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Bernstein Intermediate Duration Institutional Portfolio

BERNSTEIN SANFORD C FUND II INC

Assets: $723M Net: $675M Series: S000011063 EDGAR ↗
+99
New
-61
Exited
634
Positions
Period:
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# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 United States Treasury 912828R36 Dec 2022 43,356,600 — $39.9M +0.8% 5.91% DBT
2 United States Treasury 91282CFZ9 — 34,871,000 New $34.7M — 5.14% DBT
3 United States Treasury 912796YT0 — 21,166,600 New $20.4M — 3.01% STIV
4 United States Treasury 912796W47 — 17,222,600 New $16.9M — 2.51% STIV
5 United States Treasury 91282CFQ9 — 14,509,500 New $14.5M — 2.14% DBT
6 UMBS, TBA 01F022618 — 16,798,087 New $14.2M — 2.11% ABS-MBS
7 United States Treasury 912810QD3 Dec 2022 10,740,000 — $11.3M -0.6% 1.67% DBT
8 United States Treasury 912810SJ8 Dec 2022 15,570,000 — $11.0M -3.1% 1.63% DBT
9 UMBS, TBA 01F020612 — 13,171,000 New $10.8M — 1.59% ABS-MBS
10 United States Treasury 91282CFA4 Dec 2022 10,990,700 -9,012,300 $10.7M -45.2% 1.59% DBT
11 United States Treasury 912828Z94 Dec 2022 10,851,000 — $9.3M +0.6% 1.37% DBT
12 United States Treasury 9128286B1 Dec 2022 8,921,000 — $8.3M +0.5% 1.22% DBT
13 United States Treasury 91282CFB2 Dec 2022 8,723,600 -6,515,500 $8.3M -42.4% 1.22% DBT
14 Alliance Bernstein 018616748 Dec 2022 7,758,996 +645,141 $7.8M +9.1% 1.15% STIV
15 United States Treasury 912810QA9 Dec 2022 8,105,000 — $7.7M -0.7% 1.13% DBT
16 Government National Mortgage Association 21H042612 — 7,442,000 New $7.2M — 1.07% ABS-MBS
17 United States Treasury 912810TH1 Dec 2022 7,885,000 — $7.0M -0.5% 1.03% DBT
18 United States Treasury 912810SZ2 Dec 2022 9,349,400 — $6.2M -3.2% 0.91% DBT
19 United States Treasury 912810TK4 — 6,591,400 New $5.9M — 0.88% DBT
20 Fannie Mae 3140M2LW0 Dec 2022 6,448,417 -86,686 $5.7M -0.1% 0.84% ABS-MBS
21 Fannie Mae 3140QLGX8 Dec 2022 6,680,367 -98,799 $5.5M -0.5% 0.81% ABS-MBS
22 United States Treasury 912828R28 Dec 2022 5,514,000 — $5.5M +0.5% 0.81% DBT
23 UMBS, TBA 01F040610 — 5,775,746 New $5.4M — 0.80% ABS-MBS
24 Freddie Mac 3133KNWY5 Dec 2022 6,433,286 -112,121 $5.3M -0.8% 0.78% ABS-MBS
25 United States Treasury 91282CFM8 — 4,747,900 New $4.8M — 0.71% DBT
26 United States Treasury 912810SA7 Dec 2022 5,490,000 — $4.5M -2.0% 0.67% DBT
27 Fannie Mae 3140M2QB1 Dec 2022 5,116,769 -27,956 $4.5M +0.6% 0.67% ABS-MBS
28 United States Treasury 912810TL2 — 4,367,100 New $4.4M — 0.65% DBT
29 United States Treasury 912810FP8 Dec 2022 3,645,900 — $4.0M -0.5% 0.59% DBT
30 United States Treasury 912810RS9 Dec 2022 5,327,100 — $4.0M -0.9% 0.59% DBT
31 Fannie Mae 3140XGCD9 Dec 2022 4,613,989 -101,320 $3.9M -1.2% 0.58% ABS-MBS
32 Freddie Mac 3133B6UF5 Dec 2022 4,149,678 -50,600 $3.7M -0.0% 0.54% ABS-MBS
33 United States Treasury 912810SK5 Dec 2022 4,905,000 — $3.6M -3.1% 0.53% DBT
34 Government National Mortgage Association 21H040616 — 3,274,982 New $3.1M — 0.46% ABS-MBS
35 United States Treasury 912810TC2 Dec 2022 4,277,800 -2,616,200 $3.1M -37.6% 0.46% DBT
36 United States Treasury 91282CFU0 — 3,016,200 New $3.0M — 0.45% DBT
37 UMBS, TBA 01F030611 — 3,448,896 New $3.0M — 0.45% ABS-MBS
