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PACE Strategic Fixed Income Investments

PACE SELECT ADVISORS TRUST

Assets: $495M Net: $422M Series: S000002698 EDGAR ↗
+786
New
-181
Exited
1840
Positions
Period:
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← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 State Street Global Advisors 857492706 Oct 2024 9,737,140 +8,448,073 $9.7M +655.4% 2.31% STIV
2 State Street Global Advisors 857509301 Oct 2024 9,611,416 -2,934,077 $9.6M -23.4% 2.28% STIV
3 United States Treasury 912810TN8 Oct 2024 10,225,000 +530,000 $8.5M +1.7% 2.01% DBT
4 United States Treasury 912810TH1 Oct 2024 8,600,000 -2,400,000 $7.2M -22.4% 1.70% DBT
5 UMBS, TBA 01F052664 Apr 2024 6,900,000 New $6.9M — 1.63% ABS-MBS
6 United States Treasury 912810SP4 Oct 2024 11,020,000 +2,000,000 $5.5M +17.8% 1.30% DBT
7 United States Treasury 91282CAH4 Oct 2024 5,900,000 — $5.5M +3.1% 1.30% DBT
8 UMBS, TBA 01F040651 Apr 2024 5,710,000 New $5.3M — 1.26% ABS-MBS
9 SWISS RE FINANCE LUX 87089NAA8 Oct 2024 3,400,000 — $3.3M -1.1% 0.79% DBT
10 SBA TOWER TRUST 78403DAZ3 Oct 2024 3,100,000 — $3.2M +0.1% 0.75% DBT
11 Credit Acceptance Auto Loan Trust 22534QAE1 Oct 2024 3,050,000 — $3.1M -1.7% 0.74% ABS-O
12 WMRK Commercial Mortgage Trust 929342AC7 Oct 2024 3,100,000 — $3.1M -0.5% 0.73% ABS-MBS
13 Santander Drive Auto Receivables Trust 80287FAE2 Oct 2024 3,000,000 — $3.1M -0.1% 0.73% ABS-O
14 Aligned Data Centers Issuers LLC 01627AAC2 Oct 2024 3,000,000 — $3.0M -0.3% 0.71% ABS-O
15 ELLINGTON FINANCIAL 28852N406 Oct 2024 121,000 — $3.0M -4.1% 0.71% EP
16 F&G ANNUITIES & LIFE INC 30190AAC8 Oct 2024 2,715,000 — $2.8M +0.5% 0.67% DBT
17 One Bryant Park Trust 68236JAA9 Oct 2024 3,100,000 — $2.8M +2.4% 0.66% ABS-MBS
18 BX Trust 05609XAC5 Oct 2024 2,700,000 — $2.7M +5.8% 0.64% ABS-MBS
19 OAKST Commercial Mortgage Trust 67630KAA0 Oct 2024 2,640,000 — $2.7M +1.0% 0.64% ABS-MBS
20 MTN Commercial Mortgage Trust 2022-LPFL 62475WAA3 Oct 2024 2,650,000 — $2.6M +0.4% 0.63% ABS-MBS
21 FIFTH THIRD BANCORP 316773DJ6 Oct 2024 2,430,000 — $2.5M +0.2% 0.60% DBT
22 FS KKR CAPITAL CORP 302635AM9 Oct 2024 2,390,000 — $2.5M -1.5% 0.59% DBT
23 Cogent IPv4 LLC 19240JAA6 Oct 2024 2,360,000 — $2.5M +1.6% 0.58% ABS-O
24 Oxford Finance Funding Trust 69145CAC8 Oct 2024 2,369,126 -190,874 $2.4M -4.9% 0.57% ABS-O
25 Whirlpool Corp 000000000 Oct 2024 2,400,000 +1,905,000 $2.4M +384.2% 0.57% LON
26 United States Treasury 91282CLF6 Apr 2025 2,350,000 New $2.3M — 0.55% DBT
27 Antares CLO 03664TAN7 Oct 2024 2,270,000 — $2.3M -1.0% 0.54% ABS-CBDO
28 NextGear Floorplan Master Owner Trust 65345GAB7 Oct 2024 2,250,000 — $2.3M -0.2% 0.54% ABS-O
29 ARBOR REALTY SR INC 03881NAC1 Oct 2024 2,395,000 — $2.3M -4.0% 0.53% DBT
30 SYSTEM ONE HOLDINGS LLC 67114AAD1 Apr 2025 2,213,408 -11,498 $2.2M -0.9% 0.52% LON
31 CVS PASS-THROUGH TR 2013 12665UAA2 Oct 2024 2,210,425 -78,119 $2.2M +2.3% 0.51% DBT
32 RENAISSANCERE HOLDINGS L 75968NAE1 Oct 2024 2,105,000 — $2.1M +0.5% 0.51% DBT
33 Avis Budget Rental Car Funding AESOP LLC 05377RGY4 Oct 2024 2,100,000 — $2.1M +0.6% 0.51% ABS-O
34 BLACKSTONE PRIVATE CRE 09261HBC0 Apr 2025 1,975,000 New $2.1M — 0.50% DBT
35 ENSTAR FINANCE LLC 29360AAB6 Oct 2024 2,165,000 — $2.1M +2.3% 0.49% DBT
36 United States Treasury 91282CML2 Apr 2025 2,001,641 New $2.0M — 0.48% DBT
37 Rockpoint Gas Storage Partners LP 000000000 Oct 2024 2,044,875 New $2.0M — 0.48% LON
38 Republic Finance Issuance Trust 76041RAA9 Apr 2025 1,920,000 — $2.0M +1.1% 0.46% ABS-O
39 Eastern Power LLC 87264NAB3 Apr 2025 1,954,576 -32,592 $1.9M -3.2% 0.46% LON
40 BREAD FINANCIAL HLDGS 018581AP3 Oct 2024 1,805,000 — $1.9M -0.4% 0.45% DBT
41 UMBS, TBA 01F060659 Apr 2025 1,840,000 New $1.9M — 0.44% ABS-MBS
42 HAT HOLDINGS I LLC/HAT 418751AE3 Oct 2024 1,900,000 — $1.8M +0.5% 0.44% DBT
43 AMS-OSRAM AG 03217CAB2 Oct 2024 1,800,000 — $1.8M -2.4% 0.43% DBT
44 HSBC HOLDINGS PLC 404280CH0 Oct 2024 2,000,000 — $1.8M +2.0% 0.43% DBT
45 Bankers Healthcare Group Securitization Trust 08860DAB9 Oct 2024 1,804,345 -535,655 $1.8M -23.0% 0.43% ABS-O
46 XPLR INFRASTRUCTURE LP 65341BAG1 Oct 2024 1,910,000 +370,000 $1.8M +25.1% 0.43% DBT
47 Retained Vantage Data Centers Issuer, LLC 76134KAA2 Oct 2024 1,790,000 — $1.8M +0.9% 0.42% ABS-O
48 Monongahela Power Co 610202BR3 Oct 2024 1,800,000 — $1.8M +1.5% 0.42% DBT
49 LLOYDS BANKING GROUP PLC 53944YAS2 Oct 2024 1,785,000 — $1.8M +1.1% 0.42% DBT
50 United States Treasury 912810TJ7 Oct 2024 2,400,000 — $1.8M -3.6% 0.42% DBT
51 BANK OF NY MELLON CORP 06406RAB3 Oct 2024 1,760,000 — $1.7M +1.4% 0.41% DBT
52 ASB BANK LIMITED 00216LAF0 Oct 2024 1,680,000 — $1.7M +0.6% 0.41% DBT
53 WELLS FARGO & COMPANY 95000U2U6 Oct 2024 1,915,000 — $1.7M +1.1% 0.41% DBT
54 TRUIST FINANCIAL CORP 89788MAG7 Oct 2024 1,720,000 — $1.7M +1.2% 0.41% DBT
55 Invesco Senior Loan ETF 46138G508 Oct 2024 82,474 +9,461 $1.7M +11.5% 0.41% EC
56 COREBRIDGE FINANCIAL INC 21871XAP4 Oct 2024 1,690,000 — $1.7M -1.2% 0.41% DBT
57 ASB BANK LIMITED 04342JAA5 Oct 2024 1,700,000 — $1.7M +0.9% 0.40% DBT
58 CAPITAL ONE FINANCIAL CO 14040HCS2 Oct 2024 1,700,000 — $1.7M +0.2% 0.40% DBT
59 HUNTINGTON NATIONAL BANK 44644MAJ0 Oct 2024 1,645,000 — $1.7M +1.0% 0.40% DBT
60 EDISON INTERNATIONAL 281020AS6 Oct 2024 1,810,000 — $1.7M -5.3% 0.40% DBT
61 ASHTEAD CAPITAL INC 04505AAA7 Oct 2024 1,700,000 — $1.7M -0.5% 0.40% DBT
62 OXFORD FIN LLC/CO-ISS II 69145LAC8 Oct 2024 1,660,000 — $1.7M +1.2% 0.39% DBT
63 INTOWN Mortgage Trust 46117WAA0 Apr 2025 1,660,000 New $1.6M — 0.39% ABS-MBS
64 Lendmark Funding Trust 52590AAA2 Apr 2025 1,640,000 — $1.6M +1.0% 0.39% ABS-O
65 COMERICA BANK 200339EX3 Oct 2024 1,690,000 — $1.6M +0.2% 0.38% DBT
66 OneMain Financial Issuance Trust 68269PAA5 Oct 2024 1,578,355 -541,645 $1.6M -25.7% 0.38% ABS-O
67 ALEXANDER FUND TRUST II 014916AA8 Oct 2024 1,475,000 — $1.6M +0.2% 0.37% DBT
68 LENDINGTREE INC 52602KAC2 Apr 2025 1,578,480 New $1.6M — 0.37% LON
69 UGI ENERGY SERVICES LLC 90276DAE9 Apr 2025 1,516,085 -7,755 $1.5M -0.7% 0.36% LON
70 GLOBAL ATLANTIC FIN CO 37959GAD9 Oct 2024 1,360,000 — $1.5M -0.7% 0.36% DBT
71 United States Treasury 91282CGW5 Oct 2024 1,489,082 +19,824 $1.5M +4.0% 0.35% DBT
72 United States Treasury 912810TQ1 Oct 2024 1,650,000 +1,350,000 $1.5M +444.4% 0.35% DBT
73 MORGAN STANLEY 61747YEY7 Oct 2024 1,380,000 — $1.5M -0.5% 0.35% DBT
74 KEY BANK NA 49327M3F9 Oct 2024 1,435,000 — $1.5M +0.3% 0.35% DBT
75 NFAS, Llc 62909JAB6 Oct 2024 1,460,000 — $1.5M +0.2% 0.35% ABS-O
76 MEDLINE BORROWER LP 58503UAF0 Apr 2025 1,447,766 New $1.4M — 0.34% LON
77 United States Treasury 912797PE1 Apr 2025 1,450,000 New $1.4M — 0.34% STIV
78 Business Jet Securities, LLC 12326TAA6 Apr 2025 1,445,446 -63,304 $1.4M -3.2% 0.34% ABS-O
79 Capital Automotive Reit 12510HAX8 Apr 2025 1,443,271 -9,125 $1.4M -0.4% 0.34% ABS-O
80 The BAHA Trust 05493XAE0 Apr 2025 1,400,000 New $1.4M — 0.34% ABS-MBS
81 Ondeck Asset Securitization Trust LLC 67118NAA5 Apr 2025 1,410,000 — $1.4M +0.4% 0.34% ABS-O
82 MIP V Waste Holdings LLC 55316XAD2 Apr 2025 1,430,588 New $1.4M — 0.34% LON
83 ATLANTICA SUSTAIN INFRA 04916WAA2 Oct 2024 1,495,000 — $1.4M -0.4% 0.34% DBT
84 AL NGPL Holdings LLC 01021AAB6 Apr 2025 1,419,304 -7,122 $1.4M -0.9% 0.34% LON
85 New Economy Assets Phase 1 Issuer LLC 643821AA9 Oct 2024 1,500,000 — $1.4M +2.8% 0.33% ABS-O
86 BANK OF NEW ZEALAND 06407EAG0 Oct 2024 1,390,000 — $1.4M +1.1% 0.33% DBT
87 NATWEST GROUP PLC 639057AG3 Oct 2024 1,370,000 — $1.4M -1.0% 0.33% DBT
88 OAKTREE STRATEGIC CREDIT 67403AAE9 Apr 2025 1,365,000 New $1.4M — 0.33% DBT
89 Vantage Data Centers LLC 92212KAE6 Oct 2024 1,370,000 — $1.4M -0.1% 0.33% ABS-O
90 MidAmerican Energy Co 595620AT2 Oct 2024 1,400,000 — $1.4M +2.2% 0.33% DBT
91 MIDCONTINENT COMMUNICATIONS 59565TAM1 Apr 2025 1,373,100 -6,900 $1.4M -1.2% 0.32% LON
92 IRIDIUM SATELLITE LLC 46269KAT1 Apr 2025 1,378,699 -6,981 $1.4M -0.2% 0.32% LON
93 HA SUSTAINABLE INF CAP 41068XAE0 Apr 2025 1,400,000 — $1.3M -3.5% 0.32% DBT
94 PRIORITY HOLDINGS LLC 74275TAF6 Apr 2025 1,348,733 -17,842 $1.3M -1.5% 0.32% LON
95 CCO HLDGS LLC/CAP CORP 1248EPCT8 Oct 2024 1,300,000 — $1.3M +1.3% 0.32% DBT
96 ALLY FINANCIAL INC 02005NBU3 Oct 2024 1,285,000 — $1.3M -0.1% 0.32% DBT
97 BCP Renaissance Parent LLC 05549PAG6 Apr 2025 1,299,853 New $1.3M — 0.31% LON
98 HSBC HOLDINGS PLC 404280DR7 Oct 2024 1,205,000 — $1.3M -0.2% 0.30% DBT
99 XPLR INFRAST OPERATING 98380MAB1 Apr 2025 1,280,000 New $1.3M — 0.30% DBT
100 United States Treasury 912797QE0 Apr 2025 1,300,000 New $1.3M — 0.30% STIV
101 CONNECT FINCO SARL/CONNE 20752TAB0 Apr 2025 1,350,000 — $1.3M -1.5% 0.30% DBT
102 TRINITY CAPITAL INC/MD 896442605 Oct 2024 50,000 — $1.3M -0.4% 0.30% EP
103 UNITED AIRLINES INC 90932RAP9 Apr 2025 1,266,976 New $1.3M — 0.30% LON
104 DataBank Issuer LLC 23802WAL5 Oct 2024 1,285,000 — $1.3M +0.1% 0.30% ABS-O
105 STORE Master Funding LLC 86190BAA2 Oct 2024 1,343,742 -3,425 $1.2M +4.0% 0.29% ABS-O
106 Central Parent Inc 15477BAE7 Apr 2025 1,481,306 -7,444 $1.2M -16.6% 0.29% LON
107 Geon Performance Solutions LLC 37254YAB6 Apr 2025 1,276,938 New $1.2M — 0.29% LON
108 IQVIA INC 44969CBP4 Apr 2025 1,224,531 New $1.2M — 0.29% LON
109 NATWEST GROUP PLC 639057AR9 Apr 2025 1,220,000 — $1.2M -0.6% 0.29% DBT
110 STONEPEAK NILE PARENT LLC 86184XAB0 Apr 2025 1,245,000 New $1.2M — 0.29% LON
111 SUNOCO LP 86765KAB5 Oct 2024 1,185,000 — $1.2M -0.3% 0.29% DBT
112 Sales Tax Securitization Corp 79467BDH5 Oct 2024 1,400,000 — $1.2M +0.3% 0.29% DBT
113 United States Treasury 912828XL9 Apr 2025 1,210,788 +16,119 $1.2M +2.5% 0.29% DBT
114 CION INVESTMENT CORP 17259U303 Apr 2025 48,000 — $1.2M -3.1% 0.28% EP
115 NY STATE ELECTRIC & GAS 649840CT0 Oct 2024 1,400,000 — $1.2M +3.4% 0.28% DBT
116 CRSO TR 2023 BRND 228925AG8 Oct 2024 1,130,000 — $1.2M +0.9% 0.28% ABS-MBS
117 UMBS, TBA 01F050668 Apr 2024 1,200,000 New $1.2M — 0.28% ABS-MBS
118 Capital Automotive Reit 12510HAT7 Oct 2024 1,157,383 -6,638 $1.2M -0.8% 0.28% ABS-O
119 MPH ACQUISITION HOLDINGS LLC 55328HAQ4 Apr 2025 1,482,517 New $1.2M — 0.28% LON
120 Citigroup Commercial Mortgage Trust 17331LAC1 Oct 2024 1,120,000 — $1.2M +1.2% 0.27% ABS-MBS
121 SANTANDER HOLDINGS USA 80282KBC9 Oct 2024 1,200,000 — $1.2M +1.8% 0.27% DBT
122 SCOTT Trust 2023-SFS 810064AA3 Oct 2024 1,125,000 — $1.2M +0.7% 0.27% ABS-MBS
123 SANTANDER HOLDINGS USA 80282KBE5 Oct 2024 1,140,000 — $1.1M -0.0% 0.27% DBT
124 PROPULSION BC FINCO SARL 000000000 Oct 2024 1,120,770 New $1.1M — 0.27% LON
125 MET LIFE GLOB FUNDING I 59217GFD6 Oct 2024 1,120,000 — $1.1M +1.6% 0.26% DBT
126 CARGILL INC 141781BZ6 Oct 2024 1,085,000 — $1.1M -0.7% 0.26% DBT
127 STEWART INFORMATION SERV 86038AAA0 Oct 2024 1,215,000 -785,000 $1.1M -36.8% 0.26% DBT
128 SOUTHERN CALIF GAS CO 842434DB5 Apr 2025 1,100,000 — $1.1M -0.8% 0.26% DBT
129 JAZZ FINANCING LUX SARL 000000000 Oct 2024 1,092,494 New $1.1M — 0.26% LON
130 CLI Funding LLC 12565KAG2 Oct 2024 1,079,938 -50,165 $1.1M -4.8% 0.26% ABS-O
131 PNC FINANCIAL SERVICES 693475BC8 Oct 2024 1,149,000 +845,000 $1.1M +285.6% 0.26% DBT
132 EdgeConneX Data Centers Issuer, LLC 28000XAB4 Apr 2025 1,074,331 -10,446 $1.1M -0.3% 0.26% ABS-O
133 United States Treasury 912810SS8 Oct 2024 2,000,000 — $1.1M -3.5% 0.25% DBT
134 SIRIUSPOINT LTD 82969BAA0 Oct 2024 1,025,000 — $1.1M +0.9% 0.25% DBT
135 OLIN CORP 680665AN6 Apr 2025 1,115,000 New $1.1M — 0.25% DBT
136 Fannie Mae 31410FSB2 Oct 2024 1,049,862 -50,175 $1.0M -4.6% 0.25% ABS-MBS
137 MACY'S RETAIL HLDGS LLC 55617LAQ5 Oct 2024 1,127,000 — $1.0M -3.7% 0.25% DBT
138 DUKE ENERGY PROGRESS LLC 26442UAL8 Oct 2024 1,200,000 — $1.0M +2.7% 0.24% DBT
139 Comerica Bank 200339DX4 Oct 2024 1,020,000 — $1.0M +0.5% 0.24% DBT
140 Zayo Issuer LLC 98919WAA1 Apr 2025 1,010,000 New $1.0M — 0.24% ABS-O
141 MARS INC 571676AZ8 Apr 2025 1,005,000 New $1.0M — 0.24% DBT
142 ADAMS OUTDOOR ADVERTISING 006346AW0 Oct 2024 980,000 — $1.0M -1.0% 0.24% ABS-O
143 MUNICH RE 62582PAA8 Apr 2025 1,000,000 — $1.0M -1.4% 0.24% DBT
144 SANTANDER HOLDINGS USA 80282KBF2 Oct 2024 970,000 -175,000 $1.0M -14.8% 0.24% DBT
145 BLUE OWL CAPITAL CORP 69121KAG9 Oct 2024 1,100,000 — $1.0M +1.0% 0.24% DBT
146 STARWOOD PROPERTY TRUST INC 85570DAK8 Apr 2025 997,139 New $995K — 0.24% LON
147 NORTHWESTERN MUTUAL GLBL 66815L2K4 Oct 2024 985,000 — $989K +0.9% 0.23% DBT
148 BLUE OWL CREDIT INCOME 69120VAP6 Oct 2024 950,000 — $985K -0.5% 0.23% DBT
149 Stack Infrastructure Issuer LLC 85236KAF9 Oct 2024 950,000 — $952K -0.4% 0.23% ABS-O
150 LLOYDS BANKING GROUP PLC 539439AW9 Oct 2024 810,000 — $920K +0.2% 0.22% DBT
151 SKANDINAVISKA ENSKILDA 830505BB8 Oct 2024 885,000 — $913K +1.4% 0.22% DBT
152 Enstar Group Ltd 29359UAB5 Oct 2024 915,000 -935,000 $910K -50.2% 0.22% DBT
153 United States Treasury 912810SA7 Apr 2025 1,200,000 New $901K — 0.21% DBT
154 DC Commercial Mortgage Trust 24023AAC4 Oct 2024 860,000 — $888K +0.0% 0.21% ABS-MBS
155 ATHENE GLOBAL FUNDING 04685A4C2 Apr 2025 870,000 — $863K +1.0% 0.20% DBT
156 HUNTINGTON BANCSHARES 446150BB9 Oct 2024 830,000 — $825K +0.5% 0.20% DBT
157 ATHENE HOLDING LTD 04686JAF8 Oct 2024 770,000 -785,000 $817K -51.1% 0.19% DBT
158 TRUIST FINANCIAL CORP 89788MAK8 Oct 2024 770,000 — $805K -0.2% 0.19% DBT
159 AVIS BUDGET CAR/FINANCE 053773BJ5 Apr 2025 805,000 — $803K -2.3% 0.19% DBT
160 Tidal Waste & Recycling Holdings LLC 88636PAK7 Apr 2025 798,000 New $798K — 0.19% LON
161 SOTERA HEALTH HOLDINGS LLC 83600VAG6 Apr 2025 796,000 -4,000 $793K -1.0% 0.19% LON
162 VOLKSWAGEN BANK GMBH 000000000 Oct 2024 700,000 New $792K — 0.19% DBT
163 SOUTHERN CAL EDISON 842400HT3 Oct 2024 775,000 — $790K -3.7% 0.19% DBT
164 STATE STREET CORP 857477BY8 Oct 2024 740,000 — $768K +0.7% 0.18% DBT
165 ENSTAR GROUP LTD 29359UAD1 Apr 2025 755,000 New $757K — 0.18% DBT
166 UMBS, TBA 01F022659 Apr 2024 890,000 New $740K — 0.18% ABS-MBS
167 ACADIAN ASSET MANAGEMENT 10948WAA1 Oct 2024 755,000 — $739K -0.0% 0.18% DBT
168 United States Treasury 912810TP3 Oct 2024 906,913 +377,418 $725K +59.6% 0.17% DBT
169 XPLR INFRASTRUCTURE LP 65341BAD8 Apr 2025 760,000 New $722K — 0.17% DBT
170 Willis Engine Securitization Trust 97064YAA2 Oct 2024 668,312 -34,346 $696K -5.5% 0.16% ABS-O
171 United States Treasury 91282CFC0 Oct 2024 700,000 — $671K +2.6% 0.16% DBT
172 AAG US GSI BIDCO INC 00033RAB7 Apr 2025 675,000 — $668K -0.8% 0.16% LON
173 Chicago Board of Trade 000000000 Oct 2024 281 New $658K — 0.16% DIR
174 Eagle Broadband Investments LLC 26943PAB5 Apr 2025 658,281 New $655K — 0.16% LON
175 United States Treasury 91282CCM1 Oct 2024 714,204 +9,510 $655K +4.0% 0.16% DBT
176 GLOVES BUYER INC 000000000 Oct 2024 675,000 New $643K — 0.15% LON
177 HSBC HOLDINGS PLC 404280DV8 Oct 2024 600,000 — $634K -0.2% 0.15% DBT
178 WARNERMEDIA HOLDINGS INC 55903VBD4 Apr 2025 830,000 +195,000 $626K +23.5% 0.15% DBT
179 Countrywide Alternative Loan Trust 021468AA1 Oct 2024 1,138,664 -7,639 $614K -2.3% 0.15% ABS-MBS
