Palmer Square Income Plus Fund
INVESTMENT MANAGERS SERIES TRUST
+514
New
514
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | TREASURY BILL | 912796V6 | Sep 2022 | 28,250,000 | $28.2M | 2.92% | DBT |
| 2 | Fidelity Treasury Portfolio | FISXX | Sep 2022 | 12,350,913 | $12.4M | 1.28% | STIV |
| 3 | TREASURY BILL | 912796V7 | Sep 2022 | 10,750,000 | $10.7M | 1.11% | DBT |
| 4 | TREASURY BILL | 912796N9 | Sep 2022 | 10,000,000 | $10.0M | 1.03% | DBT |
| 5 | NESTLE CAPITAL DCP, 10/20/22 / | 64106HKL | Sep 2022 | 7,500,000 | $7.5M | 0.77% | ABS-APCP |
| 6 | MERCEDES-BENZ AUTO RECEIVABLES | 58769TAE | Sep 2022 | 6,550,000 | $6.5M | 0.67% | ABS-O |
| 7 | MMAF Equipment Finance LLC | 55317RAB | Sep 2022 | 6,350,000 | $6.2M | 0.64% | ABS-O |
| 8 | 522 Funding CLO LTD | 33829WAC | Sep 2022 | 6,250,000 | $6.1M | 0.63% | ABS-CBDO |
| 9 | Galaxy CLO Ltd | 36318WAK | Sep 2022 | 5,625,000 | $5.5M | 0.57% | ABS-CBDO |
| 10 | Starwood Mortgage Residential | 85573QAA | Sep 2022 | 6,546,754 | $5.4M | 0.56% | ABS-MBS |
| 11 | Onslow Bay Financial LLC | 67115DAA | Sep 2022 | 6,544,006 | $5.4M | 0.56% | ABS-MBS |
| 12 | Dryden Senior Loan Fund | 26245JAQ | Sep 2022 | 5,500,000 | $5.4M | 0.55% | ABS-CBDO |
| 13 | JUNIPER NETWORKS INC | 48203RAP | Sep 2022 | 7,195,000 | $5.3M | 0.55% | DBT |
| 14 | DELL INT LLC / EMC CORP | 24703TAH | Sep 2022 | 5,350,000 | $5.2M | 0.54% | DBT |
| 15 | 522 Funding CLO LTD | 33829WAE | Sep 2022 | 5,500,000 | $5.2M | 0.54% | ABS-CBDO |
| 16 | COLT Funding LLC | 19688GAA | Sep 2022 | 6,207,255 | $5.1M | 0.53% | ABS-MBS |
| 17 | NYO Commercial Mortgage Trust | 62955HAA | Sep 2022 | 5,400,000 | $5.1M | 0.52% | ABS-MBS |
| 18 | MARVELL TECHNOLOGY INC | 573874AL | Sep 2022 | 5,000,000 | $5.0M | 0.52% | DBT |
| 19 | ENBRIDGE INC | 29250NBM | Sep 2022 | 5,000,000 | $4.9M | 0.51% | DBT |
| 20 | Hyundai Auto Lease Securitizat | 44934LAB | Sep 2022 | 5,000,000 | $4.9M | 0.51% | ABS-O |
| 21 | KINDER MORGAN ENER PART | 494550BV | Sep 2022 | 5,000,000 | $4.9M | 0.51% | DBT |
| 22 | Ellington Financial Mortgage T | 31573JAA | Sep 2022 | 5,991,969 | $4.9M | 0.50% | ABS-MBS |
| 23 | AB BSL CLO 1 Ltd | 00038KAN | Sep 2022 | 5,000,000 | $4.8M | 0.50% | ABS-CBDO |
| 24 | GRAPHIC PACKAGING INTERN | 38869PAN | Sep 2022 | 5,185,000 | $4.8M | 0.50% | DBT |
| 25 | Carlyle Global Market Strategi | 14315GAN | Sep 2022 | 5,000,000 | $4.8M | 0.49% | ABS-CBDO |
| 26 | Galaxy CLO Ltd | 36319TAN | Sep 2022 | 4,727,514 | $4.7M | 0.48% | ABS-CBDO |
| 27 | FISERV INC | 337738AP | Sep 2022 | 4,750,000 | $4.6M | 0.47% | DBT |
| 28 | CENTERPOINT ENERGY INC | 15189TBA | Sep 2022 | 5,120,000 | $4.5M | 0.46% | DBT |
| 29 | HP ENTERPRISE CO | 42824CBG | Sep 2022 | 4,500,000 | $4.5M | 0.46% | DBT |
| 30 | Onslow Bay Financial LLC | 67113KAK | Sep 2022 | 4,635,447 | $4.5M | 0.46% | ABS-MBS |
| 31 | DUKE ENERGY CORP | 26441CBK | Sep 2022 | 4,500,000 | $4.5M | 0.46% | DBT |
| 32 | Post CLO LTD | 73742YAA | Sep 2022 | 4,500,000 | $4.4M | 0.45% | ABS-CBDO |
| 33 | BRAMBLES USA INC | 10510KAC | Sep 2022 | 4,600,000 | $4.4M | 0.45% | DBT |
| 34 | Wellman Park CLO Ltd | 949723AA | Sep 2022 | 4,500,000 | $4.4M | 0.45% | ABS-CBDO |
| 35 | COMCAST CORP | 20030NCT | Sep 2022 | 4,570,000 | $4.3M | 0.45% | DBT |
| 36 | GM Financial Securitized Term | 36260KAC | Sep 2022 | 4,398,867 | $4.3M | 0.44% | ABS-O |
| 37 | 3M COMPANY | 88579YBN | Sep 2022 | 5,030,000 | $4.3M | 0.44% | DBT |
| 38 | DISCOVERY COMMUNICATIONS | 25470DBC | Sep 2022 | 4,170,000 | $4.1M | 0.42% | DBT |
| 39 | FOX CORP | 35137LAG | Sep 2022 | 4,053,000 | $4.0M | 0.41% | DBT |
| 40 | PEPSICO INC | 713448CG | Sep 2022 | 4,000,000 | $4.0M | 0.41% | DBT |
| 41 | VERIZON COMMUNICATIONS | 92343VGE | Sep 2022 | 3,975,000 | $3.9M | 0.40% | DBT |
| 42 | Flatiron CLO Ltd | 33883JAN | Sep 2022 | 4,000,000 | $3.9M | 0.40% | ABS-CBDO |
| 43 | MCDONALD'S CORP | 58013MEU | Sep 2022 | 4,015,000 | $3.9M | 0.40% | DBT |
| 44 | Carlyle Global Market Strategi | BCC37RY1 | Sep 2022 | 4,000,000 | $3.8M | 0.40% | ABS-CBDO |
| 45 | Starwood Mortgage Residential | 85573TAA | Sep 2022 | 4,335,093 | $3.8M | 0.39% | ABS-MBS |
| 46 | CarMax Auto Owner Trust | 14316NAC | Sep 2022 | 3,912,075 | $3.8M | 0.39% | ABS-O |
| 47 | AT&T INC | 00206RMH | Sep 2022 | 3,785,000 | $3.8M | 0.39% | DBT |
| 48 | NEXTERA ENERGY CAPITAL | 65339KCF | Sep 2022 | 3,760,000 | $3.7M | 0.38% | DBT |
| 49 | BX Trust | 05608BAA | Sep 2022 | 3,660,000 | $3.6M | 0.37% | ABS-MBS |
| 50 | DTE ENERGY CO | 233331BD | Sep 2022 | 3,560,000 | $3.5M | 0.36% | DBT |
| 51 | Ellington Financial Mortgage T | 31572LAA | Sep 2022 | 4,120,693 | $3.5M | 0.36% | ABS-MBS |
| 52 | CIFC Funding Ltd | 12552MAC | Sep 2022 | 3,500,000 | $3.4M | 0.35% | ABS-CBDO |
| 53 | TCI-Symphony CLO | 87229WAQ | Sep 2022 | 3,500,000 | $3.4M | 0.35% | ABS-CBDO |
| 54 | ENERGY TRANSFER LP | 29278NAM | Sep 2022 | 3,410,000 | $3.4M | 0.35% | DBT |
| 55 | Honda Auto Receivables Owner T | 43813DAC | Sep 2022 | 3,431,812 | $3.4M | 0.35% | ABS-O |
| 56 | AVANGRID INC | 05351WAA | Sep 2022 | 3,500,000 | $3.3M | 0.35% | DBT |
| 57 | WALMART INC | 931142EW | Sep 2022 | 3,405,000 | $3.3M | 0.35% | DBT |
| 58 | PERNOD RICARD SA | 714264AM | Sep 2022 | 3,496,000 | $3.3M | 0.34% | DBT |
| 59 | AMERICAN HONDA FINANCE | 02665WDY | Sep 2022 | 3,545,000 | $3.3M | 0.34% | DBT |
| 60 | GEORGIA-PACIFIC LLC | 37331NAM | Sep 2022 | 3,540,000 | $3.3M | 0.34% | DBT |
| 61 | DLLST LLC | 23292GAB | Sep 2022 | 3,300,000 | $3.3M | 0.34% | ABS-O |
| 62 | T-MOBILE USA INC | 87264ABV | Sep 2022 | 3,735,000 | $3.2M | 0.33% | DBT |
| 63 | Galaxy CLO Ltd | 36319QBN | Sep 2022 | 3,250,000 | $3.2M | 0.33% | ABS-CBDO |
| 64 | OZLM Ltd | 67109KBC | Sep 2022 | 3,250,000 | $3.2M | 0.33% | ABS-CBDO |
