SA PIMCO Global Bond Opportunities Portfolio
SUNAMERICA SERIES TRUST
+359
New
359
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | Goldman Sachs & Co. LLC | 000000000 | Apr 2024 | 28,700,000 | $28.7M | 9.64% | RA |
| 2 | State Street Global Advisors | 857492656 | Apr 2024 | 28,138,318 | $28.1M | 9.45% | STIV |
| 3 | UMBS, TBA | 01F050668 | Apr 2024 | 28,000,000 | $26.5M | 8.91% | ABS-MBS |
| 4 | UMBS, TBA | 01F062663 | Apr 2024 | 16,600,000 | $16.7M | 5.61% | ABS-MBS |
| 5 | UMBS, TBA | 01F040669 | Apr 2024 | 15,700,000 | $14.0M | 4.72% | ABS-MBS |
| 6 | UMBS, TBA | 01F042665 | Apr 2024 | 15,200,000 | $14.0M | 4.71% | ABS-MBS |
| 7 | Japan Government Ten Year Bonds | 000000000 | Apr 2024 | 1,727,900,000 | $10.7M | 3.59% | DBT |
| 8 | Japan Government Two Year Bonds | 000000000 | Apr 2024 | 1,449,300,000 | $9.2M | 3.09% | DBT |
| 9 | Japan Government Ten Year Bonds | 000000000 | Apr 2024 | 1,352,100,000 | $8.2M | 2.77% | DBT |
| 10 | Japan Government Twenty Year Bonds | 000000000 | Apr 2024 | 1,308,000,000 | $7.7M | 2.58% | DBT |
| 11 | Japan Government Two Year Bonds | 000000000 | Apr 2024 | 833,750,000 | $5.3M | 1.78% | DBT |
| 12 | United States Treasury | 91282CJH5 | Apr 2024 | 4,862,208 | $4.9M | 1.64% | DBT |
| 13 | United States Treasury | 91282CJZ5 | Apr 2024 | 4,782,000 | $4.5M | 1.52% | DBT |
| 14 | Intercontinental Exchange, Inc. | 000000000 | Apr 2024 | 200,000,000 | $4.5M | 1.52% | DCR |
| 15 | Japan Government Forty Year Bonds | 000000000 | Apr 2024 | 800,000,000 | $3.7M | 1.24% | DBT |
| 16 | Japan Government Thirty Year Bonds | 000000000 | Apr 2024 | 560,150,000 | $3.2M | 1.06% | DBT |
| 17 | United States Treasury | 91282CGK1 | Apr 2024 | 3,333,056 | $3.0M | 1.02% | DBT |
| 18 | United States Treasury | 912810TZ1 | Apr 2024 | 3,000,000 | $2.8M | 0.96% | DBT |
| 19 | Canada Government Bonds | 135087Q72 | Apr 2024 | 4,000,000 | $2.8M | 0.93% | DBT |
| 20 | Government National Mortgage Association | 3622ABB76 | Apr 2024 | 3,233,146 | $2.7M | 0.92% | ABS-MBS |
| 21 | French Republic Government Bonds OAT | 000000000 | Apr 2024 | 2,800,000 | $2.7M | 0.91% | DBT |
| 22 | Italy Buoni Poliennali Del Tesoro | 000000000 | Apr 2024 | 2,400,000 | $2.6M | 0.87% | DBT |
| 23 | BRITISH COLUMBIA PROV OF | 11070TAF5 | Apr 2024 | 3,600,000 | $2.6M | 0.86% | DBT |
| 24 | SAUDI INTERNATIONAL BOND | 000000000 | Apr 2024 | 2,500,000 | $2.4M | 0.81% | DBT |
| 25 | United States Treasury | 912810TX6 | Apr 2024 | 2,500,000 | $2.3M | 0.77% | DBT |
| 26 | UMBS, TBA | 01F052664 | Apr 2024 | 2,300,000 | $2.2M | 0.75% | ABS-MBS |
| 27 | ICG US CLO Ltd | 449259AJ9 | Apr 2024 | 2,100,000 | $2.1M | 0.71% | ABS-CBDO |
| 28 | HalseyPoint CLO Ltd. | 40638LAA7 | Apr 2024 | 1,600,000 | $1.6M | 0.54% | ABS-CBDO |
| 29 | STATE OF ISRAEL | 46514BRL3 | Apr 2024 | 1,700,000 | $1.6M | 0.54% | DBT |
| 30 | Ford Credit Auto Lease Trust | 345290AB6 | Apr 2024 | 1,600,000 | $1.6M | 0.54% | ABS-O |
| 31 | French Republic Government Bonds OAT | 000000000 | Apr 2024 | 1,300,000 | $1.6M | 0.54% | DBT |
| 32 | PROVINCE OF QUEBEC | 000000000 | Apr 2024 | 1,360,000 | $1.6M | 0.54% | DBT |
| 33 | Nissan Auto Lease Trust | 65481CAB0 | Apr 2024 | 1,575,000 | $1.6M | 0.53% | ABS-O |
| 34 | Onslow Bay Financial LLC | 67118HAA8 | Apr 2024 | 1,556,932 | $1.5M | 0.52% | ABS-MBS |
| 35 | ROMANIA | 000000000 | Apr 2024 | 1,400,000 | $1.5M | 0.49% | DBT |
| 36 | REPUBLIC OF POLAND | 731011AY8 | Apr 2024 | 1,500,000 | $1.4M | 0.48% | DBT |
| 37 | Spain Government Bonds | 000000000 | Apr 2024 | 1,400,000 | $1.4M | 0.48% | DBT |
| 38 | Intercontinental Exchange, Inc. | 000000000 | Apr 2024 | 58,700,000 | $1.3M | 0.45% | DCR |
| 39 | BPCE SA | 000000000 | Apr 2024 | 1,300,000 | $1.3M | 0.43% | DBT |
| 40 | Honda Auto Receivables Owner Trust | 438123AC5 | Apr 2024 | 1,250,000 | $1.3M | 0.42% | ABS-O |
| 41 | HalseyPoint CLO 3, Ltd. | 40638UAA7 | Apr 2024 | 1,225,000 | $1.2M | 0.41% | ABS-CBDO |
