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AB GLOBAL BOND FUND, INC.

Assets: $5.7B Net: $5.2B Series: S000010128 EDGAR ↗
+908
New
-190
Exited
1856
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 KOREA TREASURY BOND 000000000 Dec 2022 280,508,520,000 +280,508,263,000 $218.4M +99539.4% 4.19% DBT
2 BUNDESREPUB. DEUTSCHLAND 000000000 Dec 2022 176,742,000 New $175.5M — 3.36% DBT
3 United States Treasury 912828WU0 Dec 2022 176,885,173 +110,302,828 $171.2M +166.5% 3.28% DBT
4 United States Treasury 91282CEN7 Dec 2022 150,162,000 — $142.4M +0.5% 2.73% DBT
5 KOREA TREASURY BOND 000000000 Dec 2022 164,589,530,000 New $122.9M — 2.36% DBT
6 United States Treasury 912828V98 Dec 2022 127,825,000 — $119.0M +0.7% 2.28% DBT
7 United States Treasury 912828ZT0 Dec 2022 121,173,000 -67,912,000 $110.0M -35.3% 2.11% DBT
8 REPUBLIC OF AUSTRIA 000000000 Dec 2022 121,364,000 New $106.8M — 2.05% DBT
9 United States Treasury 91282CDC2 Dec 2022 102,182,721 +594,963 $95.8M +1.2% 1.84% DBT
10 Alliance Bernstein 018616748 Dec 2022 91,418,364 +29,039,264 $91.4M +46.6% 1.75% STIV
11 AUSTRALIAN GOVERNMENT 000000000 Dec 2022 119,809,000 New $85.2M — 1.63% DBT
12 United States Treasury 912810SR0 Dec 2022 125,315,000 — $79.0M +1.0% 1.51% DBT
13 United States Treasury 91282CFF3 Dec 2022 84,561,200 -18,333,800 $77.2M -17.9% 1.48% DBT
14 BUNDESREPUB. DEUTSCHLAND 000000000 Dec 2022 59,627,196 New $70.2M — 1.34% DBT
15 CANADIAN GOVERNMENT 135087N83 — 97,235,000 New $69.8M — 1.34% DBT
16 United States Treasury 912810SU3 Dec 2022 99,191,100 — $63.6M -3.1% 1.22% DBT
17 United States Treasury 912810SQ2 Dec 2022 95,345,000 — $59.7M +1.2% 1.14% DBT
18 CHINA GOVERNMENT BOND 000000000 Dec 2022 396,870,000 New $57.9M — 1.11% DBT
19 CHINA GOVERNMENT BOND 000000000 Dec 2022 365,210,000 New $57.4M — 1.10% DBT
20 United States Treasury 91282CDK4 Dec 2022 58,060,000 — $52.1M +0.9% 1.00% DBT
21 NEW ZEALAND GOVERNMENT 000000000 Dec 2022 74,208,000 New $43.3M — 0.83% DBT
22 NOTA DO TESOURO NACIONAL 000000000 Dec 2022 237,175,000 New $40.2M — 0.77% DBT
23 Government National Mortgage Association 21H042612 — 40,927,000 New $39.7M — 0.76% ABS-MBS
24 JAPAN (40 YEAR ISSUE) 000000000 Dec 2022 6,382,500,000 New $39.0M — 0.75% DBT
25 UNITED KINGDOM GILT 000000000 Dec 2022 50,551,000 New $38.9M — 0.75% DBT
26 KOREA TREASURY BOND 000000000 Dec 2022 48,185,960,000 New $36.9M — 0.71% DBT
27 BONOS DE TESORERIA 000000000 Dec 2022 157,262,000 New $36.4M — 0.70% DBT
28 JAPAN (30 YEAR ISSUE) 000000000 Dec 2022 5,587,150,000 New $32.4M — 0.62% DBT
29 UMBS, TBA 01F030611 — 35,030,000 New $30.8M — 0.59% ABS-MBS
30 UK TSY 1 3/4% 2037 000000000 Dec 2022 33,653,180 New $30.7M — 0.59% DBT
31 UNITED KINGDOM GILT 000000000 Dec 2022 47,452,000 New $30.4M — 0.58% DBT
32 JAPAN (30 YEAR ISSUE) 000000000 Dec 2022 4,094,850,000 New $29.9M — 0.57% DBT
33 AUSTRALIAN GOVERNMENT 000000000 Dec 2022 51,003,000 New $29.9M — 0.57% DBT
34 JAPAN (20 YEAR ISSUE) 000000000 Dec 2022 4,022,550,000 New $29.3M — 0.56% DBT
35 United States Treasury 912810SZ2 Dec 2022 43,935,000 — $29.0M -3.2% 0.56% DBT
36 JAPAN FIN ORG MUNICIPAL 000000000 Dec 2022 29,930,000 New $27.9M — 0.53% DBT
37 BELGIUM KINGDOM 000000000 Dec 2022 27,731,719 New $27.0M — 0.52% DBT
38 UNITED KINGDOM GILT 000000000 Dec 2022 22,999,232 New $26.9M — 0.52% DBT
39 United States Treasury 91282CBQ3 Dec 2022 29,655,000 — $26.4M +1.0% 0.51% DBT
40 CHINA GOVERNMENT BOND 000000000 Dec 2022 181,350,000 New $26.1M — 0.50% DBT
41 Fannie Mae 3140QEDJ8 Dec 2022 30,045,418 -890,901 $26.0M -1.3% 0.50% ABS-MBS
42 INDONESIA GOVERNMENT 000000000 Dec 2022 414,116,000,000 New $25.9M — 0.50% DBT
43 KREDITANSTALT FUER WIEDERAUFBA 000000000 Dec 2022 37,326,000 New $25.4M — 0.49% DBT
44 LCH Limited 000000000 Dec 2022 45,740,000 New $24.4M — 0.47% DIR
45 United States Treasury 912810TA6 Dec 2022 34,810,000 — $24.0M +0.9% 0.46% DBT
46 MALAYSIA GOVERNMENT 000000000 Dec 2022 101,778,000 New $23.7M — 0.46% DBT
47 JAPAN (30 YEAR ISSUE) 000000000 Dec 2022 3,939,050,000 New $23.6M — 0.45% DBT
48 LCH Limited 000000000 Dec 2022 45,250,000 New $23.2M — 0.44% DIR
49 BUNDESREPUB. DEUTSCHLAND 000000000 Dec 2022 25,385,000 New $21.6M — 0.41% DBT
50 LANDWIRTSCH. RENTENBANK 000000000 Dec 2022 24,583,000 New $21.4M — 0.41% DBT
51 BELGIUM KINGDOM 000000000 Dec 2022 25,528,000 New $21.3M — 0.41% DBT
52 NEW ZEALAND GOVERNMENT 000000000 Dec 2022 39,195,000 New $20.2M — 0.39% DBT
53 DEXIA CREDIT LOCAL 000000000 Dec 2022 22,100,000 New $20.1M — 0.39% DBT
54 ONTARIO (PROVINCE OF) 68333ZAE7 Dec 2022 28,190,000 — $19.4M +2.0% 0.37% DBT
55 ROYAL BANK OF CANADA 000000000 Dec 2022 20,240,000 New $18.8M — 0.36% DBT
56 PROVINCE OF QUEBEC 000000000 Dec 2022 19,183,000 New $18.5M — 0.36% DBT
57 DBWF Mortgage Trust 23307GAA4 Dec 2022 18,534,828 — $18.0M -0.2% 0.34% ABS-MBS
58 HONEYWELL INTERNATIONAL 000000000 Dec 2022 16,949,000 New $17.8M — 0.34% DBT
59 UBS GROUP AG 902613AN8 Dec 2022 17,565,000 — $17.6M +0.5% 0.34% DBT
60 Marble Point CLO XI Ltd 56607FAA3 Dec 2022 17,518,574 — $17.2M +2.0% 0.33% ABS-CBDO
61 BANK OF NOVA SCOTIA 000000000 Dec 2022 17,880,000 New $16.7M — 0.32% DBT
62 OZLM Ltd 67112GAA6 Dec 2022 17,040,000 — $16.7M +1.6% 0.32% ABS-CBDO
63 United States Treasury 912810TF5 Dec 2022 21,356,000 +13,353,000 $16.4M +167.8% 0.31% DBT
64 BANCO SANTANDER SA 05964HAQ8 Dec 2022 17,400,000 — $16.1M +2.4% 0.31% DBT
65 BANK OF MONTREAL 000000000 Dec 2022 17,195,000 New $16.1M — 0.31% DBT
66 Chicago Parking Meters LLC 000000000 Dec 2022 16,500,000 New $16.0M — 0.31% DBT
67 BUONI POLIENNALI DEL TES 000000000 Dec 2022 16,125,000 New $16.0M — 0.31% DBT
68 DIGITAL EURO FINCO 000000000 Dec 2022 15,955,000 New $15.8M — 0.30% DBT
69 NATIONAL AUSTRALIA BANK 000000000 Dec 2022 17,865,000 New $15.5M — 0.30% DBT
70 SOCIETE GENERALE 000000000 Dec 2022 15,565,000 New $15.4M — 0.29% DBT
71 COMMONWEALTH BANK AUST 000000000 Dec 2022 17,890,000 New $15.2M — 0.29% DBT
72 SOCIETE GENERALE 83368RBH4 Dec 2022 16,809,000 — $14.7M +3.2% 0.28% DBT
73 NATWEST GROUP PLC 000000000 Dec 2022 17,390,000 New $14.6M — 0.28% DBT
74 Fannie Mae 3140K3BF8 Dec 2022 15,595,132 -507,252 $14.5M -1.4% 0.28% ABS-MBS
75 CK HUTCHISON GROUP 000000000 Dec 2022 16,235,000 New $14.4M — 0.28% DBT
76 AMERICAN TOWER CORP 000000000 Dec 2022 16,895,000 New $14.4M — 0.28% DBT
77 Fannie Mae 3138MFS99 Dec 2022 15,045,259 -461,946 $14.1M -1.6% 0.27% ABS-MBS
78 VERIZON COMMUNICATIONS 000000000 Dec 2022 12,944,000 New $14.0M — 0.27% DBT
79 Pikes Peak CLO 72133CAA0 Dec 2022 14,278,908 — $14.0M +2.1% 0.27% ABS-CBDO
80 INTL BK RECON & DEVELOP 000000000 Dec 2022 14,647,000 New $13.9M — 0.27% DBT
81 UNICREDIT SPA 904678AU3 Dec 2022 15,592,000 — $13.8M +3.4% 0.26% DBT
82 Ashford Hospitality Trust 04410CAA7 Dec 2022 14,000,000 — $13.5M -0.6% 0.26% ABS-MBS
83 FISERV INC 000000000 Dec 2022 15,225,000 New $13.4M — 0.26% DBT
84 MORGAN STANLEY 000000000 Dec 2022 14,525,000 New $13.4M — 0.26% DBT
85 BHMS Mortgage Trust 05549GAA9 Dec 2022 13,883,886 — $13.3M -0.6% 0.26% ABS-MBS
86 AIB GROUP PLC 000000000 Dec 2022 14,715,000 New $13.3M — 0.26% DBT
87 JAPAN (20 YEAR ISSUE) 000000000 Dec 2022 1,984,250,000 New $13.2M — 0.25% DBT
88 ALTRIA GROUP INC 000000000 Dec 2022 14,933,000 New $13.2M — 0.25% DBT
89 Republic of Colombia 195325DL6 Dec 2022 14,793,000 +4,852,000 $13.1M +55.0% 0.25% DBT
90 HARLEY-DAVIDSON FINL SER 41283LBA2 Dec 2022 14,185,000 +4,404,000 $12.7M +51.1% 0.24% DBT
91 Voya Financial Inc 45685EAG1 Dec 2022 12,751,000 — $12.5M +0.0% 0.24% DBT
92 Freddie Mac - STACR 35564KMH9 Dec 2022 13,277,107 — $12.5M +4.8% 0.24% ABS-MBS
93 INTERNATIONAL FINANCE CORP 000000000 Dec 2022 18,234,000 New $12.5M — 0.24% DBT
94 Natixis Commercial Mortgage Securities 63875FAA4 Dec 2022 12,593,421 — $12.0M -2.8% 0.23% ABS-MBS
95 CREDIT SUISSE GROUP AG 225401AP3 Dec 2022 15,457,000 — $12.0M -1.9% 0.23% DBT
96 CANADIAN GOVERNMENT 135087N67 Dec 2022 17,213,000 — $12.0M +1.9% 0.23% DBT
97 BANCO BILBAO VIZCAYA ARG 05946KAG6 Dec 2022 12,400,000 — $11.9M +10.3% 0.23% DBT
98 EUROPEAN INVESTMENT BANK 000000000 Dec 2022 19,295,000 New $11.9M — 0.23% DBT
99 Freddie Mac 3133KGSG4 Dec 2022 12,797,405 -311,162 $11.9M -0.6% 0.23% ABS-MBS
100 BP CAPITAL MARKETS PLC 000000000 Dec 2022 12,390,000 New $11.4M — 0.22% DBT
101 ZF FINANCE GMBH 000000000 Dec 2022 13,000,000 New $11.4M — 0.22% DBT
102 REPUBLIC OF INDONESIA 000000000 Dec 2022 10,564,000 New $11.2M — 0.21% DBT
103 HP INC 40434LAN5 Dec 2022 11,648,000 — $11.0M +6.1% 0.21% DBT
104 FEDEX CORP 000000000 Dec 2022 12,816,000 New $10.9M — 0.21% DBT
105 TOTALENERGIES SE 000000000 Dec 2022 11,880,000 New $10.9M — 0.21% DBT
106 Freddie Mac - STACR 35564KKY4 Dec 2022 11,395,154 — $10.8M +4.7% 0.21% ABS-MBS
107 BARCLAYS PLC 06738EBX2 Dec 2022 11,342,000 — $10.7M +7.4% 0.20% DBT
108 ENI SPA 000000000 Dec 2022 12,030,000 New $10.7M — 0.20% DBT
109 IBERDROLA INTL BV 000000000 Dec 2022 11,700,000 New $10.6M — 0.20% DBT
110 STANDARD CHARTERED PLC 853254CG3 Dec 2022 12,199,000 — $10.6M +2.0% 0.20% DBT
111 REPUBLIC OF PANAMA 698299BT0 — 10,416,000 New $10.6M — 0.20% DBT
112 HSBC HOLDINGS PLC 404280DQ9 — 10,146,000 New $10.6M — 0.20% DBT
113 Fannie Mae 3140Q8QG3 Dec 2022 11,251,432 -231,937 $10.5M -0.7% 0.20% ABS-MBS
114 BELLEMEADE RE LT 07877GAC3 Dec 2022 10,500,000 — $10.4M +0.3% 0.20% ABS-MBS
115 UNITED KINGDOM GILT 000000000 Dec 2022 14,980,184 New $10.4M — 0.20% DBT
116 CHARLES SCHWAB CORP 808513BK0 Dec 2022 11,930,000 -5,280,000 $10.3M -27.1% 0.20% DBT
117 ENBRIDGE ENERGY PARTNERS 29250RAX4 Dec 2022 8,964,000 -23,000 $10.0M +3.1% 0.19% DBT
118 DEVON ENERGY CORPORATION 25179MAL7 Dec 2022 10,651,000 -160,000 $10.0M +2.5% 0.19% DBT
119 CAIXABANK SA 000000000 Dec 2022 10,300,000 New $9.8M — 0.19% DBT
120 JAPAN (30 YEAR ISSUE) 000000000 Dec 2022 1,468,300,000 New $9.7M — 0.19% DBT
121 ONEOK INC 682680BE2 Dec 2022 9,379,000 — $9.6M +3.9% 0.18% DBT
122 COMISION FEDERAL DE ELEC 200447AH3 Dec 2022 12,212,000 -358,000 $9.5M +5.2% 0.18% DBT
123 Standard Chartered PLC 853254AA8 Dec 2022 12,300,000 — $9.5M +2.2% 0.18% DBT
124 Intesa Sanpaolo SpA 46115HAT4 Dec 2022 9,793,000 — $9.5M +2.9% 0.18% DBT
125 SANTANDER UK GROUP HLDGS 80281LAS4 — 9,322,000 New $9.4M — 0.18% DBT
126 MDC Holdings Inc 552676AQ1 Dec 2022 11,397,000 — $9.3M +7.4% 0.18% DBT
127 Freddie Mac 3133A1B92 Dec 2022 10,022,019 -213,478 $9.3M -0.3% 0.18% ABS-MBS
128 CREDIT AGRICOLE ASSRNCES 000000000 Dec 2022 8,900,000 New $9.2M — 0.18% DBT
129 HSBC HOLDINGS PLC 404280DG1 Dec 2022 9,435,000 — $9.1M +2.6% 0.17% DBT
130 AUST & NZ BANKING GROUP 052528AK2 Dec 2022 9,412,000 — $9.0M +0.7% 0.17% DBT
131 RIMINI BIDCO SPA 000000000 Dec 2022 9,315,000 New $8.9M — 0.17% DBT
132 DANSKE BANK A/S 000000000 Dec 2022 10,211,000 New $8.9M — 0.17% DBT
133 WPC EUROBOND BV 000000000 Dec 2022 10,003,000 New $8.9M — 0.17% DBT
134 E.ON INTL FINANCE BV 000000000 Dec 2022 7,050,000 New $8.9M — 0.17% DBT
135 Fannie Mae 3140Q9T45 Dec 2022 9,016,170 -347,759 $8.9M -2.1% 0.17% ABS-MBS
136 Credit Suisse Group AG 000000000 Dec 2022 11,289,000 New $8.9M — 0.17% DBT
137 EUROPEAN INVESTMENT BANK 000000000 Dec 2022 15,292,000 New $8.9M — 0.17% DBT
138 BANK OF AMERICA CORP 000000000 Dec 2022 9,840,000 New $8.9M — 0.17% DBT
139 ORSTED A/S 000000000 Dec 2022 7,470,000 New $8.8M — 0.17% DBT
140 Octagon Loan Funding Ltd 67590RAY1 Dec 2022 8,983,928 — $8.8M +1.5% 0.17% ABS-CBDO
141 Fannie Mae 3138WPG65 Dec 2022 9,332,861 -345,337 $8.7M -2.1% 0.17% ABS-MBS
142 BRITISH AMERICAN TOBACCO 000000000 Dec 2022 10,456,000 New $8.7M — 0.17% DBT
143 MORGAN STANLEY 000000000 Dec 2022 7,920,000 New $8.6M — 0.17% DBT
144 THAMES WATER UTIL FIN 000000000 Dec 2022 6,730,000 New $8.6M — 0.16% DBT
145 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $8.5M — 0.16% DFE
146 ENTEGRIS ESCROW CORP 29365BAA1 Dec 2022 9,256,000 — $8.5M +3.1% 0.16% DBT
147 INTER-AMERICAN DEVEL BK 000000000 Dec 2022 12,339,000 New $8.4M — 0.16% DBT
148 Genworth Mortgage Insurance Corporation 89600HAA7 Dec 2022 8,582,227 -1,195,391 $8.4M -12.9% 0.16% ABS-MBS
149 KYNDRYL HOLDINGS INC 50155QAJ9 — 10,101,000 New $8.4M — 0.16% DBT
150 Rockford Tower CLO Ltd 77342KAA8 Dec 2022 8,500,000 — $8.3M +1.2% 0.16% ABS-CBDO
151 VERISURE HOLDING AB 000000000 Dec 2022 8,815,000 New $8.2M — 0.16% DBT
152 LIBERTY MUTUAL GROUP INC 000000000 Dec 2022 8,585,000 New $8.1M — 0.16% DBT
153 QUALCOMM INC 747525BT9 — 7,560,000 New $8.1M — 0.15% DBT
154 PVH CORP 000000000 Dec 2022 8,275,000 New $8.0M — 0.15% DBT
155 BPCE SA 05578QAD5 Dec 2022 8,251,000 — $7.9M +1.1% 0.15% DBT
156 BRITISH TELECOMMUNICATIO 111021AE1 Dec 2022 6,607,000 — $7.9M +3.2% 0.15% DBT
157 PLAINS ALL AMER PIPELINE 72650RBM3 — 9,014,000 New $7.8M — 0.15% DBT
158 ESSENTIAL PROPER 29670VAA7 Dec 2022 10,801,000 — $7.8M -0.7% 0.15% DBT
159 Natixis Commercial Mortgage Securities 63875LAA1 Dec 2022 8,113,245 — $7.7M -0.7% 0.15% ABS-MBS
160 AIRCASTLE LTD 00928QAU5 Dec 2022 9,362,000 — $7.7M +6.8% 0.15% DBT
161 Freddie Mac 3133A7S26 Dec 2022 8,845,266 -324,322 $7.6M -2.0% 0.15% ABS-MBS
162 TELUS CORP 87971MBX0 — 10,367,000 New $7.6M — 0.15% DBT
163 AUSTRALIAN GOVERNMENT 000000000 Dec 2022 14,094,000 New $7.6M — 0.15% DBT
164 JPMORGAN CHASE & CO 000000000 Dec 2022 7,804,000 New $7.6M — 0.15% DBT
165 TRANSCANADA PIPELINES 89353ZCK2 — 10,257,000 New $7.5M — 0.14% DBT
166 BELLEMEADE RE LT 07877BAE0 Dec 2022 7,582,122 -1,133,634 $7.5M -13.0% 0.14% ABS-MBS
167 DEUTSCHE BANK AG 000000000 Dec 2022 7,400,000 New $7.5M — 0.14% DBT
168 INTEL CORP 458140CC2 Dec 2022 8,442,000 — $7.4M +1.6% 0.14% DBT
169 UNICREDIT SPA 904678AY5 Dec 2022 9,762,000 -200,000 $7.4M +3.6% 0.14% DBT
170 Liberty Street Trust 902055AJ1 Dec 2022 9,097,970 — $7.4M -4.9% 0.14% ABS-MBS
171 ELECTRICITE DE FRANCE SA 000000000 Dec 2022 8,400,000 New $7.4M — 0.14% DBT
172 Standard Chartered Bank 000000000 Dec 2022 1 New $7.3M — 0.14% DFE
173 ICE Futures Europe - Financial Products Division 000000000 Dec 2022 -1,251 New $7.3M — 0.14% DIR
174 PROVINCE OF QUEBEC 74814ZFP3 Dec 2022 10,105,000 — $7.3M +1.1% 0.14% DBT
175 ADANI TRANS STEP-ONE LTD 000000000 Dec 2022 8,086,000 New $7.2M — 0.14% DBT
176 ROYAL CARIBBEAN CRUISES 780153BS0 Dec 2022 7,127,000 — $7.1M +3.3% 0.14% DBT
177 DEVELOPMENT BK OF JAPAN 000000000 Dec 2022 7,071,000 New $7.1M — 0.14% DBT
178 CONTINENTAL RESOURCES 212015AV3 Dec 2022 9,526,000 — $7.1M +1.6% 0.14% DBT
179 ENEL FINANCE INTL NV 29278GBA5 — 6,524,000 New $6.9M — 0.13% DBT
180 SBB TREASURY OYJ 000000000 Dec 2022 10,119,000 New $6.9M — 0.13% DBT
181 SYNCHRONY FINANCIAL 87165BAR4 Dec 2022 9,262,000 — $6.9M +4.9% 0.13% DBT
182 DISCOVERY COMMUNICATIONS 25470DAT6 Dec 2022 9,179,000 — $6.9M +1.0% 0.13% DBT
183 Fannie Mae - CAS 20754KAB7 Dec 2022 7,360,641 — $6.8M +4.0% 0.13% ABS-MBS
184 Freddie Mac 3132VMWS0 Dec 2022 6,880,888 -203,650 $6.8M -1.2% 0.13% ABS-MBS
185 DEXIA CREDIT LOCAL 000000000 Dec 2022 7,200,000 New $6.8M — 0.13% DBT
186 Eurex Deutschland 000000000 Dec 2022 -225 New $6.8M — 0.13% DIR
187 INTL BK RECON & DEVELOP 000000000 Dec 2022 7,398,000 New $6.7M — 0.13% DBT
188 BELLEMEADE RE LT 078777AA7 Dec 2022 7,224,702 — $6.7M +0.5% 0.13% ABS-MBS
189 DISH DBS CORP 25470XBE4 Dec 2022 7,940,000 -1,730,000 $6.7M -16.1% 0.13% DBT
190 ALLIANZ SE 000000000 Dec 2022 6,800,000 New $6.7M — 0.13% DBT
191 BOOKING HOLDINGS INC 000000000 Dec 2022 6,154,000 New $6.6M — 0.13% DBT
192 VAR ENERGI ASA 92212WAD2 — 6,537,000 New $6.6M — 0.13% DBT
193 DANSKE BANK A/S 23636ABC4 Dec 2022 7,178,000 +831,000 $6.6M +16.2% 0.13% DBT
194 EUROPEAN INVESTMENT BANK 000000000 Dec 2022 9,991,000 New $6.5M — 0.13% DBT
195 CONTINENTAL RESOURCES 212015AT8 Dec 2022 6,979,000 — $6.5M +3.1% 0.12% DBT
196 CIE FINANCEMENT FONCIER 000000000 Dec 2022 6,800,000 New $6.5M — 0.12% DBT
197 NETFLIX INC 000000000 Dec 2022 6,300,000 New $6.5M — 0.12% DBT
198 UBS AG 000000000 Dec 2022 1 New $6.5M — 0.12% DFE
199 OMEGA HLTHCARE INVESTORS 681936BN9 Dec 2022 8,923,000 — $6.5M +2.1% 0.12% DBT
200 VIVION INVESTMENTS 000000000 Dec 2022 7,700,000 New $6.4M — 0.12% DBT
201 Freddie Mac - STACR 35564KNK1 Dec 2022 6,763,257 -247,865 $6.4M -5.4% 0.12% ABS-MBS
202 Nelnet Student Loan Trust 64035GAC3 Dec 2022 8,191,104 — $6.4M -0.1% 0.12% ABS-O
203 CNH Equipment Trust 12664JAB6 — 6,259,000 New $6.3M — 0.12% ABS-O
204 NETFLIX INC 000000000 Dec 2022 5,971,000 New $6.2M — 0.12% DBT
205 BELL CANADA 07813ZCK8 — 7,893,000 New $6.1M — 0.12% DBT
206 Freddie Mac - STACR 35564KNS4 Dec 2022 6,918,995 — $6.1M +3.8% 0.12% ABS-MBS
207 Banc of America Merrill Lynch Large Loan Inc 054966AA4 Dec 2022 6,275,000 — $5.9M +0.0% 0.11% ABS-MBS
208 JPMBB Commercial Mortgage Securities Trust 46642EBD7 Dec 2022 6,329,087 — $5.9M +0.4% 0.11% ABS-MBS
209 MOTION FINCO SARL 000000000 Dec 2022 5,545,000 New $5.9M — 0.11% DBT
210 COOPERATIEVE RABOBANK UA 000000000 Dec 2022 6,200,000 New $5.9M — 0.11% DBT
211 AIRCASTLE LTD 00928QAT8 Dec 2022 6,102,000 — $5.9M +2.2% 0.11% DBT
212 CITIGROUP INC 172967NB3 Dec 2022 7,121,000 — $5.9M +3.1% 0.11% DBT
213 HSBC HOLDINGS PLC 404280CN7 — 7,312,000 New $5.7M — 0.11% DBT
214 SLM CORP 78442PGD2 Dec 2022 6,276,000 — $5.7M +1.5% 0.11% DBT
215 VAR ENERGI ASA 92212WAE0 — 5,514,000 New $5.7M — 0.11% DBT
216 HPEFS Equipment Trust 403951AB2 — 5,685,000 New $5.7M — 0.11% ABS-O
