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Income Fund of America

Assets: $123.7B Net: $119.8B Series: S000008814 EDGAR ↗
+325
New
-475
Exited
2809
Positions
Period:
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# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 CAPITAL GROUP CENTRAL CASH FUND 14020B102 Oct 2021 106,286,896 +71,557,365 $10.63B +30501.1% 8.87% STIV
2 PHILIP MORRIS INTERNATIONAL INC PM Oct 2022 36,660,025 +3,744,019 $3.66B +6.8% 3.06% EC
3 GILEAD SCIENCES INC GILD Oct 2022 33,735,334 +1,358,000 $2.77B +2.0% 2.32% EC
4 BROADCOM INC AVGO Oct 2022 3,371,450 — $2.11B +7.1% 1.76% EC
5 PFIZER INC PFE Oct 2022 52,679,748 +688,784 $2.05B -10.8% 1.71% EC
6 LOCKHEED MARTIN CORP LMT Oct 2022 4,233,700 +50,000 $1.97B +1.5% 1.64% EC
7 JPMORGAN CHASE & CO JPM Oct 2022 13,967,228 +94,000 $1.93B -0.6% 1.61% EC
8 CME GROUP INC CME Oct 2022 8,857,620 +1,905,354 $1.65B +34.0% 1.37% EC
9 BAE SYSTEMS PLC BA/ Oct 2022 128,646,094 +128,042,094 $1.64B +4665.0% 1.37% EC
10 MICROSOFT CORP MSFT Oct 2022 5,263,730 — $1.62B +24.0% 1.35% EC
11 ASTRAZENECA PLC AZN Oct 2022 10,792,800 New $1.59B — 1.33% EC
12 COMCAST CORP CMCSA Jul 2022 35,336,834 +6,458,668 $1.46B +28.6% 1.22% EC
13 HOME DEPOT INC HD Oct 2022 4,565,976 +767,924 $1.37B +11.5% 1.15% EC
14 ALTRIA GROUP INC MO Oct 2022 26,991,305 -900,000 $1.28B +2.1% 1.07% EC
15 EXXON MOBIL CORP XOM Oct 2022 10,600,037 +364,900 $1.25B +5.6% 1.05% EC
16 VICI PROPERTIES INC VICI Oct 2022 35,078,039 -73,645 $1.19B -0.9% 0.99% EC
17 GENERAL MILLS INC GIS Oct 2022 11,847,544 — $1.05B +13.1% 0.88% EC
18 MERCK & CO INC MRK Oct 2022 9,030,232 — $1.04B +7.5% 0.87% EC
19 BROOKFIELD INFRASTRUCTURE PARTNERS LP BIP-U Oct 2022 29,787,186 New $1.04B — 0.86% EC
20 TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 2330 Oct 2022 61,145,300 New $1.00B — 0.84% EC
21 PROCTER & GAMBLE CO PG Oct 2022 6,024,489 — $942.1M +9.8% 0.79% EC
22 CHEVRON CORP CVX Oct 2022 5,584,586 +1,836,000 $941.4M +44.3% 0.79% EC
23 ABBVIE INC ABBV Oct 2022 6,106,742 — $922.9M +2.3% 0.77% EC
24 TOTALENERGIES SE TTE Oct 2022 14,224,460 New $906.8M — 0.76% EC
25 CROWN CASTLE INC CCI Oct 2022 7,281,527 -1,013,534 $896.3M -27.0% 0.75% EC
26 CONOCOPHILLIPS COP Oct 2022 8,656,430 -2,959,430 $890.7M -37.1% 0.74% EC
27 RESTAURANT BRANDS INTERNATIONAL INC QSR Oct 2022 12,379,129 +625,000 $868.1M +10.4% 0.72% EC
28 TARGET CORP TGT Oct 2022 5,426,057 +1,328,257 $856.0M +21.3% 0.71% EC
29 ZURICH INSURANCE GROUP AG ZURN Oct 2022 1,699,829 New $822.2M — 0.69% EC
30 GOLDMAN SACHS GROUP INC GS — 2,298,200 — $789.3M -6.1% 0.66% EC
31 DARDEN RESTAURANTS INC DRI Oct 2022 5,077,960 +326,500 $771.5M +9.7% 0.64% EC
32 CANADIAN NATURAL RESOURCES LTD CNQ Oct 2022 12,372,099 +550,029 $753.9M +3.9% 0.63% EC
33 DTE ENERGY CO DTE Oct 2022 6,297,703 -393,097 $707.9M -9.1% 0.59% EC
34 IRON MOUNTAIN INC IRM Oct 2022 12,761,822 — $705.0M +1.2% 0.59% EC
35 RAYTHEON TECHNOLOGIES CORP RTX Oct 2022 6,991,551 — $698.5M +0.1% 0.58% EC
36 TC ENERGY CORP TRP Oct 2022 16,559,844 -1,811,500 $688.3M -13.1% 0.57% EC
37 EXTRA SPACE STORAGE INC EXR Jan 2022 4,433,150 +759,000 $674.0M +16.2% 0.56% EC
38 NATIONAL GRID PLC NG/ Oct 2022 46,932,077 New $673.2M — 0.56% EC
39 MORGAN STANLEY MS Apr 2022 7,285,347 +807,254 $655.5M +4.0% 0.55% EC
40 PUBLIC STORAGE PSA Oct 2022 2,194,233 +1,056,233 $646.9M +86.8% 0.54% EC
41 SANOFI SAN Oct 2022 5,841,142 New $643.8M — 0.54% EC
42 INDUSTRIA DE DISENO TEXTIL SA ITX Oct 2022 18,525,731 New $637.2M — 0.53% EC
43 PEPSICO INC PEP Apr 2022 3,290,704 -166,608 $628.2M +6.2% 0.52% EC
44 BARRICK GOLD CORP GOLD Jul 2022 32,181,200 +3,757,561 $612.7M +10.3% 0.51% EC
45 PUBLICIS GROUPE SA PUB Oct 2022 7,288,267 New $597.4M — 0.50% EC
46 GAMING AND LEISURE PROPERTIES INC GLPI Oct 2022 10,793,948 — $561.3M -2.9% 0.47% EC
47 DOW INC DOW Oct 2022 10,115,079 -1,354,921 $550.3M -19.2% 0.46% EC
48 NESTLE SA NESN Oct 2022 4,237,617 New $543.3M — 0.45% EC
49 PING AN INSURANCE GROUP CO OF CHINA LTD 2318 Oct 2022 74,451,500 New $542.6M — 0.45% EC
50 UNITED STATES TREASURY 912810TL2 — 504,981,700 New $536.2M — 0.45% DBT
51 CVS HEALTH CORP CVS Oct 2022 7,314,349 — $536.2M -16.9% 0.45% EC
52 BCE INC BCE Oct 2022 11,134,188 +150,000 $535.2M +3.1% 0.45% EC
53 COCA-COLA CO KO Oct 2022 8,333,900 — $534.6M +4.6% 0.45% EC
54 TOURMALINE OIL CORP TOU Apr 2022 11,841,220 +2,541,000 $532.0M +22.7% 0.44% EC
55 NIPPON TELEGRAPH & TELEPHONE CORP 9432 Oct 2022 17,285,600 New $527.2M — 0.44% EC
56 BRITISH AMERICAN TOBACCO PLC BATS Oct 2022 14,032,000 New $518.4M — 0.43% EC
57 KRAFT HEINZ CO (THE) KHC Oct 2022 12,974,240 — $509.5M -3.1% 0.43% EC
58 KONINKLIJKE KPN NV KPN Oct 2022 137,211,139 New $500.2M — 0.42% EC
59 BROOKFIELD ASSET MANAGEMENT LTD BAM — 14,649,945 +10,937,140 $491.5M +305.5% 0.41% EC
60 JOHNSON & JOHNSON JNJ Oct 2022 2,995,000 -843,573 $490.3M -21.8% 0.41% EC
61 STARBUCKS CORP SBUX Jul 2022 4,240,321 — $484.6M +4.7% 0.40% EC
62 RIO TINTO PLC RIO Oct 2022 7,580,400 New $481.3M — 0.40% EC
63 SIEMENS AG SIE Oct 2022 2,807,228 New $460.6M — 0.38% EC
64 EOG RESOURCES INC EOG Oct 2022 3,831,535 +2,970,000 $457.8M +301.8% 0.38% EC
65 AES CORP (THE) AES Oct 2022 19,208,031 +865,000 $454.5M -9.6% 0.38% EC
66 UNITED STATES TREASURY 91282CGT2 — 444,125,000 New $446.4M — 0.37% DBT
67 UNITED PARCEL SERVICE INC UPS Oct 2022 2,479,641 +200,000 $445.9M +5.6% 0.37% EC
68 ARES MANAGEMENT CORP ARES Oct 2022 4,990,000 — $437.1M +5.5% 0.36% EC
69 POSTAL SAVINGS BANK OF CHINA CO LTD 1658 Oct 2022 654,739,000 New $427.1M — 0.36% EC
70 NOVARTIS AG NOVN Oct 2022 4,080,000 New $417.6M — 0.35% EC
71 SOUTHERN CO/THE SO Oct 2022 5,472,114 — $402.5M +8.7% 0.34% EC
72 DBS GROUP HOLDINGS LTD D05 Oct 2022 16,226,600 New $402.4M — 0.34% EC
73 BUNGE LTD BG Oct 2022 4,263,175 New $399.0M — 0.33% EC
74 KONE OYJ KNEBV Oct 2022 6,859,722 New $391.2M — 0.33% EC
75 TEXAS INSTRUMENTS INC TXN Oct 2022 2,300,000 +100,000 $384.6M -1.4% 0.32% EC
76 VERIZON COMMUNICATIONS INC VZ Oct 2022 9,763,000 -3,946,633 $379.1M -33.5% 0.32% EC
77 APOLLO GLOBAL MANAGEMENT INC APO Apr 2022 5,915,679 — $375.0M -10.4% 0.31% EC
78 UNIFORM MBS 01F022659 — 432,105,417 New $374.2M — 0.31% ABS-MBS
79 VEOLIA ENVIRONNEMENT VIE Oct 2022 11,758,000 New $372.8M — 0.31% EC
80 BLACKROCK INC BLK Jan 2022 529,270 +149,923 $355.2M +23.3% 0.30% EC
81 MEDTRONIC PLC MDT Oct 2022 3,807,273 New $346.3M — 0.29% EC
82 TAKEDA PHARMACEUTICAL CO LTD 4502 Oct 2022 10,277,908 New $341.7M — 0.29% EC
83 FIRSTENERGY CORP FE — 8,534,000 +1,804,289 $339.7M +23.2% 0.28% EC
84 SYNCHRONY FINANCIAL SYF Oct 2022 11,302,951 — $333.6M -19.7% 0.28% EC
85 NORFOLK SOUTHERN CORPORATION NSC Oct 2022 1,573,453 -399,000 $319.5M -34.1% 0.27% EC
86 VALE SA VALE3 Oct 2022 21,311,900 New $309.4M — 0.26% EC
87 UNITED STATES TREASURY 91282CGM7 — 299,422,000 New $301.2M — 0.25% DBT
88 PUBLIC SERVICE ENTERPRISE GROUP INC PEG Oct 2022 4,633,819 -624,000 $292.9M -10.1% 0.24% EC
89 INTERPUBLIC GROUP OF COS INC/THE IPG — 7,883,500 — $281.7M -2.0% 0.24% EC
90 BLACKSTONE INC BX Oct 2022 3,087,600 +158,500 $275.8M -1.9% 0.23% EC
91 DUKE ENERGY CORP DUK Oct 2022 2,713,965 — $268.4M -3.5% 0.22% EC
92 REGENCY CENTERS CORP REG Apr 2022 4,238,000 — $260.3M -7.8% 0.22% EC
93 POWER CORP OF CANADA POW Oct 2022 9,625,253 — $257.8M -1.2% 0.22% EC
94 GLENCORE PLC GLEN Oct 2022 43,373,729 New $255.9M — 0.21% EC
95 UNITED STATES TREASURY 91282CFV8 — 238,060,000 -399,423,000 $251.3M -62.5% 0.21% DBT
96 UNITED STATES TREASURY 91282CGD7 — 250,000,000 — $249.9M -0.0% 0.21% DBT
97 WALGREENS BOOTS ALLIANCE INC WBA Oct 2022 7,057,000 — $248.8M -4.4% 0.21% EC
98 UNITED STATES TREASURY 91282CGC9 — 245,000,000 — $248.5M +0.3% 0.21% DBT
99 COTERRA ENERGY INC CTRA Apr 2022 9,670,000 — $247.6M +2.3% 0.21% EC
100 B3 SA - BRASIL BOLSA BALCAO B3SA3 Oct 2022 102,456,000 New $239.9M — 0.20% EC
101 CUMMINS INC CMI Oct 2022 1,000,000 — $235.0M -5.8% 0.20% EC
102 CARLYLE GROUP INC/THE CG Oct 2022 7,588,723 +5,371,723 $230.2M +188.6% 0.19% EC
103 KIMBERLY-CLARK CORP KMB Oct 2022 1,585,000 -700,000 $229.7M -22.7% 0.19% EC
104 T&D HOLDINGS INC 8795 Oct 2022 18,697,800 New $228.9M — 0.19% EC
105 UNIFORM MBS 01F020661 — 274,329,150 New $228.6M — 0.19% ABS-MBS
106 PACKAGING CORP OF AMERICA PKG Oct 2022 1,670,448 +375,548 $225.9M +22.3% 0.19% EC
107 UPM-KYMMENE OYJ UPM Oct 2022 7,047,508 New $224.7M — 0.19% EC
108 INTERNATIONAL FLAVORS & FRAGRANCES INC IFF — 2,276,879 New $220.8M — 0.18% EC
109 UNITED STATES TREASURY 91282CGL9 — 217,979,000 New $219.2M — 0.18% DBT
110 GENERAL DYNAMICS CORP GD Oct 2022 1,000,000 — $218.3M -6.3% 0.18% EC
111 CATERPILLAR INC CAT Jul 2022 997,810 — $218.3M -13.3% 0.18% EC
112 LAMAR ADVERTISING CO LAMR Oct 2022 2,003,322 — $211.7M -0.8% 0.18% EC
113 WATSCO INC WSO Oct 2022 608,300 -166,500 $210.7M -5.4% 0.18% EC
114 FEDERAL REALTY INVESTMENT TRUST FRT Apr 2022 2,100,000 — $207.7M -11.3% 0.17% EC
115 PROLOGIS INC PLD Oct 2022 1,657,500 — $207.6M -3.1% 0.17% EC
116 MANPOWERGROUP INC MAN Oct 2022 2,722,832 — $206.1M -13.1% 0.17% EC
117 SGS SA SGSN Oct 2022 2,222,525 New $200.7M — 0.17% EC
118 AGNICO EAGLE MINES LTD AEM — 3,535,000 +1,365,400 $200.5M +63.7% 0.17% EC
119 ENBRIDGE INC ENB Oct 2022 5,000,000 — $198.8M -3.0% 0.17% EC
120 UNIFORM MBS 01F022667 — 228,900,000 New $198.5M — 0.17% ABS-MBS
121 TORONTO DOMINION BANK (THE) TD Oct 2022 3,229,553 -4,378,834 $195.6M -62.8% 0.16% EC
122 UNIFORM MBS 01F020653 — 234,852,000 New $195.4M — 0.16% ABS-MBS
123 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAK7 Oct 2022 189,795,000 -25,000,000 $189.2M -12.5% 0.16% DBT
124 PROGRESSIVE CORP (THE) PGR Oct 2022 1,315,000 — $179.4M +0.0% 0.15% EC
125 AKZO NOBEL NV AKZA Oct 2022 2,155,420 New $179.3M — 0.15% EC
126 UNIFORM MBS 01F050668 — 174,504,867 New $173.5M — 0.14% ABS-MBS
127 CONAGRA BRANDS INC CAG Oct 2022 4,527,100 — $171.8M +2.1% 0.14% EC
128 BOSTON PROPERTIES INC BXP Apr 2022 3,200,000 +600,000 $170.8M -11.9% 0.14% EC
129 EMERSON ELECTRIC CO EMR Oct 2022 2,025,800 — $168.7M -7.7% 0.14% EC
130 ARCHER-DANIELS-MIDLAND CO ADM Oct 2022 2,078,000 — $162.3M -5.8% 0.14% EC
131 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418DYX4 — 193,364,469 -2,510,098 $161.5M -2.5% 0.13% ABS-MBS
132 UNITED STATES TREASURY 91282CGQ8 — 153,328,000 New $158.0M — 0.13% DBT
133 ILLINOIS (STATE OF) 452151LF8 Oct 2022 155,890,000 — $156.7M +1.1% 0.13% DBT
134 ABN AMRO BANK NV ABN Oct 2022 9,765,620 New $156.4M — 0.13% EC
135 DANAHER CORP DHR Jul 2022 658,474 +411,936 $156.0M +139.3% 0.13% EC
136 BAKER HUGHES CO BKR Oct 2022 5,310,000 — $155.3M -7.9% 0.13% EC
137 NGL ENERGY OPERATING LLC 62922LAA6 Oct 2022 161,084,000 — $154.6M +0.9% 0.13% DBT
138 DIGITAL REALTY TRUST INC DLR Oct 2022 1,481,395 -646,670 $146.9M -39.8% 0.12% EC
139 INTESA SANPAOLO SPA 46115HAT4 Oct 2022 149,555,000 — $145.3M -0.4% 0.12% DBT
140 ING GROEP NV INGA Oct 2022 11,608,726 New $144.2M — 0.12% EC
141 FRANKLIN RESOURCES INC BEN Oct 2022 5,303,503 — $142.6M -13.8% 0.12% EC
142 FIFTH THIRD BANCORP FITB Apr 2022 5,242,000 -8,393,000 $137.3M -72.2% 0.11% EC
143 AIR PRODUCTS & CHEMICALS INC APD Oct 2022 456,106 — $134.3M -8.2% 0.11% EC
144 UNITED STATES TREASURY 91282CFG1 — 135,693,000 -18,000,000 $133.5M -11.5% 0.11% DBT
145 AMERICAN TOWER CORP AMT Oct 2022 646,000 — $132.0M -8.5% 0.11% EC
146 EDISON INTERNATIONAL EIX Apr 2022 1,793,100 — $132.0M +6.8% 0.11% EC
147 TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD TSM Oct 2022 1,543,000 — $130.1M -9.1% 0.11% EC
148 AMERICAN INTERNATIONAL GROUP INC AIG Oct 2022 2,353,000 — $124.8M -16.1% 0.10% EC
149 BECTON DICKINSON AND CO BDX 6 06/0 Oct 2022 2,467,280 — $124.7M +0.4% 0.10% EP
150 UNIFORM MBS 01F040669 — 126,110,000 New $120.7M — 0.10% ABS-MBS
151 MANULIFE FINANCIAL CORP MFC Oct 2022 6,082,200 -5,163,200 $120.1M -46.0% 0.10% EC
152 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QKQB7 — 137,742,622 New $114.8M — 0.10% ABS-MBS
153 DNB BANK ASA DNB Oct 2022 6,513,748 New $114.6M — 0.10% EC
154 DOMINO'S PIZZA GROUP PLC DOM Oct 2022 30,671,123 New $113.6M — 0.09% EC
155 IMPERIAL BRANDS PLC IMB Oct 2022 4,508,000 New $111.5M — 0.09% EC
156 FORD MOTOR CREDIT COMPANY LLC 345397A45 Oct 2022 117,666,000 — $109.1M -0.9% 0.09% DBT
157 DOMINION ENERGY INC D Oct 2022 1,906,473 -3,642,107 $108.9M -69.1% 0.09% EC
158 FIRST QUANTUM MINERALS LTD 335934AT2 Oct 2022 110,196,000 — $107.1M +0.1% 0.09% DBT
159 CMS ENERGY CORP CMS Apr 2022 1,715,700 — $106.8M -1.5% 0.09% EC
160 UNIFORM MBS 01F040651 — 111,719,000 New $106.8M — 0.09% ABS-MBS
161 TENET HEALTHCARE CORP 88033GCZ1 — 106,640,000 — $105.2M +1.1% 0.09% DBT
162 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAQ4 Apr 2022 108,360,000 — $100.6M +0.6% 0.08% DBT
163 ITAU UNIBANCO HOLDING SA ITUB4 Oct 2022 19,090,207 New $99.2M — 0.08% EC
164 DEUTSCHE TELEKOM AG DTE Oct 2022 4,014,400 New $96.8M — 0.08% EC
165 ILLINOIS TOOL WORKS INC ITW — 399,000 — $96.5M +2.5% 0.08% EC
166 VANGUARD INTERNATIONAL SEMICONDUCTOR CORP 5347 Oct 2022 33,734,500 New $95.5M — 0.08% EC
167 AES CORP (THE) AES 6 7/8 Apr 2022 1,043,000 — $93.9M -9.8% 0.08% EC
168 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAP6 Apr 2022 98,070,000 — $92.0M +0.8% 0.08% DBT
169 3I GROUP PLC III Oct 2022 4,110,000 New $91.5M — 0.08% EC
170 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAE1 Oct 2022 100,615,000 — $91.0M +0.7% 0.08% DBT
171 GINNIE MAE II POOL 21H042653 — 91,966,000 New $90.2M — 0.08% ABS-MBS
172 BANCO BILBAO VIZCAYA ARGENTARIA SA BBVA Oct 2022 12,232,000 New $90.0M — 0.08% EC
173 CANADIAN IMPERIAL BANK OF COMMERCE CM Apr 2022 2,131,173 -4,535,827 $89.3M -70.6% 0.07% EC
174 BOMBARDIER INC 097751BT7 Oct 2022 89,290,000 -5,700,000 $89.1M -6.2% 0.07% DBT
175 BANK LEUMI LE-ISRAEL BM LUMI Oct 2022 11,232,000 New $89.0M — 0.07% EC
176 TALEN ENERGY SUPPLY LLC 87422VAF5 Oct 2022 84,119,000 — $87.9M +0.3% 0.07% DBT
177 QUALCOMM INC QCOM Oct 2022 747,000 — $87.2M -12.3% 0.07% EC
178 METHANEX CORP 59151KAM0 Oct 2022 90,975,000 +380,000 $87.0M +0.7% 0.07% DBT
179 FIRST QUANTUM MINERALS LTD 335934AL9 Oct 2022 85,661,000 +4,575,000 $85.5M +7.0% 0.07% DBT
180 TOKYO ELECTRON LTD 8035 Oct 2022 738,000 New $84.3M — 0.07% EC
181 CUBESMART CUBE Jul 2022 1,818,100 -2,109,154 $82.7M -54.0% 0.07% EC
182 GINNIE MAE II POOL 21H030658 — 90,000,000 New $82.1M — 0.07% ABS-MBS
183 FORTESCUE METALS GROUP LTD FMG Oct 2022 5,782,309 New $79.9M — 0.07% EC
184 E.ON SE EOAN Oct 2022 6,035,110 New $79.9M — 0.07% EC
185 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XDPA8 — 83,999,108 -1,889,273 $79.4M -3.2% 0.07% ABS-MBS
186 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAF8 Oct 2022 110,935,000 -16,000,000 $74.1M -15.1% 0.06% DBT
187 NATIONAL BANK OF CANADA NA Oct 2022 975,000 — $72.7M -0.7% 0.06% EC
188 QUALITAS CONTROLADORA SAB DE CV Q* Oct 2022 10,711,900 New $70.8M — 0.06% EC
189 UNITED STATES TREASURY 9128285W6 Apr 2022 71,485,800 +743,400 $70.0M +1.6% 0.06% DBT
190 CHINA MERCHANTS BANK CO LTD 600036 Oct 2022 14,310,500 New $69.7M — 0.06% EC
191 TALEN ENERGY SUPPLY LLC 87422LAP5 Jul 2022 68,515,000 — $69.0M +0.0% 0.06% LON
192 PETROLEOS MEXICANOS 71654QCB6 Oct 2022 71,850,000 — $68.0M -3.5% 0.06% DBT
193 UNITED STATES TREASURY 91282CCA7 Apr 2022 70,979,906 +738,169 $68.0M +1.8% 0.06% DBT
194 KKR & CO INC KKR 6 09/1 Oct 2022 1,061,031 — $67.8M -5.5% 0.06% EP
195 COMPASS GROUP DIVERSIFIED HOLDINGS LLC 20451RAB8 Apr 2022 74,775,000 — $67.4M -0.0% 0.06% DBT
196 PRINCIPAL FINANCIAL GROUP PFG Oct 2022 900,000 — $67.2M -19.3% 0.06% EC
197 UNIFORM MBS 01F042665 — 68,600,000 New $67.1M — 0.06% ABS-MBS
198 TOKIO MARINE HOLDINGS INC 8766 Oct 2022 3,327,000 New $66.9M — 0.06% EC
199 WELLS FARGO & CO 95000U2V4 Jul 2022 69,993,000 -5,554,000 $66.2M -7.9% 0.06% DBT
200 UNIFORM MBS 01F042657 — 67,557,272 New $66.0M — 0.06% ABS-MBS
201 CHESAPEAKE ENERGY CORP CHK Apr 2022 797,242 — $65.9M -4.7% 0.06% EC
202 CORELOGIC INC 21871DAD5 Apr 2022 80,461,000 — $65.9M +2.8% 0.05% DBT
203 FORD MOTOR CREDIT COMPANY LLC 345397A86 Oct 2022 71,670,000 — $65.9M -0.5% 0.05% DBT
204 WEATHERFORD INTERNATIONAL LTD BERMUDA 947075AU1 Apr 2022 64,455,000 +925,000 $65.7M +2.4% 0.05% DBT
205 PETROLEOS MEXICANOS 71654QCG5 Oct 2022 72,935,000 — $65.5M -5.0% 0.05% DBT
206 CITIGROUP CAPITAL XIII C 11.6427 Oct 2022 2,245,277 — $65.5M +1.6% 0.05% EP
207 DEUTSCHE POST AG DPW Oct 2022 1,363,553 New $65.4M — 0.05% EC
208 FIRST QUANTUM MINERALS LTD 335934AR6 Oct 2022 66,409,000 +9,795,000 $65.3M +18.4% 0.05% DBT
209 SINGAPORE TECHNOLOGIES ENGINEERING LTD S63 Oct 2022 23,766,500 New $64.7M — 0.05% EC
210 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QGM61 — 72,205,153 -773,223 $63.6M -3.0% 0.05% ABS-MBS
211 UNIVISION COMMUNICATIONS INC 914906AV4 Apr 2022 73,515,000 — $63.4M +0.1% 0.05% DBT
212 ECOPETROL SA 279158AS8 — 65,030,000 +5,206,000 $63.1M +2.7% 0.05% DBT
213 NAVIENT CORP 63938CAM0 Apr 2022 72,940,000 — $62.9M -2.7% 0.05% DBT
214 INTERNATIONAL GAME TECHNOLOGY PLC 460599AE3 Oct 2022 65,325,000 -6,000,000 $62.7M -8.5% 0.05% DBT
215 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418DSH6 — 74,889,780 New $62.6M — 0.05% ABS-MBS
216 UNIFORM MBS 01F032666 — 66,729,000 New $62.1M — 0.05% ABS-MBS
217 BAUSCH HEALTH COMPANIES INC 91911KAN2 Oct 2022 71,030,000 +3,040,000 $62.0M +7.1% 0.05% DBT
218 TRANSDIGM INC 893647BE6 Oct 2022 61,602,000 — $62.0M +0.6% 0.05% DBT
219 TRYG A/S TRYG Oct 2022 2,616,000 New $61.8M — 0.05% EC
220 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XFWH0 Jul 2022 67,078,384 -1,341,843 $61.4M -3.1% 0.05% ABS-MBS
221 CITIGROUP INC C Oct 2022 1,300,000 +100,000 $61.2M -2.4% 0.05% EC
222 BOEING CO 097023CY9 Oct 2022 60,464,000 -6,972,000 $61.0M -10.4% 0.05% DBT
223 DISH NETWORK CORP 25470MAG4 — 64,175,000 — $60.7M -9.1% 0.05% DBT
224 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXLN0 Oct 2022 67,115,059 -1,626,746 $60.5M -3.5% 0.05% ABS-MBS
225 MONDELEZ INTERNATIONAL INC MDLZ — 784,000 — $60.1M +17.2% 0.05% EC
226 PACIFIC GAS AND ELECTRIC CO 694308JM0 Oct 2022 64,037,000 — $59.6M -0.4% 0.05% DBT
227 NEWMONT CORP NEM Apr 2022 1,250,000 — $59.2M -10.4% 0.05% EC
228 KIMCO REALTY CORP KIM — 3,048,000 — $58.5M -14.6% 0.05% EC
229 FEDERAL HOME LOAN MORTGAGE CORP 3132DVL86 Jul 2022 64,307,026 -1,118,351 $58.4M -2.8% 0.05% ABS-MBS
230 ROTECH HEALTHCARE INC (NEW) 778669200 Oct 2022 543,172 — $58.1M +0.0% 0.05% EC
231 GRUPO FINANCIERO BANORTE SAB DE CV GFNORTEO Oct 2022 6,705,000 New $58.0M — 0.05% EC
232 HASBRO INC HAS Apr 2023 978,395 New $57.9M — 0.05% EC
233 DANONE SA BN Oct 2022 875,000 New $57.9M — 0.05% EC
234 CLEVELAND-CLIFFS INC 185899AH4 Oct 2022 58,860,000 — $57.9M -0.2% 0.05% DBT
235 NEXSTAR MEDIA INC 65336YAN3 Oct 2022 64,605,000 +7,730,000 $56.8M +10.6% 0.05% DBT
236 BOSTON SCIENTIFIC CORP BSX 5 1/2 Oct 2022 449,460 — $56.5M +10.2% 0.05% EP
237 PAR PHARMACEUTICAL INC 69888XAA7 Oct 2022 79,502,000 +16,115,000 $56.4M +13.6% 0.05% DBT
238 SCANDINAVIAN TOBACCO GROUP A/S STG Oct 2022 2,878,531 New $56.3M — 0.05% EC
239 HOWARD HUGHES CORP/THE 44267DAD9 Oct 2022 62,215,000 — $56.2M -2.5% 0.05% DBT
240 NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1 643821AA9 Apr 2022 64,437,000 — $56.1M -0.3% 0.05% ABS-O
241 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CB3 Oct 2022 58,600,000 — $56.0M -1.3% 0.05% DBT
242 CENTENE CORP 15135BAT8 Oct 2022 59,080,000 — $55.7M -0.8% 0.05% DBT
243 AG ISSUER LLC 00119LAA9 Oct 2022 59,717,000 +4,000,000 $55.6M +5.4% 0.05% DBT
244 KINDRED GROUP PLC KINDSDB Oct 2022 4,500,000 New $55.3M — 0.05% EC
245 NORSK HYDRO ASA NHY Oct 2022 7,500,000 New $55.2M — 0.05% EC
246 HF SINCLAIR CORP DINO — 1,250,000 +615,000 $55.1M +52.6% 0.05% EC
247 GINNIE MAE II POOL 21H020659 — 64,175,121 New $55.0M — 0.05% ABS-MBS
248 MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG MUV2 Oct 2022 146,257 New $54.9M — 0.05% EC
249 CITIGROUP INC C 6 7/8 PE Oct 2022 2,145,767 — $54.4M -0.5% 0.05% EP
250 FORD MOTOR CREDIT COMPANY LLC 345397C27 Jul 2022 57,170,000 — $54.1M -0.9% 0.05% DBT
251 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QBM21 Oct 2022 55,606,197 -1,912,979 $53.9M -4.4% 0.05% ABS-MBS
252 KENNEDY-WILSON INC 489399AL9 Oct 2022 66,867,000 +10,252,000 $53.5M +12.3% 0.04% DBT
253 DEUTSCHE BANK AG (NEW YORK BRANCH) 25160PAH0 Apr 2022 61,319,000 +6,445,000 $53.3M +8.8% 0.04% DBT
254 TRANSDIGM INC 893647BL0 Oct 2022 55,399,000 — $53.3M +0.5% 0.04% DBT
255 ALTICE FRANCE SA (FRANCE) 02156LAF8 Apr 2022 71,512,000 — $52.9M -5.8% 0.04% DBT
256 ISLANDSBANKI HF ISB Oct 2022 57,679,644 New $52.7M — 0.04% EC
257 GENESIS ENERGY LP 37185LAM4 Oct 2022 52,582,000 — $52.5M +1.0% 0.04% DBT
258 CHICAGO IL BRD ED 167505KH8 Oct 2022 54,555,000 — $52.2M +2.9% 0.04% DBT
259 NEW FORTRESS ENERGY INC 644393AB6 Apr 2022 56,070,000 +8,225,000 $51.7M +17.3% 0.04% DBT
260 AMGEN INC AMGN Oct 2022 215,310 — $51.6M -5.0% 0.04% EC
261 GSK PLC GSK Oct 2022 2,843,500 New $51.5M — 0.04% EC
262 UNITED STATES TREASURY 912810ST6 Oct 2022 74,316,400 -75,000,000 $51.4M -50.1% 0.04% DBT
263 OCCIDENTAL PETROLEUM CORP 674599EA9 Oct 2022 43,590,000 — $51.3M -0.2% 0.04% DBT
264 UNITED STATES TREASURY 912810TN8 — 51,500,000 New $51.1M — 0.04% DBT
265 FORD MOTOR CREDIT COMPANY LLC 345397A60 Oct 2022 52,275,000 — $51.0M -0.9% 0.04% DBT
266 BOEING CO 097023CT0 Oct 2022 50,882,000 -5,096,000 $50.8M -9.2% 0.04% DBT
267 GUANGDONG INVESTMENT LTD 0270 Oct 2022 52,919,000 New $50.5M — 0.04% EC
268 AT&T INC T Apr 2022 2,850,000 New $50.4M — 0.04% EC
269 HOWARD HUGHES CORP/THE 44267DAF4 Oct 2022 61,765,000 — $50.1M -2.5% 0.04% DBT
270 SHIN-ETSU CHEMICAL CO LTD 4063 Oct 2022 1,750,000 New $50.1M — 0.04% EC
271 FEDERAL HOME LOAN MORTGAGE CORP 3132DVMD4 — 55,124,134 -834,243 $49.9M -2.8% 0.04% ABS-MBS
272 DIAMONDBACK ENERGY INC FANG — 350,000 New $49.8M — 0.04% EC
273 HUB INTERNATIONAL LTD 44332PAD3 Oct 2022 49,786,000 — $49.6M +0.6% 0.04% DBT
274 SINGAPORE TELECOMMUNICATIONS LTD Z74 Oct 2022 25,850,000 New $49.6M — 0.04% EC
275 UNIFORM MBS 01F030652 — 55,105,000 New $49.5M — 0.04% ABS-MBS
276 CHENIERE ENERGY INC 16411RAK5 Apr 2022 51,845,000 — $49.5M +0.1% 0.04% DBT
277 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNQ70 — 52,918,743 -867,624 $49.2M -2.5% 0.04% ABS-MBS
278 SCIH SALT HOLDINGS INC 78433BAA6 Apr 2022 54,585,000 — $49.2M +2.3% 0.04% DBT
279 AXA SA CS Oct 2022 1,505,000 New $49.1M — 0.04% EC
280 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MGM65 — 58,273,591 New $48.6M — 0.04% ABS-MBS
281 SIRIUS XM RADIO INC 82967NBJ6 Apr 2022 57,450,000 — $48.6M -5.2% 0.04% DBT
282 WELLS FARGO & CO 95000U3D3 — 47,501,000 New $48.4M — 0.04% DBT
283 CENTENE CORP 15135BAR2 Oct 2022 50,425,000 — $48.2M -0.4% 0.04% DBT
284 WASH MULTIFAMILY ACQUISITION INC 93710WAA3 Apr 2022 51,235,000 — $48.1M +1.6% 0.04% DBT
285 FRONTIER COMMUNICATIONS HOLDINGS LLC 35906ABF4 Oct 2022 54,560,000 +5,165,000 $48.0M +6.6% 0.04% DBT
286 FIRSTENERGY CORP 337932AH0 Oct 2022 49,187,000 — $47.9M +1.8% 0.04% DBT
287 ADVISOR GROUP HOLDINGS INC 00791GAA5 Oct 2022 47,972,000 — $47.7M -3.8% 0.04% DBT
288 ALLIANT HOLDINGS INTERMEDIATE LLC 01883LAA1 Oct 2022 50,851,000 +2,405,000 $47.5M +4.7% 0.04% DBT
289 BRISTOL-MYERS SQUIBB CO BMY Oct 2022 709,449 — $47.4M -8.1% 0.04% EC
290 UNIFORM MBS 01F032658 — 50,976,000 New $47.4M — 0.04% ABS-MBS
291 DIEBOLD NIXDORF INC 25365TAF9 — 96,371,883 +66,758,148 $46.6M +142.0% 0.04% LON
292 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAL5 Oct 2022 46,110,000 -29,959,000 $46.1M -39.3% 0.04% DBT
293 PG&E CORP 69331CAJ7 Oct 2022 49,330,000 — $45.5M +0.1% 0.04% DBT
294 UNITED STATES TREASURY 912828XL9 Apr 2022 46,747,910 +486,420 $45.5M +1.6% 0.04% DBT
295 BOMBARDIER INC 097751BV2 Apr 2022 45,450,000 — $45.4M -0.1% 0.04% DBT
296 MEDIATEK INC 2454 Oct 2022 2,086,000 New $45.3M — 0.04% EC
297 NESTLE SKIN HEALTH SA N/A Oct 2022 45,566,673 New $45.1M — 0.04% LON
298 NETFLIX INC 64110LAT3 Oct 2022 42,697,000 +3,430,000 $45.0M +10.1% 0.04% DBT
299 CHINA MERCHANTS BANK CO LTD 3968 Oct 2022 9,315,000 New $44.8M — 0.04% EC
300 FEDERAL HOME LOAN MORTGAGE CORP 3132DWAF0 — 53,383,921 -757,916 $44.6M -2.6% 0.04% ABS-MBS
301 PG&E CORP 69331CAH1 Oct 2022 46,990,000 — $44.3M +0.4% 0.04% DBT
302 GENERAL ELECTRIC CO 369604BQ5 Oct 2022 43,733,000 -51,437,000 $43.8M -54.0% 0.04% DBT
303 UNIFORM MBS 01F060667 — 42,832,044 New $43.6M — 0.04% ABS-MBS
304 JPMORGAN CHASE & CO 46647PDA1 Jul 2022 44,000,000 -15,000,000 $43.2M -25.3% 0.04% DBT
305 GOLDMAN SACHS GROUP INC 38141GYM0 Apr 2022 48,202,000 — $43.2M +0.1% 0.04% DBT
306 UNITED STATES TREASURY 912828H45 Jul 2022 44,455,250 +462,350 $43.2M +1.6% 0.04% DBT
307 ASBURY AUTOMOTIVE GROUP INC 043436AW4 Apr 2022 48,325,000 — $43.1M +0.8% 0.04% DBT
308 ARETEC ESCROW ISSUER INC 040133AA8 Apr 2022 51,178,000 — $42.9M -5.7% 0.04% DBT
309 PUUILO OYJ PUUILO Oct 2022 5,509,640 New $42.7M — 0.04% EC
310 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418DTQ5 — 50,908,686 New $42.6M — 0.04% ABS-MBS
311 FS ENERGY AND POWER FUND 30264DAA7 Oct 2022 42,570,000 — $42.5M +0.2% 0.04% DBT
312 UNIFORM MBS 01F030660 — 47,000,000 New $42.3M — 0.04% ABS-MBS
313 UPC BROADBAND FINCO BV 90320BAA7 Apr 2022 48,900,000 — $42.2M -2.0% 0.04% DBT
314 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QFNR6 Jul 2022 48,037,016 -796,745 $42.2M -3.7% 0.04% ABS-MBS
315 CRESTWOOD MIDSTREAM PARTNERS LP 67421QAA0 Apr 2022 41,410,000 — $42.2M +0.2% 0.04% DBT
316 SPRINT CAPITAL CORPORATION 852060AD4 Oct 2022 38,787,000 -11,405,000 $41.9M -22.2% 0.03% DBT
317 INTESA SANPAOLO SPA 46115HAW7 Oct 2022 43,165,000 — $41.6M -2.0% 0.03% DBT
318 WARRIOR MET COAL INC 93627CAB7 Apr 2022 40,810,000 — $41.3M +2.6% 0.03% DBT
319 DIRECTV FINANCING LLC 25461LAA0 Apr 2022 46,420,000 — $40.8M -3.2% 0.03% DBT
320 KENNEDY-WILSON INC 489399AM7 Oct 2022 53,703,000 — $40.8M -7.1% 0.03% DBT
321 PACIFIC GAS AND ELECTRIC CO 694308JP3 Oct 2022 43,225,000 — $40.8M -0.4% 0.03% DBT
322 UNITED STATES TREASURY 91282CBF7 Apr 2022 44,175,486 +459,464 $40.6M +1.8% 0.03% DBT
323 NETFLIX INC 64110LAU0 Apr 2022 39,589,000 +1,000,000 $40.5M +3.4% 0.03% DBT
324 IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 46285MAA8 Apr 2022 45,895,000 — $40.3M +1.0% 0.03% DBT
325 FEDERAL HOME LOAN MORTGAGE CORP 3132DWFX6 — 38,828,717 +36,905,504 $40.1M +1911.8% 0.03% ABS-MBS
326 BAUSCH HEALTH COMPANIES INC 071734AN7 Apr 2022 60,725,000 — $40.1M +2.4% 0.03% DBT
327 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418DVA7 — 47,443,621 -668,142 $39.6M -2.6% 0.03% ABS-MBS
328 LPL HOLDINGS INC 50212YAC8 Oct 2022 41,845,000 — $39.6M -0.7% 0.03% DBT
329 OWENS & MINOR INC 690732AF9 Apr 2022 49,125,000 +5,035,000 $39.5M +9.7% 0.03% DBT
330 DIEBOLD NIXDORF INC 253651AD5 — 88,594,000 — $39.4M -32.5% 0.03% DBT
331 DIEBOLD NIXDORF INC N/A Oct 2022 36,605,481 New $39.4M — 0.03% LON
332 FINASTRA USA INC 02034DAF4 Oct 2022 46,175,000 — $39.2M +7.0% 0.03% LON
333 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QHKQ7 Apr 2022 42,570,502 -1,270,021 $39.1M -5.0% 0.03% ABS-MBS
334 CENTENE CORP 15135BAV3 Oct 2022 44,100,000 — $39.0M +0.4% 0.03% DBT
335 DUN & BRADSTREET CORP (THE) 26483EAL4 Apr 2022 44,192,000 — $38.8M -0.9% 0.03% DBT
336 SCIENTIFIC GAMES INTERNATIONAL INC 80874YBC3 Oct 2022 38,659,000 — $38.6M +0.8% 0.03% DBT
337 POST HOLDINGS INC 737446AQ7 Oct 2022 42,641,000 +7,750,000 $38.6M +25.4% 0.03% DBT
338 UNITED STATES TREASURY 912810TF5 Jul 2022 47,717,000 -25,000,000 $38.5M -34.5% 0.03% DBT
339 UNIFORM MBS 01F052656 — 38,145,000 New $38.5M — 0.03% ABS-MBS
340 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QGY27 Jul 2022 43,604,030 -950,275 $38.3M -3.3% 0.03% ABS-MBS
341 GLOBALWAFERS CO LTD 6488 Oct 2022 2,423,000 New $38.2M — 0.03% EC
342 UNIVISION COMMUNICATIONS INC 914906AU6 Oct 2022 39,575,000 — $38.2M -1.7% 0.03% DBT
343 CAESARS ENTERTAINMENT INC 28470RAH5 Oct 2022 37,810,000 — $37.9M +0.5% 0.03% DBT
344 ENEL SPA 29265WAA6 Oct 2022 37,337,000 — $37.3M -0.8% 0.03% DBT
345 EQM MIDSTREAM PARTNERS LP 26885BAH3 Oct 2022 38,110,000 — $37.2M -0.7% 0.03% DBT
346 FXI HOLDINGS INC 36120RAA7 Oct 2022 40,869,000 — $37.2M +0.7% 0.03% DBT
347 SPRINT CORP 85207UAJ4 Oct 2022 36,000,000 — $37.1M -0.8% 0.03% DBT
348 SOUTHWESTERN ENERGY COMPANY 845467AS8 Apr 2022 39,660,000 — $36.9M -0.1% 0.03% DBT
349 AMWINS GROUP INC 031921AB5 Apr 2022 40,370,000 +8,235,000 $36.7M +29.9% 0.03% DBT
350 CTP NV CTPNV Oct 2022 2,750,000 New $36.1M — 0.03% EC
351 FEDERAL HOME LOAN MORTGAGE CORP 3132DPJL3 — 37,741,815 New $36.1M — 0.03% ABS-MBS
352 CCO HOLDINGS LLC 1248EPCK7 Oct 2022 43,950,000 — $36.0M -1.7% 0.03% DBT
353 KENNEDY-WILSON INC 489399AN5 Apr 2022 46,356,000 +6,099,000 $35.9M +8.6% 0.03% DBT
354 COMMSCOPE INC 20338QAD5 Oct 2022 37,400,000 +7,469,000 $35.8M +24.7% 0.03% DBT
355 SKYMILES IP LTD 830867AB3 Oct 2022 36,495,000 — $35.5M -0.3% 0.03% DBT
356 NORTHERN OIL AND GAS INC 665531AG4 Apr 2022 35,360,000 — $35.0M -0.9% 0.03% DBT
357 WELLS FARGO & CO WFC — 875,000 +617,682 $34.8M +188.4% 0.03% EC
358 CCO HOLDINGS LLC 1248EPCE1 Oct 2022 41,075,000 — $34.5M -1.7% 0.03% DBT
359 NETFLIX INC 64110LAV8 Apr 2022 34,734,000 +992,000 $34.5M +3.5% 0.03% DBT
360 FRONTIER COMMUNICATIONS HOLDINGS LLC 35906ABG2 Oct 2022 42,815,000 -6,573,000 $34.5M -18.7% 0.03% DBT
361 EMERA INC 290876AD3 Oct 2022 36,024,000 — $34.4M -3.0% 0.03% DBT
362 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MGM24 — 41,239,754 New $34.4M — 0.03% ABS-MBS
363 CAESARS ENTERTAINMENT INC 12769GAB6 — 34,040,000 — $34.4M -0.9% 0.03% DBT
364 AKER BP ASA AKRBP Oct 2022 1,434,933 New $34.3M — 0.03% EC
365 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QBSA7 Oct 2022 36,020,561 -1,057,887 $34.2M -4.2% 0.03% ABS-MBS
366 MILEAGE PLUS HOLDINGS LLC 599191AA1 Oct 2022 34,204,000 -2,012,000 $34.2M -6.7% 0.03% DBT
367 BIP-V CHINOOK HOLDCO LLC 12657NAA8 Apr 2022 36,675,000 — $34.2M +2.2% 0.03% DBT
368 SONIC AUTOMOTIVE INC 83545GBD3 Apr 2022 40,225,000 +2,515,000 $33.8M +7.6% 0.03% DBT
369 BOEING CO 097023CW3 Oct 2022 33,708,000 -71,000 $33.6M -2.8% 0.03% DBT
