+703
New
-250
Exited
3643
Positions
| # | Name | Ticker | Since | Shares | Shares Δ | Value | Val Δ% | % Port | Cat |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Chicago Board of Trade | FVH3 | Sep 2022 | 1,213 | -25,998,787 | $130.9M | -12621.0% | 6.51% | DIR |
| 2 | BTOPN J.P. MORG TO 03/0 | 77799DEC4 | Dec 2022 | 100,300,000 | New | $100.3M | — | 4.99% | RA |
| 3 | BTOPN CITIGROUP TO 04/0 | 77799DEC4 | Dec 2022 | 100,200,000 | New | $100.2M | — | 4.99% | RA |
| 4 | Federal National Mortgage Association | FNMA | Dec 2022 | 100,808,964 | New | $88.7M | — | 4.41% | ABS-MBS |
| 5 | Chicago Mercantile Exchange | SFRZ4 | Sep 2022 | 240 | New | $58.0M | — | 2.89% | DIR |
| 6 | Federal National Mortgage Association | FNMA | Dec 2022 | 61,700,000 | New | $57.9M | — | 2.88% | ABS-MBS |
| 7 | Chicago Board of Trade | TUH3 | Sep 2022 | 231 | New | $47.4M | — | 2.36% | DIR |
| 8 | Chicago Board of Trade | FVH3 | Sep 2022 | 417 | New | $45.0M | — | 2.24% | DIR |
| 9 | Guidestone Fds | GMYXX | Sep 2022 | 32,844,865 | +32,844,571 | $32.8M | +11150762.4% | 1.63% | STIV |
| 10 | United States Treasury Bonds | T | Sep 2022 | 38,700,000 | — | $25.4M | +1.3% | 1.26% | DBT |
| 11 | Guidestone Fds | GMYXX | Sep 2022 | 24,316,844 | New | $24.3M | — | 1.21% | STIV |
| 12 | Chicago Board of Trade | WNH3 | Sep 2022 | 178 | New | $23.9M | — | 1.19% | DIR |
| 13 | Chicago Board of Trade | WNH3 | Sep 2022 | 164 | New | $22.0M | — | 1.10% | DIR |
| 14 | Federal National Mortgage Association | FNMA | Dec 2022 | 18,000,000 | New | $18.1M | — | 0.90% | ABS-MBS |
| 15 | Northern Inst Fds | BNGXX | Sep 2022 | 17,495,932 | +16,257,588 | $17.5M | +1312.8% | 0.87% | STIV |
| 16 | U.S. Treasury Bond Stripped Principal Payment | SP | Sep 2022 | 50,050,000 | — | $16.3M | -5.9% | 0.81% | DBT |
| 17 | Chicago Board of Trade | TUH3 | Sep 2022 | 79 | New | $16.2M | — | 0.81% | DIR |
| 18 | United States Treasury Notes | T | Dec 2022 | 16,050,000 | New | $16.0M | — | 0.80% | DBT |
| 19 | International Monetary Market | EDH3 | Sep 2022 | 67 | New | $15.9M | — | 0.79% | DIR |
| 20 | Guidestone Fds | GMYXX | Sep 2022 | 14,610,429 | New | $14.6M | — | 0.73% | STIV |
| 21 | Chicago Mercantile Exchange | SFRZ3 | Sep 2022 | 61 | New | $14.6M | — | 0.72% | DIR |
| 22 | Chicago Mercantile Exchange | SFRZ5 | Sep 2022 | 58 | New | $14.0M | — | 0.70% | DIR |
| 23 | United States Treasury Bonds | T | Sep 2022 | 24,740,000 | -1,730,000 | $13.5M | -9.2% | 0.67% | DBT |
| 24 | Northern Inst Fds | 665279105 | Sep 2022 | 13,428,672 | +5,753,070 | $13.4M | +75.0% | 0.67% | STIV |
| 25 | Federal National Mortgage Association | FNMA | Dec 2022 | 14,240,000 | New | $13.4M | — | 0.67% | ABS-MBS |
| 26 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 15,999,996 | New | $13.1M | — | 0.65% | ABS-MBS |
| 27 | Federal National Mortgage Association | FNMA | Dec 2022 | 15,998,409 | New | $13.1M | — | 0.65% | ABS-MBS |
| 28 | Federal National Mortgage Association | FNMA | Dec 2022 | 13,200,000 | New | $12.7M | — | 0.63% | ABS-MBS |
| 29 | United States Treasury Notes | T | Sep 2022 | 14,690,000 | — | $12.5M | +1.2% | 0.62% | DBT |
| 30 | Chicago Board of Trade | TUH3 | Sep 2022 | 59 | New | $12.1M | — | 0.60% | DIR |
| 31 | Mexico (United Mexican States) | MEX | Sep 2022 | 259,825,200 | — | $11.6M | +8.7% | 0.58% | DBT |
| 32 | Federal National Mortgage Association | FNMA | Sep 2022 | 12,441,051 | -226,378 | $11.6M | -0.2% | 0.58% | ABS-MBS |
| 33 | Federal National Mortgage Association | FNMA | Sep 2022 | 12,247,283 | -172,525 | $11.4M | +0.1% | 0.57% | ABS-MBS |
| 34 | Federal National Mortgage Association | FNMA | Dec 2022 | 12,000,000 | New | $10.9M | — | 0.54% | ABS-MBS |
| 35 | Government National Mortgage Association | GNR | Dec 2022 | 10,962,753 | New | $10.7M | — | 0.53% | ABS-MBS |
| 36 | Chicago Board of Trade | UXYH3 | Sep 2022 | 83 | New | $9.8M | — | 0.49% | DIR |
| 37 | United States Treasury Notes | T | Sep 2022 | 10,300,000 | -2,700,000 | $9.6M | -20.3% | 0.48% | DBT |
| 38 | United States Treasury Notes | T | Sep 2022 | 9,850,000 | -500,000 | $9.5M | -4.6% | 0.47% | DBT |
| 39 | Federal National Mortgage Association | FNMA | Dec 2022 | 11,000,000 | New | $9.3M | — | 0.46% | ABS-MBS |
| 40 | Federal National Mortgage Association | FNMA | Sep 2022 | 9,597,927 | -161,615 | $8.9M | -0.1% | 0.44% | ABS-MBS |
| 41 | International Monetary Market | EDU3 | Sep 2022 | 37 | New | $8.8M | — | 0.44% | DIR |
| 42 | United States Treasury Bonds | T | Sep 2022 | 12,352,000 | -700,000 | $8.7M | -8.5% | 0.43% | DBT |
| 43 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 8,656,671 | -359,631 | $8.5M | -2.7% | 0.42% | ABS-MBS |
| 44 | United States Treasury Bonds | T | Sep 2022 | 9,830,000 | +9,230,000 | $8.0M | +1533.1% | 0.40% | DBT |
| 45 | Federal National Mortgage Association | FNMA | Sep 2022 | 8,452,238 | -98,186 | $7.9M | +0.4% | 0.39% | ABS-MBS |
| 46 | United States Treasury Bonds | T | Sep 2022 | 13,800,000 | +7,300,000 | $7.8M | +105.8% | 0.39% | DBT |
| 47 | Federal National Mortgage Association | FNMA | Dec 2022 | 8,500,000 | New | $7.7M | — | 0.38% | ABS-MBS |
| 48 | United States Treasury Bonds | T | Sep 2022 | 11,530,000 | +3,230,000 | $7.7M | +34.8% | 0.38% | DBT |
| 49 | Federal National Mortgage Association | FNMA | Dec 2022 | 9,000,000 | New | $7.6M | — | 0.38% | ABS-MBS |
| 50 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 9,119,301 | New | $7.5M | — | 0.37% | ABS-MBS |
| 51 | UNITED STATES TSY. 0.625% | 91282CEZ0 | Dec 2022 | 7,800,000 | New | $7.3M | — | 0.37% | DBT |
| 52 | Government National Mortgage Association | GNR | Dec 2022 | 8,200,000 | New | $7.1M | — | 0.35% | ABS-MBS |
| 53 | Government National Mortgage Association | GNR | Dec 2022 | 7,000,000 | New | $7.1M | — | 0.35% | ABS-MBS |
| 54 | Government National Mortgage Association | GNR | Sep 2022 | 7,876,096 | +2,102,843 | $7.1M | +37.0% | 0.35% | ABS-MBS |
| 55 | Wellfleet Clo X Ltd / Llc | WELF | Sep 2022 | 6,900,000 | — | $6.6M | -0.3% | 0.33% | ABS-CBDO |
| 56 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 7,200,000 | — | $6.5M | +0.9% | 0.32% | DBT |
| 57 | Northern Inst Fds | 665279105 | Sep 2022 | 6,467,720 | New | $6.5M | — | 0.32% | STIV |
| 58 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 7,100,000 | — | $6.4M | +0.7% | 0.32% | DBT |
| 59 | EXTENDED STAY AMERICA TRUST 2021-ESH | ESA | Sep 2022 | 6,540,488 | -118,529 | $6.4M | -1.5% | 0.32% | ABS-O |
| 60 | Dryden 77 Clo Ltd / Llc | DRSLF | Sep 2022 | 6,500,000 | — | $6.3M | +0.9% | 0.31% | ABS-CBDO |
| 61 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 7,200,000 | — | $6.3M | +0.7% | 0.31% | DBT |
| 62 | United States Treasury Bonds | T | Sep 2022 | 6,900,000 | — | $6.1M | -0.5% | 0.30% | DBT |
| 63 | Government National Mortgage Association | GNR | Dec 2022 | 6,000,000 | New | $6.0M | — | 0.30% | ABS-MBS |
| 64 | Government National Mortgage Association | GNR | Dec 2022 | 6,000,000 | New | $6.0M | — | 0.30% | ABS-MBS |
| 65 | United States Treasury Notes | T | Sep 2022 | 6,260,000 | New | $5.8M | — | 0.29% | DBT |
| 66 | Federal National Mortgage Association | FNMA | Dec 2022 | 6,600,000 | New | $5.8M | — | 0.29% | ABS-MBS |
| 67 | Sydney Futures Exchange | XMH3 | Sep 2022 | 73 | New | $5.7M | — | 0.29% | DIR |
| 68 | United States Treasury Bills | B | Dec 2022 | 5,570,000 | New | $5.5M | — | 0.28% | DBT |
| 69 | United States Treasury Bonds | T | Sep 2022 | 9,200,000 | — | $5.5M | -3.2% | 0.28% | DBT |
| 70 | United States Treasury Bills | B | Dec 2022 | 5,440,000 | New | $5.4M | — | 0.27% | DBT |
| 71 | United States Treasury Bonds | T | Sep 2022 | 5,700,000 | — | $5.3M | -0.6% | 0.26% | DBT |
| 72 | Government National Mortgage Association | GNR | Dec 2022 | 6,000,000 | New | $5.2M | — | 0.26% | ABS-MBS |
| 73 | United States Treasury Bonds | T | Sep 2022 | 6,350,000 | +5,650,000 | $5.1M | +803.8% | 0.26% | DBT |
| 74 | United States Treasury Bonds | T | Sep 2022 | 6,170,000 | — | $5.1M | -1.8% | 0.25% | DBT |
| 75 | Fnma Pass-Thru I | FN | Sep 2022 | 5,483,004 | -166,938 | $5.1M | -1.7% | 0.25% | ABS-MBS |
| 76 | United States Treasury Bonds | T | Sep 2022 | 6,200,000 | — | $5.0M | -2.6% | 0.25% | DBT |
| 77 | Federal National Mortgage Association | FNMA | Dec 2022 | 5,100,000 | New | $5.0M | — | 0.25% | ABS-MBS |
| 78 | Federal National Mortgage Association | FNMA | Dec 2022 | 5,000,000 | New | $4.9M | — | 0.25% | ABS-MBS |
| 79 | United States Treasury Bonds | T | Sep 2022 | 6,800,000 | — | $4.8M | +0.5% | 0.24% | DBT |
| 80 | United States Treasury Notes | T | Sep 2022 | 5,260,000 | +1,490,000 | $4.8M | +39.5% | 0.24% | DBT |
| 81 | Chicago Board of Trade | USH3 | Sep 2022 | 38 | New | $4.8M | — | 0.24% | DIR |
| 82 | United States Treasury Notes | T | Dec 2022 | 4,720,000 | New | $4.7M | — | 0.24% | DBT |
| 83 | United States Treasury Notes | T | Sep 2022 | 5,400,000 | — | $4.7M | +1.0% | 0.23% | DBT |
| 84 | United States Treasury Bonds | T | Sep 2022 | 5,550,000 | +3,350,000 | $4.6M | +143.1% | 0.23% | DBT |
| 85 | RIPON MORTGAGES PLC | RIPON | Sep 2022 | 3,875,155 | -260,999 | $4.6M | +1.3% | 0.23% | ABS-O |
| 86 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 5,626,417 | New | $4.6M | — | 0.23% | ABS-MBS |
| 87 | International Monetary Market | EDZ3 | Sep 2022 | 19 | New | $4.5M | — | 0.23% | DIR |
| 88 | United States Treasury Notes | T | Sep 2022 | 4,720,000 | — | $4.5M | +0.3% | 0.22% | DBT |
| 89 | Northern Inst Fds | 665279105 | Sep 2022 | 4,476,752 | New | $4.5M | — | 0.22% | STIV |
| 90 | Government National Mortgage Association | GNR | Dec 2022 | 5,000,000 | New | $4.5M | — | 0.22% | ABS-MBS |
| 91 | United States Treasury Bonds | T | Sep 2022 | 4,300,000 | — | $4.5M | -0.6% | 0.22% | DBT |
| 92 | Fnma Pass-Thru I | FN | Dec 2022 | 5,373,578 | New | $4.4M | — | 0.22% | ABS-MBS |
| 93 | Eurex | OATH3 | Sep 2022 | 32 | New | $4.4M | — | 0.22% | DIR |
| 94 | United States Treasury Bonds | T | Sep 2022 | 7,140,000 | New | $4.3M | — | 0.21% | DBT |
| 95 | United States Treasury Bonds | T | Sep 2022 | 4,800,000 | — | $4.1M | -0.4% | 0.20% | DBT |
| 96 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 4,788,623 | +4,702,195 | $4.1M | +5469.7% | 0.20% | ABS-MBS |
| 97 | Shackleton 2019-Xiv Clo Ltd / Shackleton 2019-Xiv Clo Llc | SHACK | Sep 2022 | 4,200,000 | — | $4.0M | +0.1% | 0.20% | ABS-CBDO |
| 98 | Northern Inst Fds | 665279105 | Sep 2022 | 3,933,244 | New | $3.9M | — | 0.20% | STIV |
| 99 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 4,102,604 | -32,239 | $3.8M | +0.8% | 0.19% | ABS-MBS |
| 100 | ICE Futures Europe | G H3 | Sep 2022 | 30 | New | $3.6M | — | 0.18% | DIR |
| 101 | McKesson Corporation | MCK | Dec 2022 | 3,610,000 | New | $3.6M | — | 0.18% | STIV |
| 102 | United States Treasury Bonds | T | Sep 2022 | 4,760,000 | — | $3.6M | +0.1% | 0.18% | DBT |
| 103 | RIPON MORTGAGES PLC | RIPON | Sep 2022 | 3,100,000 | — | $3.6M | +7.5% | 0.18% | ABS-O |
| 104 | Towd Point Mortgage Funding 2020 - Auburn 14 Plc | TPMF | Sep 2022 | 2,985,052 | -133,000 | $3.5M | +2.1% | 0.18% | ABS-O |
| 105 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 3,624,983 | -120,116 | $3.5M | -2.2% | 0.17% | ABS-MBS |
| 106 | Credit Suisse Group AG | CS | Sep 2022 | 3,900,000 | — | $3.4M | -1.9% | 0.17% | DBT |
| 107 | United States Treasury Bills | B | Dec 2022 | 3,500,000 | New | $3.4M | — | 0.17% | DBT |
| 108 | Eurex | RXH3 | Sep 2022 | 24 | New | $3.4M | — | 0.17% | DIR |
| 109 | NYMT LOAN TST. 2022 5.25% | 62956BAA7 | Sep 2022 | 3,471,211 | -128,789 | $3.3M | -4.0% | 0.17% | ABS-MBS |
| 110 | United States Treasury Bills | B | Dec 2022 | 3,350,000 | New | $3.3M | — | 0.17% | DBT |
| 111 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 3,847,782 | -82,342 | $3.3M | -0.6% | 0.16% | ABS-MBS |
| 112 | Government National Mortgage Association | GNR | Dec 2022 | 3,300,000 | New | $3.3M | — | 0.16% | ABS-MBS |
| 113 | Eurex | OEH3 | Sep 2022 | 26 | New | $3.2M | — | 0.16% | DIR |
| 114 | United States Treasury Bills | B | Sep 2022 | 3,193,000 | +1,680,000 | $3.2M | +112.9% | 0.16% | DBT |
| 115 | UniCredit S.p.A. | UCGIM | Sep 2022 | 3,100,000 | — | $3.1M | +0.2% | 0.16% | DBT |
| 116 | United States Treasury Bonds | T | Sep 2022 | 3,580,000 | — | $3.1M | +0.0% | 0.16% | DBT |
| 117 | United States Treasury Bonds | T | Sep 2022 | 4,720,000 | -320,000 | $3.0M | -9.2% | 0.15% | DBT |
| 118 | United States Treasury Bonds | T | Sep 2022 | 4,730,000 | -1,630,000 | $3.0M | -24.9% | 0.15% | DBT |
| 119 | United States Treasury Bonds | T | Sep 2022 | 3,640,000 | +2,940,000 | $3.0M | +417.1% | 0.15% | DBT |
| 120 | Wells Fargo & Company | WFC | Sep 2022 | 3,200,000 | — | $2.9M | +3.1% | 0.14% | DBT |
| 121 | United States Treasury Bonds | T | Sep 2022 | 3,200,000 | — | $2.8M | -0.5% | 0.14% | DBT |
| 122 | Trysail Clo 2021-1 Ltd / Llc | TRYSL | Sep 2022 | 2,900,000 | — | $2.8M | +0.7% | 0.14% | ABS-CBDO |
| 123 | Federal National Mortgage Association | FNMA | Sep 2022 | 3,376,713 | -38,445 | $2.8M | -0.3% | 0.14% | ABS-MBS |
| 124 | Kellogg Company | K | Dec 2022 | 2,800,000 | New | $2.8M | — | 0.14% | STIV |
| 125 | Federal Farm Credit Banks | FFCB | Sep 2022 | 3,800,000 | — | $2.8M | +1.3% | 0.14% | DBT |
| 126 | United States Treasury Notes | T | Sep 2022 | 3,190,000 | — | $2.8M | +1.0% | 0.14% | DBT |
| 127 | United States Treasury Bonds | T | Sep 2022 | 3,800,000 | — | $2.8M | -3.2% | 0.14% | DBT |
| 128 | United States Treasury Bonds | T | Sep 2022 | 4,900,000 | New | $2.8M | — | 0.14% | DBT |
| 129 | Government National Mortgage Association | GNR | Sep 2022 | 2,676,447 | -119,896 | $2.7M | -3.1% | 0.13% | ABS-MBS |
| 130 | Government National Mortgage Association | GNR | Dec 2022 | 2,800,000 | New | $2.7M | — | 0.13% | ABS-MBS |
| 131 | United States Treasury Bonds | T | Sep 2022 | 3,200,000 | — | $2.6M | -0.3% | 0.13% | DBT |
| 132 | Federal National Mortgage Association | FNMA | Dec 2022 | 2,800,000 | New | $2.6M | — | 0.13% | ABS-MBS |
| 133 | United States Treasury Bonds | T | Sep 2022 | 3,100,000 | — | $2.6M | -0.5% | 0.13% | DBT |
| 134 | Mexico (United Mexican States) | MEX | Sep 2022 | 55,770,000 | — | $2.6M | +9.3% | 0.13% | DBT |
| 135 | United States Treasury Notes | T | Sep 2022 | 2,700,000 | — | $2.5M | +0.5% | 0.13% | DBT |
| 136 | United States Treasury Bonds | T | Sep 2022 | 3,830,000 | — | $2.5M | -3.2% | 0.13% | DBT |
| 137 | United States Treasury Bills | B | Dec 2022 | 2,540,000 | New | $2.5M | — | 0.13% | DBT |
| 138 | Federal Farm Credit Banks | FFCB | Sep 2022 | 2,880,000 | — | $2.5M | +1.0% | 0.13% | DBT |
| 139 | Delta Air Lines Inc | DAL | Sep 2022 | 2,460,000 | — | $2.5M | +1.6% | 0.13% | DBT |
| 140 | ELMWOOD CLO IV LTD | ELMW4 | Sep 2022 | 2,550,000 | — | $2.5M | +1.3% | 0.12% | ABS-CBDO |
| 141 | Federal National Mortgage Association | FNMA | Dec 2022 | 2,600,000 | New | $2.5M | — | 0.12% | ABS-MBS |
| 142 | Equitable Holdings Inc | EQH | Sep 2022 | 2,600,000 | — | $2.5M | +1.9% | 0.12% | DBT |
| 143 | Fnma Pass-Thru I | FN | Sep 2022 | 2,866,971 | -77,550 | $2.5M | -0.6% | 0.12% | ABS-MBS |
| 144 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 2,999,701 | New | $2.5M | — | 0.12% | ABS-MBS |
| 145 | Golub Capital Partners Clo Ltd | GOCAP | Sep 2022 | 2,500,000 | — | $2.5M | -0.6% | 0.12% | ABS-CBDO |
| 146 | Venture 39 Clo Ltd / Llc | VENTR | Sep 2022 | 2,525,000 | — | $2.4M | +0.6% | 0.12% | ABS-CBDO |
| 147 | CSMC 2021-ADV | CSMC | Sep 2022 | 2,600,000 | — | $2.4M | -1.9% | 0.12% | ABS-O |
| 148 | Ameriquest Mortgage Securities | AMSI | Sep 2022 | 2,501,178 | -277,460 | $2.4M | -10.9% | 0.12% | ABS-O |
| 149 | Government National Mortgage Association | GNR | Dec 2022 | 2,500,000 | New | $2.4M | — | 0.12% | ABS-MBS |
| 150 | Huntington Ingalls Industries, Inc. | HII | Sep 2022 | 2,500,000 | — | $2.4M | +0.7% | 0.12% | DBT |
| 151 | Structured Asset Securities Corp. | STARTS | Sep 2022 | 2,521,376 | -124,214 | $2.4M | -5.8% | 0.12% | ABS-O |
| 152 | Government National Mortgage Association | GNR | Sep 2022 | 2,454,908 | -82,022 | $2.4M | -3.7% | 0.12% | ABS-O |
| 153 | Federal National Mortgage Association | FNMA | Sep 2022 | 2,605,232 | -123,525 | $2.4M | -3.1% | 0.12% | ABS-MBS |
| 154 | Government National Mortgage Association | GNR | Sep 2022 | 2,695,431 | +1,774,094 | $2.4M | +195.6% | 0.12% | ABS-MBS |
| 155 | Government National Mortgage Association | GNR | Dec 2022 | 2,698,413 | New | $2.4M | — | 0.12% | ABS-MBS |
| 156 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 2,685,421 | -72,312 | $2.4M | -1.2% | 0.12% | ABS-MBS |
| 157 | OIS_CCP USD RCV SOFR1D PAY 0.56% 20-JUL-2045 | 000000000 | Sep 2022 | 5,310,000 | New | $2.4M | — | 0.12% | DIR |
| 158 | Southern Copper Corporation | SCCO | Sep 2022 | 2,500,000 | — | $2.4M | +8.9% | 0.12% | DBT |
| 159 | Kkr Clo 16 Ltd 2016 | KKR | Sep 2022 | 2,500,000 | — | $2.4M | +1.8% | 0.12% | ABS-CBDO |
| 160 | Federal Farm Credit Banks | FFCB | Sep 2022 | 2,640,000 | — | $2.4M | +2.3% | 0.12% | DBT |
| 161 | UWM MORTGAGE TRUST 2021-INV3 | UWM | Sep 2022 | 2,923,212 | -57,316 | $2.4M | -0.2% | 0.12% | ABS-O |
| 162 | CRSNT TRUST 2021-MOON | CRSNT | Sep 2022 | 2,500,000 | — | $2.4M | -1.6% | 0.12% | ABS-O |
| 163 | GOLUB CAPITAL PARTNERS CLO16(M)-R2 LP | GOCAP | Sep 2022 | 2,450,000 | — | $2.4M | +0.3% | 0.12% | ABS-CBDO |
| 164 | United States Treasury Bonds | T | Sep 2022 | 3,560,000 | New | $2.3M | — | 0.12% | DBT |
| 165 | COMM MORTGAGE TRUST | COMM | Sep 2022 | 2,400,000 | — | $2.3M | -0.1% | 0.11% | ABS-O |
| 166 | UnitedHealth Group Inc. | UNH | Dec 2022 | 2,225,000 | New | $2.3M | — | 0.11% | DBT |
| 167 | Bluemountain CLO 2013-2 Ltd. | BLUEM | Sep 2022 | 2,313,710 | — | $2.3M | +0.5% | 0.11% | ABS-CBDO |
| 168 | United States Treasury Bills | B | Dec 2022 | 2,290,000 | New | $2.3M | — | 0.11% | DBT |
| 169 | CFMT 2022-HB8 LLC | CFMT | Sep 2022 | 2,500,000 | — | $2.3M | -0.1% | 0.11% | ABS-O |
| 170 | Government National Mortgage Association | GNR | Sep 2022 | 2,298,280 | -50,154 | $2.3M | -2.6% | 0.11% | ABS-O |
| 171 | BWAY 2021-1450 MTGE. FRN | 12430YAA8 | Sep 2022 | 2,300,000 | — | $2.3M | -0.2% | 0.11% | ABS-MBS |
| 172 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS | CGCMT | Sep 2022 | 2,300,000 | — | $2.3M | -0.2% | 0.11% | ABS-O |
| 173 | Southern California Edison Company | EIX | Sep 2022 | 2,300,000 | +1,800,000 | $2.2M | +363.4% | 0.11% | DBT |
| 174 | GCAT 2022-NQM3 TRUST | GCAT | Sep 2022 | 2,385,224 | -35,573 | $2.2M | -2.4% | 0.11% | ABS-O |
| 175 | Government National Mortgage Association | GNR | Sep 2022 | 2,248,503 | -40,458 | $2.2M | -2.3% | 0.11% | ABS-O |
| 176 | Government National Mortgage Association | GNR | Dec 2022 | 2,200,000 | New | $2.2M | — | 0.11% | ABS-MBS |
| 177 | SREIT TRUST 2021-IND | SREIT | Sep 2022 | 2,300,000 | — | $2.2M | +0.6% | 0.11% | ABS-O |
| 178 | GA Global Funding Trust | GBLATL | Sep 2022 | 2,300,000 | — | $2.2M | +0.8% | 0.11% | DBT |
| 179 | VERUS SECURITIZATION TRUST 2022-6 | VERUS | Sep 2022 | 2,353,671 | -87,609 | $2.2M | -5.0% | 0.11% | ABS-O |
| 180 | Physicians Realty LP | DOC | Sep 2022 | 2,400,000 | — | $2.2M | +1.4% | 0.11% | DBT |
| 181 | Nationstar HELT | NSTR | Sep 2022 | 2,234,023 | -110,779 | $2.2M | -4.5% | 0.11% | ABS-O |
| 182 | United States Treasury Bonds | T | Sep 2022 | 2,680,000 | — | $2.2M | -3.6% | 0.11% | DBT |
| 183 | READY CAPITAL MORTGAGE FINANCING LLC | RCMT | Sep 2022 | 2,259,739 | -35,009 | $2.2M | -1.7% | 0.11% | ABS-CBDO |
| 184 | DH Europe Finance II SARL | DHR | Sep 2022 | 2,275,000 | — | $2.2M | +0.7% | 0.11% | DBT |
| 185 | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST | BAMLL | Sep 2022 | 2,300,000 | — | $2.2M | -1.7% | 0.11% | ABS-O |
| 186 | Hyatt Hotels Corporation | H | Sep 2022 | 2,300,000 | +1,725,000 | $2.2M | +299.8% | 0.11% | DBT |
| 187 | Avolon Holdings Funding Ltd. | AVOL | Sep 2022 | 2,500,000 | — | $2.2M | +2.5% | 0.11% | DBT |
| 188 | United States Treasury Bonds | T | Sep 2022 | 2,800,000 | — | $2.2M | +0.4% | 0.11% | DBT |
| 189 | Mexico (United Mexican States) | MEX | Sep 2022 | 2,300,000 | — | $2.2M | +4.1% | 0.11% | DBT |
| 190 | Japan Finance Organization for Municipalities | JFM | Sep 2022 | 2,200,000 | — | $2.1M | -0.0% | 0.11% | DBT |
| 191 | Navient Private Education Loan Trust 2015-c | NAVSL | Sep 2022 | 2,176,000 | — | $2.1M | -1.1% | 0.11% | ABS-O |
| 192 | FORTRESS CREDIT BSL X FRN | 34962HAA5 | Sep 2022 | 2,190,000 | — | $2.1M | +1.2% | 0.11% | DBT |
| 193 | Pacific Gas and Electric Company | PCG | Sep 2022 | 2,200,000 | — | $2.1M | +0.9% | 0.11% | DBT |
| 194 | Bank of America Corporation | BAC | Sep 2022 | 2,200,000 | +2,165,000 | $2.1M | +6239.0% | 0.10% | DBT |
| 195 | Lloyds Banking Group PLC | LLOYDS | Sep 2022 | 2,200,000 | +2,000,000 | $2.1M | +1050.8% | 0.10% | DBT |
| 196 | NYO COMMERCIAL MORTGAGE TRUST 2021-1290 | NYO | Sep 2022 | 2,300,000 | — | $2.1M | -3.3% | 0.10% | ABS-O |
| 197 | SBA Tower Trust | SBAC | Sep 2022 | 2,200,000 | — | $2.1M | +0.8% | 0.10% | ABS-O |
| 198 | Expedia Group Inc | EXPE | Sep 2022 | 2,054,000 | — | $2.1M | +0.2% | 0.10% | DBT |
| 199 | G.S. MORTGAGE BACKED SECURITIES TRUST 2022-GR2 | GSMBS | Sep 2022 | 2,451,240 | -42,497 | $2.0M | -1.9% | 0.10% | ABS-O |
| 200 | Credit Suisse Group AG | CS | Sep 2022 | 2,100,000 | — | $2.0M | -0.5% | 0.10% | DBT |
| 201 | Duke Energy Progress Inc | DUK | Sep 2022 | 2,300,000 | — | $2.0M | +3.7% | 0.10% | DBT |
| 202 | CGI Inc | GIBACN | Sep 2022 | 2,300,000 | — | $2.0M | +2.4% | 0.10% | DBT |
| 203 | Hyundai Capital America | HYNMTR | Sep 2022 | 2,300,000 | — | $2.0M | +4.8% | 0.10% | DBT |
| 204 | Fnma Pass-Thru I | FN | Dec 2022 | 1,988,474 | New | $2.0M | — | 0.10% | ABS-MBS |
| 205 | The Boeing Company | BA | Sep 2022 | 2,020,000 | — | $2.0M | +5.9% | 0.10% | DBT |
| 206 | Kinder Morgan Energy Partners LP | KMI | Sep 2022 | 2,000,000 | — | $2.0M | +0.4% | 0.10% | DBT |
| 207 | Federal National Mortgage Association | FNMA | Dec 2022 | 2,000,000 | New | $2.0M | — | 0.10% | ABS-MBS |
| 208 | Strctrd Asset Invt | SAIL | Sep 2022 | 2,046,219 | -145,318 | $2.0M | -7.5% | 0.10% | ABS-O |
| 209 | UnitedHealth Group Inc. | UNH | Dec 2022 | 1,900,000 | New | $2.0M | — | 0.10% | DBT |
| 210 | Aviation Capital Group LLC | ACGCAP | Sep 2022 | 2,000,000 | — | $2.0M | +1.4% | 0.10% | DBT |
| 211 | Romania (Republic Of) | ROMANI | Sep 2022 | 2,200,000 | +1,730,000 | $2.0M | +391.2% | 0.10% | DBT |
| 212 | READY CAPITAL MORTGAGE FINANCING LLC | RCMT | Sep 2022 | 2,050,812 | -247,774 | $2.0M | -11.5% | 0.10% | ABS-CBDO |
| 213 | Nissan Motor Co Ltd | NSANY | Sep 2022 | 2,100,000 | — | $2.0M | +1.1% | 0.10% | DBT |
| 214 | CRH America Finance, Inc. | CRHID | Sep 2022 | 2,100,000 | — | $2.0M | +1.1% | 0.10% | DBT |
| 215 | Asian Development Bank | ASIA | Sep 2022 | 34,000,000 | — | $2.0M | +7.7% | 0.10% | DBT |
| 216 | BSPRT 2022-FL9 ISSUER LLC | BSPRT | Sep 2022 | 2,000,000 | — | $1.9M | -1.3% | 0.10% | ABS-CBDO |
| 217 | Southern California Gas Company | SRE | Sep 2022 | 2,100,000 | — | $1.9M | +1.2% | 0.10% | DBT |
| 218 | Southern Power Company | SO | Sep 2022 | 2,200,000 | — | $1.9M | +1.3% | 0.10% | DBT |
| 219 | Skyworks Solutions, Inc. | SWKS | Sep 2022 | 2,200,000 | — | $1.9M | +1.7% | 0.10% | DBT |
| 220 | Fidelity National Information Services Inc | FIS | Sep 2022 | 2,200,000 | — | $1.9M | +1.5% | 0.10% | DBT |
| 221 | SBA Tower Trust | SBAC | Sep 2022 | 2,300,000 | — | $1.9M | -0.2% | 0.10% | ABS-O |
| 222 | UWM MORTGAGE TRUST 2021-INV3 | UWM | Sep 2022 | 2,101,058 | -41,196 | $1.9M | -3.9% | 0.10% | ABS-O |
| 223 | Peru (Republic of) | PERU | Sep 2022 | 7,000,000 | — | $1.9M | +6.0% | 0.10% | DBT |
| 224 | Federal National Mortgage Association | FNMA | Dec 2022 | 2,000,000 | New | $1.9M | — | 0.10% | ABS-MBS |
| 225 | HCA Inc. | HCA | Sep 2022 | 2,100,000 | — | $1.9M | +3.0% | 0.10% | DBT |
| 226 | AREIT 2021-CRE5 LTD | AREIT | Sep 2022 | 1,997,309 | -430,936 | $1.9M | -18.5% | 0.10% | ABS-CBDO |
| 227 | Sumitomo Mitsui Financial Group Inc | SUMIBK | Sep 2022 | 2,300,000 | — | $1.9M | +2.7% | 0.09% | DBT |
| 228 | UWM MORTGAGE TRUST | UWM | Sep 2022 | 2,072,437 | -24,136 | $1.9M | -3.6% | 0.09% | ABS-O |
| 229 | STWD 2021-HTS MORTGAGE TRUST | STWD | Sep 2022 | 1,959,000 | — | $1.9M | -0.4% | 0.09% | ABS-O |
| 230 | JP MORGAN MORTGAGE TRUST 2021-14 | JPMMT | Sep 2022 | 2,073,289 | -26,930 | $1.9M | -3.8% | 0.09% | ABS-O |
| 231 | MARINER FINANCE ISSUANCE TRUST | MFIT | Sep 2022 | 2,200,000 | — | $1.9M | +2.3% | 0.09% | ABS-O |
| 232 | OIS_CCP USD RCV SOFR1O PAY 1.13% 15-AUG-2028 | 000000000 | Sep 2022 | 13,722,000 | New | $1.9M | — | 0.09% | DIR |
| 233 | Berry Global Inc | BERY | Sep 2022 | 2,100,000 | +1,725,000 | $1.9M | +472.8% | 0.09% | DBT |
| 234 | Metropolitan Life Global Funding I | MET | Sep 2022 | 2,000,000 | — | $1.9M | +0.7% | 0.09% | DBT |
| 235 | LENDMARK FUNDING TRUST | LFT | Sep 2022 | 2,200,000 | — | $1.9M | +1.1% | 0.09% | ABS-O |
| 236 | The Bank of Israel | ILFRN | Sep 2022 | 6,600,000 | — | $1.9M | +1.8% | 0.09% | DBT |
| 237 | AMERICAN AIRLINES PASS THROUGH TRUST | AAL | Sep 2022 | 2,300,000 | — | $1.9M | -0.7% | 0.09% | ABS-O |
| 238 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 2,300,000 | — | $1.9M | +3.1% | 0.09% | DBT |
| 239 | Ford Motor Credit Company LLC | F | Sep 2022 | 1,900,000 | — | $1.9M | +0.9% | 0.09% | DBT |
| 240 | United States Treasury Bonds | T | Sep 2022 | 2,450,000 | New | $1.9M | — | 0.09% | DBT |
| 241 | BANK 2022-BNK40 | BANK | Sep 2022 | 2,100,000 | — | $1.9M | +1.5% | 0.09% | ABS-O |
| 242 | Niagara Mohawk Power Corporation | NGGLN | Sep 2022 | 2,000,000 | — | $1.9M | +0.8% | 0.09% | DBT |
| 243 | Dominion Energy Inc | D | Sep 2022 | 2,300,000 | — | $1.8M | +2.5% | 0.09% | DBT |
| 244 | Goodman US Finance Five LLC | GMGAU | Sep 2022 | 2,000,000 | — | $1.8M | -0.0% | 0.09% | DBT |
| 245 | PFP LTD | PFP | Sep 2022 | 1,919,417 | -262,721 | $1.8M | -12.1% | 0.09% | ABS-CBDO |
| 246 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 1,800,000 | — | $1.8M | +2.3% | 0.09% | DBT |
| 247 | United States Treasury Bonds | T | Sep 2022 | 2,200,000 | New | $1.8M | — | 0.09% | DBT |
| 248 | Masco Corporation | MAS | Sep 2022 | 2,200,000 | +1,825,000 | $1.8M | +503.3% | 0.09% | DBT |
| 249 | Equinix, Inc. | EQIX | Sep 2022 | 2,200,000 | — | $1.8M | +3.0% | 0.09% | DBT |
| 250 | Mizuho Financial Group Inc. | MIZUHO | Sep 2022 | 2,100,000 | — | $1.8M | +3.4% | 0.09% | DBT |
| 251 | OIS_CCP USD RCV SOFR1O PAY 1.63% 15-MAY-2047 | 000000000 | Sep 2022 | 6,360,000 | New | $1.8M | — | 0.09% | DIR |
| 252 | Appalachian Power Company | AEP | Sep 2022 | 2,200,000 | — | $1.8M | +3.4% | 0.09% | DBT |
| 253 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 2,110,214 | -44,134 | $1.8M | -0.3% | 0.09% | ABS-MBS |
| 254 | OBX 2022-NQM7 TRUST | OBX | Sep 2022 | 1,920,602 | -59,895 | $1.8M | -5.8% | 0.09% | ABS-O |
| 255 | Fnma Pass-Thru I | FN | Sep 2022 | 1,887,258 | -40,560 | $1.8M | -0.6% | 0.09% | ABS-MBS |
| 256 | J.P. MORGAN MORTGAGE TRUST 2022-LTV2 | JPMMT | Sep 2022 | 2,022,884 | -28,813 | $1.8M | -0.4% | 0.09% | ABS-O |
| 257 | Government National Mortgage Association | GNR | Sep 2022 | 1,843,363 | -73,886 | $1.8M | -3.7% | 0.09% | ABS-MBS |
| 258 | Deutsche Bank AG New York Branch | DB | Sep 2022 | 1,800,000 | — | $1.8M | +2.5% | 0.09% | DBT |
| 259 | FS RIALTO 2022-FL5 ISSUER LLC | FSRIA | Sep 2022 | 1,800,000 | — | $1.8M | +1.0% | 0.09% | ABS-CBDO |
| 260 | Government National Mortgage Association | GNR | Sep 2022 | 1,786,779 | -88,086 | $1.8M | -3.2% | 0.09% | ABS-MBS |
| 261 | Navient Private Education Loan Trust 2015-B | NAVSL | Sep 2022 | 1,813,391 | -87,523 | $1.8M | -5.3% | 0.09% | ABS-O |
| 262 | Nissan Motor Acceptance Co LLC | NSANY | Sep 2022 | 2,200,000 | — | $1.8M | +3.1% | 0.09% | DBT |
| 263 | Equifax Inc. | EFX | Sep 2022 | 1,800,000 | — | $1.8M | +2.2% | 0.09% | DBT |
| 264 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 2,165,486 | New | $1.8M | — | 0.09% | ABS-MBS |
| 265 | Wells Fargo & Company | WFC | Sep 2022 | 1,800,000 | — | $1.8M | +2.4% | 0.09% | DBT |
| 266 | Fnma Pass-Thru I | FN | Sep 2022 | 1,827,837 | -54,906 | $1.8M | -1.7% | 0.09% | ABS-MBS |
| 267 | UNITED STATES TSY. 0.00% | 912796ZM4 | Dec 2022 | 1,760,000 | New | $1.8M | — | 0.09% | DBT |
| 268 | CSMC 2020-NET | CSMC | Sep 2022 | 1,954,638 | -3,030 | $1.7M | -1.3% | 0.09% | ABS-O |
| 269 | Government National Mortgage Association | GNR | Dec 2022 | 1,900,000 | New | $1.7M | — | 0.09% | ABS-MBS |
| 270 | Securitized Asset Backed Receivables Llc Trust | SABN | Sep 2022 | 2,078,564 | -50,625 | $1.7M | -2.1% | 0.09% | ABS-O |
| 271 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 1,983,169 | -9,594 | $1.7M | +0.3% | 0.09% | ABS-MBS |
| 272 | Deutsche Bank AG New York Branch | DB | Sep 2022 | 1,800,000 | — | $1.7M | +1.4% | 0.09% | DBT |
| 273 | Owl Rock Capital Corporation | ORCC | Sep 2022 | 2,200,000 | — | $1.7M | +3.1% | 0.09% | DBT |
| 274 | SALT 2021-1 TRUST | SALTT | Sep 2022 | 1,938,906 | -55,125 | $1.7M | -2.5% | 0.09% | ABS-O |
| 275 | Fnma Pass-Thru I | FN | Sep 2022 | 1,913,267 | -48,843 | $1.7M | -1.4% | 0.09% | ABS-MBS |
| 276 | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST | BAMLL | Sep 2022 | 2,000,000 | — | $1.7M | -0.5% | 0.09% | ABS-O |
| 277 | United Airlines Pass Through Trust 2020-1A | UAL | Sep 2022 | 1,738,843 | -62,104 | $1.7M | -1.3% | 0.09% | ABS-O |
| 278 | KREST COMMERCIAL MORTGAGE SECURITIES TRUST | KREST | Sep 2022 | 2,300,000 | — | $1.7M | -1.9% | 0.09% | ABS-O |
| 279 | SUNRUN DEMETER ISSUER 2021-2 LLC | SUNRN | Sep 2022 | 2,188,414 | -30,181 | $1.7M | +0.0% | 0.09% | ABS-O |
| 280 | Morgan Stanley Ixis Real Estate Cap | MSIX | Sep 2022 | 4,904,992 | -46,379 | $1.7M | -6.4% | 0.09% | ABS-O |
| 281 | Fnma Pass-Thru I | FN | Sep 2022 | 1,794,706 | -55,802 | $1.7M | -2.7% | 0.09% | ABS-MBS |
| 282 | J.P. MORGAN MORTGAGE TRUST 2022-INV1 | JPMMT | Sep 2022 | 2,029,197 | -28,493 | $1.7M | -0.2% | 0.08% | ABS-O |
| 283 | Mizuho Financial Group Inc. | MIZUHO | Sep 2022 | 1,700,000 | — | $1.7M | +2.4% | 0.08% | DBT |
| 284 | United States Treasury Bonds | T | Sep 2022 | 2,390,000 | New | $1.7M | — | 0.08% | DBT |
| 285 | BENCHMARK MORTGAGE TRUST | BMARK | Sep 2022 | 1,800,000 | — | $1.7M | +1.7% | 0.08% | ABS-O |
| 286 | Amphenol Corporation | APH | Dec 2022 | 1,700,000 | New | $1.7M | — | 0.08% | STIV |
| 287 | NAVIENT STUDENT LOAN TRUST | NAVSL | Sep 2022 | 1,722,750 | -99,199 | $1.7M | -6.4% | 0.08% | ABS-O |
| 288 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 1,860,000 | — | $1.7M | +2.6% | 0.08% | DBT |
| 289 | Amazon.com, Inc. | AMZN | Sep 2022 | 1,890,000 | +1,830,000 | $1.7M | +3140.9% | 0.08% | DBT |
| 290 | GS MORTGAGE BACKED SECURITIES TRUST 2022-PJ3 | GSMBS | Sep 2022 | 2,086,481 | -38,195 | $1.7M | -0.6% | 0.08% | ABS-O |
| 291 | JPMorgan Chase & Co. | JPM | Sep 2022 | 1,794,000 | — | $1.7M | +2.1% | 0.08% | DBT |
| 292 | Broadcom Inc | AVGO | Sep 2022 | 2,090,000 | — | $1.7M | +6.9% | 0.08% | DBT |
| 293 | Government National Mortgage Association | GNR | Dec 2022 | 2,000,000 | New | $1.7M | — | 0.08% | ABS-MBS |
| 294 | DOLP TRUST 2021-NYC | DOLP | Sep 2022 | 2,100,000 | — | $1.7M | -0.7% | 0.08% | ABS-O |
| 295 | EPR Properties | EPR | Sep 2022 | 2,300,000 | — | $1.7M | +1.9% | 0.08% | DBT |
| 296 | Voya Clo 2019-1 Ltd / Llc | VOYA | Sep 2022 | 1,700,000 | — | $1.7M | +0.6% | 0.08% | ABS-CBDO |
| 297 | Atlas Funding 2021-1 plc | AFUND | Sep 2022 | 1,389,128 | -32,638 | $1.7M | +5.8% | 0.08% | ABS-O |
| 298 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 1,860,013 | -57,079 | $1.7M | -2.4% | 0.08% | ABS-MBS |
| 299 | Wells Fargo & Company | WFC | Sep 2022 | 1,700,000 | — | $1.7M | +1.4% | 0.08% | DBT |
| 300 | United States Treasury Bills | B | Dec 2022 | 1,700,000 | New | $1.7M | — | 0.08% | DBT |
| 301 | Adani Green Energy Ltd | ADANIG | Sep 2022 | 1,700,000 | — | $1.7M | +7.0% | 0.08% | DBT |
| 302 | Stifel Financial Corporation | SF | Sep 2022 | 1,900,000 | — | $1.7M | +1.1% | 0.08% | DBT |
| 303 | Romania (Republic Of) | ROMANI | Sep 2022 | 2,400,000 | — | $1.7M | +18.0% | 0.08% | DBT |
| 304 | BX 2021-21M MORTGAGE TRUST | BX | Sep 2022 | 1,713,527 | -586,473 | $1.6M | -25.1% | 0.08% | ABS-O |
| 305 | Federal Home Loan Banks | FHLB | Dec 2022 | 1,660,000 | New | $1.6M | — | 0.08% | DBT |
| 306 | Csmc | CSMC | Sep 2022 | 2,031,634 | -61,132 | $1.6M | -1.8% | 0.08% | ABS-O |
| 307 | Pacific Gas and Electric Company | PCG | Sep 2022 | 1,800,000 | — | $1.6M | +6.3% | 0.08% | DBT |
| 308 | Israel (State Of) | ISRAEL | Sep 2022 | 1,800,000 | +1,540,000 | $1.6M | +610.5% | 0.08% | DBT |
| 309 | Worldwide Plaza Tst | WPT | Sep 2022 | 1,900,000 | — | $1.6M | +0.1% | 0.08% | ABS-O |
| 310 | Cooperatieve Rabobank U.A. | RABOBK | Sep 2022 | 1,700,000 | +1,100,000 | $1.6M | +188.9% | 0.08% | DBT |
| 311 | Federal Realty OP LP | FRT | Sep 2022 | 1,900,000 | — | $1.6M | +0.9% | 0.08% | DBT |
| 312 | Oneok Inc. | OKE | Sep 2022 | 1,600,000 | — | $1.6M | +4.0% | 0.08% | DBT |
| 313 | UWM MORTGAGE TRUST 2021-INV4 | UWM | Sep 2022 | 2,031,419 | -22,908 | $1.6M | -0.5% | 0.08% | ABS-O |
| 314 | CF HIPPOLYTA ISSUER LLC | SORT | Sep 2022 | 1,726,803 | -23,197 | $1.6M | -2.0% | 0.08% | ABS-O |
| 315 | Federal National Mortgage Association | FNMA | Dec 2022 | 2,000,000 | New | $1.6M | — | 0.08% | ABS-MBS |
| 316 | GCAT 2022-NQM4 TRUST | GCAT | Sep 2022 | 1,752,481 | -47,519 | $1.6M | -6.5% | 0.08% | ABS-O |
| 317 | BBCMS MORTGAGE TRUST | BBCMS | Sep 2022 | 1,700,000 | — | $1.6M | +0.6% | 0.08% | ABS-O |
| 318 | Equinix, Inc. | EQIX | Sep 2022 | 1,700,000 | — | $1.6M | +0.7% | 0.08% | DBT |
| 319 | Bbcms Mortgage Trust | BBCMS | Sep 2022 | 1,800,000 | — | $1.6M | +0.9% | 0.08% | ABS-O |
| 320 | Public Storage | PSA | Sep 2022 | 2,000,000 | — | $1.6M | +10.2% | 0.08% | DBT |
| 321 | ITC Holdings Corporation | ITC | Sep 2022 | 1,900,000 | — | $1.6M | +3.1% | 0.08% | DBT |
| 322 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-2 | GMCAR | Sep 2022 | 1,629,111 | -370,889 | $1.6M | -18.6% | 0.08% | ABS-O |
| 323 | Ipalco Enterprises Inc. | AES | Sep 2022 | 1,800,000 | — | $1.6M | +2.8% | 0.08% | DBT |
| 324 | Starbucks Corporation | SBUX | Sep 2022 | 1,900,000 | — | $1.6M | +3.5% | 0.08% | DBT |
| 325 | Equitrans Midstream Corporation | EQM | Sep 2022 | 1,800,000 | — | $1.6M | +4.9% | 0.08% | DBT |
| 326 | NXP B V / NXP Funding LLC & NXP USA Inc | NXPI | Sep 2022 | 1,700,000 | +1,530,000 | $1.6M | +915.7% | 0.08% | DBT |
| 327 | Towd Point Mortgage Funding 2019-Auburn 13 plc | TPMF | Sep 2022 | 1,343,360 | -80,620 | $1.6M | +0.7% | 0.08% | ABS-O |
| 328 | Towd Point Mortgage Funding 2019-Auburn 13 plc | TPMF | Sep 2022 | 1,343,360 | -80,620 | $1.6M | +0.7% | 0.08% | ABS-O |
| 329 | Federal National Mortgage Association | FNMA | Dec 2022 | 1,700,000 | New | $1.6M | — | 0.08% | ABS-MBS |
| 330 | U.S. Treasury Bond Stripped Principal Payment | SP | Sep 2022 | 4,115,000 | — | $1.6M | +0.2% | 0.08% | DBT |
| 331 | Wells Fargo & Company | WFC | Sep 2022 | 1,650,000 | — | $1.6M | +3.2% | 0.08% | DBT |
| 332 | MOSAIC SOLAR LOAN TRUST 2022-1 | MSAIC | Sep 2022 | 1,905,457 | -47,360 | $1.6M | -6.5% | 0.08% | ABS-O |
| 333 | Danske Bank A/S | DANBNK | Sep 2022 | 1,800,000 | — | $1.6M | +1.9% | 0.08% | DBT |
| 334 | Volkswagen Group of America Finance LLC | VW | Sep 2022 | 1,600,000 | — | $1.6M | +0.3% | 0.08% | DBT |
| 335 | HCA Inc. | HCA | Sep 2022 | 1,600,000 | — | $1.6M | +2.2% | 0.08% | DBT |
| 336 | Broadcom Inc | AVGO | Sep 2022 | 2,000,000 | — | $1.6M | +5.0% | 0.08% | DBT |
| 337 | NextEra Energy Capital Holdings Inc | NEE | Sep 2022 | 1,900,000 | — | $1.6M | +3.5% | 0.08% | DBT |
| 338 | Realty Income Corp. | O | Sep 2022 | 1,800,000 | — | $1.6M | +2.1% | 0.08% | DBT |
| 339 | Ing Groep N V / Ing Bank N V | INTNED | Sep 2022 | 1,600,000 | — | $1.6M | +1.7% | 0.08% | DBT |
| 340 | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST | GOOD | Sep 2022 | 1,907,734 | -24,027 | $1.6M | -13.8% | 0.08% | ABS-O |
| 341 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST | JPMCC | Sep 2022 | 1,900,000 | — | $1.6M | -1.5% | 0.08% | ABS-O |
| 342 | JP MORGAN MORTGAGE TRUST | JPMMT | Sep 2022 | 1,902,721 | -28,057 | $1.5M | -0.2% | 0.08% | ABS-O |
| 343 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 1,798,607 | -24,523 | $1.5M | -0.1% | 0.08% | ABS-MBS |
| 344 | Exelon Generation Company, LLC | CEG | Sep 2022 | 1,600,000 | — | $1.5M | +0.9% | 0.08% | DBT |
| 345 | Peru (Republic of) | PERU | Sep 2022 | 6,100,000 | — | $1.5M | +9.6% | 0.08% | DBT |
| 346 | Brazil (Federative Republic) | BRAZIL | Sep 2022 | 2,050,000 | — | $1.5M | +2.1% | 0.08% | DBT |
| 347 | United States Treasury Bills | B | Dec 2022 | 1,520,000 | New | $1.5M | — | 0.08% | DBT |
| 348 | GS MORTGAGE SECURITIES CORPORATION TRUST 2021-DM | GSMS | Sep 2022 | 1,570,000 | — | $1.5M | +0.6% | 0.08% | ABS-O |
| 349 | Fnma Pass-Thru I | FN | Sep 2022 | 1,691,838 | -40,040 | $1.5M | -1.5% | 0.08% | ABS-MBS |
| 350 | BNP Paribas SA | BNP | Sep 2022 | 1,800,000 | — | $1.5M | +3.4% | 0.07% | DBT |
| 351 | JetBlue Airways Corporation | JBLU | Sep 2022 | 1,818,345 | -51,210 | $1.5M | -2.5% | 0.07% | ABS-O |
| 352 | Chile (Republic of) | CHILE | Sep 2022 | 1,800,000 | — | $1.5M | +3.7% | 0.07% | DBT |
| 353 | ALIMENTATION COUCHE-TARD | 01626VNB5 | Dec 2022 | 1,500,000 | New | $1.5M | — | 0.07% | STIV |
| 354 | Discovery Communications, LLC | WBD | Sep 2022 | 1,800,000 | — | $1.5M | +0.9% | 0.07% | DBT |
| 355 | Ares Finance Co. II LLC | ARES | Sep 2022 | 1,800,000 | — | $1.5M | +1.2% | 0.07% | DBT |
| 356 | VOYA CLO 2022-2 LTD | VOYA | Sep 2022 | 1,500,000 | — | $1.5M | -0.7% | 0.07% | ABS-CBDO |
| 357 | Duke Energy Corp | DUK | Sep 2022 | 1,800,000 | — | $1.5M | +3.3% | 0.07% | DBT |
| 358 | United States Treasury Notes | T | Sep 2022 | 1,575,000 | -2,700,000 | $1.5M | -63.0% | 0.07% | DBT |
| 359 | Federal Farm Credit Banks | FFCB | Sep 2022 | 1,770,000 | — | $1.5M | -0.6% | 0.07% | DBT |
| 360 | PALMER SQUARE LOAN FN FRN | 69702QAC2 | Sep 2022 | 1,500,000 | — | $1.5M | -0.1% | 0.07% | DBT |
| 361 | Bbccre Trust 2015-Gtp | BBCCR | Sep 2022 | 1,600,000 | — | $1.5M | -0.8% | 0.07% | ABS-O |
| 362 | Societe Generale S.A. | SOCGEN | Sep 2022 | 1,700,000 | — | $1.5M | +2.8% | 0.07% | DBT |
| 363 | Northern Inst Fds | BNGXX | Sep 2022 | 1,480,317 | New | $1.5M | — | 0.07% | STIV |
| 364 | CSWF 2021-SOP2 | CSWF | Sep 2022 | 1,551,053 | — | $1.5M | -1.4% | 0.07% | ABS-O |
| 365 | Apidos Clo XXIII | APID | Sep 2022 | 1,500,000 | — | $1.5M | +2.0% | 0.07% | ABS-CBDO |
| 366 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 1,500,000 | +980,000 | $1.5M | +190.2% | 0.07% | DBT |
| 367 | Mizuho Financial Group Inc. | MIZUHO | Sep 2022 | 1,600,000 | — | $1.5M | +1.3% | 0.07% | DBT |
| 368 | Magallanes Inc. | WBD | Sep 2022 | 1,775,000 | +1,025,000 | $1.5M | +137.6% | 0.07% | DBT |
| 369 | Emory University | EMORYU | Sep 2022 | 1,600,000 | — | $1.5M | +0.8% | 0.07% | DBT |
| 370 | Deutsche Bank AG | DB | Sep 2022 | 1,500,000 | — | $1.5M | +11.1% | 0.07% | DBT |
| 371 | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC | ARCLO | Sep 2022 | 1,500,000 | — | $1.5M | -0.1% | 0.07% | ABS-CBDO |
| 372 | Carvana Auto Receivables Trust 2022- P2 | CRVNA | Sep 2022 | 1,470,370 | -471,948 | $1.5M | -24.3% | 0.07% | ABS-O |
| 373 | Basswood Park Clo Ltd / Llc | BARK | Sep 2022 | 1,500,000 | — | $1.5M | +1.5% | 0.07% | ABS-CBDO |
| 374 | MANHATTAN WEST 2020-1MW MORTGAGE TRUST | OMW | Sep 2022 | 1,700,000 | — | $1.5M | +1.0% | 0.07% | ABS-O |
| 375 | Icg Us Clo 2017-1 | ICG | Sep 2022 | 1,500,000 | — | $1.4M | +1.3% | 0.07% | ABS-CBDO |
| 376 | Fnma Pass-Thru I | FN | Dec 2022 | 1,690,139 | New | $1.4M | — | 0.07% | ABS-MBS |
| 377 | Ventas Realty L.P./Ventas Capital Corp. | VTR | Sep 2022 | 1,700,000 | — | $1.4M | +1.8% | 0.07% | DBT |
| 378 | Mexico (United Mexican States) | MEX | Sep 2022 | 1,790,000 | +1,569,000 | $1.4M | +754.0% | 0.07% | DBT |
| 379 | NXP B V / NXP Funding LLC & NXP USA Inc | NXPI | Sep 2022 | 1,500,000 | — | $1.4M | +2.1% | 0.07% | DBT |
| 380 | AREIT 2022-CRE7 LTD | AREIT | Sep 2022 | 1,440,000 | — | $1.4M | +0.5% | 0.07% | ABS-CBDO |
| 381 | Israel (State Of) | ISRAEL | Sep 2022 | 1,500,000 | — | $1.4M | +0.7% | 0.07% | DBT |
| 382 | C.H. Robinson Worldwide Inc | CHRW | Sep 2022 | 1,500,000 | — | $1.4M | +1.7% | 0.07% | DBT |
| 383 | United States Treasury Notes | T | Sep 2022 | 1,500,000 | — | $1.4M | +0.7% | 0.07% | DBT |
| 384 | Barclays PLC | BACR | Sep 2022 | 1,500,000 | +1,240,000 | $1.4M | +503.3% | 0.07% | DBT |
| 385 | U.S. Treasury Bond Stripped Principal Payment | SP | Sep 2022 | 3,405,000 | — | $1.4M | +0.6% | 0.07% | DBT |
| 386 | Block Financial Llc | HRB | Sep 2022 | 1,600,000 | — | $1.4M | +2.9% | 0.07% | DBT |
| 387 | American Tower Corporation | AMT | Sep 2022 | 1,500,000 | — | $1.4M | +2.5% | 0.07% | DBT |
| 388 | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST | GOOD | Sep 2022 | 1,961,527 | -57,947 | $1.4M | -15.3% | 0.07% | ABS-O |
| 389 | United States Treasury Notes | T | Sep 2022 | 1,480,000 | — | $1.4M | +0.6% | 0.07% | DBT |
| 390 | FIRSTKEY HOMES 2022-SFR3 TRUST | FKH | Dec 2022 | 1,500,000 | New | $1.4M | — | 0.07% | ABS-O |
| 391 | United Airlines (United Milage Plus) | UAL | Sep 2022 | 1,357,200 | -150,800 | $1.4M | -7.9% | 0.07% | LON |
| 392 | Enel Finance America LLC | ENELIM | Dec 2022 | 2,300,000 | New | $1.4M | — | 0.07% | DBT |
| 393 | Morgan Stanley | MS | Sep 2022 | 1,475,000 | — | $1.4M | +1.5% | 0.07% | DBT |
| 394 | Citigroup Inc. | C | Sep 2022 | 1,475,000 | — | $1.4M | +3.4% | 0.07% | DBT |
| 395 | American Airlines, Inc. | AAL | Sep 2022 | 1,588,545 | -56,828 | $1.4M | -4.3% | 0.07% | ABS-O |
| 396 | Duke Energy Florida, LLC | DUK | Sep 2022 | 1,600,000 | — | $1.4M | +1.7% | 0.07% | DBT |
| 397 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,360,842 | -62,291 | $1.4M | -2.8% | 0.07% | ABS-MBS |
| 398 | Textron Inc. | TXT | Sep 2022 | 1,700,000 | — | $1.4M | +4.9% | 0.07% | DBT |
| 399 | U.S. Treasury Security Stripped Interest Security | S | Sep 2022 | 2,790,000 | — | $1.4M | -1.0% | 0.07% | DBT |
| 400 | GPMT LTD | GPMT | Sep 2022 | 1,384,763 | -88,018 | $1.4M | -5.5% | 0.07% | ABS-CBDO |
| 401 | Alaska Airlines Pass Through Trust 2020-1A | ALK | Sep 2022 | 1,433,480 | — | $1.4M | +0.9% | 0.07% | ABS-O |
| 402 | Alliant Energy Finance LLC | LNT | Sep 2022 | 1,375,000 | — | $1.4M | +0.6% | 0.07% | DBT |
| 403 | Fnma Pass-Thru I | FN | Sep 2022 | 1,406,111 | -7,196 | $1.4M | +0.5% | 0.07% | ABS-MBS |
| 404 | Level 3 Financing, Inc. | LVLT | Sep 2022 | 1,600,000 | — | $1.4M | +1.1% | 0.07% | DBT |
| 405 | Plains All American Pipeline L.P./PAA Finance Corp. | PAA | Sep 2022 | 1,375,000 | — | $1.4M | -0.0% | 0.07% | DBT |
| 406 | CKE Restaurants, Inc. | CKR | Sep 2022 | 1,436,250 | -3,750 | $1.4M | -0.0% | 0.07% | ABS-O |
| 407 | Barclays PLC | BACR | Sep 2022 | 1,450,000 | — | $1.3M | +6.3% | 0.07% | DBT |
| 408 | Intesa Sanpaolo S.p.A. | ISPIM | Sep 2022 | 1,400,000 | — | $1.3M | +0.8% | 0.07% | DBT |
| 409 | Government National Mortgage Association | GNR | Sep 2022 | 1,349,235 | -45,590 | $1.3M | -3.7% | 0.07% | ABS-O |
| 410 | Morgan Stanley BAML Trust | MSBAM | Sep 2022 | 1,400,000 | — | $1.3M | -0.0% | 0.07% | ABS-O |
| 411 | OBX 2022-NQM9 TRUST | OBX | Dec 2022 | 1,343,517 | New | $1.3M | — | 0.07% | ABS-O |
| 412 | GS MORTGAGE SECURITIES CORPORATION TRUST 2021-DM | GSMS | Sep 2022 | 1,370,000 | — | $1.3M | +0.3% | 0.07% | ABS-O |
| 413 | Federal National Mortgage Association | FNMA | Dec 2022 | 1,500,000 | New | $1.3M | — | 0.07% | ABS-MBS |
| 414 | Global Payments Inc | GPN | Sep 2022 | 1,600,000 | — | $1.3M | +3.3% | 0.07% | DBT |
| 415 | United States Treasury Notes | T | Sep 2022 | 1,400,000 | — | $1.3M | +0.6% | 0.07% | DBT |
| 416 | Omega Healthcare Investors, Inc. | OHI | Sep 2022 | 1,600,000 | — | $1.3M | +1.1% | 0.07% | DBT |
| 417 | OIS_CCP USD RCV SOFR1D PAY 2% 21-DEC-2032 | 000000000 | Sep 2022 | 10,100,000 | New | $1.3M | — | 0.07% | DIR |
| 418 | Choice Hotels International, Inc. | CHH | Sep 2022 | 1,500,000 | — | $1.3M | +3.7% | 0.07% | DBT |
| 419 | Banco Santander, S.A. | SANTAN | Sep 2022 | 1,400,000 | +600,000 | $1.3M | +79.1% | 0.07% | DBT |
| 420 | Amdocs Limited | DOX | Sep 2022 | 1,600,000 | +1,446,000 | $1.3M | +962.6% | 0.06% | DBT |
| 421 | REESE PARK CLO LTD | RESPK | Sep 2022 | 1,350,000 | — | $1.3M | +0.9% | 0.06% | ABS-CBDO |
| 422 | Royalty Pharma PLC | RPRX | Sep 2022 | 1,450,000 | — | $1.3M | +1.3% | 0.06% | DBT |
| 423 | Credit Suisse Group AG | CS | Sep 2022 | 1,550,000 | +1,300,000 | $1.3M | +506.4% | 0.06% | DBT |
| 424 | United States Treasury Bonds | T | Sep 2022 | 1,700,000 | New | $1.3M | — | 0.06% | DBT |
| 425 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,380,000 | -38,858 | $1.3M | -1.2% | 0.06% | ABS-MBS |
| 426 | Government National Mortgage Association | GNR | Sep 2022 | 1,425,470 | -51,846 | $1.3M | -2.5% | 0.06% | ABS-MBS |
| 427 | Kilroy Realty L.P. | KRC | Sep 2022 | 1,400,000 | +1,050,000 | $1.3M | +299.6% | 0.06% | DBT |
| 428 | Credit Agricole S.A. London Branch | ACAFP | Sep 2022 | 1,400,000 | +1,025,000 | $1.3M | +280.9% | 0.06% | DBT |
| 429 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 1,274,794 | -20,352 | $1.3M | +0.1% | 0.06% | ABS-MBS |
| 430 | Comcast Corporation | CMCSA | Sep 2022 | 1,350,000 | — | $1.3M | +1.8% | 0.06% | DBT |
| 431 | Government National Mortgage Association | GNR | Sep 2022 | 1,293,585 | -49,481 | $1.3M | -2.4% | 0.06% | ABS-MBS |
| 432 | CALIFORNIA STATEWIDE CMNTYS DEV AUTH | CASGEN | Dec 2022 | 1,200,000 | New | $1.3M | — | 0.06% | DBT |
| 433 | AT&T Inc | T | Sep 2022 | 1,637,000 | +1,537,000 | $1.3M | +1610.2% | 0.06% | DBT |
| 434 | BX COMMERCIAL MORTGAGE TRUST | BX | Sep 2022 | 1,350,000 | — | $1.3M | +0.8% | 0.06% | ABS-O |
| 435 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 1,350,000 | — | $1.3M | +2.7% | 0.06% | DBT |
| 436 | United States Treasury Bonds | T | Dec 2022 | 1,280,000 | New | $1.3M | — | 0.06% | DBT |
| 437 | Sabra Health Care Ltd Partnership / Sabra Capital Corp | SBRA | Sep 2022 | 1,500,000 | — | $1.3M | +2.9% | 0.06% | DBT |
| 438 | Intesa Sanpaolo S.p.A. | ISPIM | Sep 2022 | 1,310,000 | — | $1.3M | +3.1% | 0.06% | DBT |
| 439 | Healthcare Realty Holdings L.P | HR | Sep 2022 | 1,500,000 | — | $1.3M | +2.4% | 0.06% | DBT |
| 440 | CITIGROUP COMMERCIAL MORTGAGE TRUST | CGCMT | Sep 2022 | 1,450,000 | — | $1.3M | +0.9% | 0.06% | ABS-O |
| 441 | Microsoft Corporation | MSFT | Sep 2022 | 1,340,000 | — | $1.3M | +0.8% | 0.06% | DBT |
| 442 | MF1 2022-FL10 LLC | MF1 | Sep 2022 | 1,250,000 | — | $1.2M | +1.2% | 0.06% | ABS-CBDO |
| 443 | WELLFLEET CLO 2022-2 FRN | 94949FAE3 | Sep 2022 | 1,250,000 | — | $1.2M | -0.0% | 0.06% | DBT |
