORK ST URBAN DEV CORP REV) | Long | Debt | US | $81K | – | 0.02 |
| New York State Urban Development Corp (NEW YORK ST URBAN DEV CORP SAL) | Long | Debt | US | $34K | – | 0.01 |
| NGL ENERGY OPERATING LLC | Long | Loan | US | $204K | – | 0.06 |
| NGL Energy Operating LLC / NGL Energy Finance Corp (NGL ENRGY OP/FIN CORP) | Long | Debt | US | $282K | – | 0.08 |
| NGPL PipeCo LLC | Long | Debt | US | $39K | – | 0.01 |
| Northwest Fiber LLC / Northwest Fiber Finance Sub Inc (NORTHWEST FIBER LLC/NORT) | Long | Debt | US | $258K | – | 0.07 |
| Northwest Fiber LLC / Northwest Fiber Finance Sub Inc (NORTHWEST FIBER LLC/NORT) | Long | Debt | US | $96K | – | 0.03 |
| NRTH 2024-PARK Mortgage Trust (NRTH PARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $703K | – | 0.20 |
| Oakwood Mortgage Investors Inc | Long | ABS-other | US | $215K | – | 0.06 |
| OCP CLO 2017-14 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $231K | – | 0.07 |
| OCP CLO 2023-28 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $916K | – | 0.26 |
| Octagon Investment Partners 44 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $701K | – | 0.20 |
| Oman Government International Bond (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $208K | – | 0.06 |
| ONTARIO GAMING GTA LP (Ontario Gaming Gta Ltd Partnership) | Long | Loan | CA | $179K | – | 0.05 |
| Open Text Corp | Long | Debt | CA | $785K | – | 0.22 |
| OPEN TEXT CORP (Open Text Corporation) | Long | Loan | CA | $50K | – | 0.01 |
| Organon & Co | Long | Loan | US | $402K | – | 0.11 |
| OT Merger Corp | Long | Debt | US | $974K | – | 0.27 |
| OTEXCN TL B 1L USD (Open Text Corporation) | Long | Loan | CA | $27K | – | 0.01 |
| Palmer Square CLO 2014-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $285K | – | 0.08 |
| Palmer Square CLO 2021-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $390K | – | 0.11 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $167K | – | 0.05 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $143K | – | 0.04 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $387K | – | 0.11 |
| Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2005-WCH | Long | ABS-other | US | $4K | – | 0.00 |
| Pathway Vet Alliance LLC | Long | Loan | US | $85K | – | 0.02 |
| Patriot Container Corp | Long | Loan | US | $64K | – | 0.02 |
| PATRIOT CONTAINER CORP | Long | Loan | US | $161K | – | 0.05 |
| Peraton Corp | Long | Loan | US | $237K | – | 0.07 |
| Petroleos Mexicanos | Long | Debt | MX | $3K | – | 0.00 |
| PHEAA Student Loan Trust 2014-3 (Pennsylvania Higher Education) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Pilgrim's Pride Corp | Long | Debt | US | $163K | – | 0.05 |
| Pipeline Funding Co LLC | Long | Debt | US | $152K | – | 0.04 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $542K | – | 0.15 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $155K | – | 0.04 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $122K | – | 0.03 |
| POWERTEAM SERVICES LLC (Artera Services LLC) | Long | Loan | US | $198K | – | 0.06 |
| Pre-Paid Legal Services Inc (Pre Paid Legal Services Inc) | Long | Loan | US | $11K | – | 0.00 |
| PRET 2021-RN2 LLC (Pretium Mortgage Credit Partne) | Long | ABS-other | US | $615K | – | 0.17 |
| PRET 2022-RN2 LLC (Pretium Mortgage Credit Partne) | Long | ABS-other | US | $612K | – | 0.17 |
| Prime Healthcare Services Inc | Long | Debt | US | $451K | – | 0.13 |
| PRIME SECURITY SERVICES BORROWER LLC (Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions)) | Long | Loan | US | $155K | – | 0.04 |
| PROAMPAC PG BORROWER LLC | Long | Loan | US | $347K | – | 0.10 |
| Progress Residential 2020-SFR1 Trust (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.38 |
| Progress Residential 2021-SFR1 (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.36 |
| Progress Residential 2021-SFR11 Trust (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.31 |
| Progress Residential 2021-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $759K | – | 0.21 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.31 |
