MFS Global Tactical Allocation Portfolio
MFS VARIABLE INSURANCE TRUST II
+774
New
-205
Exited
1209
Positions
| # | Name | Ticker | Since | Shares | Shares Δ | Value | Val Δ% | % Port | Cat |
|---|---|---|---|---|---|---|---|---|---|
| 1 | MFS Institutional Money Market Portfolio | 55291X109 | Dec 2024 | 7,346,160 | +2,908,884 | $7.3M | +65.5% | 2.14% | EC |
| 2 | KOREA TREASURY BOND | 000000000 | Dec 2024 | 11,690,400,000 | +11,690,394,364 | $7.3M | +1281.9% | 2.14% | DBT |
| 3 | Japan Government Thirty Year Bonds | 000000000 | Dec 2024 | 935,000,000 | New | $6.7M | — | 1.95% | DBT |
| 4 | KOREA TREASURY BOND | 000000000 | Dec 2024 | 8,135,190,000 | New | $5.3M | — | 1.55% | DBT |
| 5 | CHINA GOVERNMENT BOND | 000000000 | Dec 2024 | 35,210,000 | New | $5.3M | — | 1.54% | DBT |
| 6 | Japan Government Twenty Year Bonds | 000000000 | Dec 2024 | 708,800,000 | New | $3.8M | — | 1.10% | DBT |
| 7 | Spain Government Bonds | 000000000 | Dec 2024 | 3,051,000 | New | $3.3M | — | 0.95% | DBT |
| 8 | Italy Buoni Poliennali Del Tesoro | 000000000 | Dec 2024 | 3,019,000 | New | $3.2M | — | 0.95% | DBT |
| 9 | Canada Government Bonds | 135087M27 | — | 4,953,000 | New | $3.1M | — | 0.91% | DBT |
| 10 | HELLENIC REPUBLIC | 000000000 | Dec 2024 | 2,955,000 | New | $3.1M | — | 0.90% | DBT |
| 11 | CHINA GOVERNMENT BOND | 000000000 | Dec 2024 | 20,300,000 | New | $3.0M | — | 0.88% | DBT |
| 12 | Spain Government Bonds | 000000000 | Dec 2024 | 2,708,000 | New | $3.0M | — | 0.87% | DBT |
| 13 | Italy Buoni Poliennali Del Tesoro | 000000000 | Dec 2024 | 2,847,000 | New | $2.4M | — | 0.69% | DBT |
| 14 | Italy Buoni Poliennali Del Tesoro | 000000000 | Dec 2024 | 2,152,000 | New | $2.3M | — | 0.67% | DBT |
| 15 | UBS Group AG | 000000000 | Dec 2024 | 74,160 | New | $2.3M | — | 0.66% | EC |
| 16 | Japan Government Twenty Year Bonds | 000000000 | Dec 2024 | 352,000,000 | New | $2.3M | — | 0.66% | DBT |
| 17 | Roche Holding AG | 000000000 | Dec 2024 | 7,964 | New | $2.2M | — | 0.65% | EC |
| 18 | Charles Schwab Corp/The | 808513105 | Dec 2024 | 30,224 | +6,757 | $2.2M | +14.5% | 0.65% | EC |
| 19 | United States Treasury | 91282CKL4 | — | 2,206,692 | New | $2.2M | — | 0.64% | DBT |
| 20 | Australia Government Bonds | 000000000 | Dec 2024 | 4,674,000 | New | $2.2M | — | 0.64% | DBT |
| 21 | U.K. Gilts | 000000000 | Dec 2024 | 2,884,000 | New | $2.1M | — | 0.62% | DBT |
| 22 | Pfizer Inc | 717081103 | Dec 2024 | 79,202 | +58,106 | $2.1M | +94.4% | 0.61% | EC |
| 23 | Johnson & Johnson | 478160104 | Dec 2024 | 14,217 | -6,823 | $2.1M | -44.7% | 0.60% | EC |
| 24 | NatWest Group PLC | 000000000 | Dec 2024 | 402,847 | New | $2.0M | — | 0.59% | EC |
| 25 | Medtronic PLC | 000000000 | Dec 2024 | 23,237 | New | $1.9M | — | 0.54% | EC |
| 26 | Northern Trust Corp | 665859104 | Dec 2024 | 17,727 | +10,457 | $1.8M | +182.4% | 0.53% | EC |
| 27 | Canada Government Bonds | 135087N59 | — | 2,763,000 | New | $1.8M | — | 0.52% | DBT |
| 28 | Cigna Group/The | 125523100 | Dec 2024 | 6,372 | +774 | $1.8M | -5.1% | 0.51% | EC |
| 29 | Tesco PLC | 000000000 | Dec 2024 | 381,077 | New | $1.8M | — | 0.51% | EC |
| 30 | INDIA GOVERNMENT BOND | 000000000 | Dec 2024 | 144,500,000 | New | $1.7M | — | 0.50% | DBT |
| 31 | BXMT Ltd | 05609GAE8 | Dec 2024 | 1,797,000 | — | $1.6M | -2.1% | 0.47% | ABS-CBDO |
| 32 | Aon PLC | 000000000 | Dec 2024 | 4,504 | New | $1.6M | — | 0.47% | EC |
| 33 | Goldman Sachs Group Inc/The | 38141G104 | Dec 2024 | 2,811 | -2,381 | $1.6M | -9.7% | 0.47% | EC |
| 34 | EUROPEAN UNION | 000000000 | Dec 2024 | 1,530,000 | New | $1.5M | — | 0.44% | DBT |
| 35 | Bank of America Corp | 060505104 | Dec 2024 | 34,208 | -8,632 | $1.5M | +6.0% | 0.44% | EC |
| 36 | CHINA GOVERNMENT BOND | 000000000 | Dec 2024 | 10,400,000 | New | $1.5M | — | 0.44% | DBT |
| 37 | EUROPEAN UNION | 000000000 | Dec 2024 | 1,441,587 | New | $1.5M | — | 0.43% | DBT |
| 38 | Becton Dickinson & Co | 075887109 | Dec 2024 | 6,450 | +2,881 | $1.5M | +61.2% | 0.43% | EC |
| 39 | Johnson Controls International plc | 000000000 | Dec 2024 | 18,249 | New | $1.4M | — | 0.42% | EC |
| 40 | Kenvue Inc | 49177J102 | — | 66,189 | New | $1.4M | — | 0.41% | EC |
| 41 | Omnicom Group Inc | 681919106 | Dec 2024 | 16,129 | +7,301 | $1.4M | +92.7% | 0.41% | EC |
| 42 | EUROPEAN UNION | 000000000 | Dec 2024 | 1,310,000 | New | $1.4M | — | 0.40% | DBT |
| 43 | Masco Corp | 574599106 | Dec 2024 | 18,917 | -2,854 | $1.4M | +35.1% | 0.40% | EC |
| 44 | Freddie Mac | 3132DWC68 | — | 1,736,741 | New | $1.4M | — | 0.40% | ABS-MBS |
| 45 | British American Tobacco PLC | 000000000 | Dec 2024 | 35,818 | New | $1.3M | — | 0.38% | EC |
| 46 | Mitsubishi UFJ Financial Group Inc | 000000000 | Dec 2024 | 109,900 | New | $1.3M | — | 0.38% | EC |
| 47 | HUNGARY | 000000000 | Dec 2024 | 1,200,000 | New | $1.3M | — | 0.37% | DBT |
| 48 | Comcast Corp | 20030N101 | Dec 2024 | 33,008 | -19,790 | $1.2M | -32.9% | 0.36% | EC |
| 49 | United States Treasury | 912810TV0 | — | 1,225,000 | New | $1.2M | — | 0.35% | DBT |
| 50 | Japan Government Thirty Year Bonds | 000000000 | Dec 2024 | 284,600,000 | New | $1.2M | — | 0.35% | DBT |
| 51 | Japan Government Thirty Year Bonds | 000000000 | Dec 2024 | 269,950,000 | New | $1.2M | — | 0.35% | DBT |
| 52 | Chubb Ltd | 000000000 | Dec 2024 | 4,346 | New | $1.2M | — | 0.35% | EC |
| 53 | AbbVie Inc | 00287Y109 | — | 6,644 | New | $1.2M | — | 0.34% | EC |
| 54 | Microsoft Corp | 594918104 | Dec 2024 | 2,795 | -4,886 | $1.2M | -36.0% | 0.34% | EC |
| 55 | National Grid PLC | 000000000 | Dec 2024 | 99,347 | New | $1.2M | — | 0.34% | EC |
| 56 | Hess Corp | 42809H107 | Dec 2024 | 8,740 | -132 | $1.2M | -7.6% | 0.34% | EC |
| 57 | Eni SpA | 000000000 | Dec 2024 | 85,062 | New | $1.2M | — | 0.34% | EC |
| 58 | Philip Morris International Inc | 718172109 | Dec 2024 | 9,572 | -4,365 | $1.2M | -18.3% | 0.34% | EC |
| 59 | Colgate-Palmolive Co | 194162103 | Dec 2024 | 12,658 | +1,404 | $1.2M | +29.8% | 0.34% | EC |
| 60 | Samsung Electronics Co Ltd | 000000000 | Dec 2024 | 31,678 | New | $1.1M | — | 0.33% | EC |
| 61 | JPMorgan Chase & Co | 46625H100 | Dec 2024 | 4,770 | -10,538 | $1.1M | -44.3% | 0.33% | EC |
| 62 | KDDI Corp | 000000000 | Dec 2024 | 35,700 | New | $1.1M | — | 0.33% | EC |
| 63 | Kimberly-Clark Corp | 494368103 | Dec 2024 | 8,672 | -603 | $1.1M | -9.7% | 0.33% | EC |
| 64 | ConocoPhillips | 20825C104 | Dec 2024 | 11,446 | -4,029 | $1.1M | -37.8% | 0.33% | EC |
| 65 | Suncor Energy Inc | 867224107 | Dec 2024 | 31,788 | +6,787 | $1.1M | +43.1% | 0.33% | EC |
| 66 | Schneider Electric SE | 000000000 | Dec 2024 | 4,512 | New | $1.1M | — | 0.33% | EC |
| 67 | PG&E Corp | 69331C108 | Dec 2024 | 55,042 | +43,438 | $1.1M | +488.7% | 0.32% | EC |
| 68 | Henkel AG & Co KGaA | 000000000 | Dec 2024 | 12,555 | New | $1.1M | — | 0.32% | EP |
| 69 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $1.1M | — | 0.32% | DFE |
| 70 | Willis Towers Watson PLC | 000000000 | Dec 2024 | 3,495 | New | $1.1M | — | 0.32% | EC |
| 71 | TotalEnergies SE | 000000000 | Dec 2024 | 19,504 | New | $1.1M | — | 0.32% | EC |
| 72 | UMBS, TBA | 01F022618 | — | 1,325,000 | New | $1.1M | — | 0.31% | ABS-MBS |
| 73 | Capgemini SE | 000000000 | Dec 2024 | 6,537 | New | $1.1M | — | 0.31% | EC |
| 74 | MF1 Multifamily Housing Mortgage Loan Trust | 55283TAC2 | Dec 2024 | 1,050,000 | — | $1.1M | +6.1% | 0.31% | ABS-CBDO |
| 75 | NXP Semiconductors NV | 000000000 | Dec 2024 | 4,778 | New | $993K | — | 0.29% | EC |
| 76 | General Mills Inc | 370334104 | Dec 2024 | 15,470 | -2,600 | $987K | -34.9% | 0.29% | EC |
| 77 | Fiserv Inc | 337738108 | Dec 2024 | 4,742 | -2,600 | $974K | +31.3% | 0.28% | EC |
| 78 | BNP Paribas SA | 000000000 | Dec 2024 | 15,748 | New | $964K | — | 0.28% | EC |
| 79 | Manulife Financial Corp | 56501R106 | Dec 2024 | 31,166 | -29,285 | $957K | -11.2% | 0.28% | EC |
| 80 | NOTA DO TESOURO NACIONAL | 000000000 | Dec 2024 | 6,500,000 | New | $955K | — | 0.28% | DBT |
| 81 | DBS Group Holdings Ltd | 000000000 | Dec 2024 | 29,650 | New | $949K | — | 0.28% | EC |
| 82 | Sodexo SA | 000000000 | Dec 2024 | 11,386 | New | $938K | — | 0.27% | EC |
| 83 | Freddie Mac | 3132DWK93 | — | 916,664 | New | $905K | — | 0.26% | ABS-MBS |
| 84 | Rio Tinto PLC | 000000000 | Dec 2024 | 15,351 | New | $904K | — | 0.26% | EC |
| 85 | FHLMC Multifamily Structured Pass Through Certs. | 3137HDJW1 | — | 898,182 | New | $901K | — | 0.26% | ABS-MBS |
| 86 | UBS GROUP AG | 902613AK4 | Dec 2024 | 1,050,000 | +150,000 | $877K | +26.0% | 0.26% | DBT |
| 87 | General Dynamics Corp | 369550108 | Dec 2024 | 3,318 | -2,645 | $874K | -40.9% | 0.26% | EC |
| 88 | REPUBLICA ORIENT URUGUAY | 917288BM3 | Dec 2024 | 40,736,000 | -62,776,000 | $863K | -61.4% | 0.25% | DBT |
| 89 | BXMT Ltd | 05609GAC2 | Dec 2024 | 900,000 | — | $854K | -0.6% | 0.25% | ABS-CBDO |
| 90 | Diageo PLC | 000000000 | Dec 2024 | 26,545 | New | $843K | — | 0.25% | EC |
| 91 | Enel Americas SA | 29274FAF1 | Dec 2024 | 855,000 | -1,036,000 | $836K | -53.5% | 0.24% | DBT |
| 92 | Iberdrola SA | 000000000 | Dec 2024 | 60,010 | New | $827K | — | 0.24% | EC |
| 93 | Union Pacific Corp | 907818108 | Dec 2024 | 3,577 | -361 | $816K | +0.0% | 0.24% | EC |
| 94 | Phillips 66 | 718546104 | — | 7,105 | New | $809K | — | 0.24% | EC |
| 95 | Edison International | 281020107 | Dec 2024 | 9,951 | +1,307 | $794K | +44.5% | 0.23% | EC |
| 96 | China Construction Bank Corp | 000000000 | Dec 2024 | 952,000 | New | $794K | — | 0.23% | EC |
| 97 | Hon Hai Precision Industry Co Ltd | 000000000 | Dec 2024 | 141,000 | New | $791K | — | 0.23% | EC |
| 98 | Bank | 06541DBH6 | — | 768,000 | New | $791K | — | 0.23% | ABS-MBS |
| 99 | Arbor Realty Collateralized Loan Obligation Ltd | 03880XAE6 | Dec 2024 | 794,500 | — | $791K | +4.1% | 0.23% | ABS-CBDO |
| 100 | T-Mobile US Inc | 872590104 | Dec 2024 | 3,554 | -4,801 | $784K | -32.9% | 0.23% | EC |
| 101 | UBISOFT ENTERTAINMENT SA | 000000000 | Dec 2024 | 900,000 | New | $782K | — | 0.23% | DBT |
| 102 | TCW Gem Ltd | 87190CBL3 | — | 780,000 | New | $780K | — | 0.23% | ABS-CBDO |
| 103 | Peru Government International Bonds | 715638EB4 | — | 810,000 | New | $778K | — | 0.23% | DBT |
| 104 | Japan Government Thirty Year Bonds | 000000000 | Dec 2024 | 111,000,000 | New | $774K | — | 0.23% | DBT |
| 105 | Cie Generale des Etablissements Michelin SCA | 000000000 | Dec 2024 | 23,228 | New | $763K | — | 0.22% | EC |
| 106 | Arbor Realty Collateralized Loan Obligation Ltd | 03880XAG1 | Dec 2024 | 765,000 | — | $761K | +6.8% | 0.22% | ABS-CBDO |
| 107 | Mitsubishi Electric Corp | 000000000 | Dec 2024 | 44,900 | New | $761K | — | 0.22% | EC |
| 108 | Freddie Mac | 3132DWDS9 | — | 890,207 | New | $757K | — | 0.22% | ABS-MBS |
| 109 | Bundesobligation | 000000000 | Dec 2024 | 725,000 | New | $750K | — | 0.22% | DBT |
| 110 | Dun & Bradstreet Holdings Inc | 26484T106 | — | 59,911 | New | $746K | — | 0.22% | EC |
| 111 | PPG Industries Inc | 693506107 | Dec 2024 | 6,235 | -2,924 | $745K | -35.3% | 0.22% | EC |
| 112 | Fannie Mae | 3138ELAF0 | Dec 2024 | 815,663 | -195,182 | $735K | -21.5% | 0.21% | ABS-MBS |
| 113 | Cie de Saint-Gobain SA | 000000000 | Dec 2024 | 8,315 | New | $732K | — | 0.21% | EC |
| 114 | Aptiv PLC | 000000000 | Dec 2024 | 12,040 | New | $728K | — | 0.21% | EC |
| 115 | Secom Co Ltd | 000000000 | Dec 2024 | 21,500 | New | $726K | — | 0.21% | EC |
| 116 | Republic of South Africa | 000000000 | Dec 2024 | 14,900,000 | New | $719K | — | 0.21% | DBT |
| 117 | Toyota Industries Corp | 000000000 | Dec 2024 | 8,900 | New | $716K | — | 0.21% | EC |
| 118 | Morgan Stanley Capital Services LLC | 000000000 | Dec 2024 | 1 | New | $713K | — | 0.21% | DFE |
| 119 | Accenture PLC | 000000000 | Dec 2024 | 2,014 | New | $709K | — | 0.21% | EC |
| 120 | CME Group Inc | 12572Q105 | — | 3,046 | New | $707K | — | 0.21% | EC |
| 121 | Hitachi Ltd | 000000000 | Dec 2024 | 28,600 | New | $703K | — | 0.21% | EC |
| 122 | MF1 Multifamily Housing Mortgage Loan Trust | 55416AAA7 | — | 700,000 | New | $701K | — | 0.20% | ABS-CBDO |
| 123 | Exxon Mobil Corp | 30231G102 | — | 6,511 | New | $700K | — | 0.20% | EC |
| 124 | Fujitsu Ltd | 000000000 | Dec 2024 | 39,800 | New | $699K | — | 0.20% | EC |
| 125 | FS Rialto Issuer Ltd | 30319YAC2 | Dec 2024 | 701,500 | — | $694K | +3.7% | 0.20% | ABS-CBDO |
| 126 | Starwood Commercial Mortgage Trust | 78486BAC8 | Dec 2024 | 700,000 | — | $692K | +4.5% | 0.20% | ABS-CBDO |
| 127 | Angel Oak Mortgage Trust | 034932AA1 | — | 690,964 | New | $690K | — | 0.20% | ABS-MBS |
| 128 | GOVT OF BERMUDA | 085209AJ3 | Dec 2024 | 716,000 | — | $690K | -3.0% | 0.20% | DBT |
| 129 | Julius Baer Group Ltd | 000000000 | Dec 2024 | 10,411 | New | $673K | — | 0.20% | EC |
| 130 | Sanofi SA | 000000000 | Dec 2024 | 6,946 | New | $672K | — | 0.20% | EC |
| 131 | Corebridge Financial Inc | 21871X109 | — | 22,412 | New | $671K | — | 0.20% | EC |
| 132 | Dominican Republic International Bonds | 000000000 | Dec 2024 | 750,000 | New | $669K | — | 0.20% | DBT |
| 133 | Cie Financiere Richemont SA | 000000000 | Dec 2024 | 4,347 | New | $661K | — | 0.19% | EC |
| 134 | Eurex Deutschland | 000000000 | Dec 2024 | -191 | New | $660K | — | 0.19% | DIR |
| 135 | B&M EUROPEAN VALUE RET | 000000000 | Dec 2024 | 520,000 | New | $646K | — | 0.19% | DBT |
| 136 | Freddie Mac | 3132DM5N1 | Dec 2024 | 784,336 | -76,469 | $639K | -12.3% | 0.19% | ABS-MBS |
| 137 | ABN AMRO Bank NV | 000000000 | Dec 2024 | 41,430 | New | $639K | — | 0.19% | EC |
| 138 | LKQ Corp | 501889208 | Dec 2024 | 17,317 | -2,784 | $636K | -40.7% | 0.19% | EC |
| 139 | Alphabet Inc | 02079K305 | Dec 2024 | 3,361 | -8,540 | $636K | -39.4% | 0.19% | EC |
| 140 | AIB GROUP PLC | 00135TAD6 | — | 600,000 | New | $627K | — | 0.18% | DBT |
| 141 | COMMONWEALTH BANK AUST | 202712BN4 | Dec 2024 | 735,000 | — | $626K | +10.6% | 0.18% | DBT |
| 142 | QUALCOMM Inc | 747525103 | — | 4,055 | New | $623K | — | 0.18% | EC |
| 143 | Heidelberg Materials AG | 000000000 | Dec 2024 | 4,995 | New | $617K | — | 0.18% | EC |
