MassMutual Total Return Bond Fund
MASSMUTUAL SELECT FUNDS
+556
New
556
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | WI TREASURY SEC. | 91282CLP4 | Sep 2024 | 56,229,000 | $56.1M | 7.95% | DBT |
| 2 | US TREASURY N/B | 91282CLN9 | Sep 2024 | 47,932,000 | $47.8M | 6.78% | DBT |
| 3 | US TREASURY N/B | 912810UD8 | Sep 2024 | 44,320,000 | $44.0M | 6.23% | DBT |
| 4 | US TREASURY N/B | 91282CLF6 | Sep 2024 | 42,763,000 | $43.1M | 6.11% | DBT |
| 5 | US TREASURY N/B | 912810UC0 | Sep 2024 | 31,610,000 | $32.3M | 4.58% | DBT |
| 6 | FNMA TBA 30 YR 3.5 | 01F0326A7 | Sep 2024 | 16,550,000 | $15.4M | 2.19% | ABS-MBS |
| 7 | Repurchase Agreement | 85748R009 | Sep 2024 | 11,958,932 | $12.0M | 1.70% | RA |
| 8 | FNMA TBA 30 YR 5.5 | 01F0526A5 | Sep 2024 | 10,750,000 | $10.9M | 1.54% | ABS-MBS |
| 9 | GNMA II TBA 30 YR 5 | 21H0506A5 | Sep 2024 | 10,000,000 | $10.0M | 1.42% | ABS-MBS |
| 10 | GNMA II TBA 30 YR 2.5 | 21H0226A4 | Sep 2024 | 10,875,000 | $9.6M | 1.36% | ABS-MBS |
| 11 | FNMA TBA 30 YR 5 | 01F0506A9 | Sep 2024 | 8,850,000 | $8.8M | 1.25% | ABS-MBS |
| 12 | FED HM LN PC POOL SD8199 | 3132DWDC4 | Sep 2024 | 9,095,135 | $7.5M | 1.07% | ABS-MBS |
| 13 | FNMA POOL MA4563 | 31418EB90 | Sep 2024 | 8,315,836 | $7.2M | 1.02% | ABS-MBS |
| 14 | GNMA II TBA 30 YR 4.5 | 21H0426A2 | Sep 2024 | 7,275,000 | $7.2M | 1.02% | ABS-MBS |
| 15 | GNMA II TBA 30 YR 4 | 21H0406A6 | Sep 2024 | 7,225,000 | $7.0M | 0.99% | ABS-MBS |
| 16 | FNMA POOL MA4577 | 31418ECP3 | Sep 2024 | 7,660,338 | $6.3M | 0.90% | ABS-MBS |
| 17 | FNMA TBA 30 YR 4.5 | 01F0426A6 | Sep 2024 | 6,250,000 | $6.1M | 0.87% | ABS-MBS |
| 18 | FNMA POOL MA4840 | 31418ELW8 | Sep 2024 | 5,990,603 | $5.9M | 0.84% | ABS-MBS |
| 19 | GNMA II TBA 30 YR 5.5 | 21H0526A1 | Sep 2024 | 5,125,000 | $5.2M | 0.73% | ABS-MBS |
| 20 | FED HM LN PC POOL SD8257 | 3132DWE66 | Sep 2024 | 4,999,260 | $4.9M | 0.70% | ABS-MBS |
| 21 | FNMA POOL MA4917 | 31418EPB0 | Sep 2024 | 4,718,363 | $4.6M | 0.66% | ABS-MBS |
| 22 | GNMA II POOL MA8347 | 36179XHY5 | Sep 2024 | 4,346,903 | $4.3M | 0.61% | ABS-MBS |
| 23 | FNMA POOL CB4121 | 3140QPSK4 | Sep 2024 | 4,324,897 | $4.2M | 0.59% | ABS-MBS |
| 24 | US TREASURY N/B | 91282CLH2 | Sep 2024 | 4,120,000 | $4.1M | 0.59% | DBT |
| 25 | CIM TRUST | 12565VAA1 | Sep 2024 | 4,873,513 | $4.1M | 0.58% | ABS-O |
| 26 | FNMA POOL BT9728 | 3140LYY23 | Sep 2024 | 4,666,645 | $3.9M | 0.55% | ABS-MBS |
| 27 | SLM STUDENT LOAN TRUST | 78444YAE5 | Sep 2024 | 3,735,000 | $3.7M | 0.53% | ABS-O |
| 28 | FNMA POOL FS8864 | 3140XQZ67 | Sep 2024 | 3,896,599 | $3.7M | 0.53% | ABS-MBS |
| 29 | FED HM LN PC POOL SD8265 | 3132DWFE8 | Sep 2024 | 3,881,304 | $3.7M | 0.53% | ABS-MBS |
| 30 | ROCKFORD TOWER CLO LTD | 77341GAS9 | Sep 2024 | 3,700,000 | $3.7M | 0.52% | ABS-CBDO |
| 31 | FNMA POOL BV8526 | 3140MNPL4 | Sep 2024 | 4,091,018 | $3.7M | 0.52% | ABS-MBS |
| 32 | FED HM LN PC POOL SD3246 | 3132DQTB2 | Sep 2024 | 3,741,261 | $3.6M | 0.51% | ABS-MBS |
| 33 | FED HM LN PC POOL SD5202 | 3132DSX72 | Sep 2024 | 3,686,092 | $3.5M | 0.50% | ABS-MBS |
| 34 | FED HM LN PC POOL G07848 | 3128MABR9 | Sep 2024 | 3,524,958 | $3.4M | 0.48% | ABS-MBS |
| 35 | FNMA POOL FS7252 | 3140XPBW8 | Sep 2024 | 3,322,686 | $3.3M | 0.47% | ABS-MBS |
| 36 | FNMA POOL BQ6913 | 3140KSVF1 | Sep 2024 | 3,948,000 | $3.3M | 0.46% | ABS-MBS |
| 37 | ONSLOW BAY FINANCIAL LLC | 67448XAA4 | Sep 2024 | 3,842,331 | $3.2M | 0.46% | ABS-O |
| 38 | FED HM LN PC POOL SD8220 | 3132DWDZ3 | Sep 2024 | 3,578,195 | $3.2M | 0.46% | ABS-MBS |
| 39 | FNMA POOL CB2767 | 3140QNCD2 | Sep 2024 | 3,832,601 | $3.2M | 0.45% | ABS-MBS |
| 40 | FNMA POOL FS1598 | 3140XGX46 | Sep 2024 | 3,848,024 | $3.2M | 0.45% | ABS-MBS |
| 41 | State Street Navigator Securities Lending Trust | 638995910 | Sep 2024 | 3,182,115 | $3.2M | 0.45% | STIV |
| 42 | FED HM LN PC POOL SD8212 | 3132DWDR1 | Sep 2024 | 3,663,444 | $3.2M | 0.45% | ABS-MBS |
| 43 | FNMA POOL MA4579 | 31418ECR9 | Sep 2024 | 3,490,162 | $3.1M | 0.45% | ABS-MBS |
| 44 | FED HM LN PC POOL SD8193 | 3132DWC68 | Sep 2024 | 3,791,887 | $3.1M | 0.45% | ABS-MBS |
| 45 | WAMU MORTGAGE PASS THROUGH CER | 93363NAD7 | Sep 2024 | 3,461,542 | $3.1M | 0.44% | ABS-O |
| 46 | FNMA POOL MA4548 | 31418EBS8 | Sep 2024 | 3,502,667 | $3.0M | 0.43% | ABS-MBS |
| 47 | FED HM LN PC POOL SD8194 | 3132DWC76 | Sep 2024 | 3,478,557 | $3.0M | 0.43% | ABS-MBS |
| 48 | FNMA TBA 30 YR 3 | 01F0306A1 | Sep 2024 | 3,350,000 | $3.0M | 0.43% | ABS-MBS |
| 49 | PRP ADVISORS, LLC | 693582AA6 | Sep 2024 | 3,009,468 | $3.0M | 0.42% | ABS-O |
| 50 | FARMERS EXCHANGE CAP III | 30958QAA9 | Sep 2024 | 3,290,000 | $2.9M | 0.42% | DBT |
| 51 | ONSLOW BAY FINANCIAL LLC | 67115DAA0 | Sep 2024 | 3,377,278 | $2.9M | 0.41% | ABS-O |
| 52 | PRP ADVISORS, LLC | 69358DAA2 | Sep 2024 | 2,916,880 | $2.9M | 0.41% | ABS-O |
| 53 | MORGAN STANLEY | 61747YEG6 | Sep 2024 | 2,885,000 | $2.9M | 0.41% | DBT |
| 54 | US TREASURY N/B | 912810UB2 | Sep 2024 | 2,615,000 | $2.8M | 0.39% | DBT |
| 55 | FNMA TBA 30 YR 2.5 | 01F0226A8 | Sep 2024 | 3,200,000 | $2.8M | 0.39% | ABS-MBS |
| 56 | CIM TRUST | 12569VAA7 | Sep 2024 | 2,704,123 | $2.7M | 0.38% | ABS-O |
| 57 | US TREASURY N/B | 91282CLL3 | Sep 2024 | 2,690,000 | $2.7M | 0.38% | DBT |
| 58 | BX TRUST | 05608MAA4 | Sep 2024 | 2,870,000 | $2.6M | 0.37% | ABS-O |
| 59 | FED HM LN PC POOL SD8147 | 3132DWBQ5 | Sep 2024 | 2,975,353 | $2.6M | 0.37% | ABS-MBS |
| 60 | BANK OF AMERICA CORP | 06051GGF0 | Sep 2024 | 2,564,000 | $2.5M | 0.36% | DBT |
| 61 | FANNIE MAE CAS | 20753XAB0 | Sep 2024 | 2,400,000 | $2.5M | 0.36% | ABS-O |
| 62 | GOLDMAN SACHS GROUP INC | 38141GYA6 | Sep 2024 | 2,610,000 | $2.5M | 0.35% | DBT |
| 63 | FNMA POOL CB6854 | 3140QSTL5 | Sep 2024 | 2,484,464 | $2.4M | 0.35% | ABS-MBS |
| 64 | ROCKFORD TOWER CLO LTD | 77342MAN6 | Sep 2024 | 2,435,000 | $2.4M | 0.35% | ABS-CBDO |
| 65 | AMERICAN MONEY MANAGEMENT CORP | 03165UAA6 | Sep 2024 | 2,400,000 | $2.4M | 0.34% | ABS-O |
| 66 | FNMA POOL BO2259 | 3140JWQM5 | Sep 2024 | 2,645,547 | $2.4M | 0.34% | ABS-MBS |
| 67 | CLOVER CLO | 00142MAE0 | Sep 2024 | 2,400,000 | $2.4M | 0.34% | ABS-CBDO |