370 FXI HOLDINGS INC 35166FAA0 Oct 2022 37,412,000 — $33.5M -1.3% 0.03% DBT
371 TENET HEALTHCARE CORP 88033GDM9 — 35,940,000 — $33.0M +3.0% 0.03% DBT
372 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XFKT7 Jul 2022 40,008,992 -735,808 $33.0M -3.1% 0.03% ABS-MBS
373 FEDERAL HOME LOAN MORTGAGE CORP 3133BJMQ2 — 34,388,845 New $32.9M — 0.03% ABS-MBS
374 CREDIT SUISSE GROUP AG 225401AP3 Oct 2022 37,133,000 +12,223,000 $32.9M +55.6% 0.03% DBT
375 WYNDHAM HOTELS & RESORTS INC 98311AAB1 Oct 2022 35,310,000 +1,845,000 $32.9M +6.3% 0.03% DBT
376 VENTURE GLOBAL CALCASIEU PASS LLC 92328MAB9 Apr 2022 36,865,000 — $32.7M -0.1% 0.03% DBT
377 GOLDMAN SACHS GROUP INC 38141GZM9 Apr 2022 37,824,000 +565,000 $32.6M +1.9% 0.03% DBT
378 LITHIA MOTORS INC 536797AG8 Apr 2022 37,385,000 — $32.4M +1.9% 0.03% DBT
379 GOLDMAN SACHS GROUP INC 38141GZR8 Jul 2022 33,910,000 — $32.3M -0.0% 0.03% DBT
380 CENTENE CORP 15135BAY7 Apr 2022 36,915,000 -10,525,000 $32.1M -22.0% 0.03% DBT
381 BALL CORP 058498AY2 — 30,745,000 — $32.0M +0.8% 0.03% DBT
382 OWENS & MINOR INC 690732AE2 Oct 2022 32,762,000 — $31.7M -1.1% 0.03% DBT
383 UNITED STATES TREASURY 91282CDC2 Apr 2022 33,028,200 +343,500 $31.6M +1.7% 0.03% DBT
384 SPRINT CORP 85207UAK1 Oct 2022 29,760,000 — $31.5M +0.1% 0.03% DBT
385 CNX RESOURCES CORP 12653CAJ7 Oct 2022 34,027,000 — $31.5M +0.7% 0.03% DBT
386 UNITED STATES TREASURY 91282CFR7 — 30,974,885 -44,400,115 $31.5M -58.8% 0.03% DBT
387 IRON MOUNTAIN INC 46284VAJ0 Oct 2022 33,830,000 — $31.2M +1.8% 0.03% DBT
388 BASF SE BAS Oct 2022 604,000 New $31.2M — 0.03% EC
389 CITIGROUP INC 172967PA3 — 28,808,000 +18,917,000 $31.2M +189.1% 0.03% DBT
390 FREDDIE MAC WI CERTIFICATES SERIES WI-K143 3137H6MG7 Jul 2022 35,930,000 — $31.1M -0.7% 0.03% ABS-CBDO
391 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526BZ1 Oct 2022 33,123,000 — $31.0M -4.1% 0.03% DBT
392 FORD MOTOR CREDIT COMPANY LLC 345397ZW6 Oct 2022 32,520,000 — $30.7M -0.6% 0.03% DBT
393 ROYAL CARIBBEAN CRUISES LTD 780153BK7 Apr 2022 34,535,000 — $30.7M +2.0% 0.03% DBT
394 MINERAL RESOURCES LTD 603051AD5 Jul 2022 30,090,000 — $30.6M -1.5% 0.03% DBT
395 PETROLEOS MEXICANOS 71643VAB1 Jul 2022 39,649,000 -10,916,000 $30.6M -27.3% 0.03% DBT
396 CHENIERE ENERGY PARTNERS LP 16411QAG6 Oct 2022 32,421,000 — $30.5M +0.3% 0.03% DBT
397 WOODSIDE ENERGY GROUP LTD WDS Oct 2022 1,344,966 New $30.5M — 0.03% EC
398 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QBGY8 Oct 2022 32,091,994 -742,125 $30.5M -3.5% 0.03% ABS-MBS
399 CLEVELAND-CLIFFS INC 185899AK7 Apr 2022 33,580,000 -1,350,000 $30.5M -6.6% 0.03% DBT
400 UNITED STATES TREASURY 912810TQ1 — 29,981,500 New $30.3M — 0.03% DBT
401 FORD MOTOR CREDIT COMPANY LLC 345397B77 Apr 2022 34,095,000 — $30.3M -0.6% 0.03% DBT
402 LAMB WESTON HOLDINGS INC 513272AD6 Apr 2022 33,025,000 — $30.3M +1.6% 0.03% DBT
403 GOLDMAN SACHS GROUP INC GS 5 1/2 P Oct 2022 1,200,000 — $30.1M +0.6% 0.03% EP
404 CHESAPEAKE ENERGY CORP 165167DG9 Apr 2022 31,345,000 — $30.0M -0.1% 0.03% DBT
405 TALEN ENERGY SUPPLY LLC 87422LAM2 Apr 2022 29,286,131 — $29.9M +0.5% 0.03% LON
406 HOWARD HUGHES CORP/THE 44267DAE7 Oct 2022 35,555,000 — $29.9M -2.6% 0.02% DBT
407 ASCENT RESOURCES UTICA HOLDINGS LLC 04364VAG8 Oct 2022 30,865,000 — $29.9M +1.5% 0.02% DBT
408 NGL ENERGY PARTNERS LP 62913TAM4 Oct 2022 32,228,000 +6,130,000 $29.8M +28.5% 0.02% DBT
409 NAVIENT CORP 78442FET1 Oct 2022 29,960,000 — $29.7M -0.6% 0.02% DBT
410 CCO HOLDINGS LLC 1248EPCL5 Apr 2022 37,190,000 — $29.6M -2.1% 0.02% DBT
411 CEDAR FAIR LP 150190AF3 Oct 2022 29,490,000 — $29.4M +0.4% 0.02% DBT
412 FIDELITY NATIONAL INFORMATION SERVICES INC FIS — 500,000 New $29.4M — 0.02% EC
413 SEALED AIR CORP 812127AA6 — 28,890,000 — $29.4M +0.6% 0.02% DBT
414 ALLIANT HOLDINGS INTERMEDIATE LLC 01883LAD5 Apr 2022 33,940,000 +6,690,000 $29.3M +23.3% 0.02% DBT
415 FERTITTA ENTERTAINMENT LLC 31556TAA7 Apr 2022 33,420,000 — $29.3M -0.8% 0.02% DBT
416 SIMMONS FOODS INC 82873MAA1 Apr 2022 35,247,000 — $29.2M -2.6% 0.02% DBT
417 HILTON DOMESTIC OPERATING COMPANY INC 432833AF8 Oct 2022 30,661,000 — $29.1M +0.7% 0.02% DBT
418 BOYNE USA INC 103557AC8 Apr 2022 31,780,000 — $28.8M -0.1% 0.02% DBT
419 CHICAGO IL BRD ED 167505NG7 Oct 2022 28,045,000 — $28.7M +2.9% 0.02% DBT
420 WESTERN MIDSTREAM OPERATING LP 958254AH7 Oct 2022 29,990,000 — $28.6M +1.0% 0.02% DBT
421 KINDER MORGAN ENERGY PARTNERS LP 28370TAF6 Oct 2022 33,265,000 — $28.6M -2.8% 0.02% DBT
422 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X8NP8 Jul 2022 30,818,649 -611,481 $28.4M -3.4% 0.02% ABS-MBS
423 UNIFORM MBS 01F050650 — 28,325,133 New $28.2M — 0.02% ABS-MBS
424 CARNIVAL CORP 143658BQ4 Apr 2022 32,200,000 — $27.9M +0.3% 0.02% DBT
425 MOLINA HEALTHCARE INC 60855RAL4 Apr 2022 32,460,000 — $27.9M +2.2% 0.02% DBT
426 ATI INC 01741RAL6 Apr 2022 30,055,000 — $27.7M +0.7% 0.02% DBT
427 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-3 02582JJV3 — 27,949,000 New $27.5M — 0.02% ABS-O
428 GENERAL MOTORS CO 37045VAZ3 Jul 2022 28,000,000 — $27.5M -0.8% 0.02% DBT
429 FORD MOTOR CO 345370DB3 — 28,695,000 — $27.4M -2.8% 0.02% DBT
430 UNITED STATES TREASURY 91282CCB5 Apr 2022 31,156,000 — $27.3M +0.8% 0.02% DBT
431 GENESIS ENERGY LP 37185LAJ1 Oct 2022 27,824,000 — $27.3M -0.4% 0.02% DBT
432 MORGAN STANLEY 61747YEC5 Apr 2022 30,463,000 — $27.1M -0.4% 0.02% DBT
433 OCCIDENTAL PETROLEUM CORP 674599EB7 Oct 2022 26,705,000 — $27.0M -0.2% 0.02% DBT
434 BOEING CO 097023DG7 Apr 2022 29,049,000 — $27.0M +0.5% 0.02% DBT
435 AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1 05377REH3 Apr 2022 29,959,000 — $26.8M +0.7% 0.02% ABS-O
436 EMBARQ CORP 29078EAA3 Oct 2022 62,181,000 +6,364,000 $26.8M -0.8% 0.02% DBT
437 RANGE RESOURCES CORP 75281ABJ7 Apr 2022 25,655,000 — $26.8M +1.5% 0.02% DBT
438 FRONTIER COMMUNICATIONS HOLDINGS LLC 35906ABE7 Oct 2022 29,075,000 -5,165,000 $26.8M -18.2% 0.02% DBT
439 CALIFORNIA RESOURCES CORP 13057QAH0 Oct 2022 26,405,000 — $26.7M +3.7% 0.02% DBT
440 HYUNDAI CAPITAL AMERICA 44891ABF3 Oct 2022 27,917,000 — $26.6M +0.3% 0.02% DBT
441 STERICYCLE INC 858912AG3 Oct 2022 29,450,000 — $26.5M +1.4% 0.02% DBT
442 NETFLIX INC 64110LAS5 Oct 2022 26,324,000 — $26.5M +1.0% 0.02% DBT
443 BANK OF AMERICA CORP 06051GKY4 Jul 2022 26,850,000 +10,526,000 $26.5M +62.3% 0.02% DBT
444 TISCO FINANCIAL GROUP PCL TISCO/F Oct 2022 10,000,000 New $26.4M — 0.02% EC
445 HANESBRANDS INC 410345AL6 Oct 2022 28,007,000 -8,530,000 $26.4M -22.4% 0.02% DBT
446 ORGANON & CO 68622TAA9 Apr 2022 28,670,000 — $26.4M +1.7% 0.02% DBT
447 BROADCOM INC 11135FBL4 Apr 2022 31,948,000 -8,900,500 $26.4M -22.1% 0.02% DBT
448 LEVI STRAUSS & CO 52736RBJ0 Apr 2022 31,175,000 — $26.4M +1.2% 0.02% DBT
449 SIRIUS XM RADIO INC 82967NBM9 Apr 2022 34,805,000 — $26.3M -8.3% 0.02% DBT
450 INWIDO AB INWI Oct 2022 2,500,000 New $26.3M — 0.02% EC
451 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNCB6 — 31,071,467 -398,310 $26.1M -2.3% 0.02% ABS-MBS
452 FEDERAL HOME LOAN MORTGAGE CORP 3132DVMB8 Jul 2022 29,817,238 -505,356 $26.1M -2.9% 0.02% ABS-MBS
453 JBS USA LUX SA 46590XAH9 — 27,150,000 — $26.1M -2.3% 0.02% DBT
454 DISCOVER CARD EXECUTION NOTE TRUST DCENT_18-A6 254683CJ2 — 26,000,000 — $26.0M -0.0% 0.02% ABS-O
455 CNX RESOURCES CORP 12653CAC2 Oct 2022 26,180,000 — $25.9M -0.7% 0.02% DBT
456 BOMBARDIER INC 097751BX8 Apr 2022 27,265,000 -5,718,000 $25.9M -17.4% 0.02% DBT
457 SCIENTIFIC GAMES INTERNATIONAL INC 80874YBE9 Oct 2022 25,850,000 — $25.9M -0.2% 0.02% DBT
458 JPMORGAN CHASE & CO 46625HJQ4 Oct 2022 25,901,000 — $25.9M -1.1% 0.02% DBT
459 ASSOCIATED MATERIALS INC 88607CAB1 — 29,775,000 New $25.8M — 0.02% LON
460 AVANTOR FUNDING INC 05352TAA7 Oct 2022 27,540,000 — $25.8M -0.8% 0.02% DBT
461 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QCKQ8 Oct 2022 27,189,174 -633,613 $25.8M -3.9% 0.02% ABS-MBS
462 FINASTRA USA INC 02034DAC1 — 26,954,439 +10,174,796 $25.7M +62.7% 0.02% LON
463 ENTEGRIS INC 29362UAD6 Apr 2022 30,000,000 — $25.7M +0.4% 0.02% DBT
464 BATH & BODY WORKS INC 501797AL8 Apr 2022 28,378,000 +4,920,000 $25.7M +20.2% 0.02% DBT
465 APACHE CORP 037411BG9 Oct 2022 32,840,000 — $25.6M -5.9% 0.02% DBT
466 VENTIA SERVICES GROUP PTY LTD VNT Oct 2022 14,781,771 New $25.6M — 0.02% EC
467 BOSTON PROPERTIES LP 10112RBG8 — 25,000,000 — $25.5M -3.8% 0.02% DBT
468 PACIFIC GAS AND ELECTRIC CO 694308HW0 Oct 2022 28,000,000 — $25.5M -0.5% 0.02% DBT
469 COINBASE GLOBAL INC 19260QAD9 Apr 2022 45,480,000 +12,290,000 $25.5M +31.3% 0.02% DBT
470 CDI ESCROW ISSUER INC 12511VAA6 Jul 2022 26,335,000 — $25.4M +1.7% 0.02% DBT
471 FEDERAL HOME LOAN MORTGAGE CORP 3133KMT47 Apr 2022 27,939,811 -487,428 $25.4M -3.1% 0.02% ABS-MBS
472 CHARLES RIVER LABORATORIES INTERNATIONAL INC 159864AE7 Oct 2022 27,840,000 — $25.4M -1.6% 0.02% DBT
473 APTIV PLC APTV 5 1/2 Oct 2022 224,000 New $25.4M — 0.02% EP
474 AG TTMT ESCROW ISSUER LLC 00840KAA7 — 24,566,000 +4,435,000 $25.3M +21.3% 0.02% DBT
475 BANK OF AMERICA CORP 06051GKP3 Jul 2022 26,000,000 -15,000,000 $25.3M -37.0% 0.02% DBT
476 MORGAN STANLEY 61747YER2 Jul 2022 26,000,000 — $25.2M -0.1% 0.02% DBT
477 GREAT-WEST LIFECO INC GWO — 884,200 +704,700 $25.1M +428.0% 0.02% EC
478 NOVELIS CORP 670001AE6 Oct 2022 27,653,000 — $25.1M -0.0% 0.02% DBT
479 TRIUMPH GROUP INC 896818AU5 — 24,652,000 New $25.0M — 0.02% DBT
480 CCO HOLDINGS LLC 1248EPCD3 Oct 2022 28,837,000 — $24.9M -1.5% 0.02% DBT
481 BANK OF AMERICA CORP 06051GKQ1 Jul 2022 26,000,000 — $24.8M -1.3% 0.02% DBT
482 SPRINT CAPITAL CORPORATION 852060AT9 Oct 2022 20,210,000 — $24.7M -1.1% 0.02% DBT
483 CHS/COMMUNITY HEALTH SYSTEMS INC 12543DBM1 Apr 2022 29,625,000 — $24.7M +3.2% 0.02% DBT
484 GOLDMAN SACHS GROUP INC 38141GZK3 Apr 2022 26,963,000 — $24.7M -0.1% 0.02% DBT
485 KRONOS ACQUISITION HOLDINGS INC 50106GAE2 Oct 2022 26,587,000 — $24.6M +1.9% 0.02% DBT
486 STARWOOD PROPERTY TRUST INC 85571BAY1 Apr 2022 28,480,000 +3,430,000 $24.6M +9.2% 0.02% DBT
487 TOYOTA MOTOR CREDIT CORP 89236THU2 Oct 2022 25,283,000 — $24.5M +1.0% 0.02% DBT
488 TRANSOCEAN TITAN FINANCING LTD 89386MAA6 — 24,009,000 +1,350,000 $24.5M +4.0% 0.02% DBT
489 DANSKE BANK AS 23636ABD2 Jul 2022 25,000,000 — $24.4M +0.1% 0.02% DBT
490 MOLINA HEALTHCARE INC 60855RAJ9 Oct 2022 25,980,000 — $24.4M +1.5% 0.02% DBT
491 CLEVELAND-CLIFFS INC 185899AN1 — 25,000,000 New $24.3M — 0.02% DBT
492 CELANESE US HOLDINGS LLC 15089QAM6 Jul 2022 24,000,000 — $24.3M -0.1% 0.02% DBT
493 CAPITAL GROUP CENTRAL CASH FUND 14020B102 Oct 2021 24,279,864 New $24.3M — 0.02% EC
494 LCM INVESTMENTS HOLDINGS II LLC 50190EAA2 Apr 2022 28,332,000 +7,155,000 $24.2M +38.1% 0.02% DBT
495 CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH 18611CAA4 Apr 2022 27,690,000 -75,000 $24.2M +0.5% 0.02% DBT
496 SCIH SALT HOLDINGS INC 78433BAB4 Apr 2022 28,925,000 — $24.1M -2.6% 0.02% DBT
497 AERCAP IRELAND CAPITAL DAC 00774MAW5 Apr 2022 27,689,000 — $24.1M -1.2% 0.02% DBT
498 BOEING CO 097023CV5 — 23,854,000 — $24.0M -1.9% 0.02% DBT
499 UNITED STATES TREASURY 912810RU4 Oct 2022 27,970,000 — $23.9M -0.7% 0.02% DBT
500 FORD MOTOR CREDIT COMPANY LLC 345397ZR7 Oct 2022 25,589,000 — $23.9M -1.7% 0.02% DBT
501 UNITED STATES TREASURY 912810TP3 — 23,878,240 New $23.8M — 0.02% DBT
502 PACIFIC GAS AND ELECTRIC CO 694308JG3 Oct 2022 29,216,000 +1,027,000 $23.7M +4.0% 0.02% DBT
503 AERCAP IRELAND CAPITAL DAC 00774MAU9 Apr 2022 25,275,000 — $23.6M -0.1% 0.02% DBT
504 FEDERAL HOME LOAN MORTGAGE CORP 3133KG5D6 Oct 2022 24,405,769 -1,025,696 $23.6M -5.2% 0.02% ABS-MBS
505 PHILIP MORRIS INTERNATIONAL INC 718172CY3 — 23,413,000 New $23.5M — 0.02% DBT
506 LYB INTERNATIONAL FINANCE III LLC 50249AAJ2 Oct 2022 32,992,000 -3,747,000 $23.4M -13.1% 0.02% DBT
507 GENERAL MOTORS CO 37045VAY6 Jul 2022 23,651,000 — $23.4M -0.5% 0.02% DBT
508 FEDERAL HOME LOAN MORTGAGE CORP 3133BFB74 — 24,440,643 New $23.4M — 0.02% ABS-MBS
509 CLARIVATE SCIENCE HOLDINGS CORP 18064PAD1 Apr 2022 25,820,000 — $23.3M +2.3% 0.02% DBT
510 CREDIT SUISSE GROUP AG 225433AT8 Oct 2022 23,303,000 — $23.1M +0.3% 0.02% DBT
511 CASTLELAKE AVIATION FINANCE DAC 14856HAA6 Apr 2022 26,060,000 — $23.1M -1.3% 0.02% DBT
512 NESTLE HOLDINGS INC. 641062BH6 — 22,000,000 New $23.1M — 0.02% DBT
513 CF HIPPOLYTA ISSUER LLC SORT_22-1 12530MAL9 — 23,128,678 -78,545 $23.1M -0.4% 0.02% ABS-O
514 CCO HOLDINGS LLC 1248EPCQ4 Apr 2022 27,835,000 — $23.1M -2.7% 0.02% DBT
515 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNYP1 — 24,721,883 -181,610 $23.0M -1.7% 0.02% ABS-MBS
516 AVANTOR FUNDING INC 05352TAB5 Apr 2022 25,835,000 — $22.8M +0.2% 0.02% DBT
517 UBER TECHNOLOGIES INC 90353TAC4 Oct 2022 22,165,000 — $22.7M +0.2% 0.02% DBT
518 BB SEGURIDADE PARTICIPACOES SA BBSE3 Oct 2022 3,300,000 New $22.7M — 0.02% EC
519 BPCE SA 05583JAN2 — 22,500,000 — $22.7M -0.4% 0.02% DBT
520 WEATHERFORD INTERNATIONAL LTD BERMUDA 947075AT4 Apr 2022 22,665,000 — $22.7M +0.5% 0.02% DBT
521 BANK OF AMERICA CORP 06051GJZ3 Apr 2022 26,229,000 — $22.7M -0.8% 0.02% DBT
522 T-MOBILE USA INC 87264ABT1 Oct 2022 26,123,000 — $22.7M +1.3% 0.02% DBT
523 WEWORK COMPANIES LLC N/A Oct 2022 22,617,304 New $22.6M — 0.02% DBT
524 BOEING CO 097023CU7 Oct 2022 22,445,000 — $22.6M -0.5% 0.02% DBT
525 FIRST STUDENT BIDCO INC 337120AA7 Apr 2022 25,980,000 -9,705,000 $22.5M -24.2% 0.02% DBT
526 PETROLEOS MEXICANOS 71654QDL3 — 24,503,000 — $22.5M -5.7% 0.02% DBT
527 GINNIE MAE II POOL 21H022655 — 25,441,000 New $22.5M — 0.02% ABS-MBS
528 GLOBAL SC FINANCE SRL SEACO_21-1A 37959PAE7 Apr 2022 25,694,988 -785,933 $22.5M -3.6% 0.02% ABS-O
529 PHILIP MORRIS INTERNATIONAL INC 718172CZ0 — 22,250,000 New $22.5M — 0.02% DBT
530 GTCR AP FINANCE INC 40060QAA3 Oct 2022 22,939,000 — $22.5M -0.5% 0.02% DBT
531 ROLLS-ROYCE PLC 77578JAC2 Oct 2022 22,410,000 -13,390,000 $22.4M -35.8% 0.02% DBT
532 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QCKS4 Oct 2022 23,713,820 -702,298 $22.4M -4.5% 0.02% ABS-MBS
533 VIRGIN MEDIA SECURED FINANCE PLC 92769XAR6 Oct 2022 26,070,000 — $22.4M -0.7% 0.02% DBT
534 COMMSCOPE INC 20338QAA1 — 28,806,000 +4,125,000 $22.3M +6.0% 0.02% DBT
535 CIVITAS RESOURCES INC 097793AE3 Apr 2022 23,690,000 — $22.3M +0.8% 0.02% DBT
536 NEW FORTRESS ENERGY INC 644393AA8 Apr 2022 23,360,000 — $22.3M -0.5% 0.02% DBT
537 NETFLIX INC 64110LAX4 Apr 2022 20,521,000 +1,475,000 $22.2M +8.6% 0.02% DBT
538 AVOLON HOLDINGS FUNDING LTD 05401AAF8 Oct 2022 22,645,000 — $22.0M +0.2% 0.02% DBT
539 TARGA RESOURCES PARTNERS LP 87612BBQ4 Oct 2022 22,550,000 — $22.0M -0.2% 0.02% DBT
540 FORD CREDIT AUTO OWNER TRUST FORDR_20-1 34531NAA4 Oct 2022 23,146,000 — $22.0M +0.3% 0.02% ABS-O
541 HOME DEPOT INC 437076CH3 Apr 2022 25,000,000 — $22.0M +0.8% 0.02% DBT
542 WEWORK COMPANIES LLC 96209BAA0 Apr 2022 41,600,000 — $22.0M +24.3% 0.02% DBT
543 CNX RESOURCES CORP 12653CAK4 — 22,699,000 — $21.9M -0.8% 0.02% DBT
544 GENERAL MOTORS FINANCIAL CO INC 37045XDK9 Apr 2022 24,440,000 — $21.9M +0.7% 0.02% DBT
545 JPMORGAN CHASE & CO 46647PBH8 Oct 2022 23,150,000 — $21.8M +0.3% 0.02% DBT
546 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140JBPW0 — 22,188,627 -455,784 $21.8M -3.5% 0.02% ABS-MBS
547 BOYD GAMING CORP 103304BU4 Oct 2022 22,590,000 — $21.8M +1.5% 0.02% DBT
548 CF HIPPOLYTA ISSUER LLC SORT_20-1 12530MAA3 Oct 2022 23,958,381 -81,362 $21.8M +0.1% 0.02% ABS-O
549 BANK OF AMERICA CORP 06051GLC1 — 20,842,000 — $21.7M -1.1% 0.02% DBT
550 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CP2 Apr 2022 25,090,000 +2,752,000 $21.7M +10.0% 0.02% DBT
551 SABRE GLBL INC 78573NAC6 Oct 2022 23,525,000 — $21.7M -10.1% 0.02% DBT
552 POLYMETAL INTERNATIONAL PLC POLY Oct 2022 6,162,000 New $21.7M — 0.02% EC
553 COMPASS GROUP DIVERSIFIED HOLDINGS LLC 20451RAC6 Apr 2022 26,645,000 — $21.7M -1.1% 0.02% DBT
554 UNICREDIT SPA 904678AF6 Oct 2022 23,729,000 — $21.6M -2.0% 0.02% DBT
555 PUBLIC FINANCE AUTHORITY WISCONSIN 74447CAA7 Jul 2022 22,690,000 -30,000 $21.6M +2.7% 0.02% DBT
556 FORD MOTOR CREDIT COMPANY LLC 345397B36 Oct 2022 25,134,000 — $21.6M -1.9% 0.02% DBT
557 BANK OF AMERICA CORP 06051GKW8 — 21,627,000 — $21.6M -0.5% 0.02% DBT
558 ALLISON TRANSMISSION INC 019736AG2 Oct 2022 25,185,000 — $21.5M +0.9% 0.02% DBT
559 WMG ACQUISITION CORP 92933BAQ7 Oct 2022 24,344,000 — $21.5M +0.1% 0.02% DBT
560 VMED O2 UK FINANCING I PLC 92858RAA8 Oct 2022 25,888,000 — $21.5M -0.8% 0.02% DBT
561 UNITED STATES TREASURY 912810SH2 Oct 2022 25,000,000 — $21.4M -0.5% 0.02% DBT
562 COREBRIDGE FINANCIAL INC 21871XAC3 Jul 2022 22,661,000 — $21.4M -1.2% 0.02% DBT
563 WELLS FARGO & CO 95000U3A9 — 21,593,000 +1,423,000 $21.4M +6.3% 0.02% DBT
564 CREDIT SUISSE GROUP AG 225401BB3 — 17,972,000 +4,870,000 $21.4M +45.1% 0.02% DBT
565 MADISON PARK FUNDING LTD MDPK_15-17A 55818YBN0 Apr 2022 21,518,469 -137,607 $21.4M -0.3% 0.02% ABS-O
566 TRITON CONTAINER FINANCE LLC TCF_20-1 89680HAA0 Oct 2022 24,267,837 -660,790 $21.4M -2.9% 0.02% ABS-O
567 HERTZ VEHICLE FINANCING LLC HERTZ_21-1 42806MAA7 Apr 2022 22,756,000 — $21.4M +0.8% 0.02% ABS-O
568 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CC1 Oct 2022 21,775,000 — $21.3M +0.1% 0.02% DBT
569 AERCAP IRELAND CAPITAL DAC 00774MAV7 Apr 2022 23,694,000 — $21.3M -0.3% 0.02% DBT
570 LPL HOLDINGS INC 50212YAD6 Apr 2022 23,370,000 — $21.0M +0.3% 0.02% DBT
571 NEWS CORP 65249BAB5 Jul 2022 22,780,000 — $21.0M -2.2% 0.02% DBT
572 CHICAGO IL BRD ED 167505KK1 Apr 2022 23,140,000 — $20.9M +2.0% 0.02% DBT
573 PACIFIC GAS AND ELECTRIC CO 694308HP5 Oct 2022 22,350,000 — $20.9M -0.1% 0.02% DBT
574 SBA TOWER TRUST 78403DAT7 Apr 2022 23,592,000 — $20.8M +0.7% 0.02% DBT
575 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X6UE9 — 21,941,279 -478,569 $20.8M -3.1% 0.02% ABS-MBS
576 RYAN SPECIALTY LLC 78351MAA0 Apr 2022 23,070,000 — $20.7M -0.6% 0.02% DBT
577 JPMORGAN CHASE & CO 46647PCT1 Apr 2022 21,994,000 — $20.7M +0.2% 0.02% DBT
578 FAIR ISAAC CORP 303250AF1 Apr 2022 22,105,000 — $20.6M +0.4% 0.02% DBT
579 BLACKSTONE PRIVATE CREDIT FUND 09261HAY3 — 20,415,000 — $20.5M -1.2% 0.02% DBT
580 ROYAL CARIBBEAN CRUISES LTD 780153BH4 Apr 2022 22,785,000 — $20.4M +3.1% 0.02% DBT
581 RANGE RESOURCES CORP 75281ABK4 Apr 2022 22,135,000 — $20.4M +2.7% 0.02% DBT
582 AIR LEASE CORP 00914AAJ1 Oct 2022 21,796,000 — $20.4M -0.4% 0.02% DBT
583 LAMAR MEDIA CORP 513075BW0 Oct 2022 21,525,000 — $20.4M +0.4% 0.02% DBT
584 CAESARS ENTERTAINMENT INC 12769GAA8 Apr 2022 23,185,000 — $20.4M +2.5% 0.02% DBT
585 VERIZON MASTER TRUST VZMT_23-3 92348KBP7 — 20,266,000 New $20.3M — 0.02% ABS-O
586 BAXTER INTERNATIONAL INC 071813CH0 Jul 2022 21,489,000 — $20.2M +0.3% 0.02% DBT
587 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CS6 — 19,842,000 +13,142,000 $20.2M +186.2% 0.02% DBT
588 HEALTHEQUITY INC 42226AAA5 Apr 2022 22,525,000 — $20.2M -0.1% 0.02% DBT
589 ALLIED UNIVERSAL HOLDCO LLC 019576AB3 Oct 2022 21,570,000 — $20.1M -2.6% 0.02% DBT
590 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K730 3137FEUA6 — 20,494,540 New $20.1M — 0.02% ABS-CBDO
591 CREDIT SUISSE GROUP AG 225401AQ1 Oct 2022 22,225,000 — $20.0M +2.4% 0.02% DBT
592 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_18-9 02582JJK7 — 20,000,000 — $20.0M -0.0% 0.02% ABS-O
593 ONEMAIN FINANCE CORP 85172FAP4 Oct 2022 20,300,000 — $20.0M -0.8% 0.02% DBT
594 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QCJA5 Oct 2022 21,936,866 -374,180 $20.0M -3.2% 0.02% ABS-MBS
595 WARNERMEDIA HOLDINGS INC 55903VAC7 Jul 2022 20,413,000 — $20.0M -0.1% 0.02% DBT
596 HILTON DOMESTIC OPERATING COMPANY INC 432833AL5 Oct 2022 22,520,000 — $19.9M +2.0% 0.02% DBT
597 EDISON INTERNATIONAL 281020AQ0 Oct 2022 20,475,000 — $19.9M -0.1% 0.02% DBT
598 PPM CLO LTD PPMC_22-6 69377WAA7 — 19,894,000 — $19.9M -0.1% 0.02% ABS-O
599 BANK OF AMERICA CORP 06051GLE7 — 19,896,000 — $19.9M -0.5% 0.02% DBT
600 ASCENT RESOURCES - UTICA LLC 0876840D Oct 2022 110,214,618 New $19.8M — 0.02% EC
601 POST HOLDINGS INC 737446AP9 Oct 2022 20,825,000 — $19.8M +2.5% 0.02% DBT
602 ASSUREDPARTNERS INC 04624VAB5 Oct 2022 22,866,000 — $19.8M +1.2% 0.02% DBT
603 CHESAPEAKE ENERGY CORP 165167DF1 Apr 2022 19,835,000 — $19.7M +2.1% 0.02% DBT
604 LPL HOLDINGS INC 50212YAF1 Apr 2022 22,090,000 — $19.6M +1.3% 0.02% DBT
605 CENTRAL GARDEN & PET CO 153527AN6 Oct 2022 22,866,000 — $19.6M +0.8% 0.02% DBT
606 GLOBAL SC FINANCE SRL SEACO_21-2 37959PAG2 Apr 2022 22,183,751 -698,741 $19.6M -3.3% 0.02% ABS-O
607 WARNERMEDIA HOLDINGS INC 55903VAG8 Jul 2022 20,795,000 — $19.6M +0.6% 0.02% DBT
608 CHS/COMMUNITY HEALTH SYSTEMS INC 12543DBG4 Oct 2022 21,210,000 — $19.6M +4.2% 0.02% DBT
609 BOEING CO 097023DB8 Oct 2022 20,952,000 — $19.5M -0.2% 0.02% DBT
610 NISSAN MOTOR CO LTD 654744AD3 Oct 2022 22,160,000 -3,040,000 $19.5M -14.5% 0.02% DBT
611 HSBC HOLDINGS PLC 404280DV8 — 18,650,000 New $19.5M — 0.02% DBT
612 BANK OF AMERICA CORP 06051GKG3 Jul 2022 20,000,000 — $19.4M +0.5% 0.02% DBT
613 LADDER CAPITAL FINANCE HOLDINGS LLLP 505742AM8 Oct 2022 22,719,000 — $19.4M -3.3% 0.02% DBT
614 BAXTER INTERNATIONAL INC 071813CL1 Jul 2022 21,489,000 — $19.3M -0.4% 0.02% DBT
615 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140EUE70 Oct 2022 20,345,894 -189,794 $19.2M -2.5% 0.02% ABS-MBS
616 VERIZON MASTER TRUST VZMT_23-2 92348KBL6 — 19,090,000 New $19.2M — 0.02% ABS-O
617 HYUNDAI CAPITAL AMERICA 44891ABG1 Oct 2022 20,750,000 — $19.2M +0.2% 0.02% DBT
618 CF HIPPOLYTA ISSUER LLC SORT_22-1 12530MAM7 — 19,138,077 -64,993 $19.1M +2.7% 0.02% ABS-O
619 CENT CLO LP CECLO_14-21A 15137EBN2 Apr 2022 19,316,821 — $19.1M -0.2% 0.02% ABS-O
620 STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI 78457JAA0 Apr 2022 19,555,000 — $19.0M -0.5% 0.02% ABS-CBDO
621 DARLING INGREDIENTS INC 237266AH4 Oct 2022 19,295,000 — $18.9M +0.5% 0.02% DBT
622 SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V. 82620KAZ6 Apr 2022 20,585,000 — $18.9M +1.4% 0.02% DBT
623 ANYWHERE REAL ESTATE GROUP LLC 75606DAL5 Oct 2022 25,400,000 -6,820,000 $18.9M -24.7% 0.02% DBT
624 B&G FOODS INC 05508WAB1 Oct 2022 21,515,000 — $18.9M +8.3% 0.02% DBT
625 NCL CORPORATION LTD 62886HBE0 Jul 2022 19,985,000 — $18.9M +1.4% 0.02% DBT
626 EQM MIDSTREAM PARTNERS LP 26885BAK6 Oct 2022 22,045,000 — $18.8M -3.1% 0.02% DBT
627 ALLIANT HOLDINGS INTERMEDIATE LLC 01883LAB9 Apr 2022 20,465,000 — $18.8M -0.1% 0.02% DBT
628 CHESAPEAKE ENERGY CORP 92735LAA0 Apr 2022 18,880,000 — $18.7M +0.4% 0.02% DBT
629 PETROLEOS MEXICANOS 71654QDH2 Jul 2022 18,955,000 — $18.7M -1.7% 0.02% DBT
630 LSB INDUSTRIES INC 502160AN4 Apr 2022 21,205,000 — $18.7M -2.4% 0.02% DBT
631 FEDERAL HOME LOAN MORTGAGE CORP 3132DVLH6 Oct 2022 22,140,953 -421,735 $18.7M -3.4% 0.02% ABS-MBS
632 UNITED STATES TREASURY 912828YU8 Oct 2022 20,000,000 — $18.7M +0.8% 0.02% DBT
633 CLOUD SOFTWARE GROUP INC 88632NAX8 — 19,930,000 — $18.6M +1.6% 0.02% LON
634 ELEMENT SOLUTIONS INC 28618MAA4 Oct 2022 21,085,000 — $18.6M -0.3% 0.02% DBT
635 TRIUMPH GROUP INC 896818AP6 Oct 2022 19,910,000 -13,625,000 $18.5M -35.0% 0.02% DBT
636 HCA INC 404119CA5 Oct 2022 20,534,000 — $18.5M +0.4% 0.02% DBT
637 SELECT MEDICAL CORPORATION 816196AT6 Oct 2022 18,853,000 — $18.5M +0.3% 0.02% DBT
638 HIGHTOWER HOLDING LLC 43118DAA8 Apr 2022 21,255,000 +2,040,000 $18.5M +11.5% 0.02% DBT
639 MSCI INC 55354GAL4 Oct 2022 20,959,000 — $18.4M -0.7% 0.02% DBT
640 FEDERAL HOME LOAN MORTGAGE CORP 31346YVS9 Oct 2022 19,389,886 -456,865 $18.4M -4.0% 0.02% ABS-MBS
641 LIGADO NETWORKS LLC 53225HAA8 Oct 2022 55,988,948 -2 $18.3M -5.8% 0.02% DBT
642 INGLES MARKETS INC 457030AK0 Apr 2022 21,200,000 — $18.3M +0.2% 0.02% DBT
643 NOVELIS CORP 670001AH9 Apr 2022 21,782,000 — $18.3M -0.8% 0.02% DBT
644 VENTURE GLOBAL CALCASIEU PASS LLC 92328MAA1 Apr 2022 20,300,000 — $18.3M +0.9% 0.02% DBT
645 SCIENTIFIC GAMES HOLDINGS LP 80874DAA4 Jul 2022 20,510,000 — $18.2M -0.4% 0.02% DBT
646 VZ SECURED FINANCING BV 91845AAA3 Apr 2022 21,790,000 — $18.2M -2.6% 0.02% DBT
647 AMGEN INC 031162DM9 — 18,000,000 New $18.2M — 0.02% DBT
648 CENOVUS ENERGY INC 15135UAM1 Oct 2022 18,549,000 — $18.1M +0.1% 0.02% DBT
649 CREDIT SUISSE AG (NEW YORK BRANCH) 22550L2L4 — 17,750,000 — $18.1M -0.6% 0.02% DBT
650 AIB GROUP PLC 00135TAC8 — 17,500,000 — $18.1M -0.3% 0.02% DBT
651 SEALED AIR CORP 81211KAY6 Oct 2022 19,239,000 — $18.0M +1.1% 0.02% DBT
652 CITIGROUP INC 172967NX5 — 17,750,000 — $18.0M -0.4% 0.02% DBT
653 SOUTHERN CALIFORNIA EDISON CO 842400FA6 Oct 2022 17,725,000 — $18.0M -1.0% 0.02% DBT
654 ASHTEAD CAPITAL INC 04505AAA7 — 18,158,000 -5,332,000 $18.0M -23.8% 0.01% DBT
655 VIVA WINE GROUP AB VIVA Oct 2022 4,500,000 New $18.0M — 0.01% EC
656 HILCORP ENERGY I LP 431318AV6 Oct 2022 19,400,000 — $18.0M -0.3% 0.01% DBT
657 JPMORGAN CHASE & CO 46647PCJ3 Apr 2022 20,593,000 — $17.9M +0.5% 0.01% DBT
658 EQM MIDSTREAM PARTNERS LP 26885BAC4 Oct 2022 19,665,000 — $17.9M -1.2% 0.01% DBT
659 KAISER ALUMINUM CORPORATION 483007AJ9 Jul 2022 20,295,000 — $17.9M -3.3% 0.01% DBT
660 DRYDEN SENIOR LOAN FUND DRSLF_17-47A 26245EAJ8 Apr 2022 18,037,295 -1,601,617 $17.9M -8.2% 0.01% ABS-O
661 MASTERCARD INC 57636QAX2 — 17,137,000 New $17.9M — 0.01% DBT
662 MASTEC INC 576323AP4 Oct 2022 19,290,000 — $17.9M -0.2% 0.01% DBT
663 BPCE SA 05578QAB9 Oct 2022 18,160,000 — $17.8M -0.8% 0.01% DBT
664 EQM MIDSTREAM PARTNERS LP 26885BAL4 Oct 2022 21,700,000 — $17.8M -3.1% 0.01% DBT
665 PALMER SQUARE LOAN FUNDING LTD PSTAT_22-5 69702QAA6 Jul 2022 17,857,370 -1,019,191 $17.8M -5.7% 0.01% ABS-O
666 SOUTHERN CALIFORNIA EDISON CO 842400FQ1 Oct 2022 19,690,000 — $17.8M -0.6% 0.01% DBT
667 NAVIENT CORP 63938CAK4 Oct 2022 19,710,000 — $17.8M -1.3% 0.01% DBT
668 KINDER MORGAN ENERGY PARTNERS LP 494550BP0 Oct 2022 20,000,000 — $17.6M -2.9% 0.01% DBT
669 DNB BANK ASA 23341CAC7 — 17,500,000 — $17.6M -0.5% 0.01% DBT
670 HARVEST MIDSTREAM I LP 417558AA1 Oct 2022 17,985,000 — $17.6M -0.6% 0.01% DBT
671 RACE POINT CLO LTD RACEP_15-9A 74982WAA4 Apr 2022 17,778,539 -365,036 $17.6M -2.1% 0.01% ABS-O
672 MSCI INC 55354GAH3 Oct 2022 19,500,000 — $17.6M -1.0% 0.01% DBT
673 OWL ROCK CAPITAL CORP 69121KAF1 Apr 2022 20,600,000 — $17.6M -1.2% 0.01% DBT
674 TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1A 89237JAA4 — 18,828,000 New $17.6M — 0.01% ABS-O
675 ZIGGO BOND COMPANY BV 98953GAD7 Oct 2022 21,600,000 — $17.6M -1.7% 0.01% DBT
676 GENERAL MOTORS FINANCIAL CO INC 37045XEF9 — 17,500,000 New $17.5M — 0.01% DBT
677 SCOTTS MIRACLE-GRO CO/THE 810186AW6 Apr 2022 21,605,000 — $17.5M -0.9% 0.01% DBT
678 SENSATA TECHNOLOGIES BV 81725WAK9 Apr 2022 19,310,000 — $17.5M +0.6% 0.01% DBT
679 REGAL REXNORD CORP RRX Apr 2022 134,000 — $17.4M -6.5% 0.01% EC
680 SOUTHERN CALIFORNIA EDISON CO 842400FC2 Oct 2022 16,750,000 — $17.4M +1.1% 0.01% DBT
681 PARTY CITY HOLDINGS INC 70215EAP8 — 16,823,974 +5,774,515 $17.4M +55.9% 0.01% LON
682 PGT INNOVATIONS INC 69336VAB7 Apr 2022 19,090,000 — $17.3M +5.0% 0.01% DBT
683 FEDERAL HOME LOAN MORTGAGE CORP 3132DMBN4 Oct 2022 17,408,608 -479,221 $17.3M -4.3% 0.01% ABS-MBS
684 VENATOR FINANCE SARL 9226ALAA2 Oct 2022 27,717,000 — $17.3M -21.4% 0.01% DBT
685 STELLANTIS FINANCE US INC 85855CAE0 — 16,425,000 — $17.3M +0.8% 0.01% DBT
686 BALL CORP 058498AX4 Apr 2022 20,755,000 — $17.3M +1.8% 0.01% DBT
687 CRESCENT ENERGY FINANCE LLC 45344LAC7 — 17,298,000 +2,205,000 $17.3M +14.5% 0.01% DBT
688 FEDERAL HOME LOAN MORTGAGE CORP 3133KL2U0 — 20,631,878 -209,584 $17.3M -2.2% 0.01% ABS-MBS
689 COVANTA HOLDING CORP 22303XAA3 Apr 2022 19,365,000 — $17.3M +1.8% 0.01% DBT
690 OXFORD FINANCE LLC 69145LAC8 Apr 2022 18,510,000 -4,150,000 $17.2M -20.7% 0.01% DBT
691 INTELSAT JACKSON HOLDINGS SA 45824TBC8 Apr 2022 18,565,000 — $17.2M +1.6% 0.01% DBT
692 CREDIT SUISSE GROUP AG 225401AT5 Oct 2022 20,134,000 — $17.2M +2.6% 0.01% DBT
693 IRON MOUNTAIN INC 46284VAN1 Oct 2022 19,670,000 — $17.1M +1.5% 0.01% DBT
694 ICAHN ENTERPRISES LP 451102BW6 Oct 2022 17,320,000 — $17.1M +1.1% 0.01% DBT
695 MORGAN STANLEY 61747YFA8 — 16,979,000 +904,000 $17.1M +5.0% 0.01% DBT
696 AES CORP (THE) 00130HCB9 Oct 2022 17,950,000 — $17.1M -0.4% 0.01% DBT
697 MEDLINE BORROWER LP 62482BAB8 Apr 2022 19,695,000 — $17.1M +3.2% 0.01% DBT
698 AVIS BUDGET CAR RENTAL LLC 053773BF3 Apr 2022 18,760,000 — $17.0M +1.4% 0.01% DBT
699 VERIZON MASTER TRUST VZMT_23-1 92348KBG7 — 17,018,000 — $17.0M -0.1% 0.01% ABS-O
700 FRONTIER COMMUNICATIONS HOLDINGS LLC 35908MAD2 Jul 2022 17,175,000 — $17.0M -4.6% 0.01% DBT
701 CREDIT SUISSE GROUP AG 225401AU2 Apr 2022 21,111,000 +4,760,000 $17.0M +37.0% 0.01% DBT
702 UNITED AIRLINES INC 90932LAH0 Apr 2022 18,680,000 — $16.9M -0.8% 0.01% DBT
703 GENESIS ENERGY LP 37185LAL6 Apr 2022 17,135,000 — $16.9M +1.8% 0.01% DBT
704 IRON MOUNTAIN INC 46284VAE1 Oct 2022 17,489,000 — $16.8M +1.2% 0.01% DBT
705 HERTZ VEHICLE FINANCING LLC HERTZ_21-2 42806MAE9 Apr 2022 18,858,000 — $16.8M +0.5% 0.01% ABS-O
706 CHORD ENERGY CORP 674215AL2 Apr 2022 16,763,000 — $16.7M +1.2% 0.01% DBT
707 BPCE SA 05578QAA1 Oct 2022 16,825,000 — $16.7M -0.7% 0.01% DBT
708 VM FUND 91842WAB6 Apr 2022 16,924,129 — $16.7M +0.0% 0.01% DBT
709 IHEARTCOMMUNICATIONS INC 45174HBE6 Oct 2022 21,050,000 — $16.7M -11.8% 0.01% DBT
710 FORD MOTOR CREDIT COMPANY LLC 345397B51 Apr 2022 19,180,000 — $16.6M +0.6% 0.01% DBT
711 WARNERMEDIA HOLDINGS INC 55903VAE3 Jul 2022 17,133,000 — $16.6M +0.4% 0.01% DBT
712 GENERAL MOTORS FINANCIAL CO INC 37045XDR4 Apr 2022 18,361,000 — $16.5M +0.2% 0.01% DBT
713 ALLIED UNIVERSAL HOLDCO LLC 019576AA5 Oct 2022 16,985,000 — $16.4M +0.1% 0.01% DBT
714 ALTRIA GROUP INC 02209SBE2 Oct 2022 16,525,000 — $16.3M +2.5% 0.01% DBT
715 SCOTTS MIRACLE-GRO CO/THE 810186AS5 Oct 2022 18,840,000 — $16.3M +0.3% 0.01% DBT
716 REYNOLDS AMERICAN INC 761713BB1 Oct 2022 18,028,000 — $16.3M -1.1% 0.01% DBT
717 OWENS & MINOR INC 690732AG7 — 18,685,000 New $16.3M — 0.01% DBT
718 OWL ROCK CORE INCOME CORP 69120VAF8 — 17,775,000 — $16.3M -0.1% 0.01% DBT
719 HCA INC 404121AJ4 Oct 2022 15,915,000 -5,000,000 $16.3M -23.7% 0.01% DBT
720 GENESIS ENERGY LP 37185LAN2 — 16,194,000 — $16.2M -1.5% 0.01% DBT
721 COMSTOCK RESOURCES INC 205768AS3 Apr 2022 17,870,000 — $16.2M -1.9% 0.01% DBT
722 BROOKFIELD PROPERTY REIT INC 11284DAA3 Oct 2022 17,810,000 — $16.2M -4.6% 0.01% DBT
