MassMutual Core Bond Fund
MASSMUTUAL PREMIER FUNDS
+390
New
390
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | US TREASURY N/B | 91282CJC6 | Dec 2023 | 64,000,000 | $65.0M | 9.24% | DBT |
| 2 | FNMA TBA 30 YR 5.5 | 01F052615 | Dec 2023 | 17,700,000 | $17.8M | 2.53% | ABS-MBS |
| 3 | FNMA TBA 30 YR 2.5 | 01F022618 | Dec 2023 | 18,475,000 | $15.7M | 2.24% | ABS-MBS |
| 4 | US TREASURY N/B | 912810SJ8 | Dec 2023 | 19,450,000 | $13.6M | 1.94% | DBT |
| 5 | BGME TRUST | 05551XAG4 | Dec 2023 | 16,248,000 | $12.9M | 1.84% | ABS-O |
| 6 | FNMA TBA 30 YR 5 | 01F050619 | Dec 2023 | 10,475,000 | $10.4M | 1.48% | ABS-MBS |
| 7 | FNMA TBA 30 YR 3 | 01F030611 | Dec 2023 | 11,225,000 | $9.9M | 1.41% | ABS-MBS |
| 8 | 3M CO | 88580CCL8 | Dec 2023 | 10,000,000 | $9.9M | 1.40% | STIV |
| 9 | CRH AMERICA FINANCE IN | 12636CFE5 | Dec 2023 | 10,000,000 | $9.7M | 1.39% | STIV |
| 10 | FNMA POOL CB3842 | 3140QPHU4 | Dec 2023 | 10,076,720 | $9.3M | 1.32% | ABS-MBS |
| 11 | BAYER CORP | 07273LHF8 | Dec 2023 | 9,000,000 | $8.7M | 1.23% | STIV |
| 12 | FNMA TBA 30 YR 4.5 | 01F042616 | Dec 2023 | 8,825,000 | $8.6M | 1.22% | ABS-MBS |
| 13 | VW CR INC | 91842JE21 | Dec 2023 | 8,000,000 | $7.8M | 1.12% | STIV |
| 14 | FED HM LN PC POOL RA4255 | 3133KKWQ8 | Dec 2023 | 8,683,816 | $7.2M | 1.02% | ABS-MBS |
| 15 | BAYER CORP | 07273LGS1 | Dec 2023 | 7,200,000 | $6.9M | 0.99% | STIV |
| 16 | AT+T INC | 0020A2CK6 | Dec 2023 | 7,000,000 | $6.9M | 0.98% | STIV |
| 17 | FNMA POOL FS3035 | 3140XJLR2 | Dec 2023 | 7,908,023 | $6.8M | 0.97% | ABS-MBS |
| 18 | FED HM LN PC POOL RA5576 | 3133KMFR1 | Dec 2023 | 7,127,156 | $6.1M | 0.87% | ABS-MBS |
| 19 | FNMA POOL CA6096 | 3140QDX25 | Dec 2023 | 6,545,471 | $6.0M | 0.86% | ABS-MBS |
| 20 | SPIRE INC | 84858MAC2 | Dec 2023 | 6,000,000 | $6.0M | 0.85% | STIV |
| 21 | FNMA POOL CB3305 | 3140QNU75 | Dec 2023 | 6,289,854 | $5.6M | 0.80% | ABS-MBS |
| 22 | FNMA POOL CB3866 | 3140QPJL2 | Dec 2023 | 5,511,362 | $5.4M | 0.77% | ABS-MBS |
| 23 | KREF 2021 FL2 LTD | 48275RAG2 | Dec 2023 | 5,800,000 | $5.4M | 0.76% | ABS-CBDO |
| 24 | FNMA POOL CB0414 | 3140QKN87 | Dec 2023 | 6,192,639 | $5.3M | 0.75% | ABS-MBS |
| 25 | FED HM LN PC POOL SD4364 | 3132E0Z54 | Dec 2023 | 5,173,422 | $5.2M | 0.74% | ABS-MBS |
| 26 | AVANGRID INC | 05353AAC3 | Dec 2023 | 5,000,000 | $5.0M | 0.71% | STIV |
| 27 | 3M CO | 88580CCT1 | Dec 2023 | 5,000,000 | $4.9M | 0.70% | STIV |
| 28 | GNMA II TBA 30 YR 3.5 | 21H032613 | Dec 2023 | 5,280,000 | $4.9M | 0.70% | ABS-MBS |
| 29 | CRH AMERICA FINANCE IN | 12636CFH8 | Dec 2023 | 5,000,000 | $4.9M | 0.69% | STIV |
| 30 | FNMA POOL CB3304 | 3140QNU67 | Dec 2023 | 5,331,522 | $4.8M | 0.68% | ABS-MBS |
| 31 | FNMA POOL CB4129 | 3140QPST5 | Dec 2023 | 4,843,594 | $4.7M | 0.67% | ABS-MBS |
| 32 | FED HM LN PC POOL SD1523 | 3132DNVQ3 | Dec 2023 | 4,912,081 | $4.7M | 0.67% | ABS-MBS |
| 33 | FED HM LN PC POOL RA2483 | 3133KHXL5 | Dec 2023 | 4,824,343 | $4.5M | 0.64% | ABS-MBS |
| 34 | GNMA II POOL MA6409 | 36179VDN7 | Dec 2023 | 4,762,958 | $4.4M | 0.62% | ABS-MBS |
| 35 | TICP CLO LTD | 87250RAA2 | Dec 2023 | 4,200,000 | $4.2M | 0.60% | ABS-CBDO |
| 36 | GNMA II POOL MA6283 | 36179U6U1 | Dec 2023 | 4,576,410 | $4.2M | 0.59% | ABS-MBS |
| 37 | SAMMONS FINANCIAL GROUP | 79588TAD2 | Dec 2023 | 4,980,000 | $4.0M | 0.57% | DBT |
| 38 | ERAC USA FINANCE LLC | 26882RBN7 | Dec 2023 | 4,000,000 | $4.0M | 0.56% | STIV |
| 39 | ALLIANZ SE | 018820AA8 | Dec 2023 | 4,400,000 | $3.9M | 0.56% | DBT |
| 40 | STARWOOD RESIDENTIAL MORTGAGE | 85573GAD4 | Dec 2023 | 5,273,000 | $3.9M | 0.55% | ABS-O |
| 41 | GNMA II TBA 30 YR 3 | 21H030617 | Dec 2023 | 4,100,000 | $3.7M | 0.53% | ABS-MBS |
| 42 | FLAGSTAR MORTGAGE TRUST | 33851GAU9 | Dec 2023 | 4,422,439 | $3.5M | 0.50% | ABS-O |
| 43 | FED HM LN PC POOL RA4245 | 3133KKWE5 | Dec 2023 | 4,253,422 | $3.5M | 0.50% | ABS-MBS |
| 44 | FLEXENTIAL ISSUER, LLC | 33938MAB5 | Dec 2023 | 4,000,000 | $3.5M | 0.49% | ABS-O |
| 45 | GNMA II TBA 30 YR 2.5 | 21H022614 | Dec 2023 | 3,900,000 | $3.4M | 0.49% | ABS-MBS |
| 46 | GLOBAL ATLANTIC FIN CO | 37959GAB3 | Dec 2023 | 4,161,000 | $3.4M | 0.49% | DBT |
| 47 | AT+T INC | 00206RLJ9 | Dec 2023 | 4,675,000 | $3.4M | 0.48% | DBT |
| 48 | Repurchase Agreement | 85748R009 | Dec 2023 | 3,360,222 | $3.4M | 0.48% | RA |