38 Fannie Mae 3138MFS99 Dec 2022 3,205,957 -98,435 $3.0M -1.6% 0.44% ABS-MBS
39 Fannie Mae 3140QN6A5 Dec 2022 3,477,769 -78,290 $3.0M -1.1% 0.44% ABS-MBS
40 AIB GROUP PLC 00135TAC8 — 2,855,000 New $2.9M — 0.43% DBT
41 AREIT CRE Trust 04002VAA9 Dec 2022 3,030,312 -39,062 $2.9M -1.9% 0.43% ABS-MBS
42 Freddie Mac 3133B93N2 Dec 2022 3,385,370 -19,938 $2.9M +0.5% 0.43% ABS-MBS
43 Regatta XX Funding Ltd 75884YAA6 Dec 2022 2,923,878 — $2.8M +2.6% 0.42% ABS-CBDO
44 BFLD Trust 05554BAA2 Dec 2022 2,976,000 — $2.8M -1.1% 0.42% ABS-MBS
45 United States Treasury 91282CFX4 — 2,776,200 New $2.8M — 0.41% DBT
46 State of California 13063BFR8 Dec 2022 2,040,000 — $2.6M +1.8% 0.38% DBT
47 WEIBO CORP 948596AE1 Dec 2022 3,313,000 — $2.5M +3.4% 0.37% DBT
48 Freddie Mac - STACR 35564KKY4 Dec 2022 2,513,292 — $2.4M +4.7% 0.35% ABS-MBS
49 United States Treasury 912810TG3 Dec 2022 2,949,900 — $2.4M -3.6% 0.35% DBT
50 Fannie Mae 3140QN6B3 Dec 2022 2,793,324 -20,375 $2.4M +0.4% 0.35% ABS-MBS
51 Freddie Mac - STACR 35564KYP8 Dec 2022 2,273,720 — $2.4M +4.3% 0.35% ABS-MBS
52 Banc of America Merrill Lynch Large Loan Inc 054966AA4 Dec 2022 2,435,000 — $2.3M +0.0% 0.34% ABS-MBS
53 FISERV INC 337738AU2 Dec 2022 2,539,000 — $2.3M +3.4% 0.34% DBT
54 MPLX LP 55336VAL4 Dec 2022 2,687,000 — $2.3M +3.2% 0.34% DBT
55 Fannie Mae 3140MA4G6 Dec 2022 2,679,236 -68,444 $2.3M -1.4% 0.34% ABS-MBS
56 Freddie Mac - STACR 35564KMH9 Dec 2022 2,411,530 — $2.3M +4.8% 0.34% ABS-MBS
57 BAT CAPITAL CORP 05526DBR5 Dec 2022 2,706,000 — $2.3M +4.5% 0.33% DBT
58 Fannie Mae - CAS 20754LAB5 Dec 2022 2,305,760 — $2.2M +4.3% 0.32% ABS-MBS
59 KYNDRYL HOLDINGS INC 50155QAJ9 Dec 2022 2,545,000 — $2.1M +2.9% 0.31% DBT
60 JPMORGAN CHASE & CO 46647PDM5 — 2,074,000 New $2.1M — 0.31% DBT
61 SOCIETE GENERALE 83368RBH4 Dec 2022 2,339,000 — $2.0M +3.6% 0.30% DBT
62 MT LOGAN RE LTD 000000000 Dec 2022 2,267 -15,684 $2.0M -50428.5% 0.30% EC
63 Freddie Mac - STACR 35564KL31 Dec 2022 2,004,945 -137,384 $2.0M -6.1% 0.30% ABS-MBS
64 Fannie Mae - CAS 20754MBZ9 Dec 2022 1,974,827 -120,719 $2.0M -4.9% 0.29% ABS-MBS
65 BP CAP MARKETS AMERICA 10373QBP4 Dec 2022 2,985,000 — $2.0M +4.0% 0.29% DBT
66 MICRON TECHNOLOGY INC 595112BV4 — 1,924,000 New $2.0M — 0.29% DBT
67 LAS VEGAS SANDS CORP 517834AF4 Dec 2022 2,303,000 — $2.0M +2.2% 0.29% DBT
68 Barclays Commercial Mortgage Securities LLC 05493BAA6 Dec 2022 1,998,000 — $1.9M -2.0% 0.29% ABS-MBS
69 OCP CLO Ltd 671078AN3 Dec 2022 1,954,000 — $1.9M +1.2% 0.28% ABS-CBDO
70 United States Treasury 912810TM0 — 1,934,200 New $1.9M — 0.28% DBT
71 Fannie Mae 3140MA4D3 Dec 2022 2,238,260 -15,158 $1.9M +0.4% 0.28% ABS-MBS
72 ROSS STORES INC 778296AC7 Dec 2022 1,925,000 — $1.9M +0.8% 0.28% DBT
73 Fannie Mae 3138WPG65 Dec 2022 1,999,406 -73,983 $1.9M -2.1% 0.28% ABS-MBS
74 Pikes Peak CLO 72133CAA0 Dec 2022 1,906,547 — $1.9M +2.1% 0.28% ABS-CBDO
75 Marathon Oil Corp 565849AB2 Dec 2022 1,800,000 — $1.9M +2.9% 0.27% DBT
76 Brex Inc 05601DAC7 Dec 2022 1,888,000 — $1.8M -0.0% 0.27% ABS-O
77 Freddie Mac 3132DNA94 Dec 2022 2,126,833 -31,855 $1.8M -0.2% 0.27% ABS-MBS
78 BELLEMEADE RE LT 07876AAB9 Dec 2022 1,891,912 — $1.8M -0.6% 0.27% ABS-MBS
79 Fannie Mae - CAS 20754AAA1 Dec 2022 1,843,069 -193,948 $1.8M -9.2% 0.27% ABS-MBS
