LGRYX Holdings List

As of Jan 31, 2025

No.	Symbol	Name	% Weight	Shares
1	XITF.0 01.31.27	United States Treasury - U.S. Treasury Floating Rate Notes	2.55%	23,363,000
2	BLACK.2024-1A B	Black Diamond CLO Ltd - Black Diamond CLO 2024-1 Ltd	1.43%	13,000,000
3	STACR.2024-HQA2 A1	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2024-HQA2	1.41%	12,779,375
4	n/a	TD Securities USA LLC - TD Securities REPO 4.25% 2-3-2	1.37%	12,600,000
5	n/a	OCP CLO Ltd - OCP CLO 2015-9 Ltd	1.00%	9,200,000
6	PKBLU.2022-1A A1R	Park Blue CLO Ltd - Park Blue CLO 2022-1 Ltd	0.99%	9,050,000
7	VENTR.2023-48A B1	Venture CDO Ltd - Venture 48 CLO Ltd	0.99%	9,000,000
8	REG20.2021-2A BR	Regatta XX Funding Ltd	0.98%	9,000,000
9	BGCLO.2021-3A A1R	Birch Grove CLO Ltd. - Birch Grove CLO 3 Ltd	0.98%	9,000,000
10	PKBLU.2022-2A A1R	Park Blue CLO Ltd - Park Blue CLO 2022-II Ltd	0.96%	8,720,000
11	ARES.2013-2A BR3	ARES CLO Ltd - Ares XXVII CLO Ltd	0.91%	8,275,000
12	MUZ88.2022-1A AR	1988 CLO Ltd. - 1988 CLO 1 Ltd	0.91%	8,270,000
13	ELM27.2024-3A B	Elmwood CLO 27 Ltd	0.88%	8,000,000
14	FFCB.F 05.03.27	Federal Farm Credit Banks Funding Corp	0.87%	8,000,000
15	WFLOOR.2024-1A B	Westlake Flooring Master Trust	0.85%	7,690,000
16	n/a	Generate CLO Ltd. - Generate Clo 18 Ltd	0.83%	7,500,000
17	CGMS.2024-6A B	Carlyle Global Market Strategies - Carlyle US CLO 2024-6 Ltd	0.82%	7,500,000
18	HLSY.2020-3A A1R	HalseyPoint CLO 3, Ltd. - HalseyPoint CLO 3 Ltd	0.82%	7,487,000
19	n/a	Birch Grove CLO Ltd. - Birch Grove Clo 11 Ltd	0.81%	7,400,000
20	STACR.2025-DNA1 A1	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2025-DNA1	0.79%	7,250,000
21	MCCP.2023-1A D1	Atlantic Avenue Ltd - Atlantic Avenue 2023-1 Ltd	0.77%	6,900,000
22	BALLY.2023-25A C1R	Ballyrock Ltd - Ballyrock CLO 25 Ltd	0.76%	7,000,000
23	NWML.2023-IA D	720 East CLO Ltd. - 720 East CLO 2023-I Ltd	0.74%	6,750,000
24	BSP.2022-28A AR	Benefit Street Partners CLO Ltd - Benefit Street Partners CLO XXVIII Ltd	0.71%	6,500,000
25	CGMS.2022-2A A1R	Carlyle Global Market Strategies - CARLYLE US CLO 2022-2 LTD	0.71%	6,500,000
26	BARHN.2023-1A A2R	Barrow Hanley CLO I Ltd	0.68%	6,200,000
27	OCT42.2019-3A BRR	Octagon Investment Partners 42, Ltd. - Octagon Investment Partners 42 Ltd	0.66%	6,000,000
28	CEDF.2014-4A AR3	Cedar Funding Ltd - Cedar Funding IV CLO Ltd	0.66%	6,000,000
29	AXP.F 01.30.31	American Express Co	0.65%	6,000,000
30	CARVL.2019-2A CR2	Carval CLO LTD - CarVal CLO III Ltd	0.65%	6,000,000
31	CAS.2025-R01 1A1	Fannie Mae - CAS - Fannie Mae Connecticut Avenue Securities	0.64%	5,870,000
32	n/a	Park Blue CLO Ltd - Park Blue CLO 2024-VI Ltd	0.63%	5,760,000
33	FFCB.F 09.14.26	Federal Farm Credit Banks Funding Corp	0.62%	5,710,000
34	AMMC.2020-23A BR2	American Money Management Corporation - AMMC CLO 23 Ltd	0.62%	5,690,000
35	HLSY.2024-8A D2	HalseyPoint CLO Ltd. - Sagard-Halseypoint Clo 8 Ltd	0.62%	5,625,000
36	STCP.2021-1A AR	Sycamore Tree CLO Ltd - Sycamore Tree CLO 2021-1 Ltd	0.61%	5,550,000
37	n/a	NatWest Markets PLC	0.61%	5,528,000
38	n/a	Benefit Street Partners CLO Ltd - Benefit Street Partners CLO XXXVIII Ltd	0.60%	5,500,000
39	STRE.2024-2A A	STREAM INNOVATIONS ISSUER TRUST - Stream Innovations 2024-2 Issuer Trust	0.60%	5,459,380
40	CCITY.2023-5A A1R	Crown City CLO V	0.58%	5,300,000
41	SIXST.2020-16A ER	Sixth Street CLO XVI, Ltd. - Sixth Street CLO XVI Ltd	0.57%	5,000,000
42	PKBLU.2023-3A E	Park Blue CLO Ltd - PARK BLUE CLO 2023-III LTD	0.57%	5,100,000
43	DRSLF.2024-115A B	Dryden Senior Loan Fund - Dryden 115 CLO Ltd	0.56%	5,090,000
44	CARMX.2023-3 C	Carmax Auto Owner Trust 2023-3	0.55%	5,000,000
45	POST.2024-1A C	Post CLO LTD - Post CLO 2024-1 Ltd	0.55%	5,000,000
46	n/a	Regatta 30 Funding Ltd. - Regatta 30 Funding Ltd	0.55%	5,000,000
47	ICG.2024-1A A1	ICG US CLO Ltd - ICG US CLO 2024-1 Ltd	0.55%	5,000,000
48	CGMS.2019-3A A2RR	Carlyle Global Market Strategies - CARLYLE US CLO 2019-3 LTD	0.55%	5,000,000