| 444 | Government National Mortgage Association | GNR | Dec 2022 | 1,400,000 | New | $1.2M | — | 0.06% | ABS-MBS |
| 445 | FORTRESS CREDIT BSL XV LTD | FCBSL | Sep 2022 | 1,250,000 | — | $1.2M | -0.5% | 0.06% | ABS-CBDO |
| 446 | Hyatt Hotels Corporation | H | Sep 2022 | 1,250,000 | — | $1.2M | +0.4% | 0.06% | DBT |
| 447 | The Boeing Company | BA | Sep 2022 | 1,250,000 | — | $1.2M | +2.8% | 0.06% | DBT |
| 448 | Voya CLO 2018-3 Ltd/ Voya CLO 2018-3 LLC | VOYA | Sep 2022 | 1,250,000 | — | $1.2M | +1.7% | 0.06% | ABS-CBDO |
| 449 | Amgen Inc. | AMGN | Dec 2022 | 1,325,000 | New | $1.2M | — | 0.06% | DBT |
| 450 | Government National Mortgage Association | GNR | Sep 2022 | 1,318,684 | -48,423 | $1.2M | -2.5% | 0.06% | ABS-MBS |
| 451 | VLS COMMERCIAL MORTGAGE TRUST 2020-LAB | VLS | Sep 2022 | 1,610,000 | — | $1.2M | +0.4% | 0.06% | ABS-O |
| 452 | HIT TRUST 2022-HI32 | HIT | Sep 2022 | 1,250,000 | — | $1.2M | -1.1% | 0.06% | ABS-O |
| 453 | CIFC FUNDING 2022-III LTD | CIFC | Sep 2022 | 1,250,000 | — | $1.2M | +1.0% | 0.06% | ABS-CBDO |
| 454 | MORGAN STANLEY CAPITAL I TRUST | MSC | Sep 2022 | 1,600,000 | — | $1.2M | -1.8% | 0.06% | ABS-O |
| 455 | GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP | GSMS | Sep 2022 | 1,250,000 | — | $1.2M | -0.1% | 0.06% | ABS-O |
| 456 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 1,540,000 | — | $1.2M | +3.5% | 0.06% | DBT |
| 457 | Lloyds Bank plc | LLOYDS | Sep 2022 | 2,000,000 | — | $1.2M | +0.1% | 0.06% | DBT |
| 458 | Bank of America Corporation | BAC | Sep 2022 | 1,550,000 | — | $1.2M | +3.0% | 0.06% | DBT |
| 459 | United States Treasury Bonds | T | Dec 2022 | 1,370,000 | New | $1.2M | — | 0.06% | DBT |
| 460 | CVS Health Corp | CVS | Sep 2022 | 1,340,000 | — | $1.2M | +2.7% | 0.06% | DBT |
| 461 | Federal Farm Credit Banks | FFCB | Sep 2022 | 1,310,000 | — | $1.2M | -0.4% | 0.06% | DBT |
| 462 | Tennessee Gas Pipeline Company | KMI | Sep 2022 | 1,440,000 | — | $1.2M | +2.7% | 0.06% | DBT |
| 463 | Citizens Bank National Association | CFG | Sep 2022 | 1,250,000 | — | $1.2M | +1.6% | 0.06% | DBT |
| 464 | LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH | LASGOV | Sep 2022 | 1,300,000 | — | $1.2M | +0.0% | 0.06% | DBT |
| 465 | Fnma Pass-Thru I | FN | Sep 2022 | 1,275,626 | -11,282 | $1.2M | +0.6% | 0.06% | ABS-MBS |
| 466 | Pacific Gas and Electric Company | PCG | Sep 2022 | 1,300,000 | — | $1.2M | +3.4% | 0.06% | DBT |
| 467 | CenterPoint Energy Resources Corp. | CNP | Sep 2022 | 1,208,000 | — | $1.2M | +0.2% | 0.06% | DBT |
| 468 | Entergy Louisiana, LLC | ETR | Sep 2022 | 1,200,000 | — | $1.2M | -0.4% | 0.06% | DBT |
| 469 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 1,463,208 | -30,004 | $1.2M | -1.3% | 0.06% | ABS-MBS |
| 470 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 1,167,678 | New | $1.2M | — | 0.06% | ABS-MBS |
| 471 | BX COMMERCIAL MORTGAGE TRUST | BX | Sep 2022 | 1,249,500 | — | $1.2M | +0.2% | 0.06% | ABS-O |
| 472 | Fort CRE 2022-FL3 Issuer LLC | FORT | Sep 2022 | 1,250,000 | +250,000 | $1.2M | +25.2% | 0.06% | ABS-CBDO |
| 473 | SMRT 2022-MINI | SMRT | Sep 2022 | 1,290,000 | — | $1.2M | -0.8% | 0.06% | ABS-O |
| 474 | Munich Reinsurance AG | MUNRE | Sep 2022 | 1,200,000 | — | $1.2M | +5.7% | 0.06% | DBT |
| 475 | Mitsubishi UFJ Financial Group, Inc. | MUFG | Sep 2022 | 1,250,000 | — | $1.2M | +2.7% | 0.06% | DBT |
| 476 | CERBERUS LOAN FUNDING XXXIII LP | CERB | Sep 2022 | 1,250,000 | — | $1.2M | -0.3% | 0.06% | ABS-CBDO |
| 477 | Arrow Electronics, Inc. | ARW | Sep 2022 | 1,200,000 | — | $1.2M | -0.1% | 0.06% | DBT |
| 478 | Alexandria Real Estate Equities, Inc. | ARE | Sep 2022 | 1,400,000 | — | $1.2M | +3.2% | 0.06% | DBT |
| 479 | Oracle Corporation | ORCL | Dec 2022 | 1,100,000 | New | $1.2M | — | 0.06% | DBT |
| 480 | The Boeing Company | BA | Sep 2022 | 1,550,000 | — | $1.2M | +8.6% | 0.06% | DBT |
| 481 | NatWest Group PLC | NWG | Sep 2022 | 1,200,000 | +625,000 | $1.2M | +109.2% | 0.06% | DBT |
| 482 | Huntington Bancshares Incorporated | HBAN | Sep 2022 | 1,250,000 | — | $1.2M | +0.5% | 0.06% | DBT |
| 483 | Citigroup Inc. | C | Sep 2022 | 1,250,000 | — | $1.2M | +1.8% | 0.06% | DBT |
| 484 | American Equity Investment Life Holding Company | AEL | Sep 2022 | 1,250,000 | — | $1.2M | -0.0% | 0.06% | DBT |
| 485 | Soundview Home Loan Trust | SVHE | Sep 2022 | 1,657,309 | -24,638 | $1.2M | -1.8% | 0.06% | ABS-O |
| 486 | Transcontinental Gas Pipe Line Company, LLC | WMB | Sep 2022 | 1,110,000 | — | $1.2M | +0.6% | 0.06% | DBT |
| 487 | ALAMEDA CORRIDOR TRANSN AUTH CALIF | ALATRN | Sep 2022 | 1,250,000 | — | $1.2M | -3.5% | 0.06% | DBT |
| 488 | F&G Global Funding | FNF | Sep 2022 | 1,200,000 | — | $1.2M | +0.1% | 0.06% | DBT |
| 489 | Wingstop Funding LLC | WSTOP | Sep 2022 | 1,386,000 | -3,500 | $1.2M | -0.9% | 0.06% | ABS-O |
| 490 | The Brooklyn Union Gas Company | NGGLN | Sep 2022 | 1,250,000 | — | $1.2M | +2.6% | 0.06% | DBT |
| 491 | HOTWIRE FUNDING LLC | HWIRE | Sep 2022 | 1,350,000 | — | $1.2M | +1.4% | 0.06% | ABS-O |
| 492 | Newcrest Finance Pty Ltd | NCMAU | Sep 2022 | 1,400,000 | +1,225,000 | $1.2M | +703.9% | 0.06% | DBT |
| 493 | GS Mortgage Securities Corp | GSMS | Sep 2022 | 1,392,371 | -13,655 | $1.2M | -1.9% | 0.06% | ABS-O |
| 494 | 280 Park Avenue Trust | PRK | Sep 2022 | 1,200,000 | — | $1.2M | +0.1% | 0.06% | ABS-O |
| 495 | Taco Bell Funding Llc | BELL | Sep 2022 | 1,248,000 | -3,250 | $1.2M | +0.6% | 0.06% | ABS-O |
| 496 | Regeneron Pharmaceuticals, Inc. | REGN | Sep 2022 | 1,500,000 | — | $1.2M | +2.8% | 0.06% | DBT |
| 497 | Servpro Master Issuer Llc | SPRO | Sep 2022 | 1,309,500 | -3,375 | $1.2M | -0.1% | 0.06% | ABS-O |
| 498 | LL ABS TRUST 2022-1 | REACH | Sep 2022 | 1,187,222 | -291,800 | $1.2M | -19.9% | 0.06% | ABS-O |
| 499 | Targa Resources Partners LP/Targa Resources Finance Corp. | TRGP | Sep 2022 | 1,150,000 | — | $1.2M | +2.7% | 0.06% | DBT |
| 500 | Arbys Funding Llc 2015-1 | ARBYS | Sep 2022 | 1,368,500 | -3,500 | $1.2M | -0.5% | 0.06% | ABS-O |
| 501 | SMB Private Education Loan Trust 2021-A | SMB | Sep 2022 | 1,324,039 | -95,892 | $1.2M | -6.4% | 0.06% | ABS-O |
| 502 | CITIGROUP MORTGAGE LOAN TRUST 2022-A | CMLTI | Sep 2022 | 1,164,912 | -31,730 | $1.2M | -3.0% | 0.06% | ABS-O |
| 503 | GA Global Funding Trust | GBLATL | Sep 2022 | 1,450,000 | — | $1.2M | +4.6% | 0.06% | DBT |
| 504 | Volkswagen Bank GmbH | VW | Sep 2022 | 1,100,000 | — | $1.2M | +9.7% | 0.06% | DBT |
| 505 | DB Master Finance LLC | DUNKN | Sep 2022 | 1,257,750 | -3,250 | $1.2M | -0.1% | 0.06% | ABS-O |
| 506 | MetLife Inc. | MET | Sep 2022 | 1,200,000 | — | $1.1M | +4.8% | 0.06% | DBT |
| 507 | Fifth Third Bancorp | FITB | Sep 2022 | 1,200,000 | — | $1.1M | +2.5% | 0.06% | DBT |
| 508 | Spirit Realty LP | SRC | Sep 2022 | 1,200,000 | — | $1.1M | +0.4% | 0.06% | DBT |
| 509 | Government National Mortgage Association | GNR | Sep 2022 | 1,228,559 | -49,719 | $1.1M | -2.6% | 0.06% | ABS-MBS |
| 510 | Capital One Financial Corporation | COF | Sep 2022 | 1,200,000 | — | $1.1M | +2.6% | 0.06% | DBT |
| 511 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 1,300,000 | — | $1.1M | +2.0% | 0.06% | DBT |
| 512 | Devon Energy Corporation | DVN | Sep 2022 | 1,310,000 | — | $1.1M | +4.6% | 0.06% | DBT |
| 513 | Barclays PLC | BACR | Dec 2022 | 1,100,000 | New | $1.1M | — | 0.06% | DBT |
| 514 | Wells Fargo & Company | WFC | Sep 2022 | 1,200,000 | — | $1.1M | +2.9% | 0.06% | DBT |
| 515 | Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc | JBSSBZ | Sep 2022 | 1,200,000 | — | $1.1M | +1.1% | 0.06% | DBT |
| 516 | Dominos Pizza Inc | DPABS | Sep 2022 | 1,313,848 | -3,378 | $1.1M | -0.1% | 0.06% | ABS-O |
| 517 | Xerox Holdings Corporation | XRX | Sep 2022 | 1,240,000 | — | $1.1M | +1.7% | 0.06% | DBT |
| 518 | Comcast Corporation | CMCSA | Sep 2022 | 1,180,000 | — | $1.1M | +1.9% | 0.06% | DBT |
| 519 | Morgan Stanley | MS | Sep 2022 | 1,200,000 | — | $1.1M | +1.9% | 0.06% | DBT |
| 520 | JPMorgan Chase & Co. | JPM | Sep 2022 | 1,200,000 | — | $1.1M | +2.5% | 0.06% | DBT |
| 521 | STWD 2022-FL3 LTD | STWD | Sep 2022 | 1,210,000 | — | $1.1M | +1.8% | 0.06% | ABS-CBDO |
| 522 | AT&T Inc | T | Sep 2022 | 1,664,000 | +1,310,000 | $1.1M | +377.7% | 0.06% | DBT |
| 523 | Slam 2021-1 Limited / Slam 2021-1 Llc | SLAM | Sep 2022 | 1,359,300 | -23,550 | $1.1M | -0.7% | 0.06% | ABS-O |
| 524 | Trustage Financial Group Inc | CUNAMU | Sep 2022 | 1,300,000 | — | $1.1M | +0.3% | 0.06% | DBT |
| 525 | GATX Corporation | GMT | Sep 2022 | 1,200,000 | — | $1.1M | +4.3% | 0.06% | DBT |
| 526 | OIS_CCP JPY RCV TONAR1D PAY 0.5% 15-MAR-2042 | 000000000 | Sep 2022 | 1,190,000,000 | New | $1.1M | — | 0.06% | DIR |
| 527 | Avolon Holdings Funding Ltd. | AVOL | Sep 2022 | 1,175,000 | — | $1.1M | +1.2% | 0.06% | DBT |
| 528 | Point Au Roche Park Clo Ltd/Pt Au Roche Park Clo Llc | PARPK | Sep 2022 | 1,170,000 | — | $1.1M | +0.5% | 0.06% | ABS-CBDO |
| 529 | CFMT 2022-HB9 LLC 2022-2 | CFMT | Sep 2022 | 1,235,167 | -14,833 | $1.1M | -1.1% | 0.06% | ABS-O |
| 530 | The Williams Companies, Inc. | WMB | Sep 2022 | 1,005,000 | — | $1.1M | +1.9% | 0.06% | DBT |
| 531 | Russian Federation | RUSSIA | Sep 2022 | 265,037,000 | -190,640,000 | $1.1M | -55.4% | 0.06% | DBT |
| 532 | OIS_CCP USD RCV SOFR1O PAY 1.72875% 15-FEB-2047 | 000000000 | Sep 2022 | 4,196,000 | New | $1.1M | — | 0.06% | DIR |
| 533 | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST | AMMST | Sep 2022 | 1,300,000 | — | $1.1M | +2.0% | 0.06% | ABS-O |
| 534 | Americo Life Inc. | AMERIC | Sep 2022 | 1,450,000 | — | $1.1M | +1.7% | 0.06% | DBT |
| 535 | Credit Suisse Group AG | CS | Sep 2022 | 1,270,000 | — | $1.1M | -11.2% | 0.06% | DBT |
| 536 | Bear Stearns Asset Backed Securities Trust | BSABS | Sep 2022 | 2,036,576 | -7 | $1.1M | -1.9% | 0.06% | ABS-O |
| 537 | Bank of America Corporation | BAC | Sep 2022 | 1,190,000 | — | $1.1M | +2.2% | 0.05% | DBT |
| 538 | United States Treasury Bonds | T | Sep 2022 | 1,520,000 | New | $1.1M | — | 0.05% | DBT |
| 539 | Meta Platforms Inc | META | Dec 2022 | 1,175,000 | New | $1.1M | — | 0.05% | DBT |
| 540 | Energy Transfer LP | ET | Sep 2022 | 1,130,000 | +430,000 | $1.1M | +66.6% | 0.05% | DBT |
| 541 | Government National Mortgage Association | GNR | Sep 2022 | 1,102,962 | -125,470 | $1.1M | -10.2% | 0.05% | ABS-O |
| 542 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 1,154,604 | -17,467 | $1.1M | -0.1% | 0.05% | ABS-MBS |
| 543 | Fortune Brands Innovations Inc | FBHS | Sep 2022 | 1,250,000 | — | $1.1M | +4.9% | 0.05% | DBT |
| 544 | Fnma Pass-Thru I | FN | Dec 2022 | 1,055,399 | New | $1.1M | — | 0.05% | ABS-MBS |
| 545 | CommonSpirit Health | CATMED | Dec 2022 | 1,005,000 | New | $1.1M | — | 0.05% | DBT |
| 546 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 1,130,878 | -37,702 | $1.1M | -2.2% | 0.05% | ABS-MBS |
| 547 | ENEL Finance International N.V. | ENELIM | Sep 2022 | 1,200,000 | — | $1.1M | +5.6% | 0.05% | DBT |
| 548 | CSMC Trust | CS | Sep 2022 | 1,139,659 | -125,938 | $1.1M | -10.1% | 0.05% | ABS-O |
| 549 | EPR Properties | EPR | Sep 2022 | 1,200,000 | — | $1.1M | +1.3% | 0.05% | DBT |
| 550 | Vistra Operations Co LLC | VST | Sep 2022 | 1,125,000 | — | $1.1M | +0.7% | 0.05% | DBT |
| 551 | 522 FUNDING CLO 2020-6 LTD | MORGN | Sep 2022 | 1,110,000 | — | $1.1M | +0.9% | 0.05% | ABS-CBDO |
| 552 | Citigroup Mortgage Loan Trust | CMLTI | Sep 2022 | 2,102,755 | -45,320 | $1.1M | -4.6% | 0.05% | ABS-O |
| 553 | Government National Mortgage Association | GNR | Sep 2022 | 1,074,971 | -19,326 | $1.1M | -1.4% | 0.05% | ABS-O |
| 554 | Eurohome UK Mortgages 2007-1 PLC | EHMU | Sep 2022 | 918,358 | -112,888 | $1.1M | -4.9% | 0.05% | ABS-O |
| 555 | PRKCM 2022-AFC1 TRUST | PRKCM | Sep 2022 | 1,129,745 | -24,644 | $1.1M | -1.6% | 0.05% | ABS-O |
| 556 | Hyundai Capital America | HYNMTR | Sep 2022 | 1,150,000 | — | $1.1M | +1.2% | 0.05% | DBT |
| 557 | TIF FUNDING II LLC | TIF | Sep 2022 | 1,277,188 | -29,062 | $1.1M | -1.8% | 0.05% | ABS-O |
| 558 | EQUS 2021-EQAZ MORTGAGE TRUST | EQUS | Sep 2022 | 1,099,978 | -22 | $1.1M | +1.3% | 0.05% | ABS-O |
| 559 | Xcel Energy Inc | XEL | Dec 2022 | 1,125,000 | New | $1.1M | — | 0.05% | DBT |
| 560 | UDR Inc | UDR | Sep 2022 | 1,200,000 | — | $1.0M | +3.4% | 0.05% | DBT |
| 561 | Barclays PLC | BACR | Dec 2022 | 1,000,000 | New | $1.0M | — | 0.05% | DBT |
| 562 | Saudi Arabian Oil Company | ARAMCO | Sep 2022 | 1,130,000 | — | $1.0M | +1.7% | 0.05% | DBT |
| 563 | DOLP TRUST 2021-NYC | DOLP | Sep 2022 | 1,300,000 | New | $1.0M | — | 0.05% | ABS-O |
| 564 | LOANCORE 2021-CRE5 ISSUER LTD | LNCR | Sep 2022 | 1,100,000 | — | $1.0M | -1.3% | 0.05% | ABS-CBDO |
| 565 | United States Treasury Bonds | T | Dec 2022 | 1,420,000 | New | $1.0M | — | 0.05% | DBT |
| 566 | Citigroup Inc. | C | Sep 2022 | 1,080,000 | +930,000 | $1.0M | +643.3% | 0.05% | DBT |
| 567 | Nissan Motor Co Ltd | NSANY | Sep 2022 | 1,110,000 | New | $1.0M | — | 0.05% | DBT |
| 568 | Sumitomo Mitsui Financial Group Inc | SUMIBK | Sep 2022 | 1,050,000 | — | $1.0M | +0.1% | 0.05% | DBT |
| 569 | Government National Mortgage Association | GNR | Sep 2022 | 1,500,000 | — | $1.0M | +1.5% | 0.05% | ABS-O |
| 570 | WestRock Company | WRK | Sep 2022 | 1,100,000 | — | $1.0M | +1.2% | 0.05% | DBT |
| 571 | TRITON CONTAINER FINANCE VIII LLC | TCF | Sep 2022 | 1,225,800 | -30,600 | $1.0M | -2.9% | 0.05% | ABS-O |
| 572 | Morgan Stanley ABS Capital I Inc | MSAC | Sep 2022 | 1,455,432 | -21,388 | $1.0M | -9.9% | 0.05% | ABS-O |
| 573 | Federal National Mortgage Association | FNMA | Dec 2022 | 1,000,000 | New | $1.0M | — | 0.05% | ABS-MBS |
| 574 | Intercontinental Exchange Inc | ICE | Sep 2022 | 1,500,000 | — | $1.0M | +4.1% | 0.05% | DBT |
| 575 | Santander Holdings USA Inc. | SANUSA | Sep 2022 | 1,100,000 | — | $1.0M | +3.8% | 0.05% | DBT |
| 576 | Tronox Incorporated | TROX | Sep 2022 | 1,225,000 | — | $1.0M | +12.3% | 0.05% | DBT |
| 577 | Federal National Mortgage Association | FNMA | Dec 2022 | 1,000,000 | New | $1.0M | — | 0.05% | ABS-MBS |
| 578 | Towd Point Mortgage Funding 2019-Granite4 PLC | TPMF | Sep 2022 | 839,067 | -71,931 | $1.0M | -0.2% | 0.05% | ABS-O |
| 579 | Carrington Mtg Nc5 | CARR | Sep 2022 | 1,190,440 | -23,715 | $1.0M | -1.0% | 0.05% | ABS-O |
| 580 | Credit Suisse Group Funding (Guernsey) Limited | CS | Sep 2022 | 1,140,000 | — | $1.0M | -4.0% | 0.05% | DBT |
| 581 | Qatar (State of) | QATAR | Sep 2022 | 1,000,000 | — | $1.0M | +3.7% | 0.05% | DBT |
| 582 | Ford Motor Credit Company LLC | F | Sep 2022 | 1,220,000 | — | $1.0M | +5.2% | 0.05% | DBT |
| 583 | Leggett & Platt Inc. | LEG | Dec 2022 | 1,000,000 | New | $999K | — | 0.05% | STIV |
| 584 | ELMWOOD CLO 19 LTD FRN | 29004JAC7 | Sep 2022 | 1,000,000 | — | $999K | -0.0% | 0.05% | DBT |
| 585 | FS Rialto 2022-FL6 Issuer LLC | FSRIA | Sep 2022 | 1,000,000 | — | $998K | +0.8% | 0.05% | ABS-CBDO |
| 586 | BABSON CLO LTD/CAYMAN FRN | 06762QAC1 | Sep 2022 | 1,000,000 | — | $998K | +2.3% | 0.05% | DBT |
| 587 | CVS Health Corp | CVS | Sep 2022 | 1,090,000 | — | $996K | +2.6% | 0.05% | DBT |
| 588 | Hewlett Packard Enterprise Company | HPE | Sep 2022 | 1,000,000 | — | $993K | +0.4% | 0.05% | DBT |
| 589 | Ecopetrol S.A. | ECOPET | Sep 2022 | 1,420,000 | — | $992K | +15.1% | 0.05% | DBT |
| 590 | BNP Paribas SA | BNP | Sep 2022 | 1,040,000 | — | $989K | +5.5% | 0.05% | DBT |
| 591 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 1,200,000 | +830,000 | $987K | +236.3% | 0.05% | DBT |
| 592 | LMRK ISSUER CO III LLC | LMRK | Sep 2022 | 1,001,192 | -8,250 | $981K | -0.8% | 0.05% | ABS-O |
| 593 | Bank of America Corporation | BAC | Sep 2022 | 1,065,000 | — | $981K | +2.7% | 0.05% | DBT |
| 594 | Time Warner Cable Enterprises LLC | TWC | Sep 2022 | 975,000 | — | $981K | -0.8% | 0.05% | DBT |
| 595 | Palmer Square Loan Funding 2022-2 LTD / LLC | PSTAT | Sep 2022 | 1,000,000 | — | $975K | +1.1% | 0.05% | ABS-CBDO |
| 596 | Fnma Pass-Thru I | FN | Sep 2022 | 974,527 | -14,322 | $974K | +0.1% | 0.05% | ABS-MBS |
| 597 | FS Rialto 2022-FL6 Issuer LLC | FSRIA | Sep 2022 | 1,000,000 | — | $974K | -2.4% | 0.05% | ABS-CBDO |
| 598 | Emory University | EMORYU | Sep 2022 | 1,170,000 | — | $974K | +0.6% | 0.05% | DBT |
| 599 | EQT Corporation | EQT | Sep 2022 | 1,050,000 | — | $972K | +1.5% | 0.05% | DBT |
| 600 | VERUS SECURITIZATION TRUST 2022-8 | VERUS | Dec 2022 | 986,763 | New | $971K | — | 0.05% | ABS-O |
| 601 | Government National Mortgage Association | GNR | Sep 2022 | 1,012,506 | -45,527 | $971K | -3.0% | 0.05% | ABS-MBS |
| 602 | OIS_CCP USD RCV SOFR1O PAY 1.52% 15-FEB-2047 | 000000000 | Sep 2022 | 3,222,000 | New | $969K | — | 0.05% | DIR |
| 603 | Energy Transfer LP | ET | Sep 2022 | 1,090,000 | — | $967K | +4.6% | 0.05% | DBT |
| 604 | BNP Paribas SA | BNP | Sep 2022 | 1,050,000 | +310,000 | $966K | +45.0% | 0.05% | DBT |
| 605 | Cigna Corporation | CI | Sep 2022 | 1,030,000 | — | $963K | +5.2% | 0.05% | DBT |
| 606 | CERBERUS LOAN FUNDING XXXII LP | CERB | Sep 2022 | 1,000,000 | — | $963K | +0.0% | 0.05% | ABS-CBDO |
| 607 | JPMorgan Chase & Co. | JPM | Sep 2022 | 975,000 | +525,000 | $961K | +116.9% | 0.05% | DBT |
| 608 | MF1 2021-FL5 LTD | MF1 | Sep 2022 | 988,354 | -20,626 | $961K | -3.3% | 0.05% | ABS-CBDO |
| 609 | GLS AUTO RECEIVABLES ISSUER TRUST 2022-1 | GCAR | Sep 2022 | 973,776 | -362,938 | $960K | -27.0% | 0.05% | ABS-O |
| 610 | Cigna Corporation | CI | Sep 2022 | 1,050,000 | — | $959K | +5.4% | 0.05% | DBT |
| 611 | American Express Company | AXP | Sep 2022 | 995,000 | — | $958K | +0.4% | 0.05% | DBT |
| 612 | CVS Health Corp | CVS | Sep 2022 | 1,200,000 | — | $958K | +3.4% | 0.05% | DBT |
| 613 | ABPCI DIRECT LENDING FUND CLO LP | ABPCI | Sep 2022 | 970,000 | — | $956K | +0.4% | 0.05% | ABS-CBDO |
| 614 | Baxter International, Inc. | BAX | Sep 2022 | 1,075,000 | — | $956K | +2.0% | 0.05% | DBT |
| 615 | Option One Mortgage Loan Trust | OOMLT | Sep 2022 | 1,721,791 | -11,572 | $948K | -4.6% | 0.05% | ABS-O |
| 616 | Air Lease Corporation | AL | Sep 2022 | 1,000,000 | — | $948K | +1.6% | 0.05% | DBT |
| 617 | BANK 2022-BNK43 | BANK | Sep 2022 | 1,000,000 | — | $946K | +0.2% | 0.05% | ABS-O |
| 618 | ACE Secs 07-Asap1 | ACE | Sep 2022 | 2,328,102 | -15,276 | $938K | -19.0% | 0.05% | ABS-O |
| 619 | Fnma Pass-Thru I | FN | Sep 2022 | 1,005,915 | -39,629 | $937K | -1.6% | 0.05% | ABS-MBS |
| 620 | Golden Tree Ln Opportunities Ix Ltd | GOLD9 | Sep 2022 | 942,534 | -17,308 | $935K | -1.3% | 0.05% | ABS-CBDO |
| 621 | Government National Mortgage Association | GNR | Sep 2022 | 949,457 | -3,638 | $935K | -0.9% | 0.05% | ABS-O |
| 622 | Kinder Morgan Energy Partners LP | KMI | Sep 2022 | 950,000 | — | $935K | +0.0% | 0.05% | DBT |
| 623 | Santander UK Group Holdings PLC | SANUK | Sep 2022 | 1,200,000 | — | $933K | +4.3% | 0.05% | DBT |
| 624 | United States Treasury Bonds | T | Sep 2022 | 1,350,000 | — | $931K | +0.8% | 0.05% | DBT |
| 625 | MetLife Inc. | MET | Sep 2022 | 1,000,000 | — | $931K | +3.8% | 0.05% | DBT |
| 626 | Wells Fargo & Company | WFC | Sep 2022 | 1,000,000 | +340,000 | $927K | +54.7% | 0.05% | DBT |
| 627 | PROGRESS RESIDENTIAL 2022-SFR5 TRUST | PROG | Sep 2022 | 1,000,000 | — | $925K | -2.2% | 0.05% | ABS-O |
| 628 | BNP Paribas SA | BNP | Sep 2022 | 925,000 | — | $923K | +0.4% | 0.05% | DBT |
| 629 | Dell International L.L.C. and EMC Corporation | DELL | Sep 2022 | 900,000 | — | $921K | +1.8% | 0.05% | DBT |
| 630 | Magnolia Finance X Designated Activity Company | MAGNO | Sep 2022 | 940,000 | -5,000 | $920K | -0.5% | 0.05% | DBT |
| 631 | ENEL Finance International N.V. | ENELIM | Sep 2022 | 1,150,000 | — | $917K | +2.4% | 0.05% | DBT |
| 632 | Fnma Pass-Thru I | FN | Sep 2022 | 965,464 | -12,033 | $913K | +0.2% | 0.05% | ABS-MBS |
| 633 | BANK MONTREAL CHICAGO ILL | 06369MUC5 | Sep 2022 | 936,000 | — | $911K | +0.9% | 0.05% | STIV |
| 634 | JPMorgan Chase & Co. | JPM | Sep 2022 | 1,000,000 | — | $911K | +2.8% | 0.05% | DBT |
| 635 | Hewlett Packard Enterprise Company | HPE | Sep 2022 | 915,000 | — | $908K | +0.0% | 0.05% | DBT |
| 636 | Goodman US Finance Three LLC | GMGAU | Sep 2022 | 1,000,000 | — | $906K | -0.2% | 0.05% | DBT |
| 637 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 1,069,524 | -21,581 | $904K | -1.1% | 0.04% | ABS-MBS |
| 638 | Bank of America Corporation | BAC | Sep 2022 | 950,000 | — | $904K | +2.6% | 0.04% | DBT |
| 639 | ING Groep N.V. | INTNED | Sep 2022 | 1,000,000 | — | $901K | +1.9% | 0.04% | DBT |
| 640 | Bank of America Corporation | BAC | Sep 2022 | 900,000 | — | $900K | -0.1% | 0.04% | DBT |
| 641 | LOANCORE 2021-CRE6 ISSUER LTD | LNCR | Dec 2022 | 940,000 | New | $898K | — | 0.04% | ABS-CBDO |
| 642 | Morgan Stanley | MS | Sep 2022 | 1,075,000 | +255,000 | $893K | +34.2% | 0.04% | DBT |
| 643 | Bank of America Corporation | BAC | Sep 2022 | 905,000 | — | $892K | +0.1% | 0.04% | DBT |
| 644 | Smbc Aviation Capital Finance | SMBCAC | Sep 2022 | 900,000 | — | $891K | +0.1% | 0.04% | DBT |
| 645 | Bank of America Corporation | BAC | Sep 2022 | 1,150,000 | — | $888K | +3.5% | 0.04% | DBT |
| 646 | Fnma Pass-Thru I | FN | Sep 2022 | 962,162 | -13,257 | $886K | +0.0% | 0.04% | ABS-MBS |
| 647 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 1,025,000 | — | $884K | +3.7% | 0.04% | DBT |
| 648 | MORGAN STANLEY CAPITAL I TRUST | MSC | Sep 2022 | 920,626 | — | $881K | -1.9% | 0.04% | ABS-O |
| 649 | Air Lease Corporation | AL | Sep 2022 | 950,000 | — | $881K | +3.5% | 0.04% | DBT |
| 650 | The Boeing Company | BA | Sep 2022 | 920,000 | — | $879K | +0.6% | 0.04% | DBT |
| 651 | Spectrum Management Holding Company LLC | TWC | Sep 2022 | 880,000 | — | $879K | +4.7% | 0.04% | DBT |
| 652 | Broadcom Inc | AVGO | Sep 2022 | 1,183,000 | +33,000 | $877K | +8.6% | 0.04% | DBT |
| 653 | Glencore Funding LLC | GLENLN | Sep 2022 | 890,000 | +465,000 | $876K | +109.7% | 0.04% | DBT |
| 654 | Government National Mortgage Association | GNR | Dec 2022 | 936,738 | New | $875K | — | 0.04% | ABS-MBS |
| 655 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 992,396 | -4,517 | $874K | +0.3% | 0.04% | ABS-MBS |
| 656 | Fnma Pass-Thru I | FN | Sep 2022 | 990,988 | -5,365 | $873K | +0.2% | 0.04% | ABS-MBS |
| 657 | Fnma Pass-Thru I | FN | Sep 2022 | 990,244 | -5,951 | $872K | +0.1% | 0.04% | ABS-MBS |
| 658 | Welltower OP LLC | WELL | Sep 2022 | 898,000 | — | $872K | +1.2% | 0.04% | DBT |
| 659 | Prosus NV | PRXNA | Sep 2022 | 1,120,000 | — | $869K | +12.8% | 0.04% | DBT |
| 660 | Federal National Mortgage Association | FNMA | Sep 2022 | 986,094 | -8,236 | $868K | -0.1% | 0.04% | ABS-MBS |
| 661 | Enable Midstream Partners LP | ET | Sep 2022 | 900,000 | — | $867K | +3.1% | 0.04% | DBT |
| 662 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 912,777 | -53,198 | $866K | -5.7% | 0.04% | ABS-MBS |
| 663 | Aercap Ireland Capital DAC | AER | Sep 2022 | 1,100,000 | — | $866K | +4.5% | 0.04% | DBT |
| 664 | Federal National Mortgage Association | FNMA | Sep 2022 | 983,671 | -10,240 | $866K | -0.2% | 0.04% | ABS-MBS |
| 665 | Verizon Communications Inc. | VZ | Sep 2022 | 975,000 | +485,000 | $865K | +107.1% | 0.04% | DBT |
| 666 | MF1 2021-FL6 LTD | MF1 | Sep 2022 | 900,000 | — | $864K | -1.1% | 0.04% | ABS-CBDO |
| 667 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 980,568 | -11,454 | $863K | -0.3% | 0.04% | ABS-MBS |
| 668 | Fnma Pass-Thru I | FN | Sep 2022 | 980,333 | -4,783 | $863K | +0.3% | 0.04% | ABS-MBS |
| 669 | Government National Mortgage Association | GNR | Sep 2022 | 887,415 | -40,619 | $863K | -4.3% | 0.04% | ABS-MBS |
| 670 | Fnma Pass-Thru I | FN | Sep 2022 | 897,733 | -26,369 | $862K | -1.9% | 0.04% | ABS-MBS |
| 671 | NatWest Group PLC | NWG | Sep 2022 | 875,000 | +535,000 | $856K | +158.9% | 0.04% | DBT |
| 672 | Government National Mortgage Association | GNR | Sep 2022 | 864,673 | -32,162 | $856K | -3.6% | 0.04% | ABS-O |
| 673 | Workday Inc | WDAY | Sep 2022 | 960,000 | — | $853K | +2.3% | 0.04% | DBT |
| 674 | Broadcom Inc | AVGO | Sep 2022 | 1,150,000 | New | $853K | — | 0.04% | DBT |
| 675 | Western Midstream Operating LP | WES | Sep 2022 | 980,000 | — | $850K | +1.1% | 0.04% | DBT |
| 676 | Boston Properties Limited Partnership | BXP | Sep 2022 | 1,100,000 | — | $842K | +3.6% | 0.04% | DBT |
| 677 | Meta Platforms Inc | META | Sep 2022 | 945,000 | -230,000 | $841K | -18.7% | 0.04% | DBT |
| 678 | SFO COMMERCIAL MORTGAGE TRUST | SFO | Sep 2022 | 970,000 | — | $839K | -7.4% | 0.04% | ABS-O |
| 679 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 870,000 | — | $838K | +0.7% | 0.04% | DBT |
| 680 | Boston Properties Limited Partnership | BXP | Sep 2022 | 900,000 | — | $838K | +1.0% | 0.04% | DBT |
| 681 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 927,816 | -23,195 | $836K | -1.4% | 0.04% | ABS-MBS |
| 682 | JPMorgan Chase & Co. | JPM | Sep 2022 | 875,000 | — | $836K | +1.2% | 0.04% | DBT |
| 683 | Life Storage LP | LSI | Sep 2022 | 900,000 | — | $836K | +1.8% | 0.04% | DBT |
| 684 | Federal National Mortgage Association | FNMA | Sep 2022 | 898,043 | -29,709 | $835K | -2.4% | 0.04% | ABS-MBS |
| 685 | JPMorgan Chase & Co. | JPM | Sep 2022 | 900,000 | — | $835K | +2.3% | 0.04% | DBT |
| 686 | Fnma Pass-Thru I | FN | Sep 2022 | 845,070 | -23,255 | $829K | -1.3% | 0.04% | ABS-MBS |
| 687 | UBS Group Funding (Switzerland) AG | UBS | Sep 2022 | 840,000 | — | $829K | +4.0% | 0.04% | DBT |
| 688 | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2022-DPM | TCO | Sep 2022 | 850,000 | — | $828K | -0.6% | 0.04% | ABS-O |
| 689 | Bank of America Corporation | BAC | Sep 2022 | 1,010,000 | — | $827K | +3.1% | 0.04% | DBT |
| 690 | NextEra Energy Capital Holdings Inc | NEE | Sep 2022 | 965,000 | — | $827K | +3.4% | 0.04% | DBT |
| 691 | Verizon Communications Inc. | VZ | Sep 2022 | 1,000,000 | — | $826K | +3.4% | 0.04% | DBT |
| 692 | Obx Tr 2018-1 | OBX | Sep 2022 | 872,852 | -31,473 | $825K | -6.1% | 0.04% | ABS-O |
| 693 | Air Lease Corporation | AL | Sep 2022 | 875,000 | — | $821K | +2.5% | 0.04% | DBT |
| 694 | CSMC Trust | CS | Sep 2022 | 937,025 | -2,553 | $821K | -1.2% | 0.04% | ABS-O |
| 695 | Government National Mortgage Association | GNR | Sep 2022 | 915,731 | -19,023 | $820K | -1.0% | 0.04% | ABS-MBS |
| 696 | J.P. MORGAN MORTGAGE TRUST 2021-LTV2 | JPMMT | Sep 2022 | 1,014,708 | -19,415 | $820K | -2.6% | 0.04% | ABS-O |
| 697 | Spirit Airlines Incorporation 2015-1 | SAVE | Sep 2022 | 917,279 | -36,214 | $820K | -0.9% | 0.04% | ABS-O |
| 698 | Apple Inc. | AAPL | Sep 2022 | 880,000 | +805,000 | $818K | +1082.1% | 0.04% | DBT |
| 699 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 999,999 | New | $818K | — | 0.04% | ABS-MBS |
| 700 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 900,000 | — | $815K | -0.7% | 0.04% | ABS-O |
| 701 | NADG NNN NAPERVILLE LP | NADG | Sep 2022 | 876,650 | -1,113 | $814K | -0.6% | 0.04% | ABS-O |
| 702 | CSX Corporation | CSX | Dec 2022 | 850,000 | New | $814K | — | 0.04% | DBT |
| 703 | W. P. Carey Inc | WPC | Sep 2022 | 900,000 | — | $813K | +2.2% | 0.04% | DBT |
| 704 | Skymiles Ip Limited & Delta Air Lines Incorporated | DAL | Sep 2022 | 860,000 | — | $811K | +1.1% | 0.04% | DBT |
| 705 | athenahealth | ATHENA | Sep 2022 | 895,582 | -2,245 | $811K | +0.5% | 0.04% | LON |
| 706 | Bank of America Corporation | BAC | Sep 2022 | 875,000 | — | $810K | +3.2% | 0.04% | DBT |
| 707 | McCormick & Company, Incorporated | MKC | Dec 2022 | 810,000 | New | $809K | — | 0.04% | STIV |
| 708 | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP | ELP | Sep 2022 | 840,000 | — | $808K | +0.8% | 0.04% | ABS-O |
| 709 | BBCMS MORTGAGE TRUST 2022-C17 | BBCMS | Sep 2022 | 850,000 | — | $807K | +1.0% | 0.04% | ABS-O |
| 710 | Government National Mortgage Association | GNR | Sep 2022 | 898,477 | New | $806K | — | 0.04% | ABS-MBS |
| 711 | ELLINGTON FINANCIAL MORTGAGE TRUST | EFMT | Dec 2022 | 1,059,045 | New | $804K | — | 0.04% | ABS-O |
| 712 | American Tower Corporation | AMT | Sep 2022 | 825,000 | — | $804K | -0.0% | 0.04% | DBT |
| 713 | Morgan Stanley | MS | Sep 2022 | 1,100,000 | +920,000 | $803K | +521.2% | 0.04% | DBT |
| 714 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 779,197 | New | $802K | — | 0.04% | ABS-MBS |
| 715 | COMM MORTGAGE TRUST | COMM | Sep 2022 | 1,060,000 | — | $799K | -0.9% | 0.04% | ABS-O |
| 716 | The Charles Schwab Corporation | SCHW | Sep 2022 | 1,000,000 | — | $799K | +8.5% | 0.04% | DBT |
| 717 | Federal National Mortgage Association | FNMA | Sep 2022 | 889,548 | -32,338 | $798K | -2.4% | 0.04% | ABS-MBS |
| 718 | HV EIGHT LLC TL | 8599989L2 | Dec 2022 | 700,000 | New | $797K | — | 0.04% | DBT |
| 719 | Colombia (Republic of) | COLOM | Sep 2022 | 1,080,000 | — | $797K | +10.9% | 0.04% | DBT |
| 720 | PNC Financial Services Group Inc | PNC | Sep 2022 | 1,000,000 | — | $795K | +6.2% | 0.04% | DBT |
| 721 | JPMorgan Chase & Co. | JPM | Sep 2022 | 800,000 | — | $795K | +0.4% | 0.04% | DBT |
| 722 | Bank of America Corporation | BAC | Sep 2022 | 860,000 | — | $794K | +2.1% | 0.04% | DBT |
| 723 | BCRED MML CLO 2022-1 | BXCMM | Sep 2022 | 820,000 | — | $791K | +0.7% | 0.04% | ABS-CBDO |
| 724 | Federal National Mortgage Association | FNMA | Dec 2022 | 965,307 | New | $789K | — | 0.04% | ABS-MBS |
| 725 | Federal National Mortgage Association | FNMA | Sep 2022 | 670,000 | — | $788K | +0.7% | 0.04% | DBT |
| 726 | United States Treasury Bills | B | Dec 2022 | 790,000 | New | $787K | — | 0.04% | DBT |
| 727 | International Flavors & Fragrances Inc. | IFF | Sep 2022 | 1,000,000 | — | $787K | +1.5% | 0.04% | DBT |
| 728 | Federal National Mortgage Association | FNMA | Sep 2022 | 814,468 | -43,534 | $784K | -3.4% | 0.04% | ABS-MBS |
| 729 | Wells Fargo & Company | WFC | Sep 2022 | 825,000 | New | $784K | — | 0.04% | DBT |
| 730 | Amazon.com, Inc. | AMZN | Sep 2022 | 850,000 | — | $783K | +1.2% | 0.04% | DBT |
| 731 | Government National Mortgage Association | GNR | Sep 2022 | 872,880 | -7,425 | $782K | -0.2% | 0.04% | ABS-MBS |
| 732 | OIS_CCP USD RCV SOFR1O PAY 1.22% 15-AUG-2028 | 000000000 | Sep 2022 | 5,885,000 | New | $779K | — | 0.04% | DIR |
| 733 | Northrop Grumman Corporation | NOC | Sep 2022 | 840,000 | — | $778K | +1.6% | 0.04% | DBT |
| 734 | Turk Hava Yollari AO | THYAO | Sep 2022 | 886,537 | — | $777K | +2.0% | 0.04% | ABS-O |
| 735 | TARRANT CNTY TEX CULTURAL ED FACS FIN CORP | TAREDU | Sep 2022 | 1,000,000 | — | $777K | +0.7% | 0.04% | DBT |
| 736 | AMERICAN MUN PWR OHIO INC | AMEPWR | Sep 2022 | 600,000 | — | $774K | -3.2% | 0.04% | DBT |
| 737 | Microsoft Corporation | MSFT | Sep 2022 | 800,000 | — | $773K | +1.3% | 0.04% | DBT |
| 738 | ALIGNED DATA CENTERS ISSUER LLC | ADC | Sep 2022 | 900,000 | — | $771K | +0.3% | 0.04% | ABS-O |
| 739 | Government National Mortgage Association | GNR | Dec 2022 | 828,018 | New | $770K | — | 0.04% | ABS-MBS |
| 740 | Fnma Pass-Thru I | FN | Sep 2022 | 912,713 | -21,349 | $769K | -1.4% | 0.04% | ABS-MBS |
| 741 | Cayuga Park Clo Ltd / Llc | CYGPK | Sep 2022 | 790,000 | — | $767K | +1.2% | 0.04% | ABS-CBDO |
| 742 | LUXE TRUST | LUXE | Sep 2022 | 796,030 | -1,503,970 | $763K | -65.8% | 0.04% | ABS-O |
| 743 | INSTAR LEASING III LLC | INSTR | Sep 2022 | 917,673 | -10,939 | $761K | -3.7% | 0.04% | ABS-O |
| 744 | Transcontinental Gas Pipe Line Company, LLC | WMB | Sep 2022 | 870,000 | — | $759K | +3.1% | 0.04% | DBT |
| 745 | Lowes Companies, Inc. | LOW | Sep 2022 | 900,000 | — | $759K | +3.2% | 0.04% | DBT |
| 746 | WHITEBOX CLO III LTD | WBOX | Sep 2022 | 780,000 | — | $759K | +1.4% | 0.04% | ABS-CBDO |
| 747 | Deutsche Bank AG | DB | Sep 2022 | 900,000 | +100,000 | $759K | +27.7% | 0.04% | DBT |
| 748 | JPMorgan Chase & Co. | JPM | Sep 2022 | 770,000 | — | $758K | +0.8% | 0.04% | DBT |
| 749 | Morgan Stanley | MS | Sep 2022 | 775,000 | — | $757K | +0.2% | 0.04% | DBT |
| 750 | Fairfax Financial Holdings Limited | FFHCN | Sep 2022 | 800,000 | — | $756K | +2.3% | 0.04% | DBT |
| 751 | CHICAGO ILL TRAN AUTH | CHITRN | Sep 2022 | 680,000 | -20,000 | $755K | -4.1% | 0.04% | DBT |
| 752 | CCO Holdings, LLC/ CCO Holdings Capital Corp. | CHTR | Sep 2022 | 980,000 | — | $754K | +3.8% | 0.04% | DBT |
| 753 | MILL CITY MORTGAGE LOAN TRUST | MCMLT | Sep 2022 | 870,000 | — | $752K | -2.9% | 0.04% | ABS-O |
| 754 | Federal National Mortgage Association | FNMA | Dec 2022 | 800,000 | New | $752K | — | 0.04% | ABS-MBS |
| 755 | Banco Santander, S.A. | SANTAN | Sep 2022 | 800,000 | New | $749K | — | 0.04% | DBT |
| 756 | CENTRAL TEX REGL MOBILITY AUTH | CTXGEN | Sep 2022 | 1,000,000 | — | $747K | -0.4% | 0.04% | DBT |
| 757 | Verizon Communications Inc. | VZ | Sep 2022 | 790,000 | — | $745K | +4.4% | 0.04% | DBT |
| 758 | Barclays PLC | BACR | Sep 2022 | 800,000 | — | $745K | +2.4% | 0.04% | DBT |
| 759 | BPCE SA | BPCEGP | Sep 2022 | 750,000 | — | $742K | +0.1% | 0.04% | DBT |
| 760 | Neuberger Berman Loan Advisers | NEUB | Sep 2022 | 750,000 | — | $742K | +1.7% | 0.04% | ABS-CBDO |
| 761 | The Toronto-Dominion Bank | TD | Sep 2022 | 775,000 | — | $741K | +4.5% | 0.04% | DBT |
| 762 | Finsbury Square 2020-2 PLC | FSQ | Sep 2022 | 612,015 | -61,297 | $741K | -1.6% | 0.04% | ABS-O |
| 763 | Avolon Holdings Funding Ltd. | AVOL | Sep 2022 | 800,000 | — | $739K | +2.0% | 0.04% | DBT |
| 764 | Government National Mortgage Association | GNR | Dec 2022 | 800,000 | New | $737K | — | 0.04% | ABS-MBS |
| 765 | Pacific Gas and Electric Company | PCG | Sep 2022 | 800,000 | — | $735K | +4.0% | 0.04% | DBT |
| 766 | Galaxy Pipeline Assets Bidco Ltd. | ADGLXY | Sep 2022 | 908,538 | -15,115 | $734K | +4.1% | 0.04% | DBT |
| 767 | Banner Health | BANNER | Sep 2022 | 865,000 | — | $731K | +1.7% | 0.04% | DBT |
| 768 | Bank of America Corporation | BAC | Sep 2022 | 790,000 | — | $730K | +6.6% | 0.04% | DBT |
| 769 | Cooperatieve Rabobank U.A. | RABOBK | Sep 2022 | 810,000 | — | $730K | +1.5% | 0.04% | DBT |
| 770 | WEA Finance LLC / Westfield UK & Europe Finance PLC | ULFP | Sep 2022 | 770,000 | — | $729K | +0.1% | 0.04% | DBT |
| 771 | LCCM TRUST | LCCM | Sep 2022 | 750,000 | — | $728K | -1.0% | 0.04% | ABS-CBDO |
| 772 | Broadcom Inc | AVGO | Sep 2022 | 900,000 | — | $726K | +5.5% | 0.04% | DBT |
| 773 | Fnma Pass-Thru I | FN | Sep 2022 | 758,101 | -10,547 | $725K | -0.2% | 0.04% | ABS-MBS |
| 774 | Eaton Corporation | ETN | Sep 2022 | 775,000 | — | $725K | +3.3% | 0.04% | DBT |
| 775 | OIS_CCP USD RCV SOFR1D PAY 2.6% 15-FEB-2048 | 000000000 | Sep 2022 | 5,978,000 | New | $724K | — | 0.04% | DIR |
| 776 | United States Treasury Bonds | T | Sep 2022 | 950,000 | — | $722K | -0.5% | 0.04% | DBT |
| 777 | Credit Suisse Group AG | CS | Dec 2022 | 700,000 | New | $721K | — | 0.04% | DBT |
| 778 | Fnma Pass-Thru I | FN | Dec 2022 | 880,697 | New | $720K | — | 0.04% | ABS-MBS |
| 779 | Crown Castle Inc. | CCI | Sep 2022 | 725,000 | — | $717K | +0.2% | 0.04% | DBT |
| 780 | Verizon Communications Inc. | VZ | Sep 2022 | 890,000 | — | $716K | +1.2% | 0.04% | DBT |
| 781 | METROPOLITAN TRANSN AUTH N Y | MTATRN | Sep 2022 | 825,000 | — | $715K | -3.0% | 0.04% | DBT |
| 782 | PLACEHOLD FNMA 10YR POOL | 000000000 | Sep 2022 | 700,000 | New | $715K | — | 0.04% | ABS-MBS |
| 783 | Government National Mortgage Association | GNR | Dec 2022 | 800,000 | New | $714K | — | 0.04% | ABS-MBS |
| 784 | UBS Group Funding (Switzerland) AG | UBS | Sep 2022 | 760,000 | — | $712K | +1.7% | 0.04% | DBT |
| 785 | Verizon Communications Inc. | VZ | Sep 2022 | 860,000 | New | $711K | — | 0.04% | DBT |
| 786 | Fnma Pass-Thru I | FN | Dec 2022 | 823,562 | New | $710K | — | 0.04% | ABS-MBS |
| 787 | Mexico (United Mexican States) | MEX | Sep 2022 | 15,250,000 | — | $708K | +8.3% | 0.04% | DBT |
| 788 | Ecmc Group Student Loan Trust | ECMC | Sep 2022 | 726,718 | -23,696 | $704K | -5.4% | 0.04% | ABS-O |
| 789 | Sysco Corporation | SYY | Sep 2022 | 650,000 | -25,000 | $704K | -1.1% | 0.04% | DBT |
| 790 | United States Treasury Bonds | T | Sep 2022 | 760,000 | New | $703K | — | 0.03% | DBT |
| 791 | Federal National Mortgage Association | FNMA | Dec 2022 | 700,000 | New | $702K | — | 0.03% | ABS-MBS |
| 792 | Aercap Ireland Capital DAC | AER | Sep 2022 | 800,000 | +440,000 | $701K | +130.6% | 0.03% | DBT |
| 793 | International Business Machines Corporation | IBM | Sep 2022 | 720,000 | — | $701K | +0.0% | 0.03% | DBT |
| 794 | Nissan Motor Co Ltd | NSANY | Sep 2022 | 770,000 | — | $700K | +5.3% | 0.03% | DBT |
| 795 | Lockheed Martin Corporation | LMT | Dec 2022 | 675,000 | New | $699K | — | 0.03% | DBT |
| 796 | Morgan Stanley | MS | Sep 2022 | 750,000 | — | $698K | +1.4% | 0.03% | DBT |
| 797 | AMMC CLO XI, Limited | AMMC | Sep 2022 | 710,000 | — | $698K | +0.8% | 0.03% | ABS-CBDO |
| 798 | Exxon Mobil Corporation | XOM | Sep 2022 | 730,000 | — | $698K | +1.1% | 0.03% | DBT |
| 799 | Bank of America Corporation | BAC | Sep 2022 | 860,000 | — | $698K | +3.6% | 0.03% | DBT |
| 800 | Morgan Stanley | MS | Sep 2022 | 725,000 | — | $694K | +0.8% | 0.03% | DBT |
| 801 | Fnma Pass-Thru I | FN | Dec 2022 | 806,180 | New | $692K | — | 0.03% | ABS-MBS |
| 802 | CLI FUNDING VIII LLC | CLIF | Sep 2022 | 808,817 | -26,581 | $692K | -3.5% | 0.03% | ABS-O |
| 803 | Fnma Pass-Thru I | FN | Sep 2022 | 784,088 | -4,465 | $690K | +0.2% | 0.03% | ABS-MBS |
| 804 | OCTAGON INVESTMENT PARTNERS 36 LTD | OCT36 | Sep 2022 | 700,000 | — | $690K | +0.9% | 0.03% | ABS-CBDO |
| 805 | Steris Irish Finco Unlimited Company | STE | Sep 2022 | 843,000 | — | $689K | +3.8% | 0.03% | DBT |
| 806 | NiSource Inc. | NI | Sep 2022 | 725,000 | — | $685K | +2.7% | 0.03% | DBT |
| 807 | Morgan Stanley | MS | Sep 2022 | 820,000 | New | $681K | — | 0.03% | DBT |
| 808 | BNP Paribas SA | BNP | Sep 2022 | 740,000 | New | $681K | — | 0.03% | DBT |
| 809 | The Sherwin-Williams Company | SHW | Sep 2022 | 700,000 | — | $681K | +0.1% | 0.03% | DBT |
| 810 | Energy Transfer LP | ET | Sep 2022 | 700,000 | New | $680K | — | 0.03% | DBT |
| 811 | VMware Inc | VMW | Sep 2022 | 700,000 | — | $680K | +1.5% | 0.03% | DBT |
| 812 | Federal National Mortgage Association | FNMA | Dec 2022 | 800,000 | New | $679K | — | 0.03% | ABS-MBS |
| 813 | Government National Mortgage Association | GNR | Sep 2022 | 756,511 | -798,956 | $679K | -51.0% | 0.03% | ABS-MBS |
| 814 | Anglo American Capital PLC | AALLN | Sep 2022 | 700,000 | — | $678K | +0.1% | 0.03% | DBT |
| 815 | BNP Paribas SA | BNP | Sep 2022 | 775,000 | — | $678K | +2.5% | 0.03% | DBT |
| 816 | AerCap | SEAILE | Sep 2022 | 680,000 | — | $678K | +1.9% | 0.03% | LON |
| 817 | ResLoC UK 2007-1 PLC | RLOC | Sep 2022 | 672,011 | -42,722 | $675K | +3.9% | 0.03% | ABS-O |
| 818 | Deutsche Bank AG | DB | Sep 2022 | 800,000 | New | $674K | — | 0.03% | DBT |
| 819 | Fnma Pass-Thru I | FN | Sep 2022 | 723,152 | -26,672 | $674K | -1.3% | 0.03% | ABS-MBS |
| 820 | Berkshire Hathaway Energy Company | BRKHEC | Sep 2022 | 725,000 | — | $673K | +2.2% | 0.03% | DBT |
| 821 | Aercap Ireland Capital DAC | AER | Sep 2022 | 800,000 | — | $673K | +4.8% | 0.03% | DBT |
| 822 | Energy Transfer LP | ET | Sep 2022 | 675,000 | — | $672K | +2.1% | 0.03% | DBT |
| 823 | Citigroup Inc. | C | Sep 2022 | 860,000 | — | $671K | +2.8% | 0.03% | DBT |
| 824 | CSAIL COMMERCIAL MORTGAGE TRUST | CSAIL | Sep 2022 | 800,000 | — | $670K | +0.1% | 0.03% | ABS-O |
| 825 | Ballyrock Clo 2018-1 Ltd/ Llc | BALLY | Sep 2022 | 750,000 | — | $669K | +2.1% | 0.03% | ABS-CBDO |
| 826 | Morgan Stanley | MS | Sep 2022 | 760,000 | — | $667K | +1.4% | 0.03% | DBT |
| 827 | Microchip Technology Incorporated | MCHP | Sep 2022 | 675,000 | — | $663K | +0.7% | 0.03% | DBT |
| 828 | Panama (Republic of) | PANAMA | Sep 2022 | 890,000 | — | $662K | +5.3% | 0.03% | DBT |
| 829 | Federal National Mortgage Association | FNMA | Sep 2022 | 6,976,140 | -6,186 | $662K | -19.1% | 0.03% | ABS-O |
| 830 | Enbridge Incorporation | ENBCN | Sep 2022 | 850,000 | — | $660K | +3.4% | 0.03% | DBT |
| 831 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 700,000 | — | $658K | +1.6% | 0.03% | DBT |
| 832 | HILDENE COMMUNITY FUNDING LTD | HCOMF | Sep 2022 | 750,000 | — | $657K | -5.1% | 0.03% | ABS-CBDO |
| 833 | Wells Fargo & Company | WFC | Sep 2022 | 770,000 | — | $656K | +6.8% | 0.03% | DBT |
| 834 | JPMorgan Chase & Co. | JPM | Sep 2022 | 720,000 | New | $656K | — | 0.03% | DBT |
| 835 | Spirit Realty LP | SRC | Sep 2022 | 750,000 | — | $655K | +1.3% | 0.03% | DBT |
| 836 | Citigroup Inc. | C | Sep 2022 | 710,000 | — | $655K | +2.7% | 0.03% | DBT |
| 837 | Cooperatieve Rabobank U.A. | RABOBK | Sep 2022 | 670,000 | — | $655K | +2.2% | 0.03% | DBT |
| 838 | JPMorgan Chase & Co. | JPM | Sep 2022 | 700,000 | — | $655K | +1.9% | 0.03% | DBT |
| 839 | Regency Centers, L.P. | REG | Sep 2022 | 775,000 | — | $654K | +1.6% | 0.03% | DBT |
| 840 | Realty Income Corp. | O | Sep 2022 | 800,000 | — | $654K | +1.8% | 0.03% | DBT |
| 841 | Tencent Holdings Limited | TENCNT | Sep 2022 | 910,000 | — | $651K | +9.2% | 0.03% | DBT |
| 842 | Dominion Energy Inc | D | Sep 2022 | 675,000 | — | $651K | +0.5% | 0.03% | DBT |
| 843 | Glencore Funding LLC | GLENLN | Sep 2022 | 658,000 | — | $651K | -0.2% | 0.03% | DBT |
| 844 | Fnma Pass-Thru I | FN | Sep 2022 | 782,965 | -16,695 | $650K | -0.9% | 0.03% | ABS-MBS |
| 845 | Fnma Pass-Thru I | FN | Sep 2022 | 663,414 | -33,993 | $649K | -3.6% | 0.03% | ABS-MBS |
| 846 | United States Treasury Notes | T | Sep 2022 | 750,000 | — | $649K | +1.0% | 0.03% | DBT |
| 847 | Nustar Logistics, L.P. | NSUS | Sep 2022 | 700,000 | — | $649K | +8.0% | 0.03% | DBT |
| 848 | NRG Energy, Inc. | NRG | Sep 2022 | 850,000 | — | $648K | -2.5% | 0.03% | DBT |
| 849 | W. R. Grace Holdings Llc | GRA | Sep 2022 | 730,000 | — | $648K | +3.1% | 0.03% | DBT |
| 850 | FS RIALTO 2022-FL7 ISSUER LLC | FSRIA | Dec 2022 | 650,000 | New | $647K | — | 0.03% | ABS-CBDO |
| 851 | BNP Paribas SA | BNP | Sep 2022 | 650,000 | — | $644K | +0.6% | 0.03% | DBT |
| 852 | BPCE SA | BPCEGP | Sep 2022 | 875,000 | — | $643K | +2.5% | 0.03% | DBT |
| 853 | Citigroup Inc. | C | Sep 2022 | 790,000 | — | $643K | +3.2% | 0.03% | DBT |
| 854 | Verizon Communications Inc. | VZ | Sep 2022 | 806,000 | — | $642K | +3.7% | 0.03% | DBT |
| 855 | Lbj Infrastructure Group Llc | CINCON | Dec 2022 | 1,000,000 | New | $642K | — | 0.03% | DBT |
| 856 | CSC Holdings, LLC | CSCHLD | Sep 2022 | 920,000 | — | $640K | -7.6% | 0.03% | DBT |
| 857 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 779,484 | New | $638K | — | 0.03% | ABS-MBS |
| 858 | Government National Mortgage Association | GNR | Sep 2022 | 637,269 | -31,390 | $638K | -3.2% | 0.03% | ABS-MBS |
| 859 | Federal National Mortgage Association | FNMA | Dec 2022 | 700,000 | New | $637K | — | 0.03% | ABS-MBS |
| 860 | Garden SpinCo Corp | NEOG | Sep 2022 | 600,000 | — | $637K | +2.5% | 0.03% | DBT |
| 861 | Danone SA | BNFP | Sep 2022 | 650,000 | — | $637K | +0.1% | 0.03% | DBT |
| 862 | Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated | RKTRM | Sep 2022 | 850,000 | — | $636K | +8.6% | 0.03% | DBT |
| 863 | U.S. Bancorp. | USB | Sep 2022 | 775,000 | — | $636K | +8.3% | 0.03% | DBT |
| 864 | Nationwide Building Society | NWIDE | Sep 2022 | 650,000 | — | $635K | +2.8% | 0.03% | DBT |
| 865 | Whitehorse Xii Ltd / Whitehorse Xii Llc | WITEH | Sep 2022 | 750,000 | — | $635K | -3.0% | 0.03% | ABS-CBDO |
| 866 | Prologis, L.P. | PLD | Sep 2022 | 650,000 | — | $632K | +2.2% | 0.03% | DBT |
| 867 | COLD STORAGE TRUST | COLD | Sep 2022 | 648,774 | — | $632K | -0.2% | 0.03% | ABS-O |
| 868 | Union Pacific Corporation | UNP | Sep 2022 | 725,000 | — | $629K | +3.9% | 0.03% | DBT |
| 869 | Lockheed Martin Corporation | LMT | Sep 2022 | 730,000 | — | $628K | +2.4% | 0.03% | DBT |
| 870 | WHITEBOX CLO II LTD | WBOX | Sep 2022 | 650,000 | — | $628K | +0.6% | 0.03% | ABS-CBDO |
| 871 | Broadcom Inc | AVGO | Sep 2022 | 710,000 | — | $627K | +5.4% | 0.03% | DBT |
| 872 | CCO Holdings, LLC/ CCO Holdings Capital Corp. | CHTR | Sep 2022 | 770,000 | — | $626K | +4.1% | 0.03% | DBT |
| 873 | NatWest Group PLC | NWG | Dec 2022 | 600,000 | New | $626K | — | 0.03% | DBT |
| 874 | McDonald's Corporation | MCD | Sep 2022 | 740,000 | — | $624K | +4.9% | 0.03% | DBT |
| 875 | Reinsurance Group of America, Incorporated | RGA | Sep 2022 | 24,000 | — | $623K | +3.3% | 0.03% | EP |
| 876 | CSMC 2020-RPL5 TRUST | CSMC | Dec 2022 | 648,259 | New | $623K | — | 0.03% | ABS-O |
| 877 | Energy Transfer LP | ET | Sep 2022 | 625,000 | — | $621K | +0.4% | 0.03% | DBT |
| 878 | Mondelez International, Inc. | MDLZ | Sep 2022 | 670,000 | — | $621K | +1.3% | 0.03% | DBT |
| 879 | Magallanes Inc. | WBD | Sep 2022 | 750,000 | New | $621K | — | 0.03% | DBT |
| 880 | Coterra Energy Inc | CTRA | Dec 2022 | 660,000 | New | $618K | — | 0.03% | DBT |
| 881 | Coterra Energy Inc | CTRA | Dec 2022 | 650,000 | New | $617K | — | 0.03% | DBT |
| 882 | HPS LOAN MANAGEMENT 2021-16 LTD | HLM | Sep 2022 | 640,000 | — | $616K | +0.3% | 0.03% | ABS-CBDO |
| 883 | GS MORTGAGE SECURITIES CORP TRUST | GSMS | Sep 2022 | 663,129 | — | $615K | -3.0% | 0.03% | ABS-O |
| 884 | JPMorgan Chase & Co. | JPM | Sep 2022 | 650,000 | — | $614K | +0.6% | 0.03% | DBT |
| 885 | Mexico (United Mexican States) | MEX | Sep 2022 | 760,000 | — | $613K | +4.9% | 0.03% | DBT |
| 886 | Wells Fargo & Company | WFC | Sep 2022 | 700,000 | — | $613K | +3.5% | 0.03% | DBT |
| 887 | Starbucks Corporation | SBUX | Sep 2022 | 625,000 | — | $612K | +0.8% | 0.03% | DBT |
| 888 | Walt Disney Company | DIS | Sep 2022 | 625,000 | — | $612K | -0.2% | 0.03% | DBT |
| 889 | Wells Fargo & Company | WFC | Sep 2022 | 660,000 | New | $612K | — | 0.03% | DBT |
| 890 | Federal National Mortgage Association | FNMA | Sep 2022 | 788,900 | -10,614 | $611K | -0.7% | 0.03% | ABS-MBS |
| 891 | Berkshire Hathaway Finance Corporation | BRK | Sep 2022 | 725,000 | — | $611K | +5.1% | 0.03% | DBT |
| 892 | Panama (Republic of) | PANAMA | Dec 2022 | 600,000 | New | $610K | — | 0.03% | DBT |
| 893 | NVIDIA Corp. | NVDA | Sep 2022 | 800,000 | — | $610K | +3.7% | 0.03% | DBT |
| 894 | Government National Mortgage Association | GNR | Dec 2022 | 600,000 | New | $609K | — | 0.03% | ABS-MBS |
| 895 | HSBC Holdings PLC | HSBC | Sep 2022 | 625,000 | — | $608K | +0.6% | 0.03% | DBT |
| 896 | Corebridge Financial Inc. | CRBG | Sep 2022 | 685,000 | — | $605K | +4.4% | 0.03% | DBT |
| 897 | ArcelorMittal S.A. | MTNA | Dec 2022 | 600,000 | New | $604K | — | 0.03% | DBT |
| 898 | 7-Eleven Inc. | SVELEV | Sep 2022 | 725,000 | — | $603K | +3.1% | 0.03% | DBT |
| 899 | NRG Energy, Inc. | NRG | Sep 2022 | 625,000 | — | $603K | +0.2% | 0.03% | DBT |
| 900 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 625,000 | New | $602K | — | 0.03% | DBT |
| 901 | CSMC 2020-FACT | CSMC | Sep 2022 | 670,000 | — | $601K | -5.2% | 0.03% | ABS-O |