| 49 | BLACKSTONE PRIVATE CRE | 09261HAD9 | Dec 2023 | 3,660,000 | $3.3M | 0.47% | DBT |
| 50 | HERCULES CAPITAL INC | 427096AH5 | Dec 2023 | 3,662,000 | $3.3M | 0.47% | DBT |
| 51 | KREF 2021 FL2 LTD | 48275RAE7 | Dec 2023 | 3,500,000 | $3.3M | 0.47% | ABS-CBDO |
| 52 | FLEXENTIAL ISSUER, LLC | 33938MAC3 | Dec 2023 | 4,000,000 | $3.3M | 0.47% | ABS-O |
| 53 | BENCHMARK MORTGAGE TRUST | 08162RBM8 | Dec 2023 | 4,800,000 | $3.3M | 0.46% | ABS-O |
| 54 | VASA TRUST | 92230AAG1 | Dec 2023 | 4,879,000 | $3.2M | 0.46% | ABS-O |
| 55 | BANK OF NOVA SCOTIA | 064159KJ4 | Dec 2023 | 3,550,000 | $3.2M | 0.46% | DBT |
| 56 | ALLSTATE CORP | 020002BB6 | Dec 2023 | 3,220,000 | $3.2M | 0.46% | DBT |
| 57 | COREBRIDGE FINANCIAL INC | 21871XAP4 | Dec 2023 | 3,169,000 | $3.2M | 0.45% | DBT |
| 58 | FNMA POOL FS1075 | 3140XGFR5 | Dec 2023 | 3,494,182 | $3.1M | 0.44% | ABS-MBS |
| 59 | BRITISH TELECOMMUNICATIO | 111021AE1 | Dec 2023 | 2,495,000 | $3.1M | 0.44% | DBT |
| 60 | GLOBAL ATLANTIC | 37959GAC1 | Dec 2023 | 3,580,000 | $3.1M | 0.44% | DBT |
| 61 | FED HM LN PC POOL SD0905 | 3132DNAE3 | Dec 2023 | 3,452,129 | $3.1M | 0.44% | ABS-MBS |
| 62 | FNMA POOL MA1356 | 31418AQJ0 | Dec 2023 | 3,229,763 | $3.0M | 0.43% | ABS-MBS |
| 63 | DISCOVER BANK | 25466AAN1 | Dec 2023 | 3,128,000 | $3.0M | 0.43% | DBT |
| 64 | HILL CITY FUNDING TRUST | 43137PAA8 | Dec 2023 | 4,055,000 | $3.0M | 0.43% | DBT |
| 65 | KNDR TRUST 2021 KIND | 482606AL4 | Dec 2023 | 3,077,756 | $2.9M | 0.41% | ABS-O |
| 66 | FED HM LN PC POOL SD1603 | 3132DNX81 | Dec 2023 | 3,062,268 | $2.9M | 0.41% | ABS-MBS |
| 67 | WELLS FARGO COMMERCIAL MORTGAG | 95003EAC0 | Dec 2023 | 3,000,000 | $2.9M | 0.41% | ABS-O |
| 68 | SPRINT CAPITAL CORP | 852060AT9 | Dec 2023 | 2,325,000 | $2.9M | 0.41% | DBT |
| 69 | BGME TRUST | 05551XAJ8 | Dec 2023 | 3,790,000 | $2.9M | 0.41% | ABS-O |
| 70 | KREF 2021 FL2 LTD | 48275RAJ6 | Dec 2023 | 3,200,000 | $2.9M | 0.41% | ABS-CBDO |
| 71 | MACQUARIE BANK LTD | 556079AD3 | Dec 2023 | 3,525,000 | $2.8M | 0.40% | DBT |
| 72 | THRUST ENGINE LEASING | 88603UAA7 | Dec 2023 | 3,296,008 | $2.8M | 0.40% | ABS-O |
| 73 | DROP MORTGAGE TRUST 2021 FILE | 26210YAJ5 | Dec 2023 | 3,365,000 | $2.7M | 0.39% | ABS-O |
| 74 | STORE CAPITAL CORP | 862121AB6 | Dec 2023 | 2,950,000 | $2.7M | 0.39% | DBT |
| 75 | GNMA II POOL MA4321 | 36179SYS0 | Dec 2023 | 2,835,880 | $2.7M | 0.38% | ABS-MBS |
| 76 | AVOLON HOLDINGS FNDG LTD | 05401AAR2 | Dec 2023 | 2,970,000 | $2.6M | 0.37% | DBT |
| 77 | APIDOS CLO LTD | 03762YAH0 | Dec 2023 | 2,610,000 | $2.6M | 0.37% | ABS-CBDO |
| 78 | MORGAN STANLEY | 61747YES0 | Dec 2023 | 2,660,000 | $2.6M | 0.37% | DBT |
| 79 | NATIONAL AUSTRALIA BANK | 632525BB6 | Dec 2023 | 3,060,000 | $2.5M | 0.36% | DBT |
| 80 | ANTARES HOLDINGS | 03666HAC5 | Dec 2023 | 2,725,000 | $2.5M | 0.36% | DBT |
| 81 | ENERGY TRANSFER LP | 29273VAH3 | Dec 2023 | 2,635,000 | $2.5M | 0.36% | DBT |
| 82 | ENSTAR FINANCE LLC | 29360AAA8 | Dec 2023 | 2,700,000 | $2.5M | 0.36% | DBT |
| 83 | ATHENE GLOBAL FUNDING | 04685A2Y6 | Dec 2023 | 3,080,000 | $2.5M | 0.36% | DBT |
| 84 | PLAINS ALL AMERICAN PIPE | 726503AE5 | Dec 2023 | 2,590,000 | $2.5M | 0.36% | DBT |
| 85 | ENTERPRISE PRODUCTS OPER | 29379VBN2 | Dec 2023 | 2,550,000 | $2.4M | 0.35% | DBT |
| 86 | NMLT TRUST | 62923JAD4 | Dec 2023 | 3,723,000 | $2.4M | 0.35% | ABS-O |
| 87 | WIND RIVER CLO LTD | 88432UAE6 | Dec 2023 | 2,440,000 | $2.4M | 0.34% | ABS-CBDO |
| 88 | LIFE FINANCIAL SERVICES TRUST | 53218CAJ9 | Dec 2023 | 2,505,591 | $2.4M | 0.34% | ABS-O |
| 89 | HANWHA LIFE INSURANCE | 41135UAB1 | Dec 2023 | 2,585,000 | $2.4M | 0.34% | DBT |
| 90 | ARES FINANCE CO LLC | 04015CAA6 | Dec 2023 | 2,380,000 | $2.3M | 0.33% | DBT |
| 91 | BENCHMARK MORTGAGE TRUST | 08162RBK2 | Dec 2023 | 3,150,000 | $2.3M | 0.33% | ABS-O |
| 92 | LLOYDS BANKING GROUP PLC | 539439AG4 | Dec 2023 | 2,325,000 | $2.3M | 0.33% | DBT |
| 93 | GNMA II POOL MA6038 | 36179UV74 | Dec 2023 | 2,520,004 | $2.3M | 0.33% | ABS-MBS |
| 94 | PATTERSON UTI ENERGY INC | 703481AB7 | Dec 2023 | 2,415,000 | $2.2M | 0.32% | DBT |
| 95 | GLOBAL NET LEASE/GLOBAL | 37892AAA8 | Dec 2023 | 2,675,000 | $2.2M | 0.32% | DBT |
| 96 | BENCHMARK MORTGAGE TRUST | 08163DBV8 | Dec 2023 | 3,100,000 | $2.2M | 0.31% | ABS-O |
