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Asset Allocation Fund

AMERICAN FUNDS INSURANCE SERIES

Assets: $27.0B Net: $25.3B Series: S000008796 EDGAR ↗
+234
New
-132
Exited
1593
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 CAPITAL GROUP CENTRAL CASH FUND 14020B102 Jun 2023 24,073,730 +21,952,113 $2.41B +113380.1% 9.52% STIV
2 MICROSOFT CORP MSFT Jun 2023 3,468,640 +87,000 $1.18B +21.2% 4.67% EC
3 BROADCOM INC AVGO Jun 2023 1,202,067 -25,000 $1.04B +32.5% 4.12% EC
4 CAPITAL GROUP CENTRAL CORPORATE BOND FUND 14020L100 Jun 2023 123,615,102 -24,624,664 $1.02B -17.9% 4.05% EC
5 PHILIP MORRIS INTERNATIONAL INC PM Jun 2023 8,973,171 — $876.0M +0.4% 3.46% EC
6 META PLATFORMS INC META Jun 2023 1,777,348 — $510.1M +35.4% 2.02% EC
7 ARAMARK ARMK Jun 2023 10,375,152 -1,000,000 $446.7M +9.7% 1.77% EC
8 NORTHROP GRUMMAN CORP NOC Jun 2023 933,553 — $425.5M -1.3% 1.68% EC
9 UNITEDHEALTH GROUP INC UNH Jun 2023 877,396 — $421.7M +1.7% 1.67% EC
10 HOME DEPOT INC HD Jun 2023 1,255,700 — $390.1M +5.3% 1.54% EC
11 ALPHABET INC GOOG Jun 2023 3,009,502 — $364.1M +16.3% 1.44% EC
12 ASML HOLDING NV ASML Jun 2023 487,911 +476,673 $353.6M +3312147.0% 1.40% EC
13 CANADIAN NATURAL RESOURCES LTD CNQ Jun 2023 5,852,700 — $329.1M +1.6% 1.30% EC
14 JOHNSON & JOHNSON JNJ Jun 2023 1,847,058 +447,058 $305.7M +40.9% 1.21% EC
15 CHARTER COMMUNICATIONS INC CHTR Jun 2023 821,000 — $301.6M +2.7% 1.19% EC
16 AON PLC AON Jun 2023 806,892 New $278.5M — 1.10% EC
17 CORTEVA INC CTVA Jun 2022 4,615,508 — $264.5M -5.0% 1.05% EC
18 BOEING CO BA Jun 2023 1,219,206 — $257.4M -0.6% 1.02% EC
19 BOOKING HOLDINGS INC BKNG Jun 2023 92,416 — $249.6M +1.8% 0.99% EC
20 GILEAD SCIENCES INC GILD Jun 2023 3,115,000 — $240.1M -7.1% 0.95% EC
21 HUMANA INC HUM Jun 2023 500,000 — $223.6M -7.9% 0.88% EC
22 TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD TSM Jun 2023 2,167,000 +266,900 $218.7M +23.7% 0.86% EC
23 APOLLO GLOBAL MANAGEMENT INC APO Jun 2022 2,630,627 — $202.1M +21.6% 0.80% EC
24 NESTLE SA NESN Jun 2023 1,677,000 New $201.8M — 0.80% EC
25 NETFLIX INC NFLX Jun 2023 437,545 +53,018 $192.7M +45.1% 0.76% EC
26 ELI LILLY AND CO LLY Jun 2023 400,469 — $187.8M +36.6% 0.74% EC
27 ROYAL CARIBBEAN CRUISES LTD RCL Jun 2023 1,748,724 New $181.4M — 0.72% EC
28 VERTEX PHARMACEUTICALS INC VRTX Jun 2023 505,500 — $177.9M +11.7% 0.70% EC
29 ABBOTT LABORATORIES ABT Jun 2023 1,600,000 — $174.4M +7.7% 0.69% EC
30 MKS INSTRUMENTS INC MKSI Jun 2023 1,600,000 — $173.0M +22.0% 0.68% EC
31 TE CONNECTIVITY LTD TEL Jun 2023 1,120,708 New $157.1M — 0.62% EC
32 LVMH MOET HENNESSY LOUIS VUITTON SE MC Jun 2023 165,700 New $156.4M — 0.62% EC
33 LOCKHEED MARTIN CORP LMT Jun 2023 338,500 — $155.8M -2.6% 0.62% EC
34 GENERAL MOTORS CO GM Jun 2023 4,000,000 — $154.2M +5.1% 0.61% EC
35 REGENERON PHARMACEUTICALS INC REGN Jun 2023 213,795 +26,575 $153.6M -0.1% 0.61% EC
36 CATERPILLAR INC CAT Jun 2022 618,000 — $152.1M +7.5% 0.60% EC
37 ABBVIE INC ABBV Jun 2022 1,089,767 — $146.8M -15.5% 0.58% EC
38 L3HARRIS TECHNOLOGIES INC LHX Jun 2023 744,000 -350,000 $145.7M -32.2% 0.58% EC
39 COMCAST CORP CMCSA Jun 2023 3,423,000 — $142.2M +9.6% 0.56% EC
40 UNIFORM MBS 01F022683 Jun 2022 166,370,000 New $141.3M — 0.56% ABS-MBS
41 SYNCHRONY FINANCIAL SYF Jun 2023 4,100,000 — $139.1M +16.6% 0.55% EC
42 CONOCOPHILLIPS COP Jun 2023 1,252,000 — $129.7M +4.4% 0.51% EC
43 ORACLE CORP ORCL — 1,083,246 +450,046 $129.0M +119.3% 0.51% EC
44 PFIZER INC PFE Jun 2023 3,440,135 -1,933,577 $126.2M -42.4% 0.50% EC
45 CENOVUS ENERGY INC CVE Jun 2022 7,300,000 — $124.0M -2.7% 0.49% EC
46 ALPHABET INC GOOGL Dec 2021 1,014,477 -272,614 $121.4M -9.0% 0.48% EC
47 MOSAIC COMPANY (THE) MOS Jun 2022 3,321,012 — $116.2M -23.7% 0.46% EC
48 ENTAIN PLC ENT Jun 2023 7,000,000 New $113.7M — 0.45% EC
49 DR HORTON INC DHI Jun 2022 870,000 — $105.9M +24.6% 0.42% EC
50 JPMORGAN CHASE & CO JPM Jun 2023 725,000 — $105.4M +11.6% 0.42% EC
51 ARTHUR J GALLAGHER & CO AJG — 476,724 — $104.7M +14.8% 0.41% EC
52 AMAZON.COM INC AMZN Jun 2023 800,000 -400,000 $104.3M -15.9% 0.41% EC
53 UNIFORM MBS 01F050676 — 103,735,991 New $101.7M — 0.40% ABS-MBS
54 LINDE PLC (NEW) LIN Jun 2023 261,370 New $99.6M — 0.39% EC
55 TARGET CORP TGT Jun 2022 750,000 — $98.9M -20.4% 0.39% EC
56 ARES MANAGEMENT CORP ARES Jun 2023 1,015,403 — $97.8M +15.5% 0.39% EC
57 UNITED STATES TREASURY 91282CER8 Jun 2022 100,000,000 — $97.4M -0.4% 0.38% DBT
58 UNITED STATES TREASURY 912828YL8 Jun 2023 100,520,150 +1,368,500 $97.0M +0.1% 0.38% DBT
59 CAPITAL ONE FINANCIAL CORP COF Jun 2023 850,000 — $93.0M +13.7% 0.37% EC
60 APPLE INC AAPL Jun 2023 474,122 +40,922 $92.0M +28.7% 0.36% EC
61 ARCHER-DANIELS-MIDLAND CO ADM Jun 2023 1,200,000 — $90.7M -5.1% 0.36% EC
62 UNITED STATES TREASURY 91282CET4 Jun 2022 96,250,000 — $90.4M -2.0% 0.36% DBT
63 CSX CORP CSX Jun 2023 2,628,369 — $89.6M +13.9% 0.35% EC
64 UNITED STATES TREASURY 91282CFM8 — 90,000,000 — $89.5M -2.4% 0.35% DBT
65 BRISTOL-MYERS SQUIBB CO BMY Jun 2022 1,374,818 — $87.9M -7.7% 0.35% EC
66 UNIFORM MBS 01F040677 — 89,847,602 New $84.3M — 0.33% ABS-MBS
67 BLUE OWL CAPITAL INC OWL Dec 2021 7,085,161 — $82.5M +5.1% 0.33% EC
68 NUCOR CORP NUE Jun 2023 500,000 — $82.0M +6.2% 0.32% EC
69 ROYAL GOLD INC RGLD Jun 2023 700,000 — $80.3M -11.5% 0.32% EC
70 ETSY INC ETSY Dec 2021 945,985 +105,407 $80.0M -14.5% 0.32% EC
71 DARDEN RESTAURANTS INC DRI Jun 2023 478,474 +336,474 $79.9M +262.8% 0.32% EC
72 WALT DISNEY CO DIS — 874,000 — $78.0M -10.8% 0.31% EC
73 WHEATON PRECIOUS METALS CORP WPM Jun 2023 1,785,000 — $77.1M -10.3% 0.30% EC
74 MASTERCARD INC MA Jun 2023 195,977 — $77.1M +8.2% 0.30% EC
75 UNIFORM MBS 01F032674 — 83,843,000 New $76.4M — 0.30% ABS-MBS
76 SNOWFLAKE INC SNOW — 432,116 — $76.0M +14.1% 0.30% EC
77 UNITED STATES TREASURY 91282CHE4 — 77,126,000 New $75.4M — 0.30% DBT
78 ALTRIA GROUP INC MO Jun 2023 1,570,000 — $71.1M +1.5% 0.28% EC
79 CME GROUP INC CME Jun 2023 380,200 — $70.4M -3.3% 0.28% EC
80 DISCOVER FINANCIAL SERVICES DFS — 600,000 — $70.1M +18.2% 0.28% EC
81 BLACKSTONE INC BX Jun 2023 737,500 — $68.6M +5.8% 0.27% EC
82 BURLINGTON STORES INC BURL — 431,484 — $67.9M -22.1% 0.27% EC
83 INTERCONTINENTAL EXCHANGE INC ICE Jun 2023 599,487 +61,000 $67.8M +20.7% 0.27% EC
84 CENTENE CORP CNC Jun 2023 1,004,000 — $67.7M +6.7% 0.27% EC
85 MOLINA HEALTHCARE INC MOH — 222,959 — $67.2M +12.6% 0.27% EC
86 ASTRAZENECA PLC AZN Jun 2023 461,000 New $66.0M — 0.26% EC
87 TAKE-TWO INTERACTIVE SOFTWARE INC TTWO — 445,000 New $65.5M — 0.26% EC
88 UNITED STATES TREASURY 91282CGN5 — 65,500,000 -702,000 $65.0M -2.8% 0.26% DBT
89 GINNIE MAE II POOL 21H030674 Jun 2022 71,862,691 New $64.2M — 0.25% ABS-MBS
90 UNIFORM MBS 01F042673 — 66,763,021 New $64.2M — 0.25% ABS-MBS
91 ZOOMINFO TECHNOLOGIES INC ZI — 2,500,000 — $63.5M +2.8% 0.25% EC
92 VICI PROPERTIES INC VICI Jun 2023 2,004,628 -764,526 $63.0M -30.2% 0.25% EC
93 UNIFORM MBS 01F020687 Jun 2022 76,600,000 New $62.6M — 0.25% ABS-MBS
94 THERMO FISHER SCIENTIFIC INC TMO Jun 2023 116,000 — $60.5M -9.5% 0.24% EC
95 UNITED STATES TREASURY 912810TN8 — 61,360,000 New $58.8M — 0.23% DBT
96 ADIDAS AG ADS Jun 2023 301,543 New $58.5M — 0.23% EC
97 DELTA AIR LINES INC DAL — 1,224,213 +802,000 $58.2M +294.7% 0.23% EC
98 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XFWH0 — 64,987,802 -1,626,630 $58.0M -4.5% 0.23% ABS-MBS
99 GINNIE MAE II POOL 21H020675 — 68,784,086 New $57.8M — 0.23% ABS-MBS
100 UNIFORM MBS 01F022675 — 66,965,000 New $56.8M — 0.22% ABS-MBS
101 HESS CORP HES Jun 2022 400,000 — $54.4M +2.7% 0.21% EC
102 UNIFORM MBS 01F030686 Jun 2022 61,480,000 New $54.2M — 0.21% ABS-MBS
103 GAMING AND LEISURE PROPERTIES INC GLPI Dec 2021 1,101,246 -492,320 $53.4M -35.7% 0.21% EC
104 CONSTELLATION SOFTWARE INC CSU — 25,700 — $53.2M +10.2% 0.21% EC
105 UNITED STATES TREASURY 912810TD0 Jun 2022 72,025,000 — $52.0M -3.2% 0.21% DBT
106 UNIFORM MBS 01F020679 — 63,714,000 New $52.0M — 0.21% ABS-MBS
107 UNITED STATES TREASURY 91282CHC8 — 52,556,000 New $50.8M — 0.20% DBT
108 CARBON HEALTH TECHNOLOGIES INC N/A Jun 2023 4,955,500 New $50.7M — 0.20% EP
109 LUNDIN MINING CORP LUN — 6,465,000 +419,100 $50.7M +23.4% 0.20% EC
110 CENTERPOINT ENERGY INC CNP Jun 2022 1,717,846 — $50.1M -1.1% 0.20% EC
111 EQUINIX INC EQIX Jun 2023 63,445 — $49.7M +8.7% 0.20% EC
112 ALNYLAM PHARMACEUTICALS INC ALNY Jun 2022 261,834 — $49.7M -5.2% 0.20% EC
113 FIRST QUANTUM MINERALS LTD FM Jun 2023 2,100,000 — $49.7M +2.9% 0.20% EC
114 FRANCO-NEVADA CORP FNV Jun 2023 347,089 — $49.5M -2.3% 0.20% EC
115 ZOETIS INC ZTS Jun 2022 279,361 — $48.1M +3.5% 0.19% EC
116 UNITED STATES TREASURY 91282CDX6 Jun 2022 54,535,954 +742,392 $48.0M -2.3% 0.19% DBT
117 UNITED STATES TREASURY 91282CEM9 Jun 2022 50,000,000 — $46.9M -2.3% 0.19% DBT
118 BRITISH AMERICAN TOBACCO PLC BTI Jun 2023 1,409,481 — $46.8M -5.5% 0.18% EC
119 HALLIBURTON CO HAL — 1,410,700 New $46.5M — 0.18% EC
120 UNITED STATES TREASURY 91282CEP2 Jun 2022 50,000,000 — $46.3M -2.6% 0.18% DBT
121 AVENUE SUPERMARTS LTD DMART Jun 2023 970,539 New $46.1M — 0.18% EC
122 UNITED STATES TREASURY 91282CGP0 — 46,200,000 -32,953,000 $45.9M -43.1% 0.18% DBT
123 UNIFORM MBS 01F052672 — 44,759,917 New $44.5M — 0.18% ABS-MBS
124 UNITED STATES TREASURY 912810SG4 Jun 2023 51,244,800 +697,850 $44.1M -1.7% 0.17% DBT
125 ATI INC ATI Jun 2023 970,000 — $42.9M +12.1% 0.17% EC
126 BROOKFIELD CORP BN — 1,260,000 — $42.4M +3.3% 0.17% EC
127 S&P GLOBAL INC SPGI Jun 2023 102,000 — $40.9M +16.3% 0.16% EC
128 UNITED STATES TREASURY 91282CBH3 Jun 2023 45,000,000 — $40.4M -1.1% 0.16% DBT
129 NVIDIA CORP NVDA Jun 2023 95,291 -35,585 $40.3M +10.9% 0.16% EC
130 DOLLAR GENERAL CORP DG Jun 2023 236,327 +146,127 $40.1M +111.4% 0.16% EC
131 NOVO NORDISK AS NOVOB Jun 2023 246,400 New $39.8M — 0.16% EC
132 YUM! BRANDS INC YUM Jun 2022 277,000 — $38.4M +4.9% 0.15% EC
133 UNITED STATES TREASURY 91282CBQ3 Jun 2023 42,515,000 — $38.2M -1.2% 0.15% DBT
134 UNIFORM MBS 01F060675 — 36,852,155 New $37.2M — 0.15% ABS-MBS
135 UNIFORM MBS 01F052680 — 36,910,000 New $36.7M — 0.15% ABS-MBS
136 BRITISH AMERICAN TOBACCO PLC BATS Jun 2023 1,080,000 New $35.8M — 0.14% EC
137 UNIFORM MBS 01F040685 Jun 2022 37,710,000 New $35.4M — 0.14% ABS-MBS
138 GENERAL ELECTRIC CO GE — 318,583 — $35.0M +14.9% 0.14% EC
139 ACTIVISION BLIZZARD INC ATVI Jun 2023 400,000 — $33.7M -1.5% 0.13% EC
140 UNITED STATES TREASURY 912810TA6 Dec 2021 47,854,000 — $33.6M -3.0% 0.13% DBT
141 UNIFORM MBS 01F060683 — 32,226,845 New $32.5M — 0.13% ABS-MBS
142 MEDIATEK INC 2454 Jun 2023 1,463,000 New $32.5M — 0.13% EC
143 GINNIE MAE II POOL 21H042679 — 33,457,000 New $32.3M — 0.13% ABS-MBS
144 AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5 05377RHC1 — 32,377,000 New $32.1M — 0.13% ABS-O
145 UNITED STATES TREASURY 912828ZV5 Jun 2023 36,300,000 — $31.3M -1.6% 0.12% DBT
146 CHEVRON CORP CVX Jun 2023 187,421 — $29.5M -3.6% 0.12% EC
147 MORGAN STANLEY MS — 339,372 — $29.0M -2.7% 0.11% EC
148 UNITED STATES TREASURY 91282CGM7 — 29,540,000 -74,668,000 $28.8M -72.4% 0.11% DBT
149 COSTCO WHOLESALE CORP COST Jun 2023 52,600 +26,600 $28.3M +119.2% 0.11% EC
150 TRUPANION INC TRUP — 1,429,966 New $28.1M — 0.11% EC
151 MONCLER SPA MONC Jun 2023 395,000 New $27.3M — 0.11% EC
152 DOLLAR TREE INC DLTR — 185,000 — $26.5M -0.0% 0.10% EC
153 FEDERAL HOME LOAN MORTGAGE CORP 3132DWAF0 — 32,109,635 -533,136 $26.4M -2.5% 0.10% ABS-MBS
154 RAYTHEON TECHNOLOGIES CORP RTX Dec 2021 269,433 -125,567 $26.4M -31.8% 0.10% EC
155 UNITED STATES TREASURY 91282CGL9 — 26,676,000 -561,000 $26.3M -4.0% 0.10% DBT
156 CARLYLE GROUP INC/THE CG — 814,688 New $26.0M — 0.10% EC
157 BANK OF AMERICA CORP BAC Jun 2023 899,300 -2,100,700 $25.8M -69.9% 0.10% EC
158 UNITED STATES TREASURY 912810TS7 — 25,703,000 New $25.1M — 0.10% DBT
159 TRACTOR SUPPLY CO TSCO — 112,000 New $24.8M — 0.10% EC
160 UNITED STATES TREASURY 912828H45 Jun 2022 25,620,200 +348,800 $24.6M -0.5% 0.10% DBT
161 UNITED STATES TREASURY 912810SR0 Jun 2023 37,775,000 — $24.5M -2.7% 0.10% DBT
162 WELLS FARGO & CO WFC Jun 2022 570,000 — $24.3M +14.2% 0.10% EC
163 FEDERAL HOME LOAN MORTGAGE CORP 3133KL2V8 — 29,596,635 -608,171 $24.3M -3.2% 0.10% ABS-MBS
164 NUTRIEN LTD NTR Jun 2022 400,272 — $23.6M -20.1% 0.09% EC
165 UNITED AIRLINES HOLDINGS INC UAL — 421,388 — $23.1M +24.0% 0.09% EC
166 PAYCHEX INC PAYX Dec 2021 205,595 — $23.0M -2.4% 0.09% EC
167 UNITED STATES TREASURY 912828Z94 Jun 2023 26,651,000 — $22.8M -2.3% 0.09% DBT
168 CONCENTRIX CORP CNXC — 282,626 — $22.8M -33.6% 0.09% EC
169 HUNTINGTON INGALLS INDUSTRIES INC HII — 100,000 — $22.8M +9.9% 0.09% EC
170 AMETEK INC AME Dec 2021 140,000 — $22.7M +11.4% 0.09% EC
171 SOUTHWEST AIRLINES CO LUV — 623,800 New $22.6M — 0.09% EC
172 SEAGEN INC SGEN — 115,000 -500,000 $22.1M -82.2% 0.09% EC
173 UNIFORM MBS 01F012478 Jun 2022 25,420,000 New $21.9M — 0.09% ABS-MBS
174 UNIFORM MBS 01F042681 Jun 2022 22,800,000 New $21.9M — 0.09% ABS-MBS
175 UNITED STATES TREASURY 9128286N5 Jun 2022 22,470,008 +305,946 $21.9M +0.5% 0.09% DBT
176 UNITED STATES TREASURY 91282CDL2 Dec 2021 25,000,000 — $21.9M -2.0% 0.09% DBT
177 COPART INC CPRT Jun 2023 232,000 — $21.2M +21.3% 0.08% EC
178 FEDERAL HOME LOAN MORTGAGE CORP 3133KYT41 — 24,288,617 New $20.8M — 0.08% ABS-MBS
179 CHART INDUSTRIES INC GTLS Jun 2023 130,200 — $20.8M +27.4% 0.08% EC
180 CHIPOTLE MEXICAN GRILL INC CMG Jun 2023 9,709 — $20.8M +25.2% 0.08% EC
181 ANTIN INFRASTRUCTURE PARTNERS SA ANTIN Jun 2023 1,243,300 New $20.2M — 0.08% EC
182 LONDON STOCK EXCHANGE GROUP PLC LSEG Jun 2023 189,000 New $20.0M — 0.08% EC
183 NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1 643821AA9 Dec 2021 23,051,000 — $19.7M -1.2% 0.08% ABS-O
184 APPLIED MATERIALS INC AMAT Dec 2021 135,000 — $19.5M +17.7% 0.08% EC
185 ROTECH HEALTHCARE INC (NEW) 778669200 Jun 2023 184,138 — $19.3M -1.9% 0.08% EC
186 YETI HOLDINGS INC YETI — 495,471 — $19.2M -2.9% 0.08% EC
187 SEMPRA ENERGY SRE — 132,039 — $19.2M -3.7% 0.08% EC
188 CROWN CASTLE INC CCI Jun 2023 166,000 — $18.9M -14.9% 0.07% EC
189 ABCELLERA BIOLOGICS INC ABCL Jun 2023 2,871,293 — $18.5M -14.3% 0.07% EC
190 UNITED STATES TREASURY 912810ST6 Jun 2023 27,694,600 — $18.5M -2.9% 0.07% DBT
191 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XFKT7 Jun 2022 22,069,140 -354,512 $17.9M -2.8% 0.07% ABS-MBS
192 ASTRAZENECA PLC AZN — 249,881 — $17.9M +3.1% 0.07% EC
193 UNIFORM MBS 01F030678 Jun 2022 19,499,000 New $17.2M — 0.07% ABS-MBS
194 NASDAQ INC NDAQ Jun 2023 336,300 -762,000 $16.8M -72.1% 0.07% EC
195 UNITED STATES TREASURY 91282CHF1 — 17,000,000 New $16.8M — 0.07% DBT
196 ELEVANCE HEALTH INC ELV — 37,542 — $16.7M -3.4% 0.07% EC
197 UNITED STATES TREASURY 912828ZQ6 Jun 2023 20,225,000 — $16.2M -2.2% 0.06% DBT
198 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAE1 Jun 2023 17,790,000 — $16.0M -1.0% 0.06% DBT
199 HEICO CORP HEI — 88,528 — $15.7M +3.4% 0.06% EC
200 GINNIE MAE II POOL 21H022671 Jun 2022 18,015,885 New $15.6M — 0.06% ABS-MBS
201 GODADDY INC GDDY Dec 2021 207,378 -73,622 $15.6M -28.7% 0.06% EC
202 SYNOPSYS INC SNPS — 35,500 — $15.5M +12.7% 0.06% EC
203 UNIFORM MBS 01F062671 — 14,692,922 New $15.0M — 0.06% ABS-MBS
204 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X6UC3 Jun 2023 16,165,719 -383,252 $14.9M -4.4% 0.06% ABS-MBS
205 MICROSTRATEGY INC MSTR Dec 2021 43,100 -53,000 $14.8M -47.5% 0.06% EC
206 EQUIFAX INC EFX — 61,931 — $14.6M +16.0% 0.06% EC
207 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QMRG1 — 16,836,309 -274,587 $14.4M -3.2% 0.06% ABS-MBS
208 FEDERAL HOME LOAN MORTGAGE CORP 3132DVLH6 Jun 2023 17,288,276 -362,859 $14.3M -3.3% 0.06% ABS-MBS
209 NGL ENERGY OPERATING LLC 62922LAA6 Jun 2023 14,165,000 — $14.0M +2.1% 0.06% DBT
210 EXXON MOBIL CORP XOM — 129,835 — $13.9M -2.2% 0.06% EC
211 PROGRESSIVE CORP (THE) PGR Jun 2023 105,000 — $13.9M -7.5% 0.05% EC
212 ONEMAIN HOLDINGS INC OMF Dec 2021 300,000 — $13.1M +17.8% 0.05% EC
213 CONSTELLATION ENERGY CORP CEG Jun 2022 138,666 — $12.7M +16.6% 0.05% EC
214 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X8NP8 — 13,980,142 -311,041 $12.5M -4.2% 0.05% ABS-MBS
215 KARUNA THERAPEUTICS INC KRTX — 57,100 — $12.4M +19.4% 0.05% EC
216 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EAW0 Jun 2022 14,380,103 -296,556 $12.2M -3.7% 0.05% ABS-MBS
217 FIRSTENERGY CORP FE — 307,000 — $11.9M -2.9% 0.05% EC
218 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-3 02582JJV3 — 12,228,000 — $11.9M -1.3% 0.05% ABS-O
219 DIEBOLD NIXDORF INC 25365TAK8 — 12,450,074 New $11.8M — 0.05% LON
220 MANHATTAN WEST OMW_20-OMW 563136AA8 Jun 2023 13,772,000 — $11.8M -0.9% 0.05% ABS-CBDO
