SIIT CORE FIXED INCOME FUND
SEI INSTITUTIONAL INVESTMENTS TRUST
+4546
New
4546
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | United States of America | 1TUM3 | Feb 2023 | 1,817 | $370.2M | 4.96% | DIR |
| 2 | United States of America | FVM3 | Feb 2023 | 1,722 | $184.3M | 2.47% | DIR |
| 3 | United States of America | FVM3 | Feb 2023 | 1,662 | $177.9M | 2.38% | DIR |
| 4 | United States of America | 91282CGP0 | Feb 2023 | 127,840,000 | $126.9M | 1.70% | SN |
| 5 | United States of America | USM3 | Feb 2023 | 700 | $87.7M | 1.17% | DIR |
| 6 | United States of America | 912810TC2 | Feb 2023 | 110,134,000 | $79.6M | 1.07% | DBT |
| 7 | Federal National Mortgage Association | 01F050635 | Feb 2023 | 71,725,000 | $70.5M | 0.94% | DBT |
| 8 | Federal National Mortgage Association | 01F022642 | Feb 2023 | 78,050,000 | $66.2M | 0.89% | DBT |
| 9 | United States of America | 91282CGL9 | Feb 2023 | 65,680,000 | $64.8M | 0.87% | SN |
| 10 | SEI Daily Income Trust: Government Fund; Class F Shares | 783965593 | Feb 2023 | 62,378,579 | $62.4M | 0.84% | STIV |
| 11 | Federal National Mortgage Association | 01F020646 | Feb 2023 | 74,475,000 | $60.7M | 0.81% | DBT |
| 12 | United States of America | 91282CFC0 | Feb 2023 | 64,085,000 | $58.8M | 0.79% | SN |
| 13 | United States of America | 912810TC2 | Feb 2023 | 77,125,000 | $55.7M | 0.75% | DBT |
| 14 | United States of America | 912810TA6 | Feb 2023 | 80,071,000 | $55.5M | 0.74% | DBT |
| 15 | United States of America | 912796ZF9 | Feb 2023 | 55,840,000 | $55.2M | 0.74% | DBT |
| 16 | Federal National Mortgage Association | 01F030637 | Feb 2023 | 60,900,000 | $53.6M | 0.72% | DBT |
| 17 | United States of America | 912810ST6 | Feb 2023 | 71,654,000 | $47.1M | 0.63% | DBT |
| 18 | SEI Daily Income Trust: Government Fund; Class F Shares | 783965593 | Feb 2023 | 43,941,107 | $43.9M | 0.59% | STIV |
| 19 | Federal National Mortgage Association | 01F042632 | Feb 2023 | 44,975,000 | $43.3M | 0.58% | DBT |
| 20 | United States of America | 91282CFU0 | Feb 2023 | 42,986,000 | $42.8M | 0.57% | SN |
| 21 | N/A | EDH3 | Feb 2023 | 177 | $42.0M | 0.56% | DO |
| 22 | United States of America | 912810TF5 | Feb 2023 | 54,495,000 | $41.9M | 0.56% | DBT |
| 23 | United States of America | 9128282A7 | Feb 2023 | 45,936,000 | $41.7M | 0.56% | SN |
| 24 | United States of America | FVM3 | Feb 2023 | 380 | $40.7M | 0.54% | DIR |
| 25 | N/A | SRAZ25 | Feb 2023 | 168 | $40.6M | 0.54% | DO |
| 26 | N/A | EDM3 | Feb 2023 | 165 | $39.0M | 0.52% | DO |
| 27 | United States of America | 91282CEN7 | Feb 2023 | 41,155,000 | $38.7M | 0.52% | SN |
| 28 | United States of America | 912810TN8 | Feb 2023 | 40,645,000 | $38.7M | 0.52% | DBT |
| 29 | United States of America | 91282CGN5 | Feb 2023 | 34,900,000 | $34.8M | 0.47% | SN |
| 30 | United States of America | AULM3 | Feb 2023 | 256 | $34.6M | 0.46% | DIR |
| 31 | United States of America | 91282CGH8 | Feb 2023 | 33,743,000 | $32.7M | 0.44% | SN |
| 32 | United States of America | 912796Y37 | Feb 2023 | 33,297,000 | $32.6M | 0.44% | DBT |
| 33 | United States of America | 91282CGG0 | Feb 2023 | 32,330,000 | $31.9M | 0.43% | SN |
| 34 | SEI Daily Income Trust: Government Fund; Class F Shares | 783965593 | Feb 2023 | 31,877,280 | $31.9M | 0.43% | STIV |
| 35 | United States of America | 1TUM3 | Feb 2023 | 155 | $31.6M | 0.42% | DIR |
| 36 | United States of America | 912796W47 | Feb 2023 | 31,465,000 | $31.1M | 0.42% | DBT |
| 37 | Government National Mortgage Association 2 | 21H022630 | Feb 2023 | 35,425,000 | $30.6M | 0.41% | DBT |
| 38 | United States of America | 912796ZG7 | Feb 2023 | 30,455,000 | $30.1M | 0.40% | DBT |
| 39 | United States of America | 912796ZZ5 | Feb 2023 | 29,780,000 | $29.2M | 0.39% | DBT |
| 40 | SEI Daily Income Trust: Government Fund; Class F Shares | 783965593 | Feb 2023 | 24,875,632 | $24.9M | 0.33% | STIV |
| 41 | United States of America | 91282CFU0 | Feb 2023 | 24,680,000 | $24.6M | 0.33% | SN |
| 42 | United States of America | 91282CEY3 | Feb 2023 | 24,955,000 | $24.0M | 0.32% | SN |
| 43 | United States of America | 91282CCF6 | Feb 2023 | 26,999,000 | $24.0M | 0.32% | SN |
| 44 | United States of America | 912810TM0 | Feb 2023 | 24,060,000 | $23.7M | 0.32% | DBT |
| 45 | United States of America | 912810TA6 | Feb 2023 | 34,200,000 | $23.7M | 0.32% | DBT |
| 46 | THE FEDERAL HOME LOAN BANKS | 3130AQ4B6 | Feb 2023 | 24,815,000 | $23.1M | 0.31% | DBT |
| 47 | United States of America | 912796Z51 | Feb 2023 | 23,530,000 | $22.9M | 0.31% | DBT |
| 48 | United States of America | 91282CES6 | Feb 2023 | 22,825,000 | $21.1M | 0.28% | SN |
| 49 | United States of America | 912810SQ2 | Feb 2023 | 33,444,000 | $21.1M | 0.28% | DBT |
| 50 | United States of America | 912810TG3 | Feb 2023 | 25,190,000 | $20.6M | 0.28% | DBT |
| 51 | Federal National Mortgage Association | 01F040636 | Feb 2023 | 21,625,000 | $20.3M | 0.27% | DBT |
| 52 | Freddie Mac | 3132DVL94 | Feb 2023 | 23,653,949 | $20.2M | 0.27% | DBT |
| 53 | Government National Mortgage Association 2 | 21H022630 | Feb 2023 | 23,100,000 | $20.0M | 0.27% | DBT |
| 54 | United States of America | 912810TD0 | Feb 2023 | 27,453,000 | $19.6M | 0.26% | DBT |
| 55 | Federal National Mortgage Association | 3140XH5J2 | Feb 2023 | 21,479,964 | $19.4M | 0.26% | DBT |
| 56 | Federal National Mortgage Association | 01F032633 | Feb 2023 | 21,150,000 | $19.3M | 0.26% | DBT |
| 57 | Federal National Mortgage Association | 31418EBJ8 | Feb 2023 | 22,673,286 | $19.2M | 0.26% | DBT |
| 58 | United States of America | 912810TG3 | Feb 2023 | 23,180,000 | $19.0M | 0.25% | DBT |
| 59 | United States of America | 912810SU3 | Feb 2023 | 29,020,000 | $18.9M | 0.25% | DBT |
| 60 | United States of America | 912810SR0 | Feb 2023 | 29,657,000 | $18.8M | 0.25% | DBT |
| 61 | United States of America | 9128285C0 | Feb 2023 | 18,750,000 | $18.0M | 0.24% | SN |
| 62 | United States of America | 91282CGE5 | Feb 2023 | 18,316,000 | $18.0M | 0.24% | SN |
| 63 | Government National Mortgage Association 2 | 21H032639 | Feb 2023 | 19,590,000 | $18.0M | 0.24% | DBT |
| 64 | United States of America | 912810TL2 | Feb 2023 | 17,610,000 | $17.9M | 0.24% | DBT |
| 65 | United States of America | 912796Z77 | Feb 2023 | 17,920,000 | $17.9M | 0.24% | DBT |
| 66 | United States of America | 912796YV5 | Feb 2023 | 18,005,000 | $17.9M | 0.24% | DBT |
| 67 | Government National Mortgage Association 2 | 21H040632 | Feb 2023 | 18,080,000 | $17.1M | 0.23% | DBT |
| 68 | United States of America | 912810SZ2 | Feb 2023 | 25,366,000 | $17.0M | 0.23% | DBT |
| 69 | United States of America | 9128283W8 | Feb 2023 | 17,891,000 | $16.7M | 0.22% | SN |
| 70 | United States of America | 91282CGG0 | Feb 2023 | 16,455,000 | $16.2M | 0.22% | SN |
| 71 | Federal National Mortgage Association | 01F022634 | Feb 2023 | 19,000,000 | $16.1M | 0.22% | DBT |
| 72 | United States of America | 912810TJ7 | Feb 2023 | 18,700,000 | $15.7M | 0.21% | DBT |
| 73 | United States of America | 912796Z85 | Feb 2023 | 15,660,000 | $15.6M | 0.21% | DBT |
| 74 | Federal National Mortgage Association | 31418D6K3 | Feb 2023 | 18,843,844 | $15.4M | 0.21% | DBT |
| 75 | United States of America | TYM3 | Feb 2023 | 136 | $15.2M | 0.20% | DIR |
| 76 | SEI Daily Income Trust: Government Fund; Class F Shares | 783965593 | Feb 2023 | 15,099,276 | $15.1M | 0.20% | STIV |
| 77 | United States of America | 912810TL2 | Feb 2023 | 14,800,000 | $15.1M | 0.20% | DBT |
| 78 | United States of America | AULM3 | Feb 2023 | 109 | $14.7M | 0.20% | DIR |
| 79 | CIM TRUST | 12566PAB1 | Feb 2023 | 17,956,617 | $14.6M | 0.19% | ABS-MBS |
| 80 | United States of America | 91282CGC9 | Feb 2023 | 14,660,000 | $14.4M | 0.19% | SN |
| 81 | United States of America | 912796Y29 | Feb 2023 | 14,610,000 | $14.3M | 0.19% | DBT |
| 82 | United States of America | 91282CGH8 | Feb 2023 | 14,595,000 | $14.2M | 0.19% | SN |
| 83 | United States of America | TYM3 | Feb 2023 | 126 | $14.1M | 0.19% | DIR |
| 84 | Federal National Mortgage Association | 01F040636 | Feb 2023 | 14,900,000 | $14.0M | 0.19% | DBT |
| 85 | United States of America | 91282CGM7 | Feb 2023 | 13,564,000 | $13.1M | 0.18% | SN |
| 86 | United States of America | 91282CEW7 | Feb 2023 | 13,565,000 | $13.0M | 0.17% | SN |
| 87 | United States of America | 912828Z78 | Feb 2023 | 14,440,000 | $13.0M | 0.17% | SN |
| 88 | United States of America | 91282CDF5 | Feb 2023 | 14,991,000 | $12.9M | 0.17% | SN |
| 89 | United States of America | 912810SN9 | Feb 2023 | 22,860,000 | $12.7M | 0.17% | DBT |
| 90 | Government National Mortgage Association 2 | 21H030633 | Feb 2023 | 14,200,000 | $12.7M | 0.17% | DBT |
| 91 | United States of America | 912810TJ7 | Feb 2023 | 15,060,000 | $12.7M | 0.17% | DBT |
| 92 | United States of America | 912810SP4 | Feb 2023 | 22,050,000 | $12.6M | 0.17% | DBT |
| 93 | United States of America | 91282CES6 | Feb 2023 | 13,510,000 | $12.5M | 0.17% | SN |
| 94 | United States of America | 91282CFP1 | Feb 2023 | 12,495,000 | $12.4M | 0.17% | SN |
| 95 | Federal National Mortgage Association | 3140XHDY0 | Feb 2023 | 13,730,926 | $12.4M | 0.17% | DBT |
| 96 | Government National Mortgage Association 2 | 21H050631 | Feb 2023 | 12,200,000 | $12.1M | 0.16% | DBT |
| 97 | Federal National Mortgage Association | 3140XHU39 | Feb 2023 | 12,166,802 | $11.9M | 0.16% | DBT |
| 98 | Federal National Mortgage Association | 3140XJBJ1 | Feb 2023 | 12,762,722 | $11.8M | 0.16% | DBT |
| 99 | United States of America | 91282CGD7 | Feb 2023 | 11,718,000 | $11.6M | 0.16% | SN |
| 100 | Freddie Mac | 3133B5GX4 | Feb 2023 | 14,132,013 | $11.5M | 0.15% | DBT |
| 101 | United States of America | 91282CGJ4 | Feb 2023 | 11,590,000 | $11.2M | 0.15% | SN |
| 102 | Federal National Mortgage Association | 01F052631 | Feb 2023 | 11,000,000 | $11.0M | 0.15% | DBT |
| 103 | United States of America | 91282CEY3 | Feb 2023 | 11,375,000 | $11.0M | 0.15% | SN |
| 104 | United States of America | 91282CGC9 | Feb 2023 | 11,089,000 | $10.9M | 0.15% | SN |
| 105 | Federal National Mortgage Association | 01F030637 | Feb 2023 | 12,300,000 | $10.8M | 0.14% | DBT |
| 106 | Federal National Mortgage Association | 3140XF2G5 | Feb 2023 | 13,250,353 | $10.8M | 0.14% | DBT |
| 107 | Federal National Mortgage Association | 3140XG7B9 | Feb 2023 | 11,349,051 | $10.6M | 0.14% | DBT |
| 108 | Government National Mortgage Association 2 | 21H042638 | Feb 2023 | 10,975,000 | $10.6M | 0.14% | DBT |
| 109 | Government National Mortgage Association | 38383RU96 | Feb 2023 | 12,360,317 | $10.6M | 0.14% | DBT |
| 110 | United States of America | 912810TC2 | Feb 2023 | 14,380,000 | $10.4M | 0.14% | DBT |
| 111 | RATE MORTGAGE TRUST | 75410JAG9 | Feb 2023 | 11,989,941 | $10.3M | 0.14% | ABS-MBS |
| 112 | United States of America | 912810TN8 | Feb 2023 | 10,800,000 | $10.3M | 0.14% | DBT |
| 113 | Federal National Mortgage Association | 31418D7F3 | Feb 2023 | 12,121,469 | $10.3M | 0.14% | DBT |
| 114 | Federal National Mortgage Association | 31418D7E6 | Feb 2023 | 12,573,781 | $10.3M | 0.14% | DBT |
| 115 | Federal National Mortgage Association | 31418ECR9 | Feb 2023 | 11,641,616 | $10.3M | 0.14% | DBT |
| 116 | Federal National Mortgage Association | 3140MNN93 | Feb 2023 | 11,594,363 | $10.2M | 0.14% | DBT |
| 117 | Freddie Mac | 3132DWDJ9 | Feb 2023 | 11,976,247 | $10.2M | 0.14% | DBT |
| 118 | Federal National Mortgage Association | 3140XGX46 | Feb 2023 | 12,455,435 | $10.2M | 0.14% | DBT |
| 119 | United States of America | 912828U24 | Feb 2023 | 10,991,000 | $10.1M | 0.14% | SN |
| 120 | Freddie Mac | 3132DWCP6 | Feb 2023 | 11,907,951 | $10.1M | 0.14% | DBT |
| 121 | Freddie Mac | 3132DWDR1 | Feb 2023 | 11,868,815 | $10.1M | 0.13% | DBT |
| 122 | Federal National Mortgage Association | 01F030637 | Feb 2023 | 11,360,000 | $10.0M | 0.13% | DBT |
| 123 | United States of America | 91282CDL2 | Feb 2023 | 11,529,000 | $10.0M | 0.13% | SN |
| 124 | United States of America | 912796ZF9 | Feb 2023 | 10,090,000 | $10.0M | 0.13% | DBT |
| 125 | United States of America | 91282CDF5 | Feb 2023 | 11,560,000 | $10.0M | 0.13% | SN |
| 126 | Federal National Mortgage Association | 31418EAN0 | Feb 2023 | 11,704,208 | $9.9M | 0.13% | DBT |
| 127 | Federal National Mortgage Association | 3140FXRS3 | Feb 2023 | 11,301,396 | $9.9M | 0.13% | DBT |
| 128 | United States of America | 91282CGM7 | Feb 2023 | 10,180,000 | $9.8M | 0.13% | SN |
| 129 | N/A | N/A | Feb 2023 | 9,772,597 | $9.8M | 0.13% | EC |
| 130 | THE FEDERAL HOME LOAN BANKS | 313384KW8 | Feb 2023 | 10,000,000 | $9.8M | 0.13% | DBT |
| 131 | N/A | N/A | Feb 2023 | 9,735,035 | $9.7M | 0.13% | STIV |
| 132 | Freddie Mac | 3132DWC76 | Feb 2023 | 11,442,776 | $9.7M | 0.13% | DBT |
| 133 | United States of America | 912810TJ7 | Feb 2023 | 11,488,000 | $9.7M | 0.13% | DBT |
| 134 | Freddie Mac | 3133KYWE5 | Feb 2023 | 11,315,739 | $9.6M | 0.13% | DBT |
| 135 | United States of America | 912810TB4 | Feb 2023 | 14,575,000 | $9.5M | 0.13% | DBT |
| 136 | Federal National Mortgage Association | 3140XHQE0 | Feb 2023 | 10,492,735 | $9.5M | 0.13% | DBT |
| 137 | Federal National Mortgage Association | 3140KSVF1 | Feb 2023 | 11,484,845 | $9.4M | 0.13% | DBT |
| 138 | Freddie Mac | 3132DWAM5 | Feb 2023 | 12,079,821 | $9.4M | 0.13% | DBT |
| 139 | Freddie Mac | 3133KMJZ9 | Feb 2023 | 11,215,810 | $9.2M | 0.12% | DBT |
| 140 | United States of America | 912810TL2 | Feb 2023 | 8,994,000 | $9.2M | 0.12% | DBT |
| 141 | Freddie Mac | 3132DWAD5 | Feb 2023 | 11,737,882 | $9.1M | 0.12% | DBT |
| 142 | United States of America | 9128282L3 | Feb 2023 | 9,450,000 | $9.1M | 0.12% | DBT |
| 143 | J.P. MORGAN MORTGAGE TRUST | 46653QAC9 | Feb 2023 | 11,212,226 | $9.0M | 0.12% | ABS-MBS |
| 144 | Federal National Mortgage Association | 3140QGGP6 | Feb 2023 | 10,514,788 | $9.0M | 0.12% | DBT |
| 145 | Federal National Mortgage Association | 01F032633 | Feb 2023 | 9,800,000 | $8.9M | 0.12% | DBT |
| 146 | United States of America | 912810TA6 | Feb 2023 | 12,845,000 | $8.9M | 0.12% | DBT |
| 147 | Freddie Mac | 3132DWC68 | Feb 2023 | 10,903,857 | $8.9M | 0.12% | DBT |
| 148 | BANK OF AMERICA CORPORATION | 06051GJS9 | Feb 2023 | 10,095,000 | $8.9M | 0.12% | DBT |
| 149 | United States of America | 912828R36 | Feb 2023 | 9,558,000 | $8.8M | 0.12% | SN |
| 150 | Bundesrepublik Deutschland | FGBMH3 | Feb 2023 | 71 | $8.7M | 0.12% | DIR |
| 151 | SMALL BUSINESS ADMINISTRATION GTD | 83162CQ22 | Feb 2023 | 9,155,413 | $8.7M | 0.12% | ABS-MBS |
| 152 | Federal National Mortgage Association | 01F020638 | Feb 2023 | 10,625,000 | $8.7M | 0.12% | DBT |
| 153 | SPRINT SPECTRUM CO LLC | 85208NAE0 | Feb 2023 | 8,670,000 | $8.6M | 0.11% | DBT |
| 154 | United States of America | 1TUM3 | Feb 2023 | 42 | $8.6M | 0.11% | DIR |
| 155 | THE GOLDMAN SACHS GROUP, INC. | 38141GYA6 | Feb 2023 | 9,675,000 | $8.5M | 0.11% | DBT |
| 156 | ANGEL OAK MORTGAGE TRUST | 03464PAA5 | Feb 2023 | 9,435,044 | $8.5M | 0.11% | ABS-MBS |
| 157 | United States of America | 91282CFU0 | Feb 2023 | 8,540,000 | $8.5M | 0.11% | SN |
| 158 | United States of America | 912810TF5 | Feb 2023 | 11,000,000 | $8.5M | 0.11% | DBT |
| 159 | Federal National Mortgage Association | 31418DTQ5 | Feb 2023 | 10,272,326 | $8.4M | 0.11% | DBT |
| 160 | BANK OF AMERICA CORPORATION | 06051GJQ3 | Feb 2023 | 9,400,000 | $8.4M | 0.11% | DBT |
| 161 | United States of America | 912810TH1 | Feb 2023 | 9,380,000 | $8.3M | 0.11% | DBT |
| 162 | J.P. MORGAN MORTGAGE TRUST | 46654WAE1 | Feb 2023 | 10,217,491 | $8.3M | 0.11% | ABS-MBS |
| 163 | United States of America | 9128283F5 | Feb 2023 | 8,931,000 | $8.2M | 0.11% | SN |
| 164 | Federal National Mortgage Association | 3138ENSP5 | Feb 2023 | 9,028,264 | $8.1M | 0.11% | DBT |
| 165 | Credit Suisse Group AG | 225401AZ1 | Feb 2023 | 9,005,000 | $8.1M | 0.11% | DBT |
| 166 | Federal National Mortgage Association | 31418D2V3 | Feb 2023 | 9,417,654 | $8.0M | 0.11% | DBT |
| 167 | WELLS FARGO HOME EQUITY TRUST | 9497EAAF8 | Feb 2023 | 8,213,256 | $8.0M | 0.11% | ABS-MBS |
| 168 | Federal National Mortgage Association | 3140QKKA5 | Feb 2023 | 9,745,418 | $8.0M | 0.11% | DBT |
| 169 | JPMORGAN CHASE & CO. | 46647PCK0 | Feb 2023 | 8,540,000 | $8.0M | 0.11% | DBT |
| 170 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST | 61772LAJ0 | Feb 2023 | 9,871,850 | $8.0M | 0.11% | ABS-MBS |
| 171 | Federal National Mortgage Association | 3140JAGG7 | Feb 2023 | 8,907,931 | $8.0M | 0.11% | DBT |
| 172 | BANK OF AMERICA CORPORATION | 06051GJZ3 | Feb 2023 | 9,450,000 | $7.9M | 0.11% | DBT |
| 173 | Freddie Mac | 3133KYWP0 | Feb 2023 | 9,023,397 | $7.8M | 0.10% | DBT |
| 174 | United States of America | 91282CFF3 | Feb 2023 | 8,580,000 | $7.8M | 0.10% | SN |
| 175 | United States of America | 91282CFB2 | Feb 2023 | 8,267,000 | $7.8M | 0.10% | SN |
| 176 | AerCap Ireland Capital Designated Activity Company | 00774MAT2 | Feb 2023 | 7,999,000 | $7.8M | 0.10% | DBT |
| 177 | WELLS FARGO & COMPANY | 95000U2M4 | Feb 2023 | 8,410,000 | $7.7M | 0.10% | DBT |
| 178 | United States of America | 912810SS8 | Feb 2023 | 12,520,000 | $7.7M | 0.10% | DBT |
| 179 | FIRSTKEY HOMES TRUST | 33767JAA0 | Feb 2023 | 8,565,090 | $7.6M | 0.10% | ABS-MBS |
| 180 | United States of America | 912810TQ1 | Feb 2023 | 7,810,000 | $7.6M | 0.10% | DBT |
| 181 | Federal National Mortgage Association | 01F060642 | Feb 2023 | 7,400,000 | $7.5M | 0.10% | DBT |
| 182 | Federal National Mortgage Association | 01F060659 | Feb 2023 | 7,400,000 | $7.5M | 0.10% | DBT |
| 183 | United States of America | 91282CCR0 | Feb 2023 | 8,800,000 | $7.5M | 0.10% | SN |
| 184 | J.P. MORGAN MORTGAGE TRUST | 46592EAC0 | Feb 2023 | 9,188,453 | $7.4M | 0.10% | ABS-MBS |
| 185 | Freddie Mac | 3132XCR49 | Feb 2023 | 7,907,936 | $7.4M | 0.10% | DBT |
| 186 | United States of America | 9128284M9 | Feb 2023 | 7,646,000 | $7.4M | 0.10% | SN |
| 187 | JPMORGAN CHASE & CO. | 46647PCB0 | Feb 2023 | 8,185,000 | $7.2M | 0.10% | DBT |
| 188 | J.P. MORGAN MORTGAGE TRUST | 46654AAC3 | Feb 2023 | 8,849,192 | $7.2M | 0.10% | ABS-MBS |
| 189 | DISCOVER CARD EXECUTION NOTE TRUST | 254683CW3 | Feb 2023 | 7,357,000 | $7.1M | 0.10% | ABS-MBS |
| 190 | Freddie Mac | 3132DVL52 | Feb 2023 | 8,259,574 | $7.1M | 0.09% | DBT |
| 191 | Federal National Mortgage Association | 01F052631 | Feb 2023 | 7,100,000 | $7.1M | 0.09% | DBT |
| 192 | Federal National Mortgage Association | 31418ECG3 | Feb 2023 | 8,386,782 | $7.1M | 0.09% | DBT |
| 193 | Federal National Mortgage Association | 01F062648 | Feb 2023 | 6,900,000 | $7.1M | 0.09% | DBT |
| 194 | CSMC TRUST | 12653VAA4 | Feb 2023 | 7,082,380 | $7.0M | 0.09% | ABS-MBS |
| 195 | CITIGROUP INC. | 17327CAQ6 | Feb 2023 | 8,560,000 | $7.0M | 0.09% | DBT |
| 196 | United States of America | 91282CBZ3 | Feb 2023 | 8,070,000 | $7.0M | 0.09% | SN |
| 197 | JPMORGAN CHASE & CO. | 46647PCT1 | Feb 2023 | 7,495,000 | $7.0M | 0.09% | DBT |
| 198 | Freddie Mac | 3132DVL52 | Feb 2023 | 8,009,972 | $6.9M | 0.09% | DBT |
| 199 | WELLS FARGO & COMPANY | 95000U2V4 | Feb 2023 | 7,396,000 | $6.8M | 0.09% | DBT |
| 200 | Government National Mortgage Association 2 | 3622ACCS7 | Feb 2023 | 6,588,548 | $6.8M | 0.09% | DBT |
| 201 | Federal National Mortgage Association | 3135G04Z3 | Feb 2023 | 7,405,000 | $6.7M | 0.09% | DBT |
| 202 | United States of America | 912810TN8 | Feb 2023 | 7,020,000 | $6.7M | 0.09% | DBT |
| 203 | MORGAN STANLEY | 61747YED3 | Feb 2023 | 8,485,000 | $6.6M | 0.09% | DBT |
| 204 | COMM MORTGAGE TRUST | 12635QBF6 | Feb 2023 | 6,899,599 | $6.6M | 0.09% | ABS-MBS |
| 205 | Federal National Mortgage Association | 3140XHG76 | Feb 2023 | 7,099,771 | $6.6M | 0.09% | DBT |
| 206 | THE GOLDMAN SACHS GROUP, INC. | 38141GYG3 | Feb 2023 | 7,535,000 | $6.5M | 0.09% | DBT |
| 207 | Federal National Mortgage Association | 01F022634 | Feb 2023 | 7,700,000 | $6.5M | 0.09% | DBT |
| 208 | Federal National Mortgage Association | 31418CEF7 | Feb 2023 | 7,113,717 | $6.4M | 0.09% | DBT |
| 209 | United States of America | 912810TQ1 | Feb 2023 | 6,610,000 | $6.4M | 0.09% | DBT |
| 210 | Federal National Mortgage Association | 31418DYB2 | Feb 2023 | 7,759,774 | $6.3M | 0.08% | DBT |
| 211 | Government National Mortgage Association 2 | 21H032639 | Feb 2023 | 6,900,000 | $6.3M | 0.08% | DBT |
| 212 | Federal National Mortgage Association | 31418DY71 | Feb 2023 | 7,408,970 | $6.3M | 0.08% | DBT |
| 213 | FREMONT HOME LOAN OWNER TRUST | 35729PNC0 | Feb 2023 | 6,810,337 | $6.3M | 0.08% | ABS-MBS |
| 214 | Mitsubishi UFJ Financial Group, Inc. | 606822CV4 | Feb 2023 | 6,300,000 | $6.3M | 0.08% | DBT |
| 215 | Federal National Mortgage Association | 31418DV25 | Feb 2023 | 7,446,068 | $6.3M | 0.08% | DBT |
| 216 | Federal National Mortgage Association | 01F042632 | Feb 2023 | 6,500,000 | $6.3M | 0.08% | DBT |
| 217 | BRK: J.P. MORGAN CHASE | N/A | Feb 2023 | 20,626,000 | $6.3M | 0.08% | DIR |
| 218 | BX COMMERCIAL MORTGAGE TRUST | 056054AA7 | Feb 2023 | 6,271,157 | $6.2M | 0.08% | ABS-MBS |
| 219 | JPMORGAN CHASE & CO. | 46647PBW5 | Feb 2023 | 7,086,000 | $6.2M | 0.08% | DBT |
| 220 | TRESTLES CLO LTD | 89532WAC3 | Feb 2023 | 6,300,000 | $6.2M | 0.08% | ABS-CBDO |
| 221 | WELLS FARGO & COMPANY | 95000U2U6 | Feb 2023 | 7,285,000 | $6.2M | 0.08% | DBT |
| 222 | CIFC FUNDING LTD | 12567HAC6 | Feb 2023 | 6,225,000 | $6.1M | 0.08% | ABS-CBDO |
| 223 | United States of America | 912810TJ7 | Feb 2023 | 7,275,000 | $6.1M | 0.08% | DBT |
| 224 | BANK OF AMERICA CORPORATION | 06051GKE8 | Feb 2023 | 6,572,000 | $6.1M | 0.08% | DBT |
| 225 | United States of America | 912810SX7 | Feb 2023 | 8,310,000 | $6.1M | 0.08% | DBT |
| 226 | MORGAN STANLEY | 61747YEC5 | Feb 2023 | 6,975,000 | $6.1M | 0.08% | DBT |
| 227 | THE GOLDMAN SACHS GROUP, INC. | 38141GZE7 | Feb 2023 | 6,265,000 | $6.1M | 0.08% | DBT |
| 228 | Federal National Mortgage Association | 31358DDS0 | Feb 2023 | 8,487,000 | $6.1M | 0.08% | DBT |
| 229 | FORD CREDIT AUTO OWNER TRUST | 34535QAA3 | Feb 2023 | 6,102,000 | $6.0M | 0.08% | ABS-MBS |
| 230 | NEWCASTLE MORTGAGE SECURITIES TRUST | 65106FAA0 | Feb 2023 | 6,256,245 | $6.0M | 0.08% | ABS-MBS |
| 231 | HPS LOAN MANAGEMENT LTD | 40440XAA9 | Feb 2023 | 6,000,000 | $5.9M | 0.08% | ABS-CBDO |
| 232 | CITIBANK CREDIT CARD ISSUANCE TRUST | 17305EGE9 | Feb 2023 | 5,880,000 | $5.9M | 0.08% | ABS-MBS |
| 233 | COMM MORTGAGE TRUST | 12626LAE2 | Feb 2023 | 5,928,000 | $5.9M | 0.08% | ABS-MBS |
| 234 | GOLDENTREE LOAN MANAGEMENT US CLO LTD | 38138KAE0 | Feb 2023 | 6,000,000 | $5.8M | 0.08% | ABS-CBDO |
| 235 | THE FEDERAL HOME LOAN BANKS | 3130AQV26 | Feb 2023 | 6,140,000 | $5.8M | 0.08% | DBT |
| 236 | United States of America | 91282CGJ4 | Feb 2023 | 5,975,000 | $5.8M | 0.08% | SN |
| 237 | Federal National Mortgage Association | 3140XC6E3 | Feb 2023 | 6,336,350 | $5.7M | 0.08% | DBT |
| 238 | COMM MORTGAGE TRUST | 12595VAC1 | Feb 2023 | 6,103,000 | $5.7M | 0.08% | ABS-MBS |
| 239 | PALMER SQUARE CLO | 69689QAA3 | Feb 2023 | 5,800,000 | $5.7M | 0.08% | ABS-CBDO |
| 240 | ACRES COMMERCIAL REALTY LTD | 00103CAC3 | Feb 2023 | 6,000,000 | $5.7M | 0.08% | ABS-CBDO |
| 241 | OCTAGON INVESTMENT PARTNERS, LTD. | 67590ABP6 | Feb 2023 | 5,746,976 | $5.7M | 0.08% | ABS-CBDO |
| 242 | Freddie Mac | 3133KYT41 | Feb 2023 | 6,660,339 | $5.7M | 0.08% | DBT |
| 243 | Freddie Mac | 3132DMHG3 | Feb 2023 | 6,368,382 | $5.7M | 0.08% | DBT |
| 244 | RESIDENTIAL ASSET SECURITIES CORPORATION | 754058AH8 | Feb 2023 | 5,731,598 | $5.7M | 0.08% | ABS-MBS |
| 245 | United States of America | 91282CAZ4 | Feb 2023 | 6,306,000 | $5.6M | 0.08% | SN |
| 246 | Government National Mortgage Association 2 | 21H042638 | Feb 2023 | 5,800,000 | $5.6M | 0.08% | DBT |
| 247 | Federal National Mortgage Association | 3140QMT79 | Feb 2023 | 6,572,170 | $5.6M | 0.08% | DBT |
| 248 | Federal National Mortgage Association | 3140QMTA2 | Feb 2023 | 6,753,488 | $5.6M | 0.07% | DBT |
| 249 | Credit Suisse Group AG | 225401AT5 | Feb 2023 | 6,925,000 | $5.6M | 0.07% | DBT |
| 250 | HUMANA INC. | 444859BT8 | Feb 2023 | 6,150,000 | $5.6M | 0.07% | DBT |
| 251 | Federal National Mortgage Association | 31418D5F5 | Feb 2023 | 6,892,122 | $5.6M | 0.07% | DBT |
| 252 | WELLS FARGO & COMPANY | 95000U2L6 | Feb 2023 | 5,895,000 | $5.5M | 0.07% | DBT |
| 253 | CSMC TRUST | 12665WAC4 | Feb 2023 | 5,744,703 | $5.5M | 0.07% | ABS-MBS |
| 254 | Cooperatieve Rabobank U.A. | 74977RDS0 | Feb 2023 | 5,519,000 | $5.5M | 0.07% | DBT |
| 255 | Federal National Mortgage Association | 31418D2K7 | Feb 2023 | 7,085,619 | $5.5M | 0.07% | DBT |
| 256 | PROGRESS RESIDENTIAL MASTER TRUST | 74333VAA2 | Feb 2023 | 6,178,167 | $5.5M | 0.07% | ABS-MBS |
| 257 | Federal National Mortgage Association | 3140XCUU0 | Feb 2023 | 6,320,459 | $5.4M | 0.07% | DBT |
| 258 | WarnerMedia Holdings, Inc. | 55903VAQ6 | Feb 2023 | 6,934,000 | $5.4M | 0.07% | DBT |
| 259 | CAPITAL ONE MULTI-ASSET EXECUTION TRUST | 14041NGB1 | Feb 2023 | 5,435,000 | $5.4M | 0.07% | ABS-MBS |
| 260 | Government National Mortgage Association 2 | 36179WNF1 | Feb 2023 | 6,052,475 | $5.4M | 0.07% | DBT |
| 261 | AIMCO CLO LTD | 00140NAN0 | Feb 2023 | 5,500,000 | $5.4M | 0.07% | ABS-CBDO |
| 262 | Credit Suisse Group AG | 225401BB3 | Feb 2023 | 5,130,000 | $5.4M | 0.07% | DBT |
| 263 | United States of America | 91282CGL9 | Feb 2023 | 5,408,000 | $5.3M | 0.07% | SN |
| 264 | SMRT COMMERCIAL MORTGAGE TRUST | 78457JAA0 | Feb 2023 | 5,430,000 | $5.3M | 0.07% | ABS-MBS |
| 265 | Freddie Mac | 3133KQJ31 | Feb 2023 | 5,399,309 | $5.3M | 0.07% | DBT |
| 266 | WELLS FARGO & COMPANY | 95000U2V4 | Feb 2023 | 5,730,000 | $5.3M | 0.07% | DBT |
| 267 | CVS HEALTH CORPORATION | 126650CZ1 | Feb 2023 | 5,908,000 | $5.3M | 0.07% | DBT |
| 268 | Government National Mortgage Association 2 | 36179TAL9 | Feb 2023 | 5,472,681 | $5.2M | 0.07% | DBT |
| 269 | Federal National Mortgage Association | 3140JB3L8 | Feb 2023 | 5,356,938 | $5.2M | 0.07% | DBT |
| 270 | FORD CREDIT AUTO OWNER TRUST | 34528EAA9 | Feb 2023 | 5,480,000 | $5.2M | 0.07% | ABS-MBS |
| 271 | Federal National Mortgage Association | 3140XGS83 | Feb 2023 | 5,805,985 | $5.2M | 0.07% | DBT |
| 272 | United States of America | 912810SL3 | Feb 2023 | 7,650,000 | $5.2M | 0.07% | DBT |
| 273 | HOME PARTNERS OF AMERICA TRUST | 43730NAA4 | Feb 2023 | 5,519,173 | $5.2M | 0.07% | ABS-MBS |
| 274 | Federal National Mortgage Association | 3140QBBB3 | Feb 2023 | 5,533,653 | $5.1M | 0.07% | DBT |
| 275 | Federal National Mortgage Association | 01F042632 | Feb 2023 | 5,331,921 | $5.1M | 0.07% | DBT |
| 276 | Federal National Mortgage Association | 3140J56E4 | Feb 2023 | 5,216,312 | $5.1M | 0.07% | DBT |
| 277 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 92922F5T1 | Feb 2023 | 5,664,771 | $5.1M | 0.07% | ABS-MBS |
| 278 | United States of America | 91282CGG0 | Feb 2023 | 5,195,000 | $5.1M | 0.07% | SN |
| 279 | Government National Mortgage Association 2 | 21H052637 | Feb 2023 | 5,100,000 | $5.1M | 0.07% | DBT |
| 280 | SOUTHWICK PARK CLO LTD | 846031AN2 | Feb 2023 | 5,170,000 | $5.1M | 0.07% | ABS-CBDO |
| 281 | PAYPAL HOLDINGS, INC. | 70450YAH6 | Feb 2023 | 6,150,000 | $5.1M | 0.07% | DBT |
| 282 | United States of America | 91282CEZ0 | Feb 2023 | 5,370,000 | $5.1M | 0.07% | DBT |
| 283 | United States of America | 912810TN8 | Feb 2023 | 5,315,000 | $5.1M | 0.07% | DBT |
| 284 | METROPOLITAN EDISON COMPANY | 591894BY5 | Feb 2023 | 5,050,000 | $5.0M | 0.07% | DBT |
| 285 | Federal National Mortgage Association | 3140XGFQ7 | Feb 2023 | 5,650,533 | $5.0M | 0.07% | DBT |
| 286 | BANK OF AMERICA CORPORATION | 06051GJQ3 | Feb 2023 | 5,618,000 | $5.0M | 0.07% | DBT |
| 287 | Freddie Mac | 3132XCR64 | Feb 2023 | 5,358,747 | $5.0M | 0.07% | DBT |
| 288 | SMALL BUSINESS ADMINISTRATION GTD | 83162CQ48 | Feb 2023 | 5,262,000 | $5.0M | 0.07% | ABS-MBS |
| 289 | BX TRUST | 05608RAA3 | Feb 2023 | 5,110,000 | $5.0M | 0.07% | ABS-MBS |
| 290 | SMB PRIVATE EDUCATION LOAN TRUST | 78449DAB2 | Feb 2023 | 5,602,244 | $5.0M | 0.07% | ABS-MBS |
| 291 | Government National Mortgage Association | 38383LFS4 | Feb 2023 | 4,937,197 | $5.0M | 0.07% | DBT |
| 292 | Federal National Mortgage Association | 3140MFNC3 | Feb 2023 | 5,841,344 | $5.0M | 0.07% | DBT |
| 293 | Federal National Mortgage Association | 01F020430 | Feb 2023 | 5,568,000 | $4.9M | 0.07% | DBT |
| 294 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80286MAC2 | Feb 2023 | 4,987,000 | $4.9M | 0.07% | ABS-MBS |
| 295 | ROCKFORD TOWER CLO | 77341GAJ9 | Feb 2023 | 5,000,000 | $4.9M | 0.07% | ABS-CBDO |
| 296 | Freddie Mac | 3133KYV71 | Feb 2023 | 5,779,927 | $4.9M | 0.07% | DBT |
| 297 | CELANESE US HOLDINGS LLC | 15089QAL8 | Feb 2023 | 4,910,000 | $4.9M | 0.07% | DBT |
| 298 | Federal National Mortgage Association | 3140XJEJ8 | Feb 2023 | 4,997,995 | $4.9M | 0.07% | DBT |
| 299 | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST | 14043KAH8 | Feb 2023 | 4,895,000 | $4.9M | 0.07% | ABS-MBS |
| 300 | United States of America | 912796ZG7 | Feb 2023 | 4,920,000 | $4.9M | 0.07% | DBT |
| 301 | United States of America | 912810SZ2 | Feb 2023 | 7,220,000 | $4.9M | 0.06% | DBT |
| 302 | Federal National Mortgage Association | 01F022634 | Feb 2023 | 5,726,419 | $4.9M | 0.06% | DBT |
| 303 | United States of America | 912796YB9 | Feb 2023 | 4,850,000 | $4.8M | 0.06% | DBT |
| 304 | Government National Mortgage Association | 38383TLM3 | Feb 2023 | 5,629,331 | $4.8M | 0.06% | DBT |
| 305 | THE BOEING COMPANY | 097023DE2 | Feb 2023 | 5,034,000 | $4.8M | 0.06% | DBT |
| 306 | WarnerMedia Holdings, Inc. | 55903VAQ6 | Feb 2023 | 6,165,000 | $4.8M | 0.06% | DBT |
| 307 | NEW ECONOMY ASSETS PHASE I SPONSOR LLC | 643821AB7 | Feb 2023 | 5,740,000 | $4.8M | 0.06% | ABS-MBS |
| 308 | Government National Mortgage Association | 3622AB3S9 | Feb 2023 | 5,241,380 | $4.8M | 0.06% | DBT |
| 309 | BX COMMERCIAL MORTGAGE TRUST | 05609VAA3 | Feb 2023 | 4,941,000 | $4.8M | 0.06% | ABS-MBS |
| 310 | Federal National Mortgage Association | 3140XHVG9 | Feb 2023 | 5,114,292 | $4.8M | 0.06% | DBT |
| 311 | BARCLAYS PLC | 06738ECE3 | Feb 2023 | 4,424,000 | $4.8M | 0.06% | DBT |
| 312 | CITIGROUP INC. | 172967MS7 | Feb 2023 | 5,820,000 | $4.8M | 0.06% | DBT |
| 313 | THE GOLDMAN SACHS GROUP, INC. | 38141GYN8 | Feb 2023 | 5,980,000 | $4.8M | 0.06% | DBT |
| 314 | GOLDEN CREDIT CARD TRUST | 380881FP2 | Feb 2023 | 4,870,000 | $4.8M | 0.06% | ABS-MBS |
| 315 | Federal National Mortgage Association | 3140XG2P3 | Feb 2023 | 5,806,656 | $4.8M | 0.06% | DBT |
| 316 | Federal National Mortgage Association | 3140QNUG5 | Feb 2023 | 5,215,071 | $4.8M | 0.06% | DBT |
| 317 | Federal National Mortgage Association | 3140FXTM4 | Feb 2023 | 5,310,165 | $4.8M | 0.06% | DBT |
| 318 | WELLS FARGO & COMPANY | 95000U2N2 | Feb 2023 | 5,100,000 | $4.7M | 0.06% | DBT |
| 319 | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD | 03880RAC3 | Feb 2023 | 4,831,000 | $4.7M | 0.06% | ABS-CBDO |
| 320 | CITIGROUP INC. | 172967MS7 | Feb 2023 | 5,700,000 | $4.7M | 0.06% | DBT |
| 321 | Freddie Mac | 31335B5H5 | Feb 2023 | 5,015,811 | $4.7M | 0.06% | DBT |
| 322 | HSBC HOLDINGS PLC | 404280AW9 | Feb 2023 | 4,825,000 | $4.7M | 0.06% | DBT |
| 323 | BX COMMERCIAL MORTGAGE TRUST | 05609KAA7 | Feb 2023 | 4,763,315 | $4.6M | 0.06% | ABS-MBS |
| 324 | Federal National Mortgage Association | 01F020638 | Feb 2023 | 5,700,000 | $4.6M | 0.06% | DBT |
| 325 | U.S. BANCORP | 91159HJK7 | Feb 2023 | 4,760,000 | $4.6M | 0.06% | DBT |
| 326 | AMERICAN HOMES 4 RENT TRUST | 02666AAA6 | Feb 2023 | 4,848,659 | $4.6M | 0.06% | ABS-MBS |
| 327 | BPR TRUST | 055980AA4 | Feb 2023 | 4,600,000 | $4.6M | 0.06% | ABS-MBS |
| 328 | CENTENE CORPORATION | 15135BAW1 | Feb 2023 | 5,616,000 | $4.6M | 0.06% | DBT |
| 329 | NEWREZ WAREHOUSE SECURITIZATION TRUST | 65246PAA9 | Feb 2023 | 4,623,000 | $4.6M | 0.06% | ABS-MBS |
| 330 | T-MOBILE USA, INC. | 87264ACB9 | Feb 2023 | 5,590,000 | $4.6M | 0.06% | DBT |
| 331 | WarnerMedia Holdings, Inc. | 55903VAN3 | Feb 2023 | 5,625,000 | $4.6M | 0.06% | DBT |
| 332 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST | 362585AC5 | Feb 2023 | 4,709,000 | $4.6M | 0.06% | ABS-MBS |
| 333 | NATWEST GROUP PLC | 780097BK6 | Feb 2023 | 4,630,000 | $4.5M | 0.06% | DBT |
| 334 | SANTANDER UK GROUP HOLDINGS PLC | 80281LAJ4 | Feb 2023 | 4,580,000 | $4.5M | 0.06% | DBT |
| 335 | SANTANDER UK GROUP HOLDINGS PLC | 80281LAN5 | Feb 2023 | 4,785,000 | $4.5M | 0.06% | DBT |
| 336 | Federal National Mortgage Association | 3140XDKE5 | Feb 2023 | 5,060,993 | $4.5M | 0.06% | DBT |
| 337 | Freddie Mac | 3132DM5S0 | Feb 2023 | 5,296,926 | $4.5M | 0.06% | DBT |
| 338 | Freddie Mac | 3132DVL29 | Feb 2023 | 5,247,750 | $4.5M | 0.06% | DBT |
| 339 | BANK OF AMERICA CORPORATION | 06051GJS9 | Feb 2023 | 5,092,000 | $4.5M | 0.06% | DBT |
| 340 | PARK AEROSPACE HOLDINGS LIMITED | 70014LAC4 | Feb 2023 | 4,470,000 | $4.5M | 0.06% | DBT |
| 341 | CREDIT SUISSE AG (NEW YORK BRANCH) | 22550L2D2 | Feb 2023 | 4,510,000 | $4.5M | 0.06% | DBT |
| 342 | HSBC HOLDINGS PLC | 404280CG2 | Feb 2023 | 4,845,000 | $4.5M | 0.06% | DBT |
| 343 | BRK: DEUTSCHE BANK | N/A | Feb 2023 | 15,520,000 | $4.4M | 0.06% | DIR |
| 344 | Federal National Mortgage Association | 3140QDT20 | Feb 2023 | 5,179,312 | $4.4M | 0.06% | DBT |
| 345 | Federal National Mortgage Association | 3140FXK92 | Feb 2023 | 4,620,285 | $4.4M | 0.06% | DBT |
| 346 | Federal National Mortgage Association | 01F052631 | Feb 2023 | 4,435,000 | $4.4M | 0.06% | DBT |
| 347 | GS MORTGAGE SECURITIES CORPORATION TRUST | 36255MAJ6 | Feb 2023 | 4,610,000 | $4.4M | 0.06% | ABS-MBS |
| 348 | Federal National Mortgage Association | 3140XHHT7 | Feb 2023 | 5,408,732 | $4.4M | 0.06% | DBT |
| 349 | NATIONWIDE MUTUAL INSURANCE COMPANY | 638671AJ6 | Feb 2023 | 4,407,000 | $4.4M | 0.06% | DBT |
| 350 | BANK OF AMERICA CORPORATION | 06051GJT7 | Feb 2023 | 5,419,000 | $4.4M | 0.06% | DBT |
| 351 | Federal National Mortgage Association | 3140XHA98 | Feb 2023 | 4,603,736 | $4.4M | 0.06% | DBT |
| 352 | BANK OF AMERICA CORPORATION | 06051GKQ1 | Feb 2023 | 4,720,000 | $4.4M | 0.06% | DBT |
| 353 | Federal National Mortgage Association | 3140X6EV9 | Feb 2023 | 4,825,969 | $4.4M | 0.06% | DBT |
| 354 | Federal National Mortgage Association | 3140XB4K3 | Feb 2023 | 5,030,899 | $4.3M | 0.06% | DBT |
| 355 | Federal National Mortgage Association | 3140XJAK9 | Feb 2023 | 4,779,626 | $4.3M | 0.06% | DBT |
| 356 | MORGAN STANLEY | 61747YEB7 | Feb 2023 | 4,518,000 | $4.3M | 0.06% | DBT |
| 357 | Federal National Mortgage Association | 01F030637 | Feb 2023 | 4,890,686 | $4.3M | 0.06% | DBT |
| 358 | BARCLAYS PLC | 06738EAN5 | Feb 2023 | 4,430,000 | $4.3M | 0.06% | DBT |
| 359 | BRAZOS STUDENT LOAN FINANCE CORPORATION | 10620NCE6 | Feb 2023 | 4,316,015 | $4.3M | 0.06% | ABS-MBS |
| 360 | MORGAN STANLEY | 61747YEA9 | Feb 2023 | 4,564,000 | $4.3M | 0.06% | DBT |
| 361 | Federal National Mortgage Association | 31418DYC0 | Feb 2023 | 5,017,481 | $4.3M | 0.06% | DBT |
| 362 | Federal National Mortgage Association | 3140JQTM5 | Feb 2023 | 4,762,390 | $4.3M | 0.06% | DBT |
| 363 | Freddie Mac | 3137FHQ71 | Feb 2023 | 4,400,000 | $4.2M | 0.06% | DBT |
| 364 | BP CAPITAL MARKETS AMERICA INC. | 10373QBU3 | Feb 2023 | 4,321,000 | $4.2M | 0.06% | DBT |
| 365 | HONDA AUTO RECEIVABLES OWNER TRUST | 43815JAC7 | Feb 2023 | 4,252,000 | $4.2M | 0.06% | ABS-MBS |
| 366 | United States of America | TYM3 | Feb 2023 | 38 | $4.2M | 0.06% | DIR |
| 367 | RATE MORTGAGE TRUST | 75409XAA4 | Feb 2023 | 5,285,419 | $4.2M | 0.06% | ABS-MBS |
| 368 | EQUINIX, INC. | 29444UBU9 | Feb 2023 | 4,780,000 | $4.2M | 0.06% | DBT |
| 369 | T-MOBILE USA, INC. | 87264ABD6 | Feb 2023 | 4,478,000 | $4.2M | 0.06% | DBT |
| 370 | BANK | 06541QAZ8 | Feb 2023 | 4,430,000 | $4.2M | 0.06% | ABS-MBS |
| 371 | Federal National Mortgage Association | 3140XGWT2 | Feb 2023 | 4,535,167 | $4.2M | 0.06% | DBT |
| 372 | MASTER CREDIT CARD TRUST II | 576339DF9 | Feb 2023 | 4,245,000 | $4.2M | 0.06% | ABS-MBS |
| 373 | Freddie Mac | 3132DNGD9 | Feb 2023 | 5,107,286 | $4.2M | 0.06% | DBT |
| 374 | Federal National Mortgage Association | 31374CR32 | Feb 2023 | 4,482,101 | $4.2M | 0.06% | DBT |
| 375 | CSMC MORTGAGE BACKED TRUST | 126395AA0 | Feb 2023 | 4,280,000 | $4.2M | 0.06% | ABS-MBS |
| 376 | Federal National Mortgage Association | 3140LQT59 | Feb 2023 | 5,078,746 | $4.2M | 0.06% | DBT |
| 377 | METROPOLITAN LIFE GLOBAL FUNDING I | 59217GBY4 | Feb 2023 | 4,445,000 | $4.1M | 0.06% | DBT |
| 378 | Federal National Mortgage Association | 31418ECZ1 | Feb 2023 | 4,753,843 | $4.1M | 0.06% | DBT |
| 379 | ABPCI DIRECT LENDING FUND CLO LTD | 000806AJ8 | Feb 2023 | 4,190,000 | $4.1M | 0.06% | ABS-CBDO |
| 380 | Government National Mortgage Association 2 | 3622ABMK5 | Feb 2023 | 4,599,881 | $4.1M | 0.06% | DBT |
| 381 | Truist Financial Corporation | 89788MAH5 | Feb 2023 | 4,225,000 | $4.1M | 0.06% | DBT |
| 382 | TIME WARNER CABLE, LLC | 88732JBB3 | Feb 2023 | 4,882,000 | $4.1M | 0.06% | DBT |
| 383 | Freddie Mac | 3132DNFR9 | Feb 2023 | 4,663,736 | $4.1M | 0.05% | DBT |
| 384 | CSMC TRUST | 12653VAE6 | Feb 2023 | 4,144,689 | $4.1M | 0.05% | ABS-MBS |
| 385 | ANHEUSER-BUSCH COMPANIES, LLC | 03522AAH3 | Feb 2023 | 4,368,000 | $4.1M | 0.05% | DBT |
| 386 | Federal National Mortgage Association | 3140XHEN3 | Feb 2023 | 4,626,196 | $4.1M | 0.05% | DBT |
| 387 | Estados Unidos Mexicanos | 91086QAV0 | Feb 2023 | 4,108,000 | $4.1M | 0.05% | DBT |
| 388 | MORGAN STANLEY | 61747YEY7 | Feb 2023 | 3,868,000 | $4.1M | 0.05% | DBT |
| 389 | United States of America | 912810FG8 | Feb 2023 | 3,856,000 | $4.1M | 0.05% | DBT |
| 390 | KREF LTD | 48275EAA4 | Feb 2023 | 4,100,000 | $4.1M | 0.05% | ABS-CBDO |
| 391 | SOUTHERN COPPER CORPORATION | 84265VAG0 | Feb 2023 | 4,340,000 | $4.1M | 0.05% | DBT |
| 392 | Federal National Mortgage Association | 31418EDM9 | Feb 2023 | 4,674,088 | $4.1M | 0.05% | DBT |
| 393 | CITIGROUP INC. | 172967PA3 | Feb 2023 | 3,872,000 | $4.1M | 0.05% | DBT |
| 394 | RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. | 74923PAC7 | Feb 2023 | 4,126,210 | $4.0M | 0.05% | ABS-MBS |
| 395 | FARMERS EXCHANGE CAPITAL II | 30958PAA1 | Feb 2023 | 4,120,000 | $4.0M | 0.05% | DBT |
| 396 | BRK - DEUTSCHE BANK | CDS285507 | Feb 2023 | -392,690,000 | $4.0M | 0.05% | DCR |
| 397 | Federal National Mortgage Association | 31418EAW0 | Feb 2023 | 4,758,340 | $4.0M | 0.05% | DBT |
| 398 | VERIZON COMMUNICATIONS INC. | 92343VCQ5 | Feb 2023 | 4,435,000 | $4.0M | 0.05% | DBT |
| 399 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 802918AC6 | Feb 2023 | 4,077,000 | $4.0M | 0.05% | ABS-MBS |
| 400 | Nationwide Building Society | 63861VAC1 | Feb 2023 | 4,050,000 | $4.0M | 0.05% | DBT |
| 401 | CSAIL COMMERCIAL MORTGAGE TRUST | 12595FAE2 | Feb 2023 | 4,380,000 | $4.0M | 0.05% | ABS-MBS |
| 402 | Federal National Mortgage Association | 31418DRP9 | Feb 2023 | 4,680,129 | $4.0M | 0.05% | DBT |
| 403 | ABBVIE INC. | 00287YCB3 | Feb 2023 | 4,783,000 | $4.0M | 0.05% | DBT |
| 404 | ROCHE HOLDINGS, INC. | 771196BX9 | Feb 2023 | 4,911,000 | $4.0M | 0.05% | DBT |
| 405 | J.P. MORGAN MORTGAGE TRUST | 46654UAB1 | Feb 2023 | 4,710,436 | $4.0M | 0.05% | ABS-MBS |
| 406 | MADISON PARK FUNDING, LTD. | 55819MAN6 | Feb 2023 | 4,010,000 | $4.0M | 0.05% | ABS-CBDO |
| 407 | SkyMiles IP Ltd. | 830867AB3 | Feb 2023 | 4,167,000 | $4.0M | 0.05% | DBT |
| 408 | DLLST LLC | 23292GAC7 | Feb 2023 | 4,055,000 | $4.0M | 0.05% | ABS-MBS |
| 409 | TPG REAL ESTATE FINANCE ISSUER LTD | 87277JAA9 | Feb 2023 | 4,050,000 | $3.9M | 0.05% | ABS-CBDO |
| 410 | BANK OF AMERICA CORPORATION | 06051GLC1 | Feb 2023 | 3,836,000 | $3.9M | 0.05% | DBT |
| 411 | Federal National Mortgage Association | 3140XFNS6 | Feb 2023 | 4,426,919 | $3.9M | 0.05% | DBT |
| 412 | Federal National Mortgage Association | 01F050635 | Feb 2023 | 4,000,000 | $3.9M | 0.05% | DBT |
| 413 | AMGEN INC. | 031162DM9 | Feb 2023 | 3,937,000 | $3.9M | 0.05% | DBT |
| 414 | NTT FINANCE CORPORATION | 62954WAC9 | Feb 2023 | 4,445,000 | $3.9M | 0.05% | DBT |
| 415 | NELNET STUDENT LOAN CORPORATION | 64031QBX8 | Feb 2023 | 4,008,337 | $3.9M | 0.05% | ABS-MBS |
| 416 | HERTZ VEHICLE FINANCING III LLC | 42806MBW8 | Feb 2023 | 3,923,000 | $3.9M | 0.05% | ABS-MBS |
| 417 | BHP BILLITON FINANCE (USA) LIMITED | 055451AY4 | Feb 2023 | 3,938,000 | $3.9M | 0.05% | DBT |
| 418 | AVIS BUDGET RENTAL CAR FUNDING | 05377RGC2 | Feb 2023 | 3,942,000 | $3.9M | 0.05% | ABS-MBS |
| 419 | CVS HEALTH CORPORATION | 126650DS6 | Feb 2023 | 3,900,000 | $3.9M | 0.05% | DBT |
| 420 | WELLS FARGO & COMPANY | 95000U2S1 | Feb 2023 | 4,380,000 | $3.9M | 0.05% | DBT |
| 421 | NAVIENT STUDENT LOAN TRUST | 63940JAC3 | Feb 2023 | 3,898,080 | $3.9M | 0.05% | ABS-MBS |
| 422 | JPMORGAN CHASE & CO. | 46647PCP9 | Feb 2023 | 4,445,000 | $3.9M | 0.05% | DBT |
| 423 | Federal National Mortgage Association | 3140QMSH8 | Feb 2023 | 4,501,768 | $3.8M | 0.05% | DBT |
| 424 | Federal National Mortgage Association | 31418D2V3 | Feb 2023 | 4,507,588 | $3.8M | 0.05% | DBT |
| 425 | VERUS SECURITIZATION TRUST | 92538KAA1 | Feb 2023 | 4,785,904 | $3.8M | 0.05% | ABS-MBS |
| 426 | Federal National Mortgage Association | 01F040636 | Feb 2023 | 4,038,801 | $3.8M | 0.05% | DBT |
| 427 | United States of America | 912810TC2 | Feb 2023 | 5,240,000 | $3.8M | 0.05% | DBT |
| 428 | Federal National Mortgage Association | 3136BMEM6 | Feb 2023 | 4,242,967 | $3.8M | 0.05% | DBT |
| 429 | Federal National Mortgage Association | 01F032633 | Feb 2023 | 4,155,199 | $3.8M | 0.05% | DBT |
| 430 | Federal National Mortgage Association | 3140QEWD0 | Feb 2023 | 4,604,765 | $3.8M | 0.05% | DBT |
| 431 | AMMC CLO LIMITED | 00176DAQ2 | Feb 2023 | 3,792,649 | $3.8M | 0.05% | ABS-CBDO |
| 432 | WORLD OMNI AUTO RECEIVABLE TRUST | 98163VAD0 | Feb 2023 | 3,725,000 | $3.8M | 0.05% | ABS-MBS |
| 433 | United States of America | 91282CGB1 | Feb 2023 | 3,803,000 | $3.8M | 0.05% | SN |
| 434 | VERIZON MASTER TRUST | 92348KBG7 | Feb 2023 | 3,800,000 | $3.7M | 0.05% | ABS-MBS |
| 435 | HCA INC. | 404119CF4 | Feb 2023 | 4,395,000 | $3.7M | 0.05% | DBT |
| 436 | Federal National Mortgage Association | 31418DVB5 | Feb 2023 | 4,785,662 | $3.7M | 0.05% | DBT |
| 437 | NELNET STUDENT LOAN CORPORATION | 64033MAB4 | Feb 2023 | 3,735,000 | $3.7M | 0.05% | ABS-MBS |
| 438 | INTERNATIONAL FLAVORS & FRAGRANCES INC. | 459506AQ4 | Feb 2023 | 4,800,000 | $3.7M | 0.05% | DBT |
| 439 | BAYER US FINANCE II LLC | 07274NAL7 | Feb 2023 | 3,938,000 | $3.7M | 0.05% | DBT |
| 440 | AerCap Ireland Capital Designated Activity Company | 00774MAW5 | Feb 2023 | 4,338,000 | $3.7M | 0.05% | DBT |
| 441 | Freddie Mac | 3128M8AM6 | Feb 2023 | 3,772,567 | $3.7M | 0.05% | DBT |
| 442 | BACARDI LIMITED | 067316AE9 | Feb 2023 | 3,780,000 | $3.7M | 0.05% | DBT |
| 443 | United States of America | 91282CEV9 | Feb 2023 | 3,840,000 | $3.7M | 0.05% | SN |
| 444 | INTERNATIONAL FLAVORS & FRAGRANCES INC. | 459506AN1 | Feb 2023 | 4,110,000 | $3.6M | 0.05% | DBT |
| 445 | REESE PARK CLO LIMITED | 758465BA5 | Feb 2023 | 3,690,000 | $3.6M | 0.05% | ABS-CBDO |
| 446 | COMM MORTGAGE TRUST | 200474BB9 | Feb 2023 | 3,795,474 | $3.6M | 0.05% | ABS-MBS |
| 447 | CAPITAL ONE FINANCIAL CORPORATION | 14040HCK9 | Feb 2023 | 3,760,000 | $3.6M | 0.05% | DBT |
| 448 | JOHN DEERE CAPITAL CORPORATION | 24422EWK1 | Feb 2023 | 3,718,000 | $3.6M | 0.05% | DBT |
| 449 | NELNET STUDENT LOAN CORPORATION | 64031QBR1 | Feb 2023 | 3,696,589 | $3.6M | 0.05% | ABS-MBS |
| 450 | COMCAST CORPORATION | 20030NDN8 | Feb 2023 | 4,675,000 | $3.6M | 0.05% | DBT |
| 451 | HERTZ VEHICLE FINANCING III LLC | 42806MAJ8 | Feb 2023 | 3,895,000 | $3.6M | 0.05% | ABS-MBS |
| 452 | Petroleos del Peru - Petroperu S.A. | 716564AA7 | Feb 2023 | 4,690,000 | $3.6M | 0.05% | DBT |
| 453 | Eversource Energy | 30040WAD0 | Feb 2023 | 3,730,000 | $3.6M | 0.05% | DBT |
| 454 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 17328FAW5 | Feb 2023 | 4,120,000 | $3.6M | 0.05% | ABS-MBS |
| 455 | Federal National Mortgage Association | 3140X7FP9 | Feb 2023 | 3,861,648 | $3.6M | 0.05% | DBT |
| 456 | DRYDEN SENIOR LOAN FUND | 26250UAQ8 | Feb 2023 | 3,607,264 | $3.6M | 0.05% | ABS-CBDO |
| 457 | Northrop Grumman Corporation | 666807BU5 | Feb 2023 | 3,620,000 | $3.6M | 0.05% | DBT |
| 458 | BANK OF AMERICA CORPORATION | 06051GHD4 | Feb 2023 | 3,924,000 | $3.6M | 0.05% | DBT |
| 459 | SOUTHWESTERN ELECTRIC POWER COMPANY | 845437BS0 | Feb 2023 | 3,990,000 | $3.6M | 0.05% | DBT |
| 460 | Federal National Mortgage Association | 3140QLCV6 | Feb 2023 | 4,139,280 | $3.6M | 0.05% | DBT |
| 461 | Estados Unidos Mexicanos | 91086QBB3 | Feb 2023 | 4,300,000 | $3.6M | 0.05% | DBT |
| 462 | RECKITT BENCKISER TREASURY SERVICES PLC | 75625QAD1 | Feb 2023 | 3,675,000 | $3.5M | 0.05% | DBT |
| 463 | BRK: BANK OF AMERICA | N/A | Feb 2023 | 26,165,000 | $3.5M | 0.05% | DIR |
| 464 | Federal National Mortgage Association | 3136BHAA7 | Feb 2023 | 4,325,068 | $3.5M | 0.05% | DBT |
| 465 | Federal National Mortgage Association | 3140XJFW8 | Feb 2023 | 3,839,980 | $3.5M | 0.05% | DBT |
| 466 | United States of America | 912810TB4 | Feb 2023 | 5,435,000 | $3.5M | 0.05% | DBT |
| 467 | Mitsubishi UFJ Financial Group, Inc. | 606822CV4 | Feb 2023 | 3,510,000 | $3.5M | 0.05% | DBT |
| 468 | ATHENE GLOBAL FUNDING | 04685A2K6 | Feb 2023 | 3,910,000 | $3.5M | 0.05% | DBT |
| 469 | AerCap Ireland Capital Designated Activity Company | 00774MAV7 | Feb 2023 | 3,970,000 | $3.5M | 0.05% | DBT |
| 470 | MORGAN STANLEY CAPITAL I TRUST | 61770KAV7 | Feb 2023 | 3,930,000 | $3.5M | 0.05% | ABS-MBS |
| 471 | Freddie Mac | 3133BEVF7 | Feb 2023 | 3,481,893 | $3.5M | 0.05% | DBT |
| 472 | Reynolds American Inc. | 761713BB1 | Feb 2023 | 4,055,000 | $3.5M | 0.05% | DBT |
| 473 | Kraft Heinz Foods Company | 50077LAZ9 | Feb 2023 | 3,945,000 | $3.5M | 0.05% | DBT |
| 474 | ENERGY TRANSFER LP | 29278NAR4 | Feb 2023 | 4,225,000 | $3.5M | 0.05% | DBT |
| 475 | Federal National Mortgage Association | 3140FXTC6 | Feb 2023 | 4,164,627 | $3.4M | 0.05% | DBT |
| 476 | Federal National Mortgage Association | 3140X6Q38 | Feb 2023 | 3,673,806 | $3.4M | 0.05% | DBT |
| 477 | Freddie Mac | 3133BDZ40 | Feb 2023 | 3,501,253 | $3.4M | 0.05% | DBT |
| 478 | BANK OF AMERICA CORPORATION | 06051GLE7 | Feb 2023 | 3,477,000 | $3.4M | 0.05% | DBT |
| 479 | SG RESIDENTIAL MORTGAGE TRUST | 78433QAA3 | Feb 2023 | 3,853,362 | $3.4M | 0.05% | ABS-MBS |
| 480 | Freddie Mac | 3132DWBP7 | Feb 2023 | 4,209,561 | $3.4M | 0.05% | DBT |
| 481 | GALAXY CLO, LTD | 36321BAA9 | Feb 2023 | 3,435,000 | $3.4M | 0.05% | ABS-CBDO |
| 482 | CVS HEALTH CORPORATION | 126650DU1 | Feb 2023 | 3,456,000 | $3.4M | 0.05% | DBT |
| 483 | ORACLE CORPORATION | 68389XBP9 | Feb 2023 | 4,295,000 | $3.4M | 0.05% | DBT |
| 484 | STACK INFRASTRUCTURE ISSUER, LLC | 85236KAD4 | Feb 2023 | 3,772,000 | $3.4M | 0.05% | ABS-MBS |
| 485 | VMWARE, INC. | 928563AG0 | Feb 2023 | 3,455,000 | $3.4M | 0.05% | DBT |
| 486 | THE GOLDMAN SACHS GROUP, INC. | 38141GYJ7 | Feb 2023 | 4,300,000 | $3.4M | 0.05% | DBT |
| 487 | JPMORGAN CHASE & CO. | 46647PCR5 | Feb 2023 | 4,220,000 | $3.4M | 0.05% | DBT |
| 488 | Freddie Mac | 3137H8BK6 | Feb 2023 | 3,784,000 | $3.4M | 0.04% | DBT |
| 489 | Government National Mortgage Association | 38383GS44 | Feb 2023 | 3,788,223 | $3.4M | 0.04% | DBT |
| 490 | Federal National Mortgage Association | 01F022436 | Feb 2023 | 3,679,837 | $3.4M | 0.04% | DBT |
| 491 | SLM STUDENT LOAN TRUST | 78445CAD4 | Feb 2023 | 3,448,479 | $3.4M | 0.04% | ABS-MBS |
| 492 | FREDDIE MAC STACR REMIC TRUST | 35564KPU7 | Feb 2023 | 3,408,012 | $3.4M | 0.04% | DBT |
| 493 | KEYSPAN GAS EAST CORPORATION | 49338CAC7 | Feb 2023 | 4,825,000 | $3.4M | 0.04% | DBT |
| 494 | ALCON FINANCE CORPORATION | 01400EAB9 | Feb 2023 | 3,845,000 | $3.4M | 0.04% | DBT |
| 495 | REPUBLIC SERVICES, INC. | 760759AX8 | Feb 2023 | 4,370,000 | $3.3M | 0.04% | DBT |
| 496 | Philip Morris International Inc. | 718172CZ0 | Feb 2023 | 3,420,000 | $3.3M | 0.04% | DBT |
| 497 | LOWE'S COMPANIES, INC. | 548661EM5 | Feb 2023 | 3,497,000 | $3.3M | 0.04% | DBT |
| 498 | Government National Mortgage Association 2 | 36179WR26 | Feb 2023 | 3,856,923 | $3.3M | 0.04% | DBT |
| 499 | Federal National Mortgage Association | 3140XBKE9 | Feb 2023 | 3,635,873 | $3.3M | 0.04% | DBT |
| 500 | DLLAD LLC | 233258AC6 | Feb 2023 | 3,395,000 | $3.3M | 0.04% | ABS-MBS |
| 501 | CSMC TRUST | 12649AAJ8 | Feb 2023 | 3,900,000 | $3.3M | 0.04% | ABS-MBS |
| 502 | THE PNC FINANCIAL SERVICES GROUP, INC. | 693475BM6 | Feb 2023 | 3,440,000 | $3.3M | 0.04% | DBT |
| 503 | Federal National Mortgage Association | 3140XA3Y6 | Feb 2023 | 3,707,847 | $3.3M | 0.04% | DBT |
| 504 | JPMORGAN CHASE & CO. | 46647PCP9 | Feb 2023 | 3,805,000 | $3.3M | 0.04% | DBT |
| 505 | Federal National Mortgage Association | 3136ATEP5 | Feb 2023 | 3,978,205 | $3.3M | 0.04% | DBT |
| 506 | CSMC TRUST | 22945AAA7 | Feb 2023 | 3,454,855 | $3.3M | 0.04% | ABS-MBS |
| 507 | UNIV CALIF REGTS MED CTR POOLED REV | 913366KC3 | Feb 2023 | 4,750,000 | $3.3M | 0.04% | DBT |
| 508 | MORGAN STANLEY | 61747YEK7 | Feb 2023 | 3,680,000 | $3.3M | 0.04% | DBT |
| 509 | TSMC ARIZONA CORPORATION | 872898AC5 | Feb 2023 | 3,950,000 | $3.3M | 0.04% | DBT |
| 510 | AVIS BUDGET RENTAL CAR FUNDING | 05377RDY7 | Feb 2023 | 3,620,000 | $3.3M | 0.04% | ABS-MBS |
| 511 | COMCAST CORPORATION | 20030NBP5 | Feb 2023 | 3,525,000 | $3.3M | 0.04% | DBT |
| 512 | CNH EQUIPMENT TRUST | 12664JAC4 | Feb 2023 | 3,265,000 | $3.3M | 0.04% | ABS-MBS |
| 513 | AerCap Ireland Capital Designated Activity Company | 00774MAU9 | Feb 2023 | 3,505,000 | $3.3M | 0.04% | DBT |
| 514 | DNB BANK ASA | 25601B2B0 | Feb 2023 | 3,800,000 | $3.2M | 0.04% | DBT |
| 515 | Federal National Mortgage Association | 3140XGTN9 | Feb 2023 | 3,622,422 | $3.2M | 0.04% | DBT |
| 516 | DISCOVER CARD EXECUTION NOTE TRUST | 254683CW3 | Feb 2023 | 3,355,000 | $3.2M | 0.04% | ABS-MBS |
| 517 | Federal National Mortgage Association | 3140XBP38 | Feb 2023 | 3,344,590 | $3.2M | 0.04% | DBT |
| 518 | Federal National Mortgage Association | 3140XF7J4 | Feb 2023 | 3,635,063 | $3.2M | 0.04% | DBT |
| 519 | ANGEL OAK MORTGAGE TRUST | 03464TAA7 | Feb 2023 | 3,479,970 | $3.2M | 0.04% | ABS-MBS |
| 520 | TOWD POINT MORTGAGE TRUST | 89180YAA8 | Feb 2023 | 3,446,354 | $3.2M | 0.04% | ABS-MBS |
| 521 | U.S. BANCORP | 91159HJL5 | Feb 2023 | 3,355,000 | $3.2M | 0.04% | DBT |
| 522 | Mitsubishi UFJ Financial Group, Inc. | 606822CQ5 | Feb 2023 | 3,240,000 | $3.2M | 0.04% | DBT |
| 523 | Freddie Mac | 3133KKK24 | Feb 2023 | 3,710,060 | $3.2M | 0.04% | DBT |
| 524 | CONTINENTAL RESOURCES, INC. | 212015AU5 | Feb 2023 | 3,665,000 | $3.2M | 0.04% | DBT |
| 525 | Credit Suisse Group AG | 225401AU2 | Feb 2023 | 4,535,000 | $3.2M | 0.04% | DBT |
| 526 | TOYOTA AUTO LOAN EXTENDED NOTE TRUST | 89237JAA4 | Feb 2023 | 3,475,000 | $3.2M | 0.04% | ABS-MBS |
| 527 | CSMC TRUST | 12649AAC3 | Feb 2023 | 3,530,000 | $3.2M | 0.04% | ABS-MBS |
| 528 | MORGAN STANLEY | 6174468V4 | Feb 2023 | 3,603,000 | $3.2M | 0.04% | DBT |
| 529 | AT&T INC. | 00206RML3 | Feb 2023 | 3,526,000 | $3.2M | 0.04% | DBT |
| 530 | SPRINT SPECTRUM CO LLC | 85208NAD2 | Feb 2023 | 3,200,625 | $3.2M | 0.04% | DBT |
| 531 | Petroleos Mexicanos | 71654QCC4 | Feb 2023 | 4,865,000 | $3.2M | 0.04% | DBT |
| 532 | ALIGNED DATA CENTERS | 01627AAA6 | Feb 2023 | 3,630,000 | $3.2M | 0.04% | ABS-MBS |
| 533 | Sumitomo Mitsui Financial Group, Inc. | 86562MCR9 | Feb 2023 | 3,166,000 | $3.2M | 0.04% | DBT |
| 534 | AMGEN INC. | 031162DT4 | Feb 2023 | 3,183,000 | $3.2M | 0.04% | DBT |
| 535 | Freddie Mac | 3133KLVJ3 | Feb 2023 | 3,838,592 | $3.1M | 0.04% | DBT |
| 536 | LA BANQUE TORONTO-DOMINION | 89114TZT2 | Feb 2023 | 3,445,000 | $3.1M | 0.04% | DBT |
| 537 | ANHEUSER-BUSCH COMPANIES, LLC | 03522AAJ9 | Feb 2023 | 3,425,000 | $3.1M | 0.04% | DBT |
| 538 | AMGEN INC. | 031162DP2 | Feb 2023 | 3,150,000 | $3.1M | 0.04% | DBT |
| 539 | Federal National Mortgage Association | 3140MWS72 | Feb 2023 | 3,182,493 | $3.1M | 0.04% | DBT |
| 540 | Freddie Mac | 3132DNGA5 | Feb 2023 | 3,785,115 | $3.1M | 0.04% | DBT |
| 541 | BERRY GLOBAL, INC. | 085770AA3 | Feb 2023 | 3,270,000 | $3.1M | 0.04% | DBT |
| 542 | BPCE SA | 05583JAN2 | Feb 2023 | 3,120,000 | $3.1M | 0.04% | DBT |
| 543 | BHP BILLITON FINANCE (USA) LIMITED | 055451AZ1 | Feb 2023 | 3,151,000 | $3.1M | 0.04% | DBT |
| 544 | Federal National Mortgage Association | 3140QQZX6 | Feb 2023 | 3,172,012 | $3.1M | 0.04% | DBT |
| 545 | Freddie Mac | 3132XCR56 | Feb 2023 | 3,348,023 | $3.1M | 0.04% | DBT |
| 546 | United States of America | 91282CCH2 | Feb 2023 | 3,600,000 | $3.1M | 0.04% | SN |
| 547 | TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC | 88240TAA9 | Feb 2023 | 3,296,586 | $3.1M | 0.04% | DBT |
| 548 | Government National Mortgage Association 2 | 3622AACK8 | Feb 2023 | 3,302,768 | $3.1M | 0.04% | DBT |
| 549 | CROWN CASTLE INC. | 22822VBA8 | Feb 2023 | 3,148,000 | $3.1M | 0.04% | DBT |
| 550 | HSBC HOLDINGS PLC | 404280CV9 | Feb 2023 | 3,735,000 | $3.1M | 0.04% | DBT |
| 551 | VERIZON MASTER TRUST | 92348KAS2 | Feb 2023 | 3,208,000 | $3.1M | 0.04% | ABS-MBS |
| 552 | Freddie Mac | 3132DNNW9 | Feb 2023 | 3,129,248 | $3.1M | 0.04% | DBT |
| 553 | United States of America | 912810SQ2 | Feb 2023 | 4,900,000 | $3.1M | 0.04% | DBT |
| 554 | SLM STUDENT LOAN TRUST | 78443HAF0 | Feb 2023 | 3,234,123 | $3.1M | 0.04% | ABS-MBS |
| 555 | POINT AU ROCHE PARK CLO | 73052VAA3 | Feb 2023 | 3,130,000 | $3.1M | 0.04% | ABS-CBDO |
| 556 | B.A.T CAPITAL CORPORATION | 05526DBB0 | Feb 2023 | 3,380,000 | $3.1M | 0.04% | DBT |
| 557 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63942EAA6 | Feb 2023 | 3,650,979 | $3.1M | 0.04% | ABS-MBS |
| 558 | CITIGROUP INC. | 172967NX5 | Feb 2023 | 3,070,000 | $3.1M | 0.04% | DBT |
| 559 | SABINE PASS LIQUEFACTION, LLC | 785592AS5 | Feb 2023 | 3,145,000 | $3.1M | 0.04% | DBT |
| 560 | EQUINOR ASA | 29446MAD4 | Feb 2023 | 3,205,000 | $3.1M | 0.04% | DBT |
| 561 | J.P. MORGAN MORTGAGE TRUST | 46653TAB5 | Feb 2023 | 3,785,406 | $3.1M | 0.04% | ABS-MBS |
| 562 | J.P. MORGAN MORTGAGE TRUST | 46590YAB0 | Feb 2023 | 3,175,781 | $3.0M | 0.04% | ABS-MBS |
| 563 | IMPERIAL BRANDS FINANCE PLC | 453140AF2 | Feb 2023 | 3,165,000 | $3.0M | 0.04% | DBT |
| 564 | Freddie Mac | 3132DNYL1 | Feb 2023 | 3,030,956 | $3.0M | 0.04% | DBT |
| 565 | SMB PRIVATE EDUCATION LOAN TRUST | 78449MAA4 | Feb 2023 | 3,416,812 | $3.0M | 0.04% | ABS-MBS |
| 566 | WELLS FARGO & COMPANY | 95000U2A0 | Feb 2023 | 3,275,000 | $3.0M | 0.04% | DBT |
| 567 | COX ENTERPRISES, INC. | 224050AE4 | Feb 2023 | 2,895,000 | $3.0M | 0.04% | DBT |