217 STONEGATE PUB FIN 000000000 Dec 2022 5,175,000 New $5.7M — 0.11% DBT
218 BELLEMEADE RE LT 07877BAG5 Dec 2022 5,800,000 — $5.6M -0.1% 0.11% ABS-MBS
219 DEVELOPMENT BK OF JAPAN 000000000 Dec 2022 5,600,000 New $5.6M — 0.11% DBT
220 NATIONWIDE MUTUAL INSURA 638671AK3 Dec 2022 4,295,000 — $5.6M +0.9% 0.11% DBT
221 NATURA &CO LUX HLD SARL 000000000 Dec 2022 6,337,000 New $5.5M — 0.11% DBT
222 Fannie Mae 3140H9JN4 Dec 2022 5,566,279 -188,103 $5.5M -1.6% 0.11% ABS-MBS
223 ENERGIAS DE PORTUGAL SA 000000000 Dec 2022 6,200,000 New $5.4M — 0.10% DBT
224 NEW MOUNTAIN CLO LTD 647550AC6 Dec 2022 5,733,516 — $5.4M +2.4% 0.10% ABS-CBDO
225 Intesa Sanpaolo SpA 46115HAW7 Dec 2022 5,580,000 — $5.4M +5.5% 0.10% DBT
226 DISH DBS CORP 25470XBF1 Dec 2022 6,707,000 — $5.4M +5.9% 0.10% DBT
227 INVESCO CLO 2021-1, Ltd 46090XAA9 — 5,500,000 New $5.3M — 0.10% ABS-CBDO
228 Bank of America, National Association 000000000 Dec 2022 1 New $5.3M — 0.10% DFE
229 DEUTSCHE TELEKOM INT FIN 000000000 Dec 2022 3,702,000 New $5.3M — 0.10% DBT
230 AVIATION CAPITAL GROUP 05369AAH4 Dec 2022 5,268,000 — $5.2M +1.4% 0.10% DBT
231 COOPERATIEVE RABOBANK UA 000000000 Dec 2022 5,600,000 New $5.1M — 0.10% DBT
232 BNP PARIBAS 05565AM34 Dec 2022 5,120,000 -2,647,000 $5.1M -29.2% 0.10% DBT
233 Santander Bank Auto Credit-Linked Notes 80290CAX2 Dec 2022 5,098,159 -866,081 $5.1M -15.0% 0.10% ABS-O
234 BHP Trust 05550TAE9 Dec 2022 5,180,000 — $5.0M +0.3% 0.10% ABS-MBS
235 BELLEMEADE RE LT 07876LAC3 Dec 2022 4,951,104 -724,763 $4.9M -12.7% 0.09% ABS-MBS
236 AutoNation Inc 05329WAP7 Dec 2022 5,371,000 — $4.9M +2.5% 0.09% DBT
237 Eagle Re 2018-1 Ltd. 269826AA1 Dec 2022 4,842,812 — $4.8M +0.5% 0.09% ABS-MBS
238 SANTANDER HOLDINGS USA 80282KBC9 Dec 2022 5,605,000 — $4.8M +3.3% 0.09% DBT
239 ALLWYN ENTERTAINMENT FIN /EUR/ REGD 000000000 Dec 2022 4,602,000 New $4.8M — 0.09% DBT
240 LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) 000000000 Dec 2022 5,086,837 New $4.8M — 0.09% LON
241 DNB BOLIGKREDITT AS 000000000 Dec 2022 4,751,000 New $4.8M — 0.09% DBT
242 GS Mortgage Securities Trust 36259NAG6 Dec 2022 5,035,000 — $4.8M -0.1% 0.09% ABS-MBS
243 Marlette Funding Trust 57107LAA3 Dec 2022 4,772,907 -1,213,391 $4.7M -20.6% 0.09% ABS-O
244 ELECTRICITE DE FRANCE SA 000000000 Dec 2022 3,890,000 New $4.7M — 0.09% DBT
245 WESTERN DIGITAL CORP 958102AR6 Dec 2022 6,522,000 -793,000 $4.7M -6.1% 0.09% DBT
246 PMT CREDIT RISK TRANSFER TRUST 69345WAA6 Dec 2022 4,847,528 -197,240 $4.6M -4.2% 0.09% ABS-MBS
247 LLOYDS BANKING GROUP PLC 539439AW9 — 4,370,000 New $4.6M — 0.09% DBT
248 BELLEMEADE RE LT 07877KAE0 Dec 2022 4,572,192 -203,852 $4.6M -4.0% 0.09% ABS-MBS
249 INEOS QUATTRO FINANCE 2 000000000 Dec 2022 5,045,000 New $4.6M — 0.09% DBT
250 REPUBLIC OF INDONESIA 000000000 Dec 2022 5,330,000 New $4.6M — 0.09% DBT
251 Radnor Re LTD 75049SAB9 Dec 2022 4,623,255 — $4.6M +0.1% 0.09% ABS-MBS
252 INTL BK RECON & DEVELOP 000000000 Dec 2022 6,993,000 New $4.5M — 0.09% DBT
253 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $4.5M — 0.09% DFE
254 HEATHROW FUNDING LTD 000000000 Dec 2022 3,638,000 New $4.5M — 0.09% DBT
255 NORDIC INVESTMENT BANK 000000000 Dec 2022 6,590,000 New $4.5M — 0.09% DBT
256 GLP CAPITAL LP / FIN II 361841AR0 Dec 2022 5,638,000 — $4.5M +6.7% 0.09% DBT
257 Peace Park CLO, Ltd. 70470MAC9 Dec 2022 4,620,000 — $4.5M +1.5% 0.09% ABS-CBDO
258 CARNIVAL CORP 143658BQ4 Dec 2022 5,542,000 — $4.5M +0.8% 0.09% DBT
259 TIAA CLO Ltd 88631YAA5 Dec 2022 4,510,000 — $4.5M +1.1% 0.09% ABS-CBDO
260 REPUBLIC OF AUSTRIA 000000000 Dec 2022 5,136,000 New $4.4M — 0.08% DBT
261 Balboa Bay Loan Funding Ltd 05766EAA0 — 4,500,000 New $4.4M — 0.08% ABS-CBDO
262 BNG BANK NV 000000000 Dec 2022 4,715,000 New $4.4M — 0.08% DBT
263 Suncor Energy Inc 867229AE6 Dec 2022 4,255,000 — $4.4M +4.1% 0.08% DBT
264 NATIONWIDE BLDG SOCIETY 000000000 Dec 2022 4,570,000 New $4.4M — 0.08% DBT
265 AIRCASTLE LTD 00928QAS0 Dec 2022 4,586,000 — $4.3M +5.0% 0.08% DBT
266 DISCOVER FINANCIAL SVS 254709AS7 — 4,179,000 New $4.3M — 0.08% DBT
267 CIA DE MINAS BUENAVENTUR 204448AA2 Dec 2022 4,883,000 — $4.2M +3.2% 0.08% DBT
268 Freddie Mac Pool 3133A7NJ4 Dec 2022 4,804,927 -140,389 $4.2M -1.4% 0.08% ABS-MBS
269 NATIONWIDE BLDG SOCIETY 63861VAF4 Dec 2022 4,664,000 — $4.1M +2.0% 0.08% DBT
270 WARNERMEDIA HOLDINGS INC 55903VAG8 Dec 2022 4,535,000 — $4.1M +0.6% 0.08% DBT
271 Freddie Mac - STACR 3137G0AD1 Dec 2022 4,010,129 -117,344 $4.1M -2.8% 0.08% ABS-MBS
272 NAC AVIATION 29 DAC 62877CAA1 Dec 2022 4,914,328 — $4.0M -1.8% 0.08% DBT
273 CARNIVAL PLC 000000000 Dec 2022 9,042,000 New $4.0M — 0.08% DBT
274 KFW 000000000 Dec 2022 6,008,000 New $4.0M — 0.08% DBT
275 REPUBLIC OF AUSTRIA 000000000 Dec 2022 4,212,000 New $3.9M — 0.07% DBT
276 Suncor Energy Inc 86722TAB8 Dec 2022 3,654,000 — $3.8M +3.0% 0.07% DBT
277 Eurex Deutschland 000000000 Dec 2022 -952 New $3.8M — 0.07% DIR
278 LEVIATHAN BOND LTD 000000000 Dec 2022 3,834,559 New $3.7M — 0.07% DBT
279 KFW 000000000 Dec 2022 6,000,000 New $3.7M — 0.07% DBT
280 Eurex Deutschland 000000000 Dec 2022 -398 New $3.7M — 0.07% DIR
281 Bank of America, National Association 000000000 Dec 2022 1 New $3.6M — 0.07% DFE
282 Eurex Deutschland 000000000 Dec 2022 -380 New $3.6M — 0.07% DIR
283 Eagle Re Ltd 26982AAB0 Dec 2022 3,700,005 — $3.6M +0.2% 0.07% ABS-MBS
284 ANNINGTON FUNDING PLC 000000000 Dec 2022 3,571,000 New $3.6M — 0.07% DBT
285 MUNICH RE 000000000 Dec 2022 3,700,000 New $3.5M — 0.07% DBT
286 HSBC Bank USA, National Association 000000000 Dec 2022 1 New $3.5M — 0.07% DFE
287 CREDIT SUISSE GROUP AG 225401AY4 Dec 2022 3,735,000 +2,110,000 $3.5M +122.9% 0.07% DBT
288 KOMMUNALBANKEN AS 000000000 Dec 2022 5,050,000 New $3.4M — 0.07% DBT
289 SWEDBANK AB 000000000 Dec 2022 3,600,000 New $3.4M — 0.07% DBT
290 Japan Treasury Discount Bill 000000000 Dec 2022 449,400,000 New $3.4M — 0.07% STIV
291 OCP CLO Ltd 671078AN3 Dec 2022 3,453,072 — $3.4M +1.2% 0.06% ABS-CBDO
292 VOLKSWAGEN INTL FIN NV 000000000 Dec 2022 3,400,000 New $3.4M — 0.06% DBT
293 DANSKE BANK A/S 23636AAV3 Dec 2022 3,465,000 — $3.2M +0.3% 0.06% DBT
294 Freddie Mac - STACR 35564KHE2 Dec 2022 3,286,413 -231,915 $3.2M -5.7% 0.06% ABS-MBS
295 CON EDISON CO OF NY INC 209111FQ1 — 3,822,000 New $3.2M — 0.06% DBT
296 Marathon Petroleum Corp 56585AAF9 Dec 2022 3,097,000 — $3.2M +4.2% 0.06% DBT
297 ACU PETROLEO LUXEMBOURG 00110RAA5 Dec 2022 3,453,000 — $3.1M +14.2% 0.06% DBT
298 ALBERTSONS COS/SAFEWAY 013092AD3 Dec 2022 3,143,000 — $3.1M +0.3% 0.06% DBT
299 IMPERIAL BRANDS FIN NETH 000000000 Dec 2022 4,161,000 New $3.1M — 0.06% DBT
300 ENTERGY ARKANSAS LLC 29366MAC2 — 4,412,000 New $3.1M — 0.06% DBT
301 BRASKEM IDESA SAPI 10554NAB4 Dec 2022 4,279,000 — $3.0M +7.5% 0.06% DBT
302 WEIBO CORP 948596AE1 Dec 2022 3,992,000 -2,807,000 $3.0M -39.3% 0.06% DBT
303 ADANI GREEN ENERGY LTD 000000000 Dec 2022 3,315,000 New $3.0M — 0.06% DBT
304 UNITED KINGDOM GILT 000000000 Dec 2022 4,546,656 New $3.0M — 0.06% DBT
305 Freddie Mac - STACR 3137G0EW5 Dec 2022 2,936,683 -464,630 $3.0M -13.6% 0.06% ABS-MBS
306 BNP PARIBAS 000000000 Dec 2022 3,804,000 New $2.9M — 0.06% DBT
307 DISCOVERY COMMUNICATIONS 25470DBG3 Dec 2022 3,856,000 — $2.9M +1.3% 0.06% DBT
308 United States Treasury 912810RP5 Dec 2022 3,529,000 — $2.9M -0.8% 0.06% DBT
309 ROYAL BANK OF CANADA 000000000 Dec 2022 3,100,000 New $2.9M — 0.06% DBT
310 TOTALENERGIES SE 000000000 Dec 2022 3,313,000 New $2.9M — 0.06% DBT
311 SBA Tower Trust 78403DAH3 Dec 2022 3,008,000 — $2.9M -1.2% 0.06% ABS-O
312 CEDACRI MERGECO SPA 000000000 Dec 2022 2,835,000 New $2.8M — 0.05% DBT
313 Fannie Mae 31417EJG7 Dec 2022 2,981,839 -116,001 $2.8M -2.2% 0.05% ABS-MBS
314 COMISION FEDERAL DE ELEC 000000000 Dec 2022 3,440,800 New $2.8M — 0.05% DBT
315 GRIFOLS SA 000000000 Dec 2022 2,746,000 New $2.8M — 0.05% DBT
316 ECOPETROL SA 279158AQ2 — 4,101,000 New $2.8M — 0.05% DBT
317 NATWEST GROUP PLC 639057AG3 — 2,612,000 New $2.7M — 0.05% DBT
318 ENBRIDGE INC 29251ZBW6 — 3,461,000 New $2.7M — 0.05% DBT
319 EQT CORP 26884LAQ2 Dec 2022 2,688,000 — $2.7M +1.3% 0.05% DBT
320 VIVION INVESTMENTS 000000000 Dec 2022 3,300,000 New $2.6M — 0.05% DBT
321 DELL INT LLC / EMC CORP 24703TAK2 Dec 2022 2,243,000 — $2.6M +5.9% 0.05% DBT
322 Citigroup Inc 172967JM4 Dec 2022 2,793,000 — $2.6M +0.4% 0.05% DBT
323 Fannie Mae 31417DRX3 Dec 2022 2,729,199 -91,229 $2.6M -1.9% 0.05% ABS-MBS
324 ENBRIDGE PIPELINES INC 29250ZAZ1 — 4,087,000 New $2.5M — 0.05% DBT
325 WYNN MACAU LTD 98313RAH9 Dec 2022 2,980,000 — $2.5M +26.1% 0.05% DBT
326 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $2.5M — 0.05% DFE
327 GS Mortgage Securities Trust 36197QAC3 Dec 2022 2,526,370 -42,389 $2.5M -1.5% 0.05% ABS-MBS
328 STUDIO CITY FINANCE LTD 86389QAF9 Dec 2022 3,265,000 — $2.5M +58.9% 0.05% DBT
329 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $2.4M — 0.05% DFE
330 BNP Paribas SA 000000000 Dec 2022 1 New $2.4M — 0.05% DFE
331 UMBS, TBA 01F022618 — 2,749,892 New $2.3M — 0.04% ABS-MBS
332 CAIXABANK SA 000000000 Dec 2022 2,200,000 New $2.3M — 0.04% DBT
333 WESTERN DIGITAL CORP 958102AQ8 Dec 2022 3,007,000 +774,000 $2.3M +34.0% 0.04% DBT
334 MT LOGAN SPECIAL INVESTMENT SERIES 2 DECEMBER 2021 000000000 Dec 2022 2,703 New $2.3M — 0.04% EC
335 HSBC Bank USA, National Association 000000000 Dec 2022 1 New $2.2M — 0.04% DFE
336 Fannie Mae - CAS 20754CAB5 Dec 2022 2,258,600 -191,254 $2.2M -7.1% 0.04% ABS-MBS
337 AIR LEASE CORP 00914AAQ5 Dec 2022 2,747,000 — $2.2M +4.7% 0.04% DBT
338 Fannie Mae - CAS 30711XCB8 Dec 2022 2,116,918 -258,547 $2.2M -11.0% 0.04% ABS-MBS
339 CHARTER COMM OPT LLC/CAP 161175BL7 Dec 2022 2,760,000 — $2.2M +2.3% 0.04% DBT
340 EUROPEAN INVESTMENT BANK 000000000 Dec 2022 3,200,000 New $2.1M — 0.04% DBT
341 QUEENSLAND TREASURY CORP 000000000 Dec 2022 3,061,000 New $2.1M — 0.04% DBT
342 VOLKSWAGEN INTL FIN NV 000000000 Dec 2022 2,100,000 New $2.1M — 0.04% DBT
343 NATL GRID ELECT TRANS 000000000 Dec 2022 2,148,000 New $2.1M — 0.04% DBT
344 CADENT FINANCE PLC 000000000 Dec 2022 2,350,000 New $2.0M — 0.04% DBT
345 AES PANAMA GENERATION HL 00109AAB3 Dec 2022 2,235,000 — $1.9M +9.5% 0.04% DBT
346 Standard Chartered Bank 000000000 Dec 2022 1 New $1.9M — 0.04% DFE
347 Standard Chartered Bank 000000000 Dec 2022 1 New $1.9M — 0.04% DFE
348 Natwest Markets PLC 000000000 Dec 2022 1 New $1.9M — 0.04% DFE
349 Marathon Oil Corp 565849AP1 Dec 2022 1,953,000 +1,863,000 $1.9M +2118.4% 0.04% DBT
350 AVIATION CAPITAL GROUP 05369AAF8 Dec 2022 1,889,000 — $1.8M +1.0% 0.04% DBT
351 NATIONAL GRID PLC 000000000 Dec 2022 1,500,000 New $1.8M — 0.04% DBT
352 Freddie Mac - STACR 35565LAH9 Dec 2022 1,809,296 -107,522 $1.8M -5.9% 0.04% ABS-MBS
353 PARAMOUNT GLOBAL 92556HAD9 Dec 2022 2,223,000 — $1.8M +0.9% 0.03% DBT
354 Bank of America, National Association 000000000 Dec 2022 1 New $1.8M — 0.03% DFE
355 AVIATION CAPITAL GROUP 05369AAL5 Dec 2022 2,125,000 — $1.8M +4.3% 0.03% DBT
356 NORDIC AVIATION COMMON STOCK 000000000 Dec 2022 86,655 New $1.7M — 0.03% EC
357 Fannie Mae - CAS 30711XAT1 Dec 2022 1,703,000 -151,120 $1.7M -8.4% 0.03% ABS-MBS
358 COMM Mortgage Trust 12624PAS4 Dec 2022 2,322,000 — $1.7M -6.6% 0.03% ABS-MBS
359 Radnor Re LTD 75049TAB7 Dec 2022 1,662,060 -1,631,309 $1.7M -49.5% 0.03% ABS-MBS
360 ALLIANZ SE 000000000 Dec 2022 1,900,000 New $1.6M — 0.03% DBT
361 INTER-AMERICAN DEVEL BK 000000000 Dec 2022 2,485,000 New $1.6M — 0.03% DBT
362 AVIATION CAPITAL GROUP 05369AAK7 Dec 2022 1,832,000 -133,000 $1.6M -3.3% 0.03% DBT
363 Fannie Mae 3138EHUP5 Dec 2022 1,687,649 -44,799 $1.6M -2.9% 0.03% ABS-MBS
364 INTER-AMERICAN DEVEL BK 000000000 Dec 2022 2,505,000 New $1.6M — 0.03% DBT
365 NISSAN MOTOR ACCEPTANCE 65480CAC9 — 1,878,000 New $1.6M — 0.03% DBT
366 Fannie Mae - CAS 30711XAX2 Dec 2022 1,527,117 -104,189 $1.5M -7.3% 0.03% ABS-MBS
367 GLENCORE CAP FIN DAC 000000000 Dec 2022 1,734,000 New $1.5M — 0.03% DBT
368 BELL CANADA 07813ZCG7 — 2,381,000 New $1.5M — 0.03% DBT
369 L Street Securities 46645DAB1 Dec 2022 1,548,610 -52,822 $1.5M -3.1% 0.03% ABS-MBS
370 Balboa Bay Loan Funding Ltd 05765XAE1 Dec 2022 1,600,000 — $1.5M +2.0% 0.03% ABS-CBDO
371 Fannie Mae - CAS 30711XYW8 Dec 2022 1,487,054 — $1.5M +2.1% 0.03% ABS-MBS
372 Fannie Mae - CAS 30711XAP9 Dec 2022 1,378,081 -67,290 $1.4M -5.3% 0.03% ABS-MBS
373 Air Lease Corp 00912XBF0 Dec 2022 1,502,000 -365,000 $1.4M -15.9% 0.03% DBT
374 COMISION FEDERAL DE ELEC 200447AL4 Dec 2022 1,568,000 +558,000 $1.4M +63.9% 0.03% DBT
375 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $1.4M — 0.03% DFE
376 ECOPETROL SA 279158AN9 — 1,505,000 New $1.4M — 0.03% DBT
377 REPUBLIC OF PHILIPPINES 718286CN5 Dec 2022 1,660,000 — $1.3M +5.2% 0.03% DBT
378 Standard Chartered Bank 000000000 Dec 2022 1 New $1.3M — 0.02% DFE
379 PNC FINANCIAL SERVICES 693475AK1 Dec 2022 1,214,000 — $1.2M +0.4% 0.02% DBT
380 SANTANDER UK GROUP HLDGS 000000000 Dec 2022 1,438,000 New $1.2M — 0.02% DBT
381 IRB Holding Corp. (aka Arby's / Buffalo Wild Wings) 000000000 Dec 2022 1,201,346 New $1.2M — 0.02% LON
382 AVIATION CAPITAL GROUP 05369AAA9 Dec 2022 1,342,000 — $1.2M +5.3% 0.02% DBT
383 BELLEMEADE RE LT 07877GAB5 Dec 2022 1,161,977 -1,053,500 $1.2M -47.5% 0.02% ABS-MBS
384 BP CAPITAL MARKETS PLC 000000000 Dec 2022 1,179,000 New $1.2M — 0.02% DBT
385 OMEGA HLTHCARE INVESTORS 681936BL3 Dec 2022 1,382,000 — $1.1M +1.0% 0.02% DBT
386 Synchrony Financial 87165BAM5 Dec 2022 1,270,000 — $1.1M +2.4% 0.02% DBT
387 INTESA SANPAOLO SPA 46115HBU0 — 1,087,000 New $1.1M — 0.02% DBT
388 AUTONATION INC 05329WAQ5 Dec 2022 1,223,000 +501,000 $1.1M +72.3% 0.02% DBT
389 ONEOK INC 682680BG7 — 1,082,000 New $1.1M — 0.02% DBT
390 Fannie Mae - CAS 30711XBF0 Dec 2022 1,025,663 -52,881 $1.1M -3.1% 0.02% ABS-MBS
391 TERRAFORM GLOBAL OPERATI 88104UAC7 Dec 2022 1,155,000 — $1.1M -1.1% 0.02% DBT
392 STATE OF QATAR 000000000 Dec 2022 1,110,000 New $1.1M — 0.02% DBT
393 Citibank, National Association 000000000 Dec 2022 1 New $1.0M — 0.02% DFE
394 Bank of America Corp 06051GHP7 Dec 2022 930,000 — $992K -2.3% 0.02% DBT
395 Fannie Mae 31416BL55 Dec 2022 894,046 -35,327 $923K -3.3% 0.02% ABS-MBS
396 SAUDI ARABIAN OIL CO 000000000 Dec 2022 1,100,000 New $899K — 0.02% DBT
397 Citigroup Inc 172967GD7 Dec 2022 903,000 -481,000 $897K -34.5% 0.02% DBT
398 JSW HYDRO ENERGY LTD 000000000 Dec 2022 1,070,850 New $891K — 0.02% DBT
399 SA GLOBAL SUKUK LTD 000000000 Dec 2022 1,000,000 New $891K — 0.02% DBT
400 FIDELITY NATL INFO SERV 000000000 Dec 2022 903,000 New $880K — 0.02% DBT
401 AVIATION CAPITAL GROUP 05367AAH6 Dec 2022 926,000 — $872K +0.9% 0.02% DBT
402 Republic of Panama 698299BF0 Dec 2022 920,000 — $868K +4.1% 0.02% DBT
403 EQUATE PETROCHEMICAL BV 000000000 Dec 2022 1,000,000 New $868K — 0.02% DBT
404 Freddie Mac - STACR 35564KMA4 — 882,579 New $867K — 0.02% ABS-MBS
405 Australia And New Zealand Banking Group Limited 000000000 Dec 2022 1 New $861K — 0.02% DFE
406 Fannie Mae - CAS 20754RAB2 Dec 2022 878,318 — $856K +3.0% 0.02% ABS-MBS
407 SABIC CAPITAL I BV 000000000 Dec 2022 1,020,000 New $855K — 0.02% DBT
408 REPUBLIC OF INDONESIA 455780CY0 Dec 2022 1,030,000 — $855K +5.7% 0.02% DBT
409 Credit Suisse International 000000000 Dec 2022 1 New $855K — 0.02% DFE
410 SANDS CHINA LTD 80007RAS4 Dec 2022 1,060,000 — $838K +9.6% 0.02% DBT
411 CLOVERIE PLC ZURICH INS 000000000 Dec 2022 859,000 New $838K — 0.02% DBT
412 PETRONAS CAPITAL LTD 000000000 Dec 2022 1,000,000 New $826K — 0.02% DBT
413 AIB Group PLC 00135TAB0 Dec 2022 853,000 — $825K +0.8% 0.02% DBT
414 ENA MASTER TRUST 29249BAA3 Dec 2022 1,226,000 — $822K -8.8% 0.02% DBT
415 Fannie Mae 3138WQKW1 Dec 2022 876,042 -11,495 $821K +0.2% 0.02% ABS-MBS
416 Fannie Mae - CAS 30711XBU7 Dec 2022 762,125 -89,213 $810K -7.8% 0.02% ABS-MBS
417 PROSUS NV 000000000 Dec 2022 970,000 New $804K — 0.02% DBT
418 VOLCAN CIA MINERA SAA-CM 92863UAB2 Dec 2022 927,000 — $797K +5.0% 0.02% DBT
419 BAT INTL FINANCE PLC 05530QAP5 Dec 2022 852,000 +617,000 $788K +275.1% 0.02% DBT
420 TRANSPRTDRA DE GAS INTL 000000000 Dec 2022 850,000 New $782K — 0.01% DBT
421 SAUDI INTERNATIONAL BOND 000000000 Dec 2022 970,000 New $760K — 0.01% DBT
422 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $760K — 0.01% DFE
423 HSBC Bank USA, National Association 000000000 Dec 2022 1 New $757K — 0.01% DFE
424 Air Lease Corp 00912XAV6 Dec 2022 827,000 — $754K +2.9% 0.01% DBT
425 NATWEST GROUP PLC 78009PEH0 Dec 2022 791,000 — $744K +2.8% 0.01% DBT
426 INTERCORP FIN SER INC 000000000 Dec 2022 840,000 New $737K — 0.01% DBT
427 Countrywide Alternative Loan Trust 02146TAQ0 Dec 2022 1,306,924 -20,447 $737K -3.9% 0.01% ABS-MBS
428 GLOBO COMMUNICACOES PART 37959DAB0 Dec 2022 879,000 — $733K +10.8% 0.01% DBT
429 LIMA METRO LINE 2 FIN LT 000000000 Dec 2022 752,236 New $729K — 0.01% DBT
430 Wyeth LLC 983024AN0 Dec 2022 673,000 — $727K +2.7% 0.01% DBT
431 Freddie Mac - STACR 35564KKR9 Dec 2022 730,166 — $717K +0.4% 0.01% ABS-MBS
432 Freddie Mac - STACR 35564TAH3 Dec 2022 725,159 -51,492 $711K -7.2% 0.01% ABS-MBS
433 FIDELITY NATL INFO SERV 000000000 Dec 2022 791,000 New $703K — 0.01% DBT
434 Wells Fargo Mortgage Backed Securities Trust 94986KAA4 Dec 2022 809,061 -25,077 $700K -8.0% 0.01% ABS-MBS
435 BPCE SA 05578QAC7 Dec 2022 719,000 +249,000 $699K +53.1% 0.01% DBT
436 HKT CAPITAL NO 4 LTD 000000000 Dec 2022 760,000 New $699K — 0.01% DBT
