John Hancock Income Securities Trust
+210
New
-214
Exited
858
Positions
| # | Name | Ticker | Since | Shares | Shares Δ | Value | Val Δ% | % Port | Cat |
|---|---|---|---|---|---|---|---|---|---|
| 1 | United States Treasury Note/Bond | T | Apr 2024 | 6,958,000 | New | $6.9M | — | 5.09% | DBT |
| 2 | JH COLLATERAL | N/A | Jul 2023 | 512,404 | -24,487,596 | $5.1M | +3517.0% | 3.76% | STIV |
| 3 | United States Treasury Note/Bond | T | Jul 2023 | 4,000,000 | — | $4.0M | +0.6% | 2.92% | DBT |
| 4 | United States Treasury Note/Bond | T | Jul 2023 | 3,300,000 | — | $3.3M | -0.1% | 2.39% | DBT |
| 5 | FREDDIE MAC POOL FR 09/52 FIXED 4.5 | FR | Jul 2023 | 3,498,152 | -171,241 | $3.3M | -8.0% | 2.39% | ABS-MBS |
| 6 | United States Treasury Note/Bond | T | Jul 2023 | 3,000,000 | — | $3.0M | +0.6% | 2.17% | DBT |
| 7 | Fannie Mae Pool | FN | Jul 2023 | 2,765,958 | -116,907 | $2.6M | -6.7% | 1.94% | ABS-MBS |
| 8 | United States Treasury Note/Bond | T | Jul 2023 | 2,647,000 | — | $2.6M | +0.8% | 1.93% | DBT |
| 9 | FREDDIE MAC POOL FR 11/52 FIXED 5.5 | FR | Jul 2023 | 2,097,563 | -100,979 | $2.1M | -6.6% | 1.51% | ABS-MBS |
| 10 | FREDDIE MAC POOL FR 07/52 FIXED 4.5 | FR | Jul 2023 | 2,102,219 | -117,607 | $2.0M | -8.6% | 1.44% | ABS-MBS |
| 11 | FREDDIE MAC POOL FR 11/52 FIXED 5.5 | FR | Jul 2023 | 1,980,824 | -152,255 | $1.9M | -9.3% | 1.42% | ABS-MBS |
| 12 | Fannie Mae Pool | FN | Jul 2023 | 1,916,144 | -73,974 | $1.9M | -5.8% | 1.38% | ABS-MBS |
| 13 | FREDDIE MAC POOL FR 11/52 FIXED 5 | FR | Jul 2023 | 1,777,294 | -74,032 | $1.7M | -6.9% | 1.25% | ABS-MBS |
| 14 | FREDDIE MAC POOL FR 01/38 FIXED 4.5 | FR | Jul 2023 | 1,760,420 | -210,003 | $1.7M | -11.7% | 1.25% | ABS-MBS |
| 15 | Fannie Mae Pool | FN | Jul 2023 | 1,726,859 | -92,016 | $1.7M | -7.0% | 1.24% | ABS-MBS |
| 16 | VERUS SECURITIZATION TRUST 202 VERUS 2023 INV1 A1 144A | VERUS | Jul 2023 | 1,639,907 | -233,715 | $1.6M | -12.4% | 1.19% | ABS-MBS |
| 17 | United States Treasury Note/Bond | T | Apr 2024 | 1,587,000 | New | $1.6M | — | 1.16% | DBT |
| 18 | Fannie Mae Pool | FN | Jul 2023 | 1,569,886 | -174,411 | $1.5M | -12.5% | 1.10% | ABS-MBS |
| 19 | FREDDIE MAC POOL FR 05/53 FIXED 5 | FR | Jul 2023 | 1,503,908 | -78,528 | $1.4M | -7.5% | 1.05% | ABS-MBS |
| 20 | FREDDIE MAC POOL FR 02/53 FIXED 5 | FR | Jul 2023 | 1,467,806 | -75,700 | $1.4M | -7.5% | 1.03% | ABS-MBS |
| 21 | FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5 | FG | Jul 2023 | 1,396,668 | -110,601 | $1.2M | -11.3% | 0.91% | ABS-MBS |
| 22 | Fannie Mae Pool | FN | Jul 2023 | 1,274,317 | -194,960 | $1.2M | -15.6% | 0.89% | ABS-MBS |
| 23 | Fannie Mae Pool | FN | Jul 2023 | 1,226,068 | -73,640 | $1.2M | -7.9% | 0.88% | ABS-MBS |
| 24 | Fannie Mae Pool | FN | Jul 2023 | 1,123,807 | -45,176 | $1.1M | -6.4% | 0.79% | ABS-MBS |
| 25 | United States Treasury Note/Bond | T | Jul 2023 | 1,154,000 | — | $1.0M | -8.5% | 0.75% | DBT |
| 26 | FREDDIE MAC POOL FR 07/53 FIXED 5.5 | FR | Jul 2023 | 1,032,131 | -65,241 | $1.0M | -8.1% | 0.74% | ABS-MBS |
| 27 | Fannie Mae Pool | FN | Jul 2023 | 1,025,123 | -52,626 | $1.0M | -6.9% | 0.74% | ABS-MBS |
| 28 | Fannie Mae Pool | FN | Jul 2023 | 1,020,148 | -68,764 | $999K | -8.4% | 0.73% | ABS-MBS |
| 29 | FREDDIE MAC POOL FR 07/52 FIXED 5 | FR | Jul 2023 | 1,041,471 | -57,414 | $996K | -7.8% | 0.73% | ABS-MBS |
| 30 | FREDDIE MAC POOL FR 12/52 FIXED 5 | FR | Jul 2023 | 1,043,608 | -71,047 | $995K | -8.9% | 0.73% | ABS-MBS |
| 31 | FREDDIE MAC POOL FR 09/52 FIXED 5.5 | FR | Jul 2023 | 1,004,351 | -71,854 | $984K | -8.8% | 0.72% | ABS-MBS |
| 32 | Fannie Mae Pool | FN | Jul 2023 | 1,070,289 | -63,833 | $972K | -8.0% | 0.71% | ABS-MBS |
| 33 | Fannie Mae Pool | FN | Apr 2024 | 969,301 | New | $969K | — | 0.71% | ABS-MBS |
| 34 | Fannie Mae Pool | FN | Jul 2023 | 1,070,992 | -60,597 | $965K | -9.1% | 0.71% | ABS-MBS |
| 35 | Fannie Mae Pool | FN | Jul 2023 | 1,061,914 | -86,543 | $962K | -11.2% | 0.71% | ABS-MBS |
| 36 | FREDDIE MAC POOL FR 09/53 FIXED 6 | FR | Apr 2024 | 952,143 | New | $952K | — | 0.70% | ABS-MBS |
| 37 | Fannie Mae Pool | FN | Jul 2023 | 1,052,068 | -47,786 | $948K | -8.1% | 0.70% | ABS-MBS |
| 38 | Broadcom Inc. | AVGO | Jul 2023 | 976,000 | — | $945K | +0.0% | 0.69% | DBT |
| 39 | FREDDIE MAC POOL FR 06/53 FIXED 5.5 | FR | Jul 2023 | 959,512 | -34,770 | $936K | -5.7% | 0.69% | ABS-MBS |
| 40 | Fannie Mae Pool | FN | Jul 2023 | 1,000,635 | -54,115 | $930K | -8.4% | 0.68% | ABS-MBS |
| 41 | Bank of America Corporation | BAC | Jul 2023 | 965,000 | — | $921K | -2.2% | 0.68% | DBT |
| 42 | FREDDIE MAC POOL FR 06/53 FIXED 5.5 | FR | Jul 2023 | 936,314 | -63,686 | $916K | -8.6% | 0.67% | ABS-MBS |
| 43 | FREDDIE MAC POOL FR 07/52 FIXED 5 | FR | Jul 2023 | 956,501 | -139,740 | $915K | -15.1% | 0.67% | ABS-MBS |
| 44 | FREDDIE MAC POOL FR 08/52 FIXED 5 | FR | Jul 2023 | 955,847 | -107,514 | $911K | -12.6% | 0.67% | ABS-MBS |
| 45 | FREDDIE MAC POOL FR 04/53 FIXED 6 | FR | Apr 2024 | 904,081 | New | $904K | — | 0.66% | ABS-MBS |
| 46 | FREDDIE MAC POOL FR 02/53 FIXED 5.5 | FR | Jul 2023 | 913,953 | -50,299 | $894K | -7.2% | 0.66% | ABS-MBS |
| 47 | FREDDIE MAC POOL FR 02/53 FIXED 5.5 | FR | Jul 2023 | 907,065 | -54,051 | $890K | -7.8% | 0.65% | ABS-MBS |
| 48 | Fannie Mae Pool | FN | Jul 2023 | 981,625 | -95,882 | $890K | -11.3% | 0.65% | ABS-MBS |
| 49 | Fannie Mae Pool | FN | Jul 2023 | 902,383 | -76,834 | $886K | -10.0% | 0.65% | ABS-MBS |
| 50 | FREDDIE MAC POOL FR 04/53 FIXED 5.5 | FR | Jul 2023 | 847,305 | -48,620 | $832K | -7.2% | 0.61% | ABS-MBS |
| 51 | American Tower Corporation | AMT | Apr 2024 | 830,000 | New | $815K | — | 0.60% | DBT |
| 52 | FREDDIE MAC POOL FR 09/53 FIXED 6.5 | FR | Apr 2024 | 763,370 | New | $776K | — | 0.57% | ABS-MBS |
| 53 | Fannie Mae Pool | FN | Apr 2024 | 760,239 | New | $775K | — | 0.57% | ABS-MBS |
| 54 | FREDDIE MAC POOL FR 10/53 FIXED 6.5 | FR | Apr 2024 | 764,062 | New | $775K | — | 0.57% | ABS-MBS |
| 55 | Fannie Mae Pool | FN | Apr 2024 | 758,906 | New | $773K | — | 0.57% | ABS-MBS |
| 56 | Fannie Mae Pool | FN | Jul 2023 | 853,443 | -48,311 | $773K | -9.1% | 0.57% | ABS-MBS |
| 57 | Fannie Mae Pool | FN | Apr 2024 | 756,159 | New | $769K | — | 0.56% | ABS-MBS |
| 58 | FREDDIE MAC POOL FR 10/52 FIXED 5 | FR | Jul 2023 | 803,930 | -30,485 | $768K | -6.3% | 0.56% | ABS-MBS |
| 59 | Ford Motor Credit Company LLC | F | Jul 2023 | 753,000 | — | $768K | +1.1% | 0.56% | DBT |
| 60 | Fannie Mae Pool | FN | Apr 2024 | 748,009 | New | $763K | — | 0.56% | ABS-MBS |
| 61 | Fannie Mae Pool | FN | Jul 2023 | 816,139 | -44,513 | $754K | -8.6% | 0.55% | ABS-MBS |
| 62 | Fannie Mae Pool | FN | Apr 2024 | 733,818 | New | $748K | — | 0.55% | ABS-MBS |
| 63 | Fannie Mae Pool | FN | Jul 2023 | 781,662 | -43,981 | $748K | -7.9% | 0.55% | ABS-MBS |
| 64 | FREDDIE MAC POOL FR 11/53 FIXED 6 | FR | Apr 2024 | 736,717 | New | $737K | — | 0.54% | ABS-MBS |
| 65 | T-Mobile USA Inc. | TMUS | Jul 2023 | 798,000 | +134,000 | $730K | +19.7% | 0.54% | DBT |
| 66 | Micron Technology Inc. | MU | Jul 2023 | 693,000 | +519,000 | $728K | +298.3% | 0.53% | DBT |
| 67 | FREDDIE MAC POOL FR 07/53 FIXED 5.5 | FR | Apr 2024 | 743,535 | New | $725K | — | 0.53% | ABS-MBS |
| 68 | Fannie Mae Pool | FN | Apr 2024 | 718,982 | New | $721K | — | 0.53% | ABS-MBS |
| 69 | FREDDIE MAC POOL FR 08/53 FIXED 6 | FR | Apr 2024 | 720,557 | New | $720K | — | 0.53% | ABS-MBS |
| 70 | FREDDIE MAC POOL FR 11/53 FIXED 6 | FR | Apr 2024 | 719,712 | New | $718K | — | 0.53% | ABS-MBS |
| 71 | FREDDIE MAC POOL FR 06/53 FIXED 5.5 | FR | Apr 2024 | 731,770 | New | $717K | — | 0.53% | ABS-MBS |
| 72 | FREDDIE MAC POOL FR 05/52 FIXED 4 | FR | Jul 2023 | 790,449 | -71,406 | $717K | -11.9% | 0.53% | ABS-MBS |
| 73 | Truist Financial Corporation | TFC | Apr 2024 | 683,000 | New | $715K | — | 0.53% | DBT |
| 74 | Verus Securitization Trust 2024-1 | VERUS | Apr 2024 | 722,274 | New | $714K | — | 0.52% | ABS-MBS |
| 75 | FREDDIE MAC POOL FR 03/53 FIXED 5.5 | FR | Jul 2023 | 727,557 | -26,405 | $713K | -5.7% | 0.52% | ABS-MBS |
| 76 | FREDDIE MAC POOL FR 07/53 FIXED 5.5 | FR | Apr 2024 | 728,516 | New | $712K | — | 0.52% | ABS-MBS |
| 77 | Fannie Mae Pool | FN | Jul 2023 | 783,426 | -65,292 | $712K | -11.4% | 0.52% | ABS-MBS |
| 78 | Fannie Mae Pool | FN | Apr 2024 | 702,766 | New | $700K | — | 0.51% | ABS-MBS |
| 79 | Fannie Mae Pool | FN | Jul 2023 | 730,752 | -61,844 | $699K | -10.3% | 0.51% | ABS-MBS |
| 80 | Fannie Mae Pool | FN | Jul 2023 | 710,562 | -51,756 | $696K | -8.9% | 0.51% | ABS-MBS |
| 81 | Fannie Mae Pool | FN | Jul 2023 | 703,984 | -45,838 | $690K | -8.3% | 0.51% | ABS-MBS |
| 82 | GMF Floorplan Owner Revolving Trust | GFORT | Apr 2024 | 675,000 | New | $671K | — | 0.49% | ABS-O |
| 83 | American Express Credit Account Master Trust | AMXCA | Apr 2024 | 670,000 | New | $669K | — | 0.49% | ABS-O |
| 84 | General Motors Financial Company Inc. | GM | Apr 2024 | 670,000 | New | $668K | — | 0.49% | DBT |
| 85 | Wells Fargo and Company | WFC | Jul 2023 | 672,000 | -83,000 | $667K | -9.6% | 0.49% | DBT |
| 86 | Fannie Mae Pool | FN | Apr 2024 | 656,657 | New | $666K | — | 0.49% | ABS-MBS |
| 87 | Fannie Mae Pool | FN | Jul 2023 | 748,743 | -53,264 | $662K | -10.6% | 0.49% | ABS-MBS |
| 88 | MVW 2020-1 LLC | MVWOT | Jul 2023 | 680,233 | -205,742 | $658K | -22.5% | 0.48% | ABS-O |
| 89 | FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5 | FG | Jul 2023 | 737,763 | -61,218 | $653K | -11.6% | 0.48% | ABS-MBS |
| 90 | Fannie Mae Pool | FN | Jul 2023 | 673,763 | -76,682 | $645K | -12.7% | 0.47% | ABS-MBS |
| 91 | FREDDIE MAC POOL FR 08/52 FIXED 4.5 | FR | Jul 2023 | 692,047 | -37,022 | $644K | -8.4% | 0.47% | ABS-MBS |
| 92 | Fannie Mae Pool | FN | Jul 2023 | 725,793 | -26,290 | $642K | -7.6% | 0.47% | ABS-MBS |
| 93 | Fannie Mae Pool | FN | Jul 2023 | 717,780 | -81,132 | $639K | -13.8% | 0.47% | ABS-MBS |
| 94 | Fannie Mae Pool | FN | Jul 2023 | 678,575 | -40,132 | $634K | -8.8% | 0.47% | ABS-MBS |
| 95 | Fannie Mae Pool | FN | Apr 2024 | 617,308 | New | $630K | — | 0.46% | ABS-MBS |
| 96 | Fannie Mae Pool | FN | Jul 2023 | 691,348 | -76,527 | $627K | -13.6% | 0.46% | ABS-MBS |
| 97 | Oracle Corporation | ORCL | Apr 2024 | 595,000 | New | $617K | — | 0.45% | DBT |
| 98 | Wells Fargo and Company | WFC | Jul 2023 | 621,000 | — | $605K | -0.1% | 0.44% | DBT |
| 99 | Wells Fargo and Company | WFC | Apr 2024 | 560,000 | New | $583K | — | 0.43% | DBT |
| 100 | Avis Budget Rental Car Funding (AESOP) LLC | AESOP | Jul 2023 | 580,000 | — | $570K | +0.7% | 0.42% | ABS-O |
| 101 | DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3 | DELL | Jul 2023 | 566,000 | +345,000 | $560K | +154.2% | 0.41% | DBT |
| 102 | AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375 | AAL | Jul 2023 | 594,246 | -26,066 | $557K | +0.0% | 0.41% | DBT |
| 103 | SCF EQUIPMENT LEASING 2022-2 L SCFET 2022 2A A3 144A | SCFET | Apr 2024 | 550,000 | New | $554K | — | 0.41% | ABS-O |
| 104 | IRS USD P 3.91 20240108-20270108 | N/A | Jul 2023 | 25,000,000 | New | $552K | — | 0.40% | DIR |
