Morningstar Total Return Bond Fund
Morningstar Funds Trust
+2827
New
2827
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | Chicago Board of Trade | FVZ2 | Oct 2022 | 1,120 | $119.4M | 16.66% | DIR |
| 2 | Blackroad Bond All | BATAX | Oct 2022 | 6,932,834 | $62.8M | 8.77% | EC |
| 3 | Schwab Strategic Trust | SCHO | Oct 2022 | 999,783 | $48.1M | 6.72% | EC |
| 4 | CME GLOBEX | SFRZ4 | Oct 2022 | 147 | $35.3M | 4.93% | DIR |
| 5 | Chicago Board of Trade | TUZ2 | Oct 2022 | 146 | $29.8M | 4.16% | DIR |
| 6 | Chicago Board of Trade | TUZ2 | Oct 2022 | 137 | $28.0M | 3.91% | DIR |
| 7 | Vanguard Scottsdal | VGLT | Oct 2022 | 467,539 | $27.8M | 3.88% | EC |
| 8 | Chicago Board of Trade | FVZ2 | Oct 2022 | 218 | $23.2M | 3.24% | DIR |
| 9 | Vanguard Asset All | VTIP | Oct 2022 | 347,624 | $16.6M | 2.32% | EC |
| 10 | Schwab Strategic Trust | SCHR | Oct 2022 | 308,036 | $15.0M | 2.09% | EC |
| 11 | MOSCOW EXCHANGE | EDZ2 | Oct 2022 | 61 | $14.5M | 2.02% | DIR |
| 12 | Chicago Board of Trade | WNZ2 | Oct 2022 | 113 | $14.4M | 2.01% | DIR |
| 13 | CME GLOBEX | EDZ3 | Oct 2022 | 57 | $13.6M | 1.89% | DIR |
| 14 | United States Treasury Bonds | T | Oct 2022 | 22,130,000 | $13.5M | 1.89% | DBT |
| 15 | NEW ZEALAND FUTURES & OPTIONS | EDM3 | Oct 2022 | 57 | $13.5M | 1.89% | DIR |
| 16 | CME GLOBEX | SFRH3 | Oct 2022 | 45 | $10.7M | 1.49% | DIR |
| 17 | MOSCOW EXCHANGE | EDH3 | Oct 2022 | 42 | $9.9M | 1.39% | DIR |
| 18 | CME GLOBEX | SFRZ5 | Oct 2022 | 35 | $8.4M | 1.18% | DIR |
| 19 | Northern Inst Fds | NTPXX | Oct 2022 | 7,927,725 | $7.9M | 1.11% | STIV |
| 20 | Chicago Board of Trade | USZ2 | Oct 2022 | 58 | $7.0M | 0.98% | DIR |
| 21 | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | SFIZ2 | Oct 2022 | 25 | $6.9M | 0.96% | DIR |
| 22 | United States Treasury Notes | T | Oct 2022 | 7,349,000 | $6.7M | 0.93% | DBT |
| 23 | Chicago Board of Trade | WNZ2 | Oct 2022 | 52 | $6.6M | 0.93% | DIR |
| 24 | United States Treasury Notes | T | Oct 2022 | 6,696,000 | $6.3M | 0.88% | DBT |
| 25 | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | SFIZ4 | Oct 2022 | 23 | $6.3M | 0.88% | DIR |
| 26 | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ERM3 | Oct 2022 | 26 | $6.2M | 0.87% | DIR |
| 27 | Federal National Mortgage Association | FNMA | Oct 2022 | 7,500,000 | $6.1M | 0.86% | ABS-MBS |
| 28 | CME GLOBEX | EDU3 | Oct 2022 | 25 | $5.9M | 0.83% | DIR |
| 29 | Northern Inst Fds | 665279105 | Oct 2022 | 4,942,138 | $4.9M | 0.69% | STIV |
| 30 | United States Treasury Bonds | T | Oct 2022 | 8,620,000 | $4.9M | 0.69% | DBT |
| 31 | United States Treasury Bonds | T | Oct 2022 | 6,950,000 | $4.8M | 0.67% | DBT |
| 32 | Government National Mortgage Association | GNR | Oct 2022 | 4,600,000 | $3.9M | 0.54% | ABS-MBS |
| 33 | Northern Inst Fds | 665279105 | Oct 2022 | 3,746,904 | $3.7M | 0.52% | STIV |
| 34 | Northern Inst Fds | NTPXX | Oct 2022 | 3,640,295 | $3.6M | 0.51% | STIV |
| 35 | Federal National Mortgage Association | FNMA | Oct 2022 | 4,200,000 | $3.3M | 0.46% | ABS-MBS |
| 36 | Government National Mortgage Association | GNR | Oct 2022 | 3,390,000 | $3.1M | 0.44% | ABS-MBS |
| 37 | Federal National Mortgage Association | FNMA | Oct 2022 | 3,300,000 | $2.9M | 0.40% | ABS-MBS |
| 38 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 3,292,252 | $2.7M | 0.38% | ABS-MBS |
| 39 | Federal National Mortgage Association | FNMA | Oct 2022 | 3,068,900 | $2.7M | 0.38% | ABS-MBS |
| 40 | Federal National Mortgage Association | FNMA | Oct 2022 | 2,737,000 | $2.6M | 0.36% | ABS-MBS |
| 41 | United States Treasury Bonds | T | Oct 2022 | 3,750,000 | $2.5M | 0.35% | DBT |
| 42 | United States Treasury Bonds | T | Oct 2022 | 3,341,000 | $2.5M | 0.35% | DBT |
| 43 | United States Treasury Bonds | T | Oct 2022 | 3,341,000 | $2.4M | 0.34% | DBT |
| 44 | Federal National Mortgage Association | FNMA | Oct 2022 | 2,476,000 | $2.4M | 0.33% | ABS-MBS |
| 45 | OIS_CCP USD RCV SOFR1O PAY 1.13% 15-AUG-2028 | 000000000 | Oct 2022 | 15,840,000 | $2.4M | 0.33% | DIR |
| 46 | United States Treasury Notes | T | Oct 2022 | 2,561,000 | $2.3M | 0.33% | DBT |
| 47 | United States Treasury Bonds | T | Oct 2022 | 2,960,000 | $2.3M | 0.32% | DBT |
| 48 | United States Treasury Bonds | T | Oct 2022 | 2,788,000 | $2.2M | 0.31% | DBT |
| 49 | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | SFIM3 | Oct 2022 | 8 | $2.2M | 0.30% | DIR |
| 50 | Federal National Mortgage Association | FNMA | Oct 2022 | 2,400,000 | $2.2M | 0.30% | ABS-MBS |
| 51 | Government National Mortgage Association | GNR | Oct 2022 | 2,500,000 | $2.2M | 0.30% | ABS-MBS |
| 52 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 2,371,181 | $2.1M | 0.30% | ABS-MBS |
| 53 | Federal National Mortgage Association | FNMA | Oct 2022 | 2,500,000 | $2.1M | 0.30% | ABS-MBS |
| 54 | Wells Fargo & Company | WFC | Oct 2022 | 2,470,000 | $2.1M | 0.29% | DBT |
| 55 | United States Treasury Bonds | T | Oct 2022 | 3,240,000 | $2.0M | 0.28% | DBT |
| 56 | Fnma Pass-Thru I | FN | Oct 2022 | 2,237,303 | $2.0M | 0.28% | ABS-MBS |
| 57 | United States Treasury Bonds | T | Oct 2022 | 3,200,000 | $2.0M | 0.28% | DBT |
| 58 | Fnma Pass-Thru I | FN | Oct 2022 | 2,342,914 | $2.0M | 0.27% | ABS-MBS |
| 59 | OIS_CCP USD RCV SOFR1O PAY 1.65% 15-AUG-2047 | 000000000 | Oct 2022 | 6,080,000 | $1.9M | 0.27% | DIR |
| 60 | Government National Mortgage Association | GNR | Oct 2022 | 2,114,000 | $1.9M | 0.26% | ABS-MBS |
| 61 | Federal National Mortgage Association | FNMA | Oct 2022 | 2,400,000 | $1.9M | 0.26% | ABS-MBS |
| 62 | Fnma Pass-Thru I | FN | Oct 2022 | 2,073,776 | $1.7M | 0.24% | ABS-MBS |
| 63 | Federal National Mortgage Association | FNMA | Oct 2022 | 1,763,000 | $1.7M | 0.24% | ABS-MBS |
| 64 | Fnma Pass-Thru I | FN | Oct 2022 | 2,147,643 | $1.7M | 0.24% | ABS-MBS |
| 65 | Government National Mortgage Association | GNR | Oct 2022 | 1,900,000 | $1.7M | 0.24% | ABS-MBS |
| 66 | Federal National Mortgage Association | FNMA | Oct 2022 | 1,800,000 | $1.7M | 0.24% | ABS-MBS |
| 67 | Federal National Mortgage Association | FNMA | Oct 2022 | 2,139,009 | $1.7M | 0.24% | ABS-MBS |
| 68 | United States Treasury Bonds | T | Oct 2022 | 2,570,000 | $1.7M | 0.23% | DBT |
| 69 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 1,939,077 | $1.7M | 0.23% | ABS-MBS |
| 70 | Government National Mortgage Association | GNR | Oct 2022 | 1,948,490 | $1.7M | 0.23% | ABS-MBS |
| 71 | Government National Mortgage Association | GNR | Oct 2022 | 1,987,900 | $1.6M | 0.23% | ABS-MBS |
| 72 | Morgan Stanley | MS | Oct 2022 | 1,602,000 | $1.6M | 0.22% | DBT |
| 73 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 1,765,401 | $1.5M | 0.20% | ABS-MBS |
| 74 | United States Treasury Notes | T | Oct 2022 | 1,555,000 | $1.4M | 0.20% | DBT |
| 75 | Octagon Investment Partners XIV Ltd / Octagon Investment Partners XIV LLC | OCT14 | Oct 2022 | 1,442,518 | $1.4M | 0.20% | ABS-CBDO |
| 76 | United States Treasury Notes | T | Oct 2022 | 1,540,000 | $1.4M | 0.20% | DBT |
| 77 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 1,530,000 | $1.4M | 0.19% | DBT |
| 78 | Government National Mortgage Association | GNR | Oct 2022 | 1,539,204 | $1.4M | 0.19% | ABS-MBS |
| 79 | Mexico (United Mexican States) | MEX | Oct 2022 | 1,750,000 | $1.3M | 0.19% | DBT |
| 80 | Government National Mortgage Association | GNR | Oct 2022 | 1,559,614 | $1.3M | 0.18% | ABS-MBS |
| 81 | Federal National Mortgage Association | FNMA | Oct 2022 | 1,595,100 | $1.3M | 0.18% | ABS-MBS |
| 82 | Fnma Pass-Thru I | FN | Oct 2022 | 1,371,093 | $1.3M | 0.18% | ABS-MBS |
| 83 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 1,454,522 | $1.2M | 0.17% | ABS-MBS |
| 84 | Fnma Pass-Thru I | FN | Oct 2022 | 1,567,689 | $1.2M | 0.17% | ABS-MBS |
| 85 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 1,574,000 | $1.2M | 0.17% | DBT |
| 86 | Chicago Board of Trade | USZ2 | Oct 2022 | 10 | $1.2M | 0.17% | DIR |
| 87 | Government National Mortgage Association | GNR | Oct 2022 | 1,325,271 | $1.2M | 0.16% | ABS-MBS |
| 88 | United States Treasury Notes | T | Oct 2022 | 1,286,000 | $1.1M | 0.16% | DBT |
| 89 | United States Treasury Notes | T | Oct 2022 | 1,286,000 | $1.1M | 0.16% | DBT |
| 90 | Bank of America Corporation | BAC | Oct 2022 | 1,454,000 | $1.1M | 0.16% | DBT |
| 91 | Suzano Austria GmbH | SUZANO | Oct 2022 | 1,150,000 | $1.1M | 0.15% | DBT |
| 92 | Sabine Pass Liquefaction, LLC | SPLLLC | Oct 2022 | 1,099,000 | $1.1M | 0.15% | DBT |
| 93 | Microsoft Corporation | MSFT | Oct 2022 | 1,120,000 | $1.1M | 0.15% | DBT |
| 94 | Government National Mortgage Association | GNR | Oct 2022 | 1,268,519 | $1.0M | 0.15% | ABS-MBS |
| 95 | OIS_CCP USD RCV SOFR1O PAY 1.52% 15-FEB-2047 | 000000000 | Oct 2022 | 3,125,000 | $1.0M | 0.14% | DIR |
| 96 | Citigroup Inc. | C | Oct 2022 | 1,110,000 | $984K | 0.14% | DBT |
| 97 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 1,207,073 | $966K | 0.13% | ABS-MBS |
| 98 | Bank of America Corporation | BAC | Oct 2022 | 1,090,000 | $962K | 0.13% | DBT |
| 99 | BHMS Mortgage Trust | BHMS | Oct 2022 | 1,000,000 | $962K | 0.13% | ABS-O |
| 100 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 1,157,360 | $957K | 0.13% | ABS-MBS |
| 101 | Government National Mortgage Association | GNR | Oct 2022 | 1,127,600 | $955K | 0.13% | ABS-MBS |
| 102 | Verizon Communications Inc. | VZ | Oct 2022 | 1,060,000 | $944K | 0.13% | DBT |
| 103 | GS MORTGAGE SECURITIES CORPORTAION TRUST | GSMS | Oct 2022 | 960,000 | $939K | 0.13% | ABS-O |
| 104 | Diamondback Energy Inc | FANG | Oct 2022 | 1,079,000 | $930K | 0.13% | DBT |
| 105 | BX COMMERCIAL MORTGAGE TRUST | BX | Oct 2022 | 982,318 | $929K | 0.13% | ABS-O |
| 106 | Chicago Board of Trade | UXYZ2 | Oct 2022 | 8 | $928K | 0.13% | DIR |
| 107 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 1,081,316 | $926K | 0.13% | ABS-MBS |
| 108 | Government National Mortgage Association | GNR | Oct 2022 | 1,000,000 | $921K | 0.13% | ABS-MBS |
| 109 | Credit Suisse AG New York Branch | CS | Oct 2022 | 920,000 | $892K | 0.12% | DBT |
| 110 | Federal National Mortgage Association | FNMA | Oct 2022 | 1,045,000 | $889K | 0.12% | ABS-MBS |
| 111 | Federal National Mortgage Association | FNMA | Oct 2022 | 1,101,672 | $881K | 0.12% | ABS-MBS |
| 112 | Fnma Pass-Thru I | FN | Oct 2022 | 1,046,284 | $872K | 0.12% | ABS-MBS |
| 113 | Federal National Mortgage Association | FNMA | Oct 2022 | 1,096,275 | $864K | 0.12% | ABS-MBS |
| 114 | Bank of America Corporation | BAC | Oct 2022 | 967,000 | $857K | 0.12% | DBT |
| 115 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 1,077,562 | $853K | 0.12% | ABS-MBS |
| 116 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 1,067,983 | $852K | 0.12% | ABS-MBS |
| 117 | Federal National Mortgage Association | FNMA | Oct 2022 | 881,361 | $850K | 0.12% | ABS-MBS |
| 118 | Bank of America Corporation | BAC | Oct 2022 | 960,000 | $849K | 0.12% | DBT |
| 119 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 848,000 | $846K | 0.12% | DBT |
| 120 | Fnma Pass-Thru I | FN | Oct 2022 | 954,530 | $822K | 0.11% | ABS-MBS |
| 121 | Sands China Ltd | SANLTD | Oct 2022 | 1,000,000 | $818K | 0.11% | DBT |
| 122 | United States Treasury Bonds | T | Oct 2022 | 1,130,000 | $815K | 0.11% | DBT |
| 123 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 974,010 | $808K | 0.11% | ABS-MBS |
| 124 | Federal National Mortgage Association | FNMA | Oct 2022 | 1,022,203 | $807K | 0.11% | ABS-MBS |
| 125 | Transcontinental Gas Pipe Line Company, LLC | WMB | Oct 2022 | 760,000 | $801K | 0.11% | DBT |
| 126 | OIS_CCP USD RCV SOFR1O PAY 1.72875% 15-FEB-2047 | 000000000 | Oct 2022 | 2,710,000 | $801K | 0.11% | DIR |
| 127 | Tsmc Arizona Corp. | TAISEM | Oct 2022 | 1,020,000 | $792K | 0.11% | DBT |
| 128 | MF1 2022-FL10 LLC | MF1 | Oct 2022 | 800,000 | $791K | 0.11% | ABS-CBDO |
| 129 | KREF 2022-FL3 LTD | KREF | Oct 2022 | 820,000 | $786K | 0.11% | ABS-CBDO |
| 130 | Bank of America Corporation | BAC | Oct 2022 | 990,000 | $782K | 0.11% | DBT |
| 131 | Fnma Pass-Thru I | FN | Oct 2022 | 939,262 | $781K | 0.11% | ABS-MBS |
| 132 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 938,999 | $779K | 0.11% | ABS-MBS |
| 133 | Coterra Energy Inc | CTRA | Oct 2022 | 850,000 | $779K | 0.11% | DBT |
| 134 | TRTX 2022-FL5 ISSUER, LTD | TRTX | Oct 2022 | 810,000 | $778K | 0.11% | ABS-CBDO |
| 135 | Government National Mortgage Association | GNR | Oct 2022 | 800,000 | $777K | 0.11% | ABS-MBS |
| 136 | Vale Overseas Limited | VALEBZ | Oct 2022 | 760,000 | $771K | 0.11% | DBT |
| 137 | AbbVie Inc. | ABBV | Oct 2022 | 880,000 | $769K | 0.11% | DBT |
| 138 | JPMorgan Chase & Co. | JPM | Oct 2022 | 840,000 | $766K | 0.11% | DBT |
| 139 | Basswood Park Clo Ltd / Llc | BARK | Oct 2022 | 800,000 | $765K | 0.11% | ABS-CBDO |
| 140 | SREIT COMMERCIAL MORTGAGE TRUST 2021-MFP | SREIT | Oct 2022 | 800,000 | $759K | 0.11% | ABS-O |
| 141 | United States Treasury Notes | T | Oct 2022 | 890,000 | $759K | 0.11% | DBT |
| 142 | AREIT 2021-CRE6 LTD | AREIT | Oct 2022 | 798,576 | $758K | 0.11% | ABS-CBDO |
| 143 | Government National Mortgage Association | GNR | Oct 2022 | 800,000 | $757K | 0.11% | ABS-MBS |
| 144 | Southern Copper Corporation | SCCO | Oct 2022 | 870,000 | $754K | 0.11% | DBT |
| 145 | Wells Fargo & Company | WFC | Oct 2022 | 820,000 | $746K | 0.10% | DBT |
| 146 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 793,437 | $745K | 0.10% | ABS-MBS |
| 147 | Ecopetrol S.A. | ECOPET | Oct 2022 | 1,220,000 | $743K | 0.10% | DBT |
| 148 | Government National Mortgage Association | GNR | Oct 2022 | 842,838 | $739K | 0.10% | ABS-MBS |
| 149 | DRYDEN 87 CLO LTD | DRSLF | Oct 2022 | 770,000 | $737K | 0.10% | ABS-CBDO |
| 150 | Northrop Grumman Corporation | NOC | Oct 2022 | 790,000 | $733K | 0.10% | DBT |
| 151 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 839,068 | $730K | 0.10% | ABS-MBS |
| 152 | Perusahaan Listrik Negara PT | PLNIJ | Oct 2022 | 770,000 | $730K | 0.10% | DBT |
| 153 | United States Treasury Notes | T | Oct 2022 | 869,000 | $728K | 0.10% | DBT |
| 154 | SG RESIDENTIAL MORTGAGE TRUST 2022-2 | SGR | Oct 2022 | 754,020 | $727K | 0.10% | ABS-O |
| 155 | Banco Santander, S.A. | SANTAN | Oct 2022 | 800,000 | $726K | 0.10% | DBT |
| 156 | United States Treasury Bonds | T | Oct 2022 | 1,060,000 | $723K | 0.10% | DBT |
| 157 | CARLYLE GLOBAL MARKET STRATEGIES CLO LTD | CGMS | Oct 2022 | 729,370 | $709K | 0.10% | ABS-CBDO |
| 158 | Government National Mortgage Association | GNR | Oct 2022 | 823,402 | $700K | 0.10% | ABS-MBS |
| 159 | JPMorgan Chase & Co. | JPM | Oct 2022 | 895,000 | $699K | 0.10% | DBT |
| 160 | Government National Mortgage Association | GNR | Oct 2022 | 729,725 | $697K | 0.10% | ABS-O |
| 161 | Fnma Pass-Thru I | FN | Oct 2022 | 777,316 | $690K | 0.10% | ABS-MBS |
| 162 | Government National Mortgage Association | GNR | Oct 2022 | 727,000 | $689K | 0.10% | ABS-MBS |
| 163 | Angel Oak Mortgage Trust 2022-3 | AOMT | Oct 2022 | 755,566 | $688K | 0.10% | ABS-O |
| 164 | UBS Group Funding (Switzerland) AG | UBS | Oct 2022 | 770,000 | $685K | 0.10% | DBT |
| 165 | United States Treasury Bonds | T | Oct 2022 | 1,108,000 | $684K | 0.10% | DBT |
| 166 | Anglo American Capital PLC | AALLN | Oct 2022 | 725,000 | $684K | 0.10% | DBT |
| 167 | Fnma Pass-Thru I | FN | Oct 2022 | 693,661 | $683K | 0.10% | ABS-MBS |
| 168 | TOWD POINT MORTGAGE TRUST | TPMT | Oct 2022 | 689,818 | $674K | 0.09% | ABS-O |
| 169 | Panama (Republic of) | PANAMA | Oct 2022 | 690,000 | $670K | 0.09% | DBT |
| 170 | Citigroup Inc. | C | Oct 2022 | 580,000 | $669K | 0.09% | DBT |
| 171 | Np Spe X Lp 2019-2 | NPRL | Oct 2022 | 779,408 | $666K | 0.09% | ABS-O |
| 172 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 715,031 | $666K | 0.09% | ABS-MBS |
| 173 | SOHO TRUST 2021-SOHO | SOHO | Oct 2022 | 846,000 | $665K | 0.09% | ABS-O |
| 174 | Government National Mortgage Association | GNR | Oct 2022 | 802,100 | $663K | 0.09% | ABS-MBS |
| 175 | Voya Clo 2018-4 Ltd / Llc | VOYA | Oct 2022 | 680,000 | $663K | 0.09% | ABS-CBDO |
| 176 | United States Treasury Bonds | T | Oct 2022 | 1,108,000 | $661K | 0.09% | DBT |
| 177 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 795,709 | $656K | 0.09% | ABS-MBS |
| 178 | Avis Budget Rental Car Funding AESOP LLC | AESOP | Oct 2022 | 770,000 | $656K | 0.09% | ABS-O |
| 179 | United States Treasury Bonds | T | Oct 2022 | 1,108,000 | $656K | 0.09% | DBT |
| 180 | SG RESIDENTIAL MORTGAGE TRUST 2022-1 | SGR | Oct 2022 | 755,263 | $652K | 0.09% | ABS-O |
| 181 | Federal National Mortgage Association | FNMA | Oct 2022 | 790,536 | $651K | 0.09% | ABS-MBS |
| 182 | Energy Transfer LP | ET | Oct 2022 | 653,000 | $651K | 0.09% | DBT |
| 183 | GS MORTGAGE SECURITIES CORPORTAION TRUST 2021-ROSS | GSMS | Oct 2022 | 700,000 | $649K | 0.09% | ABS-O |
| 184 | United States Treasury Bonds | T | Oct 2022 | 1,059,000 | $645K | 0.09% | DBT |
| 185 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 688,569 | $645K | 0.09% | ABS-MBS |
| 186 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 700,000 | $643K | 0.09% | DBT |
| 187 | Bank of America Corporation | BAC | Oct 2022 | 680,000 | $642K | 0.09% | DBT |
| 188 | Sands China Ltd | SANLTD | Oct 2022 | 900,000 | $641K | 0.09% | DBT |
| 189 | Fnma Pass-Thru I | FN | Oct 2022 | 765,072 | $638K | 0.09% | ABS-MBS |
| 190 | Government National Mortgage Association | GNR | Oct 2022 | 727,295 | $637K | 0.09% | ABS-MBS |
| 191 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST | JPMCC | Oct 2022 | 710,000 | $637K | 0.09% | ABS-O |
| 192 | OIS_CCP USD RCV SOFR1O PAY 1.22% 15-AUG-2028 | 000000000 | Oct 2022 | 4,412,000 | $636K | 0.09% | DIR |
| 193 | Mexico (United Mexican States) | MEX | Oct 2022 | 930,000 | $635K | 0.09% | DBT |
| 194 | BX COMMERCIAL MORTGAGE TRUST | BX | Oct 2022 | 664,963 | $631K | 0.09% | ABS-O |
| 195 | Cigna Corporation | CI | Oct 2022 | 670,000 | $631K | 0.09% | DBT |
| 196 | United States Treasury Notes | T | Oct 2022 | 662,000 | $630K | 0.09% | DBT |
| 197 | Morgan Stanley | MS | Oct 2022 | 631,000 | $622K | 0.09% | DBT |
| 198 | Federal National Mortgage Association | FNMA | Oct 2022 | 755,526 | $619K | 0.09% | ABS-MBS |
| 199 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | NRZT | Oct 2022 | 654,397 | $615K | 0.09% | ABS-O |
| 200 | Wells Fargo & Company | WFC | Oct 2022 | 670,000 | $613K | 0.09% | DBT |
| 201 | Bank of America Corporation | BAC | Oct 2022 | 790,000 | $612K | 0.09% | DBT |
| 202 | Broadcom Inc | AVGO | Oct 2022 | 880,000 | $610K | 0.09% | DBT |
| 203 | Federal National Mortgage Association | FNMA | Oct 2022 | 700,514 | $610K | 0.09% | ABS-MBS |
| 204 | United States Treasury Bonds | T | Oct 2022 | 757,000 | $606K | 0.08% | DBT |
| 205 | Federal National Mortgage Association | FNMA | Oct 2022 | 689,816 | $605K | 0.08% | ABS-MBS |
| 206 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 798,000 | $604K | 0.08% | DBT |
| 207 | Federal National Mortgage Association | FNMA | Oct 2022 | 684,900 | $602K | 0.08% | ABS-MBS |
| 208 | Fnma Pass-Thru I | FN | Oct 2022 | 716,633 | $597K | 0.08% | ABS-MBS |
| 209 | Citigroup Inc. | C | Oct 2022 | 760,000 | $594K | 0.08% | DBT |
| 210 | Point Au Roche Park Clo Ltd/Pt Au Roche Park Clo Llc | PARPK | Oct 2022 | 620,000 | $594K | 0.08% | ABS-CBDO |
| 211 | 522 FUNDING CLO 2020-6 LTD | MORGN | Oct 2022 | 610,000 | $586K | 0.08% | ABS-CBDO |
| 212 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 669,542 | $582K | 0.08% | ABS-MBS |
| 213 | Hgi Cre Clo 2021-Fl1 Ltd / Llc | HGI | Oct 2022 | 600,000 | $582K | 0.08% | ABS-CBDO |
| 214 | United States Treasury Notes | T | Oct 2022 | 595,000 | $581K | 0.08% | DBT |
| 215 | GOLUB CAPITAL PARTNERS CLO 25(M)-R LTD | GOCAP | Oct 2022 | 587,316 | $580K | 0.08% | ABS-CBDO |
| 216 | Government National Mortgage Association | GNR | Oct 2022 | 658,396 | $578K | 0.08% | ABS-MBS |
| 217 | Federal National Mortgage Association | FNMA | Oct 2022 | 600,000 | $577K | 0.08% | ABS-MBS |
| 218 | DP World PLC | DPWDU | Oct 2022 | 700,000 | $576K | 0.08% | DBT |
| 219 | Government National Mortgage Association | GNR | Oct 2022 | 906,018 | $573K | 0.08% | ABS-O |
| 220 | HERTZ VEHICLE FINANCING III LLC | HERTZ | Oct 2022 | 630,000 | $572K | 0.08% | ABS-O |
| 221 | CSMC 2022-NQM1 TRUST | CSMC | Oct 2022 | 700,262 | $572K | 0.08% | ABS-O |
| 222 | Comcast Corporation | CMCSA | Oct 2022 | 620,000 | $569K | 0.08% | DBT |
| 223 | BENCHMARK MORTGAGE TRUST | BMARK | Oct 2022 | 720,000 | $568K | 0.08% | ABS-O |
| 224 | United States Treasury Notes | T | Oct 2022 | 614,000 | $565K | 0.08% | DBT |
| 225 | Government National Mortgage Association | GNR | Oct 2022 | 662,198 | $564K | 0.08% | ABS-MBS |
| 226 | Federal National Mortgage Association | FNMA | Oct 2022 | 684,035 | $563K | 0.08% | ABS-MBS |
| 227 | 245 Park Avenue Trust 2017 | PRKAV | Oct 2022 | 740,000 | $562K | 0.08% | ABS-O |
| 228 | OBX 2022-NQM1 TRUST | OBX | Oct 2022 | 701,265 | $558K | 0.08% | ABS-O |
| 229 | New Residential Mortgage Loan Trust 2019-6 | NRZT | Oct 2022 | 602,523 | $556K | 0.08% | ABS-O |
| 230 | Voya CLO Limited | VOYA | Oct 2022 | 570,000 | $556K | 0.08% | ABS-CBDO |
| 231 | Federal National Mortgage Association | FNMA | Oct 2022 | 598,619 | $555K | 0.08% | ABS-MBS |
| 232 | General Motors Company | GM | Oct 2022 | 560,000 | $555K | 0.08% | DBT |
| 233 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 570,000 | $553K | 0.08% | DBT |
| 234 | CDS_IX_CCP CDX.NA.IG.39 1% 20271220 | 000000000 | Oct 2022 | 121,590,000 | $544K | 0.08% | DCR |
| 235 | OPG TRUST 2021-PORT | OPG | Oct 2022 | 575,714 | $543K | 0.08% | ABS-O |
| 236 | Magallanes Inc. | WBD | Oct 2022 | 670,000 | $541K | 0.08% | DBT |
| 237 | Fnma Pass-Thru I | FN | Oct 2022 | 578,789 | $540K | 0.08% | ABS-MBS |
| 238 | Federal National Mortgage Association | FNMA | Oct 2022 | 700,000 | $539K | 0.08% | ABS-O |
| 239 | Citigroup Inc. | C | Oct 2022 | 610,000 | $538K | 0.08% | DBT |
| 240 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 621,000 | $537K | 0.07% | DBT |
| 241 | Federal National Mortgage Association | FNMA | Oct 2022 | 578,341 | $537K | 0.07% | ABS-MBS |
| 242 | BNP Paribas SA | BNP | Oct 2022 | 600,000 | $537K | 0.07% | DBT |
| 243 | Broadcom Inc | AVGO | Oct 2022 | 650,000 | $536K | 0.07% | DBT |
| 244 | Federal National Mortgage Association | FNMA | Oct 2022 | 612,797 | $535K | 0.07% | ABS-MBS |
| 245 | Amazon.com, Inc. | AMZN | Oct 2022 | 900,000 | $535K | 0.07% | DBT |
| 246 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 561,000 | $534K | 0.07% | DBT |
| 247 | Freddie Mac Stacr Remic Trust | STACR | Oct 2022 | 580,000 | $532K | 0.07% | ABS-O |
| 248 | Canadian Pacific Railway Company | CP | Oct 2022 | 670,000 | $532K | 0.07% | DBT |
| 249 | Bank of America Corporation | BAC | Oct 2022 | 569,000 | $531K | 0.07% | DBT |
| 250 | United States Treasury Notes | T | Oct 2022 | 621,000 | $530K | 0.07% | DBT |
| 251 | Bank of America Corporation | BAC | Oct 2022 | 600,000 | $530K | 0.07% | DBT |
| 252 | United States Treasury Notes | T | Oct 2022 | 621,000 | $526K | 0.07% | DBT |
| 253 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 570,000 | $523K | 0.07% | DBT |
| 254 | Freddie Mac Stacr Remic Trust | STACR | Oct 2022 | 533,077 | $521K | 0.07% | ABS-O |
| 255 | Verizon Communications Inc. | VZ | Oct 2022 | 687,000 | $520K | 0.07% | DBT |
| 256 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 631,481 | $520K | 0.07% | ABS-MBS |
| 257 | ARES LXIII CLO LTD | ARES | Oct 2022 | 540,000 | $520K | 0.07% | ABS-CBDO |
| 258 | MADISON PARK FUNDING XL LTD | ATRM | Oct 2022 | 529,622 | $520K | 0.07% | ABS-CBDO |
| 259 | Wells Fargo & Company | WFC | Oct 2022 | 570,000 | $519K | 0.07% | DBT |
| 260 | Diamondback Energy Inc | FANG | Oct 2022 | 565,000 | $518K | 0.07% | DBT |
| 261 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 625,535 | $517K | 0.07% | ABS-MBS |
| 262 | Federal National Mortgage Association | FNMA | Oct 2022 | 656,000 | $517K | 0.07% | ABS-MBS |
| 263 | TOWD POINT MORTGAGE TRUST 2022-4 | TPMT | Oct 2022 | 558,121 | $516K | 0.07% | ABS-O |
| 264 | Petroleos del Peru - Petroperu SA | PETRPE | Oct 2022 | 700,000 | $515K | 0.07% | DBT |
| 265 | United States Treasury Notes | T | Oct 2022 | 528,000 | $515K | 0.07% | DBT |
| 266 | SMB Private Education Loan Trust 2021-A | SMB | Oct 2022 | 606,824 | $514K | 0.07% | ABS-O |
| 267 | T-Mobile USA, Inc. | TMUS | Oct 2022 | 580,000 | $513K | 0.07% | DBT |
| 268 | Comision Federal de Electricidad | CFELEC | Oct 2022 | 720,000 | $513K | 0.07% | DBT |
| 269 | Fnma Pass-Thru I | FN | Oct 2022 | 589,067 | $511K | 0.07% | ABS-MBS |
| 270 | Freddie Mac Stacr Remic Trust | STACR | Oct 2022 | 550,000 | $510K | 0.07% | ABS-O |
| 271 | Fnma Pass-Thru I | FN | Oct 2022 | 616,099 | $509K | 0.07% | ABS-MBS |
| 272 | Fnma Pass-Thru I | FN | Oct 2022 | 552,804 | $509K | 0.07% | ABS-MBS |
| 273 | Government National Mortgage Association | GNR | Oct 2022 | 614,237 | $508K | 0.07% | ABS-MBS |
| 274 | Fnma Pass-Thru I | FN | Oct 2022 | 575,380 | $508K | 0.07% | ABS-MBS |
| 275 | Comcast Corporation | CMCSA | Oct 2022 | 540,000 | $507K | 0.07% | DBT |
| 276 | United States Treasury Notes | T | Oct 2022 | 558,000 | $502K | 0.07% | DBT |
| 277 | MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST II | MRAFT | Oct 2022 | 510,000 | $501K | 0.07% | ABS-O |
| 278 | United States Treasury Notes | T | Oct 2022 | 548,000 | $499K | 0.07% | DBT |
| 279 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 578,427 | $497K | 0.07% | ABS-MBS |
| 280 | Morgan Stanley | MS | Oct 2022 | 620,000 | $496K | 0.07% | DBT |
| 281 | Morgan Stanley | MS | Oct 2022 | 673,000 | $496K | 0.07% | DBT |
| 282 | CSMC TRUST | CSMC | Oct 2022 | 659,229 | $496K | 0.07% | ABS-O |
| 283 | United States Treasury Notes | T | Oct 2022 | 548,000 | $491K | 0.07% | DBT |
| 284 | Colombia (Republic of) | COLOM | Oct 2022 | 810,000 | $491K | 0.07% | DBT |
| 285 | Anchorage Capital CLO 2013-1, Ltd. | ANCHC | Oct 2022 | 500,000 | $491K | 0.07% | ABS-CBDO |
| 286 | Federal National Mortgage Association | FNMA | Oct 2022 | 526,986 | $489K | 0.07% | ABS-MBS |
| 287 | Uruguay (Republic of) | URUGUA | Oct 2022 | 480,000 | $489K | 0.07% | DBT |
| 288 | Palmer Square CLO 2018-2 Ltd | PLMRS | Oct 2022 | 500,000 | $488K | 0.07% | ABS-CBDO |
| 289 | Federal National Mortgage Association | FNMA | Oct 2022 | 518,000 | $486K | 0.07% | ABS-MBS |
| 290 | SUNRUN VULCAN ISSUER LLC | SUNRN | Oct 2022 | 599,130 | $486K | 0.07% | ABS-O |
| 291 | General Motors Financial Company Inc | GM | Oct 2022 | 506,000 | $486K | 0.07% | DBT |
| 292 | Citigroup Inc. | C | Oct 2022 | 550,000 | $485K | 0.07% | DBT |
| 293 | Ares Xlii Clo Ltd | ARES | Oct 2022 | 500,000 | $479K | 0.07% | ABS-CBDO |
| 294 | Citigroup Commercial Mortgage Trust 2019-SMRT | CGCMT | Oct 2022 | 500,000 | $478K | 0.07% | ABS-O |
| 295 | Federal National Mortgage Association | FNMA | Oct 2022 | 548,228 | $478K | 0.07% | ABS-MBS |
| 296 | Harborview Mtg Loan Trust | HVMLT | Oct 2022 | 535,341 | $477K | 0.07% | ABS-O |
| 297 | United States Treasury Notes | T | Oct 2022 | 558,000 | $477K | 0.07% | DBT |
| 298 | Government National Mortgage Association | GNR | Oct 2022 | 599,413 | $476K | 0.07% | ABS-O |
| 299 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 4,160,000 | $476K | 0.07% | ABS-O |
| 300 | Generate CLO 3 Ltd | YCLO | Oct 2022 | 500,000 | $476K | 0.07% | ABS-CBDO |
| 301 | CME GLOBEX | SFRM3 | Oct 2022 | 2 | $476K | 0.07% | DIR |
| 302 | New Residential Mortgage Loan Trust 2019-6 | NRZT | Oct 2022 | 554,360 | $474K | 0.07% | ABS-O |
| 303 | Citigroup Commercial Mortgage Trust 2019-SMRT | CGCMT | Oct 2022 | 500,000 | $473K | 0.07% | ABS-O |
| 304 | Fnma Pass-Thru I | FN | Oct 2022 | 560,611 | $467K | 0.07% | ABS-MBS |
| 305 | Fnma Pass-Thru I | FN | Oct 2022 | 505,313 | $466K | 0.06% | ABS-MBS |
| 306 | AbbVie Inc. | ABBV | Oct 2022 | 490,000 | $466K | 0.06% | DBT |
| 307 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 578,802 | $465K | 0.06% | ABS-MBS |
| 308 | Aercap Ireland Capital DAC | AER | Oct 2022 | 550,000 | $464K | 0.06% | DBT |
| 309 | Federal National Mortgage Association | FNMA | Oct 2022 | 486,405 | $464K | 0.06% | ABS-MBS |
| 310 | Madison Park Funding XIII Ltd. | MDPK | Oct 2022 | 471,871 | $464K | 0.06% | ABS-CBDO |
| 311 | Federal National Mortgage Association | FNMA | Oct 2022 | 618,796 | $461K | 0.06% | ABS-MBS |
| 312 | JPMorgan Chase & Co. | JPM | Oct 2022 | 470,000 | $461K | 0.06% | DBT |
| 313 | United States Treasury Notes | T | Oct 2022 | 487,000 | $461K | 0.06% | DBT |
| 314 | Fnma Pass-Thru I | FN | Oct 2022 | 582,465 | $461K | 0.06% | ABS-MBS |
| 315 | Cheniere Corpus Christi Holdings, LLC | CHCOCH | Oct 2022 | 455,000 | $461K | 0.06% | DBT |
| 316 | Kazakhstan (Republic Of) | KAZAKS | Oct 2022 | 600,000 | $460K | 0.06% | DBT |
| 317 | Enterprise Products Operating LLC | EPD | Oct 2022 | 550,000 | $459K | 0.06% | DBT |
| 318 | CVS Health Corp | CVS | Oct 2022 | 540,000 | $459K | 0.06% | DBT |
| 319 | Government National Mortgage Association | GNR | Oct 2022 | 488,041 | $458K | 0.06% | ABS-MBS |
| 320 | GCI FUNDING I LLC | GCI | Oct 2022 | 543,705 | $456K | 0.06% | ABS-O |
| 321 | JPMorgan Chase & Co. | JPM | Oct 2022 | 530,000 | $456K | 0.06% | DBT |
| 322 | Uruguay (Republic of) | URUGUA | Oct 2022 | 510,000 | $456K | 0.06% | DBT |
| 323 | HSBC Holdings PLC | HSBC | Oct 2022 | 550,000 | $453K | 0.06% | DBT |
| 324 | Verizon Communications Inc. | VZ | Oct 2022 | 610,000 | $453K | 0.06% | DBT |
| 325 | CSMC TRUST | CSMC | Oct 2022 | 530,000 | $452K | 0.06% | ABS-O |
| 326 | Federal National Mortgage Association | FNMA | Oct 2022 | 494,372 | $452K | 0.06% | ABS-MBS |
| 327 | Citigroup Mortgage Loan Trust | CMLTI | Oct 2022 | 500,000 | $451K | 0.06% | ABS-O |
| 328 | T-Mobile USA, Inc. | TMUS | Oct 2022 | 560,000 | $451K | 0.06% | DBT |
| 329 | American Tower Corporation | AMT | Oct 2022 | 511,000 | $446K | 0.06% | DBT |
| 330 | Benchmark 2019-B10 Mtg Tr | BMARK | Oct 2022 | 500,000 | $446K | 0.06% | ABS-O |
| 331 | Bank 2017-Bnk4 | BANK | Oct 2022 | 480,000 | $443K | 0.06% | ABS-O |
| 332 | OIS_CCP USD RCV SOFR1O PAY 2.5% 21-APR-2052 | 000000000 | Oct 2022 | 2,600,000 | $443K | 0.06% | DIR |
| 333 | Prosus NV | PRXNA | Oct 2022 | 600,000 | $442K | 0.06% | DBT |
| 334 | Pioneer Natural Resources Company | PXD | Oct 2022 | 570,000 | $441K | 0.06% | DBT |
| 335 | Ares XLIV CLO Ltd. | ARES | Oct 2022 | 460,000 | $440K | 0.06% | ABS-CBDO |
| 336 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 500,000 | $440K | 0.06% | ABS-O |
| 337 | The Boeing Company | BA | Oct 2022 | 510,000 | $439K | 0.06% | DBT |
| 338 | The Boeing Company | BA | Oct 2022 | 470,000 | $434K | 0.06% | DBT |
| 339 | Israel (State Of) | ISRAEL | Oct 2022 | 500,000 | $434K | 0.06% | DBT |
| 340 | Morgan Stanley | MS | Oct 2022 | 432,000 | $431K | 0.06% | DBT |
| 341 | Lockheed Martin Corporation | LMT | Oct 2022 | 540,000 | $431K | 0.06% | DBT |
| 342 | SILVER ROCK CLO LTD | SLVRK | Oct 2022 | 440,000 | $430K | 0.06% | ABS-CBDO |
| 343 | AbbVie Inc. | ABBV | Oct 2022 | 430,000 | $429K | 0.06% | DBT |
| 344 | AT&T Inc | T | Oct 2022 | 520,000 | $429K | 0.06% | DBT |
| 345 | BENCHMARK MORTGAGE TRUST | BMARK | Oct 2022 | 6,731,510 | $426K | 0.06% | ABS-O |
| 346 | T-Mobile USA, Inc. | TMUS | Oct 2022 | 560,000 | $424K | 0.06% | DBT |