| 65 | QORVO INC | 74739DAA | Sep 2022 | 3,310,000 | $3.1M | 0.32% | DBT |
| 66 | SABINE PASS LIQUEFACTION | 785592AM | Sep 2022 | 3,000,000 | $3.0M | 0.31% | DBT |
| 67 | TREASURY BILL | 912796M8 | Sep 2022 | 3,000,000 | $3.0M | 0.31% | DBT |
| 68 | Barings Euro CLO DAC | BCC34S7T | Sep 2022 | 3,500,000 | $3.0M | 0.31% | ABS-CBDO |
| 69 | GM Financial Automobile Leasin | 36259PAF | Sep 2022 | 3,000,000 | $3.0M | 0.31% | ABS-O |
| 70 | DCP MIDSTREAM OPERATING | 26439XAC | Sep 2022 | 2,800,000 | $3.0M | 0.31% | DBT |
| 71 | Signal Peak CLO, LLC | 56845AAW | Sep 2022 | 3,050,000 | $3.0M | 0.31% | ABS-CBDO |
| 72 | BPR Trust | 05592DAA | Sep 2022 | 3,000,000 | $3.0M | 0.31% | ABS-MBS |
| 73 | CIFC Funding Ltd | 12548RAB | Sep 2022 | 2,992,258 | $3.0M | 0.31% | ABS-CBDO |
| 74 | ANGLO AMERICAN CAPITAL | 034863AW | Sep 2022 | 3,100,000 | $2.9M | 0.30% | DBT |
| 75 | BAXTER INTERNATIONAL INC | 071813CE | Sep 2022 | 3,066,000 | $2.9M | 0.30% | DBT |
| 76 | BFLD Trust | 05554BAA | Sep 2022 | 3,025,000 | $2.9M | 0.30% | ABS-MBS |
| 77 | Hilton USA Trust | 432885AA | Sep 2022 | 2,983,000 | $2.9M | 0.30% | ABS-MBS |
| 78 | ABBVIE INC | 00287YBM | Sep 2022 | 2,872,000 | $2.9M | 0.30% | DBT |
| 79 | CSX CORP | 126408HB | Sep 2022 | 2,907,000 | $2.8M | 0.29% | DBT |
| 80 | BPR Trust | 05591VAA | Sep 2022 | 2,912,476 | $2.8M | 0.29% | ABS-MBS |
| 81 | Benefit Street Partners CLO Lt | 08180EAW | Sep 2022 | 3,000,000 | $2.8M | 0.29% | ABS-CBDO |
| 82 | DBUBS Mortgage Trust | 23305YAU | Sep 2022 | 2,841,188 | $2.8M | 0.29% | ABS-MBS |
| 83 | LOWE'S COS INC | 548661EK | Sep 2022 | 2,835,000 | $2.8M | 0.29% | DBT |
| 84 | 7-ELEVEN INC | 817826AB | Sep 2022 | 2,936,000 | $2.8M | 0.29% | DBT |
| 85 | DUPONT DE NEMOURS INC | 26078JAH | Sep 2022 | 2,750,000 | $2.8M | 0.29% | DBT |
| 86 | Dryden Senior Loan Fund | 26249KAZ | Sep 2022 | 2,788,430 | $2.8M | 0.29% | ABS-CBDO |
| 87 | HPS Loan Management 6-2015, Lt | 40436KAL | Sep 2022 | 3,125,000 | $2.7M | 0.28% | ABS-CBDO |
| 88 | Wind River CLO Ltd | 97316FAA | Sep 2022 | 2,750,000 | $2.7M | 0.28% | ABS-CBDO |
| 89 | VICI PROPERTIES / NOTE | 92564RAC | Sep 2022 | 2,915,000 | $2.7M | 0.28% | DBT |
| 90 | CADENCE DESIGN SYS INC | 127387AL | Sep 2022 | 2,720,000 | $2.7M | 0.28% | DBT |
| 91 | AON GLOBAL LTD | 00185AAF | Sep 2022 | 2,750,000 | $2.7M | 0.28% | DBT |
| 92 | CROWN CASTLE INC | 22822VAY | Sep 2022 | 3,472,000 | $2.7M | 0.28% | DBT |
| 93 | Verus Securitization Trust | 924921AA | Sep 2022 | 2,886,642 | $2.7M | 0.28% | ABS-MBS |
| 94 | CHARLES SCHWAB CORP | 808513BQ | Sep 2022 | 2,750,000 | $2.7M | 0.28% | DBT |
| 95 | Newark BSL CLO 1 Ltd. | 65023TAJ | Sep 2022 | 2,678,837 | $2.7M | 0.27% | ABS-CBDO |
| 96 | LYB INT FINANCE III | 50249AAF | Sep 2022 | 3,000,000 | $2.6M | 0.27% | DBT |
| 97 | CHARTER COMM OPT LLC/CAP | 161175AY | Sep 2022 | 2,700,000 | $2.6M | 0.27% | DBT |
| 98 | WEX INC | BL357461 | Sep 2022 | 2,696,282 | $2.6M | 0.27% | LON |
| 99 | Barclays Commercial Mortgage S | 05493BAA | Sep 2022 | 2,650,000 | $2.6M | 0.27% | ABS-MBS |
| 100 | Elmwood CLO 14 Ltd | 29003WAC | Sep 2022 | 2,750,000 | $2.6M | 0.27% | ABS-CBDO |
| 101 | ATMOS ENERGY CORP | 049560AR | Sep 2022 | 3,045,000 | $2.6M | 0.27% | DBT |
| 102 | AMWINS GROUP INC | BL355671 | Sep 2022 | 2,688,861 | $2.6M | 0.27% | LON |
| 103 | GLOBAL PAYMENTS INC | 37940XAN | Sep 2022 | 2,715,000 | $2.6M | 0.26% | DBT |
| 104 | ALEN 2021-ACEN Mortgage Trust | 01449NAA | Sep 2022 | 2,645,000 | $2.5M | 0.26% | ABS-MBS |
| 105 | PAYPAL HOLDINGS INC | 70450YAG | Sep 2022 | 2,725,000 | $2.5M | 0.26% | DBT |
| 106 | EBAY INC | 278642AV | Sep 2022 | 2,690,000 | $2.5M | 0.26% | DBT |
| 107 | CAMPBELL SOUP CO | 134429BA | Sep 2022 | 2,600,000 | $2.5M | 0.26% | DBT |
| 108 | GS Mortgage Securities Trust | 36192RAA | Sep 2022 | 2,615,000 | $2.5M | 0.26% | ABS-MBS |
| 109 | Milos CLO, LTD | 60162PAE | Sep 2022 | 2,500,000 | $2.5M | 0.25% | ABS-CBDO |
| 110 | CIFC European Funding CLO | BCC2QB6H | Sep 2022 | 2,800,000 | $2.5M | 0.25% | ABS-CBDO |
| 111 | OHA Credit Partners Ltd | 67102QBH | Sep 2022 | 2,750,000 | $2.5M | 0.25% | ABS-CBDO |
| 112 | VMWARE INC | 928563AD | Sep 2022 | 2,515,000 | $2.5M | 0.25% | DBT |
| 113 | Aimco | 00889EAG | Sep 2022 | 2,500,000 | $2.5M | 0.25% | ABS-CBDO |
| 114 | Magnetite CLO Ltd | 55954EAQ | Sep 2022 | 2,500,000 | $2.5M | 0.25% | ABS-CBDO |
| 115 | Taubman Centers Commercial Mor | 87666YAA | Sep 2022 | 2,500,000 | $2.4M | 0.25% | ABS-MBS |
| 116 | ALLSPRING BUYER LLC | BL360412 | Sep 2022 | 2,509,787 | $2.4M | 0.25% | LON |
| 117 | COVANTA HOLDING CORP | BL370664 | Sep 2022 | 2,508,704 | $2.4M | 0.25% | LON |
| 118 | World Omni Auto Receivables Tr | 98163MAD | Sep 2022 | 2,468,345 | $2.4M | 0.25% | ABS-O |
| 119 | Barclays Commercial Mortgage S | 05492NAA | Sep 2022 | 2,550,000 | $2.4M | 0.25% | ABS-MBS |
| 120 | GRAY TELEVISION INC | BL274107 | Sep 2022 | 2,500,000 | $2.4M | 0.25% | LON |
| 121 | WMG ACQUISITION CORP | BL354110 | Sep 2022 | 2,496,399 | $2.4M | 0.25% | LON |
| 122 | SBA SENIOR FINANCE II LLC | BL321283 | Sep 2022 | 2,480,570 | $2.4M | 0.25% | LON |
| 123 | GVC HOLDINGS GIBRALTAR L | BL367484 | Sep 2022 | 2,476,212 | $2.4M | 0.25% | LON |
| 124 | BIOGEN INC | 09062XAF | Sep 2022 | 2,480,000 | $2.4M | 0.25% | DBT |
| 125 | NORTONLIFELOCK INC | BL369217 | Sep 2022 | 2,500,000 | $2.4M | 0.25% | LON |
| 126 | Octagon Investment Partners 48 | 67577UAJ | Sep 2022 | 2,500,000 | $2.4M | 0.25% | ABS-CBDO |
| 127 | VFH PARENT LLC | BL383359 | Sep 2022 | 2,500,000 | $2.4M | 0.25% | LON |
| 128 | AMGEN INC | 031162BY | Sep 2022 | 2,500,000 | $2.4M | 0.25% | DBT |
| 129 | MTK Mortgage Trust | 55379DAA | Sep 2022 | 2,500,000 | $2.4M | 0.25% | ABS-MBS |
| 130 | PCI GAMING AUTHORITY | BL324361 | Sep 2022 | 2,461,760 | $2.4M | 0.25% | LON |