| 144 | FERRARI NV | 000000000 | Dec 2024 | 580,000 | New | $613K | — | 0.18% | DBT |
| 145 | E.ON SE | 000000000 | Dec 2024 | 52,333 | New | $610K | — | 0.18% | EC |
| 146 | Amadeus IT Group SA | 000000000 | Dec 2024 | 8,645 | New | $608K | — | 0.18% | EC |
| 147 | Angel Oak Mortgage Trust | 03466JAA7 | — | 610,144 | New | $605K | — | 0.18% | ABS-MBS |
| 148 | NEC Corp | 000000000 | Dec 2024 | 6,900 | New | $593K | — | 0.17% | EC |
| 149 | MF1 Multifamily Housing Mortgage Loan Trust | 55283TAE8 | Dec 2024 | 600,000 | -400,000 | $591K | -37.0% | 0.17% | ABS-CBDO |
| 150 | PetroChina Co Ltd | 000000000 | Dec 2024 | 740,000 | New | $582K | — | 0.17% | EC |
| 151 | United States Treasury | 91282CJZ5 | — | 601,000 | New | $575K | — | 0.17% | DBT |
| 152 | Honeywell International Inc | 438516106 | Dec 2024 | 2,475 | -1,082 | $559K | -26.7% | 0.16% | EC |
| 153 | Duke Energy Corp | 26441C204 | Dec 2024 | 5,139 | -58 | $554K | +3.4% | 0.16% | EC |
| 154 | Costa Rica Government International Bonds | 000000000 | Dec 2024 | 545,000 | New | $553K | — | 0.16% | DBT |
| 155 | Citibank NA | 000000000 | Dec 2024 | 1 | New | $547K | — | 0.16% | DFE |
| 156 | Reckitt Benckiser Group PLC | 000000000 | Dec 2024 | 9,037 | New | $547K | — | 0.16% | EC |
| 157 | Glencore PLC | 000000000 | Dec 2024 | 123,794 | New | $544K | — | 0.16% | EC |
| 158 | Aramark | 03852U106 | — | 14,569 | New | $544K | — | 0.16% | EC |
| 159 | U.K. Gilts | 000000000 | Dec 2024 | 542,000 | New | $542K | — | 0.16% | DBT |
| 160 | RIKISBREF | 000000000 | Dec 2024 | 81,000,000 | New | $538K | — | 0.16% | DBT |
| 161 | Regal Rexnord Corp | 758750103 | Dec 2024 | 3,438 | -3,715 | $533K | -37.9% | 0.16% | EC |
| 162 | REPUBLIC OF POLAND | 000000000 | Dec 2024 | 500,000 | New | $529K | — | 0.15% | DBT |
| 163 | Starwood Commercial Mortgage Trust | 78486BAE4 | Dec 2024 | 534,500 | — | $527K | +5.4% | 0.15% | ABS-CBDO |
| 164 | Bank | 06540MBQ7 | Dec 2024 | 592,000 | — | $526K | +4.2% | 0.15% | ABS-MBS |
| 165 | UMBS, TBA | 01F020612 | Dec 2024 | 675,000 | +275,000 | $525K | +61.4% | 0.15% | ABS-MBS |
| 166 | Lear Corp | 521865204 | Dec 2024 | 5,524 | +143 | $523K | -21.6% | 0.15% | EC |
| 167 | Techtronic Industries Co Ltd | 000000000 | Dec 2024 | 39,500 | New | $521K | — | 0.15% | EC |
| 168 | U.K. Gilts | 000000000 | Dec 2024 | 514,000 | New | $517K | — | 0.15% | DBT |
| 169 | Informa PLC | 000000000 | Dec 2024 | 51,936 | New | $517K | — | 0.15% | EC |
| 170 | MetLife Inc | 59156R108 | Dec 2024 | 6,268 | -3,341 | $513K | -26.2% | 0.15% | EC |
| 171 | Onslow Bay Financial LLC | 67118HAA8 | — | 507,978 | New | $510K | — | 0.15% | ABS-MBS |
| 172 | REPUBLICA ORIENT URUGUAY | 760942BF8 | — | 22,117,000 | New | $504K | — | 0.15% | DBT |
| 173 | Massachusetts Educational Financing Authority | 57563RSU4 | Dec 2024 | 530,000 | -155,000 | $502K | -23.9% | 0.15% | DBT |
| 174 | Government National Mortgage Association | 36179XDA1 | — | 599,570 | New | $501K | — | 0.15% | ABS-MBS |
| 175 | Massachusetts Housing Finance Agency | 57587GTN5 | Dec 2024 | 495,000 | -20,000 | $496K | -3.4% | 0.14% | DBT |
| 176 | Kyocera Corp | 000000000 | Dec 2024 | 49,900 | New | $495K | — | 0.14% | EC |
| 177 | Morgan Stanley Capital Services LLC | 000000000 | Dec 2024 | 1 | New | $489K | — | 0.14% | DFE |
| 178 | Fannie Mae | 3140XL4T2 | — | 551,832 | New | $488K | — | 0.14% | ABS-MBS |
| 179 | Freddie Mac | 3132DWMY6 | — | 490,699 | New | $484K | — | 0.14% | ABS-MBS |
| 180 | Altria Group Inc | 02209S103 | — | 9,135 | New | $478K | — | 0.14% | EC |
| 181 | Organon & Co | 68622V106 | Dec 2024 | 31,923 | +836 | $476K | -45.1% | 0.14% | EC |
| 182 | L3Harris Technologies Inc | 502431109 | Dec 2024 | 2,265 | -986 | $476K | -29.6% | 0.14% | EC |
| 183 | Barclays Commercial Mortgage Securities LLC | 05493EAZ5 | Dec 2024 | 6,510,663 | -137,898 | $474K | -21.3% | 0.14% | ABS-MBS |
| 184 | Massachusetts Educational Financing Authority | 57563RRZ4 | Dec 2024 | 535,000 | -160,000 | $473K | -24.6% | 0.14% | DBT |
| 185 | Home Depot Inc/The | 437076102 | — | 1,208 | New | $470K | — | 0.14% | EC |
| 186 | South African Futures Exchange | 000000000 | Dec 2024 | -236 | New | $467K | — | 0.14% | DE |
| 187 | Target Corp | 87612E106 | — | 3,389 | New | $458K | — | 0.13% | EC |
| 188 | Eaton Corp PLC | 000000000 | Dec 2024 | 1,369 | New | $454K | — | 0.13% | EC |
| 189 | JPMORGAN CHASE & CO | 46647PBX3 | Dec 2024 | 548,000 | -182,000 | $454K | -18.7% | 0.13% | DBT |
| 190 | BPCE SA | 05583JAJ1 | Dec 2024 | 550,000 | — | $449K | +9.2% | 0.13% | DBT |
| 191 | BOEING CO | 097023CW3 | Dec 2024 | 482,000 | -143,000 | $448K | -22.6% | 0.13% | DBT |
| 192 | MORGAN STANLEY | 000000000 | Dec 2024 | 367,000 | New | $448K | — | 0.13% | DBT |
| 193 | APA INFRASTRUCTURE LTD | 000000000 | Dec 2024 | 490,000 | New | $448K | — | 0.13% | DBT |
| 194 | NATIONAL GRID NA INC | 000000000 | Dec 2024 | 430,000 | New | $448K | — | 0.13% | DBT |
| 195 | Freddie Mac | 3132DWLH4 | — | 489,195 | New | $447K | — | 0.13% | ABS-MBS |
| 196 | WEA FINANCE LLC | 92928QAH1 | Dec 2024 | 470,000 | — | $447K | +11.2% | 0.13% | DBT |
| 197 | Legrand SA | 000000000 | Dec 2024 | 4,575 | New | $443K | — | 0.13% | EC |
| 198 | REPUBLIC OF SERBIA | 817477AJ1 | — | 450,000 | New | $443K | — | 0.13% | DBT |
| 199 | Toyota Tsusho Corp | 000000000 | Dec 2024 | 24,900 | New | $439K | — | 0.13% | EC |
| 200 | Intel Corp | 458140100 | Dec 2024 | 21,859 | +3,543 | $438K | -9.5% | 0.13% | EC |
| 201 | Heineken NV | 000000000 | Dec 2024 | 6,171 | New | $438K | — | 0.13% | EC |
| 202 | Australia Government Bonds | 000000000 | Dec 2024 | 901,000 | New | $435K | — | 0.13% | DBT |
| 203 | Government National Mortgage Association | 36179YHS6 | — | 436,546 | New | $434K | — | 0.13% | ABS-MBS |
| 204 | Freddie Mac | 3133A0A53 | Dec 2024 | 482,490 | -22,179 | $433K | -6.5% | 0.13% | ABS-MBS |
| 205 | LPL HOLDINGS INC | 50212YAD6 | — | 457,000 | New | $433K | — | 0.13% | DBT |
| 206 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $433K | — | 0.13% | DFE |
| 207 | Chicago Mercantile Exchange | 000000000 | Dec 2024 | -61 | New | $433K | — | 0.13% | DE |
| 208 | SES SA | 000000000 | Dec 2024 | 445,000 | New | $432K | — | 0.13% | DBT |
| 209 | STORE CAPITAL LLC | 862121AC4 | Dec 2024 | 501,000 | -285,000 | $432K | -28.3% | 0.13% | DBT |
| 210 | EPH FIN INTERNATIONAL AS | 000000000 | Dec 2024 | 386,000 | New | $431K | — | 0.13% | DBT |
| 211 | Fannie Mae | 3138EQTZ5 | Dec 2024 | 443,509 | -116,162 | $429K | -20.8% | 0.13% | ABS-MBS |
| 212 | Danone SA | 000000000 | Dec 2024 | 6,351 | New | $427K | — | 0.12% | EC |
| 213 | Mobico Group PLC | 000000000 | Dec 2024 | 410,000 | New | $426K | — | 0.12% | DBT |
| 214 | Fannie Mae | 3140MKJB9 | — | 497,238 | New | $423K | — | 0.12% | ABS-MBS |
| 215 | MERCURY CHILE HOLDCO LLC | 000000000 | Dec 2024 | 422,000 | New | $418K | — | 0.12% | DBT |
| 216 | REGAL REXNORD CORP | 758750AM5 | — | 410,000 | New | $417K | — | 0.12% | DBT |
| 217 | BOEING CO/THE | 097023204 | — | 6,821 | New | $415K | — | 0.12% | EP |
| 218 | BELFIUS BANK SA/NV | 000000000 | Dec 2024 | 400,000 | New | $413K | — | 0.12% | DBT |
| 219 | MAGYAR EXPORT-IMPORT BAN | 55977YAA6 | — | 408,000 | New | $411K | — | 0.12% | DBT |
| 220 | TELUS CORP | 87971MBV4 | Dec 2024 | 642,000 | -358,000 | $410K | -33.3% | 0.12% | DBT |
| 221 | Freddie Mac | 3132DWMS9 | — | 413,899 | New | $409K | — | 0.12% | ABS-MBS |
| 222 | METLIFE INC | 59156RCN6 | — | 407,000 | New | $405K | — | 0.12% | DBT |
| 223 | BAT INTL FINANCE PLC | 000000000 | Dec 2024 | 380,000 | New | $404K | — | 0.12% | DBT |
| 224 | Fidelity National Information Services Inc | 31620M106 | Dec 2024 | 4,975 | -2,184 | $402K | -17.3% | 0.12% | EC |
| 225 | ICON PLC | 000000000 | Dec 2024 | 1,915 | New | $402K | — | 0.12% | EC |
| 226 | EUROPEAN INVESTMENT BANK | 000000000 | Dec 2024 | 390,000 | New | $400K | — | 0.12% | DBT |
| 227 | SANDS CHINA LTD | 80007RAL9 | — | 426,000 | New | $397K | — | 0.12% | DBT |
| 228 | EPR PROPERTIES | 26884UAG4 | Dec 2024 | 452,000 | +47,000 | $395K | +34.8% | 0.12% | DBT |
| 229 | HOSPITAL SPECIAL SURGERY | 44107HAF9 | Dec 2024 | 650,000 | — | $393K | -1.7% | 0.11% | DBT |
| 230 | Fannie Mae | 3140QPE86 | — | 438,309 | New | $387K | — | 0.11% | ABS-MBS |
| 231 | Michigan Finance Authority | 59447TXX6 | Dec 2024 | 480,000 | — | $384K | -0.2% | 0.11% | DBT |
| 232 | ENTERGY CORP | 29364GAM5 | — | 389,000 | New | $378K | — | 0.11% | DBT |
| 233 | EURONET WORLDWIDE INC | 000000000 | Dec 2024 | 370,000 | New | $373K | — | 0.11% | DBT |
| 234 | EXPERIAN FINANCE PLC | 000000000 | Dec 2024 | 360,000 | New | $372K | — | 0.11% | DBT |
| 235 | Anhui Conch Cement Co Ltd | 000000000 | Dec 2024 | 145,000 | New | $371K | — | 0.11% | EC |
| 236 | BENCHMARK Mortgage Trust | 08163HAG3 | Dec 2024 | 6,689,797 | -65,683 | $371K | -22.1% | 0.11% | ABS-MBS |
| 237 | LOW INCOME INVESTMENT | 54750AAB2 | Dec 2024 | 400,000 | — | $370K | -1.4% | 0.11% | DBT |
| 238 | LCH Ltd. | 000000000 | Dec 2024 | 26,300,000 | New | $370K | — | 0.11% | DIR |
| 239 | DICK'S SPORTING GOODS | 253393AG7 | — | 502,000 | New | $367K | — | 0.11% | DBT |
| 240 | VIDEOTRON LTD | 92660FAN4 | — | 394,000 | New | $366K | — | 0.11% | DBT |
| 241 | Fannie Mae | 31416BW87 | Dec 2024 | 373,107 | -160,637 | $365K | -30.6% | 0.11% | ABS-MBS |
| 242 | IHG FINANCE LLC | 000000000 | Dec 2024 | 350,000 | New | $365K | — | 0.11% | DBT |
| 243 | MANUF & TRADERS TRUST CO | 55279HAW0 | — | 366,000 | New | $362K | — | 0.11% | DBT |
| 244 | ENBW INTL FINANCE BV | 000000000 | Dec 2024 | 340,000 | New | $360K | — | 0.11% | DBT |
| 245 | NEXTERA ENERGY INC | 65339F119 | — | 7,898 | New | $360K | — | 0.11% | EP |
| 246 | ENEL FINANCE INTL NV | 29278GAP3 | Dec 2024 | 430,000 | -400,000 | $360K | -40.4% | 0.11% | DBT |
| 247 | PPL ELECTRIC UTILITIES | 69351UBB8 | — | 377,000 | New | $360K | — | 0.10% | DBT |
| 248 | EUSTREAM AS | 000000000 | Dec 2024 | 370,000 | New | $359K | — | 0.10% | DBT |
| 249 | LAS VEGAS SANDS CORP | 517834AL1 | — | 357,000 | New | $359K | — | 0.10% | DBT |
| 250 | Fannie Mae | 3138ERZ60 | Dec 2024 | 367,243 | -91,812 | $356K | -21.8% | 0.10% | ABS-MBS |
| 251 | EPH FIN INTERNATIONAL AS | 000000000 | Dec 2024 | 321,000 | New | $354K | — | 0.10% | DBT |
| 252 | Canada Government Bonds | 135087ZS6 | — | 495,000 | New | $353K | — | 0.10% | DBT |
| 253 | IMPERIAL BRANDS FIN PLC | 45262BAG8 | — | 349,000 | New | $353K | — | 0.10% | DBT |
| 254 | SAMMONS FINANCIAL GROUP | 79588TAF7 | — | 335,000 | New | $350K | — | 0.10% | DBT |
| 255 | TPG Real Estate Finance | 87276WAC7 | Dec 2024 | 350,000 | — | $347K | +5.4% | 0.10% | ABS-CBDO |
| 256 | ALLIANZ SE | 018820AB6 | — | 400,000 | New | $347K | — | 0.10% | DBT |
| 257 | HSBC HOLDINGS PLC | 404280CG2 | Dec 2024 | 349,000 | -377,000 | $345K | -47.8% | 0.10% | DBT |
| 258 | GRAPHIC PACKAGING INTERN | 38869PAP9 | — | 359,000 | New | $342K | — | 0.10% | DBT |
| 259 | EMPIRE DISTRICT BONDCO | 291918AA8 | — | 344,000 | New | $341K | — | 0.10% | DBT |
| 260 | Wells Fargo Commercial Mortgage Trust | 95003DBP2 | Dec 2024 | 4,829,119 | -130,507 | $338K | -22.7% | 0.10% | ABS-MBS |
| 261 | ELM Trust 2024 | 26860XBA8 | — | 334,396 | New | $337K | — | 0.10% | ABS-MBS |
| 262 | McKesson Corp | 58155Q103 | Dec 2024 | 592 | -2,077 | $337K | -66.3% | 0.10% | EC |
| 263 | ADANI ELECTRICITY MUMBAI | 00654GAA1 | — | 422,000 | New | $337K | — | 0.10% | DBT |
| 264 | SANTOS FINANCE LTD | 803014AB5 | — | 316,000 | New | $336K | — | 0.10% | DBT |
| 265 | NVIDIA Corp | 67066G104 | — | 2,496 | New | $335K | — | 0.10% | EC |
| 266 | Kirin Holdings Co Ltd | 000000000 | Dec 2024 | 25,800 | New | $335K | — | 0.10% | EC |
| 267 | FLORA FOOD MANAGEMENT BV | 000000000 | Dec 2024 | 310,000 | New | $335K | — | 0.10% | DBT |
| 268 | Government National Mortgage Association | 36179NF78 | Dec 2024 | 365,681 | -82,745 | $334K | -20.9% | 0.10% | ABS-MBS |
| 269 | Hartford Financial Services Group Inc/The | 416515104 | Dec 2024 | 3,054 | -2,390 | $334K | -19.1% | 0.10% | EC |
| 270 | Fannie Mae | 3140A1FR3 | — | 330,797 | New | $332K | — | 0.10% | ABS-MBS |
| 271 | AVIVA PLC | 000000000 | Dec 2024 | 270,000 | New | $332K | — | 0.10% | DBT |
| 272 | TELEPERFORMANCE | 000000000 | Dec 2024 | 300,000 | New | $332K | — | 0.10% | DBT |
| 273 | Kubota Corp | 000000000 | Dec 2024 | 28,700 | New | $332K | — | 0.10% | EC |
| 274 | FAIRFAX FINL HLDGS LTD | 303901BR2 | — | 322,000 | New | $332K | — | 0.10% | DBT |
| 275 | LSEG US FIN CORP | 50222CAB6 | — | 332,000 | New | $331K | — | 0.10% | DBT |
| 276 | OCCIDENTAL PETROLEUM COR | 674599DF9 | — | 321,000 | New | $329K | — | 0.10% | DBT |
| 277 | SMURFIT KAPPA TREASURY | 000000000 | Dec 2024 | 312,000 | New | $328K | — | 0.10% | DBT |
| 278 | UNITEDHEALTH GROUP INC | 91324PFJ6 | — | 332,000 | New | $328K | — | 0.10% | DBT |
| 279 | GOLDMAN SACHS GROUP INC | 38141GB78 | — | 342,000 | New | $327K | — | 0.10% | DBT |
| 280 | Stora Enso OYJ | 86210MAC0 | — | 309,000 | New | $325K | — | 0.09% | DBT |
| 281 | DUKE ENERGY FLORIDA LLC | 26444HAR2 | — | 308,000 | New | $325K | — | 0.09% | DBT |
| 282 | FHLMC Multifamily Structured Pass Through Certs. | 3137FUZG2 | Dec 2024 | 3,920,368 | — | $324K | -22.6% | 0.09% | ABS-MBS |
| 283 | Axalta Coating Systems Ltd | 000000000 | Dec 2024 | 9,443 | New | $323K | — | 0.09% | EC |
| 284 | FORD MOTOR CREDIT CO LLC | 345397E58 | — | 323,000 | New | $323K | — | 0.09% | DBT |
| 285 | EP INFRASTRUCTURE AS | 000000000 | Dec 2024 | 333,000 | New | $322K | — | 0.09% | DBT |
| 286 | MARRIOTT INTERNATIONAL | 571903BG7 | Dec 2024 | 368,000 | -131,000 | $321K | -20.4% | 0.09% | DBT |
| 287 | RAIZEN FUELS FINANCE | 75102XAB2 | — | 325,000 | New | $321K | — | 0.09% | DBT |
| 288 | Kraft Heinz Foods Co | 50077LAB2 | — | 396,000 | New | $321K | — | 0.09% | DBT |
| 289 | PepsiCo Inc | 713448108 | — | 2,107 | New | $320K | — | 0.09% | EC |
| 290 | EASTERN ENERGY GAS | 27636AAA0 | — | 339,000 | New | $320K | — | 0.09% | DBT |
