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Assets: $111.0B Net: $103.3B Series: S000009000 EDGAR ↗
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-282
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# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 CAPITAL GROUP CENTRAL CASH FUND 14020B102 Jul 2020 80,102,800 +11,743,316 $8.01B +11616.7% 7.76% STIV
2 BROADCOM INC AVGO Oct 2022 4,958,751 -833,988 $3.11B -8.3% 3.01% EC
3 CAPITAL GROUP CENTRAL CORPORATE BOND FUND 14020L100 Jul 2022 285,979,411 +2,591,379 $2.41B +0.8% 2.34% EC
4 ABBVIE INC ABBV Oct 2022 14,865,867 +306,800 $2.25B +4.4% 2.18% EC
5 PHILIP MORRIS INTERNATIONAL INC PM Oct 2022 22,253,756 -678,326 $2.22B -6.9% 2.15% EC
6 RAYTHEON TECHNOLOGIES CORP RTX Oct 2022 18,109,540 -3,016,055 $1.81B -14.2% 1.75% EC
7 MICROSOFT CORP MSFT Oct 2022 5,527,640 +82,809 $1.70B +25.9% 1.64% EC
8 VICI PROPERTIES INC VICI Oct 2022 48,536,248 — $1.65B -0.7% 1.60% EC
9 ZURICH INSURANCE GROUP AG ZURN Oct 2022 3,163,684 +2,540,111 $1.53B +1847.7% 1.48% EC
10 BRITISH AMERICAN TOBACCO PLC BATS Oct 2022 35,655,352 New $1.32B — 1.28% EC
11 UNIFORM MBS 01F052664 — 1,276,952,830 New $1.29B — 1.25% ABS-MBS
12 CROWN CASTLE INC CCI Oct 2022 9,745,066 -137,028 $1.20B -18.0% 1.16% EC
13 AMGEN INC AMGN Oct 2022 4,741,895 — $1.14B -5.0% 1.10% EC
14 CANADIAN NATURAL RESOURCES LTD CNQ Oct 2022 18,215,101 — $1.11B -0.7% 1.08% EC
15 GILEAD SCIENCES INC GILD Oct 2022 13,392,977 — $1.10B -2.1% 1.07% EC
16 ABBOTT LABORATORIES ABT Oct 2022 9,081,563 +3,218,898 $1.00B +54.8% 0.97% EC
17 UNITED STATES TREASURY 91282CGN5 — 993,000,000 New $1.00B — 0.97% DBT
18 CME GROUP INC CME Oct 2022 5,153,276 +1,052,114 $957.3M +32.1% 0.93% EC
19 JPMORGAN CHASE & CO JPM Oct 2022 6,012,603 -28,400 $831.2M -1.7% 0.80% EC
20 COMCAST CORP CMCSA Oct 2022 19,657,649 — $813.2M +5.1% 0.79% EC
21 GENERAL MILLS INC GIS Oct 2022 9,080,765 — $804.8M +13.1% 0.78% EC
22 MORGAN STANLEY MS Jul 2022 8,777,983 +529,596 $789.8M -1.6% 0.76% EC
23 MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG MUV2 Oct 2022 2,097,888 New $787.7M — 0.76% EC
24 NATIONAL GRID PLC NG/ Oct 2022 54,890,043 New $787.4M — 0.76% EC
25 TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 2330 Oct 2022 47,116,356 New $772.7M — 0.75% EC
26 ALTRIA GROUP INC MO Oct 2022 15,930,119 -688,855 $756.8M +1.1% 0.73% EC
27 MEDTRONIC PLC MDT Oct 2022 8,172,190 New $743.3M — 0.72% EC
28 EXXON MOBIL CORP XOM Oct 2022 6,242,197 +103,313 $738.7M +3.7% 0.72% EC
29 NESTLE SA NESN Oct 2022 5,642,748 New $723.5M — 0.70% EC
30 CHEVRON CORP CVX Oct 2022 4,200,335 — $708.1M -3.1% 0.69% EC
31 EQUINIX INC EQIX Jul 2022 970,175 +10,217 $702.5M -0.9% 0.68% EC
32 ASTRAZENECA PLC AZN Oct 2022 4,748,931 New $698.8M — 0.68% EC
33 TC ENERGY CORP TRP Oct 2022 16,173,530 +87,100 $672.2M -3.0% 0.65% EC
34 UNIFORM MBS 01F050668 — 668,300,000 New $664.6M — 0.64% ABS-MBS
35 DBS GROUP HOLDINGS LTD D05 Oct 2022 26,771,329 New $664.0M — 0.64% EC
36 PEPSICO INC PEP Oct 2022 3,401,651 -234,358 $649.3M +4.4% 0.63% EC
37 BAE SYSTEMS PLC BA/ Oct 2022 46,221,774 New $589.3M — 0.57% EC
38 E.ON SE EOAN Oct 2022 42,892,620 New $567.7M — 0.55% EC
39 SANOFI SAN Oct 2022 5,049,615 New $556.6M — 0.54% EC
40 UNITED STATES TREASURY 912810FB9 Oct 2022 499,093,800 -520,200 $553.0M -0.1% 0.54% DBT
41 IBERDROLA SA IBE Oct 2022 41,736,188 New $541.5M — 0.52% EC
42 TOTALENERGIES SE TTE Oct 2022 8,315,437 New $530.1M — 0.51% EC
43 FEDERAL HOME LOAN MORTGAGE CORP 3132DWG98 — 509,213,963 New $513.7M — 0.50% ABS-MBS
44 POWER GRID CORP OF INDIA LTD PWGR Oct 2022 176,275,365 New $512.9M — 0.50% EC
45 ENGIE SA ENGI Oct 2022 31,251,928 New $500.4M — 0.48% EC
46 IMPERIAL BRANDS PLC IMB Oct 2022 20,183,022 New $499.2M — 0.48% EC
47 BRISTOL-MYERS SQUIBB CO BMY Jul 2022 7,325,308 +306,138 $489.1M -4.1% 0.47% EC
48 POWER CORP OF CANADA POW Oct 2022 17,946,600 — $480.7M -1.2% 0.47% EC
49 BP PLC BP/ Oct 2022 70,864,879 New $476.6M — 0.46% EC
50 DTE ENERGY CO DTE Oct 2022 4,165,000 — $468.2M -3.4% 0.45% EC
51 SIEMENS AG SIE Oct 2022 2,849,327 New $467.5M — 0.45% EC
52 TAKEDA PHARMACEUTICAL CO LTD 4502 Oct 2022 13,965,201 New $464.3M — 0.45% EC
53 RIO TINTO PLC RIO Oct 2022 7,048,863 New $447.6M — 0.43% EC
54 VALE SA VALE Jul 2022 30,925,978 — $445.6M -22.9% 0.43% EC
55 STARBUCKS CORP SBUX Jul 2022 3,819,300 +200,000 $436.5M +10.5% 0.42% EC
56 ITC LTD ITC Oct 2022 82,861,779 New $431.5M — 0.42% EC
57 GAMING AND LEISURE PROPERTIES INC GLPI Oct 2022 8,273,693 — $430.2M -2.9% 0.42% EC
58 UNITED STATES TREASURY 91282CFB2 — 440,260,000 -34,740,000 $425.9M -6.8% 0.41% DBT
59 EOG RESOURCES INC EOG Oct 2022 3,559,192 — $425.2M -9.7% 0.41% EC
60 LOCKHEED MARTIN CORP LMT Apr 2021 897,955 — $417.1M +0.3% 0.40% EC
61 HONEYWELL INTERNATIONAL INC HON Jul 2022 2,046,161 — $408.9M -4.1% 0.40% EC
62 BLACKROCK INC BLK Jul 2022 609,035 +61,215 $408.8M -1.7% 0.40% EC
63 NIPPON TELEGRAPH & TELEPHONE CORP 9432 Oct 2022 13,307,300 New $405.8M — 0.39% EC
64 SOUTHERN CO/THE SO Oct 2022 5,449,175 — $400.8M +8.7% 0.39% EC
65 DNB BANK ASA DNB Oct 2022 22,585,801 New $397.2M — 0.38% EC
66 EDISON INTERNATIONAL EIX Oct 2022 5,359,531 — $394.5M +6.8% 0.38% EC
67 KERING SA KER Oct 2022 612,695 New $392.1M — 0.38% EC
68 HOME DEPOT INC HD Oct 2022 1,285,806 +147,471 $386.4M +4.7% 0.37% EC
69 INDUSTRIA DE DISENO TEXTIL SA ITX Oct 2022 11,201,427 New $385.3M — 0.37% EC
70 MIDEA GROUP CO LTD 000333 Oct 2022 45,832,308 New $376.5M — 0.36% EC
71 PUBLIC STORAGE PSA — 1,258,337 New $371.0M — 0.36% EC
72 DEUTSCHE POST AG DPW Oct 2022 7,458,892 New $358.0M — 0.35% EC
73 KONE OYJ KNEBV Oct 2022 6,162,856 New $351.4M — 0.34% EC
74 SEMPRA ENERGY SRE Oct 2022 2,238,748 +1,362,929 $348.1M +147.9% 0.34% EC
75 UNITED STATES TREASURY 912810ES3 Oct 2022 331,274,500 — $347.3M -0.7% 0.34% DBT
76 RELX PLC REL Oct 2022 10,363,681 New $344.7M — 0.33% EC
77 TEXAS INSTRUMENTS INC TXN Oct 2022 2,016,568 +8,499 $337.2M -5.2% 0.33% EC
78 VERIZON COMMUNICATIONS INC VZ Oct 2022 8,603,006 -1,617,400 $334.1M -21.4% 0.32% EC
79 KONINKLIJKE KPN NV KPN Oct 2022 90,736,900 New $330.8M — 0.32% EC
80 AIR PRODUCTS & CHEMICALS INC APD Oct 2022 1,120,488 +264,500 $329.8M +20.2% 0.32% EC
81 GINNIE MAE II POOL 21H040657 — 336,715,500 New $323.8M — 0.31% ABS-MBS
82 UNITED STATES TREASURY 912810FM5 Oct 2022 274,563,300 — $321.9M +0.1% 0.31% DBT
83 SHELL PLC SHEL Oct 2022 10,295,603 New $316.7M — 0.31% EC
84 SINGAPORE TELECOMMUNICATIONS LTD Z74 Oct 2022 163,223,600 New $313.0M — 0.30% EC
85 EXTRA SPACE STORAGE INC EXR Jul 2022 2,013,464 +1,500,000 $306.1M +277.7% 0.30% EC
86 CARLSBERG A/S CARLB Oct 2022 1,849,873 New $305.6M — 0.30% EC
87 LVMH MOET HENNESSY LOUIS VUITTON SE MC Oct 2022 317,813 New $305.4M — 0.30% EC
88 SOFTBANK CORP 9434 Oct 2022 26,491,058 New $298.4M — 0.29% EC
89 MCDONALDS CORP MCD Oct 2022 1,000,000 — $295.8M +10.6% 0.29% EC
90 RESTAURANT BRANDS INTERNATIONAL INC QSR Jul 2022 4,193,243 +400,000 $294.1M +15.8% 0.28% EC
91 LINDE PLC (NEW) LIN Oct 2022 781,484 New $288.7M — 0.28% EC
92 VALE SA VALE3 Oct 2022 19,740,969 New $286.5M — 0.28% EC
93 AIA GROUP LTD 1299 Oct 2022 26,247,400 New $286.4M — 0.28% EC
94 DUKE ENERGY CORP DUK Oct 2022 2,895,700 — $286.3M -3.5% 0.28% EC
95 DANONE SA BN Oct 2022 4,292,863 New $284.1M — 0.28% EC
96 B3 SA - BRASIL BOLSA BALCAO B3SA3 Oct 2022 120,260,642 New $281.6M — 0.27% EC
97 ROCHE HOLDING AG ROG Oct 2022 897,855 New $281.4M — 0.27% EC
98 CHINA PACIFIC INSURANCE GROUP CO LTD 2601 Oct 2022 91,673,812 New $274.3M — 0.27% EC
99 UNITED STATES TREASURY 91282CGG0 — 274,197,300 +270,507,900 $273.8M +7328.9% 0.27% DBT
100 UNITED STATES TREASURY 91282CEG2 Jul 2022 277,846,000 -22,154,000 $271.5M -7.0% 0.26% DBT
101 DOMINION ENERGY INC D Oct 2022 4,670,497 -761,909 $266.9M -22.8% 0.26% EC
102 UNITED STATES TREASURY 91282CEP2 Jul 2022 278,476,000 -6,524,000 $266.5M -1.8% 0.26% DBT
103 UNITED STATES TREASURY 912810ET1 Oct 2022 250,000,000 — $265.0M -0.6% 0.26% DBT
104 BLACKSTONE INC BX Oct 2022 2,966,119 — $265.0M -6.9% 0.26% EC
105 ING GROEP NV INGA Oct 2022 21,247,176 New $263.8M — 0.26% EC
106 UNITEDHEALTH GROUP INC UNH Jul 2022 535,124 -20,737 $263.3M -5.1% 0.26% EC
107 NOVARTIS AG NOVN Oct 2022 2,545,900 New $260.6M — 0.25% EC
108 VINCI SA DG Oct 2022 2,097,947 New $259.8M — 0.25% EC
109 KBC GROUP NV KBC Oct 2022 3,623,919 New $258.8M — 0.25% EC
110 UNION PACIFIC CORP UNP — 1,305,708 +1,000,000 $255.5M +309.4% 0.25% EC
111 UNILEVER PLC ULVR Oct 2022 4,490,115 New $250.1M — 0.24% EC
112 FEDERAL REALTY INVESTMENT TRUST FRT Jul 2022 2,500,000 — $247.2M -11.3% 0.24% EC
113 WOODSIDE ENERGY GROUP LTD WDS Oct 2022 10,665,083 New $241.9M — 0.23% EC
114 BCE INC BCE Oct 2022 4,861,882 — $233.7M +1.7% 0.23% EC
115 MARUBENI CORP 8002 Oct 2022 16,425,400 New $233.4M — 0.23% EC
116 AMERICAN TOWER CORP AMT Oct 2022 1,137,382 +267,706 $232.5M +19.7% 0.23% EC
117 UNITED OVERSEAS BANK LTD U11 Oct 2022 10,781,200 New $229.1M — 0.22% EC
118 PAYCHEX INC PAYX Oct 2022 2,083,367 +562,931 $228.9M +29.9% 0.22% EC
119 AES CORP (THE) AES Oct 2022 9,541,613 — $225.8M -13.7% 0.22% EC
120 SINGAPORE TECHNOLOGIES ENGINEERING LTD S63 Oct 2022 82,467,656 New $224.3M — 0.22% EC
121 UNITED STATES TREASURY 91282CCA7 Jul 2022 229,315,285 +2,384,807 $219.7M +1.8% 0.21% DBT
122 UNITED STATES TREASURY 912810EW4 Oct 2022 206,000,000 — $218.1M -0.2% 0.21% DBT
123 LINK REIT 0823 Oct 2022 33,139,482 New $217.1M — 0.21% EC
124 ANHEUSER-BUSCH INBEV SA/NV ABI Oct 2022 3,286,679 New $214.0M — 0.21% EC
125 KIMBERLY-CLARK CORP KMB Oct 2022 1,457,945 -2,000,000 $211.2M -53.0% 0.20% EC
126 PRINCIPAL FINANCIAL GROUP PFG Oct 2022 2,826,000 — $211.1M -19.3% 0.20% EC
127 L3HARRIS TECHNOLOGIES INC LHX Jul 2022 1,073,107 -232,919 $209.4M -25.4% 0.20% EC
128 UNITED STATES TREASURY 912828WU0 Jul 2022 212,972,496 +2,213,806 $207.7M +1.5% 0.20% DBT
129 AMERICAN INTERNATIONAL GROUP INC AIG Jul 2022 3,905,131 — $207.1M -16.1% 0.20% EC
130 UNITED STATES TREASURY 91282CFR7 — 203,114,000 +2,114,000 $206.4M +1.3% 0.20% DBT
131 UNITED STATES TREASURY 91282CFW6 — 200,000,000 — $203.0M +0.0% 0.20% DBT
132 SEVEN & I HOLDINGS CO LTD 3382 Oct 2022 4,480,100 New $202.9M — 0.20% EC
133 UNITED STATES TREASURY 91282CGD7 — 202,388,000 +79,888,000 $202.3M +65.2% 0.20% DBT
134 KASPI.KZ JSC 80TE Jul 2022 2,447,140 — $202.0M +12.0% 0.20% EC
135 UNITED STATES TREASURY 912810EQ7 Oct 2022 199,633,000 -107,367,000 $200.6M -35.2% 0.19% DBT
136 UNITED STATES TREASURY 912810SF6 Oct 2022 228,387,600 — $200.3M -0.7% 0.19% DBT
137 UNIFORM MBS 01F032666 — 215,300,000 New $200.3M — 0.19% ABS-MBS
138 BRITISH AMERICAN TOBACCO PLC BTI Oct 2022 5,339,964 — $197.8M -3.7% 0.19% EC
139 UNITED STATES TREASURY 912810EY0 Oct 2022 178,000,000 — $194.7M -0.2% 0.19% DBT
140 YUM! BRANDS INC YUM Jul 2022 1,383,495 +480,895 $194.5M +65.1% 0.19% EC
141 ENTERGY CORP ETR Jul 2022 1,778,910 -544,515 $191.4M -23.9% 0.19% EC
142 TRYG A/S TRYG Oct 2022 8,042,816 New $190.1M — 0.18% EC
143 UNITED STATES TREASURY 91282CBF7 Jul 2022 202,242,250 +2,103,500 $186.0M +1.8% 0.18% DBT
144 TRINITY INDUSTRIES INC TRN Oct 2022 7,712,016 — $184.7M -16.8% 0.18% EC
145 WELLS FARGO & CO WFC Oct 2022 4,499,422 +118,049 $178.9M -12.9% 0.17% EC
146 JOHNSON & JOHNSON JNJ — 1,070,491 New $175.2M — 0.17% EC
147 TORONTO DOMINION BANK (THE) TD Oct 2022 2,842,597 -9,997,164 $172.2M -80.6% 0.17% EC
148 UNIFORM MBS 01F030660 — 189,900,000 New $170.8M — 0.17% ABS-MBS
149 CK ASSET HOLDINGS LTD 1113 Oct 2022 28,272,934 New $167.2M — 0.16% EC
150 KLA CORP KLAC Oct 2022 430,103 — $166.3M -1.5% 0.16% EC
151 CONOCOPHILLIPS COP Oct 2022 1,600,840 -98,956 $164.7M -20.5% 0.16% EC
152 UNITED STATES TREASURY 912810TJ7 — 186,283,000 — $163.7M -0.5% 0.16% DBT
153 UNITED STATES TREASURY 91282CDY4 Jul 2022 182,029,000 — $160.9M +0.8% 0.16% DBT
154 SCHLUMBERGER NV SLB Jul 2022 3,258,133 — $160.8M -13.4% 0.16% EC
155 BOSTON PROPERTIES INC BXP — 3,000,000 +800,000 $160.1M -2.4% 0.16% EC
156 BHP GROUP LTD BHP Oct 2022 5,436,000 New $159.9M — 0.15% EC
157 ILLINOIS TOOL WORKS INC ITW Jul 2022 650,000 — $157.3M +2.5% 0.15% EC
158 PING AN INSURANCE GROUP CO OF CHINA LTD 2318 Oct 2022 21,542,667 New $157.0M — 0.15% EC
159 HANA FINANCIAL GROUP INC 086790 Oct 2022 4,982,584 New $156.6M — 0.15% EC
160 GREAT-WEST LIFECO INC GWO Oct 2022 5,474,184 +724,606 $155.6M +23.5% 0.15% EC
161 SSE PLC SSE Oct 2022 6,716,533 New $155.0M — 0.15% EC
162 UNITED STATES TREASURY 912810EV6 Oct 2022 145,145,000 — $154.7M -0.3% 0.15% DBT
163 UNITED STATES TREASURY 912810TD0 Jul 2022 207,137,000 — $154.6M -0.5% 0.15% DBT
164 NATIONAL BANK OF CANADA NA Jul 2022 2,053,000 — $153.1M -0.7% 0.15% EC
165 EXELON CORP EXC Oct 2022 3,600,868 -820,000 $152.8M -18.1% 0.15% EC
166 UNITED STATES TREASURY 912810SR0 Oct 2022 226,343,900 — $151.8M +0.6% 0.15% DBT
167 NEXTERA ENERGY INC NEE 6.926 — 3,206,400 — $151.8M -1.3% 0.15% EP
168 WEBSTER FINANCIAL CORP WBS Jul 2022 4,059,383 -1,364,386 $151.4M -47.0% 0.15% EC
169 FEDERAL HOME LOAN MORTGAGE CORP 3132AD3M8 Jul 2022 148,415,217 -3,635,975 $148.2M -4.0% 0.14% ABS-MBS
170 UNITED STATES TREASURY 91282CGC9 — 142,000,000 — $144.0M +0.3% 0.14% DBT
171 VANGUARD INTERNATIONAL SEMICONDUCTOR CORP 5347 Oct 2022 50,766,249 New $143.8M — 0.14% EC
172 UNITED STATES TREASURY 9128284V9 Oct 2022 148,319,000 -11,681,000 $143.7M -6.7% 0.14% DBT
173 UPM-KYMMENE OYJ UPM Oct 2022 4,480,356 New $142.9M — 0.14% EC
174 UNITED STATES TREASURY 912810SG4 Oct 2022 161,039,238 +1,675,668 $141.2M +0.3% 0.14% DBT
175 ENBRIDGE INC ENB Oct 2022 3,545,462 — $141.0M -2.9% 0.14% EC
176 PUBLIC SERVICE ENTERPRISE GROUP INC PEG Oct 2022 2,207,981 — $139.5M +2.1% 0.14% EC
177 INTERNATIONAL FLAVORS & FRAGRANCES INC IFF Jul 2022 1,431,555 -495,021 $138.8M -35.9% 0.13% EC
178 SUN HUNG KAI PROPERTIES LTD 0016 Oct 2022 9,857,353 New $137.3M — 0.13% EC
179 SWEDBANK AB SWEDA Oct 2022 7,814,300 New $136.1M — 0.13% EC
180 CENTERPOINT ENERGY INC CNP Jul 2022 4,465,549 — $136.1M +1.2% 0.13% EC
181 BOC AVIATION LTD 2588 Oct 2022 16,978,156 New $134.3M — 0.13% EC
182 ROYALTY PHARMA PLC RPRX Oct 2022 3,759,287 New $132.1M — 0.13% EC
183 EVONIK INDUSTRIES AG EVK Oct 2022 6,058,782 New $132.0M — 0.13% EC
184 GSK PLC GSK Oct 2022 7,262,840 New $131.6M — 0.13% EC
185 HKT TRUST & HKT LTD 6823 Oct 2022 100,055,060 New $131.5M — 0.13% EC
186 ITOCHU CORP 8001 Oct 2022 3,939,700 New $130.9M — 0.13% EC
187 CHINA MERCHANTS BANK CO LTD 600036 Oct 2022 25,838,121 New $125.9M — 0.12% EC
188 PFIZER INC PFE Jul 2020 3,208,882 -3,935,206 $124.8M -60.4% 0.12% EC
189 GALAXY ENTERTAINMENT GROUP LTD 0027 Oct 2022 17,447,000 New $124.0M — 0.12% EC
190 AUTOMATIC DATA PROCESSING INC ADP Jul 2022 559,579 — $123.1M -2.6% 0.12% EC
191 EAST WEST BANCORP INC EWBC Oct 2022 2,348,111 -320,536 $121.4M -42.1% 0.12% EC
192 SAP SE SAP Oct 2022 880,449 New $119.3M — 0.12% EC
193 SGS SA SGSN Oct 2022 1,320,300 New $119.2M — 0.12% EC
194 AMERICA MOVIL SAB DE CV AMX — 5,459,755 New $117.3M — 0.11% EC
195 LYONDELLBASELL INDUSTRIES NV LYB Oct 2022 1,238,094 New $117.1M — 0.11% EC
196 MONDELEZ INTERNATIONAL INC MDLZ Jul 2022 1,524,362 +235,306 $116.9M +38.6% 0.11% EC
197 UNIFORM MBS 01F032658 — 125,586,000 New $116.7M — 0.11% ABS-MBS
198 VOLVO AB VOLVB — 5,635,668 +391,508 $116.6M +12.2% 0.11% EC
199 UNITED STATES TREASURY 91282CBE0 — 120,000,000 — $116.0M +1.0% 0.11% DBT
200 TRAVELERS COMPANIES INC TRV Oct 2022 634,507 — $114.9M -5.2% 0.11% EC
201 KRAFT HEINZ CO (THE) KHC Oct 2022 2,880,637 — $113.1M -3.1% 0.11% EC
202 ENN ENERGY HOLDINGS LTD 2688 Oct 2022 8,237,800 New $112.8M — 0.11% EC
203 CIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SA LOG Oct 2022 4,044,948 New $110.0M — 0.11% EC
204 TOKYO ELECTRON LTD 8035 Oct 2022 942,000 New $107.6M — 0.10% EC
205 TRELLEBORG AB TRELB Oct 2022 4,230,000 New $106.5M — 0.10% EC
206 GLOBALWAFERS CO LTD 6488 Oct 2022 6,687,850 New $105.4M — 0.10% EC
207 GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV GAPB Oct 2022 5,918,422 New $105.3M — 0.10% EC
208 STATE STREET CORP STT Oct 2022 1,455,059 -813,244 $105.1M -49.2% 0.10% EC
209 WILMAR INTERNATIONAL LTD F34 Oct 2022 35,461,800 New $104.8M — 0.10% EC
210 UNIFORM MBS 01F022469 — 112,000,000 New $104.2M — 0.10% ABS-MBS
211 BNP PARIBAS BNP Oct 2022 1,607,000 New $104.0M — 0.10% EC
212 CITIZENS FINANCIAL GROUP INC CFG Jul 2022 3,326,188 +104,273 $102.9M -26.3% 0.10% EC
213 FRANKLIN RESOURCES INC BEN Jul 2022 3,799,500 — $102.1M -13.8% 0.10% EC
214 UNITED STATES TREASURY 912810RX8 Oct 2022 116,000,000 — $101.2M -0.7% 0.10% DBT
215 ESSITY AKTIEBOLAG ESSITYB Oct 2022 3,318,644 New $100.5M — 0.10% EC
216 EQUITRANS MIDSTREAM CORP ETRN Oct 2022 18,872,981 — $97.2M -29.0% 0.09% EC
217 360 ONE WAM LTD 360ONE Oct 2022 18,920,520 New $96.9M — 0.09% EC
218 CHARTER HALL GROUP CHC Oct 2022 13,076,087 New $96.8M — 0.09% EC
219 UNITED STATES TREASURY 912810FF0 Oct 2022 89,000,000 — $96.6M +0.1% 0.09% DBT
220 EFG INTERNATIONAL AG EFGN Oct 2022 10,030,543 New $96.5M — 0.09% EC
221 PROCTER & GAMBLE CO PG Oct 2022 609,164 -62,058 $95.3M -0.3% 0.09% EC
222 DARDEN RESTAURANTS INC DRI Jul 2022 623,503 — $94.7M +2.7% 0.09% EC
223 UNITED STATES TREASURY 912810FA1 Oct 2022 84,936,600 -63,400 $94.3M -0.1% 0.09% DBT
224 ANALOG DEVICES INC ADI Jul 2022 517,734 — $93.1M +4.9% 0.09% EC
225 CANADIAN NATIONAL RAILWAY CO CNR — 776,883 New $92.6M — 0.09% EC
226 CME CHICAGO MERCANTILE EXCHANGE ZFM3 Oct 2022 38,793 New $92.6M — 0.09% DIR
227 UNITED STATES TREASURY 91282CEY3 — 93,933,000 -7,567,000 $92.0M -7.2% 0.09% DBT
228 UNITED STATES TREASURY 91282CGA3 — 90,000,000 — $90.4M +0.1% 0.09% DBT
229 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ENM8 — 86,992,636 -3,768,455 $89.8M -4.5% 0.09% ABS-MBS
230 QUALCOMM INC QCOM Oct 2022 766,977 -248,750 $89.6M -33.8% 0.09% EC
231 POWERGRID INFRASTRUCTURE INVESTMENT TRUST PGINVIT Oct 2022 59,148,100 New $89.5M — 0.09% EC
232 WARNER MUSIC GROUP CORP WMG Jul 2022 2,928,864 — $89.2M -16.4% 0.09% EC
233 EMBASSY OFFICE PARKS REIT EMBASSY Oct 2022 21,328,000 New $86.0M — 0.08% EC
234 NETAPP INC NTAP Oct 2022 1,365,251 +73,575 $85.9M +0.4% 0.08% EC
235 WPP PLC WPP Oct 2022 7,309,271 New $84.8M — 0.08% EC
236 OMNICOM GROUP INC OMC Jul 2022 931,500 — $84.4M +5.3% 0.08% EC
237 PIONEER NATURAL RESOURCES CO PXD Jul 2022 383,530 -526,410 $83.4M -60.2% 0.08% EC
238 MINDSPACE BUSINESS PARKS REIT MINDSPCE Oct 2022 21,491,600 New $83.4M — 0.08% EC
239 EVERGY INC EVRG Jul 2022 1,332,665 — $82.8M -0.9% 0.08% EC
240 AES CORP (THE) AES 6 7/8 Jul 2022 913,000 — $82.2M -9.8% 0.08% EC
241 WESTERN UNION CO WU Oct 2022 7,516,724 — $82.2M -22.9% 0.08% EC
242 NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1 643821AA9 Jul 2022 93,915,000 — $81.7M -0.3% 0.08% ABS-O
243 MERCK & CO INC MRK Oct 2022 702,500 — $81.1M +7.5% 0.08% EC
244 LONGFOR GROUP HOLDINGS LTD 0960 Oct 2022 29,398,500 New $80.4M — 0.08% EC
245 EURONEXT NV ENX Oct 2022 999,658 New $79.5M — 0.08% EC
246 FEDERAL HOME LOAN MORTGAGE CORP 3133KPMD7 — 81,053,116 -1,498,654 $79.4M -2.8% 0.08% ABS-MBS
247 BANK CENTRAL ASIA TBK PT BBCA Oct 2022 128,165,200 New $79.2M — 0.08% EC
248 TPG INC TPG Jul 2022 2,726,686 +324,993 $79.0M +2.1% 0.08% EC
249 CTP NV CTPNV Oct 2022 6,006,045 New $78.9M — 0.08% EC
250 UNIFORM MBS 01F062663 — 74,870,852 New $77.2M — 0.07% ABS-MBS
251 UNITED STATES TREASURY 912810FE3 Oct 2022 70,000,000 -70,000,000 $76.5M -50.0% 0.07% DBT
252 VECTOR GROUP LTD VGR Oct 2022 5,976,012 — $76.1M -1.6% 0.07% EC
253 CAPITAL GROUP CENTRAL CASH FUND 14020B102 Jul 2020 76,056,076 New $76.1M — 0.07% EC
254 LIXIL CORP 5938 Oct 2022 4,771,900 New $75.2M — 0.07% EC
255 UNIFORM MBS 01F062655 — 72,801,470 New $75.1M — 0.07% ABS-MBS
256 SOCIEDAD QUIMICA Y MINERA DE CHILE SA SQM Jul 2022 1,111,408 — $75.0M -30.8% 0.07% EC
257 NEXT PLC NXT Oct 2022 870,146 New $73.8M — 0.07% EC
258 EBOS GROUP LTD EBO Oct 2022 2,691,877 New $73.8M — 0.07% EC
259 UNITED STATES TREASURY 912810EZ7 Oct 2022 65,000,000 — $71.9M -0.2% 0.07% DBT
260 UNITED PARCEL SERVICE INC UPS Oct 2022 396,000 — $71.2M -2.9% 0.07% EC
261 BAYER AG BAYN Oct 2022 1,072,107 New $70.6M — 0.07% EC
262 BASF SE BAS Oct 2022 1,357,203 New $70.1M — 0.07% EC
263 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXM58 Jul 2022 75,198,175 -1,525,143 $70.0M -3.8% 0.07% ABS-MBS
264 DIAGEO PLC DGE Oct 2022 1,510,139 New $69.0M — 0.07% EC
265 CITIGROUP INC C Jul 2022 1,460,000 — $68.7M -9.9% 0.07% EC
266 HONG KONG EXCHANGES AND CLEARING LTD 0388 Oct 2022 1,619,200 New $67.6M — 0.07% EC
267 COREBRIDGE FINANCIAL INC CRBG — 4,000,000 — $67.4M -22.5% 0.07% EC