| 902 | Entegris Escrow Corp. | ENTG | Sep 2022 | 650,000 | — | $600K | +0.9% | 0.03% | DBT |
| 903 | Elevance Health Inc. | ELV | Sep 2022 | 640,000 | — | $599K | +3.5% | 0.03% | DBT |
| 904 | Signature Aviation | SIGLN | Sep 2022 | 600,000 | — | $599K | +2.7% | 0.03% | LON |
| 905 | Clarios (Power Solutions) | POWSOL | Sep 2022 | 608,332 | — | $598K | +3.6% | 0.03% | LON |
| 906 | Government National Mortgage Association | GNR | Sep 2022 | 643,076 | -27,261 | $598K | -2.9% | 0.03% | ABS-MBS |
| 907 | Petrobras Global Finance B.V. | PETBRA | Sep 2022 | 600,000 | -990,000 | $598K | -61.1% | 0.03% | DBT |
| 908 | Government National Mortgage Association | GNR | Sep 2022 | 665,795 | -16,810 | $597K | -1.7% | 0.03% | ABS-MBS |
| 909 | HCA Inc. | HCA | Sep 2022 | 700,000 | — | $596K | +5.1% | 0.03% | DBT |
| 910 | Intact Financial Corporation | IFCCN | Sep 2022 | 600,000 | — | $596K | +1.9% | 0.03% | DBT |
| 911 | Bank of America Corporation | BAC | Sep 2022 | 700,000 | — | $595K | +5.5% | 0.03% | DBT |
| 912 | Marriott International, Inc. | MAR | Sep 2022 | 600,000 | +200,000 | $594K | +53.5% | 0.03% | DBT |
| 913 | CSL Finance PLC | CSLAU | Sep 2022 | 625,000 | -60,000 | $592K | -5.4% | 0.03% | DBT |
| 914 | JPMorgan Chase & Co. | JPM | Sep 2022 | 600,000 | — | $592K | +4.1% | 0.03% | DBT |
| 915 | 3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST | 3650R | Sep 2022 | 750,000 | — | $591K | -0.7% | 0.03% | ABS-O |
| 916 | Cobank ACB | COBKAC | Sep 2022 | 600,000 | — | $591K | -0.2% | 0.03% | DBT |
| 917 | Cogent Communications Group Inc. | CCOI | Sep 2022 | 600,000 | — | $589K | +4.2% | 0.03% | DBT |
| 918 | Energy Transfer LP | ET | Dec 2022 | 600,000 | New | $588K | — | 0.03% | DBT |
| 919 | Central Parent Inc. / Central Merger Sub Inc. | CDK | Sep 2022 | 600,000 | — | $588K | +2.9% | 0.03% | DBT |
| 920 | Government National Mortgage Association | GNR | Sep 2022 | 586,283 | -30,657 | $588K | -3.4% | 0.03% | ABS-MBS |
| 921 | CSMC 2020-NET | CSMC | Sep 2022 | 650,000 | — | $587K | +0.0% | 0.03% | ABS-O |
| 922 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 750,000 | — | $587K | +3.4% | 0.03% | DBT |
| 923 | OWL ROCK CLO LTD | OR | Sep 2022 | 600,000 | — | $587K | +0.5% | 0.03% | ABS-CBDO |
| 924 | Bank of America Corporation | BAC | Sep 2022 | 755,000 | — | $585K | +3.6% | 0.03% | DBT |
| 925 | Oracle Corporation | ORCL | Sep 2022 | 700,000 | — | $584K | +5.7% | 0.03% | DBT |
| 926 | Shell International Finance B.V. | RDSALN | Sep 2022 | 660,000 | — | $584K | +5.0% | 0.03% | DBT |
| 927 | Prudential Financial, Inc. | PRU | Sep 2022 | 600,000 | — | $584K | +4.0% | 0.03% | DBT |
| 928 | DP World PLC | DPWDU | Sep 2022 | 620,000 | — | $584K | +7.2% | 0.03% | DBT |
| 929 | Boardwalk Pipelines LP | BWP | Sep 2022 | 700,000 | — | $583K | +5.2% | 0.03% | DBT |
| 930 | Sonic Cap Llc | SONIC | Sep 2022 | 654,367 | -1,675 | $583K | -2.4% | 0.03% | ABS-O |
| 931 | OAK STREET INVESTMENT GRADE NET LEASE FUND | OAKIG | Sep 2022 | 655,295 | -2,965 | $583K | +0.5% | 0.03% | ABS-O |
| 932 | FINANCE OF AMERICA HECM BUYOUT 2022-HB2 | FAHB | Sep 2022 | 600,000 | — | $582K | +1.0% | 0.03% | ABS-O |
| 933 | Fidelity National Information Services Inc | FIS | Sep 2022 | 600,000 | — | $582K | +3.1% | 0.03% | DBT |
| 934 | Apple Inc. | AAPL | Sep 2022 | 630,000 | — | $581K | +0.4% | 0.03% | DBT |
| 935 | Ipalco Enterprises Inc. | AES | Sep 2022 | 650,000 | New | $581K | — | 0.03% | DBT |
| 936 | Acuity Brands Lighting, Inc. | AYI | Sep 2022 | 750,000 | — | $579K | +4.2% | 0.03% | DBT |
| 937 | Cooperatieve Rabobank U.A. | RABOBK | Sep 2022 | 600,000 | New | $578K | — | 0.03% | DBT |
| 938 | SMB Private Education Loan Trust 2021-A | SMB | Sep 2022 | 660,000 | — | $577K | -0.3% | 0.03% | ABS-O |
| 939 | CDW LLC / CDW Finance Corp | CDWC | Sep 2022 | 700,000 | — | $577K | +5.6% | 0.03% | DBT |
| 940 | Pacific Gas and Electric Company | PCG | Sep 2022 | 600,000 | — | $576K | +0.8% | 0.03% | DBT |
| 941 | Lundin Energy Finance B.V. | AKERBP | Sep 2022 | 650,000 | — | $576K | +2.5% | 0.03% | DBT |
| 942 | Fnma Pass-Thru I | FN | Dec 2022 | 559,647 | New | $575K | — | 0.03% | ABS-MBS |
| 943 | Takeda Pharmaceutical Co Ltd. | TACHEM | Sep 2022 | 700,000 | — | $575K | +3.7% | 0.03% | DBT |
| 944 | Sonic Cap Llc | SONIC | Dec 2022 | 790,000 | New | $574K | — | 0.03% | ABS-O |
| 945 | BPCE SA | BPCEGP | Sep 2022 | 600,000 | — | $574K | +3.6% | 0.03% | DBT |
| 946 | Verizon Communications Inc. | VZ | Sep 2022 | 840,000 | — | $574K | +4.5% | 0.03% | DBT |
| 947 | Arch Capital Finance LLC | ACGL | Sep 2022 | 600,000 | — | $574K | -0.1% | 0.03% | DBT |
| 948 | Bank of America Corporation | BAC | Sep 2022 | 600,000 | — | $573K | +2.9% | 0.03% | DBT |
| 949 | Safehold Operating Partnership LP | SAFE | Sep 2022 | 750,000 | — | $573K | +2.4% | 0.03% | DBT |
| 950 | Bank of America Corporation | BAC | Sep 2022 | 600,000 | — | $573K | +1.6% | 0.03% | DBT |
| 951 | Boyd Corp | LTIBOY | Sep 2022 | 596,891 | -1,554 | $573K | +3.1% | 0.03% | LON |
| 952 | Aercap Ireland Capital DAC | AER | Sep 2022 | 680,000 | New | $572K | — | 0.03% | DBT |
| 953 | American National Group Inc | ANAT | Sep 2022 | 600,000 | — | $571K | +1.9% | 0.03% | DBT |
| 954 | Enterprise Products Operating LLC | EPD | Sep 2022 | 600,000 | — | $570K | +2.1% | 0.03% | DBT |
| 955 | NatWest Group PLC | NWG | Sep 2022 | 575,000 | New | $570K | — | 0.03% | DBT |
| 956 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 540,000 | — | $569K | +5.9% | 0.03% | DBT |
| 957 | American Airlines, Inc. | AAL | Sep 2022 | 654,727 | — | $569K | +1.5% | 0.03% | ABS-O |
| 958 | Macquarie Group Ltd. | MQGAU | Sep 2022 | 600,000 | — | $569K | +4.2% | 0.03% | DBT |
| 959 | United States Treasury Bonds | T | Sep 2022 | 700,000 | New | $569K | — | 0.03% | DBT |
| 960 | Russian Federation | RUSSIA | Sep 2022 | 135,260,000 | — | $569K | -23.3% | 0.03% | DBT |
| 961 | Macquarie Group Ltd. | MQGAU | Sep 2022 | 650,000 | — | $568K | +2.3% | 0.03% | DBT |
| 962 | 1ST BRANDS GROUP TERM LN | LX1934566 | Sep 2022 | 596,970 | -1,515 | $568K | -1.6% | 0.03% | LON |
| 963 | NFP Corp. | NFP | Sep 2022 | 600,000 | — | $568K | -0.4% | 0.03% | DBT |
| 964 | ASB Bank Ltd. | ASBBNK | Sep 2022 | 600,000 | — | $567K | +0.5% | 0.03% | DBT |
| 965 | Fnma Pass-Thru I | FN | Dec 2022 | 662,839 | New | $567K | — | 0.03% | ABS-MBS |
| 966 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 565,235 | -15,677 | $567K | -1.0% | 0.03% | ABS-MBS |
| 967 | Skymiles Ip Limited & Delta Air Lines Incorporated | DAL | Sep 2022 | 580,000 | — | $566K | +0.5% | 0.03% | DBT |
| 968 | United States Treasury Bonds | T | Sep 2022 | 700,000 | New | $566K | — | 0.03% | DBT |
| 969 | Sonic Cap Llc | SONIC | Sep 2022 | 634,833 | New | $566K | — | 0.03% | ABS-O |
| 970 | The Bank of New York Mellon Corporation | BK | Sep 2022 | 700,000 | — | $566K | +4.3% | 0.03% | DBT |
| 971 | Rogers Communications Inc. | RCICN | Sep 2022 | 650,000 | — | $565K | +0.4% | 0.03% | DBT |
| 972 | Ascend Performance Materials | ASCMAT | Sep 2022 | 596,962 | -1,519 | $564K | -4.0% | 0.03% | LON |
| 973 | Federal National Mortgage Association | FNMA | Sep 2022 | 627,530 | -18,922 | $564K | -2.2% | 0.03% | ABS-MBS |
| 974 | Marriott International, Inc. | MAR | Sep 2022 | 600,000 | — | $563K | +3.6% | 0.03% | DBT |
| 975 | Jackson Financial Inc | JXN | Sep 2022 | 600,000 | — | $563K | +2.4% | 0.03% | DBT |
| 976 | Suzano Austria GmbH | SUZANO | Sep 2022 | 720,000 | — | $562K | +8.3% | 0.03% | DBT |
| 977 | Vontier Corporation | VNT | Sep 2022 | 700,000 | — | $562K | +2.5% | 0.03% | DBT |
| 978 | Becton, Dickinson and Company | BDX | Sep 2022 | 650,000 | — | $561K | +2.9% | 0.03% | DBT |
| 979 | Universal Health Services, Inc. | UHS | Sep 2022 | 700,000 | — | $561K | +8.1% | 0.03% | DBT |
| 980 | Mansard Mortgages 2007-1 Plc | MANSD | Sep 2022 | 494,710 | -14,896 | $560K | +1.8% | 0.03% | ABS-O |
| 981 | Ludgate Funding PLC | LGATE | Sep 2022 | 497,911 | -30,409 | $560K | +1.0% | 0.03% | ABS-O |
| 982 | Government National Mortgage Association | GNR | Sep 2022 | 584,132 | +290,406 | $560K | +101.4% | 0.03% | ABS-MBS |
| 983 | Fnma Pass-Thru I | FN | Sep 2022 | 626,189 | -17,344 | $559K | -1.6% | 0.03% | ABS-MBS |
| 984 | UBS Group AG | UBS | Sep 2022 | 600,000 | — | $559K | +3.5% | 0.03% | DBT |
| 985 | Government National Mortgage Association | GNR | Sep 2022 | 555,653 | -28,924 | $559K | -3.1% | 0.03% | ABS-MBS |
| 986 | JPMorgan Chase & Co. | JPM | Sep 2022 | 632,000 | — | $559K | +1.2% | 0.03% | DBT |
| 987 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 564,384 | -16,246 | $558K | -1.6% | 0.03% | ABS-MBS |
| 988 | Adobe Inc | ADBE | Sep 2022 | 650,000 | — | $557K | +3.0% | 0.03% | DBT |
| 989 | Government National Mortgage Association | GNR | Sep 2022 | 708,762 | -31,236 | $556K | -3.7% | 0.03% | ABS-O |
| 990 | GCAT 2022-NQM4 TRUST | GCAT | Sep 2022 | 584,160 | -15,840 | $554K | -6.3% | 0.03% | ABS-O |
| 991 | Fidelity National Information Services Inc | FIS | Sep 2022 | 600,000 | — | $554K | +3.9% | 0.03% | DBT |
| 992 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 540,000 | — | $554K | +1.6% | 0.03% | ABS-O |
| 993 | Carrier Global Corporation | CARR | Sep 2022 | 650,000 | — | $550K | +2.4% | 0.03% | DBT |
| 994 | Qatar (State of) | QATAR | Sep 2022 | 560,000 | — | $549K | +0.0% | 0.03% | DBT |
| 995 | Morgan Stanley | MS | Sep 2022 | 725,000 | — | $548K | +3.3% | 0.03% | DBT |
| 996 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 543,958 | -12,862 | $547K | -0.7% | 0.03% | ABS-MBS |
| 997 | FS RIALTO 2022-FL5 ISSUER LLC | FSRIA | Sep 2022 | 550,000 | — | $547K | +1.1% | 0.03% | ABS-CBDO |
| 998 | International Flavors & Fragrances Inc. | IFF | Sep 2022 | 650,000 | — | $547K | +2.7% | 0.03% | DBT |
| 999 | Fnma Pass-Thru I | FN | Sep 2022 | 664,884 | -12,466 | $547K | -0.7% | 0.03% | ABS-MBS |
| 1000 | Citigroup Inc. | C | Sep 2022 | 580,000 | — | $547K | +2.3% | 0.03% | DBT |
| 1001 | Magallanes Inc. | WBD | Sep 2022 | 740,000 | — | $543K | +0.8% | 0.03% | DBT |
| 1002 | Ford Motor Credit Company LLC | F | Sep 2022 | 580,000 | — | $542K | +4.5% | 0.03% | DBT |
| 1003 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 555,684 | -30,926 | $540K | -5.9% | 0.03% | ABS-O |
| 1004 | Federal National Mortgage Association | FNMA | Sep 2022 | 544,645 | -12,369 | $540K | -1.2% | 0.03% | ABS-MBS |
| 1005 | Hyatt Hotels Corporation | H | Sep 2022 | 575,000 | New | $539K | — | 0.03% | DBT |
| 1006 | U.S. Bancorp. | USB | Sep 2022 | 580,000 | — | $539K | +1.1% | 0.03% | DBT |
| 1007 | United States Treasury Notes | T | Sep 2022 | 600,000 | — | $538K | +1.0% | 0.03% | DBT |
| 1008 | Roche Holdings, Inc. | ROSW | Sep 2022 | 820,000 | — | $537K | -0.0% | 0.03% | DBT |
| 1009 | Huntington Bancshares Incorporated | HBAN | Sep 2022 | 550,000 | — | $537K | +0.5% | 0.03% | DBT |
| 1010 | Danske Bank A/S | DANBNK | Sep 2022 | 540,000 | — | $536K | -0.3% | 0.03% | DBT |
| 1011 | Federal National Mortgage Association | FNMA | Sep 2022 | 552,258 | -26,061 | $536K | -2.9% | 0.03% | ABS-MBS |
| 1012 | LOS ANGELES CALIF MUN IMPT CORP | LOSGEN | Sep 2022 | 670,000 | — | $535K | -1.4% | 0.03% | DBT |
| 1013 | Global Payments Inc | GPN | Sep 2022 | 550,000 | — | $534K | +3.0% | 0.03% | DBT |
| 1014 | Chevron USA Inc | CVX | Sep 2022 | 550,000 | — | $533K | +1.8% | 0.03% | DBT |
| 1015 | Fnma Pass-Thru I | FN | Sep 2022 | 603,949 | -97,901 | $533K | -12.0% | 0.03% | ABS-MBS |
| 1016 | Bank of America Corporation | BAC | Sep 2022 | 670,000 | — | $532K | +5.0% | 0.03% | DBT |
| 1017 | Jefferies Finance LLC/JFIN Co-Issuer Corp | JEFFIN | Sep 2022 | 650,000 | — | $531K | +10.5% | 0.03% | DBT |
| 1018 | Lowes Companies, Inc. | LOW | Sep 2022 | 675,000 | — | $531K | +4.1% | 0.03% | DBT |
| 1019 | Nigeria (Federal Republic of) | NGEODD | Sep 2022 | 690,000 | — | $531K | +17.3% | 0.03% | DBT |
| 1020 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST | JPMDB | Sep 2022 | 630,000 | — | $531K | -2.3% | 0.03% | ABS-O |
| 1021 | Verizon Communications Inc. | VZ | Sep 2022 | 530,000 | — | $528K | +6.4% | 0.03% | DBT |
| 1022 | Bank of America Corporation | BAC | Sep 2022 | 530,000 | — | $528K | +0.4% | 0.03% | DBT |
| 1023 | Msccg Trust | MSCCG | Sep 2022 | 580,000 | — | $527K | -0.2% | 0.03% | ABS-O |
| 1024 | Government National Mortgage Association | GNR | Sep 2022 | 570,958 | -11,979 | $527K | -1.2% | 0.03% | ABS-MBS |
| 1025 | Apidos Clo Xxxv Ltd / Llc | APID | Sep 2022 | 540,000 | — | $526K | +1.6% | 0.03% | ABS-CBDO |
| 1026 | Raytheon Technologies Corporation | RTX | Sep 2022 | 550,000 | — | $525K | +1.9% | 0.03% | DBT |
| 1027 | Fnma Pass-Thru I | FN | Sep 2022 | 534,450 | -19,792 | $525K | -2.2% | 0.03% | ABS-MBS |
| 1028 | Octagon Investment Partners XXI Ltd. | OCT21 | Sep 2022 | 530,000 | — | $523K | +1.2% | 0.03% | ABS-CBDO |
| 1029 | Credit Suisse Group AG | CS | Sep 2022 | 610,000 | — | $522K | -1.7% | 0.03% | DBT |
| 1030 | First Citizens Bank & Trust Company | FCNCA | Sep 2022 | 550,000 | — | $521K | +0.2% | 0.03% | DBT |
| 1031 | Cedar Funding V Clo Ltd | CEDF | Sep 2022 | 560,000 | — | $520K | +1.5% | 0.03% | ABS-CBDO |
| 1032 | Servicenow Inc | NOW | Sep 2022 | 675,000 | — | $520K | +4.3% | 0.03% | DBT |
| 1033 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 530,000 | — | $519K | +1.3% | 0.03% | DBT |
| 1034 | Verizon Communications Inc. | VZ | Sep 2022 | 550,000 | — | $518K | +3.1% | 0.03% | DBT |
| 1035 | AT&T Inc | T | Sep 2022 | 725,000 | — | $517K | +5.2% | 0.03% | DBT |
| 1036 | American Express Company | AXP | Sep 2022 | 540,000 | — | $516K | +3.8% | 0.03% | DBT |
| 1037 | Federal National Mortgage Association | FNMA | Sep 2022 | 551,062 | -15,534 | $516K | -1.0% | 0.03% | ABS-MBS |
| 1038 | Paramount Global | PARA | Sep 2022 | 700,000 | — | $515K | +3.2% | 0.03% | DBT |
| 1039 | Cigna Corporation | CI | Sep 2022 | 675,000 | — | $515K | +5.8% | 0.03% | DBT |
| 1040 | Brookfield Finance Inc. | BNCN | Sep 2022 | 800,000 | +745,000 | $515K | +1378.4% | 0.03% | DBT |
| 1041 | CALIFORNIA ST | CAS | Sep 2022 | 410,000 | — | $514K | +0.5% | 0.03% | DBT |
| 1042 | UnitedHealth Group Inc. | UNH | Sep 2022 | 700,000 | — | $514K | +4.5% | 0.03% | DBT |
| 1043 | Alba 2007 - 1 plc | ALBA | Sep 2022 | 453,882 | -24,222 | $514K | +1.1% | 0.03% | ABS-O |
| 1044 | Costar Group Inc | CSGP | Sep 2022 | 625,000 | — | $513K | +3.9% | 0.03% | DBT |
| 1045 | Government National Mortgage Association | GNR | Sep 2022 | 519,959 | -21,715 | $513K | -2.8% | 0.03% | ABS-MBS |
| 1046 | Vale Overseas Limited | VALEBZ | Sep 2022 | 484,000 | — | $512K | +11.3% | 0.03% | DBT |
| 1047 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 520,000 | New | $511K | — | 0.03% | DBT |
| 1048 | CSC Holdings, LLC | CSCHLD | Sep 2022 | 780,000 | — | $510K | -7.5% | 0.03% | DBT |
| 1049 | Duke Energy Corp | DUK | Sep 2022 | 550,000 | — | $509K | +2.1% | 0.03% | DBT |
| 1050 | Bank of America Corporation | BAC | Sep 2022 | 500,000 | — | $509K | +5.5% | 0.03% | DBT |
| 1051 | Assured Guaranty US Holdings Inc. | AGO | Sep 2022 | 600,000 | — | $508K | +4.5% | 0.03% | DBT |
| 1052 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 594,203 | New | $508K | — | 0.03% | ABS-MBS |
| 1053 | NVIDIA Corp. | NVDA | Sep 2022 | 620,000 | — | $508K | +5.1% | 0.03% | DBT |
| 1054 | Eyecare Partners | EYEPAR | Sep 2022 | 597,000 | -1,500 | $507K | -9.6% | 0.03% | LON |
| 1055 | Federal National Mortgage Association | FNMA | Sep 2022 | 527,291 | -6,162 | $507K | -0.2% | 0.03% | ABS-MBS |
| 1056 | II-VI | COHR | Sep 2022 | 510,714 | -9,286 | $507K | +0.4% | 0.03% | LON |
| 1057 | HSBC Holdings PLC | HSBC | Sep 2022 | 580,000 | — | $506K | +6.1% | 0.03% | DBT |
| 1058 | Exxon Mobil Corporation | XOM | Sep 2022 | 540,000 | — | $506K | +2.9% | 0.03% | DBT |
| 1059 | Government National Mortgage Association | GNR | Sep 2022 | 525,171 | -18,173 | $505K | -2.1% | 0.03% | ABS-MBS |
| 1060 | Expedia Group Inc | EXPE | Sep 2022 | 525,000 | — | $505K | +2.3% | 0.03% | DBT |
| 1061 | MPLX LP | MPLX | Sep 2022 | 525,000 | — | $505K | +3.2% | 0.03% | DBT |
| 1062 | Raytheon Technologies Corporation | RTX | Sep 2022 | 525,000 | — | $505K | +2.8% | 0.03% | DBT |
| 1063 | Government National Mortgage Association | GNR | Sep 2022 | 545,467 | -33,067 | $503K | -4.8% | 0.03% | ABS-MBS |
| 1064 | United Air Lines, Inc. | UAL | Sep 2022 | 588,552 | -21,145 | $503K | -4.9% | 0.03% | ABS-O |
| 1065 | Government National Mortgage Association | GNR | Dec 2022 | 595,988 | New | $502K | — | 0.02% | ABS-O |
| 1066 | ILLINOIS ST | ILS | Sep 2022 | 495,000 | — | $502K | -0.2% | 0.02% | DBT |
| 1067 | OIS_CCP USD RCV SOFR1D PAY 2.17% 11-AUG-2052 | 000000000 | Sep 2022 | 12,320,000 | New | $502K | — | 0.02% | DIR |
| 1068 | Perusahaan Penerbit SBSN Indonesia III | INDOIS | Sep 2022 | 590,000 | — | $502K | +4.0% | 0.02% | DBT |
| 1069 | Federal National Mortgage Association | FNMA | Dec 2022 | 611,991 | New | $501K | — | 0.02% | ABS-MBS |
| 1070 | Comcast Corporation | CMCSA | Sep 2022 | 520,000 | — | $500K | +3.7% | 0.02% | DBT |
| 1071 | Government National Mortgage Association | GNR | Sep 2022 | 513,906 | +454,214 | $500K | +761.4% | 0.02% | ABS-MBS |
| 1072 | ONE Gas, Inc. | OGS | Dec 2022 | 500,000 | New | $500K | — | 0.02% | STIV |
| 1073 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 550,000 | — | $500K | +8.5% | 0.02% | DBT |
| 1074 | EQUATE Petrochemical B.V. | EQPTRC | Sep 2022 | 520,000 | — | $498K | +1.4% | 0.02% | DBT |
| 1075 | Smb Private Education Loan Trust 2021-C | SMB | Sep 2022 | 580,000 | — | $498K | -0.2% | 0.02% | ABS-O |
| 1076 | Carrier Global Corporation | CARR | Sep 2022 | 550,000 | — | $497K | +1.8% | 0.02% | DBT |
| 1077 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 610,000 | — | $496K | +4.0% | 0.02% | DBT |
| 1078 | Greywolf Clo V Ltd/ Llc | GWOLF | Sep 2022 | 500,000 | — | $495K | +0.9% | 0.02% | ABS-CBDO |
| 1079 | Citigroup Inc. | C | Sep 2022 | 490,000 | — | $494K | +0.8% | 0.02% | DBT |
| 1080 | Cigna Corporation | CI | Sep 2022 | 510,000 | — | $494K | +2.4% | 0.02% | DBT |
| 1081 | Voya Clo 2016-3 | VOYA | Sep 2022 | 500,000 | — | $494K | +1.3% | 0.02% | ABS-CBDO |
| 1082 | General Motors Financial Company Inc | GM | Sep 2022 | 500,000 | — | $493K | +4.1% | 0.02% | DBT |
| 1083 | U.S. Treasury Security Stripped Interest Security | S | Sep 2022 | 1,080,000 | — | $492K | +0.3% | 0.02% | DBT |
| 1084 | Bank of America Corporation | BAC | Sep 2022 | 525,000 | — | $491K | +2.5% | 0.02% | DBT |
| 1085 | The Toronto-Dominion Bank | TD | Sep 2022 | 500,000 | — | $491K | +0.9% | 0.02% | DBT |
| 1086 | BBCMS MORTGAGE TRUST | BBCMS | Sep 2022 | 600,000 | — | $490K | +1.6% | 0.02% | ABS-O |
| 1087 | Enterprise Products Operating LLC | EPD | Sep 2022 | 550,000 | — | $490K | +5.8% | 0.02% | DBT |
| 1088 | CVS Health Corp | CVS | Sep 2022 | 700,000 | — | $489K | +6.1% | 0.02% | DBT |
| 1089 | Government National Mortgage Association | GNR | Sep 2022 | 561,036 | -28,888 | $489K | -5.4% | 0.02% | ABS-MBS |
| 1090 | Fnma Pass-Thru I | FN | Sep 2022 | 510,849 | -18,935 | $489K | -2.5% | 0.02% | ABS-MBS |
| 1091 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 501,309 | -25,687 | $488K | -6.0% | 0.02% | ABS-O |
| 1092 | Government National Mortgage Association | GNR | Sep 2022 | 6,881,674 | -29,344 | $487K | -2.7% | 0.02% | ABS-O |
| 1093 | Sound Point CLO XX | SNDPT | Sep 2022 | 500,000 | — | $487K | +0.6% | 0.02% | ABS-CBDO |
| 1094 | United States Treasury Bonds | T | Sep 2022 | 600,000 | New | $486K | — | 0.02% | DBT |
| 1095 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 530,000 | — | $486K | +3.2% | 0.02% | DBT |
| 1096 | Voya CLO 2017-2 Ltd./Voya CLO 2017-2 LLC | VOYA | Sep 2022 | 500,000 | — | $486K | +1.0% | 0.02% | ABS-CBDO |
| 1097 | Marsh & McLennan Companies, Inc. | MMC | Sep 2022 | 500,000 | — | $486K | +2.1% | 0.02% | DBT |
| 1098 | Imperial Dade | IMPPAP | Sep 2022 | 497,500 | -1,250 | $485K | +1.4% | 0.02% | LON |
| 1099 | Citigroup Inc. | C | Sep 2022 | 500,000 | +425,000 | $485K | +582.5% | 0.02% | DBT |
| 1100 | Roper Technologies Inc | ROP | Sep 2022 | 500,000 | — | $485K | +3.7% | 0.02% | DBT |
| 1101 | BP Capital Markets America, Inc. | BPLN | Sep 2022 | 510,000 | — | $485K | +1.5% | 0.02% | DBT |
| 1102 | Southern California Edison Company | EIX | Sep 2022 | 500,000 | New | $485K | — | 0.02% | DBT |
| 1103 | Markel Corporation | MKL | Sep 2022 | 500,000 | — | $484K | -0.3% | 0.02% | DBT |
| 1104 | WestRock Company | WRK | Sep 2022 | 500,000 | — | $484K | +0.5% | 0.02% | DBT |
| 1105 | OIS_CCP USD RCV SOFR1O PAY 2% 18-MAR-2032 | 000000000 | Sep 2022 | 3,959,000 | New | $484K | — | 0.02% | DIR |
| 1106 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 487,753 | -5,833 | $483K | -0.1% | 0.02% | ABS-MBS |
| 1107 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 584,143 | -10,852 | $483K | -1.2% | 0.02% | ABS-MBS |
| 1108 | Union Pacific Corporation | UNP | Sep 2022 | 600,000 | — | $481K | +5.0% | 0.02% | DBT |
| 1109 | OBX 2022-NQM8 TRUST | OBX | Sep 2022 | 489,243 | -10,757 | $481K | -2.8% | 0.02% | ABS-O |
| 1110 | CVS Health Corp | CVS | Sep 2022 | 600,000 | New | $479K | — | 0.02% | DBT |
| 1111 | Magnetite VIII Ltd/Llc | MAGNE | Sep 2022 | 500,000 | — | $479K | +2.1% | 0.02% | ABS-CBDO |
| 1112 | BALLYROCK CLO LTD | BALLY | Sep 2022 | 490,000 | — | $478K | +0.5% | 0.02% | ABS-CBDO |
| 1113 | United Air Lines, Inc. | UAL | Sep 2022 | 588,552 | -21,145 | $477K | +1.2% | 0.02% | ABS-O |
| 1114 | Comcast Corporation | CMCSA | Sep 2022 | 520,000 | — | $476K | +4.0% | 0.02% | DBT |
| 1115 | General Motors Financial Company Inc | GM | Sep 2022 | 500,000 | — | $476K | +2.6% | 0.02% | DBT |
| 1116 | Fnma Pass-Thru I | FN | Sep 2022 | 539,786 | -11,323 | $476K | -1.5% | 0.02% | ABS-MBS |
| 1117 | Voya CLO 2017-3 Ltd/ LLC | VOYA | Sep 2022 | 490,000 | — | $475K | +1.9% | 0.02% | ABS-CBDO |
| 1118 | Fnma Pass-Thru I | FN | Sep 2022 | 486,093 | -16,930 | $475K | -2.0% | 0.02% | ABS-MBS |
| 1119 | OIS_CCP JPY RCV TONAR1D PAY 0.25% 15-MAR-2028 | 000000000 | Sep 2022 | 3,577,170,000 | New | $474K | — | 0.02% | DIR |
| 1120 | T-Mobile USA, Inc. | TMUS | Dec 2022 | 475,000 | New | $474K | — | 0.02% | DBT |
| 1121 | Government National Mortgage Association | GNR | Dec 2022 | 500,000 | New | $474K | — | 0.02% | ABS-MBS |
| 1122 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM5 | NRZT | Dec 2022 | 479,292 | New | $473K | — | 0.02% | ABS-O |
| 1123 | EOG Resources, Inc. | EOG | Sep 2022 | 490,000 | — | $473K | +3.5% | 0.02% | DBT |
| 1124 | CSX Corporation | CSX | Dec 2022 | 500,000 | New | $472K | — | 0.02% | DBT |
| 1125 | Starbucks Corporation | SBUX | Dec 2022 | 550,000 | New | $472K | — | 0.02% | DBT |
| 1126 | Government National Mortgage Association | GNR | Sep 2022 | 473,068 | -49,820 | $471K | -9.5% | 0.02% | ABS-O |
| 1127 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 510,000 | — | $470K | +2.5% | 0.02% | DBT |
| 1128 | CRH America Finance, Inc. | CRHID | Sep 2022 | 500,000 | — | $470K | +1.4% | 0.02% | DBT |
| 1129 | JPMorgan Chase & Co. | JPM | Sep 2022 | 590,000 | — | $469K | +4.7% | 0.02% | DBT |
| 1130 | Government National Mortgage Association | GNR | Dec 2022 | 536,742 | New | $469K | — | 0.02% | ABS-MBS |
| 1131 | DRYDEN 87 CLO LTD | DRSLF | Sep 2022 | 480,000 | — | $469K | +1.8% | 0.02% | ABS-CBDO |
| 1132 | VMware Inc | VMW | Sep 2022 | 500,000 | — | $468K | +1.5% | 0.02% | DBT |
| 1133 | Ludgate Funding PLC | LGATE | Sep 2022 | 405,916 | -31,501 | $468K | -0.6% | 0.02% | ABS-O |
| 1134 | Bank of Montreal | BMO | Sep 2022 | 500,000 | — | $467K | +1.4% | 0.02% | DBT |
| 1135 | Home Depot Inc | HD | Dec 2022 | 475,000 | New | $467K | — | 0.02% | DBT |
| 1136 | Lowes Companies, Inc. | LOW | Dec 2022 | 475,000 | New | $467K | — | 0.02% | DBT |
| 1137 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 475,000 | -60,000 | $467K | -5.1% | 0.02% | DBT |
| 1138 | Glencore Funding LLC | GLENLN | Sep 2022 | 525,000 | — | $465K | +2.3% | 0.02% | DBT |
| 1139 | Citigroup Inc. | C | Sep 2022 | 540,000 | — | $465K | +2.6% | 0.02% | DBT |
| 1140 | Bank of America Corporation | BAC | Sep 2022 | 480,000 | — | $465K | +1.8% | 0.02% | DBT |
| 1141 | Fnma Pass-Thru I | FN | Sep 2022 | 565,505 | -9,155 | $465K | -0.6% | 0.02% | ABS-MBS |
| 1142 | Russian Federation | RUSSIA | Sep 2022 | 110,471,000 | — | $464K | -23.3% | 0.02% | DBT |
| 1143 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 540,256 | -14,251 | $464K | -1.8% | 0.02% | ABS-MBS |
| 1144 | Washington Mut Mtg | WAMU | Sep 2022 | 509,679 | -18,602 | $464K | -5.4% | 0.02% | ABS-O |
| 1145 | Petrobras Global Finance B.V. | PETBRA | Sep 2022 | 550,000 | — | $464K | +7.8% | 0.02% | DBT |
| 1146 | Keurig Dr Pepper Inc | KDP | Sep 2022 | 550,000 | — | $464K | +6.6% | 0.02% | DBT |
| 1147 | Cigna Corporation | CI | Sep 2022 | 550,000 | — | $463K | +3.2% | 0.02% | DBT |
| 1148 | Verizon Communications Inc. | VZ | Sep 2022 | 746,000 | — | $462K | +3.6% | 0.02% | DBT |
| 1149 | Microsoft Corporation | MSFT | Sep 2022 | 470,000 | — | $461K | +0.1% | 0.02% | DBT |
| 1150 | Glencore Funding LLC | GLENLN | Sep 2022 | 575,000 | — | $461K | +6.8% | 0.02% | DBT |
| 1151 | Microsoft Corporation | MSFT | Sep 2022 | 515,000 | — | $460K | +1.7% | 0.02% | DBT |
| 1152 | VMware Inc | VMW | Sep 2022 | 600,000 | — | $458K | +4.7% | 0.02% | DBT |
| 1153 | Wells Fargo & Company | WFC | Sep 2022 | 490,000 | — | $457K | +2.0% | 0.02% | DBT |
| 1154 | ILLINOIS ST | ILS | Sep 2022 | 431,786 | — | $455K | -0.8% | 0.02% | DBT |
| 1155 | Glencore Funding LLC | GLENLN | Sep 2022 | 480,000 | — | $454K | +1.5% | 0.02% | DBT |
| 1156 | Starbucks Corporation | SBUX | Dec 2022 | 475,000 | New | $454K | — | 0.02% | DBT |
| 1157 | Credit Suisse First Boston Mortgage Securities Corp | CSMC | Sep 2022 | 530,000 | — | $453K | +0.8% | 0.02% | ABS-O |
| 1158 | Costco Wholesale Corporation | COST | Sep 2022 | 550,000 | -20,000 | $453K | -1.1% | 0.02% | DBT |
| 1159 | Fnma Pass-Thru I | FN | Sep 2022 | 445,813 | -24,300 | $452K | -3.5% | 0.02% | ABS-MBS |
| 1160 | Sabine Pass Liquefaction, LLC | SPLLLC | Sep 2022 | 450,000 | — | $451K | +0.3% | 0.02% | DBT |
| 1161 | Ford Motor Company | F | Sep 2022 | 600,000 | — | $451K | +4.1% | 0.02% | DBT |
| 1162 | Federal National Mortgage Association | FNMA | Dec 2022 | 438,655 | New | $451K | — | 0.02% | ABS-MBS |
| 1163 | Dell International L.L.C. and EMC Corporation | DELL | Sep 2022 | 450,000 | +165,000 | $450K | +57.6% | 0.02% | DBT |
| 1164 | Fnma Pass-Thru I | FN | Sep 2022 | 502,481 | -15,582 | $450K | -2.1% | 0.02% | ABS-MBS |
| 1165 | CVS Health Corp | CVS | Sep 2022 | 440,908 | -11,976 | $450K | -3.6% | 0.02% | DBT |
| 1166 | The Boeing Company | BA | Sep 2022 | 480,000 | — | $449K | +7.5% | 0.02% | DBT |
| 1167 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST | MSBAM | Sep 2022 | 480,000 | — | $447K | -0.7% | 0.02% | ABS-O |
| 1168 | The Boeing Company | BA | Sep 2022 | 450,000 | — | $446K | +1.5% | 0.02% | DBT |
| 1169 | Mexico (United Mexican States) | MEX | Sep 2022 | 702,000 | — | $445K | +6.8% | 0.02% | DBT |
| 1170 | NextEra Energy Capital Holdings Inc | NEE | Sep 2022 | 450,000 | — | $445K | +3.3% | 0.02% | DBT |
| 1171 | United States Treasury Notes | T | Sep 2022 | 510,000 | New | $444K | — | 0.02% | DBT |
| 1172 | Take-Two Interactive Software Inc. | TTWO | Sep 2022 | 470,000 | — | $444K | +1.5% | 0.02% | DBT |
| 1173 | JPMorgan Chase & Co. | JPM | Sep 2022 | 450,000 | New | $444K | — | 0.02% | DBT |
| 1174 | Comcast Corporation | CMCSA | Sep 2022 | 420,000 | — | $444K | +5.4% | 0.02% | DBT |
| 1175 | General Motors Financial Company Inc | GM | Sep 2022 | 575,000 | — | $443K | +4.8% | 0.02% | DBT |
| 1176 | GOLUB CAPITAL PARTNERS CLO 25(M)-R LTD | GOCAP | Sep 2022 | 449,835 | -47,891 | $442K | -10.0% | 0.02% | ABS-CBDO |
| 1177 | 3M Company | MMM | Sep 2022 | 570,000 | — | $442K | +6.3% | 0.02% | DBT |
| 1178 | Energy Transfer LP | ET | Sep 2022 | 470,000 | — | $442K | +5.7% | 0.02% | DBT |
| 1179 | Southern Natural Gas Company | SONGAS | Sep 2022 | 400,000 | — | $441K | +0.9% | 0.02% | DBT |
| 1180 | Enterprise Products Operating LLC | EPD | Sep 2022 | 550,000 | +420,000 | $438K | +339.6% | 0.02% | DBT |
| 1181 | Argentina (Republic of) | ARGENT | Sep 2022 | 1,614,303 | — | $438K | +34.3% | 0.02% | DBT |
| 1182 | Federal National Mortgage Association | FNMA | Sep 2022 | 486,657 | -3,950 | $438K | +0.1% | 0.02% | ABS-MBS |
| 1183 | Expedia Group Inc | EXPE | Sep 2022 | 540,000 | +445,000 | $437K | +492.2% | 0.02% | DBT |
| 1184 | Verizon Communications Inc. | VZ | Sep 2022 | 452,000 | — | $436K | +2.5% | 0.02% | DBT |
| 1185 | Time Warner Cable Enterprises LLC | TWC | Sep 2022 | 390,000 | — | $436K | +4.6% | 0.02% | DBT |
| 1186 | United States Treasury Bonds | T | Sep 2022 | 800,000 | New | $435K | — | 0.02% | DBT |
| 1187 | Verizon Communications Inc. | VZ | Sep 2022 | 490,000 | New | $435K | — | 0.02% | DBT |
| 1188 | Bear Stearns Asset Backed Securities Trust | BSABS | Sep 2022 | 791,910 | -3,594 | $434K | -3.9% | 0.02% | ABS-O |
| 1189 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 460,000 | +425,000 | $434K | +1246.0% | 0.02% | DBT |
| 1190 | SREIT COMMERCIAL MORTGAGE TRUST 2021-MFP2 | SREIT | Sep 2022 | 450,000 | — | $434K | +0.5% | 0.02% | ABS-O |
| 1191 | BNP Paribas SA | BNP | Sep 2022 | 450,000 | — | $434K | +1.2% | 0.02% | DBT |
| 1192 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 442,619 | -1,109,201 | $433K | -71.2% | 0.02% | ABS-MBS |
| 1193 | Morgan Stanley BAML Trust | MSBAM | Sep 2022 | 444,854 | -43,402 | $433K | -9.3% | 0.02% | ABS-O |
| 1194 | Discover Financial Services | DFS | Sep 2022 | 450,000 | — | $431K | +0.2% | 0.02% | DBT |
| 1195 | AT&T Inc | T | Sep 2022 | 557,000 | New | $431K | — | 0.02% | DBT |
| 1196 | Bank of America Corporation | BAC | Sep 2022 | 440,000 | — | $431K | +1.2% | 0.02% | DBT |
| 1197 | Cellnex Finance Company S.A.U. | CLNXSM | Sep 2022 | 500,000 | — | $430K | +18.1% | 0.02% | DBT |
| 1198 | USIC | USICHO | Sep 2022 | 448,866 | -1,134 | $429K | +1.5% | 0.02% | LON |
| 1199 | Fnma Pass-Thru I | FN | Sep 2022 | 521,179 | -6,831 | $427K | -0.8% | 0.02% | ABS-MBS |
| 1200 | JPMorgan Chase & Co. | JPM | Sep 2022 | 460,000 | — | $427K | +1.9% | 0.02% | DBT |
| 1201 | Wells Fargo & Company | WFC | Sep 2022 | 440,000 | — | $427K | +1.9% | 0.02% | DBT |
| 1202 | Credit Agricole S.A. London Branch | ACAFP | Sep 2022 | 450,000 | — | $427K | +2.1% | 0.02% | DBT |
| 1203 | Royal Bank of Canada | RY | Sep 2022 | 430,000 | — | $426K | +0.5% | 0.02% | DBT |
| 1204 | NatWest Group PLC | NWG | Sep 2022 | 430,000 | New | $426K | — | 0.02% | DBT |
| 1205 | Visa Inc | V | Sep 2022 | 460,000 | — | $425K | +5.8% | 0.02% | DBT |
| 1206 | Exelon Corporation | EXC | Sep 2022 | 415,000 | — | $424K | +4.5% | 0.02% | DBT |
| 1207 | Wells Fargo & Company | WFC | Sep 2022 | 500,000 | — | $424K | +4.4% | 0.02% | DBT |
| 1208 | Global Medical Response (fka Air Medical Group) | AIMEGR | Sep 2022 | 595,336 | -1,515 | $421K | -19.1% | 0.02% | LON |
| 1209 | Federal National Mortgage Association | FNMA | Dec 2022 | 499,771 | New | $421K | — | 0.02% | ABS-O |
| 1210 | Bank of America Corporation | BAC | Sep 2022 | 500,000 | — | $420K | +2.4% | 0.02% | DBT |
| 1211 | Fnma Pass-Thru I | FN | Sep 2022 | 467,538 | -13,701 | $419K | -1.7% | 0.02% | ABS-MBS |
| 1212 | Glencore Funding LLC | GLENLN | Sep 2022 | 425,000 | New | $419K | — | 0.02% | DBT |
| 1213 | Tennessee Valley Authority | TVAS | Sep 2022 | 500,000 | — | $418K | -0.4% | 0.02% | DBT |
| 1214 | The Sherwin-Williams Company | SHW | Sep 2022 | 475,000 | — | $418K | +2.7% | 0.02% | DBT |
| 1215 | Sabine Pass Liquefaction, LLC | SPLLLC | Sep 2022 | 425,000 | — | $418K | +2.4% | 0.02% | DBT |
| 1216 | Comcast Corporation | CMCSA | Sep 2022 | 425,000 | — | $417K | +0.9% | 0.02% | DBT |
| 1217 | Federal National Mortgage Association | FNMA | Sep 2022 | 409,078 | -14,686 | $417K | -3.9% | 0.02% | ABS-O |
| 1218 | United States Treasury Bonds | T | Sep 2022 | 651,000 | — | $417K | -3.3% | 0.02% | DBT |
| 1219 | DigiCert | DIGICT | Sep 2022 | 429,000 | -1,100 | $415K | +0.9% | 0.02% | LON |
| 1220 | Bank of America Corporation | BAC | Sep 2022 | 420,000 | — | $415K | -0.1% | 0.02% | DBT |
| 1221 | Government National Mortgage Association | GNR | Sep 2022 | 422,366 | -16,737 | $415K | -2.6% | 0.02% | ABS-MBS |
| 1222 | CURRENCY CONTRACT - JPY | 000000000 | Sep 2022 | -4,428,426 | New | $414K | — | 0.02% | DFE |
| 1223 | Federal National Mortgage Association | FNMA | Sep 2022 | 397,753 | -9,174 | $413K | -1.7% | 0.02% | ABS-MBS |
| 1224 | Federal National Mortgage Association | FNMA | Sep 2022 | 425,377 | -10,300 | $413K | -2.1% | 0.02% | ABS-MBS |
| 1225 | Federal National Mortgage Association | FNMA | Sep 2022 | 443,592 | -16,107 | $413K | -2.7% | 0.02% | ABS-MBS |
| 1226 | Air Lease Corporation | AL | Sep 2022 | 600,000 | — | $412K | -0.2% | 0.02% | DBT |
| 1227 | JPMorgan Chase & Co. | JPM | Sep 2022 | 500,000 | +450,000 | $411K | +939.3% | 0.02% | DBT |
| 1228 | Deere & Company | DE | Sep 2022 | 480,000 | — | $411K | +4.6% | 0.02% | DBT |
| 1229 | Verizon Communications Inc. | VZ | Sep 2022 | 650,000 | — | $411K | +3.0% | 0.02% | DBT |
| 1230 | Fnma Pass-Thru I | FN | Sep 2022 | 429,524 | -15,932 | $411K | -2.6% | 0.02% | ABS-MBS |
| 1231 | Devon Energy Corporation | DVN | Sep 2022 | 480,000 | — | $411K | +4.8% | 0.02% | DBT |
| 1232 | Colombia (Republic of) | COLOM | Sep 2022 | 650,000 | — | $410K | +10.5% | 0.02% | DBT |
| 1233 | Orbia Advance Corp S A B De Cv | ORBIA | Sep 2022 | 520,000 | — | $407K | +7.3% | 0.02% | DBT |
| 1234 | CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 | CAS | Sep 2022 | 430,000 | — | $406K | +3.1% | 0.02% | ABS-O |
| 1235 | Exxon Mobil Corporation | XOM | Sep 2022 | 420,000 | — | $405K | +0.5% | 0.02% | DBT |
| 1236 | Home Depot Inc | HD | Sep 2022 | 540,000 | — | $405K | +4.3% | 0.02% | DBT |
| 1237 | British Telecommunications PLC | BRITEL | Sep 2022 | 472,000 | — | $404K | +4.8% | 0.02% | DBT |
| 1238 | Fnma Pass-Thru I | FN | Dec 2022 | 469,565 | New | $403K | — | 0.02% | ABS-MBS |
| 1239 | JDE Peets N.V | JDEPNA | Sep 2022 | 475,000 | — | $402K | +2.3% | 0.02% | DBT |
| 1240 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 480,000 | — | $402K | +3.1% | 0.02% | DBT |
| 1241 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 468,848 | -9,042 | $402K | -0.8% | 0.02% | ABS-MBS |
| 1242 | MPLX LP | MPLX | Sep 2022 | 470,000 | +370,000 | $400K | +395.2% | 0.02% | DBT |
| 1243 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 396,999 | -5,516 | $400K | +0.3% | 0.02% | ABS-MBS |
| 1244 | Commerzbank AG | CMZB | Sep 2022 | 400,000 | — | $399K | +20.5% | 0.02% | DBT |
| 1245 | Progress Energy, Inc. | DUK | Sep 2022 | 350,000 | — | $399K | +2.8% | 0.02% | DBT |
| 1246 | Banco Santander, S.A. | SANTAN | Sep 2022 | 400,000 | — | $398K | +0.2% | 0.02% | DBT |
| 1247 | Deutsche Bank AG New York Branch | DB | Sep 2022 | 450,000 | — | $398K | +4.0% | 0.02% | DBT |
| 1248 | Fnma Pass-Thru I | FN | Sep 2022 | 467,128 | -6,579 | $397K | -0.4% | 0.02% | ABS-MBS |
| 1249 | Fnma Pass-Thru I | FN | Sep 2022 | 478,596 | -7,469 | $396K | -0.2% | 0.02% | ABS-MBS |
| 1250 | Marriott International, Inc. | MAR | Sep 2022 | 400,000 | New | $396K | — | 0.02% | DBT |
| 1251 | ABN AMRO Bank N.V. | ABNANV | Sep 2022 | 400,000 | — | $396K | +18.5% | 0.02% | DBT |
| 1252 | Wells Fargo & Company | WFC | Sep 2022 | 420,000 | — | $396K | +2.9% | 0.02% | DBT |
| 1253 | Black Hills Corporation | BKH | Sep 2022 | 490,000 | — | $396K | +2.4% | 0.02% | DBT |
| 1254 | Nigeria (Federal Republic of) | NGEODD | Sep 2022 | 520,000 | — | $394K | +17.1% | 0.02% | DBT |
| 1255 | Wells Fargo & Company | WFC | Sep 2022 | 396,000 | — | $393K | -0.2% | 0.02% | DBT |
| 1256 | Intel Corporation | INTC | Sep 2022 | 460,000 | — | $392K | +3.2% | 0.02% | DBT |
| 1257 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 473,597 | -24,784 | $392K | -3.7% | 0.02% | ABS-MBS |
| 1258 | Government National Mortgage Association | GNR | Sep 2022 | 397,409 | -17,767 | $391K | -4.9% | 0.02% | ABS-O |
| 1259 | BLUEMOUNTAIN CLO XXVIII LTD | BLUEM | Sep 2022 | 400,000 | — | $390K | +1.4% | 0.02% | ABS-CBDO |
| 1260 | BNP Paribas SA | BNP | Sep 2022 | 440,000 | — | $390K | +2.6% | 0.02% | DBT |
| 1261 | AutoNation, Inc. | AN | Sep 2022 | 400,000 | — | $390K | +0.6% | 0.02% | DBT |
| 1262 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 450,000 | — | $389K | +2.8% | 0.02% | DBT |
| 1263 | ILLINOIS ST | ILS | Sep 2022 | 405,000 | — | $389K | +0.8% | 0.02% | DBT |
| 1264 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 451,180 | -8,914 | $389K | -0.3% | 0.02% | ABS-MBS |
| 1265 | JPMBB Commercial Mortgage Securities Trust 2015-C32 | JPMBB | Sep 2022 | 401,253 | -37,774 | $388K | -8.9% | 0.02% | ABS-O |
| 1266 | Commercial Mortgage Trust | COMM | Sep 2022 | 390,000 | — | $388K | +0.6% | 0.02% | ABS-O |
| 1267 | Sinopec Group Overseas Development (2014) Ltd. | SINOPE | Sep 2022 | 390,000 | — | $387K | -0.5% | 0.02% | DBT |
| 1268 | Suzano Austria GmbH | SUZANO | Sep 2022 | 460,000 | — | $387K | +7.2% | 0.02% | DBT |
| 1269 | CVS Health Corp | CVS | Sep 2022 | 460,000 | — | $387K | +5.3% | 0.02% | DBT |
| 1270 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 395,657 | -29,363 | $385K | -5.8% | 0.02% | ABS-MBS |
| 1271 | Allegion US Holding Company Inc | ALLE | Sep 2022 | 400,000 | — | $385K | +0.7% | 0.02% | DBT |
| 1272 | Dollar Tree Inc | DLTR | Sep 2022 | 400,000 | — | $384K | +2.9% | 0.02% | DBT |
| 1273 | North Shore Long Island Jewish Health Care Inc. | NSHRLI | Sep 2022 | 375,000 | — | $384K | +0.6% | 0.02% | DBT |
| 1274 | AT&T Inc | T | Sep 2022 | 430,000 | — | $384K | +2.0% | 0.02% | DBT |
| 1275 | OIS_CCP USD RCV SOFR1D PAY 2.51% 15-FEB-2048 | 000000000 | Sep 2022 | 2,751,000 | New | $382K | — | 0.02% | DIR |
| 1276 | Abbott Laboratories | ABT | Sep 2022 | 390,000 | — | $382K | +2.0% | 0.02% | DBT |
| 1277 | Southern California Edison Company | EIX | Sep 2022 | 400,000 | — | $382K | +3.2% | 0.02% | DBT |
| 1278 | Lowes Companies, Inc. | LOW | Sep 2022 | 475,000 | — | $382K | +4.9% | 0.02% | DBT |
| 1279 | Government National Mortgage Association | GNR | Sep 2022 | 387,703 | -14,973 | $381K | -4.3% | 0.02% | ABS-O |
| 1280 | Fnma Pass-Thru I | FN | Sep 2022 | 389,936 | -2,073 | $381K | +0.9% | 0.02% | ABS-MBS |
| 1281 | Fairfax Financial Holdings Limited | FFHCN | Sep 2022 | 400,000 | — | $379K | +0.8% | 0.02% | DBT |
| 1282 | Fnma Pass-Thru I | FN | Dec 2022 | 400,000 | New | $379K | — | 0.02% | ABS-MBS |
| 1283 | Devon Energy Corporation | DVN | Sep 2022 | 400,000 | +323,000 | $377K | +445.3% | 0.02% | DBT |
| 1284 | Morgan Stanley | MS | Sep 2022 | 398,000 | — | $377K | +1.8% | 0.02% | DBT |
| 1285 | Fnma Pass-Thru I | FN | Sep 2022 | 438,890 | -14,374 | $377K | -1.8% | 0.02% | ABS-MBS |
| 1286 | Global Payments Inc | GPN | Sep 2022 | 400,000 | — | $377K | +0.7% | 0.02% | DBT |
| 1287 | Union Pacific Corporation | UNP | Sep 2022 | 480,000 | — | $377K | +5.2% | 0.02% | DBT |
| 1288 | Visa Inc | V | Sep 2022 | 390,000 | +340,000 | $376K | +687.9% | 0.02% | DBT |
| 1289 | Federal National Mortgage Association | FNMA | Sep 2022 | 383,194 | -1,961 | $375K | +1.1% | 0.02% | ABS-MBS |
| 1290 | Government National Mortgage Association | GNR | Sep 2022 | 373,864 | New | $374K | — | 0.02% | ABS-MBS |
| 1291 | Cameron LNG LLC | CAMLNG | Sep 2022 | 460,000 | — | $374K | +3.0% | 0.02% | DBT |
| 1292 | AT&T Inc | T | Sep 2022 | 440,000 | +340,000 | $373K | +353.1% | 0.02% | DBT |
| 1293 | Federal National Mortgage Association | FNMA | Sep 2022 | 431,048 | -5,074 | $373K | +0.4% | 0.02% | ABS-MBS |
| 1294 | BP Capital Markets America, Inc. | BPLN | Sep 2022 | 550,000 | — | $373K | +4.0% | 0.02% | DBT |
| 1295 | Fnma Pass-Thru I | FN | Sep 2022 | 392,469 | -4,062 | $372K | +0.4% | 0.02% | ABS-MBS |
| 1296 | National Securities Clearing Corp. | NSCCLF | Sep 2022 | 400,000 | — | $371K | +0.7% | 0.02% | DBT |
| 1297 | Rush University System for Health | RUSHOB | Sep 2022 | 400,000 | — | $369K | +1.9% | 0.02% | DBT |
| 1298 | McDonald's Corporation | MCD | Dec 2022 | 375,000 | New | $369K | — | 0.02% | DBT |
| 1299 | Berkshire Hathaway Energy Company | BRKHEC | Sep 2022 | 400,000 | — | $368K | +2.2% | 0.02% | DBT |
| 1300 | Russian Federation | RUSSIA | Sep 2022 | 87,410,000 | — | $367K | -23.3% | 0.02% | DBT |
| 1301 | Host Hotels & Resorts, L.P. | HST | Sep 2022 | 475,000 | — | $366K | +4.7% | 0.02% | DBT |
| 1302 | Federal National Mortgage Association | FNMA | Sep 2022 | 363,033 | -17,791 | $364K | -3.6% | 0.02% | ABS-MBS |
| 1303 | General Mills, Inc. | GIS | Dec 2022 | 375,000 | New | $364K | — | 0.02% | DBT |
| 1304 | Home Depot Inc | HD | Sep 2022 | 450,000 | — | $362K | +5.0% | 0.02% | DBT |
| 1305 | 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. | BCULC | Sep 2022 | 446,000 | — | $362K | +2.7% | 0.02% | DBT |
| 1306 | Fnma Pass-Thru I | FN | Sep 2022 | 438,104 | -5,792 | $361K | -0.4% | 0.02% | ABS-MBS |
| 1307 | JPMorgan Chase & Co. | JPM | Sep 2022 | 400,000 | — | $361K | +7.6% | 0.02% | DBT |
| 1308 | VASA TRUST 2021-VASA | VASA | Sep 2022 | 390,000 | — | $361K | -3.1% | 0.02% | ABS-O |
| 1309 | Wells Fargo & Company | WFC | Sep 2022 | 365,000 | — | $360K | +0.2% | 0.02% | DBT |
| 1310 | General Motors Financial Company Inc | GM | Sep 2022 | 400,000 | — | $360K | +3.4% | 0.02% | DBT |
| 1311 | Occidental Petroleum Corporation | OXY | Sep 2022 | 360,000 | — | $359K | -0.5% | 0.02% | DBT |
| 1312 | Enterprise Products Operating LLC | EPD | Sep 2022 | 420,000 | — | $359K | +2.2% | 0.02% | DBT |
| 1313 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 400,000 | — | $359K | +2.2% | 0.02% | DBT |
| 1314 | Targa Resources Partners LP/Targa Resources Finance Corp. | TRGP | Sep 2022 | 355,000 | — | $358K | +1.8% | 0.02% | DBT |
| 1315 | Fiserv Inc. | FISV | Sep 2022 | 375,000 | — | $356K | +2.5% | 0.02% | DBT |
| 1316 | Fnma Pass-Thru I | FN | Sep 2022 | 434,205 | -5,448 | $356K | -0.9% | 0.02% | ABS-MBS |
| 1317 | Fifth Third Bancorp | FITB | Sep 2022 | 375,000 | — | $356K | +1.5% | 0.02% | DBT |
| 1318 | Florida Power & Light Company | NEE | Sep 2022 | 425,000 | — | $355K | +4.2% | 0.02% | DBT |
| 1319 | JPMorgan Chase & Co. | JPM | Sep 2022 | 380,000 | — | $355K | +2.6% | 0.02% | DBT |
| 1320 | United States Treasury Bills | B | Dec 2022 | 360,000 | New | $355K | — | 0.02% | DBT |
| 1321 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 375,000 | +325,000 | $354K | +666.7% | 0.02% | DBT |
| 1322 | NiSource Inc. | NI | Sep 2022 | 450,000 | — | $354K | +6.3% | 0.02% | DBT |
| 1323 | Pacific Gas and Electric Company | PCG | Sep 2022 | 450,000 | -80,000 | $353K | -8.7% | 0.02% | DBT |
| 1324 | Ciena Corporation | CIEN | Sep 2022 | 400,000 | — | $353K | +5.4% | 0.02% | DBT |
| 1325 | Federal National Mortgage Association | FNMA | Sep 2022 | 379,013 | -12,557 | $353K | -2.4% | 0.02% | ABS-MBS |
| 1326 | Fnma Pass-Thru I | FN | Sep 2022 | 429,288 | -6,970 | $352K | -1.1% | 0.02% | ABS-MBS |
| 1327 | Whirlpool Corporation | WHR | Sep 2022 | 360,000 | — | $352K | +3.9% | 0.02% | DBT |
| 1328 | CITIGROUP COMMERCIAL MORTGAGE TRUST | CGCMT | Sep 2022 | 370,000 | — | $351K | -0.9% | 0.02% | ABS-O |
| 1329 | Federal National Mortgage Association | FNMA | Sep 2022 | 366,372 | -11,381 | $351K | -2.5% | 0.02% | ABS-MBS |
| 1330 | Great Lakes Dredge & Dock Corporation | GLDD | Sep 2022 | 450,000 | — | $350K | +0.9% | 0.02% | DBT |
| 1331 | Wells Fargo & Company | WFC | Sep 2022 | 410,000 | — | $350K | +3.9% | 0.02% | DBT |
| 1332 | Banco Santander, S.A. | SANTAN | Sep 2022 | 400,000 | — | $350K | +2.9% | 0.02% | DBT |
| 1333 | Careismatic Brands (fka Strategic Partners) | STAPAR | Sep 2022 | 497,481 | -1,259 | $349K | -11.9% | 0.02% | LON |
| 1334 | Aviation Capital Group LLC | ACGCAP | Sep 2022 | 400,000 | — | $349K | +3.9% | 0.02% | DBT |
| 1335 | BPCE SA | BPCEGP | Sep 2022 | 375,000 | — | $349K | +2.1% | 0.02% | DBT |
| 1336 | Deutsche Alt-A Secs Inc | DBALT | Sep 2022 | 488,704 | -13,685 | $348K | -7.0% | 0.02% | ABS-O |
| 1337 | GS Mortgage Securities Trust 2015-G | GSMS | Sep 2022 | 370,000 | — | $348K | -0.2% | 0.02% | ABS-O |
| 1338 | Aercap Ireland Capital DAC | AER | Sep 2022 | 350,000 | — | $347K | +0.7% | 0.02% | DBT |
| 1339 | Dupont De Nemours Inc | DD | Sep 2022 | 350,000 | — | $346K | +4.0% | 0.02% | DBT |
| 1340 | GE Healthcare Holding LLC | GEHC | Dec 2022 | 320,000 | New | $346K | — | 0.02% | DBT |
| 1341 | SLG OFFICE TRUST | SLG | Sep 2022 | 430,000 | — | $345K | -0.1% | 0.02% | ABS-O |
| 1342 | Dupont De Nemours Inc | DD | Sep 2022 | 350,000 | — | $345K | +0.2% | 0.02% | DBT |
| 1343 | NVIDIA Corp. | NVDA | Sep 2022 | 460,000 | — | $345K | +4.3% | 0.02% | DBT |
| 1344 | Bank of America Corporation | BAC | Sep 2022 | 425,000 | New | $345K | — | 0.02% | DBT |
| 1345 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 420,400 | -13,239 | $344K | -2.6% | 0.02% | ABS-MBS |
| 1346 | McDonald's Corporation | MCD | Sep 2022 | 360,000 | — | $344K | +0.7% | 0.02% | DBT |
| 1347 | Bank of America Corporation | BAC | Sep 2022 | 350,000 | — | $344K | +1.8% | 0.02% | DBT |
| 1348 | Government National Mortgage Association | GNR | Sep 2022 | 343,522 | New | $343K | — | 0.02% | ABS-MBS |
| 1349 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | MSBAM | Sep 2022 | 370,000 | — | $343K | -1.8% | 0.02% | ABS-O |
| 1350 | MPLX LP | MPLX | Sep 2022 | 385,000 | +175,000 | $343K | +91.6% | 0.02% | DBT |
| 1351 | Raytheon Technologies Corporation | RTX | Sep 2022 | 350,000 | — | $343K | +0.2% | 0.02% | DBT |
| 1352 | Credit Agricole S.A. London Branch | ACAFP | Sep 2022 | 375,000 | New | $342K | — | 0.02% | DBT |
| 1353 | Credit Suisse Group AG | CS | Sep 2022 | 425,000 | — | $342K | -1.6% | 0.02% | DBT |
| 1354 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 412,182 | -9,130 | $341K | -1.1% | 0.02% | ABS-MBS |
| 1355 | TransDigm, Inc. | TDG | Sep 2022 | 350,000 | — | $341K | +2.9% | 0.02% | DBT |
| 1356 | Fnma Pass-Thru I | FN | Sep 2022 | 377,286 | -14,324 | $340K | -0.6% | 0.02% | ABS-MBS |
| 1357 | Government National Mortgage Association | GNR | Sep 2022 | 392,026 | -2,052 | $340K | -1.1% | 0.02% | ABS-MBS |
| 1358 | Marsh & McLennan Companies, Inc. | MMC | Sep 2022 | 350,000 | — | $340K | +0.4% | 0.02% | DBT |
| 1359 | OIS_CCP USD RCV SOFR1O PAY 2.5% 21-APR-2052 | 000000000 | Sep 2022 | 2,560,000 | New | $340K | — | 0.02% | DIR |
| 1360 | Fnma Pass-Thru I | FN | Dec 2022 | 396,983 | New | $339K | — | 0.02% | ABS-MBS |
| 1361 | HSBC Holdings PLC | HSBC | Sep 2022 | 440,000 | — | $339K | +5.5% | 0.02% | DBT |
