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AB Total Return Bond Portfolio

AB BOND FUND, INC.

Assets: $216M Net: $197M Series: S000010305 EDGAR ↗
+75
New
-55
Exited
506
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 United States Treasury 91282CFZ9 — 14,915,000 New $15.1M — 7.64% DBT
2 United States Treasury 91282CGD7 — 7,937,200 New $7.9M — 4.03% DBT
3 UMBS, TBA 01F022626 — 5,906,429 New $5.2M — 2.62% ABS-MBS
4 United States Treasury 912796ZD4 — 4,962,600 New $4.8M — 2.42% STIV
5 UMBS, TBA 01F020620 — 4,891,000 New $4.1M — 2.09% ABS-MBS
6 Alliance Bernstein 018616748 Jan 2023 3,335,031 +2,803,152 $3.3M +527.0% 1.69% STIV
7 United States Treasury 91282CGC9 — 2,614,500 New $2.6M — 1.34% DBT
8 Government National Mortgage Association 21H042620 — 2,289,000 New $2.3M — 1.15% ABS-MBS
9 United States Treasury 912810SN9 — 3,370,600 New $2.0M — 1.00% DBT
10 Fannie Mae 3140M2LW0 Jan 2023 2,144,676 -19,908 $2.0M +6.2% 1.00% ABS-MBS
11 Fannie Mae 3140QLGX8 Jan 2023 1,994,776 -26,442 $1.7M +5.4% 0.85% ABS-MBS
12 Freddie Mac 3133KNWY5 Jan 2023 1,938,341 -41,348 $1.6M +4.7% 0.83% ABS-MBS
13 Fannie Mae 3140M2QB1 Jan 2023 1,691,124 -9,242 $1.5M +6.6% 0.79% ABS-MBS
14 UMBS, TBA 01F030629 — 1,585,403 New $1.4M — 0.73% ABS-MBS
15 United States Treasury 91282CFU0 — 1,364,000 New $1.4M — 0.71% DBT
16 United States Treasury 912810RH3 Jan 2023 1,549,400 -1,485,000 $1.4M -43.2% 0.70% DBT
17 State of California 13063BFR8 Jan 2023 970,000 — $1.3M +10.9% 0.65% DBT
18 Banc of America Merrill Lynch Large Loan Inc 054966AA4 Jan 2023 1,330,000 — $1.3M +4.0% 0.64% ABS-MBS
19 Fannie Mae 3140XGCD9 Jan 2023 1,427,157 -29,044 $1.3M +4.7% 0.64% ABS-MBS
20 United States Treasury 91282CGG0 — 1,250,700 New $1.2M — 0.63% DBT
21 Fannie Mae 3138MFS99 Jan 2023 1,266,870 -31,789 $1.2M +3.6% 0.62% ABS-MBS
22 UMBS, TBA 01F040628 — 1,252,519 New $1.2M — 0.61% ABS-MBS
23 Freddie Mac 3133B6UF5 Jan 2023 1,286,199 -15,678 $1.2M +5.9% 0.60% ABS-MBS
24 WEIBO CORP 948596AE1 Jan 2023 1,312,000 — $1.1M +21.4% 0.56% DBT
25 NISSAN MOTOR CO 654744AC5 Jan 2023 1,120,000 — $1.1M +11.5% 0.53% DBT
26 United States Treasury 912810TH1 Jan 2023 1,116,300 — $1.0M +9.7% 0.52% DBT
27 BFLD Trust 05554BAA2 Jan 2023 1,060,000 — $1.0M +0.2% 0.52% ABS-MBS
28 Regatta XX Funding Ltd 75884YAA6 Jan 2023 1,018,889 — $1.0M +2.9% 0.51% ABS-CBDO
29 Fannie Mae - CAS 20753VBE7 Jan 2023 1,000,000 — $990K +2.0% 0.50% ABS-MBS
30 BAT CAPITAL CORP 05526DBR5 Jan 2023 1,125,000 — $967K +8.6% 0.49% DBT
31 Government National Mortgage Association 21H040624 — 994,290 New $966K — 0.49% ABS-MBS
32 AREIT CRE Trust 04002VAA9 Jan 2023 988,207 -14,767 $953K -0.4% 0.48% ABS-MBS
33 United States Treasury 912810TK4 Jan 2023 992,300 — $934K +9.5% 0.47% DBT
34 United States Treasury 912796V48 — 940,000 New $931K — 0.47% STIV
35 Fannie Mae 3140QN6A5 Jan 2023 1,051,826 -23,335 $925K +4.5% 0.47% ABS-MBS
36 Elevation CLO Ltd 28621YAG0 Jan 2023 1,000,000 — $919K +4.8% 0.47% ABS-CBDO
37 Avis Budget Rental Car Funding AESOP LLC 05377RCY8 Jan 2023 920,000 — $912K +0.7% 0.46% ABS-O
38 Flagship Credit Auto Trust 33843FAJ7 Jan 2023 1,000,000 — $910K +2.5% 0.46% ABS-O
39 Flagship Credit Auto Trust 33846AAJ5 Jan 2023 960,000 — $902K +1.8% 0.46% ABS-O
40 Freddie Mac 3133B93N2 Jan 2023 1,017,587 -5,800 $895K +6.2% 0.45% ABS-MBS
41 ROSS STORES INC 778296AC7 Jan 2023 893,000 — $889K +4.0% 0.45% DBT
42 AIB GROUP PLC 00135TAC8 Jan 2023 845,000 — $875K +4.1% 0.44% DBT
43 Hardee's Funding LLC and Carls' Jr Funding LLC 411707AH5 Jan 2023 980,000 -2,500 $868K +5.4% 0.44% ABS-O
44 BP CAP MARKETS AMERICA 10373QBP4 Jan 2023 1,201,000 — $859K +15.8% 0.44% DBT
45 Freddie Mac - STACR 35563KBE9 Jan 2023 750,000 — $833K +2.9% 0.42% ABS-MBS
46 Fannie Mae - CAS 30711XGQ1 Jan 2023 750,000 — $827K +3.6% 0.42% ABS-MBS
47 Fannie Mae - CAS 30711XEQ3 Jan 2023 750,000 — $822K +2.8% 0.42% ABS-MBS
48 FISERV INC 337738AU2 Jan 2023 869,000 — $809K +7.1% 0.41% DBT
49 Freddie Mac - STACR 35564KKY4 Jan 2023 828,004 — $793K +4.3% 0.40% ABS-MBS
50 Fannie Mae - CAS 30711XWW0 Jan 2023 750,000 — $791K +4.3% 0.40% ABS-MBS
51 Fannie Mae - CAS 30711XSW5 Jan 2023 750,000 — $787K +4.8% 0.40% ABS-MBS
52 Freddie Mac - STACR 35564KMH9 Jan 2023 805,979 — $776K +5.0% 0.39% ABS-MBS
53 MetLife Capital Trust IV 591560AA5 Jan 2023 699,000 — $769K +5.7% 0.39% DBT
54 COMM Mortgage Trust 12592MBN9 Jan 2023 800,000 — $764K +0.8% 0.39% ABS-MBS
55 JPMBB Commercial Mortgage Securities Trust 46643GAL4 Jan 2023 890,000 — $760K +0.9% 0.39% ABS-MBS
56 Fannie Mae 3138WPG65 Jan 2023 783,062 -24,999 $756K +3.1% 0.38% ABS-MBS
57 OCP CLO Ltd 671078AN3 Jan 2023 761,000 — $753K +2.4% 0.38% ABS-CBDO
58 United States Treasury 912810TM0 — 728,200 New $750K — 0.38% DBT
59 Freddie Mac - STACR 35564KQC6 Jan 2023 805,673 — $749K +6.7% 0.38% ABS-MBS
60 KYNDRYL HOLDINGS INC 50155QAJ9 Jan 2023 869,000 — $749K +10.0% 0.38% DBT