| Progress Residential 2021-SFR4 (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.39 |
| Progress Residential 2021-SFR8 Trust (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.37 |
| Progress Residential 2021-SFR9 Trust (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.37 |
| Progress Residential Trust | Long | ABS-other | US | $1M | – | 0.32 |
| Prologis Euro Finance LLC | Long | Debt | US | $109K | – | 0.03 |
| PRPM 2021-10 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $349K | – | 0.10 |
| PRPM 2021-11 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $290K | – | 0.08 |
| PRPM 2021-3 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $610K | – | 0.17 |
| PRPM 2021-4 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $2M | – | 0.52 |
| PRPM 2021-8 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $520K | – | 0.15 |
| PRPM 2021-9 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $918K | – | 0.26 |
| PRPM 2022-1 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $968K | – | 0.27 |
| PRPM 2022-3 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $908K | – | 0.26 |
| PRPM 2022-4 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $233K | – | 0.07 |
| Public Service Co of New Mexico | Long | Debt | US | $39K | – | 0.01 |
| Raising Cane's Restaurants LLC | Long | Debt | US | $346K | – | 0.10 |
| RALI Series 2005-QS14 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $97K | – | 0.03 |
| RALI Series 2005-QS16 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $314K | – | 0.09 |
| RALI Series 2006-QS15 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $654K | – | 0.18 |
| RALI Series 2006-QS18 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $397K | – | 0.11 |
| RALI Series 2006-QS4 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $269K | – | 0.08 |
| RALI Series 2006-QS4 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $217K | – | 0.06 |
| RALI Series 2006-QS6 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $700K | – | 0.20 |
| RALI Series 2006-QS6 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $419K | – | 0.12 |
| RALI Series 2006-QS6 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $107K | – | 0.03 |
| RALI Series 2007-QH9 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $286K | – | 0.08 |
| RALI Series 2007-QO2 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $178K | – | 0.05 |
| RALI Series 2007-QS1 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $560K | – | 0.16 |
| RALI Series 2007-QS1 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $331K | – | 0.09 |
| RALI Series 2007-QS3 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $317K | – | 0.09 |
| RALI Series 2007-QS7 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| RAMP Series 2006-EFC2 Trust (Residential Asset Mortgage Pro) | Long | ABS-other | US | $26K | – | 0.01 |
| RealPage Inc | Long | Loan | US | $243K | – | 0.07 |
| Realty Income Corp | Long | Debt | US | $336K | – | 0.09 |
| Regatta XII Funding Ltd (Regatta XII Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $750K | – | 0.21 |
| RENAISSANCE HOLDINGS COR (Renaissance Holding Corp) | Long | Loan | US | $173K | – | 0.05 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $361K | – | 0.10 |
| Research Now Group LLC | Long | Loan | US | $92K | – | 0.03 |
| Residential Asset Securitization Trust 2003-A15 | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| Residential Asset Securitization Trust 2005-A8CB | Long | ABS-mortgage backed security | US | $133K | – | 0.04 |
| Residential Asset Securitization Trust 2006-A12 | Long | ABS-mortgage backed security | US | $185K | – | 0.05 |
| Residential Asset Securitization Trust 2006-A15 | Long | ABS-mortgage backed security | US | $181K | – | 0.05 |
| Residential Asset Securitization Trust 2006-A16 | Long | ABS-mortgage backed security | US | $133K | – | 0.04 |
| Residential Asset Securitization Trust 2006-A5CB | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| Residential Asset Securitization Trust 2007-A1 | Long | ABS-mortgage backed security | US | $107K | – | 0.03 |