221 DISCOVER CARD EXECUTION NOTE TRUST DCENT_18-A6 254683CJ2 — 11,400,000 — $11.4M +0.0% 0.05% ABS-O
222 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XFFY2 — 12,475,724 -323,256 $11.0M -4.1% 0.04% ABS-MBS
223 TENET HEALTHCARE CORP 88033GCZ1 — 11,225,000 — $10.9M -0.7% 0.04% DBT
224 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140JBPW0 — 11,168,487 -367,565 $10.8M -5.0% 0.04% ABS-MBS
225 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QEKF8 — 12,355,429 -237,719 $10.6M -3.6% 0.04% ABS-MBS
226 GLOBAL SC FINANCE VII SRL 37959PAC1 Jun 2023 11,908,223 -462,422 $10.6M -5.5% 0.04% ABS-O
227 GINNIE MAE II POOL 21H030682 — 11,800,000 New $10.6M — 0.04% ABS-MBS
228 STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI 78457JAA0 Jun 2022 10,709,000 — $10.4M +0.7% 0.04% ABS-CBDO
229 AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1 05377REH3 Jun 2023 11,617,000 — $10.2M -0.9% 0.04% ABS-O
230 UNITED STATES TREASURY 91282CDN8 Jun 2022 10,725,000 — $10.1M -0.7% 0.04% DBT
231 BRIDGEPOINT GROUP PLC BPT Jun 2023 3,872,625 New $10.0M — 0.04% EC
232 PPM CLO LTD PPMC_22-6 69377WAA7 — 9,947,000 — $10.0M +0.1% 0.04% ABS-O
233 AMERICAN INTERNATIONAL GROUP INC 026874DQ7 Jun 2023 10,533,000 — $9.9M -0.4% 0.04% DBT
234 FEDERAL HOME LOAN MORTGAGE CORP 3132DWHT3 — 9,919,426 New $9.9M — 0.04% ABS-MBS
235 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128P8DR9 Jun 2023 10,459,033 -273,467 $9.7M -4.0% 0.04% ABS-MBS
236 GINNIE MAE II POOL 21H040673 Jun 2022 10,028,000 New $9.5M — 0.04% ABS-MBS
237 UNITED STATES TREASURY 912810SL3 Jun 2023 13,825,000 — $9.5M -3.4% 0.04% DBT
238 UNITED STATES TREASURY 91282CDP3 Jun 2022 10,900,000 — $9.5M -2.1% 0.04% DBT
239 FORD CREDIT AUTO OWNER TRUST FORDR_18-1 34532RAA4 Jun 2023 9,605,000 — $9.2M -1.0% 0.04% ABS-O
240 HSBC HOLDINGS PLC 404280DV8 — 8,862,000 +1,512,000 $9.1M +18.2% 0.04% DBT
241 FIRST QUANTUM MINERALS LTD 335934AL9 Jun 2023 9,004,000 -2,346,000 $9.0M -20.7% 0.04% DBT
242 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_18-9 02582JJK7 — 9,000,000 — $9.0M +0.0% 0.04% ABS-O
243 VERIZON MASTER TRUST VZMT_23-3 92348KBP7 — 8,981,000 New $8.9M — 0.04% ABS-O
244 CLEVELAND-CLIFFS INC 185899AH4 Jun 2023 9,000,000 — $8.8M -1.4% 0.03% DBT
245 UNIFORM MBS 01F032682 Jun 2022 9,500,000 New $8.7M — 0.03% ABS-MBS
246 KLA CORP KLAC Dec 2021 17,862 — $8.7M +21.5% 0.03% EC
247 GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND 38141W273 Jun 2023 8,631,344 +2,421,628 $8.6M +39.0% 0.03% EC
248 UNITED STATES TREASURY 912810TL2 — 8,369,000 -54,964,000 $8.6M -87.2% 0.03% DBT
249 FEDERAL HOME LOAN MORTGAGE CORP 3133KMM77 — 9,974,305 -200,853 $8.5M -4.1% 0.03% ABS-MBS
250 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QMJY1 — 9,575,926 -186,246 $8.5M -3.5% 0.03% ABS-MBS
251 SEACO_20-1 37959PAA5 Jun 2023 9,517,280 -381,629 $8.5M -5.8% 0.03% ABS-O
252 TRITON CONTAINER FINANCE LLC TCF_20-1 89680HAA0 Jun 2023 9,801,104 -271,809 $8.4M -4.9% 0.03% ABS-O
253 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QFS34 — 9,852,206 New $8.4M — 0.03% ABS-MBS
254 VERIZON MASTER TRUST VZMT_23-2 92348KBL6 — 8,460,000 New $8.4M — 0.03% ABS-O
255 FORD CREDIT AUTO OWNER TRUST FORDR_20-1 34531NAA4 Jun 2023 8,861,000 — $8.3M -0.8% 0.03% ABS-O
256 SEASONED CREDIT RISK TRANSFER SCRT_19-2 35563PKG3 Jun 2023 8,903,840 -329,748 $8.3M -5.6% 0.03% ABS-CBDO
257 NELNET STUDENT LOAN TRUST NSLT_21-C 64035GAB5 Dec 2021 9,128,611 -632,739 $8.1M -7.6% 0.03% ABS-O
258 BOMBARDIER INC 097751BT7 Jun 2023 8,070,000 — $8.1M -1.4% 0.03% DBT
259 HERTZ VEHICLE FINANCING III LLC HERTZ_22-4 42806MBA6 Jun 2022 8,390,000 — $8.0M -1.2% 0.03% ABS-O
260 ISLANDSBANKI HF ISB Jun 2023 9,555,235 New $8.0M — 0.03% EC
261 CITIGROUP INC 172967NX5 — 8,000,000 — $8.0M -0.9% 0.03% DBT
262 NAVIENT CORP 78442FET1 Jun 2023 8,030,000 — $8.0M +0.6% 0.03% DBT
263 WEATHERFORD INTERNATIONAL LTD BERMUDA 947075AU1 Dec 2021 7,825,000 — $8.0M -0.8% 0.03% DBT
264 HERTZ VEHICLE FINANCING LLC HERTZ_21-1 42806MAA7 Jun 2023 8,452,000 — $7.9M +0.1% 0.03% ABS-O
265 CREDIT SUISSE AG (NEW YORK BRANCH) 22550L2L4 — 7,750,000 — $7.9M +0.3% 0.03% DBT
266 NELNET STUDENT LOAN TRUST NSLT_21-B 64034QAB4 Jun 2023 8,884,704 -549,176 $7.9M -6.9% 0.03% ABS-O
267 AIB GROUP PLC 00135TAC8 — 7,750,000 — $7.9M -1.0% 0.03% DBT
268 UNITED STATES TREASURY 912810RX8 Jun 2023 9,355,000 — $7.9M -3.4% 0.03% DBT
269 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XDPA8 — 8,436,192 -225,045 $7.9M -4.1% 0.03% ABS-MBS
270 UNITED STATES TREASURY 91282CDC2 Dec 2021 8,327,625 +113,400 $7.8M -1.3% 0.03% DBT
271 WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_23-A 981464HL7 — 7,845,000 New $7.8M — 0.03% ABS-O
272 GINNIE MAE II POOL 21H032670 — 8,403,585 New $7.8M — 0.03% ABS-MBS
273 LOCKHEED MARTIN CORP 539830CA5 — 7,750,000 New $7.7M — 0.03% DBT
274 BX TRUST BX_21-ARIA 05608RAA3 Dec 2021 7,968,000 — $7.7M +1.0% 0.03% ABS-CBDO
275 TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1A 89237JAA4 Jun 2023 8,337,000 +7,448,000 $7.7M +832.2% 0.03% ABS-O
276 DNB BANK ASA 23341CAC7 — 7,750,000 — $7.7M -1.9% 0.03% DBT
277 GENERAL MOTORS FINANCIAL CO INC 37045XEF9 — 7,750,000 New $7.7M — 0.03% DBT
278 WELLS FARGO & CO 95000U2K8 Jun 2023 8,000,000 — $7.5M +0.1% 0.03% DBT
279 SBA TOWER TRUST 78403DAT7 Jun 2023 8,707,000 — $7.5M -1.5% 0.03% DBT
280 DIEBOLD NIXDORF INC 25365TAJ1 — 7,925,463 New $7.5M — 0.03% LON
281 GINNIE MAE II POOL 21H032688 Jun 2022 8,100,000 New $7.5M — 0.03% ABS-MBS
282 PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4 69702HAA6 Dec 2021 7,545,343 -530,918 $7.5M -6.5% 0.03% ABS-O
283 VERIZON MASTER TRUST VZMT_23-1 92348KBG7 — 7,481,000 — $7.4M -1.6% 0.03% ABS-O
284 UNITED STATES TREASURY 912810SP4 Jun 2023 12,500,000 — $7.3M -3.4% 0.03% DBT
285 BALLYROCK LTD BALLY_19-2A 05875MAL6 Jun 2023 7,269,105 +3,709,117 $7.2M +104.4% 0.03% ABS-O
286 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EAB6 Jun 2022 8,447,928 -192,664 $7.2M -3.4% 0.03% ABS-MBS
287 PAR PHARMACEUTICAL INC 69888XAA7 Jun 2023 9,648,000 — $7.1M -0.6% 0.03% DBT
288 BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR 05608WAA2 Jun 2023 7,306,828 -111,597 $7.1M -0.3% 0.03% ABS-CBDO
289 STRATUS CLO LTD STRAS_22-3 86317EAA4 — 7,088,070 -411,930 $7.1M -5.4% 0.03% ABS-O
290 AT&T INC 00206RMT6 — 7,076,000 New $7.1M — 0.03% DBT
291 PHILIP MORRIS INTERNATIONAL INC 718172CY3 — 7,002,000 — $7.0M -1.5% 0.03% DBT
292 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MGM24 — 8,398,608 -127,912 $6.9M -2.8% 0.03% ABS-MBS
293 BANK OF AMERICA CORP 06051GKY4 — 7,000,000 New $6.9M — 0.03% DBT
294 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAQ4 Dec 2021 7,495,000 — $6.8M +0.1% 0.03% DBT
295 BAXTER INTERNATIONAL INC 071813CH0 Jun 2022 7,109,000 — $6.7M -0.3% 0.03% DBT
296 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QMT95 Dec 2021 7,770,091 -137,670 $6.6M -3.2% 0.03% ABS-MBS
297 BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A2 05522RDF2 — 6,633,000 — $6.6M -1.7% 0.03% ABS-O
298 ESSEX PORTFOLIO LP 29717PAP2 Jun 2023 6,825,000 — $6.5M -0.6% 0.03% DBT
299 FEDERAL HOME LOAN MORTGAGE CORP 3132DWFR9 — 6,659,303 New $6.5M — 0.03% ABS-MBS
300 TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_21-1 89237MAA7 Jun 2023 7,257,000 — $6.5M -1.1% 0.03% ABS-O
301 WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK 929342AA1 — 6,379,000 — $6.4M +0.9% 0.03% ABS-CBDO
302 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418D2V3 Jun 2023 7,345,583 -162,540 $6.3M -3.5% 0.02% ABS-MBS
303 CPPIB CAPITAL INC 22411VAD0 Jun 2023 6,600,000 — $6.1M -1.8% 0.02% DBT
304 FINANCE OF AMERICA STRUCTURED FASST_19-JR2 31739GAA5 Jun 2023 6,120,446 -105,562 $6.1M -4.4% 0.02% ABS-CBDO
305 UNITED STATES TREASURY 91282CBB6 Jun 2023 7,109,000 — $6.1M -1.8% 0.02% DBT
306 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3 96043PAC5 — 6,031,806 -489,194 $6.0M -7.6% 0.02% ABS-O
307 HERTZ VEHICLE FINANCING III LLC HERTZ_21-A N/A Jun 2023 5,930,000 New $5.9M — 0.02% ABS-O
308 FORD CREDIT AUTO OWNER TRUST FORDR_19-1 34532PAA8 Jun 2023 6,000,000 — $5.9M +0.1% 0.02% ABS-O
309 PHILIP MORRIS INTERNATIONAL INC 718172CZ0 — 6,000,000 — $5.9M -2.4% 0.02% DBT
310 FEDERAL HOME LOAN MORTGAGE CORP 3133KMT47 Dec 2021 6,622,175 -172,084 $5.9M -4.5% 0.02% ABS-MBS
311 PFS FINANCING CORP PFSFC_23-B 69335PEV3 — 5,912,000 New $5.9M — 0.02% ABS-O
312 METHANEX CORP 59151KAM0 Jun 2023 6,305,000 — $5.9M -1.2% 0.02% DBT
313 NESTLE HOLDINGS INC. 641062BH6 — 5,750,000 — $5.9M -2.4% 0.02% DBT
314 DANSKE BANK AS 23636ABD2 Jun 2022 6,000,000 — $5.9M +0.1% 0.02% DBT
315 MASTERCARD INC 57636QAX2 — 5,758,000 +3,750,000 $5.9M +180.8% 0.02% DBT
316 FEDERAL HOME LOAN MORTGAGE CORP 3132DVL29 Dec 2021 6,811,192 -149,122 $5.9M -3.9% 0.02% ABS-MBS
317 DEUTSCHE BANK AG (NEW YORK BRANCH) 25160PAH0 Jun 2022 6,650,000 — $5.8M +2.1% 0.02% DBT
318 BX TRUST BX_21-ARIA 05608RAE5 Dec 2021 5,968,000 — $5.8M +2.3% 0.02% ABS-CBDO
319 BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF 12434CAA2 Dec 2021 5,954,000 — $5.8M -0.0% 0.02% ABS-CBDO
320 FEDERAL HOME LOAN MORTGAGE CORP 3133KNFY4 Dec 2021 6,675,017 -169,121 $5.7M -4.0% 0.02% ABS-MBS
321 UNIVISION COMMUNICATIONS INC 914906AU6 Jun 2023 5,800,000 — $5.6M +2.0% 0.02% DBT
322 FEDERAL HOME LOAN MORTGAGE CORP 3132DWHS5 — 5,706,000 New $5.6M — 0.02% ABS-MBS
323 GINNIE MAE II POOL 21H040681 Jun 2022 5,900,000 New $5.6M — 0.02% ABS-MBS
324 SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A 78448YAK7 Jun 2023 5,689,285 -320,827 $5.6M -4.1% 0.02% ABS-O
325 BAUSCH HEALTH COMPANIES INC 91911KAN2 — 6,275,000 — $5.6M +7.5% 0.02% DBT
326 HONEYWELL INTERNATIONAL INC 438516CB0 Jun 2023 5,947,000 — $5.6M -0.6% 0.02% DBT
327 AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6 05377RHG2 — 5,535,000 New $5.5M — 0.02% ABS-O
328 EUROPEAN INVESTMENT BANK 298785JP2 Dec 2021 6,194,000 — $5.5M -1.5% 0.02% DBT
329 PUBLIC FINANCE AUTHORITY WISCONSIN 74447CAA7 Jun 2022 5,845,000 -10,000 $5.5M +0.9% 0.02% DBT
330 OWENS & MINOR INC 690732AE2 Jun 2023 5,615,000 — $5.5M +0.5% 0.02% DBT
331 UNITED STATES TREASURY 91282CHA2 — 5,600,000 New $5.4M — 0.02% DBT
332 UNITED STATES TREASURY 91282CHD6 — 5,505,000 New $5.4M — 0.02% DBT
333 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418DV74 — 6,549,187 New $5.4M — 0.02% ABS-MBS
334 FIRSTKEY HOMES FKH_20-SFR2 33767JAA0 Jun 2023 5,975,941 -14,160 $5.4M -1.3% 0.02% ABS-O
335 FRONTIER COMMUNICATIONS HOLDINGS LLC 35906ABF4 Jun 2023 6,210,000 — $5.4M -0.6% 0.02% DBT
336 MADISON PARK FUNDING LTD MDPK_15-17A 55818YBN0 Jun 2023 5,390,554 -34,472 $5.3M -0.5% 0.02% ABS-O
337 PALMER SQUARE LOAN FUNDING LTD PSTAT_22-5 69702QAA6 — 5,356,937 -305,742 $5.3M -5.5% 0.02% ABS-O
338 NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1 63943BAA1 Dec 2021 6,098,354 -122,375 $5.3M -1.3% 0.02% ABS-O
339 CME CHICAGO MERCANTILE EXCHANGE TNU3 Jun 2023 3,884 New $5.3M — 0.02% DIR
340 INTERCONTINENTAL EXCHANGE INC 45866FAP9 Jun 2023 7,425,000 — $5.3M -2.4% 0.02% DBT
341 PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4 69702HAC2 Dec 2021 5,378,000 — $5.3M +0.6% 0.02% ABS-O
342 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138WJQG6 Jun 2023 5,673,505 -161,011 $5.2M -4.2% 0.02% ABS-MBS
343 CF HIPPOLYTA ISSUER LLC SORT_21-1 12530MAE5 Jun 2023 6,033,549 -20,490 $5.2M -2.2% 0.02% ABS-O
344 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132QU2W2 Jun 2023 5,456,178 -173,379 $5.2M -5.7% 0.02% ABS-MBS
345 INTERNATIONAL GAME TECHNOLOGY PLC 460599AE3 Jun 2023 5,490,000 -1,000,000 $5.2M -16.3% 0.02% DBT
346 FORD MOTOR CREDIT COMPANY LLC 345397C43 — 5,165,000 — $5.2M -1.0% 0.02% DBT
347 BX TRUST BX_21-ACNT 05609QAA4 Dec 2021 5,254,000 — $5.1M +1.4% 0.02% ABS-CBDO
348 NAVIENT CORP 63938CAM0 Dec 2021 5,980,000 — $5.1M +0.9% 0.02% DBT
349 ENTERPRISE FLEET FINANCING LLC EFF_22-4 29374GAB7 — 5,092,000 — $5.1M -1.1% 0.02% ABS-O
350 SWEDISH EXPORT CREDIT CORP 87031CAG8 — 5,089,000 — $5.0M -1.0% 0.02% DBT
351 CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_17-A5 17305EGD1 — 4,960,000 — $5.0M +0.1% 0.02% ABS-O
352 BPCE SA 05583JAN2 — 5,000,000 — $5.0M -0.7% 0.02% DBT
353 UNITED STATES TREASURY 9128284N7 Jun 2023 5,217,100 — $4.9M -2.2% 0.02% DBT
354 LOCKHEED MARTIN CORP 539830BW8 — 4,742,000 — $4.9M -3.0% 0.02% DBT
355 CORELOGIC INC 21871DAD5 Jun 2023 6,075,000 — $4.9M +6.3% 0.02% DBT
356 AERCAP IRELAND CAPITAL DAC 00774MAV7 Dec 2021 5,457,000 — $4.9M -0.5% 0.02% DBT
357 TORONTO-DOMINION BANK/THE 89114QCK2 Jun 2023 5,375,000 — $4.9M +0.4% 0.02% DBT
358 GLOBAL SC FINANCE SRL SEACO_21-2 37959PAG2 Dec 2021 5,629,512 -183,047 $4.9M -5.0% 0.02% ABS-O
359 HERTZ VEHICLE FINANCING LLC HERTZ_21-2 42806MAE9 Jun 2023 5,565,000 — $4.9M -1.6% 0.02% ABS-O
360 INTESA SANPAOLO SPA 46115HBV8 — 4,600,000 — $4.8M -1.0% 0.02% DBT
361 FORD CREDIT AUTO OWNER TRUST FORDR_18-2 34528HAA2 Jun 2023 4,825,000 — $4.8M +0.5% 0.02% ABS-O
362 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-2 959926AB2 — 4,807,000 — $4.8M -0.8% 0.02% ABS-O
363 INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO 825252885 Jun 2023 4,782,204 -1,449,797 $4.8M -23.3% 0.02% EC
364 NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G 63942KAA2 Dec 2021 5,551,579 -213,737 $4.8M -5.4% 0.02% ABS-O
365 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138ETXB7 Jun 2023 5,079,468 -94,766 $4.8M -3.7% 0.02% ABS-MBS
366 STATE BOARD OF ADMINISTRATION FINANCE CORP 341271AE4 Jun 2023 5,335,000 — $4.7M -0.7% 0.02% DBT
367 ENTERPRISE FLEET FINANCING LLC EFF_22-1 29375JAB0 Jun 2022 4,839,944 -774,066 $4.7M -13.9% 0.02% ABS-O
368 SEASONED CREDIT RISK TRANSFER SCRT_19-4 35563PML0 Jun 2023 5,160,421 -144,061 $4.7M -5.4% 0.02% ABS-CBDO
369 BX COMMERCIAL MORTGAGE TRUST BX_22-AHP 05610FAA5 — 4,834,000 New $4.7M — 0.02% ABS-CBDO
370 SREIT TRUST SREIT_21-MFP 78472UAA6 Dec 2021 4,808,000 — $4.7M +1.4% 0.02% ABS-CBDO
371 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QKF94 — 5,276,184 New $4.7M — 0.02% ABS-MBS
372 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QDT20 — 5,436,120 -133,621 $4.7M -4.0% 0.02% ABS-MBS
373 NELNET STUDENT LOAN TRUST NSLT_21-A 64035DAB2 Jun 2023 5,231,628 -326,681 $4.6M -7.7% 0.02% ABS-O
374 HERTZ VEHICLE FINANCING III LLC HERTZ_22-5 42806MBJ7 Jun 2022 4,960,000 — $4.6M -1.0% 0.02% ABS-O
375 CF HIPPOLYTA ISSUER LLC SORT_20-1 12530MAA3 Jun 2023 5,140,368 -17,457 $4.6M -1.5% 0.02% ABS-O
376 INTERNATIONAL FLAVORS & FRAGRANCES INC 459506AP6 Jun 2023 5,400,000 — $4.6M -0.6% 0.02% DBT
377 SEASONED CREDIT RISK TRANSFER SCRT_17-2 35563PBC2 Jun 2023 4,932,233 -102,757 $4.5M -4.1% 0.02% ABS-CBDO
378 UNITED STATES TREASURY 912828XL9 Dec 2021 4,733,965 +64,454 $4.5M -0.9% 0.02% DBT
379 COMM MORTGAGE TRUST COMM_15-PC1 12593GAF9 Jun 2023 4,735,000 — $4.5M -1.1% 0.02% ABS-MBS
380 GENESIS ENERGY LP 37185LAM4 Jun 2023 4,612,000 — $4.5M -1.4% 0.02% DBT
381 DISH NETWORK CORP 25470MAG4 — 4,600,000 — $4.5M +0.6% 0.02% DBT
382 DRYDEN SENIOR LOAN FUND DRSLF_17-47A 26245EAJ8 Jun 2023 4,517,158 -401,100 $4.5M -8.1% 0.02% ABS-O
383 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 31335ALZ9 Jun 2023 4,676,463 -129,107 $4.5M -5.3% 0.02% ABS-MBS
384 STATE BOARD OF ADMINISTRATION FINANCE CORP 341271AF1 Jun 2023 5,365,000 — $4.5M -1.7% 0.02% DBT
385 EMBARQ CORP 29078EAA3 Jun 2023 7,384,000 +100,000 $4.5M +45.7% 0.02% DBT
386 SEASONED CREDIT RISK TRANSFER SCRT_17-2 35563PBF5 Jun 2023 4,840,792 -136,156 $4.5M -4.7% 0.02% ABS-CBDO
387 BAUSCH HEALTH COMPANIES INC 071734AN7 Dec 2021 7,450,000 — $4.4M +0.9% 0.02% DBT
388 GINNIE MAE II POOL 21H022689 — 5,100,000 New $4.4M — 0.02% ABS-MBS
389 RACE POINT CLO LTD RACEP_15-9A 74982WAA4 Jun 2023 4,453,043 -91,432 $4.4M -1.8% 0.02% ABS-O
390 CLI FUNDING LLC CLIF_20-1 12563LAN7 Jun 2023 5,034,452 -173,844 $4.4M -5.0% 0.02% ABS-O
391 BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT 05609VAA3 Dec 2021 4,505,000 — $4.4M +0.6% 0.02% ABS-CBDO
392 CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH 18611CAA4 Jun 2023 5,080,000 -15,000 $4.4M -1.4% 0.02% DBT
393 ROYAL BANK OF CANADA 78015K7H1 Jun 2023 4,711,000 — $4.4M +0.3% 0.02% DBT
394 COOPERATIEVE RABOBANK UA 21684AAC0 Jun 2023 4,500,000 — $4.3M -0.2% 0.02% DBT
395 CHENIERE ENERGY INC 16411RAK5 Dec 2021 4,645,000 — $4.3M -1.8% 0.02% DBT
396 FIRST QUANTUM MINERALS LTD 335934AR6 Jun 2023 4,400,000 +775,000 $4.3M +23.2% 0.02% DBT
397 CRESTWOOD MIDSTREAM PARTNERS LP 67421QAA0 Jun 2023 4,265,000 — $4.3M -0.6% 0.02% DBT
398 HERTZ VEHICLE FINANCING III LLC HERTZ_22-2 42806MAN9 Jun 2022 4,900,000 — $4.3M -1.3% 0.02% ABS-O
