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Loomis Sayles Strategic Alpha Fund

Natixis Funds Trust II

Assets: $599M Net: $597M Series: S000030600 EDGAR ↗
+639
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639
Positions
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# Name Ticker Since Shares Value % Port Cat
1 United States Treasury 912797NF0 Dec 2024 28,140,000 $28.0M 4.69% STIV
2 United States Treasury 912797LX3 Dec 2024 27,990,000 $28.0M 4.68% STIV
3 United States Treasury 91282CKH3 Dec 2024 27,660,000 $27.7M 4.64% DBT
4 United States Treasury 912797MU8 Dec 2024 18,350,000 $18.2M 3.04% STIV
5 United States Treasury 91282CGV7 Dec 2024 18,060,000 $17.9M 3.00% DBT
6 Republic of South Africa 000000000 Dec 2024 338,660,000 $15.2M 2.55% DBT
7 ECHOSTAR CORP 278768AC0 Dec 2024 8,977,597 $9.7M 1.62% DBT
8 UBER TECHNOLOGIES INC 90353TAK6 Dec 2024 7,735,000 $7.5M 1.25% DBT
9 Fixed Income Clearing Corp. 000000000 Dec 2024 6,921,433 $6.9M 1.16% RA
10 GLENCORE FUNDING LLC 378272BQ0 Dec 2024 5,245,000 $5.6M 0.93% DBT
11 TEVA PHARMACEUTICALS NE 88167AAF8 Dec 2024 7,575,000 $5.4M 0.91% DBT
12 CCO HLDGS LLC/CAP CORP 1248EPBT9 Dec 2024 5,325,000 $5.2M 0.88% DBT
13 CONTINENTAL RESOURCES 212015AT8 Dec 2024 4,195,000 $4.1M 0.69% DBT
14 TARGA RESOURCES CORP 87612GAF8 Dec 2024 3,900,000 $4.1M 0.69% DBT
15 United States Treasury 91282CKS9 Dec 2024 4,000,000 $4.0M 0.68% DBT
16 DISH DBS CORP 25470XBE4 Dec 2024 4,420,000 $4.0M 0.67% DBT
17 Neuberger Berman CLO Ltd 64129JBJ8 Dec 2024 3,300,000 $3.3M 0.55% ABS-CBDO
18 Apidos CLO Ltd 03765YAY0 Dec 2024 3,175,000 $3.2M 0.53% ABS-CBDO
19 Credit Suisse Mortgage Trust 12649AAQ2 Dec 2024 5,680,000 $3.1M 0.52% ABS-MBS
20 ROCKETMTGE CO-ISSUER INC 77313LAB9 Dec 2024 3,720,000 $3.1M 0.52% DBT
21 Barclays Commercial Mortgage Securities LLC 05493BAG3 Dec 2024 2,995,000 $3.0M 0.50% ABS-MBS
22 Navient Student Loan Trust 63935CAC5 Dec 2024 3,410,000 $2.9M 0.49% ABS-O
23 Frontier Issuer LLC 35910EAA2 Dec 2024 2,800,000 $2.9M 0.48% ABS-O
24 ECHOSTAR CORP 278768AA4 Dec 2024 3,098,235 $2.8M 0.47% DBT
25 ECHOSTAR CORP 278768AB2 Dec 2024 2,664,655 $2.8M 0.47% DBT
26 BOEING CO 097023CW3 Dec 2024 2,980,000 $2.8M 0.46% DBT
27 Planet Fitness Master Issuer LLC 72703PAC7 Dec 2024 2,921,250 $2.7M 0.45% ABS-O
28 NCL CORPORATION LTD 62886HBA8 Dec 2024 2,685,000 $2.7M 0.45% DBT
29 ANTARES HOLDINGS 03666HAE1 Dec 2024 2,790,000 $2.6M 0.44% DBT
30 Parallel Ltd 69915XAS5 Dec 2024 2,610,000 $2.6M 0.44% ABS-CBDO
31 CSC HOLDINGS LLC 126307BD8 Dec 2024 4,965,000 $2.6M 0.43% DBT
32 Rockford Tower CLO Ltd 77340GAN1 Dec 2024 2,565,000 $2.6M 0.43% ABS-CBDO
33 CEMEX SAB DE CV 151290BZ5 Dec 2024 2,945,000 $2.6M 0.43% DBT
34 HCA INC 404119CU1 Dec 2024 2,520,000 $2.5M 0.42% DBT
35 Boost Newco Borrower, LLC 92943EAE6 Dec 2024 2,413,950 $2.4M 0.41% LON
36 Morgan Stanley Capital I Trust 617459AK8 Dec 2024 2,515,000 $2.4M 0.40% ABS-MBS
37 Bankers Healthcare Group Securitization Trust 054977AB9 Dec 2024 2,340,000 $2.3M 0.38% ABS-O
38 DT Auto Owner Trust 23345AAG8 Dec 2024 2,290,000 $2.3M 0.38% ABS-O
39 CEMEX SAB DE CV 151290CA9 Dec 2024 2,330,000 $2.3M 0.38% DBT
40 COMM Mortgage Trust 12624PAL9 Dec 2024 2,485,686 $2.3M 0.38% ABS-MBS
41 BAE SYSTEMS PLC 05523RAL1 Dec 2024 2,230,000 $2.2M 0.37% DBT
42 GS Mortgage Securities Trust 36191YAL2 Dec 2024 3,905,000 $2.1M 0.36% ABS-MBS
43 Post CLO LTD 73743CAA0 Dec 2024 2,110,000 $2.1M 0.35% ABS-CBDO
44 BPR Trust 05592CAQ9 Dec 2024 2,155,000 $2.1M 0.35% ABS-MBS
45 JEFFERIES FIN GROUP INC 47233WEJ4 Dec 2024 2,015,000 $2.1M 0.35% DBT
46 HELMERICH & PAYNE INC 423452AK7 Dec 2024 2,175,000 $2.1M 0.35% DBT
47 CENTENE CORP 15135BAT8 Dec 2024 2,150,000 $2.0M 0.34% DBT
48 FIRST QUANTUM MINERALS L 335934AV7 Dec 2024 1,885,000 $2.0M 0.34% DBT
49 Palmer Square BDC CLO Ltd 696928AC4 Dec 2024 1,945,000 $2.0M 0.33% ABS-CBDO
50 U.K. Gilts 000000000 Dec 2024 1,565,000 $2.0M 0.33% DBT
51 Carval CLO LTD 146918AC1 Dec 2024 1,925,000 $1.9M 0.33% ABS-CBDO
52 BPR Trust 05602HAA1 Dec 2024 1,925,000 $1.9M 0.32% ABS-MBS
53 ROCKETMTGE CO-ISSUER INC 74841CAA9 Dec 2024 2,135,000 $1.9M 0.32% DBT
54 Westlake Automobile Receivables Trust 96042VAG4 Dec 2024 1,920,000 $1.9M 0.32% ABS-O
55 Madison Park Funding Ltd 55822EAQ2 Dec 2024 1,900,000 $1.9M 0.32% ABS-CBDO
56 Hertz Vehicle Financing LLC 42806MAM1 Dec 2024 1,889,000 $1.9M 0.31% ABS-O
57 CARNIVAL CORP 143658BN1 Dec 2024 1,880,000 $1.9M 0.31% DBT
58 WF-RBS Commercial Mortgage Trust 92890NAY5 Dec 2024 2,245,000 $1.8M 0.31% ABS-MBS
59 PARAMOUNT GLOBAL 925524AX8 Dec 2024 1,815,000 $1.8M 0.31% DBT
60 BINOM Securitization Trust 05552CAB0 Dec 2024 2,315,000 $1.8M 0.31% ABS-MBS
61 Avis Budget Rental Car Funding AESOP LLC 05377REC4 Dec 2024 1,800,000 $1.8M 0.30% ABS-O
62 Labrador Aviation Finance Limited 50543LAA0 Dec 2024 1,830,753 $1.8M 0.30% ABS-O
63 JP Morgan Chase Commercial Mortgage Sec Trust 46635TAX0 Dec 2024 1,945,000 $1.8M 0.30% ABS-MBS
64 CIFC Funding Ltd 12551MAN9 Dec 2024 1,750,000 $1.8M 0.29% ABS-CBDO
65 Citigroup Commercial Mortgage Trust 17322MAA4 Dec 2024 2,040,000 $1.7M 0.29% ABS-MBS
66 Canada Government Bonds 135087R97 Dec 2024 2,435,000 $1.7M 0.29% DBT
67 ROYAL CARIBBEAN CRUISES 780153BG6 Dec 2024 1,725,000 $1.7M 0.29% DBT
68 ARES CLO Ltd 04015WBN3 Dec 2024 1,660,000 $1.7M 0.28% ABS-CBDO
69 Palmer Square CLO Ltd 69703LAE8 Dec 2024 1,650,000 $1.7M 0.28% ABS-CBDO
70 MICRON TECHNOLOGY INC 595112CB7 Dec 2024 1,595,000 $1.6M 0.27% DBT
71 Cemex SAB de CV 151290889 Dec 2024 287,957 $1.6M 0.27% EC
72 BOEING CO/THE 097023204 Dec 2024 26,624 $1.6M 0.27% EP
73 SUBWAY FUNDING LLC 864300AA6 Dec 2024 1,595,000 $1.6M 0.27% ABS-O
74 ROYAL CARIBBEAN CRUISES 780153BV3 Dec 2024 1,615,000 $1.6M 0.27% DBT
75 Credit Suisse Mortgage Trust 12662GAC2 Dec 2024 1,609,722 $1.6M 0.27% ABS-MBS