| Residential Asset Securitization Trust 2007-A3 | Long | ABS-mortgage backed security | US | $217K | – | 0.06 |
| Residential Asset Securitization Trust 2007-A6 | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| Reynolds American Inc | Long | Debt | US | $88K | – | 0.02 |
| RFMSI Series 2006-S10 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $506K | – | 0.14 |
| RFMSI Series 2006-S3 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $349K | – | 0.10 |
| RFMSI Series 2006-S6 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $183K | – | 0.05 |
| RFMSI Series 2006-S6 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| RFMSI Series 2007-S8 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $92K | – | 0.03 |
| RingCentral Inc | Long | Debt | US | $338K | – | 0.10 |
| Rockford Tower CLO 2017-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $35K | – | 0.01 |
| Rockford Tower CLO 2017-3 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $613K | – | 0.17 |
| Rockford Tower CLO 2023-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $873K | – | 0.25 |
| Rockies Express Pipeline LLC | Long | Debt | US | $217K | – | 0.06 |
| Romanian Government International Bond | Long | Debt | RO | $252K | – | 0.07 |
| Romanian Government International Bond | Long | Debt | RO | $207K | – | 0.06 |
| Santander Consumer Auto Receivables Trust 2020-B | Long | ABS-other | US | $402K | – | 0.11 |
| Santander Consumer Auto Receivables Trust 2021-C | Long | ABS-other | US | $477K | – | 0.13 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $298K | – | 0.08 |
| SBA SENIOR FINANCE II LLC | Long | Loan | US | $484K | – | 0.14 |
| Scripps Escrow Inc | Long | Debt | US | $336K | – | 0.09 |
| Securitized Asset Backed Receivables LLC Trust 2006-CB1 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $198K | – | 0.06 |
| Securitized Asset Backed Receivables LLC Trust 2007-NC1 | Long | ABS-other | US | $420K | – | 0.12 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $537K | – | 0.15 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $339K | – | 0.10 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $292K | – | 0.08 |
| Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed (SIMMONS FOOD INC/SIMMONS) | Long | Debt | US | $620K | – | 0.17 |
| SK Invictus Intermediate II Sarl | Long | Debt | LU | $223K | – | 0.06 |
| SKYAF 2020-1 A | Long | ABS-mortgage backed security | US | $405K | – | 0.11 |
| SLM Student Loan Trust 2004-1 | Long | ABS-other | US | $125K | – | 0.04 |
| SLM Student Loan Trust 2008-5 | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| SLM Student Loan Trust 2008-7 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| SLM Student Loan Trust 2008-7 | Long | ABS-other | US | $9K | – | 0.00 |
| Smithfield Foods Inc | Long | Debt | US | $5K | – | 0.00 |
| SMRT 2022-MINI | Long | ABS-mortgage backed security | US | $544K | – | 0.15 |
| Soundview Home Loan Trust 2007-OPT2 (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $193K | – | 0.05 |
| Soundview Home Loan Trust 2007-OPT4 (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $260K | – | 0.07 |
| Southern Natural Gas Co LLC | Long | Debt | US | $54K | – | 0.02 |
| Spectrum Brands Inc | Long | Debt | US | $417K | – | 0.12 |
| Spin Holdco Inc | Long | Loan | US | $248K | – | 0.07 |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC (SPRINT SPECTRUM / SPEC I) | Long | Debt | US | $395K | – | 0.11 |
| SREIT Trust 2021-MFP2 | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| SS&C Technologies Inc (SS&C Technologies Holdings, Inc.) | Long | Loan | US | $194K | – | 0.05 |
| STAR PARENT INC | Long | Loan | US | $191K | – | 0.05 |
| State of Ohio (OHIO ST HOSP FAC REVENUE) | Long | Debt | US | $88K | – | 0.02 |
| Stratus CLO 2021-3 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $634K | – | 0.18 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $799.46 | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $5K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $4K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $3K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $2K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $2K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $2K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $1K | – | 0.00 |