| 291 | BNP PARIBAS | 09659W2Z6 | — | 322,000 | New | $319K | — | 0.09% | DBT |
| 292 | ALEXANDRITE MONNET UK | 000000000 | Dec 2024 | 280,000 | New | $318K | — | 0.09% | DBT |
| 293 | BX Trust | 74625PAB0 | — | 457,000 | New | $318K | — | 0.09% | ABS-MBS |
| 294 | LCH Ltd. | 000000000 | Dec 2024 | 11,800,000 | New | $318K | — | 0.09% | DIR |
| 295 | ROQUETTE FRERES SA | 000000000 | Dec 2024 | 300,000 | New | $317K | — | 0.09% | DBT |
| 296 | CAIXABANK SA | 000000000 | Dec 2024 | 300,000 | New | $316K | — | 0.09% | DBT |
| 297 | Lam Research Corp | 512807306 | — | 4,375 | New | $316K | — | 0.09% | EC |
| 298 | GEORGIA POWER CO | 373334KT7 | — | 322,000 | New | $315K | — | 0.09% | DBT |
| 299 | DANSKE BANK A/S | 23636ABB6 | — | 332,000 | New | $314K | — | 0.09% | DBT |
| 300 | EMERIA SASU | 000000000 | Dec 2024 | 370,000 | New | $313K | — | 0.09% | DBT |
| 301 | MBANK SA | 000000000 | Dec 2024 | 300,000 | New | $313K | — | 0.09% | DBT |
| 302 | XCEL ENERGY INC | 98389BBB5 | — | 313,000 | New | $312K | — | 0.09% | DBT |
| 303 | Vale SA | 000000000 | Dec 2024 | 35,300 | New | $312K | — | 0.09% | EC |
| 304 | JBS USA HOLD/FOOD/LUX CO | 46590XAN6 | — | 341,000 | New | $311K | — | 0.09% | DBT |
| 305 | ROYAL BANK OF CANADA | 000000000 | Dec 2024 | 250,000 | New | $310K | — | 0.09% | DBT |
| 306 | RTE RESEAU DE TRANSPORT | 000000000 | Dec 2024 | 300,000 | New | $310K | — | 0.09% | DBT |
| 307 | VIER GAS TRANSPORT GMBH | 000000000 | Dec 2024 | 300,000 | New | $310K | — | 0.09% | DBT |
| 308 | VERALLIA SA | 000000000 | Dec 2024 | 300,000 | New | $309K | — | 0.09% | DBT |
| 309 | SHURGARD LUXEMBOURG | 000000000 | Dec 2024 | 300,000 | New | $308K | — | 0.09% | DBT |
| 310 | BECTON DICKINSON & CO | 000000000 | Dec 2024 | 290,000 | New | $308K | — | 0.09% | DBT |
| 311 | Bacardi Ltd | 067316AG4 | Dec 2024 | 335,000 | — | $308K | +1.8% | 0.09% | DBT |
| 312 | FHLMC Multifamily Structured Pass Through Certs. | 3137FLYN8 | — | 306,565 | New | $308K | — | 0.09% | ABS-MBS |
| 313 | HEINEKEN NV | 000000000 | Dec 2024 | 290,000 | New | $306K | — | 0.09% | DBT |
| 314 | TORONTO-DOMINION BANK | 000000000 | Dec 2024 | 290,000 | New | $304K | — | 0.09% | DBT |
| 315 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $303K | — | 0.09% | DFE |
| 316 | UBS GROUP AG | 000000000 | Dec 2024 | 280,000 | New | $303K | — | 0.09% | DBT |
| 317 | Onslow Bay Financial LLC | 67448LAA0 | — | 301,124 | New | $303K | — | 0.09% | ABS-MBS |
| 318 | TOLEDO HOSPITAL/THE | 889184AG2 | Dec 2024 | 309,000 | — | $303K | +5.2% | 0.09% | DBT |
| 319 | Ambev SA | 000000000 | Dec 2024 | 159,100 | New | $302K | — | 0.09% | EC |
| 320 | KENVUE INC | 49177JAP7 | — | 324,000 | New | $300K | — | 0.09% | DBT |
| 321 | BENCHMARK Mortgage Trust | 08163GAZ3 | Dec 2024 | 5,210,511 | -69,680 | $300K | -19.4% | 0.09% | ABS-MBS |
| 322 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $300K | — | 0.09% | DFE |
| 323 | SWISSCOM FINANCE | 000000000 | Dec 2024 | 280,000 | New | $298K | — | 0.09% | DBT |
| 324 | EXXON MOBIL CORPORATION | 000000000 | Dec 2024 | 380,000 | New | $298K | — | 0.09% | DBT |
| 325 | CEZ AS | 000000000 | Dec 2024 | 281,000 | New | $297K | — | 0.09% | DBT |
| 326 | KUO SAB DE CV | 40052CAC0 | Dec 2024 | 306,000 | -400,000 | $297K | -55.1% | 0.09% | DBT |
| 327 | SAUDI ARABIAN OIL CO | 80414L2P9 | — | 317,000 | New | $296K | — | 0.09% | DBT |
| 328 | BURLINGTN NORTH SANTA FE | 12189LBL4 | — | 299,000 | New | $294K | — | 0.09% | DBT |
| 329 | Highwoods Properties Inc | 431284108 | — | 9,590 | New | $293K | — | 0.09% | EC |
| 330 | AMERICAN TOWER CORP | 03027XCH1 | — | 292,000 | New | $292K | — | 0.09% | DBT |
| 331 | ARCADIS NV | 000000000 | Dec 2024 | 269,000 | New | $292K | — | 0.09% | DBT |
| 332 | FISERV INC | 337738AV0 | Dec 2024 | 356,000 | — | $291K | +0.6% | 0.08% | DBT |
| 333 | EDISON INTERNATIONAL | 281020AU1 | — | 290,000 | New | $290K | — | 0.08% | DBT |
| 334 | Akzo Nobel NV | 000000000 | Dec 2024 | 4,817 | New | $289K | — | 0.08% | EC |
| 335 | New Hampshire Business Finance Authority | 63610HAA0 | — | 285,000 | New | $289K | — | 0.08% | DBT |
| 336 | AREIT CRE Trust | 04002VAE1 | Dec 2024 | 289,000 | — | $288K | +8.4% | 0.08% | ABS-CBDO |
| 337 | MARSH & MCLENNAN COS INC | 571748CB6 | — | 291,000 | New | $287K | — | 0.08% | DBT |
| 338 | BPCE SA | 05578QAD5 | Dec 2024 | 287,000 | -297,000 | $286K | -48.9% | 0.08% | DBT |
| 339 | Fannie Mae | 31418EBR0 | Dec 2024 | 366,823 | +335,299 | $286K | +1015.0% | 0.08% | ABS-MBS |
| 340 | WOLF MIDSTREAM CANADA LP | 977734AA0 | — | 402,000 | New | $286K | — | 0.08% | DBT |
| 341 | PNC FINANCIAL SERVICES | 693475BW4 | — | 281,000 | New | $284K | — | 0.08% | DBT |
| 342 | BRUCE POWER LP | 116705AQ7 | — | 410,000 | New | $283K | — | 0.08% | DBT |
| 343 | LANDSBANKINN HF | 000000000 | Dec 2024 | 272,000 | New | $282K | — | 0.08% | DBT |
| 344 | Verus Securitization Trust | 92540EAA1 | — | 281,090 | New | $281K | — | 0.08% | ABS-MBS |
| 345 | Pembina Pipeline Corp | 70632ZAD3 | — | 425,000 | New | $281K | — | 0.08% | DBT |
| 346 | EUROPEAN UNION | 000000000 | Dec 2024 | 320,000 | New | $281K | — | 0.08% | DBT |
| 347 | PLAINS ALL AMER PIPELINE | 72650RBP6 | — | 281,000 | New | $280K | — | 0.08% | DBT |
| 348 | Hellenic Telecommunications Organization SA | 000000000 | Dec 2024 | 18,182 | New | $280K | — | 0.08% | EC |
| 349 | RICHEMONT INTERNATIONAL | 000000000 | Dec 2024 | 290,000 | New | $280K | — | 0.08% | DBT |
| 350 | PIONEER NATURAL RESOURCE | 723787AR8 | — | 329,000 | New | $279K | — | 0.08% | DBT |
| 351 | TRITON CONTAINER | 89680YAC9 | Dec 2024 | 328,000 | -112,000 | $278K | -18.7% | 0.08% | DBT |
| 352 | Fannie Mae | 31419JSM1 | Dec 2024 | 295,063 | -72,859 | $278K | -21.2% | 0.08% | ABS-MBS |
| 353 | MACQUARIE AIRFINANCE HLD | 55609NAD0 | — | 269,000 | New | $278K | — | 0.08% | DBT |
| 354 | COLUMBIA PIPELINES OPCO | 19828TAC0 | — | 265,000 | New | $278K | — | 0.08% | DBT |
| 355 | FHLMC Multifamily Structured Pass Through Certs. | 3137HCKQ4 | — | 277,945 | New | $278K | — | 0.08% | ABS-MBS |
| 356 | MF1 Multifamily Housing Mortgage Loan Trust | 55284JAE9 | Dec 2024 | 281,312 | — | $277K | +4.3% | 0.08% | ABS-CBDO |
| 357 | VODAFONE GROUP PLC | 92857WBY5 | — | 287,000 | New | $273K | — | 0.08% | DBT |
| 358 | JPMORGAN CHASE & CO | 46647PEG7 | — | 267,000 | New | $272K | — | 0.08% | DBT |
| 359 | EP INFRASTRUCTURE AS | 000000000 | Dec 2024 | 270,000 | New | $271K | — | 0.08% | DBT |
| 360 | PKO BANK POLSKI SA | 000000000 | Dec 2024 | 260,000 | New | $271K | — | 0.08% | DBT |
| 361 | PROVINCE OF ALBERTA | 013051EP8 | — | 431,000 | New | $270K | — | 0.08% | DBT |
| 362 | BOOKING HOLDINGS INC | 000000000 | Dec 2024 | 260,000 | New | $270K | — | 0.08% | DBT |
| 363 | BANK OF AMERICA CORP | 06051GJT7 | Dec 2024 | 312,000 | -1,336,000 | $268K | -79.7% | 0.08% | DBT |
| 364 | BANK OF AMERICA CORP | 06051GLG2 | — | 266,000 | New | $267K | — | 0.08% | DBT |
| 365 | WP Carey Inc | 92936U109 | Dec 2024 | 4,893 | +1,687 | $267K | +6.4% | 0.08% | EC |
| 366 | ARTHUR J GALLAGHER & CO | 04316JAE9 | — | 271,000 | New | $266K | — | 0.08% | DBT |
| 367 | Koninklijke KPN NV | 000000000 | Dec 2024 | 72,921 | New | $266K | — | 0.08% | EC |
| 368 | DANSKE BANK A/S | 23636ABJ9 | — | 273,000 | New | $265K | — | 0.08% | DBT |
| 369 | Fannie Mae | 31418QPN7 | Dec 2024 | 265,485 | -78,968 | $265K | -24.2% | 0.08% | ABS-MBS |
| 370 | ENEL FINANCE INTL NV | 000000000 | Dec 2024 | 250,000 | New | $264K | — | 0.08% | DBT |
| 371 | Freddie Mac | 3133C5VR9 | — | 308,916 | New | $264K | — | 0.08% | ABS-MBS |
| 372 | CADILLAC FAIRVIEW PRP TR | 68327LAD8 | Dec 2024 | 317,000 | -200,000 | $263K | -33.2% | 0.08% | DBT |
| 373 | BANK GOSPODARSTWA KRAJOW | 06237MAB9 | — | 253,000 | New | $263K | — | 0.08% | DBT |
| 374 | Fortress CBO Investments Ltd | 34706CAC3 | Dec 2024 | 269,500 | — | $262K | +1.6% | 0.08% | ABS-CBDO |
| 375 | REPUBLIC OF SERBIA | 817477AH5 | — | 255,000 | New | $262K | — | 0.08% | DBT |
| 376 | Boeing Co/The | 097023105 | — | 1,476 | New | $261K | — | 0.08% | EC |
| 377 | Barclays Bank PLC | 000000000 | Dec 2024 | 1 | New | $261K | — | 0.08% | DFE |
| 378 | STRYKER CORP | 000000000 | Dec 2024 | 250,000 | New | $261K | — | 0.08% | DBT |
| 379 | Stanley Black & Decker Inc | 854502101 | Dec 2024 | 3,247 | -3,809 | $261K | -50.8% | 0.08% | EC |
| 380 | ELEMENT FLEET MANAGEMENT | 286181AH5 | — | 256,000 | New | $260K | — | 0.08% | DBT |
| 381 | Nutrien Ltd | 67077M108 | Dec 2024 | 5,808 | +4,221 | $260K | +124.3% | 0.08% | EC |
| 382 | Government National Mortgage Association | 36179WVT2 | Dec 2024 | 323,193 | -53,582 | $259K | -18.0% | 0.08% | ABS-MBS |
| 383 | Business Jet Securities, LLC | 12327CAA2 | — | 254,448 | New | $259K | — | 0.08% | ABS-O |
| 384 | NEXTERA ENERGY CAPITAL | 65339KBS8 | — | 257,000 | New | $259K | — | 0.08% | DBT |
| 385 | DEUTSCHE BANK AG | 000000000 | Dec 2024 | 200,000 | New | $258K | — | 0.08% | DBT |
| 386 | APA INFRASTRUCTURE LTD | 00188LAA5 | — | 271,000 | New | $258K | — | 0.08% | DBT |
| 387 | M&T Bank Corp | 55261F104 | — | 1,366 | New | $257K | — | 0.07% | EC |
| 388 | Truist Financial Corp | 89832Q109 | Dec 2024 | 5,904 | -20,615 | $256K | -77.6% | 0.07% | EC |
| 389 | COLT Funding LLC | 19688TAA3 | — | 254,109 | New | $255K | — | 0.07% | ABS-MBS |
| 390 | Japan Government Twenty Year Bonds | 000000000 | Dec 2024 | 45,000,000 | New | $255K | — | 0.07% | DBT |
| 391 | OCADO GROUP PLC | 000000000 | Dec 2024 | 200,000 | New | $254K | — | 0.07% | DBT |
| 392 | CEZ AS | 000000000 | Dec 2024 | 240,000 | New | $253K | — | 0.07% | DBT |
| 393 | VOLKSWAGEN LEASING GMBH | 000000000 | Dec 2024 | 240,000 | New | $253K | — | 0.07% | DBT |
| 394 | ONCOR ELECTRIC DELIVERY | 000000000 | Dec 2024 | 240,000 | New | $253K | — | 0.07% | DBT |
| 395 | Cboe Global Markets Inc | 12503M108 | Dec 2024 | 1,290 | -4,791 | $252K | -67.0% | 0.07% | EC |
| 396 | ASHTEAD CAPITAL INC | 045054AR4 | — | 249,000 | New | $252K | — | 0.07% | DBT |
| 397 | Pernod Ricard SA | 000000000 | Dec 2024 | 2,251 | New | $252K | — | 0.07% | EC |
| 398 | E.ON INTL FINANCE BV | 000000000 | Dec 2024 | 200,000 | New | $252K | — | 0.07% | DBT |
| 399 | EVERSOURCE ENERGY | 30040WAX6 | — | 253,000 | New | $251K | — | 0.07% | DBT |
| 400 | KERRY GROUP FIN SERVICES | 000000000 | Dec 2024 | 240,000 | New | $251K | — | 0.07% | DBT |
| 401 | MASTERCARD INC | 57636QBC7 | — | 260,000 | New | $249K | — | 0.07% | DBT |
| 402 | Canada Government Bonds | 135087M68 | — | 504,000 | New | $248K | — | 0.07% | DBT |
| 403 | SMURFIT KAPPA TREASURY | 832724AB4 | — | 243,000 | New | $248K | — | 0.07% | DBT |
| 404 | GOLDMAN SACHS GROUP INC | 38141GB60 | — | 253,000 | New | $248K | — | 0.07% | DBT |
| 405 | NORTHERN STAR RESOU | 66573RAA6 | — | 240,000 | New | $246K | — | 0.07% | DBT |
| 406 | ENERGY TRANSFER LP | 29273VAW0 | — | 254,000 | New | $246K | — | 0.07% | DBT |
| 407 | ROYAL CARIBBEAN CRUISES | 780153BV3 | — | 246,000 | New | $245K | — | 0.07% | DBT |
| 408 | BRUCE POWER LP | 116705AK0 | Dec 2024 | 365,000 | -550,000 | $245K | -59.1% | 0.07% | DBT |
| 409 | HALEON NL CAPITAL BV | 000000000 | Dec 2024 | 240,000 | New | $245K | — | 0.07% | DBT |
| 410 | Next PLC | 000000000 | Dec 2024 | 2,057 | New | $245K | — | 0.07% | EC |
| 411 | VENTURE GLOBAL CALCASIEU | 92328MAB9 | — | 273,000 | New | $244K | — | 0.07% | DBT |
| 412 | AMERICAN INTERNATIONAL | 026874DS3 | — | 247,000 | New | $244K | — | 0.07% | DBT |
| 413 | FERGUSON ENTERPRISES INC | 31488VAA5 | — | 255,000 | New | $244K | — | 0.07% | DBT |
| 414 | Quebecor Inc | 748193208 | Dec 2024 | 11,111 | -6,835 | $243K | -39.2% | 0.07% | EC |
| 415 | MORGAN STANLEY | 6174468P7 | Dec 2024 | 262,000 | -413,000 | $243K | -58.7% | 0.07% | DBT |
| 416 | BANK OF AMERICA CORP | 06051GMB2 | — | 249,000 | New | $242K | — | 0.07% | DBT |
| 417 | DUKE ENERGY CORP | 000000000 | Dec 2024 | 230,000 | New | $242K | — | 0.07% | DBT |
| 418 | COPT DEFENSE PROP LP | 22003BAN6 | Dec 2024 | 275,000 | +38,000 | $242K | +33.1% | 0.07% | DBT |
| 419 | U.K. Gilts | 000000000 | Dec 2024 | 367,000 | New | $241K | — | 0.07% | DBT |
| 420 | UNIVERSITY OF PENNSYLVAN | 91481CAD2 | Dec 2024 | 409,000 | — | $241K | -5.5% | 0.07% | DBT |
| 421 | CORNING INC | 000000000 | Dec 2024 | 230,000 | New | $241K | — | 0.07% | DBT |
| 422 | COREBRIDGE FINANCIAL INC | 21871XAK5 | — | 289,000 | New | $241K | — | 0.07% | DBT |
| 423 | BRAZOS SECURITIZATN LLC | 106230AC9 | Dec 2024 | 246,000 | — | $240K | +3.5% | 0.07% | DBT |
| 424 | CHARTER COMM OPT LLC/CAP | 161175CQ5 | — | 235,000 | New | $240K | — | 0.07% | DBT |
| 425 | Wells Fargo & Co | 949746101 | — | 3,400 | New | $239K | — | 0.07% | EC |
| 426 | CTP NV | 000000000 | Dec 2024 | 220,000 | New | $238K | — | 0.07% | DBT |
| 427 | BP CAPITAL MARKETS PLC | 000000000 | Dec 2024 | 190,000 | New | $237K | — | 0.07% | DBT |
| 428 | INTESA SANPAOLO SPA | 46115HCD7 | — | 219,000 | New | $237K | — | 0.07% | DBT |
| 429 | Fannie Mae | 3140L1Y41 | Dec 2024 | 298,904 | -42,108 | $236K | -15.6% | 0.07% | ABS-MBS |
| 430 | BMP Trust | 05593JAE0 | — | 235,440 | New | $236K | — | 0.07% | ABS-MBS |
| 431 | KROGER CO | 501044DW8 | — | 250,000 | New | $235K | — | 0.07% | DBT |
| 432 | PNC Financial Services Group Inc/The | 693475105 | — | 1,220 | New | $235K | — | 0.07% | EC |
| 433 | NATIONWIDE BLDG SOCIETY | 000000000 | Dec 2024 | 220,000 | New | $233K | — | 0.07% | DBT |
| 434 | FORD MOTOR CREDIT CO LLC | 345397D26 | — | 228,000 | New | $233K | — | 0.07% | DBT |
| 435 | MICROSOFT CORP | 594918CC6 | Dec 2024 | 378,000 | -145,000 | $233K | -32.4% | 0.07% | DBT |
| 436 | Global Payments, Inc. | 37940XAS1 | — | 210,000 | New | $230K | — | 0.07% | DBT |
| 437 | TRANSDIGM INC | 893647BS5 | — | 226,000 | New | $229K | — | 0.07% | DBT |
| 438 | MF1 Multifamily Housing Mortgage Loan Trust | 55284JAA7 | Dec 2024 | 229,966 | -20,034 | $229K | -4.3% | 0.07% | ABS-CBDO |
| 439 | ENGINEERING SPA | 000000000 | Dec 2024 | 210,000 | New | $229K | — | 0.07% | DBT |
| 440 | P3 GROUP SARL | 000000000 | Dec 2024 | 220,000 | New | $229K | — | 0.07% | DBT |
