Global Fixed Income Opportunities Fund
MORGAN STANLEY GLOBAL FIXED INCOME OPPORTUNITIES FUND
+477
New
477
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | Morgan Stanley & Co. LLC | 61747C707 | Apr 2024 | 36,869,018 | $36.9M | 4.71% | STIV |
| 2 | NOTA DO TESOURO NACIONAL | 000000000 | Apr 2024 | 99,000,000 | $19.3M | 2.46% | DBT |
| 3 | MEX BONOS DESARR FIX RT | 000000000 | Apr 2024 | 319,900,000 | $17.5M | 2.24% | DBT |
| 4 | UMBS, TBA | 01F052656 | Apr 2024 | 18,000,000 | $17.5M | 2.23% | ABS-MBS |
| 5 | United States Treasury | 912796Y45 | Apr 2024 | 15,500,000 | $15.4M | 1.96% | STIV |
| 6 | United States Treasury | 91282CJY8 | Apr 2024 | 9,588,730 | $9.2M | 1.17% | DBT |
| 7 | United States Treasury | 912796Y52 | Apr 2024 | 9,180,000 | $9.1M | 1.16% | STIV |
| 8 | United States Treasury | 912797FS1 | Apr 2024 | 9,000,000 | $8.9M | 1.14% | STIV |
| 9 | Morgan Stanley ETF Trust | 61774R833 | Apr 2024 | 157,000 | $7.9M | 1.01% | EC |
| 10 | UMBS, TBA | 01F060659 | Apr 2024 | 7,900,000 | $7.8M | 1.00% | ABS-MBS |
| 11 | BONOS DE TESORERIA | 000000000 | Apr 2024 | 33,184,000 | $7.6M | 0.97% | DBT |
| 12 | Credit Suisse First Boston Mortgage Securities | 225458M70 | Apr 2024 | 6,511,059 | $6.8M | 0.87% | ABS-MBS |
| 13 | DANSKE BANK A/S | 000000000 | Apr 2024 | 5,500,000 | $5.7M | 0.73% | DBT |
| 14 | RMF Buyout Issuance Trust | 76971EAH7 | Apr 2024 | 8,596,833 | $5.6M | 0.71% | ABS-MBS |
| 15 | TITULOS DE TESORERIA | 000000000 | Apr 2024 | 18,831,000,000 | $5.5M | 0.70% | DBT |
| 16 | CaixaBank SA | 000000000 | Apr 2024 | 5,000,000 | $5.2M | 0.66% | DBT |
| 17 | REPUBLICA ORIENT URUGUAY | 760942BF8 | Apr 2024 | 184,458,000 | $5.0M | 0.64% | DBT |
| 18 | STANDARD CHARTERED PLC | 853254CX6 | Apr 2024 | 4,700,000 | $4.9M | 0.62% | DBT |
| 19 | INDONESIA GOVERNMENT | 000000000 | Apr 2024 | 71,197,000,000 | $4.7M | 0.60% | DBT |
| 20 | Freddie Mac | 3133W8F73 | Apr 2024 | 4,731,614 | $4.7M | 0.60% | ABS-MBS |
| 21 | UMBS, TBA | 01F050650 | Apr 2024 | 4,940,000 | $4.7M | 0.60% | ABS-MBS |
| 22 | BANCO SANTANDER SA | 000000000 | Apr 2024 | 4,100,000 | $4.5M | 0.58% | DBT |
| 23 | Cascade Funding Mortgage Trust | 12526WAE9 | Apr 2024 | 5,500,000 | $4.5M | 0.58% | ABS-MBS |
| 24 | Cascade Funding Mortgage Trust | 12530QAE6 | Apr 2024 | 5,500,000 | $4.5M | 0.57% | ABS-O |
| 25 | Stanwich Mortgage Loan Trust | 85501YAA8 | Apr 2024 | 4,560,044 | $4.4M | 0.56% | ABS-O |
| 26 | Finance of America HECM Buyout | 31735JAF2 | Apr 2024 | 5,000,000 | $4.4M | 0.56% | ABS-O |
| 27 | Banco Santander SA | 05971KAA7 | Apr 2024 | 4,400,000 | $4.3M | 0.55% | DBT |
| 28 | BONOS DE TESORERIA | 000000000 | Apr 2024 | 17,000,000 | $4.3M | 0.54% | DBT |
| 29 | Cascade Funding Mortgage Trust | 12530BAE9 | Apr 2024 | 4,500,000 | $4.2M | 0.54% | ABS-O |
| 30 | Cascade Funding Mortgage Trust | 12529GAC5 | Apr 2024 | 4,500,000 | $4.2M | 0.54% | ABS-O |
| 31 | CUENCA DPR | 000000000 | Apr 2024 | 4,125,000 | $4.1M | 0.53% | LON |
| 32 | ING GROEP NV | 000000000 | Apr 2024 | 4,000,000 | $4.0M | 0.52% | DBT |
| 33 | SOCIETE GENERALE | 000000000 | Apr 2024 | 4,000,000 | $4.0M | 0.52% | DBT |
| 34 | BPCE SA | 000000000 | Apr 2024 | 3,600,000 | $4.0M | 0.52% | DBT |
| 35 | WARNERMEDIA HOLDINGS INC | 55903VBC6 | Apr 2024 | 4,600,000 | $4.0M | 0.51% | DBT |
| 36 | DOMINICAN REPUBLIC | 25714PES3 | Apr 2024 | 187,850,000 | $3.8M | 0.49% | DBT |
| 37 | Orange SA | 000000000 | Apr 2024 | 3,500,000 | $3.8M | 0.49% | DBT |
| 38 | Nigeria Government International Bonds | 000000000 | Apr 2024 | 4,540,000 | $3.8M | 0.48% | DBT |
| 39 | AUST & NZ BANKING GROUP | 052528AM8 | Apr 2024 | 4,695,000 | $3.8M | 0.48% | DBT |
| 40 | FMC GMSR Issuer Trust | 30259RAN5 | Apr 2024 | 4,000,000 | $3.7M | 0.48% | ABS-O |
| 41 | CONCENTRIX CORP | 20602DAA9 | Apr 2024 | 3,600,000 | $3.6M | 0.46% | DBT |
| 42 | Credit Suisse Mortgage Trust | 12659XAA4 | Apr 2024 | 4,000,000 | $3.6M | 0.46% | ABS-MBS |
| 43 | FMC GMSR Issuer Trust | 30259RAH8 | Apr 2024 | 4,000,000 | $3.5M | 0.45% | ABS-O |
| 44 | AES PANAMA GENERATION HL | 000000000 | Apr 2024 | 4,100,246 | $3.5M | 0.44% | DBT |
| 45 | NOTA DO TESOURO NACIONAL | 000000000 | Apr 2024 | 18,000,000 | $3.4M | 0.44% | DBT |
| 46 | Cascade Funding Mortgage Trust | 14727QAB1 | Apr 2024 | 3,714,983 | $3.4M | 0.43% | ABS-MBS |
| 47 | CELANESE US HOLDINGS LLC | 15089QAM6 | Apr 2024 | 3,325,000 | $3.3M | 0.43% | DBT |
| 48 | Conn Funding II, L.P | 20825YAD8 | Apr 2024 | 3,600,000 | $3.3M | 0.42% | ABS-O |
| 49 | ASSICURAZIONI GENERALI | 000000000 | Apr 2024 | 3,000,000 | $3.3M | 0.42% | DBT |
| 50 | CREDIT AGRICOLE ASSRNCES | 000000000 | Apr 2024 | 3,100,000 | $3.3M | 0.42% | DBT |
| 51 | VICI PROPERTIES / NOTE | 92564RAJ4 | Apr 2024 | 3,325,000 | $3.3M | 0.42% | DBT |
| 52 | Headlands Residential | 42210JAA4 | Apr 2024 | 3,490,549 | $3.3M | 0.42% | ABS-MBS |
| 53 | Retained Vantage Data Centers Issuer, LLC | 76134KAA2 | Apr 2024 | 3,400,000 | $3.3M | 0.42% | ABS-O |
| 54 | WESTPAC BANKING CORP | 961214EP4 | Apr 2024 | 4,000,000 | $3.2M | 0.41% | DBT |
| 55 | Boston Lending Trust | 10085BAB8 | Apr 2024 | 4,000,000 | $3.1M | 0.40% | ABS-MBS |
| 56 | UPJOHN FINANCE BV | 000000000 | Apr 2024 | 3,150,000 | $3.1M | 0.40% | DBT |
| 57 | AUST & NZ BANKING GROUP | 000000000 | Apr 2024 | 2,830,000 | $3.1M | 0.39% | DBT |
| 58 | Morgan Stanley & Co. LLC | 61747C707 | Apr 2024 | 3,073,068 | $3.1M | 0.39% | STIV |
| 59 | RMF Buyout Issuance Trust | 76971EAE4 | Apr 2024 | 3,500,000 | $3.0M | 0.39% | ABS-MBS |