| Taurus 2021-1 UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $586K | – | 0.16 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $64K | – | 0.02 |
| Tele Columbus AG | Long | Debt | DE | $384K | – | 0.11 |
| TenneT Holding BV | Long | Debt | NL | $238K | – | 0.07 |
| TenneT Holding BV | Long | Debt | NL | $218K | – | 0.06 |
| TenneT Holding BV | Long | Debt | NL | $174K | – | 0.05 |
| Textainer Marine Containers VII Ltd (Textainer Marine Containers Li) | Long | ABS-other | BM | $500K | – | 0.14 |
| Thames Water Utilities Finance PLC (THAMES WATER UTIL FIN) | Long | Debt | GB | $302K | – | 0.08 |
| Time Warner Cable LLC | Long | Debt | US | $425K | – | 0.12 |
| TMS Issuer Sarl | Long | Debt | LU | $206K | – | 0.06 |
| TPGI Trust 2021-DGWD | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| TRANS UNION LLC | Long | Loan | US | $172K | – | 0.05 |
| TransDigm Inc | Long | Debt | US | $1M | – | 0.32 |
| TRANSDIGM INC | Long | Loan | US | $435K | – | 0.12 |
| TransMontaigne Partners LP / TLP Finance Corp (TRANSMONTAIGE PARTNERS) | Long | Debt | US | $693K | – | 0.19 |
| Tricon Residential 2021-SFR1 Trust | Long | ABS-other | US | $823K | – | 0.23 |
| Triton Water Holdings Inc | Long | Debt | US | $411K | – | 0.12 |
| Triton Water Holdings Inc | Long | Loan | US | $142K | – | 0.04 |
| Trivium Packaging Finance BV | Long | Debt | NL | $173K | – | 0.05 |
| TruGreen LP (Trugreen Limited Partnership) | Long | Loan | US | $10K | – | 0.00 |
| Tucson Electric Power Co | Long | Debt | US | $304K | – | 0.09 |
| UBS Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $237K | – | 0.07 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $14M | – | 3.91 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $12M | – | 3.26 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $10M | – | 2.81 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $10M | – | 2.77 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $12M | – | 3.33 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 1.70 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $305K | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $103K | – | 0.03 |
| United States Treasury Note/Bond - When Issued (WI TREAS. NT/BD) | Long | Debt | US | $4M | – | 0.99 |
| Upbound Group Inc | Long | Debt | US | $292K | – | 0.08 |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $126K | – | 0.04 | |
| US Airways 2012-1 Class A Pass Through Trust (US AIRWAYS 2012-1A PTT) | Long | Debt | US | $10K | – | 0.00 |
| US Anesthesia Partners Inc (U.S. Anesthesia Partners Inc) | Long | Loan | US | $444K | – | 0.12 |
| US Bancorp | Long | Debt | US | $413K | – | 0.12 |
| US Bancorp | Long | Debt | US | $199K | – | 0.06 |
| US Bancorp | Long | Debt | US | $172K | – | 0.05 |
| US Bancorp | Long | Debt | US | $91K | – | 0.03 |
| US Bancorp | Long | Debt | US | $5K | – | 0.00 |
| US ULTRA BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-105K | – | -0.03 | |
| USA Compression Partners LP / USA Compression Finance Corp (USA COM PART/USA COM FIN) | Long | Debt | US | $379K | – | 0.11 |
| USD/EUR FORWARD (The Bank of New York Mellon) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/GBP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| Valvoline Inc | Long | Debt | US | $475K | – | 0.13 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $517K | – | 0.15 |
| Venture Global LNG Inc | Long | Debt | US | $362K | – | 0.10 |
| Venture Global LNG Inc | Long | Debt | US | $162K | – | 0.05 |
| VICI Properties LP | Long | Debt | US | $298K | – | 0.08 |
| VICI Properties LP | Long | Debt | US | $62K | – | 0.02 |
| VICI Properties LP | Long | Debt | US | $46K | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $65K | – | 0.02 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $32K | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $12K | – | 0.00 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $10K | – | 0.00 |
| Virgin Media Bristol LLC | Long | Loan | US | $148K | – | 0.04 |
