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LOW-DURATION BOND FUND

Guidestone Funds

Assets: $1.0B Net: $987M Series: S000001154 EDGAR ↗
+177
New
-118
Exited
1214
Positions
Period:
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← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 Chicago Mercantile Exchange SFRM3 Sep 2022 507 -14,199,493 $120.5M -3077222.7% 12.21% DIR
2 Chicago Board of Trade TUH3 Sep 2022 524 New $107.5M — 10.89% DIR
3 Chicago Board of Trade TUH3 Sep 2022 310 New $63.6M — 6.44% DIR
4 United States Treasury Notes T Sep 2022 54,100,000 +53,078,000 $50.5M +5220.9% 5.12% DBT
5 Chicago Board of Trade TUH3 Sep 2022 227 New $46.6M — 4.72% DIR
6 United States Treasury Notes T Dec 2022 24,510,000 New $23.6M — 2.40% DBT
7 United States Treasury Notes T Sep 2022 22,375,000 — $21.7M +0.3% 2.20% DBT
8 United States Treasury Notes T Sep 2022 22,500,000 +1,345,000 $21.6M +6.8% 2.19% DBT
9 United States Treasury Notes T Dec 2022 20,700,000 New $20.6M — 2.09% DBT
10 United States Treasury Notes T Sep 2022 20,296,000 — $19.1M +0.5% 1.94% DBT
11 United States Treasury Notes T Sep 2022 19,305,000 +16,735,000 $18.8M +653.0% 1.90% DBT
12 Guidestone Fds GMYXX Sep 2022 17,676,555 +17,005,673 $17.7M +2534.8% 1.79% STIV
13 United States Treasury Notes T Sep 2022 17,925,000 New $17.2M — 1.74% DBT
14 United States Treasury Bills B Dec 2022 17,000,000 New $16.3M — 1.65% DBT
15 United States Treasury Notes T Sep 2022 15,505,000 +14,445,000 $15.2M +1364.6% 1.54% DBT
16 United States Treasury Notes T Dec 2022 12,409,000 New $12.5M — 1.27% DBT
17 United States Treasury Notes T Sep 2022 11,930,000 — $11.5M +0.3% 1.17% DBT
18 Japan (Government Of) JGB Dec 2022 1,290,000,000 New $9.8M — 1.00% DBT
19 United States Treasury Notes T Sep 2022 9,875,000 New $9.6M — 0.97% DBT
20 United States Treasury Notes T Sep 2022 9,500,000 +6,400,000 $8.9M +208.0% 0.90% DBT
21 Federal National Mortgage Association FNMA Sep 2022 8,700,000 — $7.6M +1.2% 0.77% DBT
22 United States Treasury Notes T Dec 2022 7,390,000 New $7.4M — 0.75% DBT
23 United States Treasury Notes T Sep 2022 7,245,000 — $7.0M +0.3% 0.71% DBT
24 United States Treasury Notes T Sep 2022 6,480,000 — $6.3M +0.3% 0.64% DBT
25 Federal Home Loan Banks FHLB Dec 2022 6,200,000 New $6.2M — 0.63% DBT
26 Japan (Government Of) JGB Sep 2022 790,000,000 — $6.0M +10.2% 0.61% DBT
27 Federal Home Loan Mortgage Corporation FHLMC Dec 2022 6,000,000 New $6.0M — 0.61% DBT
28 Federal National Mortgage Association FNMA Sep 2022 6,000,000 — $5.4M +0.9% 0.55% DBT
29 Northern Inst Fds 665279105 Sep 2022 4,384,065 -2,226,250 $4.4M -33.7% 0.44% STIV
30 MADISON PARK FNDG. XV FRN 55818YBN0 Sep 2022 4,262,402 -37,598 $4.2M -0.4% 0.43% DBT
31 United States Treasury Notes T Sep 2022 4,151,000 — $4.1M -0.2% 0.41% DBT
32 Federal Home Loan Mortgage Corporation FHLMC Dec 2022 4,000,000 New $4.0M — 0.41% DBT
33 United States Treasury Notes T Sep 2022 3,785,000 -8,000,000 $3.5M -67.7% 0.36% DBT
34 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 4,000,000 — $3.5M +0.7% 0.35% DBT
35 WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022-2 WLAKE Sep 2022 3,550,000 — $3.5M -0.8% 0.35% ABS-O
36 CCG RECEIVABLES TRUST CCG Sep 2022 3,450,000 — $3.4M -0.7% 0.34% ABS-O
37 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2 AMCAR Sep 2022 3,250,000 — $3.2M -0.9% 0.32% ABS-O
38 United States Treasury Notes T Dec 2022 2,520,000 New $3.2M — 0.32% DBT
39 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 3,237,651 -237,177 $3.1M -7.1% 0.32% ABS-O
40 Tci-Symphony Clo 2017-1 Ltd TSYMP Sep 2022 3,083,589 -16,411 $3.0M -0.3% 0.31% ABS-CBDO
41 Northern Inst Fds BNGXX Sep 2022 3,021,582 +3,021,563 $3.0M +16547445.0% 0.31% STIV
42 The Boeing Company BA Sep 2022 3,000,000 — $3.0M +0.1% 0.30% DBT
43 HSBC Holdings PLC HSBC Sep 2022 3,000,000 — $3.0M +0.2% 0.30% DBT
44 Golden Credit Card Trust GOLCCT Sep 2022 3,000,000 — $3.0M +0.2% 0.30% ABS-O
45 UBS Group AG UBS Sep 2022 3,000,000 — $3.0M +0.8% 0.30% DBT
46 Guidestone Fds GMYXX Sep 2022 2,919,966 New $2.9M — 0.30% STIV
47 Dewolf Park CLO Ltd. DWOLF Sep 2022 2,950,000 — $2.9M +1.1% 0.30% ABS-CBDO
48 United States Treasury Notes T Sep 2022 3,100,000 New $2.9M — 0.29% DBT
49 Federal Home Loan Banks FHLB Sep 2022 3,300,000 — $2.9M +0.6% 0.29% DBT
50 Federal Home Loan Banks FHLB Sep 2022 3,300,000 — $2.9M +0.4% 0.29% DBT
51 CONNECTICUT AVENUE SECURITIES TRUST CAS Sep 2022 3,000,000 — $2.8M +4.0% 0.28% ABS-O
52 Nissan Motor Co Ltd NSANY Sep 2022 2,800,000 — $2.7M +0.8% 0.28% DBT
53 United States Treasury Notes T Dec 2022 2,695,000 New $2.7M — 0.27% DBT
54 Societe Generale S.A. SOCGEN Sep 2022 2,800,000 — $2.6M +1.6% 0.27% DBT
55 Credit Suisse AG New York Branch CS Sep 2022 2,700,000 — $2.6M -1.6% 0.27% DBT
56 United States Treasury Notes T Dec 2022 2,630,000 New $2.6M — 0.27% DBT
57 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 3,000,000 — $2.6M +0.9% 0.27% DBT
58 CNH EQUIPMENT TRUST 2022-B CNH Sep 2022 2,700,000 — $2.6M -1.1% 0.26% ABS-O
59 Magnetite VII Ltd. MAGNE Sep 2022 2,636,884 -14,070 $2.6M -0.0% 0.26% ABS-CBDO
60 BRSP 2021-FL1 LTD BRSP Sep 2022 2,600,000 — $2.5M +0.3% 0.26% ABS-CBDO
61 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 2,732,349 -121,871 $2.5M -2.5% 0.25% ABS-O
62 Nomura Holdings, Inc. NOMURA Sep 2022 2,700,000 — $2.5M +1.1% 0.25% DBT
63 Natwest Markets PLC NWG Sep 2022 2,495,000 — $2.5M +0.8% 0.25% DBT
64 Nationwide Building Society NWIDE Sep 2022 2,400,000 — $2.4M +0.6% 0.24% DBT
65 ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2022-1 ODART Sep 2022 2,450,000 — $2.4M -1.1% 0.24% ABS-O
66 Sumitomo Mitsui Trust Bank Ltd. SUMITR Sep 2022 2,500,000 — $2.3M +0.8% 0.23% DBT
67 Carvana Auto Receivables Trust 2022- P2 CRVNA Sep 2022 2,350,000 — $2.3M -0.9% 0.23% ABS-O
68 LOANCORE 2021-CRE5 ISSUER LTD LNCR Sep 2022 2,300,000 +2,110,000 $2.2M +1087.5% 0.22% ABS-CBDO
69 MMAF EQUIPMENT FINANCE LLC 2022-B MMAF Dec 2022 2,200,000 New $2.2M — 0.22% ABS-O
70 FIRSTKEY HOMES TRUST FKH Sep 2022 2,472,204 -7,610 $2.2M -1.3% 0.22% ABS-O
71 KT Corp. KOREAT Sep 2022 2,200,000 — $2.1M +0.7% 0.22% DBT
72 ELFI GRADUATE LOAN PROGRAM LLC ELFI Sep 2022 2,440,574 +1,271,335 $2.1M +109.2% 0.22% ABS-O
73 Mizuho Financial Group Inc. MIZUHO Sep 2022 3,100,000 — $2.1M +6.3% 0.21% DBT
74 Towd Point Mortgage Funding 2019-Auburn 13 plc TPMF Sep 2022 1,746,368 -104,806 $2.1M +0.7% 0.21% ABS-O
75 American Express Credit Account Master Trust AMXCA Sep 2022 2,141,000 — $2.1M +0.4% 0.21% ABS-O
76 United States Treasury Bonds T Sep 2022 3,000,000 -1,300,000 $2.1M -29.7% 0.21% DBT
77 Apidos CLO XII APID Sep 2022 2,100,000 — $2.1M +0.8% 0.21% ABS-CBDO
78 Royal Bank of Canada RY Dec 2022 2,800,000 New $2.1M — 0.21% STIV
79 Federal National Mortgage Association FNMA Sep 2022 2,063,485 -37,515 $2.0M -4.3% 0.21% ABS-O
80 General Motors Financial Company Inc GM Sep 2022 2,014,000 — $2.0M +0.3% 0.20% DBT
81 First Abu Dhabi Bank P.J.S.C FABUH Sep 2022 1,666,000 — $2.0M +9.2% 0.20% DBT
82 Chc Commercial Mortgage Trust 2019-Chc CHC Sep 2022 2,123,962 — $2.0M -2.5% 0.20% ABS-O
83 Gmf Floorplan Owner Revolving Trust GFORT Sep 2022 2,000,000 — $1.9M -0.2% 0.20% ABS-O
84 Wells Fargo Commercial Mortgage Trust WFCM Sep 2022 2,000,000 — $1.9M -1.4% 0.20% ABS-O
85 Volkswagen Group of America Finance LLC VW Sep 2022 2,000,000 — $1.9M +0.8% 0.20% DBT
86 Corebridge Financial Inc. CRBG Sep 2022 2,000,000 — $1.9M +1.0% 0.19% DBT
87 GE Healthcare Holding LLC GEHC Dec 2022 1,875,000 New $1.9M — 0.19% DBT
88 SMB PRIVATE EDUCATION LOAN TRUST SMB Sep 2022 1,950,401 -117,432 $1.9M -6.9% 0.19% ABS-O
89 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 2,166,887 -101,259 $1.9M -6.7% 0.19% ABS-O
90 Mitsubishi UFJ Financial Group, Inc. MUFG Sep 2022 2,000,000 — $1.8M +1.0% 0.19% DBT
91 Morgan Stanley MS Sep 2022 2,000,000 — $1.8M +0.9% 0.19% DBT
92 New Resi Mtg Tr 20 NRZT Sep 2022 1,933,225 -86,479 $1.8M -4.7% 0.19% ABS-O
93 Woodside Finance Ltd. WPLAU Sep 2022 1,900,000 — $1.8M +0.9% 0.19% DBT
94 Goldman Sachs Group, Inc. GS Sep 2022 1,900,000 — $1.8M +1.2% 0.18% DBT
95 ONE MORTGAGE TRUST ONP Sep 2022 1,900,000 — $1.8M -1.3% 0.18% ABS-O
96 Goldman Sachs Group, Inc. GS Sep 2022 1,830,000 — $1.8M +1.2% 0.18% DBT
97 Government National Mortgage Association GNR Sep 2022 1,821,170 -44,189 $1.8M -1.8% 0.18% ABS-O
98 United States Treasury Notes T Sep 2022 1,855,000 — $1.8M -0.0% 0.18% DBT
99 ONEMAIN FINANCIAL ISSUANCE TRUST 2022-3 OMFIT Dec 2022 1,800,000 New $1.8M — 0.18% ABS-O
100 Leaseplan Corporation NV LPTY Sep 2022 1,900,000 — $1.8M -0.0% 0.18% DBT
101 Smbc Aviation Capital Finance SMBCAC Sep 2022 1,800,000 — $1.8M +0.1% 0.18% DBT
102 Glencore Funding LLC GLENLN Sep 2022 1,800,000 — $1.8M -0.2% 0.18% DBT
103 Bank of America Corporation BAC Sep 2022 1,850,000 — $1.8M +0.9% 0.18% DBT
104 Cantor Fitzgerald LP CANTOR Sep 2022 1,800,000 — $1.8M +0.6% 0.18% DBT
105 Freddie Mac Stacr Remic Trust STACR Sep 2022 1,850,000 — $1.8M +4.6% 0.18% ABS-O
106 Nationwide Building Society NWIDE Sep 2022 1,845,000 — $1.8M +1.1% 0.18% DBT
107 OMERS Finance Trust OMERS Sep 2022 1,770,000 — $1.8M +0.7% 0.18% DBT
108 Mitsubishi UFJ Financial Group, Inc. MUFG Sep 2022 1,880,000 — $1.7M +1.0% 0.18% DBT
109 Federal National Mortgage Association FNMA Sep 2022 1,806,777 -61,187 $1.7M -2.5% 0.18% ABS-MBS
110 JPMorgan Chase & Co. JPM Sep 2022 1,770,000 — $1.7M +0.5% 0.18% DBT
111 Bank of America Corporation BAC Sep 2022 1,860,000 — $1.7M +0.9% 0.17% DBT
112 Banque Federative du Credit Mutuel BFCM Sep 2022 1,865,000 — $1.7M +1.6% 0.17% DBT
113 WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022-1 WLAKE Sep 2022 1,750,000 — $1.7M +0.0% 0.17% ABS-O
114 F&G Global Funding FNF Sep 2022 1,860,000 — $1.7M +0.5% 0.17% DBT
115 Mylan Inc VTRS Sep 2022 1,700,000 — $1.7M +0.4% 0.17% DBT
116 Omega Healthcare Investors, Inc. OHI Sep 2022 1,700,000 — $1.7M -0.1% 0.17% DBT
117 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 1,895,229 -102,407 $1.7M -5.1% 0.17% ABS-O
118 Cars Db4 LP CAUTO Sep 2022 1,938,095 -9,314 $1.7M +0.2% 0.17% ABS-O
119 ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2 OMFIT Sep 2022 1,700,000 — $1.7M -0.4% 0.17% ABS-O
120 AMMC CLO XIII Limited AMMC Sep 2022 1,676,192 -128,789 $1.7M -7.1% 0.17% ABS-CBDO
121 NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST RRI NCMS Sep 2022 1,700,000 — $1.7M -1.1% 0.17% ABS-O
122 STWD 2021-HTS MORTGAGE TRUST STWD Sep 2022 1,700,000 — $1.6M -0.4% 0.17% ABS-O
123 SBA Tower Trust SBAC Sep 2022 1,725,000 +225,000 $1.6M +15.9% 0.17% ABS-O
124 GS MORTGAGE SECURITIES CORPORATION TRUST 2022-GTWY GSMS Sep 2022 1,600,000 — $1.6M +0.5% 0.16% ABS-O
125 EXTENDED STAY AMERICA TRUST 2021-ESH ESA Sep 2022 1,659,527 -30,075 $1.6M -1.5% 0.16% ABS-O
126 JPMorgan Chase & Co. JPM Dec 2022 1,610,000 New $1.6M — 0.16% DBT
127 Gemgarto 2021-1 plc GMG Sep 2022 1,346,748 -218,422 $1.6M -6.5% 0.16% ABS-O
128 United States Treasury Notes T Sep 2022 1,700,000 New $1.6M — 0.16% DBT
129 Royal Bank of Canada New York Branch RY Sep 2022 1,600,000 — $1.6M -0.1% 0.16% STIV
130 Synchrony Bank SYF Sep 2022 1,600,000 — $1.6M +1.2% 0.16% DBT
131 Wabtec Corp WAB Sep 2022 1,600,000 — $1.6M +0.3% 0.16% DBT
132 HERTZ VEHICLE FINANCING III LLC HERTZ Sep 2022 1,700,000 — $1.6M +1.0% 0.16% ABS-O
133 Capital One Multi Asset Execution Trust COMET Sep 2022 1,598,000 — $1.6M +0.4% 0.16% ABS-O
134 CONNECTICUT AVENUE SECURITIES TRUST CAS Sep 2022 1,590,979 -223,574 $1.6M -12.2% 0.16% ABS-O
135 LCCM TRUST LCCM Sep 2022 1,600,000 — $1.6M -1.0% 0.16% ABS-CBDO
136 Ally Financial Inc. ALLY Sep 2022 1,600,000 — $1.6M +0.4% 0.16% DBT
137 Palmer Square CLO 2014-1 PLMRS Sep 2022 1,550,000 — $1.5M +0.5% 0.15% ABS-CBDO
138 Sumitomo Mitsui Financial Group Inc SUMIBK Sep 2022 1,600,000 — $1.5M +1.1% 0.15% DBT
139 United States Treasury Notes T Sep 2022 1,606,100 -2,453,900 $1.5M -60.2% 0.15% DBT
140 The AES Corporation AES Sep 2022 1,700,000 — $1.5M +3.2% 0.15% DBT
141 Government National Mortgage Association GNR Sep 2022 1,527,751 -59,366 $1.5M -3.1% 0.15% ABS-O
142 CARMAX AUTO OWNER TRUST 2022-4 CARMX Dec 2022 1,500,000 New $1.5M — 0.15% ABS-O
143 FORD CREDIT AUTO OWNER TRUST 2022-D FORDO Dec 2022 1,500,000 New $1.5M — 0.15% ABS-O
144 The Boeing Company BA Sep 2022 1,570,000 — $1.5M +0.6% 0.15% DBT
145 Master Credit Card Trust MSTCCT Dec 2022 1,500,000 New $1.5M — 0.15% ABS-O
146 Dairy Farmers of America Inc DFAINC Dec 2022 1,500,000 New $1.5M — 0.15% ABS-O
