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Optimum Fixed Income Fund

Optimum Fund Trust

Assets: $3.0B Net: $2.4B Series: S000002420 EDGAR ↗
+388
New
-98
Exited
1634
Positions
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# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 NOMURA SECURITIES INTERNATIONAL, INC. 000000000 Sep 2022 314,200,000 +313,100,000 $314.2M +24696.0% 12.89% RA
2 Fannie Mae or Freddie Mac 01F030652 — 99,000,000 New $88.9M — 3.65% ABS-MBS
3 Fannie Mae or Freddie Mac 01F032658 — 72,100,000 New $67.0M — 2.75% ABS-MBS
4 Fannie Mae or Freddie Mac 01F030645 — 74,000,000 New $66.4M — 2.72% ABS-MBS
5 Fannie Mae or Freddie Mac 01F040644 — 56,500,000 New $54.0M — 2.22% ABS-MBS
6 JAPAN TREASURY DISC BILL 000000000 Sep 2022 7,000,000,000 New $52.7M — 2.16% DBT
7 Fannie Mae or Freddie Mac 01F020653 — 50,200,000 New $41.5M — 1.70% ABS-MBS
8 US TREASURY N/B 912810SW9 Sep 2022 52,800,000 — $39.5M +5.9% 1.62% DBT
9 JAPAN TREASURY DISC BILL 000000000 Sep 2022 5,010,000,000 New $37.7M — 1.55% DBT
10 Fannie Mae or Freddie Mac 01F022642 — 41,200,000 New $35.5M — 1.46% ABS-MBS
11 US TREASURY N/B 912810RK6 Sep 2022 37,100,000 — $29.6M +6.0% 1.22% DBT
12 US TREASURY FRN 91282CFS5 Mar 2023 27,480,000 -63,630,000 $27.5M -69.8% 1.13% DBT
13 US TREASURY N/B 912810TN8 — 25,370,000 New $25.2M — 1.03% DBT
14 US TREASURY N/B 91282CFV8 Mar 2023 21,665,000 +8,070,000 $22.8M +64.1% 0.93% DBT
15 Fannie Mae or Freddie Mac 01F042640 — 18,100,000 New $17.7M — 0.73% ABS-MBS
16 US TREASURY N/B 912810TQ1 — 17,525,000 New $17.7M — 0.73% DBT
17 US TREASURY N/B 91282CGJ4 — 15,520,000 New $15.5M — 0.63% DBT
18 Fannie Mae 31418ED72 Mar 2023 16,375,983 +13,758,115 $15.2M +539.6% 0.62% ABS-MBS
19 US TREASURY N/B 912810RN0 Sep 2022 16,700,000 — $14.2M +5.8% 0.58% DBT
20 TSY INFL IX N/B 91282CEZ0 Mar 2023 13,797,578 +53,332 $13.2M +4.7% 0.54% DBT
21 Fannie Mae 31418EP38 — 12,474,022 New $12.6M — 0.52% ABS-MBS
22 US TREASURY N/B 9128284F4 Sep 2022 12,700,000 — $12.4M +1.0% 0.51% DBT
23 Fannie Mae 31418EJ68 — 12,541,593 New $12.3M — 0.50% ABS-MBS
24 US TREASURY N/B 91282CAU5 Sep 2022 13,200,000 — $11.5M +2.6% 0.47% DBT
25 US TREASURY N/B 912810SL3 Sep 2022 16,000,000 — $11.3M +7.3% 0.47% DBT
26 US TREASURY N/B 9128283J7 Sep 2022 11,130,000 — $10.8M +1.0% 0.44% DBT
27 US TREASURY N/B 912828G38 Sep 2022 11,030,000 — $10.7M +0.9% 0.44% DBT
28 BENCHMARK Mortgage Trust 08162XBG8 Sep 2022 13,250,000 — $10.6M -0.7% 0.43% ABS-MBS
29 US TREASURY N/B 91282CFY2 Mar 2023 9,075,000 -4,010,000 $9.2M -29.0% 0.38% DBT
30 US TREASURY N/B 912810SS8 Sep 2022 13,500,000 — $8.7M +7.8% 0.36% DBT
31 US TREASURY N/B 912810RT7 Sep 2022 10,800,000 — $8.2M +6.6% 0.33% DBT
32 Government National Mortgage A 38376RAB2 Sep 2022 7,754,314 -375,259 $7.7M -3.9% 0.31% ABS-MBS
33 CD Commercial Mortgage Trust 12515BAE8 Sep 2022 8,775,000 — $7.6M +1.0% 0.31% ABS-MBS
34 US TREASURY N/B 912828XX3 Sep 2022 7,700,000 — $7.5M +0.9% 0.31% DBT
35 JPMBB Commercial Mortgage Secu 46644YAU4 Sep 2022 7,784,753 — $7.4M +0.4% 0.31% ABS-MBS
36 FMG RESOURCES AUG 2006 30251GBE6 Sep 2022 7,300,000 — $7.0M +3.2% 0.29% DBT
37 Bank 06540AAD3 Sep 2022 8,000,000 — $7.0M +0.5% 0.29% ABS-MBS
38 Freddie Mac - STACR 35564KBS7 Sep 2022 7,000,000 — $6.7M +2.2% 0.28% ABS-MBS
39 Fidelity Government Portfolio FIGXX Sep 2022 6,736,775 +1,679,327 $6.7M +33.2% 0.28% STIV
40 BlackRock Liquidity FedFund TFDXX Sep 2022 6,736,775 +1,679,327 $6.7M +33.2% 0.28% STIV
41 Goldman Sachs Financial Square Government Fund FGTXX Sep 2022 6,736,775 +1,679,327 $6.7M +33.2% 0.28% STIV
42 MSILF Government Portfolio MVRXX Sep 2022 6,736,775 +1,679,327 $6.7M +33.2% 0.28% STIV
43 US TREASURY N/B 91282CEE7 Sep 2022 7,190,000 — $6.7M +2.7% 0.28% DBT
44 ROYALTY PHARMA PLC 78081BAJ2 Sep 2022 7,625,000 — $6.6M +2.3% 0.27% DBT
45 Freddie Mac 3132CWKJ2 Sep 2022 6,817,123 -296,337 $6.5M -3.0% 0.27% ABS-MBS
46 Dominos Pizza Master Issuer LL 25755TAN0 Sep 2022 7,270,500 -18,500 $6.2M +2.9% 0.26% ABS-O
47 Fannie Mae 3140QQLR4 Mar 2023 6,191,009 -47,830 $6.2M +0.3% 0.26% ABS-MBS
48 AIR LEASE CORP 00914AAG7 Sep 2022 7,215,000 — $6.2M +2.4% 0.25% DBT
49 Fannie Mae 3140XKMV9 — 6,288,000 New $6.2M — 0.25% ABS-MBS
50 Fannie Mae 3140QQPB5 Mar 2023 6,057,367 -173,861 $6.2M -1.4% 0.25% ABS-MBS
51 VERIZON COMMUNICATIONS 92343VEA8 Sep 2022 6,325,000 — $6.1M +3.0% 0.25% DBT
52 DISCOVERY COMMUNICATIONS 25470DBL2 Sep 2022 9,190,000 — $6.1M +10.0% 0.25% DBT
53 AT&T INC 00206RKJ0 Sep 2022 8,265,000 +1,195,000 $6.0M +25.1% 0.25% DBT
54 US TREASURY FRN 91282CGF2 — 5,925,000 New $5.9M — 0.24% DBT
55 Government National Mortgage A 21H040640 — 6,000,000 New $5.8M — 0.24% ABS-MBS
56 Freddie Mac 3133KMZB4 Sep 2022 6,526,957 -70,687 $5.7M +0.8% 0.23% ABS-MBS
57 BENCHMARK Mortgage Trust 08163CBC2 Sep 2022 6,790,000 — $5.6M -0.8% 0.23% ABS-MBS
58 Freddie Mac - STACR 35564KAH2 Sep 2022 5,592,355 -248,218 $5.5M -3.3% 0.23% ABS-MBS
59 SABINE PASS LIQUEFACTION 785592AJ5 Sep 2022 5,501,000 — $5.5M +0.2% 0.23% DBT
60 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. FVM3 Sep 2022 2,443 New $5.5M — 0.23% DIR
61 Freddie Mac 3132DPK49 — 5,698,714 New $5.5M — 0.23% ABS-MBS
62 DELTA AIR LINES INC 247361ZX9 Sep 2022 5,349,000 — $5.5M +0.3% 0.23% DBT
63 TENNESSEE GAS PIPELINE 880451AZ2 Sep 2022 6,275,000 — $5.4M +3.3% 0.22% DBT
64 DEUTSCHE BANK NY 251526CB3 Sep 2022 5,700,000 — $5.4M -1.0% 0.22% DBT
65 US TREASURY N/B 91282CGM7 — 5,360,000 New $5.4M — 0.22% DBT
66 CVS HEALTH CORP 126650CY4 Sep 2022 5,620,000 — $5.4M +4.3% 0.22% DBT
67 Fannie Mae 31418D2S0 Sep 2022 5,765,304 -146,070 $5.4M -1.3% 0.22% ABS-MBS
68 Freddie Mac 3133KYVG1 Sep 2022 5,881,834 -111,955 $5.2M -0.5% 0.22% ABS-MBS
69 BROADCOM INC 11135FBL4 Sep 2022 6,257,000 — $5.1M +2.7% 0.21% DBT
70 PACIFIC GAS & ELECTRIC 694308JH1 Sep 2022 7,168,000 — $5.1M +4.5% 0.21% DBT
71 Freddie Mac 3132DPXE3 — 4,974,000 New $5.1M — 0.21% ABS-MBS
72 GDB DEBT RECOVERY AUTH OF CMWL 36829QAA3 Sep 2022 6,102,615 +2,390,927 $5.1M +62.9% 0.21% DBT
73 Freddie Mac 3132DMUS2 Sep 2022 5,482,972 -122,330 $5.0M -0.5% 0.21% ABS-MBS
74 WELLS FARGO & COMPANY 95000U2A0 Sep 2022 5,300,000 — $5.0M +1.4% 0.21% DBT
75 Towd Point Mortgage Trust 89178BAA2 Sep 2022 5,307,801 -175,659 $4.9M -2.8% 0.20% ABS-MBS
76 Fannie Mae 3140XFU74 Sep 2022 5,710,850 -78,285 $4.9M +0.3% 0.20% ABS-MBS
77 DUKE ENERGY CAROLINAS 26442CBJ2 — 4,790,000 New $4.9M — 0.20% DBT
78 TRUIST BANK 07330MAC1 Sep 2022 5,182,000 — $4.9M +0.4% 0.20% DBT
79 BENCHMARK Mortgage Trust 08163JAE4 Sep 2022 6,000,000 — $4.9M +0.1% 0.20% ABS-MBS
80 NATWEST GROUP PLC 780097BA8 Sep 2022 5,000,000 — $4.9M -0.9% 0.20% DBT
81 NATIONWIDE BLDG SOCIETY 63861VAB3 Sep 2022 5,200,000 — $4.8M +2.2% 0.20% DBT
82 Freddie Mac - STACR 35564KFV6 Sep 2022 5,000,000 — $4.7M +4.1% 0.19% ABS-MBS
83 Fannie Mae 3140XGP86 Sep 2022 4,925,797 -138,820 $4.6M -1.0% 0.19% ABS-MBS
84 UNITEDHEALTH GROUP INC 91324PEV0 — 4,650,000 New $4.6M — 0.19% DBT
85 GOLDMAN SACHS GROUP INC 38141GWZ3 Sep 2022 4,700,000 — $4.5M +2.7% 0.18% DBT
86 UNITED AIRLINES INC 90932LAH0 Sep 2022 4,961,000 — $4.5M +3.8% 0.18% DBT
87 UNITEDHEALTH GROUP INC 91324PEW8 — 4,425,000 New $4.5M — 0.18% DBT
88 CCO HLDGS LLC/CAP CORP 1248EPCP6 Sep 2022 5,700,000 — $4.5M +5.8% 0.18% DBT
89 Fannie Mae or Freddie Mac 01F050643 — 4,400,000 New $4.4M — 0.18% ABS-MBS
90 ENERGY TRANSFER LP 29279FAA7 Sep 2022 4,420,000 — $4.4M +6.2% 0.18% DBT
91 GS Mortgage Securities Trust 36257UAL1 Sep 2022 5,000,000 — $4.4M +2.0% 0.18% ABS-MBS
92 Fannie Mae 3140QLRB4 Sep 2022 5,022,524 -62,437 $4.4M +0.5% 0.18% ABS-MBS
93 BANK OF AMERICA CORP 06051GKC2 Sep 2022 5,625,000 -3,560,000 $4.3M -36.8% 0.18% DBT
94 Government National Mortgage A 3622ABDD1 Sep 2022 4,602,529 -102,991 $4.3M +1.0% 0.17% ABS-MBS
95 MILEAGE PLUS HLDINGS LLC 599191AA1 Sep 2022 4,250,000 -250,290 $4.2M -5.4% 0.17% DBT
96 Fannie Mae 3140JLLH5 Sep 2022 4,200,381 -99,530 $4.2M -1.0% 0.17% ABS-MBS
97 Euro Galaxy CLO DAC 000000000 Sep 2022 4,000,000 New $4.2M — 0.17% ABS-CBDO
98 Fannie Mae 31418EJ76 Mar 2023 4,178,430 -63,681 $4.2M -0.4% 0.17% ABS-MBS
99 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $4.1M — 0.17% DIR
100 Freddie Mac 31335B5H5 Sep 2022 4,371,000 -105,614 $4.1M -0.8% 0.17% ABS-MBS
101 Vibrant CLO Ltd 92558BAJ7 Sep 2022 4,168,563 -313,345 $4.1M -6.6% 0.17% ABS-CBDO
102 Sound Point CLO LTD 83610KAJ2 Sep 2022 4,133,655 -266,345 $4.1M -5.6% 0.17% ABS-CBDO
103 BOEING CO 097023CQ6 Sep 2022 5,355,000 — $4.1M +9.8% 0.17% DBT
104 Fannie Mae 31397LAF6 Sep 2022 4,011,354 -176,759 $4.1M -3.1% 0.17% ABS-MBS
105 Diamond Infrastructure Funding 25265LAA8 Sep 2022 4,700,000 — $4.0M +4.5% 0.17% ABS-O
106 Fannie Mae 31418DYB2 Mar 2023 4,824,279 -57,764 $4.0M +0.3% 0.16% ABS-MBS
107 Ares Euro CLO 000000000 Sep 2022 3,750,000 New $4.0M — 0.16% ABS-CBDO
108 Freddie Mac 3133ASH63 Sep 2022 4,777,557 -68,241 $4.0M +0.2% 0.16% ABS-MBS
109 ARDAGH METAL PACKAGING 03969YAA6 Sep 2022 4,600,000 — $4.0M +1.3% 0.16% DBT
110 Fannie Mae 3140XB5S5 Sep 2022 4,373,023 -158,444 $4.0M -1.4% 0.16% ABS-MBS
111 US TREASURY N/B 9128286G0 Sep 2022 4,000,000 — $3.9M +0.5% 0.16% DBT
112 Freddie Mac 3133KPYT9 — 4,064,307 New $3.9M — 0.16% ABS-MBS
113 Government National Mortgage A 38376RBH8 Sep 2022 3,917,999 -79,489 $3.9M -1.5% 0.16% ABS-MBS
114 MORGAN STANLEY 61746BEF9 Sep 2022 4,000,000 — $3.9M +2.0% 0.16% DBT
115 US TREASURY N/B 91282CGL9 — 3,825,000 New $3.8M — 0.16% DBT
116 Countrywide Asset-Backed Certi 126673C26 Sep 2022 4,200,000 — $3.8M +1.4% 0.16% ABS-MBS
117 Freddie Mac 3132DVMD4 — 4,159,660 New $3.8M — 0.15% ABS-MBS
118 CHARTER COMM OPT LLC/CAP 161175BR4 Sep 2022 3,800,000 — $3.7M +2.4% 0.15% DBT
119 CDW LLC/CDW FINANCE 12513GBH1 Sep 2022 4,143,000 — $3.7M +2.9% 0.15% DBT
120 Freddie Mac 3132DVLR4 Sep 2022 4,177,494 -82,755 $3.7M -0.2% 0.15% ABS-MBS
121 MORGAN STANLEY 61747YEF8 Sep 2022 4,730,000 -970,000 $3.6M -13.3% 0.15% DBT
122 Fannie Mae 3140XGTC3 — 3,549,272 New $3.6M — 0.15% ABS-MBS
123 Fannie Mae 3140XH6L6 Sep 2022 3,566,672 -69,194 $3.6M -0.6% 0.15% ABS-MBS
124 Morgan Stanley Capital I Trust 61692BBP4 Sep 2022 4,415,000 — $3.6M +0.3% 0.15% ABS-MBS
125 TENET HEALTHCARE CORP 88033GDM9 — 3,920,000 New $3.5M — 0.15% DBT
126 GOLDMAN SACHS GROUP INC 38141GYG3 Sep 2022 3,993,000 — $3.5M +1.9% 0.14% DBT
127 Freddie Mac 3132DPCK2 Mar 2023 3,465,803 -34,447 $3.5M -0.1% 0.14% ABS-MBS
128 Government National Mortgage A 3622AB4N9 Mar 2023 3,417,500 -106,158 $3.5M -2.5% 0.14% ABS-MBS
129 IRB HOLDING CORP 44988LAH0 Sep 2022 3,542,431 — $3.5M +1.3% 0.14% LON
130 Ozlme 000000000 Sep 2022 3,300,000 New $3.5M — 0.14% ABS-CBDO
131 Trinity Square 000000000 Sep 2022 2,826,294 New $3.5M — 0.14% ABS-MBS
132 US TREASURY N/B 912810TB4 Sep 2022 5,100,000 — $3.5M +7.5% 0.14% DBT
133 FS Rialto Issuer Ltd 30326MAA3 Sep 2022 3,500,000 — $3.5M +1.3% 0.14% ABS-CBDO
134 CIT Mortgage Loan Trust 12559QAF9 Sep 2022 3,600,000 — $3.4M +0.8% 0.14% ABS-MBS
135 TAKEDA PHARMACEUTICAL 874060AZ9 Sep 2022 4,797,000 — $3.4M +5.4% 0.14% DBT
136 SOCIETE GENERALE 83368RBM3 Sep 2022 3,500,000 — $3.4M +0.4% 0.14% DBT
137 NEWMONT CORP 651639AX4 Sep 2022 3,850,000 — $3.4M +3.8% 0.14% DBT
138 Cantor Commercial Real Estate 12528YAF0 Sep 2022 4,000,000 — $3.4M -1.3% 0.14% ABS-MBS
139 AMENTUM GOVERNMENT SERVI 57776DAE3 Sep 2022 3,452,650 -8,675 $3.4M +0.2% 0.14% LON
140 SOCIETE GENERALE 83367TBJ7 Sep 2022 3,600,000 — $3.4M -2.2% 0.14% DBT
141 APPALACHIAN POWER CO 037735DA2 Mar 2023 3,500,000 — $3.4M +2.7% 0.14% DBT
142 BANK OF AMERICA, NATIONAL ASSOCIATION 000000000 Sep 2022 15,500,000 New $3.4M — 0.14% DIR
143 BELLIS ACQUISITION CO PL 000000000 Sep 2022 3,300,000 New $3.3M — 0.14% DBT
144 Fannie Mae 31418EM23 Mar 2023 3,254,764 -6,539,797 $3.3M -66.6% 0.14% ABS-MBS
145 JONES DESLAURIERS INSURA 48020RAB1 — 3,205,000 New $3.3M — 0.14% DBT
146 AON CORP/AON GLOBAL HOLD 03740LAB8 Sep 2022 4,930,000 — $3.3M +4.4% 0.14% DBT
147 US TREASURY N/B 912810SD1 Sep 2022 3,770,000 — $3.3M +6.4% 0.14% DBT
148 Freddie Mac 3133KYX79 Mar 2023 3,260,023 -72,176 $3.3M -0.9% 0.13% ABS-MBS
149 GoldenTree Loan Management US 38136MAU2 Sep 2022 3,300,000 — $3.3M +0.4% 0.13% ABS-CBDO
150 FISERV INC 337738AU2 Sep 2022 3,500,000 — $3.3M +2.8% 0.13% DBT
151 ENERGY TRANSFER LP 29278NAN3 Sep 2022 3,200,000 — $3.2M +1.7% 0.13% DBT
152 Freddie Mac 3133KPN95 Sep 2022 3,223,716 -50,714 $3.2M -0.4% 0.13% ABS-MBS
153 VERIZON COMMUNICATIONS 92343VEP5 Sep 2022 3,200,000 — $3.2M -0.6% 0.13% DBT
154 AERCAP IRELAND CAP/GLOBA 00774MAW5 Sep 2022 3,660,000 — $3.2M +4.1% 0.13% DBT
155 Fannie Mae 3140K0SW9 Sep 2022 3,524,172 -64,067 $3.2M +0.2% 0.13% ABS-MBS
156 HCA INC 404119BX6 Sep 2022 3,400,000 — $3.2M +2.5% 0.13% DBT
157 BANK OF AMERICA CORP 06051GHQ5 Sep 2022 3,400,000 — $3.2M +2.8% 0.13% DBT
158 Fannie Mae 3140XFNN7 Sep 2022 3,806,430 -57,610 $3.2M +0.0% 0.13% ABS-MBS
159 GEORGIA POWER CO 373334KQ3 Sep 2022 3,200,000 — $3.2M +2.5% 0.13% DBT
160 Aurium CLO 000000000 Sep 2022 2,997,215 New $3.2M — 0.13% ABS-CBDO
161 Venture CDO Ltd 92331MAE8 Sep 2022 3,209,858 -75,819 $3.2M -1.9% 0.13% ABS-CBDO
162 NXP BV/NXP FDG/NXP USA 62954HAZ1 Sep 2022 3,250,000 — $3.1M +1.6% 0.13% DBT
163 Fannie Mae 3140XGJB6 Sep 2022 3,346,351 -91,804 $3.1M -0.6% 0.13% ABS-MBS
164 BANK OF AMERICA CORP 06051GLC1 Mar 2023 3,000,000 — $3.1M +1.2% 0.13% DBT
165 ENTERPRISE PRODUCTS OPER 29379VCA9 Sep 2022 4,365,000 — $3.1M +8.1% 0.13% DBT
166 CITIGROUP INC 172967NX5 Sep 2022 3,070,000 — $3.1M +0.3% 0.13% DBT
167 GS Mortgage Securities Trust 36258RBA0 Sep 2022 3,716,000 — $3.1M +0.3% 0.13% ABS-MBS
168 Wind River CLO Ltd 97314JAA3 Sep 2022 3,100,000 — $3.0M +0.6% 0.12% ABS-CBDO
169 AMGEN INC 031162CT5 Sep 2022 3,300,000 — $3.0M +2.6% 0.12% DBT
170 Dryden Senior Loan Fund 26249KAZ4 Sep 2022 3,063,822 -222,850 $3.0M -6.4% 0.12% ABS-CBDO
171 Fannie Mae 3140QPAD9 Sep 2022 3,235,566 -17,439 $3.0M +1.7% 0.12% ABS-MBS
172 BERKSHIRE HATHAWAY ENERG 084659BC4 Mar 2023 4,385,000 — $3.0M +4.5% 0.12% DBT
173 LCM Ltd Partnership 50184NAR3 Sep 2022 3,035,607 -142,832 $3.0M -4.3% 0.12% ABS-CBDO
174 Freddie Mac - STACR 35566CAH8 Sep 2022 2,995,269 -140,136 $3.0M -3.7% 0.12% ABS-MBS
175 PACIFIC GAS & ELECTRIC 694308JJ7 Sep 2022 4,510,000 — $3.0M +5.9% 0.12% DBT
176 ENERGY TRANSFER LP 29273VAN0 Sep 2022 3,380,000 — $3.0M +2.3% 0.12% DBT
177 LOGICOR FINANCING SARL 000000000 Sep 2022 3,400,000 New $3.0M — 0.12% DBT
178 NISSAN MOTOR ACCEPTANCE 654740BL2 Sep 2022 3,000,000 — $3.0M +0.7% 0.12% DBT
179 HGI CRE CLO Ltd 403950AA6 Sep 2022 3,000,000 — $3.0M +1.2% 0.12% ABS-CBDO
180 Man GLG US CLO 2018-1 Ltd 26829CAY3 Sep 2022 3,000,000 — $2.9M +0.2% 0.12% ABS-CBDO
181 SANTANDER UK GROUP HLDGS 80281LAG0 Sep 2022 3,200,000 — $2.9M +2.5% 0.12% DBT
182 PACIFIC GAS & ELECTRIC 694308KB2 Sep 2022 3,200,000 — $2.9M +2.3% 0.12% DBT
183 UNICREDIT SPA 904678AG4 Sep 2022 2,900,000 — $2.9M -0.1% 0.12% DBT
184 CROWN CASTLE INC 22822VAW1 Sep 2022 3,573,000 — $2.9M +3.4% 0.12% DBT
185 CFCRE Commercial Mortgage Trus 12532BAD9 Sep 2022 3,100,000 — $2.9M +0.9% 0.12% ABS-MBS
186 TRUIST FINANCIAL CORP 89788MAE2 Sep 2022 3,485,000 — $2.9M -0.4% 0.12% DBT
187 Fannie Mae 3140XFYA3 Sep 2022 2,985,643 -52,880 $2.9M +0.0% 0.12% ABS-MBS
188 CHARTER COMM OPT LLC/CAP 161175CC6 Sep 2022 4,252,000 — $2.9M +6.4% 0.12% DBT
189 DEUTSCHE BANK NY 25160PAJ6 Sep 2022 3,000,000 — $2.9M -2.5% 0.12% DBT
190 BARCLAYS PLC 06738EBD6 Sep 2022 3,000,000 — $2.9M +2.6% 0.12% DBT
191 AVIATION CAPITAL GROUP 05369AAA9 Mar 2023 3,225,000 — $2.9M +2.2% 0.12% DBT
192 Government National Mortgage A 38375BNF5 Sep 2022 2,887,801 -376,466 $2.9M -11.6% 0.12% ABS-MBS
193 REPUBLIC OF SOUTH AFRICA 836205BA1 Sep 2022 3,200,000 — $2.9M +0.5% 0.12% DBT
194 BENCHMARK Mortgage Trust 08162MAX6 Sep 2022 3,460,000 — $2.9M -0.6% 0.12% ABS-MBS
195 ABBVIE INC 00287YCA5 Sep 2022 3,193,000 — $2.9M +4.0% 0.12% DBT
196 ONEOK INC 682680AR4 Sep 2022 2,840,000 — $2.9M -0.8% 0.12% DBT
197 Ares European CLO 000000000 Sep 2022 2,700,000 New $2.8M — 0.12% ABS-CBDO