180 GLOBAL ATLANTIC FIN CO 37959GAG2 Apr 2025 600,000 — $609K -2.1% 0.14% DBT
181 UMBS, TBA 01F060667 Apr 2025 600,000 New $608K — 0.14% ABS-MBS
182 First Franklin Mtg Loan Asset Backed Certificates 30247DAE1 Oct 2024 934,231 -17,730 $604K -3.3% 0.14% ABS-O
183 MORGAN STANLEY CCP MORGAN STANLEY CCMSCHUS2 000000000 Oct 2024 594,000 New $594K — 0.14% STIV
184 HGI CRE CLO Ltd 403950AA6 Oct 2024 580,490 -127,500 $580K -18.0% 0.14% ABS-CBDO
185 UMBS, TBA 01F052656 Apr 2024 575,000 New $574K — 0.14% ABS-MBS
186 Saxon Asset Securities Trust 80556UAF0 Oct 2024 589,435 -67,161 $570K -9.5% 0.14% ABS-O
187 VISTRA OPERATIONS CO LLC 92840VAR3 Oct 2024 550,000 — $570K +0.2% 0.14% DBT
188 BLACKROCK TCP CAP CORP 09259EAC2 Apr 2025 565,000 -760,000 $566K -57.5% 0.13% DBT
189 Lloyds Bank PLC 000000000 Oct 2024 800,000 New $565K — 0.13% DBT
190 NMEF Funding LLC 62890MAB0 Oct 2024 558,718 -545,271 $560K -49.6% 0.13% ABS-O
191 TRANSDIGM INC 893647BS5 Oct 2024 530,000 — $546K +0.5% 0.13% DBT
192 United States Treasury 912810TG3 Apr 2025 750,000 — $534K -3.6% 0.13% DBT
193 DAVINCIRE HOLDINGS LTD 23879AAA5 Apr 2025 540,000 New $533K — 0.13% DBT
194 Government National Mortgage Association 38380V2S9 Oct 2024 551,738 -33,325 $533K -5.1% 0.13% ABS-MBS
195 Freddie Mac 31396RDY0 Oct 2024 497,965 -30,484 $527K -4.5% 0.12% ABS-MBS
196 Fannie Mae 31393DLT6 Oct 2024 494,594 -49,892 $513K -8.1% 0.12% ABS-MBS
197 BLUE OWL TECHNOLOGY FINA 095924AA4 Apr 2025 505,000 New $501K — 0.12% DBT
198 Chase Mortgage Finance Corporation 16162WNL9 Oct 2024 701,786 -16,278 $500K -2.6% 0.12% ABS-MBS
199 MORGAN STANLEY CCP MORGAN STANLEY CCP CCMSCZUS2 000000000 Oct 2024 495,000 New $495K — 0.12% STIV
200 HUB INTERNATIONAL LTD 44332PAH4 Oct 2024 475,000 -45,000 $493K -8.3% 0.12% DBT
201 Freddie Mac 3132DWEK5 Oct 2024 508,993 -19,937 $488K -2.9% 0.12% ABS-MBS
202 MF1 Multifamily Housing Mortgage Loan Trust 55284JAA7 Oct 2024 486,362 -94,836 $485K -16.2% 0.11% ABS-CBDO
203 United States Treasury 912810SL3 Apr 2025 800,000 New $475K — 0.11% DBT
204 Fannie Mae 31418ELX6 Oct 2024 481,222 -22,445 $473K -3.5% 0.11% ABS-MBS
205 UMBS, TBA 01F050650 Apr 2024 480,000 New $470K — 0.11% ABS-MBS
206 HILCORP ENERGY I LP 431319AH5 Apr 2025 475,000 New $467K — 0.11% LON
207 AMERICAN NATIONAL GF 02771D2A1 Apr 2025 455,000 New $465K — 0.11% DBT
208 EUROPEAN UNION 000000000 Oct 2024 400,000 New $464K — 0.11% DBT
209 UMBS, TBA 01F032658 Apr 2024 510,000 New $460K — 0.11% ABS-MBS
210 KREF 2022-Fl3 Ltd 48275EAA4 Oct 2024 460,883 -127,430 $460K -21.6% 0.11% ABS-CBDO
211 Freddie Mac - STACR 35564KRN1 Oct 2024 439,000 — $455K -0.9% 0.11% ABS-MBS
212 BCP Trust 05553BAA3 Oct 2024 500,000 — $453K -2.1% 0.11% ABS-MBS
213 Freddie Mac 3133KN6U2 Apr 2025 479,241 -20,459 $448K -3.3% 0.11% ABS-MBS
214 BARCLAYS PLC 06738ECE3 Oct 2024 400,000 — $446K -0.5% 0.11% DBT
215 Fannie Mae 3140NLVQ9 Oct 2024 451,750 -11,504 $444K -1.4% 0.11% ABS-MBS
216 Freddie Mac 31395TUG7 Oct 2024 416,291 -19,943 $439K -3.3% 0.10% ABS-MBS
217 SOUTHERN CO 842587DF1 Oct 2024 435,000 — $429K +0.7% 0.10% DBT
218 BROADCOM INC 11135FBP5 Oct 2024 512,000 -335,000 $424K -39.0% 0.10% DBT
219 United States Treasury 912810UH9 Apr 2025 434,752 New $423K — 0.10% DBT
220 Freddie Mac - STACR 35564KQC6 Oct 2024 417,000 — $423K -0.4% 0.10% ABS-MBS
221 CHARTER COMM OPT LLC/CAP 161175BT0 Oct 2024 565,000 — $421K -0.7% 0.10% DBT
222 US BANCORP 902973BC9 Oct 2024 445,000 +135,000 $416K +43.1% 0.10% DBT
223 Freddie Mac 3133BBGJ2 Oct 2024 460,055 -24,506 $416K -4.2% 0.10% ABS-MBS
224 Government National Mortgage Association 21H032654 Apr 2025 455,000 New $413K — 0.10% ABS-MBS
225 Chicago Board of Trade 000000000 Oct 2024 172 New $413K — 0.10% DIR
226 Freddie Mac 3132DWJ46 Apr 2025 411,743 -23,729 $411K -4.7% 0.10% ABS-MBS
227 Fannie Mae 31418ET75 Oct 2024 402,577 -34,051 $409K -6.9% 0.10% ABS-MBS
228 BAYER US FINANCE LLC 07274EAH6 Oct 2024 400,000 — $407K -0.4% 0.10% DBT
229 Freddie Mac - STACR 35564KTJ8 Oct 2024 383,000 — $406K -1.7% 0.10% ABS-MBS
230 Fannie Mae 3140XJ6F5 Oct 2024 462,956 -11,676 $404K -1.8% 0.10% ABS-MBS
231 Lumen Technologies Inc 55024EAD7 Oct 2024 405,482 -10,860 $403K -1.5% 0.10% LON
232 Freddie Mac 3132DWFR9 Oct 2024 403,907 -16,365 $398K -2.7% 0.09% ABS-MBS
233 Fannie Mae 3140QNB50 Oct 2024 454,169 -20,589 $397K -3.5% 0.09% ABS-MBS
234 Freddie Mac 3132DWHU0 Oct 2024 388,922 -29,926 $395K -6.3% 0.09% ABS-MBS
235 United States Treasury 912810RJ9 Oct 2024 500,000 — $389K -1.3% 0.09% DBT
236 Freddie Mac 31395LRL7 Oct 2024 384,929 -19,390 $385K -3.5% 0.09% ABS-MBS
237 Government National Mortgage Association 21H042653 Apr 2025 400,000 New $383K — 0.09% ABS-MBS
238 UMBS, TBA 01F042657 Apr 2024 400,000 New $382K — 0.09% ABS-MBS
239 CONNECT FINCO SARL 000000000 Oct 2024 382,965 New $380K — 0.09% LON
240 United States Treasury 912810RN0 Oct 2024 500,000 — $378K -1.5% 0.09% DBT
241 GSAMP Trust 362439AA9 Oct 2024 383,466 -77,516 $374K -16.6% 0.09% ABS-O
242 Government National Mortgage Association 21H040657 Apr 2025 400,000 New $372K — 0.09% ABS-MBS
243 NRG ENERGY INC 629377CU4 Oct 2024 335,000 +15,000 $367K +3.9% 0.09% DBT
244 United States Treasury 912810TF5 Oct 2024 500,000 -100,000 $367K -17.1% 0.09% DBT
245 United States Treasury 912810SH2 Oct 2024 500,000 +300,000 $362K +143.4% 0.09% DBT
246 United States Treasury 912810TS7 Oct 2024 400,000 — $361K -1.0% 0.09% DBT
247 UMBS, TBA 01F032666 Apr 2024 400,000 New $361K — 0.09% ABS-MBS
248 Fannie Mae - CAS 20755DAF3 Oct 2024 336,000 — $360K -1.9% 0.09% ABS-MBS
249 Government National Mortgage Association 38376RFJ0 Oct 2024 359,581 -123,872 $359K -25.5% 0.09% ABS-MBS
250 Republic of South Africa 000000000 Oct 2024 7,400,000 New $357K — 0.08% DBT
251 LETRA TESOURO NACIONAL 000000000 Oct 2024 2,100,000 New $349K — 0.08% DBT
252 United States Treasury 912810TY4 Apr 2025 376,310 +171,172 $347K +70.9% 0.08% DBT
253 U.K. Gilts 000000000 Oct 2024 295,000 New $344K — 0.08% DBT
254 ALLIANT HOLD / CO-ISSUER 01883LAE3 Oct 2024 330,000 -105,000 $332K -23.9% 0.08% DBT
255 ANTERO MIDSTREAM PART/FI 03690AAK2 Oct 2024 325,000 +10,000 $328K +3.1% 0.08% DBT
256 AT&T INC 00206RKJ0 Oct 2024 490,000 — $328K -4.0% 0.08% DBT
257 BRITISH TELECOMMUNICATIO 000000000 Oct 2024 230,000 New $327K — 0.08% DBT
258 Chicago Board of Trade 000000000 Oct 2024 175 New $325K — 0.08% DIR
259 JBS USA SARL/FOOD/GRP 472140AC6 Apr 2025 320,000 New $325K — 0.08% DBT
260 UKG INC 90279XAA0 Oct 2024 315,000 +60,000 $324K +24.0% 0.08% DBT
261 LoanCore 2021-CRE6 Issuer, Ltd. 53948HAA4 Oct 2024 322,307 — $321K +0.1% 0.08% ABS-CBDO
262 SFS Auto Receivables Securitization Trust 81885BAC9 Apr 2025 320,000 New $320K — 0.08% ABS-O
263 SOCIETE GENERALE 83368RBS0 Oct 2024 300,000 — $316K -0.0% 0.07% DBT
264 United States Treasury 91282CDX6 Oct 2024 345,273 +4,596 $312K +3.7% 0.07% DBT
265 DTE ENERGY CO 233331BK2 Oct 2024 300,000 — $304K +0.6% 0.07% DBT
266 MAUSER PACKAGING SOLUT 57763RAD9 Oct 2024 300,000 +20,000 $301K +4.6% 0.07% DBT
267 Freddie Mac 3132DQFK7 Oct 2024 299,759 -16,999 $300K -4.6% 0.07% ABS-MBS
268 GA GLOBAL FUNDING TRUST 36143L2Q7 Apr 2025 300,000 New $299K — 0.07% DBT
269 United States Treasury 912810RL4 Oct 2024 406,446 +5,412 $299K -2.6% 0.07% DBT
270 EQUITABLE HOLDINGS INC 054561AJ4 Oct 2024 300,000 — $298K +1.4% 0.07% DBT
271 United States Treasury 912810SF6 Oct 2024 400,000 — $298K -2.5% 0.07% DBT
272 NIAGARA MOHAWK POWER 65364UAL0 Oct 2024 300,000 — $298K +2.2% 0.07% DBT
273 MPLX LP 55336VAN0 Oct 2024 378,000 — $296K -6.6% 0.07% DBT
274 NEXTERA ENERGY CAPITAL 65339KAT7 Oct 2024 300,000 — $295K +0.9% 0.07% DBT
275 BOEING CO 097023DA0 Oct 2024 300,000 — $295K +1.4% 0.07% DBT
276 Honda Auto Receivables Owner Trust 43814VAB3 Apr 2025 294,000 New $294K — 0.07% ABS-O
277 Government National Mortgage Association 21H050664 Apr 2025 300,000 New $294K — 0.07% ABS-MBS
278 JPN BANK FOR INT'L COOP 471048BM9 Oct 2024 300,000 — $294K +2.0% 0.07% DBT
279 Freddie Mac - STACR 35564KWT2 Oct 2024 283,000 -153,000 $293K -35.4% 0.07% ABS-MBS
280 FHLMC Structured Pass Through Securities 31393LFK4 Oct 2024 291,317 -8,892 $293K -3.1% 0.07% ABS-MBS
281 JAPAN INT'L COOP AGENCY 47109LAB0 Oct 2024 300,000 — $293K +1.8% 0.07% DBT
282 Fannie Mae 31418EW48 Apr 2025 287,645 -31,014 $292K -8.9% 0.07% ABS-MBS
283 Fannie Mae 31418EV98 Apr 2025 287,088 -32,776 $292K -9.4% 0.07% ABS-MBS
284 CAPITAL ONE FINANCIAL CO 14040HDJ1 Apr 2025 295,000 New $291K — 0.07% DBT
285 Verus Securitization Trust 92538MAA7 Oct 2024 337,514 -21,555 $291K -4.2% 0.07% ABS-MBS
286 AMERICAN NATIONAL GROUP 025676AN7 Apr 2025 285,000 -315,000 $290K -51.8% 0.07% DBT
287 ONEOK INC 682680CE1 Apr 2025 300,000 — $284K -2.3% 0.07% DBT
288 ALLIANT HOLD / CO-ISSUER 01883LAF0 Oct 2024 280,000 +65,000 $284K +31.3% 0.07% DBT
289 Countrywide Home Loans 12669FFS7 Oct 2024 317,864 -21,917 $284K -3.5% 0.07% ABS-MBS
290 FOX CORP 35137LAK1 Oct 2024 310,000 — $282K -4.0% 0.07% DBT
291 WARNERMEDIA HOLDINGS INC 55903VBB8 Oct 2024 300,000 — $280K -0.0% 0.07% DBT
292 United States Treasury 912810UC0 Apr 2025 300,000 — $278K -3.7% 0.07% DBT
293 ROMANIA 000000000 Oct 2024 250,000 New $277K — 0.07% DBT
294 Freddie Mac 3132DWJM6 Oct 2024 269,807 -26,848 $274K -8.2% 0.06% ABS-MBS
295 Nomura Asset Acceptance Corporation 62951MAY6 Oct 2024 319,583 -20,099 $274K -4.0% 0.06% ABS-MBS
296 DOMINION ENERGY INC 25746UDR7 Oct 2024 270,000 — $273K -0.4% 0.06% DBT
297 GOLDMAN FUTURES CASH COLLATERAL FEDL01 000000000 Oct 2024 273,000 New $273K — 0.06% STIV
298 GLS Auto Receivables Trust 36271KAC5 Apr 2025 273,000 New $273K — 0.06% ABS-O
299 CHURCHILL DOWNS INC 171484AJ7 Oct 2024 270,000 +45,000 $273K +19.0% 0.06% DBT
300 FS Rialto Issuer Ltd 30326MAA3 Oct 2024 271,355 -230,428 $271K -45.9% 0.06% ABS-CBDO
301 NATIONAL FUEL GAS CO 636180BR1 Oct 2024 300,000 — $266K +2.1% 0.06% DBT
302 BPCE SA 05571AAR6 Oct 2024 250,000 — $264K +0.4% 0.06% DBT
303 SG Capital Partners 78432YAA7 Oct 2024 303,283 -138,762 $260K -28.9% 0.06% ABS-MBS
304 WAMU Mortgage Pass-Through Certificates 92925CDS8 Oct 2024 304,949 -4,230 $258K -7.2% 0.06% ABS-MBS
305 BOEING CO 097023CW3 Apr 2024 275,000 New $258K — 0.06% DBT
306 NATIONWIDE BLDG SOCIETY 63861VAJ6 Oct 2024 250,000 — $257K -0.3% 0.06% DBT
307 BROADCOM INC 11135FBV2 Oct 2024 268,000 — $257K -0.1% 0.06% DBT
308 Freddie Mac 3137HHAP6 Apr 2025 258,682 -16,318 $257K -6.3% 0.06% ABS-MBS
309 REGENERON PHARMACEUTICAL 75886FAE7 Oct 2024 300,000 — $256K +1.8% 0.06% DBT
310 United States Treasury 912810RR1 Oct 2024 336,612 +4,480 $256K -3.0% 0.06% DBT
311 MORGAN STANLEY BANK NA 61690U8B9 Apr 2025 250,000 — $255K +0.3% 0.06% DBT
312 INTOWN Mortgage Trust 46117WAE2 Apr 2025 260,000 New $254K — 0.06% ABS-MBS
313 MUTUAL OF OMAHA GLOBAL 62829D2D1 Oct 2024 250,000 — $254K +0.4% 0.06% DBT
314 Freddie Mac 3137HH7J4 Apr 2025 255,789 -19,211 $254K -7.3% 0.06% ABS-MBS
315 CENTENE CORP 15135BAZ4 Oct 2024 300,000 — $253K +1.5% 0.06% DBT
316 STANDARD CHARTERED BK/NY 85325X2B1 Apr 2025 250,000 New $253K — 0.06% DBT
317 FIBERCOP SPA 000000000 Oct 2024 200,000 New $251K — 0.06% DBT
318 MORGAN STANLEY BANK NA 61690U7Z7 Oct 2024 250,000 — $251K -0.6% 0.06% DBT
319 BANK OF AMERICA CORP 06051GKP3 Oct 2024 250,000 — $250K +0.8% 0.06% DBT
320 ELECTRICITE DE FRANCE SA 000000000 Oct 2024 200,000 New $250K — 0.06% DBT
321 GOLDMAN SACHS BANK USA 38151LAH3 Apr 2025 250,000 — $249K -0.3% 0.06% DBT
322 EMRLD BOR / EMRLD CO-ISS 29103CAA6 Oct 2024 245,000 — $248K -0.3% 0.06% DBT
323 BOOST NEWCO BORROWER LLC 36268NAA8 Oct 2024 235,000 — $248K +0.1% 0.06% DBT
324 Castlelake Aircraft Securitization Trust 14856VAB3 Apr 2025 246,691 New $247K — 0.06% ABS-O
325 T-MOBILE USA INC 87264ACT0 Oct 2024 370,000 — $245K -4.5% 0.06% DBT
326 Freddie Mac 3137HKEA8 Apr 2025 244,319 New $245K — 0.06% ABS-MBS
327 Freddie Mac 3137HKD92 Apr 2025 243,954 New $244K — 0.06% ABS-MBS
328 EPH FIN INTERNATIONAL AS 000000000 Oct 2024 200,000 New $243K — 0.06% DBT
329 Fannie Mae 3136BU3V0 Apr 2025 241,604 New $242K — 0.06% ABS-MBS
330 Fannie Mae 3140N1WN9 Oct 2024 246,558 -13,807 $242K -4.5% 0.06% ABS-MBS
331 Structured Asset Mortgage Investments Inc 86360KAA6 Oct 2024 270,593 -28,493 $241K -9.7% 0.06% ABS-MBS
332 Fannie Mae 3140XHJC2 Oct 2024 257,161 -9,325 $241K -2.7% 0.06% ABS-MBS
333 Fannie Mae 3136BSPM1 Apr 2025 241,688 -26,653 $240K -10.4% 0.06% ABS-MBS
334 Fannie Mae 3136BTPD9 Apr 2025 239,557 -35,443 $239K -13.4% 0.06% ABS-MBS
335 JDE PEET'S NV 000000000 Oct 2024 200,000 New $237K — 0.06% DBT
336 WELLS FARGO & COMPANY 95000U3H4 Oct 2024 220,000 +90,000 $237K +68.4% 0.06% DBT
337 HONEYWELL INTERNATIONAL 000000000 Oct 2024 200,000 New $235K — 0.06% DBT
338 U.S. Bank National Association 90357PBE3 Apr 2025 234,044 New $233K — 0.06% ABS-MBS
339 VODAFONE GROUP PLC 92857WBS8 Oct 2024 275,000 — $231K -4.7% 0.05% DBT
340 Government National Mortgage Association 38385CCE6 Apr 2025 230,903 New $231K — 0.05% ABS-MBS
341 ILIAD HOLDING SAS 000000000 Oct 2024 200,000 New $231K — 0.05% DBT
342 RHP HOTEL PPTY/RHP FINAN 749571AK1 Oct 2024 230,000 — $229K -1.5% 0.05% DBT
343 TEVA PHARM FNC NL II 000000000 Oct 2024 200,000 New $229K — 0.05% DBT
344 MEDLINE BORROWER LP 62482BAA0 Oct 2024 245,000 -150,000 $229K -38.2% 0.05% DBT
345 AMGEN INC 031162DU1 Oct 2024 240,000 — $228K -5.0% 0.05% DBT
346 ORSTED A/S 000000000 Oct 2024 200,000 New $228K — 0.05% DBT
347 Government National Mortgage Association 21H060655 Apr 2025 225,000 New $228K — 0.05% ABS-MBS
348 KINDER MORGAN INC 28368EAE6 Oct 2024 200,000 — $227K -1.0% 0.05% DBT
349 LORCA TELECOM BONDCO 000000000 Oct 2024 200,000 New $227K — 0.05% DBT
350 TK ELEVATOR MIDCO GMBH 000000000 Oct 2024 200,000 New $226K — 0.05% DBT
351 ADANI ELECTRICITY MUMBAI 00654GAA1 Oct 2024 262,000 — $226K -2.0% 0.05% DBT
352 BP CAPITAL MARKETS PLC 000000000 Oct 2024 200,000 New $226K — 0.05% DBT
353 Fannie Mae 3136BSCJ2 Apr 2025 225,664 -18,648 $224K -7.8% 0.05% ABS-MBS
354 Onslow Bay Financial LLC 67115DAA0 Oct 2024 263,792 -9,660 $222K -2.7% 0.05% ABS-MBS
355 MIDWEST GMNG BOR/MWG FIN 59833DAB6 Oct 2024 235,000 +10,000 $222K +4.4% 0.05% DBT
356 INTESA SANPAOLO SPA 46115HCD7 Oct 2024 200,000 — $222K +0.5% 0.05% DBT
357 Volofin Finance Designated Activity Company 92873RAA9 Apr 2025 217,458 New $219K — 0.05% ABS-O
358 ROCC Trust 74970WAG5 Apr 2025 209,000 — $218K +3.2% 0.05% ABS-MBS
359 LHOME Mortgage Trust 50205PAA0 Apr 2025 217,000 — $218K +0.3% 0.05% ABS-MBS
360 Freddie Mac - STACR 35564KUE7 Apr 2025 200,000 — $216K -2.0% 0.05% ABS-MBS
361 Freddie Mac 3133KPUH9 Oct 2024 225,249 -9,902 $216K -3.6% 0.05% ABS-MBS
362 BAT CAPITAL CORP 054989AA6 Oct 2024 200,000 — $214K +1.3% 0.05% DBT
363 Kubota Credit Owner Trust 50117FAB7 Apr 2025 212,000 New $213K — 0.05% ABS-O
364 Fannie Mae 3140N9TX4 Oct 2024 212,179 -11,769 $213K -4.3% 0.05% ABS-MBS
365 DEUTSCHE BANK NY 251526CU1 Oct 2024 200,000 — $212K +0.8% 0.05% DBT
366 DUKE UNIVERSITY 26442TAF4 Oct 2024 300,000 — $212K -2.6% 0.05% DBT