| 97 | NELNET STUDENT LOAN TRUST | 64034EAB1 | Dec 2023 | 2,850,000 | $2.2M | 0.31% | ABS-O |
| 98 | JBS USA/FOOD/FINANCE | 46590XAU0 | Dec 2023 | 2,500,000 | $2.1M | 0.30% | DBT |
| 99 | NEW RESIDENTIAL MORTGAGE LOAN | 64829WAD6 | Dec 2023 | 2,664,854 | $2.1M | 0.30% | ABS-O |
| 100 | EQT CORP | 26884LAG4 | Dec 2023 | 1,965,000 | $2.1M | 0.30% | DBT |
| 101 | MADISON PARK FUNDING LTD | 55821AAE8 | Dec 2023 | 2,090,000 | $2.1M | 0.30% | ABS-CBDO |
| 102 | ARES CAPITAL CORP | 04010LBA0 | Dec 2023 | 2,275,000 | $2.1M | 0.30% | DBT |
| 103 | ABN AMRO BANK NV | 00080QAF2 | Dec 2023 | 2,100,000 | $2.1M | 0.29% | DBT |
| 104 | FNMA POOL CA1909 | 3140Q9DP5 | Dec 2023 | 2,061,405 | $2.0M | 0.29% | ABS-MBS |
| 105 | SILVER POINT CLO, LTD | 82808EAA9 | Dec 2023 | 2,000,000 | $2.0M | 0.29% | ABS-CBDO |
| 106 | RAD CLO 12 LTD | 75009PAA5 | Dec 2023 | 2,000,000 | $2.0M | 0.28% | ABS-CBDO |
| 107 | FNMA TBA 30 YR 3.5 | 01F032617 | Dec 2023 | 2,150,000 | $2.0M | 0.28% | ABS-MBS |
| 108 | SOCIETE GENERALE | 83368JFA3 | Dec 2023 | 1,975,000 | $2.0M | 0.28% | DBT |
| 109 | CCO HLDGS LLC/CAP CORP | 1248EPBT9 | Dec 2023 | 2,025,000 | $2.0M | 0.28% | DBT |
| 110 | BANK OF AMERICA CORP | 06051GKL2 | Dec 2023 | 2,225,000 | $2.0M | 0.28% | DBT |
| 111 | GNMA II TBA 30 YR 4.5 | 21H042612 | Dec 2023 | 2,000,000 | $2.0M | 0.28% | ABS-MBS |
| 112 | UTAH ACQUISITION SUB | 62854AAP9 | Dec 2023 | 2,300,000 | $1.9M | 0.27% | DBT |
| 113 | BLUE OWL CREDIT INCOME | 69120VAF8 | Dec 2023 | 2,025,000 | $1.9M | 0.27% | DBT |
| 114 | WEA FINANCE LLC | 92928QAH1 | Dec 2023 | 2,150,000 | $1.9M | 0.27% | DBT |
| 115 | HSBC HOLDINGS PLC | 404280DU0 | Dec 2023 | 1,845,000 | $1.9M | 0.27% | DBT |
| 116 | REGAL REXNORD CORP | 758750AD5 | Dec 2023 | 1,880,000 | $1.9M | 0.27% | DBT |
| 117 | FNMA POOL FM8596 | 3140XCRS9 | Dec 2023 | 2,193,354 | $1.9M | 0.27% | ABS-MBS |
| 118 | SYMPHONY CLO LTD | 87169BAC3 | Dec 2023 | 1,875,000 | $1.9M | 0.27% | ABS-CBDO |
| 119 | CHARTER COMM OPT LLC/CAP | 161175BA1 | Dec 2023 | 1,905,000 | $1.9M | 0.27% | DBT |
| 120 | APOLLO MANAGEMENT HOLDIN | 03765HAE1 | Dec 2023 | 1,970,000 | $1.9M | 0.26% | DBT |
| 121 | BNP PARIBAS | 05565AHN6 | Dec 2023 | 1,860,000 | $1.8M | 0.26% | DBT |
| 122 | SOFI ALTERNATIVE TRUST | 83406JAA2 | Dec 2023 | 1,899,403 | $1.8M | 0.26% | ABS-O |
| 123 | UBS GROUP AG | 225401AT5 | Dec 2023 | 2,000,000 | $1.8M | 0.26% | DBT |
| 124 | CHARLES SCHWAB CORP | 808513BK0 | Dec 2023 | 2,075,000 | $1.8M | 0.26% | DBT |
| 125 | EDUCATION LOAN ASSET BACKED TR | 281397AP4 | Dec 2023 | 1,950,000 | $1.8M | 0.26% | ABS-O |
| 126 | GLOBAL AIR LEASE CO LTD | 37960JAA6 | Dec 2023 | 1,919,474 | $1.8M | 0.26% | DBT |
| 127 | AVOLON HOLDINGS FNDG LTD | 05401AAJ0 | Dec 2023 | 1,945,000 | $1.8M | 0.26% | DBT |
| 128 | BROADSTONE NET LEASE LLC | 11135EAA2 | Dec 2023 | 2,321,000 | $1.8M | 0.26% | DBT |
| 129 | BANK | 06541UBG0 | Dec 2023 | 3,165,000 | $1.8M | 0.26% | ABS-O |
| 130 | AERCAP IRELAND CAP/GLOBA | 00774MAX3 | Dec 2023 | 2,060,000 | $1.8M | 0.26% | DBT |
| 131 | ASCOT GROUP LTD | ASCO50 | Dec 2023 | 2,215,000 | $1.8M | 0.25% | DBT |
| 132 | PUBLIC SERVICE ENTERPRIS | 744573AW6 | Dec 2023 | 1,680,000 | $1.8M | 0.25% | DBT |
| 133 | GOODGREEN TRUST | 38218EAA5 | Dec 2023 | 2,054,411 | $1.8M | 0.25% | ABS-O |
| 134 | APIDOS CLO LTD | 037989AE0 | Dec 2023 | 1,750,000 | $1.8M | 0.25% | ABS-CBDO |
| 135 | AIB GROUP PLC | 00135TAD6 | Dec 2023 | 1,653,000 | $1.7M | 0.25% | DBT |
| 136 | WELLS FARGO + COMPANY | 95000U3G6 | Dec 2023 | 1,625,000 | $1.7M | 0.24% | DBT |
| 137 | TORONTO DOMINION BANK | 89117F8Z5 | Dec 2023 | 1,642,000 | $1.7M | 0.24% | DBT |
| 138 | EATON VANCE CDO LTD | 27831BAE3 | Dec 2023 | 1,700,000 | $1.7M | 0.24% | ABS-CBDO |
| 139 | BPCE SA | 05578QAF0 | Dec 2023 | 2,080,000 | $1.7M | 0.24% | DBT |
| 140 | AVOLON HOLDINGS FNDG LTD | 05401AAL5 | Dec 2023 | 1,746,000 | $1.7M | 0.24% | DBT |
| 141 | STEELE CREEK CLO LTD | 85816LAE8 | Dec 2023 | 1,660,000 | $1.6M | 0.23% | ABS-CBDO |
| 142 | CENTERPOINT ENERGY RESOU | 15189WAD2 | Dec 2023 | 1,500,000 | $1.6M | 0.23% | DBT |
| 143 | BLUE OWL FINANCE LLC | 09581JAA4 | Dec 2023 | 1,930,000 | $1.6M | 0.23% | DBT |
| 144 | ARES FINANCE CO | 04018VAA1 | Dec 2023 | 1,875,000 | $1.6M | 0.23% | DBT |
| 145 | MARINER FINANCE ISSUANCE TRUST | 56848DAB5 | Dec 2023 | 1,771,000 | $1.6M | 0.22% | ABS-O |
