BNY Mellon Global Fixed Income Fund
BNY Mellon Investment Funds I
+324
New
-116
Exited
554
Positions
| # | Name | Ticker | Since | Shares | Shares Δ | Value | Val Δ% | % Port | Cat |
|---|---|---|---|---|---|---|---|---|---|
| 1 | EUREX 2 YEAR EURO SCHATZ FUTURE | DUZ4 | Sep 2024 | 1,943 | -48,720,884 | $231.8M | +375.8% | 8.30% | DIR |
| 2 | EUREX 5 YEAR EURO BOBL FUTURE | OEZ4 | Sep 2024 | 1,106 | New | $147.8M | — | 5.29% | DIR |
| 3 | US TREASURY N/B | T | — | 127,170,000 | New | $129.4M | — | 4.63% | DBT |
| 4 | UXYZ4 COMDTY | UXYZ4 | Sep 2024 | 998 | New | $118.1M | — | 4.23% | DIR |
| 5 | US TREASURY N/B | T | — | 115,000,000 | New | $116.8M | — | 4.18% | DBT |
| 6 | KOREA TREASURY BOND | KTB | Sep 2024 | 134,468,300,000 | +40,228,700,000 | $111.8M | +41.3% | 4.00% | DBT |
| 7 | FVZ4 COMDTY | FVZ4 | Sep 2024 | 982 | New | $107.9M | — | 3.86% | DIR |
| 8 | BONOS Y OBLIG DEL ESTADO | SPGB | — | 74,500,000 | New | $86.7M | — | 3.10% | DBT |
| 9 | CHINA GOVERNMENT BOND | CGB | Sep 2024 | 438,050,000 | — | $80.0M | +10.7% | 2.86% | DBT |
| 10 | DRF03 | N/A | Sep 2024 | 78,677,594 | New | $78.7M | — | 2.82% | — |
| 11 | ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF | LQD | Sep 2024 | 623,021 | +250,869 | $70.4M | +70.9% | 2.52% | EC |
| 12 | JAPAN (30 YEAR ISSUE) | JGB | — | 9,190,000,000 | New | $65.5M | — | 2.34% | DBT |
| 13 | BUONI POLIENNALI DEL TES | BTPS | Sep 2024 | 51,375,000 | +225,000 | $62.4M | +3.7% | 2.23% | DBT |
| 14 | US TREASURY N/B | T | — | 60,850,000 | New | $61.9M | — | 2.22% | DBT |
| 15 | US TREASURY N/B | T | Sep 2024 | 54,250,000 | -7,700,000 | $57.1M | -11.5% | 2.05% | DBT |
| 16 | US TREASURY N/B | T | — | 55,780,000 | New | $56.2M | — | 2.01% | DBT |
| 17 | FANNIE MAE | FN | Sep 2024 | 45,142,681 | -3,149,239 | $44.4M | -5.2% | 1.59% | ABS-MBS |
| 18 | TYZ4 COMDTY | TYZ4 | Sep 2024 | 374 | New | $42.7M | — | 1.53% | DIR |
| 19 | NEW ZEALAND GOVERNMENT | NZGB | Sep 2024 | 58,152,000 | -21,487,000 | $35.1M | -25.6% | 1.26% | DBT |
| 20 | NEW ZEALAND GOVERNMENT | NZGB | Sep 2024 | 60,205,000 | -5,900,000 | $33.0M | -6.0% | 1.18% | DBT |
| 21 | TUZ4 COMDTY | TUZ4 | Sep 2024 | 156 | New | $32.5M | — | 1.16% | DIR |
| 22 | FANNIE MAE | FN | Sep 2024 | 33,947,999 | -2,586,148 | $31.1M | -5.7% | 1.11% | ABS-MBS |
| 23 | FANNIE MAE | FN | Sep 2024 | 35,273,885 | -2,231,588 | $30.9M | -4.4% | 1.11% | ABS-MBS |
| 24 | EUREX 30 YEAR EURO BUXL FUTURE | UBZ4 | Sep 2024 | 195 | New | $29.6M | — | 1.06% | DIR |
| 25 | FRANCE (GOVT OF) | FRTR | — | 26,150,000 | New | $29.6M | — | 1.06% | DBT |
| 26 | UNITED KINGDOM GILT | UKT | — | 22,375,000 | New | $28.9M | — | 1.03% | DBT |
| 27 | TREASURY CORP VICTORIA | TCV | — | 41,354,000 | New | $27.8M | — | 1.00% | DBT |
| 28 | UNITED KINGDOM GILT | UKT | Sep 2024 | 21,500,000 | -8,000,000 | $27.4M | -25.6% | 0.98% | DBT |
| 29 | BONOS Y OBLIG DEL ESTADO | SPGB | Sep 2024 | 27,750,000 | — | $26.8M | +3.6% | 0.96% | DBT |
| 30 | JAPAN (20 YEAR ISSUE) | JGB | Sep 2024 | 3,756,900,000 | -602,000,000 | $25.3M | -19.0% | 0.90% | DBT |
| 31 | FREDDIE MAC | FR | — | 25,043,850 | New | $25.1M | — | 0.90% | ABS-MBS |
| 32 | UNITED KINGDOM GILT | UKT | Sep 2024 | 17,750,000 | +250,000 | $24.2M | +4.2% | 0.87% | DBT |
| 33 | US TREASURY N/B | T | — | 23,675,000 | New | $23.9M | — | 0.86% | DBT |
| 34 | NOTA DO TESOURO NACIONAL | BNTNF | — | 147,421,000 | New | $23.6M | — | 0.84% | DBT |
| 35 | US TREASURY N/B | T | — | 20,300,000 | New | $21.0M | — | 0.75% | DBT |
| 36 | FREDDIE MAC | FR | Sep 2024 | 22,200,961 | -1,124,550 | $20.7M | -3.3% | 0.74% | ABS-MBS |
| 37 | REPUBLIC OF PERU | PERU | — | 69,860,000 | New | $20.6M | — | 0.74% | DBT |
| 38 | 912VD57J6EESNJR6_1093400_L | JPY | Sep 2024 | 2,848,452,101 | New | $19.9M | — | 0.71% | DFE |
| 39 | MOTABILITY OPERATIONS GR | MOTOPG | — | 17,340,000 | New | $19.6M | — | 0.70% | DBT |
| 40 | VERIZON COMMUNICATIONS | VZ | — | 17,314,000 | New | $19.6M | — | 0.70% | DBT |
| 41 | H6211KQMKVLMG203_1093400_L | JPY | Sep 2024 | 2,776,895,000 | New | $19.4M | — | 0.69% | DFE |
| 42 | BONOS DE TESORERIA | PERUGB | Sep 2024 | 65,380,000 | +4,305,000 | $19.1M | +10.2% | 0.68% | DBT |
| 43 | ROMANIA GOVERNMENT BOND | ROMGB | — | 80,425,000 | New | $18.7M | — | 0.67% | DBT |
| 44 | FANNIE MAE | FN | — | 18,299,806 | New | $18.3M | — | 0.66% | ABS-MBS |
| 45 | FREDDIE MAC | FR | — | 20,686,498 | New | $18.2M | — | 0.65% | ABS-MBS |
| 46 | HCA INC | HCA | — | 17,030,000 | New | $17.7M | — | 0.64% | DBT |
| 47 | FANNIE MAE | FN | — | 20,034,381 | New | $17.5M | — | 0.63% | ABS-MBS |
| 48 | SWITZERLAND | SWISS | Sep 2024 | 14,445,000 | +3,670,000 | $17.3M | +36.6% | 0.62% | DBT |
| 49 | NASDAQ INC | NDAQ | — | 13,980,000 | New | $16.7M | — | 0.60% | DBT |
| 50 | AUSTRALIAN GOVERNMENT | ACGB | Sep 2024 | 22,400,000 | -4,325,000 | $16.1M | -15.1% | 0.58% | DBT |
| 51 | DUKE ENERGY CAROLINAS | DUK | — | 15,715,000 | New | $16.1M | — | 0.58% | DBT |
| 52 | F7O7N815K2GDENHN_1093400_L | NOK | Sep 2024 | 166,373,827 | New | $15.8M | — | 0.56% | DFE |
| 53 | FREDDIE MAC | FR | Sep 2024 | 17,274,488 | -1,150,246 | $15.2M | -4.9% | 0.54% | ABS-MBS |
| 54 | FANNIE MAE | FN | — | 14,908,299 | New | $15.1M | — | 0.54% | ABS-MBS |
| 55 | ROMANIA | ROMANI | — | 13,425,000 | New | $15.0M | — | 0.54% | DBT |
| 56 | NETHERLANDS GOVERNMENT | NETHER | — | 13,300,000 | New | $14.9M | — | 0.53% | DBT |
| 57 | FREDDIE MAC | FR | Sep 2024 | 14,444,390 | -1,014,394 | $14.9M | -5.6% | 0.53% | ABS-MBS |
| 58 | PHOFRMC05P99UATE_1093400_L | NOK | Sep 2024 | 156,227,000 | New | $14.8M | — | 0.53% | DFE |
| 59 | BONOS Y OBLIG DEL ESTADO | SPGB | — | 12,875,000 | New | $14.8M | — | 0.53% | DBT |
| 60 | AMPRION GMBH | AMPRIO | — | 12,500,000 | New | $14.6M | — | 0.52% | DBT |
| 61 | NEW ZEALAND GOVERNMENT | NZGB | — | 22,800,000 | New | $14.5M | — | 0.52% | DBT |
| 62 | FRANCE (GOVT OF) | FRTR | Sep 2024 | 11,685,000 | -7,125,000 | $14.2M | -40.1% | 0.51% | DBT |
| 63 | CANADIAN GOVERNMENT | CAN | Sep 2024 | 17,600,000 | — | $13.3M | -0.4% | 0.48% | DBT |
| 64 | 7TJRF2428KRE1ESC_1093400_L | SEK | Sep 2024 | 130,328,000 | New | $12.8M | — | 0.46% | DFE |
| 65 | NATIONAL GRID NA INC | NGGLN | Sep 2024 | 13,249,000 | +5,909,000 | $12.8M | +87.0% | 0.46% | DBT |
| 66 | CANADIAN GOVERNMENT | CAN | Sep 2024 | 22,100,000 | +2,375,000 | $12.0M | +7.7% | 0.43% | DBT |
| 67 | NORTHUMBRIAN WATER FIN | NWGLN | — | 8,640,000 | New | $12.0M | — | 0.43% | DBT |