367 Freddie Mac 3133KQEU6 Oct 2024 215,532 -7,870 $212K -2.6% 0.05% ABS-MBS
368 Accredited Mortgage Loan Trust 004375AW1 Oct 2024 216,050 -38,252 $212K -15.0% 0.05% ABS-MBS
369 JETBLUE 2019-1 CLASS A 477143AJ0 Oct 2024 230,501 -7,316 $212K -0.7% 0.05% DBT
370 DELL INT LLC / EMC CORP 24703TAP1 Apr 2025 215,000 New $211K — 0.05% DBT
371 Freddie Mac - STACR 35564NCA9 Oct 2024 210,000 — $210K -0.3% 0.05% ABS-MBS
372 CONSTELLATION EN GEN LLC 210385AD2 Oct 2024 200,000 — $210K -1.5% 0.05% DBT
373 RGA GLOBAL FUNDING 76209PAC7 Oct 2024 200,000 — $210K +1.2% 0.05% DBT
374 Freddie Mac 3137HHDE8 Apr 2025 211,593 -38,407 $210K -15.8% 0.05% ABS-MBS
375 GM Financial Automobile Leasing Trust 36271VAB3 Apr 2025 209,000 New $209K — 0.05% ABS-O
376 ENERGY TRANSFER LP 29273VAS9 Oct 2024 200,000 — $209K +0.3% 0.05% DBT
377 Fannie Mae 3140QRVZ3 Oct 2024 212,725 -8,712 $209K -3.1% 0.05% ABS-MBS
378 NEWMARK GROUP INC 65158NAD4 Apr 2025 200,000 — $209K -1.3% 0.05% DBT
379 REPUBLIC OF SOUTH AFRICA 836205BF0 Apr 2025 220,000 New $209K — 0.05% DBT
380 ALPHA GENERATION LLC 02073LAA9 Apr 2025 205,000 +55,000 $209K +37.3% 0.05% DBT
381 GOLUB CAPITAL BDC 38173MAD4 Oct 2024 200,000 — $209K +0.3% 0.05% DBT
382 NATWEST GROUP PLC 639057AH1 Oct 2024 200,000 — $208K -0.3% 0.05% DBT
383 BANK OF AMERICA CORP 06051GLS6 Oct 2024 200,000 — $208K +0.9% 0.05% DBT
384 City of New York NY 64966SNH5 Apr 2025 200,000 New $208K — 0.05% DBT
385 FOUNDRY JV HOLDCO LLC 350930AK9 Apr 2025 200,000 New $208K — 0.05% DBT
386 Fannie Mae 31418EPC8 Oct 2024 210,792 -9,604 $207K -3.3% 0.05% ABS-MBS
387 AVIATION CAPITAL GROUP 05369AAN1 Apr 2025 200,000 — $207K +0.3% 0.05% DBT
388 PACIFIC GAS & ELECTRIC 694308KM8 Oct 2024 200,000 — $207K -2.8% 0.05% DBT
389 FOUNDRY JV HOLDCO LLC 350930AD5 Apr 2025 200,000 — $207K +1.1% 0.05% DBT
390 MARRIOTT INTERNATIONAL 571903BN2 Oct 2024 200,000 — $207K +0.4% 0.05% DBT
391 DANSKE BANK A/S 23636ABH3 Oct 2024 200,000 — $206K +1.1% 0.05% DBT
392 CAIXABANK SA 12803RAG9 Oct 2024 200,000 — $206K +1.5% 0.05% DBT
393 ONEOK INC 682680BJ1 Oct 2024 200,000 — $206K +0.4% 0.05% DBT
394 CENTERPOINT ENER HOUSTON 15189XBD9 Oct 2024 200,000 — $206K +1.2% 0.05% DBT
395 WELLS FARGO & COMPANY 95000U3E1 Oct 2024 200,000 — $206K +0.7% 0.05% DBT
396 CITIGROUP INC 172967PU9 Apr 2025 205,000 New $206K — 0.05% DBT
397 PROTECTIVE LIFE GLOBAL 74368CBY9 Apr 2025 200,000 — $205K +0.8% 0.05% DBT
398 SUMITOMO MITSUI FINL GRP 86562MDM9 Apr 2025 200,000 — $205K +0.6% 0.05% DBT
399 MORGAN STANLEY 61747YFF7 Oct 2024 200,000 — $205K +0.7% 0.05% DBT
400 Fannie Mae 3140N3AD1 Oct 2024 214,230 -18,809 $205K -7.5% 0.05% ABS-MBS
401 CBRE SERVICES INC 12505BAH3 Oct 2024 200,000 — $205K -0.0% 0.05% DBT
402 ZIMMER BIOMET HOLDINGS 98956PAX0 Oct 2024 200,000 — $205K +0.6% 0.05% DBT
403 Fannie Mae 3140QRHN6 Oct 2024 208,428 -6,326 $205K -2.1% 0.05% ABS-MBS
404 LLOYDS BANKING GROUP PLC 53944YAV5 Oct 2024 200,000 — $205K -1.6% 0.05% DBT
405 JPMORGAN CHASE & CO 46647PDW3 Oct 2024 200,000 — $205K -0.0% 0.05% DBT
406 Freddie Mac - STACR 35564KLU1 Oct 2024 200,000 — $205K -0.5% 0.05% ABS-MBS
407 JPMORGAN CHASE & CO 46647PDU7 Oct 2024 200,000 — $205K +1.0% 0.05% DBT
408 ENBRIDGE INC 29250NCB9 Oct 2024 200,000 — $205K +0.9% 0.05% DBT
409 ATHENE GLOBAL FUNDING 04685A3Q2 Oct 2024 200,000 — $205K +0.9% 0.05% DBT
410 ROLLS-ROYCE PLC 77578JAC2 Oct 2024 200,000 — $205K +0.3% 0.05% DBT
411 MIZUHO FINANCIAL GROUP 60687YDF3 Apr 2025 200,000 — $205K +0.6% 0.05% DBT
412 ING GROEP NV 456837AY9 Oct 2024 227,000 — $205K +1.4% 0.05% DBT
413 Freddie Mac 3133BMYP4 Oct 2024 212,918 -8,076 $205K -3.0% 0.05% ABS-MBS
414 BANK OF NY MELLON CORP 06406RBV8 Oct 2024 200,000 — $205K +1.5% 0.05% DBT
415 EXELON CORP 30161NBM2 Oct 2024 200,000 — $204K +0.9% 0.05% DBT
416 Freddie Mac Multiclass Certificates 3137FRV57 Oct 2024 3,460,000 — $204K -11.5% 0.05% ABS-MBS
417 BARCLAYS PLC 06738EBX2 Oct 2024 200,000 — $204K -1.2% 0.05% DBT
418 ING GROEP NV 456837BL6 Oct 2024 200,000 — $204K +0.8% 0.05% DBT
419 State Board of Administration Finance Corp 341271AH7 Apr 2025 200,000 — $204K +0.4% 0.05% DBT
420 BLOCK INC 852234AR4 Apr 2025 200,000 — $204K +0.2% 0.05% DBT
421 Freddie Mac 3132DWGG2 Apr 2025 207,636 -9,440 $204K -3.3% 0.05% ABS-MBS
422 ICON INVESTMENTS SIX DAC 45115AAA2 Apr 2025 200,000 — $204K +0.0% 0.05% DBT
423 PACIFICORP 695114DB1 Oct 2024 200,000 — $204K +0.8% 0.05% DBT
424 BROADCOM INC 11135FBX8 Apr 2025 200,000 — $204K +1.1% 0.05% DBT
425 BNP PARIBAS 09659W2W3 Oct 2024 200,000 — $204K +0.5% 0.05% DBT
426 AMERICAN ELECTRIC POWER 025537AW1 Oct 2024 195,000 — $204K -0.7% 0.05% DBT
427 NORTHWESTERN CORP 66807TAA0 Apr 2025 200,000 New $203K — 0.05% DBT
428 Pagaya AI Debt Selection Trust 69547XAA0 Oct 2024 201,576 -94,852 $203K -32.0% 0.05% ABS-O
429 GOLDMAN SACHS GROUP INC 38141GVX9 Oct 2024 200,000 — $203K -0.8% 0.05% DBT
430 PACIFIC GAS & ELECTRIC 694308KQ9 Oct 2024 200,000 — $203K -0.3% 0.05% DBT
431 EnLink Midstream LLC 29336TAA8 Apr 2025 200,000 — $203K +0.8% 0.05% DBT
432 MORGAN STANLEY 61747YFA8 Oct 2024 200,000 — $203K +0.8% 0.05% DBT
433 PAYCHEX INC 704326AB3 Apr 2025 200,000 New $203K — 0.05% DBT
434 DEUTSCHE BANK NY 251526CV9 Oct 2024 200,000 — $203K +0.5% 0.05% DBT
435 Freddie Mac - STACR 35564KYP8 Oct 2024 192,000 — $203K -1.5% 0.05% ABS-MBS
436 GEORGIA POWER CO 373334KV2 Oct 2024 200,000 — $203K +0.4% 0.05% DBT
437 IMPERIAL BRANDS FIN PLC 45262BAH6 Apr 2025 200,000 — $203K +0.6% 0.05% DBT
438 AMEREN CORP 023608AQ5 Oct 2024 200,000 — $203K +0.9% 0.05% DBT
439 AVOLON HOLDINGS FNDG LTD 05401AAU5 Oct 2024 200,000 — $203K +0.1% 0.05% DBT
440 ENERGY TRANSFER LP 29273VAZ3 Apr 2025 200,000 — $203K +0.3% 0.05% DBT
441 ENERGY TRANSFER LP 29278NAG8 Oct 2024 200,000 — $203K +0.4% 0.05% DBT
442 MARS INC 571676AY1 Apr 2025 200,000 New $202K — 0.05% DBT
443 SOUTHERN CAL EDISON 842400JC8 Oct 2024 200,000 — $202K -0.3% 0.05% DBT
444 BMW US CAPITAL LLC 05565ECY9 Apr 2025 200,000 New $202K — 0.05% DBT
445 LAS VEGAS SANDS CORP 517834AK3 Apr 2025 200,000 — $202K -0.9% 0.05% DBT
446 HSBC HOLDINGS PLC 404280DH9 Oct 2024 200,000 — $202K +0.3% 0.05% DBT
447 AMERICAN EXPRESS CO 025816DT3 Oct 2024 200,000 — $202K -0.2% 0.05% DBT
448 SANTANDER HOLDINGS USA 80282KBQ8 Apr 2025 200,000 New $202K — 0.05% DBT
449 SANTANDER UK GROUP HLDGS 80281LAS4 Oct 2024 200,000 -200,000 $202K -50.3% 0.05% DBT
450 AVIATION CAPITAL GROUP 05369AAQ4 Apr 2025 200,000 — $202K +0.4% 0.05% DBT
451 AMERICAN EXPRESS CO 025816DL0 Oct 2024 200,000 — $202K -0.5% 0.05% DBT
452 ATHENE GLOBAL FUNDING 04685A3S8 Oct 2024 200,000 — $202K +0.1% 0.05% DBT
453 ARROW ELECTRONICS INC 04273WAF8 Apr 2025 200,000 — $202K +1.3% 0.05% DBT
454 Freddie Mac 3132DWE74 Oct 2024 205,035 -9,648 $202K -3.5% 0.05% ABS-MBS
455 ING GROEP NV 456837BR3 Apr 2025 200,000 New $202K — 0.05% DBT
456 DOMINION ENERGY INC 25746UDV8 Apr 2025 205,000 New $202K — 0.05% DBT
457 ING GROEP NV 456837BJ1 Oct 2024 200,000 — $202K -0.7% 0.05% DBT
458 ABN AMRO BANK NV 00084DBC3 Oct 2024 200,000 — $201K -0.4% 0.05% DBT
459 Ally Bank Auto Credit-Linked Notes 02007G4F7 Apr 2025 201,359 -48,641 $201K -19.4% 0.05% ABS-O
460 HYUNDAI CAPITAL AMERICA 44891ACT2 Oct 2024 200,000 — $201K -0.0% 0.05% DBT
461 GREENSAIF PIPELINES BIDC 39541EAD5 Apr 2025 200,000 — $201K +0.5% 0.05% DBT
462 ALGONQUIN PWR & UTILITY 015857AF2 Oct 2024 200,000 — $201K +0.1% 0.05% DBT
463 WILLIAMS COMPANIES INC 969457CL2 Apr 2025 200,000 — $201K +1.2% 0.05% DBT
464 ABN AMRO BANK NV 00084DBF6 Apr 2025 200,000 New $201K — 0.05% DBT
465 MASSMUTUAL GLOBAL FUNDIN 57629TBQ9 Oct 2024 200,000 — $201K -0.4% 0.05% DBT
466 ALTICE FRANCE SA 000000000 Oct 2024 200,000 New $201K — 0.05% DBT
467 ONEOK INC 682680BD4 Oct 2024 200,000 — $201K -0.5% 0.05% DBT
468 Barclays PLC 06738EBD6 Oct 2024 200,000 — $201K +0.9% 0.05% DBT
469 Trafigura Securitisation Finance Plc 892725AZ5 Apr 2025 200,000 — $201K +0.4% 0.05% ABS-O
470 MERCEDES-BENZ FIN NA 58769JBE6 Apr 2025 200,000 New $201K — 0.05% DBT
471 BANK OF AMERICA CORP 06051GLE7 Oct 2024 200,000 — $201K +0.1% 0.05% DBT
472 EQUIFAX INC 294429AX3 Apr 2025 200,000 — $201K +1.2% 0.05% DBT
473 FISERV INC 337738BL1 Oct 2024 200,000 — $201K -1.1% 0.05% DBT
474 NOMURA HOLDINGS INC 65535HBQ1 Apr 2025 200,000 — $200K -0.6% 0.05% DBT
475 PARK INTERMED HOLDINGS 70052LAD5 Apr 2025 200,000 +135,000 $200K +200.6% 0.05% DBT
476 GEORGIA POWER CO 373334KU4 Oct 2024 200,000 — $200K -0.3% 0.05% DBT
477 SKANDINAVISKA ENSKILDA 000000000 Oct 2024 200,000 New $200K — 0.05% DBT
478 PINNACLE WEST CAPITAL 723484AL5 Apr 2025 200,000 — $200K -0.4% 0.05% DBT
479 CIGNA GROUP/THE 125523AH3 Oct 2024 200,000 — $200K +1.6% 0.05% DBT
480 GOLDMAN SACHS BANK USA 38151LAE0 Oct 2024 200,000 — $199K -0.4% 0.05% DBT
481 Fannie Mae 31418EPD6 Oct 2024 199,099 -14,418 $199K -5.9% 0.05% ABS-MBS
482 AERCAP IRELAND CAP/GLOBA 00774MAL9 Oct 2024 200,000 — $199K +0.3% 0.05% DBT
483 FORD MOTOR CREDIT CO LLC 345397D83 Oct 2024 200,000 — $199K -1.4% 0.05% DBT
484 Banco Santander SA 05964HAJ4 Oct 2024 200,000 — $199K +1.5% 0.05% DBT
485 EDISON INTERNATIONAL 281020BA4 Apr 2025 200,000 — $199K -2.3% 0.05% DBT
486 STATE OF ISRAEL 46514BRL3 Oct 2024 200,000 — $198K +2.3% 0.05% DBT
487 NISSAN MOTOR CO 654744AB7 Oct 2024 200,000 — $198K +0.9% 0.05% DBT
488 SAUDI INTERNATIONAL BOND 80413TBD0 Oct 2024 200,000 — $198K +0.0% 0.05% DBT
489 Bank of America Corp 06051GGF0 Oct 2024 200,000 — $198K +0.9% 0.05% DBT
490 FORD MOTOR CREDIT CO LLC 345397B28 Oct 2024 200,000 — $198K +0.8% 0.05% DBT
491 SYSTEM ENERGY RESOURCES 871911AV5 Apr 2025 200,000 New $198K — 0.05% DBT
492 IMPERIAL BRANDS FIN PLC 45262BAB9 Oct 2024 200,000 — $198K +1.3% 0.05% DBT
493 PFIZER INVESTMENT ENTER 716973AE2 Oct 2024 200,000 — $198K +0.2% 0.05% DBT
494 Countrywide Home Loans 12669UCN8 Oct 2024 210,670 -31,255 $197K -12.3% 0.05% ABS-MBS
495 WELLS FARGO & COMPANY 95000U2F9 Oct 2024 200,000 — $197K +1.1% 0.05% DBT
496 United States Treasury 912810UA4 Apr 2025 200,000 — $197K -3.7% 0.05% DBT
497 ORACLE CORP 68389XCS2 Apr 2025 200,000 — $197K +1.2% 0.05% DBT
498 CONTINENTAL RESOURCES 212015AT8 Oct 2024 200,000 — $197K -1.7% 0.05% DBT
499 ING GROEP NV 456837AR4 Oct 2024 200,000 — $197K -0.5% 0.05% DBT
500 ABU DHABI DEVELOPMENT HO 00402D2C8 Apr 2025 200,000 — $197K +1.6% 0.05% DBT
501 SOUTHWESTERN ELEC POWER 845437BR2 Oct 2024 200,000 — $197K +0.7% 0.05% DBT
502 Fannie Mae - CAS 20753YCK6 Oct 2024 191,000 — $196K -1.1% 0.05% ABS-MBS
503 Freddie Mac 3132DQM78 Oct 2024 192,025 -13,097 $196K -5.4% 0.05% ABS-MBS
504 TRUIST FINANCIAL CORP 89788MAM4 Oct 2024 200,000 — $196K -0.1% 0.05% DBT
505 BANCO BILBAO VIZCAYA ARG 05946KAS0 Apr 2025 200,000 New $196K — 0.05% DBT
506 JPMorgan Chase & Co 46647PAM8 Oct 2024 200,000 — $195K +1.5% 0.05% DBT
507 SYSCO CORPORATION 871829BN6 Oct 2024 184,000 — $195K -5.6% 0.05% DBT
508 BMW Vehicle Owner Trust 096924AB1 Apr 2025 195,000 New $195K — 0.05% ABS-O
509 HCA INC 404119CH0 Oct 2024 200,000 — $195K +1.3% 0.05% DBT
510 JPMORGAN CHASE & CO 46647PCW4 Oct 2024 200,000 — $195K +1.5% 0.05% DBT
511 NATIONWIDE BLDG SOCIETY 63861VAF4 Oct 2024 200,000 — $195K +2.0% 0.05% DBT
512 EXELON CORP 30161NBB6 Oct 2024 200,000 — $194K +1.5% 0.05% DBT
513 US BANCORP 91159HJL5 Oct 2024 200,000 — $194K +0.3% 0.05% DBT
514 NATWEST GROUP PLC 780097BP5 Oct 2024 200,000 — $194K +1.4% 0.05% DBT
515 Freddie Mac 3133W7HH1 Apr 2025 197,976 -1,384 $194K +0.1% 0.05% ABS-MBS
516 Avangrid Inc 05351WAB9 Oct 2024 200,000 — $194K +1.5% 0.05% DBT
517 FORD MOTOR CREDIT CO LLC 345397G56 Apr 2025 200,000 New $194K — 0.05% DBT
518 MPLX LP 55336VBV1 Oct 2024 200,000 — $193K -0.7% 0.05% DBT
519 INTESA SANPAOLO SPA 46115HBL0 Oct 2024 200,000 — $193K +2.3% 0.05% DBT
520 United States Treasury 912810TU2 Oct 2024 200,000 -100,000 $193K -34.1% 0.05% DBT
521 Fannie Mae 31418ES68 Oct 2024 189,563 -18,893 $193K -8.2% 0.05% ABS-MBS
522 DAIMLER TRUCK FINAN NA 233853AF7 Oct 2024 200,000 — $192K +1.6% 0.05% DBT
523 CARLYLE FINANCE SUB LLC 14314DAA1 Oct 2024 200,000 — $192K +2.4% 0.05% DBT
524 JPMORGAN CHASE & CO 46647PCP9 Oct 2024 200,000 — $192K +2.0% 0.05% DBT
525 SOUTHERN CO 842587DE4 Oct 2024 200,000 — $192K +1.8% 0.05% DBT
526 MARVELL TECHNOLOGY INC 573874AQ7 Oct 2024 185,000 — $191K -1.1% 0.05% DBT
527 Navient Student Loan Trust 63943CAA9 Apr 2025 187,592 -34,407 $191K -15.1% 0.05% ABS-O
528 BOEING CO 097023CA1 Oct 2024 200,000 — $191K +3.2% 0.05% DBT
529 NISOURCE INC 65473PAJ4 Oct 2024 200,000 — $191K +1.9% 0.05% DBT
530 IPALCO ENTERPRISES INC 462613AP5 Oct 2024 200,000 — $191K +0.8% 0.05% DBT
531 HARBOUR ENERGY PLC 411618AD3 Apr 2025 200,000 New $190K — 0.05% DBT
532 United States Treasury 912810SJ8 Oct 2024 300,000 — $190K -2.9% 0.05% DBT
533 Fannie Mae 3140NCT25 Oct 2024 193,689 -10,871 $190K -4.5% 0.05% ABS-MBS
534 BX Trust 05593VAL7 Apr 2025 197,000 New $190K — 0.05% ABS-MBS
535 MIZUHO FINANCIAL GROUP 60687YBX6 Oct 2024 200,000 — $190K +1.6% 0.04% DBT
536 CQP HOLDCO LP/BIP-V CHIN 12657NAB6 Oct 2024 180,000 -175,000 $189K -49.6% 0.04% DBT
537 BNP PARIBAS 05565AB28 Oct 2024 200,000 — $189K +1.1% 0.04% DBT
538 BANCO SANTANDER SA 05971KAH2 Apr 2025 200,000 New $189K — 0.04% DBT
539 Intercontinental Exchange, Inc. 000000000 Oct 2024 4,980,000 New $188K — 0.04% DCR
540 New York City Transitional Finance Authority 64972JLP1 Apr 2025 200,000 — $188K -1.3% 0.04% DBT
541 SOUTHWEST GAS CORP 845011AE5 Oct 2024 200,000 — $187K +0.8% 0.04% DBT
542 Freddie Mac 3132DWGZ0 Oct 2024 186,813 -10,544 $187K -4.4% 0.04% ABS-MBS
543 Freddie Mac - STACR 35564KH44 Oct 2024 178,000 — $186K -0.7% 0.04% ABS-MBS
544 WELLS FARGO & COMPANY 95000U2G7 Apr 2025 200,000 New $185K — 0.04% DBT
545 Towd Point Mortgage Trust 89180YAA8 Oct 2024 195,057 -15,101 $185K -6.1% 0.04% ABS-MBS
546 APPLOVIN CORP 03831WAD0 Apr 2025 185,000 New $185K — 0.04% DBT
547 NISSAN MOTOR CO 654744AD3 Oct 2024 200,000 — $185K +0.0% 0.04% DBT
548 SUMITOMO MITSUI FINL GRP 86562MCG3 Oct 2024 200,000 — $184K +2.6% 0.04% DBT
549 HUNTINGTON INGALLS INDUS 446413AZ9 Oct 2024 200,000 — $184K +1.9% 0.04% DBT
550 NISSAN MOTOR ACCEPTANCE 654740BT5 Oct 2024 200,000 — $182K +1.3% 0.04% DBT
551 United States Treasury 912834KP2 Apr 2025 400,000 New $182K — 0.04% DBT
552 Fannie Mae 31418EMT4 Oct 2024 181,363 -10,734 $182K -4.8% 0.04% ABS-MBS
553 CHARTER COMM OPT LLC/CAP 161175CD4 Oct 2024 200,000 — $181K +3.3% 0.04% DBT
554 Fannie Mae - CAS 20754LAF6 Oct 2024 178,000 — $181K -0.6% 0.04% ABS-MBS
555 ALLY FINANCIAL INC 02005NBP4 Oct 2024 200,000 — $181K +2.0% 0.04% DBT
556 WAMU Mortgage Pass-Through Certificates 93363DAA5 Oct 2024 199,460 -11,272 $181K -5.0% 0.04% ABS-MBS
557 FOX CORP 35137LAN5 Oct 2024 170,000 — $181K -0.1% 0.04% DBT
558 BANK OF AMERICA CORP 06051GJB6 Oct 2024 200,000 — $181K +2.3% 0.04% DBT
559 Fannie Mae 3140QSKM2 Oct 2024 183,671 -8,338 $180K -3.3% 0.04% ABS-MBS
560 Freddie Mac 3132DWJL8 Oct 2024 180,167 -102,698 $180K -35.8% 0.04% ABS-MBS
561 ORACLE CORP 68389XCE3 Oct 2024 200,000 — $180K +1.6% 0.04% DBT