49	n/a	Silver Point CLO, Ltd - Silver Point CLO 7 LTD	0.55%	5,000,000
50	CGMS.2021-10A A2R	Carlyle Global Market Strategies - Carlyle US CLO 2021-10 LTD	0.55%	5,000,000
51	RRAM.2024-35A A2	RR Ltd - RR 35 LTD	0.55%	5,000,000
52	n/a	Ford Motor Credit Co LLC	0.55%	4,993,000
53	n/a	CIFC Funding Ltd - CIFC Funding 2018-II Ltd	0.55%	5,000,000
54	LLOYDS.F 11.26.28	Lloyds Banking Group PLC	0.55%	5,000,000
55	AIMCO.2018-AA AR	AIMCO CLO Series 2018-A	0.55%	5,000,000
56	GS.F 01.28.31	Goldman Sachs Group Inc/The	0.55%	5,000,000
57	ARES.2020-56A BR2	ARES CLO Ltd - Ares LVI CLO Ltd	0.55%	5,000,000
58	JPM.F 01.24.29 FRN	JPMorgan Chase & Co	0.55%	5,000,000
59	AMMC.2025-31A A1	American Money Management Corporation - AMMC CLO 31 Ltd	0.55%	5,000,000
60	EART.2023-5A C	Exeter Automobile Receivables Trust 2023-5	0.54%	4,850,000
61	STACR.2024-DNA2 A1	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2024-DNA2	0.53%	4,774,417
62	LNCR.2025-CRE8 A	LoanCore Issuer, Ltd. - LoanCore	0.51%	4,700,000
63	BGCLO.19A A1RR	Birch Grove CLO Ltd. - Birch Grove CLO Ltd	0.50%	4,570,000
64	n/a	Merchants Fleet Funding LLC	0.50%	4,558,000
65	CPS.2022-B E	CPS Auto Trust - CPS Auto Receivables Trust 2022-B	0.50%	4,500,000
66	RRAM.2020-8A A2R	RR Ltd - RR 8 Ltd	0.50%	4,565,000
67	n/a	Onemain Financial Issuance Trust 2024-1	0.50%	4,450,000
68	WELLI.2023-1A B	Wellington Management CLO 1 Ltd	0.50%	4,535,000
69	n/a	New Mountain CLO Ltd - New Mountain CLO 2 Ltd	0.49%	4,500,000
70	SCART.2021-AA F	Santander Consumer Auto Receivables Trust 2021-A	0.49%	4,500,000
71	BCC.2021-3A BR	Bain Capital Credit CLO, Limited - Bain Capital Credit CLO 2021-3 Ltd	0.49%	4,500,000
72	n/a	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2024-DNA3	0.49%	4,505,000
73	n/a	Evergreen Credit Card Trust	0.49%	4,500,000
74	n/a	Sycamore Tree CLO Ltd - Sycamore Tree CLO 2023-3 Ltd	0.48%	4,400,000
75	GNRT.4A ARR	Generate CLO Ltd. - Generate CLO 4 Ltd	0.48%	4,350,000
76	ELMW2.2019-2A CRR	Elmwood CLO II Ltd. - Elmwood CLO II Ltd	0.47%	4,250,000
77	POST.2024-2A C	Post CLO LTD - Post CLO VI Ltd	0.47%	4,250,000
78	REG22.2022-2A BR	Regatta XXII Funding Ltd. - Regatta XXII Funding Ltd	0.47%	4,250,000
79	RRAM.2024-36RA BR	RR Ltd - RR 36 LTD	0.47%	4,250,000
80	n/a	Exeter Automobile Receivables Trust 2023-2	0.46%	4,160,000
81	WWICK.2023-1A D	Warwick Capital CLO Ltd - Warwick Capital CLO 1 Ltd	0.45%	4,000,000
82	PKBLU.2023-4A B	Park Blue CLO Ltd - Park Blue CLO 2023-IV Ltd	0.44%	4,000,000
83	ZAIS.2020-15A A1RR	Zais Clo 15 Ltd	0.44%	4,050,000
84	MUZ88.2023-3A C	1988 CLO Ltd. - 1988 CLO 3 Ltd	0.44%	4,000,000
85	RAD.2024-27A C	Rad CLO Ltd - RAD CLO 27 Ltd	0.44%	4,000,000
86	CIFC.2024-3A A1	CIFC Funding Ltd - CIFC Funding 2024-III Ltd	0.44%	4,000,000
87	n/a	KKR Financial CLO Ltd - KKR CLO 54 LTD	0.44%	4,000,000
88	BSP.2018-16A BR2	Benefit Street Partners CLO Ltd - Benefit Street Partners CLO XVI Ltd	0.44%	4,000,000
89	n/a	Toronto-Dominion Bank/The	0.44%	4,000,000
90	ARES.2022-67A BR	ARES CLO Ltd - Ares LXVII CLO Ltd	0.44%	4,000,000
91	NEUB.2021-46A CR	Neuberger Berman CLO Ltd - Neuberger Berman Loan Advisers CLO 46 Ltd	0.44%	4,000,000
92	SPCLO.2022-1A A1R	Silver Point Capital CLO 1, Ltd - Silver Point CLO 1 Ltd	0.44%	4,000,000
93	MFCC.2024-2A A	Mercury Financial Credit Card Master Trust	0.43%	3,930,000
94	n/a	Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6	0.43%	3,900,000
95	TCO.2024-DPM A	Taubman Centers Commercial Mortgage Trust - TCO Commercial Mortgage Trust 2024-DPM	0.42%	3,850,000
96	NYO.2021-1290 A	NYO Commercial Mortgage Trust 2021-1290	0.42%	3,850,000
97	n/a	Rad CLO Ltd - RAD CLO 28 Ltd	0.41%	3,780,000
98	SDART.2025-1 C	Santander Drive Auto Receivables Trust 2025-1	0.41%	3,720,000
99	SSTRT.2025-A D	Securitized Term Auto Receivables Trust	0.40%	3,700,000
100	RAD.2024-25A B	Rad CLO Ltd - Rad Clo 25 Ltd	0.40%	3,660,000
101	KKR.2023-52A E	KKR Financial CLO Ltd - KKR CLO 52 Ltd	0.39%	3,500,000