76 UBS GROUP AG 225401AZ1 Dec 2024 1,500,000 $1.6M 0.27% DBT
77 Navient Student Loan Trust 63940VAC6 Dec 2024 1,636,536 $1.6M 0.27% ABS-O
78 Republic of Turkiye 900123DN7 Dec 2024 1,695,000 $1.6M 0.27% DBT
79 BLUE OWL FINANCE LLC 09581JAT3 Dec 2024 1,525,000 $1.6M 0.26% DBT
80 PARAMOUNT GLOBAL 92553PAP7 Dec 2024 2,145,000 $1.6M 0.26% DBT
81 Summit Materials LLC 86614DAK4 Dec 2024 1,557,288 $1.6M 0.26% LON
82 OHA Loan Funding Ltd 67110UBE8 Dec 2024 1,535,000 $1.5M 0.26% ABS-CBDO
83 Applebees/IHOP Funding LLC 03789XAF5 Dec 2024 1,510,000 $1.5M 0.26% ABS-O
84 CSC HOLDINGS LLC 126307BF3 Dec 2024 2,200,000 $1.5M 0.26% DBT
85 APPLOVIN CORP 03831WAD0 Dec 2024 1,550,000 $1.5M 0.26% DBT
86 BOEING CO 097023DC6 Dec 2024 1,630,000 $1.5M 0.25% DBT
87 Wells Fargo Commercial Mortgage Trust 95000MBU4 Dec 2024 1,690,000 $1.5M 0.25% ABS-MBS
88 TRIMBLE INC 896239AE0 Dec 2024 1,415,000 $1.5M 0.25% DBT
89 UNITED AIR 2019-2 B PTT 90932KAA7 Dec 2024 1,560,731 $1.5M 0.25% DBT
90 WF-RBS Commercial Mortgage Trust 92936CAY5 Dec 2024 1,699,593 $1.5M 0.25% ABS-MBS
91 UNITED RENTALS NORTH AM 911365BR4 Dec 2024 1,475,000 $1.5M 0.25% DBT
92 AERCAP IRELAND CAP/GLOBA 00774MAX3 Dec 2024 1,670,000 $1.5M 0.24% DBT
93 CHARTER COMM OPT LLC/CAP 161175CC6 Dec 2024 2,180,000 $1.5M 0.24% DBT
94 DCAL Aviation Finance Limited 001406AB3 Dec 2024 2,218,114 $1.4M 0.24% ABS-O
95 NETFLIX INC 64110LAV8 Dec 2024 1,430,000 $1.4M 0.24% DBT
96 BROADCOM INC 11135FBP5 Dec 2024 1,740,000 $1.4M 0.24% DBT
97 Credit Suisse Mortgage Trust 12649AAN9 Dec 2024 1,890,000 $1.4M 0.24% ABS-MBS
98 1011778 BC / NEW RED FIN 68245XAM1 Dec 2024 1,575,000 $1.4M 0.24% DBT
99 Textron Financial Corp 883199AR2 Dec 2024 1,575,000 $1.4M 0.24% DBT
100 INDONESIA GOVERNMENT 000000000 Dec 2024 22,853,000,000 $1.4M 0.23% DBT
101 MOTOROLA SOLUTIONS INC 620076BZ1 Dec 2024 1,390,000 $1.4M 0.23% DBT
102 Planet Fitness Master Issuer LLC 72703PAF0 Dec 2024 1,381,538 $1.4M 0.23% ABS-O
103 ROMANIA 77586RAV2 Dec 2024 1,552,000 $1.4M 0.23% DBT
104 INDONESIA GOVERNMENT 000000000 Dec 2024 22,064,000,000 $1.4M 0.23% DBT
105 CoreVest American Finance Ltd 21872GAG0 Dec 2024 1,447,397 $1.4M 0.23% ABS-O
106 Birch Grove CLO Ltd. 09077WAA6 Dec 2024 1,335,000 $1.3M 0.22% ABS-CBDO
107 Colombia Government International Bonds 195325EP6 Dec 2024 1,370,000 $1.3M 0.22% DBT
108 BioMarin Pharmaceutical Inc 09061G101 Dec 2024 20,331 $1.3M 0.22% EC
109 CONTINENTAL RESOURCES 212015AV3 Dec 2024 1,595,000 $1.3M 0.22% DBT
110 COMMSCOPE LLC 203372AV9 Dec 2024 1,450,000 $1.3M 0.21% DBT
111 PERMIAN RESOURC OPTG LLC 71424VAB6 Dec 2024 1,290,000 $1.3M 0.21% DBT
112 Aimco 00140LAG9 Dec 2024 1,248,063 $1.3M 0.21% ABS-CBDO
113 BOEING CO 097023CY9 Dec 2024 1,265,000 $1.2M 0.21% DBT
114 UBS GROUP AG 225401BB3 Dec 2024 1,030,000 $1.2M 0.21% DBT
115 AIRCASTLE LTD 00928QAX9 Dec 2024 1,190,000 $1.2M 0.21% DBT
116 Apollo Aviation Securitization Equity Trust 00038QAA6 Dec 2024 1,228,454 $1.2M 0.20% ABS-O
117 Wave USA 94354KAC4 Dec 2024 1,822,786 $1.2M 0.20% ABS-O
118 BROADCOM INC 11135FBL4 Dec 2024 1,400,000 $1.2M 0.20% DBT
119 HAZINE MUSTESARLIGI VARL 421790AL0 Dec 2024 1,195,000 $1.2M 0.20% DBT
120 CoreVest American Finance Ltd 21873AAJ6 Dec 2024 1,340,000 $1.2M 0.20% ABS-O
121 PRP Advisors, LLC 69360XAA4 Dec 2024 1,175,990 $1.2M 0.20% ABS-O
122 Kestrel Aircraft Funding Limited 49255PAA1 Dec 2024 1,185,702 $1.2M 0.20% ABS-O
123 Republic of South Africa 000000000 Dec 2024 25,790,000 $1.2M 0.19% DBT
124 BAUSCH HEALTH COS INC 071734AN7 Dec 2024 1,450,000 $1.2M 0.19% DBT
125 U.K. Gilts 000000000 Dec 2024 920,000 $1.1M 0.19% DBT
126 JP Morgan Chase Commercial Mortgage Sec Trust 46639EAL5 Dec 2024 1,225,245 $1.1M 0.19% ABS-MBS
127 Social Professional Loan Program LLC 83406TAC6 Dec 2024 1,350,000 $1.1M 0.19% ABS-O
128 Elevance Health Inc 036752103 Dec 2024 3,056 $1.1M 0.19% EC
129 BOEING CO 097023CV5 Dec 2024 1,170,000 $1.1M 0.19% DBT
130 VICI PROPERTIES / NOTE 92564RAL9 Dec 2024 1,180,000 $1.1M 0.19% DBT
131 WAVE 2017-1 LLC 94353WAA3 Dec 2024 1,197,802 $1.1M 0.19% ABS-O
132 Fortiva Retail Credit Master Note Business Trust 34962AAW2 Dec 2024 1,100,000 $1.1M 0.19% ABS-O
133 Paramount Global 92556H206 Dec 2024 105,953 $1.1M 0.19% EC
134 RTX CORP 75513ECW9 Dec 2024 1,050,000 $1.1M 0.19% DBT
135 OHA Credit Partners Ltd 67109FBC8 Dec 2024 1,090,000 $1.1M 0.19% ABS-CBDO
136 United States Treasury 91282CJV4 Dec 2024 1,105,000 $1.1M 0.19% DBT
137 WESTERN DIGITAL CORP 958102AQ8 Dec 2024 1,240,000 $1.1M 0.18% DBT
138 EMBRAER NETHERLANDS FINA 29082HAD4 Dec 2024 1,055,000 $1.1M 0.18% DBT
139 Carnival Corporation 000000000 Dec 2024 1,082,250 $1.1M 0.18% LON
140 GS Mortgage Securities Trust 36197VAG3 Dec 2024 3,195,000 $1.1M 0.18% ABS-MBS
141 WF-RBS COMMERCIAL MORTGAGE TRUST 92890FAY2 Dec 2024 1,215,383 $1.1M 0.18% ABS-MBS
142 Tricon American Homes 89613JAJ9 Dec 2024 1,170,000 $1.1M 0.18% ABS-O
143 Wellfleet CLO Ltd 94951AAE9 Dec 2024 1,055,000 $1.1M 0.18% ABS-CBDO
144 WESTERN MIDSTREAM OPERAT 958667AE7 Dec 2024 1,045,000 $1.1M 0.18% DBT
145 Bain Capital Credit CLO, Limited 05684DAS2 Dec 2024 1,045,000 $1.0M 0.18% ABS-CBDO
146 Navient Student Loan Trust 63941XAB3 Dec 2024 1,290,000 $1.0M 0.17% ABS-O
147 Hertz Vehicle Financing LLC 42806MBG3 Dec 2024 1,050,000 $1.0M 0.17% ABS-O
148 Turkiye Government International Bonds 900123DL1 Dec 2024 1,045,000 $1.0M 0.17% DBT
149 TICP CLO Ltd 87248TAQ8 Dec 2024 1,030,000 $1.0M 0.17% ABS-CBDO
150 Galaxy CLO Ltd 36321LAL3 Dec 2024 1,030,000 $1.0M 0.17% ABS-CBDO
151 Rockford Tower CLO Ltd 77342JAA1 Dec 2024 1,027,812 $1.0M 0.17% ABS-CBDO
152 AASET 2021-1 Trust 00038PAA8 Dec 2024 1,102,882 $1.0M 0.17% ABS-O
153 Wells Fargo Commercial Mortgage Trust 94988QAQ4 Dec 2024 1,106,481 $1.0M 0.17% ABS-MBS
154 CREDIT AGRICOLE SA 225313AQ8 Dec 2024 1,010,000 $1.0M 0.17% DBT