562 AMER AIRLINE 16-2 AA PTT 023765AA8 Oct 2024 188,850 -6,750 $179K -2.6% 0.04% DBT
563 CHEC Loan Trust 162765AT8 Oct 2024 177,758 -7,841 $179K -4.4% 0.04% ABS-MBS
564 BLACK HILLS CORP 092113AT6 Oct 2024 200,000 — $178K +2.3% 0.04% DBT
565 EMORY UNIVERSITY 29157TAD8 Oct 2024 200,000 — $178K +2.7% 0.04% DBT
566 APPALACHIAN POWER CO 037735CZ8 Oct 2024 200,000 — $178K +1.8% 0.04% DBT
567 T-MOBILE USA INC 87264ACB9 Oct 2024 200,000 — $177K +2.0% 0.04% DBT
568 Freddie Mac 3132DWKP7 Apr 2025 174,820 -18,796 $177K -9.0% 0.04% ABS-MBS
569 COSTAR GROUP INC 22160NAA7 Oct 2024 200,000 — $177K +1.6% 0.04% DBT
570 MetroNet Infrastructure Issuer LLC 59170JAA6 Oct 2024 173,643 — $177K +0.0% 0.04% ABS-O
571 CCO HLDGS LLC/CAP CORP 1248EPCE1 Oct 2024 190,000 — $176K +4.0% 0.04% DBT
572 Freddie Mac 3133KRB29 Oct 2024 179,580 -6,551 $176K -2.5% 0.04% ABS-MBS
573 MOTOROLA SOLUTIONS INC 620076BT5 Oct 2024 200,000 — $176K +2.4% 0.04% DBT
574 MPH ACQUISITION HOLDINGS LLC 55328HAP6 Apr 2025 178,847 New $176K — 0.04% LON
575 Chase Mortgage Finance Corporation 161636AE5 Oct 2024 475,237 +5,429 $176K -1.5% 0.04% ABS-MBS
576 CHENIERE ENERGY PARTNERS 16411QAN1 Oct 2024 200,000 — $176K +0.9% 0.04% DBT
577 CMS ENERGY CORP 125896BY5 Apr 2025 180,000 New $175K — 0.04% DBT
578 Prestige Auto Receivables Trust 74113XAF3 Oct 2024 179,000 — $175K +1.7% 0.04% ABS-O
579 Government National Mortgage Association 38380UAY9 Oct 2024 181,689 -10,787 $175K -4.9% 0.04% ABS-MBS
580 INTL FLAVOR & FRAGRANCES 459506AQ4 Oct 2024 200,000 — $174K +1.6% 0.04% DBT
581 M&T BANK CORPORATION 55261FAN4 Oct 2024 190,000 — $174K +0.6% 0.04% DBT
582 Sotheby's Artfi Master Trust 2024-A 83589CAA6 Oct 2024 171,000 — $173K -0.1% 0.04% ABS-O
583 OLYMPUS WTR US HLDG CORP 25259KAA8 Oct 2024 165,000 — $172K -1.8% 0.04% DBT
584 AES CORP/THE 00130HCG8 Oct 2024 200,000 — $171K +1.8% 0.04% DBT
585 DOMINION ENERGY INC 25746UDL0 Oct 2024 200,000 — $171K +1.6% 0.04% DBT
586 Verus Securitization Trust 92538MAC3 Oct 2024 198,515 -12,678 $171K -4.5% 0.04% ABS-MBS
587 TierPoint Issuer LLC 88651CAA8 Oct 2024 170,000 -850,000 $170K -83.3% 0.04% ABS-O
588 SAUDI INTERNATIONAL BOND 80413TBE8 Oct 2024 200,000 — $169K -3.5% 0.04% DBT
589 Ally Bank Auto Credit-Linked Notes 02007GZ71 Apr 2025 167,346 -43,243 $169K -20.4% 0.04% ABS-O
590 Fannie Mae 3140XLPT9 Oct 2024 165,155 -16,333 $168K -8.2% 0.04% ABS-MBS
591 CENTERPOINT ENERGY INC 15189TBP1 Apr 2025 170,000 +90,000 $168K +110.2% 0.04% DBT
592 The Huntington National Bank 44644NAA7 Apr 2025 165,486 -47,688 $168K -22.2% 0.04% ABS-O
593 Fannie Mae 3140QR5B5 Oct 2024 173,998 -2,172 $167K -0.7% 0.04% ABS-MBS
594 REPUBLIC OF PERU 715638BY7 Apr 2025 600,000 New $167K — 0.04% DBT
595 Towd Point Mortgage Trust 89182JAA9 Oct 2024 165,429 -31,373 $167K -15.4% 0.04% ABS-MBS
596 AMER AIRLN 15-2 AA PTT 02377BAB2 Oct 2024 172,084 -7,110 $167K -3.3% 0.04% DBT
597 T-MOBILE USA INC 87264AAZ8 Oct 2024 205,000 — $166K -4.5% 0.04% DBT
598 JP Morgan Mortgage Trust 466247YH0 Oct 2024 215,713 -28,969 $166K -14.9% 0.04% ABS-MBS
599 NATWEST GROUP PLC 639057AD0 Apr 2025 200,000 New $166K — 0.04% DBT
600 Freddie Mac 31394TUG8 Oct 2024 164,823 -17,631 $166K -8.3% 0.04% ABS-MBS
601 Chicago Board of Trade 000000000 Oct 2024 89 New $166K — 0.04% DIR
602 Navient Student Loan Trust 63942EAA6 Oct 2024 187,885 -19,477 $165K -8.9% 0.04% ABS-O
603 UBER TECHNOLOGIES INC 90353TAQ3 Apr 2025 180,000 — $165K -4.0% 0.04% DBT
604 Freddie Mac 3132DWH30 Oct 2024 161,735 -14,789 $164K -7.5% 0.04% ABS-MBS
605 Chase Mortgage Finance Corporation 16159NAK0 Oct 2024 160,825 -23,963 $162K -12.1% 0.04% ABS-MBS
606 ING GROEP NV 456837AZ6 Apr 2025 200,000 New $161K — 0.04% DBT
607 Ziply Fiber Issuer, LLC 98979QAC7 Oct 2024 155,000 — $161K +1.1% 0.04% ABS-O
608 Bear Stearns Alt-A Trust 07386HB83 Oct 2024 235,234 -9,511 $161K -3.1% 0.04% ABS-MBS
609 BANK OF NY MELLON CORP 064058AL4 Oct 2024 170,000 — $161K +0.2% 0.04% DBT
610 VIKING CRUISES LTD 92676XAF4 Apr 2025 160,000 New $161K — 0.04% DBT
611 Government National Mortgage Association 38382GDD1 Oct 2024 208,709 -7,303 $160K -1.6% 0.04% ABS-MBS
612 SEMPRA 816851BT5 Apr 2025 175,000 +105,000 $160K +128.8% 0.04% DBT
613 Fannie Mae 3140QUUT1 Apr 2025 159,240 -9,981 $159K -5.1% 0.04% ABS-MBS
614 Government National Mortgage Association 38382UP70 Oct 2024 191,450 -8,622 $158K -2.7% 0.04% ABS-MBS
615 PENNYMAC FIN SVCS INC 70932MAE7 Apr 2025 155,000 New $158K — 0.04% DBT
616 BPR Trust 05592DAL8 Oct 2024 156,979 — $155K -1.2% 0.04% ABS-MBS
617 LIGHTNING POWER LLC 53229KAA7 Apr 2025 150,000 +55,000 $155K +57.2% 0.04% DBT
618 OCCIDENTAL PETROLEUM COR 674599EM3 Apr 2025 180,000 New $155K — 0.04% DBT
619 ORACLE CORP 68389XCA1 Oct 2024 215,000 — $155K -5.3% 0.04% DBT
620 Sierra Receivables Funding Co LLC 82653BAC7 Apr 2025 154,588 -55,412 $154K -26.1% 0.04% ABS-O
621 Madison Avenue Trust 556227AA4 Oct 2024 155,000 — $153K +1.7% 0.04% ABS-MBS
622 Government National Mortgage Association 38382TV84 Oct 2024 185,232 -10,927 $153K -4.9% 0.04% ABS-MBS
623 Golden State Tobacco Securitization Corp 38122ND58 Oct 2024 200,000 — $152K -0.7% 0.04% DBT
624 NAVIENT CORP 63938CAM0 Apr 2025 160,000 +135,000 $151K +536.0% 0.04% DBT
625 Chase Mortgage Finance Corporation 16159HAK3 Oct 2024 148,969 -30,837 $150K -16.6% 0.04% ABS-MBS
626 Fannie Mae - CAS 20755AAC6 Oct 2024 144,000 — $150K -1.8% 0.04% ABS-MBS
627 NATIONSTAR MTG HLD INC 63861CAG4 Apr 2025 145,000 New $147K — 0.03% DBT
628 WAMU Mortgage Pass-Through Certificates 92922F4M7 Oct 2024 148,804 -9,629 $146K -5.7% 0.03% ABS-MBS
629 Freddie Mac 3132DWGY3 Oct 2024 148,071 -255,652 $145K -62.9% 0.03% ABS-MBS
630 REPUBLIC OF INDONESIA 455780BM7 Oct 2024 165,000 — $145K -5.7% 0.03% DBT
631 Frontier Issuer LLC 35910EAM6 Apr 2025 140,000 +43,000 $145K +45.2% 0.03% ABS-O
632 Countrywide Alternative Loan Trust 02149CAJ0 Oct 2024 287,589 -1,993 $143K -3.3% 0.03% ABS-MBS
633 BX Trust 05612EAE8 Oct 2024 143,444 — $143K +0.1% 0.03% ABS-MBS
634 COMM Mortgage Trust 12654FAE0 Apr 2025 134,000 — $142K +2.8% 0.03% ABS-MBS
635 Frontier Issuer LLC 35910EAA2 Oct 2024 139,000 — $141K -0.3% 0.03% ABS-O
636 Fannie Mae 3140XQKG1 Apr 2025 140,772 -6,318 $141K -3.5% 0.03% ABS-MBS
637 ONNI Commercial Mortgage Trust 682939AE3 Apr 2025 136,000 — $140K +3.4% 0.03% ABS-MBS
638 Fannie Mae - CAS 207932AB0 Oct 2024 133,000 — $139K -1.7% 0.03% ABS-MBS
639 Sequoia Mortgage Trust 81743BAK3 Oct 2024 138,794 -53,167 $139K -27.4% 0.03% ABS-MBS
640 BX Trust 05612GAG8 Oct 2024 140,947 -9,758 $139K -7.7% 0.03% ABS-MBS
641 GENERAL MOTORS FINL CO 37045XFG6 Apr 2025 140,000 New $139K — 0.03% DBT
642 Social Professional Loan Program LLC 83401CAC8 Oct 2024 158,000 — $139K +2.0% 0.03% ABS-O
643 United States Treasury 912834KH0 Apr 2025 300,000 New $138K — 0.03% DBT
644 Freddie Mac 3132DWHT3 Oct 2024 138,121 -563,551 $138K -80.1% 0.03% ABS-MBS
645 Wells Fargo Commercial Mortgage Trust 95000KBG9 Oct 2024 143,000 — $138K +2.1% 0.03% ABS-MBS
646 CHARTER COMM OPT LLC/CAP 161175BZ6 Oct 2024 200,000 — $137K -0.2% 0.03% DBT
647 ENERGY TRANSFER LP 29273VAW0 Oct 2024 150,000 — $136K -7.7% 0.03% DBT
648 Navient Student Loan Trust 63942KAA2 Oct 2024 151,559 -14,377 $136K -7.1% 0.03% ABS-O
649 AMERICAN ELECTRIC POWER 025537AZ4 Apr 2025 135,000 — $136K -2.5% 0.03% DBT
650 Banc of America Merrill Lynch Large Loan Inc 05493WAC6 Apr 2025 136,000 — $136K -0.3% 0.03% ABS-MBS
651 VATTENFALL AB 000000000 Oct 2024 100,000 New $136K — 0.03% DBT
652 JPMorgan Chase Bank NA 000000000 Oct 2024 689,090 New $136K — 0.03% DCR
653 Avis Budget Rental Car Funding AESOP LLC 05377RGN8 Oct 2024 135,000 — $136K +0.3% 0.03% ABS-O
654 BAUSCH + LOMB CORP 071705AA5 Apr 2025 130,000 New $135K — 0.03% DBT
655 ELECTRICITE DE FRANCE SA 000000000 Oct 2024 100,000 New $134K — 0.03% DBT
656 United States Treasury 912828N71 Apr 2025 134,268 +1,788 $134K +3.2% 0.03% DBT
657 Oracle Corp 68389XBY0 Oct 2024 200,000 — $134K -5.7% 0.03% DBT
658 Residential Funding Mtg Sec I 76111XRB1 Oct 2024 138,991 -4,120 $133K -0.3% 0.03% ABS-MBS
659 PANTHER ESCROW ISSUER 69867RAA5 Oct 2024 130,000 — $133K +0.1% 0.03% DBT
660 MCGRAW-HILL EDUCATION 57767XAA8 Apr 2024 135,000 New $132K — 0.03% DBT
661 M360 Ltd. 55379AAA2 Oct 2024 132,260 -184,443 $132K -58.2% 0.03% ABS-CBDO
662 Wells Fargo Commercial Mortgage Trust 95003PAE1 Apr 2025 132,000 — $132K +0.3% 0.03% ABS-MBS
663 SDAL Trust 78437RAE9 Apr 2025 132,000 New $132K — 0.03% ABS-MBS
664 ANTERO MIDSTREAM PART/FI 03690AAH9 Oct 2024 135,000 +45,000 $132K +50.3% 0.03% DBT
665 Bear Stearns Alt-A Trust 07386HVS7 Oct 2024 229,297 -8,529 $132K -5.9% 0.03% ABS-MBS
666 Freddie Mac 3132E03E0 Apr 2025 130,643 -7,161 $131K -4.4% 0.03% ABS-MBS
667 BX TRUST 2024 VLT4 05612TAJ4 Apr 2025 136,000 — $131K -4.2% 0.03% ABS-MBS
668 Freddie Mac - STACR 35564KMH9 Oct 2024 130,000 — $130K -0.5% 0.03% ABS-MBS
669 VIRGIN MEDIA O2 V DAC 000000000 Oct 2024 100,000 New $130K — 0.03% DBT
670 Fannie Mae 3140NK4F5 Apr 2025 129,587 -4,236 $130K -2.4% 0.03% ABS-MBS
671 IRV Trust 45006HAE1 Apr 2025 131,000 New $129K — 0.03% ABS-MBS
672 EquipmentShare 69121NAB4 Apr 2025 127,818 New $129K — 0.03% ABS-O
673 Mexico Government International Bonds 000000000 Oct 2024 130,000 New $129K — 0.03% DBT
674 Freddie Mac 31394TYD1 Oct 2024 123,813 -8,283 $129K -5.0% 0.03% ABS-MBS
675 FHLMC Structured Pass Through Securities 31394JY35 Oct 2024 125,512 -10,658 $128K -6.6% 0.03% ABS-MBS
676 CHARLES SCHWAB CORP 808513BK0 Apr 2025 132,000 — $128K +0.9% 0.03% DBT
677 TPG Real Estate Finance 897764AA4 Apr 2025 130,000 New $127K — 0.03% ABS-CBDO
678 CAMB Commercial Mortgage Trust 12482HAL8 Oct 2024 127,000 — $126K -0.4% 0.03% ABS-MBS
679 ONEMAIN FINANCE CORP 682691AG5 Apr 2025 125,000 New $126K — 0.03% DBT
680 Stack Infrastructure Issuer LLC 85236KAK8 Oct 2024 124,000 — $125K +0.3% 0.03% ABS-O
681 NRZ Excess Spread Collateralized Notes 64832EAA7 Apr 2025 126,076 New $125K — 0.03% ABS-MBS
682 FannieMae Whole Loan 31394ALL8 Oct 2024 122,368 -16,410 $125K -10.8% 0.03% ABS-MBS
683 CITIGROUP INC 172967MV0 Apr 2025 128,000 — $124K +0.6% 0.03% DBT
684 APA INFRASTRUCTURE LTD 000000000 Oct 2024 100,000 New $124K — 0.03% DBT
685 Fannie Mae 3140XNWB6 Oct 2024 121,236 -5,617 $124K -3.8% 0.03% ABS-MBS
686 United States Treasury 91282CAQ4 Apr 2025 122,956 +1,636 $123K +3.2% 0.03% DBT
687 VODAFONE GROUP PLC 000000000 Oct 2024 100,000 New $123K — 0.03% DBT
688 Chase Mortgage Finance Corporation 161919AD7 Apr 2025 121,321 New $123K — 0.03% ABS-MBS
689 Freddie Mac 3132DTG79 Apr 2025 122,208 -837 $122K +0.2% 0.03% ABS-MBS
690 EROSKI S COOP 000000000 Oct 2024 100,000 New $122K — 0.03% DBT
691 Navient Student Loan Trust 63942GAA1 Oct 2024 137,119 -306,113 $122K -68.5% 0.03% ABS-O
692 ENERGY TRANSFER LP 29273VBF6 Apr 2025 130,000 New $122K — 0.03% DBT
693 Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC 102104AA4 Apr 2025 121,000 New $121K — 0.03% ABS-O
694 PERMIAN RESOURC OPTG LLC 71424VAA8 Apr 2024 120,000 New $121K — 0.03% DBT
695 MVW Owner Trust 627924AB9 Apr 2025 120,000 New $121K — 0.03% ABS-O
696 BX Trust 12433DAE3 Apr 2025 121,000 New $121K — 0.03% ABS-MBS
697 JP Morgan Chase Commercial Mortgage Sec Trust 46646GAE7 Oct 2024 125,000 — $121K +2.6% 0.03% ABS-MBS
698 VEOLIA ENVIRONNEMENT SA 000000000 Oct 2024 100,000 New $120K — 0.03% DBT
699 EXELON CORP 30161NBQ3 Apr 2025 120,000 New $119K — 0.03% DBT
700 NRZ Excess Spread Collateralized Notes 62956YAA7 Apr 2025 118,358 New $119K — 0.03% ABS-O
701 GRIFOLS SA 000000000 Oct 2024 100,000 New $119K — 0.03% DBT
702 SIX FLAGS/CANADA WON 150190AE6 Apr 2025 125,000 New $119K — 0.03% DBT
703 CIRSA FINANCE INTER 000000000 Oct 2024 100,000 New $119K — 0.03% DBT
704 Freddie Mac 3132DSTP7 Apr 2025 118,111 -2,923 $119K -1.5% 0.03% ABS-MBS
705 1211 Avenue of the Americas Trust 90117PAJ4 Apr 2025 124,000 — $118K -2.5% 0.03% ABS-MBS
706 OLYMPUS WTR US HLDG CORP 000000000 Oct 2024 100,000 New $118K — 0.03% DBT
707 JP Morgan Chase Commercial Mortgage Sec Trust 46655AAJ7 Oct 2024 144,000 — $118K +4.4% 0.03% ABS-MBS
708 ELIA GROUP SA/NV 000000000 Oct 2024 100,000 New $118K — 0.03% DBT
709 CECONOMY AG 000000000 Oct 2024 100,000 New $118K — 0.03% DBT
710 Mexico Government International Bonds 91087BAS9 Oct 2024 175,000 — $117K -5.9% 0.03% DBT
711 Uniti Fiber ABS Issuer LLC 91326EAB1 Apr 2025 115,000 New $117K — 0.03% ABS-O
712 Westlake Automobile Receivables Trust 96043VAH1 Apr 2025 116,000 New $117K — 0.03% ABS-O
713 Freddie Mac - STACR 35564KVE6 Oct 2024 111,000 — $117K -1.4% 0.03% ABS-MBS
714 MORGAN STANLEY 000000000 Oct 2024 100,000 New $116K — 0.03% DBT
715 BX Trust 05612RAG4 Apr 2025 118,441 -1,559 $116K -3.1% 0.03% ABS-MBS
716 HPEFS Equipment Trust 40444MAL5 Apr 2025 114,000 — $116K +0.5% 0.03% ABS-O
717 Verus Securitization Trust 924925AA8 Apr 2025 115,589 -11,548 $115K -8.9% 0.03% ABS-MBS
718 Morgan Stanley Capital Inc 61744CKP0 Oct 2024 118,714 -4,114 $115K -2.5% 0.03% ABS-MBS
719 CODELCO INC 21987BBB3 Oct 2024 125,000 — $115K +2.2% 0.03% DBT
720 BIRKENSTOCK FINANC SARL 000000000 Oct 2024 100,000 New $114K — 0.03% DBT
721 VERISURE MIDHOLDING AB 000000000 Oct 2024 100,000 New $114K — 0.03% DBT
722 SSE PLC 000000000 Oct 2024 100,000 New $113K — 0.03% DBT
723 ORSTED A/S 000000000 Oct 2024 100,000 New $113K — 0.03% DBT
724 Onslow Bay Financial LLC 67121CAA4 Apr 2025 113,742 New $113K — 0.03% ABS-O
725 Oztel Holdings SPC Ltd 692733AB4 Oct 2024 110,000 — $113K -1.0% 0.03% DBT
726 WELLS FARGO & COMPANY 949746TD3 Oct 2024 115,000 +55,000 $113K +94.4% 0.03% DBT
727 ABERTIS FINANCE BV 000000000 Oct 2024 100,000 New $113K — 0.03% DBT
728 Fifth Third Bancorp 316773CM0 Oct 2024 115,000 — $113K -1.7% 0.03% DBT
729 New Residential Mortgage Loan Trust 64831WAA8 Apr 2025 112,000 -114,000 $112K -49.8% 0.03% ABS-MBS
730 CAPITAL ONE FINANCIAL CO 14040HDH5 Apr 2025 110,000 New $111K — 0.03% DBT
731 BAYER AG 000000000 Oct 2024 100,000 New $111K — 0.03% DBT
732 Freddie Mac 3132DQXV3 Oct 2024 110,491 -5,922 $111K -4.2% 0.03% ABS-MBS
733 AUSNET SERVICES HOLDINGS 000000000 Oct 2024 100,000 New $110K — 0.03% DBT
734 Great Wolf Trust 39152MAG0 Oct 2024 110,000 — $109K -0.8% 0.03% ABS-MBS
735 CPI PROPERTY GROUP SA 000000000 Oct 2024 100,000 New $109K — 0.03% DBT
736 EQUITABLE HOLDINGS INC 29452EAD3 Apr 2025 110,000 New $109K — 0.03% DBT
737 CCO HLDGS LLC/CAP CORP 1248EPCQ4 Oct 2024 120,000 — $109K +4.7% 0.03% DBT
738 TRUIST FINANCIAL CORP 89832QAD1 Apr 2025 110,000 — $108K -1.3% 0.03% DBT
739 Gracie Point International Funding 38410KAA7 Oct 2024 108,000 — $108K -0.8% 0.03% ABS-O
740 Fannie Mae - CAS 20754TAD4 Apr 2025 108,000 New $107K — 0.03% ABS-MBS
741 PACIFIC GAS & ELECTRIC 694308KP1 Oct 2024 100,000 — $107K -3.3% 0.03% DBT
742 MVW Owner Trust 55389QAB3 Apr 2025 108,993 -16,007 $107K -12.4% 0.03% ABS-O
743 Towd Point Mortgage Trust 89183CAA3 Oct 2024 106,572 -17,813 $107K -13.9% 0.03% ABS-MBS
744 WR GRACE HOLDING LLC 92943GAD3 Apr 2024 110,000 New $106K — 0.03% DBT