147 TOWD POINT MORTGAGE TRUST TPMT Sep 2022 1,684,637 -57,784 $1.5M -4.1% 0.15% ABS-O
148 SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART Sep 2022 1,500,000 — $1.5M +0.3% 0.15% ABS-O
149 Bank of America Corporation BAC Sep 2022 2,000,000 — $1.5M +2.3% 0.15% DBT
150 Bank of America Corporation BAC Sep 2022 1,555,000 — $1.5M +0.9% 0.15% DBT
151 Diamond Issuer Llc SHINE Sep 2022 1,750,000 — $1.5M -1.7% 0.15% ABS-O
152 Penske Truck Leasing Co., L.P. PENSKE Sep 2022 1,500,000 — $1.4M +0.4% 0.15% DBT
153 Jpmcc Commercial Mortgage Securities JPMCC Sep 2022 1,500,000 — $1.4M -0.1% 0.15% ABS-O
154 Northern Inst Fds 665279105 Sep 2022 1,434,440 New $1.4M — 0.15% STIV
155 Berry Global Inc BERY Sep 2022 1,600,000 — $1.4M +2.3% 0.14% DBT
156 Lloyds Banking Group PLC LLOYDS Sep 2022 1,500,000 — $1.4M +1.6% 0.14% DBT
157 SBA Tower Trust SBAC Sep 2022 1,500,000 New $1.4M — 0.14% ABS-O
158 Equitable Financial Life Global Funding EQH Sep 2022 1,600,000 — $1.4M +1.2% 0.14% DBT
159 WORLD OMNI AUTO RECEIVABLES TRUST 2022-D WOART Dec 2022 1,400,000 New $1.4M — 0.14% ABS-O
160 BDS LTD BDS Sep 2022 1,450,000 — $1.4M -0.2% 0.14% ABS-CBDO
161 Stack Infrastructure Issuer Llc SIDC Sep 2022 1,600,000 — $1.4M +0.3% 0.14% ABS-O
162 National Bank of Canada NACN Sep 2022 1,485,000 — $1.4M +0.8% 0.14% DBT
163 Wells Fargo & Company WFC Sep 2022 1,420,000 — $1.4M +1.4% 0.14% DBT
164 McDonald's Corporation MCD Sep 2022 2,000,000 — $1.4M +6.4% 0.14% DBT
165 Goldman Sachs Group, Inc. GS Sep 2022 2,000,000 — $1.4M +6.4% 0.14% DBT
166 DIAMOND INFRASTRUCTURE FUNDING LLC DNFRA Sep 2022 1,650,000 — $1.4M -0.1% 0.14% ABS-O
167 PFP LTD PFP Sep 2022 1,418,700 -194,185 $1.4M -12.1% 0.14% ABS-CBDO
168 NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A NAVSL Sep 2022 1,554,427 -53,185 $1.4M -5.0% 0.14% ABS-O
169 Nissan Motor Acceptance Co LLC NSANY Sep 2022 1,350,000 — $1.3M +0.2% 0.14% DBT
170 International Flavors & Fragrances Inc. IFF Sep 2022 1,500,000 — $1.3M +0.9% 0.13% DBT
171 DRIVE AUTO RECEIVABLES TRUST DRIVE Sep 2022 1,350,000 — $1.3M +0.6% 0.13% ABS-O
172 Microchip Technology Incorporated MCHP Sep 2022 1,380,000 — $1.3M +0.8% 0.13% DBT
173 BA Credit Card Trust MBNAS Dec 2022 1,295,000 New $1.3M — 0.13% ABS-O
174 Alexander Funding Trust NRG Sep 2022 1,355,000 — $1.3M +2.3% 0.13% DBT
175 SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST SOFI Sep 2022 1,572,195 -59,465 $1.3M -4.7% 0.13% ABS-O
176 Aercap Ireland Capital DAC AER Sep 2022 1,400,000 — $1.3M +1.0% 0.13% DBT
177 Aercap Ireland Capital DAC AER Sep 2022 1,330,000 — $1.3M +1.3% 0.13% DBT
178 SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-3 SDART Sep 2022 1,300,000 — $1.3M -0.0% 0.13% ABS-O
179 READY CAPITAL MORTGAGE FINANCING LLC RCMT Sep 2022 1,337,486 -161,592 $1.3M -11.5% 0.13% ABS-CBDO
180 Cfcre Commercial Mortgage Trust 2017-C8 CFCRE Sep 2022 1,299,243 -78,401 $1.2M -5.9% 0.13% ABS-O
181 ConocoPhillips Co. COP Sep 2022 1,300,000 — $1.2M +0.5% 0.13% DBT
182 United States Treasury Notes T Sep 2022 1,270,000 New $1.2M — 0.13% DBT
183 MMAF EQUIPMENT FINANCE LLC MMAF Sep 2022 1,281,325 -78,675 $1.2M -5.7% 0.12% ABS-O
184 Bank of America Corporation BAC Sep 2022 1,285,000 — $1.2M +0.8% 0.12% DBT
185 Brighthouse Financial Global Funding BHF Sep 2022 1,330,000 — $1.2M +1.0% 0.12% DBT
186 VMware Inc VMW Sep 2022 1,295,000 +785,000 $1.2M +157.6% 0.12% DBT
187 GREYSTONE CRE NOTES LTD GSTNE Sep 2022 1,233,641 -536,359 $1.2M -31.2% 0.12% ABS-CBDO
188 Citigroup Inc. C Sep 2022 1,205,000 — $1.2M +0.9% 0.12% DBT
189 Trinity Square 2021-1 PLC TRINI Sep 2022 1,008,066 -62,882 $1.2M +1.7% 0.12% ABS-O
190 Government National Mortgage Association GNR Sep 2022 1,213,358 -47,360 $1.2M -4.4% 0.12% ABS-O
191 Citigroup Inc. C Sep 2022 1,365,000 — $1.2M +2.0% 0.12% DBT
192 CPPIB Capital Inc CPPIB Sep 2022 1,265,000 — $1.2M +0.3% 0.12% DBT
193 Ford Motor Credit Company LLC F Sep 2022 1,300,000 — $1.2M +2.0% 0.12% DBT
194 Stack Infrastructure Issuer Llc SIDC Dec 2022 1,202,083 New $1.2M — 0.12% ABS-O
195 Pt Pelabuhan Indonesia III PLBIIJ Sep 2022 1,175,000 — $1.2M +0.4% 0.12% DBT
196 Avon Finance No 2 PLC AVON Sep 2022 983,783 -72,541 $1.2M -0.5% 0.12% DBT
197 Government National Mortgage Association GNR Dec 2022 1,157,315 New $1.2M — 0.12% ABS-O
198 NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-B NAVSL Sep 2022 1,225,087 -43,733 $1.1M -6.2% 0.12% ABS-O
199 Renesas Electronics Corp. NECELE Sep 2022 1,245,000 — $1.1M +0.2% 0.12% DBT
200 Mercedes-Benz Finance North America LLC MBGGR Dec 2022 1,130,000 New $1.1M — 0.12% DBT
201 NAVIENT PRIVATE EDUCATION REFI LOAN TRUST NAVSL Sep 2022 1,342,791 -49,824 $1.1M -3.8% 0.11% ABS-O
202 HSBC USA, Inc. HSBC Sep 2022 1,160,000 — $1.1M +1.0% 0.11% STIV
203 Goldman Sachs Group, Inc. GS Dec 2022 1,115,000 New $1.1M — 0.11% DBT
204 Neuberger Berman CLO XVI-S LTD/LLC NEUB Sep 2022 1,145,000 — $1.1M +1.7% 0.11% ABS-CBDO
205 AT&T Inc T Sep 2022 1,620,000 — $1.1M +6.4% 0.11% DBT
206 Santander Bank National Association SOV Dec 2022 1,100,000 New $1.1M — 0.11% ABS-O
207 Bank of Nova Scotia BNS Dec 2022 1,500,000 New $1.1M — 0.11% STIV
208 Air Lease Corporation AL Sep 2022 1,100,000 — $1.1M +0.7% 0.11% DBT
209 NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT Sep 2022 1,193,428 -48,324 $1.1M -3.5% 0.11% ABS-O
210 Aercap Ireland Capital DAC AER Sep 2022 1,185,000 New $1.1M — 0.11% DBT
211 FLEXENTIAL ISSUER LLC FLX Sep 2022 1,250,000 — $1.1M +0.4% 0.11% ABS-O
212 Mitsubishi UFJ Financial Group, Inc. MUFG Sep 2022 1,185,000 New $1.1M — 0.11% DBT
213 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 1,089,083 -43,011 $1.1M -2.7% 0.11% ABS-MBS
214 Oracle Corporation ORCL Sep 2022 1,100,000 — $1.1M +1.0% 0.11% DBT
215 Sabine Pass Liquefaction, LLC SPLLLC Sep 2022 1,048,000 — $1.0M -0.3% 0.11% DBT
216 Northern Inst Fds 665279105 Sep 2022 1,048,430 New $1.0M — 0.11% STIV
217 Penske Truck Leasing Co., L.P. PENSKE Sep 2022 1,105,000 — $1.0M +0.1% 0.11% DBT
218 DATABANK ISSUER LLC COLO Sep 2022 1,200,000 — $1.0M +0.7% 0.11% ABS-O
219 CONNECTICUT AVENUE SECURITIES TRUST CAS Sep 2022 1,050,000 — $1.0M +2.5% 0.10% ABS-O
220 NAVIENT PRIVATE EDUCATION REFI LOAN TRUST NAVSL Sep 2022 1,197,044 -51,621 $1.0M -4.9% 0.10% ABS-O
221 Citizens Bank National Association CFG Dec 2022 1,000,000 New $1.0M — 0.10% DBT
222 Towd Point Mortgage Funding 2019-Granite4 PLC TPMF Sep 2022 839,067 -71,931 $1.0M -0.2% 0.10% ABS-O
223 GreatAmerica Leasing Receivables Funding LLC GALC Sep 2022 1,038,044 -61,956 $1.0M -5.0% 0.10% ABS-O
224 Fnma Pass-Thru I FN Sep 2022 1,049,493 -33,951 $1.0M -2.0% 0.10% ABS-MBS
225 Capital One Multi Asset Execution Trust COMET Dec 2022 1,000,000 New $1.0M — 0.10% ABS-O
226 Sumitomo Mitsui Financial Group Inc SUMIBK Sep 2022 1,100,000 — $1.0M +1.4% 0.10% DBT
227 Morgan Stanley MS Dec 2022 980,000 New $1.0M — 0.10% DBT
228 Citigroup Inc. C Sep 2022 1,000,000 — $1.0M +0.0% 0.10% DBT
229 Stellantis N.V STLA Sep 2022 1,000,000 — $1.0M +0.2% 0.10% DBT
230 Zimmer Biomet Holdings Inc ZBH Sep 2022 1,075,000 — $1.0M +0.6% 0.10% DBT
231 Mizuho Financial Group Inc. MIZUHO Sep 2022 1,000,000 — $998K -0.2% 0.10% DBT
232 Energy Transfer LP ET Sep 2022 1,000,000 — $998K +0.0% 0.10% DBT
233 Park Aerospace Holdings Ltd. AVOL Sep 2022 1,000,000 — $998K +0.3% 0.10% DBT
234 Aercap Ireland Capital DAC AER Sep 2022 1,000,000 — $994K +0.8% 0.10% DBT
235 Lennar Corporation LEN Sep 2022 1,000,000 — $988K +0.5% 0.10% DBT
236 ELFI GRADUATE LOAN PROGRAM LLC ELFI Sep 2022 1,126,419 New $986K — 0.10% ABS-O
237 Pacific Gas and Electric Company PCG Sep 2022 1,000,000 — $986K +1.5% 0.10% DBT
238 Capital One Financial Corporation COF Sep 2022 1,015,000 — $985K +1.7% 0.10% DBT
239 Lloyds Banking Group PLC LLOYDS Sep 2022 1,000,000 — $980K +1.9% 0.10% DBT
240 Ticp Clo Ltd TICP Sep 2022 1,000,000 — $980K +2.7% 0.10% ABS-CBDO
241 Aimco Clo Series 2017-A AIMCO Sep 2022 1,000,000 — $976K +2.1% 0.10% ABS-CBDO
242 Blackstone Secured Lending Fund BXSL Sep 2022 985,000 — $976K +0.2% 0.10% DBT
243 Aviation Capital Group LLC ACGCAP Sep 2022 1,000,000 — $976K +0.8% 0.10% DBT
244 Morgan Stanley MS Sep 2022 1,060,000 New $975K — 0.10% DBT
245 Dryden 43 Senior Loan Fund DRSLF Sep 2022 1,000,000 — $973K +1.0% 0.10% ABS-CBDO
246 Evergy Inc EVRG Sep 2022 1,020,000 — $970K +0.4% 0.10% DBT
247 OZLM Funding IV Ltd OZLMF Sep 2022 981,167 — $968K +0.3% 0.10% ABS-CBDO
248 Brunswick Corporation BC Sep 2022 1,045,000 — $967K +0.4% 0.10% DBT
249 PFS Financing Corp PFSFC Sep 2022 1,005,000 — $964K -1.1% 0.10% ABS-O
250 Daimler Trucks Finance North America LLC DTRGR Sep 2022 1,000,000 — $961K +0.8% 0.10% DBT
251 Morgan Stanley MS Sep 2022 1,015,000 — $960K +0.9% 0.10% DBT
252 BX COMMERCIAL MORTGAGE TRUST BX Sep 2022 994,000 -63,953 $959K -5.7% 0.10% ABS-O
253 MORGAN STANLEY CAPITAL I TRUST 2021-230P MSC Sep 2022 1,000,000 — $955K -1.6% 0.10% ABS-O
254 United States Treasury Notes T Sep 2022 1,022,000 New $955K — 0.10% DBT
255 Citigroup Inc. C Sep 2022 1,000,000 — $953K +0.9% 0.10% DBT
256 LIFE 2021-BMR MORTGAGE TRUST LIFE Sep 2022 982,970 — $953K +0.7% 0.10% ABS-O
257 Sumitomo Mitsui Trust Bank Ltd. SUMITR Sep 2022 1,000,000 — $944K +0.7% 0.10% DBT
258 Equinix, Inc. EQIX Sep 2022 985,000 — $939K +0.7% 0.10% DBT
259 HAWAII ST HIS Sep 2022 1,000,000 — $938K +0.8% 0.10% DBT
260 JPMorgan Chase & Co. JPM Sep 2022 1,000,000 — $933K +0.8% 0.09% DBT
261 Barclays PLC BACR Sep 2022 1,000,000 — $931K +2.4% 0.09% DBT
262 Federal National Mortgage Association FNMA Sep 2022 929,054 -52,422 $928K -5.6% 0.09% ABS-O
263 TransCanada Pipelines Limited TRPCN Sep 2022 1,000,000 — $926K +0.4% 0.09% DBT
264 Sumitomo Mitsui Trust Bank Ltd. SUMITR Sep 2022 1,000,000 New $925K — 0.09% DBT
265 Itau Unibanco Holding SA Cayman Branch ITAU Sep 2022 920,000 — $918K +0.4% 0.09% DBT
266 Devon Energy Corporation DVN Sep 2022 915,000 — $917K +0.1% 0.09% DBT
267 JPMorgan Chase & Co. JPM Sep 2022 940,000 — $915K +1.1% 0.09% DBT
268 Morgan Stanley BAML Trust MSBAM Sep 2022 955,000 — $910K -0.5% 0.09% ABS-O
269 General Motors Financial Company Inc GM Sep 2022 925,000 — $908K +0.5% 0.09% DBT
270 KUBOTA CREDIT OWNER TRUST KCOT Sep 2022 923,480 -263,372 $902K -22.0% 0.09% ABS-O
271 NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT Sep 2022 963,620 -47,015 $901K -5.3% 0.09% ABS-O
272 Southern Co. SO Sep 2022 910,000 — $900K +0.0% 0.09% DBT
273 Nationwide Building Society NWIDE Sep 2022 900,000 — $898K +0.7% 0.09% DBT
274 Avolon Holdings Funding Ltd. AVOL Sep 2022 900,000 — $898K +0.1% 0.09% DBT
275 NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL Sep 2022 974,127 +532,163 $897K +121.6% 0.09% ABS-O
276 SK Telecom Ltd. SKM Sep 2022 900,000 — $897K +0.4% 0.09% DBT
277 Barclays PLC BACR Sep 2022 900,000 — $895K +3.4% 0.09% DBT
278 Southern Co. SO Sep 2022 905,000 New $895K — 0.09% DBT
279 Royalty Pharma PLC RPRX Sep 2022 920,000 — $891K +1.1% 0.09% DBT
280 Dryden XXVI Senior Loan Funding DRSLF Sep 2022 900,780 -9,903 $891K -0.5% 0.09% ABS-CBDO
281 ENTERPRISE FLEET FINANCING 2022-1 LLC EFF Sep 2022 912,061 -12,939 $888K -1.4% 0.09% ABS-O
282 HSBC Holdings PLC HSBC Sep 2022 1,300,000 — $884K +6.6% 0.09% DBT
283 Wingstop Funding LLC WSTOP Sep 2022 1,039,500 -2,625 $882K -0.9% 0.09% ABS-O
284 Gray Oak Pipeline LLC GRYOAK Sep 2022 905,000 — $881K +0.6% 0.09% DBT
285 Freddie Mac Stacr Remic Trust STACR Sep 2022 892,203 -62,961 $880K -5.6% 0.09% ABS-O
286 Energy Transfer LP ET Sep 2022 880,000 New $878K — 0.09% DBT
287 GULF STREAM MERIDIAN 4 LTD GSM Sep 2022 900,000 — $877K +1.3% 0.09% ABS-CBDO
288 Global Payments Inc GPN Sep 2022 1,000,000 — $874K +1.4% 0.09% DBT
289 Global Payments Inc GPN Sep 2022 1,000,000 New $874K — 0.09% DBT
290 Stwd 2019-Fl1 LTD/LLC STWD Sep 2022 875,840 -37,558 $873K -4.0% 0.09% ABS-CBDO
291 Hyundai Capital America HYNMTR Sep 2022 900,000 — $872K +0.7% 0.09% DBT
292 Cooperatieve Rabobank U.A. RABOBK Sep 2022 1,000,000 — $872K +2.2% 0.09% DBT
293 Ocp Clo 2017-13 Ltd / Llc OCP Sep 2022 900,000 — $872K +1.4% 0.09% ABS-CBDO
294 NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL Sep 2022 890,327 -45,863 $867K -5.1% 0.09% ABS-O
295 Vistra Operations Co LLC VST Sep 2022 900,000 — $864K +0.7% 0.09% DBT
296 Stellantis Finance Us Inc STLA Sep 2022 1,000,000 — $860K +3.2% 0.09% DBT
297 VMware Inc VMW Sep 2022 921,000 — $858K +0.6% 0.09% DBT
298 Santander Bank National Association SOV Sep 2022 854,788 -145,212 $850K -15.1% 0.09% ABS-O