| 60 | PMT ISSUER TRUST - FMSR | 69346MAD1 | Apr 2024 | 3,000,000 | $3.0M | 0.39% | ABS-O |
| 61 | Pnmac Gmsr Issuer Trust | 69354WAJ5 | Apr 2024 | 3,000,000 | $3.0M | 0.39% | ABS-O |
| 62 | BAYER AG | 000000000 | Apr 2024 | 2,780,000 | $3.0M | 0.39% | DBT |
| 63 | Freddie Mac - SCRT | 35563PPH6 | Apr 2024 | 3,250,000 | $3.0M | 0.38% | ABS-MBS |
| 64 | NISSAN MOTOR ACCEPTANCE | 65480CAF2 | Apr 2024 | 2,850,000 | $2.9M | 0.37% | DBT |
| 65 | Freddie Mac - SCRT | 35563PLU1 | Apr 2024 | 3,100,000 | $2.9M | 0.37% | ABS-MBS |
| 66 | RMF Buyout Issuance Trust | 76970HAE8 | Apr 2024 | 4,000,000 | $2.9M | 0.37% | ABS-O |
| 67 | Progress Residential Trust | 74331CAE8 | Apr 2024 | 2,975,000 | $2.9M | 0.37% | ABS-O |
| 68 | Sydney Airport Finance Co. Pty. Ltd. | 000000000 | Apr 2024 | 2,600,000 | $2.9M | 0.36% | DBT |
| 69 | Imperial Fund LLC | 452763AA3 | Apr 2024 | 2,782,159 | $2.8M | 0.36% | ABS-MBS |
| 70 | OCCIDENTAL PETROLEUM COR | 674599DD4 | Apr 2024 | 2,575,000 | $2.8M | 0.36% | DBT |
| 71 | Finance of America Structured Securities Trust | 31739VAA2 | Apr 2024 | 3,000,000 | $2.8M | 0.36% | ABS-MBS |
| 72 | Brean Asset Backed Securities Trust | 10638BAA2 | Apr 2024 | 3,000,000 | $2.8M | 0.35% | ABS-MBS |
| 73 | Cascade Funding Mortgage Trust | 147271AC4 | Apr 2024 | 3,031,235 | $2.8M | 0.35% | ABS-MBS |
| 74 | VOLKSWAGEN INTL FIN NV | 000000000 | Apr 2024 | 2,600,000 | $2.8M | 0.35% | DBT |
| 75 | Akelius Residential Property Financing BV | 000000000 | Apr 2024 | 3,025,000 | $2.7M | 0.35% | DBT |
| 76 | TAPESTRY INC | 876030AC1 | Apr 2024 | 2,675,000 | $2.7M | 0.35% | DBT |
| 77 | Conn Funding II, L.P | 20824CAB1 | Apr 2024 | 2,700,000 | $2.7M | 0.35% | ABS-O |
| 78 | BOEING CO | 097023AH8 | Apr 2024 | 2,700,000 | $2.7M | 0.35% | DBT |
| 79 | United States Treasury | 912797JU2 | Apr 2024 | 2,750,000 | $2.7M | 0.35% | STIV |
| 80 | ReadyCap lending | 75576AAA1 | Apr 2024 | 2,668,505 | $2.7M | 0.35% | ABS-O |
| 81 | Brean Asset Backed Securities Trust | 10638RAB5 | Apr 2024 | 3,069,684 | $2.7M | 0.35% | ABS-MBS |
| 82 | Bayview Commercial Asset Trust | 07326FAE8 | Apr 2024 | 3,127,433 | $2.7M | 0.35% | ABS-MBS |
| 83 | RENAULT SA | 000000000 | Apr 2024 | 2,800,000 | $2.7M | 0.35% | DBT |
| 84 | Pretium Mortgage Credit Partners LLC | 74137BAA4 | Apr 2024 | 2,687,011 | $2.7M | 0.34% | ABS-O |
| 85 | Ocwen Loan Investment Trust | 67578KAB2 | Apr 2024 | 3,000,000 | $2.7M | 0.34% | ABS-O |
| 86 | Brean Asset Backed Securities Trust | 10638CAA0 | Apr 2024 | 3,137,048 | $2.7M | 0.34% | ABS-MBS |
| 87 | FHLMC Multifamily Structured Pass Through Certs. | 3137H9MB2 | Apr 2024 | 9,925,941 | $2.7M | 0.34% | ABS-MBS |
| 88 | La Hipotecaria SA | 50347JAA3 | Apr 2024 | 2,996,898 | $2.6M | 0.34% | ABS-MBS |
| 89 | VONOVIA SE | 000000000 | Apr 2024 | 3,000,000 | $2.6M | 0.34% | DBT |
| 90 | AMERICAN AIRLINES/AADVAN | 00253XAB7 | Apr 2024 | 2,720,000 | $2.6M | 0.34% | DBT |
| 91 | Raptor Aircraft Finance LLC | 75383HAA9 | Apr 2024 | 3,180,310 | $2.6M | 0.33% | ABS-O |
| 92 | Ellington Financial Mortgage Trust | 26843HAA6 | Apr 2024 | 2,962,522 | $2.6M | 0.33% | ABS-MBS |
| 93 | Firstkey Homes Trust | 33767WAS2 | Apr 2024 | 2,893,000 | $2.5M | 0.33% | ABS-O |
| 94 | Pretium Mortgage Credit Partners LLC | 74143JAA9 | Apr 2024 | 2,701,086 | $2.5M | 0.33% | ABS-O |
| 95 | Saluda Grade Alternative Mortgage Trust | 795935AA3 | Apr 2024 | 2,500,000 | $2.5M | 0.32% | ABS-MBS |
| 96 | Credit Suisse Mortgage Trust | 12658RAA8 | Apr 2024 | 2,633,508 | $2.5M | 0.32% | ABS-MBS |
| 97 | ELDORADO GOLD CORP | 284902AF0 | Apr 2024 | 2,670,000 | $2.5M | 0.32% | DBT |
| 98 | BNP PARIBAS | 000000000 | Apr 2024 | 2,400,000 | $2.5M | 0.32% | DBT |
| 99 | VIRGIN MEDIA SECURED FIN | 000000000 | Apr 2024 | 2,350,000 | $2.5M | 0.32% | DBT |
| 100 | Mortgage Funding PLC | 000000000 | Apr 2024 | 2,000,000 | $2.5M | 0.32% | ABS-MBS |
| 101 | IBERDROLA FINANZAS SAU | 000000000 | Apr 2024 | 2,300,000 | $2.5M | 0.32% | DBT |
| 102 | NN Group NV | 000000000 | Apr 2024 | 2,300,000 | $2.5M | 0.31% | DBT |
| 103 | AMSR Trust | 00178XAF0 | Apr 2024 | 2,649,000 | $2.5M | 0.31% | ABS-O |
| 104 | FORD MOTOR CREDIT CO LLC | 345397D59 | Apr 2024 | 2,400,000 | $2.5M | 0.31% | DBT |
| 105 | DOMINICAN REPUBLIC | 25714PEW4 | Apr 2024 | 135,100,000 | $2.4M | 0.31% | DBT |
| 106 | COMMONWEALTH BANK AUST | 000000000 | Apr 2024 | 2,300,000 | $2.4M | 0.31% | DBT |
| 107 | TITULOS DE TESORERIA | 000000000 | Apr 2024 | 11,061,800,000 | $2.4M | 0.30% | DBT |
| 108 | Progress Residential Trust | 74331CAF5 | Apr 2024 | 2,447,000 | $2.4M | 0.30% | ABS-O |
| 109 | RMF Proprietary Issuance Trust | 74969XAA9 | Apr 2024 | 2,770,817 | $2.4M | 0.30% | ABS-MBS |
| 110 | HSBC HOLDINGS PLC | 000000000 | Apr 2024 | 2,100,000 | $2.4M | 0.30% | DBT |
| 111 | HSBC HOLDINGS PLC | 404280CE7 | Apr 2024 | 2,400,000 | $2.4M | 0.30% | DBT |
| 112 | DEUTSCHE BANK NY | 251526CB3 | Apr 2024 | 2,375,000 | $2.3M | 0.30% | DBT |
| 113 | RWE AG | 000000000 | Apr 2024 | 2,180,000 | $2.3M | 0.29% | DBT |
| 114 | STANDARD INDUSTRIES INC | 000000000 | Apr 2024 | 2,240,000 | $2.3M | 0.29% | DBT |
| 115 | WINTERSHALL DEA FINANCE | 000000000 | Apr 2024 | 2,400,000 | $2.3M | 0.29% | DBT |
| 116 | BANK OF AMERICA CORP | 000000000 | Apr 2024 | 2,270,000 | $2.2M | 0.29% | DBT |
| 117 | SG Commercial Mortgage Securities Trust | 78430EAL9 | Apr 2024 | 3,000,000 | $2.2M | 0.29% | ABS-MBS |
| 118 | LHOME Mortgage Trust | 50205TAA2 | Apr 2024 | 2,200,000 | $2.2M | 0.29% | ABS-MBS |