80 Fannie Mae 3140QMZC1 Dec 2022 2,111,099 -43,006 $1.8M -0.9% 0.27% ABS-MBS
81 United States Treasury 912810RC4 Dec 2022 1,943,400 — $1.8M -0.7% 0.27% DBT
82 BELLEMEADE RE LT 078777AA7 Dec 2022 1,893,917 — $1.8M +0.8% 0.27% ABS-MBS
83 HP INC 40434LAN5 Dec 2022 1,907,000 — $1.8M +6.1% 0.27% DBT
84 BARCLAYS PLC 06738ECD5 — 1,678,000 New $1.7M — 0.26% DBT
85 Freddie Mac 3133B93R3 Dec 2022 2,036,050 -36,660 $1.7M -0.7% 0.26% ABS-MBS
86 Rockford Tower CLO Ltd 77341KAJ0 Dec 2022 1,882,790 — $1.7M +7.9% 0.26% ABS-CBDO
87 Danske Bank A/S 23636AAP6 Dec 2022 1,744,000 — $1.7M +0.4% 0.25% DBT
88 Freedom Financial 35635CAC6 Dec 2022 1,760,000 — $1.7M +0.7% 0.25% ABS-O
89 Oaktown Re Ltd 67389JAA6 Dec 2022 1,766,937 — $1.7M -1.7% 0.25% ABS-MBS
90 Fannie Mae - CAS 20754BAA9 Dec 2022 1,738,642 -174,414 $1.7M -9.2% 0.25% ABS-MBS
91 United States Treasury 912810RT7 Dec 2022 2,376,900 — $1.7M -1.0% 0.25% DBT
92 GSF 2021 1 ISSUER LLC 36261CAC5 Dec 2022 1,801,000 — $1.7M -0.2% 0.25% ABS-O
93 CHARLES SCHWAB CORP 808513BK0 Dec 2022 1,949,000 — $1.7M +5.2% 0.25% DBT
94 Neuberger Berman CLO Ltd 64134AAA0 Dec 2022 1,729,056 — $1.7M +2.0% 0.25% ABS-CBDO
95 AIRCASTLE LTD 00928QAU5 Dec 2022 2,065,000 — $1.7M +6.8% 0.25% DBT
96 Avis Budget Rental Car Funding AESOP LLC 05377RCY8 Dec 2022 1,700,000 — $1.7M -0.1% 0.25% ABS-O
97 United States Treasury 912810PT9 Dec 2022 1,525,000 — $1.7M -1.0% 0.25% DBT
98 Freddie Mac - STACR 35564KRF8 Dec 2022 1,716,861 — $1.7M +4.7% 0.25% ABS-MBS
99 AB Issuer LLC 00091JAA6 Dec 2022 2,090,205 — $1.7M -2.8% 0.25% ABS-O
100 Avis Budget Rental Car Funding AESOP LLC 05377RDC5 Dec 2022 1,680,000 — $1.7M +0.1% 0.24% ABS-O
101 Fannie Mae 3140JYGR1 Dec 2022 1,773,749 -142,656 $1.6M -5.7% 0.24% ABS-MBS
102 ONEOK Inc 682680AS2 Dec 2022 1,720,000 — $1.6M +2.5% 0.24% DBT
103 WRKCo Inc 96145DAH8 Dec 2022 1,732,000 — $1.6M +1.1% 0.24% DBT
104 Diamond Issuer LLC 25267TAN1 Dec 2022 1,940,541 — $1.6M -1.9% 0.24% ABS-O
105 DOMINICAN REPUBLIC 25714PEF1 Dec 2022 1,919,000 — $1.6M +10.8% 0.23% DBT
106 Neighborly Issuer LLC 64016NAC1 Dec 2022 1,997,902 -5,032 $1.6M -1.7% 0.23% ABS-O
107 BANK OF AMERICA CORP 06051GKP3 Dec 2022 1,652,000 — $1.6M +2.0% 0.23% DBT
108 HFX FUNDING ISSUER 40422GAE0 Dec 2022 1,690,000 — $1.6M +1.0% 0.23% ABS-MBS
109 Fannie Mae - CAS 20753XAB0 Dec 2022 1,544,519 — $1.6M +6.6% 0.23% ABS-MBS
110 JPMORGAN CHASE & CO 46647PDG8 Dec 2022 1,570,000 — $1.5M +1.8% 0.23% DBT
111 WARNERMEDIA HOLDINGS INC 55903VAL7 Dec 2022 1,826,000 — $1.5M +0.1% 0.22% DBT
112 ENBRIDGE ENERGY PARTNERS 29250RAX4 Dec 2022 1,337,000 -376,000 $1.5M -19.3% 0.22% DBT
113 CELANESE US HOLDINGS LLC 15089QAR5 Dec 2022 1,494,000 — $1.5M +1.3% 0.22% DBT
114 ALTRIA GROUP INC 02209SBJ1 Dec 2022 1,745,000 — $1.5M +5.2% 0.22% DBT
115 HARLEY-DAVIDSON FINL SER 41283LBA2 Dec 2022 1,664,000 +734,000 $1.5M +86.4% 0.22% DBT
116 VORNADO REALTY LP 929043AL1 Dec 2022 2,003,000 — $1.5M -2.9% 0.22% DBT
117 Fannie Mae - CAS 20754NAB1 Dec 2022 1,464,494 -85,193 $1.5M -4.2% 0.22% ABS-MBS
118 MIZUHO FINANCIAL GROUP 60687YCL1 Dec 2022 1,480,000 — $1.5M +2.2% 0.22% DBT
119 Elmwood CLO IX Ltd 29003UAA7 Dec 2022 1,500,000 — $1.5M +2.0% 0.22% ABS-CBDO
120 FED CAISSES DESJARDINS 31429KAH6 Dec 2022 1,523,000 — $1.5M +1.6% 0.22% DBT