723 DT MIDSTREAM INC 23345MAB3 Apr 2022 18,585,000 +9,670,000 $16.2M +107.2% 0.01% DBT
724 HUARONG FINANCE II CO LTD N/A Oct 2022 17,000,000 New $16.2M — 0.01% DBT
725 WELLS FARGO & CO 95000U2H5 Oct 2022 16,860,000 — $16.1M +0.2% 0.01% DBT
726 INEOS FINANCE PLC 44984WAH0 — 16,310,000 New $16.1M — 0.01% DBT
727 GARTNER INC 366651AC1 Oct 2022 17,125,000 — $16.1M -1.0% 0.01% DBT
728 NISSAN MOTOR ACCEPTANCE CORP 654740BT5 Apr 2022 19,362,000 — $16.1M -1.5% 0.01% DBT
729 NFP CORP 65342RAD2 Oct 2022 18,421,000 — $16.1M +0.9% 0.01% DBT
730 BOEING CO 097023DA0 Oct 2022 16,896,000 — $16.0M +0.5% 0.01% DBT
731 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_KPLB 3137BJQ71 — 16,463,604 New $15.9M — 0.01% ABS-CBDO
732 HILTON GRAND VACATIONS BORROWER LLC 43284MAA6 Apr 2022 17,560,000 — $15.9M +1.2% 0.01% DBT
733 HUARONG FINANCE 2017 CO LTD N/A Oct 2022 18,900,000 New $15.9M — 0.01% DBT
734 CONNECT FINCO SARL 20752TAA2 Oct 2022 16,600,000 — $15.8M -0.3% 0.01% DBT
735 AMERICAN INTERNATIONAL GROUP INC 026874DQ7 Oct 2022 16,668,000 — $15.8M -0.2% 0.01% DBT
736 MAUSER PACKAGING SOLUTIONS HOLDING COMPANY 57763RAB3 — 15,535,000 +5,140,000 $15.8M +50.2% 0.01% DBT
737 TRAVEL + LEISURE CO 894164AA0 Apr 2022 18,020,000 — $15.7M +1.4% 0.01% DBT
738 NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1 63943BAA1 Apr 2022 17,920,285 -354,858 $15.7M +1.1% 0.01% ABS-O
739 JPMORGAN CHASE & CO 46647PDG8 Jul 2022 15,679,000 -10,000,000 $15.7M -38.8% 0.01% DBT
740 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QDT20 — 17,901,493 -290,494 $15.7M -2.8% 0.01% ABS-MBS
741 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AL4 Jul 2022 16,100,000 — $15.7M +0.6% 0.01% DBT
742 RADIOLOGY PARTNERS INC 75041VAA2 Oct 2022 35,255,000 — $15.6M -26.8% 0.01% DBT
743 CCO HOLDINGS LLC 1248EPCN1 Apr 2022 19,415,000 — $15.6M -3.3% 0.01% DBT
744 NEWS CORP 65249BAA7 Apr 2022 17,450,000 — $15.5M -0.8% 0.01% DBT
745 SIRIUS XM RADIO INC 82967NBG2 Oct 2022 19,300,000 — $15.5M -6.5% 0.01% DBT
746 BOOZ ALLEN HAMILTON INC 09951LAB9 Apr 2022 17,037,000 — $15.5M +1.3% 0.01% DBT
747 STELLANTIS FINANCE US INC 85855CAD2 — 15,000,000 — $15.4M +0.3% 0.01% DBT
748 NAVIENT CORP 63938CAB4 Oct 2022 15,600,000 — $15.4M -0.6% 0.01% DBT
749 AVOLON HOLDINGS FUNDING LTD 05401AAM3 Apr 2022 17,179,000 — $15.3M -0.6% 0.01% DBT
750 NISSAN MOTOR ACCEPTANCE CORP 65480CAC9 Apr 2022 17,890,000 — $15.3M -1.2% 0.01% DBT
751 AVOLON HOLDINGS FUNDING LTD 05401AAJ0 Oct 2022 17,000,000 — $15.2M -1.1% 0.01% DBT
752 MITSUBISHI UFJ FINANCIAL GROUP INC 606822BY9 Apr 2022 17,000,000 — $15.1M +0.5% 0.01% DBT
753 GOLDMAN SACHS GROUP INC 38141GYG3 Apr 2022 17,000,000 — $15.1M +0.4% 0.01% DBT
754 COINBASE GLOBAL INC 19260QAC1 Apr 2022 24,880,000 — $15.1M -6.4% 0.01% DBT
755 FORD MOTOR CREDIT COMPANY LLC 345397YG2 Oct 2022 15,305,000 — $15.0M +0.2% 0.01% DBT
756 APPLE INC 037833EC0 Apr 2022 17,000,000 — $15.0M +1.6% 0.01% DBT
757 OPTION CARE HEALTH INC 68404LAA0 Apr 2022 16,705,000 — $15.0M +4.0% 0.01% DBT
758 BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A2 05522RDF2 — 14,798,000 — $15.0M -0.5% 0.01% ABS-O
759 PACIFIC GAS AND ELECTRIC CO 694308JK4 Oct 2022 16,225,000 — $15.0M +0.6% 0.01% DBT
760 ZIGGO BV 98955DAA8 Oct 2022 17,345,000 — $15.0M -1.2% 0.01% DBT
761 RLJ LODGING TRUST LP 74965LAB7 Apr 2022 17,780,000 — $15.0M +0.1% 0.01% DBT
762 CLEAN HARBORS INC 184496AQ0 — 14,638,000 — $15.0M +0.1% 0.01% DBT
763 PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4 69702HAA6 Apr 2022 15,090,687 -1,061,836 $14.9M -6.8% 0.01% ABS-O
764 BNP PARIBAS 09659W2T0 Apr 2022 16,373,000 +3,184,000 $14.9M +24.3% 0.01% DBT
765 FEDERAL HOME LOAN MORTGAGE CORP 3137BHXJ1 — 15,339,759 New $14.9M — 0.01% ABS-CBDO
766 HERTZ VEHICLE FINANCING III LLC HERTZ_22-4 42806MBA6 Jul 2022 15,340,000 — $14.9M +0.5% 0.01% ABS-O
767 ZIPRECRUITER INC 98980BAA1 Apr 2022 17,000,000 — $14.9M +0.4% 0.01% DBT
768 CLOUD SOFTWARE GROUP INC 18912UAA0 — 17,200,000 New $14.8M — 0.01% DBT
769 JPMORGAN CHASE & CO 46647PCZ7 Jul 2022 15,000,000 — $14.7M +0.1% 0.01% DBT
770 TRANSDIGM INC 893647BR7 — 14,390,000 New $14.6M — 0.01% DBT
771 NAVIENT CORP 63938CAJ7 Jul 2022 15,000,000 — $14.6M -1.1% 0.01% DBT
772 HUB INTERNATIONAL LTD 44332PAG6 Apr 2022 16,370,000 — $14.6M -0.6% 0.01% DBT
773 MIDAS OPCO HOLDINGS LLC 59565JAA9 Apr 2022 16,750,000 — $14.6M -0.8% 0.01% DBT
774 RITCHIE BROS HOLDINGS INC 76774LAC1 — 13,646,000 New $14.5M — 0.01% DBT
775 GRAY TELEVISION INC 389284AA8 Oct 2022 17,880,000 — $14.5M -11.0% 0.01% DBT
776 ALLIANT HOLDINGS INTERMEDIATE LLC 01883LAE3 — 14,500,000 New $14.5M — 0.01% DBT
777 SANTANDER HOLDINGS USA INC 80282KBF2 — 14,400,000 New $14.5M — 0.01% DBT
778 CRESTWOOD MIDSTREAM PARTNERS LP 226373AT5 — 14,441,000 — $14.5M -0.6% 0.01% DBT
779 DUKE ENERGY INDIANA LLC 263901AF7 Oct 2022 14,785,000 — $14.4M -2.2% 0.01% DBT
780 ANYWHERE REAL ESTATE GROUP LLC 75606DAQ4 Apr 2022 20,205,000 -1,715,000 $14.4M -12.4% 0.01% DBT
781 STRATUS CLO LTD STRAS_22-3 86317EAA4 — 14,354,760 -834,240 $14.4M -5.4% 0.01% ABS-O
782 GLOBAL SC FINANCE VII SRL 37959PAC1 Oct 2022 15,811,888 -581,748 $14.4M -3.3% 0.01% ABS-O
783 FEDERAL HOME LOAN MORTGAGE CORP 3133BPB72 — 14,998,502 New $14.3M — 0.01% ABS-MBS
784 OCCIDENTAL PETROLEUM CORP 674599DZ5 Oct 2022 13,000,000 — $14.3M -0.5% 0.01% DBT
785 EQUINIX INC 29444UBQ8 Apr 2022 15,835,000 — $14.3M +0.7% 0.01% DBT
786 TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2 88315LAQ1 Apr 2022 16,308,600 -388,300 $14.3M -2.8% 0.01% ABS-O
787 NELNET STUDENT LOAN TRUST NSLT_21-C 64035GAB5 Apr 2022 15,850,455 -1,200,484 $14.3M -6.6% 0.01% ABS-O
788 IRON MOUNTAIN INC 46284VAG6 Oct 2022 15,096,000 — $14.2M +2.4% 0.01% DBT
789 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXET5 Apr 2022 15,205,588 -322,462 $14.2M -3.0% 0.01% ABS-MBS
790 GENERAL MOTORS FINANCIAL CO INC 37045XDE3 Oct 2022 17,998,000 — $14.2M -1.2% 0.01% DBT
791 UNITED STATES TREASURY 912810SL3 Oct 2022 20,000,000 — $14.2M -0.4% 0.01% DBT
792 SPRITE LIMITED SPRTE_21-1 85208UAA2 Apr 2022 15,710,087 -1,020,894 $14.1M -4.9% 0.01% ABS-O
793 LOCKHEED MARTIN CORP 539830BW8 — 13,219,000 +6,250,000 $14.1M +89.9% 0.01% DBT
794 NISSAN MOTOR ACCEPTANCE CORP 654740BS7 Apr 2022 16,020,000 — $14.1M -0.6% 0.01% DBT
795 FORD MOTOR CREDIT COMPANY LLC 345397B93 Apr 2022 17,000,000 — $14.1M -0.6% 0.01% DBT
796 BALLYROCK LTD BALLY_19-2A 05875MAL6 Apr 2022 14,210,774 -399,226 $14.1M -2.8% 0.01% ABS-O
797 HCA INC 404119BS7 Oct 2022 13,870,000 — $14.1M -0.2% 0.01% DBT
798 GENERAL MOTORS FINANCIAL CO INC 37045XDA1 Oct 2022 15,668,000 — $14.0M -0.2% 0.01% DBT
799 COREBRIDGE FINANCIAL INC 21871XAE9 Jul 2022 15,393,000 — $14.0M -2.3% 0.01% DBT
800 HOME DEPOT INC 437076AV4 Oct 2022 12,500,000 — $14.0M -1.6% 0.01% DBT
801 CLIF FUNDING VII LLC CLIF_21-1 12565KAA5 Apr 2022 16,090,876 -553,039 $14.0M -3.8% 0.01% ABS-O
802 DIAMOND OFFSHORE DRILLING INC DO Apr 2022 1,220,027 -979,265 $14.0M -44.4% 0.01% EC
803 WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK 929342AA1 — 13,994,000 — $14.0M -0.2% 0.01% ABS-CBDO
804 MEDLINE BORROWER LP 58503UAC7 — 14,383,678 New $14.0M — 0.01% LON
805 NELNET STUDENT LOAN TRUST NSLT_21-B 64034QAB4 Apr 2022 15,384,085 -979,242 $14.0M -5.1% 0.01% ABS-O
806 SOUTHERN CALIFORNIA EDISON CO 842400GQ0 Oct 2022 14,250,000 — $14.0M +0.5% 0.01% DBT
807 ATI INC 01741RAM4 Apr 2022 15,485,000 — $14.0M -1.0% 0.01% DBT
808 SALLY HOLDINGS LLC 79546VAL0 Oct 2022 14,080,000 — $13.9M +0.3% 0.01% DBT
809 NABORS INDUSTRIES INC 62957HAJ4 Apr 2022 14,275,000 +7,740,000 $13.9M +111.6% 0.01% DBT
810 ANTERO MIDSTREAM PARTNERS LP 03690AAH9 Apr 2022 14,760,000 — $13.8M +0.8% 0.01% DBT
811 BAUSCH HEALTH COMPANIES INC 91911KAP7 Oct 2022 16,475,000 — $13.8M +6.2% 0.01% DBT
812 BATH & BODY WORKS INC 501797AW4 Apr 2022 14,360,000 — $13.8M -1.8% 0.01% DBT
813 HESS MIDSTREAM OPERATIONS LP 428104AA1 Oct 2022 14,435,000 — $13.7M +0.9% 0.01% DBT
814 CANPACK SA 13806CAA0 Apr 2022 17,050,000 — $13.7M -3.4% 0.01% DBT
815 ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP ATLAS LUXCO 4 SARL 019579AA9 Apr 2022 15,680,000 — $13.6M +0.7% 0.01% DBT
816 AXALTA COATING SYSTEMS LLC 05454NAA7 Oct 2022 14,076,000 — $13.6M +2.2% 0.01% DBT
817 SCIENTIFIC GAMES INTERNATIONAL INC 80874YBG4 Oct 2022 13,280,000 — $13.6M +0.4% 0.01% DBT
818 AMGEN INC 031162DN7 — 13,500,000 New $13.6M — 0.01% DBT
819 MANHATTAN WEST OMW_20-OMW 563136AA8 Oct 2022 15,628,000 — $13.5M -1.4% 0.01% ABS-CBDO
820 ARD FINANCE SA 00191AAD8 Oct 2022 16,496,790 — $13.5M +4.4% 0.01% DBT
821 COTY INC 222070AG9 Apr 2022 14,380,000 — $13.5M +3.4% 0.01% DBT
822 ANGLO AMERICAN CAPITAL PLC 034863AX8 Oct 2022 16,107,000 — $13.5M -1.4% 0.01% DBT
823 FEDERAL HOME LOAN MORTGAGE CORP 3132DVKV6 Oct 2022 14,309,162 -361,206 $13.5M -3.9% 0.01% ABS-MBS
824 WELLS FARGO & CO WFC 5.85 P Oct 2022 555,913 — $13.5M -0.6% 0.01% EP
825 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXRT1 — 15,436,869 -331,752 $13.5M -5.8% 0.01% ABS-MBS
826 FEDERAL HOME LOAN MORTGAGE CORP 3132DVLE3 — 15,237,415 -318,514 $13.4M -4.0% 0.01% ABS-MBS
827 TENET HEALTHCARE CORP 88033GDB3 — 13,695,000 — $13.3M +0.8% 0.01% DBT
828 GENERAL MOTORS FINANCIAL CO INC 37045XDP8 Apr 2022 15,493,000 — $13.3M +0.2% 0.01% DBT
829 VICI PROPERTIES LP 92564RAE5 Oct 2022 14,885,000 — $13.3M -0.3% 0.01% DBT
830 CF HIPPOLYTA ISSUER LLC SORT_21-1 12530MAE5 Apr 2022 15,080,103 -51,212 $13.3M -0.5% 0.01% ABS-O
831 KRONOS ACQUISITION HOLDINGS INC 50106GAF9 Oct 2022 15,070,000 — $13.3M +0.8% 0.01% DBT
832 FEDERAL HOME LOAN MORTGAGE CORP 3133KH3D6 Oct 2022 15,102,843 -279,643 $13.2M -3.5% 0.01% ABS-MBS
833 ALCOA NEDERLAND HOLDING BV 013822AE1 Oct 2022 13,410,000 — $13.2M -0.5% 0.01% DBT
834 B&G FOODS INC 05508RAE6 Oct 2022 13,940,000 — $13.2M +3.7% 0.01% DBT
835 COMISION FEDERAL DE ELECTRICIDAD CFE 200447AL4 Jul 2022 14,525,000 — $13.2M -2.0% 0.01% DBT
836 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K732 3137FG7F6 — 13,402,053 New $13.2M — 0.01% ABS-CBDO
837 JPMORGAN CHASE & CO 46647PAH9 — 13,405,000 New $13.1M — 0.01% DBT
838 DAVITA INC 23918KAS7 Apr 2022 15,055,000 — $13.1M +3.4% 0.01% DBT
839 GOLDMAN SACHS GROUP INC 38141GZU1 — 13,362,000 -932,000 $13.1M -6.7% 0.01% DBT
840 COMSTOCK RESOURCES INC 205768AT1 Apr 2022 15,235,000 — $13.1M +0.1% 0.01% DBT
841 SPIRIT AEROSYSTEMS INC 85205TAN0 — 12,159,000 +2,161,000 $13.1M +20.3% 0.01% DBT
842 DIAMONDBACK ENERGY INC 25278XAW9 — 12,500,000 New $13.1M — 0.01% DBT
843 HSBC HOLDINGS PLC 404280CG2 Oct 2022 14,000,000 — $13.0M +0.5% 0.01% DBT
844 VICI PROPERTIES LP 92564RAL9 Jul 2022 14,460,000 — $13.0M -0.3% 0.01% DBT
845 JAZZ SECURITIES DAC 47216FAA5 Apr 2022 14,125,000 — $13.0M +0.7% 0.01% DBT
846 ENCOMPASS HEALTH CORP 29261AAA8 Oct 2022 13,743,000 — $13.0M +1.0% 0.01% DBT
847 SONIC AUTOMOTIVE INC 83545GBE1 Apr 2022 16,000,000 +1,815,000 $12.9M +14.0% 0.01% DBT
848 NOVA CHEMICALS CORP 66977WAS8 Apr 2022 15,950,000 -7,150,000 $12.9M -34.9% 0.01% DBT
849 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AF7 Apr 2022 14,225,000 — $12.9M +0.6% 0.01% DBT
850 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QKKC1 — 15,437,110 -191,384 $12.9M -2.5% 0.01% ABS-MBS
851 CSC HOLDINGS LLC 126307BF3 Apr 2022 18,725,000 — $12.9M -1.5% 0.01% DBT
852 AIR LEASE CORP 00914AAU6 — 13,000,000 — $12.9M -0.9% 0.01% DBT
853 MISSION LANE CREDIT MASTER TRUST MLANE_22-A 60510MAE8 — 13,019,000 — $12.9M +0.7% 0.01% ABS-O
854 ENERGIZER HOLDINGS INC 29272WAD1 Oct 2022 14,640,000 — $12.8M +0.6% 0.01% DBT
855 BAT INTERNATIONAL FINANCE PLC 05530QAK6 Oct 2022 13,039,000 — $12.8M +0.7% 0.01% DBT
856 BAT CAPITAL CORP 05526DBF1 Oct 2022 17,053,000 -9,305,000 $12.8M -36.6% 0.01% DBT
857 CCO HOLDINGS LLC 1248EPBT9 Oct 2022 13,485,000 — $12.7M -1.0% 0.01% DBT
858 MORGAN STANLEY 61747YEL5 Apr 2022 15,000,000 -15,404,000 $12.7M -51.0% 0.01% DBT
859 PERFORMANCE FOOD GROUP INC 69346VAA7 Jul 2022 12,980,000 — $12.7M +1.8% 0.01% DBT
860 NCR CORP 62886EBA5 Apr 2022 14,700,000 — $12.7M -0.7% 0.01% DBT
861 PARTY CITY HOLDINGS INC 702150AG8 Apr 2022 90,719,000 — $12.7M +56.6% 0.01% DBT
862 WESTERN MIDSTREAM OPERATING LP 958667AC1 Apr 2022 13,900,000 — $12.7M -0.4% 0.01% DBT
863 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X5KE2 Oct 2022 13,438,442 -98,451 $12.7M -2.4% 0.01% ABS-MBS
864 OCCIDENTAL PETROLEUM CORP 674599CW3 Oct 2022 13,065,000 — $12.7M +1.1% 0.01% DBT
865 JPMORGAN CHASE & CO 46647PDH6 — 12,740,000 +3,580,000 $12.7M +38.8% 0.01% DBT
866 ICICI SECURITIES LTD ISEC Oct 2022 2,337,232 New $12.7M — 0.01% EC
867 CAPITAL ONE FINANCIAL CORP 14040HCK9 Apr 2022 13,075,000 — $12.7M +0.2% 0.01% DBT
868 PARK INTERMEDIATE HOLDINGS LLC 70052LAC7 Apr 2022 14,600,000 — $12.6M +0.0% 0.01% DBT
869 MEDTRONIC GLOBAL HOLDINGS SCA 58507LBC2 — 12,500,000 New $12.6M — 0.01% DBT
870 FORD MOTOR CREDIT COMPANY LLC 345397B85 Apr 2022 13,475,000 — $12.6M +0.4% 0.01% DBT
871 CITIGROUP INC 172967MS7 Oct 2022 14,800,000 — $12.5M -0.3% 0.01% DBT
872 HARSCO CORP 415864AM9 Oct 2022 14,770,000 -10,650,000 $12.5M -42.0% 0.01% DBT
873 PHILIP MORRIS INTERNATIONAL INC 718172DA4 — 12,323,000 New $12.5M — 0.01% DBT
874 CENTRAL GARDEN & PET CO 153527AP1 Apr 2022 14,745,000 — $12.4M +0.4% 0.01% DBT
875 SUNOCO LP 86765LAN7 Oct 2022 12,700,000 — $12.4M -0.5% 0.01% DBT
876 MIDWEST GAMING BORROWER LLC 59833DAB6 Apr 2022 13,870,000 — $12.4M +2.2% 0.01% DBT
877 UNITED STATES TREASURY 912810TA6 Apr 2022 17,045,000 — $12.4M +0.0% 0.01% DBT
878 OWL ROCK CAPITAL CORPORATION III 69122JAC0 — 14,490,000 — $12.4M +0.6% 0.01% DBT
879 GENERAL MOTORS CO 37045VAL4 Oct 2022 12,230,000 — $12.3M -3.1% 0.01% DBT
880 CCO HOLDINGS LLC 1248EPBX0 Oct 2022 13,250,000 — $12.3M -1.0% 0.01% DBT
881 RAYTHEON TECHNOLOGIES CORP 75513ECR0 — 11,791,000 New $12.3M — 0.01% DBT
882 LABL INC 50168QAD7 Apr 2022 14,070,000 — $12.2M +3.5% 0.01% DBT
883 OCCIDENTAL PETROLEUM CORP 674599ED3 Oct 2022 11,445,000 — $12.2M +0.5% 0.01% DBT
884 PACIFIC GAS AND ELECTRIC CO 694308HA8 Oct 2022 17,045,000 — $12.2M -2.1% 0.01% DBT
885 MORGAN STANLEY 61747YET8 Jul 2022 12,230,000 — $12.1M +0.0% 0.01% DBT
886 FEDERAL HOME LOAN MORTGAGE CORP 3132DVL94 — 13,873,200 -234,412 $12.1M -3.0% 0.01% ABS-MBS
887 BRINK'S CO (THE) 109696AA2 Oct 2022 12,800,000 — $12.1M +1.3% 0.01% DBT
888 SUNOCO LP 86765LAQ0 Oct 2022 12,160,000 — $12.1M -0.5% 0.01% DBT
889 BWX TECHNOLOGIES INC 05605HAC4 Apr 2022 13,360,000 — $12.1M +1.1% 0.01% DBT
890 DUKE ENERGY CORP 26441CBT1 — 12,450,000 -100,000 $12.1M -1.2% 0.01% DBT
891 ROYAL CARIBBEAN CRUISES LTD 780153BS0 — 11,457,000 — $12.1M +0.7% 0.01% DBT
892 DIRECTV FINANCING LLC 25460HAB8 — 12,473,300 New $12.0M — 0.01% LON
893 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXJJ2 Oct 2022 12,886,015 -320,724 $12.0M -4.2% 0.01% ABS-MBS
894 DIEBOLD NIXDORF INC N/A Oct 2022 11,969,356 New $12.0M — 0.01% LON
895 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAS0 — 11,406,000 New $12.0M — 0.01% DBT
896 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XGKG3 Jul 2022 12,985,846 -195,793 $11.9M -2.8% 0.01% ABS-MBS
897 AVIS BUDGET CAR RENTAL LLC 053773BE6 Oct 2022 12,675,000 — $11.9M -0.3% 0.01% DBT
898 CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1 12567UAC7 Apr 2022 14,185,207 -148,998 $11.9M -0.3% 0.01% ABS-O
899 WELLS FARGO & CO 95000U2J1 Oct 2022 13,850,000 — $11.8M -0.9% 0.01% DBT
900 SUMMIT MATERIALS LLC 86614RAN7 Oct 2022 12,425,000 — $11.8M +1.2% 0.01% DBT
901 JONAH ENERGY PARENT LLC N/A Oct 2022 275,936 New $11.8M — 0.01% EC
902 BNP PARIBAS 09659W2P8 Apr 2022 14,098,000 +3,816,000 $11.8M +36.6% 0.01% DBT
903 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136AVYL7 Oct 2022 12,567,889 -44,374 $11.8M -0.3% 0.01% ABS-CBDO
904 TRANSOCEAN POSEIDON LTD 89383JAA6 Oct 2022 12,045,312 +3,264,688 $11.8M +34.1% 0.01% DBT
905 VALVOLINE INC 92047WAG6 Oct 2022 14,104,000 — $11.7M -1.2% 0.01% DBT
906 BLOCK INC 852234AP8 Jul 2022 14,380,000 — $11.7M -2.5% 0.01% DBT
907 LLOYDS BANKING GROUP PLC 53944YAS2 Jul 2022 12,427,000 — $11.7M -1.0% 0.01% DBT
908 KINDER MORGAN INC 49456BAX9 — 11,767,000 +324,000 $11.7M +2.4% 0.01% DBT
909 AMGEN INC 031162DU1 — 11,250,000 New $11.7M — 0.01% DBT
910 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31417B6P7 Oct 2022 12,184,511 -168,338 $11.6M -2.5% 0.01% ABS-MBS
911 GRIFOLS ESCROW ISSUER SAU 39843UAA0 Apr 2022 14,480,000 — $11.6M -7.8% 0.01% DBT
912 AGL CLO LTD AGL_23-24 00119AAA3 — 11,606,000 New $11.6M — 0.01% ABS-O
913 UNITED STATES TREASURY 91282CGU9 — 11,648,000 New $11.6M — 0.01% DBT
914 AMGEN INC 031162DS6 — 11,250,000 New $11.6M — 0.01% DBT
915 ROCKET MORTGAGE LLC 77313LAA1 Apr 2022 12,990,000 — $11.6M -0.2% 0.01% DBT
916 ENTERPRISE FLEET FINANCING LLC EFF_22-4 29374GAB7 — 11,497,000 — $11.6M +0.0% 0.01% ABS-O
917 MIZUHO FINANCIAL GROUP INC 60687YBS7 Apr 2022 13,000,000 — $11.6M +0.4% 0.01% DBT
918 DT AUTO OWNER TRUST DTAOT_22-3 23345RAA4 — 11,510,724 -2,729,337 $11.5M -19.3% 0.01% ABS-O
919 OWL ROCK CAPITAL CORP 69121KAC8 Oct 2022 12,473,000 — $11.5M -1.5% 0.01% DBT
920 PERFORMANCE FOOD GROUP INC 71376LAE0 Apr 2022 12,645,000 — $11.5M +2.0% 0.01% DBT
921 ROYAL BANK OF CANADA 78015K7H1 Oct 2022 12,367,000 — $11.5M +0.6% 0.01% DBT
922 CATALENT PHARMA SOLUTIONS INC 14879EAE8 Oct 2022 11,937,000 — $11.5M +1.5% 0.01% DBT
923 VALVOLINE INC 92047WAD3 Oct 2022 11,680,000 — $11.5M -0.3% 0.01% DBT
924 FIRST-CITIZENS BANK & TRUST CO 125581HA9 Oct 2022 11,575,000 — $11.4M -0.7% 0.01% DBT
925 CHART INDUSTRIES INC 16115QAF7 — 11,063,000 — $11.4M +0.7% 0.01% DBT
926 US FOODS INC 90290MAE1 Apr 2022 12,455,000 — $11.4M +2.1% 0.01% DBT
927 CALPINE CORP 131347CN4 Oct 2022 12,315,000 — $11.4M +2.0% 0.01% DBT
928 CLARIVATE SCIENCE HOLDINGS CORP 18064PAC3 Apr 2022 12,595,000 — $11.3M +0.8% 0.01% DBT
929 SUNOCO LP 86765LAT4 Apr 2022 12,580,000 — $11.3M -0.4% 0.01% DBT
930 WELLS FARGO & CO 95000U2K8 Oct 2022 12,000,000 — $11.3M +0.1% 0.01% DBT
931 JBS USA LUX SA 46590XAR7 — 12,702,000 — $11.3M -0.1% 0.01% DBT
932 MOLINA HEALTHCARE INC 60855RAK6 Oct 2022 12,815,000 — $11.3M +2.5% 0.01% DBT
933 BANK OF NEW YORK MELLON CORP 06406RBP1 — 11,369,000 — $11.3M -0.2% 0.01% DBT
934 SWEDISH EXPORT CREDIT CORP 87031CAG8 — 11,420,000 — $11.3M +0.3% 0.01% DBT
935 IQVIA INC 46266TAA6 Jul 2022 11,510,000 — $11.2M +0.6% 0.01% DBT
936 BX TRUST BX_21-ARIA 05608RAA3 Apr 2022 11,621,000 — $11.2M -0.3% 0.01% ABS-CBDO
937 VICI PROPERTIES LP 92564RAG0 Jul 2022 11,545,000 — $11.2M +0.3% 0.01% DBT
938 ROCKET SOFTWARE INC 77314EAA6 Oct 2022 13,500,000 — $11.2M -0.5% 0.01% DBT
939 EQM MIDSTREAM PARTNERS LP 26885BAN0 Jul 2022 11,535,000 — $11.2M -2.8% 0.01% DBT
940 7-ELEVEN INC 817826AB6 Oct 2022 11,565,000 — $11.2M +0.8% 0.01% DBT
941 MOOG INC 615394AM5 Oct 2022 11,829,000 — $11.1M +1.4% 0.01% DBT
942 HILCORP ENERGY I LP 431318AY0 Jul 2022 11,940,000 — $11.1M +0.2% 0.01% DBT
943 COMMSCOPE INC 203372AV9 — 15,469,000 +4,660,000 $11.1M +31.1% 0.01% DBT
944 DIEBOLD NIXDORF INC 253651AH6 — 61,648,848 +5,875,000 $11.1M -61.1% 0.01% DBT
945 CONTINENTAL RESOURCES INC 212015AT8 Oct 2022 11,330,000 — $11.1M -0.5% 0.01% DBT
946 INTESA SANPAOLO SPA 46115HBV8 — 10,300,000 — $11.1M -1.8% 0.01% DBT
947 ARDAGH METAL PACKAGING FINANCE USA LLC 03969YAB4 Apr 2022 13,540,000 — $11.0M -1.5% 0.01% DBT
948 FORD MOTOR CREDIT COMPANY LLC 345397WW9 Oct 2022 11,380,000 — $11.0M +0.3% 0.01% DBT
949 TEXAS NATURAL GAS SECURITIZATION FINANCE CORPORATION TNG_23-1 88258MAA3 — 10,462,000 New $11.0M — 0.01% ABS-O
950 TRITON CONTAINER FINANCE LLC TCF_21-1 89680HAE2 Apr 2022 12,701,719 -327,994 $11.0M -2.8% 0.01% ABS-O
951 SANTANDER HOLDINGS USA INC 80282KAW6 Oct 2022 11,250,000 — $11.0M -0.3% 0.01% DBT
952 RHP HOTEL PROPERTIES LP 749571AG0 Apr 2022 12,085,000 — $10.9M +1.3% 0.01% DBT
953 BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR 05608WAA2 Apr 2022 11,240,379 -268,440 $10.9M -3.1% 0.01% ABS-CBDO
954 ROCKIES EXPRESS PIPELINE LLC 77340RAR8 Oct 2022 11,768,000 — $10.9M +2.2% 0.01% DBT
955 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-2 959926AB2 — 10,868,000 New $10.9M — 0.01% ABS-O
956 CHICAGO IL BRD ED 167505NH5 Oct 2022 11,385,000 — $10.9M +2.2% 0.01% DBT
957 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3 96043PAC5 — 10,868,000 — $10.8M -0.2% 0.01% ABS-O
958 OCCIDENTAL PETROLEUM CORP 674599EC5 Oct 2022 10,370,000 — $10.8M +0.4% 0.01% DBT
959 OCCIDENTAL PETROLEUM CORP 674599DF9 Oct 2022 10,190,000 +4,790,000 $10.8M +90.3% 0.01% DBT
960 BAYER US FINANCE II LLC 07274NBF9 Oct 2022 13,090,000 — $10.8M -0.6% 0.01% DBT
961 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XBXB1 Jul 2022 12,929,600 -145,055 $10.8M -2.3% 0.01% ABS-MBS
962 DARLING INGREDIENTS INC 237266AJ0 Jul 2022 10,885,000 — $10.8M -0.6% 0.01% DBT
963 ATKORE INC 047649AA6 Apr 2022 12,215,000 — $10.8M +0.3% 0.01% DBT
964 CALPINE CORP 131347CR5 Apr 2022 12,570,000 — $10.7M +2.3% 0.01% DBT
965 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K734 3137FLN34 Oct 2022 11,055,000 — $10.7M -0.1% 0.01% ABS-CBDO
966 TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1 88315LAL2 Apr 2022 12,380,987 -299,540 $10.7M -2.3% 0.01% ABS-O
967 FIRSTENERGY CORP 337932AM9 Oct 2022 15,250,000 — $10.7M -1.4% 0.01% DBT
968 EQT CORP 26884LAH2 Oct 2022 10,633,000 -6,302,000 $10.7M -37.6% 0.01% DBT
969 MALLINCKRODT INTERNATIONAL FINANCE SA 561233AG2 Oct 2022 12,820,000 — $10.7M -4.9% 0.01% DBT
970 CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1 12567UAA1 Apr 2022 11,941,182 -164,327 $10.6M +1.7% 0.01% ABS-O
971 AMGEN INC 031162DQ0 — 10,312,000 New $10.6M — 0.01% DBT
972 KB HOME 48666KBA6 Jul 2022 10,295,000 — $10.6M +2.9% 0.01% DBT
973 ALLWYN ENTERTAINMENT FINANCING (UK) PLC 02007VAA8 — 10,447,000 New $10.6M — 0.01% DBT
974 GENERAL MOTORS FINANCIAL CO INC 37045XDL7 Apr 2022 13,156,000 — $10.6M -0.5% 0.01% DBT
975 UNITEDHEALTH GROUP INC 91324PEQ1 — 10,000,000 — $10.6M +0.4% 0.01% DBT
976 DOW CHEMICAL COMPANY (THE) 260543DD2 Oct 2022 13,746,000 — $10.5M -1.5% 0.01% DBT
977 ENTERPRISE PRODUCTS OPERATING LLC 29379VCC5 — 10,321,000 — $10.5M +0.2% 0.01% DBT
978 MORGAN STANLEY 61747YED3 Apr 2022 12,930,000 +9,242,000 $10.4M +247.9% 0.01% DBT
979 FORD MOTOR CREDIT COMPANY LLC 345397C43 — 10,335,000 — $10.4M -1.3% 0.01% DBT
980 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418D2V3 Apr 2022 12,056,753 -232,285 $10.4M -3.7% 0.01% ABS-MBS
981 PACIFIC GAS AND ELECTRIC CO 694308JB4 Oct 2022 10,400,000 — $10.4M +0.1% 0.01% DBT
982 FERTITTA ENTERTAINMENT LLC 31556TAC3 Apr 2022 12,760,000 — $10.3M -2.4% 0.01% DBT
983 BLUE RACER MIDSTREAM LLC 095796AH1 Oct 2022 10,281,000 — $10.3M -1.3% 0.01% DBT
984 US BANCORP 91159HJL5 — 10,755,000 +1,755,000 $10.3M +15.1% 0.01% DBT
985 BANK OF AMERICA CORP 06051GHW2 Oct 2022 10,750,000 — $10.3M -0.0% 0.01% DBT
986 SOUTHWESTERN ENERGY COMPANY 845467AR0 Apr 2022 10,880,000 — $10.3M +0.3% 0.01% DBT
987 LUMEN TECHNOLOGIES INC 156700BC9 Oct 2022 15,350,000 -29,876,000 $10.3M -73.1% 0.01% DBT
988 AMGEN INC 031162DP2 — 10,019,000 New $10.3M — 0.01% DBT
989 SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V. 82620KBD4 Apr 2022 11,475,000 — $10.3M +0.8% 0.01% DBT
990 BANK OF AMERICA CORP 06051GLH0 — 10,175,000 New $10.3M — 0.01% DBT
991 BX TRUST BX_21-ACNT 05609QAA4 Apr 2022 10,508,000 — $10.2M -0.6% 0.01% ABS-CBDO
992 VENTIA SERVICES GROUP PTY LTD VNT Oct 2022 5,882,353 New $10.2M — 0.01% EC
993 T-MOBILE USA INC 87264ACA1 Apr 2022 11,475,000 — $10.2M +0.8% 0.01% DBT
994 IRON MOUNTAIN INC 46284VAC5 Oct 2022 10,665,000 — $10.2M +1.3% 0.01% DBT
995 CREDIT SUISSE GROUP AG 225401AV0 — 10,260,000 — $10.2M +2.5% 0.01% DBT
996 SPRINT CORP 85207UAH8 Oct 2022 10,000,000 — $10.2M -0.5% 0.01% DBT
997 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138WJQG6 Oct 2022 10,831,799 -276,872 $10.2M -4.3% 0.01% ABS-MBS
998 PACIFIC GAS AND ELECTRIC CO 694308HS9 Oct 2022 10,999,000 — $10.1M -0.5% 0.01% DBT
999 MORGAN STANLEY 61747YFE0 — 10,000,000 New $10.1M — 0.01% DBT
1000 SOUTHERN CALIFORNIA EDISON CO 842400FH1 Oct 2022 9,331,000 — $10.1M +1.0% 0.01% DBT
1001 HERTZ VEHICLE FINANCING III LLC HERTZ_21-A N/A Oct 2022 10,370,000 New $10.1M — 0.01% ABS-O
1002 AIR LEASE CORP 00914AAR3 Apr 2022 11,245,000 — $10.1M +0.0% 0.01% DBT
1003 BAXTER INTERNATIONAL INC 071813CP2 Jul 2022 11,534,000 — $10.1M -0.2% 0.01% DBT
1004 FORD CREDIT AUTO OWNER TRUST FORDR_18-2 34528HAA2 Oct 2022 10,105,000 — $10.1M +0.4% 0.01% ABS-O
1005 ENTERPRISE FLEET FINANCING LLC EFF_22-3 29374FAB9 — 10,200,000 — $10.1M +0.2% 0.01% ABS-O
1006 AERCAP IRELAND CAPITAL DAC 00774MAX3 Apr 2022 12,254,000 — $10.0M -2.4% 0.01% DBT
1007 TOYOTA MOTOR CREDIT CORP 89236THW8 Oct 2022 11,003,000 — $10.0M +0.8% 0.01% DBT
1008 GENERAL MOTORS CO 37045VAV2 Oct 2022 9,825,000 — $10.0M -0.8% 0.01% DBT
1009 EDP FINANCE BV 26835PAF7 Oct 2022 10,175,000 — $10.0M -0.3% 0.01% DBT
1010 WARNERMEDIA HOLDINGS INC 55903VAL7 Jul 2022 11,193,000 -3,246,000 $9.9M -22.7% 0.01% DBT
1011 AERCAP IRELAND CAPITAL DAC 00774MAP0 Oct 2022 10,000,000 — $9.9M -0.1% 0.01% DBT
1012 CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_17-A5 17305EGD1 — 9,919,000 — $9.9M -0.2% 0.01% ABS-O
1013 HYUNDAI CAPITAL AMERICA 44891ABY2 Apr 2022 10,550,000 — $9.9M +0.7% 0.01% DBT
1014 SCENTRE GROUP TRUST 1 806213AD6 Oct 2022 10,365,000 — $9.9M +0.7% 0.01% DBT
1015 CREDIT AGRICOLE SA (LONDON BRANCH) 22535WAG2 Oct 2022 10,675,000 — $9.9M +0.3% 0.01% DBT
1016 US BANCORP 91159HHG8 Oct 2022 10,000,000 — $9.9M -0.1% 0.01% DBT
1017 MELCO RESORTS FINANCE LTD 58547DAE9 Oct 2022 11,330,000 — $9.9M -3.2% 0.01% DBT
1018 CENTENE CORP 15135BAX9 Apr 2022 12,110,000 — $9.9M -0.4% 0.01% DBT
1019 SURGERY CENTER HOLDINGS INC 86881WAD4 Oct 2022 9,612,000 — $9.9M +0.5% 0.01% DBT
1020 BX TRUST BX_22-IND 05609WAA1 Jul 2022 9,914,690 — $9.8M -0.7% 0.01% ABS-CBDO
1021 TALEN ENERGY SUPPLY LLC 87422VAJ7 Oct 2022 9,340,000 — $9.8M +0.1% 0.01% DBT
1022 SOUTHWESTERN ENERGY COMPANY 845467AL3 Oct 2022 9,769,000 -3,444,000 $9.8M -25.6% 0.01% DBT
1023 FIRSTENERGY TRANSMISSION LLC 33767BAD1 Apr 2022 10,750,000 — $9.8M +1.2% 0.01% DBT
1024 SUMMIT MATERIALS LLC 86614RAM9 Oct 2022 9,760,000 — $9.7M -0.0% 0.01% DBT
1025 POST HOLDINGS INC 737446AN4 Oct 2022 9,935,000 — $9.7M +1.5% 0.01% DBT
1026 PEPSICO INC 713448FF0 Apr 2022 12,500,000 — $9.7M -0.6% 0.01% DBT
1027 PACIFIC GAS AND ELECTRIC CO 694308JC2 Oct 2022 10,211,000 — $9.7M -0.0% 0.01% DBT
1028 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CE7 Oct 2022 10,888,000 -24,512,000 $9.7M -69.7% 0.01% DBT
1029 CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-NET 126438AA8 Oct 2022 10,711,417 — $9.7M -0.8% 0.01% ABS-CBDO
1030 FEDERAL HOME LOAN MORTGAGE CORP 3133KL2V8 — 11,513,136 -171,780 $9.6M -2.7% 0.01% ABS-MBS
1031 TARGA RESOURCES PARTNERS LP 87612BBN1 Oct 2022 9,385,000 — $9.6M -0.5% 0.01% DBT
1032 CREDIT SUISSE AG (NEW YORK BRANCH) 22550L2M2 — 9,000,000 — $9.6M +1.5% 0.01% DBT
1033 RP ESCROW ISSUER LLC 74969PAA6 Oct 2022 13,660,000 — $9.6M -14.1% 0.01% DBT
1034 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QARE2 Oct 2022 9,865,534 -133,236 $9.6M -2.6% 0.01% ABS-MBS
1035 ENTERPRISE FLEET FINANCING LLC EFF_22-1 29375JAB0 Jul 2022 9,817,670 -1,601,479 $9.6M -14.0% 0.01% ABS-O
1036 GOLDMAN SACHS GROUP INC 38141GYA6 Apr 2022 10,650,000 — $9.6M +0.2% 0.01% DBT
1037 BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF 12434CAA2 Apr 2022 9,923,000 — $9.6M -1.0% 0.01% ABS-CBDO
1038 BX TRUST BX_21-ARIA 05608RAE5 Apr 2022 9,946,000 — $9.5M -0.6% 0.01% ABS-CBDO
1039 DANSKE BANK AS 23636AAP6 Oct 2022 9,604,000 — $9.5M +0.1% 0.01% DBT
1040 PACIFICORP 695114CT3 Oct 2022 11,000,000 — $9.5M -2.0% 0.01% DBT
1041 DT AUTO OWNER TRUST DTAOT_23-2 23346CAA6 — 9,457,000 New $9.5M — 0.01% ABS-O
1042 TRUIST FINANCIAL CORP 89788MAM4 — 9,750,000 — $9.5M -4.3% 0.01% DBT
1043 BX COMMERCIAL MORTGAGE TRUST BX_22-AHP 05610FAA5 — 9,667,000 New $9.4M — 0.01% ABS-CBDO
1044 HYUNDAI CAPITAL AMERICA 44891ABZ9 Apr 2022 10,575,000 — $9.4M +0.5% 0.01% DBT
1045 ALBERTSONS COMPANIES INC 013092AG6 Oct 2022 10,585,000 — $9.4M +2.7% 0.01% DBT
1046 CVR PARTNERS LP 12663QAC9 Apr 2022 10,360,000 -2,090,000 $9.4M -17.0% 0.01% DBT
1047 VAIL RESORTS INC 91879QAL3 Oct 2022 9,270,000 — $9.4M +0.3% 0.01% DBT
1048 JPMORGAN CHASE & CO 46647PBX3 — 11,550,000 New $9.3M — 0.01% DBT
1049 SREIT TRUST SREIT_21-MFP 78472UAA6 Apr 2022 9,616,000 — $9.3M -1.0% 0.01% ABS-CBDO
1050 ATLAS LUXCO 4 SARL 049362AA4 Apr 2022 10,665,000 — $9.3M +1.3% 0.01% DBT
1051 AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A 05377RDC5 Apr 2022 9,400,000 — $9.3M +0.1% 0.01% ABS-O
1052 FRONTIER COMMUNICATIONS HOLDINGS LLC 35908MAA8 Apr 2022 12,195,000 — $9.3M -6.7% 0.01% DBT
1053 LIVE NATION ENTERTAINMENT INC 538034AR0 — 10,000,000 — $9.3M +0.1% 0.01% DBT
1054 OCCIDENTAL PETROLEUM CORP 674599EF8 Oct 2022 8,850,000 — $9.3M +0.1% 0.01% DBT
1055 INTERNATIONAL GAME TECHNOLOGY PLC 460599AC7 Oct 2022 9,129,000 -3,600,000 $9.3M -28.1% 0.01% DBT
1056 ASTRAZENECA FINANCE LLC 04636NAA1 Apr 2022 10,098,000 — $9.2M +1.3% 0.01% DBT
1057 MERCEDES-BENZ FINANCE NORTH AMERICA LLC 233851DS0 Oct 2022 9,360,000 — $9.2M +0.0% 0.01% DBT
1058 TOYOTA MOTOR CREDIT CORP 89236TJV8 Apr 2022 10,000,000 — $9.2M +0.9% 0.01% DBT
1059 CLEVELAND-CLIFFS INC 185899AG6 — 9,025,000 New $9.2M — 0.01% DBT
1060 WESTERN MIDSTREAM OPERATING LP 958667AB3 Oct 2022 9,602,000 — $9.2M +0.0% 0.01% DBT
1061 FIRSTKEY HOMES FKH_20-SFR2 33767JAA0 Oct 2022 10,060,787 -12,830 $9.2M -0.0% 0.01% ABS-O
1062 SERVICE PROPERTIES TRUST 44106MAT9 — 9,825,000 New $9.1M — 0.01% DBT
1063 GENERAL MOTORS FINANCIAL CO INC 37045XCX2 Oct 2022 9,636,000 — $9.1M +0.5% 0.01% DBT
1064 MIZUHO FINANCIAL GROUP INC 60687YCM9 — 8,925,000 — $9.1M -1.0% 0.01% DBT
1065 ANHEUSER-BUSCH INBEV WORLDWIDE INC 035240AG5 Oct 2022 9,095,000 — $9.1M +0.7% 0.01% DBT
1066 SOUTHERN CALIFORNIA EDISON CO 842400GE7 Oct 2022 11,875,000 — $9.1M -0.7% 0.01% DBT
1067 PHILIP MORRIS INTERNATIONAL INC 718172CR8 Oct 2022 10,101,000 — $9.1M +1.1% 0.01% DBT
1068 COMMSCOPE TECHNOLOGIES LLC 20338HAB9 — 13,150,000 +7,350,000 $9.1M +105.2% 0.01% DBT