| 347 | Fnma Pass-Thru I | FN | Oct 2022 | 467,680 | $423K | 0.06% | ABS-MBS |
| 348 | Apple Inc. | AAPL | Oct 2022 | 460,000 | $423K | 0.06% | DBT |
| 349 | Cayuga Park Clo Ltd / Llc | CYGPK | Oct 2022 | 440,000 | $422K | 0.06% | ABS-CBDO |
| 350 | Corporacion Nacional del Cobre de Chile | CDEL | Oct 2022 | 660,000 | $421K | 0.06% | DBT |
| 351 | Morgan Stanley | MS | Oct 2022 | 460,000 | $420K | 0.06% | DBT |
| 352 | OBX TRUST | OBX | Oct 2022 | 543,985 | $419K | 0.06% | ABS-O |
| 353 | JPMorgan Chase & Co. | JPM | Oct 2022 | 458,000 | $418K | 0.06% | DBT |
| 354 | Bank of America Corporation | BAC | Oct 2022 | 419,000 | $417K | 0.06% | DBT |
| 355 | Cooperatieve Rabobank U.A. | RABOBK | Oct 2022 | 440,000 | $416K | 0.06% | DBT |
| 356 | Fnma Pass-Thru I | FN | Oct 2022 | 524,301 | $415K | 0.06% | ABS-MBS |
| 357 | STWD 2022-FL3 LTD | STWD | Oct 2022 | 430,000 | $413K | 0.06% | ABS-CBDO |
| 358 | Amazon.com, Inc. | AMZN | Oct 2022 | 460,000 | $412K | 0.06% | DBT |
| 359 | Colombia (Republic of) | COLOM | Oct 2022 | 620,000 | $411K | 0.06% | DBT |
| 360 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 473,248 | $411K | 0.06% | ABS-MBS |
| 361 | BCRED MML CLO 2022-1 | BXCMM | Oct 2022 | 430,000 | $410K | 0.06% | ABS-CBDO |
| 362 | Bank of Nova Scotia | BNS | Oct 2022 | 430,000 | $410K | 0.06% | DBT |
| 363 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | 3,775,000 | $409K | 0.06% | DIR |
| 364 | Anheuser-Busch InBev Worldwide Inc. | ABIBB | Oct 2022 | 420,000 | $409K | 0.06% | DBT |
| 365 | United States Treasury Notes | T | Oct 2022 | 484,000 | $408K | 0.06% | DBT |
| 366 | Fnma Pass-Thru I | FN | Oct 2022 | 493,799 | $408K | 0.06% | ABS-MBS |
| 367 | Oracle Corporation | ORCL | Oct 2022 | 601,000 | $407K | 0.06% | DBT |
| 368 | Northrop Grumman Corporation | NOC | Oct 2022 | 450,000 | $407K | 0.06% | DBT |
| 369 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 488,234 | $405K | 0.06% | ABS-MBS |
| 370 | GSK Consumer Healthcare Capital US LLC | HLNLN | Oct 2022 | 480,000 | $404K | 0.06% | DBT |
| 371 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 484,264 | $403K | 0.06% | ABS-MBS |
| 372 | JPMorgan Chase & Co. | JPM | Oct 2022 | 510,000 | $402K | 0.06% | DBT |
| 373 | HILDENE COMMUNITY FUNDING LTD | HCOMF | Oct 2022 | 460,000 | $402K | 0.06% | ABS-CBDO |
| 374 | GLP Capital L.P. and GLP Financing II, Inc. | GLPI | Oct 2022 | 487,000 | $402K | 0.06% | DBT |
| 375 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | 3,775,000 | $401K | 0.06% | DIR |
| 376 | WHITEBOX CLO III LTD | WBOX | Oct 2022 | 420,000 | $401K | 0.06% | ABS-CBDO |
| 377 | Fnma Pass-Thru I | FN | Oct 2022 | 503,353 | $400K | 0.06% | ABS-MBS |
| 378 | Bank of America Corporation | BAC | Oct 2022 | 430,000 | $400K | 0.06% | DBT |
| 379 | Government National Mortgage Association | GNR | Oct 2022 | 411,000 | $400K | 0.06% | ABS-MBS |
| 380 | Transcontinental Gas Pipe Line Company, LLC | WMB | Oct 2022 | 436,000 | $400K | 0.06% | DBT |
| 381 | Fnma Pass-Thru I | FN | Oct 2022 | 481,825 | $399K | 0.06% | ABS-MBS |
| 382 | VENTURE 31 CLO LTD | VENTR | Oct 2022 | 410,000 | $399K | 0.06% | ABS-CBDO |
| 383 | International Business Machines Corporation | IBM | Oct 2022 | 410,000 | $398K | 0.06% | DBT |
| 384 | United States Treasury Notes | T | Oct 2022 | 444,000 | $397K | 0.06% | DBT |
| 385 | United States Treasury Notes | T | Oct 2022 | 420,000 | $396K | 0.06% | DBT |
| 386 | VICI Properties LP | VICI | Oct 2022 | 438,000 | $396K | 0.06% | DBT |
| 387 | AbbVie Inc. | ABBV | Oct 2022 | 410,000 | $395K | 0.06% | DBT |
| 388 | T-Mobile USA, Inc. | TMUS | Oct 2022 | 447,000 | $395K | 0.06% | DBT |
| 389 | Danske Bank A/S | DANBNK | Oct 2022 | 400,000 | $394K | 0.06% | DBT |
| 390 | Morgan Stanley | MS | Oct 2022 | 491,000 | $393K | 0.05% | DBT |
| 391 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 459,928 | $393K | 0.05% | ABS-MBS |
| 392 | ABPCI DIRECT LENDING FUND CLO LP | ABPCI | Oct 2022 | 400,000 | $392K | 0.05% | ABS-CBDO |
| 393 | Danske Bank A/S | DANBNK | Oct 2022 | 400,000 | $392K | 0.05% | DBT |
| 394 | Equinix, Inc. | EQIX | Oct 2022 | 465,000 | $391K | 0.05% | DBT |
| 395 | OIS_CCP USD RCV SOFR1D PAY 2.62% 15-FEB-2048 | 000000000 | Oct 2022 | 2,503,000 | $391K | 0.05% | DIR |
| 396 | Motorola Solutions Inc | MSI | Oct 2022 | 511,000 | $391K | 0.05% | DBT |
| 397 | American Express Company | AXP | Oct 2022 | 410,000 | $390K | 0.05% | DBT |
| 398 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 487,790 | $389K | 0.05% | ABS-MBS |
| 399 | Takeda Pharmaceutical Co Ltd. | TACHEM | Oct 2022 | 403,000 | $389K | 0.05% | DBT |
| 400 | Global Payments Inc | GPN | Oct 2022 | 409,000 | $389K | 0.05% | DBT |
| 401 | Federal National Mortgage Association | FNMA | Oct 2022 | 409,079 | $388K | 0.05% | ABS-MBS |
| 402 | Fox Corporation | FOXA | Oct 2022 | 450,000 | $386K | 0.05% | DBT |
| 403 | NatWest Group PLC | NWG | Oct 2022 | 400,000 | $386K | 0.05% | DBT |
| 404 | JPMorgan Chase & Co. | JPM | Oct 2022 | 428,000 | $385K | 0.05% | DBT |
| 405 | United States Treasury Bonds | T | Oct 2022 | 370,000 | $385K | 0.05% | DBT |
| 406 | Glencore Funding LLC | GLENLN | Oct 2022 | 390,000 | $382K | 0.05% | DBT |
| 407 | JPMorgan Chase & Co. | JPM | Oct 2022 | 434,000 | $382K | 0.05% | DBT |
| 408 | Anglo American Capital PLC | AALLN | Oct 2022 | 444,000 | $381K | 0.05% | DBT |
| 409 | VASA TRUST 2021-VASA | VASA | Oct 2022 | 410,000 | $379K | 0.05% | ABS-O |
| 410 | United States Treasury Notes | T | Oct 2022 | 443,000 | $378K | 0.05% | DBT |
| 411 | Fnma Pass-Thru I | FN | Oct 2022 | 455,436 | $378K | 0.05% | ABS-MBS |
| 412 | Citigroup Inc. | C | Oct 2022 | 463,000 | $378K | 0.05% | DBT |
| 413 | Citigroup Commercial Mortgage Trust | UBSC | Oct 2022 | 420,000 | $378K | 0.05% | ABS-O |
| 414 | HERTZ VEHICLE FINANCING III LLC | HERTZ | Oct 2022 | 420,000 | $376K | 0.05% | ABS-O |
| 415 | United States Treasury Notes | T | Oct 2022 | 392,000 | $376K | 0.05% | DBT |
| 416 | Bank of America Corporation | BAC | Oct 2022 | 409,000 | $375K | 0.05% | DBT |
| 417 | Cameron LNG LLC | CAMLNG | Oct 2022 | 480,000 | $375K | 0.05% | DBT |
| 418 | Fnma Pass-Thru I | FN | Oct 2022 | 414,479 | $375K | 0.05% | ABS-MBS |
| 419 | Home Equity Asset Trust | HEAT | Oct 2022 | 388,253 | $375K | 0.05% | ABS-O |
| 420 | Abbott Laboratories | ABT | Oct 2022 | 390,000 | $375K | 0.05% | DBT |
| 421 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 433,174 | $375K | 0.05% | ABS-MBS |
| 422 | BENCHMARK MORTGAGE TRUST | BMARK | Oct 2022 | 5,244,724 | $373K | 0.05% | ABS-O |
| 423 | Morgan Stanley | MS | Oct 2022 | 496,000 | $373K | 0.05% | DBT |
| 424 | EOG Resources, Inc. | EOG | Oct 2022 | 410,000 | $371K | 0.05% | DBT |
| 425 | Lowes Companies, Inc. | LOW | Oct 2022 | 398,000 | $371K | 0.05% | DBT |
| 426 | EQUATE Petrochemical B.V. | EQPTRC | Oct 2022 | 450,000 | $371K | 0.05% | DBT |
| 427 | Indonesia (Republic of) | INDON | Oct 2022 | 530,000 | $370K | 0.05% | DBT |
| 428 | Fnma Pass-Thru I | FN | Oct 2022 | 400,000 | $367K | 0.05% | ABS-MBS |
| 429 | B.A.T. Capital Corporation | BATSLN | Oct 2022 | 420,000 | $366K | 0.05% | DBT |
| 430 | Energy Transfer LP | ET | Oct 2022 | 430,000 | $365K | 0.05% | DBT |
| 431 | United States Treasury Bonds | T | Oct 2022 | 370,000 | $365K | 0.05% | DBT |
| 432 | Bank of America Corporation | BAC | Oct 2022 | 398,000 | $363K | 0.05% | DBT |
| 433 | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC | ARCLO | Oct 2022 | 378,000 | $363K | 0.05% | ABS-CBDO |
| 434 | Morgan Stanley | MS | Oct 2022 | 405,000 | $363K | 0.05% | DBT |
| 435 | United States Treasury Notes | T | Oct 2022 | 384,000 | $363K | 0.05% | DBT |
| 436 | Anglo American Capital PLC | AALLN | Oct 2022 | 400,000 | $361K | 0.05% | DBT |
| 437 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-1 | DRMT | Oct 2022 | 418,574 | $360K | 0.05% | ABS-O |
| 438 | Aon Corporation | AON | Oct 2022 | 385,000 | $359K | 0.05% | DBT |
| 439 | Devon Energy Corporation | DVN | Oct 2022 | 440,000 | $359K | 0.05% | DBT |
| 440 | Fnma Pass-Thru I | FN | Oct 2022 | 392,973 | $359K | 0.05% | ABS-MBS |
| 441 | Bank of America Corporation | BAC | Oct 2022 | 440,000 | $358K | 0.05% | DBT |
| 442 | JPMorgan Chase & Co. | JPM | Oct 2022 | 391,000 | $358K | 0.05% | DBT |
| 443 | Bank of America Corporation | BAC | Oct 2022 | 394,000 | $358K | 0.05% | DBT |
| 444 | Benchmark Mortgage Trust | BMARK | Oct 2022 | 390,000 | $356K | 0.05% | ABS-O |
| 445 | Texas Instruments Incorporated | TXN | Oct 2022 | 390,000 | $356K | 0.05% | DBT |
| 446 | ILLINOIS ST | ILS | Oct 2022 | 380,000 | $355K | 0.05% | DBT |
| 447 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 400,000 | $355K | 0.05% | DBT |
| 448 | Applebees's Funding LLC / IHOP Funding LLC | DIN | Oct 2022 | 376,200 | $354K | 0.05% | ABS-O |
| 449 | NXP B V / NXP Funding LLC & NXP USA Inc | NXPI | Oct 2022 | 393,000 | $354K | 0.05% | DBT |
| 450 | The Boeing Company | BA | Oct 2022 | 360,000 | $351K | 0.05% | DBT |
| 451 | Anheuser-Busch InBev Worldwide Inc. | ABIBB | Oct 2022 | 430,000 | $351K | 0.05% | DBT |
| 452 | Williams Partners LP / Williams Partners Finance Corporation | WMB | Oct 2022 | 440,000 | $350K | 0.05% | DBT |
| 453 | Federal National Mortgage Association | FNMA | Oct 2022 | 404,401 | $350K | 0.05% | ABS-MBS |
| 454 | Magallanes Inc. | WBD | Oct 2022 | 500,000 | $349K | 0.05% | DBT |
| 455 | United States Treasury Bonds | T | Oct 2022 | 370,000 | $348K | 0.05% | DBT |
| 456 | NXP B V / NXP Funding LLC & NXP USA Inc | NXPI | Oct 2022 | 462,000 | $347K | 0.05% | DBT |
| 457 | Government National Mortgage Association | GNR | Oct 2022 | 397,003 | $347K | 0.05% | ABS-MBS |
| 458 | CVS Health Corp | CVS | Oct 2022 | 400,000 | $347K | 0.05% | DBT |
| 459 | Petroleos Mexicanos | PEMEX | Oct 2022 | 620,000 | $347K | 0.05% | DBT |
| 460 | Government National Mortgage Association | GNR | Oct 2022 | 379,686 | $346K | 0.05% | ABS-MBS |
| 461 | Fnma Pass-Thru I | FN | Oct 2022 | 356,812 | $346K | 0.05% | ABS-MBS |
| 462 | Rogers Communications Inc. | RCICN | Oct 2022 | 406,000 | $346K | 0.05% | DBT |
| 463 | Emerson Electric Co. | EMR | Oct 2022 | 560,000 | $345K | 0.05% | DBT |
| 464 | The Boeing Company | BA | Oct 2022 | 390,000 | $345K | 0.05% | DBT |
| 465 | Government National Mortgage Association | GNR | Oct 2022 | 405,946 | $344K | 0.05% | ABS-MBS |
| 466 | Las Vegas Sands Corp | LVS | Oct 2022 | 380,000 | $344K | 0.05% | DBT |
| 467 | MORGAN STANLEY CAPITAL I TRUST | MSC | Oct 2022 | 359,482 | $344K | 0.05% | ABS-O |
| 468 | Government National Mortgage Association | GNR | Oct 2022 | 452,026 | $344K | 0.05% | ABS-O |
| 469 | Credit Suisse Group AG | CS | Oct 2022 | 500,000 | $343K | 0.05% | DBT |
| 470 | United States Treasury Notes | T | Oct 2022 | 344,000 | $342K | 0.05% | DBT |
| 471 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 429,078 | $340K | 0.05% | ABS-MBS |
| 472 | United Airlines Pass Through Trust 2020-1A | UAL | Oct 2022 | 351,721 | $339K | 0.05% | ABS-O |
| 473 | Oracle Corporation | ORCL | Oct 2022 | 430,000 | $339K | 0.05% | DBT |
| 474 | 3M Company | MMM | Oct 2022 | 410,000 | $338K | 0.05% | DBT |
| 475 | Fnma Pass-Thru I | FN | Oct 2022 | 407,323 | $336K | 0.05% | ABS-MBS |
| 476 | MPLX LP | MPLX | Oct 2022 | 450,000 | $336K | 0.05% | DBT |
| 477 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 403,471 | $336K | 0.05% | ABS-MBS |
| 478 | OHA Credit Funding 7 Ltd/OHA Credit Funding 7 LLC | OAKC | Oct 2022 | 350,000 | $335K | 0.05% | ABS-CBDO |
| 479 | Lukoil Capital Designated Activity Company | LUKOIL | Oct 2022 | 470,000 | $335K | 0.05% | DBT |
| 480 | Chevron Corporation | CVX | Oct 2022 | 490,000 | $335K | 0.05% | DBT |
| 481 | Bank of America Corporation | BAC | Oct 2022 | 450,000 | $334K | 0.05% | DBT |
| 482 | Devon Energy Corporation | DVN | Oct 2022 | 400,000 | $334K | 0.05% | DBT |
| 483 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 410,000 | $333K | 0.05% | DBT |
| 484 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 400,000 | $332K | 0.05% | DBT |
| 485 | Verizon Communications Inc. | VZ | Oct 2022 | 420,000 | $332K | 0.05% | DBT |
| 486 | Government National Mortgage Association | GNR | Oct 2022 | 400,000 | $331K | 0.05% | ABS-O |
| 487 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 372,000 | $329K | 0.05% | DBT |
| 488 | Comcast Corporation | CMCSA | Oct 2022 | 377,000 | $329K | 0.05% | DBT |
| 489 | Federal National Mortgage Association | FNMA | Oct 2022 | 359,575 | $329K | 0.05% | ABS-MBS |
| 490 | Government National Mortgage Association | GNR | Oct 2022 | 384,077 | $329K | 0.05% | ABS-MBS |
| 491 | Kinder Morgan, Inc. | KMI | Oct 2022 | 350,000 | $327K | 0.05% | DBT |
| 492 | Fnma Pass-Thru I | FN | Oct 2022 | 395,067 | $327K | 0.05% | ABS-MBS |
| 493 | Federal National Mortgage Association | FNMA | Oct 2022 | 346,989 | $325K | 0.05% | ABS-MBS |
| 494 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 404,365 | $324K | 0.05% | ABS-MBS |
| 495 | Amazon.com, Inc. | AMZN | Oct 2022 | 380,000 | $323K | 0.05% | DBT |
| 496 | Aercap Ireland Capital DAC | AER | Oct 2022 | 400,000 | $323K | 0.05% | DBT |
| 497 | Continental Resources, Inc. | CLR | Oct 2022 | 360,000 | $323K | 0.05% | DBT |
| 498 | Massmutual Global Funding II | MASSMU | Oct 2022 | 330,000 | $322K | 0.04% | DBT |
| 499 | CKE Restaurants, Inc. | CKR | Oct 2022 | 414,750 | $322K | 0.04% | ABS-O |
| 500 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 335,340 | $320K | 0.04% | ABS-MBS |
| 501 | FirstEnergy Corp. | FE | Oct 2022 | 340,000 | $319K | 0.04% | DBT |
| 502 | Fnma Pass-Thru I | FN | Oct 2022 | 396,234 | $318K | 0.04% | ABS-MBS |
| 503 | Tennessee Gas Pipeline Company | KMI | Oct 2022 | 390,000 | $318K | 0.04% | DBT |
| 504 | Fnma Pass-Thru I | FN | Oct 2022 | 326,815 | $317K | 0.04% | ABS-MBS |
| 505 | Targa Resources Partners LP/Targa Resources Finance Corp. | TRGP | Oct 2022 | 343,000 | $316K | 0.04% | DBT |
| 506 | Oracle Corporation | ORCL | Oct 2022 | 360,000 | $316K | 0.04% | DBT |
| 507 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 379,944 | $316K | 0.04% | ABS-MBS |
| 508 | HCA Inc. | HCA | Oct 2022 | 335,000 | $314K | 0.04% | DBT |
| 509 | Oracle Corporation | ORCL | Oct 2022 | 509,000 | $313K | 0.04% | DBT |
| 510 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 364,714 | $313K | 0.04% | ABS-MBS |
| 511 | Fnma Pass-Thru I | FN | Oct 2022 | 392,360 | $312K | 0.04% | ABS-MBS |
| 512 | Fnma Pass-Thru I | FN | Oct 2022 | 363,339 | $310K | 0.04% | ABS-MBS |
| 513 | Midamerican Energy Company | BRKHEC | Oct 2022 | 340,000 | $310K | 0.04% | DBT |
| 514 | Federal National Mortgage Association | FNMA | Oct 2022 | 344,000 | $310K | 0.04% | ABS-MBS |
| 515 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 500,000 | $310K | 0.04% | DBT |
| 516 | United States Treasury Notes | T | Oct 2022 | 329,000 | $309K | 0.04% | DBT |
| 517 | Fnma Pass-Thru I | FN | Oct 2022 | 376,583 | $309K | 0.04% | ABS-MBS |
| 518 | Morgan Stanley | MS | Oct 2022 | 360,000 | $306K | 0.04% | DBT |
| 519 | United States Treasury Notes | T | Oct 2022 | 314,000 | $306K | 0.04% | DBT |
| 520 | Crown Castle Inc. | CCI | Oct 2022 | 366,000 | $305K | 0.04% | DBT |
| 521 | United States Treasury Notes | T | Oct 2022 | 346,000 | $304K | 0.04% | DBT |
| 522 | Fnma Pass-Thru I | FN | Oct 2022 | 383,261 | $304K | 0.04% | ABS-MBS |
| 523 | JPMorgan Chase & Co. | JPM | Oct 2022 | 310,000 | $303K | 0.04% | DBT |
| 524 | Verizon Communications Inc. | VZ | Oct 2022 | 360,000 | $303K | 0.04% | DBT |
| 525 | JSC National Company KazMunayGas | KZOKZ | Oct 2022 | 420,000 | $301K | 0.04% | DBT |
| 526 | Corporacion Nacional del Cobre de Chile | CDEL | Oct 2022 | 330,000 | $301K | 0.04% | DBT |
| 527 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 364,682 | $301K | 0.04% | ABS-MBS |
| 528 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 321,469 | $300K | 0.04% | ABS-MBS |
| 529 | Bxp Tst | BXP | Oct 2022 | 370,000 | $300K | 0.04% | ABS-O |
| 530 | Fnma Pass-Thru I | FN | Oct 2022 | 359,971 | $299K | 0.04% | ABS-MBS |
| 531 | MasterCard Incorporated | MA | Oct 2022 | 380,000 | $298K | 0.04% | DBT |
| 532 | Altria Group, Inc. | MO | Oct 2022 | 365,000 | $298K | 0.04% | DBT |
| 533 | Long Beach Mortgage Loan Trust 2006-6 | LBMLT | Oct 2022 | 747,987 | $298K | 0.04% | ABS-O |
| 534 | L3 Harris Technologies Inc | LHX | Oct 2022 | 399,000 | $298K | 0.04% | DBT |
| 535 | Mexico (United Mexican States) | MEX | Oct 2022 | 420,000 | $298K | 0.04% | DBT |
| 536 | OIS_CCP USD RCV SOFR1O PAY 2% 18-MAR-2032 | 000000000 | Oct 2022 | 2,112,000 | $297K | 0.04% | DIR |
| 537 | NVIDIA Corp. | NVDA | Oct 2022 | 420,000 | $297K | 0.04% | DBT |
| 538 | Government National Mortgage Association | GNR | Oct 2022 | 325,069 | $297K | 0.04% | ABS-MBS |
| 539 | Fnma Pass-Thru I | FN | Oct 2022 | 374,377 | $296K | 0.04% | ABS-MBS |
| 540 | Fnma Pass-Thru I | FN | Oct 2022 | 341,402 | $295K | 0.04% | ABS-MBS |
| 541 | Bank 2017-Bnk5 206 | BANK | Oct 2022 | 330,000 | $295K | 0.04% | ABS-O |
| 542 | Federal National Mortgage Association | FNMA | Oct 2022 | 300,000 | $295K | 0.04% | ABS-MBS |
| 543 | Glencore Funding LLC | GLENLN | Oct 2022 | 320,000 | $294K | 0.04% | DBT |
| 544 | SMRT 2022-MINI | SMRT | Oct 2022 | 310,000 | $294K | 0.04% | ABS-O |
| 545 | Royal Bank of Canada | RY | Oct 2022 | 340,000 | $294K | 0.04% | DBT |
| 546 | AT&T Inc | T | Oct 2022 | 465,000 | $293K | 0.04% | DBT |
| 547 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 325,000 | $293K | 0.04% | DBT |
| 548 | GLP Capital L.P. and GLP Financing II, Inc. | GLPI | Oct 2022 | 393,000 | $293K | 0.04% | DBT |
| 549 | Verizon Communications Inc. | VZ | Oct 2022 | 460,000 | $292K | 0.04% | DBT |
| 550 | Vale Overseas Limited | VALEBZ | Oct 2022 | 300,000 | $292K | 0.04% | DBT |
| 551 | Federal National Mortgage Association | FNMA | Oct 2022 | 305,630 | $292K | 0.04% | ABS-MBS |
| 552 | Shell International Finance B.V. | RDSALN | Oct 2022 | 420,000 | $289K | 0.04% | DBT |
| 553 | Fnma Pass-Thru I | FN | Oct 2022 | 318,535 | $288K | 0.04% | ABS-MBS |
| 554 | Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc | ABIBB | Oct 2022 | 300,000 | $287K | 0.04% | DBT |
| 555 | NGPL Pipe Co LLC | NGPLCO | Oct 2022 | 368,000 | $287K | 0.04% | DBT |
| 556 | Sinopec Group Overseas Development (2014) Ltd. | SINOPE | Oct 2022 | 290,000 | $287K | 0.04% | DBT |
| 557 | Exxon Mobil Corporation | XOM | Oct 2022 | 300,000 | $287K | 0.04% | DBT |
| 558 | Fnma Pass-Thru I | FN | Oct 2022 | 346,494 | $286K | 0.04% | ABS-MBS |
| 559 | Trans-Allegheny Interstate Line Company | FE | Oct 2022 | 299,000 | $286K | 0.04% | DBT |
| 560 | Wells Fargo & Company | WFC | Oct 2022 | 370,000 | $286K | 0.04% | DBT |
| 561 | SEATTLE WASH | SEAPWR | Oct 2022 | 275,000 | $285K | 0.04% | DBT |
| 562 | Mexico (United Mexican States) | MEX | Oct 2022 | 368,000 | $285K | 0.04% | DBT |
| 563 | HCA Inc. | HCA | Oct 2022 | 351,000 | $285K | 0.04% | DBT |
| 564 | Diamondback Energy Inc | FANG | Oct 2022 | 330,000 | $285K | 0.04% | DBT |
| 565 | Wells Fargo Commercial Mortgage Trust | WFCM | Oct 2022 | 315,000 | $284K | 0.04% | ABS-O |
| 566 | JPMorgan Chase & Co. | JPM | Oct 2022 | 312,000 | $284K | 0.04% | DBT |
| 567 | Energy Transfer LP | ET | Oct 2022 | 360,000 | $283K | 0.04% | DBT |
| 568 | Fnma Pass-Thru I | FN | Oct 2022 | 341,804 | $282K | 0.04% | ABS-MBS |
| 569 | Citigroup Inc. | C | Oct 2022 | 340,000 | $282K | 0.04% | DBT |
| 570 | HCA Inc. | HCA | Oct 2022 | 339,000 | $281K | 0.04% | DBT |
| 571 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 351,984 | $281K | 0.04% | ABS-MBS |
| 572 | MILL CITY MORTGAGE LOAN TRUST | MCMLT | Oct 2022 | 302,079 | $281K | 0.04% | ABS-O |
| 573 | Fnma Pass-Thru I | FN | Oct 2022 | 340,020 | $280K | 0.04% | ABS-MBS |
| 574 | Fnma Pass-Thru I | FN | Oct 2022 | 292,495 | $280K | 0.04% | ABS-MBS |
| 575 | NRG Energy, Inc. | NRG | Oct 2022 | 340,000 | $279K | 0.04% | DBT |
| 576 | Colombia (Republic of) | COLOM | Oct 2022 | 460,000 | $279K | 0.04% | DBT |
| 577 | Transcontinental Gas Pipe Line Company, LLC | WMB | Oct 2022 | 264,000 | $278K | 0.04% | DBT |
| 578 | WHITEBOX CLO II LTD | WBOX | Oct 2022 | 290,000 | $277K | 0.04% | ABS-CBDO |
| 579 | Federal National Mortgage Association | FNMA | Oct 2022 | 291,398 | $277K | 0.04% | ABS-MBS |
| 580 | Amgen Inc. | AMGN | Oct 2022 | 300,000 | $277K | 0.04% | DBT |
| 581 | Elevance Health Inc. | ELV | Oct 2022 | 300,000 | $277K | 0.04% | DBT |
| 582 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 292,000 | $277K | 0.04% | DBT |
| 583 | Humana Inc. | HUM | Oct 2022 | 310,000 | $276K | 0.04% | DBT |
| 584 | Firstenergy Transmission Llc | FE | Oct 2022 | 285,000 | $275K | 0.04% | DBT |
| 585 | McDonald's Corporation | MCD | Oct 2022 | 350,000 | $274K | 0.04% | DBT |
| 586 | BNP Paribas SA | BNP | Oct 2022 | 300,000 | $273K | 0.04% | DBT |
| 587 | AbbVie Inc. | ABBV | Oct 2022 | 350,000 | $272K | 0.04% | DBT |
| 588 | Fnma Pass-Thru I | FN | Oct 2022 | 296,836 | $271K | 0.04% | ABS-MBS |
| 589 | Wells Fargo & Company | WFC | Oct 2022 | 300,000 | $271K | 0.04% | DBT |
| 590 | LEGACY MORTGAGE ASSET TRUST | LMAT | Oct 2022 | 293,623 | $271K | 0.04% | ABS-O |
| 591 | Fnma Pass-Thru I | FN | Oct 2022 | 327,278 | $271K | 0.04% | ABS-MBS |
| 592 | CSMC 2019-NQM1 | CSMC | Oct 2022 | 285,622 | $271K | 0.04% | ABS-O |
| 593 | Fnma Pass-Thru I | FN | Oct 2022 | 327,057 | $270K | 0.04% | ABS-MBS |
| 594 | Duke Energy Florida, LLC | DUK | Oct 2022 | 325,000 | $270K | 0.04% | DBT |
| 595 | Wells Fargo & Company | WFC | Oct 2022 | 300,000 | $270K | 0.04% | DBT |
| 596 | Nissan Motor Co Ltd | NSANY | Oct 2022 | 338,000 | $270K | 0.04% | DBT |
| 597 | Lloyds Banking Group PLC | LLOYDS | Oct 2022 | 270,000 | $270K | 0.04% | DBT |
| 598 | Bank of America Corporation | BAC | Oct 2022 | 270,000 | $269K | 0.04% | DBT |
| 599 | Fnma Pass-Thru I | FN | Oct 2022 | 324,637 | $269K | 0.04% | ABS-MBS |
| 600 | Renaissance Mtg Ac | RAMC | Oct 2022 | 308,153 | $269K | 0.04% | ABS-O |
| 601 | Morgan Stanley | MS | Oct 2022 | 300,000 | $268K | 0.04% | DBT |
| 602 | State Street Corporation | STT | Oct 2022 | 292,000 | $267K | 0.04% | DBT |
| 603 | Northwest Pipeline LLC | WMB | Oct 2022 | 288,000 | $267K | 0.04% | DBT |
| 604 | Fnma Pass-Thru I | FN | Oct 2022 | 321,668 | $266K | 0.04% | ABS-MBS |
| 605 | The Coca-Cola Company | KO | Oct 2022 | 280,000 | $266K | 0.04% | DBT |
| 606 | Federal National Mortgage Association | FNMA | Oct 2022 | 294,664 | $265K | 0.04% | ABS-MBS |
| 607 | CVS Health Corp | CVS | Oct 2022 | 300,000 | $265K | 0.04% | DBT |
| 608 | Sands China Ltd | SANLTD | Oct 2022 | 300,000 | $265K | 0.04% | DBT |
| 609 | Humana Inc. | HUM | Oct 2022 | 310,000 | $265K | 0.04% | DBT |
| 610 | UnitedHealth Group Inc. | UNH | Oct 2022 | 390,000 | $265K | 0.04% | DBT |
| 611 | Reliance Industries Ltd. | RILIN | Oct 2022 | 450,000 | $264K | 0.04% | DBT |
| 612 | Fnma Pass-Thru I | FN | Oct 2022 | 319,070 | $264K | 0.04% | ABS-MBS |
| 613 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 276,160 | $263K | 0.04% | ABS-MBS |
| 614 | SLM Private Education Loan Tst | SLMA | Oct 2022 | 245,654 | $263K | 0.04% | ABS-O |
| 615 | OWL ROCK CLO LTD | OR | Oct 2022 | 270,000 | $262K | 0.04% | ABS-CBDO |
| 616 | APA Corp. | APA | Oct 2022 | 380,000 | $262K | 0.04% | DBT |
| 617 | Citigroup Inc. | C | Oct 2022 | 290,000 | $259K | 0.04% | DBT |
| 618 | Lloyds Banking Group PLC | LLOYDS | Oct 2022 | 290,000 | $258K | 0.04% | DBT |
| 619 | Coterra Energy Inc | CTRA | Oct 2022 | 280,000 | $258K | 0.04% | DBT |
| 620 | Government National Mortgage Association | GNR | Oct 2022 | 3,366,628 | $258K | 0.04% | ABS-O |
| 621 | EOG Resources, Inc. | EOG | Oct 2022 | 270,000 | $256K | 0.04% | DBT |
| 622 | Government National Mortgage Association | GNR | Oct 2022 | 265,909 | $255K | 0.04% | ABS-MBS |
| 623 | Moodys Corp | MCO | Oct 2022 | 285,000 | $255K | 0.04% | DBT |
| 624 | Fnma Pass-Thru I | FN | Oct 2022 | 308,374 | $255K | 0.04% | ABS-MBS |
| 625 | Fnma Pass-Thru I | FN | Oct 2022 | 276,855 | $254K | 0.04% | ABS-MBS |
| 626 | Fnma Pass-Thru I | FN | Oct 2022 | 287,378 | $254K | 0.04% | ABS-MBS |
| 627 | Government National Mortgage Association | GNR | Oct 2022 | 289,582 | $253K | 0.04% | ABS-MBS |
| 628 | Octagon Investment Partners XXI Ltd. | OCT21 | Oct 2022 | 260,000 | $253K | 0.04% | ABS-CBDO |
| 629 | Verizon Communications Inc. | VZ | Oct 2022 | 398,000 | $253K | 0.04% | DBT |
| 630 | Government National Mortgage Association | GNR | Oct 2022 | 262,851 | $253K | 0.04% | ABS-MBS |
| 631 | Wells Fargo & Company | WFC | Oct 2022 | 270,000 | $253K | 0.04% | DBT |
| 632 | McDonald's Corporation | MCD | Oct 2022 | 270,000 | $252K | 0.04% | DBT |
| 633 | First Franklin Mortgage Loan Trust 2005-FF4 | FFML | Oct 2022 | 270,126 | $252K | 0.04% | ABS-O |
| 634 | Government National Mortgage Association | GNR | Oct 2022 | 1,676,637 | $252K | 0.04% | ABS-O |
| 635 | Towd Point Mortgage Trust | TPMF | Oct 2022 | 330,000 | $251K | 0.04% | ABS-O |
| 636 | Government National Mortgage Association | GNR | Oct 2022 | 295,982 | $251K | 0.04% | ABS-MBS |
| 637 | Targa Resources Corp. (Calif) | TRGP | Oct 2022 | 260,000 | $251K | 0.03% | DBT |
| 638 | Government National Mortgage Association | GNR | Oct 2022 | 288,561 | $250K | 0.03% | ABS-MBS |
| 639 | Bayview Commercial Asset Trust 2006-SP2 | BAYC | Oct 2022 | 277,698 | $250K | 0.03% | ABS-O |
| 640 | HSBC Holdings PLC | HSBC | Oct 2022 | 287,000 | $249K | 0.03% | DBT |
| 641 | ELLINGTON FINANCIAL MORTGAGE TRUST | EFMT | Oct 2022 | 323,986 | $249K | 0.03% | ABS-O |
| 642 | NXP B V / NXP Funding LLC & NXP USA Inc | NXPI | Oct 2022 | 300,000 | $249K | 0.03% | DBT |
| 643 | Enterprise Products Operating LLC | EPD | Oct 2022 | 270,000 | $249K | 0.03% | DBT |
| 644 | Fnma Pass-Thru I | FN | Oct 2022 | 286,705 | $247K | 0.03% | ABS-MBS |
| 645 | Relx Capital Inc. | RELLN | Oct 2022 | 272,000 | $247K | 0.03% | DBT |
| 646 | JPMorgan Chase & Co. | JPM | Oct 2022 | 320,000 | $246K | 0.03% | DBT |
| 647 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 279,507 | $246K | 0.03% | ABS-MBS |
| 648 | Rr 3 Ltd | ALM | Oct 2022 | 250,000 | $245K | 0.03% | ABS-CBDO |
| 649 | Anheuser-Busch InBev Worldwide Inc. | ABIBB | Oct 2022 | 260,000 | $245K | 0.03% | DBT |
| 650 | AMMC CLO 21 Ltd. / AMMC CLO 21 LLC | AMMC | Oct 2022 | 250,000 | $244K | 0.03% | ABS-CBDO |
| 651 | General Motors Company | GM | Oct 2022 | 269,000 | $244K | 0.03% | DBT |
| 652 | Government National Mortgage Association | GNR | Oct 2022 | 281,695 | $244K | 0.03% | ABS-MBS |
| 653 | Metropolitan Life Global Funding I | MET | Oct 2022 | 250,000 | $244K | 0.03% | DBT |
| 654 | Thornburg Mortgage Securities Trust | TMST | Oct 2022 | 271,637 | $244K | 0.03% | ABS-O |
| 655 | ALLEGRO CLO XI LTD | ALLEG | Oct 2022 | 250,000 | $243K | 0.03% | ABS-CBDO |
| 656 | BALLYROCK CLO LTD | BALLY | Oct 2022 | 250,000 | $243K | 0.03% | ABS-CBDO |
| 657 | Federal National Mortgage Association | FNMA | Oct 2022 | 255,043 | $243K | 0.03% | ABS-MBS |
| 658 | Babson CLO 2015-I LLC | BABSN | Oct 2022 | 250,000 | $243K | 0.03% | ABS-CBDO |
| 659 | Bluemountain Clo 2015-3 Limited/Llc | BLUEM | Oct 2022 | 250,000 | $243K | 0.03% | ABS-CBDO |
| 660 | LCM XXVII LTD/LCM XXVII LLC | LCM | Oct 2022 | 250,000 | $243K | 0.03% | ABS-CBDO |
| 661 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 294,195 | $243K | 0.03% | ABS-MBS |
| 662 | CIM TRUST 2021-R6 | CIM | Oct 2022 | 278,029 | $243K | 0.03% | ABS-O |
| 663 | Carlyle Global Market Strategies Clo 2016-1 Ltd/Llc | CGMS | Oct 2022 | 247,958 | $242K | 0.03% | ABS-CBDO |
| 664 | Skymiles Ip Limited & Delta Air Lines Incorporated | DAL | Oct 2022 | 260,000 | $242K | 0.03% | DBT |
| 665 | Wells Fargo Commercial Mortgage Trust | WFCM | Oct 2022 | 300,000 | $242K | 0.03% | ABS-O |
| 666 | Bayview Commercial Asset Trust 2006-SP2 | BAYC | Oct 2022 | 271,938 | $241K | 0.03% | ABS-O |
| 667 | Bluemountain CLO 2013-2 Ltd. | BLUEM | Oct 2022 | 245,096 | $240K | 0.03% | ABS-CBDO |
| 668 | BP Capital Markets America, Inc. | BPLN | Oct 2022 | 380,000 | $239K | 0.03% | DBT |
| 669 | Government National Mortgage Association | GNR | Oct 2022 | 3,199,576 | $239K | 0.03% | ABS-O |
| 670 | KLA Corporation | KLAC | Oct 2022 | 355,000 | $239K | 0.03% | DBT |
| 671 | PT Pertamina (Persero) | PERTIJ | Oct 2022 | 280,000 | $239K | 0.03% | DBT |
| 672 | Vistra Operations Co LLC | VST | Oct 2022 | 273,000 | $238K | 0.03% | DBT |
| 673 | Apple Inc. | AAPL | Oct 2022 | 260,000 | $238K | 0.03% | DBT |
| 674 | Global Payments Inc | GPN | Oct 2022 | 286,000 | $238K | 0.03% | DBT |
| 675 | UBS Group AG | UBS | Oct 2022 | 250,000 | $237K | 0.03% | DBT |
| 676 | New Residential Mortgage Loan Trust-2017 | NRZT | Oct 2022 | 257,807 | $237K | 0.03% | ABS-O |
| 677 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 277,000 | $237K | 0.03% | DBT |
| 678 | Verizon Communications Inc. | VZ | Oct 2022 | 400,000 | $236K | 0.03% | DBT |
| 679 | AT&T Inc | T | Oct 2022 | 320,000 | $236K | 0.03% | DBT |
| 680 | Salesforce Inc | CRM | Oct 2022 | 250,000 | $236K | 0.03% | DBT |
| 681 | HCA Inc. | HCA | Oct 2022 | 316,000 | $236K | 0.03% | DBT |
| 682 | Myers Park CLO Ltd | MYERS | Oct 2022 | 250,000 | $235K | 0.03% | ABS-CBDO |
| 683 | Fnma Pass-Thru I | FN | Oct 2022 | 283,707 | $234K | 0.03% | ABS-MBS |
| 684 | Fnma Pass-Thru I | FN | Oct 2022 | 295,026 | $234K | 0.03% | ABS-MBS |
| 685 | Verizon Communications Inc. | VZ | Oct 2022 | 250,000 | $234K | 0.03% | DBT |
| 686 | Wamu Mortgage Pass-Through CTFS TR | WAMU | Oct 2022 | 280,874 | $234K | 0.03% | ABS-O |
| 687 | Orbia Advance Corp S A B De Cv | ORBIA | Oct 2022 | 280,000 | $234K | 0.03% | DBT |
| 688 | Firstenergy Transmission Llc | FE | Oct 2022 | 309,000 | $234K | 0.03% | DBT |
| 689 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 252,145 | $233K | 0.03% | ABS-MBS |
| 690 | CVS Health Corp | CVS | Oct 2022 | 271,000 | $233K | 0.03% | DBT |
| 691 | Cheniere Corpus Christi Holdings, LLC | CHCOCH | Oct 2022 | 233,000 | $233K | 0.03% | DBT |
| 692 | AT&T Inc | T | Oct 2022 | 363,000 | $233K | 0.03% | DBT |
| 693 | LOS ANGELES CALIF UNI SCH DIST | LOSSCD | Oct 2022 | 215,000 | $232K | 0.03% | DBT |
| 694 | BAE Systems PLC | BALN | Oct 2022 | 271,000 | $232K | 0.03% | DBT |
| 695 | Fnma Pass-Thru I | FN | Oct 2022 | 289,953 | $232K | 0.03% | ABS-MBS |
| 696 | General Motors Financial Company Inc | GM | Oct 2022 | 304,000 | $231K | 0.03% | DBT |
| 697 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM4 | NRZT | Oct 2022 | 240,223 | $231K | 0.03% | ABS-O |
| 698 | Fnma Pass-Thru I | FN | Oct 2022 | 275,949 | $231K | 0.03% | ABS-MBS |
| 699 | Pfizer Inc. | PFE | Oct 2022 | 270,000 | $231K | 0.03% | DBT |
| 700 | Fnma Pass-Thru I | FN | Oct 2022 | 255,141 | $230K | 0.03% | ABS-MBS |
| 701 | Government National Mortgage Association | GNR | Oct 2022 | 298,829 | $230K | 0.03% | ABS-O |
| 702 | Johnson & Johnson | JNJ | Oct 2022 | 350,000 | $230K | 0.03% | DBT |
| 703 | Federal National Mortgage Association | FNMA | Oct 2022 | 287,346 | $230K | 0.03% | ABS-MBS |
| 704 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 278,671 | $230K | 0.03% | ABS-MBS |
| 705 | MHC TRUST 2021-MHC2 | MHC | Oct 2022 | 240,000 | $229K | 0.03% | ABS-O |