| 119 | Banque Federative du Credit Mutuel SA | 000000000 | Apr 2024 | 2,000,000 | $2.2M | 0.29% | DBT |
| 120 | Freddie Mac - SCRT | 35563PTU3 | Apr 2024 | 2,500,000 | $2.2M | 0.29% | ABS-MBS |
| 121 | INTESA SANPAOLO SPA | 000000000 | Apr 2024 | 1,990,000 | $2.2M | 0.29% | DBT |
| 122 | BP CAPITAL MARKETS PLC | 000000000 | Apr 2024 | 2,200,000 | $2.2M | 0.29% | DBT |
| 123 | AXA SA | 000000000 | Apr 2024 | 2,200,000 | $2.2M | 0.28% | DBT |
| 124 | BANQUE OUEST AFRICAINE D | 06675QAC7 | Apr 2024 | 2,600,000 | $2.2M | 0.28% | DBT |
| 125 | FERRELLGAS LP/FERRELLGAS | 315289AA6 | Apr 2024 | 2,260,000 | $2.2M | 0.28% | DBT |
| 126 | Allianz SE | 000000000 | Apr 2024 | 1,900,000 | $2.2M | 0.28% | DBT |
| 127 | harvest commercial capital loan trust | 41754FAF5 | Apr 2024 | 2,500,000 | $2.2M | 0.28% | ABS-MBS |
| 128 | Cascade Funding Mortgage Trust | 12529HAB5 | Apr 2024 | 2,363,706 | $2.2M | 0.28% | ABS-MBS |
| 129 | BNP PARIBAS | 09659W2J2 | Apr 2024 | 2,200,000 | $2.2M | 0.28% | DBT |
| 130 | Government National Mortgage Association | 3618F4Y62 | Apr 2024 | 2,114,699 | $2.1M | 0.27% | ABS-MBS |
| 131 | IVORY COAST | 000000000 | Apr 2024 | 2,400,000 | $2.1M | 0.27% | DBT |
| 132 | UBS Group AG | 000000000 | Apr 2024 | 2,150,000 | $2.1M | 0.27% | DBT |
| 133 | TOTALENERGIES SE | 000000000 | Apr 2024 | 2,280,000 | $2.1M | 0.27% | DBT |
| 134 | Cascade Funding Mortgage Trust | 14727QAD7 | Apr 2024 | 2,476,655 | $2.1M | 0.27% | ABS-MBS |
| 135 | BAT CAPITAL CORP | 05526DBZ7 | Apr 2024 | 2,075,000 | $2.1M | 0.26% | DBT |
| 136 | Credit Agricole SA | 000000000 | Apr 2024 | 2,000,000 | $2.1M | 0.26% | DBT |
| 137 | REPSOL INTL FINANCE | 000000000 | Apr 2024 | 2,050,000 | $2.1M | 0.26% | DBT |
| 138 | BP CAPITAL MARKETS PLC | 05565QDV7 | Apr 2024 | 2,175,000 | $2.0M | 0.26% | DBT |
| 139 | 510 Assets Backed Trust | 33835JAA8 | Apr 2024 | 2,105,459 | $2.0M | 0.26% | ABS-O |
| 140 | Finance of America HECM Buyout | 317380AF0 | Apr 2024 | 2,500,000 | $2.0M | 0.26% | ABS-O |
| 141 | CHARLES SCHWAB CORP | 808513CH6 | Apr 2024 | 2,000,000 | $2.0M | 0.26% | DBT |
| 142 | Saluda Grade Alternative Mortgage Trust | 79584CAA9 | Apr 2024 | 2,000,000 | $2.0M | 0.26% | ABS-MBS |
| 143 | NRZ Excess Spread Collateralized Notes | 64830YAA5 | Apr 2024 | 2,047,206 | $2.0M | 0.26% | ABS-O |
| 144 | MFRA Trust | 55282YAA6 | Apr 2024 | 2,033,410 | $2.0M | 0.26% | ABS-O |
| 145 | Cascade Funding Mortgage Trust | 147271AD2 | Apr 2024 | 2,424,988 | $2.0M | 0.26% | ABS-MBS |
| 146 | LORCA TELECOM BONDCO | 000000000 | Apr 2024 | 1,910,000 | $2.0M | 0.25% | DBT |
| 147 | WE SODA INV HOLDING PLC | 000000000 | Apr 2024 | 1,920,000 | $2.0M | 0.25% | DBT |
| 148 | SASOL FINANCING USA LLC | 000000000 | Apr 2024 | 1,970,000 | $2.0M | 0.25% | DBT |
| 149 | RMF Proprietary Issuance Trust | 74969MAB1 | Apr 2024 | 2,560,991 | $2.0M | 0.25% | ABS-MBS |
| 150 | JBS USA HOLD/FOOD/LUX CO | 46590XAS5 | Apr 2024 | 2,150,000 | $2.0M | 0.25% | DBT |
| 151 | IAMGOLD CORP | 450913AF5 | Apr 2024 | 2,130,000 | $2.0M | 0.25% | DBT |
| 152 | VOLKSWAGEN INTL FIN NV | 000000000 | Apr 2024 | 1,700,000 | $2.0M | 0.25% | DBT |
| 153 | ENEL SPA | 000000000 | Apr 2024 | 1,750,000 | $2.0M | 0.25% | DBT |
| 154 | ENERGY TRANSFER LP | 29278NAF0 | Apr 2024 | 2,000,000 | $1.9M | 0.25% | DBT |
| 155 | ELECTRICITE DE FRANCE SA | 000000000 | Apr 2024 | 2,000,000 | $1.9M | 0.25% | DBT |
| 156 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 000000000 | Apr 2024 | 1,900,000 | $1.9M | 0.25% | DBT |
| 157 | MV24 CAPITAL BV | 000000000 | Apr 2024 | 2,096,536 | $1.9M | 0.25% | DBT |
| 158 | PRKCM Trust | 69380GAA7 | Apr 2024 | 1,884,686 | $1.9M | 0.25% | ABS-MBS |
| 159 | BARCLAYS PLC | 06738ECR4 | Apr 2024 | 1,950,000 | $1.9M | 0.25% | DBT |
| 160 | Pretium Mortgage Credit Partners LLC | 74142BAA7 | Apr 2024 | 1,930,285 | $1.9M | 0.24% | ABS-MBS |
| 161 | TELEFONICA EMISIONES SAU | 000000000 | Apr 2024 | 1,800,000 | $1.9M | 0.24% | DBT |
| 162 | Pretium Mortgage Credit Partners LLC | 740940AA9 | Apr 2024 | 1,912,644 | $1.9M | 0.24% | ABS-O |
| 163 | INTESA SANPAOLO SPA | 46115HCD7 | Apr 2024 | 1,800,000 | $1.9M | 0.24% | DBT |
| 164 | BPCE SA | 05578QAB9 | Apr 2024 | 1,875,000 | $1.9M | 0.24% | DBT |
| 165 | Velocity Commercial Capital Loan Trust | 92259PAA7 | Apr 2024 | 1,866,543 | $1.9M | 0.24% | ABS-MBS |
| 166 | ENERGIAS DE PORTUGAL SA | 000000000 | Apr 2024 | 1,800,000 | $1.9M | 0.24% | DBT |
| 167 | CIM Trust | 12565YAA5 | Apr 2024 | 1,877,045 | $1.9M | 0.24% | ABS-O |
| 168 | FMC GMSR ISSUER TRUST | 30259RAE5 | Apr 2024 | 2,000,000 | $1.8M | 0.23% | ABS-O |
| 169 | UBS GROUP AG | 225401BB3 | Apr 2024 | 1,550,000 | $1.8M | 0.23% | DBT |
| 170 | BPR Trust | 05591VAA3 | Apr 2024 | 1,823,820 | $1.8M | 0.23% | ABS-MBS |
| 171 | Harvest SBA Loan Trust | 41757BAA2 | Apr 2024 | 1,815,293 | $1.8M | 0.23% | ABS-O |
| 172 | Aviva PLC | 000000000 | Apr 2024 | 1,700,000 | $1.8M | 0.23% | DBT |
| 173 | SHENTON AIRCRAFT INVESTMENT LTD | 82321UAA1 | Apr 2024 | 1,926,136 | $1.8M | 0.23% | ABS-O |
| 174 | Titulizacion De Activos | 000000000 | Apr 2024 | 1,929,767 | $1.8M | 0.23% | ABS-MBS |
| 175 | ONEOK INC | 682680BL6 | Apr 2024 | 1,775,000 | $1.8M | 0.23% | DBT |
| 176 | ECOPETROL SA | 279158AS8 | Apr 2024 | 1,750,000 | $1.8M | 0.23% | DBT |
| 177 | IVORY COAST | 000000000 | Apr 2024 | 2,000,000 | $1.8M | 0.23% | DBT |
| 178 | Santos Finance Ltd | 000000000 | Apr 2024 | 1,898,000 | $1.8M | 0.23% | DBT |