399 CENT CLO LP CECLO_14-21A 15137EBN2 Jun 2023 4,327,609 -509,993 $4.3M -10.1% 0.02% ABS-O
400 AG ISSUER LLC 00119LAA9 Jun 2023 4,470,000 — $4.3M +5.7% 0.02% DBT
401 PROLOGIS LP 74340XCE9 — 4,359,000 +1,597,000 $4.3M +55.2% 0.02% DBT
402 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAL5 Jun 2023 4,253,000 — $4.2M -0.7% 0.02% DBT
403 GENESIS ENERGY LP 37185LAJ1 Jun 2023 4,280,000 — $4.2M +1.7% 0.02% DBT
404 BAXTER INTERNATIONAL INC 071813CL1 Jun 2022 4,739,000 — $4.2M -0.8% 0.02% DBT
405 OWENS & MINOR INC 690732AF9 Jun 2023 5,065,000 — $4.2M +6.4% 0.02% DBT
406 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XCMB1 Dec 2021 4,683,459 -96,503 $4.2M -4.2% 0.02% ABS-MBS
407 UNITED STATES TREASURY 91282CGX3 — 4,250,000 New $4.2M — 0.02% DBT
408 FIRST QUANTUM MINERALS LTD 335934AT2 Jun 2023 4,240,000 — $4.1M +1.3% 0.02% DBT
409 DORMITORY AUTHORITY OF STATE OF NEW YORK 64990FD76 Jun 2023 4,745,000 — $4.1M -0.4% 0.02% DBT
410 PHILIP MORRIS INTERNATIONAL INC 718172DA4 — 4,166,000 — $4.1M -2.3% 0.02% DBT
411 RAYTHEON TECHNOLOGIES CORP 75513ECS8 — 3,950,000 -3,750,000 $4.1M -49.4% 0.02% DBT
412 FXI HOLDINGS INC 35166FAA0 Jun 2023 4,517,000 — $4.1M +2.0% 0.02% DBT
413 DT AUTO OWNER TRUST DTAOT_22-3 23345RAA4 — 4,088,325 -1,123,050 $4.1M -21.7% 0.02% ABS-O
414 BOMBARDIER INC 097751BV2 Jun 2023 4,100,000 — $4.1M -1.0% 0.02% DBT
415 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5 80287HAC2 — 4,101,000 — $4.1M +0.0% 0.02% ABS-O
416 WELLS FARGO & CO 95000U2V4 Jun 2022 4,337,000 — $4.1M -1.1% 0.02% DBT
417 ILLINOIS (STATE OF) 452152FP1 Jun 2023 4,125,000 — $4.0M -2.9% 0.02% DBT
418 SHERWIN-WILLIAMS CO 824348BK1 Jun 2023 5,208,000 — $4.0M -0.7% 0.02% DBT
419 NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C 63942JAA5 Jun 2023 4,651,369 -211,571 $4.0M -5.5% 0.02% ABS-O
420 CVS HEALTH CORP 126650DY3 — 4,018,000 New $4.0M — 0.02% DBT
421 EDP FINANCE BV 26835PAF7 Jun 2023 4,100,000 — $4.0M -0.2% 0.02% DBT
422 MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3 58552FAA4 Dec 2021 4,040,000 — $4.0M +0.4% 0.02% ABS-CBDO
423 WELLS FARGO & CO 95000U3D3 — 4,000,000 New $4.0M — 0.02% DBT
424 CARMAX AUTO OWNER TRUST2023-2 CARMX_23-2 142921AB1 — 3,971,000 New $4.0M — 0.02% ABS-O
425 OMERS FINANCE TRUST 682142AG9 Jun 2022 4,315,000 — $4.0M -2.4% 0.02% DBT
426 PFIZER INVESTMENT ENTERPRISES PTE LTD 716973AD4 — 4,000,000 New $4.0M — 0.02% DBT
427 VENTURE GLOBAL LNG INC 92332YAB7 — 3,905,000 New $3.9M — 0.02% DBT
428 PFIZER INVESTMENT ENTERPRISES PTE LTD 716973AC6 — 4,000,000 New $3.9M — 0.02% DBT
429 T-MOBILE USA INC 87264ACY9 — 4,000,000 New $3.9M — 0.02% DBT
430 MEDTRONIC GLOBAL HOLDINGS SCA 58507LBC2 — 4,000,000 — $3.9M -2.1% 0.02% DBT
431 T-MOBILE USA INC 87264ADA0 — 4,000,000 New $3.9M — 0.02% DBT
432 CONAGRA BRANDS INC 205887CF7 Jun 2023 4,615,000 — $3.9M -1.3% 0.02% DBT
433 CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1 12567UAA1 Dec 2021 4,677,362 -65,278 $3.9M -6.2% 0.02% ABS-O
434 AERCAP IRELAND CAPITAL DAC 00774MAW5 Dec 2021 4,501,000 — $3.9M -1.0% 0.02% DBT
435 JPMORGAN CHASE & CO 46647PDH6 — 3,982,000 — $3.9M -1.7% 0.02% DBT
436 SOUTHERN CALIFORNIA EDISON CO 842400GS6 Jun 2023 4,450,000 — $3.9M -2.3% 0.02% DBT
437 MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC 55316VAA2 Jun 2023 3,950,000 — $3.9M +1.5% 0.02% ABS-CBDO
438 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ET59 — 3,948,000 New $3.9M — 0.02% ABS-MBS
439 JPMORGAN CHASE & CO 46647PDA1 Jun 2022 4,000,000 — $3.9M -1.1% 0.02% DBT
440 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QKKC1 — 4,688,659 -76,197 $3.9M -2.6% 0.02% ABS-MBS
441 SPRITE LIMITED SPRTE_21-1 85208UAA2 Dec 2021 4,283,090 -244,368 $3.8M -5.4% 0.02% ABS-O
442 FREDDIE MAC - SLST SLST_19-1 35564CBB2 Jun 2023 4,054,768 -120,583 $3.8M -4.7% 0.02% ABS-CBDO
443 TOYOTA LEASE OWNER TRUST TLOT_23-A 89239MAB3 — 3,825,000 New $3.8M — 0.02% ABS-O
444 CVS HEALTH CORP 126650DW7 — 3,831,000 New $3.8M — 0.02% DBT
445 VALERO ENERGY CORP 91913YAW0 Jun 2023 4,000,000 — $3.8M -2.2% 0.01% DBT
446 PEPSICO INC 713448FF0 Dec 2021 5,000,000 — $3.8M -2.5% 0.01% DBT
447 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132FCEB7 Jun 2023 4,202,457 -133,336 $3.8M -5.2% 0.01% ABS-MBS
448 FINASTRA USA INC 02034DAF4 Jun 2023 4,150,000 — $3.8M +12.2% 0.01% LON
449 UNITED STATES TREASURY 91282CAQ4 Jun 2021 3,975,790 +54,128 $3.8M -0.8% 0.01% DBT
450 NGL ENERGY PARTNERS LP 62913TAM4 Jun 2023 3,922,000 +500,000 $3.8M +22.6% 0.01% DBT
451 DT AUTO OWNER TRUST DTAOT_23-2 23346CAA6 — 3,766,332 New $3.8M — 0.01% ABS-O
452 FORD MOTOR CREDIT COMPANY LLC 345397A60 Jun 2023 3,855,000 — $3.8M -0.7% 0.01% DBT
453 VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 928668AT9 Jun 2023 3,845,000 — $3.7M -1.7% 0.01% DBT
454 VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 928668AR3 Jun 2023 3,770,000 — $3.7M +0.1% 0.01% DBT
455 EQUINOR ASA 29446MAE2 Jun 2023 4,000,000 — $3.7M -1.4% 0.01% DBT
456 JPMORGAN CHASE & CO 46647PDG8 — 3,740,000 — $3.7M -1.2% 0.01% DBT
457 COMCAST CORP 20030NBW0 Jun 2023 4,000,000 — $3.7M -1.4% 0.01% DBT
458 WARNERMEDIA HOLDINGS INC 55903VAZ6 — 3,807,000 New $3.7M — 0.01% DBT
459 CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-NET 126438AA8 Jun 2023 4,095,944 — $3.7M -0.5% 0.01% ABS-CBDO
460 VMED O2 UK FINANCING I PLC 92858RAA8 Jun 2023 4,525,000 — $3.7M -5.0% 0.01% DBT
461 PANAMA REPUBLIC OF (GOVERNMENT) 698299BR4 Jun 2022 4,365,000 — $3.7M +0.1% 0.01% DBT
462 US BANCORP 91159HHN3 Jun 2023 4,000,000 — $3.7M -0.5% 0.01% DBT
463 BPCE SA 05578QAB9 Jun 2023 3,710,000 — $3.6M +0.1% 0.01% DBT
464 STELLAR JAY US LLC STELLAR_21-1 858558AA7 Dec 2021 4,498,590 -138,474 $3.6M -9.6% 0.01% ABS-O
465 AT&T INC 00206RKJ0 Dec 2021 5,140,000 — $3.6M -2.6% 0.01% DBT
466 GOLDMAN SACHS GROUP INC 38141GZK3 Jun 2022 4,000,000 — $3.6M -0.5% 0.01% DBT
467 VERUS SECURITIZATION TRUST VERUS_23-5 924934AA0 — 3,604,000 New $3.6M — 0.01% ABS-CBDO
468 PETROLEOS MEXICANOS 71654QDH2 Jun 2022 3,755,000 — $3.6M -2.9% 0.01% DBT
469 HOME PARTNERS OF AMERICA TRUST HPA_21-2 43732VAT3 Dec 2021 4,131,835 -76,642 $3.6M -3.6% 0.01% ABS-CBDO
470 CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT 17291NAA9 — 3,606,000 New $3.6M — 0.01% ABS-MBS
471 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1 03067BAB5 — 3,602,000 — $3.6M -0.5% 0.01% ABS-O
472 OMERS FINANCE TRUST 682142AH7 Jun 2022 4,315,000 — $3.6M -2.0% 0.01% DBT
473 MICROSOFT CORP 594918CE2 Jun 2023 4,814,000 — $3.6M -2.2% 0.01% DBT
474 MPLX LP 55336VBQ2 Jun 2023 4,273,000 — $3.6M -1.3% 0.01% DBT
475 SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1 78398AAD5 — 3,573,000 New $3.6M — 0.01% ABS-O
476 HCA INC 404119CA5 Jun 2023 4,050,000 — $3.6M -1.6% 0.01% DBT
477 UNITED STATES TREASURY 912810SX7 Dec 2021 4,757,400 — $3.5M -3.3% 0.01% DBT
478 EQUINOR ASA 29446MAB8 Jun 2023 3,685,000 — $3.5M -2.0% 0.01% DBT
479 SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V. 82620KAZ6 Jun 2023 3,887,000 — $3.5M -0.9% 0.01% DBT
480 ENTERPRISE PRODUCTS OPERATING LLC 29379VCC5 — 3,519,000 — $3.5M -1.6% 0.01% DBT
481 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-2 959926AD8 — 3,504,000 — $3.5M -0.8% 0.01% ABS-O
482 VODAFONE GROUP PLC 92857WBU3 Jun 2023 4,350,000 — $3.5M -1.8% 0.01% DBT
483 CELANESE US HOLDINGS LLC 15089QAM6 — 3,500,000 — $3.5M -1.2% 0.01% DBT
484 TRANSDIGM INC 893647BE6 Jun 2023 3,476,000 — $3.5M -0.6% 0.01% DBT
485 PG&E CORP 69331CAH1 Jun 2023 3,750,000 — $3.4M -2.8% 0.01% DBT
486 MISSION LANE CREDIT MASTER TRUST MLANE_23-A 60510MAN8 — 3,475,000 New $3.4M — 0.01% ABS-O
487 CARNIVAL CORP 143658BQ4 Dec 2021 3,875,000 — $3.4M +3.0% 0.01% DBT
488 NEXSTAR MEDIA INC 65336YAN3 Jun 2023 3,950,000 +775,000 $3.4M +21.3% 0.01% DBT
489 WARRIOR MET COAL INC 93627CAB7 Dec 2021 3,400,000 — $3.4M -0.1% 0.01% DBT
490 FRONTIER COMMUNICATIONS HOLDINGS LLC 35906ABG2 Jun 2023 4,400,000 — $3.4M -2.1% 0.01% DBT
491 ASTRAZENECA FINANCE LLC 04636NAA1 Jun 2023 3,786,000 — $3.4M -0.9% 0.01% DBT
492 IRON MOUNTAIN INC 46284VAJ0 Jun 2023 3,785,000 — $3.4M -0.1% 0.01% DBT
493 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXRT1 — 3,965,589 -77,355 $3.4M -6.4% 0.01% ABS-MBS
494 DIEBOLD DIP TL EQUITY FEE N/A Jun 2023 64 New $3.4M — 0.01% EC
495 COMMSCOPE INC 20338QAD5 Jun 2022 3,600,000 — $3.4M -3.4% 0.01% DBT
496 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QGY27 — 3,886,088 -70,696 $3.3M -3.4% 0.01% ABS-MBS
497 LADDER CAPITAL FINANCE HOLDINGS LLLP 505742AM8 Jun 2023 3,842,000 +85,000 $3.3M +12.5% 0.01% DBT
498 DIRECTV FINANCING LLC 25461LAA0 Dec 2021 3,655,000 — $3.3M +0.0% 0.01% DBT
499 ROYAL CARIBBEAN CRUISES LTD 780153BK7 Jun 2022 3,520,000 — $3.3M +5.0% 0.01% DBT
500 MASTERCARD INC 57636QAW4 — 3,246,000 — $3.3M -1.9% 0.01% DBT
501 CME GROUP INC 12572QAJ4 Jun 2023 3,425,000 — $3.3M -2.3% 0.01% DBT
502 FEDERAL HOME LOAN MORTGAGE CORP 3132DWHG1 — 3,283,514 New $3.3M — 0.01% ABS-MBS
503 NORTHROP GRUMMAN CORP 666807BN1 Jun 2023 3,495,000 — $3.3M -1.8% 0.01% DBT
504 GLOBAL SC FINANCE SRL SEACO_21-1A 37959PAE7 Jun 2023 3,779,901 -120,542 $3.2M -4.4% 0.01% ABS-O
505 MOLINA HEALTHCARE INC 60855RAL4 Dec 2021 3,855,000 — $3.2M -0.2% 0.01% DBT
506 SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V. 82620KBD4 Jun 2023 3,700,000 — $3.2M -1.3% 0.01% DBT
507 HILTON GRAND VACATIONS BORROWER LLC 43284MAA6 Jun 2023 3,580,000 — $3.2M -0.1% 0.01% DBT
508 TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_19-1 89231XAA9 Jun 2023 3,250,000 — $3.2M +0.0% 0.01% ABS-O
509 FERTITTA ENTERTAINMENT LLC 31556TAA7 Jun 2022 3,580,000 — $3.1M -0.0% 0.01% DBT
510 CCO HOLDINGS LLC 1248EPCK7 Jun 2023 3,875,000 — $3.1M -1.1% 0.01% DBT
511 NASDAQ INC 63111XAJ0 — 3,120,000 New $3.1M — 0.01% DBT
512 ENTERPRISE FLEET FINANCING LLC EFF_22-3 29374FAB9 — 3,195,289 -67,711 $3.1M -2.7% 0.01% ABS-O
513 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_KPLB 3137BJQ71 — 3,277,117 -3,998,000 $3.1M -55.5% 0.01% ABS-CBDO
514 SCIH SALT HOLDINGS INC 78433BAA6 Jun 2023 3,485,000 — $3.1M +0.2% 0.01% DBT
515 SIRIUS XM RADIO INC 82967NBJ6 Jun 2023 3,575,000 — $3.1M +1.2% 0.01% DBT
516 PACIFICORP 695114CT3 Jun 2023 4,000,000 — $3.1M -9.4% 0.01% DBT
517 ALLY FINANCIAL INC 370425RZ5 Jun 2023 3,000,000 — $3.1M -1.4% 0.01% DBT
518 RAYTHEON TECHNOLOGIES CORP 913017DD8 Jun 2023 3,155,000 — $3.1M -0.9% 0.01% DBT
519 BAT CAPITAL CORP 05526DBJ3 Jun 2023 3,323,000 — $3.1M -1.4% 0.01% DBT
520 PHILIP MORRIS INTERNATIONAL INC 718172CV9 — 3,073,000 — $3.1M -2.0% 0.01% DBT
521 FISERV INC 337738BC1 Jun 2023 3,605,000 — $3.1M -1.3% 0.01% DBT
522 AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A 05377RDC5 Jun 2023 3,100,000 — $3.1M +0.2% 0.01% ABS-O
523 JPMORGAN CHASE & CO 46647PCZ7 Jun 2022 3,143,000 -2,857,000 $3.1M -48.2% 0.01% DBT
524 NEW FORTRESS ENERGY INC 644393AB6 Dec 2021 3,410,000 +975,000 $3.1M +36.2% 0.01% DBT
525 UNITED STATES TREASURY 91282CEY3 — 3,165,000 — $3.1M -1.5% 0.01% DBT
526 PG&E CORP 69331CAJ7 Jun 2023 3,400,000 — $3.1M -3.5% 0.01% DBT
527 TOWD POINT MORTGAGE TRUST TPMT_23-1 89181JAA0 — 3,314,627 -115,146 $3.0M -6.9% 0.01% ABS-CBDO
528 PFIZER INVESTMENT ENTERPRISES PTE LTD 716973AF9 — 3,000,000 New $3.0M — 0.01% DBT
529 UNITEDHEALTH GROUP INC 91324PEE8 Jun 2023 3,875,000 — $3.0M -2.0% 0.01% DBT
530 ALEXANDRIA REAL ESTATE EQ INC 015271AV1 Jun 2023 4,095,000 — $3.0M -2.5% 0.01% DBT
531 UNIVISION COMMUNICATIONS INC 914906AV4 Jun 2023 3,475,000 — $3.0M +2.3% 0.01% DBT
532 CASTLELAKE AVIATION FINANCE DAC 14856HAA6 Dec 2021 3,370,000 — $3.0M -0.1% 0.01% DBT
533 HSBC HOLDINGS PLC 404280AP4 Jun 2023 3,000,000 — $3.0M +1.3% 0.01% DBT
534 GRACE MORTGAGE TRUST GRCE_20-GRCE 38406JAA6 Jun 2023 3,794,683 — $3.0M -0.4% 0.01% ABS-CBDO
535 SCENTRE GROUP TRUST 1 806213AB0 Jun 2023 3,075,000 — $3.0M -1.0% 0.01% DBT
536 SOUTHERN CALIFORNIA EDISON CO 842400FA6 Jun 2023 3,000,000 — $2.9M -3.5% 0.01% DBT
537 EQM MIDSTREAM PARTNERS LP 26885BAC4 Jun 2023 3,088,000 — $2.9M +4.1% 0.01% DBT
538 CCO HOLDINGS LLC 1248EPCE1 Jun 2023 3,500,000 — $2.9M -1.5% 0.01% DBT
539 ALLISON TRANSMISSION INC 019736AG2 Jun 2023 3,445,000 — $2.9M -1.0% 0.01% DBT
540 BALL CORP 058498AX4 Dec 2021 3,520,000 — $2.9M -0.6% 0.01% DBT
541 CHS/COMMUNITY HEALTH SYSTEMS INC 12543DBM1 Jun 2022 3,675,000 — $2.9M +0.4% 0.01% DBT
542 SOLRR AIRCRAFT SOLRR_21-1 LIMITED 83438LAA9 Dec 2021 3,326,030 -62,923 $2.9M -2.0% 0.01% ABS-O
543 UNITED STATES TREASURY 912810RQ3 Jun 2023 3,755,000 — $2.9M -3.2% 0.01% DBT
544 LOCKHEED MARTIN CORP 539830BZ1 — 2,906,000 New $2.9M — 0.01% DBT
545 ROYAL CARIBBEAN CRUISES LTD 780153BH4 Jun 2023 3,120,000 — $2.9M +2.3% 0.01% DBT
546 FLAGSHIP CREDIT AUTO TRUST FCAT_22-4 33843XAB5 — 2,868,752 -403,248 $2.9M -12.7% 0.01% ABS-O
547 HYUNDAI CAPITAL AMERICA 44891ABY2 Dec 2021 3,025,000 — $2.8M +0.3% 0.01% DBT
548 GRAY ESCROW II INC 389286AA3 Dec 2021 4,275,000 +3,375,000 $2.8M +374.1% 0.01% DBT
549 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ELY4 — 2,835,670 New $2.8M — 0.01% ABS-MBS
550 ENTERGY CORP 29364GAL7 Jun 2023 3,325,000 — $2.8M -2.0% 0.01% DBT
551 CITIGROUP INC 17308CC53 Jun 2023 3,254,000 — $2.8M -1.0% 0.01% DBT
552 WESTPAC BANKING CORP 961214EM1 Jun 2023 3,000,000 — $2.8M -0.4% 0.01% DBT
553 CAESARS ENTERTAINMENT INC 28470RAH5 Jun 2023 2,815,000 — $2.8M -0.5% 0.01% DBT
554 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138M5LM9 Jun 2023 2,986,714 -60,391 $2.8M -4.2% 0.01% ABS-MBS
555 EQUINOR ASA 85771PAX0 Jun 2023 2,850,000 — $2.8M -1.1% 0.01% DBT
556 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CT4 — 2,975,000 — $2.8M -0.3% 0.01% DBT
557 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ET67 — 2,758,162 New $2.7M — 0.01% ABS-MBS
558 MIDAS OPCO HOLDINGS LLC 59565JAA9 Dec 2021 3,205,000 — $2.7M -2.4% 0.01% DBT
559 BAT CAPITAL CORP 05526DAZ8 Jun 2023 2,826,000 — $2.7M +0.1% 0.01% DBT
560 BNP PARIBAS 09659W2T0 — 3,062,000 New $2.7M — 0.01% DBT
561 KRONOS ACQUISITION HOLDINGS INC 50106GAE2 Jun 2023 2,990,000 — $2.7M +0.0% 0.01% DBT
562 BAXTER INTERNATIONAL INC 071813CP2 Jun 2022 3,180,000 — $2.7M -1.4% 0.01% DBT
563 UNITED STATES TREASURY 91282CCY5 Dec 2021 3,142,000 — $2.7M -1.9% 0.01% DBT
564 HYUNDAI CAPITAL AMERICA 44891ABZ9 Dec 2021 3,075,000 — $2.7M -0.5% 0.01% DBT
565 EVERSOURCE ENERGY 30040WAG3 Jun 2023 2,730,000 — $2.7M +0.5% 0.01% DBT
566 RAYTHEON TECHNOLOGIES CORP 75513ECR0 — 2,669,000 — $2.7M -2.6% 0.01% DBT
567 NOVANT HEALTH INC 66988AAH7 Jun 2023 3,750,000 — $2.7M -0.7% 0.01% DBT
568 SWISS RE FINANCE (LUXEMBOURG) SA 87089NAA8 Jun 2023 2,800,000 — $2.7M +1.9% 0.01% DBT
569 BPCE SA 05578AAP3 Jun 2023 3,000,000 — $2.7M -0.2% 0.01% DBT
570 SALLY HOLDINGS LLC 79546VAL0 Jun 2023 2,705,000 — $2.7M +0.2% 0.01% DBT
571 PHILIP MORRIS INTERNATIONAL INC 718172CR8 Jun 2023 2,990,000 — $2.7M -0.5% 0.01% DBT
572 BLUE OWL CAPITAL CORP 69121KAC8 Jun 2023 2,874,000 — $2.7M +1.6% 0.01% DBT
573 JPMORGAN CHASE & CO 46647PBW5 — 2,975,000 New $2.7M — 0.01% DBT
574 AMGEN INC 031162DQ0 — 2,638,000 — $2.6M -2.0% 0.01% DBT
575 INTELSAT JACKSON HOLDINGS SA 45824TBC8 Jun 2022 2,891,000 — $2.6M -0.7% 0.01% DBT
576 SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1 78472VAA4 Dec 2021 2,888,765 -211,322 $2.6M -7.7% 0.01% ABS-O
577 UBS GROUP AG 90351DAB3 Jun 2023 2,750,000 — $2.6M -0.1% 0.01% DBT
578 PGE WILDFIRE RECOVERY FUNDING LLC PCG_22-A 693342AB3 Jun 2022 2,725,000 — $2.6M -1.7% 0.01% ABS-O
579 SOUTHERN CALIFORNIA EDISON CO 842400ES8 Jun 2023 2,500,000 — $2.6M -3.9% 0.01% DBT
580 DORMITORY AUTHORITY OF STATE OF NEW YORK 64990FD50 Jun 2023 2,865,000 — $2.6M -1.2% 0.01% DBT
581 HYUNDAI CAPITAL AMERICA 44891ACA3 Dec 2021 3,075,000 — $2.6M -0.8% 0.01% DBT
582 BANK OF AMERICA CORP 06051GLC1 — 2,500,000 — $2.6M -1.7% 0.01% DBT
583 HOME DEPOT INC 437076CH3 Dec 2021 3,000,000 — $2.6M -1.8% 0.01% DBT
584 UNITEDHEALTH GROUP INC 91324PEQ1 — 2,500,000 — $2.6M -2.8% 0.01% DBT
585 WESTPAC BANKING CORP 961214EP4 Jun 2023 3,325,000 — $2.6M -1.5% 0.01% DBT
586 HONEYWELL INTERNATIONAL INC 438516BW5 Jun 2023 2,640,000 — $2.6M -0.5% 0.01% DBT
587 SONIC AUTOMOTIVE INC 83545GBD3 Dec 2021 3,035,000 — $2.5M -0.0% 0.01% DBT
588 ONEMAIN FINANCE CORP 85172FAP4 Jun 2023 2,550,000 — $2.5M +2.3% 0.01% DBT
589 LPL HOLDINGS INC 50212YAC8 Jun 2023 2,700,000 — $2.5M -0.8% 0.01% DBT
590 POST HOLDINGS INC 737446AQ7 Jun 2023 2,886,000 — $2.5M -2.2% 0.01% DBT
591 HANESBRANDS INC 410345AL6 Jun 2023 2,700,000 — $2.5M -1.5% 0.01% DBT
592 STELLANTIS FINANCE US INC 85855CAD2 — 2,500,000 — $2.5M -1.4% 0.01% DBT
593 LITHIA MOTORS INC 536797AG8 Jun 2023 2,900,000 — $2.5M +0.4% 0.01% DBT