1069 HYUNDAI CAPITAL AMERICA 44891ACE5 — 8,830,000 New $9.1M — 0.01% DBT
1070 TORONTO DOMINION BANK (THE) 89114TZN5 Apr 2022 10,000,000 — $9.1M -0.5% 0.01% DBT
1071 NORTHWESTERN MUTUAL GLOBAL FUNDING 66815L2F5 Apr 2022 10,000,000 — $9.1M +0.2% 0.01% DBT
1072 UNITED STATES TREASURY 912810TC2 Apr 2022 11,924,000 — $9.0M -0.2% 0.01% DBT
1073 NUSTAR LOGISTICS LP 67059TAF2 Oct 2022 9,165,000 — $9.0M +0.5% 0.01% DBT
1074 LLOYDS BANKING GROUP PLC 53944YAU7 — 9,295,000 — $9.0M -0.7% 0.01% DBT
1075 NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G 63942KAA2 Apr 2022 10,324,508 -375,993 $9.0M -4.7% 0.01% ABS-O
1076 MASTERCARD INC 57636QAU8 Apr 2022 10,603,000 — $9.0M +1.2% 0.01% DBT
1077 BPCE SA 05578AAP3 Oct 2022 10,000,000 — $9.0M +1.2% 0.01% DBT
1078 OWL ROCK CAPITAL CORP II 69121DAA8 Oct 2022 9,285,000 — $9.0M +0.7% 0.01% DBT
1079 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138ETPG5 Oct 2022 9,452,081 -128,877 $9.0M -2.6% 0.01% ABS-MBS
1080 BANK OF NEW YORK MELLON CORP 06406RBN6 — 9,000,000 — $9.0M -0.5% 0.01% DBT
1081 NCL CORPORATION LTD 62886HBG5 Jul 2022 10,560,000 — $9.0M -1.6% 0.01% DBT
1082 EUROPEAN INVESTMENT BANK 298785JP2 Apr 2022 9,910,000 — $9.0M +1.2% 0.01% DBT
1083 SOUTHWESTERN ENERGY COMPANY 845467AT6 Apr 2022 10,135,000 — $9.0M +0.0% 0.01% DBT
1084 TRANSDIGM INC 893647BP1 Apr 2022 9,870,000 — $8.9M +0.3% 0.01% DBT
1085 CREDIT SUISSE GROUP AG 225401AG3 — 9,117,000 — $8.9M -0.3% 0.01% DBT
1086 COREBRIDGE FINANCIAL INC 21871XAA7 Jul 2022 9,248,000 — $8.9M -0.6% 0.01% DBT
1087 UNIVISION COMMUNICATIONS INC 914906AX0 Jul 2022 9,250,000 — $8.9M -2.2% 0.01% DBT
1088 MORGAN STANLEY 61772BAB9 Apr 2022 9,869,000 — $8.9M +0.2% 0.01% DBT
1089 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5 80287HAC2 — 8,984,000 — $8.9M -0.1% 0.01% ABS-O
1090 BANK OF AMERICA CORP 06051GJD2 Oct 2022 9,700,000 — $8.9M -0.1% 0.01% DBT
1091 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K049 3137BLMZ8 — 9,145,466 New $8.9M — 0.01% ABS-CBDO
1092 HSBC HOLDINGS PLC 404280AP4 Oct 2022 9,000,000 — $8.9M -0.7% 0.01% DBT
1093 TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 89469TAA1 Apr 2022 10,003,461 — $8.8M +0.0% 0.01% DBT
1094 INTERCONTINENTAL EXCHANGE INC 45866FAP9 Oct 2022 12,025,000 — $8.8M -1.6% 0.01% DBT
1095 SABRE GLBL INC 78573NAF9 Oct 2022 9,919,000 — $8.8M -9.4% 0.01% DBT
1096 CARMAX AUTO OWNER TRUST2023-2 CARMX_23-2 142921AB1 — 8,812,000 New $8.8M — 0.01% ABS-O
1097 TRUIST FINANCIAL CORP 89788MAL6 — 9,000,000 — $8.8M -2.6% 0.01% DBT
1098 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XCUA4 — 9,789,645 New $8.8M — 0.01% ABS-MBS
1099 WELLS FARGO & CO 95000U2N2 Oct 2022 9,350,000 — $8.8M +0.1% 0.01% DBT
1100 AERCAP IRELAND CAPITAL DAC 00774MAT2 Apr 2022 9,000,000 — $8.8M +0.6% 0.01% DBT
1101 CAPITAL ONE FINANCIAL CORP 14040HCU7 Jul 2022 9,000,000 — $8.8M -1.5% 0.01% DBT
1102 META PLATFORMS INC 30303M8H8 — 9,295,000 — $8.8M +1.5% 0.01% DBT
1103 UNITED STATES TREASURY 91282CAH4 Oct 2022 10,000,000 — $8.8M +1.0% 0.01% DBT
1104 WESTPAC BANKING CORP 961214EP4 Oct 2022 11,150,000 — $8.8M -0.1% 0.01% DBT
1105 US BANCORP 91159HJF8 Jul 2022 9,000,000 — $8.8M -2.6% 0.01% DBT
1106 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AB6 Apr 2022 9,000,000 — $8.8M +0.6% 0.01% DBT
1107 COOPERATIEVE RABOBANK UA 21684AAC0 Oct 2022 9,000,000 — $8.7M -1.5% 0.01% DBT
1108 CONSTELLATION OIL SERVICES HOLDING SA 21038MAP8 Jul 2022 8,658,609 — $8.7M +0.0% 0.01% DBT
1109 BOSTON SCIENTIFIC CORP 101137AZ0 Oct 2022 9,109,000 — $8.6M +0.7% 0.01% DBT
1110 COLOMBIA (REPUBLIC OF) 195325EG6 — 8,970,000 — $8.6M -2.8% 0.01% DBT
1111 PACIFIC GAS AND ELECTRIC CO 694308HE0 Oct 2022 8,710,000 — $8.6M -0.0% 0.01% DBT
1112 DRIVE AUTO RECEIVABLES TRUST DRIVE_19-3 26209WAG8 Oct 2022 8,677,514 -2,486,334 $8.6M -22.2% 0.01% ABS-O
1113 ALTICE FRANCE HOLDING SA 02156TAB0 Jul 2022 11,630,000 — $8.6M -14.1% 0.01% DBT
1114 SYNCHRONY BANK 87166FAD5 — 9,000,000 — $8.6M -4.2% 0.01% DBT
1115 WARNERMEDIA HOLDINGS INC 55903VAN3 Jul 2022 10,371,000 -1,104,000 $8.6M -12.5% 0.01% DBT
1116 TOYOTA LEASE OWNER TRUST TLOT_23-A 89239MAB3 — 8,554,000 New $8.6M — 0.01% ABS-O
1117 ALLY FINANCIAL INC 370425RZ5 Oct 2022 8,097,000 -3,304,000 $8.6M -31.5% 0.01% DBT
1118 SYNCHRONY BANK 87166FAE3 — 9,000,000 — $8.6M -4.4% 0.01% DBT
1119 NORTHROP GRUMMAN CORP 666807BN1 Oct 2022 8,995,000 — $8.6M +0.2% 0.01% DBT
1120 UNIVISION COMMUNICATIONS INC 914906AS1 — 8,680,000 +2,910,000 $8.6M +52.1% 0.01% DBT
1121 CLARIOS GLOBAL LP 69867DAC2 Oct 2022 8,460,000 -8,060,000 $8.5M -48.3% 0.01% DBT
1122 SANDS CHINA LTD 80007RAF2 — 8,676,000 — $8.5M -1.3% 0.01% DBT
1123 ENTEGRIS ESCROW CORP 29365BAA1 Jul 2022 9,145,000 — $8.5M -0.8% 0.01% DBT
1124 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-1 80287AAF0 Oct 2022 8,561,157 -3,731,770 $8.5M -30.4% 0.01% ABS-O
1125 IRON MOUNTAIN INC 46284VAF8 — 9,300,000 — $8.5M +1.0% 0.01% DBT
1126 TK ELEVATOR US NEWCO INC 92537RAA7 Oct 2022 9,075,000 — $8.5M +1.0% 0.01% DBT
1127 SOLRR AIRCRAFT SOLRR_21-1 LIMITED 83438LAA9 Apr 2022 9,766,254 -181,630 $8.5M +4.3% 0.01% ABS-O
1128 INTESA SANPAOLO SPA 46115HBB2 Oct 2022 9,300,000 — $8.5M -1.7% 0.01% DBT
1129 ICAHN ENTERPRISES LP 451102CC9 Apr 2022 9,625,000 — $8.5M +0.8% 0.01% DBT
1130 SOUTHERN CALIFORNIA EDISON CO 842400GG2 Oct 2022 10,192,000 -5,200,000 $8.4M -34.8% 0.01% DBT
1131 AVOLON HOLDINGS FUNDING LTD 05401AAP6 Apr 2022 10,000,000 — $8.4M -2.3% 0.01% DBT
1132 BAUSCH HEALTH COMPANIES INC 071734AL1 Oct 2022 17,603,000 — $8.4M +5.4% 0.01% DBT
1133 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QF5G0 Jul 2022 9,161,504 -217,941 $8.4M -3.7% 0.01% ABS-MBS
1134 LUNDIN MINING CORP LUN — 1,100,600 New $8.4M — 0.01% EC
1135 AMERICAN TOWER CORP 03027XBR0 Apr 2022 9,408,000 — $8.4M +0.7% 0.01% DBT
1136 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526BY4 Oct 2022 8,653,000 — $8.4M -0.7% 0.01% DBT
1137 LOCKHEED MARTIN CORP 539830BX6 — 7,398,000 — $8.4M -0.5% 0.01% DBT
1138 AVOLON HOLDINGS FUNDING LTD 05401AAL5 Oct 2022 8,919,000 — $8.4M -1.4% 0.01% DBT
1139 BAT CAPITAL CORP 05526DBR5 Oct 2022 9,610,000 — $8.3M +1.0% 0.01% DBT
1140 SABRE GLBL INC 78573NAH5 — 9,492,000 — $8.3M -17.1% 0.01% DBT
1141 AMGEN INC 031162DR8 — 8,082,000 New $8.3M — 0.01% DBT
1142 CSX CORP 126408HV8 Jul 2022 9,000,000 — $8.3M -0.9% 0.01% DBT
1143 NAVIENT CORP 78442FAZ1 Oct 2022 10,990,000 — $8.3M -3.3% 0.01% DBT
1144 VENATOR FINANCE SARL 9226APAA3 Oct 2022 59,725,000 — $8.2M -61.0% 0.01% DBT
1145 CATALENT PHARMA SOLUTIONS INC 14879EAH1 Apr 2022 9,655,000 -7,840,000 $8.2M -43.3% 0.01% DBT
1146 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-2 959926AD8 — 8,177,000 New $8.2M — 0.01% ABS-O
1147 AT&T INC 00206RKJ0 Apr 2022 11,419,000 — $8.2M -2.9% 0.01% DBT
1148 BAT INTERNATIONAL FINANCE PLC 05530QAN0 Oct 2022 8,990,000 — $8.2M +0.9% 0.01% DBT
1149 PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4 69702HAC2 Apr 2022 8,409,000 — $8.2M -0.4% 0.01% ABS-O
1150 ASCENT RESOURCES UTICA HOLDINGS LLC 04364VAU7 Apr 2022 9,090,000 — $8.2M +2.0% 0.01% DBT
1151 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1 03067BAB5 — 8,143,000 New $8.2M — 0.01% ABS-O
1152 MORGAN STANLEY 6174468X0 Oct 2022 10,232,000 +232,000 $8.1M +2.4% 0.01% DBT
1153 SHERWIN-WILLIAMS CO 824348BK1 Oct 2022 10,414,000 — $8.1M -2.0% 0.01% DBT
1154 SOUTHWESTERN ENERGY COMPANY 845467AP4 Oct 2022 7,755,000 — $8.1M -0.2% 0.01% DBT
1155 HYUNDAI CAPITAL AMERICA 44891ABS5 Oct 2022 9,000,000 — $8.1M +1.2% 0.01% DBT
1156 BURLINGTON NORTHERN SANTA FE LLC 12189LBE0 Oct 2022 10,000,000 — $8.1M -1.8% 0.01% DBT
1157 GENERAL MOTORS FINANCIAL CO INC 37045XDH6 Apr 2022 9,238,000 — $8.1M +0.3% 0.01% DBT
1158 SOUTHERN CALIFORNIA EDISON CO 842400GS6 Oct 2022 8,900,000 — $8.1M +1.4% 0.01% DBT
1159 PHILIP MORRIS INTERNATIONAL INC 718172CS6 Oct 2022 9,986,000 — $8.1M +0.3% 0.01% DBT
1160 VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 928668BN1 — 9,175,000 — $8.0M +1.6% 0.01% DBT
1161 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AM2 Jul 2022 8,387,000 — $8.0M -0.1% 0.01% DBT
1162 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXKF8 Oct 2022 8,811,010 -216,662 $8.0M -3.5% 0.01% ABS-MBS
1163 BANK OF NOVA SCOTIA/THE 064159VK9 Oct 2022 8,000,000 — $8.0M +0.8% 0.01% DBT
1164 NUTRIEN LTD 67077MAV0 Oct 2022 7,974,000 — $8.0M +0.8% 0.01% DBT
1165 NELNET STUDENT LOAN TRUST NSLT_21-A 64035DAB2 Apr 2022 8,778,219 -571,435 $8.0M -4.8% 0.01% ABS-O
1166 HESS MIDSTREAM OPERATIONS LP 428102AF4 Jul 2022 8,545,000 — $8.0M -0.2% 0.01% DBT
1167 ANHEUSER-BUSCH INBEV WORLDWIDE INC 035240AL4 Oct 2022 8,025,000 — $8.0M +0.9% 0.01% DBT
1168 NISSAN MOTOR ACCEPTANCE CORP 65480CAD7 Apr 2022 9,883,000 -1,147,000 $7.9M -11.4% 0.01% DBT
1169 NMG PARENT LLC 1841247D Oct 2022 61,091 — $7.9M -14.8% 0.01% EC
1170 ENERGY TRANSFER LP 29273RBG3 Oct 2022 8,000,000 — $7.9M +0.0% 0.01% DBT
1171 DT MIDSTREAM INC 23345MAA5 Apr 2022 8,935,000 — $7.9M +0.9% 0.01% DBT
1172 PRESTIGE BRANDS INC 74112BAL9 Oct 2022 8,162,000 — $7.9M +1.6% 0.01% DBT
1173 COMCAST CORP 20030NDS7 Jul 2022 11,570,000 — $7.9M -2.2% 0.01% DBT
1174 SEACO_20-1 37959PAA5 Oct 2022 8,687,585 -330,779 $7.9M -3.5% 0.01% ABS-O
1175 CLI FUNDING LLC CLIF_20-3 12563LAS6 Oct 2022 8,867,253 -376,440 $7.9M -4.0% 0.01% ABS-O
1176 JBS USA LUX SA 46590XAF3 Apr 2022 9,210,000 — $7.9M -0.2% 0.01% DBT
1177 CONSUMERS ENERGY COMPANY 210518DU7 — 7,850,000 New $7.9M — 0.01% DBT
1178 INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO 825252885 Oct 2022 7,887,386 +6,209,287 $7.9M +370.0% 0.01% EC
1179 PERU (REPUBLIC OF) 715638DQ2 Oct 2022 12,800,000 — $7.9M +1.3% 0.01% DBT
1180 BAT CAPITAL CORP 05526DBJ3 Oct 2022 8,308,000 — $7.9M +0.7% 0.01% DBT
1181 VERIZON COMMUNICATIONS INC 92343VGK4 Apr 2022 10,000,000 — $7.9M -2.3% 0.01% DBT
1182 CHS/COMMUNITY HEALTH SYSTEMS INC 12543DBH2 Oct 2022 8,870,000 — $7.9M +0.9% 0.01% DBT
1183 VENTURE GLOBAL CALCASIEU PASS LLC 92328MAE3 — 7,746,000 — $7.9M -0.5% 0.01% DBT
1184 SANDS CHINA LTD 80007RAK1 Apr 2022 8,325,000 — $7.8M -0.8% 0.01% DBT
1185 STATE STREET CORP 857477CA9 — 7,832,000 — $7.8M -0.9% 0.01% DBT
1186 BAT CAPITAL CORP 05526DAZ8 Oct 2022 8,000,000 — $7.8M +0.0% 0.01% DBT
1187 AADVANTAGE LOYALTY IP LTD 00253XAA9 Jul 2022 7,905,000 — $7.8M +0.2% 0.01% DBT
1188 VISA INC 92826CAD4 Oct 2022 8,000,000 — $7.8M -0.0% 0.01% DBT
1189 SEASONED CREDIT RISK TRANSFER SCRT_19-2 35563PKG3 Oct 2022 8,113,728 -255,280 $7.8M -3.6% 0.01% ABS-CBDO
1190 DEVON ENERGY CORP 25179MBF9 Apr 2022 8,091,000 -3,327,000 $7.8M -29.8% 0.01% DBT
1191 MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 91087BAM2 Oct 2022 9,162,000 — $7.8M +0.7% 0.01% DBT
1192 WYNN RESORTS FINANCE LLC 983133AC3 — 7,525,000 New $7.7M — 0.01% DBT
1193 MITSUBISHI UFJ FINANCIAL GROUP INC 606822CE2 Jul 2022 8,000,000 — $7.7M -0.0% 0.01% DBT
1194 ADAPTHEALTH LLC 00653VAE1 Apr 2022 9,290,000 -6,160,000 $7.7M -44.1% 0.01% DBT
1195 BAT INTERNATIONAL FINANCE PLC 05530QAP5 Jul 2022 8,000,000 — $7.7M +0.4% 0.01% DBT
1196 HYUNDAI CAPITAL AMERICA 44891ABV8 Apr 2022 8,000,000 — $7.6M +1.0% 0.01% DBT
1197 GOLDMAN SACHS GROUP INC 38141GWL4 Oct 2022 8,000,000 — $7.6M -0.2% 0.01% DBT
1198 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C18 46641JAW6 Oct 2022 7,735,000 — $7.6M -0.1% 0.01% ABS-CBDO
1199 UNITED RENTALS (NORTH AMERICA) INC 911363AM1 Oct 2022 8,600,000 — $7.6M -0.0% 0.01% DBT
1200 FRONTIER COMMUNICATIONS HOLDINGS LLC 35908MAB6 Apr 2022 9,875,000 — $7.6M -6.9% 0.01% DBT
1201 ELECTRICITE DE FRANCE SA 268317AP9 Oct 2022 8,250,000 — $7.5M +2.3% 0.01% DBT
1202 ABU DHABI (EMIRATE OF) 29135LAG5 Oct 2022 7,800,000 — $7.5M +0.2% 0.01% DBT
1203 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AH3 Apr 2022 9,000,000 — $7.5M +1.9% 0.01% DBT
1204 ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP 019576AC1 Apr 2022 9,565,000 — $7.5M -2.6% 0.01% DBT
1205 REDE DOR FINANCE SARL N/A Oct 2022 8,840,000 New $7.5M — 0.01% DBT
1206 BPCE SA 05578AAV0 Apr 2022 8,000,000 — $7.5M -0.0% 0.01% DBT
1207 EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2 30165XAF2 Apr 2022 8,065,000 — $7.5M +0.4% 0.01% ABS-O
1208 AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A 05377REQ3 Apr 2022 8,500,000 — $7.5M -2.3% 0.01% ABS-O
1209 TAKE-TWO INTERACTIVE SOFTWARE INC 874054AE9 Jul 2022 7,634,000 — $7.5M +0.1% 0.01% DBT
1210 OMERS FINANCE TRUST 682142AG9 Jul 2022 7,941,000 — $7.5M +0.9% 0.01% DBT
1211 BAT CAPITAL CORP 05526DBW4 Jul 2022 8,000,000 — $7.5M +1.1% 0.01% DBT
1212 KASIKORNBANK PCL (HONG KONG BRANCH) N/A Oct 2022 8,320,000 New $7.5M — 0.01% DBT
1213 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138X3EQ1 Oct 2022 7,815,934 -184,127 $7.5M -3.4% 0.01% ABS-MBS
1214 MASCO CORP 574599BS4 Apr 2022 8,605,000 — $7.5M +1.6% 0.01% DBT
1215 T-MOBILE USA INC 87264ABR5 Jul 2022 8,000,000 — $7.5M +0.4% 0.01% DBT
1216 HERTZ VEHICLE FINANCING III LLC HERTZ_22-2 42806MAN9 Apr 2022 8,300,000 — $7.4M +0.0% 0.01% ABS-O
1217 ABU DHABI (EMIRATE OF) 29135LAH3 Oct 2022 7,800,000 — $7.4M +1.8% 0.01% DBT
1218 HYUNDAI CAPITAL AMERICA 44891ABM8 Oct 2022 7,561,000 — $7.4M +0.8% 0.01% DBT
1219 FEDERAL HOME LOAN MORTGAGE CORP 3137FAWS3 Oct 2022 7,695,000 — $7.4M -0.3% 0.01% ABS-CBDO
1220 FORD MOTOR CREDIT COMPANY LLC 345397YT4 Oct 2022 8,215,000 — $7.4M -0.6% 0.01% DBT
1221 EQT CORP 26884LAG4 Oct 2022 6,985,000 -115,000 $7.4M -2.4% 0.01% DBT
1222 BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT 05609VAA3 Apr 2022 7,624,000 — $7.4M -1.0% 0.01% ABS-CBDO
1223 UNITED AIRLINES INC 90932LAG2 Apr 2022 7,700,000 — $7.4M +0.6% 0.01% DBT
1224 TORONTO DOMINION BANK (THE) 89114TZG0 Apr 2022 8,247,000 — $7.3M +0.3% 0.01% DBT
1225 LAMAR MEDIA CORP 513075BZ3 Apr 2022 8,515,000 — $7.3M +1.4% 0.01% DBT
1226 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAN1 Oct 2022 7,150,000 -19,730,000 $7.3M -73.2% 0.01% DBT
1227 ARES CLO LTD ARES_17-42A 04016LAQ0 Apr 2022 7,365,742 -2,305,712 $7.3M -23.8% 0.01% ABS-O
1228 VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 928668AR3 Oct 2022 7,365,000 — $7.3M +0.1% 0.01% DBT
1229 T-MOBILE USA INC 87264ACZ6 — 7,235,000 New $7.3M — 0.01% DBT
1230 NISSAN MOTOR ACCEPTANCE CORP 65480CAB1 Apr 2022 7,850,000 — $7.3M +0.3% 0.01% DBT
1231 BNP PARIBAS 09659W2L7 Oct 2022 7,800,000 — $7.3M +0.0% 0.01% DBT
1232 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X46W1 Oct 2022 7,490,517 -203,626 $7.3M -3.7% 0.01% ABS-MBS
1233 BHP BILLITON FINANCE (USA) LTD 055451BA5 — 7,083,000 New $7.3M — 0.01% DBT
1234 ASCENT RESOURCES UTICA HOLDINGS/ARU FINANCE CORP N/A Oct 2022 6,827,000 New $7.2M — 0.01% LON
1235 GINNIE MAE II POOL 21H040657 — 7,524,000 New $7.2M — 0.01% ABS-MBS
1236 TALEN ENERGY SUPPLY LLC N/A Oct 2022 5,478,632 New $7.2M — 0.01% DBT
1237 CHENIERE ENERGY PARTNERS LP 16411QAK7 Apr 2022 8,070,000 — $7.2M -0.3% 0.01% DBT
1238 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2 03066RAF2 Apr 2022 7,972,000 — $7.2M +0.9% 0.01% ABS-O
1239 ORACLE CORP 68389XCQ6 — 7,500,000 New $7.2M — 0.01% DBT
1240 TOWD POINT MORTGAGE TRUST TPMT_23-1 89181JAA0 — 7,625,282 -213,718 $7.2M -4.3% 0.01% ABS-CBDO
1241 ALLEGRO CLO I ALLEG_16-1A 01749TAN0 Apr 2022 7,218,373 -1,018,837 $7.2M -12.5% 0.01% ABS-O
1242 PUBLIC STORAGE 74460WAD9 Apr 2022 8,037,000 — $7.2M +0.9% 0.01% DBT
1243 UPC HOLDING BV 90320LAG2 Oct 2022 7,975,000 — $7.1M -1.9% 0.01% DBT
1244 MPLX LP 55336VBQ2 Oct 2022 8,351,000 — $7.1M +0.1% 0.01% DBT
1245 UNITED STATES TREASURY 912810EQ7 Oct 2022 7,100,000 — $7.1M -0.3% 0.01% DBT
1246 PUBLIC STORAGE 74460DAH2 Apr 2022 8,107,000 — $7.1M +0.1% 0.01% DBT
1247 PHILIP MORRIS INTERNATIONAL INC 718172CV9 — 6,947,000 — $7.1M +0.2% 0.01% DBT
1248 BANGKOK BANK PCL/HONG KONG N/A Oct 2022 8,245,000 New $7.1M — 0.01% DBT
1249 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CJ6 Apr 2022 7,500,000 — $7.1M -0.1% 0.01% DBT
1250 JBS USA LUX SA 46590XAD8 Apr 2022 9,000,000 — $7.1M -1.0% 0.01% DBT
1251 AVIENT CORP 05368VAA4 Jul 2022 6,900,000 — $7.1M +1.4% 0.01% DBT
1252 CITIGROUP INC 172967MQ1 Oct 2022 7,300,000 — $7.0M +0.3% 0.01% DBT
1253 SLAM LTD SLAM_21-1 78449AAA0 Apr 2022 7,966,829 -140,369 $7.0M -0.9% 0.01% ABS-O
1254 HERTZ VEHICLE FINANCING III LLC HERTZ_22-5 42806MBJ7 Jul 2022 7,264,000 — $6.9M +0.1% 0.01% ABS-O
1255 EDISON INTERNATIONAL 281020AN7 Oct 2022 6,745,000 — $6.9M +0.1% 0.01% DBT
1256 BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1 09229CAA7 Apr 2022 7,858,323 -227,792 $6.9M +0.5% 0.01% ABS-O
1257 CORPORATE OFFICE PROPERTIES LP 22003BAM8 Apr 2022 9,064,000 +1,845,000 $6.9M +22.2% 0.01% DBT
1258 MERLIN ENTERTAINMENTS PLC 59010QAB2 Oct 2022 7,210,000 — $6.9M -0.2% 0.01% DBT
1259 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXK84 Oct 2022 7,276,949 -219,636 $6.9M -3.8% 0.01% ABS-MBS
1260 MARRIOTT OWNERSHIP RESORTS INC 57164PAH9 Apr 2022 7,825,000 +5,230,000 $6.8M +202.3% 0.01% DBT
1261 PRESTIGE BRANDS INC 74112BAM7 Apr 2022 8,045,000 — $6.8M -0.2% 0.01% DBT
1262 AMGEN INC 031162DT4 — 6,581,000 New $6.8M — 0.01% DBT
1263 DORMITORY AUTHORITY OF STATE OF NEW YORK 64990FD76 Apr 2022 7,675,000 — $6.8M -0.2% 0.01% DBT
1264 GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND 38141W273 Oct 2022 6,800,000 +700,000 $6.8M +11.5% 0.01% EC
1265 TRIVIUM PACKAGING FINANCE BV 89686QAA4 Oct 2022 6,997,000 — $6.8M +1.1% 0.01% DBT
1266 HYUNDAI CAPITAL AMERICA 44891ABW6 Apr 2022 7,628,000 — $6.8M +0.1% 0.01% DBT
1267 PACIFIC GAS AND ELECTRIC CO 694308JY4 — 6,950,000 — $6.8M +0.3% 0.01% DBT
1268 HYUNDAI CAPITAL AMERICA 44891ABT3 Oct 2022 7,931,000 — $6.8M +0.8% 0.01% DBT
1269 BROADCOM CORPORATION 11134LAH2 Oct 2022 6,974,000 — $6.8M +0.8% 0.01% DBT
1270 NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C 63942JAA5 Apr 2022 7,740,425 -344,575 $6.8M -4.6% 0.01% ABS-O
1271 MICROSOFT CORP 594918BX1 Oct 2022 6,865,000 — $6.8M +0.3% 0.01% DBT
1272 CNX MIDSTREAM PARTNERS LP 12654AAA9 Apr 2022 8,065,000 — $6.8M -1.1% 0.01% DBT
1273 LABL INC 50168AAA8 Oct 2022 7,095,000 — $6.8M -0.1% 0.01% DBT
1274 CME GROUP INC 12572QAJ4 Oct 2022 6,875,000 — $6.7M -0.1% 0.01% DBT
1275 OMERS FINANCE TRUST 682142AH7 Jul 2022 7,941,000 — $6.7M -1.6% 0.01% DBT
1276 BROOKFIELD CORP BN — 207,530 — $6.7M -12.7% 0.01% EC
1277 HCA INC 404121AH8 Oct 2022 6,680,000 -3,000,000 $6.7M -30.9% 0.01% DBT
1278 PANAMA REPUBLIC OF (GOVERNMENT) 698299BR4 Apr 2022 7,940,000 — $6.7M +1.3% 0.01% DBT
1279 FEDERAL HOME LOAN MORTGAGE CORP 3133B42W4 — 7,225,169 -135,285 $6.7M -2.8% 0.01% ABS-MBS
1280 LLOYDS BANKING GROUP PLC 539439AM1 Oct 2022 7,000,000 — $6.7M -1.9% 0.01% DBT
1281 EQUINOR ASA 29446MAE2 Apr 2022 7,000,000 — $6.7M -0.2% 0.01% DBT
1282 CAIXABANK SA 12803RAA2 — 6,575,000 — $6.7M -0.2% 0.01% DBT
1283 AMERIGAS PARTNERS LP 030981AK0 Oct 2022 6,850,000 — $6.7M +0.1% 0.01% DBT
1284 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CF4 — 8,825,000 New $6.6M — 0.01% DBT
1285 PERU (REPUBLIC OF) 715638DP4 Oct 2022 8,550,000 — $6.6M +3.4% 0.01% DBT
1286 UNITED RENTALS (NORTH AMERICA) INC 911365BL7 Oct 2022 6,840,000 — $6.6M -0.0% 0.01% DBT
1287 UNITEDHEALTH GROUP INC 91324PEE8 Apr 2022 8,325,000 — $6.6M -0.6% 0.01% DBT
1288 ABBVIE INC 00287YCY3 Oct 2022 6,750,000 — $6.6M -0.2% 0.01% DBT
1289 WESCO DISTRIBUTION INC 95081QAP9 Oct 2022 6,435,000 — $6.6M +0.2% 0.01% DBT
1290 PACIFIC GAS AND ELECTRIC CO 694308JW8 Apr 2022 7,415,000 — $6.6M -0.5% 0.01% DBT
1291 MORGAN STANLEY 61747YEZ4 — 6,575,000 — $6.6M -0.1% 0.01% DBT
1292 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AG5 Apr 2022 7,500,000 — $6.6M +0.4% 0.01% DBT
1293 WESTPAC BANKING CORP 961214EM1 Oct 2022 7,000,000 — $6.6M +0.5% 0.01% DBT
1294 FLAGSHIP CREDIT AUTO TRUST FCAT_22-4 33843XAB5 — 6,544,000 — $6.6M -0.5% 0.01% ABS-O
1295 NEWARK BSL CLO NBCLO_17-1A 65023PAN0 Apr 2022 6,616,988 -252,739 $6.5M -4.0% 0.01% ABS-O
1296 SELVAAG BOLIG ASA SBO Oct 2022 1,912,218 New $6.5M — 0.01% EC
1297 MASTERCARD INC 57636QAW4 — 6,292,000 New $6.5M — 0.01% DBT
1298 UBS GROUP AG 902613AK4 — 8,200,000 New $6.5M — 0.01% DBT
1299 BROOKFIELD PROPERTY REIT INC 11284DAC9 Jul 2022 7,860,000 — $6.5M -5.8% 0.01% DBT
1300 NEIMAN MARCUS GROUP LTD LLC 62929RAC2 Apr 2022 6,970,000 — $6.5M -2.7% 0.01% DBT
1301 MEDTRONIC GLOBAL HOLDINGS SCA 58507LBB4 — 6,455,000 New $6.5M — 0.01% DBT
1302 WELLS FARGO & CO 95000U2R3 Oct 2022 6,500,000 — $6.5M +0.8% 0.01% DBT
1303 MARATHON CLO LTD MCLO_17-9A 56577PAL3 Oct 2022 6,521,631 -1,065,269 $6.5M -14.0% 0.01% ABS-O
1304 FEDERAL HOME LOAN MORTGAGE CORP 3133BC6R3 — 6,950,109 New $6.5M — 0.01% ABS-MBS
1305 SEASONED CREDIT RISK TRANSFER SCRT_17-2 35563PBC2 Oct 2022 6,855,640 -124,512 $6.5M -1.9% 0.01% ABS-CBDO
1306 CONSOLIDATED EDISON COMPANY OF NEW YORK INC 209111GB3 Apr 2022 8,390,000 — $6.4M -1.5% 0.01% DBT
1307 ELEVANCE HEALTH INC 28622HAA9 — 6,445,000 — $6.4M -0.2% 0.01% DBT
1308 LINDBLAD EXPEDITIONS LLC 53523LAA8 Apr 2022 6,830,000 — $6.4M -4.2% 0.01% DBT
1309 FINANCE OF AMERICA STRUCTURED FASST_19-JR2 31739GAA5 Oct 2022 6,152,431 -80,882 $6.4M -3.7% 0.01% ABS-CBDO
1310 STELLANTIS FINANCE US INC 85855CAA8 Apr 2022 7,175,000 — $6.4M +1.4% 0.01% DBT
1311 BOYD GAMING CORP 103304BV2 Apr 2022 7,005,000 — $6.4M +1.7% 0.01% DBT
1312 COREBRIDGE FINANCIAL INC 21871XAG4 Jul 2022 7,289,000 — $6.4M -3.4% 0.01% DBT
1313 SEASONED CREDIT RISK TRANSFER SCRT_17-2 35563PBF5 Oct 2022 6,764,998 -148,173 $6.4M -2.3% 0.01% ABS-CBDO
1314 JPMORGAN CHASE & CO 46647PBW5 — 7,100,000 New $6.4M — 0.01% DBT
1315 CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1 12567UAB9 Apr 2022 7,294,302 -95,732 $6.3M -1.4% 0.01% ABS-O
1316 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2 96042RAE8 Apr 2022 6,654,000 — $6.3M +0.6% 0.01% ABS-O
1317 PENSKE AUTOMOTIVE GROUP INC 70959WAK9 Apr 2022 7,275,000 — $6.3M +2.8% 0.01% DBT
1318 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CT4 — 6,750,000 New $6.3M — 0.01% DBT
1319 AT&T INC 00206RKG6 Oct 2022 7,175,000 — $6.3M +0.0% 0.01% DBT
1320 SENSATA TECHNOLOGIES INC 81728UAB0 Oct 2022 7,225,000 — $6.3M +2.3% 0.01% DBT
1321 BPCE SA 05583JAH5 Oct 2022 6,925,000 — $6.3M +0.6% 0.01% DBT
1322 ENERGY TRANSFER LP 29278NAR4 Oct 2022 7,353,000 — $6.3M -2.8% 0.01% DBT
1323 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-3 96042QAL4 Oct 2022 6,549,000 — $6.3M +0.2% 0.01% ABS-O
1324 UNIFORM MBS 01F052664 — 6,200,000 New $6.3M — 0.01% ABS-MBS
1325 HOME DEPOT INC 437076CJ9 Apr 2022 7,500,000 — $6.2M +0.4% 0.01% DBT
1326 MISSISSIPPI POWER COMPANY 605417CB8 Oct 2022 6,437,000 — $6.2M +0.3% 0.01% DBT
1327 MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC 55316VAA2 Apr 2022 6,365,000 — $6.2M -0.6% 0.01% ABS-CBDO
1328 SUNOCO LP 86765LAZ0 Jul 2022 6,950,000 — $6.2M +0.2% 0.01% DBT
1329 BPCE SA 05583JAJ1 Oct 2022 7,925,000 +250,000 $6.2M +2.3% 0.01% DBT
1330 MORGAN STANLEY 61747YEV3 — 5,896,000 +1,196,000 $6.2M +24.7% 0.01% DBT
1331 GENERAL DYNAMICS CORP 369550BM9 Apr 2022 6,433,000 — $6.2M -0.4% 0.01% DBT
1332 FREDDIE MAC - SCRT SCRT_17-3 35563PBY4 Oct 2022 6,509,148 -130,845 $6.2M -2.2% 0.01% ABS-CBDO
1333 TRITON INTERNAL FINANCE TIF_20-1 872480AA6 Oct 2022 6,958,750 -175,800 $6.2M -2.4% 0.01% ABS-O
1334 STELLAR JAY US LLC STELLAR_21-1 858558AA7 Apr 2022 7,607,240 -310,795 $6.2M -8.7% 0.01% ABS-O
1335 ALTERA INFRASTRUCTURE LP (NEW) N/A Oct 2022 73,434 New $6.2M — 0.01% EC
1336 ASCENT RESOURCES UTICA HOLDINGS LLC 04364VAR4 Oct 2022 6,340,000 — $6.2M -0.9% 0.01% DBT
1337 RAYTHEON TECHNOLOGIES CORP 75513ECM1 Apr 2022 7,500,000 — $6.1M +0.5% 0.01% DBT
1338 VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 928668BE1 Oct 2022 6,326,000 — $6.1M +0.6% 0.01% DBT
1339 ALCOA NEDERLAND HOLDING BV 013822AG6 Apr 2022 6,725,000 — $6.1M -2.0% 0.01% DBT
1340 FINANCE OF AMERICA STRUCTURED FASST_19-JR1 31739FAB5 Oct 2022 5,640,728 -85,999 $6.1M -1.3% 0.01% ABS-CBDO
1341 ALLEGRO CLO I LTD ALLEG_17-1A 01748RAL9 Apr 2022 6,196,725 -227,020 $6.1M -3.7% 0.01% ABS-O
1342 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QB4S4 Oct 2022 6,270,476 -123,713 $6.1M -3.2% 0.01% ABS-MBS
1343 TOTALENERGIES CAPITAL INTERNATIONAL SA 89153VAV1 Oct 2022 8,100,000 — $6.1M -2.1% 0.01% DBT
1344 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 31335B4S2 Oct 2022 6,602,695 -178,649 $6.1M -4.1% 0.01% ABS-MBS
1345 PROLOGIS LP 74340XCE9 — 6,040,000 New $6.1M — 0.01% DBT
1346 UNITED STATES TREASURY 91282CAQ4 Apr 2022 6,260,976 +65,124 $6.1M +1.8% 0.01% DBT
1347 BANK OF AMERICA CORP 06051GKK4 Jul 2022 7,135,000 — $6.0M -1.0% 0.01% DBT
1348 BOEING CO 097023CJ2 Oct 2022 7,000,000 -2,000,000 $6.0M -22.0% 0.01% DBT
1349 ALTRIA GROUP INC 02209SBM4 Apr 2022 8,500,000 — $6.0M +0.5% 0.01% DBT
1350 UBS GROUP AG 902613AH1 Apr 2022 6,925,000 — $6.0M -1.3% 0.01% DBT
1351 WESCO DISTRIBUTION INC 95081QAN4 Oct 2022 5,905,000 — $6.0M +0.1% 0.01% DBT
1352 FLAGSTAR MORTGAGE TRUST FSMT_21-11INV 33851TAD9 Apr 2022 7,276,152 -102,866 $6.0M -2.8% 0.01% ABS-CBDO
1353 SEASONED CREDIT RISK TRANSFER SCRT_17-1 35563PAP4 Oct 2022 6,367,203 -119,329 $6.0M -2.0% 0.01% ABS-CBDO
1354 TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1 88315LAE8 Apr 2022 6,486,253 -265,682 $6.0M -4.0% 0.01% ABS-O
1355 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2 80286XAE4 Apr 2022 6,091,987 -1,611,013 $6.0M -20.5% 0.00% ABS-O
1356 MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3 58552FAA4 Apr 2022 6,060,000 — $6.0M +1.8% 0.00% ABS-CBDO
1357 LLOYDS BANKING GROUP PLC 539439AS8 Oct 2022 6,000,000 — $6.0M +0.0% 0.00% DBT
1358 VODAFONE GROUP PLC 92857WBU3 Oct 2022 7,275,000 — $6.0M -1.3% 0.00% DBT
1359 TORONTO DOMINION BANK (THE) 89114QCK2 Oct 2022 6,575,000 — $6.0M +0.2% 0.00% DBT
1360 HANESBRANDS INC 410345AQ5 — 5,811,000 New $6.0M — 0.00% DBT
1361 STATE STREET CORP 857477BV4 — 6,265,000 — $5.9M -0.6% 0.00% DBT
1362 WMG ACQUISITION CORP 92933BAR5 Apr 2022 7,235,000 — $5.9M -1.3% 0.00% DBT
1363 CELANESE US HOLDINGS LLC 15089QAP9 Jul 2022 5,829,000 — $5.9M +0.7% 0.00% DBT
1364 EQUINOR ASA 29446MAC6 Oct 2022 7,583,000 — $5.9M -1.1% 0.00% DBT
1365 ISRAEL ELECTRIC CORP LTD 465077AE5 Oct 2022 4,905,000 — $5.9M +1.2% 0.00% DBT
1366 BAYER US FINANCE II LLC 07274NAJ2 Oct 2022 6,000,000 -8,109,000 $5.9M -57.6% 0.00% DBT
1367 BNP PARIBAS 09659W2N3 Oct 2022 6,517,000 -5,608,000 $5.9M -46.0% 0.00% DBT
1368 KANTAR GROUP LTD N/A Oct 2022 6,284,300 New $5.9M — 0.00% LON
1369 GENERAL MOTORS FINANCIAL CO INC 37045XDV5 Jul 2022 6,300,000 — $5.9M -0.3% 0.00% DBT
1370 T-MOBILE USA INC 87264ABU8 Apr 2022 6,250,000 — $5.9M +1.0% 0.00% DBT
1371 ENTERGY CORP 29364GAL7 Oct 2022 6,650,000 — $5.9M +0.9% 0.00% DBT
1372 MONEYGRAM INTERNATIONAL INC 60935YAA7 Apr 2022 5,870,000 — $5.8M -2.1% 0.00% DBT
1373 ESSEX PORTFOLIO LP 29717PAN7 Oct 2022 5,900,000 — $5.8M +0.3% 0.00% DBT
1374 TOTALENERGIES CAPITAL INTERNATIONAL SA 89153VAX7 Oct 2022 7,401,000 — $5.8M -1.6% 0.00% DBT
1375 VALERO ENERGY CORP 91913YAW0 Oct 2022 6,000,000 — $5.8M +0.2% 0.00% DBT
1376 OWL ROCK CAPITAL CORP 69121KAE4 Oct 2022 6,475,000 — $5.8M -0.8% 0.00% DBT
1377 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 31335ATQ1 Oct 2022 5,947,811 -208,513 $5.8M -4.5% 0.00% ABS-MBS
1378 GARTNER INC 366651AG2 Jul 2022 6,543,000 — $5.8M -1.5% 0.00% DBT
1379 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K733 3137FJXQ7 Oct 2022 5,898,160 -14,451 $5.8M -0.4% 0.00% ABS-CBDO
1380 7-ELEVEN INC 817826AD2 Oct 2022 6,710,000 — $5.8M +1.4% 0.00% DBT
1381 ABU DHABI NATIONAL ENERGY CO PJSC 00388WAF8 Oct 2022 5,800,000 — $5.8M +0.3% 0.00% DBT
1382 TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2 88315LAG3 Oct 2022 6,416,894 -202,962 $5.7M -3.2% 0.00% ABS-O
1383 SPIRIT AEROSYSTEMS INC 85205TAL4 — 5,775,000 New $5.7M — 0.00% DBT
1384 DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1 262108AF0 Apr 2022 6,079,000 — $5.7M +0.1% 0.00% ABS-O
1385 PUBLIC STORAGE 74460WAE7 Apr 2022 6,742,000 — $5.7M -0.3% 0.00% DBT
1386 TRITON CONTAINER INTERNATIONAL LTD 89680YAC9 Apr 2022 7,222,000 — $5.7M -1.4% 0.00% DBT
1387 CITIGROUP INC 17327CAN3 Apr 2022 6,069,000 — $5.7M +0.4% 0.00% DBT
1388 STRATUS CLO LTD STRAS_22-3 86317EAC0 — 5,706,000 — $5.7M +0.5% 0.00% ABS-O
1389 WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C37 95000PAE4 Oct 2022 6,015,000 — $5.7M -1.0% 0.00% ABS-CBDO
1390 BENCHMARK MORTGAGE TRUST BMARK_18-B8 08162UAW0 Oct 2022 5,996,000 — $5.7M -1.8% 0.00% ABS-CBDO
1391 T-MOBILE USA INC 87264ACQ6 Jul 2022 6,775,000 — $5.7M -0.2% 0.00% DBT
1392 ANGLO AMERICAN CAPITAL PLC 034863AZ3 Apr 2022 6,553,000 — $5.7M -0.4% 0.00% DBT
1393 FEDERAL HOME LOAN MORTGAGE CORP 3132DVMA0 — 6,245,481 -116,949 $5.7M -3.2% 0.00% ABS-MBS
1394 SCRIPPS ESCROW II INC 81105DAA3 Oct 2022 7,300,000 — $5.7M -7.0% 0.00% DBT
1395 MORGAN STANLEY 6174468U6 — 7,153,000 New $5.7M — 0.00% DBT
1396 GOLDMAN SACHS GROUP INC 38141GYC2 Apr 2022 7,500,000 — $5.6M -4.1% 0.00% DBT
1397 ROCKET MORTGAGE LLC 74841CAA9 Oct 2022 6,645,000 — $5.6M +0.2% 0.00% DBT
1398 BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-R1 10568PAA5 Apr 2022 6,197,897 -40,631 $5.6M -1.0% 0.00% ABS-CBDO
1399 JPMORGAN CHASE & CO 46647PCE4 Apr 2022 7,500,000 — $5.6M -1.6% 0.00% DBT
1400 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140Q75Q6 Oct 2022 5,942,371 -60,862 $5.6M -2.5% 0.00% ABS-MBS
1401 FLAGSTAR MORTGAGE TRUST FSMT_21-51NV 33851PAB1 Apr 2022 6,784,750 -80,558 $5.6M -2.7% 0.00% ABS-CBDO
1402 EDISON INTERNATIONAL 281020AM9 Oct 2022 5,866,000 — $5.6M +0.5% 0.00% DBT
1403 AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3 025286AC9 Apr 2022 5,737,457 -1,003,543 $5.6M -14.6% 0.00% ABS-O
1404 BANK_18-BN12 06541KBA5 Oct 2022 5,772,000 — $5.6M -1.0% 0.00% ABS-CBDO
1405 TENET HEALTHCARE CORP 88033GCS7 Oct 2022 5,642,000 — $5.6M +0.5% 0.00% DBT
1406 US BANCORP 91159HHN3 Oct 2022 6,000,000 — $5.6M -0.9% 0.00% DBT
1407 GS MORTGAGE SECURITIES TRUST GSMS_20-GC47 36258RBA0 Oct 2022 6,571,000 — $5.6M -1.9% 0.00% ABS-MBS
1408 FORD CREDIT AUTO OWNER TRUST FORDR_19-1 34532PAA8 Oct 2022 5,634,000 — $5.6M +0.1% 0.00% ABS-O
1409 HOME PARTNERS OF AMERICA TRUST HPA_21-2 43732VAT3 Apr 2022 6,227,237 -216,639 $5.6M -3.7% 0.00% ABS-CBDO
1410 ICAHN ENTERPRISES LP 451102BZ9 Oct 2022 5,855,000 — $5.5M +1.2% 0.00% DBT