| 568 | CREDIT SUISSE AG (NEW YORK BRANCH) | 22550L2M2 | Feb 2023 | 3,000,000 | $3.0M | 0.04% | DBT |
| 569 | MED TRUST | 58403YAD8 | Feb 2023 | 3,099,791 | $3.0M | 0.04% | ABS-MBS |
| 570 | MACQUARIE GROUP LIMITED | 55608JAZ1 | Feb 2023 | 3,815,000 | $3.0M | 0.04% | DBT |
| 571 | BNP PARIBAS SA | 09659W2V5 | Feb 2023 | 3,070,000 | $3.0M | 0.04% | DBT |
| 572 | AVIS BUDGET RENTAL CAR FUNDING | 05377RER1 | Feb 2023 | 3,473,000 | $3.0M | 0.04% | ABS-MBS |
| 573 | CVS HEALTH CORPORATION | 126650CZ1 | Feb 2023 | 3,360,000 | $3.0M | 0.04% | DBT |
| 574 | AerCap Ireland Capital Designated Activity Company | 00774MAX3 | Feb 2023 | 3,768,000 | $3.0M | 0.04% | DBT |
| 575 | ORACLE CORPORATION | 68389XBE4 | Feb 2023 | 3,620,000 | $3.0M | 0.04% | DBT |
| 576 | VERIZON MASTER TRUST | 92348KBG7 | Feb 2023 | 3,044,000 | $3.0M | 0.04% | ABS-MBS |
| 577 | EQUIFAX INC. | 294429AN5 | Feb 2023 | 3,015,000 | $3.0M | 0.04% | DBT |
| 578 | Federal National Mortgage Association | 3140XDJH0 | Feb 2023 | 3,518,415 | $3.0M | 0.04% | DBT |
| 579 | MORGAN STANLEY | 6174468P7 | Feb 2023 | 3,385,000 | $3.0M | 0.04% | DBT |
| 580 | GS MORTGAGE SECURITIES CORPORATION TRUST | 36266CAE6 | Feb 2023 | 3,062,000 | $3.0M | 0.04% | ABS-MBS |
| 581 | T-MOBILE US TRUST | 87267WAA2 | Feb 2023 | 3,010,000 | $3.0M | 0.04% | ABS-MBS |
| 582 | AMAZON.COM, INC. | 023135BF2 | Feb 2023 | 3,380,000 | $3.0M | 0.04% | DBT |
| 583 | HARDEES FUNDING LLC | 411707AK8 | Feb 2023 | 3,703,600 | $3.0M | 0.04% | ABS-MBS |
| 584 | Federal National Mortgage Association | 3140XFZF1 | Feb 2023 | 3,264,636 | $3.0M | 0.04% | DBT |
| 585 | Federal National Mortgage Association | 3136B3QC7 | Feb 2023 | 3,047,292 | $3.0M | 0.04% | DBT |
| 586 | AerCap Ireland Capital Designated Activity Company | 00774MAX3 | Feb 2023 | 3,720,000 | $3.0M | 0.04% | DBT |
| 587 | ADVOCATE HEALTH AND HOSPITALS CORPORATION | 007589AD6 | Feb 2023 | 3,565,000 | $3.0M | 0.04% | DBT |
| 588 | SMB PRIVATE EDUCATION LOAN TRUST | 78448YAH4 | Feb 2023 | 3,452,573 | $3.0M | 0.04% | ABS-MBS |
| 589 | CSMC TRUST | 12654PAE8 | Feb 2023 | 3,176,606 | $3.0M | 0.04% | ABS-MBS |
| 590 | NAVIENT STUDENT LOAN TRUST | 63938JAA1 | Feb 2023 | 3,058,148 | $3.0M | 0.04% | ABS-MBS |
| 591 | CSMC TRUST | 126416AA4 | Feb 2023 | 3,413,487 | $2.9M | 0.04% | ABS-MBS |
| 592 | Federal National Mortgage Association | 3140QMAF1 | Feb 2023 | 3,439,929 | $2.9M | 0.04% | DBT |
| 593 | AT&T INC. | 00206RDR0 | Feb 2023 | 3,057,000 | $2.9M | 0.04% | DBT |
| 594 | Federal National Mortgage Association | 3140XCQ68 | Feb 2023 | 3,261,541 | $2.9M | 0.04% | DBT |
| 595 | Government National Mortgage Association 2 | 36179TLS2 | Feb 2023 | 3,156,770 | $2.9M | 0.04% | DBT |
| 596 | Freddie Mac | 3128MJYY0 | Feb 2023 | 3,252,038 | $2.9M | 0.04% | DBT |
| 597 | Federal National Mortgage Association | 3140QKQY7 | Feb 2023 | 3,341,559 | $2.9M | 0.04% | DBT |
| 598 | NELNET STUDENT LOAN CORPORATION | 64031QCD1 | Feb 2023 | 2,987,738 | $2.9M | 0.04% | ABS-MBS |
| 599 | Estados Unidos Mexicanos | 91087BAM2 | Feb 2023 | 3,630,000 | $2.9M | 0.04% | DBT |
| 600 | Federal National Mortgage Association | 3140QGJT5 | Feb 2023 | 3,185,085 | $2.9M | 0.04% | DBT |
| 601 | GS MORTGAGE SECURITIES CORPORATION TRUST | 36255TAA0 | Feb 2023 | 3,415,443 | $2.9M | 0.04% | ABS-MBS |
| 602 | DIAMONDBACK ENERGY, INC. | 25278XAV1 | Feb 2023 | 2,855,000 | $2.9M | 0.04% | DBT |
| 603 | Freddie Mac | 3133KNKT9 | Feb 2023 | 3,299,914 | $2.9M | 0.04% | DBT |
| 604 | HSBC HOLDINGS PLC | 404280CM9 | Feb 2023 | 3,320,000 | $2.9M | 0.04% | DBT |
| 605 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 92925CBA9 | Feb 2023 | 3,113,138 | $2.9M | 0.04% | ABS-MBS |
| 606 | INTERCONTINENTAL EXCHANGE, INC. | 45866FAN4 | Feb 2023 | 3,890,000 | $2.9M | 0.04% | DBT |
| 607 | T-MOBILE USA, INC. | 87264ABF1 | Feb 2023 | 3,195,000 | $2.9M | 0.04% | DBT |
| 608 | United States of America | 91282CFY2 | Feb 2023 | 2,930,000 | $2.9M | 0.04% | SN |
| 609 | AMERICAN EXPRESS COMPANY | 025816CG2 | Feb 2023 | 3,000,000 | $2.9M | 0.04% | DBT |
| 610 | ABBVIE INC. | 00287YBX6 | Feb 2023 | 3,260,000 | $2.9M | 0.04% | DBT |
| 611 | CINTAS CORP NO 2 | 17252MAQ3 | Feb 2023 | 3,105,000 | $2.9M | 0.04% | DBT |
| 612 | MERCEDES-BENZ FINANCE NORTH AMERICA LLC | 233851EB6 | Feb 2023 | 3,010,000 | $2.9M | 0.04% | DBT |
| 613 | BP CAPITAL MARKETS AMERICA INC. | 10373QBU3 | Feb 2023 | 2,925,000 | $2.9M | 0.04% | DBT |
| 614 | MAGNETITE CLO, LIMITED | 55954LAL7 | Feb 2023 | 2,910,000 | $2.9M | 0.04% | ABS-CBDO |
| 615 | GS MORTGAGE-BACKED SECURITIES TRUST | 36256BAC4 | Feb 2023 | 2,996,195 | $2.9M | 0.04% | ABS-MBS |
| 616 | SMB PRIVATE EDUCATION LOAN TRUST | 78449TAB7 | Feb 2023 | 3,002,156 | $2.9M | 0.04% | ABS-MBS |
| 617 | Federal National Mortgage Association | 3140XJVS9 | Feb 2023 | 3,251,264 | $2.9M | 0.04% | DBT |
| 618 | FREDDIE MAC STACR REMIC TRUST | 35564KUX5 | Feb 2023 | 2,850,000 | $2.9M | 0.04% | DBT |
| 619 | BRAZOS STUDENT LOAN FINANCE CORPORATION | 10620NCL0 | Feb 2023 | 2,877,406 | $2.8M | 0.04% | ABS-MBS |
| 620 | SANTANDER RETAIL AUTO LEASE TRUST | 80287UAC3 | Feb 2023 | 2,920,000 | $2.8M | 0.04% | ABS-MBS |
| 621 | OBX TRUST | 67114VAA1 | Feb 2023 | 3,401,788 | $2.8M | 0.04% | ABS-MBS |
| 622 | KCAP SENIOR FUNDING LLC | 48669RAA9 | Feb 2023 | 2,850,327 | $2.8M | 0.04% | ABS-CBDO |
| 623 | JPMORGAN CHASE & CO. | 46647PBX3 | Feb 2023 | 3,645,000 | $2.8M | 0.04% | DBT |
| 624 | COMCAST CORPORATION | 20030NCT6 | Feb 2023 | 2,960,000 | $2.8M | 0.04% | DBT |
| 625 | PACIFIC GAS AND ELECTRIC COMPANY | 694308JY4 | Feb 2023 | 2,910,000 | $2.8M | 0.04% | DBT |
| 626 | Government National Mortgage Association | 36291FPS1 | Feb 2023 | 3,132,370 | $2.8M | 0.04% | DBT |
| 627 | ENERGY TRANSFER LP | 29273VAQ3 | Feb 2023 | 2,868,000 | $2.8M | 0.04% | DBT |
| 628 | Federal National Mortgage Association | 3140M2ZD7 | Feb 2023 | 3,195,107 | $2.8M | 0.04% | DBT |
| 629 | HSBC HOLDINGS PLC | 404280CL1 | Feb 2023 | 3,325,000 | $2.8M | 0.04% | DBT |
| 630 | HOME PARTNERS OF AMERICA TRUST | 43732TAA9 | Feb 2023 | 3,147,668 | $2.8M | 0.04% | ABS-MBS |
| 631 | Federal National Mortgage Association | 3140XGWS4 | Feb 2023 | 3,048,777 | $2.8M | 0.04% | DBT |
| 632 | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING | 10921U2A5 | Feb 2023 | 2,965,000 | $2.8M | 0.04% | DBT |
| 633 | VERIZON MASTER TRUST | 92348KAZ6 | Feb 2023 | 2,888,000 | $2.8M | 0.04% | ABS-MBS |
| 634 | Government National Mortgage Association 2 | 21H040632 | Feb 2023 | 2,958,000 | $2.8M | 0.04% | DBT |
| 635 | THE GOLDMAN SACHS GROUP, INC. | 38141GYN8 | Feb 2023 | 3,500,000 | $2.8M | 0.04% | DBT |
| 636 | VOYA CLO | 92917KAA2 | Feb 2023 | 2,810,000 | $2.8M | 0.04% | ABS-CBDO |
| 637 | AIR LEASE CORPORATION | 00914AAJ1 | Feb 2023 | 3,019,000 | $2.8M | 0.04% | DBT |
| 638 | PRINCIPAL LIFE GLOBAL FUNDING II | 74256LBJ7 | Feb 2023 | 2,940,000 | $2.8M | 0.04% | DBT |
| 639 | Federal National Mortgage Association | 3140XJX24 | Feb 2023 | 2,768,610 | $2.8M | 0.04% | DBT |
| 640 | Philip Morris International Inc. | 718172DA4 | Feb 2023 | 2,835,000 | $2.8M | 0.04% | DBT |
| 641 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175BT0 | Feb 2023 | 3,795,000 | $2.8M | 0.04% | DBT |
| 642 | Freddie Mac | 31288QRC6 | Feb 2023 | 2,760,103 | $2.8M | 0.04% | DBT |
| 643 | Freddie Mac | 31335CB45 | Feb 2023 | 3,070,594 | $2.8M | 0.04% | DBT |
| 644 | ORACLE CORPORATION | 68389XCK9 | Feb 2023 | 2,562,000 | $2.8M | 0.04% | DBT |
| 645 | Federal National Mortgage Association | 31418DYX4 | Feb 2023 | 3,382,667 | $2.8M | 0.04% | DBT |
| 646 | FORD CREDIT AUTO OWNER TRUST | 34535AAE0 | Feb 2023 | 2,786,000 | $2.8M | 0.04% | ABS-MBS |
| 647 | OPG TRUST | 67118AAA3 | Feb 2023 | 2,837,449 | $2.8M | 0.04% | ABS-MBS |
| 648 | Federal National Mortgage Association | 3140MMX37 | Feb 2023 | 2,816,202 | $2.7M | 0.04% | DBT |
| 649 | Export Finance and Insurance Corporation | 30220L2B9 | Feb 2023 | 2,742,000 | $2.7M | 0.04% | DBT |
| 650 | DELL INTERNATIONAL L.L.C. | 24703DBJ9 | Feb 2023 | 2,793,000 | $2.7M | 0.04% | DBT |
| 651 | BX TRUST | 05606KAA0 | Feb 2023 | 2,766,158 | $2.7M | 0.04% | ABS-MBS |
| 652 | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST | 14043GAD6 | Feb 2023 | 2,825,000 | $2.7M | 0.04% | ABS-MBS |
| 653 | Federal National Mortgage Association | 31418CDL5 | Feb 2023 | 3,035,556 | $2.7M | 0.04% | DBT |
| 654 | Federal National Mortgage Association | 3140XGVF3 | Feb 2023 | 3,222,449 | $2.7M | 0.04% | DBT |
| 655 | Federal National Mortgage Association | 3140JBYR1 | Feb 2023 | 2,806,958 | $2.7M | 0.04% | DBT |
| 656 | HUDSON PACIFIC PROPERTIES, L.P. | 44409MAB2 | Feb 2023 | 3,200,000 | $2.7M | 0.04% | DBT |
| 657 | CITIGROUP INC. | 172967KJ9 | Feb 2023 | 2,785,000 | $2.7M | 0.04% | DBT |
| 658 | ARES CLO LTD | 039937AA5 | Feb 2023 | 2,750,000 | $2.7M | 0.04% | ABS-CBDO |
| 659 | LA BANQUE TORONTO-DOMINION | 89115A2E1 | Feb 2023 | 2,870,000 | $2.7M | 0.04% | DBT |
| 660 | Freddie Mac | 31288QFR6 | Feb 2023 | 2,865,086 | $2.7M | 0.04% | DBT |
| 661 | CVS HEALTH CORPORATION | 126650DT4 | Feb 2023 | 2,745,000 | $2.7M | 0.04% | DBT |
| 662 | BWAY MORTGAGE TRUST | 05604LAA0 | Feb 2023 | 3,025,000 | $2.7M | 0.04% | ABS-MBS |
| 663 | DIAGEO CAPITAL PLC | 25243YBH1 | Feb 2023 | 2,595,000 | $2.7M | 0.04% | DBT |
| 664 | Federal National Mortgage Association | 3140MMXZ6 | Feb 2023 | 2,749,141 | $2.7M | 0.04% | DBT |
| 665 | State of Israel | 46514BRA7 | Feb 2023 | 2,786,000 | $2.7M | 0.04% | DBT |
| 666 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST | 46644FAC5 | Feb 2023 | 2,827,367 | $2.7M | 0.04% | ABS-MBS |
| 667 | Deutsche Bank AG (New York Branch) | 25160PAG2 | Feb 2023 | 3,504,000 | $2.7M | 0.04% | DBT |
| 668 | Federal National Mortgage Association | 3140XFRJ2 | Feb 2023 | 3,022,877 | $2.7M | 0.04% | DBT |
| 669 | BANK OF AMERICA CORPORATION | 06051GFH7 | Feb 2023 | 2,720,000 | $2.7M | 0.04% | DBT |
| 670 | BRK: BANK OF AMERICA | N/A | Feb 2023 | 9,870,000 | $2.7M | 0.04% | DIR |
| 671 | The Bank of New York Mellon Corporation | 06406RBN6 | Feb 2023 | 2,735,000 | $2.7M | 0.04% | DBT |
| 672 | PACIFIC GAS AND ELECTRIC COMPANY | 694308JN8 | Feb 2023 | 3,366,000 | $2.7M | 0.04% | DBT |
| 673 | T-MOBILE USA, INC. | 87264ACY9 | Feb 2023 | 2,751,000 | $2.7M | 0.04% | DBT |
| 674 | COMCAST CORPORATION | 20030NCG4 | Feb 2023 | 3,300,000 | $2.7M | 0.04% | DBT |
| 675 | SLM STUDENT LOAN TRUST | 78442GLK0 | Feb 2023 | 2,713,498 | $2.6M | 0.04% | ABS-MBS |
| 676 | Federal National Mortgage Association | 3136G4Q55 | Feb 2023 | 3,816,000 | $2.6M | 0.04% | DBT |
| 677 | ACCREDITED MORTGAGE LOAN TRUST | 004375DW8 | Feb 2023 | 2,710,116 | $2.6M | 0.04% | ABS-MBS |
| 678 | Federal National Mortgage Association | 3140J7VT9 | Feb 2023 | 2,919,483 | $2.6M | 0.04% | DBT |
| 679 | Federal National Mortgage Association | 3140QFA66 | Feb 2023 | 3,062,035 | $2.6M | 0.04% | DBT |
| 680 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST | 46642EBC9 | Feb 2023 | 2,730,000 | $2.6M | 0.04% | ABS-MBS |
| 681 | Freddie Mac | 31288QFN5 | Feb 2023 | 2,594,444 | $2.6M | 0.04% | DBT |
| 682 | ABBVIE INC. | 00287YBZ1 | Feb 2023 | 2,760,000 | $2.6M | 0.04% | DBT |
| 683 | Freddie Mac | 3128MJYM6 | Feb 2023 | 2,919,944 | $2.6M | 0.04% | DBT |
| 684 | Freddie Mac | 3128MJZF0 | Feb 2023 | 2,923,611 | $2.6M | 0.04% | DBT |
| 685 | HYUNDAI AUTO LEASE SECURITIZATION TRUST | 44933VAD3 | Feb 2023 | 2,635,000 | $2.6M | 0.04% | ABS-MBS |
| 686 | Federal National Mortgage Association | 31418CU85 | Feb 2023 | 2,740,725 | $2.6M | 0.04% | DBT |
| 687 | LLOYDS BANKING GROUP PLC | 53944YAP8 | Feb 2023 | 3,000,000 | $2.6M | 0.04% | DBT |
| 688 | Freddie Mac | 3133KYVS5 | Feb 2023 | 3,081,735 | $2.6M | 0.03% | DBT |
| 689 | VODAFONE GROUP PUBLIC LIMITED COMPANY | 92857WBS8 | Feb 2023 | 3,011,000 | $2.6M | 0.03% | DBT |
| 690 | Freddie Mac | 3132XCR80 | Feb 2023 | 2,697,888 | $2.6M | 0.03% | DBT |
| 691 | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A | 34528PAK2 | Feb 2023 | 2,740,000 | $2.6M | 0.03% | ABS-MBS |
| 692 | COMM MORTGAGE TRUST | 12656KAA5 | Feb 2023 | 3,290,000 | $2.6M | 0.03% | ABS-MBS |
| 693 | B.A.T CAPITAL CORPORATION | 05526DBF1 | Feb 2023 | 3,605,000 | $2.6M | 0.03% | DBT |
| 694 | OBX TRUST | 67114VAA1 | Feb 2023 | 3,105,072 | $2.6M | 0.03% | ABS-MBS |
| 695 | MORGAN STANLEY CAPITAL I TRUST | 61769GAA5 | Feb 2023 | 2,656,663 | $2.6M | 0.03% | ABS-MBS |
| 696 | Federal National Mortgage Association | 3140X6WH0 | Feb 2023 | 2,769,695 | $2.6M | 0.03% | DBT |
| 697 | GENERAL ELECTRIC COMPANY | 36962GX74 | Feb 2023 | 3,035,000 | $2.6M | 0.03% | DBT |
| 698 | BX TRUST | 05608UAA6 | Feb 2023 | 2,575,000 | $2.6M | 0.03% | ABS-MBS |
| 699 | ABBVIE INC. | 00287YCB3 | Feb 2023 | 3,085,000 | $2.6M | 0.03% | DBT |
| 700 | Republica Oriental del Uruguay | 760942BA9 | Feb 2023 | 2,630,000 | $2.6M | 0.03% | DBT |
| 701 | Freddie Mac | 3133KYWS4 | Feb 2023 | 2,949,086 | $2.6M | 0.03% | DBT |
| 702 | Freddie Mac | 3132DVKM6 | Feb 2023 | 2,649,844 | $2.6M | 0.03% | DBT |
| 703 | LLOYDS BANKING GROUP PLC | 53944YAU7 | Feb 2023 | 2,750,000 | $2.6M | 0.03% | DBT |
| 704 | JPMORGAN CHASE & CO. | 31945HAB1 | Feb 2023 | 2,740,000 | $2.6M | 0.03% | DBT |
| 705 | Freddie Mac | 3133KYWN5 | Feb 2023 | 3,029,788 | $2.6M | 0.03% | DBT |
| 706 | Freddie Mac | 3132ACSX9 | Feb 2023 | 2,745,829 | $2.6M | 0.03% | DBT |
| 707 | HGI CRE CLO LTD | 40441LAA4 | Feb 2023 | 2,644,944 | $2.6M | 0.03% | ABS-CBDO |
| 708 | Federal National Mortgage Association | 3136BATZ7 | Feb 2023 | 3,066,744 | $2.6M | 0.03% | DBT |
| 709 | UNITEDHEALTH GROUP INCORPORATED | 91324PES7 | Feb 2023 | 2,365,000 | $2.6M | 0.03% | DBT |
| 710 | NVIDIA CORPORATION | 67066GAF1 | Feb 2023 | 2,889,000 | $2.5M | 0.03% | DBT |
| 711 | BANK OF AMERICA CORPORATION | 06051GJP5 | Feb 2023 | 3,125,000 | $2.5M | 0.03% | DBT |
| 712 | NAVIENT STUDENT LOAN TRUST | 63940JAC3 | Feb 2023 | 2,550,095 | $2.5M | 0.03% | ABS-MBS |
| 713 | HCA INC. | 404119CG2 | Feb 2023 | 3,219,000 | $2.5M | 0.03% | DBT |
| 714 | Freddie Mac | 3133AXV58 | Feb 2023 | 2,850,388 | $2.5M | 0.03% | DBT |
| 715 | TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC | 88240TAA9 | Feb 2023 | 2,686,947 | $2.5M | 0.03% | DBT |
| 716 | Freddie Mac | 3132XCR56 | Feb 2023 | 2,717,845 | $2.5M | 0.03% | DBT |
| 717 | Federal National Mortgage Association | 3140HRZ22 | Feb 2023 | 2,606,233 | $2.5M | 0.03% | DBT |
| 718 | HYUNDAI AUTO RECEIVABLES TRUST | 448977AD0 | Feb 2023 | 2,641,000 | $2.5M | 0.03% | ABS-MBS |
| 719 | MUNICIPAL ELEC AUTH GA | 626207YF5 | Feb 2023 | 2,301,000 | $2.5M | 0.03% | DBT |
| 720 | INTEL CORPORATION | 458140CG3 | Feb 2023 | 2,570,000 | $2.5M | 0.03% | DBT |
| 721 | Siemens Financieringsmaatschappij N.V. | 82620KAZ6 | Feb 2023 | 2,830,000 | $2.5M | 0.03% | DBT |
| 722 | WarnerMedia Holdings, Inc. | 55903VAL7 | Feb 2023 | 2,920,000 | $2.5M | 0.03% | DBT |
| 723 | Federal National Mortgage Association | 3135GACR0 | Feb 2023 | 3,503,000 | $2.5M | 0.03% | DBT |
| 724 | THE GOLDMAN SACHS GROUP, INC. | 38141GZT4 | Feb 2023 | 2,610,000 | $2.5M | 0.03% | DBT |
| 725 | CSMC TRUST | 12653TAB7 | Feb 2023 | 2,839,490 | $2.5M | 0.03% | ABS-MBS |
| 726 | SLM STUDENT LOAN TRUST | 78442GLK0 | Feb 2023 | 2,582,502 | $2.5M | 0.03% | ABS-MBS |
| 727 | GS MORTGAGE SECURITIES CORPORATION TRUST | 36255TAJ1 | Feb 2023 | 3,415,443 | $2.5M | 0.03% | ABS-MBS |
| 728 | PROGRESS RESIDENTIAL MASTER TRUST | 74332WAA1 | Feb 2023 | 2,653,369 | $2.5M | 0.03% | ABS-MBS |
| 729 | ENERGY TRANSFER LP | 292480AL4 | Feb 2023 | 2,608,000 | $2.5M | 0.03% | DBT |
| 730 | TENNESSEE GAS PIPELINE COMPANY, L.L.C. | 880451AW9 | Feb 2023 | 2,200,000 | $2.5M | 0.03% | DBT |
| 731 | HCA INC. | 404119BZ1 | Feb 2023 | 2,905,000 | $2.5M | 0.03% | DBT |
| 732 | Federal National Mortgage Association | 3140XFWU1 | Feb 2023 | 2,680,104 | $2.5M | 0.03% | DBT |
| 733 | FORD CREDIT AUTO LEASE TRUST | 345287AD8 | Feb 2023 | 2,518,000 | $2.5M | 0.03% | ABS-MBS |
| 734 | Federal National Mortgage Association | 31374CR24 | Feb 2023 | 2,684,314 | $2.5M | 0.03% | DBT |
| 735 | UNITEDHEALTH GROUP INCORPORATED | 91324PES7 | Feb 2023 | 2,315,000 | $2.5M | 0.03% | DBT |
| 736 | Philip Morris International Inc. | 718172CV9 | Feb 2023 | 2,508,000 | $2.5M | 0.03% | DBT |
| 737 | DP World Limited | 23330JAB7 | Feb 2023 | 2,590,000 | $2.5M | 0.03% | DBT |
| 738 | Federal National Mortgage Association | 3140QKWD6 | Feb 2023 | 2,720,899 | $2.5M | 0.03% | DBT |
| 739 | ANHEUSER-BUSCH COMPANIES, LLC | 03522AAJ9 | Feb 2023 | 2,713,000 | $2.5M | 0.03% | DBT |
| 740 | MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST II | 61916TAE1 | Feb 2023 | 2,480,000 | $2.5M | 0.03% | ABS-MBS |
| 741 | BA CREDIT CARD TRUST | 05522RDE5 | Feb 2023 | 2,561,000 | $2.5M | 0.03% | ABS-MBS |
| 742 | AMERICAN TOWER CORPORATION | 03027XBG4 | Feb 2023 | 3,215,000 | $2.5M | 0.03% | DBT |
| 743 | HUMANA INC. | 444859BD3 | Feb 2023 | 2,530,000 | $2.5M | 0.03% | DBT |
| 744 | Federal National Mortgage Association | 31417HBX1 | Feb 2023 | 2,632,016 | $2.5M | 0.03% | DBT |
| 745 | AT&T INC. | 00206RCP5 | Feb 2023 | 2,740,000 | $2.5M | 0.03% | DBT |
| 746 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 92922FTB4 | Feb 2023 | 2,650,123 | $2.5M | 0.03% | ABS-MBS |
| 747 | United States of America | 912810TM0 | Feb 2023 | 2,495,000 | $2.5M | 0.03% | DBT |
| 748 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63942AAA4 | Feb 2023 | 2,804,628 | $2.5M | 0.03% | ABS-MBS |
| 749 | VISTRA OPERATIONS COMPANY LLC | 92840VAE2 | Feb 2023 | 2,725,000 | $2.5M | 0.03% | DBT |
| 750 | Republica Oriental del Uruguay | 760942BE1 | Feb 2023 | 2,280,000 | $2.5M | 0.03% | DBT |
| 751 | Federal National Mortgage Association | 3140MM3D8 | Feb 2023 | 2,483,490 | $2.4M | 0.03% | DBT |
| 752 | VERIZON COMMUNICATIONS INC. | 92343VER1 | Feb 2023 | 2,554,000 | $2.4M | 0.03% | DBT |
| 753 | Freddie Mac | 31335AEK0 | Feb 2023 | 2,625,776 | $2.4M | 0.03% | DBT |
| 754 | Freddie Mac | 3132FCGS8 | Feb 2023 | 2,482,809 | $2.4M | 0.03% | DBT |
| 755 | JPMORGAN CHASE & CO. | 46647PCR5 | Feb 2023 | 3,045,000 | $2.4M | 0.03% | DBT |
| 756 | THE BOEING COMPANY | 097023DG7 | Feb 2023 | 2,678,000 | $2.4M | 0.03% | DBT |
| 757 | AT&T INC. | 00206RKG6 | Feb 2023 | 2,860,000 | $2.4M | 0.03% | DBT |
| 758 | TSMC Global, Ltd. | 872882AG0 | Feb 2023 | 3,140,000 | $2.4M | 0.03% | DBT |
| 759 | ANTARES CLO LTD | 03666LAL6 | Feb 2023 | 2,500,000 | $2.4M | 0.03% | ABS-CBDO |
| 760 | RAYTHEON TECHNOLOGIES CORPORATION | 75513ECR0 | Feb 2023 | 2,438,000 | $2.4M | 0.03% | DBT |
| 761 | T-MOBILE USA, INC. | 87264ABF1 | Feb 2023 | 2,670,000 | $2.4M | 0.03% | DBT |
| 762 | CONSTELLATION ENERGY GENERATION, LLC | 210385AB6 | Feb 2023 | 2,410,000 | $2.4M | 0.03% | DBT |
| 763 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST | 46590WAE8 | Feb 2023 | 2,415,000 | $2.4M | 0.03% | ABS-MBS |
| 764 | AerCap Ireland Capital Designated Activity Company | 00774MAW5 | Feb 2023 | 2,830,000 | $2.4M | 0.03% | DBT |
| 765 | ATHENE GLOBAL FUNDING | 04685A2X8 | Feb 2023 | 2,425,000 | $2.4M | 0.03% | DBT |
| 766 | Northrop Grumman Corporation | 666807BS0 | Feb 2023 | 2,523,000 | $2.4M | 0.03% | DBT |
| 767 | SMB PRIVATE EDUCATION LOAN TRUST | 78450MAA0 | Feb 2023 | 2,663,351 | $2.4M | 0.03% | ABS-MBS |
| 768 | ABPCI DIRECT LENDING FUND CLO LTD | 000848AA9 | Feb 2023 | 2,420,000 | $2.4M | 0.03% | ABS-CBDO |
| 769 | MORGAN STANLEY | 61747YEC5 | Feb 2023 | 2,755,000 | $2.4M | 0.03% | DBT |
| 770 | BANK OF AMERICA CORPORATION | 06051GJZ3 | Feb 2023 | 2,860,000 | $2.4M | 0.03% | DBT |
| 771 | WELLS FARGO & COMPANY | 95000U2F9 | Feb 2023 | 2,590,000 | $2.4M | 0.03% | DBT |
| 772 | Freddie Mac | 3132D9LF9 | Feb 2023 | 2,816,494 | $2.4M | 0.03% | DBT |
| 773 | MASTERCARD INCORPORATED. | 57636QAQ7 | Feb 2023 | 2,850,000 | $2.4M | 0.03% | DBT |
| 774 | NAVIENT STUDENT LOAN TRUST | 63938EAC8 | Feb 2023 | 2,450,851 | $2.4M | 0.03% | ABS-MBS |
| 775 | Corporacion Nacional del Cobre de Chile | 21987BAW8 | Feb 2023 | 2,570,000 | $2.4M | 0.03% | DBT |
| 776 | AT&T INC. | 00206RKH4 | Feb 2023 | 3,070,000 | $2.4M | 0.03% | DBT |
| 777 | THE GOLDMAN SACHS GROUP, INC. | 38141GYL2 | Feb 2023 | 2,475,000 | $2.4M | 0.03% | DBT |
| 778 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST | 362585AD3 | Feb 2023 | 2,511,000 | $2.4M | 0.03% | ABS-MBS |
| 779 | GLOBAL PAYMENTS INC. | 37940XAG7 | Feb 2023 | 2,731,000 | $2.4M | 0.03% | DBT |
| 780 | PALMER SQUARE CLO | 69700GAJ1 | Feb 2023 | 2,430,000 | $2.4M | 0.03% | ABS-CBDO |
| 781 | Federal National Mortgage Association | 3140MMXV5 | Feb 2023 | 2,483,380 | $2.4M | 0.03% | DBT |
| 782 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST | 24382JAA4 | Feb 2023 | 2,742,662 | $2.4M | 0.03% | ABS-MBS |
| 783 | SLM STUDENT LOAN TRUST | 78442GHH2 | Feb 2023 | 2,416,101 | $2.4M | 0.03% | ABS-MBS |
| 784 | Government National Mortgage Association 2 | 21H032639 | Feb 2023 | 2,590,000 | $2.4M | 0.03% | DBT |
| 785 | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST | 05491YAA8 | Feb 2023 | 2,640,000 | $2.4M | 0.03% | ABS-MBS |
| 786 | FORD CREDIT AUTO OWNER TRUST | 345295AD1 | Feb 2023 | 2,365,000 | $2.4M | 0.03% | ABS-MBS |
| 787 | Government National Mortgage Association | 38382NXF9 | Feb 2023 | 2,887,788 | $2.4M | 0.03% | DBT |
| 788 | HYATT HOTELS CORPORATION | 448579AN2 | Feb 2023 | 2,515,000 | $2.4M | 0.03% | DBT |
| 789 | DBCCRE MORTGAGE TRUST | 23305MAA3 | Feb 2023 | 2,450,000 | $2.4M | 0.03% | ABS-MBS |
| 790 | MORTGAGE LOAN RESECURITIZATION TRUST | 61914WAA4 | Feb 2023 | 2,495,394 | $2.4M | 0.03% | ABS-MBS |
| 791 | Federal National Mortgage Association | 3140MAWB6 | Feb 2023 | 2,407,648 | $2.4M | 0.03% | DBT |
| 792 | AETNA INC. | 00817YAV0 | Feb 2023 | 2,385,000 | $2.4M | 0.03% | DBT |
| 793 | LLOYDS BANKING GROUP PLC | 539439AX7 | Feb 2023 | 2,365,000 | $2.4M | 0.03% | DBT |
| 794 | COLGATE-PALMOLIVE COMPANY | 194162AS2 | Feb 2023 | 2,365,000 | $2.4M | 0.03% | DBT |
| 795 | Government National Mortgage Association 2 | 21H040632 | Feb 2023 | 2,500,000 | $2.4M | 0.03% | DBT |
| 796 | FISERV, INC. | 337738BD9 | Feb 2023 | 2,365,000 | $2.4M | 0.03% | DBT |
| 797 | Mizuho Financial Group, Inc. | 60687YCP2 | Feb 2023 | 2,365,000 | $2.4M | 0.03% | DBT |
| 798 | United States of America | 912810SW9 | Feb 2023 | 3,302,000 | $2.4M | 0.03% | DBT |
| 799 | ENTERPRISE FLEET FINANCING LLC | 29375CAB5 | Feb 2023 | 2,354,000 | $2.4M | 0.03% | ABS-MBS |
| 800 | Government National Mortgage Association 2 | 36179VKL3 | Feb 2023 | 2,614,943 | $2.4M | 0.03% | DBT |
| 801 | UNITEDHEALTH GROUP INCORPORATED | 91324PER9 | Feb 2023 | 2,300,000 | $2.4M | 0.03% | DBT |
| 802 | Freddie Mac | 3137AYKS9 | Feb 2023 | 2,499,295 | $2.4M | 0.03% | DBT |
| 803 | Federal National Mortgage Association | 3140XHJM0 | Feb 2023 | 2,374,701 | $2.3M | 0.03% | DBT |
| 804 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80286FAC7 | Feb 2023 | 2,380,000 | $2.3M | 0.03% | ABS-MBS |
| 805 | Federal National Mortgage Association | 3136ATLW2 | Feb 2023 | 2,615,526 | $2.3M | 0.03% | DBT |
| 806 | CITIGROUP INC. | 172967MY4 | Feb 2023 | 2,920,000 | $2.3M | 0.03% | DBT |
| 807 | Federal National Mortgage Association | 3136AQQT0 | Feb 2023 | 2,611,780 | $2.3M | 0.03% | DBT |
| 808 | CSMC TRUST | 12659FAA3 | Feb 2023 | 2,768,971 | $2.3M | 0.03% | ABS-MBS |
| 809 | VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC | 928668BJ0 | Feb 2023 | 2,420,000 | $2.3M | 0.03% | DBT |
| 810 | SILVER ROCK CLO LTD | 82811RAA5 | Feb 2023 | 2,350,000 | $2.3M | 0.03% | ABS-CBDO |
| 811 | METROPOLITAN LIFE GLOBAL FUNDING I | 592179KD6 | Feb 2023 | 2,345,000 | $2.3M | 0.03% | DBT |
| 812 | Freddie Mac | 3132XCR31 | Feb 2023 | 2,509,001 | $2.3M | 0.03% | DBT |
| 813 | VALE OVERSEAS LIMITED | 91911TAP8 | Feb 2023 | 2,290,000 | $2.3M | 0.03% | DBT |
| 814 | JPMORGAN CHASE & CO. | 46625HJZ4 | Feb 2023 | 2,420,000 | $2.3M | 0.03% | DBT |
| 815 | Federal National Mortgage Association | 3138EJ6Y9 | Feb 2023 | 2,496,061 | $2.3M | 0.03% | DBT |
| 816 | CAYUGA PARK CLO | 149791AP0 | Feb 2023 | 2,360,000 | $2.3M | 0.03% | ABS-CBDO |
| 817 | Pepsico, Inc. | 713448FS2 | Feb 2023 | 2,361,000 | $2.3M | 0.03% | DBT |
| 818 | WarnerMedia Holdings, Inc. | 55903VAQ6 | Feb 2023 | 2,962,000 | $2.3M | 0.03% | DBT |
| 819 | Federal National Mortgage Association | 3140XBUL2 | Feb 2023 | 2,427,285 | $2.3M | 0.03% | DBT |
| 820 | PACIFIC GAS AND ELECTRIC COMPANY | 694308JF5 | Feb 2023 | 2,725,000 | $2.3M | 0.03% | DBT |
| 821 | EXXON MOBIL CORPORATION | 30231GBG6 | Feb 2023 | 2,608,000 | $2.3M | 0.03% | DBT |
| 822 | JOHN DEERE CAPITAL CORPORATION | 24422EWE5 | Feb 2023 | 2,525,000 | $2.3M | 0.03% | DBT |
| 823 | Republica de Colombia | 195325DQ5 | Feb 2023 | 3,500,000 | $2.3M | 0.03% | DBT |
| 824 | Freddie Mac | 3132DVKQ7 | Feb 2023 | 2,494,818 | $2.3M | 0.03% | DBT |
| 825 | INTEL CORPORATION | 458140CJ7 | Feb 2023 | 2,362,000 | $2.3M | 0.03% | DBT |
| 826 | Federal National Mortgage Association | 3140XGMJ5 | Feb 2023 | 2,506,830 | $2.3M | 0.03% | DBT |
| 827 | Nationwide Building Society | 63861VAF4 | Feb 2023 | 2,565,000 | $2.3M | 0.03% | DBT |
| 828 | NEW YORK ST DORM AUTH ST PERS INCOME TAX REV | 64990FRB2 | Feb 2023 | 2,795,000 | $2.3M | 0.03% | DBT |
| 829 | CAPITAL ONE MULTI-ASSET EXECUTION TRUST | 14041NGA3 | Feb 2023 | 2,377,000 | $2.3M | 0.03% | ABS-MBS |
| 830 | Suzano Austria GmbH | 86964WAF9 | Feb 2023 | 2,340,000 | $2.3M | 0.03% | DBT |
| 831 | Federal National Mortgage Association | 3140MM3B2 | Feb 2023 | 2,352,547 | $2.3M | 0.03% | DBT |
| 832 | VMWARE, INC. | 928563AH8 | Feb 2023 | 2,453,000 | $2.3M | 0.03% | DBT |
| 833 | Federal National Mortgage Association | 31418DXJ6 | Feb 2023 | 2,957,774 | $2.3M | 0.03% | DBT |
| 834 | BANK OF AMERICA CORPORATION | 06051GKD0 | Feb 2023 | 2,870,000 | $2.3M | 0.03% | DBT |
| 835 | HCA INC. | 404119BX6 | Feb 2023 | 2,500,000 | $2.3M | 0.03% | DBT |
| 836 | INTERNATIONAL BUSINESS MACHINES CORPORATION | 459200JY8 | Feb 2023 | 2,340,000 | $2.3M | 0.03% | DBT |
| 837 | Federal National Mortgage Association | 31418CNE0 | Feb 2023 | 2,378,248 | $2.3M | 0.03% | DBT |
| 838 | THE GOLDMAN SACHS GROUP, INC. | 38145GAH3 | Feb 2023 | 2,420,000 | $2.3M | 0.03% | DBT |
| 839 | DANSKE BANK A/S | 23636ABF7 | Feb 2023 | 2,255,000 | $2.3M | 0.03% | DBT |
| 840 | Freddie Mac | 3128MJYU8 | Feb 2023 | 2,429,322 | $2.3M | 0.03% | DBT |
| 841 | NATWEST GROUP PLC | 639057AG3 | Feb 2023 | 2,180,000 | $2.3M | 0.03% | DBT |
| 842 | THE BOEING COMPANY | 097023CT0 | Feb 2023 | 2,290,000 | $2.3M | 0.03% | DBT |
| 843 | VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC | 928668BL5 | Feb 2023 | 2,520,000 | $2.3M | 0.03% | DBT |
| 844 | HYUNDAI AUTO LEASE SECURITIZATION TRUST | 448978AE6 | Feb 2023 | 2,293,000 | $2.3M | 0.03% | ABS-MBS |
| 845 | Shell International Finance B.V. | 822582BE1 | Feb 2023 | 2,445,000 | $2.3M | 0.03% | DBT |
| 846 | WELLS FARGO & COMPANY | 949746TG6 | Feb 2023 | 2,395,000 | $2.2M | 0.03% | DBT |
| 847 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63941UAA1 | Feb 2023 | 2,528,955 | $2.2M | 0.03% | ABS-MBS |
| 848 | BAYCARE HEALTH SYSTEM, INC. | 072722AE1 | Feb 2023 | 2,765,000 | $2.2M | 0.03% | DBT |
| 849 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST | 36265QAD8 | Feb 2023 | 2,261,000 | $2.2M | 0.03% | ABS-MBS |
| 850 | Cooperatieve Rabobank U.A. | 74977RDP6 | Feb 2023 | 2,580,000 | $2.2M | 0.03% | DBT |
| 851 | Federal National Mortgage Association | 31418CCH5 | Feb 2023 | 2,494,245 | $2.2M | 0.03% | DBT |
| 852 | ECOPETROL S.A. | 279158AJ8 | Feb 2023 | 3,400,000 | $2.2M | 0.03% | DBT |
| 853 | Republic of Kazakhstan | 486661AF8 | Feb 2023 | 2,480,000 | $2.2M | 0.03% | DBT |
| 854 | STRUCTURED ASSET INVESTMENT LOAN TRUST | 86358ELL8 | Feb 2023 | 2,355,496 | $2.2M | 0.03% | ABS-MBS |
| 855 | AVIS BUDGET RENTAL CAR FUNDING | 05377RDU5 | Feb 2023 | 2,410,000 | $2.2M | 0.03% | ABS-MBS |
| 856 | SLM STUDENT LOAN TRUST | 78445JAA5 | Feb 2023 | 2,243,570 | $2.2M | 0.03% | ABS-MBS |
| 857 | DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST | 247361ZV3 | Feb 2023 | 2,551,545 | $2.2M | 0.03% | DBT |
| 858 | Federal National Mortgage Association | 31418DSH6 | Feb 2023 | 2,725,019 | $2.2M | 0.03% | DBT |
| 859 | MICROSOFT CORPORATION | 594918BY9 | Feb 2023 | 2,330,000 | $2.2M | 0.03% | DBT |
| 860 | STACK INFRASTRUCTURE ISSUER, LLC | 85236KAD4 | Feb 2023 | 2,480,000 | $2.2M | 0.03% | ABS-MBS |
| 861 | MPLX LP | 55336VBV1 | Feb 2023 | 2,371,000 | $2.2M | 0.03% | DBT |
| 862 | JACKSON FINANCIAL INC. | 46817MAL1 | Feb 2023 | 2,780,000 | $2.2M | 0.03% | DBT |
| 863 | NP SPE X L P | 62947AAF0 | Feb 2023 | 2,559,462 | $2.2M | 0.03% | ABS-MBS |
| 864 | METROPOLITAN LIFE GLOBAL FUNDING I | 59217GEZ8 | Feb 2023 | 2,460,000 | $2.2M | 0.03% | DBT |
| 865 | B.A.T CAPITAL CORPORATION | 05526DBB0 | Feb 2023 | 2,435,000 | $2.2M | 0.03% | DBT |
| 866 | Freddie Mac | 3128M8F58 | Feb 2023 | 2,258,333 | $2.2M | 0.03% | DBT |
| 867 | Freddie Mac | 3133BALH2 | Feb 2023 | 2,410,567 | $2.2M | 0.03% | DBT |
| 868 | FREDDIE MAC STACR REMIC TRUST | 35564KKY4 | Feb 2023 | 2,300,000 | $2.2M | 0.03% | DBT |
| 869 | BX COMMERCIAL MORTGAGE TRUST | 05609KAA7 | Feb 2023 | 2,265,818 | $2.2M | 0.03% | ABS-MBS |
| 870 | Government National Mortgage Association 2 | 36179SSP3 | Feb 2023 | 2,430,088 | $2.2M | 0.03% | DBT |
| 871 | CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. | 209111GE7 | Feb 2023 | 2,205,000 | $2.2M | 0.03% | DBT |
| 872 | NEXTERA ENERGY CAPITAL HOLDINGS, INC. | 65339KBP4 | Feb 2023 | 2,190,000 | $2.2M | 0.03% | DBT |
| 873 | TRANSCANADA PIPELINES LIMITED | 89352HAM1 | Feb 2023 | 2,415,000 | $2.2M | 0.03% | DBT |
| 874 | BAYER US FINANCE II LLC | 07274NBF9 | Feb 2023 | 2,750,000 | $2.2M | 0.03% | DBT |
| 875 | HESS CORPORATION | 42809HAC1 | Feb 2023 | 2,240,000 | $2.2M | 0.03% | DBT |
| 876 | REALTY INCOME CORPORATION | 756109BP8 | Feb 2023 | 2,158,000 | $2.2M | 0.03% | DBT |
| 877 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63942JAA5 | Feb 2023 | 2,535,787 | $2.2M | 0.03% | ABS-MBS |
| 878 | CSMC TRUST | 12661GAA7 | Feb 2023 | 2,566,313 | $2.2M | 0.03% | ABS-MBS |
| 879 | BROADCOM INC. | 11135FBP5 | Feb 2023 | 2,980,000 | $2.2M | 0.03% | DBT |
| 880 | CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. | 209111FD0 | Feb 2023 | 2,585,000 | $2.2M | 0.03% | DBT |
| 881 | MASSMUTUAL GLOBAL FUNDING II | 57629WCU2 | Feb 2023 | 2,220,000 | $2.2M | 0.03% | DBT |
| 882 | Federal National Mortgage Association | 3140QNHF2 | Feb 2023 | 2,491,214 | $2.2M | 0.03% | DBT |
| 883 | THE GOLDMAN SACHS GROUP, INC. | 38141GYG3 | Feb 2023 | 2,525,000 | $2.2M | 0.03% | DBT |
| 884 | CITIGROUP INC. | 17308CC53 | Feb 2023 | 2,575,000 | $2.2M | 0.03% | DBT |
| 885 | JPMORGAN CHASE & CO. | 46647PAY2 | Feb 2023 | 2,220,000 | $2.2M | 0.03% | DBT |
| 886 | Federal National Mortgage Association | 3140QQEL5 | Feb 2023 | 2,155,741 | $2.2M | 0.03% | DBT |
| 887 | US Airways Pass Through Trusts | 90345WAD6 | Feb 2023 | 2,262,740 | $2.2M | 0.03% | DBT |
| 888 | ROCKIES EXPRESS PIPELINE LLC | 77340RAR8 | Feb 2023 | 2,500,000 | $2.2M | 0.03% | DBT |
| 889 | DTE ENERGY COMPANY | 233331BG1 | Feb 2023 | 2,400,000 | $2.2M | 0.03% | DBT |
| 890 | Eversource Energy | 30040WAR9 | Feb 2023 | 2,230,000 | $2.2M | 0.03% | DBT |
| 891 | T-MOBILE USA, INC. | 87264ACQ6 | Feb 2023 | 2,680,000 | $2.2M | 0.03% | DBT |
| 892 | OCCIDENTAL PETROLEUM CORPORATION | 674599DC6 | Feb 2023 | 2,180,000 | $2.2M | 0.03% | DBT |
| 893 | Republica de Colombia | 195325CU7 | Feb 2023 | 3,310,000 | $2.2M | 0.03% | DBT |
| 894 | SEQUOIA MORTGAGE TRUST | 81747LCE9 | Feb 2023 | 2,306,532 | $2.2M | 0.03% | ABS-MBS |
| 895 | SMB PRIVATE EDUCATION LOAN TRUST | 83208AAA1 | Feb 2023 | 2,468,539 | $2.2M | 0.03% | ABS-MBS |
| 896 | Federal National Mortgage Association | 3140QQGE9 | Feb 2023 | 2,099,795 | $2.2M | 0.03% | DBT |
| 897 | JPMORGAN CHASE & CO. | 46647PBP0 | Feb 2023 | 2,570,000 | $2.2M | 0.03% | DBT |
| 898 | ORACLE CORPORATION | 68389XCK9 | Feb 2023 | 1,995,000 | $2.2M | 0.03% | DBT |
| 899 | BRK: J.P. MORGAN CHASE | N/A | Feb 2023 | 7,577,000 | $2.2M | 0.03% | DIR |
| 900 | ATHENE GLOBAL FUNDING | 04685A3C3 | Feb 2023 | 2,635,000 | $2.2M | 0.03% | DBT |
| 901 | Federal National Mortgage Association | 3140JBZF6 | Feb 2023 | 2,311,343 | $2.2M | 0.03% | DBT |
| 902 | KYNDRYL HOLDINGS, INC. | 50155QAJ9 | Feb 2023 | 2,500,000 | $2.1M | 0.03% | DBT |
| 903 | Freddie Mac | 3134A3ZU3 | Feb 2023 | 2,887,000 | $2.1M | 0.03% | DBT |
| 904 | Freddie Mac | 3132H32Y8 | Feb 2023 | 2,236,795 | $2.1M | 0.03% | DBT |
| 905 | Federal National Mortgage Association | 3140HXWW6 | Feb 2023 | 3,020,000 | $2.1M | 0.03% | DBT |
| 906 | GM FINANCIAL AUTOMOBILE LEASING TRUST | 380130AD6 | Feb 2023 | 2,175,000 | $2.1M | 0.03% | ABS-MBS |
| 907 | Credit Suisse Group AG | 225401BB3 | Feb 2023 | 2,039,000 | $2.1M | 0.03% | DBT |
| 908 | PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 74456QBU9 | Feb 2023 | 2,270,000 | $2.1M | 0.03% | DBT |
| 909 | GM FINANCIAL REVOLVING RECEIVABLES TRUST | 36265UAA5 | Feb 2023 | 2,069,000 | $2.1M | 0.03% | ABS-MBS |
| 910 | Federal National Mortgage Association | 3140QLCX2 | Feb 2023 | 2,494,840 | $2.1M | 0.03% | DBT |
| 911 | Government National Mortgage Association 2 | 36179VZQ6 | Feb 2023 | 2,536,266 | $2.1M | 0.03% | DBT |
| 912 | Cboe Global Markets, Inc. | 12503MAD0 | Feb 2023 | 2,520,000 | $2.1M | 0.03% | DBT |
| 913 | Federal National Mortgage Association | 31418CCK8 | Feb 2023 | 2,333,525 | $2.1M | 0.03% | DBT |
| 914 | JPMORGAN CHASE & CO. | 46647PCJ3 | Feb 2023 | 2,525,000 | $2.1M | 0.03% | DBT |
| 915 | ORIX CORPORATION | 686330AR2 | Feb 2023 | 2,140,000 | $2.1M | 0.03% | DBT |
| 916 | FREEPORT-MCMORAN INC. | 35671DCD5 | Feb 2023 | 2,200,000 | $2.1M | 0.03% | DBT |
| 917 | PROGRESS RESIDENTIAL MASTER TRUST | 74331AAA0 | Feb 2023 | 2,232,179 | $2.1M | 0.03% | ABS-MBS |
| 918 | BANK OF AMERICA CORPORATION | 06051GJB6 | Feb 2023 | 2,570,000 | $2.1M | 0.03% | DBT |
| 919 | CANTOR FITZGERALD, L.P. | 138616AK3 | Feb 2023 | 2,295,000 | $2.1M | 0.03% | DBT |
| 920 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST | 46641BAD5 | Feb 2023 | 2,143,000 | $2.1M | 0.03% | ABS-MBS |
| 921 | Federal National Mortgage Association | 31418EDM9 | Feb 2023 | 2,435,396 | $2.1M | 0.03% | DBT |
| 922 | ADVANCED MICRO DEVICES, INC. | 007903BF3 | Feb 2023 | 2,277,000 | $2.1M | 0.03% | DBT |
| 923 | AREIT LTD. | 00217VAA8 | Feb 2023 | 2,110,000 | $2.1M | 0.03% | ABS-CBDO |
| 924 | JPMORGAN CHASE & CO. | 46647PBQ8 | Feb 2023 | 2,130,000 | $2.1M | 0.03% | DBT |
| 925 | JBS USA Lux S.A. | 46590XAD8 | Feb 2023 | 2,765,000 | $2.1M | 0.03% | DBT |
| 926 | TIME WARNER CABLE, LLC | 88732JAY4 | Feb 2023 | 2,385,000 | $2.1M | 0.03% | DBT |
| 927 | MACQUARIE GROUP LIMITED | 55608JAR9 | Feb 2023 | 2,395,000 | $2.1M | 0.03% | DBT |
| 928 | Government National Mortgage Association 2 | 36179WDR6 | Feb 2023 | 2,421,432 | $2.1M | 0.03% | DBT |
| 929 | Federal National Mortgage Association | 3140J9YZ8 | Feb 2023 | 2,113,554 | $2.1M | 0.03% | DBT |
| 930 | Freddie Mac | 3128MJZF0 | Feb 2023 | 2,340,194 | $2.1M | 0.03% | DBT |
| 931 | WHITEBOX CLO LTD | 96467HAA4 | Feb 2023 | 2,140,000 | $2.1M | 0.03% | ABS-CBDO |
| 932 | JBS USA Lux S.A. | 46590XAJ5 | Feb 2023 | 2,210,000 | $2.1M | 0.03% | DBT |
| 933 | THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY | 668138AC4 | Feb 2023 | 2,966,000 | $2.1M | 0.03% | DBT |
| 934 | AMGEN INC. | 031162CZ1 | Feb 2023 | 2,710,000 | $2.1M | 0.03% | DBT |
| 935 | AMAZON.COM, INC. | 023135BF2 | Feb 2023 | 2,370,000 | $2.1M | 0.03% | DBT |
| 936 | Freddie Mac | 3132J0NU7 | Feb 2023 | 2,321,431 | $2.1M | 0.03% | DBT |
| 937 | HSBC HOLDINGS PLC | 404280CT4 | Feb 2023 | 2,620,000 | $2.1M | 0.03% | DBT |
| 938 | Philip Morris International Inc. | 718172DA4 | Feb 2023 | 2,134,000 | $2.1M | 0.03% | DBT |
| 939 | Freddie Mac | 3128MJYT1 | Feb 2023 | 2,320,169 | $2.1M | 0.03% | DBT |
| 940 | FRESENIUS MEDICAL CARE US FINANCE III, INC. | 35805BAC2 | Feb 2023 | 2,440,000 | $2.1M | 0.03% | DBT |
| 941 | Federal National Mortgage Association | 3136BJVY8 | Feb 2023 | 2,548,788 | $2.1M | 0.03% | DBT |
| 942 | BRK: CITADEL | N/A | Feb 2023 | 15,938,000 | $2.1M | 0.03% | DIR |
| 943 | Federal National Mortgage Association | 3140XCW38 | Feb 2023 | 2,444,694 | $2.1M | 0.03% | DBT |
| 944 | WEYERHAEUSER COMPANY | 962166CA0 | Feb 2023 | 2,480,000 | $2.1M | 0.03% | DBT |
| 945 | CSMC TRUST | 12661GAA7 | Feb 2023 | 2,431,244 | $2.1M | 0.03% | ABS-MBS |
| 946 | Freddie Mac | 3132D9K86 | Feb 2023 | 2,455,981 | $2.1M | 0.03% | DBT |
| 947 | BX COMMERCIAL MORTGAGE TRUST | 05609VAA3 | Feb 2023 | 2,130,000 | $2.1M | 0.03% | ABS-MBS |
| 948 | BANK OF AMERICA CORPORATION | 06051GFF1 | Feb 2023 | 2,110,000 | $2.1M | 0.03% | DBT |
| 949 | THE GOLDMAN SACHS GROUP, INC. | 38141GWQ3 | Feb 2023 | 2,160,000 | $2.1M | 0.03% | DBT |
| 950 | Federal National Mortgage Association | 3140XGAQ2 | Feb 2023 | 2,339,869 | $2.1M | 0.03% | DBT |
| 951 | Altria Group, Inc. | 02209SBL6 | Feb 2023 | 2,750,000 | $2.1M | 0.03% | DBT |
| 952 | Freddie Mac | 3137F5LN7 | Feb 2023 | 2,210,000 | $2.1M | 0.03% | DBT |
| 953 | Federal National Mortgage Association | 3138LL7J8 | Feb 2023 | 2,135,000 | $2.1M | 0.03% | DBT |
| 954 | COMM MORTGAGE TRUST | 20049AAB4 | Feb 2023 | 2,230,000 | $2.1M | 0.03% | ABS-MBS |
| 955 | AVALONBAY COMMUNITIES, INC. | 05348EBH1 | Feb 2023 | 2,490,000 | $2.1M | 0.03% | DBT |
| 956 | AMAZON.COM, INC. | 023135CH7 | Feb 2023 | 2,260,000 | $2.1M | 0.03% | DBT |
| 957 | GS MORTGAGE SECURITIES TRUST | 36264KAU4 | Feb 2023 | 2,606,000 | $2.1M | 0.03% | ABS-MBS |
| 958 | MF1 LTD | 55284AAA6 | Feb 2023 | 2,110,000 | $2.1M | 0.03% | ABS-CBDO |
| 959 | ITC HOLDINGS CORP. | 465685AG0 | Feb 2023 | 2,075,000 | $2.1M | 0.03% | DBT |
| 960 | BANK OF AMERICA CORPORATION | 06051GHQ5 | Feb 2023 | 2,255,000 | $2.1M | 0.03% | DBT |
| 961 | BANK OF AMERICA CORPORATION | 06051GKD0 | Feb 2023 | 2,590,000 | $2.1M | 0.03% | DBT |
| 962 | BANCO SANTANDER, S.A. | 05971KAE9 | Feb 2023 | 2,200,000 | $2.1M | 0.03% | DBT |
| 963 | ONE BRYANT PARK TRUST | 68236JAA9 | Feb 2023 | 2,490,000 | $2.1M | 0.03% | ABS-MBS |
| 964 | EXTRA SPACE STORAGE LP | 30225VAF4 | Feb 2023 | 2,590,000 | $2.1M | 0.03% | DBT |
| 965 | DUPONT DE NEMOURS, INC. | 26078JAC4 | Feb 2023 | 2,095,000 | $2.1M | 0.03% | DBT |
| 966 | VICI PROPERTIES L.P. | 925650AD5 | Feb 2023 | 2,218,000 | $2.1M | 0.03% | DBT |
| 967 | NAVIENT STUDENT LOAN TRUST | 63942WAA6 | Feb 2023 | 2,391,118 | $2.1M | 0.03% | ABS-MBS |
| 968 | MORGAN STANLEY | 6174468P7 | Feb 2023 | 2,320,000 | $2.1M | 0.03% | DBT |
| 969 | Federal National Mortgage Association | 31418EAW0 | Feb 2023 | 2,421,818 | $2.1M | 0.03% | DBT |
| 970 | FREDDIE MAC STACR REMIC TRUST | 35564KRE1 | Feb 2023 | 2,064,158 | $2.1M | 0.03% | DBT |
| 971 | AT&T INC. | 00206RKJ0 | Feb 2023 | 2,986,000 | $2.0M | 0.03% | DBT |
| 972 | WFRBS COMMERCIAL MORTGAGE TRUST | 92939FAX7 | Feb 2023 | 2,180,000 | $2.0M | 0.03% | ABS-MBS |
| 973 | Government National Mortgage Association 2 | 3622AA4R2 | Feb 2023 | 2,393,022 | $2.0M | 0.03% | DBT |
| 974 | Federal National Mortgage Association | 31417KYA9 | Feb 2023 | 2,125,737 | $2.0M | 0.03% | DBT |
| 975 | HONDA AUTO RECEIVABLES OWNER TRUST | 43815JAD5 | Feb 2023 | 2,044,000 | $2.0M | 0.03% | ABS-MBS |
| 976 | AMERICAN ASSETS TRUST, L.P. | 02401LAA2 | Feb 2023 | 2,580,000 | $2.0M | 0.03% | DBT |
| 977 | COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE | 13645RBF0 | Feb 2023 | 2,450,000 | $2.0M | 0.03% | DBT |
| 978 | APPLE INC. | 037833BZ2 | Feb 2023 | 2,200,000 | $2.0M | 0.03% | DBT |
| 979 | Freddie Mac | 3128MFVV7 | Feb 2023 | 2,190,715 | $2.0M | 0.03% | DBT |
| 980 | UNITEDHEALTH GROUP INCORPORATED | 91324PES7 | Feb 2023 | 1,882,000 | $2.0M | 0.03% | DBT |
| 981 | United States of America | 912810TD0 | Feb 2023 | 2,847,000 | $2.0M | 0.03% | DBT |
| 982 | CIM TRUST | 12567RAA8 | Feb 2023 | 2,304,668 | $2.0M | 0.03% | ABS-MBS |
| 983 | Federal National Mortgage Association | 3136BA7B4 | Feb 2023 | 2,248,835 | $2.0M | 0.03% | DBT |
| 984 | THE BOEING COMPANY | 097023CW3 | Feb 2023 | 2,130,000 | $2.0M | 0.03% | DBT |
| 985 | AMGEN INC. | 031162DR8 | Feb 2023 | 2,040,000 | $2.0M | 0.03% | DBT |
| 986 | JPMORGAN CHASE & CO. | 06423AAJ2 | Feb 2023 | 1,725,000 | $2.0M | 0.03% | DBT |
| 987 | AMGEN INC. | 031162DT4 | Feb 2023 | 2,040,000 | $2.0M | 0.03% | DBT |
| 988 | INTERCONTINENTAL EXCHANGE, INC. | 45866FAW4 | Feb 2023 | 2,130,000 | $2.0M | 0.03% | DBT |
| 989 | TARGET CORPORATION | 87612EBQ8 | Feb 2023 | 2,127,000 | $2.0M | 0.03% | DBT |
| 990 | BANK OF AMERICA CORPORATION | 06051GJA8 | Feb 2023 | 2,510,000 | $2.0M | 0.03% | DBT |
| 991 | AMGEN INC. | 031162DS6 | Feb 2023 | 2,040,000 | $2.0M | 0.03% | DBT |
| 992 | RWJ BARNABAS HEALTH, INC. | 78349AAB9 | Feb 2023 | 2,445,000 | $2.0M | 0.03% | DBT |
| 993 | Federal National Mortgage Association | 3136ABZ63 | Feb 2023 | 2,277,405 | $2.0M | 0.03% | DBT |
| 994 | Federal National Mortgage Association | 3138ERQW3 | Feb 2023 | 2,131,253 | $2.0M | 0.03% | DBT |
| 995 | SBL HOLDINGS, INC. | 78397DAB4 | Feb 2023 | 2,450,000 | $2.0M | 0.03% | DBT |
| 996 | CAPITAL ONE MULTI-ASSET EXECUTION TRUST | 14041NGB1 | Feb 2023 | 2,006,000 | $2.0M | 0.03% | ABS-MBS |
| 997 | AT&T INC. | 00206RML3 | Feb 2023 | 2,230,000 | $2.0M | 0.03% | DBT |
| 998 | NAVIENT STUDENT LOAN TRUST | 63938QAA5 | Feb 2023 | 2,057,436 | $2.0M | 0.03% | ABS-MBS |
| 999 | United States of America | 91282CFT3 | Feb 2023 | 2,015,000 | $2.0M | 0.03% | SN |
| 1000 | Freddie Mac | 3133AU3X4 | Feb 2023 | 2,244,415 | $2.0M | 0.03% | DBT |
| 1001 | Freddie Mac | 3132AEFK7 | Feb 2023 | 2,078,647 | $2.0M | 0.03% | DBT |
| 1002 | CITIGROUP INC. | 172967JT9 | Feb 2023 | 2,040,000 | $2.0M | 0.03% | DBT |
| 1003 | United States of America | 91282CFM8 | Feb 2023 | 2,004,000 | $2.0M | 0.03% | SN |
| 1004 | PT Perusahaan Listrik Negara (Persero) | 71568PAF6 | Feb 2023 | 2,090,000 | $2.0M | 0.03% | DBT |
| 1005 | JPMORGAN CHASE & CO. | 46625HNJ5 | Feb 2023 | 2,070,000 | $2.0M | 0.03% | DBT |
| 1006 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63940UAB0 | Feb 2023 | 2,082,767 | $2.0M | 0.03% | ABS-MBS |
| 1007 | Freddie Mac | 3137FYM52 | Feb 2023 | 2,485,897 | $2.0M | 0.03% | DBT |
| 1008 | SMRT COMMERCIAL MORTGAGE TRUST | 78457JAA0 | Feb 2023 | 2,030,000 | $2.0M | 0.03% | ABS-MBS |
| 1009 | MPLX LP | 55336VBT6 | Feb 2023 | 2,390,000 | $2.0M | 0.03% | DBT |
| 1010 | BX TRUST | 05606DAS7 | Feb 2023 | 1,982,069 | $2.0M | 0.03% | ABS-MBS |
| 1011 | B.A.T CAPITAL CORPORATION | 05526DBV6 | Feb 2023 | 2,350,000 | $2.0M | 0.03% | DBT |
| 1012 | Mizuho Financial Group, Inc. | 60687YCT4 | Feb 2023 | 1,992,000 | $2.0M | 0.03% | DBT |
| 1013 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 92922FPT9 | Feb 2023 | 2,121,363 | $2.0M | 0.03% | ABS-MBS |
| 1014 | VMWARE, INC. | 928563AJ4 | Feb 2023 | 2,295,000 | $2.0M | 0.03% | DBT |
| 1015 | Freddie Mac | 3133BDZH1 | Feb 2023 | 2,015,120 | $2.0M | 0.03% | DBT |
| 1016 | MIDSTATE TRUST | 59548PAA7 | Feb 2023 | 2,048,785 | $2.0M | 0.03% | ABS-MBS |
| 1017 | Federal National Mortgage Association | 3140XFKP5 | Feb 2023 | 2,223,531 | $2.0M | 0.03% | DBT |
| 1018 | CI Financial Corp. | 125491AN0 | Feb 2023 | 2,610,000 | $2.0M | 0.03% | DBT |
| 1019 | ONE MANHATTAN WEST | 563136AA8 | Feb 2023 | 2,300,000 | $2.0M | 0.03% | ABS-MBS |
| 1020 | Freddie Mac | 3132DNRA3 | Feb 2023 | 2,000,234 | $2.0M | 0.03% | DBT |
| 1021 | ARES CLO LTD | 04016LAS6 | Feb 2023 | 2,000,000 | $2.0M | 0.03% | ABS-CBDO |
| 1022 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63942GAA1 | Feb 2023 | 2,325,226 | $2.0M | 0.03% | ABS-MBS |
| 1023 | BANK OF AMERICA CORPORATION | 06051GKP3 | Feb 2023 | 2,060,000 | $2.0M | 0.03% | DBT |
| 1024 | ARTHUR J. GALLAGHER & CO. | 04316JAE9 | Feb 2023 | 1,980,000 | $2.0M | 0.03% | DBT |
| 1025 | EQUATE Petrochemical B.V. | 29441WAD7 | Feb 2023 | 2,250,000 | $2.0M | 0.03% | DBT |
| 1026 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63941CAB9 | Feb 2023 | 2,140,176 | $2.0M | 0.03% | ABS-MBS |
| 1027 | JOHN DEERE CAPITAL CORPORATION | 24422EWV7 | Feb 2023 | 1,971,000 | $2.0M | 0.03% | DBT |
| 1028 | GS MORTGAGE SECURITIES TRUST | 36252RAM1 | Feb 2023 | 2,005,000 | $2.0M | 0.03% | ABS-MBS |
| 1029 | ALLY AUTO RECEIVABLES TRUST | 02008JAC0 | Feb 2023 | 2,019,000 | $2.0M | 0.03% | ABS-MBS |
| 1030 | BHP BILLITON FINANCE (USA) LIMITED | 055451BA5 | Feb 2023 | 1,969,000 | $2.0M | 0.03% | DBT |
| 1031 | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST | 02582JJX9 | Feb 2023 | 1,961,000 | $2.0M | 0.03% | ABS-MBS |
| 1032 | Federal National Mortgage Association | 3140XGGW3 | Feb 2023 | 2,371,402 | $2.0M | 0.03% | DBT |
| 1033 | WELLS FARGO HOME EQUITY TRUST | 94980GBF7 | Feb 2023 | 2,018,058 | $2.0M | 0.03% | ABS-MBS |
| 1034 | INTERNATIONAL FLAVORS & FRAGRANCES INC. | 459506AL5 | Feb 2023 | 2,365,000 | $2.0M | 0.03% | DBT |
| 1035 | CELANESE US HOLDINGS LLC | 15089QAN4 | Feb 2023 | 1,995,000 | $2.0M | 0.03% | DBT |
| 1036 | AMGEN INC. | 031162DR8 | Feb 2023 | 1,969,000 | $2.0M | 0.03% | DBT |
| 1037 | Pepsico, Inc. | 713448FR4 | Feb 2023 | 1,968,000 | $2.0M | 0.03% | DBT |
| 1038 | RATE MORTGAGE TRUST | 75410RAG1 | Feb 2023 | 2,323,389 | $2.0M | 0.03% | ABS-MBS |
| 1039 | APPLE INC. | 037833EQ9 | Feb 2023 | 2,289,000 | $1.9M | 0.03% | DBT |
| 1040 | Federal National Mortgage Association | 31418EED8 | Feb 2023 | 2,236,542 | $1.9M | 0.03% | DBT |
| 1041 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80287HAC2 | Feb 2023 | 1,973,000 | $1.9M | 0.03% | ABS-MBS |
| 1042 | 3M COMPANY | 88579YBJ9 | Feb 2023 | 2,320,000 | $1.9M | 0.03% | DBT |
| 1043 | EXELON CORPORATION | 30161NBK6 | Feb 2023 | 1,971,000 | $1.9M | 0.03% | DBT |
| 1044 | JPMORGAN CHASE & CO. | 46647PBT2 | Feb 2023 | 2,196,000 | $1.9M | 0.03% | DBT |
| 1045 | Federal National Mortgage Association | 01F050635 | Feb 2023 | 1,978,000 | $1.9M | 0.03% | DBT |
| 1046 | AVIS BUDGET RENTAL CAR FUNDING | 05377RGJ7 | Feb 2023 | 1,971,000 | $1.9M | 0.03% | ABS-MBS |
| 1047 | GS MORTGAGE-BACKED SECURITIES TRUST | 36267EBT7 | Feb 2023 | 2,190,671 | $1.9M | 0.03% | ABS-MBS |
| 1048 | JPMORGAN CHASE & CO. | 46647PCC8 | Feb 2023 | 2,387,000 | $1.9M | 0.03% | DBT |
| 1049 | ENERGY TRANSFER LP | 29278NAQ6 | Feb 2023 | 2,180,000 | $1.9M | 0.03% | DBT |
| 1050 | Northrop Grumman Corporation | 666807BM3 | Feb 2023 | 2,020,000 | $1.9M | 0.03% | DBT |
| 1051 | MORGAN STANLEY | 61747YFA8 | Feb 2023 | 1,969,000 | $1.9M | 0.03% | DBT |
| 1052 | BERKSHIRE HATHAWAY FINANCE CORPORATION | 084664DB4 | Feb 2023 | 2,395,000 | $1.9M | 0.03% | DBT |
| 1053 | BAYER US FINANCE II LLC | 07274NAQ6 | Feb 2023 | 2,228,000 | $1.9M | 0.03% | DBT |
| 1054 | ESSENTIAL PROPERTIES, L.P. | 29670VAA7 | Feb 2023 | 2,595,000 | $1.9M | 0.03% | DBT |
| 1055 | Gobierno De La Republica De Panama | 698299AW4 | Feb 2023 | 1,830,000 | $1.9M | 0.03% | DBT |
| 1056 | TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC | 893574AH6 | Feb 2023 | 1,820,000 | $1.9M | 0.03% | DBT |
| 1057 | FARMERS EXCHANGE CAPITAL | 309588AE1 | Feb 2023 | 1,788,000 | $1.9M | 0.03% | DBT |
| 1058 | Federal National Mortgage Association | 3136B72K6 | Feb 2023 | 1,964,497 | $1.9M | 0.03% | DBT |
| 1059 | LOCKHEED MARTIN CORPORATION | 539830BS7 | Feb 2023 | 2,240,000 | $1.9M | 0.03% | DBT |
| 1060 | Federal National Mortgage Association | 3140XDN77 | Feb 2023 | 2,046,121 | $1.9M | 0.03% | DBT |
| 1061 | THE GOLDMAN SACHS GROUP, INC. | 38141GWQ3 | Feb 2023 | 2,000,000 | $1.9M | 0.03% | DBT |
| 1062 | APPLEBEE'S FUNDING LLC/IHOP FUNDING LLC | 03789XAD0 | Feb 2023 | 1,980,000 | $1.9M | 0.03% | ABS-MBS |
| 1063 | WELLS FARGO & COMPANY | 94974BGU8 | Feb 2023 | 2,240,000 | $1.9M | 0.03% | DBT |
| 1064 | TOYOTA AUTO LOAN EXTENDED NOTE TRUST | 89231EAA1 | Feb 2023 | 2,015,000 | $1.9M | 0.03% | ABS-MBS |
| 1065 | JBS USA Lux S.A. | 46590XAJ5 | Feb 2023 | 2,020,000 | $1.9M | 0.03% | DBT |
| 1066 | QUALCOMM INCORPORATED | 747525BT9 | Feb 2023 | 1,778,000 | $1.9M | 0.03% | DBT |
| 1067 | CENTEX HOME EQUITY LOAN TRUST | 152314MH0 | Feb 2023 | 1,938,594 | $1.9M | 0.03% | ABS-MBS |
| 1068 | COMCAST CORPORATION | 20030NCC3 | Feb 2023 | 2,370,000 | $1.9M | 0.03% | DBT |
| 1069 | AMAZON.COM, INC. | 023135CR5 | Feb 2023 | 1,935,000 | $1.9M | 0.03% | DBT |
| 1070 | BRK- CITIGROUP | N/A | Feb 2023 | 60,986,000 | $1.9M | 0.03% | DIR |
| 1071 | FIVE MORTGAGE TRUST | 337964AC4 | Feb 2023 | 1,877,000 | $1.9M | 0.03% | ABS-MBS |
| 1072 | AON CORPORATION | 03740LAE2 | Feb 2023 | 2,480,000 | $1.9M | 0.03% | DBT |
| 1073 | ORACLE CORPORATION | 68389XCP8 | Feb 2023 | 2,019,000 | $1.9M | 0.03% | DBT |
| 1074 | SMB PRIVATE EDUCATION LOAN TRUST | 78454XAB0 | Feb 2023 | 1,904,330 | $1.9M | 0.03% | ABS-MBS |
| 1075 | SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY | 87166PAG6 | Feb 2023 | 1,975,000 | $1.9M | 0.03% | ABS-MBS |
| 1076 | GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. | 39154TBW7 | Feb 2023 | 1,925,000 | $1.9M | 0.03% | ABS-MBS |
| 1077 | PARKER-HANNIFIN CORPORATION | 701094AR5 | Feb 2023 | 1,990,000 | $1.9M | 0.03% | DBT |
| 1078 | Z CAPITAL CREDIT PARTNERS CLO LTD | 98877GAQ1 | Feb 2023 | 1,910,000 | $1.9M | 0.03% | ABS-CBDO |
| 1079 | BANK | 06540KAJ8 | Feb 2023 | 1,809,000 | $1.9M | 0.03% | ABS-MBS |
| 1080 | AMGEN INC. | 031162AW0 | Feb 2023 | 1,785,000 | $1.9M | 0.03% | DBT |
| 1081 | CITIGROUP INC. | 172967NX5 | Feb 2023 | 1,900,000 | $1.9M | 0.03% | DBT |
| 1082 | ENTERPRISE PRODUCTS OPERATING LLC | 29379VCD3 | Feb 2023 | 1,900,000 | $1.9M | 0.03% | DBT |
| 1083 | JPMORGAN CHASE & CO. | 46647PBR6 | Feb 2023 | 2,170,000 | $1.9M | 0.03% | DBT |
| 1084 | ELEVANCE HEALTH, INC. | 94973VBJ5 | Feb 2023 | 1,950,000 | $1.9M | 0.03% | DBT |
| 1085 | CITIGROUP INC. | 172967NU1 | Feb 2023 | 2,001,000 | $1.9M | 0.03% | DBT |
| 1086 | OCTANE RECEIVABLES TRUST | 67571BAA1 | Feb 2023 | 1,900,000 | $1.9M | 0.03% | ABS-MBS |
| 1087 | BNP PARIBAS SA | 09659W2P8 | Feb 2023 | 2,350,000 | $1.9M | 0.03% | DBT |
| 1088 | HILDENE COMMUNITY FUNDING CDO LTD. | 43133KAC9 | Feb 2023 | 2,170,722 | $1.9M | 0.03% | ABS-CBDO |
| 1089 | Government National Mortgage Association 2 | 21H022630 | Feb 2023 | 2,187,000 | $1.9M | 0.03% | DBT |
| 1090 | Federal National Mortgage Association | 31410LWC2 | Feb 2023 | 2,100,354 | $1.9M | 0.03% | DBT |
| 1091 | UBS Group AG | 902613AV0 | Feb 2023 | 1,886,000 | $1.9M | 0.03% | DBT |
| 1092 | AMCOR FINANCE (USA) INC. | 02343UAG0 | Feb 2023 | 2,000,000 | $1.9M | 0.03% | DBT |
| 1093 | AREIT LTD. | 04002VAA9 | Feb 2023 | 1,920,213 | $1.9M | 0.03% | ABS-CBDO |
| 1094 | EQUS MORTGAGE TRUST | 29478JAA8 | Feb 2023 | 1,930,961 | $1.9M | 0.03% | ABS-MBS |
| 1095 | Estados Unidos Mexicanos | 91087BAF7 | Feb 2023 | 1,983,000 | $1.9M | 0.03% | DBT |
| 1096 | MORGAN STANLEY | 6174468Q5 | Feb 2023 | 2,020,000 | $1.9M | 0.03% | DBT |
| 1097 | PT Perusahaan Listrik Negara (Persero) | 71568PAC3 | Feb 2023 | 1,990,000 | $1.9M | 0.03% | DBT |
| 1098 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST | 03066TAB7 | Feb 2023 | 1,898,533 | $1.9M | 0.03% | ABS-MBS |
| 1099 | ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 035240AM2 | Feb 2023 | 2,100,000 | $1.9M | 0.03% | DBT |
| 1100 | CITIGROUP INC. | 172967MP3 | Feb 2023 | 2,020,000 | $1.9M | 0.03% | DBT |
| 1101 | EXELON CORPORATION | 30161NBJ9 | Feb 2023 | 1,892,000 | $1.9M | 0.03% | DBT |
| 1102 | Freddie Mac | 3133BACN9 | Feb 2023 | 2,041,979 | $1.9M | 0.03% | DBT |
| 1103 | RESOLUTION FUNDING CORPORATION | 76116FAC1 | Feb 2023 | 2,570,000 | $1.9M | 0.03% | DBT |
| 1104 | THE BANK OF NOVA SCOTIA | 06417XAH4 | Feb 2023 | 1,950,000 | $1.9M | 0.03% | DBT |
| 1105 | CWABS ASSET-BACKED CERTIFICATES TRUST | 126673AW2 | Feb 2023 | 1,981,023 | $1.9M | 0.03% | ABS-MBS |
| 1106 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175BR4 | Feb 2023 | 2,000,000 | $1.9M | 0.03% | DBT |
| 1107 | TOYOTA AUTO LOAN EXTENDED NOTE TRUST | 89231EAA1 | Feb 2023 | 1,957,000 | $1.9M | 0.02% | ABS-MBS |
| 1108 | Federal National Mortgage Association | 3140QRJF1 | Feb 2023 | 1,800,315 | $1.9M | 0.02% | DBT |
| 1109 | THE WALT DISNEY COMPANY | 254687FR2 | Feb 2023 | 1,995,000 | $1.9M | 0.02% | DBT |
| 1110 | Freddie Mac | 3133KJMA7 | Feb 2023 | 2,265,880 | $1.9M | 0.02% | DBT |
| 1111 | Federal National Mortgage Association | 3140XDUX2 | Feb 2023 | 2,100,019 | $1.9M | 0.02% | DBT |
| 1112 | ORACLE CORPORATION | 68389XCA1 | Feb 2023 | 2,590,000 | $1.9M | 0.02% | DBT |
| 1113 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | 64828GAD2 | Feb 2023 | 2,040,892 | $1.9M | 0.02% | ABS-MBS |
| 1114 | DONLEN FLEET LEASE FUNDING 2 | 257812AF4 | Feb 2023 | 1,990,000 | $1.9M | 0.02% | ABS-MBS |
| 1115 | JBS USA Lux S.A. | 46590XAF3 | Feb 2023 | 2,235,000 | $1.9M | 0.02% | DBT |
| 1116 | ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 035240AQ3 | Feb 2023 | 1,890,000 | $1.9M | 0.02% | DBT |
| 1117 | Freddie Mac | 3137H56A0 | Feb 2023 | 2,159,887 | $1.9M | 0.02% | DBT |
| 1118 | Republica de Colombia | 195325BR5 | Feb 2023 | 2,570,000 | $1.9M | 0.02% | DBT |
| 1119 | Federal National Mortgage Association | 3140QMT61 | Feb 2023 | 2,166,174 | $1.9M | 0.02% | DBT |
| 1120 | PACIFIC GAS AND ELECTRIC COMPANY | 694308JG3 | Feb 2023 | 2,375,000 | $1.9M | 0.02% | DBT |
| 1121 | BLACKSTONE HOLDINGS FINANCE CO. L.L.C. | 09261BAK6 | Feb 2023 | 1,801,000 | $1.8M | 0.02% | DBT |
| 1122 | BBCMS TRUST | 054975AE7 | Feb 2023 | 1,760,000 | $1.8M | 0.02% | ABS-MBS |
| 1123 | MSCCG TRUST | 55352NAC1 | Feb 2023 | 2,030,000 | $1.8M | 0.02% | ABS-MBS |
| 1124 | MERCEDES-BENZ AUTO RECEIVABLES TRUST | 58768PAD6 | Feb 2023 | 1,834,000 | $1.8M | 0.02% | ABS-MBS |
| 1125 | MICROSOFT CORPORATION | 594918BR4 | Feb 2023 | 1,990,000 | $1.8M | 0.02% | DBT |
| 1126 | DH Europe Finance II S.a r.l. | 23291KAG0 | Feb 2023 | 1,938,000 | $1.8M | 0.02% | DBT |
| 1127 | HERTZ VEHICLE FINANCING III LLC | 42806MBA6 | Feb 2023 | 1,930,000 | $1.8M | 0.02% | ABS-MBS |
| 1128 | CITIGROUP INC. | 172967EW7 | Feb 2023 | 1,455,000 | $1.8M | 0.02% | DBT |
| 1129 | Federal National Mortgage Association | 3140MVHT8 | Feb 2023 | 1,871,726 | $1.8M | 0.02% | DBT |
| 1130 | HYUNDAI AUTO RECEIVABLES TRUST | 44933DAE1 | Feb 2023 | 1,822,000 | $1.8M | 0.02% | ABS-MBS |
| 1131 | Federal National Mortgage Association | 31418DTJ1 | Feb 2023 | 2,158,352 | $1.8M | 0.02% | DBT |
| 1132 | Federal National Mortgage Association | 3140M1UE2 | Feb 2023 | 2,016,431 | $1.8M | 0.02% | DBT |
| 1133 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 802918AC6 | Feb 2023 | 1,860,000 | $1.8M | 0.02% | ABS-MBS |
| 1134 | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD | 03880XAA4 | Feb 2023 | 1,848,000 | $1.8M | 0.02% | ABS-CBDO |