| 68 | PROGRESS RESIDENTIAL TRUST | 74333TAE9 | Sep 2024 | 2,500,000 | $2.4M | 0.34% | ABS-O |
| 69 | DEUTSCHE ALT A SECURITIES INC | 25150WAB0 | Sep 2024 | 2,680,168 | $2.4M | 0.33% | ABS-O |
| 70 | WARNERMEDIA HOLDINGS INC | 55903VBE2 | Sep 2024 | 3,001,000 | $2.3M | 0.33% | DBT |
| 71 | AJAX MORTGAGE LOAN TRUST | 00971BAA8 | Sep 2024 | 2,368,309 | $2.3M | 0.32% | ABS-O |
| 72 | COUNTRYWIDE ASSET BACKED CERTI | 12669VAA6 | Sep 2024 | 2,388,103 | $2.3M | 0.32% | ABS-O |
| 73 | HARBORVIEW MORTGAGE LOAN TRUST | 41164UAB5 | Sep 2024 | 2,454,762 | $2.3M | 0.32% | ABS-O |
| 74 | CYRUSONE DATA CENTERS ISSUER I | 23284BAF1 | Sep 2024 | 2,270,000 | $2.2M | 0.32% | ABS-O |
| 75 | BANK OF AMERICA CORP | 06051GKJ7 | Sep 2024 | 2,311,000 | $2.2M | 0.31% | DBT |
| 76 | FNMA POOL MA4158 | 31418DTQ5 | Sep 2024 | 2,657,704 | $2.2M | 0.31% | ABS-MBS |
| 77 | CREDIT SUISSE MORTGAGE TRUST | 12662KAA7 | Sep 2024 | 2,534,961 | $2.2M | 0.31% | ABS-O |
| 78 | COLT FUNDING LLC | 19688NAA6 | Sep 2024 | 2,154,494 | $2.2M | 0.31% | ABS-O |
| 79 | FNMA POOL CB2766 | 3140QNCC4 | Sep 2024 | 2,580,035 | $2.2M | 0.31% | ABS-MBS |
| 80 | BINOM SECURITIZATION TRUST | 05552CAA2 | Sep 2024 | 2,250,547 | $2.1M | 0.30% | ABS-O |
| 81 | BANK OF AMERICA CORP | 06051GJZ3 | Sep 2024 | 2,270,000 | $2.1M | 0.30% | DBT |
| 82 | OPTION ONE MORTGAGE LOAN TRUST | 68389BAN3 | Sep 2024 | 3,293,141 | $2.1M | 0.30% | ABS-O |
| 83 | FNMA POOL FS6925 | 3140XNVT8 | Sep 2024 | 2,397,245 | $2.1M | 0.29% | ABS-MBS |
| 84 | FHLMC MULTIFAMILY STRUCTURED P | 3137FG6T7 | Sep 2024 | 2,115,000 | $2.0M | 0.29% | ABS-O |
| 85 | SBNA AUTO RECEIVABLES TRUST | 78437PAC7 | Sep 2024 | 2,000,000 | $2.0M | 0.29% | ABS-O |
| 86 | FNMA POOL FS4701 | 3140XLGK8 | Sep 2024 | 2,039,138 | $2.0M | 0.28% | ABS-MBS |
| 87 | BABSON CLO LTD | 06760XAL8 | Sep 2024 | 1,985,937 | $2.0M | 0.28% | ABS-CBDO |
| 88 | BAYER US FINANCE II LLC | 07274NAL7 | Sep 2024 | 1,996,000 | $2.0M | 0.28% | DBT |
| 89 | HARBORVIEW MORTGAGE LOAN TRUST | 41162CAA9 | Sep 2024 | 2,427,790 | $2.0M | 0.28% | ABS-O |
| 90 | FED HM LN PC POOL G60138 | 31335AEK0 | Sep 2024 | 2,029,021 | $1.9M | 0.28% | ABS-MBS |
| 91 | FNMA TBA 30 YR 2 | 01F0206A2 | Sep 2024 | 2,325,000 | $1.9M | 0.27% | ABS-MBS |
| 92 | FNMA POOL FS8274 | 3140XQFQ5 | Sep 2024 | 2,291,763 | $1.9M | 0.27% | ABS-MBS |
| 93 | FNMA POOL BW9897 | 3140N27K1 | Sep 2024 | 1,922,319 | $1.9M | 0.27% | ABS-MBS |
| 94 | JPMORGAN CHASE + CO | 46647PCT1 | Sep 2024 | 1,890,000 | $1.9M | 0.27% | DBT |
| 95 | BANC OF AMERICA MERRILL LYNCH | 05492PAQ1 | Sep 2024 | 1,920,000 | $1.9M | 0.27% | ABS-O |
| 96 | FNMA POOL MA1148 | 31418AH27 | Sep 2024 | 1,942,700 | $1.9M | 0.26% | ABS-MBS |
| 97 | DRYDEN SENIOR LOAN FUND | 26244MBA9 | Sep 2024 | 1,850,000 | $1.9M | 0.26% | ABS-CBDO |
| 98 | FED HM LN PC POOL SD8189 | 3132DWC27 | Sep 2024 | 2,113,592 | $1.8M | 0.26% | ABS-MBS |
| 99 | HARBORVIEW MORTGAGE LOAN TRUST | 41165BAA8 | Sep 2024 | 2,153,073 | $1.8M | 0.26% | ABS-O |
| 100 | WELLS FARGO + COMPANY | 95000U3E1 | Sep 2024 | 1,755,000 | $1.8M | 0.26% | DBT |
| 101 | FED HM LN PC POOL SD8204 | 3132DWDH3 | Sep 2024 | 2,198,413 | $1.8M | 0.26% | ABS-MBS |
| 102 | FED HM LN PC POOL SD3016 | 3132DQK54 | Sep 2024 | 1,998,567 | $1.8M | 0.26% | ABS-MBS |
| 103 | ALLEGRO CLO LTD | 01750FAS5 | Sep 2024 | 1,800,000 | $1.8M | 0.26% | ABS-CBDO |
| 104 | FED HM LN PC POOL SD8200 | 3132DWDD2 | Sep 2024 | 2,082,964 | $1.8M | 0.26% | ABS-MBS |
| 105 | GOVERNMENT NATIONAL MORTGAGE A | 38384PYX2 | Sep 2024 | 1,793,388 | $1.8M | 0.25% | ABS-O |
| 106 | APIDOS CLO LTD | 03762YAR8 | Sep 2024 | 1,773,943 | $1.8M | 0.25% | ABS-CBDO |
| 107 | FED HM LN PC POOL G08726 | 3128MJYY0 | Sep 2024 | 1,904,949 | $1.7M | 0.25% | ABS-MBS |
| 108 | FED HM LN PC POOL RA4179 | 3133KKUC1 | Sep 2024 | 1,985,582 | $1.7M | 0.24% | ABS-MBS |
| 109 | RAD CLO LTD | 749984AA8 | Sep 2024 | 1,691,777 | $1.7M | 0.24% | ABS-CBDO |
| 110 | VERICREST OPPORTUNITY LOAN TRA | 92873JAA7 | Sep 2024 | 1,704,861 | $1.7M | 0.24% | ABS-O |
| 111 | FNMA POOL MA4176 | 31418DUA8 | Sep 2024 | 1,912,837 | $1.7M | 0.24% | ABS-MBS |
| 112 | WASHINGTON MUTUAL MORTGAGE PAS | 93934FBU5 | Sep 2024 | 2,035,242 | $1.7M | 0.24% | ABS-O |
| 113 | INTL FLAVOR + FRAGRANCES | 459506AQ4 | Sep 2024 | 1,860,000 | $1.6M | 0.23% | DBT |
| 114 | WISCONSIN POWER + LIGHT | 976826BR7 | Sep 2024 | 1,535,000 | $1.6M | 0.22% | DBT |
| 115 | GREAT WOLF TRUST | 362414AC8 | Sep 2024 | 1,532,000 | $1.5M | 0.22% | ABS-O |
| 116 | FED HM LN PC POOL QE0312 | 3133B9KZ6 | Sep 2024 | 1,823,144 | $1.5M | 0.21% | ABS-MBS |
| 117 | FNMA POOL BY0545 | 3140NGTB6 | Sep 2024 | 1,487,624 | $1.5M | 0.21% | ABS-MBS |
| 118 | GOLDMAN SACHS GROUP INC | 38141GYM0 | Sep 2024 | 1,550,000 | $1.5M | 0.21% | DBT |
| 119 | HSBC HOLDINGS PLC | 404280CG2 | Sep 2024 | 1,480,000 | $1.5M | 0.21% | DBT |
| 120 | MORGAN STANLEY CAPITAL INC | 617451DR7 | Sep 2024 | 1,516,542 | $1.4M | 0.21% | ABS-O |
| 121 | WARNERMEDIA HOLDINGS INC | 55903VBD4 | Sep 2024 | 1,760,000 | $1.4M | 0.20% | DBT |
| 122 | SPRINT SPECTRUM / SPEC I | 85208NAE0 | Sep 2024 | 1,410,500 | $1.4M | 0.20% | DBT |
| 123 | FNMA POOL FS4233 | 3140XKV31 | Sep 2024 | 1,445,683 | $1.4M | 0.20% | ABS-MBS |
| 124 | NELNET STUDENT LOAN TRUST | 64031QCJ8 | Sep 2024 | 1,456,092 | $1.4M | 0.20% | ABS-O |
| 125 | KEYSPAN GAS EAST CORP | 49338CAA1 | Sep 2024 | 1,337,000 | $1.4M | 0.20% | DBT |
| 126 | AMERICAN MONEY MANAGEMENT CORP | 00175MBN9 | Sep 2024 | 1,377,742 | $1.4M | 0.20% | ABS-CBDO |
| 127 | OCP CLO LTD | 67106BAU1 | Sep 2024 | 1,373,411 | $1.4M | 0.19% | DBT |
| 128 | FNMA POOL BN7755 | 3140JQTM5 | Sep 2024 | 1,486,484 | $1.4M | 0.19% | ABS-MBS |
| 129 | FNMA POOL MA1607 | 31418AYD4 | Sep 2024 | 1,389,722 | $1.3M | 0.19% | ABS-MBS |
| 130 | FIRSTENERGY TRANSMISSION | 33767BAD1 | Sep 2024 | 1,401,000 | $1.3M | 0.19% | DBT |
| 131 | RESIDENTIAL ASSET SECURITIZATI | 76114BAA6 | Sep 2024 | 1,781,247 | $1.3M | 0.18% | ABS-O |
| 132 | FED HM LN PC POOL G67714 | 3132XCSB2 | Sep 2024 | 1,303,730 | $1.3M | 0.18% | ABS-MBS |
| 133 | CREDIT SUISSE MORTGAGE TRUST | 12654PAE8 | Sep 2024 | 1,313,336 | $1.3M | 0.18% | ABS-O |