61 Avis Budget Rental Car Funding AESOP LLC 05377RDC5 Jan 2023 755,000 — $745K +0.8% 0.38% ABS-O
62 Fannie Mae 3140QN6B3 Jan 2023 844,659 -6,027 $743K +6.1% 0.38% ABS-MBS
63 ADVANCE AUTO PARTS 00751YAE6 Jan 2023 811,000 — $738K +7.5% 0.37% DBT
64 AIRCASTLE LTD 00928QAU5 Jan 2023 835,000 — $727K +15.8% 0.37% DBT
65 LAS VEGAS SANDS CORP 517834AF4 Jan 2023 797,000 — $713K +10.9% 0.36% DBT
66 Fannie Mae 3140MA4G6 Jan 2023 804,866 -20,615 $708K +4.2% 0.36% ABS-MBS
67 SOCIETE GENERALE 83368RBH4 Jan 2023 778,000 — $701K +8.8% 0.36% DBT
68 Marathon Oil Corp 565849AB2 Jan 2023 650,000 — $698K +5.4% 0.35% DBT
69 Freddie Mac - STACR 35564WBD4 Jan 2023 750,000 — $697K +6.6% 0.35% ABS-MBS
70 Freddie Mac - STACR 3137G0LA5 Jan 2023 671,777 -33,837 $685K -4.3% 0.35% ABS-MBS
71 GSF 2021 1 ISSUER LLC 36261CAC5 Jan 2023 719,000 — $680K +0.4% 0.35% ABS-O
72 HFX FUNDING ISSUER 40422GAE0 Jan 2023 710,000 — $680K +5.3% 0.34% ABS-MBS
73 Barclays Commercial Mortgage Securities LLC 05493BAA6 Jan 2023 692,000 — $676K -0.3% 0.34% ABS-MBS
74 Freddie Mac 3133A1B92 Jan 2023 697,926 -17,355 $668K +3.9% 0.34% ABS-MBS
75 Pikes Peak CLO 72133CAA0 Jan 2023 675,000 — $666K +2.9% 0.34% ABS-CBDO
76 ALTRIA GROUP INC 02209SBJ1 Jan 2023 750,000 — $664K +9.0% 0.34% DBT
77 Elmwood CLO IX Ltd 29003UAG4 Jan 2023 700,000 — $661K +10.1% 0.34% ABS-CBDO
78 Rockford Tower CLO Ltd 77341KAJ0 Jan 2023 710,788 — $658K +4.6% 0.33% ABS-CBDO
79 Flatiron CLO Ltd 33883PAJ6 Jan 2023 700,000 — $650K +3.9% 0.33% ABS-CBDO
80 DOMINICAN REPUBLIC 25714PEF1 Jan 2023 763,000 — $649K +10.8% 0.33% DBT
81 Balboa Bay Loan Funding Ltd 05765XAJ0 Jan 2023 709,386 — $638K +7.4% 0.32% ABS-CBDO
82 Radnor Re LTD 75049SAB9 Jan 2023 635,336 — $630K +1.4% 0.32% ABS-MBS
83 SANTANDER UK GROUP HLDGS 80281LAS4 — 607,000 New $628K — 0.32% DBT
84 BELLEMEADE RE LT 078774AC0 Jan 2023 672,052 — $626K +6.0% 0.32% ABS-MBS
85 Freddie Mac - STACR 35564KFG9 Jan 2023 650,624 — $621K +11.6% 0.32% ABS-MBS
86 JPMORGAN CHASE & CO 46647PDM5 — 610,000 New $615K — 0.31% DBT
87 CARNIVAL CORP 143658BQ4 Jan 2023 712,000 — $614K +6.8% 0.31% DBT
88 Banc of America Merrill Lynch Large Loan Inc 05525BAL4 Jan 2023 960,000 — $613K -24.3% 0.31% ABS-MBS
89 SEB Funding LLC 78433DAA2 Jan 2023 690,270 — $612K +6.1% 0.31% ABS-O
90 AB Issuer LLC 00091JAA6 Jan 2023 739,412 — $611K +1.7% 0.31% ABS-O
91 MVW Owner Trust 55400KAC9 Jan 2023 682,298 -48,710 $606K -5.4% 0.31% ABS-O
92 Suncor Energy Inc 71644EAJ1 Jan 2023 534,000 — $600K +12.2% 0.30% DBT
93 Fannie Mae 3140FTKL4 Jan 2023 629,158 -30,384 $599K -1.4% 0.30% ABS-MBS
94 MICRON TECHNOLOGY INC 595112BV4 Jan 2023 562,000 — $598K +6.4% 0.30% DBT
95 Fannie Mae - CAS 20754LAF6 Jan 2023 625,230 — $595K +7.1% 0.30% ABS-MBS
96 JP Morgan Chase Commercial Mortgage Sec Trust 46634SAJ4 Jan 2023 638,733 -51,267 $594K -10.3% 0.30% ABS-MBS
97 Fannie Mae 3140MA4D3 Jan 2023 671,782 -5,121 $591K +6.0% 0.30% ABS-MBS
98 United States Treasury 912810TF5 Jan 2023 734,000 — $591K +10.7% 0.30% DBT
99 Freddie Mac - STACR 35565EAE2 Jan 2023 700,000 — $590K +7.1% 0.30% ABS-MBS
100 Freddie Mac - STACR 35564KRN1 Jan 2023 604,936 — $588K +6.3% 0.30% ABS-MBS
101 Freddie Mac 3132DNA94 Jan 2023 661,430 -7,798 $584K +5.8% 0.30% ABS-MBS
102 BANCO DE CREDITO DEL PER 05971U2C0 Jan 2023 635,000 — $583K +4.8% 0.30% DBT
103 Fannie Mae 3140K3BF8 Jan 2023 609,802 -15,460 $583K +3.9% 0.30% ABS-MBS
104 HP INC 40434LAN5 Jan 2023 592,000 — $582K +10.3% 0.30% DBT
105 Fannie Mae 3140QMZC1 Jan 2023 655,005 -10,368 $577K +5.1% 0.29% ABS-MBS
106 LLOYDS BANKING GROUP PLC 539439AW9 — 504,000 New $576K — 0.29% DBT
107 GoldenTree Loan Management US CLO1, LTD 38138LAL2 Jan 2023 581,389 — $571K +3.0% 0.29% ABS-CBDO
108 Fannie Mae 3138WJL71 Jan 2023 595,254 -25,637 $566K -1.2% 0.29% ABS-MBS
109 Atalaya Equipment Leasing Fund I LP 046497AD5 Jan 2023 600,000 — $565K +1.7% 0.29% ABS-O
110 Brex Inc 05601DAC7 Jan 2023 565,000 — $549K +0.9% 0.28% ABS-O
111 VORNADO REALTY LP 929043AL1 Jan 2023 709,000 — $549K +4.8% 0.28% DBT
112 CDBL FUNDING 1 000000000 Jan 2023 580,000 +570,200 $544K -24623.5% 0.28% DBT
113 Freddie Mac 3133B93R3 Jan 2023 612,071 -3,330 $538K +6.3% 0.27% ABS-MBS
114 BX Trust 05608BAN0 Jan 2023 566,248 — $536K +1.9% 0.27% ABS-MBS
115 Fannie Mae 3140JYGR1 Jan 2023 560,177 -45,156 $535K -1.5% 0.27% ABS-MBS
116 COMISION FEDERAL DE ELEC 200447AH3 Jan 2023 653,000 — $534K +11.3% 0.27% DBT
117 EMBRAER NETHERLANDS FINA 29082HAB8 Jan 2023 540,000 — $530K +7.6% 0.27% DBT
118 University of California 91412HKE2 Jan 2023 730,000 — $529K +19.8% 0.27% DBT
119 Wells Fargo Commercial Mortgage Trust 95000KBH7 Jan 2023 600,000 — $529K +0.8% 0.27% ABS-MBS
120 ALFA S.A. 015398AB6 Jan 2023 530,000 — $526K +0.2% 0.27% DBT
121 Chicago Board of Trade 000000000 Jan 2023 114 New $524K — 0.27% DIR
122 BELLEMEADE RE LT 07876LAD1 Jan 2023 540,000 — $523K +1.8% 0.27% ABS-MBS