268 PATRIA INVESTMENTS LTD PAX Oct 2022 4,537,900 New $67.3M — 0.07% EC
269 VONTOBEL HOLDING AG VONN Oct 2022 1,002,567 New $67.2M — 0.07% EC
270 FEDERAL HOME LOAN MORTGAGE CORP 3132DVL86 Jul 2022 72,495,726 -1,260,759 $65.9M -2.8% 0.06% ABS-MBS
271 TRUIST FINANCIAL CORP TFC Oct 2022 2,020,500 — $65.8M -34.0% 0.06% EC
272 GINNIE MAE II POOL 21H050656 — 65,507,500 New $65.2M — 0.06% ABS-MBS
273 BANCO SANTANDER SA SAN Oct 2022 18,170,300 New $64.1M — 0.06% EC
274 SOCIETE GENERALE GLE Oct 2022 2,596,140 New $63.2M — 0.06% EC
275 BAKER HUGHES CO BKR Jul 2022 2,154,800 -2,496,000 $63.0M -57.3% 0.06% EC
276 UNITED STATES TREASURY 912810QC5 — 56,000,000 New $62.5M — 0.06% DBT
277 ENGIE SA 1769847D Oct 2022 3,818,624 New $61.1M — 0.06% EC
278 ASAHI KASEI CORP 3407 Oct 2022 8,589,800 New $60.8M — 0.06% EC
279 UNITED STATES TREASURY 9128286N5 Oct 2022 62,076,738 +645,321 $60.8M +1.4% 0.06% DBT
280 DIGITAL REALTY TRUST INC DLR Oct 2022 610,751 — $60.6M -13.5% 0.06% EC
281 ONEMAIN HOLDINGS INC OMF Jul 2022 1,576,980 -1,326,018 $60.5M -51.7% 0.06% EC
282 SKANDINAVISKA ENSKILDA BANKEN AB SEBA Oct 2022 5,244,828 New $59.8M — 0.06% EC
283 TOWD POINT MORTGAGE TRUST TPMP_20-4 89179JAA4 Jul 2022 67,551,959 -2,063,359 $59.6M -5.1% 0.06% ABS-CBDO
284 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140JBPX8 — 59,941,428 -2,368,322 $59.0M -5.9% 0.06% ABS-MBS
285 DT MIDSTREAM INC DTM Jul 2022 1,195,562 — $58.9M -9.9% 0.06% EC
286 UNIFORM MBS 01F042665 — 60,200,000 New $58.9M — 0.06% ABS-MBS
287 WASTE MANAGEMENT INC WM Jul 2022 348,437 — $57.9M +7.3% 0.06% EC
288 TC ENERGY CORP TRP Oct 2022 1,387,400 New $57.6M — 0.06% EC
289 RECKITT BENCKISER GROUP PLC RKT Oct 2022 688,991 New $55.7M — 0.05% EC
290 BROADRIDGE FINANCIAL SOLUTIONS INC BR — 372,815 New $54.2M — 0.05% EC
291 KIMCO REALTY CORP KIM — 2,819,000 — $54.1M -14.6% 0.05% EC
292 TRACTOR SUPPLY CO TSCO — 226,805 New $54.1M — 0.05% EC
293 POWER ASSETS HOLDINGS LTD 0006 Oct 2022 9,434,000 New $53.9M — 0.05% EC
294 BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT 05609VAA3 Jul 2022 55,444,000 — $53.6M -1.0% 0.05% ABS-CBDO
295 PROLOGIS INC PLD — 423,630 — $53.1M -3.1% 0.05% EC
296 UNITED STATES TREASURY 912828H45 Jul 2022 53,417,936 +555,565 $51.9M +1.6% 0.05% DBT
297 SMURFIT KAPPA GROUP PLC SKG Oct 2022 1,378,190 New $51.0M — 0.05% EC
298 UNIFORM MBS 01F052656 — 50,354,043 New $50.8M — 0.05% ABS-MBS
299 UNIFORM MBS 01F022659 — 58,416,000 New $50.6M — 0.05% ABS-MBS
300 UNIFORM MBS 01F042657 — 51,683,245 New $50.5M — 0.05% ABS-MBS
301 GS MORTGAGEBACKED SECURITIES TRUST GSMBS_22-PJ5 362925AE9 Jul 2022 61,136,760 -656,916 $50.5M -1.5% 0.05% ABS-CBDO
302 GINNIE MAE II POOL 21H050664 — 50,700,000 New $50.5M — 0.05% ABS-MBS
303 INTEL CORP INTC Oct 2022 1,604,123 — $49.8M +9.9% 0.05% EC
304 FIDELITY NATIONAL INFORMATION SERVICES INC FIS Jul 2022 845,644 — $49.7M -21.7% 0.05% EC
305 SEMBCORP INDUSTRIES LTD U96 Oct 2022 15,297,600 New $49.2M — 0.05% EC
306 CELANESE CORPORATION CE — 462,236 New $49.1M — 0.05% EC
307 GENERAL DYNAMICS CORP GD Oct 2022 224,400 — $49.0M -6.3% 0.05% EC
308 KEURIG DR PEPPER INC KDP Jul 2022 1,491,112 -4,954,826 $48.8M -78.6% 0.05% EC
309 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AB6 Jul 2022 50,000,000 — $48.6M +0.6% 0.05% DBT
310 APTIV PLC APTV 5 1/2 Oct 2022 426,362 New $48.3M — 0.05% EP
311 WOODSIDE ENERGY GROUP LTD WDS Oct 2022 2,125,736 New $48.2M — 0.05% EC
312 AMERICAN ELECTRIC POWER CO INC AEP 6 1/8 Jul 2022 938,000 — $47.7M -1.2% 0.05% EC
313 TRIPOD TECHNOLOGY CORP 3044 Oct 2022 12,630,424 New $47.4M — 0.05% EC
314 GERDAU SA GGB — 9,332,400 +444,400 $46.6M -19.4% 0.05% EC
315 SHELL PLC SHEL Jul 2022 738,100 — $45.7M +5.4% 0.04% EC
316 UNITED STATES TREASURY 912828V23 — 46,335,800 — $45.5M +0.5% 0.04% DBT
317 CARRIER GLOBAL CORP CARR — 1,081,344 — $45.2M -8.1% 0.04% EC
318 AIRBUS SE AIR Oct 2022 319,385 New $44.8M — 0.04% EC
319 CF HIPPOLYTA ISSUER LLC SORT_22-1 12530MAL9 — 44,523,927 -151,203 $44.4M -0.4% 0.04% ABS-O
320 UNITED STATES TREASURY 912810TL2 — 41,702,000 +14,117,000 $44.3M +50.5% 0.04% DBT
321 VISCOFAN SA VIS Oct 2022 643,180 New $44.1M — 0.04% EC
322 UNITED STATES TREASURY 91282CFZ9 — 43,318,400 -1,681,600 $43.9M -3.5% 0.04% DBT
323 FUKUOKA FINANCIAL GROUP INC 8354 Oct 2022 2,339,200 New $43.8M — 0.04% EC
324 LINK REIT 823 Oct 2022 6,627,895 New $43.4M — 0.04% EC
325 GCI FUNDING I LLC GCI_2020 36166VAA3 Jul 2022 46,596,785 -1,813,402 $41.9M -4.2% 0.04% ABS-O
326 AMERICOLD REALTY TRUST INC COLD Oct 2022 1,408,487 -1,292,825 $41.7M -50.9% 0.04% EC
327 PORTUGAL (REPUBLIC OF) N/A Oct 2022 41,500,000 New $41.6M — 0.04% DBT
328 UNITED STATES TREASURY 912810SV1 Jul 2022 60,433,173 +628,123 $41.2M +0.1% 0.04% DBT
329 BUREAU VERITAS SA BVI Oct 2022 1,429,127 New $41.2M — 0.04% EC
330 SCANDINAVIAN TOBACCO GROUP A/S STG Oct 2022 2,058,240 New $40.2M — 0.04% EC
331 ASAHI GROUP HOLDINGS LTD 2502 Oct 2022 1,032,200 New $39.9M — 0.04% EC
332 UNIFORM MBS 01F040651 — 41,670,000 New $39.8M — 0.04% ABS-MBS
333 CHINA MERCHANTS BANK CO LTD 3968 Oct 2022 8,228,000 New $39.6M — 0.04% EC
334 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XDV29 Jul 2022 43,542,262 -960,181 $39.5M -3.5% 0.04% ABS-MBS
335 FORD CREDIT AUTO OWNER TRUST FORDR_18-1 34532RAA4 Oct 2022 40,645,000 — $39.4M +0.0% 0.04% ABS-O
336 UNIFORM MBS 01F040669 — 41,110,000 New $39.3M — 0.04% ABS-MBS
337 NEXTERA ENERGY INC NEE Jul 2022 510,685 — $39.1M +2.7% 0.04% EC
338 UNIFORM MBS 01F030652 — 43,103,844 New $38.7M — 0.04% ABS-MBS
339 LENOVO GROUP LTD N/A Oct 2022 38,190,000 New $38.5M — 0.04% DBT
340 UNITED STATES TREASURY 912810EX2 Oct 2022 35,000,000 — $38.3M -0.4% 0.04% DBT
341 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXEQ1 Jul 2022 36,591,168 -1,027,138 $38.0M -3.5% 0.04% ABS-MBS
342 SPRINT CAPITAL CORPORATION 852060AD4 Oct 2022 35,170,000 — $37.9M +0.7% 0.04% DBT
343 UNITED STATES TREASURY 912810QB7 — 34,393,800 — $37.3M +0.2% 0.04% DBT
344 NELNET STUDENT LOAN TRUST NSLT_21-B 64034QAB4 Jul 2022 41,024,227 -2,611,311 $37.2M -5.1% 0.04% ABS-O
345 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXLV2 Jul 2022 35,495,959 -698,495 $36.8M -2.8% 0.04% ABS-MBS
346 TRANSCANADA TRUST 89356BAB4 Oct 2022 38,449,000 -10,837,000 $36.5M -24.0% 0.04% DBT
347 INDUS TOWERS LTD INDUSTOW Oct 2022 18,916,173 New $35.9M — 0.03% EC
348 UNITED STATES TREASURY 912810SH2 Oct 2022 41,800,000 — $35.8M -0.5% 0.03% DBT
349 FREDDIE MAC - SLST SLST_19-3 35564CEE3 Oct 2022 38,450,064 -1,038,496 $35.8M -3.5% 0.03% ABS-CBDO
350 FEDERAL HOME LOAN MORTGAGE CORP 3132DMGX7 Oct 2022 39,347,977 -314,796 $35.7M -2.3% 0.03% ABS-MBS
351 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3135G0K36 Oct 2022 37,230,000 — $35.5M +0.6% 0.03% DBT
352 UNIFORM MBS 01F022451 — 38,000,000 New $35.3M — 0.03% ABS-MBS
353 CME CHICAGO MERCANTILE EXCHANGE ZTM3 Oct 2022 18,518 New $34.9M — 0.03% DIR
354 SREIT TRUST SREIT_21-MFP 78472UAA6 Jul 2022 36,060,000 — $34.9M -1.0% 0.03% ABS-CBDO
355 PNC FINANCIAL SERVICES GROUP INC PNC Oct 2022 267,472 -4,065,225 $34.8M -95.1% 0.03% EC
356 HAWAII HOTEL TRUST 2019-MAUI HHT_19-MAUI 41975AAA0 Oct 2022 35,000,000 — $34.4M -0.1% 0.03% ABS-CBDO
357 UNITED STATES TREASURY 912810FJ2 Oct 2022 30,000,000 — $34.4M -0.1% 0.03% DBT
358 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X6FN6 Oct 2022 37,579,003 -245,389 $34.1M -2.1% 0.03% ABS-MBS
359 BANCO BRADESCO SA BBDC4 Oct 2022 12,238,044 New $34.0M — 0.03% EC
360 OPAP SA OPAP Oct 2022 1,967,863 New $33.6M — 0.03% EC
361 SINBON ELECTRONICS CO LTD 3023 Oct 2022 2,986,572 New $33.2M — 0.03% EC
362 CUBESMART CUBE Jul 2022 727,081 — $33.1M -0.7% 0.03% EC
363 FORTESCUE METALS GROUP LTD FMG Oct 2022 2,372,992 New $32.8M — 0.03% EC
364 CF HIPPOLYTA ISSUER LLC SORT_20-1 12530MAA3 Oct 2022 35,762,212 -121,448 $32.5M +0.1% 0.03% ABS-O
365 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAL5 Oct 2022 32,099,000 -1,988,000 $32.1M -5.8% 0.03% DBT
366 SULZER AG SUN Oct 2022 374,355 New $31.2M — 0.03% EC
367 BX COMMERCIAL MORTGAGE TRUST 2022-CSMO 05610MAA0 Jul 2022 31,020,000 — $30.7M -0.9% 0.03% ABS-CBDO
368 BPR TRUST BPR_22-OANA 05592DAA2 Jul 2022 31,327,000 — $30.6M -1.1% 0.03% ABS-CBDO
369 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QEAK8 — 33,262,572 -382,052 $30.5M -2.6% 0.03% ABS-MBS
370 UNITED STATES TREASURY 91282CGM7 — 30,177,000 New $30.4M — 0.03% DBT
371 UNITED STATES TREASURY 91282CFX4 — 30,000,000 — $30.1M -0.1% 0.03% DBT
372 UNITED STATES TREASURY 91282CFY2 — 29,000,000 — $29.6M +0.4% 0.03% DBT
373 BE SEMICONDUCTOR INDUSTRIES NV BESI Oct 2022 326,200 New $29.4M — 0.03% EC
374 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXET5 Jul 2022 30,833,554 -653,881 $28.8M -3.0% 0.03% ABS-MBS
375 SEASONED CREDIT RISK TRANSFER SCRT_19-4 35563PML0 Oct 2022 30,120,688 -880,718 $28.3M -3.0% 0.03% ABS-CBDO
376 DISCOVER CARD EXECUTION NOTE TRUST 254683CY9 — 28,213,000 New $28.2M — 0.03% ABS-O
377 UNIFORM MBS 01F050650 — 28,257,000 New $28.1M — 0.03% ABS-MBS
378 BOEING CO 097023CS2 Oct 2022 28,029,000 — $28.0M +0.2% 0.03% DBT
379 KIMBERLY-CLARK DE MEXICO SAB DE CV KIMBERA Oct 2022 12,310,685 New $27.9M — 0.03% EC
380 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXT69 Jul 2022 27,441,262 -1,372,619 $27.9M -4.4% 0.03% ABS-MBS
381 NEXA RESOURCES SA NEXA Oct 2022 4,624,901 New $27.7M — 0.03% EC
382 PEARSON PLC PSON Oct 2022 2,478,885 New $27.6M — 0.03% EC
383 UNITED STATES TREASURY 91282CFV8 — 25,683,000 -6,955,000 $27.1M -21.0% 0.03% DBT
384 UNIFORM MBS 01F060667 — 26,600,000 New $27.1M — 0.03% ABS-MBS
385 UNITED STATES TREASURY 91282CGE5 — 27,000,000 — $27.0M +0.2% 0.03% DBT
386 UNITED STATES TREASURY 912810SZ2 Jul 2022 37,789,000 — $26.6M -0.5% 0.03% DBT
387 FIRSTENERGY CORP 337932AH0 Oct 2022 26,785,000 — $26.1M +1.8% 0.03% DBT
388 BANK5 2023-5YR1 06644EAG3 — 24,750,000 New $26.0M — 0.03% ABS-CBDO
389 INCHCAPE PLC INCH Oct 2022 2,546,035 New $25.9M — 0.03% EC
390 BX TRUST BX_21-ARIA 05608RAA3 Jul 2022 26,562,000 — $25.7M -0.3% 0.02% ABS-CBDO
391 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXLY6 Jul 2022 24,737,329 -744,688 $25.4M -3.7% 0.02% ABS-MBS
392 UNITED STATES TREASURY 912810TM0 — 24,450,000 -2,550,000 $25.2M -9.6% 0.02% DBT
393 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAK7 Oct 2022 24,805,000 — $24.7M -1.0% 0.02% DBT
394 SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 82481LAD1 Oct 2022 25,483,000 — $24.3M -0.3% 0.02% DBT
395 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAF8 Oct 2022 35,859,000 — $23.9M -2.8% 0.02% DBT
396 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QF5G0 Jul 2022 26,045,928 -619,601 $23.9M -3.7% 0.02% ABS-MBS
397 MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3 58552FAA4 Jul 2022 24,241,000 — $23.9M +1.8% 0.02% ABS-CBDO
398 KINDRED GROUP PLC KINDSDB Oct 2022 1,933,000 New $23.8M — 0.02% EC
399 ROYAL CARIBBEAN CRUISES LTD 780153AZ5 Oct 2022 22,280,000 — $23.7M -1.2% 0.02% DBT
400 CF HIPPOLYTA ISSUER LLC SORT_21-1 12530MAE5 Jul 2022 26,816,403 -91,068 $23.6M -0.5% 0.02% ABS-O
401 GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND 38141W273 Oct 2022 23,600,000 +11,600,000 $23.6M +96.7% 0.02% EC
402 UNITED STATES TREASURY 912810RQ3 Oct 2022 29,300,000 — $23.4M -0.7% 0.02% DBT
403 UNITED STATES TREASURY 912810SP4 Jul 2022 38,101,000 — $22.9M -0.4% 0.02% DBT
404 FORD CREDIT AUTO OWNER TRUST FORDR_18-2 34528HAA2 Oct 2022 22,965,000 — $22.9M +0.4% 0.02% ABS-O
405 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXRT1 Jul 2022 26,064,617 -560,151 $22.7M -5.8% 0.02% ABS-MBS
406 ILLINOIS (STATE OF) 452151LF8 Oct 2022 22,485,000 — $22.6M +1.1% 0.02% DBT
407 CMS ENERGY CORP CMS Jul 2022 352,820 — $22.0M -1.5% 0.02% EC
408 UNICREDIT SPA UCG Oct 2022 1,105,058 New $21.9M — 0.02% EC
409 FLAGSTAR MORTGAGE TRUST FSMT_21-10INV 33851RAB7 Jul 2022 26,095,769 -308,721 $21.6M -2.7% 0.02% ABS-CBDO
410 NEWREZ WAREHOUSE SECURITIZATION TRUST NEWZ_21-1 65246PAA9 Jul 2022 21,672,733 -3,334,267 $21.5M -13.1% 0.02% ABS-CBDO
411 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XGCJ6 Jul 2022 22,380,298 -300,302 $21.2M -2.3% 0.02% ABS-MBS
412 FEDERAL HOME LOAN MORTGAGE CORP 3132DWFX6 — 19,806,133 -13,503,510 $20.5M -40.7% 0.02% ABS-MBS
413 NELNET STUDENT LOAN TRUST NSLT_21-C 64035GAA7 Jul 2022 20,596,640 -1,559,951 $20.1M -7.2% 0.02% ABS-O
414 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140Q9MF7 Oct 2022 20,532,842 -481,598 $19.9M -3.3% 0.02% ABS-MBS
415 WESTROCK CO WRK Oct 2022 662,600 — $19.8M -23.7% 0.02% EC
416 SBA TOWER TRUST 78403DAT7 Jul 2022 22,469,000 — $19.8M +0.7% 0.02% DBT
417 VERIZON COMMUNICATIONS INC 92343VGJ7 Jul 2022 23,150,000 — $19.7M -0.3% 0.02% DBT
418 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QMVG6 Jul 2022 21,358,632 -433,881 $19.5M -3.2% 0.02% ABS-MBS
419 CCO HOLDINGS LLC 1248EPCL5 Jul 2022 24,425,000 — $19.5M -2.1% 0.02% DBT
420 COCA-COLA HBC AG CCH Oct 2022 636,500 New $19.4M — 0.02% EC
421 FORD MOTOR CREDIT COMPANY LLC 345397B85 Jul 2022 20,695,000 — $19.3M +0.4% 0.02% DBT
422 GRAND CANYON UNIVERSITY 38528UAC0 Jul 2022 20,000,000 — $19.1M -0.0% 0.02% DBT
423 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXWH1 — 21,355,352 New $19.0M — 0.02% ABS-MBS
424 INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO 825252885 Oct 2022 18,894,174 +15,699,002 $18.9M +491.3% 0.02% EC
425 EXXON MOBIL CORP 30231GBN1 Oct 2022 20,000,000 — $18.1M +0.2% 0.02% DBT
426 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXTE2 — 20,361,381 -377,902 $18.0M -2.9% 0.02% ABS-MBS
427 COMCAST CORP 20030NDA6 Oct 2022 20,000,000 — $17.9M +0.1% 0.02% DBT
428 FEDERAL HOME LOAN MORTGAGE CORP 3132DNXM0 — 17,969,854 -403,679 $17.9M -3.3% 0.02% ABS-MBS
429 TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_21-1 89237MAA7 Jul 2022 19,538,000 — $17.7M +0.6% 0.02% ABS-O
430 TRICON RESIDENTIAL TCN_21-SFR1 89614YAA4 Jul 2022 19,525,138 — $17.7M +1.0% 0.02% ABS-CBDO
431 HOME PARTNERS OF AMERICA TRUST HPA_22-1 43730NAA4 Jul 2022 18,332,999 -198,630 $17.5M -1.2% 0.02% ABS-CBDO
432 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AD2 Jul 2022 18,450,000 — $17.5M +0.9% 0.02% DBT
433 UNITED STATES TREASURY 912810RU4 Oct 2022 20,300,000 — $17.3M -0.7% 0.02% DBT
434 LEGACY MORTGAGE ASSET TRUST LMAT_22-GS1 52476UAA7 Jul 2022 17,700,833 -338,526 $17.3M +2.1% 0.02% ABS-CBDO
435 IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM7 452763AA3 — 16,763,333 -624,346 $17.2M -4.1% 0.02% ABS-CBDO
436 PACIFIC GAS AND ELECTRIC CO 694308JG3 Oct 2022 21,190,000 — $17.2M +0.4% 0.02% DBT
437 GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1 36265UAA5 — 16,218,000 — $17.1M +1.2% 0.02% ABS-O
438 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XDVZ6 Jul 2022 18,504,647 -265,731 $16.8M -3.0% 0.02% ABS-MBS
439 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X4ML7 Oct 2022 17,204,076 -397,630 $16.7M -3.3% 0.02% ABS-MBS
440 UNITED STATES TREASURY 91282CEA5 — 17,018,400 — $16.6M +0.6% 0.02% DBT
441 PACIFIC GAS AND ELECTRIC CO 694308HC4 Oct 2022 16,490,000 — $16.4M +0.5% 0.02% DBT
442 APACHE CORP 037411BF1 Oct 2022 17,930,000 — $16.4M -0.1% 0.02% DBT
443 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128MJ3B4 Oct 2022 16,794,775 -313,556 $16.3M -2.8% 0.02% ABS-MBS
444 NELNET STUDENT LOAN TRUST NSLT_21-A 64035DAB2 Jul 2022 17,531,810 -1,141,266 $15.9M -4.8% 0.02% ABS-O
445 EQT CORP 26884LAG4 Oct 2022 15,000,000 — $15.8M -0.8% 0.02% DBT
446 CIM TRUST CIM_22-R2 12567NAA7 Jul 2022 16,712,652 -355,625 $15.8M -3.3% 0.02% ABS-CBDO
447 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140J8UM3 Oct 2022 15,612,033 -381,346 $15.6M -3.5% 0.02% ABS-MBS
448 ANHEUSER-BUSCH INBEV WORLDWIDE INC 035240AQ3 Oct 2022 15,000,000 — $15.3M +0.6% 0.01% DBT
449 HSBC HOLDINGS PLC 404280DV8 — 14,683,000 New $15.3M — 0.01% DBT
450 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140K16L5 Oct 2022 16,357,717 -115,710 $14.9M -2.1% 0.01% ABS-MBS
451 EVERSOURCE ENERGY 30040WAG3 Oct 2022 15,000,000 — $14.8M -0.1% 0.01% DBT
452 OTIS WORLDWIDE CORP 68902VAH0 Jul 2022 15,629,000 — $14.8M +0.4% 0.01% DBT
453 EMERA INC 290876AD3 Oct 2022 15,349,000 — $14.7M -3.0% 0.01% DBT
454 BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_17-DELC 05552EAA8 Jul 2022 14,672,000 — $14.6M +0.5% 0.01% ABS-CBDO
455 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QCYN0 Oct 2022 16,047,284 -262,193 $14.6M -3.2% 0.01% ABS-MBS
456 VERIZON MASTER TRUST VZMT_22-3 92348KAP8 Jul 2022 14,780,000 — $14.6M +0.2% 0.01% ABS-O
457 BX TRUST BX_22-IND 05609WAA1 Jul 2022 14,579,823 — $14.4M -0.7% 0.01% ABS-CBDO
458 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140Q7HV2 Oct 2022 14,227,905 -504,219 $14.2M -4.7% 0.01% ABS-MBS
459 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K156 3137HA2B1 — 13,801,000 New $14.1M — 0.01% ABS-CBDO
460 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 31335AEK0 Oct 2022 14,820,479 -414,113 $14.1M -3.9% 0.01% ABS-MBS
461 CCO HOLDINGS LLC 1248EPCP6 Jul 2022 18,300,000 — $14.0M -2.3% 0.01% DBT
462 NISSAN AUTO LEASE TRUST NALT_21-A 65480DAC7 Jul 2022 13,963,868 -4,236,132 $13.8M -22.8% 0.01% ABS-O
463 SEASONED CREDIT RISK TRANSFER SCRT_17-4 35563PCS6 Oct 2022 13,977,366 -323,828 $13.7M -1.8% 0.01% ABS-CBDO
464 PETROLEOS MEXICANOS 71654QDL3 — 14,783,574 — $13.6M -5.7% 0.01% DBT
465 NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C 63942JAA5 Jul 2022 15,474,758 -688,879 $13.5M -4.6% 0.01% ABS-O
466 GS MORTGAGE SECURITIES TRUST GSMS_18-HULA 36259AAA7 Jul 2022 13,721,589 — $13.5M -0.2% 0.01% ABS-MBS
467 PACIFIC GAS AND ELECTRIC CO 694308JJ7 Oct 2022 20,610,000 — $13.5M -3.4% 0.01% DBT
468 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXLA8 Jul 2022 12,562,443 -410,421 $13.2M -3.9% 0.01% ABS-MBS
469 MERCK & CO INC 58933YBE4 Jul 2022 15,402,000 — $13.1M +0.6% 0.01% DBT
470 T-MOBILE USA INC 87264ABT1 Jul 2022 15,000,000 -636,000 $13.0M -2.8% 0.01% DBT
471 UNITED STATES TREASURY 912810TQ1 — 12,831,000 New $13.0M — 0.01% DBT
472 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XFWH0 Jul 2022 14,109,398 -282,246 $12.9M -3.1% 0.01% ABS-MBS
473 EQUINOR ASA 29446MAB8 Oct 2022 13,165,000 — $12.9M +0.9% 0.01% DBT
474 CENTENE CORP 15135BAY7 Jul 2022 14,495,000 — $12.6M +0.3% 0.01% DBT
475 HERTZ VEHICLE FINANCING LLC HERTZ_21-2 42806MAE9 Jul 2022 14,098,000 — $12.6M +0.5% 0.01% ABS-O
476 SEASONED CREDIT RISK TRANSFER SCRT_17-4 35563PDD8 Oct 2022 13,422,649 -260,720 $12.5M -1.7% 0.01% ABS-CBDO
477 FORD MOTOR CREDIT COMPANY LLC 345397B93 Jul 2022 14,995,000 — $12.5M -0.6% 0.01% DBT
478 CME CHICAGO MERCANTILE EXCHANGE UBM3 Oct 2022 2,206 New $12.4M — 0.01% DIR
479 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138WHTR3 Oct 2022 12,605,936 -322,098 $12.3M -3.6% 0.01% ABS-MBS
480 META PLATFORMS INC 30303M8H8 — 13,000,000 — $12.3M +1.5% 0.01% DBT
481 HERTZ VEHICLE FINANCING LLC HERTZ_21-1 42806MAA7 Jul 2022 13,004,000 — $12.2M +0.8% 0.01% ABS-O
482 PACIFIC GAS AND ELECTRIC CO 694308HP5 Oct 2022 12,987,000 — $12.1M -0.1% 0.01% DBT
483 AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A 05377RDU5 Oct 2022 12,814,000 — $12.1M +0.2% 0.01% ABS-O
484 SEASONED CREDIT RISK TRANSFER SCRT_18-3 35563PGG8 Oct 2022 12,500,447 -402,187 $12.0M -3.0% 0.01% ABS-CBDO
485 HSBC HOLDINGS PLC 404280BT5 Oct 2022 12,500,000 — $12.0M -0.9% 0.01% DBT
486 CREDIT SUISSE GROUP AG 225433AT8 Oct 2022 12,050,000 — $12.0M +0.3% 0.01% DBT
487 RAYTHEON TECHNOLOGIES CORP 913017CR8 Oct 2022 12,375,000 — $11.8M +0.5% 0.01% DBT
488 CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7 12530BAA7 Jul 2022 12,542,095 -1,098,427 $11.8M -8.4% 0.01% ABS-CBDO
489 GINNIE MAE II POOL 36179UQ70 Oct 2022 11,695,677 -431,497 $11.8M -4.7% 0.01% ABS-MBS
490 GINNIE MAE II POOL 21H042653 — 11,862,771 New $11.6M — 0.01% ABS-MBS
491 NISSAN AUTO LEASE TRUST NALT_22-A 65480LAC9 Jul 2022 11,562,490 -3,698,798 $11.6M -24.3% 0.01% ABS-O
492 CARNIVAL CORP 143658BG6 Oct 2022 11,000,000 — $11.5M -0.2% 0.01% DBT
493 TRANSCANADA PIPELINES LTD 89352HBA6 Oct 2022 11,939,000 — $11.4M +0.1% 0.01% DBT
494 AMGEN INC 031162DS6 — 11,000,000 New $11.3M — 0.01% DBT
495 WELLS FARGO & CO 95000U2U6 Jul 2022 12,800,000 — $11.2M -1.0% 0.01% DBT
496 ARROYO MORTGAGE TRUST ARRW_21-1R 042853AA9 Jul 2022 13,560,159 -393,517 $11.2M -5.7% 0.01% ABS-CBDO
497 SAUDI ARABIA (KINGDOM OF) 80413TAE9 Oct 2022 11,435,000 — $11.1M +0.4% 0.01% DBT
498 PERU (REPUBLIC OF) 715638DF6 Jul 2022 12,640,000 — $11.0M +2.3% 0.01% DBT
499 FEDERAL HOME LOAN MORTGAGE CORP 3137BLW95 Oct 2022 11,250,000 — $11.0M +0.0% 0.01% ABS-CBDO