| 105 | United States Treasury Note/Bond | T | Apr 2024 | 576,000 | New | $547K | — | 0.40% | DBT |
| 106 | Enterprise Products Operating LLC | EPD | Jul 2023 | 580,000 | — | $544K | +5.7% | 0.40% | DBT |
| 107 | FREDDIE MAC POOL FR 08/52 FIXED 4.5 | FR | Jul 2023 | 573,588 | -34,255 | $534K | -8.9% | 0.39% | ABS-MBS |
| 108 | Ashtead Capital Inc. | AHTLN | Apr 2024 | 540,000 | New | $532K | — | 0.39% | DBT |
| 109 | Amgen Inc. | AMGN | Apr 2024 | 533,000 | New | $528K | — | 0.39% | DBT |
| 110 | Progress Energy Inc. | DUK | Apr 2024 | 470,000 | New | $523K | — | 0.38% | DBT |
| 111 | Citigroup Inc. | C | Jul 2023 | 525,000 | — | $523K | +0.6% | 0.38% | DBT |
| 112 | Morgan Stanley | MS | Jul 2023 | 531,000 | — | $516K | -2.3% | 0.38% | DBT |
| 113 | Viatris Inc | VTRS | Jul 2023 | 783,000 | +528,000 | $512K | +197.2% | 0.38% | DBT |
| 114 | New Residential Mortgage Loan Trust 2022-NQM4 | NRZT | Jul 2023 | 520,576 | -29,799 | $512K | -4.0% | 0.38% | ABS-MBS |
| 115 | FORD CREDIT AUTO OWNER TRUST 2 FORDR 2023 2 A 144A | FORDR | Apr 2024 | 512,000 | New | $509K | — | 0.37% | ABS-O |
| 116 | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75 | JBSSBZ | Apr 2024 | 528,000 | New | $505K | — | 0.37% | DBT |
| 117 | FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 D A3 | FORDO | Jul 2023 | 500,000 | — | $499K | +0.1% | 0.37% | ABS-O |
| 118 | MERCEDES-BENZ AUTO RECEIVABLES MBART 2022 1 A4 | MBART | Jul 2023 | 500,000 | — | $498K | -0.8% | 0.37% | ABS-O |
| 119 | ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2022 3 A4 | ALLYA | Jul 2023 | 500,000 | — | $495K | -0.4% | 0.36% | ABS-O |
| 120 | Fannie Mae Pool | FN | Jul 2023 | 529,115 | -37,570 | $482K | -10.3% | 0.35% | ABS-MBS |
| 121 | Wachovia Corporation | WFC | Apr 2024 | 465,000 | New | $482K | — | 0.35% | DBT |
| 122 | OBX 2022-NQM7 TRUST OBX 2022 NQM7 A1 144A | OBX | Jul 2023 | 490,348 | -33,765 | $478K | -6.5% | 0.35% | ABS-MBS |
| 123 | Domino's Pizza Master Issuer LLC | DPABS | Jul 2023 | 502,900 | -2,675 | $476K | +2.1% | 0.35% | ABS-O |
| 124 | Netflix Inc. | NFLX | Apr 2024 | 484,000 | New | $475K | — | 0.35% | DBT |
| 125 | Energy Transfer LP | ET | Jul 2023 | 488,000 | — | $474K | +7.1% | 0.35% | DBT |
| 126 | Verus Securitization Trust 2023-8 | VERUS | Apr 2024 | 467,045 | New | $465K | — | 0.34% | ABS-MBS |
| 127 | Vistra Operations Company LLC | VST | Jul 2023 | 486,000 | — | $457K | +1.8% | 0.34% | DBT |
| 128 | Barclays PLC | BACR | Apr 2024 | 435,000 | New | $454K | — | 0.33% | DBT |
| 129 | Var Energi ASA | VARNO | Jul 2023 | 412,000 | +11,000 | $452K | +4.7% | 0.33% | DBT |
| 130 | Fannie Mae Pool | FN | Jul 2023 | 487,846 | -27,222 | $451K | -8.7% | 0.33% | ABS-MBS |
| 131 | Blackstone Private Credit Fund | BCRED | Jul 2023 | 445,000 | +195,000 | $449K | +78.9% | 0.33% | DBT |
| 132 | Ford Motor Company | F | Apr 2024 | 390,000 | New | $448K | — | 0.33% | DBT |
| 133 | ARI FLEET LEASE TRUST 2023-B ARIFL 2023 B A2 144A | ARIFL | Apr 2024 | 440,000 | New | $441K | — | 0.32% | ABS-O |
| 134 | JPMorgan Chase and Co. | JPM | Apr 2024 | 375,000 | New | $435K | — | 0.32% | DBT |
| 135 | Occidental Petroleum Corporation | OXY | Apr 2024 | 405,000 | New | $433K | — | 0.32% | DBT |
| 136 | CLI Funding VIII LLC | CLIF | Apr 2024 | 436,479 | New | $433K | — | 0.32% | ABS-O |
| 137 | Credit Agricole SA | ACAFP | Apr 2024 | 440,000 | New | $432K | — | 0.32% | DBT |
| 138 | TCI Communications Inc. | CMCSA | Apr 2024 | 415,000 | New | $432K | — | 0.32% | DBT |
| 139 | Charter Communications Operating LLC/Charter Communications Operating Capital C | CHTR | Jul 2023 | 464,000 | — | $432K | -0.7% | 0.32% | DBT |
| 140 | Citibank N.A. | C | Apr 2024 | 430,000 | New | $430K | — | 0.32% | DBT |
| 141 | The PNC Financial Services Group Inc. | PNC | Jul 2023 | 431,000 | — | $429K | -0.7% | 0.32% | DBT |
| 142 | Kraft Heinz Foods Company | KHC | Jul 2023 | 534,000 | — | $428K | -5.5% | 0.31% | DBT |
| 143 | Ford Motor Credit Company LLC | F | Jul 2023 | 440,000 | — | $419K | +2.0% | 0.31% | DBT |
| 144 | EFMT 2023-1 EFMT 2023 1 A1 144A | EFMT | Jul 2023 | 423,618 | -56,307 | $419K | -11.5% | 0.31% | ABS-MBS |
| 145 | GCAT 2023-NQM2 TRUST GCAT 2023 NQM2 A1 144A | GCAT | Jul 2023 | 418,899 | -39,893 | $414K | -8.8% | 0.30% | ABS-MBS |
| 146 | AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust | AER | Apr 2024 | 405,000 | New | $413K | — | 0.30% | DBT |
| 147 | GCAT 2023-NQM3 TRUST GCAT 2023 NQM3 A1 144A | GCAT | Apr 2024 | 408,487 | New | $412K | — | 0.30% | ABS-MBS |
| 148 | Wells Fargo and Company | WFC | Jul 2023 | 438,000 | — | $411K | -2.1% | 0.30% | DBT |
| 149 | Vistra Operations Company LLC | VST | Jul 2023 | 441,000 | — | $407K | +3.6% | 0.30% | DBT |
| 150 | NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A | NBLY | Jul 2023 | 461,720 | -3,570 | $406K | +4.6% | 0.30% | ABS-O |
| 151 | GS MORTGAGE-BACKED SECURITIES GSMBS 2023 CCM1 A1 144A | GSMBS | Apr 2024 | 401,650 | New | $401K | — | 0.29% | ABS-MBS |
| 152 | Bank of America Corporation | BAC | Jul 2023 | 403,000 | -207,000 | $401K | -34.1% | 0.29% | DBT |
| 153 | Fannie Mae Pool | FN | Jul 2023 | 429,580 | -26,279 | $400K | -9.0% | 0.29% | ABS-MBS |
| 154 | DELL EQUIPMENT FINANCE TRUST 2 DEFT 2023 2 A3 144A | DEFT | Apr 2024 | 400,000 | New | $400K | — | 0.29% | ABS-O |
| 155 | VERUS SECURITIZATION TRUST 202 VERUS 2023 2 A1 144A | VERUS | Apr 2024 | 400,469 | New | $399K | — | 0.29% | ABS-MBS |
| 156 | STARWOOD MORTGAGE RESIDENTIAL STAR 2022 4 A1 144A | STAR | Jul 2023 | 406,197 | -37,466 | $397K | -8.4% | 0.29% | ABS-MBS |
| 157 | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2023 NQM1 A1 144A | IMPRL | Jul 2023 | 400,379 | -64,056 | $395K | -14.0% | 0.29% | ABS-MBS |
| 158 | UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875 | UAL | Jul 2023 | 393,384 | -94,159 | $392K | -18.8% | 0.29% | DBT |
| 159 | Sabine Pass Liquefaction LLC | SPLLLC | Jul 2023 | 416,000 | — | $391K | -1.1% | 0.29% | DBT |
| 160 | VERUS SECURITIZATION TRUST 202 VERUS 2023 5 A1 144A | VERUS | Apr 2024 | 390,425 | New | $390K | — | 0.29% | ABS-MBS |
| 161 | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4 | DELL | Apr 2024 | 401,000 | New | $389K | — | 0.29% | DBT |
| 162 | Wells Fargo and Company | WFC | Apr 2024 | 396,000 | New | $388K | — | 0.29% | DBT |
| 163 | Lloyds Banking Group plc | LLOYDS | Jul 2023 | 385,000 | — | $385K | +2.7% | 0.28% | DBT |
| 164 | ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A | EFMT | Apr 2024 | 388,318 | New | $384K | — | 0.28% | ABS-MBS |
| 165 | CVS Health Corporation | CVS | Jul 2023 | 391,000 | +335,000 | $384K | +584.8% | 0.28% | DBT |
| 166 | NatWest Group PLC | NWG | Jul 2023 | 393,000 | — | $382K | +3.9% | 0.28% | DBT |
| 167 | OBX 2023-NQM5 TRUST OBX 2023 NQM5 A1A 144A | OBX | Apr 2024 | 379,803 | New | $382K | — | 0.28% | ABS-MBS |
| 168 | DaVita Inc. | DVA | Jul 2023 | 435,000 | +150,000 | $381K | +56.7% | 0.28% | DBT |
| 169 | Solventum Corporation | SOLV | Apr 2024 | 392,000 | New | $380K | — | 0.28% | DBT |
| 170 | Santander Holdings USA Inc. | SANUSA | Jul 2023 | 395,000 | — | $378K | +0.7% | 0.28% | DBT |
| 171 | Cheniere Energy Partners L.P. | CQP | Jul 2023 | 403,000 | — | $377K | +0.6% | 0.28% | DBT |
| 172 | FREDDIE MAC POOL FR 02/53 FIXED 5 | FR | Jul 2023 | 395,530 | -24,819 | $376K | -8.6% | 0.28% | ABS-MBS |
| 173 | FREDDIE MAC POOL FR 09/52 FIXED 4.5 | FR | Jul 2023 | 403,425 | -16,019 | $376K | -7.1% | 0.28% | ABS-MBS |
| 174 | WarnerMedia Holdings Inc. | WBD | Jul 2023 | 435,000 | +221,000 | $375K | +97.4% | 0.28% | DBT |
| 175 | JPMorgan Chase and Co. | JPM | Jul 2023 | 379,000 | — | $373K | +4.1% | 0.27% | DBT |
| 176 | Fannie Mae Pool | FN | Jul 2023 | 412,896 | -21,266 | $373K | -8.6% | 0.27% | ABS-MBS |
| 177 | Ford Motor Credit Company LLC | F | Apr 2024 | 424,000 | New | $370K | — | 0.27% | DBT |
| 178 | CNO Financial Group Inc. | CNO | Jul 2023 | 384,000 | — | $369K | +0.1% | 0.27% | DBT |
| 179 | IRS USD P 4.19 20230623-20260623 | N/A | Jul 2023 | 25,000,000 | New | $368K | — | 0.27% | DIR |
| 180 | Energy Transfer LP | ET | Jul 2023 | 381,000 | — | $366K | +9.3% | 0.27% | DBT |
| 181 | CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75 | ISATLN | Jul 2023 | 371,000 | — | $359K | +1.0% | 0.26% | DBT |
| 182 | The Goldman Sachs Group Inc. | GS | Apr 2024 | 345,000 | New | $356K | — | 0.26% | DBT |
| 183 | JPMorgan Chase and Co. | JPM | Jul 2023 | 355,000 | — | $354K | -1.9% | 0.26% | DBT |
| 184 | MetLife Inc. | MET | Jul 2023 | 355,000 | — | $353K | -0.4% | 0.26% | DBT |
| 185 | Fannie Mae Pool | FN | Jul 2023 | 399,025 | -33,214 | $348K | -12.1% | 0.26% | ABS-MBS |
| 186 | The PNC Financial Services Group Inc. | PNC | Apr 2024 | 355,000 | New | $348K | — | 0.26% | DBT |
| 187 | Citigroup Inc. | C | Jul 2023 | 356,000 | — | $346K | +9.4% | 0.25% | DBT |
| 188 | NatWest Group PLC | NWG | Jul 2023 | 342,000 | — | $338K | +0.7% | 0.25% | DBT |
| 189 | Teachers Insurance and Annuity Association of America | TIAAGL | Jul 2023 | 430,000 | — | $336K | -4.9% | 0.25% | DBT |
| 190 | FREDDIE MAC POOL FR 09/52 FIXED 4.5 | FR | Jul 2023 | 358,655 | -14,523 | $333K | -7.1% | 0.24% | ABS-MBS |
| 191 | Sesac Finance LLC | SESAC | Jul 2023 | 344,805 | -2,715 | $333K | +2.6% | 0.24% | ABS-O |
| 192 | PFS Financing Corp. | PFSFC | Apr 2024 | 335,000 | New | $332K | — | 0.24% | ABS-O |
| 193 | Ares Capital Corporation | ARCC | Apr 2024 | 325,000 | New | $331K | — | 0.24% | DBT |
| 194 | JPMorgan Chase and Co. | JPM | Jul 2023 | 345,000 | — | $328K | -2.7% | 0.24% | DBT |
| 195 | Bank of Montreal | BMO | Apr 2024 | 328,000 | New | $327K | — | 0.24% | DBT |
| 196 | Fannie Mae Pool | FN | Jul 2023 | 367,475 | -22,054 | $326K | -9.5% | 0.24% | ABS-MBS |
| 197 | Petroleos Mexicanos | PEMEX | Jul 2023 | 466,000 | +12,000 | $324K | +2.7% | 0.24% | DBT |
| 198 | Societe Generale | SOCGEN | Jul 2023 | 319,000 | -153,000 | $323K | -32.6% | 0.24% | DBT |
| 199 | Cheniere Energy Partners L.P. | CQP | Jul 2023 | 362,000 | — | $323K | +0.3% | 0.24% | DBT |
| 200 | Morgan Stanley | MS | Apr 2024 | 329,000 | New | $323K | — | 0.24% | DBT |
| 201 | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75 | DAL | Jul 2023 | 332,848 | — | $322K | +0.0% | 0.24% | DBT |
| 202 | Charter Communications Operating LLC/Charter Communications Operating Capital C | CHTR | Apr 2024 | 338,000 | New | $319K | — | 0.23% | DBT |
| 203 | Occidental Petroleum Corporation | OXY | Jul 2023 | 308,000 | — | $319K | -1.2% | 0.23% | DBT |
| 204 | Electricite de France | EDF | Apr 2024 | 319,000 | New | $318K | — | 0.23% | DBT |
| 205 | Enbridge Inc. | ENBCN | Jul 2023 | 347,000 | — | $318K | +0.2% | 0.23% | DBT |
| 206 | Amgen Inc. | AMGN | Apr 2024 | 324,000 | New | $317K | — | 0.23% | DBT |
| 207 | Bank of America Corporation | BAC | Jul 2023 | 309,000 | — | $315K | -0.6% | 0.23% | DBT |
| 208 | Viatris Inc | VTRS | Jul 2023 | 380,000 | +156,000 | $314K | +71.7% | 0.23% | DBT |
| 209 | Enbridge Inc. | ENBCN | Jul 2023 | 340,000 | — | $313K | +2.0% | 0.23% | DBT |
| 210 | MGM Resorts International | MGM | Jul 2023 | 332,000 | — | $310K | +1.0% | 0.23% | DBT |