| 42 | Hyundai Auto Lease Securitization Trust | 448988AB1 | Apr 2024 | 1,175,000 | $1.2M | 0.39% | ABS-O |
| 43 | BMO Mortgage Trust | 05593FAD0 | Apr 2024 | 1,100,000 | $1.1M | 0.38% | ABS-MBS |
| 44 | Barclays Dryrock Issuance Trust | 06742LBB8 | Apr 2024 | 1,100,000 | $1.1M | 0.37% | ABS-O |
| 45 | Diameter Capital CLO | 25255DAA8 | Apr 2024 | 1,100,000 | $1.1M | 0.37% | ABS-CBDO |
| 46 | Elmwood CLO IV Ltd | 29002GAB7 | Apr 2024 | 1,100,000 | $1.1M | 0.37% | ABS-CBDO |
| 47 | CREDIT AGRICOLE SA | 22535EAH0 | Apr 2024 | 1,100,000 | $1.1M | 0.37% | DBT |
| 48 | GACI FIRST INVESTMENT | 000000000 | Apr 2024 | 1,100,000 | $1.1M | 0.36% | DBT |
| 49 | GACI FIRST INVESTMENT | 000000000 | Apr 2024 | 1,100,000 | $1.1M | 0.35% | DBT |
| 50 | Ford Credit Auto Owner Trust | 344940AB7 | Apr 2024 | 1,025,000 | $1.0M | 0.34% | ABS-O |
| 51 | UBS GROUP AG | 000000000 | Apr 2024 | 1,000,000 | $983K | 0.33% | DBT |
| 52 | BANK OF AMERICA CORP | 06051GGZ6 | Apr 2024 | 1,000,000 | $982K | 0.33% | DBT |
| 53 | BX Trust | 05611VAA9 | Apr 2024 | 975,000 | $975K | 0.33% | ABS-MBS |
| 54 | UMBS, TBA | 01F032666 | Apr 2024 | 1,100,000 | $949K | 0.32% | ABS-MBS |
| 55 | Arbor Realty Collateralized Loan Obligation Ltd | 03880XAA4 | Apr 2024 | 950,000 | $944K | 0.32% | ABS-CBDO |
| 56 | JP Morgan Mortgage Trust | 46657PAA1 | Apr 2024 | 962,310 | $943K | 0.32% | ABS-MBS |
| 57 | Onslow Bay Financial LLC | 67448LAA0 | Apr 2024 | 942,364 | $934K | 0.31% | ABS-MBS |
| 58 | BX Trust | 05612AAA4 | Apr 2024 | 925,000 | $926K | 0.31% | ABS-MBS |
| 59 | BRAVO Residential Funding Trust | 10570FAA3 | Apr 2024 | 924,164 | $919K | 0.31% | ABS-MBS |
| 60 | Bank | 06541DBH6 | Apr 2024 | 900,000 | $906K | 0.30% | ABS-MBS |
| 61 | Capital One Multi-Asset Execution Trust | 14041NGA3 | Apr 2024 | 925,000 | $906K | 0.30% | ABS-O |
| 62 | American Express Credit Account Master Trust | 02582JJT8 | Apr 2024 | 925,000 | $905K | 0.30% | ABS-O |
| 63 | Barclays Dryrock Issuance Trust | 06742LAX1 | Apr 2024 | 900,000 | $888K | 0.30% | ABS-O |
| 64 | WELLS FARGO & COMPANY | 95000U3J0 | Apr 2024 | 900,000 | $882K | 0.30% | DBT |
| 65 | Spain Government Bonds | 000000000 | Apr 2024 | 900,000 | $862K | 0.29% | DBT |
| 66 | DEUTSCHE BANK NY | 251526CU1 | Apr 2024 | 800,000 | $822K | 0.28% | DBT |
| 67 | DEUTSCHE BANK NY | 25160PAN7 | Apr 2024 | 800,000 | $817K | 0.27% | DBT |
| 68 | BMO Mortgage Trust | 055988AE9 | Apr 2024 | 800,000 | $815K | 0.27% | ABS-MBS |
| 69 | STANDARD CHARTERED PLC | 000000000 | Apr 2024 | 800,000 | $809K | 0.27% | DBT |
| 70 | BMO Mortgage Trust | 055988AD1 | Apr 2024 | 800,000 | $802K | 0.27% | ABS-MBS |
| 71 | LCH Limited | 000000000 | Apr 2024 | 66,000,000 | $800K | 0.27% | DIR |
| 72 | REGION WALLONNE | 000000000 | Apr 2024 | 800,000 | $781K | 0.26% | DBT |
| 73 | BANCA MONTE DEI PASCHI S | 000000000 | Apr 2024 | 700,000 | $780K | 0.26% | DBT |
| 74 | CITIGROUP INC | 172967MQ1 | Apr 2024 | 800,000 | $780K | 0.26% | DBT |
| 75 | REPUBLIC OF POLAND | 731011AX0 | Apr 2024 | 800,000 | $777K | 0.26% | DBT |
| 76 | Bank | 06539LBB5 | Apr 2024 | 800,000 | $754K | 0.25% | ABS-MBS |
| 77 | FORD MOTOR CREDIT CO LLC | 000000000 | Apr 2024 | 700,000 | $750K | 0.25% | DBT |
| 78 | LCH Limited | 000000000 | Apr 2024 | 8,600,000 | $749K | 0.25% | DIR |
| 79 | Wellfleet CLO Ltd | 94949WAM8 | Apr 2024 | 746,712 | $747K | 0.25% | ABS-CBDO |
| 80 | Citigroup Inc | 172967ME8 | Apr 2024 | 800,000 | $741K | 0.25% | DBT |
| 81 | GM Financial Securitized Term Auto Receivables Tr | 379930AB6 | Apr 2024 | 726,124 | $727K | 0.24% | ABS-O |
| 82 | FMS WERTMANAGEMENT | 000000000 | Apr 2024 | 600,000 | $727K | 0.24% | DBT |
| 83 | SLM Student Loan Trust | 78442GFK7 | Apr 2024 | 748,770 | $722K | 0.24% | ABS-O |
| 84 | JPMORGAN CHASE & CO | 46647PDX1 | Apr 2024 | 700,000 | $714K | 0.24% | DBT |
| 85 | Ford Credit Auto Owner Trust/Ford Credit | 34533BAA8 | Apr 2024 | 725,000 | $709K | 0.24% | ABS-O |