299 NELNET STUDENT LOAN TRUST NSLT Sep 2022 874,243 +385,159 $849K +79.2% 0.09% ABS-O
300 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 900,577 -109,718 $845K -11.2% 0.09% ABS-O
301 Raytheon Technologies Corporation RTX Dec 2022 900,000 New $841K — 0.09% DBT
302 BX COMMERCIAL MORTGAGE TRUST BX Sep 2022 850,505 -3,126 $841K -0.1% 0.09% ABS-O
303 Federal National Mortgage Association FNMA Sep 2022 870,409 -24,721 $839K -4.5% 0.09% ABS-O
304 General Motors Financial Company Inc GM Sep 2022 900,000 — $834K +0.9% 0.08% DBT
305 Aker BP ASA AKERBP Sep 2022 895,000 — $829K +1.8% 0.08% DBT
306 Huntington National Bank Maryland HBAN Dec 2022 825,000 New $828K — 0.08% DBT
307 FS KKR Capital Corp FSK Sep 2022 880,000 — $826K +1.1% 0.08% DBT
308 Bank of America Corporation BAC Sep 2022 875,000 New $821K — 0.08% DBT
309 Bank Nova Scotia Houston Tex BNS Sep 2022 825,000 — $820K -0.2% 0.08% STIV
310 Fnma Pass-Thru I FN Sep 2022 834,536 -36,952 $819K -3.3% 0.08% ABS-MBS
311 New Residential Mortgage Loan Trust NRZT Sep 2022 862,514 -40,382 $813K -5.7% 0.08% ABS-O
312 NBN Co Ltd. NBNAUS Sep 2022 880,000 — $812K +0.5% 0.08% DBT
313 Synchrony Financial SYF Sep 2022 843,000 — $810K +0.6% 0.08% DBT
314 Resimac Bastille Trust In Respect Of Resimac Bastille Series 2021-2Nc RESI Sep 2022 812,396 -122,746 $806K -13.1% 0.08% ABS-O
315 Barclays PLC BACR Sep 2022 845,000 +145,000 $805K +22.1% 0.08% DBT
316 Nutrien Ltd NTRCN Dec 2022 790,000 New $801K — 0.08% DBT
317 Banco Bradesco S.A., Grand Cayman Branch BRADES Sep 2022 800,000 +105,000 $799K +15.7% 0.08% DBT
318 VERUS SECURITIZATION TRUST VERUS Sep 2022 978,375 -25,369 $796K -5.6% 0.08% ABS-O
319 Hyundai Capital America HYNMTR Sep 2022 855,000 — $791K +1.2% 0.08% DBT
320 Residential Mortgage Securities 32 PLC RMS Sep 2022 657,672 -41,666 $791K +1.6% 0.08% ABS-O
321 Barings Clo Ltd 2013-I BABSN Sep 2022 790,059 -80,700 $785K -8.8% 0.08% ABS-CBDO
322 Banco Santander, S.A. SANTAN Sep 2022 800,000 -400,000 $778K -32.5% 0.08% DBT
323 TOWD POINT MORTGAGE TRUST 2021-SJ2 TPMT Sep 2022 843,628 -58,255 $776K -7.9% 0.08% ABS-O
324 Smbc Aviation Capital Finance SMBCAC Sep 2022 800,000 — $774K +0.6% 0.08% DBT
325 JPMorgan Chase & Co. JPM Sep 2022 790,000 -115,000 $773K -11.1% 0.08% DBT
326 ING Groep N.V. INTNED Sep 2022 800,000 — $771K +1.6% 0.08% DBT
327 SMB PRIVATE EDUCATION LOAN TRUST 2022-A SMB Sep 2022 845,671 -47,443 $770K -5.4% 0.08% ABS-O
328 CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-2 CAALT Sep 2022 800,000 — $770K +0.8% 0.08% ABS-O
329 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM Sep 2022 790,991 -99,341 $769K -11.5% 0.08% ABS-O
330 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC Sep 2022 786,261 -923,739 $763K -54.6% 0.08% ABS-O
331 BELLEMEADE RE LTD BMIR Sep 2022 772,028 -76,515 $762K -8.9% 0.08% ABS-O
332 JPMorgan Chase & Co. JPM Sep 2022 790,000 — $762K +1.1% 0.08% DBT
333 MBARC Credit Canada SALC Sep 2022 1,042,082 -390,075 $760K -25.5% 0.08% ABS-O
334 Navient Student Loan Trust 2017-2 NAVSL Sep 2022 772,006 -24,922 $759K -3.9% 0.08% ABS-O
335 Morgan Stanley MS Sep 2022 790,000 — $756K +0.8% 0.08% DBT
336 EAGLE RE 2021-2 LTD EMIR Sep 2022 758,565 -41,435 $754K -5.0% 0.08% ABS-O
337 Government National Mortgage Association GNR Sep 2022 750,754 -79,020 $748K -9.4% 0.08% ABS-O
338 Morgan Stanley MS Sep 2022 750,000 — $746K +0.5% 0.08% DBT
339 GS Mortgage Securities Corp II GSMS Sep 2022 742,763 -539,776 $738K -41.9% 0.07% ABS-O
340 CSMC 2021-BHAR CSMC Sep 2022 770,000 — $736K -0.2% 0.07% ABS-O
341 Dollar General Corporation DG Sep 2022 745,000 — $735K -0.2% 0.07% DBT
342 Macquarie Group Ltd. MQGAU Sep 2022 800,000 — $735K +0.9% 0.07% DBT
343 Metropolitan Life Global Funding I MET Sep 2022 765,000 — $735K +1.3% 0.07% DBT
344 Meta Platforms Inc META Dec 2022 785,000 New $734K — 0.07% DBT
345 Goldman Sachs Group, Inc. GS Sep 2022 810,000 — $734K +1.4% 0.07% DBT
346 Ford Motor Credit Company LLC F Sep 2022 750,000 — $733K +0.9% 0.07% DBT
347 Oha Credit Funding 2 Ltd / Oha Credit Funding 2 Llc OAKC Sep 2022 750,000 — $733K +1.4% 0.07% ABS-CBDO
348 Microchip Technology Incorporated MCHP Sep 2022 745,000 — $731K +0.7% 0.07% DBT
349 Federal National Mortgage Association FNMA Sep 2022 750,184 -46,267 $730K -6.9% 0.07% ABS-O
350 Oha Credit Funding 4 Ltd / Llc OAKC Sep 2022 750,000 — $726K +1.1% 0.07% ABS-CBDO
351 Federal National Mortgage Association FNMA Sep 2022 752,032 -23,998 $721K -1.7% 0.07% ABS-MBS
352 CommonSpirit Health CATMED Sep 2022 800,000 — $721K +1.5% 0.07% DBT
353 MFA TRUST MFRA Sep 2022 816,716 -30,842 $720K -4.9% 0.07% ABS-O
354 CARMAX AUTO OWNER TRUST 2022-2 CARMX Sep 2022 738,000 — $718K -0.3% 0.07% ABS-O
355 VMware Inc VMW Sep 2022 770,000 New $717K — 0.07% DBT
356 Federal National Mortgage Association FNMA Sep 2022 751,887 -37,096 $712K -5.0% 0.07% ABS-O
357 Elevance Health Inc. ELV Dec 2022 750,000 New $710K — 0.07% DBT
358 Citigroup Commercial Mortgage Trust UBSC Sep 2022 740,163 -59,456 $709K -7.8% 0.07% ABS-O
359 Navient Private Education Loan Trust 2015-c NAVSL Sep 2022 720,353 -50,803 $702K -7.9% 0.07% ABS-O
360 CCO Holdings, LLC/ CCO Holdings Capital Corp. CHTR Sep 2022 750,000 — $698K +2.9% 0.07% DBT
361 GE Healthcare Holding LLC GEHC Dec 2022 690,000 New $696K — 0.07% DBT
362 Banco Bradesco S.A., Grand Cayman Branch BRADES Sep 2022 695,000 New $694K — 0.07% DBT
363 Barclays PLC BACR Sep 2022 1,000,000 — $682K +6.2% 0.07% DBT
364 SBA Tower Trust SBAC Sep 2022 800,000 — $682K -0.2% 0.07% ABS-O
365 Sumitomo Mitsui Financial Group Inc SUMIBK Sep 2022 1,000,000 — $679K +6.4% 0.07% DBT
366 BA Credit Card Trust MBNAS Sep 2022 693,000 — $677K -0.0% 0.07% ABS-O
367 OAKTOWN RE VII LTD OMIR Sep 2022 700,000 — $676K -1.7% 0.07% ABS-O
368 T-Mobile US Inc S Sep 2022 665,000 — $676K +0.4% 0.07% DBT
369 BNP Paribas SA BNP Dec 2022 700,000 New $675K — 0.07% DBT
370 Federal National Mortgage Association FNMA Dec 2022 700,000 New $675K — 0.07% ABS-MBS
371 FORD CREDIT AUTO OWNER TRUST 2022-D FORDO Dec 2022 667,000 New $674K — 0.07% ABS-O
372 Guidestone Fds GMYXX Sep 2022 672,983 New $673K — 0.07% STIV
373 Nissan Motor Co Ltd NSANY Sep 2022 685,000 New $671K — 0.07% DBT
374 Neuberger Berman Loan Advisers CLO 26, Ltd. NEUB Sep 2022 680,000 — $669K +0.4% 0.07% ABS-CBDO
375 Barclays PLC BACR Sep 2022 700,000 New $667K — 0.07% DBT
376 Berry Global Inc BERY Sep 2022 700,000 — $664K +0.8% 0.07% DBT
377 Edison International EIX Sep 2022 665,000 — $652K +1.1% 0.07% DBT
378 Magallanes Inc. WBD Sep 2022 665,000 — $646K +0.5% 0.07% DBT
379 General Motors Financial Company Inc GM Sep 2022 675,000 — $641K +1.3% 0.07% DBT
380 BMW Canada Auto Trust BMWC Sep 2022 878,075 -332,006 $639K -25.7% 0.06% ABS-O
381 Fifth Third Bank of Cincinnati FITB Dec 2022 630,000 New $637K — 0.06% DBT
382 Federal National Mortgage Association FNMA Sep 2022 679,315 -35,530 $635K -4.1% 0.06% ABS-MBS
383 Finsbury Square 2020-2 PLC FSQ Sep 2022 524,584 -52,540 $635K -1.6% 0.06% ABS-O
384 Cheniere Corpus Christi Holdings, LLC CHCOCH Sep 2022 630,000 — $634K +0.1% 0.06% DBT
385 SMB PRIVATE EDUCATION LOAN TRUST SMB Sep 2022 692,065 -39,362 $632K -7.4% 0.06% ABS-O
386 Barclays PLC BACR Sep 2022 650,000 -250,000 $632K -25.2% 0.06% DBT
387 Commercial Mortgage Trust COMM Sep 2022 623,158 -126,842 $619K -16.8% 0.06% ABS-O
388 Ford Motor Credit Company LLC F Sep 2022 640,000 — $616K +1.9% 0.06% DBT
389 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 623,944 -26,545 $613K -5.2% 0.06% ABS-O
390 Australia and New Zealand Banking Group Limited ANZ Dec 2022 605,000 New $608K — 0.06% DBT
391 Triton Container International Limited TRTN Sep 2022 630,000 — $608K +1.1% 0.06% DBT
392 CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-1 CAALT Sep 2022 620,000 — $604K -0.1% 0.06% ABS-O
393 OMERS Finance Trust OMERS Sep 2022 675,000 — $604K +0.8% 0.06% DBT
394 GS MORTGAGE SECURITIES CORPORATION TRUST 2022-ECI GSMS Sep 2022 610,000 — $603K -0.7% 0.06% ABS-O
395 SBA Tower Trust SBAC Sep 2022 680,000 — $600K +0.1% 0.06% ABS-O
396 VANTAGE DATA CENTERS ISSUER LLC VDC Dec 2022 628,333 New $598K — 0.06% ABS-O
397 SMB Private Education Loan Trust 2021-A SMB Sep 2022 619,969 -44,901 $597K -6.6% 0.06% ABS-O
398 Danske Bank A/S DANBNK Sep 2022 600,000 — $595K -0.3% 0.06% DBT
399 Nelnet Student Loan Trust NSLT Sep 2022 601,100 -71,056 $594K -10.6% 0.06% ABS-O
400 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 594,778 -23,489 $592K -2.7% 0.06% ABS-MBS
401 Blackstone Private Credit Fund BCRED Sep 2022 700,000 — $591K +1.9% 0.06% DBT
402 BANK 2019-BNK18 BANK Sep 2022 610,000 — $589K -0.3% 0.06% ABS-O
403 Madison Park Funding XIX Ltd MDPK Sep 2022 600,000 — $589K +0.7% 0.06% ABS-CBDO
404 NAVIENT PRIVATE EDUCATION REFI LOAN TRUST NAVSL Sep 2022 652,318 -38,267 $587K -5.9% 0.06% ABS-O
405 Ameren Corporation AEE Sep 2022 610,000 — $584K +0.8% 0.06% DBT
406 Bank of Nova Scotia BNS Dec 2022 580,000 New $581K — 0.06% DBT
407 CWABS Inc. CWHEL Sep 2022 615,849 -23,947 $580K -4.2% 0.06% ABS-O
408 MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL MTN Sep 2022 590,000 — $575K +0.1% 0.06% ABS-O
409 Magallanes Inc. WBD Sep 2022 600,000 — $574K +1.1% 0.06% DBT
410 NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL Sep 2022 587,616 New $572K — 0.06% ABS-O
411 Qorvo Inc QRVO Sep 2022 620,000 — $572K -0.3% 0.06% DBT
412 Enbridge Incorporation ENBCN Sep 2022 600,000 — $567K +0.5% 0.06% DBT
413 T-Mobile USA, Inc. TMUS Sep 2022 600,000 — $567K +2.2% 0.06% DBT
414 DATABANK ISSUER LLC COLO Sep 2022 650,000 — $565K +1.0% 0.06% ABS-O
415 Federal National Mortgage Association FNMA Sep 2022 580,494 -34,404 $564K -6.9% 0.06% ABS-O
416 Freddie Mac Stacr Remic Trust STACR Sep 2022 569,433 -34,756 $562K -6.4% 0.06% ABS-O
417 General Mills, Inc. GIS Dec 2022 560,000 New $562K — 0.06% DBT
418 Corebridge Financial Inc. CRBG Sep 2022 600,000 — $561K +2.2% 0.06% DBT
419 BX COMMERCIAL MORTGAGE TRUST BX Sep 2022 569,500 — $560K +0.7% 0.06% ABS-O
420 ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD. ARCLO Sep 2022 580,000 — $559K -2.6% 0.06% ABS-CBDO
421 Mercedes-Benz Finance North America LLC MBGGR Dec 2022 555,000 New $559K — 0.06% DBT
422 Nissan Motor Co Ltd NSANY Sep 2022 600,000 — $558K +1.1% 0.06% DBT
423 Deutsche Bank AG New York Branch DB Sep 2022 650,000 — $555K +5.0% 0.06% DBT
424 Golub Capital BDC Inc. GBDC Sep 2022 575,000 — $553K +0.2% 0.06% DBT
425 Daimler Trucks Finance North America LLC DTRGR Sep 2022 590,000 — $548K +0.7% 0.06% DBT
426 Freddie Mac Seasoned Credit Risk Transfer Trust SCRT Sep 2022 588,876 -17,759 $547K -3.9% 0.06% ABS-O
427 Federal National Mortgage Association FNMA Sep 2022 548,340 -22,076 $544K -2.4% 0.06% ABS-MBS
428 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-3 GMCAR Sep 2022 556,000 -735,000 $544K -56.9% 0.06% ABS-O
429 J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC Sep 2022 560,000 — $543K +0.4% 0.06% ABS-O
430 NELNET STUDENT LOAN TRUST NSLT Sep 2022 611,856 -35,139 $542K -5.2% 0.05% ABS-O
431 TRESTLES CLO 2017-1 LTD TREST Sep 2022 550,000 — $539K +0.9% 0.05% ABS-CBDO
432 Canterbury Finance No.1 Plc CANBY Sep 2022 445,343 -178,821 $538K -22.9% 0.05% ABS-O
433 Cedar Funding VI CLO LTD / LLC CEDF Sep 2022 550,000 — $537K +2.1% 0.05% ABS-CBDO
434 ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1 OMFIT Sep 2022 566,000 — $535K -0.7% 0.05% ABS-O
435 Mortgage Loan Trust 2017-4 NRZT Sep 2022 572,088 -20,662 $535K -4.7% 0.05% ABS-O
436 Nomura Holdings, Inc. NOMURA Sep 2022 600,000 — $527K +2.0% 0.05% DBT
437 Fnma Pass-Thru I FN Sep 2022 528,872 -16,070 $526K -2.1% 0.05% ABS-MBS
438 HCA Inc. HCA Sep 2022 525,000 — $525K +1.1% 0.05% DBT
439 Commercial Mortgage Trust 2015-Ccre23 COMM Sep 2022 544,335 -22,122 $524K -4.1% 0.05% ABS-O
440 EXTENDED STAY AMERICA TRUST 2021-ESH ESA Sep 2022 536,906 New $522K — 0.05% ABS-O
441 Magnetite VIII Ltd/Llc MAGNE Sep 2022 524,734 -2,135 $518K -0.0% 0.05% ABS-CBDO
442 Morgan Stanley MS Dec 2022 500,000 New $516K — 0.05% DBT
443 Pacific Gas and Electric Company PCG Sep 2022 600,000 — $514K +5.7% 0.05% DBT
444 Ford Auto Securitization Trust FASTR Sep 2022 701,832 -426,306 $513K -36.4% 0.05% ABS-O
445 NELNET STUDENT LOAN TRUST NSLT Sep 2022 575,845 -31,761 $512K -5.5% 0.05% ABS-O
446 General Motors Financial Company Inc GM Dec 2022 500,000 New $509K — 0.05% DBT
447 Morgan Stanley BAML Trust MSBAM Sep 2022 535,000 — $508K -0.4% 0.05% ABS-O
448 Mizuho Financial Group Inc. MIZUHO Sep 2022 520,000 — $508K +0.9% 0.05% DBT