| VOLT CIII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-other | US | $629K | – | 0.18 |
| VOLT XCII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-other | US | $681K | – | 0.19 |
| VOLT XCVI LLC (Vericrest Opportunity Loan Tra) | Long | ABS-other | US | $848K | – | 0.24 |
| Vonovia SE | Long | Debt | DE | $82K | – | 0.02 |
| Vonovia SE | Long | Debt | DE | $82K | – | 0.02 |
| Voya CLO 2018-4 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $800K | – | 0.22 |
| VT Topco Inc | Long | Debt | US | $592K | – | 0.17 |
| VZ Secured Financing BV | Long | Debt | NL | $1M | – | 0.34 |
| Warnermedia Holdings Inc | Long | Debt | US | $413K | – | 0.12 |
| Warnermedia Holdings Inc | Long | Debt | US | $353K | – | 0.10 |
| Warnermedia Holdings Inc | Long | Debt | US | $170K | – | 0.05 |
| WASH Multifamily Acquisition Inc (WASH MULTIFAM ACQ INC) | Long | Debt | US | $137K | – | 0.04 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-2 Trust | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR3 Trust | Long | ABS-mortgage backed security | US | $288K | – | 0.08 |
| Waste Pro USA Inc | Long | Debt | US | $670K | – | 0.19 |
| WB Commercial Mortgage Trust 2024-HQ | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $547K | – | 0.15 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $513K | – | 0.14 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $464K | – | 0.13 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $415K | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $332K | – | 0.09 |
| Wells Fargo Alternative Loan 2007-PA2 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $147K | – | 0.04 |
| Wells Fargo Alternative Loan 2007-PA5 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $253K | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2014-LC16 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2014-LC18 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-C27 | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2015-C31 | Long | ABS-mortgage backed security | US | $180K | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust 2015-LC20 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS3 | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2016-C34 | Long | ABS-mortgage backed security | US | $150K | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2018-C47 | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| Wells Fargo Mortgage Backed Securities 2006-AR14 Trust | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| Wells Fargo Mortgage Backed Securities 2006-AR4 Trust | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.39 |
| WESTFIELD GALLERIA AT ROSEVILLE | Long | Debt | US | $495K | – | 0.14 |
| WFRBS Commercial Mortgage Trust 2012-C10 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WFRBS Commercial Mortgage Trust 2014-C20 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| WFRBS Commercial Mortgage Trust 2014-C22 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| WFRBS Commercial Mortgage Trust 2014-C24 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Whatabrands LLC | Long | Loan | US | $96K | – | 0.03 |
| William Morris Endeavor Entertainment LLC | Long | Loan | US | $73K | – | 0.02 |
| Worldline SA/France | Long | Debt | FR | $274K | – | 0.08 |
| XEROX CORP (Xerox Corporation) | Long | Loan | US | $316K | – | 0.09 |
| Zayo Group Holdings Inc | Long | Debt | US | $152K | – | 0.04 |
Address
METROPOLITAN WEST FUNDS
515 South Flower Street
Los Angeles
California
90071
United States of America
Websites
Directors
Andrew Tarica
Martin Luther King III
Megan McClellan
Michael Swell
Patrick C. Haden
Patrick Moore
Peter McMillan
Robert G. Rooney
Victoria Rogers
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
Bloomberg L.P.
ICE Data Services, Inc.
London Stock Exchange Group PLC
PricingDirect Inc.
S&P Global Inc.
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Admins
BNY Mellon Investment Servicing (US) Inc.
Brokers
GOLDMAN SACHS & CO. LLC
NOMURA SECURITIES INTERNATIONAL, INC.
CITIGROUP GLOBAL MARKETS INC.
MORGAN STANLEY & CO. LLC