| 86 | Bain Capital Credit CLO, Limited | 05682CAA5 | Apr 2024 | 700,000 | $706K | 0.24% | ABS-CBDO |
| 87 | NATWEST GROUP PLC | 639057AM0 | Apr 2024 | 700,000 | $704K | 0.24% | DBT |
| 88 | JPMORGAN CHASE & CO | 46647PEC6 | Apr 2024 | 725,000 | $703K | 0.24% | DBT |
| 89 | Santander Drive Auto Receivables Trust | 80287DAB3 | Apr 2024 | 700,271 | $701K | 0.24% | ABS-O |
| 90 | General Motors | 361886CR3 | Apr 2024 | 700,000 | $697K | 0.23% | ABS-O |
| 91 | BARCLAYS PLC | 06738ECR4 | Apr 2024 | 700,000 | $691K | 0.23% | DBT |
| 92 | MORGAN STANLEY BANK NA | 61690U8A1 | Apr 2024 | 700,000 | $690K | 0.23% | DBT |
| 93 | HSBC HOLDINGS PLC | 404280EE5 | Apr 2024 | 700,000 | $685K | 0.23% | DBT |
| 94 | LLOYDS BANKING GROUP PLC | 53944YAX1 | Apr 2024 | 700,000 | $683K | 0.23% | DBT |
| 95 | MORGAN STANLEY | 61747YFG5 | Apr 2024 | 700,000 | $679K | 0.23% | DBT |
| 96 | BX Trust | 123918AA2 | Apr 2024 | 675,000 | $677K | 0.23% | ABS-MBS |
| 97 | Morgan Stanley Capital I Trust | 61691YAJ0 | Apr 2024 | 812,000 | $672K | 0.23% | ABS-MBS |
| 98 | TYSN 2023-CRNR Mortgage Trust | 87332PAA8 | Apr 2024 | 650,000 | $666K | 0.22% | ABS-MBS |
| 99 | Freddie Mac - STACR | 35566ABD0 | Apr 2024 | 578,000 | $658K | 0.22% | ABS-MBS |
| 100 | Santander Drive Auto Receivables Trust | 80288AAB8 | Apr 2024 | 651,864 | $652K | 0.22% | ABS-O |
| 101 | STANDARD CHARTERED PLC | 853254BZ2 | Apr 2024 | 700,000 | $648K | 0.22% | DBT |
| 102 | Fannie Mae - CAS | 20755CAF5 | Apr 2024 | 620,000 | $643K | 0.22% | ABS-MBS |
| 103 | NATIONWIDE BLDG SOCIETY | 63861VAE7 | Apr 2024 | 700,000 | $637K | 0.21% | DBT |
| 104 | Bayer US Finance II LLC | 07274NAJ2 | Apr 2024 | 650,000 | $632K | 0.21% | DBT |
| 105 | Fannie Mae - CAS | 20754GAE0 | Apr 2024 | 625,000 | $626K | 0.21% | ABS-MBS |
| 106 | SUMITOMO MITSUI FINL GRP | 86562MCN8 | Apr 2024 | 700,000 | $613K | 0.21% | DBT |
| 107 | Barclays Commercial Mortgage Securities LLC | 07336DAX9 | Apr 2024 | 600,000 | $607K | 0.20% | ABS-MBS |
| 108 | HSBC HOLDINGS PLC | 404280DU0 | Apr 2024 | 600,000 | $607K | 0.20% | DBT |
| 109 | BENCHMARK Mortgage Trust | 081925AD1 | Apr 2024 | 600,000 | $602K | 0.20% | ABS-MBS |
| 110 | CREDIT AGRICOLE SA | 22535WAH0 | Apr 2024 | 650,000 | $601K | 0.20% | DBT |
| 111 | INVESCO CLO LTD | 46149MAA4 | Apr 2024 | 600,000 | $601K | 0.20% | ABS-CBDO |
| 112 | Citibank Credit Card Issuance Trust | 17305EGW9 | Apr 2024 | 600,000 | $597K | 0.20% | ABS-O |
| 113 | CHARTER COMM OPT LLC/CAP | 161175CP7 | Apr 2024 | 600,000 | $592K | 0.20% | DBT |
| 114 | Starwood Mortgage Residential Trust | 85573TAA2 | Apr 2024 | 696,305 | $589K | 0.20% | ABS-MBS |
| 115 | UBS GROUP AG | 000000000 | Apr 2024 | 600,000 | $582K | 0.20% | DBT |
| 116 | One Bryant Park Trust | 68236JAA9 | Apr 2024 | 700,000 | $581K | 0.20% | ABS-MBS |
| 117 | Morgan Stanley Capital I Trust | 61774LBF5 | Apr 2024 | 650,000 | $566K | 0.19% | ABS-MBS |
| 118 | HUNGARY | 000000000 | Apr 2024 | 600,000 | $560K | 0.19% | DBT |
| 119 | Freddie Mac - STACR | 35564ACB5 | Apr 2024 | 500,000 | $557K | 0.19% | ABS-MBS |
| 120 | BLP Commercial Mortgage Trust | 05625AAA9 | Apr 2024 | 550,000 | $549K | 0.18% | ABS-MBS |
| 121 | ING GROEP NV | 000000000 | Apr 2024 | 500,000 | $535K | 0.18% | DBT |
| 122 | VICI PROPERTIES / NOTE | 92564RAB1 | Apr 2024 | 575,000 | $533K | 0.18% | DBT |
| 123 | BPCE SA | 000000000 | Apr 2024 | 500,000 | $531K | 0.18% | DBT |
| 124 | Bank of America Auto Trust | 06054YAB3 | Apr 2024 | 525,000 | $525K | 0.18% | ABS-O |
| 125 | Bank5 | 06211EAF8 | Apr 2024 | 500,000 | $517K | 0.17% | ABS-MBS |
| 126 | MSWF Commercial Mortgage Trust | 55361AAU8 | Apr 2024 | 500,000 | $516K | 0.17% | ABS-MBS |
| 127 | Freddie Mac - STACR | 35565XBD1 | Apr 2024 | 448,799 | $513K | 0.17% | ABS-MBS |
| 128 | Citigroup Commercial Mortgage Trust | 17331LAA5 | Apr 2024 | 500,000 | $507K | 0.17% | ABS-MBS |
| 129 | New Mountain CLO 1 Ltd | 64755RAN3 | Apr 2024 | 500,000 | $502K | 0.17% | ABS-CBDO |