500 BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR 05608WAA2 Jul 2022 11,240,379 -268,440 $10.9M -3.1% 0.01% ABS-CBDO
501 GOLDMAN SACHS GROUP INC 38141GZM9 Jul 2022 12,500,000 — $10.8M +0.4% 0.01% DBT
502 CARRIER GLOBAL CORP 14448CAQ7 Jul 2022 12,267,000 — $10.7M +0.2% 0.01% DBT
503 SPRINT CAPITAL CORPORATION 852060AT9 Oct 2022 8,710,000 — $10.7M -1.1% 0.01% DBT
504 FIRSTENERGY CORP 337932AM9 Oct 2022 15,150,000 — $10.6M -1.4% 0.01% DBT
505 MERCK & CO INC 58933YBC8 Jul 2022 11,549,000 — $10.5M +1.1% 0.01% DBT
506 COBANK ACB COBKAC 6.5 Oct 2022 13,000 — $10.4M +0.0% 0.01% EP
507 BOCA COMMERCIAL MORTGAGE TRUST 22-BOCA 05592LAA4 Jul 2022 10,389,000 — $10.3M -0.3% 0.01% ABS-CBDO
508 SANDS CHINA LTD 80007RAQ8 — 12,000,000 +1,000,000 $10.1M +7.4% 0.01% DBT
509 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138LXPF0 Oct 2022 10,279,865 -222,848 $10.1M -3.4% 0.01% ABS-MBS
510 UNITED STATES TREASURY 91282CGL9 — 10,000,000 New $10.1M — 0.01% DBT
511 UNIFORM MBS 01F020661 — 12,000,000 New $10.0M — 0.01% ABS-MBS
512 EXTENDED STAY AMERICA TRUST ESA_21-ESH 30227FAA8 Jul 2022 10,246,114 — $10.0M -1.1% 0.01% ABS-CBDO
513 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140JWQS2 Oct 2022 10,911,909 -80,360 $9.9M -2.2% 0.01% ABS-MBS
514 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140Q9HK2 Oct 2022 10,066,439 -74,684 $9.8M -1.8% 0.01% ABS-MBS
515 INTEL CORP 458140CG3 — 9,475,000 New $9.7M — 0.01% DBT
516 HOWARD HUGHES CORP/THE 44267DAD9 Jul 2022 10,675,000 — $9.6M -2.5% 0.01% DBT
517 UNITED STATES TREASURY 91282CGT2 — 9,598,000 New $9.6M — 0.01% DBT
518 T-MOBILE USA INC 87264ABD6 Jul 2022 10,000,000 — $9.6M +0.1% 0.01% DBT
519 FEDERAL HOME LOAN MORTGAGE CORP 3137B7MZ9 Oct 2022 9,610,712 -383,749 $9.5M -3.7% 0.01% ABS-CBDO
520 CANADIAN PACIFIC RAILWAY CO 13645RBH6 Jul 2022 13,250,000 — $9.5M -2.8% 0.01% DBT
521 VICI PROPERTIES LP 92564RAE5 Oct 2022 10,645,000 — $9.5M -0.3% 0.01% DBT
522 T-MOBILE USA INC 87264ABF1 Jul 2022 9,975,000 +1,000,000 $9.4M +11.7% 0.01% DBT
523 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132WEF64 Oct 2022 9,610,864 -536,442 $9.4M -6.4% 0.01% ABS-MBS
524 AMGEN INC 031162DH0 — 9,650,000 — $9.4M +0.5% 0.01% DBT
525 VF CORP VFC Jul 2022 397,691 — $9.3M -24.0% 0.01% EC
526 JPMORGAN CHASE & CO 46647PCU8 Jul 2022 10,763,000 — $9.2M -0.3% 0.01% DBT
527 VERIZON COMMUNICATIONS INC 92343VGN8 Jul 2022 11,186,000 — $9.2M -0.4% 0.01% DBT
528 DANSKE BANK AS 23636AAP6 Oct 2022 9,250,000 — $9.2M +0.1% 0.01% DBT
529 OBX TRUST OBX_22-J1 67116WAB5 Jul 2022 10,975,516 -138,567 $9.1M -2.8% 0.01% ABS-CBDO
530 T-MOBILE USA INC 87264ABW4 Jul 2022 10,000,000 — $9.0M +0.9% 0.01% DBT
531 CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB6 12527LAA0 Jul 2022 9,426,904 -743,990 $9.0M -7.6% 0.01% ABS-CBDO
532 INTESA SANPAOLO SPA 46115HAT4 Oct 2022 9,100,000 — $8.8M -0.4% 0.01% DBT
533 SEASONED CREDIT RISK TRANSFER SCRT_18-2 35563PFF1 Oct 2022 9,410,028 -182,085 $8.8M -2.5% 0.01% ABS-CBDO
534 BX TRUST BX_22-PSB 05606DAS7 — 8,866,919 -642,068 $8.8M -7.6% 0.01% ABS-CBDO
535 FINANCE OF AMERICA STRUCTURED FASST_19-JR1 31739FAB5 Oct 2022 8,053,414 -122,783 $8.7M -1.3% 0.01% ABS-CBDO
536 ACE CAPITAL TRUST II 00440FAA2 Oct 2022 7,210,000 — $8.6M -5.3% 0.01% DBT
537 FORD CREDIT AUTO OWNER TRUST FORDR_20-1 34531NAA4 Oct 2022 9,089,000 — $8.6M +0.3% 0.01% ABS-O
538 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ER85 — 8,530,306 New $8.6M — 0.01% ABS-MBS
539 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K069 3137FBU79 Oct 2022 8,906,000 — $8.6M -0.5% 0.01% ABS-CBDO
540 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-2 03065WAC9 Jul 2022 8,541,555 -2,839,284 $8.6M -25.1% 0.01% ABS-O
541 AMGEN INC 031162DQ0 — 8,311,000 New $8.5M — 0.01% DBT
542 MORGAN STANLEY 61747YFA8 — 8,433,000 -1,000,000 $8.5M -11.1% 0.01% DBT
543 BMK_21-B24 08163CBC2 — 10,000,000 New $8.3M — 0.01% ABS-CBDO
544 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138WHZD7 Oct 2022 8,460,502 -326,140 $8.2M -4.8% 0.01% ABS-MBS
545 SEASONED CREDIT RISK TRANSFER SCRT_17-2 35563PBC2 Oct 2022 8,724,969 -158,463 $8.2M -1.9% 0.01% ABS-CBDO
546 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QCK96 Oct 2022 8,491,566 -178,157 $8.2M -3.3% 0.01% ABS-MBS
547 PACIFIC GAS AND ELECTRIC CO 694308JN8 Jul 2020 10,000,000 — $8.1M -2.5% 0.01% DBT
548 FREDDIE MAC FHLMC_18-1SC 35563PDT3 Oct 2022 9,066,968 -96,508 $8.1M -1.1% 0.01% ABS-CBDO
549 SEASONED CREDIT RISK TRANSFER SCRT_17-2 35563PBF5 Oct 2022 8,609,293 -188,568 $8.1M -2.3% 0.01% ABS-CBDO
550 BANK OF AMERICA CORP 06051GKY4 Jul 2022 8,210,000 — $8.1M -1.4% 0.01% DBT
551 CHESAPEAKE ENERGY CORP 165167DG9 Jul 2022 8,420,000 — $8.1M -0.1% 0.01% DBT
552 HCA INC 404119BX6 Oct 2022 8,450,000 — $8.0M -0.3% 0.01% DBT
553 CONSUMERS ENERGY COMPANY 210518DF0 Oct 2022 10,890,000 — $7.9M -2.3% 0.01% DBT
554 LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5 52475XAA2 Jul 2022 8,428,276 -267,456 $7.9M -1.1% 0.01% ABS-CBDO
555 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132XYUL9 Oct 2022 7,808,155 -47,312 $7.8M -1.8% 0.01% ABS-MBS
556 BAT CAPITAL CORP 05526DBP9 Oct 2022 7,862,000 — $7.8M +0.8% 0.01% DBT
557 FREDDIE MAC - SCRT SCRT_17-3 35563PBS7 Oct 2022 8,446,935 -107,541 $7.7M -1.8% 0.01% ABS-CBDO
558 MOLINA HEALTHCARE INC 60855RAL4 Jul 2022 9,000,000 +6,500,000 $7.7M +267.8% 0.01% DBT
559 AMGEN INC 031162DJ6 — 8,000,000 — $7.7M -0.0% 0.01% DBT
560 META PLATFORMS INC 30303M8J4 — 8,500,000 +1,000,000 $7.5M +14.4% 0.01% DBT
561 AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2 05377RDY7 Jul 2022 8,090,000 — $7.5M +0.7% 0.01% ABS-O
562 NEW FORTRESS ENERGY INC 644393AB6 Jul 2022 8,085,000 — $7.5M +0.1% 0.01% DBT
563 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-2 96042VAB5 Jul 2022 7,482,170 -2,775,677 $7.4M -27.1% 0.01% ABS-O
564 UNIFORM MBS 01F020653 — 8,872,679 New $7.4M — 0.01% ABS-MBS
565 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAE1 Oct 2022 8,160,000 — $7.4M +0.7% 0.01% DBT
566 GINNIE MAE II POOL 36179UWB4 Oct 2022 7,252,129 -285,726 $7.3M -4.9% 0.01% ABS-MBS
567 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140H4BV5 Oct 2022 7,348,176 -126,975 $7.3M -2.9% 0.01% ABS-MBS
568 BLACKROCK FEDFUND 09248U700 Oct 2022 7,300,000 +4,100,000 $7.3M +128.1% 0.01% EC
569 MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO 61747C707 Oct 2022 7,300,000 +3,000,000 $7.3M +69.8% 0.01% EC
570 CITIGROUP INC 17327CAQ6 Jul 2022 8,537,000 — $7.3M -0.5% 0.01% DBT
571 FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3 35564KUW7 Jul 2022 7,250,006 -376,360 $7.3M -4.9% 0.01% ABS-CBDO
572 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAQ4 Jul 2022 7,815,000 — $7.3M +0.6% 0.01% DBT
573 QATAR (STATE OF) 74727PAX9 Oct 2022 7,070,000 — $7.2M +0.4% 0.01% DBT
574 AMERICA MOVIL SAB DE CV 02364WAM7 Oct 2022 147,200,000 — $7.2M +2.7% 0.01% DBT
575 BAT CAPITAL CORP 05526DBB0 Oct 2022 7,650,000 — $7.2M +0.3% 0.01% DBT
576 NGL ENERGY OPERATING LLC 62922LAA6 Jul 2022 7,435,000 — $7.1M +0.9% 0.01% DBT
577 FIRSTKEY HOMES FKH_20-SFR2 33767JAA0 Jul 2022 7,808,608 -9,958 $7.1M -0.0% 0.01% ABS-O
578 SEASONED CREDIT RISK TRANSFER SCRT_17-4 35563PCM9 Oct 2022 7,558,584 -167,510 $7.1M -2.7% 0.01% ABS-CBDO
579 EXELON CORP 30161NAV3 Oct 2022 8,115,000 — $7.1M -3.4% 0.01% DBT
580 BLOCK INC 852234AP8 Jul 2022 8,600,000 +2,100,000 $7.0M +29.0% 0.01% DBT
581 TOYOTA LEASE OWNER TRUST TLOT_23-A 89239MAB3 — 6,955,000 New $7.0M — 0.01% ABS-O
582 PETROLEOS MEXICANOS 706451BG5 Oct 2022 10,000,000 — $7.0M -11.5% 0.01% DBT
583 REYNOLDS AMERICAN INC 761713BG0 Oct 2022 7,045,000 — $6.9M +0.2% 0.01% DBT
584 MCDONALDS CORP 58013MEY6 Oct 2022 7,015,000 — $6.9M +0.3% 0.01% DBT
585 ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1 68236WAA0 Jul 2022 7,425,000 — $6.9M +0.9% 0.01% ABS-O
586 NEPTUNE ENERGY BONDCO PLC 64073KAA1 Oct 2022 6,955,000 — $6.9M -0.2% 0.01% DBT
587 VOLKSWAGEN AUTO LEASE TRUST VWALT_22-A 92868AAB1 Jul 2022 6,922,958 -1,768,099 $6.8M -20.2% 0.01% ABS-O
588 SANDS CHINA LTD 80007RAE5 Oct 2022 7,000,000 +2,000,000 $6.8M +38.6% 0.01% DBT
589 BANK OF AMERICA CORP 06051GLC1 — 6,500,000 +3,500,000 $6.8M +114.3% 0.01% DBT
590 CITIGROUP INC 172967PA3 — 6,240,000 — $6.8M -0.7% 0.01% DBT
591 BENCHMARK MORTGAGE TRUST BMARK_23-B38 081916AE8 — 6,364,000 New $6.7M — 0.01% ABS-CBDO
592 FORD MOTOR CREDIT COMPANY LLC 345397C27 Jul 2022 7,000,000 — $6.6M -0.9% 0.01% DBT
593 KONINKLIJKE PHILIPS NV PHIA Oct 2022 310,789 New $6.6M — 0.01% EC
594 ENBRIDGE ENERGY PARTNERS LP 29250RAX4 Oct 2022 5,459,000 — $6.5M -0.5% 0.01% DBT
595 SUN COMMUNITIES OPERATING LP 866677AH0 Jul 2022 7,206,000 -1,441,000 $6.5M -18.2% 0.01% DBT
596 SABINE PASS LIQUEFACTION LLC 785592AM8 Oct 2022 6,450,000 — $6.5M -0.4% 0.01% DBT
597 AMGEN INC 031162DK3 — 6,893,000 — $6.5M -1.3% 0.01% DBT
598 BNSF FUNDING TRUST I 05567SAA0 Oct 2022 6,700,000 — $6.5M +0.2% 0.01% DBT
599 FS ENERGY AND POWER FUND 30264DAA7 Oct 2022 6,480,000 — $6.5M +0.2% 0.01% DBT
600 BANK OF AMERICA CORP 06051GJL4 Jul 2022 8,000,000 — $6.4M -0.9% 0.01% DBT
601 JPMORGAN CHASE & CO 46647PDA1 Jul 2022 6,500,000 — $6.4M +0.1% 0.01% DBT
602 T-MOBILE USA INC 87264ABB0 Jul 2022 6,550,000 — $6.4M +0.2% 0.01% DBT
603 WARNERMEDIA HOLDINGS INC 55903VAQ6 Jul 2022 7,934,000 — $6.3M -3.8% 0.01% DBT
604 CSX CORP 126408HQ9 Oct 2022 7,186,000 — $6.3M +0.4% 0.01% DBT
605 LABORATORY CORP OF AMERICA HOLDINGS 50540RAS1 Oct 2022 6,900,000 — $6.3M -1.1% 0.01% DBT
606 GOLDMAN SACHS GROUP INC 38141GYN8 Jul 2022 7,500,000 — $6.2M +0.8% 0.01% DBT
607 MPLX LP 55336VBU3 — 6,333,000 — $6.2M -0.4% 0.01% DBT
608 GRAND PARKWAY TRANSPORTATION CORP 38611TDL8 Oct 2022 8,155,000 — $6.2M -3.2% 0.01% DBT
609 HSBC HOLDINGS PLC 404280DU0 — 6,000,000 New $6.2M — 0.01% DBT
610 EQUINIX INC 29444UBD7 Oct 2022 6,572,000 — $6.1M +0.3% 0.01% DBT
611 HJ HEINZ CO 50077LAB2 Jul 2022 7,000,000 +2,000,000 $6.1M +40.2% 0.01% DBT
612 CARMAX AUTO OWNER TRUST CARMX_22-3 14318MAC3 Jul 2022 6,102,415 -1,825,477 $6.1M -23.1% 0.01% ABS-O
613 CARNIVAL CORP 143658BQ4 Jul 2022 7,000,000 — $6.1M +0.3% 0.01% DBT
614 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QCYY6 Oct 2022 6,660,278 -173,481 $6.1M -4.1% 0.01% ABS-MBS
615 FEDERAL HOME LOAN MORTGAGE CORP 3132DWDT7 — 6,501,654 New $6.0M — 0.01% ABS-MBS
616 STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6 35564KH44 — 5,838,000 — $6.0M -0.4% 0.01% ABS-CBDO
617 HILTON DOMESTIC OPERATING COMPANY INC 432833AH4 Oct 2022 6,000,000 — $6.0M +0.6% 0.01% DBT
618 AMGEN INC 031162DU1 — 5,743,000 New $6.0M — 0.01% DBT
619 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X8NP8 Jul 2022 6,459,955 -128,174 $5.9M -3.4% 0.01% ABS-MBS
620 T-MOBILE USA INC 87264ABN4 Jul 2022 8,316,000 +5,000,000 $5.9M +148.4% 0.01% DBT
621 TARGET CORP 87612EBR6 — 6,000,000 — $5.9M -2.5% 0.01% DBT
622 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X56M0 Oct 2022 6,075,263 -159,325 $5.9M -3.6% 0.01% ABS-MBS
623 EQUINOR ASA 29446MAC6 Oct 2022 7,583,000 — $5.9M -1.1% 0.01% DBT
624 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-3 36265WAC7 Jul 2022 5,874,646 -1,484,247 $5.9M -20.3% 0.01% ABS-O
625 CAPITAL ONE FINANCIAL CORP 14040HCY9 — 6,000,000 — $5.9M -3.3% 0.01% DBT
626 DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1 26208QAG2 Oct 2022 5,895,537 -861,463 $5.8M -12.5% 0.01% ABS-O
627 TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 89469TAA1 Jul 2022 6,472,828 — $5.7M +0.0% 0.01% DBT
628 NORDSTROM INC 655664AX8 — 6,000,000 — $5.7M +0.4% 0.01% DBT
629 SOUTHERN CALIFORNIA EDISON CO 842400GK3 Oct 2022 6,667,000 — $5.7M -0.0% 0.01% DBT
630 CCO HOLDINGS LLC 1248EPBT9 Jul 2020 6,000,000 — $5.7M -1.0% 0.01% DBT
631 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X56N8 Oct 2022 5,816,143 -29,162 $5.6M -1.7% 0.01% ABS-MBS
632 OUTFRONT MEDIA CAPITAL LLC 69007TAC8 Oct 2022 6,650,000 — $5.6M -1.7% 0.01% DBT
633 SHERWIN-WILLIAMS CO 824348AW6 Oct 2022 5,851,000 — $5.6M -0.1% 0.01% DBT
634 NETFLIX INC 64110LAV8 Oct 2022 5,650,000 -1,000,000 $5.6M -14.6% 0.01% DBT
635 CONSUMERS ENERGY COMPANY 210518DB9 Oct 2022 6,425,000 — $5.6M -1.9% 0.01% DBT
636 CCO HOLDINGS LLC 1248EPBX0 Oct 2022 6,000,000 — $5.6M -1.0% 0.01% DBT
637 HYUNDAI AUTO RECEIVABLES TRUST HART_22-B 44918MAC4 Jul 2022 5,534,999 -1,295,001 $5.5M -19.0% 0.01% ABS-O
638 CONSUMERS ENERGY COMPANY 210518DU7 — 5,500,000 New $5.5M — 0.01% DBT
639 PHILIP MORRIS INTERNATIONAL INC 718172DA4 — 5,471,000 New $5.5M — 0.01% DBT
640 ENTEGRIS ESCROW CORP 29365BAA1 Jul 2022 5,935,000 -990,000 $5.5M -15.0% 0.01% DBT
641 SOUTHERN CALIFORNIA EDISON CO 842400GG2 Oct 2022 6,667,000 — $5.5M -1.5% 0.01% DBT
642 CHESAPEAKE ENERGY CORP 165167DF1 Jul 2022 5,570,000 — $5.5M +2.1% 0.01% DBT
643 CENOVUS ENERGY INC 15135UAR0 Oct 2022 5,910,000 — $5.5M -3.5% 0.01% DBT
644 AMGEN INC 031162DR8 — 5,285,000 New $5.4M — 0.01% DBT
645 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138WGS62 Oct 2022 5,573,855 -321,494 $5.4M -6.5% 0.01% ABS-MBS
646 PETROLEOS MEXICANOS 71654QDH2 Jul 2022 5,500,000 — $5.4M -1.7% 0.01% DBT
647 NETFLIX INC 64110LAY2 Oct 2022 5,575,000 — $5.4M +0.7% 0.01% DBT
648 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138WHTS1 Oct 2022 5,460,921 -194,129 $5.3M -4.5% 0.01% ABS-MBS
649 SIRIUS XM RADIO INC 82967NBJ6 Jul 2022 6,275,000 — $5.3M -5.2% 0.01% DBT
650 NOVA CHEMICALS CORP 66977WAS8 Jul 2022 6,500,000 — $5.3M -5.7% 0.01% DBT
651 AMERICAN EXPRESS CO 025816DB2 — 5,000,000 — $5.2M -1.0% 0.01% DBT
652 OCCIDENTAL PETROLEUM CORP 674599EF8 Jul 2022 5,000,000 — $5.2M +0.1% 0.01% DBT
653 OPORTUN FUNDING LLC OPTN_21-B 68377GAA4 Jul 2022 5,757,000 — $5.2M +0.5% 0.01% ABS-O
654 LLOYDS BANKING GROUP PLC 539439AR0 Oct 2022 5,375,000 — $5.2M -0.4% 0.01% DBT
655 ENTERGY LOUISIANA LLC 29364WBB3 Oct 2022 5,950,000 — $5.2M -1.7% 0.01% DBT
656 GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-3 380130AC8 — 5,160,766 -1,534,386 $5.2M -23.1% 0.00% ABS-O
657 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138WHNQ1 Oct 2022 5,293,056 -185,838 $5.2M -4.5% 0.00% ABS-MBS
658 SOUTHWESTERN ENERGY COMPANY 845467AR0 Jul 2022 5,455,000 — $5.1M +0.3% 0.00% DBT
659 OCI NV 67116NAA7 — 5,195,000 New $5.1M — 0.00% DBT
660 NETFLIX INC 64110LAU0 Jul 2022 5,000,000 -1,150,000 $5.1M -18.1% 0.00% DBT
661 PHILIP MORRIS INTERNATIONAL INC 718172DB2 — 5,000,000 New $5.1M — 0.00% DBT
662 MORGAN STANLEY 61747YEL5 Jul 2022 6,000,000 — $5.1M -0.7% 0.00% DBT
663 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138E2FF7 Oct 2022 5,184,344 -276,800 $5.1M -6.3% 0.00% ABS-MBS
664 WASTE MANAGEMENT INC 94106LBT5 — 5,000,000 New $5.1M — 0.00% DBT
665 RMF BUYOUT ISSUANCE TRUST RBIT_21-HB1 74969TAA8 Jul 2022 5,271,947 -901,886 $5.1M -13.5% 0.00% ABS-CBDO
666 BANK5 2023-5YR1 06644EBZ0 — 5,216,000 New $5.0M — 0.00% ABS-CBDO
667 BPCE SA 05583JAN2 — 5,000,000 — $5.0M -0.4% 0.00% DBT
668 TALEN ENERGY SUPPLY LLC 87422LAP5 Jul 2022 5,000,000 — $5.0M +0.0% 0.00% LON
669 BOOKING HOLDINGS INC 09857LAR9 Oct 2022 5,000,000 — $5.0M +0.1% 0.00% DBT
670 CVS HEALTH CORP 126650DV9 — 5,000,000 New $5.0M — 0.00% DBT
671 BOEING CO 097023CV5 Jul 2022 5,000,000 — $5.0M -1.9% 0.00% DBT
672 TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1A 89237JAA4 Oct 2022 5,335,000 — $5.0M +0.5% 0.00% ABS-O
673 WYNN RESORTS FINANCE LLC 983133AA7 Oct 2022 5,390,000 — $5.0M +3.1% 0.00% DBT
674 CREDIT SUISSE GROUP AG 225401AV0 — 5,000,000 — $5.0M +2.5% 0.00% DBT
675 WELLS FARGO & CO 95000U3A9 Jul 2022 5,000,000 — $5.0M -0.7% 0.00% DBT
676 BOEING CO 097023CY9 Jul 2022 4,917,000 — $5.0M -0.0% 0.00% DBT
677 BROADCOM INC 11135FBA8 Jul 2022 5,000,000 — $5.0M +0.3% 0.00% DBT
678 PNC FINANCIAL SERVICES GROUP INC 693475BL8 — 5,000,000 — $4.9M -1.3% 0.00% DBT
679 SALLY HOLDINGS LLC 79546VAL0 Oct 2022 5,000,000 — $4.9M +0.3% 0.00% DBT
680 QATAR (STATE OF) 74727PAY7 Oct 2022 4,800,000 — $4.9M -0.6% 0.00% DBT
681 KSA SUKUK LTD 48266XAB1 Oct 2022 5,000,000 — $4.9M +0.8% 0.00% DBT
682 TRUIST FINANCIAL CORP 89788MAL6 — 5,000,000 — $4.9M -2.6% 0.00% DBT
683 ALLY FINANCIAL INC 02005NBL3 — 5,000,000 — $4.9M +0.1% 0.00% DBT
684 FORD MOTOR CREDIT COMPANY LLC 345397A60 Jul 2022 5,010,000 — $4.9M -0.9% 0.00% DBT
685 CF HIPPOLYTA ISSUER LLC SORT_20-1 12530MAB1 Oct 2022 5,735,064 -26,684 $4.9M -0.5% 0.00% ABS-O
686 FLORIDA POWER & LIGHT CO 341081GK7 — 4,700,000 New $4.9M — 0.00% DBT
687 VERIZON MASTER TRUST VZMT_22-7 92348KBC6 — 4,849,000 — $4.9M -0.8% 0.00% ABS-O
688 AUTONATION INC 05329RAA1 Jul 2022 5,750,000 — $4.9M -0.2% 0.00% DBT
689 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138YEN78 Oct 2022 4,976,994 -67,552 $4.9M -2.5% 0.00% ABS-MBS
690 WESTERN MIDSTREAM OPERATING LP 958667AB3 Oct 2022 5,040,000 — $4.8M +0.0% 0.00% DBT
691 HILCORP ENERGY I LP 431318AZ7 Jul 2022 5,125,000 — $4.8M +1.3% 0.00% DBT
692 PETROLEOS MEXICANOS 71643VAB1 Jul 2022 6,205,000 — $4.8M -7.3% 0.00% DBT
693 DANSKE BANK AS 23636ABC4 Jul 2022 5,000,000 — $4.8M -1.5% 0.00% DBT
694 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4 80286FAB9 Jul 2022 4,743,582 -4,892,847 $4.7M -50.8% 0.00% ABS-O
695 VICI PROPERTIES LP 92564RAF2 Jul 2022 4,745,000 — $4.7M -0.3% 0.00% DBT
696 OCCIDENTAL PETROLEUM CORP 674599CY9 Oct 2022 6,000,000 — $4.7M -1.9% 0.00% DBT
697 CENTENE CORP 15135BAV3 Oct 2022 5,344,000 — $4.7M +0.4% 0.00% DBT
698 PACIFIC GAS AND ELECTRIC CO 694308JY4 — 4,820,000 — $4.7M +0.3% 0.00% DBT
699 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAP6 Jul 2022 4,985,000 — $4.7M +0.8% 0.00% DBT
700 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132GDHH8 Oct 2022 4,656,681 -95,555 $4.7M -3.2% 0.00% ABS-MBS
701 FORD MOTOR CO 345370DA5 Jul 2022 6,000,000 — $4.7M -2.3% 0.00% DBT
702 HERTZ VEHICLE FINANCING LLC HERTZ_21-2 42806MAF6 Jul 2022 5,267,000 — $4.7M +0.4% 0.00% ABS-O
703 NAVIENT CORP 78442FAZ1 Jul 2022 6,200,000 — $4.7M -3.3% 0.00% DBT
704 CONSUMERS ENERGY COMPANY 210518DE3 Oct 2022 5,625,000 — $4.6M -2.2% 0.00% DBT
705 FEDERAL HOME LOAN MORTGAGE CORP 3137FAWS3 Oct 2022 4,810,000 — $4.6M -0.3% 0.00% ABS-CBDO
706 AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A 05377REP5 Jul 2022 5,000,000 — $4.6M -1.1% 0.00% ABS-O
707 HERTZ VEHICLE FINANCING LLC HERTZ_21-1 42806MAB5 Jul 2022 4,878,000 — $4.6M +0.9% 0.00% ABS-O
708 NATWEST GROUP PLC 639057AJ7 — 4,500,000 New $4.6M — 0.00% DBT
709 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140F0GW8 Oct 2022 4,660,639 -150,776 $4.5M -4.3% 0.00% ABS-MBS
710 MSCI INC 55354GAH3 Oct 2022 5,000,000 — $4.5M -1.0% 0.00% DBT
711 ENERGY TRANSFER LP 29273VAH3 Jul 2022 5,000,000 — $4.5M -5.4% 0.00% DBT
712 HOME DEPOT INC 437076BY7 Oct 2022 4,775,000 — $4.5M +0.6% 0.00% DBT
713 INTEL CORP 458140CJ7 — 4,352,000 New $4.5M — 0.00% DBT
714 ROLLS-ROYCE PLC 77578JAC2 Jul 2022 4,415,000 — $4.4M +2.6% 0.00% DBT
715 DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT 261908107 — 4,400,000 -7,600,000 $4.4M -63.3% 0.00% EC
716 US GOVERNMENT MONEY MARKET FUND 74926P696 — 4,400,000 New $4.4M — 0.00% EC
717 NOVA CHEMICALS CORP 66977WAR0 Oct 2022 4,840,000 — $4.4M -2.7% 0.00% DBT
718 BAUSCH HEALTH COMPANIES INC 91911KAN2 Jul 2022 5,000,000 — $4.4M +2.5% 0.00% DBT
719 AERCAP IRELAND CAPITAL DAC 00774MAX3 Jul 2022 5,314,000 — $4.4M -2.4% 0.00% DBT
720 SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A 78448YAJ0 Jul 2022 4,892,915 -421,725 $4.3M -6.9% 0.00% ABS-O
721 BANK OF AMERICA CORP 06051GKL2 Jul 2022 5,000,000 — $4.3M -0.8% 0.00% DBT
722 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138WKK38 Oct 2022 4,420,024 -147,708 $4.3M -4.4% 0.00% ABS-MBS
723 BOEING CO 097023CJ2 Oct 2022 5,000,000 — $4.3M +0.3% 0.00% DBT
724 AT&T INC 00206RKJ0 Jul 2022 5,957,000 — $4.3M -2.9% 0.00% DBT
725 FEDERAL HOME LOAN MORTGAGE CORP 3137BXQY1 Oct 2022 4,390,000 — $4.2M -0.2% 0.00% ABS-CBDO
726 EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1 30167HAG3 Oct 2022 4,303,466 -1,022,793 $4.2M -19.1% 0.00% ABS-O
727 COINBASE GLOBAL INC 19260QAD9 Jul 2022 7,525,000 +1,000,000 $4.2M +10.5% 0.00% DBT
728 CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH 18611CAA4 Jul 2022 4,815,000 -25,000 $4.2M +0.2% 0.00% DBT
729 FEDERAL HOME LOAN MORTGAGE CORP 3137F2LJ3 Oct 2022 4,360,000 — $4.2M -0.4% 0.00% ABS-CBDO
730 AT&T INC 00206RMM1 Jul 2022 5,181,000 — $4.2M -0.5% 0.00% DBT
731 NATWEST GROUP PLC 639057AH1 — 4,000,000 New $4.2M — 0.00% DBT
732 SEASONED CREDIT RISK TRANSFER SCRT_19-1 35563PJE0 Oct 2022 4,410,323 -88,355 $4.1M -2.5% 0.00% ABS-CBDO
733 MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 91087BAX8 — 3,995,000 New $4.1M — 0.00% DBT