| 134 | FED HM LN PC POOL G67707 | 3132XCR49 | Sep 2024 | 1,328,060 | $1.3M | 0.18% | ABS-MBS |
| 135 | JPMORGAN CHASE + CO | 46647PCB0 | Sep 2024 | 1,320,000 | $1.3M | 0.18% | DBT |
| 136 | ENTERGY LOUISIANA LLC | ETR413 | Sep 2024 | 1,250,000 | $1.2M | 0.18% | DBT |
| 137 | AJAX MORTGAGE LOAN TRUST | 00969PAA1 | Sep 2024 | 1,278,818 | $1.2M | 0.18% | ABS-O |
| 138 | FED HM LN PC POOL G08732 | 3128MJY61 | Sep 2024 | 1,350,693 | $1.2M | 0.18% | ABS-MBS |
| 139 | HOMEBANC MORTGAGE TRUST | 43739ECB1 | Sep 2024 | 1,271,669 | $1.2M | 0.18% | ABS-O |
| 140 | BANC OF AMERICA MERRILL LYNCH | 05491YAA8 | Sep 2024 | 1,280,000 | $1.2M | 0.17% | ABS-O |
| 141 | WELLS FARGO + COMPANY | 95000U2S1 | Sep 2024 | 1,280,000 | $1.2M | 0.17% | DBT |
| 142 | BX TRUST | 05612RAC3 | Sep 2024 | 1,199,000 | $1.2M | 0.17% | ABS-O |
| 143 | BAYER US FINANCE II LLC | 07274NAN3 | Sep 2024 | 1,310,000 | $1.2M | 0.17% | DBT |
| 144 | T MOBILE USA INC | 87264ADM4 | Sep 2024 | 1,185,000 | $1.2M | 0.17% | DBT |
| 145 | GNMA II POOL MA4719 | 36179TG41 | Sep 2024 | 1,227,643 | $1.2M | 0.17% | ABS-MBS |
| 146 | FED HM LN PC POOL SD8213 | 3132DWDS9 | Sep 2024 | 1,291,741 | $1.2M | 0.16% | ABS-MBS |
| 147 | DUKE ENERGY CORP | ACI2NP7R4 | Sep 2024 | 1,030,000 | $1.2M | 0.16% | DBT |
| 148 | FED HM LN PC POOL G67717 | 3132XCSE6 | Sep 2024 | 1,156,253 | $1.1M | 0.16% | ABS-MBS |
| 149 | AMERICAN HOME MORTGAGE INVESTM | 02660TJB0 | Sep 2024 | 1,253,284 | $1.1M | 0.16% | ABS-O |
| 150 | SEALED AIR CORP | 81211KAZ3 | Sep 2024 | 1,200,000 | $1.1M | 0.16% | DBT |
| 151 | GNMA II POOL MA4126 | 36179SSP3 | Sep 2024 | 1,218,223 | $1.1M | 0.16% | ABS-MBS |
| 152 | UBER TECHNOLOGIES INC | 90353TAP5 | Sep 2024 | 1,105,000 | $1.1M | 0.16% | DBT |
| 153 | PRP ADVISORS, LLC | 69360FAA3 | Sep 2024 | 1,114,734 | $1.1M | 0.16% | ABS-O |
| 154 | FED HM LN PC POOL G08716 | 3128MJYN4 | Sep 2024 | 1,156,399 | $1.1M | 0.16% | ABS-MBS |
| 155 | GNMA II POOL MA4512 | 36179TAM7 | Sep 2024 | 1,072,701 | $1.1M | 0.15% | ABS-MBS |
| 156 | ATHENE GLOBAL FUNDING | 04685A3C3 | Sep 2024 | 1,185,000 | $1.1M | 0.15% | DBT |
| 157 | NEW YORK CITY NY TRANSITIONAL | 64971X6R4 | Sep 2024 | 1,033,000 | $1.1M | 0.15% | DBT |
| 158 | BX TRUST | 05606DAG3 | Sep 2024 | 1,069,307 | $1.1M | 0.15% | ABS-O |
| 159 | NEW YORK CITY NY TRANSITIONAL | 64971X6S2 | Sep 2024 | 1,033,000 | $1.1M | 0.15% | DBT |
| 160 | STRUCTURED ASSET MORTGAGE INVE | 86359LTG4 | Sep 2024 | 1,250,410 | $1.1M | 0.15% | ABS-O |
| 161 | BX TRUST | 05609TAE0 | Sep 2024 | 1,057,000 | $1.0M | 0.15% | ABS-O |
| 162 | ARBOR REALTY COLLATERALIZED LO | 03880KAA2 | Sep 2024 | 1,047,901 | $1.0M | 0.15% | ABS-CBDO |
| 163 | DATABANK ISSUER LLC | 23802WAG6 | Sep 2024 | 1,100,000 | $1.0M | 0.15% | ABS-O |
| 164 | TTAN | 87303TAN7 | Sep 2024 | 1,041,628 | $1.0M | 0.15% | ABS-O |
| 165 | SOUTHWESTERN ELEC POWER | 845437BU5 | Sep 2024 | 1,000,000 | $1.0M | 0.15% | DBT |
| 166 | BX TRUST 2019 OC11 | 05606FAG8 | Sep 2024 | 1,110,000 | $1.0M | 0.15% | ABS-O |
| 167 | VANTAGE DATA CENTERS LLC | 92212KAB2 | Sep 2024 | 1,062,000 | $1.0M | 0.15% | ABS-O |
| 168 | PROGRESS RESIDENTIAL TRUST | 74333WAN2 | Sep 2024 | 1,098,055 | $1.0M | 0.15% | ABS-O |
| 169 | FIRSTENERGY PENN ELECTRI | FE4132 | Sep 2024 | 985,000 | $978K | 0.14% | DBT |
| 170 | BAYER US FINANCE LLC | 07274EAM5 | Sep 2024 | 865,000 | $969K | 0.14% | DBT |
| 171 | FED HM LN PC POOL G08715 | 3128MJYM6 | Sep 2024 | 1,053,992 | $966K | 0.14% | ABS-MBS |
| 172 | ONE BRYANT PARK TRUST | 68236JAA9 | Sep 2024 | 1,085,000 | $965K | 0.14% | ABS-O |
| 173 | JBS USA HOLD/FOOD/LUX CO | 46590XAX4 | Sep 2024 | 900,000 | $960K | 0.14% | DBT |
| 174 | DIGITAL INTREPID HOLDING | ACI1TXKV9 | Sep 2024 | 1,050,000 | $957K | 0.14% | DBT |
| 175 | HUDSON PACIFIC PROPERTIE | 44409MAB2 | Sep 2024 | 1,150,000 | $955K | 0.14% | DBT |
| 176 | CHARTER COMM OPT LLC/CAP | 161175BN3 | Sep 2024 | 1,088,000 | $950K | 0.13% | DBT |
| 177 | AIR LEASE CORP | 00912XBA1 | Sep 2024 | 950,000 | $942K | 0.13% | DBT |
| 178 | FED HM LN PC POOL G07924 | 3128MAD55 | Sep 2024 | 973,248 | $928K | 0.13% | ABS-MBS |
| 179 | FED HM LN PC POOL G67713 | 3132XCSA4 | Sep 2024 | 948,790 | $927K | 0.13% | ABS-MBS |
| 180 | FED HM LN PC POOL G08792 | 3128MJ3A6 | Sep 2024 | 978,339 | $924K | 0.13% | ABS-MBS |
| 181 | DUKE ENERGY PROGRESS LLC | 26442UAQ7 | Sep 2024 | 875,000 | $917K | 0.13% | DBT |
| 182 | JBS USA HOLD/FOOD/LUX CO | 47214BAA6 | Sep 2024 | 823,000 | $912K | 0.13% | DBT |
| 183 | INVITATION HOMES OP | 46188BAA0 | Sep 2024 | 1,084,000 | $910K | 0.13% | DBT |
| 184 | BANK OF AMERICA CORP | 06051GHG7 | Sep 2024 | 920,000 | $909K | 0.13% | DBT |
| 185 | AMERICAN TOWER CORP | 03027XBS8 | Sep 2024 | 1,050,000 | $903K | 0.13% | DBT |
| 186 | NEW YORK ST DORM AUTH ST PERSO | 64990FMT8 | Sep 2024 | 860,000 | $897K | 0.13% | DBT |
| 187 | VZ SECURED FINANCING BV | 91845AAA3 | Sep 2024 | 970,000 | $893K | 0.13% | DBT |
| 188 | CSC HOLDINGS LLC | 126307AZ0 | Sep 2024 | 1,067,000 | $884K | 0.13% | DBT |
| 189 | EVERSOURCE ENERGY | 30040WAW8 | Sep 2024 | 835,000 | $884K | 0.13% | DBT |
| 190 | CPT MORTGAGE TRUST | 12654YAE9 | Sep 2024 | 1,000,000 | $875K | 0.12% | ABS-O |
| 191 | FNMA POOL AB4262 | 31417AWY1 | Sep 2024 | 887,004 | $873K | 0.12% | ABS-MBS |
| 192 | ARGENT SECURITIES INC. | 040104ND9 | Sep 2024 | 889,841 | $872K | 0.12% | ABS-O |
| 193 | MORGAN STANLEY | 61772BAB9 | Sep 2024 | 910,000 | $871K | 0.12% | DBT |
| 194 | WELLS FARGO + COMPANY | 95000U2U6 | Sep 2024 | 940,000 | $859K | 0.12% | DBT |
| 195 | CHARTER COMM OPT LLC/CAP | 161175BV5 | Sep 2024 | 1,335,000 | $852K | 0.12% | DBT |
| 196 | CHARTER COMM OPT LLC/CAP | 161175CA0 | Sep 2024 | 1,289,000 | $845K | 0.12% | DBT |
| 197 | FIRST HORIZON ALTERNATIVE MORT | 32051GXE0 | Sep 2024 | 977,743 | $843K | 0.12% | ABS-O |
| 198 | FED HM LN PC POOL G08741 | 3128MJZF0 | Sep 2024 | 919,098 | $842K | 0.12% | ABS-MBS |
| 199 | REALTY INCOME CORP | ACI2H3022 | Sep 2024 | 685,000 | $842K | 0.12% | DBT |
| 200 | NEW YORK NY | 64966QCL2 | Sep 2024 | 945,000 | $834K | 0.12% | DBT |
| 201 | BOEING CO | 097023CW3 | Sep 2024 | 860,000 | $831K | 0.12% | DBT |