| 706 | Freddie Mac Stacr Remic Trust | STACR | Oct 2022 | 231,928 | $229K | 0.03% | ABS-O |
| 707 | Fnma Pass-Thru I | FN | Oct 2022 | 268,174 | $229K | 0.03% | ABS-MBS |
| 708 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 300,000 | $229K | 0.03% | ABS-O |
| 709 | Equinix, Inc. | EQIX | Oct 2022 | 273,000 | $229K | 0.03% | DBT |
| 710 | Fnma Pass-Thru I | FN | Oct 2022 | 276,614 | $229K | 0.03% | ABS-MBS |
| 711 | Occidental Petroleum Corporation | OXY | Oct 2022 | 210,000 | $229K | 0.03% | DBT |
| 712 | U.S. Bancorp. | USB | Oct 2022 | 250,000 | $228K | 0.03% | DBT |
| 713 | Mondelez International, Inc. | MDLZ | Oct 2022 | 250,000 | $228K | 0.03% | DBT |
| 714 | CITIGROUP COMMERCIAL MORTGAGE TRUST | CGCMT | Oct 2022 | 240,000 | $228K | 0.03% | ABS-O |
| 715 | Chevron USA Inc | CVX | Oct 2022 | 240,000 | $227K | 0.03% | DBT |
| 716 | Federal National Mortgage Association | FNMA | Oct 2022 | 287,179 | $227K | 0.03% | ABS-MBS |
| 717 | Fnma Pass-Thru I | FN | Oct 2022 | 244,841 | $227K | 0.03% | ABS-MBS |
| 718 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 270,505 | $226K | 0.03% | ABS-MBS |
| 719 | Fnma Pass-Thru I | FN | Oct 2022 | 284,715 | $226K | 0.03% | ABS-MBS |
| 720 | Textron Inc. | TXT | Oct 2022 | 256,000 | $226K | 0.03% | DBT |
| 721 | NAVIENT STUDENT LOAN TRUST | NAVSL | Oct 2022 | 228,612 | $225K | 0.03% | ABS-O |
| 722 | Fnma Pass-Thru I | FN | Oct 2022 | 272,595 | $225K | 0.03% | ABS-MBS |
| 723 | Credit Suisse AG New York Branch | CS | Oct 2022 | 250,000 | $225K | 0.03% | DBT |
| 724 | Fnma Pass-Thru I | FN | Oct 2022 | 236,656 | $224K | 0.03% | ABS-MBS |
| 725 | Credit Suisse AG New York Branch | CS | Oct 2022 | 250,000 | $224K | 0.03% | DBT |
| 726 | Fnma Pass-Thru I | FN | Oct 2022 | 268,949 | $224K | 0.03% | ABS-MBS |
| 727 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 282,341 | $223K | 0.03% | ABS-MBS |
| 728 | BP Capital Markets America, Inc. | BPLN | Oct 2022 | 240,000 | $223K | 0.03% | DBT |
| 729 | Cooperatieve Rabobank U.A. | RABOBK | Oct 2022 | 250,000 | $223K | 0.03% | DBT |
| 730 | Verizon Communications Inc. | VZ | Oct 2022 | 330,000 | $223K | 0.03% | DBT |
| 731 | Shell International Finance B.V. | RDSALN | Oct 2022 | 260,000 | $222K | 0.03% | DBT |
| 732 | Fnma Pass-Thru I | FN | Oct 2022 | 268,959 | $222K | 0.03% | ABS-MBS |
| 733 | Credit Suisse Group AG | CS | Oct 2022 | 250,000 | $222K | 0.03% | DBT |
| 734 | Credit Agricole S.A. London Branch | ACAFP | Oct 2022 | 250,000 | $221K | 0.03% | DBT |
| 735 | Altria Group, Inc. | MO | Oct 2022 | 240,000 | $221K | 0.03% | DBT |
| 736 | New Residential Mortgage Loan Trust | NRZT | Oct 2022 | 280,000 | $220K | 0.03% | ABS-O |
| 737 | T-Mobile USA, Inc. | TMUS | Oct 2022 | 230,000 | $219K | 0.03% | DBT |
| 738 | Visa Inc | V | Oct 2022 | 230,000 | $219K | 0.03% | DBT |
| 739 | COMM MORTGAGE TRUST | COMM | Oct 2022 | 290,000 | $219K | 0.03% | ABS-O |
| 740 | Voya CLO 2017-3 Ltd/ LLC | VOYA | Oct 2022 | 230,000 | $218K | 0.03% | ABS-CBDO |
| 741 | Federal National Mortgage Association | FNMA | Oct 2022 | 292,615 | $218K | 0.03% | ABS-MBS |
| 742 | Federal National Mortgage Association | FNMA | Oct 2022 | 238,420 | $218K | 0.03% | ABS-MBS |
| 743 | BANK 2019-BNK19 | BANK | Oct 2022 | 280,000 | $218K | 0.03% | ABS-O |
| 744 | Crown Castle Inc. | CCI | Oct 2022 | 291,000 | $217K | 0.03% | DBT |
| 745 | Fnma Pass-Thru I | FN | Oct 2022 | 274,561 | $217K | 0.03% | ABS-MBS |
| 746 | Fnma Pass-Thru I | FN | Oct 2022 | 272,770 | $217K | 0.03% | ABS-MBS |
| 747 | Citigroup Inc. | C | Oct 2022 | 237,000 | $217K | 0.03% | DBT |
| 748 | Fnma Pass-Thru I | FN | Oct 2022 | 271,834 | $216K | 0.03% | ABS-MBS |
| 749 | Fnma Pass-Thru I | FN | Oct 2022 | 261,090 | $216K | 0.03% | ABS-MBS |
| 750 | Motorola Solutions Inc | MSI | Oct 2022 | 235,000 | $216K | 0.03% | DBT |
| 751 | Gs Mortgage Securities Trust 2015-Gc32 | GSMS | Oct 2022 | 240,000 | $216K | 0.03% | ABS-O |
| 752 | Southern California Edison Company | EIX | Oct 2022 | 274,000 | $215K | 0.03% | DBT |
| 753 | Merrill Lynch Mortgage Investors, Inc. | OPT | Oct 2022 | 230,130 | $215K | 0.03% | ABS-O |
| 754 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 258,532 | $215K | 0.03% | ABS-MBS |
| 755 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 270,289 | $215K | 0.03% | ABS-MBS |
| 756 | Exxon Mobil Corporation | XOM | Oct 2022 | 300,000 | $214K | 0.03% | DBT |
| 757 | Skymiles Ip Limited & Delta Air Lines Incorporated | DAL | Oct 2022 | 220,000 | $214K | 0.03% | DBT |
| 758 | Comcast Corporation | CMCSA | Oct 2022 | 256,000 | $214K | 0.03% | DBT |
| 759 | Federal National Mortgage Association | FNMA | Oct 2022 | 235,499 | $214K | 0.03% | ABS-MBS |
| 760 | Jp Morgan Chase Coml Mtg Sec Tst 17 | JPMCC | Oct 2022 | 235,000 | $214K | 0.03% | ABS-O |
| 761 | Nomura Holdings, Inc. | NOMURA | Oct 2022 | 293,000 | $213K | 0.03% | DBT |
| 762 | Federal National Mortgage Association | FNMA | Oct 2022 | 256,925 | $212K | 0.03% | ABS-O |
| 763 | Federal National Mortgage Association | FNMA | Oct 2022 | 232,208 | $212K | 0.03% | ABS-MBS |
| 764 | Fnma Pass-Thru I | FN | Oct 2022 | 265,610 | $211K | 0.03% | ABS-MBS |
| 765 | Cameron LNG LLC | CAMLNG | Oct 2022 | 270,000 | $211K | 0.03% | DBT |
| 766 | Merck & Co., Inc | MRK | Oct 2022 | 240,000 | $210K | 0.03% | DBT |
| 767 | HSBC Holdings PLC | HSBC | Oct 2022 | 240,000 | $210K | 0.03% | DBT |
| 768 | New Residential Mortgage Loan Trust 2015-2 | NRZT | Oct 2022 | 229,453 | $210K | 0.03% | ABS-O |
| 769 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 254,180 | $210K | 0.03% | ABS-MBS |
| 770 | Broadcom Inc | AVGO | Oct 2022 | 280,000 | $210K | 0.03% | DBT |
| 771 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 261,296 | $209K | 0.03% | ABS-MBS |
| 772 | Government National Mortgage Association | GNR | Oct 2022 | 217,445 | $209K | 0.03% | ABS-MBS |
| 773 | Duke Energy Progress Inc | DUK | Oct 2022 | 233,000 | $209K | 0.03% | DBT |
| 774 | Fnma Pass-Thru I | FN | Oct 2022 | 260,731 | $209K | 0.03% | ABS-MBS |
| 775 | VICI Properties LP | VICI | Oct 2022 | 229,000 | $209K | 0.03% | DBT |
| 776 | Energy Transfer LP | ET | Oct 2022 | 274,000 | $208K | 0.03% | DBT |
| 777 | Oracle Corporation | ORCL | Oct 2022 | 311,000 | $208K | 0.03% | DBT |
| 778 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 225,565 | $207K | 0.03% | ABS-MBS |
| 779 | Citygroup Commercial Mortgage 2015-P1 | CGCMT | Oct 2022 | 250,000 | $207K | 0.03% | ABS-O |
| 780 | Fnma Pass-Thru I | FN | Oct 2022 | 239,997 | $206K | 0.03% | ABS-MBS |
| 781 | Penske Truck Leasing Co., L.P. | PENSKE | Oct 2022 | 241,000 | $206K | 0.03% | DBT |
| 782 | United States Treasury Notes | T | Oct 2022 | 213,000 | $206K | 0.03% | DBT |
| 783 | Exxon Mobil Corporation | XOM | Oct 2022 | 240,000 | $206K | 0.03% | DBT |
| 784 | Fnma Pass-Thru I | FN | Oct 2022 | 258,593 | $206K | 0.03% | ABS-MBS |
| 785 | BP Capital Markets America, Inc. | BPLN | Oct 2022 | 220,000 | $205K | 0.03% | DBT |
| 786 | Wells Fargo & Company | WFC | Oct 2022 | 250,000 | $205K | 0.03% | DBT |
| 787 | The Boeing Company | BA | Oct 2022 | 290,000 | $205K | 0.03% | DBT |
| 788 | Occidental Petroleum Corporation | OXY | Oct 2022 | 200,000 | $205K | 0.03% | DBT |
| 789 | Fnma Pass-Thru I | FN | Oct 2022 | 248,821 | $205K | 0.03% | ABS-MBS |
| 790 | Nordea Bank ABP | NDASS | Oct 2022 | 210,000 | $205K | 0.03% | DBT |
| 791 | Glencore Funding LLC | GLENLN | Oct 2022 | 238,000 | $204K | 0.03% | DBT |
| 792 | The Toronto-Dominion Bank | TD | Oct 2022 | 210,000 | $204K | 0.03% | DBT |
| 793 | Discovery Communications, LLC | WBD | Oct 2022 | 240,000 | $204K | 0.03% | DBT |
| 794 | Bank of America Corporation | BAC | Oct 2022 | 270,000 | $204K | 0.03% | DBT |
| 795 | Prosus NV | PRXNA | Oct 2022 | 380,000 | $204K | 0.03% | DBT |
| 796 | CVS Health Corp | CVS | Oct 2022 | 217,000 | $204K | 0.03% | DBT |
| 797 | Fnma Pass-Thru I | FN | Oct 2022 | 255,787 | $203K | 0.03% | ABS-MBS |
| 798 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 253,570 | $203K | 0.03% | ABS-MBS |
| 799 | Broadcom Inc | AVGO | Oct 2022 | 267,000 | $203K | 0.03% | DBT |
| 800 | Fnma Pass-Thru I | FN | Oct 2022 | 241,988 | $202K | 0.03% | ABS-MBS |
| 801 | Comcast Corporation | CMCSA | Oct 2022 | 340,000 | $202K | 0.03% | DBT |
| 802 | Enterprise Products Operating LLC | EPD | Oct 2022 | 300,000 | $202K | 0.03% | DBT |
| 803 | Pfizer Inc. | PFE | Oct 2022 | 310,000 | $202K | 0.03% | DBT |
| 804 | Cooperatieve Rabobank U.A. | RABOBK | Oct 2022 | 250,000 | $201K | 0.03% | DBT |
| 805 | Texas Eastern Transmission, L.P. | SEP | Oct 2022 | 226,000 | $201K | 0.03% | DBT |
| 806 | AT&T Inc | T | Oct 2022 | 316,000 | $201K | 0.03% | DBT |
| 807 | Devon Energy Corporation | DVN | Oct 2022 | 220,000 | $201K | 0.03% | DBT |
| 808 | PLACEHOLD FNMA 10YR POOL | 000000000 | Oct 2022 | 200,000 | $201K | 0.03% | ABS-MBS |
| 809 | HSBC Holdings PLC | HSBC | Oct 2022 | 200,000 | $200K | 0.03% | DBT |
| 810 | Occidental Petroleum Corporation | OXY | Oct 2022 | 220,000 | $200K | 0.03% | DBT |
| 811 | Orbia Advance Corp S A B De Cv | ORBIA | Oct 2022 | 270,000 | $199K | 0.03% | DBT |
| 812 | Federal National Mortgage Association | FNMA | Oct 2022 | 218,058 | $198K | 0.03% | ABS-MBS |
| 813 | Progress Energy, Inc. | DUK | Oct 2022 | 180,000 | $198K | 0.03% | DBT |
| 814 | VMware Inc | VMW | Oct 2022 | 271,000 | $197K | 0.03% | DBT |
| 815 | BNP Paribas SA | BNP | Oct 2022 | 200,000 | $197K | 0.03% | DBT |
| 816 | GACI First Investment Co. | PIFKSA | Oct 2022 | 200,000 | $196K | 0.03% | DBT |
| 817 | Nationwide Building Society | NWIDE | Oct 2022 | 200,000 | $196K | 0.03% | DBT |
| 818 | Citigroup Inc. | C | Oct 2022 | 220,000 | $196K | 0.03% | DBT |
| 819 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 208,093 | $196K | 0.03% | ABS-MBS |
| 820 | Swedbank AB (publ) | SWEDA | Oct 2022 | 200,000 | $195K | 0.03% | DBT |
| 821 | Fnma Pass-Thru I | FN | Oct 2022 | 246,320 | $195K | 0.03% | ABS-MBS |
| 822 | EQUATE Petrochemical B.V. | EQPTRC | Oct 2022 | 210,000 | $194K | 0.03% | DBT |
| 823 | Federal National Mortgage Association | FNMA | Oct 2022 | 215,761 | $194K | 0.03% | ABS-MBS |
| 824 | Government National Mortgage Association | GNR | Oct 2022 | 202,321 | $194K | 0.03% | ABS-MBS |
| 825 | CALIFORNIA ST | CAS | Oct 2022 | 215,000 | $194K | 0.03% | DBT |
| 826 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 265,000 | $193K | 0.03% | DBT |
| 827 | Amazon.com, Inc. | AMZN | Oct 2022 | 240,000 | $193K | 0.03% | DBT |
| 828 | Credit Suisse Group AG | CS | Oct 2022 | 250,000 | $193K | 0.03% | DBT |
| 829 | Bank of Montreal | BMO | Oct 2022 | 210,000 | $193K | 0.03% | DBT |
| 830 | United States Treasury Notes | T | Oct 2022 | 198,000 | $193K | 0.03% | DBT |
| 831 | Verizon Communications Inc. | VZ | Oct 2022 | 260,000 | $193K | 0.03% | DBT |
| 832 | Bank of America Corporation | BAC | Oct 2022 | 260,000 | $193K | 0.03% | DBT |
| 833 | AEP Texas Inc | AEP | Oct 2022 | 212,000 | $192K | 0.03% | DBT |
| 834 | The Boeing Company | BA | Oct 2022 | 300,000 | $192K | 0.03% | DBT |
| 835 | General Motors Company | GM | Oct 2022 | 206,000 | $191K | 0.03% | DBT |
| 836 | I/O DBGS 2019-1735 MO VAR | 23307EAC5 | Oct 2022 | 13,942,489 | $191K | 0.03% | ABS-MBS |
| 837 | Citigroup Inc. | C | Oct 2022 | 210,000 | $191K | 0.03% | DBT |
| 838 | American Express Company | AXP | Oct 2022 | 210,000 | $191K | 0.03% | DBT |
| 839 | Raytheon Technologies Corporation | RTX | Oct 2022 | 290,000 | $191K | 0.03% | DBT |
| 840 | Lockheed Martin Corporation | LMT | Oct 2022 | 222,000 | $190K | 0.03% | DBT |
| 841 | Barclays PLC | BACR | Oct 2022 | 200,000 | $190K | 0.03% | DBT |
| 842 | OCP SA | OCPMR | Oct 2022 | 200,000 | $190K | 0.03% | DBT |
| 843 | FactSet Research Systems Inc. | FDS | Oct 2022 | 237,000 | $190K | 0.03% | DBT |
| 844 | Mitsubishi UFJ Financial Group, Inc. | MUFG | Oct 2022 | 200,000 | $190K | 0.03% | DBT |
| 845 | NVIDIA Corp. | NVDA | Oct 2022 | 250,000 | $190K | 0.03% | DBT |
| 846 | Master Asset Securitization Trust | MASTR | Oct 2022 | 344,706 | $190K | 0.03% | ABS-O |
| 847 | AbbVie Inc. | ABBV | Oct 2022 | 214,000 | $190K | 0.03% | DBT |
| 848 | Morgan Stanley | MS | Oct 2022 | 188,000 | $190K | 0.03% | DBT |
| 849 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 300,000 | $190K | 0.03% | DBT |
| 850 | Federal National Mortgage Association | FNMA | Oct 2022 | 183,855 | $190K | 0.03% | ABS-O |
| 851 | DTE Electric Company | DTE | Oct 2022 | 246,000 | $189K | 0.03% | DBT |
| 852 | Federal National Mortgage Association | FNMA | Oct 2022 | 252,860 | $189K | 0.03% | ABS-MBS |
| 853 | AEP Texas Inc | AEP | Oct 2022 | 291,000 | $189K | 0.03% | DBT |
| 854 | Reliance Industries Ltd. | RILIN | Oct 2022 | 250,000 | $188K | 0.03% | DBT |
| 855 | CVS Health Corp | CVS | Oct 2022 | 212,000 | $187K | 0.03% | DBT |
| 856 | Royal Bank of Canada | RY | Oct 2022 | 190,000 | $187K | 0.03% | DBT |
| 857 | Small Business Administration | SBAP | Oct 2022 | 223,915 | $187K | 0.03% | ABS-O |
| 858 | Strctrd Asset Invt | SAIL | Oct 2022 | 193,588 | $186K | 0.03% | ABS-O |
| 859 | SFO COMMERCIAL MORTGAGE TRUST | SFO | Oct 2022 | 200,000 | $186K | 0.03% | ABS-O |
| 860 | Bristol-Myers Squibb Company | BMY | Oct 2022 | 192,000 | $186K | 0.03% | DBT |
| 861 | Energy Transfer LP | ET | Oct 2022 | 200,000 | $186K | 0.03% | DBT |
| 862 | Fnma Pass-Thru I | FN | Oct 2022 | 232,686 | $185K | 0.03% | ABS-MBS |
| 863 | Government National Mortgage Association | GNR | Oct 2022 | 189,458 | $185K | 0.03% | ABS-O |
| 864 | Rogers Communications Inc. | RCICN | Oct 2022 | 240,000 | $185K | 0.03% | DBT |
| 865 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 230,000 | $185K | 0.03% | DBT |
| 866 | Midamerican Energy Company | BRKHEC | Oct 2022 | 203,000 | $185K | 0.03% | DBT |
| 867 | Cigna Corporation | CI | Oct 2022 | 210,000 | $185K | 0.03% | DBT |
| 868 | Danske Bank A/S | DANBNK | Oct 2022 | 200,000 | $184K | 0.03% | DBT |
| 869 | United States Treasury Notes | T | Oct 2022 | 185,000 | $184K | 0.03% | DBT |
| 870 | Freddie Mac Stacr Remic Trust | STACR | Oct 2022 | 200,000 | $184K | 0.03% | ABS-O |
| 871 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 190,369 | $183K | 0.03% | ABS-MBS |
| 872 | Union Pacific Corporation | UNP | Oct 2022 | 220,000 | $183K | 0.03% | DBT |
| 873 | Danone SA | BNFP | Oct 2022 | 200,000 | $183K | 0.03% | DBT |
| 874 | BHMS Mortgage Trust | BHMS | Oct 2022 | 190,000 | $183K | 0.03% | ABS-O |
| 875 | Fnma Pass-Thru I | FN | Oct 2022 | 186,572 | $183K | 0.03% | ABS-MBS |
| 876 | Occidental Petroleum Corporation | OXY | Oct 2022 | 230,000 | $182K | 0.03% | DBT |
| 877 | United States Treasury Bonds | T | Oct 2022 | 235,000 | $182K | 0.03% | DBT |
| 878 | JPMorgan Chase & Co. | JPM | Oct 2022 | 200,000 | $182K | 0.03% | DBT |
| 879 | JPMorgan Chase & Co. | JPM | Oct 2022 | 220,000 | $182K | 0.03% | DBT |
| 880 | Export-Import Bank of India | EXIMBK | Oct 2022 | 200,000 | $182K | 0.03% | DBT |
| 881 | SLM Private Cr Student Loan Trust | SLMA | Oct 2022 | 193,105 | $182K | 0.03% | ABS-O |
| 882 | Kinder Morgan, Inc. | KMI | Oct 2022 | 210,000 | $182K | 0.03% | DBT |
| 883 | Government National Mortgage Association | GNR | Oct 2022 | 200,000 | $182K | 0.03% | ABS-O |
| 884 | Panama (Republic of) | PANAMA | Oct 2022 | 200,000 | $181K | 0.03% | DBT |
| 885 | Fnma Pass-Thru I | FN | Oct 2022 | 227,167 | $181K | 0.03% | ABS-MBS |
| 886 | MPLX LP | MPLX | Oct 2022 | 200,000 | $181K | 0.03% | DBT |
| 887 | Freddie Mac Stacr Remic Trust | STACR | Oct 2022 | 190,000 | $181K | 0.03% | ABS-O |
| 888 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 241,448 | $180K | 0.03% | ABS-MBS |
| 889 | Blackstone Private Credit Fund | BCRED | Oct 2022 | 217,000 | $180K | 0.03% | DBT |
| 890 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 194,486 | $180K | 0.03% | ABS-MBS |
| 891 | Time Warner Cable Enterprises LLC | TWC | Oct 2022 | 170,000 | $180K | 0.03% | DBT |
| 892 | Federal National Mortgage Association | FNMA | Oct 2022 | 226,357 | $180K | 0.03% | ABS-MBS |
| 893 | Tsmc Arizona Corp. | TAISEM | Oct 2022 | 200,000 | $179K | 0.03% | DBT |
| 894 | Fnma Pass-Thru I | FN | Oct 2022 | 225,057 | $179K | 0.03% | ABS-MBS |
| 895 | Global Payments Inc | GPN | Oct 2022 | 210,000 | $179K | 0.03% | DBT |
| 896 | Servicenow Inc | NOW | Oct 2022 | 243,000 | $179K | 0.02% | DBT |
| 897 | United States Treasury Bonds | T | Oct 2022 | 198,000 | $179K | 0.02% | DBT |
| 898 | Towd Point Mortgage Trust 2016 | TPMF | Oct 2022 | 190,000 | $179K | 0.02% | ABS-O |
| 899 | NatWest Group PLC | NWG | Oct 2022 | 200,000 | $178K | 0.02% | DBT |
| 900 | Government National Mortgage Association | GNR | Oct 2022 | 198,519 | $178K | 0.02% | ABS-MBS |
| 901 | Kenbourne Invest S.A. | WOMCHI | Oct 2022 | 200,000 | $178K | 0.02% | DBT |
| 902 | Barrick North America Finance LLC | ABXCN | Oct 2022 | 190,000 | $178K | 0.02% | DBT |
| 903 | Comcast Corporation | CMCSA | Oct 2022 | 240,000 | $177K | 0.02% | DBT |
| 904 | Barclays PLC | BACR | Oct 2022 | 200,000 | $177K | 0.02% | DBT |
| 905 | TOWD POINT MORTGAGE TRUST | TPMT | Oct 2022 | 240,000 | $177K | 0.02% | ABS-O |
| 906 | Fnma Pass-Thru I | FN | Oct 2022 | 196,745 | $177K | 0.02% | ABS-MBS |
| 907 | L3 Harris Technologies Inc | LHX | Oct 2022 | 189,000 | $177K | 0.02% | DBT |
| 908 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 220,781 | $177K | 0.02% | ABS-MBS |
| 909 | Government National Mortgage Association | GNR | Oct 2022 | 196,539 | $177K | 0.02% | ABS-MBS |
| 910 | Federal National Mortgage Association | FNMA | Oct 2022 | 185,106 | $176K | 0.02% | ABS-MBS |
| 911 | Philippines (Republic Of) | PHILIP | Oct 2022 | 267,000 | $176K | 0.02% | DBT |
| 912 | Fnma Pass-Thru I | FN | Oct 2022 | 192,666 | $176K | 0.02% | ABS-MBS |
| 913 | Fnma Pass-Thru I | FN | Oct 2022 | 220,948 | $176K | 0.02% | ABS-MBS |
| 914 | HSBC Holdings PLC | HSBC | Oct 2022 | 200,000 | $176K | 0.02% | DBT |
| 915 | BAY AREA TOLL AUTH CALIF | BAYTRN | Oct 2022 | 150,000 | $176K | 0.02% | DBT |
| 916 | United States Treasury Bonds | T | Oct 2022 | 198,000 | $176K | 0.02% | DBT |
| 917 | Cameron LNG LLC | CAMLNG | Oct 2022 | 225,000 | $175K | 0.02% | DBT |
| 918 | Government National Mortgage Association | GNR | Oct 2022 | 195,369 | $175K | 0.02% | ABS-MBS |
| 919 | Fnma Pass-Thru I | FN | Oct 2022 | 183,657 | $174K | 0.02% | ABS-MBS |
| 920 | Government National Mortgage Association | GNR | Oct 2022 | 198,733 | $174K | 0.02% | ABS-MBS |
| 921 | Florida Power & Light Company | NEE | Oct 2022 | 224,000 | $174K | 0.02% | DBT |
| 922 | Raytheon Technologies Corporation | RTX | Oct 2022 | 187,000 | $174K | 0.02% | DBT |
| 923 | Government National Mortgage Association | GNR | Oct 2022 | 176,174 | $174K | 0.02% | ABS-O |
| 924 | Chile (Republic of) | CHILE | Oct 2022 | 310,000 | $173K | 0.02% | DBT |
| 925 | Morgan Stanley | MS | Oct 2022 | 230,000 | $173K | 0.02% | DBT |
| 926 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 180,475 | $173K | 0.02% | ABS-MBS |
| 927 | Government National Mortgage Association | GNR | Oct 2022 | 193,225 | $173K | 0.02% | ABS-MBS |
| 928 | I/O FREDDIE MAC MULTI VAR | 3137FQ3M3 | Oct 2022 | 2,500,000 | $173K | 0.02% | ABS-MBS |
| 929 | Fnma Pass-Thru I | FN | Oct 2022 | 194,154 | $172K | 0.02% | ABS-MBS |
| 930 | Fnma Pass-Thru I | FN | Oct 2022 | 200,711 | $172K | 0.02% | ABS-MBS |
| 931 | Fnma Pass-Thru I | FN | Oct 2022 | 195,002 | $172K | 0.02% | ABS-MBS |
| 932 | Federal National Mortgage Association | FNMA | Oct 2022 | 166,350 | $172K | 0.02% | ABS-O |
| 933 | JPMorgan Chase & Co. | JPM | Oct 2022 | 190,000 | $172K | 0.02% | DBT |
| 934 | Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc | ABIBB | Oct 2022 | 200,000 | $172K | 0.02% | DBT |
| 935 | Fnma Pass-Thru I | FN | Oct 2022 | 179,732 | $171K | 0.02% | ABS-MBS |
| 936 | Citigroup Inc. | C | Oct 2022 | 180,000 | $171K | 0.02% | DBT |
| 937 | Impac CMB Trust | JPMCC | Oct 2022 | 183,000 | $170K | 0.02% | ABS-O |
| 938 | Government National Mortgage Association | GNR | Oct 2022 | 187,130 | $170K | 0.02% | ABS-MBS |
| 939 | Amazon.com, Inc. | AMZN | Oct 2022 | 200,000 | $170K | 0.02% | DBT |
| 940 | Indonesia (Republic of) | INDON | Oct 2022 | 200,000 | $170K | 0.02% | DBT |
| 941 | Fnma Pass-Thru I | FN | Oct 2022 | 213,393 | $170K | 0.02% | ABS-MBS |
| 942 | Government National Mortgage Association | GNR | Oct 2022 | 171,767 | $169K | 0.02% | ABS-O |
| 943 | Government National Mortgage Association | GNR | Oct 2022 | 180,900 | $169K | 0.02% | ABS-MBS |
| 944 | S&P Global Inc | SPGI | Oct 2022 | 174,000 | $169K | 0.02% | DBT |
| 945 | Shell International Finance B.V. | RDSALN | Oct 2022 | 200,000 | $169K | 0.02% | DBT |
| 946 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 191,232 | $168K | 0.02% | ABS-MBS |
| 947 | Shell International Finance B.V. | RDSALN | Oct 2022 | 180,000 | $168K | 0.02% | DBT |
| 948 | Barclays PLC | BACR | Oct 2022 | 200,000 | $168K | 0.02% | DBT |
| 949 | SMB Private Education Loan Trust 2021-E | SMB | Oct 2022 | 189,510 | $168K | 0.02% | ABS-O |
| 950 | Fnma Pass-Thru I | FN | Oct 2022 | 189,061 | $168K | 0.02% | ABS-MBS |
| 951 | Shell International Finance B.V. | RDSALN | Oct 2022 | 170,000 | $168K | 0.02% | DBT |
| 952 | Government National Mortgage Association | GNR | Oct 2022 | 196,696 | $168K | 0.02% | ABS-MBS |
| 953 | Fnma Pass-Thru I | FN | Oct 2022 | 196,266 | $167K | 0.02% | ABS-MBS |
| 954 | Fnma Pass-Thru I | FN | Oct 2022 | 188,018 | $167K | 0.02% | ABS-MBS |
| 955 | GSR Mtg Loan Trust | GSR | Oct 2022 | 138,977 | $167K | 0.02% | ABS-O |
| 956 | Oracle Corporation | ORCL | Oct 2022 | 182,000 | $167K | 0.02% | DBT |
| 957 | SMB PRIVATE EDUCATION LOAN TRUST | SMB | Oct 2022 | 186,570 | $167K | 0.02% | ABS-O |
| 958 | Altria Group, Inc. | MO | Oct 2022 | 205,000 | $166K | 0.02% | DBT |
| 959 | Israel (State Of) | ISRAEL | Oct 2022 | 220,000 | $166K | 0.02% | DBT |
| 960 | Texas Instruments Incorporated | TXN | Oct 2022 | 200,000 | $166K | 0.02% | DBT |
| 961 | Adobe Inc | ADBE | Oct 2022 | 200,000 | $166K | 0.02% | DBT |
| 962 | Pfizer Inc. | PFE | Oct 2022 | 240,000 | $166K | 0.02% | DBT |
| 963 | Fnma Pass-Thru I | FN | Oct 2022 | 188,793 | $166K | 0.02% | ABS-MBS |
| 964 | Applied Materials Inc. | AMAT | Oct 2022 | 210,000 | $166K | 0.02% | DBT |
| 965 | AT&T Inc | T | Oct 2022 | 260,000 | $165K | 0.02% | DBT |
| 966 | Florida Power & Light Company | NEE | Oct 2022 | 246,000 | $165K | 0.02% | DBT |
| 967 | Altria Group, Inc. | MO | Oct 2022 | 172,000 | $165K | 0.02% | DBT |
| 968 | American Express Company | AXP | Oct 2022 | 170,000 | $165K | 0.02% | DBT |
| 969 | Fnma Pass-Thru I | FN | Oct 2022 | 181,337 | $164K | 0.02% | ABS-MBS |
| 970 | Costco Wholesale Corporation | COST | Oct 2022 | 190,000 | $164K | 0.02% | DBT |
| 971 | Federal National Mortgage Association | FNMA | Oct 2022 | 219,247 | $164K | 0.02% | ABS-MBS |
| 972 | Government National Mortgage Association | GNR | Oct 2022 | 182,646 | $163K | 0.02% | ABS-MBS |
| 973 | Federal National Mortgage Association | FNMA | Oct 2022 | 176,984 | $163K | 0.02% | ABS-MBS |
| 974 | Baltimore Gas & Electric Company | EXC | Oct 2022 | 265,000 | $163K | 0.02% | DBT |
| 975 | Fnma Pass-Thru I | FN | Oct 2022 | 180,306 | $163K | 0.02% | ABS-MBS |
| 976 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 176,300 | $163K | 0.02% | ABS-MBS |
| 977 | Morgan Stanley | MS | Oct 2022 | 209,000 | $163K | 0.02% | DBT |
| 978 | Morgan Stanley | MS | Oct 2022 | 190,000 | $163K | 0.02% | DBT |
| 979 | Fnma Pass-Thru I | FN | Oct 2022 | 187,841 | $163K | 0.02% | ABS-MBS |
| 980 | Occidental Petroleum Corporation | OXY | Oct 2022 | 160,000 | $162K | 0.02% | DBT |
| 981 | United States Treasury Bonds | T | Oct 2022 | 198,000 | $162K | 0.02% | DBT |
| 982 | General Motors Financial Company Inc | GM | Oct 2022 | 218,000 | $162K | 0.02% | DBT |
| 983 | Panama (Republic of) | PANAMA | Oct 2022 | 247,000 | $162K | 0.02% | DBT |
| 984 | Fnma Pass-Thru I | FN | Oct 2022 | 196,251 | $162K | 0.02% | ABS-MBS |
| 985 | Uruguay (Republic of) | URUGUA | Oct 2022 | 170,000 | $162K | 0.02% | DBT |
| 986 | LEGACY MORTGAGE ASSET TRUST | LMAT | Oct 2022 | 176,682 | $161K | 0.02% | ABS-O |
| 987 | Fnma Pass-Thru I | FN | Oct 2022 | 188,198 | $161K | 0.02% | ABS-MBS |
| 988 | GLP Capital L.P. and GLP Financing II, Inc. | GLPI | Oct 2022 | 200,000 | $160K | 0.02% | DBT |
| 989 | Federal National Mortgage Association | FNMA | Oct 2022 | 163,817 | $160K | 0.02% | ABS-MBS |
| 990 | Diamondback Energy Inc | FANG | Oct 2022 | 213,000 | $160K | 0.02% | DBT |
| 991 | Master Asset Securitization Trust | MASTR | Oct 2022 | 616,221 | $159K | 0.02% | ABS-O |
| 992 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 216,000 | $159K | 0.02% | DBT |
| 993 | AT&T Inc | T | Oct 2022 | 170,000 | $159K | 0.02% | DBT |
| 994 | Energy Transfer LP | ET | Oct 2022 | 160,000 | $159K | 0.02% | DBT |
| 995 | Merck & Co., Inc | MRK | Oct 2022 | 250,000 | $159K | 0.02% | DBT |
| 996 | Merrill Lynch Mortgage Investors, Inc. | OPT | Oct 2022 | 165,614 | $158K | 0.02% | ABS-O |
| 997 | Oracle Corporation | ORCL | Oct 2022 | 234,000 | $158K | 0.02% | DBT |
| 998 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 191,221 | $158K | 0.02% | ABS-MBS |
| 999 | Takeda Pharmaceutical Co Ltd. | TACHEM | Oct 2022 | 200,000 | $158K | 0.02% | DBT |
| 1000 | Mars Inc. (Del) | MARS | Oct 2022 | 180,000 | $158K | 0.02% | DBT |
| 1001 | Wells Fargo & Company | WFC | Oct 2022 | 160,000 | $157K | 0.02% | DBT |
| 1002 | Deere & Company | DE | Oct 2022 | 200,000 | $157K | 0.02% | DBT |
| 1003 | T-Mobile USA, Inc. | TMUS | Oct 2022 | 174,000 | $157K | 0.02% | DBT |
| 1004 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 190,368 | $157K | 0.02% | ABS-MBS |
| 1005 | OIS_CCP USD RCV SOFR1D PAY 3.27% 30-APR-2029 | 000000000 | Oct 2022 | 4,174,000 | $157K | 0.02% | DIR |
| 1006 | Federal National Mortgage Association | FNMA | Oct 2022 | 163,806 | $157K | 0.02% | ABS-MBS |
| 1007 | NGPL Pipe Co LLC | NGPLCO | Oct 2022 | 168,000 | $156K | 0.02% | DBT |
| 1008 | BNP Paribas SA | BNP | Oct 2022 | 200,000 | $156K | 0.02% | DBT |
| 1009 | Altria Group, Inc. | MO | Oct 2022 | 254,000 | $155K | 0.02% | DBT |
| 1010 | United States Treasury Bonds | T | Oct 2022 | 198,000 | $155K | 0.02% | DBT |
| 1011 | Government National Mortgage Association | GNR | Oct 2022 | 161,191 | $155K | 0.02% | ABS-MBS |
| 1012 | BP Capital Markets America, Inc. | BPLN | Oct 2022 | 200,000 | $155K | 0.02% | DBT |
| 1013 | Comcast Corporation | CMCSA | Oct 2022 | 160,000 | $155K | 0.02% | DBT |
| 1014 | Government National Mortgage Association | GNR | Oct 2022 | 168,938 | $154K | 0.02% | ABS-MBS |
| 1015 | Celanese US Holdings Llc | CE | Oct 2022 | 157,000 | $154K | 0.02% | DBT |
| 1016 | Verizon Communications Inc. | VZ | Oct 2022 | 178,000 | $154K | 0.02% | DBT |
| 1017 | EQT Corporation | EQT | Oct 2022 | 150,000 | $154K | 0.02% | DBT |
| 1018 | Fnma Pass-Thru I | FN | Oct 2022 | 186,653 | $154K | 0.02% | ABS-MBS |
| 1019 | EOG Resources, Inc. | EOG | Oct 2022 | 180,000 | $153K | 0.02% | DBT |
| 1020 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 183,906 | $153K | 0.02% | ABS-MBS |
| 1021 | Fnma Pass-Thru I | FN | Oct 2022 | 192,211 | $153K | 0.02% | ABS-MBS |
| 1022 | Federal National Mortgage Association | FNMA | Oct 2022 | 159,122 | $152K | 0.02% | ABS-MBS |
| 1023 | OIS_CCP USD RCV SOFR1D PAY 3.05% 15-FEB-2048 | 000000000 | Oct 2022 | 1,807,000 | $152K | 0.02% | DIR |
| 1024 | Bank of America Corporation | BAC | Oct 2022 | 201,000 | $152K | 0.02% | DBT |
| 1025 | PRKCM 2021-AFC2 TRUST | PRKCM | Oct 2022 | 190,165 | $151K | 0.02% | ABS-O |
| 1026 | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1 | EFMT | Oct 2022 | 190,687 | $151K | 0.02% | ABS-O |
| 1027 | Klabin Austria GmbH | KLAB | Oct 2022 | 200,000 | $151K | 0.02% | DBT |
| 1028 | AT&T Inc | T | Oct 2022 | 175,000 | $151K | 0.02% | DBT |
| 1029 | Glencore Funding LLC | GLENLN | Oct 2022 | 196,000 | $151K | 0.02% | DBT |
| 1030 | Federal National Mortgage Association | FNMA | Oct 2022 | 159,108 | $150K | 0.02% | ABS-MBS |
| 1031 | Ballys (fka Twin River Management Group) | TRWH | Oct 2022 | 161,778 | $150K | 0.02% | LON |
| 1032 | Banco Mercantil del Norte S.A. | BANORT | Oct 2022 | 200,000 | $150K | 0.02% | DBT |
| 1033 | Cheniere Corpus Christi Holdings, LLC | CHCOCH | Oct 2022 | 202,000 | $150K | 0.02% | DBT |
| 1034 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 188,501 | $150K | 0.02% | ABS-MBS |
| 1035 | Prologis, L.P. | PLD | Oct 2022 | 198,000 | $149K | 0.02% | DBT |
| 1036 | FirstEnergy Corp. | FE | Oct 2022 | 159,000 | $149K | 0.02% | DBT |
| 1037 | Fnma Pass-Thru I | FN | Oct 2022 | 179,327 | $149K | 0.02% | ABS-MBS |
| 1038 | Raytheon Technologies Corporation | RTX | Oct 2022 | 160,000 | $149K | 0.02% | DBT |
| 1039 | Promigas S A E S P/Gases Del Pacifico S A C | PROMIG | Oct 2022 | 200,000 | $149K | 0.02% | DBT |
| 1040 | CSMC Trust | CS | Oct 2022 | 161,022 | $149K | 0.02% | ABS-O |
| 1041 | UnitedHealth Group Inc. | UNH | Oct 2022 | 160,000 | $149K | 0.02% | DBT |
| 1042 | Union Pacific Corporation | UNP | Oct 2022 | 208,000 | $149K | 0.02% | DBT |
| 1043 | Fnma Pass-Thru I | FN | Oct 2022 | 174,339 | $149K | 0.02% | ABS-MBS |
| 1044 | United States Treasury Bonds | T | Oct 2022 | 193,000 | $148K | 0.02% | DBT |
| 1045 | Fnma Pass-Thru I | FN | Oct 2022 | 173,723 | $148K | 0.02% | ABS-MBS |
| 1046 | Bank of America Corporation | BAC | Oct 2022 | 200,000 | $148K | 0.02% | DBT |
| 1047 | United States Treasury Notes | T | Oct 2022 | 154,000 | $148K | 0.02% | DBT |
| 1048 | AT&T Inc | T | Oct 2022 | 170,000 | $148K | 0.02% | DBT |
| 1049 | Fnma Pass-Thru I | FN | Oct 2022 | 198,471 | $148K | 0.02% | ABS-MBS |
| 1050 | Fnma Pass-Thru I | FN | Oct 2022 | 174,344 | $148K | 0.02% | ABS-MBS |
| 1051 | Fnma Pass-Thru I | FN | Oct 2022 | 161,265 | $148K | 0.02% | ABS-MBS |
| 1052 | Occidental Petroleum Corporation | OXY | Oct 2022 | 150,000 | $148K | 0.02% | DBT |
| 1053 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 161,139 | $148K | 0.02% | ABS-MBS |
| 1054 | The Boeing Company | BA | Oct 2022 | 170,000 | $147K | 0.02% | DBT |
| 1055 | Fnma Pass-Thru I | FN | Oct 2022 | 184,872 | $147K | 0.02% | ABS-MBS |
| 1056 | Lowes Companies, Inc. | LOW | Oct 2022 | 180,000 | $147K | 0.02% | DBT |
| 1057 | KKR CLO 32 LTD | KKR | Oct 2022 | 150,000 | $147K | 0.02% | ABS-CBDO |
| 1058 | Fnma Pass-Thru I | FN | Oct 2022 | 171,440 | $147K | 0.02% | ABS-MBS |
| 1059 | Fnma Pass-Thru I | FN | Oct 2022 | 172,038 | $147K | 0.02% | ABS-MBS |
| 1060 | BHP Billiton Finance (USA) Ltd. | BHP | Oct 2022 | 160,000 | $146K | 0.02% | DBT |
| 1061 | AT&T Inc | T | Oct 2022 | 228,000 | $146K | 0.02% | DBT |
| 1062 | COLT 2022-2 MORTGAGE LOAN TRUST | COLT | Oct 2022 | 174,131 | $146K | 0.02% | ABS-O |
| 1063 | Fnma Pass-Thru I | FN | Oct 2022 | 184,052 | $146K | 0.02% | ABS-MBS |
| 1064 | Home Depot Inc | HD | Oct 2022 | 210,000 | $146K | 0.02% | DBT |
| 1065 | Consumers Energy Company | CMS | Oct 2022 | 198,000 | $146K | 0.02% | DBT |
| 1066 | Government National Mortgage Association | GNR | Oct 2022 | 165,360 | $145K | 0.02% | ABS-MBS |
| 1067 | Bank of America Corporation | BAC | Oct 2022 | 170,000 | $145K | 0.02% | DBT |
| 1068 | Crown Castle Inc. | CCI | Oct 2022 | 174,000 | $145K | 0.02% | DBT |
