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Intermediate Duration Portfolio

BERNSTEIN SANFORD C FUND INC

Assets: $3.3B Net: $3.1B Series: S000011057 EDGAR ↗
+96
New
-57
Exited
700
Positions
Period:
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# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 United States Treasury 912828R36 Dec 2022 236,707,800 — $218.1M +0.8% 7.05% DBT
2 United States Treasury 91282CFX4 — 215,373,700 New $215.5M — 6.96% DBT
3 United States Treasury 91282CFZ9 — 159,618,100 New $159.0M — 5.14% DBT
4 United States Treasury 91282CBN0 Dec 2022 81,022,900 +24,844,900 $80.5M +45.4% 2.60% DBT
5 United States Treasury 91282CCS8 Dec 2022 76,218,800 -9,413,100 $62.1M -10.3% 2.01% DBT
6 UMBS, TBA 01F022618 — 73,165,000 New $62.0M — 2.00% ABS-MBS
7 United States Treasury 912810TA6 Dec 2022 73,211,200 — $50.5M +0.9% 1.63% DBT
8 United States Treasury 912810QD3 Dec 2022 47,210,000 — $49.5M -0.6% 1.60% DBT
9 United States Treasury 912810TL2 — 46,774,000 New $47.3M — 1.53% DBT
10 UMBS, TBA 01F020612 — 54,968,000 New $44.9M — 1.45% ABS-MBS
11 United States Treasury 91282CDK4 Dec 2022 48,088,400 — $43.2M +0.9% 1.40% DBT
12 United States Treasury 912810SU3 Dec 2022 61,990,500 — $39.8M -3.1% 1.28% DBT
13 Government National Mortgage Association 21H042612 — 32,691,000 New $31.7M — 1.03% ABS-MBS
14 United States Treasury 912796YM5 — 31,335,000 New $31.0M — 1.00% STIV
15 United States Treasury 9128286B1 Dec 2022 30,853,200 — $28.6M +0.5% 0.92% DBT
16 United States Treasury 912810SZ2 Dec 2022 36,370,500 — $24.0M -3.2% 0.78% DBT
17 Fannie Mae 3140M2LW0 Dec 2022 26,469,532 -355,828 $23.4M -0.1% 0.76% ABS-MBS
18 United States Treasury 912810SD1 Dec 2022 28,273,800 — $23.4M -2.3% 0.76% DBT
19 Fannie Mae 3140QLGX8 Dec 2022 27,722,836 -410,005 $22.7M -0.5% 0.73% ABS-MBS
20 United States Treasury 912810SF6 Dec 2022 26,971,300 — $22.4M -2.8% 0.72% DBT
21 Freddie Mac 3133KNWY5 Dec 2022 26,675,313 -464,903 $21.9M -0.8% 0.71% ABS-MBS
22 United States Treasury 91282CFM8 — 20,691,800 New $20.8M — 0.67% DBT
23 United States Treasury 91282CFB2 Dec 2022 20,566,400 -22,839,600 $19.5M -52.4% 0.63% DBT
24 UMBS, TBA 01F040610 — 20,527,528 New $19.3M — 0.62% ABS-MBS
25 United States Treasury 912810RM2 Dec 2022 23,139,000 — $19.2M -0.7% 0.62% DBT
26 Fannie Mae 3140M2QB1 Dec 2022 20,819,893 -113,750 $18.4M +0.6% 0.60% ABS-MBS
27 United States Treasury 912810RS9 Dec 2022 23,956,000 — $18.0M -0.9% 0.58% DBT
28 United States Treasury 912810TK4 Dec 2022 19,568,600 +14,845,700 $17.6M +311.5% 0.57% DBT
29 Fannie Mae 3140XGCD9 Dec 2022 19,285,057 -423,488 $16.4M -1.2% 0.53% ABS-MBS
30 United States Treasury 91282CCZ2 Dec 2022 17,403,400 — $15.5M +1.0% 0.50% DBT
31 Freddie Mac 3133B6UF5 Dec 2022 17,377,677 -211,900 $15.4M -0.0% 0.50% ABS-MBS
32 UMBS, TBA 01F030611 — 17,133,170 New $15.1M — 0.49% ABS-MBS
33 United States Treasury 91282CFH9 Dec 2022 14,336,100 — $13.8M +0.4% 0.45% DBT
34 United States Treasury 912810TM0 — 13,337,500 New $13.1M — 0.42% DBT
35 Government National Mortgage Association 21H040616 — 13,579,513 New $12.9M — 0.42% ABS-MBS
36 AIB GROUP PLC 00135TAC8 — 12,422,000 New $12.6M — 0.41% DBT
37 Freddie Mac 3133B93N2 Dec 2022 14,683,370 -86,475 $12.5M +0.5% 0.40% ABS-MBS
38 Fannie Mae 3140QN6A5 Dec 2022 14,420,406 -324,625 $12.3M -1.1% 0.40% ABS-MBS
39 AREIT CRE Trust 04002VAA9 Dec 2022 12,273,359 -158,210 $11.7M -1.9% 0.38% ABS-MBS
40 Fannie Mae 3138MFS99 Dec 2022 12,187,324 -374,196 $11.4M -1.6% 0.37% ABS-MBS
41 BFLD Trust 05554BAA2 Dec 2022 11,683,000 — $11.1M -1.1% 0.36% ABS-MBS
42 Regatta XX Funding Ltd 75884YAA6 Dec 2022 11,083,780 — $10.8M +2.6% 0.35% ABS-CBDO
43 State of California 13063BFR8 Dec 2022 8,520,000 — $10.8M +1.8% 0.35% DBT
44 Freddie Mac - STACR 35564KYP8 Dec 2022 9,988,744 — $10.4M +4.3% 0.34% ABS-MBS
45 United States Treasury 912810TH1 Dec 2022 11,592,800 — $10.2M -0.5% 0.33% DBT
46 United States Treasury 912828YS3 Dec 2022 11,550,000 — $10.1M +0.6% 0.33% DBT
47 Banc of America Merrill Lynch Large Loan Inc 054966AA4 Dec 2022 10,570,000 — $10.0M +0.0% 0.32% ABS-MBS
48 Fannie Mae 3140QN6B3 Dec 2022 11,582,389 -84,483 $9.9M +0.4% 0.32% ABS-MBS
49 Fannie Mae 3140MA4G6 Dec 2022 11,415,192 -291,614 $9.7M -1.4% 0.31% ABS-MBS
50 United States Treasury 912810RD2 Dec 2022 10,205,000 — $9.6M -0.8% 0.31% DBT
51 United States Treasury 912828Z94 Dec 2022 11,115,000 — $9.5M +0.6% 0.31% DBT
52 Marathon Petroleum Corp 56585ABC5 Dec 2022 9,518,000 — $9.5M +1.2% 0.31% DBT
53 JPMORGAN CHASE & CO 46647PDM5 — 9,460,000 New $9.5M — 0.31% DBT
54 MPLX LP 55336VAL4 Dec 2022 10,984,000 — $9.3M +3.2% 0.30% DBT
55 Freddie Mac - STACR 35564KKY4 Dec 2022 9,778,483 — $9.3M +4.7% 0.30% ABS-MBS
56 BAT CAPITAL CORP 05526DBR5 Dec 2022 11,104,000 — $9.2M +4.5% 0.30% DBT
57 WEIBO CORP 948596AE1 Dec 2022 11,908,000 — $9.1M +3.4% 0.29% DBT
58 Freddie Mac - STACR 35564KMH9 Dec 2022 9,563,499 — $9.0M +4.8% 0.29% ABS-MBS
59 United States Treasury 912810RT7 Dec 2022 12,530,000 — $8.9M -1.0% 0.29% DBT
60 Fannie Mae - CAS 20754LAB5 Dec 2022 9,352,358 — $8.9M +4.3% 0.29% ABS-MBS
61 GSF 2021 1 ISSUER LLC 36261CAC5 Dec 2022 9,371,000 — $8.8M -0.2% 0.28% ABS-O
62 United States Treasury 912810TF5 Dec 2022 11,433,100 — $8.8M +0.3% 0.28% DBT
63 Freddie Mac - STACR 35564KL31 Dec 2022 8,757,737 -600,103 $8.8M -6.1% 0.28% ABS-MBS
64 Fannie Mae - CAS 20754MBZ9 Dec 2022 8,680,150 -530,610 $8.8M -4.9% 0.28% ABS-MBS
65 FISERV INC 337738AU2 Dec 2022 9,632,000 — $8.7M +3.4% 0.28% DBT
66 MICRON TECHNOLOGY INC 595112BV4 — 8,375,000 New $8.5M — 0.28% DBT
67 SOCIETE GENERALE 83368RBH4 Dec 2022 9,487,000 — $8.3M +3.6% 0.27% DBT
68 MT LOGAN RE LTD 000000000 Dec 2022 9,249 -89,840 $8.3M -37297.9% 0.27% EC
69 BARCLAYS PLC 06738ECD5 — 7,866,000 New $8.2M — 0.26% DBT
70 Fannie Mae 3140MA4D3 Dec 2022 9,392,708 -63,610 $8.0M +0.4% 0.26% ABS-MBS
71 KYNDRYL HOLDINGS INC 50155QAJ9 Dec 2022 9,627,000 — $8.0M +2.9% 0.26% DBT
72 BP CAP MARKETS AMERICA 10373QBP4 Dec 2022 12,047,000 — $8.0M +4.0% 0.26% DBT
73 OCP CLO Ltd 671078AN3 Dec 2022 8,088,000 — $7.9M +1.2% 0.26% ABS-CBDO
74 HP INC 40434LAN5 Dec 2022 8,393,000 — $7.9M +6.1% 0.26% DBT
75 ROSS STORES INC 778296AC7 Dec 2022 7,988,000 — $7.9M +0.8% 0.25% DBT
76 JPMORGAN CHASE & CO 46647PCC8 Dec 2022 9,618,000 — $7.7M +3.4% 0.25% DBT
77 Freddie Mac 3132DNA94 Dec 2022 8,927,920 -133,718 $7.6M -0.2% 0.25% ABS-MBS
78 ADVANCE AUTO PARTS 00751YAE6 Dec 2022 8,625,000 — $7.6M +2.1% 0.24% DBT
79 Fannie Mae 3140QMZC1 Dec 2022 8,857,232 -180,434 $7.6M -0.9% 0.24% ABS-MBS
80 NISSAN MOTOR CO 654744AC5 Dec 2022 8,330,000 — $7.5M +5.2% 0.24% DBT
81 Barclays Commercial Mortgage Securities LLC 05493BAA6 Dec 2022 7,708,000 — $7.4M -2.0% 0.24% ABS-MBS
82 Brex Inc 05601DAC7 Dec 2022 7,665,000 — $7.4M -0.0% 0.24% ABS-O
83 LAS VEGAS SANDS CORP 517834AF4 Dec 2022 8,755,000 — $7.4M +2.2% 0.24% DBT
84 BELLEMEADE RE LT 07876AAB9 Dec 2022 7,663,972 — $7.4M -0.6% 0.24% ABS-MBS