| 146 | HCA INC | 404119CR8 | Dec 2023 | 1,515,000 | $1.6M | 0.22% | DBT |
| 147 | WEA FINANCE LLC/WESTFIEL | WEFIF4 | Dec 2023 | 1,575,000 | $1.5M | 0.22% | DBT |
| 148 | PACIFIC GAS + ELECTRIC | 694308JK4 | Dec 2023 | 1,650,000 | $1.5M | 0.22% | DBT |
| 149 | State Street Navigator Securities Lending Trust | 638995910 | Dec 2023 | 1,541,228 | $1.5M | 0.22% | STIV |
| 150 | VISTRA OPERATIONS CO LLC | 92840VAL6 | Dec 2023 | 1,550,000 | $1.5M | 0.22% | DBT |
| 151 | BANK OF AMERICA CORP | 06051GHD4 | Dec 2023 | 1,625,000 | $1.5M | 0.22% | DBT |
| 152 | OMEGA HLTHCARE INVESTORS | 681936BM1 | Dec 2023 | 1,800,000 | $1.5M | 0.22% | DBT |
| 153 | BANK OF AMERICA CORP | 06051GKC2 | Dec 2023 | 1,930,000 | $1.5M | 0.22% | DBT |
| 154 | UNITED MEXICAN STATES | 91086QBB3 | Dec 2023 | 1,778,000 | $1.5M | 0.22% | DBT |
| 155 | IMPERIAL BRANDS FIN PLC | 45262BAC7 | Dec 2023 | 1,627,000 | $1.5M | 0.22% | DBT |
| 156 | COLEM 2021 HLNE MORTGAGE | 12659JAJ6 | Dec 2023 | 1,900,000 | $1.5M | 0.21% | ABS-O |
| 157 | SYMPHONY CLO LTD | 87169TAC4 | Dec 2023 | 1,500,000 | $1.5M | 0.21% | DBT |
| 158 | CVS PASS THROUGH TRUST | CVS.HH | Dec 2023 | 1,480,265 | $1.5M | 0.21% | DBT |
| 159 | UTAH ACQUISITION SUB | 62854AAN4 | Dec 2023 | 1,550,000 | $1.5M | 0.21% | DBT |
| 160 | BANK OF MONTREAL | 06368B5P9 | Dec 2023 | 1,550,000 | $1.5M | 0.21% | DBT |
| 161 | VOYA CLO LTD | 92913UAS5 | Dec 2023 | 1,500,000 | $1.5M | 0.21% | ABS-CBDO |
| 162 | SYNOVUS BANK GA | 87164DVJ6 | Dec 2023 | 1,531,000 | $1.5M | 0.21% | DBT |
| 163 | BP CAPITAL MARKETS PLC | 05565QDV7 | Dec 2023 | 1,540,000 | $1.5M | 0.21% | DBT |
| 164 | HELMERICH + PAYNE INC | 423452AG6 | Dec 2023 | 1,725,000 | $1.5M | 0.21% | DBT |
| 165 | BX TRUST | 05609DAE5 | Dec 2023 | 1,500,000 | $1.4M | 0.20% | ABS-O |
| 166 | VIVINT SOLAR FINANCING LLC | 92854VAB1 | Dec 2023 | 1,532,139 | $1.4M | 0.20% | DBT |
| 167 | FNMA POOL MA3029 | 31418CLK8 | Dec 2023 | 1,464,708 | $1.4M | 0.20% | ABS-MBS |
| 168 | AXIS SPECIALTY FINANCE | 05463HAC5 | Dec 2023 | 1,670,000 | $1.4M | 0.20% | DBT |
| 169 | SUTTONPARK STRUCTURED SETTLEME | 869507AA1 | Dec 2023 | 1,577,158 | $1.4M | 0.20% | ABS-O |
| 170 | NOV INC | 637071AK7 | Dec 2023 | 1,778,000 | $1.4M | 0.19% | DBT |
| 171 | NEUBERGER BERMAN CLO LTD | 64134MAC0 | Dec 2023 | 1,350,000 | $1.3M | 0.19% | ABS-CBDO |
| 172 | BARCLAYS PLC | 06738EBX2 | Dec 2023 | 1,368,000 | $1.3M | 0.19% | DBT |
| 173 | BANK OF AMERICA CORP | 06051GLU1 | Dec 2023 | 1,275,000 | $1.3M | 0.19% | DBT |
| 174 | GOLDMAN SACHS GROUP INC | 38141GZM9 | Dec 2023 | 1,550,000 | $1.3M | 0.19% | DBT |
| 175 | VITERRA FINANCE BV | 92852LAB5 | Dec 2023 | 1,540,000 | $1.3M | 0.19% | DBT |
| 176 | LABRADOR AVIATION FINANCE LIMI | 50543LAA0 | Dec 2023 | 1,553,876 | $1.3M | 0.19% | ABS-O |
| 177 | ING GROEP NV | N4578EKH0 | Dec 2023 | 1,325,000 | $1.3M | 0.19% | DBT |
| 178 | SLM STUDENT LOAN TRUST | 83149EAG2 | Dec 2023 | 1,409,044 | $1.3M | 0.19% | ABS-O |
| 179 | ENTERGY TEXAS INC | 29365TAN4 | Dec 2023 | 1,217,000 | $1.3M | 0.19% | DBT |
| 180 | BMO MORTGAGE TRUST | 05610CAE4 | Dec 2023 | 1,300,000 | $1.3M | 0.19% | ABS-O |
| 181 | JPMORGAN CHASE + CO | 46625HJB7 | Dec 2023 | 1,225,000 | $1.3M | 0.19% | DBT |
| 182 | ELMWOOD CLO III LTD | 29002HAN9 | Dec 2023 | 1,300,000 | $1.3M | 0.18% | ABS-CBDO |
| 183 | PATTERSON UTI ENERGY INC | 703481AC5 | Dec 2023 | 1,350,000 | $1.3M | 0.18% | DBT |
| 184 | HERCULES CAPITAL INC | 427096AJ1 | Dec 2023 | 1,415,000 | $1.3M | 0.18% | DBT |
| 185 | BANK OF AMERICA CORP | 59023VAA8 | Dec 2023 | 1,055,000 | $1.3M | 0.18% | DBT |
| 186 | PLAINS ALL AMER PIPELINE | 72650RBE1 | Dec 2023 | 1,525,000 | $1.3M | 0.18% | DBT |
| 187 | MOLSON COORS BEVERAGE | 60871RAH3 | Dec 2023 | 1,479,000 | $1.3M | 0.18% | DBT |
| 188 | COLLEGE AVE STUDENT LOANS | 19421UAC8 | Dec 2023 | 1,360,300 | $1.2M | 0.18% | ABS-O |
| 189 | STARWOOD MORTGAGE RESIDENTIAL | 85573JAD8 | Dec 2023 | 1,840,000 | $1.2M | 0.18% | ABS-O |
| 190 | FNMA POOL AD6996 | 31418UX25 | Dec 2023 | 1,210,348 | $1.2M | 0.18% | ABS-MBS |
| 191 | NISOURCE INC | 65473QBC6 | Dec 2023 | 1,350,000 | $1.2M | 0.18% | DBT |
| 192 | LLOYDS BANKING GROUP PLC | 539439AW9 | Dec 2023 | 1,075,000 | $1.2M | 0.17% | DBT |
| 193 | ANTARES HOLDINGS | AAOZ49 | Dec 2023 | 1,185,000 | $1.2M | 0.17% | DBT |