594 BLACKSTONE PRIVATE CREDIT FUND 09261HBA4 — 2,510,000 New $2.5M — 0.01% DBT
595 MISSION LANE CREDIT MASTER TRUST MLANE_22-A 60510MAE8 — 2,531,000 — $2.5M -0.2% 0.01% ABS-O
596 MOLINA HEALTHCARE INC 60855RAK6 Jun 2023 2,899,000 — $2.5M -1.5% 0.01% DBT
597 BOEING CO 097023CW3 Jun 2023 2,500,000 -1,500,000 $2.5M -38.2% 0.01% DBT
598 CNX RESOURCES CORP 12653CAJ7 Jun 2023 2,675,000 — $2.5M -0.9% 0.01% DBT
599 ORACLE CORP 68389XCQ6 — 2,556,000 -2,194,000 $2.5M -45.3% 0.01% DBT
600 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138ETPG5 Jun 2023 2,658,689 -96,210 $2.5M -5.0% 0.01% ABS-MBS
601 MORGAN STANLEY 61747YFE0 — 2,500,000 New $2.5M — 0.01% DBT
602 ROCKIES EXPRESS PIPELINE LLC 77340RAR8 Jun 2023 2,689,000 — $2.5M +2.7% 0.01% DBT
603 HOME DEPOT INC 437076CJ9 Dec 2021 3,000,000 — $2.4M -1.7% 0.01% DBT
604 ENERGY TRANSFER LP 29273RBG3 Jun 2023 2,494,000 — $2.4M -1.0% 0.01% DBT
605 ADVISOR GROUP HOLDINGS INC 00791GAA5 Jun 2023 2,420,000 — $2.4M -0.8% 0.01% DBT
606 BANK_20-BN26 06540JBG6 Jun 2023 2,909,000 — $2.4M -1.1% 0.01% ABS-CBDO
607 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AN0 — 2,437,000 — $2.4M -1.0% 0.01% DBT
608 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418CR97 Jun 2023 2,527,007 -56,833 $2.4M -4.1% 0.01% ABS-MBS
609 JPMORGAN CHASE & CO 46647PBX3 — 3,025,000 — $2.4M -1.0% 0.01% DBT
610 MORGAN STANLEY 61747YET8 — 2,450,000 — $2.4M -0.6% 0.01% DBT
611 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CP2 — 2,788,000 — $2.4M +1.4% 0.01% DBT
612 WEATHERFORD INTERNATIONAL LTD BERMUDA 947075AT4 Dec 2021 2,380,000 — $2.4M +0.3% 0.01% DBT
613 COMCAST CORP 20030NEE7 — 2,416,000 New $2.4M — 0.01% DBT
614 BENCHMARK MORTGAGE TRUST BMARK_20-B17 08162MAX6 Jun 2023 2,960,000 — $2.4M -2.6% 0.01% ABS-CBDO
615 NCL CORPORATION LTD 62886HBE0 Jun 2022 2,450,000 — $2.4M +4.4% 0.01% DBT
616 UNITEDHEALTH GROUP INC 91324PEC2 Jun 2023 2,610,000 — $2.4M -0.6% 0.01% DBT
617 BNP PARIBAS 09659W2R4 Dec 2021 2,829,000 +429,000 $2.4M +17.8% 0.01% DBT
618 SEASONED CREDIT RISK TRANSFER SCRT_17-1 35563PAP4 Jun 2023 2,540,708 -66,451 $2.4M -4.4% 0.01% ABS-CBDO
619 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAF8 Jun 2023 3,550,000 — $2.3M -1.3% 0.01% DBT
620 PROLOGIS LP 74340XCG4 — 2,357,000 New $2.3M — 0.01% DBT
621 LINDE INC 74005PBT0 Jun 2023 2,938,000 — $2.3M -0.4% 0.01% DBT
622 FREDDIE MAC - SLST SLST_19-3 35564CEE3 Jun 2023 2,548,575 -68,774 $2.3M -4.4% 0.01% ABS-CBDO
623 AERCAP IRELAND CAPITAL DAC 00774MAX3 Dec 2021 2,838,000 — $2.3M -1.3% 0.01% DBT
624 PERU (REPUBLIC OF) 715638DQ2 Jun 2023 3,775,000 — $2.3M +2.6% 0.01% DBT
625 ELECTRICITE DE FRANCE SA 268317AV6 Jun 2023 2,750,000 — $2.3M -6.1% 0.01% DBT
626 TRIUMPH GROUP INC 896818AP6 Jun 2023 2,375,000 — $2.3M +5.9% 0.01% DBT
627 FORD MOTOR CREDIT COMPANY LLC 345397ZW6 Jun 2023 2,455,000 — $2.3M -0.9% 0.01% DBT
628 PACIFIC GAS AND ELECTRIC CO 694308JG3 Jun 2023 2,941,000 — $2.3M -3.4% 0.01% DBT
629 ANHEUSER-BUSCH INBEV WORLDWIDE INC 035240AS9 Dec 2021 2,500,000 — $2.3M -1.0% 0.01% DBT
630 SCENTRE GROUP TRUST 1 80622GAC8 Jun 2023 2,430,000 — $2.3M -0.4% 0.01% DBT
631 QATAR (STATE OF) 74727PAZ4 Jun 2023 2,315,000 — $2.3M -0.1% 0.01% DBT
632 IRON MOUNTAIN INC 46284VAN1 Jun 2023 2,650,000 — $2.3M -0.0% 0.01% DBT
633 AVIS BUDGET CAR RENTAL LLC 053773BF3 Jun 2023 2,450,000 — $2.3M -0.1% 0.01% DBT
634 BLUE OWL CREDIT INCOME CORP 69120VAF8 — 2,500,000 — $2.3M +0.4% 0.01% DBT
635 FREDDIE MAC - SLST SLST_19-1 35564CBC0 Jun 2023 2,455,000 — $2.3M -1.3% 0.01% ABS-CBDO
636 TOYOTA MOTOR CREDIT CORP 89236TJV8 Jun 2022 2,500,000 — $2.3M -0.9% 0.01% DBT
637 HYUNDAI CAPITAL AMERICA 44891ABP1 Jun 2023 2,579,000 — $2.3M -1.0% 0.01% DBT
638 MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 91087BAM2 Jun 2023 2,703,000 — $2.3M -0.4% 0.01% DBT
639 NETFLIX INC 64110LAT3 Jun 2022 2,175,000 — $2.3M -1.7% 0.01% DBT
640 TORONTO-DOMINION BANK/THE 89114TZN5 Jun 2022 2,500,000 — $2.2M +0.4% 0.01% DBT
641 LIGADO NETWORKS LLC 53225HAA8 Jun 2023 5,837,365 +419,856 $2.2M +34.9% 0.01% DBT
642 SCIENTIFIC GAMES INTERNATIONAL INC 80874YBE9 Jun 2023 2,240,000 — $2.2M -0.1% 0.01% DBT
643 BPCE SA 05578QAA1 Jun 2023 2,250,000 — $2.2M +0.3% 0.01% DBT
644 BOSTON PROPERTIES LP 10112RBH6 — 2,223,000 New $2.2M — 0.01% DBT
645 TAKE-TWO INTERACTIVE SOFTWARE INC 874054AH2 Jun 2022 2,438,000 — $2.2M -0.3% 0.01% DBT
646 OCP CLO LTD OCP_18-15A 67112KAA7 — 2,250,000 — $2.2M +0.2% 0.01% ABS-O
647 GOLDENTREE LOAN OPPORTUNITIES XI LTD GLD11_15-11A 38137HBU1 — 2,250,000 — $2.2M -0.2% 0.01% ABS-O
648 BANK OF AMERICA CORP 06051GLH0 — 2,250,000 New $2.2M — 0.01% DBT
649 NORTHWESTERN MUTUAL GLOBAL FUNDING 66815L2F5 Jun 2022 2,500,000 — $2.2M -1.1% 0.01% DBT
650 BRINK'S CO (THE) 109696AA2 Jun 2023 2,385,000 — $2.2M -1.5% 0.01% DBT
651 BANK OF AMERICA CORP 06051GLE7 — 2,250,000 — $2.2M -1.3% 0.01% DBT
652 OBX TRUST OBX_22-J1 67116WAB5 Jun 2022 2,723,979 -25,030 $2.2M -1.4% 0.01% ABS-CBDO
653 KENNEDY-WILSON INC 489399AL9 Jun 2023 2,780,000 +135,000 $2.2M +4.5% 0.01% DBT
654 BLUE OWL CAPITAL CORP II 69121DAA8 Jun 2023 2,305,000 — $2.2M -1.1% 0.01% DBT
655 NOVARTIS CAPITAL CORP 66989HAQ1 Jun 2023 2,386,000 — $2.2M -0.7% 0.01% DBT
656 KAISER ALUMINUM CORPORATION 483007AJ9 Jun 2022 2,495,000 — $2.2M -1.7% 0.01% DBT
657 FEDERAL HOME LOAN MORTGAGE CORP 3133BD2Q7 — 2,316,637 -9,761 $2.2M -2.2% 0.01% ABS-MBS
658 TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2 88315LAQ1 Jun 2023 2,537,867 -61,400 $2.2M -3.4% 0.01% ABS-O
659 TARGA RESOURCES PARTNERS LP 87612BBQ4 Jun 2023 2,260,000 — $2.2M -1.5% 0.01% DBT
660 CCO HOLDINGS LLC 1248EPCN1 Jun 2023 2,710,000 — $2.2M -2.4% 0.01% DBT
661 PUBLIC STORAGE 74460WAD9 Jun 2023 2,490,000 — $2.2M -0.8% 0.01% DBT
662 MEDTRONIC GLOBAL HOLDINGS SCA 58507LBB4 — 2,213,000 — $2.2M -2.2% 0.01% DBT
663 FINANCE OF AMERICA STRUCTURED FASST_19-JR1 31739FAB5 Jun 2023 2,002,110 -24,207 $2.2M -1.2% 0.01% ABS-CBDO
664 BANK OF AMERICA CORP 06051GHD4 Jun 2023 2,345,000 — $2.2M -1.3% 0.01% DBT
665 HOWARD HUGHES CORP/THE 44267DAF4 Jun 2023 2,690,000 — $2.1M -0.9% 0.01% DBT
666 TORONTO-DOMINION BANK/THE 89114TZG0 Dec 2021 2,425,000 — $2.1M -0.1% 0.01% DBT
667 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AF7 Dec 2021 2,400,000 — $2.1M -0.9% 0.01% DBT
668 CCO HOLDINGS LLC 1248EPCD3 Jun 2023 2,500,000 — $2.1M -1.3% 0.01% DBT
669 BLUE OWL CAPITAL CORP III 69122JAC0 — 2,520,000 — $2.1M +0.9% 0.01% DBT
670 CHESAPEAKE ENERGY CORP 165167DG9 Jun 2023 2,240,000 — $2.1M -0.2% 0.01% DBT
671 BOEING CO 097023CJ2 Jun 2023 2,500,000 -3,750,000 $2.1M -60.4% 0.01% DBT
672 EDISON INTERNATIONAL 281020AQ0 Jun 2023 2,200,000 — $2.1M -0.5% 0.01% DBT
673 CAPITAL GROUP CENTRAL CASH FUND 14020B102 Jun 2023 2,121,617 New $2.1M — 0.01% EC
674 7-ELEVEN INC 817826AD2 Jun 2023 2,500,000 — $2.1M -0.7% 0.01% DBT
675 FEDERAL HOME LOAN MORTGAGE CORP 3133USGK1 Jun 2023 2,215,408 -65,835 $2.1M -4.7% 0.01% ABS-MBS
676 AMERICAN INTERNATIONAL GROUP INC 026874DS3 — 2,161,000 +917,000 $2.1M +70.7% 0.01% DBT
677 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CS6 — 2,100,000 +275,000 $2.1M +16.0% 0.01% DBT
678 VIRGINIA ELECTRIC AND POWER COMPANY 927804GG3 Jun 2022 2,575,000 — $2.1M -2.0% 0.01% DBT
679 AMERICAN TOWER CORP 03027XBJ8 Jun 2023 2,500,000 — $2.1M -1.3% 0.01% DBT
680 UNION PACIFIC CORP 907818FH6 Jun 2023 2,414,000 — $2.1M -1.2% 0.01% DBT
681 GLOBAL SC FINANCE SRL SEACO_19-1A 37891TAB6 Jun 2023 2,260,083 -91,625 $2.1M -6.6% 0.01% ABS-O
682 AMERICAN TOWER CORP 03027XBR0 Dec 2021 2,369,000 — $2.1M -1.0% 0.01% DBT
683 COMMONWEALTH EDISON COMPANY 202795JV3 Jun 2022 2,600,000 — $2.1M -2.0% 0.01% DBT
684 TRANSDIGM INC 893647BL0 Jun 2023 2,200,000 — $2.1M +0.0% 0.01% DBT
685 T-MOBILE USA INC 87264ADB8 — 2,000,000 New $2.1M — 0.01% DBT
686 ANGLO AMERICAN CAPITAL PLC 034863AX8 Jun 2023 2,500,000 — $2.1M -0.8% 0.01% DBT
687 WYNDHAM HOTELS & RESORTS INC 98311AAB1 Jun 2023 2,255,000 — $2.1M -0.9% 0.01% DBT
688 BANGKOK BANK PCL/HONG KONG N/A Jun 2023 2,428,000 New $2.1M — 0.01% DBT
689 LOCKHEED MARTIN CORP 539830BX6 — 1,849,000 — $2.1M -2.6% 0.01% DBT
690 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X6UE9 — 2,201,019 -61,320 $2.0M -4.3% 0.01% ABS-MBS
691 STELLANTIS FINANCE US INC 85855CAE0 — 2,000,000 — $2.0M -2.7% 0.01% DBT
692 GOLDEN ST TOB SECURITIZATION CORP CALIF 38122NB76 Dec 2021 2,205,000 -265,000 $2.0M -11.2% 0.01% DBT
693 UNITED AIRLINES INC 90932LAH0 Dec 2021 2,225,000 — $2.0M +0.7% 0.01% DBT
694 GS MORTGAGE SECURITIES TRUST GSMS_20-GC47 36258RBA0 Jun 2023 2,489,000 — $2.0M -1.8% 0.01% ABS-MBS
695 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138X8YK1 Jun 2023 2,095,199 -97,051 $2.0M -7.2% 0.01% ABS-MBS
696 HESS MIDSTREAM OPERATIONS LP 428104AA1 Jun 2023 2,155,000 — $2.0M -1.4% 0.01% DBT
697 ANTERO MIDSTREAM PARTNERS LP 03690AAH9 Jun 2023 2,170,000 — $2.0M -1.3% 0.01% DBT
698 FEDERAL HOME LOAN MORTGAGE CORP 3132DVL94 — 2,342,974 -45,779 $2.0M -3.7% 0.01% ABS-MBS
699 ALLIANT HOLDINGS INTERMEDIATE LLC 01883LAD5 Dec 2021 2,295,000 — $2.0M +3.1% 0.01% DBT
700 ICAHN ENTERPRISES LP 451102BW6 Jun 2023 2,090,000 — $2.0M -2.1% 0.01% DBT
701 ORACLE CORP 68389XBX2 — 2,794,000 New $2.0M — 0.01% DBT
702 LLOYDS BANKING GROUP PLC 539439AS8 Jun 2023 2,000,000 — $2.0M +0.5% 0.01% DBT
703 MARRIOTT INTERNATIONAL INC 571903BH5 Dec 2021 2,500,000 — $2.0M -1.8% 0.01% DBT
704 PROLOGIS LP 74340XCH2 — 2,000,000 New $2.0M — 0.01% DBT
705 LAMB WESTON HOLDINGS INC 513272AD6 Dec 2021 2,210,000 — $2.0M -2.3% 0.01% DBT
706 BROADCOM INC 11135FBF7 Jun 2023 2,524,000 — $2.0M -0.3% 0.01% DBT
707 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CE7 — 2,212,000 — $2.0M +3.2% 0.01% DBT
708 FXI HOLDINGS INC 36120RAE9 — 2,181,000 New $2.0M — 0.01% DBT
709 PARK INTERMEDIATE HOLDINGS LLC 70052LAC7 Jun 2023 2,280,000 — $2.0M +0.2% 0.01% DBT
710 PNC FINANCIAL SERVICES GROUP INC 693475AP0 Jun 2023 2,000,000 — $2.0M +0.3% 0.01% DBT
711 GOLDMAN SACHS GROUP INC 38141GYM0 Dec 2021 2,198,000 — $2.0M -0.5% 0.01% DBT
712 PERU (REPUBLIC OF) 715638DP4 Jun 2023 2,525,000 — $2.0M +1.9% 0.01% DBT
713 DIEBOLD NIXDORF INC 25365TAF9 — 10,831,377 +1,875,360 $1.9M -57.3% 0.01% LON
714 PHILIP MORRIS INTERNATIONAL INC 718172BM0 Jun 2023 2,000,000 — $1.9M -0.6% 0.01% DBT
715 OTIS WORLDWIDE CORP 68902VAJ6 Jun 2023 2,135,000 — $1.9M -0.5% 0.01% DBT
716 ASCENT RESOURCES UTICA HOLDINGS LLC 04364VAG8 Jun 2022 2,000,000 — $1.9M +0.1% 0.01% DBT
717 DIEBOLD NIXDORF INC 253651AD5 — 10,434,000 — $1.9M -63.9% 0.01% DBT
718 NASDAQ INC 63111XAH4 — 1,926,000 New $1.9M — 0.01% DBT
719 CHORD ENERGY CORP 674215AL2 Jun 2023 1,945,000 — $1.9M +0.1% 0.01% DBT
720 STELLANTIS FINANCE US INC 85855CAA8 Dec 2021 2,200,000 — $1.9M -1.0% 0.01% DBT
721 BLOCK INC 852234AP8 — 2,325,000 — $1.9M +0.9% 0.01% DBT
722 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AL4 Jun 2022 2,000,000 — $1.9M -0.8% 0.01% DBT
723 FREDDIE MAC - SLST SLST_18-2 35564CAN7 Jun 2023 2,036,338 -60,202 $1.9M -4.4% 0.01% ABS-CBDO
724 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1 96042XAB1 — 1,922,000 — $1.9M -0.3% 0.01% ABS-O
725 INEOS FINANCE PLC 44984WAH0 — 1,985,000 — $1.9M -0.5% 0.01% DBT
726 GOLDMAN SACHS GROUP INC 38141GYB4 Jun 2023 2,323,000 — $1.9M -1.6% 0.01% DBT
727 MARATHON CLO LTD MCLO_17-9A 56577PAL3 Jun 2023 1,915,729 -312,923 $1.9M -14.1% 0.01% ABS-O
728 NORFOLK SOUTHERN CORPORATION 655844CF3 Jun 2023 2,746,000 — $1.9M -0.3% 0.01% DBT
729 ROLLS-ROYCE PLC 77578JAC2 Jun 2023 1,940,000 — $1.9M -1.8% 0.01% DBT
730 SKYMILES IP LTD 830867AB3 Jun 2023 1,950,000 — $1.9M +0.6% 0.01% DBT
731 T-MOBILE USA INC 87264ACZ6 — 1,918,000 — $1.9M -2.5% 0.01% DBT
732 ALLIANT HOLDINGS INTERMEDIATE LLC 01883LAB9 Dec 2021 2,100,000 — $1.9M +0.2% 0.01% DBT
733 DUKE ENERGY CORP 26441CBT1 — 2,000,000 — $1.9M -2.5% 0.01% DBT
734 FORD MOTOR CREDIT COMPANY LLC 345397B77 Dec 2021 2,110,000 — $1.9M +0.3% 0.01% DBT
735 ASBURY AUTOMOTIVE GROUP INC 043436AW4 Dec 2021 2,115,000 — $1.9M -0.9% 0.01% DBT
736 SCRIPPS ESCROW II INC 81105DAA3 Jun 2023 2,325,000 — $1.9M +2.9% 0.01% DBT
737 STARWOOD PROPERTY TRUST INC 85571BAY1 Jun 2022 2,180,000 +640,000 $1.9M +47.5% 0.01% DBT
738 PRUDENTIAL FINANCIAL INC 74432QCE3 Jun 2023 2,205,000 — $1.9M -0.9% 0.01% DBT
739 UNITEDHEALTH GROUP INC 91324PEF5 Jun 2023 2,504,000 — $1.9M -0.8% 0.01% DBT
740 ROCKET MORTGAGE LLC 77313LAA1 Dec 2021 2,110,000 — $1.9M -1.1% 0.01% DBT
741 TENET HEALTHCARE CORP 88033GDM9 — 2,060,000 — $1.9M -0.1% 0.01% DBT
742 TK ELEVATOR US NEWCO INC 92537RAA7 Jun 2023 2,000,000 — $1.9M -2.2% 0.01% DBT
743 AVOLON HOLDINGS FUNDING LTD 05401AAG6 Jun 2023 1,975,000 — $1.8M -0.5% 0.01% DBT
744 INVITATION HOMES OPERATING PARTNERSHIP LP 46188BAA0 Dec 2021 2,401,000 — $1.8M -0.1% 0.01% DBT
745 BOEING CO 097023DB8 Jun 2023 2,000,000 -2,000,000 $1.8M -50.7% 0.01% DBT
746 ARES CLO LTD ARES_17-42A 04016LAQ0 Jun 2023 1,844,720 -577,456 $1.8M -23.8% 0.01% ABS-O
747 STONEPEAK 2021-1 ABS SALTT_21-1A 78433XAA8 Dec 2021 2,018,155 -61,289 $1.8M -4.9% 0.01% ABS-O
748 SOUTHWESTERN ENERGY COMPANY 845467AS8 Dec 2021 1,945,000 — $1.8M -0.8% 0.01% DBT
749 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QSF97 — 1,766,373 New $1.8M — 0.01% ABS-MBS
750 REYNOLDS AMERICAN INC 761713BB1 Jun 2023 2,030,000 — $1.8M -1.4% 0.01% DBT
751 ALLEGRO CLO I ALLEG_16-1A 01749TAN0 Jun 2023 1,816,440 -256,381 $1.8M -12.3% 0.01% ABS-O
752 SANDS CHINA LTD 80007RAN5 — 2,075,000 — $1.8M +1.2% 0.01% DBT
753 EQUINOR ASA 85771PAE2 Jun 2023 2,000,000 — $1.8M -3.4% 0.01% DBT
754 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FLNG9 Jun 2023 1,946,017 -188,645 $1.8M -10.9% 0.01% ABS-MBS
755 PUBLIC SERVICE ELECTRIC AND GAS COMPANY 74456QCC8 Jun 2023 2,451,000 — $1.8M -2.4% 0.01% DBT
756 TRAVEL + LEISURE CO 894164AA0 Dec 2021 2,100,000 — $1.8M -1.9% 0.01% DBT
757 TRANSCANADA PIPELINES LTD 89352HAX7 Jun 2023 2,000,000 — $1.8M -3.7% 0.01% DBT
758 AMAZON.COM INC 023135BU9 Jun 2023 2,765,000 — $1.8M -2.0% 0.01% DBT
759 UNITED RENTALS (NORTH AMERICA) INC 911363AM1 Jun 2023 2,050,000 — $1.8M -1.9% 0.01% DBT
760 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AP5 — 1,783,000 — $1.8M -0.9% 0.01% DBT
761 VIRGIN MEDIA SECURED FINANCE PLC 92769XAR6 Jun 2023 2,115,000 — $1.8M -2.5% 0.01% DBT
762 HOME DEPOT INC 437076BH4 Jun 2023 2,000,000 — $1.8M -2.7% 0.01% DBT
763 MILEAGE PLUS HOLDINGS LLC 599191AA1 Jun 2023 1,760,000 -110,000 $1.8M -5.4% 0.01% DBT
764 JAZZ SECURITIES DAC 47216FAA5 Jun 2023 1,975,000 — $1.8M -3.0% 0.01% DBT
765 SGL_21-OVA 78449RAA3 Jun 2023 2,194,000 — $1.8M +0.6% 0.01% ABS-CBDO
766 COINBASE GLOBAL INC 19260QAC1 Dec 2021 2,625,000 — $1.8M +8.3% 0.01% DBT
767 LYB INTERNATIONAL FINANCE III LLC 50249AAJ2 Jun 2023 2,537,000 — $1.8M -2.7% 0.01% DBT
768 CCO HOLDINGS LLC 1248EPCQ4 Jun 2022 2,150,000 — $1.8M -2.9% 0.01% DBT
769 NORTHROP GRUMMAN CORP 666807BM3 Jun 2023 1,820,000 — $1.7M -0.8% 0.01% DBT
770 EXXON MOBIL CORP 30231GBE1 Jun 2023 1,963,000 — $1.7M -3.0% 0.01% DBT
771 PUBLIC STORAGE 74460DAH2 Dec 2021 2,027,000 — $1.7M -2.3% 0.01% DBT
772 CHS/COMMUNITY HEALTH SYSTEMS INC 12543DBG4 Jun 2022 1,960,000 — $1.7M +0.4% 0.01% DBT
773 CIVITAS RESOURCES INC 17888HAA1 — 1,705,000 New $1.7M — 0.01% DBT
774 COMCAST CORP 20030NDS7 Jun 2022 2,571,000 — $1.7M -1.8% 0.01% DBT
775 STELLANTIS FINANCE US INC 85855CAB6 Dec 2021 2,150,000 — $1.7M -1.1% 0.01% DBT
776 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XLE20 — 1,680,326 New $1.7M — 0.01% ABS-MBS
777 GENESIS ENERGY LP 37185LAK8 Dec 2021 1,805,000 — $1.7M -0.5% 0.01% DBT
778 CLEVELAND-CLIFFS INC 185899AN1 — 1,775,000 New $1.7M — 0.01% DBT
779 MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 91087BAT7 — 1,790,000 — $1.7M -0.3% 0.01% DBT
780 CNX RESOURCES CORP 12653CAC2 Jun 2023 1,725,000 — $1.7M -0.6% 0.01% DBT
781 COINBASE GLOBAL INC 19260QAD9 Dec 2021 2,875,000 — $1.7M +5.5% 0.01% DBT
782 ANYWHERE REAL ESTATE GROUP LLC 75606DAL5 Jun 2023 2,260,000 — $1.7M -0.0% 0.01% DBT
783 KENNEDY-WILSON INC 489399AM7 Jun 2023 2,260,000 — $1.7M +2.0% 0.01% DBT
784 RISKLESS ISSUER N/A Jun 2023 1 New $1.7M — 0.01% DIR
785 INTESA SANPAOLO SPA 46115HAT4 Jun 2023 1,730,000 — $1.7M +0.8% 0.01% DBT
786 SEASONED CREDIT RISK TRANSFER SCRT_18-2 35563PFF1 Jun 2023 1,872,519 -32,022 $1.7M -6.1% 0.01% ABS-CBDO
787 BAYER US FINANCE II LLC 07274NAE3 Jun 2023 1,685,000 — $1.7M +0.2% 0.01% DBT
788 EQM MIDSTREAM PARTNERS LP 26885BAH3 Jun 2023 1,690,000 — $1.7M +1.7% 0.01% DBT
789 MARSH & MCLENNAN COMPANIES INC 571748BG6 Jun 2023 1,705,000 — $1.7M -2.0% 0.01% DBT
790 7-ELEVEN INC 817826AB6 Jun 2023 1,700,000 — $1.6M +1.2% 0.01% DBT