123 CREDIT SUISSE GROUP AG 000000000 Jan 2023 560,000 New $521K — 0.26% DBT
124 Fannie Mae 3138X6P58 Jan 2023 522,982 -10,405 $519K +4.2% 0.26% ABS-MBS
125 Freddie Mac 31335AY51 Jan 2023 522,319 -11,000 $518K +3.3% 0.26% ABS-MBS
126 Genworth Mortgage Insurance Corporation 89600HAC3 Jan 2023 530,000 — $514K +1.6% 0.26% ABS-MBS
127 Citigroup Commercial Mortgage Trust 17321RAM8 Jan 2023 565,000 — $507K +1.3% 0.26% ABS-MBS
128 COLONY MORTGAGE CAPITAL LTD 12564NAL6 Jan 2023 540,000 — $503K +2.2% 0.26% ABS-MBS
129 BROADCOM INC 11135FBV2 Jan 2023 547,000 — $502K +11.4% 0.25% DBT
130 CHILE ELEC PEC SPA 168831AA3 Jan 2023 679,000 — $501K +6.4% 0.25% DBT
131 Citigroup Commercial Mortgage Trust 17320DAQ1 Jan 2023 500,000 — $498K +1.2% 0.25% ABS-MBS
132 Rockford Tower CLO Ltd 77341LAA7 Jan 2023 503,814 — $494K +2.6% 0.25% ABS-CBDO
133 BANK OF AMERICA CORP 06051GKP3 Jan 2023 503,000 — $492K +5.2% 0.25% DBT
134 Morgan Stanley 61744YAP3 Jan 2023 515,000 — $490K +6.6% 0.25% DBT
135 Morgan Stanley Capital I Trust 61769GAJ6 Jan 2023 520,000 — $485K -1.5% 0.25% ABS-MBS
136 Octane Receivables Trust 67578AAC2 Jan 2023 541,000 — $482K +2.4% 0.24% ABS-O
137 Fannie Mae - CAS 20754CAF6 Jan 2023 500,000 — $481K +12.0% 0.24% ABS-MBS
138 Wells Fargo Commercial Mortgage Trust 95000JBB3 Jan 2023 545,000 — $477K +2.5% 0.24% ABS-MBS
139 Ford Credit Auto Owner Trust/Ford Credit 345340AD5 Jan 2023 542,000 — $476K +2.4% 0.24% ABS-O
140 Fannie Mae 3140JXTG3 Jan 2023 496,892 -10,116 $474K +4.4% 0.24% ABS-MBS
141 Diamond Issuer LLC 25267TAQ4 Jan 2023 565,855 — $474K +0.5% 0.24% ABS-O
142 PROSUS NV 74365PAA6 Jan 2023 545,000 — $470K +17.7% 0.24% DBT
143 STANDARD CHARTERED PLC 853254BT6 Jan 2023 478,000 — $469K +7.6% 0.24% DBT
144 Dext ABS 23345CAC3 Jan 2023 519,000 — $468K +2.9% 0.24% ABS-O
145 AGL CLO Ltd. 00120BAJ9 Jan 2023 500,000 — $463K +10.6% 0.23% ABS-CBDO
146 Freddie Mac - STACR 35564KNS4 Jan 2023 512,666 — $459K +6.5% 0.23% ABS-MBS
147 HARLEY-DAVIDSON FINL SER 41283LBA2 Jan 2023 501,000 — $458K +7.2% 0.23% DBT
148 FED CAISSES DESJARDINS 31429KAH6 Jan 2023 464,000 — $458K +5.6% 0.23% DBT
149 HONEYWELL INTERNATIONAL 000000000 Jan 2023 410,000 New $458K — 0.23% DBT
150 CELANESE US HOLDINGS LLC 15089QAR5 Jan 2023 455,000 — $458K +2.4% 0.23% DBT
151 MIZUHO FINANCIAL GROUP 60687YCL1 Jan 2023 444,000 — $454K +5.8% 0.23% DBT
152 Upstart Securitization Trust 91679LAB8 Jan 2023 480,000 — $449K +1.1% 0.23% ABS-O
153 IBM CORP 459200KV2 Jan 2023 457,000 — $445K +15.4% 0.23% DBT
154 Fannie Mae 3140Q9T45 Jan 2023 437,561 -21,666 $441K +0.5% 0.22% ABS-MBS
155 Fannie Mae - CAS 20754BAA9 Jan 2023 444,648 -39,891 $440K -6.4% 0.22% ABS-MBS
156 VAR ENERGI ASA 92212WAE0 — 402,000 New $440K — 0.22% DBT
157 Freddie Mac 3132Y3ZL1 Jan 2023 435,427 -13,646 $439K +2.2% 0.22% ABS-MBS
158 INTEL CORP 458140CC2 Jan 2023 467,000 — $437K +14.8% 0.22% DBT
159 CPS Auto Trust 12598CAG1 Jan 2023 470,000 — $436K +2.3% 0.22% ABS-O
160 CHARLES SCHWAB CORP 808513BK0 Jan 2023 469,000 — $432K +12.9% 0.22% DBT
161 Fannie Mae 3138WJKX5 Jan 2023 453,038 -22,719 $431K -1.9% 0.22% ABS-MBS
162 Fannie Mae 3136ASJX5 Jan 2023 2,595,930 -104,306 $419K -23.3% 0.21% ABS-MBS
163 BARCLAYS PLC 06738ECD5 Jan 2023 384,000 — $416K +8.9% 0.21% DBT
164 Fannie Mae - CAS 20754KAF8 Jan 2023 441,001 — $416K +7.0% 0.21% ABS-MBS
165 WF-RBS Commercial Mortgage Trust 92937EAG9 Jan 2023 424,901 -54,799 $414K -12.0% 0.21% ABS-MBS
166 STILLWATER MINING CO 86074QAP7 Jan 2023 446,000 — $413K +13.0% 0.21% DBT
167 Hertz Vehicle Financing LLC 42806MAL3 Jan 2023 450,000 — $411K +4.4% 0.21% ABS-O
168 REGAL REXNORD CORP 758750AC7 — 401,000 New $407K — 0.21% DBT
169 ONEOK Inc 682680AW3 Jan 2023 425,000 — $405K +7.2% 0.21% DBT
170 AVIATION CAPITAL GROUP 05369AAK7 Jan 2023 449,000 — $399K +6.8% 0.20% DBT
171 AUST & NZ BANKING GROUP 05252ADF5 — 397,000 New $398K — 0.20% DBT
172 IBM CORP 459200KW0 — 396,000 New $396K — 0.20% DBT
173 BANK OF NOVA SCOTIA 06417XAN1 — 394,000 New $394K — 0.20% DBT
174 Brex Inc 05601DAA1 Jan 2023 397,000 — $393K +0.8% 0.20% ABS-O
175 FOX CORP 35137LAK1 Jan 2023 407,000 — $393K +15.7% 0.20% DBT
176 CCO HLDGS LLC/CAP CORP 1248EPCL5 Jan 2023 483,000 — $392K +6.7% 0.20% DBT
177 BELLEMEADE RE LT 07876MAC1 Jan 2023 398,004 — $392K +1.7% 0.20% ABS-MBS
178 OCHSNER LSU HEALTH SYST 67555JAA4 Jan 2023 520,000 — $391K +0.7% 0.20% DBT
179 DELTA AIR LINES/SKYMILES 830867AB3 Jan 2023 401,000 — $390K +4.6% 0.20% DBT
180 SWEDBANK AB 000000000 Jan 2023 400,000 New $389K — 0.20% DBT
181 SWISS RE FINANCE LUX 000000000 Jan 2023 400,000 New $388K — 0.20% DBT
182 Neighborly Issuer LLC 64016NAE7 — 395,000 New $387K — 0.20% ABS-O
183 Fannie Mae - CAS 30711XEJ9 Jan 2023 378,161 — $385K +2.4% 0.20% ABS-MBS
184 Fannie Mae - CAS 30711XDY7 Jan 2023 376,639 -90 $384K +1.6% 0.19% ABS-MBS