102	DCLO.2024-6A C2	Diameter Capital Clo 6 Ltd	0.39%	3,500,000
103	NWML.2022-1A A1R	720 East CLO Ltd. - 720 East CLO 2022-I Ltd	0.39%	3,540,000
104	n/a	Broadcom Inc. Term Loan A5	0.39%	3,642,750
105	ARES.2017-43A D1R2	ARES CLO Ltd - Ares XLIII CLO Ltd	0.39%	3,500,000
106	SAND.2024-1A A1	Sandstone Peak, Ltd - Sandstone Peak III Ltd	0.38%	3,500,000
107	RAD.2023-22A A1	Rad CLO Ltd - Rad CLO 22 Ltd	0.38%	3,500,000
108	AMMC.2025-31A D	American Money Management Corporation - AMMC CLO 31 Ltd	0.38%	3,500,000
109	BARHN.2023-1A D1R	Barrow Hanley CLO I Ltd	0.38%	3,500,000
110	BATLN.2024-25A B	Battalion CLO LTD - Battalion CLO XXV Ltd	0.37%	3,360,000
111	n/a	Post Road Equipment Finance 2025-1 LLC	0.37%	3,350,000
112	WELLI.2024-2A A	Wellington Management Clo 2 Ltd	0.36%	3,300,000
113	BALLY.2023-24A C	Ballyrock Ltd - Ballyrock CLO 24 Ltd	0.36%	3,250,000
114	MVEW.2016-1A CR2	Mountain View CLO 2016-1 LLC	0.36%	3,250,000
115	SCFET.2025-1A E	SCF Equipment Trust Llc - SCF Equipment Trust 2016-1 LLC	0.35%	3,200,000
116	n/a	Cajun Global LLC	0.34%	3,265,020
117	STACR.2024-HQA1 A1	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2024-HQA1	0.34%	3,132,189
118	ICG.2023-1A D	ICG US CLO Ltd - ICG US CLO 2023-1 I Ltd	0.34%	3,060,000
119	EQS.2024-1C A	EquipmentShare - Crockett Partners Equipment Co IIA LLC	0.33%	3,023,011
120	n/a	Exeter Automobile Receivables Trust 2023-3	0.33%	3,000,000
121	STCP.2023-2A BR	Sycamore Tree CLO Ltd - Sycamore Tree CLO 2023-2 Ltd	0.33%	3,000,000
122	CPTPK.2024-1A B1	Captree Park CLO Ltd	0.33%	3,000,000
123	MDPK.2024-67A A2	Madison Park Funding Ltd - Madison Park Funding LXVII Ltd	0.33%	3,000,000
124	WWICK.2024-5A A2	Warwick Capital CLO Ltd - Warwick Capital CLO 5 Ltd	0.33%	3,000,000
125	CECLO.2024-34A D1N	Cent CLO LP - Columbia Cent CLO 34 Ltd	0.33%	3,000,000
126	BRYPK.2024-25A A2	Bryant Park Funding Ltd - Bryant Park Funding 2024-25 Ltd	0.33%	3,000,000
127	PREF.2025-1A B	Post Road Equipment Finance 2025-1 LLC	0.33%	3,000,000
128	n/a	Athene Global Funding	0.33%	3,000,000
129	HONK.2022-1A A2	Driven Brands Funding, LLC - Driven Brands Funding LLC	0.32%	2,861,554
130	CAS.2024-R05 2A1	Fannie Mae - CAS - Fannie Mae Connecticut Avenue Securities	0.30%	2,770,315
131	ABCLN.2024-A B	Ally Bank Auto Credit-Linked Notes Series 2024-A	0.30%	2,739,290
132	n/a	Westlake Automobile Receivables Trust 2023-2	0.30%	2,695,000
133	n/a	Great Wolf Trust 2024-WOLF	0.30%	2,717,000
134	n/a	Hyundai Capital America	0.30%	2,700,000
135	ISLN.2025-1A A	Island Finance Trust 2025-1	0.28%	2,560,000
136	ROCKT.2024-1A E	Rockford Tower CLO Ltd - Rockford Tower CLO 2024-1 Ltd	0.28%	2,500,000
137	BSP.2023-33A D	Benefit Street Partners CLO Ltd - Benefit Street Partners Clo XXXIII Ltd	0.28%	2,500,000
138	n/a	SBNA Auto Receivables Trust 2024-A	0.28%	2,515,000
139	n/a	Magnetite CLO Ltd - Magnetite Xlii Ltd	0.27%	2,500,000
140	GNRT.2024-20A C	Generate CLO Ltd. - Generate CLO 20 Ltd	0.27%	2,500,000
141	n/a	Capital One Multi-Asset Execution Trust	0.27%	2,500,000
142	n/a	GENERAL MOTORS FINL CO - General Motors Financial Co Inc	0.27%	2,473,000
143	CARMX.2023-1 C	CarMax Auto Owner Trust 2023-1	0.27%	2,465,000
144	CPS.2022-A E	CPS Auto Trust - CPS Auto Receivables Trust 2022-A	0.27%	2,500,000
145	STCP.2023-2A ER	Sycamore Tree CLO Ltd - Sycamore Tree CLO 2023-2 Ltd	0.27%	2,375,000
146	TD.F 01.31.28	Toronto-Dominion Bank/The	0.26%	2,413,000
147	PUTNM.2023-2A ER	37 Capital CLO Ltd - 37 Capital Clo 4 Ltd	0.26%	2,400,000
148	AMMC.2025-31A E	American Money Management Corporation - AMMC CLO 31 Ltd	0.26%	2,380,000
149	ABCLN.2024-A E	Ally Bank Auto Credit-Linked Notes Series 2024-A	0.25%	2,288,645
150	STCP.2023-3A D1R	Sycamore Tree CLO Ltd - Sycamore Tree CLO 2023-3 Ltd	0.25%	2,250,000
151	ICG.2024-R1A D1	ICG US CLO Ltd - ICG US CLO 2024-R1 Ltd	0.25%	2,250,000
152	n/a	Santander Drive Auto Receivables Trust 2024-1	0.25%	2,260,000