| 130 | DANSKE BANK A/S | 23636BBH1 | Apr 2024 | 500,000 | $494K | 0.17% | DBT |
| 131 | COOPERATIEVE RABOBANK UA | 74977RDT8 | Apr 2024 | 500,000 | $492K | 0.17% | DBT |
| 132 | MSWF Commercial Mortgage Trust | 55361AAR5 | Apr 2024 | 475,000 | $491K | 0.16% | ABS-MBS |
| 133 | JP Morgan Mortgage Trust | 46654VAA1 | Apr 2024 | 609,240 | $485K | 0.16% | ABS-MBS |
| 134 | LAND NORDRHEIN-WESTFALEN | 000000000 | Apr 2024 | 400,000 | $483K | 0.16% | DBT |
| 135 | PHILIP MORRIS INTL INC | 718172DJ5 | Apr 2024 | 500,000 | $482K | 0.16% | DBT |
| 136 | PROSUS NV | 000000000 | Apr 2024 | 560,000 | $482K | 0.16% | DBT |
| 137 | BX Trust | 05612GAA1 | Apr 2024 | 483,299 | $482K | 0.16% | ABS-MBS |
| 138 | CIFC Funding Ltd | 12598SAA9 | Apr 2024 | 450,000 | $456K | 0.15% | ABS-CBDO |
| 139 | ABN AMRO BANK NV | 00084DAU4 | Apr 2024 | 500,000 | $455K | 0.15% | DBT |
| 140 | Tikehau US CLO Ltd | 88676NAW7 | Apr 2024 | 450,000 | $454K | 0.15% | ABS-CBDO |
| 141 | LCH Limited | 000000000 | Apr 2024 | 29,000,000 | $447K | 0.15% | DIR |
| 142 | U.K. Gilts | 000000000 | Apr 2024 | 700,000 | $427K | 0.14% | DBT |
| 143 | CaixaBank SA | 000000000 | Apr 2024 | 400,000 | $426K | 0.14% | DBT |
| 144 | Wells Fargo Commercial Mortgage Trust | 95003MBS6 | Apr 2024 | 475,000 | $424K | 0.14% | ABS-MBS |
| 145 | GS Mortgage Securities Trust | 36254CAV2 | Apr 2024 | 450,000 | $416K | 0.14% | ABS-MBS |
| 146 | MERCEDES-BENZ AUTO RECEIVABLES TRUST | 58769FAB1 | Apr 2024 | 400,000 | $401K | 0.13% | ABS-O |
| 147 | Sweden Government Bonds | 000000000 | Apr 2024 | 4,610,000 | $400K | 0.13% | DBT |
| 148 | BANCO BILBAO VIZCAYA ARG | 05946KAQ4 | Apr 2024 | 400,000 | $396K | 0.13% | DBT |
| 149 | Fannie Mae - CAS | 20754RAF3 | Apr 2024 | 381,000 | $391K | 0.13% | ABS-MBS |
| 150 | One New York Plaza Trust 2020-1NYP | 68249DAA7 | Apr 2024 | 400,000 | $387K | 0.13% | ABS-MBS |
| 151 | Barclays Commercial Mortgage Securities LLC | 05553WAH2 | Apr 2024 | 375,000 | $386K | 0.13% | ABS-MBS |
| 152 | Freddie Mac - STACR | 35565RBD4 | Apr 2024 | 332,626 | $370K | 0.12% | ABS-MBS |
| 153 | Barclays Commercial Mortgage Securities LLC | 07336VAU5 | Apr 2024 | 375,000 | $368K | 0.12% | ABS-MBS |
| 154 | LOGICOR FINANCING SARL | 000000000 | Apr 2024 | 350,000 | $366K | 0.12% | DBT |
| 155 | DELL INT LLC / EMC CORP | 24703TAD8 | Apr 2024 | 339,000 | $341K | 0.11% | DBT |
| 156 | LCH Limited | 000000000 | Apr 2024 | 21,000,000 | $338K | 0.11% | DIR |
| 157 | CAIXABANK SA | 000000000 | Apr 2024 | 300,000 | $320K | 0.11% | DBT |
| 158 | UBS GROUP AG | 000000000 | Apr 2024 | 300,000 | $320K | 0.11% | DBT |
| 159 | T-MOBILE USA INC | 87264ABD6 | Apr 2024 | 328,000 | $313K | 0.10% | DBT |
| 160 | BMO Mortgage Trust | 05593FAJ7 | Apr 2024 | 300,000 | $308K | 0.10% | ABS-MBS |
| 161 | Bank5 | 06211FAV0 | Apr 2024 | 300,000 | $308K | 0.10% | ABS-MBS |
| 162 | Barclays Commercial Mortgage Securities LLC | 05550MAZ7 | Apr 2024 | 376,000 | $306K | 0.10% | ABS-MBS |
| 163 | NEXI SPA | 000000000 | Apr 2024 | 300,000 | $304K | 0.10% | DBT |
| 164 | CAIXABANK SA | 000000000 | Apr 2024 | 300,000 | $303K | 0.10% | DBT |
| 165 | Fannie Mae - CAS | 20753UAF7 | Apr 2024 | 300,000 | $302K | 0.10% | ABS-MBS |
| 166 | Logicor Financing Sarl | 000000000 | Apr 2024 | 300,000 | $302K | 0.10% | DBT |
| 167 | BRITISH COLUMBIA PROV OF | 110709FY3 | Apr 2024 | 400,000 | $300K | 0.10% | DBT |
| 168 | BMO Mortgage Trust | 09660QAY0 | Apr 2024 | 300,000 | $299K | 0.10% | ABS-MBS |
| 169 | REPUBLIC OF SERBIA | 000000000 | Apr 2024 | 400,000 | $298K | 0.10% | DBT |
| 170 | CAIXABANK SA | 000000000 | Apr 2024 | 300,000 | $293K | 0.10% | DBT |
| 171 | PACIFICORP | 695114DD7 | Apr 2024 | 300,000 | $288K | 0.10% | DBT |
| 172 | JP Morgan Chase Commercial Mortgage Sec Trust | 46655AAA6 | Apr 2024 | 325,000 | $285K | 0.10% | ABS-MBS |
| 173 | INTL FLAVOR & FRAGRANCES | 459506AN1 | Apr 2024 | 300,000 | $281K | 0.09% | DBT |
| 174 | UBS GROUP AG | 000000000 | Apr 2024 | 275,000 | $275K | 0.09% | DBT |