185 Government National Mortgage Association 21H030625 — 417,555 New $384K — 0.19% ABS-MBS
186 BANCO SANTANDER SA 05964HAQ8 Jan 2023 400,000 — $380K +8.0% 0.19% DBT
187 BNP PARIBAS 000000000 Jan 2023 463,000 New $380K — 0.19% DBT
188 OLEODUCTO CENTRAL SA 680617AC1 Jan 2023 429,000 — $379K +8.7% 0.19% DBT
189 FREEPORT INDONESIA PT 69377FAA4 Jan 2023 390,000 — $378K +8.2% 0.19% DBT
190 AVIATION CAPITAL GROUP 05369AAH4 Jan 2023 381,000 — $378K +3.3% 0.19% DBT
191 AIRCASTLE LTD 00928QAT8 Jan 2023 384,000 — $376K +4.6% 0.19% DBT
192 Santander Bank Auto Credit-Linked Notes 80290CAS3 Jan 2023 382,371 -59,228 $374K -12.4% 0.19% ABS-O
193 ENTEGRIS ESCROW CORP 29365BAA1 Jan 2023 395,000 — $371K +5.1% 0.19% DBT
194 Fannie Mae 31418CFE9 Jan 2023 384,461 -12,245 $369K +3.5% 0.19% ABS-MBS
195 CNH INDUSTRIAL CAP LLC 12592BAN4 Jan 2023 375,000 — $367K +2.2% 0.19% DBT
196 Natixis Commercial Mortgage Securities 63875FAA4 Jan 2023 379,000 — $365K -2.0% 0.19% ABS-MBS
197 Ballyrock Ltd 05876KAG0 Jan 2023 400,000 — $364K +8.7% 0.18% ABS-CBDO
198 BOOKING HOLDINGS INC 000000000 Jan 2023 320,000 New $363K — 0.18% DBT
199 NATIONWIDE BLDG SOCIETY 63861VAF4 Jan 2023 398,000 — $363K +7.6% 0.18% DBT
200 CREDIT SUISSE GROUP AG 225401AY4 Jan 2023 369,000 — $358K +4.1% 0.18% DBT
201 US Bancorp 902973AZ9 Jan 2023 380,000 — $358K +12.6% 0.18% DBT
202 ENA MASTER TRUST 29249BAA3 Jan 2023 457,000 — $358K +15.5% 0.18% DBT
203 Dominos Pizza Master Issuer LLC 25755TAN0 Jan 2023 408,720 -1,040 $356K +8.4% 0.18% ABS-O
204 CONTINENTAL RESOURCES 212015AV3 Jan 2023 454,000 — $355K +6.9% 0.18% DBT
205 ZOETIS INC 98978VAU7 — 347,000 New $355K — 0.18% DBT
206 GLOBO COMMUNICACOES PART 37959DAB0 Jan 2023 417,000 — $354K +9.8% 0.18% DBT
207 UNICREDIT SPA 904678AU3 Jan 2023 391,000 — $354K +5.5% 0.18% DBT
208 SEALED AIR CORP 81211KAY6 Jan 2023 379,000 — $351K +3.2% 0.18% DBT
209 LOWE'S COS INC 548661EN3 Jan 2023 336,000 — $350K +16.2% 0.18% DBT
210 Standard Chartered PLC 853254AA8 Jan 2023 400,000 — $349K +18.6% 0.18% DBT
211 MORGAN STANLEY 61747YER2 Jan 2023 358,000 — $348K +5.0% 0.18% DBT
212 DANSKE BANK A/S 23636ABC4 Jan 2023 360,000 — $347K +9.1% 0.18% DBT
213 Freddie Mac 31335A6X1 Jan 2023 344,738 -8,606 $342K +3.0% 0.17% ABS-MBS
214 HSBC HOLDINGS PLC 404280DQ9 Jan 2023 323,000 — $341K +5.4% 0.17% DBT
215 FLOWSERVE CORPORATION 34355JAB4 Jan 2023 425,000 — $340K +11.4% 0.17% DBT
216 Freddie Mac 3132Y3BL7 Jan 2023 335,044 -7,514 $338K +3.2% 0.17% ABS-MBS
217 Wells Fargo Commercial Mortgage Trust 95000HBJ0 Jan 2023 7,544,216 -47,434 $337K -5.8% 0.17% ABS-MBS
218 CREDIT SUISSE GROUP AG 225401AP3 Jan 2023 396,000 — $334K +9.1% 0.17% DBT
219 VAR ENERGI ASA 92212WAD2 — 314,000 New $331K — 0.17% DBT
220 GLP CAPITAL LP / FIN II 361841AR0 Jan 2023 397,000 — $330K +12.3% 0.17% DBT
221 CONTINENTAL RESOURCES 212015AT8 Jan 2023 335,000 — $329K +7.9% 0.17% DBT
222 NOMURA HOLDINGS INC 65535HBG3 — 324,000 New $328K — 0.17% DBT
223 SYNCHRONY FINANCIAL 87165BAR4 Jan 2023 420,000 — $327K +10.1% 0.17% DBT
224 Eagle Re Ltd 269822AC6 Jan 2023 325,000 — $326K +5.7% 0.17% ABS-MBS
225 Eagle Re 2018-1 Ltd. 269826AB9 Jan 2023 325,000 — $326K +1.2% 0.17% ABS-MBS
226 BELLEMEADE RE LT 07877BAG5 Jan 2023 325,000 — $318K +1.4% 0.16% ABS-MBS
227 JP Morgan Chase Commercial Mortgage Sec Trust 46634SAM7 Jan 2023 388,665 — $317K +6.5% 0.16% ABS-MBS
228 Fannie Mae - CAS 30711XUW2 Jan 2023 305,000 — $316K +2.4% 0.16% ABS-MBS
229 UBS Group AG 000000000 Jan 2023 312,000 New $314K — 0.16% DBT
230 Fannie Mae 3140Q9T37 Jan 2023 310,925 -15,378 $313K +0.5% 0.16% ABS-MBS
231 DELTA AIR LINES/SKYMILES 830867AA5 Jan 2023 316,234 -28,751 $312K -7.0% 0.16% DBT
232 APPLE INC 037833ER7 Jan 2023 350,000 — $312K +14.7% 0.16% DBT
233 Hardee's Funding 411707AF9 Jan 2023 326,324 -852 $311K +5.4% 0.16% ABS-O
234 PHILIP MORRIS INTL INC 718172CU1 — 303,000 New $307K — 0.16% DBT
235 MDC Holdings Inc 552676AQ1 Jan 2023 346,000 — $307K +16.5% 0.16% DBT
236 CITIGROUP INC 172967MU2 Jan 2023 329,000 — $307K +10.6% 0.16% DBT
237 INEOS QUATTRO FINANCE 2 000000000 Jan 2023 313,000 New $304K — 0.15% DBT
238 Neighborly Issuer LLC 64016NAC1 Jan 2023 363,330 -918 $303K +4.3% 0.15% ABS-O
239 Fannie Mae - CAS 20753VCZ9 Jan 2023 300,000 — $302K +1.3% 0.15% ABS-MBS
240 DEUTSCHE BANK NY 25160PAJ6 Jan 2023 294,000 — $298K +6.0% 0.15% DBT
241 HSBC HOLDINGS PLC 404280DC0 Jan 2023 323,000 — $298K +16.0% 0.15% DBT
242 MORGAN STANLEY 000000000 Jan 2023 309,000 New $295K — 0.15% DBT
243 WYNN MACAU LTD 98313RAH9 Jan 2023 330,000 — $292K +50.0% 0.15% DBT
244 ENGIE ENERGIA CHILE SA 000000000 Jan 2023 349,000 New $291K — 0.15% DBT
245 Fannie Mae - CAS 30711XBF0 Jan 2023 275,459 -12,321 $291K -4.1% 0.15% ABS-MBS
246 GLOBAL PAYMENTS INC 37940XAQ5 Jan 2023 288,000 — $289K +8.6% 0.15% DBT
247 UNICREDIT SPA 904678AY5 Jan 2023 356,000 — $288K +14.3% 0.15% DBT
248 NXP BV/NXP FUNDING LLC 62947QBC1 Jan 2023 277,000 — $285K +7.4% 0.14% DBT
