NORTH SQUARE STRATEGIC INCOME FUND
Exchange Place Advisors Trust
+137
New
-29
Exited
243
Positions
| # | Name | Ticker | Since | Shares | Shares Δ | Value | Val Δ% | % Port | Cat |
|---|---|---|---|---|---|---|---|---|---|
| 1 | First American Funds Inc. | 31846V328 | Jul 2022 | 24,328,910 | +12,609,168 | $24.3M | +107.6% | 6.14% | STIV |
| 2 | The Charles Schwab Corporation | 808513BD6 | Apr 2025 | 5,900,000 | New | $5.9M | — | 1.49% | DBT |
| 3 | Federal Home Loan Mortgage Corp. | 3132E06G2 | Jul 2024 | 5,267,398 | +3,526,757 | $5.5M | +205.0% | 1.38% | ABS-MBS |
| 4 | MetLife Inc. | 59156RCA4 | Apr 2025 | 5,000,000 | New | $4.9M | — | 1.25% | DBT |
| 5 | Government National Mortgage Association | 36179XS72 | Apr 2025 | 5,683,918 | New | $4.9M | — | 1.23% | ABS-MBS |
| 6 | CYRUSONE DATA CENTERS ISSUER I LLC | 23284BAG9 | Jul 2024 | 5,037,000 | +1,837,000 | $4.9M | +60.7% | 1.23% | ABS-O |
| 7 | Discover Financial Services Inc. | 254709AQ1 | Apr 2025 | 4,750,000 | New | $4.8M | — | 1.20% | DBT |
| 8 | Fnma Pass-Thru I | 3140XDMS2 | Apr 2025 | 5,140,011 | New | $4.6M | — | 1.17% | ABS-MBS |
| 9 | Fnma Pass-Thru I | 3140XRLY9 | Apr 2025 | 4,789,147 | New | $4.6M | — | 1.16% | ABS-MBS |
| 10 | Government National Mortgage Association | 36179XS98 | Jul 2024 | 4,821,200 | +1,264,884 | $4.4M | +34.4% | 1.11% | ABS-MBS |
| 11 | Fifth Third Bancorp | 316773DB3 | Apr 2025 | 4,343,000 | New | $4.3M | — | 1.09% | DBT |
| 12 | Federal National Mortgage Association | 3140A1VM6 | Jul 2024 | 4,030,600 | +2,419,196 | $4.1M | +150.3% | 1.03% | ABS-MBS |
| 13 | Southern Co. | 842587EB9 | Apr 2025 | 4,000,000 | New | $4.1M | — | 1.03% | DBT |
| 14 | Rogers Communications Inc. | 775109DH1 | Apr 2025 | 3,975,000 | New | $4.0M | — | 1.00% | DBT |
| 15 | ING Groep N.V. | 456837AY9 | Jul 2024 | 4,385,000 | — | $4.0M | +4.3% | 1.00% | DBT |
| 16 | Federal Home Loan Mortgage Corp. | 3142GSRU4 | Apr 2025 | 3,925,930 | New | $3.9M | — | 0.99% | ABS-MBS |
| 17 | Federal Home Loan Mortgage Corp. | 3132DUWR4 | Apr 2025 | 3,950,014 | New | $3.9M | — | 0.98% | ABS-MBS |
| 18 | Federal Home Loan Mortgage Corp. | 3133KPDE5 | Apr 2025 | 4,141,216 | New | $3.9M | — | 0.97% | ABS-MBS |
| 19 | Comm 2015-CCRE23 Mortgage Trust | 12593ABF1 | Apr 2025 | 3,900,000 | New | $3.7M | — | 0.94% | ABS-O |
| 20 | New Gold, Inc. | 644535106 | Apr 2025 | 906,740 | New | $3.6M | — | 0.91% | EC |
| 21 | KAPITUS ASSET SECURITIZATION IV LLC | 48555MAE9 | Apr 2025 | 3,580,000 | New | $3.6M | — | 0.90% | DBT |
| 22 | Fnma Pass-Thru I | 3140XJKB8 | Jul 2024 | 3,723,457 | -120,956 | $3.6M | -3.6% | 0.90% | ABS-MBS |
| 23 | Federal Home Loan Mortgage Corp. | 3132DWEQ2 | Apr 2025 | 3,914,532 | New | $3.5M | — | 0.89% | ABS-MBS |
| 24 | Government National Mortgage Association | 38380RET3 | Apr 2025 | 48,551,698 | New | $3.5M | — | 0.88% | ABS-O |
| 25 | UBS Group AG | H42097CB1 | Jul 2024 | 4,000,000 | — | $3.4M | +2.5% | 0.87% | DBT |
| 26 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST | 61761AAJ7 | Apr 2025 | 3,402,688 | New | $3.3M | — | 0.84% | ABS-O |
| 27 | Federal National Mortgage Association | 31418FFZ5 | Apr 2025 | 3,536,659 | New | $3.3M | — | 0.83% | ABS-MBS |
| 28 | Government National Mortgage Association | 38381MEH9 | Apr 2025 | 58,466,736 | New | $3.3M | — | 0.83% | ABS-O |