| 211 | Leviathan Bond Ltd. | LVIATH | Jul 2023 | 327,000 | — | $306K | -2.9% | 0.22% | DBT |
| 212 | Braskem Netherlands Finance B.V. | BRASKM | Apr 2024 | 361,000 | New | $304K | — | 0.22% | DBT |
| 213 | FREDDIE MAC GOLD POOL FG 07/46 FIXED 3.5 | FG | Jul 2023 | 341,263 | -56,244 | $304K | -17.5% | 0.22% | ABS-MBS |
| 214 | American Tower Trust #1 | AMETOW | Jul 2023 | 300,000 | — | $299K | -0.5% | 0.22% | DBT |
| 215 | Uber Technologies Inc. | UBER | Jul 2023 | 320,000 | — | $298K | +0.8% | 0.22% | DBT |
| 216 | Energy Transfer LP | ET | Jul 2023 | 345,000 | — | $296K | -0.4% | 0.22% | DBT |
| 217 | Freeport-McMoRan Inc. | FCX | Jul 2023 | 323,000 | — | $296K | -1.6% | 0.22% | DBT |
| 218 | Thermo Fisher Scientific Inc. | TMO | Apr 2024 | 299,000 | New | $294K | — | 0.22% | DBT |
| 219 | Bank of America Corporation | BAC | Jul 2023 | 340,000 | +12,000 | $293K | +3.6% | 0.21% | DBT |
| 220 | Continental Resources Inc. | CLR | Apr 2024 | 299,000 | New | $293K | — | 0.21% | DBT |
| 221 | Sirius XM Radio Inc. | SIRI | Jul 2023 | 309,000 | — | $292K | +1.6% | 0.21% | DBT |
| 222 | NBM US Holdings Inc. | MRFGBZ | Jul 2023 | 298,000 | — | $291K | +4.9% | 0.21% | DBT |
| 223 | Charter Communications Operating LLC/Charter Communications Operating Capital C | CHTR | Jul 2023 | 361,000 | -139,000 | $291K | -32.1% | 0.21% | DBT |
| 224 | Air Lease Corporation | AL | Jul 2023 | 290,000 | +155,000 | $291K | +113.6% | 0.21% | DBT |
| 225 | The Charles Schwab Corporation | SCHW | Jul 2023 | 290,000 | — | $290K | -0.7% | 0.21% | DBT |
| 226 | Sonic Capital LLC | SONIC | Jul 2023 | 305,377 | -2,378 | $287K | +2.8% | 0.21% | ABS-O |
| 227 | Credit Agricole SA | ACAFP | Apr 2024 | 281,000 | New | $286K | — | 0.21% | DBT |
| 228 | Citigroup Inc. | C | Jul 2023 | 288,000 | — | $286K | -2.3% | 0.21% | DBT |
| 229 | Enbridge Inc. | ENBCN | Jul 2023 | 306,000 | — | $286K | +0.8% | 0.21% | DBT |
| 230 | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2023 1 A4 | GMCAR | Jul 2023 | 290,000 | — | $284K | -0.3% | 0.21% | ABS-O |
| 231 | Truist Financial Corporation | TFC | Apr 2024 | 290,000 | New | $284K | — | 0.21% | DBT |
| 232 | U.S. Bancorp | USB | Jul 2023 | 287,000 | — | $284K | -2.5% | 0.21% | DBT |
| 233 | CARS-DB4 L.P. | CAUTO | Jul 2023 | 293,000 | — | $284K | +3.7% | 0.21% | ABS-O |
| 234 | WarnerMedia Holdings Inc. | WBD | Jul 2023 | 369,000 | -382,000 | $283K | -53.7% | 0.21% | DBT |
| 235 | The Charles Schwab Corporation | SCHW | Apr 2024 | 276,000 | New | $282K | — | 0.21% | DBT |
| 236 | MERCEDES-BENZ AUTO RECEIVABLES MBART 2023 1 A4 | MBART | Jul 2023 | 290,000 | — | $282K | -0.3% | 0.21% | ABS-O |
| 237 | Ford Motor Credit Company LLC | F | Apr 2024 | 287,000 | New | $282K | — | 0.21% | DBT |
| 238 | Columbia Pipelines Operating Company LLC | CPGX | Apr 2024 | 280,000 | New | $281K | — | 0.21% | DBT |
| 239 | Bank of America Corporation | BAC | Apr 2024 | 297,000 | New | $280K | — | 0.21% | DBT |
| 240 | U.S. Bancorp | USB | Apr 2024 | 272,000 | New | $279K | — | 0.20% | DBT |
| 241 | Fannie Mae Pool | FN | Jul 2023 | 313,804 | -26,985 | $277K | -11.9% | 0.20% | ABS-MBS |
| 242 | Duke Energy Corporation | DUK | Apr 2024 | 278,000 | New | $277K | — | 0.20% | DBT |
| 243 | Globo Comunicacao e Participacoes S/A | GLOPAR | Jul 2023 | 315,000 | — | $274K | +4.0% | 0.20% | DBT |
| 244 | UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8 | UAL | Jul 2023 | 275,000 | — | $273K | -1.8% | 0.20% | DBT |
| 245 | Fannie Mae Pool | FN | Jul 2023 | 299,433 | -25,471 | $273K | -11.5% | 0.20% | ABS-MBS |
| 246 | Banco Santander SA | SANTAN | Jul 2023 | 287,000 | — | $272K | +0.1% | 0.20% | DBT |
| 247 | ONEOK Inc. | OKE | Apr 2024 | 260,000 | New | $271K | — | 0.20% | DBT |
| 248 | Occidental Petroleum Corporation | OXY | Jul 2023 | 262,000 | +33,000 | $270K | +12.5% | 0.20% | DBT |
| 249 | Gartner Inc. | IT | Jul 2023 | 287,000 | — | $270K | +0.6% | 0.20% | DBT |
| 250 | COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A | COMM | Jul 2023 | 340,000 | — | $269K | +1.9% | 0.20% | ABS-MBS |
| 251 | Targa Resources Corp. | TRGP | Jul 2023 | 323,000 | — | $269K | -0.0% | 0.20% | DBT |
| 252 | UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75 | UAL | Jul 2023 | 279,398 | -28,896 | $266K | -7.8% | 0.20% | DBT |
| 253 | Concentrix Corporation | CNXC | Jul 2023 | 266,000 | — | $265K | +0.8% | 0.19% | DBT |
| 254 | Nissan Motor Acceptance Corporation | NSANY | Apr 2024 | 260,000 | New | $265K | — | 0.19% | DBT |
| 255 | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5 | FG | Jul 2023 | 301,243 | -21,277 | $264K | -11.0% | 0.19% | ABS-MBS |
| 256 | United States Treasury Note/Bond | T | Apr 2024 | 268,000 | New | $264K | — | 0.19% | DBT |
| 257 | Deutsche Bank Aktiengesellschaft | DB | Apr 2024 | 265,000 | New | $264K | — | 0.19% | DBT |
| 258 | Owens Corning | OC | Jul 2023 | 282,000 | — | $262K | -0.7% | 0.19% | DBT |
| 259 | Energy Transfer LP | ET | Jul 2023 | 263,000 | — | $262K | -0.4% | 0.19% | DBT |
| 260 | Micron Technology Inc. | MU | Jul 2023 | 264,000 | -259,000 | $261K | -49.4% | 0.19% | DBT |
| 261 | Retained Vantage Data Centers Issuer LLC | VDCR | Apr 2024 | 275,000 | New | $261K | — | 0.19% | ABS-O |
| 262 | Booking Holdings Inc. | BKNG | Jul 2023 | 270,000 | — | $260K | -1.7% | 0.19% | DBT |
| 263 | MSCI Inc. | MSCI | Jul 2023 | 305,000 | — | $260K | -0.7% | 0.19% | DBT |
| 264 | PANTHER ESCROW ISSUER LLC SR SECURED 144A 06/31 7.125 | TIHLLC | Apr 2024 | 258,000 | New | $259K | — | 0.19% | DBT |
| 265 | Energy Transfer LP | ET | Jul 2023 | 263,000 | — | $259K | -0.7% | 0.19% | DBT |
| 266 | VICI Properties LP / VICI Note Co Inc | VICI | Jul 2023 | 279,000 | — | $259K | +1.5% | 0.19% | DBT |
| 267 | Freeport-McMoRan Inc. | FCX | Jul 2023 | 278,000 | — | $257K | +0.2% | 0.19% | DBT |
| 268 | Sabine Pass Liquefaction LLC | SPLLLC | Jul 2023 | 259,000 | — | $255K | -0.5% | 0.19% | DBT |
| 269 | PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/27 4 | PTVE | Jul 2023 | 275,000 | — | $255K | +3.0% | 0.19% | DBT |
| 270 | JPMorgan Chase and Co. | JPM | Apr 2024 | 260,000 | New | $254K | — | 0.19% | DBT |
| 271 | AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5 | ACACN | Jul 2023 | 233,000 | +97,000 | $253K | +71.5% | 0.19% | DBT |
| 272 | Truist Financial Corporation | TFC | Jul 2023 | 256,000 | — | $251K | -2.7% | 0.18% | DBT |
| 273 | NRG Energy Inc. | NRG | Jul 2023 | 240,000 | — | $250K | +4.4% | 0.18% | DBT |
| 274 | Blackstone Private Credit Fund | BCRED | Apr 2024 | 241,000 | New | $248K | — | 0.18% | DBT |
| 275 | First Quantum Minerals Ltd. | FMCN | Jul 2023 | 257,000 | -23,000 | $247K | -10.2% | 0.18% | DBT |
| 276 | American Airlines 2016-1 Class A Pass Through Trust | AAL | Jul 2023 | 265,599 | -9,811 | $246K | -1.0% | 0.18% | DBT |
| 277 | Venture Global LNG Inc. | VENLNG | Apr 2024 | 229,000 | New | $246K | — | 0.18% | DBT |
| 278 | NRG Energy Inc. | NRG | Jul 2023 | 250,000 | — | $246K | +3.3% | 0.18% | DBT |
| 279 | NRG Energy Inc. | NRG | Jul 2023 | 291,000 | — | $245K | +8.9% | 0.18% | DBT |
| 280 | ONEOK Inc. | OKE | Apr 2024 | 242,000 | New | $245K | — | 0.18% | DBT |
| 281 | Aker BP ASA | AKERBP | Apr 2024 | 245,000 | New | $244K | — | 0.18% | DBT |
| 282 | The PNC Financial Services Group Inc. | PNC | Apr 2024 | 245,000 | New | $244K | — | 0.18% | DBT |
| 283 | CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A | CYRUS | Jul 2023 | 262,000 | -29,000 | $243K | -7.1% | 0.18% | ABS-O |
| 284 | United Airlines 2016-1 Class A Pass Through Trust | UAL | Jul 2023 | 270,037 | -10,843 | $243K | -3.2% | 0.18% | DBT |
| 285 | CEMEX S.A.B de C.V | CEMEX | Jul 2023 | 256,000 | — | $242K | +0.2% | 0.18% | DBT |
| 286 | Barclays PLC | BACR | Jul 2023 | 296,000 | — | $241K | +12.0% | 0.18% | DBT |
| 287 | Fannie Mae Pool | FN | Jul 2023 | 259,061 | -33,892 | $241K | -14.4% | 0.18% | ABS-MBS |
| 288 | MARB Bondco PLC | MRFGBZ | Jul 2023 | 299,000 | +35,000 | $240K | +22.7% | 0.18% | DBT |
| 289 | EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625 | EMECLI | Jul 2023 | 242,000 | +19,000 | $240K | +8.2% | 0.18% | DBT |
| 290 | Delta Air Lines Inc. | DAL | Jul 2023 | 250,000 | — | $239K | +0.7% | 0.18% | DBT |
| 291 | Targa Resources Partners LP / Targa Resources Partners Finance Corp | TRGP | Jul 2023 | 267,000 | — | $235K | +0.2% | 0.17% | DBT |
| 292 | NextEra Energy Capital Holdings Inc. | NEE | Apr 2024 | 236,000 | New | $234K | — | 0.17% | DBT |
| 293 | SBL Holdings LLC | SECBEN | Jul 2023 | 275,000 | — | $233K | +8.4% | 0.17% | DBT |
| 294 | Ford Motor Company | F | Apr 2024 | 238,000 | New | $233K | — | 0.17% | DBT |
| 295 | Blackstone Private Credit Fund | BCRED | Jul 2023 | 257,000 | -34,000 | $233K | -6.8% | 0.17% | DBT |
| 296 | Ally Financial Inc. | ALLY | Jul 2023 | 227,000 | — | $232K | +1.4% | 0.17% | DBT |
| 297 | Atlantica Transmision Sur S.A. | ABENGO | Jul 2023 | 228,600 | -4,525 | $232K | +2.4% | 0.17% | DBT |
| 298 | Foundry JV Holdco LLC | FABSJV | Jul 2023 | 239,000 | — | $232K | -2.1% | 0.17% | DBT |
| 299 | Vodafone Group Public Limited Company | VOD | Jul 2023 | 228,000 | — | $231K | -1.3% | 0.17% | DBT |
| 300 | Diamondback Energy Inc. | FANG | Apr 2024 | 242,000 | New | $231K | — | 0.17% | DBT |
| 301 | Paramount Global | PARA | Apr 2024 | 328,000 | New | $229K | — | 0.17% | DBT |
| 302 | AutoNation Inc. | AN | Jul 2023 | 244,000 | — | $229K | -0.4% | 0.17% | DBT |
| 303 | Hyundai Capital America | HYNMTR | Apr 2024 | 229,000 | New | $228K | — | 0.17% | DBT |
| 304 | Trust Fibra Uno | FUNOTR | Apr 2024 | 233,000 | New | $228K | — | 0.17% | DBT |
| 305 | HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A | HIFI | Jul 2023 | 245,000 | +5,000 | $228K | +3.6% | 0.17% | ABS-O |
| 306 | Regeneron Pharmaceuticals Inc. | REGN | Apr 2024 | 284,000 | New | $227K | — | 0.17% | DBT |
| 307 | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5 | AAL | Jul 2023 | 263,087 | -4,844 | $226K | +4.1% | 0.17% | DBT |
| 308 | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 | ASCRES | Jul 2023 | 237,000 | +2,000 | $226K | +6.5% | 0.17% | DBT |
| 309 | Targa Resources Corp. | TRGP | Apr 2024 | 222,000 | New | $226K | — | 0.17% | DBT |
| 310 | The PNC Financial Services Group Inc. | PNC | Jul 2023 | 224,000 | — | $224K | +0.1% | 0.16% | DBT |
| 311 | T-Mobile USA Inc. | TMUS | Apr 2024 | 230,000 | New | $224K | — | 0.16% | DBT |
| 312 | HCA Inc. | HCA | Apr 2024 | 230,000 | New | $223K | — | 0.16% | DBT |
| 313 | Macquarie Group Limited | MQGAU | Apr 2024 | 230,000 | New | $223K | — | 0.16% | DBT |
| 314 | Vistra Operations Company LLC | VST | Apr 2024 | 213,000 | New | $222K | — | 0.16% | DBT |
| 315 | CEMEX S.A.B de C.V | CEMEX | Jul 2023 | 255,000 | — | $222K | +0.9% | 0.16% | DBT |
| 316 | CVS Health Corporation | CVS | Jul 2023 | 260,000 | — | $222K | -6.5% | 0.16% | DBT |
| 317 | Wells Fargo and Company | WFC | Jul 2023 | 192 | — | $220K | -2.8% | 0.16% | EP |
| 318 | Fannie Mae Pool | FN | Jul 2023 | 241,885 | -14,051 | $219K | -9.3% | 0.16% | ABS-MBS |