791 ALEXANDRIA REAL ESTATE EQ INC 015271AT6 Jun 2023 1,940,000 — $1.6M -1.5% 0.01% DBT
792 NEWARK BSL CLO NBCLO_17-1A 65023PAN0 Jun 2023 1,657,064 -63,292 $1.6M -3.8% 0.01% ABS-O
793 HILTON DOMESTIC OPERATING COMPANY INC 432833AL5 Jun 2023 1,885,000 — $1.6M -0.8% 0.01% DBT
794 COMMSCOPE TECHNOLOGIES LLC 20337YAA5 — 1,752,000 — $1.6M -1.0% 0.01% DBT
795 ASTRAZENECA FINANCE LLC 04636NAE3 Jun 2023 1,871,000 — $1.6M -2.3% 0.01% DBT
796 CONOCOPHILLIPS CO 20826FAV8 — 2,000,000 — $1.6M -2.2% 0.01% DBT
797 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2 38380RNG1 — 2,105,699 New $1.6M — 0.01% ABS-CBDO
798 BHP BILLITON FINANCE (USA) LTD 055451BA5 — 1,610,000 — $1.6M -2.4% 0.01% DBT
799 SEASONED CREDIT RISK TRANSFER SCRT_18-3 35563PGG8 Jun 2023 1,704,310 -64,204 $1.6M -5.7% 0.01% ABS-CBDO
800 CALPINE CORP 131347CR5 Jun 2023 1,975,000 — $1.6M -3.9% 0.01% DBT
801 VERIZON COMMUNICATIONS INC 92343VFU3 — 2,453,000 — $1.6M -2.1% 0.01% DBT
802 GINNIE MAE II POOL 36179WB49 Dec 2021 1,635,039 -64,913 $1.6M -5.7% 0.01% ABS-MBS
803 UNITED STATES TREASURY 91282CGQ8 — 1,598,000 — $1.6M -2.7% 0.01% DBT
804 METROPOLITAN LIFE GLOBAL FUNDING I 59217GFP9 — 1,600,000 — $1.6M -1.9% 0.01% DBT
805 ENERGY TRANSFER LP 29278NAR4 Jun 2023 1,869,000 — $1.6M -1.1% 0.01% DBT
806 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO 46655AAA6 Jun 2022 1,964,000 — $1.6M -8.2% 0.01% ABS-CBDO
807 ELI LILLY AND CO 532457CF3 — 1,543,000 — $1.6M -1.2% 0.01% DBT
808 RISKLESS ISSUER N/A Jun 2023 1 New $1.6M — 0.01% DIR
809 LPL HOLDINGS INC 50212YAF1 Jun 2023 1,805,000 — $1.6M -2.3% 0.01% DBT
810 WARNERMEDIA HOLDINGS INC 55903VBC6 — 1,754,000 New $1.6M — 0.01% DBT
811 FIRSTENERGY CORP 337932AM9 Jun 2023 2,250,000 — $1.6M +0.5% 0.01% DBT
812 SUN COMMUNITIES OPERATING LP 866677AF4 Dec 2021 1,845,000 — $1.6M -1.5% 0.01% DBT
813 COTY INC 222070AG9 Dec 2021 1,680,000 — $1.6M -1.2% 0.01% DBT
814 HOWARD HUGHES CORP/THE 44267DAE7 Jun 2023 1,860,000 — $1.5M -2.3% 0.01% DBT
815 PETROLEOS MEXICANOS 71654QCK6 Jun 2023 1,870,000 — $1.5M -2.8% 0.01% DBT
816 AVOLON HOLDINGS FUNDING LTD 05401AAF8 Jun 2023 1,587,000 — $1.5M -0.3% 0.01% DBT
817 RP ESCROW ISSUER LLC 74969PAA6 — 2,080,000 New $1.5M — 0.01% DBT
818 MINERAL RESOURCES LTD 603051AD5 Jun 2022 1,525,000 — $1.5M -2.2% 0.01% DBT
819 NOVA CHEMICALS CORP 66977WAS8 Dec 2021 1,875,000 — $1.5M -0.2% 0.01% DBT
820 SIRIUS XM RADIO INC 82967NBM9 Dec 2021 1,975,000 — $1.5M -0.5% 0.01% DBT
821 ALLEGRO CLO I LTD ALLEG_17-1A 01748RAL9 Jun 2023 1,552,259 -56,868 $1.5M -3.3% 0.01% ABS-O
822 FERTITTA ENTERTAINMENT LLC 31556TAC3 Jun 2022 1,790,000 — $1.5M +3.4% 0.01% DBT
823 ENTERPRISE PRODUCTS OPERATING LLC 29379VCD3 — 1,498,000 — $1.5M -1.9% 0.01% DBT
824 AMGEN INC 031162DU1 — 1,500,000 — $1.5M -2.3% 0.01% DBT
825 ELECTRICITE DE FRANCE SA 28504KAA5 — 1,475,000 New $1.5M — 0.01% DBT
826 COMCAST CORP 20030NEF4 — 1,490,000 New $1.5M — 0.01% DBT
827 MELCO RESORTS FINANCE LTD 58547DAE9 Jun 2023 1,710,000 — $1.5M +2.2% 0.01% DBT
828 PHILIP MORRIS INTERNATIONAL INC 718172CW7 — 1,482,000 — $1.5M -2.5% 0.01% DBT
829 AMGEN INC 031162DS6 — 1,500,000 — $1.5M -2.7% 0.01% DBT
830 KENNEDY-WILSON INC 489399AN5 Dec 2021 1,990,000 +50,000 $1.5M +4.8% 0.01% DBT
831 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QCJA5 Jun 2023 1,681,800 -33,811 $1.5M -3.9% 0.01% ABS-MBS
832 MERCEDES-BENZ FINANCE NORTH AMERICA LLC 58769JAB3 — 1,500,000 — $1.5M -1.2% 0.01% DBT
833 TEXAS NATURAL GAS SECURITIZATION FINANCE CORPORATION TNG_23-1 88258MAA3 — 1,492,000 -3,066,000 $1.5M -68.0% 0.01% ABS-O
834 RANGE RESOURCES CORP 75281ABK4 Jun 2022 1,670,000 — $1.5M -1.7% 0.01% DBT
835 AERCAP IRELAND CAPITAL DAC 00774MAZ8 Dec 2021 1,970,000 — $1.5M -0.9% 0.01% DBT
836 PFIZER INVESTMENT ENTERPRISES PTE LTD 716973AE2 — 1,503,000 New $1.5M — 0.01% DBT
837 INTUIT INC 46124HAD8 Jun 2023 1,845,000 — $1.5M -2.6% 0.01% DBT
838 UBS GROUP AG 225401AM0 — 1,568,000 — $1.5M +2.7% 0.01% DBT
839 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132GMDL3 Jun 2023 1,546,157 -61,083 $1.5M -5.5% 0.01% ABS-MBS
840 EXTENDED STAY AMERICA TRUST ESA_21-ESH 30227FAA8 Jun 2023 1,516,923 -19,603 $1.5M -0.2% 0.01% ABS-CBDO
841 CITIGROUP INC 17327CAR4 — 1,475,000 New $1.5M — 0.01% DBT
842 TAL ADVANTAGE VII LLC TAL_20-1A 87407RAA4 Jun 2023 1,694,909 -62,554 $1.5M -5.3% 0.01% ABS-O
843 GOLDEN ST TOB SECURITIZATION CORP CALIF 38122NC67 Dec 2021 1,660,000 — $1.5M -0.9% 0.01% DBT
844 GOLDMAN SACHS GROUP INC 38141GYC2 Jun 2023 2,000,000 — $1.5M -2.0% 0.01% DBT
845 ROYAL CARIBBEAN CRUISES LTD 780153BS0 — 1,408,000 — $1.5M +0.5% 0.01% DBT
846 NCR CORP 62886EBA5 Jun 2022 1,650,000 — $1.5M +2.3% 0.01% DBT
847 TRITON CONTAINER FINANCE LLC TCF_21-1 89680HAE2 Jun 2023 1,731,534 -45,496 $1.5M -4.8% 0.01% ABS-O
848 DUKE ENERGY CORP 26441CBN4 — 2,000,000 — $1.5M -0.9% 0.01% DBT
849 DT MIDSTREAM INC 23345MAB3 Jun 2023 1,680,000 — $1.4M -1.1% 0.01% DBT
850 CAIXABANK SA 12803RAA2 — 1,450,000 — $1.4M -0.8% 0.01% DBT
851 CREDIT SUISSE AG (NEW YORK BRANCH) 22546QAP2 — 1,500,000 — $1.4M +1.1% 0.01% DBT
852 BALL CORP 058498AY2 — 1,415,000 — $1.4M -1.5% 0.01% DBT
853 CF HIPPOLYTA ISSUER LLC SORT_20-1 12530MAB1 Jun 2023 1,724,351 -8,023 $1.4M -1.6% 0.01% ABS-O
854 FRONTIER COMMUNICATIONS HOLDINGS LLC 35906ABE7 Jun 2023 1,565,000 — $1.4M +1.0% 0.01% DBT
855 STONEPEAK 2021-1 ABS SALTT_21-1A 78433XAB6 Dec 2021 1,612,631 -76,485 $1.4M -5.5% 0.01% ABS-O
856 EQM MIDSTREAM PARTNERS LP 26885BAL4 Jun 2023 1,635,000 — $1.4M +5.5% 0.01% DBT
857 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7 80287FAB8 — 1,429,321 -557,679 $1.4M -28.1% 0.01% ABS-O
858 EXTENDED STAY AMERICA TRUST ESA_21-ESH 30227FAG5 Jun 2023 1,446,571 -18,694 $1.4M -0.8% 0.01% ABS-CBDO
859 ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP ATLAS LUXCO 4 SARL 019579AA9 Jun 2023 1,660,000 — $1.4M +0.1% 0.01% DBT
860 FRONTIER COMMUNICATIONS HOLDINGS LLC 35908MAB6 Dec 2021 1,900,000 — $1.4M -3.3% 0.01% DBT
861 INTUIT INC 46124HAB2 Jun 2023 1,530,000 — $1.4M -1.1% 0.01% DBT
862 BANK OF AMERICA CORP 06051GJS9 Dec 2021 1,565,000 — $1.4M -0.5% 0.01% DBT
863 VENATOR FINANCE SARL 9226ALAA2 Jun 2023 1,825,000 — $1.4M +22.4% 0.01% DBT
864 AMGEN INC 031162DG2 Jun 2022 1,697,000 — $1.4M -2.9% 0.01% DBT
865 ELEVANCE HEALTH INC 28622HAA9 — 1,417,000 — $1.4M -1.5% 0.01% DBT
866 ANHEUSER-BUSCH INBEV WORLDWIDE INC 035240AN0 Dec 2021 1,500,000 — $1.4M -1.6% 0.01% DBT
867 CANADIAN NATURAL RESOURCES LTD 136385AY7 Jun 2023 1,559,000 — $1.4M -1.3% 0.01% DBT
868 ANALOG DEVICES INC 032654AX3 Dec 2021 1,955,000 — $1.4M -3.6% 0.01% DBT
869 FINASTRA LTD (UK) 02034DAD9 — 1,335,755 -3,737 $1.4M +5.2% 0.01% LON
870 TRIUMPH GROUP INC 896818AU5 — 1,347,000 +420,000 $1.4M +48.2% 0.01% DBT
871 CHART INDUSTRIES INC 16115QAF7 — 1,347,000 — $1.4M -1.3% 0.01% DBT
872 BANCO SANTANDER SA 05964HAR6 — 1,400,000 -1,000,000 $1.4M -41.7% 0.01% DBT
873 RISKLESS ISSUER N/A Jun 2023 1 New $1.4M — 0.01% DIR
874 CLEVELAND-CLIFFS INC 185899AK7 Jun 2023 1,525,000 -300,000 $1.4M -18.0% 0.01% DBT
875 DUKE ENERGY FLORIDA LLC 26444HAC5 Jun 2023 1,445,000 — $1.4M -0.7% 0.01% DBT
876 PIONEER NATURAL RESOURCES CO 723787AR8 Jun 2023 1,669,000 — $1.4M -0.4% 0.01% DBT
877 AERCAP IRELAND CAPITAL DAC 00774MBC8 — 1,371,000 New $1.4M — 0.01% DBT
878 OWENS & MINOR INC 690732AG7 — 1,495,000 — $1.4M +5.7% 0.01% DBT
879 FEDERAL HOME LOAN MORTGAGE CORP 3132DQAR7 — 1,383,673 New $1.4M — 0.01% ABS-MBS
880 SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 82481LAC3 Jun 2023 1,365,000 — $1.4M +0.6% 0.01% DBT
881 EXTENDED STAY AMERICA TRUST ESA_21-ESH 30227FAE0 Jun 2023 1,384,891 -17,897 $1.4M -0.6% 0.01% ABS-CBDO
882 FORD MOTOR CREDIT COMPANY LLC 345397C92 — 1,350,000 New $1.4M — 0.01% DBT
883 FRONTIER COMMUNICATIONS HOLDINGS LLC 35908MAA8 Dec 2021 1,850,000 — $1.4M -4.3% 0.01% DBT
884 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FHX51 Jun 2023 1,462,696 -9,569 $1.4M -2.8% 0.01% ABS-MBS
885 ABBVIE INC 00287YBV0 Jun 2023 1,445,000 — $1.4M -1.8% 0.01% DBT
886 HSBC HOLDINGS PLC 404280CC1 Jun 2023 1,500,000 — $1.3M -0.5% 0.01% DBT
887 ZIGGO BOND COMPANY BV 98953GAD7 Jun 2023 1,775,000 — $1.3M -5.8% 0.01% DBT
888 INTERNATIONAL GAME TECHNOLOGY PLC 460599AC7 Jun 2023 1,344,000 — $1.3M -1.0% 0.01% DBT
889 PROLOGIS LP 74340XCF6 — 1,365,000 New $1.3M — 0.01% DBT
890 SOUTH32 TREASURY LTD 84055BAA1 Jun 2022 1,527,000 — $1.3M -1.6% 0.01% DBT
891 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140Q72C0 Jun 2023 1,441,417 -54,296 $1.3M -5.7% 0.01% ABS-MBS
892 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QFNR6 — 1,545,640 -40,997 $1.3M -4.3% 0.01% ABS-MBS
893 AMERICAN TOWER CORP 03027XAP5 Jun 2023 1,425,000 — $1.3M -1.6% 0.01% DBT
894 MASTEC INC 576323AP4 Jun 2023 1,425,000 — $1.3M -0.2% 0.01% DBT
895 KB HOME 48666KBA6 Jun 2022 1,295,000 — $1.3M -0.2% 0.01% DBT
896 WARNERMEDIA HOLDINGS INC 55903VBB8 — 1,435,000 New $1.3M — 0.01% DBT
897 SERVICE PROPERTIES TRUST 44106MAT9 — 1,385,000 +185,000 $1.3M +18.7% 0.01% DBT
898 HONEYWELL INTERNATIONAL INC 438516BU9 Jun 2023 1,470,000 — $1.3M -3.4% 0.01% DBT
899 NCL CORPORATION LTD 62886HBG5 Jun 2022 1,375,000 — $1.3M +10.7% 0.01% DBT
900 LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP 55066WAC8 Dec 2021 1,325,666 — $1.3M +2.2% 0.01% ABS-CBDO
901 ELECTRICITE DE FRANCE SA 28504DAC7 — 1,275,000 New $1.3M — 0.01% DBT
902 HOWARD HUGHES CORP/THE 44267DAD9 Jun 2023 1,450,000 — $1.3M -2.3% 0.01% DBT
903 CVS HEALTH CORP 126650DZ0 — 1,250,000 New $1.3M — 0.01% DBT
904 CLIF FUNDING VII LLC CLIF_21-1 12565KAA5 Jun 2023 1,501,437 -52,814 $1.3M -5.2% 0.01% ABS-O
905 BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR 05608WAG9 Jun 2023 1,319,261 -20,149 $1.3M +0.2% 0.01% ABS-CBDO
906 SOUTHWESTERN ENERGY COMPANY 845467AR0 Dec 2021 1,355,000 — $1.3M -0.1% 0.01% DBT
907 COMMSCOPE INC 20338QAA1 — 1,592,000 -575,000 $1.3M -28.2% 0.01% DBT
908 ELI LILLY AND CO 532457BV9 Jun 2023 1,353,000 — $1.3M -1.8% 0.01% DBT
909 SANDS CHINA LTD 80007RAF2 — 1,302,000 — $1.3M +0.1% 0.01% DBT
910 CSC HOLDINGS LLC 126307BF3 Dec 2021 1,875,000 — $1.3M -2.1% 0.01% DBT
911 ROCKET MORTGAGE LLC 74841CAA9 Jun 2023 1,505,000 — $1.3M -2.2% 0.01% DBT
912 AMERICAN TOWER CORP 03027XBK5 Dec 2021 2,000,000 — $1.3M -1.5% 0.00% DBT
913 MCDONALDS CORP 58013MFS8 — 1,275,000 — $1.3M -2.1% 0.00% DBT
914 FEDERAL HOME LOAN MORTGAGE CORP 3133KPZB7 — 1,285,618 -19,491 $1.3M -3.3% 0.00% ABS-MBS
915 PETROLEOS MEXICANOS 71654QCC4 — 1,996,000 — $1.3M -3.4% 0.00% DBT
916 NEIMAN MARCUS GROUP LTD LLC 62929RAC2 Jun 2023 1,345,000 — $1.3M -0.8% 0.00% DBT
917 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FHKV8 Jun 2023 1,305,766 -8,140 $1.2M -2.7% 0.00% ABS-MBS
918 CANADIAN PACIFIC RAILWAY CO 13645RBE3 Dec 2021 1,385,000 — $1.2M -0.9% 0.00% DBT
919 AMGEN INC 031162DR8 — 1,243,000 — $1.2M -2.5% 0.00% DBT
920 HCA INC 404119CM9 Jun 2022 1,500,000 — $1.2M -1.5% 0.00% DBT
921 PEPSICO INC 713448FG8 Dec 2021 1,723,000 — $1.2M -2.4% 0.00% DBT
922 NETFLIX INC 64110LAS5 Jun 2022 1,250,000 — $1.2M -0.6% 0.00% DBT
923 ALTERA INFRASTRUCTURE LP N/A Jun 2023 14,641 New $1.2M — 0.00% EC
924 FEDERAL HOME LOAN MORTGAGE CORP 3132DVMD4 — 1,383,268 -27,993 $1.2M -3.9% 0.00% ABS-MBS
925 INTUIT INC 46124HAC0 Jun 2023 1,395,000 — $1.2M -1.3% 0.00% DBT
926 WARNERMEDIA HOLDINGS INC 55903VBE2 — 1,500,000 New $1.2M — 0.00% DBT
927 GLP CAPITAL LP 361841AN9 Jun 2023 1,263,000 — $1.2M +1.4% 0.00% DBT
928 AMWINS GROUP INC 031921AB5 Jun 2022 1,348,000 — $1.2M +2.0% 0.00% DBT
929 BROADCOM INC 11135FBE0 Jun 2023 1,407,000 — $1.2M -0.6% 0.00% DBT
930 NEW YORK LIFE GLOBAL FUNDING 64952WEZ2 — 1,263,000 — $1.2M -2.7% 0.00% DBT
931 CONSTELLATION BRANDS INC 21036PBH0 Dec 2021 1,487,000 — $1.2M -0.5% 0.00% DBT
932 LIVE NATION ENTERTAINMENT INC 538034AX7 Jun 2023 1,350,000 — $1.2M -0.3% 0.00% DBT
933 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EPD6 — 1,212,768 New $1.2M — 0.00% ABS-MBS
934 ICAHN ENTERPRISES LP 451102CC9 Dec 2021 1,525,000 — $1.2M -8.7% 0.00% DBT
935 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132M3F28 Jun 2023 1,236,738 -52,315 $1.2M -6.8% 0.00% ABS-MBS
936 DISH DBS CORP 25470XAW5 — 1,368,000 New $1.2M — 0.00% DBT
937 ENERGY TRANSFER LP 29278NAH6 Jun 2023 1,210,000 — $1.2M +0.0% 0.00% DBT
938 AMERICAN TOWER CORP 03027XBS8 Dec 2021 1,500,000 — $1.2M -0.7% 0.00% DBT
939 HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1 43815JAB9 — 1,198,000 — $1.2M -0.4% 0.00% ABS-O
940 HCA INC 404119CG2 Jun 2022 1,450,000 — $1.2M -1.1% 0.00% DBT
941 PENSKE AUTOMOTIVE GROUP INC 70959WAK9 Dec 2021 1,375,000 — $1.2M -0.0% 0.00% DBT
942 UNITEDHEALTH GROUP INC 91324PEK4 Jun 2022 1,250,000 — $1.2M -2.6% 0.00% DBT
943 NOVARTIS CAPITAL CORP 66989HAP3 Jun 2023 1,250,000 — $1.2M -0.6% 0.00% DBT
944 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138ETH82 Jun 2023 1,263,471 -27,364 $1.2M -3.8% 0.00% ABS-MBS
945 SUMMA HEALTH 86564UAA8 Jun 2023 1,655,000 — $1.2M -2.6% 0.00% DBT
946 MARRIOTT INTERNATIONAL INC 571903BL6 — 1,207,000 — $1.2M -1.9% 0.00% DBT
947 CLI FUNDING LLC CLIF_20-2 12563LAQ0 Jun 2023 1,350,642 -47,832 $1.2M -5.3% 0.00% ABS-O
948 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AG5 Dec 2021 1,350,000 — $1.2M +0.4% 0.00% DBT
949 UNITED STATES TREASURY 91282CHB0 — 1,195,000 New $1.2M — 0.00% DBT
950 CENTENE CORP 15135BAT8 Jun 2023 1,265,000 — $1.2M -2.1% 0.00% DBT
951 COMMSCOPE INC 203372AV9 — 1,633,000 — $1.2M -3.7% 0.00% DBT
952 CENTRAL GARDEN & PET CO 153527AP1 Jun 2023 1,395,000 — $1.2M -4.5% 0.00% DBT
953 RHP HOTEL PROPERTIES LP 749571AG0 Jun 2023 1,300,000 — $1.2M -2.1% 0.00% DBT
954 BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR 05608WAJ3 Jun 2023 1,191,310 -18,195 $1.2M +0.9% 0.00% ABS-CBDO
955 STARWOOD PROPERTY TRUST INC 85571BAS4 Jun 2023 1,160,000 — $1.2M -1.1% 0.00% DBT
956 UBS GROUP AG 225401AQ1 — 1,250,000 — $1.1M +2.8% 0.00% DBT
957 BLUE OWL CAPITAL CORP 69121KAE4 Jun 2023 1,290,000 — $1.1M +0.3% 0.00% DBT
958 ALEXANDRIA REAL ESTATE EQ INC 015271AK5 Jun 2023 1,220,000 — $1.1M -1.6% 0.00% DBT
959 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138X9L64 Jun 2023 1,174,764 -43,935 $1.1M -6.4% 0.00% ABS-MBS
960 ASCENT RESOURCES UTICA HOLDINGS LLC 04364VAU7 Jun 2023 1,270,000 — $1.1M +1.1% 0.00% DBT
961 HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1 43815JAC7 — 1,141,000 — $1.1M -1.4% 0.00% ABS-O
962 CENTENE CORP 15135BAY7 Jun 2023 1,325,000 — $1.1M -1.7% 0.00% DBT
963 ALEXANDRIA REAL ESTATE EQ INC 015271AR0 Jun 2023 1,320,000 — $1.1M -3.4% 0.00% DBT
964 KINDER MORGAN INC 49456BAW1 — 1,238,000 — $1.1M -1.8% 0.00% DBT
965 BANCO SANTANDER SA 05971KAE9 — 1,200,000 New $1.1M — 0.00% DBT
966 CONSTELLATION OIL SERVICES HOLDING SA 21038MAP8 Jun 2022 1,120,426 — $1.1M +0.0% 0.00% DBT
967 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-410T 46652WAA1 Jun 2023 1,431,000 — $1.1M -6.3% 0.00% ABS-MBS
968 MGIC INVESTMENT CORP 552848AG8 Jun 2023 1,175,000 — $1.1M -0.8% 0.00% DBT
969 FOX CORP 35137LAG0 Jun 2023 1,120,000 — $1.1M +0.1% 0.00% DBT
970 ANALOG DEVICES INC 032654AU9 Dec 2021 1,286,000 — $1.1M -1.2% 0.00% DBT
971 RISKLESS ISSUER N/A Jun 2023 1 New $1.1M — 0.00% DIR
972 TRAVEL + LEISURE CO 98310WAQ1 Jun 2023 1,300,000 — $1.1M -1.3% 0.00% DBT
973 ELECTRICITE DE FRANCE SA 268317AP9 Jun 2023 1,250,000 — $1.1M -3.5% 0.00% DBT
974 AG TTMT ESCROW ISSUER LLC 00840KAA7 — 1,072,000 — $1.1M +1.8% 0.00% DBT
975 SUNOCO LP 86765LAZ0 — 1,255,000 — $1.1M -3.3% 0.00% DBT
976 ASTRAZENECA PLC 046353AL2 Jun 2023 1,140,000 — $1.1M -1.7% 0.00% DBT
977 GOLDEN ST TOB SECURITIZATION CORP CALIF 38122NC59 Dec 2021 1,200,000 — $1.1M -0.8% 0.00% DBT
978 BOEING CO 097023CY9 Jun 2023 1,100,000 — $1.1M -1.6% 0.00% DBT
979 SONIC AUTOMOTIVE INC 83545GBE1 Jun 2022 1,325,000 — $1.1M +1.8% 0.00% DBT
980 ARETEC ESCROW ISSUER INC 040133AA8 Jun 2022 1,250,000 — $1.1M +6.2% 0.00% DBT
981 ANALOG DEVICES INC 032654AW5 Dec 2021 1,461,000 — $1.1M -2.7% 0.00% DBT
982 EXTRA SPACE STORAGE LP 30225VAG2 Dec 2021 1,385,000 — $1.1M -0.6% 0.00% DBT
983 PFIZER INVESTMENT ENTERPRISES PTE LTD 716973AG7 — 1,039,000 New $1.1M — 0.00% DBT
984 KASIKORNBANK PCL (HONG KONG BRANCH) N/A Jun 2023 1,222,000 New $1.1M — 0.00% DBT
985 POWER FINANCE CORPORATION LTD 73928RAB2 Jun 2023 1,213,000 — $1.1M +1.0% 0.00% DBT
986 FRONTIER COMMUNICATIONS HOLDINGS LLC 35908MAD2 Jun 2022 1,100,000 — $1.1M -1.9% 0.00% DBT
987 HOME DEPOT INC 437076BY7 Jun 2023 1,174,000 -2,826,000 $1.1M -71.1% 0.00% DBT
988 ALBERTSONS COMPANIES INC 013092AG6 Jun 2023 1,230,000 — $1.1M -0.5% 0.00% DBT
989 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5 80287HAB4 — 1,060,208 -1,692,737 $1.1M -61.4% 0.00% ABS-O