| 202 | JP MORGAN CHASE COMMERCIAL MOR | 46651EAA2 | Sep 2024 | 900,000 | $828K | 0.12% | ABS-O |
| 203 | JPMORGAN CHASE + CO | 46647PCJ3 | Sep 2024 | 885,000 | $819K | 0.12% | DBT |
| 204 | HUDSON YARDS | 44421GAA1 | Sep 2024 | 880,000 | $814K | 0.12% | ABS-O |
| 205 | AVOLON HOLDINGS FNDG LTD | 05401AAG6 | Sep 2024 | 815,000 | $807K | 0.11% | DBT |
| 206 | PROLOGIS EURO FINANCE | ACI2CK9K0 | Sep 2024 | 710,000 | $804K | 0.11% | DBT |
| 207 | AVOLON HOLDINGS FNDG LTD | 05401AAR2 | Sep 2024 | 859,000 | $802K | 0.11% | DBT |
| 208 | AMERICAN HOMES 4 RENT | 02666TAE7 | Sep 2024 | 862,000 | $797K | 0.11% | DBT |
| 209 | FNMA TBA 30 YR 4 | 01F0406A0 | Sep 2024 | 825,000 | $792K | 0.11% | ABS-MBS |
| 210 | GNMA II POOL MA4836 | 36179TLR4 | Sep 2024 | 856,884 | $787K | 0.11% | ABS-MBS |
| 211 | GNMA II POOL MA4127 | 36179SSQ1 | Sep 2024 | 826,516 | $785K | 0.11% | ABS-MBS |
| 212 | HUDSON YARDS | 44421MAA8 | Sep 2024 | 860,000 | $783K | 0.11% | ABS-O |
| 213 | FED HM LN PC POOL G08711 | 3128MJYH7 | Sep 2024 | 802,805 | $760K | 0.11% | ABS-MBS |
| 214 | FNMA POOL CA1710 | 3140Q83U7 | Sep 2024 | 761,650 | $760K | 0.11% | ABS-MBS |
| 215 | TIME WARNER CABLE LLC | 88732JBB3 | Sep 2024 | 875,000 | $759K | 0.11% | DBT |
| 216 | DC OFFICE TRUST | 23312BAA8 | Sep 2024 | 860,000 | $758K | 0.11% | ABS-O |
| 217 | AMERICAN ASSETS TRUST LP | 02401LAA2 | Sep 2024 | 865,000 | $752K | 0.11% | DBT |
| 218 | MORGAN STANLEY CAPITAL INC | 617451EF2 | Sep 2024 | 754,209 | $748K | 0.11% | ABS-O |
| 219 | FED REPUBLIC OF BRAZIL | 105756CH1 | Sep 2024 | 730,000 | $744K | 0.11% | DBT |
| 220 | EVERSOURCE ENERGY | 30040WAR9 | Sep 2024 | 735,000 | $740K | 0.10% | DBT |
| 221 | PRP ADVISORS, LLC | 693588AA3 | Sep 2024 | 731,045 | $724K | 0.10% | ABS-O |
| 222 | CPT MORTGAGE TRUST | 12654YAA7 | Sep 2024 | 805,000 | $719K | 0.10% | ABS-O |
| 223 | GLP CAPITAL LP / FIN II | 361841AH2 | Sep 2024 | 715,000 | $718K | 0.10% | DBT |
| 224 | IMPERIAL BRANDS FIN PLC | 45262BAF0 | Sep 2024 | 690,000 | $718K | 0.10% | DBT |
| 225 | ARDAGH PKG FIN/HLDGS USA | 03969AAP5 | Sep 2024 | 900,000 | $671K | 0.10% | DBT |
| 226 | CROWN CASTLE INC | 22822VAW1 | Sep 2024 | 777,000 | $665K | 0.09% | DBT |
| 227 | EXTRA SPACE STORAGE LP | 30225VAH0 | Sep 2024 | 670,000 | $654K | 0.09% | DBT |
| 228 | GRIFOLS SA | ACI20T684 | Sep 2024 | 630,000 | $652K | 0.09% | DBT |
| 229 | HCA INC | 404119BQ1 | Sep 2024 | 644,000 | $645K | 0.09% | DBT |
| 230 | FNMA POOL MA4093 | 31418DRP9 | Sep 2024 | 723,505 | $638K | 0.09% | ABS-MBS |
| 231 | GNMA II POOL MA5528 | 36179UD90 | Sep 2024 | 650,509 | $634K | 0.09% | ABS-MBS |
| 232 | BX TRUST 2019 OC11 | 05606FAN3 | Sep 2024 | 700,000 | $627K | 0.09% | ABS-O |
| 233 | ICAHN ENTERPRISES/FIN | 451102CG0 | Sep 2024 | 620,000 | $625K | 0.09% | DBT |
| 234 | PT PERTAMINA (PERSERO) | 69370PAH4 | Sep 2024 | 675,000 | $620K | 0.09% | DBT |
| 235 | ELO SACA | ACI2JZ8G0 | Sep 2024 | 600,000 | $619K | 0.09% | DBT |
| 236 | HONEYWELL INTERNATIONAL | ACI2N1ZB1 | Sep 2024 | 545,000 | $615K | 0.09% | DBT |
| 237 | CITIGROUP COMMERCIAL MORTGAGE | 17328QAG6 | Sep 2024 | 700,000 | $611K | 0.09% | ABS-O |
| 238 | US BANCORP | 91159HJL5 | Sep 2024 | 605,000 | $605K | 0.09% | DBT |
| 239 | AERCAP IRELAND CAP/GLOBA | 00774MAW5 | Sep 2024 | 640,000 | $605K | 0.09% | DBT |
| 240 | HCA INC | 404121AH8 | Sep 2024 | 590,000 | $596K | 0.08% | DBT |
| 241 | GNMA II POOL MA4454 | 36179S5P8 | Sep 2024 | 571,431 | $586K | 0.08% | ABS-MBS |
| 242 | BERRY GLOBAL INC | 08576PAP6 | Sep 2024 | 570,000 | $585K | 0.08% | DBT |
| 243 | EXTRA SPACE STORAGE LP | 30225VAQ0 | Sep 2024 | 680,000 | $585K | 0.08% | DBT |
| 244 | PETROLEOS MEXICANOS | 706451BG5 | Sep 2024 | 700,000 | $572K | 0.08% | DBT |
| 245 | BERRY GLOBAL INC | 08579JBH4 | Sep 2024 | 568,795 | $570K | 0.08% | LON |
| 246 | WELLS FARGO + COMPANY | 95000U3B7 | Sep 2024 | 545,000 | $551K | 0.08% | DBT |
| 247 | 1375209 BC LTD | 68251PAA5 | Sep 2024 | 551,000 | $546K | 0.08% | DBT |
| 248 | GNMA II POOL MA5019 | 36179TSG1 | Sep 2024 | 574,781 | $545K | 0.08% | ABS-MBS |
| 249 | FNMA POOL CA3633 | 3140QBBB3 | Sep 2024 | 573,871 | $543K | 0.08% | ABS-MBS |
| 250 | HEALTHCARE RLTY HLDGS LP | 42225UAL8 | Sep 2024 | 615,000 | $537K | 0.08% | DBT |
| 251 | KEDRION SPA | 49272YAB9 | Sep 2024 | 565,000 | $537K | 0.08% | DBT |
| 252 | FNMA POOL CA2208 | 3140Q9N25 | Sep 2024 | 533,792 | $532K | 0.08% | ABS-MBS |
| 253 | MODIVCARE ESCROW ISSUER | 60783XAA2 | Sep 2024 | 853,000 | $531K | 0.08% | DBT |
| 254 | AIR LEASE CORP | 00914AAT9 | Sep 2024 | 505,000 | $527K | 0.07% | DBT |
| 255 | PNC FINANCIAL SERVICES | 693475BJ3 | Sep 2024 | 485,000 | $524K | 0.07% | DBT |
| 256 | FNMA POOL MA4333 | 31418DY71 | Sep 2024 | 592,513 | $518K | 0.07% | ABS-MBS |
| 257 | INTELSAT EMERGENCE SA | L5217E120 | Sep 2024 | 16,791 | $517K | 0.07% | EC |
| 258 | JPMORGAN CHASE + CO | 46647PBE5 | Sep 2024 | 540,000 | $500K | 0.07% | DBT |
| 259 | AETNA INC | 00817YAQ1 | Sep 2024 | 500,000 | $499K | 0.07% | DBT |
| 260 | WELLS FARGO MORTGAGE BACKED SE | 94983UAD9 | Sep 2024 | 552,326 | $490K | 0.07% | ABS-O |
| 261 | MKT 2020 525M MORTGAGE TRUST | 55316PAA5 | Sep 2024 | 570,000 | $489K | 0.07% | ABS-O |
| 262 | FNMA POOL MA3305 | 31418CU77 | Sep 2024 | 512,961 | $484K | 0.07% | ABS-MBS |
| 263 | CHARTER COMM OPT LLC/CAP | 161175BJ2 | Sep 2024 | 500,000 | $480K | 0.07% | DBT |
| 264 | FERRELLGAS LP/FERRELLGAS | 315289AC2 | Sep 2024 | 510,000 | $477K | 0.07% | DBT |
| 265 | FANNIE MAE | 3136B1Q80 | Sep 2024 | 488,195 | $476K | 0.07% | ABS-O |
| 266 | MSD NETHERLANDS CAPITAL | ACI2P5F06 | Sep 2024 | 420,000 | $473K | 0.07% | DBT |
| 267 | NATIONWIDE BLDG SOCIETY | 63861VAF4 | Sep 2024 | 490,000 | $473K | 0.07% | DBT |
| 268 | CITIGROUP INC | 17308CC53 | Sep 2024 | 500,000 | $465K | 0.07% | DBT |
| 269 | GOLDMAN SACHS GROUP INC | 38141GYG3 | Sep 2024 | 485,000 | $460K | 0.07% | DBT |
| 270 | MIDAMERICAN ENERGY CO | 595620AN5 | Sep 2024 | 500,000 | $456K | 0.06% | DBT |
| 271 | HEALTHPEAK PROPERTIES INC | 42250UAF9 | Sep 2024 | 460,173 | $448K | 0.06% | LON |
| 272 | PILGRIM S PRIDE CORP | 72147KAH1 | Sep 2024 | 500,000 | $444K | 0.06% | DBT |