| 131 | Great Wolf Trust | 39152TAG | Sep 2022 | 2,500,000 | $2.4M | 0.25% | ABS-MBS |
| 132 | FLEETCOR TECHNOLOGIES INC | BL360458 | Sep 2022 | 2,471,250 | $2.4M | 0.25% | LON |
| 133 | CHENIERE CORP CHRISTI HD | 16412XAC | Sep 2022 | 2,350,000 | $2.4M | 0.24% | DBT |
| 134 | COMM Mortgage Trust | 20048KAA | Sep 2022 | 2,500,000 | $2.4M | 0.24% | ABS-MBS |
| 135 | ROYALTY PHARMA PLC | 78081BAH | Sep 2022 | 2,665,000 | $2.4M | 0.24% | DBT |
| 136 | Voya CLO Ltd | 92914NAJ | Sep 2022 | 2,372,210 | $2.3M | 0.24% | ABS-CBDO |
| 137 | Regatta II Funding LP | 75885WAY | Sep 2022 | 2,500,000 | $2.3M | 0.24% | ABS-CBDO |
| 138 | Honda Auto Receivables Owner T | 43813KAC | Sep 2022 | 2,391,195 | $2.3M | 0.24% | ABS-O |
| 139 | MILEAGE PLUS HLDINGS LLC | 599191AA | Sep 2022 | 2,384,500 | $2.3M | 0.24% | DBT |
| 140 | AMERICAN TOWER CORP | 03027XBS | Sep 2022 | 3,100,000 | $2.3M | 0.24% | DBT |
| 141 | Nissan Auto Receivables Owner | 65479MAC | Sep 2022 | 2,358,093 | $2.3M | 0.24% | ABS-O |
| 142 | World Omni Auto Receivables Tr | 98163WAC | Sep 2022 | 2,362,218 | $2.3M | 0.24% | ABS-O |
| 143 | GEORGIA POWER CO | 373334KK | Sep 2022 | 2,412,000 | $2.3M | 0.24% | DBT |
| 144 | Oak Hill Credit Partners | 67707CAY | Sep 2022 | 2,500,000 | $2.3M | 0.24% | ABS-CBDO |
| 145 | Generate CLO Ltd. | 98625UAU | Sep 2022 | 2,295,885 | $2.3M | 0.23% | ABS-CBDO |
| 146 | Atrium CDO Corp | 04965CAQ | Sep 2022 | 2,467,500 | $2.3M | 0.23% | ABS-CBDO |
| 147 | MATCH GROUP HLD II LLC | 57665RAN | Sep 2022 | 2,589,000 | $2.3M | 0.23% | DBT |
| 148 | Morgan Stanley Eaton Vance CLO | 61774KAA | Sep 2022 | 2,500,000 | $2.2M | 0.23% | ABS-CBDO |
| 149 | American Money Management Corp | 00176DAQ | Sep 2022 | 2,256,226 | $2.2M | 0.23% | ABS-CBDO |
| 150 | NXP BV/NXP FUNDING LLC | 62947QBC | Sep 2022 | 2,300,000 | $2.2M | 0.23% | DBT |
| 151 | Symphony Static CLO Ltd | 87190WAA | Sep 2022 | 2,500,000 | $2.2M | 0.23% | ABS-CBDO |
| 152 | BOARDWALK PIPELINES LP | 096630AF | Sep 2022 | 2,367,000 | $2.2M | 0.23% | DBT |
| 153 | GENERAL MOTORS FINL CO | 37045XDE | Sep 2022 | 3,000,000 | $2.2M | 0.23% | DBT |
| 154 | NAB HOLDINGS LLC | BL377066 | Sep 2022 | 2,282,750 | $2.2M | 0.22% | LON |
| 155 | Shackleton CLO LTD | 81882HAG | Sep 2022 | 2,500,000 | $2.2M | 0.22% | ABS-CBDO |
| 156 | ABC SUPPLY CO INC | BL320039 | Sep 2022 | 2,232,737 | $2.2M | 0.22% | LON |
| 157 | GM Financial Securitized Term | 362554AB | Sep 2022 | 2,186,345 | $2.2M | 0.22% | ABS-O |
| 158 | CarMax Auto Owner Trust | 14317HAB | Sep 2022 | 2,175,000 | $2.2M | 0.22% | ABS-O |
| 159 | BMW US CAPITAL LLC | 05565EBV | Sep 2022 | 2,180,000 | $2.2M | 0.22% | DBT |
| 160 | SELECT MEDICAL CORP | BL282871 | Sep 2022 | 2,215,128 | $2.1M | 0.22% | LON |
| 161 | OCP CLO Ltd | 67106BAS | Sep 2022 | 2,250,000 | $2.1M | 0.22% | ABS-CBDO |
| 162 | AXALTA COATING SYSTEMS US H | BL267016 | Sep 2022 | 2,165,237 | $2.1M | 0.22% | LON |
| 163 | DLLST LLC | 23292GAA | Sep 2022 | 2,142,652 | $2.1M | 0.22% | ABS-O |
| 164 | AES CORP/THE | 00130HCE | Sep 2022 | 2,470,000 | $2.1M | 0.22% | DBT |
| 165 | GoldenTree Loan Management US | 38137WAS | Sep 2022 | 2,250,000 | $2.1M | 0.22% | ABS-CBDO |
| 166 | HPS Loan Management | 40437XAJ | Sep 2022 | 2,500,000 | $2.1M | 0.21% | ABS-CBDO |
| 167 | INTL FLAVOR & FRAGRANCES | 459506AP | Sep 2022 | 2,515,000 | $2.1M | 0.21% | DBT |
| 168 | Onslow Bay Financial LLC | 670857AA | Sep 2022 | 2,484,936 | $2.1M | 0.21% | ABS-MBS |
| 169 | Apidos CLO | 03763YBS | Sep 2022 | 2,250,000 | $2.0M | 0.21% | ABS-CBDO |
| 170 | Post CLO LTD | 73743AAA | Sep 2022 | 2,250,000 | $2.0M | 0.21% | ABS-CBDO |
| 171 | Barings CLO Ltd | 06760EAA | Sep 2022 | 2,049,913 | $2.0M | 0.21% | ABS-CBDO |
| 172 | Neuberger Berman CLO Ltd | 64131WAJ | Sep 2022 | 2,250,000 | $2.0M | 0.21% | ABS-CBDO |
| 173 | Generate CLO Ltd. | 37148JAJ | Sep 2022 | 2,250,000 | $2.0M | 0.21% | ABS-CBDO |
| 174 | CarMax Auto Owner Trust | 14315WAD | Sep 2022 | 2,008,951 | $2.0M | 0.21% | ABS-O |
| 175 | SOUTHERN CO | 842587DK | Sep 2022 | 2,000,000 | $2.0M | 0.21% | DBT |
| 176 | CBAM CLO Management | 12481XAU | Sep 2022 | 2,000,000 | $2.0M | 0.20% | ABS-CBDO |
| 177 | 522 Funding CLO LTD | 04623TAA | Sep 2022 | 2,000,000 | $2.0M | 0.20% | ABS-CBDO |
| 178 | HUMANA INC | 444859BM | Sep 2022 | 1,985,000 | $2.0M | 0.20% | DBT |
| 179 | GENERAL MOTORS FINL CO | 37045XBW | Sep 2022 | 2,000,000 | $2.0M | 0.20% | DBT |
| 180 | Grippen Park CLO LTD | 39862EAA | Sep 2022 | 1,969,683 | $2.0M | 0.20% | ABS-CBDO |
| 181 | GM Financial Automobile Leasin | 36261RAD | Sep 2022 | 2,000,000 | $2.0M | 0.20% | ABS-O |
| 182 | AMERICAN EXPRESS CO | 025816BK | Sep 2022 | 2,000,000 | $1.9M | 0.20% | DBT |
| 183 | Dartry Park CLO | BCC2QW7N | Sep 2022 | 2,250,000 | $1.9M | 0.20% | ABS-CBDO |
| 184 | HPS Loan Management | 40439EAJ | Sep 2022 | 2,250,000 | $1.9M | 0.20% | ABS-CBDO |
| 185 | Stratus CLO | 863162AC | Sep 2022 | 2,000,000 | $1.9M | 0.20% | ABS-CBDO |
| 186 | Eaton Vance CDO Ltd | 27830CAJ | Sep 2022 | 2,250,000 | $1.9M | 0.20% | ABS-CBDO |
| 187 | Nissan Auto Receivables Owner | 65479JAD | Sep 2022 | 1,940,108 | $1.9M | 0.20% | ABS-O |
| 188 | Barclays Commercial Mortgage S | 05548WAA | Sep 2022 | 2,048,000 | $1.9M | 0.20% | ABS-MBS |
| 189 | CIFC Funding Ltd | 12550MAJ | Sep 2022 | 1,937,332 | $1.9M | 0.20% | ABS-CBDO |
| 190 | Barings CLO Ltd | 06760EAG | Sep 2022 | 2,000,000 | $1.9M | 0.20% | ABS-CBDO |
| 191 | HEINEKEN NV | 423012AD | Sep 2022 | 1,900,000 | $1.9M | 0.19% | DBT |
| 192 | FINCO I LLC | BL344764 | Sep 2022 | 1,870,158 | $1.9M | 0.19% | LON |
| 193 | Flatiron CLO Ltd | 33883MAD | Sep 2022 | 2,000,000 | $1.8M | 0.19% | ABS-CBDO |
| 194 | VISTRA OPERATIONS CO LLC | BL320877 | Sep 2022 | 1,901,193 | $1.8M | 0.19% | LON |