| 175 | GLENCORE FUNDING LLC | 378272BD9 | Apr 2024 | 297,000 | $274K | 0.09% | DBT |
| 176 | JP Morgan Mortgage Trust | 465985AA7 | Apr 2024 | 272,092 | $274K | 0.09% | ABS-O |
| 177 | Barclays Commercial Mortgage Securities LLC | 05548WAE7 | Apr 2024 | 300,000 | $270K | 0.09% | ABS-MBS |
| 178 | Asian Development Bank | 000000000 | Apr 2024 | 40,000,000 | $270K | 0.09% | DBT |
| 179 | Fannie Mae - CAS | 20755CAB4 | Apr 2024 | 260,000 | $267K | 0.09% | ABS-MBS |
| 180 | Barclays Commercial Mortgage Securities LLC | 05548WAA5 | Apr 2024 | 275,000 | $261K | 0.09% | ABS-MBS |
| 181 | AVOLON HOLDINGS FNDG LTD | 05401AAF8 | Apr 2024 | 250,000 | $249K | 0.08% | DBT |
| 182 | UBS GROUP AG | 225401AU2 | Apr 2024 | 300,000 | $248K | 0.08% | DBT |
| 183 | T-MOBILE USA INC | 87264ABB0 | Apr 2024 | 250,000 | $245K | 0.08% | DBT |
| 184 | CREDIT SUISSE NEW YORK | 22550L2C4 | Apr 2024 | 250,000 | $244K | 0.08% | DBT |
| 185 | Fannie Mae - CAS | 20753AAA2 | Apr 2024 | 223,524 | $239K | 0.08% | ABS-MBS |
| 186 | Freddie Mac - STACR | 35564K2G3 | Apr 2024 | 224,000 | $237K | 0.08% | ABS-MBS |
| 187 | UBS GROUP AG | 902613AG3 | Apr 2024 | 261,000 | $237K | 0.08% | DBT |
| 188 | Freddie Mac - STACR | 35564MAH8 | Apr 2024 | 226,046 | $227K | 0.08% | ABS-MBS |
| 189 | Nissan Auto Receivables Owner Trust | 65480MAD5 | Apr 2024 | 225,000 | $227K | 0.08% | ABS-O |
| 190 | Citigroup Commercial Mortgage Trust | 17328CAD4 | Apr 2024 | 255,000 | $224K | 0.08% | ABS-MBS |
| 191 | Home Equity Loan Trust | 43710XAD0 | Apr 2024 | 227,714 | $217K | 0.07% | ABS-O |
| 192 | ING GROEP NV | 456837BB8 | Apr 2024 | 225,000 | $215K | 0.07% | DBT |
| 193 | Fannie Mae - CAS | 20753UAB6 | Apr 2024 | 200,000 | $201K | 0.07% | ABS-MBS |
| 194 | BX Trust | 05612FAA3 | Apr 2024 | 200,000 | $200K | 0.07% | ABS-MBS |
| 195 | Freddie Mac - STACR | 35564KTB5 | Apr 2024 | 190,000 | $199K | 0.07% | ABS-MBS |
| 196 | BANCO BILBAO VIZCAYA ARG | 05946KAG6 | Apr 2024 | 200,000 | $197K | 0.07% | DBT |
| 197 | Barclays Commercial Mortgage Securities LLC | 05548WAC1 | Apr 2024 | 200,000 | $184K | 0.06% | ABS-MBS |
| 198 | AFRICAN EXPORT-IMPORT BA | 00831TAC5 | Apr 2024 | 200,000 | $168K | 0.06% | DBT |
| 199 | Countrywide Alternative Loan Trust | 12668A5X9 | Apr 2024 | 207,775 | $167K | 0.06% | ABS-MBS |
| 200 | BMO Mortgage Trust | 05602QAY9 | Apr 2024 | 150,000 | $146K | 0.05% | ABS-MBS |
| 201 | T-Mobile USA Inc | 87264AAV7 | Apr 2024 | 150,000 | $146K | 0.05% | DBT |
| 202 | Fannie Mae | 3136ABDT7 | Apr 2024 | 134,799 | $142K | 0.05% | ABS-MBS |
| 203 | DEUTSCHE BANK NY | 251526CE7 | Apr 2024 | 150,000 | $141K | 0.05% | DBT |
| 204 | Lehman XS Trust | 52524GAC6 | Apr 2024 | 160,624 | $139K | 0.05% | ABS-MBS |
| 205 | Washington Mutual Mortgage Pass-Through CTFS | 93935AAD4 | Apr 2024 | 180,660 | $138K | 0.05% | ABS-MBS |
| 206 | VMWARE LLC | 928563AF2 | Apr 2024 | 145,000 | $138K | 0.05% | DBT |
| 207 | Angel Oak Mortgage Trust | 03465JAA8 | Apr 2024 | 164,007 | $131K | 0.04% | ABS-MBS |
| 208 | TOTALENERGIES SE | 000000000 | Apr 2024 | 125,000 | $131K | 0.04% | DBT |
| 209 | Fannie Mae - CAS | 207942AB9 | Apr 2024 | 120,000 | $126K | 0.04% | ABS-MBS |
| 210 | Fannie Mae - CAS | 20754EAB1 | Apr 2024 | 120,000 | $124K | 0.04% | ABS-MBS |
| 211 | LCH Limited | 000000000 | Apr 2024 | 560,000,000 | $121K | 0.04% | DIR |
| 212 | Wells Fargo Commercial Mortgage Trust | 95001FAC9 | Apr 2024 | 150,000 | $120K | 0.04% | ABS-MBS |
| 213 | GLENCORE FINANCE EUROPE | 000000000 | Apr 2024 | 100,000 | $119K | 0.04% | DBT |
| 214 | DEUTSCHE BANK AG | 000000000 | Apr 2024 | 100,000 | $110K | 0.04% | DBT |
| 215 | ICE Futures Europe - Financial Products Division | 000000000 | Apr 2024 | -160 | $105K | 0.04% | DIR |
| 216 | CAIXABANK SA | 000000000 | Apr 2024 | 100,000 | $97K | 0.03% | DBT |
| 217 | Sunnova Hestia I Issuer, LLC | 86746BAA1 | Apr 2024 | 97,127 | $96K | 0.03% | ABS-O |