198 Freddie Mac 3133KYU64 Sep 2022 3,280,606 -56,391 $2.8M -0.2% 0.12% ABS-MBS
199 Venture CDO Ltd 92332NAS4 Sep 2022 2,900,000 — $2.8M -0.1% 0.12% ABS-CBDO
200 Fannie Mae 3140XGTV1 — 2,903,029 New $2.8M — 0.12% ABS-MBS
201 Freddie Mac 3133KPZK7 Mar 2023 2,767,508 -9,175 $2.8M +0.4% 0.12% ABS-MBS
202 Fannie Mae 3140QHPN9 Sep 2022 3,101,874 -82,269 $2.8M -1.4% 0.11% ABS-MBS
203 Freddie Mac 3133KPPB8 Sep 2022 2,791,405 -13,968 $2.8M +0.8% 0.11% ABS-MBS
204 Freddie Mac - STACR 35564KQC6 Sep 2022 3,000,000 — $2.8M +2.1% 0.11% ABS-MBS
205 Fannie Mae 3140XHWY9 — 3,071,121 New $2.8M — 0.11% ABS-MBS
206 MIZUHO FINANCIAL GROUP 60687YBX6 Sep 2022 3,100,000 — $2.7M +2.3% 0.11% DBT
207 Fannie Mae 3140QQQY4 Mar 2023 2,719,930 -37,434 $2.7M -0.8% 0.11% ABS-MBS
208 US TREASURY N/B 9128285Z9 Sep 2022 2,790,000 — $2.7M +0.5% 0.11% DBT
209 Government National Mortgage A 38375BZS4 Sep 2022 2,754,521 -29,155 $2.7M -0.8% 0.11% ABS-MBS
210 New Residential Mortgage Loan 64830NAA9 Sep 2022 2,929,021 -113,990 $2.7M -3.5% 0.11% ABS-MBS
211 Freddie Mac 3132ADXY9 Sep 2022 2,738,709 -73,402 $2.7M -1.0% 0.11% ABS-MBS
212 US BANCORP 91159HHU7 Sep 2022 2,820,000 — $2.7M -1.3% 0.11% DBT
213 VIASAT INC 92555WAD7 Sep 2022 2,776,050 -6,975 $2.7M -0.0% 0.11% LON
214 LCM Ltd Partnership 50184KBL1 Sep 2022 2,723,019 -301,240 $2.7M -9.7% 0.11% ABS-CBDO
215 Freddie Mac - STACR 35564KHE2 Sep 2022 2,740,781 -98,047 $2.7M -3.9% 0.11% ABS-MBS
216 VANTAGE SPEC CHEM 92210XAE0 — 2,778,038 New $2.7M — 0.11% LON
217 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. USM3 Sep 2022 505 New $2.7M — 0.11% DIR
218 APTIV PLC 03835VAJ5 Sep 2022 4,171,000 — $2.6M +6.8% 0.11% DBT
219 IRON MOUNTAIN INFO MGMT 46285MAA8 Sep 2022 3,080,000 — $2.6M +3.3% 0.11% DBT
220 Option One Mortgage Loan Trust 68403FAE6 Sep 2022 4,742,675 -41,528 $2.6M -5.0% 0.11% ABS-MBS
221 US BANCORP 91159HJB7 Sep 2022 3,400,000 — $2.6M +1.2% 0.11% DBT
222 TORONTO-DOMINION BANK 89115A2C5 Sep 2022 2,710,000 — $2.6M +0.1% 0.11% DBT
223 Sequoia Mortgage Trust 81746DCC2 Sep 2022 2,799,333 -36,333 $2.6M +6.1% 0.11% ABS-MBS
224 Freddie Mac 3133KPZH4 Sep 2022 2,495,141 -13,659 $2.6M +0.3% 0.11% ABS-MBS
225 T-MOBILE USA INC 87264ABL8 Sep 2022 3,445,000 -1,195,000 $2.6M -22.3% 0.10% DBT
226 VISTRA OPERATIONS CO LLC 92840VAL6 Sep 2022 2,620,000 — $2.6M -0.4% 0.10% DBT
227 Sound Point CLO LTD 83609GBN4 Sep 2022 2,600,000 — $2.5M +1.0% 0.10% ABS-CBDO
228 Fannie Mae 3140QQUN3 Mar 2023 2,472,246 -57,693 $2.5M -1.5% 0.10% ABS-MBS
229 BP CAPITAL MARKETS PLC 05565QDV7 Sep 2022 2,750,000 — $2.5M +3.8% 0.10% DBT
230 Government National Mortgage A 38380KSV8 Sep 2022 2,638,900 -112,433 $2.5M -2.6% 0.10% ABS-MBS
231 Fannie Mae 31418DXR8 Sep 2022 2,872,586 -55,677 $2.5M -0.4% 0.10% ABS-MBS
232 SHERWIN-WILLIAMS CO 824348BM7 Mar 2023 3,495,000 — $2.5M +3.0% 0.10% DBT
233 US TREASURY N/B 9128285P1 Sep 2022 2,500,000 — $2.5M +0.4% 0.10% DBT
234 CVS HEALTH CORP 126650CZ1 Sep 2022 2,635,000 — $2.5M +3.7% 0.10% DBT
235 Venture CDO Ltd 92332CAA7 Sep 2022 2,500,000 — $2.5M +0.6% 0.10% ABS-CBDO
236 Fannie Mae 3140QGPL5 Sep 2022 2,823,951 -35,190 $2.5M +0.5% 0.10% ABS-MBS
237 AIRCASTLE LTD 00928QAQ4 Sep 2022 2,500,000 — $2.4M +1.3% 0.10% DBT
238 STANDARD INDUSTRIES INC 85350EAB2 Sep 2022 2,450,942 -9,761 $2.4M +0.4% 0.10% LON
239 DAE FUNDING LLC 000000000 Sep 2022 2,700,000 New $2.4M — 0.10% DBT
240 SOUTHERN CALIF GAS CO 842434CW0 Sep 2022 2,600,000 — $2.4M +1.5% 0.10% DBT
241 BANK OF NY MELLON CORP 064058AH3 Sep 2022 2,560,000 — $2.4M -1.4% 0.10% DBT
242 Fannie Mae 3140KVBU3 Sep 2022 2,916,711 -21,650 $2.4M +0.5% 0.10% ABS-MBS
243 Freddie Mac - STACR 35564KEL9 Sep 2022 2,500,000 — $2.4M -1.4% 0.10% ABS-MBS
244 KAMAN CORP 483548AF0 Sep 2022 2,540,000 — $2.4M +1.4% 0.10% DBT
245 ZAYO GROUP HOLDINGS INC 98919XAB7 Sep 2022 2,954,377 — $2.4M -0.1% 0.10% LON
246 SUMITOMO MITSUI FINL GRP 86562MCA6 Sep 2022 2,600,000 — $2.4M +0.5% 0.10% DBT
247 Carlyle Global Market Strategi 14310BAU5 Sep 2022 2,400,654 -71,076 $2.4M -2.9% 0.10% ABS-CBDO
248 GRUPO AEROMEXICO SAB 40054JAA7 Sep 2022 2,670,000 -1,945,000 $2.4M -42.4% 0.10% DBT
249 Apex Credit CLO LLC 03755HAE3 Sep 2022 2,400,000 — $2.3M +0.5% 0.10% ABS-CBDO
250 Bank 06539VAJ7 Sep 2022 2,784,000 — $2.3M -0.2% 0.10% ABS-MBS
251 CELLNEX FINANCE 15118JAA3 Sep 2022 3,159,000 — $2.3M +7.4% 0.10% DBT
252 Dryden Euro CLO 000000000 Sep 2022 2,200,000 New $2.3M — 0.10% ABS-CBDO
253 Dryden Leveraged Loan CDO 000000000 Sep 2022 2,200,000 New $2.3M — 0.10% ABS-CBDO
254 LOUISVILLE GAS & ELEC 546676AY3 Sep 2022 2,685,000 — $2.3M +3.4% 0.10% DBT
255 Fannie Mae 3140X83K1 Sep 2022 2,788,372 -36,026 $2.3M +0.1% 0.09% ABS-MBS
256 BlackRock European CLO DAC 000000000 Sep 2022 2,200,000 New $2.3M — 0.09% ABS-CBDO
257 GLP CAPITAL LP / FIN II 361841AP4 Sep 2022 2,600,000 — $2.3M +1.2% 0.09% DBT
258 Fannie Mae 3140X4PF7 Sep 2022 2,345,676 -38,610 $2.3M +0.7% 0.09% ABS-MBS
259 VICI PROPERTIES LP 925650AC7 Sep 2022 2,440,000 — $2.3M -1.5% 0.09% DBT
260 GEORGIA-PACIFIC LLC 373298CF3 Sep 2022 2,242,000 — $2.3M -0.8% 0.09% DBT
261 CITIGROUP INC 172967LW9 Sep 2022 2,400,000 — $2.3M +3.5% 0.09% DBT
262 Fannie Mae 31418DY71 Sep 2022 2,635,842 -45,632 $2.3M -0.2% 0.09% ABS-MBS
263 PNC BANK NA 69349LAR9 Sep 2022 2,400,000 — $2.3M +0.6% 0.09% DBT
264 HSBC HOLDINGS PLC 404280CH0 Sep 2022 2,700,000 — $2.3M +5.1% 0.09% DBT
265 Fannie Mae 3140QQSQ9 Mar 2023 2,224,322 -19,488 $2.3M -0.1% 0.09% ABS-MBS
266 AMERICAN INTERNATIONAL 026874DS3 — 2,275,000 New $2.3M — 0.09% DBT
267 CREDIT SUISSE GROUP AG 225433AT8 Sep 2022 2,300,000 — $2.3M +0.8% 0.09% DBT
268 NUSTAR LOGISTICS LP 67059TAH8 Sep 2022 2,337,000 — $2.2M +3.7% 0.09% DBT
269 OZLM Ltd 67111KAJ9 Sep 2022 2,262,878 -253,223 $2.2M -9.7% 0.09% ABS-CBDO
270 JEFFERIES FIN GROUP INC 47233JGT9 Sep 2022 2,925,000 — $2.2M -0.0% 0.09% DBT
271 BNP PARIBAS 09659W2K9 Sep 2022 2,600,000 — $2.2M +4.5% 0.09% DBT
272 SOUTHERN CAL EDISON 842400HN6 Sep 2022 3,037,000 — $2.2M +2.5% 0.09% DBT
273 CREDIT SUISSE GROUP AG 225401AP3 Sep 2022 2,500,000 — $2.2M +14.4% 0.09% DBT
274 Laurelin BV 000000000 Sep 2022 2,100,000 New $2.2M — 0.09% ABS-CBDO
275 COMM Mortgage Trust 12593YBE2 Sep 2022 2,330,000 — $2.2M +0.4% 0.09% ABS-MBS
276 JPMDB Commercial Mortgage Secu 46648KAU0 Sep 2022 2,395,000 — $2.2M +0.9% 0.09% ABS-MBS
277 ATHORA NETHERLANDS 000000000 Sep 2022 2,100,000 New $2.2M — 0.09% DBT
278 TIME WARNER CABLE LLC 88732JAN8 Sep 2022 2,120,000 — $2.2M +4.3% 0.09% DBT
279 Government National Mortgage A 3622ACCD0 — 2,098,585 New $2.2M — 0.09% ABS-MBS
280 Fannie Mae 3140XJXB4 Mar 2023 2,332,346 -56,654 $2.2M -0.2% 0.09% ABS-MBS
281 BANK OF AMERICA CORP 06051GHL6 Sep 2022 2,200,000 — $2.2M +0.3% 0.09% DBT
282 SOUTHERN CAL EDISON 842400GR8 Sep 2022 2,330,000 — $2.2M +4.8% 0.09% DBT
283 Cantor Commercial Real Estate 12529MAF5 Sep 2022 2,340,000 — $2.2M +0.2% 0.09% ABS-MBS
284 AT&T INC 00206RMM1 Sep 2022 2,673,000 — $2.2M +4.3% 0.09% DBT
285 BROADCOM INC 11135FBP5 Sep 2022 2,789,000 — $2.1M +4.3% 0.09% DBT
286 CNX RESOURCES CORP 12653CAJ7 Sep 2022 2,275,000 — $2.1M +1.6% 0.09% DBT
287 Freddie Mac 3132DVLF0 Sep 2022 2,433,724 -47,017 $2.1M -0.3% 0.09% ABS-MBS
288 Fannie Mae 3140X6MU2 Sep 2022 2,182,566 -32,166 $2.1M +0.5% 0.09% ABS-MBS
289 COMM Mortgage Trust 12592LBL5 Sep 2022 2,225,000 — $2.1M +0.9% 0.09% ABS-MBS
290 BOFA SECURITIES, INC. N/A Sep 2022 1 New $2.1M — 0.09% DFE
291 CELANESE US HOLDINGS LLC 15089QAM6 Sep 2022 2,095,000 — $2.1M +1.9% 0.09% DBT
292 Harvest CLO 000000000 Sep 2022 2,000,000 New $2.1M — 0.09% ABS-CBDO
293 Tikehau 000000000 Sep 2022 2,000,000 New $2.1M — 0.09% ABS-CBDO
294 US TREASURY N/B 9128282U3 Sep 2022 2,170,000 — $2.1M +1.0% 0.09% DBT
295 Fannie Mae 3140X6ST9 Sep 2022 2,193,029 -64,929 $2.1M -1.0% 0.09% ABS-MBS
296 Freddie Mac 3132CWQB3 Sep 2022 2,300,045 -80,872 $2.1M -2.0% 0.09% ABS-MBS
297 AMERICAN MUNI PWR-OHIO INC OH 02765UEK6 Sep 2022 1,500,000 — $2.1M +7.4% 0.09% DBT
298 HEXION INC 00217XAB2 Sep 2022 2,303,425 -5,788 $2.1M +4.3% 0.09% LON
299 T-MOBILE USA INC 87264ABD6 Sep 2022 2,150,000 — $2.1M +2.0% 0.08% DBT
300 APPLIED SYSTEMS INC 03827FBA8 — 2,058,605 New $2.1M — 0.08% LON
301 OZLM Ltd 67113DAW4 Sep 2022 2,100,000 — $2.1M +0.7% 0.08% ABS-CBDO
302 Freddie Mac 31335AZ68 Sep 2022 2,242,969 -49,200 $2.1M +0.2% 0.08% ABS-MBS
303 PENSKE TRUCK LEASING/PTL 709599BE3 Sep 2022 2,100,000 — $2.0M +1.2% 0.08% DBT
304 LSF9 ATLANTIS HOLDINGS L 50226BAH1 Sep 2022 2,083,625 -26,375 $2.0M -0.8% 0.08% LON
305 Morgan Stanley Capital Inc 617526AE8 Sep 2022 3,651,511 -29,848 $2.0M -7.1% 0.08% ABS-MBS
306 Fannie Mae 3138ESAD0 Sep 2022 1,963,943 -79,655 $2.0M -4.0% 0.08% ABS-MBS
307 Toro European CLO 000000000 Sep 2022 1,900,000 New $2.0M — 0.08% ABS-CBDO
308 CHICAGO IL TRANSIT AUTH SALES 167725AF7 Sep 2022 1,750,000 — $2.0M +4.2% 0.08% DBT
309 CHICAGO IL TRANSIT AUTH SALES 167725AC4 Sep 2022 1,750,000 — $2.0M +4.2% 0.08% DBT
310 SIRIUS REAL ESTATE LTD 000000000 Sep 2022 2,400,000 New $2.0M — 0.08% DBT
311 Government National Mortgage A 38375BNQ1 Sep 2022 2,021,215 -122,763 $2.0M -5.5% 0.08% ABS-MBS
312 ORACLE CORP 68389XCQ6 — 2,115,000 New $2.0M — 0.08% DBT
313 Man GLG Euro CLO 000000000 Sep 2022 1,898,932 New $2.0M — 0.08% ABS-CBDO
314 AIR LEASE CORP 00912XBF0 Sep 2022 2,115,000 — $2.0M +1.4% 0.08% DBT
315 Freddie Mac 31346YFR9 Sep 2022 2,218,568 -29,991 $2.0M +1.1% 0.08% ABS-MBS
316 CITIZENS BANK NA/RI 75524KPT5 Mar 2023 2,130,000 — $2.0M -6.9% 0.08% DBT
317 Fannie Mae 31418DYC0 — 2,314,372 New $2.0M — 0.08% ABS-MBS
318 OCP Euro CLO 000000000 Sep 2022 1,900,000 New $2.0M — 0.08% ABS-CBDO
319 Palmer Square Loan Funding Ltd 69702HAA6 Sep 2022 2,019,065 -88,758 $2.0M -4.0% 0.08% ABS-CBDO
320 AUTODESK INC 052769AH9 Sep 2022 2,390,000 — $2.0M +3.8% 0.08% DBT
321 TARGA RESOURCES PARTNERS 87612BBG6 Sep 2022 2,055,000 — $2.0M +1.3% 0.08% DBT
322 Carlyle Global Market Strategi 000000000 Sep 2022 1,898,243 New $2.0M — 0.08% ABS-CBDO
323 Sound Point CLO LTD 83609NAN0 Sep 2022 1,982,791 -1,447,532 $2.0M -41.8% 0.08% ABS-CBDO
324 CVS HEALTH CORP 126650DP2 Sep 2022 2,755,000 — $2.0M +3.1% 0.08% DBT
325 SINCLAIR TELEVISION GROU 82925BAG0 Sep 2022 2,158,688 -5,438 $2.0M -4.6% 0.08% LON
326 AIR LEASE CORP 00914AAS1 Sep 2022 2,380,000 — $2.0M +3.8% 0.08% DBT
327 US TREASURY N/B 912828W71 Sep 2022 2,010,000 — $2.0M +0.7% 0.08% DBT
328 BARCLAYS PLC 000000000 Sep 2022 1,800,000 New $1.9M — 0.08% DBT
329 BOEING CO 097023CZ6 Sep 2022 2,000,000 — $1.9M +0.8% 0.08% DBT
330 HSBC HOLDINGS PLC 404280CM9 Sep 2022 2,200,000 — $1.9M +2.2% 0.08% DBT
331 Fannie Mae 3140J87H0 Sep 2022 1,858,121 -67,973 $1.9M -3.5% 0.08% ABS-MBS
332 US TREASURY N/B 912810TD0 Sep 2022 2,600,000 -1,530,000 $1.9M -32.5% 0.08% DBT
333 Freddie Mac 3133KKMZ9 Sep 2022 2,250,049 -45,906 $1.9M -0.4% 0.08% ABS-MBS
334 COOPERATIEVE RABOBANK UA 21684AAC0 Sep 2022 2,000,000 — $1.9M -0.9% 0.08% DBT
335 Long Beach Mortgage Loan Trust 542514RM8 Sep 2022 2,383,290 -26,275 $1.9M -1.6% 0.08% ABS-MBS
336 DIRECTV FIN LLC/COINC 25461LAA0 — 2,135,000 New $1.9M — 0.08% DBT
337 DELTA AIR LINES INC 247361ZZ4 Sep 2022 1,858,000 — $1.9M +1.8% 0.08% DBT
338 UNITED AIRLINES INC 90932LAG2 Sep 2022 2,005,000 — $1.9M +3.2% 0.08% DBT
339 T-MOBILE USA INC 87264ABZ7 Sep 2022 2,100,000 — $1.9M +1.9% 0.08% DBT
340 SOUTHERN CO GAS CAPITAL 8426EPAF5 Sep 2022 1,901,000 — $1.9M +2.5% 0.08% DBT
341 MUNI ELEC AUTH OF GEORGIA 626207YM0 Sep 2022 1,728,000 — $1.9M +2.5% 0.08% DBT
342 AIR LEASE CORP 00914AAJ1 Sep 2022 2,050,000 — $1.9M +0.7% 0.08% DBT
343 US TREASURY N/B 91282CFQ9 Mar 2023 1,910,000 -610,000 $1.9M -23.9% 0.08% DBT
344 ALTICE FRANCE SA 000000000 Sep 2022 1,900,000 New $1.9M — 0.08% DBT
345 ATMOS ENERGY CORP 049560AY1 Mar 2023 1,745,000 — $1.9M +4.1% 0.08% DBT
346 STRIP PRINC 912803EH2 Sep 2022 4,290,000 — $1.9M +7.9% 0.08% DBT
347 US TREASURY N/B 912810RB6 Sep 2022 2,200,000 — $1.9M +5.8% 0.08% DBT
348 GOLDMAN SACHS GROUP INC 38141GZR8 Sep 2022 2,000,000 — $1.9M +1.5% 0.08% DBT
349 GLOBAL PAYMENTS INC 37940XAB8 Sep 2022 2,150,000 — $1.9M +3.3% 0.08% DBT
350 MAUSER PACKAGING SOLUT 57763RAB3 — 1,890,000 New $1.9M — 0.08% DBT
351 Freddie Mac 3132DNCD3 Sep 2022 2,022,494 -30,484 $1.9M +0.8% 0.08% ABS-MBS
352 Freddie Mac 3133BMLL7 Sep 2022 1,970,468 -22,499 $1.9M +0.8% 0.08% ABS-MBS
353 FRONTIER COMMUNICATIONS 35906ABF4 — 2,170,000 New $1.9M — 0.08% DBT
354 SCIENTIFIC GAMES INTERNATIO 80875AAT8 — 1,883,832 New $1.9M — 0.08% LON
355 Structured Asset Securities Co 86361GAA4 Sep 2022 3,010,270 -28,605 $1.9M -1.5% 0.08% ABS-O
356 NEVADA POWER CO 641423CF3 Mar 2023 1,670,000 — $1.9M +3.7% 0.08% DBT
357 JPMORGAN CHASE & CO 46647PBU9 Sep 2022 2,335,000 — $1.9M +4.5% 0.08% DBT
358 Palmer Square European Loan Fu 000000000 Sep 2022 1,751,603 New $1.9M — 0.08% ABS-CBDO
359 US TREASURY N/B 912810SU3 Sep 2022 2,700,000 — $1.8M +7.5% 0.08% DBT
360 Wells Fargo Commercial Mortgag 95002UAJ0 Sep 2022 2,300,000 — $1.8M +0.5% 0.08% ABS-MBS
361 SUMITOMO MITSUI FINL GRP 86562MCJ7 Sep 2022 2,300,000 — $1.8M +3.4% 0.08% DBT
362 GS Mortgage-Backed Securities 36264PAH2 Sep 2022 2,123,499 -39,926 $1.8M -1.2% 0.08% ABS-MBS
363 Bank 06540BBD0 Sep 2022 2,100,000 — $1.8M +0.3% 0.07% ABS-MBS
364 Bank 06540MBH7 Sep 2022 2,000,000 — $1.8M -0.4% 0.07% ABS-MBS
365 MORGAN STANLEY 61747YEV3 Mar 2023 1,717,000 +382,000 $1.8M +30.9% 0.07% DBT
366 GS Mortgage-Backed Securities 36262CAB6 Sep 2022 2,223,985 -17,197 $1.8M +0.0% 0.07% ABS-MBS
367 Jubilee CDO BV 000000000 Sep 2022 1,700,000 New $1.8M — 0.07% ABS-CBDO
368 GS Mortgage Securities Trust 36253PAC6 Sep 2022 1,935,000 — $1.8M +0.4% 0.07% ABS-MBS
369 CITIGROUP INC 172967LZ2 Sep 2022 1,800,000 — $1.8M +0.3% 0.07% DBT
370 BARCLAYS PLC 06738EBC8 Sep 2022 1,800,000 — $1.8M -0.3% 0.07% DBT
371 GOLDMAN SACHS GROUP INC 38141GYA6 Sep 2022 2,000,000 — $1.8M +2.0% 0.07% DBT
372 Fremont Home Loan Trust 35729PDQ0 Sep 2022 1,952,372 -74,825 $1.8M -3.6% 0.07% ABS-MBS
373 Fannie Mae 3140XCLU0 Sep 2022 2,051,108 -42,883 $1.8M -0.3% 0.07% ABS-MBS
374 MORGAN STANLEY 000000000 Sep 2022 2,000,000 New $1.8M — 0.07% DBT
375 Signal Peak CLO, LLC 56844YAA5 Sep 2022 1,800,000 — $1.8M +0.4% 0.07% ABS-CBDO
376 NISSAN MOTOR CO 654744AA9 Sep 2022 1,800,000 — $1.8M +0.5% 0.07% DBT
377 US TREASURY N/B 912828D56 Sep 2022 1,820,000 — $1.8M +0.9% 0.07% DBT
378 TELEDYNE TECHNOLOGIES IN 879360AD7 Sep 2022 1,980,000 — $1.8M +3.7% 0.07% DBT
379 Anchorage Capital CLO LTD 03328WAS7 Sep 2022 1,800,000 — $1.8M +0.5% 0.07% ABS-CBDO
380 Fannie Mae 3138EQL34 Sep 2022 1,761,529 -50,153 $1.8M -1.3% 0.07% ABS-MBS
381 HYUNDAI CAPITAL SERVICES 44920UAQ1 Sep 2022 1,800,000 — $1.8M +1.7% 0.07% DBT
382 Aqueduct European CLO 000000000 Sep 2022 1,646,623 New $1.8M — 0.07% ABS-CBDO
383 TENET HEALTHCARE CORP 88033GDK3 — 1,815,000 New $1.7M — 0.07% DBT
384 DEUTSCHE BANK NY 251526CF4 Sep 2022 2,331,000 -260,000 $1.7M -8.6% 0.07% DBT
385 CREDIT SUISSE GROUP AG 225401AV0 Sep 2022 1,750,000 -3,805,000 $1.7M -65.7% 0.07% DBT
386 PFS Financing Corp. 69335PDZ5 Sep 2022 1,800,000 — $1.7M +1.2% 0.07% ABS-O
387 SANDS CHINA LTD 80007RAE5 Sep 2022 1,800,000 — $1.7M +1.3% 0.07% DBT
388 UBS GROUP AG 902613AA6 Sep 2022 2,000,000 — $1.7M +0.5% 0.07% DBT
389 Harvest CLO 000000000 Sep 2022 1,616,163 New $1.7M — 0.07% ABS-CBDO
390 Stratus CLO 86315WAA6 Sep 2022 1,720,326 -90,072 $1.7M -4.7% 0.07% ABS-CBDO
391 ORGANON & CO 68621XAE3 Sep 2022 1,694,659 -166,633 $1.7M -8.1% 0.07% LON
392 Fannie Mae 3140X8YQ4 Sep 2022 2,037,393 -30,401 $1.7M -0.0% 0.07% ABS-MBS
393 MURPHY OIL CORP 626717AM4 Sep 2022 1,730,000 — $1.7M +1.2% 0.07% DBT
394 Segovia European CLO 6 - 2019 000000000 Sep 2022 1,600,000 New $1.7M — 0.07% ABS-CBDO
395 Government National Mortgage A 36179XFJ0 Mar 2023 1,675,872 -15,700 $1.7M +0.1% 0.07% ABS-MBS
396 Fannie Mae 3140X6Q38 Sep 2022 1,759,811 -43,034 $1.7M -0.5% 0.07% ABS-MBS
397 MIZUHO FINANCIAL GROUP 60687YBE8 Sep 2022 2,000,000 — $1.7M +3.5% 0.07% DBT