| 1069 | Pfizer Inc. | PFE | Oct 2022 | 160,000 | $145K | 0.02% | DBT |
| 1070 | Fnma Pass-Thru I | FN | Oct 2022 | 170,165 | $145K | 0.02% | ABS-MBS |
| 1071 | Visa Inc | V | Oct 2022 | 170,000 | $145K | 0.02% | DBT |
| 1072 | Federal National Mortgage Association | FNMA | Oct 2022 | 163,564 | $145K | 0.02% | ABS-MBS |
| 1073 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | NRZT | Oct 2022 | 179,594 | $144K | 0.02% | ABS-O |
| 1074 | UBS Group AG | UBS | Oct 2022 | 200,000 | $144K | 0.02% | DBT |
| 1075 | Bank of America Corporation | BAC | Oct 2022 | 160,000 | $144K | 0.02% | DBT |
| 1076 | HCA Inc. | HCA | Oct 2022 | 146,000 | $143K | 0.02% | DBT |
| 1077 | Fnma Pass-Thru I | FN | Oct 2022 | 172,679 | $143K | 0.02% | ABS-MBS |
| 1078 | Qatar Energy | QPETRO | Oct 2022 | 200,000 | $142K | 0.02% | DBT |
| 1079 | Global Payments Inc | GPN | Oct 2022 | 178,000 | $142K | 0.02% | DBT |
| 1080 | Indonesia (Republic of) | INDON | Oct 2022 | 222,000 | $141K | 0.02% | DBT |
| 1081 | Fnma Pass-Thru I | FN | Oct 2022 | 169,918 | $141K | 0.02% | ABS-MBS |
| 1082 | Government National Mortgage Association | GNR | Oct 2022 | 172,274 | $141K | 0.02% | ABS-MBS |
| 1083 | Intel Corporation | INTC | Oct 2022 | 170,000 | $140K | 0.02% | DBT |
| 1084 | Fnma Pass-Thru I | FN | Oct 2022 | 169,970 | $140K | 0.02% | ABS-MBS |
| 1085 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 175,849 | $140K | 0.02% | ABS-MBS |
| 1086 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 175,221 | $140K | 0.02% | ABS-MBS |
| 1087 | Verizon Communications Inc. | VZ | Oct 2022 | 190,000 | $139K | 0.02% | DBT |
| 1088 | Grupo Aval Ltd. | AVALCB | Oct 2022 | 200,000 | $139K | 0.02% | DBT |
| 1089 | Comcast Corporation | CMCSA | Oct 2022 | 180,000 | $139K | 0.02% | DBT |
| 1090 | McDonald's Corporation | MCD | Oct 2022 | 170,000 | $138K | 0.02% | DBT |
| 1091 | Devon Energy Corporation | DVN | Oct 2022 | 151,000 | $138K | 0.02% | DBT |
| 1092 | Marsh & McLennan Companies, Inc. | MMC | Oct 2022 | 176,000 | $138K | 0.02% | DBT |
| 1093 | United States Treasury Notes | T | Oct 2022 | 142,000 | $138K | 0.02% | DBT |
| 1094 | Telefonica Emisiones S.A.U. | TELEFO | Oct 2022 | 150,000 | $137K | 0.02% | DBT |
| 1095 | OIS_CCP USD RCV SOFR1D PAY 2.85% 15-FEB-2029 | 000000000 | Oct 2022 | 2,329,000 | $137K | 0.02% | DIR |
| 1096 | Cheniere Corpus Christi Holdings, LLC | CHCOCH | Oct 2022 | 140,000 | $137K | 0.02% | DBT |
| 1097 | CSMC TRUST | CSMC | Oct 2022 | 157,555 | $136K | 0.02% | ABS-O |
| 1098 | Leidos Inc | LDOS | Oct 2022 | 184,000 | $136K | 0.02% | DBT |
| 1099 | Government National Mortgage Association | GNR | Oct 2022 | 144,613 | $135K | 0.02% | ABS-MBS |
| 1100 | Verizon Communications Inc. | VZ | Oct 2022 | 229,000 | $135K | 0.02% | DBT |
| 1101 | Citigroup Inc. | C | Oct 2022 | 150,000 | $135K | 0.02% | DBT |
| 1102 | OBX TRUST | OBX | Oct 2022 | 181,898 | $135K | 0.02% | ABS-O |
| 1103 | Fnma Pass-Thru I | FN | Oct 2022 | 169,149 | $135K | 0.02% | ABS-MBS |
| 1104 | Fnma Pass-Thru I | FN | Oct 2022 | 154,575 | $135K | 0.02% | ABS-MBS |
| 1105 | Pacific Gas and Electric Company | PCG | Oct 2022 | 180,000 | $134K | 0.02% | DBT |
| 1106 | Duke Energy Carolinas LLC | DUK | Oct 2022 | 185,000 | $134K | 0.02% | DBT |
| 1107 | Fnma Pass-Thru I | FN | Oct 2022 | 168,459 | $134K | 0.02% | ABS-MBS |
| 1108 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 167,593 | $134K | 0.02% | ABS-MBS |
| 1109 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 140,000 | $133K | 0.02% | DBT |
| 1110 | Norfolk Southern Corporation | NSC | Oct 2022 | 210,000 | $133K | 0.02% | DBT |
| 1111 | Broadcom Inc | AVGO | Oct 2022 | 154,000 | $132K | 0.02% | DBT |
| 1112 | Anheuser-Busch InBev Worldwide Inc. | ABIBB | Oct 2022 | 140,000 | $132K | 0.02% | DBT |
| 1113 | Fnma Pass-Thru I | FN | Oct 2022 | 154,777 | $132K | 0.02% | ABS-MBS |
| 1114 | Fnma Pass-Thru I | FN | Oct 2022 | 141,644 | $132K | 0.02% | ABS-MBS |
| 1115 | OIS_CCP USD RCV SOFR1D PAY 2.6% 15-FEB-2048 | 000000000 | Oct 2022 | 841,000 | $132K | 0.02% | DIR |
| 1116 | Motorola Solutions Inc | MSI | Oct 2022 | 140,000 | $132K | 0.02% | DBT |
| 1117 | HCA Inc. | HCA | Oct 2022 | 135,000 | $132K | 0.02% | DBT |
| 1118 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 165,759 | $132K | 0.02% | ABS-MBS |
| 1119 | Delta Air Lines, Inc. Pass Thru Trust | DAL | Oct 2022 | 137,000 | $131K | 0.02% | ABS-O |
| 1120 | Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc | ABIBB | Oct 2022 | 145,000 | $131K | 0.02% | DBT |
| 1121 | Government National Mortgage Association | GNR | Oct 2022 | 136,200 | $131K | 0.02% | ABS-MBS |
| 1122 | Humana Inc. | HUM | Oct 2022 | 140,000 | $131K | 0.02% | DBT |
| 1123 | Citigroup Inc. | C | Oct 2022 | 144,000 | $131K | 0.02% | DBT |
| 1124 | Fnma Pass-Thru I | FN | Oct 2022 | 141,658 | $131K | 0.02% | ABS-MBS |
| 1125 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 151,436 | $131K | 0.02% | ABS-MBS |
| 1126 | Cameron LNG LLC | CAMLNG | Oct 2022 | 160,000 | $131K | 0.02% | DBT |
| 1127 | International Business Machines Corporation | IBM | Oct 2022 | 200,000 | $130K | 0.02% | DBT |
| 1128 | Shell International Finance B.V. | RDSALN | Oct 2022 | 140,000 | $130K | 0.02% | DBT |
| 1129 | Harborview Mtg Loan Trust | HVMLT | Oct 2022 | 145,225 | $130K | 0.02% | ABS-O |
| 1130 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 156,450 | $130K | 0.02% | ABS-MBS |
| 1131 | Amazon.com, Inc. | AMZN | Oct 2022 | 140,000 | $130K | 0.02% | DBT |
| 1132 | Fnma Pass-Thru I | FN | Oct 2022 | 143,470 | $129K | 0.02% | ABS-MBS |
| 1133 | Burlington Northern Santa Fe LLC | BNSF | Oct 2022 | 189,000 | $129K | 0.02% | DBT |
| 1134 | Fnma Pass-Thru I | FN | Oct 2022 | 155,962 | $129K | 0.02% | ABS-MBS |
| 1135 | Peru (Republic of) | PERU | Oct 2022 | 137,000 | $129K | 0.02% | DBT |
| 1136 | The Boeing Company | BA | Oct 2022 | 212,000 | $128K | 0.02% | DBT |
| 1137 | Petroleos del Peru - Petroperu SA | PETRPE | Oct 2022 | 200,000 | $128K | 0.02% | DBT |
| 1138 | Fnma Pass-Thru I | FN | Oct 2022 | 153,991 | $128K | 0.02% | ABS-MBS |
| 1139 | AbbVie Inc. | ABBV | Oct 2022 | 154,000 | $128K | 0.02% | DBT |
| 1140 | Altria Group, Inc. | MO | Oct 2022 | 180,000 | $128K | 0.02% | DBT |
| 1141 | Mars Inc. (Del) | MARS | Oct 2022 | 200,000 | $128K | 0.02% | DBT |
| 1142 | T-Mobile USA, Inc. | TMUS | Oct 2022 | 190,000 | $128K | 0.02% | DBT |
| 1143 | Fnma Pass-Thru I | FN | Oct 2022 | 154,565 | $128K | 0.02% | ABS-MBS |
| 1144 | Fnma Pass-Thru I | FN | Oct 2022 | 154,612 | $128K | 0.02% | ABS-MBS |
| 1145 | Federal National Mortgage Association | FNMA | Oct 2022 | 133,507 | $128K | 0.02% | ABS-MBS |
| 1146 | McDonald's Corporation | MCD | Oct 2022 | 140,000 | $128K | 0.02% | DBT |
| 1147 | Oracle Corporation | ORCL | Oct 2022 | 170,000 | $127K | 0.02% | DBT |
| 1148 | Energy Transfer LP | ET | Oct 2022 | 160,000 | $127K | 0.02% | DBT |
| 1149 | Johnson & Johnson | JNJ | Oct 2022 | 150,000 | $127K | 0.02% | DBT |
| 1150 | Intel Corporation | INTC | Oct 2022 | 183,000 | $127K | 0.02% | DBT |
| 1151 | AbbVie Inc. | ABBV | Oct 2022 | 142,000 | $127K | 0.02% | DBT |
| 1152 | Energy Transfer LP | ET | Oct 2022 | 130,000 | $127K | 0.02% | DBT |
| 1153 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 211,000 | $126K | 0.02% | DBT |
| 1154 | Government National Mortgage Association | GNR | Oct 2022 | 128,901 | $126K | 0.02% | ABS-O |
| 1155 | AT&T Inc | T | Oct 2022 | 171,000 | $126K | 0.02% | DBT |
| 1156 | Energy Transfer LP | ET | Oct 2022 | 160,000 | $126K | 0.02% | DBT |
| 1157 | Fnma Pass-Thru I | FN | Oct 2022 | 139,499 | $126K | 0.02% | ABS-MBS |
| 1158 | Federal National Mortgage Association | FNMA | Oct 2022 | 858,098 | $126K | 0.02% | ABS-O |
| 1159 | Microsoft Corporation | MSFT | Oct 2022 | 200,000 | $125K | 0.02% | DBT |
| 1160 | Blackstone Private Credit Fund | BCRED | Oct 2022 | 154,000 | $125K | 0.02% | DBT |
| 1161 | Continental Resources, Inc. | CLR | Oct 2022 | 130,000 | $125K | 0.02% | DBT |
| 1162 | Government National Mortgage Association | GNR | Oct 2022 | 135,179 | $125K | 0.02% | ABS-MBS |
| 1163 | Kinder Morgan Energy Partners LP | KMI | Oct 2022 | 129,000 | $124K | 0.02% | DBT |
| 1164 | Constellation Brands, Inc. | STZ | Oct 2022 | 130,000 | $124K | 0.02% | DBT |
| 1165 | Shell International Finance B.V. | RDSALN | Oct 2022 | 150,000 | $124K | 0.02% | DBT |
| 1166 | Government National Mortgage Association | GNR | Oct 2022 | 127,741 | $124K | 0.02% | ABS-MBS |
| 1167 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 161,000 | $124K | 0.02% | DBT |
| 1168 | KLA Corporation | KLAC | Oct 2022 | 130,000 | $123K | 0.02% | DBT |
| 1169 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 134,741 | $123K | 0.02% | ABS-MBS |
| 1170 | B.A.T. Capital Corporation | BATSLN | Oct 2022 | 190,000 | $123K | 0.02% | DBT |
| 1171 | Vodafone Group PLC | VOD | Oct 2022 | 130,000 | $122K | 0.02% | DBT |
| 1172 | CSMC 2021-NQM7 TRUST | CSMC | Oct 2022 | 155,020 | $122K | 0.02% | ABS-O |
| 1173 | Berkshire Hathaway Finance Corporation | BRK | Oct 2022 | 150,000 | $122K | 0.02% | DBT |
| 1174 | Autodesk Inc | ADSK | Oct 2022 | 158,000 | $122K | 0.02% | DBT |
| 1175 | Intel Corporation | INTC | Oct 2022 | 150,000 | $122K | 0.02% | DBT |
| 1176 | Morgan Stanley | MS | Oct 2022 | 2,508,892 | $121K | 0.02% | ABS-O |
| 1177 | Fnma Pass-Thru I | FN | Oct 2022 | 151,246 | $121K | 0.02% | ABS-MBS |
| 1178 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 843,123 | $121K | 0.02% | ABS-O |
| 1179 | UnitedHealth Group Inc. | UNH | Oct 2022 | 130,000 | $121K | 0.02% | DBT |
| 1180 | Paypal Holdings Incorporation | PYPL | Oct 2022 | 150,000 | $121K | 0.02% | DBT |
| 1181 | CNH Industrial Capital LLC | CNHI | Oct 2022 | 123,000 | $121K | 0.02% | DBT |
| 1182 | Fnma Pass-Thru I | FN | Oct 2022 | 146,628 | $121K | 0.02% | ABS-MBS |
| 1183 | The Charles Schwab Corporation | SCHW | Oct 2022 | 162,000 | $120K | 0.02% | DBT |
| 1184 | AbbVie Inc. | ABBV | Oct 2022 | 155,000 | $120K | 0.02% | DBT |
| 1185 | W. P. Carey Inc | WPC | Oct 2022 | 160,000 | $120K | 0.02% | DBT |
| 1186 | Chevron Corporation | CVX | Oct 2022 | 130,000 | $120K | 0.02% | DBT |
| 1187 | Home Depot Inc | HD | Oct 2022 | 160,000 | $120K | 0.02% | DBT |
| 1188 | USAA Capital Corp. | USAACA | Oct 2022 | 150,000 | $119K | 0.02% | DBT |
| 1189 | Magallanes Inc. | WBD | Oct 2022 | 140,000 | $119K | 0.02% | DBT |
| 1190 | Citigroup Inc. | C | Oct 2022 | 120,000 | $119K | 0.02% | DBT |
| 1191 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 192,000 | $119K | 0.02% | DBT |
| 1192 | United States Treasury Notes | T | Oct 2022 | 121,000 | $119K | 0.02% | DBT |
| 1193 | Peru (Republic of) | PERU | Oct 2022 | 180,000 | $119K | 0.02% | DBT |
| 1194 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NXSS | JPMCC | Oct 2022 | 120,000 | $119K | 0.02% | ABS-O |
| 1195 | The Boeing Company | BA | Oct 2022 | 140,000 | $118K | 0.02% | DBT |
| 1196 | BAKELITE UK INTERMDITE TL | LX2023682 | Oct 2022 | 127,680 | $118K | 0.02% | DBT |
| 1197 | Fnma Pass-Thru I | FN | Oct 2022 | 148,324 | $118K | 0.02% | ABS-MBS |
| 1198 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 148,030 | $118K | 0.02% | ABS-MBS |
| 1199 | Verizon Communications Inc. | VZ | Oct 2022 | 106,000 | $118K | 0.02% | DBT |
| 1200 | Pepsico Inc | PEP | Oct 2022 | 120,000 | $118K | 0.02% | DBT |
| 1201 | Raytheon Technologies Corporation | RTX | Oct 2022 | 150,000 | $118K | 0.02% | DBT |
| 1202 | PFP 2022-9 LTD | PFP | Oct 2022 | 120,000 | $118K | 0.02% | ABS-CBDO |
| 1203 | Amazon.com, Inc. | AMZN | Oct 2022 | 130,000 | $117K | 0.02% | DBT |
| 1204 | Citigroup Inc. | C | Oct 2022 | 120,000 | $117K | 0.02% | DBT |
| 1205 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 120,000 | $117K | 0.02% | DBT |
| 1206 | Federal National Mortgage Association | FNMA | Oct 2022 | 209,546 | $117K | 0.02% | ABS-O |
| 1207 | Citigroup Inc. | C | Oct 2022 | 156,000 | $117K | 0.02% | DBT |
| 1208 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 121,074 | $116K | 0.02% | ABS-MBS |
| 1209 | TEXAS ST | TXS | Oct 2022 | 115,000 | $116K | 0.02% | DBT |
| 1210 | Fnma Pass-Thru I | FN | Oct 2022 | 119,934 | $116K | 0.02% | ABS-MBS |
| 1211 | Pioneer Natural Resources Company | PXD | Oct 2022 | 150,000 | $115K | 0.02% | DBT |
| 1212 | Federal National Mortgage Association | FNMA | Oct 2022 | 132,459 | $115K | 0.02% | ABS-MBS |
| 1213 | Enterprise Products Operating LLC | EPD | Oct 2022 | 134,000 | $115K | 0.02% | DBT |
| 1214 | Energy Transfer LP | ET | Oct 2022 | 145,000 | $115K | 0.02% | DBT |
| 1215 | Bank of Nova Scotia | BNS | Oct 2022 | 140,000 | $115K | 0.02% | DBT |
| 1216 | Williams Partners L.P. | WMB | Oct 2022 | 140,000 | $115K | 0.02% | DBT |
| 1217 | Fnma Pass-Thru I | FN | Oct 2022 | 139,192 | $115K | 0.02% | ABS-MBS |
| 1218 | Federal National Mortgage Association | FNMA | Oct 2022 | 144,050 | $115K | 0.02% | ABS-MBS |
| 1219 | Northrop Grumman Corporation | NOC | Oct 2022 | 146,000 | $115K | 0.02% | DBT |
| 1220 | Entergy Louisiana, LLC | ETR | Oct 2022 | 148,000 | $114K | 0.02% | DBT |
| 1221 | Federal National Mortgage Association | FNMA | Oct 2022 | 752,112 | $114K | 0.02% | ABS-O |
| 1222 | Capital One Financial Corporation | COF | Oct 2022 | 139,000 | $114K | 0.02% | DBT |
| 1223 | Amazon.com, Inc. | AMZN | Oct 2022 | 140,000 | $114K | 0.02% | DBT |
| 1224 | Continental Resources, Inc. | CLR | Oct 2022 | 160,000 | $114K | 0.02% | DBT |
| 1225 | CSMC TRUST | CSMC | Oct 2022 | 131,905 | $113K | 0.02% | ABS-O |
| 1226 | United States Treasury Notes | T | Oct 2022 | 122,000 | $113K | 0.02% | DBT |
| 1227 | Oncor Electric Delivery Company LLC | ONCRTX | Oct 2022 | 120,000 | $113K | 0.02% | DBT |
| 1228 | Waste Management, Inc. | WM | Oct 2022 | 139,000 | $113K | 0.02% | DBT |
| 1229 | Aercap Ireland Capital DAC | AER | Oct 2022 | 150,000 | $113K | 0.02% | DBT |
| 1230 | CASCADE MH ASSET TRUST | CMHAT | Oct 2022 | 134,407 | $112K | 0.02% | ABS-O |
| 1231 | Oracle Corporation | ORCL | Oct 2022 | 165,000 | $112K | 0.02% | DBT |
| 1232 | Federal National Mortgage Association | FNMA | Oct 2022 | 115,245 | $112K | 0.02% | ABS-MBS |
| 1233 | Workday Inc | WDAY | Oct 2022 | 130,000 | $111K | 0.02% | DBT |
| 1234 | Wells Fargo & Company | WFC | Oct 2022 | 130,000 | $111K | 0.02% | DBT |
| 1235 | American Transmission Systems, Incorporated | FE | Oct 2022 | 143,000 | $111K | 0.02% | DBT |
| 1236 | Federal National Mortgage Association | FNMA | Oct 2022 | 123,719 | $111K | 0.02% | ABS-MBS |
| 1237 | Federal National Mortgage Association | FNMA | Oct 2022 | 123,483 | $111K | 0.02% | ABS-MBS |
| 1238 | Federal National Mortgage Association | FNMA | Oct 2022 | 117,940 | $110K | 0.02% | ABS-MBS |
| 1239 | Cigna Corporation | CI | Oct 2022 | 130,000 | $110K | 0.02% | DBT |
| 1240 | Broadcom Inc | AVGO | Oct 2022 | 147,000 | $110K | 0.02% | DBT |
| 1241 | Fnma Pass-Thru I | FN | Oct 2022 | 137,866 | $110K | 0.02% | ABS-MBS |
| 1242 | Exxon Mobil Corporation | XOM | Oct 2022 | 120,000 | $109K | 0.02% | DBT |
| 1243 | Anheuser-Busch InBev Worldwide Inc. | ABIBB | Oct 2022 | 130,000 | $109K | 0.02% | DBT |
| 1244 | Cintas Corporation No. 2 | CTAS | Oct 2022 | 120,000 | $109K | 0.02% | DBT |
| 1245 | Gray Television | GTN | Oct 2022 | 110,168 | $108K | 0.02% | LON |
| 1246 | Government National Mortgage Association | GNR | Oct 2022 | 115,782 | $108K | 0.02% | ABS-MBS |
| 1247 | Meta Platforms Inc | META | Oct 2022 | 146,000 | $108K | 0.02% | DBT |
| 1248 | The Boeing Company | BA | Oct 2022 | 130,000 | $108K | 0.02% | DBT |
| 1249 | Federal National Mortgage Association | FNMA | Oct 2022 | 111,688 | $108K | 0.02% | ABS-MBS |
| 1250 | Philip Morris International Inc. | PM | Oct 2022 | 200,000 | $108K | 0.02% | DBT |
| 1251 | MasterCard Incorporated | MA | Oct 2022 | 120,000 | $108K | 0.02% | DBT |
| 1252 | Government National Mortgage Association | GNR | Oct 2022 | 111,000 | $108K | 0.02% | ABS-MBS |
| 1253 | Bank of Nova Scotia | BNS | Oct 2022 | 120,000 | $108K | 0.02% | DBT |
| 1254 | Nucor Corporation | NUE | Oct 2022 | 117,000 | $108K | 0.02% | DBT |
| 1255 | Gilead Sciences, Inc. | GILD | Oct 2022 | 162,000 | $107K | 0.01% | DBT |
| 1256 | Government National Mortgage Association | GNR | Oct 2022 | 122,463 | $107K | 0.01% | ABS-MBS |
| 1257 | Cargill Inc. | CARGIL | Oct 2022 | 110,000 | $107K | 0.01% | DBT |
| 1258 | Union Pacific Corporation | UNP | Oct 2022 | 120,000 | $107K | 0.01% | DBT |
| 1259 | CERBERUS LOAN FUNDING XXVIII LP | CERB | Oct 2022 | 107,768 | $107K | 0.01% | ABS-CBDO |
| 1260 | KLA Corporation | KLAC | Oct 2022 | 121,000 | $107K | 0.01% | DBT |
| 1261 | Federal National Mortgage Association | FNMA | Oct 2022 | 134,281 | $106K | 0.01% | ABS-MBS |
| 1262 | Government National Mortgage Association | GNR | Oct 2022 | 113,313 | $106K | 0.01% | ABS-MBS |
| 1263 | Fnma Pass-Thru I | FN | Oct 2022 | 119,053 | $106K | 0.01% | ABS-MBS |
| 1264 | CSMC 2021-RPL2 TRUST | CSMC | Oct 2022 | 125,526 | $106K | 0.01% | ABS-O |
| 1265 | Walt Disney Company | DIS | Oct 2022 | 162,000 | $106K | 0.01% | DBT |
| 1266 | Spectrum Management Holding Company LLC | TWC | Oct 2022 | 130,000 | $105K | 0.01% | DBT |
| 1267 | Fnma Pass-Thru I | FN | Oct 2022 | 126,489 | $105K | 0.01% | ABS-MBS |
| 1268 | THE VANGUARD GROUP | 92299APS7 | Oct 2022 | 170,000 | $105K | 0.01% | DBT |
| 1269 | Fnma Pass-Thru I | FN | Oct 2022 | 113,512 | $105K | 0.01% | ABS-MBS |
| 1270 | The Boeing Company | BA | Oct 2022 | 110,000 | $104K | 0.01% | DBT |
| 1271 | Verizon Communications Inc. | VZ | Oct 2022 | 132,000 | $104K | 0.01% | DBT |
| 1272 | Canadian Pacific Railway Company | CP | Oct 2022 | 150,000 | $104K | 0.01% | DBT |
| 1273 | Foundation Building Materials | FBM | Oct 2022 | 114,550 | $104K | 0.01% | LON |
| 1274 | Navient Student Loan Trust 2017-2 | NAVSL | Oct 2022 | 105,518 | $104K | 0.01% | ABS-O |
| 1275 | Comcast Corporation | CMCSA | Oct 2022 | 140,000 | $104K | 0.01% | DBT |
| 1276 | Target Corporation | TGT | Oct 2022 | 110,000 | $103K | 0.01% | DBT |
| 1277 | Gilead Sciences, Inc. | GILD | Oct 2022 | 120,000 | $103K | 0.01% | DBT |
| 1278 | Fnma Pass-Thru I | FN | Oct 2022 | 123,861 | $103K | 0.01% | ABS-MBS |
| 1279 | Bank of America Corporation | BAC | Oct 2022 | 133,000 | $103K | 0.01% | DBT |
| 1280 | Amazon.com, Inc. | AMZN | Oct 2022 | 173,000 | $103K | 0.01% | DBT |
| 1281 | NVIDIA Corp. | NVDA | Oct 2022 | 150,000 | $102K | 0.01% | DBT |
| 1282 | UnitedHealth Group Inc. | UNH | Oct 2022 | 110,000 | $102K | 0.01% | DBT |
| 1283 | Devon Energy Corporation | DVN | Oct 2022 | 112,000 | $102K | 0.01% | DBT |
| 1284 | Government National Mortgage Association | GNR | Oct 2022 | 202,868 | $102K | 0.01% | ABS-O |
| 1285 | Fnma Pass-Thru I | FN | Oct 2022 | 119,349 | $102K | 0.01% | ABS-MBS |
| 1286 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 127,776 | $102K | 0.01% | ABS-MBS |
| 1287 | Fnma Pass-Thru I | FN | Oct 2022 | 111,088 | $102K | 0.01% | ABS-MBS |
| 1288 | Kinder Morgan Energy Partners LP | KMI | Oct 2022 | 110,000 | $102K | 0.01% | DBT |
| 1289 | Fnma Pass-Thru I | FN | Oct 2022 | 110,879 | $101K | 0.01% | ABS-MBS |
| 1290 | UnitedHealth Group Inc. | UNH | Oct 2022 | 110,000 | $101K | 0.01% | DBT |
| 1291 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 113,771 | $101K | 0.01% | ABS-MBS |
| 1292 | Morgan Stanley | MS | Oct 2022 | 119,000 | $101K | 0.01% | DBT |
| 1293 | Amazon.com, Inc. | AMZN | Oct 2022 | 110,000 | $101K | 0.01% | DBT |
| 1294 | Fnma Pass-Thru I | FN | Oct 2022 | 121,275 | $101K | 0.01% | ABS-MBS |
| 1295 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 160,000 | $101K | 0.01% | DBT |
| 1296 | Peru (Republic of) | PERU | Oct 2022 | 110,000 | $101K | 0.01% | DBT |
| 1297 | PLACEHOLD FNMA 30YR POOL | 000000000 | Oct 2022 | 100,000 | $101K | 0.01% | ABS-MBS |
| 1298 | Fnma Pass-Thru I | FN | Oct 2022 | 113,497 | $101K | 0.01% | ABS-MBS |
| 1299 | PLACEHOLD FNMA 10YR POOL | 000000000 | Oct 2022 | 100,000 | $100K | 0.01% | ABS-MBS |
| 1300 | Adjustable Rate Mortgage Trust | ARMT | Oct 2022 | 102,878 | $100K | 0.01% | ABS-O |
| 1301 | Penske Truck Leasing Co., L.P. | PENSKE | Oct 2022 | 116,000 | $100K | 0.01% | DBT |
| 1302 | Fnma Pass-Thru I | FN | Oct 2022 | 121,203 | $100K | 0.01% | ABS-MBS |
| 1303 | Cigna Corporation | CI | Oct 2022 | 101,000 | $100K | 0.01% | DBT |
| 1304 | Targa Resources Co | TRGP | Oct 2022 | 133,000 | $100K | 0.01% | DBT |
| 1305 | CVS Health Corp | CVS | Oct 2022 | 130,000 | $99K | 0.01% | DBT |
| 1306 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 130,000 | $99K | 0.01% | DBT |
| 1307 | Enable Midstream Partners LP | ET | Oct 2022 | 102,000 | $99K | 0.01% | DBT |
| 1308 | Bristol-Myers Squibb Company | BMY | Oct 2022 | 105,000 | $99K | 0.01% | DBT |
| 1309 | Ecopetrol S.A. | ECOPET | Oct 2022 | 120,000 | $99K | 0.01% | DBT |
| 1310 | Fnma Pass-Thru I | FN | Oct 2022 | 123,436 | $99K | 0.01% | ABS-MBS |
| 1311 | CSMC 2022-NWPT | CSMC | Oct 2022 | 100,000 | $99K | 0.01% | ABS-O |
| 1312 | The Toronto-Dominion Bank | TD | Oct 2022 | 110,000 | $99K | 0.01% | DBT |
| 1313 | PLACEHOLD FNMA 10YR POOL | 000000000 | Oct 2022 | 100,000 | $98K | 0.01% | ABS-MBS |
| 1314 | JPMorgan Chase & Co. | JPM | Oct 2022 | 130,000 | $98K | 0.01% | DBT |
| 1315 | AT&T Inc | T | Oct 2022 | 103,000 | $98K | 0.01% | DBT |
| 1316 | Government National Mortgage Association | GNR | Oct 2022 | 115,004 | $98K | 0.01% | ABS-MBS |
| 1317 | Kinder Morgan Energy Partners LP | KMI | Oct 2022 | 100,000 | $98K | 0.01% | DBT |
| 1318 | Fnma Pass-Thru I | FN | Oct 2022 | 108,144 | $97K | 0.01% | ABS-MBS |
| 1319 | Digital Dutch Finco BV | DLR | Oct 2022 | 130,000 | $97K | 0.01% | DBT |
| 1320 | Canadian Imperial Bank of Commerce | CM | Oct 2022 | 100,000 | $97K | 0.01% | DBT |
| 1321 | Option One Mortgage Loan Trust | OOMLT | Oct 2022 | 102,165 | $97K | 0.01% | ABS-O |
| 1322 | Fnma Pass-Thru I | FN | Oct 2022 | 112,609 | $97K | 0.01% | ABS-MBS |
| 1323 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 104,217 | $97K | 0.01% | ABS-MBS |
| 1324 | UnitedHealth Group Inc. | UNH | Oct 2022 | 130,000 | $96K | 0.01% | DBT |
| 1325 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 107,000 | $96K | 0.01% | DBT |
| 1326 | Bank of America Corporation | BAC | Oct 2022 | 112,000 | $96K | 0.01% | DBT |
| 1327 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 120,000 | $96K | 0.01% | DBT |
| 1328 | Uruguay (Republic of) | URUGUA | Oct 2022 | 107,641 | $96K | 0.01% | DBT |
| 1329 | Biogen Inc | BIIB | Oct 2022 | 122,000 | $96K | 0.01% | DBT |
| 1330 | Equinix, Inc. | EQIX | Oct 2022 | 126,000 | $96K | 0.01% | DBT |
| 1331 | Fnma Pass-Thru I | FN | Oct 2022 | 120,233 | $96K | 0.01% | ABS-MBS |
| 1332 | AT&T Inc | T | Oct 2022 | 105,000 | $96K | 0.01% | DBT |
| 1333 | CAMB Commercial Mortgage Trust 2019-LIFE | CAMB | Oct 2022 | 100,000 | $95K | 0.01% | ABS-O |
| 1334 | Raytheon Technologies Corporation | RTX | Oct 2022 | 90,000 | $95K | 0.01% | DBT |
| 1335 | Las Vegas Sands Corp | LVS | Oct 2022 | 100,000 | $95K | 0.01% | DBT |
| 1336 | Federal National Mortgage Association | FNMA | Oct 2022 | 108,712 | $95K | 0.01% | ABS-MBS |
| 1337 | Fnma Pass-Thru I | FN | Oct 2022 | 99,056 | $95K | 0.01% | ABS-MBS |
| 1338 | Government National Mortgage Association | GNR | Oct 2022 | 100,000 | $95K | 0.01% | ABS-MBS |
| 1339 | Composite Resins Holding (AOC/Aliancys) | COMRSN | Oct 2022 | 99,500 | $95K | 0.01% | LON |
| 1340 | Federal National Mortgage Association | FNMA | Oct 2022 | 107,712 | $94K | 0.01% | ABS-MBS |
| 1341 | Citigroup Inc. | C | Oct 2022 | 105,000 | $94K | 0.01% | DBT |
| 1342 | Kraft Heinz Foods Company | KHC | Oct 2022 | 102,000 | $94K | 0.01% | DBT |
| 1343 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 99,514 | $94K | 0.01% | ABS-MBS |
| 1344 | Verizon Communications Inc. | VZ | Oct 2022 | 126,000 | $94K | 0.01% | DBT |
| 1345 | Mexico (United Mexican States) | MEX | Oct 2022 | 2,100,000 | $93K | 0.01% | DBT |
| 1346 | Fnma Pass-Thru I | FN | Oct 2022 | 100,990 | $93K | 0.01% | ABS-MBS |
| 1347 | AMERICAN MUN PWR OHIO INC | AMEPWR | Oct 2022 | 75,000 | $93K | 0.01% | DBT |
| 1348 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 146,000 | $93K | 0.01% | DBT |
| 1349 | MetLife Inc. | MET | Oct 2022 | 100,000 | $92K | 0.01% | DBT |
| 1350 | PECO Energy Company | EXC | Oct 2022 | 144,000 | $92K | 0.01% | DBT |
| 1351 | Apple Inc. | AAPL | Oct 2022 | 100,000 | $92K | 0.01% | DBT |
| 1352 | Fnma Pass-Thru I | FN | Oct 2022 | 100,000 | $92K | 0.01% | ABS-MBS |
| 1353 | Duke Energy Carolinas LLC | DUK | Oct 2022 | 122,000 | $92K | 0.01% | DBT |
| 1354 | Intercontinental Exchange Inc | ICE | Oct 2022 | 100,000 | $92K | 0.01% | DBT |
| 1355 | Nike, Inc. | NKE | Oct 2022 | 100,000 | $92K | 0.01% | DBT |
| 1356 | Federal National Mortgage Association | FNMA | Oct 2022 | 105,613 | $92K | 0.01% | ABS-MBS |
| 1357 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 101,769 | $92K | 0.01% | ABS-MBS |
| 1358 | Nuveen LLC | TIAAGL | Oct 2022 | 100,000 | $92K | 0.01% | DBT |
| 1359 | Anheuser-Busch InBev Worldwide Inc. | ABIBB | Oct 2022 | 94,000 | $91K | 0.01% | DBT |
| 1360 | American Airlines, Inc. | AAL | Oct 2022 | 106,878 | $91K | 0.01% | ABS-O |
| 1361 | AbbVie Inc. | ABBV | Oct 2022 | 100,000 | $91K | 0.01% | DBT |
| 1362 | Government National Mortgage Association | GNR | Oct 2022 | 97,538 | $91K | 0.01% | ABS-MBS |
| 1363 | Fnma Pass-Thru I | FN | Oct 2022 | 106,658 | $91K | 0.01% | ABS-MBS |
| 1364 | Fnma Pass-Thru I | FN | Oct 2022 | 94,872 | $91K | 0.01% | ABS-MBS |
| 1365 | Southwestern Public Service Company | XEL | Oct 2022 | 140,000 | $91K | 0.01% | DBT |
| 1366 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 95,994 | $91K | 0.01% | ABS-MBS |
| 1367 | Devon Energy Corporation | DVN | Oct 2022 | 90,000 | $91K | 0.01% | DBT |
| 1368 | Bank 2017 - Bnk7 | BANK | Oct 2022 | 100,000 | $90K | 0.01% | ABS-O |
| 1369 | Royal Bank of Canada | RY | Oct 2022 | 100,000 | $90K | 0.01% | DBT |
| 1370 | Government National Mortgage Association | GNR | Oct 2022 | 100,175 | $90K | 0.01% | ABS-MBS |
| 1371 | Fnma Pass-Thru I | FN | Oct 2022 | 105,025 | $90K | 0.01% | ABS-MBS |
| 1372 | New Residential Mortgage Loan Trust 2019-NQM1 | NRZT | Oct 2022 | 99,513 | $90K | 0.01% | ABS-O |
| 1373 | Continental Resources, Inc. | CLR | Oct 2022 | 90,000 | $90K | 0.01% | DBT |
| 1374 | Centerpoint Energy Houston Electric LLC | CNP | Oct 2022 | 131,000 | $90K | 0.01% | DBT |
| 1375 | The Cleveland Electric Illuminating Company | FE | Oct 2022 | 100,000 | $89K | 0.01% | DBT |
| 1376 | Global Payments Inc | GPN | Oct 2022 | 103,000 | $89K | 0.01% | DBT |
| 1377 | Fnma Pass-Thru I | FN | Oct 2022 | 93,911 | $89K | 0.01% | ABS-MBS |
| 1378 | Workday Inc | WDAY | Oct 2022 | 100,000 | $89K | 0.01% | DBT |
| 1379 | Government National Mortgage Association | GNR | Oct 2022 | 95,210 | $89K | 0.01% | ABS-MBS |
| 1380 | PLACE HOLD FNS427C77 | 000000000 | Oct 2022 | 600,000 | $89K | 0.01% | ABS-MBS |
| 1381 | Aetna, Inc. | AET | Oct 2022 | 90,000 | $89K | 0.01% | DBT |
| 1382 | Constellation Brands, Inc. | STZ | Oct 2022 | 90,000 | $88K | 0.01% | DBT |
| 1383 | Centerpoint Energy Houston Electric LLC | CNP | Oct 2022 | 100,000 | $88K | 0.01% | DBT |
| 1384 | Amgen Inc. | AMGN | Oct 2022 | 109,000 | $88K | 0.01% | DBT |
| 1385 | Williams Partners L.P. | WMB | Oct 2022 | 110,000 | $88K | 0.01% | DBT |
| 1386 | Kinder Morgan, Inc. | KMI | Oct 2022 | 90,000 | $88K | 0.01% | DBT |
| 1387 | Altria Group, Inc. | MO | Oct 2022 | 100,000 | $87K | 0.01% | DBT |
| 1388 | Fnma Pass-Thru I | FN | Oct 2022 | 94,459 | $87K | 0.01% | ABS-MBS |
| 1389 | Fnma Pass-Thru I | FN | Oct 2022 | 99,053 | $87K | 0.01% | ABS-MBS |
| 1390 | Apple Inc. | AAPL | Oct 2022 | 147,000 | $87K | 0.01% | DBT |
| 1391 | Government National Mortgage Association | GNR | Oct 2022 | 98,457 | $87K | 0.01% | ABS-MBS |
| 1392 | Fnma Pass-Thru I | FN | Oct 2022 | 98,857 | $87K | 0.01% | ABS-MBS |
| 1393 | Broadcom Inc | AVGO | Oct 2022 | 104,000 | $87K | 0.01% | DBT |
| 1394 | Norfolk Southern Corporation | NSC | Oct 2022 | 105,000 | $87K | 0.01% | DBT |
| 1395 | Union Pacific Corporation | UNP | Oct 2022 | 130,000 | $87K | 0.01% | DBT |
| 1396 | Motorola Solutions Inc | MSI | Oct 2022 | 105,000 | $87K | 0.01% | DBT |
| 1397 | Nike, Inc. | NKE | Oct 2022 | 100,000 | $87K | 0.01% | DBT |
| 1398 | Fnma Pass-Thru I | FN | Oct 2022 | 93,869 | $87K | 0.01% | ABS-MBS |
| 1399 | Fnma Pass-Thru I | FN | Oct 2022 | 90,436 | $86K | 0.01% | ABS-MBS |
| 1400 | Baltimore Gas & Electric Company | EXC | Oct 2022 | 118,000 | $86K | 0.01% | DBT |
| 1401 | Enterprise Products Operating LLC | EPD | Oct 2022 | 100,000 | $86K | 0.01% | DBT |
| 1402 | Federal National Mortgage Association | FNMA | Oct 2022 | 87,300 | $86K | 0.01% | ABS-MBS |
| 1403 | The Boeing Company | BA | Oct 2022 | 137,000 | $86K | 0.01% | DBT |
| 1404 | Federal National Mortgage Association | FNMA | Oct 2022 | 88,689 | $86K | 0.01% | ABS-MBS |
| 1405 | Union Pacific Corporation | UNP | Oct 2022 | 120,000 | $86K | 0.01% | DBT |
| 1406 | Fnma Pass-Thru I | FN | Oct 2022 | 107,348 | $86K | 0.01% | ABS-MBS |
| 1407 | Fnma Pass-Thru I | FN | Oct 2022 | 96,702 | $85K | 0.01% | ABS-MBS |
| 1408 | Kinder Morgan Energy Partners LP | KMI | Oct 2022 | 101,000 | $85K | 0.01% | DBT |
| 1409 | Western Midstream Operating LP | WES | Oct 2022 | 90,000 | $85K | 0.01% | DBT |
| 1410 | Mars Inc. (Del) | MARS | Oct 2022 | 90,000 | $85K | 0.01% | DBT |
| 1411 | Fnma Pass-Thru I | FN | Oct 2022 | 95,748 | $85K | 0.01% | ABS-MBS |
| 1412 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 106,000 | $85K | 0.01% | DBT |
| 1413 | Devon Energy Corporation | DVN | Oct 2022 | 104,000 | $85K | 0.01% | DBT |
| 1414 | Southern Natural Gas Company | SONGAS | Oct 2022 | 80,000 | $85K | 0.01% | DBT |
| 1415 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 106,652 | $85K | 0.01% | ABS-MBS |
| 1416 | Reynolds American Inc. | BATSLN | Oct 2022 | 108,000 | $85K | 0.01% | DBT |
| 1417 | Fnma Pass-Thru I | FN | Oct 2022 | 91,634 | $85K | 0.01% | ABS-MBS |
| 1418 | Becton, Dickinson and Company | BDX | Oct 2022 | 87,000 | $84K | 0.01% | DBT |
| 1419 | Government National Mortgage Association | GNR | Oct 2022 | 96,093 | $84K | 0.01% | ABS-MBS |
| 1420 | Fnma Pass-Thru I | FN | Oct 2022 | 88,977 | $84K | 0.01% | ABS-MBS |
| 1421 | Enterprise Products Operating LLC | EPD | Oct 2022 | 100,000 | $84K | 0.01% | DBT |
| 1422 | Abbott Laboratories | ABT | Oct 2022 | 90,000 | $84K | 0.01% | DBT |
| 1423 | Federal National Mortgage Association | FNMA | Oct 2022 | 97,451 | $84K | 0.01% | ABS-MBS |
| 1424 | Government National Mortgage Association | GNR | Oct 2022 | 95,600 | $84K | 0.01% | ABS-MBS |
| 1425 | BENCHMARK MORTGAGE TRUST | BMARK | Oct 2022 | 1,739,439 | $84K | 0.01% | ABS-O |
| 1426 | Cfk Trust 2019-Fax | CFK | Oct 2022 | 100,000 | $84K | 0.01% | ABS-O |
| 1427 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 87,015 | $83K | 0.01% | ABS-MBS |
| 1428 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 142,000 | $83K | 0.01% | DBT |
| 1429 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 110,000 | $83K | 0.01% | DBT |
| 1430 | Government National Mortgage Association | GNR | Oct 2022 | 95,195 | $83K | 0.01% | ABS-MBS |