| 273 | FED HM LN PC POOL G60038 | 31335ABF4 | Sep 2024 | 461,866 | $444K | 0.06% | ABS-MBS |
| 274 | GOVERNMENT NATIONAL MORTGAGE A | 38381RME6 | Sep 2024 | 476,090 | $442K | 0.06% | ABS-O |
| 275 | BEAR STEARNS ALT A TRUST | 07386HTE1 | Sep 2024 | 461,664 | $437K | 0.06% | ABS-O |
| 276 | NATL GAS TRANSMISSION | ACI2F1D99 | Sep 2024 | 375,000 | $436K | 0.06% | DBT |
| 277 | BOEING CO/THE | 097023DL6 | Sep 2024 | 405,000 | $435K | 0.06% | DBT |
| 278 | AMWINS GROUP INC | 03234TAW8 | Sep 2024 | 432,856 | $432K | 0.06% | LON |
| 279 | EAST OHIO GAS CO/THE | 27409LAC7 | Sep 2024 | 495,000 | $431K | 0.06% | DBT |
| 280 | DUKE ENERGY CAROLINAS | 26442CAT1 | Sep 2024 | 538,000 | $431K | 0.06% | DBT |
| 281 | FANNIE MAE | 3136B1Z72 | Sep 2024 | 474,152 | $429K | 0.06% | ABS-O |
| 282 | ATHENE GLOBAL FUNDING | 04685A3L3 | Sep 2024 | 445,000 | $427K | 0.06% | DBT |
| 283 | REYNOLDS AMERICAN INC | 761713BB1 | Sep 2024 | 425,000 | $425K | 0.06% | DBT |
| 284 | FED HM LN PC POOL G08843 | 3128MJ5D8 | Sep 2024 | 421,235 | $421K | 0.06% | ABS-MBS |
| 285 | DOMINICAN REPUBLIC | 25714PED6 | Sep 2024 | 440,000 | $420K | 0.06% | DBT |
| 286 | CITIGROUP INC | 17327CAQ6 | Sep 2024 | 470,000 | $420K | 0.06% | DBT |
| 287 | SUEZ | ACI25RMS1 | Sep 2024 | 400,000 | $419K | 0.06% | DBT |
| 288 | MICHAELS COS INC/THE | 55916AAA2 | Sep 2024 | 556,000 | $410K | 0.06% | DBT |
| 289 | GOVERNMENT NATIONAL MORTGAGE A | 38380Y2X2 | Sep 2024 | 436,731 | $406K | 0.06% | ABS-O |
| 290 | JPMORGAN CHASE + CO | 46647PAR7 | Sep 2024 | 410,000 | $406K | 0.06% | DBT |
| 291 | FNMA POOL MA2995 | 31418CKH6 | Sep 2024 | 416,559 | $406K | 0.06% | ABS-MBS |
| 292 | INTELSAT JACKSON HLDG | 45824TBC8 | Sep 2024 | 420,000 | $402K | 0.06% | DBT |
| 293 | RESIDENTIAL ACCREDIT LOANS, IN | 751152AB5 | Sep 2024 | 448,636 | $398K | 0.06% | ABS-O |
| 294 | GNMA II POOL MA4962 | 36179TQP3 | Sep 2024 | 417,705 | $396K | 0.06% | ABS-MBS |
| 295 | MASTR ADJUSTABLE RATE MORTGAGE | 576433KW5 | Sep 2024 | 432,819 | $395K | 0.06% | ABS-O |
| 296 | BX TRUST 2019 OC11 | 05606FAA1 | Sep 2024 | 420,000 | $390K | 0.06% | ABS-O |
| 297 | FNMA POOL MA3811 | 31418DGV8 | Sep 2024 | 428,315 | $385K | 0.05% | ABS-MBS |
| 298 | FRONTIER COMMUNICATIONS | 35908MAE0 | Sep 2024 | 355,000 | $383K | 0.05% | DBT |
| 299 | FNMA POOL MA3027 | 31418CLH5 | Sep 2024 | 390,643 | $380K | 0.05% | ABS-MBS |
| 300 | DIAGEO CAPITAL BV | ACI24TTD4 | Sep 2024 | 375,000 | $374K | 0.05% | DBT |
| 301 | CATALENT PHARMA SOLUTION | 14879EAK4 | Sep 2024 | 380,000 | $374K | 0.05% | DBT |
| 302 | WORLDLINE SA/FRANCE | ACI1DK9K1 | Sep 2024 | 370,000 | $374K | 0.05% | DBT |
| 303 | PUBLIC SERVICE COLORADO | 744448CY5 | Sep 2024 | 370,000 | $373K | 0.05% | DBT |
| 304 | LONZA FINANCE INTL NV | ACI2NS6J7 | Sep 2024 | 325,000 | $373K | 0.05% | DBT |
| 305 | JAZZ FINANCING LUX SARL | G5080AAJ1 | Sep 2024 | 373,194 | $373K | 0.05% | LON |
| 306 | SPECTRUM BRANDS INC | 84762LAX3 | Sep 2024 | 421,000 | $369K | 0.05% | DBT |
| 307 | WAMU MORTGAGE PASS THROUGH CER | 92922FD21 | Sep 2024 | 361,679 | $361K | 0.05% | ABS-O |
| 308 | BLACKSTONE PP EUR HOLD | ACI1FCWD7 | Sep 2024 | 350,000 | $358K | 0.05% | DBT |
| 309 | VONOVIA SE | ACI203KJ1 | Sep 2024 | 400,000 | $358K | 0.05% | DBT |
| 310 | GLP CAPITAL LP / FIN II | 361841AQ2 | Sep 2024 | 380,000 | $356K | 0.05% | DBT |
| 311 | FED HM LN PC POOL G67711 | 3132XCR80 | Sep 2024 | 363,440 | $356K | 0.05% | ABS-MBS |
| 312 | ANNINGTON FUNDING PLC | ACI20TQ17 | Sep 2024 | 335,000 | $351K | 0.05% | DBT |
| 313 | MEDTRONIC GLOBAL HLDINGS | ACI28PHY5 | Sep 2024 | 300,000 | $339K | 0.05% | DBT |
| 314 | PERNOD RICARD SA | ACI2NY449 | Sep 2024 | 300,000 | $339K | 0.05% | DBT |
| 315 | GNMA II POOL MA4838 | 36179TLT0 | Sep 2024 | 347,554 | $339K | 0.05% | ABS-MBS |
| 316 | GNMA II POOL MA6209 | 36179U3S9 | Sep 2024 | 379,150 | $339K | 0.05% | ABS-MBS |
| 317 | FARMERS EXCHANGE CAP II | 30958PAA1 | Sep 2024 | 350,000 | $333K | 0.05% | DBT |
| 318 | MONDELEZ INTERNATIONAL | ACI1W8695 | Sep 2024 | 365,000 | $332K | 0.05% | DBT |
| 319 | TIME WARNER CABLE LLC | 88732JAY4 | Sep 2024 | 360,000 | $326K | 0.05% | DBT |
| 320 | MIAMI DADE CNTY FL AVIATION RE | 59333P6J2 | Sep 2024 | 375,000 | $326K | 0.05% | DBT |
| 321 | OCCIDENTAL PETROLEUM COR | 674599DK8 | Sep 2024 | 400,000 | $325K | 0.05% | DBT |
| 322 | SANTANDER UK GROUP HLDGS | 80281LAQ8 | Sep 2024 | 340,000 | $323K | 0.05% | DBT |
| 323 | JPMORGAN CHASE + CO | 46647PEB8 | Sep 2024 | 315,000 | $323K | 0.05% | DBT |
| 324 | COSTA RICA GOVERNMENT | P3699PGM3 | Sep 2024 | 300,000 | $319K | 0.05% | DBT |
| 325 | BERRY GLOBAL INC | 08576PAL5 | Sep 2024 | 310,000 | $318K | 0.05% | DBT |
| 326 | NAKED JUICE LLC | 62984CAD5 | Sep 2024 | 385,216 | $314K | 0.04% | LON |
| 327 | PIEDMONT NATURAL GAS CO | 720186AR6 | Sep 2024 | 300,000 | $304K | 0.04% | DBT |
| 328 | MODIVCARE INC | 60783LAC4 | Sep 2024 | 322,158 | $304K | 0.04% | LON |
| 329 | HUDSON PACIFIC PROPERTIE | 44409MAC0 | Sep 2024 | 385,000 | $292K | 0.04% | DBT |
| 330 | AMERICAN HOMES 4 RENT | 02666TAF4 | Sep 2024 | 350,000 | $290K | 0.04% | DBT |
| 331 | CHARTER COMM OPT LLC/CAP | 161175BT0 | Sep 2024 | 375,000 | $287K | 0.04% | DBT |
| 332 | SANTANDER UK GROUP HLDGS | 80281LAM7 | Sep 2024 | 295,000 | $286K | 0.04% | DBT |
| 333 | CITIGROUP INC | 172967MY4 | Sep 2024 | 325,000 | $286K | 0.04% | DBT |
| 334 | EAGLEVIEW TECHNOLOGY CORP | 27004GAJ2 | Sep 2024 | 298,895 | $284K | 0.04% | LON |
| 335 | GNMA II POOL MA4901 | 36179TNS0 | Sep 2024 | 287,356 | $280K | 0.04% | ABS-MBS |
| 336 | GALAXY PIPELINE ASSETS | 36321PAD2 | Sep 2024 | 309,704 | $274K | 0.04% | DBT |
| 337 | BERRY GLOBAL INC | 085770AA3 | Sep 2024 | 273,000 | $273K | 0.04% | DBT |
| 338 | SANTANDER UK GROUP HLDGS | 80281LAR6 | Sep 2024 | 285,000 | $271K | 0.04% | DBT |
| 339 | EUROGRID GMBH | ACI1X3FB0 | Sep 2024 | 300,000 | $269K | 0.04% | DBT |
| 340 | INTL FLAVOR + FRAGRANCES | 459506AR2 | Sep 2024 | 350,000 | $268K | 0.04% | DBT |
| 341 | BANK OF AMERICA CORP | 06051GJB6 | Sep 2024 | 290,000 | $263K | 0.04% | DBT |
| 342 | FANNIE MAE | 3136B2YM8 | Sep 2024 | 265,563 | $261K | 0.04% | ABS-O |