| 29 | Orla Mining Ltd New | 68634K106 | Apr 2025 | 296,601 | New | $3.3M | — | 0.82% | EC |
| 30 | Government National Mortgage Association | 38381DW22 | Jul 2022 | 43,074,580 | +27,088,109 | $3.2M | +178.5% | 0.81% | ABS-O |
| 31 | Comerica Incorporated | 200340AU1 | Jul 2024 | 3,226,000 | +300,000 | $3.2M | +11.8% | 0.81% | DBT |
| 32 | Vistra Corp | 92840MAD4 | Jul 2024 | 3,040,000 | +2,000,000 | $3.2M | +192.7% | 0.81% | DBT |
| 33 | Government National Mortgage Association | 38380MYE5 | Jul 2022 | 36,542,866 | +35,322,188 | $3.2M | +3253.1% | 0.81% | ABS-O |
| 34 | Kinross Gold Corp. | 496902404 | Apr 2025 | 214,985 | New | $3.2M | — | 0.80% | EC |
| 35 | Mexico (United Mexican States) | P4R07XP34 | Apr 2025 | 65,000,000 | New | $3.2M | — | 0.80% | DBT |
| 36 | Alamos Gold Inc. | 011532108 | Jul 2024 | 108,628 | +57,442 | $3.1M | +255.4% | 0.78% | EC |
| 37 | Wesdome Gold Mines Ltd. | 95083R100 | Apr 2025 | 251,499 | New | $3.1M | — | 0.78% | EC |
| 38 | Agnico Eagle Mines Ltd | 008474108 | Jul 2024 | 25,871 | +12,098 | $3.0M | +186.2% | 0.77% | EC |
| 39 | Centerpoint Energy Inc | 15189TBJ5 | Apr 2025 | 3,000,000 | New | $3.0M | — | 0.76% | DBT |
| 40 | Wells Fargo & Co. | 949746RN3 | Apr 2025 | 3,000,000 | New | $3.0M | — | 0.76% | DBT |
| 41 | Citizens Financial Group Inc | 174610AU9 | Apr 2025 | 3,000,000 | New | $3.0M | — | 0.75% | DBT |
| 42 | Federal Home Loan Mortgage Corp. | 3132DQWL6 | Jul 2024 | 2,988,830 | +1,168,444 | $2.9M | +63.4% | 0.74% | ABS-MBS |
| 43 | United States Treasury Notes | 91282CLX7 | Apr 2025 | 2,885,000 | New | $2.9M | — | 0.74% | DBT |
| 44 | COMM 2013-CCRE11 Mortgage Trust | 12626LAY8 | Apr 2025 | 3,062,491 | New | $2.9M | — | 0.74% | ABS-O |
| 45 | Energy Transfer LP | 29273VAJ9 | Jul 2024 | 3,000,000 | — | $2.9M | -2.1% | 0.73% | DBT |
| 46 | Federal Home Loan Mortgage Corp. | 3132DUQR1 | Apr 2025 | 2,949,673 | New | $2.9M | — | 0.73% | ABS-MBS |
| 47 | Truist Financial Corp. | 89832QAE9 | Apr 2025 | 2,900,000 | New | $2.9M | — | 0.73% | DBT |
| 48 | Federal Home Loan Mortgage Corp. | 3132DQAZ9 | Jul 2024 | 2,853,976 | -249,122 | $2.9M | -7.7% | 0.73% | ABS-MBS |
| 49 | BXHPP LTD | 05609JAA0 | Apr 2025 | 3,000,000 | New | $2.9M | — | 0.73% | ABS-O |
| 50 | Federal Home Loan Mortgage Corp. | 3132E02P6 | Jul 2024 | 2,815,504 | -257,075 | $2.9M | -8.4% | 0.72% | ABS-MBS |
| 51 | Capital One Financial Corp. | 14040HCF0 | Jul 2024 | 3,000,000 | — | $2.9M | +2.9% | 0.72% | DBT |
| 52 | J P Morgan Chase Commercial Mortgage Securities Trust 2019-MFP | 46651MAN6 | Apr 2025 | 2,970,000 | New | $2.8M | — | 0.72% | ABS-O |
| 53 | Federal Home Loan Mortgage Corp. | 3132E0B76 | Jul 2024 | 2,805,410 | -305,697 | $2.8M | -9.6% | 0.71% | ABS-MBS |
| 54 | Government National Mortgage Association | 36179XVM5 | Jul 2024 | 3,234,754 | -280,959 | $2.8M | -8.7% | 0.70% | ABS-MBS |
| 55 | J.P. Morgan Chase Commercial Mortgage Securities Trust | 46637TAA8 | Apr 2025 | 2,789,433 | New | $2.6M | — | 0.66% | ABS-O |
| 56 | Citigroup Inc. | 172967NB3 | Jul 2024 | 2,750,000 | — | $2.6M | +2.7% | 0.66% | DBT |
| 57 | KeyCorp | 493267AK4 | Jul 2024 | 2,700,000 | — | $2.6M | +5.7% | 0.66% | DBT |