437 TARGA RESOURCES CORP 87612KAC6 Dec 2022 722,000 — $687K +4.4% 0.01% DBT
438 PT PERTAMINA (PERSERO) 69370RAK3 Dec 2022 770,000 — $682K +3.2% 0.01% DBT
439 BNP Paribas SA 000000000 Dec 2022 1 New $681K — 0.01% DFE
440 Kings Park CLO Ltd 496094AA1 Dec 2022 700,000 — $680K +1.9% 0.01% ABS-CBDO
441 AGL CLO 16 LTD 00120LAA6 Dec 2022 700,000 — $678K +2.4% 0.01% ABS-CBDO
442 LEAR CORP 521865BB0 Dec 2022 802,000 — $678K +3.4% 0.01% DBT
443 SHINHAN BANK 82460EAN0 Dec 2022 760,000 — $672K -2.5% 0.01% DBT
444 TENCENT HOLDINGS LTD 88032XAU8 Dec 2022 820,000 — $670K +3.9% 0.01% DBT
445 PLDT INC 000000000 Dec 2022 870,000 New $670K — 0.01% DBT
446 IBM CORP 459200JZ5 Dec 2022 700,000 -4,000 $666K +0.4% 0.01% DBT
447 JPMORGAN CHASE & CO 46647PCW4 Dec 2022 720,000 — $652K +2.1% 0.01% DBT
448 CNAC HK FINBRIDGE CO LTD 000000000 Dec 2022 800,000 New $651K — 0.01% DBT
449 CK HUTCHISON INTNTL 21 000000000 Dec 2022 790,000 New $648K — 0.01% DBT
450 STANDARD CHARTERED PLC 85325WAA6 Dec 2022 693,000 +213,000 $645K +46.0% 0.01% DBT
451 NATIONAL CENTRAL COOLING 000000000 Dec 2022 730,000 New $643K — 0.01% DBT
452 KOOKMIN BANK 50050HAN6 Dec 2022 810,000 — $641K +2.8% 0.01% DBT
453 AMGEN INC 031162DK3 Dec 2022 720,000 — $641K +1.1% 0.01% DBT
454 Minejesa Capital BV 000000000 Dec 2022 730,000 New $635K — 0.01% DBT
455 OOREDOO INTL FINANCE 000000000 Dec 2022 740,000 New $635K — 0.01% DBT
456 TRUST FIBRAUNO 000000000 Dec 2022 735,000 New $630K — 0.01% DBT
457 CONTEMPRY RUIDNG DEVELOP 000000000 Dec 2022 800,000 New $628K — 0.01% DBT
458 COMETA ENERGIA SA 000000000 Dec 2022 651,320 New $616K — 0.01% DBT
459 STANDARD CHARTERED PLC 853254CL2 — 595,000 New $614K — 0.01% DBT
460 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $607K — 0.01% DFE
461 HSBC HOLDINGS PLC 404280DE6 Dec 2022 619,000 — $601K +1.4% 0.01% DBT
462 BRISTOL-MYERS SQUIBB CO 110122DP0 — 703,000 New $601K — 0.01% DBT
463 Barclays PLC 06738EAW5 — 650,000 New $599K — 0.01% DBT
464 JT INTL FIN SERVICES BV 480914AA8 — 563,000 New $597K — 0.01% DBT
465 FED CAISSES DESJARDINS 31429KAH6 Dec 2022 618,000 — $593K +1.6% 0.01% DBT
466 ALIMENTATION COUCHE-TARD 01626PAH9 Dec 2022 643,000 — $593K +3.2% 0.01% DBT
467 GOLDMAN SACHS GROUP INC 38141GZH0 — 619,000 New $592K — 0.01% DBT
468 Pfizer Inc 717081CY7 Dec 2022 488,000 — $592K +1.9% 0.01% DBT
469 FIDELITY NATL INFO SERV 31620MBV7 Dec 2022 603,000 — $592K +0.2% 0.01% DBT
470 REPUBLIC OF CHILE 168863DS4 Dec 2022 825,000 — $592K +5.8% 0.01% DBT
471 BOC Aviation Ltd 09681MAB4 Dec 2022 620,000 — $591K +0.9% 0.01% DBT
472 ARCHER-DANIELS-MIDLAND C 039483BL5 Dec 2022 636,000 +60,000 $590K +11.4% 0.01% DBT
473 BRANDYWINE OPER PARTNERS 105340AR4 — 601,000 New $590K — 0.01% DBT
474 FLEX LTD 33938XAE5 — 591,000 New $590K — 0.01% DBT
475 FERGUSON FINANCE PLC 314890AC8 Dec 2022 624,000 — $590K +0.6% 0.01% DBT
476 SOUTHERN CAL EDISON 842400HP1 Dec 2022 602,000 — $590K +0.5% 0.01% DBT
477 VITERRA FINANCE BV 92852LAC3 Dec 2022 625,000 — $590K +1.6% 0.01% DBT
478 BUNGE LTD FINANCE CORP 120568BC3 Dec 2022 717,000 — $589K +4.5% 0.01% DBT
479 HYUNDAI CAPITAL AMERICA 44891ACA3 — 713,000 New $588K — 0.01% DBT
480 Aegon NV 007924AJ2 Dec 2022 653,000 — $588K +4.0% 0.01% DBT
481 Eurex Deutschland 000000000 Dec 2022 -422 New $587K — 0.01% DIR
482 Woodside Finance Ltd 980236AN3 Dec 2022 628,000 — $587K +0.7% 0.01% DBT
483 MDGH GMTN RSC LTD 000000000 Dec 2022 690,000 New $587K — 0.01% DBT
484 ASTRAZENECA PLC 046353AV0 Dec 2022 667,000 — $586K +1.3% 0.01% DBT
485 BANCO SANTANDER SA 05964HAS4 Dec 2022 600,000 — $585K +3.2% 0.01% DBT
486 BARCLAYS PLC 06738ECC7 — 564,000 New $585K — 0.01% DBT
487 REPUBLIC OF INDONESIA 000000000 Dec 2022 590,000 New $583K — 0.01% DBT
488 CREDIT SUISSE GROUP AG 225433AC5 — 645,000 New $582K — 0.01% DBT
489 HSBC HOLDINGS PLC 404280CL1 Dec 2022 699,000 — $582K +3.6% 0.01% DBT
490 MET LIFE GLOB FUNDING I 59217GFD6 Dec 2022 614,000 — $582K +1.6% 0.01% DBT
491 ONCOR ELECTRIC DELIVERY 68233JCL6 Dec 2022 598,000 — $582K +3.1% 0.01% DBT
492 F&G GLOBAL FUNDING 30321L2E1 Dec 2022 594,000 — $581K +0.3% 0.01% DBT
493 UNION PACIFIC CORP 907818GD4 Dec 2022 598,000 — $580K +4.6% 0.01% DBT
494 HUNTINGTON NATIONAL BANK 44644MAH4 — 578,000 New $580K — 0.01% DBT
495 UNITEDHEALTH GROUP INC 91324PEL2 Dec 2022 616,000 — $580K +5.1% 0.01% DBT
496 BNP PARIBAS 05581KAC5 — 609,000 New $579K — 0.01% DBT
497 Lloyds Banking Group PLC 539439AQ2 — 644,000 New $579K — 0.01% DBT
498 Avangrid Inc 05351WAB9 Dec 2022 637,000 — $579K +2.2% 0.01% DBT
499 INTESA SANPAOLO SPA 46115HBJ5 — 610,000 New $579K — 0.01% DBT
500 NSTAR ELECTRIC CO 67021CAT4 Dec 2022 596,000 — $579K +4.1% 0.01% DBT
501 PHILIP MORRIS INTL INC 718172CT4 — 578,000 New $578K — 0.01% DBT
502 BANK OF AMERICA CORP 06051GJG5 — 626,000 New $577K — 0.01% DBT
503 MORGAN STANLEY 61747YEA9 — 619,000 New $577K — 0.01% DBT
504 MORGAN STANLEY 61747YEB7 — 609,000 New $577K — 0.01% DBT
505 JPMORGAN CHASE & CO 46647PBY1 — 611,000 New $576K — 0.01% DBT
506 NEVADA POWER CO 641423CF3 — 538,000 New $576K — 0.01% DBT
507 MORGAN STANLEY 61747YEG6 — 626,000 New $576K — 0.01% DBT
508 CITIGROUP INC 172967MX6 — 615,000 New $576K — 0.01% DBT
509 INTEL CORP 458140BY5 Dec 2022 598,000 -24,000 $575K -2.6% 0.01% DBT
510 MORGAN STANLEY 6174468J1 — 601,000 New $575K — 0.01% DBT
511 Citigroup Inc 172967MF5 — 593,000 New $575K — 0.01% DBT
512 PHILIP MORRIS INTL INC 718172CP2 Dec 2022 709,000 — $574K +6.6% 0.01% DBT
513 NATIONAL BANK OF CANADA 63307A2S3 — 590,000 New $574K — 0.01% DBT
514 HYUNDAI CAPITAL AMERICA 44891ABW6 — 660,000 New $574K — 0.01% DBT
515 PANASONIC HOLDINGS CORP 69832AAB2 Dec 2022 599,000 +347,000 $574K +138.0% 0.01% DBT
516 PEPSICO INC 713448EL8 Dec 2022 649,000 +50,000 $573K +9.9% 0.01% DBT
517 EXXON MOBIL CORPORATION 30231GBD3 Dec 2022 618,000 +36,000 $572K +7.7% 0.01% DBT
518 Visa Inc 92826CAD4 — 593,000 New $572K — 0.01% DBT
519 TEXAS INSTRUMENTS INC 882508BG8 Dec 2022 661,000 — $572K +2.4% 0.01% DBT
520 FERGUSON FINANCE PLC 314890AD6 Dec 2022 624,000 — $569K +3.3% 0.01% DBT
521 BAT CAPITAL CORP 05526DBJ3 — 616,000 New $569K — 0.01% DBT
522 MOTOROLA SOLUTIONS INC 620076BW8 Dec 2022 583,000 — $569K +2.9% 0.01% DBT
523 Credit Agricole SA 225313AF2 — 589,000 New $568K — 0.01% DBT
524 OWL ROCK CORE INCOME COR 69120VAN1 Dec 2022 571,000 -23,000 $568K -3.0% 0.01% DBT
525 JPMorgan Chase & Co 46647PAX4 Dec 2022 604,000 — $568K +2.8% 0.01% DBT
526 EMERSON ELECTRIC CO 291011BP8 — 655,000 New $568K — 0.01% DBT
527 BANK OF AMERICA CORP 06051GKW8 Dec 2022 580,000 -23,000 $567K -2.3% 0.01% DBT
528 JPMORGAN CHASE & CO 46647PDA1 Dec 2022 594,000 -24,000 $566K -2.6% 0.01% DBT
529 CHEVRON CORP 166764BX7 — 630,000 New $566K — 0.01% DBT
530 SOCIETE GENERALE SFH 000000000 Dec 2022 600,000 New $566K — 0.01% DBT
531 BARCLAYS PLC 06738ECD5 — 544,000 New $565K — 0.01% DBT
532 COMMONSPIRIT HEALTH 20268JAB9 — 651,000 New $564K — 0.01% DBT
533 ARCHER-DANIELS-MIDLAND C 039482AB0 Dec 2022 627,000 — $564K +0.7% 0.01% DBT
534 APPLE INC 037833EH9 — 665,000 New $563K — 0.01% DBT
535 LOCKHEED MARTIN CORP 539830BY4 — 521,000 New $563K — 0.01% DBT
536 TRANSURBAN FINANCE CO 89400PAK9 Dec 2022 715,000 — $562K +1.5% 0.01% DBT
537 ASCENSION HEALTH 04352EAA3 — 656,000 New $562K — 0.01% DBT
538 ROCHE HOLDINGS INC 771196BV3 — 617,000 New $562K — 0.01% DBT
539 MERCK & CO INC 58933YBD6 — 653,000 New $562K — 0.01% DBT
540 AUTOMATIC DATA PROCESSNG 053015AG8 — 647,000 New $562K — 0.01% DBT
541 BP CAP MARKETS AMERICA 10373QAV2 — 602,000 New $561K — 0.01% DBT
542 AVNET INC 053807AV5 Dec 2022 609,000 — $561K +1.3% 0.01% DBT
543 Roche Holdings Inc 771196BL5 — 613,000 New $561K — 0.01% DBT
544 AES PANAMA GENERATION HL 000000000 Dec 2022 650,000 New $561K — 0.01% DBT
545 CIGNA CORP 125523CB4 — 597,000 New $560K — 0.01% DBT
546 ENTERGY TEXAS INC 29365TAM6 Dec 2022 610,000 — $560K +2.6% 0.01% DBT
547 PepsiCo Inc 713448DY1 — 595,000 New $559K — 0.01% DBT
548 Visa Inc 92826CAH5 — 602,000 New $558K — 0.01% DBT
549 ELEVANCE HEALTH INC 036752AC7 — 575,000 New $558K — 0.01% DBT
550 WEA FINANCE LLC 92928QAH1 Dec 2022 650,000 — $558K +0.8% 0.01% DBT
551 EXXON MOBIL CORPORATION 30231GAT9 — 584,000 New $558K — 0.01% DBT
552 Valero Energy Corp 91913YAE0 Dec 2022 495,000 — $557K +3.6% 0.01% DBT
553 Booking Holdings Inc 741503AZ9 — 581,000 New $557K — 0.01% DBT
554 PROSPECT CAPITAL CORP 74348TAV4 Dec 2022 666,000 — $555K +0.8% 0.01% DBT
555 BANK OF AMERICA CORP 06051GKS7 — 569,000 New $555K — 0.01% DBT
556 NVR INC 62944TAF2 Dec 2022 661,000 — $555K +2.9% 0.01% DBT
557 IDEX CORP 45167RAH7 Dec 2022 667,000 — $554K +3.3% 0.01% DBT
558 PAYPAL HOLDINGS INC 70450YAM5 Dec 2022 606,000 — $553K +2.7% 0.01% DBT
559 DEUTSCHE BANK NY 25160PAJ6 Dec 2022 555,000 — $552K +2.2% 0.01% DBT
560 ASTRAZENECA FINANCE LLC 04636NAA1 Dec 2022 616,000 — $549K +1.4% 0.01% DBT
561 LOWE'S COS INC 548661EN3 Dec 2022 569,000 — $549K +4.9% 0.01% DBT
562 ARGENTUM (SWISS RE LTD) 000000000 Dec 2022 597,000 New $548K — 0.01% DBT
563 BBVA BANCOMER SA TEXAS 000000000 Dec 2022 600,000 New $547K — 0.01% DBT
564 ENGIE ENERGIA CHILE SA 000000000 Dec 2022 670,000 New $544K — 0.01% DBT
565 Fannie Mae - CAS 20753WAF3 Dec 2022 543,287 -186,771 $542K -25.4% 0.01% ABS-MBS
566 3M COMPANY 88579YBJ9 Dec 2022 637,000 — $541K +3.4% 0.01% DBT
567 Air Lease Corp 00912XBA1 Dec 2022 568,000 — $539K +1.4% 0.01% DBT
568 BELLEMEADE RE LT 07876RAB2 Dec 2022 537,967 -1,503,919 $538K -73.6% 0.01% ABS-MBS
569 ALASKA AIRLINES 2020 TR 01166VAA7 Dec 2022 568,333 — $536K +0.1% 0.01% DBT
570 Brookfield Finance Inc 11271LAC6 Dec 2022 583,000 — $536K +1.8% 0.01% DBT
571 CIGNA CORP 125523AJ9 Dec 2022 574,000 — $535K +5.0% 0.01% DBT
572 NANYANG COMMERCIAL BANK 000000000 Dec 2022 570,000 New $535K — 0.01% DBT
573 TENGIZCHEVROIL FIN CO IN 000000000 Dec 2022 750,000 New $532K — 0.01% DBT
574 KEURIG DR PEPPER INC 49271VAR1 Dec 2022 634,000 — $531K +5.9% 0.01% DBT
575 SOCIETE GENERALE 000000000 Dec 2022 600,000 New $530K — 0.01% DBT
576 DOHA FINANCE LIMITED 000000000 Dec 2022 590,000 New $529K — 0.01% DBT
577 AMCOR FLEXIBLES NORTH AM 02344AAA6 Dec 2022 651,000 — $529K +3.5% 0.01% DBT
578 Western Digital Corp 958102AM7 Dec 2022 561,000 — $528K +1.6% 0.01% DBT
579 UNICREDIT SPA 904678AW9 Dec 2022 619,000 — $527K +3.7% 0.01% DBT
580 Biogen Inc 09062XAF0 — 539,000 New $523K — 0.01% DBT
581 HOME DEPOT INC 437076AS1 Dec 2022 489,000 — $523K +2.9% 0.01% DBT
582 BELLEMEADE RE LT 078768AE8 Dec 2022 524,182 -105,711 $523K -16.7% 0.01% ABS-MBS
583 WINTERSHALL DEA FINANCE 000000000 Dec 2022 500,000 New $522K — 0.01% DBT
584 HELLA GMBH & CO KGAA 000000000 Dec 2022 505,000 New $521K — 0.01% DBT
585 Halliburton Co 406216AY7 Dec 2022 459,000 — $519K +5.9% 0.01% DBT
586 BAYER AG 000000000 Dec 2022 600,000 New $519K — 0.01% DBT
587 Bank of America Corp 06051GHG7 Dec 2022 560,000 — $517K +2.3% 0.01% DBT
588 MOLSON COORS BEVERAGE 000000000 Dec 2022 500,000 New $517K — 0.01% DBT
589 UBS AG 000000000 Dec 2022 1 New $516K — 0.01% DFE
590 BPCE SA 000000000 Dec 2022 500,000 New $515K — 0.01% DBT
591 BANK OF AMERICA CORP 06051GKY4 Dec 2022 543,000 -60,000 $515K -8.2% 0.01% DBT
592 BELFIUS BANK SA/NV 000000000 Dec 2022 500,000 New $514K — 0.01% DBT
593 PVH CORP 000000000 Dec 2022 481,000 New $513K — 0.01% DBT
594 RAIFFEISEN BANK 000000000 Dec 2022 600,000 New $512K — 0.01% DBT
595 Mastercard Inc 57636QAM6 Dec 2022 567,000 — $512K +1.4% 0.01% DBT
596 CBRE SERVICES INC 12505BAE0 Dec 2022 647,000 — $511K +3.9% 0.01% DBT
597 KELLOGG CO 000000000 Dec 2022 500,000 New $511K — 0.01% DBT
598 JPMORGAN CHASE & CO 46647PCB0 Dec 2022 580,000 — $510K +1.8% 0.01% DBT
599 ANGLO AMERICAN CAPITAL 000000000 Dec 2022 506,000 New $510K — 0.01% DBT
600 RCI BANQUE SA 000000000 Dec 2022 521,000 New $510K — 0.01% DBT
601 BERLIN HYP AG 000000000 Dec 2022 500,000 New $509K — 0.01% DBT
602 ENEL FINANCE INTL NV 29278GAW8 Dec 2022 537,000 — $509K +1.2% 0.01% DBT
603 BANQUE FED CRED MUTUEL 000000000 Dec 2022 500,000 New $509K — 0.01% DBT
604 HSBC Bank USA, National Association 000000000 Dec 2022 1 New $509K — 0.01% DFE
605 ONEOK Partners LP 68268NAG8 Dec 2022 536,000 -80,000 $509K -7.0% 0.01% DBT
606 TELFONICA DEUTSCH FINAN 000000000 Dec 2022 500,000 New $507K — 0.01% DBT
607 SHELL INTERNATIONAL FIN 822582AY8 Dec 2022 560,000 — $507K +3.9% 0.01% DBT
608 UNITEDHEALTH GROUP INC 91324PDV1 Dec 2022 644,000 — $506K +5.3% 0.01% DBT
609 SUMITOMO MITSUI FINL GRP 86562MBP4 Dec 2022 585,000 — $506K +2.5% 0.01% DBT
610 GENERAL MILLS INC 000000000 Dec 2022 519,000 New $506K — 0.01% DBT
611 ADANI ELECTRICITY MUMBAI 000000000 Dec 2022 710,000 New $505K — 0.01% DBT
612 NTT FINANCE CORP 000000000 Dec 2022 521,000 New $505K — 0.01% DBT
613 CONTINENTAL RESOURCES 212015AS0 Dec 2022 554,000 +369,000 $505K +204.8% 0.01% DBT
614 HYUNDAI CAPITAL AMERICA 44891CBP7 Dec 2022 590,000 — $505K +2.1% 0.01% DBT
615 NE PROPERTY BV 000000000 Dec 2022 509,000 New $504K — 0.01% DBT
616 INFORMA PLC 000000000 Dec 2022 496,000 New $504K — 0.01% DBT
617 STANDARD CHARTERED PLC 000000000 Dec 2022 479,000 New $503K — 0.01% DBT
618 NESTLE HOLDINGS INC 641062AT1 Dec 2022 643,000 — $502K +1.6% 0.01% DBT
619 HSBC Bank USA, National Association 000000000 Dec 2022 1 New $501K — 0.01% DFE
620 KONINKLIJKE KPN NV 000000000 Dec 2022 500,000 New $501K — 0.01% DBT
621 Barclays PLC 06738EAP0 — 515,000 New $501K — 0.01% DBT
622 ALIMENTATION COUCHE-TARD 000000000 Dec 2022 506,000 New $501K — 0.01% DBT
623 MIZUHO FINANCIAL GROUP 000000000 Dec 2022 528,000 New $500K — 0.01% DBT
624 ORACLE CORP 68389XBZ7 Dec 2022 676,000 — $500K +8.9% 0.01% DBT
625 ITV PLC 000000000 Dec 2022 517,000 New $500K — 0.01% DBT
626 SHINHAN FINANCIAL GROUP 82460Q2A0 Dec 2022 540,000 — $499K -1.0% 0.01% DBT
627 Woodside Finance Ltd 980236AQ6 Dec 2022 531,000 — $498K +2.2% 0.01% DBT
628 NATWEST MARKETS PLC 000000000 Dec 2022 534,000 New $498K — 0.01% DBT
629 NYKREDIT REALKREDIT AS 000000000 Dec 2022 528,000 New $498K — 0.01% DBT
630 ALIBABA GROUP HOLDING 01609WAX0 Dec 2022 630,000 — $497K +2.6% 0.01% DBT
631 HUNGARY 000000000 Dec 2022 673,000 New $495K — 0.01% DBT
632 WORLEY US FINANCE SUB 000000000 Dec 2022 531,000 New $494K — 0.01% DBT
633 LANXESS AG 000000000 Dec 2022 600,000 New $494K — 0.01% DBT
634 BANK OF NOVA SCOTIA 000000000 Dec 2022 531,000 New $493K — 0.01% DBT
635 BANK OF AMERICA CORP 06051GHV4 Dec 2022 573,000 — $493K +2.2% 0.01% DBT
636 SUMITOMO MITSUI FINL GRP 000000000 Dec 2022 499,000 New $493K — 0.01% DBT
637 ONEOK Inc 682680AV5 Dec 2022 588,000 — $493K +4.6% 0.01% DBT
638 ROMANIA 77586RAN0 Dec 2022 514,000 — $492K +5.7% 0.01% DBT
639 ASAHI GROUP HOLDINGS LTD 000000000 Dec 2022 535,000 New $491K — 0.01% DBT
640 ISS GLOBAL A/S 000000000 Dec 2022 527,000 New $490K — 0.01% DBT
641 APA INFRASTRUCTURE LTD 000000000 Dec 2022 502,000 New $490K — 0.01% DBT
642 TECHNIP ENERGIES NV 000000000 Dec 2022 565,000 New $490K — 0.01% DBT
643 TORONTO-DOMINION BANK 000000000 Dec 2022 526,000 New $489K — 0.01% DBT
644 AUSNET SERVICES HOLDINGS 000000000 Dec 2022 507,000 New $488K — 0.01% DBT
645 TOTALENERGIES CAPITAL 000000000 Dec 2022 500,000 New $488K — 0.01% DBT
646 BAIDU INC 056752AU2 Dec 2022 630,000 — $488K -0.3% 0.01% DBT
647 LLOYDS BANKING GROUP PLC 000000000 Dec 2022 508,000 New $488K — 0.01% DBT
648 SWEDBANK AB 000000000 Dec 2022 556,000 New $487K — 0.01% DBT
649 SHELL INTERNATIONAL FIN 822582AD4 Dec 2022 441,000 — $487K +3.6% 0.01% DBT
650 BANGKOK BANK PCL/HK Y0606WBQ2 Dec 2022 440,000 — $487K -3.3% 0.01% DBT
651 RENTOKIL INITIAL PLC 000000000 Dec 2022 557,000 New $486K — 0.01% DBT
652 Electricite de France SA 268317AF1 Dec 2022 485,000 — $485K +7.0% 0.01% DBT
653 AXIATA SPV2 BHD 000000000 Dec 2022 610,000 New $484K — 0.01% DBT
654 MONDI FINANCE EUROPE 000000000 Dec 2022 490,000 New $484K — 0.01% DBT
655 CREDIT SUISSE AG LONDON 000000000 Dec 2022 531,000 New $483K — 0.01% DBT
656 HSBC HOLDINGS PLC 404280DS5 — 456,000 New $483K — 0.01% DBT
657 ATHENE GLOBAL FUNDING 000000000 Dec 2022 530,000 New $482K — 0.01% DBT
658 IMERYS SA 000000000 Dec 2022 500,000 New $482K — 0.01% DBT
659 MACQUARIE GROUP LTD 000000000 Dec 2022 555,000 New $481K — 0.01% DBT
660 OP CORPORATE BANK PLC 000000000 Dec 2022 554,000 New $480K — 0.01% DBT
661 SAFRAN SA 000000000 Dec 2022 500,000 New $480K — 0.01% DBT
662 HSBC HOLDINGS PLC 000000000 Dec 2022 484,000 New $479K — 0.01% DBT
663 BNP Paribas SA 000000000 Dec 2022 1 New $478K — 0.01% DFE
664 YORKSHIRE BUILDING SOC 000000000 Dec 2022 553,000 New $478K — 0.01% DBT
665 JCDECAUX SA 000000000 Dec 2022 500,000 New $477K — 0.01% DBT
666 Merck & Co Inc 58933YAV7 Dec 2022 543,000 — $477K +3.3% 0.01% DBT
667 UBS GROUP AG 000000000 Dec 2022 547,000 New $476K — 0.01% DBT
668 OVERSEA-CHINESE BANKING 69033DAD9 Dec 2022 530,000 — $476K +0.6% 0.01% DBT
669 NATIONWIDE BLDG SOCIETY 000000000 Dec 2022 554,000 New $475K — 0.01% DBT
670 ASB FINANCE LTD 000000000 Dec 2022 559,000 New $475K — 0.01% DBT
671 MOL HUNGARIAN OIL & GAS 000000000 Dec 2022 539,000 New $473K — 0.01% DBT
672 SECURITAS AB 000000000 Dec 2022 570,000 New $473K — 0.01% DBT
673 Crown Point CLO Ltd 22845JAG6 Dec 2022 500,000 — $473K +5.4% 0.01% ABS-CBDO
674 Freddie Mac - STACR 35565AAH3 Dec 2022 472,853 -127,365 $473K -20.8% 0.01% ABS-MBS