| 179 | ALLY FINANCIAL INC | 02005NBU3 | Apr 2024 | 1,750,000 | $1.8M | 0.23% | DBT |
| 180 | NEWCASTLE COAL INFRASTRU | 65106WAA3 | Apr 2024 | 1,886,758 | $1.8M | 0.23% | DBT |
| 181 | AIR LEASE CORP | 00914AAK8 | Apr 2024 | 2,050,000 | $1.8M | 0.22% | DBT |
| 182 | VineBrook Homes | 91825KAE7 | Apr 2024 | 2,000,000 | $1.8M | 0.22% | ABS-O |
| 183 | KEY BANK NA | 49327M3E2 | Apr 2024 | 1,775,000 | $1.7M | 0.22% | DBT |
| 184 | Brean Asset Backed Securities Trust | 10638RAC3 | Apr 2024 | 2,046,456 | $1.7M | 0.22% | ABS-MBS |
| 185 | NEWCASTLE COAL INFRASTRU | 65106WAB1 | Apr 2024 | 1,918,750 | $1.7M | 0.22% | DBT |
| 186 | ALGONQUIN PWR & UTILITY | 015857AF2 | Apr 2024 | 1,700,000 | $1.7M | 0.21% | DBT |
| 187 | ROCKETMTGE CO-ISSUER INC | 74841CAB7 | Apr 2024 | 1,975,000 | $1.7M | 0.21% | DBT |
| 188 | IBERDROLA INTL BV | 000000000 | Apr 2024 | 1,700,000 | $1.7M | 0.21% | DBT |
| 189 | Natixis Commercial Mortgage Securities | 63874UAL8 | Apr 2024 | 2,000,000 | $1.6M | 0.21% | ABS-MBS |
| 190 | Great Hall Mortgages Plc | 000000000 | Apr 2024 | 1,400,000 | $1.6M | 0.21% | ABS-MBS |
| 191 | BANQUE OUEST AFRICAINE D | 000000000 | Apr 2024 | 1,970,000 | $1.6M | 0.21% | DBT |
| 192 | RMF Buyout Issuance Trust | 74969TAG5 | Apr 2024 | 2,312,011 | $1.6M | 0.21% | ABS-O |
| 193 | CLARIV SCI HLD CORP | 18064PAD1 | Apr 2024 | 1,780,000 | $1.6M | 0.21% | DBT |
| 194 | New York Mortgage Trust | 62956MAA3 | Apr 2024 | 1,630,000 | $1.6M | 0.21% | ABS-MBS |
| 195 | Government National Mortgage Association | 3618FCDP5 | Apr 2024 | 1,597,888 | $1.6M | 0.21% | ABS-MBS |
| 196 | VERISURE HOLDING AB | 000000000 | Apr 2024 | 1,570,000 | $1.6M | 0.21% | DBT |
| 197 | UNIVISION COMMUNICATIONS | 914906AV4 | Apr 2024 | 1,850,000 | $1.6M | 0.21% | DBT |
| 198 | Newell Brands Inc | 651229AW6 | Apr 2024 | 1,630,000 | $1.6M | 0.20% | DBT |
| 199 | WASH MULTIFAM ACQ INC | 93710WAA3 | Apr 2024 | 1,650,000 | $1.6M | 0.20% | DBT |
| 200 | TELEFONICA EUROPE BV | 000000000 | Apr 2024 | 1,600,000 | $1.6M | 0.20% | DBT |
| 201 | VCAT Asset Securitization, LLC | 91824MAA2 | Apr 2024 | 1,641,145 | $1.6M | 0.20% | ABS-O |
| 202 | TENNET HOLDING BV | 000000000 | Apr 2024 | 1,500,000 | $1.6M | 0.20% | DBT |
| 203 | CONNECT FINCO SARL/CONNE | 20752TAA2 | Apr 2024 | 1,630,000 | $1.6M | 0.20% | DBT |
| 204 | FHLMC Multifamily Structured Pass Through Certs. | 3137H4RJ1 | Apr 2024 | 6,430,000 | $1.6M | 0.20% | ABS-MBS |
| 205 | GRIFOLS SA | 000000000 | Apr 2024 | 1,675,000 | $1.6M | 0.20% | DBT |
| 206 | PMC PLS ESR Issuer LLC | 69375JAB6 | Apr 2024 | 1,605,779 | $1.6M | 0.20% | ABS-O |
| 207 | Logicor Financing Sarl | 000000000 | Apr 2024 | 1,550,000 | $1.6M | 0.20% | DBT |
| 208 | VMC Finance LLC | 91835TAA4 | Apr 2024 | 1,568,641 | $1.6M | 0.20% | ABS-CBDO |
| 209 | AFRICAN EXPORT-IMPORT BA | 00831TAC5 | Apr 2024 | 1,800,000 | $1.5M | 0.19% | DBT |
| 210 | 510 Assets Backed Trust | 33835CAA3 | Apr 2024 | 1,559,081 | $1.5M | 0.19% | ABS-O |
| 211 | Empower CLO Ltd. | 29244RAG0 | Apr 2024 | 1,500,000 | $1.5M | 0.19% | ABS-CBDO |
| 212 | Palmer Square CLO Ltd | 69703PAS8 | Apr 2024 | 1,500,000 | $1.5M | 0.19% | ABS-CBDO |
| 213 | OCP CLO Ltd | 67570CAJ1 | Apr 2024 | 1,500,000 | $1.5M | 0.19% | ABS-CBDO |
| 214 | Golub Capital Partners CLO, LTD | 381941AG8 | Apr 2024 | 1,500,000 | $1.5M | 0.19% | ABS-CBDO |
| 215 | BATTALION CLO LTD | 07134FAG5 | Apr 2024 | 1,500,000 | $1.5M | 0.19% | ABS-CBDO |
| 216 | Wellfleet CLO Ltd | 94950TAJ8 | Apr 2024 | 1,500,000 | $1.5M | 0.19% | ABS-CBDO |
| 217 | Bryant Park Funding Ltd | 11766CAJ3 | Apr 2024 | 1,500,000 | $1.5M | 0.19% | ABS-CBDO |
| 218 | CERBA HEALTHCARE SACA | 000000000 | Apr 2024 | 1,700,000 | $1.5M | 0.19% | DBT |
| 219 | VONTIER CORP | 928881AB7 | Apr 2024 | 1,600,000 | $1.5M | 0.19% | DBT |
| 220 | Egypt Government International Bonds | 000000000 | Apr 2024 | 1,780,000 | $1.5M | 0.19% | DBT |
| 221 | APA INFRASTRUCTURE LTD | 000000000 | Apr 2024 | 1,450,000 | $1.5M | 0.19% | DBT |
| 222 | TLWND 2019-1 | 87404LAC6 | Apr 2024 | 2,592,769 | $1.5M | 0.19% | ABS-O |
| 223 | Blackbird Capital Aircraft | 09228YAB8 | Apr 2024 | 1,473,112 | $1.5M | 0.19% | ABS-O |
| 224 | CENTENE CORP | 15135BAX9 | Apr 2024 | 1,800,000 | $1.4M | 0.18% | DBT |
| 225 | COMM Mortgage Trust | 12655TAY5 | Apr 2024 | 1,500,000 | $1.4M | 0.18% | ABS-MBS |
| 226 | CLEAR CHANNEL OUTDOOR HO | 18453HAC0 | Apr 2024 | 1,660,000 | $1.4M | 0.18% | DBT |
| 227 | GRUPO AVAL LTD | 40053FAC2 | Apr 2024 | 1,688,000 | $1.4M | 0.18% | DBT |
| 228 | Tricon American Homes | 89612LAF3 | Apr 2024 | 1,480,000 | $1.4M | 0.18% | ABS-O |
| 229 | Petroleos Mexicanos | 71654QDC3 | Apr 2024 | 1,600,000 | $1.4M | 0.18% | DBT |
| 230 | UBS AG | 000000000 | Apr 2024 | 1,375,000 | $1.4M | 0.18% | DBT |
| 231 | PROSUS NV | 000000000 | Apr 2024 | 1,600,000 | $1.4M | 0.18% | DBT |
| 232 | MORTGAGE SUBORDINATE TR | 61914PAB7 | Apr 2024 | 1,810,000 | $1.4M | 0.18% | ABS-O |
| 233 | EDP SERVICIOS FIN ESP SA | 000000000 | Apr 2024 | 1,300,000 | $1.4M | 0.17% | DBT |
| 234 | REPUBLICA ORIENT URUGUAY | 917288BM3 | Apr 2024 | 54,611,000 | $1.4M | 0.17% | DBT |
| 235 | FMC GMSR Issuer Trust | 30259RAL9 | Apr 2024 | 1,600,000 | $1.4M | 0.17% | ABS-O |
| 236 | Ford Motor Credit Co LLC | 345397ZR7 | Apr 2024 | 1,400,000 | $1.3M | 0.17% | DBT |
| 237 | Petroleos Mexicanos | 71654QCG5 | Apr 2024 | 1,400,000 | $1.3M | 0.17% | DBT |
| 238 | LoanMe Trust Prime 2018-1 | 53958AAB4 | Apr 2024 | 1,375,753 | $1.3M | 0.17% | ABS-O |