| 441 | CORPORACION INMOBILIARIA | 000000000 | Dec 2024 | 265,000 | New | $229K | — | 0.07% | DBT |
| 442 | Government National Mortgage Association | 38384KSR3 | — | 225,299 | New | $227K | — | 0.07% | ABS-MBS |
| 443 | Volvo Financial Equipment LLC | 92887QAB3 | — | 225,000 | New | $225K | — | 0.07% | ABS-O |
| 444 | NBN CO LTD | 000000000 | Dec 2024 | 210,000 | New | $224K | — | 0.07% | DBT |
| 445 | NATIONAL BANK GREECE SA | 000000000 | Dec 2024 | 200,000 | New | $224K | — | 0.07% | DBT |
| 446 | Angel Oak Mortgage Trust | 03466PAA3 | — | 224,346 | New | $224K | — | 0.07% | ABS-MBS |
| 447 | Erste Group Bank AG | 000000000 | Dec 2024 | 3,615 | New | $223K | — | 0.07% | EC |
| 448 | BROWN & BROWN INC | 115236AG6 | — | 222,000 | New | $222K | — | 0.06% | DBT |
| 449 | WELLS FARGO & COMPANY | 95000U2U6 | Dec 2024 | 253,000 | -1,429,000 | $222K | -84.3% | 0.06% | DBT |
| 450 | Morgan Stanley Capital I Trust | 61692CBK3 | Dec 2024 | 4,670,223 | -184,346 | $221K | -28.0% | 0.06% | ABS-MBS |
| 451 | PANTHER ESCROW ISSUER | 69867RAA5 | — | 219,000 | New | $221K | — | 0.06% | DBT |
| 452 | THALES SA | 000000000 | Dec 2024 | 200,000 | New | $219K | — | 0.06% | DBT |
| 453 | CHILE ELECTRICITY LUX | 16882LAA0 | — | 224,000 | New | $218K | — | 0.06% | DBT |
| 454 | UnitedHealth Group Inc | 91324PCQ3 | Dec 2024 | 229,000 | -362,000 | $216K | -62.3% | 0.06% | DBT |
| 455 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $215K | — | 0.06% | DFE |
| 456 | Chicago Mercantile Exchange | 000000000 | Dec 2024 | -22 | New | $213K | — | 0.06% | DE |
| 457 | NATWEST GROUP PLC | 639057AQ1 | — | 200,000 | New | $213K | — | 0.06% | DBT |
| 458 | VIDEOTRON LTD | 92660FAT1 | — | 217,000 | New | $213K | — | 0.06% | DBT |
| 459 | Arbor Realty Collateralized Loan Obligation Ltd | 03881CAE1 | Dec 2024 | 214,500 | — | $213K | +7.6% | 0.06% | ABS-CBDO |
| 460 | MARSH & MCLENNAN COS INC | 571748CD2 | — | 221,000 | New | $212K | — | 0.06% | DBT |
| 461 | Electronic Arts Inc | 285512109 | — | 1,445 | New | $211K | — | 0.06% | EC |
| 462 | DEUTSCHE BANK AG | 000000000 | Dec 2024 | 200,000 | New | $211K | — | 0.06% | DBT |
| 463 | ENGIE SA | 000000000 | Dec 2024 | 200,000 | New | $211K | — | 0.06% | DBT |
| 464 | COMMERZBANK AG | 000000000 | Dec 2024 | 200,000 | New | $211K | — | 0.06% | DBT |
| 465 | Freddie Mac | 31335ALX4 | Dec 2024 | 216,726 | -57,081 | $210K | -22.6% | 0.06% | ABS-MBS |
| 466 | BENCHMARK Mortgage Trust | 08163EBE4 | Dec 2024 | 5,569,009 | -11,115 | $210K | -23.2% | 0.06% | ABS-MBS |
| 467 | CREDIT AGRICOLE SA | 000000000 | Dec 2024 | 200,000 | New | $210K | — | 0.06% | DBT |
| 468 | BANQUE FED CRED MUTUEL | 000000000 | Dec 2024 | 200,000 | New | $210K | — | 0.06% | DBT |
| 469 | CVS HEALTH CORP | 126650EH9 | — | 209,000 | New | $210K | — | 0.06% | DBT |
| 470 | MF1 Multifamily Housing Mortgage Loan Trust | 55416AAC3 | — | 208,996 | New | $209K | — | 0.06% | ABS-CBDO |
| 471 | PRYSMIAN SPA | 000000000 | Dec 2024 | 200,000 | New | $209K | — | 0.06% | DBT |
| 472 | BANKINTER SA | 000000000 | Dec 2024 | 200,000 | New | $209K | — | 0.06% | DBT |
| 473 | Chicago Board of Trade | 000000000 | Dec 2024 | -237 | New | $208K | — | 0.06% | DIR |
| 474 | ENBW INTL FINANCE BV | 000000000 | Dec 2024 | 200,000 | New | $208K | — | 0.06% | DBT |
| 475 | HIGHLAND HOLDINGS SARL | 000000000 | Dec 2024 | 200,000 | New | $208K | — | 0.06% | DBT |
| 476 | NATURGY FIN IBERIA SA | 000000000 | Dec 2024 | 200,000 | New | $207K | — | 0.06% | DBT |
| 477 | Fannie Mae | 31418E2F6 | — | 203,121 | New | $207K | — | 0.06% | ABS-MBS |
| 478 | KB Financial Group Inc | 000000000 | Dec 2024 | 3,646 | New | $207K | — | 0.06% | EC |
| 479 | SOCIETE GENERALE | 000000000 | Dec 2024 | 200,000 | New | $207K | — | 0.06% | DBT |
| 480 | UNIBAIL-RODAMCO-WESTFLD | 000000000 | Dec 2024 | 200,000 | New | $207K | — | 0.06% | DBT |
| 481 | INTL FLAVOR & FRAGRANCES | 459506AE1 | — | 264,000 | New | $206K | — | 0.06% | DBT |
| 482 | ING GROEP NV | 000000000 | Dec 2024 | 200,000 | New | $206K | — | 0.06% | DBT |
| 483 | TDF INFRASTRUCTURE SAS | 000000000 | Dec 2024 | 200,000 | New | $206K | — | 0.06% | DBT |
| 484 | Samsung Fire & Marine Insurance Co Ltd | 000000000 | Dec 2024 | 846 | New | $206K | — | 0.06% | EC |
| 485 | Freddie Mac | 3132A5GF6 | Dec 2024 | 229,069 | -44,001 | $206K | -19.0% | 0.06% | ABS-MBS |
| 486 | Ross Stores Inc | 778296103 | — | 1,358 | New | $205K | — | 0.06% | EC |
| 487 | COMMERZBANK AG | 000000000 | Dec 2024 | 200,000 | New | $205K | — | 0.06% | DBT |
| 488 | LKQ CORP | 501889AF6 | — | 199,000 | New | $205K | — | 0.06% | DBT |
| 489 | AGCO CORP | 001084AS1 | — | 204,000 | New | $205K | — | 0.06% | DBT |
| 490 | M&T BANK CORPORATION | 55261FAT1 | — | 199,000 | New | $204K | — | 0.06% | DBT |
| 491 | FHLMC Multifamily Structured Pass Through Certs. | 3137FYUL8 | Dec 2024 | 8,101,097 | -39,410 | $204K | -22.2% | 0.06% | ABS-MBS |
| 492 | Oracle Corp | 68389XBJ3 | — | 265,000 | New | $204K | — | 0.06% | DBT |
| 493 | BANK GOSPODARSTWA KRAJOW | 06237MAA1 | — | 208,000 | New | $203K | — | 0.06% | DBT |
| 494 | Government National Mortgage Association | 36179WNE4 | Dec 2024 | 241,368 | -46,727 | $202K | -19.3% | 0.06% | ABS-MBS |
| 495 | Government National Mortgage Association | 21H060614 | — | 200,000 | New | $201K | — | 0.06% | ABS-MBS |
| 496 | MELCO RESORTS FINANCE | 58547DAH2 | — | 200,000 | New | $201K | — | 0.06% | DBT |
| 497 | AIB GROUP PLC | 00135TAE4 | — | 200,000 | New | $200K | — | 0.06% | DBT |
| 498 | DIAMONDBACK ENERGY INC | 25278XBA6 | — | 213,000 | New | $200K | — | 0.06% | DBT |
| 499 | AUTOSTRADE PER L'ITALIA | 000000000 | Dec 2024 | 179,000 | New | $199K | — | 0.06% | DBT |
| 500 | MF1 Multifamily Housing Mortgage Loan Trust | 55282XAG5 | Dec 2024 | 200,000 | — | $199K | +6.9% | 0.06% | ABS-CBDO |
| 501 | ELEVANCE HEALTH INC | 036752AZ6 | — | 201,000 | New | $199K | — | 0.06% | DBT |
| 502 | TARGA RESOURCES CORP | 87612GAB7 | Dec 2024 | 236,000 | -105,000 | $199K | -26.3% | 0.06% | DBT |
| 503 | REPUBLIC OF PARAGUAY | 699149AN0 | — | 200,000 | New | $198K | — | 0.06% | DBT |
| 504 | Fannie Mae | 3140KSZW0 | — | 253,848 | New | $198K | — | 0.06% | ABS-MBS |
| 505 | GALAXY PIPELINE ASSETS | 36321PAD2 | Dec 2024 | 230,738 | -275,975 | $198K | -54.1% | 0.06% | DBT |
| 506 | DIAGEO FINANCE PLC | 000000000 | Dec 2024 | 190,000 | New | $198K | — | 0.06% | DBT |
| 507 | JBS USA HOLD/FOOD/LUX CO | 46590XAX4 | — | 194,000 | New | $197K | — | 0.06% | DBT |
| 508 | ENBW INTL FINANCE BV | 000000000 | Dec 2024 | 180,000 | New | $197K | — | 0.06% | DBT |
| 509 | Taiwan Semiconductor Manufacturing Co Ltd | 000000000 | Dec 2024 | 6,000 | New | $197K | — | 0.06% | EC |
| 510 | Gerdau SA | 000000000 | Dec 2024 | 66,568 | New | $195K | — | 0.06% | EP |
| 511 | VOLKSWAGEN INTL FIN NV | 000000000 | Dec 2024 | 210,000 | New | $195K | — | 0.06% | DBT |
| 512 | VITERRA FINANCE BV | 92852LAB5 | — | 223,000 | New | $195K | — | 0.06% | DBT |
| 513 | IVORY COAST | 221625AU0 | — | 200,000 | New | $194K | — | 0.06% | DBT |
| 514 | Fannie Mae | 3138EMUX7 | Dec 2024 | 201,046 | -52,604 | $194K | -22.5% | 0.06% | ABS-MBS |
| 515 | DB Insurance Co Ltd | 000000000 | Dec 2024 | 2,792 | New | $193K | — | 0.06% | EC |
| 516 | CF Hippolyta Issuer LLC | 12530MAA3 | Dec 2024 | 197,245 | -1,941 | $193K | +8.4% | 0.06% | ABS-O |
| 517 | Freddie Mac | 3132DWDJ9 | Dec 2024 | 235,068 | -30,394 | $192K | -14.5% | 0.06% | ABS-MBS |
| 518 | AA BOND CO LTD | 000000000 | Dec 2024 | 150,000 | New | $192K | — | 0.06% | DBT |
| 519 | Fannie Mae | 3138ETDL7 | Dec 2024 | 197,851 | -50,465 | $192K | -22.1% | 0.06% | ABS-MBS |
| 520 | TESCO CORP TREASURY SERV | 000000000 | Dec 2024 | 160,000 | New | $192K | — | 0.06% | DBT |
| 521 | ESB FINANCE DAC | 000000000 | Dec 2024 | 200,000 | New | $191K | — | 0.06% | DBT |
| 522 | FHLMC Multifamily Structured Pass Through Certs. | 3137H4BT6 | Dec 2024 | 6,201,367 | — | $191K | -19.1% | 0.06% | ABS-MBS |
| 523 | CHARLES SCHWAB CORP | 808513CH6 | — | 181,000 | New | $190K | — | 0.06% | DBT |
| 524 | MORGAN STANLEY | 61747YFG5 | — | 189,000 | New | $188K | — | 0.05% | DBT |
| 525 | COUSINS PROPERTIES LP | 222793AA9 | — | 187,000 | New | $187K | — | 0.05% | DBT |
| 526 | COLT Funding LLC | 19688XAA4 | — | 188,222 | New | $187K | — | 0.05% | ABS-MBS |
| 527 | Fannie Mae | 3138WHNH1 | Dec 2024 | 207,660 | -55,075 | $187K | -23.4% | 0.05% | ABS-MBS |
| 528 | Boston Properties LP | 10112RAY0 | — | 194,000 | New | $187K | — | 0.05% | DBT |
| 529 | Doosan Bobcat Inc | 000000000 | Dec 2024 | 6,626 | New | $187K | — | 0.05% | EC |
| 530 | Government National Mortgage Association | 36179WR26 | Dec 2024 | 220,042 | -30,397 | $184K | -15.3% | 0.05% | ABS-MBS |
| 531 | DOMINICAN REPUBLIC | 25714PET1 | — | 179,000 | New | $183K | — | 0.05% | DBT |
| 532 | Aristocrat Leisure Ltd | 000000000 | Dec 2024 | 4,302 | New | $182K | — | 0.05% | EC |
| 533 | COREBRIDGE FINANCIAL INC | 21871XAP4 | — | 177,000 | New | $182K | — | 0.05% | DBT |
| 534 | ABBVIE INC | 00287YDV8 | — | 184,000 | New | $179K | — | 0.05% | DBT |
| 535 | Fannie Mae | 3140QKNN4 | Dec 2024 | 219,501 | -27,253 | $179K | -14.4% | 0.05% | ABS-MBS |
| 536 | Leidos Holdings Inc | 525327102 | — | 1,241 | New | $179K | — | 0.05% | EC |
| 537 | B3 SA - Brasil, Bolsa, Balcao | 000000000 | Dec 2024 | -1,111 | New | $178K | — | 0.05% | DE |
| 538 | SERVICE CORP INTL | 817565CH5 | — | 183,000 | New | $178K | — | 0.05% | DBT |
| 539 | Petroleo Brasileiro SA | 71654V408 | — | 13,793 | New | $177K | — | 0.05% | EC |
| 540 | Verisk Analytics Inc | 92345Y106 | — | 640 | New | $176K | — | 0.05% | EC |
| 541 | BSPRT Issuer, Ltd. | 05602CAE4 | Dec 2024 | 177,500 | — | $176K | +6.8% | 0.05% | ABS-CBDO |
| 542 | REGAL REXNORD CORP | 758750AN3 | — | 171,000 | New | $176K | — | 0.05% | DBT |
| 543 | QatarEnergy | 000000000 | Dec 2024 | 236,000 | New | $174K | — | 0.05% | DBT |
| 544 | CTP NV | 000000000 | Dec 2024 | 170,000 | New | $174K | — | 0.05% | DBT |
| 545 | HEATHROW FUNDING LTD | 000000000 | Dec 2024 | 140,000 | New | $174K | — | 0.05% | DBT |
| 546 | Iowa Student Loan Liquidity Corp | 462590NG1 | Dec 2024 | 185,000 | -290,000 | $173K | -59.5% | 0.05% | DBT |
| 547 | INTEL CORP | 458140CJ7 | — | 195,000 | New | $172K | — | 0.05% | DBT |
| 548 | GFL ENVIRONMENTAL INC | 36168QAM6 | — | 182,000 | New | $172K | — | 0.05% | DBT |
| 549 | Chesapeake Funding II LLC | 165183CU6 | — | 169,810 | New | $171K | — | 0.05% | ABS-O |
| 550 | Fannie Mae | 3138A2AX7 | Dec 2024 | 183,640 | -57,632 | $171K | -25.2% | 0.05% | ABS-MBS |
| 551 | UNICREDIT SPA | 000000000 | Dec 2024 | 160,000 | New | $170K | — | 0.05% | DBT |
| 552 | EQT Trust 2024-EXTR | 29439DAC5 | — | 169,941 | New | $170K | — | 0.05% | ABS-MBS |
| 553 | LOGICOR FINANCING SARL | 000000000 | Dec 2024 | 180,000 | New | $169K | — | 0.05% | DBT |
| 554 | PACIFIC GAS & ELECTRIC | 694308KT3 | — | 171,000 | New | $169K | — | 0.05% | DBT |
| 555 | VERALTO CORP | 000000000 | Dec 2024 | 157,000 | New | $169K | — | 0.05% | DBT |
| 556 | American Express Co | 025816109 | — | 566 | New | $168K | — | 0.05% | EC |
| 557 | MASTERCARD INC | 57636QAQ7 | Dec 2024 | 216,000 | -94,000 | $167K | -35.4% | 0.05% | DBT |
| 558 | Texas Roadhouse Inc | 882681109 | Dec 2024 | 926 | -1,013 | $167K | -5.3% | 0.05% | EC |
| 559 | BRITISH COLUMBIA PROV OF | 110709GJ5 | Dec 2024 | 300,000 | — | $167K | -4.7% | 0.05% | DBT |
| 560 | TRUIST FINANCIAL CORP | 89788MAR3 | — | 165,000 | New | $166K | — | 0.05% | DBT |
| 561 | Hasbro Inc | 418056107 | — | 2,974 | New | $166K | — | 0.05% | EC |
| 562 | COVENTRY BLDG SOCIETY | 000000000 | Dec 2024 | 160,000 | New | $165K | — | 0.05% | DBT |
| 563 | Fannie Mae | 3140QKSJ8 | — | 201,794 | New | $165K | — | 0.05% | ABS-MBS |
| 564 | ACCENTURE CAPITAL INC | 00440KAC7 | — | 171,000 | New | $164K | — | 0.05% | DBT |
| 565 | HYUNDAI CAPITAL AMERICA | 44891ABL0 | Dec 2024 | 157,000 | -417,000 | $164K | -71.8% | 0.05% | DBT |
| 566 | ARROW ELECTRONICS INC | 04273WAE1 | — | 163,000 | New | $164K | — | 0.05% | DBT |
| 567 | HOME DEPOT INC | 437076BD3 | Dec 2024 | 178,000 | -275,000 | $163K | -62.4% | 0.05% | DBT |
| 568 | ANHEUSER-BUSCH INBEV WOR | 035240AM2 | Dec 2024 | 180,000 | -26,000 | $163K | -11.6% | 0.05% | DBT |
| 569 | BACARDI LTD / MARTINI BV | 05635JAB6 | — | 166,000 | New | $163K | — | 0.05% | DBT |
| 570 | JANE STREET GRP/JSG FIN | 47077WAD0 | — | 164,000 | New | $162K | — | 0.05% | DBT |
| 571 | BP CAP MARKETS AMERICA | 10373QBU3 | — | 168,000 | New | $162K | — | 0.05% | DBT |
| 572 | INTL FLAVOR & FRAGRANCES | 459506AL5 | — | 189,000 | New | $162K | — | 0.05% | DBT |
| 573 | CHARTER COMM OPT LLC/CAP | 161175BT0 | Dec 2024 | 215,000 | -52,000 | $161K | -16.7% | 0.05% | DBT |
| 574 | HCA INC | 404119BY4 | Dec 2024 | 177,000 | -18,000 | $161K | -7.6% | 0.05% | DBT |
| 575 | TRANSURBAN FINANCE CO | 000000000 | Dec 2024 | 150,000 | New | $160K | — | 0.05% | DBT |
| 576 | UNITED PARCEL SERVICE | 911312CA2 | — | 174,000 | New | $159K | — | 0.05% | DBT |
| 577 | BSPRT Issuer, Ltd. | 05602CAG9 | Dec 2024 | 161,000 | — | $159K | +7.2% | 0.05% | ABS-CBDO |
| 578 | FAIRFAX FINL HLDGS LTD | 303901AZ5 | — | 225,000 | New | $159K | — | 0.05% | DBT |
| 579 | JPMORGAN CHASE & CO | 000000000 | Dec 2024 | 150,000 | New | $159K | — | 0.05% | DBT |
| 580 | Bayer AG | 000000000 | Dec 2024 | 7,892 | New | $158K | — | 0.05% | EC |
| 581 | Fortescue Ltd | 000000000 | Dec 2024 | 13,943 | New | $157K | — | 0.05% | EC |
| 582 | ANHEUSER-BUSCH INBEV WOR | 03523TBV9 | Dec 2024 | 160,000 | -154,000 | $157K | -49.3% | 0.05% | DBT |
| 583 | Barclays Commercial Mortgage Securities LLC | 05551VBK8 | Dec 2024 | 2,759,296 | -162,868 | $157K | -25.9% | 0.05% | ABS-MBS |
| 584 | JERSEY CENTRAL PWR & LT | 476556DD4 | Dec 2024 | 184,000 | -243,000 | $156K | -54.7% | 0.05% | DBT |
| 585 | WUERTH FINANCE INTL BV | 000000000 | Dec 2024 | 150,000 | New | $156K | — | 0.05% | DBT |
| 586 | Fannie Mae | 31418XGC6 | Dec 2024 | 155,944 | -35,422 | $154K | -19.6% | 0.05% | ABS-MBS |