| 68 | STATE OF ISRAEL | ISRAEL | — | 11,359,000 | New | $11.4M | — | 0.41% | DBT |
| 69 | UNITED UTILITIES WAT FIN | UU | — | 10,214,000 | New | $11.4M | — | 0.41% | DBT |
| 70 | CITIGROUP INC | C | — | 9,970,000 | New | $11.3M | — | 0.41% | DBT |
| 71 | MCDONALD'S CORP | MCD | — | 9,600,000 | New | $11.2M | — | 0.40% | DBT |
| 72 | REPUBLIC OF AUSTRIA | RAGB | — | 9,875,000 | New | $11.2M | — | 0.40% | DBT |
| 73 | NEW S WALES TREASURY CRP | NSWTC | — | 19,591,000 | New | $11.1M | — | 0.40% | DBT |
| 74 | ENI SPA | ENIIM | — | 10,729,000 | New | $11.1M | — | 0.40% | DBT |
| 75 | DREYFUS INSTITUTIONAL PREFERRE | 26200T208 | — | 10,902,134 | New | $10.9M | — | 0.39% | STIV |
| 76 | MALAYSIA GOVERNMENT | MGS | — | 41,200,000 | New | $10.7M | — | 0.38% | DBT |
| 77 | CVS HEALTH CORP | CVS | — | 10,198,000 | New | $10.6M | — | 0.38% | DBT |
| 78 | EUROPEAN UNION | EU | — | 10,042,694 | New | $10.5M | — | 0.38% | DBT |
| 79 | NT4LRFIGETR1SEUI_1093400_L | CAD | Sep 2024 | 13,904,000 | New | $10.3M | — | 0.37% | DFE |
| 80 | BANCO DE CREDITO SOCIAL | CAJAMA | Sep 2024 | 9,200,000 | +2,000,000 | $10.3M | +38.4% | 0.37% | DBT |
| 81 | STELLANTIS NV | STLA | Sep 2024 | 8,910,000 | +5,700,000 | $10.2M | +176.6% | 0.36% | DBT |
| 82 | AMPRION GMBH | AMPRIO | — | 8,900,000 | New | $10.2M | — | 0.36% | DBT |
| 83 | FREDDIE MAC | FR | — | 9,420,178 | New | $9.7M | — | 0.35% | ABS-MBS |
| 84 | PERNOD RICARD SA | RIFP | — | 8,500,000 | New | $9.6M | — | 0.34% | DBT |
| 85 | ELECTRICITE DE FRANCE SA | EDF | — | 8,810,000 | New | $9.4M | — | 0.34% | DBT |
| 86 | FRANCE (GOVT OF) | FRTR | — | 8,625,000 | New | $9.1M | — | 0.32% | DBT |
| 87 | NATIONAL GRID PLC | NGGLN | — | 10,180,000 | New | $9.0M | — | 0.32% | DBT |
| 88 | TRUIST FINANCIAL CORP | TFC | Sep 2024 | 8,175,000 | — | $8.7M | +4.2% | 0.31% | DBT |
| 89 | FORD AUTO SECURITIZATION TRUST | FASTR | Sep 2024 | 11,382,000 | — | $8.7M | -0.6% | 0.31% | ABS-MBS |
| 90 | UBS GROUP AG | UBS | Sep 2024 | 8,014,000 | -4,316,000 | $8.7M | -32.1% | 0.31% | DBT |
| 91 | DEUTSCHE BAHN FIN GMBH | DBHNGR | Sep 2024 | 8,067,000 | +5,577,000 | $8.6M | +232.3% | 0.31% | DBT |
| 92 | CHINA GOVERNMENT BOND | CGB | — | 52,830,000 | New | $8.6M | — | 0.31% | DBT |
| 93 | KOREA TREASURY BOND | KTB | Sep 2024 | 11,350,200,000 | — | $8.5M | +0.3% | 0.30% | DBT |
| 94 | V0S897NVHG2U7SAR_1093400_L | NOK | Sep 2024 | 87,387,000 | New | $8.3M | — | 0.30% | DFE |
| 95 | REPUBLIC OF POLAND | POLAND | — | 7,977,000 | New | $8.2M | — | 0.29% | DBT |
| 96 | CELLNEX TELECOM SA | CLNXSM | Sep 2024 | 8,000,000 | — | $8.1M | +5.0% | 0.29% | DBT |
| 97 | FLUVIUS SYSTEM OP | FLUVIU | — | 7,000,000 | New | $8.1M | — | 0.29% | DBT |
| 98 | FREDDIE MAC | FR | — | 7,909,717 | New | $8.1M | — | 0.29% | ABS-MBS |
| 99 | RAIFFEISEN BANK INTERNATIONAL AG | RBIAV | Sep 2024 | 7,600,000 | — | $8.0M | +6.4% | 0.29% | DBT |
| 100 | ATHORA NETHERLANDS | ATHORA | Sep 2024 | 7,156,000 | -2,385,000 | $8.0M | -20.6% | 0.29% | DBT |
| 101 | SBA TOWER TRUST | SBATOW | Sep 2024 | 8,030,000 | — | $8.0M | +2.8% | 0.29% | DBT |
| 102 | THAILAND GOVERNMENT BOND | THAIGB | Sep 2024 | 234,200,000 | +40,475,000 | $7.9M | +30.9% | 0.28% | DBT |
| 103 | INDONESIA GOVERNMENT | INDOGB | Sep 2024 | 109,930,000,000 | +16,500,000,000 | $7.8M | +20.0% | 0.28% | DBT |
| 104 | TIF FUNDING III LLC | TIF | — | 7,597,975 | New | $7.7M | — | 0.28% | ABS-MBS |
| 105 | LINDE PLC | LIN | — | 7,800,000 | New | $7.5M | — | 0.27% | DBT |
| 106 | JOHN DEERE CAPITAL CORP | DE | — | 7,310,000 | New | $7.4M | — | 0.27% | DBT |
| 107 | BELGIUM KINGDOM | BGB | — | 6,825,000 | New | $7.4M | — | 0.27% | DBT |
| 108 | ALIMENTATION COUCHE-TARD INC | ATDBCN | — | 6,518,000 | New | $7.3M | — | 0.26% | DBT |
| 109 | FREDDIE MAC | FR | — | 8,397,194 | New | $7.3M | — | 0.26% | ABS-MBS |
| 110 | WELLS FARGO & COMPANY | WFC | Sep 2024 | 6,900,000 | — | $7.2M | +3.0% | 0.26% | DBT |
| 111 | WEA FINANCE LLC/WESTFIEL | URWFP | Sep 2024 | 8,662,000 | +1,910,000 | $7.2M | +49.7% | 0.26% | DBT |
| 112 | TRICON AMERICAN HOMES | TAH | Sep 2024 | 7,413,030 | -15,730 | $7.2M | +2.5% | 0.26% | ABS-MBS |
| 113 | SARTORIUS FINANCE BV | SRTGR | Sep 2024 | 6,100,000 | -2,100,000 | $7.2M | -24.2% | 0.26% | DBT |
| 114 | AA BOND CO LTD | AABOND | — | 5,400,000 | New | $7.2M | — | 0.26% | DBT |
| 115 | 9M4FWKU_1093400_L | N/A | Sep 2024 | 36,665,000 | New | $7.1M | — | 0.25% | DIR |
| 116 | HONEYWELL INTERNATIONAL INC | HON | Sep 2024 | 5,980,000 | — | $7.0M | +0.3% | 0.25% | DBT |
| 117 | FANNIE MAE | FN | Sep 2024 | 7,316,031 | -422,755 | $7.0M | -4.0% | 0.25% | ABS-MBS |
| 118 | USZ4 COMDTY | USZ4 | Sep 2024 | 56 | New | $7.0M | — | 0.25% | DIR |
| 119 | ALIMENTATION COUCHE-TARD INC | ATDBCN | — | 6,196,000 | New | $6.9M | — | 0.25% | DBT |
| 120 | 4DSC85JVV0HMCPF2_1093400_L | EUR | Sep 2024 | 6,159,000 | New | $6.9M | — | 0.25% | DFE |
| 121 | UBS GROUP AG | UBS | Sep 2024 | 7,239,000 | -7,230,000 | $6.8M | -47.3% | 0.24% | DBT |
| 122 | JAPAN (20 YEAR ISSUE) | JGB | Sep 2024 | 1,066,400,000 | -263,100,000 | $6.8M | -24.5% | 0.24% | DBT |
| 123 | ESB FINANCE DAC | ESBIRE | Sep 2024 | 6,170,000 | -100,000 | $6.7M | -2.2% | 0.24% | DBT |
| 124 | SBA TOWER TRUST | SBATOW | Sep 2024 | 6,860,000 | — | $6.6M | +4.0% | 0.24% | DBT |
| 125 | JPMORGAN CHASE & CO | JPM | — | 6,331,000 | New | $6.6M | — | 0.24% | DBT |
| 126 | NEW S WALES TREASURY CRP | NSWTC | — | 10,116,000 | New | $6.6M | — | 0.24% | DBT |
| 127 | ENTERPRISE PRODUCTS OPER | EPD | — | 6,434,000 | New | $6.5M | — | 0.23% | DBT |
| 128 | QUEENSLAND TREASURY CORP | QTC | — | 9,700,000 | New | $6.5M | — | 0.23% | DBT |
| 129 | VANTV1T63JCTAGTL_1093400_L | CHF | Sep 2024 | 5,485,000 | New | $6.5M | — | 0.23% | DFE |
| 130 | FREDDIE MAC | FR | — | 6,327,354 | New | $6.5M | — | 0.23% | ABS-MBS |
| 131 | MORGAN STANLEY | MS | — | 6,103,000 | New | $6.4M | — | 0.23% | DBT |
| 132 | COLT FUNDING LLC | COLT | Sep 2024 | 6,219,922 | -1,047,014 | $6.4M | -14.5% | 0.23% | ABS-CBDO |
| 133 | JAPAN (40 YEAR ISSUE) | JGB | Sep 2024 | 1,336,600,000 | +304,500,000 | $6.3M | +9.1% | 0.23% | DBT |
| 134 | PFIZER INVESTMENT ENTER | PFE | — | 6,120,000 | New | $6.3M | — | 0.23% | DBT |
| 135 | KOREA TREASURY BOND | KTB | Sep 2024 | 7,778,000,000 | — | $6.3M | +0.4% | 0.23% | DBT |
| 136 | US TREASURY N/B | T | — | 6,000,000 | New | $6.3M | — | 0.22% | DBT |
| 137 | SUEZ | SUEZFP | Sep 2024 | 5,900,000 | -1,500,000 | $6.3M | -18.8% | 0.22% | DBT |
| 138 | JDE PEET'S NV | JDEPNA | — | 5,345,000 | New | $6.2M | — | 0.22% | DBT |