| 195 | Signal Peak CLO, LLC | 56845ABA | Sep 2022 | 2,000,000 | $1.8M | 0.19% | ABS-CBDO |
| 196 | Voya CLO Ltd | 92914NAQ | Sep 2022 | 2,000,000 | $1.8M | 0.19% | ABS-CBDO |
| 197 | Tesla Auto Lease Trust | 88161KAB | Sep 2022 | 1,873,583 | $1.8M | 0.19% | ABS-O |
| 198 | Barclays Commercial Mortgage S | 05492NAG | Sep 2022 | 2,000,000 | $1.8M | 0.19% | ABS-MBS |
| 199 | NISSAN MOTOR CO | 654744AD | Sep 2022 | 2,211,000 | $1.8M | 0.19% | DBT |
| 200 | Dryden Senior Loan Fund | 26249BAQ | Sep 2022 | 1,817,249 | $1.8M | 0.19% | ABS-CBDO |
| 201 | Sound Point CLO LTD | 83611KAU | Sep 2022 | 2,000,000 | $1.8M | 0.18% | ABS-CBDO |
| 202 | NISOURCE INC | 65473PAK | Sep 2022 | 2,000,000 | $1.8M | 0.18% | DBT |
| 203 | Benefit Street Partners CLO Lt | 08186PAJ | Sep 2022 | 1,850,000 | $1.8M | 0.18% | ABS-CBDO |
| 204 | Madison Park Funding Ltd | 55819JAN | Sep 2022 | 1,800,000 | $1.8M | 0.18% | ABS-CBDO |
| 205 | Battalion CLO LTD | 07132JBJ | Sep 2022 | 2,000,000 | $1.8M | 0.18% | ABS-CBDO |
| 206 | Dryden Senior Loan Fund | 26252WBA | Sep 2022 | 2,000,000 | $1.8M | 0.18% | ABS-CBDO |
| 207 | OZLM Ltd | 67108LBC | Sep 2022 | 2,000,000 | $1.8M | 0.18% | ABS-CBDO |
| 208 | OCP CLO Ltd | 67117TAG | Sep 2022 | 2,000,000 | $1.8M | 0.18% | ABS-CBDO |
| 209 | Mercedes-Benz Auto Lease Trust | 58769KAC | Sep 2022 | 1,763,060 | $1.8M | 0.18% | ABS-O |
| 210 | Voya CLO Ltd | 92918JAC | Sep 2022 | 2,000,000 | $1.7M | 0.18% | ABS-CBDO |
| 211 | BX Trust | 05606DAS | Sep 2022 | 1,750,000 | $1.7M | 0.18% | ABS-MBS |
| 212 | TICP CLO Ltd | 87248MAD | Sep 2022 | 2,100,000 | $1.7M | 0.18% | ABS-CBDO |
| 213 | BX Trust | 05608UAA | Sep 2022 | 1,750,000 | $1.7M | 0.18% | ABS-MBS |
| 214 | Voya CLO Ltd | 92915UAG | Sep 2022 | 1,750,000 | $1.7M | 0.18% | ABS-CBDO |
| 215 | Voya CLO Ltd | 92916WAJ | Sep 2022 | 2,000,000 | $1.7M | 0.18% | ABS-CBDO |
| 216 | New Mountain CLO 1 Ltd | 64755AAE | Sep 2022 | 2,000,000 | $1.7M | 0.18% | ABS-CBDO |
| 217 | Eaton Vance CDO Ltd | 27830XAS | Sep 2022 | 1,850,000 | $1.7M | 0.18% | ABS-CBDO |
| 218 | Aimco | 00900CAL | Sep 2022 | 1,750,000 | $1.7M | 0.18% | ABS-CBDO |
| 219 | Voya CLO Ltd | 92915HAU | Sep 2022 | 2,000,000 | $1.7M | 0.18% | ABS-CBDO |
| 220 | JAZZ SECURITIES DAC | 47216FAA | Sep 2022 | 1,950,000 | $1.7M | 0.17% | DBT |
| 221 | ENERGY TRANSFER LP | 29273RAY | Sep 2022 | 1,694,000 | $1.7M | 0.17% | DBT |
| 222 | OCP CLO Ltd | 67097TAA | Sep 2022 | 2,000,000 | $1.7M | 0.17% | ABS-CBDO |
| 223 | Benefit Street Partners CLO Lt | 08179HAD | Sep 2022 | 1,850,000 | $1.7M | 0.17% | ABS-CBDO |
| 224 | Anchorage Credit Funding Ltd. | 03330EAN | Sep 2022 | 2,000,000 | $1.7M | 0.17% | ABS-CBDO |
| 225 | CIFC Funding Ltd | 12551AAJ | Sep 2022 | 1,789,000 | $1.7M | 0.17% | ABS-CBDO |
| 226 | Greenwood Park CLO, Ltd | 39729RAE | Sep 2022 | 1,900,000 | $1.7M | 0.17% | ABS-CBDO |
| 227 | TICP CLO Ltd | 87248YAA | Sep 2022 | 1,850,000 | $1.7M | 0.17% | ABS-CBDO |
| 228 | DUPONT DE NEMOURS INC | 26078JAB | Sep 2022 | 1,640,000 | $1.6M | 0.17% | DBT |
| 229 | Symphony CLO Ltd | 87166VAP | Sep 2022 | 1,750,000 | $1.6M | 0.17% | ABS-CBDO |
| 230 | JANE STREET GROUP LLC | BL354233 | Sep 2022 | 1,688,212 | $1.6M | 0.17% | LON |
| 231 | Madison Park Funding Ltd | 55819RAG | Sep 2022 | 1,825,000 | $1.6M | 0.17% | ABS-CBDO |
| 232 | Tesla Auto Lease Trust | 88161FAB | Sep 2022 | 1,635,600 | $1.6M | 0.17% | ABS-O |
| 233 | US FOODS INC | 90290MAC | Sep 2022 | 1,640,000 | $1.6M | 0.17% | DBT |
| 234 | Symphony CLO Ltd | 87159QAW | Sep 2022 | 1,740,000 | $1.6M | 0.17% | ABS-CBDO |
| 235 | LORCA FINCO PLC | BL372654 | Sep 2022 | 1,750,000 | $1.6M | 0.16% | LON |
| 236 | Benefit Street Partners CLO Lt | 08186RAW | Sep 2022 | 1,750,000 | $1.6M | 0.16% | ABS-CBDO |
| 237 | Bluemountain CLO Ltd | 09630KAU | Sep 2022 | 1,750,000 | $1.6M | 0.16% | ABS-CBDO |
| 238 | MOTOROLA SOLUTIONS INC | 620076BT | Sep 2022 | 2,055,000 | $1.5M | 0.16% | DBT |
| 239 | SS&C TECHNOLOGIES INC | BL388058 | Sep 2022 | 1,584,666 | $1.5M | 0.16% | LON |
| 240 | Rockford Tower CLO Ltd | 77341HAA | Sep 2022 | 1,750,000 | $1.5M | 0.16% | ABS-CBDO |
| 241 | CarMax Auto Owner Trust | 14315PAD | Sep 2022 | 1,532,782 | $1.5M | 0.16% | ABS-O |
| 242 | ARES CLO Ltd | 04015UAL | Sep 2022 | 1,750,000 | $1.5M | 0.16% | ABS-CBDO |
| 243 | 522 Funding CLO Ltd | 33835QAA | Sep 2022 | 1,750,000 | $1.5M | 0.16% | ABS-CBDO |
| 244 | HOSTESS BRANDS LLC | BL316538 | Sep 2022 | 1,546,015 | $1.5M | 0.15% | LON |
| 245 | L3HARRIS TECH INC | 502431AG | Sep 2022 | 1,500,000 | $1.5M | 0.15% | DBT |
| 246 | LEIDOS INC | 52532XAD | Sep 2022 | 1,557,000 | $1.5M | 0.15% | DBT |
| 247 | HOUSE OF FINANCE NV/THE | BJ9N9B6 | Sep 2022 | 1,500,000 | $1.5M | 0.15% | DBT |
| 248 | MONDELEZ INTL HLDINGS NE | 60920LAR | Sep 2022 | 1,720,000 | $1.5M | 0.15% | DBT |
| 249 | SCIL IV LLC / SCIL USA H | BMH4QD3 | Sep 2022 | 1,643,000 | $1.5M | 0.15% | DBT |
| 250 | Benefit Street Partners CLO Lt | 08179HAE | Sep 2022 | 1,500,000 | $1.5M | 0.15% | ABS-CBDO |
| 251 | GO DADDY OPERATING CO LLC | BL317226 | Sep 2022 | 1,484,237 | $1.5M | 0.15% | LON |
| 252 | VOYA EURO CLO | BCC2G0SB | Sep 2022 | 1,750,000 | $1.5M | 0.15% | ABS-CBDO |
| 253 | METHANEX CORP | 59151KAM | Sep 2022 | 1,740,000 | $1.5M | 0.15% | DBT |
| 254 | II-VI INC | BL378960 | Sep 2022 | 1,500,000 | $1.5M | 0.15% | LON |
| 255 | CENTURI GROUP INC | BL368959 | Sep 2022 | 1,500,000 | $1.5M | 0.15% | LON |
| 256 | IRIDIUM SATELLITE LLC | BL367943 | Sep 2022 | 1,489,802 | $1.5M | 0.15% | LON |
| 257 | ALCOA NEDERLAND HOLDING | 013822AC | Sep 2022 | 1,500,000 | $1.4M | 0.15% | DBT |
| 258 | SALLY HOLDINGS/SALLY CAP | 79546VAL | Sep 2022 | 1,495,000 | $1.4M | 0.15% | DBT |
| 259 | Onslow Bay Financial LLC | 67113CAL | Sep 2022 | 1,459,051 | $1.4M | 0.15% | ABS-MBS |