153	ROCKT.2021-3A CBR	Rockford Tower CLO Ltd - Rockford Tower CLO 2021-3 Ltd	0.25%	2,250,000
154	MFIT.2024-AA E	Mariner Finance Issuance Trust 2024-A	0.24%	2,200,000
155	VSTRG.2023-A D	VStrong Auto Receivables Trust 2023-A	0.24%	2,000,000
156	SBCLN.2022-C F	Santander Bank Auto Credit-Linked Notes Series 2022-C	0.24%	2,000,000
157	EART.2023-3A E	Exeter Automobile Receivables Trust 2023-3	0.24%	2,000,000
158	JXN.F 01.14.28 144A	JACKSON NATL LIFE GLOBAL - Jackson National Life Global Funding	0.24%	2,161,000
159	SBCLN.2022-B G	Santander Bank Auto Credit-Linked Notes Series 2022-B	0.23%	2,000,000
160	SBCLN.2022-A E	Santander Bank Auto Credit-Linked Notes Series 2022-A	0.23%	2,023,992
161	NEUB.2018-28A ER	Neuberger Berman CLO Ltd - Neuberger Berman Loan Advisers CLO 28 Ltd	0.23%	2,000,000
162	BX.2021-RISE B	BX Trust 2021-RISE	0.23%	2,085,566
163	CRBG.F 01.07.28 144A	COREBRIDGE GLOB FUNDING - Corebridge Global Funding	0.23%	2,071,000
164	HARUS.2024-1A D	Harvest US CLO Ltd - Harvest US CLO 2024-1 Ltd	0.22%	2,000,000
165	MUZ88.2024-4A D	1988 CLO Ltd. - 1988 CLO 4 Ltd	0.22%	2,000,000
166	OAKC.2023-14A D	Oak Hill Credit - OHA Credit Funding 14 Ltd	0.22%	2,035,000
167	NWML.2022-1A ER	720 East CLO Ltd. - 720 East CLO 2022-I Ltd	0.22%	2,000,000
168	BVABS.2024-SN1 E	BOF URSA FUNDING - Bayview Opportunity Master Fund VII Trust 2024-SN1	0.22%	2,000,000
169	EQS.2024-2M A	EquipmentShare - OWN Equipment Fund I LLC	0.22%	2,026,132
170	SPCLO.2023-2A E	Silver Point CLO, Ltd - Silver Point CLO 2 Ltd	0.22%	2,000,000
171	BX.2021-ARIA A	BX Trust 2021-ARIA	0.22%	2,025,000
172	KKR.2024-51A B	KKR Financial CLO Ltd - KKR CLO 51 Ltd	0.22%	2,000,000
173	RRAM.2018-5A A2R	RR Ltd - RR 5 Ltd	0.22%	2,000,000
174	CIFC.2017-5A BR	CIFC Funding Ltd - CIFC Funding 2017-V Ltd	0.22%	2,000,000
175	AFFRM.2024-A 1A	Affirm Inc - Affirm Asset Securitization Trust 2024-A	0.22%	2,000,000
176	CIFC.2022-6A BR	CIFC Funding Ltd - CIFC Funding 2022-VI Ltd	0.22%	2,000,000
177	GPIF.2023-1A B	GRACIE POINT INTERNATIONAL FUNDING 2023-1	0.22%	2,000,000
178	MTN.2022-LPFL A	MTN Commercial Mortgage Trust 2022-LPFL	0.22%	2,010,000
179	n/a	Benefit Street Partners CLO Ltd - Benefit Street Partners Clo XXXVII Ltd	0.22%	2,000,000
180	ABNANV.F 12.03.28 144A	ABN AMRO Bank NV	0.22%	2,000,000
181	JPM.F 07.22.28	JPMorgan Chase & Co	0.22%	1,967,000
182	n/a	AMWINS GROUP INC 2025 TERM LOAN B	0.21%	1,950,000
183	GUGGPA.L 11.26.31 5	Guggenheim Partners LLC 2024 Term Loan B	0.21%	1,920,000
184	GCAR.2024-2A E	GLS Auto Receivables Trust - GLS Auto Receivables Issuer Trust 2024-2	0.20%	1,830,000
185	n/a	NextEra Energy Capital Holdings Inc	0.20%	1,867,000
186	SWEDA.F 11.20.29 144A	Swedbank AB	0.20%	1,824,000
187	n/a	ONE Park Mortgage Trust - ONE 2021-PARK Mortgage Trust	0.20%	1,830,000
188	AMMC.2024-28A D1	American Money Management Corporation - AMMC Clo 28 Ltd	0.20%	1,750,000
189	SDR.2024-DSNY A	SDR Commercial Mortgage Trust 2024-DSNY	0.19%	1,765,000
190	INVCO.2022-3A A1R	Invesco CLO LTD - Invesco CLO 2022-3 Ltd	0.19%	1,750,000
191	n/a	Glencore Funding LLC	0.19%	1,737,000
192	GNRT.2024-20A E	Generate CLO Ltd. - Generate CLO 20 Ltd	0.19%	1,730,000
193	CONE.2024-DFW1 A	CART - CONE Trust 2024-DFW1	0.19%	1,720,000
194	GS.F 03.15.28	Goldman Sachs Group Inc/The	0.18%	1,633,000
195	ATH.F 08.27.26 144A	Athene Global Funding	0.18%	1,660,000
196	WWICK.2024-3A D	Warwick Capital CLO Ltd - Warwick Capital CLO 3 Ltd	0.18%	1,610,000
197	NRTH.2024-PARK A	NRTH PARK Mortgage Trust - NRTH 2024-PARK Mortgage Trust	0.18%	1,611,000
198	CHRY.2024-1A A	Cherry Securitization Trust 2024-1	0.18%	1,600,000
199	EART.2023-1A D	Exeter Automobile Receivables Trust 2023-1	0.17%	1,550,000
200	n/a	Bank of Nova Scotia/The	0.17%	1,570,000
201	AFFRM.2024-A 1E	Affirm Inc - Affirm Asset Securitization Trust 2024-A	0.17%	1,530,000
202	BASSPR.L 01.23.32 7	GREAT OUTDOORS GROUP LLC 2025 TERM LOAN B	0.17%	1,536,000
203	USCLN.2023-1 C	U.S. Bank National Association - US Bank NA	0.17%	1,507,460