| 319 | Energy Transfer LP | ET | Jul 2023 | 250,000 | — | $219K | -0.8% | 0.16% | DBT |
| 320 | FREDDIE MAC POOL FR 07/52 FIXED 4.5 | FR | Jul 2023 | 235,190 | -5,373 | $219K | -5.6% | 0.16% | ABS-MBS |
| 321 | Popular Inc. | BPOP | Jul 2023 | 218,000 | — | $219K | -0.7% | 0.16% | DBT |
| 322 | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A | GCPAF | Jul 2023 | 231,277 | -36,723 | $218K | -11.8% | 0.16% | ABS-O |
| 323 | Sempra | SRE | Jul 2023 | 224,000 | — | $218K | -2.8% | 0.16% | DBT |
| 324 | Societe Generale | SOCGEN | Jul 2023 | 269,000 | — | $218K | +1.4% | 0.16% | DBT |
| 325 | BX TRUST 2022-CLS BX 2022 CLS A 144A | BX | Jul 2023 | 221,000 | — | $217K | +2.6% | 0.16% | ABS-MBS |
| 326 | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95 | AAL | Jul 2023 | 239,605 | -12,465 | $216K | -0.7% | 0.16% | DBT |
| 327 | Lazard Group LLC | LAZ | Jul 2023 | 230,000 | — | $216K | -0.1% | 0.16% | DBT |
| 328 | Western Midstream Operating LP | WES | Jul 2023 | 234,000 | — | $215K | +1.1% | 0.16% | DBT |
| 329 | The Michaels Companies Inc. | MIK | Jul 2023 | 253,000 | — | $214K | -0.4% | 0.16% | DBT |
| 330 | Deutsche Bank Aktiengesellschaft | DB | Jul 2023 | 205,000 | — | $209K | +0.2% | 0.15% | DBT |
| 331 | Var Energi ASA | VARNO | Jul 2023 | 200,000 | — | $209K | +1.0% | 0.15% | DBT |
| 332 | Novelis Corporation | HNDLIN | Jul 2023 | 228,000 | -99,000 | $209K | -29.0% | 0.15% | DBT |
| 333 | The Southern Company | SO | Apr 2024 | 209,000 | New | $208K | — | 0.15% | DBT |
| 334 | UBS Group AG | UBS | Apr 2024 | 209,000 | New | $206K | — | 0.15% | DBT |
| 335 | Jefferies Financial Group Inc. | JEF | Jul 2023 | 205,000 | — | $204K | -0.2% | 0.15% | DBT |
| 336 | NRG Energy Inc. | NRG | Jul 2023 | 189,000 | — | $204K | +11.3% | 0.15% | DBT |
| 337 | Prime Security Services Borrrower LLC / Prime Finance Inc. | PRSESE | Jul 2023 | 208,000 | +45,000 | $203K | +32.4% | 0.15% | DBT |
| 338 | The PNC Financial Services Group Inc. | PNC | Jul 2023 | 216,000 | — | $203K | +2.8% | 0.15% | DBT |
| 339 | CVS Health Corporation | CVS | Apr 2024 | 205,000 | New | $201K | — | 0.15% | DBT |
| 340 | Solventum Corporation | SOLV | Apr 2024 | 204,000 | New | $200K | — | 0.15% | DBT |
| 341 | United States Treasury Note/Bond | T | Jul 2023 | 205,000 | — | $200K | -0.3% | 0.15% | DBT |
| 342 | Five Guys Holdings Inc. | GUYS | Apr 2024 | 197,000 | New | $198K | — | 0.15% | ABS-O |
| 343 | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A | SMB | Apr 2024 | 202,867 | New | $198K | — | 0.15% | ABS-O |
| 344 | BNP Paribas | BNP | Apr 2024 | 201,000 | New | $198K | — | 0.15% | DBT |
| 345 | CandW Senior Finance Limited | CWCFIN | Jul 2023 | 208,000 | — | $197K | +4.3% | 0.14% | DBT |
| 346 | Jefferies Financial Group Inc. | JEF | Apr 2024 | 199,000 | New | $197K | — | 0.14% | DBT |
| 347 | Builders FirstSource Inc. | BLDR | Jul 2023 | 225,000 | — | $196K | +0.4% | 0.14% | DBT |
| 348 | VR FUNDING LLC VINE 2020 1A A 144A | VINE | Jul 2023 | 220,490 | -101,959 | $196K | -30.2% | 0.14% | ABS-O |
| 349 | UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55 | UAL | Jul 2023 | 205,831 | -13,473 | $195K | +1.3% | 0.14% | DBT |
| 350 | Societe Generale | SOCGEN | Apr 2024 | 200,000 | New | $195K | — | 0.14% | DBT |
| 351 | Builders FirstSource Inc. | BLDR | Apr 2024 | 199,000 | New | $195K | — | 0.14% | DBT |
| 352 | Humana Inc. | HUM | Apr 2024 | 195,000 | New | $195K | — | 0.14% | DBT |
| 353 | Anglo American Capital plc | AALLN | Jul 2023 | 200,000 | — | $195K | -0.0% | 0.14% | DBT |
| 354 | Ashtead Capital Inc. | AHTLN | Apr 2024 | 200,000 | New | $195K | — | 0.14% | DBT |
| 355 | AES Panama Generation Holdings S.R.L. | AES | Jul 2023 | 228,828 | -2,086 | $192K | -4.0% | 0.14% | DBT |
| 356 | MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875 | MWGAME | Jul 2023 | 210,000 | — | $192K | +2.7% | 0.14% | DBT |
| 357 | Freeport-McMoRan Inc. | FCX | Jul 2023 | 196,000 | — | $189K | -0.8% | 0.14% | DBT |
| 358 | HILTON GRAND VACATIONS BORROWE SR SECURED 144A 01/32 6.625 | HGVLLC | Apr 2024 | 191,000 | New | $188K | — | 0.14% | DBT |
| 359 | APX Group Inc. | VVNT | Jul 2023 | 201,000 | — | $187K | +7.1% | 0.14% | DBT |
| 360 | JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75 | JBLU | Jul 2023 | 221,436 | -6,609 | $187K | -3.5% | 0.14% | DBT |
| 361 | Morgan Stanley | MS | Jul 2023 | 189,000 | -154,000 | $186K | -45.2% | 0.14% | DBT |
| 362 | GCI LLC | GCILLC | Jul 2023 | 208,000 | — | $186K | +2.6% | 0.14% | DBT |
| 363 | Liberty Mutual Group Inc. | LIBMUT | Jul 2023 | 203,000 | — | $185K | +13.9% | 0.14% | DBT |
| 364 | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65 | AAL | Jul 2023 | 198,750 | -14,250 | $184K | -5.6% | 0.14% | DBT |
| 365 | BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2 | BBCMS | Jul 2023 | 186,702 | -54,298 | $183K | -20.9% | 0.13% | ABS-MBS |
| 366 | BlueLinx Holdings Inc. | BXC | Apr 2024 | 190,000 | New | $181K | — | 0.13% | DBT |
| 367 | NextEra Energy Operating Partners LP | NEP | Jul 2023 | 193,000 | — | $181K | +0.6% | 0.13% | DBT |
| 368 | HCA Inc. | HCA | Apr 2024 | 184,000 | New | $180K | — | 0.13% | DBT |
| 369 | NRG Energy Inc. | NRG | Jul 2023 | 194,000 | — | $180K | +4.4% | 0.13% | DBT |
| 370 | Global Infrastructure Solutions Inc. | GOINSO | Jul 2023 | 200,000 | — | $180K | +6.7% | 0.13% | DBT |
| 371 | NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A | NBLY | Jul 2023 | 208,208 | -1,598 | $179K | +4.1% | 0.13% | ABS-O |
| 372 | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15 | AAL | Jul 2023 | 202,797 | -14,060 | $179K | -5.3% | 0.13% | DBT |
| 373 | Government National Mortgage Association | GNR | Jul 2023 | 2,819,858 | -44,343 | $178K | -0.3% | 0.13% | ABS-MBS |
| 374 | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625 | RWLVCA | Jul 2023 | 200,000 | — | $178K | +7.1% | 0.13% | DBT |
| 375 | Sunoco LP and Sunoco Finance Corp. | SUN | Jul 2023 | 196,000 | — | $176K | +1.5% | 0.13% | DBT |
| 376 | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A | CGCMT | Jul 2023 | 177,000 | +14,000 | $176K | +9.1% | 0.13% | ABS-MBS |
| 377 | Deutsche Bank Aktiengesellschaft | DB | Apr 2024 | 171,000 | New | $176K | — | 0.13% | DBT |
| 378 | FORD CREDIT AUTO LEASE TRUST 2 FORDL 2023 B A4 | FORDL | Apr 2024 | 175,000 | New | $176K | — | 0.13% | ABS-O |
| 379 | Ally Financial Inc. | ALLY | Jul 2023 | 170,000 | — | $176K | +1.5% | 0.13% | DBT |
| 380 | Huntington Ingalls Industries Inc. | HII | Jul 2023 | 190,000 | — | $175K | -1.1% | 0.13% | DBT |
| 381 | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375 | AM | Jul 2023 | 182,000 | — | $173K | +1.5% | 0.13% | DBT |
| 382 | MC Brazil Downstream Trading S.a r.l. | MCBRAC | Jul 2023 | 198,707 | -2,957 | $172K | +31.5% | 0.13% | DBT |
| 383 | The Michaels Companies Inc. | MIK | Jul 2023 | 234,000 | — | $171K | +2.8% | 0.13% | DBT |
| 384 | Metronet Infrastructure Issuer LLC | MNET | Jul 2023 | 170,000 | — | $170K | +3.0% | 0.12% | ABS-O |
| 385 | JPMorgan Chase and Co. | JPM | Apr 2024 | 169,000 | New | $169K | — | 0.12% | DBT |
| 386 | HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5 | HGVLLC | Jul 2023 | 185,000 | — | $168K | +1.8% | 0.12% | DBT |
| 387 | Fifth Third Bancorp | FITB | Jul 2023 | 173,000 | — | $168K | +2.9% | 0.12% | DBT |
| 388 | Government National Mortgage Association | GNR | Jul 2023 | 2,940,295 | -45,543 | $167K | +3.0% | 0.12% | ABS-MBS |
| 389 | American Airlines Inc. | AAL | Apr 2024 | 166,000 | New | $167K | — | 0.12% | DBT |
| 390 | Columbia Pipelines Holding Company LLC | CPGX | Apr 2024 | 173,000 | New | $166K | — | 0.12% | DBT |
| 391 | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A | JPMCC | Jul 2023 | 195,000 | — | $166K | -5.8% | 0.12% | ABS-MBS |
| 392 | ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A | ADC | Apr 2024 | 164,000 | New | $165K | — | 0.12% | ABS-O |
| 393 | Mohegan Tribal Gaming Authority | MOHEGN | Jul 2023 | 173,000 | — | $164K | +2.7% | 0.12% | DBT |
| 394 | ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 3 A1 144A | AOMT | Apr 2024 | 170,214 | New | $164K | — | 0.12% | ABS-MBS |
| 395 | Huntington Bancshares Incorporated | HBAN | Apr 2024 | 163,000 | New | $164K | — | 0.12% | DBT |
| 396 | MPLX LP | MPLX | Jul 2023 | 170,000 | — | $163K | +0.2% | 0.12% | DBT |
| 397 | Air Lease Corporation | AL | Apr 2024 | 165,000 | New | $160K | — | 0.12% | DBT |
| 398 | Flowserve Corporation | FLS | Jul 2023 | 184,000 | — | $160K | +1.0% | 0.12% | DBT |
| 399 | Sirius XM Radio Inc. | SIRI | Jul 2023 | 179,000 | — | $160K | +2.5% | 0.12% | DBT |
| 400 | NiSource Inc. | NI | Apr 2024 | 165,000 | New | $158K | — | 0.12% | DBT |
| 401 | Ares Capital Corporation | ARCC | Apr 2024 | 161,000 | New | $158K | — | 0.12% | DBT |
| 402 | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875 | AAL | Jul 2023 | 188,511 | +41,822 | $157K | +29.7% | 0.12% | DBT |
| 403 | Kinder Morgan Energy Partners L.P. | KMI | Jul 2023 | 142,000 | — | $157K | -2.6% | 0.12% | DBT |
| 404 | Regal Rexnord Corporation | RRX | Jul 2023 | 155,000 | — | $156K | +1.1% | 0.11% | DBT |
| 405 | Dominion Energy South Carolina Inc. | D | Apr 2024 | 160,000 | New | $156K | — | 0.11% | DBT |
| 406 | KB Home | KBH | Jul 2023 | 178,000 | — | $155K | -0.3% | 0.11% | DBT |
| 407 | Citigroup Inc. | C | Jul 2023 | 150,000 | — | $154K | -3.4% | 0.11% | DBT |
| 408 | COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A | CMPDC | Apr 2024 | 159,000 | New | $154K | — | 0.11% | ABS-O |
| 409 | Pilgrim's Pride Corporation | PPC | Jul 2023 | 154,000 | -92,000 | $153K | -37.3% | 0.11% | DBT |
| 410 | Citigroup Inc. | C | Apr 2024 | 156,000 | New | $153K | — | 0.11% | DBT |
| 411 | Enbridge Inc. | ENBCN | Apr 2024 | 144,000 | New | $152K | — | 0.11% | DBT |
| 412 | Micron Technology Inc. | MU | Apr 2024 | 154,000 | New | $151K | — | 0.11% | DBT |
| 413 | U.S. Bancorp | USB | Apr 2024 | 153,000 | New | $151K | — | 0.11% | DBT |
| 414 | DB Master Finance LLC | DNKN | Jul 2023 | 159,800 | -1,275 | $151K | +1.8% | 0.11% | ABS-O |
| 415 | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A | GCPAF | Jul 2023 | 157,930 | -139,070 | $150K | -46.4% | 0.11% | ABS-O |
| 416 | Asbury Automotive Group Inc. | ABG | Jul 2023 | 165,000 | +31,000 | $150K | +26.4% | 0.11% | DBT |
| 417 | News Corporation | NWSA | Jul 2023 | 166,000 | — | $150K | +2.0% | 0.11% | DBT |
| 418 | APPLEBEE'S FUNDING LLC / IHOP DIN 2023 1A A2 144A | DIN | Jul 2023 | 146,000 | — | $148K | +2.6% | 0.11% | ABS-O |
| 419 | AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6 | AAL | Jul 2023 | 161,388 | -12,935 | $148K | -1.0% | 0.11% | DBT |
| 420 | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A | NCMS | Jul 2023 | 175,000 | — | $148K | +7.2% | 0.11% | ABS-MBS |
| 421 | Macy's Retail Holdings LLC | M | Jul 2023 | 156,000 | +15,000 | $148K | +17.3% | 0.11% | DBT |
| 422 | Comerica Incorporated | CMA | Apr 2024 | 151,000 | New | $147K | — | 0.11% | DBT |
| 423 | AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust | AER | Apr 2024 | 150,000 | New | $146K | — | 0.11% | DBT |