| 1431 | Fnma Pass-Thru I | FN | Oct 2022 | 89,973 | $83K | 0.01% | ABS-MBS |
| 1432 | Federal National Mortgage Association | FNMA | Oct 2022 | 551,303 | $83K | 0.01% | ABS-O |
| 1433 | Paypal Holdings Incorporation | PYPL | Oct 2022 | 90,000 | $83K | 0.01% | DBT |
| 1434 | Diamondback Energy Inc | FANG | Oct 2022 | 110,000 | $82K | 0.01% | DBT |
| 1435 | Government National Mortgage Association | GNR | Oct 2022 | 95,969 | $82K | 0.01% | ABS-MBS |
| 1436 | Lockheed Martin Corporation | LMT | Oct 2022 | 90,000 | $82K | 0.01% | DBT |
| 1437 | American Airlines, Inc. | AAL | Oct 2022 | 85,280 | $82K | 0.01% | ABS-O |
| 1438 | Fnma Pass-Thru I | FN | Oct 2022 | 94,966 | $82K | 0.01% | ABS-MBS |
| 1439 | Citigroup ComlMtg | CGCMT | Oct 2022 | 88,681 | $82K | 0.01% | ABS-O |
| 1440 | Fnma Pass-Thru I | FN | Oct 2022 | 92,947 | $82K | 0.01% | ABS-MBS |
| 1441 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 95,456 | $82K | 0.01% | ABS-MBS |
| 1442 | Fnma Pass-Thru I | FN | Oct 2022 | 93,296 | $82K | 0.01% | ABS-MBS |
| 1443 | Government National Mortgage Association | GNR | Oct 2022 | 475,493 | $82K | 0.01% | ABS-O |
| 1444 | Verizon Communications Inc. | VZ | Oct 2022 | 110,000 | $82K | 0.01% | DBT |
| 1445 | Morgan Stanley | MS | Oct 2022 | 113,000 | $81K | 0.01% | DBT |
| 1446 | PLACE HOLD FNS427C71 | 000000000 | Oct 2022 | 500,000 | $81K | 0.01% | ABS-MBS |
| 1447 | Fnma Pass-Thru I | FN | Oct 2022 | 88,733 | $81K | 0.01% | ABS-MBS |
| 1448 | Fnma Pass-Thru I | FN | Oct 2022 | 93,864 | $81K | 0.01% | ABS-MBS |
| 1449 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 451,480 | $81K | 0.01% | ABS-O |
| 1450 | Government National Mortgage Association | GNR | Oct 2022 | 87,801 | $81K | 0.01% | ABS-MBS |
| 1451 | Government National Mortgage Association | GNR | Oct 2022 | 91,094 | $81K | 0.01% | ABS-MBS |
| 1452 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 90,000 | $81K | 0.01% | DBT |
| 1453 | Raytheon Technologies Corporation | RTX | Oct 2022 | 100,000 | $81K | 0.01% | DBT |
| 1454 | General Motors Financial Company Inc | GM | Oct 2022 | 110,000 | $81K | 0.01% | DBT |
| 1455 | NXP B V / NXP Funding LLC & NXP USA Inc | NXPI | Oct 2022 | 108,000 | $80K | 0.01% | DBT |
| 1456 | Fnma Pass-Thru I | FN | Oct 2022 | 92,269 | $80K | 0.01% | ABS-MBS |
| 1457 | Fnma Pass-Thru I | FN | Oct 2022 | 91,582 | $80K | 0.01% | ABS-MBS |
| 1458 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 139,000 | $80K | 0.01% | DBT |
| 1459 | Fnma Pass-Thru I | FN | Oct 2022 | 93,217 | $80K | 0.01% | ABS-MBS |
| 1460 | MPLX LP | MPLX | Oct 2022 | 100,000 | $80K | 0.01% | DBT |
| 1461 | Federal National Mortgage Association | FNMA | Oct 2022 | 83,437 | $80K | 0.01% | ABS-MBS |
| 1462 | Fnma Pass-Thru I | FN | Oct 2022 | 91,154 | $80K | 0.01% | ABS-MBS |
| 1463 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 96,778 | $80K | 0.01% | ABS-MBS |
| 1464 | Alexandria Real Estate Equities, Inc. | ARE | Oct 2022 | 106,000 | $80K | 0.01% | DBT |
| 1465 | Federal National Mortgage Association | FNMA | Oct 2022 | 91,689 | $80K | 0.01% | ABS-MBS |
| 1466 | Federal National Mortgage Association | FNMA | Oct 2022 | 82,361 | $80K | 0.01% | ABS-MBS |
| 1467 | Pfizer Inc. | PFE | Oct 2022 | 100,000 | $80K | 0.01% | DBT |
| 1468 | CSX Corporation | CSX | Oct 2022 | 118,000 | $80K | 0.01% | DBT |
| 1469 | Raytheon Technologies Corporation | RTX | Oct 2022 | 121,000 | $80K | 0.01% | DBT |
| 1470 | Fnma Pass-Thru I | FN | Oct 2022 | 99,524 | $79K | 0.01% | ABS-MBS |
| 1471 | Moodys Corp | MCO | Oct 2022 | 105,000 | $79K | 0.01% | DBT |
| 1472 | Ohio Power Company | AEP | Oct 2022 | 107,000 | $79K | 0.01% | DBT |
| 1473 | B.A.T. Capital Corporation | BATSLN | Oct 2022 | 100,000 | $79K | 0.01% | DBT |
| 1474 | Fnma Pass-Thru I | FN | Oct 2022 | 91,842 | $79K | 0.01% | ABS-MBS |
| 1475 | Fnma Pass-Thru I | FN | Oct 2022 | 96,051 | $79K | 0.01% | ABS-MBS |
| 1476 | Equinix, Inc. | EQIX | Oct 2022 | 104,000 | $79K | 0.01% | DBT |
| 1477 | Government National Mortgage Association | GNR | Oct 2022 | 88,502 | $79K | 0.01% | ABS-MBS |
| 1478 | Fnma Pass-Thru I | FN | Oct 2022 | 95,998 | $79K | 0.01% | ABS-MBS |
| 1479 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 95,643 | $79K | 0.01% | ABS-MBS |
| 1480 | Fnma Pass-Thru I | FN | Oct 2022 | 94,885 | $79K | 0.01% | ABS-MBS |
| 1481 | Fnma Pass-Thru I | FN | Oct 2022 | 92,838 | $79K | 0.01% | ABS-MBS |
| 1482 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 92,095 | $79K | 0.01% | ABS-MBS |
| 1483 | Federal National Mortgage Association | FNMA | Oct 2022 | 99,363 | $79K | 0.01% | ABS-MBS |
| 1484 | Fnma Pass-Thru I | FN | Oct 2022 | 95,647 | $79K | 0.01% | ABS-MBS |
| 1485 | Northrop Grumman Corporation | NOC | Oct 2022 | 100,000 | $79K | 0.01% | DBT |
| 1486 | Fnma Pass-Thru I | FN | Oct 2022 | 94,382 | $79K | 0.01% | ABS-MBS |
| 1487 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 95,935 | $79K | 0.01% | ABS-MBS |
| 1488 | Fnma Pass-Thru I | FN | Oct 2022 | 90,770 | $79K | 0.01% | ABS-MBS |
| 1489 | Fnma Pass-Thru I | FN | Oct 2022 | 95,318 | $79K | 0.01% | ABS-MBS |
| 1490 | Federal National Mortgage Association | FNMA | Oct 2022 | 91,742 | $79K | 0.01% | ABS-O |
| 1491 | Fnma Pass-Thru I | FN | Oct 2022 | 94,882 | $78K | 0.01% | ABS-MBS |
| 1492 | Fnma Pass-Thru I | FN | Oct 2022 | 95,089 | $78K | 0.01% | ABS-MBS |
| 1493 | The Coca-Cola Company | KO | Oct 2022 | 90,000 | $78K | 0.01% | DBT |
| 1494 | Federal National Mortgage Association | FNMA | Oct 2022 | 83,028 | $78K | 0.01% | ABS-MBS |
| 1495 | Fnma Pass-Thru I | FN | Oct 2022 | 94,470 | $78K | 0.01% | ABS-MBS |
| 1496 | Fnma Pass-Thru I | FN | Oct 2022 | 94,446 | $78K | 0.01% | ABS-MBS |
| 1497 | Dessert Holdings | BCPENO | Oct 2022 | 84,361 | $78K | 0.01% | LON |
| 1498 | Federal National Mortgage Association | FNMA | Oct 2022 | 97,605 | $78K | 0.01% | ABS-MBS |
| 1499 | Takeda Pharmaceutical Co Ltd. | TACHEM | Oct 2022 | 110,000 | $78K | 0.01% | DBT |
| 1500 | Fnma Pass-Thru I | FN | Oct 2022 | 94,721 | $78K | 0.01% | ABS-MBS |
| 1501 | Raytheon Technologies Corporation | RTX | Oct 2022 | 122,000 | $78K | 0.01% | DBT |
| 1502 | Fnma Pass-Thru I | FN | Oct 2022 | 96,840 | $78K | 0.01% | ABS-MBS |
| 1503 | NEW JERSEY ST TPK AUTH | NJSTRN | Oct 2022 | 66,000 | $78K | 0.01% | DBT |
| 1504 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 94,181 | $77K | 0.01% | ABS-MBS |
| 1505 | Federal National Mortgage Association | FNMA | Oct 2022 | 75,334 | $77K | 0.01% | ABS-O |
| 1506 | Fnma Pass-Thru I | FN | Oct 2022 | 93,630 | $77K | 0.01% | ABS-MBS |
| 1507 | Fnma Pass-Thru I | FN | Oct 2022 | 92,296 | $77K | 0.01% | ABS-MBS |
| 1508 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -1,512,000 | $77K | 0.01% | DFE |
| 1509 | SAN ANTONIO TEX | SANUTL | Oct 2022 | 75,000 | $77K | 0.01% | DBT |
| 1510 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 96,472 | $77K | 0.01% | ABS-MBS |
| 1511 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 92,623 | $76K | 0.01% | ABS-MBS |
| 1512 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 88,950 | $76K | 0.01% | ABS-MBS |
| 1513 | Fnma Pass-Thru I | FN | Oct 2022 | 92,509 | $76K | 0.01% | ABS-MBS |
| 1514 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 92,315 | $76K | 0.01% | ABS-MBS |
| 1515 | Federal National Mortgage Association | FNMA | Oct 2022 | 92,442 | $76K | 0.01% | ABS-MBS |
| 1516 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 92,264 | $76K | 0.01% | ABS-MBS |
| 1517 | Verizon Communications Inc. | VZ | Oct 2022 | 90,000 | $76K | 0.01% | DBT |
| 1518 | Fnma Pass-Thru I | FN | Oct 2022 | 95,526 | $76K | 0.01% | ABS-MBS |
| 1519 | Fnma Pass-Thru I | FN | Oct 2022 | 82,511 | $76K | 0.01% | ABS-MBS |
| 1520 | Fnma Pass-Thru I | FN | Oct 2022 | 82,902 | $76K | 0.01% | ABS-MBS |
| 1521 | CALIFORNIA ST | CAS | Oct 2022 | 65,000 | $76K | 0.01% | DBT |
| 1522 | CSMC 2021-NQM2 TRUST | CSMC | Oct 2022 | 89,744 | $76K | 0.01% | ABS-O |
| 1523 | Fnma Pass-Thru I | FN | Oct 2022 | 95,147 | $76K | 0.01% | ABS-MBS |
| 1524 | Union Pacific Corporation | UNP | Oct 2022 | 104,000 | $76K | 0.01% | DBT |
| 1525 | American Tower Corporation | AMT | Oct 2022 | 99,000 | $75K | 0.01% | DBT |
| 1526 | Fnma Pass-Thru I | FN | Oct 2022 | 91,111 | $75K | 0.01% | ABS-MBS |
| 1527 | Federal National Mortgage Association | FNMA | Oct 2022 | 93,656 | $75K | 0.01% | ABS-MBS |
| 1528 | Fnma Pass-Thru I | FN | Oct 2022 | 94,408 | $75K | 0.01% | ABS-MBS |
| 1529 | MPLX LP | MPLX | Oct 2022 | 90,000 | $75K | 0.01% | DBT |
| 1530 | Fnma Pass-Thru I | FN | Oct 2022 | 91,279 | $75K | 0.01% | ABS-MBS |
| 1531 | APA Corp. | APA | Oct 2022 | 100,000 | $75K | 0.01% | DBT |
| 1532 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 90,776 | $75K | 0.01% | ABS-MBS |
| 1533 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 90,576 | $75K | 0.01% | ABS-MBS |
| 1534 | L3 Harris Technologies Inc | LHX | Oct 2022 | 80,000 | $75K | 0.01% | DBT |
| 1535 | Fnma Pass-Thru I | FN | Oct 2022 | 90,442 | $75K | 0.01% | ABS-MBS |
| 1536 | Fnma Pass-Thru I | FN | Oct 2022 | 90,371 | $75K | 0.01% | ABS-MBS |
| 1537 | Citigroup Inc. | C | Oct 2022 | 80,000 | $75K | 0.01% | DBT |
| 1538 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 93,591 | $74K | 0.01% | ABS-MBS |
| 1539 | United Air Lines, Inc. | UAL | Oct 2022 | 82,410 | $74K | 0.01% | ABS-O |
| 1540 | Republic Services, Inc. | RSG | Oct 2022 | 80,000 | $74K | 0.01% | DBT |
| 1541 | Apple Inc. | AAPL | Oct 2022 | 111,000 | $74K | 0.01% | DBT |
| 1542 | Government National Mortgage Association | GNR | Oct 2022 | 89,717 | $74K | 0.01% | ABS-MBS |
| 1543 | NXP B V / NXP Funding LLC & NXP USA Inc | NXPI | Oct 2022 | 80,000 | $74K | 0.01% | DBT |
| 1544 | Fnma Pass-Thru I | FN | Oct 2022 | 89,623 | $74K | 0.01% | ABS-MBS |
| 1545 | ConnectWise | CONNEC | Oct 2022 | 78,408 | $74K | 0.01% | LON |
| 1546 | United States Treasury Notes | T | Oct 2022 | 79,000 | $74K | 0.01% | DBT |
| 1547 | Verizon Communications Inc. | VZ | Oct 2022 | 132,000 | $74K | 0.01% | DBT |
| 1548 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 92,372 | $74K | 0.01% | ABS-MBS |
| 1549 | Government National Mortgage Association | GNR | Oct 2022 | 78,625 | $74K | 0.01% | ABS-MBS |
| 1550 | United States Treasury Notes | T | Oct 2022 | 87,000 | $73K | 0.01% | DBT |
| 1551 | Diamondback Energy Inc | FANG | Oct 2022 | 80,000 | $73K | 0.01% | DBT |
| 1552 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 92,053 | $73K | 0.01% | ABS-MBS |
| 1553 | Southwestern Energy Services | SWN | Oct 2022 | 74,438 | $73K | 0.01% | LON |
| 1554 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 91,887 | $73K | 0.01% | ABS-MBS |
| 1555 | RESIDENTIAL MORTGAGE LOAN TRUST | RMLT | Oct 2022 | 74,600 | $73K | 0.01% | ABS-O |
| 1556 | Fnma Pass-Thru I | FN | Oct 2022 | 87,863 | $73K | 0.01% | ABS-MBS |
| 1557 | Fnma Pass-Thru I | FN | Oct 2022 | 88,624 | $73K | 0.01% | ABS-MBS |
| 1558 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 88,303 | $73K | 0.01% | ABS-MBS |
| 1559 | Federal National Mortgage Association | FNMA | Oct 2022 | 83,196 | $73K | 0.01% | ABS-MBS |
| 1560 | Bayview Finl Secs | BAYV | Oct 2022 | 73,352 | $73K | 0.01% | ABS-O |
| 1561 | Fnma Pass-Thru I | FN | Oct 2022 | 88,547 | $73K | 0.01% | ABS-MBS |
| 1562 | International SOS | AEAINT | Oct 2022 | 74,338 | $73K | 0.01% | LON |
| 1563 | Government National Mortgage Association | GNR | Oct 2022 | 91,330 | $73K | 0.01% | ABS-MBS |
| 1564 | Fnma Pass-Thru I | FN | Oct 2022 | 87,576 | $73K | 0.01% | ABS-MBS |
| 1565 | Fnma Pass-Thru I | FN | Oct 2022 | 91,429 | $73K | 0.01% | ABS-MBS |
| 1566 | Lam Research Corporation | LRCX | Oct 2022 | 116,000 | $73K | 0.01% | DBT |
| 1567 | Wells Fargo & Company | WFC | Oct 2022 | 80,000 | $72K | 0.01% | DBT |
| 1568 | Fnma Pass-Thru I | FN | Oct 2022 | 87,439 | $72K | 0.01% | ABS-MBS |
| 1569 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 96,908 | $72K | 0.01% | ABS-MBS |
| 1570 | Fnma Pass-Thru I | FN | Oct 2022 | 87,495 | $72K | 0.01% | ABS-MBS |
| 1571 | Union Pacific Corporation | UNP | Oct 2022 | 108,000 | $72K | 0.01% | DBT |
| 1572 | Comcast Corporation | CMCSA | Oct 2022 | 120,000 | $72K | 0.01% | DBT |
| 1573 | Elevance Health Inc. | ELV | Oct 2022 | 80,000 | $72K | 0.01% | DBT |
| 1574 | Fnma Pass-Thru I | FN | Oct 2022 | 87,297 | $72K | 0.01% | ABS-MBS |
| 1575 | Fnma Pass-Thru I | FN | Oct 2022 | 74,925 | $72K | 0.01% | ABS-MBS |
| 1576 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 83,415 | $72K | 0.01% | ABS-MBS |
| 1577 | MPLX LP | MPLX | Oct 2022 | 90,000 | $72K | 0.01% | DBT |
| 1578 | Government National Mortgage Association | GNR | Oct 2022 | 75,430 | $72K | 0.01% | ABS-MBS |
| 1579 | McDonald's Corporation | MCD | Oct 2022 | 80,000 | $72K | 0.01% | DBT |
| 1580 | Fnma Pass-Thru I | FN | Oct 2022 | 82,995 | $72K | 0.01% | ABS-MBS |
| 1581 | Huntington Ingalls Industries, Inc. | HII | Oct 2022 | 81,000 | $72K | 0.01% | DBT |
| 1582 | Federal National Mortgage Association | FNMA | Oct 2022 | 86,142 | $72K | 0.01% | ABS-MBS |
| 1583 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 89,656 | $71K | 0.01% | ABS-MBS |
| 1584 | New York Life Global Funding | NYLIFE | Oct 2022 | 80,000 | $71K | 0.01% | DBT |
| 1585 | 3M Company | MMM | Oct 2022 | 100,000 | $71K | 0.01% | DBT |
| 1586 | BP Capital Markets America, Inc. | BPLN | Oct 2022 | 80,000 | $71K | 0.01% | DBT |
| 1587 | Virginia Electric and Power Company | D | Oct 2022 | 72,000 | $71K | 0.01% | DBT |
| 1588 | Johnson & Johnson | JNJ | Oct 2022 | 80,000 | $71K | 0.01% | DBT |
| 1589 | Government National Mortgage Association | GNR | Oct 2022 | 78,303 | $71K | 0.01% | ABS-O |
| 1590 | Federal National Mortgage Association | FNMA | Oct 2022 | 78,272 | $71K | 0.01% | ABS-MBS |
| 1591 | Magallanes Inc. | WBD | Oct 2022 | 80,000 | $71K | 0.01% | DBT |
| 1592 | Government National Mortgage Association | GNR | Oct 2022 | 79,122 | $71K | 0.01% | ABS-MBS |
| 1593 | Federal National Mortgage Association | FNMA | Oct 2022 | 78,163 | $71K | 0.01% | ABS-MBS |
| 1594 | Fnma Pass-Thru I | FN | Oct 2022 | 88,911 | $71K | 0.01% | ABS-MBS |
| 1595 | Fnma Pass-Thru I | FN | Oct 2022 | 82,047 | $71K | 0.01% | ABS-MBS |
| 1596 | Peru (Republic of) | PERU | Oct 2022 | 120,000 | $71K | 0.01% | DBT |
| 1597 | Government National Mortgage Association | GNR | Oct 2022 | 82,533 | $70K | 0.01% | ABS-MBS |
| 1598 | Federal National Mortgage Association | FNMA | Oct 2022 | 85,867 | $70K | 0.01% | ABS-MBS |
| 1599 | Fnma Pass-Thru I | FN | Oct 2022 | 84,815 | $70K | 0.01% | ABS-MBS |
| 1600 | The Williams Companies, Inc. | WMB | Oct 2022 | 109,000 | $70K | 0.01% | DBT |
| 1601 | Government National Mortgage Association | GNR | Oct 2022 | 76,514 | $70K | 0.01% | ABS-MBS |
| 1602 | Ameren Illinois Company | AEE | Oct 2022 | 106,000 | $70K | 0.01% | DBT |
| 1603 | Fnma Pass-Thru I | FN | Oct 2022 | 87,040 | $69K | 0.01% | ABS-MBS |
| 1604 | Fnma Pass-Thru I | FN | Oct 2022 | 83,383 | $69K | 0.01% | ABS-MBS |
| 1605 | Fnma Pass-Thru I | FN | Oct 2022 | 86,565 | $69K | 0.01% | ABS-MBS |
| 1606 | Costco Wholesale Corporation | COST | Oct 2022 | 90,000 | $69K | 0.01% | DBT |
| 1607 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 80,453 | $69K | 0.01% | ABS-MBS |
| 1608 | Philip Morris International Inc. | PM | Oct 2022 | 70,000 | $69K | 0.01% | DBT |
| 1609 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 76,268 | $68K | 0.01% | ABS-MBS |
| 1610 | Biogen Inc | BIIB | Oct 2022 | 111,000 | $68K | 0.01% | DBT |
| 1611 | Fnma Pass-Thru I | FN | Oct 2022 | 86,069 | $68K | 0.01% | ABS-MBS |
| 1612 | Fnma Pass-Thru I | FN | Oct 2022 | 85,784 | $68K | 0.01% | ABS-MBS |
| 1613 | Bank of America Corporation | BAC | Oct 2022 | 80,000 | $68K | 0.01% | DBT |
| 1614 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 70,039 | $68K | 0.01% | ABS-MBS |
| 1615 | The Bank of New York Mellon Corporation | BK | Oct 2022 | 79,000 | $68K | 0.01% | DBT |
| 1616 | Teachers Insurance and Annuity Association of America | TIAAGL | Oct 2022 | 80,000 | $68K | 0.01% | DBT |
| 1617 | Fnma Pass-Thru I | FN | Oct 2022 | 84,968 | $68K | 0.01% | ABS-MBS |
| 1618 | American Express Company | AXP | Oct 2022 | 70,000 | $68K | 0.01% | DBT |
| 1619 | Midamerican Energy Company | BRKHEC | Oct 2022 | 85,000 | $68K | 0.01% | DBT |
| 1620 | Cox Communications, Inc. | COXENT | Oct 2022 | 71,000 | $68K | 0.01% | DBT |
| 1621 | Fnma Pass-Thru I | FN | Oct 2022 | 82,110 | $68K | 0.01% | ABS-MBS |
| 1622 | Fnma Pass-Thru I | FN | Oct 2022 | 84,740 | $68K | 0.01% | ABS-MBS |
| 1623 | Home Depot Inc | HD | Oct 2022 | 80,000 | $68K | 0.01% | DBT |
| 1624 | Cox Communications, Inc. | COXENT | Oct 2022 | 119,000 | $68K | 0.01% | DBT |
| 1625 | Fnma Pass-Thru I | FN | Oct 2022 | 72,579 | $68K | 0.01% | ABS-MBS |
| 1626 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 80,806 | $67K | 0.01% | ABS-MBS |
| 1627 | Commonwealth Edison Company | EXC | Oct 2022 | 106,000 | $67K | 0.01% | DBT |
| 1628 | Fnma Pass-Thru I | FN | Oct 2022 | 77,811 | $67K | 0.01% | ABS-MBS |
| 1629 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 80,922 | $67K | 0.01% | ABS-MBS |
| 1630 | McDonald's Corporation | MCD | Oct 2022 | 70,000 | $67K | 0.01% | DBT |
| 1631 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 74,733 | $67K | 0.01% | ABS-MBS |
| 1632 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 84,137 | $67K | 0.01% | ABS-MBS |
| 1633 | Fnma Pass-Thru I | FN | Oct 2022 | 83,866 | $67K | 0.01% | ABS-MBS |
| 1634 | Federal National Mortgage Association | FNMA | Oct 2022 | 74,286 | $67K | 0.01% | ABS-MBS |
| 1635 | Republic Services, Inc. | RSG | Oct 2022 | 70,000 | $67K | 0.01% | DBT |
| 1636 | Fnma Pass-Thru I | FN | Oct 2022 | 80,783 | $66K | 0.01% | ABS-MBS |
| 1637 | Digital Dutch Finco BV | DLR | Oct 2022 | 100,000 | $66K | 0.01% | DBT |
| 1638 | National Retail Properties, Inc. | NNN | Oct 2022 | 107,000 | $66K | 0.01% | DBT |
| 1639 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 79,810 | $66K | 0.01% | ABS-MBS |
| 1640 | Citigroup Inc. | C | Oct 2022 | 70,000 | $66K | 0.01% | DBT |
| 1641 | Occidental Petroleum Corporation | OXY | Oct 2022 | 80,000 | $66K | 0.01% | DBT |
| 1642 | Fnma Pass-Thru I | FN | Oct 2022 | 76,754 | $66K | 0.01% | ABS-MBS |
| 1643 | Exxon Mobil Corporation | XOM | Oct 2022 | 70,000 | $66K | 0.01% | DBT |
| 1644 | The Sherwin-Williams Company | SHW | Oct 2022 | 83,000 | $66K | 0.01% | DBT |
| 1645 | Enterprise Products Operating LLC | EPD | Oct 2022 | 80,000 | $66K | 0.01% | DBT |
| 1646 | Freeport-McMoRan Inc. | FCX | Oct 2022 | 80,000 | $66K | 0.01% | DBT |
| 1647 | Fnma Pass-Thru I | FN | Oct 2022 | 78,703 | $66K | 0.01% | ABS-MBS |
| 1648 | Diamondback Energy Inc | FANG | Oct 2022 | 80,000 | $65K | 0.01% | DBT |
| 1649 | SoFi Professional Loan Program 2018-B TR | SOFI | Oct 2022 | 67,529 | $65K | 0.01% | ABS-O |
| 1650 | Fnma Pass-Thru I | FN | Oct 2022 | 81,895 | $65K | 0.01% | ABS-MBS |
| 1651 | Fnma Pass-Thru I | FN | Oct 2022 | 72,292 | $65K | 0.01% | ABS-MBS |
| 1652 | Pacific Gas and Electric Company | PCG | Oct 2022 | 101,000 | $65K | 0.01% | DBT |
| 1653 | Air Lease Corporation | AL | Oct 2022 | 70,000 | $65K | 0.01% | DBT |
| 1654 | Midamerican Energy Company | BRKHEC | Oct 2022 | 99,000 | $65K | 0.01% | DBT |
| 1655 | Workday Inc | WDAY | Oct 2022 | 70,000 | $65K | 0.01% | DBT |
| 1656 | Wells Fargo & Company | WFC | Oct 2022 | 80,000 | $64K | 0.01% | DBT |
| 1657 | Fnma Pass-Thru I | FN | Oct 2022 | 80,209 | $64K | 0.01% | ABS-MBS |
| 1658 | Paypal Holdings Incorporation | PYPL | Oct 2022 | 70,000 | $64K | 0.01% | DBT |
| 1659 | Fnma Pass-Thru I | FN | Oct 2022 | 69,608 | $64K | 0.01% | ABS-MBS |
| 1660 | Honeywell International Inc. | HON | Oct 2022 | 70,000 | $64K | 0.01% | DBT |
| 1661 | Fnma Pass-Thru I | FN | Oct 2022 | 79,947 | $64K | 0.01% | ABS-MBS |
| 1662 | Amazon.com, Inc. | AMZN | Oct 2022 | 80,000 | $64K | 0.01% | DBT |
| 1663 | UnitedHealth Group Inc. | UNH | Oct 2022 | 100,000 | $64K | 0.01% | DBT |
| 1664 | Fnma Pass-Thru I | FN | Oct 2022 | 80,007 | $64K | 0.01% | ABS-MBS |
| 1665 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 79,833 | $64K | 0.01% | ABS-MBS |
| 1666 | Fnma Pass-Thru I | FN | Oct 2022 | 67,484 | $64K | 0.01% | ABS-MBS |
| 1667 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 79,262 | $64K | 0.01% | ABS-MBS |
| 1668 | Fnma Pass-Thru I | FN | Oct 2022 | 71,983 | $64K | 0.01% | ABS-MBS |
| 1669 | Federal National Mortgage Association | FNMA | Oct 2022 | 79,688 | $64K | 0.01% | ABS-MBS |
| 1670 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 79,578 | $64K | 0.01% | ABS-MBS |
| 1671 | Exelon Corporation | EXC | Oct 2022 | 79,000 | $64K | 0.01% | DBT |
| 1672 | Fnma Pass-Thru I | FN | Oct 2022 | 66,460 | $64K | 0.01% | ABS-MBS |
| 1673 | Government National Mortgage Association | GNR | Oct 2022 | 68,694 | $63K | 0.01% | ABS-MBS |
| 1674 | Fnma Pass-Thru I | FN | Oct 2022 | 69,064 | $63K | 0.01% | ABS-MBS |
| 1675 | Government National Mortgage Association | GNR | Oct 2022 | 65,800 | $63K | 0.01% | ABS-MBS |
| 1676 | Federal National Mortgage Association | FNMA | Oct 2022 | 70,326 | $63K | 0.01% | ABS-MBS |
| 1677 | Fnma Pass-Thru I | FN | Oct 2022 | 79,009 | $63K | 0.01% | ABS-MBS |
| 1678 | Tory Burch | TORBUR | Oct 2022 | 69,125 | $63K | 0.01% | LON |
| 1679 | Fnma Pass-Thru I | FN | Oct 2022 | 78,751 | $63K | 0.01% | ABS-MBS |
| 1680 | Glencore Funding LLC | GLENLN | Oct 2022 | 70,000 | $63K | 0.01% | DBT |
| 1681 | Fnma Pass-Thru I | FN | Oct 2022 | 78,144 | $63K | 0.01% | ABS-MBS |
| 1682 | Fnma Pass-Thru I | FN | Oct 2022 | 71,357 | $63K | 0.01% | ABS-MBS |
| 1683 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 73,219 | $63K | 0.01% | ABS-MBS |
| 1684 | Fnma Pass-Thru I | FN | Oct 2022 | 72,877 | $63K | 0.01% | ABS-MBS |
| 1685 | Shell International Finance B.V. | RDSALN | Oct 2022 | 80,000 | $63K | 0.01% | DBT |
| 1686 | Fnma Pass-Thru I | FN | Oct 2022 | 78,499 | $63K | 0.01% | ABS-MBS |
| 1687 | American Airlines, Inc. | AAL | Oct 2022 | 71,438 | $63K | 0.01% | ABS-O |
| 1688 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 78,424 | $63K | 0.01% | ABS-MBS |
| 1689 | Comcast Corporation | CMCSA | Oct 2022 | 108,000 | $62K | 0.01% | DBT |
| 1690 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 77,627 | $62K | 0.01% | ABS-MBS |
| 1691 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 77,257 | $62K | 0.01% | ABS-MBS |
| 1692 | Northern States Power Company | XEL | Oct 2022 | 104,000 | $62K | 0.01% | DBT |
| 1693 | UnitedHealth Group Inc. | UNH | Oct 2022 | 90,000 | $62K | 0.01% | DBT |
| 1694 | Comcast Corporation | CMCSA | Oct 2022 | 70,000 | $62K | 0.01% | DBT |
| 1695 | Fnma Pass-Thru I | FN | Oct 2022 | 72,133 | $62K | 0.01% | ABS-MBS |
| 1696 | UnitedHealth Group Inc. | UNH | Oct 2022 | 60,000 | $62K | 0.01% | DBT |
| 1697 | Federal National Mortgage Association | FNMA | Oct 2022 | 70,860 | $62K | 0.01% | ABS-MBS |
| 1698 | Fnma Pass-Thru I | FN | Oct 2022 | 68,972 | $62K | 0.01% | ABS-MBS |
| 1699 | Fnma Pass-Thru I | FN | Oct 2022 | 67,464 | $62K | 0.01% | ABS-MBS |
| 1700 | Realty Income Corp. | O | Oct 2022 | 74,000 | $62K | 0.01% | DBT |
| 1701 | Government National Mortgage Association | GNR | Oct 2022 | 465,470 | $61K | 0.01% | ABS-O |
| 1702 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 76,500 | $61K | 0.01% | ABS-MBS |
| 1703 | Altria Group, Inc. | MO | Oct 2022 | 100,000 | $61K | 0.01% | DBT |
| 1704 | Federal National Mortgage Association | FNMA | Oct 2022 | 67,997 | $61K | 0.01% | ABS-MBS |
| 1705 | Fnma Pass-Thru I | FN | Oct 2022 | 73,449 | $61K | 0.01% | ABS-MBS |
| 1706 | Small Business Administration | SBAP | Oct 2022 | 65,793 | $61K | 0.01% | ABS-O |
| 1707 | Allied Universal | UNSEAM | Oct 2022 | 67,320 | $61K | 0.01% | LON |
| 1708 | United States Treasury Bonds | T | Oct 2022 | 100,000 | $61K | 0.01% | DBT |
| 1709 | Government National Mortgage Association | GNR | Oct 2022 | 64,912 | $61K | 0.01% | ABS-MBS |
| 1710 | Fnma Pass-Thru I | FN | Oct 2022 | 76,135 | $61K | 0.01% | ABS-MBS |
| 1711 | Fnma Pass-Thru I | FN | Oct 2022 | 75,881 | $61K | 0.01% | ABS-MBS |
| 1712 | Fnma Pass-Thru I | FN | Oct 2022 | 65,759 | $61K | 0.01% | ABS-MBS |
| 1713 | Centerpoint Energy Houston Electric LLC | CNP | Oct 2022 | 75,000 | $60K | 0.01% | DBT |
| 1714 | Fnma Pass-Thru I | FN | Oct 2022 | 75,215 | $60K | 0.01% | ABS-MBS |
| 1715 | Government National Mortgage Association | GNR | Oct 2022 | 65,000 | $60K | 0.01% | ABS-MBS |
| 1716 | Johnson & Johnson | JNJ | Oct 2022 | 70,000 | $60K | 0.01% | DBT |
| 1717 | Altria Group, Inc. | MO | Oct 2022 | 70,000 | $60K | 0.01% | DBT |
| 1718 | Fnma Pass-Thru I | FN | Oct 2022 | 64,939 | $60K | 0.01% | ABS-MBS |
| 1719 | Federal National Mortgage Association | FNMA | Oct 2022 | 63,437 | $59K | 0.01% | ABS-O |
| 1720 | Fnma Pass-Thru I | FN | Oct 2022 | 74,487 | $59K | 0.01% | ABS-MBS |
| 1721 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 68,428 | $59K | 0.01% | ABS-MBS |
| 1722 | General Motors Company | GM | Oct 2022 | 70,000 | $59K | 0.01% | DBT |
| 1723 | Morgan Stanley | MS | Oct 2022 | 65,000 | $59K | 0.01% | DBT |
| 1724 | Federal National Mortgage Association | FNMA | Oct 2022 | 454,471 | $59K | 0.01% | ABS-O |
| 1725 | Bristol-Myers Squibb Company | BMY | Oct 2022 | 65,000 | $59K | 0.01% | DBT |
| 1726 | United States Treasury Notes | T | Oct 2022 | 63,000 | $59K | 0.01% | DBT |
| 1727 | Petroleos Mexicanos | PEMEX | Oct 2022 | 66,000 | $59K | 0.01% | DBT |
| 1728 | Bank of America Corporation | BAC | Oct 2022 | 60,000 | $59K | 0.01% | DBT |
| 1729 | Federal National Mortgage Association | FNMA | Oct 2022 | 296,481 | $58K | 0.01% | ABS-O |
| 1730 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 68,274 | $58K | 0.01% | ABS-MBS |
| 1731 | General Dynamics Corporation | GD | Oct 2022 | 70,000 | $58K | 0.01% | DBT |
| 1732 | FirstEnergy Corp. | FE | Oct 2022 | 70,000 | $58K | 0.01% | DBT |
| 1733 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 60,235 | $58K | 0.01% | ABS-MBS |
| 1734 | Lockheed Martin Corporation | LMT | Oct 2022 | 60,000 | $58K | 0.01% | DBT |
| 1735 | Government National Mortgage Association | GNR | Oct 2022 | 63,281 | $58K | 0.01% | ABS-MBS |
| 1736 | McDonald's Corporation | MCD | Oct 2022 | 60,000 | $58K | 0.01% | DBT |
| 1737 | Norfolk Southern Corporation | NSC | Oct 2022 | 94,000 | $58K | 0.01% | DBT |
| 1738 | United States Treasury Notes | T | Oct 2022 | 60,000 | $57K | 0.01% | DBT |
| 1739 | Fnma Pass-Thru I | FN | Oct 2022 | 71,727 | $57K | 0.01% | ABS-MBS |
| 1740 | Verizon Communications Inc. | VZ | Oct 2022 | 60,000 | $57K | 0.01% | DBT |
| 1741 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 71,543 | $57K | 0.01% | ABS-MBS |
| 1742 | Paramount Global | PARA | Oct 2022 | 70,000 | $57K | 0.01% | DBT |
| 1743 | AbbVie Inc. | ABBV | Oct 2022 | 57,000 | $57K | 0.01% | DBT |
| 1744 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 353,706 | $57K | 0.01% | ABS-O |
| 1745 | Fnma Pass-Thru I | FN | Oct 2022 | 59,358 | $57K | 0.01% | ABS-MBS |
| 1746 | Fnma Pass-Thru I | FN | Oct 2022 | 66,419 | $57K | 0.01% | ABS-MBS |
| 1747 | Nike, Inc. | NKE | Oct 2022 | 60,000 | $57K | 0.01% | DBT |
| 1748 | Citigroup Inc. | C | Oct 2022 | 69,000 | $57K | 0.01% | DBT |
| 1749 | Westlake Corporation | WLK | Oct 2022 | 103,000 | $57K | 0.01% | DBT |
| 1750 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 58,986 | $56K | 0.01% | ABS-MBS |
| 1751 | Federal National Mortgage Association | FNMA | Oct 2022 | 59,174 | $56K | 0.01% | ABS-MBS |
| 1752 | Energy Transfer LP | ET | Oct 2022 | 60,000 | $56K | 0.01% | DBT |
| 1753 | Seagate HDD Cayman | STX | Oct 2022 | 70,000 | $56K | 0.01% | DBT |
| 1754 | Ecolab Inc. | ECL | Oct 2022 | 97,000 | $56K | 0.01% | DBT |
| 1755 | McDonald's Corporation | MCD | Oct 2022 | 60,000 | $56K | 0.01% | DBT |
| 1756 | Duke Energy Progress Inc | DUK | Oct 2022 | 100,000 | $56K | 0.01% | DBT |
| 1757 | Texas Instruments Incorporated | TXN | Oct 2022 | 70,000 | $56K | 0.01% | DBT |
| 1758 | Fnma Pass-Thru I | FN | Oct 2022 | 69,756 | $56K | 0.01% | ABS-MBS |
| 1759 | T-Mobile USA, Inc. | TMUS | Oct 2022 | 70,000 | $55K | 0.01% | DBT |
| 1760 | PORT AUTH N Y & N J | PORTRN | Oct 2022 | 60,000 | $55K | 0.01% | DBT |
| 1761 | Fnma Pass-Thru I | FN | Oct 2022 | 62,072 | $55K | 0.01% | ABS-MBS |
| 1762 | Fnma Pass-Thru I | FN | Oct 2022 | 57,994 | $55K | 0.01% | ABS-MBS |
| 1763 | Federal National Mortgage Association | FNMA | Oct 2022 | 287,839 | $55K | 0.01% | ABS-O |
| 1764 | The Bank of New York Mellon Corporation | BK | Oct 2022 | 60,000 | $55K | 0.01% | DBT |
| 1765 | United States Treasury Notes | T | Oct 2022 | 61,000 | $55K | 0.01% | DBT |
| 1766 | Amazon.com, Inc. | AMZN | Oct 2022 | 70,000 | $55K | 0.01% | DBT |
| 1767 | Bank of America Corporation | BAC | Oct 2022 | 55,000 | $55K | 0.01% | DBT |
| 1768 | The Interpublic Group of Companies, Inc. | IPG | Oct 2022 | 60,000 | $54K | 0.01% | DBT |
| 1769 | Merck & Co., Inc | MRK | Oct 2022 | 70,000 | $54K | 0.01% | DBT |
| 1770 | Fnma Pass-Thru I | FN | Oct 2022 | 67,795 | $54K | 0.01% | ABS-MBS |
| 1771 | Government National Mortgage Association | GNR | Oct 2022 | 63,651 | $54K | 0.01% | ABS-MBS |
| 1772 | Home Depot Inc | HD | Oct 2022 | 60,000 | $54K | 0.01% | DBT |
| 1773 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 60,000 | $54K | 0.01% | DBT |
| 1774 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 63,186 | $54K | 0.01% | ABS-MBS |
| 1775 | Ms Resec Tr 2015-R2 | MSRR | Oct 2022 | 54,200 | $54K | 0.01% | ABS-O |
| 1776 | Northern States Power Company | XEL | Oct 2022 | 81,000 | $54K | 0.01% | DBT |
| 1777 | L3 Harris Technologies Inc | LHX | Oct 2022 | 60,000 | $54K | 0.01% | DBT |
| 1778 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 470,121 | $54K | 0.01% | ABS-O |
| 1779 | The Procter & Gamble Company | PG | Oct 2022 | 60,000 | $54K | 0.01% | DBT |
| 1780 | Fnma Pass-Thru I | FN | Oct 2022 | 64,741 | $54K | 0.01% | ABS-MBS |
| 1781 | Philip Morris International Inc. | PM | Oct 2022 | 70,000 | $53K | 0.01% | DBT |
| 1782 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 80,000 | $53K | 0.01% | DBT |
| 1783 | JPMorgan Chase & Co. | JPM | Oct 2022 | 73,000 | $53K | 0.01% | DBT |
| 1784 | Federal National Mortgage Association | FNMA | Oct 2022 | 57,407 | $53K | 0.01% | ABS-MBS |
| 1785 | American Airlines, Inc. | AAL | Oct 2022 | 64,832 | $53K | 0.01% | ABS-O |
| 1786 | Devon Energy Corporation | DVN | Oct 2022 | 52,000 | $53K | 0.01% | DBT |
| 1787 | Raytheon Technologies Corporation | RTX | Oct 2022 | 55,000 | $53K | 0.01% | DBT |
| 1788 | Microsoft Corporation | MSFT | Oct 2022 | 84,000 | $53K | 0.01% | DBT |
| 1789 | Verizon Communications Inc. | VZ | Oct 2022 | 70,000 | $53K | 0.01% | DBT |
| 1790 | United States Treasury Bonds | T | Oct 2022 | 51,000 | $52K | 0.01% | DBT |
| 1791 | Government National Mortgage Association | GNR | Oct 2022 | 57,242 | $52K | 0.01% | ABS-MBS |
| 1792 | Fnma Pass-Thru I | FN | Oct 2022 | 56,464 | $52K | 0.01% | ABS-MBS |
| 1793 | Northern Inst Fds | NTPXX | Oct 2022 | 52,057 | $52K | 0.01% | STIV |
| 1794 | Fnma Pass-Thru I | FN | Oct 2022 | 56,520 | $52K | 0.01% | ABS-MBS |
| 1795 | Federal National Mortgage Association | FNMA | Oct 2022 | 57,278 | $52K | 0.01% | ABS-MBS |