121 GoldenTree Loan Management US CLO1, LTD 38138LAL2 Dec 2022 1,491,000 — $1.4M +2.3% 0.21% ABS-CBDO
122 Suncor Energy Inc 71644EAJ1 Dec 2022 1,377,000 — $1.4M +3.7% 0.21% DBT
123 Balboa Bay Loan Funding Ltd 05765XAA9 Dec 2022 1,472,447 — $1.4M +1.8% 0.21% ABS-CBDO
124 FEDERAL HOME LOAN BANK 3130AFW94 Dec 2022 1,465,000 — $1.4M -0.0% 0.21% DBT
125 State Board of Administration Finance Corp 341271AE4 Dec 2022 1,634,000 — $1.4M +1.8% 0.21% DBT
126 Fannie Mae 3138X6P58 Dec 2022 1,444,886 -38,788 $1.4M -0.6% 0.21% ABS-MBS
127 University of California 91412HKE2 Dec 2022 2,070,000 — $1.4M +0.3% 0.21% DBT
128 United States Treasury 912810TA6 Dec 2022 1,998,100 -6,150,400 $1.4M -75.3% 0.20% DBT
129 Morgan Stanley 61744YAP3 Dec 2022 1,502,000 — $1.4M +1.6% 0.20% DBT
130 IBM CORP 459200KV2 Dec 2022 1,499,000 — $1.4M +4.3% 0.20% DBT
131 HSBC Holdings PLC 404280AT6 Dec 2022 1,407,000 -1,339,000 $1.4M -44.6% 0.20% DBT
132 Freddie Mac - STACR 35564KWT2 Dec 2022 1,357,810 — $1.4M +5.8% 0.20% ABS-MBS
133 INTEL CORP 458140CC2 Dec 2022 1,536,000 — $1.4M +1.6% 0.20% DBT
134 Freddie Mac - STACR 35564KNS4 Dec 2022 1,530,017 — $1.4M +3.8% 0.20% ABS-MBS
135 COLONY MORTGAGE CAPITAL LTD 12564NAL6 Dec 2022 1,450,000 — $1.3M -0.8% 0.20% ABS-MBS
136 CDBL FUNDING 1 000000000 Dec 2022 1,460,000 New $1.3M — 0.20% DBT
137 United States Treasury 912810TF5 Dec 2022 1,736,000 — $1.3M +0.3% 0.20% DBT
138 Government National Mortgage Association 21H030617 — 1,480,123 New $1.3M — 0.20% ABS-MBS
139 BANCO DE CREDITO DEL PER 05971U2C0 Dec 2022 1,447,000 — $1.3M +3.8% 0.20% DBT
140 COMISION FEDERAL DE ELEC 200447AH3 Dec 2022 1,685,000 — $1.3M +8.3% 0.19% DBT
141 Freddie Mac 3133A1B92 Dec 2022 1,408,681 -30,006 $1.3M -0.3% 0.19% ABS-MBS
142 NXP BV/NXP FUNDING LLC 62947QBC1 Dec 2022 1,300,000 — $1.3M +2.3% 0.19% DBT
143 Credit Suisse Group AG 225401AJ7 Dec 2022 1,617,000 — $1.3M -6.4% 0.19% DBT
144 HONEYWELL INTERNATIONAL 000000000 Dec 2022 1,241,000 New $1.3M — 0.19% DBT
145 CREDIT SUISSE GROUP AG 225401AU2 Dec 2022 1,865,000 — $1.3M -1.2% 0.19% DBT
146 SWISS RE FINANCE LUX 000000000 Dec 2022 1,400,000 New $1.3M — 0.19% DBT
147 CPS Auto Trust 12659WAE8 Dec 2022 1,373,000 — $1.3M +0.8% 0.19% ABS-O
148 Rockford Tower CLO Ltd 77341LAA7 Dec 2022 1,309,799 — $1.3M +2.2% 0.19% ABS-CBDO
149 Fannie Mae 3136BCF21 Dec 2022 6,802,499 -239,542 $1.3M -4.6% 0.19% ABS-MBS
150 Upstart Securitization Trust 91679LAB8 Dec 2022 1,360,000 — $1.3M +1.0% 0.19% ABS-O
151 CREDIT SUISSE GROUP AG 225401AY4 Dec 2022 1,346,000 — $1.3M -2.9% 0.19% DBT
152 CARNIVAL CORP 143658BQ4 Dec 2022 1,545,000 — $1.3M +0.9% 0.19% DBT
153 Santander Bank Auto Credit-Linked Notes 80290CAS3 Dec 2022 1,271,408 -197,362 $1.2M -13.9% 0.18% ABS-O
154 CPS Auto Trust 12598CAG1 Dec 2022 1,350,000 — $1.2M +1.3% 0.18% ABS-O
155 United States Treasury 912828YS3 Dec 2022 1,386,000 — $1.2M +0.6% 0.18% DBT
156 Ford Credit Auto Owner Trust/Ford Credit 345340AD5 Dec 2022 1,390,000 — $1.2M +0.9% 0.18% ABS-O
157 United States Treasury 912810SU3 Dec 2022 1,882,500 -2,180,700 $1.2M -55.1% 0.18% DBT
158 ZOETIS INC 98978VAU7 — 1,182,000 New $1.2M — 0.18% DBT
159 Fannie Mae 3140K3BF8 Dec 2022 1,298,781 -42,245 $1.2M -1.4% 0.18% ABS-MBS