675 Countrywide Alternative Loan Trust 12668BKH5 Dec 2022 661,987 -15,819 $472K -4.3% 0.01% ABS-MBS
676 HP Inc 428236BR3 Dec 2022 492,000 -39,000 $472K +2.2% 0.01% DBT
677 DEUTSCHE BANK AG 000000000 Dec 2022 500,000 New $471K — 0.01% DBT
678 SAUDI ARABIAN OIL CO 000000000 Dec 2022 483,000 New $468K — 0.01% DBT
679 BAXTER INTERNATIONAL INC 000000000 Dec 2022 521,000 New $467K — 0.01% DBT
680 NATIONAL GRID PLC 000000000 Dec 2022 554,000 New $467K — 0.01% DBT
681 HEATHROW FUNDING LTD 000000000 Dec 2022 536,000 New $467K — 0.01% DBT
682 SGS NEDERLAND HLDG BV 000000000 Dec 2022 500,000 New $463K — 0.01% DBT
683 BANCO NACIONAL DE PANAMA 000000000 Dec 2022 580,000 New $463K — 0.01% DBT
684 Fannie Mae - CAS 30711XAR5 Dec 2022 456,948 -196,196 $462K -29.7% 0.01% ABS-MBS
685 EDENRED 000000000 Dec 2022 500,000 New $461K — 0.01% DBT
686 VIER GAS TRANSPORT GMBH 000000000 Dec 2022 500,000 New $460K — 0.01% DBT
687 Apple Inc 037833BZ2 Dec 2022 495,000 — $460K +0.5% 0.01% DBT
688 ESSITY AB 000000000 Dec 2022 588,000 New $459K — 0.01% DBT
689 SCHLUMBERGER FINANCE BV 000000000 Dec 2022 568,000 New $459K — 0.01% DBT
690 FIRST ABU DHABI BANK PJS 000000000 Dec 2022 480,000 New $459K — 0.01% DBT
691 AUTONATION INC 05329RAA1 Dec 2022 572,000 — $457K +0.6% 0.01% DBT
692 Residential Accredit Loans, Inc. 761118JJ8 Dec 2022 529,516 -10,650 $455K -2.3% 0.01% ABS-MBS
693 QNB FINANCE LTD 000000000 Dec 2022 510,000 New $455K — 0.01% DBT
694 SHANGHAI PORT GROUP BV 000000000 Dec 2022 500,000 New $454K — 0.01% DBT
695 PHILIPPINE NATIONAL BANK 000000000 Dec 2022 480,000 New $451K — 0.01% DBT
696 WPC EUROBOND BV 000000000 Dec 2022 582,000 New $450K — 0.01% DBT
697 NIBC BANK NV 000000000 Dec 2022 500,000 New $450K — 0.01% DBT
698 Chicago Board of Trade 000000000 Dec 2022 1,437 New $449K — 0.01% DIR
699 HUARONG FINANCE 2017 CO 000000000 Dec 2022 530,000 New $448K — 0.01% DBT
700 BANCO DE CREDITO DEL PER 05971V2D6 Dec 2022 510,000 — $448K +4.0% 0.01% DBT
701 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $447K — 0.01% DFE
702 JBS USA/FOOD/FINANCE 46590XAB2 — 469,000 New $446K — 0.01% DBT
703 COCA-COLA CO/THE 191216CU2 — 505,000 New $446K — 0.01% DBT
704 STATE OF QATAR 000000000 Dec 2022 490,000 New $446K — 0.01% DBT
705 QATAR ENERGY TRADING LLC 000000000 Dec 2022 540,000 New $446K — 0.01% DBT
706 HOME DEPOT INC 437076CT7 Dec 2022 461,000 — $445K +3.1% 0.01% DBT
707 BRISTOL-MYERS SQUIBB CO 110122DX3 Dec 2022 570,000 +335,000 $445K +150.1% 0.01% DBT
708 BANCO SANTANDER MEXICO 000000000 Dec 2022 450,000 New $445K — 0.01% DBT
709 BG ENERGY CAPITAL PLC 000000000 Dec 2022 365,000 New $444K — 0.01% DBT
710 NXP BV/NXP FUNDING LLC 62947QBB3 Dec 2022 445,000 — $444K +0.8% 0.01% DBT
711 INVERSIONES CMPC SA 000000000 Dec 2022 530,000 New $443K — 0.01% DBT
712 E.ON INTL FINANCE BV 000000000 Dec 2022 373,000 New $442K — 0.01% DBT
713 NORDEA KIINNITSLOUTTO 000000000 Dec 2022 430,000 New $441K — 0.01% DBT
714 INVESTEC BANK PLC 000000000 Dec 2022 461,000 New $441K — 0.01% DBT
715 RH INTL SINGAPORE CORP 000000000 Dec 2022 470,000 New $440K — 0.01% DBT
716 ST MARYS CEMENT INC 000000000 Dec 2022 440,000 New $440K — 0.01% DBT
717 REPUBLIC OF INDONESIA 455780DG8 Dec 2022 640,000 — $438K +10.0% 0.01% DBT
718 BNP PARIBAS 09659W2L7 Dec 2022 475,000 — $438K +2.2% 0.01% DBT
719 CELULOSA ARAUCO CONSTITU 000000000 Dec 2022 470,000 New $437K — 0.01% DBT
720 Regatta XXIV Funding Ltd. 75889HAA8 Dec 2022 450,000 — $437K +2.3% 0.01% ABS-CBDO
721 OIL INDIA INTERNATIONAL 000000000 Dec 2022 470,000 New $437K — 0.01% DBT
722 PERUSAHAAN LISTRIK NEGAR 71568QAC1 Dec 2022 460,000 — $437K +3.0% 0.01% DBT
723 ANHEUSER-BUSCH INBEV SA/ 000000000 Dec 2022 335,000 New $435K — 0.01% DBT
724 AMAZON.COM INC 023135CP9 — 435,000 New $434K — 0.01% DBT
725 EQT AB 000000000 Dec 2022 586,000 New $433K — 0.01% DBT
726 ABU DHABI NATIONAL ENERG 000000000 Dec 2022 420,000 New $432K — 0.01% DBT
727 HUARONG FINANCE 2019 000000000 Dec 2022 570,000 New $431K — 0.01% DBT
728 CNP ASSURANCES 000000000 Dec 2022 500,000 New $430K — 0.01% DBT
729 ELIA TRANSMISSION BE 000000000 Dec 2022 500,000 New $430K — 0.01% DBT
730 Athene Holding Ltd 04686JAA9 Dec 2022 467,000 — $429K +2.2% 0.01% DBT
731 MDGH GMTN RSC LTD 000000000 Dec 2022 520,000 New $429K — 0.01% DBT
732 Prudential Financial Inc 744320AM4 Dec 2022 435,000 — $428K +0.2% 0.01% DBT
733 REPUBLICA ORIENT URUGUAY 917288BK7 Dec 2022 430,000 — $428K +4.1% 0.01% DBT
734 UNIQA INSURANCE GROUP AG 000000000 Dec 2022 500,000 New $426K — 0.01% DBT
735 AAREAL BANK AG 000000000 Dec 2022 500,000 New $424K — 0.01% DBT
736 MPLX LP 55336VBT6 Dec 2022 516,000 — $424K +4.4% 0.01% DBT
737 Fannie Mae - CAS 30711XAD6 Dec 2022 411,252 -18,138 $422K -3.0% 0.01% ABS-MBS
738 ISRAEL ELECTRIC CORP LTD 000000000 Dec 2022 450,000 New $422K — 0.01% DBT
739 INTEL CORP 458140BN9 Dec 2022 472,000 — $421K +4.5% 0.01% DBT
740 KSA SUKUK LTD 48266XAF2 — 405,000 New $421K — 0.01% DBT
741 Bank of America Corp 06051GGF0 Dec 2022 450,000 — $420K +1.4% 0.01% DBT
742 Bank of America Corp 06051GHQ5 Dec 2022 461,000 — $419K +1.8% 0.01% DBT
743 TRANSMANTARO 210314AD2 Dec 2022 460,000 — $418K +6.2% 0.01% DBT
744 CHINA CINDA 2020 I MNGMN 000000000 Dec 2022 510,000 New $413K — 0.01% DBT
745 ABU DHABI PORTS CO PJSC 000000000 Dec 2022 500,000 New $413K — 0.01% DBT
746 TNB GLOBAL VENTURES CAP 000000000 Dec 2022 430,000 New $413K — 0.01% DBT
747 NATWEST GROUP PLC 780097BL4 Dec 2022 455,000 — $413K +3.0% 0.01% DBT
748 UBS AG 000000000 Dec 2022 1 New $413K — 0.01% DFE
749 INTERCONTINENTAL HOTELS 000000000 Dec 2022 403,000 New $413K — 0.01% DBT
750 TSMC GLOBAL LTD 000000000 Dec 2022 540,000 New $412K — 0.01% DBT
751 CASTELLUM HELSINKI 000000000 Dec 2022 596,000 New $412K — 0.01% DBT
752 SAMRUK KAZYNA JSC 84612WAA1 Dec 2022 473,000 — $410K +2.8% 0.01% DBT
753 CITIGROUP INC 000000000 Dec 2022 440,000 New $410K — 0.01% DBT
754 INTEL CORP 458140BM1 Dec 2022 470,000 — $410K +1.1% 0.01% DBT
755 THAIOIL TRSRY CENTER 88323AAG7 Dec 2022 530,000 — $410K +0.2% 0.01% DBT
756 PANAMA BONOS DEL 000000000 Dec 2022 500,000 New $409K — 0.01% DBT
757 CREDIT SUISSE GROUP AG 000000000 Dec 2022 425,000 New $408K — 0.01% DBT
758 Countrywide Home Loans 12543RBF5 Dec 2022 776,538 -16,019 $405K -3.8% 0.01% ABS-MBS
759 CBQ FINANCE LTD 000000000 Dec 2022 450,000 New $405K — 0.01% DBT
760 ALTRIA GROUP INC 02209SBP7 Dec 2022 621,000 — $405K +6.2% 0.01% DBT
761 INDOFOOD CBP SUKSES MAKM 000000000 Dec 2022 490,000 New $404K — 0.01% DBT
762 DXC CAPITAL FUNDING LTD 000000000 Dec 2022 457,000 New $403K — 0.01% DBT
763 BRASKEM NETHERLANDS 000000000 Dec 2022 450,000 New $403K — 0.01% DBT
764 LG CHEM LTD 000000000 Dec 2022 510,000 New $399K — 0.01% DBT
765 Golden Energy Offshore Services AS 000000000 Dec 2022 3,089,816 New $397K — 0.01% EC
766 HSBC HOLDINGS PLC 404280DF3 Dec 2022 419,000 -400,000 $396K -47.4% 0.01% DBT
767 LIMA METRO LINE 2 FIN LT 000000000 Dec 2022 444,772 New $395K — 0.01% DBT
768 CDBL FUNDING 1 000000000 Dec 2022 430,000 New $393K — 0.01% DBT
769 GOLDMAN SACHS GROUP INC 000000000 Dec 2022 335,000 New $392K — 0.01% DBT
770 RAS LAFFAN LNG 3 000000000 Dec 2022 390,864 New $392K — 0.01% DBT
771 SUZANO AUSTRIA GMBH 86964WAK8 Dec 2022 500,000 — $389K +8.8% 0.01% DBT
772 HSBC HOLDINGS PLC 404280CJ6 Dec 2022 431,000 — $389K +1.3% 0.01% DBT
773 SWEIHAN PV POWER CO PJSC 870674AA6 Dec 2022 486,673 -198,642 $389K -28.0% 0.01% DBT
774 NEUBERGER BERMAN LOAN ADVISERS EURO SER 2022-3A CL D V/R REGD 000000000 Dec 2022 437,000 New $388K — 0.01% ABS-O
775 DANSKE BANK A/S 23636AAZ4 — 441,000 New $388K — 0.01% DBT
776 BANK OF AMERICA CORP 06051GHX0 Dec 2022 461,000 — $387K +2.3% 0.01% DBT
777 ALFA DESARROLLO SPA 000000000 Dec 2022 508,141 New $386K — 0.01% DBT
778 ORACLE CORP 68389XCB9 Dec 2022 551,000 — $385K +10.3% 0.01% DBT
779 CREDIT SUISSE GROUP AG 225401BB3 — 374,000 New $385K — 0.01% DBT
780 SANTANDER UK GROUP HLDGS 80281LAR6 Dec 2022 450,000 — $385K +2.3% 0.01% DBT
781 UNITED MEXICAN STATES 91087BAQ3 Dec 2022 500,000 — $384K +5.8% 0.01% DBT
782 DEUTSCHE TELEKOM INT FIN 25156PAC7 Dec 2022 325,000 — $383K +2.7% 0.01% DBT
783 SAUDI INTERNATIONAL BOND 000000000 Dec 2022 407,000 New $382K — 0.01% DBT
784 ENERGY TRANSFER LP 29273RAR0 Dec 2022 384,000 — $379K +6.2% 0.01% DBT
785 ORIGIN ENERGY FINANCE 000000000 Dec 2022 452,000 New $378K — 0.01% DBT
786 VISA INC 000000000 Dec 2022 375,000 New $377K — 0.01% DBT
787 GE HEALTHCARE TECH INC 36267VAA1 — 375,000 New $376K — 0.01% DBT
788 Fannie Mae 3140HATD2 Dec 2022 405,839 -4,445 $376K +0.2% 0.01% ABS-MBS
789 Spirit Realty LP 84861TAC2 Dec 2022 393,000 — $375K +0.7% 0.01% DBT
790 Florida Power & Light Co 341081FG7 Dec 2022 435,000 — $375K +3.4% 0.01% DBT
791 ATHENE HOLDING LTD 04686JAC5 Dec 2022 454,000 — $374K +2.9% 0.01% DBT
792 BARCLAYS PLC 06738EBK0 Dec 2022 405,000 — $373K +5.2% 0.01% DBT
793 DELTA AIR LINES/SKYMILES 830867AA5 Dec 2022 380,000 -598,000 $371K -61.0% 0.01% DBT
794 Prudential Financial Inc 744320AN2 Dec 2022 385,000 — $370K +0.6% 0.01% DBT
795 DP WORLD PLC 000000000 Dec 2022 440,000 New $369K — 0.01% DBT
796 CARGILL INC 141781BY9 — 370,000 New $369K — 0.01% DBT
797 Dow Chemical Co/The 260543BY8 Dec 2022 279,000 — $368K +3.8% 0.01% DBT
798 HSBC Holdings PLC 404280CC1 Dec 2022 420,000 — $367K +3.1% 0.01% DBT
799 APA INFRASTRUCTURE LTD 00205GAD9 Dec 2022 393,000 — $367K +0.1% 0.01% DBT
800 TSMC ARIZONA CORP 872898AH4 Dec 2022 380,000 — $366K +4.4% 0.01% DBT
801 QATAR ENERGY TRADING LLC 000000000 Dec 2022 500,000 New $366K — 0.01% DBT
802 JPMorgan Chase & Co 46647PBA3 Dec 2022 383,000 — $366K +1.2% 0.01% DBT
803 Freddie Mac - STACR 35565HAH8 Dec 2022 365,693 -43,798 $365K -10.0% 0.01% ABS-MBS
804 INFRAESTRUCTURA ENERGETI 000000000 Dec 2022 480,000 New $362K — 0.01% DBT
805 MERCK & CO INC 58933YBG9 Dec 2022 562,000 +130,000 $362K +34.2% 0.01% DBT
806 BANK OF NOVA SCOTIA 000000000 Dec 2022 400,000 New $362K — 0.01% DBT
807 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $360K — 0.01% DFE
808 OFFICE PPTY INCOME TRST 67623CAF6 Dec 2022 534,000 — $360K +11.2% 0.01% DBT
809 Grupo Televisa SAB 40049JAZ0 — 350,000 New $360K — 0.01% DBT
810 MEDTRONIC GLOBAL HLDINGS 000000000 Dec 2022 345,000 New $356K — 0.01% DBT
811 NTPC LTD 000000000 Dec 2022 370,000 New $356K — 0.01% DBT
812 CCBL CAYMAN 1 CORP 000000000 Dec 2022 400,000 New $356K — 0.01% DBT
813 Fannie Mae - CAS 30711XBB9 Dec 2022 349,789 -23,103 $355K -6.7% 0.01% ABS-MBS
814 DELL INT LLC / EMC CORP 24703TAE6 Dec 2022 360,000 — $355K +2.1% 0.01% DBT
815 DNB BOLIGKREDITT AS 000000000 Dec 2022 350,000 New $355K — 0.01% DBT
816 SAUDI INTERNATIONAL BOND 000000000 Dec 2022 370,000 New $353K — 0.01% DBT
817 MIDWEST CONNECTOR CAPIT 59833CAA0 Dec 2022 364,000 — $352K +0.3% 0.01% DBT
818 LLPL Capital Pte Ltd 000000000 Dec 2022 409,536 New $352K — 0.01% DBT
819 REPUBLIC OF POLAND 857524AD4 — 343,000 New $351K — 0.01% DBT
820 CREDIT SUISSE AG LONDON 000000000 Dec 2022 455,000 New $350K — 0.01% DBT
821 REPUBLIC OF PERU 715638DE9 Dec 2022 380,000 — $349K +1.5% 0.01% DBT
822 ARGENTUM (SWISS RE LTD) 000000000 Dec 2022 365,000 New $347K — 0.01% DBT
823 NATWEST MARKETS PLC 63906YAD0 Dec 2022 400,000 — $347K +1.9% 0.01% DBT
824 VOLKSWAGEN INTL FIN NV 000000000 Dec 2022 400,000 New $347K — 0.01% DBT
825 Oracle Corp 68389XAM7 Dec 2022 377,000 -2,453,000 $346K -85.3% 0.01% DBT
826 TSMC ARIZONA CORP 872898AF8 Dec 2022 360,000 — $344K +0.3% 0.01% DBT
827 COMISION FEDERAL DE ELEC 000000000 Dec 2022 440,000 New $343K — 0.01% DBT
828 CISCO SYSTEMS INC 17275RAF9 Dec 2022 328,000 — $342K +4.7% 0.01% DBT
829 SYDNEY AIRPORT FINANCE 87124VAF6 Dec 2022 365,000 — $342K +1.0% 0.01% DBT
830 VERIZON COMMUNICATIONS 000000000 Dec 2022 355,000 New $341K — 0.01% DBT
831 BANK OF AMERICA CORP 06051GJP5 Dec 2022 425,000 -261,000 $340K -36.4% 0.01% DBT
832 HOME DEPOT INC 437076BX9 Dec 2022 370,000 — $339K +4.7% 0.01% DBT
833 PMT Credit Risk Transfer Trust 69349MAA4 Dec 2022 354,146 -14,213 $339K -4.4% 0.01% ABS-MBS
834 SK HYNIX INC 000000000 Dec 2022 460,000 New $337K — 0.01% DBT
835 ONEOK INC 682680AY9 Dec 2022 390,000 — $337K +2.9% 0.01% DBT
836 CISCO SYSTEMS INC 17275RAD4 Dec 2022 312,000 — $337K +3.8% 0.01% DBT
837 MILEAGE PLUS HLDINGS LLC 599191AA1 Dec 2022 337,522 -18,728 $336K -3.6% 0.01% DBT
838 MASTERCARD INC 57636QAQ7 Dec 2022 400,000 — $335K +4.1% 0.01% DBT
839 SOCIEDAD DE TRANSMISION 83364AAA1 Dec 2022 390,000 — $335K +6.3% 0.01% DBT
840 EMPRESA DE TRANSPORTE ME 000000000 Dec 2022 370,000 New $335K — 0.01% DBT
841 NIAGARA MOHAWK POWER 65364UAS5 Dec 2022 335,000 +205,000 $335K +171.8% 0.01% DBT
842 VIVION INVESTMENTS 000000000 Dec 2022 400,000 New $334K — 0.01% DBT
843 SIAM COMMERCIAL BANK CAY 000000000 Dec 2022 350,000 New $333K — 0.01% DBT
844 KLA CORP 482480AM2 Dec 2022 354,000 — $332K +3.3% 0.01% DBT
845 SIGMA FINANCE NL 000000000 Dec 2022 350,000 New $332K — 0.01% DBT
846 GREENKO DUTCH BV 000000000 Dec 2022 382,000 New $331K — 0.01% DBT
847 TSMC GLOBAL LTD 000000000 Dec 2022 410,000 New $331K — 0.01% DBT
848 WW Grainger Inc 384802AB0 Dec 2022 364,000 — $331K +0.8% 0.01% DBT
849 ENA MASTER TRUST 000000000 Dec 2022 490,000 New $329K — 0.01% DBT
850 PUBLIC SERVICE ELECTRIC 74456QBQ8 Dec 2022 410,000 — $327K +1.6% 0.01% DBT
851 XIAOMI BEST TIME INTL 000000000 Dec 2022 460,000 New $327K — 0.01% DBT
852 ULTRATECH CEMENT LTD 000000000 Dec 2022 410,000 New $327K — 0.01% DBT
853 BECTON DICKINSON EURO 000000000 Dec 2022 370,000 New $326K — 0.01% DBT
854 HCA Inc 404119BV0 Dec 2022 366,000 — $326K +5.6% 0.01% DBT
855 ABBVIE INC 000000000 Dec 2022 320,000 New $325K — 0.01% DBT
856 PLAINS ALL AMER PIPELINE 72650RBF8 Dec 2022 335,000 — $324K +0.7% 0.01% DBT
857 ACEF HOLDING SCA 000000000 Dec 2022 436,000 New $324K — 0.01% DBT
858 UNITED MEXICAN STATES 91087BAM2 Dec 2022 400,000 — $323K +5.3% 0.01% DBT
859 CDB FINANCIAL LEASING 000000000 Dec 2022 350,000 New $323K — 0.01% DBT
860 PacifiCorp 695114CV8 Dec 2022 390,000 — $322K +2.8% 0.01% DBT
861 Halliburton Co 406216AW1 Dec 2022 303,000 — $322K +5.5% 0.01% DBT
862 HYUNDAI CAPITAL AMERICA 44891ABS5 Dec 2022 365,000 — $320K +1.5% 0.01% DBT
863 NATL WESTMINSTER BANK 000000000 Dec 2022 310,000 New $319K — 0.01% DBT
864 GLENCORE CAP FIN DAC 000000000 Dec 2022 360,000 New $317K — 0.01% DBT
865 Fannie Mae - CAS 20754RAA4 Dec 2022 319,746 -47,252 $317K -12.6% 0.01% ABS-MBS
866 AMERISOURCEBERGEN CORP 03073EAT2 Dec 2022 381,000 — $316K +3.1% 0.01% DBT
867 MIZUHO FINANCIAL GROUP 60687YAA7 Dec 2022 325,000 — $315K +1.3% 0.01% DBT
868 MAF SUKUK LTD 000000000 Dec 2022 340,000 New $315K — 0.01% DBT
869 HSBC HOLDINGS PLC 404280DC0 Dec 2022 363,000 -312,000 $314K -43.8% 0.01% DBT
870 HARLEY-DAVIDSON FINL SER 41283LAY1 Dec 2022 335,000 -4,252,000 $314K -92.7% 0.01% DBT
871 OMEGA HLTHCARE INVESTORS 681936BM1 Dec 2022 405,000 — $313K +1.1% 0.01% DBT
872 SKANDINAVISKA ENSKILDA 000000000 Dec 2022 320,000 New $313K — 0.01% DBT
873 LOCKHEED MARTIN CORP 539830BX6 — 295,000 New $313K — 0.01% DBT
874 CARLISLE COS INC 142339AK6 Dec 2022 323,000 — $313K +0.8% 0.01% DBT
875 BANK MANDIRI PT 000000000 Dec 2022 320,000 New $312K — 0.01% DBT
876 STADSHYPOTEK AB 000000000 Dec 2022 320,000 New $312K — 0.01% DBT
877 Amazon.com Inc 023135BM7 Dec 2022 360,000 -136,000 $312K -24.6% 0.01% DBT
878 ASSICURAZIONI GENERALI 000000000 Dec 2022 305,000 New $311K — 0.01% DBT
879 EMPRESA DE TRANSPORTE ME 000000000 Dec 2022 370,000 New $309K — 0.01% DBT
880 CPUK FINANCE LTD 000000000 Dec 2022 275,000 New $309K — 0.01% DBT
881 QBE INSURANCE GROUP LTD 74728GAE0 Dec 2022 325,000 — $307K +2.5% 0.01% DBT
882 CELANESE US HOLDINGS LLC 15089QAM6 Dec 2022 311,000 — $307K +4.5% 0.01% DBT
883 FED CAISSES DESJARDINS 31429KAG8 Dec 2022 315,000 — $307K +0.8% 0.01% DBT
884 FREEPORT INDONESIA PT 69377FAA4 Dec 2022 320,000 — $307K +6.0% 0.01% DBT
885 INGREDION INC 457187AC6 Dec 2022 361,000 — $306K +2.7% 0.01% DBT
886 ENEL FINANCE INTL NV 000000000 Dec 2022 360,000 New $306K — 0.01% DBT
887 Sabra Health Care LP 14162VAB2 Dec 2022 320,000 — $305K +1.5% 0.01% DBT
888 INTERCORP PERU LTD 000000000 Dec 2022 370,000 New $305K — 0.01% DBT
889 JD.com Inc 47215PAC0 Dec 2022 320,000 — $304K +0.5% 0.01% DBT
890 CREDIT AGRICOLE SA 225313AM7 — 371,000 New $304K — 0.01% DBT
891 BPCE SA 05578AAJ7 Dec 2022 338,000 — $303K +1.5% 0.01% DBT
892 CELANESE US HOLDINGS LLC 15089QAN4 Dec 2022 311,000 — $303K +4.2% 0.01% DBT
893 REPUBLIC OF PANAMA 698299BN3 Dec 2022 408,000 — $302K +5.9% 0.01% DBT
894 DH EUROPE FINANCE II 23291KAH8 Dec 2022 345,000 — $301K +2.1% 0.01% DBT
895 Reynolds American Inc 761713BB1 Dec 2022 352,000 — $301K +8.9% 0.01% DBT
896 JPMORGAN CHASE & CO 46647PDM5 — 300,000 New $300K — 0.01% DBT
897 ATMOS ENERGY CORP 049560AR6 Dec 2022 345,000 — $300K +1.8% 0.01% DBT
898 BPCE SFH - SOCIETE DE FI 000000000 Dec 2022 300,000 New $299K — 0.01% DBT
899 POWER FINANCE CORP LTD 000000000 Dec 2022 360,000 New $298K — 0.01% DBT
900 CONOCOPHILLIPS COMPANY 208251AE8 Dec 2022 269,000 -197,000 $297K -41.8% 0.01% DBT
901 UPL CORP LTD 000000000 Dec 2022 380,000 New $297K — 0.01% DBT
902 HP INC 40434LAL9 Dec 2022 345,000 — $296K +5.5% 0.01% DBT
903 HUNGARY 445545AP1 Dec 2022 310,000 — $295K +5.4% 0.01% DBT
904 Southern Power Co 843646AU4 Dec 2022 345,000 — $294K +1.6% 0.01% DBT
905 MORGAN STANLEY 61747YER2 Dec 2022 309,000 -4,428,000 $294K -93.4% 0.01% DBT