| 343 | MVM ENERGETIKA ZRT | ACI2N5R96 | Sep 2024 | 250,000 | $260K | 0.04% | DBT |
| 344 | ZAYO GROUP HOLDINGS INC | 98919XAB7 | Sep 2024 | 283,790 | $259K | 0.04% | LON |
| 345 | ARTERA SERVICES LLC | 04302XAA2 | Sep 2024 | 260,000 | $257K | 0.04% | DBT |
| 346 | REPUBLIC OF GUATEMALA | P5015VAM8 | Sep 2024 | 300,000 | $257K | 0.04% | DBT |
| 347 | CHARTER COMM OPT LLC/CAP | 161175AY0 | Sep 2024 | 255,000 | $255K | 0.04% | DBT |
| 348 | BAYER US FINANCE LLC | 07274EAL7 | Sep 2024 | 230,000 | $249K | 0.04% | DBT |
| 349 | LXP INDUSTRIAL TRUST | 529043AF8 | Sep 2024 | 230,000 | $246K | 0.03% | DBT |
| 350 | HONEYWELL INTERNATIONAL | ACI29M664 | Sep 2024 | 205,000 | $241K | 0.03% | DBT |
| 351 | ASURION LLC | 04649VAX8 | Sep 2024 | 236,195 | $236K | 0.03% | LON |
| 352 | ROMANIA | ACI1NVV88 | Sep 2024 | 270,000 | $236K | 0.03% | DBT |
| 353 | FNMA POOL AS9830 | 3138WK4Q5 | Sep 2024 | 239,053 | $233K | 0.03% | ABS-MBS |
| 354 | BLACKSTONE PP EUR HOLD | ACI1XD7Z4 | Sep 2024 | 225,000 | $228K | 0.03% | DBT |
| 355 | INVITATION HOMES OP | 46188BAF9 | Sep 2024 | 221,000 | $228K | 0.03% | DBT |
| 356 | GNMA II POOL MA5078 | 36179TUB9 | Sep 2024 | 233,081 | $227K | 0.03% | ABS-MBS |
| 357 | JPMORGAN CHASE + CO | 46647PCC8 | Sep 2024 | 255,000 | $227K | 0.03% | DBT |
| 358 | JOHNSON + JOHNSON | ACI2P44C5 | Sep 2024 | 200,000 | $227K | 0.03% | DBT |
| 359 | ELIA TRANSMISSION BE | ACI2MDMB0 | Sep 2024 | 200,000 | $227K | 0.03% | DBT |
| 360 | ELIA GROUP SA/NV | ACI2PDVX9 | Sep 2024 | 200,000 | $226K | 0.03% | DBT |
| 361 | AMPRION GMBH | ACI2P3LM6 | Sep 2024 | 200,000 | $225K | 0.03% | DBT |
| 362 | ANNINGTON FUNDING PLC | ACI0W4D98 | Sep 2024 | 200,000 | $224K | 0.03% | DBT |
| 363 | TENNET HOLDING BV | ACI25D8Z2 | Sep 2024 | 230,000 | $224K | 0.03% | DBT |
| 364 | HEALTHPEAK PROPERTIES INC | 42250UAD4 | Sep 2024 | 228,010 | $223K | 0.03% | LON |
| 365 | HEALTHPEAK PROPERTIES INC | 42250UAE2 | Sep 2024 | 228,010 | $223K | 0.03% | LON |
| 366 | STRYKER CORP | ACI2R1GC6 | Sep 2024 | 195,000 | $219K | 0.03% | DBT |
| 367 | ACRISURE LLC | 00488PAT2 | Sep 2024 | 218,163 | $217K | 0.03% | LON |
| 368 | WILLIAM MORRIS ENDEAVOR ENTMT | 96925HAF9 | Sep 2024 | 216,045 | $216K | 0.03% | LON |
| 369 | TENNET HOLDING BV | BMD5VPII8 | Sep 2024 | 175,000 | $214K | 0.03% | DBT |
| 370 | DUKE ENERGY FLORIDA LLC | 26444HAQ4 | Sep 2024 | 195,000 | $213K | 0.03% | DBT |
| 371 | FNMA POOL AS9972 | 3138WLCJ0 | Sep 2024 | 219,075 | $213K | 0.03% | ABS-MBS |
| 372 | OMAN GOV INTERNTL BOND | ACI1SC4N2 | Sep 2024 | 200,000 | $211K | 0.03% | DBT |
| 373 | GAINWELL ACQUISITION CORP. | 59909TAC8 | Sep 2024 | 218,750 | $208K | 0.03% | LON |
| 374 | CSC HOLDINGS LLC | 126307BN6 | Sep 2024 | 212,000 | $205K | 0.03% | DBT |
| 375 | REPUBLIC OF PANAMA | 698299BT0 | Sep 2024 | 200,000 | $205K | 0.03% | DBT |
| 376 | TRANSDIGM INC | 89364MCC6 | Sep 2024 | 204,422 | $204K | 0.03% | LON |
| 377 | REPUBLIC OF PANAMA | 698299BK9 | Sep 2024 | 225,000 | $201K | 0.03% | DBT |
| 378 | CODELCO INC | P3143NBP8 | Sep 2024 | 200,000 | $200K | 0.03% | DBT |
| 379 | REPUBLIC OF PARAGUAY | P75744AJ4 | Sep 2024 | 200,000 | $199K | 0.03% | DBT |
| 380 | REPUBLIC OF SOUTH AFRICA | 836205BC7 | Sep 2024 | 200,000 | $199K | 0.03% | DBT |
| 381 | SPIN HOLDCO INC | 84850XAK8 | Sep 2024 | 226,854 | $198K | 0.03% | LON |
| 382 | MICHAELS COS INC/THE | 55916AAB0 | Sep 2024 | 339,000 | $197K | 0.03% | DBT |
| 383 | CSC HOLDINGS LLC | ALLVF5 | Sep 2024 | 200,000 | $193K | 0.03% | DBT |
| 384 | UNITED MEXICAN STATES | 91087BAK6 | Sep 2024 | 200,000 | $192K | 0.03% | DBT |
| 385 | UNITED MEXICAN STATES | 91087BAT7 | Sep 2024 | 200,000 | $192K | 0.03% | DBT |
| 386 | FNMA POOL AL9106 | 3138ERDL1 | Sep 2024 | 189,387 | $190K | 0.03% | ABS-MBS |
| 387 | PERUSAHAAN PENERBIT SBSN | 71567RAP1 | Sep 2024 | 200,000 | $184K | 0.03% | DBT |
| 388 | UNITED MEXICAN STATES | 91087BAM2 | Sep 2024 | 213,000 | $183K | 0.03% | DBT |
| 389 | VICI PROPERTIES / NOTE | 92564RAL9 | Sep 2024 | 190,000 | $182K | 0.03% | DBT |
| 390 | GEN DIGITAL INC. | 66877AAC2 | Sep 2024 | 181,993 | $182K | 0.03% | LON |
| 391 | GNMA II POOL MA4264 | 36179SWZ6 | Sep 2024 | 178,667 | $180K | 0.03% | ABS-MBS |
| 392 | HEALTHCARE RLTY HLDGS LP | 42225UAG9 | Sep 2024 | 195,000 | $179K | 0.03% | DBT |
| 393 | AMERICAN TOWER CORP | 03027XBM1 | Sep 2024 | 195,000 | $174K | 0.02% | DBT |
| 394 | JPMORGAN CHASE + CO | 46647PCR5 | Sep 2024 | 190,000 | $167K | 0.02% | DBT |
| 395 | CHEMOURS COMPANY THE | 16384YAJ6 | Sep 2024 | 166,187 | $166K | 0.02% | LON |
| 396 | REPUBLIC OF COLOMBIA | 195325DS1 | Sep 2024 | 200,000 | $165K | 0.02% | DBT |
| 397 | CAESARS ENTERTAINMENT INC. | 12768EAH9 | Sep 2024 | 164,350 | $164K | 0.02% | LON |
| 398 | GNMA II POOL MA3806 | 36179SGP6 | Sep 2024 | 159,812 | $164K | 0.02% | ABS-MBS |
| 399 | CLEAN HARBORS INC. | 18449EAG5 | Sep 2024 | 160,529 | $161K | 0.02% | LON |
| 400 | GNMA II POOL MA4837 | 36179TLS2 | Sep 2024 | 167,760 | $159K | 0.02% | ABS-MBS |
| 401 | GNMA II POOL MA5466 | 36179UCB6 | Sep 2024 | 162,049 | $158K | 0.02% | ABS-MBS |
| 402 | SBA SENIOR FINANCE II LLC | 78404XAJ4 | Sep 2024 | 155,624 | $156K | 0.02% | LON |
| 403 | BAUSCH + LOMB CORPORATION | C0787FAB8 | Sep 2024 | 153,341 | $153K | 0.02% | LON |
| 404 | CHARTER COMM OPT LLC/CAP | 161175BL7 | Sep 2024 | 180,000 | $151K | 0.02% | DBT |
| 405 | HEALTHCARE RLTY HLDGS LP | 42225UAK0 | Sep 2024 | 157,000 | $150K | 0.02% | DBT |
| 406 | DISCOVER FINANCIAL SVS | 254709AK4 | Sep 2024 | 150,000 | $150K | 0.02% | DBT |
| 407 | PNC FINANCIAL SERVICES | 693475BU8 | Sep 2024 | 130,000 | $149K | 0.02% | DBT |
| 408 | COMMSCOPE LLC | COMM52 | Sep 2024 | 175,000 | $147K | 0.02% | DBT |
| 409 | AVOLON TLB BORROWER 1 US LLC | 05400KAJ9 | Sep 2024 | 146,745 | $147K | 0.02% | LON |
| 410 | FED HM LN PC POOL G08826 | 3128MJ4L1 | Sep 2024 | 142,302 | $145K | 0.02% | ABS-MBS |
| 411 | FNMA POOL MA3276 | 31418CUA0 | Sep 2024 | 151,909 | $143K | 0.02% | ABS-MBS |
| 412 | UNITED NATURAL FOODS INC | 91116KAD7 | Sep 2024 | 140,954 | $141K | 0.02% | LON |