160 United States Treasury 912810RX8 Dec 2022 1,447,000 — $1.2M -1.6% 0.18% DBT
161 Dryden Senior Loan Fund 26253LAE2 Dec 2022 1,260,000 — $1.2M +2.9% 0.18% ABS-CBDO
162 Fannie Mae 3140JXTG3 Dec 2022 1,273,489 -33,911 $1.2M -0.8% 0.17% ABS-MBS
163 United States Treasury 912810TD0 Dec 2022 1,671,700 — $1.2M -3.3% 0.17% DBT
164 Fannie Mae - CAS 20754DAB3 Dec 2022 1,206,445 — $1.2M +4.9% 0.17% ABS-MBS
165 ENTEGRIS ESCROW CORP 29365BAA1 Dec 2022 1,270,000 — $1.2M +3.1% 0.17% DBT
166 Freddie Mac - STACR 35564KPV5 Dec 2022 1,223,238 — $1.2M +4.6% 0.17% ABS-MBS
167 CNH INDUSTRIAL CAP LLC 12592BAN4 Dec 2022 1,191,000 — $1.2M +0.5% 0.17% DBT
168 VAR ENERGI ASA 92212WAD2 — 1,132,000 New $1.2M — 0.17% DBT
169 SANTANDER UK GROUP HLDGS 80281LAH8 Dec 2022 1,150,000 — $1.1M +0.6% 0.17% DBT
170 United States Treasury 912810FT0 Dec 2022 1,073,800 — $1.1M -0.9% 0.17% DBT
171 VAR ENERGI ASA 92212WAE0 — 1,108,000 New $1.1M — 0.17% DBT
172 Home Re Ltd 43730VAB4 Dec 2022 1,162,055 — $1.1M -0.2% 0.17% ABS-MBS
173 Citigroup Commercial Mortgage Trust 17320DAQ1 Dec 2022 1,140,000 — $1.1M +0.8% 0.17% ABS-MBS
174 WESTINGHOUSE AIR BRAKE 960386AN0 Dec 2022 1,145,000 — $1.1M +0.2% 0.17% DBT
175 HSBC HOLDINGS PLC 404280CN7 — 1,410,000 New $1.1M — 0.16% DBT
176 Flatiron CLO Ltd 33883PAC1 Dec 2022 1,130,000 — $1.1M +2.2% 0.16% ABS-CBDO
177 GSF 2021 1 ISSUER LLC 36261CAA9 Dec 2022 1,184,639 +976 $1.1M +0.4% 0.16% ABS-O
178 Freddie Mac 3137FRZU8 Dec 2022 5,227,471 -226,839 $1.1M -0.9% 0.16% ABS-MBS
179 NATIONWIDE BLDG SOCIETY 63861VAF4 Dec 2022 1,238,000 — $1.1M +2.3% 0.16% DBT
180 LOWE'S COS INC 548661EN3 Dec 2022 1,126,000 — $1.1M +4.9% 0.16% DBT
181 Genworth Mortgage Insurance Corporation 89600HAA7 Dec 2022 1,075,662 -149,826 $1.1M -11.9% 0.16% ABS-MBS
182 OCHSNER LSU HEALTH SYST 67555JAA4 Dec 2022 1,480,000 — $1.1M -5.5% 0.16% DBT
183 Fannie Mae 3138WJGA0 Dec 2022 1,130,054 -52,456 $1.1M -2.4% 0.16% ABS-MBS
184 MORGAN STANLEY 61747YER2 Dec 2022 1,110,000 — $1.1M +1.5% 0.16% DBT
185 MetLife Capital Trust IV 591560AA5 Dec 2022 970,000 — $1.1M +1.1% 0.16% DBT
186 BNP PARIBAS 000000000 Dec 2022 1,307,000 New $1.0M — 0.15% DBT
187 Brex Inc 05601DAA1 Dec 2022 1,021,000 — $1.0M +0.8% 0.15% ABS-O
188 CONTINENTAL RESOURCES 212015AV3 Dec 2022 1,353,000 — $1.0M +1.6% 0.15% DBT
189 ROYAL CARIBBEAN CRUISES 780153BS0 Dec 2022 993,000 — $999K +3.4% 0.15% DBT
190 Fannie Mae - CAS 20754KAB7 Dec 2022 1,070,622 — $996K +4.0% 0.15% ABS-MBS
191 BELLEMEADE RE LT 07876MAC1 Dec 2022 1,036,483 — $990K -1.2% 0.15% ABS-MBS
192 Freddie Mac 31335AY51 Dec 2022 1,018,154 -23,146 $986K -2.0% 0.15% ABS-MBS
193 AVIATION CAPITAL GROUP 05369AAK7 Dec 2022 1,131,000 — $985K +3.7% 0.15% DBT
194 Elevation CLO Ltd 28621YAE5 Dec 2022 1,080,000 — $984K +2.5% 0.15% ABS-CBDO
195 Port Authority of New York & New Jersey 73358W4V3 Dec 2022 1,000,000 — $982K +0.8% 0.15% DBT
196 EMBRAER NETHERLANDS FINA 29082HAB8 Dec 2022 1,025,000 — $982K +5.1% 0.15% DBT
197 APPLE INC 037833ER7 Dec 2022 1,148,000 — $969K +3.0% 0.14% DBT
198 Freddie Mac 3132Y3ZL1 Dec 2022 974,880 -23,664 $960K -0.7% 0.14% ABS-MBS
199 CCO HLDGS LLC/CAP CORP 1248EPCL5 Dec 2022 1,243,000 — $957K +3.8% 0.14% DBT
200 BELLEMEADE RE LT 078774AB2 Dec 2022 1,000,000 — $952K -2.6% 0.14% ABS-MBS