| 1796 | Small Business Administration | SBAP | Oct 2022 | 60,153 | $52K | 0.01% | ABS-O |
| 1797 | Fnma Pass-Thru I | FN | Oct 2022 | 53,399 | $52K | 0.01% | ABS-MBS |
| 1798 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 70,000 | $52K | 0.01% | DBT |
| 1799 | Agilent Technologies Inc. | A | Oct 2022 | 66,000 | $52K | 0.01% | DBT |
| 1800 | United States Treasury Bonds | T | Oct 2022 | 51,000 | $51K | 0.01% | DBT |
| 1801 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 332,317 | $51K | 0.01% | ABS-O |
| 1802 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 370,661 | $51K | 0.01% | ABS-O |
| 1803 | Fnma Pass-Thru I | FN | Oct 2022 | 57,132 | $51K | 0.01% | ABS-MBS |
| 1804 | Bristol-Myers Squibb Company | BMY | Oct 2022 | 60,000 | $51K | 0.01% | DBT |
| 1805 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 55,116 | $51K | 0.01% | ABS-MBS |
| 1806 | UnitedHealth Group Inc. | UNH | Oct 2022 | 70,000 | $51K | 0.01% | DBT |
| 1807 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 53,618 | $51K | 0.01% | ABS-MBS |
| 1808 | United States Treasury Bonds | T | Oct 2022 | 51,000 | $51K | 0.01% | DBT |
| 1809 | Federal National Mortgage Association | FNMA | Oct 2022 | 54,000 | $51K | 0.01% | ABS-MBS |
| 1810 | Juniper Networks, Inc. | JNPR | Oct 2022 | 70,000 | $51K | 0.01% | DBT |
| 1811 | The Coca-Cola Company | KO | Oct 2022 | 80,000 | $51K | 0.01% | DBT |
| 1812 | Fnma Pass-Thru I | FN | Oct 2022 | 58,293 | $51K | 0.01% | ABS-MBS |
| 1813 | Russian Federation | RUSSIA | Oct 2022 | 6,245,000 | $50K | 0.01% | DBT |
| 1814 | Commonwealth Edison Company | EXC | Oct 2022 | 67,000 | $50K | 0.01% | DBT |
| 1815 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 52,536 | $50K | 0.01% | ABS-MBS |
| 1816 | Walmart Inc | WMT | Oct 2022 | 60,000 | $50K | 0.01% | DBT |
| 1817 | PORT AUTH N Y & N J | PORTRN | Oct 2022 | 55,000 | $50K | 0.01% | DBT |
| 1818 | Federal National Mortgage Association | FNMA | Oct 2022 | 50,882 | $50K | 0.01% | ABS-MBS |
| 1819 | Federal National Mortgage Association | FNMA | Oct 2022 | 52,070 | $50K | 0.01% | ABS-MBS |
| 1820 | Energy Transfer LP | ET | Oct 2022 | 57,000 | $50K | 0.01% | DBT |
| 1821 | American Airlines, Inc. | AAL | Oct 2022 | 61,002 | $49K | 0.01% | ABS-O |
| 1822 | LOS ANGELES CALIF CMNTY COLLEGE DIST | LOSHGR | Oct 2022 | 45,000 | $49K | 0.01% | DBT |
| 1823 | Kinder Morgan, Inc. | KMI | Oct 2022 | 60,000 | $49K | 0.01% | DBT |
| 1824 | Fnma Pass-Thru I | FN | Oct 2022 | 53,413 | $49K | 0.01% | ABS-MBS |
| 1825 | Federal National Mortgage Association | FNMA | Oct 2022 | 59,148 | $49K | 0.01% | ABS-MBS |
| 1826 | Fnma Pass-Thru I | FN | Oct 2022 | 56,620 | $49K | 0.01% | ABS-MBS |
| 1827 | Devon Energy Corporation | DVN | Oct 2022 | 49,000 | $49K | 0.01% | DBT |
| 1828 | Government National Mortgage Association | GNR | Oct 2022 | 55,606 | $49K | 0.01% | ABS-MBS |
| 1829 | Federal National Mortgage Association | FNMA | Oct 2022 | 52,346 | $49K | 0.01% | ABS-MBS |
| 1830 | UnitedHealth Group Inc. | UNH | Oct 2022 | 50,000 | $49K | 0.01% | DBT |
| 1831 | Intel Corporation | INTC | Oct 2022 | 80,000 | $48K | 0.01% | DBT |
| 1832 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 60,000 | $48K | 0.01% | DBT |
| 1833 | Dell International L.L.C. and EMC Corporation | DELL | Oct 2022 | 85,000 | $48K | 0.01% | DBT |
| 1834 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 258,207 | $48K | 0.01% | ABS-O |
| 1835 | Raytheon Technologies Corporation | RTX | Oct 2022 | 50,000 | $48K | 0.01% | DBT |
| 1836 | Anheuser-Busch InBev Finance Inc. | ABIBB | Oct 2022 | 62,000 | $48K | 0.01% | DBT |
| 1837 | MPLX LP | MPLX | Oct 2022 | 60,000 | $48K | 0.01% | DBT |
| 1838 | Lstar Commercial Mortgage Trust 2015-3 | LNSTR | Oct 2022 | 50,090 | $48K | 0.01% | ABS-O |
| 1839 | BCP VOYAGER MASTER FUNDS SPC LTD | VOOML | Oct 2022 | 172,833 | $48K | 0.01% | ABS-O |
| 1840 | RESIDENTIAL MORTGAGE LOAN TRUST | RMLT | Oct 2022 | 48,615 | $48K | 0.01% | ABS-O |
| 1841 | Western Midstream Operating LP | WES | Oct 2022 | 50,000 | $48K | 0.01% | DBT |
| 1842 | Fnma Pass-Thru I | FN | Oct 2022 | 52,702 | $47K | 0.01% | ABS-MBS |
| 1843 | UnitedHealth Group Inc. | UNH | Oct 2022 | 57,000 | $47K | 0.01% | DBT |
| 1844 | Fnma Pass-Thru I | FN | Oct 2022 | 50,589 | $47K | 0.01% | ABS-MBS |
| 1845 | Microsoft Corporation | MSFT | Oct 2022 | 70,000 | $47K | 0.01% | DBT |
| 1846 | Delta Air Lines, Inc. Pass Thru Trust | DAL | Oct 2022 | 52,147 | $47K | 0.01% | ABS-O |
| 1847 | Comcast Corporation | CMCSA | Oct 2022 | 50,000 | $47K | 0.01% | DBT |
| 1848 | Amazon.com, Inc. | AMZN | Oct 2022 | 50,000 | $47K | 0.01% | DBT |
| 1849 | American Tower Corporation | AMT | Oct 2022 | 53,000 | $47K | 0.01% | DBT |
| 1850 | Apple Inc. | AAPL | Oct 2022 | 79,000 | $47K | 0.01% | DBT |
| 1851 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 297,338 | $47K | 0.01% | ABS-O |
| 1852 | AEP Transmission Company, LLC | AEP | Oct 2022 | 65,000 | $47K | 0.01% | DBT |
| 1853 | Citigroup Inc. | C | Oct 2022 | 60,000 | $47K | 0.01% | DBT |
| 1854 | Fnma Pass-Thru I | FN | Oct 2022 | 50,461 | $47K | 0.01% | ABS-MBS |
| 1855 | Fnma Pass-Thru I | FN | Oct 2022 | 54,271 | $47K | 0.01% | ABS-MBS |
| 1856 | American Transmission Systems, Incorporated | FE | Oct 2022 | 60,000 | $47K | 0.01% | DBT |
| 1857 | Lowes Companies, Inc. | LOW | Oct 2022 | 50,000 | $47K | 0.01% | DBT |
| 1858 | Enterprise Products Operating LLC | EPD | Oct 2022 | 70,000 | $46K | 0.01% | DBT |
| 1859 | Enterprise Products Operating LLC | EPD | Oct 2022 | 49,000 | $46K | 0.01% | DBT |
| 1860 | Otis Worldwide Corp. | OTIS | Oct 2022 | 50,000 | $46K | 0.01% | DBT |
| 1861 | Comcast Corporation | CMCSA | Oct 2022 | 50,000 | $46K | 0.01% | DBT |
| 1862 | Fnma Pass-Thru I | FN | Oct 2022 | 48,480 | $46K | 0.01% | ABS-MBS |
| 1863 | Burlington Northern Santa Fe LLC | BNSF | Oct 2022 | 55,000 | $46K | 0.01% | DBT |
| 1864 | Alphabet Inc. | GOOGL | Oct 2022 | 60,000 | $46K | 0.01% | DBT |
| 1865 | Fnma Pass-Thru I | FN | Oct 2022 | 51,229 | $46K | 0.01% | ABS-MBS |
| 1866 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 58,256 | $46K | 0.01% | ABS-MBS |
| 1867 | UNITED AIRLINES PASS THROUGH TRUSTS | UAL | Oct 2022 | 49,530 | $46K | 0.01% | ABS-O |
| 1868 | Lockheed Martin Corporation | LMT | Oct 2022 | 45,000 | $46K | 0.01% | DBT |
| 1869 | Morgan Stanley | MS | Oct 2022 | 63,000 | $46K | 0.01% | DBT |
| 1870 | General Motors Financial Company Inc | GM | Oct 2022 | 60,000 | $46K | 0.01% | DBT |
| 1871 | Ohio Power Company | AEP | Oct 2022 | 63,000 | $46K | 0.01% | DBT |
| 1872 | Federal National Mortgage Association | FNMA | Oct 2022 | 49,233 | $45K | 0.01% | ABS-O |
| 1873 | Federal National Mortgage Association | FNMA | Oct 2022 | 46,730 | $45K | 0.01% | ABS-MBS |
| 1874 | Targa Resources Co | TRGP | Oct 2022 | 60,000 | $45K | 0.01% | DBT |
| 1875 | CenterPoint Energy Resources Corp. | CNP | Oct 2022 | 59,000 | $45K | 0.01% | DBT |
| 1876 | Government National Mortgage Association | GNR | Oct 2022 | 47,961 | $45K | 0.01% | ABS-MBS |
| 1877 | T-Mobile USA, Inc. | TMUS | Oct 2022 | 70,000 | $45K | 0.01% | DBT |
| 1878 | Government National Mortgage Association | GNR | Oct 2022 | 277,168 | $45K | 0.01% | ABS-O |
| 1879 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | 558,300 | $45K | 0.01% | DIR |
| 1880 | Guardian Life Global Funding | GUARDN | Oct 2022 | 50,000 | $45K | 0.01% | DBT |
| 1881 | Anheuser-Busch InBev Worldwide Inc. | ABIBB | Oct 2022 | 50,000 | $45K | 0.01% | DBT |
| 1882 | Government National Mortgage Association | GNR | Oct 2022 | 404,006 | $45K | 0.01% | ABS-O |
| 1883 | Verizon Communications Inc. | VZ | Oct 2022 | 60,000 | $45K | 0.01% | DBT |
| 1884 | Federal National Mortgage Association | FNMA | Oct 2022 | 554,049 | $45K | 0.01% | ABS-O |
| 1885 | Spectrum Management Holding Company LLC | TWC | Oct 2022 | 50,000 | $45K | 0.01% | DBT |
| 1886 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 55,704 | $44K | 0.01% | ABS-MBS |
| 1887 | Alphabet Inc. | GOOGL | Oct 2022 | 70,000 | $44K | 0.01% | DBT |
| 1888 | AT&T Inc | T | Oct 2022 | 50,000 | $44K | 0.01% | DBT |
| 1889 | Lowes Companies, Inc. | LOW | Oct 2022 | 54,000 | $44K | 0.01% | DBT |
| 1890 | Enterprise Products Operating LLC | EPD | Oct 2022 | 60,000 | $44K | 0.01% | DBT |
| 1891 | Philip Morris International Inc. | PM | Oct 2022 | 60,000 | $44K | 0.01% | DBT |
| 1892 | Energy Transfer LP | ET | Oct 2022 | 50,000 | $44K | 0.01% | DBT |
| 1893 | Federal National Mortgage Association | FNMA | Oct 2022 | 46,488 | $44K | 0.01% | ABS-MBS |
| 1894 | Consolidated Edison Company of New York, Inc. | ED | Oct 2022 | 50,000 | $43K | 0.01% | DBT |
| 1895 | United Airlines Pass Through Trust 2019-2AA | UAL | Oct 2022 | 54,603 | $43K | 0.01% | ABS-O |
| 1896 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 45,156 | $43K | 0.01% | ABS-MBS |
| 1897 | Fnma Pass-Thru I | FN | Oct 2022 | 50,123 | $43K | 0.01% | ABS-MBS |
| 1898 | Fnma Pass-Thru I | FN | Oct 2022 | 54,012 | $43K | 0.01% | ABS-MBS |
| 1899 | Fnma Pass-Thru I | FN | Oct 2022 | 46,323 | $43K | 0.01% | ABS-MBS |
| 1900 | Fnma Pass-Thru I | FN | Oct 2022 | 45,185 | $43K | 0.01% | ABS-MBS |
| 1901 | Fnma Pass-Thru I | FN | Oct 2022 | 51,101 | $43K | 0.01% | ABS-MBS |
| 1902 | METROPOLITAN TRANSN AUTH N Y | MTATRN | Oct 2022 | 45,000 | $42K | 0.01% | DBT |
| 1903 | Alphabet Inc. | GOOGL | Oct 2022 | 50,000 | $42K | 0.01% | DBT |
| 1904 | International Paper Company | IP | Oct 2022 | 45,000 | $42K | 0.01% | DBT |
| 1905 | Paramount Global | PARA | Oct 2022 | 62,000 | $42K | 0.01% | DBT |
| 1906 | Enterprise Products Operating LLC | EPD | Oct 2022 | 67,000 | $41K | 0.01% | DBT |
| 1907 | Government National Mortgage Association | GNR | Oct 2022 | 45,314 | $41K | 0.01% | ABS-MBS |
| 1908 | RPI_CCP USD RCV CPI1D PAY 3.97% 18-NOV-2023 | 000000000 | Oct 2022 | 1,170,000 | $41K | 0.01% | DIR |
| 1909 | Pacific Gas and Electric Company | PCG | Oct 2022 | 50,000 | $41K | 0.01% | DBT |
| 1910 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 49,332 | $41K | 0.01% | ABS-MBS |
| 1911 | Government National Mortgage Association | GNR | Oct 2022 | 44,883 | $41K | 0.01% | ABS-MBS |
| 1912 | Public Service Electric and Gas Company | PEG | Oct 2022 | 80,000 | $41K | 0.01% | DBT |
| 1913 | Fnma Pass-Thru I | FN | Oct 2022 | 49,308 | $41K | 0.01% | ABS-MBS |
| 1914 | Comcast Corporation | CMCSA | Oct 2022 | 60,000 | $41K | 0.01% | DBT |
| 1915 | Exelon Corporation | EXC | Oct 2022 | 55,000 | $40K | 0.01% | DBT |
| 1916 | Government National Mortgage Association | GNR | Oct 2022 | 45,833 | $40K | 0.01% | ABS-MBS |
| 1917 | Wells Fargo & Company | WFC | Oct 2022 | 50,000 | $40K | 0.01% | DBT |
| 1918 | Federal National Mortgage Association | FNMA | Oct 2022 | 42,225 | $40K | 0.01% | ABS-MBS |
| 1919 | MUNICIPAL ELEC AUTH GA | MELPWR | Oct 2022 | 40,000 | $40K | 0.01% | DBT |
| 1920 | UNITED AIR LINES INC PASS-THROUGH TRUSTS | UAL | Oct 2022 | 47,299 | $40K | 0.01% | ABS-O |
| 1921 | Oncor Electric Delivery Company LLC | ONCRTX | Oct 2022 | 51,000 | $40K | 0.01% | DBT |
| 1922 | Government National Mortgage Association | GNR | Oct 2022 | 41,584 | $40K | 0.01% | ABS-MBS |
| 1923 | Western Midstream Operating LP | WES | Oct 2022 | 40,000 | $40K | 0.01% | DBT |
| 1924 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 40,000 | $40K | 0.01% | DBT |
| 1925 | Oracle Corporation | ORCL | Oct 2022 | 60,000 | $40K | 0.01% | DBT |
| 1926 | Salesforce Inc | CRM | Oct 2022 | 65,000 | $40K | 0.01% | DBT |
| 1927 | Occidental Petroleum Corporation | OXY | Oct 2022 | 50,000 | $40K | 0.01% | DBT |
| 1928 | Federal National Mortgage Association | FNMA | Oct 2022 | 40,263 | $39K | 0.01% | ABS-MBS |
| 1929 | Microsoft Corporation | MSFT | Oct 2022 | 58,000 | $39K | 0.01% | DBT |
| 1930 | Federal National Mortgage Association | FNMA | Oct 2022 | 41,939 | $39K | 0.01% | ABS-MBS |
| 1931 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Oct 2022 | 592,600 | $39K | 0.01% | DIR |
| 1932 | Fnma Pass-Thru I | FN | Oct 2022 | 45,408 | $39K | 0.01% | ABS-MBS |
| 1933 | Federal National Mortgage Association | FNMA | Oct 2022 | 40,852 | $39K | 0.01% | ABS-MBS |
| 1934 | Comcast Corporation | CMCSA | Oct 2022 | 52,000 | $39K | 0.01% | DBT |
| 1935 | Duke Energy Florida, LLC | DUK | Oct 2022 | 50,000 | $39K | 0.01% | DBT |
| 1936 | AbbVie Inc. | ABBV | Oct 2022 | 40,000 | $38K | 0.01% | DBT |
| 1937 | Abbott Laboratories | ABT | Oct 2022 | 40,000 | $38K | 0.01% | DBT |
| 1938 | Northrop Grumman Corporation | NOC | Oct 2022 | 40,000 | $38K | 0.01% | DBT |
| 1939 | Nike, Inc. | NKE | Oct 2022 | 50,000 | $38K | 0.01% | DBT |
| 1940 | Humana Inc. | HUM | Oct 2022 | 50,000 | $38K | 0.01% | DBT |
| 1941 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 60,000 | $37K | 0.01% | DBT |
| 1942 | United States Treasury Notes | T | Oct 2022 | 44,000 | $37K | 0.01% | DBT |
| 1943 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 50,000 | $37K | 0.01% | DBT |
| 1944 | Herschend Family Entertainment | HERFAM | Oct 2022 | 37,620 | $37K | 0.01% | LON |
| 1945 | Federal National Mortgage Association | FNMA | Oct 2022 | 38,916 | $37K | 0.01% | ABS-MBS |
| 1946 | CVS Health Corp | CVS | Oct 2022 | 40,000 | $37K | 0.01% | DBT |
| 1947 | American International Group, Inc. | AIG | Oct 2022 | 40,000 | $37K | 0.01% | DBT |
| 1948 | Federal National Mortgage Association | FNMA | Oct 2022 | 42,601 | $37K | 0.01% | ABS-MBS |
| 1949 | Mid-Atlantic Interstate Transmission Llc | FE | Oct 2022 | 40,000 | $37K | 0.01% | DBT |
| 1950 | Fnma Pass-Thru I | FN | Oct 2022 | 39,446 | $37K | 0.01% | ABS-MBS |
| 1951 | Raytheon Technologies Corporation | RTX | Oct 2022 | 50,000 | $37K | 0.01% | DBT |
| 1952 | AT&T Inc | T | Oct 2022 | 40,000 | $37K | 0.01% | DBT |
| 1953 | KLA Corporation | KLAC | Oct 2022 | 39,000 | $37K | 0.01% | DBT |
| 1954 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 971,271 | $36K | 0.01% | ABS-O |
| 1955 | Moodys Corp | MCO | Oct 2022 | 63,000 | $36K | 0.01% | DBT |
| 1956 | Kimco Realty Corporation | KIM | Oct 2022 | 41,000 | $36K | 0.01% | DBT |
| 1957 | Enterprise Products Operating LLC | EPD | Oct 2022 | 50,000 | $36K | 0.01% | DBT |
| 1958 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 42,178 | $36K | 0.01% | ABS-MBS |
| 1959 | The Boeing Company | BA | Oct 2022 | 40,000 | $36K | 0.01% | DBT |
| 1960 | Agilent Technologies Inc. | A | Oct 2022 | 43,000 | $36K | 0.01% | DBT |
| 1961 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 45,279 | $36K | 0.01% | ABS-MBS |
| 1962 | Fnma Pass-Thru I | FN | Oct 2022 | 45,372 | $36K | 0.01% | ABS-MBS |
| 1963 | Principal Life Global Funding II | PFG | Oct 2022 | 40,000 | $36K | 0.01% | DBT |
| 1964 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 262,191 | $36K | 0.00% | ABS-O |
| 1965 | Verizon Communications Inc. | VZ | Oct 2022 | 50,000 | $36K | 0.00% | DBT |
| 1966 | Government National Mortgage Association | GNR | Oct 2022 | 39,115 | $36K | 0.00% | ABS-MBS |
| 1967 | UnitedHealth Group Inc. | UNH | Oct 2022 | 40,000 | $36K | 0.00% | DBT |
| 1968 | Government National Mortgage Association | GNR | Oct 2022 | 37,013 | $36K | 0.00% | ABS-MBS |
| 1969 | Federal National Mortgage Association | FNMA | Oct 2022 | 37,908 | $35K | 0.00% | ABS-MBS |
| 1970 | Chevron Corporation | CVX | Oct 2022 | 40,000 | $35K | 0.00% | DBT |
| 1971 | PORT AUTH N Y & N J | PORTRN | Oct 2022 | 35,000 | $35K | 0.00% | DBT |
| 1972 | Federal National Mortgage Association | FNMA | Oct 2022 | 39,247 | $35K | 0.00% | ABS-MBS |
| 1973 | Government National Mortgage Association | GNR | Oct 2022 | 38,682 | $35K | 0.00% | ABS-MBS |
| 1974 | Federal National Mortgage Association | FNMA | Oct 2022 | 237,422 | $35K | 0.00% | ABS-O |
| 1975 | Fnma Pass-Thru I | FN | Oct 2022 | 36,496 | $35K | 0.00% | ABS-MBS |
| 1976 | FirstEnergy Corp. | FE | Oct 2022 | 40,000 | $35K | 0.00% | DBT |
| 1977 | Government National Mortgage Association | GNR | Oct 2022 | 254,171 | $35K | 0.00% | ABS-O |
| 1978 | CALL DEC 22 T-NOTECALL DE | TYZ2C | Oct 2022 | 39 | $35K | 0.00% | DIR |
| 1979 | Textron Inc. | TXT | Oct 2022 | 38,000 | $35K | 0.00% | DBT |
| 1980 | Fnma Pass-Thru I | FN | Oct 2022 | 39,342 | $35K | 0.00% | ABS-MBS |
| 1981 | The Boeing Company | BA | Oct 2022 | 40,000 | $35K | 0.00% | DBT |
| 1982 | The Coca-Cola Company | KO | Oct 2022 | 50,000 | $35K | 0.00% | DBT |
| 1983 | Government National Mortgage Association | GNR | Oct 2022 | 36,363 | $34K | 0.00% | ABS-MBS |
| 1984 | Moodys Corp | MCO | Oct 2022 | 41,000 | $34K | 0.00% | DBT |
| 1985 | Federal National Mortgage Association | FNMA | Oct 2022 | 39,190 | $34K | 0.00% | ABS-MBS |
| 1986 | Bank of Montreal | BMO | Oct 2022 | 40,000 | $34K | 0.00% | DBT |
| 1987 | FirstEnergy Corp. | FE | Oct 2022 | 55,000 | $34K | 0.00% | DBT |
| 1988 | Fnma Pass-Thru I | FN | Oct 2022 | 37,171 | $34K | 0.00% | ABS-MBS |
| 1989 | Ecopetrol S.A. | ECOPET | Oct 2022 | 37,000 | $34K | 0.00% | DBT |
| 1990 | EQT Corporation | EQT | Oct 2022 | 35,000 | $34K | 0.00% | DBT |
| 1991 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 500,000 | $34K | 0.00% | ABS-O |
| 1992 | Federal National Mortgage Association | FNMA | Oct 2022 | 34,988 | $34K | 0.00% | ABS-MBS |
| 1993 | Fnma Pass-Thru I | FN | Oct 2022 | 42,419 | $34K | 0.00% | ABS-MBS |
| 1994 | Federal National Mortgage Association | FNMA | Oct 2022 | 32,521 | $34K | 0.00% | ABS-MBS |
| 1995 | Federal National Mortgage Association | FNMA | Oct 2022 | 35,019 | $34K | 0.00% | ABS-MBS |
| 1996 | Raytheon Technologies Corporation | RTX | Oct 2022 | 40,000 | $34K | 0.00% | DBT |
| 1997 | CSX Corporation | CSX | Oct 2022 | 59,000 | $34K | 0.00% | DBT |
| 1998 | Fnma Pass-Thru I | FN | Oct 2022 | 41,774 | $34K | 0.00% | ABS-MBS |
| 1999 | AT&T Inc | T | Oct 2022 | 36,000 | $33K | 0.00% | DBT |
| 2000 | Roper Technologies Inc | ROP | Oct 2022 | 40,000 | $33K | 0.00% | DBT |
| 2001 | Verizon Communications Inc. | VZ | Oct 2022 | 40,000 | $33K | 0.00% | DBT |
| 2002 | Suzano Austria GmbH | SUZANO | Oct 2022 | 45,000 | $33K | 0.00% | DBT |
| 2003 | GSAA Home Equity Trust | FFML | Oct 2022 | 46,234 | $33K | 0.00% | ABS-O |
| 2004 | AEP Transmission Company, LLC | AEP | Oct 2022 | 52,000 | $33K | 0.00% | DBT |
| 2005 | Amazon.com, Inc. | AMZN | Oct 2022 | 42,000 | $33K | 0.00% | DBT |
| 2006 | Elevance Health Inc. | ELV | Oct 2022 | 40,000 | $33K | 0.00% | DBT |
| 2007 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -2,295,582 | $33K | 0.00% | DFE |
| 2008 | Kinder Morgan, Inc. | KMI | Oct 2022 | 40,000 | $32K | 0.00% | DBT |
| 2009 | Small Business Administration | SBAP | Oct 2022 | 35,487 | $32K | 0.00% | ABS-O |
| 2010 | Midamerican Energy Company | BRKHEC | Oct 2022 | 35,000 | $32K | 0.00% | DBT |
| 2011 | Enterprise Products Operating LLC | EPD | Oct 2022 | 40,000 | $32K | 0.00% | DBT |
| 2012 | Piedmont Natural Gas Company, Inc. | DUK | Oct 2022 | 41,000 | $32K | 0.00% | DBT |
| 2013 | UnitedHealth Group Inc. | UNH | Oct 2022 | 40,000 | $32K | 0.00% | DBT |
| 2014 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 200,747 | $32K | 0.00% | ABS-O |
| 2015 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 33,449 | $32K | 0.00% | ABS-MBS |
| 2016 | Government National Mortgage Association | GNR | Oct 2022 | 35,002 | $32K | 0.00% | ABS-MBS |
| 2017 | Pepsico Inc | PEP | Oct 2022 | 40,000 | $32K | 0.00% | DBT |
| 2018 | Alabama Power Company | SO | Oct 2022 | 47,000 | $32K | 0.00% | DBT |
| 2019 | Northern States Power Company | XEL | Oct 2022 | 50,000 | $32K | 0.00% | DBT |
| 2020 | Government National Mortgage Association | GNR | Oct 2022 | 32,973 | $32K | 0.00% | ABS-MBS |
| 2021 | Walmart Inc | WMT | Oct 2022 | 40,000 | $32K | 0.00% | DBT |
| 2022 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 31,961 | $31K | 0.00% | ABS-MBS |
| 2023 | Government National Mortgage Association | GNR | Oct 2022 | 32,631 | $31K | 0.00% | ABS-MBS |
| 2024 | Federal National Mortgage Association | FNMA | Oct 2022 | 33,310 | $31K | 0.00% | ABS-MBS |
| 2025 | CVS Health Corp | CVS | Oct 2022 | 40,000 | $31K | 0.00% | DBT |
| 2026 | JPMorgan Chase & Co. | JPM | Oct 2022 | 50,000 | $31K | 0.00% | DBT |
| 2027 | NEW YORK N Y CITY MUN WTR FIN AUTH | NYCUTL | Oct 2022 | 30,000 | $31K | 0.00% | DBT |
| 2028 | Fnma Pass-Thru I | FN | Oct 2022 | 32,503 | $31K | 0.00% | ABS-MBS |
| 2029 | Government National Mortgage Association | GNR | Oct 2022 | 33,990 | $31K | 0.00% | ABS-MBS |
| 2030 | Fnma Pass-Thru I | FN | Oct 2022 | 36,939 | $31K | 0.00% | ABS-MBS |
| 2031 | Atmos Energy Corporation | ATO | Oct 2022 | 40,000 | $30K | 0.00% | DBT |
| 2032 | CVS Health Corp | CVS | Oct 2022 | 40,000 | $30K | 0.00% | DBT |
| 2033 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 38,462 | $30K | 0.00% | ABS-MBS |
| 2034 | Verizon Communications Inc. | VZ | Oct 2022 | 36,000 | $30K | 0.00% | DBT |
| 2035 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 160,206 | $30K | 0.00% | ABS-O |
| 2036 | Devon Energy Corporation | DVN | Oct 2022 | 30,000 | $30K | 0.00% | DBT |
| 2037 | Electronic Arts Inc. | EA | Oct 2022 | 39,000 | $30K | 0.00% | DBT |
| 2038 | Springs Window Fashions | SPRIND | Oct 2022 | 38,805 | $30K | 0.00% | LON |
| 2039 | Government National Mortgage Association | GNR | Oct 2022 | 31,306 | $30K | 0.00% | ABS-MBS |
| 2040 | Lam Research Corporation | LRCX | Oct 2022 | 34,000 | $30K | 0.00% | DBT |
| 2041 | Elevance Health Inc. | ELV | Oct 2022 | 30,000 | $30K | 0.00% | DBT |
| 2042 | UnitedHealth Group Inc. | UNH | Oct 2022 | 30,000 | $30K | 0.00% | DBT |
| 2043 | United States Treasury Notes | T | Oct 2022 | 36,000 | $30K | 0.00% | DBT |
| 2044 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 34,192 | $30K | 0.00% | ABS-MBS |
| 2045 | Federal National Mortgage Association | FNMA | Oct 2022 | 174,963 | $30K | 0.00% | ABS-O |
| 2046 | Wells Fargo & Company | WFC | Oct 2022 | 40,000 | $29K | 0.00% | DBT |
| 2047 | Government National Mortgage Association | GNR | Oct 2022 | 31,884 | $29K | 0.00% | ABS-MBS |
| 2048 | Goldman Sachs Group, Inc. | GS | Oct 2022 | 30,000 | $29K | 0.00% | DBT |
| 2049 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 36,898 | $29K | 0.00% | ABS-MBS |
| 2050 | Government National Mortgage Association | GNR | Oct 2022 | 31,827 | $29K | 0.00% | ABS-MBS |
| 2051 | Government National Mortgage Association | GNR | Oct 2022 | 30,929 | $29K | 0.00% | ABS-MBS |
| 2052 | NEW YORK ST DORM AUTH | NYSHGR | Oct 2022 | 30,000 | $29K | 0.00% | DBT |
| 2053 | HP Inc | HPQ | Oct 2022 | 39,000 | $29K | 0.00% | DBT |
| 2054 | Crown Castle Inc. | CCI | Oct 2022 | 37,000 | $28K | 0.00% | DBT |
| 2055 | Gilead Sciences, Inc. | GILD | Oct 2022 | 33,000 | $28K | 0.00% | DBT |
| 2056 | Federal National Mortgage Association | FNMA | Oct 2022 | 29,904 | $28K | 0.00% | ABS-MBS |
| 2057 | Federal National Mortgage Association | FNMA | Oct 2022 | 31,308 | $28K | 0.00% | ABS-MBS |
| 2058 | Vici Properties Inc | VICI | Oct 2022 | 31,000 | $28K | 0.00% | DBT |
| 2059 | Duke Energy Corp | DUK | Oct 2022 | 30,000 | $28K | 0.00% | DBT |
| 2060 | Raytheon Technologies Corporation | RTX | Oct 2022 | 26,000 | $28K | 0.00% | DBT |
| 2061 | McDonald's Corporation | MCD | Oct 2022 | 30,000 | $28K | 0.00% | DBT |
| 2062 | United States Treasury Notes | T | Oct 2022 | 30,000 | $28K | 0.00% | DBT |
| 2063 | Wyeth | PFE | Oct 2022 | 26,000 | $28K | 0.00% | DBT |
| 2064 | Fanatics Commerce | FANINC | Oct 2022 | 28,782 | $28K | 0.00% | LON |
| 2065 | MPLX LP | MPLX | Oct 2022 | 30,000 | $28K | 0.00% | DBT |
| 2066 | Fnma Pass-Thru I | FN | Oct 2022 | 29,343 | $28K | 0.00% | ABS-MBS |
| 2067 | Altria Group, Inc. | MO | Oct 2022 | 30,000 | $28K | 0.00% | DBT |
| 2068 | Regency Energy Partners LP/Regency Energy Finance Corp. | ET | Oct 2022 | 28,000 | $28K | 0.00% | DBT |
| 2069 | Fnma Pass-Thru I | FN | Oct 2022 | 28,844 | $28K | 0.00% | ABS-MBS |
| 2070 | Alabama Power Company | SO | Oct 2022 | 38,000 | $28K | 0.00% | DBT |
| 2071 | Federal National Mortgage Association | FNMA | Oct 2022 | 28,746 | $28K | 0.00% | ABS-MBS |
| 2072 | Relx Capital Inc. | RELLN | Oct 2022 | 33,000 | $28K | 0.00% | DBT |
| 2073 | Fnma Pass-Thru I | FN | Oct 2022 | 29,804 | $27K | 0.00% | ABS-MBS |
| 2074 | AEP Transmission Company, LLC | AEP | Oct 2022 | 39,000 | $27K | 0.00% | DBT |
| 2075 | ONE Gas, Inc. | OGS | Oct 2022 | 35,000 | $27K | 0.00% | DBT |
| 2076 | Verizon Communications Inc. | VZ | Oct 2022 | 30,000 | $27K | 0.00% | DBT |
| 2077 | Verizon Communications Inc. | VZ | Oct 2022 | 30,000 | $27K | 0.00% | DBT |
| 2078 | B.A.T. Capital Corporation | BATSLN | Oct 2022 | 38,000 | $27K | 0.00% | DBT |
| 2079 | Government National Mortgage Association | GNR | Oct 2022 | 28,897 | $27K | 0.00% | ABS-MBS |
| 2080 | Pepsico Inc | PEP | Oct 2022 | 40,000 | $27K | 0.00% | DBT |
| 2081 | Hershey Co (The) | HSY | Oct 2022 | 30,000 | $27K | 0.00% | DBT |
| 2082 | UnitedHealth Group Inc. | UNH | Oct 2022 | 42,000 | $27K | 0.00% | DBT |
| 2083 | Federal National Mortgage Association | FNMA | Oct 2022 | 28,161 | $27K | 0.00% | ABS-MBS |
| 2084 | Alphabet Inc. | GOOGL | Oct 2022 | 30,000 | $27K | 0.00% | DBT |
| 2085 | Federal National Mortgage Association | FNMA | Oct 2022 | 28,460 | $27K | 0.00% | ABS-MBS |
| 2086 | Federal National Mortgage Association | FNMA | Oct 2022 | 149,005 | $27K | 0.00% | ABS-O |
| 2087 | Government National Mortgage Association | GNR | Oct 2022 | 32,651 | $27K | 0.00% | ABS-MBS |
| 2088 | Peru (Republic of) | PERU | Oct 2022 | 40,000 | $26K | 0.00% | DBT |
| 2089 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 140,481 | $26K | 0.00% | ABS-O |
| 2090 | Marathon Petroleum Company | MPC | Oct 2022 | 35,000 | $26K | 0.00% | DBT |
| 2091 | Kimberly-Clark Corporation | KMB | Oct 2022 | 30,000 | $26K | 0.00% | DBT |
| 2092 | Deere & Company | DE | Oct 2022 | 30,000 | $26K | 0.00% | DBT |
| 2093 | NEW YORK N Y CITY MUN WTR FIN AUTH | NYCUTL | Oct 2022 | 25,000 | $26K | 0.00% | DBT |
| 2094 | Pioneer Natural Resources Company | PXD | Oct 2022 | 30,000 | $26K | 0.00% | DBT |
| 2095 | Government National Mortgage Association | GNR | Oct 2022 | 28,576 | $26K | 0.00% | ABS-MBS |
| 2096 | Intercontinental Exchange Inc | ICE | Oct 2022 | 30,000 | $26K | 0.00% | DBT |
| 2097 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 32,688 | $26K | 0.00% | ABS-MBS |
| 2098 | The Boeing Company | BA | Oct 2022 | 30,000 | $26K | 0.00% | DBT |
| 2099 | Federal National Mortgage Association | FNMA | Oct 2022 | 130,878 | $26K | 0.00% | ABS-O |
| 2100 | McDonald's Corporation | MCD | Oct 2022 | 30,000 | $26K | 0.00% | DBT |
| 2101 | State Street Corporation | STT | Oct 2022 | 26,000 | $26K | 0.00% | DBT |
| 2102 | Raytheon Technologies Corporation | RTX | Oct 2022 | 30,000 | $25K | 0.00% | DBT |
| 2103 | Elevance Health Inc. | ELV | Oct 2022 | 25,000 | $25K | 0.00% | DBT |
| 2104 | Federal National Mortgage Association | FNMA | Oct 2022 | 160,774 | $25K | 0.00% | ABS-O |
| 2105 | AT&T Inc | T | Oct 2022 | 40,000 | $25K | 0.00% | DBT |
| 2106 | AT&T Inc | T | Oct 2022 | 40,000 | $25K | 0.00% | DBT |
| 2107 | Government National Mortgage Association | GNR | Oct 2022 | 26,429 | $25K | 0.00% | ABS-MBS |
| 2108 | Anheuser-Busch InBev Worldwide Inc. | ABIBB | Oct 2022 | 30,000 | $25K | 0.00% | DBT |
| 2109 | Fnma Pass-Thru I | FN | Oct 2022 | 26,612 | $25K | 0.00% | ABS-MBS |
| 2110 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 234,911 | $25K | 0.00% | ABS-O |
| 2111 | UnitedHealth Group Inc. | UNH | Oct 2022 | 30,000 | $24K | 0.00% | DBT |
| 2112 | Oracle Corporation | ORCL | Oct 2022 | 30,000 | $24K | 0.00% | DBT |
| 2113 | Government National Mortgage Association | GNR | Oct 2022 | 25,420 | $24K | 0.00% | ABS-MBS |
| 2114 | Applied Materials Inc. | AMAT | Oct 2022 | 38,000 | $24K | 0.00% | DBT |
| 2115 | National Retail Properties, Inc. | NNN | Oct 2022 | 42,000 | $24K | 0.00% | DBT |
| 2116 | Eaton Corporation | ETN | Oct 2022 | 30,000 | $24K | 0.00% | DBT |
| 2117 | Citigroup Inc. | C | Oct 2022 | 30,000 | $24K | 0.00% | DBT |
| 2118 | UnitedHealth Group Inc. | UNH | Oct 2022 | 30,000 | $24K | 0.00% | DBT |
| 2119 | CALIFORNIA ST | CAS | Oct 2022 | 20,000 | $24K | 0.00% | DBT |
| 2120 | Commonwealth Edison Company | EXC | Oct 2022 | 32,000 | $24K | 0.00% | DBT |
| 2121 | Petroleos Mexicanos | PEMEX | Oct 2022 | 31,000 | $23K | 0.00% | DBT |
| 2122 | Bank of America Corporation | BAC | Oct 2022 | 30,000 | $23K | 0.00% | DBT |
| 2123 | Comcast Corporation | CMCSA | Oct 2022 | 40,000 | $23K | 0.00% | DBT |
| 2124 | Federal National Mortgage Association | FNMA | Oct 2022 | 24,167 | $23K | 0.00% | ABS-MBS |
| 2125 | American Airlines, Inc. | AAL | Oct 2022 | 23,199 | $23K | 0.00% | ABS-O |
| 2126 | Alphabet Inc. | GOOGL | Oct 2022 | 40,000 | $23K | 0.00% | DBT |
| 2127 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 25,256 | $23K | 0.00% | ABS-MBS |
| 2128 | Government National Mortgage Association | GNR | Oct 2022 | 163,518 | $23K | 0.00% | ABS-O |
| 2129 | CDS_SN FED REPUBLIC OF BRAZI 1% 20271220 | 000000000 | Oct 2022 | 297,000 | $23K | 0.00% | DCR |
| 2130 | AT&T Inc | T | Oct 2022 | 30,000 | $23K | 0.00% | DBT |
| 2131 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 167,452 | $23K | 0.00% | ABS-O |
| 2132 | Comcast Corporation | CMCSA | Oct 2022 | 30,000 | $22K | 0.00% | DBT |
| 2133 | Gol Finance SA | GOLLBZ | Oct 2022 | 51,000 | $22K | 0.00% | DBT |
| 2134 | Virginia Electric and Power Company | D | Oct 2022 | 29,000 | $22K | 0.00% | DBT |
| 2135 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 26,727 | $22K | 0.00% | ABS-MBS |
| 2136 | Government National Mortgage Association | GNR | Oct 2022 | 23,506 | $22K | 0.00% | ABS-MBS |
| 2137 | SWO USD RCV 3.28 PAY SOFR | 000000000 | Oct 2022 | 592,600 | $22K | 0.00% | DIR |
| 2138 | Magallanes Inc. | WBD | Oct 2022 | 30,000 | $22K | 0.00% | DBT |
| 2139 | Government National Mortgage Association | GNR | Oct 2022 | 23,396 | $22K | 0.00% | ABS-MBS |
| 2140 | OIS_CCP USD RCV SOFR1D PAY 3.85% 30-JUN-2029 | 000000000 | Oct 2022 | 5,264,000 | $22K | 0.00% | DIR |
| 2141 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 23,615 | $22K | 0.00% | ABS-MBS |
| 2142 | Federal National Mortgage Association | FNMA | Oct 2022 | 24,351 | $22K | 0.00% | ABS-MBS |
| 2143 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 22,531 | $22K | 0.00% | ABS-MBS |
| 2144 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 30,000 | $21K | 0.00% | DBT |
| 2145 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -1,552,000 | $21K | 0.00% | DFE |
| 2146 | Government National Mortgage Association | GNR | Oct 2022 | 151,523 | $21K | 0.00% | ABS-O |
| 2147 | Federal National Mortgage Association | FNMA | Oct 2022 | 21,862 | $21K | 0.00% | ABS-MBS |
| 2148 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Oct 2022 | 271,000 | $21K | 0.00% | DIR |
| 2149 | Fnma Pass-Thru I | FN | Oct 2022 | 22,786 | $20K | 0.00% | ABS-MBS |
| 2150 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 21,134 | $20K | 0.00% | ABS-MBS |
| 2151 | FirstEnergy Corp. | FE | Oct 2022 | 22,000 | $20K | 0.00% | DBT |
| 2152 | Government National Mortgage Association | GNR | Oct 2022 | 22,605 | $20K | 0.00% | ABS-MBS |
| 2153 | Altria Group, Inc. | MO | Oct 2022 | 24,000 | $20K | 0.00% | DBT |
| 2154 | AT&T Inc | T | Oct 2022 | 30,000 | $20K | 0.00% | DBT |