155 Tricon American Homes 89613GAE6 Dec 2024 1,040,000 $1.0M 0.17% ABS-O
156 Exeter Automobile Receivables Trust 30168DAF3 Dec 2024 960,000 $999K 0.17% ABS-O
157 TEVA PHARM FNC NL II 000000000 Dec 2024 930,000 $987K 0.17% DBT
158 720 East CLO Ltd. 81789MAJ7 Dec 2024 975,000 $983K 0.16% ABS-CBDO
159 Santander Drive Auto Receivables Trust 80287LAF6 Dec 2024 955,000 $971K 0.16% ABS-O
160 OneMain Financial Issuance Trust 682696AC3 Dec 2024 1,020,000 $955K 0.16% ABS-O
161 Trafigura Securitisation Finance Plc 892725AW2 Dec 2024 950,000 $950K 0.16% ABS-O
162 Avis Budget Rental Car Funding AESOP LLC 05377RJL9 Dec 2024 940,000 $940K 0.16% ABS-O
163 DC Commercial Mortgage Trust 24023AAE0 Dec 2024 920,000 $938K 0.16% ABS-MBS
164 Structured Adjustable Rate Mortgage Loan Trust 863579TM0 Dec 2024 1,574,652 $929K 0.16% ABS-MBS
165 CENTENE CORP 15135BAV3 Dec 2024 1,040,000 $926K 0.16% DBT
166 Springcastle SPV 85022WAP9 Dec 2024 1,006,155 $924K 0.15% ABS-O
167 ROC Securities Trust 77118UAA8 Dec 2024 930,000 $924K 0.15% ABS-MBS
168 Octagon Investment Partners XXII Ltd 67572YBU5 Dec 2024 920,000 $921K 0.15% ABS-CBDO
169 Bristol Park CLO, Ltd. 11014PAN5 Dec 2024 915,000 $916K 0.15% ABS-CBDO
170 Bausch & Lomb Corporation 000000000 Dec 2024 909,811 $913K 0.15% LON
171 ARCELORMITTAL SA 03938LBF0 Dec 2024 850,000 $908K 0.15% DBT
172 COMMSCOPE TECH LLC 20338HAB9 Dec 2024 1,010,000 $901K 0.15% DBT
173 OHA Loan Funding Ltd 67706HCA4 Dec 2024 885,000 $897K 0.15% ABS-CBDO
174 Bridgecrest Lending Auto Securitization Trust 10805MAF4 Dec 2024 875,000 $893K 0.15% ABS-O
175 STANDARD CHARTERED PLC 853254BU3 Dec 2024 1,030,000 $890K 0.15% DBT
176 NCL CORPORATION LTD 62886HBE0 Dec 2024 890,000 $888K 0.15% DBT
177 Progress Residential Trust 74333FAE9 Dec 2024 930,000 $887K 0.15% ABS-O
178 TEVA PHARMACEUTICALS NE 88167AAE1 Dec 2024 920,000 $884K 0.15% DBT
179 TD SYNNEX CORP 87162WAL4 Dec 2024 855,000 $877K 0.15% DBT
180 Netflix Inc 64110LAU0 Dec 2024 860,000 $877K 0.15% DBT
181 PACIFIC GAS & ELECTRIC 694308KM8 Dec 2024 830,000 $875K 0.15% DBT
182 UBS GROUP AG 902613BH0 Dec 2024 865,000 $871K 0.15% DBT
183 AERCAP IRELAND CAP/GLOBA 00774MAY1 Dec 2024 1,015,000 $864K 0.14% DBT
184 Fannie Mae - CAS 20754NAB1 Dec 2024 836,924 $861K 0.14% ABS-MBS
185 IHEARTCOMMUNICATIONS INC 45174HBM8 Dec 2024 1,094,700 $857K 0.14% DBT
186 ENERGEAN ISRAEL FINANCE 000000000 Dec 2024 920,000 $852K 0.14% DBT
187 Colombia Government International Bonds 195325EQ4 Dec 2024 875,000 $848K 0.14% DBT
188 Westlake Automobile Receivables Trust 96041AAN6 Dec 2024 815,000 $847K 0.14% ABS-O
189 BOEING CO/THE 097023DT9 Dec 2024 795,000 $845K 0.14% DBT
190 DISH DBS CORP 25470XBF1 Dec 2024 975,000 $834K 0.14% DBT
191 New York Mortgage Trust 67120TAA8 Dec 2024 820,000 $828K 0.14% ABS-MBS
192 United States Treasury 91282CLB5 Dec 2024 825,000 $826K 0.14% DBT
193 EquipmentShare 69121NAA6 Dec 2024 820,000 $820K 0.14% ABS-O
194 Golub Capital Partners CLO, LTD 38190BAC9 Dec 2024 815,000 $819K 0.14% ABS-CBDO
195 SPOTIFY USA INC 84921RAB6 Dec 2024 770,000 $819K 0.14% DBT
196 TEVA PHARM FNC NL II 000000000 Dec 2024 685,000 $818K 0.14% DBT
197 VENTURE GLOBAL CALCASIEU 92328MAC7 Dec 2024 950,000 $816K 0.14% DBT
198 Vericrest Opportunity Loan Transferee 92873CAA2 Dec 2024 814,120 $814K 0.14% ABS-O
199 SYNCHRONY FINANCIAL 87165BAV5 Dec 2024 805,000 $812K 0.14% DBT
200 SOUTHERN CO 842587DT1 Dec 2024 780,000 $796K 0.13% DBT
201 New Residential Mortgage Loan Trust 64831PAA3 Dec 2024 785,000 $791K 0.13% ABS-MBS
202 Ziply Fiber Issuer, LLC 98979QAA1 Dec 2024 765,000 $784K 0.13% ABS-O
203 Progress Residential Trust 74333DAL8 Dec 2024 795,000 $766K 0.13% ABS-O
204 REPUBLIC OF NIGERIA 65412AFD9 Dec 2024 750,000 $766K 0.13% DBT
205 UBS GROUP AG 225401AV0 Dec 2024 740,000 $765K 0.13% DBT
206 SLAM 2021-1 LLC 78449AAC6 Dec 2024 843,696 $764K 0.13% ABS-O
207 American Credit Acceptance Receivables Trust 02530CAG3 Dec 2024 730,000 $760K 0.13% ABS-O
208 CoreVest American Finance Ltd 124762AA3 Dec 2024 730,000 $743K 0.12% ABS-MBS
209 Westlake Automobile Receivables Trust 96043RAG2 Dec 2024 720,000 $733K 0.12% ABS-O
210 CIFC Funding Ltd 12549BAU2 Dec 2024 730,000 $730K 0.12% ABS-CBDO
211 VENTURE GLOBAL CALCASIEU 92328MAB9 Dec 2024 815,000 $730K 0.12% DBT
212 ROYAL CARIBBEAN CRUISES 780153BW1 Dec 2024 735,000 $723K 0.12% DBT
213 OneMain Financial Issuance Trust 68269MAE4 Dec 2024 810,000 $723K 0.12% ABS-O
214 SLM Student Loan Trust 78443CAN4 Dec 2024 747,000 $720K 0.12% ABS-O
215 Marlette Funding Trust 57108UAB0 Dec 2024 695,000 $719K 0.12% ABS-O
216 TEVA PHARM FNC NL II 000000000 Dec 2024 570,000 $717K 0.12% DBT
217 SLAM LLC 83100AAA0 Dec 2024 728,277 $713K 0.12% ABS-O
218 ECOPETROL SA 279158AV1 Dec 2024 735,000 $709K 0.12% DBT
219 Aimco 00901FAN6 Dec 2024 700,000 $706K 0.12% ABS-CBDO
220 NMLT Trust 62917MAA1 Dec 2024 766,695 $702K 0.12% ABS-MBS
221 Chile Government International Bonds 168863DV7 Dec 2024 805,000 $692K 0.12% DBT
222 Nelnet Student Loan Trust 64034YAC5 Dec 2024 810,000 $689K 0.12% ABS-O
223 DT Auto Owner Trust 23345WAD7 Dec 2024 665,000 $686K 0.11% ABS-O
224 MARRIOTT INTERNATIONAL 571903BQ5 Dec 2024 690,000 $685K 0.11% DBT
225 GLOBAL ATLANTIC FIN CO 37959GAB3 Dec 2024 780,000 $669K 0.11% DBT
226 Westlake Automobile Receivables Trust 96041CAN2 Dec 2024 635,000 $653K 0.11% ABS-O
227 RFS Asset Securitization II LLC 74969DAL9 Dec 2024 645,000 $652K 0.11% ABS-O
228 Chicago Board of Trade 000000000 Dec 2024 -423 $645K 0.11% DIR
229 Morgan Stanley Capital I Trust 617459AJ1 Dec 2024 649,472 $642K 0.11% ABS-MBS
230 Navient Student Loan Trust 63940PAD7 Dec 2024 648,762 $635K 0.11% ABS-O
231 Affirm Inc 00792FAA6 Dec 2024 625,000 $634K 0.11% ABS-O
232 Mission Lane Credit Card Master Trust 60510MAT5 Dec 2024 625,000 $631K 0.11% ABS-O
233 APPLOVIN CORP 03831WAB4 Dec 2024 615,000 $613K 0.10% DBT