| 239 | LUMINIS FINANCE | 000000000 | Apr 2024 | 1,286,335 | $1.3M | 0.17% | SN |
| 240 | TEMPUR SEALY INTL INC | 88023UAJ0 | Apr 2024 | 1,570,000 | $1.3M | 0.17% | DBT |
| 241 | Progress Residential Trust | 74333QAN5 | Apr 2024 | 1,500,000 | $1.3M | 0.16% | ABS-O |
| 242 | Countrywide Asset-Backed Certificates | 126673US9 | Apr 2024 | 1,500,000 | $1.3M | 0.16% | ABS-O |
| 243 | Africa Finance Corp | 00830YAC5 | Apr 2024 | 1,300,000 | $1.3M | 0.16% | DBT |
| 244 | RESORTS WORLD/RWLV CAP | 76120HAA5 | Apr 2024 | 1,400,000 | $1.2M | 0.16% | DBT |
| 245 | Trimaran CAVU Ltd | 89624NAG3 | Apr 2024 | 1,225,000 | $1.2M | 0.16% | ABS-CBDO |
| 246 | Start Ltd. | 85572RAA7 | Apr 2024 | 1,315,489 | $1.2M | 0.16% | ABS-O |
| 247 | TOTALENERGIES SE | 000000000 | Apr 2024 | 1,330,000 | $1.2M | 0.16% | DBT |
| 248 | GARDA WORLD SECURITY | 36485MAL3 | Apr 2024 | 1,370,000 | $1.2M | 0.15% | DBT |
| 249 | MCAFEE CORP | 579063AB4 | Apr 2024 | 1,300,000 | $1.2M | 0.15% | DBT |
| 250 | Petroleos Mexicanos | 000000000 | Apr 2024 | 1,300,000 | $1.2M | 0.15% | DBT |
| 251 | Finance of America HECM Buyout | 317380AG8 | Apr 2024 | 1,790,000 | $1.2M | 0.15% | ABS-O |
| 252 | Bayview Financial Acquisition Trust | 073250BM3 | Apr 2024 | 1,280,199 | $1.2M | 0.15% | ABS-MBS |
| 253 | TELEFONICA EMISIONES SAU | 000000000 | Apr 2024 | 1,100,000 | $1.2M | 0.15% | DBT |
| 254 | UNICREDIT SPA | 000000000 | Apr 2024 | 1,275,000 | $1.2M | 0.15% | DBT |
| 255 | BANCO ACTINVER SA | 89835RAA2 | Apr 2024 | 1,559,000 | $1.2M | 0.15% | DBT |
| 256 | Mello Warehouse Securitization Trust | 58552FAE6 | Apr 2024 | 1,135,000 | $1.1M | 0.15% | ABS-MBS |
| 257 | Ocwen Loan Investment Trust | 675952AD7 | Apr 2024 | 1,400,000 | $1.1M | 0.15% | ABS-MBS |
| 258 | NRZ Excess Spread Collateralized Notes | 62955MAB2 | Apr 2024 | 1,208,398 | $1.1M | 0.14% | ABS-O |
| 259 | ARCHES BUYER INC | 039524AA1 | Apr 2024 | 1,306,000 | $1.1M | 0.14% | DBT |
| 260 | Taubman Centers Commercial Mortgage Trust | 87666YAA5 | Apr 2024 | 1,100,000 | $1.1M | 0.14% | ABS-MBS |
| 261 | ECAF LTD | 26827EAC9 | Apr 2024 | 1,584,302 | $1.1M | 0.14% | ABS-O |
| 262 | SIEMENS FINANCIERINGSMAT | 000000000 | Apr 2024 | 1,000,000 | $1.1M | 0.13% | DBT |
| 263 | NGG Finance PLC | 000000000 | Apr 2024 | 850,000 | $1.1M | 0.13% | DBT |
| 264 | Banco Santander SA | 000000000 | Apr 2024 | 1,000,000 | $1.0M | 0.13% | DBT |
| 265 | GLOBAL ATLANTIC | 37959GAC1 | Apr 2024 | 1,180,000 | $1.0M | 0.13% | DBT |
| 266 | LIFEPOINT HEALTH INC | 53219LAV1 | Apr 2024 | 1,000,000 | $1.0M | 0.13% | DBT |
| 267 | RMF Buyout Issuance Trust | 74969TAD2 | Apr 2024 | 1,200,000 | $1.0M | 0.13% | ABS-O |
| 268 | DUKE ENERGY CORP | 000000000 | Apr 2024 | 1,000,000 | $1.0M | 0.13% | DBT |
| 269 | ATHENAHEALTH GROUP INC | 60337JAA4 | Apr 2024 | 1,140,000 | $1.0M | 0.13% | DBT |
| 270 | GARDA WORLD SECURITY COR | 36257BAA7 | Apr 2024 | 1,020,000 | $1.0M | 0.13% | DBT |
| 271 | Vibrant CLO Ltd | 92558XAA8 | Apr 2024 | 1,000,000 | $1.0M | 0.13% | ABS-CBDO |
| 272 | Galaxy CLO Ltd | 36321EAL9 | Apr 2024 | 1,000,000 | $1.0M | 0.13% | ABS-CBDO |
| 273 | OSD CLO 2023-27, Ltd. | 67570KAG9 | Apr 2024 | 1,000,000 | $1.0M | 0.13% | ABS-CBDO |
| 274 | Elmwood CLO VIII Ltd | 29003EAY1 | Apr 2024 | 1,000,000 | $1.0M | 0.13% | ABS-CBDO |
| 275 | TICP CLO Ltd | 87246VAF9 | Apr 2024 | 1,000,000 | $1.0M | 0.13% | ABS-CBDO |
| 276 | Hestia Financing | 000000000 | Apr 2024 | 987,977 | $1.0M | 0.13% | ABS-O |
| 277 | BANNA RMBS | 000000000 | Apr 2024 | 800,000 | $997K | 0.13% | ABS-MBS |
| 278 | TRIVIUM PACKAGING FIN | 89686QAB2 | Apr 2024 | 1,000,000 | $991K | 0.13% | DBT |
| 279 | HELLENIC REPUBLIC | 000000000 | Apr 2024 | 920,000 | $981K | 0.13% | DBT |
| 280 | FHLMC Multifamily Structured Pass Through Certs. | 3137FXYY8 | Apr 2024 | 7,000,000 | $981K | 0.13% | ABS-MBS |
| 281 | LIBERTY LATIN AMERICA | 53069QAB5 | Apr 2024 | 1,000,000 | $976K | 0.12% | DBT |
| 282 | MFT Trust | 55316TAA7 | Apr 2024 | 1,500,000 | $971K | 0.12% | ABS-MBS |
| 283 | BLACKSTONE PP EUR HOLD | 000000000 | Apr 2024 | 1,000,000 | $969K | 0.12% | DBT |
| 284 | Freddie Mac - SCRT | 35563PAE9 | Apr 2024 | 1,092,706 | $967K | 0.12% | ABS-MBS |
| 285 | Trinitas CLO Ltd | 89641BAE3 | Apr 2024 | 1,000,000 | $950K | 0.12% | ABS-CBDO |
| 286 | Velocity Commercial Capital Loan Trust | 91824FAA7 | Apr 2024 | 936,952 | $934K | 0.12% | ABS-MBS |
| 287 | Trinitas CLO Ltd | 89640YBG8 | Apr 2024 | 1,000,000 | $927K | 0.12% | ABS-CBDO |
| 288 | MED Trust | 58403YAR7 | Apr 2024 | 915,606 | $914K | 0.12% | ABS-MBS |
| 289 | Freddie Mac - SCRT | 35563PMX4 | Apr 2024 | 1,000,000 | $903K | 0.12% | ABS-MBS |
| 290 | Cascade MH Asset Trust | 14732FAA0 | Apr 2024 | 978,306 | $899K | 0.11% | ABS-O |
| 291 | RMF Proprietary Issuance Trust | 74970FAA5 | Apr 2024 | 1,000,000 | $894K | 0.11% | ABS-MBS |
| 292 | Cascade Funding Mortgage Trust | 12530JAC6 | Apr 2024 | 1,044,712 | $843K | 0.11% | ABS-O |
| 293 | NORTEGAS ENERGIA DISTRI | 000000000 | Apr 2024 | 1,000,000 | $843K | 0.11% | DBT |
| 294 | ALLIED UNIVERSAL | 019576AC1 | Apr 2024 | 980,000 | $833K | 0.11% | DBT |
| 295 | Start Ltd. | 85573LAA9 | Apr 2024 | 888,778 | $832K | 0.11% | ABS-O |
| 296 | Citigroup Mortgage Loan Trust Inc | 17329PAY8 | Apr 2024 | 1,067,219 | $826K | 0.11% | ABS-MBS |
| 297 | Ludgate Funding Plc | 000000000 | Apr 2024 | 827,048 | $823K | 0.11% | ABS-MBS |
| 298 | PELOTON INTERACTIVE INC | 70614WAB6 | Apr 2024 | 995,000 | $817K | 0.10% | DBT |
| 299 | INDONESIA GOVERNMENT | 000000000 | Apr 2024 | 13,301,000,000 | $817K | 0.10% | DBT |