| 260 | Stratus CLO | 863162AE | Sep 2022 | 1,500,000 | $1.4M | 0.15% | ABS-CBDO |
| 261 | Highbridge Loan Management Ltd | 40437RAF | Sep 2022 | 1,500,000 | $1.4M | 0.14% | ABS-CBDO |
| 262 | Voya CLO Ltd | 92919HAA | Sep 2022 | 1,500,000 | $1.4M | 0.14% | ABS-CBDO |
| 263 | Dryden Leveraged Loan CDO | BCC35W43 | Sep 2022 | 1,500,000 | $1.4M | 0.14% | ABS-CBDO |
| 264 | BLACKSTONE MORTGAGE TR | 09257WAD | Sep 2022 | 1,673,000 | $1.4M | 0.14% | DBT |
| 265 | Dryden Senior Loan Fund | 26244QAU | Sep 2022 | 1,500,000 | $1.4M | 0.14% | ABS-CBDO |
| 266 | KKR Financial CLO Ltd | 48250XAJ | Sep 2022 | 1,500,000 | $1.4M | 0.14% | ABS-CBDO |
| 267 | Ballyrock Ltd | 05875JAQ | Sep 2022 | 1,500,000 | $1.4M | 0.14% | ABS-CBDO |
| 268 | 522 Funding CLO LTD | 33829UAA | Sep 2022 | 1,500,000 | $1.4M | 0.14% | ABS-CBDO |
| 269 | DEDALUS FINANCE GMBH | BL363866 | Sep 2022 | 1,500,000 | $1.4M | 0.14% | LON |
| 270 | MOUNTAIN VIEW CLO | 62432MAW | Sep 2022 | 1,500,000 | $1.4M | 0.14% | ABS-CBDO |
| 271 | Dryden Senior Loan Fund | 26244MAU | Sep 2022 | 1,500,000 | $1.3M | 0.14% | ABS-CBDO |
| 272 | Annisa CLO Ltd | 036011AN | Sep 2022 | 1,500,000 | $1.3M | 0.14% | ABS-CBDO |
| 273 | Regatta VI Funding Ltd. | 75887NBC | Sep 2022 | 1,500,000 | $1.3M | 0.14% | ABS-CBDO |
| 274 | Magnetite CLO Ltd | 55953AAN | Sep 2022 | 1,500,000 | $1.3M | 0.14% | ABS-CBDO |
| 275 | Flatiron CLO Ltd | 33883NAA | Sep 2022 | 1,500,000 | $1.3M | 0.14% | ABS-CBDO |
| 276 | PIKE CORP | BL353563 | Sep 2022 | 1,350,000 | $1.3M | 0.14% | LON |
| 277 | Sound Point CLO LTD | 83614NAU | Sep 2022 | 1,500,000 | $1.3M | 0.14% | ABS-CBDO |
| 278 | GILBERT PARK CLO LTD | 375414AA | Sep 2022 | 1,500,000 | $1.3M | 0.14% | ABS-CBDO |
| 279 | ROYALTY PHARMA PLC | 78081BAN | Sep 2022 | 1,775,000 | $1.3M | 0.14% | DBT |
| 280 | Galaxy CLO Ltd | 36321BAD | Sep 2022 | 1,500,000 | $1.3M | 0.14% | ABS-CBDO |
| 281 | Eaton Vance CDO Ltd | 27830KBA | Sep 2022 | 1,500,000 | $1.3M | 0.13% | ABS-CBDO |
| 282 | ENTEGRIS INC | 29362UAC | Sep 2022 | 1,505,000 | $1.3M | 0.13% | DBT |
| 283 | World OMNI Select Auto Trust | 98163HAB | Sep 2022 | 1,280,865 | $1.3M | 0.13% | ABS-O |
| 284 | OZLM Ltd | 67107HAG | Sep 2022 | 1,500,000 | $1.3M | 0.13% | ABS-CBDO |
| 285 | PENSKE TRUCK LEASING/PTL | 709599BH | Sep 2022 | 1,480,000 | $1.3M | 0.13% | DBT |
| 286 | WESCO DISTRIBUTION INC | 95081QAP | Sep 2022 | 1,284,000 | $1.3M | 0.13% | DBT |
| 287 | IRON MOUNTAIN INC | 46284VAE | Sep 2022 | 1,429,000 | $1.3M | 0.13% | DBT |
| 288 | Hyundai Auto Lease Securitizat | 448978AB | Sep 2022 | 1,250,000 | $1.2M | 0.13% | ABS-O |
| 289 | NEXTERA ENERGY CAPITAL | 65339KBX | Sep 2022 | 1,250,000 | $1.2M | 0.13% | DBT |
| 290 | MONDELEZ INTL HLDINGS NE | 60920LAQ | Sep 2022 | 1,350,000 | $1.2M | 0.13% | DBT |
| 291 | Regatta VII Funding Ltd | 75887TAN | Sep 2022 | 1,500,000 | $1.2M | 0.13% | ABS-CBDO |
| 292 | PPM CLO 3 Ltd. | 69355BAE | Sep 2022 | 1,500,000 | $1.2M | 0.13% | ABS-CBDO |
| 293 | LEIDOS INC | 52532XAH | Sep 2022 | 1,650,000 | $1.2M | 0.13% | DBT |
| 294 | Credit Suisse Mortgage Trust | 126390AA | Sep 2022 | 1,225,000 | $1.2M | 0.13% | ABS-MBS |
| 295 | Visio 2020-1 Trust | 92837KAA | Sep 2022 | 1,294,561 | $1.2M | 0.13% | ABS-MBS |
| 296 | Dryden Senior Loan Fund | 26252YAE | Sep 2022 | 1,500,000 | $1.2M | 0.13% | ABS-CBDO |
| 297 | GUGGENHEIM PARTNERS | BL227006 | Sep 2022 | 1,221,396 | $1.2M | 0.13% | LON |
| 298 | Bain Capital Credit CLO, Limit | 05682NAJ | Sep 2022 | 1,400,000 | $1.2M | 0.12% | ABS-CBDO |
| 299 | BELRON FINANCE US LLC | BL358347 | Sep 2022 | 1,231,250 | $1.2M | 0.12% | LON |
| 300 | Great Wolf Trust | 39152TAJ | Sep 2022 | 1,250,000 | $1.2M | 0.12% | ABS-MBS |
| 301 | L3HARRIS TECH INC | 502431AK | Sep 2022 | 1,201,000 | $1.2M | 0.12% | DBT |
| 302 | PLAYTIKA HOLDING CORP | BL356609 | Sep 2022 | 1,231,250 | $1.2M | 0.12% | LON |
| 303 | CHEMOURS CO | BL265835 | Sep 2022 | 1,254,115 | $1.2M | 0.12% | LON |
| 304 | Generate CLO Ltd. | 98625UBA | Sep 2022 | 1,250,000 | $1.2M | 0.12% | ABS-CBDO |
| 305 | Flatiron CLO Ltd | 33883TAA | Sep 2022 | 1,375,000 | $1.2M | 0.12% | ABS-CBDO |
| 306 | Citigroup Commercial Mortgage | 17326MAA | Sep 2022 | 1,200,000 | $1.2M | 0.12% | ABS-MBS |
| 307 | Magnetite CLO Ltd | 55953RAU | Sep 2022 | 1,250,000 | $1.2M | 0.12% | ABS-CBDO |
| 308 | Rockford Tower CLO Ltd | 77341PAA | Sep 2022 | 1,375,000 | $1.2M | 0.12% | ABS-CBDO |
| 309 | NOVA CHEMICALS CORP | 66977WAQ | Sep 2022 | 1,225,000 | $1.2M | 0.12% | DBT |
| 310 | Voya CLO Ltd | 92916MAD | Sep 2022 | 1,250,000 | $1.1M | 0.12% | ABS-CBDO |
| 311 | Worldwide Plaza Trust | 98162JAQ | Sep 2022 | 1,575,000 | $1.1M | 0.12% | ABS-MBS |
| 312 | T-MOBILE USA INC | 87264ABB | Sep 2022 | 1,175,000 | $1.1M | 0.12% | DBT |
| 313 | Babson CLO Ltd | 06759MAN | Sep 2022 | 1,250,000 | $1.1M | 0.12% | ABS-CBDO |
| 314 | Cedar Funding Ltd | 15032TBE | Sep 2022 | 1,149,000 | $1.1M | 0.12% | ABS-CBDO |
| 315 | VMC Finance LLC | 91835TAA | Sep 2022 | 1,118,812 | $1.1M | 0.11% | ABS-MBS |
| 316 | Ballyrock Ltd | 05875KAE | Sep 2022 | 1,250,000 | $1.1M | 0.11% | ABS-CBDO |
| 317 | AMERICAN EXPRESS CO | 025816CJ | Sep 2022 | 1,115,000 | $1.1M | 0.11% | DBT |
| 318 | Post CLO LTD | 73742FAG | Sep 2022 | 1,250,000 | $1.1M | 0.11% | ABS-CBDO |
| 319 | VISTRA OPERATIONS CO LLC | 92840VAB | Sep 2022 | 1,175,000 | $1.1M | 0.11% | DBT |
| 320 | ORGANON & CO | BL358362 | Sep 2022 | 1,117,000 | $1.1M | 0.11% | LON |
| 321 | SS&C TECHNOLOGIES INC | BL388056 | Sep 2022 | 1,122,259 | $1.1M | 0.11% | LON |
| 322 | Highbridge Loan Management Ltd | 40437LAL | Sep 2022 | 1,250,000 | $1.1M | 0.11% | ABS-CBDO |
| 323 | MOUNTAIN VIEW CLO | 62432PAJ | Sep 2022 | 1,175,000 | $1.1M | 0.11% | ABS-CBDO |