1411 HSBC HOLDINGS PLC 404280BT5 Oct 2022 5,750,000 — $5.5M -0.9% 0.00% DBT
1412 VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 928668BL5 Oct 2022 6,021,000 — $5.5M +1.2% 0.00% DBT
1413 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AN0 — 5,483,000 — $5.5M -0.2% 0.00% DBT
1414 ASCENSUS INC 03836BAE9 — 6,070,000 New $5.5M — 0.00% LON
1415 CITIGROUP INC 172967NG2 Jul 2022 5,855,000 — $5.5M +0.6% 0.00% DBT
1416 OCCIDENTAL PETROLEUM CORP 674599DL6 Oct 2022 5,125,000 — $5.5M +0.2% 0.00% DBT
1417 PACIFIC GAS AND ELECTRIC CO 694308KJ5 — 5,375,000 -775,000 $5.5M -13.7% 0.00% DBT
1418 GOLDMAN SACHS GROUP INC 38141GYB4 Apr 2022 6,523,000 — $5.4M -0.1% 0.00% DBT
1419 FLAGSTAR MORTGAGE TRUST FSMT_21-8INV 33852HAB8 Apr 2022 6,582,294 -86,577 $5.4M -2.8% 0.00% ABS-CBDO
1420 TRIVIUM PACKAGING FINANCE BV 89686QAB2 Oct 2022 5,615,000 — $5.4M +0.4% 0.00% DBT
1421 BNP PARIBAS 09659W2R4 Apr 2022 6,375,000 — $5.4M +0.2% 0.00% DBT
1422 AMAZON.COM INC 023135BU9 Oct 2022 8,300,000 — $5.4M -0.5% 0.00% DBT
1423 METROPOLITAN LIFE GLOBAL FUNDING I 59217GFP9 — 5,334,000 New $5.4M — 0.00% DBT
1424 DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1 262108AE3 Apr 2022 5,520,061 -2,001,512 $5.4M -26.5% 0.00% ABS-O
1425 OCP CLO LTD OCP_18-15A 67112KAA7 — 5,450,000 New $5.4M — 0.00% ABS-O
1426 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X42A3 Oct 2022 5,583,170 -30,765 $5.4M -1.8% 0.00% ABS-MBS
1427 WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-SG1 94989QAV2 Oct 2022 5,605,089 — $5.4M -0.2% 0.00% ABS-CBDO
1428 EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2 30165XAE5 Apr 2022 5,523,705 -55,295 $5.4M -0.1% 0.00% ABS-O
1429 SUBURBAN PROPANE PARTNERS LP 864486AL9 Apr 2022 6,125,000 — $5.4M +0.6% 0.00% DBT
1430 STARWOOD PROPERTY TRUST INC 85571BAS4 Oct 2022 5,400,000 — $5.4M -0.1% 0.00% DBT
1431 ALEXANDRIA REAL ESTATE EQ INC 015271AV1 Oct 2022 7,073,000 — $5.4M -2.1% 0.00% DBT
1432 PRUDENTIAL FINANCIAL INC 74432QCE3 Oct 2022 6,205,000 — $5.3M -5.4% 0.00% DBT
1433 LIVE NATION ENTERTAINMENT INC 538034AX7 Oct 2022 5,950,000 — $5.3M +0.6% 0.00% DBT
1434 ELI LILLY AND CO 532457CF3 — 5,110,000 New $5.3M — 0.00% DBT
1435 STONEPEAK 2021-1 ABS SALTT_21-1A 78433XAA8 Apr 2022 5,767,085 -294,525 $5.3M -2.9% 0.00% ABS-O
1436 LLOYDS BANKING GROUP PLC 539439AV1 Oct 2022 5,600,000 — $5.3M +0.3% 0.00% DBT
1437 SCENTRE GROUP TRUST 1 806213AB0 Oct 2022 5,455,000 — $5.3M +0.5% 0.00% DBT
1438 MPT OPERATING PARTNERSHIP LP 55342UAH7 Oct 2022 6,300,000 — $5.3M -0.9% 0.00% DBT
1439 EQT CORP 26884LAL3 Oct 2022 5,500,000 -985,000 $5.3M -16.2% 0.00% DBT
1440 BAUSCH HEALTH AMERICAS INC 91911XAV6 Oct 2022 6,535,000 -1,690,000 $5.3M -14.0% 0.00% DBT
1441 ANTERO RESOURCES CORP 03674XAQ9 Oct 2022 5,135,000 — $5.3M +0.1% 0.00% DBT
1442 GENERAL MOTORS CO 37045VAK6 Oct 2022 5,110,000 — $5.3M -1.7% 0.00% DBT
1443 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AD2 Apr 2022 5,525,000 — $5.2M +0.9% 0.00% DBT
1444 FLAGSTAR MORTGAGE TRUST FSMT_21-6INV 33851GAD7 Apr 2022 6,333,488 -89,006 $5.2M -2.9% 0.00% ABS-CBDO
1445 GOLDENTREE LOAN OPPORTUNITIES XI LTD GLD11_15-11A 38137HBU1 — 5,250,000 New $5.2M — 0.00% ABS-O
1446 AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2 05377RDY7 Oct 2022 5,663,000 — $5.2M +0.7% 0.00% ABS-O
1447 RAYTHEON TECHNOLOGIES CORP 913017DD8 Oct 2022 5,290,000 — $5.2M -0.0% 0.00% DBT
1448 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140Q8WC5 Oct 2022 5,358,522 -129,469 $5.2M -3.7% 0.00% ABS-MBS
1449 SUN COMMUNITIES OPERATING LP 866677AF4 Apr 2022 6,066,000 — $5.2M -0.6% 0.00% DBT
1450 VERIZON COMMUNICATIONS INC 92343VGJ7 Apr 2022 6,100,000 — $5.2M -0.3% 0.00% DBT
1451 EQUINOR ASA 29446MAB8 Oct 2022 5,265,000 — $5.2M +0.9% 0.00% DBT
1452 MCDONALDS CORP 58013MFS8 — 5,090,000 — $5.2M +0.6% 0.00% DBT
1453 UNITEDHEALTH GROUP INC 91324PEC2 Apr 2022 5,633,000 — $5.2M +1.2% 0.00% DBT
1454 FEDERAL HOME LOAN MORTGAGE CORP 3132DVLZ6 — 5,641,705 New $5.1M — 0.00% ABS-MBS
1455 BROADCOM INC 11135FBT7 Jul 2022 5,623,000 — $5.1M +0.1% 0.00% DBT
1456 MIZUHO FINANCIAL GROUP INC 60687YBJ7 Oct 2022 5,200,000 — $5.1M +1.2% 0.00% DBT
1457 AERCAP IRELAND CAPITAL DAC 00774MAZ8 Apr 2022 6,777,000 — $5.1M -3.7% 0.00% DBT
1458 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXTE2 — 5,755,574 -106,822 $5.1M -2.9% 0.00% ABS-MBS
1459 WARNERMEDIA HOLDINGS INC 55903VAJ2 Jul 2022 5,500,000 — $5.1M +0.8% 0.00% DBT
1460 PEPSICO INC 713448FG8 Apr 2022 6,891,000 — $5.1M -0.8% 0.00% DBT
1461 CAESARS RESORT COLLECTION LLC 12770RAA1 Oct 2022 5,020,000 — $5.1M +0.8% 0.00% DBT
1462 UNITED STATES TREASURY 91282CCZ2 Apr 2022 5,558,000 — $5.1M +1.0% 0.00% DBT
1463 BRITISH TELECOMMUNICATIONS PLC 111021AE1 Oct 2022 4,011,000 — $5.1M -0.2% 0.00% DBT
1464 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2 96042RAD0 Apr 2022 5,157,000 — $5.0M +1.0% 0.00% ABS-O
1465 STONEPEAK 2021-1 ABS SALTT_21-1A 78433XAB6 Apr 2022 5,605,043 -445,413 $5.0M -4.8% 0.00% ABS-O
1466 BANK OF AMERICA CORP 06051GHD4 Oct 2022 5,400,000 — $5.0M -0.7% 0.00% DBT
1467 TRANSCANADA PIPELINES LTD 89352HBA6 Oct 2022 5,254,000 — $5.0M +0.1% 0.00% DBT
1468 ASTRAZENECA FINANCE LLC 04636NAE3 Apr 2022 5,612,000 — $5.0M +1.3% 0.00% DBT
1469 CITIGROUP INC 172967NU1 — 5,108,000 New $5.0M — 0.00% DBT
1470 SYNCHRONY FINANCIAL 87165BAN3 Oct 2022 5,095,000 — $5.0M -1.0% 0.00% DBT
1471 CF HIPPOLYTA ISSUER LLC SORT_20-1 12530MAB1 Oct 2022 5,843,091 -27,186 $5.0M -0.5% 0.00% ABS-O
1472 TRAVEL + LEISURE CO 98310WAQ1 Apr 2022 5,750,000 — $5.0M +1.4% 0.00% DBT
1473 AIR LEASE CORP 00914AAQ5 Apr 2022 5,900,000 — $5.0M -1.6% 0.00% DBT
1474 PACIFIC GAS AND ELECTRIC CO 694308JT5 Apr 2022 5,850,000 — $5.0M -0.4% 0.00% DBT
1475 T-MOBILE USA INC 87264ABS3 — 5,585,000 — $4.9M +1.0% 0.00% DBT
1476 GINNIE MAE II POOL 3617BKKQ3 Oct 2022 5,087,656 -109,749 $4.9M -3.2% 0.00% ABS-MBS
1477 IMPERIAL BRANDS FINANCE PLC 45262BAF0 Jul 2022 4,745,000 — $4.9M +0.6% 0.00% DBT
1478 SOUTHERN CALIFORNIA EDISON CO 842400HM8 Apr 2022 5,656,000 — $4.9M -0.3% 0.00% DBT
1479 MOROCCO (KINGDOM OF) 617726AL8 Oct 2022 6,000,000 — $4.9M +1.2% 0.00% DBT
1480 MGIC INVESTMENT CORP 552848AG8 Oct 2022 5,075,000 — $4.9M +1.3% 0.00% DBT
1481 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3 80287EAE5 Apr 2022 4,974,000 — $4.9M +0.6% 0.00% ABS-O
1482 ILLINOIS (STATE OF) 452152FA4 Oct 2022 4,500,000 — $4.8M +2.5% 0.00% DBT
1483 BANK OF AMERICA CORP 06051GKA6 Apr 2022 5,990,000 — $4.8M -0.9% 0.00% DBT
1484 TARGA RESOURCES PARTNERS LP 87612BBL5 Oct 2022 4,740,000 — $4.8M -0.4% 0.00% DBT
1485 PARKLAND CORP 70137WAL2 Apr 2022 5,545,000 — $4.8M +1.2% 0.00% DBT
1486 PETROLEOS MEXICANOS 71654QDB5 — 5,378,000 — $4.8M -4.7% 0.00% DBT
1487 PGE WILDFIRE RECOVERY FUNDING LLC PCG_22-A 693342AB3 Jul 2022 4,926,000 — $4.8M +1.2% 0.00% ABS-O
1488 ROYAL CARIBBEAN CRUISES LTD 780153BG6 — 5,450,000 New $4.8M — 0.00% DBT
1489 CF HIPPOLYTA ISSUER LLC SORT_20-1 12530MAC9 Oct 2022 5,326,555 -18,089 $4.8M +0.9% 0.00% ABS-O
1490 SOUTHERN CALIFORNIA EDISON CO 842400HB2 Jul 2022 5,000,000 — $4.8M +0.6% 0.00% DBT
1491 ALTRIA GROUP INC 02209SBN2 Apr 2022 7,153,000 -8,007,000 $4.8M -52.6% 0.00% DBT
1492 ONEMAIN FINANCE CORP 682691AC4 Jul 2022 5,974,000 — $4.8M -4.5% 0.00% DBT
1493 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132FCEB7 Oct 2022 5,238,810 -150,081 $4.8M -4.9% 0.00% ABS-MBS
1494 BWX TECHNOLOGIES INC 05605HAB6 Oct 2022 5,190,000 — $4.8M +1.8% 0.00% DBT
1495 GENERAL MOTORS FINANCIAL CO INC 37045XBK1 Oct 2022 4,775,000 — $4.8M +0.3% 0.00% DBT
1496 PIONEER NATURAL RESOURCES CO 723787AR8 Oct 2022 5,684,000 — $4.8M +1.1% 0.00% DBT
1497 DANSKE BANK AS 23636ABC4 Jul 2022 5,000,000 — $4.8M -1.5% 0.00% DBT
1498 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128M74W3 Oct 2022 4,707,996 -180,019 $4.7M -4.9% 0.00% ABS-MBS
1499 VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 928668BA9 Oct 2022 4,870,000 — $4.7M +0.6% 0.00% DBT
1500 UNITED STATES TREASURY 9128287D6 Oct 2022 4,998,425 +51,978 $4.7M +1.8% 0.00% DBT
1501 FISERV INC 337738BC1 Oct 2022 5,402,000 — $4.7M -0.1% 0.00% DBT
1502 CLARIOS GLOBAL LP 69867DAA6 Oct 2022 4,725,000 — $4.7M +0.2% 0.00% DBT
1503 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5 80287HAB4 — 4,703,739 -3,697,319 $4.7M -43.9% 0.00% ABS-O
1504 LAMAR MEDIA CORP 513075BR1 Oct 2022 5,094,000 — $4.7M +1.3% 0.00% DBT
1505 AMERICAN INTERNATIONAL GROUP INC 026874DS3 — 4,665,000 New $4.7M — 0.00% DBT
1506 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2 80286XAF1 Apr 2022 4,938,000 — $4.7M +0.8% 0.00% ABS-O
1507 RAYTHEON TECHNOLOGIES CORP 75513ECS8 — 4,445,000 New $4.7M — 0.00% DBT
1508 SOUTHERN CALIFORNIA EDISON CO 842400EV1 Oct 2022 4,400,000 — $4.7M +0.4% 0.00% DBT
1509 MORGAN STANLEY BAML TRUST MSBAM_14-C17 61763UAZ5 Oct 2022 4,810,901 — $4.7M -0.2% 0.00% ABS-MBS
1510 HOME DEPOT INC 437076BY7 Oct 2022 5,000,000 — $4.7M +0.6% 0.00% DBT
1511 TRITON INTERNAL FINANCE TIF_21-1A 872480AE8 Oct 2022 5,499,406 -137,589 $4.7M -3.2% 0.00% ABS-O
1512 SOUTHWESTERN ELECTRIC POWER COMPANY 845437BS0 Apr 2022 5,075,000 — $4.7M +0.8% 0.00% DBT
1513 UNION PACIFIC CORP 907818ES3 Oct 2022 4,720,000 — $4.7M +0.2% 0.00% DBT
1514 PFIZER INC 717081ET6 Oct 2022 4,800,000 — $4.6M +0.3% 0.00% DBT
1515 GARTNER INC 366651AE7 Apr 2022 5,300,000 — $4.6M -1.5% 0.00% DBT
1516 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132VQB96 Oct 2022 5,077,482 -35,215 $4.6M -2.0% 0.00% ABS-MBS
1517 MUELLER WATER PRODUCTS INC 624758AF5 Apr 2022 5,110,000 — $4.6M +1.8% 0.00% DBT
1518 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X5E41 Oct 2022 4,906,624 -31,902 $4.6M -1.9% 0.00% ABS-MBS
1519 SANTANDER HOLDINGS USA INC 80282KBC9 Apr 2022 5,250,000 -5,400,000 $4.6M -51.0% 0.00% DBT
1520 SGL_21-OVA 78449RAA3 Apr 2022 5,645,000 — $4.6M -2.7% 0.00% ABS-CBDO
1521 MICROSOFT CORP 594918CE2 Apr 2022 6,000,000 — $4.6M +0.2% 0.00% DBT
1522 ABU DHABI (EMIRATE OF) 29135LAJ9 Oct 2022 5,350,000 — $4.6M -0.1% 0.00% DBT
1523 KIA CORP 49374JAC7 Jul 2022 4,825,000 — $4.6M +1.2% 0.00% DBT
1524 PETROLEOS MEXICANOS 71654QBH4 — 4,654,000 New $4.6M — 0.00% DBT
1525 GRAND CANYON UNIVERSITY 38528UAD8 Apr 2022 5,000,000 — $4.6M -0.3% 0.00% DBT
1526 WELLS FARGO & CO 95000U2X0 Jul 2022 4,687,000 — $4.6M -0.2% 0.00% DBT
1527 JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4 46645UAT4 Oct 2022 4,810,000 — $4.6M -0.9% 0.00% ABS-CBDO
1528 HANESBRANDS INC 410346AX8 — 4,576,000 New $4.6M — 0.00% LON
1529 OBX TRUST OBX_22-J1 67116WAB5 Jul 2022 5,487,284 -69,277 $4.5M -2.8% 0.00% ABS-CBDO
1530 MITSUBISHI UFJ FINANCIAL GROUP INC 606822CC6 Apr 2022 5,000,000 — $4.5M +0.3% 0.00% DBT
1531 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31412QXB0 Oct 2022 4,522,039 -261,274 $4.5M -6.9% 0.00% ABS-MBS
1532 PROGRESS ENERGY INC 743263AG0 Oct 2022 4,000,000 — $4.5M -0.1% 0.00% DBT
1533 BAT CAPITAL CORP 05526DBU8 Jul 2022 6,534,000 -1,015,000 $4.5M -15.7% 0.00% DBT
1534 ENTERGY LOUISIANA LLC 29364WBB3 Oct 2022 5,125,000 — $4.5M -1.7% 0.00% DBT
1535 GENERAL MOTORS FINANCIAL CO INC 37045XDU7 Jul 2022 4,600,000 — $4.5M +0.0% 0.00% DBT
1536 HESS MIDSTREAM OPERATIONS LP 428102AE7 Apr 2022 5,020,000 — $4.5M +1.5% 0.00% DBT
1537 SEASONED CREDIT RISK TRANSFER SCRT_19-4 35563PML0 Oct 2022 4,744,093 -138,716 $4.5M -3.0% 0.00% ABS-CBDO
1538 APACHE CORP 037411BF1 Oct 2022 4,870,000 — $4.5M -0.1% 0.00% DBT
1539 HCA INC 404119CF4 Jul 2022 5,000,000 -8,000,000 $4.4M -61.6% 0.00% DBT
1540 CENOVUS ENERGY INC 15135UAS8 Apr 2022 4,421,000 — $4.4M +0.0% 0.00% DBT
1541 SIRIUS XM RADIO INC 82967NBA5 Apr 2022 4,791,000 — $4.4M -2.8% 0.00% DBT
1542 NOVANT HEALTH INC 66988AAH7 Apr 2022 6,000,000 — $4.4M -0.7% 0.00% DBT
1543 HCA INC 404119CE7 Jul 2022 4,824,000 -4,475,000 $4.4M -47.7% 0.00% DBT
1544 KONTOOR BRANDS INC 50050NAA1 Apr 2022 5,180,000 — $4.4M -1.8% 0.00% DBT
1545 ASTRAZENECA PLC 046353AL2 Oct 2022 4,500,000 — $4.4M +0.1% 0.00% DBT
1546 CREDIT AGRICOLE SA 22535WAH0 Oct 2022 4,900,000 — $4.4M +0.3% 0.00% DBT
1547 PACIFIC GAS AND ELECTRIC CO 694308HK6 Oct 2022 4,510,000 — $4.4M +0.1% 0.00% DBT
1548 SOUTHERN CALIFORNIA EDISON CO 842400GT4 Oct 2022 5,611,000 -3,215,000 $4.4M -37.0% 0.00% DBT
1549 CREDIT SUISSE GROUP AG 225401AM0 Oct 2022 4,687,000 — $4.4M +1.9% 0.00% DBT
1550 AERCAP IRELAND CAPITAL DAC 00774MAN5 Oct 2022 4,315,000 — $4.4M -0.8% 0.00% DBT
1551 SERVICE PROPERTIES TRUST 44106MAZ5 — 4,560,000 — $4.4M +1.2% 0.00% DBT
1552 COMMONWEALTH EDISON COMPANY 202795JV3 Jul 2022 5,225,000 — $4.3M -2.4% 0.00% DBT
1553 GENESIS ENERGY LP 37185LAK8 Jul 2022 4,500,000 — $4.3M +0.8% 0.00% DBT
1554 ONEOK INC 682680BD4 Oct 2022 4,246,000 -1,385,000 $4.3M -24.9% 0.00% DBT
1555 AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2 05377REC4 Oct 2022 4,605,000 — $4.3M +0.4% 0.00% ABS-O
1556 BOEING CO 097023CE3 Oct 2022 5,544,000 — $4.3M -0.3% 0.00% DBT
1557 FEDERAL HOME LOAN MORTGAGE CORP 3133B7JX7 — 4,631,352 -22,189 $4.3M -1.4% 0.00% ABS-MBS
1558 MPLX LP 55336VAN0 Oct 2022 5,147,000 — $4.3M -3.1% 0.00% DBT
1559 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3 80285WAG2 Oct 2022 4,422,000 — $4.3M +0.7% 0.00% ABS-O
1560 EXTENDED STAY AMERICA TRUST ESA_21-ESH 30227FAA8 Apr 2022 4,405,555 — $4.3M -1.1% 0.00% ABS-CBDO
1561 JBS USA LUX SA 46590XAT3 — 5,113,000 — $4.3M +0.5% 0.00% DBT
1562 WARNERMEDIA HOLDINGS INC 55903VAQ6 Jul 2022 5,370,000 -2,362,000 $4.3M -33.2% 0.00% DBT
1563 JPMORGAN CHASE & CO 46647PBL9 Oct 2022 5,000,000 +900,000 $4.3M +22.0% 0.00% DBT
1564 HONEYWELL INTERNATIONAL INC 438516BW5 Oct 2022 4,405,000 — $4.3M +0.5% 0.00% DBT
1565 MSCI INC 55354GAK6 — 4,950,000 — $4.3M -0.9% 0.00% DBT
1566 UBS GROUP AG 90351DAB3 Oct 2022 4,425,000 — $4.3M -1.6% 0.00% DBT
1567 HYUNDAI CAPITAL AMERICA 44891ABX4 Apr 2022 5,009,000 — $4.3M +0.4% 0.00% DBT
1568 BOEING CO 097023DC6 Oct 2022 4,650,000 — $4.3M -0.1% 0.00% DBT
1569 7-ELEVEN INC 817826AC4 Oct 2022 4,700,000 — $4.3M +1.2% 0.00% DBT
1570 DORMITORY AUTHORITY OF STATE OF NEW YORK 64990FD50 Apr 2022 4,635,000 — $4.2M +0.3% 0.00% DBT
1571 SABINE PASS LIQUEFACTION LLC 785592AJ5 Oct 2022 4,247,000 — $4.2M -0.6% 0.00% DBT
1572 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1 96042XAB1 — 4,244,000 — $4.2M -0.3% 0.00% ABS-O
1573 TAKE-TWO INTERACTIVE SOFTWARE INC 874054AH2 Jul 2022 4,502,000 — $4.2M +0.3% 0.00% DBT
1574 HOLLY ENERGY PARTNERS LP 435765AJ1 Jul 2022 4,295,000 — $4.2M -0.3% 0.00% DBT
1575 LADDER CAPITAL FINANCE HOLDINGS LLLP 505742AG1 Oct 2022 4,494,000 — $4.2M -2.3% 0.00% DBT
1576 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132L75X3 Oct 2022 4,331,112 -200,241 $4.2M -5.5% 0.00% ABS-MBS
1577 CALIFORNIA RESOURCES CORP CRC Oct 2022 104,121 — $4.2M -5.2% 0.00% EC
1578 APACHE CORP 037411AW5 — 4,910,000 +2,405,000 $4.2M +92.4% 0.00% DBT
1579 AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1 05377REL4 Apr 2022 5,000,000 — $4.2M -0.1% 0.00% ABS-O
1580 ALEXANDRIA REAL ESTATE EQ INC 015271AT6 Oct 2022 4,851,000 — $4.2M -1.1% 0.00% DBT
1581 ENCOMPASS HEALTH CORP 29261AAB6 Oct 2022 4,560,000 — $4.2M +0.6% 0.00% DBT
1582 PETROLEOS MEXICANOS 71654QCD2 Oct 2022 4,243,000 — $4.2M +0.1% 0.00% DBT
1583 HCA INC 404119CM9 Jul 2022 5,000,000 — $4.2M -1.4% 0.00% DBT
1584 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QMSH8 Apr 2022 4,799,495 -59,948 $4.2M -2.8% 0.00% ABS-MBS
1585 FEDERAL HOME LOAN MORTGAGE CORP 3133ARE50 — 4,654,069 -27,970 $4.2M -1.7% 0.00% ABS-MBS
1586 SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1 78472VAA4 Apr 2022 4,513,200 -303,507 $4.2M -5.8% 0.00% ABS-O
1587 HYUNDAI CAPITAL AMERICA 44891ACA3 Apr 2022 4,875,000 — $4.2M +0.5% 0.00% DBT
1588 STELLANTIS FINANCE US INC 85855CAB6 Apr 2022 5,075,000 — $4.1M +1.0% 0.00% DBT
1589 ENTERPRISE PRODUCTS OPERATING LLC 29379VCD3 — 3,969,000 — $4.1M +0.1% 0.00% DBT
1590 MOROCCO (KINGDOM OF) 617726AM6 Oct 2022 6,000,000 — $4.1M -0.2% 0.00% DBT
1591 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138ETH82 Oct 2022 4,358,472 -90,793 $4.1M -3.5% 0.00% ABS-MBS
1592 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K076 3137FEZU7 Oct 2022 4,164,056 — $4.1M -0.5% 0.00% ABS-CBDO
1593 ANALOG DEVICES INC 032654AX3 Apr 2022 5,668,000 — $4.1M -1.3% 0.00% DBT
1594 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QMT95 Apr 2022 4,715,213 -75,005 $4.1M -2.8% 0.00% ABS-MBS
1595 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2 96042RAF5 Apr 2022 4,413,000 — $4.1M +0.5% 0.00% ABS-O
1596 UNITEDHEALTH GROUP INC 91324PEF5 Apr 2022 5,379,000 — $4.1M -3.0% 0.00% DBT
1597 UNITED RENTALS (NORTH AMERICA) INC 911365BP8 Apr 2022 4,750,000 — $4.1M -0.9% 0.00% DBT
1598 EXTENDED STAY AMERICA TRUST ESA_21-ESH 30227FAG5 Apr 2022 4,199,579 — $4.1M -1.1% 0.00% ABS-CBDO
1599 EVERSOURCE ENERGY 30040WAG3 Oct 2022 4,095,000 — $4.1M -0.1% 0.00% DBT
1600 TEMPUR SEALY INTERNATIONAL INC 88023UAH4 Apr 2022 4,625,000 — $4.1M +0.1% 0.00% DBT
1601 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AP5 — 4,011,000 — $4.0M +0.3% 0.00% DBT
1602 FIRSTKEY HOMES TRUST FKH_22-SFR1 33768NAA0 Jul 2022 4,215,162 — $4.0M -1.2% 0.00% ABS-O
1603 PFS FINANCING CORP PFSFC_22-D 69335PEP6 — 4,091,000 — $4.0M -0.5% 0.00% ABS-O
1604 TAL ADVANTAGE VII LLC TAL_20-1A 87407RAA4 Oct 2022 4,480,355 -161,385 $4.0M -3.1% 0.00% ABS-O
1605 EXXON MOBIL CORP 30231GBM3 Jul 2022 5,000,000 — $4.0M -1.7% 0.00% DBT
1606 MASCO CORP 574599BQ8 Apr 2022 4,970,000 — $4.0M -0.6% 0.00% DBT
1607 MARRIOTT INTERNATIONAL INC 571903BL6 — 4,024,000 New $4.0M — 0.00% DBT
1608 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132WH3J2 Oct 2022 4,099,550 -31,699 $4.0M -1.9% 0.00% ABS-MBS
1609 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136AKXV0 Oct 2022 4,092,467 -106,438 $4.0M -2.1% 0.00% ABS-CBDO
1610 CANADIAN PACIFIC RAILWAY CO 13645RBH6 Apr 2022 5,532,000 — $4.0M -2.8% 0.00% DBT
1611 LOCKHEED MARTIN CORP 539830BV0 — 3,805,000 — $4.0M +0.2% 0.00% DBT
1612 EXXON MOBIL CORP 30231GBE1 Oct 2022 4,315,000 — $4.0M +1.2% 0.00% DBT
1613 JPMORGAN CHASE & CO 46647PBR6 Oct 2022 4,400,000 — $4.0M +0.2% 0.00% DBT
1614 HCA INC 404119CG2 Jul 2022 4,747,000 — $3.9M -1.7% 0.00% DBT
1615 WELLS FARGO & CO 95000U2M4 Oct 2022 4,150,000 — $3.9M -4.0% 0.00% DBT
1616 ANALOG DEVICES INC 032654AU9 Apr 2022 4,459,000 — $3.9M +1.0% 0.00% DBT
1617 ENDO INTERNATIONAL PLC N/A Oct 2022 3,927,229 New $3.9M — 0.00% DBT
1618 MERCK & CO INC 58933YBF1 Apr 2022 5,514,000 — $3.9M -1.7% 0.00% DBT
1619 LITHIA MOTORS INC 536797AF0 Oct 2022 4,550,000 — $3.9M +0.8% 0.00% DBT
1620 VIAVI SOLUTIONS INC 925550AF2 Apr 2022 4,675,000 — $3.9M -4.3% 0.00% DBT
1621 EXTENDED STAY AMERICA TRUST ESA_21-ESH 30227FAE0 Apr 2022 4,020,936 — $3.9M -0.8% 0.00% ABS-CBDO
1622 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-410T 46652WAA1 Apr 2022 4,858,000 — $3.9M -6.0% 0.00% ABS-MBS
1623 BANK OF AMERICA CORP 06051GJF7 — 4,842,000 New $3.9M — 0.00% DBT
1624 ILLINOIS (STATE OF) 452151LE1 Oct 2022 3,880,909 — $3.9M -0.1% 0.00% DBT
1625 GINNIE MAE II POOL 36179TXV2 Oct 2022 3,991,146 -124,750 $3.9M -4.2% 0.00% ABS-MBS
1626 BAUSCH HEALTH AMERICAS INC 91911XAW4 Oct 2022 7,620,000 +1,300,000 $3.9M +15.6% 0.00% DBT
1627 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7 80287FAB8 — 3,859,147 -113,853 $3.9M -3.2% 0.00% ABS-O
1628 ANHEUSER-BUSCH INBEV WORLDWIDE INC 03523TBV9 Oct 2022 3,550,000 — $3.8M +0.7% 0.00% DBT
1629 HILCORP ENERGY I LP 431318AS3 Apr 2022 4,000,000 — $3.8M -0.3% 0.00% DBT
1630 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138M1EN4 Oct 2022 4,010,016 -57,537 $3.8M -2.6% 0.00% ABS-MBS
1631 BAYER US FINANCE II LLC 07274NAE3 Oct 2022 3,850,000 — $3.8M +0.2% 0.00% DBT
1632 MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 91087BAT7 — 3,900,000 -2,645,000 $3.8M -39.9% 0.00% DBT
1633 NEW YORK LIFE GLOBAL FUNDING 64952WEZ2 — 3,788,000 — $3.8M -0.9% 0.00% DBT
1634 AERCAP IRELAND CAPITAL DAC 00774MAY1 Apr 2022 4,678,000 — $3.8M -2.5% 0.00% DBT
1635 CITIGROUP INC 172967NE7 — 4,592,000 New $3.8M — 0.00% DBT
1636 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2 38380RNG1 — 4,753,536 New $3.8M — 0.00% ABS-CBDO
1637 VERIZON COMMUNICATIONS INC 92343VFU3 — 5,625,000 — $3.7M -2.5% 0.00% DBT
1638 BOMBARDIER INC 097751BZ3 — 3,795,000 -5,239,000 $3.7M -58.6% 0.00% DBT
1639 AVOLON HOLDINGS FUNDING LTD 05401AAR2 Apr 2022 4,438,000 — $3.7M -2.6% 0.00% DBT
1640 CREDIT SUISSE GROUP AG 225401AZ1 — 3,673,000 New $3.7M — 0.00% DBT
1641 ILLINOIS (STATE OF) 452152BM2 Oct 2022 3,484,615 -290,385 $3.7M -5.9% 0.00% DBT
1642 TRITON CONTAINER INTERNATIONAL LTD 89680YAB1 Apr 2022 3,938,000 — $3.7M +0.9% 0.00% DBT
1643 CONSTELLATION BRANDS INC 21036PBH0 Apr 2022 4,463,000 — $3.7M +0.6% 0.00% DBT
1644 SOUTHERN CALIFORNIA EDISON CO 842400FF5 Oct 2022 3,556,000 — $3.7M +0.2% 0.00% DBT
1645 ELEVANCE HEALTH INC 28622HAB7 — 3,648,000 — $3.7M +0.2% 0.00% DBT
1646 CHENIERE ENERGY PARTNERS LP 16411QAN1 Jul 2022 4,389,000 — $3.7M -0.2% 0.00% DBT
1647 FEDERAL HOME LOAN MORTGAGE CORP 3133ARQA6 — 4,036,039 -25,855 $3.7M -2.1% 0.00% ABS-MBS
1648 FEDERAL HOME LOAN MORTGAGE CORP 3132DVL29 Apr 2022 4,150,583 -73,114 $3.6M -3.0% 0.00% ABS-MBS
1649 SWISS RE FINANCE (LUXEMBOURG) SA 87089NAA8 Oct 2022 3,800,000 — $3.6M -1.3% 0.00% DBT
1650 GOLDEN ST TOB SECURITIZATION CORP CALIF 38122NB76 Apr 2022 3,915,000 — $3.6M -0.3% 0.00% DBT
1651 SIMON PROPERTY GROUP LP 828807CV7 Oct 2022 3,750,000 — $3.6M -0.5% 0.00% DBT
1652 VIRGINIA ELECTRIC AND POWER COMPANY 927804GG3 Apr 2022 4,275,000 -850,000 $3.6M -17.1% 0.00% DBT
1653 MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 91087BAN0 Oct 2022 5,180,000 — $3.6M +1.2% 0.00% DBT
1654 ENBRIDGE ENERGY PARTNERS LP 29250RAX4 Oct 2022 3,000,000 — $3.6M -0.5% 0.00% DBT
1655 AERCAP IRELAND CAPITAL DAC 00774MAS4 Apr 2022 3,978,000 — $3.6M -0.2% 0.00% DBT
1656 UNION PACIFIC CORP 907818FW3 Apr 2022 5,000,000 — $3.6M -1.7% 0.00% DBT
1657 FEDERAL HOME LOAN MORTGAGE CORP 3133KNFY4 Apr 2022 4,083,684 -69,494 $3.6M -2.9% 0.00% ABS-MBS
1658 WELLS FARGO & CO 95000U2S1 Oct 2022 3,950,000 — $3.6M -0.5% 0.00% DBT
1659 LINDE INC 74005PBT0 Oct 2022 4,407,000 — $3.5M +0.4% 0.00% DBT
1660 MPT OPERATING PARTNERSHIP LP 55342UAM6 Oct 2022 5,178,000 — $3.5M -2.4% 0.00% DBT
1661 MGM RESORTS INTERNATIONAL 552953CF6 Oct 2022 3,617,000 — $3.5M +1.4% 0.00% DBT
1662 FORD CREDIT AUTO OWNER TRUST FORDR_18-1 34532RAA4 Oct 2022 3,650,000 — $3.5M +0.0% 0.00% ABS-O
1663 UBS GROUP AG 902613AC2 Oct 2022 4,000,000 — $3.5M -1.2% 0.00% DBT
1664 TALEN ENERGY SUPPLY LLC 87422VAE8 Oct 2022 10,925,000 — $3.5M -15.4% 0.00% DBT
1665 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CD9 Oct 2022 4,200,000 +300,000 $3.5M +4.2% 0.00% DBT
1666 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QG6F9 Apr 2022 3,895,370 -91,220 $3.5M -3.6% 0.00% ABS-MBS
1667 SIMON PROPERTY GROUP LP 828807DK0 Oct 2022 4,100,000 — $3.5M -1.0% 0.00% DBT
1668 ANALOG DEVICES INC 032654AW5 Apr 2022 4,586,000 -4,000,000 $3.5M -47.1% 0.00% DBT
1669 NORTHERN STATES POWER COMPANY (MINNESOTA) 665772CU1 Apr 2022 4,715,000 — $3.5M -2.9% 0.00% DBT
1670 PHILIP MORRIS INTERNATIONAL INC 718172CW7 — 3,350,000 — $3.5M +0.0% 0.00% DBT
1671 VICI PROPERTIES LP 92564RAA3 Oct 2022 3,660,000 — $3.5M +1.0% 0.00% DBT
1672 WESTPAC BANKING CORP 961214EQ2 Oct 2022 5,075,000 — $3.5M -4.6% 0.00% DBT
1673 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3 80287EAF2 Apr 2022 3,708,000 — $3.5M +0.3% 0.00% ABS-O
1674 CSX CORP 126408HP1 Oct 2022 3,785,000 — $3.5M -1.1% 0.00% DBT
1675 MEXICO CITY AIRPORT TRUST N/A Oct 2022 4,482,000 New $3.5M — 0.00% DBT
1676 RAYTHEON TECHNOLOGIES CORP 75513ECQ2 — 3,410,000 New $3.5M — 0.00% DBT
1677 FEDERAL HOME LOAN MORTGAGE CORP 3132DM3W3 — 3,787,591 New $3.4M — 0.00% ABS-MBS
1678 EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4 30166BAE2 — 3,484,000 — $3.4M +0.1% 0.00% ABS-O
1679 HUARONG FINANCE 2019 CO LTD N/A Oct 2022 4,670,000 New $3.4M — 0.00% DBT
1680 MERCEDES-BENZ FINANCE NORTH AMERICA LLC 58769JAB3 — 3,350,000 — $3.4M -0.0% 0.00% DBT
1681 WESTERN MIDSTREAM OPERATING LP 958254AK0 Oct 2022 3,540,000 — $3.4M +1.8% 0.00% DBT
1682 SUPERIOR PLUS LP 86828LAC6 Apr 2022 3,825,000 — $3.4M +0.2% 0.00% DBT
1683 BANCO SANTANDER SA 05964HAR6 — 3,400,000 -2,200,000 $3.4M -39.7% 0.00% DBT
1684 FEDERAL HOME LOAN MORTGAGE CORP 3132DVKQ7 Oct 2022 3,575,886 -82,211 $3.4M -3.7% 0.00% ABS-MBS
1685 MORGAN STANLEY 61747YEY7 — 3,100,000 New $3.4M — 0.00% DBT
1686 APACHE CORP 037411AR6 Oct 2022 3,565,000 — $3.4M -0.3% 0.00% DBT
1687 AMGEN INC 031162DG2 Jul 2022 3,999,000 — $3.4M -1.8% 0.00% DBT
1688 GCI FUNDING I LLC GCI_2020 36166VAA3 Oct 2022 3,732,807 -145,269 $3.4M -4.2% 0.00% ABS-O
1689 ANALOG DEVICES INC 032654AV7 Apr 2022 3,937,000 — $3.4M +1.1% 0.00% DBT
1690 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140J83X9 Oct 2022 3,361,636 -99,053 $3.3M -4.4% 0.00% ABS-MBS
1691 DUKE ENERGY CORP 26441CBN4 — 4,500,000 — $3.3M -1.8% 0.00% DBT
1692 HYUNDAI CAPITAL AMERICA 44891ABK2 Oct 2022 3,300,000 — $3.3M +0.0% 0.00% DBT
1693 T-MOBILE USA INC 87264ACT0 Jul 2022 4,589,000 — $3.3M -0.9% 0.00% DBT
1694 PACIFIC GAS AND ELECTRIC CO 694308JJ7 Oct 2022 5,080,000 — $3.3M -3.4% 0.00% DBT
1695 LIBERTY MUTUAL GROUP INC 53079EBG8 Oct 2022 3,429,000 — $3.3M -1.3% 0.00% DBT
1696 SPCM SA 7846ELAE7 — 3,990,000 — $3.3M -2.3% 0.00% DBT
1697 HERTZ VEHICLE FINANCING LLC HERTZ_21-1 42806MAB5 Apr 2022 3,534,000 — $3.3M +0.9% 0.00% ABS-O
1698 PETROLEOS MEXICANOS 71654QCC4 Jul 2022 5,324,000 — $3.3M -11.2% 0.00% DBT
1699 UBS GROUP AG 902613AA6 — 3,825,000 New $3.3M — 0.00% DBT
1700 ENTERPRISE FLEET FINANCING LLC EFF_22-3 29374FAC7 — 3,349,000 — $3.3M +2.1% 0.00% ABS-O
1701 BAUSCH HEALTH COMPANIES INC 071734AD9 Oct 2022 7,120,000 — $3.3M +0.1% 0.00% DBT
1702 EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-3 30167EAD7 Oct 2022 3,308,951 -1,110,357 $3.3M -25.1% 0.00% ABS-O
1703 MIZUHO FINANCIAL GROUP INC 60687YBL2 Oct 2022 4,100,000 — $3.3M +0.1% 0.00% DBT
1704 FORD MOTOR CREDIT COMPANY LLC 345397ZQ9 Oct 2022 3,280,000 — $3.3M +0.1% 0.00% DBT
1705 TORONTO DOMINION BANK (THE) 89114TZQ8 Apr 2022 3,935,000 -3,565,000 $3.3M -48.2% 0.00% DBT
1706 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO 46655AAA6 Apr 2022 3,928,000 — $3.3M -5.2% 0.00% ABS-CBDO
1707 AMERICAN ELECTRIC POWER CO INC 025537AM3 Oct 2022 3,300,000 — $3.3M +0.7% 0.00% DBT
1708 BROADCOM INC 11135FBF7 Oct 2022 4,117,000 -4,456,000 $3.3M -51.8% 0.00% DBT
1709 ILLINOIS (STATE OF) 452152QU8 Oct 2022 3,230,000 — $3.2M +1.1% 0.00% DBT
1710 AMERICAN TOWER CORP 03027XBK5 Apr 2022 5,000,000 — $3.2M -2.2% 0.00% DBT
1711 BANK_20-BN26 06540JBG6 Oct 2022 3,772,000 — $3.2M -1.3% 0.00% ABS-CBDO
1712 MARRIOTT INTERNATIONAL INC 571903BH5 Apr 2022 3,970,000 — $3.2M +0.1% 0.00% DBT
1713 ANHEUSER-BUSCH INBEV WORLDWIDE INC 035240AT7 Oct 2022 3,400,000 — $3.2M -0.5% 0.00% DBT
1714 CANADIAN PACIFIC RAILWAY CO 13645RBE3 Apr 2022 3,515,000 — $3.2M +0.9% 0.00% DBT
1715 CREDIT SUISSE GROUP AG 225401AF5 Oct 2022 3,610,000 — $3.2M +4.1% 0.00% DBT
1716 LYB INTERNATIONAL FINANCE III LLC 50249AAD5 — 4,106,000 New $3.2M — 0.00% DBT
1717 WMG ACQUISITION CORP 92933BAT1 — 3,621,000 — $3.2M +0.5% 0.00% DBT
1718 ENERGY TRANSFER LP 29278NAF0 Oct 2022 3,200,000 — $3.2M +0.1% 0.00% DBT
1719 INTERSTATE POWER AND LIGHT CO 461070AL8 Oct 2022 3,250,000 — $3.2M +0.0% 0.00% DBT
1720 HYUNDAI CAPITAL SERVICES INC 44920UAP3 Apr 2022 3,490,000 — $3.1M +2.1% 0.00% DBT
1721 SYNAPTICS INC 87157DAG4 Apr 2022 3,700,000 — $3.1M -2.4% 0.00% DBT
1722 XCEL ENERGY INC 98389BAW0 Oct 2022 3,500,000 — $3.1M +1.1% 0.00% DBT
1723 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2 03066RAE5 Apr 2022 3,382,000 — $3.1M -0.1% 0.00% ABS-O
1724 MORGAN STANLEY 61747YES0 Jul 2022 3,226,000 — $3.1M -1.8% 0.00% DBT
1725 MORGAN STANLEY BAML TRUST MSBAM_15-C24 61765LAW0 — 3,230,000 New $3.1M — 0.00% ABS-MBS
1726 CARRIER GLOBAL CORP 14448CAS3 Oct 2022 4,100,000 — $3.1M -4.1% 0.00% DBT
1727 COREBRIDGE FINANCIAL INC 21871XAL3 Jul 2022 3,907,000 — $3.1M -8.5% 0.00% DBT
1728 NEXTERA ENERGY CAPITAL HOLDINGS INC 65339KBP4 — 2,975,000 New $3.0M — 0.00% DBT
1729 CLI FUNDING LLC CLIF_20-2 12563LAQ0 Apr 2022 3,391,112 -117,325 $3.0M -3.1% 0.00% ABS-O
1730 WEATHERFORD INTERNATIONAL LTD BERMUDA 947075AP2 Oct 2022 2,920,000 — $3.0M -0.1% 0.00% DBT
1731 UNITEDHEALTH GROUP INC 91324PEJ7 Jul 2022 3,066,000 — $3.0M -0.5% 0.00% DBT
1732 ENERGY TRANSFER LP 29278NAP8 Oct 2022 3,150,000 — $3.0M +0.0% 0.00% DBT
1733 BMC SOFTWARE INC 10318UAB5 — 3,100,000 New $3.0M — 0.00% LON
1734 REYNOLDS AMERICAN INC 761713BA3 Oct 2022 3,130,000 — $3.0M +0.1% 0.00% DBT
1735 GRAY ESCROW II INC 389286AA3 Apr 2022 4,650,000 — $3.0M -16.7% 0.00% DBT
1736 HERTZ VEHICLE FINANCING LLC HERTZ_21-2 42806MAF6 Apr 2022 3,369,000 — $3.0M +0.4% 0.00% ABS-O
1737 MSCI INC 55354GAQ3 Apr 2022 3,650,000 — $3.0M -0.9% 0.00% DBT
1738 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-3 96042QAJ9 Oct 2022 3,015,904 -358,096 $3.0M -9.9% 0.00% ABS-O
1739 AVIS BUDGET RENTAL CAR FUNDING AESOP_19-3A 05377RDQ4 Apr 2022 3,125,000 — $3.0M +0.3% 0.00% ABS-O
1740 CANADIAN NATURAL RESOURCES LTD 136385AZ4 Oct 2022 3,150,000 — $3.0M +0.6% 0.00% DBT
1741 AMERICAN INTERNATIONAL GROUP INC 026874DP9 Oct 2022 3,450,000 — $3.0M -5.9% 0.00% DBT
1742 MISSION LANE CREDIT MASTER TRUST MLANE_21-A 60510MAA6 Apr 2022 3,039,000 — $3.0M +0.2% 0.00% ABS-O
1743 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X4XT8 Oct 2022 3,146,866 -18,826 $3.0M -1.9% 0.00% ABS-MBS
1744 PNC FINANCIAL SERVICES GROUP INC 693475AP0 Oct 2022 3,000,000 — $2.9M -0.8% 0.00% DBT
1745 INVITATION HOMES OPERATING PARTNERSHIP LP 46188BAA0 Apr 2022 3,800,000 — $2.9M -0.7% 0.00% DBT
1746 UNITEDHEALTH GROUP INC 91324PEK4 Jul 2022 3,002,000 — $2.9M -1.9% 0.00% DBT
1747 SEASONED CREDIT RISK TRANSFER SCRT_17-4 35563PCS6 Oct 2022 2,963,201 -68,652 $2.9M -1.8% 0.00% ABS-CBDO
1748 ASBURY AUTOMOTIVE GROUP INC 043436AX2 Apr 2022 3,365,000 — $2.9M -0.1% 0.00% DBT
1749 FEDERAL HOME LOAN MORTGAGE CORP 3133KPZB7 — 2,908,461 -37,831 $2.9M -2.1% 0.00% ABS-MBS
1750 INTERNATIONAL FLAVORS & FRAGRANCES INC 459506AP6 Apr 2022 3,375,000 — $2.9M -1.5% 0.00% DBT