| 58 | Hi-Fi Music IP Issuer II LP | 428357AA5 | Jul 2022 | 2,680,000 | +1,300,000 | $2.6M | +97.6% | 0.66% | ABS-O |
| 59 | Federal Home Loan Mortgage Corp. | 3132DQQ33 | Jul 2024 | 2,566,045 | -238,188 | $2.6M | -8.5% | 0.65% | ABS-MBS |
| 60 | Fnma Pass-Thru I | 3140NKEX5 | Apr 2025 | 2,581,772 | New | $2.5M | — | 0.64% | ABS-MBS |
| 61 | NextEra Energy Capital Holdings Inc | 65339KDF4 | Apr 2025 | 2,500,000 | New | $2.5M | — | 0.64% | DBT |
| 62 | Duke Energy Corp | 26441CCG8 | Apr 2025 | 2,500,000 | New | $2.5M | — | 0.63% | DBT |
| 63 | Emera Inc | 290876AD3 | Jul 2022 | 2,500,000 | — | $2.5M | +0.5% | 0.63% | DBT |
| 64 | Fnma Pass-Thru I | 3140QTBF5 | Apr 2025 | 2,495,981 | New | $2.5M | — | 0.63% | ABS-MBS |
| 65 | NatWest Group PLC | 639057AD0 | Jul 2024 | 3,000,000 | — | $2.5M | +1.1% | 0.63% | DBT |
| 66 | Exchange Place Advisors Trust | 301471108 | Apr 2025 | 100,000 | New | $2.5M | — | 0.63% | EC |
| 67 | Dominion Energy Inc | 25746UDV8 | Apr 2025 | 2,500,000 | New | $2.5M | — | 0.62% | DBT |
| 68 | Altagas Ltd | 021361AD2 | Apr 2025 | 2,500,000 | New | $2.4M | — | 0.62% | DBT |
| 69 | Paramount Global | 92553PBC5 | Jul 2024 | 2,500,000 | — | $2.3M | +5.7% | 0.58% | DBT |
| 70 | Fnma Pass-Thru I | 3140MSU52 | Jul 2024 | 2,346,605 | -80,911 | $2.3M | -3.7% | 0.58% | ABS-MBS |
| 71 | United States Treasury Notes | 91282CMG3 | Apr 2025 | 2,235,000 | New | $2.3M | — | 0.58% | DBT |
| 72 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 17328EAQ1 | Apr 2025 | 72,000,000 | New | $2.3M | — | 0.57% | ABS-O |
| 73 | Fnma Pass-Thru I | 3140NCTZ2 | Jul 2024 | 2,278,922 | -235,611 | $2.2M | -9.7% | 0.57% | ABS-MBS |
| 74 | General Motors Financial Company Inc | 37045XCA2 | Jul 2022 | 2,371,000 | — | $2.2M | -2.0% | 0.56% | DBT |
| 75 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17 | 61763UAG7 | Apr 2025 | 2,268,335 | New | $2.2M | — | 0.56% | ABS-O |
| 76 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 17322VAE6 | Apr 2025 | 2,304,380 | New | $2.2M | — | 0.55% | ABS-O |
| 77 | NRG Energy, Inc. | 629377CU4 | Apr 2025 | 2,000,000 | New | $2.2M | — | 0.55% | DBT |
| 78 | Federal Home Loan Mortgage Corp. | 3132DT4L1 | Apr 2025 | 2,078,896 | New | $2.1M | — | 0.54% | ABS-MBS |
| 79 | Government National Mortgage Association | 36179XFE1 | Jul 2024 | 2,396,483 | -228,554 | $2.1M | -9.3% | 0.54% | ABS-MBS |
| 80 | Federal Home Loan Mortgage Corp. | 3132DUY76 | Apr 2025 | 2,082,806 | New | $2.1M | — | 0.53% | ABS-MBS |
| 81 | CMS Energy Corporation | 125896BU3 | Jul 2024 | 2,250,000 | +1,250,000 | $2.1M | +127.7% | 0.53% | DBT |
| 82 | Citigroup Commercial Mortgage Trust 2015 101A | 17290MAE4 | Apr 2025 | 26,130,000 | New | $2.1M | — | 0.53% | ABS-O |
| 83 | Fnma Pass-Thru I | 3140XHB30 | Apr 2025 | 2,472,432 | New | $2.1M | — | 0.52% | ABS-MBS |
| 84 | American Electric Power Co, Inc. | 025537BA8 | Jul 2024 | 2,000,000 | +1,000,000 | $2.0M | +98.9% | 0.51% | DBT |
| 85 | Federal Home Loan Mortgage Corp. | 31427MS44 | Apr 2025 | 1,995,811 | New | $2.0M | — | 0.50% | ABS-MBS |
| 86 | Enbridge Inc. | 29250NCF0 | Jul 2024 | 2,000,000 | — | $2.0M | -2.3% | 0.50% | DBT |
| 87 | Exelon Corp. | 30161NBQ3 | Apr 2025 | 2,000,000 | New | $2.0M | — | 0.50% | DBT |