| 1362 | Credit Suisse AG New York Branch | CS | Sep 2022 | 375,000 | +85,000 | $338K | +26.6% | 0.02% | DBT |
| 1363 | HSBC Holdings PLC | HSBC | Sep 2022 | 370,000 | — | $338K | +1.8% | 0.02% | DBT |
| 1364 | Mars Inc. (Del) | MARS | Sep 2022 | 375,000 | +275,000 | $337K | +280.9% | 0.02% | DBT |
| 1365 | Maple Grove Funding Trust I | LIFEVT | Sep 2022 | 495,000 | — | $336K | -0.2% | 0.02% | DBT |
| 1366 | Northrop Grumman Corporation | NOC | Sep 2022 | 350,000 | — | $336K | +0.6% | 0.02% | DBT |
| 1367 | KKR CLO 32 LTD | KKR | Sep 2022 | 340,000 | — | $336K | +0.7% | 0.02% | ABS-CBDO |
| 1368 | Bbccre Trust 2015-Gtp | BBCCR | Sep 2022 | 390,000 | — | $336K | -2.3% | 0.02% | ABS-O |
| 1369 | UFC | ZUFFAL | Sep 2022 | 339,239 | -7,079 | $335K | +0.5% | 0.02% | LON |
| 1370 | Berry Global Inc | BERY | Sep 2022 | 375,000 | New | $335K | — | 0.02% | DBT |
| 1371 | Bank of America Corporation | BAC | Sep 2022 | 368,000 | — | $334K | +2.0% | 0.02% | DBT |
| 1372 | Canadian Pacific Railway Company | CP | Sep 2022 | 400,000 | — | $334K | +4.0% | 0.02% | DBT |
| 1373 | Capital One Financial Corporation | COF | Sep 2022 | 345,000 | — | $333K | +0.2% | 0.02% | DBT |
| 1374 | Government National Mortgage Association | GNR | Sep 2022 | 342,733 | New | $333K | — | 0.02% | ABS-MBS |
| 1375 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 384,127 | New | $333K | — | 0.02% | ABS-O |
| 1376 | NatWest Group PLC | NWG | Sep 2022 | 340,000 | New | $333K | — | 0.02% | DBT |
| 1377 | MPT Operating Partnership LP / MPT Finance Corporation | MPW | Sep 2022 | 435,000 | — | $333K | -5.2% | 0.02% | DBT |
| 1378 | Israel (State Of) | ISRAEL | Sep 2022 | 430,000 | — | $332K | +4.0% | 0.02% | DBT |
| 1379 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 383,360 | -11,031 | $331K | -1.2% | 0.02% | ABS-MBS |
| 1380 | U.S. Treasury Bond Stripped Principal Payment | SP | Sep 2022 | 820,000 | — | $331K | +0.3% | 0.02% | DBT |
| 1381 | Recette Clo Ltd | RCTTE | Sep 2022 | 340,000 | — | $331K | +1.9% | 0.02% | ABS-CBDO |
| 1382 | Fnma Pass-Thru I | FN | Sep 2022 | 373,239 | -5,088 | $330K | -0.6% | 0.02% | ABS-MBS |
| 1383 | Mexico City Airport Trust | MEXCAT | Sep 2022 | 360,000 | — | $329K | +10.6% | 0.02% | DBT |
| 1384 | Federal National Mortgage Association | FNMA | Sep 2022 | 386,826 | -7,852 | $329K | -1.1% | 0.02% | ABS-MBS |
| 1385 | Midamerican Energy Company | BRKHEC | Sep 2022 | 350,000 | — | $329K | +1.8% | 0.02% | DBT |
| 1386 | Fnma Pass-Thru I | FN | Sep 2022 | 367,611 | -10,443 | $329K | -1.9% | 0.02% | ABS-MBS |
| 1387 | The Sherwin-Williams Company | SHW | Sep 2022 | 350,000 | — | $329K | +2.1% | 0.02% | DBT |
| 1388 | Government National Mortgage Association | GNR | Sep 2022 | 333,226 | -18,155 | $328K | -5.7% | 0.02% | ABS-O |
| 1389 | Waste Management, Inc. | WM | Dec 2022 | 350,000 | New | $328K | — | 0.02% | DBT |
| 1390 | Peru (Republic of) | PERU | Sep 2022 | 330,000 | — | $328K | +4.9% | 0.02% | DBT |
| 1391 | Freeport-McMoRan Inc. | FCX | Sep 2022 | 362,000 | — | $327K | +8.2% | 0.02% | DBT |
| 1392 | MAPS TRUST | MAPSL | Sep 2022 | 392,442 | -59,458 | $327K | -12.1% | 0.02% | ABS-O |
| 1393 | Duke Energy Ohio | DUK | Sep 2022 | 350,000 | — | $327K | +2.0% | 0.02% | DBT |
| 1394 | South Africa (Republic of) | SOAF | Sep 2022 | 360,000 | — | $326K | +9.3% | 0.02% | DBT |
| 1395 | Fnma Pass-Thru I | FN | Sep 2022 | 353,377 | -12,712 | $326K | -2.3% | 0.02% | ABS-MBS |
| 1396 | Eyecare Partners | EYEPAR | Sep 2022 | 400,375 | -1,019 | $326K | -10.9% | 0.02% | LON |
| 1397 | Comcast Corporation | CMCSA | Sep 2022 | 344,000 | — | $325K | +1.5% | 0.02% | DBT |
| 1398 | Telefonica Emisiones S.A.U. | TELEFO | Sep 2022 | 400,000 | — | $325K | +6.4% | 0.02% | DBT |
| 1399 | MetLife Capital Trust IV | MET | Sep 2022 | 300,000 | — | $325K | +1.2% | 0.02% | DBT |
| 1400 | CVS Health Corp | CVS | Sep 2022 | 334,000 | +48,000 | $324K | +20.0% | 0.02% | DBT |
| 1401 | Swedbank AB (publ) | SWEDA | Sep 2022 | 330,000 | — | $324K | +0.6% | 0.02% | DBT |
| 1402 | Federal National Mortgage Association | FNMA | Sep 2022 | 394,807 | -6,924 | $324K | -1.1% | 0.02% | ABS-MBS |
| 1403 | Becton, Dickinson and Company | BDX | Sep 2022 | 331,000 | +285,000 | $324K | +623.5% | 0.02% | DBT |
| 1404 | Nissan Motor Co Ltd | NSANY | Sep 2022 | 330,000 | — | $323K | +0.8% | 0.02% | DBT |
| 1405 | Capital One Financial Corporation | COF | Sep 2022 | 325,000 | — | $323K | +0.1% | 0.02% | DBT |
| 1406 | Fnma Pass-Thru I | FN | Sep 2022 | 376,688 | -5,636 | $323K | -0.2% | 0.02% | ABS-MBS |
| 1407 | Wells Fargo & Company | WFC | Sep 2022 | 370,000 | — | $322K | +6.1% | 0.02% | DBT |
| 1408 | Citigroup Inc. | C | Sep 2022 | 260,000 | — | $322K | +4.6% | 0.02% | DBT |
| 1409 | CHICAGO ILL TRAN AUTH | CHITRN | Sep 2022 | 290,000 | -10,000 | $322K | -5.3% | 0.02% | DBT |
| 1410 | Fnma Pass-Thru I | FN | Sep 2022 | 374,442 | -7,523 | $321K | -0.6% | 0.02% | ABS-MBS |
| 1411 | South Africa (Republic of) | SOAF | Sep 2022 | 370,000 | — | $320K | +13.2% | 0.02% | DBT |
| 1412 | Federal National Mortgage Association | FNMA | Sep 2022 | 334,881 | -22,765 | $320K | -5.3% | 0.02% | ABS-MBS |
| 1413 | Citigroup Inc. | C | Sep 2022 | 350,000 | — | $320K | +1.0% | 0.02% | DBT |
| 1414 | Kilroy Realty L.P. | KRC | Sep 2022 | 350,000 | New | $320K | — | 0.02% | DBT |
| 1415 | Aercap Ireland Capital DAC | AER | Sep 2022 | 330,000 | — | $319K | +0.7% | 0.02% | DBT |
| 1416 | Darling Ingredients, Inc | DAR | Sep 2022 | 325,000 | — | $318K | +2.6% | 0.02% | DBT |
| 1417 | Dollar Tree Inc | DLTR | Sep 2022 | 325,000 | — | $318K | +0.8% | 0.02% | DBT |
| 1418 | Post Holdings Inc. | POST | Sep 2022 | 350,000 | — | $317K | +4.7% | 0.02% | DBT |
| 1419 | Government National Mortgage Association | GNR | Sep 2022 | 328,764 | -11,832 | $317K | -2.2% | 0.02% | ABS-MBS |
| 1420 | Berkshire Hathaway Finance Corporation | BRK | Sep 2022 | 350,000 | — | $316K | +8.2% | 0.02% | DBT |
| 1421 | Devon Energy Corporation | DVN | Sep 2022 | 310,000 | — | $316K | +1.0% | 0.02% | DBT |
| 1422 | IRS_CCP EUR RCV EURIB6M PAY 1.4515% 10-AUG-2042 | 000000000 | Sep 2022 | 13,700,000 | New | $316K | — | 0.02% | DIR |
| 1423 | Aercap Ireland Capital DAC | AER | Sep 2022 | 360,000 | New | $316K | — | 0.02% | DBT |
| 1424 | Comcast Corporation | CMCSA | Sep 2022 | 400,000 | — | $315K | +6.8% | 0.02% | DBT |
| 1425 | Ford Motor Credit Company LLC | F | Sep 2022 | 380,000 | — | $314K | +5.0% | 0.02% | DBT |
| 1426 | McDonald's Corporation | MCD | Sep 2022 | 330,000 | — | $314K | +1.7% | 0.02% | DBT |
| 1427 | Government National Mortgage Association | GNR | Sep 2022 | 319,238 | -5,576 | $314K | -3.0% | 0.02% | ABS-O |
| 1428 | Government National Mortgage Association | GNR | Sep 2022 | 316,949 | -6,016 | $313K | -2.4% | 0.02% | ABS-O |
| 1429 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 328,665 | -13,425 | $312K | -4.1% | 0.02% | ABS-MBS |
| 1430 | Raytheon Technologies Corporation | RTX | Sep 2022 | 375,000 | — | $312K | +4.2% | 0.02% | DBT |
| 1431 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 362,271 | -8,304 | $312K | -1.6% | 0.02% | ABS-MBS |
| 1432 | Masco Corporation | MAS | Sep 2022 | 375,000 | New | $312K | — | 0.02% | DBT |
| 1433 | Invitation Homes Operating Partnership Lp | INVH | Sep 2022 | 375,000 | — | $311K | +3.5% | 0.02% | DBT |
| 1434 | Signature Aviation | SIGLN | Sep 2022 | 316,575 | -856 | $311K | +2.9% | 0.02% | LON |
| 1435 | Fnma Pass-Thru I | FN | Dec 2022 | 362,651 | New | $311K | — | 0.02% | ABS-MBS |
| 1436 | Continental Resources, Inc. | CLR | Sep 2022 | 310,000 | — | $310K | +0.4% | 0.02% | DBT |
| 1437 | Northwestern Mutual Life Insurance Co. | NWMLIC | Sep 2022 | 300,000 | — | $310K | +3.9% | 0.02% | DBT |
| 1438 | JPMorgan Chase & Co. | JPM | Sep 2022 | 320,000 | — | $309K | +2.8% | 0.02% | DBT |
| 1439 | Occidental Petroleum Corporation | OXY | Sep 2022 | 280,000 | — | $309K | +3.2% | 0.02% | DBT |
| 1440 | Fnma Pass-Thru I | FN | Sep 2022 | 332,892 | -10,826 | $309K | -2.4% | 0.02% | ABS-MBS |
| 1441 | Federal National Mortgage Association | FNMA | Sep 2022 | 321,675 | -17,820 | $308K | -3.7% | 0.02% | ABS-MBS |
| 1442 | Hudson River Trading | 44413EAF5 | Sep 2022 | 325,050 | -825 | $308K | +4.1% | 0.02% | LON |
| 1443 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 320,000 | — | $308K | +0.7% | 0.02% | DBT |
| 1444 | JPMBB Commercial Mortgage Securities Trust 2014-C25 | JPMBB | Sep 2022 | 315,376 | -40,222 | $308K | -11.6% | 0.02% | ABS-O |
| 1445 | Regency Energy Partners LP/Regency Energy Finance Corp. | ET | Sep 2022 | 310,000 | — | $308K | +0.1% | 0.02% | DBT |
| 1446 | UBS Group AG | UBS | Sep 2022 | 395,000 | — | $307K | +4.5% | 0.02% | DBT |
| 1447 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 360,682 | New | $307K | — | 0.02% | ABS-MBS |
| 1448 | NVIDIA Corp. | NVDA | Sep 2022 | 350,000 | — | $306K | +2.0% | 0.02% | DBT |
| 1449 | Energy Transfer LP | ET | Sep 2022 | 300,000 | — | $305K | +1.2% | 0.02% | DBT |
| 1450 | Government National Mortgage Association | GNR | Sep 2022 | 307,608 | -48,978 | $305K | -13.8% | 0.02% | ABS-O |
| 1451 | Workday Inc | WDAY | Sep 2022 | 325,000 | +265,000 | $305K | +448.2% | 0.02% | DBT |
| 1452 | Government National Mortgage Association | GNR | Sep 2022 | 2,311,815 | -72,523 | $304K | -3.1% | 0.02% | ABS-O |
| 1453 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 370,000 | New | $304K | — | 0.02% | DBT |
| 1454 | AmerisourceBergen Corporation | ABC | Dec 2022 | 325,000 | New | $304K | — | 0.02% | DBT |
| 1455 | Santander UK Group Holdings PLC | SANUK | Dec 2022 | 300,000 | New | $304K | — | 0.02% | DBT |
| 1456 | Exelon Corporation | EXC | Sep 2022 | 325,000 | — | $303K | +2.8% | 0.02% | DBT |
| 1457 | Orbia Advance Corp S A B De Cv | ORBIA | Sep 2022 | 350,000 | — | $303K | +2.1% | 0.02% | DBT |
| 1458 | PHEAA STUDENT LOAN TRUST | PHEAA | Sep 2022 | 307,969 | -35,559 | $302K | -10.6% | 0.02% | ABS-O |
| 1459 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 352,508 | -907,526 | $302K | -71.8% | 0.02% | ABS-MBS |
| 1460 | AT&T Inc | T | Sep 2022 | 400,000 | — | $302K | +4.5% | 0.02% | DBT |
| 1461 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 350,000 | — | $302K | +3.8% | 0.02% | DBT |
| 1462 | Energy Transfer LP | ET | Sep 2022 | 360,000 | — | $302K | +1.6% | 0.02% | DBT |
| 1463 | SBA Tower Trust | SBAC | Dec 2022 | 298,000 | New | $301K | — | 0.01% | ABS-O |
| 1464 | Ashtead Capital Inc. | AHTLN | Sep 2022 | 350,000 | — | $299K | +1.9% | 0.01% | DBT |
| 1465 | Federal National Mortgage Association | FNMA | Sep 2022 | 306,645 | -1,830 | $299K | +0.6% | 0.01% | ABS-MBS |
| 1466 | Salesforce Inc | CRM | Sep 2022 | 300,000 | — | $299K | +0.1% | 0.01% | DBT |
| 1467 | HSBC Holdings PLC | HSBC | Sep 2022 | 300,000 | — | $299K | +0.8% | 0.01% | DBT |
| 1468 | Relx Capital Inc. | RELLN | Sep 2022 | 300,000 | — | $299K | +0.2% | 0.01% | DBT |
| 1469 | Oracle Corporation | ORCL | Sep 2022 | 400,000 | — | $299K | +9.8% | 0.01% | DBT |
| 1470 | Workday Inc | WDAY | Sep 2022 | 325,000 | +135,000 | $299K | +75.1% | 0.01% | DBT |
| 1471 | BELLEMEADE RE LTD | BMIR | Sep 2022 | 310,000 | — | $298K | -0.6% | 0.01% | ABS-O |
| 1472 | Wamu Mortgage Pass-Through CTFS TR | WAMU | Sep 2022 | 321,700 | -15,941 | $298K | -6.5% | 0.01% | ABS-O |
| 1473 | TransDigm, Inc. | TDG | Sep 2022 | 300,000 | — | $297K | +4.0% | 0.01% | DBT |
| 1474 | OIS_CCP USD RCV SOFR1D PAY 2.85% 15-FEB-2029 | 000000000 | Sep 2022 | 6,630,000 | New | $297K | — | 0.01% | DIR |
| 1475 | Fox Corporation | FOXA | Sep 2022 | 300,000 | — | $297K | +0.1% | 0.01% | DBT |
| 1476 | Credit Suisse Group AG | CS | Sep 2022 | 380,000 | — | $297K | -0.9% | 0.01% | DBT |
| 1477 | Pepsico Inc | PEP | Sep 2022 | 300,000 | — | $296K | +0.6% | 0.01% | DBT |
| 1478 | Shops At Crystals Trust 2016-C | SHOPS | Sep 2022 | 340,000 | — | $296K | +0.4% | 0.01% | ABS-O |
| 1479 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 5,936,391 | -8,103 | $296K | -3.1% | 0.01% | ABS-O |
| 1480 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 297,756 | -7,024 | $296K | -1.3% | 0.01% | ABS-MBS |
| 1481 | Federal National Mortgage Association | FNMA | Sep 2022 | 282,614 | -18,686 | $295K | -7.0% | 0.01% | ABS-MBS |
| 1482 | Fnma Pass-Thru I | FN | Sep 2022 | 298,105 | -12,994 | $295K | -3.0% | 0.01% | ABS-MBS |
| 1483 | JERSEY MIKES FUNDING LLC | JMIKE | Sep 2022 | 348,250 | — | $294K | -1.2% | 0.01% | ABS-O |
| 1484 | Aercap Ireland Capital DAC | AER | Sep 2022 | 290,000 | — | $294K | +1.6% | 0.01% | DBT |
| 1485 | Financial Asset Securities Corp. | AAA | Sep 2022 | 317,085 | — | $294K | +0.4% | 0.01% | ABS-O |
| 1486 | Huntsman International LLC | HUN | Sep 2022 | 325,000 | — | $294K | +2.3% | 0.01% | DBT |
| 1487 | American Homes 4 Rent L P | AMH | Sep 2022 | 309,000 | — | $293K | +1.1% | 0.01% | DBT |
| 1488 | BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 | BRAVO | Sep 2022 | 297,840 | -7,978 | $293K | -1.9% | 0.01% | ABS-O |
| 1489 | Comcast Corporation | CMCSA | Sep 2022 | 450,000 | — | $293K | +3.6% | 0.01% | DBT |
| 1490 | Williams Partners LP / Williams Partners Finance Corporation | WMB | Sep 2022 | 300,000 | — | $293K | +0.7% | 0.01% | DBT |
| 1491 | FedEx Corporation | FDX | Sep 2022 | 380,000 | +5,000 | $292K | +5.8% | 0.01% | DBT |
| 1492 | Continental Resources, Inc. | CLR | Sep 2022 | 320,000 | — | $291K | +1.2% | 0.01% | DBT |
| 1493 | Comcast Corporation | CMCSA | Sep 2022 | 360,000 | — | $291K | +4.2% | 0.01% | DBT |
| 1494 | Cigna Corporation | CI | Sep 2022 | 293,000 | — | $291K | +0.1% | 0.01% | DBT |
| 1495 | General Motors Financial Company Inc | GM | Sep 2022 | 300,000 | — | $291K | +1.3% | 0.01% | DBT |
| 1496 | Government National Mortgage Association | GNR | Sep 2022 | 372,392 | -1,710 | $290K | +0.5% | 0.01% | ABS-O |
| 1497 | Deutsche Bank AG New York Branch | DB | Sep 2022 | 300,000 | New | $290K | — | 0.01% | DBT |
| 1498 | Magallanes Inc. | WBD | Sep 2022 | 350,000 | New | $290K | — | 0.01% | DBT |
| 1499 | Danone SA | BNFP | Sep 2022 | 310,000 | — | $289K | +1.7% | 0.01% | DBT |
| 1500 | Bank of America Corporation | BAC | Sep 2022 | 300,000 | — | $289K | -0.6% | 0.01% | DBT |
| 1501 | Brazil (Federative Republic) | BRAZIL | Sep 2022 | 340,000 | — | $289K | +4.7% | 0.01% | DBT |
| 1502 | CDS_IX_CCP CDX.NA.IG.39 1% 20271220 | 000000000 | Sep 2022 | 36,134,000 | New | $288K | — | 0.01% | DCR |
| 1503 | Credit Agricole S.A. | ACAFP | Sep 2022 | 300,000 | — | $288K | +4.0% | 0.01% | DBT |
| 1504 | Credit Suisse Group AG | CS | Sep 2022 | 400,000 | — | $288K | -6.0% | 0.01% | DBT |
| 1505 | Hillenbrand, Inc. | HI | Sep 2022 | 350,000 | — | $287K | +6.0% | 0.01% | DBT |
| 1506 | HSBC Holdings PLC | HSBC | Sep 2022 | 310,000 | — | $286K | +3.5% | 0.01% | DBT |
| 1507 | Citigroup Inc. | C | Sep 2022 | 290,000 | — | $286K | +0.7% | 0.01% | DBT |
| 1508 | Targa Resources Co | TRGP | Sep 2022 | 330,000 | +50,000 | $286K | +22.4% | 0.01% | DBT |
| 1509 | Magallanes Inc. | WBD | Sep 2022 | 370,000 | — | $286K | +3.0% | 0.01% | DBT |
| 1510 | Pheaa Student Loan Trust | PHEAA | Sep 2022 | 288,590 | -33,035 | $286K | -10.3% | 0.01% | ABS-O |
| 1511 | Alexandria Real Estate Equities, Inc. | ARE | Sep 2022 | 325,000 | — | $286K | +4.6% | 0.01% | DBT |
| 1512 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 291,687 | -13,600 | $285K | -3.1% | 0.01% | ABS-MBS |
| 1513 | Dell International L.L.C. and EMC Corporation | DELL | Sep 2022 | 285,000 | New | $285K | — | 0.01% | DBT |
| 1514 | DBJPM 2016-SFC MORTGAGE TRUST | DBJPM | Sep 2022 | 310,000 | — | $283K | +0.3% | 0.01% | ABS-O |
| 1515 | Federal National Mortgage Association | FNMA | Sep 2022 | 327,422 | -3,814 | $283K | +0.4% | 0.01% | ABS-MBS |
| 1516 | BPCE SA | BPCEGP | Sep 2022 | 375,000 | — | $283K | +4.5% | 0.01% | DBT |
| 1517 | Sabine Pass Liquefaction, LLC | SPLLLC | Sep 2022 | 300,000 | — | $283K | +3.3% | 0.01% | DBT |
| 1518 | Fnma Pass-Thru I | FN | Dec 2022 | 300,000 | New | $283K | — | 0.01% | ABS-MBS |
| 1519 | SMB PRIVATE EDUCATION LOAN TRUST | SMB | Sep 2022 | 318,771 | -19,363 | $282K | -7.1% | 0.01% | ABS-O |
| 1520 | Fnma Pass-Thru I | FN | Sep 2022 | 292,364 | -11,626 | $281K | -2.3% | 0.01% | ABS-MBS |
| 1521 | Southern Company Gas Capital Corporation | SO | Sep 2022 | 300,000 | — | $280K | +0.6% | 0.01% | DBT |
| 1522 | Fnma Pass-Thru I | FN | Sep 2022 | 341,505 | -2,214 | $280K | -0.2% | 0.01% | ABS-MBS |
| 1523 | Government National Mortgage Association | GNR | Sep 2022 | 300,000 | — | $279K | +0.3% | 0.01% | ABS-O |
| 1524 | PORT AUTH N Y & N J | PORTRN | Sep 2022 | 300,000 | — | $279K | -0.7% | 0.01% | DBT |
| 1525 | Wells Fargo Commercial Mortgage Trust | WFCM | Sep 2022 | 300,000 | — | $278K | +0.9% | 0.01% | ABS-O |
| 1526 | UnitedHealth Group Inc. | UNH | Sep 2022 | 290,000 | — | $278K | +2.7% | 0.01% | DBT |
| 1527 | H&E Equipment Services, Inc. | HEES | Sep 2022 | 325,000 | — | $277K | +8.4% | 0.01% | DBT |
| 1528 | WFRBS COMMERCIAL MORTGAGE TRUST | WFRBS | Sep 2022 | 290,000 | — | $277K | -0.1% | 0.01% | ABS-O |
| 1529 | CVS Health Corp | CVS | Sep 2022 | 350,000 | — | $276K | +3.5% | 0.01% | DBT |
| 1530 | Expedia Group Inc | EXPE | Sep 2022 | 300,000 | — | $276K | +3.6% | 0.01% | DBT |
| 1531 | Federal National Mortgage Association | FNMA | Sep 2022 | 319,465 | -4,993 | $276K | -0.0% | 0.01% | ABS-MBS |
| 1532 | Nexstar Broadcasting | NXST | Sep 2022 | 278,020 | — | $276K | +0.5% | 0.01% | LON |
| 1533 | Credit Suisse Group AG | CS | Sep 2022 | 395,000 | +35,000 | $275K | +8.6% | 0.01% | DBT |
| 1534 | OIS_CCP USD RCV SOFR1D PAY 2.57% 04-JUN-2031 | 000000000 | Sep 2022 | 24,880,000 | New | $274K | — | 0.01% | DIR |
| 1535 | Cigna Corporation | CI | Sep 2022 | 300,000 | New | $274K | — | 0.01% | DBT |
| 1536 | Virtu Financial | VIRT | Sep 2022 | 280,000 | — | $273K | +1.6% | 0.01% | LON |
| 1537 | Diamondback Energy Inc | FANG | Sep 2022 | 310,000 | — | $273K | +2.0% | 0.01% | DBT |
| 1538 | Sothebys / Bidfair Holdings Inc. | BID | Sep 2022 | 325,000 | — | $273K | +1.6% | 0.01% | DBT |
| 1539 | BENCHMARK MORTGAGE TRUST | BMARK | Sep 2022 | 3,852,769 | -5,312 | $273K | -5.2% | 0.01% | ABS-O |
| 1540 | Shell International Finance B.V. | RDSALN | Sep 2022 | 330,000 | — | $272K | +3.4% | 0.01% | DBT |
| 1541 | CONNECTICUT AVENUE SECURITIES TRUST | CAS | Sep 2022 | 279,000 | — | $272K | +2.5% | 0.01% | ABS-O |
| 1542 | Gs Mortgage Securities Tr 2017-Gs6 | GSMS | Sep 2022 | 296,270 | -7,075 | $272K | -2.4% | 0.01% | ABS-O |
| 1543 | Government National Mortgage Association | GNR | Sep 2022 | 282,949 | New | $271K | — | 0.01% | ABS-MBS |
| 1544 | Fnma Pass-Thru I | FN | Sep 2022 | 285,695 | -4,850 | $271K | -0.2% | 0.01% | ABS-MBS |
| 1545 | United Air Lines, Inc. | UAL | Sep 2022 | 310,000 | — | $270K | +5.1% | 0.01% | DBT |
| 1546 | MOSAIC SOLAR LOAN TRUST | MSAIC | Sep 2022 | 317,548 | -15,844 | $270K | -8.3% | 0.01% | ABS-O |
| 1547 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM4 | NRZT | Sep 2022 | 275,037 | -4,716 | $269K | -1.2% | 0.01% | ABS-O |
| 1548 | BENCHMARK MORTGAGE TRUST | BMARK | Sep 2022 | 3,483,167 | -4,065 | $269K | -3.4% | 0.01% | ABS-O |
| 1549 | Federal National Mortgage Association | FNMA | Sep 2022 | 279,093 | -6,927 | $268K | -0.6% | 0.01% | ABS-MBS |
| 1550 | Federal National Mortgage Association | FNMA | Sep 2022 | 288,094 | -10,492 | $268K | -1.9% | 0.01% | ABS-MBS |
| 1551 | Morgan Stanley | MS | Sep 2022 | 340,000 | — | $267K | +2.6% | 0.01% | DBT |
| 1552 | CDS_IX_CCP CDX.NA.IG.36 1% 20260620 | 000000000 | Sep 2022 | 21,900,000 | New | $267K | — | 0.01% | DCR |
| 1553 | Credit Agricole S.A. | ACAFP | Sep 2022 | 275,000 | — | $266K | +0.6% | 0.01% | DBT |
| 1554 | Comcast Corporation | CMCSA | Sep 2022 | 275,000 | — | $266K | +0.6% | 0.01% | DBT |
| 1555 | Peru (Republic of) | PERU | Sep 2022 | 320,000 | — | $265K | +4.4% | 0.01% | DBT |
| 1556 | MISSISSIPPI HIGHER EDUCATION ASSISTANCE CORPORATION | MHEAC | Sep 2022 | 269,822 | -26,628 | $265K | -9.1% | 0.01% | ABS-O |
| 1557 | Canadian Imperial Bank of Commerce | CM | Sep 2022 | 270,000 | — | $265K | +0.9% | 0.01% | DBT |
| 1558 | Fnma Pass-Thru I | FN | Sep 2022 | 286,407 | -7,621 | $264K | -0.9% | 0.01% | ABS-MBS |
| 1559 | MasterCard Incorporated | MA | Sep 2022 | 310,000 | — | $264K | +5.3% | 0.01% | DBT |
| 1560 | Verizon Communications Inc. | VZ | Sep 2022 | 290,000 | — | $263K | +4.8% | 0.01% | DBT |
| 1561 | Avangrid Inc | AGR | Sep 2022 | 275,000 | — | $263K | +1.1% | 0.01% | DBT |
| 1562 | Pheaa Student Loan Trust | PHEAA | Sep 2022 | 263,810 | -28,256 | $262K | -9.8% | 0.01% | ABS-O |
| 1563 | Danske Bank A/S | DANBNK | Sep 2022 | 280,000 | — | $262K | +0.5% | 0.01% | DBT |
| 1564 | Credit Suisse AG New York Branch | CS | Sep 2022 | 290,000 | New | $261K | — | 0.01% | DBT |
| 1565 | The Toronto-Dominion Bank | TD | Dec 2022 | 250,000 | New | $261K | — | 0.01% | DBT |
| 1566 | Mitsubishi UFJ Financial Group, Inc. | MUFG | Sep 2022 | 270,000 | — | $260K | +0.7% | 0.01% | DBT |
| 1567 | Mileage Plus Hldgs Llc / Mileage Plus Intellectual Property Assets Ltd | UAL | Sep 2022 | 261,017 | -28,983 | $260K | -8.5% | 0.01% | DBT |
| 1568 | Federal National Mortgage Association | FNMA | Sep 2022 | 271,825 | -9,324 | $260K | -1.3% | 0.01% | ABS-MBS |
| 1569 | Raytheon Technologies Corporation | RTX | Sep 2022 | 270,000 | New | $259K | — | 0.01% | DBT |
| 1570 | United States Treasury Bonds | T | Sep 2022 | 280,000 | — | $259K | -0.7% | 0.01% | DBT |
| 1571 | Teachers Insurance and Annuity Association of America | TIAAGL | Sep 2022 | 280,000 | — | $259K | +5.2% | 0.01% | DBT |
| 1572 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 380,000 | — | $259K | +2.9% | 0.01% | DBT |
| 1573 | Cooperatieve Rabobank U.A. | RABOBK | Sep 2022 | 280,000 | — | $259K | +1.8% | 0.01% | DBT |
| 1574 | Fnma Pass-Thru I | FN | Sep 2022 | 279,342 | -4,250 | $258K | -0.1% | 0.01% | ABS-MBS |
| 1575 | Government National Mortgage Association | GNR | Sep 2022 | 262,233 | -9,295 | $258K | -2.2% | 0.01% | ABS-MBS |
| 1576 | Magallanes Inc. | WBD | Sep 2022 | 350,000 | New | $257K | — | 0.01% | DBT |
| 1577 | CSMC 2021-NQM8 TRUST | CSMC | Sep 2022 | 300,581 | +300,581 | $257K | +2569074700.0% | 0.01% | ABS-O |
| 1578 | BAY AREA TOLL AUTH CALIF | BAYTRN | Sep 2022 | 300,000 | — | $257K | +1.1% | 0.01% | DBT |
| 1579 | Sempra | SRE | Sep 2022 | 275,000 | — | $256K | +2.8% | 0.01% | DBT |
| 1580 | MPLX LP | MPLX | Sep 2022 | 320,000 | — | $255K | +4.4% | 0.01% | DBT |
| 1581 | Mitsubishi UFJ Financial Group, Inc. | MUFG | Sep 2022 | 270,000 | — | $255K | +1.5% | 0.01% | DBT |
| 1582 | Citigroup Inc. | C | Sep 2022 | 294,000 | — | $255K | +7.1% | 0.01% | DBT |
| 1583 | Government National Mortgage Association | GNR | Sep 2022 | 255,543 | -32,586 | $254K | -11.3% | 0.01% | ABS-O |
| 1584 | Asurion | ASUCOR | Sep 2022 | 260,432 | -680 | $254K | +3.5% | 0.01% | LON |
| 1585 | Verizon Communications Inc. | VZ | Sep 2022 | 290,000 | — | $253K | +3.1% | 0.01% | DBT |
| 1586 | Enterprise Products Operating LLC | EPD | Sep 2022 | 330,000 | — | $253K | +1.7% | 0.01% | DBT |
| 1587 | Federal National Mortgage Association | FNMA | Sep 2022 | 255,191 | -9,948 | $252K | -2.9% | 0.01% | ABS-MBS |
| 1588 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 251,684 | -8,518 | $252K | -7.3% | 0.01% | ABS-O |
| 1589 | Federal National Mortgage Association | FNMA | Sep 2022 | 267,879 | -7,109 | $252K | -0.7% | 0.01% | ABS-MBS |
| 1590 | Canadian Pacific Railway Company | CP | Sep 2022 | 370,000 | — | $252K | +3.3% | 0.01% | DBT |
| 1591 | THE VANGUARD GROUP | 92299APS7 | Sep 2022 | 390,000 | — | $252K | -3.4% | 0.01% | DBT |
| 1592 | SIERRA TIMESHARE RECEIVABLES FUNDING LLC | SRFC | Sep 2022 | 273,880 | -41,984 | $251K | -14.5% | 0.01% | ABS-O |
| 1593 | South Africa (Republic of) | SOAF | Sep 2022 | 280,000 | — | $251K | +7.2% | 0.01% | DBT |
| 1594 | Credit Suisse Group AG | CS | Sep 2022 | 360,000 | New | $251K | — | 0.01% | DBT |
| 1595 | OIS_CCP JPY RCV TONAR1D PAY 0.8% 15-JUN-2052 | 000000000 | Sep 2022 | 250,000,000 | New | $250K | — | 0.01% | DIR |
| 1596 | Fnma Pass-Thru I | FN | Sep 2022 | 291,891 | -3,612 | $250K | +0.1% | 0.01% | ABS-MBS |
| 1597 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 250,000 | — | $249K | +0.2% | 0.01% | DBT |
| 1598 | National Retail Properties, Inc. | NNN | Sep 2022 | 255,000 | — | $249K | -0.3% | 0.01% | DBT |
| 1599 | Fnma Pass-Thru I | FN | Sep 2022 | 267,980 | -8,283 | $249K | -1.7% | 0.01% | ABS-MBS |
| 1600 | AMERICAN MUN PWR OHIO INC | AMEPWR | Sep 2022 | 235,000 | — | $249K | -0.6% | 0.01% | DBT |
| 1601 | BP Capital Markets America, Inc. | BPLN | Sep 2022 | 270,000 | — | $249K | +2.5% | 0.01% | DBT |
| 1602 | Hewlett Packard Enterprise Company | HPE | Sep 2022 | 250,000 | — | $249K | -0.2% | 0.01% | DBT |
| 1603 | Paypal Holdings Incorporation | PYPL | Sep 2022 | 300,000 | — | $248K | +1.4% | 0.01% | DBT |
| 1604 | Bank of Nova Scotia | BNS | Sep 2022 | 270,000 | — | $248K | +1.9% | 0.01% | DBT |
| 1605 | Teck Resources Limited | TCKBCN | Sep 2022 | 275,000 | — | $247K | +5.5% | 0.01% | DBT |
| 1606 | Commonwealth Edison Company | EXC | Sep 2022 | 300,000 | — | $247K | +3.4% | 0.01% | DBT |
| 1607 | Cast & Crew | CASCRE | Sep 2022 | 249,354 | -646 | $246K | +0.8% | 0.01% | LON |
| 1608 | Continental Resources, Inc. | CLR | Sep 2022 | 246,000 | New | $246K | — | 0.01% | DBT |
| 1609 | Bombardier Recreational Products | 09776MAP9 | Dec 2022 | 250,000 | New | $246K | — | 0.01% | LON |
| 1610 | Gilead Sciences, Inc. | GILD | Sep 2022 | 275,000 | — | $245K | +7.3% | 0.01% | DBT |
| 1611 | Barclays PLC | BACR | Sep 2022 | 260,000 | New | $245K | — | 0.01% | DBT |
| 1612 | Greenpoint Mtg Fdg | GPMF | Sep 2022 | 289,937 | -3,147 | $245K | -3.5% | 0.01% | ABS-O |
| 1613 | J.P. Morgan Chase Commercial Mortgage Securities Trust | JPMCC | Sep 2022 | 264,297 | -15,703 | $245K | -9.2% | 0.01% | ABS-O |
| 1614 | ConocoPhillips Co. | COP | Sep 2022 | 220,000 | — | $244K | +1.2% | 0.01% | DBT |
| 1615 | WFRBS COMMERCIAL MORTGAGE TRUST | WFRBS | Sep 2022 | 300,000 | — | $244K | -1.9% | 0.01% | ABS-O |
| 1616 | Energy Transfer LP | ET | Sep 2022 | 280,000 | — | $243K | +0.1% | 0.01% | DBT |
| 1617 | Dryden 75 Clo Ltd / Dryden 75 Clo Llc | DRSLF | Sep 2022 | 250,000 | — | $243K | +1.7% | 0.01% | ABS-CBDO |
| 1618 | Fox Corporation | FOXA | Sep 2022 | 250,000 | — | $243K | +3.2% | 0.01% | DBT |
| 1619 | Targa Resources Co | TRGP | Sep 2022 | 280,000 | New | $243K | — | 0.01% | DBT |
| 1620 | United States Treasury Bonds | T | Dec 2022 | 240,000 | New | $243K | — | 0.01% | DBT |
| 1621 | Ally Financial Inc. | ALLY | Sep 2022 | 250,000 | — | $242K | +0.4% | 0.01% | DBT |
| 1622 | LOANCORE 2019-CRE2 ISSUER LTD | LNCR | Sep 2022 | 250,000 | — | $242K | -0.9% | 0.01% | ABS-CBDO |
| 1623 | VMware Inc | VMW | Sep 2022 | 295,000 | +70,000 | $242K | +35.5% | 0.01% | DBT |
| 1624 | Home Depot Inc | HD | Sep 2022 | 250,000 | +230,000 | $242K | +1169.9% | 0.01% | DBT |
| 1625 | Federal National Mortgage Association | FNMA | Sep 2022 | 237,210 | -10,233 | $241K | -4.6% | 0.01% | ABS-O |
| 1626 | Korea Hydro & Nuclear Power Co Ltd. | KOHNPW | Sep 2022 | 250,000 | — | $241K | -0.1% | 0.01% | DBT |
| 1627 | Bank 2017-Bnk9 | BANK | Sep 2022 | 7,957,237 | -23,954 | $241K | -4.6% | 0.01% | ABS-O |
| 1628 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 261,568 | -1,316 | $240K | +0.5% | 0.01% | ABS-MBS |
| 1629 | AT&T Inc | T | Sep 2022 | 354,000 | New | $240K | — | 0.01% | DBT |
| 1630 | Occidental Petroleum Corporation | OXY | Sep 2022 | 260,000 | — | $240K | -0.8% | 0.01% | DBT |
| 1631 | Federal National Mortgage Association | FNMA | Sep 2022 | 275,187 | -57 | $240K | -0.4% | 0.01% | ABS-O |
| 1632 | Government National Mortgage Association | GNR | Sep 2022 | 238,167 | -9,119 | $239K | -2.5% | 0.01% | ABS-MBS |
| 1633 | MasterCard Incorporated | MA | Sep 2022 | 250,000 | — | $239K | +1.6% | 0.01% | DBT |
| 1634 | Government National Mortgage Association | GNR | Dec 2022 | 273,531 | New | $239K | — | 0.01% | ABS-MBS |
| 1635 | Royal Bank of Canada | RY | Sep 2022 | 260,000 | — | $238K | +1.5% | 0.01% | DBT |
| 1636 | UBS AG, London Branch | UBS | Sep 2022 | 280,000 | — | $238K | +4.2% | 0.01% | DBT |
| 1637 | Chicago Mercantile Exchange | SFRM3 | Sep 2022 | 1 | New | $238K | — | 0.01% | DIR |
| 1638 | The Toronto-Dominion Bank | TD | Sep 2022 | 260,000 | — | $237K | +1.5% | 0.01% | DBT |
| 1639 | Baylor Scott & White Holdings | BSWHLD | Sep 2022 | 305,000 | — | $237K | +1.1% | 0.01% | DBT |
| 1640 | Israel (State Of) | ISRAEL | Sep 2022 | 260,000 | New | $237K | — | 0.01% | DBT |
| 1641 | Westpac Banking Corp. | WSTP | Sep 2022 | 275,000 | — | $237K | +1.0% | 0.01% | DBT |
| 1642 | CSX Corporation | CSX | Sep 2022 | 300,000 | — | $236K | +3.9% | 0.01% | DBT |
| 1643 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 275,879 | New | $236K | — | 0.01% | ABS-MBS |
| 1644 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 244,591 | -14,050 | $236K | -5.4% | 0.01% | ABS-MBS |
| 1645 | Schlumberger Holdings Corporation | SLB | Sep 2022 | 252,000 | — | $236K | +3.6% | 0.01% | DBT |
| 1646 | Fnma Pass-Thru I | FN | Sep 2022 | 239,556 | -1,126 | $235K | +0.9% | 0.01% | ABS-MBS |
| 1647 | Broadcom Inc | AVGO | Sep 2022 | 325,000 | — | $235K | +6.8% | 0.01% | DBT |
| 1648 | CubeSmart L.P. | CUBE | Sep 2022 | 305,000 | — | $235K | +2.7% | 0.01% | DBT |
| 1649 | The Coca-Cola Company | KO | Sep 2022 | 265,000 | — | $235K | +2.4% | 0.01% | DBT |
| 1650 | Federal National Mortgage Association | FNMA | Sep 2022 | 260,880 | -5,109 | $235K | -1.1% | 0.01% | ABS-MBS |
| 1651 | CDS_SN_CCP GENERAL MOTORS CO 4.8 5% 20261220 | 000000000 | Sep 2022 | 2,200,000 | New | $234K | — | 0.01% | DCR |
| 1652 | EOG Resources, Inc. | EOG | Sep 2022 | 260,000 | — | $234K | +5.0% | 0.01% | DBT |
| 1653 | OIS_CCP GBP RCV 4.605% PAY SONIA1D 18-OCT-2027 | 000000000 | Sep 2022 | 10,210,000 | New | $234K | — | 0.01% | DIR |
| 1654 | National Retail Properties, Inc. | NNN | Sep 2022 | 250,000 | — | $233K | +0.9% | 0.01% | DBT |
| 1655 | Federal National Mortgage Association | FNMA | Sep 2022 | 255,794 | -9,928 | $233K | -2.0% | 0.01% | ABS-MBS |
| 1656 | GE Capital International Funding Company Unlimited Company | GE | Sep 2022 | 250,000 | — | $232K | +3.5% | 0.01% | DBT |
| 1657 | CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 | CAS | Sep 2022 | 245,000 | — | $231K | +3.5% | 0.01% | ABS-O |
| 1658 | CDS_SN_CCP STELLANTIS NV 5.25% 0 5% 20261220 | 000000000 | Sep 2022 | 1,700,000 | New | $231K | — | 0.01% | DCR |
| 1659 | Pioneer Natural Resources Company | PXD | Sep 2022 | 290,000 | — | $231K | +3.4% | 0.01% | DBT |
| 1660 | Steel Dynamics, Inc. | STLD | Sep 2022 | 275,000 | — | $231K | +2.6% | 0.01% | DBT |
| 1661 | Federal National Mortgage Association | FNMA | Sep 2022 | 235,079 | -3,824 | $231K | -0.2% | 0.01% | ABS-MBS |
| 1662 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 325,000 | +285,000 | $231K | +761.4% | 0.01% | DBT |
| 1663 | Argentina (Republic of) | ARGENT | Sep 2022 | 810,000 | — | $230K | +32.2% | 0.01% | DBT |
| 1664 | Petroleos Mexicanos | PEMEX | Sep 2022 | 370,000 | — | $230K | +12.2% | 0.01% | DBT |
| 1665 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 231,761 | -7,787 | $230K | -2.3% | 0.01% | ABS-MBS |
| 1666 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 280,209 | New | $230K | — | 0.01% | ABS-MBS |
| 1667 | Fox Corporation | FOXA | Sep 2022 | 250,000 | — | $230K | +5.7% | 0.01% | DBT |
| 1668 | Visa Inc | V | Sep 2022 | 270,000 | — | $229K | +2.6% | 0.01% | DBT |
| 1669 | CVS Health Corp | CVS | Sep 2022 | 236,000 | New | $229K | — | 0.01% | DBT |
| 1670 | Government National Mortgage Association | GNR | Dec 2022 | 300,000 | New | $229K | — | 0.01% | ABS-O |
| 1671 | MPLX LP | MPLX | Sep 2022 | 230,000 | — | $228K | +0.4% | 0.01% | DBT |
| 1672 | Credit Agricole S.A. London Branch | ACAFP | Sep 2022 | 250,000 | New | $228K | — | 0.01% | DBT |
| 1673 | CVS Health Corp | CVS | Sep 2022 | 250,000 | — | $228K | +3.9% | 0.01% | DBT |
| 1674 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 237,623 | -9,411 | $227K | -1.4% | 0.01% | ABS-MBS |
| 1675 | Energy Transfer LP | ET | Sep 2022 | 230,000 | — | $227K | +0.2% | 0.01% | DBT |
| 1676 | Occidental Petroleum Corporation | OXY | Sep 2022 | 220,000 | — | $227K | -0.1% | 0.01% | DBT |
| 1677 | Shell International Finance B.V. | RDSALN | Sep 2022 | 240,000 | — | $227K | +1.3% | 0.01% | DBT |
| 1678 | Gilead Sciences, Inc. | GILD | Sep 2022 | 230,000 | — | $226K | -0.1% | 0.01% | DBT |
| 1679 | Raytheon Technologies Corporation | RTX | Sep 2022 | 270,000 | — | $226K | +3.4% | 0.01% | DBT |
| 1680 | Shell International Finance B.V. | RDSALN | Sep 2022 | 310,000 | — | $226K | +3.1% | 0.01% | DBT |
| 1681 | Ball Corporation | BALL | Sep 2022 | 280,000 | — | $225K | +6.4% | 0.01% | DBT |
| 1682 | Targa Resources Partners LP/Targa Resources Finance Corp. | TRGP | Sep 2022 | 250,000 | — | $225K | +4.3% | 0.01% | DBT |
| 1683 | Fnma Pass-Thru I | FN | Sep 2022 | 273,497 | -4,223 | $225K | -0.8% | 0.01% | ABS-MBS |
| 1684 | Fnma Pass-Thru I | FN | Sep 2022 | 260,475 | -4,969 | $224K | -0.6% | 0.01% | ABS-MBS |
| 1685 | Bank of Nova Scotia | BNS | Sep 2022 | 260,000 | — | $223K | +2.2% | 0.01% | DBT |
| 1686 | Citigroup Inc. | C | Sep 2022 | 230,000 | — | $223K | +2.0% | 0.01% | DBT |
| 1687 | CSAIL COMMERCIAL MORTGAGE TRUST | CSAIL | Sep 2022 | 300,000 | — | $223K | -4.7% | 0.01% | ABS-O |
| 1688 | Bank of America Corporation | BAC | Sep 2022 | 225,000 | — | $223K | +0.5% | 0.01% | DBT |
| 1689 | FIRSTKEY HOMES TRUST | FKH | Sep 2022 | 250,000 | — | $223K | -2.4% | 0.01% | ABS-O |
| 1690 | Martin Marietta Materials Inc | MLM | Sep 2022 | 325,000 | — | $223K | +8.9% | 0.01% | DBT |
| 1691 | Waste Connections Inc (CA) Inc | WCNCN | Dec 2022 | 238,000 | New | $222K | — | 0.01% | DBT |
| 1692 | Fnma Pass-Thru I | FN | Sep 2022 | 256,343 | -9,184 | $222K | -2.3% | 0.01% | ABS-MBS |
| 1693 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 247,948 | -7,458 | $222K | -2.1% | 0.01% | ABS-MBS |
| 1694 | American International Group, Inc. | AIG | Sep 2022 | 250,000 | — | $222K | +1.7% | 0.01% | DBT |
| 1695 | Oracle Corporation | ORCL | Sep 2022 | 300,000 | +50,000 | $222K | +30.7% | 0.01% | DBT |
| 1696 | Credit Suisse Group AG | CS | Sep 2022 | 250,000 | — | $221K | -2.8% | 0.01% | DBT |
| 1697 | Fnma Pass-Thru I | FN | Sep 2022 | 268,696 | -11,718 | $221K | -3.2% | 0.01% | ABS-MBS |
| 1698 | Credit Suisse Group Funding (Guernsey) Limited | CS | Sep 2022 | 250,000 | New | $221K | — | 0.01% | DBT |
| 1699 | Government National Mortgage Association | GNR | Sep 2022 | 254,240 | -5,832 | $221K | -4.3% | 0.01% | ABS-MBS |
| 1700 | Wells Fargo & Company | WFC | Sep 2022 | 260,000 | — | $220K | +5.6% | 0.01% | DBT |
| 1701 | FIRSTKEY HOMES TRUST | FKH | Sep 2022 | 250,000 | — | $220K | -2.3% | 0.01% | ABS-O |
| 1702 | Intesa Sanpaolo S.p.A. | ISPIM | Sep 2022 | 220,000 | — | $220K | +0.5% | 0.01% | DBT |
| 1703 | Fnma Pass-Thru I | FN | Sep 2022 | 256,112 | -5,972 | $220K | -1.5% | 0.01% | ABS-MBS |
| 1704 | Romania (Republic Of) | ROMANI | Sep 2022 | 250,000 | — | $220K | +18.7% | 0.01% | DBT |
| 1705 | Amazon.com, Inc. | AMZN | Sep 2022 | 220,000 | — | $219K | +4.1% | 0.01% | DBT |
| 1706 | Citigroup Inc. | C | Sep 2022 | 220,000 | — | $219K | +0.2% | 0.01% | DBT |
| 1707 | Wamu Mortgage Pass-Through CTFS TR | WAMU | Sep 2022 | 252,533 | -4,733 | $219K | -4.0% | 0.01% | ABS-O |
| 1708 | Credit Agricole S.A. | ACAFP | Sep 2022 | 250,000 | — | $219K | +1.3% | 0.01% | DBT |
| 1709 | Credit Suisse AG | CS | Sep 2022 | 225,000 | — | $218K | -1.9% | 0.01% | DBT |
| 1710 | Macquarie Group Ltd. | MQGAU | Sep 2022 | 250,000 | — | $218K | +1.9% | 0.01% | DBT |
| 1711 | Fnma Pass-Thru I | FN | Sep 2022 | 263,813 | -3,533 | $217K | -0.3% | 0.01% | ABS-MBS |
| 1712 | NXP B V / NXP Funding LLC & NXP USA Inc | NXPI | Sep 2022 | 250,000 | — | $217K | +4.1% | 0.01% | DBT |
| 1713 | Lloyds Banking Group PLC | LLOYDS | Sep 2022 | 230,000 | — | $217K | +3.5% | 0.01% | DBT |
| 1714 | The Boeing Company | BA | Sep 2022 | 210,000 | — | $217K | +7.9% | 0.01% | DBT |
| 1715 | AT&T Inc | T | Sep 2022 | 275,000 | — | $217K | +4.2% | 0.01% | DBT |
| 1716 | Aercap Ireland Capital DAC | AER | Sep 2022 | 275,000 | New | $216K | — | 0.01% | DBT |
| 1717 | Federal National Mortgage Association | FNMA | Sep 2022 | 219,598 | -10,838 | $216K | -4.4% | 0.01% | ABS-MBS |
| 1718 | Bio-Rad Laboratories, Inc. | BIO | Sep 2022 | 250,000 | — | $216K | +2.1% | 0.01% | DBT |
| 1719 | Waste Management, Inc. | WM | Sep 2022 | 225,000 | — | $215K | +3.4% | 0.01% | DBT |
| 1720 | Option Care/BioScrip | OPCH | Sep 2022 | 216,061 | — | $215K | +1.8% | 0.01% | LON |
| 1721 | American Transmission Systems, Incorporated | FE | Sep 2022 | 260,000 | — | $215K | +5.0% | 0.01% | DBT |
| 1722 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 229,262 | -8,831 | $215K | -2.2% | 0.01% | ABS-MBS |
| 1723 | BANK 2021-BNK32 | BANK | Sep 2022 | 300,000 | — | $215K | -4.8% | 0.01% | ABS-O |
| 1724 | Federal National Mortgage Association | FNMA | Sep 2022 | 207,034 | -6,724 | $215K | -3.4% | 0.01% | ABS-O |
| 1725 | The Williams Companies, Inc. | WMB | Sep 2022 | 181,000 | — | $214K | +1.6% | 0.01% | DBT |
| 1726 | Federal National Mortgage Association | FNMA | Sep 2022 | 230,434 | -10,066 | $214K | -2.6% | 0.01% | ABS-MBS |
| 1727 | Nike, Inc. | NKE | Sep 2022 | 270,000 | — | $214K | +7.4% | 0.01% | DBT |
| 1728 | Pacific Gas and Electric Company | PCG | Sep 2022 | 250,000 | — | $214K | +5.7% | 0.01% | DBT |
| 1729 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 258,664 | -5,589 | $214K | -1.1% | 0.01% | ABS-MBS |
| 1730 | Paypal Holdings Incorporation | PYPL | Sep 2022 | 230,000 | — | $214K | +0.7% | 0.01% | DBT |
| 1731 | CURRENCY CONTRACT - MXN | 000000000 | Sep 2022 | -5,065,805 | New | $213K | — | 0.01% | DFE |
| 1732 | Fnma Pass-Thru I | FN | Sep 2022 | 258,189 | -5,027 | $213K | -1.0% | 0.01% | ABS-MBS |
| 1733 | HSBC Holdings PLC | HSBC | Sep 2022 | 220,000 | — | $212K | +1.5% | 0.01% | DBT |
| 1734 | Paraguay (Republic of) | PARGUY | Sep 2022 | 240,000 | — | $212K | +11.7% | 0.01% | DBT |
| 1735 | Bank of America Corporation | BAC | Sep 2022 | 270,000 | — | $212K | +5.4% | 0.01% | DBT |
| 1736 | Indonesia (Republic of) | INDON | Sep 2022 | 290,000 | — | $210K | +9.0% | 0.01% | DBT |
| 1737 | United States Treasury Bonds | T | Sep 2022 | 200,000 | — | $210K | -0.7% | 0.01% | DBT |
| 1738 | Nomura Holdings, Inc. | NOMURA | Sep 2022 | 270,000 | — | $210K | +4.5% | 0.01% | DBT |
| 1739 | Waste Management, Inc. | WM | Sep 2022 | 250,000 | — | $209K | +1.9% | 0.01% | DBT |
| 1740 | Wamu Mortgage Pass-Through CTFS TR | WAMU | Sep 2022 | 226,014 | -2,987 | $209K | -3.1% | 0.01% | ABS-O |
| 1741 | OIS_CCP JPY RCV TONAR1D PAY 0.75% 20-MAR-2038 | 000000000 | Sep 2022 | 489,200,000 | New | $209K | — | 0.01% | DIR |
| 1742 | Western Midstream Operating LP | WES | Sep 2022 | 220,000 | — | $209K | +1.6% | 0.01% | DBT |
| 1743 | Bank of Nova Scotia | BNS | Dec 2022 | 200,000 | New | $209K | — | 0.01% | DBT |
| 1744 | Anglo American Capital PLC | AALLN | Sep 2022 | 220,000 | — | $208K | +3.2% | 0.01% | DBT |
| 1745 | Credit Suisse Group AG | CS | Sep 2022 | 250,000 | New | $208K | — | 0.01% | DBT |
| 1746 | Asurion | ASUCOR | Sep 2022 | 236,400 | -600 | $208K | +3.5% | 0.01% | LON |
| 1747 | African Export-Import Bank | AFREXI | Sep 2022 | 250,000 | — | $207K | +2.2% | 0.01% | DBT |
| 1748 | Cloudera | CLDR | Sep 2022 | 218,350 | -550 | $207K | +6.9% | 0.01% | LON |
| 1749 | Amazon.com, Inc. | AMZN | Sep 2022 | 220,000 | — | $207K | +1.4% | 0.01% | DBT |
| 1750 | Lloyds Banking Group PLC | LLOYDS | Sep 2022 | 210,000 | — | $206K | +0.3% | 0.01% | DBT |
| 1751 | Danske Bank A/S | DANBNK | Sep 2022 | 220,000 | — | $206K | +0.7% | 0.01% | DBT |
| 1752 | American Express Company | AXP | Sep 2022 | 210,000 | — | $206K | +0.5% | 0.01% | DBT |
| 1753 | Fnma Pass-Thru I | FN | Sep 2022 | 238,697 | -5,463 | $206K | -0.9% | 0.01% | ABS-MBS |
| 1754 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 225,979 | -10,589 | $206K | -5.0% | 0.01% | ABS-O |
| 1755 | Verscend (Cotiviti) | VCVHHO | Sep 2022 | 206,299 | -522 | $205K | +2.1% | 0.01% | LON |
| 1756 | Pepsico Inc | PEP | Sep 2022 | 250,000 | — | $205K | +2.1% | 0.01% | DBT |
| 1757 | Union Pacific Corporation | UNP | Sep 2022 | 210,000 | — | $204K | -0.3% | 0.01% | DBT |
| 1758 | Russian Federation | RUSSIA | Sep 2022 | 48,570,000 | — | $204K | -23.3% | 0.01% | DBT |
| 1759 | Ford Motor Company | F | Sep 2022 | 220,000 | — | $204K | +5.0% | 0.01% | DBT |
| 1760 | Federal National Mortgage Association | FNMA | Sep 2022 | 212,091 | -8,730 | $204K | -2.7% | 0.01% | ABS-MBS |
| 1761 | HSBC Holdings PLC | HSBC | Sep 2022 | 225,000 | -825,000 | $204K | -78.2% | 0.01% | DBT |
| 1762 | AT&T Inc | T | Sep 2022 | 301,000 | — | $203K | +2.4% | 0.01% | DBT |
| 1763 | Teledyne FLIR LLC | TDY | Sep 2022 | 250,000 | — | $203K | +3.7% | 0.01% | DBT |
| 1764 | Morgan Stanley | MS | Sep 2022 | 220,000 | — | $202K | +2.0% | 0.01% | DBT |
| 1765 | Government National Mortgage Association | GNR | Sep 2022 | 207,902 | -7,722 | $202K | -3.7% | 0.01% | ABS-MBS |
| 1766 | Fnma Pass-Thru I | FN | Sep 2022 | 217,065 | -6,789 | $202K | -2.3% | 0.01% | ABS-MBS |
| 1767 | AutoNation, Inc. | AN | Sep 2022 | 225,000 | — | $202K | +1.8% | 0.01% | DBT |
| 1768 | Hilton Domestic Operating Co Inc. | HLT | Sep 2022 | 250,000 | -157,000 | $201K | -35.8% | 0.01% | DBT |
| 1769 | Workday Inc | WDAY | Sep 2022 | 225,000 | New | $200K | — | 0.01% | DBT |
| 1770 | Ford Motor Credit Company LLC | F | Sep 2022 | 220,000 | — | $200K | +4.3% | 0.01% | DBT |
| 1771 | Dominion Energy Inc | D | Sep 2022 | 225,000 | — | $199K | +2.8% | 0.01% | DBT |
| 1772 | UnitedHealth Group Inc. | UNH | Sep 2022 | 290,000 | — | $199K | +4.1% | 0.01% | DBT |
| 1773 | Fnma Pass-Thru I | FN | Dec 2022 | 200,000 | New | $199K | — | 0.01% | ABS-MBS |
| 1774 | Amazon.com, Inc. | AMZN | Sep 2022 | 310,000 | — | $199K | +2.4% | 0.01% | DBT |
| 1775 | CITIGROUP COMMERCIAL MORTGAGE TRUST | CGCMT | Sep 2022 | 330,000 | — | $199K | -6.6% | 0.01% | ABS-O |
| 1776 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 206,107 | -841 | $199K | +0.5% | 0.01% | ABS-MBS |
| 1777 | Fnma Pass-Thru I | FN | Dec 2022 | 199,571 | New | $199K | — | 0.01% | ABS-MBS |
| 1778 | Fnma Pass-Thru I | FN | Dec 2022 | 200,000 | New | $198K | — | 0.01% | ABS-MBS |
| 1779 | Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A. | JCI | Sep 2022 | 200,000 | — | $198K | +4.5% | 0.01% | DBT |
| 1780 | DH Europe Finance II SARL | DHR | Sep 2022 | 225,000 | — | $198K | +2.7% | 0.01% | DBT |
| 1781 | Exxon Mobil Corporation | XOM | Sep 2022 | 230,000 | — | $197K | +3.6% | 0.01% | DBT |
| 1782 | CVS Health Corp | CVS | Sep 2022 | 205,000 | — | $197K | +0.1% | 0.01% | DBT |
| 1783 | Glencore Funding LLC | GLENLN | Sep 2022 | 210,000 | — | $197K | +2.6% | 0.01% | DBT |
| 1784 | Morgan Stanley | MS | Sep 2022 | 210,000 | — | $197K | +1.9% | 0.01% | DBT |
| 1785 | Devon Energy Corporation | DVN | Sep 2022 | 230,000 | New | $197K | — | 0.01% | DBT |
| 1786 | Fnma Pass-Thru I | FN | Dec 2022 | 200,000 | New | $197K | — | 0.01% | ABS-MBS |
| 1787 | Duke Energy Corp | DUK | Sep 2022 | 200,000 | — | $197K | +0.0% | 0.01% | DBT |
| 1788 | Fnma Pass-Thru I | FN | Sep 2022 | 211,214 | -7,596 | $196K | -1.9% | 0.01% | ABS-MBS |
| 1789 | Continental Resources, Inc. | CLR | Sep 2022 | 210,000 | +150,000 | $196K | +260.4% | 0.01% | DBT |
| 1790 | CLI FUNDING VIII LLC | CLIF | Sep 2022 | 229,533 | -5,000 | $196K | -2.7% | 0.01% | ABS-O |
| 1791 | General Motors Company | GM | Sep 2022 | 200,000 | — | $195K | +1.1% | 0.01% | DBT |
| 1792 | Fnma Pass-Thru I | FN | Sep 2022 | 226,556 | -10,058 | $195K | -2.5% | 0.01% | ABS-MBS |
| 1793 | Huntsman International LLC | HUN | Sep 2022 | 250,000 | — | $195K | +3.6% | 0.01% | DBT |
| 1794 | Verizon Communications Inc. | VZ | Sep 2022 | 250,000 | — | $195K | +3.9% | 0.01% | DBT |
| 1795 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 220,000 | — | $195K | +6.1% | 0.01% | DBT |
| 1796 | Credit Suisse Group AG | CS | Sep 2022 | 250,000 | New | $195K | — | 0.01% | DBT |
| 1797 | United Air Lines, Inc. | UAL | Sep 2022 | 210,000 | — | $195K | +3.8% | 0.01% | DBT |
| 1798 | Arch Capital Group Ltd. | ACGL | Sep 2022 | 175,000 | — | $195K | +0.5% | 0.01% | DBT |
| 1799 | ABN AMRO Bank N.V. | ABNANV | Sep 2022 | 200,000 | — | $194K | +0.8% | 0.01% | DBT |
| 1800 | Centerpoint Energy Inc | CNP | Sep 2022 | 206,000 | — | $194K | +3.0% | 0.01% | DBT |
| 1801 | BNP Paribas SA | BNP | Sep 2022 | 200,000 | — | $194K | +5.5% | 0.01% | DBT |
| 1802 | General Motors Company | GM | Sep 2022 | 190,000 | — | $194K | +1.8% | 0.01% | DBT |
| 1803 | Northwestern Mutual Life Insurance Co. | NWMLIC | Sep 2022 | 250,000 | — | $193K | +2.2% | 0.01% | DBT |
| 1804 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 198,368 | -12,204 | $193K | -4.6% | 0.01% | ABS-MBS |
| 1805 | FLORIDA ST BRD ADMIN FIN CORP | FLSGEN | Sep 2022 | 235,000 | — | $193K | +2.0% | 0.01% | DBT |
| 1806 | Intesa Sanpaolo S.p.A. | ISPIM | Sep 2022 | 200,000 | — | $193K | +5.8% | 0.01% | DBT |
| 1807 | Government National Mortgage Association | GNR | Sep 2022 | 200,010 | -7,369 | $192K | -2.3% | 0.01% | ABS-MBS |
| 1808 | ResLoC UK 2007-1 PLC | RLOC | Sep 2022 | 168,003 | -10,681 | $192K | +2.7% | 0.01% | ABS-O |
| 1809 | HSBC Holdings PLC | HSBC | Sep 2022 | 200,000 | — | $192K | +4.2% | 0.01% | DBT |
| 1810 | Fnma Pass-Thru I | FN | Sep 2022 | 199,516 | -6,524 | $192K | -1.8% | 0.01% | ABS-MBS |
| 1811 | CVS Health Corp | CVS | Sep 2022 | 240,000 | New | $192K | — | 0.01% | DBT |
| 1812 | Altice France S.A | SFRFP | Sep 2022 | 250,000 | — | $191K | +1.2% | 0.01% | DBT |
| 1813 | UnitedHealth Group Inc. | UNH | Sep 2022 | 200,000 | — | $191K | +2.7% | 0.01% | DBT |
| 1814 | Mars Inc. (Del) | MARS | Sep 2022 | 200,000 | — | $191K | +0.1% | 0.01% | DBT |
| 1815 | Mars Inc. (Del) | MARS | Sep 2022 | 200,000 | New | $191K | — | 0.01% | DBT |
| 1816 | Lloyds Banking Group PLC | LLOYDS | Sep 2022 | 200,000 | New | $191K | — | 0.01% | DBT |
| 1817 | CVS Health Corp | CVS | Sep 2022 | 200,000 | — | $190K | +1.6% | 0.01% | DBT |
| 1818 | Fnma Pass-Thru I | FN | Sep 2022 | 200,000 | — | $190K | +1.2% | 0.01% | ABS-MBS |
| 1819 | Panama (Republic of) | PANAMA | Sep 2022 | 250,000 | — | $190K | +8.5% | 0.01% | DBT |
| 1820 | Petroleos Mexicanos | PEMEX | Sep 2022 | 200,000 | — | $189K | +5.0% | 0.01% | DBT |
| 1821 | Virgin Media Sec Finance PLC | VMED | Sep 2022 | 210,000 | — | $189K | +4.6% | 0.01% | DBT |
| 1822 | General Motors Company | GM | Sep 2022 | 214,000 | — | $189K | +5.3% | 0.01% | DBT |