| 2155 | AbbVie Inc. | ABBV | Oct 2022 | 20,000 | $20K | 0.00% | DBT |
| 2156 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -229,724 | $20K | 0.00% | DFE |
| 2157 | Ffmlt Tr 2006-Ff13 | FFML | Oct 2022 | 29,098 | $20K | 0.00% | ABS-O |
| 2158 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Oct 2022 | 300,123 | $20K | 0.00% | DIR |
| 2159 | Government National Mortgage Association | GNR | Oct 2022 | 20,410 | $20K | 0.00% | ABS-MBS |
| 2160 | Humana Inc. | HUM | Oct 2022 | 20,000 | $20K | 0.00% | DBT |
| 2161 | Government National Mortgage Association | GNR | Oct 2022 | 148,118 | $20K | 0.00% | ABS-O |
| 2162 | UNIVERSITY CALIF | UNVHGR | Oct 2022 | 25,000 | $19K | 0.00% | DBT |
| 2163 | Intel Corporation | INTC | Oct 2022 | 20,000 | $19K | 0.00% | DBT |
| 2164 | Cigna Corporation | CI | Oct 2022 | 20,000 | $19K | 0.00% | DBT |
| 2165 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Oct 2022 | 300,123 | $19K | 0.00% | DIR |
| 2166 | Fnma Pass-Thru I | FN | Oct 2022 | 20,093 | $19K | 0.00% | ABS-MBS |
| 2167 | Federal National Mortgage Association | FNMA | Oct 2022 | 94,630 | $19K | 0.00% | ABS-O |
| 2168 | BP Capital Markets America, Inc. | BPLN | Oct 2022 | 20,000 | $19K | 0.00% | DBT |
| 2169 | Cintas Corporation No. 2 | CTAS | Oct 2022 | 20,000 | $19K | 0.00% | DBT |
| 2170 | Government National Mortgage Association | GNR | Oct 2022 | 19,527 | $19K | 0.00% | ABS-MBS |
| 2171 | Energy Transfer LP | ET | Oct 2022 | 20,000 | $19K | 0.00% | DBT |
| 2172 | American Airlines, Inc. | AAL | Oct 2022 | 22,260 | $19K | 0.00% | ABS-O |
| 2173 | Petroleos Mexicanos | PEMEX | Oct 2022 | 403,000 | $19K | 0.00% | DBT |
| 2174 | Petroleos Mexicanos | PEMEX | Oct 2022 | 19,000 | $18K | 0.00% | DBT |
| 2175 | T-Mobile USA, Inc. | TMUS | Oct 2022 | 20,000 | $18K | 0.00% | DBT |
| 2176 | The Procter & Gamble Company | PG | Oct 2022 | 20,000 | $18K | 0.00% | DBT |
| 2177 | OIS CLP RCV CAMAR1D PAY 1.42% 01-APR-2023 | 000000000 | Oct 2022 | 357,254,000 | $18K | 0.00% | DIR |
| 2178 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -211,406 | $18K | 0.00% | DFE |
| 2179 | Continental Resources, Inc. | CLR | Oct 2022 | 20,000 | $18K | 0.00% | DBT |
| 2180 | AT&T Inc | T | Oct 2022 | 22,000 | $18K | 0.00% | DBT |
| 2181 | Government National Mortgage Association | GNR | Oct 2022 | 19,928 | $18K | 0.00% | ABS-MBS |
| 2182 | Federal National Mortgage Association | FNMA | Oct 2022 | 18,011 | $18K | 0.00% | ABS-MBS |
| 2183 | OIS_CCP JPY RCV TONAR1D PAY 0.855% 09-MAY-2052 | 000000000 | Oct 2022 | 38,201,020 | $18K | 0.00% | DIR |
| 2184 | Oracle Corporation | ORCL | Oct 2022 | 24,000 | $18K | 0.00% | DBT |
| 2185 | Federal National Mortgage Association | FNMA | Oct 2022 | 17,800 | $18K | 0.00% | ABS-MBS |
| 2186 | Ministerio de Hacienda y Credito Publico | COLTC | Oct 2022 | 137,000,000 | $17K | 0.00% | DBT |
| 2187 | Government National Mortgage Association | GNR | Oct 2022 | 105,093 | $17K | 0.00% | ABS-O |
| 2188 | Walmart Inc | WMT | Oct 2022 | 20,000 | $17K | 0.00% | DBT |
| 2189 | AbbVie Inc. | ABBV | Oct 2022 | 20,000 | $17K | 0.00% | DBT |
| 2190 | OIS_CCP JPY RCV TONAR1D PAY 0.861% 09-MAY-2052 | 000000000 | Oct 2022 | 37,819,009 | $17K | 0.00% | DIR |
| 2191 | Federal National Mortgage Association | FNMA | Oct 2022 | 19,112 | $17K | 0.00% | ABS-MBS |
| 2192 | American Airlines, Inc. | AAL | Oct 2022 | 19,078 | $17K | 0.00% | ABS-O |
| 2193 | Comcast Corporation | CMCSA | Oct 2022 | 20,000 | $17K | 0.00% | DBT |
| 2194 | UnitedHealth Group Inc. | UNH | Oct 2022 | 20,000 | $17K | 0.00% | DBT |
| 2195 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 17,487 | $16K | 0.00% | ABS-MBS |
| 2196 | Amgen Inc. | AMGN | Oct 2022 | 20,000 | $16K | 0.00% | DBT |
| 2197 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 20,040 | $16K | 0.00% | ABS-MBS |
| 2198 | Exxon Mobil Corporation | XOM | Oct 2022 | 20,000 | $16K | 0.00% | DBT |
| 2199 | Federal National Mortgage Association | FNMA | Oct 2022 | 19,934 | $16K | 0.00% | ABS-MBS |
| 2200 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -596,598,000 | $16K | 0.00% | DFE |
| 2201 | Texas Eastern Transmission, L.P. | SEP | Oct 2022 | 15,000 | $16K | 0.00% | DBT |
| 2202 | Mid-Atlantic Interstate Transmission Llc | FE | Oct 2022 | 17,000 | $16K | 0.00% | DBT |
| 2203 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 102,587 | $16K | 0.00% | ABS-O |
| 2204 | Georgia-Pacific LLC | GP | Oct 2022 | 13,000 | $15K | 0.00% | DBT |
| 2205 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 20,000 | $15K | 0.00% | DBT |
| 2206 | CP IRIS HOLDCO 1 TL | LX1981401 | Oct 2022 | 17,313 | $15K | 0.00% | LON |
| 2207 | Home Depot Inc | HD | Oct 2022 | 20,000 | $15K | 0.00% | DBT |
| 2208 | Federal National Mortgage Association | FNMA | Oct 2022 | 15,578 | $15K | 0.00% | ABS-MBS |
| 2209 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -290,000 | $15K | 0.00% | DFE |
| 2210 | Genneia S.A. | GNNEIA | Oct 2022 | 16,330 | $15K | 0.00% | DBT |
| 2211 | SWO USD RCV 2.96 PAY SOFR | 000000000 | Oct 2022 | 558,300 | $15K | 0.00% | DIR |
| 2212 | Comcast Corporation | CMCSA | Oct 2022 | 20,000 | $15K | 0.00% | DBT |
| 2213 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -341,686 | $15K | 0.00% | DFE |
| 2214 | American Airlines, Inc. | AAL | Oct 2022 | 15,382 | $15K | 0.00% | ABS-O |
| 2215 | Consolidated Edison Company of New York, Inc. | ED | Oct 2022 | 20,000 | $15K | 0.00% | DBT |
| 2216 | SWO USD RCV 3.44 PAY SOFR | 000000000 | Oct 2022 | 300,123 | $15K | 0.00% | DIR |
| 2217 | NSTAR Electric Company | ES | Oct 2022 | 16,000 | $15K | 0.00% | DBT |
| 2218 | YPF Sociedad Anonima | YPFDAR | Oct 2022 | 28,000 | $15K | 0.00% | DBT |
| 2219 | Nike, Inc. | NKE | Oct 2022 | 20,000 | $15K | 0.00% | DBT |
| 2220 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Oct 2022 | 235,134 | $15K | 0.00% | DIR |
| 2221 | Comcast Corporation | CMCSA | Oct 2022 | 20,000 | $14K | 0.00% | DBT |
| 2222 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -1,149,000 | $14K | 0.00% | DFE |
| 2223 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -1,320,763 | $14K | 0.00% | DFE |
| 2224 | Avianca Midco 2 Limited | AVIAGP | Oct 2022 | 19,000 | $14K | 0.00% | DBT |
| 2225 | SWO USD RCV 3.395 PAY SOF | 000000000 | Oct 2022 | 300,123 | $14K | 0.00% | DIR |
| 2226 | Fnma Pass-Thru I | FN | Oct 2022 | 15,333 | $14K | 0.00% | ABS-MBS |
| 2227 | Exelon Corporation | EXC | Oct 2022 | 16,000 | $14K | 0.00% | DBT |
| 2228 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 83,679 | $14K | 0.00% | ABS-O |
| 2229 | Tampa Electric Company | TE | Oct 2022 | 17,000 | $14K | 0.00% | DBT |
| 2230 | Comcast Corporation | CMCSA | Oct 2022 | 20,000 | $14K | 0.00% | DBT |
| 2231 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 86,627 | $14K | 0.00% | ABS-O |
| 2232 | United Air Lines, Inc. | UAL | Oct 2022 | 16,185 | $14K | 0.00% | ABS-O |
| 2233 | Federal National Mortgage Association | FNMA | Oct 2022 | 79,619 | $14K | 0.00% | ABS-O |
| 2234 | Government National Mortgage Association | GNR | Oct 2022 | 77,326 | $13K | 0.00% | ABS-O |
| 2235 | Mold-Rite | MOLRIT | Oct 2022 | 14,925 | $13K | 0.00% | LON |
| 2236 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 79,532 | $13K | 0.00% | ABS-O |
| 2237 | Pacific Gas and Electric Company | PCG | Oct 2022 | 20,000 | $13K | 0.00% | DBT |
| 2238 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 81,937 | $13K | 0.00% | ABS-O |
| 2239 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -331,952 | $13K | 0.00% | DFE |
| 2240 | Government National Mortgage Association | GNR | Oct 2022 | 85,541 | $13K | 0.00% | ABS-O |
| 2241 | Becton, Dickinson and Company | BDX | Oct 2022 | 15,000 | $13K | 0.00% | DBT |
| 2242 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 81,763 | $13K | 0.00% | ABS-O |
| 2243 | Government National Mortgage Association | GNR | Oct 2022 | 84,004 | $13K | 0.00% | ABS-O |
| 2244 | SWO USD RCV 3.475 PAY SOF | 000000000 | Oct 2022 | 235,134 | $12K | 0.00% | DIR |
| 2245 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 78,713 | $12K | 0.00% | ABS-O |
| 2246 | UnitedHealth Group Inc. | UNH | Oct 2022 | 20,000 | $12K | 0.00% | DBT |
| 2247 | Government National Mortgage Association | GNR | Oct 2022 | 78,090 | $12K | 0.00% | ABS-O |
| 2248 | UNITED AIR LINES INC PASS-THROUGH TRUSTS | UAL | Oct 2022 | 14,564 | $12K | 0.00% | ABS-O |
| 2249 | Pacific Gas and Electric Company | PCG | Oct 2022 | 20,000 | $12K | 0.00% | DBT |
| 2250 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 81,190 | $12K | 0.00% | ABS-O |
| 2251 | General Electric Company | GE | Oct 2022 | 11,000 | $12K | 0.00% | DBT |
| 2252 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 88,608 | $12K | 0.00% | ABS-O |
| 2253 | Air Canada Pass Through Trust 2017-1 | ACACN | Oct 2022 | 14,314 | $12K | 0.00% | ABS-O |
| 2254 | Government National Mortgage Association | GNR | Oct 2022 | 80,938 | $12K | 0.00% | ABS-O |
| 2255 | Devon Energy Corporation | DVN | Oct 2022 | 12,000 | $12K | 0.00% | DBT |
| 2256 | Federal National Mortgage Association | FNMA | Oct 2022 | 12,426 | $12K | 0.00% | ABS-MBS |
| 2257 | Federal National Mortgage Association | FNMA | Oct 2022 | 59,687 | $12K | 0.00% | ABS-O |
| 2258 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -332,835 | $12K | 0.00% | DFE |
| 2259 | Government National Mortgage Association | GNR | Oct 2022 | 80,744 | $12K | 0.00% | ABS-O |
| 2260 | Government National Mortgage Association | GNR | Oct 2022 | 12,962 | $12K | 0.00% | ABS-MBS |
| 2261 | Government National Mortgage Association | GNR | Oct 2022 | 83,407 | $12K | 0.00% | ABS-O |
| 2262 | Government National Mortgage Association | GNR | Oct 2022 | 75,619 | $12K | 0.00% | ABS-O |
| 2263 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -378,937 | $12K | 0.00% | DFE |
| 2264 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -321,561 | $12K | 0.00% | DFE |
| 2265 | Fnma Pass-Thru I | FN | Oct 2022 | 12,210 | $12K | 0.00% | ABS-MBS |
| 2266 | Fnma Pass-Thru I | FN | Oct 2022 | 12,401 | $12K | 0.00% | ABS-MBS |
| 2267 | Ffmlt Tr 2006-Ff13 | FFML | Oct 2022 | 16,977 | $12K | 0.00% | ABS-O |
| 2268 | Government National Mortgage Association | GNR | Oct 2022 | 69,697 | $11K | 0.00% | ABS-O |
| 2269 | Government National Mortgage Association | GNR | Oct 2022 | 74,281 | $11K | 0.00% | ABS-O |
| 2270 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 75,536 | $11K | 0.00% | ABS-O |
| 2271 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -235,806 | $11K | 0.00% | DFE |
| 2272 | FXO EURUSD CALL 1.04 0401 | 000000000 | Oct 2022 | 2,970,000 | $11K | 0.00% | DFE |
| 2273 | Government National Mortgage Association | GNR | Oct 2022 | 89,791 | $11K | 0.00% | ABS-O |
| 2274 | Federal National Mortgage Association | FNMA | Oct 2022 | 11,604 | $11K | 0.00% | ABS-MBS |
| 2275 | OIS_CCP JPY RCV TONAR1D PAY 0.819% 30-MAY-2052 | 000000000 | Oct 2022 | 20,918,500 | $11K | 0.00% | DIR |
| 2276 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -126,846 | $11K | 0.00% | DFE |
| 2277 | American Airlines, Inc. | AAL | Oct 2022 | 12,458 | $11K | 0.00% | ABS-O |
| 2278 | Government National Mortgage Association | GNR | Oct 2022 | 79,707 | $11K | 0.00% | ABS-O |
| 2279 | Government National Mortgage Association | GNR | Oct 2022 | 69,280 | $11K | 0.00% | ABS-O |
| 2280 | Government National Mortgage Association | GNR | Oct 2022 | 80,191 | $11K | 0.00% | ABS-O |
| 2281 | Enterprise Products Operating LLC | EPD | Oct 2022 | 10,000 | $11K | 0.00% | DBT |
| 2282 | Colombia (Republic of) | COLOM | Oct 2022 | 78,500,000 | $11K | 0.00% | DBT |
| 2283 | OIS_CCP JPY RCV TONAR1D PAY 0.83% 30-MAY-2052 | 000000000 | Oct 2022 | 20,918,500 | $11K | 0.00% | DIR |
| 2284 | National Retail Properties, Inc. | NNN | Oct 2022 | 19,000 | $11K | 0.00% | DBT |
| 2285 | CALL DEC 22 CBT 5YCALL DE | FVZ2C | Oct 2022 | 16 | $11K | 0.00% | DIR |
| 2286 | American Airlines, Inc. | AAL | Oct 2022 | 11,341 | $11K | 0.00% | ABS-O |
| 2287 | Dell International L.L.C. and EMC Corporation | DELL | Oct 2022 | 10,000 | $11K | 0.00% | DBT |
| 2288 | CSX Corporation | CSX | Oct 2022 | 13,000 | $11K | 0.00% | DBT |
| 2289 | SWO USD RCV 3.14 PAY SOFR | 000000000 | Oct 2022 | 271,000 | $10K | 0.00% | DIR |
| 2290 | Ohio Power Company | AEP | Oct 2022 | 14,000 | $10K | 0.00% | DBT |
| 2291 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 69,970 | $10K | 0.00% | ABS-O |
| 2292 | Federal National Mortgage Association | FNMA | Oct 2022 | 11,142 | $10K | 0.00% | ABS-MBS |
| 2293 | Petrobras Global Finance B.V. | PETBRA | Oct 2022 | 11,000 | $10K | 0.00% | DBT |
| 2294 | Fnma Pass-Thru I | FN | Oct 2022 | 12,336 | $10K | 0.00% | ABS-MBS |
| 2295 | Government National Mortgage Association | GNR | Oct 2022 | 73,199 | $10K | 0.00% | ABS-O |
| 2296 | Petroleos Mexicanos | PEMEX | Oct 2022 | 11,000 | $10K | 0.00% | DBT |
| 2297 | CALL DEC 22 T-NOTECALL DE | TYZ2C | Oct 2022 | 13 | $10K | 0.00% | DIR |
| 2298 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -150,774 | $10K | 0.00% | DFE |
| 2299 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -386,997 | $10K | 0.00% | DFE |
| 2300 | Northern Inst Fds | 665279105 | Oct 2022 | 10,000 | $10K | 0.00% | STIV |
| 2301 | OIS_CCP JPY RCV TONAR1N PAY 0.298% 07-APR-2032 | 000000000 | Oct 2022 | 89,907,875 | $10K | 0.00% | DIR |
| 2302 | Federal National Mortgage Association | FNMA | Oct 2022 | 10,748 | $10K | 0.00% | ABS-MBS |
| 2303 | CDS_SN REPUBLIC OF COLOMBIA 1% 20271220 | 000000000 | Oct 2022 | 93,334 | $10K | 0.00% | DCR |
| 2304 | Government National Mortgage Association | GNR | Oct 2022 | 77,223 | $10K | 0.00% | ABS-O |
| 2305 | Gnma Pass-Thru M Single Family | G2 | Oct 2022 | 10,847 | $10K | 0.00% | ABS-MBS |
| 2306 | Exxon Mobil Corporation | XOM | Oct 2022 | 10,000 | $10K | 0.00% | DBT |
| 2307 | OIS_CCP JPY RCV TONAR1N PAY 0.30125% 07-APR-2032 | 000000000 | Oct 2022 | 90,653,453 | $10K | 0.00% | DIR |
| 2308 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -204,126 | $10K | 0.00% | DFE |
| 2309 | OIS_CCP JPY RCV TONAR1N PAY 0.3029% 07-APR-2032 | 000000000 | Oct 2022 | 90,304,785 | $10K | 0.00% | DIR |
| 2310 | Grupo Posadas, S.A.B. de C.V. | POSADA | Oct 2022 | 13,234 | $10K | 0.00% | DBT |
| 2311 | Home Depot Inc | HD | Oct 2022 | 10,000 | $9K | 0.00% | DBT |
| 2312 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 43,284 | $9K | 0.00% | ABS-O |
| 2313 | General Motors Company | GM | Oct 2022 | 10,000 | $9K | 0.00% | DBT |
| 2314 | Pepsico Inc | PEP | Oct 2022 | 10,000 | $9K | 0.00% | DBT |
| 2315 | Fnma Pass-Thru I | FN | Oct 2022 | 9,898 | $9K | 0.00% | ABS-MBS |
| 2316 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 47,502 | $9K | 0.00% | ABS-O |
| 2317 | OIS_CCP JPY RCV TONAR1D PAY 0.867% 30-MAY-2052 | 000000000 | Oct 2022 | 20,918,500 | $9K | 0.00% | DIR |
| 2318 | Morgan Stanley | MS | Oct 2022 | 10,000 | $9K | 0.00% | DBT |
| 2319 | Pepsico Inc | PEP | Oct 2022 | 10,000 | $9K | 0.00% | DBT |
| 2320 | Verizon Communications Inc. | VZ | Oct 2022 | 10,000 | $9K | 0.00% | DBT |
| 2321 | OIS_CCP JPY RCV TONAR1N PAY 0.306% 07-APR-2032 | 000000000 | Oct 2022 | 88,885,710 | $9K | 0.00% | DIR |
| 2322 | CDS_SN FED REPUBLIC OF BRAZI 1% 20271220 | 000000000 | Oct 2022 | 116,000 | $9K | 0.00% | DCR |
| 2323 | General Dynamics Corporation | GD | Oct 2022 | 10,000 | $9K | 0.00% | DBT |
| 2324 | Federal National Mortgage Association | FNMA | Oct 2022 | 9,209 | $9K | 0.00% | ABS-MBS |
| 2325 | Federal National Mortgage Association | FNMA | Oct 2022 | 9,151 | $8K | 0.00% | ABS-MBS |
| 2326 | Kinder Morgan Energy Partners LP | KMI | Oct 2022 | 10,000 | $8K | 0.00% | DBT |
| 2327 | Exxon Mobil Corporation | XOM | Oct 2022 | 10,000 | $8K | 0.00% | DBT |
| 2328 | Government National Mortgage Association | GNR | Oct 2022 | 8,552 | $8K | 0.00% | ABS-MBS |
| 2329 | Federal National Mortgage Association | FNMA | Oct 2022 | 8,605 | $8K | 0.00% | ABS-MBS |
| 2330 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 39,541 | $8K | 0.00% | ABS-O |
| 2331 | Devon Energy Corporation | DVN | Oct 2022 | 8,000 | $8K | 0.00% | DBT |
| 2332 | Government National Mortgage Association | GNR | Oct 2022 | 8,286 | $8K | 0.00% | ABS-O |
| 2333 | OIS_CCP JPY RCV TONAR1N PAY 0.3058% 07-APR-2032 | 000000000 | Oct 2022 | 78,823,177 | $8K | 0.00% | DIR |
| 2334 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -250,263 | $8K | 0.00% | DFE |
| 2335 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -199,010 | $8K | 0.00% | DFE |
| 2336 | FXO EURUSD PUT 0.955 1511 | 000000000 | Oct 2022 | 6,388,000 | $8K | 0.00% | DFE |
| 2337 | Government National Mortgage Association | GNR | Oct 2022 | 8,136 | $8K | 0.00% | ABS-MBS |
| 2338 | Fnma Pass-Thru I | FN | Oct 2022 | 8,186 | $8K | 0.00% | ABS-MBS |
| 2339 | CALL DEC 22 CBT 5YCALL DE | FVZ2C | Oct 2022 | 8 | $7K | 0.00% | DIR |
| 2340 | Government National Mortgage Association | GNR | Oct 2022 | 7,842 | $7K | 0.00% | ABS-MBS |
| 2341 | CALL DEC 22 U.S. CALL DE | USZ2C | Oct 2022 | 5 | $7K | 0.00% | DIR |
| 2342 | Government National Mortgage Association | GNR | Oct 2022 | 7,701 | $7K | 0.00% | ABS-MBS |
| 2343 | General Motors Financial Company Inc | GM | Oct 2022 | 7,000 | $7K | 0.00% | DBT |
| 2344 | Ecopetrol S.A. | ECOPET | Oct 2022 | 7,000 | $7K | 0.00% | DBT |
| 2345 | Oi SA | OIBRBZ | Oct 2022 | 26,000 | $7K | 0.00% | DBT |
| 2346 | Government National Mortgage Association | GNR | Oct 2022 | 7,380 | $7K | 0.00% | ABS-MBS |
| 2347 | Carrier Global Corporation | CARR | Oct 2022 | 10,000 | $7K | 0.00% | DBT |
| 2348 | Federal National Mortgage Association | FNMA | Oct 2022 | 6,982 | $7K | 0.00% | ABS-MBS |
| 2349 | OIS_CCP EUR RCV 2.8625% PAY ESTR1D 26-OCT-2025 | 000000000 | Oct 2022 | 2,490,000 | $7K | 0.00% | DIR |
| 2350 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -73,982 | $6K | 0.00% | DFE |
| 2351 | CALL DEC 22 T-NOTECALL DE | TYZ2C | Oct 2022 | 5 | $6K | 0.00% | DIR |
| 2352 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -192,219 | $6K | 0.00% | DFE |
| 2353 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -235,008 | $6K | 0.00% | DFE |
| 2354 | Atento Luxco 1 S.A. | ATENTO | Oct 2022 | 16,000 | $6K | 0.00% | DBT |
| 2355 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 6,890 | $6K | 0.00% | ABS-MBS |
| 2356 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -261,915 | $6K | 0.00% | DFE |
| 2357 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -292,799 | $6K | 0.00% | DFE |
| 2358 | Crown Castle Inc. | CCI | Oct 2022 | 6,000 | $6K | 0.00% | DBT |
| 2359 | FirstEnergy Corp. | FE | Oct 2022 | 7,000 | $6K | 0.00% | DBT |
| 2360 | Federal National Mortgage Association | FNMA | Oct 2022 | 6,185 | $6K | 0.00% | ABS-MBS |
| 2361 | CALL DEC 22 T-NOTECALL DE | TYZ2C | Oct 2022 | 5 | $6K | 0.00% | DIR |
| 2362 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -300,000 | $6K | 0.00% | DFE |
| 2363 | OIS_CCP JPY RCV TONAR1D PAY 0.812% 30-MAY-2052 | 000000000 | Oct 2022 | 9,969,500 | $5K | 0.00% | DIR |
| 2364 | Fnma Pass-Thru I | FN | Oct 2022 | 5,855 | $5K | 0.00% | ABS-MBS |
| 2365 | Government National Mortgage Association | GNR | Oct 2022 | 98,635 | $5K | 0.00% | ABS-O |
| 2366 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 34,005 | $5K | 0.00% | ABS-O |
| 2367 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -201,569 | $5K | 0.00% | DFE |
| 2368 | CALL DEC 22 U.S. CALL DE | USZ2C | Oct 2022 | 5 | $5K | 0.00% | DIR |
| 2369 | Federal National Mortgage Association | FNMA | Oct 2022 | 5,183 | $5K | 0.00% | ABS-MBS |
| 2370 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -144,096 | $5K | 0.00% | DFE |
| 2371 | PUT DEC 22 T-NOTE PUT DEC | TYZ2P | Oct 2022 | 3 | $5K | 0.00% | DIR |
| 2372 | United States Treasury Notes | T | Oct 2022 | 5,000 | $5K | 0.00% | DBT |
| 2373 | OIS_CCP EUR RCV ESTR1D PAY 2.708% 31-OCT-2033 | 000000000 | Oct 2022 | 540,000 | $5K | 0.00% | DIR |
| 2374 | Florida Power & Light Company | NEE | Oct 2022 | 5,000 | $5K | 0.00% | DBT |
| 2375 | OIS_CCP JPY RCV TONAR1D PAY 0.424% 14-JUN-2032 | 000000000 | Oct 2022 | 128,534,257 | $4K | 0.00% | DIR |
| 2376 | PECO Energy Company | EXC | Oct 2022 | 7,000 | $4K | 0.00% | DBT |
| 2377 | OIS_CCP JPY RCV TONAR1D PAY 0.42% 14-JUN-2032 | 000000000 | Oct 2022 | 113,983,209 | $4K | 0.00% | DIR |
| 2378 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -240,000 | $4K | 0.00% | DFE |
| 2379 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -1,470,195 | $4K | 0.00% | DFE |
| 2380 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -88,314 | $4K | 0.00% | DFE |
| 2381 | Synchrony Financial | SYF | Oct 2022 | 4,000 | $4K | 0.00% | DBT |
| 2382 | CURRENCY CONTRACT - MXN | 000000000 | Oct 2022 | -179,142 | $3K | 0.00% | DFE |
| 2383 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -180,000 | $3K | 0.00% | DFE |
| 2384 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -270,000 | $3K | 0.00% | DFE |
| 2385 | IPS Corp | IPSCOR | Oct 2022 | 3,480 | $3K | 0.00% | LON |
| 2386 | Halliburton Company | HAL | Oct 2022 | 3,000 | $3K | 0.00% | DBT |
| 2387 | PUT DEC 22 T-NOTE PUT DEC | TYZ2P | Oct 2022 | 3 | $3K | 0.00% | DIR |
| 2388 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -170,000 | $3K | 0.00% | DFE |
| 2389 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -563,635 | $3K | 0.00% | DFE |
| 2390 | OIS_CCP JPY RCV TONAR1D PAY 0.3935% 02-MAY-2032 | 000000000 | Oct 2022 | 58,850,500 | $3K | 0.00% | DIR |
| 2391 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -121,000 | $3K | 0.00% | DFE |
| 2392 | United States Treasury Notes | T | Oct 2022 | 3,000 | $3K | 0.00% | DBT |
| 2393 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -331,971 | $3K | 0.00% | DFE |
| 2394 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -449,117 | $3K | 0.00% | DFE |
| 2395 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -331,395 | $3K | 0.00% | DFE |
| 2396 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -120,000 | $2K | 0.00% | DFE |
| 2397 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -135,471 | $2K | 0.00% | DFE |
| 2398 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -285,487 | $2K | 0.00% | DFE |
| 2399 | Federal National Mortgage Association | FNMA | Oct 2022 | 2,617 | $2K | 0.00% | ABS-MBS |
| 2400 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 2,806 | $2K | 0.00% | ABS-MBS |
| 2401 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -235,946 | $2K | 0.00% | DFE |
| 2402 | IRS_CCP PLN RCV WIBOR3M PAY 6.15% 11-APR-2024 | 000000000 | Oct 2022 | 558,000 | $2K | 0.00% | DIR |
| 2403 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -195,000 | $2K | 0.00% | DFE |
| 2404 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -120,000 | $2K | 0.00% | DFE |
| 2405 | Fnma Pass-Thru I | FN | Oct 2022 | 2,528 | $2K | 0.00% | ABS-MBS |
| 2406 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 22,322 | $2K | 0.00% | ABS-MBS |
| 2407 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -129,761 | $2K | 0.00% | DFE |
| 2408 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -24,277 | $2K | 0.00% | DFE |
| 2409 | United States Treasury Bonds | T | Oct 2022 | 3,000 | $2K | 0.00% | DBT |
| 2410 | United Air Lines, Inc. | UAL | Oct 2022 | 2,287 | $2K | 0.00% | ABS-O |
| 2411 | CDS_SN REPUBLIC OF INDONESIA 1% 20271220 | 000000000 | Oct 2022 | 117,000 | $2K | 0.00% | DCR |
| 2412 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -110,000 | $2K | 0.00% | DFE |
| 2413 | Atento Luxco 1 S.A. | ATENTO | Oct 2022 | 5,000 | $2K | 0.00% | DBT |
| 2414 | Federal National Mortgage Association | FNMA | Oct 2022 | 19,690 | $2K | 0.00% | ABS-O |
| 2415 | United Air Lines, Inc. | UAL | Oct 2022 | 2,208 | $2K | 0.00% | ABS-O |
| 2416 | CDS_SN REPUBLIC OF CHILE 3.2 1% 20271220 | 000000000 | Oct 2022 | 79,000 | $2K | 0.00% | DCR |
| 2417 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -137,293 | $2K | 0.00% | DFE |
| 2418 | Government National Mortgage Association | GNR | Oct 2022 | 1,830 | $2K | 0.00% | ABS-MBS |
| 2419 | Centerpoint Energy Houston Electric LLC | CNP | Oct 2022 | 2,000 | $2K | 0.00% | DBT |
| 2420 | Fnma Pass-Thru I | FN | Oct 2022 | 1,715 | $2K | 0.00% | ABS-MBS |
| 2421 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -31,515 | $2K | 0.00% | DFE |
| 2422 | Federal National Mortgage Association | FNMA | Oct 2022 | 8,523 | $1K | 0.00% | ABS-MBS |
| 2423 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -306,308 | $1K | 0.00% | DFE |
| 2424 | FXO EURUSD PUT 0.93 15112 | 000000000 | Oct 2022 | 6,388,000 | $1K | 0.00% | DFE |
| 2425 | IRS_CCP EUR RCV EURIB6M PAY 2.22% 12-SEP-2024 | 000000000 | Oct 2022 | 155,000 | $1K | 0.00% | DIR |
| 2426 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -197,259 | $1K | 0.00% | DFE |
| 2427 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -300,000 | $1K | 0.00% | DFE |
| 2428 | CURRENCY CONTRACT - CZK | 000000000 | Oct 2022 | -52,000 | $1K | 0.00% | DFE |
| 2429 | CURRENCY CONTRACT - CZK | 000000000 | Oct 2022 | -52,000 | $1K | 0.00% | DFE |
| 2430 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -236,986 | $1K | 0.00% | DFE |
| 2431 | CDS_SN REPUBLIC OF PHILIPPIN 1% 20271220 | 000000000 | Oct 2022 | 99,269 | $1K | 0.00% | DCR |
| 2432 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -751,400 | $1K | 0.00% | DFE |
| 2433 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -100,000 | $1K | 0.00% | DFE |
| 2434 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -326,325 | $1K | 0.00% | DFE |
| 2435 | CURRENCY CONTRACT - MXN | 000000000 | Oct 2022 | -76,679 | $1K | 0.00% | DFE |
| 2436 | FXO USDBRL PUT 5.3 231122 | 000000000 | Oct 2022 | 30,000 | $1K | 0.00% | DFE |
| 2437 | FXO USDBRL PUT 5.3 231122 | 000000000 | Oct 2022 | 30,000 | $1K | 0.00% | DFE |
| 2438 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -296,728 | $1K | 0.00% | DFE |
| 2439 | FXO USDCNH CALL 7.2 10112 | 000000000 | Oct 2022 | 50,000 | $989 | 0.00% | DFE |
| 2440 | FXO USDCNH CALL 7.2 10112 | 000000000 | Oct 2022 | 50,000 | $989 | 0.00% | DFE |
| 2441 | FXO USDCLP CALL 960 29122 | 000000000 | Oct 2022 | 29,000 | $982 | 0.00% | DFE |
| 2442 | FXO USDCLP CALL 960 29122 | 000000000 | Oct 2022 | 29,000 | $982 | 0.00% | DFE |
| 2443 | CDS_SN UNITED MEXICAN STATES 1% 20271220 | 000000000 | Oct 2022 | 34,530 | $958 | 0.00% | DCR |
| 2444 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -306,783 | $935 | 0.00% | DFE |
| 2445 | CURRENCY CONTRACT - MXN | 000000000 | Oct 2022 | -43,153 | $893 | 0.00% | DFE |
| 2446 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -200,000 | $864 | 0.00% | DFE |
| 2447 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -100,000 | $861 | 0.00% | DFE |
| 2448 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -47,486,100 | $801 | 0.00% | DFE |
| 2449 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -47,486,100 | $801 | 0.00% | DFE |
| 2450 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -98,474 | $790 | 0.00% | DFE |
| 2451 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -150,000 | $755 | 0.00% | DFE |
| 2452 | CURRENCY CONTRACT - MXN | 000000000 | Oct 2022 | -37,646 | $735 | 0.00% | DFE |
| 2453 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -15,000 | $723 | 0.00% | DFE |
| 2454 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -15,000 | $723 | 0.00% | DFE |
| 2455 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -150,000 | $720 | 0.00% | DFE |
| 2456 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -21,000 | $644 | 0.00% | DFE |
| 2457 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -197,902 | $626 | 0.00% | DFE |
| 2458 | United Air Lines, Inc. | UAL | Oct 2022 | 710 | $620 | 0.00% | ABS-O |
| 2459 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -307,103 | $615 | 0.00% | DFE |
| 2460 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -21,000 | $611 | 0.00% | DFE |
| 2461 | Northern Inst Fds | NTPXX | Oct 2022 | 600 | $600 | 0.00% | STIV |
| 2462 | IRS_CCP PLN RCV WIBOR6M PAY 6.99% 30-SEP-2027 | 000000000 | Oct 2022 | 133,000 | $578 | 0.00% | DIR |
| 2463 | IRS_CCP PLN RCV WIBOR6M PAY 7.15% 21-DEC-2027 | 000000000 | Oct 2022 | 184,000 | $575 | 0.00% | DIR |
| 2464 | CDS_SN FED REPUBLIC OF BRAZI 1% 20241220 | 000000000 | Oct 2022 | 70,000 | $566 | 0.00% | DCR |
| 2465 | FXODIG USDBRL PUT 4.65 2 | 000000000 | Oct 2022 | 5,000 | $566 | 0.00% | DFE |
| 2466 | FXODIG USDBRL PUT 4.65 2 | 000000000 | Oct 2022 | 5,000 | $566 | 0.00% | DFE |
| 2467 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -490,000 | $556 | 0.00% | DFE |
| 2468 | CURRENCY CONTRACT - AUD | 000000000 | Oct 2022 | -28,252 | $544 | 0.00% | DFE |
| 2469 | United States Treasury Notes | T | Oct 2022 | 600 | $544 | 0.00% | DBT |
| 2470 | CURRENCY CONTRACT - NOK | 000000000 | Oct 2022 | -28,000 | $511 | 0.00% | DFE |
| 2471 | OIS_CCP EUR RCV ESTR1D PAY 2.78796% 30-OCT-2033 | 000000000 | Oct 2022 | 260,000 | $499 | 0.00% | DIR |
| 2472 | CDS_SN FED REPUBLIC OF BRAZI 1% 20241220 | 000000000 | Oct 2022 | 60,000 | $485 | 0.00% | DCR |
| 2473 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -55,329 | $479 | 0.00% | DFE |
| 2474 | CDS_SN FED REPUBLIC OF BRAZI 1% 20241220 | 000000000 | Oct 2022 | 56,000 | $453 | 0.00% | DCR |
| 2475 | CDS_SN FED REPUBLIC OF BRAZI 1% 20241220 | 000000000 | Oct 2022 | 55,000 | $445 | 0.00% | DCR |
| 2476 | CDS_SN FED REPUBLIC OF BRAZI 1% 20241220 | 000000000 | Oct 2022 | 55,000 | $445 | 0.00% | DCR |
| 2477 | IRS_CCP PLN RCV WIBOR3M PAY 6.87% 29-SEP-2027 | 000000000 | Oct 2022 | 92,600 | $435 | 0.00% | DIR |
| 2478 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -8,000 | $395 | 0.00% | DFE |
| 2479 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -8,000 | $395 | 0.00% | DFE |
| 2480 | FXO USDCNH CALL 7.42 2311 | 000000000 | Oct 2022 | 63,000 | $394 | 0.00% | DFE |
| 2481 | FXO USDCNH CALL 7.42 2311 | 000000000 | Oct 2022 | 63,000 | $394 | 0.00% | DFE |
| 2482 | CALL DEC 22 T-NOTECALL DE | TYZ2C | Oct 2022 | 1 | $391 | 0.00% | DIR |
| 2483 | CURRENCY CONTRACT - CAD | 000000000 | Oct 2022 | -26,000 | $379 | 0.00% | DFE |
| 2484 | CURRENCY CONTRACT - TRY | 000000000 | Oct 2022 | -16,881 | $376 | 0.00% | DFE |
| 2485 | CURRENCY CONTRACT - TRY | 000000000 | Oct 2022 | -16,881 | $376 | 0.00% | DFE |
| 2486 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -129,208 | $375 | 0.00% | DFE |
| 2487 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -129,208 | $375 | 0.00% | DFE |
| 2488 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -48,605 | $373 | 0.00% | DFE |
| 2489 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -14,000 | $342 | 0.00% | DFE |
| 2490 | CDS_SN FED REPUBLIC OF BRAZI 1% 20241220 | 000000000 | Oct 2022 | 40,000 | $323 | 0.00% | DCR |
| 2491 | CURRENCY CONTRACT - CLP | 000000000 | Oct 2022 | -14,000 | $319 | 0.00% | DFE |
| 2492 | CURRENCY CONTRACT - CLP | 000000000 | Oct 2022 | -14,000 | $319 | 0.00% | DFE |
| 2493 | FXO USDCLP CALL 940 03112 | 000000000 | Oct 2022 | 29,000 | $317 | 0.00% | DFE |
| 2494 | FXO USDCLP CALL 940 03112 | 000000000 | Oct 2022 | 29,000 | $317 | 0.00% | DFE |
| 2495 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -252,357 | $277 | 0.00% | DFE |
| 2496 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -17,194 | $270 | 0.00% | DFE |
| 2497 | CURRENCY CONTRACT - AUD | 000000000 | Oct 2022 | -13,812 | $266 | 0.00% | DFE |