| 194 | SMITHFIELD FOODS INC | 832248BD9 | Dec 2023 | 1,555,000 | $1.2M | 0.17% | DBT |
| 195 | EDUCATION LOAN ASSET BACKED TR | 281397AB5 | Dec 2023 | 1,300,000 | $1.2M | 0.17% | ABS-O |
| 196 | SERVICE PROPERTIES TRUST | 44106MBB7 | Dec 2023 | 1,445,000 | $1.2M | 0.17% | DBT |
| 197 | JPMORGAN CHASE + CO | 46647PBP0 | Dec 2023 | 1,350,000 | $1.2M | 0.17% | DBT |
| 198 | LIBERTY MUTUAL GROUP INC | 53079EBM5 | Dec 2023 | 1,415,000 | $1.2M | 0.17% | DBT |
| 199 | HSBC HOLDINGS PLC | 404280CV9 | Dec 2023 | 1,355,000 | $1.2M | 0.17% | DBT |
| 200 | OVINTIV INC | 292505AD6 | Dec 2023 | 1,110,000 | $1.2M | 0.17% | DBT |
| 201 | SWEDBANK AB | ACI1F4W45 | Dec 2023 | 1,200,000 | $1.2M | 0.17% | DBT |
| 202 | LYB INT FINANCE III | 50249AAD5 | Dec 2023 | 1,475,000 | $1.2M | 0.17% | DBT |
| 203 | VERUS SECURITIZATION TRUST | 92538EAD9 | Dec 2023 | 1,491,000 | $1.2M | 0.17% | ABS-O |
| 204 | USF+G CAPITAL I | 902965AA0 | Dec 2023 | 1,015,000 | $1.2M | 0.17% | DBT |
| 205 | OVINTIV INC | 69047QAD4 | Dec 2023 | 1,064,000 | $1.2M | 0.17% | DBT |
| 206 | THRUST ENGINE LEASING | 88603UAB5 | Dec 2023 | 1,496,476 | $1.2M | 0.17% | ABS-O |
| 207 | GLP CAPITAL LP / FIN II | 361841AK5 | Dec 2023 | 1,150,000 | $1.2M | 0.17% | DBT |
| 208 | MICROSOFT CORP | 594918CE2 | Dec 2023 | 1,560,000 | $1.2M | 0.16% | DBT |
| 209 | CREDIT AGRICOLE SA | 22535WAJ6 | Dec 2023 | 1,097,000 | $1.1M | 0.16% | DBT |
| 210 | INTL FLAVOR + FRAGRANCES | 459506AP6 | Dec 2023 | 1,300,000 | $1.1M | 0.16% | DBT |
| 211 | BRIGHTHOUSE FINANCIAL IN | 10922NAF0 | Dec 2023 | 1,425,000 | $1.1M | 0.16% | DBT |
| 212 | US BANCORP | 91159HJN1 | Dec 2023 | 1,096,000 | $1.1M | 0.16% | DBT |
| 213 | BLACKROCK TCP CAP CORP | 09259EAA6 | Dec 2023 | 1,137,000 | $1.1M | 0.16% | DBT |
| 214 | MORGAN STANLEY | 61747YEF8 | Dec 2023 | 1,410,000 | $1.1M | 0.16% | DBT |
| 215 | COMM MORTGAGE TRUST | 12593ABD6 | Dec 2023 | 1,200,000 | $1.1M | 0.16% | ABS-O |
| 216 | NELNET STUDENT LOAN TRUST | 64033QAC3 | Dec 2023 | 1,130,000 | $1.1M | 0.16% | ABS-O |
| 217 | T MOBILE USA INC | 87264ADD4 | Dec 2023 | 1,007,000 | $1.1M | 0.16% | DBT |
| 218 | TICP CLO LTD | 87250CAN7 | Dec 2023 | 1,100,000 | $1.1M | 0.15% | ABS-CBDO |
| 219 | NEXTERA ENERGY CAPITAL | 65339KCB4 | Dec 2023 | 1,275,000 | $1.1M | 0.15% | DBT |
| 220 | GOLUB CAPITAL BDC | 38173MAB8 | Dec 2023 | 1,165,000 | $1.1M | 0.15% | DBT |
| 221 | HUNTINGTON BANCSHARES | 446150AQ7 | Dec 2023 | 1,075,000 | $1.1M | 0.15% | DBT |
| 222 | BAT CAPITAL CORP | 05526DBH7 | Dec 2023 | 1,125,000 | $1.0M | 0.15% | DBT |
| 223 | REGATTA XIV FUNDING LTD | 75888MAG5 | Dec 2023 | 1,030,000 | $1.0M | 0.15% | ABS-CBDO |
| 224 | CIGNA GROUP/THE | 125523CF5 | Dec 2023 | 1,105,000 | $1.0M | 0.15% | DBT |
| 225 | CREDIT SUISSE MORTGAGE TRUST | 12660LAD1 | Dec 2023 | 1,670,000 | $1.0M | 0.15% | ABS-O |
| 226 | CHARLES SCHWAB CORP | 808513CE3 | Dec 2023 | 989,000 | $1.0M | 0.15% | DBT |
| 227 | FNMA TBA 30 YR 4 | 01F040610 | Dec 2023 | 1,075,000 | $1.0M | 0.14% | ABS-MBS |
| 228 | HPS LOAN MANAGEMENT LTD | 442911AE3 | Dec 2023 | 1,000,000 | $1.0M | 0.14% | ABS-CBDO |
| 229 | ADVANCE AUTO PARTS | 00751YAJ5 | Dec 2023 | 1,014,000 | $1.0M | 0.14% | DBT |
| 230 | AMGEN INC | 031162DS6 | Dec 2023 | 972,000 | $1.0M | 0.14% | DBT |
| 231 | ENLINK MIDSTREAM PARTNER | 29336UAG2 | Dec 2023 | 1,150,000 | $1.0M | 0.14% | DBT |
| 232 | CELANESE US HOLDINGS LLC | 15089QAM6 | Dec 2023 | 975,000 | $1000K | 0.14% | DBT |
| 233 | RR LTD | 74983AAA1 | Dec 2023 | 1,000,000 | $999K | 0.14% | ABS-CBDO |
| 234 | BAIN CAPITAL CREDIT CLO, LIMIT | 05684UAA3 | Dec 2023 | 1,000,000 | $995K | 0.14% | ABS-CBDO |
| 235 | METLIFE CAPITAL TRUST IV | 591560AA5 | Dec 2023 | 925,000 | $994K | 0.14% | DBT |
| 236 | CITIGROUP COMMERCIAL MORTGAGE | 17328FBA2 | Dec 2023 | 1,259,000 | $993K | 0.14% | ABS-O |
| 237 | SMITHFIELD FOODS INC | 832248BC1 | Dec 2023 | 1,208,000 | $992K | 0.14% | DBT |
| 238 | WARNERMEDIA HOLDINGS INC | 55903VBC6 | Dec 2023 | 1,080,000 | $988K | 0.14% | DBT |
| 239 | CEDAR FUNDING LTD | 15033EAA6 | Dec 2023 | 983,629 | $983K | 0.14% | ABS-CBDO |
| 240 | GS MORTGAGE SECURITIES TRUST | 36260JAK3 | Dec 2023 | 1,357,000 | $978K | 0.14% | ABS-O |
| 241 | SPIRIT REALTY LP | 84861TAD0 | Dec 2023 | 1,030,000 | $977K | 0.14% | DBT |
| 242 | VODAFONE GROUP PLC | 92857WBU3 | Dec 2023 | 1,175,000 | $975K | 0.14% | DBT |