1751 NOVARTIS CAPITAL CORP 66989HAQ1 Oct 2022 3,090,000 — $2.9M +0.3% 0.00% DBT
1752 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2 03066RAD7 Apr 2022 3,042,000 — $2.9M +0.2% 0.00% ABS-O
1753 CREDIT SUISSE AG (NEW YORK BRANCH) 22546QAP2 — 2,990,000 — $2.9M -0.1% 0.00% DBT
1754 SCENTRE GROUP TRUST 1 80622GAC8 Oct 2022 3,000,000 — $2.8M +0.5% 0.00% DBT
1755 PACIFIC GAS AND ELECTRIC CO 694308JH1 Oct 2022 4,050,000 — $2.8M -2.5% 0.00% DBT
1756 SUMITOMO MITSUI FINANCIAL GROUP INC 86562MCM0 Apr 2022 3,125,000 — $2.8M +0.6% 0.00% DBT
1757 SM ENERGY CO 78454LAW0 Apr 2022 2,975,000 — $2.8M -0.4% 0.00% DBT
1758 EQUINOR ASA 85771PAE2 Oct 2022 3,000,000 — $2.8M -0.4% 0.00% DBT
1759 EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2 30167LAG4 Oct 2022 2,832,579 -1,102,754 $2.8M -28.0% 0.00% ABS-O
1760 PETROLEOS MEXICANOS 71654QDE9 Apr 2022 3,793,000 -2,246,000 $2.8M -42.0% 0.00% DBT
1761 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A 96042WAG2 Jul 2022 2,924,000 — $2.8M +1.7% 0.00% ABS-O
1762 CORELOGIC INC N/A Oct 2022 3,525,000 New $2.8M — 0.00% LON
1763 FIDELITY NATIONAL INFORMATION SERVICES INC 31620MBT2 Apr 2022 3,420,000 — $2.8M -1.4% 0.00% DBT
1764 HILCORP ENERGY I LP 431318AU8 Oct 2022 2,960,000 — $2.8M +0.4% 0.00% DBT
1765 EQM MIDSTREAM PARTNERS LP 26885BAB6 Oct 2022 3,036,000 — $2.8M +0.3% 0.00% DBT
1766 ABBVIE INC 00287YBV0 Oct 2022 2,890,000 — $2.7M +0.3% 0.00% DBT
1767 GOLDEN ST TOB SECURITIZATION CORP CALIF 38122NC67 Apr 2022 3,010,000 — $2.7M +0.5% 0.00% DBT
1768 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QGF36 Oct 2022 2,959,368 -69,588 $2.7M -3.9% 0.00% ABS-MBS
1769 UNION PACIFIC CORP 907818FQ6 Apr 2022 3,245,000 — $2.7M -0.2% 0.00% DBT
1770 PEPSICO INC 713448EU8 Jul 2022 3,109,000 — $2.7M -1.0% 0.00% DBT
1771 HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1 43815JAB9 — 2,696,000 New $2.7M — 0.00% ABS-O
1772 SOUTHERN CALIFORNIA EDISON CO 842400GK3 Oct 2022 3,150,000 -8,092,000 $2.7M -72.0% 0.00% DBT
1773 FEDERAL HOME LOAN MORTGAGE CORP 3133ANZZ0 — 2,966,362 -314,041 $2.7M -10.7% 0.00% ABS-MBS
1774 NAVIENT CORP 63938CAL2 Jul 2022 3,085,000 — $2.7M -2.7% 0.00% DBT
1775 CANADIAN NATURAL RESOURCES LTD 136385AX9 Oct 2022 2,760,000 — $2.7M -0.6% 0.00% DBT
1776 MORGAN STANLEY BAML TRUST MSBAM_15-C22 61690FAP8 — 2,795,000 New $2.6M — 0.00% ABS-CBDO
1777 BROADCOM INC 11135FBK6 Apr 2022 3,146,000 — $2.6M +0.3% 0.00% DBT
1778 BENCHMARK MORTGAGE TRUST BMARK_20-B17 08162MAX6 Oct 2022 3,146,000 — $2.6M -1.8% 0.00% ABS-CBDO
1779 BAT CAPITAL CORP 05526DBK0 Oct 2022 3,446,000 -9,714,000 $2.6M -74.5% 0.00% DBT
1780 NORFOLK SOUTHERN CORPORATION 655844CF3 Oct 2022 3,727,000 — $2.6M -3.4% 0.00% DBT
1781 GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP 36269CAA1 Jul 2022 2,633,000 — $2.6M -0.2% 0.00% ABS-CBDO
1782 ENBRIDGE INC 29250NAF2 Oct 2022 2,630,000 — $2.6M +0.1% 0.00% DBT
1783 HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1 43815JAC7 — 2,567,000 New $2.6M — 0.00% ABS-O
1784 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136AJDU7 Oct 2022 2,616,747 -104,605 $2.6M -3.7% 0.00% ABS-CBDO
1785 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136AHAG5 Oct 2022 2,607,092 -256,341 $2.6M -8.3% 0.00% ABS-CBDO
1786 T-MOBILE USA INC 87264ACS2 Jul 2022 2,929,000 — $2.6M +1.0% 0.00% DBT
1787 VERISIGN INC 92343EAM4 Apr 2022 3,020,000 — $2.6M -0.9% 0.00% DBT
1788 XCEL ENERGY INC 98388MAB3 Apr 2022 2,850,000 -50,000 $2.6M -1.6% 0.00% DBT
1789 VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 928668AT9 Oct 2022 2,575,000 — $2.6M +0.3% 0.00% DBT
1790 INTESA SANPAOLO SPA 46115HBD8 Oct 2022 2,820,000 — $2.5M -1.0% 0.00% DBT
1791 CHARTER COMMUNICATIONS OPERATING LLC 161175BV5 — 4,000,000 -11,000,000 $2.5M -74.6% 0.00% DBT
1792 WELLS FARGO & CO 95000U3B7 — 2,589,000 New $2.5M — 0.00% DBT
1793 PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3 74331UAA6 Jul 2022 2,734,376 -15,624 $2.5M -1.1% 0.00% ABS-CBDO
1794 SOUTH32 TREASURY LTD 84055BAA1 Jul 2022 2,793,000 — $2.5M -0.2% 0.00% DBT
1795 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5 80287HAD0 — 2,542,000 — $2.5M -0.3% 0.00% ABS-O
1796 ARROYO MORTGAGE TRUST ARRW_21-1R 042853AA9 Apr 2022 3,013,369 -87,448 $2.5M -5.7% 0.00% ABS-CBDO
1797 DOMINION ENERGY INC 25746UDB2 Oct 2022 2,550,000 — $2.5M +0.2% 0.00% DBT
1798 KINDER MORGAN INC 49456BAW1 — 2,683,000 — $2.5M -3.8% 0.00% DBT
1799 PERMIAN RESOURCES OPERATING LLC 15138AAC4 Oct 2022 2,490,000 — $2.5M +1.0% 0.00% DBT
1800 MERCEDES-BENZ FINANCE NORTH AMERICA LLC 233851EB6 — 2,551,000 — $2.5M +0.9% 0.00% DBT
1801 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128M6U63 Oct 2022 2,450,251 -80,089 $2.5M -4.1% 0.00% ABS-MBS
1802 BANCO SANTANDER SA 05971KAE9 — 2,600,000 New $2.5M — 0.00% DBT
1803 HYUNDAI CAPITAL SERVICES INC 44920UAS7 Apr 2022 2,600,000 — $2.4M +1.8% 0.00% DBT
1804 GLP CAPITAL LP 361841AN9 Oct 2022 2,526,000 — $2.4M +0.2% 0.00% DBT
1805 MERCK & CO INC 58933YBD6 Apr 2022 2,740,000 — $2.4M +1.1% 0.00% DBT
1806 CF HIPPOLYTA ISSUER LLC SORT_21-1 12530MAG0 Apr 2022 2,847,134 -9,669 $2.4M -0.7% 0.00% ABS-O
1807 KBC GROUP NV 48241FAB0 — 2,400,000 — $2.4M +0.0% 0.00% DBT
1808 MONONGAHELA POWER COMPANY 610202BR3 Apr 2022 2,550,000 — $2.4M -0.3% 0.00% DBT
1809 LYB INTERNATIONAL FINANCE III LLC 50249AAG8 Oct 2022 2,924,000 — $2.4M -0.7% 0.00% DBT
1810 ALTRIA GROUP INC 02209SAV5 — 3,347,000 — $2.4M +1.1% 0.00% DBT
1811 AMERICAN TOWER CORP 03027XAP5 Oct 2022 2,525,000 — $2.4M +0.5% 0.00% DBT
1812 BOEING CO 097023CK9 Oct 2022 3,149,000 — $2.4M -2.4% 0.00% DBT
1813 EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6 30168AAB8 — 2,387,052 -545,948 $2.4M -18.8% 0.00% ABS-O
1814 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QEY22 — 2,707,840 -50,765 $2.4M -4.0% 0.00% ABS-MBS
1815 FLAGSTAR MORTGAGE TRUST FSMT_21-10INV 33851RAB7 Apr 2022 2,870,919 -33,964 $2.4M -2.7% 0.00% ABS-CBDO
1816 ENERGY TRANSFER LP 29273RBK4 Oct 2022 2,450,000 — $2.4M +0.1% 0.00% DBT
1817 AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3 025286AD7 Apr 2022 2,531,000 — $2.4M -0.6% 0.00% ABS-O
1818 CLEVELAND ELECTRIC ILLUMINATING CO 186108CK0 Oct 2022 2,500,000 — $2.4M +1.1% 0.00% DBT
1819 MORGAN STANLEY 6174468L6 — 2,736,000 New $2.4M — 0.00% DBT
1820 COLT MORTGAGE LOAN TRUST COLT_21-5 12598RAA1 Apr 2022 2,762,241 -101,534 $2.4M -5.2% 0.00% ABS-CBDO
1821 RANGE RESOURCES CORP 75281AAS8 Oct 2022 2,375,000 — $2.3M +2.3% 0.00% DBT
1822 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5 80287HAE8 — 2,374,000 — $2.3M -0.6% 0.00% ABS-O
1823 LIGADO NETWORKS LLC N/A Oct 2022 2,438,960 New $2.3M — 0.00% LON
1824 CATALENT PHARMA SOLUTIONS INC 14879EAK4 Apr 2022 2,715,000 -2,200,000 $2.3M -43.3% 0.00% DBT
1825 ASTRAZENECA FINANCE LLC 04636NAB9 Apr 2022 2,650,000 — $2.3M +0.2% 0.00% DBT
1826 DUKE ENERGY INDIANA LLC 26443TAB2 Oct 2022 3,100,000 — $2.3M -0.7% 0.00% DBT
1827 BATH & BODY WORKS INC 501797AM6 Apr 2022 2,555,000 — $2.3M -1.6% 0.00% DBT
1828 FREDDIE MAC - SLST SLST_18-2 35564CAN7 Oct 2022 2,373,541 -62,650 $2.3M -3.3% 0.00% ABS-CBDO
1829 ALTRIA GROUP INC 02209SBF9 Oct 2022 2,407,000 -9,176,000 $2.3M -79.3% 0.00% DBT
1830 OTIS WORLDWIDE CORP 68902VAJ6 Oct 2022 2,440,000 — $2.2M +0.3% 0.00% DBT
1831 TEVA PHARMACEUTICAL FINANCE COMPANY LLC 88163VAD1 Apr 2022 2,435,000 — $2.2M -1.0% 0.00% DBT
1832 JPMORGAN CHASE & CO 46647PCB0 — 2,450,000 New $2.2M — 0.00% DBT
1833 MISSISSIPPI POWER COMPANY 605417BZ6 Oct 2022 2,550,000 — $2.2M -0.0% 0.00% DBT
1834 CHARLES RIVER LABORATORIES INTERNATIONAL INC 159864AG2 Apr 2022 2,500,000 — $2.2M -1.5% 0.00% DBT
1835 NORFOLK SOUTHERN CORPORATION 655844CQ9 — 2,208,000 — $2.2M -0.9% 0.00% DBT
1836 VERUS SECURITIZATION TRUST VERUS_23-1 92539BAA0 — 2,173,178 -35,822 $2.2M -1.7% 0.00% ABS-CBDO
1837 MOODY'S CORP 615369AZ8 — 2,235,000 — $2.2M +0.1% 0.00% DBT
1838 NUSTAR LOGISTICS LP 67059TAE5 Jul 2022 2,270,000 — $2.2M -0.6% 0.00% DBT
1839 FIRSTENERGY CORP 337932AL1 Oct 2022 2,500,000 — $2.2M +1.1% 0.00% DBT
1840 CENTENE CORP 15135BAZ4 Apr 2022 2,630,000 — $2.2M -0.1% 0.00% DBT
1841 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAD3 — 2,162,000 -9,338,000 $2.1M -81.1% 0.00% DBT
1842 WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C54 95001YAE4 Oct 2022 2,405,000 — $2.1M -1.4% 0.00% ABS-CBDO
1843 GENERAL MOTORS FINANCIAL CO INC 37045XDD5 Jul 2022 2,379,000 — $2.1M +0.4% 0.00% DBT
1844 BANK BANK_19-BN19 06540WBD4 Oct 2022 2,403,000 — $2.1M -2.8% 0.00% ABS-CBDO
1845 UNISYS CORP 909214BV9 Oct 2022 3,200,000 — $2.1M -12.1% 0.00% DBT
1846 FINANCE OF AMERICA STRUCTURED FASST_19-JR4 31740BAA3 Apr 2022 2,132,696 -39,021 $2.1M -2.1% 0.00% ABS-CBDO
1847 NORFOLK SOUTHERN CORPORATION 655844CP1 Jul 2022 2,321,000 — $2.1M -2.7% 0.00% DBT
1848 CITIGROUP INC 17308CC53 Oct 2022 2,400,000 — $2.1M -0.2% 0.00% DBT
1849 GENERAL MOTORS FINANCIAL CO INC 37045XCK0 Oct 2022 2,150,000 — $2.1M -0.2% 0.00% DBT
1850 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QMKM5 — 2,336,150 -39,344 $2.1M -2.9% 0.00% ABS-MBS
1851 HYUNDAI CAPITAL AMERICA 44891ABP1 Oct 2022 2,371,000 — $2.1M -0.3% 0.00% DBT
1852 BLACKROCK FEDFUND 09248U700 Oct 2022 2,100,000 +500,000 $2.1M +31.2% 0.00% EC
1853 MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO 61747C707 Oct 2022 2,100,000 -100,000 $2.1M -4.5% 0.00% EC
1854 CONOCOPHILLIPS CO 20826FAV8 — 2,500,000 New $2.1M — 0.00% DBT
1855 XCEL ENERGY INC 98388MAC1 Apr 2022 2,525,000 — $2.1M -0.6% 0.00% DBT
1856 ALEXANDRIA REAL ESTATE EQ INC 015271AR0 Oct 2022 2,375,000 — $2.1M -3.1% 0.00% DBT
1857 BP CAPITAL MARKETS AMERICA INC 10373QBN9 Oct 2022 3,032,000 — $2.1M -1.2% 0.00% DBT
1858 MYT HOLDING LLC 1837734D Oct 2022 2,070,418 — $2.1M -33.3% 0.00% EC
1859 VENATOR FINANCE SARL 92260UAB1 — 3,232,895 -8,553 $2.0M -21.2% 0.00% LON
1860 AMERICAN TOWER CORP 03027XBS8 Apr 2022 2,500,000 — $2.0M +0.1% 0.00% DBT
1861 MPLX LP 55336VBR0 Oct 2022 2,200,000 — $2.0M +1.0% 0.00% DBT
1862 MORGAN STANLEY 61747YFD2 — 2,008,000 New $2.0M — 0.00% DBT
1863 DIAMOND FOREIGN ASSET CO 25260WAA9 Apr 2022 2,085,044 — $2.0M +1.0% 0.00% DBT
1864 STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6 35564KH36 — 2,005,497 -125,325 $2.0M -6.0% 0.00% ABS-CBDO
1865 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QMT61 Apr 2022 2,308,593 -30,982 $2.0M -2.9% 0.00% ABS-MBS
1866 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LYRD7 Apr 2022 2,306,665 -34,505 $2.0M -3.0% 0.00% ABS-MBS
1867 APACHE CORP 037411BA2 Oct 2022 2,565,000 — $2.0M -1.5% 0.00% DBT
1868 VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 928668BD3 Oct 2022 2,000,000 — $2.0M +0.4% 0.00% DBT
1869 GOLDEN ST TOB SECURITIZATION CORP CALIF 38122NC59 Apr 2022 2,170,000 — $2.0M +0.6% 0.00% DBT
1870 UNIFORM MBS 01F062663 — 1,932,014 New $2.0M — 0.00% ABS-MBS
1871 GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP 36269CAG8 Jul 2022 2,032,000 — $2.0M +0.3% 0.00% ABS-CBDO
1872 FINANCE OF AMERICA STRUCTURED FASST_19-JR3 31739LAA4 Apr 2022 1,893,768 -32,512 $2.0M -1.1% 0.00% ABS-CBDO
1873 ELEVANCE HEALTH INC 036752AJ2 Oct 2022 2,046,000 — $2.0M +0.6% 0.00% DBT
1874 ACR III LSC HOLDINGS LLC N/A Oct 2022 3,260 New $2.0M — 0.00% EC
1875 COTY INC 222070AE4 — 2,000,000 — $2.0M +2.0% 0.00% DBT
1876 NOBLE FINANCE II LLC 65505PAA5 — 1,900,000 New $1.9M — 0.00% DBT
1877 LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP 55066WAC8 Apr 2022 1,988,499 -867,501 $1.9M -30.0% 0.00% ABS-CBDO
1878 UBS GROUP AG 902613AE8 — 2,482,000 New $1.9M — 0.00% DBT
1879 SUMMA HEALTH 86564UAA8 Apr 2022 2,650,000 — $1.9M -0.4% 0.00% DBT
1880 BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2 10569BAA5 Oct 2022 2,085,879 -95,721 $1.9M -4.5% 0.00% ABS-CBDO
1881 WILLIAMS COMPANIES INC (THE) 969457BX7 Oct 2022 2,081,000 — $1.9M -0.1% 0.00% DBT
1882 BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR 05608WAG9 Apr 2022 1,979,377 -47,271 $1.9M -2.8% 0.00% ABS-CBDO
1883 BAT CAPITAL CORP 05526DBD6 Oct 2022 2,324,000 -1,131,000 $1.9M -33.2% 0.00% DBT
1884 PRESTIGE AUTO RECEIVABLES TRUST PART_19-1 74113NAF5 Oct 2022 1,895,000 — $1.9M +0.0% 0.00% ABS-O
1885 CENTENE CORP 15135BAW1 Oct 2022 2,188,000 — $1.9M -0.4% 0.00% DBT
1886 UNITED STATES TREASURY 91282CCU3 Apr 2022 1,890,400 — $1.9M +1.0% 0.00% DBT
1887 ESSEX PORTFOLIO LP 29717PAP2 Oct 2022 1,920,000 — $1.9M -0.8% 0.00% DBT
1888 SOUTHERN CO/THE 842587CX3 Oct 2022 2,100,000 — $1.8M -1.8% 0.00% DBT
1889 EQT CORP 26884LAN9 Apr 2022 2,115,000 — $1.8M -0.6% 0.00% DBT
1890 DUKE ENERGY PROGRESS LLC 26442RAD3 Oct 2022 2,110,000 — $1.8M -2.1% 0.00% DBT
1891 DIAMOND FOREIGN ASSET CO 25260WAC5 Apr 2022 1,888,796 — $1.8M +1.0% 0.00% DBT
1892 ENERGY TRANSFER LP 86765BAU3 Oct 2022 1,900,000 — $1.8M +0.4% 0.00% DBT
1893 UNITEDHEALTH GROUP INC 91324PDX7 Jul 2022 2,102,000 — $1.8M +0.7% 0.00% DBT
1894 BALTIMORE GAS AND ELECTRIC CO 059165EP1 Jul 2022 1,950,000 — $1.8M -1.9% 0.00% DBT
1895 DIAMOND FOREIGN ASSET CO N/A Oct 2022 1,857,934 New $1.8M — 0.00% DBT
1896 CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4 14687HAB9 Apr 2022 1,948,000 — $1.8M +0.4% 0.00% ABS-O
1897 UNITED STATES TREASURY 91282CDG3 Apr 2022 1,963,000 — $1.8M +0.9% 0.00% DBT
1898 MEXICO CITY AIRPORT TRUST N/A Oct 2022 2,303,000 New $1.8M — 0.00% DBT
1899 GLOBAL SC FINANCE SRL SEACO_21-2 37959PAH0 Apr 2022 2,081,986 -65,578 $1.8M -3.1% 0.00% ABS-O
1900 EDISON INTERNATIONAL 281020AW7 — 1,650,000 — $1.8M +0.0% 0.00% DBT
1901 GENERAL MOTORS FINANCIAL CO INC 37045XBQ8 Oct 2022 1,867,000 — $1.8M -0.5% 0.00% DBT
1902 BENCHMARK MORTGAGE TRUST BMARK_18-B7 08162TBB8 Oct 2022 1,844,000 — $1.8M -1.9% 0.00% ABS-CBDO
1903 DT AUTO OWNER TRUST DTAOT_21-2 23345EAE5 Apr 2022 1,847,000 — $1.8M +0.6% 0.00% ABS-O
1904 GAP INC/THE 364760AP3 Apr 2022 2,507,000 — $1.8M -7.8% 0.00% DBT
1905 EXTENDED STAY AMERICA TRUST ESA_21-ESH 30227FAJ9 Apr 2022 1,842,075 — $1.8M -1.5% 0.00% ABS-CBDO
1906 SUN COMMUNITIES OPERATING LP 866677AE7 Apr 2022 2,191,000 — $1.8M -1.9% 0.00% DBT
1907 CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R 14856JAA2 Apr 2022 1,939,916 -501,636 $1.8M -21.1% 0.00% ABS-O
1908 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1 96042XAD7 — 1,754,000 — $1.8M -0.3% 0.00% ABS-O
1909 CARRIER GLOBAL CORP 14448CAQ7 Oct 2022 2,000,000 — $1.8M +0.2% 0.00% DBT
1910 EXTRA SPACE STORAGE LP 30225VAG2 Apr 2022 2,199,000 — $1.8M +0.4% 0.00% DBT
1911 SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 82481LAC3 Oct 2022 1,759,000 — $1.7M +0.5% 0.00% DBT
1912 EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3 30166NAF3 Oct 2022 1,786,000 — $1.7M +0.7% 0.00% ABS-O
1913 CONAGRA BRANDS INC 205887CF7 Apr 2022 2,000,000 — $1.7M +0.7% 0.00% DBT
1914 BANK BANK_19-BN16 065405AE2 Oct 2022 1,810,000 — $1.7M -1.3% 0.00% ABS-CBDO
1915 HYUNDAI CAPITAL AMERICA 44891ABN6 Oct 2022 1,871,000 — $1.7M +0.7% 0.00% DBT
1916 UNION PACIFIC CORP 907818FH6 Oct 2022 1,931,000 — $1.7M +0.7% 0.00% DBT
1917 UNITED STATES TREASURY 912810SX7 Apr 2022 2,224,000 — $1.7M -0.5% 0.00% DBT
1918 EMERA US FINANCE LP 29103DAT3 Apr 2022 2,100,000 — $1.7M -0.3% 0.00% DBT
1919 COGENT COMMUNICATIONS GROUP INC 19240CAC7 Apr 2022 1,835,000 -8,865,000 $1.7M -82.8% 0.00% DBT
1920 AIR PRODUCTS & CHEMICALS INC 009158AY2 Oct 2022 1,857,000 — $1.7M +0.9% 0.00% DBT
1921 BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR 05608WAJ3 Apr 2022 1,786,480 -42,664 $1.7M -3.3% 0.00% ABS-CBDO
1922 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140J5JZ3 Apr 2022 1,837,910 -36,620 $1.7M -3.2% 0.00% ABS-MBS
1923 UNICREDIT SPA 904678AB5 Oct 2022 1,730,000 — $1.7M -0.4% 0.00% DBT
1924 INTESA SANPAOLO SPA 46115HBJ5 Oct 2022 1,730,000 — $1.7M +0.8% 0.00% DBT
1925 REDE DOR FINANCE SARL N/A Oct 2022 1,820,000 New $1.7M — 0.00% DBT
1926 HUARONG FINANCE 2017 CO LTD N/A Oct 2022 1,889,000 New $1.6M — 0.00% DBT
1927 ELI LILLY AND CO 532457CG1 — 1,563,000 New $1.6M — 0.00% DBT
1928 ALIBABA GROUP HOLDING LTD 01609WAR3 — 1,722,000 New $1.6M — 0.00% DBT
1929 BAKER HUGHES HOLDINGS LLC 05724BAA7 Oct 2022 1,650,000 — $1.6M -0.0% 0.00% DBT
1930 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QBGR3 Oct 2022 1,774,140 -59,460 $1.6M -4.8% 0.00% ABS-MBS
1931 HERTZ VEHICLE FINANCING LLC HERTZ_21-1 42806MAC3 Apr 2022 1,744,000 — $1.6M +0.9% 0.00% ABS-O
1932 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LYR88 Apr 2022 1,849,180 -23,487 $1.6M -2.8% 0.00% ABS-MBS
1933 SOUTHERN CALIFORNIA EDISON CO 842400HN6 Apr 2022 2,181,000 — $1.6M -2.9% 0.00% DBT
1934 PUBLIC SERVICE COMPANY OF COLORADO 744448CY5 — 1,568,000 New $1.6M — 0.00% DBT
1935 LAD AUTO RECEIVABLES TRUST LADAR_22-1 501687AA5 — 1,625,439 -244,728 $1.6M -12.6% 0.00% ABS-O
1936 HERTZ VEHICLE FINANCING LLC HERTZ_21-2 42806MAG4 Apr 2022 1,850,000 — $1.6M +0.2% 0.00% ABS-O
1937 DT AUTO OWNER TRUST DTAOT_20-3 26253AAC0 Oct 2022 1,640,282 -320,718 $1.6M -16.1% 0.00% ABS-O
1938 ELECTRICITE DE FRANCE SA 268317AV6 Oct 2022 1,750,000 — $1.6M +2.6% 0.00% DBT
1939 EMERA US FINANCE LP 29103DAS5 Apr 2022 1,675,000 — $1.6M +0.8% 0.00% DBT
1940 SEASONED CREDIT RISK TRANSFER SCRT_17-4 35563PDD8 Oct 2022 1,704,501 -33,108 $1.6M -1.7% 0.00% ABS-CBDO
1941 ENERGY TRANSFER LP 29278NAH6 Oct 2022 1,585,000 — $1.6M -0.3% 0.00% DBT
1942 OCCIDENTAL PETROLEUM CORP 674599DJ1 — 1,500,000 — $1.5M +1.6% 0.00% DBT
1943 COMMSCOPE TECHNOLOGIES LLC 20337YAA5 — 1,635,000 +175,000 $1.5M +11.2% 0.00% DBT
1944 ELEVANCE HEALTH INC 28622HAC5 — 1,546,000 — $1.5M -1.1% 0.00% DBT
1945 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136AJLC8 Oct 2022 1,562,712 -343,862 $1.5M -17.9% 0.00% ABS-CBDO
1946 ENBRIDGE INC 29250NAY1 Oct 2022 1,600,000 — $1.5M +0.8% 0.00% DBT
1947 EXXON MOBIL CORP 30231GBN1 Oct 2022 1,700,000 — $1.5M +0.2% 0.00% DBT
1948 PANAMA REPUBLIC OF (GOVERNMENT) 698299BS2 Apr 2022 2,065,000 — $1.5M -1.3% 0.00% DBT
1949 T-MOBILE USA INC 87264ACB9 Apr 2022 1,790,000 — $1.5M +0.1% 0.00% DBT
1950 CSX CORP 126408HJ5 Oct 2022 1,550,000 — $1.5M +0.7% 0.00% DBT
1951 FEDERAL HOME LOAN MORTGAGE CORP 3132DMY74 — 1,674,823 New $1.5M — 0.00% ABS-MBS
1952 GENERAL MOTORS CO 37045VAU4 Oct 2022 1,438,000 — $1.5M -0.7% 0.00% DBT
1953 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138X8YK1 Oct 2022 1,540,659 -18,536 $1.5M -2.8% 0.00% ABS-MBS
1954 BROADCOM INC 11135FBR1 Jul 2022 1,610,000 -15,500,000 $1.5M -90.6% 0.00% DBT
1955 UBS GROUP AG 902613AT5 — 1,600,000 New $1.5M — 0.00% DBT
1956 SANDS CHINA LTD 80007RAN5 — 1,727,000 — $1.5M -0.1% 0.00% DBT
1957 DT AUTO OWNER TRUST DTAOT_19-2 26252TAG1 Oct 2022 1,507,607 -1,328,204 $1.5M -46.8% 0.00% ABS-O
1958 MASCO CORP 574599BR6 Apr 2022 2,294,000 — $1.5M -4.0% 0.00% DBT
1959 AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1 05377REJ9 Apr 2022 1,699,000 — $1.5M +1.3% 0.00% ABS-O
1960 WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (DBA WABTEC CORP) 960386AN0 Oct 2022 1,491,000 — $1.5M -0.0% 0.00% DBT
1961 COLBUN SA 192714AC7 Oct 2022 1,554,000 — $1.5M -0.5% 0.00% DBT
1962 GEORGIA POWER CO 373334KN0 Oct 2022 1,862,000 — $1.5M -1.6% 0.00% DBT
1963 PUBLIC SERVICE ELECTRIC AND GAS COMPANY 74456QCC8 Oct 2022 1,950,000 — $1.5M -2.7% 0.00% DBT
1964 GOLDEN ST TOB SECURITIZATION CORP CALIF 38122NB68 Apr 2022 1,855,000 — $1.5M -0.9% 0.00% DBT
1965 ABU DHABI (EMIRATE OF) 29135LAM2 Oct 2022 1,700,000 — $1.5M +2.1% 0.00% DBT
1966 OWL ROCK CAPITAL CORP 69121KAG9 Jul 2022 1,765,000 — $1.4M -1.1% 0.00% DBT
1967 PACIFIC GAS AND ELECTRIC CO 694308HM2 — 1,498,000 — $1.4M +0.3% 0.00% DBT
1968 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138WJGU6 Apr 2022 1,550,975 -27,171 $1.4M -3.3% 0.00% ABS-MBS
1969 FIDELITY NATIONAL INFORMATION SERVICES INC 31620MBU9 Apr 2022 2,027,000 — $1.4M -5.8% 0.00% DBT
1970 JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C5 46590TAE5 Oct 2022 1,510,000 — $1.4M -0.7% 0.00% ABS-CBDO
1971 BAT CAPITAL CORP 05526DBQ7 Oct 2022 1,700,000 — $1.4M -1.3% 0.00% DBT
1972 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO 46655AAE8 Apr 2022 1,735,000 — $1.4M -2.7% 0.00% ABS-CBDO
1973 AVIS BUDGET RENTAL CAR FUNDING AESOP_18-1A 05377RCY8 Oct 2022 1,392,500 -278,500 $1.4M -16.3% 0.00% ABS-O
1974 BAT CAPITAL CORP 05526DBB0 Oct 2022 1,479,000 — $1.4M +0.3% 0.00% DBT
1975 BOEING CO 097023CH6 Oct 2022 1,454,000 — $1.4M -0.4% 0.00% DBT
1976 CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36 17324TAE9 Oct 2022 1,440,000 — $1.4M +0.0% 0.00% ABS-MBS
1977 INDONESIA ASAHAN ALUMINIUM PERSERO PT 74445PAG7 Oct 2022 1,510,000 -800,000 $1.4M -34.6% 0.00% DBT
1978 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AQ3 — 1,358,000 — $1.4M -0.3% 0.00% DBT
1979 BOEING CO 097023CQ6 Oct 2022 1,805,000 — $1.4M -2.4% 0.00% DBT
1980 EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A 28166LAA2 Apr 2022 1,543,728 -64,372 $1.4M -3.3% 0.00% ABS-O
1981 AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2 05377REA8 Oct 2022 1,453,000 — $1.4M +1.0% 0.00% ABS-O
1982 GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP 36269CAE3 Jul 2022 1,362,000 — $1.3M -0.0% 0.00% ABS-CBDO
1983 COREBRIDGE FINANCIAL INC 21871XAJ8 Jul 2022 1,622,000 — $1.3M -4.8% 0.00% DBT
1984 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418SPM5 Oct 2022 1,306,128 -15,290 $1.3M -2.1% 0.00% ABS-MBS
1985 SEASONED CREDIT RISK TRANSFER SCRT_17-4 35563PCM9 Oct 2022 1,409,262 -31,231 $1.3M -2.7% 0.00% ABS-CBDO
1986 SANDS CHINA LTD 80007RAE5 — 1,352,000 — $1.3M -1.0% 0.00% DBT
1987 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132M3F77 Oct 2022 1,340,959 -15,382 $1.3M -2.6% 0.00% ABS-MBS
1988 GCI FUNDING I LLC GCI_21-1 36166VAE5 Apr 2022 1,511,688 -36,012 $1.3M -3.6% 0.00% ABS-O
1989 NMG PARENT LLC 62929P110 Oct 2022 75,844 — $1.3M -40.8% 0.00% EC
1990 EQUITABLE HOLDINGS INC 054561AM7 Oct 2022 1,500,000 — $1.3M -8.4% 0.00% DBT
1991 ELI LILLY AND CO 532457BV9 Oct 2022 1,353,000 — $1.3M +0.2% 0.00% DBT
1992 VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 928668AU6 Oct 2022 1,300,000 -700,000 $1.3M -34.7% 0.00% DBT
1993 MID-ATLANTIC INTERSTATE TRANSMISSION LLC 59524QAA3 Apr 2022 1,325,000 — $1.3M +0.7% 0.00% DBT
1994 CITIGROUP INC 172967KJ9 Oct 2022 1,300,000 — $1.3M -0.6% 0.00% DBT
1995 CLEVELAND-CLIFFS INC 185899AM3 Apr 2022 1,300,000 — $1.3M -1.1% 0.00% DBT
1996 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132WFDP1 Oct 2022 1,276,990 -10,946 $1.3M -1.9% 0.00% ABS-MBS
1997 VICI PROPERTIES LP 92564RAC9 Oct 2022 1,320,000 — $1.3M +1.0% 0.00% DBT
1998 SOUTHERN CALIFORNIA EDISON CO 842400HQ9 — 1,259,000 — $1.3M +0.2% 0.00% DBT
1999 CLI FUNDING LLC CLIF_20-1 12563LAN7 Apr 2022 1,420,305 -47,941 $1.3M -3.2% 0.00% ABS-O
2000 BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1 10568YAA6 Oct 2022 1,311,054 -75,607 $1.2M -5.7% 0.00% ABS-CBDO
2001 DT AUTO OWNER TRUST DTAOT_19-3 26253KAD6 Oct 2022 1,256,546 -451,463 $1.2M -26.2% 0.00% ABS-O
2002 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QLNW2 — 1,358,531 New $1.2M — 0.00% ABS-MBS
2003 GRAND CANYON UNIVERSITY 38528UAB2 Apr 2022 1,250,000 — $1.2M +0.0% 0.00% DBT
2004 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO 46655AAG3 Apr 2022 1,569,000 — $1.2M -1.6% 0.00% ABS-CBDO
2005 SLAM LTD SLAM_21-1 78449AAC6 Apr 2022 1,466,222 -25,834 $1.2M -1.6% 0.00% ABS-O
2006 SOUTHERN CO/THE 842587CW5 Oct 2022 1,300,000 — $1.2M +0.7% 0.00% DBT
2007 DANA INC 235825AG1 Oct 2022 1,305,000 — $1.2M -2.0% 0.00% DBT
2008 UNITED STATES TREASURY 912810SZ2 Apr 2022 1,710,100 — $1.2M -0.5% 0.00% DBT
2009 AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-3 025297AC6 Oct 2022 1,207,888 -980,466 $1.2M -44.6% 0.00% ABS-O
2010 DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT 261908107 — 1,200,000 -4,900,000 $1.2M -80.3% 0.00% EC
2011 US GOVERNMENT MONEY MARKET FUND 74926P696 — 1,200,000 New $1.2M — 0.00% EC
2012 DT AUTO OWNER TRUST DTAOT_21-1 23344GAE1 Oct 2022 1,232,000 — $1.2M +0.8% 0.00% ABS-O
2013 ASCENT RESOURCES UTICA HOLDINGS LLC 04364VAK9 Oct 2022 959,000 — $1.2M +0.0% 0.00% DBT
2014 DT AUTO OWNER TRUST DTAOT_21-2 23345EAC9 Apr 2022 1,198,384 -570,616 $1.2M -31.9% 0.00% ABS-O
2015 GINNIE MAE II POOL 3617BWRP2 Oct 2022 1,223,523 -6,858 $1.2M -1.7% 0.00% ABS-MBS
2016 GAP INC/THE 364760AQ1 Apr 2022 1,670,000 — $1.2M -6.2% 0.00% DBT
2017 EUREX CLEARING AG FGBL Oct 2022 1,363 New $1.2M — 0.00% DIR
2018 ENBRIDGE ENERGY PARTNERS LP 29250RAW6 Oct 2022 1,145,000 — $1.2M -0.0% 0.00% DBT
2019 DT AUTO OWNER TRUST DTAOT_21-2 23345EAG0 Apr 2022 1,247,000 — $1.2M +0.5% 0.00% ABS-O
2020 MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 91087BAX8 — 1,125,000 New $1.2M — 0.00% DBT
2021 AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1 02528BAG9 Oct 2022 1,201,000 — $1.1M +0.7% 0.00% ABS-O
2022 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-2 80286GAG6 Oct 2022 1,150,348 -821,511 $1.1M -41.5% 0.00% ABS-O
2023 INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR5 45661ECM4 Oct 2022 1,332,462 -9,493 $1.1M -0.9% 0.00% ABS-CBDO
2024 PAYPAL HOLDINGS INC 70450YAD5 Oct 2022 1,207,000 — $1.1M +0.3% 0.00% DBT
2025 MYT HOLDING LLC MYTHLD 10 Oct 2022 1,427,896 — $1.1M -15.8% 0.00% EP
2026 HOME DEPOT INC 437076BW1 Oct 2022 1,150,000 — $1.1M +0.5% 0.00% DBT
2027 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31419E6V6 Oct 2022 1,165,268 -47,001 $1.1M -4.9% 0.00% ABS-MBS
2028 ABBVIE INC 00287YDB2 Oct 2022 1,203,000 — $1.1M -1.8% 0.00% DBT
2029 BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1 09229CAB5 Apr 2022 1,354,374 — $1.1M +8.2% 0.00% ABS-O
2030 LIGADO NETWORKS LLC N/A Oct 2022 1,183,323 New $1.1M — 0.00% LON
2031 FOX CORP 35137LAG0 Oct 2022 1,120,000 — $1.1M +0.1% 0.00% DBT
2032 FIDELITY NATIONAL INFORMATION SERVICES INC 31620MBS4 Apr 2022 1,265,000 — $1.1M +0.4% 0.00% DBT
2033 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132M3F28 Oct 2022 1,102,678 -45,455 $1.1M -5.6% 0.00% ABS-MBS
2034 WELLS FARGO & CO 95000U2G7 Oct 2022 1,240,000 -2,005,000 $1.1M -62.2% 0.00% DBT
2035 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QBGQ5 Oct 2022 1,176,988 -20,369 $1.1M -3.2% 0.00% ABS-MBS
2036 AMERICAN WATER CAPITAL CORP 03040WAW5 Oct 2022 1,200,000 — $1.1M +0.2% 0.00% DBT
2037 EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1 30167HAG3 Apr 2022 1,092,824 -259,729 $1.1M -19.1% 0.00% ABS-O
2038 JBS USA LUX SA 46590XAB2 Apr 2022 1,120,000 — $1.1M -1.7% 0.00% DBT
2039 GOLDMAN SACHS GROUP INC 38141GWQ3 Oct 2022 1,100,000 — $1.1M -0.1% 0.00% DBT
2040 TENCENT HOLDINGS LTD 88032XAU8 — 1,256,000 New $1.1M — 0.00% DBT
2041 CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4 14687HAD5 Apr 2022 1,101,085 -261,915 $1.1M -19.2% 0.00% ABS-O
2042 CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2 14727QAA3 Oct 2022 1,083,196 -32,269 $1.1M -3.2% 0.00% ABS-CBDO
2043 HUNDRED ACRE WOOD TRUST HAWT_21-INV1 44590HAC0 Apr 2022 1,267,346 -12,064 $1.0M -2.5% 0.00% ABS-CBDO
2044 UNITED STATES TREASURY 91282CGV7 — 1,042,000 New $1.0M — 0.00% DBT
2045 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138X9L64 Oct 2022 1,055,846 -41,045 $1.0M -5.3% 0.00% ABS-MBS
2046 LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2 52476DAA5 Apr 2022 1,097,274 -34,548 $1.0M -2.9% 0.00% ABS-CBDO
2047 BNP PARIBAS 09659W2Q6 — 1,159,000 New $1.0M — 0.00% DBT
2048 FEDERAL HOME LOAN MORTGAGE CORP 31397EF42 Oct 2022 991,970 -55,648 $1.0M -5.0% 0.00% ABS-CBDO
2049 AFFIRM ASSET SECURITIZATION TRUST 21-Z2 00834TAA6 Apr 2022 1,068,761 -298,802 $1.0M -21.6% 0.00% ABS-O
2050 COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-54CB 12668APJ8 Oct 2022 1,712,170 -27,108 $1.0M -2.1% 0.00% ABS-CBDO
2051 HUARONG FINANCE 2019 CO LTD N/A Oct 2022 1,241,000 New $990K — 0.00% DBT
2052 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31396VGT9 Oct 2022 936,024 -41,503 $974K -3.1% 0.00% ABS-CBDO
2053 LIBERTY MUTUAL GROUP INC 53079EBE3 Oct 2022 971,000 — $969K +0.2% 0.00% DBT
2054 UNITED STATES TREASURY 91282CEN7 Jul 2022 1,000,000 — $968K +0.5% 0.00% DBT
2055 AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1 02528BAE4 Oct 2022 981,566 -441,099 $967K -30.8% 0.00% ABS-O
2056 BROADCOM INC 11135FBQ3 Apr 2022 1,250,000 -4,468,000 $952K -78.2% 0.00% DBT
2057 BOEING CO 097023BX2 Apr 2022 1,025,000 — $951K -0.5% 0.00% DBT
2058 ABBVIE INC 00287YAV1 Oct 2022 1,003,000 — $950K -0.4% 0.00% DBT
2059 INSTITUTIONAL MORTGAGE SECURITIES CANADA INC MSCI_15-UBS8 61691ABN2 Oct 2022 1,000,000 — $944K +1.3% 0.00% ABS-CBDO
2060 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QMRG1 — 1,073,289 -16,205 $938K -3.0% 0.00% ABS-MBS
2061 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31410GHN6 Oct 2022 893,609 -27,677 $933K -4.2% 0.00% ABS-MBS
2062 ROLLER BEARING COMPANY OF AMERICA INC. 775631AD6 Apr 2022 1,025,000 -2,035,000 $931K -66.3% 0.00% DBT
2063 ALEXANDRIA REAL ESTATE EQ INC 015271AK5 Oct 2022 975,000 — $930K -0.9% 0.00% DBT
2064 ALIBABA GROUP HOLDING LTD 01609WAX0 — 1,105,000 New $918K — 0.00% DBT
2065 MORGAN STANLEY BAML TRUST MSBAM_15-C22 61690FAM5 Oct 2022 960,000 — $918K -0.2% 0.00% ABS-MBS
2066 BROADCOM INC 11135FBB6 Oct 2022 954,000 — $916K +0.4% 0.00% DBT
2067 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3 80285WAF4 Oct 2022 916,737 -1,714,767 $914K -65.0% 0.00% ABS-O
2068 VMED O2 UK FINANCING I PLC 92858RAB6 Apr 2022 1,068,000 — $911K +0.2% 0.00% DBT
2069 FIRSTENERGY CORP 337932AN7 Oct 2022 989,000 — $910K +2.3% 0.00% DBT
2070 PACIFIC GAS AND ELECTRIC CO 694308JF5 Oct 2022 1,034,000 — $906K -0.2% 0.00% DBT
2071 ENEL GENERACION CHILE SA 29246RAA1 Oct 2022 900,000 — $888K -0.5% 0.00% DBT
2072 ONEOK INC 682680BE2 Oct 2022 837,000 — $886K -0.5% 0.00% DBT
2073 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138X9L80 Oct 2022 897,273 -14,665 $878K -3.1% 0.00% ABS-MBS
2074 PARTY CITY HOLDINGS INC 702150AE3 — 6,270,000 — $878K +16.7% 0.00% DBT
2075 GS MORTGAGE SECURITIES TRUST GSMS_17-GS7 36254CAV2 Oct 2022 940,000 — $872K -1.9% 0.00% ABS-MBS
2076 GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP 36269CAC7 Jul 2022 879,000 — $871K -0.4% 0.00% ABS-CBDO
2077 JERSEY CENTRAL POWER & LIGHT COMPANY 476556DD4 Apr 2022 1,025,000 — $870K +0.3% 0.00% DBT
2078 SEASONED CREDIT RISK TRANSFER SCRT_17-1 35563PAL3 Oct 2022 922,509 -21,960 $868K -2.5% 0.00% ABS-CBDO
