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Short Duration Plus Portfolio

BERNSTEIN SANFORD C FUND INC

Assets: $299M Net: $295M Series: S000011053 EDGAR ↗
+34
New
-37
Exited
261
Positions
Period:
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# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 United States Treasury 91282CEX5 Dec 2022 62,073,400 — $60.6M -0.3% 20.51% DBT
2 United States Treasury 91282CFG1 Dec 2022 57,971,900 — $56.8M -0.3% 19.22% DBT
3 United States Treasury 91282CFX4 — 42,338,400 New $42.4M — 14.34% DBT
4 United States Treasury 91282CEK3 Dec 2022 12,088,000 -1,795,000 $11.7M -13.0% 3.98% DBT
5 United States Treasury 91282CFQ9 — 11,469,800 New $11.4M — 3.87% DBT
6 United States Treasury 91282CGA3 — 8,331,300 New $8.3M — 2.81% DBT
7 JAPAN TREASURY DISC BILL 000000000 Dec 2022 768,750,000 +768,740,666 $5.9M -280081.9% 1.98% STIV
8 United States Treasury 91282CFN6 — 5,740,700 New $5.7M — 1.93% DBT
9 United States Treasury 91282CCU3 Dec 2022 3,984,200 — $3.9M +0.7% 1.31% DBT
10 United States Treasury 91282CGD7 — 3,088,700 New $3.1M — 1.04% DBT
11 United States Treasury 91282CFU0 — 2,969,100 New $3.0M — 1.01% DBT
12 United States Treasury 91282CDV0 Dec 2022 2,480,700 — $2.4M +0.4% 0.81% DBT
13 FREDDIE MAC 3137EAEV7 Dec 2022 2,000,000 — $1.9M +0.6% 0.66% DBT
14 United States Treasury 91282CCW9 Dec 2022 1,749,200 — $1.6M +1.0% 0.52% DBT
15 Fannie Mae - CAS 20754LAA7 Dec 2022 1,051,904 -97,388 $1.0M -7.9% 0.35% ABS-MBS
16 DELTA AIR LINES/SKYMILES 830867AA5 Dec 2022 1,050,000 — $1.0M +0.3% 0.35% DBT
17 WEA FINANCE LLC/WESTFIEL 92890HAC6 Dec 2022 1,072,000 — $1.0M +0.4% 0.34% DBT
18 Freddie Mac - STACR 35564KL31 Dec 2022 947,081 -64,896 $950K -6.1% 0.32% ABS-MBS
19 Hyundai Capital America 44891CAK9 Dec 2022 1,010,000 — $903K +1.4% 0.31% DBT
20 AZURE ORBIT IV INTL FIN 000000000 Dec 2022 900,000 New $899K — 0.30% DBT
21 CPS Auto Trust 12663UAA4 — 881,530 New $882K — 0.30% ABS-O
22 Prestige Auto Receivables Trust 74113RAC3 — 848,000 New $848K — 0.29% ABS-O
23 BELLEMEADE RE LT 07876GAA8 Dec 2022 857,953 — $843K -1.8% 0.29% ABS-MBS
24 Fannie Mae 3135G0V34 Dec 2022 810,000 — $791K +0.0% 0.27% DBT
25 Hardee's Funding 411707AF9 Dec 2022 858,465 -2,241 $790K +0.3% 0.27% ABS-O
26 Westlake Automobile Receivables Trust 96043PAA9 — 783,537 New $783K — 0.27% ABS-O
27 Neuberger Berman CLO Ltd 64133WAA3 Dec 2022 799,055 — $780K +2.0% 0.26% ABS-CBDO
28 Avant Loans Funding Trust 05353LAA3 Dec 2022 811,000 — $772K +1.5% 0.26% ABS-O
29 VASA Trust 92230AAA4 Dec 2022 830,000 — $765K -3.1% 0.26% ABS-MBS