| 424 | Graphic Packaging International LLC | GPK | Jul 2023 | 165,000 | — | $146K | +1.6% | 0.11% | DBT |
| 425 | American Homes 4 Rent L.P. | AMH | Jul 2023 | 154,000 | — | $146K | -0.2% | 0.11% | DBT |
| 426 | Sabine Pass Liquefaction LLC | SPLLLC | Jul 2023 | 153,000 | — | $146K | +0.2% | 0.11% | DBT |
| 427 | BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2 | BBCMS | Jul 2023 | 155,000 | — | $145K | +0.5% | 0.11% | ABS-MBS |
| 428 | Global Atlantic (Fin) Company | GBLATL | Apr 2024 | 163,000 | New | $144K | — | 0.11% | DBT |
| 429 | Constellation Energy Generation LLC | CEG | Apr 2024 | 138,000 | New | $143K | — | 0.11% | DBT |
| 430 | MPLX LP | MPLX | Jul 2023 | 152,000 | — | $143K | -2.1% | 0.10% | DBT |
| 431 | The Bank of New York Mellon Corporation | BK | Apr 2024 | 146,000 | New | $143K | — | 0.10% | DBT |
| 432 | Government National Mortgage Association | GNR | Jul 2023 | 2,551,699 | -39,949 | $143K | -7.2% | 0.10% | ABS-MBS |
| 433 | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625 | AM | Apr 2024 | 143,000 | New | $143K | — | 0.10% | DBT |
| 434 | General Motors Company | GM | Jul 2023 | 162,000 | — | $142K | +0.6% | 0.10% | DBT |
| 435 | Micron Technology Inc. | MU | Apr 2024 | 140,000 | New | $141K | — | 0.10% | DBT |
| 436 | MPLX LP | MPLX | Jul 2023 | 149,000 | — | $141K | -1.3% | 0.10% | DBT |
| 437 | Tapestry Inc. | TPR | Apr 2024 | 135,000 | New | $140K | — | 0.10% | DBT |
| 438 | Fannie Mae Pool | FN | Jul 2023 | 159,850 | -8,909 | $140K | -9.8% | 0.10% | ABS-MBS |
| 439 | IQVIA Inc. | IQV | Apr 2024 | 137,000 | New | $139K | — | 0.10% | DBT |
| 440 | CNA Financial Corporation | CNA | Jul 2023 | 150,000 | — | $139K | +0.3% | 0.10% | DBT |
| 441 | Sunoco LP | SUN | Apr 2024 | 137,000 | New | $139K | — | 0.10% | DBT |
| 442 | Sunoco LP | SUN | Apr 2024 | 137,000 | New | $139K | — | 0.10% | DBT |
| 443 | Government National Mortgage Association | GNR | Jul 2023 | 2,197,041 | -32,409 | $138K | +1.2% | 0.10% | ABS-MBS |
| 444 | Nationstar Mortgage Holdings Inc. | COOP | Jul 2023 | 147,000 | — | $138K | +3.8% | 0.10% | DBT |
| 445 | VICI Properties LP / VICI Note Co Inc | VICI | Jul 2023 | 155,000 | — | $138K | +0.5% | 0.10% | DBT |
| 446 | Netflix Inc. | NFLX | Jul 2023 | 135,000 | -265,000 | $138K | -66.6% | 0.10% | DBT |
| 447 | MasTec Inc. | MTZ | Jul 2023 | 147,000 | — | $137K | +0.5% | 0.10% | DBT |
| 448 | Georgia Power Company | SO | Jul 2023 | 144,000 | — | $137K | -3.4% | 0.10% | DBT |
| 449 | Century Communities Inc. | CCS | Jul 2023 | 157,000 | — | $137K | +0.4% | 0.10% | DBT |
| 450 | VICI Properties LP / VICI Note Co Inc | VICI | Jul 2023 | 151,000 | — | $137K | +2.3% | 0.10% | DBT |
| 451 | United Rentals (North America) Inc. | URI | Jul 2023 | 146,000 | — | $136K | +0.5% | 0.10% | DBT |
| 452 | T-Mobile USA Inc. | TMUS | Apr 2024 | 135,000 | New | $135K | — | 0.10% | DBT |
| 453 | Vodafone Group Public Limited Company | VOD | Jul 2023 | 143,000 | — | $134K | -3.6% | 0.10% | DBT |
| 454 | FREDDIE MAC POOL FR 08/52 FIXED 4.5 | FR | Jul 2023 | 143,489 | -6,286 | $134K | -7.4% | 0.10% | ABS-MBS |
| 455 | Builders FirstSource Inc. | BLDR | Jul 2023 | 135,000 | — | $134K | -0.5% | 0.10% | DBT |
| 456 | Fannie Mae Pool | FN | Jul 2023 | 146,625 | -15,987 | $134K | -13.3% | 0.10% | ABS-MBS |
| 457 | SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A | SUNBD | Jul 2023 | 147,438 | -25,237 | $133K | -8.0% | 0.10% | ABS-O |
| 458 | Athene Holding Ltd. | ATH | Apr 2024 | 135,000 | New | $132K | — | 0.10% | DBT |
| 459 | Sasol Financing USA LLC | SASOL | Jul 2023 | 158,000 | — | $131K | +0.9% | 0.10% | DBT |
| 460 | CIMIC Finance (USA) Pty. Ltd. | CIMAU | Apr 2024 | 133,000 | New | $131K | — | 0.10% | DBT |
| 461 | Continental Resources Inc. | CLR | Jul 2023 | 162,000 | — | $131K | +1.8% | 0.10% | DBT |
| 462 | Occidental Petroleum Corporation | OXY | Jul 2023 | 126,000 | — | $130K | -2.8% | 0.10% | DBT |
| 463 | Golden State Tobacco Securitization Corporation | GLDGEN | Jul 2023 | 176,000 | — | $127K | -1.3% | 0.09% | DBT |
| 464 | AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust | AER | Apr 2024 | 150,000 | New | $125K | — | 0.09% | DBT |
| 465 | GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A | GMREV | Apr 2024 | 127,000 | New | $125K | — | 0.09% | ABS-O |
| 466 | The Williams Companies Inc. | WMB | Jul 2023 | 133,000 | -80,000 | $124K | -38.8% | 0.09% | DBT |
| 467 | Kraft Heinz Foods Company | KHC | Jul 2023 | 139,000 | — | $124K | -4.6% | 0.09% | DBT |
| 468 | MandT Bank Corporation | MTB | Jul 2023 | 141,000 | — | $124K | +4.6% | 0.09% | DBT |
| 469 | Zayo Group Holdings Inc. | ZAYO | Apr 2024 | 153,000 | New | $122K | — | 0.09% | DBT |
| 470 | Iron Mountain Incorporated | IRM | Jul 2023 | 130,000 | — | $121K | +2.7% | 0.09% | DBT |
| 471 | Parkland Corporation | PKICN | Jul 2023 | 133,000 | — | $121K | +2.7% | 0.09% | DBT |
| 472 | Government National Mortgage Association | GNR | Jul 2023 | 2,468,140 | -41,519 | $120K | -8.1% | 0.09% | ABS-MBS |
| 473 | Parkland Corporation | PKICN | Jul 2023 | 132,000 | +2,000 | $119K | +4.6% | 0.09% | DBT |
| 474 | Petroleos Mexicanos | PEMEX | Jul 2023 | 123,000 | — | $119K | +5.8% | 0.09% | DBT |
| 475 | Micron Technology Inc. | MU | Jul 2023 | 123,000 | -344,000 | $119K | -73.5% | 0.09% | DBT |
| 476 | Mauser Packaging Solutions Holding Company | BWY | Apr 2024 | 116,000 | New | $118K | — | 0.09% | DBT |
| 477 | Civitas Resources Inc. | CIVI | Apr 2024 | 111,000 | New | $118K | — | 0.09% | DBT |
| 478 | Energean Israel Finance Ltd | ENOIGA | Jul 2023 | 138,000 | — | $117K | -2.6% | 0.09% | DBT |
| 479 | American Airlines 2017-1 Class A Pass Through Trust | AAL | Jul 2023 | 129,188 | -9,262 | $117K | -2.8% | 0.09% | DBT |
| 480 | NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A | USRE | Jul 2023 | 139,000 | — | $117K | +1.1% | 0.09% | ABS-O |
| 481 | FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5 | FG | Jul 2023 | 131,584 | -8,247 | $117K | -9.9% | 0.09% | ABS-MBS |
| 482 | Star Parent Inc. | SYNH | Apr 2024 | 111,000 | New | $116K | — | 0.09% | DBT |
| 483 | BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2 | BMARK | Jul 2023 | 120,152 | -1,931 | $115K | -2.0% | 0.08% | ABS-MBS |
| 484 | Total Play Telecomunicaciones S.A. de C.V. | TOTALP | Jul 2023 | 216,000 | — | $115K | -6.9% | 0.08% | DBT |
| 485 | Government National Mortgage Association | GNR | Jul 2023 | 1,842,491 | -43,277 | $113K | +0.8% | 0.08% | ABS-MBS |
| 486 | Government National Mortgage Association | GNR | Jul 2023 | 1,757,590 | -25,234 | $113K | -1.1% | 0.08% | ABS-MBS |
| 487 | Tapestry Inc. | TPR | Apr 2024 | 108,000 | New | $113K | — | 0.08% | DBT |
| 488 | AdaptHealth LLC | ADAHEA | Jul 2023 | 132,000 | — | $112K | +2.9% | 0.08% | DBT |
| 489 | NiSource Inc. | NI | Apr 2024 | 115,000 | New | $112K | — | 0.08% | DBT |
| 490 | NRG Energy Inc. | NRG | Jul 2023 | 132,000 | — | $112K | +7.9% | 0.08% | DBT |
| 491 | Corebridge Financial Inc. | CRBG | Jul 2023 | 112,000 | — | $111K | +1.4% | 0.08% | DBT |
| 492 | JPMorgan Chase and Co. | JPM | Apr 2024 | 115,000 | New | $110K | — | 0.08% | DBT |
| 493 | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A | TPMT | Jul 2023 | 117,437 | -13,329 | $110K | -10.0% | 0.08% | ABS-MBS |
| 494 | Rocket Software Inc. | ROCSOF | Apr 2024 | 109,000 | New | $109K | — | 0.08% | DBT |
| 495 | ONEOK Inc. | OKE | Apr 2024 | 109,000 | New | $109K | — | 0.08% | DBT |
| 496 | GLP Capital L.P. / GLP Financing II Inc. | GLPI | Jul 2023 | 121,000 | — | $108K | +2.7% | 0.08% | DBT |
| 497 | Hyundai Capital America | HYNMTR | Apr 2024 | 109,000 | New | $107K | — | 0.08% | DBT |
| 498 | Paramount Global | PARA | Apr 2024 | 161,000 | New | $107K | — | 0.08% | DBT |
| 499 | Varex Imaging Corporation | VREX | Jul 2023 | 104,000 | — | $106K | +1.9% | 0.08% | DBT |
| 500 | Government National Mortgage Association | GNR | Jul 2023 | 1,637,361 | -27,208 | $106K | -7.1% | 0.08% | ABS-MBS |
| 501 | Kohl's Corporation | KSS | Apr 2024 | 128,000 | New | $106K | — | 0.08% | DBT |
| 502 | CCM Merger Inc. | MOTOR | Jul 2023 | 105,000 | — | $105K | +2.4% | 0.08% | DBT |
| 503 | Cheniere Energy Inc. | LNG | Apr 2024 | 107,000 | New | $105K | — | 0.08% | DBT |
| 504 | Consensus Cloud Solutions Inc. | CCSI | Jul 2023 | 119,000 | — | $104K | +1.2% | 0.08% | DBT |
| 505 | Venture Global Calcasieu Pass LLC | VENTGL | Jul 2023 | 119,000 | — | $104K | +2.9% | 0.08% | DBT |
| 506 | BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5 | BRPCN | Jul 2023 | 117,000 | — | $104K | +6.7% | 0.08% | DBT |
| 507 | Fannie Mae Pool | FN | Jul 2023 | 110,989 | -5,684 | $103K | -8.1% | 0.08% | ABS-MBS |
| 508 | NextEra Energy Operating Partners LP | NEP | Jul 2023 | 110,000 | — | $102K | -0.5% | 0.08% | DBT |
| 509 | SERVPRO MASTER ISSUER LLC SPRO 2024 1A A2 144A | SPRO | Apr 2024 | 103,740 | New | $102K | — | 0.08% | ABS-O |
| 510 | VICI Properties L.P. | VICI | Jul 2023 | 109,000 | +47,000 | $101K | +73.6% | 0.07% | DBT |
| 511 | Telephone and Data Systems Inc. | TDS | Jul 2023 | 5,825 | — | $101K | +12.5% | 0.07% | EP |
| 512 | OneMain Finance Corporation | OMF | Jul 2023 | 96,000 | — | $101K | +3.2% | 0.07% | DBT |
| 513 | United States Treasury Note/Bond | T | Apr 2024 | 102,000 | New | $100K | — | 0.07% | DBT |
| 514 | CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023 3 A4 | CARMX | Apr 2024 | 100,000 | New | $99K | — | 0.07% | ABS-O |
| 515 | Caesars Entertainment Inc. | CZR | Apr 2024 | 99,000 | New | $98K | — | 0.07% | DBT |
| 516 | SBA Tower Trust | SBATOW | Jul 2023 | 96,000 | — | $97K | +0.1% | 0.07% | DBT |
| 517 | Macy's Retail Holdings LLC | M | Jul 2023 | 101,000 | +12,000 | $97K | +17.8% | 0.07% | DBT |
| 518 | Group 1 Automotive Inc. | GPI | Jul 2023 | 107,000 | — | $97K | +2.7% | 0.07% | DBT |
| 519 | J.B. Poindexter and Co. Inc. | JBPOIN | Apr 2024 | 95,000 | New | $97K | — | 0.07% | DBT |
| 520 | Owens-Brockway Glass Container Inc. | OI | Jul 2023 | 97,000 | — | $97K | +0.5% | 0.07% | DBT |
| 521 | Arsenal AIC Parent LLC | ARNC | Jul 2023 | 92,000 | — | $96K | +2.1% | 0.07% | DBT |
| 522 | Vistra Operations Company LLC | VST | Apr 2024 | 96,000 | New | $96K | — | 0.07% | DBT |
| 523 | Full House Resorts Inc. | FLL | Jul 2023 | 100,000 | — | $95K | +3.5% | 0.07% | DBT |
| 524 | Vital Energy Inc. | VTLE | Apr 2024 | 94,000 | New | $95K | — | 0.07% | DBT |
| 525 | Brunswick Corporation | BC | Apr 2024 | 95,000 | New | $94K | — | 0.07% | DBT |
| 526 | AMERICAN AIRLINES 2014-1 CLASS PASS THRU CE 04/28 3.7 | AAL | Apr 2024 | 97,994 | New | $93K | — | 0.07% | DBT |
| 527 | GLP Capital L.P. / GLP Financing II Inc. | GLPI | Apr 2024 | 90,000 | New | $92K | — | 0.07% | DBT |
| 528 | American Electric Power Company Inc. | AEP | Apr 2024 | 94,000 | New | $92K | — | 0.07% | DBT |
| 529 | Netflix Inc. | NFLX | Jul 2023 | 92,000 | — | $92K | -0.4% | 0.07% | DBT |
| 530 | The Boeing Company | BA | Apr 2024 | 91,000 | New | $91K | — | 0.07% | DBT |