2079 CHICAGO IL BRD ED 167505VU7 Oct 2022 800,000 — $865K -0.7% 0.00% DBT
2080 DISCOVER FINANCIAL SERVICES 254709AS7 — 817,000 -783,000 $865K -49.4% 0.00% DBT
2081 PACIFICORP 695114CX4 Oct 2022 1,150,000 — $862K -3.5% 0.00% DBT
2082 CPS AUTO RECEIVABLES TRUST CPS_21-A 12656NAG6 Oct 2022 883,000 — $845K +0.5% 0.00% ABS-O
2083 EQUINOR ASA 85771PAX0 Oct 2022 850,000 — $836K +0.4% 0.00% DBT
2084 DIAMOND SPORTS GROUP LLC 25277LAC0 Oct 2022 27,190,000 — $833K +44.1% 0.00% DBT
2085 JPMORGAN CHASE & CO 46647PCP9 — 925,000 New $824K — 0.00% DBT
2086 HSBC HOLDINGS PLC 404280CY3 — 1,000,000 New $819K — 0.00% DBT
2087 COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_07-HY4 02150QAG1 Oct 2022 966,584 -8,512 $815K -0.7% 0.00% ABS-CBDO
2088 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138EKBP9 Oct 2022 819,168 -27,442 $803K -4.5% 0.00% ABS-MBS
2089 NMG PARENT LLC 1841247D Oct 2022 6,165 New $801K — 0.00% EC
2090 FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO 316175108 — 800,000 -800,000 $800K -50.0% 0.00% EC
2091 STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND 857492706 Oct 2022 800,000 -800,000 $800K -50.0% 0.00% EC
2092 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128M9LA8 Oct 2022 786,575 -30,507 $791K -5.0% 0.00% ABS-MBS
2093 DEUTSCHE BANK AG 25152R2Y8 Oct 2022 834,000 — $789K -3.0% 0.00% DBT
2094 FEDERAL HOME LOAN MORTGAGE CORP 31397G3H1 Oct 2022 752,235 -23,735 $785K +0.3% 0.00% ABS-CBDO
2095 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXFH0 Oct 2022 850,175 -19,505 $767K -3.3% 0.00% ABS-MBS
2096 CUMULUS MEDIA INC CMLS Oct 2022 217,532 — $765K -47.5% 0.00% EC
2097 CHUBB INA HOLDINGS INC 00440EAV9 Oct 2022 765,000 — $749K +1.0% 0.00% DBT
2098 NISSAN MOTOR CO LTD 654744AB7 Apr 2022 800,000 — $749K -0.9% 0.00% DBT
2099 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QRAE3 — 782,290 New $748K — 0.00% ABS-MBS
2100 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N4R41 — 782,043 New $748K — 0.00% ABS-MBS
2101 BPCE SA 05583JAM4 — 750,000 New $745K — 0.00% DBT
2102 FIRSTENERGY CORP 337932AP2 Oct 2022 900,000 — $744K +0.5% 0.00% DBT
2103 PALMER SQUARE LOAN FUNDING LTD PSTAT_21-1 69701YAA0 Oct 2022 747,354 -75,124 $742K -9.2% 0.00% ABS-O
2104 PETROLEOS MEXICANOS 71654QCP5 Apr 2022 865,000 — $733K -6.4% 0.00% DBT
2105 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN SARM_06-4 86360BAL2 Oct 2022 1,130,429 -11,427 $732K -6.8% 0.00% ABS-CBDO
2106 ECOPETROL SA 279158AP4 — 970,000 — $728K -5.2% 0.00% DBT
2107 MORGAN STANLEY 61747YEH4 — 875,000 New $721K — 0.00% DBT
2108 FEDERAL HOME LOAN MORTGAGE CORP 3132DWDT7 — 774,033 New $720K — 0.00% ABS-MBS
2109 MEXICO CITY AIRPORT TRUST 59284MAC8 Apr 2022 770,000 — $714K -3.1% 0.00% DBT
2110 CHICAGO IL BRD ED 167505UD6 Oct 2022 650,000 — $703K -0.5% 0.00% DBT
2111 BHG SECURITIZATION TRUST BHG_21-A 08861YAA4 Apr 2022 748,162 -84,913 $700K -10.1% 0.00% ABS-O
2112 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QG6E2 Apr 2022 766,593 -16,391 $693K -3.8% 0.00% ABS-MBS
2113 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QEKF8 — 789,263 -12,317 $692K -3.4% 0.00% ABS-MBS
2114 ANHEUSER-BUSCH INBEV WORLDWIDE INC 035240AN0 Oct 2022 700,000 — $672K +1.3% 0.00% DBT
2115 CITIGROUP INC 172967LP4 Oct 2022 700,000 — $663K -0.1% 0.00% DBT
2116 GOLDEN ST TOB SECURITIZATION CORP CALIF 38122NB50 Apr 2022 785,000 — $662K -0.3% 0.00% DBT
2117 PRUDENTIAL FINANCIAL INC 744320AM4 Oct 2022 650,000 -1,200,000 $650K -64.7% 0.00% DBT
2118 CHESAPEAKE ENERGY CORP 165ESCAS3 Apr 2022 28,085,000 — $632K +13.9% 0.00% DBT
2119 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 31335BYZ3 Oct 2022 662,557 -6,325 $626K -2.4% 0.00% ABS-MBS
2120 DT AUTO OWNER TRUST DTAOT_21-1 23344GAG6 Oct 2022 671,000 — $625K +0.7% 0.00% ABS-O
2121 JPMORGAN CHASE & CO 46647PDM5 — 620,000 New $623K — 0.00% DBT
2122 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31410GNL3 Oct 2022 582,868 -15,543 $604K -3.8% 0.00% ABS-MBS
2123 CHICAGO IL BRD ED 167505VV5 Oct 2022 550,000 — $592K -0.5% 0.00% DBT
2124 EQUINIX INC 29444UBT2 Apr 2022 828,000 — $589K -4.1% 0.00% DBT
2125 MORGAN STANLEY 61761JVL0 Oct 2022 600,000 — $589K -0.2% 0.00% DBT
2126 PRUDENTIAL FINANCIAL INC 74432QCF0 Apr 2022 755,000 — $584K -6.5% 0.00% DBT
2127 JPMORGAN CHASE & CO 46647PDC7 Jul 2022 598,000 — $582K +0.2% 0.00% DBT
2128 PAYPAL HOLDINGS INC 70450YAH6 Oct 2022 674,000 — $580K +1.0% 0.00% DBT
2129 GULF POWER COMPANY 402479CF4 Oct 2022 600,000 — $578K +0.4% 0.00% DBT
2130 MESQUITE ENERGY INC 59073XAB1 Oct 2022 577,576 — $578K +0.0% 0.00% DBT
2131 HOME DEPOT INC 437076BX9 Oct 2022 601,000 — $571K -1.7% 0.00% DBT
2132 ONEOK INC 682680AV5 Oct 2022 636,000 — $558K -3.2% 0.00% DBT
2133 FEDERAL HOME LOAN MORTGAGE CORP 3133KMM77 — 633,971 -10,833 $553K -3.8% 0.00% ABS-MBS
2134 MORGAN STANLEY BAML TRUST MSBAM_16-C32 61691GAS9 Oct 2022 580,000 — $551K -0.4% 0.00% ABS-MBS
2135 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132WEF80 Oct 2022 551,105 -3,196 $550K -1.7% 0.00% ABS-MBS
2136 JP MORGAN MORTGAGE TRUST JPMMT_20-INV1 46591VAC3 Oct 2022 597,120 -22,370 $541K -4.0% 0.00% ABS-CBDO
2137 COMM MORTGAGE TRUST COMM_14-LC15 12591TAG1 Oct 2022 550,000 — $537K +0.3% 0.00% ABS-CBDO
2138 CLIF FUNDING VII LLC CLIF_21-1 12565KAC1 Apr 2022 624,919 -21,478 $527K -3.8% 0.00% ABS-O
2139 JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7 46648KAU0 Oct 2022 560,000 — $524K -0.7% 0.00% ABS-CBDO
2140 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31416CCK0 Oct 2022 498,026 -9,063 $520K -3.1% 0.00% ABS-MBS
2141 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FQGM3 Oct 2022 544,577 -8,103 $511K -3.3% 0.00% ABS-MBS
2142 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 312934XV9 Oct 2022 498,395 -12,940 $509K -3.7% 0.00% ABS-MBS
2143 BOEING CO 097023CZ6 Oct 2022 523,000 — $509K +0.2% 0.00% DBT
2144 CANADIAN NATURAL RESOURCES LTD 136385AY7 Oct 2022 534,000 — $487K -2.3% 0.00% DBT
2145 AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1 05377REK6 Apr 2022 551,000 — $482K +1.3% 0.00% ABS-O
2146 CF HIPPOLYTA ISSUER LLC SORT_20-1 12530MAD7 Oct 2022 566,655 -1,924 $480K +0.5% 0.00% ABS-O
2147 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31396P5J6 Oct 2022 450,827 -18,518 $480K -2.6% 0.00% ABS-CBDO
2148 BANK 18-BN10-A5 065404BB0 Oct 2022 480,000 — $454K -1.0% 0.00% ABS-CBDO
2149 WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-RC1 95001FAX3 Oct 2022 480,000 — $454K -0.9% 0.00% ABS-CBDO
2150 TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1 88315LAN8 Apr 2022 532,976 -12,895 $453K -2.7% 0.00% ABS-O
2151 CARMAX AUTO OWNER TRUST CARMX_19-2 14316LAF0 Oct 2022 450,000 — $449K +0.9% 0.00% ABS-O
2152 FEDERAL HOME LOAN MORTGAGE CORP 3133AN3Y8 — 496,175 -2,882 $447K -1.9% 0.00% ABS-MBS
2153 SOUTHERN CALIFORNIA EDISON CO 842400GN7 Oct 2022 450,000 — $441K +0.5% 0.00% DBT
2154 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128M9KA9 Oct 2022 434,613 -12,003 $437K -3.9% 0.00% ABS-MBS
2155 ASSUREDPARTNERS INC 04624VAA7 Jul 2022 435,000 — $431K +0.7% 0.00% DBT
2156 CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1 17328JAA5 Oct 2022 467,059 -14,480 $428K -3.3% 0.00% ABS-CBDO
2157 PFS FINANCING CORP PFSFC_22-D 69335PEQ4 — 431,000 — $425K +0.4% 0.00% ABS-O
2158 OWL ROCK CAPITAL CORP 69121KAB0 Oct 2022 449,000 — $424K -1.7% 0.00% DBT
2159 TRITON CONTAINER FINANCE LLC TCF_21-1 89680HAF9 Apr 2022 502,802 -12,984 $423K -2.6% 0.00% ABS-O
2160 CME CHICAGO MERCANTILE EXCHANGE ZBM3 Oct 2022 69 New $422K — 0.00% DIR
2161 COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_07-B 12669XAE4 Oct 2022 454,311 -26,351 $421K -5.7% 0.00% ABS-O
2162 BROOKFIELD ASSET MANAGEMENT LTD BAM — 12,531 New $420K — 0.00% EC
2163 FEDERAL HOME LOAN MORTGAGE CORP 31397HDZ8 Oct 2022 393,926 -11,620 $411K -1.0% 0.00% ABS-CBDO
2164 PLAINS ALL AMERICAN PIPELINE LP 72650RBN1 Oct 2022 450,000 — $408K -0.4% 0.00% DBT
2165 GUAM INTL ARPT AUTH 40064REL9 Apr 2022 525,000 — $406K -4.3% 0.00% DBT
2166 PRESTIGE AUTO RECEIVABLES TRUST PART_19-1 74113NAE8 Oct 2022 403,675 -538,594 $403K -57.1% 0.00% ABS-O
2167 CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C1 126281BE3 Oct 2022 450,000 — $400K -3.7% 0.00% ABS-MBS
2168 GEORGIA POWER CO 373334KL4 Oct 2022 450,000 — $400K +0.7% 0.00% DBT
2169 EDISON INTERNATIONAL 281020AR8 Oct 2022 400,000 — $399K +0.2% 0.00% DBT
2170 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132LQCB1 Oct 2022 421,370 -8,233 $396K -3.7% 0.00% ABS-MBS
2171 NISSAN MOTOR CO LTD 654744AA9 Apr 2022 400,000 — $395K +0.3% 0.00% DBT
2172 BOEING CO 097023CP8 Jul 2022 475,000 — $389K +0.9% 0.00% DBT
2173 CHICAGO IL BRD ED 167505TK2 Oct 2022 390,000 — $387K -1.2% 0.00% DBT
2174 SOUTHERN CALIFORNIA EDISON CO 842400GU1 Jul 2022 450,000 -304,000 $386K -40.1% 0.00% DBT
2175 ONEOK INC 682680BF9 Oct 2022 352,000 — $384K -2.3% 0.00% DBT
2176 CHICAGO IL BRD ED 167505UG9 Oct 2022 350,000 — $377K -0.0% 0.00% DBT
2177 CHICAGO IL BRD ED 167505UH7 Oct 2022 350,000 — $376K +0.1% 0.00% DBT
2178 FEDERAL HOME LOAN MORTGAGE CORP 3132DM3L7 — 416,001 -4,555 $374K -2.2% 0.00% ABS-MBS
2179 EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3 30166NAE6 Oct 2022 375,624 -435,053 $374K -53.4% 0.00% ABS-O
2180 DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1 23312LAT5 Oct 2022 400,000 — $373K +0.4% 0.00% ABS-CBDO
2181 ILLINOIS (STATE OF) 452152GS4 Oct 2022 325,000 -25,000 $359K -4.9% 0.00% DBT
2182 ARROYO MORTGAGE TRUST ARRW_20-1 04285CAA9 Oct 2022 373,871 -12,724 $346K -3.5% 0.00% ABS-CBDO
2183 CPS AUTO RECEIVABLES TRUST CPS_21-A 12656NAE1 Oct 2022 347,275 -303,255 $345K -46.4% 0.00% ABS-O
2184 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31412WNQ5 Oct 2022 333,891 -4,060 $344K -2.1% 0.00% ABS-MBS
2185 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XB3X6 — 332,692 New $336K — 0.00% ABS-MBS
2186 JPMORGAN CHASE & CO 46647PAF3 Oct 2022 350,000 — $333K +0.3% 0.00% DBT
2187 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132LQCH8 Oct 2022 351,693 -6,482 $331K -3.6% 0.00% ABS-MBS
2188 CRH AMERICA INC 12626PAN3 Oct 2022 350,000 — $328K -3.0% 0.00% DBT
2189 GINNIE MAE II POOL 3622A2CY6 Oct 2022 329,034 -11,055 $328K -4.4% 0.00% ABS-MBS
2190 CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-C1 17290YAT5 Oct 2022 350,000 — $325K -0.9% 0.00% ABS-MBS
2191 GUAM INTL ARPT AUTH 40064REK1 Apr 2022 400,000 — $323K -3.3% 0.00% DBT
2192 CHICAGO IL BRD ED 167505UE4 Oct 2022 300,000 — $323K -0.4% 0.00% DBT
2193 WESTLAKE CORP 960413AS1 Oct 2022 350,000 — $308K -2.4% 0.00% DBT
2194 RISKLESS ISSUER N/A Oct 2022 1 New $303K — 0.00% DIR
2195 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132GF6M4 Oct 2022 302,885 -4,227 $301K -2.5% 0.00% ABS-MBS
2196 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31412NFD3 Oct 2022 285,541 -14,553 $298K -5.9% 0.00% ABS-MBS
2197 CARMAX AUTO OWNER TRUST CARMX_21-1 14316NAF6 Oct 2022 313,000 — $289K +1.7% 0.00% ABS-O
2198 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140Q72C0 Oct 2022 303,384 -7,560 $287K -3.8% 0.00% ABS-MBS
2199 BANK_18-BN10 065404BA2 Oct 2022 301,309 — $283K -0.8% 0.00% ABS-CBDO
2200 ENTERPRISE PRODUCTS OPERATING LLC 29379VCA9 Oct 2022 400,000 — $282K -1.6% 0.00% DBT
2201 NETFLIX INC 64110LAY2 Oct 2022 290,000 — $281K +0.7% 0.00% DBT
2202 CARMAX AUTO OWNER TRUST CARMX_21-1 14316NAG4 Oct 2022 307,000 — $281K +2.5% 0.00% ABS-O
2203 CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_04-5 22541SZL5 Oct 2022 287,701 -7,296 $280K -2.0% 0.00% ABS-CBDO
2204 HSBC HOLDINGS PLC 404280DF3 Jul 2022 281,000 — $276K -0.5% 0.00% DBT
2205 WISCONSIN POWER AND LIGHT COMPANY 976826BN6 Oct 2022 350,000 — $274K -0.7% 0.00% DBT
2206 UBS GROUP AG 902613AV0 — 264,000 New $270K — 0.00% DBT
2207 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31410LGQ9 Oct 2022 271,237 -9,444 $266K -4.6% 0.00% ABS-MBS
2208 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132GGEW1 Oct 2022 264,172 -3,135 $264K -2.4% 0.00% ABS-MBS
2209 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128M6MA3 Oct 2022 244,428 -18,077 $257K -7.5% 0.00% ABS-MBS
2210 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31413N7C3 Oct 2022 245,387 -4,006 $252K -3.0% 0.00% ABS-MBS
2211 CHICAGO IL BRD ED 167501UM5 Oct 2022 350,000 — $247K +0.4% 0.00% DBT
2212 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31417JQ94 Oct 2022 238,294 -2,156 $246K -1.7% 0.00% ABS-MBS
2213 WESTLAKE CORP 960413AU6 Oct 2022 300,000 — $241K -2.7% 0.00% DBT
2214 JPMORGAN CHASE & CO 46647PBF2 Oct 2022 250,000 — $239K +0.3% 0.00% DBT
2215 COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-I 12668FAB0 Oct 2022 265,462 -8,255 $236K -7.0% 0.00% ABS-O
2216 CHICAGO IL BRD ED 167505SL1 Oct 2022 220,000 — $228K -0.6% 0.00% DBT
2217 GS MORTGAGE SECURITIES TRUST GSMS_19-GC38 36252SAV9 Oct 2022 240,000 — $228K -1.2% 0.00% ABS-MBS
2218 ONEOK INC 682680BC6 Oct 2022 285,000 — $225K -2.6% 0.00% DBT
2219 BANK 19-BN17 065403BC0 Oct 2022 240,000 — $225K -1.3% 0.00% ABS-CBDO
2220 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 312934XA5 Oct 2022 213,804 -3,046 $217K -2.3% 0.00% ABS-MBS
2221 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31392CMS0 Oct 2022 218,663 -8,691 $215K -4.1% 0.00% ABS-CBDO
2222 CHICAGO IL BRD ED 167505UF1 Oct 2022 200,000 — $215K -0.1% 0.00% DBT
2223 CHICAGO IL BRD ED 167505UJ3 Oct 2022 200,000 — $215K +0.2% 0.00% DBT
2224 CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R01 20754RAA4 Apr 2022 215,208 -52,528 $214K -19.6% 0.00% ABS-CBDO
2225 BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT 05609VAG0 Apr 2022 220,368 — $211K -1.0% 0.00% ABS-CBDO
2226 ALIBABA GROUP HOLDING LTD 01609WAU6 — 239,000 New $208K — 0.00% DBT
2227 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128MJMB3 Oct 2022 201,121 -6,259 $202K -4.2% 0.00% ABS-MBS
2228 AEP TRANSMISSION COMPANY LLC 00115AAM1 Oct 2022 250,000 — $200K -2.5% 0.00% DBT
2229 ABU DHABI NATIONAL ENERGY CO PJSC 00388WAC5 Oct 2022 200,000 — $200K +0.2% 0.00% DBT
2230 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31417AQC6 Oct 2022 198,406 -6,330 $195K -4.3% 0.00% ABS-MBS
2231 CLEAR CHANNEL OUTDOOR HOLDINGS INC CCO Oct 2022 152,827 — $194K -33.5% 0.00% EC
2232 CHICAGO IL BRD ED 167505PL4 Oct 2022 190,000 — $189K -0.4% 0.00% DBT
2233 WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C34 95000DBF7 Oct 2022 185,000 — $172K +0.0% 0.00% ABS-CBDO
2234 CPS AUTO TRUST CPS_19-C 12596UAD0 Oct 2022 170,086 -289,989 $170K -63.0% 0.00% ABS-O
2235 MEXICO CITY AIRPORT TRUST 59284MAD6 Oct 2022 215,000 — $167K -4.3% 0.00% DBT
2236 SEQUOIA MORTGAGE TRUST SEMT_18-CH1 81747DAA7 Oct 2022 174,608 -22,270 $166K -10.6% 0.00% ABS-CBDO
2237 TRITON INTERNAL FINANCE TIF_21-1A 872480AF5 Oct 2022 197,850 -4,950 $164K -2.7% 0.00% ABS-O
2238 HSBC HOLDINGS PLC 404280CT4 — 200,000 New $164K — 0.00% DBT
2239 UNIFORM MBS 01F060659 — 153,956 New $157K — 0.00% ABS-MBS
2240 MESQUITE ENERGY INC N/A Oct 2022 25,913 New $155K — 0.00% EC
2241 JPMORGAN CHASE & CO 46625HJY7 Oct 2022 150,000 — $147K -0.2% 0.00% DBT
2242 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132GE5F3 Oct 2022 144,824 -1,784 $145K -2.4% 0.00% ABS-MBS
2243 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31413KE31 Oct 2022 134,573 -480 $144K -0.4% 0.00% ABS-MBS
2244 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140H7JU2 Oct 2022 150,555 -4,762 $144K -4.1% 0.00% ABS-MBS
2245 WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-NXS5 95000CBD4 Oct 2022 150,000 — $142K +0.7% 0.00% ABS-CBDO
2246 CHICAGO IL BRD ED 167505TH9 Oct 2022 140,000 — $139K -1.2% 0.00% DBT
2247 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140H75K9 Oct 2022 139,923 -3,424 $138K -3.8% 0.00% ABS-MBS
2248 FEDERAL HOME LOAN MORTGAGE CORP 3133ASKR3 — 153,157 -16,540 $138K -10.9% 0.00% ABS-MBS
2249 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31371MU96 Oct 2022 131,815 -8,135 $138K -7.0% 0.00% ABS-MBS
2250 LONGFOR GROUP HOLDINGS LTD 0960 Oct 2022 49,658 New $136K — 0.00% EC
2251 LEVEL 3 FINANCING INC 527298BU6 — 141,000 New $135K — 0.00% DBT
2252 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418C5B6 Oct 2022 131,842 -7,400 $130K -6.2% 0.00% ABS-MBS
2253 VICI PROPERTIES LP 92564RAB1 Oct 2022 140,000 — $130K -0.3% 0.00% DBT
2254 FEDERAL HOME LOAN MORTGAGE CORP 3133AQUV7 — 141,900 -820 $128K -2.0% 0.00% ABS-MBS
2255 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31409TRU4 Oct 2022 122,424 -1,536 $128K -2.3% 0.00% ABS-MBS
2256 FEDERAL HOME LOAN MORTGAGE CORP 3133ANHB3 — 136,566 -721 $123K -1.7% 0.00% ABS-MBS
2257 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138EKHS7 Oct 2022 124,875 -12,446 $122K -10.1% 0.00% ABS-MBS
2258 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138ETHZ2 Oct 2022 122,944 -22,018 $122K -15.3% 0.00% ABS-MBS
2259 CHICAGO IL BRD ED 167505QR0 Oct 2022 120,000 — $121K +0.0% 0.00% DBT
2260 ONEOK INC 682680BB8 Oct 2022 134,000 — $119K +0.6% 0.00% DBT
2261 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140J5LM9 Oct 2022 120,347 -10,792 $118K -8.8% 0.00% ABS-MBS
2262 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138AVUP8 Oct 2022 119,840 -1,261 $118K -2.3% 0.00% ABS-MBS
2263 CHICAGO IL BRD ED 167505SJ6 Oct 2022 110,000 — $114K -0.3% 0.00% DBT
2264 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31419AP50 Oct 2022 105,793 -2,181 $112K -2.6% 0.00% ABS-MBS
2265 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3139216A1 Oct 2022 104,170 -5,423 $107K -5.3% 0.00% ABS-CBDO
2266 CHICAGO IL BRD ED 167505US3 Oct 2022 100,000 — $104K -0.3% 0.00% DBT
2267 CHICAGO IL BRD ED 167505SX5 Oct 2022 100,000 — $104K -0.2% 0.00% DBT
2268 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138AVTL9 Oct 2022 104,907 -1,824 $103K -3.0% 0.00% ABS-MBS
2269 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31371K6C0 Oct 2022 98,627 -5,091 $102K -5.6% 0.00% ABS-MBS
2270 CHICAGO IL BRD ED 167505TJ5 Oct 2022 100,000 — $102K -0.5% 0.00% DBT
2271 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31419J6K9 Oct 2022 100,534 -4,425 $99K -5.4% 0.00% ABS-MBS
2272 GCI FUNDING I LLC GCI_21-1 36166VAF2 Apr 2022 114,447 -2,726 $95K -5.8% 0.00% ABS-O
2273 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31392CT20 Oct 2022 84,282 -1,809 $91K -2.4% 0.00% ABS-CBDO
2274 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31392AJW9 Oct 2022 88,929 -4,909 $91K -5.7% 0.00% ABS-CBDO
2275 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31402QYZ8 Oct 2022 85,882 -3,116 $89K -4.5% 0.00% ABS-MBS
2276 PM GENERAL PURCHASER LLC 69356MAA4 — 90,000 New $85K — 0.00% DBT
2277 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31419BCD5 Oct 2022 82,393 -2,913 $79K -4.3% 0.00% ABS-MBS
2278 LSC COMMUNICATIONS INC 502ESCAA4 Apr 2022 25,849,727 — $78K +0.0% 0.00% DBT
2279 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31413HHH4 Oct 2022 65,637 -681 $69K -1.4% 0.00% ABS-MBS
2280 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31412QSG5 Oct 2022 60,019 -13,455 $60K -19.3% 0.00% ABS-MBS
2281 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31409WD73 Oct 2022 56,404 -713 $58K -2.1% 0.00% ABS-MBS
2282 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418DAM4 Oct 2022 57,162 -1,767 $57K -3.9% 0.00% ABS-MBS
2283 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138AGYU6 Oct 2022 53,344 -558 $54K -2.0% 0.00% ABS-MBS
2284 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418UC69 Oct 2022 53,198 -10,279 $53K -17.3% 0.00% ABS-MBS
2285 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138ANM83 Oct 2022 51,375 -3,610 $52K -7.9% 0.00% ABS-MBS
2286 ANTERO RESOURCES CORP 03674XAS5 Apr 2022 52,000 — $49K +0.4% 0.00% DBT
2287 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138AJLS9 Oct 2022 46,730 -415 $48K -1.8% 0.00% ABS-MBS
2288 ONEOK INC 682680BA0 Oct 2022 50,000 — $47K +0.5% 0.00% DBT
2289 MCDERMOTT INTERNATIONAL LTD MCDIF Oct 2022 120,017 New $46K — 0.00% EC
2290 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418WC57 Oct 2022 42,358 -7,011 $42K -14.3% 0.00% ABS-MBS
2291 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MEF76 — 43,922 New $42K — 0.00% ABS-MBS
2292 MESQUITE ENERGY INC 799ESCAK4 Oct 2022 5,374,000 — $40K -33.3% 0.00% DBT
2293 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138AKFM6 Oct 2022 39,392 -4,799 $40K -11.5% 0.00% ABS-MBS
2294 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31412BDU3 Oct 2022 34,231 -128 $37K -0.4% 0.00% ABS-MBS
2295 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138ARJB1 Oct 2022 37,221 -870 $36K -3.3% 0.00% ABS-MBS
2296 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31413KJE2 Oct 2022 32,826 -483 $33K -0.8% 0.00% ABS-MBS
2297 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31419A4N4 Oct 2022 33,687 -884 $32K -3.7% 0.00% ABS-MBS
2298 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418TKE6 Oct 2022 29,896 -6,556 $30K -19.0% 0.00% ABS-MBS
2299 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138AK2N8 Oct 2022 29,663 -2,272 $30K -7.3% 0.00% ABS-MBS
2300 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 31307VJ80 Oct 2022 30,291 -690 $29K -3.0% 0.00% ABS-MBS
2301 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418TYR2 Oct 2022 28,838 -3,502 $29K -12.0% 0.00% ABS-MBS
2302 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XBEP1 — 28,583 New $28K — 0.00% ABS-MBS
2303 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418QQB2 Oct 2022 25,840 -8,439 $26K -25.7% 0.00% ABS-MBS
2304 GINNIE MAE II POOL 36179XBT2 — 25,298 -311 $24K -2.2% 0.00% ABS-MBS
2305 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31416XW89 Oct 2022 15,120 -174 $15K -2.1% 0.00% ABS-MBS
2306 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 312945F52 Oct 2022 14,060 -2,949 $14K -18.6% 0.00% ABS-MBS
2307 LSC COMMUNICATIONS INC 50219CAD7 Oct 2022 3,696,925 — $11K +0.0% 0.00% LON
2308 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31371NPV1 Oct 2022 9,204 -31 $10K -0.4% 0.00% ABS-MBS
2309 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140JHF32 Oct 2022 7,976 -195 $8K -3.3% 0.00% ABS-MBS
2310 FEDERAL HOME LOAN MORTGAGE CORP 3131Y96D0 Oct 2022 7,576 -47 $7K -1.6% 0.00% ABS-MBS
2311 VIRGIN AUSTRALIA HOLDINGS LTD 92765YAG2 Oct 2022 1,648,928 -101,072 $3K -72.8% 0.00% DBT
2312 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31416BTW8 Oct 2022 698 -643 $697 -48.0% 0.00% ABS-MBS
2313 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31359SGU8 Oct 2022 47 -6 $48 -12.7% 0.00% ABS-CBDO
2314 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31359SGT1 Oct 2022 6 -3 $6 -34.0% 0.00% ABS-CBDO
2315 SBERBANK OF RUSSIA PJSC SBER Oct 2022 25,683,200 New $3 — 0.00% EC
2316 BIGHORN PERMIAN RESOURCES LLC N/A Oct 2022 17,183 New $0 — 0.00% EC
2317 CONSTELLATION OIL SERVICES HOLDING SA N/A Oct 2022 28 New $0 — 0.00% EC
2318 RISKLESS ISSUER N/A Oct 2022 1 New $-8433 — -0.00% DIR
2319 RISKLESS ISSUER N/A Oct 2022 1 New $-103897 — -0.00% DIR
2320 CME CHICAGO MERCANTILE EXCHANGE UBM3 Oct 2022 992 New $-153957 — -0.00% DIR
2321 RISKLESS ISSUER N/A Oct 2022 1 New $-259550 — -0.00% DIR
2322 CME CHICAGO MERCANTILE EXCHANGE ZQJ3 Oct 2022 1,488 New $-283540 — -0.00% DIR
2323 RISKLESS ISSUER N/A Oct 2022 1 New $-405844 — -0.00% DIR
2324 RISKLESS ISSUER N/A Oct 2022 1 New $-537355 — -0.00% DIR
2325 CDX HIGH GRADE ISSUER N/A Oct 2022 1 New $-555347 — -0.00% DCR
2326 CDX HIGH YIELD ISSUER N/A Oct 2022 1 New $-597530 — -0.00% DCR
2327 CME CHICAGO MERCANTILE EXCHANGE ZFM3 Oct 2022 24,500 New $-967951 — -0.00% DIR
2328 RISKLESS ISSUER N/A Oct 2022 1 New $-2527906 — -0.00% DIR
2329 RISKLESS ISSUER N/A Oct 2022 1 New $-2572740 — -0.00% DIR
2330 RISKLESS ISSUER N/A Oct 2022 1 New $-3059812 — -0.00% DIR
2331 CME CHICAGO MERCANTILE EXCHANGE ZNM3 Oct 2022 6,495 New $-3601618 — -0.00% DIR
2332 CME CHICAGO MERCANTILE EXCHANGE TNM3 Oct 2022 8,419 New $-4056923 — -0.00% DIR
2333 JAPAN EXCHANGE GROUP INC JBL Oct 2022 335 New $-5833247 — -0.00% DIR
2334 CME CHICAGO MERCANTILE EXCHANGE ZTM3 Oct 2022 15,817 New $-17441386 — -0.01% DIR
✕ UNITED STATES TREASURY 912810TJ7 — 627,855,000 Exited $554.3M — — —
✕ UNITED STATES TREASURY 91282CGH8 — 486,232,300 Exited $483.9M — — —
✕ PNC FINANCIAL SERVICES GROUP INC 693475105 — 2,581,165 Exited $427.0M — — —
✕ UNIFORM MBS 01F020638 — 381,700,926 Exited $321.2M — — —
✕ UNIFORM MBS 01F020620 — 341,101,074 Exited $286.8M — — —
✕ PIONEER NATURAL RESOURCES CO 723787107 — 1,089,700 Exited $251.0M — — —
✕ REGIONS FINANCIAL CORP 7591EP100 — 10,069,900 Exited $237.0M — — —
✕ UNITED STATES TREASURY 91282CGE5 — 235,671,000 Exited $235.6M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWET6 — 178,199,277 Exited $179.0M — — —
✕ UNITED STATES TREASURY 91282CGJ4 — 157,626,000 Exited $157.0M — — —
✕ WP CAREY INC 92936U109 — 1,820,000 Exited $155.7M — — —
✕ UNIFORM MBS 01F040636 — 154,900,000 Exited $149.7M — — —
✕ KEYCORP 493267108 — 7,620,000 Exited $146.2M — — —
✕ VALERO ENERGY CORP 91913Y100 — 1,000,000 Exited $140.0M — — —
✕ KELLOGG CO 487836108 — 1,770,000 Exited $121.4M — — —
✕ TRUIST FINANCIAL CORP 89832Q109 — 2,316,800 Exited $114.4M — — —
✕ DANAHER CORP 235851409 — 82,100 Exited $110.3M — — —
✕ AMERICOLD REALTY TRUST INC 03064D108 — 3,362,200 Exited $105.6M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWFQ1 — 97,367,808 Exited $96.3M — — —
✕ GINNIE MAE II POOL 21H030625 — 90,000,000 Exited $82.7M — — —
✕ CITIZENS FINANCIAL GROUP INC 174610105 — 1,878,218 Exited $81.4M — — —
✕ UNIFORM MBS 01F032633 — 83,400,000 Exited $78.3M — — —
✕ UNIFORM MBS 01F022634 — 88,162,116 Exited $77.3M — — —
✕ UNIFORM MBS 01F050635 — 68,030,000 Exited $68.3M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWDJ9 — 69,192,683 Exited $60.7M — — —
✕ UNIFORM MBS 01F022626 — 66,877,884 Exited $58.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EHJ2 — 57,905,288 Exited $56.0M — — —
✕ UNIFORM MBS 01F042624 — 52,879,512 Exited $52.2M — — —
✕ GINNIE MAE II POOL 21H020634 — 60,300,000 Exited $52.2M — — —
✕ CITIGROUP INC 172967NS6 — 49,628,000 Exited $49.1M — — —
✕ GINNIE MAE II POOL 21H042620 — 46,166,000 Exited $45.8M — — —
✕ GINNIE MAE II POOL 21H042638 — 45,800,000 Exited $45.5M — — —
✕ UNIFORM MBS 01F052623 — 44,620,000 Exited $45.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EE63 — 45,511,716 Exited $45.0M — — —
✕ UNIFORM MBS 01F060634 — 41,657,000 Exited $42.7M — — —
✕ UNIFORM MBS 01F062622 — 39,100,000 Exited $40.5M — — —
✕ TRIUMPH GROUP INC 896818AQ4 — 40,765,000 Exited $39.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWDH3 — 45,602,096 Exited $38.4M — — —
✕ FIRST QUANTUM MINERALS LTD 335934AP0 — 35,546,000 Exited $35.5M — — —
✕ HONEYWELL INTERNATIONAL INC 438516106 — 146,500 Exited $30.5M — — —
✕ UNITED STATES TREASURY 91282CAJ0 — 32,594,000 Exited $29.7M — — —
✕ UNITED STATES TREASURY 912828Z94 — 31,651,000 Exited $27.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWDZ3 — 30,195,561 Exited $27.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNW73 — 29,064,176 Exited $27.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ECP3 — 32,283,808 Exited $27.2M — — —
✕ UNITED STATES TREASURY 912810TM0 — 26,251,500 Exited $27.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWE66 — 26,716,263 Exited $26.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XGEC9 — 27,763,222 Exited $25.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N16S7 — 23,752,554 Exited $23.0M — — —
✕ HYUNDAI CAPITAL AMERICA 44891ABE6 — 21,815,000 Exited $21.8M — — —
✕ ROYAL CARIBBEAN CRUISES LTD 780153AZ5 — 19,951,000 Exited $21.4M — — —
✕ UNIFORM MBS 01F032625 — 21,992,545 Exited $20.6M — — —
✕ TRIUMPH GROUP INC 896818AS0 — 18,608,000 Exited $18.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KMYC3 — 21,041,915 Exited $18.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNXY3 — 21,571,337 Exited $18.2M — — —
✕ UNIFORM MBS 01F030629 — 20,000,000 Exited $18.2M — — —
✕ NATIONAL AUSTRALIA BANK LTD 6325C0EB3 — 20,000,000 Exited $18.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XHPZ4 — 19,888,462 Exited $17.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MSKY0 — 17,800,512 Exited $17.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XFHM6 — 19,507,535 Exited $17.1M — — —
✕ MERCEDES-BENZ FINANCE NORTH AMERICA LLC 233851DY7 — 17,000,000 Exited $16.9M — — —
✕ HANESBRANDS INC 410345AJ1 — 16,610,000 Exited $16.3M — — —
✕ UNITED STATES TREASURY 912828Y61 — 16,300,000 Exited $16.1M — — —
✕ MERCURY FINANCIAL MFCC_21-1 58940BAA4 — 16,100,000 Exited $16.1M — — —
✕ WYNN LAS VEGAS LLC 983130AU9 — 15,648,000 Exited $15.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNMM1 — 17,743,003 Exited $15.6M — — —
✕ ORACLE CORP 68389XBU8 — 16,500,000 Exited $15.3M — — —
✕ REAL HERO MERGER SUB 2 INC 75602BAA7 — 20,218,000 Exited $15.0M — — —
✕ CONAGRA BRANDS INC 205887CC4 — 14,860,000 Exited $14.9M — — —
✕ VERIZON COMMUNICATIONS INC 92343VER1 — 14,870,000 Exited $14.7M — — —
✕ CVS HEALTH CORP 126650CX6 — 14,910,000 Exited $14.7M — — —
✕ CDK GLOBAL INC 15477CAA3 — 14,625,000 Exited $14.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N0E68 — 14,926,932 Exited $14.4M — — —
✕ UNITED STATES TREASURY 91282CBR1 — 14,000,000 Exited $13.3M — — —
✕ UNIFORM MBS 01F040628 — 13,371,000 Exited $12.9M — — —
✕ REAL HERO MERGER SUB 2 INC 89778PAG2 — 13,748,111 Exited $12.4M — — —
✕ WYNN RESORTS FINANCE LLC 983133AB5 — 12,005,000 Exited $12.1M — — —
✕ ILLINOIS (STATE OF) 4521523N9 — 12,000,000 Exited $12.0M — — —
✕ SILGAN HOLDINGS INC 827048AW9 — 12,714,000 Exited $11.9M — — —
✕ GRAHAM PACKAGING CO INC 384701AA6 — 13,485,000 Exited $11.8M — — —
✕ JELD-WEN INC 475795AD2 — 14,345,000 Exited $11.7M — — —
✕ SIX FLAGS ENTERTAINMENT CORPORATION 83001AAB8 — 11,570,000 Exited $11.3M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B76Q6 — 12,894,065 Exited $11.3M — — —