| 218 | Onslow Bay Financial LLC | 67448LAB8 | Apr 2024 | 96,653 | $96K | 0.03% | ABS-MBS |
| 219 | DEUTSCHE BANK AG | 000000000 | Apr 2024 | 100,000 | $93K | 0.03% | DBT |
| 220 | Mill City Mortgage Trust | 59980AAQ0 | Apr 2024 | 90,502 | $86K | 0.03% | ABS-MBS |
| 221 | Chicago Board of Trade | 000000000 | Apr 2024 | -152 | $81K | 0.03% | DIR |
| 222 | Chicago Board of Trade | 000000000 | Apr 2024 | -275 | $79K | 0.03% | DIR |
| 223 | Eurex Deutschland | 000000000 | Apr 2024 | -140 | $76K | 0.03% | DIR |
| 224 | AVIATION CAPITAL GROUP | 05369AAK7 | Apr 2024 | 75,000 | $70K | 0.02% | DBT |
| 225 | Wells Fargo Alternative Loan Trust | 94985KAA5 | Apr 2024 | 79,300 | $70K | 0.02% | ABS-MBS |
| 226 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | -300 | $68K | 0.02% | DIR |
| 227 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | -348 | $65K | 0.02% | DIR |
| 228 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $49K | 0.02% | DFE |
| 229 | MORGAN STANLEY | 61747YFL4 | Apr 2024 | 50,000 | $49K | 0.02% | DBT |
| 230 | PETROLEOS DE VENEZUELA S | 000000000 | Apr 2024 | 390,000 | $47K | 0.02% | DBT |
| 231 | REPUBLIC OF VENEZUELA | 000000000 | Apr 2024 | 230,000 | $44K | 0.01% | DBT |
| 232 | Eurex Deutschland | 000000000 | Apr 2024 | -110 | $43K | 0.01% | DIR |
| 233 | Citigroup Mortgage Loan Trust Inc | 17307GP77 | Apr 2024 | 42,480 | $41K | 0.01% | ABS-MBS |
| 234 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $40K | 0.01% | DFE |
| 235 | Fannie Mae | 3136A9EA2 | Apr 2024 | 36,703 | $38K | 0.01% | ABS-MBS |
| 236 | Chicago Board of Trade | 000000000 | Apr 2024 | -84 | $34K | 0.01% | DIR |
| 237 | Fannie Mae - CAS | 20754CAB5 | Apr 2024 | 27,493 | $28K | 0.01% | ABS-MBS |
| 238 | BNP Paribas Securities Corp. | 000000000 | Apr 2024 | 1,700,000 | $27K | 0.01% | DIR |
| 239 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $26K | 0.01% | DFE |
| 240 | LCH Limited | 000000000 | Apr 2024 | 15,600,000 | $23K | 0.01% | DIR |
| 241 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $18K | 0.01% | DFE |
| 242 | Wells Fargo Mortgage Backed Securities Trust | 949831AA9 | Apr 2024 | 20,148 | $17K | 0.01% | ABS-MBS |
| 243 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $16K | 0.01% | DFE |
| 244 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $16K | 0.01% | DFE |
| 245 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $11K | 0.00% | DFE |
| 246 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $11K | 0.00% | DFE |
| 247 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $11K | 0.00% | DFE |
| 248 | Sequoia Mortgage Trust | 81744FEW3 | Apr 2024 | 11,187 | $10K | 0.00% | ABS-MBS |
| 249 | Eurex Deutschland | 000000000 | Apr 2024 | -53 | $8K | 0.00% | DIR |
| 250 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $7K | 0.00% | DFE |
| 251 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $7K | 0.00% | DFE |
| 252 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $7K | 0.00% | DFE |
| 253 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $6K | 0.00% | DFE |
| 254 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $6K | 0.00% | DFE |
| 255 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $6K | 0.00% | DFE |
| 256 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $6K | 0.00% | DFE |
| 257 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $6K | 0.00% | DFE |
| 258 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $6K | 0.00% | DFE |
| 259 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $5K | 0.00% | DFE |
| 260 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $5K | 0.00% | DFE |
| 261 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $5K | 0.00% | DFE |
| 262 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $5K | 0.00% | DFE |
| 263 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $5K | 0.00% | DFE |
| 264 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $5K | 0.00% | DFE |
| 265 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $5K | 0.00% | DFE |