| 88 | Federal Home Loan Mortgage Corp. | 3133KNQU0 | Apr 2025 | 2,497,275 | New | $2.0M | — | 0.50% | ABS-MBS |
| 89 | South Bow Canadian Infrastructure Holdings Ltd. | 836720AH5 | Apr 2025 | 2,000,000 | New | $2.0M | — | 0.50% | DBT |
| 90 | NiSource Inc. | 65473PAT2 | Apr 2025 | 2,000,000 | New | $2.0M | — | 0.49% | DBT |
| 91 | CMS Energy Corporation | 125896BY5 | Apr 2025 | 2,000,000 | New | $2.0M | — | 0.49% | DBT |
| 92 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 00774MBQ7 | Apr 2025 | 2,000,000 | New | $1.9M | — | 0.49% | DBT |
| 93 | Commerzbank AG | D1706CHH0 | Jul 2024 | 1,800,000 | — | $1.9M | +11.2% | 0.49% | DBT |
| 94 | Federal Home Loan Mortgage Corp. | 31427MMW8 | Apr 2025 | 1,957,475 | New | $1.9M | — | 0.48% | ABS-MBS |
| 95 | Citigroup Inc. | 172967JM4 | Apr 2025 | 1,900,000 | New | $1.9M | — | 0.48% | DBT |
| 96 | Federal Home Loan Mortgage Corp. | 3137F84U4 | Apr 2025 | 15,350,000 | New | $1.8M | — | 0.46% | ABS-O |
| 97 | Government National Mortgage Association | 38380P8N7 | Jul 2022 | 19,690,718 | +5,232,409 | $1.8M | +42.9% | 0.46% | ABS-O |
| 98 | Government National Mortgage Association | 36179XBP0 | Apr 2025 | 2,198,261 | New | $1.8M | — | 0.45% | ABS-MBS |
| 99 | Svenska Handelsbanken AB | W9T10ZZQ1 | Jul 2024 | 2,000,000 | — | $1.8M | +1.4% | 0.45% | DBT |
| 100 | Commercial Mortgage Trust | 12622DAK0 | Apr 2025 | 1,817,249 | New | $1.8M | — | 0.45% | ABS-O |
| 101 | Government National Mortgage Association | 36179XXY7 | Apr 2025 | 2,064,781 | New | $1.8M | — | 0.44% | ABS-MBS |
| 102 | Bx Trust 2017-Appl | 12433QAA2 | Jul 2024 | 1,814,670 | -470,330 | $1.8M | -18.1% | 0.44% | ABS-O |
| 103 | Federal Home Loan Mortgage Corp. | 3133KQPS9 | Jul 2024 | 1,808,716 | -63,204 | $1.7M | -3.9% | 0.44% | ABS-MBS |
| 104 | Lloyds Banking Group PLC | 53944YAV5 | Jul 2024 | 1,650,000 | — | $1.7M | -1.3% | 0.43% | DBT |
| 105 | Fnma Pass-Thru I | 3140QPR90 | Jul 2024 | 1,948,977 | -120,469 | $1.7M | -6.3% | 0.43% | ABS-MBS |
| 106 | Federal Home Loan Mortgage Corp. | 3132DQPP5 | Apr 2025 | 1,620,976 | New | $1.6M | — | 0.41% | ABS-MBS |
| 107 | MORGAN STANLEY CAPITAL I TRUST | 61764BAA1 | Apr 2025 | 1,800,000 | New | $1.6M | — | 0.40% | ABS-O |
| 108 | Federal Home Loan Mortgage Corp. | 3137H4C73 | Apr 2025 | 57,164,965 | New | $1.6M | — | 0.40% | ABS-O |
| 109 | Government National Mortgage Association | 36179XDB9 | Jul 2024 | 1,771,910 | -148,969 | $1.6M | -8.4% | 0.40% | ABS-MBS |
| 110 | Independence Plaza Trust | 45378YAN4 | Jul 2022 | 1,500,000 | — | $1.5M | +5.9% | 0.37% | ABS-O |
| 111 | Chicago Board of Trade | FVM5 COMDT | Jul 2022 | 1,052 | +591 | $1.4M | +55.7% | 0.36% | DCO |
| 112 | N/A | ESM5C5800 | Jul 2022 | 400 | New | $1.4M | — | 0.34% | DE |
| 113 | Federal National Mortgage Association | 3136BBTB8 | Jul 2024 | 1,278,201 | -142,599 | $1.2M | -8.0% | 0.31% | ABS-O |
| 114 | Fnma Pass-Thru I | 3140W0AN5 | Apr 2025 | 1,102,829 | New | $1.1M | — | 0.28% | ABS-MBS |
| 115 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | 3137HCKP6 | Apr 2025 | 49,208,000 | New | $1.1M | — | 0.28% | ABS-O |
| 116 | UBS Group AG | 225401BH0 | Apr 2025 | 1,000,000 | New | $969K | — | 0.24% | DBT |
| 117 | Agilent Technologies Inc. | 00846UAN1 | Apr 2025 | 1,100,000 | New | $961K | — | 0.24% | DBT |