| 587 | P3 GROUP SARL | 000000000 | Dec 2024 | 160,000 | New | $154K | — | 0.04% | DBT |
| 588 | ENEL FINANCE INTL NV | 000000000 | Dec 2024 | 140,000 | New | $151K | — | 0.04% | DBT |
| 589 | THERMO FISHER SC FNCE I | 000000000 | Dec 2024 | 210,000 | New | $151K | — | 0.04% | DBT |
| 590 | Government National Mortgage Association | 36179W7K8 | Dec 2024 | 174,372 | +26,377 | $151K | +14.8% | 0.04% | ABS-MBS |
| 591 | BRISTOL-MYERS SQUIBB CO | 110122EJ3 | — | 152,000 | New | $151K | — | 0.04% | DBT |
| 592 | Government National Mortgage Association | 36179XLD6 | Dec 2024 | 170,701 | -28,803 | $148K | -16.7% | 0.04% | ABS-MBS |
| 593 | LOW INCOME INVESTMENT | 54750AAA4 | Dec 2024 | 150,000 | — | $145K | +2.7% | 0.04% | DBT |
| 594 | Enterprise Fleet Financing LLC | 29375QAB4 | — | 142,000 | New | $143K | — | 0.04% | ABS-O |
| 595 | Fannie Mae | 3140L1Y58 | Dec 2024 | 181,402 | -28,370 | $143K | -16.9% | 0.04% | ABS-MBS |
| 596 | Freddie Mac | 3132DWDZ3 | — | 167,645 | New | $143K | — | 0.04% | ABS-MBS |
| 597 | Chicago Board of Trade | 000000000 | Dec 2024 | -54 | New | $141K | — | 0.04% | DIR |
| 598 | ASX Clear (Futures) | 000000000 | Dec 2024 | -68 | New | $141K | — | 0.04% | DE |
| 599 | CONSTELLATION BRANDS INC | 21036PBH0 | Dec 2024 | 169,000 | -309,000 | $141K | -63.0% | 0.04% | DBT |
| 600 | Fannie Mae | 3138EPUM4 | Dec 2024 | 144,230 | -27,084 | $140K | -17.7% | 0.04% | ABS-MBS |
| 601 | Bank | 06540CBL0 | Dec 2024 | 2,908,489 | -29,318 | $139K | -20.4% | 0.04% | ABS-MBS |
| 602 | Euronext NV | 000000000 | Dec 2024 | 1,241 | New | $139K | — | 0.04% | EC |
| 603 | Travelers Cos Inc/The | 89417E109 | Dec 2024 | 574 | -1,643 | $138K | -66.7% | 0.04% | EC |
| 604 | ENI SPA | 000000000 | Dec 2024 | 130,000 | New | $138K | — | 0.04% | DBT |
| 605 | VULCAN MATERIALS CO | 929160BD0 | — | 142,000 | New | $138K | — | 0.04% | DBT |
| 606 | T-MOBILE USA INC | 87264ABF1 | Dec 2024 | 144,000 | -673,000 | $136K | -81.7% | 0.04% | DBT |
| 607 | FHLMC Multifamily Structured Pass Through Certs. | 3137FUZZ0 | Dec 2024 | 1,747,943 | — | $135K | -21.3% | 0.04% | ABS-MBS |
| 608 | NVENT FINANCE SARL | 67078AAF0 | — | 133,000 | New | $133K | — | 0.04% | DBT |
| 609 | Xcel Energy Inc | 98389B100 | — | 1,942 | New | $131K | — | 0.04% | EC |
| 610 | Bank | 06541JAR2 | Dec 2024 | 2,959,531 | -8,235 | $131K | -20.6% | 0.04% | ABS-MBS |
| 611 | Wolters Kluwer NV | 000000000 | Dec 2024 | 782 | New | $130K | — | 0.04% | EC |
| 612 | MediaTek Inc | 000000000 | Dec 2024 | 3,000 | New | $129K | — | 0.04% | EC |
| 613 | HOME DEPOT INC | 437076CQ3 | — | 177,000 | New | $128K | — | 0.04% | DBT |
| 614 | NATWEST GROUP PLC | 000000000 | Dec 2024 | 120,000 | New | $127K | — | 0.04% | DBT |
| 615 | ABBVIE INC | 00287YDW6 | — | 131,000 | New | $126K | — | 0.04% | DBT |
| 616 | Freddie Mac | 3132DM5R2 | — | 160,910 | New | $126K | — | 0.04% | ABS-MBS |
| 617 | WESTINGHOUSE AIR BRAKE | 960386AR1 | — | 124,000 | New | $126K | — | 0.04% | DBT |
| 618 | Merrill Lynch International | 000000000 | Dec 2024 | 1 | New | $125K | — | 0.04% | DFE |
| 619 | TARGA RESOURCES CORP | 87612GAA9 | Dec 2024 | 136,000 | +80,000 | $123K | +156.3% | 0.04% | DBT |
| 620 | TRUIST FINANCIAL CORP | 89788MAS1 | — | 122,000 | New | $123K | — | 0.04% | DBT |
| 621 | PACIFIC GAS & ELECTRIC | 694308KL0 | — | 118,000 | New | $122K | — | 0.04% | DBT |
| 622 | Italy Buoni Poliennali Del Tesoro | 000000000 | Dec 2024 | 115,000 | New | $122K | — | 0.04% | DBT |
| 623 | CLP Holdings Ltd | 000000000 | Dec 2024 | 14,500 | New | $122K | — | 0.04% | EC |
| 624 | BP CAPITAL MARKETS BV | 000000000 | Dec 2024 | 180,000 | New | $121K | — | 0.04% | DBT |
| 625 | Morgan Stanley Capital I Trust | 61691YAP6 | Dec 2024 | 2,241,821 | -16,930 | $121K | -22.2% | 0.04% | ABS-MBS |
| 626 | COLUMBIA PIPELINES OPCO | 19828TAB2 | — | 118,000 | New | $121K | — | 0.04% | DBT |
| 627 | Government National Mortgage Association | 36179XTD8 | — | 121,268 | New | $121K | — | 0.04% | ABS-MBS |
| 628 | PACIFIC GAS & ELECTRIC | 694308KM8 | — | 114,000 | New | $120K | — | 0.04% | DBT |
| 629 | ELECTRICITE DE FRANCE SA | 000000000 | Dec 2024 | 100,000 | New | $120K | — | 0.04% | DBT |
| 630 | Citibank NA | 000000000 | Dec 2024 | 1 | New | $120K | — | 0.04% | DFE |
| 631 | HAMMERSON PLC | 000000000 | Dec 2024 | 100,000 | New | $120K | — | 0.04% | DBT |
| 632 | ROCKIES EXPRESS PIPELINE | 77340RAD9 | — | 120,000 | New | $119K | — | 0.03% | DBT |
| 633 | Government National Mortgage Association | 36179XDD5 | — | 129,197 | New | $119K | — | 0.03% | ABS-MBS |
| 634 | Popular Inc | 733174700 | — | 1,262 | New | $119K | — | 0.03% | EC |
| 635 | HELLENIC REPUBLIC | 000000000 | Dec 2024 | 110,000 | New | $118K | — | 0.03% | DBT |
| 636 | AREIT CRE Trust | 04002VAG6 | Dec 2024 | 119,000 | — | $118K | +6.4% | 0.03% | ABS-CBDO |
| 637 | LOGICOR FINANCING SARL | 000000000 | Dec 2024 | 110,000 | New | $117K | — | 0.03% | DBT |
| 638 | FHLMC Multifamily Structured Pass Through Certs. | 3137FTG43 | Dec 2024 | 1,420,926 | — | $115K | -23.0% | 0.03% | ABS-MBS |
| 639 | Onslow Bay Financial LLC | 67118KAA1 | — | 114,264 | New | $115K | — | 0.03% | ABS-MBS |
| 640 | FHLMC Multifamily Structured Pass Through Certs. | 3137FTZU4 | Dec 2024 | 1,365,340 | — | $115K | -21.0% | 0.03% | ABS-MBS |
| 641 | ARCELORMITTAL SA | 000000000 | Dec 2024 | 110,000 | New | $112K | — | 0.03% | DBT |
| 642 | Freddie Mac | 3128MJM64 | Dec 2024 | 114,538 | -29,395 | $111K | -22.2% | 0.03% | ABS-MBS |
| 643 | Verus Securitization Trust | 92540GAA6 | — | 108,882 | New | $110K | — | 0.03% | ABS-MBS |
| 644 | FHLMC Multifamily Structured Pass Through Certs. | 3137FWHX1 | Dec 2024 | 1,436,842 | — | $109K | -22.4% | 0.03% | ABS-MBS |
| 645 | ACCENTURE CAPITAL INC | 00440KAD5 | — | 114,000 | New | $108K | — | 0.03% | DBT |
| 646 | MEDTRONIC INC | 000000000 | Dec 2024 | 100,000 | New | $108K | — | 0.03% | DBT |
| 647 | Fannie Mae | 31417SBQ2 | Dec 2024 | 107,550 | -28,470 | $107K | -22.0% | 0.03% | ABS-MBS |
| 648 | ENGIE SA | 000000000 | Dec 2024 | 100,000 | New | $107K | — | 0.03% | DBT |
| 649 | PG&E CORP | 69331CAL2 | — | 97,000 | New | $105K | — | 0.03% | DBT |
| 650 | Fannie Mae | 31418DKQ4 | — | 127,249 | New | $105K | — | 0.03% | ABS-MBS |
| 651 | DSV FINANCE BV | 000000000 | Dec 2024 | 100,000 | New | $105K | — | 0.03% | DBT |
| 652 | ALIMENTATION COUCHE-TARD | 000000000 | Dec 2024 | 100,000 | New | $105K | — | 0.03% | DBT |
| 653 | Fannie Mae | 3138ENSU4 | Dec 2024 | 107,968 | -27,977 | $105K | -22.3% | 0.03% | ABS-MBS |
| 654 | DSV FINANCE BV | 000000000 | Dec 2024 | 100,000 | New | $105K | — | 0.03% | DBT |
| 655 | Boston Properties LP | 10112RAX2 | — | 106,000 | New | $104K | — | 0.03% | DBT |
| 656 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $104K | — | 0.03% | DFE |
| 657 | Inner Mongolia Yili Industrial Group Co Ltd | 000000000 | Dec 2024 | 25,100 | New | $104K | — | 0.03% | EC |
| 658 | Freddie Mac | 3133B9LB8 | Dec 2024 | 127,343 | -16,125 | $104K | -14.7% | 0.03% | ABS-MBS |
| 659 | DSV FINANCE BV | 000000000 | Dec 2024 | 100,000 | New | $104K | — | 0.03% | DBT |
| 660 | DANSKE BANK A/S | 000000000 | Dec 2024 | 100,000 | New | $103K | — | 0.03% | DBT |
| 661 | COMMERZBANK AG | 000000000 | Dec 2024 | 100,000 | New | $103K | — | 0.03% | DBT |
| 662 | COMMERZBANK AG | 000000000 | Dec 2024 | 100,000 | New | $103K | — | 0.03% | DBT |
| 663 | Fannie Mae | 3140XJXH1 | — | 101,840 | New | $102K | — | 0.03% | ABS-MBS |
| 664 | China Pacific Insurance Group Co Ltd | 000000000 | Dec 2024 | 31,400 | New | $102K | — | 0.03% | EC |
| 665 | FHLMC Multifamily Structured Pass Through Certs. | 3137FXZ50 | Dec 2024 | 6,688,083 | -32,742 | $101K | -24.5% | 0.03% | ABS-MBS |
| 666 | Government National Mortgage Association | 38379QC94 | — | 104,438 | New | $101K | — | 0.03% | ABS-MBS |
| 667 | Freddie Mac | 3133CA7G9 | — | 99,020 | New | $101K | — | 0.03% | ABS-MBS |
| 668 | ELM Trust 2024 | 26860XBC4 | — | 100,000 | New | $101K | — | 0.03% | ABS-MBS |
| 669 | Fannie Mae | 3140X9AL9 | — | 129,384 | New | $101K | — | 0.03% | ABS-MBS |
| 670 | FHLMC Multifamily Structured Pass Through Certs. | 3137FVNL2 | Dec 2024 | 1,615,349 | — | $101K | -22.8% | 0.03% | ABS-MBS |
| 671 | BDS Ltd | 05555MAA7 | — | 100,000 | New | $100K | — | 0.03% | ABS-CBDO |
| 672 | APA INFRASTRUCTURE LTD | 00188LAB3 | — | 102,000 | New | $100K | — | 0.03% | DBT |
| 673 | EQT Trust 2024-EXTR | 29439DAE1 | — | 100,000 | New | $100K | — | 0.03% | ABS-MBS |
| 674 | FHLMC Multifamily Structured Pass Through Certs. | 3137F84L4 | Dec 2024 | 1,823,916 | — | $99K | -19.9% | 0.03% | ABS-MBS |
| 675 | AREIT CRE Trust | 04002VAJ0 | Dec 2024 | 100,000 | — | $98K | +6.6% | 0.03% | ABS-CBDO |
| 676 | Freddie Mac | 3128M9BH4 | Dec 2024 | 98,380 | -32,725 | $98K | -26.2% | 0.03% | ABS-MBS |
| 677 | Freddie Mac | 3133KNEG4 | Dec 2024 | 119,112 | -19,500 | $98K | -16.8% | 0.03% | ABS-MBS |
| 678 | Onslow Bay Financial LLC | 67448NAA6 | — | 96,290 | New | $97K | — | 0.03% | ABS-MBS |
| 679 | Fannie Mae | 3140XGQ69 | Dec 2024 | 111,446 | -20,904 | $96K | -17.9% | 0.03% | ABS-MBS |
| 680 | Nomad Foods Ltd | 000000000 | Dec 2024 | 5,685 | New | $95K | — | 0.03% | EC |
| 681 | Fannie Mae | 31410LDU3 | Dec 2024 | 97,435 | -25,824 | $94K | -22.7% | 0.03% | ABS-MBS |
| 682 | BENCHMARK Mortgage Trust | 08163CBE8 | Dec 2024 | 2,013,367 | -11,450 | $93K | -24.6% | 0.03% | ABS-MBS |
| 683 | BOEING CO/THE | 097023DR3 | — | 88,000 | New | $92K | — | 0.03% | DBT |
| 684 | COPT DEFENSE PROP LP | 22003BAL0 | Dec 2024 | 95,000 | -261,000 | $92K | -70.5% | 0.03% | DBT |
| 685 | Fannie Mae | 31418EZN3 | — | 89,485 | New | $91K | — | 0.03% | ABS-MBS |
| 686 | FHLMC Multifamily Structured Pass Through Certs. | 3137H3EZ1 | Dec 2024 | 1,902,494 | — | $90K | -19.4% | 0.03% | ABS-MBS |
| 687 | Fannie Mae | 31419GP24 | Dec 2024 | 92,746 | -28,294 | $90K | -25.1% | 0.03% | ABS-MBS |
| 688 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $89K | — | 0.03% | DFE |
| 689 | BUNGE LTD FINANCE CORP | 120568BF6 | — | 94,000 | New | $89K | — | 0.03% | DBT |
| 690 | IG Group Holdings PLC | 000000000 | Dec 2024 | 7,129 | New | $88K | — | 0.03% | EC |
| 691 | AMERICAN TRANSMISSION SY | 030288AC8 | Dec 2024 | 104,000 | — | $88K | +3.3% | 0.03% | DBT |
| 692 | Citibank NA | 000000000 | Dec 2024 | 1 | New | $88K | — | 0.03% | DFE |
| 693 | BERKSHIRE HATHAWAY ENERG | 59562VBD8 | — | 92,000 | New | $87K | — | 0.03% | DBT |
| 694 | Finning International Inc | 318071404 | — | 3,213 | New | $85K | — | 0.02% | EC |
| 695 | WH Group Ltd | 000000000 | Dec 2024 | 109,000 | New | $84K | — | 0.02% | EC |
| 696 | GEA Group AG | 000000000 | Dec 2024 | 1,684 | New | $83K | — | 0.02% | EC |
| 697 | Euronext NV | 000000000 | Dec 2024 | -59 | New | $82K | — | 0.02% | DE |
| 698 | CH Robinson Worldwide Inc | 12541W209 | — | 793 | New | $82K | — | 0.02% | EC |
| 699 | DISCOVERY COMMUNICATIONS | 25470DBF5 | Dec 2024 | 87,000 | -371,000 | $81K | -79.6% | 0.02% | DBT |
| 700 | ARTHUR J GALLAGHER & CO | 04316JAF6 | — | 75,000 | New | $81K | — | 0.02% | DBT |
| 701 | Cenovus Energy Inc | 15135U109 | — | 5,311 | New | $81K | — | 0.02% | EC |
| 702 | Hong Kong Futures Exchange Ltd. | 000000000 | Dec 2024 | 43 | New | $80K | — | 0.02% | DE |
| 703 | HCA INC | 404121AK1 | — | 82,000 | New | $80K | — | 0.02% | DBT |
| 704 | WARNERMEDIA HOLDINGS INC | 55903VBC6 | — | 90,000 | New | $79K | — | 0.02% | DBT |
| 705 | FHLMC Multifamily Structured Pass Through Certs. | 3137H2NA8 | Dec 2024 | 1,499,257 | — | $79K | -16.5% | 0.02% | ABS-MBS |
| 706 | Fannie Mae | 3140F5DA8 | Dec 2024 | 87,842 | -15,731 | $79K | -17.9% | 0.02% | ABS-MBS |
| 707 | Freddie Mac | 3133BQTE6 | Dec 2024 | 77,050 | -172,925 | $78K | -69.3% | 0.02% | ABS-MBS |
| 708 | FHLMC Multifamily Structured Pass Through Certs. | 3137HHJ44 | — | 1,094,107 | New | $78K | — | 0.02% | ABS-MBS |
| 709 | Singapore Exchange Derivatives Clearing Ltd. | 000000000 | Dec 2024 | 90 | New | $77K | — | 0.02% | DE |
| 710 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $77K | — | 0.02% | DFE |
| 711 | Government National Mortgage Association | 21H062610 | — | 75,000 | New | $76K | — | 0.02% | ABS-MBS |
| 712 | Tata Consultancy Services Ltd | 000000000 | Dec 2024 | 1,598 | New | $76K | — | 0.02% | EC |
| 713 | HUNTINGTON INGALLS INDUS | 446413BB1 | — | 76,000 | New | $76K | — | 0.02% | DBT |
| 714 | PG&E CORP | 69331C306 | — | 1,503 | New | $75K | — | 0.02% | EP |
| 715 | Government National Mortgage Association | 36179YYX6 | — | 73,740 | New | $74K | — | 0.02% | ABS-MBS |
| 716 | Fannie Mae | 3140A3YP2 | — | 74,021 | New | $74K | — | 0.02% | ABS-MBS |
| 717 | National Stock Exchange Of India | 000000000 | Dec 2024 | -88 | New | $71K | — | 0.02% | DE |
| 718 | Fannie Mae | 31410KJU9 | Dec 2024 | 66,540 | -19,890 | $69K | -23.1% | 0.02% | ABS-MBS |
| 719 | Fannie Mae | 31403DBY4 | Dec 2024 | 69,176 | -23,089 | $69K | -26.9% | 0.02% | ABS-MBS |
| 720 | JERSEY CENTRAL PWR & LT | 476556DE2 | — | 70,000 | New | $68K | — | 0.02% | DBT |
| 721 | Freddie Mac | 3128M6VZ8 | Dec 2024 | 67,625 | -18,342 | $67K | -23.1% | 0.02% | ABS-MBS |
| 722 | Fannie Mae | 3140XEAU8 | Dec 2024 | 77,375 | -15,687 | $66K | -19.2% | 0.02% | ABS-MBS |
| 723 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $64K | — | 0.02% | DFE |
| 724 | BERKSHIRE HATHAWAY ENERG | 084659BF7 | — | 76,000 | New | $63K | — | 0.02% | DBT |
| 725 | MACQUARIE AIRFINANCE HLD | 55609NAE8 | — | 64,000 | New | $63K | — | 0.02% | DBT |
| 726 | GREAT AMERICA LEASING RECEIVABLES | 39154TCB2 | — | 60,240 | New | $60K | — | 0.02% | ABS-O |
| 727 | Fannie Mae | 31418EYP9 | — | 58,388 | New | $60K | — | 0.02% | ABS-MBS |
| 728 | Fannie Mae | 3140XCAQ1 | — | 74,873 | New | $58K | — | 0.02% | ABS-MBS |
| 729 | Freddie Mac | 3132DSA36 | — | 74,844 | New | $58K | — | 0.02% | ABS-MBS |
| 730 | Freddie Mac | 31292K2A4 | Dec 2024 | 59,998 | -15,871 | $58K | -22.7% | 0.02% | ABS-MBS |
| 731 | STORE CAPITAL LLC | 862121AD2 | — | 70,000 | New | $58K | — | 0.02% | DBT |