| 1823 | AIA Group Ltd, Hong Kong | AIA | Sep 2022 | 200,000 | — | $188K | +0.4% | 0.01% | DBT |
| 1824 | Government National Mortgage Association | GNR | Sep 2022 | 187,528 | -6,196 | $187K | -2.0% | 0.01% | ABS-MBS |
| 1825 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 198,595 | -842 | $187K | +0.8% | 0.01% | ABS-MBS |
| 1826 | Tennessee Valley Authority | TVAS | Sep 2022 | 1,000,000 | — | $187K | +1.0% | 0.01% | DBT |
| 1827 | MPLX LP | MPLX | Sep 2022 | 210,000 | New | $187K | — | 0.01% | DBT |
| 1828 | Corebridge Financial Inc. | CRBG | Sep 2022 | 200,000 | — | $187K | +1.9% | 0.01% | DBT |
| 1829 | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp. | CMLP | Sep 2022 | 200,000 | — | $186K | +2.7% | 0.01% | DBT |
| 1830 | Fnma Pass-Thru I | FN | Sep 2022 | 225,834 | -11,027 | $186K | -3.8% | 0.01% | ABS-MBS |
| 1831 | LOS ANGELES CALIF MUN IMPT CORP | LOSGEN | Sep 2022 | 225,000 | — | $186K | -0.4% | 0.01% | DBT |
| 1832 | AT&T Inc | T | Sep 2022 | 200,000 | — | $186K | +4.5% | 0.01% | DBT |
| 1833 | Federal National Mortgage Association | FNMA | Sep 2022 | 315,368 | +1,572 | $186K | -1.3% | 0.01% | ABS-O |
| 1834 | NatWest Group PLC | NWG | Sep 2022 | 200,000 | — | $186K | +0.5% | 0.01% | DBT |
| 1835 | Government National Mortgage Association | GNR | Sep 2022 | 198,528 | -5,776 | $185K | -1.1% | 0.01% | ABS-MBS |
| 1836 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 190,739 | -2,683 | $185K | -0.3% | 0.01% | ABS-MBS |
| 1837 | Standard Buildings Solutions Inc. | BMCAUS | Sep 2022 | 200,000 | — | $185K | +4.2% | 0.01% | DBT |
| 1838 | Fnma Pass-Thru I | FN | Sep 2022 | 194,870 | -2,167 | $184K | +0.3% | 0.01% | ABS-MBS |
| 1839 | Cintas Corporation No. 2 | CTAS | Sep 2022 | 190,000 | — | $184K | +1.9% | 0.01% | DBT |
| 1840 | Bank of America Corporation | BAC | Sep 2022 | 194,246 | -14,402 | $183K | -9.5% | 0.01% | ABS-O |
| 1841 | Fnma Pass-Thru I | FN | Sep 2022 | 192,877 | -2,819 | $183K | -0.0% | 0.01% | ABS-MBS |
| 1842 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 171,358 | -4,642 | $182K | +0.1% | 0.01% | ABS-O |
| 1843 | Republic Services, Inc. | RSG | Sep 2022 | 190,000 | — | $182K | +0.4% | 0.01% | DBT |
| 1844 | Federal National Mortgage Association | FNMA | Sep 2022 | 184,858 | -18,398 | $182K | -7.9% | 0.01% | ABS-MBS |
| 1845 | Federal National Mortgage Association | FNMA | Sep 2022 | 183,154 | -2,099 | $182K | +1.7% | 0.01% | ABS-MBS |
| 1846 | New York Life Global Funding | NYLIFE | Sep 2022 | 200,000 | — | $181K | +1.1% | 0.01% | DBT |
| 1847 | Syneos Health Inc | SYNH | Sep 2022 | 225,000 | — | $181K | +1.1% | 0.01% | DBT |
| 1848 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 188,229 | -42,364 | $181K | -16.5% | 0.01% | ABS-MBS |
| 1849 | Fnma Pass-Thru I | FN | Sep 2022 | 193,470 | -4,897 | $180K | -1.3% | 0.01% | ABS-MBS |
| 1850 | Dollar General Corporation | DG | Dec 2022 | 180,000 | New | $180K | — | 0.01% | STIV |
| 1851 | VMED O2 UK Financing I PLC | VMED | Sep 2022 | 220,000 | — | $180K | +5.7% | 0.01% | DBT |
| 1852 | Elevance Health Inc. | ELV | Sep 2022 | 190,000 | — | $180K | +1.5% | 0.01% | DBT |
| 1853 | Citigroup Inc. | C | Sep 2022 | 190,000 | — | $180K | +0.9% | 0.01% | DBT |
| 1854 | JSC National Company KazMunayGas | KZOKZ | Sep 2022 | 200,000 | — | $180K | +13.1% | 0.01% | DBT |
| 1855 | Northrop Grumman Corporation | NOC | Sep 2022 | 180,000 | — | $180K | +4.2% | 0.01% | DBT |
| 1856 | Otis Worldwide Corp. | OTIS | Sep 2022 | 200,000 | — | $180K | +1.2% | 0.01% | DBT |
| 1857 | Government National Mortgage Association | GNR | Sep 2022 | 196,936 | -2,114 | $179K | -1.0% | 0.01% | ABS-MBS |
| 1858 | Government National Mortgage Association | GNR | Sep 2022 | 191,184 | -28,328 | $179K | -12.6% | 0.01% | ABS-MBS |
| 1859 | Government National Mortgage Association | GNR | Sep 2022 | 196,260 | -976 | $179K | +0.3% | 0.01% | ABS-MBS |
| 1860 | EQT Corporation | EQT | Sep 2022 | 210,000 | — | $179K | +1.8% | 0.01% | DBT |
| 1861 | Wells Fargo & Company | WFC | Sep 2022 | 190,000 | — | $179K | +8.1% | 0.01% | DBT |
| 1862 | Mexico (United Mexican States) | MEX | Sep 2022 | 221,000 | New | $178K | — | 0.01% | DBT |
| 1863 | OIS_CCP USD RCV SOFR1D PAY 3.27% 30-APR-2029 | 000000000 | Sep 2022 | 7,817,000 | New | $178K | — | 0.01% | DIR |
| 1864 | Government National Mortgage Association | GNR | Sep 2022 | 181,197 | -6,446 | $177K | -2.2% | 0.01% | ABS-MBS |
| 1865 | Federal National Mortgage Association | FNMA | Sep 2022 | 180,127 | -13,537 | $177K | -5.7% | 0.01% | ABS-MBS |
| 1866 | Chevron Corporation | CVX | Sep 2022 | 190,000 | — | $177K | +0.8% | 0.01% | DBT |
| 1867 | Avolon | AVOL | Sep 2022 | 176,850 | -450 | $177K | +2.1% | 0.01% | LON |
| 1868 | Raytheon Technologies Corporation | RTX | Sep 2022 | 180,000 | New | $176K | — | 0.01% | DBT |
| 1869 | Spectrum Management Holding Company LLC | TWC | Sep 2022 | 200,000 | +100,000 | $176K | +113.1% | 0.01% | DBT |
| 1870 | Government National Mortgage Association | GNR | Sep 2022 | 189,011 | -7,853 | $176K | -2.9% | 0.01% | ABS-MBS |
| 1871 | Sutter Health | SUTHEA | Sep 2022 | 215,000 | — | $175K | +0.8% | 0.01% | DBT |
| 1872 | Workday Inc | WDAY | Sep 2022 | 190,000 | New | $175K | — | 0.01% | DBT |
| 1873 | Government National Mortgage Association | GNR | Dec 2022 | 200,000 | New | $174K | — | 0.01% | ABS-MBS |
| 1874 | Fnma Pass-Thru I | FN | Dec 2022 | 202,519 | New | $174K | — | 0.01% | ABS-MBS |
| 1875 | JPMorgan Chase & Co. | JPM | Sep 2022 | 175,000 | — | $173K | +0.4% | 0.01% | DBT |
| 1876 | Eaton Corporation | ETN | Sep 2022 | 200,000 | — | $173K | +4.6% | 0.01% | DBT |
| 1877 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 194,224 | -1,876 | $173K | -0.1% | 0.01% | ABS-MBS |
| 1878 | Fnma Pass-Thru I | FN | Sep 2022 | 180,400 | -5,112 | $172K | -2.1% | 0.01% | ABS-MBS |
| 1879 | Amsted Industries Incorporated | AMSIND | Sep 2022 | 200,000 | — | $171K | +3.0% | 0.01% | DBT |
| 1880 | Bank 2018-Bnk14 | BANK | Sep 2022 | 250,000 | — | $171K | -4.3% | 0.01% | ABS-O |
| 1881 | Air Lease Corporation | AL | Sep 2022 | 180,000 | New | $171K | — | 0.01% | DBT |
| 1882 | Federal National Mortgage Association | FNMA | Sep 2022 | 177,059 | -6,126 | $170K | -1.5% | 0.01% | ABS-MBS |
| 1883 | Government National Mortgage Association | GNR | Sep 2022 | 190,195 | -3,830 | $170K | -1.1% | 0.01% | ABS-MBS |
| 1884 | Abbott Laboratories | ABT | Sep 2022 | 170,000 | — | $170K | +2.2% | 0.01% | DBT |
| 1885 | Walt Disney Company | DIS | Sep 2022 | 150,000 | — | $170K | +3.5% | 0.01% | DBT |
| 1886 | Halliburton Company | HAL | Sep 2022 | 190,000 | — | $170K | +7.3% | 0.01% | DBT |
| 1887 | Government National Mortgage Association | GNR | Sep 2022 | 189,219 | -4,998 | $170K | -1.8% | 0.01% | ABS-MBS |
| 1888 | Citigroup Inc. | C | Sep 2022 | 170,000 | — | $169K | +0.2% | 0.01% | DBT |
| 1889 | Exxon Mobil Corporation | XOM | Sep 2022 | 190,000 | — | $169K | +3.8% | 0.01% | DBT |
| 1890 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 179,457 | -4,280 | $168K | -0.4% | 0.01% | ABS-MBS |
| 1891 | State Street Corporation | STT | Sep 2022 | 190,000 | +140,000 | $168K | +290.5% | 0.01% | DBT |
| 1892 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 189,080 | -2,202 | $168K | -0.1% | 0.01% | ABS-MBS |
| 1893 | Fnma Pass-Thru I | FN | Sep 2022 | 183,869 | -4,663 | $168K | -0.7% | 0.01% | ABS-MBS |
| 1894 | Prosus NV | PRXNA | Sep 2022 | 200,000 | — | $167K | +11.4% | 0.01% | DBT |
| 1895 | Honeywell International Inc. | HON | Sep 2022 | 180,000 | — | $167K | +0.5% | 0.01% | DBT |
| 1896 | BHP Billiton Finance (USA) Ltd. | BHP | Sep 2022 | 170,000 | — | $167K | +3.2% | 0.01% | DBT |
| 1897 | Government National Mortgage Association | GNR | Sep 2022 | 185,649 | -6,046 | $166K | -2.4% | 0.01% | ABS-MBS |
| 1898 | JPMorgan Chase & Co. | JPM | Sep 2022 | 200,000 | — | $166K | +4.4% | 0.01% | DBT |
| 1899 | Westpac Banking Corp. | WSTP | Sep 2022 | 175,000 | — | $165K | +3.4% | 0.01% | DBT |
| 1900 | Amazon.com, Inc. | AMZN | Sep 2022 | 190,000 | +90,000 | $165K | +94.5% | 0.01% | DBT |
| 1901 | Fnma Pass-Thru I | FN | Sep 2022 | 180,209 | -5,060 | $164K | -1.2% | 0.01% | ABS-MBS |
| 1902 | Morgan Stanley | MS | Sep 2022 | 175,000 | New | $164K | — | 0.01% | DBT |
| 1903 | Fnma Pass-Thru I | FN | Sep 2022 | 183,482 | -5,646 | $164K | -2.2% | 0.01% | ABS-MBS |
| 1904 | Jgwpt Xxxviii Llc 2017-1 | HENDR | Sep 2022 | 188,196 | -2,243 | $164K | -2.8% | 0.01% | ABS-O |
| 1905 | Venture Global Calcasieu Pass LLC | VENTGL | Sep 2022 | 200,000 | — | $164K | +5.0% | 0.01% | DBT |
| 1906 | Macquarie Bank Limited, London Branch | MQGAU | Sep 2022 | 225,000 | — | $164K | -0.9% | 0.01% | DBT |
| 1907 | Federal National Mortgage Association | FNMA | Sep 2022 | 175,858 | -6,078 | $164K | -2.5% | 0.01% | ABS-MBS |
| 1908 | Federal National Mortgage Association | FNMA | Dec 2022 | 200,000 | New | $163K | — | 0.01% | ABS-MBS |
| 1909 | Fnma Pass-Thru I | FN | Sep 2022 | 187,678 | -2,216 | $162K | -0.2% | 0.01% | ABS-MBS |
| 1910 | Fnma Pass-Thru I | FN | Sep 2022 | 181,629 | -3,682 | $162K | -1.1% | 0.01% | ABS-MBS |
| 1911 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 188,991 | -6,170 | $162K | -1.8% | 0.01% | ABS-MBS |
| 1912 | AT&T Inc | T | Sep 2022 | 197,000 | — | $162K | +3.8% | 0.01% | DBT |
| 1913 | DEL MONTE FOODS TM LN | LX2026362 | Sep 2022 | 166,455 | -433,545 | $162K | -71.9% | 0.01% | LON |
| 1914 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 188,197 | -3,830 | $161K | -0.7% | 0.01% | ABS-MBS |
| 1915 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 188,001 | -5,784 | $161K | -1.6% | 0.01% | ABS-MBS |
| 1916 | Fnma Pass-Thru I | FN | Sep 2022 | 187,705 | -2,907 | $161K | -0.2% | 0.01% | ABS-MBS |
| 1917 | Enterprise Products Operating LLC | EPD | Sep 2022 | 220,000 | — | $161K | +3.7% | 0.01% | DBT |
| 1918 | United States Treasury Notes | T | Sep 2022 | 170,000 | New | $161K | — | 0.01% | DBT |
| 1919 | Greenko Power II Limited | GRNKEN | Sep 2022 | 191,000 | -4,500 | $160K | +4.0% | 0.01% | DBT |
| 1920 | Indonesia (Republic of) | INDON | Sep 2022 | 240,000 | — | $160K | +8.3% | 0.01% | DBT |
| 1921 | NXP B V / NXP Funding LLC & NXP USA Inc | NXPI | Sep 2022 | 200,000 | — | $160K | +6.5% | 0.01% | DBT |
| 1922 | NXP B V / NXP Funding LLC & NXP USA Inc | NXPI | Sep 2022 | 170,000 | New | $160K | — | 0.01% | DBT |
| 1923 | Freddie Mac Stacr Remic Trust | STACR | Sep 2022 | 162,219 | -11,447 | $160K | -5.6% | 0.01% | ABS-O |
| 1924 | Ford Motor Credit Company LLC | F | Sep 2022 | 200,000 | — | $160K | +5.4% | 0.01% | DBT |
| 1925 | Voya Financial Inc | VOYA | Sep 2022 | 170,000 | — | $159K | +4.0% | 0.01% | DBT |
| 1926 | American Homes 4 Rent L P | AMH | Sep 2022 | 205,000 | — | $159K | +2.8% | 0.01% | DBT |
| 1927 | Fnma Pass-Thru I | FN | Sep 2022 | 185,485 | -5,131 | $159K | -1.3% | 0.01% | ABS-MBS |
| 1928 | Fnma Pass-Thru I | FN | Sep 2022 | 177,132 | -5,622 | $159K | -2.3% | 0.01% | ABS-MBS |
| 1929 | Elevance Health Inc. | ELV | Sep 2022 | 180,000 | — | $158K | +4.0% | 0.01% | DBT |
| 1930 | Comcast Corporation | CMCSA | Sep 2022 | 190,000 | — | $158K | +5.7% | 0.01% | DBT |
| 1931 | Lincoln National Corporation | LNC | Dec 2022 | 150,000 | New | $158K | — | 0.01% | DBT |
| 1932 | DISH DBS Corporation | DISH | Sep 2022 | 170,000 | — | $158K | +4.2% | 0.01% | DBT |
| 1933 | Fnma Pass-Thru I | FN | Sep 2022 | 182,092 | -3,990 | $158K | -0.8% | 0.01% | ABS-MBS |
| 1934 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 183,792 | -1,120 | $158K | +0.7% | 0.01% | ABS-MBS |
| 1935 | Phillips 66 | PSX | Sep 2022 | 175,000 | — | $157K | +2.7% | 0.01% | DBT |
| 1936 | EOG Resources, Inc. | EOG | Sep 2022 | 160,000 | — | $157K | +0.8% | 0.01% | DBT |
| 1937 | Fnma Pass-Thru I | FN | Sep 2022 | 190,277 | -1,760 | $157K | +0.2% | 0.01% | ABS-MBS |
| 1938 | Magallanes Inc. | WBD | Sep 2022 | 180,000 | — | $156K | +0.4% | 0.01% | DBT |
| 1939 | HCA Inc. | HCA | Sep 2022 | 180,000 | — | $156K | +4.8% | 0.01% | DBT |
| 1940 | TUCSON ARIZ | TUCCTF | Sep 2022 | 205,000 | — | $156K | -2.2% | 0.01% | DBT |
| 1941 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 180,362 | -3,204 | $156K | +0.0% | 0.01% | ABS-MBS |
| 1942 | United Rentals (North America), Inc. | URI | Sep 2022 | 190,000 | — | $155K | +3.8% | 0.01% | DBT |
| 1943 | Fnma Pass-Thru I | FN | Sep 2022 | 180,167 | -3,839 | $155K | -0.5% | 0.01% | ABS-MBS |
| 1944 | Federal National Mortgage Association | FNMA | Sep 2022 | 157,542 | -4,677 | $155K | -2.5% | 0.01% | ABS-MBS |
| 1945 | Banco Santander, S.A. | SANTAN | Sep 2022 | 200,000 | — | $155K | +9.4% | 0.01% | DBT |
| 1946 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 189,583 | -1,147 | $155K | -0.1% | 0.01% | ABS-MBS |
| 1947 | Fnma Pass-Thru I | FN | Sep 2022 | 181,830 | -1,079 | $155K | +0.3% | 0.01% | ABS-MBS |
| 1948 | United States Treasury Notes | T | Sep 2022 | 160,000 | — | $155K | +0.7% | 0.01% | DBT |
| 1949 | Fnma Pass-Thru I | FN | Sep 2022 | 179,832 | -2,768 | $155K | -0.0% | 0.01% | ABS-MBS |
| 1950 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 188,959 | -5,252 | $154K | -2.2% | 0.01% | ABS-MBS |
| 1951 | Wave 2019-1 LLC/LTD | WAAV | Sep 2022 | 202,624 | -5,525 | $154K | -6.8% | 0.01% | ABS-O |
| 1952 | Qatar Energy | QPETRO | Sep 2022 | 200,000 | — | $154K | +5.5% | 0.01% | DBT |
| 1953 | Mexico (United Mexican States) | MEX | Sep 2022 | 200,000 | — | $154K | +5.7% | 0.01% | DBT |
| 1954 | iHeart Communications | IHRT | Sep 2022 | 167,519 | — | $154K | -2.4% | 0.01% | LON |
| 1955 | Fnma Pass-Thru I | FN | Sep 2022 | 177,641 | -3,035 | $154K | -0.5% | 0.01% | ABS-MBS |
| 1956 | Amazon.com, Inc. | AMZN | Sep 2022 | 190,000 | — | $154K | +2.3% | 0.01% | DBT |
| 1957 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 186,243 | -3,487 | $153K | -0.8% | 0.01% | ABS-MBS |
| 1958 | Alternative Loan Trust | CWALT | Sep 2022 | 165,360 | -4,312 | $153K | -4.3% | 0.01% | ABS-O |
| 1959 | Barrick North America Finance LLC | ABXCN | Sep 2022 | 150,000 | — | $152K | +6.6% | 0.01% | DBT |
| 1960 | Intuit Inc | INTU | Sep 2022 | 175,000 | — | $152K | +2.3% | 0.01% | DBT |
| 1961 | Fnma Pass-Thru I | FN | Sep 2022 | 176,493 | -2,357 | $152K | +0.2% | 0.01% | ABS-MBS |
| 1962 | Lockheed Martin Corporation | LMT | Sep 2022 | 160,000 | — | $152K | +2.0% | 0.01% | DBT |
| 1963 | Fnma Pass-Thru I | FN | Sep 2022 | 195,387 | -3,595 | $151K | -1.3% | 0.01% | ABS-MBS |
| 1964 | Commercial Mortgage Trust | COMM | Sep 2022 | 160,000 | — | $151K | -0.5% | 0.01% | ABS-O |
| 1965 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 182,829 | -1,510 | $151K | +0.5% | 0.01% | ABS-MBS |
| 1966 | Federal National Mortgage Association | FNMA | Sep 2022 | 148,188 | -10,039 | $151K | -4.7% | 0.01% | ABS-MBS |
| 1967 | Charter Communications Operating | CHTR | Sep 2022 | 151,110 | -397 | $151K | +1.0% | 0.01% | LON |
| 1968 | UnitedHealth Group Inc. | UNH | Sep 2022 | 190,000 | — | $151K | +6.0% | 0.01% | DBT |
| 1969 | GS Mortgage Securities Corp | GSMS | Sep 2022 | 160,185 | -11,762 | $150K | -9.4% | 0.01% | ABS-O |
| 1970 | Fnma Pass-Thru I | FN | Sep 2022 | 170,361 | -3,324 | $150K | -0.1% | 0.01% | ABS-MBS |
| 1971 | OBX 2022-NQM9 TRUST | OBX | Dec 2022 | 149,280 | New | $149K | — | 0.01% | ABS-O |
| 1972 | Home Depot Inc | HD | Sep 2022 | 170,000 | — | $149K | +2.2% | 0.01% | DBT |
| 1973 | Bank of America Corporation | BAC | Sep 2022 | 150,000 | — | $148K | +0.5% | 0.01% | DBT |
| 1974 | Qatar Energy | QPETRO | Sep 2022 | 200,000 | — | $148K | +4.0% | 0.01% | DBT |
| 1975 | Government National Mortgage Association | GNR | Sep 2022 | 149,653 | -8,044 | $148K | -3.9% | 0.01% | ABS-MBS |
| 1976 | McDonald's Corporation | MCD | Sep 2022 | 160,000 | — | $148K | +2.4% | 0.01% | DBT |
| 1977 | Government National Mortgage Association | GNR | Sep 2022 | 149,706 | -7,244 | $147K | -3.4% | 0.01% | ABS-MBS |
| 1978 | Federal National Mortgage Association | FNMA | Sep 2022 | 172,615 | -3,719 | $147K | -0.3% | 0.01% | ABS-MBS |
| 1979 | China (People's Republic Of) | CGB | Sep 2022 | 1,000,000 | — | $147K | +2.6% | 0.01% | DBT |
| 1980 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 150,000 | — | $147K | +0.2% | 0.01% | DBT |
| 1981 | Newcrest Finance Pty Ltd | NCMAU | Sep 2022 | 175,000 | New | $147K | — | 0.01% | DBT |
| 1982 | Government National Mortgage Association | GNR | Sep 2022 | 149,227 | -6,600 | $147K | -2.7% | 0.01% | ABS-MBS |
| 1983 | Fnma Pass-Thru I | FN | Sep 2022 | 170,402 | -4,091 | $147K | -0.8% | 0.01% | ABS-MBS |
| 1984 | Fnma Pass-Thru I | FN | Sep 2022 | 152,830 | -4,834 | $146K | -1.5% | 0.01% | ABS-MBS |
| 1985 | AT&T Inc | T | Sep 2022 | 175,000 | — | $146K | +4.0% | 0.01% | DBT |
| 1986 | BP Capital Markets America, Inc. | BPLN | Sep 2022 | 150,000 | -30,000 | $146K | -13.7% | 0.01% | DBT |
| 1987 | Citigroup Inc. | C | Sep 2022 | 150,000 | — | $146K | +1.4% | 0.01% | DBT |
| 1988 | Government National Mortgage Association | GNR | Sep 2022 | 160,816 | -5,302 | $146K | -2.1% | 0.01% | ABS-MBS |
| 1989 | Small Business Administration | SBAP | Sep 2022 | 165,422 | — | $145K | +0.9% | 0.01% | ABS-O |
| 1990 | Fnma Pass-Thru I | FN | Sep 2022 | 161,441 | -5,811 | $145K | -2.1% | 0.01% | ABS-MBS |
| 1991 | Cheniere Energy Partners L P | CQP | Sep 2022 | 170,000 | — | $145K | +1.5% | 0.01% | DBT |
| 1992 | Fnma Pass-Thru I | FN | Sep 2022 | 161,365 | -4,824 | $145K | -1.8% | 0.01% | ABS-MBS |
| 1993 | Humana Inc. | HUM | Sep 2022 | 150,000 | — | $144K | +2.4% | 0.01% | DBT |
| 1994 | Fnma Pass-Thru I | FN | Sep 2022 | 145,941 | -6,309 | $144K | -3.0% | 0.01% | ABS-MBS |
| 1995 | CSL Finance PLC | CSLAU | Sep 2022 | 150,000 | — | $144K | +1.3% | 0.01% | DBT |
| 1996 | Citigroup Inc. | C | Sep 2022 | 150,000 | New | $144K | — | 0.01% | DBT |
| 1997 | CDS_IX_CCP CDX.NA.IG.34 1% 20250620 | 000000000 | Sep 2022 | 22,475,000 | New | $144K | — | 0.01% | DCR |
| 1998 | Realty Income Corp. | O | Sep 2022 | 150,000 | — | $143K | +1.8% | 0.01% | DBT |
| 1999 | General Dynamics Corporation | GD | Sep 2022 | 160,000 | — | $143K | +3.0% | 0.01% | DBT |
| 2000 | Bank of America Corporation | BAC | Sep 2022 | 230,000 | +140,000 | $143K | +166.2% | 0.01% | DBT |
| 2001 | Fnma Pass-Thru I | FN | Sep 2022 | 174,227 | -1,100 | $143K | -0.2% | 0.01% | ABS-MBS |
| 2002 | Fnma Pass-Thru I | FN | Sep 2022 | 172,354 | -3,305 | $142K | -0.8% | 0.01% | ABS-MBS |
| 2003 | Eurex | RXH3 | Sep 2022 | 1 | New | $142K | — | 0.01% | DIR |
| 2004 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 135,531 | -6,096 | $141K | -1.4% | 0.01% | ABS-O |
| 2005 | Government National Mortgage Association | GNR | Sep 2022 | 144,737 | -7,605 | $141K | -3.5% | 0.01% | ABS-MBS |
| 2006 | Bank of America Corporation | BAC | Sep 2022 | 170,000 | — | $141K | +5.1% | 0.01% | DBT |
| 2007 | Fnma Pass-Thru I | FN | Sep 2022 | 171,335 | -1,271 | $141K | +0.2% | 0.01% | ABS-MBS |
| 2008 | Bear Stearns Structured Prods Inc | BSSP | Sep 2022 | 235,996 | -5,978 | $141K | -29.1% | 0.01% | ABS-O |
| 2009 | Fnma Pass-Thru I | FN | Sep 2022 | 170,637 | -2,623 | $141K | -0.6% | 0.01% | ABS-MBS |
| 2010 | Fnma Pass-Thru I | FN | Sep 2022 | 162,742 | -1,848 | $141K | +0.8% | 0.01% | ABS-MBS |
| 2011 | Government National Mortgage Association | GNR | Sep 2022 | 1,268,824 | -41,705 | $140K | -4.1% | 0.01% | ABS-O |
| 2012 | Lowes Companies, Inc. | LOW | Dec 2022 | 150,000 | New | $140K | — | 0.01% | DBT |
| 2013 | Citigroup Inc. | C | Sep 2022 | 160,000 | — | $140K | +7.3% | 0.01% | DBT |
| 2014 | UnitedHealth Group Inc. | UNH | Sep 2022 | 160,000 | +105,000 | $140K | +206.2% | 0.01% | DBT |
| 2015 | Intel Corporation | INTC | Sep 2022 | 160,000 | — | $140K | +1.1% | 0.01% | DBT |
| 2016 | Amazon.com, Inc. | AMZN | Sep 2022 | 170,000 | — | $140K | +1.2% | 0.01% | DBT |
| 2017 | Fnma Pass-Thru I | FN | Sep 2022 | 168,659 | -1,233 | $139K | +0.1% | 0.01% | ABS-MBS |
| 2018 | Prosus NV | PRXNA | Sep 2022 | 220,000 | — | $139K | +13.0% | 0.01% | DBT |
| 2019 | Fnma Pass-Thru I | FN | Sep 2022 | 169,653 | -3,288 | $139K | -1.4% | 0.01% | ABS-MBS |
| 2020 | Fnma Pass-Thru I | FN | Sep 2022 | 144,155 | -4,759 | $139K | -1.5% | 0.01% | ABS-MBS |
| 2021 | Amazon.com, Inc. | AMZN | Sep 2022 | 160,000 | — | $139K | +3.8% | 0.01% | DBT |
| 2022 | SLM Student Loan Trust | SLMA | Sep 2022 | 139,320 | -61,082 | $139K | -30.3% | 0.01% | ABS-O |
| 2023 | Occidental Petroleum Corporation | OXY | Sep 2022 | 136,000 | -154,000 | $139K | -53.5% | 0.01% | DBT |
| 2024 | Citigroup Inc. | C | Sep 2022 | 150,000 | — | $138K | +2.3% | 0.01% | DBT |
| 2025 | Morgan Stanley BAML Trust | MSBAM | Sep 2022 | 140,000 | — | $138K | +0.4% | 0.01% | ABS-O |
| 2026 | Fnma Pass-Thru I | FN | Sep 2022 | 168,159 | -5,083 | $138K | -2.5% | 0.01% | ABS-MBS |
| 2027 | Government National Mortgage Association | GNR | Sep 2022 | 142,680 | -5,579 | $138K | -2.1% | 0.01% | ABS-MBS |
| 2028 | ATHENAHEALTH GROUP INC. | ATHENA | Sep 2022 | 152,174 | — | $138K | +0.8% | 0.01% | LON |
| 2029 | Adventist Health Systems (West) | ADVENT | Sep 2022 | 160,000 | — | $138K | -1.6% | 0.01% | DBT |
| 2030 | Federal National Mortgage Association | FNMA | Sep 2022 | 143,083 | -4,887 | $138K | -2.0% | 0.01% | ABS-MBS |
| 2031 | OBX 2022-NQM7 TRUST | OBX | Sep 2022 | 144,045 | -4,492 | $137K | -6.3% | 0.01% | ABS-O |
| 2032 | Government National Mortgage Association | GNR | Sep 2022 | 139,324 | -5,824 | $137K | -2.8% | 0.01% | ABS-MBS |
| 2033 | Government National Mortgage Association | GNR | Sep 2022 | 137,218 | -7,032 | $137K | -3.5% | 0.01% | ABS-MBS |
| 2034 | Fnma Pass-Thru I | FN | Sep 2022 | 165,985 | -2,144 | $137K | -0.6% | 0.01% | ABS-MBS |
| 2035 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 151,487 | -1,096 | $137K | -1.2% | 0.01% | ABS-O |
| 2036 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 137,325 | -5,464 | $137K | -3.5% | 0.01% | ABS-O |
| 2037 | Fnma Pass-Thru I | FN | Dec 2022 | 159,085 | New | $137K | — | 0.01% | ABS-MBS |
| 2038 | Castlelake Aviation Limited | CASAVI | Sep 2022 | 137,406 | -348 | $136K | +2.3% | 0.01% | LON |
| 2039 | Archer-Daniels-Midland Company | ADM | Sep 2022 | 150,000 | — | $136K | +1.5% | 0.01% | DBT |
| 2040 | Federal National Mortgage Association | FNMA | Sep 2022 | 148,810 | -2,913 | $136K | -0.0% | 0.01% | ABS-MBS |
| 2041 | UnitedHealth Group Inc. | UNH | Sep 2022 | 170,000 | — | $135K | +4.7% | 0.01% | DBT |
| 2042 | Prosus NV | PRXNA | Sep 2022 | 220,000 | — | $135K | +9.9% | 0.01% | DBT |
| 2043 | Wells Fargo Alt07 | WFALT | Sep 2022 | 148,090 | -6,898 | $135K | -7.1% | 0.01% | ABS-O |
| 2044 | Fnma Pass-Thru I | FN | Sep 2022 | 163,059 | -2,365 | $134K | -0.5% | 0.01% | ABS-MBS |
| 2045 | Higher Education | HEF | Sep 2022 | 134,438 | -93,805 | $134K | -41.1% | 0.01% | ABS-O |
| 2046 | Fnma Pass-Thru I | FN | Sep 2022 | 151,104 | -2,681 | $134K | -1.1% | 0.01% | ABS-MBS |
| 2047 | Government National Mortgage Association | GNR | Sep 2022 | 143,571 | -6,603 | $134K | -2.7% | 0.01% | ABS-MBS |
| 2048 | Nike, Inc. | NKE | Sep 2022 | 140,000 | — | $134K | +0.7% | 0.01% | DBT |
| 2049 | Continental Resources, Inc. | CLR | Sep 2022 | 180,000 | — | $134K | +3.9% | 0.01% | DBT |
| 2050 | Western Midstream Operating LP | WES | Sep 2022 | 160,000 | — | $133K | +2.7% | 0.01% | DBT |
| 2051 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 146,000 | New | $133K | — | 0.01% | DBT |
| 2052 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 130,193 | -7,153 | $133K | -4.4% | 0.01% | ABS-O |
| 2053 | Federal National Mortgage Association | FNMA | Sep 2022 | 142,838 | -541 | $133K | +0.1% | 0.01% | ABS-MBS |
| 2054 | Energizer Holdings | ENR | Sep 2022 | 134,633 | -3,267 | $132K | +0.2% | 0.01% | LON |
| 2055 | United States Treasury Bonds | T | Sep 2022 | 150,000 | New | $132K | — | 0.01% | DBT |
| 2056 | Cintas Corporation No. 2 | CTAS | Sep 2022 | 140,000 | — | $132K | +2.8% | 0.01% | DBT |
| 2057 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 138,270 | -4,614 | $132K | -2.1% | 0.01% | ABS-MBS |
| 2058 | Ali Group | ALIGRP | Sep 2022 | 133,000 | -8,333 | $132K | -3.3% | 0.01% | LON |
| 2059 | Steel Dynamics, Inc. | STLD | Sep 2022 | 140,000 | — | $132K | +1.5% | 0.01% | DBT |
| 2060 | Morgan Stanley | MS | Sep 2022 | 180,000 | New | $131K | — | 0.01% | DBT |
| 2061 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 136,706 | -3,880 | $131K | -1.7% | 0.01% | ABS-MBS |
| 2062 | Federal National Mortgage Association | FNMA | Sep 2022 | 140,000 | — | $131K | -1.0% | 0.01% | ABS-MBS |
| 2063 | CSC Holdings, LLC | CSCHLD | Sep 2022 | 200,000 | New | $131K | — | 0.01% | DBT |
| 2064 | MPT Operating Partnership LP / MPT Finance Corporation | MPW | Sep 2022 | 190,000 | — | $131K | -1.5% | 0.01% | DBT |
| 2065 | Government National Mortgage Association | GNR | Sep 2022 | 142,149 | -4,774 | $130K | -1.0% | 0.01% | ABS-MBS |
| 2066 | FIRSTKEY HOMES TRUST | FKH | Sep 2022 | 150,000 | — | $130K | -2.1% | 0.01% | ABS-O |
| 2067 | CURRENCY CONTRACT - CLP | 000000000 | Sep 2022 | -2,050,022 | New | $130K | — | 0.01% | DFE |
| 2068 | Walmart Inc | WMT | Sep 2022 | 150,000 | — | $129K | +2.8% | 0.01% | DBT |
| 2069 | Atkore Inc | ATKR | Sep 2022 | 150,000 | — | $129K | +7.2% | 0.01% | DBT |
| 2070 | Healthcare Realty Holdings L.P | HR | Sep 2022 | 175,000 | — | $129K | +0.9% | 0.01% | DBT |
| 2071 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 156,143 | -1,071 | $129K | +0.2% | 0.01% | ABS-MBS |
| 2072 | Mill City Mortgage Loan Trust | MCMLT | Sep 2022 | 135,135 | -8,315 | $128K | -7.3% | 0.01% | ABS-O |
| 2073 | SAN FRANCISCO CALIF MUN TRANSN AGY | SFOTRN | Sep 2022 | 155,000 | — | $128K | -1.0% | 0.01% | DBT |
| 2074 | Occidental Petroleum Corporation | OXY | Sep 2022 | 125,000 | +45,000 | $128K | +59.3% | 0.01% | DBT |
| 2075 | Verizon Communications Inc. | VZ | Sep 2022 | 160,000 | — | $127K | +3.6% | 0.01% | DBT |
| 2076 | Government National Mortgage Association | GNR | Sep 2022 | 141,525 | -4,101 | $127K | -2.2% | 0.01% | ABS-MBS |
| 2077 | GS MORTGAGE SECURITIES TRUST | GSMS | Sep 2022 | 130,000 | — | $127K | -0.5% | 0.01% | ABS-O |
| 2078 | Magallanes Inc. | WBD | Sep 2022 | 140,000 | — | $127K | +0.9% | 0.01% | DBT |
| 2079 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 151,957 | -4,357 | $126K | -1.4% | 0.01% | ABS-MBS |
| 2080 | Elevance Health Inc. | ELV | Sep 2022 | 130,000 | — | $126K | +0.8% | 0.01% | DBT |
| 2081 | GCAT 2022-NQM4 TRUST | GCAT | Sep 2022 | 131,436 | -3,003 | $126K | -5.5% | 0.01% | ABS-O |
| 2082 | Government National Mortgage Association | GNR | Sep 2022 | 126,482 | -10,029 | $126K | -7.4% | 0.01% | ABS-O |
| 2083 | Wells Fargo & Company | WFC | Sep 2022 | 130,000 | New | $126K | — | 0.01% | DBT |
| 2084 | Government National Mortgage Association | GNR | Sep 2022 | 131,003 | -3,288 | $126K | -3.8% | 0.01% | ABS-O |
| 2085 | Pacific Gas and Electric Company | PCG | Sep 2022 | 160,000 | New | $125K | — | 0.01% | DBT |
| 2086 | Fnma Pass-Thru I | FN | Sep 2022 | 150,528 | -3,041 | $125K | -0.8% | 0.01% | ABS-MBS |
| 2087 | Charter Communications Operating | CHTR | Sep 2022 | 127,374 | -328 | $125K | +1.1% | 0.01% | LON |
| 2088 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 129,884 | -5,057 | $124K | -2.8% | 0.01% | ABS-MBS |
| 2089 | UnitedHealth Group Inc. | UNH | Sep 2022 | 150,000 | — | $124K | +2.9% | 0.01% | DBT |
| 2090 | Federal National Mortgage Association | FNMA | Sep 2022 | 133,132 | -5,576 | $124K | -2.4% | 0.01% | ABS-MBS |
| 2091 | Federal National Mortgage Association | FNMA | Sep 2022 | 135,386 | -5,929 | $124K | -2.2% | 0.01% | ABS-MBS |
| 2092 | HSBC Holdings PLC | HSBC | Sep 2022 | 120,000 | — | $123K | +8.8% | 0.01% | DBT |
| 2093 | Dell International L.L.C. and EMC Corporation | DELL | Sep 2022 | 125,000 | — | $123K | +5.3% | 0.01% | DBT |
| 2094 | Government National Mortgage Association | GNR | Sep 2022 | 122,157 | -4,429 | $122K | -4.1% | 0.01% | ABS-O |
| 2095 | Prosus NV | PRXNA | Sep 2022 | 200,000 | New | $122K | — | 0.01% | DBT |
| 2096 | Federal National Mortgage Association | FNMA | Sep 2022 | 121,373 | -4,805 | $122K | -3.5% | 0.01% | ABS-O |
| 2097 | Otis Worldwide Corp. | OTIS | Sep 2022 | 130,000 | — | $122K | +1.2% | 0.01% | DBT |
| 2098 | DISH DBS Corporation | DISH | Sep 2022 | 150,000 | — | $122K | +5.4% | 0.01% | DBT |
| 2099 | AutoNation, Inc. | AN | Sep 2022 | 150,000 | — | $120K | +1.8% | 0.01% | DBT |
| 2100 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 125,100 | -6,854 | $120K | -5.3% | 0.01% | ABS-MBS |
| 2101 | Bank of America Corporation | BAC | Sep 2022 | 120,000 | — | $120K | +0.2% | 0.01% | DBT |
| 2102 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 124,699 | -4,811 | $120K | -2.7% | 0.01% | ABS-MBS |
| 2103 | CommScope Holdings Co Inc | COMM | Sep 2022 | 130,000 | — | $120K | -0.1% | 0.01% | DBT |
| 2104 | HCA Inc. | HCA | Sep 2022 | 120,000 | — | $119K | +1.5% | 0.01% | DBT |
| 2105 | The Procter & Gamble Company | PG | Sep 2022 | 130,000 | — | $119K | +2.2% | 0.01% | DBT |
| 2106 | METROPOLITAN TRANSN AUTH N Y | MTATRN | Sep 2022 | 115,000 | — | $119K | -0.5% | 0.01% | DBT |
| 2107 | OIS_CCP BRL RCV BZDIO1D PAY 5.8% 02-JAN-2023 | 000000000 | Sep 2022 | 10,262,470 | New | $119K | — | 0.01% | DIR |
| 2108 | Society of Lloyd's | LLYDIN | Sep 2022 | 100,000 | — | $119K | +13.4% | 0.01% | DBT |
| 2109 | Government National Mortgage Association | GNR | Sep 2022 | 118,403 | -5,211 | $118K | -3.0% | 0.01% | ABS-MBS |
| 2110 | Alphabet Inc. | GOOGL | Sep 2022 | 150,000 | — | $118K | +1.8% | 0.01% | DBT |
| 2111 | Wells Fargo & Company | WFC | Sep 2022 | 125,000 | — | $118K | +2.5% | 0.01% | DBT |
| 2112 | Consolidated Edison Company of New York, Inc. | ED | Sep 2022 | 130,000 | — | $118K | +2.8% | 0.01% | DBT |
| 2113 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 110,000 | — | $117K | +6.9% | 0.01% | DBT |
| 2114 | OIS_CCP JPY RCV TONAR1D PAY 0.5% 15-MAR-2033 | 000000000 | Sep 2022 | 400,000,000 | New | $116K | — | 0.01% | DIR |
| 2115 | Federal National Mortgage Association | FNMA | Sep 2022 | 782,027 | -12,786 | $116K | -1.8% | 0.01% | ABS-O |
| 2116 | Federal National Mortgage Association | FNMA | Sep 2022 | 119,096 | -4,892 | $116K | -3.4% | 0.01% | ABS-MBS |
| 2117 | Government National Mortgage Association | GNR | Sep 2022 | 123,978 | -4,497 | $116K | -2.4% | 0.01% | ABS-MBS |
| 2118 | Government National Mortgage Association | GNR | Dec 2022 | 132,807 | New | $116K | — | 0.01% | ABS-MBS |
| 2119 | Marathon Petroleum Company | MPC | Sep 2022 | 125,000 | — | $116K | +3.3% | 0.01% | DBT |
| 2120 | Raytheon Technologies Corporation | RTX | Sep 2022 | 120,000 | — | $116K | -1.0% | 0.01% | DBT |
| 2121 | Chubb INA Holdings Inc | CB | Sep 2022 | 120,000 | — | $115K | +1.3% | 0.01% | DBT |
| 2122 | CWMBS Inc | CWHL | Sep 2022 | 119,704 | -2,722 | $115K | -4.1% | 0.01% | ABS-O |
| 2123 | Federal National Mortgage Association | FNMA | Sep 2022 | 133,926 | -1,199 | $115K | +0.3% | 0.01% | ABS-MBS |
| 2124 | Federal National Mortgage Association | FNMA | Sep 2022 | 112,726 | -2,362 | $115K | -2.4% | 0.01% | ABS-MBS |
| 2125 | TransDigm, Inc. | TDG | Sep 2022 | 130,000 | — | $115K | +9.1% | 0.01% | DBT |
| 2126 | CALIFORNIA STATEWIDE CMNTYS DEV AUTH | CASGEN | Sep 2022 | 150,000 | — | $114K | -0.3% | 0.01% | DBT |
| 2127 | Federal National Mortgage Association | FNMA | Sep 2022 | 108,936 | -5,490 | $114K | -5.6% | 0.01% | ABS-MBS |
| 2128 | Avolon Holdings Funding Ltd. | AVOL | Sep 2022 | 125,000 | — | $114K | +1.3% | 0.01% | DBT |
| 2129 | AT&T Inc | T | Sep 2022 | 125,000 | — | $113K | +3.6% | 0.01% | DBT |
| 2130 | Targa Resources Partners LP/Targa Resources Finance Corp. | TRGP | Sep 2022 | 120,000 | — | $113K | +4.7% | 0.01% | DBT |
| 2131 | JPMorgan Chase & Co. | JPM | Sep 2022 | 170,000 | — | $113K | +4.9% | 0.01% | DBT |
| 2132 | Fnma Pass-Thru I | FN | Sep 2022 | 118,712 | -5,289 | $113K | -3.1% | 0.01% | ABS-MBS |
| 2133 | Federal National Mortgage Association | FNMA | Sep 2022 | 740,122 | -15,395 | $113K | +1.0% | 0.01% | ABS-O |
| 2134 | Carrington Mtg Ln | CARR | Sep 2022 | 112,712 | -149,637 | $113K | -57.0% | 0.01% | ABS-O |
| 2135 | Consolidated Edison Company of New York, Inc. | ED | Sep 2022 | 140,000 | — | $112K | +3.9% | 0.01% | DBT |
| 2136 | Government National Mortgage Association | GNR | Sep 2022 | 119,807 | -4,202 | $112K | -2.4% | 0.01% | ABS-MBS |
| 2137 | Provincia de Buenos Aires | BUENOS | Dec 2022 | 320,000 | New | $112K | — | 0.01% | DBT |
| 2138 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 120,000 | — | $112K | +2.3% | 0.01% | DBT |
| 2139 | Federal National Mortgage Association | FNMA | Sep 2022 | 113,627 | -1,259 | $112K | +0.1% | 0.01% | ABS-MBS |
| 2140 | Fox Corporation | FOXA | Sep 2022 | 125,000 | — | $111K | +3.7% | 0.01% | DBT |
| 2141 | UDR Inc | UDR | Sep 2022 | 150,000 | — | $111K | +2.3% | 0.01% | DBT |
| 2142 | United States Treasury Notes | T | Dec 2022 | 110,000 | New | $111K | — | 0.01% | DBT |
| 2143 | CVS Health Corp | CVS | Sep 2022 | 113,000 | — | $110K | +0.7% | 0.01% | DBT |
| 2144 | The Williams Companies, Inc. | WMB | Sep 2022 | 100,000 | — | $110K | +2.4% | 0.01% | DBT |
| 2145 | Shell International Finance B.V. | RDSALN | Sep 2022 | 120,000 | — | $109K | +4.8% | 0.01% | DBT |
| 2146 | Vale Overseas Limited | VALEBZ | Sep 2022 | 105,000 | — | $109K | +2.6% | 0.01% | DBT |
| 2147 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | WFCM | Sep 2022 | 150,000 | — | $109K | -5.5% | 0.01% | ABS-O |
| 2148 | Univision Communications | UVN | Sep 2022 | 108,598 | -275 | $107K | +3.4% | 0.01% | LON |
| 2149 | Federal National Mortgage Association | FNMA | Sep 2022 | 124,978 | -1,504 | $107K | -0.2% | 0.01% | ABS-MBS |
| 2150 | PORT OAKLAND CALIF | PTOTRN | Sep 2022 | 135,000 | — | $107K | -0.8% | 0.01% | DBT |
| 2151 | Energy Transfer LP | ET | Sep 2022 | 110,000 | — | $107K | +4.0% | 0.01% | DBT |
| 2152 | Romania (Republic Of) | ROMANI | Sep 2022 | 120,000 | New | $107K | — | 0.01% | DBT |
| 2153 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 123,786 | New | $107K | — | 0.01% | ABS-MBS |
| 2154 | Western Midstream Operating LP | WES | Sep 2022 | 130,000 | — | $106K | +1.0% | 0.01% | DBT |
| 2155 | IRS_CCP EUR RCV EURIB6M PAY 2.5% 20-DEC-2037 | 000000000 | Sep 2022 | 6,050,000 | New | $106K | — | 0.01% | DIR |
| 2156 | Lowes Companies, Inc. | LOW | Sep 2022 | 110,000 | — | $106K | +2.9% | 0.01% | DBT |
| 2157 | Government National Mortgage Association | GNR | Sep 2022 | 116,434 | -1,530 | $106K | -2.2% | 0.01% | ABS-O |
| 2158 | Occidental Petroleum Corporation | OXY | Sep 2022 | 130,000 | — | $105K | -2.5% | 0.01% | DBT |
| 2159 | Energy Transfer LP | ET | Sep 2022 | 125,000 | — | $105K | +4.8% | 0.01% | DBT |
| 2160 | Hammerson PLC | HMSOLN | Sep 2022 | 100,000 | — | $105K | +13.2% | 0.01% | DBT |
| 2161 | Oracle Corporation | ORCL | Dec 2022 | 121,000 | New | $104K | — | 0.01% | DBT |
| 2162 | NELNET STUDENT LOAN TRUST | NSLT | Sep 2022 | 111,000 | — | $104K | -1.9% | 0.01% | ABS-O |
| 2163 | Fnma Pass-Thru I | FN | Dec 2022 | 100,000 | New | $104K | — | 0.01% | ABS-MBS |
| 2164 | Enterprise Products Operating LLC | EPD | Sep 2022 | 130,000 | New | $104K | — | 0.01% | DBT |
| 2165 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 150,000 | — | $103K | +6.7% | 0.01% | DBT |
| 2166 | Federal National Mortgage Association | FNMA | Sep 2022 | 97,453 | -3,783 | $103K | -4.1% | 0.01% | ABS-O |
| 2167 | Accident Fund Insurance Co of America | AFICOA | Dec 2022 | 100,000 | New | $103K | — | 0.01% | DBT |
| 2168 | Romania (Republic Of) | ROMANI | Sep 2022 | 130,000 | — | $103K | +10.9% | 0.01% | DBT |
| 2169 | Mars Inc. (Del) | MARS | Sep 2022 | 150,000 | — | $103K | +3.7% | 0.01% | DBT |
| 2170 | Southwestern Energy Company | SWN | Sep 2022 | 120,000 | — | $103K | +1.9% | 0.01% | DBT |
| 2171 | Pacific Gas and Electric Company | PCG | Sep 2022 | 120,000 | New | $103K | — | 0.01% | DBT |
| 2172 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 140,000 | — | $102K | +1.1% | 0.01% | DBT |
| 2173 | Comcast Corporation | CMCSA | Sep 2022 | 160,000 | — | $102K | +4.0% | 0.01% | DBT |
| 2174 | W. P. Carey Inc | WPC | Sep 2022 | 105,000 | — | $102K | +0.8% | 0.01% | DBT |
| 2175 | Federal National Mortgage Association | FNMA | Sep 2022 | 606,845 | -6,747 | $102K | -2.5% | 0.01% | ABS-O |
| 2176 | The University Of Chicago | UNICHI | Sep 2022 | 100,000 | — | $102K | -0.6% | 0.01% | DBT |
| 2177 | JP Morgan Mortgage Trust | JPMMT | Sep 2022 | 116,854 | -3,301 | $102K | -5.6% | 0.01% | ABS-O |
| 2178 | Government National Mortgage Association | GNR | Sep 2022 | 113,120 | -3,943 | $102K | -2.4% | 0.01% | ABS-MBS |
| 2179 | DISH DBS Corporation | DISH | Sep 2022 | 120,000 | — | $101K | +2.8% | 0.01% | DBT |
| 2180 | Government National Mortgage Association | GNR | Sep 2022 | 2,850,349 | -33,610 | $101K | -5.2% | 0.01% | ABS-O |
| 2181 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 107,271 | -2,158 | $100K | -0.4% | 0.00% | ABS-MBS |
| 2182 | Fnma Pass-Thru I | FN | Dec 2022 | 100,000 | New | $100K | — | 0.00% | ABS-MBS |
| 2183 | Government National Mortgage Association | GNR | Sep 2022 | 101,250 | -12,982 | $100K | -11.4% | 0.00% | ABS-O |
| 2184 | The Boeing Company | BA | Sep 2022 | 110,000 | +55,000 | $100K | +105.0% | 0.00% | DBT |
| 2185 | Federal National Mortgage Association | FNMA | Sep 2022 | 116,851 | -2,343 | $100K | -1.0% | 0.00% | ABS-MBS |
| 2186 | Fnma Pass-Thru I | FN | Dec 2022 | 100,000 | New | $100K | — | 0.00% | ABS-MBS |
| 2187 | Fnma Pass-Thru I | FN | Sep 2022 | 105,777 | -4,316 | $100K | -3.3% | 0.00% | ABS-MBS |
| 2188 | Federal National Mortgage Association | FNMA | Sep 2022 | 95,006 | -4,124 | $99K | -4.7% | 0.00% | ABS-MBS |
| 2189 | Texas Instruments Incorporated | TXN | Sep 2022 | 120,000 | — | $99K | +3.1% | 0.00% | DBT |
| 2190 | Rackspace Hosting | RAX | Sep 2022 | 157,401 | -399 | $99K | -12.6% | 0.00% | LON |
| 2191 | Enlink Midstream LLC | ENLC | Sep 2022 | 100,000 | — | $99K | +1.2% | 0.00% | DBT |
| 2192 | McDonald's Corporation | MCD | Sep 2022 | 130,000 | — | $99K | +4.3% | 0.00% | DBT |
| 2193 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 106,220 | -940 | $99K | +1.4% | 0.00% | ABS-MBS |
| 2194 | The East Ohio Gas Company | D | Sep 2022 | 125,000 | — | $99K | +1.6% | 0.00% | DBT |
| 2195 | MPLX LP | MPLX | Sep 2022 | 100,000 | — | $99K | +0.5% | 0.00% | DBT |
| 2196 | 1ST Horizon Mtg | FHABS | Sep 2022 | 105,670 | -3,977 | $98K | -6.2% | 0.00% | ABS-O |
| 2197 | Citigroup Inc. | C | Sep 2022 | 100,000 | — | $98K | +1.0% | 0.00% | DBT |
| 2198 | Energy Transfer LP | ET | Sep 2022 | 100,000 | — | $98K | +0.4% | 0.00% | DBT |
| 2199 | Phillips 66 | PSX | Sep 2022 | 100,000 | — | $98K | +0.7% | 0.00% | DBT |
| 2200 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 101,505 | -2,029 | $98K | +0.3% | 0.00% | ABS-MBS |
| 2201 | Fnma Pass-Thru I | FN | Sep 2022 | 99,456 | -339 | $97K | +0.2% | 0.00% | ABS-MBS |
| 2202 | Lowes Companies, Inc. | LOW | Sep 2022 | 150,000 | — | $97K | +4.8% | 0.00% | DBT |
| 2203 | Wamu Mortgage Pass-Through CTFS TR | WAMU | Sep 2022 | 112,667 | -1,066 | $97K | -4.4% | 0.00% | ABS-O |
| 2204 | Fnma Pass-Thru I | FN | Sep 2022 | 99,289 | -377 | $96K | +1.1% | 0.00% | ABS-MBS |
| 2205 | The Williams Companies, Inc. | WMB | Sep 2022 | 100,000 | — | $96K | +5.4% | 0.00% | DBT |
| 2206 | IRS_CCP EUR RCV EURIB6M PAY 2.35% 09-SEP-2027 | 000000000 | Sep 2022 | 4,240,000 | New | $96K | — | 0.00% | DIR |
| 2207 | HP Inc | HPQ | Sep 2022 | 105,000 | — | $96K | +4.5% | 0.00% | DBT |
| 2208 | Federal National Mortgage Association | FNMA | Sep 2022 | 106,431 | -3,046 | $96K | +1.1% | 0.00% | ABS-MBS |
| 2209 | Fnma Pass-Thru I | FN | Sep 2022 | 100,000 | — | $96K | +0.9% | 0.00% | ABS-MBS |
| 2210 | VERUS SECURITIZATION TRUST 2022-INV1 | VERUS | Sep 2022 | 97,011 | -1,664 | $96K | -0.1% | 0.00% | ABS-O |
| 2211 | Fnma Pass-Thru I | FN | Sep 2022 | 100,000 | — | $96K | +1.2% | 0.00% | ABS-MBS |
| 2212 | Fnma Pass-Thru I | FN | Dec 2022 | 100,000 | New | $95K | — | 0.00% | ABS-MBS |
| 2213 | Amazon.com, Inc. | AMZN | Sep 2022 | 100,000 | — | $95K | +0.7% | 0.00% | DBT |
| 2214 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 109,274 | -3,923 | $95K | -7.1% | 0.00% | ABS-O |
| 2215 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 97,842 | -1,737 | $95K | -0.6% | 0.00% | ABS-MBS |
| 2216 | Government National Mortgage Association | GNR | Sep 2022 | 100,469 | -3,675 | $95K | -2.6% | 0.00% | ABS-MBS |
| 2217 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 1,984,068 | -1,775 | $95K | -3.7% | 0.00% | ABS-O |
| 2218 | EQT Corporation | EQT | Sep 2022 | 100,000 | — | $95K | +1.1% | 0.00% | DBT |
| 2219 | American International Group, Inc. | AIG | Sep 2022 | 100,000 | -50,000 | $94K | -32.7% | 0.00% | DBT |
| 2220 | Alphabet Inc. | GOOGL | Sep 2022 | 140,000 | — | $94K | +4.4% | 0.00% | DBT |
| 2221 | Fnma Pass-Thru I | FN | Dec 2022 | 100,000 | New | $94K | — | 0.00% | ABS-MBS |
| 2222 | CURRENCY CONTRACT - JPY | 000000000 | Sep 2022 | -1,013,951 | New | $94K | — | 0.00% | DFE |
| 2223 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -6,557,100 | New | $94K | — | 0.00% | DFE |
| 2224 | Northern Inst Fds | BNGXX | Sep 2022 | 93,290 | New | $93K | — | 0.00% | STIV |
| 2225 | Federal National Mortgage Association | FNMA | Sep 2022 | 99,394 | -27 | $93K | +0.4% | 0.00% | ABS-O |
| 2226 | HOUSTON TEX | HOUAPT | Sep 2022 | 110,000 | — | $93K | +0.8% | 0.00% | DBT |
| 2227 | The Boeing Company | BA | Sep 2022 | 100,000 | — | $92K | +7.4% | 0.00% | DBT |
| 2228 | Smithfield Foods, Inc. | SFD | Sep 2022 | 100,000 | — | $92K | -1.9% | 0.00% | DBT |
| 2229 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 120,000 | — | $92K | +3.9% | 0.00% | DBT |
| 2230 | Commonwealth Bank of Australia | CBAAU | Sep 2022 | 110,000 | — | $91K | +3.1% | 0.00% | DBT |
| 2231 | Guardian Life Global Funding | GUARDN | Sep 2022 | 100,000 | — | $91K | +0.9% | 0.00% | DBT |
| 2232 | DISH DBS Corporation | DISH | Sep 2022 | 140,000 | — | $91K | +9.8% | 0.00% | DBT |
| 2233 | Comcast Corporation | CMCSA | Sep 2022 | 100,000 | — | $91K | +5.6% | 0.00% | DBT |
| 2234 | Chevron Corporation | CVX | Sep 2022 | 100,000 | — | $90K | +1.5% | 0.00% | DBT |
| 2235 | Nike, Inc. | NKE | Sep 2022 | 110,000 | — | $90K | +6.1% | 0.00% | DBT |
| 2236 | Pelican Products | PELPRO | Sep 2022 | 99,499 | -251 | $90K | -2.1% | 0.00% | LON |
| 2237 | Mars Inc. (Del) | MARS | Sep 2022 | 100,000 | New | $90K | — | 0.00% | DBT |
| 2238 | Fnma Pass-Thru I | FN | Sep 2022 | 97,485 | -559 | $90K | +0.8% | 0.00% | ABS-MBS |
| 2239 | NiSource Inc. | NI | Sep 2022 | 100,000 | — | $90K | +2.5% | 0.00% | DBT |
| 2240 | Uruguay (Republic of) | URUGUA | Sep 2022 | 90,000 | -110,000 | $90K | -53.3% | 0.00% | DBT |
| 2241 | UnitedHealth Group Inc. | UNH | Sep 2022 | 90,000 | — | $90K | +0.0% | 0.00% | DBT |
| 2242 | Federal National Mortgage Association | FNMA | Sep 2022 | 92,636 | -3,373 | $89K | -2.4% | 0.00% | ABS-MBS |
| 2243 | Enterprise Products Operating LLC | EPD | Sep 2022 | 100,000 | — | $88K | +2.5% | 0.00% | DBT |
| 2244 | Bank of Montreal | BMO | Sep 2022 | 100,000 | — | $88K | +1.7% | 0.00% | DBT |
| 2245 | The Coca-Cola Company | KO | Sep 2022 | 130,000 | — | $88K | +4.9% | 0.00% | DBT |
| 2246 | Spectrum Management Holding Company LLC | TWC | Sep 2022 | 100,000 | New | $88K | — | 0.00% | DBT |
| 2247 | Enterprise Products Operating LLC | EPD | Sep 2022 | 120,000 | — | $88K | +5.6% | 0.00% | DBT |
| 2248 | Government National Mortgage Association | GNR | Sep 2022 | 90,930 | -3,374 | $87K | -2.4% | 0.00% | ABS-MBS |
| 2249 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 94,668 | -1,532 | $87K | -0.2% | 0.00% | ABS-MBS |
| 2250 | Government National Mortgage Association | GNR | Sep 2022 | 90,390 | -3,577 | $87K | -2.6% | 0.00% | ABS-MBS |
| 2251 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 641,860 | -14,319 | $87K | -4.7% | 0.00% | ABS-O |
| 2252 | Amazon.com, Inc. | AMZN | Sep 2022 | 100,000 | New | $87K | — | 0.00% | DBT |
| 2253 | McDonald's Corporation | MCD | Sep 2022 | 90,000 | — | $86K | +2.1% | 0.00% | DBT |
| 2254 | Spectrum Management Holding Company LLC | TWC | Sep 2022 | 90,000 | — | $86K | +6.1% | 0.00% | DBT |
| 2255 | AT&T Inc | T | Sep 2022 | 127,000 | — | $86K | +4.2% | 0.00% | DBT |
| 2256 | PUT JAN 23 3M SOFRPUT JAN | 000000000 | Sep 2022 | 237 | New | $86K | — | 0.00% | DIR |
| 2257 | Restaurant Brands International | BCULC | Sep 2022 | 87,135 | -29,865 | $86K | -23.5% | 0.00% | LON |
| 2258 | Pacific Gas and Electric Company | PCG | Sep 2022 | 125,000 | — | $86K | +6.5% | 0.00% | DBT |
| 2259 | Small Business Administration | SBAP | Sep 2022 | 92,267 | -5,915 | $85K | -6.2% | 0.00% | ABS-O |
| 2260 | Vertiv Group Corp. | VRT | Sep 2022 | 100,000 | — | $85K | +5.5% | 0.00% | DBT |
| 2261 | MPLX LP | MPLX | Sep 2022 | 100,000 | New | $85K | — | 0.00% | DBT |
| 2262 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 106,206 | +793 | $85K | -0.2% | 0.00% | ABS-O |
| 2263 | AT&T Inc | T | Sep 2022 | 125,000 | New | $85K | — | 0.00% | DBT |
| 2264 | OIS_CCP USD RCV SOFR1D PAY 2.68% 28-JUL-2032 | 000000000 | Sep 2022 | 3,420,000 | New | $85K | — | 0.00% | DIR |
| 2265 | Federal National Mortgage Association | FNMA | Dec 2022 | 100,000 | New | $85K | — | 0.00% | ABS-MBS |
| 2266 | AT&T Inc | T | Sep 2022 | 100,000 | New | $85K | — | 0.00% | DBT |
| 2267 | Comcast Corporation | CMCSA | Sep 2022 | 135,000 | — | $85K | +4.9% | 0.00% | DBT |
| 2268 | Government National Mortgage Association | GNR | Sep 2022 | 94,486 | -2,615 | $85K | -1.9% | 0.00% | ABS-MBS |
| 2269 | Government National Mortgage Association | GNR | Sep 2022 | 84,414 | -2,692 | $84K | -2.0% | 0.00% | ABS-MBS |
| 2270 | Government National Mortgage Association | GNR | Sep 2022 | 95,645 | -3,527 | $84K | -2.9% | 0.00% | ABS-MBS |
| 2271 | Focus Financial | FOCS | Dec 2022 | 84,958 | New | $84K | — | 0.00% | LON |
| 2272 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 94,841 | -1,367 | $84K | -0.5% | 0.00% | ABS-MBS |
| 2273 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 97,728 | New | $84K | — | 0.00% | ABS-MBS |
| 2274 | Government National Mortgage Association | GNR | Sep 2022 | 87,151 | -2,851 | $84K | -1.7% | 0.00% | ABS-MBS |
| 2275 | Government National Mortgage Association | GNR | Sep 2022 | 2,502,688 | -58,796 | $84K | -8.8% | 0.00% | ABS-O |
| 2276 | Diamondback Energy Inc | FANG | Sep 2022 | 90,000 | — | $84K | +1.0% | 0.00% | DBT |
| 2277 | Federal National Mortgage Association | FNMA | Sep 2022 | 90,042 | -3,486 | $84K | -2.5% | 0.00% | ABS-MBS |
| 2278 | Federal National Mortgage Association | FNMA | Sep 2022 | 88,900 | -3,324 | $84K | -3.6% | 0.00% | ABS-O |