| 266 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $5K | 0.00% | DFE |
| 267 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $4K | 0.00% | DFE |
| 268 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $4K | 0.00% | DFE |
| 269 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $4K | 0.00% | DFE |
| 270 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $4K | 0.00% | DFE |
| 271 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $4K | 0.00% | DFE |
| 272 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $4K | 0.00% | DFE |
| 273 | ASX Clear (Futures) | 000000000 | Apr 2024 | 31 | $3K | 0.00% | DIR |
| 274 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $3K | 0.00% | DFE |
| 275 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $3K | 0.00% | DFE |
| 276 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $3K | 0.00% | DFE |
| 277 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $3K | 0.00% | DFE |
| 278 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $3K | 0.00% | DFE |
| 279 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $2K | 0.00% | DFE |
| 280 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $2K | 0.00% | DFE |
| 281 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $2K | 0.00% | DFE |
| 282 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $2K | 0.00% | DFE |
| 283 | BNP Paribas Securities Corp. | 000000000 | Apr 2024 | 2,500,000 | $1K | 0.00% | DIR |
| 284 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | -25 | $938 | 0.00% | DIR |
| 285 | Eurex Deutschland | 000000000 | Apr 2024 | -1 | $555 | 0.00% | DIR |
| 286 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $338 | 0.00% | DFE |
| 287 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $111 | 0.00% | DFE |
| 288 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-111 | -0.00% | DFE |
| 289 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-338 | -0.00% | DFE |
| 290 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-1589 | -0.00% | DFE |
| 291 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-1642 | -0.00% | DFE |
| 292 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 307 | $-1919 | -0.00% | DIR |
| 293 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-2121 | -0.00% | DFE |
| 294 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-2331 | -0.00% | DFE |
| 295 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-2514 | -0.00% | DFE |
| 296 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-2796 | -0.00% | DFE |
| 297 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-3087 | -0.00% | DFE |
| 298 | Eurex Deutschland | 000000000 | Apr 2024 | 4 | $-3330 | -0.00% | DIR |
| 299 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-3334 | -0.00% | DFE |
| 300 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-3432 | -0.00% | DFE |
| 301 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-3947 | -0.00% | DFE |
| 302 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-4020 | -0.00% | DFE |
| 303 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-4182 | -0.00% | DFE |
| 304 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-4348 | -0.00% | DFE |
| 305 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-4441 | -0.00% | DFE |
| 306 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-4478 | -0.00% | DFE |
| 307 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-4530 | -0.00% | DFE |
| 308 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-4533 | -0.00% | DFE |
| 309 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-4832 | -0.00% | DFE |
| 310 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-4877 | -0.00% | DFE |
| 311 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-5043 | -0.00% | DFE |
| 312 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-5112 | -0.00% | DFE |
| 313 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-5135 | -0.00% | DFE |