| 732 | Fannie Mae | 31418EE30 | — | 66,370 | New | $56K | — | 0.02% | ABS-MBS |
| 733 | Fannie Mae | 3140X54P5 | — | 67,913 | New | $56K | — | 0.02% | ABS-MBS |
| 734 | ROCKIES EXPRESS PIPELINE | 77340RAM9 | — | 58,000 | New | $55K | — | 0.02% | DBT |
| 735 | Merrill Lynch International | 000000000 | Dec 2024 | 1 | New | $55K | — | 0.02% | DFE |
| 736 | Merrill Lynch International | 000000000 | Dec 2024 | 1 | New | $55K | — | 0.02% | DFE |
| 737 | LCH Ltd. | 000000000 | Dec 2024 | 33,500,000 | New | $54K | — | 0.02% | DIR |
| 738 | ARTHUR J GALLAGHER & CO | 04316JAM1 | — | 54,000 | New | $53K | — | 0.02% | DBT |
| 739 | Citibank NA | 000000000 | Dec 2024 | 1 | New | $52K | — | 0.02% | DFE |
| 740 | FHLMC Multifamily Structured Pass Through Certs. | 3137F62R7 | Dec 2024 | 905,456 | — | $52K | -20.2% | 0.02% | ABS-MBS |
| 741 | Barclays Bank PLC | 000000000 | Dec 2024 | 1 | New | $52K | — | 0.02% | DFE |
| 742 | Aker BP ASA | 000000000 | Dec 2024 | 2,650 | New | $52K | — | 0.02% | EC |
| 743 | Deutsche Bank AG | 000000000 | Dec 2024 | 1 | New | $51K | — | 0.01% | DFE |
| 744 | Barclays Commercial Mortgage Securities LLC | 05492VAG0 | Dec 2024 | 963,737 | -26,891 | $51K | -29.3% | 0.01% | ABS-MBS |
| 745 | Fannie Mae | 3140QMZC1 | Dec 2024 | 60,642 | -9,728 | $50K | -16.5% | 0.01% | ABS-MBS |
| 746 | FHLMC Multifamily Structured Pass Through Certs. | 3137H4SM3 | Dec 2024 | 1,517,361 | — | $49K | -18.3% | 0.01% | ABS-MBS |
| 747 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $48K | — | 0.01% | DFE |
| 748 | Fannie Mae | 3140XDYN0 | Dec 2024 | 58,059 | -10,488 | $48K | -18.2% | 0.01% | ABS-MBS |
| 749 | Citibank NA | 000000000 | Dec 2024 | 1 | New | $46K | — | 0.01% | DFE |
| 750 | Government National Mortgage Association | 36179WLP1 | Dec 2024 | 54,740 | -10,520 | $46K | -19.3% | 0.01% | ABS-MBS |
| 751 | Options Clearing Corp. | 000000000 | Dec 2024 | 9 | New | $45K | — | 0.01% | DE |
| 752 | Government National Mortgage Association | 36179XX50 | — | 44,243 | New | $43K | — | 0.01% | ABS-MBS |
| 753 | Bank | 06542BBN6 | Dec 2024 | 1,230,189 | -8,002 | $42K | -21.1% | 0.01% | ABS-MBS |
| 754 | Government National Mortgage Association | 36179W2V9 | — | 48,409 | New | $42K | — | 0.01% | ABS-MBS |
| 755 | Merrill Lynch International | 000000000 | Dec 2024 | 1 | New | $41K | — | 0.01% | DFE |
| 756 | Fannie Mae | 3140QEAV4 | Dec 2024 | 48,989 | -9,317 | $41K | -19.0% | 0.01% | ABS-MBS |
| 757 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $40K | — | 0.01% | DFE |
| 758 | Fannie Mae | 31417VPC1 | Dec 2024 | 39,326 | -9,016 | $39K | -19.7% | 0.01% | ABS-MBS |
| 759 | ROCKIES EXPRESS PIPELINE | 77340RAR8 | — | 41,000 | New | $39K | — | 0.01% | DBT |
| 760 | Barclays Bank PLC | 000000000 | Dec 2024 | 1 | New | $38K | — | 0.01% | DFE |
| 761 | Freddie Mac | 3133KPF52 | Dec 2024 | 41,448 | -6,888 | $38K | -16.2% | 0.01% | ABS-MBS |
| 762 | Fannie Mae | 3140MGEZ0 | — | 46,554 | New | $38K | — | 0.01% | ABS-MBS |
| 763 | CNH Equipment Trust | 12664QAB0 | — | 36,835 | New | $37K | — | 0.01% | ABS-O |
| 764 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $37K | — | 0.01% | DFE |
| 765 | Fannie Mae | 3140QM3U6 | — | 45,990 | New | $36K | — | 0.01% | ABS-MBS |
| 766 | Freddie Mac | 3133A67D7 | Dec 2024 | 41,721 | -7,897 | $36K | -18.3% | 0.01% | ABS-MBS |
| 767 | Freddie Mac | 3133BAFE6 | Dec 2024 | 41,994 | -6,545 | $36K | -16.3% | 0.01% | ABS-MBS |
| 768 | Fannie Mae | 3140KG3Z4 | Dec 2024 | 40,896 | -2,262 | $34K | -8.5% | 0.01% | ABS-MBS |
| 769 | Freddie Mac | 3133KMZB4 | Dec 2024 | 39,059 | -6,411 | $32K | -16.8% | 0.01% | ABS-MBS |
| 770 | GFL ENVIRONMENTAL INC | 36168QAQ7 | — | 31,000 | New | $32K | — | 0.01% | DBT |
| 771 | Freddie Mac | 3132DWDY6 | — | 37,671 | New | $31K | — | 0.01% | ABS-MBS |
| 772 | Options Clearing Corp. | 000000000 | Dec 2024 | 40 | New | $30K | — | 0.01% | DE |
| 773 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $30K | — | 0.01% | DFE |
| 774 | Fannie Mae | 31417YRW9 | Dec 2024 | 29,988 | -8,912 | $30K | -24.1% | 0.01% | ABS-MBS |
| 775 | Freddie Mac | 3132E0A85 | — | 34,330 | New | $29K | — | 0.01% | ABS-MBS |
| 776 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $29K | — | 0.01% | DFE |
| 777 | Fannie Mae | 3140XGK40 | — | 34,082 | New | $28K | — | 0.01% | ABS-MBS |
| 778 | Fannie Mae | 3140KHW31 | Dec 2024 | 31,596 | -4,276 | $26K | -15.0% | 0.01% | ABS-MBS |
| 779 | Freddie Mac | 3128M73V6 | Dec 2024 | 26,051 | -9,450 | $26K | -28.7% | 0.01% | ABS-MBS |
| 780 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $25K | — | 0.01% | DFE |
| 781 | Fannie Mae | 31410KGB4 | Dec 2024 | 24,141 | -9,765 | $24K | -30.4% | 0.01% | ABS-MBS |
| 782 | Citibank NA | 000000000 | Dec 2024 | 1 | New | $24K | — | 0.01% | DFE |
| 783 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $24K | — | 0.01% | DFE |
| 784 | Freddie Mac | 3133B12X8 | — | 27,761 | New | $24K | — | 0.01% | ABS-MBS |
| 785 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $24K | — | 0.01% | DFE |
| 786 | Government National Mortgage Association | 3620AXZK7 | Dec 2024 | 23,501 | -8,265 | $23K | -27.9% | 0.01% | ABS-MBS |
| 787 | FHLMC Multifamily Structured Pass Through Certs. | 3137FTFW2 | Dec 2024 | 809,000 | — | $22K | -45.7% | 0.01% | ABS-MBS |
| 788 | Government National Mortgage Association | 36179XVS2 | — | 21,933 | New | $21K | — | 0.01% | ABS-MBS |
| 789 | Options Clearing Corp. | 000000000 | Dec 2024 | 9 | New | $21K | — | 0.01% | DE |
| 790 | Fannie Mae | 3140KFYV1 | Dec 2024 | 25,288 | -8,376 | $21K | -27.1% | 0.01% | ABS-MBS |
| 791 | Fannie Mae | 31418ECD0 | — | 23,588 | New | $21K | — | 0.01% | ABS-MBS |
| 792 | Fannie Mae | 3140KE2N7 | Dec 2024 | 24,485 | -8,100 | $20K | -27.1% | 0.01% | ABS-MBS |
| 793 | Fannie Mae | 3140KG4A8 | Dec 2024 | 24,492 | -4,675 | $20K | -18.7% | 0.01% | ABS-MBS |
| 794 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $20K | — | 0.01% | DFE |
| 795 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $20K | — | 0.01% | DFE |
| 796 | Fannie Mae | 31411UZX2 | Dec 2024 | 19,440 | -2,193 | $20K | -12.9% | 0.01% | ABS-MBS |
| 797 | The Montreal Exchange / Bourse De Montreal | 000000000 | Dec 2024 | 32 | New | $19K | — | 0.01% | DIR |
| 798 | Fannie Mae | 31418ECQ1 | — | 23,308 | New | $19K | — | 0.01% | ABS-MBS |
| 799 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $19K | — | 0.01% | DFE |
| 800 | Fannie Mae | 31418EBS8 | — | 22,031 | New | $18K | — | 0.01% | ABS-MBS |
| 801 | Fannie Mae | 31413RFX9 | Dec 2024 | 17,569 | -1,992 | $18K | -9.8% | 0.01% | ABS-MBS |
| 802 | Fannie Mae | 31418D6B3 | — | 22,827 | New | $18K | — | 0.01% | ABS-MBS |
| 803 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $18K | — | 0.01% | DFE |
| 804 | Eurex Deutschland | 000000000 | Dec 2024 | -48 | New | $18K | — | 0.01% | DIR |
| 805 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $17K | — | 0.01% | DFE |
| 806 | Deutsche Bank AG | 000000000 | Dec 2024 | 1 | New | $16K | — | 0.00% | DFE |
| 807 | UBS AG | 000000000 | Dec 2024 | 1 | New | $16K | — | 0.00% | DFE |
| 808 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $16K | — | 0.00% | DFE |
| 809 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $16K | — | 0.00% | DFE |
| 810 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $16K | — | 0.00% | DFE |
| 811 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $15K | — | 0.00% | DFE |
| 812 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $15K | — | 0.00% | DFE |
| 813 | Fannie Mae | 3140QKQL5 | Dec 2024 | 18,037 | -3,090 | $15K | -17.1% | 0.00% | ABS-MBS |
| 814 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $14K | — | 0.00% | DFE |
| 815 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $14K | — | 0.00% | DFE |
| 816 | ICE Futures Europe - Financial Products Division | 000000000 | Dec 2024 | -7 | New | $14K | — | 0.00% | DE |
| 817 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $13K | — | 0.00% | DFE |
| 818 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $13K | — | 0.00% | DFE |
| 819 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $13K | — | 0.00% | DFE |
| 820 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $12K | — | 0.00% | DFE |
| 821 | Fannie Mae | 31410KQ64 | Dec 2024 | 12,322 | -4,174 | $12K | -26.9% | 0.00% | ABS-MBS |
| 822 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $12K | — | 0.00% | DFE |
| 823 | LCH Ltd. | 000000000 | Dec 2024 | 20,400,000 | New | $12K | — | 0.00% | DIR |
| 824 | Deutsche Bank AG | 000000000 | Dec 2024 | 1 | New | $12K | — | 0.00% | DFE |
| 825 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $12K | — | 0.00% | DFE |
| 826 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $11K | — | 0.00% | DFE |
| 827 | Citibank NA | 000000000 | Dec 2024 | 1 | New | $11K | — | 0.00% | DFE |
| 828 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $10K | — | 0.00% | DFE |
| 829 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $10K | — | 0.00% | DFE |
| 830 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $10K | — | 0.00% | DFE |
| 831 | Options Clearing Corp. | 000000000 | Dec 2024 | 9 | New | $10K | — | 0.00% | DE |
| 832 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $10K | — | 0.00% | DFE |
| 833 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $10K | — | 0.00% | DFE |
| 834 | Barclays Bank PLC | 000000000 | Dec 2024 | 1 | New | $9K | — | 0.00% | DFE |
| 835 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $9K | — | 0.00% | DFE |
| 836 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $9K | — | 0.00% | DFE |
| 837 | Goldman Sachs International | 000000000 | Dec 2024 | 1 | New | $9K | — | 0.00% | DFE |
| 838 | Morgan Stanley Capital Services LLC | 000000000 | Dec 2024 | 1 | New | $9K | — | 0.00% | DFE |
| 839 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $8K | — | 0.00% | DFE |
| 840 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $8K | — | 0.00% | DFE |
| 841 | Goldman Sachs International | 000000000 | Dec 2024 | 1 | New | $8K | — | 0.00% | DFE |
| 842 | Freddie Mac | 31297CWY2 | Dec 2024 | 7,910 | -2,990 | $8K | -29.0% | 0.00% | ABS-MBS |
| 843 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $8K | — | 0.00% | DFE |
| 844 | Goldman Sachs International | 000000000 | Dec 2024 | 1 | New | $8K | — | 0.00% | DFE |
| 845 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $8K | — | 0.00% | DFE |
| 846 | Barclays Bank PLC | 000000000 | Dec 2024 | 1 | New | $7K | — | 0.00% | DFE |
| 847 | Goldman Sachs & Co. LLC | 000000000 | Dec 2024 | 137 | New | $7K | — | 0.00% | DE |
| 848 | Citibank NA | 000000000 | Dec 2024 | 1 | New | $7K | — | 0.00% | DFE |
| 849 | Citibank NA | 000000000 | Dec 2024 | 1 | New | $7K | — | 0.00% | DFE |
| 850 | Deutsche Bank AG | 000000000 | Dec 2024 | 1 | New | $7K | — | 0.00% | DFE |
| 851 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $7K | — | 0.00% | DFE |
| 852 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $7K | — | 0.00% | DFE |
| 853 | Fannie Mae | 31412MAJ7 | Dec 2024 | 6,355 | -2,373 | $7K | -27.0% | 0.00% | ABS-MBS |
| 854 | Barclays Bank PLC | 000000000 | Dec 2024 | 1 | New | $6K | — | 0.00% | DFE |
| 855 | Barclays Bank PLC | 000000000 | Dec 2024 | 1 | New | $6K | — | 0.00% | DFE |
| 856 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $6K | — | 0.00% | DFE |
| 857 | Citibank NA | 000000000 | Dec 2024 | 1 | New | $6K | — | 0.00% | DFE |
| 858 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $6K | — | 0.00% | DFE |
| 859 | Morgan Stanley Capital Services LLC | 000000000 | Dec 2024 | 1 | New | $6K | — | 0.00% | DFE |
| 860 | Small Business Administration Participation Certs | 83162CRA3 | Dec 2024 | 5,635 | -5,440 | $6K | -48.7% | 0.00% | ABS-O |
| 861 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $6K | — | 0.00% | DFE |
| 862 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $5K | — | 0.00% | DFE |
| 863 | Chicago Board of Trade | 000000000 | Dec 2024 | 125 | New | $5K | — | 0.00% | DIR |
| 864 | Citibank NA | 000000000 | Dec 2024 | 1 | New | $5K | — | 0.00% | DFE |
| 865 | Korea Exchange (Futures Market) | 000000000 | Dec 2024 | 37 | New | $5K | — | 0.00% | DE |
| 866 | Merrill Lynch International | 000000000 | Dec 2024 | 1 | New | $5K | — | 0.00% | DFE |
| 867 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $5K | — | 0.00% | DFE |
| 868 | Freddie Mac | 3128M4V42 | Dec 2024 | 4,578 | -1,613 | $5K | -28.2% | 0.00% | ABS-MBS |
| 869 | BNP Paribas SA | 000000000 | Dec 2024 | 1 | New | $4K | — | 0.00% | DFE |
| 870 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $4K | — | 0.00% | DFE |
| 871 | NatWest Markets PLC | 000000000 | Dec 2024 | 1 | New | $3K | — | 0.00% | DFE |
| 872 | Goldman Sachs International | 000000000 | Dec 2024 | 1 | New | $3K | — | 0.00% | DFE |
| 873 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $3K | — | 0.00% | DFE |
| 874 | Barclays Bank PLC | 000000000 | Dec 2024 | 1 | New | $3K | — | 0.00% | DFE |
| 875 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $3K | — | 0.00% | DFE |
| 876 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $3K | — | 0.00% | DFE |
| 877 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $3K | — | 0.00% | DFE |
| 878 | Barclays Bank PLC | 000000000 | Dec 2024 | 1 | New | $2K | — | 0.00% | DFE |
| 879 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $2K | — | 0.00% | DFE |
| 880 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $2K | — | 0.00% | DFE |
| 881 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $2K | — | 0.00% | DFE |
| 882 | Merrill Lynch International | 000000000 | Dec 2024 | 1 | New | $2K | — | 0.00% | DFE |
| 883 | Citibank NA | 000000000 | Dec 2024 | 1 | New | $2K | — | 0.00% | DFE |
| 884 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $2K | — | 0.00% | DFE |
| 885 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $2K | — | 0.00% | DFE |
| 886 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $2K | — | 0.00% | DFE |
| 887 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $2K | — | 0.00% | DFE |