30 HSBC HOLDINGS PLC 404280DG1 Dec 2022 790,000 — $761K +2.8% 0.26% DBT
31 BFLD Trust 05554BAA2 Dec 2022 795,000 — $758K -1.1% 0.26% ABS-MBS
32 Freddie Mac - STACR 35564KB24 Dec 2022 746,076 -18,811 $750K -1.5% 0.25% ABS-MBS
33 FEDERAL HOME LOAN BANK 3130AJ7E3 Dec 2022 750,000 — $747K +0.5% 0.25% DBT
34 Fannie Mae - CAS 20755DAA4 Dec 2022 739,837 -31,906 $742K -3.4% 0.25% ABS-MBS
35 AREIT CRE Trust 04002VAA9 Dec 2022 774,334 -9,982 $739K -1.9% 0.25% ABS-MBS
36 Magnetite CLO Ltd 55954YAJ4 Dec 2022 739,474 — $721K +1.7% 0.24% ABS-CBDO
37 AIB GROUP PLC 00135TAC8 — 681,000 New $693K — 0.23% DBT
38 American Credit Acceptance Receivables Trust 02528GAA1 Dec 2022 695,104 -209,905 $690K -23.4% 0.23% ABS-O
39 Freddie Mac - STACR 35564KMA4 Dec 2022 698,544 -55,737 $686K -6.6% 0.23% ABS-MBS
40 AGL CLO Ltd. 00120BAA8 Dec 2022 685,658 — $668K +1.9% 0.23% ABS-CBDO
41 BELLEMEADE RE LT 07876MAB3 Dec 2022 684,390 — $668K -1.2% 0.23% ABS-MBS
42 Santander Consumer Auto Receivables Trust 80282YAG1 Dec 2022 727,000 — $657K -0.7% 0.22% ABS-O
43 BAT INTL FINANCE PLC 05530QAN0 Dec 2022 740,000 — $655K +2.5% 0.22% DBT
44 Westlake Automobile Receivables Trust 96042QAJ9 Dec 2022 657,000 — $641K +0.2% 0.22% ABS-O
45 Santander Bank Auto Credit-Linked Notes 80290CAX2 Dec 2022 634,230 -107,744 $632K -14.9% 0.21% ABS-O
46 Research-Driven Pagaya Motor Asset Trust I 76088TAA9 Dec 2022 636,482 -13,923 $620K -3.3% 0.21% ABS-O
47 CANADIAN NATL RESOURCES 136385AZ4 Dec 2022 663,000 — $617K +1.8% 0.21% DBT
48 Glencore Funding LLC 378272AH1 Dec 2022 623,000 — $615K -0.2% 0.21% DBT
49 BANCO BILBAO VIZCAYA ARG 05946KAK7 Dec 2022 600,000 — $599K +2.2% 0.20% DBT
50 Flagship Credit Auto Trust 33845XAC1 Dec 2022 615,000 — $588K +0.3% 0.20% ABS-O
51 STANDARD CHARTERED PLC 853254BY5 Dec 2022 621,000 — $585K +1.0% 0.20% DBT
52 Fannie Mae 31418MZ39 Dec 2022 572,091 -26,487 $578K -3.9% 0.20% ABS-MBS
53 OCP CLO Ltd 671078AN3 Dec 2022 590,000 — $577K +1.2% 0.20% ABS-CBDO
54 HSBC HOLDINGS PLC 404280DA4 Dec 2022 595,000 — $559K +1.6% 0.19% DBT
55 Brex Inc 05601DAA1 Dec 2022 555,000 — $549K +0.8% 0.19% ABS-O
56 CONTINENTAL RESOURCES 212015AU5 Dec 2022 618,000 — $536K +1.5% 0.18% DBT
57 KYNDRYL HOLDINGS INC 50155QAJ9 Dec 2022 641,000 — $530K +2.9% 0.18% DBT
58 Barclays Commercial Mortgage Securities LLC 05493BAA6 Dec 2022 546,000 — $527K -2.0% 0.18% ABS-MBS
59 LAD Auto Receivables Trust 501687AA5 Dec 2022 532,920 -71,056 $524K -12.1% 0.18% ABS-O
60 JPMORGAN CHASE & CO 46647PDG8 Dec 2022 533,000 — $520K +1.8% 0.18% DBT
61 Hertz Vehicle Financing LLC 42806MAJ8 Dec 2022 562,000 — $516K +0.7% 0.17% ABS-O