734 FORD CREDIT AUTO OWNER TRUST FORDO_22-B 34534LAC1 Jul 2022 4,124,311 -1,704,700 $4.1M -29.3% 0.00% ABS-O
735 AMAZON.COM INC 023135CR5 — 4,000,000 — $4.1M +0.4% 0.00% DBT
736 INTEL CORP 458140CF5 — 4,000,000 New $4.1M — 0.00% DBT
737 AMAZON.COM INC 023135CQ7 — 4,000,000 — $4.1M +0.6% 0.00% DBT
738 GCI FUNDING I LLC GCI_21-1 36166VAE5 Jul 2022 4,703,030 -112,036 $4.1M -3.6% 0.00% ABS-O
739 STATE STREET CORP 857477CA9 — 4,091,000 +3,166,000 $4.1M +338.2% 0.00% DBT
740 DCP MIDSTREAM OPERATING LP 23311VAJ6 Oct 2022 4,000,000 -1,000,000 $4.1M -20.0% 0.00% DBT
741 BAT CAPITAL CORP 05526DBT1 Jul 2022 5,640,000 +1,000,000 $4.1M +20.5% 0.00% DBT
742 FEDERAL HOME LOAN MORTGAGE CORP 3133BQXH4 — 3,982,285 -13,272 $4.0M -1.1% 0.00% ABS-MBS
743 CIGNA GROUP/THE 125523CR9 — 4,000,000 New $4.0M — 0.00% DBT
744 TRANSDIGM INC 893647BE6 Oct 2022 4,000,000 -700,000 $4.0M -14.4% 0.00% DBT
745 JPMORGAN CHASE & CO 46647PDM5 — 4,000,000 — $4.0M -0.3% 0.00% DBT
746 AMGEN INC 031162DN7 — 4,000,000 New $4.0M — 0.00% DBT
747 GINNIE MAE II POOL 36179TUA1 Oct 2022 4,214,832 -105,466 $4.0M -3.2% 0.00% ABS-MBS
748 ENERGY TRANSFER LP 29273VAJ9 Jul 2022 5,220,000 — $4.0M -8.5% 0.00% DBT
749 BANK OF NOVA SCOTIA/THE 06417XAL5 — 4,000,000 — $4.0M -0.7% 0.00% DBT
750 MCKESSON CORP 581557BS3 — 4,000,000 New $4.0M — 0.00% DBT
751 UNITED STATES TREASURY 91282CGV7 — 4,000,000 New $4.0M — 0.00% DBT
752 FIRSTENERGY CORP 337932AP2 Oct 2022 4,837,000 — $4.0M +0.5% 0.00% DBT
753 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 31335AJY5 Oct 2022 4,091,700 -121,763 $4.0M -4.0% 0.00% ABS-MBS
754 BANK OF AMERICA CORP 06051GLE7 — 4,000,000 — $4.0M -0.5% 0.00% DBT
755 AMGEN INC 031162DP2 — 3,899,000 New $4.0M — 0.00% DBT
756 BOEING CO 097023CW3 Jul 2022 4,000,000 — $4.0M -2.6% 0.00% DBT
757 MCAS_19-01 62547NAB5 Oct 2022 4,239,909 -3,766 $4.0M -1.4% 0.00% ABS-CBDO
758 UNITED STATES TREASURY 912810TN8 — 4,000,000 New $4.0M — 0.00% DBT
759 STARBUCKS CORP 855244AM1 — 4,875,000 — $4.0M -0.7% 0.00% DBT
760 ALIBABA GROUP HOLDING LTD 01609WAZ5 — 6,000,000 — $3.9M -4.2% 0.00% DBT
761 WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C19 92938VAQ8 Oct 2022 4,000,000 — $3.9M +0.1% 0.00% ABS-CBDO
762 OWENS & MINOR INC 69073LAD2 — 3,893,333 New $3.9M — 0.00% LON
763 CHARTER COMMUNICATIONS OPERATING LLC 161175CE2 Jul 2022 5,675,000 — $3.8M -3.0% 0.00% DBT
764 MCDONALDS CORP 58013MFS8 — 3,775,000 — $3.8M +0.6% 0.00% DBT
765 AERCAP IRELAND CAPITAL DAC 00774MAZ8 Jul 2022 5,079,000 — $3.8M -3.7% 0.00% DBT
766 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 31335ATB4 Oct 2022 3,898,294 -76,379 $3.8M -2.9% 0.00% ABS-MBS
767 BX TRUST BX_21-ARIA 05608RAG0 Jul 2022 3,984,000 — $3.8M -0.7% 0.00% ABS-CBDO
768 VERIZON COMMUNICATIONS INC 92343VGB4 Jul 2022 5,000,000 — $3.8M -2.2% 0.00% DBT
769 ENERGY TRANSFER LP 29279FAA7 Oct 2022 3,820,000 — $3.8M -2.3% 0.00% DBT
770 US BANCORP 91159HHR4 Oct 2022 4,000,000 — $3.8M -1.4% 0.00% DBT
771 T-MOBILE USA INC 87264ACT0 Jul 2022 5,200,000 — $3.8M -0.9% 0.00% DBT
772 MELCO RESORTS FINANCE LTD 58547DAA7 — 4,000,000 New $3.8M — 0.00% DBT
773 MOLINA HEALTHCARE INC 60855RAJ9 Oct 2022 4,000,000 — $3.8M +1.5% 0.00% DBT
774 VODAFONE GROUP PLC 92857WBU3 Oct 2022 4,575,000 — $3.8M -1.3% 0.00% DBT
775 PUBLIC SERVICE ELECTRIC AND GAS COMPANY 74456QBY1 Oct 2022 4,000,000 — $3.7M +0.4% 0.00% DBT
776 RAYTHEON TECHNOLOGIES CORP 75513ECS8 — 3,555,000 New $3.7M — 0.00% DBT
777 TENCENT HOLDINGS LTD 88032XBC7 — 5,021,000 +2,060,000 $3.7M +64.7% 0.00% DBT
778 BROADCOM INC 11135FAQ4 Jul 2022 4,000,000 -1,000,000 $3.7M -20.3% 0.00% DBT
779 COREBRIDGE FINANCIAL INC 21871XAL3 Jul 2022 4,688,000 — $3.7M -8.5% 0.00% DBT
780 CAIXABANK SA 12803RAA2 — 3,625,000 — $3.7M -0.2% 0.00% DBT
781 OCCIDENTAL PETROLEUM CORP 674599CM5 Jul 2022 4,000,000 — $3.7M -0.9% 0.00% DBT
782 FEDERAL HOME LOAN MORTGAGE CORP 3133A0LW2 Oct 2022 3,990,253 -533,051 $3.6M -13.1% 0.00% ABS-MBS
783 BLOCK INC 852234AN3 Jul 2022 4,000,000 — $3.6M -0.4% 0.00% DBT
784 MCDONALDS CORP 58013MFM1 Oct 2022 4,136,000 — $3.6M +1.1% 0.00% DBT
785 BOEING CO 097023DC6 Jul 2022 3,907,000 — $3.6M -0.1% 0.00% DBT
786 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132WF4L0 Oct 2022 3,657,142 -206,579 $3.6M -6.4% 0.00% ABS-MBS
787 PACIFIC GAS AND ELECTRIC CO 694308HK6 Oct 2022 3,665,000 — $3.6M +0.1% 0.00% DBT
788 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132WFDK2 Oct 2022 3,638,716 -192,015 $3.6M -6.1% 0.00% ABS-MBS
789 WARNERMEDIA HOLDINGS INC 55903VAN3 Jul 2022 4,285,000 -1,214,000 $3.5M -24.5% 0.00% DBT
790 FORD MOTOR CREDIT COMPANY LLC 345397B77 Jul 2022 3,990,000 — $3.5M -0.6% 0.00% DBT
791 BANK OF AMERICA CORP 06051GLH0 — 3,500,000 New $3.5M — 0.00% DBT
792 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138EGE26 Oct 2022 3,383,342 -97,940 $3.5M -3.8% 0.00% ABS-MBS
793 DIRECTV FINANCING LLC 25461LAA0 Jul 2022 4,000,000 — $3.5M -3.2% 0.00% DBT
794 SEASONED CREDIT RISK TRANSFER SCRT_19-2 35563PKF5 Oct 2022 3,714,165 -68,358 $3.5M -2.4% 0.00% ABS-CBDO
795 BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR 05608WAL8 Jul 2022 3,617,549 -86,393 $3.4M -3.6% 0.00% ABS-CBDO
796 EQT CORP 26884LAN9 Jul 2022 3,945,000 -2,000,000 $3.4M -34.1% 0.00% DBT
797 WESTERN MIDSTREAM OPERATING LP 958667AC1 Oct 2022 3,755,000 — $3.4M -0.4% 0.00% DBT
798 SOUTHERN CALIFORNIA EDISON CO 842400GE7 Oct 2022 4,463,000 — $3.4M -0.7% 0.00% DBT
799 LADDER CAPITAL FINANCE HOLDINGS LLLP 505742AM8 Jul 2022 4,000,000 — $3.4M -3.3% 0.00% DBT
800 GENERAL MOTORS CO 37045VAU4 Oct 2022 3,226,000 — $3.4M -0.7% 0.00% DBT
801 CANADIAN NATURAL RESOURCES LTD 136385BA8 Oct 2022 3,873,000 — $3.4M +0.5% 0.00% DBT
802 UNITED STATES TREASURY 91282CGU9 — 3,403,000 New $3.4M — 0.00% DBT
803 FEDERAL HOME LOAN MORTGAGE CORP 3133KPZB7 — 3,375,371 -43,904 $3.4M -2.1% 0.00% ABS-MBS
804 WESTERN MIDSTREAM OPERATING LP 958667AA5 Oct 2022 3,956,000 — $3.4M -2.2% 0.00% DBT
805 CCO HOLDINGS LLC 1248EPCS0 — 3,525,000 — $3.4M -1.5% 0.00% DBT
806 FEDERAL HOME LOAN MORTGAGE CORP 3137BPW21 Oct 2022 3,500,000 — $3.4M +0.1% 0.00% ABS-CBDO
807 CLEVELAND-CLIFFS INC 185899AH4 Jul 2022 3,400,000 — $3.3M -0.2% 0.00% DBT
808 CCO HOLDINGS LLC 1248EPCE1 Oct 2022 3,950,000 — $3.3M -1.7% 0.00% DBT
809 MARATHON OIL CORP 565849AP1 Oct 2022 3,375,000 — $3.3M -0.0% 0.00% DBT
810 OCCIDENTAL PETROLEUM CORP 674599CF0 — 4,000,000 +1,000,000 $3.3M +30.8% 0.00% DBT
811 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128MMYV9 Oct 2022 3,345,375 -160,707 $3.3M -4.8% 0.00% ABS-MBS
812 PIONEER NATURAL RESOURCES CO 723787AQ0 Jul 2022 3,933,000 — $3.3M +1.2% 0.00% DBT
813 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CS6 — 3,200,000 — $3.3M -3.4% 0.00% DBT
814 SERVICE PROPERTIES TRUST 44106MAX0 Oct 2022 4,150,000 — $3.3M +2.8% 0.00% DBT
815 TORONTO DOMINION BANK (THE) 89114TZJ4 Jul 2022 4,000,000 — $3.2M -1.0% 0.00% DBT
816 CENTENE CORP 15135BAZ4 Jul 2022 3,950,000 — $3.2M -0.1% 0.00% DBT
817 MILEAGE PLUS HOLDINGS LLC 599191AA1 Oct 2022 3,225,750 -189,750 $3.2M -6.7% 0.00% DBT
818 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 312934XA5 Oct 2022 3,166,021 -45,110 $3.2M -2.3% 0.00% ABS-MBS
819 BANK OF AMERICA CORP 06051GKK4 Jul 2022 3,789,000 — $3.2M -1.0% 0.00% DBT
820 TARGA RESOURCES PARTNERS LP 87612BBN1 Oct 2022 3,110,000 — $3.2M -0.5% 0.00% DBT
821 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140F0KP8 Oct 2022 3,246,977 -129,596 $3.2M -4.9% 0.00% ABS-MBS
822 NETFLIX INC 64110LAT3 Jul 2022 3,000,000 -1,569,000 $3.2M -33.5% 0.00% DBT
823 HSBC HOLDINGS PLC 404280DQ9 — 3,000,000 — $3.1M -0.6% 0.00% DBT
824 DTE ELECTRIC COMPANY 23338VAS5 — 3,000,000 New $3.1M — 0.00% DBT
825 T-MOBILE USA INC 87264ABL8 Jul 2022 4,200,000 — $3.1M -0.4% 0.00% DBT
826 TARGA RESOURCES PARTNERS LP 87612BBQ4 Jul 2022 3,190,000 -2,000,000 $3.1M -38.7% 0.00% DBT
827 ASTRAZENECA FINANCE LLC 04636NAF0 — 3,000,000 New $3.1M — 0.00% DBT
828 AMERICAN TOWER CORP 03027XBY5 — 3,000,000 New $3.1M — 0.00% DBT
829 COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_07-B 12669XAE4 Oct 2022 3,340,748 -193,768 $3.1M -5.7% 0.00% ABS-O
830 MAGELLAN MIDSTREAM PARTNERS LP 559080AP1 Jul 2022 4,000,000 — $3.1M -2.8% 0.00% DBT
831 VENTURE GLOBAL CALCASIEU PASS LLC 92328MAA1 Jul 2022 3,430,000 — $3.1M +0.9% 0.00% DBT
832 HSBC HOLDINGS PLC 404280DW6 — 2,900,000 New $3.1M — 0.00% DBT
833 CLEVELAND-CLIFFS INC 185899AG6 Jul 2022 3,000,000 — $3.1M +0.1% 0.00% DBT
834 BP CAPITAL MARKETS AMERICA INC 10373QBU3 — 3,000,000 New $3.1M — 0.00% DBT
835 CVS HEALTH CORP 126650DT4 — 3,000,000 New $3.1M — 0.00% DBT
836 BHP BILLITON FINANCE (USA) LTD 055451AZ1 — 3,000,000 New $3.1M — 0.00% DBT
837 BHP BILLITON FINANCE (USA) LTD 055451AY4 — 3,000,000 New $3.0M — 0.00% DBT
838 MORGAN STANLEY 61747YEY7 — 2,790,000 — $3.0M -1.1% 0.00% DBT
839 MARATHON OIL CORP 565849AM8 Jul 2022 3,500,000 — $3.0M -4.6% 0.00% DBT
840 AMERICAN HONDA FINANCE CORPORATION 02665WEC1 — 3,000,000 — $3.0M +0.2% 0.00% DBT
841 FORD MOTOR CREDIT COMPANY LLC 345397C43 — 3,000,000 +2,000,000 $3.0M +196.1% 0.00% DBT
842 HYUNDAI CAPITAL AMERICA 44891ACD7 — 3,000,000 New $3.0M — 0.00% DBT
843 PHILIP MORRIS INTERNATIONAL INC 718172CU1 — 3,000,000 — $3.0M -0.4% 0.00% DBT
844 WESTERN MIDSTREAM OPERATING LP 958254AF1 Oct 2022 3,105,000 — $3.0M +1.0% 0.00% DBT
845 PHILIP MORRIS INTERNATIONAL INC 718172CT4 — 3,000,000 — $3.0M -0.1% 0.00% DBT
846 ELI LILLY AND CO 532457CE6 — 3,000,000 New $3.0M — 0.00% DBT
847 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAS0 — 2,863,000 New $3.0M — 0.00% DBT
848 UNITED STATES TREASURY 91282CGJ4 — 3,000,000 New $3.0M — 0.00% DBT
849 GENERAL MOTORS FINANCIAL CO INC 37045XEG7 — 3,000,000 New $3.0M — 0.00% DBT
850 DISCOVERY COMMUNICATIONS LLC 25470DAL3 — 3,000,000 — $3.0M +0.7% 0.00% DBT
851 HARLEY-DAVIDSON FINANCIAL SERVICES INC 41283LAY1 Oct 2022 3,135,000 — $3.0M +0.7% 0.00% DBT
852 SUN COMMUNITIES OPERATING LP 866677AE7 Jul 2022 3,703,000 — $3.0M -1.9% 0.00% DBT
853 CCO HOLDINGS LLC 1248EPCK7 Oct 2022 3,650,000 — $3.0M -1.7% 0.00% DBT
854 ALIBABA GROUP HOLDING LTD 01609WAS1 — 3,000,000 — $3.0M +0.6% 0.00% DBT
855 FEDERAL HOME LOAN MORTGAGE CORP 3132DPA81 — 2,953,643 -36,040 $3.0M -2.0% 0.00% ABS-MBS
856 CHUBB INA HOLDINGS INC 00440EAW7 Oct 2022 3,230,000 — $3.0M -2.1% 0.00% DBT
857 CONSTELLATION BRANDS INC 21036PBN7 — 3,000,000 — $3.0M -0.4% 0.00% DBT
858 WALMART INC 931142FC2 — 3,000,000 New $3.0M — 0.00% DBT
859 AERCAP IRELAND CAPITAL DAC 00774MAP0 — 3,000,000 — $3.0M -0.1% 0.00% DBT
860 BAXTER INTERNATIONAL INC 071813CV9 — 4,500,000 +2,500,000 $3.0M +116.4% 0.00% DBT
861 BPCE SA 05578QAA1 — 3,000,000 — $3.0M -0.7% 0.00% DBT
862 NORDSTROM INC 655664AY6 Jul 2022 4,000,000 — $3.0M -1.1% 0.00% DBT
863 ROYAL CARIBBEAN CRUISES LTD 780153BS0 — 2,815,000 — $3.0M +0.7% 0.00% DBT
864 SOUTHERN CALIFORNIA EDISON CO 842400HH9 — 3,000,000 — $3.0M +0.9% 0.00% DBT
865 BAXTER INTERNATIONAL INC 071813CS6 Jul 2022 3,586,000 +377,000 $3.0M +12.3% 0.00% DBT
866 HUARONG FINANCE 2017 CO LTD N/A Oct 2022 3,500,000 New $2.9M — 0.00% DBT
867 MASTERCARD INC 57636QAW4 — 2,823,000 New $2.9M — 0.00% DBT
868 ALBERTSONS COMPANIES INC 013092AG6 Jul 2022 3,290,000 -1,000,000 $2.9M -21.3% 0.00% DBT
869 WARNERMEDIA HOLDINGS INC 55903VAL7 Jul 2022 3,276,000 -1,862,000 $2.9M -36.4% 0.00% DBT
870 KINDER MORGAN INC 49456BAV3 — 3,000,000 — $2.9M +0.1% 0.00% DBT
871 YUM! BRANDS INC 988498AL5 Jul 2022 3,000,000 — $2.9M +3.4% 0.00% DBT
872 FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO 316175108 — 2,900,000 -300,000 $2.9M -9.4% 0.00% EC
873 STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND 857492706 Oct 2022 2,900,000 -300,000 $2.9M -9.4% 0.00% EC
874 KEYBANK NATIONAL ASSOCIATION 49327M3G7 — 3,000,000 — $2.9M -3.5% 0.00% DBT
875 CIVITAS RESOURCES INC 097793AE3 Jul 2022 3,070,000 — $2.9M +0.8% 0.00% DBT
876 IRON MOUNTAIN INC 46284VAC5 Jul 2022 3,000,000 — $2.9M +1.3% 0.00% DBT
877 EQT CORP 26884LAF6 Oct 2022 3,020,000 — $2.9M -0.3% 0.00% DBT
878 ENERGEAN ISRAEL FINANCE LTD N/A Oct 2022 2,915,000 New $2.9M — 0.00% DBT
879 UNITEDHEALTH GROUP INC 91324PDR0 Oct 2022 2,940,000 — $2.9M +0.3% 0.00% DBT
880 UNITED STATES TREASURY 91282CBA8 — 2,934,000 — $2.8M +1.1% 0.00% DBT
881 LYB INTERNATIONAL FINANCE III LLC 50249AAJ2 Jul 2022 4,001,000 — $2.8M -3.2% 0.00% DBT
882 CROWNROCK LP 228701AG3 Jul 2022 3,000,000 — $2.8M +3.1% 0.00% DBT
883 7-ELEVEN INC 817826AE0 Jul 2022 3,540,000 — $2.8M +0.3% 0.00% DBT
884 VERIZON COMMUNICATIONS INC 92343VFU3 Jul 2022 4,250,000 — $2.8M -2.5% 0.00% DBT
885 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418CMG6 Oct 2022 2,896,047 -61,800 $2.8M -3.1% 0.00% ABS-MBS
886 NORTHRIVER MIDSTREAM FINANCE LP 66679NAA8 Jul 2022 3,000,000 — $2.8M -2.3% 0.00% DBT
887 IRON MOUNTAIN INC 46284VAF8 Oct 2022 3,085,000 — $2.8M +1.0% 0.00% DBT
888 KINDER MORGAN INC 49456BAT8 Jul 2022 4,000,000 — $2.8M -5.1% 0.00% DBT
889 BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-R1 10568PAA5 Jul 2022 3,098,949 -20,316 $2.8M -1.0% 0.00% ABS-CBDO
890 STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6 35564KH36 — 2,785,364 -174,059 $2.8M -6.0% 0.00% ABS-CBDO
891 VICI PROPERTIES LP 92564RAB1 Jul 2022 3,000,000 — $2.8M -0.3% 0.00% DBT
892 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CT4 — 2,975,000 New $2.8M — 0.00% DBT
893 CSX CORP 126408HV8 — 3,000,000 — $2.8M -0.9% 0.00% DBT
894 GRAND CANYON UNIVERSITY 38528UAD8 Jul 2022 3,000,000 — $2.8M -0.3% 0.00% DBT
895 HJ HEINZ CO 50077LBC9 Jul 2022 2,795,000 — $2.7M +0.2% 0.00% DBT
896 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAR2 — 2,553,000 New $2.7M — 0.00% DBT
897 EMPIRE RESORTS INC 292052AF4 Jul 2022 3,225,000 — $2.7M +2.0% 0.00% DBT
898 ELI LILLY AND CO 532457CH9 — 2,554,000 New $2.7M — 0.00% DBT
899 PUBLIC SERVICE ELECTRIC AND GAS COMPANY 74456QCB0 — 3,000,000 — $2.7M +0.7% 0.00% DBT
900 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138EHW99 Oct 2022 2,617,530 -25,931 $2.7M -1.9% 0.00% ABS-MBS
901 CAPITAL ONE FINANCIAL CORP 14040HCX1 — 2,696,000 — $2.7M -2.2% 0.00% DBT
902 CROWN CASTLE INC 22822VBA8 — 2,612,000 -3,172,000 $2.6M -54.9% 0.00% DBT
903 BRASKEM NETHERLANDS FINANCE BV N/A Oct 2022 2,750,000 New $2.6M — 0.00% DBT
904 AMGEN INC 031162DT4 — 2,539,000 New $2.6M — 0.00% DBT
905 BP CAPITAL MARKETS AMERICA INC 10373QBT6 Jul 2022 3,000,000 — $2.6M +0.1% 0.00% DBT
906 AERCAP IRELAND CAPITAL DAC 00774MAW5 Jul 2022 3,000,000 — $2.6M -1.2% 0.00% DBT
907 GOLDMAN SACHS GROUP INC 38141GYB4 Jul 2022 3,125,000 — $2.6M -0.1% 0.00% DBT
908 AMERICAN EXPRESS CO 025816DC0 — 2,589,000 New $2.6M — 0.00% DBT
909 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138Y4CU1 Oct 2022 2,659,948 -19,654 $2.6M -2.0% 0.00% ABS-MBS
910 MORGAN STANLEY 61747YFD2 — 2,555,000 New $2.6M — 0.00% DBT
911 EDISON INTERNATIONAL 281020AT4 Jul 2022 3,000,000 — $2.6M -3.8% 0.00% DBT
912 CSC HOLDINGS LLC 126307AQ0 Jul 2022 3,000,000 — $2.6M -2.9% 0.00% DBT
913 ROYAL BANK OF CANADA 78016FZX5 — 2,542,000 — $2.6M -0.8% 0.00% DBT
914 JPMORGAN CHASE & CO 46647PCW4 Jul 2022 2,750,000 — $2.6M +0.3% 0.00% DBT
915 CREDIT SUISSE GROUP AG 225401AT5 — 3,000,000 +1,000,000 $2.6M +54.0% 0.00% DBT
916 REGAL REXNORD CORP 758750AF0 — 2,500,000 — $2.6M -0.5% 0.00% DBT
917 COMMONWEALTH BANK OF AUSTRALIA 202712BS3 Jul 2022 3,000,000 — $2.6M -1.6% 0.00% DBT
918 REGAL REXNORD CORP 758750AE3 — 2,500,000 — $2.5M -0.1% 0.00% DBT
919 FEDERAL HOME LOAN MORTGAGE CORP 3132A5HL2 Jul 2022 2,728,073 -62,682 $2.5M -3.6% 0.00% ABS-MBS
920 CHARTER COMMUNICATIONS OPERATING LLC 161175BV5 — 4,000,000 — $2.5M -4.6% 0.00% DBT
921 DT MIDSTREAM INC 23345MAB3 Jul 2022 2,915,000 — $2.5M -0.6% 0.00% DBT
922 ONEOK INC 682680BF9 Oct 2022 2,319,000 — $2.5M -2.3% 0.00% DBT
923 ROYAL CARIBBEAN CRUISES LTD 780153BH4 Jul 2022 2,825,000 — $2.5M +3.1% 0.00% DBT
924 AERCAP IRELAND CAPITAL DAC 00774MAN5 — 2,500,000 — $2.5M -0.8% 0.00% DBT
925 KENNEDY-WILSON INC 489399AL9 Jul 2022 3,150,000 — $2.5M -4.9% 0.00% DBT
926 NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH) 63254ABG2 — 2,500,000 — $2.5M -0.4% 0.00% DBT
927 PUBLIC SERVICE ELECTRIC AND GAS COMPANY 74456QCA2 Oct 2022 3,300,000 — $2.5M -1.9% 0.00% DBT
928 GENERAL MILLS INC 370334CS1 — 2,500,000 — $2.5M -0.5% 0.00% DBT
929 COLOMBIA (REPUBLIC OF) 195325EF8 — 2,500,000 — $2.5M -2.6% 0.00% DBT
930 MELCO RESORTS FINANCE LTD 58547DAD1 Oct 2022 3,000,000 +1,000,000 $2.5M +45.0% 0.00% DBT
931 ALIBABA GROUP HOLDING LTD 01609WAX0 — 3,000,000 New $2.5M — 0.00% DBT
932 AMERICA MOVIL SAB DE CV 02364WBK0 Jul 2022 2,500,000 — $2.5M +0.7% 0.00% DBT
933 CCO HOLDINGS LLC 1248EPCQ4 Jul 2022 3,000,000 — $2.5M -2.7% 0.00% DBT
934 DOW CHEMICAL COMPANY (THE) 260543CR2 Oct 2022 2,500,000 — $2.5M -2.1% 0.00% DBT
935 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138EHAP7 Oct 2022 2,371,539 -91,016 $2.5M -4.4% 0.00% ABS-MBS
936 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140H22A5 Oct 2022 2,546,156 -113,905 $2.5M -6.1% 0.00% ABS-MBS
937 CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1 12567UAA1 Jul 2022 2,777,019 -38,216 $2.5M +1.7% 0.00% ABS-O
938 FEDERAL HOME LOAN MORTGAGE CORP 3133BJXN7 — 2,445,938 New $2.5M — 0.00% ABS-MBS
939 COREBRIDGE FINANCIAL INC 21871XAG4 Jul 2022 2,803,000 — $2.5M -3.4% 0.00% DBT
940 EQM MIDSTREAM PARTNERS LP 26885BAF7 Oct 2022 2,500,000 — $2.5M -0.2% 0.00% DBT
941 SONIC AUTOMOTIVE INC 83545GBE1 Jul 2022 3,030,000 — $2.4M +1.1% 0.00% DBT
942 GARTNER INC 366651AC1 Oct 2022 2,600,000 -1,000,000 $2.4M -28.5% 0.00% DBT
943 BALL CORP 058498AY2 — 2,350,000 — $2.4M +0.8% 0.00% DBT
944 HSBC HOLDINGS PLC 404280CM9 — 2,743,000 — $2.4M +0.6% 0.00% DBT
945 PG&E CORP 69331CAH1 Oct 2022 2,595,000 — $2.4M +0.4% 0.00% DBT
946 NATIONAL AUSTRALIA BANK LTD 632525AY7 Jul 2022 3,000,000 — $2.4M -1.0% 0.00% DBT
947 UNITED STATES TREASURY 912810SM1 Jul 2022 3,393,435 +35,293 $2.4M +0.1% 0.00% DBT
948 AON CORP 03740LAE2 Jul 2022 3,000,000 -1,000,000 $2.4M -26.9% 0.00% DBT
949 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AQ3 — 2,402,000 — $2.4M -0.3% 0.00% DBT
950 NBM US HOLDINGS INC N/A Oct 2022 2,683,000 New $2.4M — 0.00% DBT
951 CELANESE US HOLDINGS LLC 15089QAP9 — 2,374,000 — $2.4M +0.7% 0.00% DBT
952 PERRIGO FINANCE UNLIMITED CO 71429MAB1 Jul 2022 2,500,000 — $2.4M +1.6% 0.00% DBT
953 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140GQXV3 Oct 2022 2,458,315 -25,114 $2.4M -2.1% 0.00% ABS-MBS
954 TALEN ENERGY SUPPLY LLC 87422VAF5 Oct 2022 2,290,000 — $2.4M +0.3% 0.00% DBT
955 FIRSTENERGY CORP 337932AN7 Jul 2022 2,600,000 — $2.4M +2.3% 0.00% DBT
956 WALMART INC 931142FE8 — 2,408,000 New $2.4M — 0.00% DBT
957 ALTRIA GROUP INC 02209SBL6 Jul 2022 3,000,000 +1,000,000 $2.4M +52.7% 0.00% DBT
958 BROADCOM INC 11135FBH3 Jul 2022 2,905,000 — $2.4M -0.2% 0.00% DBT
959 SK HYNIX INC N/A Oct 2022 2,397,000 New $2.4M — 0.00% DBT
960 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3136AV7G8 Oct 2022 2,475,479 -58,093 $2.4M -1.7% 0.00% ABS-CBDO
961 PACIFIC GAS AND ELECTRIC CO 694308JC2 Oct 2022 2,500,000 — $2.4M -0.0% 0.00% DBT
962 ALABAMA POWER 010392FZ6 — 2,500,000 — $2.4M -0.5% 0.00% DBT
963 ANGLO AMERICAN CAPITAL PLC 034863AX8 Jul 2022 2,819,000 — $2.4M -1.4% 0.00% DBT
964 BAT CAPITAL CORP 05526DBF1 Oct 2022 3,138,000 — $2.3M -2.1% 0.00% DBT
965 WELLS FARGO & CO 95000U3B7 Jul 2022 2,395,000 — $2.3M -1.7% 0.00% DBT
966 COMMONWEALTH EDISON COMPANY 202795JK7 Oct 2022 2,450,000 — $2.3M -0.3% 0.00% DBT
967 INTEL CORP 458140CH1 — 2,249,000 New $2.3M — 0.00% DBT
968 ORACLE CORP 68389XCA1 Jul 2022 3,029,000 — $2.3M -2.9% 0.00% DBT
969 IRON MOUNTAIN INC 46284VAG6 Oct 2022 2,410,000 — $2.3M +2.4% 0.00% DBT
970 LINDE INC 53522KAB9 — 2,250,000 -750,000 $2.3M -25.0% 0.00% DBT
971 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K068 3137FBBX3 Oct 2022 2,350,000 — $2.3M -0.5% 0.00% ABS-CBDO
972 HCA INC 404119BZ1 Oct 2022 2,500,000 — $2.3M -1.0% 0.00% DBT
973 ALLISON TRANSMISSION INC 019736AG2 Jul 2022 2,650,000 — $2.3M +0.9% 0.00% DBT
974 FEDERAL HOME LOAN MORTGAGE CORP 3133BPVA3 — 2,236,629 -7,913 $2.3M -1.1% 0.00% ABS-MBS
975 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138XTPL3 Oct 2022 2,303,310 -173,611 $2.3M -7.7% 0.00% ABS-MBS
976 INTEL CORP 458140CE8 — 2,214,000 New $2.3M — 0.00% DBT
977 JPMORGAN CHASE & CO 46647PDG8 Jul 2022 2,245,000 — $2.3M +0.3% 0.00% DBT
978 OXFORD FINANCE LLC 69145LAC8 Jul 2022 2,415,000 — $2.2M -2.9% 0.00% DBT
979 TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C 89231CAC1 — 2,245,214 -216,786 $2.2M -8.9% 0.00% ABS-O
980 JPMORGAN CHASE & CO 46647PCE4 — 3,000,000 New $2.2M — 0.00% DBT