398 ARES CLO Ltd 04016GBB3 Sep 2022 1,681,360 -96,005 $1.7M -5.0% 0.07% ABS-CBDO
399 Cairn CLO DAC 000000000 Sep 2022 1,577,970 New $1.7M — 0.07% ABS-CBDO
400 CRESTWOOD MID PARTNER LP 226373AR9 Sep 2022 1,737,000 — $1.7M +3.7% 0.07% DBT
401 CROWN CASTLE INC 22822VAV3 Mar 2023 1,870,000 — $1.6M +1.9% 0.07% DBT
402 CONNECT FINCO SARL/CONNE 20752TAA2 Sep 2022 1,740,000 — $1.6M +1.3% 0.07% DBT
403 NEW JERSEY ST TRANSPRTN TRUST 646136XS5 Sep 2022 1,590,000 — $1.6M +1.8% 0.07% DBT
404 FRONTIER COMMUNICATIONS 35906EAQ3 Sep 2022 1,715,000 -4,375 $1.6M -1.0% 0.07% LON
405 BENCHMARK Mortgage Trust 08163BBA8 Sep 2022 2,050,000 — $1.6M -0.3% 0.07% ABS-MBS
406 HSBC HOLDINGS PLC 404280CY3 Sep 2022 2,000,000 — $1.6M +5.9% 0.07% DBT
407 Galaxy CLO Ltd 36320WAL0 Sep 2022 1,650,000 — $1.6M -0.1% 0.07% ABS-CBDO
408 INDIGO GROUP SAS 000000000 Sep 2022 1,700,000 New $1.6M — 0.07% DBT
409 VMED O2 UK FINAN 92858RAA8 Sep 2022 1,885,000 — $1.6M +5.0% 0.07% DBT
410 BRIGHTHOUSE FINANCIAL IN 10922NAH6 Sep 2022 2,472,000 -498,000 $1.6M -14.9% 0.07% DBT
411 MITSUBISHI UFJ FIN GRP 606822BN3 Sep 2022 1,700,000 — $1.6M +0.6% 0.07% DBT
412 UKG INC 90385KAK7 Sep 2022 1,632,681 -4,133 $1.6M +2.2% 0.07% LON
413 Freddie Mac 3132DWDC4 Mar 2023 1,925,093 -20,309 $1.6M +0.5% 0.07% ABS-MBS
414 ATHENE HOLDING LTD 04686JAE1 Mar 2023 2,510,000 — $1.6M +2.6% 0.07% DBT
415 Carlyle Global Market Strategi 000000000 Sep 2022 1,500,000 New $1.6M — 0.07% ABS-CBDO
416 BARCLAYS PLC 06738EBY0 Sep 2022 1,600,000 — $1.6M +1.7% 0.06% DBT
417 Freddie Mac 3133KYWT2 Sep 2022 1,725,360 -33,628 $1.6M +0.5% 0.06% ABS-MBS
418 NEWMONT CORP 651639AY2 Sep 2022 1,875,000 — $1.6M +4.3% 0.06% DBT
419 DUKE ENERGY CORP 26441CBG9 Sep 2022 1,630,000 — $1.6M +5.1% 0.06% DBT
420 BROADRIDGE FINANCIAL SOL 11133TAE3 Sep 2022 1,866,000 -832,000 $1.6M -29.0% 0.06% DBT
421 BENCHMARK Mortgage Trust 08163NBQ7 Sep 2022 2,200,000 — $1.6M +4.1% 0.06% ABS-MBS
422 Fannie Mae 3140X9XJ9 Sep 2022 1,497,108 -50,439 $1.6M -3.1% 0.06% ABS-MBS
423 J.P. Morgan Alternative Loan T 466278AA6 Sep 2022 2,910,750 -26,462 $1.6M -3.2% 0.06% ABS-MBS
424 FIFTH THIRD BANK 31677QBT5 Mar 2023 1,575,000 — $1.6M -2.4% 0.06% DBT
425 SPIRIT AIRLINES INC 848577AB8 Sep 2022 1,906,000 — $1.5M +0.1% 0.06% DBT
426 MITSUBISHI UFJ FIN GRP 606822BR4 Sep 2022 1,800,000 — $1.5M +2.7% 0.06% DBT
427 JPMDB Commercial Mortgage Secu 46590LAT9 Sep 2022 1,640,000 — $1.5M +1.0% 0.06% ABS-MBS
428 BNP PARIBAS 09659W2M5 Sep 2022 1,800,000 — $1.5M +2.0% 0.06% DBT
429 MPH ACQUISITION HOLDINGS 55328HAK7 Sep 2022 1,773,011 -4,489 $1.5M -0.1% 0.06% LON
430 JP Morgan Mortgage Trust 46592XBZ6 Sep 2022 1,930,526 -10,742 $1.5M +1.7% 0.06% ABS-MBS
431 BAXTER INTERNATIONAL INC 071813CV9 Sep 2022 2,336,000 — $1.5M +0.0% 0.06% DBT
432 Vibrant CLO Ltd 92558EAJ1 Sep 2022 1,531,266 -269,883 $1.5M -14.7% 0.06% ABS-CBDO
433 Freddie Mac 3132A5GE9 — 1,651,886 New $1.5M — 0.06% ABS-MBS
434 PG&E CORP 69331CAJ7 Sep 2022 1,625,000 — $1.5M +2.0% 0.06% DBT
435 MIZUHO FINANCIAL GROUP 60687YBD0 Sep 2022 1,600,000 — $1.5M +1.5% 0.06% DBT
436 Fannie Mae 3140X63T6 Sep 2022 1,618,309 -32,331 $1.5M -0.6% 0.06% ABS-MBS
437 WARNERMEDIA HOLDINGS INC 55903VAQ6 Sep 2022 1,825,000 — $1.5M +11.0% 0.06% DBT
438 Vibrant CLO Ltd 92558NAJ1 Sep 2022 1,500,000 — $1.5M +0.5% 0.06% ABS-CBDO
439 Freddie Mac 3132DVKS3 Sep 2022 1,477,633 -35,402 $1.5M -1.0% 0.06% ABS-MBS
440 ARES CLO Ltd 04015WBA1 Sep 2022 1,500,000 — $1.5M +0.3% 0.06% ABS-CBDO
441 DANONE SA 23636TAD2 Sep 2022 1,500,000 — $1.5M +0.6% 0.06% DBT
442 TELEDYNE TECHNOLOGIES IN 879360AE5 Sep 2022 1,730,000 — $1.5M +4.1% 0.06% DBT
443 Fannie Mae 3140XCM54 Sep 2022 1,636,938 -24,910 $1.5M +0.7% 0.06% ABS-MBS
444 Cairn CLO BV 000000000 Sep 2022 1,400,000 New $1.5M — 0.06% ABS-CBDO
445 GOLDEN ST TOBACCO SECURITIZATI 38122NC83 Sep 2022 1,700,000 — $1.5M +3.3% 0.06% DBT
446 Carlyle Global Market Strategi 14314BAL1 Sep 2022 1,500,000 — $1.5M -0.4% 0.06% ABS-CBDO
447 VERIZON COMMUNICATIONS 92343VGK4 Sep 2022 1,845,000 — $1.5M +5.3% 0.06% DBT
448 BlueMountain Fuji EUR CLO 000000000 Sep 2022 1,398,715 New $1.5M — 0.06% ABS-CBDO
449 Jubilee CDO BV 000000000 Sep 2022 1,400,000 New $1.5M — 0.06% ABS-CBDO
450 ONEMAIN FINANCE CORP 85172FAP4 Sep 2022 1,500,000 — $1.5M +0.6% 0.06% DBT
451 AMERICAN HOMES 4 RENT 02666TAE7 Sep 2022 1,685,000 — $1.5M +2.8% 0.06% DBT
452 Atrium CDO Corp 04965CAJ7 Sep 2022 1,473,316 -617,905 $1.5M -29.3% 0.06% ABS-CBDO
453 US TREASURY N/B 91282CGG0 — 1,460,000 New $1.5M — 0.06% DBT
454 ABERTIS FINANCE BV 000000000 Sep 2022 1,500,000 New $1.5M — 0.06% DBT
455 Fannie Mae 3140Q8J48 Sep 2022 1,540,312 -46,745 $1.5M -1.2% 0.06% ABS-MBS
456 PILGRIM'S PRIDE CORP 72147KAE8 Sep 2022 1,458,000 — $1.5M +2.4% 0.06% DBT
457 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TYM3 Sep 2022 412 New $1.5M — 0.06% DIR
458 COTY INC 222070AE4 Sep 2022 1,500,000 — $1.4M +1.7% 0.06% DBT
459 BOEING CO 097023DB8 Sep 2022 1,545,000 — $1.4M +2.5% 0.06% DBT
460 ROMANIA 000000000 Sep 2022 1,800,000 New $1.4M — 0.06% DBT
461 Freddie Mac 3132Y2FT8 Sep 2022 1,525,521 -14,126 $1.4M +0.8% 0.06% ABS-MBS
462 FORD MOTOR CREDIT CO LLC 345397ZW6 Sep 2022 1,514,000 — $1.4M +2.9% 0.06% DBT
463 Fannie Mae - CAS 20754LAB5 Sep 2022 1,500,000 — $1.4M +0.8% 0.06% ABS-MBS
464 DAE FUNDING LLC 23371DAH7 Sep 2022 1,500,000 — $1.4M +0.8% 0.06% DBT
465 Fannie Mae 3140X6FL0 Sep 2022 1,586,003 -30,700 $1.4M +0.2% 0.06% ABS-MBS
466 Fannie Mae 3140XJZY2 Mar 2023 1,517,419 -38,581 $1.4M -0.7% 0.06% ABS-MBS
467 UNITED AIR 2020-1 A PTT 90931GAA7 Sep 2022 1,433,613 -68,115 $1.4M -3.5% 0.06% DBT
468 JPMORGAN CHASE & CO 46647PCV6 Sep 2022 1,500,000 — $1.4M +0.8% 0.06% DBT
469 SANTOS FINANCE LTD 803014AA7 Sep 2022 1,700,000 — $1.4M +5.1% 0.06% DBT
470 PG&E CORP 69338CAH4 Sep 2022 1,421,645 -3,655 $1.4M +0.3% 0.06% LON
471 DataBank Issuer LLC 23802WAA9 Sep 2022 1,600,000 — $1.4M +2.5% 0.06% ABS-O
472 ONEOK INC 682680AW3 Sep 2022 1,500,000 — $1.4M +2.2% 0.06% DBT
473 CARNIVAL CORP 143658BL5 Sep 2022 1,553,000 -550,000 $1.4M -15.1% 0.06% DBT
474 BOFA SECURITIES, INC. N/A Sep 2022 1 New $1.4M — 0.06% DFE
475 EPR PROPERTIES 26884UAD1 Sep 2022 1,700,000 — $1.4M -5.3% 0.06% DBT
476 Bank 06541LBU9 Sep 2022 1,800,000 — $1.4M +3.2% 0.06% ABS-MBS
477 BENCHMARK Mortgage Trust 08163NBP9 Sep 2022 1,800,000 — $1.4M +6.7% 0.06% ABS-MBS
478 Bain Capital Euro CLO 000000000 Sep 2022 1,300,000 New $1.4M — 0.06% ABS-CBDO
479 ENEL FINANCE AMERICA LLC 29280HAB8 Mar 2023 2,085,000 — $1.4M +9.2% 0.06% DBT
480 Residential Accredit Loans, In 749236AC9 Sep 2022 1,945,401 -24,065 $1.4M -3.7% 0.06% ABS-MBS
481 Ares Euro CLO 000000000 Sep 2022 1,293,268 New $1.4M — 0.06% ABS-CBDO
482 BANCO SANTANDER SA 05971KAM1 Sep 2022 1,400,000 — $1.4M -0.1% 0.06% DBT
483 AERCAP IRELAND CAP/GLOBA 00774MAN5 Sep 2022 1,350,000 — $1.4M -0.6% 0.06% DBT
484 Morgan Stanley BAML Trust 61766EBE4 Sep 2022 1,445,000 — $1.4M +0.9% 0.06% ABS-MBS
485 TRUIST FINANCIAL CORP 89832QAE9 Sep 2022 1,465,000 — $1.4M -3.3% 0.06% DBT
486 Voya CLO Ltd 92916GBE3 Sep 2022 1,360,025 -39,975 $1.3M -2.6% 0.06% ABS-CBDO
487 METLIFE INC 59156RCA4 Sep 2022 1,520,000 — $1.3M -5.1% 0.06% DBT
488 Citigroup Commercial Mortgage 17323CAE7 Sep 2022 1,400,000 — $1.3M +0.8% 0.06% ABS-MBS
489 BROADCOM INC 11135FBK6 Sep 2022 1,600,000 — $1.3M +4.1% 0.05% DBT
490 CHARLES SCHWAB CORP 808513BD6 Sep 2022 1,405,000 -1,090,000 $1.3M -45.4% 0.05% DBT
491 US TREASURY N/B 912810SC3 Sep 2022 1,490,000 — $1.3M +6.2% 0.05% DBT
492 Freddie Mac 3133KMJG1 Sep 2022 1,473,084 -14,286 $1.3M +1.1% 0.05% ABS-MBS
493 Apidos CLO 03759CAS9 Sep 2022 1,350,000 — $1.3M +0.0% 0.05% ABS-CBDO
494 AT&T INC 00206RJZ6 Sep 2022 1,680,000 — $1.3M +5.4% 0.05% DBT
495 VISTRA CORP 92840MAC6 — 1,500,000 New $1.3M — 0.05% DBT
496 NISSAN MOTOR CO 654744AC5 Sep 2022 1,400,000 -1,300,000 $1.3M -46.1% 0.05% DBT
497 T-MOBILE USA INC 87264ABF1 Sep 2022 1,400,000 — $1.3M +3.4% 0.05% DBT
498 FORD MOTOR CREDIT CO LLC 000000000 Sep 2022 1,100,000 New $1.3M — 0.05% DBT
499 US TREASURY N/B 912810TA6 Sep 2022 1,800,000 — $1.3M +5.8% 0.05% DBT
500 LLOYDS BANKING GROUP PLC 53944YAS2 Sep 2022 1,400,000 — $1.3M +0.6% 0.05% DBT
501 CALPINE CORP 131347CQ7 Sep 2022 1,535,000 — $1.3M +0.8% 0.05% DBT
502 AERCAP IRELAND CAP/GLOBA 00774MAV7 Sep 2022 1,445,000 — $1.3M +2.6% 0.05% DBT
503 ENTEGRIS INC 29362LAM6 — 1,295,000 New $1.3M — 0.05% LON
504 Fannie Mae 3140HPVB0 Sep 2022 1,330,698 -69,919 $1.3M -3.2% 0.05% ABS-MBS
505 VERIZON COMMUNICATIONS 92343VGN8 Sep 2022 1,570,000 — $1.3M +3.2% 0.05% DBT
506 Freddie Mac 31335BZT6 Sep 2022 1,238,593 -42,733 $1.3M -3.2% 0.05% ABS-MBS
507 AMERICAN TOWER CORP 03027XBS8 Sep 2022 1,600,000 — $1.3M +2.9% 0.05% DBT
508 Vibrant CLO Ltd 92557WAW3 Sep 2022 1,300,000 — $1.3M +0.6% 0.05% ABS-CBDO
509 COOPERATIEVE RABOBANK UA 21684AAF3 Sep 2022 1,350,000 — $1.3M +0.7% 0.05% DBT
510 BP CAP MARKETS AMERICA 10373QBT6 Sep 2022 1,465,000 — $1.3M +4.3% 0.05% DBT
511 Freddie Mac 3132A5HR9 Sep 2022 1,322,027 -31,210 $1.3M -0.4% 0.05% ABS-MBS
512 BALTIMORE GAS & ELECTRIC 059165EP1 Sep 2022 1,395,000 — $1.3M +2.7% 0.05% DBT
513 NXP BV/NXP FDG/NXP USA 62954HAU2 Sep 2022 1,740,000 — $1.3M +4.0% 0.05% DBT
514 Cordatus CLO PLC 000000000 Sep 2022 1,200,000 New $1.3M — 0.05% ABS-CBDO
515 STANDARD INDUSTRIES INC 853496AH0 Sep 2022 1,568,000 — $1.3M +6.7% 0.05% DBT
516 Venture CDO Ltd 923260AC7 Sep 2022 1,300,000 — $1.3M +1.7% 0.05% ABS-CBDO
517 PRUDENTIAL FINANCIAL INC 74432QCF0 Sep 2022 1,660,000 — $1.3M -1.2% 0.05% DBT
518 SVB FINANCIAL GROUP 78486QAS0 Sep 2022 2,164,000 -746,000 $1.3M -51.3% 0.05% DBT
519 Fannie Mae 3140J6EW3 Sep 2022 1,201,872 -39,857 $1.3M -3.1% 0.05% ABS-MBS
520 JBS USA/FOOD/FINANCE 46590XAF3 Sep 2022 1,466,000 — $1.3M +3.0% 0.05% DBT
521 PNC FINANCIAL SERVICES 693475BH7 Mar 2023 1,250,000 — $1.3M -1.0% 0.05% DBT
522 OGLETHORPE POWER CORP 677050AQ9 Sep 2022 1,620,000 — $1.2M +6.9% 0.05% DBT
523 STATE OF ISRAEL 000000000 Sep 2022 1,600,000 New $1.2M — 0.05% DBT
524 US BANCORP 91159HHK9 Sep 2022 1,275,000 — $1.2M -1.2% 0.05% DBT
525 Woodward Capital Management 74939KAA4 Sep 2022 1,521,641 -14,676 $1.2M -0.1% 0.05% ABS-MBS
526 DEUTSCHE BANK NY 251526CD9 Sep 2022 1,500,000 — $1.2M +2.1% 0.05% DBT
527 Citigroup Commercial Mortgage 29429CAD7 Sep 2022 1,305,000 — $1.2M +1.0% 0.05% ABS-MBS
528 PACIFIC GAS & ELECTRIC 694308JF5 Sep 2022 1,400,000 — $1.2M +2.0% 0.05% DBT
529 Marathon CLO LTD 56580KAA3 Sep 2022 1,250,000 — $1.2M +0.5% 0.05% ABS-CBDO
530 Long Beach Mortgage Loan Trust 54251TAA7 Sep 2022 2,270,553 -20,357 $1.2M -0.1% 0.05% ABS-MBS
531 Fannie Mae 3140XB7L8 Sep 2022 1,287,304 -43,918 $1.2M -3.1% 0.05% ABS-MBS
532 Fannie Mae 3140L2PU1 Sep 2022 1,451,123 -20,938 $1.2M -0.2% 0.05% ABS-MBS
533 US FOODS INC 90351HAE8 Sep 2022 1,206,250 -115,833 $1.2M -8.5% 0.05% LON
534 JP Morgan Mortgage Trust 46654AAC3 Sep 2022 1,493,271 -16,869 $1.2M -0.6% 0.05% ABS-MBS
535 GS Mortgage Securities Trust 36252HAD3 Sep 2022 1,280,000 — $1.2M +0.7% 0.05% ABS-MBS
536 Fannie Mae 3140QFCQ0 Sep 2022 1,384,381 -11,118 $1.2M +0.6% 0.05% ABS-MBS
537 Morgan Stanley Capital Inc 61753KAE6 Sep 2022 2,715,375 -15,134 $1.2M -1.4% 0.05% ABS-MBS
538 Fannie Mae 3140XF5E7 Sep 2022 1,184,985 -35,241 $1.2M -1.5% 0.05% ABS-MBS
539 ABBVIE INC 00287YBC2 Sep 2022 1,200,000 — $1.2M +0.0% 0.05% DBT
540 US TREASURY N/B 912810QY7 Sep 2022 1,400,000 — $1.2M +5.8% 0.05% DBT
541 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TUM3 Sep 2022 510 New $1.2M — 0.05% DIR
542 SOUTHERN CAL EDISON 842400GT4 Sep 2022 1,525,000 — $1.2M +5.0% 0.05% DBT
543 522 Funding CLO LTD 33835NAA9 Sep 2022 1,200,000 — $1.2M +0.2% 0.05% ABS-CBDO
544 Fannie Mae 3140K16M3 Sep 2022 1,253,491 -20,117 $1.2M +0.6% 0.05% ABS-MBS
545 DAVITA INC 23918KAS7 — 1,375,000 New $1.2M — 0.05% DBT
546 Anchorage Capital CLO LTD 03330NAJ3 Sep 2022 1,200,000 — $1.2M +0.2% 0.05% ABS-CBDO
547 PDC ENERGY INC 69327RAJ0 Sep 2022 1,205,000 — $1.2M +1.9% 0.05% DBT
548 PACIFIC GAS & ELECTRIC 694308KC0 Sep 2022 1,300,000 — $1.2M +3.1% 0.05% DBT
549 ENTEGRIS ESCROW CORP 29365BAA1 Sep 2022 1,230,000 — $1.2M +3.5% 0.05% DBT
550 Adagio CLO 000000000 Sep 2022 1,100,000 New $1.2M — 0.05% ABS-CBDO
551 AERCAP IRELAND CAP/GLOBA 00774MAG0 Sep 2022 1,200,000 — $1.2M +0.5% 0.05% DBT
552 BPCE SA 05578AAY4 — 1,170,000 New $1.2M — 0.05% DBT
553 HSBC HOLDINGS PLC 404280DV8 — 1,100,000 New $1.2M — 0.05% DBT
554 INDIANAPOLIS PWR & LIGHT 455434BV1 Mar 2023 1,090,000 — $1.1M +2.2% 0.05% DBT
555 VALERO ENERGY CORP 91913YBD1 Sep 2022 1,575,000 -1,618,000 $1.1M -49.5% 0.05% DBT
556 GS Mortgage Securities Trust 36260JAD9 Sep 2022 1,250,000 — $1.1M +1.6% 0.05% ABS-MBS
557 BURLINGTN NORTH SANTA FE 12189LBH3 Sep 2022 1,615,000 — $1.1M +4.5% 0.05% DBT
558 INTESA SANPAOLO SPA 46115HBL0 Sep 2022 1,300,000 — $1.1M +1.6% 0.05% DBT
559 BANCO SANTANDER SA 05964HAQ8 Sep 2022 1,200,000 — $1.1M +1.2% 0.05% DBT
560 JP Morgan Chase Commercial Mor 46590MAV2 Sep 2022 1,250,000 — $1.1M +1.1% 0.05% ABS-MBS
561 Fannie Mae 3140QLMW3 Sep 2022 1,357,465 -19,688 $1.1M -0.3% 0.05% ABS-MBS
562 Ludgate Funding Plc 000000000 Sep 2022 951,524 New $1.1M — 0.05% ABS-MBS
563 DIAMONDBACK ENERGY INC 25278XAT6 — 1,423,000 New $1.1M — 0.05% DBT
564 Wells Fargo Commercial Mortgag 95000GAY0 Sep 2022 1,220,000 — $1.1M +1.2% 0.05% ABS-MBS
565 MORGAN STANLEY 6174468X0 Sep 2022 1,415,000 — $1.1M +4.0% 0.05% DBT
566 Fannie Mae 31417DMU4 Sep 2022 1,206,095 -25,052 $1.1M -0.7% 0.05% ABS-MBS
567 EQT CORP 26884LAH2 Sep 2022 1,100,000 — $1.1M +0.3% 0.05% DBT
568 MIZUHO FINANCIAL GROUP 60687YBU2 Sep 2022 1,400,000 — $1.1M +3.1% 0.05% DBT
569 Fannie Mae 3140HKBG2 Sep 2022 1,135,453 -58,792 $1.1M -3.2% 0.05% ABS-MBS
570 STATE STREET CORP 857477BS1 Sep 2022 1,210,000 — $1.1M +1.3% 0.05% DBT
571 VMC Finance LLC 91835RAA8 Sep 2022 1,137,910 -1,265 $1.1M +0.4% 0.05% ABS-MBS
572 HILTON WORLDWIDE FINANCE 43289DAH6 Sep 2022 1,088,891 — $1.1M +0.2% 0.04% LON
573 STATE OF ISRAEL 46513JB34 Sep 2022 1,200,000 — $1.1M -0.5% 0.04% DBT
574 Fannie Mae 3140XCB80 Sep 2022 1,245,830 -17,667 $1.1M +0.1% 0.04% ABS-MBS
575 Morgan Stanley BAML Trust 61690AAB0 Sep 2022 1,100,300 -123,048 $1.1M -10.1% 0.04% ABS-MBS
576 T-MOBILE USA INC 87264ABN4 Sep 2022 1,500,000 — $1.1M +6.0% 0.04% DBT
577 Bank 06539VAW8 Sep 2022 1,353,000 — $1.1M +5.7% 0.04% ABS-MBS
578 FRONTIER COMMUNICATIONS 35906ABE7 Sep 2022 1,165,000 — $1.1M -2.2% 0.04% DBT
579 BNPP AM Euro CLO 000000000 Sep 2022 1,000,000 New $1.1M — 0.04% ABS-CBDO
580 ALTICE FRANCE SA 02156LAH4 Sep 2022 1,375,000 — $1.1M +0.2% 0.04% DBT
581 DEUTSCHE BANK NY 251526CS6 — 1,053,000 New $1.0M — 0.04% DBT
582 Fannie Mae 3140KYPB4 Sep 2022 1,244,682 -35,865 $1.0M -1.3% 0.04% ABS-MBS
583 FORD MOTOR CREDIT CO LLC 000000000 Sep 2022 1,000,000 New $1.0M — 0.04% DBT
584 BENCHMARK Mortgage Trust 08163LAG4 Sep 2022 1,300,000 — $1.0M -0.1% 0.04% ABS-MBS
585 ROYALTY PHARMA PLC 78081BAP8 Sep 2022 1,568,000 +270,000 $1.0M +28.5% 0.04% DBT
586 Government National Mortgage A 38376RFJ0 Sep 2022 1,046,030 -53,228 $1.0M -4.4% 0.04% ABS-MBS
587 Government National Mortgage A 38376RSG2 Sep 2022 1,037,495 -41,030 $1.0M -3.3% 0.04% ABS-MBS
588 FHLMC Multifamily Structured P 3137F5LN7 Sep 2022 1,070,000 — $1.0M +1.2% 0.04% ABS-MBS
589 JPMORGAN CHASE & CO 46647PCW4 Sep 2022 1,100,000 — $1.0M +2.4% 0.04% DBT
590 AON CORP/AON GLOBAL HOLD 03740LAF9 Mar 2023 1,005,000 — $1.0M +1.3% 0.04% DBT
591 MORGAN STANLEY & CO. INTERNATIONAL PLC 000000000 Sep 2022 4,800,000 New $1.0M — 0.04% DIR
592 COMCAST CORP 20030NBT7 Sep 2022 1,195,000 -635,000 $1.0M -32.4% 0.04% DBT
593 KINDER MORGAN INC 49456BAX9 — 1,010,000 New $1.0M — 0.04% DBT
594 PERATON CORP 71360HAB3 Sep 2022 1,015,029 -2,638 $1.0M +0.7% 0.04% LON
595 ROLLS-ROYCE PLC 77578JAC2 Sep 2022 1,000,000 — $997K +4.5% 0.04% DBT
596 AVIATION CAPITAL GROUP 05369AAC5 Sep 2022 1,000,000 — $996K +0.4% 0.04% DBT
597 AMAZON.COM INC 023135BT2 Sep 2022 1,460,000 — $991K +6.9% 0.04% DBT