990 ALCOA NEDERLAND HOLDING BV 013822AG6 Jun 2023 1,175,000 — $1.1M +0.4% 0.00% DBT
991 AVOLON HOLDINGS FUNDING LTD 05401AAL5 Jun 2023 1,126,000 — $1.0M -1.0% 0.00% DBT
992 OXFORD FINANCE LLC 69145LAC8 Jun 2022 1,125,000 — $1.0M -0.5% 0.00% DBT
993 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132WKVP0 Jun 2023 1,133,411 -8,173 $1.0M -2.9% 0.00% ABS-MBS
994 MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 91087BAN0 Jun 2023 1,528,000 — $1.0M +0.6% 0.00% DBT
995 TRANSCANADA PIPELINES LTD 89352HAW9 Jun 2023 1,090,000 — $1.0M -1.7% 0.00% DBT
996 RLJ LODGING TRUST LP 74965LAB7 Dec 2021 1,240,000 — $1.0M +0.3% 0.00% DBT
997 BOEING CO 097023CT0 Jun 2023 1,052,000 -503,000 $1.0M -33.2% 0.00% DBT
998 RAYTHEON TECHNOLOGIES CORP 913017CY3 Jun 2023 1,075,000 — $1.0M -2.3% 0.00% DBT
999 FEDERAL HOME LOAN MORTGAGE CORP 3133B42W4 — 1,132,631 -56,929 $1.0M -6.6% 0.00% ABS-MBS
1000 CONOCOPHILLIPS CO 20826FBE5 — 1,015,000 New $1.0M — 0.00% DBT
1001 SCIH SALT HOLDINGS INC 78433BAB4 Jun 2023 1,230,000 — $1.0M +1.2% 0.00% DBT
1002 CSX CORP 126408HM8 Jun 2023 1,062,000 — $1.0M -2.0% 0.00% DBT
1003 ICAHN ENTERPRISES LP 451102BZ9 Jun 2023 1,185,000 — $1.0M -8.1% 0.00% DBT
1004 FREDDIE MAC - SCRT SCRT_17-3 35563PBY4 Jun 2023 1,095,324 -32,892 $1.0M -4.8% 0.00% ABS-CBDO
1005 PALMER SQUARE LOAN FUNDING LTD PSTAT_20-4 69701PAA9 Jun 2023 1,020,826 -204,325 $1.0M -16.5% 0.00% ABS-O
1006 WESTERN MIDSTREAM OPERATING LP 958667AC1 Jun 2023 1,125,000 — $1.0M -1.4% 0.00% DBT
1007 WESTPAC BANKING CORP 961214EQ2 Jun 2023 1,500,000 — $1.0M -0.2% 0.00% DBT
1008 ANALOG DEVICES INC 032654AV7 Dec 2021 1,212,000 — $1.0M -1.7% 0.00% DBT
1009 MOSAIC COMPANY (THE) 61945CAG8 Jun 2023 1,050,000 — $1.0M -1.4% 0.00% DBT
1010 NEW FORTRESS ENERGY INC 644393AA8 Jun 2022 1,065,000 — $1.0M -2.5% 0.00% DBT
1011 AADVANTAGE LOYALTY IP LTD 00253XAA9 Jun 2022 1,005,000 — $997K +0.6% 0.00% DBT
1012 LEGACY MORTGAGE ASSET TRUST LMAT_19-GS7 52474MAA7 Jun 2023 999,719 -24,788 $992K -3.1% 0.00% ABS-CBDO
1013 ATI INC 01741RAM4 Dec 2021 1,110,000 — $991K -2.1% 0.00% DBT
1014 DOW CHEMICAL COMPANY (THE) 260543DD2 Jun 2023 1,328,000 — $990K -0.5% 0.00% DBT
1015 NAVIENT CORP 63938CAB4 Jun 2023 1,005,000 — $989K +1.1% 0.00% DBT
1016 ESSEX PORTFOLIO LP 29717PAN7 Jun 2023 1,000,000 — $982K -0.5% 0.00% DBT
1017 LYB INTERNATIONAL FINANCE III LLC 50249AAG8 Jun 2023 1,198,000 — $982K -0.9% 0.00% DBT
1018 WILLIAMS COMPANIES INC (THE) 969457BX7 Jun 2023 1,094,000 — $979K -1.3% 0.00% DBT
1019 ANTERO RESOURCES CORP 03674XAQ9 Jun 2023 955,000 — $970K -0.8% 0.00% DBT
1020 AVIS BUDGET CAR RENTAL LLC 053773BE6 Jun 2023 1,025,000 — $970K +0.9% 0.00% DBT
1021 LOCKHEED MARTIN CORP 539830BV0 — 951,000 — $968K -2.1% 0.00% DBT
1022 XCEL ENERGY INC 98389BAW0 Jun 2023 1,131,000 — $967K -2.1% 0.00% DBT
1023 WOLFSPEED INC N/A Jun 2023 1,005,000 New $965K — 0.00% DBT
1024 MORGAN STANLEY 61747YFD2 — 975,000 New $964K — 0.00% DBT
1025 CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2 14727QAA3 Jun 2023 995,709 -121,333 $964K -11.1% 0.00% ABS-CBDO
1026 SERVICE PROPERTIES TRUST 44106MAZ5 — 1,000,000 +440,000 $964K +79.6% 0.00% DBT
1027 MARATHON OIL CORP 565849AP1 Jun 2023 1,005,000 — $959K -1.6% 0.00% DBT
1028 COMMSCOPE TECHNOLOGIES LLC 20338HAB9 — 1,375,000 — $959K -4.8% 0.00% DBT
1029 ANGLO AMERICAN CAPITAL PLC 034863AY6 Jun 2023 1,281,000 — $952K -3.4% 0.00% DBT
1030 WARNERMEDIA HOLDINGS INC 55903VBA0 — 1,018,000 New $950K — 0.00% DBT
1031 COMMONWEALTH EDISON COMPANY 202795JG6 Jun 2023 1,085,000 — $950K +0.2% 0.00% DBT
1032 CLI FUNDING LLC CLIF_20-3 12563LAS6 Jun 2023 1,083,300 -41,867 $942K -5.7% 0.00% ABS-O
1033 SCENTRE GROUP TRUST 1 806213AD6 Jun 2023 1,000,000 — $941K -0.7% 0.00% DBT
1034 RANGE RESOURCES CORP 75281ABJ7 Dec 2021 900,000 -140,000 $938K -14.5% 0.00% DBT
1035 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418MDZ2 Jun 2023 901,309 -19,800 $937K -2.8% 0.00% ABS-MBS
1036 GLENCORE FUNDING LLC 378272AT5 Jun 2023 945,000 — $934K -0.1% 0.00% DBT
1037 SUNOCO LP 86765LAT4 Dec 2021 1,050,000 — $933K -3.4% 0.00% DBT
1038 AMEREN CORPORATION 023608AH5 Jun 2023 969,000 — $929K -0.2% 0.00% DBT
1039 DIAMOND OFFSHORE DRILLING INC DO Jun 2023 65,163 -64,073 $928K -40.4% 0.00% EC
1040 UNITED AIRLINES INC 90932LAG2 Jun 2022 975,000 — $927K -0.7% 0.00% DBT
1041 BWX TECHNOLOGIES INC 05605HAC4 Jun 2023 1,025,000 — $927K +1.8% 0.00% DBT
1042 PRESTIGE BRANDS INC 74112BAM7 Jun 2023 1,115,000 — $925K -2.3% 0.00% DBT
1043 UNITED STATES TREASURY 912810SZ2 Dec 2021 1,356,100 — $923K -3.3% 0.00% DBT
1044 AMERICAN TOWER CORP 03027XAR1 Jun 2023 1,000,000 — $922K -1.8% 0.00% DBT
1045 NOVELIS CORP 670001AH9 Dec 2021 1,115,000 — $919K -2.3% 0.00% DBT
1046 JPMORGAN CHASE & CO 46647PCB0 — 1,017,000 New $914K — 0.00% DBT
1047 BENCHMARK MORTGAGE TRUST BMARK_18-B2 08161CAD3 Jun 2023 1,000,000 — $911K -2.1% 0.00% ABS-CBDO
1048 LYB INTERNATIONAL FINANCE III LLC 50249AAD5 — 1,186,000 — $906K -2.5% 0.00% DBT
1049 MPLX LP 55336VAN0 Jun 2023 1,101,000 — $905K -2.3% 0.00% DBT
1050 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138X9L80 Jun 2023 941,462 -91,578 $905K -11.0% 0.00% ABS-MBS
1051 VENTURE GLOBAL CALCASIEU PASS LLC 92328MAA1 Dec 2021 1,030,000 — $901K -3.1% 0.00% DBT
1052 PARKLAND CORP 70137WAL2 Dec 2021 1,035,000 — $898K -2.5% 0.00% DBT
1053 ATLAS LUXCO 4 SARL 049362AA4 Jun 2023 1,065,000 — $897K +0.2% 0.00% DBT
1054 COVANTA HOLDING CORP 22303XAA3 Dec 2021 1,035,000 — $897K -2.8% 0.00% DBT
1055 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N4DB0 — 928,349 -65,945 $896K -8.6% 0.00% ABS-MBS
1056 CNX MIDSTREAM PARTNERS LP 12654AAA9 Dec 2021 1,055,000 — $896K -1.4% 0.00% DBT
1057 CANADIAN NATURAL RESOURCES LTD 136385AZ4 Jun 2023 961,000 — $895K -0.3% 0.00% DBT
1058 AMGEN INC 031162DT4 — 878,000 — $890K -2.7% 0.00% DBT
1059 LITHIA MOTORS INC 536797AF0 Jun 2023 1,025,000 — $886K +0.2% 0.00% DBT
1060 GOLDEN ST TOB SECURITIZATION CORP CALIF 38122NB68 Dec 2021 1,170,000 — $882K -5.4% 0.00% DBT
1061 DUKE ENERGY INDIANA LLC 26443TAB2 Jun 2023 1,225,000 — $879K -2.1% 0.00% DBT
1062 STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6 35564KH36 — 872,381 -70,431 $878K -7.3% 0.00% ABS-CBDO
1063 UNITED STATES TREASURY 91282CFN6 — 880,000 New $869K — 0.00% DBT
1064 HCA INC 404119CF4 Jun 2022 1,000,000 — $868K -1.6% 0.00% DBT
1065 AVIENT CORP 05368VAA4 — 855,000 — $866K -1.9% 0.00% DBT
1066 UNITED STATES TREASURY 912810TC2 Jun 2022 1,181,000 — $865K -3.1% 0.00% DBT
1067 DUKE ENERGY CAROLINAS LLC 26442CAX2 Jun 2023 900,000 -350,000 $860K -29.9% 0.00% DBT
1068 COREBRIDGE FINANCIAL INC 21871XAD1 — 914,000 New $854K — 0.00% DBT
1069 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31412GTH4 Jun 2023 819,791 -33,197 $851K -4.5% 0.00% ABS-MBS
1070 SOUTHWESTERN ENERGY COMPANY 845467AT6 Dec 2021 960,000 — $847K -0.2% 0.00% DBT
1071 IMPERIAL BRANDS FINANCE PLC 45262BAF0 — 845,000 — $847K -2.4% 0.00% DBT
1072 CHUBB INA HOLDINGS INC 00440EAV9 Jun 2023 880,000 — $846K -0.7% 0.00% DBT
1073 HARVEST MIDSTREAM I LP 417558AA1 Jun 2023 850,000 — $844K -0.6% 0.00% DBT
1074 SABRE GLBL INC 78573NAF9 Jun 2023 946,000 — $841K -0.6% 0.00% DBT
1075 HESS MIDSTREAM OPERATIONS LP 428102AE7 Dec 2021 960,000 — $839K -2.3% 0.00% DBT
1076 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XLB98 — 854,680 New $838K — 0.00% ABS-MBS
1077 FEDERAL HOME LOAN MORTGAGE CORP 3133KRKF0 — 815,000 New $836K — 0.00% ABS-MBS
1078 UNITEDHEALTH GROUP INC 91324PDX7 Jun 2022 974,000 — $820K -1.5% 0.00% DBT
1079 UNITED STATES TREASURY 912828X88 Jun 2023 880,000 — $820K -2.0% 0.00% DBT
1080 CREDIT AGRICOLE SA 225313AF2 Jun 2023 850,000 — $819K +0.3% 0.00% DBT
1081 ARROYO MORTGAGE TRUST ARRW_21-1R 042853AA9 Jun 2023 1,019,487 -43,288 $818K -5.4% 0.00% ABS-CBDO
1082 ANHEUSER-BUSCH INBEV WORLDWIDE INC 035240AL4 Jun 2023 845,000 — $818K -2.2% 0.00% DBT
1083 MARSH & MCLENNAN COMPANIES INC 571748BF8 Jun 2023 820,000 — $809K +0.1% 0.00% DBT
1084 COCA-COLA CO 191216DD9 Jun 2023 940,000 — $808K -0.9% 0.00% DBT
1085 XPO INC 98379KAB8 — 800,000 New $807K — 0.00% DBT
1086 HOME DEPOT INC 437076BW1 Jun 2023 825,000 — $799K -1.7% 0.00% DBT
1087 PACIFIC GAS AND ELECTRIC CO 694308JJ7 Jun 2023 1,250,000 — $797K -3.6% 0.00% DBT
1088 BANK OF AMERICA CORP 06051GJL4 Jun 2023 1,000,000 — $792K -0.8% 0.00% DBT
1089 ELEVANCE HEALTH INC 28622HAB7 — 811,000 — $788K -3.4% 0.00% DBT
1090 SEASONED CREDIT RISK TRANSFER SCRT_17-4 35563PDD8 Jun 2023 875,416 -17,692 $786K -4.5% 0.00% ABS-CBDO
1091 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31410PZE6 Jun 2023 756,389 -10,097 $786K -1.9% 0.00% ABS-MBS
1092 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1 96042XAD7 — 794,000 — $786K -0.9% 0.00% ABS-O
1093 KINDER MORGAN INC 49456BAX9 — 803,000 — $779K -2.5% 0.00% DBT
1094 RAYTHEON TECHNOLOGIES CORP 75513ECQ2 — 779,000 — $778K -1.6% 0.00% DBT
1095 ELEVANCE HEALTH INC 036752AJ2 Jun 2023 818,000 — $778K -0.7% 0.00% DBT
1096 EXXON MOBIL CORP 30231GBM3 Jun 2022 1,000,000 — $778K -2.5% 0.00% DBT
1097 SIRIUS XM RADIO INC 82967NBG2 Dec 2021 950,000 — $777K -0.1% 0.00% DBT
1098 PHILIP MORRIS INTERNATIONAL INC 718172CH0 Jun 2023 788,000 — $772K -0.2% 0.00% DBT
1099 NEWS CORP 65249BAA7 Jun 2023 875,000 — $769K -1.2% 0.00% DBT
1100 LSB INDUSTRIES INC 502160AN4 Dec 2021 860,000 — $769K +0.3% 0.00% DBT
1101 CANPACK SA 13806CAA0 Dec 2021 935,000 — $762K +0.5% 0.00% DBT
1102 MERCK & CO INC 58933YBF1 Dec 2021 1,103,000 — $762K -2.5% 0.00% DBT
1103 KONTOOR BRANDS INC 50050NAA1 Dec 2021 910,000 — $761K -2.7% 0.00% DBT
1104 PANAMA REPUBLIC OF (GOVERNMENT) 698299BS2 Jun 2022 1,035,000 — $760K +1.4% 0.00% DBT
1105 PARTY CITY HOLDINGS INC 70215EAP8 — 732,013 — $758K +0.0% 0.00% LON
1106 HIGHTOWER HOLDING LLC 43118DAA8 Dec 2021 870,000 — $753K +1.6% 0.00% DBT
1107 HYUNDAI CAPITAL AMERICA 44891ABW6 Dec 2021 850,000 — $753K -0.4% 0.00% DBT
1108 SCIENTIFIC GAMES INTERNATIONAL INC 80874YBC3 Jun 2022 750,000 — $747K +0.5% 0.00% DBT
1109 TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1 88315LAL2 Jun 2023 880,840 -21,660 $744K -3.8% 0.00% ABS-O
1110 LINDBLAD EXPEDITIONS LLC 53523LAA8 Jun 2022 775,000 — $739K -1.6% 0.00% DBT
1111 UNITED STATES TREASURY 91282CFV8 — 723,000 — $739K -2.8% 0.00% DBT
1112 7-ELEVEN INC 817826AC4 Jun 2023 825,000 — $737K -0.7% 0.00% DBT
1113 TEMPUR SEALY INTERNATIONAL INC 88023UAH4 Jun 2023 850,000 — $737K -1.6% 0.00% DBT
1114 SYNAPTICS INC 87157DAG4 Jun 2023 875,000 — $736K -2.5% 0.00% DBT
1115 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ES50 — 737,647 New $735K — 0.00% ABS-MBS
1116 KKR APPLE BIDCO LLC 48254EAF8 — 735,000 New $733K — 0.00% LON
1117 UNITEDHEALTH GROUP INC 91324PEJ7 Jun 2022 767,000 — $733K -2.6% 0.00% DBT
1118 QATAR (STATE OF) 74727PBA8 Jun 2023 745,000 — $730K -1.6% 0.00% DBT
1119 TRAVELERS COMPANIES INC 89417EAM1 Jun 2023 860,000 — $727K -1.7% 0.00% DBT
1120 UBS GROUP AG 225401AF5 Jun 2023 800,000 — $724K +1.4% 0.00% DBT
1121 VENTURE GLOBAL CALCASIEU PASS LLC 92328MAB9 Dec 2021 840,000 — $724K -2.1% 0.00% DBT
1122 QATAR (STATE OF) 74727PBB6 Jun 2023 750,000 — $722K -2.0% 0.00% DBT
1123 INTESA SANPAOLO SPA 46115HBJ5 Jun 2023 750,000 — $720K -0.1% 0.00% DBT
1124 COMPASS GROUP DIVERSIFIED HOLDINGS LLC 20451RAB8 Jun 2023 820,000 — $720K -0.5% 0.00% DBT
1125 CSX CORP 126408HT3 Jun 2023 1,125,000 — $717K -1.4% 0.00% DBT
1126 HCA INC 404119CE7 Jun 2022 804,000 — $715K -1.6% 0.00% DBT
1127 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132M3F77 Jun 2023 741,924 -8,073 $715K -3.3% 0.00% ABS-MBS
1128 LLOYDS BANKING GROUP PLC 53944YAP8 Jun 2023 800,000 — $708K +0.6% 0.00% DBT
1129 ALIBABA GROUP HOLDING LTD 01609WAR3 — 766,000 New $708K — 0.00% DBT
1130 JONAH ENERGY LLC N/A Jun 2023 706,756 New $707K — 0.00% DBT
1131 AMERICAN HONDA FINANCE CORPORATION 02665WCE9 Jun 2023 750,000 — $706K -1.8% 0.00% DBT
1132 FEDERAL HOME LOAN MORTGAGE CORP 3133KRKD5 — 685,000 New $702K — 0.00% ABS-MBS
1133 GENERAL MOTORS FINANCIAL CO INC 37045XDR4 Jun 2022 783,000 — $698K -0.4% 0.00% DBT
1134 UDR INC 90265EAL4 Jun 2023 760,000 — $695K -2.9% 0.00% DBT
1135 UNION PACIFIC CORP 907818FW3 Dec 2021 1,000,000 — $695K -2.6% 0.00% DBT
1136 SUN COMMUNITIES OPERATING LP 866677AE7 Dec 2021 876,000 — $693K -2.3% 0.00% DBT
1137 BAT CAPITAL CORP 05526DBF1 Jun 2023 940,000 — $693K -1.2% 0.00% DBT
1138 SOUTHERN CALIFORNIA EDISON CO 842400EV1 Jun 2023 675,000 — $687K -3.5% 0.00% DBT
1139 FEDERAL HOME LOAN MORTGAGE CORP 3133KRKA1 — 665,000 New $686K — 0.00% ABS-MBS
1140 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO 46655AAE8 Jun 2022 868,000 — $684K -6.3% 0.00% ABS-CBDO
1141 UNITED STATES TREASURY 912828WJ5 Jun 2023 700,000 — $683K -0.3% 0.00% DBT
1142 CLEVELAND-CLIFFS INC 185899AL5 Mar 2022 775,000 New $682K — 0.00% DBT
1143 UNITED STATES TREASURY 912828ZB9 Jun 2023 762,000 — $680K -1.7% 0.00% DBT
1144 MARSH & MCLENNAN COMPANIES INC 571748BJ0 Jun 2023 719,000 — $677K -1.4% 0.00% DBT
1145 ELECTRICITE DE FRANCE SA 28504DAD5 — 650,000 New $674K — 0.00% DBT
1146 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418MC91 Jun 2023 649,998 -18,204 $674K -3.3% 0.00% ABS-MBS
1147 CHESAPEAKE ENERGY CORP 165167DF1 Jun 2023 685,000 — $668K -0.9% 0.00% DBT
1148 EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6 30168AAB8 — 664,335 -360,910 $664K -35.2% 0.00% ABS-O
1149 PEPSICO INC 713448EU8 Jun 2022 777,000 — $661K -2.1% 0.00% DBT
1150 FEDERAL HOME LOAN MORTGAGE CORP 3133KRJ96 — 638,000 New $660K — 0.00% ABS-MBS
1151 TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2 88315LAG3 Jun 2023 751,209 -24,719 $660K -4.5% 0.00% ABS-O
1152 MASCO CORP 574599BS4 Jun 2023 774,000 — $660K +0.0% 0.00% DBT
1153 NEXTERA ENERGY CAPITAL HOLDINGS INC 65339KBP4 — 650,000 — $653K -1.3% 0.00% DBT
1154 EQM MIDSTREAM PARTNERS LP 26885BAN0 Jun 2022 642,000 — $650K +4.4% 0.00% DBT
1155 SEASONED CREDIT RISK TRANSFER SCRT_17-4 35563PCM9 Jun 2023 723,464 -14,289 $649K -6.0% 0.00% ABS-CBDO
1156 CVR PARTNERS LP 12663QAC9 Jun 2023 745,000 — $649K -1.9% 0.00% DBT
1157 MPLX LP 55336VAM2 Jun 2023 750,000 — $646K -3.1% 0.00% DBT
1158 TORONTO-DOMINION BANK/THE 89114TZQ8 Jun 2022 787,000 -713,000 $646K -48.1% 0.00% DBT
1159 SPIRIT AEROSYSTEMS INC 85205TAL4 — 650,000 — $643K -1.2% 0.00% DBT
1160 ATI INC 01741RAL6 Dec 2021 710,000 — $641K -1.0% 0.00% DBT
1161 EQM MIDSTREAM PARTNERS LP 26885BAB6 Jun 2023 686,000 — $639K +2.4% 0.00% DBT
1162 TRANSCANADA PIPELINES LTD 89352HAY5 Jun 2023 700,000 — $628K -0.6% 0.00% DBT
1163 FINASTRA USA INC 02034DAC1 — 651,355 -1,822 $627K +2.1% 0.00% LON
1164 ASTRAZENECA FINANCE LLC 04636NAB9 Jun 2023 742,000 — $626K -1.9% 0.00% DBT
1165 NORFOLK SOUTHERN CORPORATION 655844CQ9 — 654,000 — $626K -1.6% 0.00% DBT
1166 ENDO INTERNATIONAL PLC N/A Jun 2023 624,862 New $625K — 0.00% DBT
1167 EXXON MOBIL CORP 30231GBC5 Jun 2023 643,000 — $620K -0.2% 0.00% DBT
1168 ONEMAIN FINANCE CORP 682691AC4 Jun 2022 756,000 — $619K +3.1% 0.00% DBT
1169 AFFIRM ASSET SECURITIZATION TRUST 21-Z2 00834TAA6 Dec 2021 639,623 -193,769 $617K -22.8% 0.00% ABS-O
1170 VIAVI SOLUTIONS INC 925550AF2 Dec 2021 725,000 — $617K -0.7% 0.00% DBT
1171 PAYPAL HOLDINGS INC 70450YAD5 Jun 2023 662,000 — $615K -1.5% 0.00% DBT
1172 MARSH & MCLENNAN COMPANIES INC 571748BQ4 Jun 2022 920,000 — $614K -2.1% 0.00% DBT
1173 COREBRIDGE FINANCIAL INC 21871XAB5 — 642,000 New $612K — 0.00% DBT
1174 FEDERAL HOME LOAN MORTGAGE CORP 3133ARE50 — 692,630 -4,318 $611K -2.5% 0.00% ABS-MBS
1175 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QSF89 — 597,725 New $611K — 0.00% ABS-MBS
1176 CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C4 12635RAY4 Jun 2023 631,551 -72,909 $611K -10.8% 0.00% ABS-MBS
1177 GARTNER INC 366651AC1 Jun 2023 650,000 — $608K -1.6% 0.00% DBT
1178 ROYAL CARIBBEAN CRUISES LTD 780153BG6 — 650,000 — $607K +5.6% 0.00% DBT
1179 TORONTO-DOMINION BANK/THE 89114QCA4 Jun 2023 625,000 — $606K -0.3% 0.00% DBT
1180 GRAY TELEVISION INC 389375AJ5 — 675,000 New $606K — 0.00% DBT
1181 ZIGGO BV 98955DAA8 Jun 2023 725,000 — $602K -2.7% 0.00% DBT
1182 HERTZ VEHICLE FINANCING LLC HERTZ_21-2 42806MAF6 Jun 2023 685,000 — $599K -0.8% 0.00% ABS-O
1183 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AQ3 — 604,000 — $599K -1.3% 0.00% DBT
1184 PUBLIC STORAGE 74460WAE7 Jun 2023 719,000 — $599K -0.8% 0.00% DBT
1185 NORTHERN OIL AND GAS INC 665530AB7 — 605,000 New $595K — 0.00% DBT
1186 FIRSTENERGY TRANSMISSION LLC 33767BAD1 Jun 2023 675,000 — $595K -2.5% 0.00% DBT
1187 UNICREDIT SPA 904678AB5 Jun 2023 625,000 — $594K +0.5% 0.00% DBT
1188 HSBC HOLDINGS PLC 404280CE7 Jun 2023 625,000 — $594K +0.4% 0.00% DBT