| 413 | 1011778 BC UNLIMITED LBLTY CO | C6901LAM9 | Sep 2024 | 140,284 | $139K | 0.02% | LON |
| 414 | VICI PROPERTIES LP | 925650AC7 | Sep 2024 | 135,000 | $136K | 0.02% | DBT |
| 415 | DEERFIELD DAKOTA HOLDING LLC | 24440EAB3 | Sep 2024 | 138,425 | $135K | 0.02% | LON |
| 416 | JANE STREET GROUP LLC | 47077DAH3 | Sep 2024 | 133,776 | $134K | 0.02% | LON |
| 417 | GNMA II POOL MA4382 | 36179S2P1 | Sep 2024 | 140,455 | $133K | 0.02% | ABS-MBS |
| 418 | VICI PROPERTIES / NOTE | 92564RAK1 | Sep 2024 | 135,000 | $133K | 0.02% | DBT |
| 419 | BLACKSTONE PP EUR HOLD | ACI213Q54 | Sep 2024 | 135,000 | $133K | 0.02% | DBT |
| 420 | OPEN TEXT CORP | 683715AF3 | Sep 2024 | 125,000 | $132K | 0.02% | DBT |
| 421 | ALPHA GENERATION LLC | 02073LAA9 | Sep 2024 | 130,000 | $132K | 0.02% | DBT |
| 422 | FED HM LN PC POOL G08721 | 3128MJYT1 | Sep 2024 | 141,544 | $130K | 0.02% | ABS-MBS |
| 423 | CABLE ONE INC | 12685JAC9 | Sep 2024 | 162,000 | $129K | 0.02% | DBT |
| 424 | ASURION LLC | 04649VBB5 | Sep 2024 | 130,085 | $128K | 0.02% | LON |
| 425 | VIRGIN MEDIA BRISTOL LLC | G9368PBC7 | Sep 2024 | 129,989 | $124K | 0.02% | LON |
| 426 | SOUTHWESTERN ELEC POWER | 845437BT8 | Sep 2024 | 175,000 | $121K | 0.02% | DBT |
| 427 | ANNINGTON FUNDING PLC | ACI0W4CT5 | Sep 2024 | 100,000 | $121K | 0.02% | DBT |
| 428 | SHOWTIME ACQUISITION LLC | 82540EAC8 | Sep 2024 | 120,281 | $119K | 0.02% | LON |
| 429 | PAPA JOHN S INTERNATIONA | 698813AA0 | Sep 2024 | 125,000 | $116K | 0.02% | DBT |
| 430 | PEER HOLDING III BV | BA0005FK5 | Sep 2024 | 111,720 | $112K | 0.02% | LON |
| 431 | BANFF MERGER SUB INC | 05988HAJ6 | Sep 2024 | 111,507 | $111K | 0.02% | LON |
| 432 | ALTICE FRANCE SA | 02156LAA9 | Sep 2024 | 135,000 | $110K | 0.02% | DBT |
| 433 | E.ON SE | ACI1RHCM5 | Sep 2024 | 100,000 | $110K | 0.02% | DBT |
| 434 | ARDAGH PKG FIN/HLDGS USA | 03969AAN0 | Sep 2024 | 120,000 | $108K | 0.02% | DBT |
| 435 | ECOPETROL SA | 279158AS8 | Sep 2024 | 100,000 | $107K | 0.02% | DBT |
| 436 | VONOVIA SE | BM638CII6 | Sep 2024 | 100,000 | $105K | 0.01% | DBT |
| 437 | BANK OF AMERICA CORP | 06051GJL4 | Sep 2024 | 120,000 | $103K | 0.01% | DBT |
| 438 | OT MERGER CORP | 688777AA9 | Sep 2024 | 250,000 | $102K | 0.01% | DBT |
| 439 | CSC HOLDINGS, LLC | 64072UAK8 | Sep 2024 | 111,900 | $102K | 0.01% | LON |
| 440 | PRE PAID LEGAL SRVS INC | 74006LAS1 | Sep 2024 | 101,978 | $102K | 0.01% | LON |
| 441 | YUM BRANDS TERM LOAN B 03/15/ | 72584DAF1 | Sep 2024 | 99,835 | $100K | 0.01% | LON |
| 442 | SPRINT SPECTRUM / SPEC I | 85208NAD2 | Sep 2024 | 99,374 | $99K | 0.01% | DBT |
| 443 | CENTRAL PARENT INC | 15477BAE7 | Sep 2024 | 100,000 | $99K | 0.01% | LON |
| 444 | CHURCHILL DOWNS INCORPORATED | 17148PAF8 | Sep 2024 | 98,469 | $98K | 0.01% | LON |
| 445 | CHARTER COMMUNICATIONS OPERATI | 16117LBX6 | Sep 2024 | 95,238 | $95K | 0.01% | LON |
| 446 | MEDLINE BORROWER LP | 58503UAE3 | Sep 2024 | 93,261 | $93K | 0.01% | LON |
| 447 | LEG IMMOBILIEN SE | ACI22W800 | Sep 2024 | 100,000 | $91K | 0.01% | DBT |
| 448 | ARTERA SERVICES LLC | 73937UAL2 | Sep 2024 | 92,739 | $90K | 0.01% | LON |
| 449 | AMPRION GMBH | BNZJSNII1 | Sep 2024 | 100,000 | $88K | 0.01% | DBT |
| 450 | HEALTHCARE RLTY HLDGS LP | 42225UAM6 | Sep 2024 | 106,000 | $87K | 0.01% | DBT |
| 451 | CITY BREWING COMPANY LLC | BA0003GG8 | Sep 2024 | 165,911 | $85K | 0.01% | LON |
| 452 | CSC HOLDINGS LLC | ALLVF4 | Sep 2024 | 100,000 | $84K | 0.01% | DBT |
| 453 | STAR PARENT, INC. | 87169DAB1 | Sep 2024 | 85,191 | $83K | 0.01% | LON |
| 454 | RENAISSANCE HOLDING CORP | 75972JAJ3 | Sep 2024 | 81,346 | $81K | 0.01% | LON |
| 455 | TRANSUNION LLC | 89334GBE3 | Sep 2024 | 80,910 | $81K | 0.01% | LON |
| 456 | ALLIANCE LAUNDRY SYSTEMS LLC | 01862LBA5 | Sep 2024 | 80,234 | $80K | 0.01% | LON |
| 457 | BERRY GLOBAL INC | 08576PAF8 | Sep 2024 | 85,000 | $80K | 0.01% | DBT |
| 458 | INTL FLAVOR + FRAGRANCES | 459506AP6 | Sep 2024 | 85,000 | $79K | 0.01% | DBT |
| 459 | HUB INTERNATIONAL LIMITED | 44332EAY2 | Sep 2024 | 75,913 | $76K | 0.01% | LON |
| 460 | CCI BUYER INC | 12510EAC1 | Sep 2024 | 74,233 | $74K | 0.01% | LON |
| 461 | CCO HLDGS LLC/CAP CORP | 1248EPCD3 | Sep 2024 | 80,000 | $74K | 0.01% | DBT |
| 462 | HELIOS SOFT/ION CORP SOL | 42329HAB4 | Sep 2024 | 70,000 | $72K | 0.01% | DBT |
| 463 | VICI PROPERTIES LP | 925650AE3 | Sep 2024 | 73,000 | $71K | 0.01% | DBT |
| 464 | IRON MOUNTAIN, INC. | 46284NAV1 | Sep 2024 | 68,643 | $68K | 0.01% | LON |
| 465 | CITY BREWING COMPANY LLC | 10756PAD1 | Sep 2024 | 83,090 | $67K | 0.01% | LON |
| 466 | TRITON WATER HOLDINGS, INC. | 89678QAB2 | Sep 2024 | 67,212 | $67K | 0.01% | LON |
| 467 | JP MORGAN MORTGAGE TRUST | 466247SE4 | Sep 2024 | 68,033 | $67K | 0.01% | ABS-O |
| 468 | RESEARCH NOW GROUP INC | 76100LAH5 | Sep 2024 | 71,712 | $65K | 0.01% | LON |
| 469 | FNMA POOL CA0996 | 3140Q8DA0 | Sep 2024 | 68,809 | $65K | 0.01% | ABS-MBS |
| 470 | CSC HOLDINGS LLC | 126307BA4 | Sep 2024 | 124,000 | $64K | 0.01% | DBT |
| 471 | ALTICE FRANCE SA | F6628DAN4 | Sep 2024 | 84,854 | $63K | 0.01% | LON |
| 472 | TELENET FINANCING USD LLC | B9000TBJ3 | Sep 2024 | 65,220 | $63K | 0.01% | LON |
| 473 | COMMONSPIRIT HEALTH | 20268JAB9 | Sep 2024 | 65,000 | $62K | 0.01% | DBT |
| 474 | BUZZ FINCO LLC | G1738KAB1 | Sep 2024 | 61,610 | $61K | 0.01% | LON |
| 475 | ARCHES BUYER INC | 03952HAD6 | Sep 2024 | 63,592 | $61K | 0.01% | LON |
| 476 | TRUGREEN LIMITED PARTNERSHIP | 89787RAH5 | Sep 2024 | 56,318 | $54K | 0.01% | LON |
| 477 | CSC HOLDINGS LLC | ALLVF4 | Sep 2024 | 80,000 | $53K | 0.01% | DBT |
| 478 | TRANSCANADA PIPELINES | 89352HAB5 | Sep 2024 | 50,000 | $53K | 0.01% | DBT |
| 479 | AI AQUA MERGER SUB INC | 00132UAG9 | Sep 2024 | 52,922 | $53K | 0.01% | LON |
| 480 | PENN ENTERTAINMENT, INC. | 70757DAZ2 | Sep 2024 | 52,136 | $52K | 0.01% | LON |
| 481 | FED HM LN PC POOL G08844 | 3128MJ5E6 | Sep 2024 | 49,336 | $50K | 0.01% | ABS-MBS |
| 482 | XEROX HOLDINGS CORP | 98415LAY2 | Sep 2024 | 49,603 | $49K | 0.01% | LON |
| 483 | IMPERIAL BRANDS FIN PLC | 45262BAC7 | Sep 2024 | 50,000 | $48K | 0.01% | DBT |
| 484 | JPMORGAN CHASE + CO | 46647PBW5 | Sep 2024 | 50,000 | $48K | 0.01% | DBT |