62 HARLEY-DAVIDSON FINL SER 41283LBA2 Dec 2022 577,000 +288,000 $516K +108.0% 0.17% DBT
63 HPEFS Equipment Trust 403951AA4 — 510,939 New $510K — 0.17% ABS-O
64 GSF 2021 1 ISSUER LLC 36261CAC5 Dec 2022 538,000 — $506K -0.2% 0.17% ABS-O
65 Citigroup Commercial Mortgage Trust 17321JAH7 Dec 2022 516,418 — $499K -1.2% 0.17% ABS-MBS
66 Freddie Mac - STACR 35564KTA7 Dec 2022 488,085 -29,791 $482K -6.4% 0.16% ABS-MBS
67 GS Mortgage Securities Trust 36191YAE8 Dec 2022 473,172 -21,526 $465K -5.6% 0.16% ABS-MBS
68 CPS Auto Trust 12656NAE1 Dec 2022 470,066 -164,934 $464K -25.6% 0.16% ABS-O
69 LCH Limited 000000000 Dec 2022 2,830,000 New $463K — 0.16% DIR
70 Fannie Mae - CAS 20754AAA1 Dec 2022 469,948 -49,453 $461K -9.2% 0.16% ABS-MBS
71 UBS-Barclays Commercial Mortgage Trust 90270YAL3 Dec 2022 505,184 — $460K +0.1% 0.16% ABS-MBS
72 Santander Bank Auto Credit-Linked Notes 80290CBF0 — 458,304 New $458K — 0.16% ABS-O
73 BELLEMEADE RE LT 078777AA7 Dec 2022 479,987 — $455K +0.8% 0.15% ABS-MBS
74 Freddie Mac - STACR 35564KYN3 Dec 2022 445,714 -24,494 $451K -4.1% 0.15% ABS-MBS
75 CREDIT SUISSE GROUP AG 225401AY4 Dec 2022 479,000 — $450K -2.9% 0.15% DBT
76 Dext ABS 23345CAA7 Dec 2022 469,210 -53,362 $449K -10.3% 0.15% ABS-O
77 GoldenTree Loan Management US CLO1, LTD 38138LAL2 Dec 2022 452,820 — $440K +2.3% 0.15% ABS-CBDO
78 HFX FUNDING ISSUER 40422GAE0 Dec 2022 470,000 — $436K +1.0% 0.15% ABS-MBS
79 Rad CLO Ltd 48661CAA0 Dec 2022 444,380 — $436K +1.5% 0.15% ABS-CBDO
80 FEDERAL HOME LOAN BANK 3130AFW94 Dec 2022 445,000 — $434K -0.0% 0.15% DBT
81 Freddie Mac - STACR 35564KNK1 Dec 2022 457,285 -16,759 $434K -3.9% 0.15% ABS-MBS
82 JPMORGAN CHASE & CO 46647PDM5 — 426,000 New $426K — 0.14% DBT
83 Exeter Automobile Receivables Trust 30166RAE7 Dec 2022 434,668 -105,332 $425K -19.7% 0.14% ABS-O
84 GCT Commercial Mortgage Trust 36167RAC7 Dec 2022 469,006 — $421K -6.5% 0.14% ABS-MBS
85 SANTANDER UK GROUP HLDGS 80281LAS4 — 407,000 New $413K — 0.14% DBT
86 NATWEST GROUP PLC 639057AG3 — 396,000 New $412K — 0.14% DBT
87 AMAZON.COM INC 023135CP9 — 412,000 New $411K — 0.14% DBT
88 BARCLAYS PLC 06738ECC7 — 396,000 New $411K — 0.14% DBT
89 PHILIP MORRIS INTL INC 718172CU1 — 407,000 New $409K — 0.14% DBT
90 Santander Drive Auto Receivables Trust 80286WAG1 Dec 2022 424,000 — $405K -0.7% 0.14% ABS-O
91 Santander Bank Auto Credit-Linked Notes 80290CAS3 Dec 2022 409,455 -63,560 $400K -13.9% 0.14% ABS-O
92 Freddie Mac - STACR 35564KKR9 Dec 2022 398,750 — $394K +0.7% 0.13% ABS-MBS
93 Fannie Mae - CAS 20754KAA9 Dec 2022 395,065 -53,242 $388K -11.6% 0.13% ABS-MBS