204	n/a	Trans Union LLC 2024 Term Loan B9	0.17%	1,542,857
205	KTAMA.2024-2A D	Katayma CLO Ltd - Katayma CLO II Ltd	0.17%	1,500,000
206	ACRES.2021-FL1 AS	Acres PLC - ACRES Commercial Realty 2021-FL1 Ltd	0.17%	1,530,000
207	n/a	Benefit Street Partners CLO Ltd - Benefit Street Partners CLO V-B Ltd	0.17%	1,510,000
208	n/a	Exeter Automobile Receivables Trust 2023-3	0.17%	1,476,000
209	SIXST.2022-21A AR	Sixth Street CLO LTD. - Sixth Street CLO XXI Ltd	0.16%	1,500,000
210	MDPK.2024-66A B	Madison Park Funding Ltd - Madison Park Funding LXVI Ltd	0.16%	1,500,000
211	HPPK.2024-1A A	Harmony-Peace Park CLO Ltd	0.16%	1,500,000
212	REG21.2021-3A BR	Regatta XXI Funding Ltd	0.16%	1,500,000
213	AGL.2024-35A A1	AGL CLO Ltd. - AGL CLO 35 Ltd	0.16%	1,500,000
214	RAD.2022-17A BR	Rad CLO Ltd - Rad CLO 17 Ltd	0.16%	1,500,000
215	VOYA.2024-7A C	Voya CLO Ltd - Voya CLO 2024-7 Ltd	0.16%	1,500,000
216	n/a	Cedar Funding Ltd - Cedar Funding XIV CLO Ltd	0.16%	1,500,000
217	STACR.2023-HQA3 A1	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2023-HQA3	0.16%	1,485,815
218	HACLN.2024-1 D	The Huntington National Bank - Huntington Bank Auto Credit-Linked Notes Series 2024-1	0.16%	1,468,880
219	SIXST.2020-15A AR	Sixth Street CLO LTD. - Sixth Street CLO XV Ltd	0.16%	1,500,000
220	PLMRS.2022-5A A1R	Palmer Square CLO Ltd - Palmer Square CLO 2022-5 Ltd	0.16%	1,500,000
221	MUZ88.2022-1A CR	1988 CLO Ltd. - 1988 CLO 1 Ltd	0.16%	1,500,000
222	SPCLO.2022-1A D1R	Silver Point Capital CLO 1, Ltd - Silver Point CLO 1 Ltd	0.16%	1,500,000
223	n/a	BLP Commercial Mortgage Trust 2024-IND2	0.16%	1,494,403
224	CLVR.2018-1A D1RR	Clover CLO 2018-1 LLC	0.16%	1,450,000
225	RAD.2024-27A A1	Rad CLO Ltd - RAD CLO 27 Ltd	0.16%	1,460,000
226	DRWHOL.L 06.26.31 5	DRW Holdings LLC 2024 Term Loan B	0.16%	1,456,000
227	JPMCC.2018-WPT AFL	JP Morgan Chase Commercial Mortgage Sec Trust - JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT	0.16%	1,480,078
228	MDPK.2024-58A D	Madison Park Funding Ltd - Madison Park Funding LVIII Ltd	0.16%	1,400,000
229	JANEST.L 12.15.31 19	Jane Street Group LLC 2024 Term Loan B1	0.15%	1,420,717
230	n/a	Westlake Automobile Receivables Trust 2023-3	0.15%	1,375,000
231	n/a	Hudson River Trading LLC 2024 Term Loan B	0.15%	1,395,791
232	BX.2024-XL5 A	BX Trust - BX Commercial Mortgage Trust 2024-XL5	0.15%	1,338,865
233	n/a	Exeter Automobile Receivables Trust 2023-1	0.14%	1,150,000
234	JW.2024-MRCO A	JW Commercial Mortgage Trust 2024-MRCO	0.14%	1,300,000
235	KKR.2024-47A E	KKR Financial CLO Ltd - KKR CLO 47 Ltd	0.14%	1,250,000
236	TRNTS.2024-24A D1	Trinitas CLO Ltd - Trinitas CLO XXIV Ltd	0.14%	1,240,000
237	DANBY.2022-1A B1R	Danby Park CLO, Ltd - Danby Park CLO Ltd	0.14%	1,250,000
238	n/a	Sandstone Peak Ltd. - Sandstone Peak Ltd	0.14%	1,250,000
239	OCP.2019-17A BR2	OCP CLO Ltd - OCP Clo 2019-17 Ltd	0.14%	1,250,000
240	KKR.2024-45A C	KKR Financial CLO Ltd - KKR CLO 45a Ltd	0.14%	1,250,000
241	BATPK.2022-1A CR	Battery Park CLO Ltd - Battery Park CLO II Ltd	0.14%	1,250,000
242	BSP.2016-9A CR2	Benefit Street Partners CLO Ltd - Benefit Street Partners CLO IX Ltd	0.14%	1,250,000
243	KKR.23 CR	KKR Financial CLO Ltd - KKR CLO 23 Ltd	0.14%	1,250,000
244	n/a	Reach Financial LLC - Reach ABS Trust 2025-1	0.14%	1,250,000
245	n/a	Empower CLO Ltd. - Empower CLO 2023-2 Ltd	0.13%	1,150,000
246	n/a	FrontDoor Inc 2024 Term Loan B	0.13%	1,170,000
247	C.F 08.25.36	Citigroup Inc	0.13%	1,300,000
248	n/a	Affirm Inc - Affirm Asset Securitization Trust 2024-A	0.13%	1,150,000
249	BABSN.2023-1A D	Babson CLO Ltd - Barings Clo Ltd 2023-I	0.13%	1,150,000
250	LADAR.2023-3A D	LAD Auto Receivables Trust 2023-3	0.12%	1,100,000
251	FFIT.2020-1A D	Fairstone Financial Issuance Trust I	0.12%	1,650,000
252	AMMC.2024-30A D	American Money Management Corporation - AMMC CLO 30 Ltd	0.12%	1,080,000
253	n/a	Bayview Opportunity Master Fund VII 2024-CAR1 LLC	0.12%	1,056,917