| 888 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $2K | — | 0.00% | DFE |
| 889 | Freddie Mac | 3128PR3G2 | Dec 2024 | 1,382 | -8,439 | $1K | -85.6% | 0.00% | ABS-MBS |
| 890 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $1K | — | 0.00% | DFE |
| 891 | Freddie Mac | 3128PR3E7 | Dec 2024 | 1,208 | -8,024 | $1K | -86.8% | 0.00% | ABS-MBS |
| 892 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $784 | — | 0.00% | DFE |
| 893 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $305 | — | 0.00% | DFE |
| 894 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $270 | — | 0.00% | DFE |
| 895 | Morgan Stanley Capital Services LLC | 000000000 | Dec 2024 | 1 | New | $224 | — | 0.00% | DFE |
| 896 | UBS AG | 000000000 | Dec 2024 | 1 | New | $152 | — | 0.00% | DFE |
| 897 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $147 | — | 0.00% | DFE |
| 898 | Fannie Mae | 31418PTW5 | Dec 2024 | 142 | -5,291 | $141 | -97.4% | 0.00% | ABS-MBS |
| 899 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $99 | — | 0.00% | DFE |
| 900 | Morgan Stanley Capital Services LLC | 000000000 | Dec 2024 | 1 | New | $96 | — | 0.00% | DFE |
| 901 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $65 | — | 0.00% | DFE |
| 902 | Sberbank of Russia PJSC | 000000000 | Dec 2024 | 137,348 | New | $0 | — | 0.00% | EC |
| 903 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $-35 | — | -0.00% | DFE |
| 904 | Citibank NA | 000000000 | Dec 2024 | 1 | New | $-39 | — | -0.00% | DFE |
| 905 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-90 | — | -0.00% | DFE |
| 906 | Goldman Sachs International | 000000000 | Dec 2024 | 1 | New | $-129 | — | -0.00% | DFE |
| 907 | Goldman Sachs International | 000000000 | Dec 2024 | 1 | New | $-237 | — | -0.00% | DFE |
| 908 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $-251 | — | -0.00% | DFE |
| 909 | Barclays Bank PLC | 000000000 | Dec 2024 | 1 | New | $-630 | — | -0.00% | DFE |
| 910 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-654 | — | -0.00% | DFE |
| 911 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $-1099 | — | -0.00% | DFE |
| 912 | Merrill Lynch International | 000000000 | Dec 2024 | 1 | New | $-1106 | — | -0.00% | DFE |
| 913 | Merrill Lynch International | 000000000 | Dec 2024 | 1 | New | $-1230 | — | -0.00% | DFE |
| 914 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-2331 | — | -0.00% | DFE |
| 915 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-2594 | — | -0.00% | DFE |
| 916 | Citibank NA | 000000000 | Dec 2024 | 1 | New | $-2977 | — | -0.00% | DFE |
| 917 | UBS AG | 000000000 | Dec 2024 | 1 | New | $-3364 | — | -0.00% | DFE |
| 918 | Citibank NA | 000000000 | Dec 2024 | 1 | New | $-3366 | — | -0.00% | DFE |
| 919 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-3569 | — | -0.00% | DFE |
| 920 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $-3894 | — | -0.00% | DFE |
| 921 | Merrill Lynch International | 000000000 | Dec 2024 | 1 | New | $-3906 | — | -0.00% | DFE |
| 922 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-3926 | — | -0.00% | DFE |
| 923 | UBS AG | 000000000 | Dec 2024 | 1 | New | $-4267 | — | -0.00% | DFE |
| 924 | Deutsche Bank AG | 000000000 | Dec 2024 | 1 | New | $-4290 | — | -0.00% | DFE |
| 925 | Osaka Exchange | 000000000 | Dec 2024 | 2 | New | $-4849 | — | -0.00% | DIR |
| 926 | Barclays Bank PLC | 000000000 | Dec 2024 | 1 | New | $-6249 | — | -0.00% | DFE |
| 927 | Goldman Sachs International | 000000000 | Dec 2024 | 1 | New | $-7352 | — | -0.00% | DFE |
| 928 | UBS AG | 000000000 | Dec 2024 | 1 | New | $-7878 | — | -0.00% | DFE |
| 929 | Eurex Deutschland | 000000000 | Dec 2024 | 1 | New | $-9033 | — | -0.00% | DIR |
| 930 | Goldman Sachs International | 000000000 | Dec 2024 | 1 | New | $-9449 | — | -0.00% | DFE |
| 931 | Morgan Stanley Capital Services LLC | 000000000 | Dec 2024 | 1 | New | $-9450 | — | -0.00% | DFE |
| 932 | Goldman Sachs International | 000000000 | Dec 2024 | 1 | New | $-10674 | — | -0.00% | DFE |
| 933 | UBS AG | 000000000 | Dec 2024 | 1 | New | $-10863 | — | -0.00% | DFE |
| 934 | UBS AG | 000000000 | Dec 2024 | 1 | New | $-11210 | — | -0.00% | DFE |
| 935 | NatWest Markets PLC | 000000000 | Dec 2024 | 1 | New | $-11942 | — | -0.00% | DFE |
| 936 | UBS AG | 000000000 | Dec 2024 | 1 | New | $-12083 | — | -0.00% | DFE |
| 937 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $-12566 | — | -0.00% | DFE |
| 938 | Barclays Bank PLC | 000000000 | Dec 2024 | 1 | New | $-13035 | — | -0.00% | DFE |
| 939 | Merrill Lynch International | 000000000 | Dec 2024 | 1 | New | $-13221 | — | -0.00% | DFE |
| 940 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $-13351 | — | -0.00% | DFE |
| 941 | Options Clearing Corp. | 000000000 | Dec 2024 | -40 | New | $-14400 | — | -0.00% | DE |
| 942 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $-15162 | — | -0.00% | DFE |
| 943 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $-15409 | — | -0.00% | DFE |
| 944 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-15822 | — | -0.00% | DFE |
| 945 | UBS AG | 000000000 | Dec 2024 | 1 | New | $-16094 | — | -0.00% | DFE |
| 946 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $-17263 | — | -0.01% | DFE |
| 947 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $-17287 | — | -0.01% | DFE |
| 948 | Citibank NA | 000000000 | Dec 2024 | 1 | New | $-19579 | — | -0.01% | DFE |
| 949 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-20629 | — | -0.01% | DFE |
| 950 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $-21570 | — | -0.01% | DFE |
| 951 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $-21972 | — | -0.01% | DFE |
| 952 | Barclays Bank PLC | 000000000 | Dec 2024 | 1 | New | $-22490 | — | -0.01% | DFE |
| 953 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $-22601 | — | -0.01% | DFE |
| 954 | Deutsche Bank AG | 000000000 | Dec 2024 | 1 | New | $-22920 | — | -0.01% | DFE |
| 955 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-23455 | — | -0.01% | DFE |
| 956 | Merrill Lynch International | 000000000 | Dec 2024 | 1 | New | $-23803 | — | -0.01% | DFE |
| 957 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-30128 | — | -0.01% | DFE |
| 958 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-30699 | — | -0.01% | DFE |
| 959 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-31272 | — | -0.01% | DFE |
| 960 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $-31650 | — | -0.01% | DFE |
| 961 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $-33062 | — | -0.01% | DFE |
| 962 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-33913 | — | -0.01% | DFE |
| 963 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $-34281 | — | -0.01% | DFE |
| 964 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-35150 | — | -0.01% | DFE |
| 965 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-35388 | — | -0.01% | DFE |
| 966 | Barclays Bank PLC | 000000000 | Dec 2024 | 1 | New | $-35808 | — | -0.01% | DFE |
| 967 | Borsa Istanbul | 000000000 | Dec 2024 | 2,321 | New | $-37037 | — | -0.01% | DE |
| 968 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $-37451 | — | -0.01% | DFE |
| 969 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $-38265 | — | -0.01% | DFE |
| 970 | The Montreal Exchange / Bourse De Montreal | 000000000 | Dec 2024 | -31 | New | $-38319 | — | -0.01% | DIR |
| 971 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-38720 | — | -0.01% | DFE |
| 972 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $-39597 | — | -0.01% | DFE |
| 973 | Goldman Sachs & Co. LLC | 000000000 | Dec 2024 | 400,000 | New | $-40047 | — | -0.01% | DCR |
| 974 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $-40558 | — | -0.01% | DFE |
| 975 | Barclays Bank PLC | 000000000 | Dec 2024 | 1 | New | $-42065 | — | -0.01% | DFE |
| 976 | Chicago Board of Trade | 000000000 | Dec 2024 | 70 | New | $-44716 | — | -0.01% | DIR |
| 977 | Merrill Lynch International | 000000000 | Dec 2024 | 1 | New | $-46437 | — | -0.01% | DFE |
| 978 | Osaka Exchange | 000000000 | Dec 2024 | -35 | New | $-51133 | — | -0.01% | DE |
| 979 | Deutsche Bank AG | 000000000 | Dec 2024 | 1 | New | $-55465 | — | -0.02% | DFE |
| 980 | Chicago Board of Trade | 000000000 | Dec 2024 | 24 | New | $-56276 | — | -0.02% | DIR |
| 981 | Italian Derivatives Market | 000000000 | Dec 2024 | 18 | New | $-61963 | — | -0.02% | DE |
| 982 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-63990 | — | -0.02% | DFE |
| 983 | Barclays Bank PLC | 000000000 | Dec 2024 | 1 | New | $-73912 | — | -0.02% | DFE |
| 984 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-73983 | — | -0.02% | DFE |
| 985 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-73983 | — | -0.02% | DFE |
| 986 | Merrill Lynch International | 000000000 | Dec 2024 | 1 | New | $-74187 | — | -0.02% | DFE |
| 987 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $-84076 | — | -0.02% | DFE |
| 988 | HSBC Bank USA NA | 000000000 | Dec 2024 | 1 | New | $-94357 | — | -0.03% | DFE |
| 989 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $-105984 | — | -0.03% | DFE |
| 990 | LCH Ltd. | 000000000 | Dec 2024 | 113,700,000 | New | $-157768 | — | -0.05% | DIR |
| 991 | Eurex Deutschland | 000000000 | Dec 2024 | 120 | New | $-171685 | — | -0.05% | DIR |
| 992 | Meff Financial Derivatives | 000000000 | Dec 2024 | 82 | New | $-181086 | — | -0.05% | DE |
| 993 | Nasdaq Stockholm AB | 000000000 | Dec 2024 | 292 | New | $-189883 | — | -0.06% | DE |
| 994 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-203959 | — | -0.06% | DFE |
| 995 | Eurex Deutschland | 000000000 | Dec 2024 | 16 | New | $-204110 | — | -0.06% | DE |
| 996 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-210918 | — | -0.06% | DFE |
| 997 | ASX Clear (Futures) | 000000000 | Dec 2024 | 229 | New | $-253989 | — | -0.07% | DIR |
| 998 | ICE Futures Europe - Financial Products Division | 000000000 | Dec 2024 | 105 | New | $-263716 | — | -0.08% | DIR |
| 999 | The Montreal Exchange / Bourse De Montreal | 000000000 | Dec 2024 | 45 | New | $-274923 | — | -0.08% | DE |
| 1000 | LCH Ltd. | 000000000 | Dec 2024 | 47,400,000 | New | $-316855 | — | -0.09% | DIR |
| 1001 | State Street Bank & Trust Co. | 000000000 | Dec 2024 | 1 | New | $-338528 | — | -0.10% | DFE |
| 1002 | Mercado Mexicano De Derivados | 000000000 | Dec 2024 | 337 | New | $-353254 | — | -0.10% | DE |
| 1003 | Merrill Lynch International | 000000000 | Dec 2024 | 1 | New | $-465183 | — | -0.14% | DFE |
| 1004 | JPMorgan Chase Bank NA | 000000000 | Dec 2024 | 1 | New | $-509968 | — | -0.15% | DFE |
| ✕ | Merck & Co Inc | 58933Y105 | — | 31,064 | Exited | $3.4M | — | — | — |
| ✕ | CANADIAN GOVERNMENT | 135087M84 | — | 4,644,000 | Exited | $3.1M | — | — | — |
| ✕ | Texas Instruments Inc | 882508104 | — | 11,560 | Exited | $1.9M | — | — | — |
| ✕ | United States Treasury | 912810SQ2 | — | 3,001,000 | Exited | $1.9M | — | — | — |
| ✕ | Fannie Mae | 3140MPWE7 | — | 1,989,406 | Exited | $1.7M | — | — | — |
| ✕ | United States Treasury | 912796XY0 | — | 1,350,000 | Exited | $1.3M | — | — | — |
| ✕ | REPUBLICA ORIENT URUGUAY | 917288BK7 | — | 1,309,000 | Exited | $1.3M | — | — | — |
| ✕ | FHLMC Multifamily Structured Pass Through Certs. | 3137FCLD4 | — | 1,303,000 | Exited | $1.2M | — | — | — |
| ✕ | Ingersoll Rand Inc | 45687V106 | — | 22,565 | Exited | $1.2M | — | — | — |
| ✕ | Engie Energia Chile SA | 268270AD7 | — | 1,180,000 | Exited | $1.2M | — | — | — |
| ✕ | WESTINGHOUSE AIR BRAKE | 960386AM2 | — | 1,170,000 | Exited | $1.1M | — | — | — |
| ✕ | JPMORGAN CHASE & CO | 46647PBN5 | — | 1,629,000 | Exited | $1.1M | — | — | — |
| ✕ | AERCAP IRELAND CAP/GLOBA | 00774MAB1 | — | 1,173,000 | Exited | $1.1M | — | — | — |
| ✕ | TENGIZCHEVROIL FIN CO IN | 88034QAA5 | — | 1,200,000 | Exited | $1.0M | — | — | — |
| ✕ | UNITED MEXICAN STATES | 91087BAM2 | — | 1,246,000 | Exited | $1.0M | — | — | — |
| ✕ | Fannie Mae | 3140N55Y6 | — | 999,999 | Exited | $1.0M | — | — | — |
| ✕ | CGI Inc | 12532H104 | — | 11,503 | Exited | $1.0M | — | — | — |
| ✕ | Boston Scientific Corp | 101137107 | — | 21,266 | Exited | $1.0M | — | — | — |
| ✕ | Taiwan Semiconductor Manufacturing Co Ltd | 874039100 | — | 12,904 | Exited | $1.0M | — | — | — |
| ✕ | PLAINS ALL AMER PIPELINE | 72650RBM3 | — | 1,023,000 | Exited | $0.9M | — | — | — |
| ✕ | Canadian Pacific Railway Ltd | 13645T100 | — | 11,508 | Exited | $0.9M | — | — | — |
| ✕ | WASTE CONNECTIONS INC | 94106BAF8 | — | 899,000 | Exited | $0.8M | — | — | — |
| ✕ | Freddie Mac | 3132DWDC4 | — | 1,003,601 | Exited | $0.8M | — | — | — |
| ✕ | GOLDMAN SACHS GROUP INC | 38141GYJ7 | — | 1,050,000 | Exited | $0.8M | — | — | — |
| ✕ | LoanCore 2021-CRE5 Issuer, Ltd | 53947XAE2 | — | 865,000 | Exited | $0.8M | — | — | — |
| ✕ | MF1 Multifamily Housing Mortgage Loan Trust | 55282XAE0 | — | 847,500 | Exited | $0.8M | — | — | — |
| ✕ | Nasdaq Inc | 631103108 | — | 13,072 | Exited | $0.8M | — | — | — |
| ✕ | VICI PROPERTIES LP | 925650AC7 | — | 831,000 | Exited | $0.8M | — | — | — |
| ✕ | TORONTO-DOMINION BANK | 89115A2C5 | — | 801,000 | Exited | $0.8M | — | — | — |
| ✕ | J M Smucker Co/The | 832696405 | — | 4,600 | Exited | $0.7M | — | — | — |
| ✕ | VERIZON COMMUNICATIONS | 92343VGJ7 | — | 876,000 | Exited | $0.7M | — | — | — |
| ✕ | Credit Acceptance Auto Loan Trust | 22535GAA0 | — | 738,000 | Exited | $0.7M | — | — | — |
| ✕ | Equitable Holdings Inc | 29452E101 | — | 24,135 | Exited | $0.7M | — | — | — |
| ✕ | CONSTELLATION BRANDS INC | 21036PBE7 | — | 776,000 | Exited | $0.7M | — | — | — |
| ✕ | DICK'S SPORTING GOODS | 253393AF9 | — | 852,000 | Exited | $0.7M | — | — | — |
| ✕ | ONTARIO (PROVINCE OF) | 68333ZAL1 | — | 1,463,000 | Exited | $0.7M | — | — | — |
| ✕ | MF1 Multifamily Housing Mortgage Loan Trust | 55282XAC4 | — | 677,000 | Exited | $0.7M | — | — | — |
| ✕ | Enel SpA | 29265WAA6 | — | 638,000 | Exited | $0.6M | — | — | — |
| ✕ | Yum China Holdings Inc | 98850P109 | — | 11,681 | Exited | $0.6M | — | — | — |