| 1135 | THE GOLDMAN SACHS GROUP, INC. | 38141GYJ7 | Feb 2023 | 2,335,000 | $1.8M | 0.02% | DBT |
| 1136 | CROWN CASTLE INC. | 22822VAV3 | Feb 2023 | 2,118,000 | $1.8M | 0.02% | DBT |
| 1137 | Piedmont Natural Gas Company, Inc. | 720186AP0 | Feb 2023 | 2,000,000 | $1.8M | 0.02% | DBT |
| 1138 | VERUS SECURITIZATION TRUST | 92538QAA8 | Feb 2023 | 2,179,889 | $1.8M | 0.02% | ABS-MBS |
| 1139 | BAYER US FINANCE II LLC | 07274NAN3 | Feb 2023 | 2,097,000 | $1.8M | 0.02% | DBT |
| 1140 | BERKSHIRE HATHAWAY ENERGY COMPANY | 084659BC4 | Feb 2023 | 2,810,000 | $1.8M | 0.02% | DBT |
| 1141 | Federal National Mortgage Association | 3140XBXU9 | Feb 2023 | 2,137,233 | $1.8M | 0.02% | DBT |
| 1142 | BPR TRUST | 05592DAA2 | Feb 2023 | 1,855,000 | $1.8M | 0.02% | ABS-MBS |
| 1143 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST | 46640NAJ7 | Feb 2023 | 1,840,000 | $1.8M | 0.02% | ABS-MBS |
| 1144 | Freddie Mac | 3137H0SS8 | Feb 2023 | 1,885,838 | $1.8M | 0.02% | DBT |
| 1145 | Freddie Mac | 3137H7G72 | Feb 2023 | 2,000,000 | $1.8M | 0.02% | DBT |
| 1146 | SPRINT SPECTRUM CO LLC | 85208NAE0 | Feb 2023 | 1,830,000 | $1.8M | 0.02% | DBT |
| 1147 | ENERGY TRANSFER LP | 29278NAG8 | Feb 2023 | 1,855,000 | $1.8M | 0.02% | DBT |
| 1148 | MORGAN STANLEY | 61744YAQ1 | Feb 2023 | 1,810,000 | $1.8M | 0.02% | DBT |
| 1149 | VALIDUS HOLDINGS, LTD. | 91915WAB8 | Feb 2023 | 1,460,000 | $1.8M | 0.02% | DBT |
| 1150 | EATON VANCE CLO LTD | 27829PAL0 | Feb 2023 | 1,830,000 | $1.8M | 0.02% | ABS-CBDO |
| 1151 | MARVELL TECHNOLOGY, INC | 573874AC8 | Feb 2023 | 2,010,000 | $1.8M | 0.02% | DBT |
| 1152 | Federal National Mortgage Association | 3138LMQ55 | Feb 2023 | 1,905,000 | $1.8M | 0.02% | DBT |
| 1153 | STRUCTURED ASSET SECURITIES CORPORATION | 86359SAD6 | Feb 2023 | 1,837,186 | $1.8M | 0.02% | ABS-MBS |
| 1154 | SMB PRIVATE EDUCATION LOAN TRUST | 78449VAB2 | Feb 2023 | 2,012,211 | $1.8M | 0.02% | ABS-MBS |
| 1155 | DEVON FINANCING COMPANY, L.L.C. | 25179SAD2 | Feb 2023 | 1,580,000 | $1.8M | 0.02% | DBT |
| 1156 | United States of America | 91282CGL9 | Feb 2023 | 1,810,000 | $1.8M | 0.02% | SN |
| 1157 | ORACLE CORPORATION | 68389XCE3 | Feb 2023 | 2,150,000 | $1.8M | 0.02% | DBT |
| 1158 | City of New York | 64966QRP7 | Feb 2023 | 2,205,000 | $1.8M | 0.02% | DBT |
| 1159 | GENERAL MOTORS COMPANY | 37045VAY6 | Feb 2023 | 1,856,000 | $1.8M | 0.02% | DBT |
| 1160 | OCP S.A. | 67091TAC9 | Feb 2023 | 1,860,000 | $1.8M | 0.02% | DBT |
| 1161 | TOYOTA AUTO RECEIVABLES OWNER TRUST | 89238FAE3 | Feb 2023 | 1,873,000 | $1.8M | 0.02% | ABS-MBS |
| 1162 | WHITEBOX CLO LTD | 96466CAL2 | Feb 2023 | 1,810,000 | $1.8M | 0.02% | ABS-CBDO |
| 1163 | GALAXY PIPELINE ASSETS BIDCO LIMITED | 36321PAA8 | Feb 2023 | 1,928,476 | $1.8M | 0.02% | DBT |
| 1164 | AEGON N.V. | N/A | Feb 2023 | 2,180,000 | $1.8M | 0.02% | DBT |
| 1165 | Government National Mortgage Association 2 | 36179TLR4 | Feb 2023 | 1,952,012 | $1.8M | 0.02% | DBT |
| 1166 | TRIUMPH RAIL LLC | 89683LAA8 | Feb 2023 | 2,063,443 | $1.8M | 0.02% | ABS-MBS |
| 1167 | Federal National Mortgage Association | 3140MSNU5 | Feb 2023 | 1,808,915 | $1.8M | 0.02% | DBT |
| 1168 | MFA TRUST | 55285QAA0 | Feb 2023 | 1,888,498 | $1.8M | 0.02% | ABS-MBS |
| 1169 | Federal National Mortgage Association | 31418CUA0 | Feb 2023 | 1,913,882 | $1.8M | 0.02% | DBT |
| 1170 | AKER BP ASA | 55037AAA6 | Feb 2023 | 1,991,000 | $1.8M | 0.02% | DBT |
| 1171 | HERTZ VEHICLE FINANCING III LLC | 42806MAN9 | Feb 2023 | 1,998,000 | $1.8M | 0.02% | ABS-MBS |
| 1172 | Freddie Mac | 3137H8TZ4 | Feb 2023 | 1,969,000 | $1.8M | 0.02% | DBT |
| 1173 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63942MAA8 | Feb 2023 | 2,005,798 | $1.8M | 0.02% | ABS-MBS |
| 1174 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST | 46651EAA2 | Feb 2023 | 2,000,000 | $1.8M | 0.02% | ABS-MBS |
| 1175 | THE BOEING COMPANY | 097023DG7 | Feb 2023 | 1,930,000 | $1.8M | 0.02% | DBT |
| 1176 | BX COMMERCIAL MORTGAGE TRUST | 056054AA7 | Feb 2023 | 1,761,223 | $1.8M | 0.02% | ABS-MBS |
| 1177 | GM FINANCIAL AUTOMOBILE LEASING TRUST | 362541AE4 | Feb 2023 | 1,760,000 | $1.8M | 0.02% | ABS-MBS |
| 1178 | Government National Mortgage Association | 38380RTP5 | Feb 2023 | 2,207,127 | $1.8M | 0.02% | DBT |
| 1179 | ANGLO AMERICAN CAPITAL PLC | 034863AS9 | Feb 2023 | 1,810,000 | $1.7M | 0.02% | DBT |
| 1180 | DUKE ENERGY CORPORATION | 26441CBJ3 | Feb 2023 | 1,955,000 | $1.7M | 0.02% | DBT |
| 1181 | ANGLO AMERICAN CAPITAL PLC | 034863BB5 | Feb 2023 | 1,942,000 | $1.7M | 0.02% | DBT |
| 1182 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175CJ1 | Feb 2023 | 2,040,000 | $1.7M | 0.02% | DBT |
| 1183 | AMGEN INC. | 031162DJ6 | Feb 2023 | 1,897,000 | $1.7M | 0.02% | DBT |
| 1184 | ENERGY TRANSFER LP | 86765BAU3 | Feb 2023 | 1,870,000 | $1.7M | 0.02% | DBT |
| 1185 | HSBC HOLDINGS PLC | 404280BT5 | Feb 2023 | 1,855,000 | $1.7M | 0.02% | DBT |
| 1186 | Mitsubishi UFJ Financial Group, Inc. | 606822CX0 | Feb 2023 | 1,772,000 | $1.7M | 0.02% | DBT |
| 1187 | Freddie Mac | 3137H64V4 | Feb 2023 | 1,955,285 | $1.7M | 0.02% | DBT |
| 1188 | ACEN MORTGAGE TRUST | 01449NAA4 | Feb 2023 | 1,900,000 | $1.7M | 0.02% | ABS-MBS |
| 1189 | CNH EQUIPMENT TRUST | 12663JAC5 | Feb 2023 | 1,790,000 | $1.7M | 0.02% | ABS-MBS |
| 1190 | Dominion Energy, Inc. | 25746UDB2 | Feb 2023 | 1,800,000 | $1.7M | 0.02% | DBT |
| 1191 | HERTZ VEHICLE FINANCING III LLC | 42806MAG4 | Feb 2023 | 2,030,000 | $1.7M | 0.02% | ABS-MBS |
| 1192 | Federal National Mortgage Association | 3140XGTG4 | Feb 2023 | 1,977,208 | $1.7M | 0.02% | DBT |
| 1193 | PETROBRAS GLOBAL FINANCE B.V. | 71647NAM1 | Feb 2023 | 1,730,000 | $1.7M | 0.02% | DBT |
| 1194 | Nationwide Building Society | 63861VAA5 | Feb 2023 | 1,735,000 | $1.7M | 0.02% | DBT |
| 1195 | AKER BP ASA | 55037AAB4 | Feb 2023 | 2,118,000 | $1.7M | 0.02% | DBT |
| 1196 | THE GOLDMAN SACHS GROUP, INC. | 38148LAF3 | Feb 2023 | 1,870,000 | $1.7M | 0.02% | DBT |
| 1197 | NELNET STUDENT LOAN CORPORATION | 64031QBK6 | Feb 2023 | 1,760,225 | $1.7M | 0.02% | ABS-MBS |
| 1198 | ENERGY TRANSFER LP | 29273RBL2 | Feb 2023 | 2,040,000 | $1.7M | 0.02% | DBT |
| 1199 | TENNESSEE VALLEY AUTHORITY | 880591EW8 | Feb 2023 | 1,895,000 | $1.7M | 0.02% | DBT |
| 1200 | MF1 LTD | 55284AAA6 | Feb 2023 | 1,765,000 | $1.7M | 0.02% | ABS-CBDO |
| 1201 | Federal National Mortgage Association | 3140F5AD5 | Feb 2023 | 1,921,761 | $1.7M | 0.02% | DBT |
| 1202 | HERTZ VEHICLE FINANCING III LLC | 42806MAE9 | Feb 2023 | 1,983,000 | $1.7M | 0.02% | ABS-MBS |
| 1203 | AMGEN INC. | 031162DT4 | Feb 2023 | 1,740,000 | $1.7M | 0.02% | DBT |
| 1204 | SLM PRIVATE EDUCATION LOAN TRUST | 78445QAE1 | Feb 2023 | 1,609,381 | $1.7M | 0.02% | ABS-MBS |
| 1205 | TOYOTA AUTO RECEIVABLES OWNER TRUST | 89231CAE7 | Feb 2023 | 1,787,000 | $1.7M | 0.02% | ABS-MBS |
| 1206 | EXELON CORPORATION | 30161NAC5 | Feb 2023 | 1,720,000 | $1.7M | 0.02% | DBT |
| 1207 | Freddie Mac | 3133KNNA7 | Feb 2023 | 1,831,517 | $1.7M | 0.02% | DBT |
| 1208 | DLLST LLC | 23292GAC7 | Feb 2023 | 1,765,000 | $1.7M | 0.02% | ABS-MBS |
| 1209 | PACIFICORP | 695114CY2 | Feb 2023 | 2,590,000 | $1.7M | 0.02% | DBT |
| 1210 | NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV | 64971M4P4 | Feb 2023 | 1,670,000 | $1.7M | 0.02% | DBT |
| 1211 | THE BOEING COMPANY | 097023CP8 | Feb 2023 | 2,230,000 | $1.7M | 0.02% | DBT |
| 1212 | LOCKHEED MARTIN CORPORATION | 539830BX6 | Feb 2023 | 1,576,000 | $1.7M | 0.02% | DBT |
| 1213 | MILL CITY MORTGAGE LOAN TRUST | 59981AAC0 | Feb 2023 | 1,802,668 | $1.7M | 0.02% | ABS-MBS |
| 1214 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | 64829NAA2 | Feb 2023 | 1,851,288 | $1.7M | 0.02% | ABS-MBS |
| 1215 | BANK OF AMERICA CORPORATION | 06051GFC8 | Feb 2023 | 1,800,000 | $1.7M | 0.02% | DBT |
| 1216 | OHA CREDIT FUNDING LTD | 67098WAN1 | Feb 2023 | 1,730,000 | $1.7M | 0.02% | ABS-CBDO |
| 1217 | HPS LOAN MANAGEMENT LTD | 40440XAA9 | Feb 2023 | 1,730,000 | $1.7M | 0.02% | ABS-CBDO |
| 1218 | JPMORGAN CHASE & CO. | 46647PDF0 | Feb 2023 | 1,790,000 | $1.7M | 0.02% | DBT |
| 1219 | VERIZON COMMUNICATIONS INC. | 92343VGJ7 | Feb 2023 | 2,080,000 | $1.7M | 0.02% | DBT |
| 1220 | MERCEDES-BENZ AUTO RECEIVABLES TRUST | 58770AAC7 | Feb 2023 | 1,722,000 | $1.7M | 0.02% | ABS-MBS |
| 1221 | EDVESTINU PRIVATE EDUCATION LOAN TRUST | 28165AAA7 | Feb 2023 | 1,751,856 | $1.7M | 0.02% | ABS-MBS |
| 1222 | Coterra Energy Inc. | 127097AK9 | Feb 2023 | 1,840,000 | $1.7M | 0.02% | DBT |
| 1223 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80286XAE4 | Feb 2023 | 1,730,000 | $1.7M | 0.02% | ABS-MBS |
| 1224 | HUDSON YARDS MORTGAGE TRUST | 44421MAA8 | Feb 2023 | 1,995,000 | $1.7M | 0.02% | ABS-MBS |
| 1225 | DTE ENERGY COMPANY | 233331AW7 | Feb 2023 | 1,775,000 | $1.7M | 0.02% | DBT |
| 1226 | GSK CONSUMER HEALTHCARE CAPITAL US LLC | 36264FAK7 | Feb 2023 | 1,821,000 | $1.7M | 0.02% | DBT |
| 1227 | WarnerMedia Holdings, Inc. | 55903VAQ6 | Feb 2023 | 2,160,000 | $1.7M | 0.02% | DBT |
| 1228 | ONCOR ELECTRIC DELIVERY COMPANY LLC | 68233JBU7 | Feb 2023 | 1,950,000 | $1.7M | 0.02% | DBT |
| 1229 | BENCHMARK MORTGAGE TRUST | 08163PBG4 | Feb 2023 | 1,915,000 | $1.7M | 0.02% | ABS-MBS |
| 1230 | GENERAL DYNAMICS CORPORATION | 369550BH0 | Feb 2023 | 1,865,000 | $1.7M | 0.02% | DBT |
| 1231 | HYUNDAI AUTO LEASE SECURITIZATION TRUST | 448978AD8 | Feb 2023 | 1,715,000 | $1.7M | 0.02% | ABS-MBS |
| 1232 | Federal National Mortgage Association | 3140XJJV6 | Feb 2023 | 2,003,297 | $1.7M | 0.02% | DBT |
| 1233 | Freddie Mac | 3137H7QH9 | Feb 2023 | 1,971,000 | $1.7M | 0.02% | DBT |
| 1234 | TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA | 878091BG1 | Feb 2023 | 2,360,000 | $1.7M | 0.02% | DBT |
| 1235 | Government National Mortgage Association | 38383HAG4 | Feb 2023 | 2,080,684 | $1.7M | 0.02% | DBT |
| 1236 | Freddie Mac | 3137H62P9 | Feb 2023 | 1,945,936 | $1.7M | 0.02% | DBT |
| 1237 | CSMC TRUST | 22946DAA0 | Feb 2023 | 2,152,927 | $1.7M | 0.02% | ABS-MBS |
| 1238 | Freddie Mac | 3137H7M91 | Feb 2023 | 1,971,000 | $1.7M | 0.02% | DBT |
| 1239 | Government National Mortgage Association 2 | 36179TAL9 | Feb 2023 | 1,753,846 | $1.7M | 0.02% | DBT |
| 1240 | SABINE PASS LIQUEFACTION, LLC | 785592AJ5 | Feb 2023 | 1,680,000 | $1.7M | 0.02% | DBT |
| 1241 | Philip Morris International Inc. | 718172DB2 | Feb 2023 | 1,708,000 | $1.7M | 0.02% | DBT |
| 1242 | GLP Capital, L.P. | 361841AL3 | Feb 2023 | 1,775,000 | $1.7M | 0.02% | DBT |
| 1243 | THE GOLDMAN SACHS GROUP, INC. | 38141GYN8 | Feb 2023 | 2,105,000 | $1.7M | 0.02% | DBT |
| 1244 | PECO Energy Company | 693304AS6 | Feb 2023 | 1,985,000 | $1.7M | 0.02% | DBT |
| 1245 | BANK OF AMERICA CORPORATION | 06051GKD0 | Feb 2023 | 2,100,000 | $1.7M | 0.02% | DBT |
| 1246 | COMM MORTGAGE TRUST | 12595HAA6 | Feb 2023 | 1,780,000 | $1.7M | 0.02% | ABS-MBS |
| 1247 | Federal National Mortgage Association | 3140XHP68 | Feb 2023 | 1,845,109 | $1.7M | 0.02% | DBT |
| 1248 | Freddie Mac | 3133AXB27 | Feb 2023 | 1,891,648 | $1.7M | 0.02% | DBT |
| 1249 | HERTZ VEHICLE FINANCING III LLC | 42806MAJ8 | Feb 2023 | 1,805,000 | $1.7M | 0.02% | ABS-MBS |
| 1250 | TENCENT HOLDINGS LIMITED | 88032WBC9 | Feb 2023 | 2,320,000 | $1.7M | 0.02% | DBT |
| 1251 | ABN AMRO Bank N.V. | 00084DAW0 | Feb 2023 | 2,000,000 | $1.7M | 0.02% | DBT |
| 1252 | EOG RESOURCES, INC. | 26875PAT8 | Feb 2023 | 1,730,000 | $1.7M | 0.02% | DBT |
| 1253 | CHENIERE CORPUS CHRISTI HOLDINGS, LLC | 16412XAJ4 | Feb 2023 | 1,846,000 | $1.7M | 0.02% | DBT |
| 1254 | Philip Morris International Inc. | 718172CU1 | Feb 2023 | 1,672,000 | $1.7M | 0.02% | DBT |
| 1255 | WELLS FARGO & COMPANY | 95000U2G7 | Feb 2023 | 1,950,000 | $1.7M | 0.02% | DBT |
| 1256 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175CE2 | Feb 2023 | 2,570,000 | $1.7M | 0.02% | DBT |
| 1257 | T-MOBILE USA, INC. | 87264ACW3 | Feb 2023 | 1,690,000 | $1.7M | 0.02% | DBT |
| 1258 | Freddie Mac | 3132XCSA4 | Feb 2023 | 1,722,086 | $1.7M | 0.02% | DBT |
| 1259 | Federal National Mortgage Association | 3140KSZM2 | Feb 2023 | 1,962,355 | $1.7M | 0.02% | DBT |
| 1260 | AT&T INC. | 00206RMM1 | Feb 2023 | 2,160,000 | $1.7M | 0.02% | DBT |
| 1261 | HUDSON YARDS MORTGAGE TRUST | 44421GAA1 | Feb 2023 | 1,900,000 | $1.7M | 0.02% | ABS-MBS |
| 1262 | BANK OF AMERICA CORPORATION | 06051GHG7 | Feb 2023 | 1,780,000 | $1.7M | 0.02% | DBT |
| 1263 | CALI MORTGAGE TRUST | 129890AA7 | Feb 2023 | 1,905,000 | $1.7M | 0.02% | ABS-MBS |
| 1264 | Saudi Arabian Oil Company | 80414L2H7 | Feb 2023 | 1,810,000 | $1.6M | 0.02% | DBT |
| 1265 | Freddie Mac | 3133KQAE6 | Feb 2023 | 1,621,512 | $1.6M | 0.02% | DBT |
| 1266 | Federal National Mortgage Association | 3138M8J38 | Feb 2023 | 1,819,753 | $1.6M | 0.02% | DBT |
| 1267 | United States of America | 912810SE9 | Feb 2023 | 1,840,000 | $1.6M | 0.02% | DBT |
| 1268 | LUKOIL CAPITAL DESIGNATED ACTIVITY COMPANY | 549875AB8 | Feb 2023 | 2,270,000 | $1.6M | 0.02% | DBT |
| 1269 | SANTANDER UK GROUP HOLDINGS PLC | 80281LAQ8 | Feb 2023 | 1,885,000 | $1.6M | 0.02% | DBT |
| 1270 | JPMORGAN CHASE & CO. | 46647PCB0 | Feb 2023 | 1,860,000 | $1.6M | 0.02% | DBT |
| 1271 | Federal National Mortgage Association | 3138X3EH1 | Feb 2023 | 1,817,533 | $1.6M | 0.02% | DBT |
| 1272 | PACIFIC GAS AND ELECTRIC COMPANY | 694308HY6 | Feb 2023 | 2,406,000 | $1.6M | 0.02% | DBT |
| 1273 | MERCURY GENERAL CORPORATION | 589400AB6 | Feb 2023 | 1,720,000 | $1.6M | 0.02% | DBT |
| 1274 | MORGAN STANLEY | 61747YEG6 | Feb 2023 | 1,770,000 | $1.6M | 0.02% | DBT |
| 1275 | CSMC MORTGAGE BACKED TRUST | 12655VAC8 | Feb 2023 | 1,708,309 | $1.6M | 0.02% | ABS-MBS |
| 1276 | Federal National Mortgage Association | 3140XGUG2 | Feb 2023 | 1,780,385 | $1.6M | 0.02% | DBT |
| 1277 | Federal National Mortgage Association | 3140MSFJ9 | Feb 2023 | 1,636,372 | $1.6M | 0.02% | DBT |
| 1278 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST | 03065WAD7 | Feb 2023 | 1,661,000 | $1.6M | 0.02% | ABS-MBS |
| 1279 | ELLINGTON FINANCIAL MORTGAGE TRUST | 31572LAA4 | Feb 2023 | 2,035,811 | $1.6M | 0.02% | ABS-MBS |
| 1280 | NATIONAL AUSTRALIA BANK LIMITED | 632525BC4 | Feb 2023 | 1,618,000 | $1.6M | 0.02% | DBT |
| 1281 | COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE | 13645RBD5 | Feb 2023 | 1,754,000 | $1.6M | 0.02% | DBT |
| 1282 | RAYTHEON TECHNOLOGIES CORPORATION | 75513ECS8 | Feb 2023 | 1,626,000 | $1.6M | 0.02% | DBT |
| 1283 | BRIXMOR OPERATING PARTNERSHIP LP | 11120VAJ2 | Feb 2023 | 1,845,000 | $1.6M | 0.02% | DBT |
| 1284 | Coterra Energy Inc. | 127097AG8 | Feb 2023 | 1,740,000 | $1.6M | 0.02% | DBT |
| 1285 | CHASE AUTO CREDIT LINKED NOTES | 46591HCD0 | Feb 2023 | 1,719,092 | $1.6M | 0.02% | ABS-MBS |
| 1286 | CONSTELLATION INSURANCE, INC. | 67740QAH9 | Feb 2023 | 1,775,000 | $1.6M | 0.02% | DBT |
| 1287 | BANK | 06541MBN3 | Feb 2023 | 1,705,000 | $1.6M | 0.02% | ABS-MBS |
| 1288 | BRK: CITIGROUP | N/A | Feb 2023 | 5,610,000 | $1.6M | 0.02% | DIR |
| 1289 | Piedmont Natural Gas Company, Inc. | 720186AN5 | Feb 2023 | 2,000,000 | $1.6M | 0.02% | DBT |
| 1290 | ORACLE CORPORATION | 68389XCC7 | Feb 2023 | 1,820,000 | $1.6M | 0.02% | DBT |
| 1291 | SMALL BUSINESS INVESTMENT COMPANIES | 831641FT7 | Feb 2023 | 1,770,302 | $1.6M | 0.02% | ABS-MBS |
| 1292 | PENFED AUTO RECEIVABLES OWNER TRUST | 706874AC8 | Feb 2023 | 1,654,000 | $1.6M | 0.02% | ABS-MBS |
| 1293 | Federal National Mortgage Association | 3140HSNS6 | Feb 2023 | 1,665,000 | $1.6M | 0.02% | DBT |
| 1294 | United States of America | 912810TQ1 | Feb 2023 | 1,674,000 | $1.6M | 0.02% | DBT |
| 1295 | DC OFFICE TRUST | 23312BAA8 | Feb 2023 | 1,995,000 | $1.6M | 0.02% | ABS-MBS |
| 1296 | JPMORGAN CHASE & CO. | 46647PBL9 | Feb 2023 | 1,960,000 | $1.6M | 0.02% | DBT |
| 1297 | STORE CAPITAL CORPORATION | 862121AA8 | Feb 2023 | 1,817,000 | $1.6M | 0.02% | DBT |
| 1298 | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST | 14043KAK1 | Feb 2023 | 1,632,000 | $1.6M | 0.02% | ABS-MBS |
| 1299 | Mizuho Financial Group, Inc. | 60687YCR8 | Feb 2023 | 1,620,000 | $1.6M | 0.02% | DBT |
| 1300 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80285UAD3 | Feb 2023 | 1,642,000 | $1.6M | 0.02% | ABS-MBS |
| 1301 | CommonSpirit Health | 20268JAF0 | Feb 2023 | 1,930,000 | $1.6M | 0.02% | DBT |
| 1302 | AQUA FINANCE TRUST | 03842VAA5 | Feb 2023 | 1,821,084 | $1.6M | 0.02% | ABS-MBS |
| 1303 | ANTARES HOLDINGS LP | 03666HAE1 | Feb 2023 | 1,914,000 | $1.6M | 0.02% | DBT |
| 1304 | WORLD OMNI AUTO RECEIVABLE TRUST | 98163TAD5 | Feb 2023 | 1,665,000 | $1.6M | 0.02% | ABS-MBS |
| 1305 | EFS VOLUNTEER NO 3, LLC | 26845CAC1 | Feb 2023 | 1,627,597 | $1.6M | 0.02% | ABS-MBS |
| 1306 | DBJPM MORTGAGE TRUST | 23312LAU2 | Feb 2023 | 1,780,000 | $1.6M | 0.02% | ABS-MBS |
| 1307 | GLOBAL PAYMENTS INC. | 37940XAP7 | Feb 2023 | 1,666,000 | $1.6M | 0.02% | DBT |
| 1308 | NELNET PRIVATE EDUCATION LOAN TRUST | 64035GAB5 | Feb 2023 | 1,802,464 | $1.6M | 0.02% | ABS-MBS |
| 1309 | HCA INC. | 404119BV0 | Feb 2023 | 1,790,000 | $1.6M | 0.02% | DBT |
| 1310 | ROYALTY PHARMA PLC | 78081BAG8 | Feb 2023 | 1,650,000 | $1.6M | 0.02% | DBT |
| 1311 | CITIGROUP INC. | 172967MY4 | Feb 2023 | 2,000,000 | $1.6M | 0.02% | DBT |
| 1312 | Mitsubishi UFJ Financial Group, Inc. | 606822CS1 | Feb 2023 | 1,617,000 | $1.6M | 0.02% | DBT |
| 1313 | Federal National Mortgage Association | 3140XFTF8 | Feb 2023 | 1,883,217 | $1.6M | 0.02% | DBT |
| 1314 | SIMON PROPERTY GROUP, L.P. | 828807DF1 | Feb 2023 | 1,915,000 | $1.6M | 0.02% | DBT |
| 1315 | Federal National Mortgage Association | 3140XGWD7 | Feb 2023 | 1,841,359 | $1.6M | 0.02% | DBT |
| 1316 | MORGAN STANLEY | 61747YEH4 | Feb 2023 | 2,025,000 | $1.6M | 0.02% | DBT |
| 1317 | Federal National Mortgage Association | 3140X5TE3 | Feb 2023 | 1,714,049 | $1.6M | 0.02% | DBT |
| 1318 | Government National Mortgage Association 2 | 36179TZ65 | Feb 2023 | 1,629,469 | $1.6M | 0.02% | DBT |
| 1319 | GSK CONSUMER HEALTHCARE CAPITAL US LLC | 36264FAM3 | Feb 2023 | 1,833,000 | $1.6M | 0.02% | DBT |
| 1320 | Federal National Mortgage Association | 3140XFLU3 | Feb 2023 | 1,803,685 | $1.6M | 0.02% | DBT |
| 1321 | OWL ROCK CLO LTD | 691204AA9 | Feb 2023 | 1,620,000 | $1.6M | 0.02% | ABS-CBDO |
| 1322 | COMM MORTGAGE TRUST | 12593QBJ8 | Feb 2023 | 1,755,000 | $1.6M | 0.02% | ABS-MBS |
| 1323 | Freddie Mac | 3133KMZL2 | Feb 2023 | 1,696,294 | $1.6M | 0.02% | DBT |
| 1324 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80285UAD3 | Feb 2023 | 1,620,000 | $1.6M | 0.02% | ABS-MBS |
| 1325 | APPLE INC. | 037833DT4 | Feb 2023 | 1,720,000 | $1.6M | 0.02% | DBT |
| 1326 | CREDIT SUISSE AG (NEW YORK BRANCH) | 22550L2L4 | Feb 2023 | 1,570,000 | $1.6M | 0.02% | DBT |
| 1327 | BANK OF AMERICA CORPORATION | 06051GFU8 | Feb 2023 | 1,630,000 | $1.6M | 0.02% | DBT |
| 1328 | AMAZON.COM, INC. | 023135CB0 | Feb 2023 | 2,210,000 | $1.6M | 0.02% | DBT |
| 1329 | Federal National Mortgage Association | 3140QFTQ2 | Feb 2023 | 1,790,196 | $1.6M | 0.02% | DBT |
| 1330 | Freddie Mac | 3133B7FK9 | Feb 2023 | 1,858,007 | $1.6M | 0.02% | DBT |
| 1331 | ACCESS GROUP, INC. | 00432CDJ7 | Feb 2023 | 1,629,157 | $1.6M | 0.02% | ABS-MBS |
| 1332 | Federal National Mortgage Association | 3140QL3N4 | Feb 2023 | 1,678,815 | $1.6M | 0.02% | DBT |
| 1333 | Federal National Mortgage Association | 3140XJV83 | Feb 2023 | 1,745,149 | $1.6M | 0.02% | DBT |
| 1334 | COMCAST CORPORATION | 20030NEA5 | Feb 2023 | 1,556,000 | $1.6M | 0.02% | DBT |
| 1335 | DTE ELECTRIC COMPANY | 23338VAS5 | Feb 2023 | 1,577,000 | $1.6M | 0.02% | DBT |
| 1336 | Freddie Mac | 3133KYVK2 | Feb 2023 | 1,851,088 | $1.6M | 0.02% | DBT |
| 1337 | VERIZON COMMUNICATIONS INC. | 92343VGB4 | Feb 2023 | 2,185,000 | $1.6M | 0.02% | DBT |
| 1338 | VERIZON COMMUNICATIONS INC. | 92343VGN8 | Feb 2023 | 2,006,000 | $1.6M | 0.02% | DBT |
| 1339 | T-MOBILE USA, INC. | 87264ACT0 | Feb 2023 | 2,315,000 | $1.6M | 0.02% | DBT |
| 1340 | BANK OF AMERICA CORPORATION | 06051GKY4 | Feb 2023 | 1,637,000 | $1.6M | 0.02% | DBT |
| 1341 | FISERV, INC. | 337738BE7 | Feb 2023 | 1,577,000 | $1.6M | 0.02% | DBT |
| 1342 | Estados Unidos Mexicanos | 91087BAR1 | Feb 2023 | 1,932,000 | $1.6M | 0.02% | DBT |
| 1343 | Freddie Mac | 3128MJY61 | Feb 2023 | 1,752,445 | $1.6M | 0.02% | DBT |
| 1344 | UBS COMMERCIAL MORTGAGE TRUST | 90276XAZ8 | Feb 2023 | 1,750,000 | $1.6M | 0.02% | ABS-MBS |
| 1345 | ENTERGY ARKANSAS, LLC | 29366MAD0 | Feb 2023 | 1,580,000 | $1.6M | 0.02% | DBT |
| 1346 | Northrop Grumman Corporation | 666807CH3 | Feb 2023 | 1,630,000 | $1.6M | 0.02% | DBT |
| 1347 | COLT MORTGAGE LOAN TRUST | 19685EAA9 | Feb 2023 | 1,764,432 | $1.6M | 0.02% | ABS-MBS |
| 1348 | Federal National Mortgage Association | 31418DU67 | Feb 2023 | 1,841,341 | $1.6M | 0.02% | DBT |
| 1349 | ANHEUSER-BUSCH COMPANIES, LLC | 03522AAJ9 | Feb 2023 | 1,710,000 | $1.6M | 0.02% | DBT |
| 1350 | REGENCY CENTERS, L.P. | 75884RAZ6 | Feb 2023 | 1,862,000 | $1.6M | 0.02% | DBT |
| 1351 | MARSH & MCLENNAN COMPANIES, INC. | 571748BR2 | Feb 2023 | 1,510,000 | $1.6M | 0.02% | DBT |
| 1352 | ELI LILLY AND COMPANY | 532457CF3 | Feb 2023 | 1,575,000 | $1.6M | 0.02% | DBT |
| 1353 | Government National Mortgage Association 2 | 3617YM4G4 | Feb 2023 | 1,738,282 | $1.6M | 0.02% | DBT |
| 1354 | Freddie Mac | 3128MFRD2 | Feb 2023 | 1,627,885 | $1.6M | 0.02% | DBT |
| 1355 | Federal National Mortgage Association | 3140XJNQ2 | Feb 2023 | 1,724,671 | $1.6M | 0.02% | DBT |
| 1356 | Government National Mortgage Association 2 | 36179TAM7 | Feb 2023 | 1,592,181 | $1.6M | 0.02% | DBT |
| 1357 | RELIANCE INDUSTRIES LIMITED | 759470BD8 | Feb 2023 | 2,230,000 | $1.6M | 0.02% | DBT |
| 1358 | NVIDIA CORPORATION | 67066GAH7 | Feb 2023 | 2,010,000 | $1.6M | 0.02% | DBT |
| 1359 | SOUTHERN CALIFORNIA GAS COMPANY | 842434CU4 | Feb 2023 | 1,840,000 | $1.6M | 0.02% | DBT |
| 1360 | OCCIDENTAL PETROLEUM CORPORATION | 674599CR4 | Feb 2023 | 1,740,000 | $1.6M | 0.02% | DBT |
| 1361 | Duke Energy Carolinas, LLC | 26442CBK9 | Feb 2023 | 1,579,000 | $1.6M | 0.02% | DBT |
| 1362 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 95003MBS6 | Feb 2023 | 1,695,000 | $1.6M | 0.02% | ABS-MBS |
| 1363 | Federal National Mortgage Association | 3138MFHB6 | Feb 2023 | 1,716,291 | $1.6M | 0.02% | DBT |
| 1364 | RESIDENTIAL ASSET SECURITIES CORPORATION | 75406BAF4 | Feb 2023 | 1,578,849 | $1.6M | 0.02% | ABS-MBS |
| 1365 | JPMORGAN CHASE & CO. | 46647PCB0 | Feb 2023 | 1,753,000 | $1.6M | 0.02% | DBT |
| 1366 | LLOYDS BANKING GROUP PLC | 539439AQ2 | Feb 2023 | 1,710,000 | $1.6M | 0.02% | DBT |
| 1367 | TIME WARNER CABLE ENTERPRISES LLC | 88731EAJ9 | Feb 2023 | 1,380,000 | $1.5M | 0.02% | DBT |
| 1368 | DANONE SA | 23636TAD2 | Feb 2023 | 1,580,000 | $1.5M | 0.02% | DBT |
| 1369 | CVS HEALTH CORPORATION | 126650DU1 | Feb 2023 | 1,573,000 | $1.5M | 0.02% | DBT |
| 1370 | Freddie Mac | 3131XUP92 | Feb 2023 | 1,717,692 | $1.5M | 0.02% | DBT |
| 1371 | CITIGROUP INC. | 172967NN7 | Feb 2023 | 1,780,000 | $1.5M | 0.02% | DBT |
| 1372 | VERIZON COMMUNICATIONS INC. | 92343VGN8 | Feb 2023 | 1,968,000 | $1.5M | 0.02% | DBT |
| 1373 | WarnerMedia Holdings, Inc. | 55903VAJ2 | Feb 2023 | 1,730,000 | $1.5M | 0.02% | DBT |
| 1374 | LOWE'S COMPANIES, INC. | 548661DV6 | Feb 2023 | 1,690,000 | $1.5M | 0.02% | DBT |
| 1375 | Federal National Mortgage Association | 3140XCQ76 | Feb 2023 | 1,725,031 | $1.5M | 0.02% | DBT |
| 1376 | Federal National Mortgage Association | 31418DPB2 | Feb 2023 | 1,707,015 | $1.5M | 0.02% | DBT |
| 1377 | CVS HEALTH CORPORATION | 126650DT4 | Feb 2023 | 1,573,000 | $1.5M | 0.02% | DBT |
| 1378 | Freddie Mac | 3137H6SL0 | Feb 2023 | 1,722,088 | $1.5M | 0.02% | DBT |
| 1379 | T-MOBILE USA, INC. | 87264ACZ6 | Feb 2023 | 1,572,000 | $1.5M | 0.02% | DBT |
| 1380 | Federal National Mortgage Association | 3140XGDV8 | Feb 2023 | 1,882,038 | $1.5M | 0.02% | DBT |
| 1381 | ENTERPRISE PRODUCTS OPERATING LLC | 29379VBX0 | Feb 2023 | 1,800,000 | $1.5M | 0.02% | DBT |
| 1382 | Federal National Mortgage Association | 3140LHNE6 | Feb 2023 | 1,600,000 | $1.5M | 0.02% | DBT |
| 1383 | LIFE STORAGE LP | 53227JAD6 | Feb 2023 | 1,945,000 | $1.5M | 0.02% | DBT |
| 1384 | BANK OF AMERICA CORPORATION | 06051GFM6 | Feb 2023 | 1,580,000 | $1.5M | 0.02% | DBT |
| 1385 | THE GOLDMAN SACHS GROUP, INC. | 38141GYM0 | Feb 2023 | 1,754,000 | $1.5M | 0.02% | DBT |
| 1386 | Federal National Mortgage Association | 3140QRDB6 | Feb 2023 | 1,483,916 | $1.5M | 0.02% | DBT |
| 1387 | J.P. MORGAN MORTGAGE TRUST | 46654KAC1 | Feb 2023 | 1,901,430 | $1.5M | 0.02% | ABS-MBS |
| 1388 | Federal National Mortgage Association | 3140XHFN2 | Feb 2023 | 1,808,071 | $1.5M | 0.02% | DBT |
| 1389 | BERRY GLOBAL, INC. | 08576PAF8 | Feb 2023 | 1,785,000 | $1.5M | 0.02% | DBT |
| 1390 | VALE OVERSEAS LIMITED | 91911TAH6 | Feb 2023 | 1,495,000 | $1.5M | 0.02% | DBT |
| 1391 | Cooperatieve Rabobank U.A. | 21684AAC0 | Feb 2023 | 1,580,000 | $1.5M | 0.02% | DBT |
| 1392 | SOUTHWESTERN PUBLIC SERVICE COMPANY | 845743BT9 | Feb 2023 | 2,000,000 | $1.5M | 0.02% | DBT |
| 1393 | JPMORGAN CHASE & CO. | 46647PCP9 | Feb 2023 | 1,762,000 | $1.5M | 0.02% | DBT |
| 1394 | BPCE SA | 05578QAB9 | Feb 2023 | 1,550,000 | $1.5M | 0.02% | DBT |
| 1395 | Federal National Mortgage Association | 3140L6ML5 | Feb 2023 | 1,969,250 | $1.5M | 0.02% | DBT |
| 1396 | ALIMENTATION COUCHE-TARD INC. | 01626PAH9 | Feb 2023 | 1,645,000 | $1.5M | 0.02% | DBT |
| 1397 | Federal National Mortgage Association | 3140XCXQ6 | Feb 2023 | 1,781,781 | $1.5M | 0.02% | DBT |
| 1398 | Government National Mortgage Association | 38375BGS5 | Feb 2023 | 1,537,120 | $1.5M | 0.02% | DBT |
| 1399 | Federal National Mortgage Association | 3140XGBS7 | Feb 2023 | 1,713,123 | $1.5M | 0.02% | DBT |
| 1400 | THE WILLIAMS COMPANIES, INC. | 969457BM1 | Feb 2023 | 1,284,000 | $1.5M | 0.02% | DBT |
| 1401 | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST | 02582JJT8 | Feb 2023 | 1,580,000 | $1.5M | 0.02% | ABS-MBS |
| 1402 | METROPOLITAN LIFE GLOBAL FUNDING I | 59217GEH8 | Feb 2023 | 1,540,000 | $1.5M | 0.02% | DBT |
| 1403 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST | 46593EAA3 | Feb 2023 | 1,550,000 | $1.5M | 0.02% | ABS-MBS |
| 1404 | EQUS MORTGAGE TRUST | 29478JAG5 | Feb 2023 | 1,559,969 | $1.5M | 0.02% | ABS-MBS |
| 1405 | Federal National Mortgage Association | 3136B4B64 | Feb 2023 | 1,668,183 | $1.5M | 0.02% | DBT |
| 1406 | NELNET STUDENT LOAN CORPORATION | 64034EAA3 | Feb 2023 | 1,655,057 | $1.5M | 0.02% | ABS-MBS |
| 1407 | Federal National Mortgage Association | 3140MX6C3 | Feb 2023 | 1,587,025 | $1.5M | 0.02% | DBT |
| 1408 | WELLS FARGO & COMPANY | 949746SH5 | Feb 2023 | 1,640,000 | $1.5M | 0.02% | DBT |
| 1409 | GILEAD SCIENCES, INC. | 375558AW3 | Feb 2023 | 1,540,000 | $1.5M | 0.02% | DBT |
| 1410 | Freddie Mac | 3132DNTN3 | Feb 2023 | 1,695,707 | $1.5M | 0.02% | DBT |
| 1411 | EXXON MOBIL CORPORATION | 30231GBM3 | Feb 2023 | 1,982,000 | $1.5M | 0.02% | DBT |
| 1412 | TARGA RESOURCES PARTNERS LP | 87612BBS0 | Feb 2023 | 1,662,000 | $1.5M | 0.02% | DBT |
| 1413 | HCA INC. | 404119CG2 | Feb 2023 | 1,918,000 | $1.5M | 0.02% | DBT |
| 1414 | T-MOBILE USA, INC. | 87264ABR5 | Feb 2023 | 1,654,000 | $1.5M | 0.02% | DBT |
| 1415 | TARGA RESOURCES CORP. | 87612KAA0 | Feb 2023 | 1,530,000 | $1.5M | 0.02% | DBT |
| 1416 | AVIS BUDGET RENTAL CAR FUNDING | 05377RFP4 | Feb 2023 | 1,550,000 | $1.5M | 0.02% | ABS-MBS |
| 1417 | DUKE ENERGY FLORIDA, LLC | 26444HAC5 | Feb 2023 | 1,600,000 | $1.5M | 0.02% | DBT |
| 1418 | BRK: CITIGROUP | N/A | Feb 2023 | 4,780,000 | $1.5M | 0.02% | DIR |
| 1419 | Federal National Mortgage Association | 3140K9LA5 | Feb 2023 | 1,635,924 | $1.5M | 0.02% | DBT |
| 1420 | SES GLOBAL AMERICAS HOLDINGS GP | 78413KAB8 | Feb 2023 | 2,000,000 | $1.5M | 0.02% | DBT |
| 1421 | Freddie Mac | 3132DVLK9 | Feb 2023 | 1,759,504 | $1.5M | 0.02% | DBT |
| 1422 | Federal National Mortgage Association | 3140XCMJ4 | Feb 2023 | 1,716,660 | $1.5M | 0.02% | DBT |
| 1423 | PROGRESS RESIDENTIAL MASTER TRUST | 74333XAA8 | Feb 2023 | 1,761,097 | $1.5M | 0.02% | ABS-MBS |
| 1424 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST | 46590TAK1 | Feb 2023 | 1,740,000 | $1.5M | 0.02% | ABS-MBS |
| 1425 | Federal National Mortgage Association | 31395QDZ0 | Feb 2023 | 1,613,709 | $1.5M | 0.02% | DBT |
| 1426 | AT&T INC. | 00206RMN9 | Feb 2023 | 2,132,000 | $1.5M | 0.02% | DBT |
| 1427 | LA BANQUE TORONTO-DOMINION | 89115A2E1 | Feb 2023 | 1,590,000 | $1.5M | 0.02% | DBT |
| 1428 | ENTERPRISE PRODUCTS OPERATING LLC | 29379VBT9 | Feb 2023 | 1,580,000 | $1.5M | 0.02% | DBT |
| 1429 | CVP CLO LTD | 12662CAA5 | Feb 2023 | 1,500,000 | $1.5M | 0.02% | ABS-CBDO |
| 1430 | ENTERGY TEXAS, INC. | 29365TAF1 | Feb 2023 | 1,625,000 | $1.5M | 0.02% | DBT |
| 1431 | GLENCORE FUNDING LLC | 378272AN8 | Feb 2023 | 1,570,000 | $1.5M | 0.02% | DBT |
| 1432 | Freddie Mac | 3128HXMV4 | Feb 2023 | 1,649,905 | $1.5M | 0.02% | DBT |
| 1433 | CITIGROUP INC. | 172967EW7 | Feb 2023 | 1,175,000 | $1.5M | 0.02% | DBT |
| 1434 | OCCIDENTAL PETROLEUM CORPORATION | 674599DB8 | Feb 2023 | 1,473,000 | $1.5M | 0.02% | DBT |
| 1435 | TOWD POINT MORTGAGE TRUST | 89178UAL6 | Feb 2023 | 1,592,898 | $1.5M | 0.02% | ABS-MBS |
| 1436 | THE HOME DEPOT, INC. | 437076CT7 | Feb 2023 | 1,548,000 | $1.5M | 0.02% | DBT |
| 1437 | ESSEX PORTFOLIO, L.P. | 29717PAY3 | Feb 2023 | 1,779,000 | $1.5M | 0.02% | DBT |
| 1438 | U.S. BANCORP | 91159HHZ6 | Feb 2023 | 1,610,000 | $1.5M | 0.02% | DBT |
| 1439 | Federal National Mortgage Association | 31418MZ39 | Feb 2023 | 1,455,653 | $1.5M | 0.02% | DBT |
| 1440 | Federal National Mortgage Association | 3138EQ6N7 | Feb 2023 | 1,511,773 | $1.5M | 0.02% | DBT |
| 1441 | Federal National Mortgage Association | 3140XFNU1 | Feb 2023 | 1,671,216 | $1.5M | 0.02% | DBT |
| 1442 | COMM MORTGAGE TRUST | 12591QAQ5 | Feb 2023 | 1,530,000 | $1.5M | 0.02% | ABS-MBS |
| 1443 | Federal National Mortgage Association | 31418CEF7 | Feb 2023 | 1,643,970 | $1.5M | 0.02% | DBT |
| 1444 | AVIS BUDGET RENTAL CAR FUNDING | 05377RDQ4 | Feb 2023 | 1,574,000 | $1.5M | 0.02% | ABS-MBS |
| 1445 | COMCAST CORPORATION | 20030NEB3 | Feb 2023 | 1,440,000 | $1.5M | 0.02% | DBT |
| 1446 | CATSKILL PARK CLO LTD | 149420AE1 | Feb 2023 | 1,500,000 | $1.5M | 0.02% | ABS-CBDO |
| 1447 | JPMORGAN CHASE & CO. | 46647PBT2 | Feb 2023 | 1,670,000 | $1.5M | 0.02% | DBT |
| 1448 | GOLUB CAPITAL PARTNERS CLO LTD | 38172HAA2 | Feb 2023 | 1,500,000 | $1.5M | 0.02% | ABS-CBDO |
| 1449 | Government National Mortgage Association | 38383PHZ7 | Feb 2023 | 1,721,584 | $1.5M | 0.02% | DBT |
| 1450 | SABINE PASS LIQUEFACTION, LLC | 785592AX4 | Feb 2023 | 1,575,000 | $1.5M | 0.02% | DBT |
| 1451 | Federal National Mortgage Association | 3140M4X86 | Feb 2023 | 1,617,348 | $1.5M | 0.02% | DBT |
| 1452 | ORACLE CORPORATION | 68389XCQ6 | Feb 2023 | 1,610,000 | $1.5M | 0.02% | DBT |
| 1453 | Government National Mortgage Association 2 | 36179SSQ1 | Feb 2023 | 1,580,309 | $1.5M | 0.02% | DBT |
| 1454 | TARGET CORPORATION | 87612EBR6 | Feb 2023 | 1,575,000 | $1.5M | 0.02% | DBT |
| 1455 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175BX1 | Feb 2023 | 2,000,000 | $1.5M | 0.02% | DBT |
| 1456 | EXXON MOBIL CORPORATION | 30231GBH4 | Feb 2023 | 1,530,000 | $1.5M | 0.02% | DBT |
| 1457 | Freddie Mac | 3132H7CN2 | Feb 2023 | 1,480,237 | $1.5M | 0.02% | DBT |
| 1458 | JPMORGAN CHASE & CO. | 46625HJX9 | Feb 2023 | 1,490,000 | $1.5M | 0.02% | DBT |
| 1459 | PORT AUTH N Y & N J | 73358WJA3 | Feb 2023 | 1,600,000 | $1.5M | 0.02% | DBT |
| 1460 | SOUTHERN COMPANY GAS CAPITAL CORPORATION | 001192AM5 | Feb 2023 | 1,550,000 | $1.5M | 0.02% | DBT |
| 1461 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST | 46639NAQ4 | Feb 2023 | 1,461,558 | $1.5M | 0.02% | ABS-MBS |
| 1462 | Federal National Mortgage Association | 3136B1FM1 | Feb 2023 | 1,567,659 | $1.5M | 0.02% | DBT |
| 1463 | LEVEL 3 FINANCING, INC. | 527298BQ5 | Feb 2023 | 1,918,000 | $1.5M | 0.02% | DBT |
| 1464 | ENTERPRISE FLEET FINANCING LLC | 29375CAC3 | Feb 2023 | 1,451,000 | $1.5M | 0.02% | ABS-MBS |
| 1465 | HONDA AUTO RECEIVABLES OWNER TRUST | 43815PAC3 | Feb 2023 | 1,490,000 | $1.5M | 0.02% | ABS-MBS |
| 1466 | SOFI PROFESSIONAL LOAN PROGRAM | 83405NAA4 | Feb 2023 | 1,765,696 | $1.5M | 0.02% | ABS-MBS |
| 1467 | HUMANA INC. | 444859BT8 | Feb 2023 | 1,600,000 | $1.5M | 0.02% | DBT |
| 1468 | Federal National Mortgage Association | 3140XGW54 | Feb 2023 | 1,580,372 | $1.5M | 0.02% | DBT |
| 1469 | TAKE-TWO INTERACTIVE SOFTWARE, INC. | 874054AH2 | Feb 2023 | 1,625,000 | $1.4M | 0.02% | DBT |
| 1470 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63941LAB9 | Feb 2023 | 1,531,504 | $1.4M | 0.02% | ABS-MBS |
| 1471 | Federal National Mortgage Association | 3140Q9MW0 | Feb 2023 | 1,468,085 | $1.4M | 0.02% | DBT |
| 1472 | CEDAR FUNDING LTD | 15032AAY3 | Feb 2023 | 1,580,000 | $1.4M | 0.02% | ABS-CBDO |
| 1473 | BAYER US FINANCE II LLC | 07274NAJ2 | Feb 2023 | 1,490,000 | $1.4M | 0.02% | DBT |
| 1474 | Government National Mortgage Association | 38383LDU1 | Feb 2023 | 1,678,689 | $1.4M | 0.02% | DBT |
| 1475 | NATWEST GROUP PLC | 639057AC2 | Feb 2023 | 1,640,000 | $1.4M | 0.02% | DBT |
| 1476 | Kraft Heinz Foods Company | 50076QAE6 | Feb 2023 | 1,585,000 | $1.4M | 0.02% | DBT |
| 1477 | WELLS FARGO & COMPANY | 95000U3B7 | Feb 2023 | 1,505,000 | $1.4M | 0.02% | DBT |
| 1478 | EMERSON ELECTRIC CO. | 291011BS2 | Feb 2023 | 2,230,000 | $1.4M | 0.02% | DBT |
| 1479 | THE GOLDMAN SACHS GROUP, INC. | 38141GFD1 | Feb 2023 | 1,349,000 | $1.4M | 0.02% | DBT |
| 1480 | BNP PARIBAS SA | 09659W2G8 | Feb 2023 | 1,450,000 | $1.4M | 0.02% | DBT |
| 1481 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 29426VAD8 | Feb 2023 | 1,489,000 | $1.4M | 0.02% | ABS-MBS |
| 1482 | ARI FLEET LEASE TRUST | 00217QAB7 | Feb 2023 | 1,459,442 | $1.4M | 0.02% | ABS-MBS |
| 1483 | Petroleos Mexicanos | 71654QCC4 | Feb 2023 | 2,202,000 | $1.4M | 0.02% | DBT |
| 1484 | Government National Mortgage Association 2 | 3622ABP55 | Feb 2023 | 1,597,381 | $1.4M | 0.02% | DBT |
| 1485 | SMB PRIVATE EDUCATION LOAN TRUST | 78449YAA8 | Feb 2023 | 1,609,152 | $1.4M | 0.02% | ABS-MBS |
| 1486 | THE HOME DEPOT, INC. | 437076CS9 | Feb 2023 | 1,484,000 | $1.4M | 0.02% | DBT |
| 1487 | Federal National Mortgage Association | 3140Q8N84 | Feb 2023 | 1,497,024 | $1.4M | 0.02% | DBT |
| 1488 | Freddie Mac | 3133B0UF8 | Feb 2023 | 1,565,455 | $1.4M | 0.02% | DBT |
| 1489 | NORTH TEX TWY AUTH REV | 66285WFB7 | Feb 2023 | 1,154,000 | $1.4M | 0.02% | DBT |
| 1490 | BANK OF AMERICA CORPORATION | 06051GJB6 | Feb 2023 | 1,730,000 | $1.4M | 0.02% | DBT |
| 1491 | TOWD POINT MORTGAGE TRUST | 89173UAF4 | Feb 2023 | 1,860,000 | $1.4M | 0.02% | ABS-MBS |
| 1492 | CLARK CNTY NEV ARPT REV | 18085PMT8 | Feb 2023 | 1,170,000 | $1.4M | 0.02% | DBT |
| 1493 | LAS VEGAS SANDS CORP. | 517834AG2 | Feb 2023 | 1,480,000 | $1.4M | 0.02% | DBT |
| 1494 | BAYER US FINANCE LLC | 07274EAG8 | Feb 2023 | 1,475,000 | $1.4M | 0.02% | DBT |
| 1495 | VERIZON MASTER TRUST | 92348KAH6 | Feb 2023 | 1,524,000 | $1.4M | 0.02% | ABS-MBS |
| 1496 | GALAXY CLO, LTD | 36321JAC8 | Feb 2023 | 1,435,000 | $1.4M | 0.02% | ABS-CBDO |
| 1497 | Federal National Mortgage Association | 3136BMN38 | Feb 2023 | 1,615,055 | $1.4M | 0.02% | DBT |
| 1498 | Freddie Mac | 3133KYWE5 | Feb 2023 | 1,675,716 | $1.4M | 0.02% | DBT |
| 1499 | RESOLUTION FUNDING CORPORATION | 76116EGR5 | Feb 2023 | 1,930,000 | $1.4M | 0.02% | DBT |
| 1500 | JPMORGAN CHASE & CO. | 46647PDH6 | Feb 2023 | 1,482,000 | $1.4M | 0.02% | DBT |
| 1501 | Federal National Mortgage Association | 3138EMWM9 | Feb 2023 | 1,429,340 | $1.4M | 0.02% | DBT |
| 1502 | ABBOTT LABORATORIES | 002824BQ2 | Feb 2023 | 1,772,000 | $1.4M | 0.02% | DBT |
| 1503 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | 64830WAD3 | Feb 2023 | 1,555,793 | $1.4M | 0.02% | ABS-MBS |
| 1504 | Federal National Mortgage Association | 3140LGY55 | Feb 2023 | 1,500,000 | $1.4M | 0.02% | DBT |
| 1505 | LA BANQUE TORONTO-DOMINION | 89114QCG1 | Feb 2023 | 1,430,000 | $1.4M | 0.02% | DBT |
| 1506 | WEC ENERGY GROUP, INC. | 92939UAF3 | Feb 2023 | 1,480,000 | $1.4M | 0.02% | DBT |
| 1507 | DEVON ENERGY CORPORATION | 25179MAV5 | Feb 2023 | 1,400,000 | $1.4M | 0.02% | DBT |
| 1508 | Federal National Mortgage Association | 3140QNLM2 | Feb 2023 | 1,661,437 | $1.4M | 0.02% | DBT |
| 1509 | BMW VEHICLE LEASE TRUST | 05593AAC3 | Feb 2023 | 1,408,000 | $1.4M | 0.02% | ABS-MBS |
| 1510 | HOTWIRE FUNDING LLC | 44148JAA7 | Feb 2023 | 1,625,000 | $1.4M | 0.02% | ABS-MBS |
| 1511 | UBS Group AG | 90352JAC7 | Feb 2023 | 1,490,000 | $1.4M | 0.02% | DBT |
| 1512 | METLIFE, INC. | 59156RAP3 | Feb 2023 | 1,400,000 | $1.4M | 0.02% | DBT |
| 1513 | Freddie Mac | 3133KPU55 | Feb 2023 | 1,402,923 | $1.4M | 0.02% | DBT |
| 1514 | BRK: CITIGROUP | N/A | Feb 2023 | 10,958,000 | $1.4M | 0.02% | DIR |
| 1515 | MICROSOFT CORPORATION | 594918BS2 | Feb 2023 | 1,598,000 | $1.4M | 0.02% | DBT |
| 1516 | F&G GLOBAL FUNDING | 30321L2A9 | Feb 2023 | 1,580,000 | $1.4M | 0.02% | DBT |
| 1517 | BARINGS CLO LTD | 06760EAA4 | Feb 2023 | 1,400,743 | $1.4M | 0.02% | ABS-CBDO |
| 1518 | AMERICAN EXPRESS COMPANY | 025816CY3 | Feb 2023 | 1,440,000 | $1.4M | 0.02% | DBT |
| 1519 | ANHEUSER-BUSCH COMPANIES, LLC | 03522AAG5 | Feb 2023 | 1,458,000 | $1.4M | 0.02% | DBT |
| 1520 | MIDAMERICAN ENERGY COMPANY | 595620AL9 | Feb 2023 | 1,500,000 | $1.4M | 0.02% | DBT |
| 1521 | CAMERON LNG, LLC | 133434AB6 | Feb 2023 | 1,670,000 | $1.4M | 0.02% | DBT |
| 1522 | COLT MORTGAGE LOAN TRUST | 19688GAA1 | Feb 2023 | 1,727,405 | $1.4M | 0.02% | ABS-MBS |
| 1523 | DEVON ENERGY CORPORATION | 25179MAU7 | Feb 2023 | 1,640,000 | $1.4M | 0.02% | DBT |
| 1524 | GLP Capital, L.P. | 361841AP4 | Feb 2023 | 1,584,000 | $1.4M | 0.02% | DBT |
| 1525 | Estados Unidos Mexicanos | 91087BAS9 | Feb 2023 | 1,832,000 | $1.4M | 0.02% | DBT |
| 1526 | GLENCORE FUNDING LLC | 378272BG2 | Feb 2023 | 1,739,000 | $1.4M | 0.02% | DBT |
| 1527 | EQUATE Petrochemical B.V. | 29441WAC9 | Feb 2023 | 1,440,000 | $1.4M | 0.02% | DBT |
| 1528 | JPMORGAN CHASE & CO. | 46647PBE5 | Feb 2023 | 1,640,000 | $1.4M | 0.02% | DBT |
| 1529 | Federal National Mortgage Association | 3140X65U1 | Feb 2023 | 1,521,921 | $1.4M | 0.02% | DBT |
| 1530 | VERIZON COMMUNICATIONS INC. | 92343VBG8 | Feb 2023 | 1,750,000 | $1.4M | 0.02% | DBT |
| 1531 | THE GOLDMAN SACHS GROUP, INC. | 38141GGM0 | Feb 2023 | 1,290,000 | $1.4M | 0.02% | DBT |
| 1532 | Federal National Mortgage Association | 3140XGGA1 | Feb 2023 | 1,504,777 | $1.4M | 0.02% | DBT |
| 1533 | WarnerMedia Holdings, Inc. | 55903VAS2 | Feb 2023 | 1,767,000 | $1.4M | 0.02% | DBT |
| 1534 | Federal National Mortgage Association | 31418AWX2 | Feb 2023 | 1,484,986 | $1.4M | 0.02% | DBT |
| 1535 | Freddie Mac | 3137H7ZB2 | Feb 2023 | 1,557,000 | $1.4M | 0.02% | DBT |
| 1536 | Freddie Mac | 3133AQPP6 | Feb 2023 | 1,600,762 | $1.4M | 0.02% | DBT |
| 1537 | CITIGROUP INC. | 172967HB0 | Feb 2023 | 1,370,000 | $1.4M | 0.02% | DBT |
| 1538 | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST | 02582JJV3 | Feb 2023 | 1,413,000 | $1.4M | 0.02% | ABS-MBS |
| 1539 | MORGAN STANLEY | 61747YEC5 | Feb 2023 | 1,570,000 | $1.4M | 0.02% | DBT |
| 1540 | UBS AG LONDON BRANCH | 902674XN5 | Feb 2023 | 1,540,000 | $1.4M | 0.02% | DBT |
| 1541 | Joint Stock Company National Company KazMunayGas | 48667QAQ8 | Feb 2023 | 1,520,000 | $1.4M | 0.02% | DBT |
| 1542 | Freddie Mac | 3133B0SU8 | Feb 2023 | 1,454,975 | $1.4M | 0.02% | DBT |
| 1543 | ROCHE HOLDINGS, INC. | 771196BY7 | Feb 2023 | 2,080,000 | $1.4M | 0.02% | DBT |
| 1544 | Federal National Mortgage Association | 3136BNX43 | Feb 2023 | 1,579,000 | $1.4M | 0.02% | DBT |
| 1545 | ROHM AND HAAS COMPANY | 775371AU1 | Feb 2023 | 1,230,000 | $1.4M | 0.02% | DBT |
| 1546 | STARWOOD MORTGAGE RESIDENTIAL TRUST | 85573PAA0 | Feb 2023 | 1,639,702 | $1.4M | 0.02% | ABS-MBS |
| 1547 | MF1 LTD | 55285BAA3 | Feb 2023 | 1,365,000 | $1.4M | 0.02% | ABS-CBDO |
| 1548 | Freddie Mac | 31288QRD4 | Feb 2023 | 1,333,709 | $1.4M | 0.02% | DBT |
| 1549 | WELLS FARGO & COMPANY | 95000U2D4 | Feb 2023 | 1,450,000 | $1.4M | 0.02% | DBT |
| 1550 | MERCEDES-BENZ AUTO RECEIVABLES TRUST | 58770AAD5 | Feb 2023 | 1,394,000 | $1.4M | 0.02% | ABS-MBS |
| 1551 | AerCap Ireland Capital Designated Activity Company | 00774MAW5 | Feb 2023 | 1,590,000 | $1.4M | 0.02% | DBT |
| 1552 | Federal National Mortgage Association | 3140XDED4 | Feb 2023 | 1,511,089 | $1.4M | 0.02% | DBT |
| 1553 | Nordea Bank Abp | 65557CBE2 | Feb 2023 | 1,370,000 | $1.4M | 0.02% | DBT |
| 1554 | ORACLE CORPORATION | 68389XBX2 | Feb 2023 | 2,000,000 | $1.4M | 0.02% | DBT |
| 1555 | Federal National Mortgage Association | 3140FXKV3 | Feb 2023 | 1,498,933 | $1.4M | 0.02% | DBT |
| 1556 | ORACLE CORPORATION | 68389XBW4 | Feb 2023 | 1,834,000 | $1.4M | 0.02% | DBT |
| 1557 | Freddie Mac | 3142BNJM7 | Feb 2023 | 1,423,706 | $1.4M | 0.02% | DBT |
| 1558 | AGL CLO LTD | 00119VAN9 | Feb 2023 | 1,360,000 | $1.3M | 0.02% | ABS-CBDO |
| 1559 | CITIGROUP INC. | 172967MF5 | Feb 2023 | 1,385,000 | $1.3M | 0.02% | DBT |
| 1560 | ENERGY TRANSFER LP | 29273RBF5 | Feb 2023 | 1,604,000 | $1.3M | 0.02% | DBT |
| 1561 | Federal National Mortgage Association | 3140M84E6 | Feb 2023 | 1,526,821 | $1.3M | 0.02% | DBT |
| 1562 | Federal National Mortgage Association | 3140FMR81 | Feb 2023 | 1,494,952 | $1.3M | 0.02% | DBT |
| 1563 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST | 46644UBA5 | Feb 2023 | 1,410,000 | $1.3M | 0.02% | ABS-MBS |
| 1564 | NAVIENT STUDENT LOAN TRUST | 63940HAC7 | Feb 2023 | 1,346,589 | $1.3M | 0.02% | ABS-MBS |
| 1565 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63940UAB0 | Feb 2023 | 1,404,113 | $1.3M | 0.02% | ABS-MBS |
| 1566 | AT&T INC. | 00206RKG6 | Feb 2023 | 1,580,000 | $1.3M | 0.02% | DBT |
| 1567 | BNP PARIBAS SA | 09659W2F0 | Feb 2023 | 1,420,000 | $1.3M | 0.02% | DBT |
| 1568 | COX COMMUNICATIONS, INC. | 224044CN5 | Feb 2023 | 1,660,000 | $1.3M | 0.02% | DBT |
| 1569 | CSMC COMMERCIAL MORTGAGE TRUST | 12594PAV3 | Feb 2023 | 1,425,000 | $1.3M | 0.02% | ABS-MBS |
| 1570 | VERUS SECURITIZATION TRUST | 92538GAA0 | Feb 2023 | 1,573,570 | $1.3M | 0.02% | ABS-MBS |
| 1571 | JGWPT LLC | 46618AAA2 | Feb 2023 | 1,530,606 | $1.3M | 0.02% | ABS-MBS |
| 1572 | United States of America | 91282CFV8 | Feb 2023 | 1,318,000 | $1.3M | 0.02% | SN |
| 1573 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80287FAC6 | Feb 2023 | 1,329,000 | $1.3M | 0.02% | ABS-MBS |
| 1574 | Appalachian Power Company | 037735CV7 | Feb 2023 | 1,600,000 | $1.3M | 0.02% | DBT |
| 1575 | Government National Mortgage Association | 38382NJU2 | Feb 2023 | 1,370,888 | $1.3M | 0.02% | DBT |
| 1576 | T-MOBILE USA, INC. | 87264AAZ8 | Feb 2023 | 1,610,000 | $1.3M | 0.02% | DBT |
| 1577 | Freddie Mac | 3132WJUU3 | Feb 2023 | 1,482,142 | $1.3M | 0.02% | DBT |
| 1578 | JPMORGAN CHASE & CO. | 46647PCW4 | Feb 2023 | 1,470,000 | $1.3M | 0.02% | DBT |
| 1579 | Republica del Peru | 715638DW9 | Feb 2023 | 2,060,000 | $1.3M | 0.02% | DBT |
| 1580 | THE BANK OF NOVA SCOTIA | 064159VJ2 | Feb 2023 | 1,385,000 | $1.3M | 0.02% | DBT |
| 1581 | CAMERON LNG, LLC | 133434AA8 | Feb 2023 | 1,530,000 | $1.3M | 0.02% | DBT |
| 1582 | VMWARE, INC. | 928563AF2 | Feb 2023 | 1,418,000 | $1.3M | 0.02% | DBT |
| 1583 | BON SECOURS MERCY HEALTH, INC. | 09778PAA3 | Feb 2023 | 1,480,000 | $1.3M | 0.02% | DBT |
| 1584 | PAWNEE EQUIPMENT RECEIVABLES LLC | 704100AB2 | Feb 2023 | 1,384,816 | $1.3M | 0.02% | ABS-MBS |
| 1585 | Freddie Mac | 3133AWFS8 | Feb 2023 | 1,503,909 | $1.3M | 0.02% | DBT |
| 1586 | HYUNDAI CAPITAL AMERICA | 44891ABS5 | Feb 2023 | 1,494,000 | $1.3M | 0.02% | DBT |
| 1587 | Freddie Mac | 3132WKLT3 | Feb 2023 | 1,471,401 | $1.3M | 0.02% | DBT |
| 1588 | ENERGY TRANSFER LP | 29279FAA7 | Feb 2023 | 1,390,000 | $1.3M | 0.02% | DBT |
| 1589 | AVOLON HOLDINGS FUNDING LIMITED | 05401AAH4 | Feb 2023 | 1,420,000 | $1.3M | 0.02% | DBT |
| 1590 | AIR LEASE CORPORATION | 00914AAT9 | Feb 2023 | 1,325,000 | $1.3M | 0.02% | DBT |
| 1591 | CITIGROUP INC. | 172967KA8 | Feb 2023 | 1,380,000 | $1.3M | 0.02% | DBT |
| 1592 | Federal National Mortgage Association | 3138EREY2 | Feb 2023 | 1,311,673 | $1.3M | 0.02% | DBT |
| 1593 | SMB PRIVATE EDUCATION LOAN TRUST | 78450MAA0 | Feb 2023 | 1,455,873 | $1.3M | 0.02% | ABS-MBS |
| 1594 | ATHENE GLOBAL FUNDING | 04685A3L3 | Feb 2023 | 1,470,000 | $1.3M | 0.02% | DBT |
| 1595 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | 64828GAS9 | Feb 2023 | 1,478,845 | $1.3M | 0.02% | ABS-MBS |
| 1596 | EXPORT-IMPORT BANK OF INDIA | 30216JAA3 | Feb 2023 | 1,410,000 | $1.3M | 0.02% | DBT |
| 1597 | BRISTOL-MYERS SQUIBB COMPANY | 110122CM8 | Feb 2023 | 1,352,000 | $1.3M | 0.02% | DBT |
| 1598 | GPMT LTD | 36264BAA8 | Feb 2023 | 1,325,416 | $1.3M | 0.02% | ABS-CBDO |
| 1599 | BANK OF AMERICA CORPORATION | 06051GHF9 | Feb 2023 | 1,310,000 | $1.3M | 0.02% | DBT |
| 1600 | GALAXY PIPELINE ASSETS BIDCO LIMITED | 36321PAD2 | Feb 2023 | 1,551,579 | $1.3M | 0.02% | DBT |
| 1601 | WEA FINANCE LLC | 92890HAC6 | Feb 2023 | 1,370,000 | $1.3M | 0.02% | DBT |
| 1602 | BRK: MORGAN STANLEY | N/A | Feb 2023 | 9,190,000 | $1.3M | 0.02% | DIR |
| 1603 | TENNESSEE GAS PIPELINE COMPANY, L.L.C. | 880451AZ2 | Feb 2023 | 1,545,000 | $1.3M | 0.02% | DBT |
| 1604 | BRK- MORGAN STANLEY | N/A | Feb 2023 | 10,104,000 | $1.3M | 0.02% | DIR |
| 1605 | TRITON CONTAINER INTERNATIONAL LIMITED | 89680YAA3 | Feb 2023 | 1,490,000 | $1.3M | 0.02% | DBT |
| 1606 | Federal National Mortgage Association | 3140XFL74 | Feb 2023 | 1,591,516 | $1.3M | 0.02% | DBT |
| 1607 | CIM TRUST | 12567NAA7 | Feb 2023 | 1,390,318 | $1.3M | 0.02% | ABS-MBS |
| 1608 | QUANTA SERVICES, INC. | 74762EAG7 | Feb 2023 | 1,407,000 | $1.3M | 0.02% | DBT |
| 1609 | BRISTOL-MYERS SQUIBB COMPANY | 110122DS4 | Feb 2023 | 2,045,000 | $1.3M | 0.02% | DBT |
| 1610 | CNH EQUIPMENT TRUST | 12663JAC5 | Feb 2023 | 1,340,000 | $1.3M | 0.02% | ABS-MBS |
| 1611 | Petroleos Mexicanos | 71654QDD1 | Feb 2023 | 1,840,000 | $1.3M | 0.02% | DBT |
| 1612 | JOHN DEERE CAPITAL CORPORATION | 24422EWN5 | Feb 2023 | 1,298,000 | $1.3M | 0.02% | DBT |
| 1613 | MORGAN STANLEY | 61747YEH4 | Feb 2023 | 1,640,000 | $1.3M | 0.02% | DBT |
| 1614 | CENTENE CORPORATION | 15135BAW1 | Feb 2023 | 1,588,000 | $1.3M | 0.02% | DBT |
| 1615 | Freddie Mac | 3133AGCY3 | Feb 2023 | 1,564,333 | $1.3M | 0.02% | DBT |
| 1616 | MKT MORTGAGE TRUST | 55316PAA5 | Feb 2023 | 1,655,000 | $1.3M | 0.02% | ABS-MBS |
| 1617 | APIDOS CLO | 03768UAA7 | Feb 2023 | 1,320,000 | $1.3M | 0.02% | ABS-CBDO |
| 1618 | BOSTON PROPERTIES LIMITED PARTNERSHIP | 10112RBB9 | Feb 2023 | 1,510,000 | $1.3M | 0.02% | DBT |
| 1619 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175BN3 | Feb 2023 | 1,550,000 | $1.3M | 0.02% | DBT |
| 1620 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63935CAB7 | Feb 2023 | 1,407,268 | $1.3M | 0.02% | ABS-MBS |
| 1621 | ZAIS CLO LIMITED | 98876NAA2 | Feb 2023 | 1,302,000 | $1.3M | 0.02% | ABS-CBDO |
| 1622 | Federal National Mortgage Association | 3140J9VD0 | Feb 2023 | 1,369,243 | $1.3M | 0.02% | DBT |
| 1623 | GALAXY PIPELINE ASSETS BIDCO LIMITED | 36321PAA8 | Feb 2023 | 1,402,307 | $1.3M | 0.02% | DBT |
| 1624 | Freddie Mac | 3133KLGL5 | Feb 2023 | 1,562,463 | $1.3M | 0.02% | DBT |
| 1625 | THE GOLDMAN SACHS GROUP, INC. | 38141GZM9 | Feb 2023 | 1,560,000 | $1.3M | 0.02% | DBT |
| 1626 | CREDIT SUISSE AG (NEW YORK BRANCH) | 22546QAP2 | Feb 2023 | 1,360,000 | $1.3M | 0.02% | DBT |
| 1627 | OCTAGON INVESTMENT PARTNERS, LTD. | 67590QBK2 | Feb 2023 | 1,300,000 | $1.3M | 0.02% | ABS-CBDO |
| 1628 | TOYOTA AUTO RECEIVABLES OWNER TRUST | 891940AD0 | Feb 2023 | 1,312,000 | $1.3M | 0.02% | ABS-MBS |
| 1629 | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST | 46590MAR1 | Feb 2023 | 1,400,000 | $1.3M | 0.02% | ABS-MBS |
| 1630 | RCKT MORTGAGE TRUST | 74938WAB7 | Feb 2023 | 1,587,830 | $1.3M | 0.02% | ABS-MBS |
| 1631 | JOHNSON & JOHNSON | 478160CT9 | Feb 2023 | 2,085,000 | $1.3M | 0.02% | DBT |
| 1632 | CVS HEALTH CORPORATION | 126650CX6 | Feb 2023 | 1,336,000 | $1.3M | 0.02% | DBT |
| 1633 | BX COMMERCIAL MORTGAGE TRUST | 05608WAA2 | Feb 2023 | 1,300,151 | $1.3M | 0.02% | ABS-MBS |
| 1634 | VERUS SECURITIZATION TRUST | 92538FAA2 | Feb 2023 | 1,500,986 | $1.3M | 0.02% | ABS-MBS |
| 1635 | Government National Mortgage Association 2 | 3622ABV33 | Feb 2023 | 1,460,131 | $1.3M | 0.02% | DBT |
| 1636 | GLP Capital, L.P. | 361841AH2 | Feb 2023 | 1,305,000 | $1.3M | 0.02% | DBT |
| 1637 | Federal National Mortgage Association | 3136BJVQ5 | Feb 2023 | 1,464,540 | $1.3M | 0.02% | DBT |
| 1638 | Freddie Mac | 3132DVLE3 | Feb 2023 | 1,475,396 | $1.3M | 0.02% | DBT |
| 1639 | Philip Morris International Inc. | 718172CX5 | Feb 2023 | 1,256,000 | $1.3M | 0.02% | DBT |
| 1640 | SOCIETE GENERALE SA | 83368RAV4 | Feb 2023 | 1,345,000 | $1.3M | 0.02% | DBT |
| 1641 | WFRBS COMMERCIAL MORTGAGE TRUST | 92939KAG3 | Feb 2023 | 1,330,000 | $1.3M | 0.02% | ABS-MBS |
| 1642 | HF SINCLAIR CORPORATION | 403949AB6 | Feb 2023 | 1,265,000 | $1.3M | 0.02% | DBT |
| 1643 | VERIZON COMMUNICATIONS INC. | 92343VFR0 | Feb 2023 | 1,640,000 | $1.3M | 0.02% | DBT |
| 1644 | Philip Morris International Inc. | 718172CY3 | Feb 2023 | 1,279,000 | $1.3M | 0.02% | DBT |
| 1645 | COLT MORTGAGE LOAN TRUST | 19685WAA9 | Feb 2023 | 1,596,599 | $1.3M | 0.02% | ABS-MBS |
| 1646 | Federal National Mortgage Association | 3136BBME9 | Feb 2023 | 1,600,000 | $1.3M | 0.02% | DBT |
| 1647 | GILEAD SCIENCES, INC. | 375558BT9 | Feb 2023 | 1,944,000 | $1.3M | 0.02% | DBT |
| 1648 | BANQUE DE MONTREAL | 06367WB85 | Feb 2023 | 1,360,000 | $1.3M | 0.02% | DBT |
| 1649 | Federal National Mortgage Association | 3140HELK6 | Feb 2023 | 1,319,562 | $1.3M | 0.02% | DBT |
| 1650 | WarnerMedia Holdings, Inc. | 55903VAN3 | Feb 2023 | 1,555,000 | $1.3M | 0.02% | DBT |
| 1651 | EXETER AUTOMOBILE RECEIVABLES TRUST | 30168BAB6 | Feb 2023 | 1,260,000 | $1.3M | 0.02% | ABS-MBS |
| 1652 | Federal National Mortgage Association | 3140X9S63 | Feb 2023 | 1,539,179 | $1.3M | 0.02% | DBT |
| 1653 | INTEL CORPORATION | 458140BV1 | Feb 2023 | 1,846,000 | $1.3M | 0.02% | DBT |
| 1654 | SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY | 82481LAC3 | Feb 2023 | 1,275,000 | $1.3M | 0.02% | DBT |
| 1655 | DANSKE BANK A/S | 23636AAV3 | Feb 2023 | 1,320,000 | $1.3M | 0.02% | DBT |
| 1656 | PIONEER NATURAL RESOURCES COMPANY | 723787AR8 | Feb 2023 | 1,590,000 | $1.3M | 0.02% | DBT |
| 1657 | CSMC TRUST | 12660LAC3 | Feb 2023 | 1,535,557 | $1.3M | 0.02% | ABS-MBS |
| 1658 | COMCAST CORPORATION | 20030NCU3 | Feb 2023 | 1,320,000 | $1.3M | 0.02% | DBT |
| 1659 | CSMC TRUST | 12657GAA3 | Feb 2023 | 1,427,055 | $1.3M | 0.02% | ABS-MBS |
| 1660 | BMO MORTGAGE TRUST | 05609MBY0 | Feb 2023 | 1,339,361 | $1.3M | 0.02% | ABS-MBS |
| 1661 | United States of America | 912810TK4 | Feb 2023 | 1,389,000 | $1.3M | 0.02% | DBT |
| 1662 | GM FINANCIAL AUTOMOBILE LEASING TRUST | 362541AD6 | Feb 2023 | 1,251,000 | $1.3M | 0.02% | ABS-MBS |
| 1663 | FORD CREDIT AUTO LEASE TRUST | 345287AE6 | Feb 2023 | 1,259,000 | $1.2M | 0.02% | ABS-MBS |
| 1664 | TOWD POINT MORTGAGE TRUST | 89178BAA2 | Feb 2023 | 1,341,717 | $1.2M | 0.02% | ABS-MBS |
| 1665 | ANGLO AMERICAN CAPITAL PLC | 034863BC3 | Feb 2023 | 1,507,000 | $1.2M | 0.02% | DBT |
| 1666 | NISSAN AUTO LEASE TRUST | 65480VAE3 | Feb 2023 | 1,259,000 | $1.2M | 0.02% | ABS-MBS |
| 1667 | Freddie Mac | 3142BAKE1 | Feb 2023 | 1,282,059 | $1.2M | 0.02% | DBT |
| 1668 | Duke Energy Carolinas, LLC | 26442CAN4 | Feb 2023 | 1,512,000 | $1.2M | 0.02% | DBT |
| 1669 | SMB PRIVATE EDUCATION LOAN TRUST | 78449MAA4 | Feb 2023 | 1,397,495 | $1.2M | 0.02% | ABS-MBS |
| 1670 | CORNING INCORPORATED | 219350BQ7 | Feb 2023 | 1,395,000 | $1.2M | 0.02% | DBT |
| 1671 | DRYDEN CLO LTD | 26252JAS7 | Feb 2023 | 1,260,000 | $1.2M | 0.02% | ABS-CBDO |
| 1672 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63941TAA4 | Feb 2023 | 1,379,403 | $1.2M | 0.02% | ABS-MBS |
| 1673 | Orbia Advance Corporation S.A.B. de CV | 68560EAA6 | Feb 2023 | 1,410,000 | $1.2M | 0.02% | DBT |
| 1674 | Freddie Mac | 3137FCAZ7 | Feb 2023 | 1,365,199 | $1.2M | 0.02% | DBT |
| 1675 | VERIZON COMMUNICATIONS INC. | 92343VEU4 | Feb 2023 | 1,337,000 | $1.2M | 0.02% | DBT |
| 1676 | Government National Mortgage Association 2 | 36202FQ74 | Feb 2023 | 1,235,390 | $1.2M | 0.02% | DBT |
| 1677 | MIDAMERICAN ENERGY COMPANY | 595620AT2 | Feb 2023 | 1,330,000 | $1.2M | 0.02% | DBT |
| 1678 | Freddie Mac | 3132DM3Q6 | Feb 2023 | 1,429,490 | $1.2M | 0.02% | DBT |
| 1679 | BBCMS TRUST | 05547HAA9 | Feb 2023 | 1,303,558 | $1.2M | 0.02% | ABS-MBS |
| 1680 | AGREE LIMITED PARTNERSHIP | 008513AB9 | Feb 2023 | 1,477,000 | $1.2M | 0.02% | DBT |
| 1681 | COSTAR GROUP, INC. | 22160NAA7 | Feb 2023 | 1,485,000 | $1.2M | 0.02% | DBT |
| 1682 | HYUNDAI AUTO RECEIVABLES TRUST | 44935FAE4 | Feb 2023 | 1,347,000 | $1.2M | 0.02% | ABS-MBS |
| 1683 | GLP Capital, L.P. | 361841AK5 | Feb 2023 | 1,250,000 | $1.2M | 0.02% | DBT |
| 1684 | Freddie Mac | 3133A1WY4 | Feb 2023 | 1,374,966 | $1.2M | 0.02% | DBT |
| 1685 | FIRSTENERGY CORP. | 337932AH0 | Feb 2023 | 1,310,000 | $1.2M | 0.02% | DBT |
| 1686 | Freddie Mac | 3132DVLP8 | Feb 2023 | 1,409,732 | $1.2M | 0.02% | DBT |
| 1687 | RAYTHEON TECHNOLOGIES CORPORATION | 75513ECQ2 | Feb 2023 | 1,219,000 | $1.2M | 0.02% | DBT |
| 1688 | United States of America | AULM3 | Feb 2023 | 9 | $1.2M | 0.02% | DIR |
| 1689 | Freddie Mac | 3133KYWA3 | Feb 2023 | 1,433,470 | $1.2M | 0.02% | DBT |
| 1690 | Federal National Mortgage Association | 3140FXLJ9 | Feb 2023 | 1,224,581 | $1.2M | 0.02% | DBT |
| 1691 | United States of America | 91282CEP2 | Feb 2023 | 1,320,000 | $1.2M | 0.02% | SN |
| 1692 | CI Financial Corp. | 125491AP5 | Feb 2023 | 2,015,000 | $1.2M | 0.02% | DBT |
| 1693 | SCENTRE GROUP TRUST 1 | 80622GAD6 | Feb 2023 | 1,285,000 | $1.2M | 0.02% | DBT |
| 1694 | The Cigna Group | 125523AH3 | Feb 2023 | 1,260,000 | $1.2M | 0.02% | DBT |
| 1695 | Freddie Mac | 3137FW5T3 | Feb 2023 | 6,780,832 | $1.2M | 0.02% | DBT |
| 1696 | Government National Mortgage Association | 38382NFU6 | Feb 2023 | 1,205,241 | $1.2M | 0.02% | DBT |
| 1697 | BROADCOM INC. | 11135FBK6 | Feb 2023 | 1,500,000 | $1.2M | 0.02% | DBT |
| 1698 | SkyMiles IP Ltd. | 830867AB3 | Feb 2023 | 1,270,000 | $1.2M | 0.02% | DBT |
| 1699 | INTESA SANPAOLO SPA | 46115HAW7 | Feb 2023 | 1,260,000 | $1.2M | 0.02% | DBT |
| 1700 | SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP | 866677AH0 | Feb 2023 | 1,359,000 | $1.2M | 0.02% | DBT |
| 1701 | BALBOA BAY LOAN FUNDING | 05766GAA5 | Feb 2023 | 1,230,000 | $1.2M | 0.02% | ABS-CBDO |