449 TOWD POINT MORTGAGE TRUST TPMT Sep 2022 550,194 -26,676 $507K -7.0% 0.05% ABS-O
450 BX COMMERCIAL MORTGAGE TRUST BX Sep 2022 522,750 — $507K +0.1% 0.05% ABS-O
451 Kia Corp. KIAMTR Sep 2022 510,000 — $506K +0.3% 0.05% DBT
452 Gilead Sciences, Inc. GILD Dec 2022 540,000 New $504K — 0.05% DBT
453 UBS COMMERCIAL MORTGAGE TRUST UBSCM Sep 2022 540,000 — $503K +0.3% 0.05% ABS-O
454 Equinix, Inc. EQIX Sep 2022 570,000 — $502K +1.6% 0.05% DBT
455 NextEra Energy Capital Holdings Inc NEE Dec 2022 515,000 New $502K — 0.05% DBT
456 United Air Lines, Inc. UAL Sep 2022 540,000 — $501K +3.8% 0.05% DBT
457 Santander Bank National Association SOV Dec 2022 500,000 New $500K — 0.05% ABS-O
458 Transurban Queensland Finance Pty Ltd. TQLAU Sep 2022 720,000 — $498K +6.1% 0.05% DBT
459 LUXE TRUST LUXE Sep 2022 519,150 -980,850 $497K -65.8% 0.05% ABS-O
460 Wells Fargo & Company WFC Sep 2022 505,000 — $496K +1.4% 0.05% DBT
461 Huntington Ingalls Industries, Inc. HII Sep 2022 510,000 — $495K +0.7% 0.05% DBT
462 Informa PLC INFLN Sep 2022 485,000 — $494K +12.1% 0.05% DBT
463 OCTAGON INVESTMENT PARTNERS 36 LTD OCT36 Sep 2022 500,000 — $493K +0.9% 0.05% ABS-CBDO
464 Fnma Pass-Thru I FN Sep 2022 493,817 -16,465 $492K -2.9% 0.05% ABS-MBS
465 Cifc Funding Ltd CIFC Sep 2022 500,000 — $492K +1.0% 0.05% ABS-CBDO
466 Santander UK Group Holdings PLC SANUK Dec 2022 500,000 New $492K — 0.05% DBT
467 ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL2, LTD. ARCLO Sep 2022 500,000 — $487K -0.9% 0.05% ABS-CBDO
468 GPMT 2021-FL4 LTD GPMT Sep 2022 500,000 — $484K -1.4% 0.05% ABS-CBDO
469 Electricite de France SA EDF Sep 2022 500,000 — $483K +0.4% 0.05% DBT
470 Morgan Stanley MS Sep 2022 525,000 — $482K +1.2% 0.05% DBT
471 Goldman Sachs Group, Inc. GS Sep 2022 540,000 — $482K +2.7% 0.05% DBT
472 Pacific Life Global Funding II PACLIF Sep 2022 500,000 — $480K -0.9% 0.05% DBT
473 ENEL Finance International N.V. ENELIM Sep 2022 500,000 — $479K +1.1% 0.05% DBT
474 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM Sep 2022 484,630 — $477K +0.4% 0.05% ABS-O
475 Nissan Motor Acceptance Co LLC NSANY Dec 2022 569,000 New $476K — 0.05% DBT
476 WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM Sep 2022 500,000 — $476K +0.1% 0.05% ABS-O
477 Federal National Mortgage Association FNMA Sep 2022 467,385 -24,775 $475K -5.5% 0.05% ABS-MBS
478 Saudi Arabian Oil Company ARAMCO Sep 2022 490,000 — $472K +0.2% 0.05% DBT
479 The Bank of New York Mellon Corporation BK Dec 2022 470,000 New $472K — 0.05% DBT
480 Owl Rock Capital Corporation ORCC Sep 2022 510,000 — $469K +0.5% 0.05% DBT
481 SMB PRIVATE EDUCATION LOAN TRUST 2022-C SMB Sep 2022 488,395 -45,605 $468K -8.6% 0.05% ABS-O
482 VANTAGE DATA CENTERS ISSUER LLC VDC Dec 2022 479,583 New $468K — 0.05% ABS-O
483 Federal National Mortgage Association FNMA Sep 2022 494,228 -23,164 $468K -3.0% 0.05% ABS-MBS
484 MHC COMMERCIAL MORTGAGE TRUST 2021-MHC MHC Sep 2022 480,000 — $466K +0.7% 0.05% ABS-O
485 CDP Financial Inc. CADEPO Sep 2022 520,000 — $464K +1.0% 0.05% DBT
486 Federal National Mortgage Association FNMA Sep 2022 476,014 -15,244 $462K -4.9% 0.05% ABS-O
487 Oracle Corporation ORCL Dec 2022 450,000 New $461K — 0.05% DBT
488 Bank of America Corporation BAC Sep 2022 480,000 — $459K +1.2% 0.05% DBT
489 PRET LLC PRET Sep 2022 505,693 -21,137 $459K -7.1% 0.05% ABS-O
490 CLNC 2019-FL1, LTD. CLNC Sep 2022 465,561 -426,401 $454K -48.5% 0.05% ABS-CBDO
491 Air Lease Corporation AL Sep 2022 490,000 — $452K +1.1% 0.05% DBT
492 NELNET STUDENT LOAN TRUST NSLT Sep 2022 499,881 -25,824 $451K -5.2% 0.05% ABS-O
493 Lsega Financing Plc LSELN Sep 2022 510,000 — $449K +0.4% 0.05% DBT
494 Navient Private Education Refi Loan Trust 2020-H NAVSL Sep 2022 496,759 -38,582 $447K -8.3% 0.05% ABS-O
495 BX COMMERCIAL MORTGAGE TRUST BX Sep 2022 456,542 — $440K +0.7% 0.04% ABS-O
496 Credit Suisse Group AG CS Sep 2022 450,000 — $439K -0.5% 0.04% DBT
497 OBX TRUST OBX Sep 2022 450,000 — $438K -0.7% 0.04% ABS-O
498 Fnma Pass-Thru I FN Sep 2022 445,281 -25,290 $437K -4.5% 0.04% ABS-MBS
499 GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ2 GSMBS Sep 2022 540,044 -9,005 $437K -0.4% 0.04% ABS-O
500 TPGI TRUST 2021-DGWD TPGI Sep 2022 450,000 — $434K +0.6% 0.04% ABS-O
501 OneMain Financial Corporation OMF Sep 2022 435,000 — $434K +0.1% 0.04% DBT
502 GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-3 GOOD Sep 2022 464,506 -5,213 $432K -4.3% 0.04% ABS-O
503 Navient Private Education Refi Loan Trust 2020-H NAVSL Sep 2022 477,653 New $429K — 0.04% ABS-O
504 Capital One Multi Asset Execution Trust COMET Dec 2022 422,000 New $426K — 0.04% ABS-O
505 Anchorage Capital CLO 7 Limited ANCHC Sep 2022 450,000 — $426K +1.8% 0.04% ABS-CBDO
506 Societe Generale S.A. SOCGEN Sep 2022 400,000 — $424K +10.4% 0.04% DBT
507 Federal National Mortgage Association FNMA Sep 2022 440,874 -18,379 $423K -2.7% 0.04% ABS-MBS
508 Navient Private Education Loan Trust 2020-A NAVSL Sep 2022 458,280 -28,565 $419K -6.7% 0.04% ABS-O
509 Var Energi ASA VARNO Dec 2022 410,000 New $418K — 0.04% DBT
510 Hawaii Hotel Trust 2019-MAUI HHT Sep 2022 429,000 — $417K -0.3% 0.04% ABS-O
511 Citigroup Commercial Mortgage Trust UBSC Sep 2022 436,317 -33,515 $417K -7.4% 0.04% ABS-O
512 First Citizens Bank & Trust Company FCNCA Sep 2022 440,000 — $416K +0.2% 0.04% DBT
513 Standard Chartered PLC STANLN Sep 2022 440,000 — $416K +0.8% 0.04% DBT
514 Wells Fargo Coml Mtg Tr 2015-C27 WFCM Sep 2022 435,000 — $414K -0.2% 0.04% ABS-O
515 EQT Corporation EQT Sep 2022 410,000 — $409K +0.2% 0.04% DBT
516 Aptiv PLC / Aptiv Corp APTV Sep 2022 432,000 +77,000 $408K +23.0% 0.04% DBT
517 ELFI GRADUATE LOAN PROGRAM 2022-A LLC ELFI Sep 2022 427,333 -13,060 $405K -5.3% 0.04% ABS-O
518 KNDL 2019-KNSQ Mortgage Trust KNDL Sep 2022 409,000 — $404K +0.5% 0.04% ABS-O
519 Comcast Corporation CMCSA Dec 2022 395,000 New $401K — 0.04% DBT
520 HYUNDAI AUTO RECEIVABLES TRUST 2022-B HART Sep 2022 409,000 — $401K -0.1% 0.04% ABS-O
521 Amazon.com, Inc. AMZN Dec 2022 400,000 New $400K — 0.04% DBT
522 Volkswagen Group of America Finance LLC VW Sep 2022 410,000 New $397K — 0.04% DBT
523 CenterPoint Energy Resources Corp. CNP Sep 2022 400,000 — $397K +1.1% 0.04% DBT
524 Danske Bank A/S DANBNK Sep 2022 400,000 — $395K +0.3% 0.04% DBT
525 NextEra Energy Operating Partners LP NEP Sep 2022 405,000 — $394K +1.3% 0.04% DBT
526 JDE Peets N.V JDEPNA Sep 2022 430,000 — $393K -0.2% 0.04% DBT
527 Nissan Motor Acceptance Co LLC NSANY Sep 2022 400,000 — $393K -0.1% 0.04% DBT
528 Nissan Motor Acceptance Co LLC NSANY Sep 2022 430,000 +185,000 $392K +76.0% 0.04% DBT
529 Mariner Clo 5 Ltd / Mariner Clo 5 Llc SPEAK Sep 2022 400,000 — $392K -0.1% 0.04% ABS-CBDO
530 New Residential Mortgage Loan Trust 2020-1 NRZT Sep 2022 421,601 -16,096 $391K -4.6% 0.04% ABS-O
531 Ally Financial Inc. ALLY Sep 2022 400,000 — $390K -0.3% 0.04% DBT
532 SMB PRIVATE EDUCATION LOAN TRUST SMB Sep 2022 435,091 -31,572 $389K -6.4% 0.04% ABS-O
533 Bank of America Corporation BAC Sep 2022 429,000 — $387K +1.7% 0.04% DBT
534 Madison Park Funding XIII Ltd. MDPK Sep 2022 400,000 — $387K +1.7% 0.04% ABS-CBDO
535 VERUS SECURITIZATION TRUST 2022-3 VERUS Sep 2022 404,636 -5,354 $384K +1.8% 0.04% ABS-O
536 Thermo Fisher Scientific Inc TMO Dec 2022 380,000 New $383K — 0.04% DBT
537 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 395,454 -25,568 $381K -6.5% 0.04% ABS-O
538 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR Sep 2022 390,000 — $380K -0.3% 0.04% ABS-O
539 Wells Fargo & Company WFC Sep 2022 405,000 — $379K +1.2% 0.04% DBT
540 PALMER SQUARE LOAN FN FRN 69702QAA6 Sep 2022 380,000 — $378K -0.5% 0.04% DBT
541 MELLO MORTGAGE CAPITAL ACCEPTANCE 2022-INV2 MELLO Sep 2022 446,829 -7,162 $375K -0.4% 0.04% ABS-O
542 Woodside Finance Ltd. WPLAU Sep 2022 400,000 — $375K +1.2% 0.04% DBT
543 Wells Fargo & Company WFC Sep 2022 385,000 New $373K — 0.04% DBT
544 Wells Fargo & Company WFC Sep 2022 400,000 — $372K +2.5% 0.04% DBT
545 Fiserv Inc. FISV Sep 2022 395,000 — $371K +1.7% 0.04% DBT
546 Chesapeake Funding II Llc CFII Sep 2022 370,000 — $370K -0.0% 0.04% ABS-O
547 Eversource Energy ES Sep 2022 400,000 — $369K +1.6% 0.04% DBT
548 The Toronto-Dominion Bank TD Dec 2022 500,000 New $369K — 0.04% STIV
549 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 376,971 -19,363 $366K -6.5% 0.04% ABS-O
550 GS MORTGAGE SECURITIES TRUST GSMS Sep 2022 373,644 — $365K -0.4% 0.04% ABS-O
551 Centene Corporation CNC Sep 2022 430,000 — $363K +3.6% 0.04% DBT
552 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 407,860 -12,513 $363K -4.6% 0.04% ABS-O
553 Bank of America Corporation BAC Dec 2022 367,000 New $358K — 0.04% DBT
554 Vistra Operations Co LLC VST Sep 2022 365,000 — $358K +0.6% 0.04% DBT
555 Infor Inc LWSN Sep 2022 365,000 — $357K +1.2% 0.04% DBT
556 GA Global Funding Trust GBLATL Sep 2022 400,000 — $356K +1.4% 0.04% DBT
557 Aercap Ireland Capital DAC AER Sep 2022 405,000 — $355K +3.8% 0.04% DBT
558 Quanta Services, Inc. PWR Sep 2022 385,000 — $355K +0.9% 0.04% DBT
559 American Tower Corporation AMT Sep 2022 400,000 — $350K +2.5% 0.04% DBT
560 American Electric Power Co, Inc. AEP Sep 2022 360,000 — $347K +0.8% 0.04% DBT
561 Duke Energy Corp DUK Dec 2022 345,000 New $345K — 0.03% DBT
562 LCM XX Limited Partnership / LCM XX LLC LCM Sep 2022 346,341 -101,237 $344K -22.5% 0.03% ABS-CBDO
563 Equinix, Inc. EQIX Dec 2022 400,000 New $344K — 0.03% DBT
564 SIGNAL PEAK CLO 12 LTD SPEAK Sep 2022 350,000 — $341K +0.1% 0.03% ABS-CBDO
565 Federal National Mortgage Association FNMA Sep 2022 344,583 -11,613 $340K -2.2% 0.03% ABS-MBS
566 GoldenTree Loan Management US CLO 1, LTD/LLC GLM Sep 2022 348,000 — $339K +1.2% 0.03% ABS-CBDO
567 Federal National Mortgage Association FNMA Sep 2022 342,826 +195,863 $339K +131.4% 0.03% ABS-O
568 Aptiv PLC / Aptiv Corp APTV Sep 2022 355,000 New $335K — 0.03% DBT
569 Rolls-Royce PLC ROLLS Sep 2022 350,000 — $334K +9.6% 0.03% DBT
570 Aercap Ireland Capital DAC AER Sep 2022 350,000 — $334K +1.4% 0.03% DBT
571 Bain Capital Credit Clo 2017-2 BCC Sep 2022 330,000 — $326K +0.9% 0.03% ABS-CBDO
572 Bank of America Corporation BAC Dec 2022 315,000 New $325K — 0.03% DBT
573 ALEN 2021-ACEN MORTGAGE TRUST ALEN Sep 2022 350,000 — $322K -4.0% 0.03% ABS-O
574 NAVIENT PRIVATE EDUCATION REFI LOAN TRUST NAVSL Sep 2022 369,511 +315,936 $320K +578.5% 0.03% ABS-O
575 Fairstone Financial Issuance Trust I FFIT Sep 2022 460,000 — $320K +2.4% 0.03% ABS-O
576 SIG Combibloc PurchaseCo S.a r.l. SIGCBL Sep 2022 300,000 — $319K +10.9% 0.03% DBT
577 Hyundai Capital America HYNMTR Sep 2022 360,000 — $318K +4.8% 0.03% DBT
578 Volvo Treasury AB (publ) VLVY Sep 2022 310,000 — $317K +9.6% 0.03% DBT
579 Dell International L.L.C. and EMC Corporation DELL Sep 2022 316,000 — $316K -0.2% 0.03% DBT
580 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 322,160 -9,206 $316K -4.1% 0.03% ABS-O
581 PALMER SQUARE LOAN FUNDING LTD PSTAT Sep 2022 317,582 -45,320 $315K -13.2% 0.03% ABS-CBDO
582 Volkswagen Bank GmbH VW Sep 2022 300,000 — $315K +9.7% 0.03% DBT
583 The Toronto-Dominion Bank TD Sep 2022 305,000 — $315K +9.9% 0.03% DBT
584 Government National Mortgage Association GNR Sep 2022 315,421 -44,756 $314K -12.4% 0.03% ABS-O
585 PFS Financing Corp PFSFC Sep 2022 330,000 — $312K +0.1% 0.03% ABS-O
586 J.P. MORGAN MORTGAGE TRUST 2022-INV3 JPMMT Sep 2022 370,095 -7,101 $311K +0.1% 0.03% ABS-O
587 Brighthouse Financial Global Funding BHF Sep 2022 330,000 — $311K +0.8% 0.03% DBT
588 RADNOR RE 2021-2 LTD RMIR Sep 2022 317,930 -36,362 $311K -10.0% 0.03% ABS-O
589 HSBC Holdings PLC HSBC Dec 2022 295,000 New $310K — 0.03% DBT
590 The Charles Schwab Corporation SCHW Dec 2022 327,000 New $310K — 0.03% DBT
591 Federal National Mortgage Association FNMA Sep 2022 315,080 -8,685 $310K -1.4% 0.03% ABS-MBS
592 CALIFORNIA EARTHQUAKE AUTH CASGEN Sep 2022 315,000 — $310K +0.7% 0.03% DBT
593 T-Mobile USA, Inc. TMUS Sep 2022 350,000 — $309K +2.0% 0.03% DBT
594 BMW Finance N.V. BMW Sep 2022 290,000 — $309K +9.8% 0.03% DBT
595 Navient Private Education Refi Loan Trust 2019-E NAVSL Sep 2022 310,917 -25,415 $308K -7.7% 0.03% ABS-O
596 Bds 2020-Fl5 Ltd / Llc BDS Sep 2022 306,977 -25,490 $308K -7.7% 0.03% ABS-CBDO
597 SOFI PROFESSIONAL LOAN PROGRAM TRUST SOFI Sep 2022 338,240 -20,708 $307K -8.5% 0.03% ABS-O
598 Wabtec Corp WAB Sep 2022 325,000 — $307K +1.1% 0.03% DBT
599 Carnival Corporation CCL Sep 2022 375,000 — $307K +1.1% 0.03% DBT
600 Toyota Motor Credit Corp. TOYOTA Dec 2022 300,000 New $305K — 0.03% DBT