| 118 | Government National Mortgage Association | 38381LYP1 | Apr 2025 | 14,250,693 | New | $939K | — | 0.24% | ABS-O |
| 119 | Zoetis Inc. | 98978VAS2 | Apr 2025 | 1,050,000 | New | $933K | — | 0.24% | DBT |
| 120 | T-Mobile USA, Inc. | 87264ACB9 | Apr 2025 | 1,050,000 | New | $932K | — | 0.24% | DBT |
| 121 | Netflix, Inc. | 64110LAV8 | Apr 2025 | 900,000 | New | $919K | — | 0.23% | DBT |
| 122 | AT&T Inc | 00206RMM1 | Apr 2025 | 1,100,000 | New | $908K | — | 0.23% | DBT |
| 123 | The Clorox Company | 189054AX7 | Apr 2025 | 1,000,000 | New | $876K | — | 0.22% | DBT |
| 124 | Sysco Corporation | 871829BQ9 | Apr 2025 | 1,000,000 | New | $867K | — | 0.22% | DBT |
| 125 | Aegis Asset Backed Securities Trust Mortgage Pass Through Certificates Series 2003 3 | 00764MFD4 | Jul 2022 | 909,026 | -264,993 | $866K | -21.6% | 0.22% | ABS-O |
| 126 | Federal National Mortgage Association | 3140A04E6 | Apr 2025 | 848,339 | New | $864K | — | 0.22% | ABS-MBS |
| 127 | Church & Dwight Co Inc. | 17136MAA0 | Apr 2025 | 1,000,000 | New | $863K | — | 0.22% | DBT |
| 128 | Federal Home Loan Mortgage Corp. | 3137H2P57 | Jul 2024 | 15,695,757 | -9,304,243 | $862K | -22.4% | 0.22% | ABS-O |
| 129 | Rio Tinto Alcan Inc. | 013716AU9 | Apr 2025 | 775,000 | New | $833K | — | 0.21% | DBT |
| 130 | Federal Home Loan Mortgage Corp. | 3137BKH29 | Apr 2025 | 22,506,663 | New | $830K | — | 0.21% | ABS-O |
| 131 | Impac CMB Trust | 45254NPG6 | Apr 2025 | 854,053 | New | $805K | — | 0.20% | ABS-O |
| 132 | Government National Mortgage Association | 38380RUJ7 | Jul 2022 | 11,177,990 | -257,885 | $792K | -0.5% | 0.20% | ABS-O |
| 133 | Gartner Inc. | 366651AC1 | Apr 2025 | 800,000 | New | $789K | — | 0.20% | DBT |
| 134 | Cadence Design Systems, Inc. | 127387AP3 | Apr 2025 | 800,000 | New | $784K | — | 0.20% | DBT |
| 135 | Adobe Inc | 00724PAJ8 | Apr 2025 | 750,000 | New | $774K | — | 0.20% | DBT |
| 136 | CGI Inc | 12532HAF1 | Apr 2025 | 900,000 | New | $774K | — | 0.20% | DBT |
| 137 | Regeneron Pharmaceuticals, Inc. | 75886FAE7 | Apr 2025 | 900,000 | New | $770K | — | 0.19% | DBT |
| 138 | Federal Home Loan Mortgage Corp. | 3137FTFU6 | Jul 2022 | 37,006,186 | -2,702,761 | $765K | -31.9% | 0.19% | ABS-O |
| 139 | Deutsche Telekom International Finance B.V. | 25156PAC7 | Apr 2025 | 650,000 | New | $765K | — | 0.19% | DBT |
| 140 | NetApp Inc. | 64110DAK0 | Apr 2025 | 850,000 | New | $764K | — | 0.19% | DBT |
| 141 | Royalty Pharma PLC | 78081BAN3 | Apr 2025 | 900,000 | New | $758K | — | 0.19% | DBT |
| 142 | Broadcom Inc | 11135FBK6 | Apr 2025 | 850,000 | New | $758K | — | 0.19% | DBT |
| 143 | Cardinal Health, Inc. | 14149YBP2 | Apr 2025 | 750,000 | New | $758K | — | 0.19% | DBT |
| 144 | Motorola Solutions Inc | 620076BU2 | Apr 2025 | 850,000 | New | $755K | — | 0.19% | DBT |
| 145 | AstraZeneca Finance LLC | 04636NAB9 | Apr 2025 | 850,000 | New | $754K | — | 0.19% | DBT |
| 146 | Reliance Inc | 759509AG7 | Apr 2025 | 850,000 | New | $747K | — | 0.19% | DBT |
| 147 | Acuity Brands Lighting, Inc. | 00510RAD5 | Apr 2025 | 850,000 | New | $739K | — | 0.19% | DBT |
| 148 | Kinross Gold Corp. | 496902AT4 | Apr 2025 | 700,000 | New | $736K | — | 0.19% | DBT |
| 149 | Boston Scientific Corporation | 101137BA4 | Apr 2025 | 800,000 | New | $736K | — | 0.19% | DBT |