85 BELLEMEADE RE LT 07876GAA8 Dec 2022 7,386,757 — $7.3M -1.8% 0.23% ABS-MBS
86 Freddie Mac 3133B93R3 Dec 2022 8,514,691 -153,312 $7.3M -0.7% 0.23% ABS-MBS
87 Pikes Peak CLO 72133CAA0 Dec 2022 7,300,000 — $7.1M +2.1% 0.23% ABS-CBDO
88 Fannie Mae 3138WPG65 Dec 2022 7,553,466 -279,496 $7.1M -2.1% 0.23% ABS-MBS
89 Fannie Mae - CAS 20754BAA9 Dec 2022 7,103,909 -712,636 $6.9M -9.2% 0.22% ABS-MBS
90 Freddie Mac - STACR 35564KRF8 Dec 2022 7,072,300 — $6.9M +4.7% 0.22% ABS-MBS
91 AIRCASTLE LTD 00928QAU5 Dec 2022 8,390,000 — $6.9M +6.8% 0.22% DBT
92 BELLEMEADE RE LT 078777AA7 Dec 2022 7,199,161 — $6.8M +0.8% 0.22% ABS-MBS
93 DOMINICAN REPUBLIC 25714PEF1 Dec 2022 8,182,000 — $6.8M +10.8% 0.22% DBT
94 Neuberger Berman CLO Ltd 64134AAA0 Dec 2022 6,910,400 — $6.8M +2.0% 0.22% ABS-CBDO
95 JPMORGAN CHASE & CO 46647PDG8 Dec 2022 6,901,000 — $6.7M +1.8% 0.22% DBT
96 AB Issuer LLC 00091JAA6 Dec 2022 8,404,490 — $6.7M -2.8% 0.22% ABS-O
97 Fannie Mae - CAS 20755DAA4 Dec 2022 6,588,440 -284,128 $6.6M -3.4% 0.21% ABS-MBS
98 Avis Budget Rental Car Funding AESOP LLC 05377RDC5 Dec 2022 6,700,000 — $6.6M +0.1% 0.21% ABS-O
99 CELANESE US HOLDINGS LLC 15089QAR5 Dec 2022 6,569,000 — $6.6M +1.3% 0.21% DBT
100 CHARLES SCHWAB CORP 808513BK0 Dec 2022 7,570,000 — $6.6M +5.2% 0.21% DBT
101 BANK OF AMERICA CORP 06051GKP3 Dec 2022 6,858,000 — $6.6M +2.0% 0.21% DBT
102 Oaktown Re Ltd 67389JAA6 Dec 2022 6,766,981 — $6.5M -1.7% 0.21% ABS-MBS
103 Fannie Mae - CAS 20754NAB1 Dec 2022 6,443,652 -374,844 $6.5M -4.2% 0.21% ABS-MBS
104 SANTANDER UK GROUP HLDGS 80281LAS4 — 6,432,000 New $6.5M — 0.21% DBT
105 United States Treasury 912810TC2 Dec 2022 9,057,400 -17,058,100 $6.5M -65.1% 0.21% DBT
106 Fannie Mae - CAS 20753XAB0 Dec 2022 6,435,377 — $6.5M +6.6% 0.21% ABS-MBS
107 MIZUHO FINANCIAL GROUP 60687YCL1 Dec 2022 6,462,000 — $6.5M +2.2% 0.21% DBT
108 Fannie Mae 3138X6P58 Dec 2022 6,659,073 -178,761 $6.4M -0.6% 0.21% ABS-MBS
109 FED CAISSES DESJARDINS 31429KAH6 Dec 2022 6,672,000 — $6.4M +1.6% 0.21% DBT
110 Diamond Issuer LLC 25267TAN1 Dec 2022 7,710,557 — $6.4M -1.9% 0.21% ABS-O
111 HFX FUNDING ISSUER 40422GAE0 Dec 2022 6,860,000 — $6.4M +1.0% 0.21% ABS-MBS
112 Balboa Bay Loan Funding Ltd 05765XAA9 Dec 2022 6,496,150 — $6.3M +1.8% 0.20% ABS-CBDO
113 HARLEY-DAVIDSON FINL SER 41283LBA2 Dec 2022 7,064,000 +3,206,000 $6.3M +90.7% 0.20% DBT
114 GoldenTree Loan Management US CLO1, LTD 38138LAL2 Dec 2022 6,462,538 — $6.3M +2.3% 0.20% ABS-CBDO
115 ALTRIA GROUP INC 02209SBJ1 Dec 2022 7,300,000 — $6.2M +5.2% 0.20% DBT
116 PUBLIC SERVICE ENTERPRIS 744573AV8 — 6,033,000 New $6.2M — 0.20% DBT
117 Research-Driven Pagaya Motor Asset Trust I 76088TAA9 Dec 2022 6,365,746 -139,246 $6.2M -3.3% 0.20% ABS-O
118 CITIZENS FINANCIAL GROUP 174610AK1 Dec 2022 6,381,000 -4,200,000 $6.2M -39.1% 0.20% DBT
119 TRUIST FINANCIAL CORP 89832QAF6 Dec 2022 6,656,000 — $6.2M +3.5% 0.20% DBT
120 CREDIT SUISSE GROUP AG 225401AU2 Dec 2022 8,899,000 — $6.2M -1.2% 0.20% DBT
121 BX Trust 05608BAN0 Dec 2022 6,595,459 — $6.2M -0.9% 0.20% ABS-MBS
122 ENBRIDGE ENERGY PARTNERS 29250RAX4 Dec 2022 5,440,000 -1,528,000 $6.1M -19.3% 0.20% DBT
123 BROADCOM INC 11135FBQ3 Dec 2022 8,430,000 — $6.1M +5.4% 0.20% DBT
124 Fannie Mae 3138WJGA0 Dec 2022 6,497,811 -301,624 $6.1M -2.4% 0.20% ABS-MBS
125 FEDERAL HOME LOAN BANK 3130AFW94 Dec 2022 6,170,000 — $6.0M -0.0% 0.19% DBT
126 Intesa Sanpaolo SpA 46115HAT4 Dec 2022 6,204,000 — $6.0M +3.4% 0.19% DBT
127 IBM CORP 459200KV2 Dec 2022 6,550,000 — $6.0M +4.3% 0.19% DBT
128 Fannie Mae 3140QB4P0 Dec 2022 6,445,632 -194,915 $6.0M -1.1% 0.19% ABS-MBS
129 State Board of Administration Finance Corp 341271AE4 Dec 2022 6,821,000 — $5.9M +1.8% 0.19% DBT
130 INTEL CORP 458140CC2 Dec 2022 6,717,000 — $5.9M +1.6% 0.19% DBT
131 Suncor Energy Inc 71644EAJ1 Dec 2022 5,543,000 — $5.8M +3.7% 0.19% DBT
132 HSBC Holdings PLC 404280AT6 Dec 2022 5,954,000 -3,715,000 $5.8M -33.4% 0.19% DBT
133 Elmwood CLO IX Ltd 29003UAA7 Dec 2022 5,900,000 — $5.8M +2.0% 0.19% ABS-CBDO
134 VORNADO REALTY LP 929043AL1 Dec 2022 7,733,000 — $5.7M -2.9% 0.19% DBT
135 CREDIT SUISSE GROUP AG 225401AY4 Dec 2022 6,080,000 — $5.7M -2.9% 0.18% DBT
136 Freddie Mac 3133KGSG4 Dec 2022 6,149,534 -149,522 $5.7M -0.6% 0.18% ABS-MBS
137 Santander Bank Auto Credit-Linked Notes 80290CBF0 — 5,704,182 New $5.7M — 0.18% ABS-O
138 MetLife Capital Trust IV 591560AA5 Dec 2022 5,200,000 — $5.6M +1.1% 0.18% DBT
139 Freddie Mac - STACR 35564KWT2 Dec 2022 5,584,684 — $5.6M +5.8% 0.18% ABS-MBS
140 UNICREDIT SPA 904678AU3 Dec 2022 6,253,000 — $5.5M +3.3% 0.18% DBT
141 Santander Bank Auto Credit-Linked Notes 80290CAS3 Dec 2022 5,596,538 -868,755 $5.5M -13.9% 0.18% ABS-O
142 BANCO DE CREDITO DEL PER 05971U2C0 Dec 2022 5,996,000 — $5.5M +3.8% 0.18% DBT
143 Freddie Mac - STACR 35564KNS4 Dec 2022 6,126,372 — $5.4M +3.8% 0.17% ABS-MBS
144 COMISION FEDERAL DE ELEC 200447AH3 Dec 2022 6,919,000 — $5.4M +8.3% 0.17% DBT
145 HONEYWELL INTERNATIONAL 000000000 Dec 2022 5,113,000 New $5.4M — 0.17% DBT
146 University of California 91412HKE2 Dec 2022 7,960,000 — $5.3M +0.3% 0.17% DBT
147 LAD Auto Receivables Trust 501687AA5 Dec 2022 5,385,043 -718,002 $5.3M -12.1% 0.17% ABS-O
148 Rockford Tower CLO Ltd 77341LAA7 Dec 2022 5,448,735 — $5.3M +2.2% 0.17% ABS-CBDO
149 ZOETIS INC 98978VAU7 — 5,180,000 New $5.3M — 0.17% DBT
150 CDBL FUNDING 1 000000000 Dec 2022 5,770,000 New $5.3M — 0.17% DBT
151 Morgan Stanley 61744YAP3 Dec 2022 5,695,000 — $5.2M +1.6% 0.17% DBT
152 Fannie Mae 3136BCF21 Dec 2022 27,903,406 -982,588 $5.2M -4.6% 0.17% ABS-MBS
153 CPS Auto Trust 12659WAE8 Dec 2022 5,564,000 — $5.2M +0.8% 0.17% ABS-O
154 VAR ENERGI ASA 92212WAD2 — 5,044,000 New $5.1M — 0.17% DBT
155 United States Treasury 912810RG5 Dec 2022 5,709,500 — $5.1M -0.6% 0.16% DBT
156 DANSKE BANK A/S 23636ABC4 Dec 2022 5,462,000 — $5.0M +3.2% 0.16% DBT
157 COLONY MORTGAGE CAPITAL LTD 12564NAL6 Dec 2022 5,360,000 — $5.0M -0.8% 0.16% ABS-MBS
158 Citigroup Inc 172967LW9 Dec 2022 5,373,000 — $5.0M +1.8% 0.16% DBT
159 Ford Credit Auto Owner Trust/Ford Credit 345340AD5 Dec 2022 5,650,000 — $4.9M +0.9% 0.16% ABS-O
160 ENTEGRIS ESCROW CORP 29365BAA1 Dec 2022 5,311,000 — $4.9M +3.1% 0.16% DBT
161 Upstart Securitization Trust 91679LAB8 Dec 2022 5,220,000 — $4.9M +1.0% 0.16% ABS-O
162 Fannie Mae - CAS 20754DAB3 Dec 2022 5,000,855 — $4.8M +4.9% 0.16% ABS-MBS
163 DEUTSCHE BANK NY 25160PAJ6 Dec 2022 4,828,000 — $4.8M +2.4% 0.16% DBT
164 Freddie Mac 3133A1B92 Dec 2022 5,133,796 -109,354 $4.8M -0.3% 0.15% ABS-MBS
165 EMBRAER NETHERLANDS FINA 29082HAB8 Dec 2022 4,960,000 — $4.8M +5.1% 0.15% DBT
166 LOWE'S COS INC 548661EN3 Dec 2022 4,887,000 — $4.7M +4.9% 0.15% DBT
167 Freddie Mac - STACR 35564KPV5 Dec 2022 4,940,131 — $4.7M +4.6% 0.15% ABS-MBS
168 ORACLE CORP 68389XCE3 Dec 2022 5,648,000 — $4.7M +5.3% 0.15% DBT
169 VAR ENERGI ASA 92212WAE0 — 4,495,000 New $4.6M — 0.15% DBT
170 PHILIP MORRIS INTL INC 718172CU1 — 4,607,000 New $4.6M — 0.15% DBT