745 KROGER CO 501044DM0 Oct 2024 115,000 — $106K -4.9% 0.03% DBT
746 QUIKRETE HOLDINGS INC 74843PAB6 Apr 2025 105,000 New $105K — 0.02% DBT
747 New York Mortgage Trust 62956XAC5 Apr 2025 104,750 -4,250 $105K -3.0% 0.02% ABS-MBS
748 U.S. Bank National Association 90357PAV6 Oct 2024 103,211 -46,620 $105K -31.0% 0.02% ABS-O
749 EVERSOURCE ENERGY 30040WAW8 Oct 2024 100,000 — $104K +0.4% 0.02% DBT
750 ALLIANT ENERGY FINANCE 01882YAE6 Oct 2024 100,000 — $104K +0.8% 0.02% DBT
751 ROGERS COMMUNICATIONS IN 775109CH2 Oct 2024 114,000 — $104K +0.3% 0.02% DBT
752 SANTANDER UK GROUP HLDGS 80281LAT2 Oct 2024 100,000 — $104K +0.2% 0.02% DBT
753 Blue Stream Issuer, LLC 09606BAG9 Apr 2025 104,000 — $104K +0.1% 0.02% ABS-O
754 Banc of America Funding Corporation 06051GDM8 Oct 2024 113,994 -16,876 $104K -13.4% 0.02% ABS-MBS
755 Compass Datacenters Issuer II, LLC 20469AAC3 Oct 2024 102,000 — $104K +1.2% 0.02% ABS-O
756 LIBERTY MUTUAL GROUP INC 53079EBM5 Oct 2024 110,000 — $104K +0.1% 0.02% DBT
757 INTEL CORP 458140BJ8 Apr 2025 170,000 +145,000 $104K +550.5% 0.02% DBT
758 LCH Ltd. 000000000 Oct 2024 1,800,000 New $104K — 0.02% DIR
759 ENBRIDGE INC 29250NBS3 Oct 2024 100,000 — $104K -1.8% 0.02% DBT
760 COUGAR JV SUBSIDIARY LLC 22208WAA1 Apr 2025 100,000 +35,000 $104K +52.6% 0.02% DBT
761 PACIFIC LIFE GF II 6944PL2U2 Oct 2024 100,000 — $104K +1.3% 0.02% DBT
762 Hudson Yards 44855PAG3 Apr 2025 100,000 New $103K — 0.02% ABS-MBS
763 GOAT HOLDCO LLC 38021MAA4 Apr 2025 105,000 New $103K — 0.02% DBT
764 F&G GLOBAL FUNDING 30321L2G6 Apr 2025 100,000 — $103K +1.0% 0.02% DBT
765 CAPITAL ONE FINANCIAL CO 14040HDE2 Oct 2024 100,000 -25,000 $102K -19.6% 0.02% DBT
766 SOUTHERN CAL EDISON 842400HS5 Oct 2024 100,000 — $102K -1.1% 0.02% DBT
767 TAPESTRY INC 000000000 Oct 2024 105,000 New $102K — 0.02% DBT
768 Citigroup Commercial Mortgage Trust 17331LAE7 Oct 2024 100,000 — $102K +1.1% 0.02% ABS-MBS
769 Hudson Yards 44855PAJ7 Apr 2025 100,000 New $102K — 0.02% ABS-MBS
770 Morgan Stanley Residential Mortgage Loan Trust 61776QAC0 Apr 2025 101,577 -39,671 $102K -27.8% 0.02% ABS-MBS
771 HEIMSTADEN BOSTAD AB 000000000 Oct 2024 100,000 New $102K — 0.02% DBT
772 MUTUAL OF OMAHA GLOBAL 62829D2F6 Apr 2025 100,000 New $102K — 0.02% DBT
773 RTX CORP 75513ECT6 Oct 2024 100,000 — $102K -0.2% 0.02% DBT
774 Structured Adjustable Rate Mortgage Loan Trust 86359BWG2 Oct 2024 104,557 -12,635 $102K -9.5% 0.02% ABS-MBS
775 BX Trust 05612RAE9 Apr 2025 103,636 -1,364 $102K -2.8% 0.02% ABS-MBS
776 NATIONAL RURAL UTIL COOP 63743HFG2 Oct 2024 100,000 — $102K +1.0% 0.02% DBT
777 Freddie Mac - STACR 35564KUX5 Oct 2024 99,000 -111,000 $102K -53.2% 0.02% ABS-MBS
778 Island Finance Trust 2025-1 463920AA6 Apr 2025 100,000 New $102K — 0.02% ABS-O
779 HYUNDAI CAPITAL AMERICA 44891ACM7 Oct 2024 100,000 — $102K -0.3% 0.02% DBT
780 STANDARD CHARTERED PLC 853254CT5 Oct 2024 100,000 — $102K -0.2% 0.02% DBT
781 COREBRIDGE GLOB FUNDING 00138CAU2 Oct 2024 100,000 — $102K -0.2% 0.02% DBT
782 SYNOPSYS INC 871607AG2 Apr 2025 105,000 New $101K — 0.02% DBT
783 Foundation Finance Trust 35040VAD1 Apr 2025 100,000 — $101K +1.3% 0.02% ABS-O
784 WELLS FARGO BANK NA 94988J6D4 Oct 2024 100,000 — $101K -0.1% 0.02% DBT
785 Dell Equipment Finance Trust 24702GAJ4 Oct 2024 100,000 — $101K +0.4% 0.02% ABS-O
786 PFS Financing Corp. 69335PFU4 Apr 2025 100,000 New $101K — 0.02% ABS-O
787 CCG Receivables Trust 12515PAD9 Apr 2025 100,000 — $101K +1.9% 0.02% ABS-O
788 Government National Mortgage Association 21H060663 Apr 2025 100,000 New $101K — 0.02% ABS-MBS
789 Citigroup Commercial Mortgage Trust 17291NAE1 Oct 2024 100,000 — $101K +1.3% 0.02% ABS-MBS
790 Business Jet Securities, LLC 12327CAA2 Oct 2024 99,559 -8,328 $101K -7.6% 0.02% ABS-O
791 MELCO RESORTS FINANCE 58547DAC3 Oct 2024 105,000 — $101K -1.0% 0.02% DBT
792 CONSTELLATION BRANDS INC 21036PBQ0 Oct 2024 100,000 — $101K +0.7% 0.02% DBT
793 SUBWAY FUNDING LLC 864300AA6 Apr 2025 99,500 -500 $101K -0.1% 0.02% ABS-O
794 ELM Trust 2024 26860XBE0 Apr 2025 100,000 — $101K -0.4% 0.02% ABS-MBS
795 ELM Trust 2024 26860XAL5 Apr 2025 100,000 — $101K -0.5% 0.02% ABS-MBS
796 PIONEER NATURAL RESOURCE 723787AV9 Oct 2024 100,000 — $101K -0.1% 0.02% DBT
797 TD SYNNEX CORP 87162WAL4 Oct 2024 100,000 — $101K -2.7% 0.02% DBT
798 COMM Mortgage Trust 12674GAL8 Apr 2025 100,000 New $101K — 0.02% ABS-MBS
799 WRKCo Inc 92940PAD6 Oct 2024 100,000 — $100K +0.8% 0.02% DBT
800 Onslow Bay Financial LLC 67121DAC8 Apr 2025 100,000 New $100K — 0.02% ABS-MBS
801 CITIBANK NA 17325FBA5 Oct 2024 100,000 — $100K -0.7% 0.02% DBT
802 LV Trust 50245XAE7 Apr 2025 100,000 — $100K +2.8% 0.02% ABS-MBS
803 Greensky Home Improvement Issuer Trust 39571NAF3 Apr 2025 100,000 New $100K — 0.02% ABS-O
804 ORACLE CORP 68389XCN3 Oct 2024 100,000 — $100K +0.9% 0.02% DBT
805 ATHENE GLOBAL FUNDING 04685A4B4 Apr 2025 100,000 — $100K +0.0% 0.02% DBT
806 WELLS FARGO BANK NA 94988J6B8 Oct 2024 100,000 — $100K -0.4% 0.02% DBT
807 PEAC Solutions Receivables LLC 69392HAB9 Apr 2025 100,000 New $100K — 0.02% ABS-O
808 CCG Receivables Trust 12515XAD2 Apr 2025 100,000 New $100K — 0.02% ABS-O
809 Cross Mortgage Trust 22757GAF0 Apr 2025 100,000 New $100K — 0.02% ABS-MBS
810 HYUNDAI CAPITAL AMERICA 44891ADQ7 Apr 2025 100,000 New $100K — 0.02% DBT
811 CANADIAN NATL RESOURCES 136385BB6 Apr 2025 100,000 New $100K — 0.02% DBT
812 JPMorgan Chase & Co 46647PBA3 Oct 2024 100,000 — $100K +0.7% 0.02% DBT
813 SFS Auto Receivables Securitization Trust 78435VAB8 Oct 2024 99,449 -199,290 $100K -66.7% 0.02% ABS-O
814 Onslow Bay Financial LLC 67121CAB2 Apr 2025 100,000 New $99K — 0.02% ABS-O
815 Republic of Poland Government International Bonds 731011AY8 Oct 2024 100,000 — $99K +0.6% 0.02% DBT
816 United States Treasury 912810UB2 Apr 2025 100,000 — $99K -1.3% 0.02% DBT
817 United States Treasury 912810UG1 Apr 2025 100,000 New $99K — 0.02% DBT
818 CAMB Commercial Mortgage Trust 12482HAQ7 Oct 2024 100,000 — $99K -0.2% 0.02% ABS-MBS
819 Ellington Financial Mortgage Trust 26844LAD0 Apr 2025 100,000 — $99K +1.0% 0.02% ABS-MBS
820 ORL TRUST 67120DAG0 Apr 2025 100,000 New $99K — 0.02% ABS-MBS
821 PACIFIC GAS & ELECTRIC 694308JP3 Oct 2024 100,000 — $99K +1.0% 0.02% DBT
822 Bank of America Corp 06051GGL7 Oct 2024 100,000 — $99K +1.2% 0.02% DBT
823 Morgan Stanley Residential Mortgage Loan Trust 61776UAF4 Apr 2025 100,000 — $98K +0.4% 0.02% ABS-MBS
824 Verus Securitization Trust 92538NAC1 Oct 2024 101,145 -6,237 $98K -5.0% 0.02% ABS-MBS
825 BX Trust 05609VAN5 Apr 2025 100,000 New $98K — 0.02% ABS-MBS
826 Foundation Finance Trust 35040WAA5 Apr 2025 98,089 New $98K — 0.02% ABS-O
827 BX Trust 05612AAJ5 Oct 2024 100,000 — $98K -0.2% 0.02% ABS-MBS
828 Morgan Stanley BAML Trust 61767CBA5 Oct 2024 103,000 — $98K +2.3% 0.02% ABS-MBS
829 MED Trust 55287BAE3 Apr 2025 100,000 — $98K -1.0% 0.02% ABS-MBS
830 EXPEDIA GROUP INC 30212PAP0 Oct 2024 100,000 — $98K +1.4% 0.02% DBT
831 Government National Mortgage Association 21H050656 Apr 2025 100,000 New $98K — 0.02% ABS-MBS
832 Lazard Group LLC 52107QAK1 Oct 2024 100,000 — $98K +0.4% 0.02% DBT
833 BOEING CO 097023DG7 Apr 2025 100,000 — $98K +1.7% 0.02% DBT
834 BX Trust 05609VAQ8 Apr 2025 100,000 New $98K — 0.02% ABS-MBS
835 Cross Mortgage Trust 22757GAC7 Apr 2025 97,608 New $98K — 0.02% ABS-MBS
836 200 PARK FUNDING TRUST 901928AA9 Apr 2025 100,000 New $98K — 0.02% DBT
837 SOUTHERN CALIF GAS CO 842434CW0 Oct 2024 100,000 — $98K +1.3% 0.02% DBT
838 ZF EUROPE FINANCE BV 000000000 Oct 2024 100,000 New $97K — 0.02% DBT
839 Taubman Centers Commercial Mortgage Trust 87231EAE7 Apr 2025 100,000 New $97K — 0.02% ABS-MBS
840 GOLDMAN SACHS GROUP INC 38141GA79 Apr 2025 95,000 -30,000 $97K -26.1% 0.02% DBT
841 United States Treasury 912810UE6 Apr 2025 100,000 New $97K — 0.02% DBT
842 NYC Commercial Mortgage Trust 67120UAG2 Apr 2025 100,000 New $97K — 0.02% ABS-MBS
843 BOEING CO 097023CM5 Oct 2024 100,000 — $97K +2.3% 0.02% DBT
844 GOLDMAN SACHS GROUP INC 38141GYM0 Oct 2024 100,000 — $96K +1.9% 0.02% DBT
845 Ellington Financial Mortgage Trust 26844LAC2 Apr 2025 96,740 -2,852 $96K -2.3% 0.02% ABS-MBS
846 NISSAN MOTOR ACCEPTANCE 654740BS7 Oct 2024 100,000 — $96K +1.1% 0.02% DBT
847 Hilton Grand Vacations Trust 43283JAC0 Apr 2025 94,567 -19,839 $96K -16.4% 0.02% ABS-O
848 HCA INC 404119CQ0 Oct 2024 95,000 — $96K +0.2% 0.02% DBT
849 STARWOOD PROPERTY TRUST 85571BBD6 Apr 2025 95,000 New $96K — 0.02% DBT
850 JP Morgan Mortgage Trust 465985AB5 Oct 2024 95,000 — $95K -0.3% 0.02% ABS-O
851 OCCIDENTAL PETROLEUM COR 674599EK7 Apr 2025 100,000 New $95K — 0.02% DBT
852 Chase Mortgage Finance Corporation 161929AJ3 Oct 2024 94,173 -20,803 $95K -17.6% 0.02% ABS-MBS
853 Barclays Commercial Mortgage Securities LLC 05548WAA5 Apr 2025 100,000 New $94K — 0.02% ABS-MBS
854 T-MOBILE USA INC 87264ACA1 Oct 2024 100,000 — $94K +2.3% 0.02% DBT
855 Government National Mortgage Association 21H040665 Apr 2025 100,000 New $93K — 0.02% ABS-MBS
856 BX Trust 2019-OC11 05606FAL7 Oct 2024 100,000 — $93K +2.4% 0.02% ABS-MBS
857 United States Treasury 912810SG4 Oct 2024 126,785 +1,688 $93K -4.3% 0.02% DBT
858 INTEL CORP 458140CM0 Oct 2024 105,000 +20,000 $93K +17.9% 0.02% DBT
859 BOEING CO 097023CX1 Oct 2024 100,000 — $92K -1.0% 0.02% DBT
860 HOWARD MIDSTREAM ENERGY 442722AC8 Apr 2025 90,000 New $92K — 0.02% DBT
861 Manhattan West 563136AJ9 Oct 2024 100,000 — $92K +3.5% 0.02% ABS-MBS
862 BENTELER INTERNATIONAL A 08263DAA4 Oct 2024 90,000 — $92K -1.3% 0.02% DBT
863 VENTURE GLOBAL CALCASIEU 92328MAA1 Oct 2024 100,000 — $92K -0.7% 0.02% DBT
864 KINDER MORGAN INC 49456BAH4 Oct 2024 100,000 — $92K -3.3% 0.02% DBT
865 Bear Stearns Adjustable Rate Mortgage Trust 07384MW65 Oct 2024 103,165 -53,682 $91K -35.6% 0.02% ABS-MBS
866 Petroleos Mexicanos 71654QDD1 Apr 2025 125,000 New $91K — 0.02% DBT
867 ROGERS COMMUNICATIONS IN 775109DG3 Apr 2025 90,000 New $91K — 0.02% DBT
868 Texas Natural Gas Securitization Finance Corp 88258MAA3 Oct 2024 88,267 -4,423 $90K -4.2% 0.02% DBT
869 Barclays Commercial Mortgage Securities LLC 054976AG0 Oct 2024 1,296,512 -1,556 $90K -4.1% 0.02% ABS-MBS
870 PACIFICORP 695114CW6 Oct 2024 100,000 — $90K +1.8% 0.02% DBT
871 Verus Securitization Trust 924925AE0 Apr 2025 90,304 -9,022 $90K -8.8% 0.02% ABS-MBS
872 One Market Plaza Trust 68245HAE4 Apr 2025 100,000 — $90K +1.7% 0.02% ABS-MBS
873 GS Mortgage Securities Trust 36257UAS6 Oct 2024 105,000 -17,000 $89K -10.9% 0.02% ABS-MBS
874 Fannie Mae 3140QSPN5 Oct 2024 89,423 -3,376 $88K -2.6% 0.02% ABS-MBS
875 ALLY FINANCIAL INC 02005NBN9 Oct 2024 104,000 — $88K +4.3% 0.02% DBT
876 Fannie Mae - CAS 20755JAG8 Apr 2025 90,000 New $88K — 0.02% ABS-MBS
877 Fannie Mae 3140QSMW8 Oct 2024 88,854 -3,200 $88K -2.6% 0.02% ABS-MBS
878 EquipmentShare 22689LAA3 Apr 2025 85,907 -8,845 $87K -8.4% 0.02% ABS-O
879 Uruguay Government International Bonds 760942BA9 Oct 2024 95,000 — $87K -3.2% 0.02% DBT
880 EquipmentShare 22689LAB1 Apr 2025 85,907 -8,845 $87K -8.4% 0.02% ABS-O
881 Freddie Mac - STACR 35564KXW4 Apr 2025 81,000 New $87K — 0.02% ABS-MBS
882 Lightstone Holdco LLC 53226GAK7 Oct 2024 87,363 -535 $87K -2.0% 0.02% LON
883 ELFI Graduate Loan Program LLC 28627LAA5 Apr 2025 85,455 -12,082 $87K -11.4% 0.02% ABS-O
884 BANK OF AMERICA CORP 06051GMM8 Apr 2025 85,000 New $86K — 0.02% DBT
885 Business Jet Securities, LLC 12327CAB0 Oct 2024 85,093 -7,118 $86K -8.3% 0.02% ABS-O
886 Romania Government International Bonds 000000000 Oct 2024 104,000 New $86K — 0.02% DBT
887 Freddie Mac 3132DPYV4 Oct 2024 91,744 -2,841 $86K -2.2% 0.02% ABS-MBS
888 Fannie Mae 3140NE3Q6 Oct 2024 87,069 -3,431 $86K -2.7% 0.02% ABS-MBS
889 HUNTINGTON BANCSHARES 446150BD5 Oct 2024 85,000 — $85K -1.0% 0.02% DBT
890 MVW Owner Trust 55389QAC1 Apr 2025 87,195 -12,805 $85K -13.1% 0.02% ABS-O
891 Fannie Mae - CAS 20753XAB0 Oct 2024 82,000 -393,000 $85K -83.0% 0.02% ABS-MBS
892 METINVEST BV 591555AF4 Oct 2024 110,000 — $85K +21.3% 0.02% DBT
893 MORGAN STANLEY 61747YFT7 Apr 2025 85,000 New $85K — 0.02% DBT
894 INTEL CORP 458140CB4 Apr 2025 105,000 +65,000 $84K +151.6% 0.02% DBT
895 DIAMONDBACK ENERGY INC 25278XBC2 Apr 2025 85,000 New $84K — 0.02% DBT
896 ORACLE CORP 68389XDB8 Apr 2025 85,000 New $83K — 0.02% DBT
897 UBER TECHNOLOGIES INC 90353TAP5 Apr 2025 85,000 New $82K — 0.02% DBT
898 DEVON ENERGY CORPORATION 25179MBG7 Apr 2025 87,000 New $82K — 0.02% DBT
899 JPMORGAN CHASE & CO 46647PEW2 Apr 2025 80,000 New $81K — 0.02% DBT
900 CVS Health Corp 126650CZ1 Apr 2024 95,000 New $81K — 0.02% DBT
901 DIAMONDBACK ENERGY INC 25278XAW9 Oct 2024 85,000 — $80K -8.5% 0.02% DBT
902 BANK OF AMERICA CORP 06055HAH6 Apr 2025 80,000 New $80K — 0.02% DBT
903 MORGAN STANLEY + CO INC CASH COLL (CCP) 000000000 Oct 2024 80,000 New $80K — 0.02% STIV
904 DSLA Mortgage Loan Trust 23332UEM2 Oct 2024 91,694 -7,059 $80K -3.2% 0.02% ABS-MBS
905 United States Treasury 912810SE9 Apr 2025 100,000 — $80K -2.4% 0.02% DBT
906 CROWN CASTLE TOWERS LLC 22822RBH2 Oct 2024 81,000 — $80K +1.5% 0.02% DBT
907 CITIZENS FINANCIAL GROUP 174610AQ8 Oct 2024 80,000 — $79K -1.0% 0.02% DBT
908 JP Morgan Mortgage Trust 46628LAG3 Oct 2024 114,647 -6,856 $78K -8.4% 0.02% ABS-MBS
909 GS Mortgage Securities Trust 36252AAG1 Oct 2024 80,000 -89,000 $78K -51.2% 0.02% ABS-MBS
910 Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC 102104AC0 Apr 2025 78,000 New $77K — 0.02% ABS-O
911 Chile Government International Bonds 168863EE4 Apr 2025 75,000 New $77K — 0.02% DBT
912 TEREX CORP 880779BB8 Apr 2025 80,000 New $77K — 0.02% DBT
913 HILCORP ENERGY I/HILCORP 431318BE3 Apr 2025 90,000 New $76K — 0.02% DBT
914 Fannie Mae 3140XJNP4 Oct 2024 80,933 -3,668 $76K -3.6% 0.02% ABS-MBS
915 KAISER ALUMINUM CORP 483007AL4 Apr 2025 85,000 New $76K — 0.02% DBT
916 POST HOLDINGS INC 737446AU8 Oct 2024 75,000 — $76K -0.3% 0.02% DBT
917 Thornburg Mortgage Securities Trust 88522YAB5 Oct 2024 76,284 -2,194 $75K -3.0% 0.02% ABS-MBS
918 SAUDI INTERNATIONAL BOND 80413TAZ2 Oct 2024 120,000 — $75K -4.7% 0.02% DBT
919 PRIME SECSRVC BRW/FINANC 74166MAE6 Apr 2024 75,000 New $75K — 0.02% DBT
920 BELL CANADA 0778FPAP4 Apr 2025 75,000 New $75K — 0.02% DBT
921 United States Treasury 912810SD1 Apr 2025 100,000 New $75K — 0.02% DBT
922 NRG ENERGY INC 629377CY6 Apr 2025 75,000 New $75K — 0.02% DBT
923 WYNN MACAU LTD 98313RAG1 Oct 2024 75,000 — $75K +0.6% 0.02% DBT
924 ARIS WATER HOLDINGS LLC 04041NAA0 Apr 2025 75,000 New $74K — 0.02% DBT
925 Sierra Receivables Funding Co LLC 82650DAC6 Apr 2025 73,499 -26,057 $74K -24.7% 0.02% ABS-O
926 Towd Point Mortgage Trust 89183CAB1 Oct 2024 73,498 -12,285 $74K -13.5% 0.02% ABS-MBS
927 PNC FINANCIAL SERVICES 693475BP9 Oct 2024 75,000 — $74K -1.7% 0.02% DBT
928 Fannie Mae - CAS 20754TAH5 Apr 2025 75,000 New $74K — 0.02% ABS-MBS
929 Countrywide Home Loans 126670LE6 Oct 2024 80,739 -1,583 $73K -2.1% 0.02% ABS-MBS
930 Morgan Stanley Capital I Trust 61691RAK2 Oct 2024 80,000 — $73K +2.9% 0.02% ABS-MBS