| 1702 | WELLS FARGO & COMPANY | 95000U2L6 | Feb 2023 | 1,280,000 | $1.2M | 0.02% | DBT |
| 1703 | ALLY FINANCIAL INC. | 02005NBL3 | Feb 2023 | 1,235,000 | $1.2M | 0.02% | DBT |
| 1704 | Freddie Mac | 3132DWBC6 | Feb 2023 | 1,413,202 | $1.2M | 0.02% | DBT |
| 1705 | UNITEDHEALTH GROUP INCORPORATED | 91324PEP3 | Feb 2023 | 1,185,000 | $1.2M | 0.02% | DBT |
| 1706 | CITADEL LIMITED PARTNERSHIP | 17288XAB0 | Feb 2023 | 1,240,000 | $1.2M | 0.02% | DBT |
| 1707 | Federal National Mortgage Association | 3140MHUN7 | Feb 2023 | 1,409,798 | $1.2M | 0.02% | DBT |
| 1708 | THE BOEING COMPANY | 097023CY9 | Feb 2023 | 1,240,000 | $1.2M | 0.02% | DBT |
| 1709 | BANCO SANTANDER, S.A. | 05964HAG0 | Feb 2023 | 1,200,000 | $1.2M | 0.02% | DBT |
| 1710 | MF1 LTD | 58003UAA6 | Feb 2023 | 1,203,667 | $1.2M | 0.02% | ABS-CBDO |
| 1711 | Federal National Mortgage Association | 3140HTTN9 | Feb 2023 | 1,265,000 | $1.2M | 0.02% | DBT |
| 1712 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | 64831UAA2 | Feb 2023 | 1,224,999 | $1.2M | 0.02% | ABS-MBS |
| 1713 | Freddie Mac | 3137H5CE5 | Feb 2023 | 1,351,028 | $1.2M | 0.02% | DBT |
| 1714 | DIAMONDBACK ENERGY, INC. | 25278XAN9 | Feb 2023 | 1,350,000 | $1.2M | 0.02% | DBT |
| 1715 | Federal National Mortgage Association | 3138WJWF1 | Feb 2023 | 1,325,513 | $1.2M | 0.02% | DBT |
| 1716 | INVITATION HOMES OPERATING PARTNERSHIP LP | 46188BAD4 | Feb 2023 | 1,353,000 | $1.2M | 0.02% | DBT |
| 1717 | WELLS FARGO & COMPANY | 95000U2N2 | Feb 2023 | 1,280,000 | $1.2M | 0.02% | DBT |
| 1718 | Federal National Mortgage Association | 3140LW2H9 | Feb 2023 | 1,207,687 | $1.2M | 0.02% | DBT |
| 1719 | JPMORGAN CHASE & CO. | 46647PBK1 | Feb 2023 | 1,280,000 | $1.2M | 0.02% | DBT |
| 1720 | MISSISSIPPI POWER COMPANY | 605417CB8 | Feb 2023 | 1,262,000 | $1.2M | 0.02% | DBT |
| 1721 | Federal National Mortgage Association | 3138W9BH2 | Feb 2023 | 1,312,710 | $1.2M | 0.02% | DBT |
| 1722 | BNP PARIBAS SA | 09659W2H6 | Feb 2023 | 1,220,000 | $1.2M | 0.02% | DBT |
| 1723 | SkyMiles IP Ltd. | 830867AA5 | Feb 2023 | 1,219,074 | $1.2M | 0.02% | DBT |
| 1724 | SMALL BUSINESS ADMINISTRATION GTD | 83162CP72 | Feb 2023 | 1,246,108 | $1.2M | 0.02% | ABS-MBS |
| 1725 | BANK OF AMERICA CORPORATION | 06051GHZ5 | Feb 2023 | 1,435,000 | $1.2M | 0.02% | DBT |
| 1726 | BENCHMARK MORTGAGE TRUST | 08163RBT2 | Feb 2023 | 1,295,000 | $1.2M | 0.02% | ABS-MBS |
| 1727 | Credit Suisse Group AG | 225401AP3 | Feb 2023 | 1,490,000 | $1.2M | 0.02% | DBT |
| 1728 | Federal National Mortgage Association | 31418B6G6 | Feb 2023 | 1,313,213 | $1.2M | 0.02% | DBT |
| 1729 | Reynolds American Inc. | 761713BV7 | Feb 2023 | 1,060,000 | $1.2M | 0.02% | DBT |
| 1730 | Nationwide Building Society | 63861VAC1 | Feb 2023 | 1,190,000 | $1.2M | 0.02% | DBT |
| 1731 | Federal National Mortgage Association | 3140QMCQ5 | Feb 2023 | 1,339,520 | $1.2M | 0.02% | DBT |
| 1732 | Federal National Mortgage Association | 3140QLMX1 | Feb 2023 | 1,441,638 | $1.2M | 0.02% | DBT |
| 1733 | The Cigna Group | 125523AJ9 | Feb 2023 | 1,281,000 | $1.2M | 0.02% | DBT |
| 1734 | THE WALT DISNEY COMPANY | 254687FY7 | Feb 2023 | 1,460,000 | $1.2M | 0.02% | DBT |
| 1735 | ELI LILLY AND COMPANY | 532457CG1 | Feb 2023 | 1,181,000 | $1.2M | 0.02% | DBT |
| 1736 | PT Pertamina (Persero) | 69369EAD1 | Feb 2023 | 1,220,000 | $1.2M | 0.02% | DBT |
| 1737 | Government National Mortgage Association | 38382NFF9 | Feb 2023 | 1,204,619 | $1.2M | 0.02% | DBT |
| 1738 | ABBOTT LABORATORIES | 002824BG4 | Feb 2023 | 1,183,000 | $1.2M | 0.02% | DBT |
| 1739 | BMW VEHICLE LEASE TRUST | 05593AAD1 | Feb 2023 | 1,181,000 | $1.2M | 0.02% | ABS-MBS |
| 1740 | TENNESSEE GAS PIPELINE COMPANY, L.L.C. | 880451AZ2 | Feb 2023 | 1,390,000 | $1.2M | 0.02% | DBT |
| 1741 | HSBC HOLDINGS PLC | 404280AP4 | Feb 2023 | 1,190,000 | $1.2M | 0.02% | DBT |
| 1742 | APPLE INC. | 037833BH2 | Feb 2023 | 1,275,000 | $1.2M | 0.02% | DBT |
| 1743 | Government National Mortgage Association | 38380PXV1 | Feb 2023 | 1,477,870 | $1.2M | 0.02% | DBT |
| 1744 | Federal National Mortgage Association | 3138EQQV7 | Feb 2023 | 1,188,677 | $1.2M | 0.02% | DBT |
| 1745 | LOWE'S COMPANIES, INC. | 548661EJ2 | Feb 2023 | 1,485,000 | $1.2M | 0.02% | DBT |
| 1746 | NVIDIA CORPORATION | 67066GAF1 | Feb 2023 | 1,325,000 | $1.2M | 0.02% | DBT |
| 1747 | Freddie Mac | 3133B3PY7 | Feb 2023 | 1,315,174 | $1.2M | 0.02% | DBT |
| 1748 | B.A.T CAPITAL CORPORATION | 05526DBS3 | Feb 2023 | 1,495,000 | $1.2M | 0.02% | DBT |
| 1749 | PARAMOUNT GLOBAL | 925524AX8 | Feb 2023 | 1,175,000 | $1.2M | 0.02% | DBT |
| 1750 | BANQUE ROYALE DU CANADA | 78015K7G3 | Feb 2023 | 1,170,000 | $1.2M | 0.02% | DBT |
| 1751 | SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY | 87166PAH4 | Feb 2023 | 1,197,000 | $1.2M | 0.02% | ABS-MBS |
| 1752 | AVIS BUDGET RENTAL CAR FUNDING | 05377RDU5 | Feb 2023 | 1,248,000 | $1.2M | 0.02% | ABS-MBS |
| 1753 | WELLS FARGO & COMPANY | 94974BGQ7 | Feb 2023 | 1,310,000 | $1.2M | 0.02% | DBT |
| 1754 | CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES | 12515GAD9 | Feb 2023 | 1,240,000 | $1.2M | 0.02% | ABS-MBS |
| 1755 | Pepsico, Inc. | 713448FT0 | Feb 2023 | 1,180,000 | $1.2M | 0.02% | DBT |
| 1756 | METROPOLITAN EDISON COMPANY | 591894CC2 | Feb 2023 | 1,238,000 | $1.2M | 0.02% | DBT |
| 1757 | Freddie Mac | 3128MEZ46 | Feb 2023 | 1,242,173 | $1.2M | 0.02% | DBT |
| 1758 | Freddie Mac | 3137H4S84 | Feb 2023 | 1,395,000 | $1.2M | 0.02% | DBT |
| 1759 | BANK OF AMERICA CORPORATION | 06051GFX2 | Feb 2023 | 1,210,000 | $1.2M | 0.02% | DBT |
| 1760 | ELEVANCE HEALTH, INC. | 036752AC7 | Feb 2023 | 1,190,000 | $1.2M | 0.02% | DBT |
| 1761 | BLACKSTONE SECURED LENDING FUND | 09261LAC2 | Feb 2023 | 1,255,000 | $1.2M | 0.02% | DBT |
| 1762 | American Homes 4 Rent, L.P. | 02666TAE7 | Feb 2023 | 1,359,000 | $1.1M | 0.02% | DBT |
| 1763 | ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 03523TBU1 | Feb 2023 | 1,150,000 | $1.1M | 0.02% | DBT |
| 1764 | FORD MOTOR CREDIT COMPANY LLC | 345397B77 | Feb 2023 | 1,317,000 | $1.1M | 0.02% | DBT |
| 1765 | Alabama Power Company | 010392FR4 | Feb 2023 | 1,490,000 | $1.1M | 0.02% | DBT |
| 1766 | Freddie Mac | 31288QL65 | Feb 2023 | 1,151,050 | $1.1M | 0.02% | DBT |
| 1767 | MORGAN STANLEY | 61747YFB6 | Feb 2023 | 1,170,000 | $1.1M | 0.02% | DBT |
| 1768 | WELLS FARGO & COMPANY | 94974BGL8 | Feb 2023 | 1,180,000 | $1.1M | 0.02% | DBT |
| 1769 | PARAMOUNT GLOBAL | 92556HAA5 | Feb 2023 | 1,164,000 | $1.1M | 0.02% | DBT |
| 1770 | Freddie Mac | 3128MJ3J7 | Feb 2023 | 1,232,769 | $1.1M | 0.02% | DBT |
| 1771 | CITIGROUP INC. | 172967MS7 | Feb 2023 | 1,390,000 | $1.1M | 0.02% | DBT |
| 1772 | TOWD POINT MORTGAGE TRUST | 89179YAR4 | Feb 2023 | 1,273,268 | $1.1M | 0.02% | ABS-MBS |
| 1773 | Federal National Mortgage Association | 3140LSZ33 | Feb 2023 | 1,231,869 | $1.1M | 0.02% | DBT |
| 1774 | BBCMS TRUST | 05492TAB6 | Feb 2023 | 1,205,000 | $1.1M | 0.02% | ABS-MBS |
| 1775 | SMB PRIVATE EDUCATION LOAN TRUST | 78449XAA0 | Feb 2023 | 1,278,092 | $1.1M | 0.02% | ABS-MBS |
| 1776 | VERUS SECURITIZATION TRUST | 92538HAA8 | Feb 2023 | 1,428,500 | $1.1M | 0.02% | ABS-MBS |
| 1777 | COMM MORTGAGE TRUST | 12626GAP8 | Feb 2023 | 1,150,000 | $1.1M | 0.02% | ABS-MBS |
| 1778 | MPLX LP | 55336VAN0 | Feb 2023 | 1,410,000 | $1.1M | 0.02% | DBT |
| 1779 | Freddie Mac | 3133D4KR3 | Feb 2023 | 1,336,743 | $1.1M | 0.02% | DBT |
| 1780 | MICROSOFT CORPORATION | 594918CE2 | Feb 2023 | 1,572,000 | $1.1M | 0.02% | DBT |
| 1781 | BANK OF AMERICA CORPORATION | 06051GHD4 | Feb 2023 | 1,242,000 | $1.1M | 0.02% | DBT |
| 1782 | WELLS FARGO & COMPANY | 95000U2H5 | Feb 2023 | 1,190,000 | $1.1M | 0.02% | DBT |
| 1783 | MORGAN STANLEY CAPITAL I TRUST | 61768HAV8 | Feb 2023 | 1,222,000 | $1.1M | 0.02% | ABS-MBS |
| 1784 | MORGAN STANLEY | 61747YEF8 | Feb 2023 | 1,510,000 | $1.1M | 0.02% | DBT |
| 1785 | SMB PRIVATE EDUCATION LOAN TRUST | 78449YAA8 | Feb 2023 | 1,266,754 | $1.1M | 0.02% | ABS-MBS |
| 1786 | CUBESMART, L.P. | 22966RAJ5 | Feb 2023 | 1,440,000 | $1.1M | 0.02% | DBT |
| 1787 | DISCOVER BANK | 25466AAD3 | Feb 2023 | 1,130,000 | $1.1M | 0.02% | DBT |
| 1788 | PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 74456QCH7 | Feb 2023 | 1,412,000 | $1.1M | 0.02% | DBT |
| 1789 | Federal National Mortgage Association | 3140XGKS7 | Feb 2023 | 1,249,264 | $1.1M | 0.02% | DBT |
| 1790 | CVS LEASE BACKED PASS THROUGH SERIES TRUST | 126650BP4 | Feb 2023 | 1,114,806 | $1.1M | 0.02% | DBT |
| 1791 | Federal National Mortgage Association | 3140FXF98 | Feb 2023 | 1,176,986 | $1.1M | 0.02% | DBT |
| 1792 | CITIGROUP INC. | 172967NG2 | Feb 2023 | 1,235,000 | $1.1M | 0.02% | DBT |
| 1793 | NORFOLK SOUTHERN CORPORATION | 655844CQ9 | Feb 2023 | 1,193,000 | $1.1M | 0.01% | DBT |
| 1794 | BERKSHIRE HATHAWAY FINANCE CORPORATION | 084664CR0 | Feb 2023 | 1,260,000 | $1.1M | 0.01% | DBT |
| 1795 | Federal National Mortgage Association | 3138WKUN3 | Feb 2023 | 1,171,964 | $1.1M | 0.01% | DBT |
| 1796 | FIVE MORTGAGE TRUST | 337964AC4 | Feb 2023 | 1,100,000 | $1.1M | 0.01% | ABS-MBS |
| 1797 | THE BOEING COMPANY | 097023CX1 | Feb 2023 | 1,198,000 | $1.1M | 0.01% | DBT |
| 1798 | IMPACT FUNDING AFFORDABLE MULTIFAMILY HOUSING MORTGAGE LOAN TRUST | 45257HAA5 | Feb 2023 | 1,149,575 | $1.1M | 0.01% | ABS-MBS |
| 1799 | CWHEQ REVOLVING HOME EQUITY LOAN TRUST | 126682AA1 | Feb 2023 | 1,217,941 | $1.1M | 0.01% | ABS-MBS |
| 1800 | LLOYDS BANKING GROUP PLC | 539439AR0 | Feb 2023 | 1,180,000 | $1.1M | 0.01% | DBT |
| 1801 | SLM STUDENT LOAN TRUST | 78445AAE6 | Feb 2023 | 1,155,000 | $1.1M | 0.01% | ABS-MBS |
| 1802 | AT&T INC. | 00206RMN9 | Feb 2023 | 1,586,000 | $1.1M | 0.01% | DBT |
| 1803 | SLM STUDENT LOAN TRUST | 78445GAE3 | Feb 2023 | 1,155,000 | $1.1M | 0.01% | ABS-MBS |
| 1804 | ENSTAR GROUP LIMITED | 29359UAC3 | Feb 2023 | 1,465,000 | $1.1M | 0.01% | DBT |
| 1805 | ADOBE INC. | 00724PAD1 | Feb 2023 | 1,300,000 | $1.1M | 0.01% | DBT |
| 1806 | SLM STUDENT LOAN TRUST | 78445JAB3 | Feb 2023 | 1,155,000 | $1.1M | 0.01% | ABS-MBS |
| 1807 | United States of America | 91282CGQ8 | Feb 2023 | 1,116,000 | $1.1M | 0.01% | SN |
| 1808 | Federal National Mortgage Association | 3140XFA84 | Feb 2023 | 1,310,946 | $1.1M | 0.01% | DBT |
| 1809 | SABRA HEALTH CARE LIMITED PARTNERSHIP | 78572XAG6 | Feb 2023 | 1,335,000 | $1.1M | 0.01% | DBT |
| 1810 | VOLKSWAGEN AUTO LEASE TRUST | 92868AAC9 | Feb 2023 | 1,135,000 | $1.1M | 0.01% | ABS-MBS |
| 1811 | Freddie Mac | 3133KYU98 | Feb 2023 | 1,301,516 | $1.1M | 0.01% | DBT |
| 1812 | Federal National Mortgage Association | 01F020638 | Feb 2023 | 1,362,000 | $1.1M | 0.01% | DBT |
| 1813 | TEXAS INSTRUMENTS INCORPORATED | 882508BD5 | Feb 2023 | 1,250,000 | $1.1M | 0.01% | DBT |
| 1814 | Freddie Mac | 3132DPRD2 | Feb 2023 | 1,087,905 | $1.1M | 0.01% | DBT |
| 1815 | Joint Stock Company National Company KazMunayGas | 48667QAP0 | Feb 2023 | 1,390,000 | $1.1M | 0.01% | DBT |
| 1816 | CVS HEALTH CORPORATION | 126650DJ6 | Feb 2023 | 1,225,000 | $1.1M | 0.01% | DBT |
| 1817 | JPMORGAN CHASE & CO. | 46647PDA1 | Feb 2023 | 1,154,000 | $1.1M | 0.01% | DBT |
| 1818 | Republica Del Paraguay | 699149AH3 | Feb 2023 | 1,321,000 | $1.1M | 0.01% | DBT |
| 1819 | ORACLE CORPORATION | 68389XBE4 | Feb 2023 | 1,331,000 | $1.1M | 0.01% | DBT |
| 1820 | Federal National Mortgage Association | 3140L2Q48 | Feb 2023 | 1,333,366 | $1.1M | 0.01% | DBT |
| 1821 | Federal National Mortgage Association | 31418CMG6 | Feb 2023 | 1,154,171 | $1.1M | 0.01% | DBT |
| 1822 | Federal National Mortgage Association | 3140XFPJ4 | Feb 2023 | 1,289,822 | $1.1M | 0.01% | DBT |
| 1823 | BRK: CITIGROUP | N/A | Feb 2023 | 3,535,000 | $1.1M | 0.01% | DIR |
| 1824 | Freddie Mac | 3132H7CW2 | Feb 2023 | 1,112,775 | $1.1M | 0.01% | DBT |
| 1825 | VNDO MORTGAGE TRUST | 91831UAA5 | Feb 2023 | 1,210,000 | $1.1M | 0.01% | ABS-MBS |
| 1826 | Freddie Mac | 3128MJZC7 | Feb 2023 | 1,187,976 | $1.1M | 0.01% | DBT |
| 1827 | ATHENE GLOBAL FUNDING | 04685A2V2 | Feb 2023 | 1,296,000 | $1.1M | 0.01% | DBT |
| 1828 | Northrop Grumman Corporation | 666807CJ9 | Feb 2023 | 1,166,000 | $1.1M | 0.01% | DBT |
| 1829 | ABBVIE INC. | 00287YCY3 | Feb 2023 | 1,181,000 | $1.1M | 0.01% | DBT |
| 1830 | Federal National Mortgage Association | 3140J8X57 | Feb 2023 | 1,139,055 | $1.1M | 0.01% | DBT |
| 1831 | Federal National Mortgage Association | 3140FXDJ8 | Feb 2023 | 1,144,613 | $1.1M | 0.01% | DBT |
| 1832 | Federal National Mortgage Association | 3138EJR75 | Feb 2023 | 1,169,841 | $1.1M | 0.01% | DBT |
| 1833 | Government National Mortgage Association 2 | 36179TUB9 | Feb 2023 | 1,144,513 | $1.1M | 0.01% | DBT |
| 1834 | AerCap Ireland Capital Designated Activity Company | 00774MAY1 | Feb 2023 | 1,410,000 | $1.1M | 0.01% | DBT |
| 1835 | ORACLE CORPORATION | 68389XBV6 | Feb 2023 | 1,285,000 | $1.1M | 0.01% | DBT |
| 1836 | Duke Energy Carolinas, LLC | 26442CBG8 | Feb 2023 | 1,308,000 | $1.1M | 0.01% | DBT |
| 1837 | NEXTERA ENERGY CAPITAL HOLDINGS, INC. | 65339KBU3 | Feb 2023 | 1,095,000 | $1.1M | 0.01% | DBT |
| 1838 | JGWPT LLC | 46617LAA9 | Feb 2023 | 1,200,198 | $1.1M | 0.01% | ABS-MBS |
| 1839 | Freddie Mac | 3133AYLM0 | Feb 2023 | 1,241,736 | $1.1M | 0.01% | DBT |
| 1840 | UNIVERSAL HEALTH SERVICES, INC. | 913903AZ3 | Feb 2023 | 1,260,000 | $1.1M | 0.01% | DBT |
| 1841 | BANK | 06541LBG0 | Feb 2023 | 1,240,000 | $1.1M | 0.01% | ABS-MBS |
| 1842 | RR LTD | 74988LAA2 | Feb 2023 | 1,100,000 | $1.1M | 0.01% | ABS-CBDO |
| 1843 | Federal National Mortgage Association | 31418CGD0 | Feb 2023 | 1,216,527 | $1.1M | 0.01% | DBT |
| 1844 | CONOCOPHILLIPS COMPANY | 208251AE8 | Feb 2023 | 995,000 | $1.1M | 0.01% | DBT |
| 1845 | ABBVIE INC. | 00287YCB3 | Feb 2023 | 1,310,000 | $1.1M | 0.01% | DBT |
| 1846 | VOYA CLO | 92915QAU7 | Feb 2023 | 1,110,000 | $1.1M | 0.01% | ABS-CBDO |
| 1847 | Government National Mortgage Association 2 | 3617F0KB6 | Feb 2023 | 1,219,978 | $1.1M | 0.01% | DBT |
| 1848 | Freddie Mac | 3133AK2Q2 | Feb 2023 | 1,408,109 | $1.1M | 0.01% | DBT |
| 1849 | THE BOEING COMPANY | 097023CQ6 | Feb 2023 | 1,547,000 | $1.1M | 0.01% | DBT |
| 1850 | CHASE AUTO OWNER TRUST | 16144JAD3 | Feb 2023 | 1,120,000 | $1.1M | 0.01% | ABS-MBS |
| 1851 | Healthcare Realty Holdings, L.P. | 42225UAH7 | Feb 2023 | 1,425,000 | $1.1M | 0.01% | DBT |
| 1852 | KIMCO REALTY OP, LLC | 49446RBA6 | Feb 2023 | 1,182,000 | $1.1M | 0.01% | DBT |
| 1853 | SLM STUDENT LOAN TRUST | 78444YAE5 | Feb 2023 | 1,155,000 | $1.1M | 0.01% | ABS-MBS |
| 1854 | Freddie Mac | 3137F9WP2 | Feb 2023 | 5,929,895 | $1.1M | 0.01% | DBT |
| 1855 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63935CAB7 | Feb 2023 | 1,179,139 | $1.1M | 0.01% | ABS-MBS |
| 1856 | GM FINANCIAL AUTOMOBILE LEASING TRUST | 362541AD6 | Feb 2023 | 1,085,000 | $1.1M | 0.01% | ABS-MBS |
| 1857 | NISSAN AUTO RECEIVABLES OWNER TRUST | 65480JAD2 | Feb 2023 | 1,104,000 | $1.1M | 0.01% | ABS-MBS |
| 1858 | Government National Mortgage Association 2 | 36179S5N3 | Feb 2023 | 1,096,216 | $1.1M | 0.01% | DBT |
| 1859 | MORGAN STANLEY CAPITAL I TRUST | 61692BBJ8 | Feb 2023 | 1,356,000 | $1.1M | 0.01% | ABS-MBS |
| 1860 | INTEL CORPORATION | 458140CK4 | Feb 2023 | 1,100,000 | $1.1M | 0.01% | DBT |
| 1861 | SLM STUDENT LOAN TRUST | 78445FAE5 | Feb 2023 | 1,155,000 | $1.1M | 0.01% | ABS-MBS |
| 1862 | BANK | 06541XAF7 | Feb 2023 | 1,170,000 | $1.1M | 0.01% | ABS-MBS |
| 1863 | SLM STUDENT LOAN TRUST | 78445CAE2 | Feb 2023 | 1,155,000 | $1.1M | 0.01% | ABS-MBS |
| 1864 | Freddie Mac | 3137FLTS3 | Feb 2023 | 1,188,729 | $1.1M | 0.01% | DBT |
| 1865 | EXXON MOBIL CORPORATION | 30231GAT9 | Feb 2023 | 1,140,000 | $1.1M | 0.01% | DBT |
| 1866 | Federal National Mortgage Association | 3138WJFK9 | Feb 2023 | 1,202,362 | $1.1M | 0.01% | DBT |
| 1867 | KINDER MORGAN, INC. | 49456BAF8 | Feb 2023 | 1,105,000 | $1.1M | 0.01% | DBT |
| 1868 | COMCAST CORPORATION | 20030NCS8 | Feb 2023 | 1,110,000 | $1.1M | 0.01% | DBT |
| 1869 | SMB PRIVATE EDUCATION LOAN TRUST | 78448YAC5 | Feb 2023 | 1,228,043 | $1.1M | 0.01% | ABS-MBS |
| 1870 | ENERGY TRANSFER LP | 86765BAQ2 | Feb 2023 | 1,265,000 | $1.1M | 0.01% | DBT |
| 1871 | Freddie Mac | 3132XCRW7 | Feb 2023 | 1,191,116 | $1.1M | 0.01% | DBT |
| 1872 | AMGEN INC. | 031162DT4 | Feb 2023 | 1,085,000 | $1.1M | 0.01% | DBT |
| 1873 | ORACLE CORPORATION | 68389XCA1 | Feb 2023 | 1,493,000 | $1.1M | 0.01% | DBT |
| 1874 | FORD MOTOR CREDIT COMPANY LLC | 345397B93 | Feb 2023 | 1,317,000 | $1.1M | 0.01% | DBT |
| 1875 | Federal National Mortgage Association | 3138EBQJ7 | Feb 2023 | 1,142,574 | $1.1M | 0.01% | DBT |
| 1876 | DONLEN FLEET LEASE FUNDING 2 | 257812AE7 | Feb 2023 | 1,140,000 | $1.1M | 0.01% | ABS-MBS |
| 1877 | AT&T INC. | 00206RJX1 | Feb 2023 | 1,200,000 | $1.1M | 0.01% | DBT |
| 1878 | ATHENE GLOBAL FUNDING | 04685A3E9 | Feb 2023 | 1,374,000 | $1.1M | 0.01% | DBT |
| 1879 | Federal National Mortgage Association | 3138EJP36 | Feb 2023 | 1,137,570 | $1.1M | 0.01% | DBT |
| 1880 | Virginia Electric and Power Company | 927804FP4 | Feb 2023 | 1,205,000 | $1.1M | 0.01% | DBT |
| 1881 | ATHENE HOLDING LTD. | 04686JAA9 | Feb 2023 | 1,140,000 | $1.1M | 0.01% | DBT |
| 1882 | COSTCO WHOLESALE CORPORATION | 22160KAN5 | Feb 2023 | 1,220,000 | $1.1M | 0.01% | DBT |
| 1883 | CALIFORNIA HEALTH FACS FING AUTH REV | 13032UB31 | Feb 2023 | 1,490,000 | $1.1M | 0.01% | DBT |
| 1884 | Federal National Mortgage Association | 3136AJ3U8 | Feb 2023 | 1,179,354 | $1.1M | 0.01% | DBT |
| 1885 | VERIZON COMMUNICATIONS INC. | 92343VFT6 | Feb 2023 | 1,570,000 | $1.1M | 0.01% | DBT |
| 1886 | VICI PROPERTIES L.P. | 92564RAL9 | Feb 2023 | 1,220,000 | $1.1M | 0.01% | DBT |
| 1887 | DISCOVER CARD EXECUTION NOTE TRUST | 254683CX1 | Feb 2023 | 1,060,000 | $1.1M | 0.01% | ABS-MBS |
| 1888 | ANHEUSER-BUSCH COMPANIES, LLC | 03522AAJ9 | Feb 2023 | 1,155,000 | $1.1M | 0.01% | DBT |
| 1889 | BMW US CAPITAL, LLC | 05565EBM6 | Feb 2023 | 1,060,000 | $1.1M | 0.01% | DBT |
| 1890 | PHYSICIANS REALTY L.P. | 71951QAC6 | Feb 2023 | 1,325,000 | $1.1M | 0.01% | DBT |
| 1891 | Federal National Mortgage Association | 3140FXG89 | Feb 2023 | 1,092,359 | $1.1M | 0.01% | DBT |
| 1892 | WarnerMedia Holdings, Inc. | 55903VAL7 | Feb 2023 | 1,225,000 | $1.1M | 0.01% | DBT |
| 1893 | COLLEGE AVE STUDENT LOANS LLC | 19424KAB9 | Feb 2023 | 1,223,226 | $1.1M | 0.01% | ABS-MBS |
| 1894 | THE GOLDMAN SACHS GROUP, INC. | 38141GVR2 | Feb 2023 | 1,090,000 | $1.1M | 0.01% | DBT |
| 1895 | ENERGY TRANSFER LP | 86765BAV1 | Feb 2023 | 1,228,000 | $1.1M | 0.01% | DBT |
| 1896 | JPMORGAN CHASE & CO. | 46647PCR5 | Feb 2023 | 1,320,000 | $1.1M | 0.01% | DBT |
| 1897 | Orbia Advance Corporation S.A.B. de CV | 68560EAB4 | Feb 2023 | 1,340,000 | $1.1M | 0.01% | DBT |
| 1898 | Federal National Mortgage Association | 3140X5M83 | Feb 2023 | 1,103,911 | $1.1M | 0.01% | DBT |
| 1899 | KEYSPAN GAS EAST CORPORATION | 49338CAB9 | Feb 2023 | 1,175,000 | $1.1M | 0.01% | DBT |
| 1900 | VERIZON COMMUNICATIONS INC. | 92343VFD1 | Feb 2023 | 1,330,000 | $1.1M | 0.01% | DBT |
| 1901 | CSMC TRUST | 12662QAA4 | Feb 2023 | 1,273,911 | $1.1M | 0.01% | ABS-MBS |
| 1902 | Federal National Mortgage Association | 3140QKQY7 | Feb 2023 | 1,196,466 | $1.1M | 0.01% | DBT |
| 1903 | MORGAN STANLEY CAPITAL I TRUST | 61774LBN8 | Feb 2023 | 1,210,000 | $1.0M | 0.01% | ABS-MBS |
| 1904 | ATHENE GLOBAL FUNDING | 04685A3G4 | Feb 2023 | 1,245,000 | $1.0M | 0.01% | DBT |
| 1905 | EXTRA SPACE STORAGE LP | 30225VAH0 | Feb 2023 | 1,153,000 | $1.0M | 0.01% | DBT |
| 1906 | CIT EDUCATION LOAN TRUST | 17284LAA2 | Feb 2023 | 1,073,982 | $1.0M | 0.01% | ABS-MBS |
| 1907 | Healthcare Realty Holdings, L.P. | 42225UAJ3 | Feb 2023 | 1,100,000 | $1.0M | 0.01% | DBT |
| 1908 | Government National Mortgage Association 2 | 3617K1ZG1 | Feb 2023 | 1,115,389 | $1.0M | 0.01% | DBT |
| 1909 | RCKT MORTGAGE TRUST | 74938DAA1 | Feb 2023 | 1,291,808 | $1.0M | 0.01% | ABS-MBS |
| 1910 | United States of America | 912810FF0 | Feb 2023 | 985,000 | $1.0M | 0.01% | DBT |
| 1911 | ROCKIES EXPRESS PIPELINE LLC | 77340RAM9 | Feb 2023 | 1,270,000 | $1.0M | 0.01% | DBT |
| 1912 | Freddie Mac | 3133APMS5 | Feb 2023 | 1,180,060 | $1.0M | 0.01% | DBT |
| 1913 | TOWD POINT MORTGAGE TRUST | 89177WAA7 | Feb 2023 | 1,057,710 | $1.0M | 0.01% | ABS-MBS |
| 1914 | MCDONALD'S CORPORATION | 58013MFR0 | Feb 2023 | 1,250,000 | $1.0M | 0.01% | DBT |
| 1915 | RELIANCE INDUSTRIES LIMITED | 759470BB2 | Feb 2023 | 1,280,000 | $1.0M | 0.01% | DBT |
| 1916 | American Homes 4 Rent, L.P. | 02666TAC1 | Feb 2023 | 1,320,000 | $1.0M | 0.01% | DBT |
| 1917 | THE BOEING COMPANY | 097023CV5 | Feb 2023 | 1,090,000 | $1.0M | 0.01% | DBT |
| 1918 | SLM STUDENT LOAN TRUST | 78444GAD6 | Feb 2023 | 1,155,000 | $1.0M | 0.01% | ABS-MBS |
| 1919 | Freddie Mac | 3128MMYK3 | Feb 2023 | 1,077,445 | $1.0M | 0.01% | DBT |
| 1920 | CHEVRON CORPORATION | 166764BL3 | Feb 2023 | 1,100,000 | $1.0M | 0.01% | DBT |
| 1921 | BANK | 06541WAW2 | Feb 2023 | 1,130,000 | $1.0M | 0.01% | ABS-MBS |
| 1922 | CROWN CASTLE INC. | 22822VAZ4 | Feb 2023 | 1,138,000 | $1.0M | 0.01% | DBT |
| 1923 | Federal National Mortgage Association | 31418DHY1 | Feb 2023 | 1,191,855 | $1.0M | 0.01% | DBT |
| 1924 | WISCONSIN ELECTRIC POWER COMPANY | 976656CN6 | Feb 2023 | 1,057,000 | $1.0M | 0.01% | DBT |
| 1925 | Federal National Mortgage Association | 3140F9WR2 | Feb 2023 | 1,147,557 | $1.0M | 0.01% | DBT |
| 1926 | Federal National Mortgage Association | 31417AJJ9 | Feb 2023 | 1,100,584 | $1.0M | 0.01% | DBT |
| 1927 | HONDA AUTO RECEIVABLES OWNER TRUST | 43815PAD1 | Feb 2023 | 1,070,000 | $1.0M | 0.01% | ABS-MBS |
| 1928 | Freddie Mac | 3142BAKD3 | Feb 2023 | 1,071,028 | $1.0M | 0.01% | DBT |
| 1929 | FORD CREDIT AUTO OWNER TRUST | 345286AC2 | Feb 2023 | 1,082,000 | $1.0M | 0.01% | ABS-MBS |
| 1930 | UNITEDHEALTH GROUP INCORPORATED | 91324PEH1 | Feb 2023 | 1,086,000 | $1.0M | 0.01% | DBT |
| 1931 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63939CAD9 | Feb 2023 | 1,028,918 | $1.0M | 0.01% | ABS-MBS |
| 1932 | Federal National Mortgage Association | 3140QDL44 | Feb 2023 | 1,119,492 | $1.0M | 0.01% | DBT |
| 1933 | VICI PROPERTIES L.P. | 925650AE3 | Feb 2023 | 1,158,000 | $1.0M | 0.01% | DBT |
| 1934 | Federal National Mortgage Association | 3140QQWU5 | Feb 2023 | 971,541 | $1.0M | 0.01% | DBT |
| 1935 | TIME WARNER CABLE, LLC | 88732JAY4 | Feb 2023 | 1,160,000 | $1.0M | 0.01% | DBT |
| 1936 | HYUNDAI AUTO LEASE SECURITIZATION TRUST | 44933VAE1 | Feb 2023 | 1,033,000 | $1.0M | 0.01% | ABS-MBS |
| 1937 | Compagnie des chemins de fer nationaux du Canada | 136375DC3 | Feb 2023 | 1,113,000 | $1.0M | 0.01% | DBT |
| 1938 | Freddie Mac | 3132XV6H1 | Feb 2023 | 1,101,326 | $1.0M | 0.01% | DBT |
| 1939 | BARCLAYS PLC | 06738EBD6 | Feb 2023 | 1,070,000 | $1.0M | 0.01% | DBT |
| 1940 | SANTANDER UK GROUP HOLDINGS PLC | 80281LAM7 | Feb 2023 | 1,140,000 | $1.0M | 0.01% | DBT |
| 1941 | Federal National Mortgage Association | 31395QCY4 | Feb 2023 | 1,139,271 | $1.0M | 0.01% | DBT |
| 1942 | Federal National Mortgage Association | 3136B1Z72 | Feb 2023 | 1,149,710 | $1.0M | 0.01% | DBT |
| 1943 | VONTIER CORPORATION | 928881AB7 | Feb 2023 | 1,170,000 | $1.0M | 0.01% | DBT |
| 1944 | HERTZ VEHICLE FINANCING III LLC | 42806MAS8 | Feb 2023 | 1,040,000 | $1.0M | 0.01% | ABS-MBS |
| 1945 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63941BAB1 | Feb 2023 | 1,063,418 | $1.0M | 0.01% | ABS-MBS |
| 1946 | BANK OF AMERICA CORPORATION | 06051GHV4 | Feb 2023 | 1,170,000 | $1.0M | 0.01% | DBT |
| 1947 | WELLS FARGO & COMPANY | 949746TB7 | Feb 2023 | 925,000 | $1.0M | 0.01% | DBT |
| 1948 | Federal National Mortgage Association | 3140XHG92 | Feb 2023 | 1,071,095 | $1.0M | 0.01% | DBT |
| 1949 | Province of Saskatchewan | 803854KQ0 | Feb 2023 | 1,073,000 | $1.0M | 0.01% | DBT |
| 1950 | Government National Mortgage Association | 38376FLN0 | Feb 2023 | 993,574 | $1.0M | 0.01% | DBT |
| 1951 | Freddie Mac | 3137H0RQ3 | Feb 2023 | 1,284,536 | $1.0M | 0.01% | DBT |
| 1952 | Government National Mortgage Association 2 | 3617Y5N88 | Feb 2023 | 1,137,074 | $1.0M | 0.01% | DBT |
| 1953 | Freddie Mac | 3137AUNJ4 | Feb 2023 | 1,082,089 | $1.0M | 0.01% | DBT |
| 1954 | U.S. BANCORP | 91159HJH4 | Feb 2023 | 1,000,000 | $1.0M | 0.01% | DBT |
| 1955 | CITIGROUP INC. | 172967JU6 | Feb 2023 | 1,140,000 | $1.0M | 0.01% | DBT |
| 1956 | Sinopec Group Overseas Development (2014) Limited | 82937WAE5 | Feb 2023 | 1,020,000 | $1.0M | 0.01% | DBT |
| 1957 | TOYOTA AUTO RECEIVABLES OWNER TRUST | 89239HAE8 | Feb 2023 | 994,000 | $1.0M | 0.01% | ABS-MBS |
| 1958 | BBCMS TRUST | 05550MAS3 | Feb 2023 | 1,110,000 | $1.0M | 0.01% | ABS-MBS |
| 1959 | WELLS FARGO & COMPANY | 95000U2F9 | Feb 2023 | 1,085,000 | $1.0M | 0.01% | DBT |
| 1960 | BANK OF AMERICA CORPORATION | 06051GKK4 | Feb 2023 | 1,230,000 | $1.0M | 0.01% | DBT |
| 1961 | CONNECTICUT AVENUE SECURITIES | 20754RAB2 | Feb 2023 | 1,030,000 | $1.0M | 0.01% | ABS-MBS |
| 1962 | Freddie Mac | 3132AEQG4 | Feb 2023 | 1,087,423 | $1.0M | 0.01% | DBT |
| 1963 | VERIZON COMMUNICATIONS INC. | 92343VDU5 | Feb 2023 | 1,030,000 | $1.0M | 0.01% | DBT |
| 1964 | ABBVIE INC. | 00287YAQ2 | Feb 2023 | 1,045,000 | $1.0M | 0.01% | DBT |
| 1965 | Federal National Mortgage Association | 3140XAQG0 | Feb 2023 | 1,032,516 | $1.0M | 0.01% | DBT |
| 1966 | Freddie Mac | 3132DMHA6 | Feb 2023 | 1,116,634 | $1.0M | 0.01% | DBT |
| 1967 | Federal National Mortgage Association | 31418B6J0 | Feb 2023 | 1,100,584 | $1.0M | 0.01% | DBT |
| 1968 | Freddie Mac | 3133KNJF1 | Feb 2023 | 1,163,848 | $1.0M | 0.01% | DBT |
| 1969 | Freddie Mac | 3128MJYH7 | Feb 2023 | 1,085,876 | $1.0M | 0.01% | DBT |
| 1970 | Federal National Mortgage Association | 3140FXTS1 | Feb 2023 | 1,212,423 | $1.0M | 0.01% | DBT |
| 1971 | Freddie Mac | 3133KYUU1 | Feb 2023 | 1,180,161 | $1.0M | 0.01% | DBT |
| 1972 | Freddie Mac | 3137FMCM2 | Feb 2023 | 1,115,000 | $1.0M | 0.01% | DBT |
| 1973 | ELEVANCE HEALTH, INC. | 036752AT0 | Feb 2023 | 1,090,000 | $1.0M | 0.01% | DBT |
| 1974 | ORACLE CORPORATION | 68389XBJ3 | Feb 2023 | 1,370,000 | $1.0M | 0.01% | DBT |
| 1975 | HCA INC. | 404119BT5 | Feb 2023 | 1,015,000 | $999K | 0.01% | DBT |
| 1976 | Federal National Mortgage Association | 3140MSTE5 | Feb 2023 | 1,015,797 | $999K | 0.01% | DBT |
| 1977 | INTEL CORPORATION | 458140CH1 | Feb 2023 | 1,022,000 | $997K | 0.01% | DBT |
| 1978 | Federal National Mortgage Association | 3140FXLU4 | Feb 2023 | 1,024,224 | $997K | 0.01% | DBT |
| 1979 | Federal National Mortgage Association | 3140FXFD9 | Feb 2023 | 998,311 | $997K | 0.01% | DBT |
| 1980 | Government National Mortgage Association 2 | 36179RBW8 | Feb 2023 | 1,087,535 | $995K | 0.01% | DBT |
| 1981 | BROADCOM INC. | 11135FBV2 | Feb 2023 | 1,140,000 | $992K | 0.01% | DBT |
| 1982 | Federal National Mortgage Association | 3140XGNF2 | Feb 2023 | 1,108,844 | $991K | 0.01% | DBT |
| 1983 | Freddie Mac | 3128MJ5D8 | Feb 2023 | 1,009,737 | $991K | 0.01% | DBT |
| 1984 | HSBC HOLDINGS PLC | 404280CY3 | Feb 2023 | 1,250,000 | $990K | 0.01% | DBT |
| 1985 | U.S. BANCORP | 91159HJJ0 | Feb 2023 | 960,000 | $990K | 0.01% | DBT |
| 1986 | SEQUOIA INFRASTRUCTURE FUNDING LTD | 81742LAA4 | Feb 2023 | 991,381 | $987K | 0.01% | ABS-CBDO |
| 1987 | EXELON CORPORATION | 30161NAN1 | Feb 2023 | 1,020,000 | $987K | 0.01% | DBT |
| 1988 | GS MORTGAGE SECURITIES TRUST | 36198FAE2 | Feb 2023 | 993,000 | $987K | 0.01% | ABS-MBS |
| 1989 | FREDDIE MAC STACR REMIC TRUST | 35564KRF8 | Feb 2023 | 1,010,000 | $987K | 0.01% | DBT |
| 1990 | MSCCG TRUST | 55352NAC1 | Feb 2023 | 1,085,000 | $987K | 0.01% | ABS-MBS |
| 1991 | Federal National Mortgage Association | 31418CFD1 | Feb 2023 | 1,097,183 | $987K | 0.01% | DBT |
| 1992 | Mondelez International, Inc. | 609207AU9 | Feb 2023 | 1,070,000 | $986K | 0.01% | DBT |
| 1993 | MACQUARIE GROUP LIMITED | 55608JBE7 | Feb 2023 | 1,085,000 | $985K | 0.01% | DBT |
| 1994 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | 64829EAA2 | Feb 2023 | 1,069,899 | $985K | 0.01% | ABS-MBS |
| 1995 | PRKCM TRUST | 69357TAA8 | Feb 2023 | 1,243,849 | $985K | 0.01% | ABS-MBS |
| 1996 | Mitsubishi UFJ Financial Group, Inc. | 606822CT9 | Feb 2023 | 992,000 | $982K | 0.01% | DBT |
| 1997 | The Cigna Group | 125523CK4 | Feb 2023 | 1,400,000 | $982K | 0.01% | DBT |
| 1998 | Federal National Mortgage Association | 31418D6B3 | Feb 2023 | 1,202,332 | $982K | 0.01% | DBT |
| 1999 | Federal National Mortgage Association | 3140J8YA5 | Feb 2023 | 1,015,941 | $981K | 0.01% | DBT |
| 2000 | BROADCOM INC. | 11135FBV2 | Feb 2023 | 1,128,000 | $981K | 0.01% | DBT |
| 2001 | Federal National Mortgage Association | 3140QNGU0 | Feb 2023 | 1,075,897 | $981K | 0.01% | DBT |
| 2002 | 522 FUNDING CLO LTD | 33835AAJ8 | Feb 2023 | 1,000,000 | $979K | 0.01% | ABS-CBDO |
| 2003 | ENEL Finance International N.V. | 29278GAZ1 | Feb 2023 | 955,000 | $979K | 0.01% | DBT |
| 2004 | BROADCOM INC. | 11135FBH3 | Feb 2023 | 1,235,000 | $979K | 0.01% | DBT |
| 2005 | UBS Group AG | 90351DAB3 | Feb 2023 | 1,010,000 | $977K | 0.01% | DBT |
| 2006 | ANGEL OAK MORTGAGE TRUST | 03465JAA8 | Feb 2023 | 1,213,892 | $977K | 0.01% | ABS-MBS |
| 2007 | Federal National Mortgage Association | 31418CR89 | Feb 2023 | 1,054,256 | $977K | 0.01% | DBT |
| 2008 | Freddie Mac | 31288QFS4 | Feb 2023 | 1,018,287 | $975K | 0.01% | DBT |
| 2009 | META PLATFORMS, INC. | 30303M8J4 | Feb 2023 | 1,175,000 | $974K | 0.01% | DBT |
| 2010 | THE HOME DEPOT, INC. | 437076BZ4 | Feb 2023 | 1,372,000 | $974K | 0.01% | DBT |
| 2011 | Petroleos Mexicanos | 71654QBX9 | Feb 2023 | 1,650,000 | $972K | 0.01% | DBT |
| 2012 | BP CAPITAL MARKETS AMERICA INC. | 10373QBG4 | Feb 2023 | 1,430,000 | $969K | 0.01% | DBT |
| 2013 | Federal National Mortgage Association | 3140Q83V5 | Feb 2023 | 990,335 | $969K | 0.01% | DBT |
| 2014 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175BN3 | Feb 2023 | 1,160,000 | $969K | 0.01% | DBT |
| 2015 | Federal National Mortgage Association | 3140XFHS3 | Feb 2023 | 1,083,305 | $968K | 0.01% | DBT |
| 2016 | Takeda Pharmaceutical Company Limited | 874060AW6 | Feb 2023 | 980,000 | $968K | 0.01% | DBT |
| 2017 | DBCCRE MORTGAGE TRUST | 23305MAG0 | Feb 2023 | 1,020,000 | $967K | 0.01% | ABS-MBS |
| 2018 | Government National Mortgage Association | 38375BCN0 | Feb 2023 | 962,089 | $965K | 0.01% | DBT |
| 2019 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63942LAA0 | Feb 2023 | 1,115,735 | $963K | 0.01% | ABS-MBS |
| 2020 | HSBC HOLDINGS PLC | 404280BK4 | Feb 2023 | 1,030,000 | $961K | 0.01% | DBT |
| 2021 | ORACLE CORPORATION | 68389XCQ6 | Feb 2023 | 1,049,000 | $961K | 0.01% | DBT |
| 2022 | The Cigna Group | 125523AV2 | Feb 2023 | 1,000,000 | $961K | 0.01% | DBT |
| 2023 | PFIZER INC. | 717081EC3 | Feb 2023 | 1,050,000 | $961K | 0.01% | DBT |
| 2024 | PFIZER INC. | 717081EX7 | Feb 2023 | 1,050,000 | $960K | 0.01% | DBT |
| 2025 | Federal National Mortgage Association | 31398NY24 | Feb 2023 | 985,120 | $960K | 0.01% | DBT |
| 2026 | Government National Mortgage Association 2 | 36179TG58 | Feb 2023 | 996,676 | $958K | 0.01% | DBT |
| 2027 | APOLLO MANAGEMENT HOLDINGS, L.P. | 03765HAB7 | Feb 2023 | 1,015,000 | $957K | 0.01% | DBT |
| 2028 | South Carolina Student Loan Student Loan Backed Notes | 83715RAH5 | Feb 2023 | 957,293 | $957K | 0.01% | ABS-MBS |
| 2029 | STACK INFRASTRUCTURE ISSUER, LLC | 85236KAA0 | Feb 2023 | 975,246 | $957K | 0.01% | ABS-MBS |
| 2030 | MERCEDES-BENZ FINANCE NORTH AMERICA LLC | 233851DX9 | Feb 2023 | 990,000 | $957K | 0.01% | DBT |
| 2031 | PFIZER INC. | 717081FA6 | Feb 2023 | 1,400,000 | $956K | 0.01% | DBT |
| 2032 | CALIFORNIA ST UNIV REV | 13077DQP0 | Feb 2023 | 1,260,000 | $956K | 0.01% | DBT |
| 2033 | BRK: CITIGROUP | N/A | Feb 2023 | 17,852,000 | $954K | 0.01% | DIR |
| 2034 | Federal National Mortgage Association | 3140MGR60 | Feb 2023 | 1,158,791 | $953K | 0.01% | DBT |
| 2035 | METROPOLITAN EDISON COMPANY | 591894CB4 | Feb 2023 | 1,000,000 | $953K | 0.01% | DBT |
| 2036 | VERUS SECURITIZATION TRUST | 92539LAA8 | Feb 2023 | 1,148,076 | $953K | 0.01% | ABS-MBS |
| 2037 | Federal National Mortgage Association | 3136BAHX5 | Feb 2023 | 975,647 | $952K | 0.01% | DBT |
| 2038 | Chevron U.S.A. Inc. | 166756AR7 | Feb 2023 | 990,000 | $952K | 0.01% | DBT |
| 2039 | Gobierno de Chile | 168863DS4 | Feb 2023 | 1,310,000 | $951K | 0.01% | DBT |
| 2040 | Federal National Mortgage Association | 3140LCTV3 | Feb 2023 | 1,130,975 | $950K | 0.01% | DBT |
| 2041 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175AY0 | Feb 2023 | 970,000 | $949K | 0.01% | DBT |
| 2042 | MICROSOFT CORPORATION | 594918BX1 | Feb 2023 | 970,000 | $949K | 0.01% | DBT |
| 2043 | PENNSYLVANIA ELECTRIC COMPANY | 708696BX6 | Feb 2023 | 995,000 | $948K | 0.01% | DBT |
| 2044 | SMALL BUSINESS ADMINISTRATION GTD | 83162CP56 | Feb 2023 | 1,004,877 | $947K | 0.01% | ABS-MBS |
| 2045 | N/A | SRAM3 | Feb 2023 | 4 | $946K | 0.01% | DO |
| 2046 | Federal National Mortgage Association | 31418DZ62 | Feb 2023 | 1,109,446 | $946K | 0.01% | DBT |
| 2047 | Federal National Mortgage Association | 3136B3QB9 | Feb 2023 | 999,905 | $945K | 0.01% | DBT |
| 2048 | JERSEY CENTRAL POWER & LIGHT COMPANY | 476556DD4 | Feb 2023 | 1,157,000 | $945K | 0.01% | DBT |
| 2049 | GS MORTGAGE SECURITIES CORPORATION TRUST | 36264YAA8 | Feb 2023 | 1,000,000 | $945K | 0.01% | ABS-MBS |
| 2050 | AON CORPORATION | 03740LAG7 | Feb 2023 | 945,000 | $945K | 0.01% | DBT |
| 2051 | APPLE INC. | 037833ER7 | Feb 2023 | 1,112,000 | $942K | 0.01% | DBT |
| 2052 | AMAZON.COM, INC. | 023135BR6 | Feb 2023 | 1,090,000 | $941K | 0.01% | DBT |
| 2053 | Freddie Mac | 3133KL6J1 | Feb 2023 | 1,145,548 | $939K | 0.01% | DBT |
| 2054 | Healthcare Realty Holdings, L.P. | 42225UAD6 | Feb 2023 | 1,010,000 | $939K | 0.01% | DBT |
| 2055 | DANSKE BANK A/S | 23636AAT8 | Feb 2023 | 940,000 | $937K | 0.01% | DBT |
| 2056 | Takeda Pharmaceutical Company Limited | 874060AT3 | Feb 2023 | 945,000 | $936K | 0.01% | DBT |
| 2057 | Federal National Mortgage Association | 3140X6PH8 | Feb 2023 | 1,038,498 | $935K | 0.01% | DBT |
| 2058 | JPMORGAN CHASE & CO. | 46625HRX0 | Feb 2023 | 1,000,000 | $933K | 0.01% | DBT |
| 2059 | Government National Mortgage Association 2 | 36179TZ65 | Feb 2023 | 947,733 | $932K | 0.01% | DBT |
| 2060 | Federal National Mortgage Association | 3140X5W33 | Feb 2023 | 1,032,281 | $929K | 0.01% | DBT |
| 2061 | Federal National Mortgage Association | 3140XFMA6 | Feb 2023 | 1,137,854 | $929K | 0.01% | DBT |
| 2062 | EQT CORPORATION | 26884LAG4 | Feb 2023 | 900,000 | $929K | 0.01% | DBT |
| 2063 | PENNSYLVANIA ELECTRIC COMPANY | 708696BY4 | Feb 2023 | 1,026,000 | $928K | 0.01% | DBT |
| 2064 | Government National Mortgage Association | 38380RRS1 | Feb 2023 | 1,172,378 | $927K | 0.01% | DBT |
| 2065 | HILTON GRAND VACATIONS TRUST | 43285HAA6 | Feb 2023 | 988,211 | $927K | 0.01% | ABS-MBS |
| 2066 | Freddie Mac | 3133KYV71 | Feb 2023 | 1,094,165 | $927K | 0.01% | DBT |
| 2067 | Government National Mortgage Association 2 | 3622ABUU4 | Feb 2023 | 1,067,879 | $927K | 0.01% | DBT |
| 2068 | Federal National Mortgage Association | 3140M2ZG0 | Feb 2023 | 985,932 | $927K | 0.01% | DBT |
| 2069 | CITIGROUP INC. | 172967GT2 | Feb 2023 | 930,000 | $927K | 0.01% | DBT |
| 2070 | Government of Bermuda | 085209AJ3 | Feb 2023 | 953,000 | $927K | 0.01% | DBT |
| 2071 | HSBC HOLDINGS PLC | 404280AU3 | Feb 2023 | 960,000 | $926K | 0.01% | DBT |
| 2072 | FEDERAL REALTY OP LP | 313747AU1 | Feb 2023 | 940,000 | $926K | 0.01% | DBT |
| 2073 | 3650R COMMERCIAL MORTGAGE TRUST | 88581EAD3 | Feb 2023 | 1,140,000 | $925K | 0.01% | ABS-MBS |
| 2074 | Federal National Mortgage Association | 3140XAEW8 | Feb 2023 | 1,127,549 | $925K | 0.01% | DBT |
| 2075 | EXELON CORPORATION | 30161NBL4 | Feb 2023 | 947,000 | $925K | 0.01% | DBT |
| 2076 | BENCHMARK MORTGAGE TRUST | 08163RBQ8 | Feb 2023 | 970,000 | $923K | 0.01% | ABS-MBS |
| 2077 | MFA TRUST | 55283QAA2 | Feb 2023 | 1,053,188 | $923K | 0.01% | ABS-MBS |
| 2078 | SOCIETE GENERALE SA | 83368RBB7 | Feb 2023 | 1,370,000 | $922K | 0.01% | DBT |
| 2079 | Eversource Energy | 30040WAK4 | Feb 2023 | 1,196,000 | $922K | 0.01% | DBT |
| 2080 | Freddie Mac | 3132DN5J8 | Feb 2023 | 1,081,621 | $922K | 0.01% | DBT |
| 2081 | Federal National Mortgage Association | 3140Q83U7 | Feb 2023 | 942,135 | $922K | 0.01% | DBT |
| 2082 | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST | 03881VAQ2 | Feb 2023 | 1,205,000 | $921K | 0.01% | ABS-MBS |
| 2083 | Federal National Mortgage Association | 3140XJKX0 | Feb 2023 | 1,085,784 | $920K | 0.01% | DBT |
| 2084 | Swedbank AB | 87020PAK3 | Feb 2023 | 930,000 | $920K | 0.01% | DBT |
| 2085 | GALAXY PIPELINE ASSETS BIDCO LIMITED | 36321PAB6 | Feb 2023 | 1,164,000 | $920K | 0.01% | DBT |
| 2086 | AVIS BUDGET RENTAL CAR FUNDING | 05377REH3 | Feb 2023 | 1,050,000 | $919K | 0.01% | ABS-MBS |
| 2087 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63940YAB2 | Feb 2023 | 974,264 | $917K | 0.01% | ABS-MBS |
| 2088 | WFRBS COMMERCIAL MORTGAGE TRUST | 92890KBF1 | Feb 2023 | 970,000 | $917K | 0.01% | ABS-MBS |
| 2089 | State of Israel | 465139VE0 | Feb 2023 | 1,000,000 | $916K | 0.01% | DBT |
| 2090 | REALTY INCOME CORPORATION | 756109BR4 | Feb 2023 | 944,000 | $916K | 0.01% | DBT |
| 2091 | LCM LTD. | 50200JAC5 | Feb 2023 | 925,000 | $915K | 0.01% | ABS-CBDO |
| 2092 | SOUTHWESTERN ELECTRIC POWER COMPANY | 845437BP6 | Feb 2023 | 1,000,000 | $913K | 0.01% | DBT |
| 2093 | APPLE INC. | 037833EH9 | Feb 2023 | 1,080,000 | $912K | 0.01% | DBT |
| 2094 | SLM STUDENT LOAN TRUST | 784442AD7 | Feb 2023 | 1,155,000 | $912K | 0.01% | ABS-MBS |
| 2095 | Petroleos Mexicanos | 71654QBY7 | Feb 2023 | 939,300 | $911K | 0.01% | DBT |
| 2096 | Federal National Mortgage Association | 3138ERVH0 | Feb 2023 | 1,009,100 | $911K | 0.01% | DBT |
| 2097 | Federal National Mortgage Association | 3136AGZD7 | Feb 2023 | 1,215,570 | $910K | 0.01% | DBT |
| 2098 | Federal National Mortgage Association | 31418D4V1 | Feb 2023 | 966,977 | $910K | 0.01% | DBT |
| 2099 | PETROBRAS GLOBAL FINANCE B.V. | 71647NAN9 | Feb 2023 | 1,090,000 | $909K | 0.01% | DBT |
| 2100 | STORE CAPITAL CORPORATION | 862121AC4 | Feb 2023 | 1,202,000 | $908K | 0.01% | DBT |
| 2101 | EQUITABLE HOLDINGS, INC | 054561AC9 | Feb 2023 | 910,000 | $908K | 0.01% | DBT |
| 2102 | Kingdom of Saudi Arabia | 80413TBE8 | Feb 2023 | 994,000 | $907K | 0.01% | DBT |
| 2103 | Freddie Mac | 3133KYWW5 | Feb 2023 | 1,046,379 | $906K | 0.01% | DBT |
| 2104 | RAYTHEON TECHNOLOGIES CORPORATION | 75513EAC5 | Feb 2023 | 1,290,000 | $905K | 0.01% | DBT |
| 2105 | State of Israel | 465138RE7 | Feb 2023 | 1,000,000 | $905K | 0.01% | DBT |
| 2106 | Government National Mortgage Association 2 | 3617Y5ME6 | Feb 2023 | 1,014,066 | $905K | 0.01% | DBT |
| 2107 | Government National Mortgage Association 2 | 36179V4V9 | Feb 2023 | 1,040,561 | $904K | 0.01% | DBT |
| 2108 | Government National Mortgage Association 2 | 36179TJX4 | Feb 2023 | 969,749 | $904K | 0.01% | DBT |
| 2109 | STRUCTURED ASSET SECURITIES CORPORATION | 86359A3E1 | Feb 2023 | 945,563 | $904K | 0.01% | ABS-MBS |
| 2110 | Government National Mortgage Association 2 | 36179UKY7 | Feb 2023 | 929,647 | $902K | 0.01% | DBT |
| 2111 | Government National Mortgage Association 2 | 36179TQQ1 | Feb 2023 | 939,713 | $901K | 0.01% | DBT |
| 2112 | SMB PRIVATE EDUCATION LOAN TRUST | 78449UAB4 | Feb 2023 | 980,316 | $901K | 0.01% | ABS-MBS |
| 2113 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175BK9 | Feb 2023 | 980,000 | $901K | 0.01% | DBT |
| 2114 | UNITEDHEALTH GROUP INCORPORATED | 91324PCQ3 | Feb 2023 | 940,000 | $901K | 0.01% | DBT |
| 2115 | AMERICAN EXPRESS COMPANY | 025816CW7 | Feb 2023 | 950,000 | $900K | 0.01% | DBT |
| 2116 | CVS HEALTH CORPORATION | 126650CL2 | Feb 2023 | 929,000 | $900K | 0.01% | DBT |
| 2117 | Federal National Mortgage Association | 31418DLY6 | Feb 2023 | 1,044,946 | $899K | 0.01% | DBT |
| 2118 | BROADCOM INC. | 11135FBF7 | Feb 2023 | 1,189,000 | $899K | 0.01% | DBT |
| 2119 | KKR CLO LTD/LLC | 48254HAA2 | Feb 2023 | 900,000 | $896K | 0.01% | ABS-CBDO |
| 2120 | ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 03523TBV9 | Feb 2023 | 890,000 | $895K | 0.01% | DBT |
| 2121 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175BM5 | Feb 2023 | 1,070,000 | $895K | 0.01% | DBT |
| 2122 | GS MORTGAGE-BACKED SECURITIES TRUST | 36261WAB3 | Feb 2023 | 1,111,000 | $894K | 0.01% | ABS-MBS |
| 2123 | AVOLON HOLDINGS FUNDING LIMITED | 05401AAR2 | Feb 2023 | 1,073,000 | $894K | 0.01% | DBT |
| 2124 | SMB PRIVATE EDUCATION LOAN TRUST | 83208AAE3 | Feb 2023 | 1,010,000 | $894K | 0.01% | ABS-MBS |
| 2125 | B.A.T CAPITAL CORPORATION | 05526DBB0 | Feb 2023 | 980,000 | $892K | 0.01% | DBT |
| 2126 | VENTURE CLO LIMITED | 92325QAC1 | Feb 2023 | 900,000 | $892K | 0.01% | ABS-CBDO |
| 2127 | CITIGROUP INC. | 172967NE7 | Feb 2023 | 1,130,000 | $892K | 0.01% | DBT |
| 2128 | HARBORVIEW MORTGAGE LOAN TRUST | 41161PSM6 | Feb 2023 | 998,519 | $892K | 0.01% | ABS-MBS |
| 2129 | GM FINANCIAL AUTOMOBILE LEASING TRUST | 36266FAC3 | Feb 2023 | 912,000 | $892K | 0.01% | ABS-MBS |
| 2130 | Government National Mortgage Association | 38382LNV9 | Feb 2023 | 6,830,553 | $891K | 0.01% | DBT |
| 2131 | CAPITAL ONE MULTI-ASSET EXECUTION TRUST | 14041NFX4 | Feb 2023 | 1,054,000 | $890K | 0.01% | ABS-MBS |
| 2132 | STRUCTURED ASSET INVESTMENT LOAN TRUST | 86358EKJ4 | Feb 2023 | 921,684 | $890K | 0.01% | ABS-MBS |
| 2133 | Federal National Mortgage Association | 3140MJCM5 | Feb 2023 | 970,132 | $888K | 0.01% | DBT |
| 2134 | Government National Mortgage Association | 38380QAW2 | Feb 2023 | 892,728 | $887K | 0.01% | DBT |
| 2135 | Rzeczpospolita Polska | 857524AE2 | Feb 2023 | 846,000 | $886K | 0.01% | DBT |
| 2136 | GENERAL MOTORS COMPANY | 37045VAF7 | Feb 2023 | 940,000 | $885K | 0.01% | DBT |
| 2137 | Federal National Mortgage Association | 3140XEAS3 | Feb 2023 | 921,929 | $884K | 0.01% | DBT |
| 2138 | MPLX LP | 55336VBT6 | Feb 2023 | 1,063,000 | $884K | 0.01% | DBT |
| 2139 | Federal National Mortgage Association | 31410LNV0 | Feb 2023 | 895,535 | $884K | 0.01% | DBT |
| 2140 | MORGAN STANLEY | 61772BAB9 | Feb 2023 | 1,000,000 | $883K | 0.01% | DBT |
| 2141 | KKR GROUP FINANCE CO. III LLC | 48250AAA1 | Feb 2023 | 1,005,000 | $882K | 0.01% | DBT |
| 2142 | PNC BANK, NATIONAL ASSOCIATION | 20453KAA3 | Feb 2023 | 910,000 | $882K | 0.01% | DBT |
| 2143 | SMALL BUSINESS INVESTMENT COMPANIES | 831641FU4 | Feb 2023 | 915,000 | $882K | 0.01% | ABS-MBS |
| 2144 | JPMORGAN CHASE & CO. | 46647PAV8 | Feb 2023 | 940,000 | $881K | 0.01% | DBT |
| 2145 | AT&T INC. | 00206RBK7 | Feb 2023 | 1,082,000 | $881K | 0.01% | DBT |
| 2146 | Government National Mortgage Association 2 | 36179TNS0 | Feb 2023 | 918,699 | $881K | 0.01% | DBT |
| 2147 | Government National Mortgage Association 2 | 36179U4A7 | Feb 2023 | 1,010,386 | $881K | 0.01% | DBT |
| 2148 | State of Israel | 465139MX8 | Feb 2023 | 1,000,000 | $880K | 0.01% | DBT |
| 2149 | TENNESSEE VALLEY AUTHORITY | 88059FAV3 | Feb 2023 | 1,000,000 | $880K | 0.01% | DBT |
| 2150 | Glencore Finance (Canada) Limited | 98417EAC4 | Feb 2023 | 814,000 | $880K | 0.01% | DBT |
| 2151 | MVW OWNER TRUST | 55389TAA9 | Feb 2023 | 974,543 | $878K | 0.01% | ABS-MBS |
| 2152 | BNP PARIBAS SA | 09659W2L7 | Feb 2023 | 950,000 | $877K | 0.01% | DBT |
| 2153 | ROYALTY PHARMA PLC | 78081BAH6 | Feb 2023 | 980,000 | $877K | 0.01% | DBT |
| 2154 | ALLY AUTO RECEIVABLES TRUST | 02008DAD1 | Feb 2023 | 876,000 | $877K | 0.01% | ABS-MBS |
| 2155 | NAVIENT STUDENT LOAN TRUST | 63942NAA6 | Feb 2023 | 1,020,844 | $877K | 0.01% | ABS-MBS |
| 2156 | Shell International Finance B.V. | 822582BF8 | Feb 2023 | 990,000 | $875K | 0.01% | DBT |
| 2157 | MYERS PARK CLO LTD | 62848FAE2 | Feb 2023 | 890,000 | $874K | 0.01% | ABS-CBDO |
| 2158 | Freddie Mac | 3133KMLL7 | Feb 2023 | 1,070,345 | $874K | 0.01% | DBT |
| 2159 | Government National Mortgage Association | 38375UDJ6 | Feb 2023 | 874,921 | $874K | 0.01% | DBT |
| 2160 | Federal National Mortgage Association | 31418AK31 | Feb 2023 | 936,984 | $872K | 0.01% | DBT |
| 2161 | WORKDAY, INC. | 98138HAJ0 | Feb 2023 | 990,000 | $872K | 0.01% | DBT |
| 2162 | APPLIED MATERIALS, INC. | 038222AN5 | Feb 2023 | 1,070,000 | $872K | 0.01% | DBT |
| 2163 | BROADCOM INC. | 11135FBB6 | Feb 2023 | 925,000 | $871K | 0.01% | DBT |
| 2164 | OBX TRUST | 67114JAA8 | Feb 2023 | 1,128,926 | $871K | 0.01% | ABS-MBS |
| 2165 | WELLS FARGO & COMPANY | 95000U2M4 | Feb 2023 | 945,000 | $870K | 0.01% | DBT |
| 2166 | Federal National Mortgage Association | 3140XFHB0 | Feb 2023 | 1,059,106 | $869K | 0.01% | DBT |
| 2167 | HSBC HOLDINGS PLC | 404280CC1 | Feb 2023 | 970,000 | $869K | 0.01% | DBT |
| 2168 | Government National Mortgage Association 2 | 36179U3S9 | Feb 2023 | 991,321 | $867K | 0.01% | DBT |
| 2169 | Federal National Mortgage Association | 3138WJDJ4 | Feb 2023 | 932,455 | $866K | 0.01% | DBT |
| 2170 | NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV | 64971XUX4 | Feb 2023 | 1,085,000 | $865K | 0.01% | DBT |
| 2171 | T-MOBILE USA, INC. | 87264ACT0 | Feb 2023 | 1,270,000 | $864K | 0.01% | DBT |
| 2172 | RATE MORTGAGE TRUST | 75409JAA5 | Feb 2023 | 1,070,129 | $863K | 0.01% | ABS-MBS |
| 2173 | VERIZON COMMUNICATIONS INC. | 92343VDD3 | Feb 2023 | 940,000 | $863K | 0.01% | DBT |
| 2174 | UNION PACIFIC CORPORATION | 907818FX1 | Feb 2023 | 1,019,000 | $862K | 0.01% | DBT |
| 2175 | Duke Energy Carolinas, LLC | 26442CAM6 | Feb 2023 | 1,000,000 | $860K | 0.01% | DBT |
| 2176 | Federal National Mortgage Association | 3140MJCL7 | Feb 2023 | 935,749 | $857K | 0.01% | DBT |
| 2177 | BX TRUST | 05606FAA1 | Feb 2023 | 995,000 | $857K | 0.01% | ABS-MBS |
| 2178 | TOYOTA AUTO LOAN EXTENDED NOTE TRUST | 89231XAA9 | Feb 2023 | 885,000 | $855K | 0.01% | ABS-MBS |
| 2179 | CARLYLE GLOBAL MARKET STRATEGIES CLO LTD | 14315LAA2 | Feb 2023 | 862,894 | $855K | 0.01% | ABS-CBDO |
| 2180 | Federal National Mortgage Association | 3140HDPD0 | Feb 2023 | 962,063 | $854K | 0.01% | DBT |
| 2181 | Federal National Mortgage Association | 31417DVE0 | Feb 2023 | 910,117 | $854K | 0.01% | DBT |
| 2182 | DUKE ENERGY FLORIDA, LLC | 26444HAK7 | Feb 2023 | 1,050,000 | $853K | 0.01% | DBT |
| 2183 | GILEAD SCIENCES, INC. | 375558BS1 | Feb 2023 | 1,225,000 | $853K | 0.01% | DBT |
| 2184 | BALTIMORE GAS AND ELECTRIC COMPANY | 059165EN6 | Feb 2023 | 1,053,000 | $852K | 0.01% | DBT |
| 2185 | Estados Unidos Mexicanos | 91087BAV2 | Feb 2023 | 830,000 | $852K | 0.01% | DBT |
| 2186 | ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 035240AS9 | Feb 2023 | 970,000 | $851K | 0.01% | DBT |
| 2187 | Federal National Mortgage Association | 3140X5ZN6 | Feb 2023 | 926,316 | $851K | 0.01% | DBT |
| 2188 | ILFC E-CAPITAL TRUST II | 44965UAA2 | Feb 2023 | 1,200,000 | $851K | 0.01% | DBT |
| 2189 | GILEAD SCIENCES, INC. | 375558BF9 | Feb 2023 | 890,000 | $850K | 0.01% | DBT |
| 2190 | Freddie Mac | 3133D4KC6 | Feb 2023 | 1,002,560 | $850K | 0.01% | DBT |
| 2191 | COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE | 13645RBG8 | Feb 2023 | 1,120,000 | $848K | 0.01% | DBT |
| 2192 | Government National Mortgage Association | 38382NLJ4 | Feb 2023 | 857,089 | $848K | 0.01% | DBT |
| 2193 | JOHNSON & JOHNSON | 478160CP7 | Feb 2023 | 990,000 | $847K | 0.01% | DBT |
| 2194 | ROPER TECHNOLOGIES, INC. | 776743AM8 | Feb 2023 | 940,000 | $847K | 0.01% | DBT |
| 2195 | DUKE ENERGY CORPORATION | 26441CBL8 | Feb 2023 | 1,050,000 | $846K | 0.01% | DBT |
| 2196 | Government National Mortgage Association | 38381HB67 | Feb 2023 | 1,100,000 | $845K | 0.01% | DBT |
| 2197 | ENTERPRISE FLEET FINANCING LLC | 29374EAC0 | Feb 2023 | 905,000 | $845K | 0.01% | ABS-MBS |
| 2198 | BANK OF AMERICA CORPORATION | 06051GJT7 | Feb 2023 | 1,040,000 | $843K | 0.01% | DBT |
| 2199 | BANK | 06541BBK3 | Feb 2023 | 837,000 | $843K | 0.01% | ABS-MBS |
| 2200 | Federal National Mortgage Association | 3136BBTX0 | Feb 2023 | 4,703,950 | $842K | 0.01% | DBT |
| 2201 | INTESA SANPAOLO SPA | 46115HAT4 | Feb 2023 | 870,000 | $840K | 0.01% | DBT |
| 2202 | Freddie Mac | 3128M4TL7 | Feb 2023 | 816,870 | $840K | 0.01% | DBT |
| 2203 | GS MORTGAGE SECURITIES TRUST | 36250PAC9 | Feb 2023 | 881,399 | $839K | 0.01% | ABS-MBS |
| 2204 | UNITEDHEALTH GROUP INCORPORATED | 91324PEF5 | Feb 2023 | 1,172,000 | $839K | 0.01% | DBT |
| 2205 | Government National Mortgage Association 2 | 3622AACC6 | Feb 2023 | 875,939 | $839K | 0.01% | DBT |
| 2206 | Government National Mortgage Association | 38381HCN9 | Feb 2023 | 1,319,630 | $838K | 0.01% | DBT |
| 2207 | THE GOLDMAN SACHS GROUP, INC. | 38141GXJ8 | Feb 2023 | 870,000 | $838K | 0.01% | DBT |
| 2208 | PECO Energy Company | 693304BC0 | Feb 2023 | 1,270,000 | $838K | 0.01% | DBT |
| 2209 | HCA INC. | 404119CB3 | Feb 2023 | 1,287,000 | $838K | 0.01% | DBT |
| 2210 | HYUNDAI AUTO RECEIVABLES TRUST | 448977AE8 | Feb 2023 | 899,000 | $838K | 0.01% | ABS-MBS |
| 2211 | DTE ELECTRIC COMPANY | 23338VAL0 | Feb 2023 | 1,230,000 | $838K | 0.01% | DBT |
| 2212 | Government National Mortgage Association 2 | 3622AAZY3 | Feb 2023 | 1,003,909 | $837K | 0.01% | DBT |
| 2213 | Federal National Mortgage Association | 3140XAH96 | Feb 2023 | 1,020,480 | $835K | 0.01% | DBT |
| 2214 | Freddie Mac | 3128MJYZ7 | Feb 2023 | 896,634 | $834K | 0.01% | DBT |
| 2215 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 17322YAF7 | Feb 2023 | 880,000 | $834K | 0.01% | ABS-MBS |
| 2216 | Keybank National Association | 49327M3H5 | Feb 2023 | 866,000 | $833K | 0.01% | DBT |
| 2217 | Federal National Mortgage Association | 3136BAUL6 | Feb 2023 | 1,006,948 | $831K | 0.01% | DBT |
| 2218 | Federal National Mortgage Association | 3140M34Z0 | Feb 2023 | 931,823 | $829K | 0.01% | DBT |
| 2219 | MISSISSIPPI POWER COMPANY | 605417CD4 | Feb 2023 | 1,263,000 | $828K | 0.01% | DBT |
| 2220 | THE DOW CHEMICAL COMPANY | 260543DH3 | Feb 2023 | 740,000 | $827K | 0.01% | DBT |
| 2221 | EOG RESOURCES, INC. | 26875PAU5 | Feb 2023 | 860,000 | $827K | 0.01% | DBT |
| 2222 | ABBOTT LABORATORIES | 002824BH2 | Feb 2023 | 840,000 | $826K | 0.01% | DBT |
| 2223 | PHILLIPS 66 | 718546AZ7 | Feb 2023 | 925,000 | $825K | 0.01% | DBT |
| 2224 | Federal National Mortgage Association | 3140QNL26 | Feb 2023 | 963,283 | $823K | 0.01% | DBT |
| 2225 | Federal National Mortgage Association | 3140XCZ68 | Feb 2023 | 959,101 | $822K | 0.01% | DBT |
| 2226 | HUMANA INC. | 444859BF8 | Feb 2023 | 860,000 | $822K | 0.01% | DBT |
| 2227 | PT Perusahaan Listrik Negara (Persero) | 71568PAE9 | Feb 2023 | 830,000 | $820K | 0.01% | DBT |
| 2228 | SIERRA TIMESHARE RECEIVABLES FUNDING LLC | 82653GAB8 | Feb 2023 | 834,203 | $819K | 0.01% | ABS-MBS |
| 2229 | SMALL BUSINESS INVESTMENT COMPANIES | 831641FL4 | Feb 2023 | 872,958 | $819K | 0.01% | ABS-MBS |
| 2230 | NXP B.V. | 62954HBE7 | Feb 2023 | 855,000 | $819K | 0.01% | DBT |
| 2231 | BX TRUST | 05606FAA1 | Feb 2023 | 950,000 | $819K | 0.01% | ABS-MBS |
| 2232 | Federal National Mortgage Association | 3140FXSB9 | Feb 2023 | 916,406 | $818K | 0.01% | DBT |
| 2233 | JOHNSON & JOHNSON | 478160BV5 | Feb 2023 | 970,000 | $818K | 0.01% | DBT |
| 2234 | BROADCOM INC. | 11135FBK6 | Feb 2023 | 1,014,000 | $816K | 0.01% | DBT |
| 2235 | Federal National Mortgage Association | 3140XFLM1 | Feb 2023 | 923,944 | $816K | 0.01% | DBT |
| 2236 | J.P. MORGAN MORTGAGE TRUST | 46651HBT3 | Feb 2023 | 936,843 | $816K | 0.01% | ABS-MBS |
| 2237 | NATWEST GROUP PLC | 780097BJ9 | Feb 2023 | 820,000 | $816K | 0.01% | DBT |
| 2238 | Pepsico, Inc. | 713448EY0 | Feb 2023 | 820,000 | $814K | 0.01% | DBT |
| 2239 | MIDSTATE TRUST | 59549WAA1 | Feb 2023 | 846,401 | $814K | 0.01% | ABS-MBS |
| 2240 | NVIDIA CORPORATION | 67066GAG9 | Feb 2023 | 990,000 | $814K | 0.01% | DBT |
| 2241 | MICRON TECHNOLOGY, INC. | 595112BZ5 | Feb 2023 | 840,000 | $814K | 0.01% | DBT |
| 2242 | Saudi Arabian Oil Company | 80414L2G9 | Feb 2023 | 840,000 | $813K | 0.01% | DBT |
| 2243 | AKER BP ASA | 00973RAJ2 | Feb 2023 | 924,000 | $813K | 0.01% | DBT |
| 2244 | WarnerMedia Holdings, Inc. | 55903VAL7 | Feb 2023 | 940,000 | $812K | 0.01% | DBT |
| 2245 | CSAIL COMMERCIAL MORTGAGE TRUST | 12635FAS3 | Feb 2023 | 850,439 | $811K | 0.01% | ABS-MBS |
| 2246 | APACHE CORPORATION | 037411BC8 | Feb 2023 | 1,130,000 | $811K | 0.01% | DBT |
| 2247 | Federal National Mortgage Association | 3140LU4P3 | Feb 2023 | 916,832 | $810K | 0.01% | DBT |
| 2248 | Federal National Mortgage Association | 3140K3WD0 | Feb 2023 | 909,732 | $809K | 0.01% | DBT |
| 2249 | REALTY INCOME CORPORATION | 756109BL7 | Feb 2023 | 984,000 | $808K | 0.01% | DBT |
| 2250 | Federal National Mortgage Association | 3140XB2V1 | Feb 2023 | 983,622 | $807K | 0.01% | DBT |
| 2251 | AIR LEASE CORPORATION | 00914AAU6 | Feb 2023 | 830,000 | $806K | 0.01% | DBT |
| 2252 | Freddie Mac | 3137H13V6 | Feb 2023 | 975,000 | $806K | 0.01% | DBT |
| 2253 | SCHLUMBERGER HOLDINGS CORPORATION | 806851AK7 | Feb 2023 | 857,000 | $805K | 0.01% | DBT |
| 2254 | AMAZON.COM, INC. | 023135BQ8 | Feb 2023 | 880,000 | $803K | 0.01% | DBT |
| 2255 | Government National Mortgage Association 2 | 3617G1E38 | Feb 2023 | 860,800 | $802K | 0.01% | DBT |
| 2256 | PARKER-HANNIFIN CORPORATION | 701094AM6 | Feb 2023 | 830,000 | $801K | 0.01% | DBT |
| 2257 | BAXTER INTERNATIONAL INC. | 071813BY4 | Feb 2023 | 890,000 | $800K | 0.01% | DBT |
| 2258 | BUNKER HILL LOAN DEPOSITARY TRUST | 12061RAA9 | Feb 2023 | 858,715 | $797K | 0.01% | ABS-MBS |
| 2259 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63941HAA0 | Feb 2023 | 879,720 | $797K | 0.01% | ABS-MBS |
| 2260 | Estados Unidos Mexicanos | 91087BAN0 | Feb 2023 | 1,215,000 | $797K | 0.01% | DBT |
| 2261 | PENFED AUTO RECEIVABLES OWNER TRUST | 706874AD6 | Feb 2023 | 813,000 | $796K | 0.01% | ABS-MBS |
| 2262 | COMM MORTGAGE TRUST | 12630BBA5 | Feb 2023 | 808,000 | $796K | 0.01% | ABS-MBS |
| 2263 | Government National Mortgage Association 2 | 36179TCX1 | Feb 2023 | 852,328 | $795K | 0.01% | DBT |
| 2264 | Government National Mortgage Association | 38381RME6 | Feb 2023 | 860,189 | $795K | 0.01% | DBT |
| 2265 | CITIGROUP INC. | 172967MR9 | Feb 2023 | 800,000 | $793K | 0.01% | DBT |
| 2266 | FORD CREDIT AUTO OWNER TRUST | 345295AE9 | Feb 2023 | 788,000 | $792K | 0.01% | ABS-MBS |
| 2267 | THE DOW CHEMICAL COMPANY | 260543CV3 | Feb 2023 | 925,000 | $791K | 0.01% | DBT |
| 2268 | CSAIL COMMERCIAL MORTGAGE TRUST | 12596WAB0 | Feb 2023 | 896,000 | $791K | 0.01% | ABS-MBS |
| 2269 | OBX TRUST | 67115DAA0 | Feb 2023 | 973,399 | $791K | 0.01% | ABS-MBS |
| 2270 | HCA INC. | 404119CC1 | Feb 2023 | 1,015,000 | $790K | 0.01% | DBT |