171 CPS Auto Trust 12598CAG1 Dec 2022 5,050,000 — $4.6M +1.3% 0.15% ABS-O
172 SWISS RE FINANCE LUX 000000000 Dec 2022 5,000,000 New $4.6M — 0.15% DBT
173 ONEOK Inc 682680AS2 Dec 2022 4,900,000 — $4.6M +2.5% 0.15% DBT
174 DEVON ENERGY CORPORATION 25179MAL7 Dec 2022 4,914,000 — $4.6M +4.1% 0.15% DBT
175 CARNIVAL CORP 143658BQ4 Dec 2022 5,633,000 — $4.6M +0.9% 0.15% DBT
176 Freddie Mac 31335AY51 Dec 2022 4,732,360 -107,584 $4.6M -2.0% 0.15% ABS-MBS
177 Fannie Mae 3140JXTG3 Dec 2022 4,934,381 -131,394 $4.6M -0.8% 0.15% ABS-MBS
178 United States Treasury 912810PT9 Dec 2022 4,156,000 — $4.6M -1.0% 0.15% DBT
179 NATIONWIDE BLDG SOCIETY 63861VAF4 Dec 2022 5,154,000 — $4.5M +2.3% 0.15% DBT
180 United Auto Credit Securitization Trust 90944KAA3 Dec 2022 4,526,186 -1,414,909 $4.5M -23.8% 0.15% ABS-O
181 Fannie Mae 3140K3BF8 Dec 2022 4,810,301 -156,461 $4.5M -1.4% 0.14% ABS-MBS
182 STANDARD CHARTERED PLC 853254CL2 — 4,277,000 New $4.4M — 0.14% DBT
183 Fannie Mae 3140E6KU5 Dec 2022 4,871,731 -131,678 $4.4M -1.2% 0.14% ABS-MBS
184 Dryden Senior Loan Fund 26253LAE2 Dec 2022 4,670,000 — $4.4M +2.9% 0.14% ABS-CBDO
185 ROYAL CARIBBEAN CRUISES 780153BS0 Dec 2022 4,339,000 — $4.4M +3.4% 0.14% DBT
186 Freddie Mac 3132Y3ZL1 Dec 2022 4,420,799 -107,311 $4.4M -0.7% 0.14% ABS-MBS
187 Neighborly Issuer LLC 64016NAC1 Dec 2022 5,481,578 -13,808 $4.3M -1.7% 0.14% ABS-O
188 United States Treasury 912810FT0 Dec 2022 4,047,600 — $4.3M -0.9% 0.14% DBT
189 WESTINGHOUSE AIR BRAKE 960386AN0 Dec 2022 4,344,000 — $4.3M +0.2% 0.14% DBT
190 APPLE INC 037833ER7 Dec 2022 5,020,000 — $4.2M +3.0% 0.14% DBT
191 Brex Inc 05601DAA1 Dec 2022 4,282,000 — $4.2M +0.8% 0.14% ABS-O
192 Prestige Auto Receivables Trust 74113RAC3 — 4,193,000 New $4.2M — 0.14% ABS-O
193 Flatiron CLO Ltd 33883PAC1 Dec 2022 4,290,000 — $4.2M +2.2% 0.14% ABS-CBDO
194 Genworth Mortgage Insurance Corporation 89600HAA7 Dec 2022 4,200,665 -585,097 $4.2M -11.9% 0.14% ABS-MBS
195 Home Re Ltd 43730VAB4 Dec 2022 4,252,970 — $4.2M -0.2% 0.13% ABS-MBS
196 NXP BV/NXP FUNDING LLC 62947QBC1 Dec 2022 4,119,000 — $4.1M +2.3% 0.13% DBT
197 Port Authority of New York & New Jersey 73358W4V3 Dec 2022 4,170,000 — $4.1M +0.8% 0.13% DBT
198 OCHSNER LSU HEALTH SYST 67555JAA4 Dec 2022 5,660,000 — $4.1M -5.5% 0.13% DBT
199 MORGAN STANLEY 61747YER2 Dec 2022 4,283,000 — $4.1M +1.5% 0.13% DBT
200 Freddie Mac 3133KGXA1 Dec 2022 4,358,349 -92,751 $4.0M -0.3% 0.13% ABS-MBS
201 MORGAN STANLEY 61747YEV3 — 3,910,000 New $4.0M — 0.13% DBT
202 United States Treasury 912810QA9 Dec 2022 4,254,000 — $4.0M -0.7% 0.13% DBT
203 Elevation CLO Ltd 28621YAG0 Dec 2022 4,500,000 — $4.0M +3.8% 0.13% ABS-CBDO
204 BELLEMEADE RE LT 07876MAC1 Dec 2022 4,196,775 — $4.0M -1.2% 0.13% ABS-MBS
205 CONTINENTAL RESOURCES 212015AV3 Dec 2022 5,368,000 — $4.0M +1.6% 0.13% DBT
206 AVIATION CAPITAL GROUP 05369AAK7 Dec 2022 4,547,000 — $4.0M +3.7% 0.13% DBT
207 CCO HLDGS LLC/CAP CORP 1248EPCL5 Dec 2022 5,124,000 — $3.9M +3.8% 0.13% DBT
208 Fannie Mae - CAS 20754KAB7 Dec 2022 4,241,562 — $3.9M +4.0% 0.13% ABS-MBS
209 FOX CORP 35137LAK1 Dec 2022 4,396,000 — $3.9M +4.5% 0.13% DBT
210 GLOBAL PAYMENTS INC 37940XAQ5 Dec 2022 4,124,000 — $3.9M +2.8% 0.13% DBT
211 Freddie Mac 3132Y3BL7 Dec 2022 3,954,511 -173,946 $3.9M -2.6% 0.13% ABS-MBS
212 Credit Suisse Group AG 225401AJ7 Dec 2022 4,814,000 — $3.9M -6.4% 0.13% DBT
213 ONEOK Inc 682680AW3 Dec 2022 4,164,000 — $3.9M +3.9% 0.12% DBT
214 GLP CAPITAL LP / FIN II 361841AR0 Dec 2022 4,731,000 — $3.8M +6.7% 0.12% DBT
215 BELLEMEADE RE LT 078774AB2 Dec 2022 3,969,121 — $3.8M -2.6% 0.12% ABS-MBS
216 Fannie Mae 3140Q9T45 Dec 2022 3,794,949 -146,374 $3.7M -2.1% 0.12% ABS-MBS
217 CONTINENTAL RESOURCES 212015AT8 Dec 2022 3,997,000 — $3.7M +3.1% 0.12% DBT
218 DEUTSCHE BANK NY 251526CE7 Dec 2022 4,221,000 — $3.7M +3.8% 0.12% DBT
219 Government National Mortgage Association 21H030617 — 4,174,759 New $3.7M — 0.12% ABS-MBS
220 DELTA AIR LINES/SKYMILES 830867AB3 Dec 2022 3,940,000 — $3.7M +1.1% 0.12% DBT
221 BROADCOM INC 11135FBV2 Dec 2022 4,241,000 — $3.7M +5.7% 0.12% DBT
222 Ashford Hospitality Trust 04410CAA7 Dec 2022 3,799,499 — $3.7M -0.6% 0.12% ABS-MBS
223 CARGILL INC 141781BZ6 — 3,643,000 New $3.7M — 0.12% DBT
224 Freddie Mac - STACR 35564KPU7 Dec 2022 3,744,680 -197,589 $3.6M -4.7% 0.12% ABS-MBS
225 SYNCHRONY FINANCIAL 87165BAR4 Dec 2022 4,872,000 — $3.6M +4.9% 0.12% DBT
226 Dominos Pizza Master Issuer LLC 25755TAN0 Dec 2022 4,364,535 -11,078 $3.6M +0.7% 0.12% ABS-O
227 AIRCASTLE LTD 00928QAT8 Dec 2022 3,730,000 — $3.6M +2.2% 0.12% DBT
228 AVIATION CAPITAL GROUP 05369AAH4 Dec 2022 3,623,000 — $3.6M +1.4% 0.11% DBT
229 Rad CLO Ltd 48662NAG2 Dec 2022 3,800,000 — $3.6M +6.5% 0.11% ABS-CBDO
230 STANDARD CHARTERED PLC 853254CJ7 Dec 2022 3,723,000 — $3.5M +1.2% 0.11% DBT
231 GS Mortgage Securities Trust 36197QAC3 Dec 2022 3,561,967 -59,765 $3.5M -1.5% 0.11% ABS-MBS
232 FLOWSERVE CORPORATION 34355JAB4 Dec 2022 4,669,000 — $3.5M +4.3% 0.11% DBT
233 BAT Capital Corp 05526DBN4 Dec 2022 3,799,000 — $3.5M +4.0% 0.11% DBT
234 CIGNA CORP 125523AH3 Dec 2022 3,600,000 — $3.5M +2.1% 0.11% DBT
235 Freddie Mac 3137F6RL3 Dec 2022 15,236,528 -635,910 $3.4M -4.1% 0.11% ABS-MBS
236 Affirm Inc 00834HAA2 Dec 2022 3,449,440 -1,371,318 $3.4M -28.7% 0.11% ABS-O
237 Avis Budget Rental Car Funding AESOP LLC 05377REW0 Dec 2022 3,360,500 -3,360,500 $3.3M -49.9% 0.11% ABS-O
238 GSF 2021 1 ISSUER LLC 36261CAA9 Dec 2022 3,577,965 +2,715 $3.3M +0.3% 0.11% ABS-O
239 Fannie Mae - CAS 20754AAB9 Dec 2022 3,513,424 — $3.3M +3.6% 0.11% ABS-MBS
240 DELTA AIR LINES/SKYMILES 830867AA5 Dec 2022 3,392,724 — $3.3M +0.3% 0.11% DBT
241 AMERICAN TOWER CORP 03027XBV1 Dec 2022 3,517,000 — $3.3M +2.1% 0.11% DBT
242 DIAMONDBACK ENERGY INC 25278XAV1 — 3,237,000 New $3.3M — 0.11% DBT
243 ALFA S.A. 015398AB6 Dec 2022 3,311,000 — $3.3M -0.0% 0.11% DBT
244 BOOKING HOLDINGS INC 000000000 Dec 2022 3,033,000 New $3.3M — 0.11% DBT
245 Freddie Mac - STACR 35564KH36 Dec 2022 3,273,857 -242,439 $3.3M -6.3% 0.11% ABS-MBS
246 ALBERTSONS COS/SAFEWAY 013092AG6 Dec 2022 3,900,000 — $3.3M +3.8% 0.11% DBT
247 PLAINS ALL AMER PIPELINE 72650RBM3 Dec 2022 3,754,000 — $3.3M +4.2% 0.11% DBT
248 LLOYDS BANKING GROUP PLC 539439AW9 — 3,067,000 New $3.3M — 0.11% DBT
249 JPMBB Commercial Mortgage Securities Trust 46644ABK7 Dec 2022 3,415,358 — $3.2M -0.1% 0.10% ABS-MBS
250 JP Morgan Chase Commercial Mortgage Sec Trust 46634SAM7 Dec 2022 3,966,940 — $3.2M +4.5% 0.10% ABS-MBS
251 Carvana Auto Receivables Trust 14687KAG1 Dec 2022 4,063,000 — $3.2M -3.9% 0.10% ABS-O
252 Freddie Mac 31335A6X1 Dec 2022 3,289,560 -74,739 $3.2M -1.8% 0.10% ABS-MBS
253 Freddie Mac - STACR 35564KEL9 Dec 2022 3,221,370 — $3.2M +2.9% 0.10% ABS-MBS
254 HSBC HOLDINGS PLC 404280CN7 — 3,995,000 New $3.1M — 0.10% DBT
255 ENGIE ENERGIA CHILE SA 000000000 Dec 2022 3,834,000 New $3.1M — 0.10% DBT
256 DISH DBS CORP 25470XBF1 Dec 2022 3,890,000 — $3.1M +5.9% 0.10% DBT