598 HILTON GRAND VAC BORROWER 43283LAH4 Sep 2022 985,000 -2,500 $985K +0.3% 0.04% LON
599 JPMDB Commercial Mortgage Secu 46646RAJ2 Sep 2022 1,065,000 — $984K +0.4% 0.04% ABS-MBS
600 Man GLG Euro CLO 000000000 Sep 2022 930,463 New $983K — 0.04% ABS-CBDO
601 AMGEN INC 031162DR8 — 955,000 New $982K — 0.04% DBT
602 VERIZON COMMUNICATIONS 92343VGH1 Sep 2022 1,100,000 — $980K +2.5% 0.04% DBT
603 KEY BANK NA 49327M3F9 Mar 2023 995,000 -1,416,000 $979K -60.7% 0.04% DBT
604 AMER AIRLN 15-1 A PTT 023770AA8 Sep 2022 1,126,438 — $979K +4.3% 0.04% DBT
605 Bear Stearns Asset Backed Secu 073879G69 Sep 2022 1,027,995 -5,520 $975K -0.8% 0.04% ABS-MBS
606 PENSKE TRUCK LEASING/PTL 709599AZ7 Sep 2022 1,000,000 — $972K +0.8% 0.04% DBT
607 NEWMONT CORP 651639AZ9 Sep 2022 1,160,000 — $972K +4.8% 0.04% DBT
608 AIA GROUP LTD 00131LAF2 Sep 2022 1,000,000 — $968K +2.9% 0.04% DBT
609 BRITISH AIR 18-1 AA PTT 11042TAA1 Sep 2022 1,049,993 -29,099 $964K -0.8% 0.04% DBT
610 BANCO SANTANDER SA 05964HAP0 Sep 2022 1,000,000 — $963K -0.1% 0.04% DBT
611 Freddie Mac - STACR 35564KRN1 Sep 2022 1,000,000 — $963K +2.3% 0.04% ABS-MBS
612 CHARTER COMM OPT LLC/CAP 161175BY9 Sep 2022 1,540,000 — $962K +7.4% 0.04% DBT
613 REALPAGE INC 75605VAD4 Sep 2022 987,500 — $960K +2.0% 0.04% LON
614 Fannie Mae 3140QAJA9 Sep 2022 962,432 -19,371 $958K -0.3% 0.04% ABS-MBS
615 Option One Mortgage Loan Trust 68389FGK4 Sep 2022 1,020,749 -43,467 $957K -4.4% 0.04% ABS-MBS
616 TCI-Symphony CLO 87232BAF9 Sep 2022 970,668 -24,038 $955K -2.5% 0.04% ABS-CBDO
617 CREDIT AGRICOLE SA 22534PAC7 — 940,000 New $954K — 0.04% DBT
618 TD SYNNEX CORP 87162WAK6 Sep 2022 1,200,000 — $953K +4.5% 0.04% DBT
619 SOUTHERN CO 842587DL8 Mar 2023 900,000 — $947K +2.6% 0.04% DBT
620 Countrywide Asset-Backed Certi 12668HAE0 Sep 2022 990,155 -30,926 $945K -3.1% 0.04% ABS-MBS
621 CITIGROUP INC 172967KY6 Sep 2022 1,000,000 — $944K +1.9% 0.04% DBT
622 FAIRFAX FINL HLDGS LTD 303901BF8 Sep 2022 1,000,000 — $944K +3.7% 0.04% DBT
623 JPMORGAN CHASE & CO 46647PBX3 Sep 2022 1,170,000 — $942K +4.9% 0.04% DBT
624 CASTLELAKE AVIATION ONE 000000000 Sep 2022 952,612 New $940K — 0.04% LON
625 BARCLAYS PLC 06738EBW4 Sep 2022 1,300,000 — $936K +4.9% 0.04% DBT
626 Residential Accredit Loans, In 74924EAA5 Sep 2022 1,105,133 -20,375 $936K -4.0% 0.04% ABS-MBS
627 Fannie Mae 3140J83Y7 Sep 2022 896,281 -36,056 $932K -3.3% 0.04% ABS-MBS
628 DUKE ENERGY INDIANA LLC 26443TAB2 Sep 2022 1,265,000 — $928K +5.0% 0.04% DBT
629 Fannie Mae 31396VJP4 Sep 2022 1,230,871 -42,117 $925K -1.3% 0.04% ABS-MBS
630 VIRGIN MONEY UK PLC 000000000 Sep 2022 800,000 New $925K — 0.04% DBT
631 ELEVANCE HEALTH INC 28622HAC5 — 925,000 New $922K — 0.04% DBT
632 MORGAN STANLEY & CO. INTERNATIONAL PLC 000000000 Sep 2022 71,500,000 New $921K — 0.04% DCR
633 Morgan Stanley BAML Trust 61690VAZ1 Sep 2022 960,000 — $916K +0.8% 0.04% ABS-MBS
634 PACIFIC GAS & ELECTRIC 694308JQ1 Sep 2022 1,100,000 — $905K +4.7% 0.04% DBT
635 JEFFERIES FIN GROUP INC 472319AM4 Sep 2022 880,000 — $904K +5.0% 0.04% DBT
636 Fannie Mae 3140X5PY3 Sep 2022 958,656 -19,270 $904K -0.2% 0.04% ABS-MBS
637 EVERGY KANSAS CENTRAL 30036FAA9 Sep 2022 1,185,000 — $898K +4.1% 0.04% DBT
638 ABBVIE INC 00287YAX7 Sep 2022 900,000 — $897K +0.4% 0.04% DBT
639 HOLCIM FINANCE LUX SA 000000000 Sep 2022 1,100,000 New $891K — 0.04% DBT
640 US BANCORP 91159HJH4 Mar 2023 885,000 — $890K -1.4% 0.04% DBT
641 Fannie Mae 3140QM6W9 Sep 2022 956,204 -14,596 $889K +0.6% 0.04% ABS-MBS
642 UBS GROUP AG 000000000 Sep 2022 1,000,000 New $887K — 0.04% DBT
643 Government National Mortgage A 38376RBB1 Sep 2022 895,104 -45,272 $886K -4.3% 0.04% ABS-MBS
644 AIR LEASE CORP 00914AAA0 Sep 2022 900,000 — $885K +0.1% 0.04% DBT
645 MILEAGE PLUS HOLDINGS IN 59921PAB2 Sep 2022 850,000 -50,000 $884K -4.7% 0.04% LON
646 WELLS FARGO & COMPANY 949746TD3 Sep 2022 1,000,000 — $883K +0.8% 0.04% DBT
647 MORGAN STANLEY 61747YEX9 Mar 2023 865,000 — $882K -0.3% 0.04% DBT
648 AMERICAN AIRLINES/AADVAN 00253XAA9 Sep 2022 891,676 +391,676 $879K +82.4% 0.04% DBT
649 Morgan Stanley Capital I Trust 61691UBE8 Sep 2022 1,000,000 — $878K +1.1% 0.04% ABS-MBS
650 CENTENE CORP 15135BAV3 Sep 2022 1,000,000 — $873K +3.0% 0.04% DBT
651 IRON MOUNTAIN INC 46284VAJ0 Sep 2022 966,000 — $872K +3.6% 0.04% DBT
652 Structured Asset Securities Co 86359YAH4 Sep 2022 952,547 -28,896 $865K -3.2% 0.04% ABS-MBS
653 ROYALTY PHARMA PLC 78081BAM5 Sep 2022 1,250,000 — $863K +7.4% 0.04% DBT
654 JPMORGAN CHASE & CO 46647PAR7 Sep 2022 900,000 — $861K +3.2% 0.04% DBT
655 HOLCIM FINANCE LUX SA 000000000 Sep 2022 1,000,000 New $860K — 0.04% DBT
656 Fannie Mae - CAS 20754BAB7 Sep 2022 900,000 — $854K +0.7% 0.04% ABS-MBS
657 WELLS FARGO & COMPANY 95000U2F9 Sep 2022 900,000 — $847K +1.3% 0.03% DBT
658 POPULAR INC 733174AL0 — 855,000 New $847K — 0.03% DBT
659 Deutsche Bank Commercial Mortg 23312LAS7 Sep 2022 900,000 — $846K +0.8% 0.03% ABS-MBS
660 NEW YORK ST URBAN DEV CORP REV 650035TD0 Sep 2022 800,000 — $839K +2.0% 0.03% DBT
661 US TREASURY N/B 91282CGB1 — 820,000 New $835K — 0.03% DBT
662 AMER AIRLINE 16-3 AA PTT 023771R91 Sep 2022 938,797 — $832K +2.0% 0.03% DBT
663 AMAZON.COM INC 023135BS4 Sep 2022 1,000,000 — $832K +3.2% 0.03% DBT
664 CCO HLDGS LLC/CAP CORP 1248EPBX0 Sep 2022 900,000 — $831K +1.5% 0.03% DBT
665 BANCO BILBAO VIZCAYA ARG 000000000 Sep 2022 800,000 New $831K — 0.03% DBT
666 ROYAL CARIBBEAN CRUISES 780153BG6 Sep 2022 940,000 -330,000 $831K -18.2% 0.03% DBT
667 Voya CLO Ltd 92914RAY8 Sep 2022 842,321 — $831K +0.1% 0.03% ABS-CBDO
668 APPLIED SYSTEMS INC 03827FBB6 Mar 2023 826,291 — $826K +0.2% 0.03% LON
669 BANCO SANTANDER SA 05964HAM7 Sep 2022 1,000,000 — $824K +3.3% 0.03% DBT
670 Freddie Mac 3132DNFT5 — 901,886 New $822K — 0.03% ABS-MBS
671 HUNTINGTON NATIONAL BANK 44644MAJ0 Mar 2023 855,000 — $820K -5.0% 0.03% DBT
672 Fannie Mae 3140X9LP8 Sep 2022 971,497 -15,800 $813K +0.0% 0.03% ABS-MBS
673 BARCLAYS PLC 06738ECD5 — 764,000 New $810K — 0.03% DBT
674 US BANK NA CINCINNATI 90331HNV1 Sep 2022 815,000 — $810K +0.3% 0.03% DBT
675 HAMILTON PROJECTS ACQUIR 14314VAB9 Sep 2022 815,006 — $810K +0.8% 0.03% LON
676 BANK OF AMERICA CORP 060505FQ2 Sep 2022 900,000 — $809K +3.7% 0.03% DBT
677 Fannie Mae 31418ELY4 Mar 2023 794,924 -4,309,829 $803K -84.3% 0.03% ABS-MBS
678 Fannie Mae 3140X9HW8 Sep 2022 968,067 -10,806 $803K +0.4% 0.03% ABS-MBS
679 HILTON GRAND VAC BOR ESC 43284MAA6 Sep 2022 900,000 — $800K +3.2% 0.03% DBT
680 Fannie Mae 3140X85M5 Sep 2022 846,099 -15,754 $799K -0.1% 0.03% ABS-MBS
681 PUBLIC SERVICE COLORADO 744448CY5 — 780,000 New $796K — 0.03% DBT
682 Fannie Mae 3140J9JV4 Sep 2022 760,895 -33,461 $795K -4.1% 0.03% ABS-MBS
683 TRUIST FINANCIAL CORP 89788MAK8 Mar 2023 755,000 — $793K -0.5% 0.03% DBT
684 Countrywide Asset-Backed Certi 12669LAE0 Sep 2022 932,706 +383 $790K -1.3% 0.03% ABS-MBS
685 MARRIOTT INTERNATIONAL 571903BF9 Sep 2022 900,000 — $790K +5.1% 0.03% DBT
686 US TREASURY N/B 912810RX8 Sep 2022 900,000 — $784K +6.4% 0.03% DBT
687 MORGAN STANLEY 61747YEY7 Mar 2023 715,000 — $782K +4.0% 0.03% DBT
688 US BANCORP 91159HJL5 — 800,000 New $777K — 0.03% DBT
689 ATHENE HOLDING LTD 04686JAD3 Mar 2023 1,120,000 — $773K +1.6% 0.03% DBT
690 EPICOR SOFTWARE CORP 29426NAN4 Sep 2022 781,955 -2,005 $770K +1.9% 0.03% LON
691 Freddie Mac 31335BWN2 Sep 2022 770,880 -25,762 $769K -1.7% 0.03% ABS-MBS
692 NOVELIS CORP 670001AE6 Sep 2022 835,000 — $768K +3.5% 0.03% DBT
693 UNITED RENTALS NORTH AM 911363AM1 Sep 2022 869,000 — $768K +5.1% 0.03% DBT
694 US TREASURY N/B 912810QX9 Sep 2022 900,000 — $767K +5.8% 0.03% DBT
695 Citigroup Commercial Mortgage 17322YAD2 Sep 2022 785,000 — $758K +0.4% 0.03% ABS-MBS
696 GE HEALTHCARE TECH INC 36267VAE3 Mar 2023 730,000 — $755K +2.0% 0.03% DBT
697 DOMINICAN REPUBLIC 25714PEF1 Sep 2022 885,000 — $754K +2.1% 0.03% DBT
698 TAKEDA PHARMACEUTICAL 874060AY2 Sep 2022 985,000 — $753K +3.6% 0.03% DBT
699 MICRON TECHNOLOGY INC 595112BV4 — 705,000 New $749K — 0.03% DBT
700 COMM Mortgage Trust 12593ABA2 Sep 2022 780,000 — $747K +0.9% 0.03% ABS-MBS
701 ENTERGY ARKANSAS LLC 29366MAA6 Sep 2022 870,000 — $747K +4.2% 0.03% DBT
702 NEXTERA ENERGY CAPITAL 65339KCA6 Sep 2022 1,105,000 — $746K +2.7% 0.03% DBT
703 AIR LEASE CORP 00914AAT9 Mar 2023 735,000 — $740K +0.6% 0.03% DBT
704 GE HEALTHCARE TECH INC 36267VAC7 Mar 2023 730,000 — $739K +0.5% 0.03% DBT
705 SYSTEM ENERGY RESOURCES 871911AT0 Sep 2022 800,000 — $738K +0.7% 0.03% DBT
706 AMGEN INC 031162DQ0 — 720,000 New $737K — 0.03% DBT
707 BENCHMARK Mortgage Trust 08163PBM1 Sep 2022 900,000 — $735K +5.4% 0.03% ABS-MBS
708 EPICOR SOFTWARE CORP 29426NAQ7 Sep 2022 735,000 — $733K +0.8% 0.03% LON
709 VERIZON COMMUNICATIONS 92343VFU3 Sep 2022 1,100,000 — $733K +5.5% 0.03% DBT
710 NEW YORK CITY NY TRANSITIONAL 64971M4P4 Sep 2022 700,000 — $729K +1.3% 0.03% DBT
711 SPRINT SPECTRUM / SPEC I 85208NAD2 Sep 2022 732,500 -91,562 $727K -10.7% 0.03% DBT
712 SOUTHERN CAL EDISON 842400GG2 Sep 2022 880,000 — $725K +4.8% 0.03% DBT
713 NATIONWIDE BLDG SOCIETY 63861VAF4 Sep 2022 800,000 — $721K +2.4% 0.03% DBT
714 PACIFIC GAS & ELECTRIC 694308JW8 Sep 2022 800,000 — $711K +2.6% 0.03% DBT
715 GE-WMC Mortgage Securities LLC 36829JAB7 Sep 2022 1,656,150 -5,534 $710K -3.1% 0.03% ABS-MBS
716 SAMHALLSBYGGNADSBOLAGET 000000000 Sep 2022 900,000 New $710K — 0.03% DBT
717 Fannie Mae 3140X5TL7 Sep 2022 709,687 -27,766 $706K -2.1% 0.03% ABS-MBS
718 US BANCORP 91159HJK7 — 716,000 New $700K — 0.03% DBT
719 INTERNATIONAL CONTAINER 000000000 Sep 2022 745,000 New $698K — 0.03% DBT
720 IndyMac Residential Asset Back 43710BAD8 Sep 2022 1,074,300 -20,121 $695K -3.0% 0.03% ABS-MBS
721 UK CLEARING HOUSE LIMITED 000000000 Sep 2022 1 New $694K — 0.03% DIR
722 Flagstar Mortgage Trust 33852EAF6 Sep 2022 802,681 -10,353 $693K -0.6% 0.03% ABS-MBS
723 Cantor Commercial Real Estate 12529TAX1 Sep 2022 800,000 — $691K +1.4% 0.03% ABS-MBS
724 ENERGY TRANSFER LP 292480AL4 Sep 2022 700,000 — $691K +2.7% 0.03% DBT
725 Fannie Mae - CAS 20754CAB5 Sep 2022 688,183 -37,588 $690K -4.2% 0.03% ABS-MBS
726 Benefit Street Partners CLO Lt 08182BAL2 Sep 2022 700,000 — $689K +1.0% 0.03% ABS-CBDO
727 Freddie Mac 31396NG75 Sep 2022 668,516 -22,249 $689K -1.9% 0.03% ABS-MBS
728 BP CAP MARKETS AMERICA 10373QBU3 — 675,000 New $686K — 0.03% DBT
729 JP Morgan Mortgage Trust 46648CAY0 Sep 2022 819,834 -13,571 $684K -0.4% 0.03% ABS-MBS
730 Freddie Mac 3132XCSJ5 Sep 2022 684,161 -16,989 $683K -0.8% 0.03% ABS-MBS
731 LIBERTY COSTA RICA SR SF 530371AA1 — 725,000 New $682K — 0.03% DBT
732 VERIZON COMMUNICATIONS 92343VGJ7 Sep 2022 800,000 — $682K +3.3% 0.03% DBT
733 Fannie Mae 3140X7D97 Sep 2022 752,642 -30,290 $680K -1.5% 0.03% ABS-MBS
734 CASTLELAKE AVIATION ONE 14855NAB2 Sep 2022 682,589 -1,732 $677K -0.4% 0.03% LON
735 WARNERMEDIA HOLDINGS INC 55903VAN3 Sep 2022 800,000 — $670K +8.9% 0.03% DBT
736 CREDIT SUISSE NEW YORK 22550L2L4 — 655,000 New $667K — 0.03% DBT
737 BNP PARIBAS 05565AAN3 Sep 2022 700,000 — $666K -3.8% 0.03% DBT
738 BENCHMARK Mortgage Trust 08163PBN9 Sep 2022 900,000 — $665K +2.5% 0.03% ABS-MBS
739 TD SYNNEX CORP 87162WAH3 Sep 2022 800,000 — $664K +2.6% 0.03% DBT
740 ATMOS ENERGY CORP 049560AW5 Mar 2023 975,000 — $664K +4.5% 0.03% DBT
741 Bank 06541XAF7 Sep 2022 710,000 — $659K +0.5% 0.03% ABS-MBS
742 FORD MOTOR CREDIT CO LLC 345397B51 Sep 2022 765,000 — $659K +4.1% 0.03% DBT
743 Fannie Mae 3140X4W77 Sep 2022 651,686 -19,100 $658K -1.4% 0.03% ABS-MBS
744 BAUSCH HEALTH COS INC 071734AQ0 Mar 2023 887,000 — $657K -5.6% 0.03% DBT
745 NXP BV/NXP FDG/NXP USA 62954HAL2 Sep 2022 925,000 — $657K +4.2% 0.03% DBT
746 EXELON CORP 30161NBK6 — 645,000 New $657K — 0.03% DBT
747 ENERGY TRANSFER LP 29278NAG8 Sep 2022 655,000 — $653K +2.9% 0.03% DBT
748 MGM CHINA HOLDINGS LTD 55300RAG6 Sep 2022 725,000 — $650K +1.2% 0.03% DBT
749 ORACLE CORP 68389XCH6 Mar 2023 610,000 — $650K +2.4% 0.03% DBT
750 LUMEN TECHNOLOGIES INC 15669GAH7 Sep 2022 973,652 -6,197 $648K -30.4% 0.03% LON
751 PACIFIC GAS & ELECTRIC 694308HS9 Sep 2022 700,000 — $641K +2.7% 0.03% DBT
752 US TREASURY N/B 912810SJ8 — 850,000 New $640K — 0.03% DBT
753 AIR LEASE CORP 00914AAH5 Sep 2022 670,000 — $639K +0.7% 0.03% DBT
754 Government National Mortgage A 3617Q2CM5 Sep 2022 687,618 -3,946 $639K +1.6% 0.03% ABS-MBS
755 Jubilee CDO BV 000000000 Sep 2022 600,000 New $636K — 0.03% ABS-CBDO
756 NBK SPC LTD 62877PAB0 Sep 2022 710,000 — $632K +1.0% 0.03% DBT
757 PEDERNALES ELECTRIC COOP 705322AK1 Sep 2022 620,000 — $632K +1.7% 0.03% DBT
758 Carlyle Euro CLO 000000000 Sep 2022 600,000 New $631K — 0.03% ABS-CBDO
759 CARNIVAL CORP 143658BQ4 Sep 2022 730,000 — $629K +5.4% 0.03% DBT
760 CONNECT FINCO SARL 000000000 Sep 2022 631,153 New $628K — 0.03% LON
761 MPLX LP 55336VBR0 Sep 2022 685,000 — $626K +2.3% 0.03% DBT
762 INFORMATICA LLC 45673YAH9 Sep 2022 628,650 -1,588 $625K +0.7% 0.03% LON
763 FORD MOTOR CREDIT CO LLC 345397B77 Sep 2022 700,000 — $624K +2.5% 0.03% DBT
764 UNICREDIT SPA 000000000 Sep 2022 600,000 New $619K — 0.03% DBT
765 GREENSAIF PIPELINES BIDC 39541EAC7 — 585,000 New $617K — 0.03% DBT
766 PACIFICORP 695114CZ9 Mar 2023 600,000 — $615K +3.0% 0.03% DBT
767 Equifirst Mortgage Loan Trust 29445FBP2 Sep 2022 662,361 — $615K -1.1% 0.03% ABS-MBS
768 HILTON DOMESTIC OPERATIN 432833AL5 Sep 2022 700,000 — $614K +4.5% 0.03% DBT
769 Fannie Mae 31418EHK9 Mar 2023 626,208 -8,471,668 $614K -93.0% 0.03% ABS-MBS
770 US TREASURY N/B 912810SF6 — 700,000 New $613K — 0.03% DBT
771 US TREASURY N/B 91282CFT3 Mar 2023 595,000 -315,000 $610K -33.1% 0.03% DBT
772 BERRY GLOBAL INC 08579JBG6 Sep 2022 608,920 — $608K +0.4% 0.02% LON
773 BANK OF NY MELLON CORP 06406RBL0 Mar 2023 581,000 — $606K +0.7% 0.02% DBT
774 DEUTSCHE BANK NY 251526CE7 Sep 2022 700,000 — $604K -2.3% 0.02% DBT
775 Morgan Stanley Residential Mor 61772MAE9 Sep 2022 747,480 -8,844 $603K -0.7% 0.02% ABS-MBS
776 AMGEN INC 031162DP2 — 590,000 New $603K — 0.02% DBT
777 Morgan Stanley Residential Mor 61771QAJ0 Sep 2022 734,289 -8,564 $602K +0.7% 0.02% ABS-MBS
778 ESSENTIAL UTILITIES INC 29670GAD4 Sep 2022 695,000 — $601K +2.9% 0.02% DBT
779 AMERICAN TOWER CORP 03027XAQ3 Sep 2022 600,000 — $597K +0.5% 0.02% DBT
780 KEY BANK NA 49327M3H5 — 640,000 New $595K — 0.02% DBT
781 SANDS CHINA LTD 80007RAS4 Sep 2022 740,000 — $595K +2.0% 0.02% DBT
782 CELANESE US HOLDINGS LLC 15089QAL8 Sep 2022 590,000 — $594K +1.0% 0.02% DBT
783 HILTON DOMESTIC OPERATIN 432833AN1 Sep 2022 700,000 — $591K +5.2% 0.02% DBT
784 FORD MOTOR CREDIT CO LLC 345397A60 Sep 2022 600,000 — $588K +1.7% 0.02% DBT
785 UNITEDHEALTH GROUP INC 91324PEG3 Sep 2022 600,000 — $587K +1.0% 0.02% DBT
786 Woodward Capital Management 749350AA2 Sep 2022 723,906 -11,283 $586K -0.7% 0.02% ABS-MBS
787 STUDIO CITY FINANCE LTD 86389QAF9 Sep 2022 695,000 — $586K +8.3% 0.02% DBT
788 ASHTEAD CAPITAL INC 045054AN3 Sep 2022 665,000 — $584K +2.7% 0.02% DBT
789 Fannie Mae 3140X5FW8 Sep 2022 636,121 -12,485 $582K +0.4% 0.02% ABS-MBS
790 Citigroup Commercial Mortgage 17326FAD9 Sep 2022 635,000 — $582K -0.7% 0.02% ABS-MBS
791 RYAN SPECIALTY GROUP 78350UAE5 Sep 2022 580,125 -1,488 $580K +0.2% 0.02% LON
792 JP Morgan Mortgage Trust 46592EAC0 Sep 2022 709,233 -10,059 $578K -0.0% 0.02% ABS-MBS
793 First Franklin Mtg Loan Asset 32027EAE1 Sep 2022 608,364 -58,952 $577K -10.2% 0.02% ABS-MBS
794 DEUTSCHE BANK NY 25160PAG2 — 789,000 New $572K — 0.02% DBT
795 US TREASURY N/B 91282CGN5 — 565,000 New $571K — 0.02% DBT
796 MGM CHINA HOLDINGS LTD 55300RAE1 Sep 2022 600,000 — $569K +0.7% 0.02% DBT
797 KAZTRANSGAS JSC 48668NAA9 Sep 2022 630,000 — $566K -0.8% 0.02% DBT
798 COMM Mortgage Trust 12592TAA3 Sep 2022 605,000 — $565K +1.0% 0.02% ABS-MBS
799 Grupo Aeromexico SAB de CV AEROMEX* Sep 2022 50,210 New $557K — 0.02% EC
800 Bank 06539VBB3 Sep 2022 797,000 — $556K +2.3% 0.02% ABS-MBS
801 LIMA METRO LINE 2 FIN LT 532522AB5 Sep 2022 635,165 -8,828 $555K -3.2% 0.02% DBT
802 CROMWELL EREIT LU FINCO 000000000 Sep 2022 600,000 New $555K — 0.02% DBT
803 Countrywide Asset-Backed Certi 12666VAC5 Sep 2022 569,558 -15,992 $554K -2.9% 0.02% ABS-MBS