| 324 | CIFC Funding Ltd | 12551XAA | Sep 2022 | 1,250,000 | $1.1M | 0.11% | ABS-CBDO |
| 325 | CHENIERE CORP CHRISTI HD | 16412XAD | Sep 2022 | 1,040,000 | $1.1M | 0.11% | DBT |
| 326 | Starwood Residential Mortgage | 85573GAA | Sep 2022 | 1,113,542 | $1.0M | 0.11% | ABS-MBS |
| 327 | ARES CLO Ltd | 04019NAA | Sep 2022 | 1,150,000 | $1.0M | 0.11% | ABS-CBDO |
| 328 | Hilton USA Trust | 432885AG | Sep 2022 | 1,055,000 | $1.0M | 0.10% | ABS-MBS |
| 329 | Babson CLO Ltd | 06761JAE | Sep 2022 | 1,200,000 | $1.0M | 0.10% | ABS-CBDO |
| 330 | MMAF Equipment Finance LLC | 60700MAB | Sep 2022 | 1,024,184 | $1.0M | 0.10% | ABS-O |
| 331 | Regatta II Funding LP | 75885WBA | Sep 2022 | 1,018,051 | $1.0M | 0.10% | ABS-CBDO |
| 332 | GM Financial Securitized Term | 380149AB | Sep 2022 | 1,009,461 | $1.0M | 0.10% | ABS-O |
| 333 | Invesco CLO LTD | 46146VAJ | Sep 2022 | 1,000,000 | $1.0M | 0.10% | ABS-CBDO |
| 334 | WESTERN DIGITAL CORP | 958102AM | Sep 2022 | 1,075,000 | $997K | 0.10% | DBT |
| 335 | Goldentree Loan Opportunities | 38123HAW | Sep 2022 | 1,075,000 | $995K | 0.10% | ABS-CBDO |
| 336 | ROCHE HOLDINGS INC | 771196CA | Sep 2022 | 1,000,000 | $994K | 0.10% | DBT |
| 337 | VAIL RESORTS INC | 91879QAL | Sep 2022 | 1,000,000 | $988K | 0.10% | DBT |
| 338 | Voya CLO Ltd | 92919WAA | Sep 2022 | 1,000,000 | $980K | 0.10% | ABS-CBDO |
| 339 | WILLIAMS COMPANIES INC | 969457BY | Sep 2022 | 1,238,000 | $973K | 0.10% | DBT |
| 340 | BAE SYSTEMS HOLDINGS INC | 05523UAK | Sep 2022 | 1,000,000 | $972K | 0.10% | DBT |
| 341 | BPR Trust | 05591VAC | Sep 2022 | 1,000,000 | $969K | 0.10% | ABS-MBS |
| 342 | STANDARD INDUSTRIES INC | BK72RG3 | Sep 2022 | 1,250,000 | $967K | 0.10% | DBT |
| 343 | EURO CURRENCY / | EUR | Sep 2022 | 981,021 | $961K | 0.10% | STIV |
| 344 | HOME DEPOT INC | 437076CR | Sep 2022 | 970,000 | $955K | 0.10% | DBT |
| 345 | IQVIA INC | BL311124 | Sep 2022 | 1,000,000 | $955K | 0.10% | LON |
| 346 | ASURION LLC | BL273240 | Sep 2022 | 997,403 | $936K | 0.10% | LON |
| 347 | Aimco | 00900GAG | Sep 2022 | 1,000,000 | $932K | 0.10% | ABS-CBDO |
| 348 | Babson CLO Ltd | 06762BAJ | Sep 2022 | 1,000,000 | $928K | 0.10% | ABS-CBDO |
| 349 | BALL CORP | 058498AV | Sep 2022 | 975,000 | $926K | 0.10% | DBT |
| 350 | BMW US CAPITAL LLC | 05565EBH | Sep 2022 | 950,000 | $926K | 0.10% | DBT |
| 351 | Barclays Commercial Mortgage S | 05548WAC | Sep 2022 | 1,000,000 | $925K | 0.10% | ABS-MBS |
| 352 | GATES GLOBAL LLC | BL256670 | Sep 2022 | 1,000,000 | $924K | 0.10% | LON |
| 353 | CIFC Funding Ltd | 12553DAQ | Sep 2022 | 1,000,000 | $921K | 0.10% | ABS-CBDO |
| 354 | OCP CLO Ltd | 67092RAS | Sep 2022 | 1,000,000 | $919K | 0.09% | ABS-CBDO |
| 355 | INEOS US FINANCE LLC | BL255241 | Sep 2022 | 947,520 | $919K | 0.09% | LON |
| 356 | TCI-Symphony CLO | 87232RAA | Sep 2022 | 1,064,000 | $907K | 0.09% | ABS-CBDO |
| 357 | Babson CLO Ltd | 06760JAL | Sep 2022 | 1,000,000 | $903K | 0.09% | ABS-CBDO |
| 358 | OSD CLO 2021-23 Ltd | 671026AG | Sep 2022 | 1,000,000 | $899K | 0.09% | ABS-CBDO |
| 359 | CIFC Funding Ltd | 17181TAG | Sep 2022 | 1,000,000 | $897K | 0.09% | ABS-CBDO |
| 360 | OCP CLO Ltd | 67092TAG | Sep 2022 | 1,000,000 | $897K | 0.09% | ABS-CBDO |
| 361 | FORD MOTOR CREDIT CO LLC | 345397C2 | Sep 2022 | 1,000,000 | $895K | 0.09% | DBT |
| 362 | OZLM Ltd | 67112CAS | Sep 2022 | 1,000,000 | $894K | 0.09% | ABS-CBDO |
| 363 | Jay Park CLO, Ltd. | 47206WAE | Sep 2022 | 1,000,000 | $893K | 0.09% | ABS-CBDO |
| 364 | OCP CLO Ltd | 67097QAJ | Sep 2022 | 1,000,000 | $891K | 0.09% | ABS-CBDO |
| 365 | Harvest CLO | BCC2QVDC | Sep 2022 | 1,000,000 | $888K | 0.09% | ABS-CBDO |
| 366 | Eaton Vance CDO Ltd | 27831BAJ | Sep 2022 | 1,000,000 | $887K | 0.09% | ABS-CBDO |
| 367 | Wind River CLO Ltd | 88432ABC | Sep 2022 | 1,000,000 | $885K | 0.09% | ABS-CBDO |
| 368 | Magnetite CLO Ltd | 55954DAE | Sep 2022 | 1,000,000 | $884K | 0.09% | ABS-CBDO |
| 369 | Dryden Senior Loan Fund | 26245XAU | Sep 2022 | 1,000,000 | $881K | 0.09% | ABS-CBDO |
| 370 | Voya CLO Ltd | 92917CAN | Sep 2022 | 1,000,000 | $875K | 0.09% | ABS-CBDO |
| 371 | Dryden Senior Loan Fund | 26243KAJ | Sep 2022 | 1,000,000 | $874K | 0.09% | ABS-CBDO |
| 372 | Magnetite CLO Ltd | 55955HAA | Sep 2022 | 1,000,000 | $873K | 0.09% | ABS-CBDO |
| 373 | ZF FINANCE GMBH | BLNPMK2 | Sep 2022 | 1,000,000 | $871K | 0.09% | DBT |
| 374 | Highbridge Loan Management Ltd | 44331DAN | Sep 2022 | 1,000,000 | $871K | 0.09% | ABS-CBDO |
| 375 | Neuberger Berman CLO Ltd | 64133JAL | Sep 2022 | 1,000,000 | $869K | 0.09% | ABS-CBDO |
| 376 | Voya CLO Ltd | 92917UAE | Sep 2022 | 1,000,000 | $864K | 0.09% | ABS-CBDO |
| 377 | Benefit Street Partners CLO Lt | 08182AAE | Sep 2022 | 1,000,000 | $864K | 0.09% | ABS-CBDO |
| 378 | Babson CLO Ltd | 06760CAA | Sep 2022 | 1,000,000 | $863K | 0.09% | ABS-CBDO |
| 379 | Generate CLO Ltd. | 37147MAA | Sep 2022 | 1,000,000 | $861K | 0.09% | ABS-CBDO |
| 380 | CELLNEX FINANCE CO SA | BMFSP41 | Sep 2022 | 1,100,000 | $859K | 0.09% | DBT |
| 381 | Eaton Vance CDO Ltd | 27830RAE | Sep 2022 | 1,000,000 | $858K | 0.09% | ABS-CBDO |
| 382 | Neuberger Berman Loan Advisers | BCC2QMIT | Sep 2022 | 1,000,000 | $857K | 0.09% | ABS-CBDO |
| 383 | OREGON CLEAN ENERGY LLC | BL292626 | Sep 2022 | 874,950 | $855K | 0.09% | LON |
| 384 | OCP CLO Ltd | 67570TAG | Sep 2022 | 1,000,000 | $854K | 0.09% | ABS-CBDO |
| 385 | Carlyle Global Market Strategi | 14311VAE | Sep 2022 | 1,000,000 | $853K | 0.09% | ABS-CBDO |
| 386 | Allegany Park CLO, Ltd. | 01714PAJ | Sep 2022 | 1,000,000 | $850K | 0.09% | ABS-CBDO |
| 387 | Babson CLO Ltd | 06762MAE | Sep 2022 | 1,000,000 | $848K | 0.09% | ABS-CBDO |
| 388 | Benefit Street Partners CLO Lt | 08180XAW | Sep 2022 | 1,000,000 | $846K | 0.09% | ABS-CBDO |