257 MDC Holdings Inc 552676AQ1 Dec 2022 3,776,000 — $3.1M +7.4% 0.10% DBT
258 FORD MOTOR COMPANY 345370DB3 Dec 2022 3,333,000 — $3.1M +5.1% 0.10% DBT
259 ARAB REPUBLIC OF EGYPT 03846JAB6 Dec 2022 4,439,000 — $3.1M +20.0% 0.10% DBT
260 United States Treasury 912810TG3 Dec 2022 3,770,400 — $3.0M -3.6% 0.10% DBT
261 US Bancorp 902973AZ9 Dec 2022 3,485,000 — $3.0M +2.1% 0.10% DBT
262 Voya Financial Inc 45685EAG1 Dec 2022 3,089,000 — $3.0M +0.0% 0.10% DBT
263 TENCENT HOLDINGS LTD 88032WAV8 Dec 2022 4,830,000 — $3.0M +5.2% 0.10% DBT
264 Barclays Commercial Mortgage Securities LLC 05550MAY0 Dec 2022 3,523,000 — $3.0M -2.1% 0.10% ABS-MBS
265 Diamond Infrastructure Funding LLC 25265LAC4 Dec 2022 3,650,820 — $3.0M +0.1% 0.10% ABS-O
266 Fannie Mae 31418CUA0 Dec 2022 3,208,485 -94,047 $3.0M -1.6% 0.10% ABS-MBS
267 BANCO SANTANDER SA 05964HAQ8 Dec 2022 3,200,000 — $3.0M +2.4% 0.10% DBT
268 Freddie Mac - STACR 35564KJG5 Dec 2022 3,102,516 -146,148 $3.0M -5.5% 0.10% ABS-MBS
269 Hardee's Funding 411707AF9 Dec 2022 3,208,109 -8,376 $3.0M +0.3% 0.10% ABS-O
270 MORGAN STANLEY 000000000 Dec 2022 3,196,000 New $3.0M — 0.10% DBT
271 MVW Owner Trust 55400KAB1 Dec 2022 3,280,351 -216,272 $2.9M -5.7% 0.09% ABS-O
272 United States Treasury 912828V98 Dec 2022 3,147,100 — $2.9M +0.7% 0.09% DBT
273 HSBC HOLDINGS PLC 404280DC0 Dec 2022 3,381,000 — $2.9M +4.8% 0.09% DBT
274 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $2.9M — 0.09% DFE
275 Freddie Mac - STACR 35564KUX5 Dec 2022 2,957,334 — $2.9M +4.7% 0.09% ABS-MBS
276 BRASKEM NETHERLANDS 10554TAD7 Dec 2022 3,420,000 — $2.9M +5.1% 0.09% DBT
277 Carvana Auto Receivables Trust 14687HAE3 Dec 2022 3,177,000 — $2.9M -1.1% 0.09% ABS-O
278 NXP BV/NXP FDG/NXP USA 62954HAY4 Dec 2022 3,313,000 — $2.9M +3.1% 0.09% DBT
279 NATWEST GROUP PLC 639057AG3 — 2,737,000 New $2.8M — 0.09% DBT
280 Carvana Auto Receivables Trust 14687GAD7 Dec 2022 2,945,949 -493,051 $2.8M -13.8% 0.09% ABS-O
281 CITIGROUP INC 172967MU2 Dec 2022 3,243,000 — $2.8M +3.4% 0.09% DBT
282 BNP PARIBAS 05565AM34 Dec 2022 2,860,000 -1,330,000 $2.8M -27.4% 0.09% DBT
283 NMEF Funding LLC 62890MAB0 — 2,786,000 New $2.8M — 0.09% ABS-O
284 Rockford Tower CLO Ltd 77341NAJ4 Dec 2022 3,200,000 — $2.8M +0.3% 0.09% ABS-CBDO
285 GLOBAL PAYMENTS INC 37940XAB8 Dec 2022 3,208,000 — $2.7M +2.3% 0.09% DBT
286 Wells Fargo Commercial Mortgage Trust 94989QAX8 Dec 2022 2,906,250 — $2.7M -0.2% 0.09% ABS-MBS
287 SANTANDER HOLDINGS USA 80282KBC9 Dec 2022 3,137,000 — $2.7M +3.3% 0.09% DBT
288 Nelnet Student Loan Trust 64035GAC3 Dec 2022 3,421,156 — $2.7M -0.1% 0.09% ABS-O
289 DUKE ENERGY CAROLINAS NC 26443KAB1 Dec 2022 3,641,000 — $2.7M -0.5% 0.09% DBT
290 LAD Auto Receivables Trust 501683AA4 Dec 2022 2,734,572 -645,352 $2.7M -18.4% 0.09% ABS-O
291 Natixis Commercial Mortgage Securities 63875FAA4 Dec 2022 2,750,492 — $2.6M -2.8% 0.09% ABS-MBS
292 Radnor Re LTD 75049SAB9 Dec 2022 2,656,887 — $2.6M +0.1% 0.08% ABS-MBS
293 PMT CREDIT RISK TRANSFER TRUST 69345WAA6 Dec 2022 2,731,612 -111,146 $2.6M -4.2% 0.08% ABS-MBS
294 AXIS Equipment Finance Receivables LLC 03236XAB3 Dec 2022 2,643,000 — $2.6M -0.5% 0.08% ABS-O
295 Fannie Mae 3140Q9T37 Dec 2022 2,654,731 -105,731 $2.6M -2.2% 0.08% ABS-MBS
296 TSMC ARIZONA CORP 872898AF8 Dec 2022 2,710,000 — $2.6M +0.3% 0.08% DBT
297 Freddie Mac - STACR 35566AAH2 Dec 2022 2,561,274 -260,258 $2.6M -8.5% 0.08% ABS-MBS
298 FOX CORP 35137LAH8 Dec 2022 2,656,000 — $2.6M +3.0% 0.08% DBT
299 Neighborly Issuer LLC 64016NAA5 Dec 2022 3,207,441 -8,141 $2.6M -3.4% 0.08% ABS-O
300 Santander Bank Auto Credit-Linked Notes 80290CAE4 Dec 2022 2,649,967 -475,218 $2.5M -15.4% 0.08% ABS-O
301 JP Morgan Chase Commercial Mortgage Sec Trust 46590RAK5 Dec 2022 3,000,000 — $2.5M -2.7% 0.08% ABS-MBS
302 Freddie Mac 3137FVTE2 Dec 2022 13,495,956 -441,172 $2.5M -4.6% 0.08% ABS-MBS
303 PARKER-HANNIFIN CORP 701094AN4 Dec 2022 2,817,000 — $2.5M +1.4% 0.08% DBT
304 Chicago Mercantile Exchange 000000000 Dec 2022 19,060,000 New $2.5M — 0.08% DIR
305 GOLDMAN SACHS GROUP INC 38141GYU2 Dec 2022 3,016,000 — $2.5M +4.7% 0.08% DBT
306 MT LOGAN RE LTD 000000000 Dec 2022 2,925 New $2.5M — 0.08% EP
307 Nelnet Student Loan Trust 64034YAC5 Dec 2022 3,096,000 — $2.5M -1.1% 0.08% ABS-O
308 INFOR INC 45674CAA1 Dec 2022 2,719,000 — $2.5M +0.2% 0.08% DBT
309 Fannie Mae 3138WENA3 Dec 2022 2,681,655 -47,275 $2.4M -0.1% 0.08% ABS-MBS
310 WYNN MACAU LTD 98313RAH9 Dec 2022 2,862,000 — $2.4M +26.1% 0.08% DBT
311 Freddie Mac 3132Y1SN9 Dec 2022 2,485,075 -18,335 $2.4M +1.0% 0.08% ABS-MBS
312 HSBC HOLDINGS PLC 404280DH9 Dec 2022 2,559,000 — $2.4M +4.9% 0.08% DBT
313 VISTRA CORP 92840MAC6 Dec 2022 2,589,000 — $2.4M +4.3% 0.08% DBT
314 GUARDIAN LIFE INSURANCE 401378AC8 Dec 2022 2,851,000 — $2.3M +0.4% 0.08% DBT
315 BNP PARIBAS 09659W2T0 Dec 2022 2,660,000 — $2.3M +2.9% 0.08% DBT
316 WELLS FARGO & COMPANY 949746TD3 Dec 2022 2,664,000 — $2.3M +3.5% 0.08% DBT
317 Fannie Mae 3140HAXF2 Dec 2022 2,513,690 -12,997 $2.3M +1.3% 0.08% ABS-MBS
318 PERUSAHAAN LISTRIK NEGAR 71568PAE9 Dec 2022 2,363,000 — $2.3M +3.0% 0.07% DBT
319 COMM Mortgage Trust 12624PAU9 Dec 2022 3,938,066 — $2.3M -1.8% 0.07% ABS-MBS
320 Credit Suisse Group AG 22546DAB2 Dec 2022 2,634,000 — $2.3M -5.0% 0.07% DBT
321 Eagle Re Ltd 26982AAB0 Dec 2022 2,359,729 — $2.3M +0.2% 0.07% ABS-MBS
322 Freddie Mac - STACR 35564KHE2 Dec 2022 2,328,451 -164,314 $2.3M -5.5% 0.07% ABS-MBS
323 UBS GROUP AG 000000000 Dec 2022 3,018,000 New $2.3M — 0.07% DBT
324 BANK OF IRELAND GROUP 06279JAC3 Dec 2022 2,285,000 — $2.3M +1.7% 0.07% DBT
325 Fannie Mae 31417EJG7 Dec 2022 2,412,165 -93,839 $2.3M -2.2% 0.07% ABS-MBS
326 Hardee's Funding LLC and Carls' Jr Funding LLC 411707AH5 Dec 2022 2,597,963 -6,627 $2.2M -0.5% 0.07% ABS-O
327 CREDIT SUISSE GROUP AG 225401AP3 Dec 2022 2,852,000 — $2.2M -1.4% 0.07% DBT
328 CHILE ELEC PEC SPA 168831AA3 Dec 2022 3,081,000 — $2.2M +1.3% 0.07% DBT
329 TAKEDA PHARMACEUTICAL 874060AT3 Dec 2022 2,211,000 -4,416,000 $2.2M -66.9% 0.07% DBT
330 Discover Bank 25466AAN1 Dec 2022 2,264,000 — $2.2M +0.2% 0.07% DBT
331 Freddie Mac 31346YAV5 Dec 2022 2,334,892 -130,518 $2.2M -3.5% 0.07% ABS-MBS
332 Osaka Exchange 000000000 Dec 2022 -97 New $2.1M — 0.07% DIR
333 United States Treasury 912810SK5 Dec 2022 2,885,000 — $2.1M -3.1% 0.07% DBT
334 LORCA TELECOM BONDCO 000000000 Dec 2022 2,174,000 New $2.1M — 0.07% DBT
335 Fannie Mae 31417DRX3 Dec 2022 2,210,892 -73,904 $2.1M -1.9% 0.07% ABS-MBS
336 ACM Auto Trust 00091QAA0 Dec 2022 2,057,691 -2,853,735 $2.1M -58.1% 0.07% ABS-O
337 Fannie Mae 31419LZY2 Dec 2022 2,113,913 -109,311 $2.0M -4.6% 0.07% ABS-MBS
338 United States Treasury 912810PW2 Dec 2022 1,920,000 — $2.0M -1.0% 0.07% DBT
339 APCOA PARKING HOLDINGS G 000000000 Dec 2022 2,174,000 New $2.0M — 0.06% DBT
340 SUMMER BC HOLDCO B SARL 000000000 Dec 2022 2,174,000 New $2.0M — 0.06% DBT
341 Rad CLO Ltd 48661CAE2 Dec 2022 2,090,000 — $2.0M +3.2% 0.06% ABS-CBDO
342 Elmwood CLO XII Ltd. 29002YAG7 Dec 2022 2,100,000 — $2.0M +6.1% 0.06% ABS-CBDO