| 2271 | B.A.T CAPITAL CORPORATION | 05526DBF1 | Feb 2023 | 1,100,000 | $789K | 0.01% | DBT |
| 2272 | T-MOBILE USA, INC. | 87264ABF1 | Feb 2023 | 870,000 | $789K | 0.01% | DBT |
| 2273 | AMERICAN ELECTRIC POWER COMPANY, INC. | 025537AX9 | Feb 2023 | 788,000 | $788K | 0.01% | DBT |
| 2274 | Federal National Mortgage Association | 3140X62B6 | Feb 2023 | 850,619 | $787K | 0.01% | DBT |
| 2275 | Sands China Ltd. | 80007RAF2 | Feb 2023 | 810,000 | $785K | 0.01% | DBT |
| 2276 | AMGEN INC. | 031162DQ0 | Feb 2023 | 789,000 | $785K | 0.01% | DBT |
| 2277 | BRAVO RESIDENTIAL FUNDING TRUST | 10569FAA6 | Feb 2023 | 860,315 | $785K | 0.01% | ABS-MBS |
| 2278 | DEERE & COMPANY | 244199BK0 | Feb 2023 | 920,000 | $785K | 0.01% | DBT |
| 2279 | Federal National Mortgage Association | 3140MNP83 | Feb 2023 | 849,129 | $782K | 0.01% | DBT |
| 2280 | Federal National Mortgage Association | 3138WHLP5 | Feb 2023 | 868,224 | $782K | 0.01% | DBT |
| 2281 | DUKE ENERGY CORPORATION | 26441CAX3 | Feb 2023 | 850,000 | $782K | 0.01% | DBT |
| 2282 | Government National Mortgage Association 2 | 36179SB71 | Feb 2023 | 858,185 | $781K | 0.01% | DBT |
| 2283 | Freddie Mac | 3137F8TU7 | Feb 2023 | 15,897,479 | $781K | 0.01% | DBT |
| 2284 | THE DOW CHEMICAL COMPANY | 260543BJ1 | Feb 2023 | 703,000 | $781K | 0.01% | DBT |
| 2285 | Freddie Mac | 31288QFW5 | Feb 2023 | 817,413 | $780K | 0.01% | DBT |
| 2286 | OCCIDENTAL PETROLEUM CORPORATION | 674599CL7 | Feb 2023 | 1,040,000 | $780K | 0.01% | DBT |
| 2287 | Federal National Mortgage Association | 3138WGA61 | Feb 2023 | 831,746 | $778K | 0.01% | DBT |
| 2288 | EXXON MOBIL CORPORATION | 30231GAW2 | Feb 2023 | 910,000 | $777K | 0.01% | DBT |
| 2289 | MCDONALD'S CORPORATION | 58013MFL3 | Feb 2023 | 850,000 | $777K | 0.01% | DBT |
| 2290 | COLLEGE AVE STUDENT LOANS LLC | 19421UAB0 | Feb 2023 | 858,159 | $777K | 0.01% | ABS-MBS |
| 2291 | PLAINS ALL AMERICAN PIPELINE, L.P. | 72650RBM3 | Feb 2023 | 895,000 | $776K | 0.01% | DBT |
| 2292 | Freddie Mac | 3137H2H31 | Feb 2023 | 943,913 | $776K | 0.01% | DBT |
| 2293 | Reynolds American Inc. | 761713AT3 | Feb 2023 | 745,000 | $775K | 0.01% | DBT |
| 2294 | Federal National Mortgage Association | 3140XADE9 | Feb 2023 | 947,251 | $775K | 0.01% | DBT |
| 2295 | ELLINGTON FINANCIAL MORTGAGE TRUST | 31573CAA3 | Feb 2023 | 911,345 | $773K | 0.01% | ABS-MBS |
| 2296 | GOLUB CAPITAL PARTNERS CLO LTD | 38175NAA6 | Feb 2023 | 781,261 | $773K | 0.01% | ABS-CBDO |
| 2297 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63935BAA1 | Feb 2023 | 848,896 | $771K | 0.01% | ABS-MBS |
| 2298 | NSTAR ELECTRIC COMPANY | 67021CAS6 | Feb 2023 | 856,000 | $771K | 0.01% | DBT |
| 2299 | CHEVRON CORPORATION | 166764BW9 | Feb 2023 | 830,000 | $770K | 0.01% | DBT |
| 2300 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63941LAB9 | Feb 2023 | 815,004 | $770K | 0.01% | ABS-MBS |
| 2301 | DELL EQUIPMENT FINANCE TRUST | 24702CAE4 | Feb 2023 | 795,000 | $769K | 0.01% | ABS-MBS |
| 2302 | Federal National Mortgage Association | 3140XGTU3 | Feb 2023 | 832,716 | $768K | 0.01% | DBT |
| 2303 | UNION PACIFIC CORPORATION | 907818FK9 | Feb 2023 | 1,065,000 | $768K | 0.01% | DBT |
| 2304 | Federal National Mortgage Association | 3140XJKU6 | Feb 2023 | 900,411 | $768K | 0.01% | DBT |
| 2305 | COMM MORTGAGE TRUST | 12636FBH5 | Feb 2023 | 804,000 | $767K | 0.01% | ABS-MBS |
| 2306 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST | 35105JAB4 | Feb 2023 | 777,287 | $766K | 0.01% | ABS-MBS |
| 2307 | STORE CAPITAL CORPORATION | 862121AB6 | Feb 2023 | 867,000 | $765K | 0.01% | DBT |
| 2308 | Freddie Mac | 3133KMNK7 | Feb 2023 | 808,492 | $764K | 0.01% | DBT |
| 2309 | MILL CITY MORTGAGE LOAN TRUST | 59982HAC4 | Feb 2023 | 826,319 | $764K | 0.01% | ABS-MBS |
| 2310 | STRUCTURED ASSET MORTGAGE INVESTORS | 86359LGS2 | Feb 2023 | 853,063 | $764K | 0.01% | ABS-MBS |
| 2311 | Government National Mortgage Association 2 | 36179R4E6 | Feb 2023 | 818,288 | $763K | 0.01% | DBT |
| 2312 | Federal National Mortgage Association | 3140X7TY5 | Feb 2023 | 862,662 | $763K | 0.01% | DBT |
| 2313 | Freddie Mac | 3132DNH22 | Feb 2023 | 849,841 | $763K | 0.01% | DBT |
| 2314 | MCDONALD'S CORPORATION | 58013MEY6 | Feb 2023 | 790,000 | $762K | 0.01% | DBT |
| 2315 | RATE MORTGAGE TRUST | 75409JAG2 | Feb 2023 | 883,071 | $762K | 0.01% | ABS-MBS |
| 2316 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 92925CCD2 | Feb 2023 | 1,031,259 | $761K | 0.01% | ABS-MBS |
| 2317 | PRKCM TRUST | 69361JAA4 | Feb 2023 | 920,594 | $761K | 0.01% | ABS-MBS |
| 2318 | Freddie Mac | 3128MAD55 | Feb 2023 | 812,644 | $761K | 0.01% | DBT |
| 2319 | Federal National Mortgage Association | 31418D6T4 | Feb 2023 | 807,968 | $760K | 0.01% | DBT |
| 2320 | FORD CREDIT AUTO LEASE TRUST | 34528LAE5 | Feb 2023 | 780,000 | $760K | 0.01% | ABS-MBS |
| 2321 | BROADCOM INC. | 11135FAQ4 | Feb 2023 | 842,000 | $758K | 0.01% | DBT |
| 2322 | CONSTELLATION BRANDS, INC. | 21036PBB3 | Feb 2023 | 775,000 | $757K | 0.01% | DBT |
| 2323 | BENCHMARK MORTGAGE TRUST | 08162DAE8 | Feb 2023 | 865,000 | $757K | 0.01% | ABS-MBS |
| 2324 | Viterra Finance B.V. | 92852LAD1 | Feb 2023 | 862,000 | $756K | 0.01% | DBT |
| 2325 | SMALL BUSINESS INVESTMENT COMPANIES | 831641FM2 | Feb 2023 | 809,252 | $755K | 0.01% | ABS-MBS |
| 2326 | Freddie Mac | 3137H5YN1 | Feb 2023 | 865,616 | $754K | 0.01% | DBT |
| 2327 | Federal National Mortgage Association | 3138ENRL5 | Feb 2023 | 758,994 | $754K | 0.01% | DBT |
| 2328 | Federal National Mortgage Association | 3140K7WH2 | Feb 2023 | 776,953 | $753K | 0.01% | DBT |
| 2329 | AMGEN INC. | 031162BZ2 | Feb 2023 | 900,000 | $753K | 0.01% | DBT |
| 2330 | DTE ENERGY COMPANY | 233331BG1 | Feb 2023 | 830,000 | $752K | 0.01% | DBT |
| 2331 | Freddie Mac | 3128HXTR6 | Feb 2023 | 825,997 | $752K | 0.01% | DBT |
| 2332 | LOWE'S COMPANIES, INC. | 548661ED5 | Feb 2023 | 900,000 | $752K | 0.01% | DBT |
| 2333 | CONTINENTAL RESOURCES, INC. | 212015AN1 | Feb 2023 | 770,000 | $751K | 0.01% | DBT |
| 2334 | Federal National Mortgage Association | 3140MHUK3 | Feb 2023 | 877,532 | $750K | 0.01% | DBT |
| 2335 | Freddie Mac | 3133ALZW1 | Feb 2023 | 851,435 | $750K | 0.01% | DBT |
| 2336 | CONTINENTAL RESOURCES, INC. | 212015AS0 | Feb 2023 | 810,000 | $750K | 0.01% | DBT |
| 2337 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63940YAB2 | Feb 2023 | 796,124 | $750K | 0.01% | ABS-MBS |
| 2338 | Government National Mortgage Association 2 | 36179WBY3 | Feb 2023 | 862,489 | $749K | 0.01% | DBT |
| 2339 | THE BOEING COMPANY | 097023CX1 | Feb 2023 | 800,000 | $747K | 0.01% | DBT |
| 2340 | RECETTE CLO, LTD | 75620TAW8 | Feb 2023 | 760,000 | $747K | 0.01% | ABS-CBDO |
| 2341 | Fideicomiso Fibra UNO | 898339AB2 | Feb 2023 | 956,000 | $746K | 0.01% | DBT |
| 2342 | BURLINGTON NORTHERN SANTA FE, LLC | 12189LAU5 | Feb 2023 | 825,000 | $745K | 0.01% | DBT |
| 2343 | VOYA CLO | 92915HAL7 | Feb 2023 | 750,000 | $745K | 0.01% | ABS-CBDO |
| 2344 | CHASE AUTO CREDIT LINKED NOTES | 48128U2M0 | Feb 2023 | 773,997 | $743K | 0.01% | ABS-MBS |
| 2345 | MERCK & CO., INC. | 58933YAY1 | Feb 2023 | 840,000 | $743K | 0.01% | DBT |
| 2346 | HCA INC. | 404119BQ1 | Feb 2023 | 750,000 | $743K | 0.01% | DBT |
| 2347 | PARAMOUNT GLOBAL | 124857AF0 | Feb 2023 | 840,000 | $741K | 0.01% | DBT |
| 2348 | BUNGE LIMITED FINANCE CORP. | 120568BB5 | Feb 2023 | 813,000 | $741K | 0.01% | DBT |
| 2349 | BANQUE CANADIENNE IMPERIALE DE COMMERCE | 13607GRK2 | Feb 2023 | 750,000 | $740K | 0.01% | DBT |
| 2350 | UNION PACIFIC CORPORATION | 907818FG8 | Feb 2023 | 970,000 | $740K | 0.01% | DBT |
| 2351 | Freddie Mac | 3133KKJ34 | Feb 2023 | 895,051 | $740K | 0.01% | DBT |
| 2352 | SALESFORCE, INC. | 79466LAE4 | Feb 2023 | 740,000 | $738K | 0.01% | DBT |
| 2353 | STEWART INFORMATION SERVICES CORPORATION | 86038AAA0 | Feb 2023 | 954,000 | $738K | 0.01% | DBT |
| 2354 | UBS COMMERCIAL MORTGAGE TRUST | 90276RBD9 | Feb 2023 | 801,704 | $737K | 0.01% | ABS-MBS |
| 2355 | DELL INTERNATIONAL L.L.C. | 24703TAF3 | Feb 2023 | 717,000 | $737K | 0.01% | DBT |
| 2356 | INVITATION HOMES OPERATING PARTNERSHIP LP | 46188BAA0 | Feb 2023 | 982,000 | $737K | 0.01% | DBT |
| 2357 | The Cigna Group | 125523CQ1 | Feb 2023 | 1,050,000 | $736K | 0.01% | DBT |
| 2358 | BRK: CITIGROUP | N/A | Feb 2023 | 2,390,000 | $736K | 0.01% | DIR |
| 2359 | Dominion Energy, Inc. | 25746UDR7 | Feb 2023 | 750,000 | $736K | 0.01% | DBT |
| 2360 | Federal National Mortgage Association | 3138LY3T2 | Feb 2023 | 783,669 | $735K | 0.01% | DBT |
| 2361 | Federal National Mortgage Association | 3136BBTT9 | Feb 2023 | 3,934,272 | $734K | 0.01% | DBT |
| 2362 | KINDER MORGAN, INC. | 49456BAQ4 | Feb 2023 | 845,000 | $734K | 0.01% | DBT |
| 2363 | Federal National Mortgage Association | 3140J9XD8 | Feb 2023 | 751,870 | $733K | 0.01% | DBT |
| 2364 | Federal National Mortgage Association | 3136AVFH7 | Feb 2023 | 799,552 | $733K | 0.01% | DBT |
| 2365 | Shell International Finance B.V. | 822582AD4 | Feb 2023 | 660,000 | $733K | 0.01% | DBT |
| 2366 | CBAM LTD | 12480VAC9 | Feb 2023 | 735,404 | $732K | 0.01% | ABS-CBDO |
| 2367 | VISA INC. | 92826CAF9 | Feb 2023 | 810,000 | $731K | 0.01% | DBT |
| 2368 | UNITEDHEALTH GROUP INCORPORATED | 91324PEH1 | Feb 2023 | 770,000 | $730K | 0.01% | DBT |
| 2369 | APPLE INC. | 037833DW7 | Feb 2023 | 1,087,000 | $730K | 0.01% | DBT |
| 2370 | PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED | 744573AU0 | Feb 2023 | 912,000 | $729K | 0.01% | DBT |
| 2371 | MASTR REPERFORMING LOAN TRUST | 576436AR0 | Feb 2023 | 1,082,786 | $729K | 0.01% | ABS-MBS |
| 2372 | BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LIMITED | 09229CAA7 | Feb 2023 | 860,201 | $728K | 0.01% | ABS-MBS |
| 2373 | Cooperatieve Rabobank U.A. | 74977RDN1 | Feb 2023 | 780,000 | $727K | 0.01% | DBT |
| 2374 | United States of America | 91282CFJ5 | Feb 2023 | 770,000 | $727K | 0.01% | SN |
| 2375 | BRISTOL-MYERS SQUIBB COMPANY | 110122CN6 | Feb 2023 | 768,000 | $727K | 0.01% | DBT |
| 2376 | GSK CONSUMER HEALTHCARE CAPITAL US LLC | 36264FAM3 | Feb 2023 | 830,000 | $725K | 0.01% | DBT |
| 2377 | BRAZOS EDUCATION LOAN AUTHORITY, INC. | 10620WAA6 | Feb 2023 | 735,186 | $725K | 0.01% | ABS-MBS |
| 2378 | Federal National Mortgage Association | 31418CFD1 | Feb 2023 | 806,154 | $725K | 0.01% | DBT |
| 2379 | UBS COMMERCIAL MORTGAGE TRUST | 90276WAR8 | Feb 2023 | 784,626 | $723K | 0.01% | ABS-MBS |
| 2380 | Federal National Mortgage Association | 3136B0VP8 | Feb 2023 | 827,157 | $722K | 0.01% | DBT |
| 2381 | CUBESMART, L.P. | 22966RAH9 | Feb 2023 | 862,000 | $720K | 0.01% | DBT |
| 2382 | City of New York | 64966QCL2 | Feb 2023 | 870,000 | $720K | 0.01% | DBT |
| 2383 | UNIVERSITY VA UNIV REVS | 915217XF5 | Feb 2023 | 1,155,000 | $720K | 0.01% | DBT |
| 2384 | Freddie Mac | 3133B3XG7 | Feb 2023 | 839,508 | $719K | 0.01% | DBT |
| 2385 | CITIGROUP INC. | 172967NE7 | Feb 2023 | 910,000 | $718K | 0.01% | DBT |
| 2386 | Federal National Mortgage Association | 3140HMRW6 | Feb 2023 | 727,884 | $718K | 0.01% | DBT |
| 2387 | CREDIT SUISSE AG (NEW YORK BRANCH) | 22550L2C4 | Feb 2023 | 790,000 | $717K | 0.01% | DBT |
| 2388 | GSK CONSUMER HEALTHCARE CAPITAL US LLC | 36264FAK7 | Feb 2023 | 770,000 | $716K | 0.01% | DBT |
| 2389 | BPR TRUST | 05592AAA8 | Feb 2023 | 745,000 | $713K | 0.01% | ABS-MBS |
| 2390 | Freddie Mac | 3142BAMV1 | Feb 2023 | 738,292 | $712K | 0.01% | DBT |
| 2391 | ABBVIE INC. | 00287YCB3 | Feb 2023 | 855,000 | $712K | 0.01% | DBT |
| 2392 | Government National Mortgage Association 2 | 3617Y5P86 | Feb 2023 | 796,857 | $711K | 0.01% | DBT |
| 2393 | The Cigna Group | 125523AF7 | Feb 2023 | 715,000 | $710K | 0.01% | DBT |
| 2394 | Duke Energy Carolinas, LLC | 26442CBH6 | Feb 2023 | 952,000 | $710K | 0.01% | DBT |
| 2395 | Government National Mortgage Association | 38380LCX9 | Feb 2023 | 710,768 | $709K | 0.01% | DBT |
| 2396 | Freddie Mac | 3132XCSB2 | Feb 2023 | 733,670 | $708K | 0.01% | DBT |
| 2397 | CVS HEALTH CORPORATION | 126650DF4 | Feb 2023 | 763,000 | $708K | 0.01% | DBT |
| 2398 | Government National Mortgage Association | 38380H3A8 | Feb 2023 | 777,096 | $707K | 0.01% | DBT |
| 2399 | The Cigna Group | 125523AK6 | Feb 2023 | 786,000 | $707K | 0.01% | DBT |
| 2400 | PROSPECT CAPITAL CORPORATION | 74348TAU6 | Feb 2023 | 785,000 | $707K | 0.01% | DBT |
| 2401 | ABBVIE INC. | 00287YCA5 | Feb 2023 | 837,000 | $706K | 0.01% | DBT |
| 2402 | ROCHE HOLDINGS, INC. | 771196BY7 | Feb 2023 | 1,074,000 | $706K | 0.01% | DBT |
| 2403 | Government National Mortgage Association | 38381HN49 | Feb 2023 | 900,000 | $705K | 0.01% | DBT |
| 2404 | VONTIER CORPORATION | 928881AF8 | Feb 2023 | 925,000 | $705K | 0.01% | DBT |
| 2405 | Federal National Mortgage Association | 3136B36T2 | Feb 2023 | 715,273 | $705K | 0.01% | DBT |
| 2406 | Federal National Mortgage Association | 3140XGTL3 | Feb 2023 | 768,358 | $704K | 0.01% | DBT |
| 2407 | Freddie Mac | 3133B3ZD2 | Feb 2023 | 858,038 | $703K | 0.01% | DBT |
| 2408 | United States of America | 1TNM3 | Feb 2023 | 6 | $703K | 0.01% | DIR |
| 2409 | MERCK & CO., INC. | 58933YBF1 | Feb 2023 | 1,050,000 | $702K | 0.01% | DBT |
| 2410 | Federal National Mortgage Association | 3140XKCJ7 | Feb 2023 | 698,382 | $701K | 0.01% | DBT |
| 2411 | CROWLEY CONRO, LLC | 228023AB3 | Feb 2023 | 754,469 | $701K | 0.01% | DBT |
| 2412 | JPMORGAN CHASE & CO. | 46647PAX4 | Feb 2023 | 740,000 | $701K | 0.01% | DBT |
| 2413 | Government National Mortgage Association 2 | 36179S2P1 | Feb 2023 | 752,084 | $700K | 0.01% | DBT |
| 2414 | VERIZON COMMUNICATIONS INC. | 92343VFU3 | Feb 2023 | 1,110,000 | $699K | 0.01% | DBT |
| 2415 | ENERGY TRANSFER LP | 29278NAP8 | Feb 2023 | 740,000 | $698K | 0.01% | DBT |
| 2416 | GS MORTGAGE SECURITIES TRUST | 36258RBA0 | Feb 2023 | 834,000 | $697K | 0.01% | ABS-MBS |
| 2417 | Federal National Mortgage Association | 3140MYA93 | Feb 2023 | 717,970 | $696K | 0.01% | DBT |
| 2418 | PAYPAL HOLDINGS, INC. | 70450YAL7 | Feb 2023 | 740,000 | $696K | 0.01% | DBT |
| 2419 | Federal National Mortgage Association | 3140GW5Z2 | Feb 2023 | 751,180 | $696K | 0.01% | DBT |
| 2420 | Government National Mortgage Association 2 | 36179VTV2 | Feb 2023 | 822,969 | $695K | 0.01% | DBT |
| 2421 | HALSEYPOINT CLO | 40638UAA7 | Feb 2023 | 700,000 | $694K | 0.01% | ABS-CBDO |
| 2422 | Virginia Electric and Power Company | 927804GF5 | Feb 2023 | 1,053,000 | $694K | 0.01% | DBT |
| 2423 | THE BANK OF NOVA SCOTIA | 064159VL7 | Feb 2023 | 760,000 | $694K | 0.01% | DBT |
| 2424 | LLOYDS BANKING GROUP PLC | 53944YAU7 | Feb 2023 | 745,000 | $694K | 0.01% | DBT |
| 2425 | Freddie Mac | 31288QFY1 | Feb 2023 | 713,293 | $694K | 0.01% | DBT |
| 2426 | AGREE LIMITED PARTNERSHIP | 008513AD5 | Feb 2023 | 741,000 | $693K | 0.01% | DBT |
| 2427 | MID-AMERICA APARTMENTS, L.P. | 59523UAA5 | Feb 2023 | 697,000 | $693K | 0.01% | DBT |
| 2428 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63941GAB0 | Feb 2023 | 766,597 | $693K | 0.01% | ABS-MBS |
| 2429 | LOCKHEED MARTIN CORPORATION | 539830BH1 | Feb 2023 | 716,000 | $692K | 0.01% | DBT |
| 2430 | MPLX LP | 55336VAM2 | Feb 2023 | 810,000 | $691K | 0.01% | DBT |
| 2431 | BAYER US FINANCE II LLC | 07274NAL7 | Feb 2023 | 735,000 | $691K | 0.01% | DBT |
| 2432 | BANQUE ROYALE DU CANADA | N/A | Feb 2023 | 860,000 | $690K | 0.01% | DBT |
| 2433 | T-MOBILE USA, INC. | 87264ABB0 | Feb 2023 | 720,000 | $690K | 0.01% | DBT |
| 2434 | Dominion Energy, Inc. | 25746UDG1 | Feb 2023 | 788,000 | $689K | 0.01% | DBT |
| 2435 | Freddie Mac | 3132DMW43 | Feb 2023 | 804,197 | $686K | 0.01% | DBT |
| 2436 | Federal National Mortgage Association | 3140QQ4K8 | Feb 2023 | 645,326 | $685K | 0.01% | DBT |
| 2437 | CHEVRON CORPORATION | 166764CA6 | Feb 2023 | 950,000 | $684K | 0.01% | DBT |
| 2438 | Gobierno De La Republica De Panama | 698299BB9 | Feb 2023 | 950,000 | $684K | 0.01% | DBT |
| 2439 | Mitsubishi UFJ Financial Group, Inc. | 606822CE2 | Feb 2023 | 720,000 | $683K | 0.01% | DBT |
| 2440 | Shell International Finance B.V. | 822582CH3 | Feb 2023 | 930,000 | $683K | 0.01% | DBT |
| 2441 | STARBUCKS CORPORATION | 855244BA6 | Feb 2023 | 940,000 | $682K | 0.01% | DBT |
| 2442 | Government National Mortgage Association 2 | 36179R4E6 | Feb 2023 | 731,353 | $682K | 0.01% | DBT |
| 2443 | WELLS FARGO & COMPANY | 949746RF0 | Feb 2023 | 700,000 | $681K | 0.01% | DBT |
| 2444 | AMERICAN TOWER CORPORATION | 03027XAM2 | Feb 2023 | 741,000 | $680K | 0.01% | DBT |
| 2445 | ABBVIE INC. | 00287YCX5 | Feb 2023 | 700,000 | $679K | 0.01% | DBT |
| 2446 | Federal National Mortgage Association | 3140FPVR7 | Feb 2023 | 733,496 | $679K | 0.01% | DBT |
| 2447 | Freddie Mac | 3133AKW22 | Feb 2023 | 877,667 | $679K | 0.01% | DBT |
| 2448 | CARGILL, INCORPORATED | 141781BL7 | Feb 2023 | 690,000 | $679K | 0.01% | DBT |
| 2449 | THE HOME DEPOT, INC. | 437076CG5 | Feb 2023 | 1,131,000 | $678K | 0.01% | DBT |
| 2450 | Freddie Mac | 3133KYVX4 | Feb 2023 | 847,396 | $677K | 0.01% | DBT |
| 2451 | EXXON MOBIL CORPORATION | 30231GBK7 | Feb 2023 | 730,000 | $677K | 0.01% | DBT |
| 2452 | VICI PROPERTIES L.P. | 92564RAH8 | Feb 2023 | 725,000 | $676K | 0.01% | DBT |
| 2453 | CSMC TRUST | 12596XAA0 | Feb 2023 | 724,379 | $675K | 0.01% | ABS-MBS |
| 2454 | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION | 63743HFC1 | Feb 2023 | 720,000 | $675K | 0.01% | DBT |
| 2455 | Government National Mortgage Association 2 | 3617FKD38 | Feb 2023 | 755,905 | $674K | 0.01% | DBT |
| 2456 | Comision Federal de Electricidad | 200447AF7 | Feb 2023 | 710,000 | $674K | 0.01% | DBT |
| 2457 | ORANGE LAKE TIMESHARE TRUST | 68504UAA9 | Feb 2023 | 705,285 | $673K | 0.01% | ABS-MBS |
| 2458 | CSMC TRUST | 12656TAA6 | Feb 2023 | 787,923 | $673K | 0.01% | ABS-MBS |
| 2459 | Mitsubishi UFJ Financial Group, Inc. | 606822CF9 | Feb 2023 | 700,000 | $673K | 0.01% | DBT |
| 2460 | Federal National Mortgage Association | 3140JBWC6 | Feb 2023 | 729,266 | $673K | 0.01% | DBT |
| 2461 | Federal National Mortgage Association | 3140HFT90 | Feb 2023 | 710,248 | $672K | 0.01% | DBT |
| 2462 | VERIZON COMMUNICATIONS INC. | 92343VFT6 | Feb 2023 | 992,000 | $672K | 0.01% | DBT |
| 2463 | Federal National Mortgage Association | 3140FXFZ0 | Feb 2023 | 700,235 | $671K | 0.01% | DBT |
| 2464 | METROPOLITAN EDISON COMPANY | 591894CC2 | Feb 2023 | 720,000 | $671K | 0.01% | DBT |
| 2465 | TARGET CORPORATION | 87612EBL9 | Feb 2023 | 710,000 | $671K | 0.01% | DBT |
| 2466 | Federal National Mortgage Association | 31418CAH7 | Feb 2023 | 732,157 | $668K | 0.01% | DBT |
| 2467 | THE BOEING COMPANY | 097023CP8 | Feb 2023 | 867,000 | $667K | 0.01% | DBT |
| 2468 | LA BANQUE TORONTO-DOMINION | 89114QCH9 | Feb 2023 | 730,000 | $666K | 0.01% | DBT |
| 2469 | BANQUE ROYALE DU CANADA | 78015K7H1 | Feb 2023 | 730,000 | $666K | 0.01% | DBT |
| 2470 | UNION PACIFIC CORPORATION | 907818FY9 | Feb 2023 | 847,000 | $665K | 0.01% | DBT |
| 2471 | TSMC ARIZONA CORPORATION | 872898AA9 | Feb 2023 | 750,000 | $664K | 0.01% | DBT |
| 2472 | CITIGROUP INC. | 172967NU1 | Feb 2023 | 700,000 | $663K | 0.01% | DBT |
| 2473 | Federal National Mortgage Association | 3136B1Q80 | Feb 2023 | 697,921 | $662K | 0.01% | DBT |
| 2474 | Republica Oriental del Uruguay | 917288BK7 | Feb 2023 | 680,000 | $662K | 0.01% | DBT |
| 2475 | Credit Suisse Group AG | 225401AU2 | Feb 2023 | 940,000 | $661K | 0.01% | DBT |
| 2476 | Compagnie des chemins de fer nationaux du Canada | 136375DB5 | Feb 2023 | 741,000 | $661K | 0.01% | DBT |
| 2477 | ORACLE CORPORATION | 68389XBC8 | Feb 2023 | 695,000 | $659K | 0.01% | DBT |
| 2478 | COMCAST CORPORATION | 20030NDG3 | Feb 2023 | 730,000 | $659K | 0.01% | DBT |
| 2479 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST | 46642NBK1 | Feb 2023 | 750,000 | $659K | 0.01% | ABS-MBS |
| 2480 | VIATRIS INC. | 92556VAF3 | Feb 2023 | 1,020,000 | $658K | 0.01% | DBT |
| 2481 | UNION PACIFIC CORPORATION | 907818FQ6 | Feb 2023 | 835,000 | $658K | 0.01% | DBT |
| 2482 | MASTR ADJUSTABLE RATE MORTGAGE TRUST | 576433WL6 | Feb 2023 | 698,393 | $657K | 0.01% | ABS-MBS |
| 2483 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST | 03066TAC5 | Feb 2023 | 682,000 | $657K | 0.01% | ABS-MBS |
| 2484 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | 64831TAA5 | Feb 2023 | 803,667 | $656K | 0.01% | ABS-MBS |
| 2485 | Government National Mortgage Association | 3622A25C2 | Feb 2023 | 661,152 | $655K | 0.01% | DBT |
| 2486 | BANK OF AMERICA CORPORATION | 06051GGR4 | Feb 2023 | 710,000 | $655K | 0.01% | DBT |
| 2487 | Federal National Mortgage Association | 3140QKT73 | Feb 2023 | 757,945 | $654K | 0.01% | DBT |
| 2488 | Government National Mortgage Association 2 | 36179TLT0 | Feb 2023 | 681,694 | $654K | 0.01% | DBT |
| 2489 | REPUBLIC SERVICES, INC. | 760759AU4 | Feb 2023 | 680,000 | $653K | 0.01% | DBT |
| 2490 | VERIZON COMMUNICATIONS INC. | 92343VEA8 | Feb 2023 | 700,000 | $651K | 0.01% | DBT |
| 2491 | SOFI PROFESSIONAL LOAN PROGRAM | 83405YAA0 | Feb 2023 | 782,601 | $650K | 0.01% | ABS-MBS |
| 2492 | Altria Group, Inc. | 02209SBM4 | Feb 2023 | 970,000 | $650K | 0.01% | DBT |
| 2493 | VERUS SECURITIZATION TRUST | 92537QAA9 | Feb 2023 | 782,720 | $650K | 0.01% | ABS-MBS |
| 2494 | B.A.T CAPITAL CORPORATION | 05526DBV6 | Feb 2023 | 770,000 | $650K | 0.01% | DBT |
| 2495 | Federal National Mortgage Association | 3140XFBC4 | Feb 2023 | 728,134 | $649K | 0.01% | DBT |
| 2496 | Federal National Mortgage Association | 3140FCTC2 | Feb 2023 | 700,390 | $649K | 0.01% | DBT |
| 2497 | Federal National Mortgage Association | 3140QNW73 | Feb 2023 | 712,363 | $649K | 0.01% | DBT |
| 2498 | GLP Capital, L.P. | 361841AL3 | Feb 2023 | 685,000 | $648K | 0.01% | DBT |
| 2499 | ORACLE CORPORATION | 68389XBS3 | Feb 2023 | 675,000 | $647K | 0.01% | DBT |
| 2500 | RBS COMMERCIAL FUNDING INC TRUST | 74932QAA8 | Feb 2023 | 670,000 | $647K | 0.01% | ABS-MBS |
| 2501 | AMGEN INC. | 031162CR9 | Feb 2023 | 880,000 | $647K | 0.01% | DBT |
| 2502 | MACQUARIE BANK LIMITED | 556079AC5 | Feb 2023 | 765,000 | $646K | 0.01% | DBT |
| 2503 | GSK CONSUMER HEALTHCARE CAPITAL US LLC | 36264FAL5 | Feb 2023 | 725,000 | $645K | 0.01% | DBT |
| 2504 | WESTPAC BANKING CORPORATION | 961214EP4 | Feb 2023 | 840,000 | $645K | 0.01% | DBT |
| 2505 | LIBERTY MUTUAL GROUP INC. | 53079EBN3 | Feb 2023 | 686,000 | $643K | 0.01% | DBT |
| 2506 | MID-AMERICA APARTMENTS, L.P. | 59523UAQ0 | Feb 2023 | 682,000 | $641K | 0.01% | DBT |
| 2507 | SLM STUDENT LOAN TRUST | 78442GGG5 | Feb 2023 | 660,694 | $640K | 0.01% | ABS-MBS |
| 2508 | Federal National Mortgage Association | 3136ABQH9 | Feb 2023 | 630,711 | $640K | 0.01% | DBT |
| 2509 | Federal National Mortgage Association | 3140QA2T6 | Feb 2023 | 661,451 | $639K | 0.01% | DBT |
| 2510 | BRIXMOR OPERATING PARTNERSHIP LP | 11120VAL7 | Feb 2023 | 822,000 | $639K | 0.01% | DBT |
| 2511 | HSBC HOLDINGS PLC | 404280DA4 | Feb 2023 | 675,000 | $638K | 0.01% | DBT |
| 2512 | VERUS SECURITIZATION TRUST | 92538EAA5 | Feb 2023 | 715,891 | $637K | 0.01% | ABS-MBS |
| 2513 | NVIDIA CORPORATION | 67066GAN4 | Feb 2023 | 788,000 | $637K | 0.01% | DBT |
| 2514 | State of Israel | 46513JB34 | Feb 2023 | 720,000 | $635K | 0.01% | DBT |
| 2515 | UBS Group AG | 902613AP3 | Feb 2023 | 660,000 | $635K | 0.01% | DBT |
| 2516 | Duke Energy Progress, LLC | 26442UAK0 | Feb 2023 | 1,062,000 | $635K | 0.01% | DBT |
| 2517 | Federal National Mortgage Association | 3136ADY52 | Feb 2023 | 744,537 | $635K | 0.01% | DBT |
| 2518 | SOFI PROFESSIONAL LOAN PROGRAM | 83405YAA0 | Feb 2023 | 763,357 | $634K | 0.01% | ABS-MBS |
| 2519 | HSBC HOLDINGS PLC | 404280DF3 | Feb 2023 | 660,000 | $634K | 0.01% | DBT |
| 2520 | THE BOEING COMPANY | 097023CD5 | Feb 2023 | 720,000 | $633K | 0.01% | DBT |
| 2521 | Federal National Mortgage Association | 3136B3D80 | Feb 2023 | 683,308 | $632K | 0.01% | DBT |
| 2522 | SOUTHERN CALIFORNIA EDISON COMPANY | 842400GK3 | Feb 2023 | 794,000 | $631K | 0.01% | DBT |
| 2523 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST | 863579YR3 | Feb 2023 | 701,800 | $629K | 0.01% | ABS-MBS |
| 2524 | REALTY INCOME CORPORATION | 756109BJ2 | Feb 2023 | 728,000 | $628K | 0.01% | DBT |
| 2525 | PFIZER INC. | 717081EW9 | Feb 2023 | 720,000 | $628K | 0.01% | DBT |
| 2526 | DEVON ENERGY CORPORATION | 25179MAL7 | Feb 2023 | 680,000 | $627K | 0.01% | DBT |
| 2527 | DEVON ENERGY CORPORATION | 25179MAL7 | Feb 2023 | 680,000 | $627K | 0.01% | DBT |
| 2528 | BROADCOM INC. | 11135FBL4 | Feb 2023 | 792,000 | $627K | 0.01% | DBT |
| 2529 | Freddie Mac | 3133KYS91 | Feb 2023 | 690,374 | $627K | 0.01% | DBT |
| 2530 | PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED | 744573AQ9 | Feb 2023 | 811,000 | $627K | 0.01% | DBT |
| 2531 | Federal National Mortgage Association | 3140X6P39 | Feb 2023 | 674,575 | $626K | 0.01% | DBT |
| 2532 | ANGEL OAK MORTGAGE TRUST | 03464JAC5 | Feb 2023 | 780,937 | $625K | 0.01% | ABS-MBS |
| 2533 | SOFI CONSUMER LOAN PROGRAM LLC | 83407EAA2 | Feb 2023 | 625,000 | $625K | 0.01% | ABS-MBS |
| 2534 | KLA CORPORATION | 482480AL4 | Feb 2023 | 640,000 | $625K | 0.01% | DBT |
| 2535 | Government National Mortgage Association 2 | 36179TLT0 | Feb 2023 | 650,639 | $624K | 0.01% | DBT |
| 2536 | OHIO ST UNIV GEN RCPTS | 677632PA3 | Feb 2023 | 689,000 | $623K | 0.01% | DBT |
| 2537 | NXP B.V. | 62954HBA5 | Feb 2023 | 788,000 | $622K | 0.01% | DBT |
| 2538 | KLA CORPORATION | 482480AM2 | Feb 2023 | 657,000 | $621K | 0.01% | DBT |
| 2539 | UNION PACIFIC CORPORATION | 907818FU7 | Feb 2023 | 750,000 | $621K | 0.01% | DBT |
| 2540 | THE BANK OF NOVA SCOTIA | 06417XAG6 | Feb 2023 | 710,000 | $621K | 0.01% | DBT |
| 2541 | DUKE ENERGY CORPORATION | 26441CBL8 | Feb 2023 | 771,000 | $621K | 0.01% | DBT |
| 2542 | HSBC HOLDINGS PLC | 404280BT5 | Feb 2023 | 660,000 | $620K | 0.01% | DBT |
| 2543 | Federal National Mortgage Association | 3140XKNS5 | Feb 2023 | 600,000 | $620K | 0.01% | DBT |
| 2544 | Government National Mortgage Association 2 | 36179UCC4 | Feb 2023 | 639,035 | $620K | 0.01% | DBT |
| 2545 | T-MOBILE USA, INC. | 87264ABX2 | Feb 2023 | 790,000 | $619K | 0.01% | DBT |
| 2546 | MACQUARIE GROUP LIMITED | 55608JAP3 | Feb 2023 | 635,000 | $619K | 0.01% | DBT |
| 2547 | Cooperatieve Rabobank U.A. | 74977RDP6 | Feb 2023 | 710,000 | $617K | 0.01% | DBT |
| 2548 | SANTANDER UK GROUP HOLDINGS PLC | 80281LAR6 | Feb 2023 | 705,000 | $617K | 0.01% | DBT |
| 2549 | MORGAN STANLEY | 6174468G7 | Feb 2023 | 655,000 | $617K | 0.01% | DBT |
| 2550 | NATIONAL SECURITIES CLEARING CORPORATION | 637639AA3 | Feb 2023 | 620,000 | $616K | 0.01% | DBT |
| 2551 | ENERGY TRANSFER LP | 29278NAN3 | Feb 2023 | 620,000 | $616K | 0.01% | DBT |
| 2552 | Federal National Mortgage Association | 31418BFY7 | Feb 2023 | 643,332 | $615K | 0.01% | DBT |
| 2553 | Federal National Mortgage Association | 3136ABQF3 | Feb 2023 | 581,380 | $614K | 0.01% | DBT |
| 2554 | COMCAST CORPORATION | 20030NCG4 | Feb 2023 | 764,000 | $614K | 0.01% | DBT |
| 2555 | SMB PRIVATE EDUCATION LOAN TRUST | 78449QAB3 | Feb 2023 | 641,068 | $612K | 0.01% | ABS-MBS |
| 2556 | Freddie Mac | 3133B1BM2 | Feb 2023 | 746,412 | $612K | 0.01% | DBT |
| 2557 | Federal National Mortgage Association | 3140JASH2 | Feb 2023 | 656,479 | $611K | 0.01% | DBT |
| 2558 | Freddie Mac | 3128MJ5K2 | Feb 2023 | 611,175 | $611K | 0.01% | DBT |
| 2559 | CHEVY CHASE FUNDING LLC | U16711AG5 | Feb 2023 | 652,521 | $611K | 0.01% | ABS-MBS |
| 2560 | MCDONALD'S CORPORATION | 58013MFA7 | Feb 2023 | 670,000 | $610K | 0.01% | DBT |
| 2561 | BANC OF AMERICA FUNDING CORPORATION | 05946XRV7 | Feb 2023 | 677,814 | $610K | 0.01% | ABS-MBS |
| 2562 | EQUINOR ASA | 29446MAE2 | Feb 2023 | 655,000 | $609K | 0.01% | DBT |
| 2563 | Federal National Mortgage Association | 3140JBUK0 | Feb 2023 | 688,964 | $609K | 0.01% | DBT |
| 2564 | OBX TRUST | 670857AA9 | Feb 2023 | 784,824 | $607K | 0.01% | ABS-MBS |
| 2565 | Freddie Mac | 3133B5ZL9 | Feb 2023 | 689,402 | $607K | 0.01% | DBT |
| 2566 | GLENCORE FUNDING LLC | 378272AV0 | Feb 2023 | 628,000 | $607K | 0.01% | DBT |
| 2567 | GENERAL MOTORS FINANCIAL COMPANY, INC. | 37045XDS2 | Feb 2023 | 762,000 | $606K | 0.01% | DBT |
| 2568 | Federal National Mortgage Association | 3140KHE80 | Feb 2023 | 683,255 | $606K | 0.01% | DBT |
| 2569 | CONTINENTAL RESOURCES, INC. | 212015AQ4 | Feb 2023 | 810,000 | $606K | 0.01% | DBT |
| 2570 | Gobierno De La Republica De Panama | 698299BM5 | Feb 2023 | 830,000 | $606K | 0.01% | DBT |
| 2571 | BANK OF AMERICA CORPORATION | 06051GHD4 | Feb 2023 | 665,000 | $605K | 0.01% | DBT |
| 2572 | Government National Mortgage Association | 38382MUU1 | Feb 2023 | 611,028 | $605K | 0.01% | DBT |
| 2573 | VERIZON COMMUNICATIONS INC. | 92343VGH1 | Feb 2023 | 700,000 | $604K | 0.01% | DBT |
| 2574 | Federal National Mortgage Association | 3138EMFE6 | Feb 2023 | 596,889 | $604K | 0.01% | DBT |
| 2575 | CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC | 15189XAY4 | Feb 2023 | 778,000 | $604K | 0.01% | DBT |
| 2576 | VERIZON COMMUNICATIONS INC. | 92343VGP3 | Feb 2023 | 787,000 | $603K | 0.01% | DBT |
| 2577 | Federal National Mortgage Association | 31418BYV2 | Feb 2023 | 654,274 | $602K | 0.01% | DBT |
| 2578 | Federal National Mortgage Association | 3140LXFK6 | Feb 2023 | 631,067 | $601K | 0.01% | DBT |
| 2579 | Government National Mortgage Association 2 | 36179V7F1 | Feb 2023 | 665,523 | $600K | 0.01% | DBT |
| 2580 | BROADCOM INC. | 11135FBK6 | Feb 2023 | 744,000 | $599K | 0.01% | DBT |
| 2581 | Comision Federal de Electricidad | 200447AK6 | Feb 2023 | 790,000 | $598K | 0.01% | DBT |
| 2582 | HYUNDAI CAPITAL AMERICA | 44891ABR7 | Feb 2023 | 623,000 | $598K | 0.01% | DBT |
| 2583 | Duke Energy Carolinas, LLC | 26442CBB9 | Feb 2023 | 717,000 | $597K | 0.01% | DBT |
| 2584 | Federal National Mortgage Association | 3140XDRK4 | Feb 2023 | 731,278 | $597K | 0.01% | DBT |
| 2585 | Federal National Mortgage Association | 3140K2RU0 | Feb 2023 | 671,740 | $597K | 0.01% | DBT |
| 2586 | UNITEDHEALTH GROUP INCORPORATED | 91324PDZ2 | Feb 2023 | 880,000 | $596K | 0.01% | DBT |
| 2587 | COMCAST CORPORATION | 20030NBS9 | Feb 2023 | 630,000 | $596K | 0.01% | DBT |
| 2588 | MILL CITY MORTGAGE LOAN TRUST | 59982HAC4 | Feb 2023 | 643,543 | $595K | 0.01% | ABS-MBS |
| 2589 | THE GOLDMAN SACHS GROUP, INC. | 38141GWL4 | Feb 2023 | 640,000 | $594K | 0.01% | DBT |
| 2590 | THE HOME DEPOT, INC. | 437076CD2 | Feb 2023 | 800,000 | $593K | 0.01% | DBT |
| 2591 | NIKE, INC. | 654106AJ2 | Feb 2023 | 640,000 | $593K | 0.01% | DBT |
| 2592 | PAYPAL HOLDINGS, INC. | 70450YAG8 | Feb 2023 | 640,000 | $593K | 0.01% | DBT |
| 2593 | VERUS SECURITIZATION TRUST | 92538BAA1 | Feb 2023 | 662,770 | $593K | 0.01% | ABS-MBS |
| 2594 | INTEL CORPORATION | 458140CF5 | Feb 2023 | 600,000 | $593K | 0.01% | DBT |
| 2595 | Federal National Mortgage Association | 3140QPHK6 | Feb 2023 | 671,408 | $593K | 0.01% | DBT |
| 2596 | Federal National Mortgage Association | 3140QKDE5 | Feb 2023 | 674,215 | $592K | 0.01% | DBT |
| 2597 | Federal National Mortgage Association | 3140QKDF2 | Feb 2023 | 673,259 | $591K | 0.01% | DBT |
| 2598 | MIDAMERICAN ENERGY COMPANY | 595620AW5 | Feb 2023 | 913,000 | $591K | 0.01% | DBT |
| 2599 | COMM MORTGAGE TRUST | 12630DBB9 | Feb 2023 | 610,000 | $591K | 0.01% | ABS-MBS |
| 2600 | ENERGY TRANSFER LP | 29273RBJ7 | Feb 2023 | 631,000 | $591K | 0.01% | DBT |
| 2601 | AMERICAN TRANSMISSION SYSTEMS, INCORPORATED | 030288AC8 | Feb 2023 | 720,000 | $590K | 0.01% | DBT |
| 2602 | Government National Mortgage Association 2 | 3622AAVK7 | Feb 2023 | 708,619 | $590K | 0.01% | DBT |
| 2603 | ENTERGY ARKANSAS, LLC | 29366MAB4 | Feb 2023 | 948,000 | $590K | 0.01% | DBT |
| 2604 | THE WILLIAMS COMPANIES, INC. | 96949LAC9 | Feb 2023 | 670,000 | $589K | 0.01% | DBT |
| 2605 | Freddie Mac | 3133KKS75 | Feb 2023 | 682,512 | $588K | 0.01% | DBT |
| 2606 | AMAZON.COM, INC. | 023135AQ9 | Feb 2023 | 600,000 | $588K | 0.01% | DBT |
| 2607 | Credit Suisse Group AG | 225401BB3 | Feb 2023 | 560,000 | $588K | 0.01% | DBT |
| 2608 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63940QAB9 | Feb 2023 | 610,293 | $588K | 0.01% | ABS-MBS |
| 2609 | Freddie Mac | 3133KYWP0 | Feb 2023 | 676,755 | $587K | 0.01% | DBT |
| 2610 | COLLEGE AVE STUDENT LOANS LLC | 19425AAB0 | Feb 2023 | 689,857 | $587K | 0.01% | ABS-MBS |
| 2611 | UNITEDHEALTH GROUP INCORPORATED | 91324PAR3 | Feb 2023 | 560,000 | $586K | 0.01% | DBT |
| 2612 | Federal National Mortgage Association | 31397VE37 | Feb 2023 | 3,008,079 | $586K | 0.01% | DBT |
| 2613 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63942LAA0 | Feb 2023 | 676,289 | $583K | 0.01% | ABS-MBS |
| 2614 | Freddie Mac | 3137BKRJ1 | Feb 2023 | 605,000 | $583K | 0.01% | DBT |
| 2615 | HALSEYPOINT CLO | 406375AA3 | Feb 2023 | 590,000 | $583K | 0.01% | ABS-CBDO |
| 2616 | KINDER MORGAN ENERGY PARTNERS, L.P. | 494550BU9 | Feb 2023 | 645,000 | $583K | 0.01% | DBT |
| 2617 | Freddie Mac | 3133AUE38 | Feb 2023 | 653,728 | $581K | 0.01% | DBT |
| 2618 | Federal National Mortgage Association | 31418D3R1 | Feb 2023 | 680,917 | $580K | 0.01% | DBT |
| 2619 | CITIGROUP INC. | 172967NS6 | Feb 2023 | 600,000 | $580K | 0.01% | DBT |
| 2620 | VERUS SECURITIZATION TRUST | 92537MAA8 | Feb 2023 | 611,681 | $580K | 0.01% | ABS-MBS |
| 2621 | CONSTELLATION BRANDS, INC. | 21036PBK3 | Feb 2023 | 600,000 | $580K | 0.01% | DBT |
| 2622 | Shell International Finance B.V. | 822582CG5 | Feb 2023 | 660,000 | $579K | 0.01% | DBT |
| 2623 | Federal National Mortgage Association | 3140XFA27 | Feb 2023 | 668,223 | $579K | 0.01% | DBT |
| 2624 | ORACLE CORPORATION | 68389XCN3 | Feb 2023 | 610,000 | $579K | 0.01% | DBT |
| 2625 | CREDIT AGRICOLE S.A. LONDON BRANCH | 22535WAG2 | Feb 2023 | 630,000 | $578K | 0.01% | DBT |
| 2626 | NIKE, INC. | 654106AK9 | Feb 2023 | 650,000 | $578K | 0.01% | DBT |
| 2627 | MICROSOFT CORPORATION | 594918CC6 | Feb 2023 | 864,000 | $577K | 0.01% | DBT |
| 2628 | MFA TRUST | 55283WAA9 | Feb 2023 | 707,254 | $577K | 0.01% | ABS-MBS |
| 2629 | Federal National Mortgage Association | 3136AA5N1 | Feb 2023 | 680,789 | $573K | 0.01% | DBT |
| 2630 | SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY | 82481LAC3 | Feb 2023 | 581,000 | $572K | 0.01% | DBT |
| 2631 | HSBC BANK USA, NATIONAL ASSOCIATION | 4042Q1AD9 | Feb 2023 | 510,000 | $572K | 0.01% | DBT |
| 2632 | CFCRE COMMERCIAL MORTGAGE TRUST | 12532CAY1 | Feb 2023 | 598,117 | $571K | 0.01% | ABS-MBS |
| 2633 | WISCONSIN ELECTRIC POWER COMPANY | 976656CM8 | Feb 2023 | 670,000 | $569K | 0.01% | DBT |
| 2634 | Federal National Mortgage Association | 3140J9XG1 | Feb 2023 | 563,670 | $569K | 0.01% | DBT |
| 2635 | AT&T INC. | 00206RJZ6 | Feb 2023 | 757,000 | $568K | 0.01% | DBT |
| 2636 | Freddie Mac | 3132DVKW4 | Feb 2023 | 635,656 | $568K | 0.01% | DBT |
| 2637 | Government National Mortgage Association 2 | 36179SB89 | Feb 2023 | 607,326 | $567K | 0.01% | DBT |
| 2638 | ORACLE CORPORATION | 68389XBU8 | Feb 2023 | 625,000 | $567K | 0.01% | DBT |
| 2639 | Government National Mortgage Association | 38380QGQ9 | Feb 2023 | 585,088 | $566K | 0.01% | DBT |
| 2640 | Freddie Mac | 3132J3CJ8 | Feb 2023 | 591,467 | $566K | 0.01% | DBT |
| 2641 | AMERICAN EXPRESS COMPANY | 025816CS6 | Feb 2023 | 625,000 | $566K | 0.01% | DBT |
| 2642 | CITIGROUP INC. | 172967JC6 | Feb 2023 | 590,000 | $566K | 0.01% | DBT |
| 2643 | Freddie Mac | 3132AAK52 | Feb 2023 | 598,849 | $566K | 0.01% | DBT |
| 2644 | MORGAN STANLEY | 6174468C6 | Feb 2023 | 580,000 | $565K | 0.01% | DBT |
| 2645 | AIR LEASE CORPORATION | 00914AAF9 | Feb 2023 | 605,000 | $565K | 0.01% | DBT |
| 2646 | AMAZON.COM, INC. | 023135BT2 | Feb 2023 | 880,000 | $565K | 0.01% | DBT |
| 2647 | BANCO SANTANDER, S.A. | 05964HAN5 | Feb 2023 | 655,000 | $565K | 0.01% | DBT |
| 2648 | Federal National Mortgage Association | 31418CRD8 | Feb 2023 | 589,935 | $564K | 0.01% | DBT |
| 2649 | NELNET STUDENT LOAN CORPORATION | 64031QBC4 | Feb 2023 | 577,914 | $564K | 0.01% | ABS-MBS |
| 2650 | Federal National Mortgage Association | 3140XFMQ1 | Feb 2023 | 648,928 | $564K | 0.01% | DBT |
| 2651 | Government National Mortgage Association 2 | 3622AAKS2 | Feb 2023 | 631,295 | $564K | 0.01% | DBT |
| 2652 | BRIXMOR OPERATING PARTNERSHIP LP | 11120VAL7 | Feb 2023 | 725,000 | $563K | 0.01% | DBT |
| 2653 | CINTAS CORP NO 2 | 17252MAN0 | Feb 2023 | 590,000 | $563K | 0.01% | DBT |
| 2654 | RAYTHEON TECHNOLOGIES CORPORATION | 75513EAD3 | Feb 2023 | 680,000 | $563K | 0.01% | DBT |
| 2655 | ABBVIE INC. | 00287YBV0 | Feb 2023 | 610,000 | $563K | 0.01% | DBT |
| 2656 | Federal National Mortgage Association | 3140X5KZ5 | Feb 2023 | 590,933 | $561K | 0.01% | DBT |
| 2657 | PIONEER NATURAL RESOURCES COMPANY | 723787AQ0 | Feb 2023 | 720,000 | $561K | 0.01% | DBT |
| 2658 | HSBC HOLDINGS PLC | 404280AW9 | Feb 2023 | 580,000 | $561K | 0.01% | DBT |
| 2659 | GILEAD SCIENCES, INC. | 375558BY8 | Feb 2023 | 708,000 | $560K | 0.01% | DBT |
| 2660 | Virginia Electric and Power Company | 927804GJ7 | Feb 2023 | 637,000 | $560K | 0.01% | DBT |
| 2661 | ESSEX PORTFOLIO, L.P. | 29717PAZ0 | Feb 2023 | 701,000 | $560K | 0.01% | DBT |
| 2662 | Takeda Pharmaceutical Company Limited | 874060AT3 | Feb 2023 | 564,000 | $559K | 0.01% | DBT |
| 2663 | PFIZER INC. | 717081EY5 | Feb 2023 | 680,000 | $556K | 0.01% | DBT |
| 2664 | Federal National Mortgage Association | 3136AV7G8 | Feb 2023 | 595,063 | $556K | 0.01% | DBT |
| 2665 | GILEAD SCIENCES, INC. | 375558BJ1 | Feb 2023 | 631,000 | $556K | 0.01% | DBT |
| 2666 | Freddie Mac | 3128MMUS0 | Feb 2023 | 585,973 | $554K | 0.01% | DBT |
| 2667 | THE COCA-COLA COMPANY | 191216CU2 | Feb 2023 | 630,000 | $553K | 0.01% | DBT |
| 2668 | TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA | 878091BD8 | Feb 2023 | 600,000 | $553K | 0.01% | DBT |
| 2669 | Federal National Mortgage Association | 3140L06A0 | Feb 2023 | 666,915 | $553K | 0.01% | DBT |
| 2670 | Freddie Mac | 3128MJVZ0 | Feb 2023 | 610,411 | $552K | 0.01% | DBT |
| 2671 | MF1 LTD | 55283TAA6 | Feb 2023 | 570,000 | $552K | 0.01% | ABS-CBDO |
| 2672 | DUKE ENERGY INDIANA, LLC | 26443TAC0 | Feb 2023 | 880,000 | $551K | 0.01% | DBT |
| 2673 | Federal National Mortgage Association | 3140XHD61 | Feb 2023 | 648,235 | $551K | 0.01% | DBT |
| 2674 | CVS HEALTH CORPORATION | 126650DJ6 | Feb 2023 | 610,000 | $551K | 0.01% | DBT |
| 2675 | Federal National Mortgage Association | 3136B3YD6 | Feb 2023 | 600,000 | $550K | 0.01% | DBT |
| 2676 | Federal National Mortgage Association | 3140X6U41 | Feb 2023 | 619,377 | $550K | 0.01% | DBT |
| 2677 | CREDIT SUISSE AG (NEW YORK BRANCH) | 22550L2K6 | Feb 2023 | 600,000 | $550K | 0.01% | DBT |
| 2678 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST | 46643ABD4 | Feb 2023 | 566,320 | $549K | 0.01% | ABS-MBS |
| 2679 | TSMC ARIZONA CORPORATION | 872898AA9 | Feb 2023 | 620,000 | $549K | 0.01% | DBT |
| 2680 | AT&T INC. | 00206RKJ0 | Feb 2023 | 800,000 | $549K | 0.01% | DBT |
| 2681 | Government National Mortgage Association 2 | 3622AAVM3 | Feb 2023 | 657,976 | $549K | 0.01% | DBT |
| 2682 | ELI LILLY AND COMPANY | 532457CH9 | Feb 2023 | 551,000 | $548K | 0.01% | DBT |
| 2683 | Federal National Mortgage Association | 3140EXDX8 | Feb 2023 | 608,594 | $548K | 0.01% | DBT |
| 2684 | CSAIL COMMERCIAL MORTGAGE TRUST | 22945EAU5 | Feb 2023 | 652,000 | $547K | 0.01% | ABS-MBS |
| 2685 | INTEL CORPORATION | 458140BT6 | Feb 2023 | 650,000 | $547K | 0.01% | DBT |
| 2686 | Federal National Mortgage Association | 3140XFA68 | Feb 2023 | 637,608 | $546K | 0.01% | DBT |
| 2687 | Freddie Mac | 3132WKFA1 | Feb 2023 | 606,666 | $545K | 0.01% | DBT |
| 2688 | BRK- BNP PARIBAS | N/A | Feb 2023 | 3,780,000 | $544K | 0.01% | DIR |
| 2689 | STARWOOD MORTGAGE RESIDENTIAL TRUST | 85573GAA0 | Feb 2023 | 617,944 | $543K | 0.01% | ABS-MBS |
| 2690 | Kraft Heinz Foods Company | 50077LAD8 | Feb 2023 | 583,000 | $542K | 0.01% | DBT |
| 2691 | Federal National Mortgage Association | 31410LAW2 | Feb 2023 | 528,335 | $542K | 0.01% | DBT |
| 2692 | COLLEGE AVE STUDENT LOANS LLC | 194204AA1 | Feb 2023 | 551,529 | $542K | 0.01% | ABS-MBS |
| 2693 | DANSKE BANK A/S | 23636AAW1 | Feb 2023 | 550,000 | $542K | 0.01% | DBT |
| 2694 | COMCAST CORPORATION | 20030NDW8 | Feb 2023 | 886,000 | $541K | 0.01% | DBT |
| 2695 | RESIDENTIAL MORTGAGE LOAN TRUST | 76123MAA1 | Feb 2023 | 550,311 | $541K | 0.01% | ABS-MBS |
| 2696 | Government National Mortgage Association 2 | 36179S5P8 | Feb 2023 | 537,918 | $540K | 0.01% | DBT |
| 2697 | United States of America | 91282CFX4 | Feb 2023 | 543,000 | $539K | 0.01% | SN |
| 2698 | THE HOME DEPOT, INC. | 437076CQ3 | Feb 2023 | 704,000 | $539K | 0.01% | DBT |
| 2699 | ABBVIE INC. | 00287YAQ2 | Feb 2023 | 560,000 | $539K | 0.01% | DBT |
| 2700 | NXP B.V. | 62954HAU2 | Feb 2023 | 774,000 | $538K | 0.01% | DBT |
| 2701 | Federal National Mortgage Association | 3140XGDU0 | Feb 2023 | 651,055 | $535K | 0.01% | DBT |
| 2702 | DISCOVERY COMMUNICATIONS, LLC | 25470DBL2 | Feb 2023 | 828,000 | $535K | 0.01% | DBT |
| 2703 | CROWN CASTLE INC. | 22822VAX9 | Feb 2023 | 787,000 | $535K | 0.01% | DBT |
| 2704 | Government National Mortgage Association | 36178WDM8 | Feb 2023 | 579,468 | $535K | 0.01% | DBT |
| 2705 | Federal National Mortgage Association | 3140FMT30 | Feb 2023 | 558,953 | $535K | 0.01% | DBT |
| 2706 | Federal National Mortgage Association | 3140QL2S4 | Feb 2023 | 606,925 | $535K | 0.01% | DBT |
| 2707 | RAYTHEON TECHNOLOGIES CORPORATION | 913017DD8 | Feb 2023 | 550,000 | $534K | 0.01% | DBT |
| 2708 | WALMART INC. | 931142EZ2 | Feb 2023 | 566,000 | $533K | 0.01% | DBT |
| 2709 | Federal National Mortgage Association | 3140X9M93 | Feb 2023 | 584,378 | $533K | 0.01% | DBT |
| 2710 | Federal National Mortgage Association | 3138ERVZ0 | Feb 2023 | 592,349 | $533K | 0.01% | DBT |
| 2711 | Federal National Mortgage Association | 3140J9NP2 | Feb 2023 | 567,363 | $532K | 0.01% | DBT |
| 2712 | CITIGROUP INC. | 172967MQ1 | Feb 2023 | 560,000 | $532K | 0.01% | DBT |
| 2713 | Freddie Mac | 3133A2X47 | Feb 2023 | 596,712 | $532K | 0.01% | DBT |
| 2714 | CERBERUS LOAN FUNDING L.P. | 15673EAA1 | Feb 2023 | 533,676 | $531K | 0.01% | ABS-CBDO |
| 2715 | Government National Mortgage Association 2 | 36179TXW0 | Feb 2023 | 539,404 | $531K | 0.01% | DBT |
| 2716 | GALAXY PIPELINE ASSETS BIDCO LIMITED | 36321PAE0 | Feb 2023 | 672,705 | $530K | 0.01% | DBT |
| 2717 | NEWELL BRANDS INC. | 651229AW6 | Feb 2023 | 560,000 | $529K | 0.01% | DBT |
| 2718 | BMW VEHICLE LEASE TRUST | 05593AAC3 | Feb 2023 | 530,000 | $529K | 0.01% | ABS-MBS |
| 2719 | APPLE INC. | 037833EN6 | Feb 2023 | 575,000 | $529K | 0.01% | DBT |
| 2720 | UNITED PARCEL SERVICE, INC. | 911312BV7 | Feb 2023 | 525,000 | $529K | 0.01% | DBT |
| 2721 | B.A.T CAPITAL CORPORATION | 05526DBD6 | Feb 2023 | 680,000 | $528K | 0.01% | DBT |
| 2722 | AMERICAN EXPRESS COMPANY | 025816CV9 | Feb 2023 | 540,000 | $528K | 0.01% | DBT |
| 2723 | Federal National Mortgage Association | 3140XHY27 | Feb 2023 | 680,305 | $527K | 0.01% | DBT |
| 2724 | CITIGROUP INC. | 172967EW7 | Feb 2023 | 416,000 | $527K | 0.01% | DBT |
| 2725 | Government National Mortgage Association 2 | 3622AAUR3 | Feb 2023 | 553,973 | $527K | 0.01% | DBT |
| 2726 | CITIGROUP INC. | 172967KY6 | Feb 2023 | 565,000 | $526K | 0.01% | DBT |
| 2727 | Federal National Mortgage Association | 3140ECBZ1 | Feb 2023 | 550,396 | $524K | 0.01% | DBT |
| 2728 | COMCAST CORPORATION | 20030NBM2 | Feb 2023 | 570,000 | $523K | 0.01% | DBT |
| 2729 | Freddie Mac | 3132DMZJ7 | Feb 2023 | 633,682 | $522K | 0.01% | DBT |
| 2730 | AT&T INC. | 00206RHJ4 | Feb 2023 | 550,000 | $521K | 0.01% | DBT |
| 2731 | GENERAL MOTORS COMPANY | 37045VAJ9 | Feb 2023 | 632,000 | $521K | 0.01% | DBT |
| 2732 | MPLX LP | 55336VAT7 | Feb 2023 | 580,000 | $521K | 0.01% | DBT |
| 2733 | EOG RESOURCES, INC. | 26875PAN1 | Feb 2023 | 590,000 | $521K | 0.01% | DBT |
| 2734 | Government National Mortgage Association | 36225B4H8 | Feb 2023 | 496,347 | $519K | 0.01% | DBT |
| 2735 | NVIDIA CORPORATION | 67066GAJ3 | Feb 2023 | 680,000 | $518K | 0.01% | DBT |
| 2736 | CVS HEALTH CORPORATION | 126650DR8 | Feb 2023 | 660,000 | $518K | 0.01% | DBT |
| 2737 | PILGRIM'S PRIDE CORPORATION | 72147KAH1 | Feb 2023 | 670,000 | $518K | 0.01% | DBT |
| 2738 | BECTON, DICKINSON AND COMPANY | 075887BV0 | Feb 2023 | 531,000 | $517K | 0.01% | DBT |
| 2739 | AVOLON HOLDINGS FUNDING LIMITED | 05401AAF8 | Feb 2023 | 535,000 | $517K | 0.01% | DBT |
| 2740 | Federal National Mortgage Association | 3136B4KB3 | Feb 2023 | 552,405 | $516K | 0.01% | DBT |
| 2741 | LLOYDS BANKING GROUP PLC | 53944YAL7 | Feb 2023 | 530,000 | $516K | 0.01% | DBT |
| 2742 | Government National Mortgage Association 2 | 3617F96J6 | Feb 2023 | 572,084 | $515K | 0.01% | DBT |
| 2743 | Government National Mortgage Association 2 | 3622ABYM8 | Feb 2023 | 572,856 | $515K | 0.01% | DBT |
| 2744 | ENERGY TRANSFER LP | 86765BAV1 | Feb 2023 | 599,000 | $515K | 0.01% | DBT |
| 2745 | CENTENE CORPORATION | 15135BAX9 | Feb 2023 | 660,000 | $514K | 0.01% | DBT |
| 2746 | UNION PACIFIC CORPORATION | 907818ES3 | Feb 2023 | 530,000 | $514K | 0.01% | DBT |
| 2747 | Republica de Colombia | 195325DS1 | Feb 2023 | 710,000 | $514K | 0.01% | DBT |
| 2748 | Federal National Mortgage Association | 3140MJ7H2 | Feb 2023 | 557,053 | $514K | 0.01% | DBT |
| 2749 | United States of America | 912810RH3 | Feb 2023 | 600,000 | $513K | 0.01% | DBT |
| 2750 | Freddie Mac | 3131XXSZ5 | Feb 2023 | 550,666 | $511K | 0.01% | DBT |
| 2751 | NEW YORK LIFE INSURANCE CO | 64952GAT5 | Feb 2023 | 650,000 | $511K | 0.01% | DBT |
| 2752 | Federal National Mortgage Association | 3140XBQ52 | Feb 2023 | 595,401 | $511K | 0.01% | DBT |
| 2753 | AMAZON.COM, INC. | 023135CG9 | Feb 2023 | 550,000 | $511K | 0.01% | DBT |
| 2754 | Government National Mortgage Association | 38379R3Y7 | Feb 2023 | 585,440 | $510K | 0.01% | DBT |
| 2755 | Federal National Mortgage Association | 31418DZ62 | Feb 2023 | 598,248 | $510K | 0.01% | DBT |
| 2756 | UNION PACIFIC CORPORATION | 907818FL7 | Feb 2023 | 700,000 | $510K | 0.01% | DBT |
| 2757 | KINDER MORGAN, INC. | 49456BAX9 | Feb 2023 | 535,000 | $509K | 0.01% | DBT |
| 2758 | XILINX, INC. | 983919AK7 | Feb 2023 | 604,000 | $509K | 0.01% | DBT |
| 2759 | Federal National Mortgage Association | 31418CXN9 | Feb 2023 | 532,211 | $509K | 0.01% | DBT |
| 2760 | VERIZON COMMUNICATIONS INC. | 92343VFE9 | Feb 2023 | 580,000 | $508K | 0.01% | DBT |
| 2761 | UBS Group AG | 902613AM0 | Feb 2023 | 520,000 | $507K | 0.01% | DBT |
| 2762 | BBCMS TRUST | 05491UBA5 | Feb 2023 | 524,000 | $506K | 0.01% | ABS-MBS |
| 2763 | Freddie Mac | 3137B26P0 | Feb 2023 | 592,625 | $504K | 0.01% | DBT |
| 2764 | CVS HEALTH CORPORATION | 126650DL1 | Feb 2023 | 630,000 | $504K | 0.01% | DBT |
| 2765 | Government National Mortgage Association 2 | 3622ABUF7 | Feb 2023 | 561,072 | $503K | 0.01% | DBT |
| 2766 | Federal National Mortgage Association | 3140QHMG7 | Feb 2023 | 572,771 | $503K | 0.01% | DBT |
| 2767 | AT&T INC. | 00206RLV2 | Feb 2023 | 741,000 | $502K | 0.01% | DBT |
| 2768 | OREGON ST | 68607LXP7 | Feb 2023 | 498,921 | $500K | 0.01% | DBT |
| 2769 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST | 46640UAD4 | Feb 2023 | 505,000 | $498K | 0.01% | ABS-MBS |
| 2770 | AIR LEASE CORPORATION | 00912XBA1 | Feb 2023 | 525,000 | $498K | 0.01% | DBT |
| 2771 | Federal National Mortgage Association | 3140Q9SR5 | Feb 2023 | 516,556 | $498K | 0.01% | DBT |
| 2772 | Federal National Mortgage Association | 3140JAWQ7 | Feb 2023 | 494,161 | $498K | 0.01% | DBT |
| 2773 | Government National Mortgage Association 2 | 36179TEZ4 | Feb 2023 | 533,703 | $498K | 0.01% | DBT |
| 2774 | Government National Mortgage Association 2 | 3622AAZZ0 | Feb 2023 | 618,673 | $497K | 0.01% | DBT |
| 2775 | NEW YORK LIFE GLOBAL FUNDING | 64952WDQ3 | Feb 2023 | 550,000 | $497K | 0.01% | DBT |
| 2776 | Government National Mortgage Association 2 | 3618A0S96 | Feb 2023 | 555,539 | $496K | 0.01% | DBT |
| 2777 | Federal National Mortgage Association | 3136BBTQ5 | Feb 2023 | 2,647,501 | $495K | 0.01% | DBT |
| 2778 | WELLS FARGO & COMPANY | 95000U2G7 | Feb 2023 | 580,000 | $494K | 0.01% | DBT |
| 2779 | Federal National Mortgage Association | 3140XGLW7 | Feb 2023 | 538,486 | $494K | 0.01% | DBT |
| 2780 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63942KAA2 | Feb 2023 | 569,028 | $493K | 0.01% | ABS-MBS |
| 2781 | COMM MORTGAGE TRUST | 12591YBD6 | Feb 2023 | 510,000 | $493K | 0.01% | ABS-MBS |
| 2782 | AMAZON.COM, INC. | 023135BJ4 | Feb 2023 | 570,000 | $492K | 0.01% | DBT |
| 2783 | Federal National Mortgage Association | 3135G0ZR7 | Feb 2023 | 510,000 | $492K | 0.01% | DBT |
| 2784 | Freddie Mac | 31300MG31 | Feb 2023 | 482,522 | $491K | 0.01% | DBT |
| 2785 | UNITEDHEALTH GROUP INCORPORATED | 91324PEJ7 | Feb 2023 | 520,000 | $490K | 0.01% | DBT |
| 2786 | WFRBS COMMERCIAL MORTGAGE TRUST | 92937FAH4 | Feb 2023 | 490,000 | $489K | 0.01% | ABS-MBS |
| 2787 | Freddie Mac | 31339UVJ6 | Feb 2023 | 548,903 | $488K | 0.01% | DBT |
| 2788 | TOWD POINT MORTGAGE TRUST | 89175VAA1 | Feb 2023 | 508,804 | $487K | 0.01% | ABS-MBS |
| 2789 | Federal National Mortgage Association | 3140X9TA3 | Feb 2023 | 572,225 | $487K | 0.01% | DBT |
| 2790 | Freddie Mac | 3133B5NK4 | Feb 2023 | 570,901 | $486K | 0.01% | DBT |
| 2791 | THE GOLDMAN SACHS GROUP, INC. | 38148LAE6 | Feb 2023 | 500,000 | $483K | 0.01% | DBT |
| 2792 | United States of America | 912810RN0 | Feb 2023 | 590,000 | $481K | 0.01% | DBT |
| 2793 | MCDONALD'S CORPORATION | 58013MFP4 | Feb 2023 | 510,000 | $481K | 0.01% | DBT |
| 2794 | PACIFIC GAS AND ELECTRIC COMPANY | 694308JF5 | Feb 2023 | 563,000 | $479K | 0.01% | DBT |
| 2795 | CONTINENTAL RESOURCES, INC. | 212015AL5 | Feb 2023 | 480,000 | $479K | 0.01% | DBT |
| 2796 | HIGHER EDUCATION FUNDING I | 429827AY4 | Feb 2023 | 479,496 | $479K | 0.01% | ABS-MBS |
| 2797 | WELLS FARGO & COMPANY | 94974BGE4 | Feb 2023 | 560,000 | $479K | 0.01% | DBT |
| 2798 | BRK- BOFA | N/A | Feb 2023 | 15,443,000 | $478K | 0.01% | DIR |
| 2799 | TRANS-ALLEGHENY INTERSTATE LINE COMPANY | 893045AE4 | Feb 2023 | 497,000 | $477K | 0.01% | DBT |
| 2800 | Federal National Mortgage Association | 3140X9Y82 | Feb 2023 | 519,748 | $474K | 0.01% | DBT |
| 2801 | PUBLIC SERVICE COMPANY OF OKLAHOMA | 744533BP4 | Feb 2023 | 712,000 | $474K | 0.01% | DBT |
| 2802 | Government National Mortgage Association 2 | 36179SWZ6 | Feb 2023 | 476,509 | $474K | 0.01% | DBT |
| 2803 | Federal National Mortgage Association | 3140Q95C3 | Feb 2023 | 482,927 | $474K | 0.01% | DBT |
| 2804 | FORD MOTOR CREDIT COMPANY LLC | 345397C68 | Feb 2023 | 467,000 | $473K | 0.01% | DBT |
| 2805 | FREDDIE MAC STACR REMIC TRUST | 35564KWS4 | Feb 2023 | 468,175 | $473K | 0.01% | DBT |
| 2806 | EVERBANK MORTGAGE LOAN TRUST | 29978CAX8 | Feb 2023 | 540,026 | $472K | 0.01% | ABS-MBS |
| 2807 | GSK CONSUMER HEALTHCARE CAPITAL US LLC | 36264FAL5 | Feb 2023 | 530,000 | $472K | 0.01% | DBT |
| 2808 | DEVON ENERGY CORPORATION | 25179MAN3 | Feb 2023 | 567,000 | $472K | 0.01% | DBT |
| 2809 | NATIONAL SECURITIES CLEARING CORPORATION | 637639AB1 | Feb 2023 | 510,000 | $471K | 0.01% | DBT |
| 2810 | HONEYWELL INTERNATIONAL INC. | 438516CB0 | Feb 2023 | 510,000 | $471K | 0.01% | DBT |
| 2811 | KLA CORPORATION | 482480AJ9 | Feb 2023 | 646,000 | $469K | 0.01% | DBT |
| 2812 | AMERICAN HOME MORTGAGE INVESTMENT TRUST | 02660TDA8 | Feb 2023 | 477,160 | $469K | 0.01% | ABS-MBS |
| 2813 | BARRICK NORTH AMERICA FINANCE LLC | 06849RAG7 | Feb 2023 | 470,000 | $468K | 0.01% | DBT |
| 2814 | THE GOLDMAN SACHS GROUP, INC. | 38141GWZ3 | Feb 2023 | 500,000 | $468K | 0.01% | DBT |
| 2815 | Federal National Mortgage Association | 3140XDMP8 | Feb 2023 | 522,584 | $468K | 0.01% | DBT |
| 2816 | American Homes 4 Rent, L.P. | 02666TAF4 | Feb 2023 | 609,000 | $467K | 0.01% | DBT |
| 2817 | Federal National Mortgage Association | 3140XFPU9 | Feb 2023 | 539,765 | $467K | 0.01% | DBT |
| 2818 | MICROSOFT CORPORATION | 594918CE2 | Feb 2023 | 646,000 | $465K | 0.01% | DBT |
| 2819 | SMB PRIVATE EDUCATION LOAN TRUST | 78449GAC3 | Feb 2023 | 467,289 | $465K | 0.01% | ABS-MBS |
| 2820 | STARWOOD PROPERTY MORTGAGE LLC | 78485WAA7 | Feb 2023 | 464,683 | $464K | 0.01% | ABS-CBDO |
| 2821 | NELNET STUDENT LOAN CORPORATION | 64031QCJ8 | Feb 2023 | 476,027 | $464K | 0.01% | ABS-MBS |
| 2822 | AIR LEASE CORPORATION | 00914AAH5 | Feb 2023 | 490,000 | $462K | 0.01% | DBT |
| 2823 | OCCIDENTAL PETROLEUM CORPORATION | 674599CM5 | Feb 2023 | 510,000 | $462K | 0.01% | DBT |
| 2824 | MCDONALD'S CORPORATION | 58013MFN9 | Feb 2023 | 480,000 | $462K | 0.01% | DBT |
| 2825 | Freddie Mac | 3132H7BP8 | Feb 2023 | 494,518 | $461K | 0.01% | DBT |
| 2826 | BRIGHTHOUSE FINANCIAL, INC. | 10922NAH6 | Feb 2023 | 699,000 | $461K | 0.01% | DBT |
| 2827 | Federal National Mortgage Association | 3140XGGN3 | Feb 2023 | 534,975 | $461K | 0.01% | DBT |
| 2828 | ABBVIE INC. | 00287YAV1 | Feb 2023 | 512,000 | $460K | 0.01% | DBT |
| 2829 | Federal National Mortgage Association | 31418B2M7 | Feb 2023 | 500,237 | $460K | 0.01% | DBT |
| 2830 | Federal National Mortgage Association | 3138WK4Q5 | Feb 2023 | 481,048 | $460K | 0.01% | DBT |
| 2831 | Freddie Mac | 31347AX33 | Feb 2023 | 487,531 | $459K | 0.01% | DBT |
| 2832 | PACIFIC GAS AND ELECTRIC COMPANY | 694308JU2 | Feb 2023 | 611,000 | $459K | 0.01% | DBT |
| 2833 | Federal National Mortgage Association | 3140Q9U92 | Feb 2023 | 466,265 | $458K | 0.01% | DBT |
| 2834 | Federal National Mortgage Association | 31418AHY7 | Feb 2023 | 476,285 | $457K | 0.01% | DBT |
| 2835 | RAYTHEON TECHNOLOGIES CORPORATION | 913017CY3 | Feb 2023 | 480,000 | $457K | 0.01% | DBT |
| 2836 | WORKDAY, INC. | 98138HAH4 | Feb 2023 | 500,000 | $457K | 0.01% | DBT |
| 2837 | AMERICAN TOWER CORPORATION | 03027XBM1 | Feb 2023 | 563,000 | $456K | 0.01% | DBT |
| 2838 | Freddie Mac | 31300ME33 | Feb 2023 | 448,221 | $455K | 0.01% | DBT |
| 2839 | NISOURCE INC. | 65473QAZ6 | Feb 2023 | 471,000 | $455K | 0.01% | DBT |
| 2840 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 17322MAW6 | Feb 2023 | 465,000 | $454K | 0.01% | ABS-MBS |
| 2841 | Freddie Mac | 3132XYXW2 | Feb 2023 | 462,299 | $454K | 0.01% | DBT |
| 2842 | EMERSON ELECTRIC CO. | 291011BS2 | Feb 2023 | 705,000 | $454K | 0.01% | DBT |
| 2843 | Federal National Mortgage Association | 3140XBYG9 | Feb 2023 | 527,595 | $454K | 0.01% | DBT |
| 2844 | NSTAR ELECTRIC COMPANY | 67021CAQ0 | Feb 2023 | 650,000 | $454K | 0.01% | DBT |
| 2845 | GENERAL MOTORS FINANCIAL COMPANY, INC. | 37045XDW3 | Feb 2023 | 465,000 | $453K | 0.01% | DBT |
| 2846 | CVS HEALTH CORPORATION | 126650CX6 | Feb 2023 | 473,000 | $452K | 0.01% | DBT |