804 Chase Auto Credit Linked Notes 46591HCD0 Sep 2022 581,916 -92,988 $552K -13.2% 0.02% ABS-O
805 BARCLAYS PLC 000000000 Sep 2022 500,000 New $544K — 0.02% DBT
806 NISSAN MOTOR CO 654744AD3 Sep 2022 600,000 -200,000 $544K -20.1% 0.02% DBT
807 HUMANA INC 444859BU5 Mar 2023 523,000 -647,000 $544K -54.6% 0.02% DBT
808 GOODMAN HK FINANCE 000000000 Sep 2022 550,000 New $543K — 0.02% DBT
809 AMGEN INC 031162DT4 — 520,000 New $542K — 0.02% DBT
810 HSBC HOLDINGS PLC 404280BY4 Sep 2022 500,000 — $541K +0.1% 0.02% DBT
811 SEMPRA ENERGY 816851BK4 Sep 2022 575,000 — $540K +1.3% 0.02% DBT
812 TSMC GLOBAL LTD 872882AN5 Sep 2022 535,000 — $540K +2.3% 0.02% DBT
813 Bank 06541WBB7 Sep 2022 605,000 — $539K +2.4% 0.02% ABS-MBS
814 BARCLAYS PLC 000000000 Sep 2022 500,000 New $538K — 0.02% DBT
815 ARAB REPUBLIC OF EGYPT 03846JX47 Sep 2022 591,000 — $537K -5.0% 0.02% DBT
816 Morgan Stanley Residential Mor 61772AAD7 Sep 2022 655,045 -6,689 $537K +0.9% 0.02% ABS-MBS
817 Fannie Mae 3140X5YV9 Sep 2022 567,942 -30,347 $536K -4.0% 0.02% ABS-MBS
818 Towd Point Mortgage Trust 89173UAC1 Sep 2022 615,000 — $536K +2.4% 0.02% ABS-MBS
819 ENTERGY TEXAS INC 29365TAJ3 Sep 2022 700,000 — $535K +5.8% 0.02% DBT
820 BANCO CONTINENTAL S.A.E. 059490AB8 Sep 2022 600,000 — $533K -0.8% 0.02% DBT
821 Freddie Mac 3133A0K78 Sep 2022 584,265 -18,233 $531K -1.0% 0.02% ABS-MBS
822 Jubilee CDO BV 000000000 Sep 2022 500,000 New $529K — 0.02% ABS-CBDO
823 Fannie Mae 3140QBCC0 Sep 2022 540,478 -12,728 $528K -0.3% 0.02% ABS-MBS
824 Fannie Mae 3140J9FX4 Sep 2022 509,255 -18,781 $527K -3.6% 0.02% ABS-MBS
825 KOSMOS ENERGY LTD 500688AF3 Sep 2022 625,000 — $526K +0.6% 0.02% DBT
826 CORE & MAIN LP 40416VAE5 Sep 2022 528,864 -1,342 $526K +0.1% 0.02% LON
827 Mansard Mortgages Plc 000000000 Sep 2022 445,375 New $525K — 0.02% ABS-MBS
828 BMO 2022-C1 Mortgage Trust 05609MCC7 Sep 2022 600,000 — $524K +0.6% 0.02% ABS-MBS
829 SAUDI INTERNATIONAL BOND 80413TAE9 Sep 2022 541,000 — $521K +0.7% 0.02% DBT
830 DAVITA INC 23918KAT5 — 653,000 New $516K — 0.02% DBT
831 CIKARANG LISTRINDO PT 536576AD3 Sep 2022 540,000 — $515K +1.9% 0.02% DBT
832 GEORGIAN RAILWAY JSC 000000000 Sep 2022 595,000 New $513K — 0.02% DBT
833 IVORY COAST 000000000 Sep 2022 590,000 New $512K — 0.02% DBT
834 GUARA NORTE SARL 400666AA1 Sep 2022 591,870 — $510K +1.7% 0.02% DBT
835 FORD MOTOR CREDIT CO LLC 000000000 Sep 2022 500,000 New $506K — 0.02% DBT
836 VISTRA OPERATIONS CO LLC 88233FAK6 Sep 2022 507,167 -1,440 $505K +0.0% 0.02% LON
837 Freddie Mac 3133KNKS1 — 562,051 New $505K — 0.02% ABS-MBS
838 SAGICOR FINANCIAL CO 78669QAA8 Sep 2022 530,000 — $502K +0.9% 0.02% DBT
839 BNP PARIBAS 09659W2R4 Sep 2022 600,000 — $501K +2.1% 0.02% DBT
840 CIMB BANK BHD 12570RAA3 Sep 2022 550,000 — $500K +3.8% 0.02% DBT
841 NATWEST GROUP PLC 000000000 Sep 2022 500,000 New $498K — 0.02% DBT
842 KANSAS CITY SOUTHERN 485170AV6 Sep 2022 500,000 — $498K +0.5% 0.02% DBT
843 HSBC HOLDINGS PLC 404280DG1 Sep 2022 500,000 — $495K +2.5% 0.02% DBT
844 BAUSCH + LOMB CORP 000000000 Sep 2022 507,522 New $494K — 0.02% LON
845 Palmer Square Loan Funding Ltd 69702BAA9 Sep 2022 500,690 -30,622 $494K -5.8% 0.02% ABS-CBDO
846 SKYMILES IP LTD 24736CBS2 Sep 2022 475,000 -25,000 $493K -3.4% 0.02% LON
847 BACARDI LTD 067316AE9 Sep 2022 500,000 — $493K +1.4% 0.02% DBT
848 OZLM Ltd 67109KBC7 Sep 2022 500,000 — $492K +0.6% 0.02% ABS-CBDO
849 AMERICAN TOWER CORP 03027XAT7 Sep 2022 500,000 — $490K +0.6% 0.02% DBT
850 JPMORGAN CHASE & CO 46647PAH9 Sep 2022 500,000 — $489K +0.7% 0.02% DBT
851 Oaktree CLO Ltd 67402CAQ9 Sep 2022 500,000 — $489K +0.4% 0.02% ABS-CBDO
852 Benefit Street Partners CLO Lt 08179HAE0 Sep 2022 494,228 -5,772 $489K -0.7% 0.02% ABS-CBDO
853 Venture CDO Ltd 92325QAA5 Sep 2022 500,000 — $488K -0.6% 0.02% ABS-CBDO
854 AIR LEASE CORP 00912XBK9 Sep 2022 715,000 — $488K -0.7% 0.02% DBT
855 MISC CAPITAL TWO LABUAN 60475DAB7 Sep 2022 515,000 — $487K +4.3% 0.02% DBT
856 MONDELEZ INTERNATIONAL 609207AZ8 Sep 2022 500,000 — $486K +0.8% 0.02% DBT
857 Wells Fargo Commercial Mortgag 94989VAD1 Sep 2022 510,000 — $486K +0.5% 0.02% ABS-MBS
858 Ludgate Funding Plc 000000000 Sep 2022 417,610 New $486K — 0.02% ABS-MBS
859 Fannie Mae 3140XBC32 Sep 2022 533,780 -3,187 $485K +1.8% 0.02% ABS-MBS
860 ENBRIDGE INC 29250NBR5 — 465,000 New $484K — 0.02% DBT
861 HALEON UK CAPITAL PLC 36264NAB0 Mar 2023 500,000 — $484K +1.6% 0.02% DBT
862 ESSENTIAL UTILITIES INC 29670GAE2 Sep 2022 675,000 — $483K +4.0% 0.02% DBT
863 BIDVEST GROUP UK PLC 88332EAA1 Sep 2022 530,000 — $481K +0.5% 0.02% DBT
864 BANK OF AMERICA CORP 06051GKM0 Sep 2022 500,000 — $480K +0.4% 0.02% DBT
865 REPUBLIC OF TURKEY 900123CT5 Sep 2022 500,000 — $477K +0.8% 0.02% DBT
866 BNP PARIBAS 000000000 Sep 2022 500,000 New $476K — 0.02% DBT
867 NUTRIEN LTD 67077MBA5 — 475,000 New $475K — 0.02% DBT
868 BECTON DICKINSON EURO 000000000 Sep 2022 700,000 New $475K — 0.02% DBT
869 Sequoia Mortgage Trust 81748RAB3 Sep 2022 576,433 -9,840 $472K +0.0% 0.02% ABS-MBS
870 STYROLUTION 000000000 Sep 2022 500,000 New $472K — 0.02% DBT
871 CHARTER COMMUNICATIONS OPER 16117LBX6 Sep 2022 475,033 — $471K +1.4% 0.02% LON
872 SOCIETE GENERALE 000000000 Sep 2022 500,000 New $469K — 0.02% DBT
873 AERCAP IRELAND CAP/GLOBA 00774MAU9 Sep 2022 500,000 — $468K +1.4% 0.02% DBT
874 SLM Student Loan Trust 78445JAA5 Sep 2022 467,563 -46,467 $466K -8.5% 0.02% ABS-O
875 HALEON US CAPITAL LLC 36264FAL5 Mar 2023 500,000 — $462K +2.4% 0.02% DBT
876 ASHTEAD CAPITAL INC 045054AP8 Sep 2022 585,000 — $461K +1.9% 0.02% DBT
877 PETROLEOS MEXICANOS 71654QDE9 Sep 2022 600,000 — $460K +0.9% 0.02% DBT
878 INRETAIL CONSUMER 45790TAB1 Sep 2022 530,000 — $459K +0.5% 0.02% DBT
879 AERCAP IRELAND CAP/GLOBA 00774MAP0 Sep 2022 460,000 — $456K -0.3% 0.02% DBT
880 Hardee's Funding 411707AD4 Sep 2022 477,500 -1,250 $453K +0.8% 0.02% ABS-O
881 BANK LEUMI LE-ISRAEL 000000000 Sep 2022 465,000 New $452K — 0.02% DBT
882 BOSTON GAS COMPANY 100743AM5 Sep 2022 500,000 — $452K +3.6% 0.02% DBT
883 PTTEP TREASURY CENTER CO 69371MAF4 Sep 2022 495,000 -200,000 $451K -27.0% 0.02% DBT
884 NXP BV/NXP FUNDING LLC 62947QBC1 Sep 2022 440,000 — $449K +2.0% 0.02% DBT
885 Fannie Mae 3140XHBG1 Sep 2022 495,914 -9,577 $449K +0.5% 0.02% ABS-MBS
886 REPUBLIC OF PERU 715638DA7 Sep 2022 512,000 — $449K +3.4% 0.02% DBT
887 ECOPETROL SA 279158AS8 — 440,000 New $446K — 0.02% DBT
888 AMER AIRLINE 16-1 AA PTT 02376UAA3 Sep 2022 483,444 -16,621 $445K -0.4% 0.02% DBT
889 Fannie Mae 3140J5E54 Sep 2022 453,862 -4,900 $444K +1.0% 0.02% ABS-MBS
890 ENERGO PRO AS 000000000 Sep 2022 460,000 New $443K — 0.02% DBT
891 ORACLE CORP 68389XCN3 — 455,000 New $443K — 0.02% DBT
892 SVB FINANCIAL GROUP 78486QAF8 Sep 2022 775,000 — $442K -22.0% 0.02% DBT
893 KKR Financial CLO Ltd 48251JAL7 Sep 2022 447,690 -23,876 $442K -5.1% 0.02% ABS-CBDO
894 FREMF Mortgage Trust 35708WAS9 Sep 2022 470,000 — $441K +3.6% 0.02% ABS-MBS
895 CSC HOLDINGS LLC 126307BD8 Sep 2022 890,000 — $440K -11.0% 0.02% DBT
896 PETROLEOS MEXICANOS 71654QDN9 — 455,000 New $436K — 0.02% DBT
897 SASOL FINANCING USA LLC 80386WAB1 Mar 2023 465,000 — $435K +2.8% 0.02% DBT
898 QNB FINANCE LTD 000000000 Sep 2022 455,000 New $433K — 0.02% DBT
899 JPMORGAN CHASE & CO 46647PCU8 Sep 2022 500,000 — $428K +4.8% 0.02% DBT
900 ZOETIS INC 98978VAU7 Mar 2023 420,000 — $427K -0.4% 0.02% DBT
901 BANCO GNB SUDAMERIS SA 059593AE3 Sep 2022 570,000 +150,000 $427K +39.7% 0.02% DBT
902 PACIFIC GAS & ELECTRIC 694308JN8 Sep 2022 516,000 — $426K +6.0% 0.02% DBT
903 CHARTER COMM OPT LLC/CAP 161175AY0 Sep 2022 430,000 — $426K +1.0% 0.02% DBT
904 SAN MIGUEL INDUSTRIAS 79911QAA2 Sep 2022 505,000 -100,000 $426K -17.6% 0.02% DBT
905 MONG DUONG FIN HLDGS BV 60935DAA3 Sep 2022 500,000 — $425K +1.9% 0.02% DBT
906 Symphony Static CLO Ltd 87190TAA1 Sep 2022 429,676 -14,699 $424K -3.3% 0.02% ABS-CBDO
907 TOBACCO SETTLEMENT FIN AUTH WV 88880LAN3 Sep 2022 500,000 — $423K +4.4% 0.02% DBT
908 CCO HLDGS LLC/CAP CORP 1248EPCE1 Sep 2022 500,000 — $423K +2.1% 0.02% DBT
909 CEMEX SAB DE CV 151290CB7 — 420,000 New $421K — 0.02% DBT
910 CALPINE CORP 131347CM6 Sep 2022 453,000 — $421K +3.9% 0.02% DBT
911 CDW LLC/CDW FINANCE 12513GBG3 Sep 2022 465,000 — $419K +1.2% 0.02% DBT
912 SUMMIT DIGITEL INFRASTR 86608CAA6 Sep 2022 535,000 — $418K +1.6% 0.02% DBT
913 Countrywide Alternative Loan T 021482AE4 Sep 2022 808,670 -27 $418K +0.3% 0.02% ABS-MBS
914 CALPINE CORP 131347CN4 Sep 2022 454,000 — $416K +2.5% 0.02% DBT
915 FORD MOTOR CREDIT CO LLC 345397B93 Sep 2022 500,000 — $415K +3.6% 0.02% DBT
916 Freddie Mac 3132AATX2 Sep 2022 422,087 -10,927 $414K -0.2% 0.02% ABS-MBS
917 AMERICA MOVIL SAB DE CV 02364WBK0 Sep 2022 420,000 — $414K +2.5% 0.02% DBT
918 BRASKEM NETHERLANDS 10554TAG0 — 430,000 New $414K — 0.02% DBT
919 ENTERPRISE PRODUCTS OPER 29379VCB7 Sep 2022 570,000 — $413K +8.3% 0.02% DBT
920 HUTAMA KARYA PERSERO PT 69375MAA1 Sep 2022 454,000 — $413K +0.3% 0.02% DBT
921 REPUBLIC OF UZBEKISTAN 91822Q2A4 Sep 2022 448,000 — $411K -1.3% 0.02% DBT
922 PETRONAS CAPITAL LTD 716743AP4 Sep 2022 440,000 — $411K +2.1% 0.02% DBT
923 JP Morgan Mortgage Trust 46644VBQ8 Sep 2022 458,840 -6,413 $409K -0.0% 0.02% ABS-MBS
924 AEROPUERTOS ARGENT 2000 00786PAE4 Sep 2022 455,723 — $408K +6.8% 0.02% DBT
925 MPT OPER PARTNERSP/FINL 55342UAL8 Sep 2022 500,000 -1,100,000 $408K -71.2% 0.02% DBT
926 GSAMP Trust 3622MLAA5 Sep 2022 436,182 -19,395 $408K -4.6% 0.02% ABS-MBS
927 FREEPORT INDONESIA PT 69377FAB2 Sep 2022 435,000 — $407K +1.5% 0.02% DBT
928 REPUBLIC OF NIGERIA 65412JAA1 Sep 2022 537,000 — $406K -0.0% 0.02% DBT
929 CT TRUST 12659BAA2 Sep 2022 485,000 -265,000 $406K -38.4% 0.02% DBT
930 OWL ROCK CAPITAL CORP 69121KAG9 Sep 2022 500,000 — $406K +3.2% 0.02% DBT
931 ORYX FUNDING LTD 67114NAA9 Sep 2022 420,000 — $404K +0.6% 0.02% DBT
932 GOVT OF BERMUDA 085209AJ3 Sep 2022 400,000 — $402K +1.0% 0.02% DBT
933 ACCESS BANK PLC 00434G2B5 Sep 2022 500,000 +200,000 $401K +71.7% 0.02% DBT
934 REPUBLIC OF SOUTH AFRICA 836205BB9 Sep 2022 542,000 — $399K -0.3% 0.02% DBT
935 FIFTH THIRD BANCORP 316773DJ6 Mar 2023 394,000 +391,000 $397K +12738.6% 0.02% DBT
936 BANC CREDITO INVERSIONES 05890MAA1 Mar 2023 435,000 — $397K -1.1% 0.02% DBT
937 MEGLOBAL CANADA ULC 58518N2B7 Sep 2022 400,000 — $396K +0.7% 0.02% DBT
938 Countrywide Home Loans 12669UCN8 Sep 2022 448,837 -31,651 $396K -13.0% 0.02% ABS-MBS
939 NCR CORP 62886EBA5 — 455,000 New $394K — 0.02% DBT
940 STANDARD CHARTERED PLC 853254CS7 — 385,000 New $394K — 0.02% DBT
941 GALAXY PIPELINE ASSETS 36321PAE0 Sep 2022 483,265 — $393K +0.6% 0.02% DBT
942 INDIKA ENERGY CAPITAL IV 45569GAA0 Sep 2022 395,000 -250,000 $391K -38.8% 0.02% DBT
943 REPUBLIC OF GUATEMALA 401494AF6 Sep 2022 400,000 — $390K +0.8% 0.02% DBT
944 JP Morgan Mortgage Trust 46591XAC9 Sep 2022 454,024 -9,657 $389K +2.0% 0.02% ABS-MBS
945 GREENKO POWER II LTD 39530MAA6 Sep 2022 448,850 +243 $389K +3.2% 0.02% DBT
946 CD Commercial Mortgage Trust 125039AJ6 Sep 2022 440,000 — $389K +2.3% 0.02% ABS-MBS
947 ARCOS DORADOS BV 03965TAB9 Sep 2022 405,000 — $387K -1.4% 0.02% DBT
948 WARNERMEDIA HOLDINGS INC 55903VAE3 Sep 2022 400,000 — $387K +1.6% 0.02% DBT
949 SAUDI ARABIAN OIL CO 80414L2E4 Sep 2022 430,000 — $386K +0.1% 0.02% DBT
950 TEVA PHARMACEUTICALS NE 88167AAK7 Sep 2022 385,000 — $386K +2.5% 0.02% DBT
951 INDOFOOD CBP SUKSES MAKM 000000000 Sep 2022 465,000 New $385K — 0.02% DBT
952 JPMORGAN CHASE & CO 48128BAF8 Sep 2022 400,000 — $384K +4.9% 0.02% DBT
953 WOODSIDE FINANCE LTD 980236AN3 Sep 2022 400,000 — $384K +2.5% 0.02% DBT
954 RUMO LUXEMBOURG SARL 781467AC9 — 415,000 New $383K — 0.02% DBT
955 GE CAPITAL UK FUNDING UN 000000000 Sep 2022 300,000 New $383K — 0.02% DBT
956 PACIFIC GAS & ELECTRIC 694308HM2 Sep 2022 400,000 — $382K +1.0% 0.02% DBT
957 YPF SOCIEDAD ANONIMA 984245AQ3 Sep 2022 510,000 — $379K +4.8% 0.02% DBT
958 ABU DHABI NATIONAL ENERG 00388WAJ0 Sep 2022 425,000 — $378K -0.2% 0.02% DBT
959 WARNERMEDIA HOLDINGS INC 55903VAG8 Sep 2022 400,000 — $377K +4.5% 0.02% DBT
960 American Money Management Corp 00176JAT3 Sep 2022 378,676 -220,393 $377K -36.6% 0.02% ABS-CBDO
961 Fannie Mae 3138WPLH5 Sep 2022 408,370 -5,280 $377K +0.1% 0.02% ABS-MBS
962 SANDS CHINA LTD 80007RAK1 Sep 2022 400,000 — $376K +1.7% 0.02% DBT
963 KIA CORP 49374JAC7 Sep 2022 395,000 — $375K +2.3% 0.02% DBT
964 HSBC HOLDINGS PLC 404280CQ0 Sep 2022 500,000 — $373K -6.1% 0.02% DBT
965 HUNTINGTON NATIONAL BANK 44644MAF8 Sep 2022 395,000 — $373K -2.4% 0.02% DBT
966 Fannie Mae 3136AWPE1 Sep 2022 407,035 +3,541 $373K +3.4% 0.02% ABS-MBS
967 IHS HOLDING LTD 44963HAA3 Sep 2022 440,000 -200,000 $372K -30.4% 0.02% DBT
968 STATE OF QATAR 74727PBE0 Sep 2022 400,000 — $371K +1.1% 0.02% DBT
969 Fannie Mae 3140J7RS6 Sep 2022 359,336 -14,257 $371K -4.0% 0.02% ABS-MBS
970 AIRPORT AUTHORITY HK 00946AAD6 Sep 2022 430,000 — $371K +5.0% 0.02% DBT
971 Venture CDO Ltd 92330WBJ5 Sep 2022 371,839 -47,555 $368K -10.5% 0.02% ABS-CBDO
972 BARCLAYS PLC 06738EBA2 Sep 2022 400,000 — $368K -6.0% 0.02% DBT
973 CA MAGNUM HOLDINGS 12674CAA1 Sep 2022 418,000 — $367K -3.9% 0.02% DBT
974 ALSEA S.A. 021151AA3 Sep 2022 375,000 — $367K -1.6% 0.02% DBT
975 ALFA DESARROLLO SPA 01538TAA3 Sep 2022 497,535 -642 $365K -3.7% 0.01% DBT
976 SK HYNIX INC 78392BAF4 — 365,000 New $363K — 0.01% DBT
977 CEMEX SAB DE CV 151290BW2 Mar 2023 350,000 — $362K +0.7% 0.01% DBT
978 GSAMP Trust 36245TAE5 Sep 2022 768,522 -10,570 $361K -2.8% 0.01% ABS-MBS
979 AEP TRANSMISSION CO LLC 00115AAQ2 — 345,000 New $360K — 0.01% DBT
980 Mountain View CLO Ltd 62432CAQ4 Sep 2022 360,348 -12,199 $360K -3.2% 0.01% ABS-CBDO
981 COCA-COLA ICECEK AS 1912ERAA8 Sep 2022 400,000 — $359K +2.8% 0.01% DBT
982 AKBANK TAS 00971YAG5 Sep 2022 370,000 — $359K +0.1% 0.01% DBT
983 MEDCO LAUREL TREE 58406RAA6 Sep 2022 405,000 — $359K -0.2% 0.01% DBT
984 PACIFIC GAS & ELECTRIC 694308JT5 Sep 2022 420,000 — $356K +4.1% 0.01% DBT
985 ITAU UNIBANCO HLDG SA/KY 46556L2A1 Mar 2023 400,000 — $356K -2.3% 0.01% DBT
986 ANTOFAGASTA PLC 03718NAB2 Sep 2022 355,000 — $353K +1.4% 0.01% DBT
987 JBS USA/FOOD/FINANCE 46590XAC0 — 425,000 New $351K — 0.01% DBT
988 BBVA BANCOMER SA TEXAS 05533UAG3 Sep 2022 400,000 — $350K -5.5% 0.01% DBT
989 SOCIEDAD DE TRANSMISION 83364AAA1 Sep 2022 420,000 — $349K -4.3% 0.01% DBT
990 Credit Suisse Mortgage Trust 22546MAQ9 Sep 2022 483,106 -18,839 $349K -3.1% 0.01% ABS-MBS
991 REPUBLIC OF PARAGUAY 699149AH3 Sep 2022 403,000 — $348K -0.1% 0.01% DBT
992 METINVEST BV 591555AF4 Sep 2022 627,000 — $348K +9.4% 0.01% DBT
993 FIRST QUANTUM MINERALS L 335934AT2 Sep 2022 360,000 — $347K +2.6% 0.01% DBT
994 AXIAN TELECOM 05466AAA1 Sep 2022 380,000 — $346K +3.6% 0.01% DBT
995 Lehman Mortgage Trust 52522QAE2 Sep 2022 1,141,843 -36,169 $346K -11.1% 0.01% ABS-MBS
996 AIA GROUP LTD 00131LAJ4 Sep 2022 375,000 — $345K +4.5% 0.01% DBT
997 REPUBLIC OF PANAMA 698299BJ2 Sep 2022 363,000 — $345K +0.7% 0.01% DBT
998 SWEIHAN PV POWER CO PJSC 870674AA6 Sep 2022 418,639 -8,441 $344K +0.0% 0.01% DBT
999 BRIGHTHOUSE FINANCIAL IN 10922NAF0 Sep 2022 469,000 -566,000 $343K -54.9% 0.01% DBT
1000 AZUL INVESTMENTS LLP 05502FAA6 Sep 2022 430,000 — $342K -1.3% 0.01% DBT
1001 JEFFERIES FIN GROUP INC 472319AE2 Sep 2022 331,000 — $342K -1.2% 0.01% DBT
1002 DEUTSCHE BANK AKTIENGESELLSCHAFT N/A Sep 2022 1 New $341K — 0.01% DFE
1003 ENN ENERGY HOLDINGS LTD 26876FAC6 Sep 2022 405,000 -200,000 $341K -30.5% 0.01% DBT
1004 ISRAEL ELECTRIC CORP LTD 000000000 Sep 2022 390,000 New $341K — 0.01% DBT
1005 ULTRATECH CEMENT LTD 90403YAA7 Sep 2022 420,000 — $337K +0.8% 0.01% DBT
1006 Government National Mortgage A 3617MN3S0 Sep 2022 367,057 -2,143 $337K +2.7% 0.01% ABS-MBS
1007 JBS USA/FOOD/FINANCE 46590XAB2 — 350,000 New $334K — 0.01% DBT
1008 Fannie Mae 3140X72U2 Sep 2022 327,263 -11,802 $334K -2.9% 0.01% ABS-MBS
1009 Freddie Mac 3137BWY73 Sep 2022 378,152 -7,776 $334K -0.5% 0.01% ABS-MBS
1010 TRANSPORT DE GAS DEL SUR 893870AX3 Sep 2022 370,000 — $333K -3.0% 0.01% DBT