| 2498 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -275,000 | $260 | 0.00% | DFE |
| 2499 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -10,000 | $238 | 0.00% | DFE |
| 2500 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -10,000 | $238 | 0.00% | DFE |
| 2501 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -42,085 | $228 | 0.00% | DFE |
| 2502 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -53,675 | $218 | 0.00% | DFE |
| 2503 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -3,087,896 | $201 | 0.00% | DFE |
| 2504 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -68,418,000 | $200 | 0.00% | DFE |
| 2505 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -68,418,000 | $200 | 0.00% | DFE |
| 2506 | CURRENCY CONTRACT - MXN | 000000000 | Oct 2022 | -16,000 | $189 | 0.00% | DFE |
| 2507 | CURRENCY CONTRACT - MXN | 000000000 | Oct 2022 | -16,000 | $188 | 0.00% | DFE |
| 2508 | FXO USDTRY CALL 20 091222 | 000000000 | Oct 2022 | 22,000 | $185 | 0.00% | DFE |
| 2509 | FXO USDTRY CALL 20 091222 | 000000000 | Oct 2022 | 22,000 | $185 | 0.00% | DFE |
| 2510 | OIS_CCP JPY RCV TONAR1D PAY 0.396% 02-MAY-2032 | 000000000 | Oct 2022 | 4,083,500 | $183 | 0.00% | DIR |
| 2511 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -13,585 | $182 | 0.00% | DFE |
| 2512 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -13,585 | $182 | 0.00% | DFE |
| 2513 | OIS_CCP EUR RCV ESTR1D PAY 2.8025% 27-OCT-2033 | 000000000 | Oct 2022 | 270,000 | $181 | 0.00% | DIR |
| 2514 | CURRENCY CONTRACT - CLP | 000000000 | Oct 2022 | -7,000 | $174 | 0.00% | DFE |
| 2515 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -21,000 | $173 | 0.00% | DFE |
| 2516 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -21,000 | $173 | 0.00% | DFE |
| 2517 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -2,030,569 | $172 | 0.00% | DFE |
| 2518 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -2,030,569 | $172 | 0.00% | DFE |
| 2519 | IRS_CCP MXN RCV TIIE28D PAY 9.25% 17-SEP-2032 | 000000000 | Oct 2022 | 1,824,000 | $168 | 0.00% | DIR |
| 2520 | FXO AUDUSD CALL 0.653 101 | 000000000 | Oct 2022 | 68,000 | $165 | 0.00% | DFE |
| 2521 | FXO AUDUSD CALL 0.653 101 | 000000000 | Oct 2022 | 68,000 | $165 | 0.00% | DFE |
| 2522 | FXO EURUSD PUT 0.97 23112 | 000000000 | Oct 2022 | 35,000 | $164 | 0.00% | DFE |
| 2523 | FXO EURUSD PUT 0.97 23112 | 000000000 | Oct 2022 | 35,000 | $164 | 0.00% | DFE |
| 2524 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -337,341 | $157 | 0.00% | DFE |
| 2525 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -2,056,798 | $146 | 0.00% | DFE |
| 2526 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -22,000 | $129 | 0.00% | DFE |
| 2527 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -144,148 | $128 | 0.00% | DFE |
| 2528 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -13,721 | $128 | 0.00% | DFE |
| 2529 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -13,721 | $128 | 0.00% | DFE |
| 2530 | CURRENCY CONTRACT - TRY | 000000000 | Oct 2022 | -5,119 | $121 | 0.00% | DFE |
| 2531 | CURRENCY CONTRACT - TRY | 000000000 | Oct 2022 | -5,119 | $121 | 0.00% | DFE |
| 2532 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -15,000 | $119 | 0.00% | DFE |
| 2533 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -15,000 | $119 | 0.00% | DFE |
| 2534 | CURRENCY CONTRACT - AUD | 000000000 | Oct 2022 | -30,365 | $106 | 0.00% | DFE |
| 2535 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -13,755 | $95 | 0.00% | DFE |
| 2536 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -13,755 | $95 | 0.00% | DFE |
| 2537 | CALL DEC 22 CBT 5YCALL DE | FVZ2C | Oct 2022 | 6 | $94 | 0.00% | DIR |
| 2538 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -513,258 | $89 | 0.00% | DFE |
| 2539 | CURRENCY CONTRACT - NOK | 000000000 | Oct 2022 | -28,000 | $80 | 0.00% | DFE |
| 2540 | FXO EURUSD PUT 0.98 03112 | 000000000 | Oct 2022 | 43,000 | $76 | 0.00% | DFE |
| 2541 | FXO EURUSD PUT 0.98 03112 | 000000000 | Oct 2022 | 43,000 | $76 | 0.00% | DFE |
| 2542 | FXO EURCZK PUT 24.5 01112 | 000000000 | Oct 2022 | 53,000 | $68 | 0.00% | DFE |
| 2543 | FXO EURCZK PUT 24.5 01112 | 000000000 | Oct 2022 | 53,000 | $68 | 0.00% | DFE |
| 2544 | FXOBAR GBPUSD PUT 1.04 DO | 000000000 | Oct 2022 | 35,000 | $59 | 0.00% | DIR |
| 2545 | FXOBAR GBPUSD PUT 1.04 DO | 000000000 | Oct 2022 | 35,000 | $59 | 0.00% | DIR |
| 2546 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -2,000 | $53 | 0.00% | DFE |
| 2547 | CURRENCY CONTRACT - BRL | 000000000 | Oct 2022 | -2,000 | $53 | 0.00% | DFE |
| 2548 | CURRENCY CONTRACT - AUD | 000000000 | Oct 2022 | -14,037 | $41 | 0.00% | DFE |
| 2549 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -183,483 | $22 | 0.00% | DFE |
| 2550 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -146,786 | $18 | 0.00% | DFE |
| 2551 | CURRENCY CONTRACT - KRW | 000000000 | Oct 2022 | -10,000 | $17 | 0.00% | DFE |
| 2552 | CURRENCY CONTRACT - KRW | 000000000 | Oct 2022 | -10,000 | $17 | 0.00% | DFE |
| 2553 | CURRENCY CONTRACT - COP | 000000000 | Oct 2022 | -14,000 | $16 | 0.00% | DFE |
| 2554 | CURRENCY CONTRACT - COP | 000000000 | Oct 2022 | -14,000 | $16 | 0.00% | DFE |
| 2555 | CURRENCY CONTRACT - GBP | 000000000 | Oct 2022 | -2,700 | $16 | 0.00% | DFE |
| 2556 | CURRENCY CONTRACT - KRW | 000000000 | Oct 2022 | -14,000 | $5 | 0.00% | DFE |
| 2557 | CURRENCY CONTRACT - KRW | 000000000 | Oct 2022 | -14,000 | $5 | 0.00% | DFE |
| 2558 | CURRENCY CONTRACT - COP | 000000000 | Oct 2022 | -7,000 | $2 | 0.00% | DFE |
| 2559 | FXO EURUSD PUT 0.95 03112 | 000000000 | Oct 2022 | 65,000 | $1 | 0.00% | DFE |
| 2560 | FXO EURUSD PUT 0.95 03112 | 000000000 | Oct 2022 | 65,000 | $1 | 0.00% | DFE |
| 2561 | FXODIG USDJPY PUT 122 1T | 000000000 | Oct 2022 | 12,000 | $0 | 0.00% | DFE |
| 2562 | FXODIG USDJPY PUT 122 1T | 000000000 | Oct 2022 | 12,000 | $0 | 0.00% | DFE |
| 2563 | Fnma Pass-Thru I | FN | Oct 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2564 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2565 | Fnma Pass-Thru I | FN | Oct 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2566 | Fnma Pass-Thru I | FN | Oct 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2567 | Federal National Mortgage Association | FNMA | Oct 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2568 | Fnma Pass-Thru I | FN | Oct 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2569 | Fnma Pass-Thru I | FN | Oct 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2570 | Fnma Pass-Thru I | FN | Oct 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2571 | Fnma Pass-Thru I | FN | Oct 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2572 | Fnma Pass-Thru I | FN | Oct 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2573 | Federal National Mortgage Association | FNMA | Oct 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2574 | Fnma Pass-Thru I | FN | Oct 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2575 | Fnma Pass-Thru I | FN | Oct 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2576 | Federal Home Loan Mortgage Corporation | FHLMC | Oct 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2577 | Fnma Pass-Thru I | FN | Oct 2022 | 0 | $0 | 0.00% | ABS-MBS |
| 2578 | SWO EUR RCV EURIB 6M PAY | 000000000 | Oct 2022 | -78,500 | $-0 | 0.00% | DIR |
| 2579 | FXO EURUSD PUT 0.95 03112 | 000000000 | Oct 2022 | -65,000 | $-1 | 0.00% | DFE |
| 2580 | FXO EURUSD PUT 0.95 03112 | 000000000 | Oct 2022 | -65,000 | $-1 | 0.00% | DFE |
| 2581 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -1,633,381 | $-2 | 0.00% | DFE |
| 2582 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -10,000 | $-10 | -0.00% | DFE |
| 2583 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -10,000 | $-10 | -0.00% | DFE |
| 2584 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -551,043 | $-26 | -0.00% | DFE |
| 2585 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -230,590 | $-32 | -0.00% | DFE |
| 2586 | FXO AUDUSD CALL 0.67 1011 | 000000000 | Oct 2022 | -101,000 | $-39 | -0.00% | DFE |
| 2587 | FXO AUDUSD CALL 0.67 1011 | 000000000 | Oct 2022 | -101,000 | $-39 | -0.00% | DFE |
| 2588 | CURRENCY CONTRACT - ZAR | 000000000 | Oct 2022 | -22,000 | $-39 | -0.00% | DFE |
| 2589 | FXO USDCLP CALL 980 03112 | 000000000 | Oct 2022 | -43,000 | $-40 | -0.00% | DFE |
| 2590 | FXO USDCLP CALL 980 03112 | 000000000 | Oct 2022 | -43,000 | $-40 | -0.00% | DFE |
| 2591 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -184,693 | $-44 | -0.00% | DFE |
| 2592 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -184,693 | $-44 | -0.00% | DFE |
| 2593 | CURRENCY CONTRACT - ZAR | 000000000 | Oct 2022 | -18,000 | $-44 | -0.00% | DFE |
| 2594 | CURRENCY CONTRACT - ZAR | 000000000 | Oct 2022 | -18,000 | $-44 | -0.00% | DFE |
| 2595 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -10,615 | $-54 | -0.00% | DFE |
| 2596 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -10,615 | $-54 | -0.00% | DFE |
| 2597 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -86,444 | $-55 | -0.00% | DFE |
| 2598 | OIS_CCP EUR RCV 2.71633% PAY ESTR1D 30-OCT-2025 | 000000000 | Oct 2022 | 1,230,000 | $-59 | -0.00% | DIR |
| 2599 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -557,492 | $-62 | -0.00% | DFE |
| 2600 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -299,251 | $-63 | -0.00% | DFE |
| 2601 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -1,167,110 | $-63 | -0.00% | DFE |
| 2602 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -1,167,110 | $-63 | -0.00% | DFE |
| 2603 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -13,018 | $-63 | -0.00% | DFE |
| 2604 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -13,018 | $-63 | -0.00% | DFE |
| 2605 | CURRENCY CONTRACT - ZAR | 000000000 | Oct 2022 | -14,000 | $-64 | -0.00% | DFE |
| 2606 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -299,273 | $-64 | -0.00% | DFE |
| 2607 | CURRENCY CONTRACT - CHF | 000000000 | Oct 2022 | -15,000 | $-73 | -0.00% | DFE |
| 2608 | CURRENCY CONTRACT - CHF | 000000000 | Oct 2022 | -15,000 | $-73 | -0.00% | DFE |
| 2609 | CALL DEC 22 T-NOTECALL DE | TYZ2C | Oct 2022 | -3 | $-94 | -0.00% | DIR |
| 2610 | FXO USDTRY CALL 21 091222 | 000000000 | Oct 2022 | -22,000 | $-98 | -0.00% | DFE |
| 2611 | FXO USDTRY CALL 21 091222 | 000000000 | Oct 2022 | -22,000 | $-98 | -0.00% | DFE |
| 2612 | CURRENCY CONTRACT - JPY | 000000000 | Oct 2022 | -3,705 | $-120 | -0.00% | DFE |
| 2613 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -33,745 | $-131 | -0.00% | DFE |
| 2614 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -33,745 | $-131 | -0.00% | DFE |
| 2615 | OIS BRL RCV 11.65% PAY BZDIO1D 02-JAN-2025 | 000000000 | Oct 2022 | 190,918 | $-132 | -0.00% | DIR |
| 2616 | OIS BRL RCV 11.694% PAY BZDIO1D 02-JAN-2025 | 000000000 | Oct 2022 | 266,000 | $-133 | -0.00% | DIR |
| 2617 | CALL DEC 22 T-NOTECALL DE | TYZ2C | Oct 2022 | -1 | $-141 | -0.00% | DIR |
| 2618 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -407,366 | $-153 | -0.00% | DFE |
| 2619 | FXO USDZAR CALL 18.5 1011 | 000000000 | Oct 2022 | -22,000 | $-203 | -0.00% | DFE |
| 2620 | FXO USDZAR CALL 18.5 1011 | 000000000 | Oct 2022 | -22,000 | $-203 | -0.00% | DFE |
| 2621 | PUT DEC 22 5YR PUT DEC | FVZ2P | Oct 2022 | -1 | $-203 | -0.00% | DIR |
| 2622 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -198,734 | $-206 | -0.00% | DFE |
| 2623 | FXO USDCNH CALL 7.52 2311 | 000000000 | Oct 2022 | -63,000 | $-213 | -0.00% | DFE |
| 2624 | FXO USDCNH CALL 7.52 2311 | 000000000 | Oct 2022 | -63,000 | $-213 | -0.00% | DFE |
| 2625 | CURRENCY CONTRACT - ZAR | 000000000 | Oct 2022 | -10,000 | $-218 | -0.00% | DFE |
| 2626 | CURRENCY CONTRACT - ZAR | 000000000 | Oct 2022 | -10,000 | $-218 | -0.00% | DFE |
| 2627 | CURRENCY CONTRACT - JPY | 000000000 | Oct 2022 | -14,000 | $-228 | -0.00% | DFE |
| 2628 | CURRENCY CONTRACT - JPY | 000000000 | Oct 2022 | -14,000 | $-228 | -0.00% | DFE |
| 2629 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -148,164 | $-258 | -0.00% | DFE |
| 2630 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -16,000 | $-271 | -0.00% | DFE |
| 2631 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -16,000 | $-272 | -0.00% | DFE |
| 2632 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -61,107 | $-277 | -0.00% | DFE |
| 2633 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -61,107 | $-277 | -0.00% | DFE |
| 2634 | CURRENCY CONTRACT - CNH | 000000000 | Oct 2022 | -18,000 | $-285 | -0.00% | DFE |
| 2635 | CURRENCY CONTRACT - CNH | 000000000 | Oct 2022 | -18,000 | $-285 | -0.00% | DFE |
| 2636 | OIS_CCP EUR RCV 2.707% PAY ESTR1D 27-OCT-2025 | 000000000 | Oct 2022 | 1,200,000 | $-289 | -0.00% | DIR |
| 2637 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -648,010 | $-291 | -0.00% | DFE |
| 2638 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -148,579 | $-298 | -0.00% | DFE |
| 2639 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -34,931 | $-308 | -0.00% | DFE |
| 2640 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -34,931 | $-308 | -0.00% | DFE |
| 2641 | FXO USDCLP CALL 940 03112 | 000000000 | Oct 2022 | -29,000 | $-317 | -0.00% | DFE |
| 2642 | FXO USDCLP CALL 940 03112 | 000000000 | Oct 2022 | -29,000 | $-317 | -0.00% | DFE |
| 2643 | CURRENCY CONTRACT - ZAR | 000000000 | Oct 2022 | -28,000 | $-318 | -0.00% | DFE |
| 2644 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -6,922,580 | $-318 | -0.00% | DFE |
| 2645 | IRS_CCP PLN RCV WIBOR6M PAY 7.77% 21-DEC-2027 | 000000000 | Oct 2022 | 173,000 | $-318 | -0.00% | DIR |
| 2646 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -74,156 | $-346 | -0.00% | DFE |
| 2647 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -173,101 | $-356 | -0.00% | DFE |
| 2648 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -74,230 | $-361 | -0.00% | DFE |
| 2649 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -74,230 | $-361 | -0.00% | DFE |
| 2650 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -86,715 | $-367 | -0.00% | DFE |
| 2651 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -43,367 | $-390 | -0.00% | DFE |
| 2652 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -43,367 | $-390 | -0.00% | DFE |
| 2653 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -327,983 | $-413 | -0.00% | DFE |
| 2654 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -23,000 | $-432 | -0.00% | DFE |
| 2655 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -23,000 | $-432 | -0.00% | DFE |
| 2656 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -1,703,305 | $-434 | -0.00% | DFE |
| 2657 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -1,703,305 | $-434 | -0.00% | DFE |
| 2658 | CURRENCY CONTRACT - JPY | 000000000 | Oct 2022 | -32,000 | $-441 | -0.00% | DFE |
| 2659 | CURRENCY CONTRACT - JPY | 000000000 | Oct 2022 | -32,000 | $-441 | -0.00% | DFE |
| 2660 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -295,571 | $-443 | -0.00% | DFE |
| 2661 | CURRENCY CONTRACT - JPY | 000000000 | Oct 2022 | -15,000 | $-456 | -0.00% | DFE |
| 2662 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -110,967 | $-468 | -0.00% | DFE |
| 2663 | FXO EURUSD CALL 1 221222 | 000000000 | Oct 2022 | -35,000 | $-475 | -0.00% | DFE |
| 2664 | FXO EURUSD CALL 1 221222 | 000000000 | Oct 2022 | -35,000 | $-475 | -0.00% | DFE |
| 2665 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -77,994 | $-481 | -0.00% | DFE |
| 2666 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -77,994 | $-481 | -0.00% | DFE |
| 2667 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -149,379 | $-483 | -0.00% | DFE |
| 2668 | FXO USDCNH CALL 7.35 1011 | 000000000 | Oct 2022 | -72,000 | $-491 | -0.00% | DFE |
| 2669 | FXO USDCNH CALL 7.35 1011 | 000000000 | Oct 2022 | -72,000 | $-491 | -0.00% | DFE |
| 2670 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -112,413 | $-606 | -0.00% | DFE |
| 2671 | IRS_CCP MXN RCV 10.3% PAY TIIE28D 18-SEP-2023 | 000000000 | Oct 2022 | 3,078,000 | $-631 | -0.00% | DIR |
| 2672 | PUT DEC 22 US 2YR PUT DEC | TUZ2P | Oct 2022 | -1 | $-656 | -0.00% | DIR |
| 2673 | CALL DEC 22 U.S. CALL DE | USZ2C | Oct 2022 | -3 | $-656 | -0.00% | DIR |
| 2674 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -18,000 | $-665 | -0.00% | DFE |
| 2675 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -18,000 | $-665 | -0.00% | DFE |
| 2676 | FXO USDCLP CALL 990 29122 | 000000000 | Oct 2022 | -29,000 | $-665 | -0.00% | DFE |
| 2677 | FXO USDCLP CALL 990 29122 | 000000000 | Oct 2022 | -29,000 | $-665 | -0.00% | DFE |
| 2678 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -429,220 | $-682 | -0.00% | DFE |
| 2679 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -429,220 | $-682 | -0.00% | DFE |
| 2680 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -75,282 | $-741 | -0.00% | DFE |
| 2681 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -75,282 | $-741 | -0.00% | DFE |
| 2682 | CALL DEC 22 U.S. CALL DE | USZ2C | Oct 2022 | -6 | $-750 | -0.00% | DIR |
| 2683 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -119,936 | $-819 | -0.00% | DFE |
| 2684 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -13,200 | $-934 | -0.00% | DFE |
| 2685 | OIS_CCP EUR RCV ESTR1D PAY 2.7255% 02-NOV-2027 | 000000000 | Oct 2022 | 2,110,000 | $-981 | -0.00% | DIR |
| 2686 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -147,729 | $-983 | -0.00% | DFE |
| 2687 | IRS_CCP MXN RCV 10.17% PAY TIIE28D 14-SEP-2023 | 000000000 | Oct 2022 | 3,865,000 | $-996 | -0.00% | DIR |
| 2688 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -173,670 | $-1009 | -0.00% | DFE |
| 2689 | CALL DEC 22 T-NOTECALL DE | TYZ2C | Oct 2022 | -13 | $-1016 | -0.00% | DIR |
| 2690 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -239,270 | $-1037 | -0.00% | DFE |
| 2691 | CURRENCY CONTRACT - JPY | 000000000 | Oct 2022 | -38,000 | $-1155 | -0.00% | DFE |
| 2692 | OIS_CCP EUR RCV 2.738% PAY ESTR1D 01-NOV-2024 | 000000000 | Oct 2022 | 1,950,000 | $-1249 | -0.00% | DIR |
| 2693 | RPI_CCP USD RCV 2.6025% PAY CPI1D 27-OCT-2052 | 000000000 | Oct 2022 | 587,600 | $-1281 | -0.00% | DIR |
| 2694 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -180,004 | $-1330 | -0.00% | DFE |
| 2695 | FXO EURUSD PUT 0.93 15112 | 000000000 | Oct 2022 | -6,388,000 | $-1372 | -0.00% | DFE |
| 2696 | CDS_SN PETROLEOS MEXICANOS 6 1% 20241220 | 000000000 | Oct 2022 | 18,000 | $-1382 | -0.00% | DCR |
| 2697 | CALL DEC 22 EURO CALL DE | EDZ2C | Oct 2022 | -75 | $-1406 | -0.00% | DIR |
| 2698 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -1,156,538 | $-1431 | -0.00% | DFE |
| 2699 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -170,249 | $-1500 | -0.00% | DFE |
| 2700 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -240,000 | $-1687 | -0.00% | DFE |
| 2701 | CALL DEC 22 CBT 5YCALL DE | FVZ2C | Oct 2022 | -12 | $-1875 | -0.00% | DIR |
| 2702 | CALL DEC 22 CBT 5YCALL DE | FVZ2C | Oct 2022 | -51 | $-1992 | -0.00% | DIR |
| 2703 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -240,000 | $-2101 | -0.00% | DFE |
| 2704 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -230,425 | $-2118 | -0.00% | DFE |
| 2705 | PUT DEC 22 T-NOTE PUT DEC | TYZ2P | Oct 2022 | -3 | $-2203 | -0.00% | DIR |
| 2706 | CALL DEC 22 CBT 5YCALL DE | FVZ2C | Oct 2022 | -19 | $-2375 | -0.00% | DIR |
| 2707 | CURRENCY CONTRACT - COP | 000000000 | Oct 2022 | -26,116 | $-2413 | -0.00% | DFE |
| 2708 | CDS_IX_CCP ITRAXX EUROPE CROSSOV 5% 20271220 | 000000000 | Oct 2022 | 116,000 | $-2483 | -0.00% | DCR |
| 2709 | CALL DEC 22 T-NOTECALL DE | TYZ2C | Oct 2022 | -13 | $-2641 | -0.00% | DIR |
| 2710 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -2,585,057 | $-2647 | -0.00% | DFE |
| 2711 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -40,000 | $-2715 | -0.00% | DFE |
| 2712 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -231,231 | $-2924 | -0.00% | DFE |
| 2713 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -221,334 | $-2954 | -0.00% | DFE |
| 2714 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -230,000 | $-3218 | -0.00% | DFE |
| 2715 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -231,580 | $-3273 | -0.00% | DFE |
| 2716 | CDS_SN ABBOTT LABORATORIES 3 1% 20270620 | 000000000 | Oct 2022 | 129,278 | $-3477 | -0.00% | DCR |
| 2717 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -200,000 | $-3549 | -0.00% | DFE |
| 2718 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -220,000 | $-3806 | -0.00% | DFE |
| 2719 | CALL DEC 22 CBT 5YCALL DE | FVZ2C | Oct 2022 | -41 | $-3844 | -0.00% | DIR |
| 2720 | CALL DEC 22 EURO CALL DE | EDZ2C | Oct 2022 | -309 | $-3862 | -0.00% | DIR |
| 2721 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -210,000 | $-3899 | -0.00% | DFE |
| 2722 | CALL DEC 22 U.S. CALL DE | USZ2C | Oct 2022 | -10 | $-4062 | -0.00% | DIR |
| 2723 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -331,898 | $-4129 | -0.00% | DFE |
| 2724 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -350,000 | $-4368 | -0.00% | DFE |
| 2725 | IRS_CCP EUR RCV 2.442% PAY EURIB6M 14-JUL-2032 | 000000000 | Oct 2022 | 157,000 | $-4387 | -0.00% | DIR |
| 2726 | FXO EURUSD CALL 1.06 0401 | 000000000 | Oct 2022 | -2,970,000 | $-4612 | -0.00% | DFE |
| 2727 | PUT DEC 22 CBT 5Y PUT DEC | FVZ2P | Oct 2022 | -8 | $-4688 | -0.00% | DIR |
| 2728 | CURRENCY CONTRACT - IDR | 000000000 | Oct 2022 | -114,420 | $-4798 | -0.00% | DFE |
| 2729 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -360,000 | $-4924 | -0.00% | DFE |
| 2730 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -260,000 | $-4926 | -0.00% | DFE |
| 2731 | CALL DEC 22 T-NOTECALL DE | TYZ2C | Oct 2022 | -38 | $-5344 | -0.00% | DIR |
| 2732 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -220,000 | $-5355 | -0.00% | DFE |
| 2733 | OIS_CCP USD RCV SOFR1D PAY 3.73% 25-OCT-2033 | 000000000 | Oct 2022 | 3,508,000 | $-5410 | -0.00% | DIR |
| 2734 | IRS_CCP EUR RCV 1.68867% PAY EURIB6M 15-FEB-2031 | 000000000 | Oct 2022 | 60,187 | $-5471 | -0.00% | DIR |
| 2735 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -220,000 | $-5487 | -0.00% | DFE |
| 2736 | IRS_CCP EUR RCV 1.6463% PAY EURIB6M 15-FEB-2031 | 000000000 | Oct 2022 | 58,417 | $-5490 | -0.00% | DIR |
| 2737 | IRS_CCP EUR RCV 1.64456% PAY EURIB6M 15-FEB-2031 | 000000000 | Oct 2022 | 58,417 | $-5497 | -0.00% | DIR |
| 2738 | CURRENCY CONTRACT - COP | 000000000 | Oct 2022 | -53,997 | $-5537 | -0.00% | DFE |
| 2739 | PUT DEC 22 CBT 5Y PUT DEC | FVZ2P | Oct 2022 | -7 | $-5742 | -0.00% | DIR |
| 2740 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -220,000 | $-6168 | -0.00% | DFE |
| 2741 | CALL DEC 22 CBT 5YCALL DE | FVZ2C | Oct 2022 | -83 | $-6484 | -0.00% | DIR |
| 2742 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -100,000 | $-6636 | -0.00% | DFE |
| 2743 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -250,000 | $-6865 | -0.00% | DFE |
| 2744 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -310,000 | $-6922 | -0.00% | DFE |
| 2745 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -179,218 | $-7384 | -0.00% | DFE |
| 2746 | FXO EURUSD PUT 0.955 1511 | 000000000 | Oct 2022 | -6,388,000 | $-7793 | -0.00% | DFE |
| 2747 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -553,897 | $-7945 | -0.00% | DFE |
| 2748 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -340,000 | $-8025 | -0.00% | DFE |
| 2749 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -8,258,000 | $-8167 | -0.00% | DFE |
| 2750 | SWO EUR RCV 1.821 PAY EUR | 000000000 | Oct 2022 | -78,500 | $-8185 | -0.00% | DIR |
| 2751 | CURRENCY CONTRACT - CHF | 000000000 | Oct 2022 | -251,380 | $-8294 | -0.00% | DFE |
| 2752 | IRS_CCP EUR RCV 1.55487% PAY EURIB6M 15-FEB-2031 | 000000000 | Oct 2022 | 88,127 | $-8867 | -0.00% | DIR |
| 2753 | IRS_CCP EUR RCV 1.52201% PAY EURIB6M 15-FEB-2031 | 000000000 | Oct 2022 | 88,132 | $-9077 | -0.00% | DIR |
| 2754 | OIS_CCP EUR RCV ESTR1D PAY 3.007% 26-OCT-2033 | 000000000 | Oct 2022 | 560,000 | $-9297 | -0.00% | DIR |
| 2755 | OIS_CCP EUR RCV 2.5115% PAY ESTR1D 31-OCT-2025 | 000000000 | Oct 2022 | 2,420,000 | $-9417 | -0.00% | DIR |
| 2756 | PUT DEC 22 T-NOTE PUT DEC | TYZ2P | Oct 2022 | -12 | $-9938 | -0.00% | DIR |
| 2757 | CURRENCY CONTRACT - CHF | 000000000 | Oct 2022 | -250,000 | $-10168 | -0.00% | DFE |
| 2758 | CURRENCY CONTRACT - CHF | 000000000 | Oct 2022 | -250,000 | $-10218 | -0.00% | DFE |
| 2759 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -1,479,889 | $-10783 | -0.00% | DFE |
| 2760 | IRS_CCP EUR RCV 1.64714% PAY EURIB6M 15-FEB-2031 | 000000000 | Oct 2022 | 118,014 | $-11083 | -0.00% | DIR |
| 2761 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -243,208 | $-11420 | -0.00% | DFE |
| 2762 | PUT DEC 22 T-NOTE PUT DEC | TYZ2P | Oct 2022 | -18 | $-11531 | -0.00% | DIR |
| 2763 | IRS_CCP EUR RCV 1.52196% PAY EURIB6M 15-FEB-2031 | 000000000 | Oct 2022 | 117,823 | $-12136 | -0.00% | DIR |
| 2764 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -180,000 | $-12431 | -0.00% | DFE |
| 2765 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -244,463 | $-12862 | -0.00% | DFE |
| 2766 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -180,000 | $-13299 | -0.00% | DFE |
| 2767 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -220,000 | $-14120 | -0.00% | DFE |
| 2768 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -254,489 | $-14455 | -0.00% | DFE |
| 2769 | CALL DEC 22 CBT 5YCALL DE | FVZ2C | Oct 2022 | -60 | $-14531 | -0.00% | DIR |
| 2770 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -1,353,600 | $-14634 | -0.00% | DFE |
| 2771 | IRS_CCP EUR RCV 1.59176% PAY EURIB6M 15-FEB-2031 | 000000000 | Oct 2022 | 149,666 | $-14657 | -0.00% | DIR |
| 2772 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -360,000 | $-14959 | -0.00% | DFE |
| 2773 | IRS_CCP EUR RCV 1.54832% PAY EURIB6M 15-FEB-2031 | 000000000 | Oct 2022 | 150,220 | $-15185 | -0.00% | DIR |
| 2774 | CALL DEC 22 CBT 5YCALL DE | FVZ2C | Oct 2022 | -20 | $-15781 | -0.00% | DIR |
| 2775 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -220,000 | $-15977 | -0.00% | DFE |
| 2776 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -226,800 | $-16079 | -0.00% | DFE |
| 2777 | CALL DEC 22 CBT 5YCALL DE | FVZ2C | Oct 2022 | -44 | $-16156 | -0.00% | DIR |
| 2778 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -220,000 | $-17572 | -0.00% | DFE |
| 2779 | CALL DEC 22 T-NOTECALL DE | TYZ2C | Oct 2022 | -26 | $-17875 | -0.00% | DIR |
| 2780 | IRS_CCP EUR RCV 1.8183% PAY EURIB6M 15-FEB-2031 | 000000000 | Oct 2022 | 238,235 | $-19413 | -0.00% | DIR |
| 2781 | OIS_CCP USD RCV 4.0035% PAY SOFR1D 25-OCT-2025 | 000000000 | Oct 2022 | 15,065,000 | $-21025 | -0.00% | DIR |
| 2782 | CALL DEC 22 T-NOTECALL DE | TYZ2C | Oct 2022 | -54 | $-21094 | -0.00% | DIR |
| 2783 | CURRENCY CONTRACT - USD | 000000000 | Oct 2022 | -270,000 | $-21605 | -0.00% | DFE |
| 2784 | CALL DEC 22 T-NOTECALL DE | TYZ2C | Oct 2022 | -91 | $-25594 | -0.00% | DIR |
| 2785 | CDS_IX_CCP CDX.NA.IG.39 1% 20271220 | 000000000 | Oct 2022 | 5,818,000 | $-26023 | -0.00% | DCR |
| 2786 | Federal National Mortgage Association | FNMA | Oct 2022 | -37,800 | $-28071 | -0.00% | ABS-MBS |
| 2787 | CALL DEC 22 T-NOTECALL DE | TYZ2C | Oct 2022 | -57 | $-29391 | -0.00% | DIR |
| 2788 | IRS_CCP EUR RCV 1.56841% PAY EURIB6M 15-FEB-2031 | 000000000 | Oct 2022 | 299,632 | $-29852 | -0.00% | DIR |
| 2789 | IRS_CCP EUR RCV 1.55937% PAY EURIB6M 15-FEB-2031 | 000000000 | Oct 2022 | 299,505 | $-30036 | -0.00% | DIR |
| 2790 | IRS_CCP EUR RCV 1.53779% PAY EURIB6M 15-FEB-2031 | 000000000 | Oct 2022 | 299,505 | $-30505 | -0.00% | DIR |
| 2791 | OIS CLP RCV 1.65% PAY CLICP1D 28-MAY-2023 | 000000000 | Oct 2022 | 357,254,000 | $-33997 | -0.00% | DIR |
| 2792 | RPI_CCP USD RCV 3.37% PAY CPI1D 18-NOV-2026 | 000000000 | Oct 2022 | 1,170,000 | $-34007 | -0.00% | DIR |
| 2793 | Federal National Mortgage Association | FNMA | Oct 2022 | -42,400 | $-38988 | -0.01% | ABS-MBS |
| 2794 | OIS_CCP GBP RCV SONIA1D PAY 3.2359% 20-OCT-2072 | 000000000 | Oct 2022 | 377,000 | $-40348 | -0.01% | DIR |
| 2795 | PUT DEC 22 T-NOTE PUT DEC | TYZ2P | Oct 2022 | -41 | $-42922 | -0.01% | DIR |
| 2796 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Oct 2022 | -4,752,045 | $-50959 | -0.01% | DIR |
| 2797 | United States Treasury Bonds | T | Oct 2022 | -94,000 | $-57259 | -0.01% | DBT |
| 2798 | CURRENCY CONTRACT - EUR | 000000000 | Oct 2022 | -1,360,286 | $-62022 | -0.01% | DFE |
| 2799 | SWO USD RCV 5.2 PAY SOFR | 000000000 | Oct 2022 | -18,622,200 | $-69714 | -0.01% | DIR |
| 2800 | SWO USD RCV 5 PAY SOFR 1D | 000000000 | Oct 2022 | -16,523,309 | $-75822 | -0.01% | DIR |
| 2801 | PUT DEC 22 T-NOTE PUT DEC | TYZ2P | Oct 2022 | -70 | $-82032 | -0.01% | DIR |
| 2802 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Oct 2022 | -16,523,309 | $-82973 | -0.01% | DIR |
| 2803 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Oct 2022 | -18,622,200 | $-83102 | -0.01% | DIR |
| 2804 | OIS_CCP USD RCV 1.63% PAY SOFR1O 15-MAY-2047 | 000000000 | Oct 2022 | 310,000 | $-98020 | -0.01% | DIR |
| 2805 | SWO USD RCV 4.42 PAY SOFR | 000000000 | Oct 2022 | -4,752,045 | $-98422 | -0.01% | DIR |
| 2806 | SWO USD RCV 3.2 PAY SOFR | 000000000 | Oct 2022 | -2,513,685 | $-158542 | -0.02% | DIR |
| 2807 | SWO USD RCV 3.1 PAY SOFR | 000000000 | Oct 2022 | -2,513,685 | $-172551 | -0.02% | DIR |
| 2808 | Government National Mortgage Association | GNR | Oct 2022 | -200,000 | $-179330 | -0.03% | ABS-MBS |
| 2809 | Federal National Mortgage Association | FNMA | Oct 2022 | -284,200 | $-249638 | -0.03% | ABS-MBS |
| 2810 | EUREX DEUTSCHLAND | UBZ2 | Oct 2022 | -2 | $-285051 | -0.04% | DIR |
| 2811 | SWO USD RCV 3.48 PAY SOFR | 000000000 | Oct 2022 | -33,990,022 | $-405892 | -0.06% | DIR |
| 2812 | SWO USD RCV 3.48 PAY SOFR | 000000000 | Oct 2022 | -33,990,022 | $-405892 | -0.06% | DIR |
| 2813 | OIS_CCP USD RCV 1.55% PAY SOFR1O 04-MAR-2027 | 000000000 | Oct 2022 | 4,175,000 | $-417596 | -0.06% | DIR |
| 2814 | Federal National Mortgage Association | FNMA | Oct 2022 | -732,000 | $-664879 | -0.09% | ABS-MBS |
| 2815 | Federal National Mortgage Association | FNMA | Oct 2022 | -1,298,371 | $-1103311 | -0.15% | ABS-MBS |
| 2816 | EUREX DEUTSCHLAND | RXZ2 | Oct 2022 | -11 | $-1504947 | -0.21% | DIR |
| 2817 | Federal National Mortgage Association | FNMA | Oct 2022 | -2,100,000 | $-1784016 | -0.25% | ABS-MBS |
| 2818 | Federal National Mortgage Association | FNMA | Oct 2022 | -3,156,000 | $-2868459 | -0.40% | ABS-MBS |
| 2819 | Chicago Board of Trade | UXYZ2 | Oct 2022 | -58 | $-6727094 | -0.94% | DIR |
| 2820 | Chicago Board of Trade | TYZ2 | Oct 2022 | -74 | $-8183938 | -1.14% | DIR |
| 2821 | Chicago Board of Trade | TYZ2 | Oct 2022 | -84 | $-9289875 | -1.30% | DIR |
| 2822 | OSAKA EXCHANGE | JBZ2 | Oct 2022 | -12 | $-12006053 | -1.68% | DIR |
| 2823 | Federal National Mortgage Association | FNMA | Oct 2022 | -15,088,700 | $-12345137 | -1.72% | ABS-MBS |
| 2824 | CME GLOBEX | SFRU2 | Oct 2022 | -156 | $-37644750 | -5.25% | DIR |
| 2825 | CHICAGO BOARD OF TRADE | FFX2 | Oct 2022 | -101 | $-40494771 | -5.65% | DIR |
| 2826 | CHICAGO BOARD OF TRADE | FFV2 | Oct 2022 | -131 | $-52906399 | -7.38% | DIR |
| 2827 | CME GLOBEX | SFRZ3 | Oct 2022 | -385 | $-91880250 | -12.82% | DIR |