| 2847 | KINDER MORGAN, INC. | 49456BAH4 | Feb 2023 | 500,000 | $452K | 0.01% | DBT |
| 2848 | Federal National Mortgage Association | 3140LRTA6 | Feb 2023 | 527,274 | $452K | 0.01% | DBT |
| 2849 | KINDER MORGAN, INC. | 49456BAQ4 | Feb 2023 | 520,000 | $452K | 0.01% | DBT |
| 2850 | EATON CORPORATION | 278062AE4 | Feb 2023 | 530,000 | $451K | 0.01% | DBT |
| 2851 | UNITEDHEALTH GROUP INCORPORATED | 91324PEF5 | Feb 2023 | 630,000 | $451K | 0.01% | DBT |
| 2852 | Federal National Mortgage Association | 3140QRK51 | Feb 2023 | 422,653 | $451K | 0.01% | DBT |
| 2853 | Government National Mortgage Association 2 | 36179SJU2 | Feb 2023 | 470,875 | $451K | 0.01% | DBT |
| 2854 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175CL6 | Feb 2023 | 580,000 | $451K | 0.01% | DBT |
| 2855 | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST | 46645UAS6 | Feb 2023 | 485,000 | $450K | 0.01% | ABS-MBS |
| 2856 | OTIS WORLDWIDE CORPORATION | 68902VAL1 | Feb 2023 | 605,000 | $449K | 0.01% | DBT |
| 2857 | Federal National Mortgage Association | 31418CJA3 | Feb 2023 | 499,570 | $448K | 0.01% | DBT |
| 2858 | Freddie Mac | 3132J2ZV8 | Feb 2023 | 467,735 | $448K | 0.01% | DBT |
| 2859 | Freddie Mac | 3133ARH40 | Feb 2023 | 520,957 | $447K | 0.01% | DBT |
| 2860 | Shell International Finance B.V. | 822582AY8 | Feb 2023 | 490,000 | $447K | 0.01% | DBT |
| 2861 | WarnerMedia Holdings, Inc. | 55903VAJ2 | Feb 2023 | 500,000 | $447K | 0.01% | DBT |
| 2862 | COMCAST CORPORATION | 20030NDS7 | Feb 2023 | 690,000 | $447K | 0.01% | DBT |
| 2863 | ABBVIE INC. | 00287YAW9 | Feb 2023 | 521,000 | $446K | 0.01% | DBT |
| 2864 | Federal National Mortgage Association | 3136AP3N0 | Feb 2023 | 519,872 | $446K | 0.01% | DBT |
| 2865 | Government National Mortgage Association 2 | 36179VX47 | Feb 2023 | 459,679 | $446K | 0.01% | DBT |
| 2866 | Federal National Mortgage Association | 31417AJ42 | Feb 2023 | 448,415 | $445K | 0.01% | DBT |
| 2867 | JPMORGAN CHASE & CO. | 46647PBF2 | Feb 2023 | 470,000 | $445K | 0.01% | DBT |
| 2868 | UNITEDHEALTH GROUP INCORPORATED | 91324PDV1 | Feb 2023 | 570,000 | $444K | 0.01% | DBT |
| 2869 | FLORIDA POWER & LIGHT COMPANY | 341081FK8 | Feb 2023 | 455,000 | $443K | 0.01% | DBT |
| 2870 | Northrop Grumman Corporation | 666807BN1 | Feb 2023 | 480,000 | $443K | 0.01% | DBT |
| 2871 | Federal National Mortgage Association | 3140MDS74 | Feb 2023 | 486,200 | $443K | 0.01% | DBT |
| 2872 | MVW OWNER TRUST | 55389TAB7 | Feb 2023 | 489,906 | $442K | 0.01% | ABS-MBS |
| 2873 | JOHNSON & JOHNSON | 478160CN2 | Feb 2023 | 490,000 | $442K | 0.01% | DBT |
| 2874 | COSTCO WHOLESALE CORPORATION | 22160KAQ8 | Feb 2023 | 560,000 | $442K | 0.01% | DBT |
| 2875 | WHEELS SPV, LLC | 96328DBT0 | Feb 2023 | 443,868 | $440K | 0.01% | ABS-MBS |
| 2876 | Reynolds American Inc. | 761713AZ9 | Feb 2023 | 480,000 | $440K | 0.01% | DBT |
| 2877 | BP CAPITAL MARKETS AMERICA INC. | 10373QBL3 | Feb 2023 | 480,000 | $440K | 0.01% | DBT |
| 2878 | Federal National Mortgage Association | 3136BAS21 | Feb 2023 | 738,314 | $439K | 0.01% | DBT |
| 2879 | Federal National Mortgage Association | 3138WLCJ0 | Feb 2023 | 458,877 | $438K | 0.01% | DBT |
| 2880 | VERUS SECURITIZATION TRUST | 92537KAA2 | Feb 2023 | 460,846 | $438K | 0.01% | ABS-MBS |
| 2881 | Government National Mortgage Association 2 | 3622ABU91 | Feb 2023 | 481,704 | $438K | 0.01% | DBT |
| 2882 | The Cigna Group | 125523AG5 | Feb 2023 | 450,000 | $438K | 0.01% | DBT |
| 2883 | ABBOTT LABORATORIES | 002824BG4 | Feb 2023 | 440,000 | $437K | 0.01% | DBT |
| 2884 | ADANI INTERNATIONAL CONTAINER TERMINAL PRIVATE LIMITED | 00654UAA0 | Feb 2023 | 585,000 | $437K | 0.01% | DBT |
| 2885 | Government National Mortgage Association 2 | 36179T7K5 | Feb 2023 | 455,528 | $436K | 0.01% | DBT |
| 2886 | DTE ELECTRIC COMPANY | 23338VAR7 | Feb 2023 | 563,000 | $436K | 0.01% | DBT |
| 2887 | United States of America | 91282CGM7 | Feb 2023 | 449,000 | $434K | 0.01% | SN |
| 2888 | AMAZON.COM, INC. | 023135BS4 | Feb 2023 | 540,000 | $433K | 0.01% | DBT |
| 2889 | METROPOLITAN TRANSN AUTH N Y REV | 59261AG76 | Feb 2023 | 480,000 | $433K | 0.01% | DBT |
| 2890 | Federal National Mortgage Association | 3140JBUY0 | Feb 2023 | 517,911 | $432K | 0.01% | DBT |
| 2891 | Federal National Mortgage Association | 3136AGZR6 | Feb 2023 | 570,871 | $431K | 0.01% | DBT |
| 2892 | MARSH & MCLENNAN COMPANIES, INC. | 571748BS0 | Feb 2023 | 388,000 | $431K | 0.01% | DBT |
| 2893 | THE HOME DEPOT, INC. | 437076CC4 | Feb 2023 | 540,000 | $430K | 0.01% | DBT |
| 2894 | JPMORGAN CHASE & CO. | 46625HJY7 | Feb 2023 | 440,000 | $429K | 0.01% | DBT |
| 2895 | KINDER MORGAN, INC. | 49456BAP6 | Feb 2023 | 450,000 | $429K | 0.01% | DBT |
| 2896 | STARWOOD MORTGAGE RESIDENTIAL TRUST | 85573MAA7 | Feb 2023 | 458,304 | $428K | 0.01% | ABS-MBS |
| 2897 | United States of America | 912810RC4 | Feb 2023 | 460,000 | $428K | 0.01% | DBT |
| 2898 | Repubblica Italiana | 465410CC0 | Feb 2023 | 619,000 | $428K | 0.01% | DBT |
| 2899 | Federal National Mortgage Association | 3140X6KQ3 | Feb 2023 | 435,330 | $428K | 0.01% | DBT |
| 2900 | Federal National Mortgage Association | 3140XFBF7 | Feb 2023 | 476,961 | $428K | 0.01% | DBT |
| 2901 | Government National Mortgage Association 2 | 36179TV77 | Feb 2023 | 432,201 | $425K | 0.01% | DBT |
| 2902 | Petroleos Mexicanos | 71654QBT8 | Feb 2023 | 435,000 | $425K | 0.01% | DBT |
| 2903 | ELEVANCE HEALTH, INC. | 036752AU7 | Feb 2023 | 490,000 | $424K | 0.01% | DBT |
| 2904 | Federal National Mortgage Association | 3140QKQL5 | Feb 2023 | 499,177 | $424K | 0.01% | DBT |
| 2905 | Republica del Peru | 715638DU3 | Feb 2023 | 538,000 | $423K | 0.01% | DBT |
| 2906 | Bundesrepublik Deutschland | FGBLH3 | Feb 2023 | 3 | $423K | 0.01% | DIR |
| 2907 | INTEL CORPORATION | 458140CG3 | Feb 2023 | 430,000 | $422K | 0.01% | DBT |
| 2908 | CommonSpirit Health | 14916RAD6 | Feb 2023 | 500,000 | $422K | 0.01% | DBT |
| 2909 | Freddie Mac | 3134A4NT7 | Feb 2023 | 600,000 | $421K | 0.01% | DBT |
| 2910 | Federal National Mortgage Association | 3140L4HK8 | Feb 2023 | 511,829 | $421K | 0.01% | DBT |
| 2911 | MCDONALD'S CORPORATION | 58013MFQ2 | Feb 2023 | 460,000 | $420K | 0.01% | DBT |
| 2912 | Federal National Mortgage Association | 3136BBWE8 | Feb 2023 | 2,144,385 | $419K | 0.01% | DBT |
| 2913 | Freddie Mac | 3137FMU42 | Feb 2023 | 6,800,000 | $419K | 0.01% | DBT |
| 2914 | DANONE SA | 23636TAE0 | Feb 2023 | 450,000 | $418K | 0.01% | DBT |
| 2915 | Government National Mortgage Association 2 | 3617F5Q37 | Feb 2023 | 467,139 | $417K | 0.01% | DBT |
| 2916 | MICROSOFT CORPORATION | 594918BC7 | Feb 2023 | 460,000 | $416K | 0.01% | DBT |
| 2917 | CVS HEALTH CORPORATION | 126650AQ3 | Feb 2023 | 419,450 | $416K | 0.01% | DBT |
| 2918 | ORACLE CORPORATION | 68389XCK9 | Feb 2023 | 385,000 | $416K | 0.01% | DBT |
| 2919 | THE HOME DEPOT, INC. | 437076CB6 | Feb 2023 | 480,000 | $416K | 0.01% | DBT |
| 2920 | INTEL CORPORATION | 458140BM1 | Feb 2023 | 480,000 | $416K | 0.01% | DBT |
| 2921 | VISIO TRUST | 92837MAA5 | Feb 2023 | 460,742 | $416K | 0.01% | ABS-MBS |
| 2922 | UNITEDHEALTH GROUP INCORPORATED | 91324PDY5 | Feb 2023 | 570,000 | $415K | 0.01% | DBT |
| 2923 | SMB PRIVATE EDUCATION LOAN TRUST | 78449KAC4 | Feb 2023 | 415,911 | $414K | 0.01% | ABS-MBS |
| 2924 | Government National Mortgage Association 2 | 36179SLS4 | Feb 2023 | 442,367 | $414K | 0.01% | DBT |
| 2925 | CONOCOPHILLIPS COMPANY | 20826FAF3 | Feb 2023 | 458,000 | $413K | 0.01% | DBT |
| 2926 | ENERGY TRANSFER LP | 86765BAV1 | Feb 2023 | 480,000 | $413K | 0.01% | DBT |
| 2927 | CAMDEN PROPERTY TRUST | 133131AZ5 | Feb 2023 | 480,000 | $412K | 0.01% | DBT |
| 2928 | EQUIFAX INC. | 294429AR6 | Feb 2023 | 445,000 | $412K | 0.01% | DBT |
| 2929 | CONSTELLATION BRANDS, INC. | 21036PBM9 | Feb 2023 | 420,000 | $411K | 0.01% | DBT |
| 2930 | Freddie Mac | 3133BWD34 | Feb 2023 | 400,000 | $411K | 0.01% | DBT |
| 2931 | Federal National Mortgage Association | 31418D2H4 | Feb 2023 | 436,326 | $411K | 0.01% | DBT |
| 2932 | Federal National Mortgage Association | 3140XGV97 | Feb 2023 | 453,240 | $410K | 0.01% | DBT |
| 2933 | Federal National Mortgage Association | 3140NCRY7 | Feb 2023 | 400,000 | $410K | 0.01% | DBT |
| 2934 | Government National Mortgage Association 2 | 36202EWE5 | Feb 2023 | 388,835 | $410K | 0.01% | DBT |
| 2935 | Federal National Mortgage Association | 3140J75W1 | Feb 2023 | 422,885 | $409K | 0.01% | DBT |
| 2936 | BURLINGTON NORTHERN SANTA FE, LLC | 12189LBH3 | Feb 2023 | 610,000 | $409K | 0.01% | DBT |
| 2937 | ANGEL OAK MORTGAGE TRUST | 03464XAL4 | Feb 2023 | 446,690 | $409K | 0.01% | ABS-MBS |
| 2938 | Federal National Mortgage Association | 31418B6G6 | Feb 2023 | 453,559 | $408K | 0.01% | DBT |
| 2939 | STANDARD CHARTERED PLC | 853254AL4 | Feb 2023 | 410,000 | $408K | 0.01% | DBT |
| 2940 | Federal National Mortgage Association | 3140XFSM4 | Feb 2023 | 477,350 | $408K | 0.01% | DBT |
| 2941 | Gobierno De La Republica De Panama | 698299BG8 | Feb 2023 | 530,000 | $407K | 0.01% | DBT |
| 2942 | Philip Morris International Inc. | 718172CQ0 | Feb 2023 | 410,000 | $407K | 0.01% | DBT |
| 2943 | COMCAST CORPORATION | 20030NDG3 | Feb 2023 | 450,000 | $406K | 0.01% | DBT |
| 2944 | BANK OF AMERICA CORPORATION | 06051GHX0 | Feb 2023 | 480,000 | $406K | 0.01% | DBT |
| 2945 | APPLE INC. | 037833EE6 | Feb 2023 | 574,000 | $406K | 0.01% | DBT |
| 2946 | United States of America | 912810TK4 | Feb 2023 | 450,000 | $405K | 0.01% | DBT |
| 2947 | Federal National Mortgage Association | 3140JWSP6 | Feb 2023 | 439,734 | $404K | 0.01% | DBT |
| 2948 | MPLX LP | 55336VBP4 | Feb 2023 | 470,000 | $404K | 0.01% | DBT |
| 2949 | NXP B.V. | 62954HAW8 | Feb 2023 | 430,000 | $404K | 0.01% | DBT |
| 2950 | BNP PARIBAS SA | 09659W2D5 | Feb 2023 | 420,000 | $403K | 0.01% | DBT |
| 2951 | AMERICAN TRANSMISSION SYSTEMS, INCORPORATED | 030288AC8 | Feb 2023 | 491,000 | $402K | 0.01% | DBT |
| 2952 | Federal National Mortgage Association | 3140Q9HZ9 | Feb 2023 | 406,624 | $402K | 0.01% | DBT |
| 2953 | Pemerintah Republik Indonesia | 455780BY1 | Feb 2023 | 410,000 | $402K | 0.01% | DBT |
| 2954 | STANDARD CHARTERED PLC | 853254AN0 | Feb 2023 | 427,000 | $402K | 0.01% | DBT |
| 2955 | VISA INC. | 92826CAD4 | Feb 2023 | 420,000 | $401K | 0.01% | DBT |
| 2956 | Federal National Mortgage Association | 3140LHUU2 | Feb 2023 | 400,000 | $401K | 0.01% | DBT |
| 2957 | BANCO SANTANDER, S.A. | 05964HAH8 | Feb 2023 | 400,000 | $400K | 0.01% | DBT |
| 2958 | Federal National Mortgage Association | 3140LHUW8 | Feb 2023 | 400,000 | $400K | 0.01% | DBT |
| 2959 | Freddie Mac | 3133B6T83 | Feb 2023 | 467,799 | $400K | 0.01% | DBT |
| 2960 | CHUBB INA HOLDINGS INC. | 00440EAV9 | Feb 2023 | 420,000 | $400K | 0.01% | DBT |
| 2961 | Federal National Mortgage Association | 3136B7GA3 | Feb 2023 | 433,476 | $399K | 0.01% | DBT |
| 2962 | Freddie Mac | 3137B1W73 | Feb 2023 | 498,111 | $399K | 0.01% | DBT |
| 2963 | Federal National Mortgage Association | 3136B5RG2 | Feb 2023 | 440,753 | $398K | 0.01% | DBT |
| 2964 | Federal National Mortgage Association | 3140LHVK3 | Feb 2023 | 400,000 | $397K | 0.01% | DBT |
| 2965 | MISSISSIPPI POWER COMPANY | 605417BZ6 | Feb 2023 | 484,000 | $396K | 0.01% | DBT |
| 2966 | Freddie Mac | 3132DM5J0 | Feb 2023 | 462,172 | $395K | 0.01% | DBT |
| 2967 | Federal National Mortgage Association | 3140MGNF4 | Feb 2023 | 461,847 | $395K | 0.01% | DBT |
| 2968 | AMAZON.COM, INC. | 023135BZ8 | Feb 2023 | 480,000 | $395K | 0.01% | DBT |
| 2969 | Federal National Mortgage Association | 3140XG4L0 | Feb 2023 | 462,928 | $395K | 0.01% | DBT |
| 2970 | Federal National Mortgage Association | 3140QMK52 | Feb 2023 | 449,482 | $394K | 0.01% | DBT |
| 2971 | Joint Stock Company National Company KazMunayGas | 48667QAS4 | Feb 2023 | 470,000 | $394K | 0.01% | DBT |
| 2972 | TARGA RESOURCES PARTNERS LP | 87612BBQ4 | Feb 2023 | 416,000 | $394K | 0.01% | DBT |
| 2973 | COLLEGE AVE STUDENT LOANS LLC | 19424WAB3 | Feb 2023 | 456,968 | $394K | 0.01% | ABS-MBS |
| 2974 | Federal National Mortgage Association | 3140XJYH0 | Feb 2023 | 386,473 | $394K | 0.01% | DBT |
| 2975 | UNITEDHEALTH GROUP INCORPORATED | 91324PDY5 | Feb 2023 | 540,000 | $393K | 0.01% | DBT |
| 2976 | THE HOME DEPOT, INC. | 437076CA8 | Feb 2023 | 430,000 | $393K | 0.01% | DBT |
| 2977 | Federal National Mortgage Association | 3140L1TP0 | Feb 2023 | 472,775 | $393K | 0.01% | DBT |
| 2978 | ABBOTT LABORATORIES | 002824BF6 | Feb 2023 | 406,000 | $392K | 0.01% | DBT |
| 2979 | T-MOBILE USA, INC. | 87264ACB9 | Feb 2023 | 480,000 | $392K | 0.01% | DBT |
| 2980 | TRITON CONTAINER FINANCE LLC | 89680HAA0 | Feb 2023 | 453,707 | $391K | 0.01% | ABS-MBS |
| 2981 | Freddie Mac | 3128MMX81 | Feb 2023 | 406,156 | $391K | 0.01% | DBT |
| 2982 | UNIVERSITY TEX UNIV REVS | 91514AKD6 | Feb 2023 | 585,000 | $391K | 0.01% | DBT |
| 2983 | Government National Mortgage Association 2 | 3617L8D95 | Feb 2023 | 421,610 | $390K | 0.01% | DBT |
| 2984 | Government National Mortgage Association 2 | 36179WR26 | Feb 2023 | 450,470 | $390K | 0.01% | DBT |
| 2985 | BUNKER HILL LOAN DEPOSITARY TRUST | 12062BAA3 | Feb 2023 | 403,789 | $390K | 0.01% | ABS-MBS |
| 2986 | Federal National Mortgage Association | 3140M33H1 | Feb 2023 | 454,960 | $389K | 0.01% | DBT |
| 2987 | WELLS FARGO & COMPANY | 949746RE3 | Feb 2023 | 392,000 | $389K | 0.01% | DBT |
| 2988 | AMGEN INC. | 031162DU1 | Feb 2023 | 394,000 | $389K | 0.01% | DBT |
| 2989 | Federal National Mortgage Association | 3140XFY88 | Feb 2023 | 473,779 | $388K | 0.01% | DBT |
| 2990 | Government National Mortgage Association | 38380LBS1 | Feb 2023 | 391,032 | $386K | 0.01% | DBT |
| 2991 | THE WILLIAMS COMPANIES, INC. | 96950FAP9 | Feb 2023 | 450,000 | $386K | 0.01% | DBT |
| 2992 | THE WILLIAMS COMPANIES, INC. | 96949LAD7 | Feb 2023 | 410,000 | $385K | 0.01% | DBT |
| 2993 | MERCK & CO., INC. | 58933YAZ8 | Feb 2023 | 480,000 | $384K | 0.01% | DBT |
| 2994 | Freddie Mac | 3133BGM47 | Feb 2023 | 395,314 | $384K | 0.01% | DBT |
| 2995 | Federal National Mortgage Association | 31417CKE4 | Feb 2023 | 400,164 | $384K | 0.01% | DBT |
| 2996 | GS MORTGAGE SECURITIES TRUST | 36248GAJ9 | Feb 2023 | 390,000 | $384K | 0.01% | ABS-MBS |
| 2997 | COLLEGE AVE STUDENT LOANS LLC | 19423DAB6 | Feb 2023 | 411,380 | $383K | 0.01% | ABS-MBS |
| 2998 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80286MAB4 | Feb 2023 | 383,732 | $383K | 0.01% | ABS-MBS |
| 2999 | Federal National Mortgage Association | 3140LGYW6 | Feb 2023 | 400,000 | $383K | 0.01% | DBT |
| 3000 | Government National Mortgage Association 2 | 3617YNTB6 | Feb 2023 | 429,275 | $383K | 0.01% | DBT |
| 3001 | VICI PROPERTIES L.P. | 92564RAK1 | Feb 2023 | 416,000 | $382K | 0.01% | DBT |
| 3002 | NIKE, INC. | 654106AH6 | Feb 2023 | 400,000 | $382K | 0.01% | DBT |
| 3003 | THE WILLIAMS COMPANIES, INC. | 969457BV1 | Feb 2023 | 400,000 | $381K | 0.01% | DBT |
| 3004 | Federal National Mortgage Association | 3140LRT40 | Feb 2023 | 444,483 | $381K | 0.01% | DBT |
| 3005 | Government National Mortgage Association 2 | 36179UCB6 | Feb 2023 | 399,757 | $381K | 0.01% | DBT |
| 3006 | The Bank of New York Mellon Corporation | 06406RAN7 | Feb 2023 | 410,000 | $380K | 0.01% | DBT |
| 3007 | Government National Mortgage Association 2 | 3617YBBM7 | Feb 2023 | 425,914 | $380K | 0.01% | DBT |
| 3008 | LOCKHEED MARTIN CORPORATION | 539830BR9 | Feb 2023 | 410,000 | $380K | 0.01% | DBT |
| 3009 | SMALL BUSINESS ADMINISTRATION GTD | 83162CC68 | Feb 2023 | 438,188 | $380K | 0.01% | ABS-MBS |
| 3010 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175BJ2 | Feb 2023 | 421,000 | $379K | 0.01% | DBT |
| 3011 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175CK8 | Feb 2023 | 485,000 | $379K | 0.01% | DBT |
| 3012 | Federal National Mortgage Association | 3140XDND4 | Feb 2023 | 464,060 | $379K | 0.01% | DBT |
| 3013 | COMM MORTGAGE TRUST | 12625KAE5 | Feb 2023 | 380,052 | $379K | 0.01% | ABS-MBS |
| 3014 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63942BAA2 | Feb 2023 | 435,925 | $378K | 0.01% | ABS-MBS |
| 3015 | CHASE AUTO CREDIT LINKED NOTES | 46591HAU4 | Feb 2023 | 386,557 | $378K | 0.01% | ABS-MBS |
| 3016 | BP CAPITAL MARKETS AMERICA INC. | 10373QAT7 | Feb 2023 | 400,000 | $378K | 0.01% | DBT |
| 3017 | PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 74456QCD6 | Feb 2023 | 575,000 | $378K | 0.01% | DBT |
| 3018 | AT&T INC. | 00206RMM1 | Feb 2023 | 493,000 | $377K | 0.01% | DBT |
| 3019 | GLOBAL SC FINANCE II SRL | 37952UAE3 | Feb 2023 | 387,225 | $377K | 0.01% | ABS-MBS |
| 3020 | Federal National Mortgage Association | 3140KFDT9 | Feb 2023 | 426,240 | $377K | 0.01% | DBT |
| 3021 | Federal National Mortgage Association | 3138ERTC4 | Feb 2023 | 402,679 | $377K | 0.01% | DBT |
| 3022 | ENTERPRISE PRODUCTS OPERATING LLC | 29379VBY8 | Feb 2023 | 510,000 | $375K | 0.01% | DBT |
| 3023 | Government National Mortgage Association | 3622A3CG3 | Feb 2023 | 394,592 | $374K | 0.01% | DBT |
| 3024 | Pemerintah Republik Indonesia | 455780CB0 | Feb 2023 | 400,000 | $373K | 0.00% | DBT |
| 3025 | Philip Morris International Inc. | 718172CP2 | Feb 2023 | 460,000 | $372K | 0.00% | DBT |
| 3026 | AT&T INC. | 00206RHK1 | Feb 2023 | 414,000 | $372K | 0.00% | DBT |
| 3027 | THE WILLIAMS COMPANIES, INC. | 969457BD1 | Feb 2023 | 339,000 | $371K | 0.00% | DBT |
| 3028 | Federal National Mortgage Association | 3140QCLD6 | Feb 2023 | 391,339 | $371K | 0.00% | DBT |
| 3029 | Freddie Mac | 3137H4BR0 | Feb 2023 | 15,359,269 | $371K | 0.00% | DBT |
| 3030 | Federal National Mortgage Association | 3140GSLF7 | Feb 2023 | 399,136 | $370K | 0.00% | DBT |
| 3031 | BRK - JP MORGAN | N/A | Feb 2023 | 2,934,000 | $369K | 0.00% | DIR |
| 3032 | AMAZON.COM, INC. | 023135CA2 | Feb 2023 | 495,000 | $369K | 0.00% | DBT |
| 3033 | WYETH LLC | 983024AF7 | Feb 2023 | 365,000 | $368K | 0.00% | DBT |
| 3034 | STARWOOD MORTGAGE RESIDENTIAL TRUST | 85573EAA5 | Feb 2023 | 419,532 | $368K | 0.00% | ABS-MBS |
| 3035 | Government National Mortgage Association 2 | 36179SJS7 | Feb 2023 | 404,408 | $367K | 0.00% | DBT |
| 3036 | Freddie Mac | 3132WKPD4 | Feb 2023 | 407,674 | $367K | 0.00% | DBT |
| 3037 | BECTON, DICKINSON AND COMPANY | 075887BG3 | Feb 2023 | 412,000 | $365K | 0.00% | DBT |
| 3038 | MPLX LP | 55336VBW9 | Feb 2023 | 395,000 | $364K | 0.00% | DBT |
| 3039 | Government National Mortgage Association | 38382LXR7 | Feb 2023 | 3,369,319 | $363K | 0.00% | DBT |
| 3040 | Federal National Mortgage Association | 3140X83X3 | Feb 2023 | 424,925 | $363K | 0.00% | DBT |
| 3041 | Federal National Mortgage Association | 3140XBNZ9 | Feb 2023 | 392,047 | $363K | 0.00% | DBT |
| 3042 | CINTAS CORP NO 2 | 17252MAQ3 | Feb 2023 | 390,000 | $362K | 0.00% | DBT |
| 3043 | ORACLE CORPORATION | 68389XBG9 | Feb 2023 | 476,000 | $361K | 0.00% | DBT |
| 3044 | MORGAN STANLEY CAPITAL I TRUST | 61690YBV3 | Feb 2023 | 13,455,302 | $361K | 0.00% | DBT |
| 3045 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63939NAC7 | Feb 2023 | 357,999 | $361K | 0.00% | ABS-MBS |
| 3046 | MORGAN STANLEY | 6174468R3 | Feb 2023 | 391,000 | $360K | 0.00% | DBT |
| 3047 | TEXAS INSTRUMENTS INCORPORATED | 882508BJ2 | Feb 2023 | 440,000 | $360K | 0.00% | DBT |
| 3048 | Federal National Mortgage Association | 3140L4H36 | Feb 2023 | 437,680 | $360K | 0.00% | DBT |
| 3049 | THE GOLDMAN SACHS GROUP, INC. | 38141GVS0 | Feb 2023 | 400,000 | $358K | 0.00% | DBT |
| 3050 | Federal National Mortgage Association | 3138WXWP8 | Feb 2023 | 367,686 | $358K | 0.00% | DBT |
| 3051 | CVS HEALTH CORPORATION | 126650DH0 | Feb 2023 | 380,000 | $357K | 0.00% | DBT |
| 3052 | Government National Mortgage Association 2 | 36179R7J2 | Feb 2023 | 382,423 | $357K | 0.00% | DBT |
| 3053 | Federal National Mortgage Association | 3140J9H53 | Feb 2023 | 376,790 | $355K | 0.00% | DBT |
| 3054 | WELLS FARGO & COMPANY | 95000U2C6 | Feb 2023 | 360,000 | $355K | 0.00% | DBT |
| 3055 | AVOLON HOLDINGS FUNDING LIMITED | 05401AAJ0 | Feb 2023 | 400,000 | $353K | 0.00% | DBT |
| 3056 | Federal National Mortgage Association | 3138MDZ88 | Feb 2023 | 368,096 | $353K | 0.00% | DBT |
| 3057 | DIAMONDBACK ENERGY, INC. | 25278XAM1 | Feb 2023 | 380,000 | $352K | 0.00% | DBT |
| 3058 | Federal National Mortgage Association | 31398FRR4 | Feb 2023 | 415,590 | $351K | 0.00% | DBT |
| 3059 | Government National Mortgage Association 2 | 36179UEA6 | Feb 2023 | 357,518 | $351K | 0.00% | DBT |
| 3060 | Federal National Mortgage Association | 3140J7PZ2 | Feb 2023 | 365,411 | $351K | 0.00% | DBT |
| 3061 | Government National Mortgage Association | 36178NF95 | Feb 2023 | 379,791 | $350K | 0.00% | DBT |
| 3062 | GOLDMAN SACHS CAPITAL II | 381427AA1 | Feb 2023 | 435,000 | $350K | 0.00% | DBT |
| 3063 | Government National Mortgage Association 2 | 3617FMXA6 | Feb 2023 | 392,436 | $350K | 0.00% | DBT |
| 3064 | VERIZON COMMUNICATIONS INC. | 92343VDC5 | Feb 2023 | 430,000 | $350K | 0.00% | DBT |
| 3065 | Federal National Mortgage Association | 3136BCD80 | Feb 2023 | 2,404,838 | $349K | 0.00% | DBT |
| 3066 | Government National Mortgage Association | 38375BLE0 | Feb 2023 | 349,137 | $348K | 0.00% | DBT |
| 3067 | MCDONALD'S CORPORATION | 58013MFM1 | Feb 2023 | 420,000 | $348K | 0.00% | DBT |
| 3068 | Freddie Mac | 3132J9C63 | Feb 2023 | 370,010 | $347K | 0.00% | DBT |
| 3069 | REALTY INCOME CORPORATION | 756109AU8 | Feb 2023 | 370,000 | $347K | 0.00% | DBT |
| 3070 | VICI PROPERTIES L.P. | 92564RAJ4 | Feb 2023 | 355,000 | $346K | 0.00% | DBT |
| 3071 | MICROSOFT CORPORATION | 594918BB9 | Feb 2023 | 360,000 | $346K | 0.00% | DBT |
| 3072 | Freddie Mac | 3132H3K51 | Feb 2023 | 360,397 | $346K | 0.00% | DBT |
| 3073 | Federal National Mortgage Association | 31418DSJ2 | Feb 2023 | 404,877 | $346K | 0.00% | DBT |
| 3074 | WELLS FARGO & COMPANY | 95000U2J1 | Feb 2023 | 415,000 | $345K | 0.00% | DBT |
| 3075 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63942JAA5 | Feb 2023 | 398,373 | $345K | 0.00% | ABS-MBS |
| 3076 | SMB PRIVATE EDUCATION LOAN TRUST | 78449GAB5 | Feb 2023 | 360,102 | $345K | 0.00% | ABS-MBS |
| 3077 | BNP PARIBAS SA | 09659T2A8 | Feb 2023 | 380,000 | $345K | 0.00% | DBT |
| 3078 | THE PROCTER & GAMBLE COMPANY | 742718FH7 | Feb 2023 | 380,000 | $345K | 0.00% | DBT |
| 3079 | SLM STUDENT LOAN TRUST | 78446JAB2 | Feb 2023 | 347,360 | $344K | 0.00% | ABS-MBS |
| 3080 | APPLE INC. | 037833AS9 | Feb 2023 | 350,000 | $344K | 0.00% | DBT |
| 3081 | Freddie Mac | 3133ABUR9 | Feb 2023 | 398,476 | $343K | 0.00% | DBT |
| 3082 | STORE CAPITAL CORPORATION | 862121AD2 | Feb 2023 | 472,000 | $343K | 0.00% | DBT |
| 3083 | MORGAN STANLEY | 61747YEF8 | Feb 2023 | 460,000 | $343K | 0.00% | DBT |
| 3084 | WYETH LLC | 983024AN0 | Feb 2023 | 320,000 | $343K | 0.00% | DBT |
| 3085 | Freddie Mac | 3132DNBV4 | Feb 2023 | 385,286 | $343K | 0.00% | DBT |
| 3086 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63941HAA0 | Feb 2023 | 378,594 | $343K | 0.00% | ABS-MBS |
| 3087 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175BM5 | Feb 2023 | 410,000 | $343K | 0.00% | DBT |
| 3088 | Federal National Mortgage Association | 3140L2PV9 | Feb 2023 | 418,529 | $343K | 0.00% | DBT |
| 3089 | BANK OF AMERICA CORPORATION | 06051GJK6 | Feb 2023 | 385,000 | $343K | 0.00% | DBT |
| 3090 | Federal National Mortgage Association | 3140XAFA5 | Feb 2023 | 397,168 | $342K | 0.00% | DBT |
| 3091 | Federal National Mortgage Association | 3138W9BG4 | Feb 2023 | 376,657 | $341K | 0.00% | DBT |
| 3092 | BANK | 06540WBD4 | Feb 2023 | 385,000 | $341K | 0.00% | ABS-MBS |
| 3093 | Altria Group, Inc. | 02209SBF9 | Feb 2023 | 380,000 | $340K | 0.00% | DBT |
| 3094 | WarnerMedia Holdings, Inc. | 55903VAG8 | Feb 2023 | 370,000 | $339K | 0.00% | DBT |
| 3095 | Federal National Mortgage Association | 3140KVHC7 | Feb 2023 | 412,738 | $339K | 0.00% | DBT |
| 3096 | Federal National Mortgage Association | 3140JHYV9 | Feb 2023 | 343,699 | $339K | 0.00% | DBT |
| 3097 | CONSUMERS ENERGY COMPANY | 210518DJ2 | Feb 2023 | 602,000 | $338K | 0.00% | DBT |
| 3098 | Federal National Mortgage Association | 3140F5CP6 | Feb 2023 | 362,915 | $337K | 0.00% | DBT |
| 3099 | WORKDAY, INC. | 98138HAG6 | Feb 2023 | 360,000 | $336K | 0.00% | DBT |
| 3100 | COMCAST CORPORATION | 20030NBH3 | Feb 2023 | 360,000 | $336K | 0.00% | DBT |
| 3101 | Government National Mortgage Association | 3622A2CE0 | Feb 2023 | 364,108 | $336K | 0.00% | DBT |
| 3102 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 17291EAV3 | Feb 2023 | 354,723 | $334K | 0.00% | ABS-MBS |
| 3103 | Freddie Mac | 3132WM7G3 | Feb 2023 | 348,826 | $334K | 0.00% | DBT |
| 3104 | T-MOBILE USA, INC. | 87264ABL8 | Feb 2023 | 480,000 | $334K | 0.00% | DBT |
| 3105 | Freddie Mac | 31396NRF5 | Feb 2023 | 325,651 | $334K | 0.00% | DBT |
| 3106 | VERIZON COMMUNICATIONS INC. | 92343VGC2 | Feb 2023 | 475,000 | $334K | 0.00% | DBT |
| 3107 | ENERGY TRANSFER LP | 292480AK6 | Feb 2023 | 349,000 | $333K | 0.00% | DBT |
| 3108 | Federal National Mortgage Association | 3138WXV79 | Feb 2023 | 343,943 | $333K | 0.00% | DBT |
| 3109 | Freddie Mac | 31300L5P6 | Feb 2023 | 324,904 | $333K | 0.00% | DBT |
| 3110 | EATON CORPORATION | 278058AP7 | Feb 2023 | 325,000 | $333K | 0.00% | DBT |
| 3111 | Federal National Mortgage Association | 3140L2QJ5 | Feb 2023 | 404,526 | $333K | 0.00% | DBT |
| 3112 | Government National Mortgage Association 2 | 36179R7J2 | Feb 2023 | 355,947 | $332K | 0.00% | DBT |
| 3113 | LCM LIMITED PARTNERSHIP | 50189CAN1 | Feb 2023 | 333,426 | $332K | 0.00% | ABS-CBDO |
| 3114 | VERUS SECURITIZATION TRUST | 92537UAA0 | Feb 2023 | 345,714 | $331K | 0.00% | ABS-MBS |
| 3115 | Freddie Mac | 3137H9JJ9 | Feb 2023 | 18,999,166 | $331K | 0.00% | DBT |
| 3116 | Glencore Finance (Canada) Limited | 98417EAR1 | Feb 2023 | 355,000 | $329K | 0.00% | DBT |
| 3117 | Government National Mortgage Association 2 | 3622ABUA8 | Feb 2023 | 367,151 | $328K | 0.00% | DBT |
| 3118 | GLENCORE FUNDING LLC | 378272BC1 | Feb 2023 | 444,000 | $328K | 0.00% | DBT |
| 3119 | Government National Mortgage Association 2 | 3622AAVN1 | Feb 2023 | 393,256 | $328K | 0.00% | DBT |
| 3120 | MPLX LP | 55336VAR1 | Feb 2023 | 350,000 | $328K | 0.00% | DBT |
| 3121 | Federal National Mortgage Association | 3136BDEF1 | Feb 2023 | 2,420,438 | $327K | 0.00% | DBT |
| 3122 | PACIFIC GAS AND ELECTRIC COMPANY | 694308JG3 | Feb 2023 | 420,000 | $327K | 0.00% | DBT |
| 3123 | Federal National Mortgage Association | 31418AXV5 | Feb 2023 | 332,808 | $327K | 0.00% | DBT |
| 3124 | Freddie Mac | 3128MJ4L1 | Feb 2023 | 326,212 | $327K | 0.00% | DBT |
| 3125 | Government National Mortgage Association 2 | 3617GGSL0 | Feb 2023 | 343,915 | $327K | 0.00% | DBT |
| 3126 | Federal National Mortgage Association | 3140X7YH6 | Feb 2023 | 366,044 | $326K | 0.00% | DBT |
| 3127 | CITICORP RESIDENTIAL MORTGAGE TRUST | 173109AE9 | Feb 2023 | 331,058 | $326K | 0.00% | ABS-MBS |
| 3128 | HSBC HOLDINGS PLC | 404280CK3 | Feb 2023 | 410,000 | $324K | 0.00% | DBT |
| 3129 | Federal National Mortgage Association | 3140XFUH2 | Feb 2023 | 378,397 | $323K | 0.00% | DBT |
| 3130 | Federal National Mortgage Association | 3140XFN23 | Feb 2023 | 360,361 | $323K | 0.00% | DBT |
| 3131 | APPLE INC. | 037833AL4 | Feb 2023 | 375,000 | $322K | 0.00% | DBT |
| 3132 | Federal National Mortgage Association | 31418BSJ6 | Feb 2023 | 349,362 | $322K | 0.00% | DBT |
| 3133 | APPLE INC. | 037833EF3 | Feb 2023 | 483,000 | $322K | 0.00% | DBT |
| 3134 | Federal National Mortgage Association | 3140XFUG4 | Feb 2023 | 376,525 | $322K | 0.00% | DBT |
| 3135 | Government National Mortgage Association | 38382UG39 | Feb 2023 | 2,360,678 | $322K | 0.00% | DBT |
| 3136 | APPLE INC. | 037833EG1 | Feb 2023 | 501,000 | $321K | 0.00% | DBT |
| 3137 | APACHE CORPORATION | 037411BA2 | Feb 2023 | 420,000 | $321K | 0.00% | DBT |
| 3138 | WELLS FARGO & COMPANY | 95000U2U6 | Feb 2023 | 380,000 | $321K | 0.00% | DBT |
| 3139 | Federal National Mortgage Association | 3136BDR26 | Feb 2023 | 2,117,062 | $321K | 0.00% | DBT |
| 3140 | Federal National Mortgage Association | 3140XGRZ4 | Feb 2023 | 354,299 | $321K | 0.00% | DBT |
| 3141 | Government National Mortgage Association 2 | 36179TJ22 | Feb 2023 | 317,984 | $321K | 0.00% | DBT |
| 3142 | Federal National Mortgage Association | 3140LPCJ9 | Feb 2023 | 384,374 | $320K | 0.00% | DBT |
| 3143 | Federal National Mortgage Association | 3138WHWE8 | Feb 2023 | 355,791 | $320K | 0.00% | DBT |
| 3144 | UNITEDHEALTH GROUP INCORPORATED | 91324PCP5 | Feb 2023 | 330,000 | $320K | 0.00% | DBT |
| 3145 | J.P. MORGAN MORTGAGE TRUST | 46649TAA4 | Feb 2023 | 368,354 | $320K | 0.00% | ABS-MBS |
| 3146 | Federal National Mortgage Association | 3138WJSM1 | Feb 2023 | 355,804 | $320K | 0.00% | DBT |
| 3147 | Freddie Mac | 3132WKPM4 | Feb 2023 | 355,859 | $320K | 0.00% | DBT |
| 3148 | BECTON, DICKINSON AND COMPANY | 075887BF5 | Feb 2023 | 328,000 | $319K | 0.00% | DBT |
| 3149 | VERIZON COMMUNICATIONS INC. | 92343VDY7 | Feb 2023 | 330,000 | $318K | 0.00% | DBT |
| 3150 | State of Israel | 46513JXN6 | Feb 2023 | 430,000 | $317K | 0.00% | DBT |
| 3151 | OTIS WORLDWIDE CORPORATION | 68902VAH0 | Feb 2023 | 340,000 | $317K | 0.00% | DBT |
| 3152 | J.P. MORGAN MORTGAGE TRUST | 46649KAA3 | Feb 2023 | 359,229 | $317K | 0.00% | ABS-MBS |
| 3153 | COMCAST CORPORATION | 20030NDU2 | Feb 2023 | 505,000 | $317K | 0.00% | DBT |
| 3154 | Freddie Mac | 3132D9JN5 | Feb 2023 | 371,464 | $317K | 0.00% | DBT |
| 3155 | OCCIDENTAL PETROLEUM CORPORATION | 674599CF0 | Feb 2023 | 400,000 | $316K | 0.00% | DBT |
| 3156 | BAYER US FINANCE II LLC | 07274NBH5 | Feb 2023 | 400,000 | $316K | 0.00% | DBT |
| 3157 | ALPHABET INC. | 02079KAD9 | Feb 2023 | 400,000 | $315K | 0.00% | DBT |
| 3158 | Federal National Mortgage Association | 31418AXN3 | Feb 2023 | 329,843 | $315K | 0.00% | DBT |
| 3159 | COMMONWEALTH EDISON COMPANY | 202795JY7 | Feb 2023 | 317,000 | $315K | 0.00% | DBT |
| 3160 | THE COCA-COLA COMPANY | 191216CR9 | Feb 2023 | 330,000 | $315K | 0.00% | DBT |
| 3161 | Federal National Mortgage Association | 31418EBJ8 | Feb 2023 | 371,237 | $315K | 0.00% | DBT |
| 3162 | Government National Mortgage Association | 36297GVY3 | Feb 2023 | 340,707 | $314K | 0.00% | DBT |
| 3163 | UBS Group AG | 902613AK4 | Feb 2023 | 400,000 | $314K | 0.00% | DBT |
| 3164 | Federal National Mortgage Association | 3140XFF97 | Feb 2023 | 366,659 | $314K | 0.00% | DBT |
| 3165 | Estados Unidos Mexicanos | 91087BAD2 | Feb 2023 | 393,000 | $313K | 0.00% | DBT |
| 3166 | Federal National Mortgage Association | 3138X6PV1 | Feb 2023 | 345,372 | $313K | 0.00% | DBT |
| 3167 | WESTERN MIDSTREAM OPERATING, LP | 958667AB3 | Feb 2023 | 330,000 | $313K | 0.00% | DBT |
| 3168 | Government National Mortgage Association | 38378KYP8 | Feb 2023 | 346,219 | $312K | 0.00% | DBT |
| 3169 | J.P. MORGAN MORTGAGE TRUST | 46651XAD4 | Feb 2023 | 366,650 | $312K | 0.00% | ABS-MBS |
| 3170 | Federal National Mortgage Association | 3140JBLD6 | Feb 2023 | 371,680 | $312K | 0.00% | DBT |
| 3171 | Federal National Mortgage Association | 3140XGGV5 | Feb 2023 | 366,053 | $311K | 0.00% | DBT |
| 3172 | COMCAST CORPORATION | 20030NDH1 | Feb 2023 | 380,000 | $311K | 0.00% | DBT |
| 3173 | FREEPORT-MCMORAN INC. | 35671DBJ3 | Feb 2023 | 330,000 | $311K | 0.00% | DBT |
| 3174 | Federal National Mortgage Association | 3136B35Z9 | Feb 2023 | 330,000 | $310K | 0.00% | DBT |
| 3175 | Freddie Mac | 3133APLD9 | Feb 2023 | 360,479 | $310K | 0.00% | DBT |
| 3176 | ELEVANCE HEALTH, INC. | 036752AB9 | Feb 2023 | 330,000 | $310K | 0.00% | DBT |
| 3177 | Freddie Mac | 3133AWH72 | Feb 2023 | 377,963 | $309K | 0.00% | DBT |
| 3178 | Government National Mortgage Association 2 | 36208A7L9 | Feb 2023 | 307,072 | $309K | 0.00% | DBT |
| 3179 | ENTERPRISE PRODUCTS OPERATING LLC | 29379VBV4 | Feb 2023 | 350,000 | $309K | 0.00% | DBT |
| 3180 | Freddie Mac | 3133ANC36 | Feb 2023 | 359,263 | $309K | 0.00% | DBT |
| 3181 | RAYTHEON TECHNOLOGIES CORPORATION | 75513EBX8 | Feb 2023 | 320,000 | $308K | 0.00% | DBT |
| 3182 | THE BOEING COMPANY | 097023CM5 | Feb 2023 | 340,000 | $308K | 0.00% | DBT |
| 3183 | Freddie Mac | 3137FUWQ3 | Feb 2023 | 1,882,571 | $308K | 0.00% | DBT |
| 3184 | Federal National Mortgage Association | 3140L05D5 | Feb 2023 | 372,655 | $308K | 0.00% | DBT |
| 3185 | Freddie Mac | 3133BUNF0 | Feb 2023 | 299,765 | $308K | 0.00% | DBT |
| 3186 | Federal National Mortgage Association | 3140XDLR5 | Feb 2023 | 362,252 | $307K | 0.00% | DBT |
| 3187 | Federal National Mortgage Association | 3140L3JA0 | Feb 2023 | 372,262 | $306K | 0.00% | DBT |
| 3188 | Freddie Mac | 3132ADME5 | Feb 2023 | 340,039 | $305K | 0.00% | DBT |
| 3189 | LOWE'S COMPANIES, INC. | 548661DU8 | Feb 2023 | 320,000 | $305K | 0.00% | DBT |
| 3190 | Freddie Mac | 3132JBDR1 | Feb 2023 | 309,923 | $305K | 0.00% | DBT |
| 3191 | L3HARRIS TECHNOLOGIES, INC. | 413875AT2 | Feb 2023 | 330,000 | $304K | 0.00% | DBT |
| 3192 | ABBVIE INC. | 00287YAR0 | Feb 2023 | 325,000 | $302K | 0.00% | DBT |
| 3193 | Freddie Mac | 31326FM21 | Feb 2023 | 293,870 | $302K | 0.00% | DBT |
| 3194 | Freddie Mac | 3132WMDX9 | Feb 2023 | 306,207 | $300K | 0.00% | DBT |
| 3195 | COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE | 13645RBE3 | Feb 2023 | 339,000 | $300K | 0.00% | DBT |
| 3196 | STATE STREET CORPORATION | 857477AN3 | Feb 2023 | 310,000 | $300K | 0.00% | DBT |
| 3197 | Freddie Mac | 3132DPLT3 | Feb 2023 | 299,142 | $300K | 0.00% | DBT |
| 3198 | Freddie Mac | 3132H7C51 | Feb 2023 | 305,015 | $300K | 0.00% | DBT |
| 3199 | CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) | 12667FWU5 | Feb 2023 | 338,649 | $300K | 0.00% | ABS-MBS |
| 3200 | CONSUMERS ENERGY COMPANY | 210518DN3 | Feb 2023 | 472,000 | $300K | 0.00% | DBT |
| 3201 | COMCAST CORPORATION | 20030NDL2 | Feb 2023 | 470,000 | $300K | 0.00% | DBT |
| 3202 | CVS HEALTH CORPORATION | 126650CY4 | Feb 2023 | 330,000 | $300K | 0.00% | DBT |
| 3203 | Federal National Mortgage Association | 31418CBT0 | Feb 2023 | 332,529 | $299K | 0.00% | DBT |
| 3204 | Federal National Mortgage Association | 3140LN5G8 | Feb 2023 | 349,111 | $299K | 0.00% | DBT |
| 3205 | OCCIDENTAL PETROLEUM CORPORATION | 674599CN3 | Feb 2023 | 390,000 | $298K | 0.00% | DBT |
| 3206 | THE GOLDMAN SACHS GROUP, INC. | 38141GFD1 | Feb 2023 | 280,000 | $298K | 0.00% | DBT |
| 3207 | VICI PROPERTIES L.P. | 92564RAE5 | Feb 2023 | 345,000 | $298K | 0.00% | DBT |
| 3208 | ABBVIE INC. | 00287YBX6 | Feb 2023 | 335,000 | $296K | 0.00% | DBT |
| 3209 | ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 035240AL4 | Feb 2023 | 310,000 | $296K | 0.00% | DBT |
| 3210 | Comision Federal de Electricidad | 200447AD2 | Feb 2023 | 300,000 | $296K | 0.00% | DBT |
| 3211 | Freddie Mac | 3132HBH73 | Feb 2023 | 308,157 | $295K | 0.00% | DBT |
| 3212 | Federal National Mortgage Association | 3138XZQF1 | Feb 2023 | 315,259 | $295K | 0.00% | DBT |
| 3213 | THE WALT DISNEY COMPANY | 254687EH5 | Feb 2023 | 260,000 | $295K | 0.00% | DBT |
| 3214 | Freddie Mac | 3128MJZN3 | Feb 2023 | 317,292 | $294K | 0.00% | DBT |
| 3215 | Federal National Mortgage Association | 3140XA7H9 | Feb 2023 | 344,702 | $293K | 0.00% | DBT |
| 3216 | AMGEN INC. | 031162BK5 | Feb 2023 | 316,000 | $293K | 0.00% | DBT |
| 3217 | Freddie Mac | 3137H8BN0 | Feb 2023 | 9,993,460 | $292K | 0.00% | DBT |
| 3218 | Government National Mortgage Association 2 | 3617MKP78 | Feb 2023 | 343,968 | $292K | 0.00% | DBT |
| 3219 | Government National Mortgage Association 2 | 36179TAK1 | Feb 2023 | 311,736 | $291K | 0.00% | DBT |
| 3220 | COMCAST CORPORATION | 20030NDK4 | Feb 2023 | 310,000 | $290K | 0.00% | DBT |
| 3221 | Government National Mortgage Association 2 | 3617YNVK3 | Feb 2023 | 325,527 | $290K | 0.00% | DBT |
| 3222 | Federal National Mortgage Association | 3140X83T2 | Feb 2023 | 340,769 | $290K | 0.00% | DBT |
| 3223 | Federal National Mortgage Association | 3140HTWQ8 | Feb 2023 | 313,491 | $289K | 0.00% | DBT |
| 3224 | THE WALT DISNEY COMPANY | 254687DZ6 | Feb 2023 | 265,000 | $289K | 0.00% | DBT |
| 3225 | THE GOLDMAN SACHS GROUP, INC. | 38141GZR8 | Feb 2023 | 310,000 | $288K | 0.00% | DBT |
| 3226 | Freddie Mac | 3133AHB63 | Feb 2023 | 349,754 | $287K | 0.00% | DBT |
| 3227 | AT&T INC. | 00206RLJ9 | Feb 2023 | 423,000 | $287K | 0.00% | DBT |
| 3228 | Government National Mortgage Association 2 | 36179TCY9 | Feb 2023 | 298,374 | $286K | 0.00% | DBT |
| 3229 | EDUCATIONAL FUNDING OF THE SOUTH, INC. | 28148WAB9 | Feb 2023 | 286,698 | $285K | 0.00% | ABS-MBS |
| 3230 | PFIZER INC. | 717081EZ2 | Feb 2023 | 394,000 | $285K | 0.00% | DBT |
| 3231 | Government National Mortgage Association | 38378GPE2 | Feb 2023 | 290,687 | $285K | 0.00% | DBT |
| 3232 | Government National Mortgage Association 2 | 36179SEH6 | Feb 2023 | 304,613 | $284K | 0.00% | DBT |
| 3233 | Government National Mortgage Association | 3617MKLU1 | Feb 2023 | 302,157 | $284K | 0.00% | DBT |
| 3234 | PACIFIC GAS AND ELECTRIC COMPANY | 694308JQ1 | Feb 2023 | 362,000 | $284K | 0.00% | DBT |
| 3235 | Glencore Finance (Canada) Limited | 98417EAN0 | Feb 2023 | 288,000 | $283K | 0.00% | DBT |
| 3236 | Federal National Mortgage Association | 3140XCCC0 | Feb 2023 | 314,878 | $283K | 0.00% | DBT |
| 3237 | Federal National Mortgage Association | 3140LGWS7 | Feb 2023 | 300,000 | $283K | 0.00% | DBT |
| 3238 | PACIFIC GAS AND ELECTRIC COMPANY | 694308JF5 | Feb 2023 | 330,000 | $281K | 0.00% | DBT |
| 3239 | Federal National Mortgage Association | 3138WCTK9 | Feb 2023 | 292,865 | $281K | 0.00% | DBT |
| 3240 | Federal National Mortgage Association | 3140L4HL6 | Feb 2023 | 340,792 | $280K | 0.00% | DBT |
| 3241 | Federal National Mortgage Association | 31418AY36 | Feb 2023 | 284,162 | $279K | 0.00% | DBT |
| 3242 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175BL7 | Feb 2023 | 350,000 | $279K | 0.00% | DBT |
| 3243 | UNITEDHEALTH GROUP INCORPORATED | 91324PEE8 | Feb 2023 | 371,000 | $279K | 0.00% | DBT |
| 3244 | SANTANDER UK GROUP HOLDINGS PLC | 80281LAP0 | Feb 2023 | 350,000 | $278K | 0.00% | DBT |
| 3245 | Government National Mortgage Association | 36178DH20 | Feb 2023 | 300,726 | $278K | 0.00% | DBT |
| 3246 | Northrop Grumman Corporation | 666807BJ0 | Feb 2023 | 350,000 | $278K | 0.00% | DBT |
| 3247 | Government National Mortgage Association 2 | 36179TE35 | Feb 2023 | 281,685 | $278K | 0.00% | DBT |
| 3248 | PACIFIC GAS AND ELECTRIC COMPANY | 694308HH3 | Feb 2023 | 354,000 | $277K | 0.00% | DBT |
| 3249 | Federal National Mortgage Association | 3140L4FT1 | Feb 2023 | 336,888 | $277K | 0.00% | DBT |
| 3250 | PACIFIC GAS AND ELECTRIC COMPANY | 694308KD8 | Feb 2023 | 335,000 | $276K | 0.00% | DBT |
| 3251 | Federal National Mortgage Association | 3140X66J5 | Feb 2023 | 280,051 | $276K | 0.00% | DBT |
| 3252 | Federal National Mortgage Association | 3140EVVB0 | Feb 2023 | 306,781 | $276K | 0.00% | DBT |
| 3253 | Federal National Mortgage Association | 3140K2AU8 | Feb 2023 | 281,640 | $276K | 0.00% | DBT |
| 3254 | AMERICAN INTERNATIONAL GROUP, INC. | 026874DC8 | Feb 2023 | 315,000 | $276K | 0.00% | DBT |
| 3255 | MPLX LP | 55336VAL4 | Feb 2023 | 320,000 | $276K | 0.00% | DBT |
| 3256 | JPMORGAN CHASE & CO. | 46625HLL2 | Feb 2023 | 300,000 | $276K | 0.00% | DBT |
| 3257 | Federal National Mortgage Association | 3140L4F53 | Feb 2023 | 333,294 | $276K | 0.00% | DBT |
| 3258 | ORACLE CORPORATION | 68389XCE3 | Feb 2023 | 330,000 | $274K | 0.00% | DBT |
| 3259 | ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 035240AV2 | Feb 2023 | 300,000 | $273K | 0.00% | DBT |
| 3260 | CITICORP RESIDENTIAL MORTGAGE TRUST | 17310EAE8 | Feb 2023 | 273,527 | $272K | 0.00% | ABS-MBS |
| 3261 | Government National Mortgage Association 2 | 36179TNS0 | Feb 2023 | 283,108 | $271K | 0.00% | DBT |
| 3262 | AETNA INC. | 00817YAZ1 | Feb 2023 | 360,000 | $271K | 0.00% | DBT |
| 3263 | Freddie Mac | 3132WEKX9 | Feb 2023 | 290,504 | $271K | 0.00% | DBT |
| 3264 | ENERGY TRANSFER LP | 29278NAF0 | Feb 2023 | 280,000 | $270K | 0.00% | DBT |
| 3265 | Government National Mortgage Association 2 | 36179SYV3 | Feb 2023 | 266,348 | $270K | 0.00% | DBT |
| 3266 | SMALL BUSINESS INVESTMENT COMPANIES | 831641FL4 | Feb 2023 | 287,702 | $270K | 0.00% | ABS-MBS |
| 3267 | Federal National Mortgage Association | 3140X8HP5 | Feb 2023 | 293,392 | $270K | 0.00% | DBT |
| 3268 | AMERICAN INTERNATIONAL GROUP, INC. | 026874DH7 | Feb 2023 | 281,000 | $269K | 0.00% | DBT |
| 3269 | Republica del Peru | 715638DW9 | Feb 2023 | 416,000 | $269K | 0.00% | DBT |
| 3270 | EDUCATIONAL FUNDING OF THE SOUTH, INC. | 28148WAB9 | Feb 2023 | 270,100 | $269K | 0.00% | ABS-MBS |
| 3271 | DIAMONDBACK ENERGY, INC. | 25278XAR0 | Feb 2023 | 320,000 | $268K | 0.00% | DBT |
| 3272 | Federal National Mortgage Association | 3136BDY93 | Feb 2023 | 1,640,578 | $268K | 0.00% | DBT |
| 3273 | TIME WARNER CABLE, LLC | 88732JAJ7 | Feb 2023 | 280,000 | $268K | 0.00% | DBT |
| 3274 | Freddie Mac | 31300MEU3 | Feb 2023 | 265,291 | $268K | 0.00% | DBT |
| 3275 | THE BOEING COMPANY | 097023CQ6 | Feb 2023 | 380,000 | $267K | 0.00% | DBT |
| 3276 | Government National Mortgage Association 2 | 36179TUB9 | Feb 2023 | 278,686 | $267K | 0.00% | DBT |
| 3277 | FIRSTENERGY CORP. | 337932AN7 | Feb 2023 | 300,000 | $267K | 0.00% | DBT |
| 3278 | T-MOBILE USA, INC. | 87264ABT1 | Feb 2023 | 322,000 | $267K | 0.00% | DBT |
| 3279 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175BZ6 | Feb 2023 | 407,000 | $266K | 0.00% | DBT |
| 3280 | GENERAL MOTORS COMPANY | 37045VAZ3 | Feb 2023 | 280,000 | $266K | 0.00% | DBT |
| 3281 | Gobierno De La Republica De Panama | 698299BK9 | Feb 2023 | 310,000 | $266K | 0.00% | DBT |
| 3282 | HSBC HOLDINGS PLC | 404280CJ6 | Feb 2023 | 290,000 | $266K | 0.00% | DBT |
| 3283 | MCDONALD'S CORPORATION | 58013MEY6 | Feb 2023 | 275,000 | $265K | 0.00% | DBT |
| 3284 | NIKE, INC. | 654106AL7 | Feb 2023 | 330,000 | $265K | 0.00% | DBT |
| 3285 | Federal National Mortgage Association | 3138WXWT0 | Feb 2023 | 275,461 | $265K | 0.00% | DBT |
| 3286 | Government National Mortgage Association | 38381XEZ5 | Feb 2023 | 296,057 | $265K | 0.00% | DBT |
| 3287 | CommonSpirit Health | 20268JAB9 | Feb 2023 | 305,000 | $265K | 0.00% | DBT |
| 3288 | Federal National Mortgage Association | 3138WWKG3 | Feb 2023 | 271,535 | $264K | 0.00% | DBT |
| 3289 | EOG RESOURCES, INC. | 26875PAP6 | Feb 2023 | 270,000 | $264K | 0.00% | DBT |
| 3290 | Federal National Mortgage Association | 3140L05B9 | Feb 2023 | 316,984 | $263K | 0.00% | DBT |
| 3291 | Government National Mortgage Association 2 | 3617FSXH8 | Feb 2023 | 294,242 | $262K | 0.00% | DBT |
| 3292 | ANGLO AMERICAN CAPITAL PLC | 034863AT7 | Feb 2023 | 280,000 | $262K | 0.00% | DBT |
| 3293 | COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE | 13645RBG8 | Feb 2023 | 346,000 | $262K | 0.00% | DBT |
| 3294 | ENERGY TRANSFER LP | 29273RBJ7 | Feb 2023 | 280,000 | $262K | 0.00% | DBT |
| 3295 | The Bank of New York Mellon Corporation | 06406HCX5 | Feb 2023 | 270,000 | $262K | 0.00% | DBT |
| 3296 | GUARDIAN LIFE GLOBAL FUNDING | 40139LAG8 | Feb 2023 | 290,000 | $262K | 0.00% | DBT |
| 3297 | Federal National Mortgage Association | 3136A5J49 | Feb 2023 | 248,345 | $260K | 0.00% | DBT |
| 3298 | Federal National Mortgage Association | 31418CV27 | Feb 2023 | 281,597 | $260K | 0.00% | DBT |
| 3299 | CHEVRON CORPORATION | 166764BX7 | Feb 2023 | 290,000 | $260K | 0.00% | DBT |
| 3300 | ALPHABET INC. | 02079KAE7 | Feb 2023 | 390,000 | $259K | 0.00% | DBT |
| 3301 | Federal National Mortgage Association | 3140L1UL7 | Feb 2023 | 312,537 | $259K | 0.00% | DBT |
| 3302 | Government National Mortgage Association 2 | 36179TAN5 | Feb 2023 | 257,518 | $259K | 0.00% | DBT |
| 3303 | MORGAN STANLEY | 61744YAP3 | Feb 2023 | 280,000 | $258K | 0.00% | DBT |
| 3304 | Federal National Mortgage Association | 31402QYV7 | Feb 2023 | 252,156 | $258K | 0.00% | DBT |
| 3305 | C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES | 12498NAB9 | Feb 2023 | 323,919 | $257K | 0.00% | ABS-MBS |
| 3306 | Freddie Mac | 3132J2FH1 | Feb 2023 | 268,649 | $257K | 0.00% | DBT |
| 3307 | OCCIDENTAL PETROLEUM CORPORATION | 674599DD4 | Feb 2023 | 240,000 | $257K | 0.00% | DBT |
| 3308 | AGREE LIMITED PARTNERSHIP | 008513AC7 | Feb 2023 | 336,000 | $256K | 0.00% | DBT |
| 3309 | Government National Mortgage Association 2 | 3617YNWW6 | Feb 2023 | 286,950 | $256K | 0.00% | DBT |
| 3310 | AMERICAN INTERNATIONAL GROUP, INC. | 026874DQ7 | Feb 2023 | 272,000 | $256K | 0.00% | DBT |
| 3311 | Freddie Mac | 3133AJBJ1 | Feb 2023 | 310,850 | $255K | 0.00% | DBT |
| 3312 | Freddie Mac | 3132GLQN7 | Feb 2023 | 271,841 | $255K | 0.00% | DBT |
| 3313 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | 64828EAA3 | Feb 2023 | 278,884 | $255K | 0.00% | ABS-MBS |
| 3314 | Freddie Mac | 3137H93E7 | Feb 2023 | 10,992,751 | $255K | 0.00% | DBT |
| 3315 | NORFOLK SOUTHERN CORPORATION | 655844CP1 | Feb 2023 | 295,000 | $255K | 0.00% | DBT |
| 3316 | INTERCONTINENTAL EXCHANGE, INC. | 45866FAX2 | Feb 2023 | 270,000 | $254K | 0.00% | DBT |
| 3317 | J.P. MORGAN MORTGAGE TRUST | 46649CAA1 | Feb 2023 | 292,305 | $254K | 0.00% | ABS-MBS |
| 3318 | THE BOEING COMPANY | 097023BU8 | Feb 2023 | 280,000 | $254K | 0.00% | DBT |
| 3319 | The Bank of New York Mellon Corporation | 06406RAD9 | Feb 2023 | 270,000 | $253K | 0.00% | DBT |
| 3320 | Federal National Mortgage Association | 31418A3V8 | Feb 2023 | 257,043 | $253K | 0.00% | DBT |
| 3321 | BANK OF AMERICA CORPORATION | 06051GJP5 | Feb 2023 | 310,000 | $252K | 0.00% | DBT |
| 3322 | Freddie Mac | 3133B2MQ9 | Feb 2023 | 283,462 | $252K | 0.00% | DBT |
| 3323 | CITIGROUP INC. | 172967MD0 | Feb 2023 | 280,000 | $251K | 0.00% | DBT |
| 3324 | THE PNC FINANCIAL SERVICES GROUP, INC. | 693475AV7 | Feb 2023 | 255,000 | $251K | 0.00% | DBT |
| 3325 | Federal National Mortgage Association | 3140L3G88 | Feb 2023 | 304,785 | $251K | 0.00% | DBT |
| 3326 | Freddie Mac | 3132DMT62 | Feb 2023 | 301,274 | $250K | 0.00% | DBT |
| 3327 | ORACLE CORPORATION | 68389XAV7 | Feb 2023 | 285,000 | $250K | 0.00% | DBT |
| 3328 | Government National Mortgage Association | 36230SFP4 | Feb 2023 | 277,313 | $250K | 0.00% | DBT |
| 3329 | Federal National Mortgage Association | 3140K4E71 | Feb 2023 | 270,140 | $250K | 0.00% | DBT |
| 3330 | Government National Mortgage Association 2 | 3622ABU83 | Feb 2023 | 278,157 | $249K | 0.00% | DBT |
| 3331 | MORGAN STANLEY | 61744YAK4 | Feb 2023 | 270,000 | $249K | 0.00% | DBT |
| 3332 | ENTERPRISE PRODUCTS OPERATING LLC | 29379VBW2 | Feb 2023 | 310,000 | $249K | 0.00% | DBT |
| 3333 | FOX CORPORATION | 35137LAJ4 | Feb 2023 | 270,000 | $248K | 0.00% | DBT |
| 3334 | Freddie Mac | 3133AFRZ6 | Feb 2023 | 298,831 | $248K | 0.00% | DBT |
| 3335 | Government National Mortgage Association | 36230LNR6 | Feb 2023 | 275,249 | $248K | 0.00% | DBT |
| 3336 | Federal National Mortgage Association | 3136B9LQ8 | Feb 2023 | 1,563,082 | $248K | 0.00% | DBT |
| 3337 | WALMART INC. | 931142ES8 | Feb 2023 | 290,000 | $247K | 0.00% | DBT |
| 3338 | Freddie Mac | 3137FGSM8 | Feb 2023 | 283,087 | $246K | 0.00% | DBT |
| 3339 | AMAZON.COM, INC. | 023135CF1 | Feb 2023 | 260,000 | $246K | 0.00% | DBT |
| 3340 | Federal National Mortgage Association | 31418RHG9 | Feb 2023 | 247,169 | $245K | 0.00% | DBT |
| 3341 | PRINCIPAL LIFE GLOBAL FUNDING II | 74256LEE5 | Feb 2023 | 270,000 | $245K | 0.00% | DBT |
| 3342 | UNION PACIFIC CORPORATION | 907818FJ2 | Feb 2023 | 270,000 | $244K | 0.00% | DBT |
| 3343 | VERIZON COMMUNICATIONS INC. | 92343VCK8 | Feb 2023 | 270,000 | $244K | 0.00% | DBT |
| 3344 | FREEPORT-MCMORAN INC. | 35671DBC8 | Feb 2023 | 270,000 | $244K | 0.00% | DBT |
| 3345 | CITIGROUP INC. | 172967KU4 | Feb 2023 | 260,000 | $243K | 0.00% | DBT |
| 3346 | RAYTHEON TECHNOLOGIES CORPORATION | 913017DD8 | Feb 2023 | 250,000 | $243K | 0.00% | DBT |
| 3347 | Federal National Mortgage Association | 3140X3CE6 | Feb 2023 | 258,276 | $242K | 0.00% | DBT |
| 3348 | Freddie Mac | 3132JBDV2 | Feb 2023 | 248,946 | $242K | 0.00% | DBT |
| 3349 | ENTERPRISE PRODUCTS OPERATING LLC | 29379VBR3 | Feb 2023 | 290,000 | $242K | 0.00% | DBT |
| 3350 | Freddie Mac | 31300MGF4 | Feb 2023 | 240,466 | $242K | 0.00% | DBT |
| 3351 | Evergy Metro, Inc. | 485134BM1 | Feb 2023 | 250,000 | $242K | 0.00% | DBT |
| 3352 | ORACLE CORPORATION | 68389XBQ7 | Feb 2023 | 330,000 | $241K | 0.00% | DBT |
| 3353 | Federal National Mortgage Association | 3140K7MK6 | Feb 2023 | 271,934 | $240K | 0.00% | DBT |
| 3354 | LOWE'S COMPANIES, INC. | 548661DM6 | Feb 2023 | 260,000 | $240K | 0.00% | DBT |
| 3355 | Federal National Mortgage Association | 3140Q9N25 | Feb 2023 | 245,028 | $240K | 0.00% | DBT |
| 3356 | CITIGROUP INC. | 172967HS3 | Feb 2023 | 255,000 | $240K | 0.00% | DBT |
| 3357 | MORTGAGE ASSET SECURITIZATION TRANSACTIONS, INC. | 55291KAD9 | Feb 2023 | 682,308 | $239K | 0.00% | ABS-MBS |
| 3358 | Federal National Mortgage Association | 3140XFTH4 | Feb 2023 | 278,979 | $239K | 0.00% | DBT |
| 3359 | Federal National Mortgage Association | 3138L9T85 | Feb 2023 | 250,000 | $239K | 0.00% | DBT |
| 3360 | Federal National Mortgage Association | 3140XGY52 | Feb 2023 | 280,439 | $239K | 0.00% | DBT |
| 3361 | Freddie Mac | 3132DNS46 | Feb 2023 | 291,562 | $239K | 0.00% | DBT |
| 3362 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175BS2 | Feb 2023 | 310,000 | $238K | 0.00% | DBT |
| 3363 | DEVON ENERGY CORPORATION | 25179MBF9 | Feb 2023 | 256,000 | $238K | 0.00% | DBT |
| 3364 | Federal National Mortgage Association | 3140JBVE3 | Feb 2023 | 286,342 | $238K | 0.00% | DBT |
| 3365 | SPRINT CAPITAL CORPORATION | 852060AT9 | Feb 2023 | 200,000 | $238K | 0.00% | DBT |
| 3366 | RESIDENTIAL ACCREDIT LOANS INCORPORATED | 761118QM3 | Feb 2023 | 291,479 | $238K | 0.00% | ABS-MBS |
| 3367 | Federal National Mortgage Association | 3140MHS83 | Feb 2023 | 265,504 | $237K | 0.00% | DBT |
| 3368 | MCDONALD'S CORPORATION | 58013MFF6 | Feb 2023 | 250,000 | $237K | 0.00% | DBT |
| 3369 | Government National Mortgage Association | 38380QBN1 | Feb 2023 | 234,967 | $237K | 0.00% | DBT |
| 3370 | Freddie Mac | 3128M6ML9 | Feb 2023 | 233,186 | $237K | 0.00% | DBT |
| 3371 | UNITEDHEALTH GROUP INCORPORATED | 91324PDP4 | Feb 2023 | 250,000 | $236K | 0.00% | DBT |
| 3372 | Truist Bank | 07330MAA5 | Feb 2023 | 250,000 | $236K | 0.00% | DBT |
| 3373 | Federal National Mortgage Association | 3140LRUQ9 | Feb 2023 | 275,196 | $236K | 0.00% | DBT |
| 3374 | MASTERCARD INCORPORATED. | 57636QAB0 | Feb 2023 | 240,000 | $235K | 0.00% | DBT |
| 3375 | Federal National Mortgage Association | 3140MJ6K6 | Feb 2023 | 275,617 | $235K | 0.00% | DBT |
| 3376 | Federal National Mortgage Association | 3140XCGZ5 | Feb 2023 | 277,244 | $235K | 0.00% | DBT |
| 3377 | PARK AEROSPACE HOLDINGS LIMITED | 70014LAB6 | Feb 2023 | 238,000 | $235K | 0.00% | DBT |
| 3378 | Freddie Mac | 3133APF79 | Feb 2023 | 274,431 | $235K | 0.00% | DBT |
| 3379 | UNITEDHEALTH GROUP INCORPORATED | 91324PDW9 | Feb 2023 | 260,000 | $235K | 0.00% | DBT |
| 3380 | Federal National Mortgage Association | 3140HRGW7 | Feb 2023 | 242,484 | $235K | 0.00% | DBT |
| 3381 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175BJ2 | Feb 2023 | 260,000 | $234K | 0.00% | DBT |
| 3382 | Freddie Mac | 3128KEMJ9 | Feb 2023 | 227,614 | $234K | 0.00% | DBT |
| 3383 | Government National Mortgage Association | 38381ETU2 | Feb 2023 | 400,000 | $234K | 0.00% | DBT |
| 3384 | EXXON MOBIL CORPORATION | 30231GBF8 | Feb 2023 | 260,000 | $234K | 0.00% | DBT |
| 3385 | Freddie Mac | 3133ASGU1 | Feb 2023 | 272,052 | $233K | 0.00% | DBT |
| 3386 | United States of America | 91282CGA3 | Feb 2023 | 236,000 | $233K | 0.00% | SN |
| 3387 | BURLINGTON NORTHERN SANTA FE, LLC | 12189TAD6 | Feb 2023 | 200,000 | $233K | 0.00% | DBT |
| 3388 | THE HOME DEPOT, INC. | 437076CC4 | Feb 2023 | 292,000 | $233K | 0.00% | DBT |
| 3389 | CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. | 209111FX6 | Feb 2023 | 260,000 | $232K | 0.00% | DBT |
| 3390 | 3M COMPANY | 88579YBP5 | Feb 2023 | 300,000 | $232K | 0.00% | DBT |
| 3391 | AT&T INC. | 00206RBA9 | Feb 2023 | 240,000 | $232K | 0.00% | DBT |
| 3392 | Government National Mortgage Association 2 | 3617GGTU9 | Feb 2023 | 243,888 | $232K | 0.00% | DBT |
| 3393 | ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 03523TBV9 | Feb 2023 | 230,000 | $231K | 0.00% | DBT |
| 3394 | Federal National Mortgage Association | 3138WJGH5 | Feb 2023 | 257,269 | $231K | 0.00% | DBT |
| 3395 | Freddie Mac | 3133APK73 | Feb 2023 | 270,059 | $231K | 0.00% | DBT |
| 3396 | Freddie Mac | 3132DWA60 | Feb 2023 | 271,156 | $231K | 0.00% | DBT |
| 3397 | Freddie Mac | 3132DMVK8 | Feb 2023 | 259,747 | $231K | 0.00% | DBT |
| 3398 | THE KROGER CO. | 501044DG3 | Feb 2023 | 275,000 | $230K | 0.00% | DBT |
| 3399 | Federal National Mortgage Association | 31417GXM3 | Feb 2023 | 238,928 | $230K | 0.00% | DBT |
| 3400 | Government National Mortgage Association | 36213RX44 | Feb 2023 | 224,052 | $230K | 0.00% | DBT |
| 3401 | MICROSOFT CORPORATION | 594918BZ6 | Feb 2023 | 245,000 | $230K | 0.00% | DBT |
| 3402 | VERUS SECURITIZATION TRUST | 92537HAA9 | Feb 2023 | 237,527 | $230K | 0.00% | ABS-MBS |
| 3403 | Government National Mortgage Association 2 | 3617B8HH4 | Feb 2023 | 245,840 | $229K | 0.00% | DBT |
| 3404 | UNITEDHEALTH GROUP INCORPORATED | 91324PDJ8 | Feb 2023 | 230,000 | $229K | 0.00% | DBT |
| 3405 | Freddie Mac | 3137H24R2 | Feb 2023 | 1,642,417 | $229K | 0.00% | DBT |
| 3406 | Federal National Mortgage Association | 3140XFUJ8 | Feb 2023 | 277,031 | $228K | 0.00% | DBT |
| 3407 | Government National Mortgage Association 2 | 36179V4V9 | Feb 2023 | 261,941 | $228K | 0.00% | DBT |
| 3408 | Freddie Mac | 3137BJV75 | Feb 2023 | 228,747 | $226K | 0.00% | DBT |
| 3409 | MORGAN STANLEY | 6174467Y9 | Feb 2023 | 235,000 | $226K | 0.00% | DBT |
| 3410 | Freddie Mac | 3133AF6L0 | Feb 2023 | 274,596 | $226K | 0.00% | DBT |
| 3411 | CVS HEALTH CORPORATION | 126650DH0 | Feb 2023 | 240,000 | $226K | 0.00% | DBT |
| 3412 | UNITEDHEALTH GROUP INCORPORATED | 91324PBE1 | Feb 2023 | 200,000 | $225K | 0.00% | DBT |
| 3413 | Federal National Mortgage Association | 3138EQKN1 | Feb 2023 | 229,525 | $225K | 0.00% | DBT |
| 3414 | Federal National Mortgage Association | 31418AMB1 | Feb 2023 | 234,827 | $225K | 0.00% | DBT |
| 3415 | Freddie Mac | 3133ARAC9 | Feb 2023 | 274,292 | $225K | 0.00% | DBT |
| 3416 | THE COCA-COLA COMPANY | 191216CW8 | Feb 2023 | 310,000 | $225K | 0.00% | DBT |
| 3417 | Federal National Mortgage Association | 31411BP31 | Feb 2023 | 216,796 | $225K | 0.00% | DBT |