234 Education Funding Trust 28141PAA3 Dec 2024 661,365 $609K 0.10% ABS-O
235 MidOcean Credit CLO 59801FAE3 Dec 2024 600,000 $608K 0.10% ABS-CBDO
236 Navient Student Loan Trust 63935BAB9 Dec 2024 730,000 $602K 0.10% ABS-O
237 Navient Student Loan Trust 63941JAB4 Dec 2024 695,000 $600K 0.10% ABS-O
238 GS Mortgage Securities Trust 36197QAG4 Dec 2024 652,662 $598K 0.10% ABS-MBS
239 Willis Engine Securitization Trust 97064FAA3 Dec 2024 641,031 $590K 0.10% ABS-O
240 Hilton Grand Vacations Borrower LLC 43283LAK7 Dec 2024 587,032 $588K 0.10% LON
241 Colombia Government International Bonds 195325EL5 Dec 2024 585,000 $588K 0.10% DBT
242 Freddie Mac - STACR 35564KWS4 Dec 2024 573,209 $582K 0.10% ABS-MBS
243 REPUBLIC OF SOUTH AFRICA 836205BF0 Dec 2024 595,000 $580K 0.10% DBT
244 CARNIVAL CORP 143658BR2 Dec 2024 580,000 $579K 0.10% DBT
245 Neuberger Berman CLO Ltd 64134MAA4 Dec 2024 575,000 $576K 0.10% ABS-CBDO
246 Wellfleet CLO Ltd 94951AAG4 Dec 2024 565,000 $569K 0.10% ABS-CBDO
247 ROYAL CARIBBEAN CRUISES 780153BU5 Dec 2024 560,000 $567K 0.09% DBT
248 Bankers Healthcare Group Securitization Trust 08862GAB0 Dec 2024 550,000 $565K 0.09% ABS-O
249 PRP Advisors, LLC 74448BAA8 Dec 2024 559,771 $561K 0.09% ABS-MBS
250 Progress Residential Trust 74333HAL9 Dec 2024 585,000 $560K 0.09% ABS-O
251 MOLINA HEALTHCARE INC 60855RAJ9 Dec 2024 585,000 $554K 0.09% DBT
252 Progress Residential Trust 74333VAJ3 Dec 2024 570,000 $554K 0.09% ABS-O
253 ZF NA CAPITAL 98877DAE5 Dec 2024 560,000 $550K 0.09% DBT
254 SEB Funding LLC 78433DAC8 Dec 2024 535,000 $549K 0.09% ABS-O
255 Extended Stay America Trust 30227FAJ9 Dec 2024 541,686 $543K 0.09% ABS-MBS
256 MH Sub I LLC 45567YAN5 Dec 2024 536,565 $536K 0.09% LON
257 tvc mortgage trust 87306WAB3 Dec 2024 525,000 $521K 0.09% ABS-MBS
258 CCO HLDGS LLC/CAP CORP 1248EPBR3 Dec 2024 520,000 $519K 0.09% DBT
259 GITSIT Mortgage Loan Trust 2023-NPL1 375925AA2 Dec 2024 512,082 $515K 0.09% ABS-O
260 Vericrest Opportunity Loan Transferee 92873AAA6 Dec 2024 516,008 $515K 0.09% ABS-O
261 BOEING CO/THE 097023DU6 Dec 2024 485,000 $515K 0.09% DBT
262 ZF NA CAPITAL 98877DAG0 Dec 2024 535,000 $507K 0.08% DBT
263 UZBEKISTAN INTL BOND 91824PAA5 Dec 2024 520,000 $506K 0.08% DBT
264 BNP Paribas SA 000000000 Dec 2024 1 $504K 0.08% DFE
265 JP Morgan Mortgage Trust 466247EV1 Dec 2024 498,494 $504K 0.08% ABS-MBS
266 Chile Government International Bonds 168863DY1 Dec 2024 600,000 $502K 0.08% DBT
267 CHENIERE ENERGY PARTNERS 16411QAQ4 Dec 2024 485,000 $496K 0.08% DBT
268 PARAMOUNT GLOBAL 92553PAU6 Dec 2024 570,000 $495K 0.08% DBT
269 Kapitus Asset Securitization LLC 48555MAA7 Dec 2024 500,000 $494K 0.08% ABS-O
270 MFRA Trust 58004YAA7 Dec 2024 492,923 $493K 0.08% ABS-MBS
271 UZBEKISTAN INTL BOND 000000000 Dec 2024 470,000 $489K 0.08% DBT
272 OHA Credit Partners Ltd 67109FAY1 Dec 2024 485,000 $487K 0.08% ABS-CBDO
273 SMB Private Education Loan Trust 78449QAD9 Dec 2024 510,000 $485K 0.08% ABS-O
274 Philippines Government International Bonds 718286CL9 Dec 2024 760,000 $482K 0.08% DBT
275 Apidos CLO Ltd 03765LAV4 Dec 2024 480,000 $481K 0.08% ABS-CBDO
276 VIPER ENERGY INC 92763MAB1 Dec 2024 455,000 $476K 0.08% DBT
277 Golub Capital Partners CLO, LTD 38190BAE5 Dec 2024 470,000 $475K 0.08% ABS-CBDO
278 Ford Credit Auto Owner Trust/Ford Credit 34535CAD8 Dec 2024 460,000 $473K 0.08% ABS-O
279 TEVA PHARMACEUTICALS NE 88167AAS0 Dec 2024 435,000 $469K 0.08% DBT
280 DT Auto Owner Trust 26253AAD8 Dec 2024 465,384 $464K 0.08% ABS-O
281 AIRCASTLE / IRELAND DAC 00929JAA4 Dec 2024 460,000 $463K 0.08% DBT
282 VAR ENERGI ASA 92212WAE0 Dec 2024 410,000 $459K 0.08% DBT
283 Progress Residential Trust 74333VAL8 Dec 2024 470,000 $457K 0.08% ABS-O
284 Willis Engine Securitization Trust 97064EAA6 Dec 2024 458,090 $453K 0.08% ABS-O
285 Chile Government International Bonds 168863DS4 Dec 2024 630,000 $450K 0.08% DBT
286 EquipmentShare 22689LAC9 Dec 2024 442,374 $448K 0.07% ABS-O
287 Altice USA Inc 02156K103 Dec 2024 184,712 $445K 0.07% EC
288 Republic Finance Issuance Trust 76041RAA9 Dec 2024 435,000 $439K 0.07% ABS-O
289 New York Mortgage Trust 67119RAB3 Dec 2024 445,000 $439K 0.07% ABS-MBS
290 GLOBAL AUTO HO/AAG FH UK 00033YAA4 Dec 2024 430,000 $438K 0.07% DBT
291 Republic Finance Issuance Trust 76042GAC8 Dec 2024 430,000 $437K 0.07% ABS-O
292 Wingstop Funding LLC 974153AE8 Dec 2024 440,000 $437K 0.07% ABS-O
293 ANTARES HOLDINGS 03666HAD3 Dec 2024 465,000 $436K 0.07% DBT
294 Golub Capital Partners CLO, LTD 38178AAA1 Dec 2024 435,000 $435K 0.07% ABS-CBDO
295 Sixth Street CLO LTD. 83012BAG2 Dec 2024 430,000 $433K 0.07% ABS-CBDO
296 LEVIATHAN BOND LTD 000000000 Dec 2024 430,000 $427K 0.07% DBT
297 Mission Lane Credit Card Master Trust 60510MAN8 Dec 2024 420,000 $422K 0.07% ABS-O
298 GS Mortgage Securities Trust 36191YAJ7 Dec 2024 540,000 $419K 0.07% ABS-MBS
299 American Credit Acceptance Receivables Trust 02530EAG9 Dec 2024 405,000 $415K 0.07% ABS-O
300 AIRCASTLE LTD 00928QAY7 Dec 2024 405,000 $413K 0.07% DBT
301 Chicago Board of Trade 000000000 Dec 2024 -158 $413K 0.07% DIR
302 EverBright Solar Trust 29977FAA2 Dec 2024 421,370 $412K 0.07% ABS-O
303 Business Jet Securities, LLC 12327CAA2 Dec 2024 399,847 $407K 0.07% ABS-O
304 (Sunnova) Aurora I Issuer, LLC 86745CAA0 Dec 2024 428,182 $403K 0.07% ABS-O
305 GLOBAL ATLANTIC FIN CO 37959GAA5 Dec 2024 425,000 $403K 0.07% DBT
306 Carbone CLO, LTD 141312AE8 Dec 2024 400,000 $400K 0.07% ABS-CBDO
307 REPUBLIC OF UZBEKISTAN 000000000 Dec 2024 480,000 $400K 0.07% DBT
308 BX Trust 05612TAA3 Dec 2024 395,000 $397K 0.07% ABS-MBS
309 Clover CLO 00142DAA8 Dec 2024 395,000 $396K 0.07% ABS-CBDO
310 Volofin Finance Designated Activity Company 92873RAB7 Dec 2024 393,642 $394K 0.07% ABS-O
311 NATIONAL HEALTH INVESTOR 63633DAF1 Dec 2024 455,000 $391K 0.07% DBT