254	FRGXX	Fidelity Government Portfolio	0.12%	1,063,463
255	BALLY.2022-21A C1R	Ballyrock Ltd - Ballyrock CLO 21 Ltd	0.11%	1,030,000
256	CPS.2023-C D	CPS Auto Trust - CPS Auto Receivables Trust 2023-C	0.11%	1,000,000
257	CARMX.2023-2 D	Carmax Auto Owner Trust 2023-2	0.11%	1,000,000
258	BSP.2018-14A D1R	Benefit Street Partners CLO Ltd - Benefit Street Partners CLO XIV Ltd	0.11%	1,000,000
259	n/a	CIFC Funding Ltd - Cifc Funding 2023-III Ltd	0.11%	1,000,000
260	RRAM.2024-34RA DR	RR Ltd - RR 34 LTD	0.11%	1,000,000
261	n/a	Citibank NA	0.11%	1,020,000
262	TRNTS.2024-28A B	Trinitas CLO Ltd - Trinitas CLO XXVIII LTD	0.11%	1,000,000
263	EMPWR.2024-2A A1	Empower CLO Ltd. - Empower CLO 2024-2 Ltd	0.11%	1,000,000
264	CIFC.2024-4A A	CIFC Funding Ltd - CIFC Funding 2024-IV Ltd	0.11%	1,000,000
265	RRAM.2018-5A A1R	RR Ltd - RR 5 Ltd	0.11%	1,000,000
266	OAKC.2016-13A CR2	Oak Hill Credit - OHA Credit Partners XIII Ltd	0.11%	1,000,000
267	n/a	KKR Financial CLO Ltd - KKR Financial CLO 2013-1 Ltd	0.11%	1,000,000
268	GNRT.6A AR2	Generate CLO Ltd. - Generate CLO 6 Ltd	0.11%	1,000,000
269	RRAM.2020-8A A1R	RR Ltd - RR 8 Ltd	0.11%	1,000,000
270	n/a	Continental Finance Credit Credit Card ABS Master Trust - Continental Finance Credit Card ABS Master Trust	0.11%	1,000,000
271	BMO.F 09.10.27	Bank of Montreal	0.11%	1,000,000
272	SPCLO.2024-6A C	Silver Point CLO, Ltd - Silver Point CLO 6 Ltd	0.11%	1,000,000
273	RAD.2020-7A A1R	Rad CLO Ltd - Rad CLO 7 Ltd	0.11%	1,000,000
274	n/a	The Huntington National Bank - Huntington Bank Auto Credit-Linked Notes Series 2024-2	0.11%	997,053
275	FCAT.2020-4 E	Flagship Credit Auto Trust 2020-4	0.11%	1,000,000
276	SOUFIE.L 08.29.31 1	South Field LLC Term Loan B	0.11%	973,373
277	LFT.2020-2A D	Lendmark Funding Trust - Lending Funding Trust 2020-2	0.11%	1,000,000
278	n/a	CLARIOS GLOBAL LP 2025 USD TERM LOAN B	0.10%	941,000
279	CM.F 09.11.27	Canadian Imperial Bank of Commerce	0.10%	938,000
280	ACRES.2021-FL2 B	Acres PLC - ACRES Commercial Realty 2021-FL2 Ltd	0.10%	900,000
281	KAMOT.2024-1A A	Kinetic Advantage Master Owner Trust	0.10%	875,000
282	n/a	First Eagle Investment Management LLC 2024 Term Loan B2	0.09%	832,190
283	n/a	The Huntington National Bank - Huntington Bank Auto Credit-Linked Notes Series 2024-2	0.09%	828,068
284	ALPGEN.L 09.30.31 1	Alpha Generation LLC Term Loan B	0.09%	823,935
285	SUMITR.F 09.10.27 144A	SUMITOMO MITSUI TR BK LT - Sumitomo Mitsui Trust Bank Ltd	0.09%	820,000
286	n/a	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2024-DNA1	0.09%	813,954
287	PCG.F 09.04.25	PACIFIC GAS & ELECTRIC - Pacific Gas and Electric Co	0.09%	818,000
288	AMNTEC.L 09.29.31 3	Amentum Government Services Holdings LLC 2024 Term Loan B	0.09%	817,000
289	n/a	Charter Communications Operating, LLC - Charter Communications Operating LLC 2024 Term Loan B5	0.09%	807,000
290	MS.F 05.26.28 BKNT	Morgan Stanley Bank NA	0.09%	800,000
291	n/a	Boost Newco Borrower, LLC - Boost Newco Borrower LLC 2024 USD Term Loan B	0.09%	798,000
292	n/a	Belron Finance 2019 LLC 2024 USD Term Loan B	0.09%	778,050
293	NAB.F 10.26.27 144A	National Australia Bank Ltd	0.09%	781,000
294	CIFC.2019-1A ER	CIFC Funding Ltd - CIFC Funding 2019-I Ltd	0.08%	750,000
295	SPCLO.2024-6A E	Silver Point CLO, Ltd - Silver Point CLO 6 Ltd	0.08%	750,000
296	INVCO.2024-3A D	Invesco CLO LTD - Invesco US CLO 2024-3 Ltd	0.08%	750,000
297	CCITY.2023-5A C1AR	Crown City CLO V	0.08%	750,000
298	EMPWR.2022-1A ER	Empower CLO Ltd. - Empower CLO 2022-1 Ltd	0.08%	750,000
299	BGCLO.2023-5A D1R	Birch Grove CLO Ltd. - Birch Grove CLO 5 Ltd	0.08%	750,000
300	BJETS.2024-2A A	Business Jet Securities, LLC - Business Jet Securities 2024-2 LLC	0.08%	772,339
301	ARES.2020-55A ER2	ARES CLO Ltd - Ares LV CLO Ltd	0.08%	750,000
302	n/a	BUCKEYE PARTNERS LP 2025 TERM LOAN B2	0.08%	748,120
303	n/a	Madison Park Funding Ltd - Madison Park Funding XLII Ltd	0.08%	746,588