| 2279 | Great-West Lifeco Finance 2018 LP | GWOCN | Sep 2022 | 89,000 | — | $84K | +1.8% | 0.00% | DBT |
| 2280 | Fnma Pass-Thru I | FN | Sep 2022 | 94,328 | -14,462 | $84K | -12.9% | 0.00% | ABS-MBS |
| 2281 | Home Depot Inc | HD | Sep 2022 | 90,000 | — | $83K | +1.5% | 0.00% | DBT |
| 2282 | Fnma Pass-Thru I | FN | Sep 2022 | 92,244 | -4,504 | $82K | -3.9% | 0.00% | ABS-MBS |
| 2283 | Fnma Pass-Thru I | FN | Sep 2022 | 95,688 | -1,365 | $82K | +0.0% | 0.00% | ABS-MBS |
| 2284 | IRS_CCP KRW RCV 4.5% PAY KWCDC3M 15-MAR-2028 | 000000000 | Sep 2022 | 2,403,200,000 | New | $82K | — | 0.00% | DIR |
| 2285 | Raytheon Technologies Corporation | RTX | Sep 2022 | 90,000 | — | $82K | +6.2% | 0.00% | DBT |
| 2286 | Principal Life Global Funding II | PFG | Sep 2022 | 90,000 | — | $82K | +1.3% | 0.00% | DBT |
| 2287 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 90,000 | — | $82K | +2.9% | 0.00% | DBT |
| 2288 | Occidental Petroleum Corporation | OXY | Sep 2022 | 80,000 | New | $82K | — | 0.00% | DBT |
| 2289 | SAN JOSE CALIF FING AUTH | SJSGEN | Sep 2022 | 100,000 | — | $82K | +0.3% | 0.00% | DBT |
| 2290 | OIS_CCP USD RCV SOFR1D PAY 2.08% 28-JUL-2047 | 000000000 | Sep 2022 | 6,380,000 | New | $82K | — | 0.00% | DIR |
| 2291 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 94,965 | -3,364 | $81K | -2.1% | 0.00% | ABS-MBS |
| 2292 | Fnma Pass-Thru I | FN | Sep 2022 | 94,964 | -540 | $81K | +0.7% | 0.00% | ABS-MBS |
| 2293 | Government National Mortgage Association | GNR | Sep 2022 | 472,091 | -4,398 | $81K | -1.6% | 0.00% | ABS-O |
| 2294 | Government National Mortgage Association | GNR | Sep 2022 | 86,636 | -6,806 | $81K | -6.4% | 0.00% | ABS-MBS |
| 2295 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 97,173 | -508 | $81K | +1.1% | 0.00% | ABS-MBS |
| 2296 | Fnma Pass-Thru I | FN | Sep 2022 | 94,213 | -2,278 | $81K | -0.9% | 0.00% | ABS-MBS |
| 2297 | Fnma Pass-Thru I | FN | Sep 2022 | 96,469 | -557 | $81K | +1.0% | 0.00% | ABS-MBS |
| 2298 | Fnma Pass-Thru I | FN | Sep 2022 | 93,693 | -1,930 | $80K | -0.3% | 0.00% | ABS-MBS |
| 2299 | Federal National Mortgage Association | FNMA | Sep 2022 | 83,532 | -3,594 | $80K | -1.7% | 0.00% | ABS-MBS |
| 2300 | Fnma Pass-Thru I | FN | Sep 2022 | 93,517 | -3,053 | $80K | -1.9% | 0.00% | ABS-MBS |
| 2301 | Fnma Pass-Thru I | FN | Sep 2022 | 90,933 | -2,535 | $80K | -0.6% | 0.00% | ABS-MBS |
| 2302 | Federal National Mortgage Association | FNMA | Sep 2022 | 95,856 | -1,948 | $80K | -0.4% | 0.00% | ABS-MBS |
| 2303 | Western Midstream Operating LP | WES | Sep 2022 | 80,000 | — | $80K | +0.6% | 0.00% | DBT |
| 2304 | Government National Mortgage Association | GNR | Sep 2022 | 585,426 | -18,052 | $80K | -3.3% | 0.00% | ABS-O |
| 2305 | Fnma Pass-Thru I | FN | Sep 2022 | 92,939 | -2,071 | $80K | -0.8% | 0.00% | ABS-MBS |
| 2306 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 94,106 | -193,123 | $80K | -66.9% | 0.00% | ABS-MBS |
| 2307 | Fnma Pass-Thru I | FN | Sep 2022 | 89,118 | -4,047 | $80K | -3.5% | 0.00% | ABS-MBS |
| 2308 | OIS_CCP USD RCV 3.388% PAY SOFR1D 15-NOV-2026 | 000000000 | Sep 2022 | 34,400,000 | New | $79K | — | 0.00% | DIR |
| 2309 | Fnma Pass-Thru I | FN | Sep 2022 | 92,355 | -2,415 | $79K | -1.5% | 0.00% | ABS-MBS |
| 2310 | Kennedy Wilson Inc | KW | Sep 2022 | 100,000 | — | $79K | +3.7% | 0.00% | DBT |
| 2311 | Federal National Mortgage Association | FNMA | Sep 2022 | 93,849 | -1,772 | $79K | -0.8% | 0.00% | ABS-MBS |
| 2312 | Fnma Pass-Thru I | FN | Sep 2022 | 92,126 | -574 | $79K | +0.8% | 0.00% | ABS-MBS |
| 2313 | Cisco Systems, Inc. | CSCO | Sep 2022 | 75,000 | — | $79K | +5.6% | 0.00% | DBT |
| 2314 | Intel Corporation | INTC | Sep 2022 | 120,000 | — | $79K | +2.0% | 0.00% | DBT |
| 2315 | General Motors Financial Company Inc | GM | Sep 2022 | 100,000 | — | $79K | +4.4% | 0.00% | DBT |
| 2316 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 91,464 | -2,441 | $79K | -1.2% | 0.00% | ABS-MBS |
| 2317 | Saxon Asset Securities Trust | SAST | Sep 2022 | 81,131 | -1,395 | $79K | -1.9% | 0.00% | ABS-O |
| 2318 | Federal National Mortgage Association | FNMA | Sep 2022 | 94,372 | -2,921 | $78K | -4.3% | 0.00% | ABS-MBS |
| 2319 | Federal National Mortgage Association | FNMA | Dec 2022 | 92,540 | New | $78K | — | 0.00% | ABS-MBS |
| 2320 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 120,000 | — | $78K | +2.3% | 0.00% | DBT |
| 2321 | Intel Corporation | INTC | Sep 2022 | 80,000 | — | $78K | +0.2% | 0.00% | DBT |
| 2322 | Federal National Mortgage Association | FNMA | Sep 2022 | 93,303 | -530 | $78K | +0.9% | 0.00% | ABS-MBS |
| 2323 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 92,352 | -1,913 | $78K | -1.2% | 0.00% | ABS-MBS |
| 2324 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 90,503 | -2,016 | $78K | -0.4% | 0.00% | ABS-MBS |
| 2325 | Government National Mortgage Association | GNR | Sep 2022 | 78,478 | -12,884 | $78K | -14.1% | 0.00% | ABS-O |
| 2326 | Fnma Pass-Thru I | FN | Sep 2022 | 94,561 | -2,217 | $78K | -0.8% | 0.00% | ABS-MBS |
| 2327 | Federal National Mortgage Association | FNMA | Sep 2022 | 80,064 | -3,140 | $78K | -1.9% | 0.00% | ABS-MBS |
| 2328 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 90,402 | -575 | $78K | +0.6% | 0.00% | ABS-MBS |
| 2329 | AT&T Inc | T | Sep 2022 | 100,000 | New | $77K | — | 0.00% | DBT |
| 2330 | Fnma Pass-Thru I | FN | Sep 2022 | 90,106 | -1,615 | $77K | -0.4% | 0.00% | ABS-MBS |
| 2331 | AT&T Inc | T | Sep 2022 | 80,000 | — | $77K | +6.4% | 0.00% | DBT |
| 2332 | Expedia Group Inc | EXPE | Sep 2022 | 95,000 | New | $77K | — | 0.00% | DBT |
| 2333 | Fnma Pass-Thru I | FN | Sep 2022 | 89,261 | -2,928 | $77K | -1.6% | 0.00% | ABS-MBS |
| 2334 | PORT OAKLAND CALIF | PTOTRN | Sep 2022 | 90,000 | — | $77K | -0.0% | 0.00% | DBT |
| 2335 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 93,190 | -603 | $77K | +0.4% | 0.00% | ABS-MBS |
| 2336 | AT&T Inc | T | Sep 2022 | 94,000 | — | $77K | +5.2% | 0.00% | DBT |
| 2337 | Fnma Pass-Thru I | FN | Sep 2022 | 93,197 | -2,987 | $76K | -2.7% | 0.00% | ABS-MBS |
| 2338 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 88,639 | -3,088 | $76K | -2.3% | 0.00% | ABS-MBS |
| 2339 | Microsoft Corporation | MSFT | Sep 2022 | 108,000 | — | $76K | +2.7% | 0.00% | DBT |
| 2340 | Fnma Pass-Thru I | FN | Dec 2022 | 92,922 | New | $76K | — | 0.00% | ABS-MBS |
| 2341 | Fnma Pass-Thru I | FN | Sep 2022 | 88,455 | -2,147 | $76K | -1.1% | 0.00% | ABS-MBS |
| 2342 | Fnma Pass-Thru I | FN | Sep 2022 | 87,564 | -2,800 | $76K | -2.0% | 0.00% | ABS-MBS |
| 2343 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 91,948 | -639 | $76K | +0.3% | 0.00% | ABS-MBS |
| 2344 | Fnma Pass-Thru I | FN | Sep 2022 | 87,964 | -661 | $76K | +0.8% | 0.00% | ABS-MBS |
| 2345 | Federal National Mortgage Association | FNMA | Sep 2022 | 87,885 | -1,083 | $76K | -1.3% | 0.00% | ABS-O |
| 2346 | Amazon.com, Inc. | AMZN | Sep 2022 | 75,000 | -50,000 | $75K | -39.0% | 0.00% | DBT |
| 2347 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 87,355 | -2,751 | $75K | -1.3% | 0.00% | ABS-MBS |
| 2348 | Fnma Pass-Thru I | FN | Sep 2022 | 85,396 | -2,350 | $75K | -0.7% | 0.00% | ABS-MBS |
| 2349 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 87,237 | -1,706 | $75K | -0.2% | 0.00% | ABS-MBS |
| 2350 | Fnma Pass-Thru I | FN | Sep 2022 | 86,766 | -1,027 | $75K | +0.7% | 0.00% | ABS-MBS |
| 2351 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 90,960 | -1,287 | $75K | -0.3% | 0.00% | ABS-MBS |
| 2352 | Becton, Dickinson and Company | BDX | Sep 2022 | 83,000 | — | $75K | +5.3% | 0.00% | DBT |
| 2353 | Federal National Mortgage Association | FNMA | Sep 2022 | 82,055 | -3,210 | $75K | -2.1% | 0.00% | ABS-MBS |
| 2354 | Fnma Pass-Thru I | FN | Sep 2022 | 84,021 | -2,988 | $74K | -2.9% | 0.00% | ABS-MBS |
| 2355 | Fnma Pass-Thru I | FN | Sep 2022 | 85,262 | -1,747 | $74K | -0.7% | 0.00% | ABS-MBS |
| 2356 | Fnma Pass-Thru I | FN | Sep 2022 | 83,622 | -2,534 | $74K | -0.9% | 0.00% | ABS-MBS |
| 2357 | Comcast Corporation | CMCSA | Sep 2022 | 100,000 | — | $74K | +4.9% | 0.00% | DBT |
| 2358 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 84,771 | -1,359 | $73K | -0.4% | 0.00% | ABS-MBS |
| 2359 | Fnma Pass-Thru I | FN | Dec 2022 | 89,204 | New | $73K | — | 0.00% | ABS-MBS |
| 2360 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 88,540 | -2,012 | $73K | -1.3% | 0.00% | ABS-MBS |
| 2361 | Citigroup Inc. | C | Sep 2022 | 75,000 | New | $73K | — | 0.00% | DBT |
| 2362 | Raymond James Financial Inc. | RJF | Sep 2022 | 75,000 | — | $73K | +2.7% | 0.00% | DBT |
| 2363 | Devon Energy Corporation | DVN | Sep 2022 | 77,000 | New | $73K | — | 0.00% | DBT |
| 2364 | Pepsico Inc | PEP | Sep 2022 | 100,000 | — | $72K | +2.5% | 0.00% | DBT |
| 2365 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 86,350 | -605 | $72K | +0.7% | 0.00% | ABS-MBS |
| 2366 | ArcelorMittal S.A. | MTNA | Sep 2022 | 70,000 | — | $72K | +8.7% | 0.00% | DBT |
| 2367 | Sprint Capital Corporation | S | Sep 2022 | 60,000 | — | $72K | +2.7% | 0.00% | DBT |
| 2368 | Fnma Pass-Thru I | FN | Sep 2022 | 82,988 | -584 | $72K | +0.8% | 0.00% | ABS-MBS |
| 2369 | Federal National Mortgage Association | FNMA | Sep 2022 | 76,448 | -2,062 | $71K | -1.0% | 0.00% | ABS-MBS |
| 2370 | Mastr Adjustable Rate Mortgages Trust | MARM | Sep 2022 | 78,914 | -5,653 | $71K | -11.4% | 0.00% | ABS-O |
| 2371 | Fnma Pass-Thru I | FN | Sep 2022 | 82,513 | -3,340 | $71K | -2.5% | 0.00% | ABS-MBS |
| 2372 | Fnma Pass-Thru I | FN | Sep 2022 | 86,237 | -1,712 | $71K | -1.0% | 0.00% | ABS-MBS |
| 2373 | Humana Inc. | HUM | Sep 2022 | 90,000 | — | $71K | +3.2% | 0.00% | DBT |
| 2374 | Fnma Pass-Thru I | FN | Sep 2022 | 86,104 | -2,309 | $71K | -2.2% | 0.00% | ABS-MBS |
| 2375 | Government National Mortgage Association | GNR | Sep 2022 | 75,808 | -2,984 | $71K | -2.6% | 0.00% | ABS-MBS |
| 2376 | JPMorgan Chase & Co. | JPM | Sep 2022 | 75,000 | — | $70K | +3.0% | 0.00% | DBT |
| 2377 | MortgageIT Trust | MHL | Sep 2022 | 75,485 | -7,552 | $70K | -10.4% | 0.00% | ABS-O |
| 2378 | Fnma Pass-Thru I | FN | Sep 2022 | 85,353 | -582 | $70K | -0.2% | 0.00% | ABS-MBS |
| 2379 | Fnma Pass-Thru I | FN | Sep 2022 | 83,906 | -1,654 | $70K | -0.5% | 0.00% | ABS-MBS |
| 2380 | Fnma Pass-Thru I | FN | Sep 2022 | 84,046 | -2,466 | $70K | -1.6% | 0.00% | ABS-MBS |
| 2381 | Apple Inc. | AAPL | Sep 2022 | 75,000 | New | $70K | — | 0.00% | DBT |
| 2382 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 79,000 | -3,729 | $70K | -2.5% | 0.00% | ABS-MBS |
| 2383 | Alliant Energy Finance LLC | LNT | Sep 2022 | 75,000 | — | $70K | +0.5% | 0.00% | DBT |
| 2384 | Federal National Mortgage Association | FNMA | Sep 2022 | 71,186 | -494 | $70K | +1.2% | 0.00% | ABS-MBS |
| 2385 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 67,655 | -3,204 | $70K | -4.9% | 0.00% | ABS-O |
| 2386 | Government National Mortgage Association | GNR | Sep 2022 | 66,867 | -4,761 | $70K | -6.9% | 0.00% | ABS-MBS |
| 2387 | Alimentation Couche-Tard Inc. | ATDBCN | Sep 2022 | 75,000 | — | $70K | +3.8% | 0.00% | DBT |
| 2388 | Fnma Pass-Thru I | FN | Sep 2022 | 84,345 | -595 | $70K | +0.2% | 0.00% | ABS-MBS |
| 2389 | Fnma Pass-Thru I | FN | Sep 2022 | 83,941 | -1,230 | $70K | -0.2% | 0.00% | ABS-MBS |
| 2390 | Fnma Pass-Thru I | FN | Sep 2022 | 84,551 | -1,498 | $69K | -1.3% | 0.00% | ABS-MBS |
| 2391 | Fnma Pass-Thru I | FN | Sep 2022 | 84,668 | -1,720 | $69K | -1.5% | 0.00% | ABS-MBS |
| 2392 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 2,994,882 | -1,689 | $69K | -4.9% | 0.00% | ABS-O |
| 2393 | CWABS Inc. | CWHEL | Sep 2022 | 70,863 | -1,826 | $69K | -2.0% | 0.00% | ABS-O |
| 2394 | Commercial Mortgage Trust 2015-Dc1 | COMM | Sep 2022 | 80,000 | — | $69K | -6.3% | 0.00% | ABS-O |
| 2395 | Sequoia Mtg Tr 6 | SEMT | Sep 2022 | 72,725 | -5,848 | $69K | -8.4% | 0.00% | ABS-O |
| 2396 | Fnma Pass-Thru I | FN | Sep 2022 | 82,960 | -588 | $69K | +0.7% | 0.00% | ABS-MBS |
| 2397 | Bank of America Corporation | BAC | Sep 2022 | 70,000 | New | $69K | — | 0.00% | DBT |
| 2398 | Government National Mortgage Association | GNR | Sep 2022 | 73,271 | -2,433 | $69K | -1.9% | 0.00% | ABS-MBS |
| 2399 | Federal National Mortgage Association | FNMA | Sep 2022 | 67,346 | -1,374 | $68K | -2.1% | 0.00% | ABS-MBS |
| 2400 | Federal National Mortgage Association | FNMA | Sep 2022 | 68,511 | -616 | $68K | +0.4% | 0.00% | ABS-MBS |
| 2401 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 82,337 | -1,986 | $68K | -1.5% | 0.00% | ABS-MBS |
| 2402 | Fnma Pass-Thru I | FN | Sep 2022 | 78,986 | -1,337 | $68K | -0.9% | 0.00% | ABS-MBS |
| 2403 | Fnma Pass-Thru I | FN | Sep 2022 | 81,732 | -2,638 | $68K | -1.9% | 0.00% | ABS-MBS |
| 2404 | Federal National Mortgage Association | FNMA | Sep 2022 | 68,819 | -1,280 | $68K | -0.9% | 0.00% | ABS-MBS |
| 2405 | Bear Stearns Alternative A Trust | BALTA | Sep 2022 | 72,623 | -2,044 | $68K | -4.6% | 0.00% | ABS-O |
| 2406 | Fnma Pass-Thru I | FN | Sep 2022 | 82,237 | -646 | $67K | -0.3% | 0.00% | ABS-MBS |
| 2407 | Fnma Pass-Thru I | FN | Sep 2022 | 78,413 | -1,649 | $67K | -1.1% | 0.00% | ABS-MBS |
| 2408 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 80,943 | -3,433 | $67K | -2.7% | 0.00% | ABS-MBS |
| 2409 | The Boeing Company | BA | Sep 2022 | 70,000 | — | $67K | +9.4% | 0.00% | DBT |
| 2410 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 81,622 | -1,700 | $67K | -1.8% | 0.00% | ABS-MBS |
| 2411 | Targa Resources Partners LP/Targa Resources Finance Corp. | TRGP | Sep 2022 | 70,000 | — | $67K | +3.1% | 0.00% | DBT |
| 2412 | Fnma Pass-Thru I | FN | Sep 2022 | 72,966 | -2,047 | $67K | -1.8% | 0.00% | ABS-MBS |
| 2413 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 77,106 | -1,865 | $67K | -0.6% | 0.00% | ABS-MBS |
| 2414 | Fnma Pass-Thru I | FN | Sep 2022 | 80,723 | -1,732 | $67K | -1.2% | 0.00% | ABS-MBS |
| 2415 | Federal National Mortgage Association | FNMA | Dec 2022 | 80,859 | New | $66K | — | 0.00% | ABS-MBS |
| 2416 | Federal National Mortgage Association | FNMA | Sep 2022 | 68,539 | -1,919 | $66K | -0.5% | 0.00% | ABS-MBS |
| 2417 | Federal National Mortgage Association | FNMA | Sep 2022 | 70,620 | -3,088 | $66K | -3.0% | 0.00% | ABS-MBS |
| 2418 | Walmart Inc | WMT | Sep 2022 | 80,000 | — | $66K | +2.9% | 0.00% | DBT |
| 2419 | Capital One Financial Corporation | COF | Dec 2022 | 75,000 | New | $65K | — | 0.00% | DBT |
| 2420 | Fnma Pass-Thru I | FN | Sep 2022 | 66,671 | -6,273 | $65K | -7.3% | 0.00% | ABS-MBS |
| 2421 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 78,792 | -2,012 | $65K | -1.1% | 0.00% | ABS-MBS |
| 2422 | Fnma Pass-Thru I | FN | Sep 2022 | 78,878 | -2,599 | $65K | -2.0% | 0.00% | ABS-MBS |
| 2423 | Verizon Communications Inc. | VZ | Sep 2022 | 70,000 | — | $65K | +2.3% | 0.00% | DBT |
| 2424 | Fnma Pass-Thru I | FN | Sep 2022 | 66,462 | -5,458 | $65K | -6.4% | 0.00% | ABS-MBS |
| 2425 | TransCanada Pipelines Limited | TRPCN | Dec 2022 | 65,000 | New | $65K | — | 0.00% | DBT |
| 2426 | CLI FUNDING VI LLC | CLIF | Sep 2022 | 74,500 | -2,833 | $65K | -3.8% | 0.00% | ABS-O |
| 2427 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 78,192 | -3,010 | $65K | -2.6% | 0.00% | ABS-MBS |
| 2428 | Fnma Pass-Thru I | FN | Sep 2022 | 78,168 | -1,286 | $65K | -0.3% | 0.00% | ABS-MBS |
| 2429 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 65,673 | -471 | $65K | +0.3% | 0.00% | ABS-MBS |
| 2430 | CVS Health Corp | CVS | Sep 2022 | 80,000 | — | $65K | +2.7% | 0.00% | DBT |
| 2431 | S&P Global Inc | SPGI | Dec 2022 | 65,000 | New | $64K | — | 0.00% | DBT |
| 2432 | Fnma Pass-Thru I | FN | Sep 2022 | 77,842 | -2,254 | $64K | -1.5% | 0.00% | ABS-MBS |
| 2433 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 78,179 | -2,146 | $64K | -1.8% | 0.00% | ABS-MBS |
| 2434 | BANK 2019-BNK19 | BANK | Sep 2022 | 100,000 | — | $64K | -8.3% | 0.00% | ABS-O |
| 2435 | Government National Mortgage Association | GNR | Sep 2022 | 60,746 | -1,796 | $64K | -4.1% | 0.00% | ABS-MBS |
| 2436 | Federal National Mortgage Association | FNMA | Sep 2022 | 65,230 | -908 | $64K | -0.4% | 0.00% | ABS-MBS |
| 2437 | AT&T Inc | T | Dec 2022 | 75,000 | New | $64K | — | 0.00% | DBT |
| 2438 | American Honda Finance Corporation | HNDA | Dec 2022 | 70,000 | New | $64K | — | 0.00% | DBT |
| 2439 | General Motors Financial Company Inc | GM | Dec 2022 | 70,000 | New | $64K | — | 0.00% | DBT |
| 2440 | Broadcom Corporation/Broadcom Cayman Finance Ltd | AVGO | Dec 2022 | 70,000 | New | $64K | — | 0.00% | DBT |
| 2441 | Humana Inc. | HUM | Sep 2022 | 70,000 | — | $64K | +2.9% | 0.00% | DBT |
| 2442 | Southwestern Energy Company | SWN | Sep 2022 | 70,000 | — | $64K | +1.2% | 0.00% | DBT |
| 2443 | Federal National Mortgage Association | FNMA | Sep 2022 | 66,759 | -1,367 | $64K | +0.5% | 0.00% | ABS-MBS |
| 2444 | 3M Company | MMM | Dec 2022 | 75,000 | New | $64K | — | 0.00% | DBT |
| 2445 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 411,688 | -5,019 | $64K | -2.8% | 0.00% | ABS-O |
| 2446 | Comcast Corporation | CMCSA | Sep 2022 | 55,000 | +5,000 | $64K | +16.1% | 0.00% | DBT |
| 2447 | Wamu Mortgage Pass-Through CTFS TR | WAMU | Sep 2022 | 71,390 | -2,118 | $64K | -6.4% | 0.00% | ABS-O |
| 2448 | Cheniere Energy Partners L P | CQP | Sep 2022 | 80,000 | — | $64K | +3.4% | 0.00% | DBT |
| 2449 | Crown Castle Inc. | CCI | Dec 2022 | 65,000 | New | $64K | — | 0.00% | DBT |
| 2450 | JPMorgan Chase & Co. | JPM | Dec 2022 | 70,000 | New | $64K | — | 0.00% | DBT |
| 2451 | Federal National Mortgage Association | FNMA | Sep 2022 | 66,157 | -680 | $64K | -0.1% | 0.00% | ABS-MBS |
| 2452 | Aon PLC | AON | Dec 2022 | 65,000 | New | $64K | — | 0.00% | DBT |
| 2453 | The Boeing Company | BA | Sep 2022 | 70,000 | — | $63K | +4.2% | 0.00% | DBT |
| 2454 | Intercontinental Exchange Inc | ICE | Dec 2022 | 65,000 | New | $63K | — | 0.00% | DBT |
| 2455 | Fnma Pass-Thru I | FN | Sep 2022 | 76,798 | -3,279 | $63K | -3.3% | 0.00% | ABS-MBS |
| 2456 | AT&T Inc | T | Dec 2022 | 70,000 | New | $63K | — | 0.00% | DBT |
| 2457 | State Street Corporation | STT | Dec 2022 | 70,000 | New | $63K | — | 0.00% | DBT |
| 2458 | AT&T Inc | T | Sep 2022 | 90,000 | — | $63K | +3.3% | 0.00% | DBT |
| 2459 | U.S. Bancorp. | USB | Dec 2022 | 70,000 | New | $63K | — | 0.00% | DBT |
| 2460 | Discover Financial Services | DFS | Dec 2022 | 65,000 | New | $63K | — | 0.00% | DBT |
| 2461 | The Boeing Company | BA | Dec 2022 | 70,000 | New | $63K | — | 0.00% | DBT |
| 2462 | Duke Energy Corp | DUK | Dec 2022 | 65,000 | New | $63K | — | 0.00% | DBT |
| 2463 | Visa Inc | V | Sep 2022 | 65,000 | New | $63K | — | 0.00% | DBT |
| 2464 | Pioneer Natural Resources Company | PXD | Sep 2022 | 70,000 | — | $63K | +2.1% | 0.00% | DBT |
| 2465 | Comcast Corporation | CMCSA | Sep 2022 | 75,000 | New | $63K | — | 0.00% | DBT |
| 2466 | Morgan Stanley | MS | Dec 2022 | 70,000 | New | $62K | — | 0.00% | DBT |
| 2467 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 75,367 | -1,382 | $62K | -0.7% | 0.00% | ABS-MBS |
| 2468 | Western Midstream Operating LP | WES | Sep 2022 | 75,000 | — | $62K | +1.1% | 0.00% | DBT |
| 2469 | The Allstate Corporation | ALL | Dec 2022 | 70,000 | New | $62K | — | 0.00% | DBT |
| 2470 | Walmart Inc | WMT | Dec 2022 | 70,000 | New | $62K | — | 0.00% | DBT |
| 2471 | Truist Financial Corporation | TFC | Dec 2022 | 70,000 | New | $62K | — | 0.00% | DBT |
| 2472 | Public Storage | PSA | Dec 2022 | 70,000 | New | $62K | — | 0.00% | DBT |
| 2473 | TotalEnergies Capital International S.A. | TTEFP | Dec 2022 | 70,000 | New | $62K | — | 0.00% | DBT |
| 2474 | Bank of America Corporation | BAC | Dec 2022 | 70,000 | New | $62K | — | 0.00% | DBT |
| 2475 | Wells Fargo & Company | WFC | Dec 2022 | 70,000 | New | $62K | — | 0.00% | DBT |
| 2476 | Bank of Montreal | BMO | Dec 2022 | 70,000 | New | $62K | — | 0.00% | DBT |
| 2477 | Fifth Third Bancorp | FITB | Dec 2022 | 60,000 | New | $62K | — | 0.00% | DBT |
| 2478 | Fnma Pass-Thru I | FN | Sep 2022 | 75,077 | -1,946 | $62K | -1.7% | 0.00% | ABS-MBS |
| 2479 | Occidental Petroleum Corporation | OXY | Sep 2022 | 80,000 | — | $62K | -3.6% | 0.00% | DBT |
| 2480 | JPMorgan Chase & Co. | JPM | Dec 2022 | 70,000 | New | $62K | — | 0.00% | DBT |
| 2481 | HP Inc | HPQ | Dec 2022 | 70,000 | New | $62K | — | 0.00% | DBT |
| 2482 | Bank of America Corporation | BAC | Dec 2022 | 70,000 | New | $61K | — | 0.00% | DBT |
| 2483 | Morgan Stanley | MS | Dec 2022 | 70,000 | New | $61K | — | 0.00% | DBT |
| 2484 | JPMorgan Chase & Co. | JPM | Dec 2022 | 70,000 | New | $61K | — | 0.00% | DBT |
| 2485 | Bank of America Corporation | BAC | Sep 2022 | 75,000 | — | $61K | +3.4% | 0.00% | DBT |
| 2486 | Federal National Mortgage Association | FNMA | Sep 2022 | 67,049 | -2,122 | $61K | -1.4% | 0.00% | ABS-MBS |
| 2487 | Citigroup Inc. | C | Dec 2022 | 70,000 | New | $61K | — | 0.00% | DBT |
| 2488 | Honeywell International Inc. | HON | Dec 2022 | 60,000 | New | $61K | — | 0.00% | DBT |
| 2489 | Citigroup Inc. | C | Dec 2022 | 70,000 | New | $61K | — | 0.00% | DBT |
| 2490 | CVS Health Corp | CVS | Dec 2022 | 65,000 | New | $61K | — | 0.00% | DBT |
| 2491 | Federal National Mortgage Association | FNMA | Sep 2022 | 61,759 | -2,007 | $61K | -2.2% | 0.00% | ABS-MBS |
| 2492 | Verizon Communications Inc. | VZ | Sep 2022 | 80,000 | — | $61K | +3.6% | 0.00% | DBT |
| 2493 | HCA Inc. | HCA | Dec 2022 | 60,000 | New | $61K | — | 0.00% | DBT |
| 2494 | Wells Fargo & Company | WFC | Dec 2022 | 65,000 | New | $60K | — | 0.00% | DBT |
| 2495 | Pulte Group Inc | PHM | Dec 2022 | 60,000 | New | $60K | — | 0.00% | DBT |
| 2496 | OIS_CCP USD RCV 3.35% PAY SOFR1D 06-OCT-2027 | 000000000 | Sep 2022 | 24,640,000 | New | $60K | — | 0.00% | DIR |
| 2497 | BlackRock, Inc. | BLK | Sep 2022 | 70,000 | — | $60K | +3.6% | 0.00% | DBT |
| 2498 | Southwestern Electric Power Company | AEP | Sep 2022 | 65,000 | — | $60K | +1.8% | 0.00% | DBT |
| 2499 | Fnma Pass-Thru I | FN | Sep 2022 | 64,061 | -1,659 | $60K | -1.3% | 0.00% | ABS-MBS |
| 2500 | Cameron LNG LLC | CAMLNG | Sep 2022 | 70,000 | — | $59K | +2.9% | 0.00% | DBT |
| 2501 | Federal National Mortgage Association | FNMA | Sep 2022 | 61,801 | -2,063 | $59K | -2.0% | 0.00% | ABS-MBS |
| 2502 | Park Aerospace Holdings Ltd. | AVOL | Sep 2022 | 60,000 | — | $59K | +0.8% | 0.00% | DBT |
| 2503 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 72,976 | -1,277 | $59K | -0.3% | 0.00% | ABS-MBS |
| 2504 | Fnma Pass-Thru I | FN | Sep 2022 | 71,500 | -3,183 | $59K | -3.0% | 0.00% | ABS-MBS |
| 2505 | Union Pacific Corporation | UNP | Sep 2022 | 80,000 | — | $59K | +5.3% | 0.00% | DBT |
| 2506 | Wamu Mortgage Pass-Through CTFS TR | WAMU | Sep 2022 | 64,494 | -1,012 | $59K | -3.0% | 0.00% | ABS-O |
| 2507 | Federal National Mortgage Association | FNMA | Sep 2022 | 59,312 | -3,340 | $59K | -2.7% | 0.00% | ABS-MBS |
| 2508 | Santander Holdings USA Inc. | SANUSA | Sep 2022 | 60,000 | — | $59K | +2.4% | 0.00% | DBT |
| 2509 | Enterprise Products Operating LLC | EPD | Sep 2022 | 60,000 | — | $59K | +5.2% | 0.00% | DBT |
| 2510 | Cigna Corporation | CI | Sep 2022 | 60,000 | — | $59K | +0.7% | 0.00% | DBT |
| 2511 | J.G.WENTWORTH XXXV LLC | HENDR | Sep 2022 | 67,433 | -1,318 | $59K | -4.5% | 0.00% | ABS-O |
| 2512 | Government National Mortgage Association | GNR | Sep 2022 | 62,406 | -2,139 | $58K | -2.3% | 0.00% | ABS-MBS |
| 2513 | Genesee & Wyoming | GWR | Sep 2022 | 58,500 | -150 | $58K | +1.9% | 0.00% | LON |
| 2514 | Federal National Mortgage Association | FNMA | Sep 2022 | 60,214 | -2,056 | $58K | -2.4% | 0.00% | ABS-MBS |
| 2515 | Government National Mortgage Association | GNR | Sep 2022 | 61,148 | -2,726 | $58K | -1.0% | 0.00% | ABS-MBS |
| 2516 | Fnma Pass-Thru I | FN | Sep 2022 | 69,846 | -553 | $58K | +0.5% | 0.00% | ABS-MBS |
| 2517 | Intel Corporation | INTC | Sep 2022 | 76,000 | — | $58K | +1.9% | 0.00% | DBT |
| 2518 | United States Treasury Notes | T | Sep 2022 | 60,000 | — | $58K | +0.6% | 0.00% | DBT |
| 2519 | LOUISIANA ST | LASGEN | Sep 2022 | 70,000 | — | $58K | -0.4% | 0.00% | DBT |
| 2520 | Exxon Mobil Corporation | XOM | Sep 2022 | 60,000 | New | $57K | — | 0.00% | DBT |
| 2521 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Sep 2022 | 6,900,000 | New | $57K | — | 0.00% | DIR |
| 2522 | Government National Mortgage Association | GNR | Sep 2022 | 60,733 | -2,050 | $57K | -2.2% | 0.00% | ABS-MBS |
| 2523 | LOS ANGELES CALIF MUN IMPT CORP | LOSGEN | Sep 2022 | 70,000 | — | $57K | -1.0% | 0.00% | DBT |
| 2524 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 350,146 | -4,969 | $56K | -2.7% | 0.00% | ABS-O |
| 2525 | Enterprise Products Operating LLC | EPD | Sep 2022 | 50,000 | — | $56K | +3.1% | 0.00% | DBT |
| 2526 | Workday Inc | WDAY | Sep 2022 | 60,000 | New | $56K | — | 0.00% | DBT |
| 2527 | Government National Mortgage Association | GNR | Sep 2022 | 404,914 | -5,165 | $56K | -1.9% | 0.00% | ABS-O |
| 2528 | Government National Mortgage Association | GNR | Sep 2022 | 57,049 | New | $55K | — | 0.00% | ABS-MBS |
| 2529 | Western Midstream Operating LP | WES | Sep 2022 | 60,000 | — | $55K | +1.8% | 0.00% | DBT |
| 2530 | CVS Health Corp | CVS | Sep 2022 | 70,000 | New | $55K | — | 0.00% | DBT |
| 2531 | Federal National Mortgage Association | FNMA | Sep 2022 | 52,718 | -1,028 | $55K | -2.3% | 0.00% | ABS-O |
| 2532 | Government National Mortgage Association | GNR | Sep 2022 | 56,963 | -2,406 | $55K | -2.8% | 0.00% | ABS-MBS |
| 2533 | CDS_IX_CCP CDX.NA.IG.37 1% 20261220 | 000000000 | Sep 2022 | 5,100,000 | New | $54K | — | 0.00% | DCR |
| 2534 | Government National Mortgage Association | GNR | Sep 2022 | 56,507 | -2,188 | $54K | -2.5% | 0.00% | ABS-MBS |
| 2535 | LifePoint Health | 75915TAD4 | Sep 2022 | 57,463 | — | $54K | +1.4% | 0.00% | LON |
| 2536 | Bank of America Corporation | BAC | Sep 2022 | 60,000 | — | $54K | +1.7% | 0.00% | DBT |
| 2537 | Alphabet Inc. | GOOGL | Sep 2022 | 60,000 | — | $54K | +0.6% | 0.00% | DBT |
| 2538 | Government National Mortgage Association | GNR | Sep 2022 | 1,453,668 | -1,038,074 | $54K | -39.4% | 0.00% | ABS-O |
| 2539 | AT&T Inc | T | Sep 2022 | 80,000 | — | $54K | +4.2% | 0.00% | DBT |
| 2540 | Amazon.com, Inc. | AMZN | Sep 2022 | 60,000 | New | $54K | — | 0.00% | DBT |
| 2541 | Lcm XIX Limited Partnership/LLC | LCM | Sep 2022 | 53,899 | -18,490 | $54K | -25.2% | 0.00% | ABS-CBDO |
| 2542 | Federal National Mortgage Association | FNMA | Sep 2022 | 54,534 | -2,302 | $53K | -2.6% | 0.00% | ABS-MBS |
| 2543 | Alphabet Inc. | GOOGL | Sep 2022 | 90,000 | — | $53K | +0.5% | 0.00% | DBT |
| 2544 | NEW ORLEANS LA | NEWUTL | Sep 2022 | 65,000 | — | $53K | +0.9% | 0.00% | DBT |
| 2545 | Government National Mortgage Association | GNR | Sep 2022 | 51,232 | -1,530 | $53K | -3.2% | 0.00% | ABS-MBS |
| 2546 | Citigroup Inc. | C | Sep 2022 | 50,000 | — | $53K | +4.6% | 0.00% | DBT |
| 2547 | Humana Inc. | HUM | Sep 2022 | 60,000 | — | $53K | +2.7% | 0.00% | DBT |
| 2548 | Morgan Stanley | MS | Dec 2022 | 60,000 | New | $53K | — | 0.00% | DBT |
| 2549 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 53,794 | -1,476 | $53K | +0.1% | 0.00% | ABS-MBS |
| 2550 | Federal National Mortgage Association | FNMA | Sep 2022 | 57,757 | -1,249 | $53K | -0.3% | 0.00% | ABS-MBS |
| 2551 | Government National Mortgage Association | GNR | Sep 2022 | 57,296 | -3,243 | $53K | -3.0% | 0.00% | ABS-MBS |
| 2552 | NEW ORLEANS LA | NEWWTR | Sep 2022 | 65,000 | — | $53K | +0.9% | 0.00% | DBT |
| 2553 | Government National Mortgage Association | GNR | Sep 2022 | 55,991 | -1,895 | $52K | -2.3% | 0.00% | ABS-MBS |
| 2554 | Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc | JBSSBZ | Sep 2022 | 55,000 | — | $52K | +3.1% | 0.00% | DBT |
| 2555 | Amazon.com, Inc. | AMZN | Sep 2022 | 60,000 | — | $52K | +1.6% | 0.00% | DBT |
| 2556 | The Boeing Company | BA | Sep 2022 | 70,000 | — | $52K | +8.4% | 0.00% | DBT |
| 2557 | Energy Transfer LP | ET | Sep 2022 | 60,000 | — | $52K | -0.8% | 0.00% | DBT |
| 2558 | Fnma Pass-Thru I | FN | Sep 2022 | 54,209 | -1,785 | $52K | -0.8% | 0.00% | ABS-MBS |
| 2559 | Teachers Insurance and Annuity Association of America | TIAAGL | Sep 2022 | 46,000 | — | $51K | +1.8% | 0.00% | DBT |
| 2560 | Fnma Pass-Thru I | FN | Sep 2022 | 62,251 | -6,809 | $51K | -9.4% | 0.00% | ABS-MBS |
| 2561 | Energy Transfer LP | ET | Sep 2022 | 60,000 | — | $51K | +3.7% | 0.00% | DBT |
| 2562 | Comcast Corporation | CMCSA | Sep 2022 | 52,000 | New | $51K | — | 0.00% | DBT |
| 2563 | Government National Mortgage Association | GNR | Sep 2022 | 50,998 | -1,861 | $51K | -3.9% | 0.00% | ABS-O |
| 2564 | MPT Operating Partnership LP / MPT Finance Corporation | MPW | Sep 2022 | 60,000 | — | $51K | -2.7% | 0.00% | DBT |
| 2565 | Reinsurance Group of America, Incorporated | RGA | Sep 2022 | 55,000 | -10,000 | $51K | -12.8% | 0.00% | DBT |
| 2566 | United Rentals, Inc. | URI | Sep 2022 | 60,000 | — | $50K | +3.1% | 0.00% | DBT |
| 2567 | Romania (Republic Of) | ROMANI | Sep 2022 | 70,000 | — | $50K | +18.6% | 0.00% | DBT |
| 2568 | Hewlett Packard Enterprise Company | HPE | Sep 2022 | 50,000 | -55,000 | $50K | -47.5% | 0.00% | DBT |
| 2569 | Fnma Pass-Thru I | FN | Sep 2022 | 52,204 | -1,883 | $50K | -1.4% | 0.00% | ABS-MBS |
| 2570 | Federal National Mortgage Association | FNMA | Sep 2022 | 318,834 | -4,374 | $50K | -3.5% | 0.00% | ABS-O |
| 2571 | Federal National Mortgage Association | FNMA | Sep 2022 | 51,543 | -2,353 | $50K | -3.5% | 0.00% | ABS-MBS |
| 2572 | Aetna, Inc. | AET | Sep 2022 | 50,000 | — | $49K | +0.2% | 0.00% | DBT |
| 2573 | Federal National Mortgage Association | FNMA | Sep 2022 | 49,718 | -2,266 | $49K | -3.1% | 0.00% | ABS-MBS |
| 2574 | Amgen Inc. | AMGN | Sep 2022 | 50,000 | — | $49K | -0.2% | 0.00% | DBT |
| 2575 | QUALCOMM Inc. | QCOM | Sep 2022 | 50,000 | -10,000 | $49K | -13.3% | 0.00% | DBT |
| 2576 | IRS_CCP AUD RCV BBSW6M PAY 4% 15-MAR-2025 | 000000000 | Sep 2022 | 12,940,000 | New | $49K | — | 0.00% | DIR |
| 2577 | Federal National Mortgage Association | FNMA | Sep 2022 | 50,046 | -1,545 | $49K | -1.1% | 0.00% | ABS-MBS |
| 2578 | Federal National Mortgage Association | FNMA | Sep 2022 | 49,326 | -1,773 | $49K | -2.2% | 0.00% | ABS-MBS |
| 2579 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | JPMBB | Sep 2022 | 50,000 | — | $49K | -0.8% | 0.00% | ABS-O |
| 2580 | MetLife Inc. | MET | Sep 2022 | 50,000 | — | $48K | +0.3% | 0.00% | DBT |
| 2581 | Comcast Corporation | CMCSA | Sep 2022 | 60,000 | — | $48K | +4.8% | 0.00% | DBT |
| 2582 | Lockheed Martin Corporation | LMT | Sep 2022 | 50,000 | — | $48K | +4.8% | 0.00% | DBT |
| 2583 | Fnma Pass-Thru I | FN | Sep 2022 | 50,076 | -906 | $48K | -0.8% | 0.00% | ABS-MBS |
| 2584 | MPLX LP | MPLX | Sep 2022 | 50,000 | New | $48K | — | 0.00% | DBT |
| 2585 | Kinder Morgan, Inc. | KMI | Sep 2022 | 50,000 | — | $48K | +2.5% | 0.00% | DBT |
| 2586 | Berkshire Hathaway Inc. | BRK | Dec 2022 | 50,000 | New | $48K | — | 0.00% | DBT |
| 2587 | Federal National Mortgage Association | FNMA | Sep 2022 | 50,000 | — | $48K | +0.1% | 0.00% | ABS-MBS |
| 2588 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 49,659 | -1,816 | $48K | -2.2% | 0.00% | ABS-MBS |
| 2589 | Verizon Communications Inc. | VZ | Sep 2022 | 75,000 | New | $47K | — | 0.00% | DBT |
| 2590 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 347,549 | -2,910 | $47K | -1.8% | 0.00% | ABS-O |
| 2591 | Burlington Northern Santa Fe LLC | BNSF | Sep 2022 | 70,000 | — | $47K | +3.2% | 0.00% | DBT |
| 2592 | UnitedHealth Group Inc. | UNH | Sep 2022 | 40,000 | — | $47K | +6.6% | 0.00% | DBT |
| 2593 | CALL FEB 23 T-NOTECALL FE | TYG3C | Sep 2022 | 56 | New | $47K | — | 0.00% | DIR |
| 2594 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 50,000 | New | $47K | — | 0.00% | DBT |
| 2595 | Federal National Mortgage Association | FNMA | Sep 2022 | 50,753 | -1,529 | $47K | -0.1% | 0.00% | ABS-MBS |
| 2596 | IRS_CCP EUR RCV EURIB6M PAY 2.35% 04-JUL-2029 | 000000000 | Sep 2022 | 1,270,000 | New | $47K | — | 0.00% | DIR |
| 2597 | MPLX LP | MPLX | Sep 2022 | 50,000 | — | $47K | +2.3% | 0.00% | DBT |
| 2598 | Gnma Pass-Thru M Single Family | G2 | Sep 2022 | 49,443 | -1,752 | $46K | -2.3% | 0.00% | ABS-MBS |
| 2599 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 48,366 | -1,700 | $46K | -2.4% | 0.00% | ABS-MBS |
| 2600 | eBay Inc. | EBAY | Dec 2022 | 45,000 | New | $46K | — | 0.00% | DBT |
| 2601 | Paypal Holdings Incorporation | PYPL | Sep 2022 | 50,000 | — | $46K | +0.7% | 0.00% | DBT |
| 2602 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 55,000 | New | $46K | — | 0.00% | DBT |
| 2603 | Government National Mortgage Association | GNR | Sep 2022 | 50,814 | -1,849 | $46K | -2.9% | 0.00% | ABS-MBS |
| 2604 | Becton, Dickinson and Company | BDX | Sep 2022 | 47,000 | — | $46K | +0.9% | 0.00% | DBT |
| 2605 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 49,128 | -1,679 | $46K | -1.8% | 0.00% | ABS-MBS |
| 2606 | Commercial Mortgage Trust 2013-CR | COMM | Sep 2022 | 50,000 | — | $46K | -6.0% | 0.00% | ABS-O |
| 2607 | CubeSmart L.P. | CUBE | Dec 2022 | 55,000 | New | $46K | — | 0.00% | DBT |
| 2608 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 48,434 | -1,935 | $45K | -2.6% | 0.00% | ABS-MBS |
| 2609 | Fnma Pass-Thru I | FN | Dec 2022 | 52,653 | New | $45K | — | 0.00% | ABS-MBS |
| 2610 | Energy Transfer LP | ET | Sep 2022 | 50,000 | — | $45K | +4.8% | 0.00% | DBT |
| 2611 | IRS_CCP EUR RCV EURIB6M PAY 1.8% 09-SEP-2052 | 000000000 | Sep 2022 | 1,330,000 | New | $45K | — | 0.00% | DIR |
| 2612 | L3 Harris Technologies Inc | LHX | Sep 2022 | 50,000 | — | $45K | +2.2% | 0.00% | DBT |
| 2613 | Citigroup Inc. | C | Sep 2022 | 50,000 | -1,950,000 | $45K | -97.5% | 0.00% | DBT |
| 2614 | Federal National Mortgage Association | FNMA | Sep 2022 | 47,039 | -1,190 | $45K | -1.4% | 0.00% | ABS-MBS |
| 2615 | Deere & Company | DE | Sep 2022 | 50,000 | — | $45K | +1.0% | 0.00% | DBT |
| 2616 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 46,333 | -2,547 | $45K | -3.4% | 0.00% | ABS-MBS |
| 2617 | Becton, Dickinson and Company | BDX | Sep 2022 | 46,000 | New | $45K | — | 0.00% | DBT |
| 2618 | UnitedHealth Group Inc. | UNH | Sep 2022 | 50,000 | — | $45K | +5.0% | 0.00% | DBT |
| 2619 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 994,527 | -953 | $45K | -3.9% | 0.00% | ABS-O |
| 2620 | HCA Inc. | HCA | Sep 2022 | 50,000 | — | $45K | +5.7% | 0.00% | DBT |
| 2621 | JERSEY MIKES FUNDING LLC | JMIKE | Sep 2022 | 49,625 | — | $45K | -0.9% | 0.00% | ABS-O |
| 2622 | Federal National Mortgage Association | FNMA | Sep 2022 | 49,724 | -1,140 | $45K | -1.4% | 0.00% | ABS-MBS |
| 2623 | Bank of America Corporation | BAC | Dec 2022 | 50,000 | New | $45K | — | 0.00% | DBT |
| 2624 | Pacific Gas and Electric Company | PCG | Sep 2022 | 70,000 | — | $45K | +4.1% | 0.00% | DBT |
| 2625 | United Parcel Service, Inc. | UPS | Sep 2022 | 40,000 | -10,000 | $44K | -18.0% | 0.00% | DBT |
| 2626 | State Street Corporation | STT | Sep 2022 | 50,000 | New | $44K | — | 0.00% | DBT |
| 2627 | General Motors Financial Company Inc | GM | Dec 2022 | 50,000 | New | $44K | — | 0.00% | DBT |
| 2628 | 3M Company | MMM | Sep 2022 | 50,000 | — | $44K | +3.5% | 0.00% | DBT |
| 2629 | Federal National Mortgage Association | FNMA | Sep 2022 | 45,979 | -1,140 | $44K | -1.7% | 0.00% | ABS-MBS |
| 2630 | Government National Mortgage Association | GNR | Sep 2022 | 41,629 | -937 | $44K | -3.5% | 0.00% | ABS-MBS |
| 2631 | Paypal Holdings Incorporation | PYPL | Sep 2022 | 50,000 | — | $44K | +2.3% | 0.00% | DBT |
| 2632 | Goldman Sachs Group, Inc. | GS | Sep 2022 | 60,000 | — | $44K | +7.1% | 0.00% | DBT |
| 2633 | SAN JOSE CALIF FING AUTH | SJSGEN | Sep 2022 | 55,000 | — | $44K | +0.4% | 0.00% | DBT |
| 2634 | Government National Mortgage Association | GNR | Sep 2022 | 271,343 | -11,271 | $44K | -4.5% | 0.00% | ABS-O |
| 2635 | General Motors Company | GM | Sep 2022 | 50,000 | — | $44K | +7.9% | 0.00% | DBT |
| 2636 | Gilead Sciences, Inc. | GILD | Dec 2022 | 45,000 | New | $43K | — | 0.00% | DBT |
| 2637 | Government National Mortgage Association | GNR | Sep 2022 | 44,471 | -2,716 | $43K | -4.8% | 0.00% | ABS-MBS |
| 2638 | Romania (Republic Of) | ROMANI | Sep 2022 | 70,000 | — | $43K | +22.1% | 0.00% | DBT |
| 2639 | Government National Mortgage Association | GNR | Sep 2022 | 46,776 | -981 | $43K | +0.2% | 0.00% | ABS-MBS |
| 2640 | Government National Mortgage Association | GNR | Sep 2022 | 41,644 | -1,063 | $43K | -2.9% | 0.00% | ABS-MBS |
| 2641 | SWO USD RCV 2.697 PAY SOF | 000000000 | Sep 2022 | 100 | New | $43K | — | 0.00% | DIR |
| 2642 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | 100 | New | $43K | — | 0.00% | DIR |
| 2643 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 42,642 | -880 | $43K | -0.6% | 0.00% | ABS-MBS |
| 2644 | H&E Equipment Services, Inc. | HEES | Sep 2022 | 50,000 | New | $43K | — | 0.00% | DBT |
| 2645 | Jane Street Group | JANSTR | Sep 2022 | 43,721 | -111 | $43K | +0.9% | 0.00% | LON |
| 2646 | Energy Transfer LP | ET | Sep 2022 | 50,000 | — | $42K | +4.6% | 0.00% | DBT |
| 2647 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 41,458 | -651 | $42K | +0.4% | 0.00% | ABS-MBS |
| 2648 | Welltower OP LLC | WELL | Sep 2022 | 50,000 | -15,000 | $42K | -21.7% | 0.00% | DBT |
| 2649 | COMMONWEALTH FING AUTH PA | CMNGEN | Sep 2022 | 50,000 | — | $42K | -0.6% | 0.00% | DBT |
| 2650 | Government National Mortgage Association | GNR | Sep 2022 | 46,146 | -1,327 | $42K | -0.7% | 0.00% | ABS-MBS |
| 2651 | The Dow Chemical Company | DOW | Dec 2022 | 40,000 | New | $42K | — | 0.00% | DBT |
| 2652 | The Boeing Company | BA | Sep 2022 | 55,000 | New | $42K | — | 0.00% | DBT |
| 2653 | Federal National Mortgage Association | FNMA | Sep 2022 | 41,513 | -897 | $42K | -2.3% | 0.00% | ABS-MBS |
| 2654 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 42,869 | -722 | $42K | -2.7% | 0.00% | ABS-O |
| 2655 | Northern Inst Fds | BNGXX | Sep 2022 | 42,144 | New | $42K | — | 0.00% | STIV |
| 2656 | Government National Mortgage Association | GNR | Sep 2022 | 42,163 | -2,107 | $42K | -3.6% | 0.00% | ABS-MBS |
| 2657 | PNC Financial Services Group Inc | PNC | Dec 2022 | 40,000 | New | $42K | — | 0.00% | DBT |
| 2658 | UnitedHealth Group Inc. | UNH | Sep 2022 | 50,000 | — | $42K | +3.9% | 0.00% | DBT |
| 2659 | Federal National Mortgage Association | FNMA | Sep 2022 | 45,752 | -1,740 | $42K | -2.0% | 0.00% | ABS-MBS |
| 2660 | Mastr Adjustable Rate Mortgages Trust | MARM | Sep 2022 | 44,671 | -1,072 | $42K | -4.1% | 0.00% | ABS-O |
| 2661 | IRS_CCP EUR RCV EURIB6M PAY 1.56% 06-JUL-2052 | 000000000 | Sep 2022 | 3,330,000 | New | $42K | — | 0.00% | DIR |
| 2662 | PacifiCorp. | BRKHEC | Sep 2022 | 50,000 | -10,000 | $42K | -14.2% | 0.00% | DBT |
| 2663 | SVB Financial Group | SIVB | Dec 2022 | 50,000 | New | $42K | — | 0.00% | DBT |
| 2664 | Deutsche Telekom International Finance B.V. | DT | Sep 2022 | 35,000 | — | $41K | +3.3% | 0.00% | DBT |
| 2665 | Ecolab Inc. | ECL | Sep 2022 | 68,000 | — | $41K | -2.3% | 0.00% | DBT |
| 2666 | JPMorgan Chase & Co. | JPM | Sep 2022 | 50,000 | New | $41K | — | 0.00% | DBT |
| 2667 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 44,371 | -659 | $41K | +0.5% | 0.00% | ABS-MBS |
| 2668 | Fnma Pass-Thru I | FN | Sep 2022 | 43,820 | -1,145 | $41K | -1.5% | 0.00% | ABS-MBS |
| 2669 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 42,261 | -1,955 | $41K | -3.4% | 0.00% | ABS-MBS |
| 2670 | Micron Technology Inc. | MU | Dec 2022 | 40,000 | New | $41K | — | 0.00% | DBT |
| 2671 | Federal National Mortgage Association | FNMA | Sep 2022 | 40,175 | -493 | $41K | -1.3% | 0.00% | ABS-MBS |
| 2672 | LOUISIANA ST TRANSN AUTH | LASTRN | Sep 2022 | 50,000 | — | $41K | +0.1% | 0.00% | DBT |
| 2673 | Russian Federation | RUSSIA | Sep 2022 | 9,710,000 | — | $41K | -23.3% | 0.00% | DBT |
| 2674 | Federal National Mortgage Association | FNMA | Sep 2022 | 42,342 | -381 | $41K | +0.0% | 0.00% | ABS-MBS |
| 2675 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 1,394,436 | -1,270 | $41K | -3.6% | 0.00% | ABS-O |
| 2676 | Targa Resources Partners LP/Targa Resources Finance Corp. | TRGP | Sep 2022 | 45,000 | New | $40K | — | 0.00% | DBT |
| 2677 | Hasbro Inc | HAS | Dec 2022 | 45,000 | New | $40K | — | 0.00% | DBT |
| 2678 | OIS_CCP USD RCV SOFR1D PAY 3.24% 06-OCT-2035 | 000000000 | Sep 2022 | 5,570,000 | New | $40K | — | 0.00% | DIR |
| 2679 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,071,047 | New | $40K | — | 0.00% | DFE |
| 2680 | Gilead Sciences, Inc. | GILD | Sep 2022 | 45,000 | -20,000 | $40K | -26.1% | 0.00% | DBT |
| 2681 | Humana Inc. | HUM | Sep 2022 | 40,000 | — | $40K | +0.3% | 0.00% | DBT |
| 2682 | Government National Mortgage Association | GNR | Sep 2022 | 42,096 | -1,140 | $40K | -1.4% | 0.00% | ABS-MBS |
| 2683 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 2,345,169 | -10,790 | $39K | -5.4% | 0.00% | ABS-O |
| 2684 | Verizon Communications Inc. | VZ | Sep 2022 | 40,000 | — | $39K | +2.0% | 0.00% | DBT |
| 2685 | Dell International L.L.C. and EMC Corporation | DELL | Sep 2022 | 34,000 | +15,000 | $39K | +90.4% | 0.00% | DBT |
| 2686 | General Dynamics Corporation | GD | Sep 2022 | 40,000 | — | $39K | +0.2% | 0.00% | DBT |
| 2687 | Federal National Mortgage Association | FNMA | Sep 2022 | 36,746 | -1,622 | $39K | -4.6% | 0.00% | ABS-O |
| 2688 | EOG Resources, Inc. | EOG | Sep 2022 | 40,000 | — | $39K | +2.1% | 0.00% | DBT |
| 2689 | AT&T Inc | T | Sep 2022 | 40,000 | — | $39K | +4.0% | 0.00% | DBT |
| 2690 | Commonwealth Edison Company | EXC | Sep 2022 | 55,000 | -10,000 | $39K | -12.4% | 0.00% | DBT |
| 2691 | McDonald's Corporation | MCD | Sep 2022 | 35,000 | -15,000 | $38K | -26.9% | 0.00% | DBT |
| 2692 | CURRENCY CONTRACT - EUR | 000000000 | Sep 2022 | -497,654 | New | $38K | — | 0.00% | DFE |
| 2693 | Federal National Mortgage Association | FNMA | Sep 2022 | 38,867 | -1,582 | $38K | -3.0% | 0.00% | ABS-MBS |
| 2694 | KeyCorp | KEY | Dec 2022 | 40,000 | New | $38K | — | 0.00% | DBT |
| 2695 | Devon Energy Corporation | DVN | Sep 2022 | 38,000 | — | $38K | -1.0% | 0.00% | DBT |
| 2696 | Federal National Mortgage Association | FNMA | Sep 2022 | 41,347 | -1,283 | $38K | -1.3% | 0.00% | ABS-MBS |
| 2697 | The Procter & Gamble Company | PG | Sep 2022 | 40,000 | — | $38K | +0.8% | 0.00% | DBT |
| 2698 | CDS_IX_CCP CDX.NA.IG.37 1% 20261220 | 000000000 | Sep 2022 | 3,400,000 | New | $38K | — | 0.00% | DCR |
| 2699 | Government National Mortgage Association | GNR | Sep 2022 | 36,391 | -3,224 | $38K | -9.0% | 0.00% | ABS-MBS |
| 2700 | Romania (Republic Of) | ROMANI | Sep 2022 | 60,000 | — | $37K | +22.1% | 0.00% | DBT |
| 2701 | General Electric Company | GE | Sep 2022 | 45,000 | — | $37K | +1.3% | 0.00% | DBT |
| 2702 | Comcast Corporation | CMCSA | Sep 2022 | 50,000 | — | $37K | +4.5% | 0.00% | DBT |
| 2703 | Western Midstream Operating LP | WES | Sep 2022 | 45,000 | — | $37K | -0.2% | 0.00% | DBT |
| 2704 | Federal National Mortgage Association | FNMA | Sep 2022 | 375,500 | -9,782 | $37K | -4.1% | 0.00% | ABS-O |
| 2705 | Federal National Mortgage Association | FNMA | Sep 2022 | 36,952 | -10,249 | $37K | -21.6% | 0.00% | ABS-O |
| 2706 | Hyatt Hotels Corporation | H | Dec 2022 | 40,000 | New | $37K | — | 0.00% | DBT |
| 2707 | McDonald's Corporation | MCD | Sep 2022 | 40,000 | — | $37K | +0.7% | 0.00% | DBT |
| 2708 | Government National Mortgage Association | GNR | Sep 2022 | 40,036 | -1,126 | $37K | -0.6% | 0.00% | ABS-MBS |
| 2709 | Comcast Corporation | CMCSA | Sep 2022 | 40,000 | — | $37K | +6.4% | 0.00% | DBT |
| 2710 | The TJX Companies Inc. | TJX | Sep 2022 | 40,000 | — | $37K | +0.6% | 0.00% | DBT |
| 2711 | CVS Health Corp | CVS | Sep 2022 | 40,000 | New | $36K | — | 0.00% | DBT |
| 2712 | Federal National Mortgage Association | FNMA | Sep 2022 | 37,043 | -946 | $36K | -1.5% | 0.00% | ABS-MBS |
| 2713 | EQT Corporation | EQT | Dec 2022 | 35,000 | New | $36K | — | 0.00% | DBT |
| 2714 | Commercial Mortgage Trust 2013-CR | COMM | Sep 2022 | 40,000 | — | $36K | -3.8% | 0.00% | ABS-O |
| 2715 | Waterfall Commercial Mortgage Trust 2015-Sbc5 | WCMT | Dec 2022 | 36,811 | New | $36K | — | 0.00% | ABS-O |
| 2716 | Government National Mortgage Association | GNR | Sep 2022 | 38,750 | -202 | $36K | +2.9% | 0.00% | ABS-MBS |
| 2717 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 969,224 | -3,104 | $36K | -4.6% | 0.00% | ABS-O |
| 2718 | OIS_CCP JPY RCV TONAR1D PAY 0.662% 19-APR-2042 | 000000000 | Sep 2022 | 49,000,000 | New | $36K | — | 0.00% | DIR |
| 2719 | Qorvo Inc | QRVO | Dec 2022 | 40,000 | New | $35K | — | 0.00% | DBT |
| 2720 | Government National Mortgage Association | GNR | Sep 2022 | 39,008 | -1,373 | $35K | -2.2% | 0.00% | ABS-MBS |
| 2721 | Government National Mortgage Association | GNR | Sep 2022 | 36,246 | -5,414 | $35K | -11.9% | 0.00% | ABS-MBS |
| 2722 | Ally Financial Inc. | ALLY | Dec 2022 | 45,000 | New | $35K | — | 0.00% | DBT |
| 2723 | IRS_CCP EUR RCV EURIB6M PAY 3% 15-MAR-2033 | 000000000 | Sep 2022 | 1,780,000 | New | $35K | — | 0.00% | DIR |
| 2724 | Apple Inc. | AAPL | Sep 2022 | 55,000 | — | $35K | +1.3% | 0.00% | DBT |
| 2725 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -11,221,933 | New | $34K | — | 0.00% | DFE |
| 2726 | Wells Fargo & Company | WFC | Sep 2022 | 35,000 | New | $34K | — | 0.00% | DBT |
| 2727 | Catholic Health Initiatives | CATMED | Sep 2022 | 40,000 | — | $34K | +7.9% | 0.00% | DBT |
| 2728 | Medtronic PLC | MDT | Sep 2022 | 36,000 | — | $34K | +4.2% | 0.00% | DBT |
| 2729 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 33,716 | -458 | $34K | -0.5% | 0.00% | ABS-MBS |
| 2730 | Citigroup Inc. | C | Sep 2022 | 40,000 | — | $34K | +5.1% | 0.00% | DBT |
| 2731 | Bank of America Corporation | BAC | Sep 2022 | 35,000 | New | $34K | — | 0.00% | DBT |
| 2732 | Federal National Mortgage Association | FNMA | Sep 2022 | 39,853 | -22 | $33K | +0.9% | 0.00% | ABS-MBS |
| 2733 | Government National Mortgage Association | GNR | Sep 2022 | 34,330 | -2,842 | $33K | -6.5% | 0.00% | ABS-MBS |
| 2734 | Flex Ltd. | FLEX | Dec 2022 | 35,000 | New | $33K | — | 0.00% | DBT |
| 2735 | Kraft Heinz Foods Company | KHC | Dec 2022 | 30,000 | New | $33K | — | 0.00% | DBT |
| 2736 | Bank of America Corporation | BAC | Dec 2022 | 35,000 | New | $33K | — | 0.00% | DBT |
| 2737 | Berkshire Hathaway Finance Corporation | BRK | Dec 2022 | 40,000 | New | $33K | — | 0.00% | DBT |
| 2738 | Comcast Corporation | CMCSA | Sep 2022 | 40,000 | — | $32K | +4.2% | 0.00% | DBT |
| 2739 | Home Depot Inc | HD | Sep 2022 | 35,000 | — | $32K | +4.7% | 0.00% | DBT |