343 GCI Funding I LLC 36166VAE5 Dec 2022 2,324,861 -101,059 $2.0M -4.6% 0.06% ABS-O
344 NATURA &CO LUX HLD SARL 63884WAA6 Dec 2022 2,258,000 — $2.0M +7.0% 0.06% DBT
345 WELLS FARGO & COMPANY 95000U2A0 Dec 2022 2,117,000 — $2.0M +2.4% 0.06% DBT
346 EQT CORP 26884LAQ2 Dec 2022 1,958,000 — $1.9M +1.3% 0.06% DBT
347 Prudential Financial Inc 744320AN2 Dec 2022 1,970,000 — $1.9M +0.6% 0.06% DBT
348 INTERPUBLIC GROUP COS 460690BP4 Dec 2022 1,966,000 — $1.9M +3.3% 0.06% DBT
349 Tobacco Settlement Finance Authority 88880LAV5 Dec 2022 2,088,468 -44,435 $1.9M -7.4% 0.06% DBT
350 FHF Trust 2021-2 30322JAA4 Dec 2022 1,968,514 -308,974 $1.9M -13.5% 0.06% ABS-O
351 REPUBLIC OF COLOMBIA 195325DS1 Dec 2022 2,490,000 — $1.8M +6.8% 0.06% DBT
352 ALTICE FINANCING SA 000000000 Dec 2022 2,174,000 New $1.8M — 0.06% DBT
353 Fannie Mae 3140JYGR1 Dec 2022 1,967,181 -158,213 $1.8M -5.7% 0.06% ABS-MBS
354 College Ave Student Loans 19424WAC1 Dec 2022 2,201,713 — $1.8M -3.7% 0.06% ABS-O
355 Sixth Street CLO LTD. 83012QAG9 Dec 2022 1,900,000 — $1.8M +6.2% 0.06% ABS-CBDO
356 EMBRAER NETHERLANDS FINA 29082HAC6 Dec 2022 1,797,000 — $1.8M +6.2% 0.06% DBT
357 LSTAR Commercial Mortgage Trust 50219QAC8 Dec 2022 1,777,165 -58,880 $1.8M -2.6% 0.06% ABS-MBS
358 Freddie Mac 3137FTV38 Dec 2022 18,390,011 -748,452 $1.8M -5.8% 0.06% ABS-MBS
359 BROADCOM INC 11135FBT7 Dec 2022 2,002,000 — $1.8M +4.5% 0.06% DBT
360 Banc of America Merrill Lynch Large Loan Inc 05525BAL4 Dec 2022 2,805,000 — $1.7M -26.6% 0.06% ABS-MBS
361 Time Warner Cable LLC 88732JBD9 Dec 2022 2,370,000 — $1.7M +6.0% 0.06% DBT
362 Fannie Mae - CAS 20753YCK6 Dec 2022 1,746,986 — $1.7M +6.4% 0.06% ABS-MBS
363 Marathon Petroleum Corp 56585AAF9 Dec 2022 1,683,000 — $1.7M +4.2% 0.06% DBT
364 JPMBB Commercial Mortgage Securities Trust 46642EBD7 Dec 2022 1,857,314 — $1.7M +0.4% 0.06% ABS-MBS
365 VZ VENDOR FINANCING 000000000 Dec 2022 2,093,000 New $1.7M — 0.06% DBT
366 Citigroup Inc 172967GD7 Dec 2022 1,680,000 -889,000 $1.7M -34.3% 0.05% DBT
367 BX Trust 05608BAL4 Dec 2022 1,772,174 — $1.7M -1.0% 0.05% ABS-MBS
368 Atalaya Equipment Leasing Fund I LP 046497AC7 Dec 2022 1,762,000 — $1.7M +0.5% 0.05% ABS-O
369 Freddie Mac - STACR 35564KTB5 Dec 2022 1,664,330 — $1.7M +3.6% 0.05% ABS-MBS
370 Freddie Mac 3137FVXJ6 Dec 2022 10,080,722 -229,941 $1.6M -3.4% 0.05% ABS-MBS
371 United States Treasury 912810SL3 Dec 2022 2,460,000 — $1.6M -3.0% 0.05% DBT
372 BNP PARIBAS 000000000 Dec 2022 2,113,000 New $1.6M — 0.05% DBT
373 Freddie Mac 31346YA29 Dec 2022 1,749,116 -113,609 $1.6M -4.4% 0.05% ABS-MBS
374 Freddie Mac 3132Y3ZC1 Dec 2022 1,600,105 -67,903 $1.6M -2.2% 0.05% ABS-MBS
375 Voya CLO Ltd 92917NAS7 Dec 2022 1,850,000 — $1.6M +1.5% 0.05% ABS-CBDO
376 CHARLES SCHWAB CORP 808513BD6 Dec 2022 1,634,000 -1,520,000 $1.6M -48.0% 0.05% DBT
377 Nelnet Student Loan Trust 64034QAC2 Dec 2022 2,008,000 — $1.6M -0.1% 0.05% ABS-O
378 COMISION FEDERAL DE ELEC 200447AL4 Dec 2022 1,800,000 — $1.6M +5.6% 0.05% DBT
379 Mission Lane Credit Card Master Trust 60510MAB4 Dec 2022 1,601,000 — $1.6M +0.4% 0.05% ABS-O
380 Chicago Board of Trade 000000000 Dec 2022 -654 New $1.5M — 0.05% DIR
381 PROSUS NV 74365PAG3 Dec 2022 1,724,000 — $1.5M +7.2% 0.05% DBT
382 AMERICAN WATER CAPITAL C 03040WAU9 Dec 2022 1,654,000 — $1.5M +2.5% 0.05% DBT
383 S&P GLOBAL INC 78409VAZ7 Dec 2022 1,574,000 — $1.5M +1.5% 0.05% DBT
384 DISCOVERY COMMUNICATIONS 25470DAT6 Dec 2022 1,999,000 — $1.5M +1.0% 0.05% DBT
385 FORD MOTOR CREDIT CO LLC 345397C35 — 1,450,000 New $1.5M — 0.05% DBT
386 CAJUN GLOBAL LLC 12803VAA3 Dec 2022 1,744,435 -6,641 $1.5M -0.8% 0.05% ABS-O
387 CSN RESOURCES SA 12644VAD0 Dec 2022 1,862,000 — $1.5M +16.1% 0.05% DBT
388 United States Treasury 912810RK6 Dec 2022 1,916,000 — $1.5M -0.5% 0.05% DBT
389 AES PANAMA GENERATION HL 00109AAB3 Dec 2022 1,670,000 — $1.4M +9.5% 0.05% DBT
390 Aircastle Ltd 00928QAQ4 Dec 2022 1,481,000 — $1.4M +0.4% 0.05% DBT
391 Playtech Plc 000000000 Dec 2022 1,420,000 New $1.4M — 0.05% DBT
392 Affirm Inc 00834CAA3 Dec 2022 1,447,601 -384,695 $1.4M -20.8% 0.05% ABS-O
393 UNICREDIT SPA 904678AY5 Dec 2022 1,858,000 — $1.4M +6.1% 0.05% DBT
394 WF-RBS COMMERCIAL MORTGAGE TRUST 92939KAG3 Dec 2022 1,470,700 — $1.4M -0.1% 0.05% ABS-MBS
395 BROADCOM INC 11135FAQ4 Dec 2022 1,542,000 — $1.4M +3.7% 0.04% DBT
396 Affirm Inc 00834TAA6 Dec 2022 1,443,867 -320,750 $1.4M -18.7% 0.04% ABS-O
397 TK ELEVATOR MIDCO GMBH 000000000 Dec 2022 1,444,000 New $1.4M — 0.04% DBT
398 AVIATION CAPITAL GROUP 05367AAH6 Dec 2022 1,447,000 — $1.4M +0.9% 0.04% DBT
399 Bankers Healthcare Group Securitization Trust 054977AA1 Dec 2022 1,446,772 -170,931 $1.4M -10.7% 0.04% ABS-O
400 Deutsche Alt-A Securities INC Mortgage Loan Trust 25150PAB5 Dec 2022 3,813,576 -57,053 $1.3M -6.0% 0.04% ABS-MBS
401 SK HYNIX INC 78392BAC1 Dec 2022 1,818,000 — $1.3M -0.4% 0.04% DBT
402 ORGANON & CO/ORG 000000000 Dec 2022 1,420,000 New $1.3M — 0.04% DBT
403 Freddie Mac 3132Y2M60 Dec 2022 1,303,734 -82,920 $1.3M -4.2% 0.04% ABS-MBS
404 JPMBB Commercial Mortgage Securities Trust 46640LAN2 Dec 2022 2,526,699 — $1.3M -7.5% 0.04% ABS-MBS
405 KLA CORP 482480AG5 Dec 2022 1,349,000 — $1.3M +1.9% 0.04% DBT
406 Fannie Mae 3138EHUP5 Dec 2022 1,365,487 -36,247 $1.3M -2.9% 0.04% ABS-MBS
407 IQVIA INC 000000000 Dec 2022 1,420,000 New $1.3M — 0.04% DBT
408 DEUTSCHE BANK NY 251526CB3 Dec 2022 1,336,000 — $1.3M +2.5% 0.04% DBT
409 FannieMae Grantor Trust 31394AXY7 Dec 2022 1,405,610 -39,547 $1.3M -1.9% 0.04% ABS-MBS
410 AVIATION CAPITAL GROUP 05369AAF8 Dec 2022 1,300,000 — $1.3M +1.0% 0.04% DBT
411 PROSUS NV 74365PAD0 Dec 2022 1,993,000 — $1.3M +12.8% 0.04% DBT
412 AVIATION CAPITAL GROUP 05369AAL5 Dec 2022 1,485,000 — $1.3M +4.3% 0.04% DBT
413 Fannie Mae - CAS 30711XCL6 Dec 2022 1,205,285 -97,027 $1.2M -6.9% 0.04% ABS-MBS
414 Freddie Mac 3137F6MD6 Dec 2022 7,387,284 -241,516 $1.2M -3.0% 0.04% ABS-MBS
415 Government National Mortgage Association 36179R7H6 Dec 2022 1,351,344 -44,259 $1.2M -2.3% 0.04% ABS-MBS
416 Freddie Mac - STACR 3137G0LA5 Dec 2022 1,192,675 -62,821 $1.2M -4.5% 0.04% ABS-MBS
417 Fannie Mae 3136ANRT6 Dec 2022 7,023,206 -328,419 $1.2M -6.6% 0.04% ABS-MBS
418 Fannie Mae 3140FBL32 Dec 2022 1,280,340 -117,589 $1.2M -6.4% 0.04% ABS-MBS
419 Fannie Mae 3140HBFG8 Dec 2022 1,287,984 -8,497 $1.2M +0.8% 0.04% ABS-MBS
420 SUZANO AUSTRIA GMBH 86964WAJ1 Dec 2022 1,419,000 — $1.2M +7.0% 0.04% DBT
421 CCO HLDGS LLC/CAP CORP 1248EPCE1 Dec 2022 1,424,000 — $1.2M +4.7% 0.04% DBT
422 GENERAL MOTORS CO 37045VAV2 Dec 2022 1,152,000 — $1.2M +1.7% 0.04% DBT
423 Fannie Mae 31402QYV7 Dec 2022 1,142,270 -54,011 $1.2M -4.2% 0.04% ABS-MBS
424 AVIATION CAPITAL GROUP 05369AAA9 Dec 2022 1,314,000 — $1.1M +5.3% 0.04% DBT
425 Countrywide Alternative Loan Trust 02146TAR8 Dec 2022 2,029,279 -31,748 $1.1M -3.9% 0.04% ABS-MBS
426 Government National Mortgage Association 36179SB71 Dec 2022 1,261,386 -42,457 $1.1M -2.4% 0.04% ABS-MBS