| 150 | MPLX LP | 55336VBV1 | Apr 2025 | 750,000 | New | $725K | — | 0.18% | DBT |
| 151 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | 3137HKXF6 | Apr 2025 | 12,044,000 | New | $711K | — | 0.18% | ABS-O |
| 152 | Idex Corporation | 45167RAG9 | Apr 2025 | 775,000 | New | $710K | — | 0.18% | DBT |
| 153 | Las Vegas Sands Corp | 517834AJ6 | Apr 2025 | 700,000 | New | $709K | — | 0.18% | DBT |
| 154 | Fox Corporation | 35137LAL9 | Apr 2025 | 750,000 | New | $708K | — | 0.18% | DBT |
| 155 | Carlisle Companies Inc. | 142339AL4 | Apr 2025 | 850,000 | New | $705K | — | 0.18% | DBT |
| 156 | Skymiles IP Ltd. & Delta Air Lines Inc. | 830867AB3 | Apr 2025 | 700,000 | New | $696K | — | 0.18% | DBT |
| 157 | Long Beach Mortgage Loan Trust | 542514KC7 | Jul 2022 | 714,169 | -84,162 | $696K | -11.2% | 0.18% | ABS-O |
| 158 | Darden Restaurants, Inc. | 237194AN5 | Apr 2025 | 650,000 | New | $691K | — | 0.17% | DBT |
| 159 | Kirby Corp | 497266AC0 | Apr 2025 | 700,000 | New | $690K | — | 0.17% | DBT |
| 160 | Hexcel Corporation | 428291AN8 | Apr 2025 | 700,000 | New | $690K | — | 0.17% | DBT |
| 161 | O'Reilly Automotive Inc. | 67103HAH0 | Apr 2025 | 700,000 | New | $683K | — | 0.17% | DBT |
| 162 | Imperial Brands Finance Plc | 45262BAG8 | Apr 2025 | 650,000 | New | $668K | — | 0.17% | DBT |
| 163 | Constellation Brands, Inc. | 21036PBL1 | Apr 2025 | 675,000 | New | $662K | — | 0.17% | DBT |
| 164 | Mattel, Inc. | 577081BF8 | Apr 2025 | 700,000 | New | $660K | — | 0.17% | DBT |
| 165 | Ingredion Incorporated | 219023AC2 | Apr 2025 | 600,000 | New | $658K | — | 0.17% | DBT |
| 166 | Dick's Sporting Goods, Inc. | 253393AF9 | Apr 2025 | 750,000 | New | $657K | — | 0.17% | DBT |
| 167 | Reynolds American Inc. | 761713AT3 | Apr 2025 | 600,000 | New | $657K | — | 0.17% | DBT |
| 168 | BorgWarner Inc. | 099724AP1 | Apr 2025 | 650,000 | New | $654K | — | 0.17% | DBT |
| 169 | Tapestry Inc | 876030AK3 | Apr 2025 | 650,000 | New | $653K | — | 0.16% | DBT |
| 170 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | 3137HAD94 | Jul 2024 | 125,870,000 | — | $595K | -3.5% | 0.15% | ABS-O |
| 171 | Federal Home Loan Mortgage Corp. | 3137FTG43 | Jul 2022 | 7,570,000 | — | $586K | -12.2% | 0.15% | ABS-O |
| 172 | Diamondback Energy Inc | 25278XAV1 | Apr 2025 | 550,000 | New | $575K | — | 0.15% | DBT |
| 173 | Federal Home Loan Mortgage Corp. | 3137FTZU4 | Jul 2022 | 7,249,000 | — | $574K | -13.4% | 0.14% | ABS-O |
| 174 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | 3137HAMT0 | Jul 2024 | 120,584,367 | -223,872 | $558K | -16.4% | 0.14% | ABS-O |
| 175 | Devon Energy Corporation | 251799AA0 | Apr 2025 | 500,000 | New | $556K | — | 0.14% | DBT |
| 176 | CF Industries, Inc. | 12527GAH6 | Apr 2025 | 550,000 | New | $549K | — | 0.14% | DBT |
| 177 | Morgan Stanley Capital I Trust 2011-C2 | 617459AJ1 | Apr 2025 | 551,676 | New | $549K | — | 0.14% | ABS-O |
| 178 | Coterra Energy Inc | 127097AL7 | Apr 2025 | 550,000 | New | $542K | — | 0.14% | DBT |
| 179 | ConocoPhillips Co. | 20826FBL9 | Apr 2025 | 550,000 | New | $542K | — | 0.14% | DBT |
| 180 | FBR Securitization Trust | 30246QCQ4 | Jul 2022 | 542,834 | -89,713 | $535K | -13.9% | 0.14% | ABS-O |