94 PARKER-HANNIFIN CORP 701094AQ7 Dec 2022 389,000 — $381K +0.0% 0.13% DBT
95 CPS Auto Trust 12656QAC8 Dec 2022 389,000 — $378K +1.1% 0.13% ABS-O
96 MVW Owner Trust 55400KAA3 Dec 2022 422,481 -27,854 $374K -5.3% 0.13% ABS-O
97 Freddie Mac - STACR 35564KRE1 Dec 2022 375,896 -27,101 $370K -6.6% 0.13% ABS-MBS
98 College Ave Student Loans 19424WAB3 Dec 2022 431,773 -13,867 $369K -3.1% 0.12% ABS-O
99 United Auto Credit Securitization Trust 90944KAA3 Dec 2022 366,954 -114,712 $365K -23.8% 0.12% ABS-O
100 CNH INDUSTRIAL CAP LLC 12592BAN4 Dec 2022 376,000 — $364K +0.5% 0.12% DBT
101 Freddie Mac - STACR 35564KH36 Dec 2022 363,377 -26,909 $364K -6.3% 0.12% ABS-MBS
102 LAS VEGAS SANDS CORP 517834AH0 Dec 2022 393,000 — $363K +2.8% 0.12% DBT
103 VORNADO REALTY LP 929043AK3 Dec 2022 426,000 — $361K +0.1% 0.12% DBT
104 VAR ENERGI ASA 92212WAD2 — 349,000 New $355K — 0.12% DBT
105 GSF 2021 1 ISSUER LLC 36261CAA9 Dec 2022 381,408 +317 $354K +0.4% 0.12% ABS-O
106 Fannie Mae - CAS 20754BAA9 Dec 2022 355,275 -35,640 $347K -9.2% 0.12% ABS-MBS
107 Citigroup Commercial Mortgage Trust 17320DAQ1 Dec 2022 350,000 — $347K +0.8% 0.12% ABS-MBS
108 Freddie Mac - STACR 35564KPU7 Dec 2022 355,724 -18,770 $347K -4.7% 0.12% ABS-MBS
109 Donlen Fleet Lease Funding 257812AF4 Dec 2022 371,000 — $346K +0.4% 0.12% ABS-O
110 WARNERMEDIA HOLDINGS INC 55903VAU7 Dec 2022 359,000 — $343K +1.2% 0.12% DBT
111 BANK OF IRELAND GROUP 06279JAC3 Dec 2022 343,000 — $342K +1.7% 0.12% DBT
112 DANSKE BANK A/S 23636ABD2 Dec 2022 353,000 — $341K +0.5% 0.12% DBT
113 Morgan Stanley Capital I Trust 61769GAJ6 Dec 2022 365,000 — $337K -2.5% 0.11% ABS-MBS
114 Marathon Oil Corp 565849AP1 Dec 2022 352,000 — $336K +2.2% 0.11% DBT
115 First Investors Auto Owner Trust 32059FAE9 Dec 2022 351,000 — $332K +0.7% 0.11% ABS-O
116 PROSUS NV 74365PAG3 Dec 2022 367,000 — $329K +7.2% 0.11% DBT
117 Nelnet Student Loan Trust 64035GAB5 Dec 2022 367,737 -25,012 $326K -6.9% 0.11% ABS-O
118 SOCIETE GENERALE 83368RBH4 Dec 2022 367,000 — $321K +3.6% 0.11% DBT
119 Freddie Mac - STACR 35564KWS4 Dec 2022 321,189 -18,656 $320K -4.9% 0.11% ABS-MBS
120 STANDARD CHARTERED PLC 853254CL2 — 307,000 New $317K — 0.11% DBT
121 NMEF Funding LLC 62890MAB0 — 306,000 New $306K — 0.10% ABS-O
122 Atalaya Equipment Leasing Fund I LP 046497AB9 Dec 2022 313,070 -102,608 $304K -24.7% 0.10% ABS-O
123 Dryden Senior Loan Fund 26253LAE2 Dec 2022 320,000 — $301K +2.9% 0.10% ABS-CBDO
124 Credit Suisse AG 22546DAA4 Dec 2022 302,000 — $292K -2.2% 0.10% DBT
125 JPMorgan Chase Bank, NA - CACLN 46591HBR0 Dec 2022 300,777 -62,175 $291K -17.1% 0.10% ABS-O