427 HOST HOTELS & RESORTS LP 44107TAZ9 Dec 2022 1,343,000 — $1.1M +3.3% 0.04% DBT
428 ONEOK INC 682680BE2 Dec 2022 1,081,000 — $1.1M +3.9% 0.04% DBT
429 Freddie Mac - STACR 3137G0EW5 Dec 2022 1,089,800 -172,424 $1.1M -13.6% 0.04% ABS-MBS
430 Prudential Financial Inc 744320AM4 Dec 2022 1,099,000 — $1.1M +0.2% 0.03% DBT
431 ANGLO AMERICAN CAPITAL 034863BB5 Dec 2022 1,189,000 — $1.1M +5.0% 0.03% DBT
432 Sixth Street CLO LTD. 83012FAA6 Dec 2022 1,088,663 — $1.1M +1.8% 0.03% ABS-CBDO
433 WESTINGHOUSE AIR BRAKE 960386AQ3 Dec 2022 1,117,000 — $1.1M +0.7% 0.03% DBT
434 Wells Fargo Commercial Mortgage Trust 95001VAY6 Dec 2022 1,269,000 — $1.0M -3.1% 0.03% ABS-MBS
435 Fannie Mae 31385XJW8 Dec 2022 1,014,417 -51,120 $1.0M -4.6% 0.03% ABS-MBS
436 Fannie Mae - CAS 30711XBF0 Dec 2022 978,402 -50,444 $1.0M -3.1% 0.03% ABS-MBS
437 LIMA METRO LINE 2 FIN LT 000000000 Dec 2022 1,056,443 New $1.0M — 0.03% DBT
438 Oracle Corp 68389XAM7 Dec 2022 1,114,000 — $1.0M +10.3% 0.03% DBT
439 Fannie Mae 3140FRG82 Dec 2022 1,064,929 -41,050 $997K -1.6% 0.03% ABS-MBS
440 TENGIZCHEVROIL FIN CO IN 88034QAC1 Dec 2022 1,397,000 — $991K -0.2% 0.03% DBT
441 WESTERN DIGITAL CORP 958102AQ8 Dec 2022 1,264,000 +70,000 $978K +5.3% 0.03% DBT
442 L Street Securities 949771AC3 Dec 2022 989,134 -31,306 $918K -2.2% 0.03% ABS-MBS
443 BAT CAPITAL CORP 05526DBX2 — 838,000 New $902K — 0.03% DBT
444 CREDIT SUISSE GROUP AG 000000000 Dec 2022 1,117,000 New $899K — 0.03% DBT
445 Fannie Mae 3136AJWQ5 Dec 2022 8,096,802 -346,878 $895K -4.5% 0.03% ABS-MBS
446 BROADCOM INC 11135FBP5 Dec 2022 1,202,000 — $882K +4.6% 0.03% DBT
447 FREEPORT INDONESIA PT 69377FAA4 Dec 2022 904,000 — $867K +6.0% 0.03% DBT
448 Fannie Mae 3136AX4B8 Dec 2022 7,396,360 -241,575 $862K +2.9% 0.03% ABS-MBS
449 Fannie Mae 31402DP79 Dec 2022 829,499 -36,992 $850K -4.0% 0.03% ABS-MBS
450 PHILIP MORRIS INTL INC 718172CW7 — 829,000 New $844K — 0.03% DBT
451 CCO HLDGS LLC/CAP CORP 1248EPCQ4 Dec 2022 1,041,000 — $844K +3.9% 0.03% DBT
452 INTESA SANPAOLO SPA 46115HBU0 — 819,000 New $837K — 0.03% DBT
453 Synchrony Financial 87165BAG8 Dec 2022 869,000 — $835K +0.8% 0.03% DBT
454 PMT CREDIT RISK TRANSFER TRUST 730151AA5 Dec 2022 882,752 -46,036 $835K -5.2% 0.03% ABS-MBS
455 ENA MASTER TRUST 29249BAA3 Dec 2022 1,235,000 — $828K -8.8% 0.03% DBT
456 ALTICE FRANCE SA 000000000 Dec 2022 1,024,000 New $825K — 0.03% DBT
457 Standard Chartered PLC 853254BH2 Dec 2022 822,000 — $819K +1.6% 0.03% DBT
458 SYNCHRONY FINANCIAL 87165BAS2 Dec 2022 831,000 -138,000 $811K -13.4% 0.03% DBT
459 Banc of America Commercial Mortgage Trust 06054ABB4 Dec 2022 871,000 — $807K -1.1% 0.03% ABS-MBS
460 Rad CLO Ltd 75009RAA1 Dec 2022 828,654 — $803K +2.3% 0.03% ABS-CBDO
461 Countrywide Alternative Loan Trust 02147TAP1 Dec 2022 1,408,052 -11,141 $777K -3.7% 0.03% ABS-MBS
462 Synchrony Financial 87165BAM5 Dec 2022 861,000 +154,000 $769K +24.7% 0.02% DBT
463 Government National Mortgage Association 38376MJL2 Dec 2022 7,009,227 -233,599 $737K -6.0% 0.02% ABS-MBS
464 Fannie Mae 3138WJKX5 Dec 2022 765,554 -36,323 $717K -2.4% 0.02% ABS-MBS
465 Palmer Square CLO Ltd 69702EAA3 Dec 2022 730,000 — $711K +2.1% 0.02% ABS-CBDO
466 Multifamily Structured Credit Risk 35563FAA9 Dec 2022 758,462 -29,949 $710K -6.3% 0.02% ABS-MBS
467 Fannie Mae 3136ANQT7 Dec 2022 5,699,326 -228,279 $704K -5.5% 0.02% ABS-MBS
468 GLOBO COMMUNICACOES PART 37959DAB0 Dec 2022 825,000 — $688K +10.8% 0.02% DBT
469 Chase Mortgage Finance Corporation 46591HAC4 Dec 2022 716,765 -32,613 $687K -6.3% 0.02% ABS-MBS
470 NH HOTEL GROUP SA 000000000 Dec 2022 694,000 New $682K — 0.02% DBT
471 Freddie Mac 3137BFLM1 Dec 2022 7,232,590 -282,235 $673K -5.8% 0.02% ABS-MBS
472 Government National Mortgage Association 38380GH49 Dec 2022 5,815,743 -185,637 $662K -5.1% 0.02% ABS-MBS
473 Fannie Mae 3138WQKW1 Dec 2022 705,801 -9,261 $661K +0.2% 0.02% ABS-MBS
474 VOLCAN CIA MINERA SAA-CM 92863UAB2 Dec 2022 761,000 — $654K +5.0% 0.02% DBT
475 DISCOVERY COMMUNICATIONS 25470DBG3 Dec 2022 857,000 — $650K +1.3% 0.02% DBT
476 Fannie Mae 3136B0DZ6 Dec 2022 6,130,099 -221,253 $639K -5.0% 0.02% ABS-MBS
477 GENERAL MOTORS FINL CO 37045XDV5 Dec 2022 710,000 — $637K +3.0% 0.02% DBT
478 Golub Capital Partners CLO, LTD 38177DAA6 Dec 2022 644,000 — $628K +1.4% 0.02% ABS-CBDO
479 Eagle Re 2018-1 Ltd. 269826AB9 Dec 2022 617,200 — $618K +1.0% 0.02% ABS-MBS
480 Prudential Financial Inc 744320AV4 Dec 2022 615,000 — $595K +1.9% 0.02% DBT
481 Freddie Mac 3128M43N1 Dec 2022 556,924 -33,969 $571K -5.5% 0.02% ABS-MBS
482 BELLEMEADE RE LT 07877GAC3 Dec 2022 574,936 — $570K +0.3% 0.02% ABS-MBS
483 Government National Mortgage Association 38380GHH0 Dec 2022 5,091,712 -167,935 $566K -5.7% 0.02% ABS-MBS
484 Fannie Mae 3136A2N58 Dec 2022 4,379,077 -185,590 $556K +4.3% 0.02% ABS-MBS
485 OLEODUCTO CENTRAL SA 680617AC1 Dec 2022 631,000 — $554K +13.4% 0.02% DBT
486 Homebanc Mortgage Trust 43739EAP2 Dec 2022 660,309 -17,733 $547K -4.2% 0.02% ABS-MBS
487 TERRAFORM GLOBAL OPERATI 88104UAC7 Dec 2022 565,000 — $526K -1.1% 0.02% DBT
488 DEUTSCHE BANK NY 25160PAH0 Dec 2022 604,000 — $514K +4.5% 0.02% DBT
489 AIRCASTLE LTD 00928QAS0 Dec 2022 530,000 — $499K +5.0% 0.02% DBT
490 Freddie Mac 3137BPFZ7 Dec 2022 4,798,643 -200,069 $477K -7.0% 0.02% ABS-MBS
491 Fannie Mae 31371K3A7 Dec 2022 463,156 -23,208 $473K -4.5% 0.02% ABS-MBS
492 Fannie Mae 3136AXSW6 Dec 2022 4,247,302 -139,418 $470K -5.1% 0.02% ABS-MBS
493 Radnor Re LTD 75049TAB7 Dec 2022 469,337 -460,654 $469K -49.5% 0.02% ABS-MBS
494 Fannie Mae 3138WJEU8 Dec 2022 491,127 -22,786 $460K -2.4% 0.01% ABS-MBS
495 PROSUS NV 74365PAA6 Dec 2022 550,000 — $456K +9.5% 0.01% DBT
496 BELLEMEADE RE LT 07877GAB5 Dec 2022 454,597 -412,158 $454K -47.5% 0.01% ABS-MBS
497 Fannie Mae 3140FKGG9 Dec 2022 484,265 -67,854 $453K -10.3% 0.01% ABS-MBS
498 Dext ABS 23345CAB5 Dec 2022 493,000 — $451K +0.8% 0.01% ABS-O
499 CREDIT SUISSE GROUP AG 225401AL2 Dec 2022 611,000 — $440K -1.6% 0.01% DBT
500 AGL CLO Ltd. 00119YAA1 Dec 2022 450,000 — $438K +2.1% 0.01% ABS-CBDO
501 Fannie Mae 3140FPWG0 Dec 2022 445,344 -13,426 $417K -0.8% 0.01% ABS-MBS
502 Freddie Mac - STACR 3137G0AD1 Dec 2022 400,916 -11,732 $406K -2.8% 0.01% ABS-MBS
503 Fannie Mae 31410F3K9 Dec 2022 394,467 -28,803 $404K -6.5% 0.01% ABS-MBS
504 UBS Group AG 000000000 Dec 2022 408,000 New $403K — 0.01% DBT
505 LIMA METRO LINE 2 FIN LT 532522AB5 Dec 2022 436,432 -5,918 $387K +0.1% 0.01% DBT
506 SWEDBANK AB 000000000 Dec 2022 400,000 New $383K — 0.01% DBT
507 WESTERN DIGITAL CORP 958102AR6 Dec 2022 521,000 -68,000 $375K -6.8% 0.01% DBT
508 Freddie Mac - STACR 3137G0BK4 Dec 2022 373,174 -22,936 $374K -6.4% 0.01% ABS-MBS
509 Fannie Mae 3140FL6N3 Dec 2022 392,907 -9,908 $368K -0.3% 0.01% ABS-MBS
510 Countrywide Alternative Loan Trust 12668BKK8 Dec 2022 501,055 -11,973 $358K -4.3% 0.01% ABS-MBS
511 LB-UBS Commercial Mortgage Trust 50179MAH4 Dec 2022 817,010 — $357K -0.9% 0.01% ABS-MBS
512 Fannie Mae 3138WJEV6 Dec 2022 376,455 -15,740 $352K -2.0% 0.01% ABS-MBS