| 531 | Fannie Mae Pool | FN | Jul 2023 | 101,272 | -7,388 | $91K | -10.6% | 0.07% | ABS-MBS |
| 532 | DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8 | DEATIR | Jul 2023 | 92,000 | — | $91K | +7.0% | 0.07% | DBT |
| 533 | Government National Mortgage Association | GNR | Jul 2023 | 1,482,988 | -22,659 | $89K | -7.5% | 0.07% | ABS-MBS |
| 534 | WMG Acquisition Corp. | WMG | Jul 2023 | 102,000 | -112,000 | $89K | -52.5% | 0.07% | DBT |
| 535 | UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6 | UAL | Jul 2023 | 91,580 | -17,832 | $88K | -14.2% | 0.06% | DBT |
| 536 | Southwestern Energy Company | SWN | Jul 2023 | 98,000 | — | $88K | +1.4% | 0.06% | DBT |
| 537 | Willis Engine Structured Trust V | WESTF | Jul 2023 | 95,876 | -4,711 | $88K | +3.4% | 0.06% | ABS-O |
| 538 | Beacon Roofing Supply Inc. | BECN | Jul 2023 | 98,000 | -53,000 | $88K | -34.4% | 0.06% | DBT |
| 539 | Columbia Pipelines Operating Company LLC | CPGX | Apr 2024 | 87,000 | New | $87K | — | 0.06% | DBT |
| 540 | Macy's Retail Holdings LLC | M | Jul 2023 | 91,000 | +14,000 | $87K | +24.7% | 0.06% | DBT |
| 541 | Ovintiv Inc. | OVV | Jul 2023 | 86,000 | — | $87K | -0.2% | 0.06% | DBT |
| 542 | NextEra Energy Capital Holdings Inc. | NEE | Jul 2023 | 90,000 | — | $87K | -2.0% | 0.06% | DBT |
| 543 | Ovintiv Inc. | OVV | Jul 2023 | 86,000 | — | $86K | +0.6% | 0.06% | DBT |
| 544 | BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25 | IAGLN | Jul 2023 | 93,775 | +4,038 | $86K | +4.9% | 0.06% | DBT |
| 545 | AmWINS Group Inc. | AMWINS | Apr 2024 | 86,000 | New | $85K | — | 0.06% | DBT |
| 546 | BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125 | IAGLN | Jul 2023 | 91,927 | -8,740 | $84K | -4.7% | 0.06% | DBT |
| 547 | ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A | ABDLF | Jul 2023 | 86,880 | -16,006 | $84K | -12.4% | 0.06% | ABS-O |
| 548 | Constellation Energy Generation LLC | CEG | Apr 2024 | 81,000 | New | $83K | — | 0.06% | DBT |
| 549 | Travel + Leisure Co. | TNL | Jul 2023 | 91,000 | -54,000 | $81K | -35.1% | 0.06% | DBT |
| 550 | Block Inc. | SQ | Jul 2023 | 96,000 | — | $81K | +0.9% | 0.06% | DBT |
| 551 | Endo Finance Holdings Inc. | ENDP | Apr 2024 | 81,000 | New | $81K | — | 0.06% | LON |
| 552 | Jack in the Box Funding LLC | JACK | Jul 2023 | 81,480 | -14,315 | $76K | -11.3% | 0.06% | ABS-O |
| 553 | Owens-Brockway Glass Container Inc. | OI | Jul 2023 | 76,000 | — | $76K | -1.4% | 0.06% | DBT |
| 554 | Vistra Corp. | VST | Apr 2024 | 74,000 | New | $75K | — | 0.05% | DBT |
| 555 | Nationstar Mortgage Holdings Inc. | COOP | Jul 2023 | 75,000 | — | $73K | +2.5% | 0.05% | DBT |
| 556 | Jacobs Entertainment Inc. | JACENT | Jul 2023 | 77,000 | — | $73K | +4.1% | 0.05% | DBT |
| 557 | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85 | AAL | Jul 2023 | 78,572 | -12,180 | $72K | -8.4% | 0.05% | DBT |
| 558 | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A | DNFRA | Jul 2023 | 80,000 | — | $71K | +1.9% | 0.05% | ABS-O |
| 559 | Lithia Motors Inc. | LAD | Jul 2023 | 80,000 | — | $71K | +2.6% | 0.05% | DBT |
| 560 | Energean Israel Finance Ltd | ENOIGA | Jul 2023 | 79,000 | — | $70K | -2.2% | 0.05% | DBT |
| 561 | Lithia Motors Inc. | LAD | Jul 2023 | 80,000 | — | $70K | +1.9% | 0.05% | DBT |
| 562 | AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A | AQFIT | Jul 2023 | 78,152 | -19,006 | $70K | -19.0% | 0.05% | ABS-O |
| 563 | EQM Midstream Partners LP | EQM | Apr 2024 | 70,000 | New | $69K | — | 0.05% | DBT |
| 564 | Government National Mortgage Association | GNR | Jul 2023 | 1,196,756 | -20,044 | $68K | -1.4% | 0.05% | ABS-MBS |
| 565 | BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A | BAMLL | Jul 2023 | 175,000 | — | $67K | +17.2% | 0.05% | ABS-MBS |
| 566 | Government National Mortgage Association | GNR | Jul 2023 | 1,204,823 | -38,498 | $67K | +12.1% | 0.05% | ABS-MBS |
| 567 | Centene Corporation | CNC | Jul 2023 | 70,000 | — | $66K | +0.1% | 0.05% | DBT |
| 568 | Antero Resources Corporation | AR | Jul 2023 | 69,000 | — | $66K | +2.0% | 0.05% | DBT |
| 569 | Government National Mortgage Association | GNR | Jul 2023 | 2,020,741 | -30,690 | $65K | +0.8% | 0.05% | ABS-MBS |
| 570 | Nationstar Mortgage Holdings Inc. | COOP | Jul 2023 | 71,000 | — | $64K | +6.6% | 0.05% | DBT |
| 571 | Paramount Global | PARA | Apr 2024 | 78,000 | New | $64K | — | 0.05% | DBT |
| 572 | Venture Global Calcasieu Pass LLC | VENTGL | Jul 2023 | 72,000 | — | $64K | +2.0% | 0.05% | DBT |
| 573 | Algonquin Power and Utilities Corp. | AQNCN | Jul 2023 | 2,950 | -3,300 | $63K | -65.9% | 0.05% | EP |
| 574 | Taseko Mines Limited | TKOCN | Apr 2024 | 62,000 | New | $63K | — | 0.05% | DBT |
| 575 | Government National Mortgage Association | GNR | Jul 2023 | 1,067,829 | -15,570 | $63K | +2.2% | 0.05% | ABS-MBS |
| 576 | AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 3.575 | AAL | Jul 2023 | 65,601 | -2,422 | $61K | -1.6% | 0.05% | DBT |
| 577 | United Airlines Inc. | UAL | Jul 2023 | 64,000 | +11,000 | $59K | +23.0% | 0.04% | DBT |
| 578 | Leviathan Bond Ltd. | LVIATH | Jul 2023 | 64,000 | — | $57K | -5.1% | 0.04% | DBT |
| 579 | COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA | COMM | Jul 2023 | 3,783,430 | -13,241 | $57K | -12.9% | 0.04% | ABS-MBS |
| 580 | AAR Escrow Issuer LLC | AIR | Apr 2024 | 56,000 | New | $56K | — | 0.04% | DBT |
| 581 | BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375 | IAGLN | Jul 2023 | 54,609 | -7,708 | $56K | -10.0% | 0.04% | DBT |
| 582 | Alcoa Nederland Holding B.V. | AA | Apr 2024 | 55,000 | New | $56K | — | 0.04% | DBT |
| 583 | Match Group Holdings II LLC | MTCHII | Jul 2023 | 67,000 | — | $55K | +0.3% | 0.04% | DBT |
| 584 | NiSource Inc. | NI | Jul 2023 | 55,000 | — | $54K | -1.3% | 0.04% | DBT |
| 585 | SUMMIT MATERIALS LLC / SUMMIT COMPANY GUAR 144A 01/31 7.25 | SUMMAT | Apr 2024 | 52,000 | New | $53K | — | 0.04% | DBT |
| 586 | Hess Midstream Operations LP | HESM | Jul 2023 | 59,000 | — | $53K | +2.8% | 0.04% | DBT |
| 587 | GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 01/32 8.25 | GLP | Apr 2024 | 51,000 | New | $52K | — | 0.04% | DBT |
| 588 | Standard Industries Inc. | BMCAUS | Jul 2023 | 54,000 | — | $52K | +0.6% | 0.04% | DBT |
| 589 | Government National Mortgage Association | GNR | Jul 2023 | 1,545,787 | -86,859 | $52K | -11.0% | 0.04% | ABS-MBS |
| 590 | Qorvo Inc. | QRVO | Apr 2024 | 56,000 | New | $52K | — | 0.04% | DBT |
| 591 | Government National Mortgage Association | GNR | Jul 2023 | 911,871 | -12,877 | $51K | +4.6% | 0.04% | ABS-MBS |
| 592 | Ingersoll Rand Inc. | IR | Apr 2024 | 51,000 | New | $51K | — | 0.04% | DBT |
| 593 | Government National Mortgage Association | GNR | Jul 2023 | 783,953 | -6,849 | $50K | -7.3% | 0.04% | ABS-MBS |
| 594 | Asbury Automotive Group Inc. | ABG | Jul 2023 | 55,000 | +17,000 | $50K | +47.9% | 0.04% | DBT |
| 595 | Royal Caribbean Cruises Ltd. | RCL | Apr 2024 | 50,000 | New | $49K | — | 0.04% | DBT |
| 596 | Amer Sports Company | AS | Apr 2024 | 50,000 | New | $49K | — | 0.04% | DBT |
| 597 | Iron Mountain Information Management Services Inc. | IRM | Jul 2023 | 54,000 | — | $48K | +2.4% | 0.04% | DBT |
| 598 | Government National Mortgage Association | GNR | Jul 2023 | 1,027,354 | -43,509 | $48K | -7.1% | 0.04% | ABS-MBS |
| 599 | FirstEnergy Corp. | FE | Jul 2023 | 72,000 | +3,000 | $46K | -2.0% | 0.03% | DBT |
| 600 | Government National Mortgage Association | GNR | Apr 2024 | 513,898 | New | $46K | — | 0.03% | ABS-MBS |
| 601 | Monongahela Power Company | FE | Apr 2024 | 50,000 | New | $45K | — | 0.03% | DBT |
| 602 | TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625 | TELSAT | Jul 2023 | 93,000 | — | $45K | -19.0% | 0.03% | DBT |
| 603 | Ovintiv Inc. | OVV | Jul 2023 | 41,000 | — | $44K | -0.1% | 0.03% | DBT |
| 604 | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/30 5.5 | JBSSBZ | Apr 2024 | 45,000 | New | $43K | — | 0.03% | DBT |
| 605 | Artera Services LLC | POWBUY | Apr 2024 | 41,000 | New | $42K | — | 0.03% | DBT |
| 606 | Government National Mortgage Association | GNR | Jul 2023 | 1,163,198 | -21,280 | $42K | -9.2% | 0.03% | ABS-MBS |
| 607 | Government National Mortgage Association | GNR | Jul 2023 | 685,253 | -16,646 | $42K | -3.9% | 0.03% | ABS-MBS |
| 608 | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 12/28 8.25 | ASCRES | Apr 2024 | 40,000 | New | $41K | — | 0.03% | DBT |
| 609 | Endo Finance Holdings Inc. | ENDP | Apr 2024 | 39,000 | New | $40K | — | 0.03% | DBT |
| 610 | Government National Mortgage Association | GNR | Jul 2023 | 650,534 | -8,659 | $39K | -5.6% | 0.03% | ABS-MBS |
| 611 | HarborView Mortgage Loan Trust 2007-3 | HVMLT | Jul 2023 | 2,269,789 | -119,899 | $39K | +54.5% | 0.03% | ABS-MBS |
| 612 | Lithia Motors Inc. | LAD | Jul 2023 | 40,000 | — | $38K | +1.8% | 0.03% | DBT |
| 613 | Government National Mortgage Association | GNR | Jul 2023 | 1,178,812 | -19,665 | $36K | +2.7% | 0.03% | ABS-MBS |
| 614 | Starwood Property Trust Inc. | STWD | Apr 2024 | 36,000 | New | $36K | — | 0.03% | DBT |
| 615 | Government National Mortgage Association | GNR | Jul 2023 | 956,078 | -43,545 | $35K | +3.0% | 0.03% | ABS-MBS |
| 616 | Kyndryl Holdings Inc. | KD | Apr 2024 | 35,000 | New | $35K | — | 0.03% | DBT |
| 617 | Fiesta Purchaser Inc. | SHEARE | Apr 2024 | 34,000 | New | $35K | — | 0.03% | DBT |
| 618 | Government National Mortgage Association | GNR | Jul 2023 | 575,307 | -19,164 | $33K | -0.1% | 0.02% | ABS-MBS |
| 619 | EQM Midstream Partners LP | EQM | Jul 2023 | 32,000 | — | $33K | +0.4% | 0.02% | DBT |
| 620 | NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A | NZES | Jul 2023 | 34,526 | -21,367 | $32K | -35.1% | 0.02% | ABS-O |
| 621 | HarborView Mortgage Loan Trust 2007-6 | HVMLT | Jul 2023 | 2,414,838 | -145,613 | $31K | -2.6% | 0.02% | ABS-MBS |
| 622 | Government National Mortgage Association | GNR | Jul 2023 | 1,275,966 | -21,937 | $31K | -2.1% | 0.02% | ABS-MBS |
| 623 | Talos Production Inc. | TALO | Apr 2024 | 28,000 | New | $30K | — | 0.02% | DBT |
| 624 | HarborView Mortgage Loan Trust 2007-4 | HVMLT | Jul 2023 | 2,231,192 | -255,790 | $30K | -8.8% | 0.02% | ABS-MBS |
| 625 | ESAB Corporation | ESAB | Apr 2024 | 29,000 | New | $29K | — | 0.02% | DBT |
| 626 | American Airlines 2016-3 Class A Pass Through Trust | AAL | Jul 2023 | 31,091 | -2,354 | $28K | -3.2% | 0.02% | DBT |
| 627 | Government National Mortgage Association | GNR | Jul 2023 | 618,458 | -54,400 | $27K | -8.0% | 0.02% | ABS-MBS |
| 628 | Government National Mortgage Association | GNR | Jul 2023 | 629,453 | -24,280 | $27K | +4.5% | 0.02% | ABS-MBS |
| 629 | Hess Midstream Operations LP | HESM | Jul 2023 | 25,000 | — | $24K | +1.7% | 0.02% | DBT |
| 630 | Government National Mortgage Association | GNR | Jul 2023 | 605,827 | -207,443 | $24K | -25.8% | 0.02% | ABS-MBS |
| 631 | Talos Production Inc. | TALO | Apr 2024 | 22,000 | New | $23K | — | 0.02% | DBT |
| 632 | Government National Mortgage Association | GNR | Jul 2023 | 1,125,587 | -19,453 | $22K | -12.5% | 0.02% | ABS-MBS |