| 139 | FANNIE MAE | FN | Sep 2024 | 6,457,460 | -267,582 | $6.2M | -2.3% | 0.22% | ABS-MBS |
| 140 | BECTON DICKINSON & CO | BDX | — | 5,381,000 | New | $6.2M | — | 0.22% | DBT |
| 141 | CELLNEX FINANCE CO SA | CLNXSM | Sep 2024 | 6,200,000 | +700,000 | $6.2M | +18.8% | 0.22% | DBT |
| 142 | 2DHB30OD3V7LPMFS_1093400_L | CHF | Sep 2024 | 5,221,000 | New | $6.2M | — | 0.22% | DFE |
| 143 | CARLSBERG BREWERIES A/S | CARLB | — | 5,037,000 | New | $6.0M | — | 0.21% | DBT |
| 144 | THAMES WATER UTIL FIN | THAMES | Sep 2024 | 7,290,000 | +3,843,000 | $5.9M | +63.8% | 0.21% | DBT |
| 145 | TRIUMPH RAIL LLC | TRP | Sep 2024 | 6,299,466 | -334,595 | $5.9M | -0.7% | 0.21% | ABS-MBS |
| 146 | TRP LLC | TRP | Sep 2024 | 6,311,225 | -248,530 | $5.9M | +1.1% | 0.21% | ABS-MBS |
| 147 | FANNIE MAE | FN | Sep 2024 | 6,610,678 | -533,322 | $5.8M | -6.1% | 0.21% | ABS-MBS |
| 148 | REGATTA XXV FUNDING LTD. | REG25 | Sep 2024 | 5,775,000 | — | $5.8M | +0.3% | 0.21% | ABS-CBDO |
| 149 | KERING SA | KERFP | Sep 2024 | 5,100,000 | — | $5.8M | -0.2% | 0.21% | DBT |
| 150 | VANTAGE DATA CENTERS LLC | VDC | Sep 2024 | 5,716,000 | — | $5.8M | +1.4% | 0.21% | ABS-MBS |
| 151 | WELLS FARGO & COMPANY | WFC | — | 5,000,000 | New | $5.7M | — | 0.20% | DBT |
| 152 | INVESCO CLO LTD | INVCO | Sep 2024 | 5,600,000 | — | $5.6M | +0.2% | 0.20% | ABS-CBDO |
| 153 | RETAINED VANTAGE DATA CENTERS | VDCR | Sep 2024 | 5,630,000 | — | $5.6M | +5.9% | 0.20% | ABS-MBS |
| 154 | BAE SYSTEMS PLC | BALN | — | 5,272,000 | New | $5.5M | — | 0.20% | DBT |
| 155 | BALLYROCK LTD | BALLY | Sep 2024 | 5,420,000 | — | $5.4M | -0.0% | 0.19% | ABS-CBDO |
| 156 | SBA TOWER TRUST | SBATOW | Sep 2024 | 6,340,000 | — | $5.4M | +6.1% | 0.19% | DBT |
| 157 | DEUTSCHE BAHN FIN GMBH | DBHNGR | Sep 2024 | 4,646,000 | +2,690,000 | $5.4M | +141.0% | 0.19% | DBT |
| 158 | OCTAGON 61 LTD | OCT61 | Sep 2024 | 5,274,060 | — | $5.3M | -0.0% | 0.19% | ABS-CBDO |
| 159 | WEA FINANCE LLC | URWFP | Sep 2024 | 5,510,000 | +2,100,000 | $5.3M | +73.6% | 0.19% | DBT |
| 160 | ENEL FINANCE INTL NV | ENELIM | — | 5,278,000 | New | $5.2M | — | 0.18% | DBT |
| 161 | SEVERN TRENT WATER UTIL | SVTLN | — | 4,526,000 | New | $5.1M | — | 0.18% | DBT |
| 162 | DEUTSCHE BAHN FIN GMBH | DBHNGR | Sep 2024 | 4,488,000 | -1,722,000 | $5.1M | -26.2% | 0.18% | DBT |
| 163 | PKND4B6OJHKL40E5_1093400_L | CAD | Sep 2024 | 6,864,000 | New | $5.1M | — | 0.18% | DFE |
| 164 | CVS HEALTH CORP | CVS | — | 4,849,000 | New | $5.1M | — | 0.18% | DBT |
| 165 | DOMINOS PIZZA MASTER ISSUER LL | DPABS | Sep 2024 | 5,470,312 | -14,062 | $5.1M | +3.9% | 0.18% | ABS-MBS |
| 166 | RAIFFEISEN BANK INTERNATIONAL AG | RBIAV | — | 4,400,000 | New | $5.0M | — | 0.18% | DBT |
| 167 | 6BU2K5KNQNE92K1G_1093400_L | SEK | Sep 2024 | 50,666,500 | New | $5.0M | — | 0.18% | DFE |
| 168 | FHLMC MULTIFAMILY STRUCTURED P | FHMS | Sep 2024 | 5,031,335 | -510,139 | $5.0M | -7.9% | 0.18% | ABS-MBS |
| 169 | NOVO BANCO SA | NOVBNC | Sep 2024 | 3,800,000 | -1,500,000 | $4.9M | -23.9% | 0.18% | DBT |
| 170 | 9UDN8J0REGIJASH4_1093400_L | NOK | Sep 2024 | 52,078,000 | New | $4.9M | — | 0.18% | DFE |
| 171 | JAPAN (30 YEAR ISSUE) | JGB | Sep 2024 | 957,200,000 | -635,800,000 | $4.9M | -45.9% | 0.18% | DBT |
| 172 | PUBLIC SERVICE ENTERPRIS | PEG | — | 4,693,000 | New | $4.9M | — | 0.18% | DBT |
| 173 | AT&T INC | T | — | 4,210,000 | New | $4.9M | — | 0.18% | DBT |
| 174 | AMSR TRUST | AMSR | Sep 2024 | 4,925,000 | — | $4.8M | +4.6% | 0.17% | ABS-MBS |
| 175 | NEW S WALES TREASURY CRP | NSWTC | — | 8,862,000 | New | $4.7M | — | 0.17% | DBT |
| 176 | E7LLK7NRV2EBDJ55_1093400_L | JPY | Sep 2024 | 669,542,000 | New | $4.7M | — | 0.17% | DFE |
| 177 | EXELON CORP | EXC | Sep 2024 | 4,480,000 | — | $4.7M | +2.2% | 0.17% | DBT |
| 178 | SINGAPORE GOVERNMENT | SIGB | — | 5,615,000 | New | $4.6M | — | 0.17% | DBT |
| 179 | NEW RESIDENTIAL MORTGAGE LOAN | NRZT | Sep 2024 | 5,133,761 | -338,187 | $4.6M | -2.0% | 0.16% | ABS-CBDO |
| 180 | TREASURY CORP VICTORIA | TCV | — | 8,814,000 | New | $4.6M | — | 0.16% | DBT |
| 181 | ROMANIA | ROMANI | — | 4,540,000 | New | $4.5M | — | 0.16% | DBT |
| 182 | CYRUSONE DATA CENTERS ISSUER I | CYRUS | Sep 2024 | 4,454,000 | — | $4.5M | +6.1% | 0.16% | ABS-MBS |
| 183 | ALEXANDRIA REAL ESTATE E | ARE | — | 4,432,000 | New | $4.5M | — | 0.16% | DBT |
| 184 | KROGER CO/THE | KR | — | 4,442,000 | New | $4.5M | — | 0.16% | DBT |
| 185 | AUTOSTRADE PER L'ITALIA | ATOSTR | — | 3,855,000 | New | $4.4M | — | 0.16% | DBT |
| 186 | IRELAND GOVERNMENT BOND | IRISH | — | 3,950,000 | New | $4.4M | — | 0.16% | DBT |
| 187 | JHUIM63GKGSQ8GOB_1093400_L | EUR | Sep 2024 | 3,933,000 | New | $4.4M | — | 0.16% | DFE |
| 188 | K1ORIKKSH06903HI_1093400_L | AUD | Sep 2024 | 6,313,863 | New | $4.4M | — | 0.16% | DFE |
| 189 | BM7JVBFMF1FGELNV_1093400_L | GBP | Sep 2024 | 3,225,809 | New | $4.3M | — | 0.15% | DFE |
| 190 | FINNISH GOVERNMENT | RFGB | — | 3,750,000 | New | $4.3M | — | 0.15% | DBT |
| 191 | 79GDMVUA89I7QRTO_1093400_L | NZD | Sep 2024 | 6,734,000 | New | $4.3M | — | 0.15% | DFE |
| 192 | 9EKTL5ETNGUR1KQU_1093400_L | GBP | Sep 2024 | 43,267,350 | New | $4.3M | — | 0.15% | DFE |
| 193 | HELLENIC REPUBLIC | GGB | Sep 2024 | 3,438,000 | — | $4.2M | +0.3% | 0.15% | DBT |
| 194 | SOUTHERN WATER SERVICES | SWSFIN | — | 4,416,000 | New | $4.1M | — | 0.15% | DBT |
| 195 | KOREA TREASURY BOND | KTB | Sep 2024 | 5,180,000,000 | — | $4.1M | +0.6% | 0.15% | DBT |
| 196 | CO6DTKU95CJSJTVK_1093400_L | CAD | Sep 2024 | 5,448,000 | New | $4.0M | — | 0.14% | DFE |
| 197 | FREDDIE MAC | FR | — | 3,950,996 | New | $4.0M | — | 0.14% | ABS-MBS |
| 198 | ALIGNED DATA CENTERS ISSUERS L | ADC | Sep 2024 | 3,914,000 | — | $4.0M | +2.9% | 0.14% | ABS-MBS |
| 199 | A&D MORTGAGE TRUST | ADMT | Sep 2024 | 3,954,739 | -773,301 | $4.0M | -15.8% | 0.14% | ABS-CBDO |
| 200 | 9M8B96U_1093400_L | N/A | Sep 2024 | 130,450,000 | New | $4.0M | — | 0.14% | DIR |
| 201 | EUROGRID GMBH | EUROGR | — | 3,400,000 | New | $3.9M | — | 0.14% | DBT |
| 202 | AUTOSTRADE PER L'ITALIA | ATOSTR | — | 3,178,000 | New | $3.8M | — | 0.14% | DBT |
| 203 | FHLMC MULTIFAMILY STRUCTURED P | FHMS | Sep 2024 | 3,794,479 | -33,253 | $3.8M | -0.8% | 0.14% | ABS-MBS |
| 204 | BRISTOL-MYERS SQUIBB CO | BMY | Sep 2024 | 3,211,000 | — | $3.8M | +1.5% | 0.14% | DBT |
| 205 | AVIS BUDGET RENTAL CAR FUNDING | AESOP | Sep 2024 | 3,643,000 | — | $3.8M | +2.1% | 0.13% | ABS-MBS |
| 206 | TRUIST FINANCIAL CORP | TFC | Sep 2024 | 3,648,000 | — | $3.7M | +4.4% | 0.13% | DBT |