601 Santander Bank National Association SOV Sep 2022 315,478 -56,574 $304K -15.4% 0.03% ABS-O
602 Illumina Inc ILMN Dec 2022 300,000 New $303K — 0.03% DBT
603 Owl Rock Technology Finance Corp. ORTFIN Sep 2022 345,000 — $303K +1.2% 0.03% DBT
604 UBS Group AG UBS Sep 2022 350,000 -250,000 $302K -40.2% 0.03% DBT
605 Natwest Markets PLC NWG Sep 2022 345,000 — $300K +3.0% 0.03% DBT
606 Element Fleet Management Corp EFNCN Sep 2022 315,000 — $299K +0.7% 0.03% DBT
607 HCA Inc. HCA Sep 2022 295,000 — $297K +2.1% 0.03% DBT
608 Ford Motor Credit Company LLC F Sep 2022 300,000 — $297K +0.7% 0.03% DBT
609 TRTX 2019-FL3 ISSUER LTD TRTX Sep 2022 295,938 -19,129 $296K -6.2% 0.03% ABS-CBDO
610 Benefit Street Partners CLO II 2013-2 BSP Sep 2022 300,000 — $296K +1.3% 0.03% ABS-CBDO
611 MPT Operating Partnership LP / MPT Finance Corporation MPW Sep 2022 350,000 — $295K -2.7% 0.03% DBT
612 Ryder System, Inc. R Sep 2022 325,000 — $294K +0.8% 0.03% DBT
613 Matador Resources Company MTDR Sep 2022 305,000 — $294K -0.4% 0.03% DBT
614 Smb Private Education Loan Trust 2018-B SMB Sep 2022 299,917 -21,004 $293K -7.3% 0.03% ABS-O
615 Aviation Capital Group LLC ACGCAP Sep 2022 345,000 — $292K +4.4% 0.03% DBT
616 Cars Db4 LP CAUTO Sep 2022 312,601 -415 $292K +0.2% 0.03% ABS-O
617 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR Sep 2022 300,000 — $291K -0.7% 0.03% ABS-O
618 KBC Group NV KBCBB Sep 2022 300,000 — $290K +11.0% 0.03% DBT
619 ANGEL OAK MORTGAGE TRUST 2022-2 AOMT Sep 2022 316,876 -7,936 $288K -1.6% 0.03% ABS-O
620 General Motors Financial Company Inc GM Sep 2022 300,000 — $288K +10.8% 0.03% DBT
621 Digital Dutch Finco BV DLR Sep 2022 300,000 — $288K +9.2% 0.03% DBT
622 LOANCORE 2021-CRE6 ISSUER LTD LNCR Sep 2022 300,000 — $288K -2.1% 0.03% ABS-CBDO
623 TTAN 2021-MHC TTN Sep 2022 296,049 -2,999 $287K -0.6% 0.03% ABS-O
624 CSMC 2022-ATH1 TRUST CSMC Sep 2022 310,795 -5,626 $286K -2.9% 0.03% ABS-O
625 Magallanes Inc. WBD Sep 2022 300,000 — $286K +0.5% 0.03% DBT
626 Sonoco Products Company SON Sep 2022 320,000 — $285K +0.5% 0.03% DBT
627 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM Sep 2022 285,000 — $279K -0.3% 0.03% ABS-O
628 Sempra SRE Sep 2022 290,000 — $279K +0.8% 0.03% DBT
629 SMB PRIVATE EDUCATION LOAN TRUST 2022-C SMB Sep 2022 278,037 -25,963 $278K -8.3% 0.03% ABS-O
630 BSPRT ISSUER LTD BSPRT Sep 2022 290,000 — $278K -2.0% 0.03% ABS-CBDO
631 Morgan Stanley MS Sep 2022 280,000 — $278K +1.0% 0.03% DBT
632 Volkswagen Leasing GmbH VW Sep 2022 260,000 — $278K +9.4% 0.03% DBT
633 CSMC 2020-NET CSMC Sep 2022 307,856 -477 $276K -1.3% 0.03% ABS-O
634 American Tower Corporation AMT Sep 2022 300,000 — $275K +11.4% 0.03% DBT
635 JPMorgan Chase & Co. JPM Sep 2022 291,000 — $270K +1.9% 0.03% DBT
636 BX COMMERCIAL MORTGAGE TRUST BX Sep 2022 280,000 — $270K +0.6% 0.03% ABS-O
637 Federal National Mortgage Association FNMA Sep 2022 286,433 -14,628 $268K -4.0% 0.03% ABS-MBS
638 Aon Corp/ Aon Global Holdings PLC AON Sep 2022 290,000 — $267K +2.6% 0.03% DBT
639 Blackstone Private Credit Fund BCRED Sep 2022 320,000 — $265K +3.3% 0.03% DBT
640 NAVIENT PRIVATE EDUCATION REFI LOAN TRUST NAVSL Sep 2022 298,010 -15,733 $265K -6.4% 0.03% ABS-O
641 Texas Electric Market Stabilization Funding N LLC ERCOTT Sep 2022 277,000 — $264K -0.9% 0.03% DBT
642 Gmf Canada Leasing Trust GCOLT Sep 2022 358,336 -533,305 $264K -58.9% 0.03% ABS-O
643 PRKCM 2021-AFC2 TRUST PRKCM Sep 2022 315,332 -8,250 $263K -2.0% 0.03% ABS-O
644 Fs Rialto 2021-Fl2 Issuer, Ltd. / Llc FSRIA Sep 2022 270,000 — $263K -0.0% 0.03% ABS-CBDO
645 JPMBB Commercial Mortgage Securities Trust 2015-C33 JPMBB Sep 2022 274,329 — $263K +1.9% 0.03% ABS-O
646 Stratton Mortgage Funding 2021-2 Plc STRA Sep 2022 218,790 -12,356 $262K +2.2% 0.03% ABS-O
647 FS Rialto 2022-FL6 Issuer LLC FSRIA Sep 2022 265,000 — $262K -1.1% 0.03% ABS-CBDO
648 Huntington Bancshares Incorporated HBAN Sep 2022 275,000 — $261K +0.5% 0.03% DBT
649 Verizon Communications Inc. VZ Dec 2022 280,000 New $261K — 0.03% DBT
650 Penske Truck Leasing Co., L.P. PENSKE Sep 2022 295,000 — $260K +1.4% 0.03% DBT
651 Wamu Mortgage Pass-Through CTFS TR WAMU Sep 2022 280,649 -1,961 $259K -2.7% 0.03% ABS-O
652 LENDMARK FUNDING TRUST LFT Sep 2022 266,841 -83,159 $259K -23.9% 0.03% ABS-O
653 Sofi Professional Loan Program 2016-F SOFI Sep 2022 267,173 -16,075 $255K -6.1% 0.03% ABS-O
654 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 255,270 -237,445 $255K -48.2% 0.03% ABS-O
655 Lumen Technologies Inc LUMN Sep 2022 300,000 — $255K +0.9% 0.03% DBT
656 Air Lease Corporation AL Sep 2022 255,000 New $255K — 0.03% DBT
657 STRATUS CLO 2022-2 LT FRN 86317YAC6 Sep 2022 260,000 — $254K +0.2% 0.03% DBT
658 GSRPM Mortgage Loan Trust GSMS Sep 2022 258,667 -11,768 $254K -5.6% 0.03% ABS-O
659 Virginia Electric and Power Company D Sep 2022 265,000 — $253K +1.2% 0.03% DBT
660 Freddie Mac Seasoned Credit Risk Transfer Trust SCRT Sep 2022 264,862 -10,186 $252K -4.3% 0.03% ABS-O
661 Royal Bank of Canada RY Dec 2022 241,000 New $251K — 0.03% DBT
662 Pioneer Natural Resources Company PXD Sep 2022 280,000 — $250K +2.1% 0.03% DBT
663 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 249,456 -8,443 $250K -7.3% 0.03% ABS-O
664 Aviation Capital Group LLC ACGCAP Sep 2022 285,000 — $249K +3.9% 0.03% DBT
665 AGL CLO 20 LTD AGL Sep 2022 250,000 — $249K +3.9% 0.03% ABS-CBDO
666 Siemens Financieringsmaatschappij N.V. SIEGR Sep 2022 235,000 — $249K +10.1% 0.03% DBT
667 Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC SPRNTS Sep 2022 250,312 -27,812 $248K -9.7% 0.03% DBT
668 Goldman Sachs Group, Inc. GS Sep 2022 265,000 — $247K +2.3% 0.03% DBT
669 Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC AMPBEV Sep 2022 290,000 — $247K +4.2% 0.03% DBT
670 SMB Private Education Loan Trust 2016-A SMB Sep 2022 247,471 -40,064 $246K -14.4% 0.02% ABS-O
671 Prime Securities Services Borrower, LLC and Prime Finance, Inc. PRSESE Sep 2022 250,000 — $246K +1.8% 0.02% DBT
672 ViaSat, Inc. VSAT Sep 2022 270,000 — $246K +9.1% 0.02% DBT
673 Energy Transfer LP ET Sep 2022 260,000 — $245K +1.1% 0.02% DBT
674 Palmer Square CLO 2018-3 Ltd/Llc PLMRS Sep 2022 250,000 — $245K +0.8% 0.02% ABS-CBDO
675 Cifc Funding 2021-V Ltd / Cifc Funding 2021-V Llc CIFC Sep 2022 250,000 — $244K +2.0% 0.02% ABS-CBDO
676 Voya Clo 2018-4 Ltd / Llc VOYA Sep 2022 250,000 — $244K +2.3% 0.02% ABS-CBDO
677 Microchip Technology Incorporated MCHP Sep 2022 250,000 — $243K +0.6% 0.02% DBT
678 Venture XVII CLO Ltd/Llc VENTR Sep 2022 246,034 -5,484 $243K -1.9% 0.02% ABS-CBDO
679 Apidos Clo XXII APID Sep 2022 250,000 — $243K +2.3% 0.02% ABS-CBDO
680 ARES LVI CLO LTD ARES Sep 2022 250,000 — $243K +0.8% 0.02% ABS-CBDO
681 TRINITAS CLO XVIII LTD TRNTS Sep 2022 250,000 — $241K -0.1% 0.02% ABS-CBDO
682 Commercial Mortgage Trust 2015-PC1 COMM Sep 2022 248,352 -216 $240K -0.5% 0.02% ABS-O
683 Ocp Clo 2020-19 Ltd/ Llc OCP Sep 2022 250,000 — $239K +1.7% 0.02% ABS-CBDO
684 FREMF 2015-K45 Mortgage Trust FREMF Sep 2022 250,000 — $239K -0.5% 0.02% ABS-O
685 LENDMARK FUNDING TRUST LFT Sep 2022 280,000 — $238K +1.1% 0.02% ABS-O
686 Federal National Mortgage Association FNMA Sep 2022 234,335 -1,528 $238K -0.6% 0.02% ABS-MBS
687 Vistra Operations Co LLC VST Sep 2022 250,000 — $238K +1.5% 0.02% DBT
688 ANGEL OAK MORTGAGE TRUST 2022-1 AOMT Sep 2022 268,221 -4,772 $236K -0.5% 0.02% ABS-O
689 READY CAPITAL MORTGAGE FINANCING 2022-FL9 LLC RCMT Sep 2022 237,101 -12,625 $236K -4.7% 0.02% ABS-CBDO
690 Indymac Indx Mtg INDX Sep 2022 270,932 -3,199 $235K -3.1% 0.02% ABS-O
691 Nordstrom, Inc. JWN Sep 2022 250,000 — $235K +0.8% 0.02% DBT
692 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 245,295 -13,260 $234K -6.0% 0.02% ABS-O
693 Federal National Mortgage Association FNMA Sep 2022 243,898 -19,265 $233K -7.5% 0.02% ABS-MBS
694 MFA 2021-INV2 TRUST MFRA Sep 2022 277,826 -7,970 $229K -7.6% 0.02% ABS-O
695 ACAS CLO 2015-1 Ltd. MP7 Sep 2022 230,969 -9,487 $227K -3.6% 0.02% ABS-CBDO
696 ARROYO MORTGAGE TRUST 2022-2 ARRW Sep 2022 239,953 -5,523 $227K -5.8% 0.02% ABS-O
697 ONE NEW YORK PLAZA TRUST ONYP Sep 2022 240,000 — $227K -1.6% 0.02% ABS-O
698 NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL Sep 2022 239,119 -15,373 $226K -6.2% 0.02% ABS-O
699 Dryden XXXVI Senior Loan Fund DRSLF Sep 2022 228,241 -4,128 $226K -1.3% 0.02% ABS-CBDO
700 Crown Castle Inc. CCI Dec 2022 260,000 New $225K — 0.02% DBT
701 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE Sep 2022 225,177 -209,741 $224K -48.1% 0.02% ABS-O
702 Nissan Motor Acceptance Co LLC NSANY Sep 2022 245,000 New $223K — 0.02% DBT
703 BX Trust BX Sep 2022 235,000 — $223K +0.5% 0.02% ABS-O
704 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 240,181 -6,875 $220K -3.3% 0.02% ABS-O
705 Credit Agricole S.A. London Branch ACAFP Sep 2022 250,000 — $219K +3.0% 0.02% DBT
706 Luminent Mortgage Trust LUM Sep 2022 252,905 -12,731 $217K -7.7% 0.02% ABS-O
707 PFS Financing Corp PFSFC Sep 2022 230,000 — $217K +0.8% 0.02% ABS-O
708 Morgan Stanley MS Sep 2022 205,000 — $216K +9.6% 0.02% DBT
709 Arbor Realty Commercial Real E ARCLO Sep 2022 220,000 — $215K -0.1% 0.02% ABS-CBDO
710 Santander UK Group Holdings PLC SANUK Sep 2022 215,000 — $215K +0.6% 0.02% DBT
711 WPP Finance 2013 WPPLN Sep 2022 200,000 — $214K +9.8% 0.02% DBT
712 Engie SA ENGIFP Sep 2022 200,000 — $213K +9.6% 0.02% DBT
713 Wesco Distribution, Inc. WCC Sep 2022 210,000 — $213K +1.3% 0.02% DBT
714 ING Groep N.V. INTNED Sep 2022 200,000 — $211K +9.8% 0.02% DBT
715 Oracle Corporation ORCL Dec 2022 205,000 New $210K — 0.02% DBT
716 GCAT 2021-NQM7 TRUST GCAT Sep 2022 236,907 -11,935 $209K -6.2% 0.02% ABS-O
717 COLT 2022-3 MORTGAGE LOAN TRUST COLT Sep 2022 224,389 -6,833 $209K -1.4% 0.02% ABS-O
718 Freddie Mac Seasoned Credit Risk Transfer Trust SCRT Sep 2022 218,627 -9,508 $208K -5.2% 0.02% ABS-O
719 CrownRock LP CRROCK Sep 2022 215,000 -285,000 $208K -56.6% 0.02% DBT
720 Goldman Sachs Group, Inc. GS Sep 2022 215,000 — $207K +1.2% 0.02% DBT
721 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD FHR Sep 2022 220,037 -11,031 $207K -4.6% 0.02% ABS-O
722 U.S. Bancorp. USB Sep 2022 210,000 -105,000 $205K -32.4% 0.02% DBT
723 TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2022-DPM TCO Sep 2022 210,000 — $204K -0.6% 0.02% ABS-O
724 Louis Dreyfus Company Finance B.V. LOUDRE Sep 2022 200,000 — $204K +10.3% 0.02% DBT
725 Federal National Mortgage Association FNMA Sep 2022 209,090 -6,069 $204K -3.9% 0.02% ABS-MBS
726 ENEL Finance International N.V. ENELIM Sep 2022 200,000 — $204K +9.5% 0.02% DBT
727 NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL Dec 2022 208,463 New $204K — 0.02% ABS-O
728 JPMorgan Chase & Co. JPM Sep 2022 215,000 — $202K +1.2% 0.02% DBT
729 Capgemini SE CAPFP Sep 2022 200,000 — $200K +9.3% 0.02% DBT
730 Toll Brothers Finance Corp. TOL Sep 2022 200,000 — $199K +0.0% 0.02% DBT
731 Pacific Gas and Electric Company PCG Sep 2022 200,000 — $199K +0.2% 0.02% DBT
732 Equitrans Midstream Corporation EQM Sep 2022 220,000 — $197K +4.6% 0.02% DBT
733 Graham Holdings Co GHC Sep 2022 200,000 — $197K +1.3% 0.02% DBT
734 UBS Group AG UBS Sep 2022 200,000 — $197K +9.7% 0.02% DBT
735 American Tower Corporation AMT Sep 2022 220,000 — $196K +2.1% 0.02% DBT
736 Pacific Gas and Electric Company PCG Sep 2022 200,000 — $196K +0.9% 0.02% DBT
737 NTT Finance Corp NTT Sep 2022 200,000 — $196K +0.8% 0.02% DBT
738 Nissan Motor Co Ltd NSANY Sep 2022 215,000 — $196K +5.3% 0.02% DBT
739 BENCHMARK 2022-B34 MORTGAGE TRUST BMARK Sep 2022 225,000 — $194K +1.2% 0.02% ABS-O
740 SoFi Professional Loan Program 2018-B TR SOFI Sep 2022 199,726 -26,129 $194K -12.2% 0.02% ABS-O
741 Greenpoint Mtg Fdg GPMF Sep 2022 228,898 -2,485 $193K -3.5% 0.02% ABS-O
742 Federal National Mortgage Association FNMA Sep 2022 186,564 -10,688 $192K -5.0% 0.02% ABS-MBS
743 SLM Private Cr Student Loan Trust SLMA Sep 2022 198,212 -16,076 $191K -8.4% 0.02% ABS-O
744 Iqvia Inc IQV Sep 2022 200,000 — $191K +2.2% 0.02% DBT
745 Citigroup Inc. C Sep 2022 190,000 New $191K — 0.02% DBT
746 Telecom Italia S.p.A. TITIM Sep 2022 200,000 — $190K +0.4% 0.02% DBT
747 Crh Finland Services Oyj CRHID Sep 2022 180,000 — $189K +10.0% 0.02% DBT
748 American Tower Corporation AMT Sep 2022 205,000 — $188K +10.5% 0.02% DBT
749 HSBC Holdings PLC HSBC Sep 2022 200,000 — $188K +1.7% 0.02% DBT
750 Lsega Financing Plc LSELN Sep 2022 200,000 — $188K +0.3% 0.02% DBT
751 Deutsche Bank AG DB Sep 2022 200,000 — $188K +12.3% 0.02% DBT