| 300 | US BANCORP | 91159HJN1 | Apr 2024 | 825,000 | $816K | 0.10% | DBT |
| 301 | Wells Fargo Commercial Mortgage Trust | 94989EAY3 | Apr 2024 | 900,000 | $793K | 0.10% | ABS-MBS |
| 302 | Mansard Mortgages Plc | 000000000 | Apr 2024 | 628,022 | $785K | 0.10% | ABS-MBS |
| 303 | SPRINT SPECTRUM / SPEC I | 85208NAD2 | Apr 2024 | 775,000 | $771K | 0.10% | DBT |
| 304 | Brookhaven Park CLO Ltd | 113520AJ9 | Apr 2024 | 750,000 | $751K | 0.10% | ABS-CBDO |
| 305 | Lansdowne Mortgage Securities PLC | 000000000 | Apr 2024 | 770,700 | $746K | 0.10% | ABS-MBS |
| 306 | F-BRASILE SPA/F-BRASILE | 30191BAB7 | Apr 2024 | 730,000 | $727K | 0.09% | DBT |
| 307 | Newtek Small Business Loan Trust | 65253MAB4 | Apr 2024 | 740,413 | $722K | 0.09% | ABS-O |
| 308 | Newgate Funding PLC | 000000000 | Apr 2024 | 585,767 | $721K | 0.09% | ABS-MBS |
| 309 | GSR Mortgage Loan Trust | 36242DD26 | Apr 2024 | 856,319 | $720K | 0.09% | ABS-MBS |
| 310 | MKT 2020-525M Mortgage Trust | 55316PAN7 | Apr 2024 | 1,500,000 | $718K | 0.09% | ABS-MBS |
| 311 | GPD COS INC | 64051NAA1 | Apr 2024 | 760,000 | $716K | 0.09% | DBT |
| 312 | iHeartCommunications Inc | 45174HBC0 | Apr 2024 | 830,000 | $702K | 0.09% | DBT |
| 313 | KRONOS ACQ / KIK CUSTOM | 50106GAF9 | Apr 2024 | 725,000 | $702K | 0.09% | DBT |
| 314 | WEST TECHNOLOGY GRP LLC | 956187AA6 | Apr 2024 | 810,000 | $695K | 0.09% | DBT |
| 315 | Sutherland Commercial Mortgage Trust | 86935JAB3 | Apr 2024 | 798,719 | $682K | 0.09% | ABS-MBS |
| 316 | Citigroup Commercial Mortgage Trust | 17328EAL2 | Apr 2024 | 900,000 | $678K | 0.09% | ABS-MBS |
| 317 | Allied Universal | 019576AA5 | Apr 2024 | 666,000 | $665K | 0.08% | DBT |
| 318 | Asset Backed Funding Certificates | 04542BFA5 | Apr 2024 | 676,724 | $663K | 0.08% | ABS-MBS |
| 319 | NRZ Excess Spread Collateralized Notes | 64830YAC1 | Apr 2024 | 699,647 | $657K | 0.08% | ABS-O |
| 320 | Eurohome Mortgages PLC | 000000000 | Apr 2024 | 664,635 | $631K | 0.08% | ABS-MBS |
| 321 | METAL Cayman | 59111RAA0 | Apr 2024 | 926,660 | $602K | 0.08% | ABS-O |
| 322 | Pastor IM FTH/FTA | 000000000 | Apr 2024 | 601,893 | $568K | 0.07% | ABS-MBS |
| 323 | WF-RBS Commercial Mortgage Trust | 92938EBR3 | Apr 2024 | 610,323 | $565K | 0.07% | ABS-MBS |
| 324 | Nomura Asset Acceptance Corporation | 65537BAB6 | Apr 2024 | 1,992,957 | $536K | 0.07% | ABS-MBS |
| 325 | MASTR Alternative Loans Trust | 576434DZ4 | Apr 2024 | 578,365 | $535K | 0.07% | ABS-MBS |
| 326 | iShares iBoxx $ High Yield Corporate Bond ETF | 464288513 | Apr 2024 | 7,000 | $534K | 0.07% | EC |
| 327 | RMAC Securities PLC | 000000000 | Apr 2024 | 442,779 | $532K | 0.07% | ABS-MBS |
| 328 | BNP Paribas SA | 000000000 | Apr 2024 | 1 | $511K | 0.07% | DFE |
| 329 | KKR FINANCIAL CLO LTD | 48251DAG1 | Apr 2024 | 500,000 | $502K | 0.06% | ABS-CBDO |
| 330 | Apidos CLO Ltd | 03768TAA0 | Apr 2024 | 500,000 | $493K | 0.06% | ABS-CBDO |
| 331 | Chase Funding Loan Acquisition Trust | 161542DB8 | Apr 2024 | 500,557 | $463K | 0.06% | ABS-MBS |
| 332 | Ludgate Funding Plc | 000000000 | Apr 2024 | 472,599 | $462K | 0.06% | ABS-MBS |
| 333 | Credit Suisse Mortgage Trust | 12637HAZ1 | Apr 2024 | 1,653,070 | $458K | 0.06% | ABS-MBS |
| 334 | Mansard Mortgages Plc | 000000000 | Apr 2024 | 360,417 | $410K | 0.05% | ABS-MBS |
| 335 | BOEING CO | 097023DJ1 | Apr 2024 | 400,000 | $402K | 0.05% | DBT |
| 336 | Countrywide Home Loans | 12544NAA5 | Apr 2024 | 649,273 | $375K | 0.05% | ABS-MBS |
| 337 | Mansard Mortgages Plc | 000000000 | Apr 2024 | 293,077 | $365K | 0.05% | ABS-MBS |
| 338 | Taurus CMBS | 000000000 | Apr 2024 | 323,940 | $345K | 0.04% | ABS-MBS |
| 339 | Conn Funding II, L.P | 20825GAC9 | Apr 2024 | 331,176 | $331K | 0.04% | ABS-O |
| 340 | Citigroup Mortgage Loan Trust Inc | 17307GR83 | Apr 2024 | 273,295 | $324K | 0.04% | ABS-O |
| 341 | LABL INC | 50168AAA8 | Apr 2024 | 325,000 | $320K | 0.04% | DBT |
| 342 | Business Loan Express | 12328RAA8 | Apr 2024 | 344,457 | $314K | 0.04% | ABS-O |
| 343 | Banc of America Funding Corporation | 05946XE74 | Apr 2024 | 337,434 | $313K | 0.04% | ABS-MBS |
| 344 | LABL INC | 50168QAD7 | Apr 2024 | 365,000 | $310K | 0.04% | DBT |
| 345 | Oakwood Mortgage Investors Inc. | 67087TCM1 | Apr 2024 | 2,828,359 | $305K | 0.04% | ABS-O |
| 346 | Structured Asset Mortgage Investments Inc | 86359LGT0 | Apr 2024 | 353,759 | $303K | 0.04% | ABS-MBS |
| 347 | Chicago Board of Trade | 000000000 | Apr 2024 | -46 | $302K | 0.04% | DIR |
| 348 | Cascade Funding Mortgage Trust | 147271AA8 | Apr 2024 | 292,806 | $288K | 0.04% | ABS-MBS |
| 349 | ALLIANZ SE | 000000000 | Apr 2024 | 300,000 | $281K | 0.04% | DBT |
| 350 | Structured Adjustable Rate Mortgage Loan Trust | 863579LA4 | Apr 2024 | 282,506 | $274K | 0.04% | ABS-MBS |
| 351 | GSR Mortgage Loan Trust | 36242DPF4 | Apr 2024 | 274,506 | $253K | 0.03% | ABS-MBS |
| 352 | Conn Funding II, L.P | 20825YAB2 | Apr 2024 | 246,052 | $246K | 0.03% | ABS-O |
| 353 | Structured Adjustable Rate Mortgage Loan Trust | 863579DQ8 | Apr 2024 | 269,258 | $240K | 0.03% | ABS-MBS |
| 354 | COMM Mortgage Trust | 000000000 | Apr 2024 | 300,000 | $236K | 0.03% | ABS-MBS |
| 355 | Credit Suisse First Boston Mortgage Securities | 22541NPT0 | Apr 2024 | 231,722 | $229K | 0.03% | ABS-MBS |
| 356 | Newtek Small Business Loan Trust | 65252MAA7 | Apr 2024 | 225,747 | $224K | 0.03% | ABS-O |
| 357 | Countrywide Home Loans | 12669F2J1 | Apr 2024 | 239,561 | $216K | 0.03% | ABS-MBS |