| 389 | Benefit Street Partners CLO Lt | 08186QAE | Sep 2022 | 1,000,000 | $846K | 0.09% | ABS-CBDO |
| 390 | OSD CLO 2021-23 Ltd | 671025AA | Sep 2022 | 1,000,000 | $846K | 0.09% | ABS-CBDO |
| 391 | Benefit Street Partners CLO Lt | 08182PAA | Sep 2022 | 1,000,000 | $844K | 0.09% | ABS-CBDO |
| 392 | OCP CLO Ltd | 67118JAA | Sep 2022 | 1,000,000 | $842K | 0.09% | ABS-CBDO |
| 393 | ALM Loan Funding | 00166DAA | Sep 2022 | 1,000,000 | $841K | 0.09% | ABS-CBDO |
| 394 | CIFC Funding Ltd | 17182HAA | Sep 2022 | 1,000,000 | $837K | 0.09% | ABS-CBDO |
| 395 | Octagon Investment Partners 42 | 67576RAE | Sep 2022 | 1,000,000 | $830K | 0.09% | ABS-CBDO |
| 396 | FISERV INC | 337738AQ | Sep 2022 | 825,000 | $818K | 0.08% | DBT |
| 397 | GoldenTree Loan Management US | 38138UAC | Sep 2022 | 1,000,000 | $812K | 0.08% | ABS-CBDO |
| 398 | Recette CLO LLC | 75620RAG | Sep 2022 | 1,000,000 | $807K | 0.08% | ABS-CBDO |
| 399 | Barings CLO Ltd | 06760EAE | Sep 2022 | 825,000 | $802K | 0.08% | ABS-CBDO |
| 400 | GoldenTree Loan Management EUR | BCC2R0X2 | Sep 2022 | 1,000,000 | $792K | 0.08% | ABS-CBDO |
| 401 | Ford Credit Auto Owner Trust | 34531KAD | Sep 2022 | 774,463 | $772K | 0.08% | ABS-O |
| 402 | CARROLL COUNTY ENERGY | BL292151 | Sep 2022 | 812,170 | $769K | 0.08% | LON |
| 403 | AXALTA COATING | BD8GF61 | Sep 2022 | 851,000 | $768K | 0.08% | DBT |
| 404 | GEMINI HDPE LLC | BL349481 | Sep 2022 | 796,183 | $765K | 0.08% | LON |
| 405 | Madison Park Funding Ltd | 55819QAL | Sep 2022 | 825,000 | $757K | 0.08% | ABS-CBDO |
| 406 | Mountain View CLO Ltd | 62432BAU | Sep 2022 | 875,000 | $756K | 0.08% | ABS-CBDO |
| 407 | IQVIA INC | BKP8GG6 | Sep 2022 | 1,000,000 | $751K | 0.08% | DBT |
| 408 | SKYMILES IP LTD | BL344731 | Sep 2022 | 745,000 | $749K | 0.08% | LON |
| 409 | HPEFS Equipment Trust | 40441JAB | Sep 2022 | 737,311 | $732K | 0.08% | ABS-O |
| 410 | Credit Suisse Mortgage Trust | 126395AG | Sep 2022 | 750,000 | $727K | 0.08% | ABS-MBS |
| 411 | Citigroup Commercial Mortgage | 17326MAG | Sep 2022 | 750,000 | $726K | 0.08% | ABS-MBS |
| 412 | Clear Creek CLO Ltd | 18452LAL | Sep 2022 | 750,000 | $709K | 0.07% | ABS-CBDO |
| 413 | Benefit Street Partners CLO Lt | 08183PAA | Sep 2022 | 800,000 | $705K | 0.07% | ABS-CBDO |
| 414 | Wellfleet CLO Ltd | 949496BQ | Sep 2022 | 750,000 | $704K | 0.07% | ABS-CBDO |
| 415 | FannieMae Grantor Trust | 31394AXY | Sep 2022 | 775,623 | $701K | 0.07% | ABS-MBS |
| 416 | Atrium CDO Corp | 04964KAU | Sep 2022 | 769,600 | $700K | 0.07% | ABS-CBDO |
| 417 | Crestline Denali CLO XV, Ltd. | 22616CAG | Sep 2022 | 800,000 | $700K | 0.07% | ABS-CBDO |
| 418 | Grippen Park CLO LTD | 39862DAA | Sep 2022 | 830,000 | $693K | 0.07% | ABS-CBDO |
| 419 | Chase Mortgage Finance Corpora | 16159GAL | Sep 2022 | 713,065 | $686K | 0.07% | ABS-MBS |
| 420 | PRESTIGE BRANDS INC | 74112BAL | Sep 2022 | 760,000 | $685K | 0.07% | DBT |
| 421 | OHA Credit Partners Ltd | 67109FAQ | Sep 2022 | 750,000 | $684K | 0.07% | ABS-CBDO |
| 422 | Symphony CLO Ltd | 87165XAL | Sep 2022 | 750,000 | $674K | 0.07% | ABS-CBDO |
| 423 | OZLM Ltd | 67112WAW | Sep 2022 | 750,000 | $671K | 0.07% | ABS-CBDO |
| 424 | Toyota Auto Receivables Owner | 89190GAB | Sep 2022 | 670,105 | $668K | 0.07% | ABS-O |
| 425 | Newark BSL CLO 1 Ltd. | 65023UAE | Sep 2022 | 750,000 | $655K | 0.07% | ABS-CBDO |
| 426 | LCM Ltd Partnership | 50188GAW | Sep 2022 | 750,000 | $649K | 0.07% | ABS-CBDO |
| 427 | ARES CLO Ltd | 04016NAZ | Sep 2022 | 750,000 | $645K | 0.07% | ABS-CBDO |
| 428 | CIFC Funding Ltd | 17180YAA | Sep 2022 | 750,000 | $643K | 0.07% | ABS-CBDO |
| 429 | Octagon Investment Partners XX | 67572YBW | Sep 2022 | 750,000 | $639K | 0.07% | ABS-CBDO |
| 430 | ZF NA CAPITAL | 98877DAC | Sep 2022 | 700,000 | $638K | 0.07% | DBT |
| 431 | Benefit Street Partners CLO Lt | 08186TAE | Sep 2022 | 750,000 | $638K | 0.07% | ABS-CBDO |
| 432 | Crestline Denali CLO XIV, LTD | 22615MAU | Sep 2022 | 750,000 | $637K | 0.07% | ABS-CBDO |
| 433 | Rockford Tower CLO Ltd | 77341MAA | Sep 2022 | 750,000 | $613K | 0.06% | ABS-CBDO |
| 434 | ZF FINANCE GMBH | BL6KF49 | Sep 2022 | 800,000 | $609K | 0.06% | DBT |
| 435 | Hyundai Auto Receivables Trust | 44934KAB | Sep 2022 | 609,649 | $606K | 0.06% | ABS-O |
| 436 | Burnham Park CLO Ltd. | 12232KAQ | Sep 2022 | 580,566 | $574K | 0.06% | ABS-CBDO |
| 437 | MET LIFE GLOB FUNDING I | 59217GFC | Sep 2022 | 590,000 | $573K | 0.06% | DBT |
| 438 | TICP CLO Ltd | 87249UAA | Sep 2022 | 625,000 | $563K | 0.06% | ABS-CBDO |
| 439 | TORY BURCH LLC | BL359196 | Sep 2022 | 610,000 | $560K | 0.06% | LON |
| 440 | Aimco | 00901AAQ | Sep 2022 | 600,000 | $546K | 0.06% | ABS-CBDO |
| 441 | Nissan Auto Receivables Owner | 65479GAE | Sep 2022 | 541,621 | $542K | 0.06% | ABS-O |
| 442 | 7-ELEVEN INC | 817826AC | Sep 2022 | 615,000 | $531K | 0.05% | DBT |
| 443 | INTERNATIONAL GAME TECH | 460599AC | Sep 2022 | 530,000 | $529K | 0.05% | DBT |
| 444 | BAXTER INTERNATIONAL INC | 071813DB | Sep 2022 | 540,000 | $528K | 0.05% | DBT |
| 445 | NORTONLIFELOCK INC | 668771AL | Sep 2022 | 530,000 | $514K | 0.05% | DBT |
| 446 | UNITED GROUP BV | BL71HX4 | Sep 2022 | 750,000 | $514K | 0.05% | DBT |
| 447 | REPUBLIC SERVICES INC | 760759AY | Sep 2022 | 580,000 | $510K | 0.05% | DBT |
| 448 | NORTONLIFELOCK INC | 668771AK | Sep 2022 | 530,000 | $510K | 0.05% | DBT |
| 449 | Denali Capital CLO XII LTD | 24824TAW | Sep 2022 | 600,000 | $502K | 0.05% | ABS-CBDO |
| 450 | UBS-Barclays Commercial Mortga | 90270RAG | Sep 2022 | 500,000 | $499K | 0.05% | ABS-MBS |
| 451 | Mountain View CLO Ltd | 62432CAW | Sep 2022 | 500,000 | $497K | 0.05% | ABS-CBDO |
| 452 | Morgan Stanley Eaton Vance CLO | 617925AA | Sep 2022 | 500,000 | $490K | 0.05% | ABS-CBDO |