| 207 | CONSTELLATION EN GEN LLC | CEG | — | 3,470,000 | New | $3.7M | — | 0.13% | DBT |
| 208 | COLUMBIA PIPELINES OPCO | CPGX | Sep 2024 | 3,441,000 | — | $3.7M | +1.9% | 0.13% | DBT |
| 209 | PERNOD RICARD SA | RIFP | — | 3,100,000 | New | $3.6M | — | 0.13% | DBT |
| 210 | BRISTOL-MYERS SQUIBB CO | BMY | Sep 2024 | 3,051,000 | — | $3.5M | +1.2% | 0.13% | DBT |
| 211 | 9M8VLXU_1093400_L | N/A | Sep 2024 | 130,000,000 | New | $3.5M | — | 0.13% | DIR |
| 212 | AUTOSTRADE PER L'ITALIA | ATOSTR | — | 3,500,000 | New | $3.5M | — | 0.13% | DBT |
| 213 | 806VAFN6E4685JTD_1093400_L | SEK | Sep 2024 | 34,659,000 | New | $3.4M | — | 0.12% | DFE |
| 214 | EURO-BTP ITALIAN BOND FUTURES | IKZ4 | Sep 2024 | 25 | New | $3.4M | — | 0.12% | DIR |
| 215 | NEW S WALES TREASURY CRP | NSWTC | — | 4,848,000 | New | $3.3M | — | 0.12% | DBT |
| 216 | CONSUMERS ENERGY CO | CMS | — | 3,258,000 | New | $3.3M | — | 0.12% | DBT |
| 217 | ENI SPA | ENIIM | — | 3,209,000 | New | $3.3M | — | 0.12% | DBT |
| 218 | VGEJ4Q1RDBMLV361_1093400_L | NZD | Sep 2024 | 5,119,000 | New | $3.3M | — | 0.12% | DFE |
| 219 | RAIFFEISEN BANK INTERNATIONAL AG | RBIAV | Sep 2024 | 2,700,000 | — | $3.2M | +2.1% | 0.12% | DBT |
| 220 | POLAND GOVERNMENT BOND | POLGB | — | 11,625,000 | New | $3.2M | — | 0.11% | DBT |
| 221 | 9M7SDPU_1093400_L | N/A | Sep 2024 | 103,160,000 | New | $3.2M | — | 0.11% | DIR |
| 222 | BNI FINANCE BV | CCEP | — | 2,717,000 | New | $3.1M | — | 0.11% | DBT |
| 223 | SW (FINANCE) I PLC | SWSFIN | — | 2,524,000 | New | $3.0M | — | 0.11% | DBT |
| 224 | AVIS BUDGET RENTAL CAR FUNDING | AESOP | Sep 2024 | 2,831,000 | — | $3.0M | +2.2% | 0.11% | ABS-MBS |
| 225 | 8SETQA18SLE54KDF_1093400_L | NZD | Sep 2024 | 4,648,000 | New | $3.0M | — | 0.11% | DFE |
| 226 | CVS HEALTH CORP | CVS | Sep 2024 | 3,200,000 | — | $2.9M | -2.4% | 0.10% | DBT |
| 227 | PIRAEUS BANK SA | TPEIR | — | 2,361,000 | New | $2.9M | — | 0.10% | DBT |
| 228 | JAPAN (30 YEAR ISSUE) | JGB | Sep 2024 | 606,600,000 | -467,600,000 | $2.9M | -48.8% | 0.10% | DBT |
| 229 | KERING SA | KERFP | — | 2,600,000 | New | $2.9M | — | 0.10% | DBT |
| 230 | NV3BCCPAAFFHSLTT_1093400_L | CAD | Sep 2024 | 3,915,000 | New | $2.9M | — | 0.10% | DFE |
| 231 | SGU6R0FOG7CG2FN5_1093400_L | SGD | Sep 2024 | 3,662,000 | New | $2.9M | — | 0.10% | DFE |
| 232 | BRISTOL-MYERS SQUIBB CO | BMY | — | 2,687,000 | New | $2.8M | — | 0.10% | DBT |
| 233 | AUSTRALIAN GOVERNMENT | ACGB | Sep 2024 | 5,240,000 | — | $2.8M | -1.5% | 0.10% | DBT |
| 234 | FSNB4H34P37U8LDE_1093400_L | GBP | Sep 2024 | 2,114,000 | New | $2.8M | — | 0.10% | DFE |
| 235 | GGSMN83IMTE0VK7H_1093400_L | JPY | Sep 2024 | 403,538,000 | New | $2.8M | — | 0.10% | DFE |
| 236 | UQEV2MDNHBP1K92K_1093400_L | INR | Sep 2024 | 232,243,000 | New | $2.8M | — | 0.10% | DFE |
| 237 | TOWER BRIDGE FUNDING | TWRBG | Sep 2024 | 2,039,162 | -387,607 | $2.7M | -11.7% | 0.10% | ABS-CBDO |
| 238 | COLT FUNDING LLC | COLT | Sep 2024 | 2,676,836 | -444,193 | $2.7M | -14.0% | 0.10% | ABS-CBDO |
| 239 | KINGDOM OF DENMARK | DGB | Sep 2024 | 14,250,000 | — | $2.7M | +0.8% | 0.10% | DBT |
| 240 | 9M72RHU_1093400_L | N/A | Sep 2024 | 99,000,000 | New | $2.7M | — | 0.10% | DIR |
| 241 | DIAMONDBACK ENERGY INC | FANG | — | 2,690,000 | New | $2.7M | — | 0.10% | DBT |
| 242 | PERMANENT TSB GROUP HOLDINGS PLC | PTSB | Sep 2024 | 2,476,000 | -1,626,000 | $2.7M | -36.9% | 0.10% | DBT |
| 243 | 9M4WFLU_1093400_L | N/A | Sep 2024 | 32,780,000 | New | $2.7M | — | 0.10% | DIR |
| 244 | VERUS SECURITIZATION TRUST | VERUS | Sep 2024 | 2,658,598 | -592,879 | $2.7M | -17.9% | 0.10% | ABS-CBDO |
| 245 | WEA FINANCE LLC | URWFP | Sep 2024 | 2,764,000 | — | $2.6M | +7.4% | 0.09% | DBT |
| 246 | PPL3A3IGPOQDUCE3_1093400_L | AUD | Sep 2024 | 3,744,000 | New | $2.6M | — | 0.09% | DFE |
| 247 | 7B874AS613PAC9G1_1093400_L | AUD | Sep 2024 | 3,719,000 | New | $2.6M | — | 0.09% | DFE |
| 248 | ELECTRICITE DE FRANCE SA | EDF | — | 2,200,000 | New | $2.6M | — | 0.09% | DBT |
| 249 | CANADIAN PACIFIC RAILWAY | CP | — | 3,500,000 | New | $2.5M | — | 0.09% | DBT |
| 250 | VERUS SECURITIZATION TRUST | VERUS | Sep 2024 | 2,322,139 | -529,081 | $2.3M | -17.9% | 0.08% | ABS-CBDO |
| 251 | F5A35U7GF8PRP9M7_1093400_L | NOK | Sep 2024 | 24,502,000 | New | $2.3M | — | 0.08% | DFE |
| 252 | NRGHNL2B5K6I94R2_1093400_L | CAD | Sep 2024 | 3,137,000 | New | $2.3M | — | 0.08% | DFE |
| 253 | PFIZER INVESTMENT ENTER | PFE | Sep 2024 | 2,250,000 | — | $2.3M | +1.7% | 0.08% | DBT |
| 254 | WEA FINANCE LLC | URWFP | Sep 2024 | 2,326,000 | — | $2.3M | +9.4% | 0.08% | DBT |
| 255 | FG094DD57TFROM1G_1093400_L | NOK | Sep 2024 | 23,910,000 | New | $2.3M | — | 0.08% | DFE |
| 256 | DIAMONDBACK ENERGY INC | FANG | — | 2,212,000 | New | $2.3M | — | 0.08% | DBT |
| 257 | DIAMONDBACK ENERGY INC | FANG | — | 2,218,000 | New | $2.2M | — | 0.08% | DBT |
| 258 | MORGAN STANLEY | MS | — | 1,972,000 | New | $2.2M | — | 0.08% | DBT |
| 259 | SEVERN TRENT WATER UTIL | SVTLN | — | 1,615,000 | New | $2.2M | — | 0.08% | DBT |
| 260 | KROGER CO/THE | KR | — | 2,201,000 | New | $2.2M | — | 0.08% | DBT |
| 261 | 280LARQ1C6IJ2BGM_1093400_L | CAD | Sep 2024 | 2,980,000 | New | $2.2M | — | 0.08% | DFE |
| 262 | KERING SA | KERFP | Sep 2024 | 1,900,000 | -2,100,000 | $2.2M | -53.2% | 0.08% | DBT |
| 263 | MOSAIC SOLAR LOANS LLC | MSAIC | Sep 2024 | 2,158,912 | -258,535 | $2.2M | -9.3% | 0.08% | ABS-MBS |
| 264 | ENT AUTO RECEIVABLES TRUST | ENT | Sep 2024 | 2,112,000 | — | $2.2M | +0.0% | 0.08% | ABS-MBS |
| 265 | HCA INC | HCA | — | 2,081,000 | New | $2.1M | — | 0.08% | DBT |
| 266 | GEMGARTO | GMG | Sep 2024 | 1,592,301 | -817,435 | $2.1M | -30.6% | 0.08% | ABS-CBDO |
| 267 | WEA FINANCE LLC | URWFP | — | 2,180,000 | New | $2.0M | — | 0.07% | DBT |
| 268 | C4S48O1191TUBHK6_1093400_L | GBP | Sep 2024 | 1,522,000 | New | $2.0M | — | 0.07% | DFE |
| 269 | H9AP9KG1D38UA77S_1093400_L | GBP | Sep 2024 | 1,514,000 | New | $2.0M | — | 0.07% | DFE |
| 270 | KROGER CO/THE | KR | — | 1,961,000 | New | $2.0M | — | 0.07% | DBT |
| 271 | 8FRKOA1TPOFFUM1G_1093400_L | SEK | Sep 2024 | 19,875,500 | New | $2.0M | — | 0.07% | DFE |
| 272 | NOQ4GQGDVNM5D4AO_1093400_L | GBP | Sep 2024 | 1,443,000 | New | $1.9M | — | 0.07% | DFE |
| 273 | SPRINGCASTLE SPV | SCFT | Sep 2024 | 2,038,464 | -515,842 | $1.9M | -19.8% | 0.07% | ABS-MBS |
| 274 | PUREWEST FUNDING LLC | PUREW | Sep 2024 | 1,777,156 | -767,748 | $1.7M | -28.6% | 0.06% | ABS-MBS |