312 Morgan Stanley Mortgage Loan Trust 61748HPQ8 Dec 2024 432,421 $389K 0.07% ABS-MBS
313 Open Text Corporation 68371YAP8 Dec 2024 387,627 $387K 0.06% LON
314 REMIC FUNDING TRUST 98-1 75806CAA9 Dec 2024 382,529 $382K 0.06% ABS-MBS
315 Progress Residential Trust 74333FAF6 Dec 2024 400,000 $380K 0.06% ABS-O
316 GS Mortgage Securities Trust 36192RAA0 Dec 2024 473,225 $380K 0.06% ABS-MBS
317 Netflix Inc 64110LAT3 Dec 2024 365,000 $378K 0.06% DBT
318 HUB INTERNATIONAL LIMITED 44332EAY2 Dec 2024 371,137 $373K 0.06% LON
319 PRP Advisors, LLC 74448LAA6 Dec 2024 371,173 $373K 0.06% ABS-MBS
320 New York Mortgage Trust 67118PAA0 Dec 2024 398,266 $365K 0.06% ABS-MBS
321 Progress Residential Trust 74333PAL1 Dec 2024 415,000 $364K 0.06% ABS-O
322 CARNIVAL CORPORATION 000000000 Dec 2024 359,975 $362K 0.06% LON
323 TRUIST INSURANCE HOLDINGS LLC 89788VAG7 Dec 2024 357,169 $358K 0.06% LON
324 Exeter Automobile Receivables Trust 30165BAG8 Dec 2024 365,000 $357K 0.06% ABS-O
325 Republic of Poland Government International Bonds 731011AZ5 Dec 2024 385,000 $354K 0.06% DBT
326 Wells Fargo Commercial Mortgage Trust 95000MBV2 Dec 2024 440,000 $351K 0.06% ABS-MBS
327 Merck & Co Inc 58933Y105 Dec 2024 3,505 $349K 0.06% EC
328 MICRON TECHNOLOGY INC 595112BZ5 Dec 2024 340,000 $348K 0.06% DBT
329 UNICREDIT SPA 904678AY5 Dec 2024 400,000 $347K 0.06% DBT
330 ZF NA CAPITAL 98877DAF2 Dec 2024 360,000 $346K 0.06% DBT
331 BOEING CO/THE 097023DR3 Dec 2024 330,000 $345K 0.06% DBT
332 Starwood Retail Property Trust 85571XAN7 Dec 2024 1,060,000 $343K 0.06% ABS-MBS
333 TEVA PHARMACEUTICALS NE 88167AAR2 Dec 2024 305,000 $341K 0.06% DBT
334 REPUBLIC OF SOUTH AFRICA 836205BG8 Dec 2024 355,000 $341K 0.06% DBT
335 Trafigura Securitisation Finance Plc 892725AZ5 Dec 2024 335,000 $339K 0.06% ABS-O
336 NCL FINANCE LTD 62888HAA7 Dec 2024 335,000 $336K 0.06% DBT
337 BOEING CO/THE 097023DS1 Dec 2024 320,000 $335K 0.06% DBT
338 CHARTER COMM OPT LLC/CAP 161175CK8 Dec 2024 415,000 $335K 0.06% DBT
339 Starwood Retail Property Trust 85571XAQ0 Dec 2024 4,243,654 $334K 0.06% ABS-MBS
340 YUZHOU GROUP 000000000 Dec 2024 4,400,000 $327K 0.05% DBT
341 UBS GROUP AG 225401AU2 Dec 2024 375,000 $326K 0.05% DBT
342 RCO Mortgage LLC 754921AA2 Dec 2024 323,754 $325K 0.05% ABS-O
343 Comcast Corp 20030N101 Dec 2024 8,580 $322K 0.05% EC
344 WHISTLER PIPELINE LLC 96337RAC6 Dec 2024 320,000 $321K 0.05% DBT
345 GoldenTree Loan Management US CLO, LTD 38138BAL4 Dec 2024 320,000 $321K 0.05% ABS-CBDO
346 ZF NA CAPITAL 98877DAD7 Dec 2024 315,000 $316K 0.05% DBT
347 Carvana Auto Receivables Trust 14687WAF7 Dec 2024 320,000 $313K 0.05% ABS-O
348 College Ave Student Loans 19424KAE3 Dec 2024 340,714 $311K 0.05% ABS-O
349 MASTR Alternative Loans Trust 576434UQ5 Dec 2024 312,467 $305K 0.05% ABS-MBS
350 Mastercard Inc 57636Q104 Dec 2024 580 $305K 0.05% EC
351 Sierra Receivables Funding Co LLC 826525AC1 Dec 2024 307,199 $305K 0.05% ABS-O
352 AbbVie Inc 00287Y109 Dec 2024 1,711 $304K 0.05% EC
353 Volofin Finance Designated Activity Company 92873RAA9 Dec 2024 301,307 $302K 0.05% ABS-O
354 WF-RBS Commercial Mortgage Trust 92935VAS7 Dec 2024 941,396 $301K 0.05% ABS-MBS
355 Bristol-Myers Squibb Co 110122108 Dec 2024 5,327 $301K 0.05% EC
356 Dryden Senior Loan Fund 26250UAU9 Dec 2024 300,000 $301K 0.05% ABS-CBDO
357 Palmer Square CLO Ltd 69689CBA3 Dec 2024 300,000 $300K 0.05% ABS-CBDO
358 Credit Acceptance Auto Loan Trust 22536VAE8 Dec 2024 290,000 $297K 0.05% ABS-O
359 SMB Private Education Loan Trust 78448RAE6 Dec 2024 299,610 $297K 0.05% ABS-O
360 Westlake Automobile Receivables Trust 96043RAF4 Dec 2024 290,000 $294K 0.05% ABS-O
361 Ford Credit Auto Lease Trust 34529NAH3 Dec 2024 285,000 $292K 0.05% ABS-O
362 WHISTLER PIPELINE LLC 96337RAB8 Dec 2024 290,000 $290K 0.05% DBT
363 CSC HOLDINGS LLC 126307BH9 Dec 2024 400,000 $288K 0.05% DBT
364 Horizon Aircraft Finance 440405AE8 Dec 2024 299,807 $288K 0.05% ABS-O
365 Broadcom Inc 11135F101 Dec 2024 1,228 $285K 0.05% EC
366 Castlelake Aircraft Structured Trust 14856CAB5 Dec 2024 335,067 $284K 0.05% ABS-O
367 Pretium Mortgage Credit Partners LLC 74143RAA1 Dec 2024 282,811 $284K 0.05% ABS-O
368 Johnson & Johnson 478160104 Dec 2024 1,942 $281K 0.05% EC
369 United Parcel Service Inc 911312106 Dec 2024 2,218 $280K 0.05% EC
370 Alphabet Inc 02079K305 Dec 2024 1,475 $279K 0.05% EC
371 Exxon Mobil Corp 30231G102 Dec 2024 2,539 $273K 0.05% EC
372 KAISA GROUP HOLDINGS LTD 000000000 Dec 2024 4,525,000 $271K 0.05% DBT
373 Navient Student Loan Trust 63941HAB8 Dec 2024 320,000 $269K 0.05% ABS-O
374 Carvana Auto Receivables Trust 14688FAE6 Dec 2024 265,000 $269K 0.05% ABS-O
375 DATADOG INC 23804LAC7 Dec 2024 279,000 $268K 0.04% DBT
376 UnitedHealth Group Inc 91324P102 Dec 2024 526 $266K 0.04% EC
377 CVS HEALTH CORP 126650EH9 Dec 2024 265,000 $266K 0.04% DBT
378 Fannie Mae - CAS 20754EAB1 Dec 2024 255,000 $265K 0.04% ABS-MBS
379 PK ALIFT LOAN FUNDING 69291VAB0 Dec 2024 260,384 $262K 0.04% ABS-O
380 Maps LTD 56564RAB6 Dec 2024 265,568 $261K 0.04% ABS-O
381 Focus Brands Funding LLC 34417RAC0 Dec 2024 247,500 $261K 0.04% ABS-O
382 QUALCOMM Inc 747525103 Dec 2024 1,692 $260K 0.04% EC
383 GLP CAPITAL LP / FIN II 361841AS8 Dec 2024 245,000 $259K 0.04% DBT
384 IndyMac INDX Mortgage Loan Trust 45660NU45 Dec 2024 327,259 $258K 0.04% ABS-MBS
385 Philippines Government International Bonds 718286CH8 Dec 2024 385,000 $257K 0.04% DBT
386 Ziply Fiber Issuer, LLC 98979QAC7 Dec 2024 250,000 $257K 0.04% ABS-O
387 Drive Auto Receivables Trust 26208WAE4 Dec 2024 255,000 $256K 0.04% ABS-O
388 Credit Acceptance Auto Loan Trust 22535LAE1 Dec 2024 260,000 $256K 0.04% ABS-O
389 CHOICE HOTELS INTL INC 169905AH9 Dec 2024 255,000 $255K 0.04% DBT
390 FIRSTENERGY CORP 337932AR8 Dec 2024 251,000 $252K 0.04% DBT
391 Microsoft Corp 594918104 Dec 2024 595 $251K 0.04% EC