981 VICI PROPERTIES LP 92564RAD7 Oct 2022 2,390,000 — $2.2M +1.2% 0.00% DBT
982 NGPL PIPECO LLC 62912XAC8 Oct 2022 2,000,000 — $2.2M -1.1% 0.00% DBT
983 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140F4VM5 Oct 2022 2,278,684 -23,335 $2.2M -2.1% 0.00% ABS-MBS
984 GLP CAPITAL LP 361841AP4 Oct 2022 2,500,000 — $2.2M -1.8% 0.00% DBT
985 CENTENE CORP 15135BAW1 Jul 2022 2,590,000 — $2.2M -0.4% 0.00% DBT
986 FLORIDA POWER & LIGHT CO 341081GL5 — 2,115,000 New $2.2M — 0.00% DBT
987 STELLANTIS FINANCE US INC 85855CAE0 — 2,094,000 -1,605,000 $2.2M -42.9% 0.00% DBT
988 PERU (REPUBLIC OF) 715638DR0 Jul 2022 3,600,000 — $2.2M +1.2% 0.00% DBT
989 CME GROUP INC 12572QAK1 Jul 2022 2,500,000 — $2.2M +0.1% 0.00% DBT
990 ANALOG DEVICES INC 032654AV7 Jul 2022 2,576,000 — $2.2M +1.1% 0.00% DBT
991 PETRORIO LUXEMBOURG SARL 71677WAA0 Jul 2022 2,370,000 — $2.2M -3.8% 0.00% DBT
992 MCDONALDS CORP 58013MFT6 — 2,155,000 — $2.2M -1.3% 0.00% DBT
993 FMG RESOURCES (AUGUST 2006) PTY LTD 30251GBC0 Jul 2022 2,500,000 — $2.2M -1.3% 0.00% DBT
994 CSC HOLDINGS LLC 126307BA4 Oct 2022 4,250,000 — $2.2M -19.0% 0.00% DBT
995 IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 46285MAA8 Jul 2022 2,470,000 — $2.2M +1.0% 0.00% DBT
996 SEASONED CREDIT RISK TRANSFER SCRT_19-3 35563PLG2 Oct 2022 2,303,421 -42,323 $2.2M -2.4% 0.00% ABS-CBDO
997 RECKITT BENCKISER TREASURY SERVICES PLC 75625QAD1 Oct 2022 2,215,000 — $2.2M +0.4% 0.00% DBT
998 SIRIUS XM RADIO INC 82967NBM9 Jul 2022 2,850,000 — $2.2M -8.3% 0.00% DBT
999 GE HEALTHCARE TECHNOLOGIES INC 36267VAJ2 — 2,000,000 — $2.1M -1.2% 0.00% DBT
1000 CCO HOLDINGS LLC 1248EPCD3 Oct 2022 2,475,000 — $2.1M -1.5% 0.00% DBT
1001 HANESBRANDS INC 410346AX8 — 2,138,000 New $2.1M — 0.00% LON
1002 KINDER MORGAN INC 49456BAX9 — 2,142,000 -268,000 $2.1M -11.5% 0.00% DBT
1003 MINERAL RESOURCES LTD 603051AC7 Jul 2022 2,075,000 — $2.1M -0.6% 0.00% DBT
1004 INTERNATIONAL FLAVORS & FRAGRANCES INC 459506AQ4 Jul 2022 2,600,000 — $2.1M -2.0% 0.00% DBT
1005 HOWMET AEROSPACE INC 022249AU0 Jul 2022 2,000,000 — $2.1M +0.5% 0.00% DBT
1006 ROYAL BANK OF CANADA 78016FZU1 — 2,000,000 — $2.1M -0.5% 0.00% DBT
1007 MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 91087BAL4 Oct 2022 2,370,000 — $2.1M +1.8% 0.00% DBT
1008 7-ELEVEN INC 817826AG5 Jul 2022 3,195,000 — $2.1M -1.6% 0.00% DBT
1009 MISSION LANE CREDIT MASTER TRUST MLANE_22-A 60510MAE8 — 2,097,000 — $2.1M +0.7% 0.00% ABS-O
1010 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138XTTN5 Oct 2022 2,123,018 -18,150 $2.1M -2.0% 0.00% ABS-MBS
1011 CENOVUS ENERGY INC 15135UAP4 Oct 2022 2,150,000 — $2.1M -1.1% 0.00% DBT
1012 EDISON INTERNATIONAL 281020AM9 Oct 2022 2,158,000 — $2.1M +0.5% 0.00% DBT
1013 SOUTHERN CALIFORNIA EDISON CO 842400HU0 — 2,000,000 New $2.1M — 0.00% DBT
1014 BLACKSTONE HOLDINGS FINANCE CO LLC 09261BAJ9 — 2,000,000 — $2.1M -1.4% 0.00% DBT
1015 FIBRA SOMA 171653AA6 Jul 2022 2,753,000 — $2.1M -4.5% 0.00% DBT
1016 ALFA DESARROLLO SPA 01538TAA3 Jul 2022 2,830,974 -3,655 $2.1M -9.9% 0.00% DBT
1017 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAN1 Jul 2022 2,000,000 -3,500,000 $2.0M -63.3% 0.00% DBT
1018 COREBRIDGE FINANCIAL INC 21871XAE9 Jul 2022 2,235,000 — $2.0M -2.3% 0.00% DBT
1019 CVS HEALTH CORP 126650DU1 — 1,990,000 New $2.0M — 0.00% DBT
1020 UNITED RENTALS (NORTH AMERICA) INC 911365BQ6 — 2,000,000 -1,000,000 $2.0M -33.4% 0.00% DBT
1021 XCEL ENERGY INC 98389BAW0 Oct 2022 2,275,000 -1,600,000 $2.0M -40.7% 0.00% DBT
1022 GEN DIGITAL INC 668771AK4 — 2,000,000 — $2.0M -0.6% 0.00% DBT
1023 SPRINT CORP 85207UAF2 — 2,000,000 — $2.0M -0.7% 0.00% DBT
1024 MERCEDES-BENZ FINANCE NORTH AMERICA LLC 58769JAA5 — 2,000,000 — $2.0M -0.5% 0.00% DBT
1025 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N5LD4 — 1,991,418 -6,521 $2.0M -1.1% 0.00% ABS-MBS
1026 LENOVO GROUP LTD N/A Oct 2022 2,000,000 New $2.0M — 0.00% DBT
1027 ROYAL BANK OF CANADA 78016FZT4 — 2,000,000 — $2.0M -0.1% 0.00% DBT
1028 CONSTELLATION BRANDS INC 21036PBL1 Jul 2022 2,016,000 +1,000,000 $2.0M +97.7% 0.00% DBT
1029 EQT CORP 26884LAH2 Oct 2022 2,000,000 — $2.0M -0.7% 0.00% DBT
1030 SASOL FINANCING USA LLC 80386WAF2 — 2,000,000 New $2.0M — 0.00% DBT
1031 ARAMARK SERVICES INC 038522AR9 Oct 2022 2,000,000 — $2.0M -0.0% 0.00% DBT
1032 TARGET CORP 87612EBQ8 — 2,000,000 New $2.0M — 0.00% DBT
1033 JPMORGAN CHASE & CO 46625HJJ0 — 2,000,000 — $2.0M +0.3% 0.00% DBT
1034 EQM MIDSTREAM PARTNERS LP 26885BAM2 Jul 2022 2,000,000 — $2.0M -0.4% 0.00% DBT
1035 MURPHY OIL CORP 626717AN2 — 2,000,000 — $2.0M +0.7% 0.00% DBT
1036 ARCONIC CORP 03966VAB3 Jul 2020 2,000,000 — $2.0M +0.4% 0.00% DBT
1037 PPM CLO LTD PPMC_22-6 69377WAA7 — 1,989,000 — $2.0M -0.1% 0.00% ABS-O
1038 GLOBAL SC FINANCE SRL SEACO_19-1A 37891TAB6 Oct 2022 2,086,833 -82,375 $2.0M -3.8% 0.00% ABS-O
1039 HJ HEINZ CO 50077LAD8 Oct 2022 2,072,000 — $2.0M +0.6% 0.00% DBT
1040 CITIGROUP INC 172967NS6 — 2,000,000 — $2.0M +0.2% 0.00% DBT
1041 BHP BILLITON FINANCE (USA) LTD 055451BA5 — 1,932,000 New $2.0M — 0.00% DBT
1042 GINNIE MAE II POOL 36179UMM1 Oct 2022 1,995,986 -59,281 $2.0M -3.0% 0.00% ABS-MBS
1043 ONEOK INC 682680BB8 Oct 2022 2,234,000 — $2.0M +0.6% 0.00% DBT
1044 EDISON INTERNATIONAL 281020AU1 — 2,000,000 — $2.0M +0.2% 0.00% DBT
1045 MURPHY OIL CORP 626717AM4 Oct 2022 2,005,000 — $2.0M +0.6% 0.00% DBT
1046 PANAMA REPUBLIC OF (GOVERNMENT) 698299BM5 Oct 2022 2,585,000 — $2.0M -0.5% 0.00% DBT
1047 ONEMAIN FINANCE CORP 85172FAM1 — 2,000,000 — $2.0M -1.8% 0.00% DBT
1048 CHARTER COMMUNICATIONS OPERATING LLC 161175CA0 Jul 2022 3,000,000 — $2.0M -4.6% 0.00% DBT
1049 COTY INC 222070AE4 — 2,000,000 — $2.0M +2.0% 0.00% DBT
1050 JPMORGAN CHASE & CO 46647PDF0 — 2,000,000 — $2.0M -0.3% 0.00% DBT
1051 BROADCOM INC 11135FBF7 Jul 2022 2,475,000 -515,000 $2.0M -16.9% 0.00% DBT
1052 SOUTHERN CALIFORNIA EDISON CO 842400GY3 Jul 2022 2,869,000 — $2.0M -1.6% 0.00% DBT
1053 EQM MIDSTREAM PARTNERS LP 26885BAK6 Jul 2022 2,290,000 — $1.9M -3.1% 0.00% DBT
1054 LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2 52476DAA5 Jul 2022 2,057,201 -64,772 $1.9M -2.9% 0.00% ABS-CBDO
1055 IPALCO ENTERPRISES INC 462613AM2 Oct 2022 2,000,000 — $1.9M -0.1% 0.00% DBT
1056 CANADIAN NATURAL RESOURCES LTD 136385AT8 Oct 2022 1,975,000 — $1.9M -0.2% 0.00% DBT
1057 MEXICO CITY AIRPORT TRUST N/A Oct 2022 2,500,000 New $1.9M — 0.00% DBT
1058 RITCHIE BROS HOLDINGS INC 76774LAB3 — 1,862,000 New $1.9M — 0.00% DBT
1059 CATALENT PHARMA SOLUTIONS INC 14879EAK4 Jul 2022 2,270,000 +1,000,000 $1.9M +83.3% 0.00% DBT
1060 DCP MIDSTREAM OPERATING LP 23311VAK3 Jul 2022 2,250,000 — $1.9M -1.2% 0.00% DBT
1061 PAYPAL HOLDINGS INC 70450YAM5 — 2,000,000 — $1.9M -1.3% 0.00% DBT
1062 BX TRUST BX_21-ACNT 05609QAC0 Jul 2022 1,996,000 — $1.9M -1.2% 0.00% ABS-CBDO
1063 COREBRIDGE FINANCIAL INC 21871XAA7 — 2,000,000 — $1.9M -0.6% 0.00% DBT
1064 MCDONALDS CORP 58013MFC3 Oct 2022 2,100,000 — $1.9M -1.7% 0.00% DBT
1065 INTERNATIONAL GAME TECHNOLOGY PLC 460599AF0 Jul 2022 2,000,000 — $1.9M +1.3% 0.00% DBT
1066 US BANCORP 91159HJL5 — 2,000,000 — $1.9M -3.7% 0.00% DBT
1067 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 05252ADF5 — 1,909,000 — $1.9M -0.2% 0.00% DBT
1068 CONSTELLATION BRANDS INC 21036PBK3 Jul 2022 1,919,000 — $1.9M +0.4% 0.00% DBT
1069 NAVIENT STUDENT LOAN TRUST NAVSL_21-A 63942BAA2 Jul 2022 2,166,134 -120,768 $1.9M -5.9% 0.00% ABS-O
1070 BHG 2020-A 06616PAB3 Oct 2022 2,000,000 — $1.9M +0.5% 0.00% ABS-O
1071 JPMORGAN CHASE & CO 46647PAM8 Oct 2022 2,000,000 -7,650,000 $1.9M -79.2% 0.00% DBT
1072 BHG 2020-A 06616PAC1 Oct 2022 2,000,000 — $1.9M +0.9% 0.00% ABS-O
1073 MGM RESORTS INTERNATIONAL 552953CH2 Jul 2022 2,000,000 — $1.9M +3.1% 0.00% DBT
1074 EVERSOURCE ENERGY 664397AK2 Oct 2022 1,870,000 — $1.9M +0.5% 0.00% DBT
1075 SKYMILES IP LTD 24736CBS2 Jul 2022 1,800,000 -100,000 $1.9M -5.1% 0.00% LON
1076 CREDIT SUISSE GROUP AG 225433AR2 — 2,000,000 New $1.9M — 0.00% DBT
1077 WYNDHAM HOTELS & RESORTS INC 98311AAB1 Jul 2022 2,000,000 -1,560,000 $1.9M -43.4% 0.00% DBT
1078 OWENS & MINOR INC 690732AG7 Jul 2022 2,135,000 — $1.9M -1.6% 0.00% DBT
1079 PETROLEOS MEXICANOS 71654QBW1 Oct 2022 2,032,000 — $1.9M -2.4% 0.00% DBT
1080 BANK OF NOVA SCOTIA/THE 06417XAE1 Jul 2022 2,217,000 — $1.8M -0.8% 0.00% DBT
1081 FRONTIER COMMUNICATIONS HOLDINGS LLC 35906ABE7 Jul 2022 2,000,000 — $1.8M -3.6% 0.00% DBT
1082 ING GROEP NV 456837BC6 Jul 2022 1,988,000 — $1.8M -0.5% 0.00% DBT
1083 GOLDMAN SACHS GROUP INC 38141GXG4 Oct 2022 2,128,000 — $1.8M -0.7% 0.00% DBT
1084 HARBOUR ENERGY PLC 411618AB7 Jul 2022 2,000,000 — $1.8M -0.4% 0.00% DBT
1085 SERVICE PROPERTIES TRUST 44106MAT9 Oct 2022 1,965,000 — $1.8M +2.7% 0.00% DBT
1086 LEVEL 3 FINANCING INC 527298BQ5 Oct 2022 2,500,000 — $1.8M -10.0% 0.00% DBT
1087 FORESTAR GROUP INC 346232AE1 Jul 2022 2,000,000 — $1.8M +4.2% 0.00% DBT
1088 DISH NETWORK CORP 25470MAG4 — 1,925,000 — $1.8M -9.1% 0.00% DBT
1089 ALCOA NEDERLAND HOLDING BV 013822AG6 Jul 2022 2,000,000 — $1.8M -2.0% 0.00% DBT
1090 PERU (REPUBLIC OF) 715638DQ2 Jul 2022 2,950,000 — $1.8M +1.3% 0.00% DBT
1091 EQM MIDSTREAM PARTNERS LP 26885BAB6 Jul 2022 2,000,000 — $1.8M +0.3% 0.00% DBT
1092 GRAPHIC PACKAGING INTERNATIONAL INC 38869AAB3 Oct 2022 2,000,000 -3,000,000 $1.8M -59.4% 0.00% DBT
1093 GRAY OAK PIPELINE LLC 38937LAC5 Jul 2022 1,952,000 — $1.8M +1.3% 0.00% DBT
1094 UNITEDHEALTH GROUP INC 91324PER9 — 1,700,000 — $1.8M +0.0% 0.00% DBT
1095 BAT CAPITAL CORP 05526DBK0 Oct 2022 2,361,000 — $1.8M -2.5% 0.00% DBT
1096 CONTINENTAL RESOURCES INC 212015AV3 Jul 2022 2,296,000 — $1.8M +0.0% 0.00% DBT
1097 NAVIENT CORP 63938CAK4 Oct 2022 2,000,000 — $1.8M -1.3% 0.00% DBT
1098 HILCORP ENERGY I LP 431318AY0 Jul 2022 1,925,000 — $1.8M +0.2% 0.00% DBT
1099 SKYMILES IP LTD 830867AB3 Jul 2022 1,840,000 — $1.8M -0.3% 0.00% DBT
1100 SPIRIT AEROSYSTEMS INC 85205TAN0 — 1,661,000 — $1.8M -1.1% 0.00% DBT
1101 ORACLE CORP 68389XBX2 Oct 2022 2,500,000 — $1.8M -3.2% 0.00% DBT
1102 GARTNER INC 366651AG2 Jul 2022 2,000,000 — $1.8M -1.5% 0.00% DBT
1103 HILTON DOMESTIC OPERATING COMPANY INC 432833AL5 Jul 2022 2,000,000 — $1.8M +2.0% 0.00% DBT
1104 AMGEN INC 031162BZ2 — 2,000,000 — $1.8M -1.2% 0.00% DBT
1105 VENTURE GLOBAL CALCASIEU PASS LLC 92328MAB9 Jul 2022 1,985,000 — $1.8M -0.1% 0.00% DBT
1106 BROADCOM INC 11135FBJ9 Jul 2022 2,338,000 — $1.8M -1.9% 0.00% DBT
1107 MSCI INC 55354GAL4 Oct 2022 2,000,000 — $1.8M -0.7% 0.00% DBT
1108 WEA FINANCE LLC 92928QAF5 Oct 2022 2,083,000 — $1.8M -0.2% 0.00% DBT
1109 HERTZ VEHICLE FINANCING III LLC HERTZ_22-2 42806MAQ2 Jul 2022 2,012,000 — $1.8M +1.0% 0.00% ABS-O
1110 SANDS CHINA LTD 80007RAN5 — 2,000,000 +1,000,000 $1.7M +99.7% 0.00% DBT
1111 ALTRIA GROUP INC 02209SBN2 Jul 2022 2,604,000 — $1.7M +0.4% 0.00% DBT
1112 FEDERAL HOME LOAN MORTGAGE CORP 3133BNGW7 — 1,730,204 -7,781 $1.7M -1.3% 0.00% ABS-MBS
1113 NORTHROP GRUMMAN CORP 666807CH3 — 1,730,000 New $1.7M — 0.00% DBT
1114 CME CHICAGO MERCANTILE EXCHANGE ZBM3 Oct 2022 374 New $1.7M — 0.00% DIR
1115 VIRGINIA ELECTRIC AND POWER COMPANY 927804GG3 Jul 2022 2,075,000 -406,000 $1.7M -16.9% 0.00% DBT
1116 MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 91087BAP5 Jul 2022 2,550,000 — $1.7M +1.3% 0.00% DBT
1117 BANK OF AMERICA CORP 06051GLG2 — 1,725,000 New $1.7M — 0.00% DBT
1118 SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1 78472VAA4 Jul 2022 1,880,670 -126,473 $1.7M -5.8% 0.00% ABS-O
1119 HERTZ VEHICLE FINANCING III LLC HERTZ_21-A N/A Oct 2022 1,780,000 New $1.7M — 0.00% ABS-O
1120 LITHIA MOTORS INC 536797AG8 Jul 2022 2,000,000 — $1.7M +1.9% 0.00% DBT
1121 OLIN CORP 680665AK2 Oct 2022 1,850,000 — $1.7M -1.2% 0.00% DBT
1122 PNC FINANCIAL SERVICES GROUP INC 693475BM6 — 1,751,000 -496,000 $1.7M -23.9% 0.00% DBT
1123 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140F9FH3 Oct 2022 1,767,317 -25,435 $1.7M -2.6% 0.00% ABS-MBS
1124 QVC INC 747262AS2 — 2,000,000 +1,000,000 $1.7M +80.3% 0.00% DBT
1125 NEW FORTRESS ENERGY INC 644393AA8 Jul 2022 1,800,000 — $1.7M -0.5% 0.00% DBT
1126 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140F4VN3 Oct 2022 1,754,174 -12,282 $1.7M -1.8% 0.00% ABS-MBS
1127 COREBRIDGE FINANCIAL INC 21871XAJ8 Jul 2022 2,067,000 — $1.7M -4.8% 0.00% DBT
1128 TENCENT HOLDINGS LTD 88032XAV6 — 2,556,000 +840,000 $1.7M +44.1% 0.00% DBT
1129 MPLX LP 55336VBQ2 Jul 2022 1,994,000 — $1.7M +0.1% 0.00% DBT
1130 BLACK KNIGHT INFOSERV LLC 092174AA9 Jul 2022 1,880,000 — $1.7M +1.7% 0.00% DBT
1131 MPLX LP 55336VBR0 Jul 2022 1,846,000 — $1.7M +1.0% 0.00% DBT
1132 MOSAIC COMPANY (THE) 61945CAC7 Oct 2022 1,700,000 — $1.7M -0.1% 0.00% DBT
1133 GOLDMAN SACHS GROUP INC 38141GWV2 Oct 2022 1,785,000 — $1.7M -0.3% 0.00% DBT
1134 TOWD POINT MORTGAGE TRUST TPMT_16-5 89173CAA5 Oct 2022 1,691,255 -485,333 $1.7M -22.4% 0.00% ABS-CBDO
1135 DIAMONDBACK ENERGY INC 25278XAT6 Jul 2022 2,101,000 — $1.7M -1.9% 0.00% DBT
1136 WILLIAMS COMPANIES INC (THE) 969457CA6 — 1,750,000 — $1.7M -2.5% 0.00% DBT
1137 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FNST2 Oct 2022 1,692,932 -12,485 $1.6M -1.8% 0.00% ABS-MBS
1138 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128M85A8 Oct 2022 1,587,210 -52,326 $1.6M -4.5% 0.00% ABS-MBS
1139 BROOKFIELD PROPERTY REIT INC 11284DAC9 Jul 2022 1,975,000 — $1.6M -5.8% 0.00% DBT
1140 FEDERAL HOME LOAN MORTGAGE CORP 3133BPW95 — 1,614,992 -6,819 $1.6M -1.2% 0.00% ABS-MBS
1141 VICI PROPERTIES LP 92564RAL9 Jul 2022 1,815,000 — $1.6M -0.3% 0.00% DBT
1142 SPIRIT AEROSYSTEMS INC 85205TAL4 Oct 2022 1,640,000 — $1.6M -1.0% 0.00% DBT
1143 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AG5 Jul 2022 1,850,000 — $1.6M +0.4% 0.00% DBT
1144 PHILIP MORRIS INTERNATIONAL INC 718172CS6 Jul 2022 2,000,000 +1,000,000 $1.6M +100.7% 0.00% DBT
1145 7-ELEVEN INC 817826AF7 Jul 2022 2,360,000 — $1.6M -2.8% 0.00% DBT
1146 OCCIDENTAL PETROLEUM CORP 674599CJ2 Jul 2022 2,000,000 — $1.6M -1.7% 0.00% DBT
1147 PACIFIC GAS AND ELECTRIC CO 694308HS9 Oct 2022 1,749,000 — $1.6M -0.5% 0.00% DBT
1148 EXXON MOBIL CORP 30231GBM3 — 2,000,000 — $1.6M -1.7% 0.00% DBT
1149 GRAY TELEVISION INC 389284AA8 Jul 2022 1,975,000 — $1.6M -11.0% 0.00% DBT
1150 BRASKEM IDESA SAPI 10554NAA6 Oct 2022 2,002,000 — $1.6M -4.2% 0.00% DBT
1151 FEDERAL HOME LOAN MORTGAGE CORP 3133BQQB5 — 1,557,721 -5,432 $1.6M -1.3% 0.00% ABS-MBS
1152 ASHTEAD CAPITAL INC 04505AAA7 — 1,598,000 -1,402,000 $1.6M -47.5% 0.00% DBT
1153 CHARLES SCHWAB CORP/THE 808513BY0 Jul 2022 1,740,000 -35,000 $1.6M -4.5% 0.00% DBT
1154 PHILIP MORRIS INTERNATIONAL INC 718172CX5 — 1,501,000 — $1.6M -0.1% 0.00% DBT
1155 FREDDIE MAC - SCRT SCRT_17-3 35563PBX6 Oct 2022 1,711,098 -18,421 $1.6M -0.9% 0.00% ABS-CBDO
1156 AMERICAN INTERNATIONAL GROUP INC 026874DS3 — 1,555,000 New $1.6M — 0.00% DBT
1157 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138EKBP9 Oct 2022 1,593,491 -53,381 $1.6M -4.5% 0.00% ABS-MBS
1158 CONTINENTAL RESOURCES INC 212015AQ4 Jul 2022 2,000,000 — $1.6M -3.1% 0.00% DBT
1159 NELNET STUDENT LOAN TRUST NSLT_21-C 64035GAE9 Jul 2022 1,889,000 — $1.6M +0.6% 0.00% ABS-O
1160 AMEREN CORPORATION 023608AH5 Oct 2022 1,616,000 — $1.6M +0.0% 0.00% DBT
1161 LYB INTERNATIONAL FINANCE III LLC 50249AAD5 Oct 2022 2,000,000 — $1.6M -4.4% 0.00% DBT
1162 RITCHIE BROS HOLDINGS INC 76774LAC1 — 1,455,000 New $1.5M — 0.00% DBT
1163 SUNOCO LP 86765LAT4 Jul 2022 1,700,000 -2,000,000 $1.5M -54.3% 0.00% DBT
1164 MISSION LANE CREDIT MASTER TRUST MLANE_22-B 60510MAH1 — 1,501,000 — $1.5M +1.4% 0.00% ABS-O
1165 MITSUBISHI UFJ FINANCIAL GROUP INC 606822CN2 — 1,500,000 — $1.5M -0.4% 0.00% DBT
1166 MGM RESORTS INTERNATIONAL 552953CG4 Oct 2022 1,500,000 — $1.5M +0.2% 0.00% DBT
1167 ROMANIA (REPUBLIC OF) N/A Oct 2022 1,770,000 New $1.5M — 0.00% DBT
1168 SYCAMORE TREE CLO LTD STCP_23-3 87122FAA4 — 1,500,000 New $1.5M — 0.00% ABS-O
1169 FORD MOTOR CREDIT COMPANY LLC 345397C92 — 1,500,000 New $1.5M — 0.00% DBT
1170 KBC GROUP NV 48241FAB0 — 1,475,000 -200,000 $1.5M -11.9% 0.00% DBT
1171 SPIRIT AEROSYSTEMS INC 84857HAY6 — 1,500,000 New $1.5M — 0.00% LON
1172 VENTURE GLOBAL CALCASIEU PASS LLC 92328MAE3 — 1,471,000 — $1.5M -0.5% 0.00% DBT
1173 VICI PROPERTIES LP 92564RAJ4 — 1,500,000 — $1.5M -0.1% 0.00% DBT
1174 APACHE CORP 037411BG9 Oct 2022 1,905,000 — $1.5M -5.9% 0.00% DBT
1175 NOVA CHEMICALS CORP 66977WAQ2 Oct 2022 1,500,000 — $1.5M -0.1% 0.00% DBT
1176 ELEVANCE HEALTH INC 036752AJ2 Oct 2022 1,534,000 — $1.5M +0.6% 0.00% DBT
1177 QVC INC 747262AU7 Jul 2022 2,000,000 — $1.5M -13.7% 0.00% DBT
1178 WESTERN MIDSTREAM OPERATING LP 958254AE4 Oct 2022 1,520,000 — $1.5M +0.9% 0.00% DBT
1179 MARRIOTT INTERNATIONAL INC 571903BE2 — 1,500,000 — $1.5M -0.4% 0.00% DBT
1180 GINNIE MAE II POOL 36179RTB5 Oct 2022 1,444,885 -36,650 $1.5M -4.2% 0.00% ABS-MBS
1181 SOUTHERN CALIFORNIA EDISON CO 842400GS6 Oct 2022 1,600,000 — $1.5M +1.4% 0.00% DBT
1182 COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-I 12668FAB0 Oct 2022 1,630,331 -50,698 $1.5M -7.0% 0.00% ABS-O
1183 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138ERF88 Oct 2022 1,475,330 -10,841 $1.4M -1.8% 0.00% ABS-MBS
1184 NORFOLK SOUTHERN CORPORATION 655844CQ9 — 1,447,000 -188,000 $1.4M -12.3% 0.00% DBT
1185 TEXAS NATURAL GAS SECURITIZATION FINANCE CORPORATION TNG_23-1 88258MAB1 — 1,309,000 New $1.4M — 0.00% ABS-O
1186 NEW YORK LIFE GLOBAL FUNDING 64952WEZ2 — 1,431,000 — $1.4M -0.9% 0.00% DBT
1187 FIRSTENERGY CORP 337932AK3 Jul 2022 1,502,000 — $1.4M +0.7% 0.00% DBT
1188 SALESFORCE INC 79466LAL8 — 2,000,000 — $1.4M -0.6% 0.00% DBT
1189 AON CORP 03740LAG7 — 1,368,000 New $1.4M — 0.00% DBT
1190 OCCIDENTAL PETROLEUM CORP 674599EE1 Jul 2022 1,400,000 — $1.4M -0.4% 0.00% DBT
1191 ELI LILLY AND CO 532457CG1 — 1,340,000 New $1.4M — 0.00% DBT
1192 ECOPETROL SA 279158AS8 — 1,440,000 — $1.4M -5.5% 0.00% DBT
1193 HYUNDAI CAPITAL AMERICA 44891ACE5 — 1,358,000 New $1.4M — 0.00% DBT
1194 NUTRIEN LTD 67077MBB3 — 1,338,000 New $1.4M — 0.00% DBT
1195 TRITON CONTAINER FINANCE LLC TCF_20-1 89680HAA0 Jul 2022 1,560,833 -42,500 $1.4M -2.9% 0.00% ABS-O
1196 ENERGY TRANSFER LP 86765BAV1 Oct 2022 1,536,000 — $1.4M -3.0% 0.00% DBT
1197 UNITEDHEALTH GROUP INC 91324PES7 — 1,200,000 — $1.4M -1.4% 0.00% DBT
1198 WELLS FARGO & CO 95000U2Z5 Jul 2022 1,508,000 — $1.4M -4.0% 0.00% DBT
1199 EMPRESAS PUBLICAS DE MEDELLIN ESP N/A Oct 2022 1,713,000 New $1.3M — 0.00% DBT
1200 PHILIP MORRIS INTERNATIONAL INC 718172CW7 — 1,288,000 — $1.3M +0.0% 0.00% DBT
1201 PFS FINANCING CORP PFSFC_22-D 69335PEP6 — 1,364,000 — $1.3M -0.5% 0.00% ABS-O
1202 WESTERN MIDSTREAM OPERATING LP 958667AE7 — 1,314,000 New $1.3M — 0.00% DBT
1203 SABRE GLBL INC 78573NAF9 — 1,500,000 — $1.3M -9.4% 0.00% DBT
1204 GOLDEN ST TOB SECURITIZATION CORP CALIF 38122NB50 Jul 2022 1,580,000 — $1.3M -0.3% 0.00% DBT
1205 DTE ELECTRIC COMPANY 23338VAQ9 Jul 2022 1,500,000 — $1.3M -0.5% 0.00% DBT
1206 REPUBLIC SERVICES INC 760759BC3 — 1,301,000 New $1.3M — 0.00% DBT
1207 MORGAN STANLEY 61747YEZ4 — 1,325,000 — $1.3M -0.1% 0.00% DBT
1208 UNION PACIFIC CORP 907818FX1 Jul 2022 1,500,000 — $1.3M -0.2% 0.00% DBT
1209 KINDER MORGAN INC 49456BAS0 Oct 2022 2,007,000 — $1.3M -5.2% 0.00% DBT
1210 FEDERAL HOME LOAN MORTGAGE CORP 31346YVS9 Oct 2022 1,388,935 -32,726 $1.3M -4.0% 0.00% ABS-MBS
1211 SEASONED CREDIT RISK TRANSFER SCRT_19-1 35563PJF7 Oct 2022 1,373,006 -50,278 $1.3M -3.8% 0.00% ABS-CBDO
1212 SONIC AUTOMOTIVE INC 83545GBD3 Jul 2022 1,560,000 — $1.3M +0.9% 0.00% DBT
1213 SABRE GLBL INC 78573NAH5 — 1,487,000 — $1.3M -17.1% 0.00% DBT
1214 AGL CLO LTD ASTAT_22-18 00850BAA4 Jul 2022 1,316,875 -37,625 $1.3M -3.1% 0.00% ABS-O
1215 BX TRUST BX_21-ARIA 05608RAJ4 Jul 2022 1,380,000 — $1.3M -0.8% 0.00% ABS-CBDO
1216 UNION PACIFIC CORP 907818FW3 Jul 2022 1,823,000 — $1.3M -1.7% 0.00% DBT
1217 MPLX LP 55336VBT6 — 1,500,000 — $1.3M -2.3% 0.00% DBT
1218 LEVIATHAN BOND LTD N/A Oct 2022 1,390,000 New $1.3M — 0.00% DBT
1219 AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2 05377REA8 Jul 2022 1,383,000 — $1.3M +1.0% 0.00% ABS-O
1220 BANGKOK BANK PCL/HONG KONG N/A Oct 2022 1,500,000 New $1.3M — 0.00% DBT
1221 PACIFIC GAS AND ELECTRIC CO 694308JP3 Jul 2022 1,365,000 — $1.3M -0.4% 0.00% DBT
1222 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31411BJV6 Oct 2022 1,231,092 -50,081 $1.3M -4.6% 0.00% ABS-MBS
1223 DUKE ENERGY CORP 26441CBW4 — 1,250,000 — $1.3M +0.3% 0.00% DBT
1224 ALTRIA GROUP INC 02209SAV5 — 1,756,000 — $1.3M +1.1% 0.00% DBT
1225 COLOMBIA (REPUBLIC OF) 195325EG6 — 1,290,000 — $1.2M -2.8% 0.00% DBT
1226 COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-F 23242LAB9 Oct 2022 1,358,606 -79,125 $1.2M -6.8% 0.00% ABS-O
1227 MARB BONDCO PLC 566007AC4 Jul 2022 1,677,000 — $1.2M -6.8% 0.00% DBT