| 358 | ReadyCap lending | 75576QAA6 | Apr 2024 | 207,678 | $208K | 0.03% | ABS-O |
| 359 | Jol Air | 46651NAB0 | Apr 2024 | 227,545 | $203K | 0.03% | ABS-O |
| 360 | BOEING CO | 097023DH5 | Apr 2024 | 200,000 | $201K | 0.03% | DBT |
| 361 | Wells Fargo Alternative Loan Trust | 94984UAA4 | Apr 2024 | 205,566 | $199K | 0.03% | ABS-MBS |
| 362 | Residential Funding Mtg Sec I | 74957VAQ2 | Apr 2024 | 224,871 | $189K | 0.02% | ABS-MBS |
| 363 | Credit Suisse First Boston Mortgage Securities | 22541Q3U4 | Apr 2024 | 189,595 | $188K | 0.02% | ABS-MBS |
| 364 | BNP Paribas SA | 000000000 | Apr 2024 | 1 | $188K | 0.02% | DFE |
| 365 | HarborView Mortgage Loan Trust | 41161PBM4 | Apr 2024 | 196,553 | $182K | 0.02% | ABS-MBS |
| 366 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 2,190,000 | $182K | 0.02% | DIR |
| 367 | FREMF Mortgage Trust | 30289XAA4 | Apr 2024 | 188,652 | $176K | 0.02% | ABS-MBS |
| 368 | EMF-NL Bv | 000000000 | Apr 2024 | 142,882 | $148K | 0.02% | ABS-MBS |
| 369 | Sequoia Mortgage Trust | 81743PBH8 | Apr 2024 | 156,170 | $147K | 0.02% | ABS-MBS |
| 370 | Countrywide Alternative Loan Trust | 12668BMY6 | Apr 2024 | 305,417 | $142K | 0.02% | ABS-MBS |
| 371 | COOF Securitization Trust II | 12593RAA6 | Apr 2024 | 2,617,850 | $141K | 0.02% | ABS-O |
| 372 | COMM Mortgage Trust | 12632QAE3 | Apr 2024 | 139,000 | $126K | 0.02% | ABS-MBS |
| 373 | GSAA Home Equity Trust | 3622ELAF3 | Apr 2024 | 331,068 | $125K | 0.02% | ABS-MBS |
| 374 | JPMBB Commercial Mortgage Securities Trust | 46643AAG8 | Apr 2024 | 136,000 | $124K | 0.02% | ABS-MBS |
| 375 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 31,172,115 | $117K | 0.01% | DIR |
| 376 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 31,172,115 | $115K | 0.01% | DIR |
| 377 | Goldman Sachs International | 000000000 | Apr 2024 | 1 | $113K | 0.01% | DFE |
| 378 | Lehman Mortgage Trust | 52521YAC0 | Apr 2024 | 338,082 | $108K | 0.01% | ABS-MBS |
| 379 | Countrywide Home Loans | 12669GXF3 | Apr 2024 | 107,360 | $107K | 0.01% | ABS-MBS |
| 380 | COOF Securitization Trust | 12592NAA6 | Apr 2024 | 1,870,870 | $107K | 0.01% | ABS-O |
| 381 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 29,093,400 | $106K | 0.01% | DIR |
| 382 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 29,093,400 | $105K | 0.01% | DIR |
| 383 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 29,093,400 | $105K | 0.01% | DIR |
| 384 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 29,092,170 | $104K | 0.01% | DIR |
| 385 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 29,093,400 | $103K | 0.01% | DIR |
| 386 | Countrywide Alternative Loan Trust | 12667G4G5 | Apr 2024 | 165,617 | $102K | 0.01% | ABS-MBS |
| 387 | Countrywide Alternative Loan Trust | 12667G5X7 | Apr 2024 | 105,098 | $102K | 0.01% | ABS-MBS |
| 388 | Nomura Asset Acceptance Corporation | 65536PAP5 | Apr 2024 | 95,934 | $95K | 0.01% | ABS-MBS |
| 389 | JPMBB Commercial Mortgage Securities Trust | 46641WAG2 | Apr 2024 | 94,936 | $93K | 0.01% | ABS-MBS |
| 390 | BNP Paribas SA | 000000000 | Apr 2024 | 1 | $91K | 0.01% | DFE |
| 391 | J.P. Morgan Alternative Loan Trust | 46627MAU1 | Apr 2024 | 116,470 | $88K | 0.01% | ABS-MBS |
| 392 | Westpac Banking Corp. | 000000000 | Apr 2024 | 1 | $85K | 0.01% | DFE |
| 393 | GS Mortgage Securities Trust | 36255MAE7 | Apr 2024 | 24,888,283 | $84K | 0.01% | ABS-MBS |
| 394 | Countrywide Home Loans | 12669F7M9 | Apr 2024 | 93,426 | $80K | 0.01% | ABS-MBS |
| 395 | BNP Paribas SA | 000000000 | Apr 2024 | 1 | $73K | 0.01% | DFE |
| 396 | MortgageIT Trust | 61913PBA9 | Apr 2024 | 72,800 | $72K | 0.01% | ABS-MBS |
| 397 | Countrywide Alternative Loan Trust | 126680AA5 | Apr 2024 | 76,777 | $69K | 0.01% | ABS-MBS |
| 398 | Countrywide Home Loans | 12669FVW0 | Apr 2024 | 70,524 | $68K | 0.01% | ABS-MBS |
| 399 | GSAA Home Equity Trust | 36242DWW9 | Apr 2024 | 58,991 | $59K | 0.01% | ABS-MBS |
| 400 | BCAP LLC Trust | 05532TAD4 | Apr 2024 | 61,955 | $56K | 0.01% | ABS-MBS |
| 401 | Banc of America Alternative Loan Trust | 059487AA6 | Apr 2024 | 72,993 | $56K | 0.01% | ABS-MBS |
| 402 | Countrywide Alternative Loan Trust | 12668BUK7 | Apr 2024 | 65,545 | $56K | 0.01% | ABS-MBS |
| 403 | Citigroup Mortgage Loan Trust Inc | 172987AW9 | Apr 2024 | 54,364 | $47K | 0.01% | ABS-MBS |
| 404 | ChaseFlex Trust | 16165TAE3 | Apr 2024 | 54,765 | $46K | 0.01% | ABS-MBS |
| 405 | Government National Mortgage Association | 38378GM47 | Apr 2024 | 547,605 | $43K | 0.01% | ABS-MBS |
| 406 | GSR Mortgage Loan Trust | 362290AA6 | Apr 2024 | 77,607 | $43K | 0.01% | ABS-MBS |
| 407 | Suntrust Adjustable Rate Mortgage Loan Trust | 78473WAF0 | Apr 2024 | 43,782 | $37K | 0.00% | ABS-MBS |
| 408 | Lehman Mortgage Trust | 52520MEZ2 | Apr 2024 | 74,478 | $37K | 0.00% | ABS-MBS |
| 409 | Residential Accredit Loans, Inc. | 749228AD4 | Apr 2024 | 50,717 | $36K | 0.00% | ABS-MBS |
| 410 | Bear Stearns Adjustable Rate Mortgage Trust | 073881AD6 | Apr 2024 | 43,708 | $35K | 0.00% | ABS-MBS |
| 411 | Banc of America Funding Corporation | 059523AJ9 | Apr 2024 | 42,482 | $35K | 0.00% | ABS-MBS |
| 412 | Bear Stearns Asset Backed Securities Trust | 073888AN9 | Apr 2024 | 34,180 | $33K | 0.00% | ABS-O |
| 413 | Chase Mortgage Finance Corporation | 16163FAD7 | Apr 2024 | 92,589 | $30K | 0.00% | ABS-MBS |
| 414 | Countrywide Alternative Loan Trust | 12667GA29 | Apr 2024 | 32,717 | $29K | 0.00% | ABS-MBS |
| 415 | BNP Paribas SA | 000000000 | Apr 2024 | 1 | $28K | 0.00% | DFE |