392 Dryden Senior Loan Fund 26251LAG9 Dec 2024 250,000 $250K 0.04% ABS-CBDO
393 Aqua Finance Trust 03837DAD6 Dec 2024 250,000 $250K 0.04% ABS-O
394 MACQUARIE AIRFINANCE HLD 55609NAE8 Dec 2024 255,000 $249K 0.04% DBT
395 Abbott Laboratories 002824100 Dec 2024 2,190 $248K 0.04% EC
396 Maps LTD 56564RAA8 Dec 2024 248,335 $247K 0.04% ABS-O
397 GLS Auto Receivables Trust 36267PAJ5 Dec 2024 240,000 $245K 0.04% ABS-O
398 Apple Inc 037833100 Dec 2024 967 $242K 0.04% EC
399 Affirm Inc 00834BAA5 Dec 2024 240,000 $242K 0.04% ABS-O
400 ROYAL CARIBBEAN CRUISES 780153BH4 Dec 2024 240,000 $235K 0.04% DBT
401 CoreVest American Finance Ltd 21872VAE2 Dec 2024 245,000 $232K 0.04% ABS-O
402 SMB Private Education Loan Trust 831943AC9 Dec 2024 230,000 $231K 0.04% ABS-O
403 REMIC FUNDING TRUST 98-1 75806FAA2 Dec 2024 229,105 $230K 0.04% ABS-MBS
404 Emerson Electric Co 291011104 Dec 2024 1,839 $228K 0.04% EC
405 UZBEKISTAN INTL BOND 91822QVX2 Dec 2024 220,000 $227K 0.04% DBT
406 Affirm Inc 00834BAB3 Dec 2024 225,000 $227K 0.04% ABS-O
407 UBER TECHNOLOGIES INC 90353TAP5 Dec 2024 235,000 $225K 0.04% DBT
408 Republic Finance Issuance Trust 76042GAA2 Dec 2024 220,000 $223K 0.04% ABS-O
409 Progress Residential Trust 74331GAG4 Dec 2024 235,000 $221K 0.04% ABS-O
410 SLM Student Loan Trust 78443CAJ3 Dec 2024 223,000 $219K 0.04% ABS-O
411 Prestige Auto Receivables Trust 74113VAJ9 Dec 2024 210,000 $219K 0.04% ABS-O
412 UBER TECHNOLOGIES INC 90353TAM2 Dec 2024 196,000 $216K 0.04% DBT
413 JAZZ INVESTMENTS I LTD 472145AG6 Dec 2024 200,000 $215K 0.04% DBT
414 Salesforce Inc 79466L302 Dec 2024 642 $215K 0.04% EC
415 Carvana Auto Receivables Trust 14688NAG4 Dec 2024 209,000 $211K 0.04% ABS-O
416 RYAN SPECIALTY GROUP LLC 78350UAJ4 Dec 2024 209,216 $210K 0.04% LON
417 Mill City Mortgage Trust 59982HAH3 Dec 2024 245,000 $209K 0.04% ABS-MBS
418 Procter & Gamble Co/The 742718109 Dec 2024 1,231 $206K 0.03% EC
419 Avis Budget Rental Car Funding AESOP LLC 05377RJM7 Dec 2024 205,000 $202K 0.03% ABS-O
420 GLS Auto Receivables Trust 36269HAF9 Dec 2024 200,000 $201K 0.03% ABS-O
421 Lehman XS Trust 525221HA8 Dec 2024 230,445 $199K 0.03% ABS-MBS
422 AKAMAI TECHNOLOGIES INC 00971TAN1 Dec 2024 203,000 $198K 0.03% DBT
423 Westlake Automobile Receivables Trust 96042YAG8 Dec 2024 195,000 $198K 0.03% ABS-O
424 Countrywide Alternative Loan Trust 12669FEE9 Dec 2024 197,571 $197K 0.03% ABS-MBS
425 Bankers Healthcare Group Securitization Trust 08862HAB8 Dec 2024 195,000 $197K 0.03% ABS-O
426 TEVA PHARMACEUTICAL INDU 88167AAP6 Dec 2024 200,000 $195K 0.03% DBT
427 AmWINS Group Inc 03234TAW8 Dec 2024 193,884 $194K 0.03% LON
428 Lockheed Martin Corp 539830109 Dec 2024 398 $193K 0.03% EC
429 UNICREDIT SPA 904678AS8 Dec 2024 200,000 $193K 0.03% DBT
430 ON SEMICONDUCTOR CORP 682189AU9 Dec 2024 205,000 $193K 0.03% DBT
431 Willis Engine Securitization Trust 97064GAA1 Dec 2024 216,318 $192K 0.03% ABS-O
432 EWC Master Issuer LLC 26929HAB1 Dec 2024 195,000 $190K 0.03% ABS-O
433 Vericrest Opportunity Loan Transferee 91835MAA9 Dec 2024 189,099 $189K 0.03% ABS-O
434 Home Partners of America Trust 437300AJ5 Dec 2024 225,998 $188K 0.03% ABS-O
435 Horizon Aircraft Finance 44040JAA6 Dec 2024 200,346 $187K 0.03% ABS-O
436 Foundation Finance Trust 35040VAD1 Dec 2024 185,000 $187K 0.03% ABS-O
437 LCH Ltd. 000000000 Dec 2024 330,000,000 $187K 0.03% DIR
438 Willis Engine Securitization Trust 97064FAB1 Dec 2024 198,674 $186K 0.03% ABS-O
439 Accelerated Assets LLC 00436MAB1 Dec 2024 186,919 $184K 0.03% ABS-O
440 DROPBOX INC 26210CAD6 Dec 2024 178,000 $182K 0.03% DBT
441 SMB Private Education Loan Trust 78449LAD0 Dec 2024 190,000 $181K 0.03% ABS-O
442 Lex Commercial Loan Master Trust 52885AAA6 Dec 2024 180,000 $177K 0.03% ABS-MBS
443 CARNIVAL CORP 143658BV3 Dec 2024 88,000 $177K 0.03% DBT
444 PG&E CORP 69331CAL2 Dec 2024 163,000 $177K 0.03% DBT
445 GoodLeap Home Improvement Solutions Trust 381935AB1 Dec 2024 175,000 $175K 0.03% ABS-O
446 Thermo Fisher Scientific Inc 883556102 Dec 2024 337 $175K 0.03% EC
447 Morgan Stanley 617446448 Dec 2024 1,392 $175K 0.03% EC
448 Aqua Finance Trust 038370AC6 Dec 2024 180,921 $175K 0.03% ABS-O
449 LEVIATHAN BOND LTD 000000000 Dec 2024 180,000 $174K 0.03% DBT
450 MASTR Adjustable Rate Mortgages Trust 576433MH6 Dec 2024 181,107 $174K 0.03% ABS-MBS
451 PARSONS CORP 70202LAC6 Dec 2024 148,000 $173K 0.03% DBT
452 SEAGATE HDD CAYMAN 81180WBL4 Dec 2024 144,000 $173K 0.03% DBT
453 BOOKING HOLDINGS INC 09857LAN8 Dec 2024 65,000 $172K 0.03% DBT
454 JPMorgan Chase & Co 46625H100 Dec 2024 711 $170K 0.03% EC
455 Union Pacific Corp 907818108 Dec 2024 745 $170K 0.03% EC
456 DSLA Mortgage Loan Trust 23332UFF6 Dec 2024 322,226 $168K 0.03% ABS-MBS
457 Ondeck Asset Securitization Trust LLC 67108SAF5 Dec 2024 165,000 $165K 0.03% ABS-O
458 SMB Private Education Loan Trust 83189DAC4 Dec 2024 163,029 $163K 0.03% ABS-O
459 Chicago Board of Trade 000000000 Dec 2024 -42 $159K 0.03% DIR
460 Banc of America Alternative Loan Trust 05948XTV3 Dec 2024 161,898 $157K 0.03% ABS-MBS
461 NCL CORPORATION LTD 62886HBD2 Dec 2024 150,000 $155K 0.03% DBT
462 Home Depot Inc/The 437076102 Dec 2024 397 $154K 0.03% EC
463 TIF Funding III LLC 88655AAA8 Dec 2024 155,719 $154K 0.03% ABS-O
464 BENTLEY SYSTEMS 08265TAD1 Dec 2024 171,000 $154K 0.03% DBT
465 EVERGY INC 30034WAD8 Dec 2024 141,000 $153K 0.03% DBT
466 HPEFS Equipment Trust 44328UAF3 Dec 2024 150,000 $153K 0.03% ABS-O
467 SUNAC CHINA HOLDINGS LTD 000000000 Dec 2024 1,219,670 $153K 0.03% DBT
468 WORKIVA INC 98139AAD7 Dec 2024 143,000 $151K 0.03% DBT
469 GUIDEWIRE SOFTWARE INC 40171VAB6 Dec 2024 155,000 $151K 0.03% DBT
470 AGILE GROUP HOLDINGS LTD 000000000 Dec 2024 1,540,000 $149K 0.02% DBT
471 PINNACLE WEST CAPITAL 723484AJ0 Dec 2024 142,000 $149K 0.02% DBT