249 REPUBLIC OF COLOMBIA 195325DS1 Jan 2023 375,000 — $283K +10.2% 0.14% DBT
250 J.P. Morgan Alternative Loan Trust 46628UAF5 Jan 2023 358,504 -5,580 $283K -1.5% 0.14% ABS-MBS
251 Peace Park CLO, Ltd. 70470MAL9 Jan 2023 300,000 — $281K +10.0% 0.14% ABS-CBDO
252 Intesa Sanpaolo SpA 46115HAT4 Jan 2023 288,000 — $281K +2.0% 0.14% DBT
253 NATWEST GROUP PLC 639057AG3 — 260,000 New $275K — 0.14% DBT
254 COMISION FEDERAL DE ELEC 200447AL4 Jan 2023 295,000 — $271K +8.9% 0.14% DBT
255 NXP BV/NXP FDG/NXP USA 62954HAY4 Jan 2023 298,000 — $267K +8.0% 0.14% DBT
256 DISH DBS CORP 25470XBF1 Jan 2023 322,000 — $264K +1.6% 0.13% DBT
257 DANSKE BANK A/S 23636ABF7 — 258,000 New $262K — 0.13% DBT
258 BELLEMEADE RE LT 07877GAC3 Jan 2023 263,000 — $262K +0.7% 0.13% ABS-MBS
259 GUARDIAN LIFE INSURANCE 401378AC8 Jan 2023 294,000 — $261K +16.8% 0.13% DBT
260 GSF 2021 1 ISSUER LLC 36261CAA9 Jan 2023 277,445 +2 $260K +1.2% 0.13% ABS-O
261 STANDARD CHARTERED PLC 853254CJ7 Jan 2023 268,000 — $259K +5.1% 0.13% DBT
262 CHARLES SCHWAB CORP 808513BD6 Jan 2023 260,000 -202,000 $259K -42.6% 0.13% DBT
263 CARGILL INC 141781BZ6 Jan 2023 248,000 — $258K +6.7% 0.13% DBT
264 GLOBAL PAYMENTS INC 37940XAB8 Jan 2023 290,000 — $257K +6.9% 0.13% DBT
265 DEUTSCHE BANK NY 251526CB3 Jan 2023 265,000 — $257K +5.2% 0.13% DBT
266 INFOR INC 45674CAA1 Jan 2023 279,000 — $254K +1.4% 0.13% DBT
267 Neighborly Issuer LLC 64016NAA5 Jan 2023 298,219 -759 $253K +3.3% 0.13% ABS-O
268 WELLS FARGO & COMPANY 949746TD3 Jan 2023 273,000 — $251K +8.5% 0.13% DBT
269 Eagle Re Ltd 26982AAB0 Jan 2023 253,783 — $251K +1.7% 0.13% ABS-MBS
270 Fannie Mae 3140HAXF2 Jan 2023 261,960 -9,396 $251K +2.8% 0.13% ABS-MBS
271 Carvana Auto Receivables Trust 14687HAE3 Jan 2023 266,000 — $245K +2.5% 0.12% ABS-O
272 AES PANAMA GENERATION HL 00109AAB3 Jan 2023 274,000 — $244K +13.2% 0.12% DBT
273 PMT CREDIT RISK TRANSFER TRUST 69345WAA6 Jan 2023 249,549 -8,675 $244K -1.0% 0.12% ABS-MBS
274 Discover Bank 25466AAN1 Jan 2023 250,000 — $243K +1.1% 0.12% DBT
275 CREDIT SUISSE GROUP AG 225401AU2 Jan 2023 319,000 — $242K +10.8% 0.12% DBT
276 Fannie Mae 31417EJG7 Jan 2023 251,152 -7,459 $242K +3.1% 0.12% ABS-MBS
277 Fannie Mae - CAS 20754AAB9 Jan 2023 250,000 — $240K +5.6% 0.12% ABS-MBS
278 Freddie Mac - STACR 35566AAH2 Jan 2023 237,783 -21,524 $240K -7.5% 0.12% ABS-MBS
279 GOLDMAN SACHS GROUP INC 38141GYU2 Jan 2023 268,000 — $239K +14.5% 0.12% DBT
280 Affirm Inc 00834HAA2 Jan 2023 242,898 -104,413 $237K -29.5% 0.12% ABS-O
281 Credit Suisse Group AG 225401AJ7 Jan 2023 255,000 — $237K +5.0% 0.12% DBT
282 FOX CORP 35137LAH8 Jan 2023 240,000 — $237K +6.2% 0.12% DBT
283 PARKER-HANNIFIN CORP 701094AN4 Jan 2023 255,000 — $236K +6.6% 0.12% DBT
284 DUKE ENERGY CAROLINAS NC 26443KAB1 Jan 2023 306,000 — $236K +6.5% 0.12% DBT
285 KBC GROUP NV 48241FAB0 — 232,000 New $235K — 0.12% DBT
286 TSMC ARIZONA CORP 872898AF8 Jan 2023 241,000 — $235K +4.4% 0.12% DBT
287 HSBC Holdings PLC 404280BX6 Jan 2023 240,000 — $234K +5.6% 0.12% DBT
288 NATURA COSMETICOS SA 63883KAB1 Jan 2023 283,000 — $234K +6.4% 0.12% DBT
289 Freddie Mac 31346YAV5 Jan 2023 244,187 -8,940 $233K +2.7% 0.12% ABS-MBS
290 ONEOK INC 682680BE2 Jan 2023 217,000 — $231K +7.8% 0.12% DBT
291 Dext ABS 23345CAD1 Jan 2023 260,000 — $231K +3.6% 0.12% ABS-O
292 Carvana Auto Receivables Trust 14687GAD7 Jan 2023 241,247 -71,753 $230K -23.8% 0.12% ABS-O
293 Chicago Mercantile Exchange 000000000 Jan 2023 2,000,000 New $228K — 0.12% DIR
294 FORD MOTOR COMPANY 345370DB3 Jan 2023 232,000 — $228K +7.1% 0.12% DBT
295 GCI Funding I LLC 36166VAE5 Jan 2023 257,950 -6,135 $226K +2.1% 0.11% ABS-O
296 TENCENT HOLDINGS LTD 88032WAV8 Jan 2023 328,000 — $225K +31.9% 0.11% DBT
297 EMBRAER NETHERLANDS FINA 29082HAC6 Jan 2023 219,000 — $224K +8.7% 0.11% DBT
298 BROADCOM INC 11135FAQ4 Jan 2023 240,000 — $224K +8.4% 0.11% DBT
299 Fannie Mae 31417DRX3 Jan 2023 230,841 -6,027 $222K +3.5% 0.11% ABS-MBS
300 ANGLO AMERICAN CAPITAL 034863BB5 Jan 2023 238,000 — $222K +9.9% 0.11% DBT
301 INTESA SANPAOLO SPA 46115HBU0 — 214,000 New $221K — 0.11% DBT
302 Fannie Mae 31402QWA5 Jan 2023 210,980 -8,661 $219K -1.3% 0.11% ABS-MBS
303 BANK OF IRELAND GROUP 06279JAC3 Jan 2023 215,000 — $218K +4.9% 0.11% DBT
304 HSBC Holdings PLC 404280BT5 Jan 2023 224,000 — $217K +11.3% 0.11% DBT
305 United States Treasury 91282CFV8 — 205,700 New $216K — 0.11% DBT
306 Fannie Mae 31419LZY2 Jan 2023 216,158 -9,120 $214K +1.2% 0.11% ABS-MBS
307 SK HYNIX INC 78392BAC1 Jan 2023 280,000 — $211K +7.0% 0.11% DBT
308 Fannie Mae - CAS 30711XLT9 Jan 2023 203,350 -10,120 $207K -3.8% 0.11% ABS-MBS
309 VISTRA CORP 92840MAC6 Jan 2023 218,000 — $205K +5.9% 0.10% DBT
310 PROSUS NV 74365PAG3 Jan 2023 219,000 — $199K +10.0% 0.10% DBT
311 Freddie Mac 3137FTV38 Jan 2023 1,842,927 -63,866 $190K +6.4% 0.10% ABS-MBS