201 Freddie Mac 3137F6JL2 Dec 2022 4,331,659 -68,182 $948K -2.2% 0.14% ABS-MBS
202 United States Treasury 912810PW2 Dec 2022 898,700 — $947K -1.0% 0.14% DBT
203 GLP CAPITAL LP / FIN II 361841AR0 Dec 2022 1,181,000 — $945K +6.7% 0.14% DBT
204 BROADCOM INC 11135FBV2 Dec 2022 1,079,000 — $943K +5.7% 0.14% DBT
205 LLOYDS BANKING GROUP PLC 539439AW9 — 887,000 New $940K — 0.14% DBT
206 ONEOK Inc 682680AW3 Dec 2022 1,012,000 — $938K +3.9% 0.14% DBT
207 CONTINENTAL RESOURCES 212015AT8 Dec 2022 1,006,000 — $937K +3.1% 0.14% DBT
208 SYNCHRONY FINANCIAL 87165BAR4 Dec 2022 1,255,000 — $935K +4.9% 0.14% DBT
209 WESTERN DIGITAL CORP 958102AR6 Dec 2022 1,284,000 -160,000 $923K -6.4% 0.14% DBT
210 STANDARD CHARTERED PLC 853254CL2 — 895,000 New $923K — 0.14% DBT
211 PLAINS ALL AMER PIPELINE 72650RBM3 Dec 2022 1,059,000 — $920K +4.2% 0.14% DBT
212 FLOWSERVE CORPORATION 34355JAB4 Dec 2022 1,227,000 — $917K +4.3% 0.14% DBT
213 DEUTSCHE BANK NY 25160PAJ6 Dec 2022 914,000 — $909K +2.4% 0.13% DBT
214 ALFA S.A. 015398AB6 Dec 2022 915,000 — $907K -0.0% 0.13% DBT
215 GLOBAL PAYMENTS INC 37940XAQ5 Dec 2022 944,000 — $900K +2.8% 0.13% DBT
216 Radnor Re LTD 75049SAB9 Dec 2022 908,876 — $898K +0.1% 0.13% ABS-MBS
217 Wells Fargo Commercial Mortgage Trust 95000KBH7 Dec 2022 1,030,000 — $897K -2.3% 0.13% ABS-MBS
218 Rad CLO Ltd 48662NAG2 Dec 2022 950,000 — $888K +6.5% 0.13% ABS-CBDO
219 Freddie Mac - STACR 35564KPU7 Dec 2022 903,868 -47,693 $881K -4.7% 0.13% ABS-MBS
220 Dominos Pizza Master Issuer LLC 25755TAN0 Dec 2022 1,051,980 -2,670 $875K +0.7% 0.13% ABS-O
221 AIRCASTLE LTD 00928QAT8 Dec 2022 906,000 — $872K +2.2% 0.13% DBT
222 AVIATION CAPITAL GROUP 05369AAH4 Dec 2022 879,000 — $862K +1.4% 0.13% DBT
223 BOOKING HOLDINGS INC 000000000 Dec 2022 789,000 New $852K — 0.13% DBT
224 DEUTSCHE BANK NY 251526CE7 Dec 2022 958,000 — $845K +3.8% 0.13% DBT
225 STANDARD CHARTERED PLC 853254CJ7 Dec 2022 885,000 — $841K +1.2% 0.12% DBT
226 BAT Capital Corp 05526DBN4 Dec 2022 917,000 — $840K +4.0% 0.12% DBT
227 CARGILL INC 141781BZ6 — 835,000 New $837K — 0.12% DBT
228 Affirm Inc 00834HAA2 Dec 2022 835,764 -332,256 $813K -28.7% 0.12% ABS-O
229 Fannie Mae 3140Q9T45 Dec 2022 815,777 -31,465 $803K -2.1% 0.12% ABS-MBS
230 DELTA AIR LINES/SKYMILES 830867AA5 Dec 2022 818,806 — $798K +0.3% 0.12% DBT
231 ENGIE ENERGIA CHILE SA 000000000 Dec 2022 981,000 New $797K — 0.12% DBT
232 DISH DBS CORP 25470XBF1 Dec 2022 996,000 — $796K +5.9% 0.12% DBT
233 MDC Holdings Inc 552676AQ1 Dec 2022 968,000 — $792K +7.4% 0.12% DBT
234 AMERICAN TOWER CORP 03027XBV1 Dec 2022 845,000 — $790K +2.1% 0.12% DBT
235 BX Trust 05608BAN0 Dec 2022 839,400 — $785K -0.9% 0.12% ABS-MBS
236 Carvana Auto Receivables Trust 14687KAG1 Dec 2022 989,000 — $780K -3.9% 0.12% ABS-O
237 GS Mortgage Securities Trust 36197QAC3 Dec 2022 785,044 -13,172 $780K -1.5% 0.12% ABS-MBS
238 Freddie Mac - STACR 35564KEL9 Dec 2022 778,630 — $763K +2.9% 0.11% ABS-MBS
239 Diamond Infrastructure Funding LLC 25265LAC4 Dec 2022 934,964 — $763K +0.1% 0.11% ABS-O
240 Ashford Hospitality Trust 04410CAA7 Dec 2022 791,993 — $762K -0.6% 0.11% ABS-MBS
241 Avis Budget Rental Car Funding AESOP LLC 05377REW0 Dec 2022 763,500 -763,500 $761K -49.9% 0.11% ABS-O