931 EVERGY INC 30034WAE6 Apr 2025 75,000 New $73K — 0.02% DBT
932 MVW Owner Trust 55400UAB9 Oct 2024 73,286 -14,603 $73K -15.8% 0.02% ABS-O
933 REPUBLIC OF SOUTH AFRICA 836205BG8 Apr 2025 80,000 New $72K — 0.02% DBT
934 BX Trust 12434GAG0 Oct 2024 71,601 -5,858 $72K -7.6% 0.02% ABS-MBS
935 TRANSDIGM INC 893647BU0 Oct 2024 70,000 +15,000 $71K +27.7% 0.02% DBT
936 CHAMPIONS FINANCING INC 15870LAA6 Apr 2025 80,000 New $70K — 0.02% DBT
937 DUKE ENERGY CORP 26441CCG8 Apr 2025 70,000 — $70K -1.4% 0.02% DBT
938 HarborView Mortgage Loan Trust 41161PMX8 Oct 2024 95,525 -7,598 $70K -8.1% 0.02% ABS-MBS
939 Wells Fargo Commercial Mortgage Trust 95000XAL1 Oct 2024 76,000 — $70K +2.7% 0.02% ABS-MBS
940 EDISON INTERNATIONAL 281020AT4 Oct 2024 79,000 -156,000 $70K -69.4% 0.02% DBT
941 CONOCOPHILLIPS COMPANY 20826FBM7 Apr 2025 75,000 New $70K — 0.02% DBT
942 SFS Auto Receivables Securitization Trust 78435VAF9 Oct 2024 68,000 — $69K +0.7% 0.02% ABS-O
943 One Market Plaza Trust 68245HAA2 Oct 2024 73,045 — $69K +1.5% 0.02% ABS-MBS
944 DEVON ENERGY CORPORATION 25179MBH5 Apr 2025 80,000 -55,000 $68K -45.7% 0.02% DBT
945 JP Morgan Mortgage Trust 46657WAL2 Oct 2024 67,709 -89,181 $68K -56.6% 0.02% ABS-MBS
946 United States Treasury 912810SV1 Oct 2024 122,540 +1,631 $67K -5.9% 0.02% DBT
947 GS Mortgage Securities Trust 36252TAY1 Oct 2024 70,000 — $67K +0.7% 0.02% ABS-MBS
948 MVW Owner Trust 55400WAC3 Oct 2024 65,130 -16,312 $67K -19.0% 0.02% ABS-O
949 Bank 065403BH9 Oct 2024 72,000 — $67K +2.7% 0.02% ABS-MBS
950 Freddie Mac 3133KPQL5 Oct 2024 73,660 -2,988 $67K -3.1% 0.02% ABS-MBS
951 VODAFONE GROUP PLC 92857WCA6 Apr 2025 70,000 — $66K -4.6% 0.02% DBT
952 Freddie Mac 3132DWFG3 Oct 2024 67,115 -2,663 $66K -2.8% 0.02% ABS-MBS
953 GOLDMAN SACHS GROUP INC 38141GB52 Apr 2025 70,000 — $66K -4.9% 0.02% DBT
954 Mexico Government International Bonds 000000000 Oct 2024 65,000 New $66K — 0.02% DBT
955 PRUDENTIAL FINANCIAL INC 744320BJ0 Oct 2024 70,000 — $66K -2.7% 0.02% DBT
956 Sierra Receivables Funding Co LLC 82650TAB3 Oct 2024 65,981 -16,749 $66K -19.6% 0.02% ABS-O
957 United States Treasury 912810SK5 Apr 2025 100,000 — $65K -3.0% 0.02% DBT
958 Republic of South Africa Government International Bonds 836205AX2 Oct 2024 90,000 — $64K -8.8% 0.02% DBT
959 GSR Mortgage Loan Trust 362341RX9 Oct 2024 67,848 -7,175 $64K -10.1% 0.02% ABS-MBS
960 CHARTER COMM OPT LLC/CAP 161175CA0 Oct 2024 100,000 — $63K -1.5% 0.02% DBT
961 GLS Auto Receivables Trust 36269HAF9 Oct 2024 61,000 — $62K +0.5% 0.01% ABS-O
962 Morgan Stanley Capital I Trust 61691QAH1 Oct 2024 63,000 — $62K +1.1% 0.01% ABS-MBS
963 FIDELITY NATL FINANCIAL 31620RAJ4 Oct 2024 67,000 -133,000 $62K -66.0% 0.01% DBT
964 Small Business Administration Participation Certs 83162CQY2 Oct 2024 61,694 -19,719 $61K -23.8% 0.01% ABS-O
965 CCO HLDGS LLC/CAP CORP 1248EPCD3 Oct 2024 65,000 — $61K +3.8% 0.01% DBT
966 GRUPO AVAL LTD 40053FAC2 Oct 2024 70,000 — $61K +0.2% 0.01% DBT
967 HCA INC 404119CT4 Apr 2025 60,000 — $61K +0.8% 0.01% DBT
968 Sierra Receivables Funding Co LLC 826944AC4 Oct 2024 58,544 -17,157 $60K -21.5% 0.01% ABS-O
969 OLYMPUS WTR US HLDG CORP 681639AA8 Oct 2024 65,000 — $60K -1.8% 0.01% DBT
970 WEC ENERGY GROUP INC 92939UAE6 Oct 2024 69,000 -131,000 $60K -64.5% 0.01% DBT
971 Citigroup Commercial Mortgage Trust 17326DAH5 Oct 2024 68,000 — $60K +0.1% 0.01% ABS-MBS
972 Sierra Receivables Funding Co LLC 826935AC2 Oct 2024 57,968 -18,998 $59K -23.3% 0.01% ABS-O
973 Morgan Stanley Capital I Trust 61772WAG2 Apr 2025 63,000 — $59K -0.9% 0.01% ABS-MBS
974 ENTERGY MISSISSIPPI LLC 29366WAG1 Apr 2025 60,000 New $59K — 0.01% DBT
975 Panama Government International Bonds 698299BN3 Oct 2024 80,000 — $59K +0.1% 0.01% DBT
976 CITIZENS FINANCIAL GROUP 174610AP0 Oct 2024 60,000 — $59K -1.9% 0.01% DBT
977 DOMINION ENERGY INC 25746UDM8 Oct 2024 60,000 — $58K -0.1% 0.01% DBT
978 Goldman Sachs International 000000000 Oct 2024 295,324 New $58K — 0.01% DCR
979 DIAMONDBACK ENERGY INC 25278XBA6 Oct 2024 65,000 — $58K -8.0% 0.01% DBT
980 Dominican Republic 25714PCW6 Oct 2024 60,000 -50,000 $58K -48.3% 0.01% DBT
981 WILLIAMS SCOTSMAN INC 96949VAL7 Apr 2024 55,000 New $57K — 0.01% DBT
982 EOG RESOURCES INC 26875PAW1 Apr 2025 60,000 New $57K — 0.01% DBT
983 Panama Government International Bonds 698299BT0 Apr 2025 60,000 New $57K — 0.01% DBT
984 CART 20682AAL4 Apr 2025 57,000 — $56K -1.0% 0.01% ABS-MBS
985 CyrusOne Data Centers Issuer I LLC 23284BAA2 Oct 2024 58,000 — $56K +1.3% 0.01% ABS-O
986 XPO INC 983793AK6 Apr 2024 55,000 New $56K — 0.01% DBT
987 AXON ENTERPRISE INC 05464CAD3 Apr 2025 55,000 New $56K — 0.01% DBT
988 PAYCHEX INC 704326AC1 Apr 2025 55,000 New $56K — 0.01% DBT
989 WESCO DISTRIBUTION INC 95081QAR5 Apr 2024 55,000 New $56K — 0.01% DBT
990 UNITED RENTALS NORTH AM 911365BR4 Apr 2024 55,000 New $56K — 0.01% DBT
991 SIX FLAGS ENT/SIX FLAG 83002YAA7 Apr 2024 55,000 New $55K — 0.01% DBT
992 ZEBRA TECHNOLOGIES CORP 989207AD7 Apr 2025 55,000 — $55K -1.8% 0.01% DBT
993 M&T BANK CORPORATION 55261FAL8 Oct 2024 56,000 — $55K -0.9% 0.01% DBT
994 AMSTED INDUSTRIES 032177AK3 Apr 2025 55,000 New $55K — 0.01% DBT
995 Countrywide Alternative Loan Trust 12668ATT2 Oct 2024 65,832 -5,231 $55K -7.4% 0.01% ABS-MBS
996 Fannie Mae 3140QRR47 Oct 2024 54,833 -3,308 $55K -4.9% 0.01% ABS-MBS
997 METLIFE INC 59156RCQ9 Apr 2025 55,000 New $55K — 0.01% DBT
998 BLACKSTONE PRIVATE CRE 09261HBX4 Apr 2025 55,000 New $55K — 0.01% DBT
999 KAZMUNAYGAS NATIONAL CO 48667QAP0 Oct 2024 65,000 — $54K -4.9% 0.01% DBT
1000 MEDCO BELL PTE LTD 58406LAA9 Oct 2024 55,000 — $54K -0.9% 0.01% DBT
1001 Sierra Receivables Funding Co LLC 82650BAC0 Oct 2024 52,314 -13,633 $54K -19.1% 0.01% ABS-O
1002 NRG ENERGY INC 629377CR1 Oct 2024 60,000 — $54K +1.5% 0.01% DBT
1003 Petroleos Mexicanos 71654QCL4 Oct 2024 85,000 — $54K -7.2% 0.01% DBT
1004 LAS VEGAS SANDS CORP 517834AL1 Apr 2025 55,000 — $54K -3.9% 0.01% DBT
1005 US FOODS INC 90290MAJ0 Apr 2025 55,000 New $54K — 0.01% DBT
1006 LIVE NATION ENTERTAINMEN 538034AR0 Apr 2024 55,000 New $54K — 0.01% DBT
1007 CART 20682AAA8 Apr 2025 54,000 — $54K -0.5% 0.01% ABS-MBS
1008 CHARLES SCHWAB CORP 808513CB9 Apr 2025 55,000 — $54K +0.1% 0.01% DBT
1009 PACIFIC GAS & ELECTRIC 694308KV8 Apr 2025 57,000 New $53K — 0.01% DBT
1010 CLEVELAND-CLIFFS INC 185899AQ4 Apr 2025 55,000 New $53K — 0.01% DBT
1011 VALE OVERSEAS LIMITED 91911TAS2 Apr 2025 55,000 +35,000 $53K +163.6% 0.01% DBT
1012 VERIZON COMMUNICATIONS 92343VGW8 Apr 2025 55,000 — $53K -3.6% 0.01% DBT
1013 Freddie Mac 3132DWJ53 Apr 2025 51,585 -6,694 $52K -10.7% 0.01% ABS-MBS
1014 Fannie Mae 31418EYN4 Oct 2024 51,470 -6,788 $52K -10.8% 0.01% ABS-MBS
1015 CONSTELLATION EN GEN LLC 210385AE0 Oct 2024 50,000 — $52K -6.0% 0.01% DBT
1016 STANDARD INDUSTRI INC/NY 853496AG2 Apr 2024 55,000 New $51K — 0.01% DBT
1017 Republic of Paraguay 699149AH3 Apr 2025 60,000 — $51K -4.1% 0.01% DBT
1018 SEALED AIR CORP 812127AC2 Apr 2025 50,000 New $51K — 0.01% DBT
1019 STATE OF QATAR 74727PBE0 Oct 2024 60,000 — $51K -4.5% 0.01% DBT
1020 MPLX LP 55336VBZ2 Apr 2025 55,000 New $51K — 0.01% DBT
1021 AERCAP IRELAND CAP/GLOBA 00774MBJ3 Oct 2024 50,000 — $51K +0.8% 0.01% DBT
1022 Santander Drive Auto Receivables Trust 80288AAE2 Oct 2024 50,000 — $51K +0.4% 0.01% ABS-O
1023 PRUDENTIAL FINANCIAL INC 744320BP6 Oct 2024 50,000 — $50K -3.8% 0.01% DBT
1024 NEXTERA ENERGY CAPITAL 65339KDE7 Apr 2025 50,000 New $50K — 0.01% DBT
1025 DOMINICAN REPUBLIC 25714PFB9 Apr 2025 50,000 New $50K — 0.01% DBT
1026 MOLINA HEALTHCARE INC 60855RAM2 Apr 2025 50,000 New $50K — 0.01% DBT
1027 MGM RESORTS INTL 552953CJ8 Apr 2025 50,000 New $49K — 0.01% DBT
1028 VENTURE GLOBAL LNG INC 92332YAB7 Oct 2024 50,000 +25,000 $48K +85.7% 0.01% DBT
1029 MINERVA LUXEMBOURG SA 603374AH2 Apr 2025 45,000 — $48K +1.8% 0.01% DBT
1030 GOLDMAN SACHS GROUP INC 38141GYU2 Oct 2024 50,000 — $48K -0.3% 0.01% DBT
1031 HCA INC 404119BX6 Oct 2024 49,000 — $48K +1.0% 0.01% DBT
1032 HUNTINGTON BANCSHARES 446150AV6 Oct 2024 50,000 — $48K -0.4% 0.01% DBT
1033 JP Morgan Mortgage Trust 46658AAB1 Oct 2024 47,000 — $47K -0.0% 0.01% ABS-O
1034 SIRIUS XM RADIO LLC 82967NBM9 Apr 2024 55,000 New $47K — 0.01% DBT
1035 BENCHMARK Mortgage Trust 08161NAK3 Oct 2024 59,000 — $47K +2.4% 0.01% ABS-MBS
1036 CHARTER COMM OPT LLC/CAP 161175BN3 Apr 2025 55,000 New $47K — 0.01% DBT
1037 OMAN GOV INTERNTL BOND 68205LAT0 Oct 2024 45,000 -25,000 $47K -37.2% 0.01% DBT
1038 BLACKSTONE MORTGAGE TR 09257WAF7 Apr 2025 45,000 New $47K — 0.01% DBT
1039 Morgan Stanley Capital I Trust 61691JBA1 Oct 2024 50,000 — $46K +5.4% 0.01% ABS-MBS
1040 JBS USA HOLD/FOOD/LUX CO 46590XAX4 Oct 2024 45,000 — $46K +0.1% 0.01% DBT
1041 MORGAN STANLEY 61747YFL4 Oct 2024 45,000 — $45K -0.3% 0.01% DBT
1042 Chase Mortgage Finance Corporation 161919AV7 Apr 2025 45,161 New $45K — 0.01% ABS-MBS
1043 LCH Ltd. 000000000 Oct 2024 1,200,000 New $45K — 0.01% DIR
1044 JPMorgan Chase & Co 48128BAD3 Oct 2024 45,000 — $45K -1.0% 0.01% DBT
1045 SPIRIT AIR 2015-1 PTT A 84858DAA6 Oct 2024 49,081 -2,414 $45K -5.9% 0.01% DBT
1046 CARNIVAL CORP 143658BR2 Apr 2025 45,000 New $45K — 0.01% DBT
1047 CARNIVAL CORP 143658BX9 Apr 2025 45,000 New $45K — 0.01% DBT
1048 PACIFIC GAS & ELECTRIC 694308KU0 Apr 2025 45,000 New $44K — 0.01% DBT
1049 Bank5 06211EAZ4 Oct 2024 43,000 — $44K -1.0% 0.01% ABS-MBS
1050 CHURCHILL DOWNS INC 12511VAA6 Apr 2025 45,000 New $44K — 0.01% DBT
1051 ZF NA CAPITAL 98877DAG0 Apr 2025 50,000 New $44K — 0.01% DBT
1052 BENCHMARK Mortgage Trust 08162MBD9 Oct 2024 57,000 -33,000 $43K -34.5% 0.01% ABS-MBS
1053 BENCHMARK Mortgage Trust 08162WBE5 Oct 2024 53,000 — $43K +2.7% 0.01% ABS-MBS
1054 Ecopetrol SA 279158AJ8 Oct 2024 65,000 — $43K -5.3% 0.01% DBT
1055 GOLDMAN SACHS GROUP INC 38144GAG6 Oct 2024 45,000 — $43K +0.4% 0.01% DBT
1056 BENCHMARK Mortgage Trust 08163WAG0 Oct 2024 41,000 — $43K -1.6% 0.01% ABS-MBS
1057 PACIFIC GAS & ELECTRIC 694308JN8 Apr 2025 52,830 — $43K -8.1% 0.01% DBT
1058 MSWF Commercial Mortgage Trust 55376CBB8 Oct 2024 42,000 — $42K -2.4% 0.01% ABS-MBS
1059 ARTHUR J GALLAGHER & CO 04316JAP4 Apr 2025 45,000 New $42K — 0.01% DBT
1060 Colombia Government International Bonds 195325DR3 Oct 2024 50,000 — $42K +1.7% 0.01% DBT
1061 ROMANIA 77586RAL4 Oct 2024 50,000 — $41K -3.4% 0.01% DBT
1062 Hilton Grand Vacations Trust 43283GAB8 Apr 2025 41,482 -9,336 $41K -17.7% 0.01% ABS-O
1063 Bank 06540EBC6 Oct 2024 51,000 — $41K +3.2% 0.01% ABS-MBS
1064 Fannie Mae 31418EVA5 Oct 2024 40,180 -3,721 $41K -7.6% 0.01% ABS-MBS
1065 ECOPETROL SA 279158AP4 Apr 2025 50,000 — $41K -1.3% 0.01% DBT
1066 SHIFT4 PAYMENTS LLC/FIN 82453AAB3 Apr 2025 40,000 New $41K — 0.01% DBT
1067 PT PERTAMINA (PERSERO) 69370PAA9 Oct 2024 40,000 — $40K -4.9% 0.01% DBT
1068 ALLY FINANCIAL INC 000000000 Oct 2024 40,000 New $40K — 0.01% DBT
1069 JELD-WEN INC 47580PAA1 Apr 2025 45,000 New $40K — 0.01% DBT
1070 Mexico Government International Bonds 91087BAX8 Apr 2025 45,000 New $40K — 0.01% DBT
1071 BNP Paribas SA 000000000 Oct 2024 196,883 New $39K — 0.01% DCR
1072 GLS Auto Select Receivables Trust 36271FAD4 Apr 2025 38,000 New $38K — 0.01% ABS-O
1073 Fannie Mae 3140XL4P0 Oct 2024 44,275 -1,049 $38K -1.6% 0.01% ABS-MBS
1074 Bear Stearns Alt-A Trust 07386HKZ3 Oct 2024 43,826 -1,220 $38K -3.5% 0.01% ABS-MBS
1075 Government National Mortgage Association 36179VBK5 Oct 2024 38,099 -2,308 $38K -4.7% 0.01% ABS-MBS
1076 Bank5 065931BM8 Oct 2024 37,000 — $38K +0.2% 0.01% ABS-MBS
1077 Hilton Grand Vacations Trust 43283BAD5 Oct 2024 38,255 -9,935 $38K -19.5% 0.01% ABS-O
1078 CELULOSA ARAUCO CONSTITU 151191BJ1 Apr 2025 40,000 +15,000 $37K +60.5% 0.01% DBT
1079 Hilton Grand Vacations Trust 43283YAC7 Oct 2024 36,547 -14,099 $37K -26.6% 0.01% ABS-O
1080 Petroleos Mexicanos 71654QCC4 Oct 2024 55,000 — $37K -6.3% 0.01% DBT
1081 TGNR INTERMEDIATE HOLDIN 77289KAA3 Apr 2024 40,000 New $37K — 0.01% DBT
1082 Bayview Opportunity Master Fund VII 07336PAC8 Oct 2024 36,830 -2,123 $37K -6.0% 0.01% ABS-O
1083 JP Morgan Mortgage Trust 46658AAC9 Oct 2024 36,000 — $36K -0.0% 0.01% ABS-O
1084 SAUDI INTERNATIONAL BOND 80413TBL2 Apr 2025 35,000 New $36K — 0.01% DBT
1085 BENCHMARK Mortgage Trust 08162WBG0 Oct 2024 47,000 — $36K +3.2% 0.01% ABS-MBS
1086 RHP HOTEL PPTY/RHP FINAN 749571AJ4 Oct 2024 35,000 — $36K -0.9% 0.01% DBT
1087 Saxon Asset Securities Trust 805564PN5 Oct 2024 40,159 -10,665 $36K -20.4% 0.01% ABS-MBS
1088 TRANSDIGM INC 893647BV8 Oct 2024 35,000 — $36K +0.7% 0.01% DBT
1089 MIDCONTINENT COMMUNICATI 59565XAD2 Apr 2025 35,000 New $36K — 0.01% DBT
1090 ROCKIES EXPRESS PIPELINE 77340RAU1 Apr 2025 35,000 New $36K — 0.01% DBT
1091 Chicago Board of Trade 000000000 Oct 2024 80 New $35K — 0.01% DIR
1092 XP INC 98379XAB0 Apr 2025 35,000 — $35K +0.6% 0.01% DBT
1093 GRAN TIERRA ENERGY INC 38500TAC5 Apr 2025 45,000 — $35K -14.9% 0.01% DBT
1094 SAAVI ENERGIA SARL 78518PAA3 Apr 2025 35,000 New $35K — 0.01% DBT
1095 FIFTH THIRD BANCORP 316773DG2 Oct 2024 35,000 — $35K +1.2% 0.01% DBT
1096 MINERA MEXICO SA DE CV 60284MAC6 Apr 2025 35,000 New $35K — 0.01% DBT
1097 PERRIGO FINANCE UNLIMITE 71429MAD7 Apr 2025 35,000 New $35K — 0.01% DBT
1098 Morgan Stanley Capital Services LLC 000000000 Oct 2024 9,600,000 New $35K — 0.01% DIR
1099 ASCENT RESOURCES/ARU FIN 04364VAX1 Apr 2025 35,000 New $35K — 0.01% DBT
1100 FannieMae Whole Loan 31359VA94 Oct 2024 34,154 -8,513 $35K -19.5% 0.01% ABS-MBS
1101 JPMorgan Chase Bank NA 000000000 Oct 2024 8,900,000 New $34K — 0.01% DIR
1102 Freddie Mac 3132DUXF9 Apr 2025 34,330 New $34K — 0.01% ABS-MBS
1103 JPMorgan Chase Bank NA 000000000 Oct 2024 1 New $34K — 0.01% DFE
1104 SAUDI INTERNATIONAL BOND 80413TAR0 Oct 2024 50,000 — $34K -4.1% 0.01% DBT
1105 GLS Auto Select Receivables Trust 36271BAJ0 Apr 2025 34,000 — $34K +0.7% 0.01% ABS-O
1106 LCH Ltd. 000000000 Oct 2024 810,000 New $33K — 0.01% DIR
1107 Barclays Commercial Mortgage Securities LLC 07336YAF2 Apr 2025 34,000 New $33K — 0.01% ABS-MBS
1108 GLS Auto Select Receivables Trust 36271BAG6 Apr 2025 33,000 — $33K +1.4% 0.01% ABS-O
1109 MSWF Commercial Mortgage Trust 55361AAZ7 Oct 2024 32,000 — $33K -2.7% 0.01% ABS-MBS
1110 Sierra Receivables Funding Co LLC 82652RAC3 Oct 2024 33,639 -10,123 $33K -21.6% 0.01% ABS-O
1111 GLS Auto Select Receivables Trust 36271FAC6 Apr 2025 32,000 New $32K — 0.01% ABS-O
1112 Republic of South Africa Government International Bonds 836205BB9 Oct 2024 45,000 — $32K -8.9% 0.01% DBT
1113 Bear Stearns Adjustable Rate Mortgage Trust 07384MR87 Oct 2024 33,904 -1,178 $31K -3.9% 0.01% ABS-MBS
1114 JBS USA SARL/FOOD/GRP 472140AA0 Apr 2025 30,000 New $31K — 0.01% DBT
1115 Costa Rica Government International Bonds 000000000 Oct 2024 30,000 New $31K — 0.01% DBT
1116 SOUTHERN CO 842587EB9 Apr 2025 30,000 New $31K — 0.01% DBT
1117 HARVEST MIDSTREAM I LP 417558AA1 Apr 2024 30,000 New $30K — 0.01% DBT
1118 CELANESE US HOLDINGS LLC 15089QAX2 Apr 2025 30,000 New $30K — 0.01% DBT