| 416 | KGS-Alpha SBA COOF Trust | 48250BAA9 | Apr 2024 | 383,974 | $23K | 0.00% | ABS-O |
| 417 | Residential Accredit Loans, Inc. | 74923CAA0 | Apr 2024 | 28,954 | $22K | 0.00% | ABS-MBS |
| 418 | Fannie Mae | 3136AJ4H6 | Apr 2024 | 407,805 | $22K | 0.00% | ABS-MBS |
| 419 | Countrywide Alternative Loan Trust | 12668BPM9 | Apr 2024 | 41,529 | $20K | 0.00% | ABS-MBS |
| 420 | Standard Chartered Bank | 000000000 | Apr 2024 | 1 | $20K | 0.00% | DFE |
| 421 | Impac CMB Trust | 45254NQU4 | Apr 2024 | 16,154 | $17K | 0.00% | ABS-MBS |
| 422 | Standard Chartered Bank | 000000000 | Apr 2024 | 1 | $15K | 0.00% | DFE |
| 423 | MASTR Asset Securitization Trust | 55274QAL9 | Apr 2024 | 25,578 | $15K | 0.00% | ABS-MBS |
| 424 | KGS-Alpha SBA COOF Trust | 48249GAA2 | Apr 2024 | 269,494 | $12K | 0.00% | ABS-O |
| 425 | UBS AG | 000000000 | Apr 2024 | 1 | $12K | 0.00% | DFE |
| 426 | Countrywide Alternative Loan Trust | 12668BFD0 | Apr 2024 | 16,899 | $8K | 0.00% | ABS-MBS |
| 427 | GSR Mortgage Loan Trust | 36242D4W0 | Apr 2024 | 9,742 | $8K | 0.00% | ABS-MBS |
| 428 | Banc of America Funding Corporation | 059523AR1 | Apr 2024 | 6,643 | $6K | 0.00% | ABS-MBS |
| 429 | Fannie Mae | 3136AJFH4 | Apr 2024 | 181,780 | $6K | 0.00% | ABS-MBS |
| 430 | BNP Paribas SA | 000000000 | Apr 2024 | 1 | $4K | 0.00% | DFE |
| 431 | Fannie Mae | 31371KEX5 | Apr 2024 | 4,089 | $4K | 0.00% | ABS-MBS |
| 432 | Fannie Mae | 31388UJP6 | Apr 2024 | 2,830 | $3K | 0.00% | ABS-MBS |
| 433 | Fannie Mae | 31380PJE0 | Apr 2024 | 2,630 | $3K | 0.00% | ABS-MBS |
| 434 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $3K | 0.00% | DFE |
| 435 | Fannie Mae | 31374TW39 | Apr 2024 | 2,278 | $2K | 0.00% | ABS-MBS |
| 436 | Fannie Mae | 31390MJW5 | Apr 2024 | 2,099 | $2K | 0.00% | ABS-MBS |
| 437 | Asset Backed Securities Corp Home Equity Ln Trst | 04541GWE8 | Apr 2024 | 2,052 | $2K | 0.00% | ABS-MBS |
| 438 | Royal Bank of Canada | 000000000 | Apr 2024 | 1 | $1K | 0.00% | DFE |
| 439 | Government National Mortgage Association | 36211PHU0 | Apr 2024 | 1,137 | $1K | 0.00% | ABS-MBS |
| 440 | JPMBB Commercial Mortgage Securities Trust | 46642EBA3 | Apr 2024 | 1,344,177 | $1K | 0.00% | ABS-MBS |
| 441 | Fannie Mae | 31384WKY5 | Apr 2024 | 868 | $886 | 0.00% | ABS-MBS |
| 442 | Fannie Mae | 3136A6TR5 | Apr 2024 | 50,904 | $744 | 0.00% | ABS-MBS |
| 443 | Government National Mortgage Association | 36202CHK2 | Apr 2024 | 656 | $657 | 0.00% | ABS-MBS |
| 444 | Freddie Mac | 31287YYS7 | Apr 2024 | 547 | $564 | 0.00% | ABS-MBS |
| 445 | Barclays Bank PLC | 000000000 | Apr 2024 | 1 | $515 | 0.00% | DFE |
| 446 | Government National Mortgage Association | 36209RPP2 | Apr 2024 | 284 | $292 | 0.00% | ABS-MBS |
| 447 | Structured Asset Securities Corporation | 86359DRT6 | Apr 2024 | 1,047,819 | $208 | 0.00% | ABS-MBS |
| 448 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $67 | 0.00% | DFE |
| 449 | Fannie Mae | 31379NGP6 | Apr 2024 | 19 | $20 | 0.00% | ABS-MBS |
| 450 | Merrill Lynch Mortgage Investors Trust | 590215AE9 | Apr 2024 | 1,027,858 | $10 | 0.00% | ABS-MBS |
| 451 | BNP Paribas SA | 000000000 | Apr 2024 | 1 | $-507 | -0.00% | DFE |
| 452 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-950 | -0.00% | DFE |
| 453 | BNP Paribas SA | 000000000 | Apr 2024 | 1 | $-1225 | -0.00% | DFE |
| 454 | BNP Paribas SA | 000000000 | Apr 2024 | 1 | $-1635 | -0.00% | DFE |
| 455 | UBS AG | 000000000 | Apr 2024 | 1 | $-2363 | -0.00% | DFE |
| 456 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-3402 | -0.00% | DFE |
| 457 | Goldman Sachs International | 000000000 | Apr 2024 | 1 | $-3814 | -0.00% | DFE |
| 458 | Chicago Board of Trade | 000000000 | Apr 2024 | -46 | $-3943 | -0.00% | DIR |
| 459 | UBS AG | 000000000 | Apr 2024 | 1 | $-13182 | -0.00% | DFE |
| 460 | Standard Chartered Bank | 000000000 | Apr 2024 | 1 | $-15393 | -0.00% | DFE |
| 461 | BNP Paribas SA | 000000000 | Apr 2024 | 1 | $-18279 | -0.00% | DFE |
| 462 | Eurex Deutschland | 000000000 | Apr 2024 | 50 | $-34684 | -0.00% | DIR |
| 463 | ICE Futures Europe - Financial Products Division | 000000000 | Apr 2024 | 36 | $-47727 | -0.01% | DIR |
| 464 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-47938 | -0.01% | DFE |
| 465 | BNP Paribas SA | 000000000 | Apr 2024 | 1 | $-68081 | -0.01% | DFE |
| 466 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 8,420,000 | $-94987 | -0.01% | DIR |
| 467 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 47,727,400 | $-114689 | -0.01% | DIR |
| 468 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 47,727,333 | $-114711 | -0.01% | DIR |
| 469 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 47,727,400 | $-115215 | -0.01% | DIR |
| 470 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 47,727,400 | $-115741 | -0.01% | DIR |
| 471 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 47,727,400 | $-116792 | -0.01% | DIR |
| 472 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 51,136,533 | $-126866 | -0.02% | DIR |
| 473 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 51,136,534 | $-130250 | -0.02% | DIR |
| 474 | SWAPS BARCLAYS BOC | 000000000 | Apr 2024 | -270,000 | $-270000 | -0.03% | STIV |
| 475 | Eurex Deutschland | 000000000 | Apr 2024 | 382 | $-595458 | -0.08% | DIR |
| 476 | SWAP BANK OF AMERICA BOC | 000000000 | Apr 2024 | -690,000 | $-690000 | -0.09% | STIV |
| 477 | Chicago Board of Trade | 000000000 | Apr 2024 | 499 | $-990139 | -0.13% | DIR |