| 181 | Federal Home Loan Mortgage Corp. | 3137H5FY8 | Jul 2024 | 554,239 | -243,732 | $528K | -29.2% | 0.13% | ABS-O |
| 182 | Government National Mortgage Association | 38380RQU7 | Jul 2022 | 7,040,703 | -114,475 | $526K | +1.5% | 0.13% | ABS-O |
| 183 | Bank of America Corp. | 06055HAH6 | Apr 2025 | 500,000 | New | $501K | — | 0.13% | DBT |
| 184 | Chicago Board of Trade | TUM5 COMDT | Jul 2022 | 396 | New | $480K | — | 0.12% | DCO |
| 185 | Chicago Board of Trade | TYM5 COMDT | Jul 2022 | 333 | New | $463K | — | 0.12% | DCO |
| 186 | Federal Home Loan Mortgage Corp. | 3137FXQS0 | Jul 2024 | 3,455,000 | — | $433K | -10.7% | 0.11% | ABS-O |
| 187 | CHICAGO MERCANTILE EXCHANGE | JYM5 CURNC | Jul 2022 | 207 | New | $364K | — | 0.09% | DFE |
| 188 | Federal Home Loan Mortgage Corp. | 3137FQXU2 | Jul 2022 | 7,690,000 | — | $359K | -19.6% | 0.09% | ABS-O |
| 189 | Commercial Mortgage Trust | 12625FBC9 | Apr 2025 | 350,000 | New | $327K | — | 0.08% | ABS-O |
| 190 | Federal Home Loan Mortgage Corp. | 3137F84K6 | Jul 2022 | 2,750,000 | — | $325K | -9.8% | 0.08% | ABS-O |
| 191 | Federal Home Loan Mortgage Corp. | 3137FAWW4 | Jul 2024 | 30,893,000 | — | $312K | -23.9% | 0.08% | ABS-O |
| 192 | JP Morgan Acceptance Corp. 2007 Ch3 | 46630XAF5 | Jul 2022 | 303,780 | -63,083 | $300K | -16.9% | 0.08% | ABS-O |
| 193 | Chicago Board of Trade | UXYM5 COMD | Jul 2022 | 194 | New | $283K | — | 0.07% | DCO |
| 194 | Renaissance Mortgage Acceptance Corp. | 75970NBE6 | Jul 2022 | 277,608 | -145,475 | $277K | -33.9% | 0.07% | ABS-O |
| 195 | Federal Home Loan Mortgage Corp. | 3137BXR46 | Jul 2024 | 30,000,000 | — | $276K | -24.3% | 0.07% | ABS-O |
| 196 | Fremf 2012 Kf01 Mortgage Trust | 30295RAN1 | Jul 2022 | 282,070,177 | -14,583,423 | $259K | -44.6% | 0.07% | ABS-O |
| 197 | Federal Home Loan Mortgage Corp. | 3137FUZF4 | Jul 2022 | 1,835,000 | — | $250K | -10.6% | 0.06% | ABS-O |
| 198 | Federal Home Loan Mortgage Corp. | 3137FWHX1 | Jul 2022 | 3,332,000 | — | $245K | -10.3% | 0.06% | ABS-O |
| 199 | Federal Home Loan Mortgage Corp. | 3137F9Z20 | Jul 2022 | 1,715,000 | — | $208K | -9.8% | 0.05% | ABS-O |
| 200 | Ameriquest Mortgage Securities Inc Asset Backed Pass-Through Certificates Series 2005-R7 | 03072SPH2 | Jul 2022 | 152,869 | -160,125 | $152K | -50.8% | 0.04% | ABS-O |
| 201 | HSI Asset Securitization Corporation Trust | 40430HFM5 | Jul 2022 | 138,226 | -52,434 | $136K | -27.0% | 0.03% | ABS-O |
| 202 | Federal National Mortgage Association | 3136BDXP8 | Jul 2024 | 131,781 | -201,694 | $131K | -59.9% | 0.03% | ABS-O |
| 203 | Federal National Mortgage Association | 3136B9EF0 | Jul 2022 | 3,646,771 | -18,446 | $123K | -18.0% | 0.03% | ABS-O |
| 204 | J P Morgan Mortgage Acquisition Corporation | 46629TAH3 | Jul 2022 | 121,441 | -104,856 | $121K | -45.9% | 0.03% | ABS-O |
| 205 | Federal National Mortgage Association | 3136B7FY2 | Jul 2022 | 2,739,861 | -13,697 | $101K | -15.7% | 0.03% | ABS-O |
| 206 | Chicago Board of Trade | USM5 COMDT | Jul 2022 | -364 | New | $91K | — | 0.02% | DCO |
| 207 | Government National Mortgage Association | 38379RWL3 | Jul 2022 | 1,287,128 | -23,181 | $62K | +21.6% | 0.02% | ABS-O |
| 208 | Chicago Board of Trade | 3YM5 COMDT | Jul 2022 | 22 | New | $58K | — | 0.01% | DCO |