1011 CIBANCO SA INS DE BANCA 171653AA6 Sep 2022 450,000 +45,000 $333K +9.7% 0.01% DBT
1012 SANDS CHINA LTD 80007RAQ8 Sep 2022 400,000 — $333K +1.6% 0.01% DBT
1013 TEVA PHARMACEUTICALS NE 88167AAQ4 Sep 2022 365,000 — $331K +1.7% 0.01% DBT
1014 THAIOIL TRSRY CENTER 88322YAK7 Sep 2022 410,000 — $330K +2.9% 0.01% DBT
1015 NATURA COSMETICOS SA 63883KAB1 — 405,000 New $330K — 0.01% DBT
1016 BANK HAPOALIM 000000000 Sep 2022 395,000 New $330K — 0.01% DBT
1017 AIRPORT AUTHORITY HK 00946AAE4 Sep 2022 425,000 — $329K +9.1% 0.01% DBT
1018 SHINHAN BANK 82460EAJ9 Mar 2023 345,000 — $329K +2.0% 0.01% DBT
1019 BANK LEUMI LE-ISRAEL 000000000 Sep 2022 335,000 New $328K — 0.01% DBT
1020 GCC SAB DE CV 36165RAC9 Sep 2022 390,000 — $328K +0.8% 0.01% DBT
1021 OMAN GOV INTERNTL BOND 682051AJ6 Sep 2022 343,000 — $325K +0.9% 0.01% DBT
1022 TMS ISSUER SARL 87266GAA8 — 310,000 New $324K — 0.01% DBT
1023 ICICI BANK LTD/DUBAI 45112EAG4 Sep 2022 335,000 — $324K +1.2% 0.01% DBT
1024 JPMORGAN CHASE & CO 46647PBN5 Mar 2023 455,000 — $323K +7.7% 0.01% DBT
1025 COLBUN SA 192714AC7 — 345,000 New $323K — 0.01% DBT
1026 COMCAST CORP 20030NDL2 — 475,000 New $321K — 0.01% DBT
1027 NCR CORP 62886EAY4 — 365,000 New $321K — 0.01% DBT
1028 PUERTO RICO CMWLTH 74514L3M7 Sep 2022 377,735 — $321K +3.4% 0.01% DBT
1029 FORD MOTOR CREDIT CO LLC 345397B85 Sep 2022 345,000 — $320K +1.5% 0.01% DBT
1030 TURK IHRACAT KR 90016LAA4 Sep 2022 350,000 — $320K +0.2% 0.01% DBT
1031 Black Diamond CLO Ltd 000000000 Sep 2022 300,000 New $318K — 0.01% ABS-CBDO
1032 STILLWATER MINING CO 86074QAQ5 — 385,000 New $318K — 0.01% DBT
1033 Ares Euro CLO 000000000 Sep 2022 300,000 New $317K — 0.01% ABS-CBDO
1034 TULLOW OIL PLC 899415AG8 Sep 2022 410,000 — $316K -4.0% 0.01% DBT
1035 GoldenTree Loan Management EUR 000000000 Sep 2022 300,000 New $316K — 0.01% ABS-CBDO
1036 Toro European CLO 000000000 Sep 2022 300,000 New $315K — 0.01% ABS-CBDO
1037 CSN RESOURCES SA 12644VAE8 Sep 2022 385,000 — $315K -2.3% 0.01% DBT
1038 Countrywide Home Loans 12544RAA6 Sep 2022 662,074 -2,091 $315K +0.0% 0.01% ABS-MBS
1039 LA CONSTRUCCION SA 46090BAA7 Sep 2022 395,000 — $314K -2.4% 0.01% DBT
1040 ALIBABA GROUP HOLDING 01609WAY8 Sep 2022 465,000 — $313K +4.9% 0.01% DBT
1041 FORD MOTOR CREDIT CO LLC 345397A52 Sep 2022 300,000 — $313K +1.7% 0.01% DBT
1042 CNTL AMR BOTTLING CORP 15239XAA6 Sep 2022 335,000 — $312K -0.4% 0.01% DBT
1043 JP Morgan Chase Commercial Mor 46639YAV9 Sep 2022 355,000 — $311K -10.5% 0.01% ABS-MBS
1044 TURKCELL ILETISIM HIZMET 900111AB1 Sep 2022 350,000 — $311K +2.5% 0.01% DBT
1045 PUERTO RICO CMWLTH 74514L3L9 Sep 2022 355,609 — $311K +3.6% 0.01% DBT
1046 KINGDOM OF BAHRAIN 05675M2C7 Sep 2022 300,000 — $311K +1.6% 0.01% DBT
1047 AVIATION CAPITAL GROUP 05369AAN1 — 310,000 New $310K — 0.01% DBT
1048 FIRST ABU DHABI BANK PJS 000000000 Sep 2022 325,000 New $306K — 0.01% DBT
1049 TENCENT HOLDINGS LTD 88032WBB1 Sep 2022 400,000 — $306K +3.9% 0.01% DBT
1050 REPUBLIC OF PERU 715638DE9 Sep 2022 323,000 — $305K +2.3% 0.01% DBT
1051 ENERGEAN ISRAEL FINANCE 000000000 Sep 2022 325,000 New $302K — 0.01% DBT
1052 HANA BANK 409634AB8 Sep 2022 345,000 — $302K +1.7% 0.01% DBT
1053 RUTAS 2 AND 7 FINANCE 78319MAA1 Sep 2022 476,000 — $301K +0.1% 0.01% DBT
1054 STANDARD CHARTERED PLC 000000000 Sep 2022 300,000 New $300K — 0.01% DBT
1055 EMIRATES NBD BANK PJSC 000000000 Sep 2022 305,000 New $298K — 0.01% DBT
1056 BANCO INDUSTRIAL SA 05991CAA1 Sep 2022 320,000 — $296K -1.5% 0.01% DBT
1057 ENTERPRISE PRODUCTS OPER 29379VCD3 — 285,000 New $296K — 0.01% DBT
1058 TURK SISE VE CAM FABRIKA 90016AAB6 Sep 2022 300,000 -120,000 $295K -28.1% 0.01% DBT
1059 ERAC USA FINANCE LLC 26884TAT9 Sep 2022 300,000 — $295K +0.4% 0.01% DBT
1060 Oak Hill European Credit Partn 000000000 Sep 2022 279,005 New $294K — 0.01% ABS-CBDO
1061 UNITED AIRLINES INC 90932RAJ3 Sep 2022 295,489 -752 $294K +0.4% 0.01% LON
1062 VIATRIS INC 92556VAB2 Sep 2022 320,000 — $294K +1.2% 0.01% DBT
1063 REPUBLIC OF PARAGUAY 699149AJ9 Sep 2022 300,000 — $292K +0.2% 0.01% DBT
1064 UBS-Barclays Commercial Mortga 90270YAG4 Sep 2022 299,072 -180,928 $290K -39.3% 0.01% ABS-MBS
1065 BANCOLOMBIA SA 05968LAK8 Sep 2022 315,000 — $288K -7.1% 0.01% DBT
1066 TURKIYE GARANTI BANKASI 900148AE7 — 305,000 New $288K — 0.01% DBT
1067 PERUSAHAAN LISTRIK NEGAR 71568PAC3 Sep 2022 300,000 — $288K -0.4% 0.01% DBT
1068 AES ANDES SA 00105DAF2 Sep 2022 300,000 — $287K +0.4% 0.01% DBT
1069 Argent Securities Inc. 04012MAQ2 Sep 2022 1,092,653 -6,164 $287K -2.4% 0.01% ABS-MBS
1070 AERCAP IRELAND CAP/GLOBA 00774MAC9 Sep 2022 300,000 — $287K +0.2% 0.01% DBT
1071 KAZMUNAYGAS NATIONAL CO 48667QAQ8 Mar 2023 320,000 — $286K -0.5% 0.01% DBT
1072 JP Morgan Mortgage Trust 46647JBA7 Sep 2022 319,356 -5,081 $286K +1.2% 0.01% ABS-MBS
1073 STATE STREET CORP 857477BX0 Mar 2023 280,000 — $286K -0.5% 0.01% DBT
1074 AMERICAN TOWER CORP 03027XBV1 Sep 2022 300,000 — $285K +1.6% 0.01% DBT
1075 HYATT HOTELS CORP 448579AN2 Sep 2022 300,000 — $284K +1.0% 0.01% DBT
1076 US AIRWAYS 2012-2A PTT 90345WAD6 Sep 2022 300,554 — $284K +3.7% 0.01% DBT
1077 SAUDI INTERNATIONAL BOND 80413TAZ2 Sep 2022 400,000 — $282K -2.7% 0.01% DBT
1078 LLOYDS BANKING GROUP PLC 539439AV1 Sep 2022 300,000 — $282K +0.7% 0.01% DBT
1079 ALTICE FINANCING SA 02154CAF0 Sep 2022 345,000 — $281K +0.9% 0.01% DBT
1080 EMIRATES NBD BANK PJSC 000000000 Sep 2022 295,000 New $281K — 0.01% DBT
1081 BOFA SECURITIES, INC. N/A Sep 2022 1 New $278K — 0.01% DFE
1082 NEMAK SAB DE CV 64045DAC8 Sep 2022 365,000 — $277K -3.2% 0.01% DBT
1083 JP Morgan Mortgage Trust 46644XBD3 Sep 2022 291,918 -39,174 $276K -11.7% 0.01% ABS-MBS
1084 Adjustable Rate Mortgage Trust 007034BN0 Sep 2022 324,015 -7,344 $275K -4.1% 0.01% ABS-MBS
1085 VALE OVERSEAS LIMITED 91911TAQ6 Sep 2022 305,000 — $274K +2.3% 0.01% DBT
1086 EIG PEARL HOLDINGS SARL 28249NAB7 — 345,000 New $273K — 0.01% DBT
1087 REPUBLIC OF AZERBAIJAN 000000000 Sep 2022 319,000 New $273K — 0.01% DBT
1088 AIR CANADA 008911BK4 Sep 2022 300,000 — $273K +2.4% 0.01% DBT
1089 ANGLOGOLD HOLDINGS PLC 03512TAF8 Sep 2022 305,000 -290,000 $271K -47.8% 0.01% DBT
1090 TARGA RESOURCES CORP 87612GAA9 Sep 2022 300,000 — $270K +4.3% 0.01% DBT
1091 GEOPARK LTD 37255BAB5 Sep 2022 320,000 — $269K -2.5% 0.01% DBT
1092 KINGDOM OF MOROCCO 617726AK0 Sep 2022 300,000 — $265K +1.0% 0.01% DBT
1093 BNPP IP Euro CLO 000000000 Sep 2022 250,000 New $265K — 0.01% ABS-CBDO
1094 TOBACCO SETTLEMENT FIN AUTH WV 88880LAK9 Sep 2022 300,000 — $264K +3.6% 0.01% DBT
1095 Wells Fargo Commercial Mortgag 94989AAU9 Sep 2022 275,000 — $263K +0.4% 0.01% ABS-MBS
1096 Invesco Euro CLO 000000000 Sep 2022 250,000 New $263K — 0.01% ABS-CBDO
1097 CANACOL ENERGY LTD 134808AD6 Sep 2022 325,000 -115,000 $263K -32.5% 0.01% DBT
1098 AZUL INVESTMENTS LLP 05502FAC2 Sep 2022 400,000 — $263K +7.1% 0.01% DBT
1099 CSN RESOURCES SA 12644VAC2 — 260,000 New $260K — 0.01% DBT
1100 TOBACCO SETTLEMENT FIN AUTH WV 88880LAL7 Sep 2022 300,000 — $260K +4.0% 0.01% DBT
1101 TRANSMANTARO 210314AD2 Sep 2022 280,000 -200,000 $258K -40.5% 0.01% DBT
1102 GOVT OF BERMUDA 000000000 Sep 2022 255,000 New $256K — 0.01% DBT
1103 BANCO MERCANTIL DE NORTE 05971PAC2 Sep 2022 275,000 — $256K -6.4% 0.01% DBT
1104 BANGKOK BANK PCL/HK 06000BAA0 Sep 2022 280,000 — $255K -4.0% 0.01% DBT
1105 MC BRAZIL DWNSTRM 55292WAA8 Mar 2023 323,694 -11,306 $255K -8.0% 0.01% DBT
1106 TENGIZCHEVROIL FIN CO IN 88034QAB3 Sep 2022 284,000 — $255K +4.2% 0.01% DBT
1107 ENERGY TRANSFER LP 29273VAQ3 Mar 2023 248,000 -337,000 $254K -55.7% 0.01% DBT
1108 PETROLEOS MEXICANOS 71654QCC4 Sep 2022 390,000 — $254K +1.6% 0.01% DBT
1109 CALPINE CORP 13134MBT9 Sep 2022 253,001 -647 $252K +0.2% 0.01% LON
1110 REPUBLIC OF SOUTH AFRICA 836205AY0 Sep 2022 268,000 — $252K +0.7% 0.01% DBT
1111 US TREASURY N/B 91282CGR6 — 245,000 New $251K — 0.01% DBT
1112 CIA CERVECERIAS UNIDAS 204429AA2 Sep 2022 295,000 — $250K +0.4% 0.01% DBT
1113 BNP PARIBAS 09659W2P8 Sep 2022 300,000 — $250K +6.3% 0.01% DBT
1114 Fannie Mae 3136A13P8 Sep 2022 258,632 -2,555 $247K +0.8% 0.01% ABS-MBS
1115 GLP PTE LTD 000000000 Sep 2022 315,000 New $247K — 0.01% DBT
1116 Harvest CLO 000000000 Sep 2022 250,000 New $246K — 0.01% ABS-CBDO
1117 INTERCHILE SA 45846AAA8 — 305,000 New $244K — 0.01% DBT
1118 NISSAN MOTOR ACCEPTANCE 65480CAD7 Sep 2022 300,000 — $244K +4.3% 0.01% DBT
1119 REPUBLIC OF CHILE 168863DS4 Mar 2023 323,000 — $243K +4.3% 0.01% DBT
1120 HUARONG FINANCE 2019 000000000 Sep 2022 350,000 New $243K — 0.01% DBT
1121 JSW HYDRO ENERGY LTD 46653YAA6 Sep 2022 292,050 — $243K -0.5% 0.01% DBT
1122 CALPINE CORP 13134MBQ5 Sep 2022 241,250 — $240K +0.7% 0.01% LON
1123 SK HYNIX INC 78392BAB3 Sep 2022 265,000 -100,000 $236K -25.6% 0.01% DBT
1124 REPUBLICA ORIENT URUGUAY 917288BK7 Sep 2022 232,000 — $231K -0.0% 0.01% DBT
1125 Venture CDO Ltd 92329YAL0 Sep 2022 231,078 -42,293 $229K -15.3% 0.01% ABS-CBDO
1126 NATIONAL RURAL UTIL COOP 637432PA7 — 215,000 New $229K — 0.01% DBT
1127 GSR Mortgage Loan Trust 362290AC2 Sep 2022 360,146 -5,830 $228K -4.2% 0.01% ABS-MBS
1128 OFFICE CHERIFIEN DES PHO 67091TAB1 Sep 2022 250,000 — $228K -4.0% 0.01% DBT
1129 BRITISH AIR 19-1 AA PTT 11043XAA1 Sep 2022 263,228 -3,945 $227K +0.2% 0.01% DBT
1130 TOBACCO SETTLEMENT FIN AUTH WV 88880LAH6 Sep 2022 250,000 — $227K +2.3% 0.01% DBT
1131 UEP PENONOME II SA 90363PAA4 Sep 2022 300,065 — $226K +1.6% 0.01% DBT
1132 Government National Mortgage A 38375BQN5 Sep 2022 225,665 -25,685 $225K -10.0% 0.01% ABS-MBS
1133 REPUBLIC OF COLOMBIA 195325DZ5 Sep 2022 300,000 — $224K +2.2% 0.01% DBT
1134 Fannie Mae 3140HHXN0 Sep 2022 224,958 -1,422 $223K +1.0% 0.01% ABS-MBS
1135 New Century Home Equity Loan T 64352VKB6 Sep 2022 233,599 — $222K +0.0% 0.01% ABS-MBS
1136 REPUBLIC OF CHILE 168863DN5 Sep 2022 258,000 — $221K +4.3% 0.01% DBT
1137 ENTERGY LOUISIANA LLC 29364WAV0 Sep 2022 235,000 — $220K +4.9% 0.01% DBT
1138 OMAN GOV INTERNTL BOND 000000000 Sep 2022 200,000 New $219K — 0.01% DBT
1139 Fannie Mae 3136AYN82 Sep 2022 225,406 -5,836 $219K -2.0% 0.01% ABS-MBS
1140 FED REPUBLIC OF BRAZIL 105756CC2 Sep 2022 242,000 -290,000 $217K -53.1% 0.01% DBT
1141 MAF GLOBAL SECURITIES 000000000 Sep 2022 215,000 New $217K — 0.01% DBT
1142 DEUTSCHE BANK AKTIENGESELLSCHAFT N/A Sep 2022 1 New $217K — 0.01% DFE
1143 ECOPETROL SA 279158AQ2 Mar 2023 320,000 — $217K +0.4% 0.01% DBT
1144 PENNSYLVANIA ST HGR EDU ASSIST 709163GH6 Sep 2022 219,217 -23,166 $217K -9.3% 0.01% ABS-MBS
1145 REPUBLIC OF KAZAKHSTAN 486661AH4 Sep 2022 207,000 — $216K +0.0% 0.01% DBT
1146 LLOYDS BANKING GROUP PLC 000000000 Sep 2022 200,000 New $214K — 0.01% DBT
1147 REPUBLIC OF COLOMBIA 195325DR3 Sep 2022 272,000 — $214K +2.5% 0.01% DBT
1148 UNITED MEXICAN STATES 91087BAV2 — 200,000 New $213K — 0.01% DBT
1149 VIRGIN MEDIA BRISTOL LLC 000000000 Sep 2022 215,000 New $213K — 0.01% LON
1150 SPRINT LLC 85207UAK1 Sep 2022 200,000 — $212K +0.4% 0.01% DBT
1151 ARAB REPUBLIC OF EGYPT 03846JW89 Sep 2022 359,000 — $211K -12.3% 0.01% DBT
1152 FIRST QUANTUM MINERALS L 335934AL9 Sep 2022 210,000 — $210K +2.5% 0.01% DBT
1153 INTESA SANPAOLO SPA 000000000 Sep 2022 200,000 New $209K — 0.01% DBT
1154 ICL GROUP LIMITED 000000000 Sep 2022 210,000 New $209K — 0.01% DBT
1155 MHP LUX SA 59318YAB4 Sep 2022 425,000 — $206K +2.1% 0.01% DBT
1156 STATE STREET CORP 857477BY8 Mar 2023 195,000 — $204K +0.9% 0.01% DBT
1157 OIL & GAS HOLDING 67778M2C3 Sep 2022 200,000 — $204K -0.2% 0.01% DBT
1158 FORD MOTOR CREDIT CO LLC 000000000 Sep 2022 200,000 New $202K — 0.01% DBT
1159 Freddie Mac - STACR 35565KAH1 Sep 2022 202,886 -11,737 $202K -5.9% 0.01% ABS-MBS
1160 SHINHAN FINANCIAL GROUP 82460P2A2 Sep 2022 210,000 -200,000 $201K -46.4% 0.01% DBT
1161 REPUBLIC OF INDONESIA 455780DN3 Sep 2022 200,000 — $200K +1.7% 0.01% DBT
1162 WAMU Mortgage Pass-Through Cer 93364FAL5 Sep 2022 221,668 -3,484 $199K -3.2% 0.01% ABS-MBS
1163 BANK OF AMERICA CORP 06051GFB0 Sep 2022 200,000 — $198K +0.1% 0.01% DBT
1164 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. WNM3 Sep 2022 29 New $198K — 0.01% DIR
1165 REPUBLIC OF GUATEMALA 401494AV1 Sep 2022 200,000 — $195K +1.4% 0.01% DBT
1166 UBS AG 000000000 Sep 2022 200,000 New $195K — 0.01% DBT
1167 NUSTAR LOGISTICS LP 67059TAE5 Sep 2022 205,000 — $194K +1.2% 0.01% DBT
1168 TRINIDAD & TOBAGO 896292AK5 Sep 2022 200,000 — $193K +1.3% 0.01% DBT
1169 KINGDOM OF JORDAN 418097AK7 Sep 2022 200,000 — $192K -0.2% 0.01% DBT
1170 UNITED MEXICAN STATES 91087BAT7 Sep 2022 200,000 — $192K +4.2% 0.01% DBT
1171 DOMINICAN REPUBLIC 25714PEP9 Sep 2022 200,000 — $189K +2.2% 0.01% DBT
1172 REPUBLIC OF ARGENTINA 040114HS2 Sep 2022 645,050 — $188K +7.3% 0.01% DBT
1173 DAE FUNDING LLC 23371DAJ3 Sep 2022 200,000 — $188K +1.2% 0.01% DBT
1174 REPUBLIC OF INDONESIA 455780BM7 Sep 2022 200,000 — $188K +2.6% 0.01% DBT
1175 WYNN MACAU LTD 000000000 Sep 2022 200,000 New $186K — 0.01% DBT
1176 KAZMUNAYGAS NATIONAL CO 48667QAN5 Mar 2023 200,000 — $184K -0.4% 0.01% DBT
1177 FREEPORT INDONESIA PT 69377FAC0 Mar 2023 200,000 — $183K +4.8% 0.01% DBT
1178 PT PERTAMINA (PERSERO) 69370PAD3 Sep 2022 197,000 — $183K +1.1% 0.01% DBT
1179 HAZINE MUSTESARL 421790AG1 Sep 2022 200,000 — $183K -0.7% 0.01% DBT
1180 COUNTRY GARDEN HLDGS 000000000 Sep 2022 285,000 New $181K — 0.01% DBT
1181 REPUBLIC OF GEORGIA 37311PAB6 Sep 2022 200,000 — $179K -1.5% 0.01% DBT
1182 HONDURAS GOVERNMENT 000000000 Sep 2022 200,000 New $179K — 0.01% DBT
1183 REPUBLIC OF ANGOLA 000000000 Sep 2022 200,000 New $177K — 0.01% DBT
1184 REPUBLIC OF ANGOLA 035198AB6 Sep 2022 200,000 — $177K -3.0% 0.01% DBT
1185 Fannie Mae 3140QADH0 Sep 2022 177,951 -4,112 $177K -0.7% 0.01% ABS-MBS
1186 REPUBLIC OF ARGENTINA 040114HT0 Sep 2022 674,580 — $177K +2.5% 0.01% DBT
1187 Citicorp Residential Mortgage 17310NAE8 Sep 2022 180,534 -41,177 $177K -16.4% 0.01% ABS-MBS
1188 UNITED MEXICAN STATES 91087BAS9 Sep 2022 225,000 — $176K +6.1% 0.01% DBT
1189 OFFICE CHERIFIEN DES PHO 67091TAE5 Sep 2022 240,000 — $175K -4.2% 0.01% DBT
1190 COSTA RICA GOVERNMENT 221597BT3 Sep 2022 200,000 — $175K +6.4% 0.01% DBT
1191 JP Morgan Mortgage Acquisition 46629BAS8 Sep 2022 179,841 -21,444 $175K -10.8% 0.01% ABS-MBS
1192 WYNN MACAU LTD 000000000 Sep 2022 200,000 New $175K — 0.01% DBT
1193 JP Morgan Mortgage Trust 46644VBR6 Sep 2022 196,108 -2,741 $175K +0.0% 0.01% ABS-MBS
1194 WEST CHINA CEMENT LTD 000000000 Sep 2022 215,000 New $174K — 0.01% DBT
1195 TENCENT HOLDINGS LTD 88032WBA3 Sep 2022 200,000 -170,000 $174K -43.7% 0.01% DBT
1196 MELCO RESORTS FINANCE 000000000 Sep 2022 200,000 New $173K — 0.01% DBT
1197 FED REPUBLIC OF BRAZIL 105756CB4 Sep 2022 233,000 — $173K +5.5% 0.01% DBT
1198 SANDS CHINA LTD 80007RAN5 Sep 2022 200,000 — $172K +0.1% 0.01% DBT
1199 PETRONAS CAPITAL LTD 71675CAB4 Sep 2022 200,000 — $170K +2.8% 0.01% DBT
1200 CODELCO INC 21987BBA5 Sep 2022 225,000 — $170K +1.1% 0.01% DBT
1201 TRUST FIBRAUNO 898339AA4 Mar 2023 200,000 -275,000 $170K -58.5% 0.01% DBT
1202 PETROLEOS MEXICANOS 71654QDD1 Sep 2022 240,000 — $170K +1.8% 0.01% DBT
1203 REPUBLIC OF ANGOLA 035198AF7 Sep 2022 200,000 — $170K -2.4% 0.01% DBT
1204 RKPF OVERSEAS 2020 A LTD 000000000 Sep 2022 245,000 New $169K — 0.01% DBT
1205 CODELCO INC 21987BAR9 Sep 2022 200,000 — $169K +1.7% 0.01% DBT
1206 INTERCONTINENTAL EXCHANGE, INC. 000000000 Sep 2022 1 New $168K — 0.01% DCR
1207 JP Morgan Mortgage Trust 46645GAY4 Sep 2022 182,115 -4,563 $168K -1.2% 0.01% ABS-MBS
1208 REPUBLIC OF SERBIA 000000000 Sep 2022 200,000 New $168K — 0.01% DBT
1209 STATE OF ISRAEL 46513JB42 Sep 2022 200,000 — $168K -0.9% 0.01% DBT
1210 PANAMA BONOS DEL 000000000 Sep 2022 200,000 New $167K — 0.01% DBT
1211 OFFICE CHERIFIEN DES PHO 67091TAD7 Sep 2022 200,000 — $164K -2.3% 0.01% DBT
1212 MELCO RESORTS FINANCE 58547DAD1 Sep 2022 200,000 — $164K +1.9% 0.01% DBT
1213 Freddie Mac 31329QHG9 Sep 2022 164,373 -4,039 $164K -0.8% 0.01% ABS-MBS
1214 PETROBRAS GLOBAL FINANCE 71647NBG3 Sep 2022 185,000 — $164K +1.1% 0.01% DBT