| 633 | Government National Mortgage Association | GNR | Jul 2023 | 633,688 | -106,812 | $22K | -0.9% | 0.02% | ABS-MBS |
| 634 | ALTERA INFRA/TEEKAY OFC EQUITY | N/A | Jul 2023 | 743 | New | $21K | — | 0.02% | EC |
| 635 | EQM Midstream Partners LP | EQM | Jul 2023 | 18,000 | — | $19K | +1.7% | 0.01% | DBT |
| 636 | ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8 | ALK | Jul 2023 | 16,821 | -96,284 | $17K | -85.0% | 0.01% | DBT |
| 637 | Government National Mortgage Association | GNR | Jul 2023 | 567,257 | -9,731 | $17K | -9.6% | 0.01% | ABS-MBS |
| 638 | Government National Mortgage Association | GNR | Jul 2023 | 254,112 | -2,371 | $15K | -6.9% | 0.01% | ABS-MBS |
| 639 | Government National Mortgage Association | GNR | Jul 2023 | 414,320 | -213,942 | $15K | -32.3% | 0.01% | ABS-MBS |
| 640 | Government National Mortgage Association | GNR | Jul 2023 | 356,696 | -6,802 | $13K | +3.8% | 0.01% | ABS-MBS |
| 641 | United States Treasury Note/Bond | T | Apr 2024 | 13,000 | New | $13K | — | 0.01% | DBT |
| 642 | Government National Mortgage Association | GNR | Jul 2023 | 751,020 | -11,661 | $11K | -13.5% | 0.01% | ABS-MBS |
| 643 | ContiMortgage Home Equity Loan Trust 1995-2 | CONHE | Jul 2023 | 14,735 | -268 | $7K | -53.9% | 0.00% | ABS-MBS |
| 644 | Government National Mortgage Association | GNR | Jul 2023 | 430,019 | -15,649 | $7K | -2.4% | 0.00% | ABS-MBS |
| ✕ | United States Treasury Note/Bond | 91282CHK0 | — | 10,939,000 | Exited | $10.9M | — | — | — |
| ✕ | Fannie Mae Pool | 3140QBPA0 | — | 1,813,338 | Exited | $1.6M | — | — | — |
| ✕ | Fannie Mae Pool | 3140XFNV9 | — | 1,803,867 | Exited | $1.6M | — | — | — |
| ✕ | FREDDIE MAC POOL FR 06/50 FIXED 3 | 3133KJGH9 | — | 1,718,405 | Exited | $1.5M | — | — | — |
| ✕ | United States Treasury Note/Bond | 91282CHC8 | — | 1,204,000 | Exited | $1.1M | — | — | — |
| ✕ | United States Treasury Note/Bond | 912810SE9 | — | 1,210,000 | Exited | $1.1M | — | — | — |
| ✕ | AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust | 00774MAE5 | — | 1,137,000 | Exited | $1.1M | — | — | — |
| ✕ | The Walt Disney Company | 254687CT1 | — | 1,020,000 | Exited | $1.0M | — | — | — |
| ✕ | FREDDIE MAC POOL FR 12/49 FIXED 3 | 3133KHB54 | — | 1,107,265 | Exited | $1.0M | — | — | — |
| ✕ | United States Treasury Note/Bond | 912810TN8 | — | 1,016,000 | Exited | $0.9M | — | — | — |
| ✕ | Fannie Mae Pool | 3138EKF34 | — | 930,129 | Exited | $0.8M | — | — | — |
| ✕ | FREDDIE MAC POOL FR 10/49 FIXED 3 | 3132DMDD4 | — | 805,695 | Exited | $0.7M | — | — | — |
| ✕ | Fannie Mae Pool | 3140XLJC3 | — | 743,912 | Exited | $0.7M | — | — | — |
| ✕ | General Motors Financial Company Inc. | 37045XCY0 | — | 762,000 | Exited | $0.7M | — | — | — |
| ✕ | BOEING CO/THE SR UNSECURED 05/30 5.15 | 097023CY9 | — | 651,000 | Exited | $0.6M | — | — | — |
| ✕ | American Tower Corporation | 03027XAW0 | — | 671,000 | Exited | $0.6M | — | — | — |
| ✕ | Wells Fargo and Company | 95000U2U6 | — | 690,000 | Exited | $0.6M | — | — | — |
| ✕ | Santander Holdings USA Inc. | 80282KBB1 | — | 585,000 | Exited | $0.6M | — | — | — |
| ✕ | Santander Holdings USA Inc. | 80282KAZ9 | — | 600,000 | Exited | $0.6M | — | — | — |
| ✕ | HCA Inc. | 404119BT5 | — | 550,000 | Exited | $0.5M | — | — | — |
| ✕ | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/29 4.375 | 80413TAK5 | — | 534,000 | Exited | $0.5M | — | — | — |
| ✕ | Ares Capital Corporation | 04010LAZ6 | — | 539,000 | Exited | $0.5M | — | — | — |
| ✕ | Citigroup Inc. | 172967KJ9 | — | 509,000 | Exited | $0.5M | — | — | — |
| ✕ | The Boeing Company | 097023CU7 | — | 480,000 | Exited | $0.5M | — | — | — |
| ✕ | DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/26 4.9 | 24703TAE6 | — | 480,000 | Exited | $0.5M | — | — | — |
| ✕ | ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A | 01627AAA6 | — | 535,000 | Exited | $0.5M | — | — | — |
| ✕ | Lloyds Banking Group plc | 53944YAF0 | — | 449,000 | Exited | $0.4M | — | — | — |
| ✕ | Taco Bell Funding LLC | 87342RAG9 | — | 498,410 | Exited | $0.4M | — | — | — |
| ✕ | TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A | 89680HAA0 | — | 488,144 | Exited | $0.4M | — | — | — |
| ✕ | Citigroup Inc. | 172967KY6 | — | 449,000 | Exited | $0.4M | — | — | — |
| ✕ | Credit Agricole S.A. | 225313AM7 | — | 486,000 | Exited | $0.4M | — | — | — |
| ✕ | AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust | 00774MAW5 | — | 465,000 | Exited | $0.4M | — | — | — |
| ✕ | NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A | 643821AA9 | — | 461,000 | Exited | $0.4M | — | — | — |
| ✕ | 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. | 68245XAM1 | — | 454,000 | Exited | $0.4M | — | — | — |
| ✕ | Citizens Financial Group Inc. | 174610AT2 | — | 448,000 | Exited | $0.4M | — | — | — |
| ✕ | NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875 | 62954HAZ1 | — | 372,000 | Exited | $0.4M | — | — | — |
| ✕ | Charter Communications Operating LLC/Charter Communications Operating Capital C | 161175BT0 | — | 460,000 | Exited | $0.3M | — | — | — |
| ✕ | CoStar Group Inc. | 22160NAA7 | — | 412,000 | Exited | $0.3M | — | — | — |
| ✕ | The PNC Financial Services Group Inc. | 693475AK1 | — | 340,000 | Exited | $0.3M | — | — | — |
| ✕ | Broadcom Inc. | 11135FBK6 | — | 408,000 | Exited | $0.3M | — | — | — |
| ✕ | The PNC Financial Services Group Inc. | 693475BC8 | — | 438,000 | Exited | $0.3M | — | — | — |
| ✕ | JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 04/33 5.75 | 46590XAH9 | — | 348,000 | Exited | $0.3M | — | — | — |
| ✕ | Arbys Funding LLC | 038779AB0 | — | 378,300 | Exited | $0.3M | — | — | — |
| ✕ | Charter Communications Operating LLC/Charter Communications Operating Capital C | 161175BA1 | — | 355,000 | Exited | $0.3M | — | — | — |
| ✕ | Vantage Data Centers Issuer LLC | 92212KAB2 | — | 366,000 | Exited | $0.3M | — | — | — |
| ✕ | CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A | 12530MAA3 | — | 365,178 | Exited | $0.3M | — | — | — |
| ✕ | CLI Funding VI LLC | 12563LAN7 | — | 368,420 | Exited | $0.3M | — | — | — |
| ✕ | CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A | 12530MAE5 | — | 363,785 | Exited | $0.3M | — | — | — |
| ✕ | General Motors Company | 37045VAY6 | — | 314,000 | Exited | $0.3M | — | — | — |
| ✕ | QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103 | 74727PAY7 | — | 309,000 | Exited | $0.3M | — | — | — |
| ✕ | Ford Motor Credit Company LLC | 345397A86 | — | 329,000 | Exited | $0.3M | — | — | — |
| ✕ | Expedia Group Inc. | 30212PBK0 | — | 310,000 | Exited | $0.3M | — | — | — |
| ✕ | Bank of America Corporation | 06051GGA1 | — | 310,000 | Exited | $0.3M | — | — | — |
| ✕ | T-Mobile USA Inc. | 87264ADB8 | — | 283,000 | Exited | $0.3M | — | — | — |
| ✕ | Marriott International Inc. | 571903BE2 | — | 300,000 | Exited | $0.3M | — | — | — |
| ✕ | FREDDIE MAC GOLD POOL FG 03/43 FIXED 3 | 3132J7YK2 | — | 312,719 | Exited | $0.3M | — | — | — |
| ✕ | CLI Funding VIII LLC | 12565KAA5 | — | 330,992 | Exited | $0.3M | — | — | — |
| ✕ | ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7 | 03522AAH3 | — | 290,000 | Exited | $0.3M | — | — | — |
| ✕ | Morgan Stanley | 61747YFF7 | — | 280,000 | Exited | $0.3M | — | — | — |
| ✕ | FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A | 33852DAB7 | — | 348,473 | Exited | $0.3M | — | — | — |
| ✕ | Driven Brands Funding LLC | 26209XAD3 | — | 329,138 | Exited | $0.3M | — | — | — |
| ✕ | Host Hotels and Resorts L.P. | 44107TAY2 | — | 311,000 | Exited | $0.3M | — | — | — |
| ✕ | Danske Bank A/S | 23636ABF7 | — | 265,000 | Exited | $0.3M | — | — | — |
| ✕ | Jack in the Box Funding LLC | 466365AD5 | — | 296,400 | Exited | $0.3M | — | — | — |
| ✕ | Nissan Motor Acceptance Corporation | 65480CAC9 | — | 300,000 | Exited | $0.3M | — | — | — |
| ✕ | Deutsche Bank Aktiengesellschaft | 25160PAG2 | — | 339,000 | Exited | $0.3M | — | — | — |
| ✕ | Aker BP ASA | 55037AAB4 | — | 298,000 | Exited | $0.2M | — | — | — |
| ✕ | Wendy's Funding LLC | 95058XAK4 | — | 290,080 | Exited | $0.2M | — | — | — |
| ✕ | Driven Brands Funding LLC | 26209XAC5 | — | 273,000 | Exited | $0.2M | — | — | — |
| ✕ | DaVita Inc. | 23918KAT5 | — | 292,000 | Exited | $0.2M | — | — | — |
| ✕ | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A | 33767WAG8 | — | 264,000 | Exited | $0.2M | — | — | — |
| ✕ | TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A | 89680HAE2 | — | 270,162 | Exited | $0.2M | — | — | — |
| ✕ | Total Play Telecomunicaciones S.A. de C.V. | 89157FAA8 | — | 333,000 | Exited | $0.2M | — | — | — |
| ✕ | GLP Capital L.P. / GLP Financing II Inc. | 361841AH2 | — | 231,000 | Exited | $0.2M | — | — | — |
| ✕ | BPCE | 05578QAD5 | — | 235,000 | Exited | $0.2M | — | — | — |
| ✕ | United States Treasury Note/Bond | 912810TS7 | — | 235,000 | Exited | $0.2M | — | — | — |
| ✕ | Universal Health Services Inc. | 913903AW0 | — | 275,000 | Exited | $0.2M | — | — | — |
| ✕ | AmerisourceBergen Corporation | 03073EAR6 | — | 257,000 | Exited | $0.2M | — | — | — |
| ✕ | United Airlines 2016-1 Class B Pass Through Trust | 90933HAA3 | — | 244,368 | Exited | $0.2M | — | — | — |
| ✕ | Fannie Mae Pool | 3140X5CA9 | — | 250,152 | Exited | $0.2M | — | — | — |
| ✕ | Domino's Pizza Master Issuer LLC | 25755TAN0 | — | 260,992 | Exited | $0.2M | — | — | — |
| ✕ | Fannie Mae Pool | 3138X0Y28 | — | 244,076 | Exited | $0.2M | — | — | — |
| ✕ | Braskem Netherlands Finance B.V. | 10554TAE5 | — | 269,000 | Exited | $0.2M | — | — | — |
| ✕ | BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A | 05547HAN1 | — | 295,000 | Exited | $0.2M | — | — | — |
| ✕ | Macquarie Bank Limited | 55608XAB3 | — | 217,000 | Exited | $0.2M | — | — | — |
| ✕ | MPLX LP | 55336VAR1 | — | 223,000 | Exited | $0.2M | — | — | — |
| ✕ | STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A | 85573TAA2 | — | 245,879 | Exited | $0.2M | — | — | — |
| ✕ | Macquarie Bank Limited | 556079AC5 | — | 246,000 | Exited | $0.2M | — | — | — |
| ✕ | Vantage Data Centers LLC | 92212KAC0 | — | 239,000 | Exited | $0.2M | — | — | — |
| ✕ | American Tower Corporation | 03027XAP5 | — | 215,000 | Exited | $0.2M | — | — | — |
| ✕ | SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A | 78449RAJ4 | — | 270,000 | Exited | $0.2M | — | — | — |
| ✕ | Ares Capital Corporation | 04010LBB8 | — | 237,000 | Exited | $0.2M | — | — | — |
| ✕ | Credit Agricole S.A. | 225313AD7 | — | 200,000 | Exited | $0.2M | — | — | — |
| ✕ | GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A | 36252CAJ1 | — | 240,000 | Exited | $0.2M | — | — | — |
| ✕ | Valvoline Inc. | 92047WAG6 | — | 240,000 | Exited | $0.2M | — | — | — |
| ✕ | Centene Corporation | 15135BAW1 | — | 236,000 | Exited | $0.2M | — | — | — |
| ✕ | COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A | 20049AAB4 | — | 208,000 | Exited | $0.2M | — | — | — |
| ✕ | Blackstone Private Credit Fund | 09261HAP2 | — | 207,000 | Exited | $0.2M | — | — | — |
| ✕ | HSBC Holdings plc | 404280AT6 | — | 200,000 | Exited | $0.2M | — | — | — |
| ✕ | SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A | 83192CAB3 | — | 204,946 | Exited | $0.2M | — | — | — |