472 Foundation Finance Trust 35042RAD8 Dec 2024 140,000 $148K 0.02% ABS-O
473 Ascent Education Funding Trust 04362VAA3 Dec 2024 146,044 $147K 0.02% ABS-O
474 CKE Restaurants Holdings Inc 411707AM4 Dec 2024 143,912 $147K 0.02% ABS-O
475 PRP Advisors, LLC 69381KAA7 Dec 2024 145,566 $144K 0.02% ABS-MBS
476 Starwood Retail Property Trust 85571XAS6 Dec 2024 3,575,000 $143K 0.02% ABS-MBS
477 SUNAC CHINA HOLDINGS LTD 000000000 Dec 2024 1,222,621 $142K 0.02% DBT
478 CIFI HOLDINGS GROUP 000000000 Dec 2024 1,110,000 $140K 0.02% DBT
479 Morgan Stanley Mortgage Loan Trust 61748HNZ0 Dec 2024 227,162 $137K 0.02% ABS-MBS
480 NUTANIX INC 67059NAH1 Dec 2024 113,000 $137K 0.02% DBT
481 NRG ENERGY INC 629377CG5 Dec 2024 62,000 $136K 0.02% DBT
482 Banc of America Funding Corporation 05946XS61 Dec 2024 137,067 $133K 0.02% ABS-MBS
483 COMM Mortgage Trust 12674GAC8 Dec 2024 130,000 $132K 0.02% ABS-MBS
484 Affirm Inc 00833QAD7 Dec 2024 130,000 $131K 0.02% ABS-O
485 Carvana Auto Receivables Trust 14688LAD5 Dec 2024 125,000 $129K 0.02% ABS-O
486 Coca-Cola Co/The 191216100 Dec 2024 2,078 $129K 0.02% EC
487 PALO ALTO NETWORKS 697435AF2 Dec 2024 35,000 $128K 0.02% DBT
488 Williams Cos Inc/The 969457100 Dec 2024 2,350 $127K 0.02% EC
489 KAISA GROUP HOLDINGS LTD 000000000 Dec 2024 2,125,000 $127K 0.02% DBT
490 Costco Wholesale Corp 22160K105 Dec 2024 138 $126K 0.02% EC
491 American Tower Corp 03027X100 Dec 2024 688 $126K 0.02% EC
492 COMM Mortgage Trust 126192AG8 Dec 2024 140,000 $125K 0.02% ABS-MBS
493 GCAT 36167CAA4 Dec 2024 128,410 $123K 0.02% ABS-MBS
494 Fastenal Co 311900104 Dec 2024 1,694 $122K 0.02% EC
495 Castlelake Aircraft Securitization Trust 14855MAA6 Dec 2024 130,531 $120K 0.02% ABS-O
496 Duke Energy Corp 26441C204 Dec 2024 1,112 $120K 0.02% EC
497 Light and Wonder International, Inc. 80875AAW1 Dec 2024 118,818 $119K 0.02% LON
498 KAISA GROUP HOLDINGS LTD 000000000 Dec 2024 2,045,000 $119K 0.02% DBT
499 Microchip Technology Inc 595017104 Dec 2024 2,071 $119K 0.02% EC
500 Kaisa Group Holdings Ltd 000000000 Dec 2024 1,875,000 $115K 0.02% DBT
501 MetroNet Infrastructure Issuer LLC 59170JAG3 Dec 2024 110,000 $112K 0.02% ABS-O
502 Starbucks Corp 855244109 Dec 2024 1,226 $112K 0.02% EC
503 Mariner Finance Issuance Trust 567928AD8 Dec 2024 110,000 $111K 0.02% ABS-O
504 CFLD CAYMAN INVESTMENT 000000000 Dec 2024 2,379,845 $110K 0.02% DBT
505 SUNAC CHINA HOLDINGS LTD 000000000 Dec 2024 811,149 $107K 0.02% DBT
506 GLS Auto Select Receivables Trust 379924AG8 Dec 2024 105,000 $107K 0.02% ABS-O
507 SCF Equipment Trust Llc 783896AE3 Dec 2024 105,000 $106K 0.02% ABS-O
508 Ascent Education Funding Trust 04362VAC9 Dec 2024 105,000 $104K 0.02% ABS-O
509 Sierra Receivables Funding Co LLC 826943AC6 Dec 2024 102,265 $104K 0.02% ABS-O
510 OVINTIV INC 292505AD6 Dec 2024 100,000 $104K 0.02% DBT
511 Flagship Credit Auto Trust 33846BAL8 Dec 2024 105,000 $103K 0.02% ABS-O
512 GLS Auto Select Receivables Trust 379924AJ2 Dec 2024 100,000 $103K 0.02% ABS-O
513 Deere & Co 244199105 Dec 2024 241 $102K 0.02% EC
514 MASTR Alternative Loans Trust 576434KX1 Dec 2024 105,284 $102K 0.02% ABS-MBS
515 SBNA Auto Receivables Trust 78437PAG8 Dec 2024 100,000 $102K 0.02% ABS-O
516 Credit Acceptance Auto Loan Trust 22537GAE0 Dec 2024 100,000 $102K 0.02% ABS-O
517 SCF Equipment Trust Llc 783896AF0 Dec 2024 100,000 $101K 0.02% ABS-O
518 Affirm Inc 00834BAJ6 Dec 2024 100,000 $101K 0.02% ABS-O
519 Carvana Auto Receivables Trust 14687QAE3 Dec 2024 100,000 $101K 0.02% ABS-O
520 BX Trust 05614JAC9 Dec 2024 100,000 $100K 0.02% ABS-MBS
521 MASTR Alternative Loans Trust 576434RG1 Dec 2024 100,432 $100K 0.02% ABS-MBS
522 LAD Auto Receivables Trust 505709AG0 Dec 2024 100,000 $98K 0.02% ABS-O
523 GLS Auto Select Receivables Trust 36271BAJ0 Dec 2024 100,000 $98K 0.02% ABS-O
524 MVW Owner Trust 62847RAC1 Dec 2024 95,706 $97K 0.02% ABS-O
525 Business Jet Securities, LLC 12327CAB0 Dec 2024 95,418 $96K 0.02% ABS-O
526 MVW 2020-1 LLC 55400EAC3 Dec 2024 98,087 $96K 0.02% ABS-O
527 Countrywide Alternative Loan Trust 12667FVB8 Dec 2024 98,115 $96K 0.02% ABS-MBS
528 Countrywide Alternative Loan Trust 12667FLT0 Dec 2024 97,346 $96K 0.02% ABS-MBS
529 Hilton Grand Vacations Trust 43284BAC6 Dec 2024 96,533 $96K 0.02% ABS-O
530 ROCKETMTGE CO-ISSUER INC 74841CAB7 Dec 2024 105,000 $91K 0.02% DBT
531 Blackrock Inc 09290D101 Dec 2024 89 $91K 0.02% EC
532 Walmart Inc 931142103 Dec 2024 1,009 $91K 0.02% EC
533 Credit Suisse First Boston Mortgage Securities 22541QL75 Dec 2024 91,246 $91K 0.02% ABS-MBS
534 Sierra Receivables Funding Co LLC 82650BAC0 Dec 2024 88,585 $90K 0.02% ABS-O
535 PRP Advisors, LLC 693581AA8 Dec 2024 90,698 $88K 0.01% ABS-MBS
536 MVW Owner Trust 55389PAC3 Dec 2024 89,447 $88K 0.01% ABS-O
537 Kimberly-Clark Corp 494368103 Dec 2024 674 $88K 0.01% EC
538 LIBERTY MEDIA CORP 531229AQ5 Dec 2024 70,000 $85K 0.01% DBT
539 Star Parent Inc 87169DAB1 Dec 2024 86,985 $85K 0.01% LON
540 Linde PLC 000000000 Dec 2024 201 $84K 0.01% EC
541 PRP Advisors, LLC 69380RAA3 Dec 2024 81,846 $80K 0.01% ABS-MBS
542 SNOWFLAKE INC 833445AC3 Dec 2024 67,000 $79K 0.01% DBT
543 Packaging Corp of America 695156109 Dec 2024 351 $79K 0.01% EC
544 Chicago Board of Trade 000000000 Dec 2024 -174 $78K 0.01% DIR
545 Countrywide Alternative Loan Trust 12667FLZ6 Dec 2024 79,593 $78K 0.01% ABS-MBS
546 MERIT MEDICAL SYSTEMS IN 589889AA2 Dec 2024 61,000 $77K 0.01% DBT
547 PERMIAN RESOURC OPTG LLC 15136AAA0 Dec 2024 30,000 $75K 0.01% DBT
548 KWG GROUP HOLDINGS 000000000 Dec 2024 845,000 $75K 0.01% DBT
549 SLM Student Loan Trust 78443CAP9 Dec 2024 75,000 $72K 0.01% ABS-O
550 Colgate-Palmolive Co 194162103 Dec 2024 781 $71K 0.01% EC
551 MASTR Alternative Loans Trust 576434RF3 Dec 2024 72,285 $71K 0.01% ABS-MBS
552 INTERDIGITAL INC 45867GAD3 Dec 2024 28,000 $70K 0.01% DBT