126 Fannie Mae 3136AKWD1 Dec 2022 295,385 -13,813 $287K -5.8% 0.10% ABS-MBS
127 AXIS Equipment Finance Receivables LLC 03236XAB3 Dec 2022 281,000 — $278K -0.5% 0.09% ABS-O
128 Port Authority of New York & New Jersey 73358W4V3 Dec 2022 280,000 — $275K +0.8% 0.09% DBT
129 PUBLIC SERVICE ENTERPRIS 744573AV8 — 266,000 New $274K — 0.09% DBT
130 NATIONWIDE BLDG SOCIETY 63861VAF4 Dec 2022 310,000 — $273K +2.3% 0.09% DBT
131 MORGAN STANLEY 61747YEK7 Dec 2022 303,000 — $269K +1.5% 0.09% DBT
132 DEUTSCHE BANK NY 25160PAJ6 Dec 2022 267,000 — $266K +2.4% 0.09% DBT
133 Cooperatieve Rabobank UA 21684AAF3 Dec 2022 282,000 — $266K +2.0% 0.09% DBT
134 MITSUBISHI UFJ FIN GRP 606822CH5 Dec 2022 267,000 — $264K +0.3% 0.09% DBT
135 AVIATION CAPITAL GROUP 05369AAK7 Dec 2022 298,000 — $260K +3.7% 0.09% DBT
136 BELLEMEADE RE LT 07876AAA1 Dec 2022 256,126 -24,949 $254K -8.4% 0.09% ABS-MBS
137 Freddie Mac 3137B4VN3 Dec 2022 258,654 -11,190 $253K -5.4% 0.09% ABS-MBS
138 Genworth Mortgage Insurance Corporation 89600HAA7 Dec 2022 249,356 -34,732 $248K -11.9% 0.08% ABS-MBS
139 Avis Budget Rental Car Funding AESOP LLC 05377REW0 Dec 2022 246,000 -246,000 $245K -49.9% 0.08% ABS-O
140 Exeter Automobile Receivables Trust 30166NAE6 Dec 2022 245,519 -119,662 $243K -32.7% 0.08% ABS-O
141 City of New York NY 64966QZX1 Dec 2022 265,000 — $241K +0.4% 0.08% DBT
142 ZOETIS INC 98978VAU7 — 230,000 New $235K — 0.08% DBT
143 DEUTSCHE BANK NY 251526BR9 Dec 2022 234,000 — $233K +0.2% 0.08% DBT
144 JPMorgan Chase Bank, NA - CACLN 48128U2M0 Dec 2022 243,960 -49,462 $233K -17.4% 0.08% ABS-O
145 Elevation CLO Ltd 28621YAE5 Dec 2022 250,000 — $228K +2.5% 0.08% ABS-CBDO
146 UBS GROUP AG 902613AM0 Dec 2022 233,000 — $227K +1.3% 0.08% DBT
147 Government National Mortgage Association 3620AC6T6 Dec 2022 224,995 -8,260 $226K -3.3% 0.08% ABS-MBS
148 Tobacco Settlement Finance Authority 88880LAV5 Dec 2022 247,736 -5,271 $222K -7.4% 0.08% DBT
149 AMERICAN TOWER CORP 03027XBV1 Dec 2022 235,000 — $220K +2.1% 0.07% DBT
150 Freddie Mac 3137APGN4 Dec 2022 229,649 -15,859 $217K -6.9% 0.07% ABS-MBS
151 Foursight Capital Automobile Receivables Trust 35105WAJ8 Dec 2022 229,000 — $217K -1.5% 0.07% ABS-O
152 TSMC ARIZONA CORP 872898AF8 Dec 2022 227,000 — $217K +0.3% 0.07% DBT
153 Carvana Auto Receivables Trust 14687DAC6 Dec 2022 235,501 -39,389 $217K -16.9% 0.07% ABS-O
154 Freddie Mac 3137B6VQ1 Dec 2022 221,555 -7,081 $216K -4.6% 0.07% ABS-MBS
155 Drive Auto Receivables Trust 262108AE3 Dec 2022 220,000 — $215K +1.0% 0.07% ABS-O
156 LAS VEGAS SANDS CORP 517834AG2 Dec 2022 227,000 — $215K +0.5% 0.07% DBT