752 John Deere Capital Corporation DE Sep 2022 190,000 — $187K +0.2% 0.02% DBT
753 Natwest Markets PLC NWG Sep 2022 200,000 — $187K +10.5% 0.02% DBT
754 T-Mobile USA, Inc. TMUS Sep 2022 205,000 — $187K +1.7% 0.02% DBT
755 COLLEGE AVE STUDENT LOANS LLC CASL Sep 2022 198,850 -10,337 $186K -7.9% 0.02% ABS-O
756 Wf-Rbs Com Mg Tst WFRBS Sep 2022 187,979 -44,343 $185K -19.2% 0.02% ABS-O
757 Heathrow Funding Limited HTHROW Sep 2022 185,000 — $184K +10.1% 0.02% DBT
758 REGIONAL MANAGEMENT ISSUANCE TRUST RMIT Sep 2022 221,000 — $184K +1.3% 0.02% ABS-O
759 United Airlines Pass Through Trust 2020-1A UAL Sep 2022 185,740 -6,634 $184K -1.3% 0.02% ABS-O
760 Canadian Pacific Railway Company CP Sep 2022 205,000 — $183K +2.0% 0.02% DBT
761 LOANCORE 2021-CRE5 ISSUER LTD LNCR Sep 2022 190,000 New $183K — 0.02% ABS-CBDO
762 Danske Bank A/S DANBNK Sep 2022 200,000 — $183K +0.9% 0.02% DBT
763 Illinois Tool Works Inc. ITW Sep 2022 180,000 — $182K +9.7% 0.02% DBT
764 Gmf Canada Leasing Trust GCOLT Sep 2022 245,153 -607,836 $181K -70.6% 0.02% ABS-O
765 J.P. Morgan Chase Commercial Mortgage Securities Trust JPMCC Sep 2022 190,000 — $178K -4.8% 0.02% ABS-O
766 Elevance Health Inc. ELV Dec 2022 175,000 New $177K — 0.02% DBT
767 AmeriCredit Automobile Receivables Trust ACAR Sep 2022 180,000 — $176K +0.2% 0.02% ABS-O
768 Air Lease Corporation AL Sep 2022 175,000 — $175K +0.4% 0.02% DBT
769 Societe Generale S.A. SOCGEN Sep 2022 200,000 — $174K +2.8% 0.02% DBT
770 Air Lease Corporation AL Sep 2022 200,000 — $174K +2.6% 0.02% DBT
771 American Electric Power Co, Inc. AEP Sep 2022 180,000 — $173K +0.5% 0.02% DBT
772 Federal National Mortgage Association FNMA Sep 2022 174,116 -7,320 $173K -2.9% 0.02% ABS-MBS
773 New Fortress Energy Inc. NFE Sep 2022 185,000 -325,000 $172K -63.5% 0.02% DBT
774 CenterPoint Energy Resources Corp. CNP Sep 2022 172,000 — $172K +0.2% 0.02% DBT
775 Verizon Communications Inc. VZ Sep 2022 220,000 — $172K +3.9% 0.02% DBT
776 TOWD POINT MORTGAGE TRUST TPMT Sep 2022 175,079 -49,727 $172K -22.1% 0.02% ABS-O
777 American Home Mortgage Asset Trust AHMA Sep 2022 538,233 -3,080 $171K -4.0% 0.02% ABS-O
778 MOSAIC SOLAR LOAN TRUST 2022-1 MSAIC Sep 2022 205,063 -5,097 $171K -6.5% 0.02% ABS-O
779 Banco Santander, S.A. SANTAN Sep 2022 200,000 — $171K +3.4% 0.02% DBT
780 Freddie Mac Stacr Remic Trust STACR Sep 2022 170,100 -162,030 $170K -48.6% 0.02% ABS-O
781 OBX 2022-INV3 TRUST OBX Sep 2022 201,733 -2,859 $169K -0.2% 0.02% ABS-O
782 GFL Environmental Inc. GFLCN Sep 2022 175,000 — $168K +2.7% 0.02% DBT
783 Commercial Mortgage Trust COMM Sep 2022 170,000 — $167K -0.2% 0.02% ABS-O
784 COMM MORTGAGE TRUST COMM Sep 2022 170,000 — $166K -0.4% 0.02% ABS-O
785 GFL Environmental Inc. GFLCN Sep 2022 175,000 — $166K +3.3% 0.02% DBT
786 STARWOOD MORTGAGE RESIDENTIAL TRUST STAR Sep 2022 179,842 -12,950 $165K -11.0% 0.02% ABS-O
787 MARINER FINANCE ISSUANCE TRUST MFIT Sep 2022 167,230 -79,278 $165K -31.8% 0.02% ABS-O
788 EDVESTINU PRIVATE EDUCATION LOAN ISSUE EDVES Sep 2022 174,285 -11,681 $164K -6.2% 0.02% ABS-O
789 Gartner Incorporation IT Sep 2022 175,000 — $163K +4.3% 0.02% DBT
790 PFS Financing Corp PFSFC Sep 2022 167,000 -380,000 $163K -69.2% 0.02% ABS-O
791 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 183,615 -7,680 $163K -7.1% 0.02% ABS-O
792 United States Treasury Bills B Dec 2022 162,000 New $160K — 0.02% DBT
793 Workday Inc WDAY Sep 2022 170,000 — $159K +1.2% 0.02% DBT
794 Booking Holdings Inc BKNG Sep 2022 160,000 — $159K +9.1% 0.02% DBT
795 SLM Private Credit Student Loan Trust 2007-A SLMA Sep 2022 163,147 -9,779 $158K -5.2% 0.02% ABS-O
796 Astm S.P.A. ATIM Sep 2022 170,000 — $156K +8.1% 0.02% DBT
797 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 155,309 -6,813 $156K -4.7% 0.02% ABS-MBS
798 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 156,821 -5,110 $156K -1.9% 0.02% ABS-MBS
799 Stellantis N.V STLA Sep 2022 145,000 — $156K +9.1% 0.02% DBT
800 General Mills, Inc. GIS Dec 2022 155,000 New $155K — 0.02% DBT
801 JP MORGAN MORTGAGE TRUST JPMMT Sep 2022 169,509 -2,614 $155K -3.5% 0.02% ABS-O
802 NAVIENT PRIVATE EDUCATION REFI LOAN TRUST NAVSL Sep 2022 163,923 -11,571 $155K -8.0% 0.02% ABS-O
803 Chesapeake Funding II Llc CFII Sep 2022 154,775 -75,225 $155K -32.7% 0.02% ABS-O
804 Federal National Mortgage Association FNMA Sep 2022 154,415 -4,910 $154K -1.5% 0.02% ABS-MBS
805 Western Midstream Operating LP WES Sep 2022 160,000 — $152K +1.5% 0.02% DBT
806 American Medical Systems Europe B.V. BSX Sep 2022 160,000 — $151K +9.2% 0.02% DBT
807 iStar Inc STAR Sep 2022 150,000 — $149K +0.7% 0.02% DBT
808 Morgan Stanley BAML Trust MSBAM Sep 2022 149,994 -24,773 $148K -14.3% 0.01% ABS-O
809 GS MORTGAGE-BACKED SECURITIES TRUST GSMBS Sep 2022 174,303 -4,001 $148K -1.4% 0.01% ABS-O
810 MOSAIC SOLAR LOAN TRUST 2022-3 MSAIC Dec 2022 147,000 New $147K — 0.01% ABS-O
811 The Boeing Company BA Sep 2022 160,000 -40,000 $146K -18.0% 0.01% DBT
812 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 145,971 -5,297 $145K -2.4% 0.01% ABS-O
813 HOMEWARD OPPORTUNITIES FUND TRUST 2022-1 HOF Sep 2022 151,301 -3,803 $143K -5.8% 0.01% ABS-O
814 Aercap Ireland Capital DAC AER Sep 2022 150,000 — $142K +0.7% 0.01% DBT
815 Bx Trust 2021-View BX Sep 2022 150,000 — $141K -1.7% 0.01% ABS-O
816 CIFC FUNDING LTD CIFC Sep 2022 142,394 -11,661 $141K -7.1% 0.01% ABS-CBDO
817 REGIONAL MANAGEMENT ISSUANCE TRUST RMIT Dec 2022 140,000 New $141K — 0.01% ABS-O
818 SMB Private Education Loan Trust 2021-A SMB Sep 2022 160,000 — $140K -0.3% 0.01% ABS-O
819 Deutsche Bank AG New York Branch DB Sep 2022 150,000 — $139K +1.0% 0.01% DBT
820 VERUS SECURITIZATION TRUST 2022-1 VERUS Sep 2022 159,134 -2,313 $139K -2.6% 0.01% ABS-O
821 Pacific Gas and Electric Company PCG Sep 2022 146,000 — $138K +1.8% 0.01% DBT
822 CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT Sep 2022 139,548 -90,595 $138K -39.2% 0.01% ABS-O
823 Exelon Corporation EXC Sep 2022 150,000 — $138K +2.5% 0.01% DBT
824 MARINER FINANCE ISSUANCE TRUST 2020-A MFIT Sep 2022 140,000 — $133K -1.4% 0.01% ABS-O
825 KNDL 2019-KNSQ Mortgage Trust KNDL Sep 2022 136,000 — $133K +1.0% 0.01% ABS-O
826 Daimler Trucks Finance North America LLC DTRGR Sep 2022 150,000 — $133K +2.5% 0.01% DBT
827 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB Sep 2022 135,236 -16,248 $132K -11.0% 0.01% ABS-O
828 MOSAIC SOLAR LOAN TRUST 2022-2 MSAIC Sep 2022 139,222 -2,197 $131K -1.6% 0.01% ABS-O
829 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 144,713 -4,838 $130K -4.6% 0.01% ABS-O
830 WFRBS COMMERCIAL MORTGAGE TRUST WFRBS Sep 2022 129,506 -38,638 $128K -22.9% 0.01% ABS-O
831 Marathon Petroleum Company MPC Sep 2022 130,000 — $128K +0.3% 0.01% DBT
832 General Motors Financial Company Inc GM Sep 2022 145,000 -355,000 $127K -70.1% 0.01% DBT
833 Healthpeak Properties Inc PEAK Sep 2022 145,000 — $126K +2.3% 0.01% DBT
834 PROGRESS RESIDENTIAL 2021-SFR10 TRUST PROG Sep 2022 151,965 -35 $126K -1.8% 0.01% ABS-O
835 Wamu Mortgage Pass-Through CTFS TR WAMU Sep 2022 143,945 -2,122 $126K -3.4% 0.01% ABS-O
836 Federal National Mortgage Association FNMA Sep 2022 128,317 -5,584 $125K -5.4% 0.01% ABS-O
837 JPMorgan Chase & Co. JPM Sep 2022 120,000 — $124K +10.2% 0.01% DBT
838 Federal National Mortgage Association FNMA Sep 2022 124,213 -9,689 $124K -7.3% 0.01% ABS-MBS
839 SG RESIDENTIAL MORTGAGE TRUST 2022-2 SGR Sep 2022 127,686 -3,006 $124K -2.8% 0.01% ABS-O
840 CSMC 2021-980M CSMC Sep 2022 150,000 — $123K -3.8% 0.01% ABS-O
841 Skyworks Solutions, Inc. SWKS Sep 2022 125,000 — $123K +1.0% 0.01% DBT
842 Federal National Mortgage Association FNMA Sep 2022 124,790 -16,778 $122K -12.6% 0.01% ABS-O
843 Wamu Mtg Pass-Through Ctfs Ser 2007 WAMU Sep 2022 153,652 -669 $121K -3.5% 0.01% ABS-O
844 Federal National Mortgage Association FNMA Sep 2022 118,449 -10,720 $120K -8.7% 0.01% ABS-MBS
845 Federal National Mortgage Association FNMA Sep 2022 124,403 -7,104 $119K -4.1% 0.01% ABS-MBS
846 JP Morgan Mortgage Trust JPMMT Sep 2022 128,877 -26,046 $119K -17.5% 0.01% ABS-O
847 J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-OPO JPMCC Sep 2022 145,000 — $118K -4.1% 0.01% ABS-O
848 Becton Dickinson Euro Finance S.A.R.L. BDX Sep 2022 120,000 — $118K +9.0% 0.01% DBT
849 Virgin Money UK PLC VMUKLN Sep 2022 110,000 — $116K +9.9% 0.01% DBT
850 FCA Bank S.p.A. Irish Branch FCABNK Sep 2022 110,000 — $115K +9.8% 0.01% DBT
851 Conti-Gummi Finance BV CONGR Sep 2022 110,000 — $113K +9.6% 0.01% DBT
852 STARWOOD MORTGAGE RESIDENTIAL TRUST STAR Sep 2022 122,005 -7,524 $113K -5.9% 0.01% ABS-O
853 Chicago Board of Trade TYH3 Sep 2022 1 New $112K — 0.01% DIR
854 Chicago Board of Trade TYH3 Sep 2022 1 New $112K — 0.01% DIR
855 COMM MORTGAGE TRUST COMM Sep 2022 113,727 -22,593 $112K -16.8% 0.01% ABS-O
856 Federal National Mortgage Association FNMA Sep 2022 113,295 -3,547 $112K -3.7% 0.01% ABS-O
857 Federal National Mortgage Association FNMA Sep 2022 112,946 -4,448 $110K -5.6% 0.01% ABS-O
858 Jp Morgan Mortgage Trust 2020-7 JPMMT Sep 2022 132,391 -2,603 $110K -3.3% 0.01% ABS-O
859 Structured Asset Mortgage Investments II Trust SAMI Sep 2022 141,692 -74,571 $110K -41.9% 0.01% ABS-O
860 Nissan Motor Co Ltd NSANY Sep 2022 110,000 — $109K +10.2% 0.01% DBT
861 PRODIGY FINANCE CM2021-1 DESIGNATED ACTIVITY COMPANY PRDGY Sep 2022 112,385 -19,739 $109K -15.8% 0.01% ABS-O
862 Indymac Indx 07-Fl INDX Sep 2022 99,309 -2,150 $108K -5.1% 0.01% ABS-O
863 ESB Finance Designated Activity Co. ESBIRE Sep 2022 100,000 — $107K +9.1% 0.01% DBT
864 Volkswagen Financial Services AG VW Sep 2022 120,000 — $107K +8.2% 0.01% DBT
865 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 107,599 -8,646 $107K -7.8% 0.01% ABS-O
866 Banque Federative du Credit Mutuel BFCM Sep 2022 100,000 — $106K +9.8% 0.01% DBT
867 Informa PLC INFLN Sep 2022 100,000 — $106K +9.5% 0.01% DBT
868 Texas Instruments Incorporated TXN Dec 2022 105,000 New $105K — 0.01% DBT
869 Energy Transfer LP ET Sep 2022 105,000 — $105K +0.2% 0.01% DBT
870 Heimstaden Bostad Treasury BV HEIBOS Sep 2022 110,000 — $104K +7.2% 0.01% DBT
871 Enlink Midstream Partners LP ENLK Sep 2022 110,000 — $104K +1.8% 0.01% DBT
872 FREMF Mortgage Trust FREMF Sep 2022 105,000 — $104K -0.1% 0.01% ABS-O
873 MF1 2021-W10X MF1 Sep 2022 110,000 — $103K -4.5% 0.01% ABS-O
874 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART Sep 2022 103,602 -117,749 $103K -53.1% 0.01% ABS-O
875 SIG Combibloc PurchaseCo S.a r.l. SIGCBL Sep 2022 100,000 — $103K +13.7% 0.01% DBT
876 Mizuho Financial Group Inc. MIZUHO Sep 2022 100,000 — $103K +9.8% 0.01% DBT
877 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 114,717 -3,439 $102K -3.7% 0.01% ABS-O
878 GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST GOOD Sep 2022 133,590 -4,017 $102K -7.6% 0.01% ABS-O
879 REGIONAL MANAGEMENT ISSUANCE TRUST RMIT Sep 2022 110,000 — $102K +0.6% 0.01% ABS-O
880 FCA Bank S.p.A. Irish Branch FCABNK Sep 2022 100,000 — $102K +9.8% 0.01% DBT
881 Redexis Gas Finance BV REDEXS Sep 2022 100,000 — $101K +9.8% 0.01% DBT
882 TRATON Finance Luxembourg S.A TRAGR Sep 2022 100,000 — $101K +9.6% 0.01% DBT
883 ING Groep N.V. INTNED Sep 2022 100,000 — $100K +9.8% 0.01% DBT
884 National Grid Electricity Transmission PLC NGGLN Sep 2022 100,000 — $100K +9.3% 0.01% DBT
885 BPCE SA BPCEGP Sep 2022 100,000 — $100K +9.5% 0.01% DBT
886 Deutsche Bank AG DB Sep 2022 100,000 — $100K +10.8% 0.01% DBT
887 Volkswagen Bank GmbH VW Sep 2022 100,000 — $100K +8.5% 0.01% DBT
888 Banco de Sabadell SA SABSM Sep 2022 100,000 — $100K +10.1% 0.01% DBT
889 TRATON Finance Luxembourg S.A TRAGR Sep 2022 100,000 — $99K +9.2% 0.01% DBT
890 Mms Usa Investments Inc PUBFP Sep 2022 100,000 — $99K +9.3% 0.01% DBT
891 Pacific Gas and Electric Company PCG Sep 2022 100,000 — $99K +0.2% 0.01% DBT
892 Cellnex Finance Company S.A.U. CLNXSM Sep 2022 100,000 — $99K +11.7% 0.01% DBT
893 PSA Banque France S.A. PSABFR Sep 2022 100,000 — $99K +9.3% 0.01% DBT
894 Federal National Mortgage Association FNMA Sep 2022 100,181 -7,879 $99K -6.1% 0.01% ABS-MBS
895 Pacific Gas and Electric Company PCG Sep 2022 100,000 — $99K +0.3% 0.01% DBT
896 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 98,727 -7,065 $99K -5.4% 0.01% ABS-O
897 Commerzbank AG CMZB Sep 2022 100,000 — $98K +9.9% 0.01% DBT
898 General Mills, Inc. GIS Sep 2022 100,000 — $98K +9.9% 0.01% DBT
899 Wamu Mortgage Pass-Through CTFS TR WAMU Sep 2022 101,657 -5,141 $98K -5.3% 0.01% ABS-O