1189 HERTZ VEHICLE FINANCING LLC HERTZ_21-1 42806MAB5 Jun 2023 634,000 — $593K +0.3% 0.00% ABS-O
1190 CANADIAN PACIFIC RAILWAY CO 13645RBH6 Dec 2021 829,000 — $589K -1.0% 0.00% DBT
1191 CONSTELLATION BRANDS INC 21036PAY4 Jun 2023 625,000 — $586K -1.5% 0.00% DBT
1192 UNIFORM MBS 01F022485 — 638,000 New $582K — 0.00% ABS-MBS
1193 COMPASS GROUP DIVERSIFIED HOLDINGS LLC 20451RAC6 Dec 2021 715,000 — $580K -0.2% 0.00% DBT
1194 PRUDENTIAL FINANCIAL INC 74432QCF0 Jun 2022 755,000 — $579K +1.1% 0.00% DBT
1195 GRAY TELEVISION INC 389375AL0 — 850,000 New $577K — 0.00% DBT
1196 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QKGB8 — 649,011 New $575K — 0.00% ABS-MBS
1197 COREBRIDGE FINANCIAL INC 21871XAF6 — 621,000 New $559K — 0.00% DBT
1198 GCI FUNDING I LLC GCI_2020 36166VAA3 Jun 2023 633,457 -25,749 $556K -5.9% 0.00% ABS-O
1199 TRANSCANADA PIPELINES LTD 89352HBA6 Jun 2023 598,000 — $556K -1.0% 0.00% DBT
1200 AVIS BUDGET RENTAL CAR FUNDING AESOP_18-1A 05377RCY8 Jun 2023 557,000 -557,000 $556K -49.9% 0.00% ABS-O
1201 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 31292K4B0 Jun 2023 546,550 -19,622 $551K -4.8% 0.00% ABS-MBS
1202 SPIRIT AEROSYSTEMS INC 85205TAN0 — 507,000 — $543K -1.9% 0.00% DBT
1203 NEW YORK LIFE GLOBAL FUNDING 64952WCH4 Jun 2023 590,000 — $543K -0.9% 0.00% DBT
1204 HOLLY ENERGY PARTNERS LP 435765AJ1 Jun 2022 545,000 — $539K -0.1% 0.00% DBT
1205 CNX RESOURCES CORP 12653CAK4 — 553,000 — $539K -1.2% 0.00% DBT
1206 MARRIOTT OWNERSHIP RESORTS INC 57164PAH9 — 620,000 — $536K +1.4% 0.00% DBT
1207 PARTY CITY HOLDINGS INC 702150AG8 Jun 2022 3,440,000 — $533K +2.5% 0.00% DBT
1208 CENTENE CORP 15135BAR2 Jun 2023 565,000 — $529K -3.0% 0.00% DBT
1209 MERCK & CO INC 58933YBD6 Dec 2021 600,000 — $524K -1.5% 0.00% DBT
1210 CLARIVATE SCIENCE HOLDINGS CORP 18064PAC3 Dec 2021 590,000 — $524K -0.7% 0.00% DBT
1211 UNISYS CORP 909214BV9 Jun 2023 725,000 — $523K +12.9% 0.00% DBT
1212 PAYPAL HOLDINGS INC 70450YAH6 Jun 2023 616,000 — $523K -1.0% 0.00% DBT
1213 POWER FINANCE CORPORATION LTD N/A Jun 2023 554,000 New $515K — 0.00% DBT
1214 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31410F2Z7 Jun 2023 494,983 -30,845 $514K -6.5% 0.00% ABS-MBS
1215 DIAMONDBACK ENERGY INC 25278XAW9 — 500,000 — $506K -2.3% 0.00% DBT
1216 LCM INVESTMENTS HOLDINGS II LLC 50190EAA2 — 590,000 New $506K — 0.00% DBT
1217 UNITED STATES TREASURY 91282CCZ2 Dec 2021 565,000 — $506K -1.3% 0.00% DBT
1218 NEWS CORP 65249BAB5 Jun 2022 550,000 — $502K -2.7% 0.00% DBT
1219 VENATOR FINANCE SARL N/A Jun 2023 486,333 New $501K — 0.00% LON
1220 SPCM SA 7846ELAE7 — 600,000 — $500K +0.8% 0.00% DBT
1221 CHARTER COMMUNICATIONS OPERATING LLC 161175AY0 Jun 2023 500,000 — $490K -1.0% 0.00% DBT
1222 AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2 05377RDY7 Jun 2023 539,000 — $489K -1.4% 0.00% ABS-O
1223 ELECTRICITE DE FRANCE SA N/A Jun 2023 525,000 New $483K — 0.00% DBT
1224 BERKSHIRE HATHAWAY INC 084670BS6 Jun 2023 500,000 — $482K -1.1% 0.00% DBT
1225 MPLX LP 55336VAK6 Jun 2023 500,000 — $479K -1.3% 0.00% DBT
1226 ENDO INTERNATIONAL PLC N/A Jun 2023 476,600 New $477K — 0.00% DBT
1227 TENCENT HOLDINGS LTD 88032XAU8 — 566,000 New $471K — 0.00% DBT
1228 ALPHABET INC 02079KAC1 Jun 2023 500,000 — $463K -1.2% 0.00% DBT
1229 CLARIVATE SCIENCE HOLDINGS CORP 18064PAD1 Dec 2021 520,000 — $462K -1.9% 0.00% DBT
1230 ENTERPRISE PRODUCTS OPERATING LLC 29379VBJ1 Jun 2023 500,000 — $461K -0.0% 0.00% DBT
1231 CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R 14856JAA2 Dec 2021 507,360 -44,969 $461K -6.7% 0.00% ABS-O
1232 ELI LILLY AND CO 532457CG1 — 447,000 — $459K -0.7% 0.00% DBT
1233 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XBYF1 — 514,207 New $456K — 0.00% ABS-MBS
1234 FEDERAL HOME LOAN MORTGAGE CORP 3133KRJ88 — 439,000 New $455K — 0.00% ABS-MBS
1235 CIVITAS RESOURCES INC 097793AE3 Dec 2021 480,000 — $453K +0.3% 0.00% DBT
1236 T-MOBILE USA INC 87264ABZ7 Jun 2023 500,000 — $452K -1.1% 0.00% DBT
1237 BP CAPITAL MARKETS AMERICA INC 10373QBN9 Jun 2023 681,000 — $451K -2.3% 0.00% DBT
1238 GINNIE MAE II POOL 36179WDV7 Dec 2021 459,654 -17,804 $450K -5.6% 0.00% ABS-MBS
1239 SIMMONS FOODS INC 82873MAA1 Jun 2023 560,000 — $449K -1.4% 0.00% DBT
1240 GENESIS ENERGY LP 37185LAL6 Jun 2022 470,000 — $448K -1.9% 0.00% DBT
1241 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QSFJ5 — 436,756 New $447K — 0.00% ABS-MBS
1242 FEDERAL HOME LOAN MORTGAGE CORP 3132DWHE6 — 453,187 New $444K — 0.00% ABS-MBS
1243 UNION PACIFIC CORP 907818FG8 Jun 2022 546,000 — $435K -2.1% 0.00% DBT
1244 PUBLIC SERVICE ELECTRIC AND GAS COMPANY 74456QBT2 Jun 2023 548,000 — $432K -2.3% 0.00% DBT
1245 FISERV INC 337738AU2 Jun 2023 471,000 — $430K -1.7% 0.00% DBT
1246 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AM2 Jun 2022 450,000 — $426K -0.0% 0.00% DBT
1247 UNITED STATES TREASURY 91282CDG3 Dec 2021 471,000 — $423K -1.5% 0.00% DBT
1248 WARNERMEDIA HOLDINGS INC 55903VBD4 — 500,000 New $422K — 0.00% DBT
1249 NASDAQ INC 63111XAL5 — 411,000 New $421K — 0.00% DBT
1250 MORGAN STANLEY 61747YFA8 — 425,000 — $419K -2.2% 0.00% DBT
1251 UNION PACIFIC CORP 907818FS2 Dec 2021 545,000 — $417K -1.8% 0.00% DBT
1252 ANGLO AMERICAN CAPITAL PLC 034863AZ3 Jun 2023 484,000 — $416K -0.7% 0.00% DBT
1253 MORGAN STANLEY BAML TRUST MSBAM_15-C27 61690AAB0 Jun 2023 428,569 -71,567 $415K -14.6% 0.00% ABS-MBS
1254 HILCORP ENERGY I LP 431318AV6 Jun 2023 460,000 — $412K -3.2% 0.00% DBT
1255 SOUTHWESTERN ENERGY COMPANY 845467AP4 Jun 2023 395,000 — $412K -1.0% 0.00% DBT
1256 GINNIE MAE II POOL 3617BPBN9 Jun 2023 431,632 -2,483 $411K -2.4% 0.00% ABS-MBS
1257 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128M5XF2 Jun 2023 406,636 -8,687 $410K -3.5% 0.00% ABS-MBS
1258 ALIBABA GROUP HOLDING LTD 01609WAX0 — 501,000 New $408K — 0.00% DBT
1259 BHG SECURITIZATION TRUST BHG_21-A 08861YAA4 Jun 2023 434,179 -48,643 $405K -10.4% 0.00% ABS-O
1260 GOLDEN ST TOB SECURITIZATION CORP CALIF 38122NB50 Dec 2021 495,000 — $404K -2.5% 0.00% DBT
1261 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140J5JZ3 Dec 2021 448,975 -13,096 $402K -5.4% 0.00% ABS-MBS
1262 FEDERAL HOME LOAN MORTGAGE CORP 31342WAQ4 Jun 2023 423,968 -8,776 $402K -3.3% 0.00% ABS-MBS
1263 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO 46655AAG3 Jun 2022 523,000 — $400K -3.2% 0.00% ABS-CBDO
1264 HOME DEPOT INC 437076BX9 Jun 2023 428,000 — $397K -1.6% 0.00% DBT
1265 WESTLAKE CORP 960413AU6 Jun 2023 500,000 — $393K -2.0% 0.00% DBT
1266 MASCO CORP 574599BQ8 Jun 2023 497,000 — $392K -1.5% 0.00% DBT
1267 COMSTOCK RESOURCES INC 205768AT1 Jun 2023 450,000 — $391K +1.1% 0.00% DBT
1268 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31417BBE6 Jun 2023 380,181 -26,564 $390K -7.6% 0.00% ABS-MBS
1269 TOYOTA MOTOR CREDIT CORP 89236THW8 Jun 2023 429,000 — $386K -0.7% 0.00% DBT
1270 GENESIS ENERGY LP 37185LAN2 — 394,000 — $385K -3.5% 0.00% DBT
1271 COREBRIDGE FINANCIAL INC 21871XAM1 — 489,000 New $385K — 0.00% DBT
1272 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140JHF32 Jun 2023 392,018 -9,500 $381K -4.2% 0.00% ABS-MBS
1273 GLOBAL SC FINANCE SRL SEACO_21-2 37959PAH0 Dec 2021 445,536 -14,487 $378K -4.4% 0.00% ABS-O
1274 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31412MJ66 Jun 2023 367,966 -7,429 $377K -2.7% 0.00% ABS-MBS
1275 HERTZ VEHICLE FINANCING LLC HERTZ_21-1 42806MAC3 Jun 2023 405,000 — $377K +0.2% 0.00% ABS-O
1276 POWER FINANCE CORPORATION LTD N/A Jun 2023 383,000 New $375K — 0.00% DBT
1277 HANESBRANDS INC 410345AQ5 — 370,000 — $373K -1.6% 0.00% DBT
1278 PALMER SQUARE LOAN FUNDING LTD PSTAT_21-1 69701YAA0 Jun 2023 373,920 -37,587 $372K -8.9% 0.00% ABS-O
1279 HERTZ VEHICLE FINANCING LLC HERTZ_21-2 42806MAG4 Jun 2023 429,000 — $371K +0.1% 0.00% ABS-O
1280 HESS MIDSTREAM OPERATIONS LP 428102AF4 Jun 2022 400,000 — $370K -0.6% 0.00% DBT
1281 RADIOLOGY PARTNERS INC 75041EAB8 — 487,000 New $368K — 0.00% LON
1282 CHUBB INA HOLDINGS INC 00440EAW7 Jun 2023 400,000 — $363K -1.7% 0.00% DBT
1283 GOLDMAN SACHS GROUP INC 38141GWV2 Jun 2023 390,000 — $362K -1.2% 0.00% DBT
1284 FEDERAL HOME LOAN MORTGAGE CORP 3132DVLZ6 — 402,788 -8,847 $359K -4.3% 0.00% ABS-MBS
1285 DUKE ENERGY PROGRESS LLC 26442UAC8 Jun 2023 457,000 — $357K -0.2% 0.00% DBT
1286 FEDERAL HOME LOAN MORTGAGE CORP 3133KJXM9 — 402,418 New $357K — 0.00% ABS-MBS
1287 POWER FINANCE CORPORATION LTD 73928RAA4 Jun 2023 350,000 — $354K -1.3% 0.00% DBT
1288 SABRE GLBL INC 78573NAC6 Jun 2023 379,000 -2,743,000 $354K -88.0% 0.00% DBT
1289 FEDERAL HOME LOAN MORTGAGE CORP 3133KRKB9 — 341,000 New $351K — 0.00% ABS-MBS
1290 ADOBE INC 00724PAB5 Jun 2023 366,000 — $348K -0.7% 0.00% DBT
1291 ALEXANDRIA REAL ESTATE EQ INC 015271AQ2 Jun 2023 410,000 — $345K -3.3% 0.00% DBT
1292 HOST HOTELS & RESORTS LP 44107TAW6 Jun 2023 355,000 — $344K -0.0% 0.00% DBT
1293 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QEZS4 — 388,020 New $344K — 0.00% ABS-MBS
1294 GAP INC/THE 364760AP3 Dec 2021 486,000 — $344K -0.9% 0.00% DBT
1295 LIGADO NETWORKS LLC N/A Jun 2023 359,063 New $341K — 0.00% LON
1296 MORGAN STANLEY BAML TRUST MSBAM_15-C22 61690FAK9 Jun 2023 348,515 -57,869 $339K -14.2% 0.00% ABS-MBS
1297 JPMORGAN CHASE & CO 46647PCP9 — 383,000 New $338K — 0.00% DBT
1298 ENBRIDGE ENERGY PARTNERS LP 29250RAP1 Jun 2023 300,000 — $338K -3.4% 0.00% DBT
1299 ACR III LSC HOLDINGS LLC N/A Jun 2023 450 New $337K — 0.00% EC
1300 ELEVANCE HEALTH INC 28622HAC5 — 344,000 — $334K -2.7% 0.00% DBT
1301 BNP PARIBAS 09659W2P8 — 400,000 New $328K — 0.00% DBT
1302 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138WJGU6 Dec 2021 358,845 -8,304 $323K -4.4% 0.00% ABS-MBS
1303 RITCHIE BROS HOLDINGS INC 76774LAC1 — 311,000 — $323K -1.0% 0.00% DBT
1304 HSBC HOLDINGS PLC 404280CY3 — 400,000 — $323K -0.6% 0.00% DBT
1305 CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC29 17323VBB0 Jun 2023 329,758 -69,236 $322K -17.3% 0.00% ABS-MBS
1306 HILCORP ENERGY I LP 431318AY0 Jun 2022 350,000 — $319K -1.3% 0.00% DBT
1307 GINNIE MAE II POOL 36179UH54 Dec 2021 318,292 -11,929 $311K -4.4% 0.00% ABS-MBS
1308 BOSTON SCIENTIFIC CORP 101137AV9 Jun 2023 313,000 — $308K +0.1% 0.00% DBT
1309 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31416CCK0 Jun 2023 295,008 -10,268 $307K -4.0% 0.00% ABS-MBS
1310 COREBRIDGE FINANCIAL INC 21871XAH2 — 351,000 New $305K — 0.00% DBT
1311 MORGAN STANLEY 61761J3R8 Jun 2023 325,000 — $305K -1.1% 0.00% DBT
1312 EMERA US FINANCE LP 29103DAJ5 Jun 2023 320,000 — $303K -0.8% 0.00% DBT
1313 ALEXANDRIA REAL ESTATE EQ INC 015271AP4 Jun 2023 315,000 — $301K -0.3% 0.00% DBT
1314 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-1 80287AAF0 Jun 2023 302,667 -166,515 $301K -35.5% 0.00% ABS-O
1315 FEDERAL HOME LOAN MORTGAGE CORP 3132DM3W3 — 337,349 -10,331 $300K -4.9% 0.00% ABS-MBS
1316 BMW US CAPITAL LLC 05565EAM7 Jun 2023 300,000 — $298K +0.7% 0.00% DBT
1317 NAVIENT CORP 63938CAJ7 — 300,000 — $290K -1.1% 0.00% DBT
1318 ENBRIDGE INC 29250NAY1 Jun 2023 300,000 — $285K -0.7% 0.00% DBT
1319 JPMORGAN CHASE & CO 46647PDC7 Jun 2022 299,000 — $285K -1.6% 0.00% DBT
1320 MASTR ALTERNATIVE LOAN TRUSTS MALT_04-2 576434MK7 Jun 2023 296,616 -3,380 $285K -2.1% 0.00% ABS-CBDO
1321 UNITED STATES TREASURY 912810SA7 Jun 2023 336,200 — $283K -3.5% 0.00% DBT
1322 EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A 28166LAA2 Jun 2023 325,365 -12,597 $283K -4.1% 0.00% ABS-O
1323 T-MOBILE USA INC 87264ACA1 Jun 2023 325,000 — $282K -2.3% 0.00% DBT
1324 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31419AAX5 Jun 2023 270,512 -10,832 $281K -4.5% 0.00% ABS-MBS
1325 ENBRIDGE INC 29250NAF2 Jun 2023 278,000 — $277K +0.4% 0.00% DBT
1326 INTESA SANPAOLO SPA 46115HBB2 Jun 2023 300,000 — $271K -0.4% 0.00% DBT
1327 SHERWIN-WILLIAMS CO 824348AV8 Jun 2023 275,000 — $269K -0.1% 0.00% DBT
1328 NASDAQ INC 63111XAK7 — 259,000 New $265K — 0.00% DBT
1329 BPCE SA 05583JAM4 — 271,000 — $265K -1.0% 0.00% DBT
1330 CONSTELLATION OIL SERVICES HOLDING SA 21038MAM5 Jun 2022 441,213 +3,251 $261K +0.7% 0.00% DBT
1331 ALPHABET INC 02079KAE7 Jun 2023 375,000 — $258K -1.8% 0.00% DBT
1332 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136AH2E9 Jun 2023 250,364 -637,630 $249K -71.7% 0.00% ABS-CBDO
1333 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CD9 — 300,000 — $249K +1.2% 0.00% DBT
1334 JPMORGAN CHASE & CO 46647PDM5 — 250,000 New $249K — 0.00% DBT
1335 CIGNA GROUP/THE 125523AF7 Jun 2023 245,000 — $245K +0.4% 0.00% DBT
1336 FEDERAL HOME LOAN MORTGAGE CORP 3133KRKC7 — 237,000 New $242K — 0.00% ABS-MBS
1337 GUAM INTL ARPT AUTH 40064REL9 Dec 2021 315,000 — $240K -2.5% 0.00% DBT
1338 RYAN SPECIALTY LLC 78351MAA0 Jun 2022 270,000 — $239K +1.2% 0.00% DBT
1339 ENEL AMERICAS SA 29274FAF1 Jun 2023 245,000 — $237K +0.6% 0.00% DBT
1340 BOEING CO 097023CH6 Jun 2023 251,000 — $236K -0.8% 0.00% DBT
1341 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132WFDP1 Jun 2023 238,249 -1,899 $234K -2.6% 0.00% ABS-MBS
1342 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138EQA69 Jun 2023 227,332 -5,936 $232K -3.5% 0.00% ABS-MBS
1343 GCI FUNDING I LLC GCI_2020 36166VAC9 Jun 2023 254,745 -10,355 $226K -4.4% 0.00% ABS-O
1344 GAP INC/THE 364760AQ1 Dec 2021 323,000 — $222K -1.3% 0.00% DBT
1345 PFIZER INC 717081ES8 Jun 2023 219,000 — $215K +0.0% 0.00% DBT
1346 UNIVISION COMMUNICATIONS INC 914906AX0 Jun 2022 225,000 — $214K +0.7% 0.00% DBT
1347 SOUTHERN CALIFORNIA EDISON CO 842400GG2 Dec 2021 264,000 — $210K -3.4% 0.00% DBT
1348 FIDELITY NATIONAL INFORMATION SERVICES INC 31620MBU9 Jun 2023 302,000 — $208K -1.6% 0.00% DBT
1349 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ER85 — 206,622 New $206K — 0.00% ABS-MBS
1350 ABBVIE INC 00287YCX5 Jun 2023 206,000 — $200K -1.2% 0.00% DBT
1351 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132WEF80 Jun 2023 201,371 -1,183 $198K -2.3% 0.00% ABS-MBS
1352 DIAMOND FOREIGN ASSET CO 25260WAA9 Jun 2023 204,175 — $197K +0.0% 0.00% DBT
1353 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31371K6C0 Jun 2023 189,490 -9,886 $194K -5.8% 0.00% ABS-MBS
1354 BECTON DICKINSON AND CO 075887BV0 Jun 2023 198,000 — $194K -0.3% 0.00% DBT
1355 GUAM INTL ARPT AUTH 40064REK1 Dec 2021 240,000 — $192K -1.6% 0.00% DBT
1356 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138EP6A7 Jun 2023 186,228 -3,260 $190K -2.7% 0.00% ABS-MBS
1357 VMED O2 UK FINANCING I PLC 92858RAB6 Dec 2021 225,000 — $187K -3.0% 0.00% DBT
1358 GINNIE MAE II POOL 36179VKP4 Dec 2021 191,334 -5,464 $187K -4.6% 0.00% ABS-MBS
1359 FEDERAL HOME LOAN MORTGAGE CORP 3133KRKG8 — 174,000 New $181K — 0.00% ABS-MBS
1360 DIAMOND FOREIGN ASSET CO N/A Jun 2023 187,349 New $181K — 0.00% DBT
1361 DIAMOND FOREIGN ASSET CO 25260WAC5 Jun 2023 184,941 — $178K +0.0% 0.00% DBT
1362 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138EGAP9 Jun 2023 171,802 -6,345 $178K -4.2% 0.00% ABS-MBS
1363 NOBLE FINANCE II LLC 65505PAA5 — 175,000 New $178K — 0.00% DBT
1364 ROLLER BEARING COMPANY OF AMERICA INC. 775631AD6 Dec 2021 195,000 — $175K +0.3% 0.00% DBT
1365 STRUCTURED AGENCY CREDIT RISK STACR_15-DNA1 3137G0EW5 Jun 2023 172,172 -32,094 $174K -15.5% 0.00% ABS-CBDO
1366 ALIBABA GROUP HOLDING LTD 01609WAU6 — 200,000 New $168K — 0.00% DBT
1367 FEDERAL HOME LOAN MORTGAGE CORP 31392MEN8 Jun 2023 176,681 -6,272 $167K -5.8% 0.00% ABS-CBDO
1368 FEDERAL HOME LOAN MORTGAGE CORP 31342WAP6 Jun 2023 173,723 -2,924 $165K -3.5% 0.00% ABS-MBS
1369 COREBRIDGE FINANCIAL INC 21871XAK5 — 203,000 New $164K — 0.00% DBT
1370 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QMSH8 Dec 2021 190,534 -2,542 $163K -2.9% 0.00% ABS-MBS
1371 CHESAPEAKE ENERGY CORP 165ESCAS3 Jun 2023 7,225,000 — $163K +28.6% 0.00% DBT
1372 ALPHABET INC 02079KAG2 Jun 2023 265,000 — $161K -1.4% 0.00% DBT
1373 BROADCOM INC 11135FBL4 Jun 2023 193,000 -1,325,000 $158K -87.3% 0.00% DBT
1374 FEDERAL HOME LOAN MORTGAGE CORP 3132DMY74 — 173,397 -4,299 $154K -4.3% 0.00% ABS-MBS
1375 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31410P2V4 Jun 2023 146,574 -15,152 $152K -9.9% 0.00% ABS-MBS
1376 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140JKQ25 Jun 2023 155,972 -2,862 $151K -3.7% 0.00% ABS-MBS
1377 MASCO CORP 574599BR6 Jun 2023 230,000 — $145K -5.3% 0.00% DBT
1378 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QMAL8 — 159,605 -2,758 $141K -3.6% 0.00% ABS-MBS
1379 VENATOR FINANCE SARL 9226APAA3 Jun 2023 5,845,000 — $139K -83.7% 0.00% DBT
1380 ADAPTHEALTH LLC 00653VAA9 — 160,000 New $139K — 0.00% DBT
1381 CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_04-5 22541SZL5 Jun 2023 143,276 -3,432 $137K -3.7% 0.00% ABS-CBDO