906 AMERICA MOVIL SAB DE CV 02364WBJ3 Dec 2022 340,000 — $289K +1.3% 0.01% DBT
907 PT PERTAMINA (PERSERO) 69370RAJ6 Dec 2022 410,000 — $289K +9.5% 0.01% DBT
908 SWIRE PACIFIC MTN FIN 000000000 Dec 2022 340,000 New $289K — 0.01% DBT
909 SAUDI ARABIAN OIL CO 000000000 Dec 2022 410,000 New $288K — 0.01% DBT
910 AT&T INC 000000000 Dec 2022 300,000 New $288K — 0.01% DBT
911 HEATHROW FUNDING LTD 000000000 Dec 2022 295,000 New $287K — 0.01% DBT
912 IBERDROLA INTL BV 000000000 Dec 2022 300,000 New $285K — 0.01% DBT
913 GOLDMAN SACHS GROUP INC 38141GZQ0 Dec 2022 285,000 — $285K +0.2% 0.01% DBT
914 Marathon Oil Corp 565849AB2 Dec 2022 277,000 — $285K +2.9% 0.01% DBT
915 BOSTON SCIENTIFIC CORP 000000000 Dec 2022 310,000 New $285K — 0.01% DBT
916 VOLKSWAGEN INTL FIN NV 000000000 Dec 2022 300,000 New $284K — 0.01% DBT
917 AXA SA 000000000 Dec 2022 299,000 New $283K — 0.01% DBT
918 MET LIFE GLOB FUNDING I 59217GEX3 Dec 2022 285,000 — $283K -0.6% 0.01% DBT
919 LOWE'S COS INC 548661DQ7 Dec 2022 360,000 — $283K +4.5% 0.01% DBT
920 FISERV INC 000000000 Dec 2022 250,000 New $282K — 0.01% DBT
921 ERSTE GROUP BANK AG 000000000 Dec 2022 300,000 New $281K — 0.01% DBT
922 RAIZEN FUELS FINANCE 000000000 Dec 2022 290,000 New $281K — 0.01% DBT
923 COMMONWEALTH BANK AUST 202712BN4 Dec 2022 365,000 — $281K +1.6% 0.01% DBT
924 WEIBO CORP 948596AD3 Dec 2022 290,000 — $280K +1.0% 0.01% DBT
925 COMISION FEDERAL DE ELEC 000000000 Dec 2022 430,000 New $279K — 0.01% DBT
926 SKYWORKS SOLUTIONS INC 83088MAL6 Dec 2022 355,000 — $278K +3.1% 0.01% DBT
927 CAPITAL ONE FINANCIAL CO 000000000 Dec 2022 325,000 New $277K — 0.01% DBT
928 BERKSHIRE HATHAWAY INC 000000000 Dec 2022 280,000 New $276K — 0.01% DBT
929 CONOCOPHILLIPS COMPANY 20826FBD7 — 345,000 New $275K — 0.01% DBT
930 American Tower Corp 03027XAG5 Dec 2022 282,000 — $275K +0.8% 0.01% DBT
931 MASTERCARD INC 000000000 Dec 2022 295,000 New $273K — 0.01% DBT
932 QIB SUKUK LTD 000000000 Dec 2022 300,000 New $273K — 0.01% DBT
933 General Motors Co 37045VAH3 Dec 2022 316,000 — $272K +5.5% 0.01% DBT
934 NATIONWIDE BLDG SOCIETY 63861VAG2 Dec 2022 290,000 — $272K +0.2% 0.01% DBT
935 MetLife Inc 59156RBS6 Dec 2022 232,000 — $271K +0.6% 0.01% DBT
936 CARGILL INC 141781BX1 Dec 2022 311,000 — $271K +1.2% 0.01% DBT
937 CVS Health Corp 126650CY4 Dec 2022 295,000 — $270K +4.5% 0.01% DBT
938 APPLE INC 037833EG1 Dec 2022 418,000 — $268K +2.4% 0.01% DBT
939 OFFICE PPTY INCOME TRST 67623CAE9 Dec 2022 365,000 — $268K +1.9% 0.01% DBT
940 MORGAN STANLEY 000000000 Dec 2022 245,000 New $267K — 0.01% DBT
941 CIGNA CORP 125523CK4 Dec 2022 375,000 +140,000 $266K +66.9% 0.01% DBT
942 NBK TIER 1 FINANCING 2 000000000 Dec 2022 290,000 New $266K — 0.01% DBT
943 JPMORGAN CHASE & CO 46647PCH7 — 283,000 New $264K — 0.01% DBT
944 ABRDN PLC 000000000 Dec 2022 299,000 New $263K — 0.01% DBT
945 EDP Finance BV 26835PAF7 — 273,000 New $263K — 0.01% DBT
946 ADANI PORTS AND SPECIAL 000000000 Dec 2022 360,000 New $263K — 0.01% DBT
947 LLOYDS BANKING GROUP PLC 53944YAS2 Dec 2022 285,000 — $263K +1.9% 0.01% DBT
948 REPUBLICA ORIENT URUGUAY 760942BB7 Dec 2022 260,000 — $262K +2.4% 0.01% DBT
949 Enel Chile SA 29278DAA3 Dec 2022 270,000 — $262K +5.1% 0.01% DBT
950 STRYKER CORP 000000000 Dec 2022 270,000 New $262K — 0.01% DBT
951 JPMORGAN CHASE & CO 46647PDG8 Dec 2022 268,000 — $262K +1.8% 0.01% DBT
952 MIDWEST CONNECTOR CAPIT 59833CAC6 Dec 2022 288,000 — $260K +1.1% 0.00% DBT
953 IBM CORP 459200KV2 Dec 2022 284,000 — $260K +4.3% 0.00% DBT
954 SAN DIEGO G & E 797440BY9 Dec 2022 360,000 +185,000 $259K +111.3% 0.00% DBT
955 Gilead Sciences Inc 375558AX1 Dec 2022 280,000 — $258K +5.7% 0.00% DBT
956 REPUBLIC OF PANAMA 698299BL7 Dec 2022 400,000 — $258K +8.8% 0.00% DBT
957 MERCEDES-BENZ FIN NA 58769JAA5 — 256,000 New $257K — 0.00% DBT
958 ANGLO AMERICAN CAPITAL 034863AW0 Dec 2022 260,000 — $257K +4.2% 0.00% DBT
959 PTTEP TREASURY CENTER CO 000000000 Dec 2022 300,000 New $257K — 0.00% DBT
960 BANK LEUMI LE-ISRAEL 06326BAA7 Dec 2022 290,000 — $257K +3.7% 0.00% DBT
961 NERVAL SAS 000000000 Dec 2022 300,000 New $256K — 0.00% DBT
962 PHILIP MORRIS INTL INC 718172CU1 — 255,000 New $256K — 0.00% DBT
963 MASS INSTITUTE OF TECH 575718AA9 Dec 2022 245,000 — $256K +2.6% 0.00% DBT
964 BPCE SA 05578QAB9 Dec 2022 260,000 — $255K -0.1% 0.00% DBT
965 General Motors Co 37045VAS9 Dec 2022 265,000 — $255K +4.5% 0.00% DBT
966 KIA CORP 49374JAD5 Dec 2022 290,000 — $254K -0.6% 0.00% DBT
967 UNITEDHEALTH GROUP INC 91324PET5 — 231,000 New $254K — 0.00% DBT
968 MPLX LP 55336VAT7 Dec 2022 287,000 — $254K +3.8% 0.00% DBT
969 HUARONG FINANCE 2017 CO 000000000 Dec 2022 290,000 New $254K — 0.00% DBT
970 AIRPORT AUTHORITY HK 00946AAF1 Dec 2022 350,000 — $254K +0.3% 0.00% DBT
971 Fannie Mae 3140HHGV1 Dec 2022 273,998 -3,237 $253K +0.0% 0.00% ABS-MBS
972 VAR ENERGI ASA 92212WAA8 Dec 2022 269,000 — $253K -1.5% 0.00% DBT
973 CREDIT SUISSE NEW YORK 22546QAP2 — 271,000 New $253K — 0.00% DBT
974 MORGAN STANLEY 61747YEV3 — 245,000 New $253K — 0.00% DBT
975 ISRAEL ELECTRIC CORP LTD REGD EMTN SER GMTN 000000000 Dec 2022 290,000 New $252K — 0.00% DBT
976 KOREA GAS CORP 50066CAQ2 Dec 2022 290,000 — $252K +0.7% 0.00% DBT
977 ABU DHABI CRUDE OIL 000000000 Dec 2022 270,000 New $252K — 0.00% DBT
978 NATIONAL SECS CLEARING 637639AH8 — 250,000 New $251K — 0.00% DBT
979 DEUTSCHE BANK AG 000000000 Dec 2022 300,000 New $251K — 0.00% DBT
980 ENTERPRISE PRODUCTS OPER 29379VBY8 Dec 2022 345,000 — $251K +3.3% 0.00% DBT
981 PEPSICO INC 713448FM5 Dec 2022 265,000 — $251K +2.2% 0.00% DBT
982 MONDELEZ INTL HLDINGS NE 60920LAQ7 — 270,000 New $250K — 0.00% DBT
983 UBS GROUP AG 902613AA6 Dec 2022 295,000 — $249K +2.6% 0.00% DBT
984 JPMORGAN CHASE & CO 46647PCR5 Dec 2022 315,000 — $249K +4.0% 0.00% DBT
985 GC TREASURY CENTRE CO 36830DAB7 Dec 2022 310,000 — $249K +3.3% 0.00% DBT
986 SWEDBANK AB 000000000 Dec 2022 265,000 New $248K — 0.00% DBT
987 SEGRO CAPITAL SARL 000000000 Dec 2022 273,000 New $248K — 0.00% DBT
988 SINGTEL GROUP TREASURY 000000000 Dec 2022 290,000 New $247K — 0.00% DBT
989 AMERICAN TOWER CORP 000000000 Dec 2022 270,000 New $247K — 0.00% DBT
990 Apple Inc 037833AT7 Dec 2022 260,000 -225,000 $247K -44.6% 0.00% DBT
991 FIDELITY NATL INFO SERV 000000000 Dec 2022 250,000 New $246K — 0.00% DBT
992 APPLE INC 000000000 Dec 2022 240,000 New $244K — 0.00% DBT
993 NISSAN MOTOR CO 654744AB7 — 261,000 New $243K — 0.00% DBT
994 DIGITAL INTREPID HOLDING 000000000 Dec 2022 330,000 New $242K — 0.00% DBT
995 CHARTER COMM OPT LLC/CAP 161175BT0 Dec 2022 330,000 — $241K +2.3% 0.00% DBT
996 Comcast Corp 20030NCG4 — 300,000 New $241K — 0.00% DBT
997 MORGAN STANLEY 000000000 Dec 2022 280,000 New $240K — 0.00% DBT
998 PACIFIC GAS & ELECTRIC 694308KF3 Dec 2022 242,000 -70,000 $240K -18.6% 0.00% DBT
999 OMV AG 000000000 Dec 2022 217,000 New $240K — 0.00% DBT
1000 DNB BANK ASA 000000000 Dec 2022 257,000 New $239K — 0.00% DBT
1001 COMPUTERSHARE US INC 000000000 Dec 2022 305,000 New $239K — 0.00% DBT
1002 HUARONG FINANCE 2019 000000000 Dec 2022 260,000 New $239K — 0.00% DBT
1003 CNH INDUSTRIAL FIN EUR S 000000000 Dec 2022 261,000 New $238K — 0.00% DBT
1004 SAUDI INTERNATIONAL BOND 000000000 Dec 2022 335,000 New $238K — 0.00% DBT
1005 UBS AG 000000000 Dec 2022 1 New $238K — 0.00% DFE
1006 DEUTSCHE TELEKOM INT FIN 000000000 Dec 2022 246,000 New $237K — 0.00% DBT
1007 SAMPO OYJ 000000000 Dec 2022 296,000 New $237K — 0.00% DBT
1008 Countrywide Alternative Loan Trust 02147WAH2 Dec 2022 425,433 -1,001 $236K -1.1% 0.00% ABS-MBS
1009 VISA INC 92826CAL6 — 262,000 New $236K — 0.00% DBT
1010 CANADIAN PACIFIC RAILWAY 13645RAX2 Dec 2022 235,000 — $236K +6.1% 0.00% DBT
1011 DIAGEO FINANCE PLC 000000000 Dec 2022 235,000 New $236K — 0.00% DBT
1012 ICADE SANTE SAS 000000000 Dec 2022 300,000 New $236K — 0.00% DBT
1013 FALABELLA SA 000000000 Dec 2022 261,000 New $236K — 0.00% DBT
1014 OWL ROCK TECHNOLOGY FINA 691205AG3 Dec 2022 288,000 — $235K +2.0% 0.00% DBT
1015 ENN ENERGY HOLDINGS LTD 000000000 Dec 2022 290,000 New $232K — 0.00% DBT
1016 SSE PLC 000000000 Dec 2022 233,000 New $232K — 0.00% DBT
1017 UNIBAIL-RODAMCO-WESTFLD 000000000 Dec 2022 300,000 New $231K — 0.00% DBT
1018 DIAMONDBACK ENERGY INC 25278XAV1 — 227,000 New $231K — 0.00% DBT
1019 CELULOSA ARAUCO CONSTITU 000000000 Dec 2022 260,000 New $230K — 0.00% DBT
1020 EUTELSAT SA 000000000 Dec 2022 300,000 New $229K — 0.00% DBT
1021 DEUTSCHE BANK NY 251526CB3 Dec 2022 240,000 — $229K +2.3% 0.00% DBT
1022 NATIONWIDE BLDG SOCIETY 63859WAE9 Dec 2022 250,000 — $229K +0.9% 0.00% DBT
1023 ABU DHABI CRUDE OIL 000000000 Dec 2022 250,000 New $229K — 0.00% DBT
1024 REALTY INCOME CORP 000000000 Dec 2022 230,000 New $228K — 0.00% DBT
1025 MCKESSON CORP 000000000 Dec 2022 226,000 New $227K — 0.00% DBT
1026 AIRPORT AUTHORITY HK 000000000 Dec 2022 250,000 New $227K — 0.00% DBT
1027 HSBC Bank USA, National Association 000000000 Dec 2022 1 New $227K — 0.00% DFE
1028 JPMORGAN CHASE & CO 46647PDF0 Dec 2022 240,000 -15,686,000 $227K -98.5% 0.00% DBT
1029 MDC HOLDINGS INC 552676AU2 Dec 2022 315,000 — $226K +7.0% 0.00% DBT
1030 SMITHFIELD FOODS INC 832248BD9 Dec 2022 315,000 — $226K -2.8% 0.00% DBT
1031 SHINHAN FINANCIAL GROUP 000000000 Dec 2022 230,000 New $226K — 0.00% DBT
1032 CNAC HK FINBRIDGE CO LTD 000000000 Dec 2022 230,000 New $225K — 0.00% DBT
1033 NiSource Inc 65473QBD4 Dec 2022 230,000 — $225K +4.7% 0.00% DBT
1034 HPHT FINANCE 21 000000000 Dec 2022 250,000 New $225K — 0.00% DBT
1035 PROSUS NV 74365PAG3 Dec 2022 250,000 — $224K +7.2% 0.00% DBT
1036 MUNICH RE 000000000 Dec 2022 300,000 New $224K — 0.00% DBT
1037 ENERGY TRANSFER LP 292480AK6 Dec 2022 235,000 — $224K +1.9% 0.00% DBT
1038 MORGAN STANLEY 000000000 Dec 2022 235,000 New $223K — 0.00% DBT
1039 DBS GROUP HOLDINGS LTD 000000000 Dec 2022 240,000 New $223K — 0.00% DBT
1040 LLOYDS BANKING GROUP PLC 000000000 Dec 2022 200,000 New $223K — 0.00% DBT
1041 Fannie Mae - CAS 20753KAB8 Dec 2022 221,509 -133,444 $221K -37.5% 0.00% ABS-MBS
1042 UNITED OVERSEAS BANK LTD 000000000 Dec 2022 250,000 New $221K — 0.00% DBT
1043 BANK HAPOALIM 000000000 Dec 2022 257,000 New $221K — 0.00% DBT
1044 QNB FINANCE LTD 000000000 Dec 2022 240,000 New $221K — 0.00% DBT
1045 Hess Corp 42809HAG2 Dec 2022 230,000 — $220K +1.9% 0.00% DBT
1046 TEXAS INSTRUMENTS INC 882508BR4 — 220,000 New $220K — 0.00% DBT
1047 ASHTEAD CAPITAL INC 04505AAA7 Dec 2022 229,000 -200,000 $219K -44.8% 0.00% DBT
1048 WIPRO IT SERVICE 000000000 Dec 2022 250,000 New $219K — 0.00% DBT
1049 TSMC ARIZONA CORP 872898AG6 Dec 2022 230,000 — $219K +1.1% 0.00% DBT
1050 ICBCIL FINANCE CO LTD 000000000 Dec 2022 230,000 New $219K — 0.00% DBT
1051 FOX CORP 35137LAJ4 Dec 2022 240,000 — $218K +4.7% 0.00% DBT
1052 BDO UNIBANK INC 000000000 Dec 2022 240,000 New $218K — 0.00% DBT
1053 CENCOSUD SA 000000000 Dec 2022 230,000 New $218K — 0.00% DBT
1054 CEMEX SAB DE CV 000000000 Dec 2022 227,000 New $217K — 0.00% DBT
1055 HORMEL FOODS CORP 440452AF7 Dec 2022 266,000 — $217K +2.1% 0.00% DBT
1056 GEORGIA POWER CO 373334KN0 Dec 2022 290,000 — $217K +3.4% 0.00% DBT
1057 MCKESSON CORP 000000000 Dec 2022 205,000 New $217K — 0.00% DBT
1058 AT&T INC 00206RLJ9 Dec 2022 320,000 — $216K +2.9% 0.00% DBT
1059 ENEL FINANCE INTL NV 29278GBB3 — 200,000 New $216K — 0.00% DBT
1060 INDIAN RAILWAY FINANCE 45434M2A9 Dec 2022 250,000 — $215K +5.0% 0.00% DBT
1061 Verisk Analytics Inc 92345YAF3 Dec 2022 230,000 — $215K +2.4% 0.00% DBT
1062 HYUNDAI MOTOR MANU INDO 000000000 Dec 2022 250,000 New $214K — 0.00% DBT
1063 VODAFONE GROUP PLC 92857WBT6 — 250,000 New $214K — 0.00% DBT
1064 GOLDMAN SACHS GROUP INC 38141GWZ3 Dec 2022 230,000 — $214K +2.3% 0.00% DBT
1065 Lam Research Corp 512807AU2 Dec 2022 225,000 — $214K +1.7% 0.00% DBT
1066 Suncor Energy Inc 71644EAJ1 Dec 2022 204,000 — $214K +3.7% 0.00% DBT
1067 ING Groep NV 456837AF0 Dec 2022 226,000 — $214K +6.0% 0.00% DBT
1068 TAKE-TWO INTERACTIVE SOF 874054AE9 Dec 2022 219,000 — $214K +0.1% 0.00% DBT
1069 SBB TREASURY OYJ 000000000 Dec 2022 314,000 New $214K — 0.00% DBT
1070 CANADIAN NATL RAILWAY 136375CM2 Dec 2022 355,000 — $214K +2.7% 0.00% DBT
1071 JPMorgan Chase & Co 46647PAM8 Dec 2022 235,000 — $213K +2.4% 0.00% DBT
1072 APTIV PLC 000000000 Dec 2022 210,000 New $213K — 0.00% DBT
1073 PACIFIC GAS & ELECTRIC 694308JN8 Dec 2022 272,000 — $213K +6.5% 0.00% DBT
1074 Cardinal Health Inc 14149YBD9 Dec 2022 250,000 +205,000 $213K +464.5% 0.00% DBT
1075 CNH INDUSTRIAL FIN EUR S 000000000 Dec 2022 210,000 New $213K — 0.00% DBT
1076 ENEL FINANCE INTL NV 29278GAK4 — 229,000 New $212K — 0.00% DBT
1077 ALLIANZ SE 000000000 Dec 2022 200,000 New $212K — 0.00% DBT
1078 SCHNEIDER ELECTRIC SE 000000000 Dec 2022 200,000 New $212K — 0.00% DBT
1079 NIAGARA MOHAWK POWER 65364UAL0 Dec 2022 230,000 — $212K +0.4% 0.00% DBT
1080 ANGLO AMERICAN CAPITAL 000000000 Dec 2022 260,000 New $212K — 0.00% DBT
1081 COMISION FEDERAL DE ELEC 000000000 Dec 2022 240,000 New $211K — 0.00% DBT
1082 CITIC 000000000 Dec 2022 250,000 New $211K — 0.00% DBT
1083 BP CAP MARKETS AMERICA 10373QBN9 Dec 2022 330,000 — $211K +3.0% 0.00% DBT
1084 HSBC HOLDINGS PLC 404280DR7 — 200,000 New $210K — 0.00% DBT
1085 TENNESSEE GAS PIPELINE 880451AZ2 Dec 2022 250,000 — $210K +2.1% 0.00% DBT
1086 BPCE SFH - SOCIETE DE FI 000000000 Dec 2022 200,000 New $209K — 0.00% DBT
1087 DUKE ENERGY INDIANA LLC 26443TAB2 Dec 2022 300,000 — $209K +2.1% 0.00% DBT
1088 MARRIOTT INTERNATIONAL 571903BB8 Dec 2022 218,000 — $209K +3.0% 0.00% DBT
1089 Credit Suisse Mortgage Trust 22942KAW0 Dec 2022 490,804 -397 $209K -6.6% 0.00% ABS-MBS
1090 ANGLO AMERICAN CAPITAL 000000000 Dec 2022 210,000 New $209K — 0.00% DBT
1091 AMERISOURCEBERGEN CORP 03073EAR6 Dec 2022 245,000 — $208K +2.3% 0.00% DBT
1092 Johnson & Johnson 478160AT1 Dec 2022 187,000 — $208K +4.4% 0.00% DBT
1093 BANK OF AMERICA CORP 06051GJF7 Dec 2022 270,000 — $208K +3.2% 0.00% DBT
1094 Synchrony Financial 87165BAP8 Dec 2022 220,000 — $208K +3.7% 0.00% DBT
1095 COFACE SA 000000000 Dec 2022 200,000 New $207K — 0.00% DBT
1096 REPUBLIC OF CHILE 168863DP0 Dec 2022 250,000 — $207K +3.7% 0.00% DBT
1097 NISSAN MOTOR ACCEPTANCE 654740BT5 Dec 2022 255,000 — $207K +2.9% 0.00% DBT
1098 Countrywide Home Loans 17025RAA3 Dec 2022 238,728 -1,743 $206K -4.0% 0.00% ABS-MBS
1099 ALLIANZ SE 000000000 Dec 2022 200,000 New $206K — 0.00% DBT
1100 MTR CORP LTD 000000000 Dec 2022 260,000 New $206K — 0.00% DBT
1101 EMIRATES SEMBCORP WATER 000000000 Dec 2022 220,000 New $206K — 0.00% DBT
1102 TSMC ARIZONA CORP 872898AJ0 Dec 2022 230,000 — $205K +2.5% 0.00% DBT
1103 KIA CORP 000000000 Dec 2022 230,000 New $205K — 0.00% DBT
1104 VODAFONE GROUP PLC 000000000 Dec 2022 320,000 New $205K — 0.00% DBT
1105 REPUBLIC OF CHILE 168863DN5 Dec 2022 250,000 — $204K +4.5% 0.00% DBT
1106 CK HUTCHISON EUROPE 000000000 Dec 2022 245,000 New $204K — 0.00% DBT
1107 RELIANCE INDUSTRIES LTD 000000000 Dec 2022 250,000 New $204K — 0.00% DBT
1108 ARCHER-DANIELS-MIDLAND C 039483AT9 Dec 2022 190,000 — $203K +1.2% 0.00% DBT
1109 ROMANIA 000000000 Dec 2022 256,000 New $203K — 0.00% DBT
1110 CITIGROUP INC 172967MU2 Dec 2022 232,000 — $202K +3.4% 0.00% DBT
1111 MASSMUTUAL GLOBAL FUNDIN 57629WDL1 — 200,000 New $202K — 0.00% DBT
1112 ORANGE SA 000000000 Dec 2022 200,000 New $202K — 0.00% DBT
1113 GOLD FIELDS OROGEN HOLD 000000000 Dec 2022 200,000 New $202K — 0.00% DBT
1114 CHARTER COMM OPT LLC/CAP 161175BN3 Dec 2022 245,000 — $201K +1.7% 0.00% DBT
1115 SANTANDER CONSUMER BANK 000000000 Dec 2022 200,000 New $201K — 0.00% DBT
1116 LYB INTERNATIONAL FINANC 000000000 Dec 2022 214,000 New $200K — 0.00% DBT
1117 ALLIANZ SE 000000000 Dec 2022 200,000 New $200K — 0.00% DBT
1118 BNP Paribas SA 000000000 Dec 2022 1 New $200K — 0.00% DFE
1119 MIZUHO FINANCIAL GROUP 60687YCL1 Dec 2022 200,000 — $200K +1.7% 0.00% DBT
1120 Comcast Corp 20030NCJ8 Dec 2022 230,000 — $199K +6.0% 0.00% DBT
1121 PROSUS NV 000000000 Dec 2022 230,000 New $199K — 0.00% DBT
1122 BANK OF IRELAND GROUP 06279JAC3 Dec 2022 200,000 — $199K +1.6% 0.00% DBT
1123 BANK OF AMERICA CORP 06051GKL2 Dec 2022 240,000 — $199K +2.4% 0.00% DBT
1124 Woori Bank 98105HAG5 Dec 2022 210,000 — $198K -1.1% 0.00% DBT
1125 INTESA SANPAOLO SPA 000000000 Dec 2022 250,000 New $198K — 0.00% DBT
1126 BANCO SANTANDER SA 05964HAR6 Dec 2022 200,000 — $198K +1.9% 0.00% DBT
1127 MITSUBISHI UFJ FIN GRP 606822CN2 Dec 2022 200,000 — $198K +1.2% 0.00% DBT
1128 ALLIANZ SE 000000000 Dec 2022 200,000 New $197K — 0.00% DBT
1129 RELIANCE INDUSTRIES LTD 759470BD8 Dec 2022 300,000 — $197K +0.1% 0.00% DBT
1130 HEIMSTADEN BOSTAD TRESRY 000000000 Dec 2022 275,000 New $197K — 0.00% DBT
1131 LENOVO GROUP LTD 000000000 Dec 2022 250,000 New $197K — 0.00% DBT
1132 AEROPUERTO INTL TOCUMEN 000000000 Dec 2022 240,000 New $196K — 0.00% DBT
1133 ROMANIA 000000000 Dec 2022 250,000 New $196K — 0.00% DBT
1134 FASTIGHETS AB BALDER 000000000 Dec 2022 265,000 New $196K — 0.00% DBT
1135 EASYJET FINCO BV 000000000 Dec 2022 226,000 New $196K — 0.00% DBT
1136 HSBC Holdings PLC 404280BX6 Dec 2022 204,000 — $196K +1.4% 0.00% DBT
1137 GOHL CAPITAL LTD 000000000 Dec 2022 220,000 New $196K — 0.00% DBT
1138 BANK OF AMERICA CORP 06051GJR1 — 208,000 New $195K — 0.00% DBT
1139 PROLOGIS EURO FINANCE 000000000 Dec 2022 220,000 New $195K — 0.00% DBT