| 243 | STORE CAPITAL CORP | 862121AA8 | Dec 2023 | 1,050,000 | $965K | 0.14% | DBT |
| 244 | REXFORD INDUSTRIAL REALT | 76169XAA2 | Dec 2023 | 1,175,000 | $961K | 0.14% | DBT |
| 245 | REYNOLDS AMERICAN INC | 761713BB1 | Dec 2023 | 1,025,000 | $959K | 0.14% | DBT |
| 246 | KKR GROUP FIN CO X LLC | 48255BAA4 | Dec 2023 | 1,382,000 | $954K | 0.14% | DBT |
| 247 | CVS HEALTH CORP | 126650BR0 | Dec 2023 | 895,000 | $950K | 0.14% | DBT |
| 248 | COMM MORTGAGE TRUST | 12593ABE4 | Dec 2023 | 1,050,000 | $938K | 0.13% | ABS-O |
| 249 | MACH I | 55446MAA5 | Dec 2023 | 1,074,753 | $928K | 0.13% | ABS-O |
| 250 | CVS HEALTH CORP | 126650DZ0 | Dec 2023 | 875,000 | $920K | 0.13% | DBT |
| 251 | SEMPRA | 816851BM0 | Dec 2023 | 1,050,000 | $901K | 0.13% | DBT |
| 252 | UBS GROUP AG | 225401AY4 | Dec 2023 | 888,000 | $898K | 0.13% | DBT |
| 253 | VICI PROPERTIES / NOTE | 92564RAD7 | Dec 2023 | 950,000 | $897K | 0.13% | DBT |
| 254 | GOODGREEN TRUST | 38218GAA0 | Dec 2023 | 1,013,375 | $895K | 0.13% | ABS-O |
| 255 | NELNET STUDENT LOAN TRUST | 64033KAB8 | Dec 2023 | 975,000 | $894K | 0.13% | ABS-O |
| 256 | SLM STUDENT LOAN TRUST | 78442GQT6 | Dec 2023 | 969,535 | $893K | 0.13% | ABS-O |
| 257 | SPIRIT AIR 2015 1 PTT A | 84858DAA6 | Dec 2023 | 971,578 | $892K | 0.13% | ABS-O |
| 258 | EQUITABLE HOLDINGS INC | 29452EAA9 | Dec 2023 | 925,000 | $880K | 0.13% | DBT |
| 259 | DROP MORTGAGE TRUST 2021 FILE | 26210YAL0 | Dec 2023 | 1,162,000 | $874K | 0.12% | ABS-O |
| 260 | ANTARES HOLDINGS | 03666HAD3 | Dec 2023 | 985,000 | $873K | 0.12% | DBT |
| 261 | KIMCO REALTY OP LLC | 49446RAT6 | Dec 2023 | 1,055,000 | $871K | 0.12% | DBT |
| 262 | UBS GROUP AG | 225401BE7 | Dec 2023 | 819,000 | $854K | 0.12% | DBT |
| 263 | PACIFIC GAS + ELECTRIC | 694308JG3 | Dec 2023 | 1,035,000 | $854K | 0.12% | DBT |
| 264 | MFT TRUST | 55317BAA5 | Dec 2023 | 1,185,000 | $847K | 0.12% | ABS-O |
| 265 | DISCOVERY COMMUNICATIONS | 25470DBL2 | Dec 2023 | 1,186,000 | $844K | 0.12% | DBT |
| 266 | MFT TRUST | 55317BAE7 | Dec 2023 | 1,278,000 | $837K | 0.12% | ABS-O |
| 267 | COLLEGE AVE STUDENT LOANS | 19421UAD6 | Dec 2023 | 909,302 | $830K | 0.12% | ABS-O |
| 268 | ANCHORAGE CAPITAL CLO LTD | 03328WAW8 | Dec 2023 | 830,000 | $821K | 0.12% | ABS-CBDO |
| 269 | ELECTRONIC ARTS INC | 285512AF6 | Dec 2023 | 1,150,000 | $813K | 0.12% | DBT |
| 270 | ORACLE CORP | 68389XCK9 | Dec 2023 | 691,000 | $811K | 0.12% | DBT |
| 271 | BLUE OWL FINANCE LLC | 09581JAC0 | Dec 2023 | 1,219,000 | $810K | 0.12% | DBT |
| 272 | PIEDMONT OPERATING PARTN | 720198AF7 | Dec 2023 | 1,155,000 | $803K | 0.11% | DBT |
| 273 | PETROLEOS MEXICANOS | 71654QCK6 | Dec 2023 | 925,000 | $802K | 0.11% | DBT |
| 274 | DUKE ENERGY FLORIDA LLC | 26444HAR2 | Dec 2023 | 692,000 | $791K | 0.11% | DBT |
| 275 | PARAMOUNT GLOBAL | 92553PAU6 | Dec 2023 | 875,000 | $788K | 0.11% | DBT |
| 276 | AASET 2021 2 TRUST | 00258BAB0 | Dec 2023 | 964,699 | $778K | 0.11% | ABS-O |
| 277 | ABBVIE INC | 00287YAS8 | Dec 2023 | 815,000 | $776K | 0.11% | DBT |
| 278 | WILLIS ENGINE SECURITIZATION T | 97064EAA6 | Dec 2023 | 899,341 | $774K | 0.11% | ABS-O |
| 279 | ENSTAR FINANCE LLC | 29360AAB6 | Dec 2023 | 900,000 | $762K | 0.11% | DBT |
| 280 | AMGEN INC | 031162DU1 | Dec 2023 | 725,000 | $761K | 0.11% | DBT |
| 281 | SLC STUDENT LOAN TRUST | 784420AE1 | Dec 2023 | 842,821 | $758K | 0.11% | ABS-O |
| 282 | RR LTD | 74980EAS7 | Dec 2023 | 750,000 | $744K | 0.11% | ABS-CBDO |
| 283 | GENERAL MOTORS CO | 37045VAP5 | Dec 2023 | 785,000 | $743K | 0.11% | DBT |
| 284 | BARCLAYS PLC | 06738EBN4 | Dec 2023 | 775,000 | $741K | 0.11% | DBT |
| 285 | BOEING CO | 097023CX1 | Dec 2023 | 710,000 | $735K | 0.10% | DBT |
| 286 | GOODGREEN TRUST | 38217KAA2 | Dec 2023 | 804,879 | $726K | 0.10% | ABS-O |
| 287 | MARINER FINANCE ISSUANCE TRUST | 56848DAC3 | Dec 2023 | 835,000 | $715K | 0.10% | ABS-O |
| 288 | GOODGREEN TRUST | 38218DAA7 | Dec 2023 | 786,599 | $711K | 0.10% | ABS-O |
| 289 | DOMINION ENERGY INC | 25746UAV1 | Dec 2023 | 675,000 | $711K | 0.10% | DBT |
| 290 | NATWEST GROUP PLC | 780097BM2 | Dec 2023 | 725,000 | $707K | 0.10% | DBT |
| 291 | ALGONQUIN PWR + UTILITY | 015857AH8 | Dec 2023 | 825,000 | $697K | 0.10% | DBT |
| 292 | GENERAL MOTORS FINL CO | 37045XDS2 | Dec 2023 | 815,000 | $694K | 0.10% | DBT |