| 275 | METRONET INFRASTRUCTURE ISSUER | MNET | — | 1,643,978 | New | $1.7M | — | 0.06% | ABS-MBS |
| 276 | FP97JSNLHNNA6688_1093400_L | SEK | Sep 2024 | 16,910,000 | New | $1.7M | — | 0.06% | DFE |
| 277 | GGV8DOV7PJ8P0OR0_1093400_L | CHF | Sep 2024 | 1,338,000 | New | $1.6M | — | 0.06% | DFE |
| 278 | 22G5JNJH3VOMLO2G_1093400_L | AUD | Sep 2024 | 2,269,000 | New | $1.6M | — | 0.06% | DFE |
| 279 | JPMORGAN CHASE & CO | JPM | — | 1,370,000 | New | $1.5M | — | 0.05% | DBT |
| 280 | EUR4BTEVVP78V6F0_1093400_L | HUF | Sep 2024 | 540,256,000 | New | $1.5M | — | 0.05% | DFE |
| 281 | STACK INFRASTRUCTURE ISSUER LL | SIDC | Sep 2024 | 1,430,000 | — | $1.4M | +2.6% | 0.05% | ABS-MBS |
| 282 | 0613EETHIGHBAQ5G_1093400_L | ZAR | Sep 2024 | 24,858,000 | New | $1.4M | — | 0.05% | DFE |
| 283 | NORTHUMBRIAN WATER FIN | NWGLN | — | 1,123,000 | New | $1.4M | — | 0.05% | DBT |
| 284 | STELLANTIS NV | STLA | — | 1,570,000 | New | $1.4M | — | 0.05% | DBT |
| 285 | 94O7G9QPK1JN5TL7_1093400_L | GBP | Sep 2024 | 1,252,806 | New | $1.4M | — | 0.05% | DFE |
| 286 | ADSUV69DBNDU3IVK_1093400_L | EUR | Sep 2024 | 1,251,786 | New | $1.4M | — | 0.05% | DFE |
| 287 | 9MXETRU_1093400_L | N/A | Sep 2024 | 40,210,000 | New | $1.4M | — | 0.05% | DIR |
| 288 | STELLANTIS NV | STLA | — | 1,200,000 | New | $1.4M | — | 0.05% | DBT |
| 289 | CNH CAPITAL CANADA RECEIVABLES | CNHC | Sep 2024 | 1,854,567 | -1,601,019 | $1.3M | -46.5% | 0.05% | ABS-MBS |
| 290 | BBG01NGJ6VC1 | FVX4P 109. | Sep 2024 | 3,159 | New | $1.3M | — | 0.05% | DIR |
| 291 | NASDAQ INC | NDAQ | — | 1,168,000 | New | $1.2M | — | 0.04% | DBT |
| 292 | SUEZ | SUEZFP | Sep 2024 | 1,000,000 | — | $1.2M | -0.1% | 0.04% | DBT |
| 293 | CYRUSONE DATA CENTERS ISSUER I | CYRUS | Sep 2024 | 1,198,887 | -65,000 | $1.2M | +5.1% | 0.04% | ABS-MBS |
| 294 | THAMES WATER UTIL FIN | THAMES | — | 989,000 | New | $982K | — | 0.04% | DBT |
| 295 | CARVANA AUTO RECEIVABLES TRUST | CRVNA | Sep 2024 | 919,165 | -390,133 | $881K | -28.2% | 0.03% | ABS-MBS |
| 296 | CARRIER GLOBAL CORP | CARR | — | 773,000 | New | $844K | — | 0.03% | DBT |
| 297 | SUNNOVA HESTIA I ISSUER, LLC | SNVA | Sep 2024 | 791,486 | -37,890 | $818K | -4.0% | 0.03% | ABS-MBS |
| 298 | EH0TI3EGVJG968G8_1093400_L | AUD | Sep 2024 | 1,178,000 | New | $815K | — | 0.03% | DFE |
| 299 | L24HMMNEAGKK208G_1093400_L | GBP | Sep 2024 | 408,000 | New | $545K | — | 0.02% | DFE |
| 300 | TT3J3PMAOS5AH2FV_1093400_L | EUR | Sep 2024 | 436,000 | New | $486K | — | 0.02% | DFE |
| 301 | 9MXDEHU | N/A | Sep 2024 | 259,050,000 | New | $480K | — | 0.02% | DCR |
| 302 | IN33Q7RQA3TQ7H8B_1093400_L | GBP | Sep 2024 | 341,000 | New | $456K | — | 0.02% | DFE |
| 303 | BRASS PLC | BRASS | — | 421,545 | New | $419K | — | 0.02% | ABS-CBDO |
| 304 | RULTVO3CLNL862OG_1093400_L | AUD | Sep 2024 | 594,000 | New | $411K | — | 0.01% | DFE |
| 305 | WEA FINANCE LLC | URWFP | Sep 2024 | 379,000 | — | $313K | +22.3% | 0.01% | DBT |
| 306 | 9MX5U6U_1093400_S | N/A | Sep 2024 | -12,180,000 | New | $296K | — | 0.01% | DCR |
| 307 | 9MX3FKU_1093400_S | N/A | Sep 2024 | -11,820,000 | New | $288K | — | 0.01% | DCR |
| 308 | 9MX3BPU_1093400_L | N/A | Sep 2024 | 5,300,000 | New | $231K | — | 0.01% | DCR |
| 309 | 9MX6MWU_1093400_L | N/A | Sep 2024 | 2,940,000 | New | $219K | — | 0.01% | DCR |
| 310 | 9MX5V0U_1093400_L | N/A | Sep 2024 | 2,720,000 | New | $203K | — | 0.01% | DCR |
| 311 | 9MX8XTU_1093400_S | N/A | Sep 2024 | -6,100,000 | New | $146K | — | 0.01% | DCR |
| 312 | 9MX3FXU | N/A | Sep 2024 | 6,445,000 | New | $106K | — | 0.00% | DFE |
| 313 | 9M9ST1U | N/A | Sep 2024 | 6,304,000 | New | $86K | — | 0.00% | DFE |
| 314 | 9M9A80U | N/A | Sep 2024 | 6,881,000 | New | $11K | — | 0.00% | DFE |
| 315 | 9M9XQWU | N/A | Sep 2024 | 7,545,000 | New | $11K | — | 0.00% | DFE |
| 316 | 9M9ACDU | N/A | Sep 2024 | 6,832,000 | New | $8K | — | 0.00% | DFE |
| 317 | 9M9KULU | N/A | Sep 2024 | 8,344,000 | New | $7K | — | 0.00% | DFE |
| 318 | HUNGARY GOVERNMENT BOND | HGB | — | 710,000 | New | $2K | — | 0.00% | DBT |
| 319 | 9MX3FWU | N/A | Sep 2024 | 6,445,000 | New | $1K | — | 0.00% | DFE |
| 320 | 9M9XQVU | N/A | Sep 2024 | 7,545,000 | New | $1K | — | 0.00% | DFE |
| 321 | 9M9SS8U | N/A | Sep 2024 | 6,304,000 | New | $21 | — | 0.00% | DFE |
| 322 | 9M9S30U | N/A | Sep 2024 | -6,304,000 | New | $-2226 | — | -0.00% | DFE |
| 323 | 9M9KUKU | N/A | Sep 2024 | -12,516,000 | New | $-2548 | — | -0.00% | DFE |
| 324 | 9M9ACEU | N/A | Sep 2024 | -13,664,000 | New | $-6078 | — | -0.00% | DFE |
| 325 | 9M9A51U | N/A | Sep 2024 | -13,763,000 | New | $-6122 | — | -0.00% | DFE |
| 326 | 9MX8B0U_1093400_S | N/A | Sep 2024 | -13,926 | New | $-10095 | — | -0.00% | DE |
| 327 | 9MX3CYU | N/A | Sep 2024 | -6,445,000 | New | $-10627 | — | -0.00% | DFE |
| 328 | 9M9UVKU | N/A | Sep 2024 | -5,970,000 | New | $-15081 | — | -0.00% | DFE |
| 329 | 9M9SY8U | N/A | Sep 2024 | -6,304,000 | New | $-25199 | — | -0.00% | DFE |
| 330 | 9M9DKKU_1093400_S | N/A | Sep 2024 | -360,000 | New | $-27912 | — | -0.00% | DCR |
| 331 | 9M6WM0U_1093400_L | N/A | Sep 2024 | 4,000,000 | New | $-28554 | — | -0.00% | DCR |
| 332 | 9MX5VYU_1093400_S | N/A | Sep 2024 | -5,280,000 | New | $-35244 | — | -0.00% | DCR |
| 333 | 9M9UVJU | N/A | Sep 2024 | -5,970,000 | New | $-36888 | — | -0.00% | DFE |
| 334 | 9MX2AMU_1093400_S | N/A | Sep 2024 | -7,930,000 | New | $-52932 | — | -0.00% | DCR |
| 335 | BBG01NGJ6QY8 | FVX4P 107. | Sep 2024 | -3,159 | New | $-74041 | — | -0.00% | DIR |
| 336 | 9MX3CZU | N/A | Sep 2024 | -6,445,000 | New | $-76592 | — | -0.00% | DFE |
| 337 | 9M9XQXU | N/A | Sep 2024 | -7,545,000 | New | $-88909 | — | -0.00% | DFE |
| 338 | 9M9VBUU_1093400_S | N/A | Sep 2024 | -53,643 | New | $-132334 | — | -0.00% | DE |
| 339 | 9M9VLMU_1093400_S | N/A | Sep 2024 | -63,774 | New | $-150251 | — | -0.01% | DE |
| 340 | 9M9VCNU_1093400_S | N/A | Sep 2024 | -121,414 | New | $-270467 | — | -0.01% | DE |
| 341 | 9MXAK0U_1093400_L | N/A | Sep 2024 | 31,255,000 | New | $-347418 | — | -0.01% | DCR |
| 342 | 9MXDEGU | N/A | Sep 2024 | -518,100,000 | New | $-453178 | — | -0.02% | DCR |
| 343 | WNZ4 COMDTY | WNZ4 | Sep 2024 | -4 | New | $-532375 | — | -0.02% | DIR |
| 344 | A2FN29PI10S82V2N_1093400_S | GBP | Sep 2024 | -472,000 | New | $-631038 | — | -0.02% | DFE |
| 345 | H1J9IDMJ7UQBOCEI_1093400_S | ZAR | Sep 2024 | -12,429,000 | New | $-717998 | — | -0.03% | DFE |
| 346 | 0613EETHIGHBAQ5G_1093400_S | ZAR | Sep 2024 | -12,429,000 | New | $-717998 | — | -0.03% | DFE |