| 485 | PRESTIGE BRANDS, INC. | 74112CAW3 | Sep 2024 | 47,727 | $48K | 0.01% | LON |
| 486 | VICI PROPERTIES / NOTE | 92564RAE5 | Sep 2024 | 50,000 | $47K | 0.01% | DBT |
| 487 | FED HM LN PC POOL G08710 | 3128MJYG9 | Sep 2024 | 49,144 | $45K | 0.01% | ABS-MBS |
| 488 | AVOLON HOLDINGS FNDG LTD | 05401AAH4 | Sep 2024 | 45,000 | $45K | 0.01% | DBT |
| 489 | MATIV HOLDINGS INC | 80854EAJ7 | Sep 2024 | 44,880 | $44K | 0.01% | LON |
| 490 | REALPAGE, INC. | 75605VAD4 | Sep 2024 | 45,540 | $44K | 0.01% | LON |
| 491 | MH SUB I LLC | 45567YAN5 | Sep 2024 | 43,926 | $44K | 0.01% | LON |
| 492 | SFAVE COMMERCIAL MORTGAGE SECU | 78413MAE8 | Sep 2024 | 50,000 | $44K | 0.01% | ABS-O |
| 493 | NAKED JUICE LLC | 62984CAB9 | Sep 2024 | 68,440 | $42K | 0.01% | LON |
| 494 | PUG LLC | 74530DAH8 | Sep 2024 | 40,518 | $40K | 0.01% | LON |
| 495 | SEDGWICK CLAIMS MGMT SRVCS INC | 81527CAP2 | Sep 2024 | 39,918 | $40K | 0.01% | LON |
| 496 | VICI PROPERTIES / NOTE | 92564RAG0 | Sep 2024 | 40,000 | $40K | 0.01% | DBT |
| 497 | COUNTRYWIDE ASSET BACKED CERTI | 1266716K7 | Sep 2024 | 39,399 | $39K | 0.01% | ABS-O |
| 498 | BOOST NEWCO BORROWER, LLC | 92943EAE6 | Sep 2024 | 37,878 | $38K | 0.01% | LON |
| 499 | ATHENAHEALTH INC | 04686RAB9 | Sep 2024 | 37,813 | $38K | 0.01% | LON |
| 500 | INDY US BIDCO LLC | 45674PAN4 | Sep 2024 | 37,349 | $37K | 0.01% | LON |
| 501 | SABRE GLBL INC. | 78571YBJ8 | Sep 2024 | 34,956 | $33K | 0.00% | LON |
| 502 | GNMA II POOL MA4072 | 36179SQZ3 | Sep 2024 | 32,113 | $33K | 0.00% | ABS-MBS |
| 503 | SOUTH FIELD LLC | 83783XAB2 | Sep 2024 | 30,231 | $30K | 0.00% | LON |
| 504 | II VI INCORPORATED | 45173JAR5 | Sep 2024 | 28,526 | $28K | 0.00% | LON |
| 505 | MATCH GROUP, INC | 57665VAF4 | Sep 2024 | 27,175 | $27K | 0.00% | LON |
| 506 | HILTON DOMESTIC OPERATING CO. | 43289DAK9 | Sep 2024 | 25,942 | $26K | 0.00% | LON |
| 507 | GNMA II POOL MA3666 | 36179SCB1 | Sep 2024 | 24,270 | $25K | 0.00% | ABS-MBS |
| 508 | LLOYDS BANKING GROUP PLC | 539439AQ2 | Sep 2024 | 25,000 | $24K | 0.00% | DBT |
| 509 | TRANS UNION LLC | 89334GBF0 | Sep 2024 | 23,943 | $24K | 0.00% | LON |
| 510 | DTI HOLDCO, INC. | 23358EAF6 | Sep 2024 | 22,618 | $23K | 0.00% | LON |
| 511 | VISTRA OPERATIONS COMPANY LLC | 88233FAK6 | Sep 2024 | 22,334 | $22K | 0.00% | LON |
| 512 | CENTRAL GARDEN + PET CO | 153527AM8 | Sep 2024 | 22,000 | $22K | 0.00% | DBT |
| 513 | FNMA POOL MA3332 | 31418CV27 | Sep 2024 | 20,450 | $19K | 0.00% | ABS-MBS |
| 514 | 8TH AVE FOOD PROVISIONS INC | 28253PAC3 | Sep 2024 | 17,133 | $17K | 0.00% | LON |
| 515 | HUDSON PACIFIC PROPERTIE | 44409MAD8 | Sep 2024 | 15,000 | $14K | 0.00% | DBT |
| 516 | FNMA POOL CA1711 | 3140Q83V5 | Sep 2024 | 13,218 | $13K | 0.00% | ABS-MBS |
| 517 | VICI PROPERTIES / NOTE | 92564RAJ4 | Sep 2024 | 10,000 | $10K | 0.00% | DBT |
| 518 | Currency Forward Contract | N/A | Sep 2024 | 462,122 | $8K | 0.00% | DFE |
| 519 | Currency Forward Contract | N/A | Sep 2024 | 228,277 | $6K | 0.00% | DFE |
| 520 | Currency Forward Contract | N/A | Sep 2024 | 181,508 | $5K | 0.00% | DFE |
| 521 | CHARTER COMM OPT LLC/CAP | 161175BM5 | Sep 2024 | 5,000 | $5K | 0.00% | DBT |
| 522 | Currency Forward Contract | N/A | Sep 2024 | 92,424 | $2K | 0.00% | DFE |
| 523 | Currency Forward Contract | N/A | Sep 2024 | 94,651 | $2K | 0.00% | DFE |
| 524 | Currency Forward Contract | N/A | Sep 2024 | 94,651 | $2K | 0.00% | DFE |
| 525 | Currency Forward Contract | N/A | Sep 2024 | 120,325 | $2K | 0.00% | DFE |
| 526 | SOUTH FIELD ENERGY LLC | BA0007BP4 | Sep 2024 | 1,854 | $2K | 0.00% | LON |
| 527 | Currency Forward Contract | N/A | Sep 2024 | 92,424 | $2K | 0.00% | DFE |
| 528 | Currency Forward Contract | N/A | Sep 2024 | 91,311 | $2K | 0.00% | DFE |
| 529 | Currency Forward Contract | N/A | Sep 2024 | 112,468 | $253 | 0.00% | DFE |
| 530 | Currency Forward Contract | N/A | Sep 2024 | 90,197 | $218 | 0.00% | DFE |
| 531 | Currency Forward Contract | N/A | Sep 2024 | 219,369 | $217 | 0.00% | DFE |
| 532 | Currency Forward Contract | N/A | Sep 2024 | 379,719 | $144 | 0.00% | DFE |
| 533 | Currency Forward Contract | N/A | Sep 2024 | 179,281 | $76 | 0.00% | DFE |
| 534 | Currency Forward Contract | N/A | Sep 2024 | 197,098 | $70 | 0.00% | DFE |
| 535 | EURO-BOBL FUTURE DEC24 | OEZ4 | Sep 2024 | -20 | $0 | 0.00% | DIR |
| 536 | EURO-BUND FUTURE DEC24 | RXZ4 | Sep 2024 | -50 | $0 | 0.00% | DIR |
| 537 | EURO-BUXL 30Y BND DEC24 | UBZ4 | Sep 2024 | -7 | $0 | 0.00% | DIR |
| 538 | LONG GILT FUTURE DEC24 | G Z4 | Sep 2024 | -4 | $0 | 0.00% | DIR |
| 539 | US 10YR NOTE (CBT)DEC24 | TYZ4 | Sep 2024 | -66 | $0 | 0.00% | DIR |
| 540 | US 2YR NOTE (CBT) DEC24 | TUZ4 | Sep 2024 | 718 | $0 | 0.00% | DIR |
| 541 | US 5YR NOTE (CBT) DEC24 | FVZ4 | Sep 2024 | 802 | $0 | 0.00% | DIR |
| 542 | Currency Forward Contract | N/A | Sep 2024 | 219,420 | $-219 | -0.00% | DFE |
| 543 | Currency Forward Contract | N/A | Sep 2024 | 369,698 | $-250 | -0.00% | DFE |
| 544 | Currency Forward Contract | N/A | Sep 2024 | 230,504 | $-857 | -0.00% | DFE |
| 545 | Currency Forward Contract | N/A | Sep 2024 | 218,255 | $-1044 | -0.00% | DFE |
| 546 | Currency Forward Contract | N/A | Sep 2024 | 340,745 | $-1235 | -0.00% | DFE |
| 547 | Currency Forward Contract | N/A | Sep 2024 | 355,221 | $-1517 | -0.00% | DFE |
| 548 | Currency Forward Contract | N/A | Sep 2024 | 569,022 | $-1933 | -0.00% | DFE |
| 549 | Currency Forward Contract | N/A | Sep 2024 | 223,823 | $-2148 | -0.00% | DFE |
| 550 | Currency Forward Contract | N/A | Sep 2024 | 332,950 | $-2957 | -0.00% | DFE |
| 551 | Currency Forward Contract | N/A | Sep 2024 | 121,662 | $-3541 | -0.00% | DFE |
| 552 | Currency Forward Contract | N/A | Sep 2024 | 220,482 | $-3819 | -0.00% | DFE |
| 553 | Currency Forward Contract | N/A | Sep 2024 | 369,698 | $-4510 | -0.00% | DFE |
| 554 | Currency Forward Contract | N/A | Sep 2024 | 715,267 | $-29592 | -0.00% | DFE |
| 555 | BWFCME046 IRS USD R V 12MSOFR | 99S1ZJPR5 | Sep 2024 | 4,836,000 | $-179394 | -0.03% | DIR |
| 556 | Currency Forward Contract | N/A | Sep 2024 | 11,119,878 | $-260203 | -0.04% | DFE |