| 293 | EQT CORP | 26884LAF6 | Dec 2023 | 720,000 | $689K | 0.10% | DBT |
| 294 | MADISON PARK FUNDING LTD | 55820CAJ4 | Dec 2023 | 680,000 | $680K | 0.10% | ABS-CBDO |
| 295 | NAVIENT STUDENT LOAN TRUST | 63890BAC0 | Dec 2023 | 730,000 | $671K | 0.10% | ABS-O |
| 296 | CMS ENERGY CORP | 125896BN9 | Dec 2023 | 700,000 | $665K | 0.09% | DBT |
| 297 | KIMCO REALTY OP LLC | 49446RAQ2 | Dec 2023 | 855,000 | $656K | 0.09% | DBT |
| 298 | KKR GROUP FINAN CO VIII | 48252MAA3 | Dec 2023 | 920,000 | $654K | 0.09% | DBT |
| 299 | TIME WARNER CABLE LLC | 88732JAU2 | Dec 2023 | 655,000 | $650K | 0.09% | DBT |
| 300 | HERO FUNDING TRUST | 42772GAB8 | Dec 2023 | 648,279 | $610K | 0.09% | ABS-O |
| 301 | CLEVELAND ELECTRIC ILLUM | 186108CE4 | Dec 2023 | 589,000 | $603K | 0.09% | DBT |
| 302 | SPIRIT REALTY LP | 84861TAJ7 | Dec 2023 | 715,000 | $599K | 0.09% | DBT |
| 303 | SIERRA RECEIVABLES FUNDING CO | 82652QAD3 | Dec 2023 | 648,799 | $597K | 0.08% | ABS-O |
| 304 | CMS ENERGY CORP | CMS398 | Dec 2023 | 655,000 | $586K | 0.08% | DBT |
| 305 | OMEGA HLTHCARE INVESTORS | 681936BF6 | Dec 2023 | 608,000 | $583K | 0.08% | DBT |
| 306 | BUSINESS JET SECURITIES, LLC | 12327BAC0 | Dec 2023 | 612,554 | $578K | 0.08% | ABS-O |
| 307 | TAPESTRY INC | 876030AC1 | Dec 2023 | 531,000 | $550K | 0.08% | DBT |
| 308 | EDUCATION LOAN ASSET BACKED TR | 28140DAC7 | Dec 2023 | 567,403 | $549K | 0.08% | ABS-O |
| 309 | OVINTIV INC | 292505AG9 | Dec 2023 | 530,000 | $547K | 0.08% | DBT |
| 310 | THRUST ENGINE LEASING | 88603UAC3 | Dec 2023 | 733,562 | $545K | 0.08% | ABS-O |
| 311 | PARALLEL LTD | 69916KAC7 | Dec 2023 | 550,000 | $538K | 0.08% | ABS-CBDO |
| 312 | HELIOS ISSUER, LLC | 86745JAA5 | Dec 2023 | 551,780 | $521K | 0.07% | ABS-O |
| 313 | HIGHER EDUCATION FUNDING | 429827AR9 | Dec 2023 | 600,000 | $516K | 0.07% | ABS-O |
| 314 | HIGHER EDUCATION FUNDING | 429827AS7 | Dec 2023 | 600,000 | $516K | 0.07% | ABS-O |
| 315 | CAPITAL AUTOMOTIVE REIT | 12510HAC4 | Dec 2023 | 553,473 | $502K | 0.07% | ABS-O |
| 316 | VOYA CLO LTD | 92919DAC2 | Dec 2023 | 500,000 | $496K | 0.07% | ABS-CBDO |
| 317 | ARES CAPITAL CORP | 04010LBE2 | Dec 2023 | 468,000 | $481K | 0.07% | DBT |
| 318 | FNMA POOL MA3090 | 31418CNG5 | Dec 2023 | 499,039 | $478K | 0.07% | ABS-MBS |
| 319 | SPIRIT REALTY LP | 84861TAF5 | Dec 2023 | 490,000 | $446K | 0.06% | DBT |
| 320 | BACARDI LTD / MARTINI BV | 05635JAC4 | Dec 2023 | 437,000 | $442K | 0.06% | DBT |
| 321 | FNMA POOL AL8173 | 3138ETCK0 | Dec 2023 | 413,538 | $422K | 0.06% | ABS-MBS |
| 322 | PETROLEOS MEXICANOS | 71654QBR2 | Dec 2023 | 640,000 | $417K | 0.06% | DBT |
| 323 | CAPITAL AUTOMOTIVE REIT | 12510HAF7 | Dec 2023 | 486,735 | $410K | 0.06% | ABS-O |
| 324 | SPIRIT REALTY LP | 84861TAE8 | Dec 2023 | 425,000 | $402K | 0.06% | DBT |
| 325 | EATON VANCE CDO LTD | 278300AN8 | Dec 2023 | 400,000 | $396K | 0.06% | ABS-CBDO |
| 326 | STRUCTURED ASSET SECURITIES CO | 863576EH3 | Dec 2023 | 365,112 | $360K | 0.05% | ABS-O |
| 327 | BLACKSTONE PRIVATE CRE | 09261HAB3 | Dec 2023 | 370,000 | $359K | 0.05% | DBT |
| 328 | FNMA POOL AS1304 | 3138WANW3 | Dec 2023 | 364,912 | $357K | 0.05% | ABS-MBS |
| 329 | GOODGREEN TRUST | 38217VAA8 | Dec 2023 | 387,061 | $355K | 0.05% | ABS-O |
| 330 | WELLS FARGO COMMERCIAL MORTGAG | 95001NBC1 | Dec 2023 | 390,000 | $353K | 0.05% | ABS-O |
| 331 | CVS HEALTH CORP | 126650CZ1 | Dec 2023 | 370,000 | $346K | 0.05% | DBT |
| 332 | BM125510 IRS USD R V 12MSOFR | 99S1XK6X2 | Dec 2023 | 11,394,000 | $337K | 0.05% | DIR |
| 333 | MOLSON COORS BEVERAGE | 60871RAD2 | Dec 2023 | 350,000 | $337K | 0.05% | DBT |
| 334 | FNMA POOL FM4017 | 3140X7PB9 | Dec 2023 | 349,695 | $324K | 0.05% | ABS-MBS |
| 335 | HERO FUNDING TRUST | 42771AAA4 | Dec 2023 | 369,176 | $321K | 0.05% | ABS-O |
| 336 | HERO FUNDING TRUST | 40417QAA3 | Dec 2023 | 347,513 | $317K | 0.05% | ABS-O |
| 337 | BM127759 IRS USD R V 12MSOFR | 99S1Y1JI2 | Dec 2023 | 11,104,000 | $312K | 0.04% | DIR |
| 338 | HERO FUNDING TRUST | 42770XAA5 | Dec 2023 | 330,715 | $298K | 0.04% | ABS-O |
| 339 | DOMINION ENERGY SOUTH | 25731VAB0 | Dec 2023 | 246,000 | $284K | 0.04% | DBT |
| 340 | UNITED AIR 2018 1 B PTT | UAL463 | Dec 2023 | 292,888 | $278K | 0.04% | ABS-O |