900 Toyota Motor Finance (Netherlands) B.V. TOYOTA Sep 2022 100,000 — $98K +10.2% 0.01% DBT
901 Becton, Dickinson and Company BDX Sep 2022 100,000 — $97K +9.2% 0.01% DBT
902 Medtronic Global Holdings SCA MDT Sep 2022 100,000 — $97K +9.3% 0.01% DBT
903 Chesapeake Funding II Llc CFII Sep 2022 100,000 — $97K +1.0% 0.01% ABS-O
904 Snam S.p.A. SRGIM Sep 2022 100,000 — $97K +10.1% 0.01% DBT
905 American International Group, Inc. AIG Sep 2022 100,000 — $97K +9.0% 0.01% DBT
906 National Grid North America Inc. NGGLN Sep 2022 100,000 — $97K +9.6% 0.01% DBT
907 Wamu Mortgage Pass-Through CTFS TR WAMU Sep 2022 112,552 -1,049 $96K -4.4% 0.01% ABS-O
908 Acea S.p.A ACEIM Sep 2022 100,000 — $96K +9.2% 0.01% DBT
909 DRIVE AUTO RECEIVABLES TRUST DRIVE Sep 2022 96,269 -173,824 $96K -64.3% 0.01% ABS-O
910 Banco de Sabadell SA SABSM Sep 2022 100,000 — $96K +10.2% 0.01% DBT
911 Fresenius Finance Ireland plc FREGR Sep 2022 100,000 — $96K +8.8% 0.01% DBT
912 Broadcom Corporation/Broadcom Cayman Finance Ltd AVGO Sep 2022 100,000 — $95K +2.9% 0.01% DBT
913 MARINER FINANCE ISSUANCE TRUST MFIT Sep 2022 110,000 — $95K +2.3% 0.01% ABS-O
914 Mercedes-Benz International Finance B.V. MBGGR Sep 2022 90,000 — $94K +9.8% 0.01% DBT
915 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 95,410 -10,928 $93K -11.1% 0.01% ABS-O
916 PeaceHealth PEAHEA Sep 2022 104,000 — $93K +0.6% 0.01% DBT
917 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 91,892 -11,006 $92K -10.0% 0.01% ABS-O
918 Morgan Stanley BAML Trust MSBAM Sep 2022 89,654 -89,860 $89K -50.1% 0.01% ABS-O
919 GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST GOOD Sep 2022 114,277 -2,093 $88K -10.5% 0.01% ABS-O
920 CVS Health Corp CVS Dec 2022 90,000 New $87K — 0.01% DBT
921 Structured Asset Securities Corp. STARTS Sep 2022 87,413 -8,169 $85K -9.1% 0.01% ABS-O
922 Ginnie Mae GNR Sep 2022 91,669 -5,341 $85K -8.0% 0.01% ABS-O
923 Deutsche Alt-B Sec Mtg Ln 2006-Ab4 DBALT Sep 2022 96,411 -3,796 $84K -1.1% 0.01% ABS-O
924 Deutsche Alt-B Sec Mtg Ln 2006-Ab4 DBALT Sep 2022 96,411 -3,796 $84K -1.1% 0.01% ABS-O
925 Comm 2015-Ccre24 Mortgage Trust COMM Sep 2022 85,463 -7,651 $83K -8.6% 0.01% ABS-O
926 COLLEGE AVENUE STUDENT LOANS 2021-C LLC CASL Sep 2022 100,000 — $82K -3.5% 0.01% ABS-O
927 Csab Mtg Bkd 06-2 CSAB Sep 2022 240,167 -3,079 $81K -3.4% 0.01% ABS-O
928 UnitedHealth Group Inc. UNH Dec 2022 80,000 New $81K — 0.01% DBT
929 BHG SECURITIZATION TRUST 2022-B BHG Sep 2022 81,156 -15,459 $80K -16.0% 0.01% ABS-O
930 SOFI PROFESSIONAL LOAN PROGRAM TRUST SOFI Sep 2022 84,274 -5,671 $79K -6.7% 0.01% ABS-O
931 Navient Private Education Loan Trust 2015-c NAVSL Sep 2022 78,795 -151,961 $79K -65.8% 0.01% ABS-O
932 SOFI PROFESSIONAL LOAN PROGRAM LLC SOFI Sep 2022 81,029 -8,024 $78K -9.5% 0.01% ABS-O
933 T-Mobile USA, Inc. TMUS Sep 2022 84,000 — $77K +1.2% 0.01% DBT
934 Equitrans Midstream Corporation EQM Sep 2022 80,000 — $77K +3.5% 0.01% DBT
935 Navient Private Education Loan Trust 2020-A NAVSL Sep 2022 76,380 -4,761 $75K -6.3% 0.01% ABS-O
936 1ST Horizon Mtg FHABS Sep 2022 79,253 -2,983 $74K -6.2% 0.01% ABS-O
937 Greenpoint Mtg Fdg GPMF Sep 2022 78,047 -1,674 $71K -4.2% 0.01% ABS-O
938 Federal National Mortgage Association FNMA Sep 2022 75,493 -2,482 $70K -2.4% 0.01% ABS-MBS
939 Government National Mortgage Association GNR Sep 2022 80,291 -642 $70K -4.4% 0.01% ABS-O
940 Federal National Mortgage Association FNMA Sep 2022 72,711 -2,358 $69K -9.2% 0.01% ABS-MBS
941 Morgan Stanley MS Sep 2022 70,000 — $69K +1.0% 0.01% DBT
942 CHASE HOME LENDING MORTGAGE TRUST CHASE Sep 2022 76,778 -2,186 $69K -3.7% 0.01% ABS-O
943 TBW Mortgage Backed Trust TBW Sep 2022 171,077 -3,430 $68K -4.6% 0.01% ABS-O
944 SMB PRIVATE EDUCATION LOAN TRUST SMB Sep 2022 69,207 -3,936 $67K -6.3% 0.01% ABS-O
945 The Bank of New York Mellon Corporation BK Dec 2022 65,000 New $67K — 0.01% DBT
946 Wamu Mortgage Pass-Through CTFS TR WAMU Sep 2022 69,926 -3,418 $66K -7.0% 0.01% ABS-O
947 Verizon Owner Trust VZOT Sep 2022 66,135 -75,434 $66K -53.2% 0.01% ABS-O
948 Federal National Mortgage Association FNMA Sep 2022 68,958 -1,777 $66K -8.1% 0.01% ABS-MBS
949 Pulte Group Inc PHM Sep 2022 64,000 — $63K +2.1% 0.01% DBT
950 Fnma Pass-Thru I FN Dec 2022 62,614 New $62K — 0.01% ABS-MBS
951 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 64,469 -2,195 $62K -2.3% 0.01% ABS-MBS
952 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS Sep 2022 72,818 -4,370 $61K -6.2% 0.01% ABS-O
953 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 58,336 -10,382 $59K -15.6% 0.01% ABS-MBS
954 EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 3 LLC EDVES Sep 2022 68,637 -2,751 $58K -4.9% 0.01% ABS-O
955 GS Mortgage Securities Corp GSMS Sep 2022 60,518 -1,622 $58K -4.4% 0.01% ABS-O
956 DRIVE AUTO RECEIVABLES TRUST DRIVE Sep 2022 56,002 -723,783 $56K -92.8% 0.01% ABS-O
957 Volkswagen Leasing GmbH VW Sep 2022 60,000 — $56K +8.4% 0.01% DBT
958 Federal National Mortgage Association FNMA Sep 2022 55,626 -2,516 $55K -2.9% 0.01% ABS-MBS
959 Freddie Mac Stacr Remic Trust 2019-Dna4 STACR Sep 2022 54,040 -14,556 $54K -20.8% 0.01% ABS-O
960 GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST GOOD Sep 2022 66,107 -833 $54K -13.8% 0.01% ABS-O
961 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 52,750 -2,048 $53K -4.4% 0.01% ABS-MBS
962 HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT Sep 2022 52,862 -70,684 $53K -57.2% 0.01% ABS-O
963 E.ON SE EOANGR Sep 2022 50,000 — $51K +9.6% 0.01% DBT
964 Government National Mortgage Association GNR Sep 2022 49,404 -1,802 $49K -3.9% 0.00% ABS-O
965 Bear Stearns Arm Trust BSARM Sep 2022 50,529 -725 $49K -2.3% 0.00% ABS-O
966 Fnma Pass-Thru I FN Dec 2022 47,862 New $48K — 0.00% ABS-MBS
967 Fnma Pass-Thru I FN Dec 2022 47,842 New $48K — 0.00% ABS-MBS
968 Federal National Mortgage Association FNMA Sep 2022 48,559 -5,683 $48K -11.3% 0.00% ABS-O
969 NXP B V / NXP Funding LLC & NXP USA Inc NXPI Sep 2022 50,000 — $47K +1.6% 0.00% DBT
970 NAVIENT PRIVATE EDUCATION REFI LOAN TRUST NAVSL Sep 2022 50,808 New $44K — 0.00% ABS-O
971 Federal National Mortgage Association FNMA Sep 2022 45,304 -938 $43K -8.1% 0.00% ABS-MBS
972 Bear Stearns Arm Trust BSARM Sep 2022 47,458 -503 $43K -4.4% 0.00% ABS-O
973 Government National Mortgage Association GNR Sep 2022 42,097 -990 $42K -2.7% 0.00% ABS-MBS
974 Federal National Mortgage Association FNMA Sep 2022 41,686 -798 $41K -0.6% 0.00% ABS-MBS
975 Brass No 8 plc BRASS Sep 2022 40,063 -15,890 $40K -28.4% 0.00% ABS-O
976 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 40,262 -6,711 $40K -15.1% 0.00% ABS-O
977 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 42,413 -1,422 $39K -2.4% 0.00% ABS-MBS
978 Navient Private Education Loan Trust 2018 NAVSL Sep 2022 40,403 -4,684 $39K -12.3% 0.00% ABS-O
979 Federal National Mortgage Association FNMA Sep 2022 40,693 -1,041 $39K -0.6% 0.00% ABS-MBS
980 ALLY AUTO RECEIVABLES TRUST ALLYA Sep 2022 38,246 -90,124 $38K -70.2% 0.00% ABS-O
981 Morgan Stanley Bank Of America Merrill Lynch Trust MSBAM Sep 2022 1,796,577 -8,233 $37K -6.1% 0.00% ABS-O
982 CHASE HOME LENDING MORTGAGE TRUST CHASE Sep 2022 37,583 -1,070 $36K -2.7% 0.00% ABS-O
983 CURRENCY CONTRACT - USD 000000000 Sep 2022 -1,109,000 New $36K — 0.00% DFE
984 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 594,011 -596 $35K -3.3% 0.00% ABS-O
985 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 34,919 -2,017 $34K -4.1% 0.00% ABS-MBS
986 Structured Adj Rate Mtg Loan Trust SARM Sep 2022 39,359 -1,745 $34K -6.9% 0.00% ABS-O
987 Fnma Pass-Thru I FN Dec 2022 33,174 New $33K — 0.00% ABS-MBS
988 Steel Dynamics, Inc. STLD Sep 2022 35,000 — $33K +1.5% 0.00% DBT
989 Federal National Mortgage Association FNMA Sep 2022 34,356 -4,341 $33K -16.8% 0.00% ABS-MBS
990 UNITED AIRLINES PASS THROUGH TRUSTS UAL Sep 2022 34,290 -1,530 $33K -2.5% 0.00% ABS-O
991 CURRENCY CONTRACT - EUR 000000000 Sep 2022 -6,501,823 New $32K — 0.00% DFE
992 Mastr Adjustable Rate Mortgages Trust MARM Sep 2022 32,804 -815 $32K -4.3% 0.00% ABS-O
993 GS Mortgage Securities Corp GSMS Sep 2022 33,209 -2,439 $31K -9.4% 0.00% ABS-O
994 Oracle Corporation ORCL Sep 2022 33,000 — $30K +2.3% 0.00% DBT
995 CWMBS Inc CWHL Sep 2022 33,775 -2,304 $30K -9.1% 0.00% ABS-O
996 Commercial Mortgage Trust COMM Sep 2022 30,073 -22,308 $30K -42.4% 0.00% ABS-O
997 Fnma Pass-Thru I FN Sep 2022 29,408 -4,727 $29K -13.0% 0.00% ABS-MBS
998 Csail 2016-C6 Commercial Mortg CSAIL Sep 2022 609,280 -10,803 $29K -7.9% 0.00% ABS-O
999 Federal National Mortgage Association FNMA Sep 2022 28,991 -1,072 $28K -2.6% 0.00% ABS-MBS
1000 Sequoia Mtg Trust SEMT Sep 2022 26,893 -3,475 $25K -12.8% 0.00% ABS-O
1001 JP Morgan Commercial Mortgage Finance Corp JPMC Sep 2022 24,291 -81,169 $24K -76.9% 0.00% ABS-O
1002 Federal National Mortgage Association FNMA Sep 2022 24,205 -650 $24K -3.3% 0.00% ABS-MBS
1003 Nly 2019-Fl2 Issuer Ltd NLY Sep 2022 23,457 -35,880 $23K -60.5% 0.00% ABS-CBDO
1004 Federal National Mortgage Association FNMA Sep 2022 23,633 -704 $23K -1.9% 0.00% ABS-MBS
1005 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 22,338 -528 $22K -2.5% 0.00% ABS-MBS
1006 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 22,393 -3,111 $22K -13.0% 0.00% ABS-O
1007 JP MORGAN MORTGAGE TRUST JPMMT Sep 2022 22,060 -944 $22K -4.6% 0.00% ABS-O
1008 Structured Asset Mortgage Investments II Trust SAMI Sep 2022 23,215 -539 $20K -5.1% 0.00% ABS-O
1009 United States Treasury Bills B Dec 2022 20,000 New $20K — 0.00% DBT
1010 Banc America Mortgage Securitites Inc BOAMS Sep 2022 21,279 -416 $19K -4.2% 0.00% ABS-O
1011 Federal National Mortgage Association FNMA Sep 2022 19,966 -984 $19K -3.2% 0.00% ABS-MBS
1012 United States Treasury Bills B Dec 2022 19,000 New $19K — 0.00% DBT
1013 Federal National Mortgage Association FNMA Sep 2022 18,093 -1,939 $18K -10.2% 0.00% ABS-MBS
1014 Synchrony Financial SYF Sep 2022 18,000 — $18K +1.1% 0.00% DBT
1015 CURRENCY CONTRACT - JPY 000000000 Sep 2022 -375,700 New $16K — 0.00% DFE
1016 Government National Mortgage Association GNR Sep 2022 14,828 -413 $15K -3.0% 0.00% ABS-MBS
1017 Social Professional Loan Progr Llc SOFI Sep 2022 14,843 -3,056 $15K -17.3% 0.00% ABS-O
1018 Government National Mortgage Association GNR Sep 2022 14,312 -2,489 $14K -15.2% 0.00% ABS-MBS
1019 American Tower Corporation AMT Sep 2022 15,000 — $14K +1.3% 0.00% DBT
1020 Bear Stearns Asset Backed Secs 1 Tr BSABS Sep 2022 12,486 -6,753 $12K -35.1% 0.00% ABS-O
1021 Federal National Mortgage Association FNMA Sep 2022 12,190 -514 $12K -2.7% 0.00% ABS-MBS
1022 Government National Mortgage Association GNR Sep 2022 11,505 -245 $12K -2.5% 0.00% ABS-MBS
1023 CURRENCY CONTRACT - JPY 000000000 Sep 2022 -331,970 New $11K — 0.00% DFE
1024 Government National Mortgage Association GNR Sep 2022 10,166 -252 $10K -2.6% 0.00% ABS-MBS
1025 Government National Mortgage Association GNR Sep 2022 10,359 -345 $10K -4.3% 0.00% ABS-MBS
1026 United States Treasury Bills B Dec 2022 10,000 New $10K — 0.00% DBT
1027 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 7,706 -290 $8K -4.1% 0.00% ABS-MBS
1028 JP Morgan Mortgage Trust JPMMT Sep 2022 7,769 -164 $7K -4.8% 0.00% ABS-O
1029 Federal National Mortgage Association FNMA Sep 2022 7,167 -250 $7K -3.5% 0.00% ABS-MBS
1030 Government National Mortgage Association GNR Sep 2022 7,076 -1,117 $7K -14.2% 0.00% ABS-MBS
1031 Government National Mortgage Association GNR Sep 2022 6,627 -1,056 $7K -14.2% 0.00% ABS-MBS
1032 Northern Inst Fds BNGXX Sep 2022 6,000 New $6K — 0.00% STIV
1033 Government National Mortgage Association GNR Sep 2022 5,535 -356 $5K -6.5% 0.00% ABS-MBS
1034 Government National Mortgage Association GNR Sep 2022 5,217 -1,269 $5K -19.9% 0.00% ABS-O
1035 Wamu Mortgage Pass-Through CTFS TR WAMU Sep 2022 37,820 +1,269 $5K +8.0% 0.00% ABS-O
1036 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 4,999 -289 $5K -4.5% 0.00% ABS-MBS
1037 Federal National Mortgage Association FNMA Sep 2022 4,731 -256 $4K -4.0% 0.00% ABS-MBS
1038 Residential Fdg I RFMSI Sep 2022 4,126 -85 $4K -0.1% 0.00% ABS-O
1039 Morgan Stanley BAML Trust MSBAM Sep 2022 3,968 -16,874 $4K -80.9% 0.00% ABS-O
1040 CURRENCY CONTRACT - EUR 000000000 Sep 2022 -489,535 New $3K — 0.00% DFE
1041 Government National Mortgage Association GNR Sep 2022 2,796 -82 $3K -3.0% 0.00% ABS-MBS
1042 Government National Mortgage Association GNR Sep 2022 2,654 -74 $3K -3.0% 0.00% ABS-MBS
1043 CURRENCY CONTRACT - CAD 000000000 Sep 2022 -197,658 New $3K — 0.00% DFE