1119 Republic of Peru 715638BE1 Apr 2025 100,000 New $30K — 0.01% DBT
1120 Colombia Government International Bonds 195325EL5 Apr 2025 30,000 New $30K — 0.01% DBT
1121 3R LUX SARL 88563PAA6 Apr 2025 30,000 -10,000 $29K -28.7% 0.01% DBT
1122 Citigroup Mortgage Loan Trust Inc 17307GWE4 Oct 2024 29,765 -17,131 $29K -36.3% 0.01% ABS-MBS
1123 Bear Stearns Adjustable Rate Mortgage Trust 07384MWN8 Oct 2024 32,557 -2,756 $29K -9.3% 0.01% ABS-MBS
1124 COMISION FEDERAL DE ELEC 200447AN0 Apr 2025 30,000 New $29K — 0.01% DBT
1125 DOMINICAN REPUBLIC 25714PFC7 Apr 2025 30,000 New $29K — 0.01% DBT
1126 BEAZER HOMES USA 07556QBT1 Apr 2025 30,000 New $29K — 0.01% DBT
1127 REINSURANCE GRP OF AMER 759351AT6 Apr 2025 30,000 New $29K — 0.01% DBT
1128 Turkiye Government International Bonds 900123CM0 Apr 2025 40,000 New $29K — 0.01% DBT
1129 MV24 CAPITAL BV 55388RAA4 Oct 2024 30,084 -1,448 $29K -6.3% 0.01% DBT
1130 COMISION FEDERAL DE ELEC 200447AP5 Apr 2025 30,000 New $29K — 0.01% DBT
1131 FIBERCOP SPA 683879AB6 Apr 2025 30,000 New $29K — 0.01% DBT
1132 HUNGARY 445545AU0 Apr 2025 30,000 New $28K — 0.01% DBT
1133 RAIZEN FUELS FINANCE 75102XAC0 Apr 2025 30,000 — $28K -7.0% 0.01% DBT
1134 NECESS RETAIL/AFIN OP LP 02608AAA7 Apr 2025 30,000 New $28K — 0.01% DBT
1135 Intercontinental Exchange, Inc. 000000000 Oct 2024 200,000 New $28K — 0.01% DCR
1136 Bear Stearns Adjustable Rate Mortgage Trust 07384MX98 Oct 2024 37,268 -370 $28K -13.3% 0.01% ABS-MBS
1137 SAUDI ARABIAN OIL CO 80414L2P9 Apr 2025 30,000 — $28K -3.1% 0.01% DBT
1138 APPLOVIN CORP 03831WAE8 Apr 2025 29,000 New $28K — 0.01% DBT
1139 Panama Government International Bonds 698299BB9 Apr 2025 45,000 New $28K — 0.01% DBT
1140 SIERRACOL ENRGY ANDINA 82653LAA9 Apr 2025 30,000 — $28K +1.3% 0.01% DBT
1141 Sequoia Mortgage Trust 81744MAA0 Oct 2024 31,856 -4,179 $27K -12.6% 0.01% ABS-MBS
1142 CVS HEALTH CORP 126650DV9 Apr 2025 30,000 New $27K — 0.01% DBT
1143 REPUBLIC OF ANGOLA 035198AE0 Apr 2025 40,000 New $27K — 0.01% DBT
1144 LEVEL 3 FINANCING INC 527298BU6 Apr 2024 25,000 New $27K — 0.01% DBT
1145 SFO Commerical Mortgage Trust 78432WAG8 Apr 2025 28,000 New $27K — 0.01% ABS-MBS
1146 VENTURE GLOBAL LNG INC 92332YAC5 Oct 2024 25,000 — $26K -6.2% 0.01% DBT
1147 BANGKOK BANK PCL/HK 06000BAC6 Apr 2025 25,000 — $26K -0.0% 0.01% DBT
1148 VENTURE GLOBAL LNG INC 92332YAD3 Oct 2024 25,000 — $25K -7.0% 0.01% DBT
1149 GATES CORPORATION/DE 367398AA2 Apr 2025 25,000 New $25K — 0.01% DBT
1150 REPUBLIC OF EL SALVADOR 283875CB6 Oct 2024 25,000 — $25K +5.7% 0.01% DBT
1151 VENTURE GLOBAL LNG INC 92332YAA9 Oct 2024 25,000 — $25K -4.3% 0.01% DBT
1152 NRG ENERGY INC 629377CW0 Apr 2025 25,000 — $25K -0.5% 0.01% DBT
1153 Chase Mortgage Finance Corporation 161919AU9 Apr 2025 24,022 New $25K — 0.01% ABS-MBS
1154 Republic of Angola 035198AC4 Apr 2025 35,000 — $25K -17.8% 0.01% DBT
1155 UNITI GROUP/CSL CAPITAL 91327BAB6 Apr 2024 25,000 New $24K — 0.01% DBT
1156 IMOLA MERGER CORP 45258LAA5 Apr 2024 25,000 New $24K — 0.01% DBT
1157 Jeld-Wen Inc 475795AD2 Apr 2024 25,000 New $23K — 0.01% DBT
1158 IVORY COAST 221625AU0 Apr 2025 25,000 New $23K — 0.01% DBT
1159 LEVEL 3 FINANCING INC 527298BX0 Apr 2025 20,000 New $22K — 0.01% DBT
1160 Chicago Mercantile Exchange 000000000 Oct 2024 200,000 New $22K — 0.01% DIR
1161 Eurex Deutschland 000000000 Oct 2024 4 New $22K — 0.01% DIR
1162 Delta Funding Home Equity Loan Trust 24763LFX3 Oct 2024 22,573 -1,007 $22K -4.2% 0.01% ABS-MBS
1163 PNC FINANCIAL SERVICES 693475AQ8 Oct 2024 22,000 — $22K -0.3% 0.01% DBT
1164 PENNYMAC FIN SVCS INC 70932MAD9 Apr 2025 20,000 New $21K — 0.00% DBT
1165 Adjustable Rate Mortgage Trust 007036LJ3 Oct 2024 24,124 -2,898 $21K -11.6% 0.00% ABS-MBS
1166 JANE STREET GRP/JSG FIN 47077WAC2 Apr 2024 20,000 New $21K — 0.00% DBT
1167 METINVEST BV 591555AG2 Oct 2024 25,000 — $21K +23.1% 0.00% DBT
1168 WINDSTREAM SERVICES/ESCR 97381AAA0 Apr 2025 20,000 New $20K — 0.00% DBT
1169 AAR ESCROW ISSUER LLC 00253PAA6 Apr 2024 20,000 New $20K — 0.00% DBT
1170 USA COM PART/USA COM FIN 91740PAG3 Apr 2024 20,000 New $20K — 0.00% DBT
1171 TAYLOR MORRISON COMM 87724RAB8 Apr 2025 20,000 New $20K — 0.00% DBT
1172 OLYMPUS WTR US HLDG CORP 681639AD2 Apr 2025 20,000 New $20K — 0.00% DBT
1173 GEN DIGITAL INC 668771AM0 Apr 2025 20,000 New $20K — 0.00% DBT
1174 TRIVIUM PACKAGING FIN 89686QAA4 Apr 2024 20,000 New $20K — 0.00% DBT
1175 UWM HOLDINGS LLC 903522AA8 Apr 2025 20,000 New $20K — 0.00% DBT
1176 RIO TINTO FIN USA PLC 76720AAW6 Apr 2025 20,000 New $20K — 0.00% DBT
1177 CONSTELLIUM SE 21039CAA2 Apr 2025 20,000 New $20K — 0.00% DBT
1178 PEBBLEBROOK HOTEL/FINANC 70510LAA7 Apr 2025 20,000 New $20K — 0.00% DBT
1179 CCO HLDGS LLC/CAP CORP 1248EPCB7 Apr 2025 20,000 New $20K — 0.00% DBT
1180 KINETIK HOLDINGS LP 49461MAA8 Apr 2024 20,000 New $20K — 0.00% DBT
1181 ASCENT RESOURCES/ARU FIN 04364VAU7 Apr 2025 20,000 New $19K — 0.00% DBT
1182 GOLDMAN SACHS GROUP INC 38144GAE1 Oct 2024 20,000 — $19K +0.8% 0.00% DBT
1183 VM CONSOLIDATED INC 91835HAA0 Apr 2025 20,000 New $19K — 0.00% DBT
1184 FORESEA HOLDING SA 000000000 Oct 2024 20,272 New $19K — 0.00% DBT
1185 SOCIEDAD QUIMICA Y MINER 833636AP8 Apr 2025 20,000 — $19K +0.3% 0.00% DBT
1186 CALPINE CORP 131347CQ7 Oct 2024 20,000 -299,000 $19K -93.6% 0.00% DBT
1187 AMBIPAR LUX SARL 02319WAA9 Apr 2025 20,000 — $19K -6.1% 0.00% DBT
1188 ACADIA HEALTHCARE CO INC 00404AAP4 Apr 2024 20,000 New $19K — 0.00% DBT
1189 CLEVELAND-CLIFFS INC 185899AP6 Apr 2025 20,000 New $19K — 0.00% DBT
1190 DT MIDSTREAM INC 23345MAA5 Apr 2024 20,000 New $19K — 0.00% DBT
1191 ECOPETROL SA 279158AV1 Apr 2025 20,000 New $19K — 0.00% DBT
1192 HILCORP ENERGY I/HILCORP 431318AU8 Apr 2024 20,000 New $19K — 0.00% DBT
1193 HUNTINGTON BANCSHARES 446150AT1 Oct 2024 19,000 — $19K -1.2% 0.00% DBT
1194 NOVELIS CORP 670001AE6 Apr 2025 20,000 New $19K — 0.00% DBT
1195 OPEN TEXT INC 683720AA4 Apr 2025 20,000 New $18K — 0.00% DBT
1196 CAESARS ENTERTAIN INC 12769GAA8 Apr 2025 20,000 New $18K — 0.00% DBT
1197 RESIDEO FUNDING INC 76119LAB7 Apr 2024 20,000 New $18K — 0.00% DBT
1198 IVORY COAST 221625AV8 Apr 2025 20,000 New $18K — 0.00% DBT
1199 Morgan Stanley Capital I Trust 61691JAZ7 Oct 2024 19,000 — $18K +2.0% 0.00% ABS-MBS
1200 MIWD HLDCO II/MIWD FIN 55337PAA0 Apr 2025 20,000 New $18K — 0.00% DBT
1201 CRESCENT ENERGY FINANCE 45344LAE3 Apr 2025 20,000 — $18K -8.8% 0.00% DBT
1202 PENN ENTERTAINMENT INC 707569AV1 Apr 2025 20,000 New $18K — 0.00% DBT
1203 Citigroup Mortgage Loan Trust Inc 17307GW53 Oct 2024 17,767 -891 $17K -5.1% 0.00% ABS-MBS
1204 Santander Drive Auto Receivables Trust 80286PAB7 Apr 2025 17,205 -168,031 $17K -90.7% 0.00% ABS-O
1205 Petroleos Mexicanos 71643VAB1 Apr 2025 20,000 New $17K — 0.00% DBT
1206 Bayview Opportunity Master Fund VII 07336PAD6 Oct 2024 15,904 -917 $16K -4.7% 0.00% ABS-O
1207 Hilton Grand Vacations Trust 43283YAB9 Oct 2024 15,663 -6,042 $16K -26.5% 0.00% ABS-O
1208 Sealed Air Corp 81211KAK6 Apr 2025 15,000 New $16K — 0.00% DBT
1209 SOCIEDAD QUIMICA Y MINER 833636AN3 Apr 2025 15,000 New $16K — 0.00% DBT
1210 ACRISURE LLC / FIN INC 00489LAL7 Apr 2025 15,000 New $15K — 0.00% DBT
1211 HARVEST MIDSTREAM I LP 417558AB9 Apr 2024 15,000 New $15K — 0.00% DBT
1212 BUCKEYE PARTNERS LP 118230AW1 Apr 2025 15,000 New $15K — 0.00% DBT
1213 BLUE RACER MID LLC/FINAN 095796AJ7 Apr 2025 15,000 New $15K — 0.00% DBT
1214 TASEKO MINES LTD 876511AG1 Apr 2025 15,000 New $15K — 0.00% DBT
1215 TKC HOLDINGS INC 87256YAC7 Apr 2025 15,000 New $15K — 0.00% DBT
1216 TENET HEALTHCARE CORP 88033GDK3 Apr 2025 15,000 New $15K — 0.00% DBT
1217 CHARLES SCHWAB CORP 808513BD6 Oct 2024 15,000 — $15K +0.2% 0.00% DBT
1218 BANCO MERCANTIL DE NORTE 05971PAE8 Apr 2025 15,000 New $15K — 0.00% DBT
1219 AZORRA FINANCE 05480AAA3 Apr 2025 15,000 New $15K — 0.00% DBT
1220 REPUBLIC OF SERBIA 817477AJ1 Apr 2025 15,000 New $15K — 0.00% DBT
1221 OMAN GOV INTERNTL BOND 682051AF4 Apr 2025 15,000 -15,000 $15K -50.9% 0.00% DBT
1222 PARK INTERMED HOLDINGS 70052LAB9 Apr 2024 15,000 New $15K — 0.00% DBT
1223 KAISER ALUMINUM CORP 483007AJ9 Apr 2025 15,000 New $14K — 0.00% DBT
1224 TRUIST FINANCIAL CORP 89832QAF6 Oct 2024 15,000 — $14K -1.4% 0.00% DBT
1225 Fannie Mae 31409BFF9 Oct 2024 14,004 -429 $14K -3.1% 0.00% ABS-MBS
1226 GYP HOLDINGS III CORP 36261NAA5 Apr 2024 15,000 New $14K — 0.00% DBT
1227 XHR LP 98372MAC9 Apr 2024 15,000 New $14K — 0.00% DBT
1228 CELANESE US HOLDINGS LLC 15089QBA1 Apr 2025 15,000 New $14K — 0.00% DBT
1229 Sierra Receivables Funding Co LLC 82652RAB5 Oct 2024 14,254 -4,289 $14K -21.8% 0.00% ABS-O
1230 Colombia Government International Bonds 195325EQ4 Apr 2025 15,000 New $14K — 0.00% DBT
1231 Goldman Sachs International 000000000 Oct 2024 1 New $14K — 0.00% DFE
1232 LCH Ltd. 000000000 Oct 2024 500,000 New $13K — 0.00% DIR
1233 Mexico Government International Bonds 91087BBA7 Apr 2025 15,000 New $13K — 0.00% DBT
1234 HarborView Mortgage Loan Trust 41161PKD4 Oct 2024 13,777 -268 $13K -1.7% 0.00% ABS-MBS
1235 LCH Ltd. 000000000 Oct 2024 500,000 New $13K — 0.00% DIR
1236 Fannie Mae 31409BB48 Oct 2024 12,541 -569 $13K -4.5% 0.00% ABS-MBS
1237 Fannie Mae 31408DXN9 Oct 2024 11,739 -365 $12K -3.3% 0.00% ABS-MBS
1238 Goldman Sachs International 000000000 Oct 2024 1 New $12K — 0.00% DFE
1239 The Montreal Exchange / Bourse De Montreal 000000000 Oct 2024 12 New $12K — 0.00% DIR
1240 LCH Ltd. 000000000 Oct 2024 200,000 New $11K — 0.00% DIR
1241 Citibank NA 000000000 Oct 2024 4,700,000 New $11K — 0.00% DIR
1242 BX Trust 05609VAL9 Oct 2024 11,071 -217,000 $11K -95.2% 0.00% ABS-MBS
1243 Eurex Deutschland 000000000 Oct 2024 14 New $10K — 0.00% DIR
1244 TRANSDIGM INC 893647BT3 Apr 2025 10,000 New $10K — 0.00% DBT
1245 SLM CORP 78442PGF7 Apr 2025 10,000 New $10K — 0.00% DBT
1246 NCL CORPORATION LTD 62886HBG5 Apr 2025 10,000 New $10K — 0.00% DBT
1247 AVIENT CORP 05368VAA4 Apr 2024 10,000 New $10K — 0.00% DBT
1248 AMENTUM HOLDINGS INC 02352BAA3 Apr 2025 10,000 New $10K — 0.00% DBT
1249 BANCO SANTANDER MEXICO 000000000 Oct 2024 10,000 New $10K — 0.00% DBT
1250 WR GRACE HOLDING LLC 92943GAE1 Apr 2025 10,000 New $10K — 0.00% DBT
1251 ACADIA HEALTHCARE CO INC 00404AAQ2 Apr 2025 10,000 New $10K — 0.00% DBT
1252 Structured Asset Mortgage Investments Inc 86358HNX3 Oct 2024 10,388 -1,907 $10K -15.6% 0.00% ABS-MBS
1253 ARCHROCK PARTNERS LP/FIN 03959KAD2 Apr 2025 10,000 New $10K — 0.00% DBT
1254 RESIDEO FUNDING INC 76119LAD3 Apr 2025 10,000 New $10K — 0.00% DBT
1255 VIKING OCEAN CRUISES SHI 92682RAA0 Apr 2024 10,000 New $10K — 0.00% DBT
1256 ADIENT GLOBAL HOLDINGS 00687YAC9 Oct 2024 10,000 -95,000 $10K -90.9% 0.00% DBT
1257 FIEMEX ENERGIA - BANC AC 05974EAA8 Apr 2025 9,942 New $10K — 0.00% DBT
1258 MATTAMY GROUP CORP 57701RAJ1 Apr 2025 10,000 New $10K — 0.00% DBT
1259 1011778 BC / NEW RED FIN 68245XAJ8 Apr 2025 10,000 New $10K — 0.00% DBT
1260 CALPINE CORP 131347CP9 Oct 2024 10,000 -308,000 $10K -96.8% 0.00% DBT
1261 TRANSDIGM INC 893647BP1 Apr 2025 10,000 New $10K — 0.00% DBT
1262 BLACKSTONE MORTGAGE TR 09257WAD2 Apr 2024 10,000 New $10K — 0.00% DBT
1263 Countrywide Alternative Loan Trust 12669FFD0 Oct 2024 8,472 — $9K +4.4% 0.00% ABS-MBS
1264 AMN HEALTHCARE INC 00175PAC7 Apr 2025 10,000 New $9K — 0.00% DBT
1265 Fannie Mae 31384VYL0 Oct 2024 8,734 -1,038 $9K -10.5% 0.00% ABS-MBS
1266 Morgan Stanley Capital Services LLC 000000000 Oct 2024 4,200,000 New $9K — 0.00% DIR
1267 Fannie Mae 31408GAR8 Oct 2024 8,217 -251 $8K -3.1% 0.00% ABS-MBS
1268 REPUBLIC OF ANGOLA 035198AD2 Apr 2025 10,000 New $8K — 0.00% DBT
1269 LCH Ltd. 000000000 Oct 2024 300,000 New $8K — 0.00% DIR
1270 REPUBLIC OF ANGOLA 035198AF7 Oct 2024 10,000 — $8K -14.8% 0.00% DBT
1271 Goldman Sachs International 000000000 Oct 2024 1 New $7K — 0.00% DFE
1272 JPMorgan Chase Bank NA 000000000 Oct 2024 1 New $6K — 0.00% DFE
1273 ICE Futures Europe - Financial Products Division 000000000 Oct 2024 5 New $6K — 0.00% DIR
1274 Intercontinental Exchange, Inc. 000000000 Oct 2024 400,000 New $6K — 0.00% DCR
1275 Intercontinental Exchange, Inc. 000000000 Oct 2024 400,000 New $6K — 0.00% DCR
1276 Structured Asset Securities Corporation 86358RDU8 Oct 2024 5,491 -9,576 $5K -63.5% 0.00% ABS-MBS
1277 First Horizon Mortgage Pass-Through Trust 32051GQL2 Oct 2024 7,662 -87 $5K +0.5% 0.00% ABS-MBS
1278 Deutsche Bank AG 000000000 Oct 2024 3,500,000 New $5K — 0.00% DIR
1279 Fannie Mae 31396KBC5 Oct 2024 5,142 -4,463 $5K -46.5% 0.00% ABS-MBS
1280 Small Business Administration Participation Certs 83162CPS6 Oct 2024 5,072 -6,640 $5K -56.6% 0.00% ABS-O
1281 Lightstone Holdco LLC 53226GAL5 Oct 2024 4,941 -30 $5K -2.0% 0.00% LON
1282 Goldman Sachs International 000000000 Oct 2024 1 New $5K — 0.00% DFE
1283 Morgan Stanley Capital Services LLC 000000000 Oct 2024 2,600,000 New $5K — 0.00% DIR
1284 RLJ LODGING TRUST LP 74965LAB7 Apr 2024 5,000 New $5K — 0.00% DBT
1285 BNP Paribas SA 000000000 Oct 2024 1 New $4K — 0.00% DFE
1286 LCH Ltd. 000000000 Oct 2024 10,000,000 New $4K — 0.00% DIR
1287 Goldman Sachs Bank USA 000000000 Oct 2024 1 New $4K — 0.00% DFE
1288 Bank of America NA 000000000 Oct 2024 2,500,000 New $4K — 0.00% DIR
1289 BNP Paribas SA 000000000 Oct 2024 1 New $4K — 0.00% DFE
1290 Citigroup Mortgage Loan Trust Inc 17307GXQ6 Oct 2024 3,963 -385 $4K -9.4% 0.00% ABS-MBS
1291 JPMorgan Chase Bank NA 000000000 Oct 2024 1 New $4K — 0.00% DFE
1292 JPMorgan Chase Bank NA 000000000 Oct 2024 1 New $4K — 0.00% DFE
1293 LCH Ltd. 000000000 Oct 2024 200,000 New $4K — 0.00% DIR
1294 WAMU Mortgage Pass-Through Certificates 929227QB5 Oct 2024 3,859 -195 $4K -4.6% 0.00% ABS-MBS
1295 JPMorgan Chase Bank NA 000000000 Oct 2024 1 New $3K — 0.00% DFE
1296 Bank of America NA 000000000 Oct 2024 1 New $3K — 0.00% DFE
1297 LCH Ltd. 000000000 Oct 2024 100,000 New $3K — 0.00% DIR
1298 Barclays Bank PLC 000000000 Oct 2024 1 New $3K — 0.00% DFE
1299 JPMorgan Chase Bank NA 000000000 Oct 2024 1 New $3K — 0.00% DFE
1300 Bank of America NA 000000000 Oct 2024 1 New $3K — 0.00% DFE
1301 BNP Paribas SA 000000000 Oct 2024 1 New $3K — 0.00% DFE
1302 JPMorgan Chase Bank NA 000000000 Oct 2024 1 New $3K — 0.00% DFE
1303 Bear Stearns Adjustable Rate Mortgage Trust 07384MTN2 Oct 2024 2,769 -195 $3K -6.8% 0.00% ABS-MBS
1304 Fannie Mae 31408DC85 Oct 2024 2,700 -89 $3K -3.4% 0.00% ABS-MBS
1305 LCH Ltd. 000000000 Oct 2024 800,000 New $3K — 0.00% DIR
1306 NRG ENERGY INC 629377CS9 Oct 2024 3,000 — $3K +0.7% 0.00% DBT
1307 JPMorgan Chase Bank NA 000000000 Oct 2024 1 New $3K — 0.00% DFE
1308 LCH Ltd. 000000000 Oct 2024 600,000 New $3K — 0.00% DIR
1309 BNP Paribas SA 000000000 Oct 2024 1 New $2K — 0.00% DFE
1310 Fannie Mae 31408B5A2 Oct 2024 2,345 -75 $2K -3.3% 0.00% ABS-MBS
1311 BNP Paribas SA 000000000 Oct 2024 1 New $2K — 0.00% DFE
1312 Freddie Mac 31339NC79 Oct 2024 2,251 -1,335 $2K -37.3% 0.00% ABS-MBS
1313 Citibank NA 000000000 Oct 2024 1 New $2K — 0.00% DFE
1314 Fannie Mae 31374GEW3 Oct 2024 1,997 -475 $2K -19.4% 0.00% ABS-MBS
1315 Citibank NA 000000000 Oct 2024 1 New $2K — 0.00% DFE