✕ ARCONIC CORP 03966VAB3 — 10,820,000 Exited $10.7M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BQWZ5 — 10,897,729 Exited $10.5M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B8AL0 — 11,791,240 Exited $10.3M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KPTC2 — 11,759,128 Exited $10.3M — — —
✕ MSCI INC 55354GAM2 — 11,825,000 Exited $10.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KN2N2 — 11,492,618 Exited $10.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNGE6 — 11,058,148 Exited $10.1M — — —
✕ UNITED STATES TREASURY 9128284L1 — 10,000,000 Exited $10.0M — — —
✕ MAUSER PACKAGING SOLUTIONS HOLDING COMPANY 12429TAD6 — 9,890,000 Exited $9.9M — — —
✕ TENET HEALTHCARE CORP 88033GDR8 — 10,985,000 Exited $9.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B6UA6 — 10,964,970 Exited $9.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MMLB2 — 10,947,038 Exited $9.6M — — —
✕ GINNIE MAE II POOL 21H022622 — 10,441,000 Exited $9.3M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B0YK3 — 10,315,557 Exited $9.1M — — —
✕ UNITED STATES TREASURY 91282CDL2 — 10,000,000 Exited $8.9M — — —
✕ SINCLAIR TELEVISION GROUP INC 829259BA7 — 11,150,000 Exited $8.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QPNM5 — 9,978,723 Exited $8.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B66B1 — 9,976,791 Exited $8.8M — — —
✕ BAUSCH HEALTH COMPANIES INC 071734AH0 — 19,194,000 Exited $8.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MGEZ0 — 9,825,304 Exited $8.6M — — —
✕ BROADCOM INC 11135FBV2 — 9,351,000 Exited $8.6M — — —
✕ CLEVELAND-CLIFFS INC 185899AL5 — 8,989,000 Exited $8.4M — — —
✕ SOUTHWESTERN ENERGY COMPANY 845467AN9 — 7,950,000 Exited $8.3M — — —
✕ WHEEL PROS INC 96289WAA7 — 20,451,000 Exited $8.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MM4J4 — 8,530,462 Exited $8.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B9Z98 — 8,711,148 Exited $8.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BADJ7 — 9,239,058 Exited $8.1M — — —
✕ MOHEGAN GAMING & ENTERTAINMENT 608328BH2 — 8,440,000 Exited $8.0M — — —
✕ ORGANON & CO 68622V106 — 264,123 Exited $8.0M — — —
✕ W R GRACE HOLDINGS LLC 92943GAA9 — 9,455,000 Exited $7.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QPCC9 — 8,981,312 Exited $7.9M — — —
✕ CENTERFIELD MEDIA PARENT INC 60041CAA6 — 11,255,000 Exited $7.8M — — —
✕ HCA INC 404119CD9 — 8,130,000 Exited $7.6M — — —
✕ VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 928668BB7 — 8,003,000 Exited $7.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LVRB7 — 8,189,498 Exited $7.2M — — —
✕ L3HARRIS TECHNOLOGIES INC 502431AN9 — 8,925,000 Exited $7.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N0D85 — 7,331,454 Exited $7.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XDZ66 — 7,985,364 Exited $7.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B2KL2 — 7,984,814 Exited $7.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EJ68 — 7,009,148 Exited $6.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BKVS5 — 7,068,177 Exited $6.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QPES2 — 7,733,591 Exited $6.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QHKD6 — 7,640,364 Exited $6.7M — — —
✕ MERCEDES-BENZ FINANCE NORTH AMERICA LLC 58769JAC1 — 6,475,000 Exited $6.7M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BNTV5 — 6,779,075 Exited $6.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QPTR8 — 6,771,460 Exited $6.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MSN43 — 6,715,332 Exited $6.5M — — —
✕ BROADCOM INC 11135FBP5 — 8,274,000 Exited $6.4M — — —
✕ PREMIER ENTERTAINMENT SUB LLC 74052HAA2 — 8,850,000 Exited $6.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MJE68 — 7,102,312 Exited $6.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XFTC5 — 7,090,547 Exited $6.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QPCB1 — 7,066,344 Exited $6.2M — — —
✕ NEXSTAR ESCROW CORP 65343HAA9 — 6,480,000 Exited $6.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N2L66 — 6,362,915 Exited $6.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LQRN2 — 6,975,359 Exited $6.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N4R74 — 6,318,170 Exited $6.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N1AD5 — 5,929,499 Exited $5.7M — — —
✕ AMGEN INC 031162DH0 — 5,900,000 Exited $5.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QN3D2 — 6,028,142 Exited $5.5M — — —
✕ JPMORGAN CHASE & CO 46647PAP1 — 5,400,000 Exited $5.4M — — —
✕ MGM RESORTS INTERNATIONAL 552953CC3 — 5,355,000 Exited $5.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KM4Q5 — 6,093,204 Exited $5.3M — — —
✕ DEUTSCHE BANK AG (NEW YORK BRANCH) 251526BR9 — 5,345,000 Exited $5.3M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BKB24 — 5,473,502 Exited $5.3M — — —
✕ PREMIER ENTERTAINMENT SUB LLC 74052HAB0 — 7,525,000 Exited $5.3M — — —
✕ HOWMET AEROSPACE INC 013817AJ0 — 5,150,000 Exited $5.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MF5R0 — 5,928,492 Exited $5.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KMMG7 — 5,920,381 Exited $5.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140M4MG0 — 5,846,885 Exited $5.1M — — —
✕ CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL3 12661GAA7 — 5,737,865 Exited $5.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ELW8 — 5,074,048 Exited $5.0M — — —
✕ HYUNDAI CAPITAL AMERICA 44891ABJ5 — 5,000,000 Exited $5.0M — — —
✕ MORGAN STANLEY 61747YEK7 — 5,451,000 Exited $5.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWEP4 — 5,182,691 Exited $4.7M — — —
✕ GLAXOSMITHKLINE CAPITAL PLC 377372AM9 — 4,625,000 Exited $4.6M — — —
✕ CANADIAN PACIFIC RAILWAY CO 13645RBF0 — 5,255,000 Exited $4.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N16T5 — 4,582,078 Exited $4.5M — — —
✕ APPLE INC 037833EQ9 — 5,000,000 Exited $4.5M — — —
✕ VERITAS US INC 92346LAE3 — 6,665,000 Exited $4.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BBSB6 — 4,990,479 Exited $4.4M — — —
✕ AMERISOURCEBERGEN CORP 03073EAS4 — 4,382,000 Exited $4.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BBTH2 — 4,882,037 Exited $4.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XHY84 — 4,859,533 Exited $4.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LSYA8 — 4,781,105 Exited $4.2M — — —
✕ BANK BANK_22-BNK40 06541LBG0 — 4,590,000 Exited $4.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QL7F7 — 4,458,793 Exited $3.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B72Y3 — 4,466,068 Exited $3.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EHK9 — 3,663,157 Exited $3.6M — — —
✕ ATS CORP 001940AC9 — 3,975,000 Exited $3.6M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133AQD87 — 4,013,188 Exited $3.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XGY37 — 3,984,710 Exited $3.5M — — —
✕ CHARTER COMMUNICATIONS OPERATING LLC 161175CA0 — 5,000,000 Exited $3.4M — — —
✕ TSMC GLOBAL LTD 872882AN5 — 3,326,000 Exited $3.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BMW84 — 3,413,041 Exited $3.4M — — —
✕ GINNIE MAE II POOL 21H020626 — 3,875,121 Exited $3.4M — — —
✕ GINNIE MAE II POOL 36179XLF1 — 3,441,950 Exited $3.3M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWDK6 — 3,539,019 Exited $3.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140M4UV8 — 3,631,989 Exited $3.2M — — —
✕ ARCONIC CORP 03966VAA5 — 3,300,000 Exited $3.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140L8MQ0 — 3,611,520 Exited $3.2M — — —
✕ INDONESIA ASAHAN ALUMINIUM PERSERO PT 74445PAE2 — 3,060,000 Exited $3.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNW24 — 3,313,011 Exited $3.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWDC4 — 3,549,998 Exited $3.0M — — —
✕ LYB INTERNATIONAL FINANCE III LLC 50249AAK9 — 4,106,000 Exited $3.0M — — —
✕ TSMC GLOBAL LTD 872882AM7 — 2,935,000 Exited $2.9M — — —
✕ HOWMET AEROSPACE INC 443201AA6 — 2,815,000 Exited $2.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B93G7 — 3,283,777 Exited $2.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B65B2 — 3,250,376 Exited $2.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XGK40 — 3,174,473 Exited $2.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B5ZL9 — 3,001,354 Exited $2.7M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BDM93 — 2,995,231 Exited $2.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MA5F7 — 2,991,291 Exited $2.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XHCP0 — 2,987,612 Exited $2.7M — — —
✕ WARNERMEDIA HOLDINGS INC 55903VAS2 — 3,203,000 Exited $2.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XFKR1 — 2,926,810 Exited $2.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MMT73 — 2,993,787 Exited $2.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MDZ43 — 2,994,561 Exited $2.6M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B7UB2 — 2,988,566 Exited $2.6M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133ATXF3 — 2,963,257 Exited $2.6M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWDQ3 — 3,059,570 Exited $2.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N7ZR4 — 2,907,452 Exited $2.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QN6H0 — 2,905,837 Exited $2.5M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KNKV4 — 2,799,543 Exited $2.5M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWFB4 — 2,899,951 Exited $2.5M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133AJN90 — 2,865,709 Exited $2.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XFNJ6 — 2,831,542 Exited $2.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XBS68 — 2,811,822 Exited $2.5M — — —
✕ EDGEWELL PERSONAL CARE CO 28035QAA0 — 2,445,000 Exited $2.3M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWFL2 — 2,616,429 Exited $2.3M — — —
✕ LONGFELLOW PLACE CLO LTD LONGF_13-1A 54303PAY1 — 2,291,926 Exited $2.3M — — —
✕ GINNIE MAE II POOL 21H040632 — 2,300,000 Exited $2.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XF4R9 — 2,378,850 Exited $2.2M — — —
✕ LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP 55066WAA2 — 2,054,102 Exited $2.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ELE8 — 2,231,229 Exited $2.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BNUN1 — 1,997,065 Exited $1.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LWVM6 — 2,109,674 Exited $1.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133AVBM7 — 2,122,354 Exited $1.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DNQ30 — 2,034,296 Exited $1.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MNAT3 — 1,958,878 Exited $1.8M — — —
✕ SIX FLAGS THEME PARKS INC 83001WAC8 — 1,760,000 Exited $1.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MAX90 — 1,929,172 Exited $1.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B6Z86 — 1,996,008 Exited $1.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNQS4 — 1,995,946 Exited $1.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N0D51 — 1,992,860 Exited $1.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XHY92 — 1,992,205 Exited $1.7M — — —
✕ GINNIE MAE II POOL 21H040624 — 1,800,000 Exited $1.7M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KNLN1 — 1,991,682 Exited $1.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XG5K1 — 1,988,169 Exited $1.7M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KPB80 — 1,979,258 Exited $1.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MQCM9 — 1,941,181 Exited $1.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QLHL3 — 1,922,126 Exited $1.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140JSEH8 — 1,908,510 Exited $1.7M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KQEY8 — 1,837,065 Exited $1.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EB82 — 1,983,649 Exited $1.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140KSJC2 — 1,858,435 Exited $1.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LUV32 — 1,838,717 Exited $1.6M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BAB26 — 1,815,981 Exited $1.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QPXK8 — 1,717,417 Exited $1.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MAVY7 — 1,766,622 Exited $1.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MPX63 — 1,754,244 Exited $1.5M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWDR1 — 1,735,527 Exited $1.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNYG1 — 1,673,029 Exited $1.5M — — —
✕ AMERICAN AIRLINES 2013-2 CLASS A PASS THROUGH TRUST 02377UAB0 — 1,506,342 Exited $1.5M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWEG4 — 1,653,190 Exited $1.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LPCH3 — 1,703,876 Exited $1.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MMYJ1 — 1,673,038 Exited $1.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EDE7 — 1,529,600 Exited $1.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LQNE6 — 1,614,239 Exited $1.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KQBE5 — 1,525,212 Exited $1.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MS7A7 — 1,497,055 Exited $1.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B5SB9 — 1,497,459 Exited $1.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QQSD8 — 1,494,642 Exited $1.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EPE4 — 1,299,870 Exited $1.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LQC65 — 1,459,249 Exited $1.3M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWFC2 — 1,373,913 Exited $1.2M — — —
✕ MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 91087BAV2 — 1,149,000 Exited $1.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KMQG3 — 1,365,124 Exited $1.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KNXV0 — 1,308,153 Exited $1.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XCUS5 — 1,346,617 Exited $1.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XHGD3 — 1,309,156 Exited $1.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWES8 — 1,112,172 Exited $1.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B9LG7 — 1,245,511 Exited $1.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KQBP0 — 1,238,231 Exited $1.1M — — —
✕ WESTERN MIDSTREAM OPERATING LP 958254AD6 — 1,210,000 Exited $1.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWF81 — 1,214,304 Exited $1.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B9LB8 — 1,212,515 Exited $1.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MPVE8 — 1,198,550 Exited $1.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B9Z23 — 1,127,165 Exited $1.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B0SP9 — 1,141,062 Exited $1.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BCM53 — 1,098,639 Exited $1.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140KTJT3 — 1,123,267 Exited $1.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWFZ1 — 1,083,424 Exited $1.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWGL1 — 1,100,037 Exited $1.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BPD62 — 997,129 Exited $1.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ELV0 — 995,399 Exited $1.0M — — —
✕ AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2A 05377RCU6 — 960,000 Exited $1.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133AYJU5 — 1,090,753 Exited $1.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BPGR3 — 952,313 Exited $1.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B6T67 — 1,038,470 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140M9LG0 — 1,033,088 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XFM73 — 1,064,424 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MS4U6 — 998,128 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MEA22 — 998,048 Exited $0.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KNXS7 — 997,927 Exited $0.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BDTV7 — 997,877 Exited $0.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KN4P5 — 992,473 Exited $0.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BAQM6 — 991,023 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MUXN5 — 990,368 Exited $0.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BDNS0 — 989,924 Exited $0.9M — — —
✕ BANK OF AMERICA CORP 06051GKD0 — 1,087,000 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140M2FC1 — 1,014,418 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XDH25 — 991,342 Exited $0.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KMGN9 — 998,033 Exited $0.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BNW66 — 872,599 Exited $0.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133AQ4J3 — 997,775 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140M4WH7 — 998,085 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QMU36 — 997,886 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140M4DH8 — 998,081 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EN48 — 998,256 Exited $0.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KNYS6 — 994,979 Exited $0.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133ARKJ3 — 994,119 Exited $0.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B9FK5 — 978,667 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N0KD6 — 854,354 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LRME5 — 973,536 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MQC49 — 974,269 Exited $0.9M — — —
✕ BELLEMEADE RE LTD BMIR_19-3 07877GAB5 — 852,794 Exited $0.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BQF76 — 880,994 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MEB47 — 840,557 Exited $0.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133ARSJ5 — 961,548 Exited $0.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XFFS5 — 960,767 Exited $0.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MFYM9 — 948,886 Exited $0.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QMZV9 — 943,689 Exited $0.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MFY56 — 875,764 Exited $0.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B7T99 — 872,541 Exited $0.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BFMG2 — 818,464 Exited $0.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BNA29 — 869,196 Exited $0.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BK4C0 — 784,570 Exited $0.8M — — —
✕ INDONESIA ASAHAN ALUMINIUM PERSERO PT 74445PAF9 — 790,000 Exited $0.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KNRZ8 — 856,669 Exited $0.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BBSC4 — 849,270 Exited $0.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MGHU8 — 848,222 Exited $0.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MGH87 — 838,863 Exited $0.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNQX3 — 840,153 Exited $0.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B5YP1 — 835,937 Exited $0.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B9KD5 — 865,200 Exited $0.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B93H5 — 862,121 Exited $0.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DNH97 — 821,149 Exited $0.7M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KNZ63 — 863,000 Exited $0.7M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BRRK2 — 718,399 Exited $0.7M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BBTB5 — 839,045 Exited $0.7M — — —
✕ SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2 80286XAD6 — 702,025 Exited $0.7M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KNR39 — 732,016 Exited $0.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N5FS8 — 663,013 Exited $0.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XDXA9 — 753,759 Exited $0.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MNCC8 — 753,770 Exited $0.7M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DN3T8 — 655,194 Exited $0.7M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWFW8 — 613,132 Exited $0.6M — — —
✕ UNIFORM MBS 01F062630 — 600,000 Exited $0.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MNB21 — 700,713 Exited $0.6M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B36Q5 — 672,822 Exited $0.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MRAC1 — 681,420 Exited $0.6M — — —
✕ ILLINOIS (STATE OF) 452152DQ1 — 595,000 Exited $0.6M — — —
✕ BAUSCH HEALTH COMPANIES INC 071734AF4 — 1,325,000 Exited $0.6M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B6HN3 — 649,132 Exited $0.6M — — —
✕ CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4 12529LAA8 — 603,158 Exited $0.6M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWC68 — 694,914 Exited $0.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EDC1 — 662,048 Exited $0.6M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BFX21 — 646,994 Exited $0.6M — — —
✕ GENERAL MOTORS CO 37045V100 — 14,300 Exited $0.6M — — —
✕ BAUSCH HEALTH COMPANIES INC 071734AM9 — 1,145,000 Exited $0.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNWQ1 — 574,459 Exited $0.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MSRA5 — 499,395 Exited $0.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QLWN2 — 560,796 Exited $0.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MS7K5 — 533,944 Exited $0.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XCLC0 — 543,270 Exited $0.5M — — —
✕ MARRIOTT INTERNATIONAL INC 571903AS2 — 502,000 Exited $0.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNWW8 — 512,888 Exited $0.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MMAA6 — 505,629 Exited $0.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ED64 — 505,389 Exited $0.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MSTF2 — 503,706 Exited $0.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MPWF4 — 499,097 Exited $0.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MP4D0 — 499,147 Exited $0.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LRLN6 — 502,734 Exited $0.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140M1LX0 — 495,220 Exited $0.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MMLA4 — 486,688 Exited $0.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BNNW9 — 424,514 Exited $0.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MUHM5 — 449,153 Exited $0.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KNEE9 — 457,186 Exited $0.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418END8 — 441,189 Exited $0.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MSRF4 — 399,230 Exited $0.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DNA37 — 428,422 Exited $0.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MJGC3 — 411,959 Exited $0.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BJ7A4 — 417,627 Exited $0.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N0UE3 — 402,203 Exited $0.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XJDK6 — 411,856 Exited $0.4M — — —
✕ MARRIOTT INTERNATIONAL INC 571903BD4 — 355,000 Exited $0.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QKNN4 — 409,502 Exited $0.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MFWD1 — 392,946 Exited $0.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QDJD7 — 396,421 Exited $0.3M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWDS9 — 379,645 Exited $0.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MGXX4 — 357,738 Exited $0.3M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWDX8 — 380,786 Exited $0.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XDLR5 — 362,966 Exited $0.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MKHE5 — 301,404 Exited $0.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XFTD3 — 329,386 Exited $0.3M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWFY4 — 330,640 Exited $0.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LWB97 — 325,208 Exited $0.3M — — —
✕ WELLS FARGO & CO 95000U2A0 — 281,000 Exited $0.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MFTS2 — 289,423 Exited $0.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EHG8 — 275,957 Exited $0.3M — — —
✕ HCA INC 404119CC1 — 305,000 Exited $0.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KNF57 — 271,752 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XBDJ6 — 281,321 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MPAA9 — 267,008 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418D6C1 — 262,960 Exited $0.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWD67 — 249,109 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EJ35 — 248,400 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140L3RS2 — 254,067 Exited $0.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BQDL7 — 216,451 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNB50 — 238,055 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XC6S2 — 242,396 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140M9B30 — 239,940 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MNMH6 — 229,314 Exited $0.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133AQ3S4 — 220,049 Exited $0.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B7LG1 — 212,188 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XD5R3 — 218,977 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XAT51 — 211,064 Exited $0.2M — — —
✕ LUMEN TECHNOLOGIES INC 156700AT3 — 270,000 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MRAR8 — 185,758 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MKFU1 — 197,162 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XGX46 — 210,935 Exited $0.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133ASHR7 — 187,041 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNE24 — 183,819 Exited $0.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KNR54 — 161,610 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N55X8 — 144,596 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNPE6 — 159,071 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140M5GJ8 — 170,959 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNB43 — 158,040 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ED56 — 155,718 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EMC1 — 155,544 Exited $0.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BFWL0 — 134,131 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N5MY7 — 127,389 Exited $0.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KMPK5 — 142,725 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QMKA1 — 142,513 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MMVY1 — 140,587 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140JQJL8 — 145,000 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ECA6 — 132,373 Exited $0.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KNDQ3 — 136,882 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QLYW0 — 135,735 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EKU3 — 118,565 Exited $0.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B6QM5 — 128,865 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QM3X0 — 135,165 Exited $0.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B9AA2 — 122,931 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EGG9 — 119,458 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ECQ1 — 122,123 Exited $0.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DMXB6 — 121,259 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ELY4 — 99,298 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XGCV9 — 110,598 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ED49 — 119,215 Exited $0.1M — — —
✕ CPS AUTO TRUST CPS_19-B 22412AAD5 — 95,141 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N5KQ6 — 94,888 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MVS90 — 97,014 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MMW61 — 99,466 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MSKP9 — 81,590 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MMW87 — 95,370 Exited $0.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133ARXZ3 — 88,645 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140L6AY0 — 86,542 Exited $0.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133AXYU0 — 80,091 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MNYF7 — 74,746 Exited $0.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133AXYX4 — 73,959 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XFKQ3 — 69,723 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XGB32 — 67,879 Exited $0.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWD59 — 59,797 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QQSB2 — 58,579 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418D3H3 — 52,156 Exited $0.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133AWKE3 — 50,285 Exited $0.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWGJ6 — 42,800 Exited $0.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BKTV1 — 44,101 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MAVX9 — 50,108 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XGY45 — 44,690 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MA3P7 — 43,810 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QKSJ8 — 42,342 Exited $0.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133AFX22 — 40,101 Exited $0.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133APXS3 — 40,297 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140L6WT7 — 34,713 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MA2T0 — 33,864 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XCKM9 — 25,264 Exited $0.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KP4N5 — 26,336 Exited $0.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BGKB3 — 22,818 Exited $0.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B0G80 — 24,327 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XCJE9 — 22,576 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QLHH2 — 21,591 Exited $0.0M — — —