| 314 | LCH Limited | 000000000 | Apr 2024 | 100,000 | $-5152 | -0.00% | DIR |
| 315 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-5319 | -0.00% | DFE |
| 316 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-5679 | -0.00% | DFE |
| 317 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 42 | $-5775 | -0.00% | DIR |
| 318 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-5862 | -0.00% | DFE |
| 319 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-5886 | -0.00% | DFE |
| 320 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-5935 | -0.00% | DFE |
| 321 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-6327 | -0.00% | DFE |
| 322 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-6369 | -0.00% | DFE |
| 323 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-6591 | -0.00% | DFE |
| 324 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-7034 | -0.00% | DFE |
| 325 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-7199 | -0.00% | DFE |
| 326 | Chicago Board of Trade | 000000000 | Apr 2024 | 20 | $-9688 | -0.00% | DIR |
| 327 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-10509 | -0.00% | DFE |
| 328 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-10759 | -0.00% | DFE |
| 329 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-11160 | -0.00% | DFE |
| 330 | The Montreal Exchange / Bourse De Montreal | 000000000 | Apr 2024 | 27 | $-11375 | -0.00% | DIR |
| 331 | Intercontinental Exchange, Inc. | 000000000 | Apr 2024 | 3,100,000 | $-14827 | -0.00% | DCR |
| 332 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-16231 | -0.01% | DFE |
| 333 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-16326 | -0.01% | DFE |
| 334 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-17761 | -0.01% | DFE |
| 335 | Chicago Board of Trade | 000000000 | Apr 2024 | 26 | $-18688 | -0.01% | DIR |
| 336 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 95 | $-23750 | -0.01% | DIR |
| 337 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-26011 | -0.01% | DFE |
| 338 | LCH Limited | 000000000 | Apr 2024 | 6,000,000 | $-31837 | -0.01% | DIR |
| 339 | JPMorgan Chase Bank NA | 000000000 | Apr 2024 | 1 | $-39644 | -0.01% | DFE |
| 340 | ASX Clear (Futures) | 000000000 | Apr 2024 | -103 | $-40063 | -0.01% | DIR |
| 341 | BNP Paribas Securities Corp. | 000000000 | Apr 2024 | 115,000,000 | $-43124 | -0.01% | DIR |
| 342 | Chicago Mercantile Exchange | 000000000 | Apr 2024 | 229 | $-54388 | -0.02% | DIR |
| 343 | LCH Limited | 000000000 | Apr 2024 | 41,000,000 | $-71731 | -0.02% | DIR |
| 344 | LCH Limited | 000000000 | Apr 2024 | 2,600,000,000 | $-75716 | -0.03% | DIR |
| 345 | LCH Limited | 000000000 | Apr 2024 | 43,000,000 | $-81597 | -0.03% | DIR |
| 346 | BNP Paribas Securities Corp. | 000000000 | Apr 2024 | 11,300,000 | $-92761 | -0.03% | DIR |
| 347 | LCH Limited | 000000000 | Apr 2024 | 15,000,000 | $-99472 | -0.03% | DIR |
| 348 | LCH Limited | 000000000 | Apr 2024 | 30,300,000 | $-140209 | -0.05% | DIR |
| 349 | LCH Limited | 000000000 | Apr 2024 | 36,700,000 | $-231880 | -0.08% | DIR |
| 350 | Intercontinental Exchange, Inc. | 000000000 | Apr 2024 | 28,400,000 | $-250061 | -0.08% | DCR |
| 351 | LCH Limited | 000000000 | Apr 2024 | 40,400,000 | $-289394 | -0.10% | DIR |
| 352 | LCH Limited | 000000000 | Apr 2024 | 14,500,000 | $-365921 | -0.12% | DIR |
| 353 | LCH Limited | 000000000 | Apr 2024 | 88,000,000 | $-459378 | -0.15% | DIR |
| 354 | LCH Limited | 000000000 | Apr 2024 | 24,700,000 | $-521993 | -0.18% | DIR |
| 355 | LCH Limited | 000000000 | Apr 2024 | 20,700,000 | $-676708 | -0.23% | DIR |
| 356 | LCH Limited | 000000000 | Apr 2024 | 24,000,000 | $-724222 | -0.24% | DIR |
| 357 | LCH Limited | 000000000 | Apr 2024 | 35,400,000 | $-1520798 | -0.51% | DIR |
| 358 | UMBS, TBA | 01F020455 | Apr 2024 | -4,100,000 | $-3531449 | -1.19% | ABS-MBS |
| 359 | UMBS, TBA | 01F020661 | Apr 2024 | -29,100,000 | $-21985544 | -7.39% | ABS-MBS |