242 DIAMONDBACK ENERGY INC 25278XAV1 — 745,000 New $757K — 0.11% DBT
243 NXP BV/NXP FDG/NXP USA 62954HAY4 Dec 2022 875,000 — $755K +3.1% 0.11% DBT
244 Carvana Auto Receivables Trust 14687GAD7 Dec 2022 775,250 -129,750 $749K -13.8% 0.11% ABS-O
245 Freddie Mac - STACR 35564KH36 Dec 2022 747,682 -55,368 $748K -6.3% 0.11% ABS-MBS
246 CHILE ELEC PEC SPA 168831AA3 Dec 2022 1,040,000 — $744K +1.3% 0.11% DBT
247 BANCO SANTANDER SA 05964HAQ8 Dec 2022 800,000 — $741K +2.4% 0.11% DBT
248 MVW Owner Trust 55400KAB1 Dec 2022 826,399 -54,484 $740K -5.7% 0.11% ABS-O
249 ARAB REPUBLIC OF EGYPT 03846JAB6 Dec 2022 1,070,000 — $740K +20.0% 0.11% DBT
250 MORGAN STANLEY 61747YEV3 — 717,000 New $739K — 0.11% DBT
251 MORGAN STANLEY 000000000 Dec 2022 796,000 New $735K — 0.11% DBT
252 Intesa Sanpaolo SpA 46115HAT4 Dec 2022 757,000 — $731K +3.4% 0.11% DBT
253 Voya Financial Inc 45685EAG1 Dec 2022 742,000 — $729K +0.0% 0.11% DBT
254 GLOBAL PAYMENTS INC 37940XAB8 Dec 2022 845,000 — $721K +2.3% 0.11% DBT
255 Carvana Auto Receivables Trust 14687HAE3 Dec 2022 793,000 — $720K -1.1% 0.11% ABS-O
256 Hardee's Funding 411707AF9 Dec 2022 780,112 -2,037 $718K +0.3% 0.11% ABS-O
257 NATWEST GROUP PLC 639057AG3 — 688,000 New $716K — 0.11% DBT
258 GUARDIAN LIFE INSURANCE 401378AC8 Dec 2022 868,000 — $714K +0.4% 0.11% DBT
259 CIGNA CORP 125523AH3 Dec 2022 740,000 — $714K +2.1% 0.11% DBT
260 United States Treasury 912810QW1 Dec 2022 843,000 — $713K -0.5% 0.11% DBT
261 Nelnet Student Loan Trust 64035GAC3 Dec 2022 907,173 — $706K -0.1% 0.10% ABS-O
262 FORD MOTOR COMPANY 345370DB3 Dec 2022 759,000 — $703K +5.1% 0.10% DBT
263 Freddie Mac - STACR 35564KUX5 Dec 2022 711,298 — $703K +4.7% 0.10% ABS-MBS
264 United States Treasury 912810RQ3 Dec 2022 932,000 — $702K -0.9% 0.10% DBT
265 PMT CREDIT RISK TRANSFER TRUST 69345WAA6 Dec 2022 719,737 -29,285 $689K -4.2% 0.10% ABS-MBS
266 CITIGROUP INC 172967MU2 Dec 2022 788,000 — $687K +3.4% 0.10% DBT
267 Fannie Mae 3140E6KU5 Dec 2022 757,735 -20,481 $684K -1.2% 0.10% ABS-MBS
268 FOX CORP 35137LAH8 Dec 2022 700,000 — $678K +3.0% 0.10% DBT
269 DUKE ENERGY CAROLINAS NC 26443KAB1 Dec 2022 920,000 — $672K -0.5% 0.10% DBT
270 LAD Auto Receivables Trust 501683AA4 Dec 2022 690,351 -162,921 $671K -18.4% 0.10% ABS-O
271 PARKER-HANNIFIN CORP 701094AN4 Dec 2022 743,000 — $664K +1.4% 0.10% DBT
272 BNP PARIBAS 09659W2T0 Dec 2022 751,000 — $661K +2.9% 0.10% DBT
273 PLAINS ALL AMER PIPELINE 72650RBL5 Dec 2022 683,000 — $657K +1.6% 0.10% DBT
274 TSMC ARIZONA CORP 872898AF8 Dec 2022 685,000 — $655K +0.3% 0.10% DBT
275 Chicago Mercantile Exchange 000000000 Dec 2022 4,950,000 New $652K — 0.10% DIR
276 TENCENT HOLDINGS LTD 88032WAV8 Dec 2022 1,022,000 — $642K +5.2% 0.10% DBT
277 NMEF Funding LLC 62890MAB0 — 639,000 New $638K — 0.09% ABS-O
278 Natixis Commercial Mortgage Securities 63875FAA4 Dec 2022 666,204 — $637K -2.8% 0.09% ABS-MBS
279 Freddie Mac 31335A6X1 Dec 2022 657,912 -14,948 $637K -1.8% 0.09% ABS-MBS
280 Nelnet Student Loan Trust 64034YAC5 Dec 2022 798,000 — $636K -1.1% 0.09% ABS-O
281 GOLDMAN SACHS GROUP INC 38141GYU2 Dec 2022 764,000 — $636K +4.7% 0.09% DBT
282 Eagle Re Ltd 26982AAB0 Dec 2022 649,959 — $633K +0.2% 0.09% ABS-MBS
283 Freddie Mac 3132Y3BL7 Dec 2022 640,777 -28,186 $631K -2.6% 0.09% ABS-MBS