312 Voya CLO Ltd 92917NAS7 Jan 2023 210,000 — $189K +5.1% 0.10% ABS-CBDO
313 BAT Capital Corp 05526DBN4 Jan 2023 196,000 — $185K +8.2% 0.09% DBT
314 Nelnet Student Loan Trust 64034QAC2 Jan 2023 220,000 — $185K +8.1% 0.09% ABS-O
315 NH HOTEL GROUP SA 000000000 Jan 2023 181,000 New $185K — 0.09% DBT
316 WELLS FARGO & COMPANY 95000U2A0 Jan 2023 191,000 — $182K +5.5% 0.09% DBT
317 LORCA TELECOM BONDCO 000000000 Jan 2023 181,000 New $181K — 0.09% DBT
318 UNICREDIT SPA 904678AW9 Jan 2023 205,000 — $180K +8.0% 0.09% DBT
319 College Ave Student Loans 19424WAD9 Jan 2023 213,200 — $180K +1.5% 0.09% ABS-O
320 Voya Financial Inc 45685EAG1 Jan 2023 180,000 — $179K +3.0% 0.09% DBT
321 TENGIZCHEVROIL FIN CO IN 88034QAC1 Jan 2023 237,000 — $179K +17.9% 0.09% DBT
322 TK ELEVATOR MIDCO GMBH 000000000 Jan 2023 181,000 New $178K — 0.09% DBT
323 SUMMER BC HOLDCO B SARL 000000000 Jan 2023 181,000 New $177K — 0.09% DBT
324 INTERPUBLIC GROUP COS 460690BP4 Jan 2023 178,000 — $176K +6.8% 0.09% DBT
325 Freddie Mac 31346YA29 Jan 2023 182,877 -7,464 $175K +2.3% 0.09% ABS-MBS
326 Freddie Mac - STACR 3137G0HJ1 Jan 2023 169,669 -11,111 $175K -5.5% 0.09% ABS-MBS
327 Tobacco Settlement Finance Authority 88880LAV5 Jan 2023 188,682 -4,015 $175K -1.6% 0.09% DBT
328 LSTAR Commercial Mortgage Trust 50219QAC8 Jan 2023 171,665 -5,612 $171K -2.6% 0.09% ABS-MBS
329 BROADCOM INC 11135FBT7 Jan 2023 187,000 — $171K +8.9% 0.09% DBT
330 APCOA PARKING HOLDINGS G 000000000 Jan 2023 181,000 New $171K — 0.09% DBT
331 Government National Mortgage Association 36179SB71 Jan 2023 178,636 -5,273 $167K +2.5% 0.08% ABS-MBS
332 Fannie Mae - CAS 30711XCH5 Jan 2023 148,597 -22 $167K +1.6% 0.08% ABS-MBS
333 Freddie Mac 3132Y3ZC1 Jan 2023 159,651 -6,846 $164K +0.4% 0.08% ABS-MBS
334 CHARTER COMM OPT LLC/CAP 161175BS2 Jan 2023 198,000 — $163K +11.8% 0.08% DBT
335 Fannie Mae 31410GV67 Jan 2023 156,561 -5,528 $162K -1.0% 0.08% ABS-MBS
336 Avis Budget Rental Car Funding AESOP LLC 05377REW0 Jan 2023 160,667 -241,000 $160K -59.9% 0.08% ABS-O
337 PMT CREDIT RISK TRANSFER TRUST 730151AA5 Jan 2023 164,547 -7,199 $159K -1.7% 0.08% ABS-MBS
338 LIMA METRO LINE 2 FIN LT 000000000 Jan 2023 163,116 New $159K — 0.08% DBT
339 FHF Trust 2021-2 30322JAA4 Jan 2023 166,159 -25,672 $159K -12.6% 0.08% ABS-O
340 ALTICE FINANCING SA 000000000 Jan 2023 181,000 New $157K — 0.08% DBT
341 Deutsche Alt-A Securities INC Mortgage Loan Trust 25150PAB5 Jan 2023 437,924 -6,388 $155K -3.3% 0.08% ABS-MBS
342 VZ VENDOR FINANCING 000000000 Jan 2023 181,000 New $155K — 0.08% DBT
343 ALTICE FRANCE SA 000000000 Jan 2023 181,000 New $154K — 0.08% DBT
344 MORGAN STANLEY 61747YEV3 Jan 2023 144,000 -83,000 $152K -33.6% 0.08% DBT
345 Aircastle Ltd 00928QAQ4 Jan 2023 152,000 — $149K +2.7% 0.08% DBT
346 DISCOVERY COMMUNICATIONS 25470DAT6 Jan 2023 178,000 — $148K +17.3% 0.08% DBT
347 AVIATION CAPITAL GROUP 05367AAH6 Jan 2023 153,000 — $146K +4.1% 0.07% DBT
348 Fannie Mae 31418CFJ8 Jan 2023 148,156 -7,282 $141K -1.6% 0.07% ABS-MBS
349 Freddie Mac 3132XXD22 Jan 2023 138,852 -804 $140K +5.1% 0.07% ABS-MBS
350 Fannie Mae 3138EHUP5 Jan 2023 142,301 -3,724 $137K +3.3% 0.07% ABS-MBS
351 BX Trust 05608BAL4 Jan 2023 141,649 — $135K +2.4% 0.07% ABS-MBS
352 AVIATION CAPITAL GROUP 05369AAF8 Jan 2023 135,000 — $133K +1.8% 0.07% DBT
353 MT LOGAN RE LTD 000000000 Jan 2023 156 New $132K — 0.07% EP
354 UBS AG 000000000 Jan 2023 1 New $129K — 0.07% DFE
355 CCO HLDGS LLC/CAP CORP 1248EPCQ4 Jan 2023 146,000 — $124K +6.0% 0.06% DBT
356 SUZANO AUSTRIA GMBH 86964WAJ1 Jan 2023 145,000 — $124K +7.2% 0.06% DBT
357 AVIATION CAPITAL GROUP 05369AAA9 Jan 2023 136,000 — $122K +10.0% 0.06% DBT
358 MT LOGAN RE LTD 000000000 Jan 2023 143 New $121K — 0.06% EC
359 CAJUN GLOBAL LLC 12803VAA3 Jan 2023 138,885 -529 $120K +3.1% 0.06% ABS-O
360 CAPITAL ONE FINANCIAL CO 14040HCX1 — 118,000 New $119K — 0.06% DBT
361 CCO HLDGS LLC/CAP CORP 1248EPCE1 Jan 2023 136,000 — $116K +5.2% 0.06% DBT
362 AVIATION CAPITAL GROUP 05369AAL5 Jan 2023 133,000 — $116K +8.1% 0.06% DBT
363 CAESARS ENTERTAIN INC 12769GAB6 — 112,000 New $114K — 0.06% DBT
364 PNC FINANCIAL SERVICES 693475BM6 — 112,000 New $113K — 0.06% DBT
365 Impac Secured Assets Corp. 45254TSS4 Jan 2023 141,428 -2,831 $110K -6.9% 0.06% ABS-MBS
366 L Street Securities 949771AC3 Jan 2023 117,982 -3,286 $110K -1.9% 0.06% ABS-MBS
367 Fannie Mae - CAS 30711XCR3 Jan 2023 99,227 -30 $108K -0.5% 0.05% ABS-MBS
368 Affirm Inc 00834CAA3 Jan 2023 110,161 -30,792 $107K -21.5% 0.05% ABS-O
369 Countrywide Alternative Loan Trust 02146TAR8 Jan 2023 187,250 -2,191 $107K +0.8% 0.05% ABS-MBS
370 Residential Accredit Loans, Inc. 74923HAH4 Jan 2023 499,736 -1,054 $106K +18.2% 0.05% ABS-MBS
371 Affirm Inc 00834TAA6 Jan 2023 109,944 -25,234 $105K -18.9% 0.05% ABS-O
372 Fannie Mae 3136B0CN4 Jan 2023 853,651 -36,357 $105K +17.5% 0.05% ABS-MBS