1140 GREENKO SOLAR MAURITIUS 000000000 Dec 2022 215,000 New $195K — 0.00% DBT
1141 ING GROEP NV 000000000 Dec 2022 200,000 New $194K — 0.00% DBT
1142 EXXON MOBIL CORPORATION 30231GBF8 Dec 2022 215,000 — $194K +3.5% 0.00% DBT
1143 REPUBLIC OF PHILIPPINES 718286CQ8 Dec 2022 205,000 — $193K +1.2% 0.00% DBT
1144 CLEARSTREAM BANKING AG 000000000 Dec 2022 200,000 New $193K — 0.00% DBT
1145 OMNICOM GP/OMNICOM CAP 681919BA3 — 197,000 New $193K — 0.00% DBT
1146 ATHENE GLOBAL FUNDING 04685A2S9 Dec 2022 201,000 — $191K +0.9% 0.00% DBT
1147 ENERGY TRANSFER LP 29273RBJ7 Dec 2022 205,000 — $190K +6.1% 0.00% DBT
1148 Comcast Corp 20030NBE0 Dec 2022 210,000 — $190K +5.4% 0.00% DBT
1149 INDUSTRIAS PENOLES SAB D 000000000 Dec 2022 230,000 New $190K — 0.00% DBT
1150 Marathon Oil Corp 565849AE6 Dec 2022 190,000 -513,000 $189K -72.3% 0.00% DBT
1151 APPLE INC 037833ER7 Dec 2022 224,000 — $189K +3.0% 0.00% DBT
1152 FRESNILLO PLC 000000000 Dec 2022 240,000 New $189K — 0.00% DBT
1153 WYNN MACAU LTD 000000000 Dec 2022 223,000 New $188K — 0.00% DBT
1154 Amgen Inc 031162BZ2 Dec 2022 225,000 — $188K +2.4% 0.00% DBT
1155 FREEPORT INDONESIA PT 69377FAB2 Dec 2022 204,000 — $187K +10.9% 0.00% DBT
1156 CELULOSA ARAUCO CONSTITU 151191BB8 Dec 2022 200,000 — $187K +7.8% 0.00% DBT
1157 SUZANO AUSTRIA GMBH 86964WAH5 Dec 2022 200,000 — $187K +8.2% 0.00% DBT
1158 UBS GROUP AG 000000000 Dec 2022 200,000 New $187K — 0.00% DBT
1159 REPUBLIC OF PHILIPPINES 718286CR6 Dec 2022 205,000 — $186K +4.2% 0.00% DBT
1160 ACE Capital Trust II 00440FAA2 Dec 2022 150,000 — $186K -1.0% 0.00% DBT
1161 ERSTE GROUP BANK AG 000000000 Dec 2022 200,000 New $185K — 0.00% DBT
1162 SHELL INTERNATIONAL FIN 822582BF8 Dec 2022 210,000 — $184K +4.0% 0.00% DBT
1163 Amgen Inc 031162CF5 Dec 2022 213,000 — $184K +2.4% 0.00% DBT
1164 DP WORLD CRESCENT LTD 000000000 Dec 2022 200,000 New $184K — 0.00% DBT
1165 COSL SINGAPORE CAPITAL 000000000 Dec 2022 200,000 New $184K — 0.00% DBT
1166 FREEPORT INDONESIA PT 000000000 Dec 2022 200,000 New $184K — 0.00% DBT
1167 COMMONWEALTH EDISON CO 202795JV3 Dec 2022 229,000 — $183K +2.5% 0.00% DBT
1168 T-MOBILE USA INC 87264ABU8 Dec 2022 200,000 — $183K +1.3% 0.00% DBT
1169 REPUBLIC OF INDONESIA 455780DJ2 Dec 2022 200,000 — $182K +4.6% 0.00% DBT
1170 CNH INDUSTRIAL CAP LLC 12592BAM6 Dec 2022 205,000 — $181K +2.4% 0.00% DBT
1171 ENEL FINANCE INTL NV 29278GAX6 Dec 2022 200,000 — $180K +5.3% 0.00% DBT
1172 Intesa Sanpaolo SpA 46115HBB2 Dec 2022 200,000 — $179K +1.2% 0.00% DBT
1173 THERMO FISHER SCIENTIFIC 000000000 Dec 2022 169,000 New $179K — 0.00% DBT
1174 ROMANIA 000000000 Dec 2022 300,000 New $179K — 0.00% DBT
1175 COMM Mortgage Trust 12625EAA7 Dec 2022 180,378 -133,802 $179K -42.4% 0.00% ABS-MBS
1176 PVH CORP 693656AC4 Dec 2022 185,000 — $179K +0.7% 0.00% DBT
1177 LCH Limited 000000000 Dec 2022 1,290,000 New $178K — 0.00% DIR
1178 KAZMUNAYGAS NATIONAL CO 000000000 Dec 2022 240,000 New $177K — 0.00% DBT
1179 AMGEN INC INDUSTRY 031162DF4 Dec 2022 220,000 — $177K +2.1% 0.00% DBT
1180 WELLS FARGO & COMPANY 95000U2S1 Dec 2022 200,000 — $176K +2.9% 0.00% DBT
1181 Fannie Mae - CAS 20753MAF5 Dec 2022 176,456 -88,196 $176K -33.3% 0.00% ABS-MBS
1182 SWISS RE FINANCE LUX 000000000 Dec 2022 200,000 New $176K — 0.00% DBT
1183 GC TREASURY CENTRE CO 36830DAD3 Dec 2022 200,000 — $176K +2.4% 0.00% DBT
1184 VITERRA FINANCE BV 92852LAD1 Dec 2022 200,000 — $175K +1.6% 0.00% DBT
1185 VALE OVERSEAS LIMITED 91911TAQ6 Dec 2022 200,000 — $175K +8.4% 0.00% DBT
1186 UNITED OVERSEAS BANK LTD 91127LAE0 Dec 2022 200,000 — $175K +1.3% 0.00% DBT
1187 Southern Copper Corp 84265VAJ4 Dec 2022 170,000 — $174K +9.5% 0.00% DBT
1188 REPUBLIC OF CHILE 168863DQ8 Dec 2022 280,000 — $174K +7.6% 0.00% DBT
1189 REPUBLIC OF PHILIPPINES 000000000 Dec 2022 205,000 New $174K — 0.00% DBT
1190 BRASKEM IDESA SAPI 000000000 Dec 2022 244,000 New $174K — 0.00% DBT
1191 Southern Copper Corp 84265VAH8 Dec 2022 180,000 — $174K +1.3% 0.00% DBT
1192 CNP ASSURANCES 000000000 Dec 2022 200,000 New $174K — 0.00% DBT
1193 CIGNA CORP 125523CF5 Dec 2022 193,000 — $174K +4.8% 0.00% DBT
1194 Westpac Banking Corp 961214DF7 Dec 2022 185,000 — $173K +1.8% 0.00% DBT
1195 VORNADO REALTY LP 929043AL1 Dec 2022 233,000 — $173K -2.9% 0.00% DBT
1196 HEIDELBERGCEMENT FIN LUX 000000000 Dec 2022 180,000 New $173K — 0.00% DBT
1197 ORANGE SA 000000000 Dec 2022 160,000 New $172K — 0.00% DBT
1198 ROMANIA REGD REG 000000000 Dec 2022 180,000 New $172K — 0.00% DBT
1199 KBC GROUP NV 000000000 Dec 2022 200,000 New $172K — 0.00% DBT
1200 AMERICAN TOWER CORP 000000000 Dec 2022 196,000 New $172K — 0.00% DBT
1201 JPMORGAN CHASE & CO 46647PDK9 Dec 2022 175,000 — $172K +4.0% 0.00% DBT
1202 WISCONSIN ELECTRIC POWER 976656CN6 Dec 2022 175,000 — $172K +1.9% 0.00% DBT
1203 TAKEDA PHARMACEUTICAL 874060AZ9 Dec 2022 250,000 — $171K +2.2% 0.00% DBT
1204 INTESA SANPAOLO SPA 46115HBL0 Dec 2022 200,000 — $170K +2.5% 0.00% DBT
1205 ZOETIS INC 98978VAU7 — 167,000 New $170K — 0.00% DBT
1206 BANK OF AMERICA CORP 06051GLC1 — 165,000 New $170K — 0.00% DBT
1207 AMERICAN MEDICAL SYST EU 000000000 Dec 2022 180,000 New $170K — 0.00% DBT
1208 ERSTE GROUP BANK AG 000000000 Dec 2022 200,000 New $169K — 0.00% DBT
1209 GLENCORE FINANCE EUROPE 000000000 Dec 2022 160,000 New $169K — 0.00% DBT
1210 TOYOTA MOTOR CREDIT CORP 89236TKL8 — 165,000 New $169K — 0.00% DBT
1211 JPMORGAN CHASE & CO 46647PBL9 Dec 2022 206,000 — $169K +3.5% 0.00% DBT
1212 REPUBLIC OF INDONESIA 455780DK9 Dec 2022 200,000 — $169K +8.7% 0.00% DBT
1213 FOX CORP 35137LAL9 Dec 2022 190,000 — $168K +3.2% 0.00% DBT
1214 CIA CERVECERIAS UNIDAS 204429AA2 Dec 2022 200,000 — $168K +0.6% 0.00% DBT
1215 APPLE INC 037833EL0 Dec 2022 257,000 — $167K +3.2% 0.00% DBT
1216 BOSTON PROPERTIES LP 10112RBG8 — 162,000 New $167K — 0.00% DBT
1217 WESTERN UNION CO/THE 959802BA6 Dec 2022 221,000 — $167K +0.7% 0.00% DBT
1218 HOLDING D'INFRASTRUCTURE 000000000 Dec 2022 200,000 New $167K — 0.00% DBT
1219 ZF FINANCE GMBH 000000000 Dec 2022 200,000 New $167K — 0.00% DBT
1220 SIRIUS REAL ESTATE LTD 000000000 Dec 2022 200,000 New $166K — 0.00% DBT
1221 TRUST FIBRAUNO 000000000 Dec 2022 205,000 New $166K — 0.00% DBT
1222 STANDARD CHARTERED PLC 000000000 Dec 2022 195,000 New $165K — 0.00% DBT
1223 WALT DISNEY COMPANY/THE 254687GA8 Dec 2022 215,000 — $165K +3.7% 0.00% DBT
1224 INTERPUBLIC GROUP COS 460690BR0 Dec 2022 175,000 — $165K +2.8% 0.00% DBT
1225 CVS HEALTH CORP 126650DL1 Dec 2022 205,000 — $165K +2.6% 0.00% DBT
1226 ENI SPA 000000000 Dec 2022 170,000 New $165K — 0.00% DBT
1227 EATON CORP 278062AJ3 Dec 2022 180,000 — $164K +3.8% 0.00% DBT
1228 SVENSKA HANDELSBANKEN AB 000000000 Dec 2022 200,000 New $164K — 0.00% DBT
1229 CONSTELLATION EN GEN LLC 30161MAJ2 Dec 2022 170,000 — $164K +5.1% 0.00% DBT
1230 TEXAS INSTRUMENTS INC 882508BQ6 Dec 2022 183,000 — $164K +4.5% 0.00% DBT
1231 Countrywide Alternative Loan Trust 02151CBD7 Dec 2022 259,808 -5,387 $162K -5.2% 0.00% ABS-MBS
1232 VIRGIN MEDIA FINANCE PLC 92769VAJ8 Dec 2022 200,000 — $161K +7.3% 0.00% DBT
1233 FRESENIUS MED CARE III 35805BAA6 Dec 2022 190,000 — $161K +1.5% 0.00% DBT
1234 AIR PRODUCTS & CHEMICALS 000000000 Dec 2022 175,000 New $160K — 0.00% DBT
1235 JYSKE BANK A/S 000000000 Dec 2022 170,000 New $160K — 0.00% DBT
1236 DNB BANK ASA 000000000 Dec 2022 180,000 New $158K — 0.00% DBT
1237 COCA-COLA CO/THE 000000000 Dec 2022 180,000 New $158K — 0.00% DBT
1238 SAN DIEGO G & E 797440CA0 Dec 2022 231,000 — $157K +4.2% 0.00% DBT
1239 Commonwealth Edison Co 202795HK9 Dec 2022 150,000 — $157K +1.8% 0.00% DBT
1240 AMGEN INC 031162DG2 Dec 2022 195,000 — $156K +3.1% 0.00% DBT
1241 ARGENTUM (ZURICH INS) 000000000 Dec 2022 155,000 New $156K — 0.00% DBT
1242 METSO OUTOTEC OYJ 000000000 Dec 2022 179,000 New $156K — 0.00% DBT
1243 Weyerhaeuser Co 962166BR4 Dec 2022 140,000 — $155K +2.4% 0.00% DBT
1244 Fannie Mae 3140HBJZ2 Dec 2022 167,171 -932 $155K +0.8% 0.00% ABS-MBS
1245 STUDIO CITY FINANCE LTD 000000000 Dec 2022 200,000 New $153K — 0.00% DBT
1246 PROSUS NV 000000000 Dec 2022 199,000 New $153K — 0.00% DBT
1247 MIZUHO FINANCIAL GROUP 60687YBT5 Dec 2022 200,000 — $153K +3.2% 0.00% DBT
1248 JAGUAR LAND ROVER AUTOMO 47010BAF1 Dec 2022 200,000 — $152K +11.5% 0.00% DBT
1249 VIRGIN MONEY UK PLC 000000000 Dec 2022 135,000 New $151K — 0.00% DBT
1250 NESTLE HOLDINGS INC 641062AU8 — 161,000 New $150K — 0.00% DBT
1251 KINDER MORGAN ENER PART 494550BP0 Dec 2022 175,000 — $150K +5.7% 0.00% DBT
1252 MORGAN STANLEY 61747YET8 Dec 2022 152,000 — $150K +1.0% 0.00% DBT
1253 Apache Corp 037411AW5 Dec 2022 180,000 — $149K +2.7% 0.00% DBT
1254 HSBC HOLDINGS PLC 000000000 Dec 2022 125,000 New $149K — 0.00% DBT
1255 CHILE ELEC PEC SPA 000000000 Dec 2022 206,000 New $147K — 0.00% DBT
1256 NESTLE HOLDINGS INC 641062BB9 Dec 2022 150,000 — $147K +0.7% 0.00% DBT
1257 NESTLE HOLDINGS INC 641062BC7 Dec 2022 150,000 — $146K +1.1% 0.00% DBT
1258 AIRCASTLE LTD 00928QAW1 Dec 2022 195,000 — $146K -0.7% 0.00% DBT
1259 WARNERMEDIA HOLDINGS INC 55903VAN3 Dec 2022 190,000 — $146K +2.7% 0.00% DBT
1260 Merck & Co Inc 58933YAW5 Dec 2022 170,000 — $146K +3.8% 0.00% DBT
1261 PROTECTIVE LIFE GLOBAL 74368CBP8 Dec 2022 150,000 — $145K +0.6% 0.00% DBT
1262 HOME DEPOT INC 437076BP6 Dec 2022 194,000 — $145K +5.4% 0.00% DBT
1263 HOCHTIEF AKTIENGESELLSCH 000000000 Dec 2022 180,000 New $143K — 0.00% DBT
1264 DIAGEO FINANCE PLC 000000000 Dec 2022 136,000 New $143K — 0.00% DBT
1265 PROTECTIVE LIFE GLOBAL 74368CBL7 Dec 2022 150,000 — $143K +0.3% 0.00% DBT
1266 NESTLE HOLDINGS INC 641062BE3 Dec 2022 150,000 — $142K +1.2% 0.00% DBT
1267 DISCOVERY COMMUNICATIONS 000000000 Dec 2022 144,000 New $139K — 0.00% DBT
1268 SYSCO CORPORATION 871829BR7 Dec 2022 210,000 — $139K +5.2% 0.00% DBT
1269 MICROSOFT CORP 594918CF9 Dec 2022 200,000 — $139K +2.1% 0.00% DBT
1270 JPMorgan Chase & Co 46647PAR7 Dec 2022 149,000 -2,200,000 $138K -93.5% 0.00% DBT
1271 COOPERATIEVE RABOBANK UA 000000000 Dec 2022 125,000 New $138K — 0.00% DBT
1272 First Horizon Alternative Mortgage Securities 32053LAK8 Dec 2022 530,126 -2,507 $136K -4.7% 0.00% ABS-MBS
1273 AXA SA 000000000 Dec 2022 138,000 New $135K — 0.00% DBT
1274 CENTRICA PLC 000000000 Dec 2022 120,000 New $134K — 0.00% DBT
1275 ALBERTSONS COS/SAFEWAY 013092AB7 Dec 2022 140,000 — $133K +3.1% 0.00% DBT
1276 GA GLOBAL FUNDING TRUST 36143L2G9 Dec 2022 150,000 — $132K +1.6% 0.00% DBT
1277 CANADIAN NATL RESOURCES 136385AX9 Dec 2022 140,000 — $132K +2.3% 0.00% DBT
1278 DIRECTV FIN LLC/COINC 25461LAA0 Dec 2022 145,000 — $130K +3.8% 0.00% DBT
1279 CELANESE US HOLDINGS LLC 15089QAR5 Dec 2022 130,000 — $130K +1.3% 0.00% DBT
1280 Altria Group Inc 02209SBD4 Dec 2022 135,000 — $129K +3.9% 0.00% DBT
1281 NEWELL BRANDS INC 651229BC9 Dec 2022 130,000 -10,630,000 $129K -98.8% 0.00% DBT
1282 PROLOGIS EURO FINANCE 000000000 Dec 2022 145,000 New $129K — 0.00% DBT
1283 TENNESSEE GAS PIPELINE 880451AV1 Dec 2022 120,000 — $128K +3.3% 0.00% DBT
1284 SYSCO CORPORATION 871829BN6 Dec 2022 117,000 — $127K +4.0% 0.00% DBT
1285 BOARDWALK PIPELINES LP 096630AH1 Dec 2022 150,000 — $126K +3.9% 0.00% DBT
1286 Cox Communications Inc 224044CC9 — 155,000 New $125K — 0.00% DBT
1287 McDonald's Corp 58013MFH2 Dec 2022 143,000 — $125K +4.8% 0.00% DBT
1288 AVIVA PLC 000000000 Dec 2022 135,000 New $125K — 0.00% DBT
1289 NUCOR CORP 670346AY1 Dec 2022 128,000 — $125K +1.4% 0.00% DBT
1290 IBM CORP 459200HF1 Dec 2022 150,000 — $124K +5.5% 0.00% DBT
1291 NISSAN MOTOR CO 000000000 Dec 2022 125,000 New $124K — 0.00% DBT
1292 BAT CAPITAL CORP 05526DBX2 — 115,000 New $124K — 0.00% DBT
1293 Fannie Mae 3140GSRV6 Dec 2022 132,949 -2,607 $123K -0.6% 0.00% ABS-MBS
1294 TENNET HOLDING BV 000000000 Dec 2022 125,000 New $123K — 0.00% DBT
1295 RYDER SYSTEM INC 78355HKS7 Dec 2022 139,000 — $123K +0.9% 0.00% DBT
1296 GUARDIAN LIFE INSURANCE 401378AC8 Dec 2022 149,000 — $123K +0.4% 0.00% DBT
1297 DNB BANK ASA 000000000 Dec 2022 120,000 New $122K — 0.00% DBT
1298 AmerisourceBergen Corp 03073EAQ8 Dec 2022 146,000 — $121K +3.9% 0.00% DBT
1299 DOW CHEMICAL CO/THE 260543DH3 — 111,000 New $121K — 0.00% DBT
1300 CIGNA CORP 125523AK6 Dec 2022 133,000 — $121K +4.8% 0.00% DBT
1301 WELLS FARGO & COMPANY 95000U3C5 Dec 2022 123,000 — $121K +1.3% 0.00% DBT
1302 UNITEDHEALTH GROUP INC 91324PES7 — 111,000 New $121K — 0.00% DBT
1303 ATMOS ENERGY CORP 049560AY1 Dec 2022 114,000 — $120K +5.0% 0.00% DBT
1304 Microsoft Corp 594918CB8 Dec 2022 126,000 — $120K +3.1% 0.00% DBT
1305 DIAGEO CAPITAL BV 000000000 Dec 2022 126,000 New $120K — 0.00% DBT
1306 Altria Group Inc 02209SBE2 Dec 2022 130,000 — $119K +5.9% 0.00% DBT
1307 HUNGARY 000000000 Dec 2022 200,000 New $119K — 0.00% DBT
1308 SOUTHWEST GAS CORP 845011AF2 — 117,000 New $119K — 0.00% DBT
1309 ENI SPA 000000000 Dec 2022 135,000 New $119K — 0.00% DBT
1310 MetLife Capital Trust IV 591560AA5 Dec 2022 110,000 -166,000 $119K -59.7% 0.00% DBT
1311 MONDELEZ INTERNATIONAL 609207BA2 Dec 2022 131,000 — $119K +1.1% 0.00% DBT
1312 SANTANDER HOLDINGS USA 80282KBE5 Dec 2022 120,000 — $119K +1.3% 0.00% DBT
1313 PacifiCorp 695114CJ5 Dec 2022 110,000 — $118K +3.6% 0.00% DBT
1314 INTEL CORP 458140BZ2 Dec 2022 124,000 — $118K +2.7% 0.00% DBT
1315 BANK OF NOVA SCOTIA 06417XAL5 — 118,000 New $118K — 0.00% DBT
1316 BROADCOM INC 11135FBV2 Dec 2022 135,000 — $118K +5.7% 0.00% DBT
1317 GLENCORE FINANCE EUROPE 000000000 Dec 2022 105,000 New $118K — 0.00% DBT
1318 Oracle Corp 68389XBJ3 Dec 2022 160,000 — $118K +8.5% 0.00% DBT
1319 LOWE'S COS INC 548661EL7 Dec 2022 120,000 — $117K +3.3% 0.00% DBT
1320 MACQUARIE GROUP LTD 55608JBG2 Dec 2022 124,000 — $117K +2.1% 0.00% DBT
1321 PENSKE TRUCK LEASING/PTL 709599BR4 — 116,000 New $117K — 0.00% DBT
1322 NATWEST GROUP PLC 000000000 Dec 2022 105,000 New $117K — 0.00% DBT
1323 VICI PROPERTIES LP 925650AB9 Dec 2022 123,000 — $117K +3.4% 0.00% DBT
1324 SOUTHERN CAL EDISON 842400HS5 — 113,000 New $117K — 0.00% DBT
1325 GENERAL MOTORS CO 37045VAY6 Dec 2022 122,000 — $117K +3.5% 0.00% DBT
1326 AEP TEXAS INC 00108WAQ3 Dec 2022 121,000 — $116K +5.1% 0.00% DBT
1327 CON EDISON CO OF NY INC 209111EL3 Dec 2022 115,000 — $116K +1.5% 0.00% DBT
1328 INTEL CORP 458140CA6 Dec 2022 124,000 — $116K +2.5% 0.00% DBT
1329 MCDONALD'S CORP 58013MFT6 Dec 2022 120,000 -478,000 $116K -79.2% 0.00% DBT
1330 MIZUHO FINANCIAL GROUP 000000000 Dec 2022 135,000 New $116K — 0.00% DBT
1331 INTERCONTINENTALEXCHANGE 45866FAY0 Dec 2022 122,000 — $116K +5.8% 0.00% DBT
1332 LOWE'S COS INC 548661EM5 Dec 2022 120,000 — $116K +4.3% 0.00% DBT
1333 DIAMONDBACK ENERGY INC 25278XAW9 — 119,000 New $116K — 0.00% DBT
1334 KEURIG DR PEPPER INC 49271VAQ3 Dec 2022 127,000 — $116K +3.4% 0.00% DBT
1335 FAIRFAX FINL HLDGS LTD 303901BK7 Dec 2022 123,000 — $116K +1.8% 0.00% DBT
1336 WESTPAC BANKING CORP 961214FK4 — 113,000 New $115K — 0.00% DBT
1337 MPLX LP 55336VBU3 Dec 2022 123,000 -90,000 $115K -40.4% 0.00% DBT
1338 SOUTHERN CAL EDISON 842400HR7 Dec 2022 120,000 — $115K +7.2% 0.00% DBT
1339 APPLE INC 037833EN6 Dec 2022 124,000 — $115K +1.3% 0.00% DBT
1340 PACIFIC GAS & ELECTRIC 694308KC0 Dec 2022 131,000 — $115K +6.2% 0.00% DBT
1341 WALMART INC 931142EZ2 Dec 2022 120,000 — $115K +1.7% 0.00% DBT
1342 IBM CORP 459200KU4 Dec 2022 120,000 — $114K +3.3% 0.00% DBT
1343 BAIN CAPITAL SPECIALTY F 05684BAC1 Dec 2022 139,000 — $114K +0.3% 0.00% DBT
1344 CCO HLDGS LLC/CAP CORP 1248EPCQ4 Dec 2022 141,000 — $114K +3.9% 0.00% DBT
1345 EQUINIX INC 29444UBU9 Dec 2022 129,000 — $114K +4.3% 0.00% DBT
1346 ENTERPRISE PRODUCTS OPER 29379VBA0 Dec 2022 130,000 — $114K +5.1% 0.00% DBT
1347 WESTPAC BANKING CORP 961214FH1 — 113,000 New $114K — 0.00% DBT
1348 GENERAL MOTORS CO 37045VAZ3 Dec 2022 122,000 — $114K +4.5% 0.00% DBT
1349 BHP BILLITON FINANCE LTD 000000000 Dec 2022 125,000 New $114K — 0.00% DBT
1350 BANK OF AMERICA CORP 06051GKQ1 Dec 2022 124,000 — $114K +2.1% 0.00% DBT
1351 PUBLIC SERVICE COLORADO 744448CW9 Dec 2022 121,000 — $114K +1.6% 0.00% DBT
1352 BPCE SA 000000000 Dec 2022 100,000 New $113K — 0.00% DBT
1353 SOUTHWESTERN PUBLIC SERV 845743BW2 Dec 2022 122,000 — $113K +2.7% 0.00% DBT
1354 TYCO ELECTRONICS GROUP S 000000000 Dec 2022 135,000 New $113K — 0.00% DBT
1355 SOUTHWEST GAS CORP 845011AE5 Dec 2022 128,000 — $112K +4.0% 0.00% DBT
1356 UNITEDHEALTH GROUP INC 91324PEK4 Dec 2022 121,000 — $112K +3.6% 0.00% DBT
1357 GLOBAL PAYMENTS INC 37940XAR3 Dec 2022 123,000 — $112K +3.4% 0.00% DBT
1358 NSTAR ELECTRIC CO 67021CAS6 Dec 2022 122,000 — $111K +5.0% 0.00% DBT
1359 NISOURCE INC 65473PAM7 Dec 2022 122,000 — $111K +4.4% 0.00% DBT
1360 PEPSICO INC 000000000 Dec 2022 100,000 New $111K — 0.00% DBT
1361 KINDER MORGAN INC 49456BAW1 Dec 2022 123,000 — $111K +4.4% 0.00% DBT
1362 ENTERGY LOUISIANA LLC 29364WBL1 Dec 2022 123,000 — $111K +3.5% 0.00% DBT
1363 CANADIAN NATL RAILWAY 136375DB5 Dec 2022 124,000 — $111K +3.6% 0.00% DBT
1364 WILLIAMS COMPANIES INC 969457CA6 Dec 2022 123,000 — $111K +2.8% 0.00% DBT
1365 BURLINGTN NORTH SANTA FE 12189LBJ9 Dec 2022 124,000 — $111K +3.0% 0.00% DBT
1366 TAMPA ELECTRIC CO 875127BL5 Dec 2022 120,000 — $111K +0.9% 0.00% DBT
1367 INTEL CORP 458140CB4 Dec 2022 124,000 — $110K +0.7% 0.00% DBT
1368 OEC FINANCE LTD 67614CAD2 Dec 2022 5,148,585 +163,570 $110K -25.6% 0.00% DBT
1369 Citibank, National Association 000000000 Dec 2022 1 New $110K — 0.00% DFE