| 209 | Federal Home Loan Mortgage Corp. | 3137BPCR8 | Jul 2022 | 17,464,177 | -1,899,878 | $51K | -69.6% | 0.01% | ABS-O |
| 210 | CHICAGO BOARD OF TRADE | DHBM5 INDE | Jul 2022 | -50 | New | $25 | — | 0.00% | DE |
| 211 | Chicago Board of Trade | WNM5 COMDT | Jul 2022 | -19 | New | $-35124 | — | -0.01% | DCO |
| 212 | CHICAGO MERCANTILE EXCHANGE | PEM5 CURNC | Jul 2022 | -126 | New | $-156627 | — | -0.04% | DFE |
| 213 | CHICAGO MERCANTILE EXCHANGE | ESM5 INDEX | Jul 2022 | -98 | New | $-331000 | — | -0.08% | DE |
| 214 | N/A | CDXIG544 | Jul 2022 | 90,000,000 | New | $-1400964 | — | -0.35% | DE |
| ✕ | United States Treasury Notes | 91282CKL4 | — | 9,105,000 | Exited | $9.4M | — | — | — |
| ✕ | United States Treasury Notes | 91282CKS9 | — | 3,865,000 | Exited | $3.9M | — | — | — |
| ✕ | United States Treasury Notes | 91282CJY8 | — | 3,720,000 | Exited | $3.8M | — | — | — |
| ✕ | American Electric Power Co, Inc. | 025537AU5 | — | 4,000,000 | Exited | $3.7M | — | — | — |
| ✕ | Truist Financial Corp. | 89832QAD1 | — | 3,720,000 | Exited | $3.7M | — | — | — |
| ✕ | Discover Financial Services | 254709AN8 | — | 3,512,000 | Exited | $3.2M | — | — | — |
| ✕ | M&T Bank Corporation | 55261FAH7 | — | 3,000,000 | Exited | $2.9M | — | — | — |
| ✕ | Ally Financial Inc. | 02005NBM1 | — | 3,112,000 | Exited | $2.9M | — | — | — |
| ✕ | Citizens Financial Group Inc | 174610BD6 | — | 3,100,000 | Exited | $2.8M | — | — | — |
| ✕ | Goldman Sachs Group, Inc. | 38141GYU2 | — | 2,920,000 | Exited | $2.7M | — | — | — |
| ✕ | U.S. Bancorp. | 902973BC9 | — | 2,649,000 | Exited | $2.4M | — | — | — |
| ✕ | American Express Company | 025816CH0 | — | 2,000,000 | Exited | $1.9M | — | — | — |
| ✕ | Stanley Black & Decker, Inc. | 854502AM3 | — | 2,015,000 | Exited | $1.9M | — | — | — |
| ✕ | Banco Santander, S.A. | 05971KAH2 | — | 2,000,000 | Exited | $1.8M | — | — | — |
| ✕ | Algonquin Power & Utilities Corporation | 015857AH8 | — | 2,000,000 | Exited | $1.8M | — | — | — |
| ✕ | PNC Financial Services Group Inc. | 693475BC8 | — | 2,000,000 | Exited | $1.8M | — | — | — |
| ✕ | Deutsche Bank AG | D18190PH1 | — | 1,800,000 | Exited | $1.7M | — | — | — |
| ✕ | BNP Paribas SA | 05565ALQ4 | — | 2,000,000 | Exited | $1.7M | — | — | — |
| ✕ | ALIGNED DATA CENTERS ISSUER LLC | 01627AAA6 | — | 1,698,000 | Exited | $1.6M | — | — | — |
| ✕ | QUALCOMM Inc. | 747525103 | — | 7,843 | Exited | $1.4M | — | — | — |
| ✕ | FREMF Mortgage Trust | 30289HAG6 | — | 1,445,000 | Exited | $1.4M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corp. | 3137FWHV5 | — | 17,167,645 | Exited | $1.1M | — | — | — |
| ✕ | NextEra Energy Capital Holdings Inc | 65339KCB4 | — | 1,000,000 | Exited | $0.9M | — | — | — |
| ✕ | Huntington Bancshares Incorporated | 446150AV6 | — | 990,000 | Exited | $0.9M | — | — | — |
| ✕ | Vistra Corp | 92840MAC6 | — | 874,000 | Exited | $0.9M | — | — | — |
| ✕ | TransCanada Trust | 89356BAC2 | — | 500,000 | Exited | $0.5M | — | — | — |
| ✕ | LIBRA SOLUTIONS 2023-1 LLC | 53161DAA3 | — | 378,910 | Exited | $0.4M | — | — | — |
| ✕ | Colony Multi Mtg Tr 2014-1 | 19624HAN8 | — | 171,229 | Exited | $0.2M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corp. | 3137H4RZ5 | — | 98,221 | Exited | $0.1M | — | — | — |