1382 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138A8ED4 Jun 2023 137,353 -15,490 $134K -11.8% 0.00% ABS-MBS
1383 FEDERAL HOME LOAN MORTGAGE CORP 3132DWDT7 — 145,038 -2,145 $132K -3.4% 0.00% ABS-MBS
1384 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138ETHZ2 Jun 2023 130,662 -28,552 $128K -19.4% 0.00% ABS-MBS
1385 AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2 05377REA8 Jun 2023 138,000 — $127K -0.8% 0.00% ABS-O
1386 DUKE ENERGY PROGRESS LLC 26442UAK0 Dec 2021 202,000 — $126K -1.1% 0.00% DBT
1387 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31385XTM9 Jun 2023 121,034 -4,846 $124K -4.7% 0.00% ABS-MBS
1388 TAKE-TWO INTERACTIVE SOFTWARE INC 874054AE9 Jun 2022 123,000 -3,052,000 $121K -96.1% 0.00% DBT
1389 DIEBOLD NIXDORF INC 253651AH6 — 7,983,636 — $120K -94.1% 0.00% DBT
1390 CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R01 20754RAA4 Dec 2021 115,330 -39,582 $115K -25.4% 0.00% ABS-CBDO
1391 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31416VS47 Jun 2023 104,522 -1,956 $109K -2.0% 0.00% ABS-MBS
1392 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140F3N53 Jun 2023 112,049 -669 $107K -2.9% 0.00% ABS-MBS
1393 PACIFIC GAS AND ELECTRIC CO 694308JF5 Jun 2023 125,000 — $107K -2.1% 0.00% DBT
1394 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418MH39 Jun 2023 100,156 -5,611 $103K -6.1% 0.00% ABS-MBS
1395 PLAINS ALL AMERICAN PIPELINE LP 72650RBN1 Jun 2023 113,000 — $100K -0.5% 0.00% DBT
1396 BLUE OWL CAPITAL CORP 69121KAB0 Jun 2023 102,000 — $96K +0.5% 0.00% DBT
1397 CDX HIGH GRADE ISSUER N/A Jun 2023 1 New $93K — 0.00% DCR
1398 PARTY CITY HOLDINGS INC 702150AE3 — 780,000 — $86K -21.4% 0.00% DBT
1399 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LYRD7 Dec 2021 91,563 -1,210 $79K -2.8% 0.00% ABS-MBS
1400 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LYR88 Dec 2021 90,984 -2,142 $78K -3.8% 0.00% ABS-MBS
1401 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3139216A1 Jun 2023 76,828 -3,683 $78K -6.4% 0.00% ABS-CBDO
1402 FEDERAL HOME LOAN MORTGAGE CORP 3132DVMB8 — 90,335 -1,841 $77K -3.7% 0.00% ABS-MBS
1403 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QMT61 Dec 2021 90,317 -1,238 $77K -3.0% 0.00% ABS-MBS
1404 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QLNW2 — 83,622 -2,054 $74K -4.5% 0.00% ABS-MBS
1405 PACIFIC GAS AND ELECTRIC CO 694308JH1 Jun 2023 100,000 — $68K -5.0% 0.00% DBT
1406 TOTALENERGIES CAPITAL INTERNATIONAL SA 89153VAX7 Jun 2023 88,000 — $67K -2.7% 0.00% DBT
1407 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128MJL57 Jun 2023 62,733 -2,214 $62K -5.2% 0.00% ABS-MBS
1408 DUKE ENERGY PROGRESS LLC 26442UAM6 Dec 2021 91,000 — $61K -2.2% 0.00% DBT
1409 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138EGKX1 Jun 2023 58,502 -1,875 $61K -3.7% 0.00% ABS-MBS
1410 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31412LA83 Jun 2023 58,403 -3,430 $61K -6.1% 0.00% ABS-MBS
1411 ENBRIDGE INC 29250NAR6 Jun 2023 62,000 — $59K -0.8% 0.00% DBT
1412 NETFLIX INC 64110LAX4 Jun 2022 50,000 — $53K -1.2% 0.00% DBT
1413 CONSTELLATION OIL SERVICES HOLDING SA N/A Jun 2023 480,336 New $53K — 0.00% EC
1414 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31368HM42 Jun 2023 51,242 -1,877 $53K -4.6% 0.00% ABS-MBS
1415 ADAPTHEALTH LLC 00653VAC5 — 65,000 New $52K — 0.00% DBT
1416 RAYTHEON TECHNOLOGIES CORP 913017DB2 Jun 2023 52,000 — $52K +0.6% 0.00% DBT
1417 UNITED STATES TREASURY 91282CCW9 Dec 2021 52,000 — $46K -1.4% 0.00% DBT
1418 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128M6MA3 Jun 2023 44,367 -2,019 $46K -5.3% 0.00% ABS-MBS
1419 CME CHICAGO MERCANTILE EXCHANGE ZBU3 Jun 2023 167 New $45K — 0.00% DIR
1420 LADDER CAPITAL FINANCE HOLDINGS LLLP 505742AP1 — 50,000 New $41K — 0.00% DBT
1421 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31411F4Y7 Jun 2023 31,996 -14,312 $32K -32.5% 0.00% ABS-MBS
1422 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31395DE54 Jun 2023 35,596 -1,936 $30K -6.5% 0.00% ABS-CBDO
1423 NETFLIX INC 64110LAU0 Jun 2022 25,000 — $25K -1.2% 0.00% DBT
1424 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31392CT20 Jun 2023 22,966 -452 $24K -4.0% 0.00% ABS-CBDO
1425 MINNESOTA ST HSG FIN AGY 60416SFV7 Jun 2023 20,000 -5,000 $20K -20.2% 0.00% DBT
1426 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31410LEA6 Jun 2023 20,119 -3,180 $20K -15.2% 0.00% ABS-MBS
1427 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31410KXL3 Jun 2023 16,714 -606 $17K -4.2% 0.00% ABS-MBS
1428 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31416BXU7 Jun 2023 11,980 -2,157 $12K -16.2% 0.00% ABS-MBS
1429 LSC COMMUNICATIONS INC 502ESCAA4 Dec 2021 4,062,843 — $12K +0.0% 0.00% DBT
1430 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418DBX9 Jun 2023 11,310 -862 $11K -8.5% 0.00% ABS-MBS
1431 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140HJZV6 Jun 2023 10,846 -453 $10K -5.9% 0.00% ABS-MBS
1432 UNITED STATES TREASURY 91282CGT2 — 10,100 New $10K — 0.00% DBT
1433 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418CUB8 Jun 2023 10,225 -267 $10K -3.8% 0.00% ABS-MBS
1434 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31410GHN6 Jun 2023 9,102 -300 $9K -3.8% 0.00% ABS-MBS
1435 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31416BSM1 Jun 2023 7,847 -132 $8K -2.3% 0.00% ABS-MBS
1436 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31371NPV1 Jun 2023 6,154 -21 $6K -2.7% 0.00% ABS-MBS
1437 HALLIBURTON CO 406216BG5 Jun 2023 6,000 — $6K -1.4% 0.00% DBT
1438 MCDERMOTT INTERNATIONAL LTD MCDIF Jun 2023 30,762 New $6K — 0.00% EC
1439 TENNESSEE HSG DEV AGY 880461BP2 Jun 2023 5,000 — $5K -0.0% 0.00% DBT
1440 CONNECTICUT ST HSG FIN AUTH 20775B3M6 Jun 2023 5,000 — $5K -0.2% 0.00% DBT
1441 SOUTH CAROLINA ST HSG FIN & DEV AUTH 83712DTF3 Jun 2023 5,000 -5,000 $5K -50.2% 0.00% DBT
1442 MARYLAND ST CMNTY DEV ADMIN 57419RPL3 Jun 2023 5,000 — $5K +0.7% 0.00% DBT
1443 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418AGT9 Jun 2023 2,156 -129 $2K -7.4% 0.00% ABS-MBS
1444 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31371NMY8 Jun 2023 1,694 -12 $2K -3.0% 0.00% ABS-MBS
1445 EARTHSTONE ENERGY INC ESTE — 101 New $1K — 0.00% EC
1446 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418U2E3 Jun 2023 1,114 -252 $1K -19.9% 0.00% ABS-MBS
1447 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138A7G44 Jun 2023 1,088 -197 $1K -16.9% 0.00% ABS-MBS
1448 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31419DMT5 Jun 2023 679 -129 $663 -17.5% 0.00% ABS-MBS
1449 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138A14P3 Jun 2023 669 -63 $658 -10.3% 0.00% ABS-MBS
1450 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418M4T6 Jun 2023 367 -8 $381 -2.8% 0.00% ABS-MBS
1451 SBERBANK OF RUSSIA PJSC SBER Jun 2023 8,880,000 New $1 — 0.00% EC
1452 BIGHORN PERMIAN RESOURCES LLC N/A Jun 2023 4,392 New $0 — 0.00% EC
1453 CONSTELLATION OIL SERVICES HOLDING SA N/A Jun 2023 4 New $0 — 0.00% EC
1454 RISKLESS ISSUER N/A Jun 2023 1 New $-47235 — -0.00% DIR
1455 CME CHICAGO MERCANTILE EXCHANGE UBU3 Jun 2023 113 New $-129420 — -0.00% DIR
1456 CME CHICAGO MERCANTILE EXCHANGE ZNU3 Jun 2023 199 New $-241294 — -0.00% DIR
1457 RISKLESS ISSUER N/A Jun 2023 1 New $-354215 — -0.00% DIR
1458 RISKLESS ISSUER N/A Jun 2023 1 New $-2926889 — -0.01% DIR
1459 RISKLESS ISSUER N/A Jun 2023 1 New $-3527592 — -0.01% DIR
1460 CME CHICAGO MERCANTILE EXCHANGE ZFU3 Jun 2023 9,589 New $-17429078 — -0.07% DIR
1461 CME CHICAGO MERCANTILE EXCHANGE ZTU3 Jun 2023 8,978 New $-24887445 — -0.10% DIR
✕ UNIFORM MBS 01F022659 — 225,097,000 Exited $194.2M — — —
✕ LENNAR CORPORATION 526057104 — 1,357,800 Exited $142.7M — — —
✕ UNIFORM MBS 01F050650 — 122,088,211 Exited $121.8M — — —
✕ UNIFORM MBS 01F040651 — 94,600,000 Exited $90.5M — — —
✕ UNIFORM MBS 01F042657 — 87,574,021 Exited $85.8M — — —
✕ UNIFORM MBS 01F032658 — 88,237,488 Exited $82.1M — — —
✕ UNIFORM MBS 01F052656 — 77,685,000 Exited $78.5M — — —
✕ UNIFORM MBS 01F030652 — 80,400,000 Exited $72.2M — — —
✕ GOLDMAN SACHS GROUP INC 38141G104 — 213,000 Exited $69.7M — — —
✕ UNIFORM MBS 01F020653 — 80,500,000 Exited $66.6M — — —
✕ GINNIE MAE II POOL 21H030641 — 62,262,691 Exited $56.7M — — —
✕ TORONTO DOMINION BANK (THE) 891160509 — 885,700 Exited $53.1M — — —
✕ UNIFORM MBS 01F020646 — 53,873,000 Exited $44.5M — — —
✕ UNITED STATES TREASURY 91282CCA7 — 43,765,404 Exited $42.0M — — —
✕ UNIFORM MBS 01F060659 — 38,279,000 Exited $39.0M — — —
✕ GINNIE MAE II POOL 21H020659 — 41,600,000 Exited $35.4M — — —
✕ UNIFORM MBS 01F040644 — 32,957,602 Exited $31.5M — — —
✕ EPAM SYSTEMS INC 29414B104 — 94,019 Exited $28.1M — — —
✕ MODERNA INC (DBA MODERNA THERAPEUTICS INC) 60770K107 — 172,143 Exited $26.4M — — —
✕ UNITED STATES TREASURY 91282CBF7 — 27,189,932 Exited $25.1M — — —
✕ UNITED STATES TREASURY 912810TQ1 — 23,570,400 Exited $23.8M — — —
✕ AES CORP (THE) 00130H105 — 983,067 Exited $23.7M — — —
✕ UNITED STATES TREASURY 9128285W6 — 23,521,485 Exited $23.1M — — —
✕ GINNIE MAE II POOL 21H020642 — 27,184,086 Exited $23.1M — — —
✕ UNIFORM MBS 01F012445 — 25,420,000 Exited $22.3M — — —
✕ UNITED STATES TREASURY 91282CFG1 — 22,613,000 Exited $22.3M — — —
✕ UNITED STATES TREASURY 912828Y38 — 20,864,900 Exited $20.5M — — —
✕ GINNIE MAE II POOL 21H030658 — 21,400,000 Exited $19.5M — — —
✕ FREDDIE MAC WI CERTIFICATES SERIES WI-K143 3137H6MG7 — 19,961,000 Exited $17.2M — — —
✕ GINNIE MAE II POOL 21H042646 — 17,356,000 Exited $17.1M — — —
✕ GINNIE MAE II POOL 21H042653 — 16,100,000 Exited $15.9M — — —
✕ UNIFORM MBS 01F022642 — 18,238,000 Exited $15.7M — — —
✕ GINNIE MAE II POOL 21H032647 — 16,502,439 Exited $15.5M — — —
✕ GINNIE MAE II POOL 21H022648 — 17,115,885 Exited $15.1M — — —
✕ UNITED STATES TREASURY 91282CFR7 — 13,386,608 Exited $13.7M — — —
✕ UNIFORM MBS 01F030645 — 12,860,000 Exited $11.5M — — —
✕ GINNIE MAE II POOL 21H040640 — 11,928,000 Exited $11.5M — — —
✕ UNIFORM MBS 01F062648 — 11,049,922 Exited $11.4M — — —
✕ UNIFORM MBS 01F060642 — 10,800,000 Exited $11.0M — — —
✕ FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K733 3137FJXQ7 — 9,777,267 Exited $9.6M — — —
✕ UNIFORM MBS 01F032641 — 10,105,512 Exited $9.4M — — —
✕ FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K730 3137FEUA6 — 9,065,899 Exited $8.9M — — —
✕ TALEN ENERGY SUPPLY LLC 87422VAF5 — 8,334,000 Exited $8.6M — — —
✕ GE HEALTHCARE TECHNOLOGIES INC 36266G107 — 96,000 Exited $7.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ENM8 — 7,187,935 Exited $7.4M — — —
✕ FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K734 3137FLN34 — 7,370,000 Exited $7.1M — — —
✕ UNIFORM MBS 01F042640 — 6,989,000 Exited $6.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136AVYL7 — 7,296,958 Exited $6.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3137BHXJ1 — 6,860,231 Exited $6.7M — — —
✕ FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K732 3137FG7F6 — 5,930,529 Exited $5.8M — — —
✕ ALBEMARLE CORP 012653101 — 26,141 Exited $5.8M — — —
✕ UNIFORM MBS 01F050643 — 5,650,780 Exited $5.6M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWFX6 — 5,131,710 Exited $5.3M — — —
✕ BANK OF NOVA SCOTIA (THE) 064159VK9 — 5,000,000 Exited $5.0M — — —
✕ JPMORGAN CHASE & CO 46647PAP1 — 4,725,000 Exited $4.7M — — —
✕ APPLE INC 037833EC0 — 5,000,000 Exited $4.4M — — —
✕ CREDIT SUISSE GROUP AG 225401AG3 — 4,500,000 Exited $4.4M — — —
✕ SLM CORP 78442P106 — 337,384 Exited $4.2M — — —
✕ AMGEN INC 031162DM9 — 4,000,000 Exited $4.0M — — —
✕ FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K049 3137BLMZ8 — 4,041,298 Exited $3.9M — — —
✕ GINNIE MAE II POOL 21H040657 — 4,000,000 Exited $3.9M — — —
✕ WARNERMEDIA HOLDINGS INC 55903VAE3 — 3,807,000 Exited $3.7M — — —
✕ NATIONAL AUSTRALIA BANK LTD 6325C0EB3 — 3,620,000 Exited $3.3M — — —
✕ MASTERCARD INC 57636QAU8 — 3,874,000 Exited $3.3M — — —
✕ AMGEN INC 031162DN7 — 3,250,000 Exited $3.3M — — —
✕ FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K076 3137FEZU7 — 3,237,420 Exited $3.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136AKXV0 — 3,220,219 Exited $3.1M — — —
✕ VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 928668BB7 — 3,201,000 Exited $3.0M — — —
✕ MERCEDES-BENZ FINANCE NORTH AMERICA LLC 58769JAC1 — 2,875,000 Exited $2.9M — — —
✕ WESTERN MIDSTREAM OPERATING LP 958254AH7 — 3,018,000 Exited $2.9M — — —
✕ TALEN ENERGY SUPPLY LLC 87422LAM2 — 2,815,000 Exited $2.8M — — —
✕ GLAXOSMITHKLINE CAPITAL PLC 377372AM9 — 2,825,000 Exited $2.8M — — —
✕ HSBC HOLDINGS PLC 404280CG2 — 3,000,000 Exited $2.8M — — —
✕ AMGEN INC 031162DP2 — 2,563,000 Exited $2.6M — — —
✕ FIDELITY NATIONAL INFORMATION SERVICES INC 31620M106 — 48,014 Exited $2.6M — — —
✕ ROYAL CARIBBEAN CRUISES LTD 780153AZ5 — 2,423,000 Exited $2.6M — — —
✕ IHEARTCOMMUNICATIONS INC 45174HBE6 — 3,093,000 Exited $2.5M — — —
✕ BLACKSTONE PRIVATE CREDIT FUND 09261HAY3 — 2,510,000 Exited $2.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136AV7G8 — 2,489,178 Exited $2.4M — — —
✕ WARNERMEDIA HOLDINGS INC 55903VAL7 — 2,487,000 Exited $2.2M — — —
✕ FXI HOLDINGS INC 36120RAA7 — 2,321,000 Exited $2.2M — — —
✕ WARNERMEDIA HOLDINGS INC 55903VAN3 — 2,500,000 Exited $2.1M — — —
✕ FS ENERGY AND POWER FUND 30264DAA7 — 1,995,000 Exited $2.0M — — —
✕ BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_17-DELC 05552EAA8 — 2,000,000 Exited $2.0M — — —
✕ MSCI INC 55354GAM2 — 2,225,000 Exited $1.9M — — —
✕ MISSION LANE CREDIT MASTER TRUST MLANE_21-A 60510MAA6 — 1,900,000 Exited $1.8M — — —
✕ CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 225433AT8 — 1,875,000 Exited $1.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136AJDU7 — 1,835,548 Exited $1.8M — — —
✕ TENET HEALTHCARE CORP 88033GDR8 — 1,925,000 Exited $1.7M — — —
✕ UNITED STATES TREASURY 912828R36 — 1,500,000 Exited $1.4M — — —
✕ WARNERMEDIA HOLDINGS INC 55903VAJ2 — 1,435,000 Exited $1.3M — — —
✕ TALEN ENERGY SUPPLY LLC 87422VAJ7 — 1,180,000 Exited $1.2M — — —
✕ WARNERMEDIA HOLDINGS INC 55903VAQ6 — 1,500,000 Exited $1.2M — — —
✕ CANADIAN PACIFIC RAILWAY CO 13645RBF0 — 1,344,000 Exited $1.2M — — —
✕ EQT CORP 26884LAG4 — 1,110,000 Exited $1.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136AJLC8 — 1,096,751 Exited $1.1M — — —
✕ SABRE GLBL INC 78573NAH5 — 1,157,000 Exited $1.1M — — —
✕ ALTRIA GROUP INC 02209SBM4 — 1,500,000 Exited $1.1M — — —
✕ BOMBARDIER INC 097751BX8 — 1,010,000 Exited $1.0M — — —
✕ MORGAN STANLEY 61747YEZ4 — 975,000 Exited $1.0M — — —
✕ WARNERMEDIA HOLDINGS INC 55903VAG8 — 1,018,000 Exited $1.0M — — —
✕ SINCLAIR TELEVISION GROUP INC 829259BA7 — 1,175,000 Exited $0.9M — — —
✕ UNITED STATES TREASURY 912828YH7 — 907,000 Exited $0.9M — — —
✕ COREBRIDGE FINANCIAL INC 21871XAC3 — 914,000 Exited $0.9M — — —
✕ ADAPTHEALTH LLC 00653VAE1 — 830,000 Exited $0.7M — — —
✕ PREMIER ENTERTAINMENT SUB LLC 74052HAA2 — 950,000 Exited $0.7M — — —
✕ APPLE INC 037833CG3 — 625,000 Exited $0.6M — — —
✕ COREBRIDGE FINANCIAL INC 21871XAA7 — 642,000 Exited $0.6M — — —
✕ CHEVRON PHILLIPS CHEMICAL CO LLC / CHEVRON PHILLIPS CHEMICAL CO LP 166754AQ4 — 595,000 Exited $0.6M — — —
✕ UNIFORM MBS 01F022444 — 638,000 Exited $0.6M — — —
✕ LONGFELLOW PLACE CLO LTD LONGF_13-1A 54303PAY1 — 573,903 Exited $0.6M — — —
✕ COREBRIDGE FINANCIAL INC 21871XAE9 — 621,000 Exited $0.6M — — —
✕ COMCAST CORP 20030NDL2 — 791,000 Exited $0.5M — — —
✕ VERISIGN INC 92343EAM4 — 625,000 Exited $0.5M — — —
✕ UNITED STATES TREASURY 9128282A7 — 500,000 Exited $0.5M — — —
✕ WEATHERFORD INTERNATIONAL LTD BERMUDA 947075AP2 — 418,000 Exited $0.4M — — —
✕ MOLINA HEALTHCARE INC 60855RAJ9 — 440,000 Exited $0.4M — — —
✕ COREBRIDGE FINANCIAL INC 21871XAL3 — 489,000 Exited $0.4M — — —
✕ ONEOK INC 682680BD4 — 347,000 Exited $0.4M — — —
✕ EQT CORP 26884LAN9 — 400,000 Exited $0.3M — — —
✕ EQT CORP 26884LAL3 — 340,000 Exited $0.3M — — —
✕ COMCAST CORP 20030NBT7 — 375,000 Exited $0.3M — — —
✕ COREBRIDGE FINANCIAL INC 21871XAG4 — 351,000 Exited $0.3M — — —
✕ MORGAN STANLEY 61744YAQ1 — 300,000 Exited $0.3M — — —
✕ REAL HERO MERGER SUB 2 INC 75602BAA7 — 365,000 Exited $0.3M — — —
✕ COREBRIDGE FINANCIAL INC 21871XAJ8 — 203,000 Exited $0.2M — — —
✕ BELLEMEADE RE LTD BMIR_19-3 07877GAB5 — 129,413 Exited $0.1M — — —
✕ APPLE INC 037833CJ7 — 40,000 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31419CSK0 — 505 Exited $0.0M — — —
✕ UNIFORM MBS 01F040636 — 159 Exited $0.0M — — —
✕ UNIFORM MBS 01F042632 — 20 Exited $0.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWD75 — 0 Exited $0.0M — — —