| 3418 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST | 46640UAJ1 | Feb 2023 | 230,000 | $224K | 0.00% | ABS-MBS |
| 3419 | ENERGY TRANSFER LP | 29278NAG8 | Feb 2023 | 230,000 | $224K | 0.00% | DBT |
| 3420 | Freddie Mac | 3133APF61 | Feb 2023 | 260,991 | $224K | 0.00% | DBT |
| 3421 | N/A | SN96X3 | Feb 2023 | 218 | $223K | 0.00% | DIR |
| 3422 | Federal National Mortgage Association | 3140XDGP5 | Feb 2023 | 259,054 | $223K | 0.00% | DBT |
| 3423 | Government National Mortgage Association | 38375BF31 | Feb 2023 | 224,606 | $223K | 0.00% | DBT |
| 3424 | Government National Mortgage Association 2 | 3617GGSX4 | Feb 2023 | 234,808 | $223K | 0.00% | DBT |
| 3425 | Freddie Mac | 3133AR4L6 | Feb 2023 | 269,362 | $221K | 0.00% | DBT |
| 3426 | Government National Mortgage Association 2 | 3617GGQ81 | Feb 2023 | 232,246 | $221K | 0.00% | DBT |
| 3427 | Federal National Mortgage Association | 3140KBPX6 | Feb 2023 | 239,720 | $221K | 0.00% | DBT |
| 3428 | ENTERPRISE PRODUCTS OPERATING LLC | 29379VBZ5 | Feb 2023 | 300,000 | $220K | 0.00% | DBT |
| 3429 | AT&T INC. | 04650NAB0 | Feb 2023 | 230,000 | $220K | 0.00% | DBT |
| 3430 | KINDER MORGAN, INC. | 49456BAJ0 | Feb 2023 | 260,000 | $219K | 0.00% | DBT |
| 3431 | Federal National Mortgage Association | 3136BGVA6 | Feb 2023 | 1,546,039 | $219K | 0.00% | DBT |
| 3432 | Freddie Mac | 3137F86B4 | Feb 2023 | 1,394,275 | $219K | 0.00% | DBT |
| 3433 | Freddie Mac | 31300MJK0 | Feb 2023 | 215,882 | $219K | 0.00% | DBT |
| 3434 | DSLA MORTGAGE LOAN TRUST | 23332UAS3 | Feb 2023 | 237,185 | $219K | 0.00% | ABS-MBS |
| 3435 | COMM MORTGAGE TRUST | 200474BD5 | Feb 2023 | 14,617,996 | $218K | 0.00% | DBT |
| 3436 | CVS HEALTH CORPORATION | 126650CM0 | Feb 2023 | 232,000 | $218K | 0.00% | DBT |
| 3437 | Government National Mortgage Association 2 | 36179VBK5 | Feb 2023 | 215,904 | $217K | 0.00% | DBT |
| 3438 | Federal National Mortgage Association | 31412WZX7 | Feb 2023 | 208,815 | $216K | 0.00% | DBT |
| 3439 | Federal National Mortgage Association | 3140X9R23 | Feb 2023 | 250,645 | $216K | 0.00% | DBT |
| 3440 | Freddie Mac | 3128M4FU2 | Feb 2023 | 213,883 | $216K | 0.00% | DBT |
| 3441 | Federal National Mortgage Association | 3138MLBZ6 | Feb 2023 | 224,412 | $215K | 0.00% | DBT |
| 3442 | United States of America | 91282CFP1 | Feb 2023 | 217,000 | $215K | 0.00% | SN |
| 3443 | AMGEN INC. | 031162BV1 | Feb 2023 | 220,000 | $215K | 0.00% | DBT |
| 3444 | Government National Mortgage Association | 38382KQ97 | Feb 2023 | 1,567,358 | $215K | 0.00% | DBT |
| 3445 | THE BOEING COMPANY | 097023CH6 | Feb 2023 | 230,000 | $214K | 0.00% | DBT |
| 3446 | SMALL BUSINESS ADMINISTRATION GTD | 83162CB51 | Feb 2023 | 234,217 | $214K | 0.00% | ABS-MBS |
| 3447 | Government National Mortgage Association 2 | 36179TSH9 | Feb 2023 | 222,314 | $214K | 0.00% | DBT |
| 3448 | AKER BP ASA | 00973RAF0 | Feb 2023 | 242,000 | $214K | 0.00% | DBT |
| 3449 | SOFI PROFESSIONAL LOAN PROGRAM | 83390UAF4 | Feb 2023 | 235,881 | $213K | 0.00% | ABS-MBS |
| 3450 | COMCAST CORPORATION | 20030NDU2 | Feb 2023 | 339,000 | $213K | 0.00% | DBT |
| 3451 | Federal National Mortgage Association | 3140KRQ69 | Feb 2023 | 245,876 | $211K | 0.00% | DBT |
| 3452 | Federal National Mortgage Association | 3140X8PK7 | Feb 2023 | 234,847 | $209K | 0.00% | DBT |
| 3453 | WELLS FARGO & COMPANY | 94974BFP0 | Feb 2023 | 220,000 | $208K | 0.00% | DBT |
| 3454 | Duke Energy Progress, LLC | 26442RAD3 | Feb 2023 | 250,000 | $207K | 0.00% | DBT |
| 3455 | BANK OF AMERICA CORPORATION | 06051GKA6 | Feb 2023 | 265,000 | $207K | 0.00% | DBT |
| 3456 | Federal National Mortgage Association | 3140L0AZ0 | Feb 2023 | 252,531 | $207K | 0.00% | DBT |
| 3457 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175CE2 | Feb 2023 | 320,000 | $207K | 0.00% | DBT |
| 3458 | Freddie Mac | 3137AMTT4 | Feb 2023 | 222,027 | $206K | 0.00% | DBT |
| 3459 | Federal National Mortgage Association | 3140L3H79 | Feb 2023 | 248,561 | $206K | 0.00% | DBT |
| 3460 | COMCAST CORPORATION | 20030NCZ2 | Feb 2023 | 280,000 | $205K | 0.00% | DBT |
| 3461 | Freddie Mac | 3133BUGZ4 | Feb 2023 | 199,617 | $205K | 0.00% | DBT |
| 3462 | Freddie Mac | 3132HCMV2 | Feb 2023 | 207,222 | $204K | 0.00% | DBT |
| 3463 | WFRBS COMMERCIAL MORTGAGE TRUST | 92938VAT2 | Feb 2023 | 210,000 | $203K | 0.00% | ABS-MBS |
| 3464 | VERIZON COMMUNICATIONS INC. | 92343VFF6 | Feb 2023 | 220,000 | $203K | 0.00% | DBT |
| 3465 | CANADIAN NATURAL RESOURCES LIMITED | 136385AE1 | Feb 2023 | 200,000 | $203K | 0.00% | DBT |
| 3466 | Federal National Mortgage Association | 3138WGBJ2 | Feb 2023 | 217,447 | $202K | 0.00% | DBT |
| 3467 | Freddie Mac | 3133AJFA6 | Feb 2023 | 245,837 | $202K | 0.00% | DBT |
| 3468 | ING Bank N.V. | 449786AY8 | Feb 2023 | 202,000 | $201K | 0.00% | DBT |
| 3469 | ENTERPRISE PRODUCTS OPERATING LLC | 29379VBU6 | Feb 2023 | 230,000 | $201K | 0.00% | DBT |
| 3470 | Freddie Mac | 3133ABUS7 | Feb 2023 | 233,899 | $201K | 0.00% | DBT |
| 3471 | Progress Energy, Inc. | 743263AP0 | Feb 2023 | 200,000 | $201K | 0.00% | DBT |
| 3472 | Federal National Mortgage Association | 3140LHVG2 | Feb 2023 | 200,000 | $201K | 0.00% | DBT |
| 3473 | Federal National Mortgage Association | 3140X9BC8 | Feb 2023 | 204,289 | $201K | 0.00% | DBT |
| 3474 | Freddie Mac | 3137FYTY2 | Feb 2023 | 4,988,535 | $201K | 0.00% | DBT |
| 3475 | FOX CORPORATION | 35137LAH8 | Feb 2023 | 210,000 | $201K | 0.00% | DBT |
| 3476 | Freddie Mac | 3128LL3U8 | Feb 2023 | 194,799 | $200K | 0.00% | DBT |
| 3477 | Freddie Mac | 3137H9MA4 | Feb 2023 | 12,999,156 | $200K | 0.00% | DBT |
| 3478 | BAYVIEW FINANCIAL MORTGAGE PASS-THROUGH TRUST | 07325NDA7 | Feb 2023 | 199,959 | $199K | 0.00% | ABS-MBS |
| 3479 | MCDONALD'S CORPORATION | 58013MFK5 | Feb 2023 | 265,000 | $199K | 0.00% | DBT |
| 3480 | L3HARRIS TECHNOLOGIES, INC. | 413875AS4 | Feb 2023 | 210,000 | $199K | 0.00% | DBT |
| 3481 | FORD MOTOR CREDIT COMPANY LLC | 345397XZ1 | Feb 2023 | 200,000 | $199K | 0.00% | DBT |
| 3482 | Altria Group, Inc. | 02209SBC6 | Feb 2023 | 203,000 | $199K | 0.00% | DBT |
| 3483 | COMM MORTGAGE TRUST | 12591KAG0 | Feb 2023 | 220,000 | $199K | 0.00% | ABS-MBS |
| 3484 | INTEL CORPORATION | 458140BW9 | Feb 2023 | 310,000 | $199K | 0.00% | DBT |
| 3485 | Federal National Mortgage Association | 31394DEV8 | Feb 2023 | 193,561 | $198K | 0.00% | DBT |
| 3486 | ELEVANCE HEALTH, INC. | 94973VAY3 | Feb 2023 | 219,000 | $198K | 0.00% | DBT |
| 3487 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63942BAA2 | Feb 2023 | 227,556 | $197K | 0.00% | ABS-MBS |
| 3488 | Federal National Mortgage Association | 3140LHQV5 | Feb 2023 | 199,093 | $197K | 0.00% | DBT |
| 3489 | CVS HEALTH CORPORATION | 126650DK3 | Feb 2023 | 240,000 | $197K | 0.00% | DBT |
| 3490 | MICROSOFT CORPORATION | 594918CF9 | Feb 2023 | 281,000 | $197K | 0.00% | DBT |
| 3491 | Government National Mortgage Association 2 | 36241LW51 | Feb 2023 | 197,029 | $197K | 0.00% | DBT |
| 3492 | Freddie Mac | 3133AKJH4 | Feb 2023 | 235,233 | $195K | 0.00% | DBT |
| 3493 | COMCAST CORPORATION | 20030NCY5 | Feb 2023 | 250,000 | $195K | 0.00% | DBT |
| 3494 | Federal National Mortgage Association | 3138WGHT4 | Feb 2023 | 208,817 | $194K | 0.00% | DBT |
| 3495 | Freddie Mac | 3133AFRX1 | Feb 2023 | 233,763 | $194K | 0.00% | DBT |
| 3496 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175BT0 | Feb 2023 | 265,000 | $194K | 0.00% | DBT |
| 3497 | Government National Mortgage Association 2 | 36179TV69 | Feb 2023 | 201,723 | $193K | 0.00% | DBT |
| 3498 | STWD MORTGAGE TRUST | 78485KAA3 | Feb 2023 | 200,000 | $193K | 0.00% | ABS-CBDO |
| 3499 | THE GOLDMAN SACHS GROUP, INC. | 38141GYK4 | Feb 2023 | 280,000 | $193K | 0.00% | DBT |
| 3500 | Government National Mortgage Association 2 | 36179UPB2 | Feb 2023 | 196,753 | $193K | 0.00% | DBT |
| 3501 | HUMANA INC. | 444859BR2 | Feb 2023 | 250,000 | $193K | 0.00% | DBT |
| 3502 | Freddie Mac | 3133AGRB7 | Feb 2023 | 233,456 | $192K | 0.00% | DBT |
| 3503 | Federal National Mortgage Association | 3140QC6R2 | Feb 2023 | 196,083 | $192K | 0.00% | DBT |
| 3504 | Federal National Mortgage Association | 3140LG3Z3 | Feb 2023 | 200,000 | $192K | 0.00% | DBT |
| 3505 | THE HERSHEY COMPANY | 427866BF4 | Feb 2023 | 210,000 | $191K | 0.00% | DBT |
| 3506 | Government National Mortgage Association | 38376T3G5 | Feb 2023 | 2,297,046 | $191K | 0.00% | DBT |
| 3507 | Federal National Mortgage Association | 3140L7PC0 | Feb 2023 | 231,270 | $191K | 0.00% | DBT |
| 3508 | Federal National Mortgage Association | 3140L6TB0 | Feb 2023 | 230,664 | $191K | 0.00% | DBT |
| 3509 | CWABS ASSET-BACKED CERTIFICATES TRUST | 126698AC3 | Feb 2023 | 203,948 | $191K | 0.00% | ABS-MBS |
| 3510 | Federal National Mortgage Association | 3138WKUZ6 | Feb 2023 | 199,007 | $190K | 0.00% | DBT |
| 3511 | Federal National Mortgage Association | 3140LHCW8 | Feb 2023 | 200,000 | $189K | 0.00% | DBT |
| 3512 | Freddie Mac | 3137H7Z22 | Feb 2023 | 7,493,843 | $189K | 0.00% | DBT |
| 3513 | Federal National Mortgage Association | 3140L1TN5 | Feb 2023 | 226,135 | $189K | 0.00% | DBT |
| 3514 | VERUS SECURITIZATION TRUST | 92538CAA9 | Feb 2023 | 206,837 | $187K | 0.00% | ABS-MBS |
| 3515 | Federal National Mortgage Association | 3140LGU42 | Feb 2023 | 200,000 | $187K | 0.00% | DBT |
| 3516 | AMAZON.COM, INC. | 023135AP1 | Feb 2023 | 187,000 | $187K | 0.00% | DBT |
| 3517 | BANCO SANTANDER, S.A. | 05964HAQ8 | Feb 2023 | 200,000 | $187K | 0.00% | DBT |
| 3518 | Government National Mortgage Association 2 | 3617BFM90 | Feb 2023 | 199,710 | $186K | 0.00% | DBT |
| 3519 | Federal National Mortgage Association | 3140FQT23 | Feb 2023 | 193,573 | $186K | 0.00% | DBT |
| 3520 | TIME WARNER CABLE, LLC | 88732JAY4 | Feb 2023 | 210,000 | $185K | 0.00% | DBT |
| 3521 | Freddie Mac | 3137FMCT7 | Feb 2023 | 3,965,680 | $185K | 0.00% | DBT |
| 3522 | LLOYDS BANKING GROUP PLC | 53944YAS2 | Feb 2023 | 200,000 | $185K | 0.00% | DBT |
| 3523 | Federal National Mortgage Association | 3138WPJV7 | Feb 2023 | 180,832 | $185K | 0.00% | DBT |
| 3524 | Freddie Mac | 3137H74C4 | Feb 2023 | 6,995,542 | $185K | 0.00% | DBT |
| 3525 | T-MOBILE USA, INC. | 87264ABW4 | Feb 2023 | 212,000 | $184K | 0.00% | DBT |
| 3526 | BROKER: NOMURA | N/A | Feb 2023 | 5,074,000 | $183K | 0.00% | DIR |
| 3527 | Government National Mortgage Association | 38380RKU3 | Feb 2023 | 2,853,310 | $183K | 0.00% | DBT |
| 3528 | Federal National Mortgage Association | 3140L05E3 | Feb 2023 | 222,796 | $183K | 0.00% | DBT |
| 3529 | Federal National Mortgage Association | 3140XBUW8 | Feb 2023 | 191,012 | $183K | 0.00% | DBT |
| 3530 | Federal National Mortgage Association | 31410G2R3 | Feb 2023 | 178,438 | $183K | 0.00% | DBT |
| 3531 | Freddie Mac | 3133AJE90 | Feb 2023 | 220,758 | $182K | 0.00% | DBT |
| 3532 | United States of America | 912810SY5 | Feb 2023 | 240,000 | $182K | 0.00% | DBT |
| 3533 | VICI PROPERTIES L.P. | 92564RAG0 | Feb 2023 | 190,000 | $182K | 0.00% | DBT |
| 3534 | Government National Mortgage Association | 38381EX45 | Feb 2023 | 3,444,788 | $182K | 0.00% | DBT |
| 3535 | WELLTOWER OP LLC | 42217KBC9 | Feb 2023 | 183,000 | $181K | 0.00% | DBT |
| 3536 | VERIZON COMMUNICATIONS INC. | 92343VGK4 | Feb 2023 | 240,000 | $181K | 0.00% | DBT |
| 3537 | UNITEDHEALTH GROUP INCORPORATED | 91324PDX7 | Feb 2023 | 220,000 | $180K | 0.00% | DBT |
| 3538 | WELLS FARGO & COMPANY | 94974BGT1 | Feb 2023 | 220,000 | $180K | 0.00% | DBT |
| 3539 | Freddie Mac | 3133AFXA4 | Feb 2023 | 217,073 | $180K | 0.00% | DBT |
| 3540 | Pepsico, Inc. | 713448EP9 | Feb 2023 | 250,000 | $180K | 0.00% | DBT |
| 3541 | MID-ATLANTIC INTERSTATE TRANSMISSION, LLC | 59524QAA3 | Feb 2023 | 190,000 | $180K | 0.00% | DBT |
| 3542 | KIMBERLY-CLARK CORPORATION | 494368CB7 | Feb 2023 | 200,000 | $179K | 0.00% | DBT |
| 3543 | HUMANA INC. | 444859BE1 | Feb 2023 | 200,000 | $179K | 0.00% | DBT |
| 3544 | JPMORGAN CHASE & CO. | 46647PAJ5 | Feb 2023 | 215,000 | $179K | 0.00% | DBT |
| 3545 | AETNA INC. | 00817YAV0 | Feb 2023 | 180,000 | $179K | 0.00% | DBT |
| 3546 | Government National Mortgage Association | 36225B2V9 | Feb 2023 | 170,795 | $179K | 0.00% | DBT |
| 3547 | GENERAL DYNAMICS CORPORATION | 369550BJ6 | Feb 2023 | 200,000 | $179K | 0.00% | DBT |
| 3548 | Federal National Mortgage Association | 3140QNXQ0 | Feb 2023 | 191,702 | $178K | 0.00% | DBT |
| 3549 | STARBUCKS CORPORATION | 855244AX7 | Feb 2023 | 250,000 | $178K | 0.00% | DBT |
| 3550 | Freddie Mac | 3137FVQG0 | Feb 2023 | 1,143,504 | $178K | 0.00% | DBT |
| 3551 | Government National Mortgage Association | 38382NT31 | Feb 2023 | 1,034,058 | $177K | 0.00% | DBT |
| 3552 | Federal National Mortgage Association | 3140KKH80 | Feb 2023 | 212,758 | $176K | 0.00% | DBT |
| 3553 | Freddie Mac | 31396NRF5 | Feb 2023 | 171,395 | $176K | 0.00% | DBT |
| 3554 | Federal National Mortgage Association | 3140XB6G0 | Feb 2023 | 188,909 | $176K | 0.00% | DBT |
| 3555 | INVITATION HOMES OPERATING PARTNERSHIP LP | 46188BAA0 | Feb 2023 | 234,000 | $176K | 0.00% | DBT |
| 3556 | The Cigna Group | 125523CK4 | Feb 2023 | 250,000 | $175K | 0.00% | DBT |
| 3557 | Government National Mortgage Association | 38380R4W7 | Feb 2023 | 2,740,833 | $175K | 0.00% | DBT |
| 3558 | Federal National Mortgage Association | 3140KGVF7 | Feb 2023 | 197,637 | $175K | 0.00% | DBT |
| 3559 | MASS GENERAL BRIGHAM INCORPORATED | 70213HAE8 | Feb 2023 | 245,000 | $174K | 0.00% | DBT |
| 3560 | Government National Mortgage Association | 38380RWG1 | Feb 2023 | 2,887,935 | $174K | 0.00% | DBT |
| 3561 | Federal National Mortgage Association | 3138YK2P7 | Feb 2023 | 184,857 | $173K | 0.00% | DBT |
| 3562 | GENERAL MOTORS FINANCIAL COMPANY, INC. | 37045XBT2 | Feb 2023 | 180,000 | $172K | 0.00% | DBT |
| 3563 | Federal National Mortgage Association | 3140X9LZ6 | Feb 2023 | 199,323 | $172K | 0.00% | DBT |
| 3564 | WALMART INC. | 931142DP5 | Feb 2023 | 175,000 | $172K | 0.00% | DBT |
| 3565 | Government National Mortgage Association 2 | 3617F6FX1 | Feb 2023 | 191,326 | $171K | 0.00% | DBT |
| 3566 | BRISTOL-MYERS SQUIBB COMPANY | 110122CP1 | Feb 2023 | 186,000 | $171K | 0.00% | DBT |
| 3567 | Republica del Peru | 715638DT6 | Feb 2023 | 240,000 | $170K | 0.00% | DBT |
| 3568 | MCDONALD'S CORPORATION | 58013MFB5 | Feb 2023 | 180,000 | $170K | 0.00% | DBT |
| 3569 | Government National Mortgage Association | 3620A9P96 | Feb 2023 | 167,780 | $170K | 0.00% | DBT |
| 3570 | Federal National Mortgage Association | 31418AZ68 | Feb 2023 | 172,038 | $169K | 0.00% | DBT |
| 3571 | Altria Group, Inc. | 02209SBH5 | Feb 2023 | 180,000 | $169K | 0.00% | DBT |
| 3572 | RESIDENTIAL ACCREDIT LOANS INCORPORATED | 761118HU5 | Feb 2023 | 193,406 | $169K | 0.00% | ABS-MBS |
| 3573 | Federal National Mortgage Association | 3140XFRD5 | Feb 2023 | 183,487 | $168K | 0.00% | DBT |
| 3574 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175BT0 | Feb 2023 | 230,000 | $168K | 0.00% | DBT |
| 3575 | Government National Mortgage Association 2 | 3617YDD41 | Feb 2023 | 190,640 | $168K | 0.00% | DBT |
| 3576 | Government National Mortgage Association 2 | 36179WJS8 | Feb 2023 | 186,297 | $167K | 0.00% | DBT |
| 3577 | Government National Mortgage Association 2 | 36179SQZ3 | Feb 2023 | 164,399 | $167K | 0.00% | DBT |
| 3578 | J.P. MORGAN MORTGAGE TRUST | 466247DD2 | Feb 2023 | 181,828 | $167K | 0.00% | ABS-MBS |
| 3579 | Freddie Mac | 3133AYE30 | Feb 2023 | 188,805 | $166K | 0.00% | DBT |
| 3580 | Freddie Mac | 3137H0GP7 | Feb 2023 | 6,195,811 | $166K | 0.00% | DBT |
| 3581 | PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 74456QCE4 | Feb 2023 | 292,000 | $166K | 0.00% | DBT |
| 3582 | CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. | 209111FY4 | Feb 2023 | 210,000 | $166K | 0.00% | DBT |
| 3583 | Federal National Mortgage Association | 3136AV6R5 | Feb 2023 | 178,910 | $166K | 0.00% | DBT |
| 3584 | Freddie Mac | 3132DN5L3 | Feb 2023 | 193,026 | $165K | 0.00% | DBT |
| 3585 | Federal National Mortgage Association | 3140FQS73 | Feb 2023 | 176,953 | $165K | 0.00% | DBT |
| 3586 | Government National Mortgage Association 2 | 3622AACR3 | Feb 2023 | 179,175 | $165K | 0.00% | DBT |
| 3587 | Federal National Mortgage Association | 31403DWU9 | Feb 2023 | 160,117 | $164K | 0.00% | DBT |
| 3588 | Federal National Mortgage Association | 3140H25Z7 | Feb 2023 | 168,320 | $164K | 0.00% | DBT |
| 3589 | Federal National Mortgage Association | 3136AW7J0 | Feb 2023 | 174,331 | $164K | 0.00% | DBT |
| 3590 | MUNICIPAL ELEC AUTH GA | 626207YS7 | Feb 2023 | 158,000 | $164K | 0.00% | DBT |
| 3591 | TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA | 878091BC0 | Feb 2023 | 148,000 | $164K | 0.00% | DBT |
| 3592 | ANGEL OAK MORTGAGE TRUST | 03464WAA0 | Feb 2023 | 180,376 | $164K | 0.00% | ABS-MBS |
| 3593 | TIME WARNER CABLE, LLC | 88732JAU2 | Feb 2023 | 170,000 | $163K | 0.00% | DBT |
| 3594 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175AZ7 | Feb 2023 | 170,000 | $163K | 0.00% | DBT |
| 3595 | Freddie Mac | 3133KYUJ6 | Feb 2023 | 191,356 | $163K | 0.00% | DBT |
| 3596 | CVS HEALTH CORPORATION | 126650DQ0 | Feb 2023 | 210,000 | $163K | 0.00% | DBT |
| 3597 | Freddie Mac | 3133B5NJ7 | Feb 2023 | 176,491 | $163K | 0.00% | DBT |
| 3598 | ALPHABET INC. | 02079KAH0 | Feb 2023 | 180,000 | $163K | 0.00% | DBT |
| 3599 | BANQUE ROYALE DU CANADA | 78015K7C2 | Feb 2023 | 170,000 | $162K | 0.00% | DBT |
| 3600 | Freddie Mac | 3133B3ZF7 | Feb 2023 | 189,156 | $162K | 0.00% | DBT |
| 3601 | WALMART INC. | 931142ET6 | Feb 2023 | 200,000 | $161K | 0.00% | DBT |
| 3602 | Freddie Mac | 3133JLYK9 | Feb 2023 | 193,668 | $161K | 0.00% | DBT |
| 3603 | COMCAST CORPORATION | 20030NBS9 | Feb 2023 | 170,000 | $161K | 0.00% | DBT |
| 3604 | AT&T INC. | 00206RDJ8 | Feb 2023 | 195,000 | $160K | 0.00% | DBT |
| 3605 | PIONEER NATURAL RESOURCES COMPANY | 723787AT4 | Feb 2023 | 180,000 | $160K | 0.00% | DBT |
| 3606 | MICROSOFT CORPORATION | 594918CC6 | Feb 2023 | 240,000 | $160K | 0.00% | DBT |
| 3607 | CommonSpirit Health | 14916RAD6 | Feb 2023 | 190,000 | $160K | 0.00% | DBT |
| 3608 | COMM MORTGAGE TRUST | 12591KAH8 | Feb 2023 | 190,000 | $160K | 0.00% | ABS-MBS |
| 3609 | Freddie Mac | 3128MJZU7 | Feb 2023 | 161,764 | $160K | 0.00% | DBT |
| 3610 | ABBVIE INC. | 00287YBC2 | Feb 2023 | 160,000 | $158K | 0.00% | DBT |
| 3611 | Freddie Mac | 3133B3HD2 | Feb 2023 | 191,990 | $157K | 0.00% | DBT |
| 3612 | Government National Mortgage Association 2 | 36179SQV2 | Feb 2023 | 172,798 | $157K | 0.00% | DBT |
| 3613 | Federal National Mortgage Association | 3140XFVE8 | Feb 2023 | 190,069 | $157K | 0.00% | DBT |
| 3614 | Federal National Mortgage Association | 3138W9CG3 | Feb 2023 | 163,424 | $156K | 0.00% | DBT |
| 3615 | U.S. BANCORP | 91159HHK9 | Feb 2023 | 160,000 | $156K | 0.00% | DBT |
| 3616 | Federal National Mortgage Association | 3138EGGT5 | Feb 2023 | 157,147 | $156K | 0.00% | DBT |
| 3617 | UNITEDHEALTH GROUP INCORPORATED | 91324PDL3 | Feb 2023 | 180,000 | $156K | 0.00% | DBT |
| 3618 | RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS) | 45660LAP4 | Feb 2023 | 186,572 | $156K | 0.00% | ABS-MBS |
| 3619 | Freddie Mac | 31339S5V3 | Feb 2023 | 175,061 | $156K | 0.00% | DBT |
| 3620 | Federal National Mortgage Association | 31410LVU3 | Feb 2023 | 164,516 | $156K | 0.00% | DBT |
| 3621 | Federal National Mortgage Association | 3138L9U26 | Feb 2023 | 170,828 | $155K | 0.00% | DBT |
| 3622 | Freddie Mac | 3133B3TR8 | Feb 2023 | 189,345 | $155K | 0.00% | DBT |
| 3623 | Government National Mortgage Association 2 | 36202FGD2 | Feb 2023 | 154,917 | $155K | 0.00% | DBT |
| 3624 | Government National Mortgage Association 2 | 36179SGL5 | Feb 2023 | 165,659 | $155K | 0.00% | DBT |
| 3625 | Government National Mortgage Association 2 | 3617YQYG2 | Feb 2023 | 172,563 | $154K | 0.00% | DBT |
| 3626 | Freddie Mac | 3137H73R2 | Feb 2023 | 6,797,655 | $154K | 0.00% | DBT |
| 3627 | CVS HEALTH CORPORATION | 126650CN8 | Feb 2023 | 170,000 | $154K | 0.00% | DBT |
| 3628 | Freddie Mac | 31335BXV3 | Feb 2023 | 171,502 | $153K | 0.00% | DBT |
| 3629 | OCCIDENTAL PETROLEUM CORPORATION | 674599CJ2 | Feb 2023 | 200,000 | $153K | 0.00% | DBT |
| 3630 | AT&T INC. | 00206RLV2 | Feb 2023 | 226,000 | $153K | 0.00% | DBT |
| 3631 | Federal National Mortgage Association | 31410GYN7 | Feb 2023 | 151,796 | $153K | 0.00% | DBT |
| 3632 | DUKE ENERGY CORPORATION | 26441CBN4 | Feb 2023 | 218,000 | $152K | 0.00% | DBT |
| 3633 | OCCIDENTAL PETROLEUM CORPORATION | 674599DE2 | Feb 2023 | 140,000 | $152K | 0.00% | DBT |
| 3634 | ENTERPRISE PRODUCTS OPERATING LLC | 29379VAG8 | Feb 2023 | 145,000 | $151K | 0.00% | DBT |
| 3635 | Federal National Mortgage Association | 3140X9VH5 | Feb 2023 | 159,607 | $151K | 0.00% | DBT |
| 3636 | Federal National Mortgage Association | 3136B8UA5 | Feb 2023 | 175,060 | $151K | 0.00% | DBT |
| 3637 | THE WALT DISNEY COMPANY | 254687CP9 | Feb 2023 | 150,000 | $151K | 0.00% | DBT |
| 3638 | Freddie Mac | 31326FV70 | Feb 2023 | 148,847 | $151K | 0.00% | DBT |
| 3639 | Federal National Mortgage Association | 3140XDFQ4 | Feb 2023 | 183,285 | $150K | 0.00% | DBT |
| 3640 | Freddie Mac | 3137FQXL2 | Feb 2023 | 8,353,573 | $150K | 0.00% | DBT |
| 3641 | MASTR ALTERNATIVE LOAN TR | 576434PX6 | Feb 2023 | 156,612 | $150K | 0.00% | ABS-MBS |
| 3642 | UNITEDHEALTH GROUP INCORPORATED | 91324PCC4 | Feb 2023 | 150,000 | $150K | 0.00% | DBT |
| 3643 | TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA | 878091BF3 | Feb 2023 | 175,000 | $150K | 0.00% | DBT |
| 3644 | Federal National Mortgage Association | 3140LRU55 | Feb 2023 | 174,489 | $150K | 0.00% | DBT |
| 3645 | Freddie Mac | 3133B1TB7 | Feb 2023 | 174,815 | $150K | 0.00% | DBT |
| 3646 | AMAZON.COM, INC. | 023135BC9 | Feb 2023 | 160,000 | $149K | 0.00% | DBT |
| 3647 | Federal National Mortgage Association | 3140XBQ60 | Feb 2023 | 174,193 | $149K | 0.00% | DBT |
| 3648 | Federal National Mortgage Association | 3140QCK96 | Feb 2023 | 156,401 | $149K | 0.00% | DBT |
| 3649 | United States of America | 91282CGP0 | Feb 2023 | 150,000 | $149K | 0.00% | SN |
| 3650 | Federal National Mortgage Association | 3140XC6P8 | Feb 2023 | 171,529 | $149K | 0.00% | DBT |
| 3651 | Federal National Mortgage Association | 3138WGJG0 | Feb 2023 | 159,961 | $149K | 0.00% | DBT |
| 3652 | Government National Mortgage Association 2 | 3617FJYQ7 | Feb 2023 | 166,489 | $149K | 0.00% | DBT |
| 3653 | Freddie Mac | 3137FQXW8 | Feb 2023 | 2,000,000 | $148K | 0.00% | DBT |
| 3654 | Federal National Mortgage Association | 3140XB4K3 | Feb 2023 | 172,055 | $148K | 0.00% | DBT |
| 3655 | Freddie Mac | 3137FFZS9 | Feb 2023 | 1,321,379 | $148K | 0.00% | DBT |
| 3656 | The Bank of New York Mellon Corporation | 06406HCS6 | Feb 2023 | 150,000 | $148K | 0.00% | DBT |
| 3657 | Virginia Electric and Power Company | 927804FQ2 | Feb 2023 | 150,000 | $147K | 0.00% | DBT |
| 3658 | Federal National Mortgage Association | 3140XCUK2 | Feb 2023 | 166,795 | $147K | 0.00% | DBT |
| 3659 | Freddie Mac | 3133ALHV3 | Feb 2023 | 168,427 | $147K | 0.00% | DBT |
| 3660 | LAM RESEARCH CORPORATION | 512807AN8 | Feb 2023 | 150,000 | $146K | 0.00% | DBT |
| 3661 | Freddie Mac | 31297VKP2 | Feb 2023 | 142,898 | $146K | 0.00% | DBT |
| 3662 | Federal National Mortgage Association | 3138WJWA2 | Feb 2023 | 153,922 | $146K | 0.00% | DBT |
| 3663 | Federal National Mortgage Association | 3140KYDF8 | Feb 2023 | 168,434 | $145K | 0.00% | DBT |
| 3664 | ALPHABET INC. | 02079KAF4 | Feb 2023 | 240,000 | $145K | 0.00% | DBT |
| 3665 | Federal National Mortgage Association | 3140XBSR2 | Feb 2023 | 166,563 | $145K | 0.00% | DBT |
| 3666 | THE GOLDMAN SACHS GROUP, INC. | 38148LAC0 | Feb 2023 | 150,000 | $145K | 0.00% | DBT |
| 3667 | Government National Mortgage Association | 36225BUH9 | Feb 2023 | 138,380 | $145K | 0.00% | DBT |
| 3668 | Government National Mortgage Association 2 | 36179UH54 | Feb 2023 | 148,711 | $144K | 0.00% | DBT |
| 3669 | Federal National Mortgage Association | 3138EMHT1 | Feb 2023 | 146,299 | $144K | 0.00% | DBT |
| 3670 | DELTA FUNDING HOME EQUITY LOAN TRUST | 24763LFX3 | Feb 2023 | 149,885 | $144K | 0.00% | ABS-MBS |
| 3671 | Federal National Mortgage Association | 3140M5AJ4 | Feb 2023 | 162,853 | $144K | 0.00% | DBT |
| 3672 | BANK | 06541RBB8 | Feb 2023 | 165,000 | $144K | 0.00% | ABS-MBS |
| 3673 | Freddie Mac | 3128MMXV0 | Feb 2023 | 152,806 | $143K | 0.00% | DBT |
| 3674 | Government National Mortgage Association | 38382HM98 | Feb 2023 | 1,041,521 | $143K | 0.00% | DBT |
| 3675 | JPMORGAN CHASE & CO. | 46647PBN5 | Feb 2023 | 210,000 | $143K | 0.00% | DBT |
| 3676 | DEERE & COMPANY | 244199BJ3 | Feb 2023 | 160,000 | $143K | 0.00% | DBT |
| 3677 | Federal National Mortgage Association | 3140XA5B4 | Feb 2023 | 148,726 | $143K | 0.00% | DBT |
| 3678 | Government National Mortgage Association | 38380R4L1 | Feb 2023 | 2,288,691 | $142K | 0.00% | DBT |
| 3679 | TELEFONICA EMISIONES, S.A.U. | 87938WAT0 | Feb 2023 | 150,000 | $142K | 0.00% | DBT |
| 3680 | Federal National Mortgage Association | 3140XBPQ7 | Feb 2023 | 164,840 | $142K | 0.00% | DBT |
| 3681 | Shell International Finance B.V. | 822582BQ4 | Feb 2023 | 170,000 | $141K | 0.00% | DBT |
| 3682 | T-MOBILE USA, INC. | 87264ABN4 | Feb 2023 | 210,000 | $141K | 0.00% | DBT |
| 3683 | Healthcare Realty Holdings, L.P. | 42225UAM6 | Feb 2023 | 190,000 | $141K | 0.00% | DBT |
| 3684 | Federal National Mortgage Association | 3140L0FH5 | Feb 2023 | 171,487 | $140K | 0.00% | DBT |
| 3685 | Federal National Mortgage Association | 3140XABM3 | Feb 2023 | 170,257 | $140K | 0.00% | DBT |
| 3686 | Federal National Mortgage Association | 3140XBW71 | Feb 2023 | 162,577 | $140K | 0.00% | DBT |
| 3687 | Federal National Mortgage Association | 3140XADY5 | Feb 2023 | 167,240 | $139K | 0.00% | DBT |
| 3688 | THE PROCTER & GAMBLE COMPANY | 742718EB1 | Feb 2023 | 140,000 | $139K | 0.00% | DBT |
| 3689 | AMAZON.COM, INC. | 023135BM7 | Feb 2023 | 160,000 | $138K | 0.00% | DBT |
| 3690 | PACIFIC GAS AND ELECTRIC COMPANY | 694308JJ7 | Feb 2023 | 220,000 | $138K | 0.00% | DBT |
| 3691 | COMCAST CORPORATION | 20030NBZ3 | Feb 2023 | 170,000 | $138K | 0.00% | DBT |
| 3692 | WFRBS COMMERCIAL MORTGAGE TRUST | 92938CAD9 | Feb 2023 | 138,829 | $138K | 0.00% | ABS-MBS |
| 3693 | Federal National Mortgage Association | 3138W5GH5 | Feb 2023 | 151,778 | $137K | 0.00% | DBT |
| 3694 | Federal National Mortgage Association | 3140L5GZ3 | Feb 2023 | 165,203 | $137K | 0.00% | DBT |
| 3695 | Federal National Mortgage Association | 3140QG5Y9 | Feb 2023 | 160,292 | $136K | 0.00% | DBT |
| 3696 | ABBVIE INC. | 00287YAY5 | Feb 2023 | 145,000 | $136K | 0.00% | DBT |
| 3697 | Petroleos Mexicanos | 71654QDF6 | Feb 2023 | 210,000 | $135K | 0.00% | DBT |
| 3698 | Freddie Mac | 3133D3X67 | Feb 2023 | 153,747 | $135K | 0.00% | DBT |
| 3699 | BURLINGTON NORTHERN SANTA FE, LLC | 12189LAY7 | Feb 2023 | 140,000 | $135K | 0.00% | DBT |
| 3700 | Freddie Mac | 3132H5EK0 | Feb 2023 | 139,036 | $134K | 0.00% | DBT |
| 3701 | Federal National Mortgage Association | 3140L4CZ0 | Feb 2023 | 162,971 | $134K | 0.00% | DBT |
| 3702 | THE COCA-COLA COMPANY | 191216CX6 | Feb 2023 | 200,000 | $134K | 0.00% | DBT |
| 3703 | Freddie Mac | 3133AGRE1 | Feb 2023 | 161,115 | $134K | 0.00% | DBT |
| 3704 | Federal National Mortgage Association | 3140L6TA2 | Feb 2023 | 160,664 | $133K | 0.00% | DBT |
| 3705 | Federal National Mortgage Association | 31412LTX8 | Feb 2023 | 130,108 | $133K | 0.00% | DBT |
| 3706 | Freddie Mac | 3137FMU26 | Feb 2023 | 2,981,766 | $133K | 0.00% | DBT |
| 3707 | United States of America | 912810TH1 | Feb 2023 | 150,000 | $133K | 0.00% | DBT |
| 3708 | CHASE AUTO CREDIT LINKED NOTES | 46591HAN0 | Feb 2023 | 133,948 | $132K | 0.00% | ABS-MBS |
| 3709 | United States of America | 91282CFL0 | Feb 2023 | 134,000 | $132K | 0.00% | SN |
| 3710 | Rogers Communications Inc. | 775109AY7 | Feb 2023 | 133,000 | $132K | 0.00% | DBT |
| 3711 | Federal National Mortgage Association | 3140GNG80 | Feb 2023 | 135,251 | $132K | 0.00% | DBT |
| 3712 | Government National Mortgage Association | 38382EDP9 | Feb 2023 | 807,038 | $132K | 0.00% | DBT |
| 3713 | Federal National Mortgage Association | 3138EKJ55 | Feb 2023 | 128,933 | $132K | 0.00% | DBT |
| 3714 | Government National Mortgage Association | 38380PWC4 | Feb 2023 | 2,235,238 | $132K | 0.00% | DBT |
| 3715 | Federal National Mortgage Association | 31418DV74 | Feb 2023 | 160,285 | $131K | 0.00% | DBT |
| 3716 | SPECTRA ENERGY PARTNERS, LP | 84756NAH2 | Feb 2023 | 140,000 | $131K | 0.00% | DBT |
| 3717 | Federal National Mortgage Association | 31418DUA8 | Feb 2023 | 152,671 | $130K | 0.00% | DBT |
| 3718 | GENERAL MOTORS COMPANY | 37045VAP5 | Feb 2023 | 150,000 | $130K | 0.00% | DBT |
| 3719 | LAS VEGAS SANDS CORP. | 517834AH0 | Feb 2023 | 140,000 | $130K | 0.00% | DBT |
| 3720 | Government National Mortgage Association 2 | 36179UPC0 | Feb 2023 | 129,593 | $130K | 0.00% | DBT |
| 3721 | WarnerMedia Holdings, Inc. | 55903VAN3 | Feb 2023 | 160,000 | $130K | 0.00% | DBT |
| 3722 | CITIGROUP INC. | 172967KR1 | Feb 2023 | 150,000 | $129K | 0.00% | DBT |
| 3723 | Government National Mortgage Association 2 | 3622A2R38 | Feb 2023 | 137,475 | $129K | 0.00% | DBT |
| 3724 | Federal National Mortgage Association | 3140H26A1 | Feb 2023 | 132,261 | $128K | 0.00% | DBT |
| 3725 | Federal National Mortgage Association | 3140J5H44 | Feb 2023 | 141,900 | $128K | 0.00% | DBT |
| 3726 | Government National Mortgage Association 2 | 36179VZV5 | Feb 2023 | 129,964 | $128K | 0.00% | DBT |
| 3727 | Federal National Mortgage Association | 31418UEL4 | Feb 2023 | 126,880 | $128K | 0.00% | DBT |
| 3728 | Government National Mortgage Association 2 | 36179QGC9 | Feb 2023 | 135,706 | $127K | 0.00% | DBT |
| 3729 | Freddie Mac | 3133AGRD3 | Feb 2023 | 153,437 | $127K | 0.00% | DBT |
| 3730 | Government National Mortgage Association 2 | 36179SST5 | Feb 2023 | 125,184 | $127K | 0.00% | DBT |
| 3731 | Government National Mortgage Association 2 | 36202FDW3 | Feb 2023 | 127,255 | $127K | 0.00% | DBT |
| 3732 | CVS HEALTH CORPORATION | 126650BY5 | Feb 2023 | 130,642 | $127K | 0.00% | DBT |
| 3733 | Freddie Mac | 31297NTT3 | Feb 2023 | 123,585 | $126K | 0.00% | DBT |
| 3734 | Government National Mortgage Association 2 | 36179TC29 | Feb 2023 | 125,441 | $126K | 0.00% | DBT |
| 3735 | The Cigna Group | 125523AK6 | Feb 2023 | 140,000 | $126K | 0.00% | DBT |
| 3736 | BANK OF AMERICA CORPORATION | 06051GFL8 | Feb 2023 | 130,000 | $125K | 0.00% | DBT |
| 3737 | Federal National Mortgage Association | 31418MUJ9 | Feb 2023 | 119,708 | $125K | 0.00% | DBT |
| 3738 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 92925DAD2 | Feb 2023 | 133,482 | $125K | 0.00% | ABS-MBS |
| 3739 | UNITEDHEALTH GROUP INCORPORATED | 91324PDQ2 | Feb 2023 | 140,000 | $124K | 0.00% | DBT |
| 3740 | CIM TRUST | 12553XAD5 | Feb 2023 | 133,996 | $124K | 0.00% | ABS-MBS |
| 3741 | UNITEDHEALTH GROUP INCORPORATED | 91324PED0 | Feb 2023 | 150,000 | $124K | 0.00% | DBT |
| 3742 | Government National Mortgage Association 2 | 36179VDS6 | Feb 2023 | 122,976 | $123K | 0.00% | DBT |
| 3743 | PIEDMONT OPERATING PARTNERSHIP, LP | 720198AD2 | Feb 2023 | 125,000 | $123K | 0.00% | DBT |
| 3744 | Government National Mortgage Association | 38379UN36 | Feb 2023 | 3,605,081 | $123K | 0.00% | DBT |
| 3745 | Federal National Mortgage Association | 3140X7WN5 | Feb 2023 | 150,379 | $123K | 0.00% | DBT |
| 3746 | Government National Mortgage Association | 3622A23F7 | Feb 2023 | 124,178 | $123K | 0.00% | DBT |
| 3747 | Government National Mortgage Association 2 | 36179UVX7 | Feb 2023 | 134,864 | $123K | 0.00% | DBT |
| 3748 | Federal National Mortgage Association | 3138X0YX0 | Feb 2023 | 131,031 | $123K | 0.00% | DBT |
| 3749 | T-MOBILE USA, INC. | 87264ABD6 | Feb 2023 | 130,000 | $122K | 0.00% | DBT |
| 3750 | Federal National Mortgage Association | 31418ABH0 | Feb 2023 | 124,120 | $122K | 0.00% | DBT |
| 3751 | Federal National Mortgage Association | 3136BBMQ2 | Feb 2023 | 793,044 | $122K | 0.00% | DBT |
| 3752 | Federal National Mortgage Association | 31418AAP3 | Feb 2023 | 123,529 | $122K | 0.00% | DBT |
| 3753 | THE PROCTER & GAMBLE COMPANY | 742718FG9 | Feb 2023 | 130,000 | $121K | 0.00% | DBT |
| 3754 | JETBLUE AIRWAYS CORPORATION | 477143AH4 | Feb 2023 | 142,870 | $121K | 0.00% | DBT |
| 3755 | WFRBS COMMERCIAL MORTGAGE TRUST | 92939FBA6 | Feb 2023 | 10,167,616 | $120K | 0.00% | DBT |
| 3756 | Federal National Mortgage Association | 31418CMJ0 | Feb 2023 | 127,287 | $120K | 0.00% | DBT |
| 3757 | Government National Mortgage Association 2 | 36297E2U8 | Feb 2023 | 122,213 | $120K | 0.00% | DBT |
| 3758 | Federal National Mortgage Association | 3136B53X1 | Feb 2023 | 138,851 | $120K | 0.00% | DBT |
| 3759 | ABBVIE INC. | 00287YBD0 | Feb 2023 | 130,000 | $119K | 0.00% | DBT |
| 3760 | Government National Mortgage Association 2 | 3617YNXE5 | Feb 2023 | 133,490 | $119K | 0.00% | DBT |
| 3761 | Federal National Mortgage Association | 3138YR4S4 | Feb 2023 | 123,969 | $119K | 0.00% | DBT |
| 3762 | REPUBLIC SERVICES, INC. | 760759AM2 | Feb 2023 | 119,000 | $119K | 0.00% | DBT |
| 3763 | Federal National Mortgage Association | 3136AT5G5 | Feb 2023 | 132,659 | $119K | 0.00% | DBT |
| 3764 | Federal National Mortgage Association | 3140Q9NR0 | Feb 2023 | 120,068 | $118K | 0.00% | DBT |
| 3765 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST | 553514AC4 | Feb 2023 | 145,885 | $118K | 0.00% | ABS-MBS |
| 3766 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 92938GAD0 | Feb 2023 | 120,000 | $118K | 0.00% | ABS-MBS |
| 3767 | HUMANA INC. | 444859BM3 | Feb 2023 | 120,000 | $118K | 0.00% | DBT |
| 3768 | Freddie Mac | 31335ANN4 | Feb 2023 | 122,549 | $118K | 0.00% | DBT |
| 3769 | Freddie Mac | 31300MD91 | Feb 2023 | 116,395 | $118K | 0.00% | DBT |
| 3770 | United States of America | 91282CFJ5 | Feb 2023 | 124,000 | $117K | 0.00% | SN |
| 3771 | Freddie Mac | 3137FLUD4 | Feb 2023 | 133,430 | $117K | 0.00% | DBT |
| 3772 | BOSTON GAS COMPANY | 100743AJ2 | Feb 2023 | 140,000 | $117K | 0.00% | DBT |
| 3773 | AT&T INC. | 00206RCQ3 | Feb 2023 | 135,000 | $116K | 0.00% | DBT |
| 3774 | MPLX LP | 55336VAS9 | Feb 2023 | 120,000 | $115K | 0.00% | DBT |
| 3775 | Federal National Mortgage Association | 3140KLVW9 | Feb 2023 | 138,957 | $115K | 0.00% | DBT |
| 3776 | Freddie Mac | 31394NUA4 | Feb 2023 | 115,272 | $115K | 0.00% | DBT |
| 3777 | Freddie Mac | 3137FXC89 | Feb 2023 | 860,465 | $115K | 0.00% | DBT |
| 3778 | MEDTRONIC INC | 585055BU9 | Feb 2023 | 123,000 | $115K | 0.00% | DBT |
| 3779 | BECTON, DICKINSON AND COMPANY | 075887BF5 | Feb 2023 | 118,000 | $115K | 0.00% | DBT |
| 3780 | Federal National Mortgage Association | 3140X5QJ5 | Feb 2023 | 116,254 | $114K | 0.00% | DBT |
| 3781 | Government National Mortgage Association 2 | 36179VKQ2 | Feb 2023 | 113,026 | $113K | 0.00% | DBT |
| 3782 | Federal National Mortgage Association | 3138WFCF1 | Feb 2023 | 117,681 | $113K | 0.00% | DBT |
| 3783 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 92922FEV6 | Feb 2023 | 117,201 | $113K | 0.00% | ABS-MBS |
| 3784 | Freddie Mac | 31296LJR3 | Feb 2023 | 112,695 | $113K | 0.00% | DBT |
| 3785 | Government National Mortgage Association 2 | 3617JYLP6 | Feb 2023 | 121,881 | $112K | 0.00% | DBT |
| 3786 | ORANGE LAKE TIMESHARE TRUST | 68504WAA5 | Feb 2023 | 114,964 | $112K | 0.00% | ABS-MBS |
| 3787 | Federal National Mortgage Association | 3140JQ6Z1 | Feb 2023 | 116,452 | $111K | 0.00% | DBT |
| 3788 | COMCAST CORPORATION | 20030NCN9 | Feb 2023 | 120,000 | $111K | 0.00% | DBT |
| 3789 | KKR GROUP FINANCE CO. II LLC | 48249DAA9 | Feb 2023 | 120,000 | $111K | 0.00% | DBT |
| 3790 | GLS AUTO RECEIVABLES TRUST | 36263LAA7 | Feb 2023 | 111,334 | $111K | 0.00% | ABS-MBS |
| 3791 | THE BOEING COMPANY | 097023AM7 | Feb 2023 | 107,000 | $111K | 0.00% | DBT |
| 3792 | ORACLE CORPORATION | 68389XBV6 | Feb 2023 | 130,000 | $111K | 0.00% | DBT |
| 3793 | Freddie Mac | 3137FLNB6 | Feb 2023 | 3,876,645 | $110K | 0.00% | DBT |
| 3794 | Freddie Mac | 3132WMHL1 | Feb 2023 | 112,918 | $110K | 0.00% | DBT |
| 3795 | Government National Mortgage Association 2 | 36179UGE6 | Feb 2023 | 109,739 | $110K | 0.00% | DBT |
| 3796 | FORD MOTOR COMPANY | 345370CQ1 | Feb 2023 | 151,000 | $110K | 0.00% | DBT |
| 3797 | MORGAN STANLEY | 61747YDU6 | Feb 2023 | 110,000 | $110K | 0.00% | DBT |
| 3798 | UNITEDHEALTH GROUP INCORPORATED | 91324PDU3 | Feb 2023 | 140,000 | $110K | 0.00% | DBT |
| 3799 | Federal National Mortgage Association | 3138LH6Y5 | Feb 2023 | 116,748 | $109K | 0.00% | DBT |
| 3800 | Government National Mortgage Association 2 | 3617YLEN0 | Feb 2023 | 121,634 | $109K | 0.00% | DBT |
| 3801 | Freddie Mac | 3133A6MU2 | Feb 2023 | 111,294 | $108K | 0.00% | DBT |
| 3802 | Federal National Mortgage Association | 3138LHPM0 | Feb 2023 | 114,616 | $108K | 0.00% | DBT |
| 3803 | WELLS FARGO & COMPANY | 94974BGU8 | Feb 2023 | 125,000 | $107K | 0.00% | DBT |
| 3804 | Federal National Mortgage Association | 3138MKQ82 | Feb 2023 | 110,097 | $107K | 0.00% | DBT |
| 3805 | Freddie Mac | 3132A9T64 | Feb 2023 | 111,491 | $105K | 0.00% | DBT |
| 3806 | Government National Mortgage Association | 38381EQD3 | Feb 2023 | 204,156 | $105K | 0.00% | DBT |
| 3807 | VICI PROPERTIES L.P. | 92564RAD7 | Feb 2023 | 115,000 | $104K | 0.00% | DBT |
| 3808 | Freddie Mac | 3133BWGF4 | Feb 2023 | 100,000 | $103K | 0.00% | DBT |
| 3809 | Federal National Mortgage Association | 3140NBEP2 | Feb 2023 | 100,000 | $103K | 0.00% | DBT |
| 3810 | Federal National Mortgage Association | 3136AX4N2 | Feb 2023 | 1,140,350 | $103K | 0.00% | DBT |
| 3811 | BOSTON PROPERTIES LIMITED PARTNERSHIP | 10112RBC7 | Feb 2023 | 125,000 | $103K | 0.00% | DBT |
| 3812 | Federal National Mortgage Association | 3136B3SX9 | Feb 2023 | 106,618 | $103K | 0.00% | DBT |
| 3813 | Federal National Mortgage Association | 3138L3RP2 | Feb 2023 | 108,044 | $102K | 0.00% | DBT |
| 3814 | CONSTELLATION BRANDS, INC. | 21036PBH0 | Feb 2023 | 130,000 | $102K | 0.00% | DBT |
| 3815 | Government National Mortgage Association | 38381HL25 | Feb 2023 | 1,497,257 | $102K | 0.00% | DBT |
| 3816 | Freddie Mac | 3133BSPH9 | Feb 2023 | 99,771 | $102K | 0.00% | DBT |
| 3817 | Federal National Mortgage Association | 3140L13J2 | Feb 2023 | 123,994 | $102K | 0.00% | DBT |
| 3818 | MASTR REPERFORMING LOAN TRUST | 57643QAE5 | Feb 2023 | 192,376 | $101K | 0.00% | ABS-MBS |
| 3819 | Government National Mortgage Association 2 | 3617YNY95 | Feb 2023 | 113,515 | $101K | 0.00% | DBT |
| 3820 | Government National Mortgage Association | 38381HK26 | Feb 2023 | 1,498,213 | $101K | 0.00% | DBT |
| 3821 | Federal National Mortgage Association | 3136ASQR0 | Feb 2023 | 102,752 | $100K | 0.00% | DBT |
| 3822 | TIME WARNER CABLE, LLC | 88732JAN8 | Feb 2023 | 100,000 | $100K | 0.00% | DBT |
| 3823 | Federal National Mortgage Association | 31389VRE9 | Feb 2023 | 98,713 | $100K | 0.00% | DBT |
| 3824 | VERIZON COMMUNICATIONS INC. | 92343VCQ5 | Feb 2023 | 110,000 | $100K | 0.00% | DBT |
| 3825 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175BA1 | Feb 2023 | 110,000 | $100K | 0.00% | DBT |
| 3826 | Government National Mortgage Association 2 | 3617YXFM5 | Feb 2023 | 111,337 | $99K | 0.00% | DBT |
| 3827 | Freddie Mac | 3132WH5N1 | Feb 2023 | 110,477 | $99K | 0.00% | DBT |
| 3828 | Government National Mortgage Association 2 | 3617YEN63 | Feb 2023 | 110,861 | $99K | 0.00% | DBT |
| 3829 | Schlumberger Investment S.A. | 806854AH8 | Feb 2023 | 100,000 | $99K | 0.00% | DBT |
| 3830 | Federal National Mortgage Association | 3140JMH62 | Feb 2023 | 103,874 | $99K | 0.00% | DBT |
| 3831 | Federal National Mortgage Association | 3140LGXN7 | Feb 2023 | 100,000 | $98K | 0.00% | DBT |
| 3832 | Federal National Mortgage Association | 3140LGY48 | Feb 2023 | 100,000 | $98K | 0.00% | DBT |
| 3833 | Federal National Mortgage Association | 3140X9MC6 | Feb 2023 | 102,412 | $98K | 0.00% | DBT |
| 3834 | Federal National Mortgage Association | 3138WBYL3 | Feb 2023 | 99,335 | $98K | 0.00% | DBT |
| 3835 | Federal National Mortgage Association | 3140JAJ25 | Feb 2023 | 97,983 | $97K | 0.00% | DBT |
| 3836 | VERIZON COMMUNICATIONS INC. | 92343VDV3 | Feb 2023 | 100,000 | $97K | 0.00% | DBT |
| 3837 | DEVON ENERGY CORPORATION | 25179MBD4 | Feb 2023 | 98,000 | $97K | 0.00% | DBT |
| 3838 | Federal National Mortgage Association | 31416BMV7 | Feb 2023 | 94,102 | $97K | 0.00% | DBT |
| 3839 | COMCAST CORPORATION | 20030NCE9 | Feb 2023 | 120,000 | $97K | 0.00% | DBT |
| 3840 | Federal National Mortgage Association | 3140LGX98 | Feb 2023 | 99,247 | $97K | 0.00% | DBT |
| 3841 | Government National Mortgage Association | 38380QDH2 | Feb 2023 | 99,028 | $97K | 0.00% | DBT |
| 3842 | Government National Mortgage Association 2 | 3617K1Y72 | Feb 2023 | 100,397 | $96K | 0.00% | DBT |
| 3843 | MASTR ALTERNATIVE LOAN TR | 57645DAC6 | Feb 2023 | 164,124 | $96K | 0.00% | ABS-MBS |
| 3844 | LLOYDS BANK PLC | 53944VAH2 | Feb 2023 | 100,000 | $96K | 0.00% | DBT |
| 3845 | Federal National Mortgage Association | 3140LGT69 | Feb 2023 | 100,000 | $96K | 0.00% | DBT |
| 3846 | Federal National Mortgage Association | 3140LGN24 | Feb 2023 | 100,000 | $96K | 0.00% | DBT |
| 3847 | STARWOOD MORTGAGE RESIDENTIAL TRUST | 85573AAA3 | Feb 2023 | 100,387 | $95K | 0.00% | ABS-MBS |
| 3848 | Federal National Mortgage Association | 3138EK3S2 | Feb 2023 | 98,049 | $95K | 0.00% | DBT |
| 3849 | Federal National Mortgage Association | 3140LGZM7 | Feb 2023 | 99,217 | $95K | 0.00% | DBT |
| 3850 | Federal National Mortgage Association | 3140LGVR0 | Feb 2023 | 99,161 | $95K | 0.00% | DBT |
| 3851 | Federal National Mortgage Association | 3140LGTM4 | Feb 2023 | 100,000 | $95K | 0.00% | DBT |
| 3852 | APPLE INC. | 037833AK6 | Feb 2023 | 95,000 | $95K | 0.00% | DBT |
| 3853 | Federal National Mortgage Association | 3138ELMB6 | Feb 2023 | 91,257 | $94K | 0.00% | DBT |
| 3854 | Freddie Mac | 3128M7VE3 | Feb 2023 | 90,397 | $94K | 0.00% | DBT |
| 3855 | Government National Mortgage Association | 38376JEF7 | Feb 2023 | 1,601,240 | $94K | 0.00% | DBT |
| 3856 | CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES | 161546HA7 | Feb 2023 | 95,346 | $94K | 0.00% | ABS-MBS |
| 3857 | Federal National Mortgage Association | 3138MKRA6 | Feb 2023 | 96,897 | $94K | 0.00% | DBT |
| 3858 | Federal National Mortgage Association | 3140LGTW2 | Feb 2023 | 99,071 | $94K | 0.00% | DBT |
| 3859 | Federal National Mortgage Association | 3140LFY73 | Feb 2023 | 100,000 | $93K | 0.00% | DBT |
| 3860 | Federal National Mortgage Association | 3138WVRU7 | Feb 2023 | 96,075 | $93K | 0.00% | DBT |
| 3861 | Federal National Mortgage Association | 3140MQAA7 | Feb 2023 | 98,360 | $93K | 0.00% | DBT |
| 3862 | CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES | 161546HC3 | Feb 2023 | 94,322 | $93K | 0.00% | ABS-MBS |
| 3863 | OCCIDENTAL PETROLEUM CORPORATION | 674599CH6 | Feb 2023 | 100,000 | $93K | 0.00% | DBT |
| 3864 | Federal National Mortgage Association | 3138W95X4 | Feb 2023 | 93,954 | $92K | 0.00% | DBT |
| 3865 | CVS HEALTH CORPORATION | 126650CF5 | Feb 2023 | 95,000 | $92K | 0.00% | DBT |
| 3866 | Federal National Mortgage Association | 31418AWH7 | Feb 2023 | 96,286 | $92K | 0.00% | DBT |
| 3867 | EATON CORPORATION | 278062AD6 | Feb 2023 | 99,000 | $91K | 0.00% | DBT |
| 3868 | APACHE CORPORATION | 037411AW5 | Feb 2023 | 110,000 | $91K | 0.00% | DBT |
| 3869 | ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 035240AN0 | Feb 2023 | 102,000 | $90K | 0.00% | DBT |
| 3870 | AMGEN INC. | 031162CF5 | Feb 2023 | 104,000 | $90K | 0.00% | DBT |
| 3871 | Federal National Mortgage Association | 3140X82N6 | Feb 2023 | 97,122 | $89K | 0.00% | DBT |
| 3872 | Federal National Mortgage Association | 3140MGQV6 | Feb 2023 | 96,915 | $89K | 0.00% | DBT |
| 3873 | KEURIG DR PEPPER INC. | 49271VAH3 | Feb 2023 | 91,000 | $89K | 0.00% | DBT |
| 3874 | Government National Mortgage Association | 38381ETV0 | Feb 2023 | 1,568,314 | $89K | 0.00% | DBT |
| 3875 | EXXON MOBIL CORPORATION | 30231GBG6 | Feb 2023 | 100,000 | $89K | 0.00% | DBT |
| 3876 | Government National Mortgage Association 2 | 3617FMNZ2 | Feb 2023 | 99,495 | $89K | 0.00% | DBT |
| 3877 | Government National Mortgage Association 2 | 3617QY2Q7 | Feb 2023 | 96,561 | $89K | 0.00% | DBT |
| 3878 | Freddie Mac | 3133KYV30 | Feb 2023 | 109,491 | $89K | 0.00% | DBT |
| 3879 | Federal National Mortgage Association | 3138EHEZ1 | Feb 2023 | 89,267 | $88K | 0.00% | DBT |
| 3880 | COMCAST CORPORATION | 20030NCK5 | Feb 2023 | 110,000 | $88K | 0.00% | DBT |
| 3881 | BP CAPITAL MARKETS AMERICA INC. | 10373QAB6 | Feb 2023 | 90,000 | $88K | 0.00% | DBT |
| 3882 | INTEL CORPORATION | 458140BG4 | Feb 2023 | 119,000 | $88K | 0.00% | DBT |
| 3883 | Government National Mortgage Association 2 | 3622AAHA5 | Feb 2023 | 95,707 | $88K | 0.00% | DBT |
| 3884 | Government National Mortgage Association 2 | 36179UCB6 | Feb 2023 | 91,448 | $87K | 0.00% | DBT |
| 3885 | THE GOLDMAN SACHS GROUP, INC. | 38141GYC2 | Feb 2023 | 120,000 | $87K | 0.00% | DBT |
| 3886 | WALMART INC. | 931142EQ2 | Feb 2023 | 100,000 | $87K | 0.00% | DBT |
| 3887 | Federal National Mortgage Association | 31419AZY6 | Feb 2023 | 82,894 | $87K | 0.00% | DBT |
| 3888 | Freddie Mac | 3128MJ5E6 | Feb 2023 | 86,185 | $86K | 0.00% | DBT |
| 3889 | Freddie Mac | 3133BAUR0 | Feb 2023 | 93,556 | $86K | 0.00% | DBT |
| 3890 | OBX TRUST | 67448WBB3 | Feb 2023 | 84,818 | $85K | 0.00% | ABS-MBS |
| 3891 | Government National Mortgage Association 2 | 3617X5VE7 | Feb 2023 | 95,998 | $85K | 0.00% | DBT |
| 3892 | Federal National Mortgage Association | 3138LHFT6 | Feb 2023 | 89,780 | $84K | 0.00% | DBT |
| 3893 | Federal National Mortgage Association | 31413B2H3 | Feb 2023 | 81,191 | $83K | 0.00% | DBT |
| 3894 | Federal National Mortgage Association | 31418BKY1 | Feb 2023 | 87,006 | $83K | 0.00% | DBT |
| 3895 | THE HOME DEPOT, INC. | 437076BS0 | Feb 2023 | 100,000 | $83K | 0.00% | DBT |
| 3896 | SEQUOIA MORTGAGE TRUST | 81744FGA9 | Feb 2023 | 89,749 | $82K | 0.00% | ABS-MBS |
| 3897 | Federal National Mortgage Association | 3140KTHM0 | Feb 2023 | 96,839 | $82K | 0.00% | DBT |
| 3898 | Federal National Mortgage Association | 31411APV1 | Feb 2023 | 80,327 | $82K | 0.00% | DBT |
| 3899 | Government National Mortgage Association 2 | 3617MB4M8 | Feb 2023 | 84,271 | $82K | 0.00% | DBT |
| 3900 | Freddie Mac | 3137F9CW9 | Feb 2023 | 551,095 | $81K | 0.00% | DBT |
| 3901 | Federal National Mortgage Association | 3140M7SP7 | Feb 2023 | 90,306 | $80K | 0.00% | DBT |
| 3902 | Freddie Mac | 3133AYQM5 | Feb 2023 | 91,022 | $80K | 0.00% | DBT |
| 3903 | Government National Mortgage Association 2 | 36179SUY1 | Feb 2023 | 78,964 | $80K | 0.00% | DBT |
| 3904 | THORNBURG MORTGAGE SECURITIES TRUST | 885220DW0 | Feb 2023 | 86,043 | $80K | 0.00% | ABS-MBS |
| 3905 | BRAZOS STUDENT LOAN FINANCE CORPORATION | 10620NCG1 | Feb 2023 | 79,675 | $80K | 0.00% | ABS-MBS |
| 3906 | Federal National Mortgage Association | 3140XJCE1 | Feb 2023 | 97,051 | $79K | 0.00% | DBT |
| 3907 | Shell International Finance B.V. | 822582BY7 | Feb 2023 | 100,000 | $79K | 0.00% | DBT |
| 3908 | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST | 78413MAE8 | Feb 2023 | 115,000 | $79K | 0.00% | ABS-MBS |
| 3909 | Federal National Mortgage Association | 3140X3CH9 | Feb 2023 | 84,337 | $79K | 0.00% | DBT |
| 3910 | N/A | 1FV1W1075C | Feb 2023 | 840 | $79K | 0.00% | DIR |
| 3911 | Federal National Mortgage Association | 3136ANYS0 | Feb 2023 | 58,774,467 | $79K | 0.00% | DBT |
| 3912 | Federal National Mortgage Association | 3140XFMF5 | Feb 2023 | 87,508 | $78K | 0.00% | DBT |
| 3913 | Freddie Mac | 3133B24E6 | Feb 2023 | 95,476 | $78K | 0.00% | DBT |
| 3914 | Federal National Mortgage Association | 3140MB7B2 | Feb 2023 | 87,354 | $78K | 0.00% | DBT |
| 3915 | THE HOME DEPOT, INC. | 437076BW1 | Feb 2023 | 80,000 | $77K | 0.00% | DBT |
| 3916 | Federal National Mortgage Association | 3140FXKP6 | Feb 2023 | 78,490 | $76K | 0.00% | DBT |
| 3917 | Federal National Mortgage Association | 3140MBEB4 | Feb 2023 | 93,347 | $76K | 0.00% | DBT |
| 3918 | Freddie Mac | 3137FW3E8 | Feb 2023 | 500,800 | $76K | 0.00% | DBT |
| 3919 | Federal National Mortgage Association | 3138WBTG0 | Feb 2023 | 77,074 | $76K | 0.00% | DBT |
| 3920 | Pepsico, Inc. | 713448EQ7 | Feb 2023 | 80,000 | $76K | 0.00% | DBT |
| 3921 | Freddie Mac | 3133B5FE7 | Feb 2023 | 91,957 | $76K | 0.00% | DBT |
| 3922 | Freddie Mac | 3133B3G50 | Feb 2023 | 92,407 | $76K | 0.00% | DBT |
| 3923 | Government National Mortgage Association | 36201LGQ1 | Feb 2023 | 72,854 | $75K | 0.00% | DBT |
| 3924 | Federal National Mortgage Association | 3140L0RZ2 | Feb 2023 | 83,958 | $75K | 0.00% | DBT |
| 3925 | Freddie Mac | 3131YC7K6 | Feb 2023 | 78,264 | $75K | 0.00% | DBT |
| 3926 | Government National Mortgage Association 2 | 36202FKP0 | Feb 2023 | 73,334 | $74K | 0.00% | DBT |
| 3927 | Federal National Mortgage Association | 3140FGAE9 | Feb 2023 | 82,783 | $74K | 0.00% | DBT |
| 3928 | Pepsico, Inc. | 713448ER5 | Feb 2023 | 80,000 | $74K | 0.00% | DBT |
| 3929 | American Airlines Pass Through Trust | 023770AA8 | Feb 2023 | 84,483 | $74K | 0.00% | DBT |
| 3930 | Federal National Mortgage Association | 3138WXVV6 | Feb 2023 | 76,660 | $74K | 0.00% | DBT |
| 3931 | Federal National Mortgage Association | 3140J9H46 | Feb 2023 | 78,734 | $74K | 0.00% | DBT |
| 3932 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 92925DAC4 | Feb 2023 | 91,392 | $74K | 0.00% | ABS-MBS |
| 3933 | Federal National Mortgage Association | 3138EKBW4 | Feb 2023 | 72,803 | $73K | 0.00% | DBT |
| 3934 | Federal National Mortgage Association | 3138EMVC2 | Feb 2023 | 73,565 | $72K | 0.00% | DBT |
| 3935 | Freddie Mac | 3133AJ6W8 | Feb 2023 | 85,971 | $71K | 0.00% | DBT |
| 3936 | Freddie Mac | 313929RL7 | Feb 2023 | 69,839 | $71K | 0.00% | DBT |
| 3937 | Federal National Mortgage Association | 3140L2NR0 | Feb 2023 | 86,265 | $71K | 0.00% | DBT |
| 3938 | Freddie Mac | 3137BYPS3 | Feb 2023 | 8,803,345 | $71K | 0.00% | DBT |
| 3939 | Federal National Mortgage Association | 3140HJWL1 | Feb 2023 | 73,411 | $71K | 0.00% | DBT |
| 3940 | Federal National Mortgage Association | 31417FBN7 | Feb 2023 | 69,657 | $70K | 0.00% | DBT |
| 3941 | GENERAL MOTORS COMPANY | 37045VAK6 | Feb 2023 | 70,000 | $70K | 0.00% | DBT |
| 3942 | JPMORGAN CHASE & CO. | 46647PBH8 | Feb 2023 | 75,000 | $70K | 0.00% | DBT |
| 3943 | EXXON MOBIL CORPORATION | 30231GBL5 | Feb 2023 | 70,000 | $70K | 0.00% | DBT |
| 3944 | Federal National Mortgage Association | 3140X5DU4 | Feb 2023 | 73,033 | $70K | 0.00% | DBT |
| 3945 | Federal National Mortgage Association | 3138EGCF9 | Feb 2023 | 69,120 | $70K | 0.00% | DBT |
| 3946 | Freddie Mac | 3129882U1 | Feb 2023 | 71,063 | $70K | 0.00% | DBT |
| 3947 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 92922FBV9 | Feb 2023 | 75,421 | $69K | 0.00% | ABS-MBS |
| 3948 | Federal National Mortgage Association | 3140L7M41 | Feb 2023 | 82,590 | $69K | 0.00% | DBT |
| 3949 | Government National Mortgage Association | 38382KS87 | Feb 2023 | 485,735 | $68K | 0.00% | DBT |
| 3950 | VERIZON COMMUNICATIONS INC. | 92343VDU5 | Feb 2023 | 70,000 | $68K | 0.00% | DBT |
| 3951 | Government National Mortgage Association 2 | 36179Q6P1 | Feb 2023 | 73,096 | $68K | 0.00% | DBT |
| 3952 | VIRGINIA ST HSG DEV AUTH COMWLTH MTG | 92812ULT3 | Feb 2023 | 68,664 | $68K | 0.00% | ABS-MBS |
| 3953 | MCDONALD'S CORPORATION | 58013MFK5 | Feb 2023 | 90,000 | $68K | 0.00% | DBT |
| 3954 | ENTERPRISE PRODUCTS OPERATING LLC | 29379VAM5 | Feb 2023 | 60,000 | $68K | 0.00% | DBT |
| 3955 | Freddie Mac | 3133AJFE8 | Feb 2023 | 78,054 | $67K | 0.00% | DBT |
| 3956 | CVS HEALTH CORPORATION | 126650BC3 | Feb 2023 | 68,023 | $67K | 0.00% | DBT |
| 3957 | COUNTRYWIDE HOME LOANS INC | 12669FT52 | Feb 2023 | 76,162 | $67K | 0.00% | ABS-MBS |
| 3958 | Government National Mortgage Association | 38382HY87 | Feb 2023 | 469,653 | $67K | 0.00% | DBT |
| 3959 | Freddie Mac | 3137FF3Z8 | Feb 2023 | 2,992,895 | $67K | 0.00% | DBT |
| 3960 | Government National Mortgage Association 2 | 3617MB5B1 | Feb 2023 | 68,539 | $66K | 0.00% | DBT |
| 3961 | Federal National Mortgage Association | 31413CFA2 | Feb 2023 | 64,266 | $66K | 0.00% | DBT |
| 3962 | MORGAN STANLEY | 6174468G7 | Feb 2023 | 70,000 | $66K | 0.00% | DBT |
| 3963 | Freddie Mac | 3132DWAW3 | Feb 2023 | 80,136 | $66K | 0.00% | DBT |
| 3964 | Freddie Mac | 3128MEYT2 | Feb 2023 | 68,834 | $65K | 0.00% | DBT |
| 3965 | Government National Mortgage Association 2 | 3617HCQU0 | Feb 2023 | 64,210 | $64K | 0.00% | DBT |
| 3966 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63940VAB8 | Feb 2023 | 64,980 | $64K | 0.00% | ABS-MBS |
| 3967 | IMPAC CMB TRUST | 45254NPE1 | Feb 2023 | 72,153 | $63K | 0.00% | ABS-MBS |
| 3968 | Federal National Mortgage Association | 3136BCAY6 | Feb 2023 | 387,478 | $63K | 0.00% | DBT |
| 3969 | Government National Mortgage Association 2 | 36179TJ22 | Feb 2023 | 62,751 | $63K | 0.00% | DBT |
| 3970 | KINDER MORGAN ENERGY PARTNERS, L.P. | 494550BU9 | Feb 2023 | 70,000 | $63K | 0.00% | DBT |
| 3971 | Federal National Mortgage Association | 3136FLFR2 | Feb 2023 | 339,347 | $63K | 0.00% | DBT |
| 3972 | MORGAN STANLEY MORTGAGE LOAN TRUST | 61745MA52 | Feb 2023 | 64,917 | $63K | 0.00% | ABS-MBS |
| 3973 | Federal National Mortgage Association | 31413B2F7 | Feb 2023 | 60,871 | $62K | 0.00% | DBT |
| 3974 | J.P. MORGAN MORTGAGE TRUST | 466247K51 | Feb 2023 | 63,345 | $62K | 0.00% | ABS-MBS |
| 3975 | FLAGSTAR MORTGAGE TRUST | 33851HAD5 | Feb 2023 | 63,761 | $62K | 0.00% | ABS-MBS |
| 3976 | SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY | 82481LAC3 | Feb 2023 | 63,000 | $62K | 0.00% | DBT |
| 3977 | AMERICAN EXPRESS COMPANY | 025816BF5 | Feb 2023 | 70,000 | $62K | 0.00% | DBT |
| 3978 | Federal National Mortgage Association | 31408AE48 | Feb 2023 | 60,299 | $62K | 0.00% | DBT |
| 3979 | BRISTOL-MYERS SQUIBB COMPANY | 110122CP1 | Feb 2023 | 67,000 | $61K | 0.00% | DBT |
| 3980 | UNITEDHEALTH GROUP INCORPORATED | 91324PEA6 | Feb 2023 | 90,000 | $61K | 0.00% | DBT |
| 3981 | Federal National Mortgage Association | 3136FLFL5 | Feb 2023 | 335,426 | $61K | 0.00% | DBT |
| 3982 | PACIFIC GAS AND ELECTRIC COMPANY | 694308JH1 | Feb 2023 | 90,000 | $61K | 0.00% | DBT |
| 3983 | Freddie Mac | 3137FVQ54 | Feb 2023 | 412,516 | $60K | 0.00% | DBT |
| 3984 | COMM MORTGAGE TRUST | 12591KAK1 | Feb 2023 | 90,000 | $60K | 0.00% | ABS-MBS |
| 3985 | Federal National Mortgage Association | 31419MCB5 | Feb 2023 | 60,586 | $60K | 0.00% | DBT |