157 Freddie Mac 31339UZQ6 Dec 2022 226,222 -1,612 $210K +1.1% 0.07% ABS-MBS
158 INTESA SANPAOLO SPA 46115HBU0 — 201,000 New $205K — 0.07% DBT
159 Freddie Mac 31339U5V8 Dec 2022 220,527 -1,126 $204K +1.4% 0.07% ABS-MBS
160 Osaka Exchange 000000000 Dec 2022 -9 New $197K — 0.07% DIR
161 SYNCHRONY FINANCIAL 87165BAS2 Dec 2022 199,000 -34,000 $194K -13.7% 0.07% DBT
162 Radnor Re LTD 75049SAB9 Dec 2022 191,559 — $189K +0.1% 0.06% ABS-MBS
163 BANCO SANTANDER SA 05964HAQ8 Dec 2022 200,000 — $185K +2.4% 0.06% DBT
164 Affirm Inc 00834DAB9 Dec 2022 198,000 — $183K +0.7% 0.06% ABS-O
165 Synchrony Financial 87165BAM5 Dec 2022 204,000 +37,000 $182K +25.1% 0.06% DBT
166 Fannie Mae - CAS 30711XAP9 Dec 2022 177,373 -8,661 $182K -5.3% 0.06% ABS-MBS
167 Neighborly Issuer LLC 64016NAA5 Dec 2022 222,665 -565 $178K -3.4% 0.06% ABS-O
168 Ford Credit Auto Owner Trust/Ford Credit 345340AC7 Dec 2022 202,000 — $177K +1.2% 0.06% ABS-O
169 DT Auto Owner Trust 23345EAE5 Dec 2022 185,000 — $176K -0.3% 0.06% ABS-O
170 CarMax Auto Owner Trust 14316NAF6 Dec 2022 190,000 — $172K +1.5% 0.06% ABS-O
171 Crossroads Asset Trust 22767CAC4 Dec 2022 172,000 — $168K +0.7% 0.06% ABS-O
172 COLONY MORTGAGE CAPITAL LTD 12564NAL6 Dec 2022 180,000 — $166K -0.8% 0.06% ABS-MBS
173 MORGAN STANLEY 61747YER2 Dec 2022 175,000 — $166K +1.5% 0.06% DBT
174 LSTAR Commercial Mortgage Trust 50219QAC8 Dec 2022 165,697 -5,490 $165K -2.6% 0.06% ABS-MBS
175 Freddie Mac 31346YAV5 Dec 2022 173,516 -9,699 $161K -3.5% 0.05% ABS-MBS
176 Freddie Mac - STACR 35564KHE2 Dec 2022 161,386 -11,389 $159K -5.5% 0.05% ABS-MBS
177 SANTANDER HOLDINGS USA 80282KBC9 Dec 2022 185,000 — $159K +3.3% 0.05% DBT
178 Fannie Mae 3136AEHA8 Dec 2022 163,615 -6,848 $159K -5.5% 0.05% ABS-MBS
179 Natixis Commercial Mortgage Securities 63875FAA4 Dec 2022 165,647 — $158K -2.8% 0.05% ABS-MBS
180 Upstart Securitization Trust 91679LAA0 Dec 2022 152,472 -58,924 $149K -27.0% 0.05% ABS-O
181 ACM Auto Trust 00091QAA0 Dec 2022 139,952 -194,094 $140K -58.1% 0.05% ABS-O
182 Fannie Mae - CAS 20754DAA5 Dec 2022 140,869 -11,025 $140K -6.5% 0.05% ABS-MBS
183 Mission Lane Credit Card Master Trust 60510MAA6 Dec 2022 142,000 — $138K +0.4% 0.05% ABS-O
184 Freddie Mac 31346YA29 Dec 2022 129,642 -8,421 $120K -4.4% 0.04% ABS-MBS
185 Banc of America Merrill Lynch Large Loan Inc 05525BAL4 Dec 2022 185,000 — $115K -26.6% 0.04% ABS-MBS
186 Voya CLO Ltd 92917NAS7 Dec 2022 130,000 — $113K +1.5% 0.04% ABS-CBDO
187 New Jersey Turnpike Authority 646140DP5 Dec 2022 125,000 — $112K +1.3% 0.04% DBT
188 JPMorgan Chase Bank, NA - CACLN 46591HAP5 Dec 2022 111,114 -47,752 $110K -29.9% 0.04% ABS-O