304	FLTR.L 11.29.30 4	Flutter Financing BV 2024 Term Loan B	0.08%	746,689
305	GNRT.3A E2R	Generate CLO Ltd. - Generate CLO 3 Ltd	0.08%	700,000
306	SRFC.2024-3A D	Sierra Receivables Funding Co LLC - Sierra Timeshare 2024-3 Receivables Funding LLC	0.08%	721,625
307	ABNANV.F 09.18.27 144A	ABN AMRO Bank NV	0.08%	700,000
308	SOCGEN.F 02.19.27 144A	Societe Generale SA	0.08%	710,000
309	PLMRS.2022-5A CR	Palmer Square CLO Ltd - Palmer Square CLO 2022-5 Ltd	0.08%	700,000
310	GSAR.2023-2A D	GLS Auto Select Receivables Trust 2023-2	0.07%	640,000
311	n/a	Talen Energy Supply LLC 2024 Incremental Term Loan B	0.07%	677,000
312	AGL.2023-26A E	AGL CLO Ltd. - AGL CLO 26 Ltd	0.07%	650,000
313	n/a	Multifamily Connecticut Avenue Securities Trust 2024-01	0.07%	634,318
314	VOYA.2016-3A A3R2	Voya CLO Ltd - Voya CLO 2016-3 Ltd	0.07%	630,000
315	CIFC.2023-3A C	CIFC Funding Ltd - Cifc Funding 2023-III Ltd	0.07%	625,000
316	n/a	Tempur Sealy International Inc. - Tempur Sealy International Inc 2024 Term Loan B	0.07%	613,000
317	AIMCO.2024-22A D	AIMCO CLO 22 Ltd	0.07%	600,000
318	n/a	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2021-DNA7	0.07%	600,000
319	n/a	Madison Park Funding Ltd - Madison Park Funding XLII Ltd	0.07%	600,000
320	USB.F 10.22.27	US BANK NA CINCINNATI - US Bank NA/Cincinnati OH	0.07%	596,000
321	n/a	Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1	0.06%	579,556
322	n/a	Fannie Mae - CAS - Fannie Mae Connecticut Avenue Securities	0.06%	569,960
323	EPICRU.L 10.15.31 4	Epic Crude Services LP 2024 Term Loan B	0.06%	545,000
324	n/a	The Huntington National Bank - Huntington Bank Auto Credit-Linked Notes Series 2024-2	0.06%	534,135
325	LADAR.2023-1A D	LAD Auto Receivables Trust 2023-1	0.06%	520,000
326	GSAR.2023-1A D	GLS Auto Select Receivables Trust 2023-1	0.06%	500,000
327	n/a	Thunder Generation Funding LLC Term Loan B	0.06%	519,698
328	BCC.2023-3A E	Bain Capital Credit CLO, Limited - Bain Capital Credit CLO 2023-3 Ltd	0.06%	500,000
329	BCC.2024-5A E	Bain Capital Credit CLO, Limited - Bain Capital Credit Clo 2024-5 Ltd	0.06%	500,000
330	BALLY.2022-20A DR2	Ballyrock Ltd - Ballyrock CLO 20 Ltd	0.06%	500,000
331	BALLY.2023-23A C	Ballyrock Ltd - Ballyrock CLO 23 Ltd	0.06%	500,000
332	EMPWR.2023-2A C	Empower CLO Ltd. - Empower CLO 2023-2 Ltd	0.06%	500,000
333	OAKC.2024-17A C	Oak Hill Credit - OHA Credit Funding 17 Ltd	0.06%	500,000
334	BSP.2022-29A D	Benefit Street Partners CLO Ltd - Benefit Street Partners CLO XXIX	0.06%	500,000
335	CGMS.2023-2A C	Carlyle Global Market Strategies - CARLYLE US CLO 2023-2 LTD	0.05%	500,000
336	MLFPK.2022-1A B	Milford Park CLO, Ltd. - Milford Park CLO Ltd	0.05%	500,000
337	AMMC.2022-25A BR	American Money Management Corporation - AMMC CLO 25 Ltd	0.05%	500,000
338	n/a	EFS Cogen Holdings I LLC 2020 Term Loan B	0.05%	496,608
339	GCAR.2023-4A D	GLS Auto Receivables Trust - GLS Auto Receivables Issuer Trust 2023-4	0.05%	481,000
340	n/a	Westlake Automobile Receivables Trust 2024-1	0.05%	490,000
341	n/a	Aon Corporation Term Loan A	0.05%	489,280
342	NEUB.2024-55A D1	Neuberger Berman CLO Ltd - Neuberger Berman Loan Advisers CLO 55 Ltd	0.05%	450,000
343	n/a	Avant Loans Funding Trust 2024-REV1	0.05%	415,000
344	ARMK.L 06.24.30 19	Aramark Services Inc 2024 Term Loan B8	0.05%	413,000
345	BMW.F 08.13.26 144A	BMW US Capital LLC	0.04%	409,000
346	WFCM.2024-MGP A12	Wells Fargo Commercial Mortgage Trust 2024-MGP	0.04%	400,000
347	TOYOTA.F 08.07.26	Toyota Motor Credit Corp	0.04%	399,000
348	n/a	Royal Bank of Canada	0.04%	399,000
349	PRKS.L 12.04.31 13	SeaWorld Parks & Entertainment Inc 2024 Term Loan B3	0.04%	385,035
350	OAKC.2024-18A D1	Oak Hill Credit - OHA Credit Funding 18 Ltd	0.04%	350,000
351	AGL.2023-25A D	AGL CLO Ltd. - AGL CLO 25 Ltd	0.04%	350,000
352	EMPWR.2023-1A D	Empower CLO Ltd. - Empower CLO 2023-1 Ltd	0.04%	350,000
353	n/a	CCC Intelligent Solutions Inc Term Loan	0.04%	320,000
354	SIXST.2023-22A D	Sixth Street CLO LTD. - Sixth Street CLO XXII Ltd	0.03%	300,000