| 341 | MOSAIC SOLAR LOANS LLC | 61946GAA1 | Dec 2023 | 298,685 | $276K | 0.04% | ABS-O |
| 342 | PETROLEOS MEXICANOS | 71654QCG5 | Dec 2023 | 295,000 | $275K | 0.04% | DBT |
| 343 | WAVE 2017 1 LLC | 94353WAC9 | Dec 2023 | 2,204,323 | $274K | 0.04% | ABS-O |
| 344 | ENSTAR GROUP LTD | 29359UAC3 | Dec 2023 | 307,000 | $250K | 0.04% | DBT |
| 345 | BM125369 IRS USD R V 00MSOFR | 99S1XCN60 | Dec 2023 | 11,440,000 | $211K | 0.03% | DIR |
| 346 | HUNTINGTON BANCSHARES | 446150AX2 | Dec 2023 | 257,000 | $194K | 0.03% | DBT |
| 347 | FNMA POOL AD6437 | 31418UEK6 | Dec 2023 | 184,800 | $188K | 0.03% | ABS-MBS |
| 348 | SEMPRA | 816851AP4 | Dec 2023 | 171,000 | $180K | 0.03% | DBT |
| 349 | PETROLEOS MEXICANOS | 706451BR1 | Dec 2023 | 202,000 | $142K | 0.02% | DBT |
| 350 | BM125405 IRS USD R V 12MSOFR | 99S1XHYC4 | Dec 2023 | 11,000,000 | $141K | 0.02% | DIR |
| 351 | BRE GRAND ISLANDER TIMESHARE I | 05584AAA8 | Dec 2023 | 141,212 | $138K | 0.02% | ABS-O |
| 352 | MOSAIC SOLAR LOANS LLC | 61946FAA3 | Dec 2023 | 135,700 | $125K | 0.02% | ABS-O |
| 353 | MOSAIC SOLAR LOANS LLC | 61946EAA6 | Dec 2023 | 128,165 | $121K | 0.02% | ABS-O |
| 354 | HERO FUNDING TRUST | 42771LAB8 | Dec 2023 | 111,128 | $98K | 0.01% | ABS-O |
| 355 | HERO FUNDING TRUST | 42771LAC6 | Dec 2023 | 89,338 | $81K | 0.01% | ABS-O |
| 356 | SAMMONS FINANCIAL GROUP | 79588TAE0 | Dec 2023 | 90,000 | $79K | 0.01% | DBT |
| 357 | SAMMONS FINANCIAL GROUP | 79588TAC4 | Dec 2023 | 80,000 | $75K | 0.01% | DBT |
| 358 | FED HM LN PC POOL Z40047 | 3132FCBQ7 | Dec 2023 | 65,444 | $63K | 0.01% | ABS-MBS |
| 359 | STRUCTURED RECEIVABLES FINANCE | 86365LAA9 | Dec 2023 | 62,084 | $60K | 0.01% | ABS-O |
| 360 | FREDDIE MAC | 3133TLUH9 | Dec 2023 | 48,676 | $50K | 0.01% | ABS-O |
| 361 | GNMA POOL 781319 | 36225BPC6 | Dec 2023 | 43,266 | $45K | 0.01% | ABS-MBS |
| 362 | FNMA POOL 775539 | 31404QS42 | Dec 2023 | 38,631 | $39K | 0.01% | ABS-MBS |
| 363 | WELLS FARGO MORTGAGE BACKED SE | 95001TAA3 | Dec 2023 | 33,170 | $31K | 0.00% | ABS-O |
| 364 | BANC OF AMERICA MORTGAGE SECUR | 05949ALH1 | Dec 2023 | 22,620 | $22K | 0.00% | ABS-O |
| 365 | GNMA POOL 781038 | 36225BEK0 | Dec 2023 | 15,141 | $15K | 0.00% | ABS-MBS |
| 366 | GNMA POOL 565982 | 36213VXK9 | Dec 2023 | 10,305 | $11K | 0.00% | ABS-MBS |
| 367 | GNMA POOL 503157 | 36210U5S8 | Dec 2023 | 9,029 | $9K | 0.00% | ABS-MBS |
| 368 | GNMA POOL 544640 | 36212VBH1 | Dec 2023 | 7,386 | $8K | 0.00% | ABS-MBS |
| 369 | GNMA POOL 581417 | 36201E4A5 | Dec 2023 | 7,061 | $7K | 0.00% | ABS-MBS |
| 370 | GNMA POOL 781496 | 36225BUV8 | Dec 2023 | 5,798 | $6K | 0.00% | ABS-MBS |
| 371 | GNMA POOL 522777 | 36211TXE0 | Dec 2023 | 2,673 | $3K | 0.00% | ABS-MBS |
| 372 | SVB FINANCIAL GROUP | SIVB52 | Dec 2023 | 301,000 | $3K | 0.00% | DBT |
| 373 | GNMA POOL 781124 | 36225BG93 | Dec 2023 | 2,151 | $2K | 0.00% | ABS-MBS |
| 374 | GNMA POOL 781468 | 36225BTZ1 | Dec 2023 | 1,299 | $1K | 0.00% | ABS-MBS |
| 375 | GNMA POOL 529134 | 36212BY72 | Dec 2023 | 1,059 | $1K | 0.00% | ABS-MBS |
| 376 | GNMA POOL 528714 | 36212BK36 | Dec 2023 | 842 | $885 | 0.00% | ABS-MBS |
| 377 | GNMA POOL 531298 | 36212EGF8 | Dec 2023 | 409 | $426 | 0.00% | ABS-MBS |
| 378 | GNMA POOL 441009 | 36207S3S0 | Dec 2023 | 294 | $300 | 0.00% | ABS-MBS |
| 379 | GNMA POOL 477036 | 36209N4V1 | Dec 2023 | 109 | $114 | 0.00% | ABS-MBS |
| 380 | GNMA POOL 523043 | 36211UBL5 | Dec 2023 | 95 | $99 | 0.00% | ABS-MBS |
| 381 | US 10YR ULTRA FUT MAR24 | UXYH4 | Dec 2023 | 44 | $0 | 0.00% | DIR |
| 382 | US 2YR NOTE (CBT) MAR24 | TUH4 | Dec 2023 | -101 | $0 | 0.00% | DIR |
| 383 | US 5YR NOTE (CBT) MAR24 | FVH4 | Dec 2023 | 372 | $0 | 0.00% | DIR |
| 384 | US LONG BOND(CBT) MAR24 | USH4 | Dec 2023 | 154 | $0 | 0.00% | DIR |
| 385 | US ULTRA BOND CBT MAR24 | WNH4 | Dec 2023 | 257 | $0 | 0.00% | DIR |
| 386 | SM125334 IRS USD R F 3.96500 | 99S1X84U7 | Dec 2023 | 51,000,000 | $-319170 | -0.05% | DIR |
| 387 | SM125368 IRS USD R F 3.81500 | 99S1XCMU8 | Dec 2023 | 49,000,000 | $-405508 | -0.06% | DIR |
| 388 | SM125508 IRS USD R F 3.74900 | 99S1XK6I5 | Dec 2023 | 49,141,000 | $-444581 | -0.06% | DIR |
| 389 | SM127757 IRS USD R F 3.61800 | 99S1Y1J01 | Dec 2023 | 50,000,000 | $-535486 | -0.08% | DIR |
| 390 | BM128771 CDS USD R V 03MEVENT CDX IG 41 | 99S200VC8 | Dec 2023 | 112,000,000 | $-2176496 | -0.31% | DCR |