1215 JP Morgan Mortgage Trust 46645GAZ1 Sep 2022 177,193 -4,439 $163K -1.3% 0.01% ABS-MBS
1216 REPUBLIC OF SRI LANKA 85227SAT3 Sep 2022 453,000 — $163K +12.9% 0.01% DBT
1217 REPUBLIC OF KENYA 491798AK0 Sep 2022 200,000 — $163K -5.0% 0.01% DBT
1218 BANQUE OUEST AFRICAINE D 000000000 Sep 2022 200,000 New $162K — 0.01% DBT
1219 REPUBLIC OF UZBEKISTAN 91822Q2E6 Sep 2022 200,000 — $161K -2.5% 0.01% DBT
1220 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 000000000 Sep 2022 1 New $161K — 0.01% DCR
1221 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 000000000 Sep 2022 1 New $161K — 0.01% DCR
1222 PERUSAHAAN LISTRIK NEGAR 71568PAD1 Sep 2022 185,000 — $160K +2.5% 0.01% DBT
1223 CITIGROUP INC. N/A Sep 2022 1 New $159K — 0.01% DFE
1224 UZBEKNEFTEGAZ JSC 91825MAB9 Sep 2022 200,000 — $159K -1.3% 0.01% DBT
1225 Government National Mortgage A 38378WRW5 Sep 2022 173,000 — $158K +1.3% 0.01% ABS-MBS
1226 JP Morgan Mortgage Trust 46647JAZ3 Sep 2022 175,167 -2,787 $158K +0.7% 0.01% ABS-MBS
1227 MINEJESA CAPITAL BV 602736AB6 Sep 2022 200,000 -200,000 $157K -49.7% 0.01% DBT
1228 Fannie Mae 31416YJD1 Sep 2022 159,798 -4,746 $156K -1.4% 0.01% ABS-MBS
1229 Fannie Mae - CAS 20753WAF3 Sep 2022 155,338 -45,308 $156K -22.2% 0.01% ABS-MBS
1230 AEROPUERTO INTL TOCUMEN 00787CAE2 Sep 2022 200,000 — $156K -5.2% 0.01% DBT
1231 BANCO NACIONAL DE PANAMA 059626AC5 Sep 2022 200,000 — $155K -3.3% 0.01% DBT
1232 REPUBLIC OF EL SALVADOR 000000000 Sep 2022 275,000 New $155K — 0.01% DBT
1233 REPUBLIC OF ARMENIA 042207AD2 Sep 2022 200,000 — $155K -3.2% 0.01% DBT
1234 BNP PARIBAS N/A Sep 2022 1 New $154K — 0.01% DFE
1235 Freddie Mac 3132DVLL7 Sep 2022 169,113 -3,857 $154K -0.2% 0.01% ABS-MBS
1236 PUERTO RICO CMWLTH 74514L3Q8 Sep 2022 162,917 — $153K +1.5% 0.01% DBT
1237 REPUBLIC OF GABON 362420AD3 Sep 2022 200,000 — $153K -6.8% 0.01% DBT
1238 REPUBLIC OF SERBIA 817477AF9 Sep 2022 200,000 — $152K +5.4% 0.01% DBT
1239 UKRAINE GOVERNMENT 903724AT9 Sep 2022 804,000 — $150K -13.5% 0.01% DBT
1240 REPUBLIC OF CHILE 168863DL9 Sep 2022 200,000 — $150K +3.6% 0.01% DBT
1241 NORTH MACEDONIA 000000000 Sep 2022 150,000 New $150K — 0.01% DBT
1242 Sequoia Mortgage Trust 81744HAH6 Sep 2022 222,935 -4,600 $149K -4.4% 0.01% ABS-MBS
1243 SAUDI ARABIAN OIL CO 80414L2M6 Sep 2022 220,000 — $149K -0.8% 0.01% DBT
1244 COUNTRY GARDEN HLDGS 000000000 Sep 2022 254,000 New $149K — 0.01% DBT
1245 REPUBLIC OF SOUTH AFRICA 836205AX2 Sep 2022 200,000 — $148K +0.4% 0.01% DBT
1246 REPUBLIC OF ALBANIA 000000000 Sep 2022 150,000 New $147K — 0.01% DBT
1247 AMER AIRLINE 19-1AA PTT 02377LAA2 Sep 2022 167,457 -5,429 $146K +2.4% 0.01% DBT
1248 REPUBLIC OF SENEGAL 81720TAD7 Sep 2022 210,000 — $146K -1.8% 0.01% DBT
1249 WAMU Mortgage Pass-Through Cer 92922F6Y9 Sep 2022 165,203 -2,551 $146K -3.0% 0.01% ABS-MBS
1250 SA GLOBAL SUKUK LTD 78397PAD3 Sep 2022 165,000 -260,000 $145K -60.2% 0.01% DBT
1251 Asset Backed Funding Certifica 00075WAD1 Sep 2022 251,938 -4,260 $145K -3.6% 0.01% ABS-MBS
1252 AERCAP IRELAND CAP/GLOBA 00774MAL9 Sep 2022 150,000 — $144K +0.6% 0.01% DBT
1253 VICI PROPERTIES / NOTE 92564RAJ4 Sep 2022 145,000 — $142K +0.7% 0.01% DBT
1254 REPUBLIC OF COLOMBIA 195325EA9 Sep 2022 217,000 — $141K +3.5% 0.01% DBT
1255 Government National Mortgage A 38375BUL4 Sep 2022 141,594 -17,652 $141K -11.0% 0.01% ABS-MBS
1256 RAAC Series 76112BF54 Sep 2022 175,805 -4,502 $141K -4.5% 0.01% ABS-O
1257 Fannie Mae 3140Q9T29 Sep 2022 144,800 -5,182 $141K -1.7% 0.01% ABS-MBS
1258 REPUBLIC OF COLOMBIA 195325CU7 Sep 2022 200,000 — $140K +2.5% 0.01% DBT
1259 REPUBLIC OF COLOMBIA 195325DQ5 Sep 2022 200,000 — $140K +2.3% 0.01% DBT
1260 REPUBLIC OF SENEGAL 000000000 Sep 2022 200,000 New $140K — 0.01% DBT
1261 SVB FINANCIAL GROUP 78486QAJ0 Sep 2022 2,110,000 — $139K -90.0% 0.01% DBT
1262 Argent Securities Inc. 040104TG6 Sep 2022 571,359 -4,142 $138K -2.6% 0.01% ABS-MBS
1263 Towd Point Mortgage Trust 89176EAA8 Sep 2022 139,927 -9,937 $136K -6.2% 0.01% ABS-MBS
1264 JP Morgan Mortgage Trust 46628BAX8 Sep 2022 170,636 -4,275 $135K -4.4% 0.01% ABS-MBS
1265 Freddie Mac 3128MJ2D1 Sep 2022 136,905 -3,514 $133K -0.6% 0.01% ABS-MBS
1266 JP Morgan Mortgage Trust 46591TAC8 Sep 2022 147,881 -3,022 $132K -0.4% 0.01% ABS-MBS
1267 Fannie Mae 31410GJA2 Sep 2022 126,702 -4,892 $132K -3.6% 0.01% ABS-MBS
1268 Fannie Mae 31418CYN8 Sep 2022 128,974 -3,641 $129K -1.2% 0.01% ABS-MBS
1269 KEYCORP 49326EEN9 Sep 2022 139,000 -478,000 $125K -78.7% 0.01% DBT
1270 HCA INC 404119CB3 — 180,000 New $125K — 0.01% DBT
1271 Fannie Mae 31416YGC6 Sep 2022 123,695 -7,613 $124K -4.3% 0.01% ABS-MBS
1272 Wells Fargo Mortgage Backed Se 95002KAA1 Sep 2022 137,274 -1,595 $118K +2.8% 0.00% ABS-MBS
1273 FORD MOTOR CREDIT CO LLC 000000000 Sep 2022 100,000 New $118K — 0.00% DBT
1274 Sequoia Mortgage Trust 81745QCB6 Sep 2022 122,632 -2,146 $116K +0.8% 0.00% ABS-MBS
1275 Fannie Mae 3140X4W69 Sep 2022 115,332 -3,093 $116K -1.2% 0.00% ABS-MBS
1276 Fannie Mae 31418DAR3 Sep 2022 118,365 -3,161 $115K -0.8% 0.00% ABS-MBS
1277 VIRGIN MONEY UK PLC 000000000 Sep 2022 100,000 New $114K — 0.00% DBT
1278 New Residential Mortgage Loan 64829VAA4 Sep 2022 120,072 -3,636 $113K -3.0% 0.00% ABS-MBS
1279 Soundview Home Equity Loan Tru 83611MLZ9 Sep 2022 114,906 -9,374 $112K -7.5% 0.00% ABS-MBS
1280 REPUBLIC OF ECUADOR 000000000 Sep 2022 328,384 New $111K — 0.00% DBT
1281 SINO OCEAN LAND IV 000000000 Sep 2022 275,000 New $108K — 0.00% DBT
1282 BROADCOM INC 11135FBV2 Sep 2022 115,000 — $105K +3.9% 0.00% DBT
1283 STATE AGE ROADS 857329AA4 Sep 2022 575,000 — $102K -0.8% 0.00% DBT
1284 Structured Asset Mortgage Inve 86359LPE3 Sep 2022 107,474 -9,386 $101K -6.5% 0.00% ABS-MBS
1285 UK CLEARING HOUSE LIMITED 000000000 Sep 2022 1 New $101K — 0.00% DIR
1286 AVOLON HOLDINGS FNDG LTD 05401AAR2 Sep 2022 116,000 — $98K +5.8% 0.00% DBT
1287 REPUBLIC OF SERBIA 000000000 Sep 2022 100,000 New $98K — 0.00% DBT
1288 WAMU Mortgage Pass-Through Cer 92925VAK6 Sep 2022 109,601 -3,268 $96K -4.6% 0.00% ABS-MBS
1289 VICI PROPERTIES LP 925650AB9 Sep 2022 100,000 — $95K -0.2% 0.00% DBT
1290 Wells Fargo Mortgage Backed Se 94984CAF3 Sep 2022 103,203 -4,953 $93K -5.8% 0.00% ABS-MBS
1291 Fannie Mae 31416M2B9 Sep 2022 91,876 -1,280 $92K +0.2% 0.00% ABS-MBS
1292 GENERAL ELECTRIC CO 369604BQ5 Sep 2022 92,000 -108,000 $92K -53.2% 0.00% DBT
1293 CIFI HOLDINGS GROUP 000000000 Sep 2022 430,000 New $92K — 0.00% DBT
1294 Fannie Mae 31418CZJ6 Sep 2022 91,335 -3,118 $91K -1.7% 0.00% ABS-MBS
1295 Towd Point Mortgage Trust 89173FAA8 Sep 2022 92,151 -22,547 $90K -19.9% 0.00% ABS-MBS
1296 REPUBLIC OF ECUADOR 000000000 Sep 2022 278,501 New $85K — 0.00% DBT
1297 Social Professional Loan Progr 78471AAB9 Sep 2022 88,806 -4,704 $85K -5.0% 0.00% ABS-O
1298 Credit Suisse Mortgage Trust 126378BN7 Sep 2022 142,022 -3,131 $85K -2.5% 0.00% ABS-MBS
1299 REPUBLIC OF GHANA 37443GAL5 Sep 2022 230,000 — $81K -6.3% 0.00% DBT
1300 Freddie Mac - STACR 35565AAH3 Sep 2022 80,544 -20,781 $80K -20.7% 0.00% ABS-MBS
1301 AMER AIRLINE 21-1A EETC 02379KAA2 Sep 2022 97,319 -2,681 $80K -0.5% 0.00% DBT
1302 Fannie Mae 31412PMN8 Sep 2022 78,031 -1,290 $78K -0.1% 0.00% ABS-MBS
1303 ROMANIA 000000000 Sep 2022 123,000 New $78K — 0.00% DBT
1304 Fannie Mae - CAS 20753KAB8 Sep 2022 73,466 -43,722 $73K -37.2% 0.00% ABS-MBS
1305 LendingPoint Asset Securitizat 52607HAA8 Sep 2022 73,633 -118,821 $73K -61.6% 0.00% ABS-O
1306 ISLAMIC REP OF PAKISTAN 695847AT0 Sep 2022 200,000 — $72K +0.0% 0.00% DBT
1307 ROMANIA 000000000 Sep 2022 109,000 New $72K — 0.00% DBT
1308 Banc of America Funding Corpor 05951VAA7 Sep 2022 75,800 -1,493 $71K -3.6% 0.00% ABS-MBS
1309 Sequoia Mortgage Trust 81744FCF2 Sep 2022 79,941 -2,126 $71K -4.3% 0.00% ABS-MBS
1310 INTERCONTINENTAL EXCHANGE, INC. 000000000 Sep 2022 1 New $71K — 0.00% DCR
1311 US TREASURY N/B 912810ST6 Sep 2022 100,000 — $69K +6.0% 0.00% DBT
1312 Fannie Mae 31418RT27 Sep 2022 64,849 -690 $66K -0.2% 0.00% ABS-MBS
1313 CVS PASS-THROUGH TRUST 126650BV1 Sep 2022 60,100 -1,128 $61K +1.4% 0.00% DBT
1314 PETROLEOS MEXICANOS 71643VAB1 Sep 2022 76,000 — $61K +1.2% 0.00% DBT
1315 REPUBLIC OF ECUADOR 000000000 Sep 2022 125,307 New $59K — 0.00% DBT
1316 Bear Stearns Asset Backed Secu 07389QAN8 Sep 2022 99,753 — $59K -1.0% 0.00% ABS-MBS
1317 Credit Suisse Mortgage Trust 12638PBV0 Sep 2022 73,163 -706 $58K -2.6% 0.00% ABS-MBS
1318 Fannie Mae 3140QNUY6 Sep 2022 63,922 -1,173 $55K +0.1% 0.00% ABS-MBS
1319 Government National Mortgage A 36193FLJ4 Sep 2022 50,624 -3,982 $53K -6.8% 0.00% ABS-MBS
1320 Government National Mortgage A 38376RLJ3 Sep 2022 53,162 -4,185 $53K -7.1% 0.00% ABS-MBS
1321 Fannie Mae 3140F3XV5 Sep 2022 53,960 -399 $53K +1.1% 0.00% ABS-MBS
1322 Fannie Mae - CAS 20753QAE9 Sep 2022 52,196 -12,470 $52K -19.1% 0.00% ABS-MBS
1323 Fannie Mae 31371MGC5 Sep 2022 51,653 -1,234 $52K -0.6% 0.00% ABS-MBS
1324 Banc of America Funding Corpor 05946XXT5 Sep 2022 65,167 -652 $51K -1.8% 0.00% ABS-MBS
1325 Freddie Mac 3132Y2LC8 Sep 2022 51,448 -761 $48K +0.3% 0.00% ABS-MBS
1326 Fannie Mae 31409FPK8 Sep 2022 45,742 -803 $47K -1.1% 0.00% ABS-MBS
1327 JP Morgan Mortgage Trust 46648HAC7 Sep 2022 50,739 -1,037 $46K +3.1% 0.00% ABS-MBS
1328 Government National Mortgage A 38375Y3P5 Sep 2022 772,673 -31,597 $44K -8.8% 0.00% ABS-MBS
1329 CHINA EVERGRANDE GROUP 000000000 Sep 2022 550,000 New $44K — 0.00% DBT
1330 Fannie Mae 31407NQC0 Sep 2022 43,549 -2,026 $44K -2.8% 0.00% ABS-MBS
1331 Freddie Mac 31297UVE7 Sep 2022 39,964 -746 $42K -1.3% 0.00% ABS-MBS
1332 US AIRWAYS 2013-1A PTT 90346WAA1 Sep 2022 44,383 — $41K +2.9% 0.00% DBT
1333 Fannie Mae - CAS 20754FAK8 Sep 2022 40,756 -5,486 $41K -11.5% 0.00% ABS-MBS
1334 Fannie Mae 31418C5Z3 Sep 2022 41,721 -1,167 $41K -0.9% 0.00% ABS-MBS
1335 Fannie Mae 31414SHK2 Sep 2022 39,778 -574 $40K -1.2% 0.00% ABS-MBS
1336 LEBANESE REPUBLIC 000000000 Sep 2022 582,000 New $38K — 0.00% DBT
1337 Freddie Mac 3128NHYH0 Sep 2022 38,513 -500 $38K -2.9% 0.00% ABS-MBS
1338 JP Morgan Mortgage Trust 46630GAX3 Sep 2022 41,044 -467 $38K -2.4% 0.00% ABS-MBS
1339 Structured Adjustable Rate Mor 863579Q92 Sep 2022 41,694 -15,043 $37K -27.2% 0.00% ABS-MBS
1340 REPUBLIC OF PERU 715638BM3 Sep 2022 35,000 — $35K +1.8% 0.00% DBT
1341 Fannie Mae 31419AQ83 Sep 2022 35,258 -912 $34K -0.7% 0.00% ABS-MBS
1342 J.P. MORGAN SECURITIES LLC N/A Sep 2022 1 New $34K — 0.00% DFE
1343 Chase Mortgage Finance Corpora 16162WPJ2 Sep 2022 40,157 -381 $33K -2.5% 0.00% ABS-MBS
1344 Freddie Mac - STACR 35565CAH9 Sep 2022 32,543 -18,128 $33K -35.6% 0.00% ABS-MBS
1345 DEUTSCHE BANK AKTIENGESELLSCHAFT N/A Sep 2022 1 New $32K — 0.00% DFE
1346 Adjustable Rate Mortgage Trust 007036TH9 Sep 2022 34,994 -169 $31K -2.7% 0.00% ABS-MBS
1347 MASTR Adjustable Rate Mortgage 576433ME3 Sep 2022 32,745 -758 $30K -4.5% 0.00% ABS-MBS
1348 Countrywide Asset-Backed Certi 12666TAF3 Sep 2022 32,681 -1,322 $30K -3.8% 0.00% ABS-MBS
1349 Banc of America Mortgage Secur 05948XBS9 Sep 2022 32,518 -425 $29K -2.8% 0.00% ABS-MBS
1350 INTERCONTINENTAL EXCHANGE, INC. 000000000 Sep 2022 1 New $29K — 0.00% DCR
1351 Freddie Mac 31397FPF3 Sep 2022 277,867 -13,625 $28K +4.7% 0.00% ABS-MBS
1352 INTERCONTINENTAL EXCHANGE, INC. 000000000 Sep 2022 1 New $28K — 0.00% DCR
1353 THE TORONTO-DOMINION BANK N/A Sep 2022 1 New $28K — 0.00% DFE
1354 J.P. MORGAN SECURITIES LLC 000000000 Sep 2022 1 New $27K — 0.00% DCR
1355 Credit Suisse Mortgage Trust 12638PCQ0 Sep 2022 32,487 -314 $27K +0.9% 0.00% ABS-MBS
1356 Fannie Mae 31407FQ29 Sep 2022 25,327 -517 $27K -1.5% 0.00% ABS-MBS
1357 INTERCONTINENTAL EXCHANGE, INC. 000000000 Sep 2022 1 New $27K — 0.00% DCR
1358 Fannie Mae 31410GCT8 Sep 2022 26,354 -1,100 $26K -2.3% 0.00% ABS-MBS
1359 BNP PARIBAS N/A Sep 2022 1 New $26K — 0.00% DFE
1360 Countrywide Asset-Backed Certi 126670TH1 Sep 2022 27,376 -2,221 $26K -7.5% 0.00% ABS-MBS
1361 Countrywide Asset-Backed Certi 1266714M5 Sep 2022 26,838 -923 $24K -3.7% 0.00% ABS-MBS
1362 Fannie Mae 31359VH97 Sep 2022 23,195 -3,174 $24K -11.6% 0.00% ABS-MBS
1363 Freddie Mac 3133TLEK0 Sep 2022 22,750 -1,273 $23K -4.8% 0.00% ABS-MBS
1364 JP Morgan Mortgage Trust 46629DAK1 Sep 2022 31,266 -2,741 $23K -13.8% 0.00% ABS-MBS
1365 CATERPILLAR INC 149123CH2 Sep 2022 25,000 — $22K +2.9% 0.00% DBT
1366 FannieMae Whole Loan 31394AB47 Sep 2022 21,591 -819 $22K -2.9% 0.00% ABS-MBS
1367 Fannie Mae 31409YUT2 Sep 2022 19,818 -668 $20K -2.6% 0.00% ABS-MBS
1368 JP Morgan Mortgage Trust 46641YAP8 Sep 2022 21,186 — $19K +2.4% 0.00% ABS-MBS
1369 JP Morgan Mortgage Trust 46641YAQ6 Sep 2022 21,186 — $18K +1.8% 0.00% ABS-MBS
1370 CITIGROUP INC. N/A Sep 2022 1 New $17K — 0.00% DFE
1371 Freddie Mac 3128MJ4Q0 Sep 2022 17,989 -396 $17K -0.3% 0.00% ABS-MBS
1372 FUTURE RETAIL LTD 36118EAA0 Sep 2022 565,000 — $16K -28.0% 0.00% DBT
1373 Fannie Mae 31397NAL9 Sep 2022 238,779 -2,696 $16K +7.0% 0.00% ABS-MBS
1374 MASTR Alternative Loans Trust 576434RL0 Sep 2022 15,975 -567 $16K -3.2% 0.00% ABS-MBS
1375 Structured Asset Investment Lo 86358EAN6 Sep 2022 15,778 — $15K -0.0% 0.00% ABS-MBS
1376 FannieMae Whole Loan 31394BZ64 Sep 2022 14,597 -951 $15K -5.4% 0.00% ABS-MBS
1377 Fannie Mae 31409JXU9 Sep 2022 13,462 -171 $14K -0.9% 0.00% ABS-MBS
1378 Freddie Mac 31296QAD2 Sep 2022 13,424 -311 $14K -1.6% 0.00% ABS-MBS
1379 INTERCONTINENTAL EXCHANGE, INC. 000000000 Sep 2022 1 New $14K — 0.00% DCR
1380 GMAC Mortgage Corporation Loan 36185MEB4 Sep 2022 15,575 -690 $13K -2.7% 0.00% ABS-MBS
1381 Fannie Mae 31415SST0 Sep 2022 12,615 -128 $13K -0.5% 0.00% ABS-MBS
1382 Bear Stearns Adjustable Rate M 07384MWN8 Sep 2022 14,018 -188 $13K -3.2% 0.00% ABS-MBS
1383 Fannie Mae 3138ABN47 Sep 2022 12,693 -166 $13K +0.2% 0.00% ABS-MBS
1384 REGENERON PHARMACEUTICAL 75886FAF4 Sep 2022 18,000 -1,152,000 $12K -98.4% 0.00% DBT
1385 Freddie Mac 3128QS6W1 Sep 2022 12,042 -208 $12K -1.3% 0.00% ABS-MBS
1386 Towd Point Mortgage Trust 89173HAA4 Sep 2022 11,126 -2,962 $11K -20.9% 0.00% ABS-MBS
1387 REPUBLIC OF ECUADOR 000000000 Sep 2022 35,470 New $11K — 0.00% DBT
1388 Fannie Mae 31396QD71 Sep 2022 88,574 -2,895 $11K +4.8% 0.00% ABS-MBS
1389 Credit Suisse Mortgage Trust 12638PCB3 Sep 2022 73,163 -706 $10K +4.4% 0.00% ABS-MBS
1390 INTERCONTINENTAL EXCHANGE, INC. 000000000 Sep 2022 1 New $10K — 0.00% DCR
1391 FHLMC Structured Pass Through 31393LFK4 Sep 2022 9,539 -154 $10K +0.3% 0.00% ABS-MBS
1392 Fannie Mae 31414KAU4 Sep 2022 9,516 -284 $10K -2.3% 0.00% ABS-MBS
1393 Government National Mortgage A 38375YBB7 Sep 2022 234,381 -7,854 $9K -12.1% 0.00% ABS-MBS
1394 REPUBLIC OF ARGENTINA 040114HX1 Sep 2022 31,833 — $9K +5.3% 0.00% DBT
1395 BOFA SECURITIES, INC. N/A Sep 2022 1 New $9K — 0.00% DFE
1396 Fannie Mae 31419H4A7 Sep 2022 8,814 -96 $9K +0.8% 0.00% ABS-MBS
1397 HSI Asset Securitization Corpo 44328AAB6 Sep 2022 21,418 -185 $9K -0.8% 0.00% ABS-MBS
1398 J.P. MORGAN SECURITIES LLC N/A Sep 2022 1 New $9K — 0.00% DFE
1399 Fannie Mae 31402DGN4 Sep 2022 7,496 -313 $8K -4.0% 0.00% ABS-MBS
1400 Fannie Mae 31403YB36 Sep 2022 7,547 -138 $8K -1.1% 0.00% ABS-MBS
1401 INTERCONTINENTAL EXCHANGE, INC. 000000000 Sep 2022 1 New $7K — 0.00% DCR
1402 BNP PARIBAS N/A Sep 2022 1 New $7K — 0.00% DFE
1403 PRESTIGE BRANDS INC 74112CAW3 Sep 2022 7,182 -1,596 $7K -18.2% 0.00% LON
1404 JPMorgan Chase Bank, National Association N/A Sep 2022 1 New $7K — 0.00% DFE
1405 BOFA SECURITIES, INC. N/A Sep 2022 1 New $6K — 0.00% DFE
1406 Fannie Mae 31410TWV3 Sep 2022 6,206 -87 $6K -0.8% 0.00% ABS-MBS
1407 INTERCONTINENTAL EXCHANGE, INC. 000000000 Sep 2022 1 New $6K — 0.00% DCR
1408 CITIGROUP INC. N/A Sep 2022 1 New $6K — 0.00% DFE
1409 CREDIT SUISSE SECURITIES (USA) LLC 000000000 Sep 2022 1 New $6K — 0.00% DCR
1410 Freddie Mac 3128L4E83 Sep 2022 4,974 -52 $5K -0.5% 0.00% ABS-MBS
1411 Fannie Mae 31412ERR9 Sep 2022 4,642 -53 $5K -0.3% 0.00% ABS-MBS
1412 FIRSTENERGY TRANSMISSION 33767BAC3 Sep 2022 5,000 — $4K +3.6% 0.00% DBT
1413 Fannie Mae 31404P7H8 Sep 2022 4,098 -86 $4K -2.1% 0.00% ABS-MBS
1414 INTERCONTINENTAL EXCHANGE, INC. 000000000 Sep 2022 1 New $4K — 0.00% DCR