189 Ashford Hospitality Trust 04410CAA7 Dec 2022 113,307 — $109K -0.6% 0.04% ABS-MBS
190 Nelnet Student Loan Trust 64034YAB7 Dec 2022 119,375 -6,167 $108K -5.3% 0.04% ABS-O
191 Affirm Inc 00834CAA3 Dec 2022 94,321 -25,066 $92K -20.8% 0.03% ABS-O
192 CAJUN GLOBAL LLC 12803VAA3 Dec 2022 101,455 -386 $86K -0.8% 0.03% ABS-O
193 United States Treasury 91282CAZ4 Dec 2022 95,500 — $86K +1.0% 0.03% DBT
194 AVIATION CAPITAL GROUP 05369AAL5 Dec 2022 99,000 — $84K +4.3% 0.03% DBT
195 UBS AG 000000000 Dec 2022 1 New $75K — 0.03% DFE
196 Freddie Mac - STACR 3137G0EW5 Dec 2022 72,917 -11,537 $74K -13.6% 0.02% ABS-MBS
197 Fannie Mae - CAS 20754RAA4 Dec 2022 73,226 -19,876 $73K -21.3% 0.02% ABS-MBS
198 PMT CREDIT RISK TRANSFER TRUST 69345WAA6 Dec 2022 67,755 -2,757 $65K -4.2% 0.02% ABS-MBS
199 AVIATION CAPITAL GROUP 05369AAH4 Dec 2022 65,000 — $64K +1.4% 0.02% DBT
200 Chicago Board of Trade 000000000 Dec 2022 -220 New $61K — 0.02% DIR
201 JPMorgan Chase Bank, NA - CACLN 46591HAY6 Dec 2022 58,704 -17,325 $57K -22.6% 0.02% ABS-O
202 Chase Mortgage Finance Corporation 46591HAC4 Dec 2022 51,766 -2,355 $50K -6.3% 0.02% ABS-MBS
203 Morgan Stanley Capital I Trust 61760RAJ1 Dec 2022 39,988 -4,552 $39K -10.4% 0.01% ABS-MBS
204 Fannie Mae - CAS 30711XAT1 Dec 2022 35,145 -3,119 $36K -8.4% 0.01% ABS-MBS
205 BELLEMEADE RE LT 07877GAB5 Dec 2022 33,823 -30,665 $34K -47.5% 0.01% ABS-MBS
206 Radnor Re LTD 750493AA6 Dec 2022 33,068 -59,968 $33K -64.4% 0.01% ABS-MBS
207 Government National Mortgage Association 36225BUB2 Dec 2022 28,447 -1,680 $30K -5.8% 0.01% ABS-MBS
208 Chicago Board of Trade 000000000 Dec 2022 246 New $29K — 0.01% DIR
209 Radnor Re LTD 75049TAB7 Dec 2022 23,874 -23,432 $24K -49.5% 0.01% ABS-MBS
210 PMT Credit Risk Transfer Trust 69349MAA4 Dec 2022 22,023 -1,191 $21K -5.7% 0.01% ABS-MBS
211 Freddie Mac 31294ME80 Dec 2022 17,481 -6,911 $18K -28.7% 0.01% ABS-MBS
212 BELLEMEADE RE LT 07876RAB2 Dec 2022 16,719 -46,738 $17K -73.6% 0.01% ABS-MBS
213 GSF 2021 1 ISSUER LLC 36261CAE1 Dec 2022 18,000 — $16K -1.6% 0.01% ABS-O
214 Fannie Mae - CAS 30711XAX2 Dec 2022 9,969 -680 $10K -7.3% 0.00% ABS-MBS
215 Freddie Mac 3128MC6J9 Dec 2022 8,748 -3,814 $9K -30.6% 0.00% ABS-MBS
216 Upstart Securitization Trust 91681NAA2 Dec 2022 6,939 -21,457 $7K -75.5% 0.00% ABS-O
217 Wells Fargo Commercial Mortgage Trust 94989HAF7 Dec 2022 6,004 — $6K -0.1% 0.00% ABS-MBS
218 Chicago Board of Trade 000000000 Dec 2022 -1 New $4K — 0.00% DIR
219 Fannie Mae 31412CFA3 Dec 2022 503 -8 $508 -2.9% 0.00% ABS-MBS
220 Government National Mortgage Association 38373MWF3 Dec 2022 255,669 -3,106 $497 -1.2% 0.00% ABS-MBS