| 347 | B58RVLFUTOE6TKJS_1093400_S | NZD | Sep 2024 | -1,160,500 | New | $-737315 | — | -0.03% | DFE |
| 348 | 9M9VBAU_1093400_S | N/A | Sep 2024 | -378,378 | New | $-779709 | — | -0.03% | DE |
| 349 | NOQ4GQGDVNM5D4AO_1093400_S | GBP | Sep 2024 | -698,000 | New | $-933188 | — | -0.03% | DFE |
| 350 | 9MX6HVU_1093400_S | N/A | Sep 2024 | -5,560,000 | New | $-985275 | — | -0.04% | DCR |
| 351 | 9MXBEZU_1093400_S | N/A | Sep 2024 | -10,735,000 | New | $-988714 | — | -0.04% | DCR |
| 352 | 9M4WFKU_1093400_S | N/A | Sep 2024 | -48,869,000 | New | $-1030817 | — | -0.04% | DIR |
| 353 | QKVSC7UHJDBOTTHH_1093400_S | GBP | Sep 2024 | -807,000 | New | $-1078915 | — | -0.04% | DFE |
| 354 | 0QKF33U49KVQAMS7_1093400_S | NOK | Sep 2024 | -12,248,000 | New | $-1160907 | — | -0.04% | DFE |
| 355 | ADSUV69DBNDU3IVK_1093400_S | EUR | Sep 2024 | -1,057,000 | New | $-1413141 | — | -0.05% | DFE |
| 356 | 94O7G9QPK1JN5TL7_1093400_S | GBP | Sep 2024 | -1,057,000 | New | $-1413141 | — | -0.05% | DFE |
| 357 | K4ID41PHHU9NKADH_1093400_S | JPY | Sep 2024 | -204,540,000 | New | $-1427766 | — | -0.05% | DFE |
| 358 | LNSS7M27MNF7C68L_1093400_S | SEK | Sep 2024 | -16,118,000 | New | $-1587839 | — | -0.06% | DFE |
| 359 | GVMVQRS09FJ9UD85_1093400_S | AUD | Sep 2024 | -2,300,000 | New | $-1590688 | — | -0.06% | DFE |
| 360 | 7P8LTE3SN9K0OFQD_1093400_S | EUR | Sep 2024 | -1,558,000 | New | $-1734999 | — | -0.06% | DFE |
| 361 | 9M4FXMU_1093400_S | N/A | Sep 2024 | -55,615,000 | New | $-1926754 | — | -0.07% | DIR |
| 362 | AGVGH6OG7F1QNPQO_1093400_S | NZD | Sep 2024 | -3,487,500 | New | $-2215758 | — | -0.08% | DFE |
| 363 | F5A35U7GF8PRP9M7_1093400_S | NOK | Sep 2024 | -23,910,000 | New | $-2266272 | — | -0.08% | DFE |
| 364 | FDGNMLGR9TVERM8F_1093400_S | KRW | Sep 2024 | -2,987,015,000 | New | $-2287347 | — | -0.08% | DFE |
| 365 | GGSMN83IMTE0VK7H_1093400_S | JPY | Sep 2024 | -339,350,000 | New | $-2368790 | — | -0.08% | DFE |
| 366 | 8S6PBHQN547O75NQ_1093400_S | SEK | Sep 2024 | -24,320,000 | New | $-2397341 | — | -0.09% | DFE |
| 367 | 40QOIFB06CIKJRJ0_1093400_S | SEK | Sep 2024 | -24,366,000 | New | $-2401876 | — | -0.09% | DFE |
| 368 | QKD50BEK6VUPJKUR_1093400_S | DKK | Sep 2024 | -17,434,000 | New | $-2604783 | — | -0.09% | DFE |
| 369 | VKT0VFNF3DIGGRRI_1093400_S | EUR | Sep 2024 | -2,377,000 | New | $-2648501 | — | -0.09% | DFE |
| 370 | FTDR2UJ9QBB3GTJM_1093400_S | EUR | Sep 2024 | -2,420,000 | New | $-2694927 | — | -0.10% | DFE |
| 371 | 92TU75RC7ELQM1OB_1093400_S | NZD | Sep 2024 | -4,336,000 | New | $-2754847 | — | -0.10% | DFE |
| 372 | 4FNN1UGSLLHQFQJ8_1093400_S | INR | Sep 2024 | -232,243,000 | New | $-2768516 | — | -0.10% | DFE |
| 373 | FSNB4H34P37U8LDE_1093400_S | GBP | Sep 2024 | -2,500,790 | New | $-2786430 | — | -0.10% | DFE |
| 374 | 9M8VMTU_1093400_S | N/A | Sep 2024 | -1,500,000,000 | New | $-2846076 | — | -0.10% | DIR |
| 375 | SGU6R0FOG7CG2FN5_1093400_S | SGD | Sep 2024 | -3,662,000 | New | $-2852575 | — | -0.10% | DFE |
| 376 | NV3BCCPAAFFHSLTT_1093400_S | CAD | Sep 2024 | -3,894,000 | New | $-2880710 | — | -0.10% | DFE |
| 377 | 2H210VFRORSUL0FN_1093400_S | CAD | Sep 2024 | -4,023,000 | New | $-2976142 | — | -0.11% | DFE |
| 378 | E7LLK7NRV2EBDJ55_1093400_S | JPY | Sep 2024 | -430,562,000 | New | $-3005484 | — | -0.11% | DFE |
| 379 | 6O0TCQ48696BO3DU_1093400_S | CAD | Sep 2024 | -4,147,000 | New | $-3067875 | — | -0.11% | DFE |
| 380 | RMVST1NQP0AK5BJ1_1093400_S | PLN | Sep 2024 | -11,989,000 | New | $-3114207 | — | -0.11% | DFE |
| 381 | UHHL56ICMRG9LO1G_1093400_S | GBP | Sep 2024 | -2,523,000 | New | $-3373090 | — | -0.12% | DFE |
| 382 | 92HP19NAR3SJEVS8_1093400_S | SEK | Sep 2024 | -34,896,000 | New | $-3439869 | — | -0.12% | DFE |
| 383 | S5QC5ICFTDIRPRTG_1093400_S | NOK | Sep 2024 | -38,110,000 | New | $-3612197 | — | -0.13% | DFE |
| 384 | 9M8B95U_1093400_S | N/A | Sep 2024 | -1,466,800,000 | New | $-3910964 | — | -0.14% | DIR |
| 385 | H9AP9KG1D38UA77S_1093400_S | GBP | Sep 2024 | -3,036,000 | New | $-4058938 | — | -0.15% | DFE |
| 386 | BM7JVBFMF1FGELNV_1093400_S | GBP | Sep 2024 | -43,267,350 | New | $-4265074 | — | -0.15% | DFE |
| 387 | H6211KQMKVLMG203_1093400_S | JPY | Sep 2024 | -617,398,000 | New | $-4309669 | — | -0.15% | DFE |
| 388 | 9EKTL5ETNGUR1KQU_1093400_S | GBP | Sep 2024 | -3,238,536 | New | $-4329716 | — | -0.16% | DFE |
| 389 | 4DSC85JVV0HMCPF2_1093400_S | EUR | Sep 2024 | -3,898,000 | New | $-4343230 | — | -0.16% | DFE |
| 390 | S26D4IKT0CIFVRHL_1093400_S | SGD | Sep 2024 | -5,609,000 | New | $-4366263 | — | -0.16% | DFE |
| 391 | PKND4B6OJHKL40E5_1093400_S | CAD | Sep 2024 | -6,024,000 | New | $-4456445 | — | -0.16% | DFE |
| 392 | LONG GILT FUTURE | G Z4 | Sep 2024 | -35 | New | $-4605860 | — | -0.16% | DIR |
| 393 | JHUIM63GKGSQ8GOB_1093400_S | EUR | Sep 2024 | -4,453,000 | New | $-4958889 | — | -0.18% | DFE |
| 394 | N47T3OBQ7DVPMLM5_1093400_S | CHF | Sep 2024 | -4,223,000 | New | $-5002934 | — | -0.18% | DFE |
| 395 | V0S897NVHG2U7SAR_1093400_S | NOK | Sep 2024 | -53,086,000 | New | $-5031673 | — | -0.18% | DFE |
| 396 | 9MXETQU_1093400_S | N/A | Sep 2024 | -26,148,000 | New | $-5033357 | — | -0.18% | DIR |
| 397 | TI91ICILP62QBRI0_1093400_S | KRW | Sep 2024 | -6,951,308,000 | New | $-5323058 | — | -0.19% | DFE |
| 398 | KD61Q4P8UKO60OUO_1093400_S | JPY | Sep 2024 | -775,917,000 | New | $-5416191 | — | -0.19% | DFE |
| 399 | OSS6RNLT24LVC1I0_1093400_S | CHF | Sep 2024 | -4,613,000 | New | $-5464962 | — | -0.20% | DFE |
| 400 | 9MXA40U_1093400_S | N/A | Sep 2024 | -263,940,000 | New | $-5900987 | — | -0.21% | DCR |
| 401 | 912VD57J6EESNJR6_1093400_S | JPY | Sep 2024 | -849,295,000 | New | $-5928397 | — | -0.21% | DFE |
| 402 | 9MXA42U_1093400_S | N/A | Sep 2024 | -280,230,000 | New | $-6260643 | — | -0.22% | DCR |
| 403 | OA1NMQDQMGMN14MN_1093400_S | THB | Sep 2024 | -250,880,000 | New | $-7802166 | — | -0.28% | DFE |
| 404 | BQUKFGLL5G6LEK7U_1093400_S | EUR | Sep 2024 | -7,176,000 | New | $-7991239 | — | -0.29% | DFE |
| 405 | N0MTVEQTHH0C8OMS_1093400_S | IDR | Sep 2024 | -124,302,636,000 | New | $-8206582 | — | -0.29% | DFE |
| 406 | 7B874AS613PAC9G1_1093400_S | AUD | Sep 2024 | -13,303,000 | New | $-9200399 | — | -0.33% | DFE |
| 407 | 7TJRF2428KRE1ESC_1093400_S | SEK | Sep 2024 | -97,945,000 | New | $-9654917 | — | -0.35% | DFE |
| 408 | FP97JSNLHNNA6688_1093400_S | SEK | Sep 2024 | -98,102,000 | New | $-9664364 | — | -0.35% | DFE |
| 409 | RUGRSI6E7VGGK82H_1093400_S | NOK | Sep 2024 | -102,676,000 | New | $-9731984 | — | -0.35% | DFE |