513 Fannie Mae 3140FLS58 Dec 2022 372,758 -10,602 $349K -0.6% 0.01% ABS-MBS
514 Radnor Re LTD 750493AA6 Dec 2022 344,451 -624,653 $344K -64.4% 0.01% ABS-MBS
515 Fannie Mae 3140F5LZ4 Dec 2022 362,611 -9,679 $339K -0.4% 0.01% ABS-MBS
516 Fannie Mae 3136AUZQ7 Dec 2022 3,355,374 -94,138 $337K -4.7% 0.01% ABS-MBS
517 Fannie Mae - CAS 30711XCB8 Dec 2022 320,806 -39,181 $332K -11.0% 0.01% ABS-MBS
518 Government National Mortgage Association 36179SSP3 Dec 2022 361,537 -12,525 $327K -2.5% 0.01% ABS-MBS
519 Freddie Mac 3137BYRV4 Dec 2022 3,038,296 -100,817 $323K -5.1% 0.01% ABS-MBS
520 S&P GLOBAL INC 78409VAY0 Dec 2022 307,000 — $303K +1.1% 0.01% DBT
521 Fannie Mae 3140FMNS1 Dec 2022 323,197 -11,016 $303K -1.1% 0.01% ABS-MBS
522 Fannie Mae 3140FG2X6 Dec 2022 304,696 -11,535 $285K -1.5% 0.01% ABS-MBS
523 ONEOK Partners LP 68268NAG8 Dec 2022 294,000 — $279K +6.9% 0.01% DBT
524 Air Lease Corp 00912XAV6 Dec 2022 303,000 — $276K +2.9% 0.01% DBT
525 Fannie Mae 3140FLTR9 Dec 2022 290,527 -8,955 $272K -0.8% 0.01% ABS-MBS
526 Fannie Mae 3140FPYC7 Dec 2022 277,363 -6,824 $260K -0.2% 0.01% ABS-MBS
527 Fannie Mae 3138WJEA2 Dec 2022 275,953 -12,568 $258K -2.4% 0.01% ABS-MBS
528 Countrywide Home Loans 12543TAU9 Dec 2022 593,578 -12,748 $250K -12.8% 0.01% ABS-MBS
529 TICP CLO Ltd 87250RAA2 Dec 2022 250,000 — $246K +1.6% 0.01% ABS-CBDO
530 Fannie Mae 3140FDFB7 Dec 2022 261,087 -28,288 $244K -7.9% 0.01% ABS-MBS
531 Fannie Mae 3140F5YX5 Dec 2022 258,984 -20,475 $242K -5.3% 0.01% ABS-MBS
532 Fannie Mae 31402C4H2 Dec 2022 235,845 -9,104 $241K -3.4% 0.01% ABS-MBS
533 L Street Securities 949771AG4 Dec 2022 254,609 -11,506 $241K -3.5% 0.01% ABS-MBS
534 Standard Chartered PLC 853254AA8 Dec 2022 300,000 — $231K +1.8% 0.01% DBT
535 UNICREDIT SPA 904678AW9 Dec 2022 271,000 — $231K +3.2% 0.01% DBT
536 GSF 2021 1 ISSUER LLC 36261CAE1 Dec 2022 249,000 — $226K -1.6% 0.01% ABS-O
537 Freddie Mac 3137FR3C3 Dec 2022 2,201,679 -105,755 $225K -2.6% 0.01% ABS-MBS
538 Fannie Mae 31402C4G4 Dec 2022 218,452 -10,713 $224K -4.4% 0.01% ABS-MBS
539 COMM Mortgage Trust 12625EAA7 Dec 2022 224,506 -166,536 $223K -42.4% 0.01% ABS-MBS
540 Fannie Mae 3140F4MJ2 Dec 2022 228,002 -7,761 $214K -1.1% 0.01% ABS-MBS
541 EXPEDIA GROUP INC 30212PAS4 Dec 2022 211,000 — $213K +0.1% 0.01% DBT
542 Fannie Mae 31403DDX4 Dec 2022 205,893 -8,302 $212K -3.4% 0.01% ABS-MBS
543 Fannie Mae 3138WJN53 Dec 2022 224,446 -9,906 $210K -2.1% 0.01% ABS-MBS
544 Fannie Mae 3140F8P43 Dec 2022 222,149 -11,178 $208K -2.7% 0.01% ABS-MBS
545 Countrywide Alternative Loan Trust 12667GQL0 Dec 2022 285,263 -5,663 $203K -3.0% 0.01% ABS-MBS
546 PMT Credit Risk Transfer Trust 69349MAA4 Dec 2022 210,809 -11,404 $202K -5.7% 0.01% ABS-MBS
547 L Street Securities 46643HAB4 Dec 2022 207,149 -10,340 $200K -4.1% 0.01% ABS-MBS
548 Fannie Mae 3140FQBR7 Dec 2022 207,583 -5,975 $194K -0.6% 0.01% ABS-MBS
549 Fannie Mae 3140FDQ25 Dec 2022 207,044 -10,240 $194K -2.7% 0.01% ABS-MBS
550 Fannie Mae 31417YDV6 Dec 2022 194,753 -11,584 $194K -5.0% 0.01% ABS-MBS
551 Fannie Mae 3140FDQS8 Dec 2022 204,324 -7,500 $191K -1.5% 0.01% ABS-MBS
552 CVS Health Corp 126650CX6 Dec 2022 179,000 — $173K +2.3% 0.01% DBT
553 Fannie Mae 3140FLS33 Dec 2022 180,979 -6,055 $169K -1.1% 0.01% ABS-MBS
554 Fannie Mae 3140FEX74 Dec 2022 174,754 -9,430 $164K -3.1% 0.01% ABS-MBS
555 Fannie Mae 3140FPS34 Dec 2022 170,280 -4,961 $159K -0.8% 0.01% ABS-MBS
556 Fannie Mae 3140F5LN1 Dec 2022 169,077 -11,090 $158K -4.1% 0.01% ABS-MBS
557 Fannie Mae 3140FDP26 Dec 2022 160,808 -7,029 $151K -2.2% 0.00% ABS-MBS
558 Fannie Mae 3140FDK39 Dec 2022 160,271 -11,486 $150K -4.7% 0.00% ABS-MBS
559 Fannie Mae 3138WJD88 Dec 2022 157,012 -5,989 $147K -1.7% 0.00% ABS-MBS
560 Fannie Mae 3140FLTB4 Dec 2022 154,198 -15,270 $144K -7.0% 0.00% ABS-MBS
561 Fannie Mae 3138WJRV2 Dec 2022 153,794 -5,795 $144K -1.5% 0.00% ABS-MBS
562 Fannie Mae 3140FSLD3 Dec 2022 151,844 -4,965 $142K -1.0% 0.00% ABS-MBS
563 Fannie Mae 3140FPMM8 Dec 2022 149,767 -8,801 $140K -3.4% 0.00% ABS-MBS
564 GS Mortgage Securities Trust 36191YAL2 Dec 2022 333,393 — $138K -2.6% 0.00% ABS-MBS
565 Fannie Mae 3140FQBW6 Dec 2022 138,517 -3,738 $130K -0.5% 0.00% ABS-MBS
566 Fannie Mae 31418CCM4 Dec 2022 137,101 -5,810 $128K -2.1% 0.00% ABS-MBS
567 Fannie Mae 3140FDEN2 Dec 2022 136,550 -4,466 $128K -1.1% 0.00% ABS-MBS
568 Fannie Mae 3140FSSB0 Dec 2022 130,499 -3,448 $122K -0.4% 0.00% ABS-MBS
569 Fannie Mae 3140FLCM8 Dec 2022 127,352 -5,992 $119K -2.4% 0.00% ABS-MBS
570 Fannie Mae 3140FARA2 Dec 2022 101,022 -3,118 $95K -1.0% 0.00% ABS-MBS
571 Fannie Mae 3140FDL61 Dec 2022 99,657 -4,730 $93K -2.4% 0.00% ABS-MBS
572 Fannie Mae 3140FDF84 Dec 2022 98,853 -2,841 $93K -0.6% 0.00% ABS-MBS
573 Fannie Mae 3140FKHG8 Dec 2022 82,680 -2,324 $77K -0.6% 0.00% ABS-MBS
574 Fannie Mae 3140FBE48 Dec 2022 79,758 -4,259 $75K -3.1% 0.00% ABS-MBS
575 Fannie Mae 3140FPWS4 Dec 2022 68,402 -2,208 $64K -1.0% 0.00% ABS-MBS
576 Fannie Mae 3140FMMP8 Dec 2022 67,567 -2,289 $63K -1.1% 0.00% ABS-MBS
577 ADVANCE AUTO PARTS 00751YAG1 Dec 2022 73,000 — $60K +2.3% 0.00% DBT
578 Fannie Mae 3140FGZ44 Dec 2022 63,689 -1,687 $60K -0.5% 0.00% ABS-MBS
579 Fannie Mae 3140FPWB1 Dec 2022 63,612 -2,022 $60K -0.9% 0.00% ABS-MBS
580 Fannie Mae 3140FRPN9 Dec 2022 62,406 -5,290 $58K -5.8% 0.00% ABS-MBS
581 Fannie Mae 31417YEN3 Dec 2022 55,503 -3,798 $55K -5.8% 0.00% ABS-MBS
582 OEC FINANCE LTD 67614CAE0 Dec 2022 2,541,219 +96,269 $51K -5.9% 0.00% DBT
583 Fannie Mae 3140FKHF0 Dec 2022 49,875 -2,864 $47K -3.3% 0.00% ABS-MBS
584 Fannie Mae 3140FGS75 Dec 2022 48,364 -1,387 $45K -0.8% 0.00% ABS-MBS
585 Fannie Mae 3140EVAP2 Dec 2022 38,838 -2,173 $36K -3.3% 0.00% ABS-MBS
586 Fannie Mae 3140FNL85 Dec 2022 37,385 -1,184 $35K -0.9% 0.00% ABS-MBS
587 AVIATION CAPITAL GROUP 05369AAD3 Dec 2022 35,000 — $33K +1.4% 0.00% DBT
588 Fannie Mae 3140FEAY0 Dec 2022 30,605 -4,397 $29K -10.6% 0.00% ABS-MBS
589 Fannie Mae 3140FLSL3 Dec 2022 27,443 -810 $26K -0.7% 0.00% ABS-MBS
590 Fannie Mae 3138WJKW7 Dec 2022 26,245 -1,237 $25K -2.4% 0.00% ABS-MBS
591 Fannie Mae 3140FLTA6 Dec 2022 24,518 -599 $23K -0.2% 0.00% ABS-MBS
592 OEC FINANCE LTD 67614CAF7 Dec 2022 744,752 +37,778 $21K +10.1% 0.00% DBT
593 Fannie Mae 3140FNFA7 Dec 2022 20,438 -582 $19K -0.6% 0.00% ABS-MBS
594 Fannie Mae 3140EBTE1 Dec 2022 13,649 -1,209 $13K -6.1% 0.00% ABS-MBS
595 Fannie Mae 31417YGJ0 Dec 2022 10,196 -711 $10K -6.1% 0.00% ABS-MBS
596 Fannie Mae 3140F2B41 Dec 2022 9,158 -505 $9K -3.1% 0.00% ABS-MBS
597 Conn Funding II, L.P 20825GAA3 Dec 2022 8,148 -1,840,451 $8K -99.6% 0.00% ABS-O
598 Fannie Mae 3138WJD96 Dec 2022 8,502 -388 $8K -2.4% 0.00% ABS-MBS
599 Fannie Mae 31417BRN9 Dec 2022 7,901 -663 $7K -5.0% 0.00% ABS-MBS
600 Fannie Mae 3140FHRB5 Dec 2022 7,881 -239 $7K -0.8% 0.00% ABS-MBS
601 Fannie Mae 3140FLT81 Dec 2022 6,025 -318 $6K -2.9% 0.00% ABS-MBS
602 ODEBRECHT HOLDCO FIN LTD 67577TAA6 Dec 2022 3,418,480 — $4K -40.0% 0.00% DBT