1316 Citibank NA 000000000 Oct 2024 1 New $2K — 0.00% DFE
1317 ESC LEHMAN BRTH HLDG 525ESCIB7 Oct 2024 4,500,000 — $2K -42.9% 0.00% DBT
1318 BNP Paribas SA 000000000 Oct 2024 1 New $2K — 0.00% DFE
1319 LCH Ltd. 000000000 Oct 2024 10,000,000 New $2K — 0.00% DIR
1320 Fannie Mae 000000000 Oct 2024 1,514 New $2K — 0.00% ABS-MBS
1321 Intercontinental Exchange, Inc. 000000000 Oct 2024 100,000 New $2K — 0.00% DCR
1322 Intercontinental Exchange, Inc. 000000000 Oct 2024 100,000 New $1K — 0.00% DCR
1323 Goldman Sachs Bank USA 000000000 Oct 2024 1 New $1K — 0.00% DFE
1324 Deutsche Bank AG 000000000 Oct 2024 1 New $1K — 0.00% DFE
1325 Barclays Bank PLC 000000000 Oct 2024 1 New $1K — 0.00% DFE
1326 BNP Paribas SA 000000000 Oct 2024 1 New $1K — 0.00% DFE
1327 Morgan Stanley Capital Services LLC 000000000 Oct 2024 900,000 New $1K — 0.00% DIR
1328 Deutsche Bank AG 000000000 Oct 2024 1 New $1K — 0.00% DFE
1329 LCH Ltd. 000000000 Oct 2024 100,000 New $1K — 0.00% DIR
1330 BNP Paribas SA 000000000 Oct 2024 1 New $959 — 0.00% DFE
1331 Bank of America NA 000000000 Oct 2024 1 New $813 — 0.00% DFE
1332 BNP Paribas SA 000000000 Oct 2024 1 New $804 — 0.00% DFE
1333 Citibank NA 000000000 Oct 2024 1 New $771 — 0.00% DFE
1334 JPMorgan Chase Bank NA 000000000 Oct 2024 1 New $770 — 0.00% DFE
1335 Citibank NA 000000000 Oct 2024 1 New $769 — 0.00% DFE
1336 BNP Paribas SA 000000000 Oct 2024 1 New $761 — 0.00% DFE
1337 20491230AN BRTH HLDH PROD 525ESC1D1 Oct 2024 1,900,000 — $760 -42.9% 0.00% DBT
1338 BNP Paribas SA 000000000 Oct 2024 1 New $742 — 0.00% DFE
1339 Citibank NA 000000000 Oct 2024 1 New $719 — 0.00% DFE
1340 Barclays Bank PLC 000000000 Oct 2024 1 New $692 — 0.00% DFE
1341 BNP Paribas SA 000000000 Oct 2024 1 New $684 — 0.00% DFE
1342 BNP Paribas SA 000000000 Oct 2024 1 New $666 — 0.00% DFE
1343 Intercontinental Exchange, Inc. 000000000 Oct 2024 100,000 New $652 — 0.00% DCR
1344 Bank of America NA 000000000 Oct 2024 1 New $595 — 0.00% DFE
1345 JPMorgan Chase Bank NA 000000000 Oct 2024 1 New $582 — 0.00% DFE
1346 Intercontinental Exchange, Inc. 000000000 Oct 2024 300,000 New $559 — 0.00% DCR
1347 Barclays Bank PLC 000000000 Oct 2024 1 New $547 — 0.00% DFE
1348 JPMorgan Chase Bank NA 000000000 Oct 2024 1 New $538 — 0.00% DFE
1349 Government National Mortgage Association 36202K2H7 Oct 2024 527 -323 $526 -37.9% 0.00% ABS-MBS
1350 BNP Paribas SA 000000000 Oct 2024 1 New $514 — 0.00% DFE
1351 BNP Paribas SA 000000000 Oct 2024 1 New $475 — 0.00% DFE
1352 BNP Paribas SA 000000000 Oct 2024 1 New $458 — 0.00% DFE
1353 BNP Paribas SA 000000000 Oct 2024 1 New $445 — 0.00% DFE
1354 BNP Paribas SA 000000000 Oct 2024 1 New $440 — 0.00% DFE
1355 JPMorgan Chase Bank NA 000000000 Oct 2024 1 New $390 — 0.00% DFE
1356 Barclays Bank PLC 000000000 Oct 2024 1 New $379 — 0.00% DFE
1357 HSBC Bank PLC 000000000 Oct 2024 1 New $360 — 0.00% DFE
1358 ESC LEHMAN BRTH HLDH PROD 525ESC1Y5 Oct 2024 900,000 — $360 -42.9% 0.00% DBT
1359 Barclays Bank PLC 000000000 Oct 2024 1 New $358 — 0.00% DFE
1360 Barclays Bank PLC 000000000 Oct 2024 1 New $324 — 0.00% DFE
1361 Barclays Bank PLC 000000000 Oct 2024 1 New $308 — 0.00% DFE
1362 BNP Paribas SA 000000000 Oct 2024 1 New $280 — 0.00% DFE
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1651 Chicago Board of Trade 000000000 Oct 2024 -47 New $-44373 — -0.01% DIR
1652 Chicago Board of Trade 000000000 Oct 2024 -23 New $-44954 — -0.01% DIR
1653 LCH Ltd. 000000000 Oct 2024 1,100,000 New $-47184 — -0.01% DIR
1654 JP MORGAN JPM CASH COLL BROKER 000000000 Oct 2024 -60,000 New $-60000 — -0.01% STIV
1655 UMBS, TBA 01F060659 Apr 2025 -100,000 New $-101436 — -0.02% ABS-MBS
1656 Citibank NA 000000000 Oct 2024 1 New $-128767 — -0.03% DFE
1657 JPMorgan Chase Bank NA 000000000 Oct 2024 1 New $-131189 — -0.03% DFE
1658 UMBS, TBA 01F050650 Apr 2024 -300,000 New $-293677 — -0.07% ABS-MBS
1659 Chicago Board of Trade 000000000 Oct 2024 -165 New $-348453 — -0.08% DIR
✕ UMBS, TBA 01F0526C1 — 6,000,000 Exited $5.9M — — —
✕ United States Treasury 91282CLN9 — 4,865,000 Exited $4.7M — — —
✕ UMBS, TBA 01F0406B8 — 5,000,000 Exited $4.6M — — —
✕ Regional Management Issuance Trust 75907JAB0 — 3,140,000 Exited $3.2M — — —
✕ Golub Capital Partners Funding 38179EAC8 — 2,562,919 Exited $2.5M — — —
✕ UMBS, TBA 01F0506B7 — 2,300,000 Exited $2.2M — — —
✕ BLACKSTONE PRIVATE CRE 09261HBB2 — 1,975,000 Exited $2.1M — — —
✕ ING GROEP NV 456837BA0 — 1,800,000 Exited $1.8M — — —
✕ SCENTRE GROUP TRUST 1/2 80622GAE4 — 1,715,000 Exited $1.7M — — —
✕ United Airlines Inc 90932RAM6 — 1,517,375 Exited $1.5M — — —
✕ REINSURANCE GRP OF AMER 759351AR0 — 1,445,000 Exited $1.5M — — —
✕ Medline Borrower LP 58503UAE3 — 1,455,041 Exited $1.5M — — —
✕ United States Treasury 912797JR9 — 1,450,000 Exited $1.4M — — —
✕ UMBS, TBA 01F0426C2 — 1,500,000 Exited $1.4M — — —
✕ OAKTREE STRATEGIC CREDIT 67403AAD1 — 1,365,000 Exited $1.4M — — —
✕ COMMONSPIRIT HEALTH 20268JAK9 — 1,290,000 Exited $1.3M — — —
✕ BCP RENAISSANCE PARENT LLC 05549PAF8 — 1,326,706 Exited $1.3M — — —
✕ BX Trust 05608UAJ7 — 1,315,167 Exited $1.3M — — —
✕ United States Treasury 912797NB9 — 1,300,000 Exited $1.3M — — —
✕ BX Trust 05608UAL2 — 1,256,279 Exited $1.3M — — —
✕ MPH Acquisition Holdings LLC 55328HAK7 — 1,665,657 Exited $1.2M — — —
✕ DUKE ENERGY FLORIDA LLC 26444HAN1 — 1,175,000 Exited $1.2M — — —
✕ IQVIA Inc 44969CBN9 — 1,230,700 Exited $1.2M — — —
✕ United States Treasury 91282CLE9 — 1,078,440 Exited $1.1M — — —
✕ United States Treasury 912828H45 — 1,063,232 Exited $1.1M — — —
✕ STARWOOD PROPERTY TRUST INC 85570DAJ1 — 1,002,150 Exited $1.0M — — —
✕ United States Treasury 91282CKL4 — 859,973 Exited $0.9M — — —
✕ MCF CLO LLC 55293LAL7 — 820,000 Exited $0.8M — — —
✕ United States Treasury 91282CEZ0 — 812,572 Exited $0.7M — — —
✕ UMBS, TBA 01F0326C3 — 800,000 Exited $0.7M — — —
✕ VISTRA CORP 92840VAF9 — 640,000 Exited $0.6M — — —
✕ UMBS, TBA 01F0606B6 — 600,000 Exited $0.6M — — —
✕ TRANSDIGM INC 893647BR7 — 560,000 Exited $0.6M — — —
✕ ENEL FINANCE AMERICA LLC 29280HAA0 — 500,000 Exited $0.5M — — —
✕ NATWEST GROUP PLC 639057AB4 — 550,000 Exited $0.5M — — —
✕ Freddie Mac 3132DWG80 — 456,136 Exited $0.4M — — —
✕ Freddie Mac 3132DWFD0 — 494,580 Exited $0.4M — — —
✕ Fannie Mae 31418D7F3 — 529,439 Exited $0.4M — — —
✕ VMC Finance LLC 91835BAA3 — 430,008 Exited $0.4M — — —
✕ Citigroup Inc 172967LD1 — 430,000 Exited $0.4M — — —
✕ Fannie Mae 31418D4Y5 — 470,985 Exited $0.4M — — —
✕ Freddie Mac 3132E0B68 — 382,593 Exited $0.4M — — —
✕ GoldenTree Loan Management US CLO, LTD 38137YBA8 — 371,379 Exited $0.4M — — —
✕ Fannie Mae 3140QQKW4 — 390,339 Exited $0.4M — — —
✕ PACIFIC GAS & ELECTRIC 694308HL4 — 425,000 Exited $0.3M — — —
✕ Fannie Mae 3140LTGT5 — 402,193 Exited $0.3M — — —
✕ Oportun Funding LLC 68378PAB1 — 332,330 Exited $0.3M — — —
✕ SYDNEY AIRPORT FINANCE 87124VAE9 — 300,000 Exited $0.3M — — —
✕ Morgan Stanley 61744YAK4 — 300,000 Exited $0.3M — — —
✕ Fannie Mae 31418E7A2 — 289,602 Exited $0.3M — — —
✕ Fannie Mae 31418EV80 — 287,553 Exited $0.3M — — —
✕ United States Treasury 91282CGD7 — 283,000 Exited $0.3M — — —
✕ Fannie Mae 31418ET67 — 283,308 Exited $0.3M — — —
✕ Barclays PLC 06738EAW5 — 270,000 Exited $0.3M — — —
✕ HEALTHEQUITY INC 42226AAA5 — 275,000 Exited $0.3M — — —
✕ SVENSKA HANDELSBANKEN AB 86959LAM5 — 250,000 Exited $0.3M — — —
✕ AUST & NZ BANKING GRP NY 05253JAY7 — 250,000 Exited $0.3M — — —
✕ BANK OF AMERICA CORP 06051GKK4 — 270,000 Exited $0.2M — — —
✕ JPMORGAN CHASE & CO 46647PBR6 — 250,000 Exited $0.2M — — —
✕ CHARLES SCHWAB CORP 808513BJ3 — 256,000 Exited $0.2M — — —
✕ Fannie Mae 3140QPK48 — 231,661 Exited $0.2M — — —
✕ GOLDMAN SACHS GROUP INC 38141GYB4 — 245,000 Exited $0.2M — — —
✕ Fannie Mae 31418E2D1 — 212,243 Exited $0.2M — — —
✕ WESTERN MIDSTREAM OPERAT 958667AF4 — 200,000 Exited $0.2M — — —
✕ BANQUE FED CRED MUTUEL 06675FBA4 — 200,000 Exited $0.2M — — —
✕ Freddie Mac 3133KPUA4 — 212,389 Exited $0.2M — — —
✕ Micron Technology Inc 595112BM4 — 200,000 Exited $0.2M — — —
✕ HYUNDAI CAPITAL AMERICA 44891ABK2 — 200,000 Exited $0.2M — — —
✕ BANCO SANTANDER SA 05964HAR6 — 200,000 Exited $0.2M — — —
✕ AMERICAN HONDA FINANCE 02665WEP2 — 200,000 Exited $0.2M — — —
✕ BANQUE FED CRED MUTUEL 06675DCE0 — 200,000 Exited $0.2M — — —
✕ DEUTSCHE BANK NY 251526CB3 — 200,000 Exited $0.2M — — —
✕ BNP PARIBAS 09659W2D5 — 200,000 Exited $0.2M — — —
✕ WRKCo Inc 92940PAB0 — 200,000 Exited $0.2M — — —
✕ MITSUBISHI UFJ FIN GRP 606822BN3 — 200,000 Exited $0.2M — — —
✕ EXPEDIA GROUP INC 30212PAS4 — 196,000 Exited $0.2M — — —
✕ BPCRE Holder LLC 05602FAA5 — 196,772 Exited $0.2M — — —
✕ BANK OF AMERICA CORP 060505GB4 — 200,000 Exited $0.2M — — —
✕ NORDEA BANK ABP 65559CAE1 — 200,000 Exited $0.2M — — —
✕ Fannie Mae 31418E3E8 — 188,351 Exited $0.2M — — —
✕ HSBC HOLDINGS PLC 404280CQ0 — 200,000 Exited $0.2M — — —
✕ Fannie Mae 31418ES43 — 182,411 Exited $0.2M — — —
✕ Fannie Mae 3140QSBS9 — 185,369 Exited $0.2M — — —
✕ TRUIST FINANCIAL CORP 89788MAP7 — 170,000 Exited $0.2M — — —
✕ Fannie Mae 31418EP20 — 177,819 Exited $0.2M — — —
✕ BANK OF NOVA SCOTIA 06418JAA9 — 170,000 Exited $0.2M — — —
✕ Freddie Mac 3132DWLT8 — 168,210 Exited $0.2M — — —
✕ NEXTERA ENERGY CAPITAL 65339KBS8 — 165,000 Exited $0.2M — — —
✕ DOMINION ENERGY INC 25746UDU0 — 155,000 Exited $0.2M — — —
✕ MET LIFE GLOB FUNDING I 592179KD6 — 150,000 Exited $0.2M — — —
✕ WESTPAC BANKING CORP 961214FL2 — 145,000 Exited $0.1M — — —
✕ DEUTSCHE BANK NY 251526CY3 — 150,000 Exited $0.1M — — —
✕ ONE Park Mortgage Trust 682413AJ8 — 150,000 Exited $0.1M — — —
✕ SUMITOMO MITSUI FINL GRP 86562MAF7 — 145,000 Exited $0.1M — — —
✕ ROYAL BANK OF CANADA 78016FZY3 — 140,000 Exited $0.1M — — —
✕ Bank of America Corp 060505EN0 — 140,000 Exited $0.1M — — —
✕ CSN ISLANDS XI CORP 12642KAB0 — 145,000 Exited $0.1M — — —
✕ PRINCIPAL LFE GLB FND II 74256LES4 — 145,000 Exited $0.1M — — —
✕ AMERICAN EXPRESS CO 025816CH0 — 140,000 Exited $0.1M — — —
✕ BANK OF AMERICA CORP 06051GMA4 — 130,000 Exited $0.1M — — —
✕ JP Morgan Mortgage Trust 46657TAL9 — 130,675 Exited $0.1M — — —
✕ VERIZON COMMUNICATIONS 92343VFW9 — 210,000 Exited $0.1M — — —
✕ ORL TRUST 67116QAL6 — 128,000 Exited $0.1M — — —
✕ ENSTAR FINANCE LLC 29360AAA8 — 130,000 Exited $0.1M — — —
✕ Fannie Mae 31418EE30 — 147,406 Exited $0.1M — — —
✕ CAMPBELL SOUP CO 134429BP3 — 120,000 Exited $0.1M — — —
✕ NEW YORK LIFE GLOBAL FDG 64952WDW0 — 125,000 Exited $0.1M — — —
✕ Freddie Mac 3132DSBT8 — 142,567 Exited $0.1M — — —
✕ STATE STREET CORP 857477BR3 — 115,000 Exited $0.1M — — —
✕ L3HARRIS TECH INC 502431AQ2 — 110,000 Exited $0.1M — — —
✕ BANK OF MONTREAL 06368LNT9 — 105,000 Exited $0.1M — — —
✕ CQP HOLDCO LP/BIP-V CHIN 12657NAA8 — 110,000 Exited $0.1M — — —
✕ TIF Funding III LLC 88655AAC4 — 104,231 Exited $0.1M — — —
✕ TAPESTRY INC 876030AE7 — 100,000 Exited $0.1M — — —
✕ Gracie Point International Funding 38410KAC3 — 100,000 Exited $0.1M — — —
✕ GOLDMAN SACHS GROUP INC 38141GXJ8 — 100,000 Exited $0.1M — — —
✕ TORONTO-DOMINION BANK 89115A2A9 — 100,000 Exited $0.1M — — —
✕ Navient Corp 78442FDJ4 — 100,000 Exited $0.1M — — —
✕ FIFTH THIRD BANCORP 316773DF4 — 105,000 Exited $0.1M — — —
✕ COREBRIDGE FINANCIAL INC 21871XAS8 — 95,000 Exited $0.1M — — —
✕ MCDONALD'S CORP 58013MFK5 — 130,000 Exited $0.1M — — —
✕ Hilton USA Trust 43300LAN0 — 100,000 Exited $0.1M — — —
✕ TIF Funding III LLC 88655AAE0 — 95,625 Exited $0.1M — — —
✕ PNC FINANCIAL SERVICES 693475BU8 — 85,000 Exited $0.1M — — —
✕ BENCHMARK Mortgage Trust 08162NAZ9 — 100,000 Exited $0.1M — — —
✕ Freddie Mac 3132DWJR5 — 93,219 Exited $0.1M — — —
✕ AON NORTH AMERICA INC 03740MAD2 — 90,000 Exited $0.1M — — —
✕ BANK OF AMERICA CORP 06051GKW8 — 90,000 Exited $0.1M — — —
✕ Freddie Mac 3128HJAH9 — 89,926 Exited $0.1M — — —
✕ TORONTO-DOMINION BANK 89115A2S0 — 85,000 Exited $0.1M — — —
✕ Beacon Container Finance II LLC 07359BAA5 — 93,100 Exited $0.1M — — —
✕ STATE STREET CORP 857477BM4 — 80,000 Exited $0.1M — — —
✕ JPMORGAN CHASE & CO 46647PCE4 — 105,000 Exited $0.1M — — —
✕ TRUIST FIN CORP 89832QAB5 — 73,000 Exited $0.1M — — —
✕ MORGAN STANLEY 61747YFR1 — 70,000 Exited $0.1M — — —
✕ Fannie Mae 3140XQYW1 — 83,869 Exited $0.1M — — —
✕ FED REPUBLIC OF BRAZIL 105756CH1 — 70,000 Exited $0.1M — — —
✕ Fannie Mae 31418EW30 — 69,280 Exited $0.1M — — —
✕ REPUBLIC OF PARAGUAY 699149AJ9 — 70,000 Exited $0.1M — — —
✕ GEOPARK LTD 37255BAB5 — 70,000 Exited $0.1M — — —
✕ HP ENTERPRISE CO 42824CBV0 — 65,000 Exited $0.1M — — —
✕ RHP HOTEL PPTY/RHP FINAN 749571AF2 — 60,000 Exited $0.1M — — —
✕ NRG Energy Inc 629377CH3 — 60,000 Exited $0.1M — — —
✕ MONGOLIA INTL BOND 60937LAC9 — 55,000 Exited $0.1M — — —
✕ WELLS FARGO & COMPANY 95002YAA1 — 50,000 Exited $0.1M — — —
✕ TAL Advantage VII LLC 87407RAA4 — 57,125 Exited $0.1M — — —
✕ Wells Fargo Commercial Mortgage Trust 94989XBJ3 — 54,000 Exited $0.1M — — —
✕ NORTHWESTERN MUTUAL GLBL 66815L2A6 — 53,000 Exited $0.1M — — —
✕ CALPINE CORP 131347CR5 — 55,000 Exited $0.0M — — —
✕ SUMITOMO MITSUI FINL GRP 86562MAK6 — 50,000 Exited $0.0M — — —
✕ CEMEX SAB DE CV 151290CB7 — 45,000 Exited $0.0M — — —
✕ ALLIANT HOLD / CO-ISSUER 01883LAB9 — 50,000 Exited $0.0M — — —
✕ KAZMUNAYGAS NATIONAL CO 48667QAS4 — 50,000 Exited $0.0M — — —
✕ M&T BANK CORPORATION 55261FAT1 — 45,000 Exited $0.0M — — —
✕ C&W SENIOR FINANCE LTD 12674TAA4 — 45,000 Exited $0.0M — — —
✕ Freddie Mac 3133AF4T5 — 50,557 Exited $0.0M — — —
✕ INTEL CORP 458140BM1 — 50,000 Exited $0.0M — — —
✕ FS LUXEMBOURG SARL 30315XAC8 — 40,000 Exited $0.0M — — —
✕ Petrobras Global Finance BV 71647NBK4 — 40,000 Exited $0.0M — — —
✕ ROMANIA 77586RAJ9 — 60,000 Exited $0.0M — — —
✕ EASTERN ENERGY GAS 27636AAA0 — 40,000 Exited $0.0M — — —
✕ FIFTH THIRD BANCORP 316773DD9 — 40,000 Exited $0.0M — — —
✕ REPUBLIC OF GUATEMALA 401494AT6 — 45,000 Exited $0.0M — — —
✕ Navient Student Loan Trust 63942LAA0 — 40,820 Exited $0.0M — — —
✕ REPUBLIC OF PARAGUAY 699149AL4 — 40,000 Exited $0.0M — — —
✕ CALPINE CORP 131347CN4 — 35,000 Exited $0.0M — — —
✕ VISTRA OPERATIONS CO LLC 92840VAH5 — 30,000 Exited $0.0M — — —
✕ INTEL CORP 458140CJ7 — 30,000 Exited $0.0M — — —
✕ INGERSOLL RAND INC 45687VAB2 — 25,000 Exited $0.0M — — —
✕ Fannie Mae 3140XJSB0 — 26,548 Exited $0.0M — — —
✕ BANK OF AMERICA CORP 060505FQ2 — 20,000 Exited $0.0M — — —
✕ PETROBRAS GLOBAL FINANCE 71647NBL2 — 20,000 Exited $0.0M — — —
✕ JPMORGAN CHASE & CO 48128BAG6 — 16,000 Exited $0.0M — — —
✕ REPUBLIC OF GUATEMALA 401494AZ2 — 15,000 Exited $0.0M — — —
✕ VISTRA CORP 92840VAA0 — 10,000 Exited $0.0M — — —
✕ Residential Asset Securities Corporation 76110W7E0 — 9,747 Exited $0.0M — — —
✕ Polaris Newco LLC 73108RAB4 — 9,798 Exited $0.0M — — —
✕ Structured Asset Securities Corporation 86359BV73 — 268 Exited $0.0M — — —
✕ Citigroup Commercial Mortgage Trust 17323CAG2 — 914,844 Exited $0.0M — — —
✕ Fannie Mae 31378PKF9 — 134 Exited $0.0M — — —
✕ UMBS, TBA 01F0506C5 — -700,000 Exited $-0.7M — — —