| 410 | D6C5T04FDIQFECEK_1093400_S | NZD | Sep 2024 | -15,576,000 | New | $-9896101 | — | -0.35% | DFE |
| 411 | AB93R0TP0TIGKS79_1093400_S | SEK | Sep 2024 | -108,879,386 | New | $-10732773 | — | -0.38% | DFE |
| 412 | SUMND4JBGFRAJD4A_1093400_S | MYR | Sep 2024 | -44,480,000 | New | $-10793055 | — | -0.39% | DFE |
| 413 | N2AJCIVRGLR3DEET_1093400_S | CNH | Sep 2024 | -78,776,000 | New | $-11264072 | — | -0.40% | DFE |
| 414 | VANTV1T63JCTAGTL_1093400_S | CHF | Sep 2024 | -11,926,690 | New | $-14129398 | — | -0.51% | DFE |
| 415 | VL7LEC0HR8FBML1K_1093400_S | CHF | Sep 2024 | -13,374,000 | New | $-15820551 | — | -0.57% | DFE |
| 416 | RQ23B2TCJSCBKGTL_1093400_S | EUR | Sep 2024 | -14,800,322 | New | $-16490817 | — | -0.59% | DFE |
| 417 | NRGHNL2B5K6I94R2_1093400_S | CAD | Sep 2024 | -26,018,000 | New | $-19247640 | — | -0.69% | DFE |
| 418 | KS5TQJDIVLLB62EQ_1093400_S | GBP | Sep 2024 | -14,632,751 | New | $-19563054 | — | -0.70% | DFE |
| 419 | 92HNO58BT4S23FGA_1093400_S | RON | Sep 2024 | -88,440,000 | New | $-19782858 | — | -0.71% | DFE |
| 420 | 79GDMVUA89I7QRTO_1093400_S | NZD | Sep 2024 | -34,132,000 | New | $-21685523 | — | -0.78% | DFE |
| 421 | 7E5PR3V719NMILAN_1093400_S | BRL | Sep 2024 | -135,256,000 | New | $-24797339 | — | -0.89% | DFE |
| 422 | TE6R4CS2QAV4UL4C_1093400_S | CAD | Sep 2024 | -43,985,000 | New | $-32529636 | — | -1.16% | DFE |
| 423 | 5DAVB5H6NRBLIEDI_1093400_S | PEN | Sep 2024 | -137,841,000 | New | $-37178586 | — | -1.33% | DFE |
| 424 | XMZ4 COMDTY | XMZ4 | Sep 2024 | -828 | New | $-66629625 | — | -2.39% | DIR |
| 425 | DI5HD585DRRKQEGA_1093400_S | CNH | Sep 2024 | -572,741,625 | New | $-82012469 | — | -2.94% | DFE |
| 426 | 3BO7UEO09I0R0OOC_1093400_S | AUD | Sep 2024 | -119,285,000 | New | $-82481267 | — | -2.95% | DFE |
| 427 | FRENCH GOVERNMENT BOND FUTURES | OATZ4 | Sep 2024 | -585 | New | $-82597288 | — | -2.96% | DIR |
| 428 | MIKFBAG5FBUEQJKB_1093400_S | NZD | Sep 2024 | -130,124,000 | New | $-82667956 | — | -2.96% | DFE |
| 429 | 8FPRD4U93FBSHD32_1093400_S | EUR | Sep 2024 | -77,087,000 | New | $-85844573 | — | -3.07% | DFE |
| 430 | LLRISUJIOMO098O8_1093400_S | GBP | Sep 2024 | -82,033,000 | New | $-109673660 | — | -3.93% | DFE |
| 431 | GU23I7K884TO6H0B_1093400_S | JPY | Sep 2024 | -16,284,836,000 | New | $-113466163 | — | -4.06% | DFE |
| 432 | G50RGKUF2M3U9UAU_1093400_S | KRW | Sep 2024 | -166,125,821,000 | New | $-127124014 | — | -4.55% | DFE |
| 433 | CNZ4 COMDTY | CNZ4 | Sep 2024 | -1,722 | New | $-159168339 | — | -5.70% | DIR |
| 434 | BJQS033C4TACOCV2_1093400_S | EUR | Sep 2024 | -169,922,000 | New | $-189226219 | — | -6.78% | DFE |
| 435 | TT3J3PMAOS5AH2FV_1093400_S | EUR | Sep 2024 | -169,923,000 | New | $-189227332 | — | -6.78% | DFE |
| 436 | DGQM6P484S5BH2LG_1093400_S | EUR | Sep 2024 | -185,241,000 | New | $-206285554 | — | -7.39% | DFE |
| 437 | EUREX 10 YEAR EURO BUND FUTURE | RXZ4 | Sep 2024 | -1,693 | New | $-254265233 | — | -9.11% | DIR |
| 438 | TSE JAPANESE 10 YEAR BOND FUTURES | JBZ4 | Sep 2024 | -371 | New | $-373387720 | — | -13.37% | DIR |
| ✕ | ISHARES BROAD USD INVESTMENT GRADE CORPORATE BOND ETF | 464288620 | — | 2,084,280 | Exited | $106.8M | — | — | — |
| ✕ | US TREASURY N/B | 91282CHX2 | — | 79,050,000 | Exited | $80.8M | — | — | — |
| ✕ | US TREASURY N/B | 9128285M8 | — | 59,400,000 | Exited | $57.4M | — | — | — |
| ✕ | FRANCE (GOVT OF) | AP3656380 | — | 51,050,000 | Exited | $52.9M | — | — | — |
| ✕ | US TREASURY N/B | 91282CHR5 | — | 49,220,800 | Exited | $49.5M | — | — | — |
| ✕ | MEX BONOS DESARR FIX RT | ZN7935812 | — | 798,700,000 | Exited | $42.6M | — | — | — |
| ✕ | REPUBLIC OF SOUTH AFRICA | EJ7498649 | — | 912,536,000 | Exited | $37.1M | — | — | — |
| ✕ | US TREASURY N/B | 912810TT5 | — | 30,000,000 | Exited | $30.3M | — | — | — |
| ✕ | FREDDIE MAC | 3132DNF65 | — | 36,243,999 | Exited | $29.9M | — | — | — |
| ✕ | FANNIE MAE | 31418EGT1 | — | 26,223,318 | Exited | $26.0M | — | — | — |
| ✕ | FREDDIE MAC | 3132DNKA0 | — | 24,551,467 | Exited | $24.3M | — | — | — |
| ✕ | FANNIE MAE | 31418DV74 | — | 26,720,031 | Exited | $22.0M | — | — | — |
| ✕ | BUNDESREPUB. DEUTSCHLAND | BY8990867 | — | 21,650,000 | Exited | $21.6M | — | — | — |
| ✕ | UNITED KINGDOM GILT | BP1300568 | — | 26,900,000 | Exited | $18.3M | — | — | — |
| ✕ | AUTOSTRADE PER L'ITALIA | BM8534356 | — | 12,900,000 | Exited | $13.1M | — | — | — |
| ✕ | PNC FINANCIAL SERVICES | 693475BS3 | — | 11,280,000 | Exited | $11.7M | — | — | — |
| ✕ | BELGIUM KINGDOM | UV8214792 | — | 11,200,000 | Exited | $10.9M | — | — | — |
| ✕ | CAPITAL ONE FINANCIAL CO | 14040HDC6 | — | 9,905,000 | Exited | $10.9M | — | — | — |
| ✕ | US TREASURY N/B | 91282CGB1 | — | 10,275,000 | Exited | $10.3M | — | — | — |
| ✕ | VONOVIA SE | BR1517753 | — | 12,000,000 | Exited | $10.1M | — | — | — |
| ✕ | US TREASURY N/B | 912810TN8 | — | 10,650,000 | Exited | $9.8M | — | — | — |
| ✕ | RAIFFEISEN BANK INTL | ZM5015999 | — | 8,300,000 | Exited | $9.3M | — | — | — |
| ✕ | LOGICOR FINANCING SARL | BN4542633 | — | 10,680,000 | Exited | $9.1M | — | — | — |
| ✕ | CELANESE US HOLDINGS LLC | BX7555788 | — | 7,801,000 | Exited | $9.0M | — | — | — |
| ✕ | BXHPP TRUST | 05609JAJ1 | — | 9,620,000 | Exited | $8.9M | — | — | — |
| ✕ | VOLKSWAGEN BANK GMBH | ZK3696463 | — | 7,200,000 | Exited | $8.4M | — | — | — |
| ✕ | CAMB COMMERCIAL MORTGAGE TRUST | 12482HAA2 | — | 8,350,000 | Exited | $8.3M | — | — | — |
| ✕ | FRANCE (GOVT OF) | ZP7360719 | — | 12,800,000 | Exited | $8.1M | — | — | — |
| ✕ | REALTY INCOME CORP | ZJ0869322 | — | 6,834,000 | Exited | $8.0M | — | — | — |
| ✕ | FANNIEMAE GRANTOR TRUST | 3136AV6R5 | — | 7,633,049 | Exited | $7.2M | — | — | — |
| ✕ | NASDAQ INC | 63111XAL5 | — | 6,664,000 | Exited | $7.2M | — | — | — |
| ✕ | HUNGARY GOVERNMENT BOND | BT4396433 | — | 2,699,850,000 | Exited | $7.2M | — | — | — |
| ✕ | IBERCAJA BANCO SA | ZP5396970 | — | 6,600,000 | Exited | $7.0M | — | — | — |
| ✕ | COLUMBIA PIPELINES OPCO | 19828TAA4 | — | 6,623,000 | Exited | $6.9M | — | — | — |
| ✕ | SINGAPORE GOVERNMENT | AS3039433 | — | 9,000,000 | Exited | $6.8M | — | — | — |
| ✕ | FREDDIE MAC | 3133KMEM3 | — | 7,956,319 | Exited | $6.6M | — | — | — |
| ✕ | BERKSHIRE HATHAWAY FIN | BV0736157 | — | 6,540,000 | Exited | $6.6M | — | — | — |
| ✕ | BRITISH AMERICAN TOBACCO PLC | BR4859087 | — | 6,500,000 | Exited | $6.4M | — | — | — |
| ✕ | DIGITAL EURO FINCO | JK7307651 | — | 5,814,000 | Exited | $6.4M | — | — | — |