| 2740 | Verizon Communications Inc. | VZ | Sep 2022 | 40,000 | — | $32K | +4.3% | 0.00% | DBT |
| 2741 | Federal National Mortgage Association | FNMA | Sep 2022 | 35,986 | -2,335 | $32K | -6.9% | 0.00% | ABS-O |
| 2742 | Government National Mortgage Association | GNR | Sep 2022 | 30,612 | -2,493 | $32K | -8.1% | 0.00% | ABS-MBS |
| 2743 | Comcast Corporation | CMCSA | Sep 2022 | 40,000 | — | $32K | +4.0% | 0.00% | DBT |
| 2744 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 32,539 | -1,783 | $32K | -3.7% | 0.00% | ABS-MBS |
| 2745 | Public Service Company of Colorado | XEL | Sep 2022 | 35,000 | -25,000 | $32K | -39.0% | 0.00% | DBT |
| 2746 | Federal National Mortgage Association | FNMA | Sep 2022 | 32,445 | -761 | $32K | -1.1% | 0.00% | ABS-MBS |
| 2747 | Cigna Corporation | CI | Dec 2022 | 40,000 | New | $31K | — | 0.00% | DBT |
| 2748 | Federal National Mortgage Association | FNMA | Sep 2022 | 30,638 | -785 | $31K | -3.0% | 0.00% | ABS-MBS |
| 2749 | Southern California Edison Company | EIX | Sep 2022 | 35,000 | -20,000 | $31K | -32.3% | 0.00% | DBT |
| 2750 | Federal National Mortgage Association | FNMA | Sep 2022 | 34,748 | -997 | $31K | -2.0% | 0.00% | ABS-MBS |
| 2751 | Federal National Mortgage Association | FNMA | Sep 2022 | 34,738 | -756 | $31K | -1.3% | 0.00% | ABS-MBS |
| 2752 | JPMorgan Chase & Co. | JPM | Dec 2022 | 45,000 | New | $31K | — | 0.00% | DBT |
| 2753 | Federal National Mortgage Association | FNMA | Sep 2022 | 32,967 | -814 | $31K | -0.5% | 0.00% | ABS-MBS |
| 2754 | Federal National Mortgage Association | FNMA | Sep 2022 | 30,116 | -1,335 | $31K | -2.6% | 0.00% | ABS-MBS |
| 2755 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 30,681 | -110 | $31K | +1.3% | 0.00% | ABS-MBS |
| 2756 | Diamondback Energy Inc | FANG | Dec 2022 | 30,000 | New | $31K | — | 0.00% | DBT |
| 2757 | Federal National Mortgage Association | FNMA | Sep 2022 | 30,793 | -1,714 | $30K | -4.4% | 0.00% | ABS-MBS |
| 2758 | PUT JAN 23 3M SOFRPUT JAN | 000000000 | Sep 2022 | 231 | New | $30K | — | 0.00% | DIR |
| 2759 | Wf-Rbs Com Mg Tst | WFRBS | Sep 2022 | 2,338,844 | -123,013 | $30K | -17.5% | 0.00% | ABS-O |
| 2760 | Exxon Mobil Corporation | XOM | Sep 2022 | 40,000 | +20,000 | $30K | +102.8% | 0.00% | DBT |
| 2761 | Sabine Pass Liquefaction, LLC | SPLLLC | Dec 2022 | 30,000 | New | $30K | — | 0.00% | DBT |
| 2762 | Federal National Mortgage Association | FNMA | Sep 2022 | 33,696 | -347 | $30K | -0.1% | 0.00% | ABS-MBS |
| 2763 | Federal National Mortgage Association | FNMA | Sep 2022 | 29,828 | -1,072 | $30K | -2.2% | 0.00% | ABS-MBS |
| 2764 | Southern Power Company | SO | Sep 2022 | 35,000 | -15,000 | $30K | -28.4% | 0.00% | DBT |
| 2765 | British Telecommunications PLC | BRITEL | Sep 2022 | 25,000 | -20,000 | $30K | -42.2% | 0.00% | DBT |
| 2766 | Devon Energy Corporation | DVN | Sep 2022 | 32,000 | — | $30K | +2.7% | 0.00% | DBT |
| 2767 | Government National Mortgage Association | GNR | Sep 2022 | 29,019 | -593 | $30K | -1.8% | 0.00% | ABS-MBS |
| 2768 | Exxon Mobil Corporation | XOM | Sep 2022 | 30,000 | — | $30K | +0.5% | 0.00% | DBT |
| 2769 | Fidelity National Financial, Inc. | FNF | Dec 2022 | 35,000 | New | $30K | — | 0.00% | DBT |
| 2770 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 30,018 | -368 | $29K | +1.5% | 0.00% | ABS-MBS |
| 2771 | Government National Mortgage Association | GNR | Sep 2022 | 30,108 | -143 | $29K | +0.1% | 0.00% | ABS-MBS |
| 2772 | The Mosaic Company | MOS | Dec 2022 | 30,000 | New | $29K | — | 0.00% | DBT |
| 2773 | Amgen Inc. | AMGN | Sep 2022 | 34,000 | — | $29K | +2.3% | 0.00% | DBT |
| 2774 | Federal National Mortgage Association | FNMA | Sep 2022 | 32,612 | -1,035 | $29K | -2.3% | 0.00% | ABS-MBS |
| 2775 | Celanese US Holdings Llc | CE | Dec 2022 | 30,000 | New | $29K | — | 0.00% | DBT |
| 2776 | Peru (Republic of) | PERU | Sep 2022 | 50,000 | — | $29K | +7.2% | 0.00% | DBT |
| 2777 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 28,853 | -154 | $29K | +1.1% | 0.00% | ABS-MBS |
| 2778 | TransDigm | TDG | Sep 2022 | 29,319 | -75 | $29K | +2.8% | 0.00% | LON |
| 2779 | Hormel Foods Corp | HRL | Sep 2022 | 35,000 | — | $29K | +2.1% | 0.00% | DBT |
| 2780 | T-Mobile USA, Inc. | TMUS | Sep 2022 | 40,000 | New | $28K | — | 0.00% | DBT |
| 2781 | Federal Home Loan Mortgage Corporation | FHLMC | Dec 2022 | 34,593 | New | $28K | — | 0.00% | ABS-MBS |
| 2782 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 29,567 | -1,128 | $28K | -2.7% | 0.00% | ABS-MBS |
| 2783 | Government National Mortgage Association | GNR | Sep 2022 | 906,859 | -33,818 | $28K | -15.0% | 0.00% | ABS-O |
| 2784 | Federal National Mortgage Association | FNMA | Sep 2022 | 27,540 | -1,349 | $28K | -3.3% | 0.00% | ABS-MBS |
| 2785 | Federal National Mortgage Association | FNMA | Sep 2022 | 28,299 | -1,403 | $28K | -2.1% | 0.00% | ABS-MBS |
| 2786 | Shell International Finance B.V. | RDSALN | Sep 2022 | 30,000 | — | $28K | +6.4% | 0.00% | DBT |
| 2787 | Pepsico Inc | PEP | Sep 2022 | 30,000 | — | $28K | +1.4% | 0.00% | DBT |
| 2788 | KKR Group Finance Company II LLC | KKR | Sep 2022 | 30,000 | — | $28K | +2.4% | 0.00% | DBT |
| 2789 | General Dynamics Corporation | GD | Sep 2022 | 30,000 | — | $28K | +5.0% | 0.00% | DBT |
| 2790 | Parsley Energy LLC | PARSLY | Sep 2022 | 30,000 | — | $28K | +1.2% | 0.00% | DBT |
| 2791 | Government National Mortgage Association | GNR | Sep 2022 | 26,864 | -614 | $28K | -2.0% | 0.00% | ABS-MBS |
| 2792 | Federal National Mortgage Association | FNMA | Sep 2022 | 27,625 | -1,501 | $27K | -2.5% | 0.00% | ABS-MBS |
| 2793 | IRS_CCP CAD RCV CDOR3M PAY 3.5% 15-MAR-2033 | 000000000 | Sep 2022 | 2,150,000 | New | $27K | — | 0.00% | DIR |
| 2794 | Pacific Gas and Electric Company | PCG | Sep 2022 | 40,000 | New | $27K | — | 0.00% | DBT |
| 2795 | Federal National Mortgage Association | FNMA | Sep 2022 | 29,986 | -872 | $27K | -1.2% | 0.00% | ABS-MBS |
| 2796 | Entergy Louisiana, LLC | ETR | Dec 2022 | 30,000 | New | $27K | — | 0.00% | DBT |
| 2797 | Federal National Mortgage Association | FNMA | Sep 2022 | 30,250 | -707 | $27K | -1.5% | 0.00% | ABS-MBS |
| 2798 | IRS_CCP EUR RCV EURIB6M PAY 3% 15-MAR-2028 | 000000000 | Sep 2022 | 2,070,000 | New | $27K | — | 0.00% | DIR |
| 2799 | WELLS FARGO MORTGAGE BACKED SECURITIES 2019-3 TRUST | WFMBS | Sep 2022 | 29,690 | -2,026 | $27K | -6.7% | 0.00% | ABS-O |
| 2800 | Elevance Health Inc. | ELV | Dec 2022 | 25,000 | New | $27K | — | 0.00% | DBT |
| 2801 | Structured Asset Mortgage Investments II Trust | SAMI | Sep 2022 | 30,470 | -707 | $27K | -5.1% | 0.00% | ABS-O |
| 2802 | Microsoft Corporation | MSFT | Sep 2022 | 37,000 | — | $27K | +1.7% | 0.00% | DBT |
| 2803 | Federal National Mortgage Association | FNMA | Sep 2022 | 157,262 | -2,321 | $27K | -3.1% | 0.00% | ABS-O |
| 2804 | Halliburton Company | HAL | Sep 2022 | 25,000 | -25,000 | $26K | -47.4% | 0.00% | DBT |
| 2805 | Walmart Inc | WMT | Sep 2022 | 25,000 | -30,000 | $26K | -53.3% | 0.00% | DBT |
| 2806 | Federal National Mortgage Association | FNMA | Sep 2022 | 25,338 | -926 | $26K | -3.1% | 0.00% | ABS-MBS |
| 2807 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 168,924 | -5,929 | $26K | -5.1% | 0.00% | ABS-O |
| 2808 | Mitsubishi UFJ Financial Group, Inc. | MUFG | Sep 2022 | 30,000 | — | $26K | +1.7% | 0.00% | DBT |
| 2809 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -4,089,358 | New | $26K | — | 0.00% | DFE |
| 2810 | Comcast Corporation | CMCSA | Sep 2022 | 30,000 | — | $26K | +6.4% | 0.00% | DBT |
| 2811 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 26,410 | -521 | $26K | -0.5% | 0.00% | ABS-MBS |
| 2812 | CALL FEB 23 T-NOTECALL FE | TYG3C | Sep 2022 | 83 | New | $26K | — | 0.00% | DIR |
| 2813 | Enterprise Products Operating LLC | EPD | Sep 2022 | 30,000 | — | $26K | +4.5% | 0.00% | DBT |
| 2814 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 25,629 | -101 | $26K | +1.3% | 0.00% | ABS-MBS |
| 2815 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -2,896,361 | New | $26K | — | 0.00% | DFE |
| 2816 | NEW ORLEANS LA | NEWWTR | Sep 2022 | 30,000 | — | $26K | +0.9% | 0.00% | DBT |
| 2817 | Level 3 | LVLT | Sep 2022 | 26,647 | -150,000 | $26K | -84.8% | 0.00% | LON |
| 2818 | Kinder Morgan, Inc. | KMI | Dec 2022 | 28,000 | New | $25K | — | 0.00% | DBT |
| 2819 | Halliburton Company | HAL | Sep 2022 | 26,000 | — | $25K | +1.1% | 0.00% | DBT |
| 2820 | Government National Mortgage Association | GNR | Sep 2022 | 24,547 | -699 | $25K | -3.2% | 0.00% | ABS-MBS |
| 2821 | Targa Resources Partners LP/Targa Resources Finance Corp. | TRGP | Sep 2022 | 30,000 | — | $25K | +1.8% | 0.00% | DBT |
| 2822 | Louisville Gas and Electric Company | PPL | Sep 2022 | 30,000 | -20,000 | $25K | -37.6% | 0.00% | DBT |
| 2823 | Argentina (Republic of) | ARGENT | Sep 2022 | 93,932 | — | $25K | +38.5% | 0.00% | DBT |
| 2824 | OIS_CCP BRL RCV BZDIO1D PAY 11.23% 04-JAN-2027 | 000000000 | Sep 2022 | 2,307,972 | New | $25K | — | 0.00% | DIR |
| 2825 | Federal National Mortgage Association | FNMA | Sep 2022 | 25,627 | -3,287 | $25K | -8.9% | 0.00% | ABS-MBS |
| 2826 | Government National Mortgage Association | GNR | Sep 2022 | 23,911 | -589 | $25K | -2.2% | 0.00% | ABS-MBS |
| 2827 | Government National Mortgage Association | GNR | Sep 2022 | 164,619 | -5,191 | $24K | -3.5% | 0.00% | ABS-O |
| 2828 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 24,828 | -1,935 | $24K | -4.7% | 0.00% | ABS-MBS |
| 2829 | Government National Mortgage Association | GNR | Sep 2022 | 23,668 | -512 | $24K | -1.9% | 0.00% | ABS-MBS |
| 2830 | Government National Mortgage Association | GNR | Sep 2022 | 23,021 | -503 | $24K | -2.5% | 0.00% | ABS-MBS |
| 2831 | Federal National Mortgage Association | FNMA | Sep 2022 | 24,694 | -1,078 | $24K | -2.4% | 0.00% | ABS-MBS |
| 2832 | Federal National Mortgage Association | FNMA | Sep 2022 | 23,873 | -14,382 | $24K | -37.5% | 0.00% | ABS-O |
| 2833 | Federal National Mortgage Association | FNMA | Sep 2022 | 141,885 | -5,427 | $24K | -4.4% | 0.00% | ABS-O |
| 2834 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Sep 2022 | 30,000 | — | $24K | +2.1% | 0.00% | DBT |
| 2835 | Government National Mortgage Association | GNR | Sep 2022 | 24,076 | -851 | $24K | -2.0% | 0.00% | ABS-MBS |
| 2836 | Federal National Mortgage Association | FNMA | Sep 2022 | 22,963 | -12,478 | $24K | -35.5% | 0.00% | ABS-MBS |
| 2837 | Federal National Mortgage Association | FNMA | Sep 2022 | 23,192 | -298 | $24K | -1.4% | 0.00% | ABS-MBS |
| 2838 | Federal National Mortgage Association | FNMA | Sep 2022 | 24,445 | -592 | $23K | -1.4% | 0.00% | ABS-MBS |
| 2839 | Federal National Mortgage Association | FNMA | Sep 2022 | 24,253 | -2,074 | $23K | -6.5% | 0.00% | ABS-MBS |
| 2840 | Government National Mortgage Association | GNR | Sep 2022 | 22,487 | -389 | $23K | -2.7% | 0.00% | ABS-MBS |
| 2841 | Government National Mortgage Association | GNR | Sep 2022 | 159,591 | -3,960 | $23K | -2.9% | 0.00% | ABS-O |
| 2842 | Government National Mortgage Association | GNR | Sep 2022 | 2,715,439 | -25,802 | $23K | -4.6% | 0.00% | ABS-O |
| 2843 | Rogers Communications Inc. | RCICN | Dec 2022 | 30,000 | New | $23K | — | 0.00% | DBT |
| 2844 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 24,600 | -963 | $23K | -2.5% | 0.00% | ABS-MBS |
| 2845 | MPT Operating Partnership LP / MPT Finance Corporation | MPW | Sep 2022 | 30,000 | New | $23K | — | 0.00% | DBT |
| 2846 | Canadian Pacific Railway Company | CP | Sep 2022 | 30,000 | — | $23K | +7.4% | 0.00% | DBT |
| 2847 | Government National Mortgage Association | GNR | Sep 2022 | 158,958 | -4,989 | $23K | -4.5% | 0.00% | ABS-O |
| 2848 | The Boeing Company | BA | Sep 2022 | 25,000 | New | $23K | — | 0.00% | DBT |
| 2849 | Synchrony Financial | SYF | Dec 2022 | 30,000 | New | $23K | — | 0.00% | DBT |
| 2850 | Federal National Mortgage Association | FNMA | Sep 2022 | 24,697 | -509 | $23K | -0.3% | 0.00% | ABS-MBS |
| 2851 | XPO Inc | XPO | Sep 2022 | 22,000 | — | $22K | +0.9% | 0.00% | DBT |
| 2852 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 23,757 | -713 | $22K | -1.4% | 0.00% | ABS-MBS |
| 2853 | Exelon Corporation | EXC | Sep 2022 | 25,000 | — | $22K | +5.6% | 0.00% | DBT |
| 2854 | Nature Conservancy | NACONV | Sep 2022 | 25,000 | — | $22K | +1.0% | 0.00% | DBT |
| 2855 | Canadian National Railway Company | CNRCN | Sep 2022 | 35,000 | — | $22K | +4.2% | 0.00% | DBT |
| 2856 | Federal National Mortgage Association | FNMA | Sep 2022 | 22,727 | -943 | $22K | -2.3% | 0.00% | ABS-MBS |
| 2857 | Cummins Inc. | CMI | Sep 2022 | 35,000 | -45,000 | $22K | -56.2% | 0.00% | DBT |
| 2858 | Citigroup Inc. | C | Sep 2022 | 24,000 | — | $22K | +4.2% | 0.00% | DBT |
| 2859 | NEW ORLEANS LA | NEWUTL | Sep 2022 | 25,000 | — | $22K | +1.1% | 0.00% | DBT |
| 2860 | Federal National Mortgage Association | FNMA | Sep 2022 | 21,394 | -373 | $22K | -1.8% | 0.00% | ABS-MBS |
| 2861 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 23,141 | -268 | $22K | +0.4% | 0.00% | ABS-MBS |
| 2862 | Fnma Pass-Thru I | FN | Sep 2022 | 22,648 | -743 | $22K | -2.0% | 0.00% | ABS-MBS |
| 2863 | Government National Mortgage Association | GNR | Sep 2022 | 21,275 | -621 | $22K | -2.0% | 0.00% | ABS-MBS |
| 2864 | Government National Mortgage Association | GNR | Sep 2022 | 20,937 | -393 | $22K | -2.2% | 0.00% | ABS-MBS |
| 2865 | Federal National Mortgage Association | FNMA | Sep 2022 | 22,076 | -1,749 | $22K | -9.6% | 0.00% | ABS-MBS |
| 2866 | Federal National Mortgage Association | FNMA | Sep 2022 | 125,632 | -3,398 | $21K | -2.9% | 0.00% | ABS-MBS |
| 2867 | Truist Financial Corporation | TFC | Dec 2022 | 20,000 | New | $21K | — | 0.00% | DBT |
| 2868 | Otis Worldwide Corp. | OTIS | Sep 2022 | 25,000 | — | $21K | +3.1% | 0.00% | DBT |
| 2869 | Nature Conservancy | NACONV | Sep 2022 | 25,000 | — | $21K | +1.1% | 0.00% | DBT |
| 2870 | Paramount Global | PARA | Dec 2022 | 25,000 | New | $21K | — | 0.00% | DBT |
| 2871 | U.S. Bancorp. | USB | Dec 2022 | 20,000 | New | $21K | — | 0.00% | DBT |
| 2872 | Federal National Mortgage Association | FNMA | Sep 2022 | 21,221 | -1,399 | $21K | -5.2% | 0.00% | ABS-MBS |
| 2873 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 25,205 | -180 | $21K | +0.6% | 0.00% | ABS-MBS |
| 2874 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 139,171 | -1,969 | $21K | -1.6% | 0.00% | ABS-O |
| 2875 | Government National Mortgage Association | GNR | Sep 2022 | 20,263 | -5,465 | $21K | -21.2% | 0.00% | ABS-MBS |
| 2876 | Federal National Mortgage Association | FNMA | Sep 2022 | 20,825 | -244 | $21K | +0.1% | 0.00% | ABS-MBS |
| 2877 | UnitedHealth Group Inc. | UNH | Sep 2022 | 30,000 | — | $21K | +7.2% | 0.00% | DBT |
| 2878 | General Electric Company | GE | Sep 2022 | 20,000 | — | $21K | +2.1% | 0.00% | DBT |
| 2879 | Broadcom Inc | AVGO | Sep 2022 | 28,000 | — | $20K | +5.5% | 0.00% | DBT |
| 2880 | PORT OAKLAND CALIF | PTOTRN | Sep 2022 | 25,000 | — | $20K | -0.5% | 0.00% | DBT |
| 2881 | Federal National Mortgage Association | FNMA | Sep 2022 | 20,130 | -629 | $20K | -2.2% | 0.00% | ABS-MBS |
| 2882 | Federal National Mortgage Association | FNMA | Sep 2022 | 21,518 | -983 | $20K | -2.8% | 0.00% | ABS-MBS |
| 2883 | CALL FEB 23 CBT 5YCALL FE | FVG3C | Sep 2022 | 68 | New | $20K | — | 0.00% | DIR |
| 2884 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 21,559 | -171 | $20K | +0.1% | 0.00% | ABS-MBS |
| 2885 | Banc America Mortgage Securitites Inc | BOAMS | Sep 2022 | 22,045 | -399 | $20K | -4.8% | 0.00% | ABS-O |
| 2886 | Corebridge Financial Inc. | CRBG | Sep 2022 | 25,000 | -15,000 | $20K | -34.2% | 0.00% | DBT |
| 2887 | EQT Corporation | EQT | Sep 2022 | 20,000 | — | $20K | +0.1% | 0.00% | DBT |
| 2888 | Federal National Mortgage Association | FNMA | Sep 2022 | 20,230 | -317 | $20K | -0.6% | 0.00% | ABS-MBS |
| 2889 | Spectrum Management Holding Company LLC | TWC | Sep 2022 | 20,000 | New | $20K | — | 0.00% | DBT |
| 2890 | Park Aerospace Holdings Ltd. | AVOL | Sep 2022 | 20,000 | — | $20K | +0.3% | 0.00% | DBT |
| 2891 | Federal National Mortgage Association | FNMA | Sep 2022 | 21,867 | -574 | $20K | -0.9% | 0.00% | ABS-MBS |
| 2892 | Biogen Inc | BIIB | Sep 2022 | 30,000 | -15,000 | $20K | -31.5% | 0.00% | DBT |
| 2893 | Glencore Funding LLC | GLENLN | Sep 2022 | 20,000 | — | $20K | -0.0% | 0.00% | DBT |
| 2894 | Gnma Pass-Thru M Single Family | G2 | Sep 2022 | 21,267 | -734 | $20K | -2.4% | 0.00% | ABS-MBS |
| 2895 | General Motors Company | GM | Sep 2022 | 20,000 | — | $20K | +5.6% | 0.00% | DBT |
| 2896 | Federal National Mortgage Association | FNMA | Sep 2022 | 21,817 | -280 | $20K | -0.4% | 0.00% | ABS-MBS |
| 2897 | Federal National Mortgage Association | FNMA | Sep 2022 | 213,670 | -7,310 | $20K | -9.0% | 0.00% | ABS-O |
| 2898 | Federal National Mortgage Association | FNMA | Sep 2022 | 21,561 | -1,427 | $20K | -4.2% | 0.00% | ABS-MBS |
| 2899 | CALIFORNIA STATEWIDE CMNTYS DEV AUTH | CASGEN | Sep 2022 | 25,000 | — | $20K | +0.1% | 0.00% | DBT |
| 2900 | Capital One Financial Corporation | COF | Sep 2022 | 20,000 | -40,000 | $19K | -66.1% | 0.00% | DBT |
| 2901 | Hess Corporation | HES | Dec 2022 | 20,000 | New | $19K | — | 0.00% | DBT |
| 2902 | Home Depot Inc | HD | Sep 2022 | 20,000 | New | $19K | — | 0.00% | DBT |
| 2903 | Federal National Mortgage Association | FNMA | Sep 2022 | 22,337 | -388 | $19K | -0.3% | 0.00% | ABS-MBS |
| 2904 | Prospect Capital Corporation | PSEC | Dec 2022 | 25,000 | New | $19K | — | 0.00% | DBT |
| 2905 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -862,340 | New | $19K | — | 0.00% | DFE |
| 2906 | Pepsico Inc | PEP | Sep 2022 | 20,000 | — | $19K | +0.6% | 0.00% | DBT |
| 2907 | American Express Company | AXP | Dec 2022 | 20,000 | New | $19K | — | 0.00% | DBT |
| 2908 | Wells Fargo Commercial Mortgage Trust | WFCM | Sep 2022 | 20,000 | — | $19K | +1.0% | 0.00% | ABS-O |
| 2909 | Federal National Mortgage Association | FNMA | Sep 2022 | 19,535 | -252 | $19K | -0.4% | 0.00% | ABS-MBS |
| 2910 | Federal National Mortgage Association | FNMA | Sep 2022 | 19,500 | -240 | $19K | +1.5% | 0.00% | ABS-MBS |
| 2911 | Nike, Inc. | NKE | Sep 2022 | 20,000 | — | $19K | +1.9% | 0.00% | DBT |
| 2912 | Federal National Mortgage Association | FNMA | Sep 2022 | 19,842 | -685 | $18K | -1.9% | 0.00% | ABS-MBS |
| 2913 | Federal National Mortgage Association | FNMA | Sep 2022 | 17,700 | -484 | $18K | -2.2% | 0.00% | ABS-MBS |
| 2914 | Government National Mortgage Association | GNR | Sep 2022 | 17,797 | -365 | $18K | -2.5% | 0.00% | ABS-MBS |
| 2915 | Federal National Mortgage Association | FNMA | Sep 2022 | 19,509 | -81 | $18K | +0.0% | 0.00% | ABS-MBS |
| 2916 | Cwheq Inc | CWHEL | Sep 2022 | 19,073 | -1,535 | $18K | -7.2% | 0.00% | ABS-O |
| 2917 | Dell International L.L.C. and EMC Corporation | DELL | Sep 2022 | 18,000 | -7,000 | $18K | -27.7% | 0.00% | DBT |
| 2918 | Federal National Mortgage Association | FNMA | Sep 2022 | 18,300 | -1,134 | $18K | -3.2% | 0.00% | ABS-MBS |
| 2919 | Gilead Sciences, Inc. | GILD | Sep 2022 | 20,000 | — | $18K | +4.0% | 0.00% | DBT |
| 2920 | Government National Mortgage Association | GNR | Sep 2022 | 470,115 | -27,005 | $18K | -22.8% | 0.00% | ABS-O |
| 2921 | Freeport-McMoRan Inc. | FCX | Sep 2022 | 20,000 | New | $18K | — | 0.00% | DBT |
| 2922 | Fox Corporation | FOXA | Dec 2022 | 20,000 | New | $18K | — | 0.00% | DBT |
| 2923 | Equitrans Midstream Corporation | EQM | Sep 2022 | 20,000 | — | $18K | +4.6% | 0.00% | DBT |
| 2924 | Government National Mortgage Association | GNR | Sep 2022 | 17,390 | -2,251 | $18K | -12.2% | 0.00% | ABS-MBS |
| 2925 | United States Treasury Notes | T | Sep 2022 | 20,000 | — | $18K | +1.0% | 0.00% | DBT |
| 2926 | CURRENCY CONTRACT - CNH | 000000000 | Sep 2022 | -1,607,188 | New | $18K | — | 0.00% | DFE |
| 2927 | UnitedHealth Group Inc. | UNH | Sep 2022 | 20,000 | New | $18K | — | 0.00% | DBT |
| 2928 | The Boeing Company | BA | Sep 2022 | 25,000 | — | $17K | +7.0% | 0.00% | DBT |
| 2929 | Federal National Mortgage Association | FNMA | Sep 2022 | 19,046 | -100 | $17K | -0.4% | 0.00% | ABS-MBS |
| 2930 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 108,965 | -4,149 | $17K | -6.2% | 0.00% | ABS-O |
| 2931 | Energy Transfer LP | ET | Sep 2022 | 20,000 | — | $17K | +6.2% | 0.00% | DBT |
| 2932 | Federal National Mortgage Association | FNMA | Sep 2022 | 183,868 | -8,778 | $17K | -4.3% | 0.00% | ABS-O |
| 2933 | Federal National Mortgage Association | FNMA | Sep 2022 | 18,565 | -189 | $17K | +0.9% | 0.00% | ABS-MBS |
| 2934 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 18,073 | -5,794 | $17K | -23.7% | 0.00% | ABS-MBS |
| 2935 | Government National Mortgage Association | GNR | Sep 2022 | 318,894 | -9,149 | $17K | -8.3% | 0.00% | ABS-O |
| 2936 | Thornburg Mortgage Securities Trust | TMST | Sep 2022 | 17,982 | -300 | $17K | -4.3% | 0.00% | ABS-O |
| 2937 | Lincoln National Corporation | LNC | Sep 2022 | 20,000 | — | $17K | -1.0% | 0.00% | DBT |
| 2938 | Western Midstream Operating LP | WES | Sep 2022 | 20,000 | New | $16K | — | 0.00% | DBT |
| 2939 | Federal National Mortgage Association | FNMA | Sep 2022 | 17,489 | -426 | $16K | -0.9% | 0.00% | ABS-MBS |
| 2940 | Builders Firstsource, Inc. | BLDR | Sep 2022 | 20,000 | — | $16K | +5.7% | 0.00% | DBT |
| 2941 | Royalty Pharma PLC | RPRX | Dec 2022 | 25,000 | New | $16K | — | 0.00% | DBT |
| 2942 | IRS_CCP MXN RCV TIIE28D PAY 9.25% 12-MAR-2025 | 000000000 | Sep 2022 | 57,430,000 | New | $16K | — | 0.00% | DIR |
| 2943 | Brookfield Finance Inc. | BNCN | Sep 2022 | 25,000 | New | $16K | — | 0.00% | DBT |
| 2944 | Government National Mortgage Association | GNR | Sep 2022 | 649,125 | -5,251 | $16K | -4.5% | 0.00% | ABS-O |
| 2945 | DISH DBS Corporation | DISH | Sep 2022 | 20,000 | — | $16K | +5.6% | 0.00% | DBT |
| 2946 | CAP 10YSOFR-2YSOFR SL 0.1 | 000000000 | Sep 2022 | 3,400,000 | New | $16K | — | 0.00% | DIR |
| 2947 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 177,879 | -6,486 | $16K | -5.2% | 0.00% | ABS-MBS |
| 2948 | HCA Inc. | HCA | Dec 2022 | 20,000 | New | $16K | — | 0.00% | DBT |
| 2949 | Federal National Mortgage Association | FNMA | Sep 2022 | 284,736 | -26,126 | $16K | -14.2% | 0.00% | ABS-O |
| 2950 | Federal National Mortgage Association | FNMA | Sep 2022 | 16,306 | -221 | $16K | -0.5% | 0.00% | ABS-MBS |
| 2951 | eBay Inc. | EBAY | Dec 2022 | 15,000 | New | $16K | — | 0.00% | DBT |
| 2952 | Viatris Inc | VTRS | Dec 2022 | 25,000 | New | $16K | — | 0.00% | DBT |
| 2953 | CAP 10YSOFR-2YSOFR SL 0.1 | 000000000 | Sep 2022 | 3,350,000 | New | $16K | — | 0.00% | DIR |
| 2954 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 16,085 | -668 | $15K | -2.7% | 0.00% | ABS-MBS |
| 2955 | Government National Mortgage Association | GNR | Sep 2022 | 14,954 | -256 | $15K | -1.5% | 0.00% | ABS-MBS |
| 2956 | Federal National Mortgage Association | FNMA | Sep 2022 | 15,380 | -756 | $15K | -2.0% | 0.00% | ABS-MBS |
| 2957 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 18,478 | -356 | $15K | +0.6% | 0.00% | ABS-MBS |
| 2958 | Exxon Mobil Corporation | XOM | Sep 2022 | 20,000 | New | $15K | — | 0.00% | DBT |
| 2959 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 16,132 | -139 | $15K | +0.7% | 0.00% | ABS-MBS |
| 2960 | CURRENCY CONTRACT - CAD | 000000000 | Sep 2022 | -4,412,606 | New | $15K | — | 0.00% | DFE |
| 2961 | HCA Inc. | HCA | Sep 2022 | 15,000 | +5,000 | $15K | +53.4% | 0.00% | DBT |
| 2962 | The Coca-Cola Company | KO | Sep 2022 | 20,000 | — | $15K | +5.2% | 0.00% | DBT |
| 2963 | Federal National Mortgage Association | FNMA | Sep 2022 | 15,249 | -652 | $15K | -1.9% | 0.00% | ABS-MBS |
| 2964 | Federal National Mortgage Association | FNMA | Sep 2022 | 2,133,066 | -222,957 | $15K | -22.4% | 0.00% | ABS-O |
| 2965 | Carrier Global Corporation | CARR | Sep 2022 | 20,000 | — | $14K | +4.1% | 0.00% | DBT |
| 2966 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 15,412 | -158 | $14K | +0.3% | 0.00% | ABS-MBS |
| 2967 | CAP 10YR USD-ISDA/2YR USD | 000000000 | Sep 2022 | 3,400,000 | New | $14K | — | 0.00% | DFE |
| 2968 | CAP 10YR USD-ISDA/2YR USD | 000000000 | Sep 2022 | 3,400,000 | New | $14K | — | 0.00% | DFE |
| 2969 | CAP 10YR USD-ISDA/2YR USD | 000000000 | Sep 2022 | 3,400,000 | New | $14K | — | 0.00% | DFE |
| 2970 | CAP 10YSOFR-2YSOFR SL -0. | 000000000 | Sep 2022 | 3,400,000 | New | $14K | — | 0.00% | DIR |
| 2971 | Federal National Mortgage Association | FNMA | Sep 2022 | 14,827 | -500 | $14K | -1.1% | 0.00% | ABS-MBS |
| 2972 | NOV Inc. | NOV | Sep 2022 | 20,000 | -20,000 | $14K | -47.2% | 0.00% | DBT |
| 2973 | Government National Mortgage Association | GNR | Sep 2022 | 13,580 | -396 | $14K | -3.2% | 0.00% | ABS-MBS |
| 2974 | Pemex Project Funding Master Trust | PEMEX | Sep 2022 | 19,000 | — | $14K | +13.8% | 0.00% | DBT |
| 2975 | Commercial Mortgage Trust 2013-CR | COMM | Sep 2022 | 20,000 | — | $14K | -1.1% | 0.00% | ABS-O |
| 2976 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 13,099 | -384 | $14K | -2.6% | 0.00% | ABS-MBS |
| 2977 | CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20260620 | 000000000 | Sep 2022 | 2,100,000 | New | $13K | — | 0.00% | DCR |
| 2978 | State Street Corporation | STT | Dec 2022 | 15,000 | New | $13K | — | 0.00% | DBT |
| 2979 | LOUISIANA ST | LASGEN | Sep 2022 | 15,000 | — | $13K | -0.1% | 0.00% | DBT |
| 2980 | Government National Mortgage Association | GNR | Sep 2022 | 12,514 | -298 | $13K | -2.8% | 0.00% | ABS-MBS |
| 2981 | Government National Mortgage Association | GNR | Sep 2022 | 12,111 | -613 | $13K | -6.4% | 0.00% | ABS-MBS |
| 2982 | CURRENCY CONTRACT - NOK | 000000000 | Sep 2022 | -600,392 | New | $13K | — | 0.00% | DFE |
| 2983 | CAP 10YR USD-ISDA/2YR USD | 000000000 | Sep 2022 | 3,400,000 | New | $13K | — | 0.00% | DFE |
| 2984 | CAP 10YR USD-ISDA/2YR USD | 000000000 | Sep 2022 | 3,400,000 | New | $13K | — | 0.00% | DFE |
| 2985 | CAP 10YR USD-ISDA/2YR USD | 000000000 | Sep 2022 | 3,400,000 | New | $13K | — | 0.00% | DFE |
| 2986 | Athene Holding Ltd | ATH | Dec 2022 | 20,000 | New | $12K | — | 0.00% | DBT |
| 2987 | Government National Mortgage Association | GNR | Sep 2022 | 12,386 | -1,099 | $12K | -8.7% | 0.00% | ABS-MBS |
| 2988 | CAP 10YR USD-ISDA/2YR USD | 000000000 | Sep 2022 | 3,350,000 | New | $12K | — | 0.00% | DFE |
| 2989 | Federal National Mortgage Association | FNMA | Sep 2022 | 13,566 | -327 | $12K | -0.8% | 0.00% | ABS-MBS |
| 2990 | Government National Mortgage Association | GNR | Sep 2022 | 83,945 | -2,307 | $12K | -3.5% | 0.00% | ABS-O |
| 2991 | Federal National Mortgage Association | FNMA | Sep 2022 | 68,610 | -2,148 | $12K | -0.8% | 0.00% | ABS-MBS |
| 2992 | Federal National Mortgage Association | FNMA | Sep 2022 | 13,449 | -237 | $12K | -0.0% | 0.00% | ABS-MBS |
| 2993 | CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20261220 | 000000000 | Sep 2022 | 2,600,000 | New | $12K | — | 0.00% | DCR |
| 2994 | Government National Mortgage Association | GNR | Sep 2022 | 73,971 | -2,072 | $12K | +2.5% | 0.00% | ABS-O |
| 2995 | CURRENCY CONTRACT - PEN | 000000000 | Sep 2022 | -410,697 | New | $12K | — | 0.00% | DFE |
| 2996 | Microsoft Corporation | MSFT | Sep 2022 | 18,000 | — | $12K | +2.1% | 0.00% | DBT |
| 2997 | Federal National Mortgage Association | FNMA | Sep 2022 | 11,947 | -795 | $12K | -8.2% | 0.00% | ABS-MBS |
| 2998 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 11,621 | -1,825 | $12K | -12.4% | 0.00% | ABS-MBS |
| 2999 | Government National Mortgage Association | GNR | Sep 2022 | 12,041 | -499 | $12K | -2.5% | 0.00% | ABS-MBS |
| 3000 | Federal National Mortgage Association | FNMA | Sep 2022 | 13,400 | -155 | $12K | +0.3% | 0.00% | ABS-MBS |
| 3001 | Government National Mortgage Association | GNR | Sep 2022 | 82,262 | -1,453 | $12K | -7.1% | 0.00% | ABS-O |
| 3002 | Federal National Mortgage Association | FNMA | Sep 2022 | 10,965 | -297 | $12K | -3.1% | 0.00% | ABS-O |
| 3003 | Government National Mortgage Association | GNR | Sep 2022 | 11,094 | -521 | $11K | -4.4% | 0.00% | ABS-MBS |
| 3004 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 115,353 | -6,180 | $11K | -6.1% | 0.00% | ABS-O |
| 3005 | Government National Mortgage Association | GNR | Sep 2022 | 10,966 | -380 | $11K | -3.8% | 0.00% | ABS-MBS |
| 3006 | Continental Resources, Inc. | CLR | Sep 2022 | 15,000 | New | $11K | — | 0.00% | DBT |
| 3007 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 10,708 | -589 | $11K | -4.8% | 0.00% | ABS-MBS |
| 3008 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 74,524 | -1,343 | $11K | -2.1% | 0.00% | ABS-O |
| 3009 | Home Depot Inc | HD | Sep 2022 | 10,000 | -15,000 | $11K | -58.0% | 0.00% | DBT |
| 3010 | Federal National Mortgage Association | FNMA | Sep 2022 | 10,719 | -451 | $11K | -2.4% | 0.00% | ABS-MBS |
| 3011 | Federal National Mortgage Association | FNMA | Sep 2022 | 125,526 | -4,984 | $11K | -6.4% | 0.00% | ABS-O |
| 3012 | Brunswick Corporation | BC | Dec 2022 | 15,000 | New | $11K | — | 0.00% | DBT |
| 3013 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -12,893,757 | New | $11K | — | 0.00% | DFE |
| 3014 | Federal National Mortgage Association | FNMA | Sep 2022 | 10,715 | -623 | $11K | -5.6% | 0.00% | ABS-MBS |
| 3015 | TotalEnergies Capital International S.A. | TTEFP | Dec 2022 | 15,000 | New | $11K | — | 0.00% | DBT |
| 3016 | Citigroup Inc. | C | Sep 2022 | 10,000 | — | $11K | +5.3% | 0.00% | DBT |
| 3017 | Federal National Mortgage Association | FNMA | Sep 2022 | 11,598 | -674 | $11K | -3.4% | 0.00% | ABS-MBS |
| 3018 | Federal National Mortgage Association | FNMA | Sep 2022 | 11,595 | -175 | $11K | +0.2% | 0.00% | ABS-MBS |
| 3019 | Federal National Mortgage Association | FNMA | Sep 2022 | 160,964 | -8,077 | $11K | -12.9% | 0.00% | ABS-O |
| 3020 | United States Treasury Bonds | T | Sep 2022 | 10,000 | — | $11K | -1.0% | 0.00% | DBT |
| 3021 | Federal National Mortgage Association | FNMA | Sep 2022 | 10,591 | -364 | $11K | -0.6% | 0.00% | ABS-MBS |
| 3022 | CURRENCY CONTRACT - CHF | 000000000 | Sep 2022 | -1,240,097 | New | $10K | — | 0.00% | DFE |
| 3023 | Federal National Mortgage Association | FNMA | Sep 2022 | 10,569 | -188 | $10K | -2.3% | 0.00% | ABS-MBS |
| 3024 | Government National Mortgage Association | GNR | Sep 2022 | 96,171 | -2,800 | $10K | -2.5% | 0.00% | ABS-O |
| 3025 | OIS_CCP BRL RCV BZDIO1D PAY 12.795% 02-JAN-2024 | 000000000 | Sep 2022 | 6,874,848 | New | $10K | — | 0.00% | DIR |
| 3026 | Impac CMB Trust | JPMCC | Sep 2022 | 11,225 | -198 | $10K | -3.3% | 0.00% | ABS-O |
| 3027 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 10,661 | -142 | $10K | -0.4% | 0.00% | ABS-MBS |
| 3028 | CURRENCY CONTRACT - AUD | 000000000 | Sep 2022 | -3,752,770 | New | $10K | — | 0.00% | DFE |
| 3029 | Federal National Mortgage Association | FNMA | Sep 2022 | 11,926 | -332 | $10K | -1.5% | 0.00% | ABS-MBS |
| 3030 | CALL FEB 23 T-NOTECALL FE | TYG3C | Sep 2022 | 50 | New | $10K | — | 0.00% | DIR |
| 3031 | Government National Mortgage Association | GNR | Sep 2022 | 10,190 | -415 | $10K | -2.9% | 0.00% | ABS-MBS |
| 3032 | Freeport-McMoRan Inc. | FCX | Sep 2022 | 10,000 | — | $10K | +0.4% | 0.00% | DBT |
| 3033 | OIS_CCP BRL RCV 13.95% PAY BZDIO1D 02-JAN-2024 | 000000000 | Sep 2022 | 11,180,864 | New | $10K | — | 0.00% | DIR |
| 3034 | Government National Mortgage Association | GNR | Sep 2022 | 9,539 | -1,280 | $10K | -11.9% | 0.00% | ABS-MBS |
| 3035 | HCA Inc. | HCA | Sep 2022 | 10,000 | New | $10K | — | 0.00% | DBT |
| 3036 | Federal National Mortgage Association | FNMA | Sep 2022 | 10,844 | -501 | $10K | -2.7% | 0.00% | ABS-MBS |
| 3037 | Freeport-McMoRan Inc. | FCX | Sep 2022 | 10,000 | — | $10K | +0.2% | 0.00% | DBT |
| 3038 | Government National Mortgage Association | GNR | Sep 2022 | 10,739 | -423 | $10K | -3.2% | 0.00% | ABS-MBS |
| 3039 | Federal National Mortgage Association | FNMA | Sep 2022 | 9,336 | -160 | $10K | -3.2% | 0.00% | ABS-MBS |
| 3040 | Teck Resources Limited | TCKBCN | Sep 2022 | 10,000 | — | $10K | +9.0% | 0.00% | DBT |
| 3041 | S&P Global Inc | SPGI | Sep 2022 | 10,000 | -50,000 | $10K | -83.0% | 0.00% | DBT |
| 3042 | Range Resources Corp. | RRC | Sep 2022 | 10,000 | — | $10K | +0.8% | 0.00% | DBT |
| 3043 | Federal National Mortgage Association | FNMA | Sep 2022 | 10,392 | -97 | $9K | +1.0% | 0.00% | ABS-MBS |
| 3044 | HP Inc | HPQ | Dec 2022 | 10,000 | New | $9K | — | 0.00% | DBT |
| 3045 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 2,689,615 | -51,533 | $9K | -39.2% | 0.00% | ABS-O |
| 3046 | JP Morgan Mortgage Trust | JPMMT | Sep 2022 | 10,197 | -216 | $9K | -4.8% | 0.00% | ABS-O |
| 3047 | CDS_SN_CCP PRUDENTIAL FINANCIAL 1% 20270620 | 000000000 | Sep 2022 | 1,075,000 | New | $9K | — | 0.00% | DCR |
| 3048 | Southwestern Energy Company | SWN | Sep 2022 | 10,000 | — | $9K | +2.2% | 0.00% | DBT |
| 3049 | EQT Corporation | EQT | Sep 2022 | 10,000 | — | $9K | +0.9% | 0.00% | DBT |
| 3050 | Intel Corporation | INTC | Sep 2022 | 10,000 | — | $9K | +4.4% | 0.00% | DBT |
| 3051 | Allied Universal Holdco LLC / Allied Universal Finance Corporation | UNSEAM | Sep 2022 | 10,000 | — | $9K | +2.7% | 0.00% | DBT |
| 3052 | The Charles Schwab Corporation | SCHW | Sep 2022 | 10,000 | — | $9K | +1.3% | 0.00% | DBT |
| 3053 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 97,172 | -2,647 | $9K | -7.5% | 0.00% | ABS-O |
| 3054 | Humana Inc. | HUM | Sep 2022 | 10,000 | — | $9K | +1.7% | 0.00% | DBT |
| 3055 | CURRENCY CONTRACT - BRL | 000000000 | Sep 2022 | -3,359,675 | New | $9K | — | 0.00% | DFE |
| 3056 | Federal National Mortgage Association | FNMA | Sep 2022 | 10,253 | -322 | $9K | -1.6% | 0.00% | ABS-MBS |
| 3057 | Federal National Mortgage Association | FNMA | Sep 2022 | 8,669 | -371 | $9K | -2.5% | 0.00% | ABS-MBS |
| 3058 | Continental Resources, Inc. | CLR | Sep 2022 | 10,000 | — | $9K | +1.5% | 0.00% | DBT |
| 3059 | Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp. | TEP | Sep 2022 | 10,000 | — | $9K | +1.6% | 0.00% | DBT |
| 3060 | SLM Student Loan Trust | SLMA | Sep 2022 | 8,567 | -11,914 | $9K | -58.1% | 0.00% | ABS-O |
| 3061 | Nokia Corp | NOKIA | Sep 2022 | 9,000 | — | $9K | +4.8% | 0.00% | DBT |
| 3062 | Federal National Mortgage Association | FNMA | Sep 2022 | 77,295 | -4,154 | $8K | -4.1% | 0.00% | ABS-O |
| 3063 | Government National Mortgage Association | GNR | Sep 2022 | 8,732 | -473 | $8K | -6.1% | 0.00% | ABS-MBS |
| 3064 | Government National Mortgage Association | GNR | Sep 2022 | 46,899 | -1,609 | $8K | +4.8% | 0.00% | ABS-O |
| 3065 | Government National Mortgage Association | GNR | Sep 2022 | 266,023 | -25,475 | $8K | +1.9% | 0.00% | ABS-O |
| 3066 | Federal National Mortgage Association | FNMA | Sep 2022 | 9,017 | -357 | $8K | -1.6% | 0.00% | ABS-MBS |
| 3067 | Government National Mortgage Association | GNR | Sep 2022 | 7,831 | -165 | $8K | -2.5% | 0.00% | ABS-MBS |
| 3068 | CommScope Inc. | COMM | Sep 2022 | 10,000 | — | $8K | -1.2% | 0.00% | DBT |
| 3069 | Lehman Brothers Holding Inc Escrow | LEH | Sep 2022 | 2,300,000 | — | $8K | -5.4% | 0.00% | DBT |
| 3070 | Federal National Mortgage Association | FNMA | Sep 2022 | 50,676 | -1,288 | $8K | -2.5% | 0.00% | ABS-MBS |
| 3071 | CCO Holdings, LLC/ CCO Holdings Capital Corp. | CHTR | Sep 2022 | 10,000 | — | $8K | +4.5% | 0.00% | DBT |
| 3072 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 7,863 | -105 | $8K | -0.0% | 0.00% | ABS-MBS |
| 3073 | Government National Mortgage Association | GNR | Sep 2022 | 7,965 | -275 | $8K | -3.5% | 0.00% | ABS-MBS |
| 3074 | Government National Mortgage Association | GNR | Sep 2022 | 7,512 | -297 | $8K | -5.4% | 0.00% | ABS-MBS |
| 3075 | Government National Mortgage Association | GNR | Sep 2022 | 7,684 | -298 | $8K | -3.6% | 0.00% | ABS-MBS |
| 3076 | Federal National Mortgage Association | FNMA | Sep 2022 | 8,636 | -128 | $8K | +0.1% | 0.00% | ABS-MBS |
| 3077 | Comcast Corporation | CMCSA | Sep 2022 | 7,000 | — | $8K | +4.9% | 0.00% | DBT |
| 3078 | Pacific Gas and Electric Company | PCG | Dec 2022 | 10,000 | New | $8K | — | 0.00% | DBT |
| 3079 | Federal National Mortgage Association | FNMA | Sep 2022 | 51,646 | -1,544 | $8K | -4.1% | 0.00% | ABS-O |
| 3080 | Federal National Mortgage Association | FNMA | Sep 2022 | 7,914 | -204 | $8K | -8.3% | 0.00% | ABS-MBS |
| 3081 | Federal National Mortgage Association | FNMA | Sep 2022 | 8,354 | -126 | $8K | +0.4% | 0.00% | ABS-MBS |
| 3082 | Government National Mortgage Association | GNR | Sep 2022 | 7,542 | -312 | $8K | -4.1% | 0.00% | ABS-MBS |
| 3083 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 7,438 | -872 | $7K | -9.8% | 0.00% | ABS-MBS |
| 3084 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 76,243 | -2,826 | $7K | -2.4% | 0.00% | ABS-O |
| 3085 | Federal National Mortgage Association | FNMA | Sep 2022 | 8,155 | -558 | $7K | -4.8% | 0.00% | ABS-MBS |
| 3086 | Federal National Mortgage Association | FNMA | Sep 2022 | 7,574 | -474 | $7K | -5.9% | 0.00% | ABS-MBS |
| 3087 | Fnma Pass-Thru I | FN | Sep 2022 | 7,454 | -30 | $7K | +0.8% | 0.00% | ABS-MBS |
| 3088 | Government National Mortgage Association | GNR | Sep 2022 | 7,188 | -872 | $7K | -11.4% | 0.00% | ABS-MBS |
| 3089 | CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20260620 | 000000000 | Sep 2022 | 1,100,000 | New | $7K | — | 0.00% | DCR |
| 3090 | Federal National Mortgage Association | FNMA | Sep 2022 | 155,490 | -7,467 | $7K | +2.4% | 0.00% | ABS-O |
| 3091 | Government National Mortgage Association | GNR | Sep 2022 | 6,341 | -152 | $7K | -2.5% | 0.00% | ABS-MBS |
| 3092 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 6,133 | -214 | $7K | -3.1% | 0.00% | ABS-MBS |
| 3093 | Federal National Mortgage Association | FNMA | Sep 2022 | 7,400 | -186 | $6K | -0.9% | 0.00% | ABS-MBS |
| 3094 | Equinix, Inc. | EQIX | Sep 2022 | 10,000 | — | $6K | +3.7% | 0.00% | DBT |
| 3095 | Federal National Mortgage Association | FNMA | Sep 2022 | 7,368 | -68 | $6K | +0.8% | 0.00% | ABS-MBS |
| 3096 | Federal National Mortgage Association | FNMA | Sep 2022 | 58,254 | -2,475 | $6K | -6.0% | 0.00% | ABS-O |
| 3097 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 6,215 | -122 | $6K | -2.1% | 0.00% | ABS-MBS |
| 3098 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 6,611 | -55 | $6K | +1.1% | 0.00% | ABS-MBS |
| 3099 | IRS_CCP ZAR RCV 9.5% PAY JIBAR3M 15-MAR-2033 | 000000000 | Sep 2022 | 6,740,000 | New | $6K | — | 0.00% | DIR |
| 3100 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 6,287 | -164 | $6K | -1.7% | 0.00% | ABS-MBS |
| 3101 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 5,912 | -119 | $6K | -0.0% | 0.00% | ABS-MBS |
| 3102 | Government National Mortgage Association | GNR | Sep 2022 | 5,828 | -1,012 | $6K | -15.6% | 0.00% | ABS-MBS |
| 3103 | Fnma Pass-Thru I | FN | Sep 2022 | 6,075 | -291 | $6K | -3.1% | 0.00% | ABS-MBS |
| 3104 | Peru (Republic of) | PERU | Sep 2022 | 10,000 | — | $6K | +7.0% | 0.00% | DBT |
| 3105 | OIS_CCP GBP RCV SONIA1D PAY 3% 15-MAR-2033 | 000000000 | Sep 2022 | 80,000 | New | $6K | — | 0.00% | DIR |
| 3106 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 5,767 | -50 | $6K | +0.6% | 0.00% | ABS-MBS |
| 3107 | Government National Mortgage Association | GNR | Sep 2022 | 5,423 | -169 | $6K | -2.9% | 0.00% | ABS-MBS |
| 3108 | Government National Mortgage Association | GNR | Sep 2022 | 5,323 | -104 | $6K | -3.0% | 0.00% | ABS-MBS |
| 3109 | Shell International Finance B.V. | RDSALN | Dec 2022 | 5,000 | New | $6K | — | 0.00% | DBT |
| 3110 | Government National Mortgage Association | GNR | Sep 2022 | 98,328 | -459 | $5K | -2.2% | 0.00% | ABS-O |
| 3111 | Government National Mortgage Association | GNR | Sep 2022 | 5,192 | -140 | $5K | -2.6% | 0.00% | ABS-MBS |
| 3112 | CURRENCY CONTRACT - AUD | 000000000 | Sep 2022 | -97,763 | New | $5K | — | 0.00% | DFE |
| 3113 | OIS_CCP BRL RCV 12.4% PAY BZDIO1D 02-JAN-2023 | 000000000 | Sep 2022 | 3,804,163 | New | $5K | — | 0.00% | DIR |
| 3114 | Federal National Mortgage Association | FNMA | Sep 2022 | 48,276 | -1,136 | $5K | -4.8% | 0.00% | ABS-O |
| 3115 | Government National Mortgage Association | GNR | Sep 2022 | 4,934 | New | $5K | — | 0.00% | ABS-MBS |
| 3116 | Federal National Mortgage Association | FNMA | Sep 2022 | 5,048 | -115 | $5K | -2.3% | 0.00% | ABS-MBS |
| 3117 | IRS_CCP KRW RCV 4.25% PAY KWCDC3M 15-MAR-2033 | 000000000 | Sep 2022 | 92,110,000 | New | $5K | — | 0.00% | DIR |
| 3118 | Federal National Mortgage Association | FNMA | Sep 2022 | 4,603 | -192 | $5K | -4.5% | 0.00% | ABS-MBS |
| 3119 | Government National Mortgage Association | GNR | Sep 2022 | 4,787 | -315 | $5K | -6.8% | 0.00% | ABS-MBS |
| 3120 | Intercontinental Exchange Inc | ICE | Dec 2022 | 5,000 | New | $5K | — | 0.00% | DBT |
| 3121 | Federal National Mortgage Association | FNMA | Sep 2022 | 4,979 | -102 | $5K | -5.3% | 0.00% | ABS-MBS |
| 3122 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 4,688 | -342 | $5K | -5.5% | 0.00% | ABS-MBS |
| 3123 | Fifth Third Bancorp | FITB | Sep 2022 | 5,000 | New | $5K | — | 0.00% | DBT |
| 3124 | Federal National Mortgage Association | FNMA | Sep 2022 | 4,947 | -112 | $5K | -2.2% | 0.00% | ABS-MBS |
| 3125 | Government National Mortgage Association | GNR | Sep 2022 | 110,349 | -2,380 | $5K | -8.5% | 0.00% | ABS-O |
| 3126 | Government National Mortgage Association | GNR | Sep 2022 | 4,538 | -97 | $5K | -1.9% | 0.00% | ABS-MBS |
| 3127 | Wf-Rbs Com Mg Tst | WFRBS | Sep 2022 | 609,975 | -101,774 | $5K | -24.8% | 0.00% | ABS-O |
| 3128 | OIS_CCP USD RCV 3.75% PAY SOFR1D 15-MAR-2033 | 000000000 | Sep 2022 | 260,000 | New | $5K | — | 0.00% | DIR |
| 3129 | Athene Holding Ltd | ATH | Dec 2022 | 5,000 | New | $5K | — | 0.00% | DBT |
| 3130 | Federal National Mortgage Association | FNMA | Sep 2022 | 5,311 | -67 | $5K | +0.3% | 0.00% | ABS-MBS |
| 3131 | Government National Mortgage Association | GNR | Sep 2022 | 4,495 | -127 | $5K | -2.0% | 0.00% | ABS-MBS |
| 3132 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 4,461 | -195 | $5K | -2.5% | 0.00% | ABS-MBS |
| 3133 | Government National Mortgage Association | GNR | Sep 2022 | 4,372 | -159 | $4K | -4.0% | 0.00% | ABS-MBS |
| 3134 | Public Storage | PSA | Dec 2022 | 5,000 | New | $4K | — | 0.00% | DBT |
| 3135 | UNIVERSITY N C | UNCHGR | Sep 2022 | 5,000 | — | $4K | -1.4% | 0.00% | DBT |
| 3136 | AT&T Inc | T | Sep 2022 | 5,000 | New | $4K | — | 0.00% | DBT |
| 3137 | Government National Mortgage Association | GNR | Sep 2022 | 3,946 | -321 | $4K | -7.3% | 0.00% | ABS-MBS |
| 3138 | Government National Mortgage Association | GNR | Sep 2022 | 3,783 | -102 | $4K | -3.0% | 0.00% | ABS-MBS |
| 3139 | Federal National Mortgage Association | FNMA | Sep 2022 | 63,529 | -3,613 | $4K | -14.4% | 0.00% | ABS-O |
| 3140 | Government National Mortgage Association | GNR | Sep 2022 | 4,115 | -42 | $4K | -2.3% | 0.00% | ABS-O |
| 3141 | Government National Mortgage Association | GNR | Sep 2022 | 3,660 | -286 | $4K | -7.8% | 0.00% | ABS-MBS |
| 3142 | Government National Mortgage Association | GNR | Sep 2022 | 36,588 | -3,013 | $4K | -9.6% | 0.00% | ABS-O |
| 3143 | Government National Mortgage Association | GNR | Sep 2022 | 3,532 | -164 | $4K | -5.7% | 0.00% | ABS-MBS |
| 3144 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 39,935 | -953 | $4K | -5.2% | 0.00% | ABS-O |
| 3145 | Government National Mortgage Association | GNR | Sep 2022 | 3,480 | -142 | $4K | -3.6% | 0.00% | ABS-MBS |
| 3146 | Federal National Mortgage Association | FNMA | Sep 2022 | 31,886 | -686 | $4K | -3.2% | 0.00% | ABS-O |
| 3147 | Kimberly-Clark Corporation | KMB | Sep 2022 | 5,000 | — | $3K | +2.4% | 0.00% | DBT |
| 3148 | Government National Mortgage Association | GNR | Sep 2022 | 3,393 | -92 | $3K | -2.2% | 0.00% | ABS-MBS |
| 3149 | Intel Corporation | INTC | Dec 2022 | 5,000 | New | $3K | — | 0.00% | DBT |
| 3150 | Government National Mortgage Association | GNR | Sep 2022 | 3,326 | -91 | $3K | -3.1% | 0.00% | ABS-MBS |
| 3151 | Federal National Mortgage Association | FNMA | Sep 2022 | 3,359 | -93 | $3K | -3.0% | 0.00% | ABS-O |
| 3152 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 38,216 | -1,214 | $3K | -5.3% | 0.00% | ABS-O |
| 3153 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 38,075 | -1,511 | $3K | -5.7% | 0.00% | ABS-O |
| 3154 | Government National Mortgage Association | GNR | Sep 2022 | 3,163 | -71 | $3K | -1.7% | 0.00% | ABS-MBS |
| 3155 | Federal National Mortgage Association | FNMA | Sep 2022 | 3,337 | -114 | $3K | -6.0% | 0.00% | ABS-MBS |
| 3156 | Federal National Mortgage Association | FNMA | Sep 2022 | 3,302 | -247 | $3K | -7.0% | 0.00% | ABS-MBS |
| 3157 | Government National Mortgage Association | GNR | Sep 2022 | 3,090 | -70 | $3K | -2.1% | 0.00% | ABS-MBS |
| 3158 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 3,085 | -125 | $3K | -2.5% | 0.00% | ABS-MBS |
| 3159 | Federal National Mortgage Association | FNMA | Sep 2022 | 3,030 | -146 | $3K | -6.0% | 0.00% | ABS-MBS |
| 3160 | Federal National Mortgage Association | FNMA | Sep 2022 | 3,125 | -27 | $3K | -1.4% | 0.00% | ABS-MBS |
| 3161 | Federal National Mortgage Association | FNMA | Sep 2022 | 2,936 | -124 | $3K | -6.2% | 0.00% | ABS-MBS |
| 3162 | Government National Mortgage Association | GNR | Sep 2022 | 3,015 | -67 | $3K | -1.7% | 0.00% | ABS-MBS |
| 3163 | CURRENCY CONTRACT - JPY | 000000000 | Sep 2022 | -891,999 | New | $3K | — | 0.00% | DFE |
| 3164 | CDS_SN_CCP BOEING CO 2.6% 10/30/ 1% 20230620 | 000000000 | Sep 2022 | 2,200,000 | New | $3K | — | 0.00% | DCR |
| 3165 | Federal National Mortgage Association | FNMA | Sep 2022 | 3,029 | -56 | $3K | +0.4% | 0.00% | ABS-MBS |
| 3166 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 66,877 | -9,617 | $3K | -19.7% | 0.00% | ABS-O |
| 3167 | Thornburg Mortgage Securities Trust | TMST | Sep 2022 | 2,982 | -113 | $3K | -5.8% | 0.00% | ABS-O |
| 3168 | Federal National Mortgage Association | FNMA | Sep 2022 | 63,930 | -5,845 | $3K | -13.8% | 0.00% | ABS-MBS |
| 3169 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 2,648 | -100 | $3K | -3.2% | 0.00% | ABS-MBS |
| 3170 | Federal National Mortgage Association | FNMA | Sep 2022 | 2,725 | -202 | $3K | -7.2% | 0.00% | ABS-MBS |
| 3171 | Indymac Arm Trust | INARM | Sep 2022 | 3,000 | -69 | $3K | -2.7% | 0.00% | ABS-O |
| 3172 | Government National Mortgage Association | GNR | Sep 2022 | 2,637 | -96 | $3K | -4.2% | 0.00% | ABS-MBS |
| 3173 | Wamu Mortgage Pass-Through CTFS TR | WAMU | Sep 2022 | 2,921 | -91 | $3K | -5.0% | 0.00% | ABS-O |
| 3174 | Government National Mortgage Association | GNR | Sep 2022 | 2,525 | -43 | $3K | -1.2% | 0.00% | ABS-MBS |
| 3175 | Federal National Mortgage Association | FNMA | Sep 2022 | 2,600 | -147 | $3K | -5.4% | 0.00% | ABS-MBS |