373 GS Mortgage Securities Trust 36191YAL2 Jan 2023 251,646 — $104K -1.9% 0.05% ABS-MBS
374 Fannie Mae 3136AWCG0 Jan 2023 844,634 -29,228 $101K +19.7% 0.05% ABS-MBS
375 Fannie Mae - CAS 30711XBB9 Jan 2023 96,298 -5,222 $101K -2.4% 0.05% ABS-MBS
376 Government National Mortgage Association 38380B6Y6 Jan 2023 805,039 -21,946 $97K +3.0% 0.05% ABS-MBS
377 Fannie Mae - CAS 30711XAX2 Jan 2023 95,265 -5,948 $97K -5.1% 0.05% ABS-MBS
378 Fannie Mae 3136AQVP2 Jan 2023 854,175 -36,817 $97K +17.1% 0.05% ABS-MBS
379 PMT Credit Risk Transfer Trust 69349MAA4 — 98,868 New $96K — 0.05% ABS-MBS
380 Fannie Mae 3140F4MJ2 Jan 2023 101,152 -3,488 $96K -0.3% 0.05% ABS-MBS
381 Osaka Exchange 000000000 Jan 2023 -7 New $95K — 0.05% DIR
382 ORGANON & CO/ORG 000000000 Jan 2023 100,000 New $95K — 0.05% DBT
383 IQVIA INC 000000000 Jan 2023 100,000 New $91K — 0.05% DBT
384 Fannie Mae 3136AXSW6 Jan 2023 722,228 -31,698 $90K +16.9% 0.05% ABS-MBS
385 Oracle Corp 68389XAM7 Jan 2023 90,000 — $88K +16.9% 0.04% DBT
386 ACM Auto Trust 00091QAA0 Jan 2023 86,344 -194,704 $86K -69.2% 0.04% ABS-O
387 Chase Mortgage Finance Corporation 46591HAC4 Jan 2023 89,267 -2,516 $85K +1.5% 0.04% ABS-MBS
388 Radnor Re LTD 750493AA6 Jan 2023 82,443 -257,914 $82K -75.7% 0.04% ABS-MBS
389 Structured Asset Securities Corporation 86358RWW3 Jan 2023 452,359 — $81K +12.7% 0.04% ABS-MBS
390 Countrywide Alternative Loan Trust 02147TAP1 Jan 2023 142,420 -1,295 $80K +0.7% 0.04% ABS-MBS
391 Freddie Mac 3128MJBE9 Jan 2023 75,793 -2,025 $79K +0.0% 0.04% ABS-MBS
392 Fannie Mae - CAS 20754FAK8 Jan 2023 75,342 -11,134 $75K -12.4% 0.04% ABS-MBS
393 GENERAL MOTORS FINL CO 37045XDV5 Jan 2023 78,000 — $73K +6.4% 0.04% DBT
394 Fannie Mae 3136ATV27 Jan 2023 661,358 -22,850 $72K +18.3% 0.04% ABS-MBS
395 Fannie Mae 3138WQKW1 Jan 2023 73,200 -2,121 $71K +3.4% 0.04% ABS-MBS
396 Multifamily Structured Credit Risk 35563FAA9 Jan 2023 73,104 -2,381 $69K -1.6% 0.04% ABS-MBS
397 Government National Mortgage Association 36179R7H6 Jan 2023 73,761 -2,063 $69K +2.7% 0.04% ABS-MBS
398 Freddie Mac 3137FAXY9 Jan 2023 598,144 -23,862 $69K +15.4% 0.03% ABS-MBS
399 DISCOVERY COMMUNICATIONS 25470DBG3 Jan 2023 81,000 — $68K +17.3% 0.03% DBT
400 AIR LEASE CORP 00914AAJ1 Jan 2023 72,000 — $68K +5.5% 0.03% DBT
401 VOLCAN CIA MINERA SAA-CM 92863UAB2 Jan 2023 76,000 — $67K +5.8% 0.03% DBT
402 Homebanc Mortgage Trust 43739EAP2 Jan 2023 76,386 -2,558 $65K -0.1% 0.03% ABS-MBS
403 Countrywide Alternative Loan Trust 12668BKK8 Jan 2023 82,062 -2,204 $59K -1.1% 0.03% ABS-MBS
404 PHILIP MORRIS INTL INC 718172CW7 — 56,000 New $58K — 0.03% DBT
405 TERRAFORM GLOBAL OPERATI 88104UAC7 Jan 2023 60,000 — $57K +3.4% 0.03% DBT
406 Fannie Mae 31385XJW8 Jan 2023 51,983 -2,530 $54K -2.5% 0.03% ABS-MBS
407 FannieMae Grantor Trust 31394AXY7 Jan 2023 56,633 -1,369 $52K -0.4% 0.03% ABS-MBS
408 AIRCASTLE LTD 00928QAS0 Jan 2023 53,000 — $51K +9.3% 0.03% DBT
409 BROADCOM INC 11135FBR1 Jan 2023 53,000 — $50K +6.7% 0.03% DBT
410 ONEOK Partners LP 68268NAG8 Jan 2023 48,000 — $49K +15.1% 0.02% DBT
411 LB-UBS Commercial Mortgage Trust 50179MAH4 Jan 2023 76,827 — $34K -0.1% 0.02% ABS-MBS
412 EXPEDIA GROUP INC 30212PAS4 Jan 2023 33,000 — $34K +1.8% 0.02% DBT
413 S&P GLOBAL INC 78409VAY0 Jan 2023 32,000 — $32K +4.4% 0.02% DBT
414 Fannie Mae 31402QYV7 Jan 2023 30,863 -1,404 $32K -1.9% 0.02% ABS-MBS
415 Air Lease Corp 00912XAV6 Jan 2023 34,000 — $32K +6.7% 0.02% DBT
416 BELLEMEADE RE LT 07877GAB5 Jan 2023 30,135 -44,713 $30K -59.7% 0.02% ABS-MBS
417 CVS Health Corp 126650CX6 Jan 2023 28,000 — $28K +4.7% 0.01% DBT
418 L Street Securities 949771AG4 Jan 2023 27,457 -1,116 $26K -3.1% 0.01% ABS-MBS
419 Radnor Re LTD 75049TAB7 Jan 2023 25,172 -36,535 $25K -59.1% 0.01% ABS-MBS
420 Fannie Mae 31371K3A7 Jan 2023 23,593 -1,283 $24K -3.0% 0.01% ABS-MBS
421 Fannie Mae 31402DP79 Jan 2023 22,231 -978 $23K -1.7% 0.01% ABS-MBS
422 GSF 2021 1 ISSUER LLC 36261CAE1 Jan 2023 25,000 — $23K -1.8% 0.01% ABS-O
423 Fannie Mae - CAS 20753QAE9 Jan 2023 21,640 -6,164 $22K -21.7% 0.01% ABS-MBS
424 Countrywide Home Loans 12543TAU9 Jan 2023 45,703 -41 $19K +1.3% 0.01% ABS-MBS
425 COMM Mortgage Trust 12625EAA7 Jan 2023 19,570 -19,061 $19K -49.1% 0.01% ABS-MBS
426 L Street Securities 46643HAB4 Jan 2023 19,390 -522 $19K -1.9% 0.01% ABS-MBS
427 Fannie Mae 31402C4G4 Jan 2023 15,329 -753 $16K -2.3% 0.01% ABS-MBS
428 Freddie Mac 3128M43N1 Jan 2023 12,811 -697 $13K -2.8% 0.01% ABS-MBS
429 OEC FINANCE LTD 67614CAF7 Jan 2023 260,826 +13,230 $11K +68.7% 0.01% DBT
430 Fannie Mae - CAS 20753KAB8 Jan 2023 9,705 -5,662 $10K -36.8% 0.00% ABS-MBS
431 BELLEMEADE RE LT 07876RAB2 Jan 2023 8,270 -105,739 $8K -92.7% 0.00% ABS-MBS
432 Freddie Mac 3128QPNL2 Jan 2023 8,112 -160 $8K -1.2% 0.00% ABS-MBS
433 Chicago Board of Trade 000000000 Jan 2023 -26 New $7K — 0.00% DIR
434 Fannie Mae 31402C4H2 Jan 2023 6,325 -248 $7K -1.4% 0.00% ABS-MBS