221 Conn Funding II, L.P 20825GAA3 Dec 2022 467 -105,418 $465 -99.6% 0.00% ABS-O
222 Chicago Board of Trade 000000000 Dec 2022 6 New $-4782 — -0.00% DIR
223 Intercontinental Exchange, Inc. 000000000 Dec 2022 2,770,000 New $-20436 — -0.01% DCR
224 Citibank N.A. 000000000 Dec 2022 1 New $-409147 — -0.14% DFE
✕ United States Treasury 9128285D8 — 65,215,000 Exited $64.4M — — —
✕ United States Treasury 91282CER8 — 19,339,000 Exited $18.8M — — —
✕ United States Treasury 912796P94 — 10,344,700 Exited $10.3M — — —
✕ United States Treasury 91282CEA5 — 7,196,100 Exited $6.9M — — —
✕ United States Treasury 912796YK9 — 6,984,100 Exited $6.9M — — —
✕ United States Treasury 91282CEW7 — 2,025,000 Exited $2.0M — — —
✕ United States Treasury 91282CFH9 — 1,533,600 Exited $1.5M — — —
✕ AutoNation Inc 05329WAM4 — 950,000 Exited $0.9M — — —
✕ BANK OF AMERICA CORP 06051GJS9 — 790,000 Exited $0.7M — — —
✕ Oracle Corp 68389XBM6 — 740,000 Exited $0.7M — — —
✕ Rad CLO Ltd 48661TAJ4 — 614,483 Exited $0.6M — — —
✕ Simon Property Group LP 828807DE4 — 653,000 Exited $0.6M — — —
✕ WALT DISNEY COMPANY/THE 254687FN1 — 561,000 Exited $0.5M — — —
✕ AERCAP IRELAND CAP/GLOBA 00774MAV7 — 595,000 Exited $0.5M — — —
✕ CITIGROUP INC 172967NQ0 — 488,000 Exited $0.5M — — —
✕ BANK OF AMERICA CORP 06051GKP3 — 466,000 Exited $0.4M — — —
✕ CAPITAL ONE FINANCIAL CO 14040HCM5 — 456,000 Exited $0.4M — — —
✕ BNP PARIBAS 09659W2T0 — 490,000 Exited $0.4M — — —
✕ Affirm Inc 00833MAA2 — 339,083 Exited $0.3M — — —
✕ CITIGROUP INC 172967MQ1 — 346,000 Exited $0.3M — — —
✕ ING GROEP NV 456837BB8 — 355,000 Exited $0.3M — — —
✕ FED CAISSES DESJARDINS 31429KAG8 — 333,000 Exited $0.3M — — —
✕ CHARLES SCHWAB CORP 808513BY0 — 346,000 Exited $0.3M — — —
✕ BARCLAYS PLC 06738EBZ7 — 319,000 Exited $0.3M — — —
✕ HP INC 40434LAM7 — 316,000 Exited $0.3M — — —
✕ SOUTHWEST AIRLINES CO 844741BJ6 — 279,000 Exited $0.3M — — —
✕ WORKDAY INC 98138HAG6 — 235,000 Exited $0.2M — — —
✕ GOLDMAN SACHS GROUP INC 38148LAE6 — 222,000 Exited $0.2M — — —
✕ GOLDMAN SACHS GROUP INC 38141GZK3 — 239,000 Exited $0.2M — — —
✕ HARLEY-DAVIDSON FINL SER 41283LAY1 — 202,000 Exited $0.2M — — —
✕ Flagship Credit Auto Trust 33845FAC0 — 184,306 Exited $0.2M — — —
✕ SANTANDER HOLDINGS USA 80282KBD7 — 183,000 Exited $0.2M — — —
✕ EXPEDIA GROUP INC 30212PBK0 — 168,000 Exited $0.2M — — —
✕ CAPITAL ONE FINANCIAL CO 14040HCS2 — 165,000 Exited $0.2M — — —
✕ MORGAN STANLEY 61747YET8 — 153,000 Exited $0.1M — — —
✕ Upstart Securitization Trust 91680EAA3 — 22,555 Exited $0.0M — — —
✕ Eagle Re Ltd 26982LAA8 — 3,846 Exited $0.0M — — —