1228 EQM MIDSTREAM PARTNERS LP 26885BAH3 Oct 2022 1,255,000 — $1.2M -0.7% 0.00% DBT
1229 TENCENT HOLDINGS LTD 88032WAV8 — 1,831,000 +648,000 $1.2M +49.7% 0.00% DBT
1230 BRASKEM NETHERLANDS FINANCE BV 10554TAG0 — 1,270,000 New $1.2M — 0.00% DBT
1231 DTE ELECTRIC COMPANY 23338VAR7 Jul 2022 1,500,000 — $1.2M -2.6% 0.00% DBT
1232 CANPACK SA 13806CAA0 Jul 2022 1,500,000 — $1.2M -3.4% 0.00% DBT
1233 CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7 12530BAB5 Jul 2022 1,296,000 — $1.2M -0.3% 0.00% ABS-CBDO
1234 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AP5 — 1,189,000 — $1.2M +0.3% 0.00% DBT
1235 ANALOG DEVICES INC 032654AU9 Jul 2022 1,350,000 — $1.2M +1.0% 0.00% DBT
1236 APACHE CORP 037411AW5 — 1,383,000 +828,000 $1.2M +144.6% 0.00% DBT
1237 EXTENDED STAY AMERICA TRUST ESA_21-ESH 30227FAJ9 Jul 2022 1,228,050 — $1.2M -1.5% 0.00% ABS-CBDO
1238 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31410LHW5 Oct 2022 1,205,635 -30,640 $1.2M -3.7% 0.00% ABS-MBS
1239 BAXTER INTERNATIONAL INC 071813CP2 Jul 2022 1,342,000 -1,000,000 $1.2M -42.8% 0.00% DBT
1240 ALTRIA GROUP INC 02209SBC6 Oct 2022 1,173,000 — $1.2M -0.3% 0.00% DBT
1241 STATE STREET CORP 857477BZ5 — 1,165,000 — $1.2M -0.5% 0.00% DBT
1242 GINNIE MAE II POOL 36179UKZ4 Oct 2022 1,149,823 -43,984 $1.2M -4.8% 0.00% ABS-MBS
1243 CARRIER GLOBAL CORP 14448CAR5 Jul 2022 1,483,000 — $1.2M -3.4% 0.00% DBT
1244 DOW CHEMICAL COMPANY (THE) 260543DH3 — 1,000,000 — $1.2M -2.7% 0.00% DBT
1245 WEC ENERGY GROUP INC 92939UAJ5 — 1,125,000 — $1.2M -0.0% 0.00% DBT
1246 LEVEL 3 FINANCING INC 527298BT9 Jul 2022 2,014,825 — $1.1M -23.0% 0.00% DBT
1247 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31410FGC3 Oct 2022 1,087,136 -17,708 $1.1M -2.8% 0.00% ABS-MBS
1248 EXTENDED STAY AMERICA TRUST ESA_21-ESH 30227FAG5 Jul 2022 1,172,407 — $1.1M -1.1% 0.00% ABS-CBDO
1249 FIRSTENERGY CORP 337932AL1 Jul 2022 1,305,000 — $1.1M +1.1% 0.00% DBT
1250 GINNIE MAE II POOL 3622A2C26 Oct 2022 1,080,790 -21,478 $1.1M -4.6% 0.00% ABS-MBS
1251 SOUTH32 TREASURY LTD 84055BAA1 Jul 2022 1,246,000 — $1.1M -0.2% 0.00% DBT
1252 UNITED STATES TREASURY 912810QP6 Oct 2022 1,016,582 +10,575 $1.1M +0.7% 0.00% DBT
1253 NELNET STUDENT LOAN TRUST NSLT_21-C 64035GAD1 Jul 2022 1,328,000 — $1.1M +0.3% 0.00% ABS-O
1254 PACIFIC GAS AND ELECTRIC CO 694308JT5 Jul 2022 1,300,000 — $1.1M -0.4% 0.00% DBT
1255 GINNIE MAE II POOL 36179RGB9 Oct 2022 1,083,380 -30,055 $1.1M -3.9% 0.00% ABS-MBS
1256 NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1 63943BAA1 Jul 2022 1,236,348 -24,482 $1.1M +1.1% 0.00% ABS-O
1257 BNP PARIBAS 09659W2R4 Jul 2022 1,275,000 — $1.1M +0.2% 0.00% DBT
1258 METROPOLITAN LIFE GLOBAL FUNDING I 59217GFP9 — 1,067,000 New $1.1M — 0.00% DBT
1259 TOWD POINT MORTGAGE TRUST TPMT_18-2 89175VAA1 Oct 2022 1,123,866 -65,373 $1.1M -5.6% 0.00% ABS-CBDO
1260 SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 82481LAC3 Oct 2022 1,084,000 — $1.1M +0.5% 0.00% DBT
1261 HERTZ VEHICLE FINANCING III LLC HERTZ_22-1 42806MAL3 Jul 2022 1,164,000 — $1.1M +0.6% 0.00% ABS-O
1262 OCCIDENTAL PETROLEUM CORP 674599DL6 — 1,000,000 New $1.1M — 0.00% DBT
1263 FLORIDA POWER & LIGHT CO 341081GM3 — 1,000,000 New $1.1M — 0.00% DBT
1264 AI CANDELARIA SPAIN SLU 00870WAA4 Jul 2022 1,495,000 — $1.1M -8.9% 0.00% DBT
1265 OCCIDENTAL PETROLEUM CORP 674599DF9 — 1,000,000 +480,000 $1.1M +94.0% 0.00% DBT
1266 BAT CAPITAL CORP 05526DBD6 Oct 2022 1,300,000 — $1.1M -0.7% 0.00% DBT
1267 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO 46655AAE8 Jul 2022 1,301,000 — $1.1M -2.7% 0.00% ABS-CBDO
1268 BX TRUST BX_21-ACNT 05609QAG1 Jul 2022 1,121,000 — $1.1M -2.7% 0.00% ABS-CBDO
1269 MORGAN STANLEY 61747YEV3 — 1,000,000 — $1.1M -0.6% 0.00% DBT
1270 TRANSPORTADORA DE GAS DEL PERU SA 89388AAA0 Oct 2022 1,090,000 — $1.0M +0.0% 0.00% DBT
1271 UNITED AIRLINES INC 90932LAG2 Jul 2022 1,080,000 — $1.0M +0.6% 0.00% DBT
1272 BOOZ ALLEN HAMILTON INC 09951LAA1 Jul 2022 1,125,000 — $1.0M +1.3% 0.00% DBT
1273 PACIFIC GAS AND ELECTRIC CO 694308JB4 — 1,035,000 — $1.0M +0.1% 0.00% DBT
1274 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418B7D2 Oct 2022 1,032,606 -6,694 $1.0M -1.7% 0.00% ABS-MBS
1275 COINBASE GLOBAL INC 19260QAC1 Jul 2022 1,700,000 — $1.0M -6.4% 0.00% DBT
1276 OCCIDENTAL PETROLEUM CORP 674599DJ1 — 1,000,000 New $1.0M — 0.00% DBT
1277 PLAINS ALL AMERICAN PIPELINE LP 72650RBN1 Oct 2022 1,135,000 — $1.0M -0.4% 0.00% DBT
1278 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31414DT22 Oct 2022 990,332 -137,485 $1.0M -13.4% 0.00% ABS-MBS
1279 HOWMET AEROSPACE INC 013817AJ0 — 1,000,000 — $1.0M +0.6% 0.00% DBT
1280 ANTERO RESOURCES CORP 03674XAQ9 — 1,000,000 New $1.0M — 0.00% DBT
1281 GINNIE MAE II POOL 3622A2CZ3 Oct 2022 992,471 -43,195 $1.0M -5.2% 0.00% ABS-MBS
1282 PACIFIC GAS AND ELECTRIC CO 694308JM0 Oct 2022 1,100,000 — $1.0M -0.4% 0.00% DBT
1283 EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4 30166BAB8 — 1,015,355 -2,318,444 $1.0M -69.5% 0.00% ABS-O
1284 MARRIOTT INTERNATIONAL INC 571903BJ1 — 1,000,000 — $1.0M +0.1% 0.00% DBT
1285 MINERAL RESOURCES LTD 603051AA1 Jul 2020 1,000,000 — $1.0M +0.1% 0.00% DBT
1286 TALLGRASS ENERGY PARTNERS LP 87470LAH4 Jul 2022 1,000,000 — $1.0M -0.5% 0.00% DBT
1287 WEATHERFORD INTERNATIONAL LTD BERMUDA 947075AT4 Jul 2022 1,000,000 — $1.0M +0.5% 0.00% DBT
1288 AVIENT CORP 73179PAM8 — 1,000,000 — $1.0M +1.0% 0.00% DBT
1289 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31414DZT6 Oct 2022 963,556 -12,780 $999K -2.7% 0.00% ABS-MBS
1290 BARCLAYS PLC 06738EBY0 — 1,000,000 — $998K -0.9% 0.00% DBT
1291 ENDEAVOR ENERGY RESOURCES LP 29260FAE0 Jul 2022 1,000,000 -1,000,000 $996K -49.2% 0.00% DBT
1292 GINNIE MAE II POOL 3622A2CY6 Oct 2022 999,685 -33,587 $996K -4.4% 0.00% ABS-MBS
1293 SUNOCO LP 86765LAQ0 Jul 2022 1,000,000 — $996K -0.5% 0.00% DBT
1294 PRIME SECURITY SERVICES BORROWER LLC 74166MAC0 Jul 2022 1,000,000 — $994K +1.3% 0.00% DBT
1295 SREIT TRUST SREIT_21-MFP 78472UAE8 Jul 2022 1,038,000 — $991K -1.1% 0.00% ABS-CBDO
1296 CNX RESOURCES CORP 12653CAC2 Jul 2022 1,000,000 — $990K -0.7% 0.00% DBT
1297 SEACO_20-1 37959PAA5 Jul 2022 1,086,127 -41,354 $989K -3.5% 0.00% ABS-O
1298 GUARA NORTE SARL 400666AA1 Jul 2022 1,158,245 — $988K -5.9% 0.00% DBT
1299 TENET HEALTHCARE CORP 88033GCZ1 — 1,000,000 — $986K +1.1% 0.00% DBT
1300 HESS MIDSTREAM OPERATIONS LP 428102AC1 Jul 2022 1,000,000 — $986K -0.6% 0.00% DBT
1301 ONEMAIN FINANCE CORP 85172FAP4 Oct 2022 1,000,000 — $985K -0.8% 0.00% DBT
1302 SANDS CHINA LTD 80007RAF2 Jul 2022 1,000,000 — $982K -1.3% 0.00% DBT
1303 PERFORMANCE FOOD GROUP INC 69346VAA7 — 1,000,000 — $981K +1.8% 0.00% DBT
1304 ONCOR ELECTRIC DELIVERY COMPANY LLC 68233JCK8 — 975,000 — $977K -0.9% 0.00% DBT
1305 NAVIENT CORP 63938CAJ7 — 1,000,000 — $975K -1.1% 0.00% DBT
1306 SCRIPPS ESCROW II INC 81105DAA3 Jul 2022 1,250,000 — $973K -7.0% 0.00% DBT
1307 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K732 3137FG7F6 — 989,287 New $971K — 0.00% ABS-CBDO
1308 LLOYDS BANKING GROUP PLC 53944YAU7 — 1,000,000 — $971K -0.7% 0.00% DBT
1309 OWENS & MINOR INC 690732AE2 — 1,000,000 New $966K — 0.00% DBT
1310 CARRIER GLOBAL CORP 14448CAS3 Jul 2022 1,289,000 — $964K -4.1% 0.00% DBT
1311 MASONITE INTERNATIONAL CORPORATION 575385AD1 Jul 2022 1,000,000 — $964K +2.9% 0.00% DBT
1312 BROADCOM INC 11135FBT7 Jul 2022 1,054,000 — $963K +0.1% 0.00% DBT
1313 CANADIAN NATURAL RESOURCES LTD 136385AX9 Oct 2022 1,000,000 — $961K -0.6% 0.00% DBT
1314 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N83G1 — 939,908 -2,705 $961K -1.2% 0.00% ABS-MBS
1315 HILCORP ENERGY I LP 431318AS3 Jul 2022 1,000,000 — $959K -0.3% 0.00% DBT
1316 MATADOR RESOURCES CO 576485AF3 — 950,000 New $957K — 0.00% DBT
1317 METHANEX CORP 59151KAM0 Jul 2022 1,000,000 -4,430,000 $956K -81.5% 0.00% DBT
1318 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31411AJH9 Oct 2022 911,871 -87,346 $951K -9.7% 0.00% ABS-MBS
1319 AES PANAMA GENERATION HOLDINGS SRL 00109AAB3 Jul 2022 1,095,000 — $951K -2.2% 0.00% DBT
1320 LPL HOLDINGS INC 50212YAC8 Oct 2022 1,000,000 — $946K -0.7% 0.00% DBT
1321 OLEODUCTO CENTRAL SA (OCENSA) 680617AC1 Oct 2022 1,065,000 — $945K -0.3% 0.00% DBT
1322 HANESBRANDS INC 410345AL6 Jul 2022 1,000,000 — $944K +1.2% 0.00% DBT
1323 CHENIERE ENERGY PARTNERS LP 16411QAG6 Jul 2022 1,000,000 -1,000,000 $942K -49.9% 0.00% DBT
1324 SANDS CHINA LTD 80007RAK1 Jul 2022 1,000,000 — $942K -0.8% 0.00% DBT
1325 LADDER CAPITAL FINANCE HOLDINGS LLLP 505742AG1 Jul 2022 1,000,000 — $941K -2.3% 0.00% DBT
1326 MELCO RESORTS FINANCE LTD N/A Oct 2022 1,000,000 New $940K — 0.00% DBT
1327 1011778 BC UNLIMITED LIABILITY CO 68245XAH2 Jul 2022 1,000,000 — $939K +2.6% 0.00% DBT
1328 AVANTOR FUNDING INC 05352TAA7 — 1,000,000 — $937K -0.8% 0.00% DBT
1329 BAT CAPITAL CORP 05526DBW4 Jul 2022 1,000,000 — $935K +1.1% 0.00% DBT
1330 ALBERTSONS COMPANIES INC 013092AE1 — 1,000,000 New $934K — 0.00% DBT
1331 CONSOLIDATED ENERGY FINANCE SA 20914UAE6 — 1,000,000 — $932K -0.1% 0.00% DBT
1332 MELCO RESORTS FINANCE LTD 58547DAB5 — 1,000,000 — $929K -1.3% 0.00% DBT
1333 MORGAN STANLEY 61747YEU5 Jul 2022 940,000 — $928K -0.4% 0.00% DBT
1334 ENERGEAN ISRAEL FINANCE LTD N/A Oct 2022 1,060,000 New $926K — 0.00% DBT
1335 FORESTAR GROUP INC 346232AF8 Jul 2022 1,000,000 — $926K +3.8% 0.00% DBT
1336 RLJ LODGING TRUST LP 74965LAA9 Jul 2022 1,000,000 — $925K +1.1% 0.00% DBT
1337 MATCH GROUP HOLDINGS II LLC 57665RAN6 Oct 2022 1,000,000 — $924K +0.3% 0.00% DBT
1338 DISCOVER FINANCIAL SERVICES 254709AS7 — 869,000 -31,000 $920K -4.3% 0.00% DBT
1339 MARSH & MCLENNAN COMPANIES INC 571748BP6 Jul 2022 1,096,000 — $917K -0.5% 0.00% DBT
1340 NOVELIS CORP 670001AG1 — 1,000,000 — $917K +1.1% 0.00% DBT
1341 GINNIE MAE II POOL 36179UKY7 Jul 2022 923,202 -29,935 $915K -3.4% 0.00% ABS-MBS
1342 CRESCENT ENERGY FINANCE LLC 45344LAC7 — 914,000 — $913K -0.1% 0.00% DBT
1343 BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR 05608WAJ3 Jul 2022 952,854 -22,756 $909K -3.3% 0.00% ABS-CBDO
1344 NORFOLK SOUTHERN CORPORATION 655844CP1 Jul 2022 1,000,000 +226,000 $909K +25.7% 0.00% DBT
1345 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132WHVV4 Oct 2022 930,615 -7,001 $908K -1.9% 0.00% ABS-MBS
1346 SOUTHWESTERN ENERGY COMPANY 845467AS8 Jul 2022 975,000 — $908K -0.1% 0.00% DBT
1347 BWX TECHNOLOGIES INC 05605HAC4 Jul 2022 1,000,000 — $906K +1.1% 0.00% DBT
1348 HCA INC 404119CA5 Jul 2022 1,000,000 -1,000,000 $901K -49.8% 0.00% DBT
1349 CREDIT SUISSE GROUP AG 225401AQ1 — 1,000,000 — $900K +2.4% 0.00% DBT
1350 PATTERSON-UTI ENERGY INC. 703481AC5 — 1,000,000 +725,000 $894K +247.5% 0.00% DBT
1351 SERVICE PROPERTIES TRUST 81761LAA0 Oct 2022 906,000 — $889K -0.4% 0.00% DBT
1352 BURLINGTON NORTHERN SANTA FE LLC 12189LBG5 Jul 2022 1,157,000 — $888K -2.6% 0.00% DBT
1353 DT MIDSTREAM INC 23345MAA5 Jul 2022 1,000,000 — $887K +0.9% 0.00% DBT
1354 BROADCOM INC 11135FBG5 Jul 2022 1,203,000 — $887K -1.0% 0.00% DBT
1355 SUPERIOR PLUS LP 86828LAC6 Jul 2022 1,000,000 — $887K +0.2% 0.00% DBT
1356 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QQFC4 — 950,940 New $885K — 0.00% ABS-MBS
1357 YUM! BRANDS INC 988498AN1 — 1,000,000 — $885K +3.6% 0.00% DBT
1358 NORTHROP GRUMMAN CORP 666807CJ9 — 891,000 New $881K — 0.00% DBT
1359 WMG ACQUISITION CORP 92933BAT1 Jul 2022 1,000,000 — $881K +0.5% 0.00% DBT
1360 CIE FINANCIERE RICHEMONT SA CFRWT Oct 2022 684,470 New $881K — 0.00% EC
1361 CRESTWOOD MIDSTREAM PARTNERS LP 226373AT5 — 879,000 — $880K -0.6% 0.00% DBT
1362 GINNIE MAE II POOL 36241L4Y9 Oct 2022 877,945 -13,160 $879K -2.6% 0.00% ABS-MBS
1363 STONEPEAK 2021-1 ABS SALTT_21-1A 78433XAC4 Jul 2022 1,014,673 -46,085 $874K -4.6% 0.00% ABS-O
1364 1011778 BC UNLIMITED LIABILITY CO 68245XAM1 Jul 2022 1,000,000 — $874K +2.5% 0.00% DBT
1365 MELCO RESORTS FINANCE LTD 58547DAE9 — 1,000,000 — $872K -3.2% 0.00% DBT
1366 WESTERN MIDSTREAM OPERATING LP 958254AD6 — 1,000,000 — $871K -1.2% 0.00% DBT
1367 ADT SECURITY CORP 00109LAA1 Jul 2022 1,000,000 — $870K -2.4% 0.00% DBT
1368 NUTRIEN LTD 67077MBA5 — 859,000 New $863K — 0.00% DBT
1369 SUN COMMUNITIES OPERATING LP 866677AF4 Jul 2022 1,006,000 — $862K -0.6% 0.00% DBT
1370 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138LSAW0 Oct 2022 878,972 -11,688 $861K -2.6% 0.00% ABS-MBS
1371 ZOETIS INC 98978VAV5 — 800,000 — $859K -0.3% 0.00% DBT
1372 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138ETPG5 Oct 2022 905,448 -12,346 $858K -2.6% 0.00% ABS-MBS
1373 MASONITE INTERNATIONAL CORPORATION 575385AE9 Jul 2022 1,000,000 — $858K +3.8% 0.00% DBT
1374 MURPHY OIL USA INC 626738AF5 — 1,000,000 — $856K +2.2% 0.00% DBT
1375 ENTERGY LOUISIANA LLC 29364WBL1 — 900,000 — $856K -1.5% 0.00% DBT
1376 MATCH GROUP HOLDINGS II LLC 57665RAL0 Jul 2022 1,000,000 — $856K -0.6% 0.00% DBT
1377 KENNEDY-WILSON INC 489399AM7 Jul 2022 1,125,000 — $854K -7.1% 0.00% DBT
1378 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128M6RS9 Oct 2022 817,340 -28,258 $848K -4.7% 0.00% ABS-MBS
1379 SK HYNIX INC 78392BAF4 — 853,000 — $847K -2.2% 0.00% DBT
1380 VENTURE GLOBAL CALCASIEU PASS LLC 92328MAC7 Jul 2022 1,000,000 — $844K -0.8% 0.00% DBT
1381 WELLS FARGO & CO 95000U3D3 — 825,000 New $840K — 0.00% DBT
1382 NOVELIS CORP 670001AH9 Jul 2022 1,000,000 — $839K -0.8% 0.00% DBT
1383 IRON MOUNTAIN INC 46284VAN1 Jul 2022 955,000 — $832K +1.5% 0.00% DBT
1384 FEDERAL HOME LOAN MORTGAGE CORP 3133USGK1 Oct 2022 849,815 -21,577 $826K -3.7% 0.00% ABS-MBS
1385 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO 46655AAG3 Jul 2022 1,046,000 — $823K -1.6% 0.00% ABS-CBDO
1386 EDISON INTERNATIONAL 281020AN7 Oct 2022 800,000 -4,842,000 $822K -85.8% 0.00% DBT
1387 PG&E CORP 69331CAJ7 Oct 2022 890,000 — $821K +0.1% 0.00% DBT
1388 TOWD POINT MORTGAGE TRUST TPMT_17-6 89175JAA8 Oct 2022 855,629 -57,375 $820K -6.3% 0.00% ABS-CBDO
1389 HANESBRANDS INC 410345AQ5 — 800,000 New $820K — 0.00% DBT
1390 GINNIE MAE II POOL 3622A2C34 Oct 2022 774,955 -13,712 $819K -2.7% 0.00% ABS-MBS
1391 MERCADOLIBRE INC 58733RAF9 Jul 2022 1,055,000 — $819K -2.7% 0.00% DBT
1392 MSCI INC 55354GAQ3 Jul 2022 1,000,000 — $813K -0.9% 0.00% DBT
1393 CORP INMOBILIARIA VESTA SAB DE CV 21989DAA0 Jul 2022 980,000 — $813K -3.3% 0.00% DBT
1394 CREDIT SUISSE GROUP AG 225401AU2 — 1,000,000 New $803K — 0.00% DBT
1395 BMW US CAPITAL LLC 05565ECB9 Jul 2022 850,000 — $801K +1.4% 0.00% DBT
1396 TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2 88315LAH1 Jul 2022 895,417 -28,321 $801K -2.1% 0.00% ABS-O
1397 FEDERAL HOME LOAN MORTGAGE CORP 3132DVMD4 — 878,907 -13,301 $796K -2.8% 0.00% ABS-MBS
1398 DOMINICAN REPUBLIC (GOVERNMENT) 25714PET1 — 780,000 New $794K — 0.00% DBT
1399 CONSUMERS ENERGY COMPANY 210518DP8 — 850,000 — $793K -0.7% 0.00% DBT
1400 UNITED AIRLINES INC 90932LAH0 Jul 2022 875,000 — $793K -0.8% 0.00% DBT
1401 ENERGY NORTHWEST 29270CL37 Oct 2022 800,000 — $789K +0.2% 0.00% DBT
1402 ALLWYN ENTERTAINMENT FINANCING (UK) PLC 02007VAA8 — 772,000 New $782K — 0.00% DBT
1403 GLOBAL PAYMENTS INC 37940XAH5 Jul 2022 937,000 — $777K -0.6% 0.00% DBT
1404 TRANSCANADA PIPELINES LTD 89352HAC3 Oct 2022 1,000,000 — $772K -6.1% 0.00% DBT
1405 NOBLE FINANCE II LLC 65505PAA5 — 750,000 New $769K — 0.00% DBT
1406 KINDER MORGAN INC 49456BAW1 — 826,000 — $764K -3.8% 0.00% DBT
1407 UNITEDHEALTH GROUP INC 91324PEJ7 Jul 2022 767,000 — $753K -0.5% 0.00% DBT
1408 GOLDMAN SACHS GROUP INC 38141GZN7 Jul 2022 971,000 — $751K -4.0% 0.00% DBT
1409 AIA GROUP LTD 00131MAK9 — 1,000,000 — $750K -1.7% 0.00% DBT
1410 STARBUCKS CORP 855244AS8 Oct 2022 815,000 — $741K -1.3% 0.00% DBT
1411 TALEN ENERGY SUPPLY LLC 87422VAJ7 Oct 2022 705,000 — $738K +0.1% 0.00% DBT
1412 BAKER HUGHES HOLDINGS LLC 05724BAD1 Jul 2022 802,000 — $736K +0.8% 0.00% DBT
1413 CONAGRA BRANDS INC 205887CD2 Oct 2022 739,000 — $730K -1.9% 0.00% DBT
1414 UNITEDHEALTH GROUP INC 91324PEK4 Jul 2022 750,000 — $730K -1.9% 0.00% DBT
1415 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31411AU45 Oct 2022 698,029 -100,164 $728K -13.6% 0.00% ABS-MBS
1416 CATALENT PHARMA SOLUTIONS INC 14879EAH1 Jul 2022 850,000 — $724K +2.8% 0.00% DBT
1417 HERTZ VEHICLE FINANCING LLC HERTZ_21-1 42806MAC3 Jul 2022 779,000 — $723K +0.9% 0.00% ABS-O
1418 BAUSCH HEALTH COMPANIES INC 071734AP2 — 1,000,000 — $722K +5.6% 0.00% DBT
1419 HERTZ VEHICLE FINANCING LLC HERTZ_21-2 42806MAG4 Jul 2022 826,000 — $719K +0.2% 0.00% ABS-O
1420 STELLANTIS FINANCE US INC 85855CAB6 Jul 2022 873,000 -906,000 $711K -50.4% 0.00% DBT
1421 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_KPLB 3137BJQ71 — 734,389 New $710K — 0.00% ABS-CBDO
1422 GAP INC/THE 364760AP3 Jul 2022 1,000,000 — $709K -7.8% 0.00% DBT
1423 ENTERPRISE PRODUCTS OPERATING LLC 29379VCA9 Jul 2020 1,000,000 — $706K -1.6% 0.00% DBT
1424 BANK OF IRELAND GROUP PLC 06279JAC3 — 700,000 — $705K -0.1% 0.00% DBT
1425 ENERGY TRANSFER LP 29273VAN0 Jul 2022 791,000 — $702K -5.6% 0.00% DBT
1426 NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1 63943BAB9 Jul 2022 842,597 -16,589 $699K -1.3% 0.00% ABS-O
1427 EMPRESAS PUBLICAS DE MEDELLIN ESP 29246BAF5 Oct 2022 920,000 — $687K -5.9% 0.00% DBT
1428 PANAMA REPUBLIC OF (GOVERNMENT) 698299BV5 — 650,000 New $680K — 0.00% DBT
1429 ALIBABA GROUP HOLDING LTD 01609WAY8 — 1,000,000 New $672K — 0.00% DBT
1430 PACIFIC GAS AND ELECTRIC CO 694308HW0 Oct 2022 738,000 — $671K -0.5% 0.00% DBT
1431 ENERGY TRANSFER LP 29278NAE3 Oct 2022 700,000 — $670K -2.7% 0.00% DBT
1432 HOWARD HUGHES CORP/THE 44267DAF4 Jul 2022 825,000 — $669K -2.5% 0.00% DBT
1433 UNISYS CORP 909214BV9 Jul 2022 1,000,000 — $667K -12.1% 0.00% DBT
1434 ALLIANT ENERGY FINANCE LLC 01882YAD8 Jul 2022 750,000 -150,000 $664K -17.9% 0.00% DBT
1435 TENCENT HOLDINGS LTD 88032WBC9 — 888,000 — $661K -2.9% 0.00% DBT
1436 JPMORGAN CHASE & CO 46647PCC8 Jul 2022 785,000 — $660K -0.2% 0.00% DBT
1437 CLI FUNDING LLC CLIF_20-1 12563LAN7 Jul 2022 742,049 -25,047 $659K -3.2% 0.00% ABS-O
1438 GILEAD SCIENCES INC 375558BT9 Jul 2022 935,000 — $642K -1.7% 0.00% DBT
1439 SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1 35564CAA5 Oct 2022 660,885 -19,228 $634K -3.6% 0.00% ABS-CBDO
1440 ROYAL CARIBBEAN CRUISES LTD 780153BT8 — 631,000 New $633K — 0.00% DBT
1441 BAT CAPITAL CORP 05526DBV6 Jul 2022 713,000 — $628K -1.7% 0.00% DBT
1442 HILCORP ENERGY I LP 431318AU8 Jul 2022 665,000 -1,000,000 $622K -59.9% 0.00% DBT
1443 ANGLO AMERICAN CAPITAL PLC 034863AY6 Jul 2022 803,000 — $617K -4.8% 0.00% DBT
1444 HUMANA INC 444859BT8 Jul 2022 649,000 — $615K +0.4% 0.00% DBT
1445 CASCADE FUNDING MORTGAGE TRUST CFMT_23-HB12 12530QAB2 — 675,000 New $614K — 0.00% ABS-CBDO
1446 RAYTHEON TECHNOLOGIES CORP 75513ECQ2 — 585,000 New $595K — 0.00% DBT
1447 SOLRR AIRCRAFT SOLRR_21-1 LIMITED 83438LAA9 Jul 2022 673,947 -12,534 $585K +4.3% 0.00% ABS-O
1448 SK HYNIX INC 78392BAE7 — 580,000 — $583K -1.0% 0.00% DBT
1449 PETROLEOS MEXICANOS 71654QCC4 Oct 2022 944,000 — $582K -11.2% 0.00% DBT
1450 OPTION ONE MORTGAGE LOAN TRUST OOMLT_07-FXD2 68403BAG0 Oct 2022 646,506 -157,928 $580K -23.6% 0.00% ABS-O
1451 REYNOLDS AMERICAN INC 761713BB1 Oct 2022 640,000 — $579K -1.1% 0.00% DBT
1452 MORGAN STANLEY 61747YFB6 — 575,000 — $579K -1.6% 0.00% DBT
1453 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138W94R8 Oct 2022 574,859 -5,325 $574K -1.9% 0.00% ABS-MBS
1454 FEDERAL HOME LOAN MORTGAGE CORP 31396NH66 Oct 2022 656,644 -29,298 $570K -3.8% 0.00% ABS-CBDO
1455 UNIFORM MBS 01F060659 — 558,000 New $569K — 0.00% ABS-MBS
1456 ELEVANCE HEALTH INC 28622HAA9 — 567,000 -283,000 $566K -33.5% 0.00% DBT
1457 FRONTIER COMMUNICATIONS HOLDINGS LLC 35908MAA8 Jul 2022 731,205 — $557K -6.7% 0.00% DBT
1458 TRITON CONTAINER FINANCE LLC TCF_20-1 89680HAB8 Jul 2022 624,333 -17,000 $554K -2.3% 0.00% ABS-O
1459 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N5UN2 — 545,429 -8,433 $553K -2.3% 0.00% ABS-MBS
1460 TOWD POINT MORTGAGE TRUST TPMT_17-4 89173UAA5 Oct 2022 578,551 -31,308 $553K -5.4% 0.00% ABS-CBDO
1461 FEDERAL HOME LOAN MORTGAGE CORP 31342WAP6 Oct 2022 568,380 -10,054 $549K -2.2% 0.00% ABS-MBS
1462 UNION ELECTRIC CO 906548CU4 Jul 2022 645,000 — $544K -2.3% 0.00% DBT
1463 TOWD POINT MORTGAGE TRUST TPMT_17-5 89169EAA7 Oct 2022 543,748 -55,771 $542K -9.2% 0.00% ABS-CBDO
1464 GINNIE MAE II POOL 36179UH54 Jul 2022 549,987 -18,604 $540K -4.5% 0.00% ABS-MBS
1465 DOMINICAN REPUBLIC (GOVERNMENT) 25714PEE4 Oct 2022 700,000 — $537K -0.8% 0.00% DBT
1466 NISOURCE INC 65473PAN5 — 525,000 New $537K — 0.00% DBT
1467 FREDDIE MAC - STACR 2020-DNA3 35565WBD3 — 501,028 New $536K — 0.00% ABS-CBDO
1468 ONEOK INC 682680AT0 Oct 2022 628,000 — $535K -2.7% 0.00% DBT