| 3176 | Federal National Mortgage Association | FNMA | Sep 2022 | 14,543 | -434 | $3K | -17.9% | 0.00% | ABS-MBS |
| 3177 | Structured Adj Rate Mtg Loan Trust | SARM | Sep 2022 | 2,447 | -14,043 | $2K | -85.2% | 0.00% | ABS-O |
| 3178 | Government National Mortgage Association | GNR | Sep 2022 | 2,449 | -81 | $2K | -2.0% | 0.00% | ABS-MBS |
| 3179 | Federal National Mortgage Association | FNMA | Sep 2022 | 2,150 | -18 | $2K | -1.0% | 0.00% | ABS-MBS |
| 3180 | Federal National Mortgage Association | FNMA | Sep 2022 | 2,296 | -26 | $2K | -1.9% | 0.00% | ABS-MBS |
| 3181 | CDS_SN_CCP AT&T INC 3.8% 02/15/2 1% 20230620 | 000000000 | Sep 2022 | 1,500,000 | New | $2K | — | 0.00% | DCR |
| 3182 | CURRENCY CONTRACT - EUR | 000000000 | Sep 2022 | -410,172 | New | $2K | — | 0.00% | DFE |
| 3183 | Goldman Sachs Capital II | GS | Sep 2022 | 3,000 | — | $2K | +4.8% | 0.00% | DBT |
| 3184 | Government National Mortgage Association | GNR | Sep 2022 | 2,165 | -33 | $2K | -1.0% | 0.00% | ABS-MBS |
| 3185 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 2,039 | -70 | $2K | -3.7% | 0.00% | ABS-MBS |
| 3186 | Federal National Mortgage Association | FNMA | Sep 2022 | 2,047 | -506 | $2K | -21.2% | 0.00% | ABS-MBS |
| 3187 | Bear Stearns Arm Trust | BSARM | Sep 2022 | 2,099 | -1,874 | $2K | -48.4% | 0.00% | ABS-O |
| 3188 | Federal National Mortgage Association | FNMA | Sep 2022 | 2,009 | -69 | $2K | -3.4% | 0.00% | ABS-MBS |
| 3189 | OIS_CCP USD RCV SOFR1D PAY 4.27% 13-SEP-2024 | 000000000 | Sep 2022 | 1,500,000 | New | $2K | — | 0.00% | DIR |
| 3190 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 49,488 | -2,618 | $2K | +1.9% | 0.00% | ABS-O |
| 3191 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,958 | -55 | $2K | -2.9% | 0.00% | ABS-MBS |
| 3192 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 1,876 | -75 | $2K | -2.3% | 0.00% | ABS-MBS |
| 3193 | Government National Mortgage Association | GNR | Sep 2022 | 1,842 | -99 | $2K | -5.5% | 0.00% | ABS-MBS |
| 3194 | Government National Mortgage Association | GNR | Sep 2022 | 1,856 | -1,343 | $2K | -41.7% | 0.00% | ABS-MBS |
| 3195 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,907 | -105 | $2K | -7.6% | 0.00% | ABS-MBS |
| 3196 | Government National Mortgage Association | GNR | Sep 2022 | 18,114 | -544 | $2K | -5.5% | 0.00% | ABS-O |
| 3197 | Federal National Mortgage Association | FNMA | Sep 2022 | 52,638 | -6,488 | $2K | -3.8% | 0.00% | ABS-O |
| 3198 | Government National Mortgage Association | GNR | Sep 2022 | 1,752 | -45 | $2K | -3.1% | 0.00% | ABS-MBS |
| 3199 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,774 | -16 | $2K | -0.5% | 0.00% | ABS-MBS |
| 3200 | Government National Mortgage Association | GNR | Sep 2022 | 1,742 | -11 | $2K | -1.0% | 0.00% | ABS-O |
| 3201 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 1,598 | -65 | $2K | -4.4% | 0.00% | ABS-MBS |
| 3202 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,548 | -25 | $2K | -1.7% | 0.00% | ABS-MBS |
| 3203 | Federal National Mortgage Association | FNMA | Sep 2022 | 13,438 | -354 | $2K | +5.0% | 0.00% | ABS-O |
| 3204 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 1,489 | -65 | $2K | -2.8% | 0.00% | ABS-MBS |
| 3205 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,495 | -51 | $2K | -3.4% | 0.00% | ABS-MBS |
| 3206 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,476 | -69 | $2K | -4.2% | 0.00% | ABS-MBS |
| 3207 | Wamu Mortgage Pass-Through CTFS TR | WAMU | Sep 2022 | 1,529 | -17 | $1K | -2.9% | 0.00% | ABS-O |
| 3208 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 1,381 | -123 | $1K | -9.2% | 0.00% | ABS-MBS |
| 3209 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,352 | -39 | $1K | -3.1% | 0.00% | ABS-MBS |
| 3210 | Government National Mortgage Association | GNR | Sep 2022 | 1,333 | -59 | $1K | -4.8% | 0.00% | ABS-MBS |
| 3211 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,298 | -300 | $1K | -19.3% | 0.00% | ABS-O |
| 3212 | Government National Mortgage Association | GNR | Sep 2022 | 1,288 | -52 | $1K | -3.4% | 0.00% | ABS-MBS |
| 3213 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,263 | -33 | $1K | -3.6% | 0.00% | ABS-MBS |
| 3214 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,202 | -31 | $1K | -2.5% | 0.00% | ABS-MBS |
| 3215 | Government National Mortgage Association | GNR | Sep 2022 | 1,201 | -106 | $1K | -8.8% | 0.00% | ABS-MBS |
| 3216 | Government National Mortgage Association | GNR | Sep 2022 | 1,183 | -41 | $1K | -2.9% | 0.00% | ABS-MBS |
| 3217 | Government National Mortgage Association | GNR | Sep 2022 | 1,192 | -103 | $1K | -8.3% | 0.00% | ABS-MBS |
| 3218 | Federal National Mortgage Association | FNMA | Sep 2022 | 1,192 | -60 | $1K | -5.4% | 0.00% | ABS-MBS |
| 3219 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 1,110 | -24 | $1K | -0.7% | 0.00% | ABS-MBS |
| 3220 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 24,224 | -2,842 | $976 | -30.0% | 0.00% | ABS-O |
| 3221 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 916 | -10 | $929 | -0.3% | 0.00% | ABS-MBS |
| 3222 | Government National Mortgage Association | GNR | Sep 2022 | 892 | -102 | $919 | -10.6% | 0.00% | ABS-MBS |
| 3223 | Government National Mortgage Association | GNR | Sep 2022 | 817 | -1,082 | $841 | -57.1% | 0.00% | ABS-MBS |
| 3224 | Lehman Brothers Holdings Inc. | LEH | Sep 2022 | 200,000 | — | $700 | -5.4% | 0.00% | DBT |
| 3225 | Federal National Mortgage Association | FNMA | Sep 2022 | 701 | -15 | $683 | -2.5% | 0.00% | ABS-MBS |
| 3226 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 655 | -35 | $652 | -3.1% | 0.00% | ABS-MBS |
| 3227 | Federal National Mortgage Association | FNMA | Sep 2022 | 22,032 | -4,699 | $650 | -28.0% | 0.00% | ABS-O |
| 3228 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 554 | -11 | $541 | -2.5% | 0.00% | ABS-MBS |
| 3229 | Federal National Mortgage Association | FNMA | Sep 2022 | 526 | -5 | $524 | -1.5% | 0.00% | ABS-MBS |
| 3230 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,092,089 | New | $418 | — | 0.00% | DFE |
| 3231 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 314 | -19 | $321 | -4.1% | 0.00% | ABS-MBS |
| 3232 | Guidestone Fds | GMYXX | Sep 2022 | 295 | New | $295 | — | 0.00% | STIV |
| 3233 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 200 | -8 | $197 | -4.7% | 0.00% | ABS-MBS |
| 3234 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 142 | -21 | $143 | -13.8% | 0.00% | ABS-MBS |
| 3235 | Federal National Mortgage Association | FNMA | Sep 2022 | 97 | -82 | $97 | -46.0% | 0.00% | ABS-MBS |
| 3236 | Government National Mortgage Association | GNR | Sep 2022 | 83 | -32 | $83 | -27.9% | 0.00% | ABS-MBS |
| 3237 | CDS_SN_CCP REPUBLIC OF INDONESIA 1% 20271220 | 000000000 | Sep 2022 | 1,470,000 | New | $73 | — | 0.00% | DCR |
| 3238 | Federal National Mortgage Association | FNMA | Sep 2022 | 66 | -94 | $66 | -58.6% | 0.00% | ABS-MBS |
| 3239 | Federal National Mortgage Association | FNMA | Sep 2022 | 48 | -51 | $48 | -51.9% | 0.00% | ABS-MBS |
| 3240 | Wf-Rbs Com Mg Tst | WFRBS | Sep 2022 | 1,347,841 | -671,091 | $39 | -99.2% | 0.00% | ABS-O |
| 3241 | Government National Mortgage Association | GNR | Sep 2022 | 3,431 | -673 | $39 | -43.2% | 0.00% | ABS-O |
| 3242 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 19 | -15 | $19 | -43.6% | 0.00% | ABS-MBS |
| 3243 | Realkredit Danmark A/S | RDKRE | Sep 2022 | 1 | -5,890,844 | $0 | -100.0% | 0.00% | DBT |
| 3244 | Jyske Realkredit A/S | JYKRE | Sep 2022 | 1 | -9,950,897 | $0 | -100.0% | 0.00% | DBT |
| 3245 | Federal National Mortgage Association | FNMA | Sep 2022 | 0 | — | $0 | -66.7% | 0.00% | ABS-MBS |
| 3246 | Fnma Pass-Thru I | FN | Sep 2022 | 0 | -829,517 | $0 | -100.0% | 0.00% | ABS-MBS |
| 3247 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 0 | -162,106 | $0 | -100.0% | 0.00% | ABS-MBS |
| 3248 | Fnma Pass-Thru I | FN | Sep 2022 | 0 | -195,787 | $0 | -100.0% | 0.00% | ABS-MBS |
| 3249 | Fnma Pass-Thru I | FN | Sep 2022 | 0 | -324,495 | $0 | -100.0% | 0.00% | ABS-MBS |
| 3250 | Fnma Pass-Thru I | FN | Sep 2022 | 0 | -350,760 | $0 | -100.0% | 0.00% | ABS-MBS |
| 3251 | Fnma Pass-Thru I | FN | Sep 2022 | 0 | -310,336 | $0 | -100.0% | 0.00% | ABS-MBS |
| 3252 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 0 | -99,107 | $0 | -100.0% | 0.00% | ABS-MBS |
| 3253 | Federal Home Loan Mortgage Corporation | FHLMC | Sep 2022 | 0 | -199,222 | $0 | -100.0% | 0.00% | ABS-MBS |
| 3254 | Fnma Pass-Thru I | FN | Sep 2022 | 0 | -99,416 | $0 | -100.0% | 0.00% | ABS-MBS |
| 3255 | Fnma Pass-Thru I | FN | Sep 2022 | 0 | -94,787 | $0 | -100.0% | 0.00% | ABS-MBS |
| 3256 | Fnma Pass-Thru I | FN | Sep 2022 | 0 | — | $0 | +0.0% | 0.00% | ABS-MBS |
| 3257 | Fnma Pass-Thru I | FN | Sep 2022 | 0 | -465,139 | $0 | -100.0% | 0.00% | ABS-MBS |
| 3258 | Fnma Pass-Thru I | FN | Sep 2022 | 0 | -84,238 | $0 | -100.0% | 0.00% | ABS-MBS |
| 3259 | Fnma Pass-Thru I | FN | Sep 2022 | 0 | -486,145 | $0 | -100.0% | 0.00% | ABS-MBS |
| 3260 | Federal National Mortgage Association | FNMA | Sep 2022 | 0 | — | $0 | +0.0% | 0.00% | ABS-MBS |
| 3261 | CSMC 2021-NQM8 TRUST | CSMC | Sep 2022 | 0 | New | $0 | — | 0.00% | ABS-O |
| 3262 | Fnma Pass-Thru I | FN | Sep 2022 | 0 | -194,238 | $0 | -100.0% | 0.00% | ABS-MBS |
| 3263 | Fnma Pass-Thru I | FN | Sep 2022 | 0 | -766,866 | $0 | -100.0% | 0.00% | ABS-MBS |
| 3264 | Lehman Brothers Holding Inc Escrow | LEH | Sep 2022 | 150,000 | — | $0 | — | 0.00% | DBT |
| 3265 | Lehman Brothers Holdings Inc. | LEH | Sep 2022 | 140,000 | — | $0 | — | 0.00% | DBT |
| 3266 | META PLATFORMS INC | 30303M8H8 | Dec 2022 | 0 | New | $0 | — | 0.00% | DBT |
| 3267 | Lehman Brothers Holding Inc Escrow | LEH | Dec 2022 | 2,330,000 | New | $0 | — | 0.00% | DBT |
| 3268 | Lehman Brothers Holdings Inc. | LEH | Sep 2022 | 3,200,000 | New | $0 | — | 0.00% | DBT |
| 3269 | CDS_SN_CCP BOEING CO 8.75% 08/15 1% 20240620 | 000000000 | Sep 2022 | 475,000 | New | $-7 | — | 0.00% | DCR |
| 3270 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -74,681 | New | $-73 | — | -0.00% | DFE |
| 3271 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,775,000 | New | $-198 | — | -0.00% | DFE |
| 3272 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -24,614 | New | $-322 | — | -0.00% | DFE |
| 3273 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -93,815 | New | $-352 | — | -0.00% | DFE |
| 3274 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -100,000 | New | $-373 | — | -0.00% | DFE |
| 3275 | CDS_SN_CCP REPUBLIC OF PERU 8.75 1% 20270620 | 000000000 | Sep 2022 | 120,000 | New | $-529 | — | -0.00% | DCR |
| 3276 | OIS_CCP BRL RCV 12.3% PAY BZDIO1D 02-JAN-2024 | 000000000 | Sep 2022 | 1,293,456 | New | $-1462 | — | -0.00% | DIR |
| 3277 | CDS_SN_CCP REPUBLIC OF PERU 8.75 1% 20271220 | 000000000 | Sep 2022 | 170,000 | New | $-1543 | — | -0.00% | DCR |
| 3278 | CALL FEB 23 T-NOTECALL FE | TYG3C | Sep 2022 | -34 | New | $-1594 | — | -0.00% | DIR |
| 3279 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -200,000 | New | $-1637 | — | -0.00% | DFE |
| 3280 | CALL FEB 23 T-NOTECALL FE | TYG3C | Sep 2022 | -16 | New | $-1750 | — | -0.00% | DIR |
| 3281 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -217,096 | New | $-2091 | — | -0.00% | DFE |
| 3282 | CDS_SN_CCP DEVON ENERGY CORPORAT 1% 20260620 | 000000000 | Sep 2022 | 2,800,000 | New | $-2544 | — | -0.00% | DCR |
| 3283 | CALL FEB 23 CBT 5YCALL FE | FVG3C | Sep 2022 | -71 | New | $-2773 | — | -0.00% | DIR |
| 3284 | OIS_CCP USD RCV 4.43% PAY SOFR1D 31-DEC-2024 | 000000000 | Sep 2022 | 21,620,000 | New | $-4064 | — | -0.00% | DIR |
| 3285 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -701,000 | New | $-4561 | — | -0.00% | DFE |
| 3286 | CDS_SN_CCP VERIZON COMMUNICATION 1% 20270620 | 000000000 | Sep 2022 | 1,700,000 | New | $-4911 | — | -0.00% | DCR |
| 3287 | CALL FEB 23 T-NOTECALL FE | TYG3C | Sep 2022 | -66 | New | $-5157 | — | -0.00% | DIR |
| 3288 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -7,900,000 | New | $-5596 | — | -0.00% | DIR |
| 3289 | CDS_SN_CCP REPUBLIC OF CHILE 3.2 1% 20271220 | 000000000 | Sep 2022 | 1,470,000 | New | $-5787 | — | -0.00% | DCR |
| 3290 | CDS_IX_CCP CDX.NA.HY.39 5% 20271220 | 000000000 | Sep 2022 | 1,030,000 | New | $-5999 | — | -0.00% | DCR |
| 3291 | IRS_CCP SEK RCV 3% PAY STBOR3M 15-MAR-2033 | 000000000 | Sep 2022 | 5,670,000 | New | $-6183 | — | -0.00% | DIR |
| 3292 | OIS_CCP JPY RCV 0% PAY TONAR1D 17-MAR-2024 | 000000000 | Sep 2022 | 750,000,000 | New | $-7253 | — | -0.00% | DIR |
| 3293 | OIS_CCP BRL RCV BZDIO1D PAY 13.3% 02-JAN-2025 | 000000000 | Sep 2022 | 3,355,039 | New | $-7265 | — | -0.00% | DIR |
| 3294 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -13,112,368 | New | $-7798 | — | -0.00% | DFE |
| 3295 | CURRENCY CONTRACT - NOK | 000000000 | Sep 2022 | -2,548,990 | New | $-9029 | — | -0.00% | DFE |
| 3296 | CURRENCY CONTRACT - IDR | 000000000 | Sep 2022 | -1,938,519 | New | $-9779 | — | -0.00% | DFE |
| 3297 | IRS_CCP KRW RCV KWCDC3M PAY 4.5% 15-MAR-2025 | 000000000 | Sep 2022 | 876,770,000 | New | $-10044 | — | -0.00% | DIR |
| 3298 | IRS_CCP ZAR RCV JIBAR3M PAY 8.25% 15-MAR-2025 | 000000000 | Sep 2022 | 30,400,000 | New | $-12531 | — | -0.00% | DIR |
| 3299 | CURRENCY CONTRACT - GBP | 000000000 | Sep 2022 | -774,516 | New | $-13921 | — | -0.00% | DFE |
| 3300 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -3,415,000 | New | $-14545 | — | -0.00% | DFE |
| 3301 | OIS_CCP BRL RCV 11.488% PAY BZDIO1D 02-JAN-2025 | 000000000 | Sep 2022 | 3,146,431 | New | $-15584 | — | -0.00% | DIR |
| 3302 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -5,800,000 | New | $-15635 | — | -0.00% | DIR |
| 3303 | IRS_CCP MXN RCV 8.25% PAY TIIE28D 02-MAR-2033 | 000000000 | Sep 2022 | 11,685,000 | New | $-16379 | — | -0.00% | DIR |
| 3304 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,340,000 | New | $-17313 | — | -0.00% | DFE |
| 3305 | IRS_CCP CNY RCV 2.5% PAY CNRR07D 15-MAR-2028 | 000000000 | Sep 2022 | 9,790,000 | New | $-19768 | — | -0.00% | DIR |
| 3306 | CDS_SN_CCP BOEING CO 2.6% 10/30/ 1% 20260620 | 000000000 | Sep 2022 | 2,400,000 | New | $-20066 | — | -0.00% | DCR |
| 3307 | SWO USD RCV 4.715 PAY SOF | 000000000 | Sep 2022 | -6,900,000 | New | $-20427 | — | -0.00% | DIR |
| 3308 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -2,220,280 | New | $-23776 | — | -0.00% | DFE |
| 3309 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -15,711,165 | New | $-24725 | — | -0.00% | DFE |
| 3310 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -267,482,250 | New | $-24786 | — | -0.00% | DFE |
| 3311 | PUT FEB 23 T-NOTE PUT FEB | TYG3P | Sep 2022 | -34 | New | $-27094 | — | -0.00% | DIR |
| 3312 | IRS_CCP AUD RCV 4.5% PAY BBSW6M 15-MAR-2033 | 000000000 | Sep 2022 | 7,320,000 | New | $-32022 | — | -0.00% | DIR |
| 3313 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -18,476,000 | New | $-33391 | — | -0.00% | DFE |
| 3314 | SWO USD RCV 4.2325 PAY SO | 000000000 | Sep 2022 | -6,900,000 | New | $-35866 | — | -0.00% | DIR |
| 3315 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -499,734 | New | $-39127 | — | -0.00% | DFE |
| 3316 | PUT FEB 23 T-NOTE PUT FEB | TYG3P | Sep 2022 | -33 | New | $-43312 | — | -0.00% | DIR |
| 3317 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -92,800,000 | New | $-43426 | — | -0.00% | DFE |
| 3318 | CALL MAR 23 T-NOTECALL MA | TYH3C | Sep 2022 | -47 | New | $-47735 | — | -0.00% | DIR |
| 3319 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -838,429 | New | $-49289 | — | -0.00% | DFE |
| 3320 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -849,896 | New | $-55261 | — | -0.00% | DFE |
| 3321 | IRS_CCP NOK RCV NIBOR6M PAY 3.5% 15-MAR-2028 | 000000000 | Sep 2022 | 45,260,000 | New | $-56701 | — | -0.00% | DIR |
| 3322 | IRS_CCP CAD RCV 4% PAY CDOR3M 15-MAR-2025 | 000000000 | Sep 2022 | 11,380,000 | New | $-56827 | — | -0.00% | DIR |
| 3323 | IRS_CCP PLN RCV 5.5% PAY WIBOR6M 15-MAR-2033 | 000000000 | Sep 2022 | 5,725,000 | New | $-57267 | — | -0.00% | DIR |
| 3324 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -89,316,976 | New | $-57530 | — | -0.00% | DFE |
| 3325 | SWO USD RCV 3.65 PAY SOFR | 000000000 | Sep 2022 | -7,900,000 | New | $-61692 | — | -0.00% | DIR |
| 3326 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -2,800,000 | New | $-65036 | — | -0.00% | DIR |
| 3327 | SWO USD RCV SOFR 1D PAY 2 | 000000000 | Sep 2022 | -2,810,000 | New | $-67682 | — | -0.00% | DIR |
| 3328 | IRS_CCP EUR RCV 2.855% PAY EURIB6M 04-JUL-2037 | 000000000 | Sep 2022 | 4,680,000 | New | $-68065 | — | -0.00% | DIR |
| 3329 | SWO USD RCV 2.697 PAY SOF | 000000000 | Sep 2022 | -5,800,000 | New | $-68961 | — | -0.00% | DIR |
| 3330 | CDS_SN_CCP BRITISH TELECOMMUNICA 1% 20280620 | 000000000 | Sep 2022 | 2,000,000 | New | $-69055 | — | -0.00% | DCR |
| 3331 | IRS_CCP NOK RCV NIBOR6M PAY 3.5% 15-MAR-2033 | 000000000 | Sep 2022 | 33,190,000 | New | $-70108 | — | -0.00% | DIR |
| 3332 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Sep 2022 | -2,810,000 | New | $-70269 | — | -0.00% | DIR |
| 3333 | SWO USD RCV SOFR 1D PAY 3 | 000000000 | Sep 2022 | -2,810,000 | New | $-71640 | — | -0.00% | DIR |
| 3334 | OIS_CCP BRL RCV 9.2% PAY BZDIO1D 02-JAN-2024 | 000000000 | Sep 2022 | 6,468,748 | New | $-81605 | — | -0.00% | DIR |
| 3335 | OIS_CCP GBP RCV 3.5% PAY SONIA1D 15-MAR-2028 | 000000000 | Sep 2022 | 2,640,000 | New | $-81816 | — | -0.00% | DIR |
| 3336 | CDS_SN_CCP BRITISH TELECOMMUNICA 1% 20281220 | 000000000 | Sep 2022 | 2,000,000 | New | $-87265 | — | -0.00% | DCR |
| 3337 | Federal National Mortgage Association | FNMA | Dec 2022 | -100,000 | New | $-90997 | — | -0.00% | ABS-MBS |
| 3338 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -28,601,065 | New | $-91426 | — | -0.00% | DFE |
| 3339 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -145,000,000 | New | $-93251 | — | -0.00% | DFE |
| 3340 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -21,799,914 | New | $-94644 | — | -0.00% | DFE |
| 3341 | OIS_CCP USD RCV SOFR1D PAY 3.5% 15-NOV-2034 | 000000000 | Sep 2022 | 7,630,000 | New | $-105758 | — | -0.01% | DIR |
| 3342 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,399,497 | New | $-109574 | — | -0.01% | DFE |
| 3343 | IRS_CCP EUR RCV 1.051% PAY EURIB6M 11-AUG-2047 | 000000000 | Sep 2022 | 7,550,000 | New | $-111841 | — | -0.01% | DIR |
| 3344 | OIS_CCP USD RCV 3.5% PAY SOFR1D 30-SEP-2024 | 000000000 | Sep 2022 | 6,446,000 | New | $-115915 | — | -0.01% | DIR |
| 3345 | OIS_CCP USD RCV 2.5% PAY SOFR1D 04-JUN-2029 | 000000000 | Sep 2022 | 9,430,000 | New | $-121290 | — | -0.01% | DIR |
| 3346 | OIS_CCP USD RCV 2.85% PAY SOFR1D 29-AUG-2027 | 000000000 | Sep 2022 | 3,200,000 | New | $-131641 | — | -0.01% | DIR |
| 3347 | OIS_CCP USD RCV SOFR1D PAY 3.85% 30-JUN-2029 | 000000000 | Sep 2022 | 11,465,000 | New | $-131816 | — | -0.01% | DIR |
| 3348 | IRS_CCP EUR RCV 2.65% PAY EURIB6M 09-SEP-2032 | 000000000 | Sep 2022 | 6,270,000 | New | $-134199 | — | -0.01% | DIR |
| 3349 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -15,053,240 | New | $-137241 | — | -0.01% | DFE |
| 3350 | IRS_CCP EUR RCV 2.5% PAY EURIB6M 20-DEC-2032 | 000000000 | Sep 2022 | 5,340,000 | New | $-147477 | — | -0.01% | DIR |
| 3351 | OIS_CCP USD RCV 2.91% PAY SOFR1D 28-JUL-2037 | 000000000 | Sep 2022 | 8,380,000 | New | $-149385 | — | -0.01% | DIR |
| 3352 | SWO USD RCV 3.02 PAY SOFR | 000000000 | Sep 2022 | -2,810,000 | New | $-156698 | — | -0.01% | DIR |
| 3353 | SWO USD RCV 3.007 PAY SOF | 000000000 | Sep 2022 | -2,810,000 | New | $-158559 | — | -0.01% | DIR |
| 3354 | OIS_CCP USD RCV 2.73% PAY SOFR1D 04-JUN-2033 | 000000000 | Sep 2022 | 15,800,000 | New | $-161384 | — | -0.01% | DIR |
| 3355 | SWO USD RCV 2.977 PAY SOF | 000000000 | Sep 2022 | -2,810,000 | New | $-162772 | — | -0.01% | DIR |
| 3356 | SWO USD RCV 2.944 PAY SOF | 000000000 | Sep 2022 | -2,800,000 | New | $-166824 | — | -0.01% | DIR |
| 3357 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -7,395,000 | New | $-171836 | — | -0.01% | DFE |
| 3358 | OIS_CCP GBP RCV SONIA1D PAY 3.9125% 18-OCT-2032 | 000000000 | Sep 2022 | 7,030,000 | New | $-180447 | — | -0.01% | DIR |
| 3359 | IRS_CCP EUR RCV 2.152% PAY EURIB6M 09-AUG-2037 | 000000000 | Sep 2022 | 6,040,000 | New | $-194353 | — | -0.01% | DIR |
| 3360 | OIS_CCP BRL RCV 12.2326% PAY BZDIO1D 02-JAN-2025 | 000000000 | Sep 2022 | 72,980,941 | New | $-210534 | — | -0.01% | DIR |
| 3361 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -103,271,504 | New | $-227995 | — | -0.01% | DFE |
| 3362 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -103,271,504 | New | $-235963 | — | -0.01% | DFE |
| 3363 | Eurex | OEH3 | Sep 2022 | -2 | New | $-247809 | — | -0.01% | DIR |
| 3364 | OIS_CCP BRL RCV 11.98% PAY BZDIO1D 04-JAN-2027 | 000000000 | Sep 2022 | 44,823,382 | New | $-249308 | — | -0.01% | DIR |
| 3365 | CURRENCY CONTRACT - USD | 000000000 | Sep 2022 | -1,885,404,600 | New | $-257221 | — | -0.01% | DFE |
| 3366 | OIS_CCP USD RCV 3.3% PAY SOFR1D 21-DEC-2023 | 000000000 | Sep 2022 | 18,400,000 | New | $-283728 | — | -0.01% | DIR |
| 3367 | CDS_IX_CCP CDX.NA.IG.38 5% 20270620 | 000000000 | Sep 2022 | 14,850,000 | New | $-306896 | — | -0.02% | DCR |
| 3368 | IRS_CCP EUR RCV 1% PAY EURIB6M 18-MAY-2027 | 000000000 | Sep 2022 | 3,600,000 | New | $-345171 | — | -0.02% | DIR |
| 3369 | CDS_IX_CCP CDX.NA.IG.39 1% 20271220 | 000000000 | Sep 2022 | 48,800,000 | New | $-388936 | — | -0.02% | DCR |
| 3370 | IRS_CCP MXN RCV 7.45% PAY TIIE28D 18-JUL-2029 | 000000000 | Sep 2022 | 165,770,000 | New | $-545172 | — | -0.03% | DIR |
| 3371 | OIS_CCP USD RCV 2.2% PAY SOFR1D 15-JUN-2024 | 000000000 | Sep 2022 | 14,700,000 | New | $-571996 | — | -0.03% | DIR |
| 3372 | Eurex | UBH3 | Sep 2022 | -4 | New | $-579071 | — | -0.03% | DIR |
| 3373 | OIS_CCP USD RCV 2.72% PAY SOFR1D 11-AUG-2037 | 000000000 | Sep 2022 | 25,500,000 | New | $-611706 | — | -0.03% | DIR |
| 3374 | IRS_CCP USD RCV 1.27% PAY LIBOR3M 04-NOV-2023 | 000000000 | Sep 2022 | 19,300,000 | New | $-611895 | — | -0.03% | DIR |
| 3375 | OIS_CCP USD RCV 2.6065% PAY SOFR1D 15-AUG-2032 | 000000000 | Sep 2022 | 11,600,000 | New | $-923095 | — | -0.05% | DIR |
| 3376 | OIS_CCP USD RCV 2.873% PAY SOFR1D 22-JUL-2027 | 000000000 | Sep 2022 | 26,000,000 | New | $-1013248 | — | -0.05% | DIR |
| 3377 | Eurex | UBH3 | Sep 2022 | -7 | New | $-1013374 | — | -0.05% | DIR |
| 3378 | OIS_CCP USD RCV 2.15% PAY SOFR1D 15-JUN-2027 | 000000000 | Sep 2022 | 14,700,000 | New | $-1036479 | — | -0.05% | DIR |
| 3379 | Eurex | IKH3 | Sep 2022 | -17 | New | $-1982088 | — | -0.10% | DIR |
| 3380 | Chicago Board of Trade | FVH3 | Sep 2022 | -31 | New | $-3345820 | — | -0.17% | DIR |
| 3381 | Eurex | OATH3 | Sep 2022 | -29 | New | $-3951781 | — | -0.20% | DIR |
| 3382 | IRS_CCP EUR RCV 1.75% PAY EURIB6M 15-MAR-2033 | 000000000 | Sep 2022 | 32,500,000 | New | $-4325516 | — | -0.22% | DIR |
| 3383 | Government National Mortgage Association | GNR | Dec 2022 | -6,000,000 | New | $-5827500 | — | -0.29% | ABS-MBS |
| 3384 | Federal National Mortgage Association | FNMA | Dec 2022 | -8,000,000 | New | $-7513446 | — | -0.37% | ABS-MBS |
| 3385 | Tokyo Futures Exchange | JBH3 | Sep 2022 | -8 | New | $-8866809 | — | -0.44% | DIR |
| 3386 | Federal National Mortgage Association | FNMA | Dec 2022 | -12,000,000 | New | $-11563125 | — | -0.58% | ABS-MBS |
| 3387 | Chicago Board of Trade | TYH3 | Sep 2022 | -112 | New | $-12577250 | — | -0.63% | DIR |
| 3388 | Chicago Board of Trade | TYH3 | Sep 2022 | -160 | New | $-17967500 | — | -0.89% | DIR |
| 3389 | Eurex | RXH3 | Sep 2022 | -172 | New | $-24474727 | — | -1.22% | DIR |
| 3390 | Tokyo Futures Exchange | JBH3 | Sep 2022 | -23 | New | $-25492076 | — | -1.27% | DIR |
| 3391 | Federal National Mortgage Association | FNMA | Dec 2022 | -36,000,000 | New | $-29355225 | — | -1.46% | ABS-MBS |
| 3392 | Chicago Board of Trade | USH3 | Sep 2022 | -337 | New | $-42240844 | — | -2.10% | DIR |
| 3393 | Chicago Mercantile Exchange | SFRZ3 | Sep 2022 | -538 | New | $-128407150 | — | -6.39% | DIR |
| ✕ | Federal National Mortgage Association | 01F0306B9 | — | 100,808,964 | Exited | $87.8M | — | — | — |
| ✕ | BTOPN J.P. MORG TO 03/1 | 77799SEP2 | — | 68,200,000 | Exited | $68.2M | — | — | — |
| ✕ | Federal National Mortgage Association | 01F0406B8 | — | 26,400,000 | Exited | $24.5M | — | — | — |
| ✕ | United States Treasury Notes | 91282CFM8 | — | 16,000,000 | Exited | $16.1M | — | — | — |
| ✕ | United States Treasury Bills | 912796YZ6 | — | 14,500,000 | Exited | $14.4M | — | — | — |
| ✕ | Federal National Mortgage Association | 01F0226A8 | — | 7,700,000 | Exited | $6.5M | — | — | — |
| ✕ | United States Treasury Notes | 91282CCE9 | — | 6,590,000 | Exited | $5.7M | — | — | — |
| ✕ | Liberty Street Funding | 53127UKC3 | — | 5,088,000 | Exited | $5.1M | — | — | — |
| ✕ | Verizon Communications Inc. | 92344ML84 | — | 4,828,000 | Exited | $4.8M | — | — | — |
| ✕ | The Bank of Israel | M1R796FQ5 | — | 15,800,000 | Exited | $4.4M | — | — | — |
| ✕ | IONIC CAP III TR | 46220XL28 | — | 4,077,000 | Exited | $4.1M | — | — | — |
| ✕ | Federal National Mortgage Association | 01F0506B7 | — | 3,900,000 | Exited | $3.8M | — | — | — |
| ✕ | Government National Mortgage Association | 21H0306A7 | — | 4,200,000 | Exited | $3.7M | — | — | — |
| ✕ | Federal National Mortgage Association | 01F0426A6 | — | 3,700,000 | Exited | $3.5M | — | — | — |
| ✕ | DTE Energy Company | 233331BH9 | — | 3,398,000 | Exited | $3.4M | — | — | — |
| ✕ | Federal National Mortgage Association | 01F0206A2 | — | 4,100,000 | Exited | $3.3M | — | — | — |
| ✕ | Government National Mortgage Association | 21H0326A3 | — | 3,500,000 | Exited | $3.2M | — | — | — |
| ✕ | Government National Mortgage Association | 21H0226A4 | — | 3,700,000 | Exited | $3.2M | — | — | — |
| ✕ | Telus Corporation | 87974WMK1 | — | 3,130,000 | Exited | $3.1M | — | — | — |
| ✕ | Federation des caisses Desjardins | 31428GK69 | — | 3,066,000 | Exited | $3.1M | — | — | — |
| ✕ | National Bank of Canada | 63307MK57 | — | 3,000,000 | Exited | $3.0M | — | — | — |
| ✕ | United States Treasury Notes | 9128283C2 | — | 2,700,000 | Exited | $2.7M | — | — | — |
| ✕ | United States Treasury Notes | 91282CEP2 | — | 2,750,000 | Exited | $2.5M | — | — | — |
| ✕ | Federal Farm Credit Banks | 313313J66 | — | 2,440,000 | Exited | $2.4M | — | — | — |
| ✕ | Royal Bank of Canada | 78014XJC2 | — | 2,174,000 | Exited | $2.2M | — | — | — |
| ✕ | Federal National Mortgage Association | 01F0306A1 | — | 2,000,000 | Exited | $1.7M | — | — | — |
| ✕ | Broadcom Inc | 11135FAS0 | — | 2,000,000 | Exited | $1.7M | — | — | — |
| ✕ | Government National Mortgage Association | 21H0426A2 | — | 1,700,000 | Exited | $1.6M | — | — | — |
| ✕ | United States Treasury Bills | 912796YF0 | — | 1,513,000 | Exited | $1.5M | — | — | — |
| ✕ | United States Treasury Bills | 912796P94 | — | 1,513,000 | Exited | $1.5M | — | — | — |
| ✕ | Marriott International, Inc. | 571903BC6 | — | 1,500,000 | Exited | $1.5M | — | — | — |
| ✕ | Phillips 66 | 718546AU8 | — | 1,475,000 | Exited | $1.5M | — | — | — |
| ✕ | Spirit AeroSystems Inc | 85205TAJ9 | — | 1,500,000 | Exited | $1.4M | — | — | — |
| ✕ | Federal National Mortgage Association | 31418DYB2 | — | 1,740,846 | Exited | $1.4M | — | — | — |
| ✕ | United States Treasury Notes | 91282CCS8 | — | 1,740,000 | Exited | $1.4M | — | — | — |
| ✕ | ENEL Finance International N.V. | 29278GAQ1 | — | 2,300,000 | Exited | $1.3M | — | — | — |
| ✕ | Government National Mortgage Association | 21H0406A6 | — | 1,400,000 | Exited | $1.3M | — | — | — |
| ✕ | Meta Platforms Inc | 30303M8B1 | — | 1,175,000 | Exited | $1.1M | — | — | — |
| ✕ | Government National Mortgage Association | 36179WNE4 | — | 1,271,424 | Exited | $1.1M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140XHEL7 | — | 1,262,539 | Exited | $1.1M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140XJBJ1 | — | 1,085,307 | Exited | $1.0M | — | — | — |
| ✕ | United States Treasury Notes | 91282CBU4 | — | 1,000,000 | Exited | $1.0M | — | — | — |
| ✕ | GFL Environmental Inc. | 36168QAK0 | — | 1,025,000 | Exited | $0.9M | — | — | — |
| ✕ | AIB Group PLC | 00135TAA2 | — | 950,000 | Exited | $0.9M | — | — | — |
| ✕ | Federal National Mortgage Association | 3132DNB36 | — | 967,480 | Exited | $0.9M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140M1BV5 | — | 1,034,379 | Exited | $0.9M | — | — | — |
| ✕ | Hilton Domestic Operating Co Inc. | 432833AL5 | — | 986,000 | Exited | $0.8M | — | — | — |
| ✕ | United States Treasury Notes | 91282CCY5 | — | 930,000 | Exited | $0.8M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140QNFK3 | — | 849,000 | Exited | $0.7M | — | — | — |
| ✕ | Federal National Mortgage Association | 01F0526C1 | — | 700,000 | Exited | $0.7M | — | — | — |
| ✕ | Government National Mortgage Association | 21H0506C1 | — | 700,000 | Exited | $0.7M | — | — | — |
| ✕ | Prime Securities Services Borrower, LLC and Prime Finance, Inc. | 74166MAF3 | — | 770,000 | Exited | $0.6M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140QPSK4 | — | 691,066 | Exited | $0.6M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3133KPGF9 | — | 688,308 | Exited | $0.6M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140XCDQ8 | — | 722,695 | Exited | $0.6M | — | — | — |
| ✕ | Coterra Energy Inc | 127097AE3 | — | 660,000 | Exited | $0.6M | — | — | — |
| ✕ | Coterra Energy Inc | 127097AH6 | — | 650,000 | Exited | $0.6M | — | — | — |
| ✕ | Paramount Global | 92556HAB3 | — | 650,000 | Exited | $0.6M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140MXZK3 | — | 598,405 | Exited | $0.6M | — | — | — |
| ✕ | Sabine Pass Liquefaction, LLC | 785592AX4 | — | 600,000 | Exited | $0.5M | — | — | — |
| ✕ | Citadel Enterprise | 17288YAE2 | — | 550,000 | Exited | $0.5M | — | — | — |
| ✕ | Cheniere Corpus Christi Holdings, LLC | 16412XAL9 | — | 750,000 | Exited | $0.5M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 31335BZA7 | — | 603,334 | Exited | $0.5M | — | — | — |
| ✕ | Kraft Heinz Foods Company | 50077LAZ9 | — | 650,000 | Exited | $0.5M | — | — | — |
| ✕ | Nasdaq Inc | 63111XAB7 | — | 800,000 | Exited | $0.5M | — | — | — |
| ✕ | Aercap Ireland Capital DAC | 00774MAD7 | — | 525,000 | Exited | $0.5M | — | — | — |
| ✕ | DEXIA BANQUE PRIVEE FRANCE | 25215WKL0 | — | 500,000 | Exited | $0.5M | — | — | — |
| ✕ | SBA Communications Corporation | 78410GAG9 | — | 598,000 | Exited | $0.5M | — | — | — |
| ✕ | Federal National Mortgage Association | 30711XLT9 | — | 476,672 | Exited | $0.5M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140QPK89 | — | 492,513 | Exited | $0.5M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140XDGD2 | — | 556,599 | Exited | $0.5M | — | — | — |
| ✕ | Citigroup Commercial Mortgage Trust 2015 | 17323VAA3 | — | 550,000 | Exited | $0.5M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3133KMSJ5 | — | 534,150 | Exited | $0.5M | — | — | — |
| ✕ | Calpine Corporation | 131347CM6 | — | 495,000 | Exited | $0.4M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140X7HG7 | — | 492,852 | Exited | $0.4M | — | — | — |
| ✕ | Barclays Bank plc | 06740L8C2 | — | 415,000 | Exited | $0.4M | — | — | — |
| ✕ | Abu Dhabi (Emirate of) | 29135LAC4 | — | 410,000 | Exited | $0.4M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3133KK3X5 | — | 477,981 | Exited | $0.4M | — | — | — |
| ✕ | Wells Fargo Commercial Mortgage Trust | 95000JAC2 | — | 532,000 | Exited | $0.4M | — | — | — |
| ✕ | Sabine Pass Liquefaction, LLC | 785592AD8 | — | 400,000 | Exited | $0.4M | — | — | — |
| ✕ | Nielsen Finance LLC/Nielsen Finance Co | 65409QBK7 | — | 400,000 | Exited | $0.4M | — | — | — |
| ✕ | Elevance Health Inc. | 036752AF0 | — | 390,000 | Exited | $0.4M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140MST70 | — | 392,826 | Exited | $0.4M | — | — | — |
| ✕ | Sasol Financing International PLC | 803865AA2 | — | 370,000 | Exited | $0.4M | — | — | — |
| ✕ | Federal National Mortgage Association | 01F0326A7 | — | 400,000 | Exited | $0.4M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140QNPL0 | — | 386,566 | Exited | $0.4M | — | — | — |
| ✕ | Baidu, Inc. | 056752AR9 | — | 400,000 | Exited | $0.3M | — | — | — |
| ✕ | Federal National Mortgage Association | 3138WHS45 | — | 388,217 | Exited | $0.3M | — | — | — |
| ✕ | United Site Services | 69291LAB2 | — | 398,997 | Exited | $0.3M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3132DM3S2 | — | 375,022 | Exited | $0.3M | — | — | — |
| ✕ | Bank of America Corporation | 06051GHC6 | — | 329,000 | Exited | $0.3M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140QDWP5 | — | 364,502 | Exited | $0.3M | — | — | — |
| ✕ | Range Resources Corp. | 75281ABA6 | — | 322,000 | Exited | $0.3M | — | — | — |
| ✕ | Vodafone Group PLC | 92857WBK5 | — | 340,000 | Exited | $0.3M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3133KGNJ3 | — | 358,281 | Exited | $0.3M | — | — | — |
| ✕ | Government National Mortgage Association | 36179WQA9 | — | 369,110 | Exited | $0.3M | — | — | — |
| ✕ | UBS-Barclays Commercial Mortgage Trust 2012-C4 | 90270RAL8 | — | 320,000 | Exited | $0.3M | — | — | — |
| ✕ | VMED O2 UK Financing I PLC | 92858RAA8 | — | 400,000 | Exited | $0.3M | — | — | — |
| ✕ | Barrick Gold Corporation | 067901AH1 | — | 330,000 | Exited | $0.3M | — | — | — |
| ✕ | Government National Mortgage Association | 21H0506A5 | — | 300,000 | Exited | $0.3M | — | — | — |
| ✕ | Freddie Mac Stacr Remic Trust | 35564KCN7 | — | 353,000 | Exited | $0.3M | — | — | — |
| ✕ | Russian Federation | X5424XAQ1 | — | 52,440,000 | Exited | $0.3M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140MTE41 | — | 298,564 | Exited | $0.3M | — | — | — |
| ✕ | DuBois Chemicals | 23308UAG9 | — | 299,242 | Exited | $0.3M | — | — | — |
| ✕ | Hungary (Republic Of) | 445545AQ9 | — | 330,000 | Exited | $0.3M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140XEC77 | — | 303,629 | Exited | $0.3M | — | — | — |
| ✕ | NRG Energy, Inc. | 629377CQ3 | — | 318,000 | Exited | $0.3M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3133D4TE3 | — | 293,317 | Exited | $0.3M | — | — | — |
| ✕ | Federal National Mortgage Association | 3132DNP64 | — | 297,477 | Exited | $0.3M | — | — | — |
| ✕ | Froneri | G3679YAC6 | — | 264,600 | Exited | $0.3M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3128MJ2M1 | — | 273,302 | Exited | $0.3M | — | — | — |
| ✕ | Golub Capital Partners Clo Ltd | 38172HAA2 | — | 250,000 | Exited | $0.2M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140XGTQ2 | — | 264,745 | Exited | $0.2M | — | — | — |
| ✕ | Federal National Mortgage Association | 3140EU6W4 | — | 268,442 | Exited | $0.2M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140QMT95 | — | 283,165 | Exited | $0.2M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140QDU28 | — | 268,379 | Exited | $0.2M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3132DMWN1 | — | 269,607 | Exited | $0.2M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3133AN5F7 | — | 267,653 | Exited | $0.2M | — | — | — |
| ✕ | Federal National Mortgage Association | 3138WJ5M6 | — | 242,173 | Exited | $0.2M | — | — | — |
| ✕ | Abu Dhabi (Emirate of) | 29135LAJ9 | — | 260,000 | Exited | $0.2M | — | — | — |
| ✕ | Korea Development Bank | 500630DQ8 | — | 220,000 | Exited | $0.2M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140QKTE8 | — | 215,537 | Exited | $0.2M | — | — | — |
| ✕ | Federal National Mortgage Association | 31418DTQ5 | — | 230,972 | Exited | $0.2M | — | — | — |
| ✕ | Federal National Mortgage Association | 01F0406A0 | — | 200,000 | Exited | $0.2M | — | — | — |
| ✕ | Schlumberger Holdings Corporation | 806851AG6 | — | 190,000 | Exited | $0.2M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3133BAFQ9 | — | 198,259 | Exited | $0.2M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140MJ7B5 | — | 195,313 | Exited | $0.2M | — | — | — |
| ✕ | Federal National Mortgage Association | 31418EDL1 | — | 194,646 | Exited | $0.2M | — | — | — |
| ✕ | Ck Hutchison International 21 Limited | 12565WAB7 | — | 200,000 | Exited | $0.2M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140XFPZ8 | — | 189,494 | Exited | $0.2M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140QLZ82 | — | 185,522 | Exited | $0.2M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140XDBN5 | — | 174,262 | Exited | $0.2M | — | — | — |
| ✕ | Nielsen Finance LLC/Nielsen Finance Co | 65409QBH4 | — | 150,000 | Exited | $0.1M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3132L9WV3 | — | 154,401 | Exited | $0.1M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3133AF4T5 | — | 166,510 | Exited | $0.1M | — | — | — |
| ✕ | Westinghouse Electric Co | 11284EAM5 | — | 137,900 | Exited | $0.1M | — | — | — |
| ✕ | Mexico City Airport Trust | P6629MAD4 | — | 200,000 | Exited | $0.1M | — | — | — |
| ✕ | Dominican Republic | 25714PEB0 | — | 170,000 | Exited | $0.1M | — | — | — |
| ✕ | CSC Holdings | 64072UAH5 | — | 128,338 | Exited | $0.1M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3133KKZN2 | — | 141,459 | Exited | $0.1M | — | — | — |
| ✕ | General Motors Company | 37045VAW0 | — | 110,000 | Exited | $0.1M | — | — | — |
| ✕ | Alphabet Inc. | 02079KAJ6 | — | 130,000 | Exited | $0.1M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140KEYF9 | — | 110,895 | Exited | $0.1M | — | — | — |
| ✕ | Four Seasons Hotels and Resorts | 35100DAR7 | — | 96,107 | Exited | $0.1M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140MSVH5 | — | 99,752 | Exited | $0.1M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3133BFN48 | — | 99,702 | Exited | $0.1M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140MJT70 | — | 94,942 | Exited | $0.1M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140X5JV6 | — | 101,473 | Exited | $0.1M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3133BBJA8 | — | 97,738 | Exited | $0.1M | — | — | — |
| ✕ | Focus Financial | 34416DAT5 | — | 85,180 | Exited | $0.1M | — | — | — |
| ✕ | Nielsen Finance LLC/Nielsen Finance Co | 65409QBF8 | — | 83,000 | Exited | $0.1M | — | — | — |
| ✕ | Argentina (Republic of) | 040114HT0 | — | 451,796 | Exited | $0.1M | — | — | — |
| ✕ | Small Business Administration | 831641FL4 | — | 86,705 | Exited | $0.1M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140XFR29 | — | 97,338 | Exited | $0.1M | — | — | — |
| ✕ | A10 BRIDGE ASSET FINANCING LLC | 66981EAA1 | — | 81,090 | Exited | $0.1M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140LYRC9 | — | 94,819 | Exited | $0.1M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 31335B4Y9 | — | 85,484 | Exited | $0.1M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140XBLK4 | — | 85,326 | Exited | $0.1M | — | — | — |
| ✕ | SLC Student Loan Trust | 784420AP6 | — | 75,150 | Exited | $0.1M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140KYEH3 | — | 91,200 | Exited | $0.1M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140L23B7 | — | 88,882 | Exited | $0.1M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140XBS76 | — | 84,398 | Exited | $0.1M | — | — | — |
| ✕ | Humana Inc. | 444859BA9 | — | 70,000 | Exited | $0.1M | — | — | — |
| ✕ | Hilton Worldwide | 43289DAH6 | — | 68,355 | Exited | $0.1M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3133KLA98 | — | 76,992 | Exited | $0.1M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140QG5R4 | — | 75,518 | Exited | $0.1M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140XBY38 | — | 68,386 | Exited | $0.1M | — | — | — |
| ✕ | Hyundai Capital America | 44891CAK9 | — | 70,000 | Exited | $0.1M | — | — | — |
| ✕ | Deutsche Bank AG | 25152R2Y8 | — | 65,000 | Exited | $0.1M | — | — | — |
| ✕ | PPG Industries, Inc. | 693506BU0 | — | 70,000 | Exited | $0.1M | — | — | — |
| ✕ | Penske Truck Leasing Co., L.P. | 709599BL7 | — | 70,000 | Exited | $0.1M | — | — | — |
| ✕ | Citrix Systems Inc. | 177376AE0 | — | 60,000 | Exited | $0.1M | — | — | — |
| ✕ | Royal Bank of Canada | 78016EZD2 | — | 65,000 | Exited | $0.1M | — | — | — |
| ✕ | Bank of America Corporation | 06051GGF0 | — | 65,000 | Exited | $0.1M | — | — | — |
| ✕ | Citizens Financial Group Inc | 174610AR6 | — | 65,000 | Exited | $0.1M | — | — | — |
| ✕ | Nissan Motor Acceptance Co LLC | 654740BS7 | — | 70,000 | Exited | $0.1M | — | — | — |
| ✕ | Brunswick Corporation | 117043AT6 | — | 85,000 | Exited | $0.1M | — | — | — |
| ✕ | Georgia-Pacific LLC | 37331NAJ0 | — | 65,000 | Exited | $0.1M | — | — | — |
| ✕ | BorgWarner Inc. | 099724AM8 | — | 60,000 | Exited | $0.1M | — | — | — |
| ✕ | Ecolab Inc. | 278865BE9 | — | 60,000 | Exited | $0.1M | — | — | — |
| ✕ | 3M Company | 88579YBD2 | — | 75,000 | Exited | $0.1M | — | — | — |
| ✕ | Equinor ASA | 29446MAJ1 | — | 65,000 | Exited | $0.1M | — | — | — |
| ✕ | Novartis Capital Corporation | 66989HAR9 | — | 70,000 | Exited | $0.1M | — | — | — |
| ✕ | Pulte Group Inc | 745867AX9 | — | 60,000 | Exited | $0.1M | — | — | — |
| ✕ | Apple Inc. | 037833BW9 | — | 60,000 | Exited | $0.1M | — | — | — |
| ✕ | John Deere Capital Corporation | 24422EWA3 | — | 65,000 | Exited | $0.1M | — | — | — |
| ✕ | Oracle Corporation | 68389XCC7 | — | 65,000 | Exited | $0.1M | — | — | — |
| ✕ | CDW LLC / CDW Finance Corp | 12513GBF5 | — | 70,000 | Exited | $0.1M | — | — | — |
| ✕ | Camden Property Trust | 133131AX0 | — | 65,000 | Exited | $0.1M | — | — | — |
| ✕ | Cox Communications, Inc. | 224044CM7 | — | 95,000 | Exited | $0.1M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3133A4XN1 | — | 63,997 | Exited | $0.1M | — | — | — |
| ✕ | Nike, Inc. | 654106AK9 | — | 65,000 | Exited | $0.1M | — | — | — |
| ✕ | Virginia Electric and Power Company | 927804FZ2 | — | 60,000 | Exited | $0.1M | — | — | — |
| ✕ | State Street Corporation | 857477BD4 | — | 60,000 | Exited | $0.1M | — | — | — |
| ✕ | Toyota Motor Credit Corp. | 89236TJZ9 | — | 60,000 | Exited | $0.1M | — | — | — |
| ✕ | KKR Group Finance Co XII LLC | 48255GAA3 | — | 60,000 | Exited | $0.1M | — | — | — |
| ✕ | Keurig Dr Pepper Inc | 49271VAP5 | — | 60,000 | Exited | $0.1M | — | — | — |
| ✕ | Comcast Corporation | 20030NCA7 | — | 60,000 | Exited | $0.1M | — | — | — |
| ✕ | Vistra Operations Co LLC | 92840VAG7 | — | 60,000 | Exited | $0.1M | — | — | — |
| ✕ | Fnma Pass-Thru I | 3140X9GA7 | — | 56,684 | Exited | $0.1M | — | — | — |
| ✕ | Cargill Inc. | 141781BM5 | — | 65,000 | Exited | $0.1M | — | — | — |
| ✕ | Bank of Nova Scotia Halifax | 06417XAD3 | — | 60,000 | Exited | $0.1M | — | — | — |
| ✕ | Health Care Service Corp. | 42218SAF5 | — | 65,000 | Exited | $0.1M | — | — | — |
| ✕ | Glencore Funding LLC | 378272BH0 | — | 80,000 | Exited | $0.0M | — | — | — |
| ✕ | General Electric Company | 36962GXZ2 | — | 44,000 | Exited | $0.0M | — | — | — |
| ✕ | BP Capital Markets America, Inc. | 10373QBK5 | — | 50,000 | Exited | $0.0M | — | — | — |
| ✕ | Chevron USA Inc | 166756AL0 | — | 55,000 | Exited | $0.0M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3133A0MR2 | — | 51,803 | Exited | $0.0M | — | — | — |
| ✕ | CME Group Inc. | 12572QAK1 | — | 55,000 | Exited | $0.0M | — | — | — |
| ✕ | Oracle Corporation | 68389XBP9 | — | 60,000 | Exited | $0.0M | — | — | — |
| ✕ | Texas Instruments Incorporated | 882508BG8 | — | 50,000 | Exited | $0.0M | — | — | — |
| ✕ | Paypal Holdings Incorporation | 70450YAL7 | — | 45,000 | Exited | $0.0M | — | — | — |
| ✕ | The TJX Companies Inc. | 872540AT6 | — | 45,000 | Exited | $0.0M | — | — | — |
| ✕ | UnitedHealth Group Inc. | 91324PDD1 | — | 40,000 | Exited | $0.0M | — | — | — |
| ✕ | NetApp Inc. | 64110DAJ3 | — | 45,000 | Exited | $0.0M | — | — | — |
| ✕ | Dentsply Sirona Inc | 24906PAA7 | — | 50,000 | Exited | $0.0M | — | — | — |
| ✕ | General Dynamics Corporation | 369550BC1 | — | 40,000 | Exited | $0.0M | — | — | — |
| ✕ | Air Lease Corporation | 00914AAE2 | — | 45,000 | Exited | $0.0M | — | — | — |
| ✕ | Microsoft Corporation | 594918BJ2 | — | 35,000 | Exited | $0.0M | — | — | — |
| ✕ | Apple Inc. | 037833EC0 | — | 40,000 | Exited | $0.0M | — | — | — |
| ✕ | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc | 05724BAA7 | — | 35,000 | Exited | $0.0M | — | — | — |
| ✕ | Air Lease Corporation | 00914AAG7 | — | 40,000 | Exited | $0.0M | — | — | — |
| ✕ | International Flavors & Fragrances Inc. | 459506AN1 | — | 35,000 | Exited | $0.0M | — | — | — |
| ✕ | American International Group, Inc. | 026874DC8 | — | 35,000 | Exited | $0.0M | — | — | — |
| ✕ | American Honda Finance Corporation | 02665WEB3 | — | 35,000 | Exited | $0.0M | — | — | — |
| ✕ | Toyota Motor Credit Corp. | 89236TKD6 | — | 30,000 | Exited | $0.0M | — | — | — |
| ✕ | Pepsico Inc | 713448FL7 | — | 30,000 | Exited | $0.0M | — | — | — |
| ✕ | Union Pacific Corporation | 907818EY0 | — | 30,000 | Exited | $0.0M | — | — | — |
| ✕ | Brookfield Finance Inc. | 11271LAD4 | — | 30,000 | Exited | $0.0M | — | — | — |
| ✕ | Western Digital Corp. | 958102AM7 | — | 30,000 | Exited | $0.0M | — | — | — |
| ✕ | Lear Corporation | 521865AZ8 | — | 35,000 | Exited | $0.0M | — | — | — |
| ✕ | Wells Fargo & Company | 949746RW3 | — | 30,000 | Exited | $0.0M | — | — | — |
| ✕ | Pepsico Inc | 713448ES3 | — | 30,000 | Exited | $0.0M | — | — | — |
| ✕ | Cigna Corporation | 125523BZ2 | — | 25,000 | Exited | $0.0M | — | — | — |
| ✕ | Truist Financial Corporation | 89788MAG7 | — | 25,000 | Exited | $0.0M | — | — | — |
| ✕ | Federal Home Loan Mortgage Corporation | 3132WNWN8 | — | 25,148 | Exited | $0.0M | — | — | — |
| ✕ | The Boeing Company | 097023CD5 | — | 25,000 | Exited | $0.0M | — | — | — |
| ✕ | Morgan Stanley | 6174468Y8 | — | 30,000 | Exited | $0.0M | — | — | — |
| ✕ | Government National Mortgage Association | 36201Q3E1 | — | 16,514 | Exited | $0.0M | — | — | — |
| ✕ | Western Digital Corp. | 958102AQ8 | — | 20,000 | Exited | $0.0M | — | — | — |
| ✕ | Microsoft Corporation | 594918CD4 | — | 22,000 | Exited | $0.0M | — | — | — |
| ✕ | Oracle Corporation | 68389XBH7 | — | 15,000 | Exited | $0.0M | — | — | — |
| ✕ | Glencore Funding LLC | 378272AP3 | — | 10,000 | Exited | $0.0M | — | — | — |
| ✕ | The Procter & Gamble Company | 742718EV7 | — | 10,000 | Exited | $0.0M | — | — | — |
| ✕ | Federal National Mortgage Association | 31387UES6 | — | 7,428 | Exited | $0.0M | — | — | — |
| ✕ | Government National Mortgage Association | 36212TF33 | — | 3,863 | Exited | $0.0M | — | — | — |
| ✕ | Federal National Mortgage Association | 3138WKQF5 | — | 331 | Exited | $0.0M | — | — | — |
| ✕ | Samhallsbyggnadsbolaget I Norden AB | W7T8BRHA1 | — | 0 | Exited | $0.0M | — | — | — |
| ✕ | Federal National Mortgage Association | 01F0326B5 | — | -100,000 | Exited | $-0.1M | — | — | — |
| ✕ | Federal National Mortgage Association | 01F0226B6 | — | -1,000,000 | Exited | $-0.8M | — | — | — |