| ✕ | CHARTER COMM OPT LLC/CAP | 161175CK8 | — | 7,583,000 | Exited | $6.4M | — | — | — |
| ✕ | VONOVIA SE | BV4086070 | — | 6,300,000 | Exited | $6.1M | — | — | — |
| ✕ | US BANCORP | 91159HJN1 | — | 5,801,000 | Exited | $6.0M | — | — | — |
| ✕ | ORANO SA | ZN2141820 | — | 5,100,000 | Exited | $5.9M | — | — | — |
| ✕ | VOLKSWAGEN GROUP AMERICA | 928668CC4 | — | 5,456,000 | Exited | $5.8M | — | — | — |
| ✕ | FREDDIE MAC - SLST | 35564CEJ2 | — | 6,425,000 | Exited | $5.7M | — | — | — |
| ✕ | BAT INTL FINANCE PLC | AO7043042 | — | 5,700,000 | Exited | $5.6M | — | — | — |
| ✕ | MIZUHO FINANCIAL GROUP | BY7414224 | — | 4,767,000 | Exited | $5.4M | — | — | — |
| ✕ | ELECTRICITE DE FRANCE SA | BP7958104 | — | 5,400,000 | Exited | $5.3M | — | — | — |
| ✕ | JBS USA/FOOD/FINANCE | 46590XAU0 | — | 5,915,000 | Exited | $5.1M | — | — | — |
| ✕ | FANNIE MAE | 3140M7PV7 | — | 6,041,594 | Exited | $5.0M | — | — | — |
| ✕ | US BANCORP | 91159HJJ0 | — | 4,612,000 | Exited | $4.8M | — | — | — |
| ✕ | LA BANQUE POSTALE | ZN6599486 | — | 4,100,000 | Exited | $4.7M | — | — | — |
| ✕ | FARMER MAC AGRICULTURAL REAL E | 30768WAA6 | — | 5,713,322 | Exited | $4.7M | — | — | — |
| ✕ | PERMANENT TSB GROUP | ZK2436515 | — | 4,035,000 | Exited | $4.7M | — | — | — |
| ✕ | FREDDIE MAC - SLST | 35564CBC0 | — | 5,000,000 | Exited | $4.6M | — | — | — |
| ✕ | PNC FINANCIAL SERVICES | 693475BJ3 | — | 4,385,000 | Exited | $4.6M | — | — | — |
| ✕ | CARRIER GLOBAL CORP | ZG1381976 | — | 3,829,000 | Exited | $4.5M | — | — | — |
| ✕ | FREDDIE MAC - SLST | 35564CAN7 | — | 4,552,145 | Exited | $4.3M | — | — | — |
| ✕ | LIFE FINANCIAL SERVICES TRUST | 53218CAA8 | — | 4,275,920 | Exited | $4.2M | — | — | — |
| ✕ | UBS GROUP AG | ZP3177406 | — | 3,780,000 | Exited | $3.8M | — | — | — |
| ✕ | UNITED KINGDOM GILT | EI8253110 | — | 3,175,000 | Exited | $3.8M | — | — | — |
| ✕ | SWEDISH GOVERNMENT | EJ0857460 | — | 37,450,000 | Exited | $3.8M | — | — | — |
| ✕ | FREDDIE MAC - SLST | 35564CCZ8 | — | 4,019,507 | Exited | $3.7M | — | — | — |
| ✕ | WELLS FARGO & COMPANY | 95000U3D3 | — | 3,670,000 | Exited | $3.7M | — | — | — |
| ✕ | AMERICAN HOMES 4 RENT | 02665XAA7 | — | 3,755,238 | Exited | $3.7M | — | — | — |
| ✕ | TAPESTRY INC | 876030AF4 | — | 3,403,000 | Exited | $3.6M | — | — | — |
| ✕ | ROMANIA | BJ5968141 | — | 3,450,000 | Exited | $3.5M | — | — | — |
| ✕ | ENERGY TRANSFER LP | 29273VAU4 | — | 3,218,000 | Exited | $3.5M | — | — | — |
| ✕ | TAPESTRY INC | 876030AE7 | — | 3,247,000 | Exited | $3.4M | — | — | — |
| ✕ | VERIZON COMMUNICATIONS | BZ9174849 | — | 2,900,000 | Exited | $3.4M | — | — | — |
| ✕ | ENERGY TRANSFER LP | 29273VAT7 | — | 3,053,000 | Exited | $3.3M | — | — | — |
| ✕ | HAMMERSON IRELAND | BP7949749 | — | 3,219,000 | Exited | $3.3M | — | — | — |
| ✕ | WPC EUROBOND BV | 92940NAA7 | — | 2,975,000 | Exited | $3.2M | — | — | — |
| ✕ | AMERICREDIT AUTOMOBILE RECEIVA | 03067DAF2 | — | 3,232,545 | Exited | $3.2M | — | — | — |
| ✕ | FREDDIE MAC - SCRT | 35563PHK8 | — | 3,186,025 | Exited | $3.0M | — | — | — |
| ✕ | WELLS FARGO COMMERCIAL MORTGAG | 95003LAA8 | — | 2,877,544 | Exited | $2.8M | — | — | — |
| ✕ | TORONTO-DOMINION BANK | BV6622823 | — | 2,741,000 | Exited | $2.8M | — | — | — |
| ✕ | HONEYWELL INTERNATIONAL | ZK6223497 | — | 2,386,000 | Exited | $2.7M | — | — | — |
| ✕ | LOGICOR FINANCING SARL | AV5251146 | — | 2,475,000 | Exited | $2.6M | — | — | — |
| ✕ | TRUIST FINANCIAL CORP | 89788MAQ5 | — | 2,399,000 | Exited | $2.6M | — | — | — |
| ✕ | GENERAL MOTORS FINL CO | 37045XEG7 | — | 2,444,000 | Exited | $2.5M | — | — | — |
| ✕ | SELP FINANCE SARL | BY1921141 | — | 2,205,000 | Exited | $2.4M | — | — | — |
| ✕ | ROMANIA | ZI8421433 | — | 2,072,000 | Exited | $2.4M | — | — | — |
| ✕ | BNP PARIBAS | BY6594786 | — | 2,100,000 | Exited | $2.3M | — | — | — |
| ✕ | AUTOSTRADE PER L'ITALIA | AP0972533 | — | 2,340,000 | Exited | $2.3M | — | — | — |
| ✕ | ING GROEP NV | 456837BH5 | — | 2,188,000 | Exited | $2.3M | — | — | — |
| ✕ | FREDDIE MAC - SCRT | 35563PLQ0 | — | 2,347,140 | Exited | $2.2M | — | — | — |
| ✕ | FREDDIE MAC - SCRT | 35563PCS6 | — | 2,187,360 | Exited | $2.1M | — | — | — |
| ✕ | CARRIER GLOBAL CORP | 14448CAY0 | — | 1,863,000 | Exited | $2.0M | — | — | — |
| ✕ | FREDDIE MAC - SCRT | 35563PSU4 | — | 2,110,197 | Exited | $1.9M | — | — | — |
| ✕ | ATHORA HOLDING LTD | ZK8856617 | — | 1,652,000 | Exited | $1.9M | — | — | — |
| ✕ | SELP FINANCE SARL | BP6185261 | — | 1,996,000 | Exited | $1.9M | — | — | — |
| ✕ | OSCAR US FUNDING TRUST | 68784EAD0 | — | 1,811,561 | Exited | $1.8M | — | — | — |
| ✕ | REALTY INCOME CORP | ZJ0869348 | — | 1,288,000 | Exited | $1.6M | — | — | — |
| ✕ | CARRIER GLOBAL CORP | 14448CBA1 | — | 1,346,000 | Exited | $1.6M | — | — | — |
| ✕ | VONOVIA FINANCE BV | ZR4575067 | — | 1,700,000 | Exited | $1.5M | — | — | — |
| ✕ | CELLNEX TELECOM SA | BK0950067 | — | 1,500,000 | Exited | $1.5M | — | — | — |
| ✕ | TESLA AUTO LEASE TRUST | 88161FAF3 | — | 1,496,145 | Exited | $1.5M | — | — | — |
| ✕ | MBARC CREDIT CANADA INC | 552755BS8 | — | 1,943,492 | Exited | $1.5M | — | — | — |
| ✕ | AT&T INC | 00206RCP5 | — | 1,400,000 | Exited | $1.3M | — | — | — |
| ✕ | INT DISTRIBUTIONS SERV | ZI7127478 | — | 1,130,000 | Exited | $1.3M | — | — | — |
| ✕ | VONOVIA SE | BP9476923 | — | 1,400,000 | Exited | $1.3M | — | — | — |
| ✕ | ATHORA NETHERLANDS | BP0000896 | — | 1,170,000 | Exited | $1.2M | — | — | — |
| ✕ | LOGICOR FINANCING SARL | BT4005646 | — | 1,147,000 | Exited | $1.1M | — | — | — |
| ✕ | BRASS PLC | BCC2R4V61 | — | 1,108,943 | Exited | $1.1M | — | — | — |
| ✕ | THAMES WATER UTIL FIN | BT5684597 | — | 1,257,000 | Exited | $1.0M | — | — | — |
| ✕ | MULTIFAMILY STRUCTURED CREDIT | 35563FAA9 | — | 1,057,933 | Exited | $1.0M | — | — | — |
| ✕ | HUNGARY | 445545AT3 | — | 880,000 | Exited | $1.0M | — | — | — |
| ✕ | LOGICOR FINANCING SARL | BT4005679 | — | 1,095,000 | Exited | $0.9M | — | — | — |
| ✕ | TRUIST FINANCIAL CORP | 89788MAK8 | — | 859,000 | Exited | $0.9M | — | — | — |
| ✕ | RAIFFEISEN BANK INTL | BR1561827 | — | 900,000 | Exited | $0.9M | — | — | — |
| ✕ | ROMANIA | BQ4352911 | — | 771,000 | Exited | $0.7M | — | — | — |
| ✕ | VONOVIA SE | BP9477046 | — | 700,000 | Exited | $0.6M | — | — | — |
| ✕ | OSCAR US FUNDING TRUST | 68784YAF1 | — | 509,422 | Exited | $0.5M | — | — | — |
| ✕ | LEG IMMOBILIEN SE | BT4285727 | — | 400,000 | Exited | $0.4M | — | — | — |
| ✕ | UPSTART SECURITIZATION TRUST | 91682NAA1 | — | 248,336 | Exited | $0.2M | — | — | — |