1370 REPUBLIC OF PERU 715638DP4 — 150,000 New $109K — 0.00% DBT
1371 VOLKSWAGEN FIN SERV NV 000000000 Dec 2022 100,000 New $109K — 0.00% DBT
1372 DOBANK SPA 000000000 Dec 2022 105,000 New $108K — 0.00% DBT
1373 PACIFIC GAS & ELECTRIC 694308KD8 Dec 2022 131,000 — $107K +7.0% 0.00% DBT
1374 ENEL FINANCE INTL NV 29268BAF8 Dec 2022 115,000 — $107K +5.7% 0.00% DBT
1375 Duke Energy Ohio Inc 26442EAG5 Dec 2022 130,000 — $107K +2.7% 0.00% DBT
1376 SAMMONS FINANCIAL GROUP 79588TAE0 Dec 2022 129,000 — $107K +2.2% 0.00% DBT
1377 Altria Group Inc 02209SAV5 Dec 2022 160,000 — $107K +5.3% 0.00% DBT
1378 MOL HUNGARIAN OIL & GAS 000000000 Dec 2022 100,000 New $106K — 0.00% DBT
1379 VIRGINIA ELEC & POWER CO 927804GJ7 Dec 2022 121,000 — $106K +2.2% 0.00% DBT
1380 Florida Power & Light Co 341081FR3 Dec 2022 125,000 — $106K +1.3% 0.00% DBT
1381 ATHENE GLOBAL FUNDING 04685A3E9 Dec 2022 139,000 — $106K +1.3% 0.00% DBT
1382 APPLE INC 037833EQ9 Dec 2022 124,000 — $106K +2.4% 0.00% DBT
1383 BLUE OWL FINANCE LLC 09581JAG1 Dec 2022 133,000 — $106K +0.7% 0.00% DBT
1384 Citigroup Mortgage Loan Trust Inc 17311WAA5 Dec 2022 120,758 -1,295 $105K -2.9% 0.00% ABS-MBS
1385 UNION ELECTRIC CO 906548CU4 Dec 2022 129,000 — $105K +3.2% 0.00% DBT
1386 TOTALENERGIES CAP INTL 000000000 Dec 2022 100,000 New $105K — 0.00% DBT
1387 COMCAST CORP 000000000 Dec 2022 122,000 New $104K — 0.00% DBT
1388 CHARTER COMM OPT LLC/CAP 161175BA1 Dec 2022 115,000 — $104K +2.6% 0.00% DBT
1389 AMAZON.COM INC 023135CK0 Dec 2022 126,000 — $104K +3.0% 0.00% DBT
1390 SOCIETE GENERALE 000000000 Dec 2022 100,000 New $104K — 0.00% DBT
1391 CASTLE UK FINCO PLC 000000000 Dec 2022 130,000 New $103K — 0.00% DBT
1392 PECO ENERGY CO 693304BC0 Dec 2022 155,000 — $103K +2.8% 0.00% DBT
1393 DIAMONDBACK ENERGY INC 25278XAT6 Dec 2022 138,000 — $102K +1.2% 0.00% DBT
1394 INTEL CORP 458140BJ8 Dec 2022 150,000 — $102K +2.3% 0.00% DBT
1395 JYSKE BANK A/S 000000000 Dec 2022 100,000 New $102K — 0.00% DBT
1396 Fannie Mae - CAS 30711XAB0 Dec 2022 100,426 -3,949 $102K -4.3% 0.00% ABS-MBS
1397 TELEFONICA EUROPE BV 000000000 Dec 2022 100,000 New $102K — 0.00% DBT
1398 SCHNEIDER ELECTRIC SE 000000000 Dec 2022 100,000 New $102K — 0.00% DBT
1399 KBC GROUP NV 000000000 Dec 2022 100,000 New $101K — 0.00% DBT
1400 NATWEST MARKETS PLC 000000000 Dec 2022 105,000 New $101K — 0.00% DBT
1401 ISS GLOBAL A/S 000000000 Dec 2022 106,000 New $100K — 0.00% DBT
1402 DXC TECHNOLOGY CO 000000000 Dec 2022 101,000 New $100K — 0.00% DBT
1403 UNION PACIFIC CORP 907818GA0 Dec 2022 133,000 — $99K +3.9% 0.00% DBT
1404 GOLDMAN SACHS GROUP INC 000000000 Dec 2022 75,000 New $97K — 0.00% DBT
1405 VOLKSWAGEN INTL FIN NV 000000000 Dec 2022 100,000 New $97K — 0.00% DBT
1406 GLOBAL PAYMENTS INC 37940XAQ5 Dec 2022 102,000 — $97K +2.8% 0.00% DBT
1407 TIME WARNER CABLE LLC 000000000 Dec 2022 100,000 New $97K — 0.00% DBT
1408 MPT OPER PARTNERSP/FINL 000000000 Dec 2022 100,000 New $97K — 0.00% DBT
1409 MICROSOFT CORP 594918CD4 Dec 2022 150,000 — $97K +2.0% 0.00% DBT
1410 AMCOR UK FINANCE PLC 000000000 Dec 2022 103,000 New $97K — 0.00% DBT
1411 NATIONAL AUSTRALIA BANK 000000000 Dec 2022 102,000 New $97K — 0.00% DBT
1412 ATHENE GLOBAL FUNDING 000000000 Dec 2022 107,000 New $97K — 0.00% DBT
1413 NTT FINANCE CORP 000000000 Dec 2022 109,000 New $96K — 0.00% DBT
1414 VOLKSWAGEN INTL FIN NV 000000000 Dec 2022 100,000 New $96K — 0.00% DBT
1415 VIA CELERE DESARROLLOS 000000000 Dec 2022 100,000 New $96K — 0.00% DBT
1416 ASAHI GROUP HOLDINGS LTD 000000000 Dec 2022 109,000 New $96K — 0.00% DBT
1417 Bank of America, National Association 000000000 Dec 2022 1 New $95K — 0.00% DFE
1418 IBM CORP 459200KP5 Dec 2022 135,000 — $95K +3.7% 0.00% DBT
1419 BANK OF NOVA SCOTIA 000000000 Dec 2022 111,000 New $95K — 0.00% DBT
1420 AVANGRID INC 05351WAC7 Dec 2022 99,000 — $95K +1.1% 0.00% DBT
1421 FAURECIA 000000000 Dec 2022 105,000 New $95K — 0.00% DBT
1422 VICI PROPERTIES / NOTE 92564RAA3 Dec 2022 101,000 — $94K +3.9% 0.00% DBT
1423 MPLX LP 55336VAJ9 Dec 2022 95,000 — $94K +0.7% 0.00% DBT
1424 GILEAD SCIENCES INC 375558BT9 Dec 2022 145,000 — $94K +5.0% 0.00% DBT
1425 CHEPLAPHARM ARZNEIMITTEL 000000000 Dec 2022 100,000 New $94K — 0.00% DBT
1426 SUMITOMO MITSUI FINL GRP 000000000 Dec 2022 110,000 New $93K — 0.00% DBT
1427 Pilgrim's Pride Corp 72147KAE8 Dec 2022 95,000 -359,000 $93K -78.9% 0.00% DBT
1428 Bank of America, National Association 000000000 Dec 2022 1 New $93K — 0.00% DFE
1429 E.ON INTL FINANCE BV 000000000 Dec 2022 91,000 New $92K — 0.00% DBT
1430 ANHEUSER-BUSCH INBEV SA/ 000000000 Dec 2022 100,000 New $92K — 0.00% DBT
1431 MACQUARIE GROUP LTD 000000000 Dec 2022 100,000 New $92K — 0.00% DBT
1432 IBM CORP 459200KA8 Dec 2022 100,000 — $92K +1.7% 0.00% DBT
1433 VISTRA CORP 92840MAC6 Dec 2022 100,000 — $91K +4.3% 0.00% DBT
1434 NEINOR HOMES SLU 000000000 Dec 2022 100,000 New $91K — 0.00% DBT
1435 KEYSPAN GAS EAST CORP 49338CAC7 Dec 2022 137,000 — $91K +2.2% 0.00% DBT
1436 BANQUE FED CRED MUTUEL 000000000 Dec 2022 100,000 New $91K — 0.00% DBT
1437 NATIONAL GRID NA INC 000000000 Dec 2022 109,000 New $90K — 0.00% DBT
1438 CELANESE US HOLDINGS LLC 15089QAL8 Dec 2022 90,000 — $90K +2.1% 0.00% DBT
1439 GRIFOLS ESCROW ISSUER 000000000 Dec 2022 100,000 New $90K — 0.00% DBT
1440 ING GROEP NV 000000000 Dec 2022 100,000 New $89K — 0.00% DBT
1441 VOLKSWAGEN INTL FIN NV 000000000 Dec 2022 100,000 New $89K — 0.00% DBT
1442 VF CORP 000000000 Dec 2022 100,000 New $88K — 0.00% DBT
1443 KKR GROUP FIN CO X LLC 48255BAA4 Dec 2022 139,000 — $88K -2.7% 0.00% DBT
1444 FIDELITY NATL INFO SERV 31620MBZ8 — 95,000 New $88K — 0.00% DBT
1445 VZ SECURED FINANCING BV 000000000 Dec 2022 105,000 New $88K — 0.00% DBT
1446 DCP MIDSTREAM OPERATING 23311VAG2 Dec 2022 88,000 — $87K +1.9% 0.00% DBT
1447 Morgan Stanley 61744YAP3 Dec 2022 95,000 — $87K +1.6% 0.00% DBT
1448 ATHENE HOLDING LTD 04686JAE1 Dec 2022 139,000 — $86K -0.1% 0.00% DBT
1449 JCDECAUX SA 000000000 Dec 2022 100,000 New $85K — 0.00% DBT
1450 WOLTERS KLUWER NV 000000000 Dec 2022 100,000 New $85K — 0.00% DBT
1451 GS Mortgage Securities Trust 36191YAL2 Dec 2022 204,620 — $85K -2.6% 0.00% ABS-MBS
1452 FORD MOTOR COMPANY 345370DB3 Dec 2022 90,000 -11,016,000 $83K -99.1% 0.00% DBT
1453 IBM CORP 459200KC4 Dec 2022 100,000 — $83K +5.0% 0.00% DBT
1454 ARCHER-DANIELS-MIDLAND C 039483BE1 Dec 2022 91,000 — $83K +1.1% 0.00% DBT
1455 BROADCOM INC 11135FBT7 Dec 2022 94,000 — $83K +4.5% 0.00% DBT
1456 PILGRIM'S PRIDE CORP 72147KAG3 Dec 2022 105,000 — $82K +3.6% 0.00% DBT
1457 MICRON TECHNOLOGY INC 595112BV4 — 80,000 New $81K — 0.00% DBT
1458 MORGAN STANLEY 000000000 Dec 2022 100,000 New $81K — 0.00% DBT
1459 Suncor Energy Inc 867229AC0 Dec 2022 75,000 — $81K +2.7% 0.00% DBT
1460 ENERGY TRANSFER LP 29273RAP4 Dec 2022 85,000 — $80K +5.4% 0.00% DBT
1461 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $80K — 0.00% DFE
1462 HOST HOTELS & RESORTS LP 44107TBA3 Dec 2022 105,000 -6,853,000 $80K -98.4% 0.00% DBT
1463 MUNICH RE 000000000 Dec 2022 100,000 New $80K — 0.00% DBT
1464 SAMHALLSBYGGNADSBOLAGET 000000000 Dec 2022 100,000 New $79K — 0.00% DBT
1465 KINDER MORGAN INC 28368EAE6 Dec 2022 70,000 — $79K +3.7% 0.00% DBT
1466 HUMANA INC 444859BU5 — 77,000 New $79K — 0.00% DBT
1467 ARDAGH METAL PACKAGING 000000000 Dec 2022 100,000 New $78K — 0.00% DBT
1468 AGEAS 000000000 Dec 2022 100,000 New $76K — 0.00% DBT
1469 SandRidge Energy Inc 80007P869 Dec 2022 4,459 — $76K +4.4% 0.00% EC
1470 INTERPUBLIC GROUP COS 460690BS8 Dec 2022 105,000 — $74K +6.5% 0.00% DBT
1471 CONTINENTAL RESOURCES 212015AQ4 Dec 2022 100,000 — $74K +3.4% 0.00% DBT
1472 VODAFONE GROUP PLC 000000000 Dec 2022 100,000 New $74K — 0.00% DBT
1473 META PLATFORMS INC 30303M8F2 Dec 2022 92,000 — $74K -0.7% 0.00% DBT
1474 Bank of America Corp 06051GHT9 Dec 2022 78,000 -3,776,000 $73K -97.9% 0.00% DBT
1475 HP INC 40434LAM7 Dec 2022 75,000 — $73K +3.4% 0.00% DBT
1476 Fannie Mae - CAS 20754JAB0 Dec 2022 71,167 -129,179 $71K -64.5% 0.00% ABS-MBS
1477 AROUNDTOWN SA 000000000 Dec 2022 100,000 New $71K — 0.00% DBT
1478 Fannie Mae - CAS 30711XBH6 Dec 2022 67,995 -5,453,747 $70K -98.8% 0.00% ABS-MBS
1479 CORNING INC 219350BQ7 Dec 2022 80,000 — $69K +6.2% 0.00% DBT
1480 WELLS FARGO & COMPANY 95000U2T9 — 74,000 New $69K — 0.00% DBT
1481 OEC FINANCE LTD 67614CAF7 Dec 2022 2,424,918 +123,008 $67K +10.1% 0.00% DBT
1482 NEW YORK LIFE INSURANCE 64952GAQ1 Dec 2022 80,000 — $67K +5.5% 0.00% DBT
1483 CARGILL INC 141781BZ6 — 66,000 New $66K — 0.00% DBT
1484 BANK OF AMERICA CORP 06051GKM0 Dec 2022 68,000 — $65K +1.0% 0.00% DBT
1485 Countrywide Alternative Loan Trust 02147WAF6 Dec 2022 113,885 -268 $63K -1.1% 0.00% ABS-MBS
1486 ALLY FINANCIAL INC 02005NBN9 Dec 2022 100,000 — $63K -12.1% 0.00% DBT
1487 REPUBLIC OF PERU 715638DQ2 Dec 2022 105,000 -105,000 $61K -45.4% 0.00% DBT
1488 GLOBAL PAYMENTS INC 37940XAN2 Dec 2022 60,000 — $58K +3.1% 0.00% DBT
1489 APTIV PLC / APTIV CORP 00217GAC7 Dec 2022 79,000 — $57K +6.8% 0.00% DBT
1490 BIOGEN INC 09062XAK9 Dec 2022 85,000 — $57K +3.9% 0.00% DBT
1491 BAT INTL FINANCE PLC 000000000 Dec 2022 110,000 New $55K — 0.00% DBT
1492 TOTALENERGIES CAPITAL 89153VAW9 Dec 2022 76,000 — $53K +4.7% 0.00% DBT
1493 Owens Corning 690742AB7 Dec 2022 50,000 — $53K +3.4% 0.00% DBT
1494 EL PASO NATURAL GAS 283695BQ6 Dec 2022 63,000 — $53K +2.0% 0.00% DBT
1495 AMGEN INC 031162DE7 Dec 2022 58,000 — $51K +2.2% 0.00% DBT
1496 HP INC 40434LAJ4 Dec 2022 64,000 — $50K +5.9% 0.00% DBT
1497 BAT Capital Corp 05526DBF1 Dec 2022 70,000 — $50K +6.7% 0.00% DBT
1498 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $45K — 0.00% DFE
1499 ELEVANCE HEALTH INC 036752AJ2 Dec 2022 46,000 — $44K +0.6% 0.00% DBT
1500 Chicago Mercantile Exchange 000000000 Dec 2022 600,000 New $36K — 0.00% DIR
1501 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $35K — 0.00% DFE
1502 VALERO ENERGY CORP 91913YBE9 Dec 2022 46,000 — $35K +4.4% 0.00% DBT
1503 DUKE ENERGY PROGRESS LLC 26442UAP9 Dec 2022 43,000 — $35K +3.0% 0.00% DBT
1504 OEC FINANCE LTD 67614CAE0 Dec 2022 1,686,905 +63,905 $34K -5.9% 0.00% DBT
1505 ATMOS ENERGY CORP 049560AX3 Dec 2022 32,000 — $33K +2.6% 0.00% DBT
1506 PHILIP MORRIS INTL INC 718172CW7 — 32,000 New $33K — 0.00% DBT
1507 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $32K — 0.00% DFE
1508 GOLDMAN SACHS GROUP INC 38141GZR8 Dec 2022 32,000 -1,773,000 $30K -98.2% 0.00% DBT
1509 Regency Centers LP 75884RAW3 Dec 2022 33,000 — $25K -0.5% 0.00% DBT
1510 HP INC 40434LAB1 Dec 2022 25,000 — $23K +2.9% 0.00% DBT
1511 AES CORP/THE 00130HCB9 Dec 2022 23,000 — $22K +2.7% 0.00% DBT
1512 AVIATION CAPITAL GROUP 05369AAD3 Dec 2022 23,000 — $21K +1.4% 0.00% DBT
1513 Brown Brothers Harriman & Co. 000000000 Dec 2022 1 New $19K — 0.00% DFE
1514 Fannie Mae 31418CND2 Dec 2022 20,267 -638 $19K -1.7% 0.00% ABS-MBS
1515 BNP Paribas SA 000000000 Dec 2022 1 New $18K — 0.00% DFE
1516 Goldman Sachs Bank USA 000000000 Dec 2022 1 New $18K — 0.00% DFE
1517 Fannie Mae 3140HJTG6 Dec 2022 13,272 -83 $12K +0.6% 0.00% ABS-MBS
1518 ODEBRECHT HOLDCO FIN LTD 67577TAA6 Dec 2022 9,812,866 — $12K -40.0% 0.00% DBT
1519 Brown Brothers Harriman & Co. 000000000 Dec 2022 1 New $12K — 0.00% DFE
1520 Fannie Mae 31418CLG7 Dec 2022 12,321 -314 $11K -1.2% 0.00% ABS-MBS
1521 ATHENE GLOBAL FUNDING 04685A3G4 Dec 2022 13,000 — $11K +2.3% 0.00% DBT
1522 JPMorgan Chase & Co 46647PAH9 Dec 2022 11,000 — $11K +0.4% 0.00% DBT
1523 Fannie Mae 3140H2YB8 Dec 2022 10,226 -569 $9K -3.9% 0.00% ABS-MBS
1524 Fannie Mae 3140H1DJ6 Dec 2022 9,075 -342 $8K -2.3% 0.00% ABS-MBS
1525 Fannie Mae 3140HFJA8 Dec 2022 8,521 -782 $8K -7.3% 0.00% ABS-MBS
1526 Fannie Mae 3140H7Z91 Dec 2022 8,148 -52 $8K +0.7% 0.00% ABS-MBS
1527 Fannie Mae 3140H5LT6 Dec 2022 7,564 -74 $7K +0.3% 0.00% ABS-MBS
1528 Fannie Mae 31402QYV7 Dec 2022 6,799 -321 $7K -4.2% 0.00% ABS-MBS
1529 Natwest Markets PLC 000000000 Dec 2022 1 New $6K — 0.00% DFE
1530 Fannie Mae 31410GV67 Dec 2022 5,081 -191 $5K -3.3% 0.00% ABS-MBS
1531 Chicago Board of Trade 000000000 Dec 2022 19 New $5K — 0.00% DIR
1532 Fannie Mae 3140Q8FN0 Dec 2022 4,912 -190 $5K -2.5% 0.00% ABS-MBS
1533 Fannie Mae 31410GKD4 Dec 2022 4,216 -190 $4K -4.0% 0.00% ABS-MBS
1534 Brown Brothers Harriman & Co. 000000000 Dec 2022 1 New $3K — 0.00% DFE
1535 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $2K — 0.00% DFE
1536 Fannie Mae 31410GZC0 Dec 2022 2,066 -97 $2K -4.0% 0.00% ABS-MBS
1537 Chicago Board of Trade 000000000 Dec 2022 -51 New $2K — 0.00% DIR
1538 Brown Brothers Harriman & Co. 000000000 Dec 2022 1 New $2K — 0.00% DFE
1539 Citibank, National Association 000000000 Dec 2022 1 New $1K — 0.00% DFE
1540 Bank of America, National Association 000000000 Dec 2022 1 New $1K — 0.00% DFE
1541 VIRGOLINO DE OLIVEIRA FI 92824BAA4 Dec 2022 4,300,000 — $430 +0.0% 0.00% DBT
1542 Fannie Mae 31410F3K9 Dec 2022 407 -30 $417 -6.5% 0.00% ABS-MBS
1543 FlexPath Capital Inc. 000000000 Dec 2022 42,267 New $0 — 0.00% DE
1544 GRIFOLS SA 000000000 Dec 2022 0 New $0 — 0.00% DBT
1545 Encore Automotive Acceptance 000000000 Dec 2022 27 New $0 — 0.00% DE
1546 Brown Brothers Harriman & Co. 000000000 Dec 2022 1 New $-867 — -0.00% DFE
1547 Brown Brothers Harriman & Co. 000000000 Dec 2022 1 New $-1167 — -0.00% DFE
1548 Bank of America, National Association 000000000 Dec 2022 1 New $-1244 — -0.00% DFE
1549 LCH Limited 000000000 Dec 2022 480,000 New $-1255 — -0.00% DIR
1550 Brown Brothers Harriman & Co. 000000000 Dec 2022 1 New $-1592 — -0.00% DFE
1551 Brown Brothers Harriman & Co. 000000000 Dec 2022 1 New $-2044 — -0.00% DFE
1552 Brown Brothers Harriman & Co. 000000000 Dec 2022 1 New $-2066 — -0.00% DFE
1553 The Montreal Exchange / Bourse De Montreal 000000000 Dec 2022 10 New $-4645 — -0.00% DIR
1554 Bank of America, National Association 000000000 Dec 2022 1 New $-9400 — -0.00% DFE
1555 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-9567 — -0.00% DFE
1556 Chicago Mercantile Exchange 000000000 Dec 2022 100,000 New $-9719 — -0.00% DIR
1557 The Montreal Exchange / Bourse De Montreal 000000000 Dec 2022 7 New $-12356 — -0.00% DIR
1558 Chicago Board of Trade 000000000 Dec 2022 21 New $-12703 — -0.00% DIR
1559 HSBC Bank USA, National Association 000000000 Dec 2022 1 New $-13973 — -0.00% DFE
1560 Brown Brothers Harriman & Co. 000000000 Dec 2022 1 New $-14571 — -0.00% DFE
1561 Brown Brothers Harriman & Co. 000000000 Dec 2022 1 New $-19389 — -0.00% DFE
1562 Chicago Board of Trade 000000000 Dec 2022 660 New $-25781 — -0.00% DIR
1563 Chicago Mercantile Exchange 000000000 Dec 2022 150,000 New $-26305 — -0.00% DIR
1564 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $-30572 — -0.00% DFE
1565 Citibank, National Association 000000000 Dec 2022 1 New $-31092 — -0.00% DFE
1566 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-37194 — -0.00% DFE
1567 LCH Limited 000000000 Dec 2022 80,000 New $-43978 — -0.00% DIR
1568 Chicago Board of Trade 000000000 Dec 2022 18 New $-48438 — -0.00% DIR
1569 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-61974 — -0.00% DFE
1570 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-65271 — -0.00% DFE
1571 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $-66038 — -0.00% DFE
1572 Bank of America, National Association 000000000 Dec 2022 1 New $-66139 — -0.00% DFE
1573 Morgan Stanley & Co. LLC 000000000 Dec 2022 140,000 New $-73085 — -0.00% DIR
1574 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $-85627 — -0.00% DFE
1575 Citibank, National Association 000000000 Dec 2022 1 New $-90206 — -0.00% DFE
1576 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $-97777 — -0.00% DFE
1577 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $-102554 — -0.00% DFE
1578 HSBC Bank USA, National Association 000000000 Dec 2022 1 New $-106448 — -0.00% DFE
1579 Citibank, National Association 000000000 Dec 2022 1 New $-112442 — -0.00% DFE
1580 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-121174 — -0.00% DFE
1581 Barclays Bank PLC 000000000 Dec 2022 1 New $-131608 — -0.00% DFE
1582 Chicago Board of Trade 000000000 Dec 2022 37 New $-150969 — -0.00% DIR
1583 Bank of America, National Association 000000000 Dec 2022 1 New $-155897 — -0.00% DFE
1584 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $-160150 — -0.00% DFE
1585 Eurex Deutschland 000000000 Dec 2022 6 New $-167525 — -0.00% DIR
1586 Osaka Exchange 000000000 Dec 2022 8 New $-175861 — -0.00% DIR
1587 Citibank, National Association 000000000 Dec 2022 1 New $-188281 — -0.00% DFE
1588 Brown Brothers Harriman & Co. 000000000 Dec 2022 1 New $-211117 — -0.00% DFE
1589 Bank of America, National Association 000000000 Dec 2022 1 New $-219455 — -0.00% DFE
1590 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $-231799 — -0.00% DFE
1591 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-269296 — -0.01% DFE
1592 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-285246 — -0.01% DFE
1593 Bank of America, National Association 000000000 Dec 2022 1 New $-291620 — -0.01% DFE
1594 Intercontinental Exchange, Inc. 000000000 Dec 2022 24,830,000 New $-306328 — -0.01% DCR
1595 Bank of America, National Association 000000000 Dec 2022 1 New $-342594 — -0.01% DFE
1596 Bank of America, National Association 000000000 Dec 2022 1 New $-351437 — -0.01% DFE