603 Fannie Mae 31410KGP3 Dec 2022 2,878 -101 $3K -3.2% 0.00% ABS-MBS
604 Wells Fargo Home Equity Trust 86359BMW8 Dec 2022 2,690 -88 $3K -2.8% 0.00% ABS-MBS
605 Fannie Mae 31371J7F5 Dec 2022 1,162 -82 $1K -6.9% 0.00% ABS-MBS
606 Fannie Mae 31371LTJ8 Dec 2022 1,062 -35 $1K -3.4% 0.00% ABS-MBS
607 Freddie Mac 31296L3C3 Dec 2022 531 -67 $534 -11.2% 0.00% ABS-MBS
608 Freddie Mac 3128NHWD1 Dec 2022 359 -5 $360 -2.7% 0.00% ABS-MBS
609 WF-RBS Commercial Mortgage Trust 92937EAS3 Dec 2022 6,753,968 -38,164,275 $176 -99.1% 0.00% ABS-MBS
610 Freddie Mac 3128NHRW5 Dec 2022 145 -2 $146 -2.5% 0.00% ABS-MBS
611 Fannie Mae 31403NCL9 Dec 2022 103 -2 $106 -1.7% 0.00% ABS-MBS
612 SANTANDER HOLDINGS USA 80282KAP1 Dec 2022 0 -3,049,000 $0 -100.0% 0.00% DBT
613 Credit Suisse International 000000000 Dec 2022 634 New $-155 — -0.00% DCR
614 Citigroup Global Markets, Inc. 000000000 Dec 2022 24,710 New $-6044 — -0.00% DCR
615 Citigroup Global Markets, Inc. 000000000 Dec 2022 81,733 New $-19993 — -0.00% DCR
616 Citigroup Global Markets, Inc. 000000000 Dec 2022 87,436 New $-21388 — -0.00% DCR
617 Goldman Sachs International 000000000 Dec 2022 93,772 New $-22938 — -0.00% DCR
618 Citigroup Global Markets, Inc. 000000000 Dec 2022 101,375 New $-24798 — -0.00% DCR
619 Citigroup Global Markets, Inc. 000000000 Dec 2022 122,917 New $-30067 — -0.00% DCR
620 Citigroup Global Markets, Inc. 000000000 Dec 2022 142,558 New $-34872 — -0.00% DCR
621 Citigroup Global Markets, Inc. 000000000 Dec 2022 145,092 New $-35492 — -0.00% DCR
622 Citigroup Global Markets, Inc. 000000000 Dec 2022 150,795 New $-36887 — -0.00% DCR
623 Citigroup Global Markets, Inc. 000000000 Dec 2022 157,131 New $-38437 — -0.00% DCR
624 JPMorgan Securities LLC 000000000 Dec 2022 204,650 New $-50061 — -0.00% DCR
625 Deutsche Bank AG 000000000 Dec 2022 218,589 New $-53471 — -0.00% DCR
626 Citigroup Global Markets, Inc. 000000000 Dec 2022 273,712 New $-66954 — -0.00% DCR
627 Chicago Board of Trade 000000000 Dec 2022 356 New $-101855 — -0.00% DIR
628 Intercontinental Exchange, Inc. 000000000 Dec 2022 19,575,000 New $-144416 — -0.00% DCR
629 JPMorgan Securities LLC 000000000 Dec 2022 798,325 New $-195284 — -0.01% DCR
630 Credit Suisse International 000000000 Dec 2022 871,188 New $-213107 — -0.01% DCR
631 Deutsche Bank AG 000000000 Dec 2022 947,853 New $-231861 — -0.01% DCR
632 Chicago Board of Trade 000000000 Dec 2022 347 New $-264205 — -0.01% DIR
633 Deutsche Bank AG 000000000 Dec 2022 1,094,213 New $-267663 — -0.01% DCR
634 Credit Suisse International 000000000 Dec 2022 1,125,259 New $-275257 — -0.01% DCR
635 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1,265,282 New $-309509 — -0.01% DCR
636 Chicago Board of Trade 000000000 Dec 2022 151 New $-322053 — -0.01% DIR
637 Credit Suisse International 000000000 Dec 2022 1,368,558 New $-334772 — -0.01% DCR
638 Citigroup Global Markets, Inc. 000000000 Dec 2022 1,612,491 New $-394442 — -0.01% DCR
639 UBS AG 000000000 Dec 2022 1 New $-501563 — -0.02% DFE
640 Deutsche Bank AG 000000000 Dec 2022 2,100,356 New $-513782 — -0.02% DCR
641 Deutsche Bank AG 000000000 Dec 2022 2,100,356 New $-513782 — -0.02% DCR
642 Deutsche Bank AG 000000000 Dec 2022 2,905,651 New $-710771 — -0.02% DCR
643 Citibank N.A. 000000000 Dec 2022 1 New $-3880416 — -0.13% DFE
✕ United States Treasury 91282CAR2 — 145,223,600 Exited $144.9M — — —
✕ United States Treasury 91282CEA5 — 75,199,500 Exited $72.3M — — —
✕ United States Treasury 91282CFA4 — 69,981,700 Exited $68.4M — — —
✕ UMBS, TBA 01F0226A8 — 73,165,000 Exited $61.4M — — —
✕ UMBS, TBA 01F0206A2 — 54,968,000 Exited $44.5M — — —
✕ United States Treasury 91282CDJ7 — 50,234,000 Exited $40.8M — — —
✕ United States Treasury 91282CEP2 — 35,122,500 Exited $32.5M — — —
✕ Government National Mortgage Association 21H0426A2 — 32,691,000 Exited $31.3M — — —
✕ UMBS, TBA 01F0406A0 — 20,527,528 Exited $19.0M — — —
✕ United States Treasury 91282CFF3 — 19,800,700 Exited $18.1M — — —
✕ United States Treasury 912810FP8 — 14,220,600 Exited $15.7M — — —
✕ UMBS, TBA 01F0306A1 — 17,133,170 Exited $14.9M — — —
✕ Government National Mortgage Association 21H0406A6 — 13,579,513 Exited $12.7M — — —
✕ BOOKING HOLDINGS INC 09857LAR9 — 9,010,000 Exited $8.5M — — —
✕ RAYTHEON TECH CORP 913017CY3 — 8,502,000 Exited $8.0M — — —
✕ BANK OF AMERICA CORP 06051GJT7 — 9,685,000 Exited $7.5M — — —
✕ WELLS FARGO & COMPANY 95000U2U6 — 8,799,000 Exited $7.2M — — —
✕ ENTERGY CORP 29364GAN3 — 8,687,000 Exited $7.1M — — —
✕ WARNERMEDIA HOLDINGS INC 55903VAL7 — 7,614,000 Exited $6.3M — — —
✕ WRKCo Inc 96145DAH8 — 6,569,000 Exited $6.1M — — —
✕ GOLDMAN SACHS GROUP INC 38141GYB4 — 7,696,000 Exited $6.0M — — —
✕ DIGITAL REALTY TRUST LP 25389JAU0 — 6,738,000 Exited $5.9M — — —
✕ NOMURA HOLDINGS INC 65535HBA6 — 7,689,000 Exited $5.8M — — —
✕ TRANSCANADA PIPELINES 893526DJ9 — 5,470,000 Exited $5.3M — — —
✕ TENCENT HOLDINGS LTD 88032WAT3 — 5,470,000 Exited $4.9M — — —
✕ BARCLAYS PLC 06738EBZ7 — 4,935,000 Exited $4.7M — — —
✕ PARKER-HANNIFIN CORP 701094AS3 — 4,439,000 Exited $4.2M — — —
✕ MOODY'S CORPORATION 615369AP0 — 4,376,000 Exited $4.1M — — —
✕ Host Hotels & Resorts LP 44107TAV8 — 3,958,000 Exited $3.8M — — —
✕ Government National Mortgage Association 21H0306A7 — 4,174,759 Exited $3.7M — — —
✕ HARLEY-DAVIDSON FINL SER 41283LAY1 — 3,759,000 Exited $3.5M — — —
✕ TRANSCANADA PIPELINES 89352HAD1 — 3,397,000 Exited $3.4M — — —
✕ Citigroup Inc 172967ME8 — 3,617,000 Exited $3.2M — — —
✕ ENERGY TRANSFER LP 29279FAA7 — 3,278,000 Exited $2.9M — — —
✕ UBS Group AG 90352JAF0 — 3,018,000 Exited $2.9M — — —
✕ NATIONWIDE MUTUAL INSURA 638671AK3 — 2,058,000 Exited $2.6M — — —
✕ JPMorgan Chase & Co 46625HHA1 — 2,456,000 Exited $2.4M — — —
✕ Oracle Corp 68389XBW4 — 3,456,000 Exited $2.3M — — —
✕ WORKDAY INC 98138HAJ0 — 2,673,000 Exited $2.3M — — —
✕ INVERSIONES CMPC SA 46128MAN1 — 2,742,000 Exited $2.2M — — —
✕ AIR LEASE CORP 00914AAQ5 — 2,650,000 Exited $2.1M — — —
✕ SANTANDER HOLDINGS USA 80282KBD7 — 2,048,000 Exited $2.0M — — —
✕ TRANSCONT GAS PIPE LINE 893574AP8 — 2,203,000 Exited $1.9M — — —
✕ MORGAN STANLEY 61747YET8 — 1,880,000 Exited $1.8M — — —
✕ GOLDMAN SACHS GROUP INC 38141GYJ7 — 2,288,000 Exited $1.7M — — —
✕ HOST HOTELS & RESORTS LP 44107TBA3 — 2,126,000 Exited $1.6M — — —
✕ AMERICAN TOWER CORP 03027XBW9 — 1,717,000 Exited $1.5M — — —
✕ ORACLE CORP 68389XBZ7 — 1,857,000 Exited $1.3M — — —
✕ BANK OF AMERICA CORP 06051GKA6 — 1,555,000 Exited $1.2M — — —
✕ ABN AMRO Bank NV 00080QAF2 — 1,171,000 Exited $1.1M — — —
✕ ASHTEAD CAPITAL INC 04505AAA7 — 1,037,000 Exited $1.0M — — —
✕ GOLDMAN SACHS GROUP INC 38141GZM9 — 1,157,000 Exited $0.9M — — —
✕ BELLEMEADE RE LT 07877KAC4 — 502,419 Exited $0.5M — — —
✕ BAIDU INC 056752AR9 — 217,000 Exited $0.2M — — —
✕ Upstart Securitization Trust 91680EAA3 — 126,968 Exited $0.1M — — —
✕ JPMorgan Chase & Co 48127FAA1 — 107,000 Exited $0.1M — — —
✕ Eagle Re Ltd 26982LAA8 — 65,641 Exited $0.1M — — —