1469 VERISIGN INC 92343EAM4 Jul 2022 625,000 — $533K -0.9% 0.00% DBT
1470 ARDAGH METAL PACKAGING FINANCE USA LLC 03969YAC2 Jul 2022 530,000 — $528K -0.3% 0.00% DBT
1471 ENERGY TRANSFER LP 29273RBL2 Oct 2022 600,000 — $527K -3.2% 0.00% DBT
1472 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31396KAC6 Oct 2022 529,624 -21,666 $525K -3.9% 0.00% ABS-CBDO
1473 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31410LGQ9 Oct 2022 527,625 -18,372 $517K -4.6% 0.00% ABS-MBS
1474 CITIGROUP INC 172967NU1 Jul 2022 529,000 — $517K -1.1% 0.00% DBT
1475 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418CR97 Oct 2022 526,169 -12,141 $513K -3.3% 0.00% ABS-MBS
1476 ELEVANCE HEALTH INC 28622HAC5 — 515,000 -601,000 $512K -54.4% 0.00% DBT
1477 PANAMA REPUBLIC OF (GOVERNMENT) 698299BS2 Jul 2022 690,000 — $511K -1.3% 0.00% DBT
1478 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5 80287HAD0 — 518,000 — $510K -0.3% 0.00% ABS-O
1479 ENBRIDGE INC 29250NBE4 Jul 2022 718,000 — $508K -5.3% 0.00% DBT
1480 ENFRAGEN ENERGIA SUR SA N/A Oct 2022 800,000 New $507K — 0.00% DBT
1481 MACYS RETAIL HOLDINGS LLC 55617LAQ5 Jul 2022 555,000 — $493K -2.7% 0.00% DBT
1482 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128M8B60 Oct 2022 502,620 -18,181 $493K -4.5% 0.00% ABS-MBS
1483 CLI FUNDING LLC CLIF_20-2 12563LAQ0 Jul 2022 553,287 -19,142 $491K -3.1% 0.00% ABS-O
1484 EDISON INTERNATIONAL 281020AW7 — 450,000 — $489K +0.0% 0.00% DBT
1485 LIGHT SERVICOS DE ELETRICIDADE SA N/A Oct 2022 1,300,000 New $488K — 0.00% DBT
1486 SOUTHWESTERN ENERGY COMPANY 845467AT6 Jul 2022 550,000 — $486K +0.0% 0.00% DBT
1487 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QB7C6 Oct 2022 499,148 -11,701 $485K -3.0% 0.00% ABS-MBS
1488 GINNIE MAE I POOL 3620AQM75 Oct 2022 477,470 -8,673 $479K -2.0% 0.00% ABS-MBS
1489 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5 80287HAE8 — 484,000 — $476K -0.6% 0.00% ABS-O
1490 AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-2 02529YAG8 — 473,000 New $476K — 0.00% ABS-O
1491 FEDERAL HOME LOAN MORTGAGE CORP 3132AD7L6 Oct 2022 486,320 -24,636 $475K -5.0% 0.00% ABS-MBS
1492 CASCADE FUNDING MORTGAGE TRUST CFMT_23-HB12 12530QAA4 — 491,000 New $474K — 0.00% ABS-CBDO
1493 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31412NFD3 Oct 2022 450,644 -22,968 $470K -5.9% 0.00% ABS-MBS
1494 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K048-A2 3137BLAC2 — 473,489 New $463K — 0.00% ABS-CBDO
1495 BOOZ ALLEN HAMILTON INC 09951LAB9 Jul 2022 505,000 -1,000,000 $459K -66.0% 0.00% DBT
1496 MERCEDES-BENZ FINANCE NORTH AMERICA LLC 58769JAB3 — 450,000 — $457K -0.0% 0.00% DBT
1497 CME CHICAGO MERCANTILE EXCHANGE ZQJ3 Oct 2022 1,362 New $452K — 0.00% DIR
1498 FEDERAL HOME LOAN MORTGAGE CORP 3133TJD26 Oct 2022 443,788 -35,990 $451K -7.7% 0.00% ABS-CBDO
1499 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31395B5Y5 Oct 2022 532,859 -28,509 $449K -4.6% 0.00% ABS-CBDO
1500 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QQSJ5 — 442,456 -8,220 $446K -2.7% 0.00% ABS-MBS
1501 REGENERON PHARMACEUTICALS INC 75886FAE7 Jul 2022 543,000 — $444K +1.2% 0.00% DBT
1502 CLI FUNDING LLC CLIF_20-1 12563LAP2 Jul 2022 484,678 -16,360 $432K -2.8% 0.00% ABS-O
1503 DIAMOND FOREIGN ASSET CO 25260WAA9 Jul 2022 443,471 — $430K +1.0% 0.00% DBT
1504 GE HEALTHCARE TECHNOLOGIES INC 36267VAL7 — 375,000 — $422K -2.8% 0.00% DBT
1505 HILCORP ENERGY I LP 431318AV6 Jul 2022 450,000 — $416K -0.3% 0.00% DBT
1506 GINNIE MAE II POOL 36179UCD2 Oct 2022 410,749 -13,908 $414K -4.4% 0.00% ABS-MBS
1507 RANGE RESOURCES CORP 75281ABK4 Jul 2022 445,000 — $410K +2.7% 0.00% DBT
1508 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K049 3137BLMZ8 — 407,950 New $396K — 0.00% ABS-CBDO
1509 FEDERAL HOME LOAN MORTGAGE CORP 31396R4N4 Oct 2022 455,339 -7,739 $395K -1.2% 0.00% ABS-CBDO
1510 DIAMOND FOREIGN ASSET CO N/A Oct 2022 406,925 New $395K — 0.00% DBT
1511 DIAMOND FOREIGN ASSET CO 25260WAC5 Jul 2022 401,698 — $390K +1.0% 0.00% DBT
1512 EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-3 30166YAB8 Jul 2022 380,294 -2,342,973 $380K -86.0% 0.00% ABS-O
1513 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31417AQC6 Oct 2022 385,951 -12,313 $378K -4.3% 0.00% ABS-MBS
1514 BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1 09229CAB5 Jul 2022 451,458 — $378K +8.2% 0.00% ABS-O
1515 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38374KA52 Oct 2022 435,356 -30,585 $377K -6.4% 0.00% ABS-CBDO
1516 AI CANDELARIA SPAIN SLU 001355AA4 Jul 2022 404,916 — $376K -2.6% 0.00% DBT
1517 BX TRUST BX_21-ACNT 05609QAE6 Jul 2022 392,000 — $374K -1.7% 0.00% ABS-CBDO
1518 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAD3 — 376,000 -1,624,000 $374K -81.1% 0.00% DBT
1519 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132XU3E3 Oct 2022 367,556 -1,947 $366K -1.8% 0.00% ABS-MBS
1520 GINNIE MAE II POOL 36202FX35 Oct 2022 351,421 -2,269 $366K -1.3% 0.00% ABS-MBS
1521 APACHE CORP 037411AY1 — 427,000 — $361K +0.6% 0.00% DBT
1522 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31371NMH5 Oct 2022 332,018 -25,869 $351K -7.6% 0.00% ABS-MBS
1523 ONEOK INC 682680AW3 Oct 2022 360,000 — $345K +0.2% 0.00% DBT
1524 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31416SWR8 Oct 2022 344,540 -128,628 $344K -28.2% 0.00% ABS-MBS
1525 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132WPYN1 Oct 2022 346,752 -1,796 $344K -1.2% 0.00% ABS-MBS
1526 FLORIDA POWER & LIGHT CO 341081GE1 Jul 2022 480,000 — $343K -1.9% 0.00% DBT
1527 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418DB43 Oct 2022 349,481 -13,118 $339K -4.3% 0.00% ABS-MBS
1528 UNITED STATES TREASURY 91282CFG1 — 342,000 — $336K +0.2% 0.00% DBT
1529 SOUTHWESTERN ENERGY COMPANY 845467AP4 Jul 2022 320,000 — $336K -0.2% 0.00% DBT
1530 SEALED AIR CORP 812127AA6 — 327,000 -694,000 $332K -67.8% 0.00% DBT
1531 EXTRA SPACE STORAGE LP 30225VAJ6 — 321,000 New $329K — 0.00% DBT
1532 AMGEN INC 031162DD9 — 350,000 — $325K +1.1% 0.00% DBT
1533 EMBARQ CORP 29078EAA3 Jul 2022 725,000 — $313K -11.0% 0.00% DBT
1534 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132JNS73 Oct 2022 309,645 -2,781 $308K -1.9% 0.00% ABS-MBS
1535 OHIO HIGHER EDUCATIONAL FACILITY COMMISSION 67756DXP6 Jul 2022 310,000 — $305K +0.4% 0.00% DBT
1536 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31414EGD0 Oct 2022 294,976 -3,418 $303K -2.5% 0.00% ABS-MBS
1537 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38375JRY3 Oct 2022 362,982 -17,621 $301K -4.4% 0.00% ABS-CBDO
1538 CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R 14856JAA2 Jul 2022 328,799 -85,023 $300K -21.1% 0.00% ABS-O
1539 JPMORGAN CHASE & CO 46647PDC7 Jul 2022 299,000 — $291K +0.2% 0.00% DBT
1540 HESS MIDSTREAM OPERATIONS LP 428102AF4 Jul 2022 310,000 — $289K -0.2% 0.00% DBT
1541 FEDERAL HOME LOAN MORTGAGE CORP 31329KYA6 Jul 2022 296,964 -7,759 $286K -2.5% 0.00% ABS-MBS
1542 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31414DWA0 Oct 2022 265,836 -2,893 $276K -2.4% 0.00% ABS-MBS
1543 TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2 88315LAG3 Jul 2022 306,568 -9,697 $275K -3.2% 0.00% ABS-O
1544 TOWD POINT MORTGAGE TRUST TPMT_18-5 89176VAK8 Oct 2022 281,938 -17,307 $272K -5.7% 0.00% ABS-CBDO
1545 SEACO_20-1 37959PAB3 Jul 2022 298,292 -11,357 $271K -4.0% 0.00% ABS-O
1546 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K046 3137BJP64 — 276,143 New $269K — 0.00% ABS-CBDO
1547 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132KGKA7 Oct 2022 271,094 -5,563 $265K -2.2% 0.00% ABS-MBS
1548 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7 80287FAE2 — 249,000 — $259K -0.9% 0.00% ABS-O
1549 CONSTELLATION BRANDS INC 21036PBP2 — 257,000 New $258K — 0.00% DBT
1550 TOWD POINT MORTGAGE TRUST TPMT_17-3 89169DAA9 Oct 2022 262,416 -43,008 $256K -14.2% 0.00% ABS-CBDO
1551 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128LAUH1 Oct 2022 243,941 -2,734 $247K -2.0% 0.00% ABS-MBS
1552 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31395DS59 Oct 2022 265,774 -16,458 $244K -5.3% 0.00% ABS-CBDO
1553 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418CZC1 Oct 2022 249,247 -13,808 $243K -5.5% 0.00% ABS-MBS
1554 MISSION LANE CREDIT MASTER TRUST MLANE_22-B 60510MAJ7 — 240,000 — $243K +1.4% 0.00% ABS-O
1555 CLI FUNDING LLC CLIF_20-2 12563LAR8 Jul 2022 261,541 -9,049 $233K -3.5% 0.00% ABS-O
1556 BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST BSARM_03-8 07384MZU9 Oct 2022 298,837 -3,235 $232K -1.7% 0.00% ABS-CBDO
1557 VALARIS LTD N/A Oct 2022 221,000 New $230K — 0.00% DBT
1558 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138AVUP8 Oct 2022 233,120 -2,453 $229K -2.3% 0.00% ABS-MBS
1559 DUKE ENERGY FLORIDA LLC 26444HAN1 — 200,000 -225,000 $228K -52.7% 0.00% DBT
1560 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140E7KM1 Oct 2022 230,448 -8,116 $225K -4.3% 0.00% ABS-MBS
1561 FEDERAL HOME LOAN MORTGAGE CORP 31396NL20 Oct 2022 245,209 -19,004 $214K -6.8% 0.00% ABS-CBDO
1562 SVB FINANCIAL GROUP 78486QAQ4 Jul 2022 2,690,000 — $205K -90.1% 0.00% DBT
1563 FEDERAL HOME LOAN MORTGAGE CORP 3132A9VH7 Oct 2022 207,867 -10,754 $203K -5.1% 0.00% ABS-MBS
1564 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138AVTL9 Oct 2022 204,071 -3,549 $200K -3.0% 0.00% ABS-MBS
1565 MARRIOTT INTERNATIONAL INC 571903BL6 — 201,000 New $200K — 0.00% DBT
1566 ONEOK INC 682680AU7 Oct 2022 203,000 — $199K +0.4% 0.00% DBT
1567 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138YCB59 Oct 2022 198,371 -10,172 $193K -5.7% 0.00% ABS-MBS
1568 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31419J6K9 Oct 2022 195,564 -8,609 $192K -5.4% 0.00% ABS-MBS
1569 FEDERAL HOME LOAN MORTGAGE CORP 3133G9KM0 Jul 2022 201,418 -4,133 $177K -2.8% 0.00% ABS-MBS
1570 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31359SU65 Oct 2022 171,236 -9,991 $175K -5.7% 0.00% ABS-CBDO
1571 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31410QR52 Oct 2022 164,546 -1,966 $168K -2.0% 0.00% ABS-MBS
1572 CLEAN HARBORS INC 184496AQ0 — 162,000 -343,000 $165K -67.9% 0.00% DBT
1573 ENDO DAC 29273DAA8 Oct 2022 225,000 — $160K -16.7% 0.00% DBT
1574 BROADCOM INC 11135FBP5 — 205,000 — $159K -0.3% 0.00% DBT
1575 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132GD5K4 Oct 2022 155,589 -2,145 $156K -2.6% 0.00% ABS-MBS
1576 TENCENT HOLDINGS LTD 88032XBB9 — 200,000 — $156K -1.7% 0.00% DBT
1577 CONSTELLATION OIL SERVICES HOLDING SA 21038MAM5 Jul 2022 259,536 +1,913 $154K +0.7% 0.00% DBT
1578 FEDERAL HOME LOAN MORTGAGE CORP 3133LPR58 Oct 2022 155,763 -7,462 $151K -5.3% 0.00% ABS-MBS
1579 FIDELITY NATIONAL INFORMATION SERVICES INC 31620MBU9 Jul 2022 212,000 — $150K -5.8% 0.00% DBT
1580 EQT CORP 26884LAL3 Jul 2022 155,000 — $149K -1.2% 0.00% DBT
1581 PACIFIC GAS AND ELECTRIC CO 694308HE0 — 145,000 — $143K -0.0% 0.00% DBT
1582 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N2BT7 — 144,410 -706 $142K -1.2% 0.00% ABS-MBS
1583 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7 80287FAD4 — 137,000 — $139K -0.4% 0.00% ABS-O
1584 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31414G2D0 Oct 2022 128,252 -1,334 $129K -1.5% 0.00% ABS-MBS
1585 MILL CITY MORTGAGE TRUST MCMLT_18-1 59980VAA9 Oct 2022 132,307 -16,180 $128K -10.9% 0.00% ABS-CBDO
1586 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QP4C8 — 110,906 -3,987 $112K -4.3% 0.00% ABS-MBS
1587 CS FIRST BOSTON MORTGAGE SECURITIES CORP. CSFB_02-30 22541NTQ2 Oct 2022 110,930 -2,178 $112K -1.0% 0.00% ABS-CBDO
1588 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31396LDA5 Oct 2022 120,915 -5,962 $106K -4.2% 0.00% ABS-CBDO
1589 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418MH39 Oct 2022 100,414 -5,553 $104K -5.9% 0.00% ABS-MBS
1590 FEDERAL HOME LOAN MORTGAGE CORP 31396RGP6 Oct 2022 117,643 -12,551 $102K -9.4% 0.00% ABS-CBDO
1591 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N0FN0 — 100,791 -295 $102K -1.1% 0.00% ABS-MBS
1592 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N5NQ3 — 100,596 -324 $101K -1.2% 0.00% ABS-MBS
1593 GINNIE MAE II POOL 36179UEB4 Oct 2022 98,687 -2,110 $100K -3.2% 0.00% ABS-MBS
1594 BHG 2020-A 06616PAA5 Oct 2022 101,569 -25,832 $99K -20.2% 0.00% ABS-O
1595 MISSION LANE CREDIT MASTER TRUST MLANE_22-A 60510MAF5 — 100,000 — $98K -0.3% 0.00% ABS-O
1596 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128MJQJ2 Oct 2022 97,232 -866 $98K -1.8% 0.00% ABS-MBS
1597 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140Q8NR2 Oct 2022 91,188 -5,980 $89K -6.8% 0.00% ABS-MBS
1598 FEDERAL HOME LOAN MORTGAGE CORP 31396RDS3 Oct 2022 99,805 -8,428 $86K -7.9% 0.00% ABS-CBDO
1599 CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-21 22541QQA3 Oct 2022 84,982 -8,585 $83K -8.0% 0.00% ABS-CBDO
1600 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N2GQ8 — 79,447 -239 $82K -1.0% 0.00% ABS-MBS
1601 GINNIE MAE II POOL 3620AS4X4 Oct 2022 79,928 -2,390 $82K -3.6% 0.00% ABS-MBS
1602 CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_02-34 2254W0BZ7 Oct 2022 73,856 -3,219 $77K -3.0% 0.00% ABS-CBDO
1603 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31400CEY6 Oct 2022 73,522 -5,900 $76K -7.9% 0.00% ABS-MBS
1604 FEDERAL HOME LOAN MORTGAGE CORP 31396N4Q6 Oct 2022 75,785 -12,209 $72K -13.5% 0.00% ABS-CBDO
1605 UNITED STATES TREASURY 912828V98 Oct 2022 75,000 — $71K +0.6% 0.00% DBT
1606 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138ARJB1 Oct 2022 72,404 -1,692 $71K -3.3% 0.00% ABS-MBS
1607 JONAH ENERGY PARENT LLC N/A Oct 2022 1,631 New $70K — 0.00% EC
1608 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XHXU6 — 69,062 -11,190 $70K -14.7% 0.00% ABS-MBS
1609 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31419ANJ2 Oct 2022 62,107 -1,606 $64K -3.9% 0.00% ABS-MBS
1610 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31371NHW8 Oct 2022 57,794 -6,053 $61K -10.2% 0.00% ABS-MBS
1611 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N5PG3 — 58,706 -183 $59K -1.2% 0.00% ABS-MBS
1612 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31395NXW2 Oct 2022 68,382 -3,011 $59K -3.7% 0.00% ABS-CBDO
1613 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N3A74 — 57,665 -2,102 $58K -4.4% 0.00% ABS-MBS
1614 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X7DN6 — 56,784 -12,086 $57K -18.2% 0.00% ABS-MBS
1615 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EGV6 — 54,833 -1,399 $55K -3.3% 0.00% ABS-MBS
1616 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31416SDR9 Oct 2022 55,019 -15,814 $55K -23.3% 0.00% ABS-MBS
1617 FEDERAL HOME LOAN MORTGAGE CORP 31396HVT3 Oct 2022 60,397 -5,125 $52K -7.7% 0.00% ABS-CBDO
1618 FEDERAL HOME LOAN MORTGAGE CORP 3132DWEY5 — 51,489 -1,249 $52K -3.2% 0.00% ABS-MBS
1619 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 31322Y7A3 Oct 2022 54,543 -1,478 $51K -3.6% 0.00% ABS-MBS
1620 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QPTB3 — 49,543 -157 $50K -1.0% 0.00% ABS-MBS
1621 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 31303AAT3 Oct 2022 48,991 -184 $50K +0.3% 0.00% ABS-MBS
1622 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31414M6H4 Oct 2022 47,226 -459 $48K -1.8% 0.00% ABS-MBS
1623 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MXAC8 — 42,353 -127 $43K -1.3% 0.00% ABS-MBS
1624 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XHGT8 — 46,872 -687 $43K -2.8% 0.00% ABS-MBS
1625 FEDERAL HOME LOAN MORTGAGE CORP 3133BNSW4 — 42,054 -1,137 $43K -3.3% 0.00% ABS-MBS
1626 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31392CT20 Oct 2022 37,084 -796 $40K -2.4% 0.00% ABS-CBDO
1627 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ELA6 — 37,690 -3,145 $39K -8.0% 0.00% ABS-MBS
1628 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128M82W3 Oct 2022 36,088 -797 $38K -3.3% 0.00% ABS-MBS
1629 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FDCP9 Oct 2022 37,891 -269 $37K -2.4% 0.00% ABS-MBS
1630 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QP4F1 — 36,276 -697 $37K -2.7% 0.00% ABS-MBS
1631 FEDERAL HOME LOAN MORTGAGE CORP 3132D9KJ2 — 35,127 -6,347 $35K -16.0% 0.00% ABS-MBS
1632 GINNIE MAE I POOL 36230K3R0 Oct 2022 34,950 -41,847 $34K -54.8% 0.00% ABS-MBS
1633 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138WK2E4 Jul 2022 34,335 -572 $33K -3.3% 0.00% ABS-MBS
1634 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MLME7 — 36,156 -180 $33K -1.8% 0.00% ABS-MBS
1635 CONSTELLATION OIL SERVICES HOLDING SA N/A Oct 2022 282,550 New $31K — 0.00% EC
1636 FEDERAL HOME LOAN MORTGAGE CORP 3132ADPB8 — 27,245 -11,686 $27K -30.6% 0.00% ABS-MBS
1637 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XBME7 — 28,977 New $27K — 0.00% ABS-MBS
1638 FEDERAL HOME LOAN MORTGAGE CORP 3133KNHG1 — 28,564 New $27K — 0.00% ABS-MBS
1639 FEDERAL HOME LOAN MORTGAGE CORP 3132DWFV0 — 25,614 -451 $27K -1.7% 0.00% ABS-MBS
1640 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418CGR9 Oct 2022 27,097 -506 $26K -2.8% 0.00% ABS-MBS
1641 BFM TEST BROKER N/A Oct 2022 1 New $26K — 0.00% DCR
1642 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31392AJW9 Oct 2022 25,109 -1,386 $26K -5.7% 0.00% ABS-CBDO
1643 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FE6B5 Oct 2022 26,072 -480 $25K -2.8% 0.00% ABS-MBS
1644 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140J7UN3 — 23,396 New $22K — 0.00% ABS-MBS
1645 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31371NS22 Oct 2022 19,981 -1,459 $22K -6.6% 0.00% ABS-MBS
1646 COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_05-D 126685AF3 Oct 2022 21,332 -2,390 $20K -10.6% 0.00% ABS-O
1647 FEDERAL HOME LOAN MORTGAGE CORP 3131X6ZZ6 Oct 2022 20,589 -1,971 $20K -9.7% 0.00% ABS-MBS
1648 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XHKP1 — 17,194 -3,451 $17K -17.4% 0.00% ABS-MBS
1649 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138WKQG3 Oct 2022 17,047 -304 $17K -2.7% 0.00% ABS-MBS
1650 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31371NG66 — 15,355 -1,529 $16K -9.4% 0.00% ABS-MBS
1651 GINNIE MAE II POOL 36177QCX9 Oct 2022 15,602 -570 $15K -3.6% 0.00% ABS-MBS
1652 ENDO INTERNATIONAL PLC N/A Oct 2022 11,100 New $11K — 0.00% DBT
1653 GINNIE MAE II POOL 36176RA36 Oct 2022 9,158 +107 $9K +1.2% 0.00% ABS-MBS
1654 FEDERAL HOME LOAN MORTGAGE CORP 3132A75H0 Oct 2022 7,819 -540 $8K -7.4% 0.00% ABS-MBS
1655 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138ELYW7 — 6,660 -206 $7K -3.7% 0.00% ABS-MBS
1656 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31378CTK8 — 4,453 -640 $5K -12.8% 0.00% ABS-MBS
1657 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31371LTS8 — 2,205 New $2K — 0.00% ABS-MBS
1658 FEDERAL HOME LOAN MORTGAGE CORP 31329KBA1 — 2,203 New $2K — 0.00% ABS-MBS
1659 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31390XGD6 — 2,020 -56 $2K -3.0% 0.00% ABS-MBS
1660 N/A N/A Oct 2022 1 New $2K — 0.00% DFE
1661 GINNIE MAE II POOL 36182DAS4 Oct 2022 1,922 +9 $2K +0.5% 0.00% ABS-MBS
1662 GINNIE MAE II POOL 36182DER2 Oct 2022 1,863 -6 $2K -0.3% 0.00% ABS-MBS
1663 GINNIE MAE II POOL 36182DDL6 Oct 2022 1,860 -6 $2K -0.2% 0.00% ABS-MBS
1664 GINNIE MAE II POOL 36182DC60 Oct 2022 1,857 -6 $2K -0.2% 0.00% ABS-MBS
1665 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31371NTA3 — 1,750 -117 $2K -6.6% 0.00% ABS-MBS
1666 GINNIE MAE II POOL 36182C6Z5 Oct 2022 1,815 -6 $2K -0.2% 0.00% ABS-MBS
1667 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31402KEK6 — 1,174 -982 $1K -46.0% 0.00% ABS-MBS
1668 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31412NS23 Oct 2022 340 -156 $338 -31.4% 0.00% ABS-MBS
1669 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3128MBXA0 Oct 2022 22 -1,017 $22 -97.9% 0.00% ABS-MBS
1670 MOSCOW EXCHANGE MICEX-RTS PJSC MOEX Oct 2022 85,235,374 New $9 — 0.00% EC
1671 GAZPROM PJSC GAZP Oct 2022 84,735,990 New $8 — 0.00% EC
1672 SBERBANK OF RUSSIA PJSC SBER Oct 2022 19,327,472 New $2 — 0.00% EC
1673 RISKLESS ISSUER N/A Oct 2022 1 New $-287807 — -0.00% DIR
1674 RISKLESS ISSUER N/A Oct 2022 1 New $-517410 — -0.00% DIR
1675 RISKLESS ISSUER N/A Oct 2022 1 New $-726156 — -0.00% DIR
1676 RISKLESS ISSUER N/A Oct 2022 1 New $-1020222 — -0.00% DIR
1677 RISKLESS ISSUER N/A Oct 2022 1 New $-1105317 — -0.00% DIR
1678 CME CHICAGO MERCANTILE EXCHANGE ZNM3 Oct 2022 1,429 New $-4970836 — -0.00% DIR
1679 RISKLESS ISSUER N/A Oct 2022 1 New $-5358161 — -0.01% DIR
1680 RISKLESS ISSUER N/A Oct 2022 1 New $-6266765 — -0.01% DIR
1681 RISKLESS ISSUER N/A Oct 2022 1 New $-6756877 — -0.01% DIR