1044 Government National Mortgage Association GNR Sep 2022 2,595 -861 $3K -25.2% 0.00% ABS-MBS
1045 Government National Mortgage Association GNR Sep 2022 2,513 -59 $3K -2.9% 0.00% ABS-MBS
1046 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 2,343 -68 $2K -3.0% 0.00% ABS-MBS
1047 Government National Mortgage Association GNR Sep 2022 2,262 -50 $2K -2.3% 0.00% ABS-MBS
1048 Bear Stearns Asset Backed Securities Trust BSABS Sep 2022 2,229 -1,250 $2K -36.0% 0.00% ABS-O
1049 Government National Mortgage Association GNR Sep 2022 2,252 -261 $2K -11.0% 0.00% ABS-MBS
1050 Wamu Mortgage Pass-Through CTFS TR WAMU Sep 2022 2,459 -77 $2K -5.0% 0.00% ABS-O
1051 Lehman Brothers Holdings Inc. LEH Sep 2022 600,000 — $2K -5.4% 0.00% DBT
1052 Government National Mortgage Association GNR Sep 2022 1,457 -33 $1K -2.4% 0.00% ABS-MBS
1053 Government National Mortgage Association GNR Sep 2022 1,429 -127 $1K -8.3% 0.00% ABS-MBS
1054 Federal Home Loan Mortgage Corporation FHLMC Sep 2022 1,080 -82 $1K -7.3% 0.00% ABS-MBS
1055 Government National Mortgage Association GNR Sep 2022 963 -54 $1K -5.7% 0.00% ABS-MBS
1056 Federal National Mortgage Association FNMA Sep 2022 713 -127 $701 -15.3% 0.00% ABS-MBS
1057 CURRENCY CONTRACT - USD 000000000 Sep 2022 -1,500,000 New $597 — 0.00% DFE
1058 Government National Mortgage Association GNR Sep 2022 540 -15 $541 -3.0% 0.00% ABS-MBS
1059 Government National Mortgage Association GNR Sep 2022 332 -29 $321 -8.8% 0.00% ABS-MBS
1060 BASIS_CCP USD LIBOR3M 000000000 Sep 2022 14,200,000 New $241 — 0.00% DIR
1061 CURRENCY CONTRACT - CAD 000000000 Sep 2022 -130,579 New $223 — 0.00% DFE
1062 BASIS_CCP USD LIBOR3M 000000000 Sep 2022 10,800,000 New $178 — 0.00% DIR
1063 CURRENCY CONTRACT - CAD 000000000 Sep 2022 -150,737 New $18 — 0.00% DFE
1064 CURRENCY CONTRACT - USD 000000000 Sep 2022 -5,458,361 New $-855 — -0.00% DFE
1065 CURRENCY CONTRACT - CAD 000000000 Sep 2022 -169,808 New $-1318 — -0.00% DFE
1066 CURRENCY CONTRACT - USD 000000000 Sep 2022 -374,000 New $-2094 — -0.00% DFE
1067 CURRENCY CONTRACT - USD 000000000 Sep 2022 -500,000 New $-2765 — -0.00% DFE
1068 CURRENCY CONTRACT - USD 000000000 Sep 2022 -13,200,000 New $-3308 — -0.00% DFE
1069 CURRENCY CONTRACT - GBP 000000000 Sep 2022 -351,924 New $-3636 — -0.00% DFE
1070 CDS_SN PEOPLE'S REP OF CHINA 1% 20240620 000000000 Sep 2022 1,600,000 New $-14912 — -0.00% DCR
1071 CURRENCY CONTRACT - USD 000000000 Sep 2022 -2,800,000 New $-15344 — -0.00% DFE
1072 CURRENCY CONTRACT - USD 000000000 Sep 2022 -9,711,000 New $-17550 — -0.00% DFE
1073 CURRENCY CONTRACT - USD 000000000 Sep 2022 -92,200,000 New $-26804 — -0.00% DFE
1074 CDS_IX_CCP CDX.NA.IG.39 1% 20271220 000000000 Sep 2022 3,490,000 New $-27815 — -0.00% DCR
1075 CURRENCY CONTRACT - USD 000000000 Sep 2022 -10,928,000 New $-102451 — -0.01% DFE
1076 CDS_IX_CCP CDX.NA.IG.39 1% 20271220 000000000 Sep 2022 13,100,000 New $-104407 — -0.01% DCR
1077 CURRENCY CONTRACT - USD 000000000 Sep 2022 -6,108,000 New $-141930 — -0.01% DFE
1078 Eurex RXH3 Sep 2022 -1 New $-142295 — -0.01% DIR
1079 CURRENCY CONTRACT - USD 000000000 Sep 2022 -12,837,000 New $-146174 — -0.01% DFE
1080 CDS_IX_CCP CDX.NA.IG.37 1% 20261220 000000000 Sep 2022 24,800,000 New $-273623 — -0.03% DCR
1081 CURRENCY CONTRACT - USD 000000000 Sep 2022 -1,290,000,000 New $-379019 — -0.04% DFE
1082 CURRENCY CONTRACT - USD 000000000 Sep 2022 -790,000,000 New $-469491 — -0.05% DFE
1083 Federal National Mortgage Association FNMA Dec 2022 -700,000 New $-674516 — -0.07% ABS-MBS
1084 Chicago Board of Trade USH3 Sep 2022 -13 New $-1629469 — -0.17% DIR
1085 Eurex DUH3 Sep 2022 -15 New $-1692703 — -0.17% DIR
1086 Chicago Board of Trade WNH3 Sep 2022 -16 New $-2149000 — -0.22% DIR
1087 Chicago Board of Trade WNH3 Sep 2022 -18 New $-2417625 — -0.25% DIR
1088 OIS_CCP USD RCV 2.70661% PAY SOFR1D 31-MAR-2024 000000000 Sep 2022 97,600,000 New $-2592255 — -0.26% DIR
1089 Chicago Board of Trade UXYH3 Sep 2022 -38 New $-4494688 — -0.46% DIR
1090 Eurex OEH3 Sep 2022 -45 New $-5575707 — -0.57% DIR
1091 Tokyo Futures Exchange JBH3 Sep 2022 -6 New $-6650107 — -0.67% DIR
1092 Chicago Board of Trade UXYH3 Sep 2022 -97 New $-11473281 — -1.16% DIR
1093 Chicago Board of Trade FVH3 Sep 2022 -190 New $-20506641 — -2.08% DIR
1094 Chicago Board of Trade FVH3 Sep 2022 -238 New $-25687266 — -2.60% DIR
1095 Chicago Board of Trade FVH3 Sep 2022 -267 New $-28817227 — -2.92% DIR
1096 Chicago Mercantile Exchange SFRM4 Sep 2022 -187 New $-44987525 — -4.56% DIR
✕ United States Treasury Notes 91282CED9 — 12,175,000 Exited $11.5M — — —
✕ United States Treasury Notes 91282CCG4 — 10,860,000 Exited $10.1M — — —
✕ Japan (Government Of) J2S39LWP5 — 1,370,000,000 Exited $9.5M — — —
✕ Federal National Mortgage Association 01F0426B4 — 8,300,000 Exited $7.9M — — —
✕ United States Treasury Bills 912796YH6 — 6,000,000 Exited $5.8M — — —
✕ Federal National Mortgage Association 01F0426A6 — 4,570,000 Exited $4.4M — — —
✕ BELL CDA DISC COML 07787QK39 — 3,600,000 Exited $3.6M — — —
✕ Nutrien Ltd 67077VKK3 — 3,600,000 Exited $3.6M — — —
✕ Duke Energy Carolinas LLC 26443EKM0 — 3,600,000 Exited $3.6M — — —
✕ United States Treasury Notes 91282CEJ6 — 3,475,000 Exited $3.4M — — —
✕ Hyundai Capital America 44891ABQ9 — 3,200,000 Exited $3.2M — — —
✕ Danske Bank A/S 23636AAY7 — 2,400,000 Exited $2.4M — — —
✕ Santander UK PLC 80283LAZ6 — 2,100,000 Exited $2.1M — — —
✕ Canadian Imperial Bank of Commerce 136072ZD0 — 2,800,000 Exited $2.0M — — —
✕ United States Treasury Notes 91282CCT6 — 1,995,000 Exited $1.9M — — —
✕ T-Mobile USA, Inc. 87264ABZ7 — 2,100,000 Exited $1.8M — — —
✕ The Toronto-Dominion Bank 89115A2A9 — 1,710,000 Exited $1.7M — — —
✕ Newell Brands Inc. 651229AV8 — 1,600,000 Exited $1.6M — — —
✕ TRIUMPH RAIL LLC 89683LAA8 — 1,642,246 Exited $1.4M — — —
✕ ONE Gas, Inc. 68235PAL2 — 1,441,000 Exited $1.4M — — —
✕ DTE Energy Company 233331BD8 — 1,375,000 Exited $1.3M — — —
✕ USQ RAIL II LLC 90354PAA5 — 1,513,336 Exited $1.3M — — —
✕ The Toronto-Dominion Bank 891161YF2 — 1,800,000 Exited $1.3M — — —
✕ Westpac Banking Corp. 96122WAM2 — 1,275,000 Exited $1.2M — — —
✕ American Tower Corporation 03027XBH2 — 1,300,000 Exited $1.2M — — —
✕ Celanese US Holdings Llc 15089QAR5 — 1,094,000 Exited $1.1M — — —
✕ Bank of Nova Scotia 06414PZA2 — 1,500,000 Exited $1.1M — — —
✕ Banque Federative du Credit Mutuel 06675FAV9 — 1,140,000 Exited $1.1M — — —
✕ Meta Platforms Inc 30303M8B1 — 1,085,000 Exited $1.0M — — —
✕ Broadcom Inc 11135FBB6 — 1,075,000 Exited $1.0M — — —
✕ MUFG Union Bank N.A. 90520EAK7 — 1,000,000 Exited $1.0M — — —
✕ The Toronto-Dominion Bank 891161XC0 — 1,300,000 Exited $0.9M — — —
✕ Royal Bank of Canada 780088XC9 — 1,200,000 Exited $0.9M — — —
✕ NextEra Energy Capital Holdings Inc 65339KBL3 — 840,000 Exited $0.8M — — —
✕ SL Green Operating Partnership LP 78444FAF3 — 820,000 Exited $0.8M — — —
✕ Bank of America Corporation 06051GLA5 — 695,000 Exited $0.7M — — —
✕ Tenet Healthcare Corporation 88033GDC1 — 675,000 Exited $0.7M — — —
✕ PKHL COMMERCIAL MORTGAGE TRUST 2021-MF 69356GAA7 — 678,000 Exited $0.7M — — —
✕ BX COMMERCIAL MORTGAGE TRUST 05609KAA7 — 639,422 Exited $0.6M — — —
✕ Nordea Bank ABP 65559CAE1 — 700,000 Exited $0.6M — — —
✕ Rogers Communications Inc. 775109CA7 — 600,000 Exited $0.6M — — —
✕ BDS 2021-FL10 LTD 07335YAA4 — 585,000 Exited $0.6M — — —
✕ Verizon Communications Inc. 92343VGH1 — 670,000 Exited $0.6M — — —
✕ American Express Company 025816CY3 — 575,000 Exited $0.6M — — —
✕ FS RIALTO ISSUER LTD 30323CAA8 — 515,000 Exited $0.5M — — —
✕ Intercontinental Exchange Inc 45866FAU8 — 495,000 Exited $0.5M — — —
✕ Danske Bank A/S 23636AAZ4 — 540,000 Exited $0.5M — — —
✕ Ubs Coml Mtg Tr 2017 90276EAE7 — 500,000 Exited $0.5M — — —
✕ Morgan Stanley 61747YEK7 — 515,000 Exited $0.5M — — —
✕ Lowes Companies, Inc. 548661EK9 — 445,000 Exited $0.4M — — —
✕ Deutsche Bank AG New York Branch 25160PAJ6 — 435,000 Exited $0.4M — — —
✕ Sensata Technologies BV 81725WAJ2 — 400,000 Exited $0.4M — — —
✕ Swedbank AB (publ) 87020PAT4 — 380,000 Exited $0.4M — — —
✕ VMware Inc 928563AJ4 — 430,000 Exited $0.4M — — —
✕ FS RIALTO 2022-FL4 ISSUER LLC 30326MAA3 — 375,000 Exited $0.4M — — —
✕ Banco Santander, S.A. 05971KAE9 — 400,000 Exited $0.4M — — —
✕ The Toronto-Dominion Bank 891161ZD6 — 500,000 Exited $0.4M — — —
✕ The Sherwin-Williams Company 824348BQ8 — 360,000 Exited $0.4M — — —
✕ UBS Group AG 902613AS7 — 360,000 Exited $0.3M — — —
✕ Bank of America Corporation 06051GHC6 — 330,000 Exited $0.3M — — —
✕ The Bank of New York Mellon Corporation 06406RBF3 — 335,000 Exited $0.3M — — —
✕ BX TRUST 05609BAV1 — 330,000 Exited $0.3M — — —
✕ Avantor Funding Inc 05352TAA7 — 350,000 Exited $0.3M — — —
✕ KeyBank National Association 49327M3E2 — 320,000 Exited $0.3M — — —
✕ Sirius Xm Radio Inc 82967NBL1 — 350,000 Exited $0.3M — — —
✕ Block Inc 852234AN3 — 350,000 Exited $0.3M — — —
✕ Crown Castle Inc. 22822VAS0 — 335,000 Exited $0.3M — — —
✕ Fidelity National Information Services Inc 31620MBK1 — 300,000 Exited $0.3M — — —
✕ Occidental Petroleum Corporation 674599EE1 — 285,000 Exited $0.3M — — —
✕ Ubs Commercial Mortgage Trust 2019-C18 90278PBA7 — 330,000 Exited $0.3M — — —
✕ Credit Suisse Group AG H3698DCX0 — 300,000 Exited $0.3M — — —
✕ Videotron LTD/ Videotron LTEE 92660FAK0 — 300,000 Exited $0.3M — — —
✕ Bank of Montreal 06368LAP1 — 280,000 Exited $0.3M — — —
✕ CDW LLC / CDW Finance Corp 12513GBA6 — 275,000 Exited $0.3M — — —
✕ Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AA9 — 265,000 Exited $0.3M — — —
✕ Shriram Transport Finance Co Ltd. 825547AC6 — 275,000 Exited $0.3M — — —
✕ FirstEnergy Corp. 337932AH0 — 280,000 Exited $0.3M — — —
✕ SM Energy Co. 78454LAW0 — 265,000 Exited $0.3M — — —
✕ Medtronic Global Holdings SCA 58507LAL3 — 255,000 Exited $0.2M — — —
✕ Chesapeake Funding II Llc 165183CA0 — 240,000 Exited $0.2M — — —
✕ E.ON SE D249144F3 — 240,000 Exited $0.2M — — —
✕ Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. 03969AAQ3 — 250,000 Exited $0.2M — — —
✕ MORGAN STANLEY CAPITAL I TRUST 61691RAE6 — 249,000 Exited $0.2M — — —
✕ ACRES COMMERCIAL REALTY 2021-FL2 ISSUER LTD 00500JAA1 — 240,000 Exited $0.2M — — —
✕ General Motors Company 37045VAW0 — 230,000 Exited $0.2M — — —
✕ BX TRUST 05609BCD9 — 240,000 Exited $0.2M — — —
✕ UniCredit S.p.A. T9T20LSP4 — 225,000 Exited $0.2M — — —
✕ Air Canada 008911BK4 — 250,000 Exited $0.2M — — —
✕ CREDIT ACCEPTANCE AUTO LOAN TRUST 22534GAA1 — 207,771 Exited $0.2M — — —
✕ Ford Motor Credit Company LLC 34540XAB9 — 200,000 Exited $0.2M — — —
✕ Standard Chartered PLC 853254BV1 — 200,000 Exited $0.2M — — —
✕ 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 68245XAK5 — 200,000 Exited $0.2M — — —
✕ WESTLAKE AUTOMOBILE RECEIVABLES TRUST 96042PAD4 — 195,625 Exited $0.2M — — —
✕ Lumen Technologies Inc 156700BB1 — 225,000 Exited $0.2M — — —
✕ Vonovia Finance B.V. N9391TBT5 — 200,000 Exited $0.2M — — —
✕ KBC Group NV B5337GJR7 — 200,000 Exited $0.2M — — —
✕ United States Treasury Bills 912796W62 — 182,000 Exited $0.2M — — —
✕ TRATON Finance Luxembourg S.A L9308CAA8 — 200,000 Exited $0.2M — — —
✕ Aercap Ireland Capital DAC 00774MAD7 — 155,000 Exited $0.2M — — —
✕ Commercial Mortgage Trust 12595VAD9 — 160,000 Exited $0.2M — — —
✕ Crown Amers Llc / Crown Amers Cap Corp Vi 228187AB6 — 150,000 Exited $0.1M — — —
✕ J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-MHC 466330AA5 — 141,735 Exited $0.1M — — —
✕ FREMF Mortgage Trust 30291GAN9 — 130,000 Exited $0.1M — — —
✕ Live Nation Entertainment, Inc. 538034AV1 — 125,000 Exited $0.1M — — —
✕ Amphenol Technologies Holding GMBH D0R0GBDU6 — 120,000 Exited $0.1M — — —
✕ Simon International Finance SCA L84465AA8 — 105,000 Exited $0.1M — — —
✕ MF1 2021-W10X 55284DAG7 — 100,000 Exited $0.1M — — —
✕ KBC Group NV B5337GKQ7 — 100,000 Exited $0.1M — — —
✕ United States Treasury Bills 912796X61 — 91,000 Exited $0.1M — — —
✕ REGIONAL MANAGEMENT ISSUANCE TRUST 75907DAB3 — 100,000 Exited $0.1M — — —
✕ Kraft Heinz Foods Company 50077LBC9 — 64,000 Exited $0.1M — — —
✕ E.ON International Finance B.V. N528FSAD9 — 50,000 Exited $0.0M — — —
✕ NRG Energy, Inc. 629377CC4 — 44,000 Exited $0.0M — — —
✕ The Home Depot, Inc. 437076CR1 — 25,000 Exited $0.0M — — —
✕ Lncr 2018-Cre1 53946MAA5 — 7,703 Exited $0.0M — — —
✕ Sofi Professional Loan Program 83402DAC5 — 867 Exited $0.0M — — —
✕ Government National Mortgage Association 36202KA88 — 110 Exited $0.0M — — —
✕ Fnma Pass-Thru I 3140X6BM2 — 0 Exited $0.0M — — —