435 Fannie Mae - CAS 20754JAB0 Jan 2023 5,060 -11,982 $5K -70.2% 0.00% ABS-MBS
436 OEC FINANCE LTD 67614CAE0 Jan 2023 205,732 +7,793 $5K +17.0% 0.00% DBT
437 AVIATION CAPITAL GROUP 05369AAD3 Jan 2023 5,000 — $5K +4.0% 0.00% DBT
438 Fannie Mae 3136AX4B8 Jan 2023 11,196 -898,552 $1K -98.7% 0.00% ABS-MBS
439 ODEBRECHT HOLDCO FIN LTD 67577TAA6 Jan 2023 477,135 — $763 -36.0% 0.00% DBT
440 Fannie Mae 3136A2N58 Jan 2023 4,122 -440,335 $535 -99.0% 0.00% ABS-MBS
441 VIRGOLINO DE OLIVEIRA FI 92824BAA4 Jan 2023 660,000 — $66 +0.0% 0.00% DBT
442 Government National Mortgage Association 38373MVZ0 Jan 2023 409,716 -9,225 $4 -2.1% 0.00% ABS-MBS
443 WF-RBS Commercial Mortgage Trust 92937EAS3 Jan 2023 0 -1,567,372 $0 -100.0% 0.00% ABS-MBS
444 Goldman Sachs International 000000000 Jan 2023 16,082 New $-3923 — -0.00% DCR
445 Goldman Sachs International 000000000 Jan 2023 32,164 New $-7845 — -0.00% DCR
446 Goldman Sachs International 000000000 Jan 2023 32,164 New $-7845 — -0.00% DCR
447 Goldman Sachs International 000000000 Jan 2023 64,328 New $-15691 — -0.01% DCR
448 UBS AG 000000000 Jan 2023 1 New $-89843 — -0.05% DFE
449 Citibank N.A. 000000000 Jan 2023 1 New $-212803 — -0.11% DFE
450 Intercontinental Exchange, Inc. 000000000 Jan 2023 7,540,000 New $-252828 — -0.13% DCR
451 JPMorgan Chase Bank N.A. 000000000 Jan 2023 13,100,000 New $-326928 — -0.17% DCR
✕ United States Treasury 9128284A5 — 13,938,000 Exited $13.9M — — —
✕ UMBS, TBA 01F0226B6 — 5,906,429 Exited $4.8M — — —
✕ United States Treasury 91282CEX5 — 4,291,400 Exited $4.2M — — —
✕ UMBS, TBA 01F0206B0 — 4,891,000 Exited $3.9M — — —
✕ United States Treasury 91282CFG1 — 3,525,800 Exited $3.4M — — —
✕ United States Treasury 91282CFM8 — 2,821,700 Exited $2.8M — — —
✕ United States Treasury 91282CFB2 — 2,523,100 Exited $2.4M — — —
✕ Government National Mortgage Association 21H0426B0 — 2,289,000 Exited $2.2M — — —
✕ United States Treasury 91282CFH9 — 1,964,500 Exited $1.9M — — —
✕ United States Treasury 91282CFF3 — 1,895,200 Exited $1.7M — — —
✕ United States Treasury 912796YJ2 — 1,695,000 Exited $1.6M — — —
✕ COMM Mortgage Trust 20048EBB6 — 1,580,000 Exited $1.6M — — —
✕ UMBS, TBA 01F0306B9 — 1,585,403 Exited $1.3M — — —
✕ UMBS, TBA 01F0406B8 — 1,252,519 Exited $1.1M — — —
✕ DISCOVER FINANCIAL SVS 254709AQ1 — 1,087,000 Exited $1.1M — — —
✕ Government National Mortgage Association 21H0406B4 — 994,290 Exited $0.9M — — —
✕ WF-RBS COMMERCIAL MORTGAGE TRUST 92939KAG3 — 945,000 Exited $0.9M — — —
✕ BOOKING HOLDINGS INC 09857LAR9 — 925,000 Exited $0.9M — — —
✕ UBS-Barclays Commercial Mortgage Trust 90270RAJ3 — 820,000 Exited $0.8M — — —
✕ Banc of America Commercial Mortgage Trust 06054ABB4 — 860,000 Exited $0.8M — — —
✕ Freddie Mac - STACR 3137G0QN2 — 800,000 Exited $0.8M — — —
✕ Freddie Mac - STACR 3137G0PR4 — 750,000 Exited $0.8M — — —
✕ Netflix Inc 64110LAT3 — 766,000 Exited $0.8M — — —
✕ Freddie Mac - STACR 3137G0SE0 — 750,000 Exited $0.7M — — —
✕ JPMORGAN CHASE & CO 46647PCC8 — 892,000 Exited $0.7M — — —
✕ ENBRIDGE ENERGY PARTNERS 29250RAX4 — 634,000 Exited $0.7M — — —
✕ TRUIST FINANCIAL CORP 89832QAF6 — 692,000 Exited $0.6M — — —
✕ Freddie Mac - STACR 35564TBD1 — 600,000 Exited $0.6M — — —
✕ Fannie Mae 3136BCF21 — 2,890,915 Exited $0.5M — — —
✕ Ashford Hospitality Trust 04410CAA7 — 525,842 Exited $0.5M — — —
✕ Citigroup Inc 172967LW9 — 494,000 Exited $0.4M — — —
✕ ROYAL CARIBBEAN CRUISES 780153AZ5 — 391,000 Exited $0.4M — — —
✕ DEVON ENERGY CORPORATION 25179MAL7 — 457,000 Exited $0.4M — — —
✕ GS Mortgage Securities Trust 36197QAC3 — 405,721 Exited $0.4M — — —
✕ Government National Mortgage Association 21H0306B5 — 417,555 Exited $0.4M — — —
✕ COMM Mortgage Trust 12592PBH5 — 375,000 Exited $0.4M — — —
✕ CFCRE Commercial Mortgage Trust 12531YAU2 — 375,000 Exited $0.3M — — —
✕ VEDANTA RESOURCES 92243XAD3 — 377,000 Exited $0.3M — — —
✕ ALBERTSONS COS/SAFEWAY 013092AG6 — 373,000 Exited $0.3M — — —
✕ BROADCOM INC 11135FBQ3 — 411,000 Exited $0.3M — — —
✕ Freddie Mac 3137FVTE2 — 1,335,261 Exited $0.3M — — —
✕ Marathon Petroleum Corp 56585ABC5 — 255,000 Exited $0.3M — — —
✕ ARAB REPUBLIC OF EGYPT 03846JAB6 — 412,000 Exited $0.3M — — —
✕ DIAMONDBACK ENERGY INC 25278XAV1 — 220,000 Exited $0.2M — — —
✕ Citigroup Inc 172967GD7 — 206,000 Exited $0.2M — — —
✕ FIFTH THIRD BANCORP 316773DB3 — 205,000 Exited $0.2M — — —
✕ MERCADOLIBRE INC 58733RAE2 — 200,000 Exited $0.2M — — —
✕ Marathon Petroleum Corp 56585AAF9 — 161,000 Exited $0.2M — — —
✕ ENERGY TRANSFER LP 29279FAA7 — 156,000 Exited $0.1M — — —
✕ EQT CORP 26884LAQ2 — 137,000 Exited $0.1M — — —
✕ KLA CORP 482480AG5 — 123,000 Exited $0.1M — — —
✕ Conn Funding II, L.P 20825GAA3 — 99,371 Exited $0.1M — — —
✕ BROADCOM INC 11135FBP5 — 124,000 Exited $0.1M — — —
✕ WORKDAY INC 98138HAH4 — 77,000 Exited $0.1M — — —
✕ Upstart Securitization Trust 91680EAA3 — 808 Exited $0.0M — — —