1682 RISKLESS ISSUER N/A Oct 2022 1 New $-6930506 — -0.01% DIR
1683 RISKLESS ISSUER N/A Oct 2022 1 New $-7680656 — -0.01% DIR
1684 CME CHICAGO MERCANTILE EXCHANGE TNM3 Oct 2022 3,817 New $-16399523 — -0.02% DIR
✕ UNIFORM MBS 01F052623 — 818,000,000 Exited $831.5M — — —
✕ GINNIE MAE II POOL 21H050631 — 708,500,000 Exited $713.2M — — —
✕ UNITED STATES TREASURY 91282CDM0 — 432,042,800 Exited $417.1M — — —
✕ UNITED STATES TREASURY 9128284H0 — 321,613,920 Exited $320.5M — — —
✕ UNITED STATES TREASURY 912810EP9 — 299,800,000 Exited $300.2M — — —
✕ UNITED STATES TREASURY 912828YL8 — 248,987,553 Exited $241.1M — — —
✕ UNITED STATES TREASURY 912828VM9 — 240,829,577 Exited $239.7M — — —
✕ UNITED STATES TREASURY 912828B25 — 141,544,951 Exited $138.8M — — —
✕ UNIFORM MBS 01F062630 — 126,512,000 Exited $130.7M — — —
✕ KEYCORP 493267108 — 6,498,537 Exited $124.7M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWF65 — 118,458,337 Exited $120.5M — — —
✕ GINNIE MAE II POOL 36179XFG6 — 123,318,537 Exited $119.8M — — —
✕ AMERICA MOVIL SAB DE CV 02364W105 — 5,459,755 Exited $114.3M — — —
✕ DANAHER CORP 235851409 — 84,600 Exited $113.7M — — —
✕ UNIFORM MBS 01F052631 — 105,500,000 Exited $107.2M — — —
✕ UNIFORM MBS 01F032633 — 110,000,000 Exited $103.2M — — —
✕ UNITED STATES TREASURY 91282CDD0 — 103,247,000 Exited $99.9M — — —
✕ GINNIE MAE II POOL 21H040632 — 95,400,000 Exited $92.7M — — —
✕ NORFOLK SOUTHERN CORPORATION 655844108 — 342,215 Exited $84.1M — — —
✕ UNIFORM MBS 01F050635 — 80,967,000 Exited $81.3M — — —
✕ GINNIE MAE II POOL 21H052637 — 80,000,000 Exited $81.3M — — —
✕ UNIFORM MBS 01F022436 — 85,500,000 Exited $79.9M — — —
✕ GINNIE MAE II POOL 21H040624 — 72,545,500 Exited $70.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XJT94 — 74,825,830 Exited $68.1M — — —
✕ UNIFORM MBS 01F022428 — 64,500,000 Exited $60.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KNF24 — 45,371,451 Exited $41.3M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWE66 — 38,183,074 Exited $37.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNS29 — 40,390,798 Exited $36.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KNR39 — 38,506,879 Exited $35.0M — — —
✕ UNIFORM MBS 01F032625 — 34,514,767 Exited $32.4M — — —
✕ GINNIE MAE II POOL 21H050623 — 31,807,500 Exited $32.0M — — —
✕ UNIFORM MBS 01F040628 — 33,105,939 Exited $32.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EHJ2 — 32,078,297 Exited $31.0M — — —
✕ UNIFORM MBS 01F042624 — 30,000,000 Exited $29.6M — — —
✕ BNP PARIBAS 09659W2E3 — 25,000,000 Exited $25.0M — — —
✕ GINNIE MAE II POOL 36179XND4 — 25,296,921 Exited $24.6M — — —
✕ RELX PLC 759530108 — 759,134 Exited $22.6M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DPEJ3 — 23,268,822 Exited $21.2M — — —
✕ CULLEN/FROST BANKERS INC 229899109 — 160,624 Exited $20.9M — — —
✕ UNIFORM MBS 01F022626 — 23,576,577 Exited $20.7M — — —
✕ GINNIE MAE II POOL 36179XHX7 — 20,968,225 Exited $20.4M — — —
✕ STARBUCKS CORP 855244AN9 — 18,233,000 Exited $18.2M — — —
✕ UNIFORM MBS 01F060634 — 17,205,359 Exited $17.7M — — —
✕ SOUTHSTATE CORP 840441109 — 214,206 Exited $17.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EMT4 — 16,345,791 Exited $16.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EPE4 — 12,208,779 Exited $12.6M — — —
✕ AMERICAN ELECTRIC POWER CO INC 025537101 — 120,522 Exited $11.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EJ68 — 9,938,198 Exited $9.8M — — —
✕ UNIFORM MBS 01F040636 — 10,000,000 Exited $9.7M — — —
✕ GINNIE MAE II POOL 36179XQX7 — 9,458,000 Exited $9.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N1WF6 — 8,391,024 Exited $8.3M — — —
✕ UNIFORM MBS 01F020620 — 9,680,679 Exited $8.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MMMA3 — 8,690,787 Exited $7.9M — — —
✕ HJ HEINZ CO 50077LAM8 — 8,000,000 Exited $7.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWFS7 — 7,354,517 Exited $7.5M — — —
✕ CANADIAN PACIFIC RAILWAY CO 13645RBF0 — 8,260,000 Exited $7.1M — — —
✕ UNIFORM MBS 01F030629 — 7,840,844 Exited $7.1M — — —
✕ INTERNATIONAL GAME TECHNOLOGY PLC 460599AD5 — 7,000,000 Exited $7.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWFW8 — 6,216,895 Exited $6.4M — — —
✕ LAS VEGAS SANDS CORP 517834AF4 — 7,000,000 Exited $6.3M — — —
✕ LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP 55066WAA2 — 6,181,688 Exited $6.0M — — —
✕ HSBC HOLDINGS PLC 404280DH9 — 6,000,000 Exited $6.0M — — —
✕ GINNIE MAE II POOL 21H042620 — 5,962,771 Exited $5.9M — — —
✕ GINNIE MAE II POOL 21H042638 — 5,900,000 Exited $5.9M — — —
✕ LAMAR MEDIA CORP 513075BW0 — 5,650,000 Exited $5.3M — — —
✕ APPLE INC 037833EP1 — 5,500,000 Exited $5.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BUH59 — 5,000,000 Exited $5.1M — — —
✕ WELLS FARGO & CO 94974BFJ4 — 5,000,000 Exited $5.0M — — —
✕ DEUTSCHE BANK AG (NEW YORK BRANCH) 251526BR9 — 5,000,000 Exited $5.0M — — —
✕ NEXTERA ENERGY CAPITAL HOLDINGS INC 65339KBU3 — 5,000,000 Exited $5.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BSFA5 — 4,896,089 Exited $5.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3137B3NA2 — 4,933,483 Exited $4.9M — — —
✕ CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4 12529LAA8 — 5,025,626 Exited $4.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWFZ1 — 4,896,245 Exited $4.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EKV1 — 4,262,844 Exited $4.3M — — —
✕ VERIZON COMMUNICATIONS INC 92343VGP3 — 5,000,000 Exited $4.1M — — —
✕ AMERICAN EXPRESS CO 025816DA4 — 4,174,000 Exited $4.1M — — —
✕ MCDONALDS CORP 58013MFK5 — 4,898,000 Exited $4.0M — — —
✕ BANK OF NOVA SCOTIA (THE) 06417XAP6 — 4,000,000 Exited $4.0M — — —
✕ MGM RESORTS INTERNATIONAL 552953CC3 — 4,000,000 Exited $4.0M — — —
✕ HYUNDAI CAPITAL AMERICA 44891ABU0 — 4,000,000 Exited $4.0M — — —
✕ ANHEUSER-BUSCH INBEV WORLDWIDE INC 03523TBV9 — 3,646,000 Exited $3.9M — — —
✕ T-MOBILE USA INC 87264ACB9 — 4,564,000 Exited $3.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EDE7 — 4,131,128 Exited $3.9M — — —
✕ JPMORGAN CHASE & CO 46647PBX3 — 4,775,000 Exited $3.8M — — —
✕ PHILIP MORRIS INTERNATIONAL INC 718172CV9 — 3,741,000 Exited $3.8M — — —
✕ DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AH3 — 4,550,000 Exited $3.7M — — —
✕ BANK OF AMERICA CORP 06051GKW8 — 3,500,000 Exited $3.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N6XW7 — 3,418,005 Exited $3.5M — — —
✕ LAQ MORTGAGE TRUST COMMERICIAL MORTGAGE PASS-THROUGH CERTIFICATES LAQ_22-LAQ 50172LAA8 — 3,375,064 Exited $3.4M — — —
✕ SOUTHERN CALIFORNIA EDISON CO 842400GU1 — 3,800,000 Exited $3.3M — — —
✕ SERVICENOW INC 81762PAE2 — 4,090,000 Exited $3.2M — — —
✕ YARA INTERNATIONAL ASA 984851AH8 — 2,929,000 Exited $3.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N5EN0 — 3,123,909 Exited $3.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BQF35 — 2,993,636 Exited $3.0M — — —
✕ AMAZON.COM INC 023135CP9 — 3,000,000 Exited $3.0M — — —
✕ AMAZON.COM INC 023135CM6 — 3,000,000 Exited $3.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BQ6D3 — 2,957,615 Exited $3.0M — — —
✕ PROCTER & GAMBLE CO 742718GA1 — 3,000,000 Exited $3.0M — — —
✕ MORGAN STANLEY BAML TRUST MSBAM_13-C9 61762DAW1 — 2,996,985 Exited $3.0M — — —
✕ SERVICE PROPERTIES TRUST 44106MAR3 — 2,990,000 Exited $3.0M — — —
✕ BECTON DICKINSON AND CO 075887CP2 — 3,000,000 Exited $2.9M — — —
✕ TENET HEALTHCARE CORP 88033GDP2 — 3,000,000 Exited $2.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N5FK5 — 2,803,019 Exited $2.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ELY4 — 2,782,256 Exited $2.8M — — —
✕ MARRIOTT INTERNATIONAL INC 571903BG7 — 3,300,000 Exited $2.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BQTZ9 — 2,758,089 Exited $2.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N5EK6 — 2,737,639 Exited $2.8M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N6Z21 — 2,735,843 Exited $2.8M — — —
✕ APPLE INC 037833EQ9 — 2,814,000 Exited $2.5M — — —
✕ JPMORGAN CHASE & CO 46647PCR5 — 3,008,000 Exited $2.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N5ER1 — 2,413,640 Exited $2.5M — — —
✕ PAYPAL HOLDINGS INC 70450YAL7 — 2,500,000 Exited $2.5M — — —
✕ ENTERPRISE PRODUCTS OPERATING LLC 29379VBW2 — 2,795,000 Exited $2.4M — — —
✕ ANHEUSER-BUSCH INBEV WORLDWIDE INC 035240AN0 — 2,500,000 Exited $2.4M — — —
✕ ALIBABA GROUP HOLDING LTD 01609WAT9 — 2,500,000 Exited $2.4M — — —
✕ CANADIAN PACIFIC RAILWAY CO 13645RBG8 — 2,944,000 Exited $2.3M — — —
✕ WYNN RESORTS FINANCE LLC 983133AB5 — 2,325,000 Exited $2.3M — — —
✕ ANHEUSER-BUSCH COMPANIES LLC 03522AAJ9 — 2,321,000 Exited $2.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N6WZ1 — 2,190,727 Exited $2.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BJE24 — 2,187,781 Exited $2.2M — — —
✕ FORD MOTOR CO 345370CA6 — 2,000,000 Exited $2.1M — — —
✕ ORGANON & CO 68622V106 — 70,250 Exited $2.1M — — —
✕ BRASKEM SA 10554TAE5 — 2,500,000 Exited $2.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWGK3 — 1,999,800 Exited $2.1M — — —
✕ LOWES COMPANIES INC 548661EM5 — 2,000,000 Exited $2.1M — — —
✕ LOCKHEED MARTIN CORP 539830BW8 — 1,930,000 Exited $2.1M — — —
✕ TRANSDIGM INC 893647BK2 — 2,000,000 Exited $2.0M — — —
✕ HJ HEINZ CO 50077LAZ9 — 2,177,000 Exited $2.0M — — —
✕ STELLANTIS NV 31562QAF4 — 2,010,000 Exited $2.0M — — —
✕ UNITED RENTALS (NORTH AMERICA) INC 911365BG8 — 2,000,000 Exited $1.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N5FP4 — 1,876,561 Exited $1.9M — — —
✕ AIA GROUP LTD 00131MAH6 — 2,000,000 Exited $1.9M — — —
✕ TORONTO DOMINION BANK (THE) 89114TZV7 — 2,000,000 Exited $1.8M — — —
✕ SOUTHERN CALIFORNIA EDISON CO 842400HM8 — 2,000,000 Exited $1.7M — — —
✕ INTERCONTINENTAL EXCHANGE INC 45866FAP9 — 2,275,000 Exited $1.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N6W73 — 1,611,815 Exited $1.6M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWF57 — 1,603,402 Exited $1.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LWZ42 — 1,567,227 Exited $1.6M — — —
✕ ENTERPRISE PRODUCTS OPERATING LLC 29379VCD3 — 1,498,000 Exited $1.6M — — —
✕ STELLANTIS FINANCE US INC 85855CAD2 — 1,500,000 Exited $1.5M — — —
✕ AMERICAN TOWER CORP 03027XBM1 — 1,783,000 Exited $1.5M — — —
✕ EATON CORPORATION 278062AH7 — 1,518,000 Exited $1.5M — — —
✕ DUKE ENERGY CORP 26441CBU8 — 1,500,000 Exited $1.4M — — —
✕ ANHEUSER-BUSCH INBEV WORLDWIDE INC 035240AT7 — 1,500,000 Exited $1.4M — — —
✕ ELEVANCE HEALTH INC 28622HAB7 — 1,418,000 Exited $1.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MUJ84 — 1,411,053 Exited $1.4M — — —
✕ AIA GROUP LTD 00131MAJ2 — 1,500,000 Exited $1.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BPWG9 — 1,359,848 Exited $1.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BQQU3 — 1,378,146 Exited $1.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BQAN6 — 1,292,254 Exited $1.3M — — —
✕ QATAR ENERGY 74730DAD5 — 1,710,000 Exited $1.3M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWFH1 — 1,271,525 Exited $1.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N5MY7 — 1,263,660 Exited $1.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EJ84 — 1,245,220 Exited $1.3M — — —
✕ UNITEDHEALTH GROUP INC 91324PEQ1 — 1,200,000 Exited $1.3M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BMFF7 — 1,252,914 Exited $1.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N55Y6 — 1,166,698 Exited $1.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MTA86 — 1,156,188 Exited $1.2M — — —
✕ 7-ELEVEN INC 817826AC4 — 1,300,000 Exited $1.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N0KE4 — 1,109,862 Exited $1.1M — — —
✕ MORGAN STANLEY 61747YER2 — 1,159,000 Exited $1.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWEP4 — 1,227,569 Exited $1.1M — — —
✕ HSBC HOLDINGS PLC 404280DR7 — 1,000,000 Exited $1.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BHGK6 — 1,073,514 Exited $1.1M — — —
✕ BLACKSTONE HOLDINGS FINANCE CO LLC 09261BAK6 — 1,000,000 Exited $1.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BNXB4 — 1,051,166 Exited $1.0M — — —
✕ BMW US CAPITAL LLC 05565ECA1 — 1,075,000 Exited $1.0M — — —
✕ SUMITOMO MITSUI FINANCIAL GROUP INC 86562MCR9 — 1,000,000 Exited $1.0M — — —
✕ ALLEGIANT TRAVEL CO 01748XAD4 — 1,051,000 Exited $1.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N8NW4 — 999,092 Exited $1.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N4SA6 — 1,028,157 Exited $1.0M — — —
✕ HOWMET AEROSPACE INC 013817AK7 — 1,000,000 Exited $1.0M — — —
✕ IMPERIAL BRANDS FINANCE PLC 45262BAF0 — 965,000 Exited $1.0M — — —
✕ LOCKHEED MARTIN CORP 539830BV0 — 951,000 Exited $1.0M — — —
✕ METROPOLITAN LIFE GLOBAL FUNDING I 59217GFD6 — 1,000,000 Exited $1.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BKJ83 — 987,948 Exited $1.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XGRB7 — 1,064,110 Exited $1.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BPD62 — 997,129 Exited $1.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BHEK8 — 966,418 Exited $1.0M — — —
✕ CATALENT PHARMA SOLUTIONS INC 14879EAE8 — 1,000,000 Exited $0.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133KNKV4 — 1,030,261 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ELV0 — 967,083 Exited $0.9M — — —
✕ LAS VEGAS SANDS CORP 517834AE7 — 1,000,000 Exited $0.9M — — —
✕ FAIR ISAAC CORP 303250AF1 — 1,000,000 Exited $0.9M — — —
✕ LOCKHEED MARTIN CORP 539830BX6 — 797,000 Exited $0.9M — — —
✕ UNITED RENTALS (NORTH AMERICA) INC 911365BN3 — 1,000,000 Exited $0.9M — — —
✕ KB HOME 48666KAY5 — 1,000,000 Exited $0.9M — — —
✕ AVIS BUDGET CAR RENTAL LLC 053773BF3 — 1,000,000 Exited $0.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BNUN1 — 923,571 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N0NW1 — 892,083 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ECA6 — 967,558 Exited $0.9M — — —
✕ AVIS BUDGET CAR RENTAL LLC 053773BG1 — 1,000,000 Exited $0.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B7LG1 — 962,053 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XGFP9 — 959,634 Exited $0.9M — — —
✕ CREDIT SUISSE GROUP AG 225401BB3 — 775,000 Exited $0.9M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BE3C5 — 953,915 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MGE98 — 939,441 Exited $0.9M — — —
✕ JPMORGAN CHASE & CO 46647PDH6 — 825,000 Exited $0.8M — — —
✕ BALL CORP 058498AW6 — 1,000,000 Exited $0.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWE33 — 895,395 Exited $0.8M — — —
✕ ONEOK INC 682680BD4 — 742,000 Exited $0.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DNYD9 — 768,953 Exited $0.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B4SZ9 — 898,778 Exited $0.8M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BCZN0 — 808,960 Exited $0.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N1FN8 — 705,987 Exited $0.7M — — —
✕ EDISON INTERNATIONAL 281020AR8 — 700,000 Exited $0.7M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BHZN9 — 697,942 Exited $0.7M — — —
✕ CONSUMERS ENERGY COMPANY 210518DN3 — 1,003,000 Exited $0.7M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EE63 — 677,079 Exited $0.7M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BNCU5 — 653,724 Exited $0.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N6UH3 — 623,374 Exited $0.6M — — —
✕ TREEHOUSE FOODS INC 89469AAD6 — 725,000 Exited $0.6M — — —
✕ REDE DOR FINANCE SARL 75735GAA6 — 687,000 Exited $0.6M — — —
✕ AMERICAN TOWER CORP 03027XBW9 — 646,000 Exited $0.6M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DNSE4 — 605,437 Exited $0.6M — — —
✕ EATON CORPORATION 278062AJ3 — 584,000 Exited $0.6M — — —
✕ HCA INC 404119CF4 — 629,000 Exited $0.6M — — —
✕ NUTRIEN LTD 67077MAZ1 — 550,000 Exited $0.6M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MXJR6 — 562,651 Exited $0.6M — — —
✕ MARRIOTT INTERNATIONAL INC 571903BH5 — 670,000 Exited $0.5M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BQDJ2 — 523,629 Exited $0.5M — — —
✕ GINNIE MAE II POOL 21H052629 — 507,259 Exited $0.5M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BN4Q3 — 505,735 Exited $0.5M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BDHD0 — 504,067 Exited $0.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QQJS5 — 498,548 Exited $0.5M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BNUK7 — 485,345 Exited $0.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N5FM1 — 461,473 Exited $0.5M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BPLR7 — 479,994 Exited $0.5M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BHZQ2 — 470,225 Exited $0.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QPKC0 — 506,556 Exited $0.5M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MP4D0 — 499,147 Exited $0.5M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWC84 — 498,016 Exited $0.5M — — —
✕ POSCO CO LTD 73730EAD5 — 435,000 Exited $0.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BBV89 — 445,554 Exited $0.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MXUW2 — 414,950 Exited $0.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MMBK3 — 398,922 Exited $0.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BPX45 — 377,973 Exited $0.4M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N5VJ0 — 378,718 Exited $0.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BNVN0 — 377,548 Exited $0.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BEVZ3 — 359,262 Exited $0.4M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWFQ1 — 347,531 Exited $0.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ENL0 — 315,071 Exited $0.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N56P4 — 320,262 Exited $0.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MSRA5 — 299,637 Exited $0.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N06P5 — 299,324 Exited $0.3M — — —
✕ CONSUMERS ENERGY COMPANY 210518DH6 — 360,000 Exited $0.3M — — —
✕ BROADCOM INC 11135FBR1 — 302,000 Exited $0.3M — — —
✕ NETFLIX INC 64110LAS5 — 275,000 Exited $0.3M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ECP3 — 301,103 Exited $0.3M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWGJ6 — 232,266 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MNYD2 — 195,799 Exited $0.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BNKA0 — 191,373 Exited $0.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BMFU4 — 189,381 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N47D3 — 152,746 Exited $0.2M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EPN4 — 143,522 Exited $0.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BLB97 — 138,529 Exited $0.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BNSU8 — 129,640 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MPWJ6 — 100,478 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MEB70 — 99,761 Exited $0.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BHJQ0 — 97,739 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MXVY7 — 97,547 Exited $0.1M — — —
✕ AMERICAN AIRLINES 2013-2 CLASS A PASS THROUGH TRUST 02377UAB0 — 80,553 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N0R56 — 69,426 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N6J78 — 65,859 Exited $0.1M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BPGV4 — 65,623 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MU5P1 — 45,886 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N6ZV7 — 43,307 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N0TR6 — 42,500 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MGLZ2 — 44,287 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MWWJ1 — 36,630 Exited $0.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWE82 — 36,050 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140N0T39 — 33,522 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNDE9 — 36,175 Exited $0.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BQT97 — 30,898 Exited $0.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BN4R1 — 30,405 Exited $0.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133B7PS1 — 32,528 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140LXJR7 — 29,800 Exited $0.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWFC2 — 31,182 Exited $0.0M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140M2QC9 — 28,180 Exited $0.0M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3133BRNB6 — 18,976 Exited $0.0M — — —
✕ LOWES COMPANIES INC 548661DQ7 — 4,000 Exited $0.0M — — —