| ✕ | ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A | 98920MAA0 | — | 229,320 | Exited | $0.2M | — | — | — |
| ✕ | Sonic Capital LLC | 83546DAN8 | — | 234,618 | Exited | $0.2M | — | — | — |
| ✕ | Instituto Costarricense de Electricidad | 45777VAD9 | — | 215,000 | Exited | $0.2M | — | — | — |
| ✕ | Sabine Pass Liquefaction LLC | 785592AV8 | — | 180,000 | Exited | $0.2M | — | — | — |
| ✕ | Regal Rexnord Corporation | 758750AC7 | — | 181,000 | Exited | $0.2M | — | — | — |
| ✕ | CLI Funding VIII LLC | 12565KAE7 | — | 209,152 | Exited | $0.2M | — | — | — |
| ✕ | GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A | 36258PAA5 | — | 192,000 | Exited | $0.2M | — | — | — |
| ✕ | JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625 | 46590XAT3 | — | 207,000 | Exited | $0.2M | — | — | — |
| ✕ | YUM! Brands Inc. | 988498AL5 | — | 183,000 | Exited | $0.2M | — | — | — |
| ✕ | TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A | 89175TAA6 | — | 183,184 | Exited | $0.2M | — | — | — |
| ✕ | XHR LP | 98372MAC9 | — | 190,000 | Exited | $0.2M | — | — | — |
| ✕ | Energy Transfer LP | 29273RBK4 | — | 172,000 | Exited | $0.2M | — | — | — |
| ✕ | State Board of Administration Finance Corporation | 341271AE4 | — | 187,000 | Exited | $0.2M | — | — | — |
| ✕ | TIF FUNDING II LLC TIF 2021 1A A 144A | 872480AE8 | — | 196,919 | Exited | $0.2M | — | — | — |
| ✕ | Crown Castle Inc. | 22822VAK7 | — | 175,000 | Exited | $0.2M | — | — | — |
| ✕ | Choice Hotels International Inc. | 169905AF3 | — | 182,000 | Exited | $0.2M | — | — | — |
| ✕ | Air Lease Corporation | 00914AAJ1 | — | 171,000 | Exited | $0.2M | — | — | — |
| ✕ | Broadcom Inc. | 11135FBV2 | — | 174,000 | Exited | $0.2M | — | — | — |
| ✕ | NiSource Inc. | 65473PAJ4 | — | 174,000 | Exited | $0.2M | — | — | — |
| ✕ | CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5 | 12652HAA6 | — | 159,000 | Exited | $0.2M | — | — | — |
| ✕ | Host Hotels and Resorts L.P. | 44107TAZ9 | — | 182,000 | Exited | $0.2M | — | — | — |
| ✕ | Qorvo Inc. | 74736KAJ0 | — | 187,000 | Exited | $0.2M | — | — | — |
| ✕ | CVS Health Corporation | 126650DY3 | — | 154,000 | Exited | $0.2M | — | — | — |
| ✕ | TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A | 89179JAA4 | — | 176,956 | Exited | $0.2M | — | — | — |
| ✕ | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A | 78449VAB2 | — | 173,232 | Exited | $0.2M | — | — | — |
| ✕ | ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A | 68245HAG9 | — | 190,000 | Exited | $0.2M | — | — | — |
| ✕ | AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7 | 00908PAC1 | — | 163,386 | Exited | $0.2M | — | — | — |
| ✕ | Air Lease Corporation | 00912XAY0 | — | 164,000 | Exited | $0.2M | — | — | — |
| ✕ | Dominion Energy Inc. | 25746UDG1 | — | 169,000 | Exited | $0.2M | — | — | — |
| ✕ | The Boeing Company | 097023CD5 | — | 164,000 | Exited | $0.1M | — | — | — |
| ✕ | Micron Technology Inc. | 595112BS1 | — | 187,000 | Exited | $0.1M | — | — | — |
| ✕ | Hyatt Hotels Corporation | 448579AJ1 | — | 144,000 | Exited | $0.1M | — | — | — |
| ✕ | Sabre GLBL Inc. | 78573NAF9 | — | 161,000 | Exited | $0.1M | — | — | — |
| ✕ | PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A | 74333TAC3 | — | 165,000 | Exited | $0.1M | — | — | — |
| ✕ | AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125 | 009089AA1 | — | 150,399 | Exited | $0.1M | — | — | — |
| ✕ | UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875 | 90932VAA3 | — | 146,756 | Exited | $0.1M | — | — | — |
| ✕ | FirstEnergy Corp. | 337932AL1 | — | 165,000 | Exited | $0.1M | — | — | — |
| ✕ | Nippon Life Insurance Company | 654579AH4 | — | 165,000 | Exited | $0.1M | — | — | — |
| ✕ | Athene Holding Ltd. | 04686JAC5 | — | 162,000 | Exited | $0.1M | — | — | — |
| ✕ | Expedia Group Inc. | 30212PBH7 | — | 158,000 | Exited | $0.1M | — | — | — |
| ✕ | Enova International Inc. | 29357KAF0 | — | 135,000 | Exited | $0.1M | — | — | — |
| ✕ | Coruripe Netherlands B.V. | 22088DAA8 | — | 188,000 | Exited | $0.1M | — | — | — |
| ✕ | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A | 89178BAA2 | — | 144,314 | Exited | $0.1M | — | — | — |
| ✕ | Ares Capital Corporation | 04010LAY9 | — | 140,000 | Exited | $0.1M | — | — | — |
| ✕ | VeriSign Inc. | 92343EAM4 | — | 157,000 | Exited | $0.1M | — | — | — |
| ✕ | HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875 | 43284MAB4 | — | 146,000 | Exited | $0.1M | — | — | — |
| ✕ | JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 02/28 5.125 | 46590XAG1 | — | 128,000 | Exited | $0.1M | — | — | — |
| ✕ | Kraft Heinz Foods Company | 50077LAZ9 | — | 136,000 | Exited | $0.1M | — | — | — |
| ✕ | ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9 | 03522AAJ9 | — | 127,000 | Exited | $0.1M | — | — | — |
| ✕ | Choice Hotels International Inc. | 169905AG1 | — | 139,000 | Exited | $0.1M | — | — | — |
| ✕ | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5 | 030981AK0 | — | 123,000 | Exited | $0.1M | — | — | — |
| ✕ | Centene Corporation | 15135BAV3 | — | 138,000 | Exited | $0.1M | — | — | — |
| ✕ | PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375 | 69527AAA4 | — | 133,000 | Exited | $0.1M | — | — | — |
| ✕ | Meta Platforms Inc. | 30303M8M7 | — | 117,000 | Exited | $0.1M | — | — | — |
| ✕ | ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125 | 68622TAB7 | — | 138,000 | Exited | $0.1M | — | — | — |
| ✕ | Autodesk Inc. | 052769AG1 | — | 133,000 | Exited | $0.1M | — | — | — |
| ✕ | Mauser Packaging Solutions Holding Company | 57763RAB3 | — | 116,000 | Exited | $0.1M | — | — | — |
| ✕ | CNO Financial Group Inc. | 12621EAK9 | — | 117,000 | Exited | $0.1M | — | — | — |
| ✕ | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A | 78448YAJ0 | — | 131,776 | Exited | $0.1M | — | — | — |
| ✕ | Motorola Solutions Inc. | 620076BN8 | — | 114,000 | Exited | $0.1M | — | — | — |
| ✕ | Affinity Interactive | 00842XAA7 | — | 123,000 | Exited | $0.1M | — | — | — |
| ✕ | Ford Motor Company | 345370DA5 | — | 134,000 | Exited | $0.1M | — | — | — |
| ✕ | Standard Industries Inc. | 853496AG2 | — | 122,000 | Exited | $0.1M | — | — | — |
| ✕ | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A | 63935CAB7 | — | 113,655 | Exited | $0.1M | — | — | — |
| ✕ | US Airways 2012-2 Class A Pass Through Trust | 90345WAD6 | — | 110,525 | Exited | $0.1M | — | — | — |
| ✕ | Iron Mountain Incorporated | 46284VAF8 | — | 113,000 | Exited | $0.1M | — | — | — |
| ✕ | Newmont Corporation | 651639AX4 | — | 117,000 | Exited | $0.1M | — | — | — |
| ✕ | CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25 | 12513GBF5 | — | 115,000 | Exited | $0.1M | — | — | — |
| ✕ | Warnermedia Holdings Inc. | 55903VBD4 | — | 120,000 | Exited | $0.1M | — | — | — |
| ✕ | GLP Capital L.P. / GLP Financing II Inc. | 361841AR0 | — | 119,000 | Exited | $0.1M | — | — | — |
| ✕ | NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A | 62955VAA4 | — | 108,282 | Exited | $0.1M | — | — | — |
| ✕ | Argentine Republic Government International Bond | 040114HV5 | — | 288,000 | Exited | $0.1M | — | — | — |
| ✕ | Wyndham Hotels and Resorts Inc. | 98311AAB1 | — | 101,000 | Exited | $0.1M | — | — | — |
| ✕ | Midas OpCo Holdings LLC | 59565JAA9 | — | 104,000 | Exited | $0.1M | — | — | — |
| ✕ | Standard Industries Inc. | 853496AH0 | — | 109,000 | Exited | $0.1M | — | — | — |
| ✕ | CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5 | 12652HAC2 | — | 88,000 | Exited | $0.1M | — | — | — |
| ✕ | The Hershey Company | 427866BJ6 | — | 86,000 | Exited | $0.1M | — | — | — |
| ✕ | CVS Health Corporation | 126650DJ6 | — | 91,000 | Exited | $0.1M | — | — | — |
| ✕ | LKQ Corporation | 501889AC3 | — | 83,000 | Exited | $0.1M | — | — | — |
| ✕ | Caesars Entertainment Inc. | 12769GAB6 | — | 76,000 | Exited | $0.1M | — | — | — |
| ✕ | Edgewell Personal Care Company | 28035QAB8 | — | 87,000 | Exited | $0.1M | — | — | — |
| ✕ | MPLX LP | 55336VAK6 | — | 79,000 | Exited | $0.1M | — | — | — |
| ✕ | OneMain Finance Corporation | 85172FAM1 | — | 75,000 | Exited | $0.1M | — | — | — |
| ✕ | Duke Energy Corporation | 26441CBH7 | — | 87,000 | Exited | $0.1M | — | — | — |
| ✕ | Oriflame Investment Holding PLC | 68621CAA7 | — | 205,000 | Exited | $0.1M | — | — | — |
| ✕ | MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A | 62848BAA9 | — | 73,051 | Exited | $0.1M | — | — | — |
| ✕ | OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A | 67448VAM2 | — | 82,598 | Exited | $0.1M | — | — | — |
| ✕ | Encompass Health Corporation | 29261AAE0 | — | 77,000 | Exited | $0.1M | — | — | — |
| ✕ | NiSource Inc. | 65473PAL9 | — | 87,000 | Exited | $0.1M | — | — | — |
| ✕ | Sunoco LP and Sunoco Finance Corp. | 86765LAT4 | — | 72,000 | Exited | $0.1M | — | — | — |
| ✕ | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A | 63874FAJ6 | — | 100,000 | Exited | $0.1M | — | — | — |
| ✕ | Western Midstream Operating LP | 958667AE7 | — | 59,000 | Exited | $0.1M | — | — | — |
| ✕ | Morgan Stanley | 6174468G7 | — | 58,000 | Exited | $0.1M | — | — | — |
| ✕ | JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 12/31 3.75 | 46590XAC0 | — | 65,000 | Exited | $0.1M | — | — | — |
| ✕ | Extra Space Storage LP | 30225VAJ6 | — | 53,000 | Exited | $0.1M | — | — | — |
| ✕ | Blackstone Private Credit Fund | 09261HAK3 | — | 60,000 | Exited | $0.1M | — | — | — |
| ✕ | Hudbay Minerals Inc. | 443628AJ1 | — | 52,000 | Exited | $0.0M | — | — | — |
| ✕ | FREDDIE MAC POOL FR 12/49 FIXED 3 | 3133KG6M5 | — | 54,418 | Exited | $0.0M | — | — | — |
| ✕ | KB Home | 48666KBA6 | — | 46,000 | Exited | $0.0M | — | — | — |
| ✕ | RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5 | 749571AG0 | — | 51,000 | Exited | $0.0M | — | — | — |
| ✕ | CNX Resources Corporation | 12653CAK4 | — | 45,000 | Exited | $0.0M | — | — | — |
| ✕ | Hilton Grand Vacations Trust 2018 - A | 43284BAA0 | — | 45,373 | Exited | $0.0M | — | — | — |
| ✕ | Prime Security Services Borrrower LLC / Prime Finance Inc. | 74166MAF3 | — | 47,000 | Exited | $0.0M | — | — | — |
| ✕ | NRG Energy Inc. | 629377CQ3 | — | 47,000 | Exited | $0.0M | — | — | — |
| ✕ | T-Mobile USA Inc. | 87264ABT1 | — | 45,000 | Exited | $0.0M | — | — | — |
| ✕ | Beacon Roofing Supply Inc. | 073685AK5 | — | 33,000 | Exited | $0.0M | — | — | — |
| ✕ | Volcan Compania Minera S.A.A. | 92863UAB2 | — | 45,000 | Exited | $0.0M | — | — | — |
| ✕ | Builders FirstSource Inc. | 12008RAN7 | — | 34,000 | Exited | $0.0M | — | — | — |
| ✕ | Prudential Financial Inc. | 744320BJ0 | — | 32,000 | Exited | $0.0M | — | — | — |
| ✕ | TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 5 A1A 144A | 89176VAK8 | — | 28,165 | Exited | $0.0M | — | — | — |
| ✕ | United Airlines Inc. | 90932LAG2 | — | 23,000 | Exited | $0.0M | — | — | — |
| ✕ | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT C 144A | 05609VAJ4 | — | 19,000 | Exited | $0.0M | — | — | — |
| ✕ | New Jersey Transportation Trust Fund Authority | 6461366R7 | — | 1,000 | Exited | $0.0M | — | — | — |
| ✕ | COMM 2012-CCRE3 MORTGAGE TRUST COMM 2012 CR3 XA | 12624PAF2 | — | 206,735 | Exited | $0.0M | — | — | — |