| 453 | Battalion CLO LTD | 07131AAA | Sep 2022 | 500,000 | $489K | 0.05% | ABS-CBDO |
| 454 | DOLLAR GENERAL CORP | 256677AJ | Sep 2022 | 485,000 | $480K | 0.05% | DBT |
| 455 | Toyota Lease Owner Trust | 89238EAB | Sep 2022 | 473,515 | $473K | 0.05% | ABS-O |
| 456 | BMW US CAPITAL LLC | 05565EBQ | Sep 2022 | 500,000 | $472K | 0.05% | DBT |
| 457 | SHERWIN-WILLIAMS CO | 824348BR | Sep 2022 | 480,000 | $469K | 0.05% | DBT |
| 458 | FORD MOTOR CREDIT CO LLC | 345397B8 | Sep 2022 | 520,000 | $461K | 0.05% | DBT |
| 459 | Sound Point CLO LTD | 83609MAA | Sep 2022 | 500,000 | $443K | 0.05% | ABS-CBDO |
| 460 | OCP CLO Ltd | 670899AA | Sep 2022 | 500,000 | $434K | 0.04% | ABS-CBDO |
| 461 | CIFC Funding Ltd | 12555GAE | Sep 2022 | 500,000 | $428K | 0.04% | ABS-CBDO |
| 462 | AMERICAN ELECTRIC POWER | 025537AK | Sep 2022 | 445,000 | $426K | 0.04% | DBT |
| 463 | GoldenTree Loan Management US | 38136QAG | Sep 2022 | 500,000 | $421K | 0.04% | ABS-CBDO |
| 464 | Magnetite CLO Ltd | 55953GCG | Sep 2022 | 500,000 | $418K | 0.04% | ABS-CBDO |
| 465 | NRG ENERGY INC | 629377CP | Sep 2022 | 500,000 | $410K | 0.04% | DBT |
| 466 | Benefit Street Partners CLO Lt | 08181NAA | Sep 2022 | 500,000 | $404K | 0.04% | ABS-CBDO |
| 467 | Capital One Prime Auto Receiva | 14043TAF | Sep 2022 | 397,145 | $396K | 0.04% | ABS-O |
| 468 | GoldenTree Loan Management US | 38138MAG | Sep 2022 | 500,000 | $394K | 0.04% | ABS-CBDO |
| 469 | ARDAGH PKG FIN/HLDGS USA | BMGB6F7 | Sep 2022 | 500,000 | $378K | 0.04% | DBT |
| 470 | BUCKEYE PARTNERS LP | 118230AK | Sep 2022 | 380,000 | $374K | 0.04% | DBT |
| 471 | Honda Auto Receivables Owner T | 43813VAC | Sep 2022 | 342,309 | $341K | 0.04% | ABS-O |
| 472 | Onslow Bay Financial LLC | 67097VAS | Sep 2022 | 332,296 | $329K | 0.03% | ABS-MBS |
| 473 | GM Financial Securitized Term | 36257PAD | Sep 2022 | 299,382 | $299K | 0.03% | ABS-O |
| 474 | VOLKSWAGEN GROUP AMERICA | 928668BG | Sep 2022 | 300,000 | $299K | 0.03% | DBT |
| 475 | VOLKSWAGEN GROUP AMERICA | 928668BJ | Sep 2022 | 300,000 | $286K | 0.03% | DBT |
| 476 | BUCKEYE PARTNERS LP | 118230AQ | Sep 2022 | 325,000 | $284K | 0.03% | DBT |
| 477 | Nissan Auto Receivables Owner | 65479HAC | Sep 2022 | 271,014 | $271K | 0.03% | ABS-O |
| 478 | INFOR INC | 45674CAB | Sep 2022 | 270,000 | $261K | 0.03% | DBT |
| 479 | SIMON PROPERTY GROUP LP | 828807DR | Sep 2022 | 250,000 | $248K | 0.03% | DBT |
| 480 | New Residential Mortgage Loan | 64828EAA | Sep 2022 | 268,499 | $247K | 0.03% | ABS-MBS |
| 481 | CNH Equipment Trust | 12596TAC | Sep 2022 | 243,053 | $242K | 0.03% | ABS-O |
| 482 | STARBUCKS CORP | 855244BB | Sep 2022 | 240,000 | $239K | 0.02% | DBT |
| 483 | Honda Auto Receivables Owner T | 43815NAC | Sep 2022 | 218,731 | $219K | 0.02% | ABS-O |
| 484 | SOUTHERN POWER CO | 843646AW | Sep 2022 | 250,000 | $218K | 0.02% | DBT |
| 485 | Eaton Vance CDO Ltd | 27830UAA | Sep 2022 | 250,000 | $202K | 0.02% | ABS-CBDO |
| 486 | CORE 2019-CORE MORTGAGE TRUST | 21871FAG | Sep 2022 | 205,813 | $201K | 0.02% | ABS-MBS |
| 487 | COVANTA HOLDING CORP | BL370665 | Sep 2022 | 188,389 | $183K | 0.02% | LON |
| 488 | FORD MOTOR COMPANY | 345370DB | Sep 2022 | 185,000 | $163K | 0.02% | DBT |
| 489 | MMAF Equipment Finance LLC | 60700KAB | Sep 2022 | 124,528 | $124K | 0.01% | ABS-O |
| 490 | 10YR T-NOTE FUTURE INDEX DEC 2022 / | TYZ2 | Sep 2022 | -50 | $124K | 0.01% | DIR |
| 491 | COLT Funding LLC | 19688JAA | Sep 2022 | 117,882 | $116K | 0.01% | ABS-MBS |
| 492 | PACCAR FINANCIAL CORP | 69371RQ7 | Sep 2022 | 110,000 | $109K | 0.01% | DBT |
| 493 | 5YR T-NOTE FUTURE DEC 2022 / | FVZ2 | Sep 2022 | -50 | $79K | 0.01% | DIR |
| 494 | Bear Stearns Adjustable Rate M | 07384MR9 | Sep 2022 | 61,555 | $55K | 0.01% | ABS-MBS |
| 495 | Mellon Residential Funding Cor | 585525DF | Sep 2022 | 34,724 | $34K | 0.00% | ABS-MBS |
| 496 | TRAVELPORT FINANCE LUXEM | BL345362 | Sep 2022 | 12,783 | $13K | 0.00% | LON |
| 497 | TRAVELPORT FINANCE LUXEM | BL367584 | Sep 2022 | 2,561 | $2K | 0.00% | LON |
| 498 | US TREASURY N/B | 91282CCB | Sep 2022 | -820,000 | $-688544 | -0.07% | DBT |
| 499 | EUR FORWARD PALMER CONTRACT 11/22/2022 / | 2EUR1122 | Sep 2022 | -855,000 | $-841118 | -0.09% | DFE |
| 500 | EUR FORWARD PALMER CONTRACT 01/11/2023 / | 1EU11123 | Sep 2022 | -902,500 | $-891360 | -0.09% | DFE |
| 501 | EUR FORWARD PALMER CONTRACT 01/05/2023 / | 1EU01523 | Sep 2022 | -1,000,000 | $-987208 | -0.10% | DFE |
| 502 | CDXNA IG 37 3-7% A.S. 12/20/2026 / | CDXIG37A | Sep 2022 | 10,000,000 | $-1320061 | -0.14% | DCR |
| 503 | EUR FORWARD PALMER CONTRACT 04/18/2023 / | 1EUR0423 | Sep 2022 | -1,500,000 | $-1492455 | -0.15% | DFE |
| 504 | US TREASURY N/B | 91282CFC | Sep 2022 | -2,050,000 | $-1884239 | -0.19% | DBT |
| 505 | EUR FORWARD PALMER CONTRACT 12/14/2022 / | 1EUR1222 | Sep 2022 | -2,250,000 | $-2219227 | -0.23% | DFE |
| 506 | EUR FORWARD PALMER CONTRACT 10/14/2022 / | 1EUR1022 | Sep 2022 | -2,800,000 | $-2746811 | -0.28% | DFE |
| 507 | EUR FORWARD PALMER CONTRACT 01/25/2024 / | 1EUR0124 | Sep 2022 | -3,500,000 | $-3559009 | -0.37% | DFE |
| 508 | EUR FORWARD PALMER CONTRACT 09/18/2023 / | 1EUR0923 | Sep 2022 | -3,920,000 | $-3946373 | -0.41% | DFE |
| 509 | US TREASURY N/B | 91282CEP | Sep 2022 | -6,620,000 | $-6121951 | -0.63% | DBT |
| 510 | US TREASURY N/B | 91282CDY | Sep 2022 | -8,953,000 | $-7588366 | -0.78% | DBT |
| 511 | US TREASURY N/B | 91282CEW | Sep 2022 | -7,885,000 | $-7600706 | -0.79% | DBT |
| 512 | EUR FORWARD PALMER CONTRACT 11/03/2022 / | 1EUR1122 | Sep 2022 | -15,800,000 | $-15522138 | -1.60% | DFE |
| 513 | US TREASURY N/B | 91282CCF | Sep 2022 | -29,200,000 | $-25794083 | -2.67% | DBT |
| 514 | US TREASURY N/B | 91282CDF | Sep 2022 | -32,650,000 | $-27976969 | -2.89% | DBT |