| ✕ | Fannie Mae | 31418ECP3 | — | 776,888 | Exited | $0.6M | — | — | — |
| ✕ | Vulcan Materials Co | 929160109 | — | 3,498 | Exited | $0.6M | — | — | — |
| ✕ | Gilead Sciences Inc | 375558103 | — | 7,023 | Exited | $0.6M | — | — | — |
| ✕ | WARNERMEDIA HOLDINGS INC | 55903VAL7 | — | 725,000 | Exited | $0.6M | — | — | — |
| ✕ | Arbor Realty Collateralized Loan Obligation Ltd | 03880VAC4 | — | 600,000 | Exited | $0.6M | — | — | — |
| ✕ | PFP III | 69290LAC1 | — | 612,469 | Exited | $0.6M | — | — | — |
| ✕ | Northrop Grumman Corp | 666807102 | — | 1,050 | Exited | $0.6M | — | — | — |
| ✕ | MITSUBISHI UFJ FIN GRP | 606822CB8 | — | 735,000 | Exited | $0.6M | — | — | — |
| ✕ | Acres PLC | 00500JAE3 | — | 604,000 | Exited | $0.6M | — | — | — |
| ✕ | COMCAST CORP | 20030NDH1 | — | 685,000 | Exited | $0.6M | — | — | — |
| ✕ | AUTOZONE INC | 053332BB7 | — | 582,000 | Exited | $0.6M | — | — | — |
| ✕ | EXPORT-IMPORT BK INDIA | 30216KAA0 | — | 600,000 | Exited | $0.6M | — | — | — |
| ✕ | KRAFT HEINZ FOODS CO | 50077LBC9 | — | 586,000 | Exited | $0.6M | — | — | — |
| ✕ | EXPORT-IMPORT BK INDIA | 30216KAC6 | — | 600,000 | Exited | $0.6M | — | — | — |
| ✕ | CNH INDUSTRIAL CAP LLC | 12592BAL8 | — | 611,000 | Exited | $0.6M | — | — | — |
| ✕ | Bank of America Corp | 06051GFX2 | — | 579,000 | Exited | $0.6M | — | — | — |
| ✕ | WP CAREY INC | 92936UAG4 | — | 681,000 | Exited | $0.5M | — | — | — |
| ✕ | ERAC USA Finance LLC | 26882PBE1 | — | 494,000 | Exited | $0.5M | — | — | — |
| ✕ | Eni SpA | 26874RAJ7 | — | 578,000 | Exited | $0.5M | — | — | — |
| ✕ | Apple Inc | 037833BW9 | — | 536,000 | Exited | $0.5M | — | — | — |
| ✕ | Archer-Daniels-Midland Co | 039483102 | — | 5,647 | Exited | $0.5M | — | — | — |
| ✕ | UNICREDIT SPA | 904678AU3 | — | 590,000 | Exited | $0.5M | — | — | — |
| ✕ | Morgan Stanley | 61761J3R8 | — | 555,000 | Exited | $0.5M | — | — | — |
| ✕ | VIRGINIA ELEC & POWER CO | 927804GB4 | — | 581,000 | Exited | $0.5M | — | — | — |
| ✕ | Government National Mortgage Association | 36179XFH4 | — | 521,300 | Exited | $0.5M | — | — | — |
| ✕ | PT Pertamina (Persero) | 69370RAD9 | — | 550,000 | Exited | $0.5M | — | — | — |
| ✕ | PROVINCE OF ALBERTA | 013051DB0 | — | 665,000 | Exited | $0.5M | — | — | — |
| ✕ | Magna International Inc | 559222401 | — | 8,693 | Exited | $0.5M | — | — | — |
| ✕ | GLENCORE FUNDING LLC | 378272BE7 | — | 590,000 | Exited | $0.5M | — | — | — |
| ✕ | RAYTHEON TECH CORP | 75513ECL3 | — | 745,000 | Exited | $0.5M | — | — | — |
| ✕ | CORP ANDINA DE FOMENTO | 219868CD6 | — | 530,000 | Exited | $0.5M | — | — | — |
| ✕ | ALCON FINANCE CORP | 01400EAC7 | — | 626,000 | Exited | $0.5M | — | — | — |
| ✕ | HCA Inc | 404119BT5 | — | 470,000 | Exited | $0.5M | — | — | — |
| ✕ | Equifax Inc | 294429105 | — | 2,365 | Exited | $0.5M | — | — | — |
| ✕ | ENBRIDGE INC | 29250NAT2 | — | 680,000 | Exited | $0.5M | — | — | — |
| ✕ | EVERGY INC | 30034WAB2 | — | 527,000 | Exited | $0.5M | — | — | — |
| ✕ | State of Qatar | 74727PBA8 | — | 462,000 | Exited | $0.5M | — | — | — |
| ✕ | Minnesota Housing Finance Agency | 60416TSV1 | — | 455,000 | Exited | $0.4M | — | — | — |
| ✕ | Small Business Administration Participation Certs | 83162CVK6 | — | 473,080 | Exited | $0.4M | — | — | — |
| ✕ | ENEL FINANCE INTL NV | 29278GAC2 | — | 543,000 | Exited | $0.4M | — | — | — |
| ✕ | KOREA HYDRO & NUCLEAR PO | 50064YAQ6 | — | 428,000 | Exited | $0.4M | — | — | — |
| ✕ | CANADIAN PACIFIC RAILWAY | 13645RBF0 | — | 487,000 | Exited | $0.4M | — | — | — |
| ✕ | TAPESTRY INC | 876030AA5 | — | 516,000 | Exited | $0.4M | — | — | — |
| ✕ | VULCAN MATERIALS CO | 929160AZ2 | — | 453,000 | Exited | $0.4M | — | — | — |
| ✕ | REPUBLIC OF INDONESIA | 455780DJ2 | — | 440,000 | Exited | $0.4M | — | — | — |
| ✕ | Arbor Realty Collateralized Loan Obligation Ltd | 03881EAG2 | — | 426,500 | Exited | $0.4M | — | — | — |
| ✕ | Exelon Corp | 30161N101 | — | 9,146 | Exited | $0.4M | — | — | — |
| ✕ | RECKITT BENCKISER TSY | 75625QAE9 | — | 425,000 | Exited | $0.4M | — | — | — |
| ✕ | Danaher Corp | 235851102 | — | 1,479 | Exited | $0.4M | — | — | — |
| ✕ | FHLMC Multifamily Structured Pass Through Certs. | 3137FEZU7 | — | 400,000 | Exited | $0.4M | — | — | — |
| ✕ | BRIXMOR OPERATING PART | 11120VAJ2 | — | 445,000 | Exited | $0.4M | — | — | — |
| ✕ | AUST & NZ BANKING GROUP | 052528AM8 | — | 528,000 | Exited | $0.4M | — | — | — |
| ✕ | REPUBLIC OF SOUTH AFRICA | 836205BC7 | — | 429,000 | Exited | $0.4M | — | — | — |
| ✕ | Thermo Fisher Scientific Inc | 883556102 | — | 689 | Exited | $0.4M | — | — | — |
| ✕ | LXP INDUSTRIAL TRUST | 529043AE1 | — | 466,000 | Exited | $0.4M | — | — | — |
| ✕ | GOLDMAN SACHS GROUP INC | 38141GZN7 | — | 503,000 | Exited | $0.4M | — | — | — |
| ✕ | CORPORATE OFFICE PROP LP | 22003BAM8 | — | 490,000 | Exited | $0.4M | — | — | — |
| ✕ | Freddie Mac | 3133BEW58 | — | 417,322 | Exited | $0.4M | — | — | — |
| ✕ | PROSUS NV | 74365PAA6 | — | 440,000 | Exited | $0.4M | — | — | — |
| ✕ | ROGERS COMMUNICATIONS IN | 775109CC3 | — | 413,000 | Exited | $0.4M | — | — | — |
| ✕ | SABINE PASS LIQUEFACTION | 785592AS5 | — | 356,000 | Exited | $0.3M | — | — | — |
| ✕ | Acres PLC | 00500JAC7 | — | 370,000 | Exited | $0.3M | — | — | — |
| ✕ | THERMO FISHER SCIENTIFIC | 883556CK6 | — | 409,000 | Exited | $0.3M | — | — | — |
| ✕ | LoanCore 2021-CRE5 Issuer, Ltd | 53947XAG7 | — | 367,000 | Exited | $0.3M | — | — | — |
| ✕ | AON CORP/AON GLOBAL HOLD | 03740LAC6 | — | 420,000 | Exited | $0.3M | — | — | — |
| ✕ | CarMax Auto Owner Trust | 14317HAD3 | — | 355,000 | Exited | $0.3M | — | — | — |
| ✕ | SLM Corp | 78442P106 | — | 20,474 | Exited | $0.3M | — | — | — |
| ✕ | UNITED MEXICAN STATES | 91087BAN0 | — | 534,000 | Exited | $0.3M | — | — | — |
| ✕ | ALLIANZ SE | 018820AA8 | — | 400,000 | Exited | $0.3M | — | — | — |
| ✕ | INTL FLAVOR & FRAGRANCES | 459506AP6 | — | 399,000 | Exited | $0.3M | — | — | — |
| ✕ | HYUNDAI CAPITAL AMERICA | 44891ABX4 | — | 400,000 | Exited | $0.3M | — | — | — |
| ✕ | ANGLO AMERICAN CAPITAL | 034863AW0 | — | 326,000 | Exited | $0.3M | — | — | — |
| ✕ | MICROSOFT CORP | 594918CE2 | — | 455,000 | Exited | $0.3M | — | — | — |
| ✕ | AIRPORT AUTHORITY HK | 00946AAE4 | — | 453,000 | Exited | $0.3M | — | — | — |
| ✕ | TPG Real Estate Finance | 87276WAA1 | — | 325,500 | Exited | $0.3M | — | — | — |
| ✕ | VIRGINIA ELEC & POWER CO | 927804FX7 | — | 330,000 | Exited | $0.3M | — | — | — |
| ✕ | SABINE PASS LIQUEFACTION | 785592AX4 | — | 335,000 | Exited | $0.3M | — | — | — |
| ✕ | Extra Space Storage Inc | 30225T102 | — | 2,088 | Exited | $0.3M | — | — | — |
| ✕ | Government National Mortgage Association | 36179XHX7 | — | 323,458 | Exited | $0.3M | — | — | — |
| ✕ | Visa Inc | 92826CAJ1 | — | 372,000 | Exited | $0.3M | — | — | — |
| ✕ | REPUBLIC OF PHILIPPINES | 718286CR6 | — | 325,000 | Exited | $0.3M | — | — | — |
| ✕ | Regions Financial Corp | 7591EP100 | — | 13,243 | Exited | $0.3M | — | — | — |
| ✕ | Time Warner Cable LLC | 88732JBD9 | — | 388,000 | Exited | $0.3M | — | — | — |
| ✕ | Simon Property Group Inc | 828806109 | — | 2,408 | Exited | $0.3M | — | — | — |
| ✕ | JBS USA/FOOD/FINANCE | 46590XAF3 | — | 341,000 | Exited | $0.3M | — | — | — |
| ✕ | BOSTON SCIENTIFIC CORP | 101137206 | — | 2,435 | Exited | $0.3M | — | — | — |
| ✕ | MARSH & MCLENNAN COS INC | 571748BN1 | — | 340,000 | Exited | $0.3M | — | — | — |
| ✕ | Barclays Commercial Mortgage Securities LLC | 054975AJ6 | — | 265,075 | Exited | $0.3M | — | — | — |
| ✕ | HUNGARY | 445545AQ9 | — | 294,000 | Exited | $0.3M | — | — | — |
| ✕ | AVOLON HOLDINGS FNDG LTD | 05401AAP6 | — | 335,000 | Exited | $0.3M | — | — | — |
| ✕ | Albertsons Cos Inc | 013091103 | — | 12,628 | Exited | $0.3M | — | — | — |
| ✕ | CROWN CASTLE INC | 22822VAC5 | — | 275,000 | Exited | $0.3M | — | — | — |
| ✕ | ROYAL CARIBBEAN CRUISES | 780153BH4 | — | 322,000 | Exited | $0.3M | — | — | — |
| ✕ | ENERGY TRANSFER LP | 29273VAP5 | — | 258,000 | Exited | $0.3M | — | — | — |
| ✕ | CHARTER COMM OPT LLC/CAP | 161175AZ7 | — | 262,000 | Exited | $0.3M | — | — | — |
| ✕ | Huntington Ingalls Industries Inc | 446413106 | — | 1,103 | Exited | $0.3M | — | — | — |
| ✕ | VERIZON COMMUNICATIONS | 92343VGH1 | — | 291,000 | Exited | $0.3M | — | — | — |
| ✕ | Government National Mortgage Association | 21H052611 | — | 250,000 | Exited | $0.3M | — | — | — |
| ✕ | Fannie Mae | 3140N5MY7 | — | 249,999 | Exited | $0.3M | — | — | — |
| ✕ | COREBRIDGE FINANCIAL INC | 21871XAJ8 | — | 297,000 | Exited | $0.2M | — | — | — |
| ✕ | Capital Automotive Reit | 12510HAD2 | — | 259,939 | Exited | $0.2M | — | — | — |
| ✕ | PHILIP MORRIS INTL INC | 718172CV9 | — | 241,000 | Exited | $0.2M | — | — | — |
| ✕ | AVOLON HOLDINGS FNDG LTD | 05401AAG6 | — | 266,000 | Exited | $0.2M | — | — | — |
| ✕ | Fannie Mae | 3140QNDE9 | — | 274,182 | Exited | $0.2M | — | — | — |
| ✕ | AVOLON HOLDINGS FNDG LTD | 05401AAL5 | — | 263,000 | Exited | $0.2M | — | — | — |
| ✕ | AT&T Inc | 00206R102 | — | 12,910 | Exited | $0.2M | — | — | — |
| ✕ | Navistar Financial Dealer Note Master Trust | 63938PBR9 | — | 236,000 | Exited | $0.2M | — | — | — |
| ✕ | Pioneer Natural Resources Co | 723787107 | — | 1,032 | Exited | $0.2M | — | — | — |
| ✕ | National Retail Properties Inc | 637417106 | — | 5,095 | Exited | $0.2M | — | — | — |
| ✕ | AMERIPRISE FINANCIAL INC | 03076CAL0 | — | 240,000 | Exited | $0.2M | — | — | — |
| ✕ | American Electric Power Co Inc | 025537101 | — | 2,403 | Exited | $0.2M | — | — | — |
| ✕ | PFP III | 69290LAE7 | — | 239,988 | Exited | $0.2M | — | — | — |
| ✕ | Oklahoma Development Finance Authority | 67884XCP0 | — | 275,000 | Exited | $0.2M | — | — | — |
| ✕ | PROSUS NV | 74365PAE8 | — | 360,000 | Exited | $0.2M | — | — | — |
| ✕ | PFP III | 69357XAE1 | — | 238,000 | Exited | $0.2M | — | — | — |
| ✕ | ROGERS COMMUNICATIONS IN | 775109BP5 | — | 316,000 | Exited | $0.2M | — | — | — |
| ✕ | Freddie Mac | 3132DWFB4 | — | 250,119 | Exited | $0.2M | — | — | — |
| ✕ | Petroleo Brasileiro SA | 71654V101 | — | 21,218 | Exited | $0.2M | — | — | — |
| ✕ | BROADCOM INC | 11135FBL4 | — | 240,000 | Exited | $0.2M | — | — | — |
| ✕ | GOVT OF BERMUDA | 085209AG9 | — | 220,000 | Exited | $0.2M | — | — | — |
| ✕ | Coca-Cola Femsa SAB de CV | 191241108 | — | 2,732 | Exited | $0.2M | — | — | — |
| ✕ | SOUTHERN CAL EDISON | 842400GT4 | — | 252,000 | Exited | $0.2M | — | — | — |
| ✕ | ALPEK SA DE CV | 020564AE0 | — | 219,000 | Exited | $0.2M | — | — | — |
| ✕ | Government National Mortgage Association | 36179W5B0 | — | 207,047 | Exited | $0.2M | — | — | — |
| ✕ | XCEL ENERGY INC | 98388MAD9 | — | 184,000 | Exited | $0.2M | — | — | — |
| ✕ | Brunswick Corp/DE | 117043109 | — | 2,432 | Exited | $0.2M | — | — | — |
| ✕ | BECTON DICKINSON AND CO | 075887CP2 | — | 186,000 | Exited | $0.2M | — | — | — |
| ✕ | PACCAR Inc | 693718108 | — | 1,726 | Exited | $0.2M | — | — | — |
| ✕ | Polaris Inc | 731068102 | — | 1,632 | Exited | $0.2M | — | — | — |
| ✕ | AERCAP IRELAND CAP/GLOBA | 00774MAX3 | — | 209,000 | Exited | $0.2M | — | — | — |
| ✕ | Business Jet Securities, LLC | 12327BAA4 | — | 177,605 | Exited | $0.2M | — | — | — |
| ✕ | AT&T INC | 00206RKJ0 | — | 229,000 | Exited | $0.2M | — | — | — |
| ✕ | Government National Mortgage Association | 36179XLH7 | — | 149,744 | Exited | $0.1M | — | — | — |
| ✕ | MICROSOFT CORP | 594918CD4 | — | 228,000 | Exited | $0.1M | — | — | — |
| ✕ | REGENCY CENTERS LP | 75884RBA0 | — | 165,000 | Exited | $0.1M | — | — | — |
| ✕ | Government National Mortgage Association | 36179XFG6 | — | 148,958 | Exited | $0.1M | — | — | — |
| ✕ | Arbor Realty Collateralized Loan Obligation Ltd | 03881EAE7 | — | 143,000 | Exited | $0.1M | — | — | — |
| ✕ | Chemours Co/The | 163851108 | — | 4,368 | Exited | $0.1M | — | — | — |
| ✕ | Business Jet Securities, LLC | 12327FAA5 | — | 142,402 | Exited | $0.1M | — | — | — |
| ✕ | Biogen Inc | 09062X103 | — | 467 | Exited | $0.1M | — | — | — |
| ✕ | BROADCOM INC | 11135FBP5 | — | 174,000 | Exited | $0.1M | — | — | — |
| ✕ | Fannie Mae | 3140QQYH2 | — | 125,000 | Exited | $0.1M | — | — | — |
| ✕ | Cracker Barrel Old Country Store Inc | 22410J106 | — | 1,280 | Exited | $0.1M | — | — | — |
| ✕ | Vistra Corp | 92840M102 | — | 5,088 | Exited | $0.1M | — | — | — |
| ✕ | Fannie Mae | 31418EB82 | — | 144,337 | Exited | $0.1M | — | — | — |
| ✕ | AERCAP IRELAND CAP/GLOBA | 00774MAZ8 | — | 166,000 | Exited | $0.1M | — | — | — |
| ✕ | VeriSign Inc | 92343EAL6 | — | 121,000 | Exited | $0.1M | — | — | — |
| ✕ | Plains GP Holdings LP | 72651A207 | — | 9,205 | Exited | $0.1M | — | — | — |
| ✕ | BROADCOM INC | 11135FBV2 | — | 130,000 | Exited | $0.1M | — | — | — |
| ✕ | Timken Co/The | 887389104 | — | 1,523 | Exited | $0.1M | — | — | — |
| ✕ | Phillips Edison & Co Inc | 71844V201 | — | 3,337 | Exited | $0.1M | — | — | — |
| ✕ | Fannie Mae | 3140KXZR0 | — | 124,538 | Exited | $0.1M | — | — | — |
| ✕ | BENCHMARK Mortgage Trust | 08161QAH3 | — | 105,000 | Exited | $0.1M | — | — | — |
| ✕ | BROADCOM INC | 11135FAQ4 | — | 97,000 | Exited | $0.1M | — | — | — |
| ✕ | United States Treasury | 912810SK5 | — | 109,000 | Exited | $0.1M | — | — | — |
| ✕ | Fannie Mae | 31418ELY4 | — | 74,999 | Exited | $0.1M | — | — | — |
| ✕ | Government National Mortgage Association | 36179XFJ0 | — | 74,497 | Exited | $0.1M | — | — | — |
| ✕ | Government National Mortgage Association | 36179W5C8 | — | 74,026 | Exited | $0.1M | — | — | — |
| ✕ | Fannie Mae | 3140XFM73 | — | 72,920 | Exited | $0.1M | — | — | — |
| ✕ | Fannie Mae | 3140MXVL5 | — | 40,603 | Exited | $0.0M | — | — | — |
| ✕ | Freddie Mac | 3133B72Y3 | — | 33,667 | Exited | $0.0M | — | — | — |
| ✕ | Freddie Mac | 3132DM5P6 | — | 29,944 | Exited | $0.0M | — | — | — |
| ✕ | Government National Mortgage Association | 36179WXK9 | — | 23,503 | Exited | $0.0M | — | — | — |
| ✕ | Fannie Mae | 3140XGW96 | — | 24,665 | Exited | $0.0M | — | — | — |
| ✕ | BROADCOM INC | 11135FBQ3 | — | 12,000 | Exited | $0.0M | — | — | — |
| ✕ | Fannie Mae | 31415QRS7 | — | 1,200 | Exited | $0.0M | — | — | — |