355	KOROIL.F 09.30.27 144A	Korea National Oil Corp	0.03%	302,000
356	CRPSER.L 11.05.29 3	Corporation Service Company Term Loan B	0.03%	281,000
357	CALR.2022-1 B	CAL Receivables LLC - CAL Receivables 2022-1 LLC	0.03%	263,553
358	KKR.2024-56A E	KKR Financial CLO Ltd - KKR CLO 56 Ltd	0.03%	250,000
359	MAGNE.2022-35A DR	Magnetite CLO Ltd - Magnetite XXXV Ltd	0.03%	250,000
360	BABSN.2024-1A D	Babson CLO Ltd - Barings CLO Ltd 2024-I	0.03%	250,000
361	RAD.2023-20A D	Rad CLO Ltd - Rad CLO 20 Ltd	0.03%	250,000
362	OAKC.2023-14A E	Oak Hill Credit - OHA Credit Funding 14 Ltd	0.03%	250,000
363	OCP.2023-26A E	OCP CLO Ltd - OCP CLO 2023-26 Ltd	0.03%	250,000
364	BPCEGP.F 10.19.27 144A	BPCE SA	0.03%	250,000
365	CGMS.2022-3A CR	Carlyle Global Market Strategies - Carlyle US CLO 2022-3 Ltd	0.03%	250,000
366	n/a	Sycamore Tree CLO Ltd - Sycamore Tree CLO 2024-5 Ltd	0.03%	250,000
367	DRSLF.2023-102A B	Dryden Senior Loan Fund - Dryden 102 CLO Ltd	0.03%	250,000
368	REG25.2023-1A C	Regatta XXV Funding Ltd. - Regatta XXV Funding Ltd	0.03%	250,000
369	OAKC.2023-16A C	Oak Hill Credit - OHA Credit Funding 16 Ltd	0.03%	250,000
370	POST.2023-1A B1	Post CLO LTD - Post CLO 2023-1 Ltd	0.03%	250,000
371	GWOLF.2018-2A A2	Greywolf CLO Ltd - GREYWOLF CLO VII Ltd	0.03%	250,000
372	n/a	Surgery Center Holdings Inc 2024 Term Loan B	0.03%	248,747
373	BALLY.2023-25A A2	Ballyrock Ltd - Ballyrock CLO 25 Ltd	0.03%	250,000
374	BABSN.LP-3A BR	Barings Loan Partners CLO Ltd. 3 - Barings Loan Partners CLO Ltd 3	0.03%	250,000
375	TDG.L 02.28.31 31	TransDigm Inc 2023 Term Loan J	0.03%	248,750
376	CZR.L 02.06.31 4	Caesars Entertainment Inc 2024 Term Loan B1	0.03%	246,463
377	MF1.2024-FL14 A	MF1 Multifamily Housing Mortgage Loan Trust - MF1 2024-FL14 LLC	0.03%	231,000
378	TDG.L 01.20.32 35	TransDigm Inc 2024 Term Loan	0.02%	224,438
379	n/a	Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2	0.02%	220,444
380	SEM.L 12.03.31 7	Select Medical Corporation 2024 Term Loan B	0.02%	215,000
381	EMECLI.L 08.04.31 2	EMRLD Borrower LP 2024 Term Loan B	0.02%	209,475
382	n/a	NatWest Group PLC	0.02%	200,000
383	COMPOW.L 04.16.29 5	Compass Power Generation LLC 2024 Term Loan B3	0.02%	199,446
384	n/a	Cushman & Wakefield U.S. Borrower, LLC - Cushman & Wakefield US Borrower LLC 2024 Tranche 2 Incremental Term Loan	0.02%	198,354
385	n/a	Lorca Holdco Limited 2024 USD Term Loan	0.02%	197,971
386	MMC.F 11.08.27	Marsh & McLennan Cos Inc	0.02%	190,000
387	n/a	Citadel Securities LP 2024 First Lien Term Loan	0.02%	181,000
388	BVCLN.2024-CAR1 B	Bayview Opportunity Master Fund VII 2024-CAR1 LLC	0.02%	170,470
389	APID.2024-48A E	Apidos CLO Ltd - APIDOS CLO XLVIII Ltd	0.02%	150,000
390	NRG.L 04.16.31 14	NRG Energy Inc 2024 Term Loan	0.02%	140,646
391	n/a	CITIBANK NA DDCA	0.01%	118,163
392	GNRT.2024-16A E	Generate CLO Ltd. - Generate Clo 16 Ltd	0.01%	100,000
393	EMPWR.2024-2A E	Empower CLO Ltd. - Empower CLO 2024-2 Ltd	0.01%	100,000
394	CARMX.2024-3 D	Carmax Auto Owner Trust 2024-3	0.01%	100,000
395	CITSEC.L 07.29.30 11	Citadel Securities LP 2024 Term Loan B	0.01%	99,749
396	n/a	PFP III - PFP 2023-10 Ltd	0.01%	81,413
397	n/a	GVC Holdings (Gibraltar) Limited 2024 EUR Term Loan B	0.01%	73,000
398	SOUFIE.L 08.29.31 2	South Field LLC Term Loan C	0.01%	60,678
399	n/a	Goldman Sachs Bank USA - PURCHASED USD / SOLD CAD	0.01%	1
400	n/a	Fairstone Financial Issuance Trust I	0.00%	36,126
401	n/a	Morgan Stanley Capital Services LLC - PURCHASED USD / SOLD EUR	0.00%	1
402	n/a	Chicago Mercantile Exchange - Long: S09651735 IRS USD R F 3.00000 409651737 CCPOIS / Short: S09651735 IRS USD P V 12MSOFR 409651736 CCPOIS	-0.03%	13,350,000
403	n/a	Intercontinental Exchange, Inc. - Long: B76627833 CDS USD R V 03MEVENT 376627834 CCPCDX / Short: B76627833 CDS USD P F 1.00000 376627835 CCPCDX	-0.05%	18,000,000

As of Jan 31, 2025

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