553 CFLD CAYMAN INVESTMENT 000000000 Dec 2024 1,960,135 $69K 0.01% DBT
554 TYLER TECHNOLOGIES INC 902252AB1 Dec 2024 54,000 $65K 0.01% DBT
555 BOEING CO 097023CX1 Dec 2024 70,000 $65K 0.01% DBT
556 SUNAC CHINA HOLDINGS LTD 000000000 Dec 2024 575,709 $64K 0.01% DBT
557 Banc of America Funding Corporation 05953YBT7 Dec 2024 76,111 $64K 0.01% ABS-MBS
558 ITRON INC 465741AP1 Dec 2024 61,000 $64K 0.01% DBT
559 PG&E CORP 69331C306 Dec 2024 1,160 $58K 0.01% EP
560 KWG GROUP HOLDINGS 000000000 Dec 2024 645,000 $57K 0.01% DBT
561 SHIMAO GROUP HOLDINGS LT 000000000 Dec 2024 825,000 $57K 0.01% DBT
562 SUNAC CHINA HOLDINGS LTD 000000000 Dec 2024 404,592 $57K 0.01% DBT
563 SUNAC CHINA HOLDINGS LTD 000000000 Dec 2024 403,612 $56K 0.01% DBT
564 Sunac China Holdings Ltd 000000000 Dec 2024 185,246 $55K 0.01% EC
565 CHARTER COMM OPT LLC/CAP 161175BT0 Dec 2024 70,000 $53K 0.01% DBT
566 AGILE GROUP HOLDINGS LTD 000000000 Dec 2024 540,000 $52K 0.01% DBT
567 UGI CORP 902681AA3 Dec 2024 45,000 $51K 0.01% DBT
568 SHIMAO GROUP HOLDINGS LT 000000000 Dec 2024 725,000 $51K 0.01% DBT
569 KAISA GROUP HOLDINGS LTD 000000000 Dec 2024 855,000 $51K 0.01% DBT
570 SEA LTD 81141RAF7 Dec 2024 39,000 $49K 0.01% DBT
571 CENTRAL CHN REAL ESTATE 000000000 Dec 2024 1,000,000 $48K 0.01% DBT
572 BLACKLINE INC 09239BAE9 Dec 2024 43,000 $47K 0.01% DBT
573 Hilton Grand Vacations Trust 43283BAC7 Dec 2024 47,372 $46K 0.01% ABS-O
574 Fannie Mae - CAS 20755CAB4 Dec 2024 45,000 $46K 0.01% ABS-MBS
575 VERTEX INC 92538JAA4 Dec 2024 29,000 $46K 0.01% DBT
576 POST HOLDINGS INC 737446AT1 Dec 2024 39,000 $46K 0.01% DBT
577 BANK OF AMERICA CORP 06051GKL2 Dec 2024 50,000 $44K 0.01% DBT
578 FRESHPET INC 358039AB1 Dec 2024 20,000 $44K 0.01% DBT
579 APOLLO GLOBAL MANAGEMENT 03769M304 Dec 2024 486 $42K 0.01% EP
580 NORTHERN OIL & GAS INC 665531AJ8 Dec 2024 36,000 $42K 0.01% DBT
581 Affirm Inc 00834KAA5 Dec 2024 41,748 $42K 0.01% ABS-O
582 Bank of America NA 000000000 Dec 2024 1 $42K 0.01% DFE
583 AGILE GROUP HOLDINGS LTD 000000000 Dec 2024 430,000 $41K 0.01% DBT
584 AGILE GROUP HOLDINGS LTD 000000000 Dec 2024 425,000 $41K 0.01% DBT
585 TIMES CHINA HLDG LTD 000000000 Dec 2024 1,085,000 $41K 0.01% DBT
586 SHIMAO GROUP HLDGS LTD 000000000 Dec 2024 610,000 $40K 0.01% DBT
587 YUZHOU GROUP 000000000 Dec 2024 555,000 $39K 0.01% DBT
588 LOGAN GROUP CO LTD 000000000 Dec 2024 400,000 $37K 0.01% DBT
589 ICAHN ENTERPRISES/FIN 451102CC9 Dec 2024 40,000 $33K 0.01% DBT
590 CENTRAL CHN REAL ESTATE 000000000 Dec 2024 625,000 $30K 0.01% DBT
591 YUZHOU GROUP 000000000 Dec 2024 415,000 $29K 0.00% DBT
592 TARGA RESOURCES CORP 87612GAC5 Dec 2024 25,000 $26K 0.00% DBT
593 YUZHOU GROUP 000000000 Dec 2024 325,000 $23K 0.00% DBT
594 EQT CORP 26884LAN9 Dec 2024 25,000 $22K 0.00% DBT
595 CENTRAL CHN REAL ESTATE 000000000 Dec 2024 485,000 $22K 0.00% DBT
596 LOGAN GROUP CO LTD 000000000 Dec 2024 230,000 $22K 0.00% DBT
597 CENTRAL CHN REAL ESTATE 000000000 Dec 2024 410,000 $22K 0.00% DBT
598 ADD HERO HOLDINGS 000000000 Dec 2024 230,894 $20K 0.00% DBT
599 China Evergrande Group 000000000 Dec 2024 1,020,000 $18K 0.00% DBT
600 CDW LLC/CDW FINANCE 12513GBF5 Dec 2024 20,000 $18K 0.00% DBT
601 Countrywide Home Loans 12669FV75 Dec 2024 19,744 $18K 0.00% ABS-MBS
602 ZHENRO PROPERTIES GROUP 000000000 Dec 2024 1,360,000 $13K 0.00% DBT
603 KAISA GROUP HOLDINGS LTD 000000000 Dec 2024 205,000 $12K 0.00% DBT
604 China Evergrande Group 000000000 Dec 2024 630,000 $11K 0.00% DBT
605 OPEN TEXT CORP 683715AF3 Dec 2024 10,000 $10K 0.00% DBT
606 LEIDOS INC 52532XAJ4 Dec 2024 10,000 $10K 0.00% DBT
607 TIMES CHINA HLDG LTD 000000000 Dec 2024 210,000 $8K 0.00% DBT
608 MLCC Mortgage Investors Inc 590219AE1 Dec 2024 7,191 $7K 0.00% ABS-MBS
609 CFLD CAYMAN INVESTMENT 000000000 Dec 2024 239,712 $6K 0.00% DBT
610 VICI PROPERTIES / NOTE 92564RAG0 Dec 2024 5,000 $5K 0.00% DBT
611 China Evergrande Group 000000000 Dec 2024 270,000 $5K 0.00% DBT
612 China Evergrande Group 000000000 Dec 2024 220,000 $4K 0.00% DBT
613 ADD HERO HOLDINGS 000000000 Dec 2024 233,782 $4K 0.00% DBT
614 ADD HERO HOLDINGS 000000000 Dec 2024 178,463 $3K 0.00% DBT
615 China Aoyuan Group Ltd 000000000 Dec 2024 84,422 $2K 0.00% EC
616 ZHENRO PROPERTIES GROUP 000000000 Dec 2024 220,000 $2K 0.00% DBT
617 CHINA AOYUAN GROUP LTD 000000000 Dec 2024 130,747 $2K 0.00% DBT
618 CHINA AOYUAN GROUP LTD 000000000 Dec 2024 337,685 $2K 0.00% DBT
619 ZHENRO PROPERTIES GROUP 000000000 Dec 2024 210,000 $1K 0.00% DBT
620 CHINA AOYUAN GROUP LTD 000000000 Dec 2024 30,180 $404 0.00% DBT
621 Frontera Energy Corp 35905B107 Dec 2024 42 $251 0.00% EC
622 ELEMENT COMM AVIATION 000000000 Dec 2024 900 $0 0.00% ABS-O
623 Options Clearing Corp. 000000000 Dec 2024 -4 $-286 -0.00% DE
624 Options Clearing Corp. 000000000 Dec 2024 -5 $-368 -0.00% DE
625 Options Clearing Corp. 000000000 Dec 2024 -1 $-391 -0.00% DE
626 Options Clearing Corp. 000000000 Dec 2024 -3 $-404 -0.00% DE
627 Options Clearing Corp. 000000000 Dec 2024 -1 $-435 -0.00% DE
628 Options Clearing Corp. 000000000 Dec 2024 -2 $-615 -0.00% DE
629 Options Clearing Corp. 000000000 Dec 2024 -2 $-630 -0.00% DE
630 Options Clearing Corp. 000000000 Dec 2024 -5 $-698 -0.00% DE
631 Options Clearing Corp. 000000000 Dec 2024 -6 $-1122 -0.00% DE
632 Options Clearing Corp. 000000000 Dec 2024 -26 $-1183 -0.00% DE
633 Options Clearing Corp. 000000000 Dec 2024 -10 $-1250 -0.00% DE
634 Options Clearing Corp. 000000000 Dec 2024 -2 $-1410 -0.00% DE
635 Options Clearing Corp. 000000000 Dec 2024 -8 $-1832 -0.00% DE
636 Chicago Board of Trade 000000000 Dec 2024 1,633 $-169989 -0.03% DIR
637 Intercontinental Exchange, Inc. 000000000 Dec 2024 5,800,000 $-447603 -0.07% DCR
638 Intercontinental Exchange, Inc. 000000000 Dec 2024 8,400,000 $-648253 -0.11% DCR
639 Intercontinental Exchange, Inc. 000000000 Dec 2024 26,445,000 $-2040840 -0.34% DCR