1597 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-369541 — -0.01% DFE
1598 Citibank, National Association 000000000 Dec 2022 1 New $-395644 — -0.01% DFE
1599 Bank of America, National Association 000000000 Dec 2022 1 New $-406936 — -0.01% DFE
1600 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $-412837 — -0.01% DFE
1601 LCH Limited 000000000 Dec 2022 46,280,000 New $-424439 — -0.01% DIR
1602 Eurex Deutschland 000000000 Dec 2022 384 New $-463280 — -0.01% DIR
1603 Goldman Sachs International 000000000 Dec 2022 1,900,775 New $-465278 — -0.01% DCR
1604 Citibank, National Association 000000000 Dec 2022 1 New $-468602 — -0.01% DFE
1605 BNP Paribas SA 000000000 Dec 2022 1 New $-491166 — -0.01% DFE
1606 Bank of America, National Association 000000000 Dec 2022 1 New $-555033 — -0.01% DFE
1607 Citibank, National Association 000000000 Dec 2022 1 New $-571480 — -0.01% DFE
1608 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-585317 — -0.01% DFE
1609 Credit Suisse International 000000000 Dec 2022 1 New $-614352 — -0.01% DFE
1610 Barclays Bank PLC 000000000 Dec 2022 1 New $-619910 — -0.01% DFE
1611 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $-654905 — -0.01% DFE
1612 Natwest Markets PLC 000000000 Dec 2022 1 New $-668505 — -0.01% DFE
1613 Citibank, National Association 000000000 Dec 2022 1 New $-680785 — -0.01% DFE
1614 Citibank, National Association 000000000 Dec 2022 1 New $-759314 — -0.01% DFE
1615 Credit Suisse International 000000000 Dec 2022 3,167,958 New $-775463 — -0.01% DCR
1616 Natwest Markets PLC 000000000 Dec 2022 1 New $-858772 — -0.02% DFE
1617 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $-880964 — -0.02% DFE
1618 BNP Paribas SA 000000000 Dec 2022 1 New $-918389 — -0.02% DFE
1619 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $-974887 — -0.02% DFE
1620 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-991313 — -0.02% DFE
1621 Credit Suisse International 000000000 Dec 2022 4,118,345 New $-1008102 — -0.02% DCR
1622 BNP Paribas SA 000000000 Dec 2022 1 New $-1021569 — -0.02% DFE
1623 Bank of America, National Association 000000000 Dec 2022 1 New $-1101462 — -0.02% DFE
1624 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $-1108266 — -0.02% DFE
1625 Citibank, National Association 000000000 Dec 2022 1 New $-1219382 — -0.02% DFE
1626 Standard Chartered Bank 000000000 Dec 2022 1 New $-1222532 — -0.02% DFE
1627 BNP Paribas SA 000000000 Dec 2022 1 New $-1272840 — -0.02% DFE
1628 Bank of America, National Association 000000000 Dec 2022 1 New $-1308589 — -0.03% DFE
1629 LCH Limited 000000000 Dec 2022 43,642,000 New $-1426787 — -0.03% DIR
1630 Goldman Sachs International 000000000 Dec 2022 6,335,916 New $-1550927 — -0.03% DCR
1631 BNP Paribas SA 000000000 Dec 2022 1 New $-1612883 — -0.03% DFE
1632 UBS AG 000000000 Dec 2022 1 New $-1702410 — -0.03% DFE
1633 UBS AG 000000000 Dec 2022 1 New $-1722268 — -0.03% DFE
1634 Citibank, National Association 000000000 Dec 2022 1 New $-1785563 — -0.03% DFE
1635 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-1882836 — -0.04% DFE
1636 Citibank, National Association 000000000 Dec 2022 1 New $-1929545 — -0.04% DFE
1637 BNP Paribas SA 000000000 Dec 2022 1 New $-2066401 — -0.04% DFE
1638 HSBC Bank USA, National Association 000000000 Dec 2022 1 New $-2347454 — -0.04% DFE
1639 JPMorgan Chase Bank, National Association 000000000 Dec 2022 1 New $-2422568 — -0.05% DFE
1640 Citibank, National Association 000000000 Dec 2022 1 New $-2527374 — -0.05% DFE
1641 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-2791302 — -0.05% DFE
1642 BNP Paribas SA 000000000 Dec 2022 1 New $-2830119 — -0.05% DFE
1643 Credit Suisse Securities LLC 000000000 Dec 2022 -2,649,308 New $-2835951 — -0.05% RA
1644 Citibank, National Association 000000000 Dec 2022 1 New $-2854234 — -0.05% DFE
1645 Standard Chartered Bank 000000000 Dec 2022 1 New $-3354354 — -0.06% DFE
1646 Citibank, National Association 000000000 Dec 2022 1 New $-3505951 — -0.07% DFE
1647 Goldman Sachs Bank USA 000000000 Dec 2022 1 New $-3588684 — -0.07% DFE
1648 LCH Limited 000000000 Dec 2022 54,178,000 New $-3809997 — -0.07% DIR
1649 LCH Limited 000000000 Dec 2022 116,738,000 New $-3941626 — -0.08% DIR
1650 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-4188701 — -0.08% DFE
1651 Bank of America, National Association 000000000 Dec 2022 1 New $-4380743 — -0.08% DFE
1652 Bank of America, National Association 000000000 Dec 2022 1 New $-4681026 — -0.09% DFE
1653 LCH Limited 000000000 Dec 2022 70,942,000 New $-4879316 — -0.09% DIR
1654 Bank of America, National Association 000000000 Dec 2022 1 New $-5170827 — -0.10% DFE
1655 Citibank, National Association 000000000 Dec 2022 1 New $-5489148 — -0.11% DFE
1656 Standard Chartered Bank 000000000 Dec 2022 1 New $-6467740 — -0.12% DFE
1657 Bank of America, National Association 000000000 Dec 2022 1 New $-6631559 — -0.13% DFE
1658 Standard Chartered Bank 000000000 Dec 2022 1 New $-6901484 — -0.13% DFE
1659 LCH Limited 000000000 Dec 2022 62,410,000 New $-7360373 — -0.14% DIR
1660 Credit Suisse AG 000000000 Dec 2022 -7,965,500 New $-8526669 — -0.16% RA
1661 Citibank, National Association 000000000 Dec 2022 1 New $-8631134 — -0.17% DFE
1662 BNP Paribas SA 000000000 Dec 2022 1 New $-8904947 — -0.17% DFE
1663 Citibank, National Association 000000000 Dec 2022 1 New $-15655422 — -0.30% DFE
1664 LCH Limited 000000000 Dec 2022 45,250,000 New $-24496036 — -0.47% DIR
1665 LCH Limited 000000000 Dec 2022 45,740,000 New $-25015039 — -0.48% DIR
1666 Bank of America, National Association 000000000 Dec 2022 1 New $-33524877 — -0.64% DFE
✕ United States Treasury 91282CEK3 — 175,082,000 Exited $170.2M — — —
✕ United States Treasury 9128285U0 — 57,340,000 Exited $56.2M — — —
✕ United States Treasury 91282CEP2 — 45,264,000 Exited $41.8M — — —
✕ CANADIAN GOVERNMENT 135087M84 — 63,190,000 Exited $41.8M — — —
✕ Government National Mortgage Association 21H0426A2 — 40,927,000 Exited $39.1M — — —
✕ UMBS, TBA 01F0306A1 — 35,030,000 Exited $30.5M — — —
✕ United States Treasury 91282CDM0 — 28,495,100 Exited $27.3M — — —
✕ CANADIAN GOVERNMENT 135087H72 — 40,465,000 Exited $23.1M — — —
✕ Lloyds Banking Group PLC 539439AG4 — 15,460,000 Exited $14.3M — — —
✕ HSBC Holdings PLC 404280AT6 — 14,348,000 Exited $12.9M — — —
✕ ENERGY TRANSFER LP 29279FAA7 — 13,810,000 Exited $12.3M — — —
✕ GOLDMAN SACHS GROUP INC 38141GYJ7 — 13,982,000 Exited $10.6M — — —
✕ Bank of America Corp 06051GHD4 — 9,403,000 Exited $8.3M — — —
✕ KYNDRYL HOLDINGS INC 50155QAA8 — 10,101,000 Exited $8.1M — — —
✕ LAS VEGAS SANDS CORP 517834AE7 — 6,755,000 Exited $5.9M — — —
✕ COMMONWEALTH BANK AUST 202712BS3 — 7,204,000 Exited $5.8M — — —
✕ Oracle Corp 68389XBW4 — 7,716,000 Exited $5.2M — — —
✕ HOST HOTELS & RESORTS LP 44107TAZ9 — 6,531,000 Exited $5.2M — — —
✕ CCO HLDGS LLC/CAP CORP 1248EPCL5 — 6,943,000 Exited $5.1M — — —
✕ SUZANO AUSTRIA GMBH 86964WAJ1 — 6,276,000 Exited $4.9M — — —
✕ AERCAP IRELAND CAP/GLOBA 00774MAX3 — 6,374,000 Exited $4.8M — — —
✕ CITIGROUP INC 172967NA5 — 5,627,000 Exited $4.8M — — —
✕ LAS VEGAS SANDS CORP 517834AF4 — 5,194,000 Exited $4.3M — — —
✕ United States Treasury 912810QC5 — 3,839,000 Exited $4.1M — — —
✕ GOLDMAN SACHS GROUP INC 38141GZK3 — 4,396,000 Exited $3.8M — — —
✕ ENEL FINANCE INTL NV 29278GAP3 — 4,990,000 Exited $3.5M — — —
✕ NEXTERA ENERGY CAPITAL 65339KBW9 — 3,879,000 Exited $3.2M — — —
✕ Valero Energy Corp 91913YAL4 — 3,128,000 Exited $3.1M — — —
✕ UMBS, TBA 01F0226A8 — 2,749,892 Exited $2.3M — — —
✕ JPMorgan Chase & Co 46625HHA1 — 2,251,000 Exited $2.2M — — —
✕ AIR LEASE CORP 00914AAJ1 — 1,977,000 Exited $1.8M — — —
✕ GOLDMAN SACHS GROUP INC 38141GYB4 — 1,860,000 Exited $1.4M — — —
✕ BX Trust 12433WAA9 — 1,467,418 Exited $1.4M — — —
✕ AutoNation Inc 05329WAM4 — 1,361,000 Exited $1.3M — — —
✕ 1011778 BC / NEW RED FIN 68245XAP4 — 1,309,000 Exited $1.1M — — —
✕ MONDELEZ INTL HLDINGS NE 60920LAS3 — 598,000 Exited $0.6M — — —
✕ BLACKSTONE PRIVATE CRE 09261HAY3 — 590,000 Exited $0.6M — — —
✕ FIDELITY NATL INFO SERV 31620MBW5 — 603,000 Exited $0.6M — — —
✕ PACIFIC LIFE GF II 6944PL2E8 — 659,000 Exited $0.6M — — —
✕ BPCE SA 05578AE46 — 598,000 Exited $0.6M — — —
✕ CREDIT SUISSE GROUP AG 225401AV0 — 613,000 Exited $0.6M — — —
✕ WEA FINANCE LLC/WESTFIEL 92890HAC6 — 607,000 Exited $0.6M — — —
✕ ENTERPRISE PRODUCTS OPER 29379VBN2 — 678,000 Exited $0.6M — — —
✕ CITIGROUP INC 172967MP3 — 625,000 Exited $0.6M — — —
✕ PACIFIC GAS & ELECTRIC 694308KG1 — 613,000 Exited $0.6M — — —
✕ JPMORGAN CHASE & CO 46647PDH6 — 604,000 Exited $0.6M — — —
✕ Tyson Foods Inc 902494BC6 — 599,000 Exited $0.6M — — —
✕ BROWN & BROWN INC 115236AE1 — 642,000 Exited $0.6M — — —
✕ VICI PROPERTIES LP 925650AD5 — 615,000 Exited $0.5M — — —
✕ LABORATORY CORP OF AMER 50540RAY8 — 673,000 Exited $0.5M — — —
✕ VISTRA OPERATIONS CO LLC 92840VAD4 — 571,000 Exited $0.5M — — —
✕ ENEL FINANCE INTL NV 29278GAV0 — 564,000 Exited $0.5M — — —
✕ GLP CAPITAL LP / FIN II 361841AJ8 — 560,000 Exited $0.5M — — —
✕ Apple Inc 037833DB3 — 573,000 Exited $0.5M — — —
✕ Apple Inc 037833DK3 — 570,000 Exited $0.5M — — —
✕ AGILENT TECHNOLOGIES INC 00846UAN1 — 673,000 Exited $0.5M — — —
✕ 3M COMPANY 88579YBG5 — 591,000 Exited $0.5M — — —
✕ ABBVIE INC 00287YBZ1 — 552,000 Exited $0.5M — — —
✕ KEURIG DR PEPPER INC 49271VAL4 — 555,000 Exited $0.5M — — —
✕ Johnson & Johnson 478160CL6 — 622,000 Exited $0.5M — — —
✕ ROGERS COMMUNICATIONS IN 775109CD1 — 638,000 Exited $0.5M — — —
✕ BANK OF AMERICA CORP 06051GJL4 — 673,000 Exited $0.5M — — —
✕ BRISTOL-MYERS SQUIBB CO 110122CP1 — 536,000 Exited $0.5M — — —
✕ HP ENTERPRISE CO 42824CAY5 — 529,000 Exited $0.5M — — —
✕ SAN DIEGO G & E 797440CC6 — 634,000 Exited $0.5M — — —
✕ MICROSOFT CORP 594918CE2 — 674,000 Exited $0.5M — — —
✕ AMAZON.COM INC 023135CC8 — 677,000 Exited $0.5M — — —
✕ PHILIP MORRIS INTL INC 718172AM1 — 613,000 Exited $0.5M — — —
✕ JOHN DEERE CAPITAL CORP 24422EWL9 — 465,000 Exited $0.4M — — —
✕ CANADIAN NATL RESOURCES 136385AL5 — 424,000 Exited $0.4M — — —
✕ KINDER MORGAN ENER PART 494550AW6 — 392,000 Exited $0.4M — — —
✕ COLUMBIA PIPELINE GROUP 198280AF6 — 399,000 Exited $0.4M — — —
✕ Telefonica Emisiones SAU 87938WAC7 — 384,000 Exited $0.4M — — —
✕ GENERAL MOTORS FINL CO 37045XDS2 — 500,000 Exited $0.4M — — —
✕ MITSUBISHI UFJ FIN GRP 606822BH6 — 417,000 Exited $0.4M — — —
✕ AstraZeneca PLC 046353AL2 — 392,000 Exited $0.4M — — —
✕ AEP TEXAS INC 00108WAP5 — 401,000 Exited $0.4M — — —
✕ GEORGIA-PACIFIC LLC 37331NAM3 — 376,000 Exited $0.3M — — —
✕ Hess Corp 42809HAD9 — 395,000 Exited $0.3M — — —
✕ Hess Corp 42809HAC1 — 369,000 Exited $0.3M — — —
✕ MASSACHUSETTS ELECTRIC 575634AS9 — 345,000 Exited $0.3M — — —
✕ DELTA AIR LINES/SKYMILES 830867AB3 — 356,000 Exited $0.3M — — —
✕ Visa Inc 92826CAE2 — 360,000 Exited $0.3M — — —
✕ PULTEGROUP INC 745867AP6 — 350,000 Exited $0.3M — — —
✕ MOLSON COORS BEVERAGE 60871RAH3 — 436,000 Exited $0.3M — — —
✕ BOSTON PROPERTIES LP 10112RBB9 — 380,000 Exited $0.3M — — —
✕ Johnson & Johnson 478160AN4 — 290,000 Exited $0.3M — — —
✕ DEVELOPMENT BANK OF KAZA 48129VAA4 — 310,000 Exited $0.3M — — —
✕ HOME DEPOT INC 437076CR1 — 300,000 Exited $0.3M — — —
✕ VERIZON COMMUNICATIONS 92343VES9 — 320,000 Exited $0.3M — — —
✕ PIONEER NATURAL RESOURCE 723787AR8 — 370,000 Exited $0.3M — — —
✕ EBAY INC 278642AW3 — 350,000 Exited $0.3M — — —
✕ PEPSICO INC 713448EQ7 — 295,000 Exited $0.3M — — —
✕ ING GROEP NV 456837BB8 — 295,000 Exited $0.3M — — —
✕ MACQUARIE GROUP LTD 55608JBF4 — 270,000 Exited $0.3M — — —
✕ CONOCOPHILLIPS COMPANY 20826FAY2 — 345,000 Exited $0.3M — — —
✕ CREDIT SUISSE GROUP AG 225401AZ1 — 290,000 Exited $0.3M — — —
✕ DEUTSCHE TELEKOM INT FIN 25156PBB8 — 270,000 Exited $0.3M — — —
✕ Lam Research Corp 512807AT5 — 277,000 Exited $0.3M — — —
✕ COSTCO WHOLESALE CORP 22160KAP0 — 312,000 Exited $0.3M — — —
✕ TRANSCONT GAS PIPE LINE 893574AP8 — 290,000 Exited $0.2M — — —
✕ EXXON MOBIL CORPORATION 30231GBH4 — 246,000 Exited $0.2M — — —
✕ ENERGY TRANSFER LP 86765BAQ2 — 270,000 Exited $0.2M — — —
✕ Microsoft Corp 594918BS2 — 246,000 Exited $0.2M — — —
✕ CON EDISON CO OF NY INC 209111FB4 — 270,000 Exited $0.2M — — —
✕ Marathon Petroleum Corp 56585AAH5 — 265,000 Exited $0.2M — — —
✕ SKF AB /EUR/ REGD REG S W8T80BBJ3 — 294,000 Exited $0.2M — — —
✕ GOLDMAN SACHS GROUP INC 38141GZM9 — 265,000 Exited $0.2M — — —
✕ LABORATORY CORP OF AMER 50540RAS1 — 254,000 Exited $0.2M — — —
✕ Mastercard Inc 57636QAL8 — 269,000 Exited $0.2M — — —
✕ ALEXANDRIA REAL ESTATE E 015271AG4 — 220,000 Exited $0.2M — — —
✕ Oracle Corp 68389XAE5 — 211,000 Exited $0.2M — — —
✕ NORDEA BANK ABP 65558RAC3 — 200,000 Exited $0.2M — — —
✕ SUMITOMO MITSUI TR BK LT 86563VAU3 — 209,000 Exited $0.2M — — —
✕ NTT FINANCE CORP 62954WAJ4 — 200,000 Exited $0.2M — — —
✕ Dupont De Nemours Inc 26078JAF7 — 216,000 Exited $0.2M — — —
✕ NATIONWIDE BLDG SOCIETY 63861VAH0 — 200,000 Exited $0.2M — — —
✕ SUMITOMO MITSUI TR BK LT 86563VAZ2 — 200,000 Exited $0.2M — — —
✕ MITSUBISHI UFJ FIN GRP 606822CE2 — 200,000 Exited $0.2M — — —
✕ DEVON ENERGY CORPORATION 25179MAU7 — 220,000 Exited $0.2M — — —
✕ MOLSON COORS BEVERAGE 60871RAD2 — 217,000 Exited $0.2M — — —
✕ LAS VEGAS SANDS CORP 517834AH0 — 200,000 Exited $0.2M — — —
✕ ING GROEP NV 456837AR4 — 200,000 Exited $0.2M — — —
✕ Macquarie Group Ltd 55608JAK4 — 188,000 Exited $0.2M — — —
✕ MOODY'S CORPORATION 615369AY1 — 227,000 Exited $0.2M — — —
✕ Lennar Corp 526057BV5 — 162,000 Exited $0.2M — — —
✕ TOLL BROS FINANCE CORP 88947EAU4 — 190,000 Exited $0.2M — — —
✕ TRANSCANADA PIPELINES 89352HAX7 — 175,000 Exited $0.2M — — —
✕ NESTLE HOLDINGS INC 641062AQ7 — 157,000 Exited $0.1M — — —
✕ NESTLE HOLDINGS INC 641062BA1 — 150,000 Exited $0.1M — — —
✕ Oracle Corp 68389XBE4 — 190,000 Exited $0.1M — — —
✕ MPLX LP 55336VAM2 — 180,000 Exited $0.1M — — —
✕ BROADCOM INC 11135FBP5 — 205,000 Exited $0.1M — — —
✕ Oracle Corp 68389XBH7 — 181,000 Exited $0.1M — — —
✕ ROYAL CARIBBEAN CRUISES 780153AZ5 — 125,000 Exited $0.1M — — —
✕ CAPITAL ONE FINANCIAL CO 14040HCU7 — 135,000 Exited $0.1M — — —
✕ Apple Inc 037833BH2 — 145,000 Exited $0.1M — — —
✕ MET LIFE GLOB FUNDING I 59217GEG0 — 150,000 Exited $0.1M — — —
✕ TRAVEL + LEISURE CO 98310WAS7 — 135,000 Exited $0.1M — — —
✕ Oracle Corp 68389XBD6 — 150,000 Exited $0.1M — — —
✕ Bath & Body Works Inc 501797AN4 — 140,000 Exited $0.1M — — —
✕ VERISIGN INC 92343EAM4 — 155,000 Exited $0.1M — — —
✕ PRINCIPAL LFE GLB FND II 74256LES4 — 140,000 Exited $0.1M — — —
✕ DTE ENERGY CO 233331BD8 — 123,000 Exited $0.1M — — —
✕ BROADCOM INC 11135FBH3 — 160,000 Exited $0.1M — — —
✕ FEDERAL REALTY INVS TRST 313747BA4 — 140,000 Exited $0.1M — — —
✕ F&G GLOBAL FUNDING 30321L2D3 — 138,000 Exited $0.1M — — —
✕ JOHN DEERE CAPITAL CORP 24422EWJ4 — 120,000 Exited $0.1M — — —
✕ WALMART INC 931142EW9 — 120,000 Exited $0.1M — — —
✕ ONE GAS INC 68235PAM0 — 130,000 Exited $0.1M — — —
✕ IBM CORP 459200KS9 — 120,000 Exited $0.1M — — —
✕ GOLDMAN SACHS GROUP INC 38141GZT4 — 123,000 Exited $0.1M — — —
✕ WALMART INC 931142EX7 — 120,000 Exited $0.1M — — —
✕ GOLDMAN SACHS GROUP INC 38141GZU1 — 124,000 Exited $0.1M — — —
✕ DELL INT LLC / EMC CORP 24703TAJ5 — 109,000 Exited $0.1M — — —
✕ ONCOR ELECTRIC DELIVERY 68233JCJ1 — 120,000 Exited $0.1M — — —
✕ ORIX CORP 686330AR2 — 120,000 Exited $0.1M — — —
✕ BLACKSTONE PRIVATE CRE 09261HAK3 — 139,000 Exited $0.1M — — —
✕ KILROY REALTY LP 49427RAQ5 — 160,000 Exited $0.1M — — —
✕ WALMART INC 931142EY5 — 120,000 Exited $0.1M — — —
✕ UNION PACIFIC CORP 907818GB8 — 120,000 Exited $0.1M — — —
✕ HOME DEPOT INC 437076CS9 — 119,000 Exited $0.1M — — —
✕ LYONDELLBASELL IND NV 552081AM3 — 150,000 Exited $0.1M — — —
✕ CI FINANCIAL CORP 125491AN0 — 157,000 Exited $0.1M — — —
✕ NATIONAL RURAL UTIL COOP 637432NZ4 — 123,000 Exited $0.1M — — —
✕ WASTE CONNECTIONS INC 94106BAF8 — 124,000 Exited $0.1M — — —
✕ UNION PACIFIC CORP 907818GC6 — 120,000 Exited $0.1M — — —
✕ GLOBE LIFE INC 37959EAB8 — 121,000 Exited $0.1M — — —
✕ PHILIP MORRIS INTL INC 718172BL2 — 160,000 Exited $0.1M — — —
✕ JPMORGAN CHASE & CO 46647PDC7 — 124,000 Exited $0.1M — — —
✕ PACIFIC GAS & ELECTRIC 694308KB2 — 131,000 Exited $0.1M — — —
✕ VICI PROPERTIES LP 925650AC7 — 123,000 Exited $0.1M — — —
✕ APPLE INC 037833EP1 — 124,000 Exited $0.1M — — —
✕ FISERV INC 337738AV0 — 140,000 Exited $0.1M — — —
✕ NEWMONT CORP 651639AZ9 — 140,000 Exited $0.1M — — —
✕ CONSUMERS ENERGY CO 210518DQ6 — 124,000 Exited $0.1M — — —
✕ JOHN DEERE CAPITAL CORP 24422EWK1 — 106,000 Exited $0.1M — — —
✕ JPMorgan Chase & Co 48127FAA1 — 97,000 Exited $0.1M — — —
✕ WORKDAY INC 98138HAJ0 — 108,000 Exited $0.1M — — —
✕ WESTLAKE CORP 960413BA9 — 160,000 Exited $0.1M — — —
✕ TARGA RESOURCES CORP 87612KAA0 — 94,000 Exited $0.1M — — —
✕ WILLIAMS COMPANIES INC 969457BZ2 — 90,000 Exited $0.1M — — —
✕ INTEL CORP 458140BW9 — 115,000 Exited $0.1M — — —
✕ PHILIP MORRIS INTL INC 718172CS6 — 89,000 Exited $0.1M — — —
✕ MOODY'S CORPORATION 615369AU9 — 120,000 Exited $0.1M — — —
✕ AbbVie Inc 00287YAW9 — 75,000 Exited $0.1M — — —
✕ APPALACHIAN POWER CO 037735DA2 — 57,000 Exited $0.1M — — —
✕ General Mills Inc 370334CF9 — 43,000 Exited $0.0M — — —
✕ SandRidge Energy Inc 80007P117 — 3,861 Exited $0.0M — — —
✕ SandRidge Energy Inc 80007P125 — 1,625 Exited $0.0M — — —