| 3986 | CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) | 12667FRG2 | Feb 2023 | 61,228 | $60K | 0.00% | ABS-MBS |
| 3987 | N/A | 1FV1W1065O | Feb 2023 | 840 | $59K | 0.00% | DIR |
| 3988 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63940VAB8 | Feb 2023 | 60,213 | $59K | 0.00% | ABS-MBS |
| 3989 | Government National Mortgage Association | 38382JZK5 | Feb 2023 | 406,943 | $59K | 0.00% | DBT |
| 3990 | Federal National Mortgage Association | 31418MZT2 | Feb 2023 | 54,555 | $58K | 0.00% | DBT |
| 3991 | Freddie Mac | 3128M8W67 | Feb 2023 | 55,448 | $58K | 0.00% | DBT |
| 3992 | Freddie Mac | 3129882T4 | Feb 2023 | 59,164 | $58K | 0.00% | DBT |
| 3993 | Government National Mortgage Association | 38381WDY1 | Feb 2023 | 63,091 | $57K | 0.00% | DBT |
| 3994 | Freddie Mac | 3133A2JW1 | Feb 2023 | 63,979 | $57K | 0.00% | DBT |
| 3995 | COMCAST CORPORATION | 20030NAC5 | Feb 2023 | 50,000 | $57K | 0.00% | DBT |
| 3996 | Freddie Mac | 3137FQ4B6 | Feb 2023 | 1,289,892 | $57K | 0.00% | DBT |
| 3997 | Federal National Mortgage Association | 31416PM79 | Feb 2023 | 56,618 | $57K | 0.00% | DBT |
| 3998 | Federal National Mortgage Association | 31359VHQ9 | Feb 2023 | 59,144 | $57K | 0.00% | DBT |
| 3999 | Federal National Mortgage Association | 3138WRJU5 | Feb 2023 | 58,029 | $57K | 0.00% | DBT |
| 4000 | Freddie Mac | 3132KSGT5 | Feb 2023 | 59,039 | $56K | 0.00% | DBT |
| 4001 | APPLE INC. | 037833DZ0 | Feb 2023 | 89,000 | $56K | 0.00% | DBT |
| 4002 | LCM LIMITED PARTNERSHIP | 50188QAJ0 | Feb 2023 | 56,540 | $56K | 0.00% | ABS-CBDO |
| 4003 | AT&T INC. | 00206RMN9 | Feb 2023 | 80,000 | $56K | 0.00% | DBT |
| 4004 | Government National Mortgage Association | 38382T4P6 | Feb 2023 | 513,983 | $56K | 0.00% | DBT |
| 4005 | Freddie Mac | 3133ACNQ7 | Feb 2023 | 65,451 | $56K | 0.00% | DBT |
| 4006 | COMM MORTGAGE TRUST | 12591UAG8 | Feb 2023 | 9,073,303 | $55K | 0.00% | DBT |
| 4007 | United States of America | 91282CGN5 | Feb 2023 | 55,000 | $55K | 0.00% | SN |
| 4008 | BANK OF AMERICA CORPORATION | 06051GJD2 | Feb 2023 | 60,000 | $54K | 0.00% | DBT |
| 4009 | Government National Mortgage Association | 36200KK97 | Feb 2023 | 52,985 | $54K | 0.00% | DBT |
| 4010 | Freddie Mac | 3133TTNH0 | Feb 2023 | 53,205 | $54K | 0.00% | DBT |
| 4011 | Government National Mortgage Association | 38374DJA8 | Feb 2023 | 1,662,186 | $54K | 0.00% | DBT |
| 4012 | ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 035240AM2 | Feb 2023 | 60,000 | $54K | 0.00% | DBT |
| 4013 | Freddie Mac | 31283LA55 | Feb 2023 | 52,432 | $54K | 0.00% | DBT |
| 4014 | ENTERPRISE PRODUCTS OPERATING LLC | 29379VBA0 | Feb 2023 | 60,000 | $53K | 0.00% | DBT |
| 4015 | Government National Mortgage Association | 38380JKP2 | Feb 2023 | 1,448,419 | $53K | 0.00% | DBT |
| 4016 | Federal National Mortgage Association | 31385XLY1 | Feb 2023 | 52,225 | $53K | 0.00% | DBT |
| 4017 | SOFI PROFESSIONAL LOAN PROGRAM | 83404KAC7 | Feb 2023 | 52,459 | $52K | 0.00% | ABS-MBS |
| 4018 | Federal National Mortgage Association | 3138WRJQ4 | Feb 2023 | 53,527 | $52K | 0.00% | DBT |
| 4019 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 93363PAD2 | Feb 2023 | 61,259 | $52K | 0.00% | ABS-MBS |
| 4020 | ENERGY TRANSFER LP | 86765BAP4 | Feb 2023 | 60,000 | $51K | 0.00% | DBT |
| 4021 | Federal National Mortgage Association | 3140EUFH7 | Feb 2023 | 54,673 | $51K | 0.00% | DBT |
| 4022 | Federal National Mortgage Association | 31405N4A0 | Feb 2023 | 50,038 | $51K | 0.00% | DBT |
| 4023 | Government National Mortgage Association | 36213UKR0 | Feb 2023 | 49,386 | $51K | 0.00% | DBT |
| 4024 | CARRIER GLOBAL CORPORATION | 14448CAS3 | Feb 2023 | 70,000 | $50K | 0.00% | DBT |
| 4025 | Appalachian Power Company | 037735CX3 | Feb 2023 | 60,000 | $50K | 0.00% | DBT |
| 4026 | Government National Mortgage Association 2 | 36179SCB1 | Feb 2023 | 49,425 | $50K | 0.00% | DBT |
| 4027 | Federal National Mortgage Association | 3138WUHY2 | Feb 2023 | 50,772 | $50K | 0.00% | DBT |
| 4028 | GLENCORE FUNDING LLC | 378272AF5 | Feb 2023 | 50,000 | $50K | 0.00% | DBT |
| 4029 | MICROSOFT CORPORATION | 594918AT1 | Feb 2023 | 50,000 | $50K | 0.00% | DBT |
| 4030 | Federal National Mortgage Association | 31411FGK4 | Feb 2023 | 48,501 | $50K | 0.00% | DBT |
| 4031 | COUNTRYWIDE HOME LOANS INC | 126694FN3 | Feb 2023 | 77,372 | $49K | 0.00% | ABS-MBS |
| 4032 | Government National Mortgage Association | 36200YNA1 | Feb 2023 | 49,478 | $49K | 0.00% | DBT |
| 4033 | Government National Mortgage Association | 38379R5W9 | Feb 2023 | 1,618,326 | $49K | 0.00% | DBT |
| 4034 | Government National Mortgage Association | 38382KG64 | Feb 2023 | 333,520 | $48K | 0.00% | DBT |
| 4035 | Government National Mortgage Association | 38382EDT1 | Feb 2023 | 291,459 | $48K | 0.00% | DBT |
| 4036 | Federal National Mortgage Association | 3138Y7DK5 | Feb 2023 | 48,180 | $48K | 0.00% | DBT |
| 4037 | Freddie Mac | 31394L5S7 | Feb 2023 | 49,176 | $47K | 0.00% | DBT |
| 4038 | Federal National Mortgage Association | 3138MLCK8 | Feb 2023 | 48,542 | $47K | 0.00% | DBT |
| 4039 | Freddie Mac | 3137FPJQ9 | Feb 2023 | 1,523,416 | $47K | 0.00% | DBT |
| 4040 | Government National Mortgage Association | 38380AK63 | Feb 2023 | 355,612 | $46K | 0.00% | DBT |
| 4041 | Federal National Mortgage Association | 3138WDW98 | Feb 2023 | 46,495 | $46K | 0.00% | DBT |
| 4042 | Federal National Mortgage Association | 3138WUH30 | Feb 2023 | 47,493 | $46K | 0.00% | DBT |
| 4043 | Federal National Mortgage Association | 3138XJ4A2 | Feb 2023 | 46,775 | $46K | 0.00% | DBT |
| 4044 | CATERPILLAR INC. | 149123CD1 | Feb 2023 | 50,000 | $46K | 0.00% | DBT |
| 4045 | Freddie Mac | 3137FNAJ9 | Feb 2023 | 700,000 | $46K | 0.00% | DBT |
| 4046 | MERRILL LYNCH MORTGAGE TRUST | 59020UNN1 | Feb 2023 | 49,474 | $46K | 0.00% | ABS-MBS |
| 4047 | GENERAL DYNAMICS CORPORATION | 369550BH0 | Feb 2023 | 50,000 | $45K | 0.00% | DBT |
| 4048 | The Travelers Companies, Inc. | 89417EAJ8 | Feb 2023 | 50,000 | $45K | 0.00% | DBT |
| 4049 | Federal National Mortgage Association | 3138X6V93 | Feb 2023 | 45,533 | $45K | 0.00% | DBT |
| 4050 | COMCAST CORPORATION | 20030NBU4 | Feb 2023 | 60,000 | $44K | 0.00% | DBT |
| 4051 | Federal National Mortgage Association | 3136FLFG6 | Feb 2023 | 278,716 | $44K | 0.00% | DBT |
| 4052 | Government National Mortgage Association | 38382HS35 | Feb 2023 | 316,556 | $44K | 0.00% | DBT |
| 4053 | HUMANA INC. | 444859BG6 | Feb 2023 | 50,000 | $44K | 0.00% | DBT |
| 4054 | Government National Mortgage Association 2 | 36179QRZ6 | Feb 2023 | 45,043 | $44K | 0.00% | DBT |
| 4055 | Government National Mortgage Association | 38378NF99 | Feb 2023 | 1,717,152 | $43K | 0.00% | DBT |
| 4056 | Freddie Mac | 3137F6P92 | Feb 2023 | 295,314 | $43K | 0.00% | DBT |
| 4057 | Federal National Mortgage Association | 31371K7E5 | Feb 2023 | 42,375 | $43K | 0.00% | DBT |
| 4058 | Freddie Mac | 3133AEPA6 | Feb 2023 | 49,569 | $43K | 0.00% | DBT |
| 4059 | KINDER MORGAN ENERGY PARTNERS, L.P. | 494550BP0 | Feb 2023 | 50,000 | $42K | 0.00% | DBT |
| 4060 | Freddie Mac | 31325WSM5 | Feb 2023 | 482,392 | $42K | 0.00% | DBT |
| 4061 | Federal National Mortgage Association | 31418BLU8 | Feb 2023 | 44,314 | $42K | 0.00% | DBT |
| 4062 | FLAGSTAR MORTGAGE TRUST | 33851HAD5 | Feb 2023 | 43,239 | $42K | 0.00% | ABS-MBS |
| 4063 | Federal National Mortgage Association | 31403CUZ2 | Feb 2023 | 40,613 | $42K | 0.00% | DBT |
| 4064 | Federal National Mortgage Association | 3136A1QW8 | Feb 2023 | 681,385 | $42K | 0.00% | DBT |
| 4065 | J.P. MORGAN MORTGAGE TRUST | 466247K93 | Feb 2023 | 43,839 | $42K | 0.00% | ABS-MBS |
| 4066 | Freddie Mac | 3133A0MT8 | Feb 2023 | 46,232 | $42K | 0.00% | DBT |
| 4067 | INVITATION HOMES OPERATING PARTNERSHIP LP | 46188BAC6 | Feb 2023 | 55,000 | $41K | 0.00% | DBT |
| 4068 | Federal National Mortgage Association | 3140K8Z46 | Feb 2023 | 44,684 | $41K | 0.00% | DBT |
| 4069 | Federal National Mortgage Association | 3138ER3T5 | Feb 2023 | 42,413 | $41K | 0.00% | DBT |
| 4070 | Freddie Mac | 31288EEH6 | Feb 2023 | 39,436 | $40K | 0.00% | DBT |
| 4071 | SOFI PROFESSIONAL LOAN PROGRAM | 78471CAB5 | Feb 2023 | 42,198 | $40K | 0.00% | ABS-MBS |
| 4072 | Federal National Mortgage Association | 31397QHL5 | Feb 2023 | 39,935 | $40K | 0.00% | DBT |
| 4073 | Federal National Mortgage Association | 31417GUX2 | Feb 2023 | 41,718 | $40K | 0.00% | DBT |
| 4074 | Federal National Mortgage Association | 31398GJB6 | Feb 2023 | 39,566 | $40K | 0.00% | DBT |
| 4075 | Continental Airlines | 210795QB9 | Feb 2023 | 41,401 | $40K | 0.00% | DBT |
| 4076 | U.S. DOLLARS | N/A | Feb 2023 | 1 | $40K | 0.00% | DFE |
| 4077 | Freddie Mac | 3128QJRF5 | Feb 2023 | 39,543 | $39K | 0.00% | DBT |
| 4078 | Government National Mortgage Association 2 | 36179T4Q5 | Feb 2023 | 39,906 | $39K | 0.00% | DBT |
| 4079 | BHP BILLITON FINANCE (USA) LIMITED | 055451AV0 | Feb 2023 | 40,000 | $39K | 0.00% | DBT |
| 4080 | Freddie Mac | 3128M8FM1 | Feb 2023 | 37,391 | $38K | 0.00% | DBT |
| 4081 | VERIZON OWNER TRUST | 92348TAA2 | Feb 2023 | 38,269 | $38K | 0.00% | ABS-MBS |
| 4082 | Government National Mortgage Association | 36213JCU7 | Feb 2023 | 38,056 | $38K | 0.00% | DBT |
| 4083 | OBX TRUST | 67448QAC5 | Feb 2023 | 39,849 | $38K | 0.00% | ABS-MBS |
| 4084 | Federal National Mortgage Association | 3140J8GH0 | Feb 2023 | 41,649 | $37K | 0.00% | DBT |
| 4085 | Federal National Mortgage Association | 31387W3E5 | Feb 2023 | 37,021 | $37K | 0.00% | DBT |
| 4086 | J.P. MORGAN MORTGAGE TRUST | 466247LS0 | Feb 2023 | 39,823 | $37K | 0.00% | ABS-MBS |
| 4087 | Federal National Mortgage Association | 31395DKV0 | Feb 2023 | 33,282 | $37K | 0.00% | DBT |
| 4088 | COMM MORTGAGE TRUST | 12626BAD6 | Feb 2023 | 37,000 | $37K | 0.00% | ABS-MBS |
| 4089 | Federal National Mortgage Association | 3136AAXW0 | Feb 2023 | 381,338 | $37K | 0.00% | DBT |
| 4090 | STRUCTURED ASSET MORTGAGE INVESTORS | 86359LDX4 | Feb 2023 | 39,191 | $36K | 0.00% | ABS-MBS |
| 4091 | Federal National Mortgage Association | 31359PMW3 | Feb 2023 | 35,713 | $36K | 0.00% | DBT |
| 4092 | GILEAD SCIENCES, INC. | 375558BD4 | Feb 2023 | 40,000 | $36K | 0.00% | DBT |
| 4093 | Federal National Mortgage Association | 31413KBU4 | Feb 2023 | 35,137 | $36K | 0.00% | DBT |
| 4094 | NEW YORK MORTGAGE TRUST INC | 649603AP2 | Feb 2023 | 42,484 | $36K | 0.00% | ABS-MBS |
| 4095 | KINDER MORGAN ENERGY PARTNERS, L.P. | 494550BW5 | Feb 2023 | 40,000 | $36K | 0.00% | DBT |
| 4096 | Federal National Mortgage Association | 3138WVAJ0 | Feb 2023 | 36,584 | $36K | 0.00% | DBT |
| 4097 | Federal National Mortgage Association | 3136A6Q56 | Feb 2023 | 40,834 | $36K | 0.00% | DBT |
| 4098 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 92922FEB0 | Feb 2023 | 38,458 | $36K | 0.00% | ABS-MBS |
| 4099 | Government National Mortgage Association | 36241KFC7 | Feb 2023 | 33,958 | $35K | 0.00% | DBT |
| 4100 | COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE | 13645RAX2 | Feb 2023 | 34,000 | $35K | 0.00% | DBT |
| 4101 | Freddie Mac | 3133AGNG0 | Feb 2023 | 41,813 | $35K | 0.00% | DBT |
| 4102 | Freddie Mac | 3137FNWZ9 | Feb 2023 | 967,240 | $34K | 0.00% | DBT |
| 4103 | Government National Mortgage Association | 36200MY80 | Feb 2023 | 32,473 | $34K | 0.00% | DBT |
| 4104 | Federal National Mortgage Association | 3138EPDL5 | Feb 2023 | 32,735 | $34K | 0.00% | DBT |
| 4105 | Freddie Mac | 31398E3W2 | Feb 2023 | 33,483 | $34K | 0.00% | DBT |
| 4106 | BANK OF AMERICA ALTERNATIVE LOAN TRUST | 059496AC3 | Feb 2023 | 38,672 | $34K | 0.00% | ABS-MBS |
| 4107 | Government National Mortgage Association 2 | 36202FPG5 | Feb 2023 | 33,625 | $34K | 0.00% | DBT |
| 4108 | Federal National Mortgage Association | 31417C4N2 | Feb 2023 | 35,591 | $33K | 0.00% | DBT |
| 4109 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 9292276K7 | Feb 2023 | 36,627 | $33K | 0.00% | ABS-MBS |
| 4110 | Government National Mortgage Association | 38379FFB0 | Feb 2023 | 184,461 | $33K | 0.00% | DBT |
| 4111 | Government National Mortgage Association | 36213R2S5 | Feb 2023 | 31,859 | $33K | 0.00% | DBT |
| 4112 | Freddie Mac | 3128M9PU0 | Feb 2023 | 30,386 | $32K | 0.00% | DBT |
| 4113 | Government National Mortgage Association | 38379RLZ4 | Feb 2023 | 1,236,312 | $32K | 0.00% | DBT |
| 4114 | Federal National Mortgage Association | 31398PFE4 | Feb 2023 | 322,930 | $32K | 0.00% | DBT |
| 4115 | Federal National Mortgage Association | 3140QLR24 | Feb 2023 | 35,641 | $32K | 0.00% | DBT |
| 4116 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63940PAB1 | Feb 2023 | 32,099 | $32K | 0.00% | ABS-MBS |
| 4117 | MERRILL LYNCH MORTGAGE TRUST | 59020UGG4 | Feb 2023 | 33,823 | $32K | 0.00% | ABS-MBS |
| 4118 | Government National Mortgage Association | 36225B7K8 | Feb 2023 | 30,000 | $31K | 0.00% | DBT |
| 4119 | Freddie Mac | 3132JASY2 | Feb 2023 | 32,245 | $31K | 0.00% | DBT |
| 4120 | Federal National Mortgage Association | 3138XWZN1 | Feb 2023 | 32,123 | $31K | 0.00% | DBT |
| 4121 | Federal National Mortgage Association | 3136A0GK7 | Feb 2023 | 30,966 | $31K | 0.00% | DBT |
| 4122 | Federal National Mortgage Association | 31418ACE6 | Feb 2023 | 31,107 | $31K | 0.00% | DBT |
| 4123 | BANC OF AMERICA FUNDING CORPORATION | 06051GBM0 | Feb 2023 | 30,834 | $30K | 0.00% | ABS-MBS |
| 4124 | Government National Mortgage Association 2 | 36202FKR6 | Feb 2023 | 28,560 | $30K | 0.00% | DBT |
| 4125 | The Trustees of the University of Pennsylvania | 91481CAC4 | Feb 2023 | 43,000 | $30K | 0.00% | DBT |
| 4126 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 9292274D5 | Feb 2023 | 32,597 | $30K | 0.00% | ABS-MBS |
| 4127 | Federal National Mortgage Association | 3138EKLG8 | Feb 2023 | 31,884 | $30K | 0.00% | DBT |
| 4128 | Government National Mortgage Association | 38380JBV9 | Feb 2023 | 931,289 | $30K | 0.00% | DBT |
| 4129 | Government National Mortgage Association | 38378H4E3 | Feb 2023 | 321,527 | $30K | 0.00% | DBT |
| 4130 | Federal National Mortgage Association | 3136AYSU8 | Feb 2023 | 367,799 | $30K | 0.00% | DBT |
| 4131 | Freddie Mac | 3132JASV8 | Feb 2023 | 29,743 | $29K | 0.00% | DBT |
| 4132 | Federal National Mortgage Association | 3138WX4Z7 | Feb 2023 | 29,349 | $28K | 0.00% | DBT |
| 4133 | Government National Mortgage Association 2 | 3617HCQV8 | Feb 2023 | 28,456 | $28K | 0.00% | DBT |
| 4134 | Federal National Mortgage Association | 31389HCB2 | Feb 2023 | 27,711 | $28K | 0.00% | DBT |
| 4135 | Federal National Mortgage Association | 3138EK7G4 | Feb 2023 | 28,115 | $28K | 0.00% | DBT |
| 4136 | Freddie Mac | 31297BTM4 | Feb 2023 | 27,230 | $28K | 0.00% | DBT |
| 4137 | Federal National Mortgage Association | 3138WA7H4 | Feb 2023 | 28,323 | $28K | 0.00% | DBT |
| 4138 | Government National Mortgage Association | 36207ENB6 | Feb 2023 | 26,323 | $27K | 0.00% | DBT |
| 4139 | Government National Mortgage Association 2 | 36179TG66 | Feb 2023 | 27,443 | $27K | 0.00% | DBT |
| 4140 | Government National Mortgage Association | 36213UV31 | Feb 2023 | 26,417 | $27K | 0.00% | DBT |
| 4141 | HALLIBURTON COMPANY | 406216BG5 | Feb 2023 | 28,000 | $27K | 0.00% | DBT |
| 4142 | STRUCTURED ASSET SECURITIES CORPORATION | 86359BBS9 | Feb 2023 | 29,293 | $27K | 0.00% | ABS-MBS |
| 4143 | Government National Mortgage Association | 36241KFR4 | Feb 2023 | 26,208 | $27K | 0.00% | DBT |
| 4144 | MERRILL LYNCH MORTGAGE TRUST | 59020ULR4 | Feb 2023 | 29,302 | $27K | 0.00% | ABS-MBS |
| 4145 | Federal National Mortgage Association | 31412MPQ5 | Feb 2023 | 26,455 | $27K | 0.00% | DBT |
| 4146 | GSR MORTGAGE LOAN TRUST | 36242DCH4 | Feb 2023 | 27,021 | $27K | 0.00% | ABS-MBS |
| 4147 | Federal National Mortgage Association | 31395D7F0 | Feb 2023 | 24,843 | $27K | 0.00% | DBT |
| 4148 | Freddie Mac | 3128QSVG8 | Feb 2023 | 26,877 | $27K | 0.00% | DBT |
| 4149 | CREDIT SUISSE FIRST BOSTON CORPORATION | 22541Q4B5 | Feb 2023 | 26,770 | $26K | 0.00% | ABS-MBS |
| 4150 | WFRBS COMMERCIAL MORTGAGE TRUST | 92939HBE4 | Feb 2023 | 4,043,928 | $26K | 0.00% | DBT |
| 4151 | Federal National Mortgage Association | 31416B3M8 | Feb 2023 | 24,486 | $26K | 0.00% | DBT |
| 4152 | Freddie Mac | 31292HQE7 | Feb 2023 | 24,584 | $26K | 0.00% | DBT |
| 4153 | Healthcare Realty Holdings, L.P. | 42225UAG9 | Feb 2023 | 30,000 | $26K | 0.00% | DBT |
| 4154 | Federal National Mortgage Association | 3140GRAV6 | Feb 2023 | 26,644 | $25K | 0.00% | DBT |
| 4155 | Government National Mortgage Association | 36208YK99 | Feb 2023 | 25,236 | $25K | 0.00% | DBT |
| 4156 | CWABS ASSET-BACKED CERTIFICATES TRUST | 23244AAA3 | Feb 2023 | 25,981 | $25K | 0.00% | ABS-MBS |
| 4157 | Freddie Mac | 31394HVK4 | Feb 2023 | 25,023 | $25K | 0.00% | DBT |
| 4158 | Government National Mortgage Association | 36200NBQ3 | Feb 2023 | 24,016 | $25K | 0.00% | DBT |
| 4159 | Federal National Mortgage Association | 3138MNZN3 | Feb 2023 | 25,922 | $25K | 0.00% | DBT |
| 4160 | Federal National Mortgage Association | 3136AHGQ7 | Feb 2023 | 293,895 | $25K | 0.00% | DBT |
| 4161 | CITIGROUP MORTGAGE LOAN TRUST INC | 17316AAA8 | Feb 2023 | 25,413 | $25K | 0.00% | ABS-MBS |
| 4162 | Federal National Mortgage Association | 3138ERNP1 | Feb 2023 | 27,364 | $25K | 0.00% | DBT |
| 4163 | Government National Mortgage Association | 36201JGF0 | Feb 2023 | 24,088 | $24K | 0.00% | DBT |
| 4164 | Pepsico, Inc. | 713448EZ7 | Feb 2023 | 30,000 | $24K | 0.00% | DBT |
| 4165 | Government National Mortgage Association | 38378NEU3 | Feb 2023 | 1,543,163 | $24K | 0.00% | DBT |
| 4166 | Freddie Mac | 3132J92F4 | Feb 2023 | 24,616 | $24K | 0.00% | DBT |
| 4167 | Government National Mortgage Association 2 | 36179ACP9 | Feb 2023 | 24,672 | $24K | 0.00% | DBT |
| 4168 | Freddie Mac | 3137B1J94 | Feb 2023 | 145,286 | $24K | 0.00% | DBT |
| 4169 | Government National Mortgage Association | 36225BZP6 | Feb 2023 | 22,394 | $23K | 0.00% | DBT |
| 4170 | Government National Mortgage Association | 38375BQD7 | Feb 2023 | 348,441 | $23K | 0.00% | DBT |
| 4171 | Federal National Mortgage Association | 31417GUU8 | Feb 2023 | 23,645 | $23K | 0.00% | DBT |
| 4172 | Freddie Mac | 3132JASZ9 | Feb 2023 | 23,462 | $23K | 0.00% | DBT |
| 4173 | Federal National Mortgage Association | 3136A5LM6 | Feb 2023 | 223,389 | $23K | 0.00% | DBT |
| 4174 | Freddie Mac | 3132JAWQ4 | Feb 2023 | 23,100 | $22K | 0.00% | DBT |
| 4175 | Federal National Mortgage Association | 3140XGXA2 | Feb 2023 | 25,643 | $22K | 0.00% | DBT |
| 4176 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 92922FNJ3 | Feb 2023 | 24,392 | $22K | 0.00% | ABS-MBS |
| 4177 | Government National Mortgage Association | 38375GB83 | Feb 2023 | 255,266 | $22K | 0.00% | DBT |
| 4178 | Government National Mortgage Association | 36225B6M5 | Feb 2023 | 21,622 | $22K | 0.00% | DBT |
| 4179 | Freddie Mac | 3128P7H22 | Feb 2023 | 20,985 | $21K | 0.00% | DBT |
| 4180 | C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES | 12489WGJ7 | Feb 2023 | 23,154 | $21K | 0.00% | ABS-MBS |
| 4181 | MICROSOFT CORPORATION | 594918BS2 | Feb 2023 | 24,000 | $21K | 0.00% | DBT |
| 4182 | Government National Mortgage Association | 36201MQF2 | Feb 2023 | 21,125 | $21K | 0.00% | DBT |
| 4183 | FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST | 32051D6B3 | Feb 2023 | 23,208 | $21K | 0.00% | ABS-MBS |
| 4184 | Federal National Mortgage Association | 31418ALB2 | Feb 2023 | 21,047 | $21K | 0.00% | DBT |
| 4185 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT | 9393365L3 | Feb 2023 | 127,492 | $21K | 0.00% | DBT |
| 4186 | Government National Mortgage Association | 38378BR92 | Feb 2023 | 5,670,910 | $21K | 0.00% | DBT |
| 4187 | Freddie Mac | 3137AUUN7 | Feb 2023 | 211,679 | $20K | 0.00% | DBT |
| 4188 | Federal National Mortgage Association | 3136FAB41 | Feb 2023 | 130,198 | $20K | 0.00% | DBT |
| 4189 | Federal National Mortgage Association | 31378CTK8 | Feb 2023 | 19,616 | $20K | 0.00% | DBT |
| 4190 | Government National Mortgage Association | 36201MNA6 | Feb 2023 | 20,312 | $20K | 0.00% | DBT |
| 4191 | Federal National Mortgage Association | 31394FDF9 | Feb 2023 | 20,578 | $20K | 0.00% | DBT |
| 4192 | US Airways Pass Through Trusts | 90345WAA2 | Feb 2023 | 19,796 | $20K | 0.00% | DBT |
| 4193 | Government National Mortgage Association | 36211GWD1 | Feb 2023 | 19,123 | $19K | 0.00% | DBT |
| 4194 | Government National Mortgage Association | 38378XW72 | Feb 2023 | 1,843,442 | $19K | 0.00% | DBT |
| 4195 | Federal National Mortgage Association | 31418AVC9 | Feb 2023 | 20,114 | $19K | 0.00% | DBT |
| 4196 | MASTR SEASONED SECURITIZATION TRUST | 55265WCK7 | Feb 2023 | 20,477 | $19K | 0.00% | ABS-MBS |
| 4197 | Federal National Mortgage Association | 3138WDZM6 | Feb 2023 | 19,684 | $19K | 0.00% | DBT |
| 4198 | Federal National Mortgage Association | 3138WRXK1 | Feb 2023 | 19,433 | $19K | 0.00% | DBT |
| 4199 | PRIME MORTGAGE TRUST | 74160MDK5 | Feb 2023 | 19,520 | $19K | 0.00% | ABS-MBS |
| 4200 | WFRBS COMMERCIAL MORTGAGE TRUST | 92938VAW5 | Feb 2023 | 2,996,066 | $19K | 0.00% | DBT |
| 4201 | Government National Mortgage Association | 38379XGR5 | Feb 2023 | 94,298 | $19K | 0.00% | DBT |
| 4202 | RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. | 760985W80 | Feb 2023 | 21,961 | $19K | 0.00% | ABS-MBS |
| 4203 | Government National Mortgage Association 2 | 3617JGSP8 | Feb 2023 | 18,909 | $19K | 0.00% | DBT |
| 4204 | Federal National Mortgage Association | 3138WJ4W5 | Feb 2023 | 20,445 | $18K | 0.00% | DBT |
| 4205 | Government National Mortgage Association 2 | 36202FMC7 | Feb 2023 | 17,738 | $18K | 0.00% | DBT |
| 4206 | Federal National Mortgage Association | 3136A65W0 | Feb 2023 | 20,417 | $18K | 0.00% | DBT |
| 4207 | Freddie Mac | 31339MXM5 | Feb 2023 | 17,491 | $18K | 0.00% | DBT |
| 4208 | MERRILL LYNCH MORTGAGE TRUST | 59020UAB1 | Feb 2023 | 19,651 | $18K | 0.00% | ABS-MBS |
| 4209 | Government National Mortgage Association 2 | 36202FHY5 | Feb 2023 | 17,660 | $18K | 0.00% | DBT |
| 4210 | Freddie Mac | 3128M86L3 | Feb 2023 | 17,382 | $18K | 0.00% | DBT |
| 4211 | MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED | 589929W61 | Feb 2023 | 19,401 | $18K | 0.00% | ABS-MBS |
| 4212 | Federal National Mortgage Association | 31396PDC2 | Feb 2023 | 200,826 | $18K | 0.00% | DBT |
| 4213 | APACHE CORPORATION | 037411BF1 | Feb 2023 | 20,000 | $18K | 0.00% | DBT |
| 4214 | CHASE MORTGAGE FINANCE CORPORATION | 16163LAA0 | Feb 2023 | 18,546 | $18K | 0.00% | ABS-MBS |
| 4215 | Government National Mortgage Association | 36241LNK8 | Feb 2023 | 17,173 | $18K | 0.00% | DBT |
| 4216 | Government National Mortgage Association | 36200N4Q1 | Feb 2023 | 16,808 | $17K | 0.00% | DBT |
| 4217 | Federal National Mortgage Association | 3136AETS6 | Feb 2023 | 169,081 | $17K | 0.00% | DBT |
| 4218 | Federal National Mortgage Association | 3140HNGT3 | Feb 2023 | 17,391 | $17K | 0.00% | DBT |
| 4219 | Government National Mortgage Association | 36200FKL1 | Feb 2023 | 16,454 | $17K | 0.00% | DBT |
| 4220 | Federal National Mortgage Association | 3136AATF2 | Feb 2023 | 159,051 | $17K | 0.00% | DBT |
| 4221 | Federal National Mortgage Association | 3136A65Y6 | Feb 2023 | 296,050 | $16K | 0.00% | DBT |
| 4222 | Government National Mortgage Association | 36212M6G9 | Feb 2023 | 15,521 | $16K | 0.00% | DBT |
| 4223 | Government National Mortgage Association | 36201CLV4 | Feb 2023 | 15,342 | $16K | 0.00% | DBT |
| 4224 | U.S. DOLLARS | N/A | Feb 2023 | 1 | $16K | 0.00% | DFE |
| 4225 | Government National Mortgage Association | 36241KDR6 | Feb 2023 | 15,257 | $16K | 0.00% | DBT |
| 4226 | Federal National Mortgage Association | 3138EM6F3 | Feb 2023 | 15,869 | $16K | 0.00% | DBT |
| 4227 | NIKE, INC. | 654106AM5 | Feb 2023 | 20,000 | $16K | 0.00% | DBT |
| 4228 | WELLS FARGO MORTGAGE BACKED SECURITIES TRUST | 94982DAA4 | Feb 2023 | 16,382 | $15K | 0.00% | ABS-MBS |
| 4229 | Federal National Mortgage Association | 31385JRP5 | Feb 2023 | 14,889 | $15K | 0.00% | DBT |
| 4230 | Federal National Mortgage Association | 31412TZM8 | Feb 2023 | 14,251 | $15K | 0.00% | DBT |
| 4231 | Government National Mortgage Association | 36200FLZ9 | Feb 2023 | 14,636 | $15K | 0.00% | DBT |
| 4232 | Government National Mortgage Association | 36291GRQ1 | Feb 2023 | 14,709 | $15K | 0.00% | DBT |
| 4233 | Government National Mortgage Association | 36201MEE8 | Feb 2023 | 14,420 | $15K | 0.00% | DBT |
| 4234 | Federal National Mortgage Association | 3140QDWP5 | Feb 2023 | 16,607 | $15K | 0.00% | DBT |
| 4235 | Freddie Mac | 3132JAV69 | Feb 2023 | 15,280 | $15K | 0.00% | DBT |
| 4236 | Government National Mortgage Association | 38374MJ26 | Feb 2023 | 230,140 | $15K | 0.00% | DBT |
| 4237 | Government National Mortgage Association | 36213EMR4 | Feb 2023 | 14,397 | $15K | 0.00% | DBT |
| 4238 | Federal National Mortgage Association | 3138XJVC8 | Feb 2023 | 15,077 | $15K | 0.00% | DBT |
| 4239 | Government National Mortgage Association | 36201CV27 | Feb 2023 | 14,680 | $15K | 0.00% | DBT |
| 4240 | Government National Mortgage Association | 38379RPH0 | Feb 2023 | 515,842 | $14K | 0.00% | DBT |
| 4241 | Freddie Mac | 3128M8MJ0 | Feb 2023 | 14,678 | $14K | 0.00% | DBT |
| 4242 | Federal National Mortgage Association | 3138XQWR8 | Feb 2023 | 14,510 | $14K | 0.00% | DBT |
| 4243 | AAMES MORTGAGE TRUST | 00253CHQ3 | Feb 2023 | 14,813 | $14K | 0.00% | ABS-MBS |
| 4244 | CHASE MORTGAGE FINANCE CORPORATION | 161630AG3 | Feb 2023 | 15,332 | $14K | 0.00% | ABS-MBS |
| 4245 | Government National Mortgage Association 2 | 36179QT76 | Feb 2023 | 13,975 | $14K | 0.00% | DBT |
| 4246 | Government National Mortgage Association | 36200VP64 | Feb 2023 | 13,923 | $14K | 0.00% | DBT |
| 4247 | Freddie Mac | 3137AACP6 | Feb 2023 | 299,503 | $14K | 0.00% | DBT |
| 4248 | Government National Mortgage Association | 36209VPK4 | Feb 2023 | 13,822 | $14K | 0.00% | DBT |
| 4249 | MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED | 59020U4R3 | Feb 2023 | 15,128 | $14K | 0.00% | ABS-MBS |
| 4250 | Freddie Mac | 3128MS2X7 | Feb 2023 | 13,945 | $14K | 0.00% | DBT |
| 4251 | WASHINGTON MUTUAL MSC MORTGAGE CORP | 939336P23 | Feb 2023 | 15,563 | $14K | 0.00% | DBT |
| 4252 | Federal National Mortgage Association | 3136FLEU6 | Feb 2023 | 391,083 | $14K | 0.00% | DBT |
| 4253 | Government National Mortgage Association | 36201BBR6 | Feb 2023 | 13,577 | $14K | 0.00% | DBT |
| 4254 | Federal National Mortgage Association | 3136FLEV4 | Feb 2023 | 332,436 | $14K | 0.00% | DBT |
| 4255 | Government National Mortgage Association | 36225BPH5 | Feb 2023 | 12,838 | $13K | 0.00% | DBT |
| 4256 | SALOMON BROTHERS MORTGAGE SECURITIES VII INCORPORATED | 79549AYG8 | Feb 2023 | 13,307 | $13K | 0.00% | ABS-MBS |
| 4257 | INDYMAC INDX MORTGAGE LOAN TRUST | 45660N2J3 | Feb 2023 | 15,081 | $13K | 0.00% | ABS-MBS |
| 4258 | Government National Mortgage Association | 36200FJD1 | Feb 2023 | 12,693 | $13K | 0.00% | DBT |
| 4259 | Freddie Mac | 3128F25F8 | Feb 2023 | 12,848 | $13K | 0.00% | DBT |
| 4260 | Government National Mortgage Association | 36209CLR5 | Feb 2023 | 12,559 | $13K | 0.00% | DBT |
| 4261 | Government National Mortgage Association | 36213YP63 | Feb 2023 | 12,107 | $12K | 0.00% | DBT |
| 4262 | Federal National Mortgage Association | 31413TUG5 | Feb 2023 | 12,429 | $12K | 0.00% | DBT |
| 4263 | Federal National Mortgage Association | 3138ENFV6 | Feb 2023 | 12,823 | $12K | 0.00% | DBT |
| 4264 | Government National Mortgage Association | 36225BTQ1 | Feb 2023 | 11,420 | $12K | 0.00% | DBT |
| 4265 | Federal National Mortgage Association | 31412WMZ6 | Feb 2023 | 11,745 | $12K | 0.00% | DBT |
| 4266 | Government National Mortgage Association | 36212KJY0 | Feb 2023 | 11,547 | $12K | 0.00% | DBT |
| 4267 | Federal National Mortgage Association | 31359HNW0 | Feb 2023 | 11,821 | $12K | 0.00% | DBT |
| 4268 | Government National Mortgage Association | 36207EM92 | Feb 2023 | 11,294 | $12K | 0.00% | DBT |
| 4269 | Government National Mortgage Association | 36213RTE7 | Feb 2023 | 11,591 | $12K | 0.00% | DBT |
| 4270 | Government National Mortgage Association 2 | 36202FLS3 | Feb 2023 | 11,037 | $12K | 0.00% | DBT |
| 4271 | Federal National Mortgage Association | 3136FANH9 | Feb 2023 | 95,593 | $12K | 0.00% | DBT |
| 4272 | Government National Mortgage Association | 36209WHQ8 | Feb 2023 | 11,225 | $11K | 0.00% | DBT |
| 4273 | Government National Mortgage Association | 36225BWL8 | Feb 2023 | 10,502 | $11K | 0.00% | DBT |
| 4274 | Freddie Mac | 3137B4GZ3 | Feb 2023 | 51,817,517 | $11K | 0.00% | DBT |
| 4275 | STRUCTURED ASSET SECURITIES CORPORATION | 86358RXY8 | Feb 2023 | 12,711 | $11K | 0.00% | ABS-MBS |
| 4276 | Government National Mortgage Association | 36290N2B7 | Feb 2023 | 10,626 | $11K | 0.00% | DBT |
| 4277 | Government National Mortgage Association | 36200GK21 | Feb 2023 | 10,564 | $11K | 0.00% | DBT |
| 4278 | Freddie Mac | 31283H4W2 | Feb 2023 | 10,541 | $11K | 0.00% | DBT |
| 4279 | Altria Group, Inc. | 02209SBD4 | Feb 2023 | 11,000 | $11K | 0.00% | DBT |
| 4280 | Federal National Mortgage Association | 31416CD52 | Feb 2023 | 10,118 | $10K | 0.00% | DBT |
| 4281 | Government National Mortgage Association | 36202XEE3 | Feb 2023 | 10,164 | $10K | 0.00% | DBT |
| 4282 | CHASE MORTGAGE FINANCE CORPORATION | 161630AY4 | Feb 2023 | 11,038 | $10K | 0.00% | ABS-MBS |
| 4283 | Government National Mortgage Association | 36213H7K9 | Feb 2023 | 9,913 | $10K | 0.00% | DBT |
| 4284 | Government National Mortgage Association | 36210GYG3 | Feb 2023 | 9,987 | $10K | 0.00% | DBT |
| 4285 | Freddie Mac | 3128QSZC3 | Feb 2023 | 10,090 | $10K | 0.00% | DBT |
| 4286 | THE WILLIAMS COMPANIES, INC. | 969457BB5 | Feb 2023 | 9,000 | $10K | 0.00% | DBT |
| 4287 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80286XAD6 | Feb 2023 | 9,811 | $10K | 0.00% | ABS-MBS |
| 4288 | Federal National Mortgage Association | 31411KDZ3 | Feb 2023 | 9,626 | $10K | 0.00% | DBT |
| 4289 | Federal National Mortgage Association | 3138W9TS9 | Feb 2023 | 9,697 | $10K | 0.00% | DBT |
| 4290 | Government National Mortgage Association | 36213FXE8 | Feb 2023 | 9,443 | $10K | 0.00% | DBT |
| 4291 | Government National Mortgage Association | 36200RDB5 | Feb 2023 | 9,216 | $10K | 0.00% | DBT |
| 4292 | BEAR STEARNS ARM TRUST | 07384MM66 | Feb 2023 | 10,436 | $10K | 0.00% | ABS-MBS |
| 4293 | Government National Mortgage Association | 38378BQJ1 | Feb 2023 | 2,948,146 | $9K | 0.00% | DBT |
| 4294 | Government National Mortgage Association | 36213FSY0 | Feb 2023 | 9,020 | $9K | 0.00% | DBT |
| 4295 | Federal National Mortgage Association | 313921MN5 | Feb 2023 | 8,972 | $9K | 0.00% | DBT |
| 4296 | Federal National Mortgage Association | 31415WQA4 | Feb 2023 | 9,115 | $9K | 0.00% | DBT |
| 4297 | Federal National Mortgage Association | 31408JAE1 | Feb 2023 | 9,109 | $9K | 0.00% | DBT |
| 4298 | Federal National Mortgage Association | 3140FTWF4 | Feb 2023 | 9,230 | $9K | 0.00% | DBT |
| 4299 | Federal National Mortgage Association | 31386GDR1 | Feb 2023 | 9,065 | $9K | 0.00% | DBT |
| 4300 | Freddie Mac | 3128KEMX8 | Feb 2023 | 8,752 | $9K | 0.00% | DBT |
| 4301 | KGS-ALPHA SBA COOF TRUST | 48247KAA5 | Feb 2023 | 586,517 | $9K | 0.00% | DBT |
| 4302 | Government National Mortgage Association | 36290Y6F0 | Feb 2023 | 8,774 | $9K | 0.00% | DBT |
| 4303 | Government National Mortgage Association | 36225BWZ7 | Feb 2023 | 8,256 | $9K | 0.00% | DBT |
| 4304 | Federal National Mortgage Association | 31404R3R6 | Feb 2023 | 8,399 | $8K | 0.00% | DBT |
| 4305 | Government National Mortgage Association | 36241KBB3 | Feb 2023 | 8,078 | $8K | 0.00% | DBT |
| 4306 | Government National Mortgage Association | 36291ARU5 | Feb 2023 | 8,198 | $8K | 0.00% | DBT |
| 4307 | MORGAN STANLEY | 6174468L6 | Feb 2023 | 10,000 | $8K | 0.00% | DBT |
| 4308 | Federal National Mortgage Association | 31412MBF4 | Feb 2023 | 8,327 | $8K | 0.00% | DBT |
| 4309 | Federal National Mortgage Association | 3136A6X74 | Feb 2023 | 79,114 | $8K | 0.00% | DBT |
| 4310 | Freddie Mac | 3128M7Z74 | Feb 2023 | 8,278 | $8K | 0.00% | DBT |
| 4311 | Federal National Mortgage Association | 31407YQ28 | Feb 2023 | 8,221 | $8K | 0.00% | DBT |
| 4312 | Federal National Mortgage Association | 31390BWF1 | Feb 2023 | 7,988 | $8K | 0.00% | DBT |
| 4313 | Government National Mortgage Association | 36200M2S1 | Feb 2023 | 7,819 | $8K | 0.00% | DBT |
| 4314 | INDYMAC INDX MORTGAGE LOAN TRUST | 45660NT96 | Feb 2023 | 9,304 | $8K | 0.00% | ABS-MBS |
| 4315 | Federal National Mortgage Association | 31407UE37 | Feb 2023 | 7,874 | $8K | 0.00% | DBT |
| 4316 | Federal National Mortgage Association | 31385JET1 | Feb 2023 | 7,854 | $8K | 0.00% | DBT |
| 4317 | Federal National Mortgage Association | 31409AF46 | Feb 2023 | 7,671 | $8K | 0.00% | DBT |
| 4318 | Government National Mortgage Association | 36210MXN6 | Feb 2023 | 7,738 | $8K | 0.00% | DBT |
| 4319 | Federal National Mortgage Association | 31396LLQ1 | Feb 2023 | 150,277 | $8K | 0.00% | DBT |
| 4320 | Federal National Mortgage Association | 31415XH20 | Feb 2023 | 7,762 | $8K | 0.00% | DBT |
| 4321 | CITIGROUP MORTGAGE LOAN TRUST INC | 17307GLD8 | Feb 2023 | 8,624 | $8K | 0.00% | ABS-MBS |
| 4322 | Federal National Mortgage Association | 31396WJ80 | Feb 2023 | 82,073 | $8K | 0.00% | DBT |
| 4323 | Federal National Mortgage Association | 31410QNU1 | Feb 2023 | 7,395 | $8K | 0.00% | DBT |
| 4324 | Federal National Mortgage Association | 31407PTG3 | Feb 2023 | 7,394 | $8K | 0.00% | DBT |
| 4325 | Government National Mortgage Association | 36200SBJ8 | Feb 2023 | 7,326 | $8K | 0.00% | DBT |
| 4326 | COOF SECURITIZATION TRUST | 12631UAA3 | Feb 2023 | 143,495 | $7K | 0.00% | DBT |
| 4327 | Federal National Mortgage Association | 31359GWX0 | Feb 2023 | 7,320 | $7K | 0.00% | DBT |
| 4328 | Government National Mortgage Association | 36213SX75 | Feb 2023 | 7,152 | $7K | 0.00% | DBT |
| 4329 | Federal National Mortgage Association | 31407VZV0 | Feb 2023 | 7,219 | $7K | 0.00% | DBT |
| 4330 | Freddie Mac | 31292HQW7 | Feb 2023 | 6,826 | $7K | 0.00% | DBT |
| 4331 | Government National Mortgage Association | 36200RBH4 | Feb 2023 | 6,732 | $7K | 0.00% | DBT |
| 4332 | Federal National Mortgage Association | 31384LWG5 | Feb 2023 | 6,826 | $7K | 0.00% | DBT |
| 4333 | Government National Mortgage Association | 36202VTG6 | Feb 2023 | 6,679 | $7K | 0.00% | DBT |
| 4334 | Government National Mortgage Association | 36200KAG2 | Feb 2023 | 6,686 | $7K | 0.00% | DBT |
| 4335 | Government National Mortgage Association | 36200AB99 | Feb 2023 | 6,696 | $7K | 0.00% | DBT |
| 4336 | Freddie Mac | 3128M6R34 | Feb 2023 | 6,440 | $7K | 0.00% | DBT |
| 4337 | Government National Mortgage Association | 36225BPZ5 | Feb 2023 | 6,432 | $7K | 0.00% | DBT |
| 4338 | Government National Mortgage Association | 38378BF61 | Feb 2023 | 2,233,783 | $7K | 0.00% | DBT |
| 4339 | Federal National Mortgage Association | 31371MNS2 | Feb 2023 | 6,384 | $7K | 0.00% | DBT |
| 4340 | Federal National Mortgage Association | 31411X4G7 | Feb 2023 | 6,257 | $6K | 0.00% | DBT |
| 4341 | Government National Mortgage Association | 36213JVQ5 | Feb 2023 | 6,190 | $6K | 0.00% | DBT |
| 4342 | Federal National Mortgage Association | 31397LDB2 | Feb 2023 | 6,086 | $6K | 0.00% | DBT |
| 4343 | Government National Mortgage Association | 36225BME5 | Feb 2023 | 6,233 | $6K | 0.00% | DBT |
| 4344 | Government National Mortgage Association | 38377FWM9 | Feb 2023 | 6,297 | $6K | 0.00% | DBT |
| 4345 | Government National Mortgage Association | 36210VXG1 | Feb 2023 | 6,162 | $6K | 0.00% | DBT |
| 4346 | Federal National Mortgage Association | 3138EG5M2 | Feb 2023 | 5,974 | $6K | 0.00% | DBT |
| 4347 | Freddie Mac | 31283HLG8 | Feb 2023 | 6,094 | $6K | 0.00% | DBT |
| 4348 | Freddie Mac | 3132D9JA3 | Feb 2023 | 7,207 | $6K | 0.00% | DBT |
| 4349 | Freddie Mac | 3133TLMU9 | Feb 2023 | 6,037 | $6K | 0.00% | DBT |
| 4350 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 9292275C6 | Feb 2023 | 6,686 | $6K | 0.00% | ABS-MBS |
| 4351 | Government National Mortgage Association | 36209MHX5 | Feb 2023 | 6,037 | $6K | 0.00% | DBT |
| 4352 | Federal National Mortgage Association | 31408F6R5 | Feb 2023 | 5,940 | $6K | 0.00% | DBT |
| 4353 | Federal National Mortgage Association | 3138XBVE1 | Feb 2023 | 6,000 | $6K | 0.00% | DBT |
| 4354 | Freddie Mac | 3132JNVA2 | Feb 2023 | 5,788 | $6K | 0.00% | DBT |
| 4355 | Federal National Mortgage Association | 31384VNL2 | Feb 2023 | 5,358 | $6K | 0.00% | DBT |
| 4356 | Government National Mortgage Association | 36200GKY1 | Feb 2023 | 5,457 | $6K | 0.00% | DBT |
| 4357 | Government National Mortgage Association | 36290SNK3 | Feb 2023 | 5,379 | $5K | 0.00% | DBT |
| 4358 | Government National Mortgage Association 2 | 36202FKN5 | Feb 2023 | 5,499 | $5K | 0.00% | DBT |
| 4359 | KGS-ALPHA SBA COOF TRUST | 48249GAA2 | Feb 2023 | 107,814 | $5K | 0.00% | DBT |
| 4360 | Freddie Mac | 31292HQZ0 | Feb 2023 | 5,177 | $5K | 0.00% | DBT |
| 4361 | BANC OF AMERICA FUNDING CORPORATION | 05946XCR2 | Feb 2023 | 5,366 | $5K | 0.00% | ABS-MBS |
| 4362 | Government National Mortgage Association | 36209LK96 | Feb 2023 | 5,078 | $5K | 0.00% | DBT |
| 4363 | GSR MORTGAGE LOAN TRUST | 3622MPAN8 | Feb 2023 | 4,177 | $5K | 0.00% | ABS-MBS |
| 4364 | Government National Mortgage Association | 36208U2R7 | Feb 2023 | 4,977 | $5K | 0.00% | DBT |
| 4365 | Government National Mortgage Association | 36212WNP8 | Feb 2023 | 4,688 | $5K | 0.00% | DBT |
| 4366 | Government National Mortgage Association | 36201YCJ3 | Feb 2023 | 4,706 | $5K | 0.00% | DBT |
| 4367 | MORGAN STANLEY MORTGAGE LOAN TRUST | 61752RAJ1 | Feb 2023 | 12,392 | $5K | 0.00% | ABS-MBS |
| 4368 | TOYOTA AUTO RECEIVABLES OWNER TRUST | 89233MAD5 | Feb 2023 | 4,707 | $5K | 0.00% | ABS-MBS |
| 4369 | Government National Mortgage Association | 36210L4Z3 | Feb 2023 | 4,620 | $5K | 0.00% | DBT |
| 4370 | Government National Mortgage Association | 36213HQ36 | Feb 2023 | 4,584 | $5K | 0.00% | DBT |
| 4371 | Government National Mortgage Association | 36202S2H0 | Feb 2023 | 4,455 | $5K | 0.00% | DBT |
| 4372 | Government National Mortgage Association | 38378AMF5 | Feb 2023 | 26,922 | $5K | 0.00% | DBT |
| 4373 | Government National Mortgage Association | 36291TZU5 | Feb 2023 | 4,211 | $4K | 0.00% | DBT |
| 4374 | Federal National Mortgage Association | 31400L3T9 | Feb 2023 | 4,382 | $4K | 0.00% | DBT |
| 4375 | Federal National Mortgage Association | 31393USG9 | Feb 2023 | 4,439 | $4K | 0.00% | DBT |
| 4376 | Federal National Mortgage Association | 31371J5A8 | Feb 2023 | 4,224 | $4K | 0.00% | DBT |
| 4377 | BANK OF AMERICA ALTERNATIVE LOAN TRUST | 06050AAL7 | Feb 2023 | 6,159 | $4K | 0.00% | ABS-MBS |
| 4378 | Government National Mortgage Association | 36225BWX2 | Feb 2023 | 4,144 | $4K | 0.00% | DBT |
| 4379 | Federal National Mortgage Association | 31359A5D7 | Feb 2023 | 4,290 | $4K | 0.00% | DBT |
| 4380 | Government National Mortgage Association | 38375BE99 | Feb 2023 | 4,359 | $4K | 0.00% | DBT |
| 4381 | Freddie Mac | 31398W2M5 | Feb 2023 | 51,688 | $4K | 0.00% | DBT |
| 4382 | Federal National Mortgage Association | 31407W5M1 | Feb 2023 | 4,238 | $4K | 0.00% | DBT |
| 4383 | Federal National Mortgage Association | 31396WVQ6 | Feb 2023 | 4,172 | $4K | 0.00% | DBT |
| 4384 | Government National Mortgage Association | 36225BYC6 | Feb 2023 | 3,963 | $4K | 0.00% | DBT |
| 4385 | Government National Mortgage Association | 36213RUL9 | Feb 2023 | 4,033 | $4K | 0.00% | DBT |
| 4386 | Government National Mortgage Association | 38376T2W1 | Feb 2023 | 48,166 | $4K | 0.00% | DBT |
| 4387 | Federal National Mortgage Association | 3140K3K35 | Feb 2023 | 4,168 | $4K | 0.00% | DBT |
| 4388 | Federal National Mortgage Association | 31412WX50 | Feb 2023 | 3,808 | $4K | 0.00% | DBT |
| 4389 | CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) | 12667FRL1 | Feb 2023 | 4,195 | $4K | 0.00% | DBT |
| 4390 | Federal National Mortgage Association | 31415ALM1 | Feb 2023 | 3,939 | $4K | 0.00% | DBT |
| 4391 | Freddie Mac | 31292HQ98 | Feb 2023 | 3,735 | $4K | 0.00% | DBT |
| 4392 | Freddie Mac | 31297YUU4 | Feb 2023 | 3,811 | $4K | 0.00% | DBT |
| 4393 | Freddie Mac | 3128K2FE4 | Feb 2023 | 3,818 | $4K | 0.00% | DBT |
| 4394 | Government National Mortgage Association | 36209Y2F4 | Feb 2023 | 3,751 | $4K | 0.00% | DBT |
| 4395 | Government National Mortgage Association | 36208QSN7 | Feb 2023 | 3,469 | $4K | 0.00% | DBT |
| 4396 | Government National Mortgage Association | 36210GTN4 | Feb 2023 | 3,444 | $3K | 0.00% | DBT |
| 4397 | Federal National Mortgage Association | 3136A35F4 | Feb 2023 | 3,410 | $3K | 0.00% | DBT |
| 4398 | Federal National Mortgage Association | 31408H3B9 | Feb 2023 | 3,429 | $3K | 0.00% | DBT |
| 4399 | Federal National Mortgage Association | 31407TJJ0 | Feb 2023 | 3,359 | $3K | 0.00% | DBT |
| 4400 | Federal National Mortgage Association | 31387NW45 | Feb 2023 | 3,357 | $3K | 0.00% | DBT |
| 4401 | Government National Mortgage Association 2 | 36225DCE2 | Feb 2023 | 3,450 | $3K | 0.00% | DBT |
| 4402 | Government National Mortgage Association | 36204MAW9 | Feb 2023 | 3,228 | $3K | 0.00% | DBT |
| 4403 | MASTR RESECURITIZATION TRUST | 576435BB6 | Feb 2023 | 5,392 | $3K | 0.00% | DBT |
| 4404 | Freddie Mac | 31297S5Q4 | Feb 2023 | 3,204 | $3K | 0.00% | DBT |
| 4405 | Federal National Mortgage Association | 31412GQ38 | Feb 2023 | 3,137 | $3K | 0.00% | DBT |
| 4406 | BRIGHTHOUSE FINANCIAL, INC. | 10922NAF0 | Feb 2023 | 4,000 | $3K | 0.00% | DBT |
| 4407 | Government National Mortgage Association | 36201DBT8 | Feb 2023 | 2,784 | $3K | 0.00% | DBT |
| 4408 | Government National Mortgage Association | 36290WMJ8 | Feb 2023 | 2,837 | $3K | 0.00% | DBT |
| 4409 | Government National Mortgage Association | 36206G6D7 | Feb 2023 | 2,779 | $3K | 0.00% | DBT |
| 4410 | Federal National Mortgage Association | 31389JVH4 | Feb 2023 | 2,752 | $3K | 0.00% | DBT |
| 4411 | Federal National Mortgage Association | 31411X2V6 | Feb 2023 | 2,752 | $3K | 0.00% | DBT |
| 4412 | Government National Mortgage Association | 36291BQY6 | Feb 2023 | 2,665 | $3K | 0.00% | DBT |
| 4413 | Government National Mortgage Association | 36213UW63 | Feb 2023 | 2,680 | $3K | 0.00% | DBT |
| 4414 | Government National Mortgage Association | 36207KHU7 | Feb 2023 | 2,657 | $3K | 0.00% | DBT |
| 4415 | PRIME MORTGAGE TRUST | 74160MDQ2 | Feb 2023 | 3,621 | $3K | 0.00% | DBT |
| 4416 | Government National Mortgage Association | 36210ASJ7 | Feb 2023 | 2,582 | $3K | 0.00% | DBT |
| 4417 | Federal National Mortgage Association | 31410VTJ9 | Feb 2023 | 2,576 | $3K | 0.00% | DBT |
| 4418 | Government National Mortgage Association | 36210EX95 | Feb 2023 | 2,609 | $3K | 0.00% | DBT |
| 4419 | Freddie Mac | 3137APLC2 | Feb 2023 | 27,752 | $3K | 0.00% | DBT |
| 4420 | Federal National Mortgage Association | 31414KEZ9 | Feb 2023 | 2,556 | $3K | 0.00% | DBT |
| 4421 | J.P. MORGAN MORTGAGE TRUST | 466247NV1 | Feb 2023 | 2,549 | $3K | 0.00% | ABS-MBS |
| 4422 | Government National Mortgage Association | 36202XK97 | Feb 2023 | 2,467 | $3K | 0.00% | DBT |
| 4423 | Federal National Mortgage Association | 3136AJLF1 | Feb 2023 | 8,189,099 | $2K | 0.00% | DBT |
| 4424 | Government National Mortgage Association | 36201AVJ4 | Feb 2023 | 2,369 | $2K | 0.00% | DBT |
| 4425 | Government National Mortgage Association | 36213FF65 | Feb 2023 | 2,386 | $2K | 0.00% | DBT |
| 4426 | Government National Mortgage Association | 36200Q6Z2 | Feb 2023 | 2,369 | $2K | 0.00% | DBT |
| 4427 | Government National Mortgage Association | 36206VS99 | Feb 2023 | 2,245 | $2K | 0.00% | DBT |
| 4428 | Freddie Mac | 31397TP97 | Feb 2023 | 33,710 | $2K | 0.00% | DBT |
| 4429 | Federal National Mortgage Association | 31409GUA2 | Feb 2023 | 2,190 | $2K | 0.00% | DBT |
| 4430 | Government National Mortgage Association | 36207KN89 | Feb 2023 | 2,186 | $2K | 0.00% | DBT |
| 4431 | Government National Mortgage Association | 38378NK51 | Feb 2023 | 396,775 | $2K | 0.00% | DBT |
| 4432 | Federal National Mortgage Association | 31371JWD2 | Feb 2023 | 2,098 | $2K | 0.00% | DBT |
| 4433 | Government National Mortgage Association | 36213BQ62 | Feb 2023 | 2,194 | $2K | 0.00% | DBT |
| 4434 | Freddie Mac | 31298MS81 | Feb 2023 | 2,106 | $2K | 0.00% | DBT |
| 4435 | Federal National Mortgage Association | 31410YU85 | Feb 2023 | 1,946 | $2K | 0.00% | DBT |
| 4436 | MASTR SEASONED SECURITIZATION TRUST | 55265WBD4 | Feb 2023 | 2,027 | $2K | 0.00% | ABS-MBS |
| 4437 | Government National Mortgage Association | 36208PX29 | Feb 2023 | 1,817 | $2K | 0.00% | DBT |
| 4438 | Government National Mortgage Association | 36209YFQ6 | Feb 2023 | 1,811 | $2K | 0.00% | DBT |
| 4439 | N/A | SRA955F3 | Feb 2023 | 145 | $2K | 0.00% | DIR |
| 4440 | Federal National Mortgage Association | 3140QAJA9 | Feb 2023 | 1,781 | $2K | 0.00% | DBT |
| 4441 | Federal National Mortgage Association | 31384V7J5 | Feb 2023 | 1,662 | $2K | 0.00% | DBT |
| 4442 | Freddie Mac | 31397HKD9 | Feb 2023 | 2,184 | $2K | 0.00% | DBT |
| 4443 | Government National Mortgage Association | 36202VGM7 | Feb 2023 | 1,630 | $2K | 0.00% | DBT |
| 4444 | WASHINGTON MUTUAL MSC MORTGAGE CORP | 939336C76 | Feb 2023 | 2,493 | $2K | 0.00% | DBT |
| 4445 | Federal National Mortgage Association | 31359B6Y8 | Feb 2023 | 1,439 | $1K | 0.00% | DBT |
| 4446 | Government National Mortgage Association | 36220ABT1 | Feb 2023 | 1,383 | $1K | 0.00% | DBT |
| 4447 | Government National Mortgage Association | 36178WGN3 | Feb 2023 | 1,477 | $1K | 0.00% | DBT |
| 4448 | GSMPS MORTGAGE LOAN TRUST | 362341LM9 | Feb 2023 | 148,568 | $1K | 0.00% | DBT |
| 4449 | Government National Mortgage Association | 36203KKV5 | Feb 2023 | 1,259 | $1K | 0.00% | DBT |
| 4450 | Freddie Mac | 3128P7A78 | Feb 2023 | 1,256 | $1K | 0.00% | DBT |
| 4451 | Federal National Mortgage Association | 3140K9UP2 | Feb 2023 | 1,274 | $1K | 0.00% | DBT |
| 4452 | Government National Mortgage Association | 36209CSZ0 | Feb 2023 | 1,179 | $1K | 0.00% | DBT |
| 4453 | Government National Mortgage Association | 36207N6Q2 | Feb 2023 | 1,203 | $1K | 0.00% | DBT |
| 4454 | Government National Mortgage Association | 36204DK99 | Feb 2023 | 1,082 | $1K | 0.00% | DBT |
| 4455 | Federal National Mortgage Association | 3136ADXW4 | Feb 2023 | 29,695 | $1K | 0.00% | DBT |
| 4456 | Federal National Mortgage Association | 31413CUH0 | Feb 2023 | 1,077 | $1K | 0.00% | DBT |
| 4457 | Federal National Mortgage Association | 31411DJH3 | Feb 2023 | 1,052 | $1K | 0.00% | DBT |
| 4458 | Government National Mortgage Association | 38374BKX0 | Feb 2023 | 1,065 | $1K | 0.00% | DBT |
| 4459 | Government National Mortgage Association | 36207KLC2 | Feb 2023 | 1,012 | $1K | 0.00% | DBT |
| 4460 | Federal National Mortgage Association | 31411YY72 | Feb 2023 | 993 | $1K | 0.00% | DBT |
| 4461 | Federal National Mortgage Association | 31411WCW5 | Feb 2023 | 968 | $981 | 0.00% | DBT |
| 4462 | Federal National Mortgage Association | 31408C2J4 | Feb 2023 | 846 | $873 | 0.00% | DBT |
| 4463 | Federal National Mortgage Association | 31395DS42 | Feb 2023 | 26,547 | $865 | 0.00% | DBT |
| 4464 | GS Mortgage Securities Corp. Pass-Through Certificates | 36228FAA4 | Feb 2023 | 825 | $772 | 0.00% | ABS-MBS |
| 4465 | Government National Mortgage Association | 36201Q2P7 | Feb 2023 | 705 | $722 | 0.00% | DBT |
| 4466 | Federal National Mortgage Association | 3140FPDJ5 | Feb 2023 | 660 | $659 | 0.00% | DBT |
| 4467 | Federal National Mortgage Association | 31374TWX3 | Feb 2023 | 634 | $650 | 0.00% | DBT |
| 4468 | Federal National Mortgage Association | 31411JLJ3 | Feb 2023 | 641 | $649 | 0.00% | DBT |
| 4469 | Government National Mortgage Association | 36210YUK9 | Feb 2023 | 576 | $583 | 0.00% | DBT |
| 4470 | Government National Mortgage Association | 36213NQN9 | Feb 2023 | 566 | $574 | 0.00% | DBT |
| 4471 | Government National Mortgage Association | 36209AE48 | Feb 2023 | 567 | $574 | 0.00% | DBT |
| 4472 | Government National Mortgage Association | 36207KJW1 | Feb 2023 | 542 | $556 | 0.00% | DBT |
| 4473 | Government National Mortgage Association | 36201UA20 | Feb 2023 | 481 | $488 | 0.00% | DBT |
| 4474 | Government National Mortgage Association | 38374KF73 | Feb 2023 | 419 | $407 | 0.00% | DBT |
| 4475 | Government National Mortgage Association | 36207AHM7 | Feb 2023 | 389 | $388 | 0.00% | DBT |
| 4476 | Government National Mortgage Association | 36201PLF0 | Feb 2023 | 373 | $382 | 0.00% | DBT |
| 4477 | Government National Mortgage Association | 36201A2R8 | Feb 2023 | 366 | $376 | 0.00% | DBT |
| 4478 | Government National Mortgage Association | 36200H5F7 | Feb 2023 | 367 | $372 | 0.00% | DBT |
| 4479 | Government National Mortgage Association | 38376FLM2 | Feb 2023 | 8,879 | $331 | 0.00% | DBT |
| 4480 | Freddie Mac | 3128M6JM1 | Feb 2023 | 287 | $290 | 0.00% | DBT |
| 4481 | Government National Mortgage Association | 36213FEY5 | Feb 2023 | 275 | $279 | 0.00% | DBT |
| 4482 | Government National Mortgage Association | 36200H4A9 | Feb 2023 | 263 | $266 | 0.00% | DBT |
| 4483 | Federal National Mortgage Association | 31391L5L5 | Feb 2023 | 249 | $258 | 0.00% | DBT |
| 4484 | Federal National Mortgage Association | 31403DLY3 | Feb 2023 | 235 | $244 | 0.00% | DBT |
| 4485 | Government National Mortgage Association | 36208T4S6 | Feb 2023 | 234 | $240 | 0.00% | DBT |
| 4486 | Government National Mortgage Association | 38374YVW0 | Feb 2023 | 27,306 | $236 | 0.00% | DBT |
| 4487 | Government National Mortgage Association | 36209WQT2 | Feb 2023 | 208 | $213 | 0.00% | DBT |
| 4488 | Government National Mortgage Association | 36225BWB0 | Feb 2023 | 192 | $194 | 0.00% | DBT |
| 4489 | Government National Mortgage Association | 36210SP28 | Feb 2023 | 188 | $187 | 0.00% | DBT |
| 4490 | Federal National Mortgage Association | 31386DTP5 | Feb 2023 | 182 | $181 | 0.00% | DBT |
| 4491 | Freddie Mac | 3131YARW2 | Feb 2023 | 169 | $168 | 0.00% | DBT |
| 4492 | Government National Mortgage Association | 36212U2D2 | Feb 2023 | 148 | $151 | 0.00% | DBT |
| 4493 | Freddie Mac | 31292GK96 | Feb 2023 | 149 | $149 | 0.00% | DBT |
| 4494 | Government National Mortgage Association | 36211ACK0 | Feb 2023 | 141 | $145 | 0.00% | DBT |
| 4495 | Government National Mortgage Association | 36213Q3H0 | Feb 2023 | 144 | $144 | 0.00% | DBT |
| 4496 | Government National Mortgage Association | 36200N3C3 | Feb 2023 | 127 | $131 | 0.00% | DBT |
| 4497 | Government National Mortgage Association | 36202UA94 | Feb 2023 | 125 | $127 | 0.00% | DBT |
| 4498 | Government National Mortgage Association | 36209LH82 | Feb 2023 | 99 | $101 | 0.00% | DBT |
| 4499 | Government National Mortgage Association | 36210PWX8 | Feb 2023 | 77 | $78 | 0.00% | DBT |
| 4500 | Government National Mortgage Association | 36210AXZ5 | Feb 2023 | 64 | $65 | 0.00% | DBT |
| 4501 | Government National Mortgage Association | 36208ECC5 | Feb 2023 | 52 | $53 | 0.00% | DBT |
| 4502 | Government National Mortgage Association | 38374TDP6 | Feb 2023 | 4,693 | $41 | 0.00% | DBT |
| 4503 | Government National Mortgage Association | 36201BBQ8 | Feb 2023 | 22 | $22 | 0.00% | DBT |
| 4504 | Federal National Mortgage Association | 31371LCR8 | Feb 2023 | 14 | $14 | 0.00% | DBT |
| 4505 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST | 46627QBE7 | Feb 2023 | 162,069 | $7 | 0.00% | DBT |
| 4506 | BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC. | 07383F6S2 | Feb 2023 | 1,690 | $2 | 0.00% | DBT |
| 4507 | CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES | 12513XAN2 | Feb 2023 | 57,130 | $0 | 0.00% | DBT |
| 4508 | Government National Mortgage Association 2 | 36179T4R3 | Feb 2023 | 0 | $0 | 0.00% | DBT |
| 4509 | Freddie Mac | 3131Y0TL6 | Feb 2023 | 0 | $0 | 0.00% | DBT |
| 4510 | Federal National Mortgage Association | 3140JWQW3 | Feb 2023 | 0 | $0 | 0.00% | DBT |
| 4511 | Freddie Mac | 3132DNB36 | Feb 2023 | 0 | $0 | 0.00% | DBT |
| 4512 | N/A | 524ESCXA3 | Feb 2023 | 20,630,000 | $0 | 0.00% | DBT |
| 4513 | Federal National Mortgage Association | 3140Q9T45 | Feb 2023 | 0 | $0 | 0.00% | DBT |
| 4514 | Freddie Mac | 3131YCNB8 | Feb 2023 | 0 | $0 | 0.00% | DBT |
| 4515 | N/A | 524ESC7M6 | Feb 2023 | 10,370,000 | $0 | 0.00% | DBT |
| 4516 | N/A | 524ESCR36 | Feb 2023 | 4,040,000 | $0 | 0.00% | DBT |
| 4517 | Federal National Mortgage Association | 3140XDUT1 | Feb 2023 | 0 | $0 | 0.00% | DBT |
| 4518 | Federal National Mortgage Association | 3140QC6G6 | Feb 2023 | 0 | $0 | 0.00% | DBT |
| 4519 | N/A | SRA96F3 | Feb 2023 | -145 | $-906 | -0.00% | DIR |
| 4520 | 3 Month SOFR Opt Sep23C 98.75 | SRA9875I3 | Feb 2023 | -297 | $-1856 | -0.00% | DIR |
| 4521 | N/A | SRA96625L3 | Feb 2023 | -143 | $-8938 | -0.00% | DIR |
| 4522 | EURO | N/A | Feb 2023 | 1 | $-10867 | -0.00% | DFE |
| 4523 | N/A | 1TY116D3 | Feb 2023 | -658 | $-20562 | -0.00% | DIR |
| 4524 | BROKER: GOLDMAN SACHS | N/A | Feb 2023 | 25,630,000 | $-24158 | -0.00% | DIR |
| 4525 | N/A | SRA965L3 | Feb 2023 | -506 | $-37950 | -0.00% | DIR |
| 4526 | N/A | 1FV1W107O3 | Feb 2023 | -280 | $-63438 | -0.00% | DIR |
| 4527 | CANADIAN DOLLAR | N/A | Feb 2023 | 1 | $-63594 | -0.00% | DFE |
| 4528 | N/A | 1FV1W107C3 | Feb 2023 | -280 | $-78750 | -0.00% | DIR |
| 4529 | AUSTRALIAN DOLLAR | N/A | Feb 2023 | 1 | $-84381 | -0.00% | DFE |
| 4530 | SOFR 1yr MidCurve Dec23P 95.38 | SN95375X3 | Feb 2023 | -436 | $-209825 | -0.00% | DIR |
| 4531 | N/A | 1FV10875P3 | Feb 2023 | -213 | $-384398 | -0.01% | DIR |
| 4532 | N/A | 1TY113P3 | Feb 2023 | -308 | $-534188 | -0.01% | DIR |
| 4533 | N/A | 1TY115P3 | Feb 2023 | -417 | $-1426922 | -0.02% | DIR |
| 4534 | BRK: CITIGROUP | N/A | Feb 2023 | 28,610,000 | $-2019427 | -0.03% | DIR |
| 4535 | BRK: CITIGROUP | N/A | Feb 2023 | 42,325,000 | $-3017940 | -0.04% | DIR |
| 4536 | United States of America | 1TNM3 | Feb 2023 | -33 | $-3867188 | -0.05% | DIR |
| 4537 | BRK: CITIGROUP | N/A | Feb 2023 | 65,735,000 | $-4019859 | -0.05% | DIR |
| 4538 | BRK: CITIGROUP | N/A | Feb 2023 | 57,220,000 | $-4088455 | -0.05% | DIR |
| 4539 | United States of America | 1TUM3 | Feb 2023 | -28 | $-5704344 | -0.08% | DIR |
| 4540 | N/A | N/A | Feb 2023 | -9,780,883 | $-9780883 | -0.13% | DBT |
| 4541 | FEDERAL NATIONAL MORTGAGE ASSOC * | 01F032633 | Feb 2023 | -14,100,000 | $-12834305 | -0.17% | DBT |
| 4542 | United States of America | USM3 | Feb 2023 | -265 | $-33182969 | -0.44% | DIR |
| 4543 | N/A | SRAZ3 | Feb 2023 | -268 | $-63482500 | -0.85% | DO |
| 4544 | United States of America | 1TNM3 | Feb 2023 | -646 | $-75703125 | -1.01% | DIR |
| 4545 | N/A | SRAH25 | Feb 2023 | -560 | $-134904000 | -1.81% | DO |
| 4546 | N/A | SRAZ24 | Feb 2023 | -794 | $-190917300 | -2.56% | DO |