1415 BNP PARIBAS N/A Sep 2022 1 New $4K — 0.00% DFE
1416 FIFTH THIRD BANCORP 316773CV0 Sep 2022 4,000 — $4K -5.8% 0.00% DBT
1417 US TREASURY N/B 912810SZ2 Sep 2022 5,000 — $4K +7.4% 0.00% DBT
1418 FHLMC Structured Pass Through 31394JY35 Sep 2022 3,289 -222 $3K -5.2% 0.00% ABS-MBS
1419 INTERCONTINENTAL EXCHANGE, INC. 000000000 Sep 2022 1 New $3K — 0.00% DCR
1420 FannieMae Grantor Trust 31393XFT9 Sep 2022 2,902 -198 $3K -5.7% 0.00% ABS-MBS
1421 FannieMae Grantor Trust 31359VYH0 Sep 2022 2,938 -244 $3K -7.8% 0.00% ABS-MBS
1422 Fannie Mae 31416BZF8 Sep 2022 2,681 -66 $3K -2.3% 0.00% ABS-MBS
1423 INTERCONTINENTAL EXCHANGE, INC. 000000000 Sep 2022 1 New $2K — 0.00% DCR
1424 Fannie Mae 31414S3B7 Sep 2022 2,141 -23 $2K -0.1% 0.00% ABS-MBS
1425 Fannie Mae 31416VSB1 Sep 2022 1,961 -35 $2K -1.6% 0.00% ABS-MBS
1426 Fannie Mae 31406M6P6 Sep 2022 1,654 -24 $2K -1.1% 0.00% ABS-MBS
1427 Fannie Mae 31403FSU9 Sep 2022 1,537 -26 $2K -1.0% 0.00% ABS-MBS
1428 Merrill Lynch Mortgage Investo 59020UAC9 Sep 2022 1,731 -35 $2K -4.4% 0.00% ABS-MBS
1429 Fannie Mae 31359SWU0 Sep 2022 1,511 -96 $2K -5.4% 0.00% ABS-MBS
1430 Government National Mortgage A 36290SXD8 Sep 2022 1,434 -256 $1K -14.9% 0.00% ABS-MBS
1431 MASTR Alternative Loans Trust 576434PB4 Sep 2022 1,087 -16 $1K +1.2% 0.00% ABS-MBS
1432 CITIGROUP INC. N/A Sep 2022 1 New $1K — 0.00% DFE
1433 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 000000000 Sep 2022 1 New $1K — 0.00% DCR
1434 Freddie Mac 31335H5F6 Sep 2022 895 -222 $905 -19.3% 0.00% ABS-MBS
1435 Fannie Mae 31415MEW1 Sep 2022 860 -9 $866 -0.0% 0.00% ABS-MBS
1436 FIFTH THIRD BANCORP 316773DA5 Sep 2022 1,000 — $863 -4.1% 0.00% DBT
1437 INTERCONTINENTAL EXCHANGE, INC. 000000000 Sep 2022 1 New $837 — 0.00% DCR
1438 Fannie Mae 31402CU67 Sep 2022 814 -34 $831 -4.0% 0.00% ABS-MBS
1439 Fannie Mae 31412MCZ9 Sep 2022 684 -12 $693 -1.4% 0.00% ABS-MBS
1440 Freddie Mac 3128E3A20 Sep 2022 684 -406 $691 -36.8% 0.00% ABS-MBS
1441 CITIGROUP INC. N/A Sep 2022 1 New $689 — 0.00% DFE
1442 CITIGROUP INC. N/A Sep 2022 1 New $339 — 0.00% DFE
1443 CITIGROUP INC. N/A Sep 2022 1 New $203 — 0.00% DFE
1444 Centex Home Equity 152314EL0 Sep 2022 182 -14 $177 -7.5% 0.00% ABS-MBS
1445 Residential Funding Mtg Sec I 76111XRG0 Sep 2022 28 — $32 +1.4% 0.00% ABS-MBS
1446 TK ELEVATOR MIDCO GMBH 000000000 Sep 2022 9 New $8 — 0.00% LON
1447 JYSKE REALKREDIT A/S 000000000 Sep 2022 1 New $0 — 0.00% DBT
1448 NYKREDIT REALKREDIT AS 000000000 Sep 2022 1 New $0 — 0.00% DBT
1449 REALKREDIT DANMARK 000000000 Sep 2022 1 New $0 — 0.00% DBT
1450 CREDIT SUISSE GROUP AG 225436AA2 Sep 2022 2,000,000 — $0 -100.0% 0.00% DBT
1451 BNP PARIBAS (SUISSE) SA 000000000 Sep 2022 -66,200,000 New $0 — 0.00% DIR
1452 CREDIT SUISSE GROUP AG 225401AL2 Sep 2022 1,900,000 — $0 -100.0% 0.00% DBT
1453 BNP PARIBAS (SUISSE) SA 000000000 Sep 2022 -66,200,000 New $0 — 0.00% DIR
1454 CREDIT SUISSE GROUP AG 000000000 Sep 2022 400,000 New $0 — 0.00% DBT
1455 BNP PARIBAS (SUISSE) SA 000000000 Sep 2022 -4,300,000 New $-0 — 0.00% DIR
1456 GOLDMAN SACHS BANK USA 000000000 Sep 2022 -4,200,000 New $-0 — 0.00% DIR
1457 DEUTSCHE BANK AKTIENGESELLSCHAFT N/A Sep 2022 1 New $-385 — -0.00% DFE
1458 JPMorgan Chase Bank, National Association N/A Sep 2022 1 New $-843 — -0.00% DFE
1459 CITIGROUP INC. N/A Sep 2022 1 New $-1018 — -0.00% DFE
1460 GOLDMAN SACHS BANK USA 000000000 Sep 2022 -1,800,000 New $-2852 — -0.00% DIR
1461 GOLDMAN SACHS BANK USA 000000000 Sep 2022 -1,700,000 New $-3039 — -0.00% DIR
1462 GOLDMAN SACHS BANK USA 000000000 Sep 2022 -1,800,000 New $-3189 — -0.00% DIR
1463 GOLDMAN SACHS BANK USA 000000000 Sep 2022 -1,700,000 New $-3483 — -0.00% DIR
1464 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TYK3P112.5 Sep 2022 -23 New $-3594 — -0.00% DIR
1465 GOLDMAN SACHS BANK USA 000000000 Sep 2022 -1,700,000 New $-3659 — -0.00% DIR
1466 GOLDMAN SACHS BANK USA 000000000 Sep 2022 -1,700,000 New $-3787 — -0.00% DIR
1467 GOLDMAN SACHS BANK USA 000000000 Sep 2022 -2,600,000 New $-3986 — -0.00% DIR
1468 BNP PARIBAS N/A Sep 2022 1 New $-3988 — -0.00% DFE
1469 BOFA SECURITIES, INC. N/A Sep 2022 1 New $-4145 — -0.00% DFE
1470 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TYK3C118 Sep 2022 -23 New $-4312 — -0.00% DIR
1471 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TYK3P112 Sep 2022 -41 New $-4484 — -0.00% DIR
1472 INTERCONTINENTAL EXCHANGE, INC. 000000000 Sep 2022 1 New $-4487 — -0.00% DCR
1473 DEUTSCHE BANK AKTIENGESELLSCHAFT 000000000 Sep 2022 -3,000,000 New $-4599 — -0.00% DIR
1474 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TYK3C119 Sep 2022 -41 New $-5125 — -0.00% DIR
1475 CITIGROUP GLOBAL MARKETS INC. 000000000 Sep 2022 -2,600,000 New $-7583 — -0.00% DFE
1476 BNP PARIBAS N/A Sep 2022 1 New $-9635 — -0.00% DFE
1477 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. USM3 Sep 2022 -2 New $-11865 — -0.00% DIR
1478 CITIGROUP INC. N/A Sep 2022 1 New $-13680 — -0.00% DFE
1479 DEUTSCHE BANK AKTIENGESELLSCHAFT N/A Sep 2022 1 New $-14618 — -0.00% DFE
1480 GOLDMAN SACHS BANK USA 000000000 Sep 2022 -1,700,000 New $-16333 — -0.00% DIR
1481 GOLDMAN SACHS BANK USA 000000000 Sep 2022 -1,700,000 New $-16771 — -0.00% DIR
1482 GOLDMAN SACHS BANK USA 000000000 Sep 2022 -1,700,000 New $-17402 — -0.00% DIR
1483 BOFA SECURITIES, INC. N/A Sep 2022 1 New $-18164 — -0.00% DFE
1484 CITIGROUP INC. N/A Sep 2022 1 New $-18872 — -0.00% DFE
1485 GOLDMAN SACHS BANK USA 000000000 Sep 2022 -1,700,000 New $-19000 — -0.00% DIR
1486 J.P. MORGAN SECURITIES LLC 000000000 Sep 2022 1 New $-19421 — -0.00% DCR
1487 DEUTSCHE BANK AKTIENGESELLSCHAFT N/A Sep 2022 1 New $-20246 — -0.00% DFE
1488 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. WNM3 Sep 2022 -3 New $-20536 — -0.00% DIR
1489 GOLDMAN SACHS BANK USA 000000000 Sep 2022 -1,800,000 New $-20666 — -0.00% DIR
1490 DEUTSCHE BANK AKTIENGESELLSCHAFT N/A Sep 2022 1 New $-22208 — -0.00% DFE
1491 GOLDMAN SACHS BANK USA 000000000 Sep 2022 -1,800,000 New $-22298 — -0.00% DIR
1492 INTERCONTINENTAL EXCHANGE, INC. 000000000 Sep 2022 1 New $-26460 — -0.00% DCR
1493 J.P. MORGAN SECURITIES LLC N/A Sep 2022 1 New $-28065 — -0.00% DFE
1494 DEUTSCHE BANK AKTIENGESELLSCHAFT 000000000 Sep 2022 1 New $-29336 — -0.00% DCR
1495 GOLDMAN SACHS BANK USA 000000000 Sep 2022 -2,600,000 New $-31489 — -0.00% DIR
1496 DEUTSCHE BANK AKTIENGESELLSCHAFT 000000000 Sep 2022 -3,000,000 New $-36334 — -0.00% DIR
1497 BOFA SECURITIES, INC. N/A Sep 2022 1 New $-36989 — -0.00% DFE
1498 GOLDMAN SACHS BANK USA 000000000 Sep 2022 -4,200,000 New $-56546 — -0.00% DIR
1499 BOFA SECURITIES, INC. N/A Sep 2022 1 New $-56806 — -0.00% DFE
1500 BNP PARIBAS (SUISSE) SA 000000000 Sep 2022 -4,300,000 New $-58018 — -0.00% DIR
1501 BOFA SECURITIES, INC. N/A Sep 2022 1 New $-61514 — -0.00% DFE
1502 UK CLEARING HOUSE LIMITED 000000000 Sep 2022 1 New $-64045 — -0.00% DIR
1503 BOFA SECURITIES, INC. N/A Sep 2022 1 New $-82950 — -0.00% DFE
1504 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $-88194 — -0.00% DIR
1505 ICE FUTURES EUROPE G M3 Sep 2022 -27 New $-92288 — -0.00% DIR
1506 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $-96380 — -0.00% DIR
1507 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $-107189 — -0.00% DIR
1508 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $-135844 — -0.01% DIR
1509 UK CLEARING HOUSE LIMITED 000000000 Sep 2022 1 New $-155390 — -0.01% DIR
1510 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TUM3 Sep 2022 -69 New $-156492 — -0.01% DIR
1511 UK CLEARING HOUSE LIMITED 000000000 Sep 2022 1 New $-172764 — -0.01% DIR
1512 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 000000000 Sep 2022 -173,573 New $-173573 — -0.01% RA
1513 UK CLEARING HOUSE LIMITED 000000000 Sep 2022 1 New $-191229 — -0.01% DIR
1514 DEUTSCHE BANK AKTIENGESELLSCHAFT N/A Sep 2022 1 New $-215776 — -0.01% DFE
1515 MORGAN STANLEY & CO. INTERNATIONAL PLC 000000000 Sep 2022 -37,500,000 New $-264910 — -0.01% DCR
1516 MORGAN STANLEY & CO. INTERNATIONAL PLC 000000000 Sep 2022 -71,500,000 New $-286777 — -0.01% DCR
1517 BOFA SECURITIES, INC. N/A Sep 2022 1 New $-288752 — -0.01% DFE
1518 EUREX CLEARING AKTIENGESELLSCHAFT DUM3 Sep 2022 -314 New $-305859 — -0.01% DIR
1519 DEUTSCHE BANK AKTIENGESELLSCHAFT N/A Sep 2022 1 New $-352600 — -0.01% DFE
1520 UK CLEARING HOUSE LIMITED 000000000 Sep 2022 1 New $-353675 — -0.01% DIR
1521 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $-358333 — -0.01% DIR
1522 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $-358895 — -0.01% DIR
1523 UK CLEARING HOUSE LIMITED 000000000 Sep 2022 1 New $-391877 — -0.02% DIR
1524 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $-468864 — -0.02% DIR
1525 EUREX CLEARING AKTIENGESELLSCHAFT OEM3 Sep 2022 -167 New $-484653 — -0.02% DIR
1526 EUREX CLEARING AKTIENGESELLSCHAFT RXM3 Sep 2022 -131 New $-578974 — -0.02% DIR
1527 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $-803764 — -0.03% DIR
1528 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $-1094400 — -0.04% DIR
1529 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. UXYM3 Sep 2022 -360 New $-1544835 — -0.06% DIR
1530 MORGAN STANLEY & CO. INTERNATIONAL PLC 000000000 Sep 2022 -24,000,000 New $-1639531 — -0.07% DIR
1531 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TYM3 Sep 2022 -564 New $-1679586 — -0.07% DIR
1532 UK CLEARING HOUSE LIMITED 000000000 Sep 2022 1 New $-1804669 — -0.07% DIR
1533 J.P. MORGAN SECURITIES LLC N/A Sep 2022 1 New $-1806398 — -0.07% DFE
1534 UK CLEARING HOUSE LIMITED 000000000 Sep 2022 1 New $-3929352 — -0.16% DIR
1535 CHICAGO MERCANTILE EXCHANGE INC. 000000000 Sep 2022 1 New $-4086734 — -0.17% DIR
1536 BANK OF AMERICA, NATIONAL ASSOCIATION 000000000 Sep 2022 -77,500,000 New $-5052662 — -0.21% DIR
✕ Fannie Mae or Freddie Mac 01F030629 — 162,000,000 Exited $142.2M — — —
✕ Fannie Mae or Freddie Mac 01F032625 — 72,100,000 Exited $65.5M — — —
✕ Fannie Mae or Freddie Mac 01F040628 — 56,500,000 Exited $53.0M — — —
✕ Fannie Mae or Freddie Mac 01F020620 — 50,200,000 Exited $40.9M — — —
✕ Fannie Mae or Freddie Mac 01F022618 — 41,200,000 Exited $34.9M — — —
✕ US TREASURY N/B 91282CFU0 — 20,925,000 Exited $21.0M — — —
✕ Fannie Mae or Freddie Mac 01F042616 — 15,000,000 Exited $14.4M — — —
✕ US TREASURY N/B 912810TJ7 — 12,925,000 Exited $10.7M — — —
✕ US TREASURY N/B 912810TG3 — 12,570,000 Exited $10.1M — — —
✕ Fannie Mae or Freddie Mac 01F030611 — 11,000,000 Exited $9.7M — — —
✕ Government National Mortgage A 21H040616 — 6,000,000 Exited $5.7M — — —
✕ US TREASURY N/B 91282CFP1 — 5,215,000 Exited $5.2M — — —
✕ FEDERAL HOME LOAN BANK 3130AT5W3 — 5,000,000 Exited $5.0M — — —
✕ Fannie Mae or Freddie Mac 01F050627 — 4,400,000 Exited $4.3M — — —
✕ JPMORGAN CHASE & CO 46647PDG8 — 4,060,000 Exited $4.0M — — —
✕ Fannie Mae or Freddie Mac 01F052615 — 3,880,000 Exited $3.9M — — —
✕ AMERICAN WATER CAPITAL C 03040WBA2 — 4,035,000 Exited $3.9M — — —
✕ Fannie Mae or Freddie Mac 01F042624 — 3,100,000 Exited $3.0M — — —
✕ BERKSHIRE HATHAWAY FIN 084664DB4 — 3,595,000 Exited $2.9M — — —
✕ US BANCORP 91159HHV5 — 2,915,000 Exited $2.9M — — —
✕ NEXTERA ENERGY CAPITAL 65339KBU3 — 2,800,000 Exited $2.8M — — —
✕ WESTLAKE CORP 960413AZ5 — 4,310,000 Exited $2.7M — — —
✕ WELLS FARGO & COMPANY 95000U3A9 — 2,720,000 Exited $2.7M — — —
✕ US TREASURY N/B 912810TL2 — 2,645,000 Exited $2.6M — — —
✕ NEXTERA ENERGY CAPITAL 65339KCJ7 — 2,625,000 Exited $2.6M — — —
✕ Freddie Mac 3132DWFH1 — 2,530,352 Exited $2.5M — — —
✕ METHANEX CORP 59151KAL2 — 2,515,000 Exited $2.2M — — —
✕ DUKE ENERGY CAROLINAS 26442CAX2 — 2,215,000 Exited $2.1M — — —
✕ SOUTHWESTERN ENERGY CO 845467AN9 — 2,050,000 Exited $2.1M — — —
✕ BANK OF AMERICA CORP 06051GHF9 — 2,100,000 Exited $2.1M — — —
✕ LIBERTY BROADBAND CORP 530307AC1 — 1,722,000 Exited $1.7M — — —
✕ TENET HEALTHCARE CORP 88033GDJ6 — 1,815,000 Exited $1.6M — — —
✕ TENET HEALTHCARE CORP 88033GDL1 — 1,790,000 Exited $1.6M — — —
✕ US TREASURY N/B 91282CFZ9 — 1,555,000 Exited $1.5M — — —
✕ VIATRIS INC 92556VAD8 — 1,940,000 Exited $1.5M — — —
✕ GENERAL MOTORS FINL CO 37045XDB9 — 1,780,000 Exited $1.5M — — —
✕ CAESARS RESORT COLLECTIO 12769LAB5 — 1,499,688 Exited $1.5M — — —
✕ TIME WARNER CABLE ENTRMN 88731EAF7 — 1,415,000 Exited $1.4M — — —
✕ DIGITAL REALTY TRUST LP 25389JAV8 — 1,345,000 Exited $1.4M — — —
✕ BARCLAYS PLC 06738ECC7 — 1,280,000 Exited $1.3M — — —
✕ ENTEGRIS INC 29362LAL8 — 1,295,000 Exited $1.3M — — —
✕ JPMORGAN CHASE & CO 46647PAJ5 — 1,545,000 Exited $1.3M — — —
✕ AMERICAN TOWER TRUST I 03027WAJ1 — 1,285,000 Exited $1.3M — — —
✕ BANK OF AMERICA CORP 06051GJE0 — 1,865,000 Exited $1.3M — — —
✕ US TREASURY N/B 91282CGA3 — 1,190,000 Exited $1.2M — — —
✕ ENTERGY MISSISSIPPI LLC 29366WAA4 — 1,465,000 Exited $1.1M — — —
✕ UKG INC 90385KAB7 — 1,128,001 Exited $1.1M — — —
✕ PNC FINANCIAL SERVICES 693475BF1 — 1,090,000 Exited $1.1M — — —
✕ HSBC HOLDINGS PLC 404280BR9 — 1,000,000 Exited $1.0M — — —
✕ CREDIT SUISSE GROUP AG 225401AM0 — 1,105,000 Exited $1.0M — — —
✕ US TREASURY N/B 912810SN9 — 1,800,000 Exited $1.0M — — —
✕ CAESARS RESORT COLLECTIO 12769LAD1 — 899,137 Exited $0.9M — — —
✕ BRIGHTHOUSE FINANCIAL IN 10922NAG8 — 850,000 Exited $0.8M — — —
✕ NATIONWIDE BLDG SOCIETY 63861VAA5 — 800,000 Exited $0.8M — — —
✕ DIGITAL REALTY TRUST LP 25389JAT3 — 770,000 Exited $0.7M — — —
✕ JP Morgan Mortgage Trust 46653JAC5 — 856,965 Exited $0.7M — — —
✕ GOLDMAN SACHS GROUP INC 38141GXZ2 — 700,000 Exited $0.7M — — —
✕ HSBC HOLDINGS PLC 404280DA4 — 700,000 Exited $0.7M — — —
✕ MAYFIELD AGENCY BORROWER 57810JAF5 — 610,000 Exited $0.6M — — —
✕ US TREASURY N/B 912810TM0 — 580,000 Exited $0.6M — — —
✕ VEON HOLDINGS BV 91823N2A0 — 760,000 Exited $0.5M — — —
✕ Freddie Mac 3132DWC84 — 569,128 Exited $0.5M — — —
✕ JD.COM INC 47215PAC0 — 525,000 Exited $0.5M — — —
✕ FIFTH THIRD BANCORP 316773DF4 — 507,000 Exited $0.5M — — —
✕ CREDIT SUISSE GROUP AG 225401AS7 — 820,000 Exited $0.5M — — —
✕ LENOVO GROUP LTD 526250AE5 — 445,000 Exited $0.4M — — —
✕ VEDANTA RESOURCES 92243XAE1 — 590,000 Exited $0.4M — — —
✕ EIG PEARL HOLDINGS SARL 28249NAA9 — 465,000 Exited $0.4M — — —
✕ GC TREASURY CENTRE CO 36830BAF2 — 450,000 Exited $0.4M — — —
✕ HUB INTERNATIONAL LTD 44332EAP1 — 353,832 Exited $0.4M — — —
✕ KLABIN AUSTRIA GMBH 49836AAC8 — 425,000 Exited $0.3M — — —
✕ MDGH GMTN RSC LTD 55285GAB0 — 310,000 Exited $0.3M — — —
✕ HUMANA INC 444859BV3 — 310,000 Exited $0.3M — — —
✕ MARB BONDCO PLC 566007AC4 — 410,000 Exited $0.3M — — —
✕ BRASKEM NETHERLANDS 10554TAD7 — 370,000 Exited $0.3M — — —
✕ STILLWATER MINING CO 86074QAP7 — 340,000 Exited $0.3M — — —
✕ PHOSAGRO(PHOS BOND FUND) 71922LAB5 — 380,000 Exited $0.3M — — —
✕ ORACLE CORP 68389XCF0 — 285,000 Exited $0.3M — — —
✕ VIATRIS INC 92556VAF3 — 450,000 Exited $0.3M — — —
✕ SK HYNIX INC 78392BAC1 — 370,000 Exited $0.3M — — —
✕ BANK LEUMI LE-ISRAEL 06326BAA7 — 300,000 Exited $0.3M — — —
✕ ECOPETROL SA 279158AP4 — 335,000 Exited $0.3M — — —
✕ GOL FINANCE SA 36254VAC2 — 410,000 Exited $0.2M — — —
✕ ACCESS BANK PLC 00434G2C3 — 325,000 Exited $0.2M — — —
✕ BANCO DE BOGOTA SA 059514AC3 — 200,000 Exited $0.2M — — —
✕ HSBC HOLDINGS PLC 404280AW9 — 200,000 Exited $0.2M — — —
✕ VOLCAN CIA MINERA SAA-CM 92863UAB2 — 222,000 Exited $0.2M — — —
✕ BANCO DE BOGOTA SA 059514AE9 — 200,000 Exited $0.2M — — —
✕ XP INC 98379XAA2 — 200,000 Exited $0.2M — — —
✕ NATURA &CO LUX HLD SARL 63884WAA6 — 200,000 Exited $0.2M — — —
✕ STATE OF ISRAEL 46513JXN6 — 200,000 Exited $0.2M — — —
✕ SOUTH CAROLINA ST PUBLIC SVC A 837151NP0 — 145,000 Exited $0.1M — — —
✕ REPUBLIC OF EL SALVADOR 283875BZ4 — 275,000 Exited $0.1M — — —
✕ BAUSCH HEALTH COS INC 071734AR8 — 177,000 Exited $0.1M — — —
✕ LIBERTY BROADBAND CORP 530307AA5 — 57,000 Exited $0.1M — — —
✕ Marathon CLO LTD 56576QAN8 — 18,261 Exited $0.0M — — —
✕ TRANSDIGM INC 89364MBR4 — 1,498 Exited $0.0M — — —
✕ RUSSELL INVESTMENTS US 78249LAD2 — 130 Exited $0.0M — — —