284 US Bancorp 902973AZ9 Dec 2022 723,000 — $630K +2.1% 0.09% DBT
285 Fannie Mae 3140HAXF2 Dec 2022 678,527 -3,508 $629K +1.3% 0.09% ABS-MBS
286 CREDIT SUISSE GROUP AG 225401AP3 Dec 2022 799,000 — $623K -1.4% 0.09% DBT
287 HSBC HOLDINGS PLC 404280DC0 Dec 2022 715,000 — $619K +4.8% 0.09% DBT
288 WYNN MACAU LTD 98313RAH9 Dec 2022 730,000 — $617K +26.1% 0.09% DBT
289 Neighborly Issuer LLC 64016NAA5 Dec 2022 767,296 -1,947 $614K -3.4% 0.09% ABS-O
290 MT LOGAN RE LTD 000000000 Dec 2022 717 New $608K — 0.09% EP
291 CREDIT SUISSE GROUP AG 000000000 Dec 2022 749,000 New $603K — 0.09% DBT
292 Freddie Mac - STACR 35564KHE2 Dec 2022 609,419 -43,005 $601K -5.5% 0.09% ABS-MBS
293 Freddie Mac - STACR 35566AAH2 Dec 2022 595,004 -60,460 $600K -8.5% 0.09% ABS-MBS
294 Fannie Mae 31417EJG7 Dec 2022 636,509 -24,762 $596K -2.2% 0.09% ABS-MBS
295 VISTRA CORP 92840MAC6 Dec 2022 648,000 — $591K +4.3% 0.09% DBT
296 Freddie Mac 3137FVTE2 Dec 2022 3,157,087 -103,203 $590K -4.6% 0.09% ABS-MBS
297 INFOR INC 45674CAA1 Dec 2022 649,000 — $586K +0.2% 0.09% DBT
298 Fannie Mae 3138WJKC1 Dec 2022 622,427 -18,165 $583K -0.8% 0.09% ABS-MBS
299 JP Morgan Chase Commercial Mortgage Sec Trust 46634SAM7 Dec 2022 712,127 — $577K +4.5% 0.09% ABS-MBS
300 SWEDBANK AB 000000000 Dec 2022 600,000 New $575K — 0.09% DBT
301 United States Treasury 912810RG5 Dec 2022 645,600 — $572K -0.6% 0.08% DBT
302 Freddie Mac 31346YAV5 Dec 2022 616,328 -34,452 $571K -3.5% 0.08% ABS-MBS
303 LYONDELLBASELL IND NV 552081AK7 Dec 2022 568,000 — $569K -0.6% 0.08% DBT
304 BANK OF IRELAND GROUP 06279JAC3 Dec 2022 571,000 — $569K +1.7% 0.08% DBT
305 Fannie Mae 3140Q9T37 Dec 2022 570,951 -22,740 $562K -2.2% 0.08% ABS-MBS
306 WELLS FARGO & COMPANY 949746TD3 Dec 2022 635,000 — $557K +3.5% 0.08% DBT
307 Fannie Mae 31417DRX3 Dec 2022 582,403 -19,468 $545K -1.9% 0.08% ABS-MBS
308 Rad CLO Ltd 48661CAE2 Dec 2022 570,000 — $541K +3.2% 0.08% ABS-CBDO
309 HSBC HOLDINGS PLC 404280DH9 Dec 2022 581,000 — $540K +4.9% 0.08% DBT
310 GLOBO COMMUNICACOES PART 37959DAB0 Dec 2022 645,000 — $538K +10.8% 0.08% DBT
311 GCI Funding I LLC 36166VAE5 Dec 2022 630,500 -27,407 $536K -4.6% 0.08% ABS-O
312 EMBRAER NETHERLANDS FINA 29082HAC6 Dec 2022 537,000 — $535K +6.2% 0.08% DBT
313 PROSUS NV 74365PAA6 Dec 2022 639,000 — $530K +9.5% 0.08% DBT
314 BROADCOM INC 11135FBT7 Dec 2022 601,000 — $528K +4.5% 0.08% DBT
315 COMM Mortgage Trust 12624PAU9 Dec 2022 888,738 — $523K -1.8% 0.08% ABS-MBS
316 College Ave Student Loans 19424WAC1 Dec 2022 636,508 — $520K -3.7% 0.08% ABS-O
317 Fannie Mae 3140FTUK5 Dec 2022 554,457 -13,250 $519K -0.2% 0.08% ABS-MBS
318 WELLS FARGO & COMPANY 95000U2A0 Dec 2022 559,000 — $518K +2.4% 0.08% DBT
319 LORCA TELECOM BONDCO 000000000 Dec 2022 540,000 New $517K — 0.08% DBT
320 REPUBLIC OF COLOMBIA 195325DS1 Dec 2022 696,000 — $516K +6.8% 0.08% DBT
321 Morgan Stanley BAML Trust 61764PAN2 Dec 2022 603,432 — $511K -1.1% 0.08% ABS-MBS
322 INTERPUBLIC GROUP COS 460690BP4 Dec 2022 519,000 — $497K +3.3% 0.07% DBT
323 APCOA PARKING HOLDINGS G 000000000 Dec 2022 540,000 New $496K — 0.07% DBT
324 ACM Auto Trust 00091QAA0 Dec 2022 495,746 -687,532 $494K -58.1% 0.07% ABS-O
325 SUMMER BC HOLDCO B SARL 000000000 Dec 2022 540,000 New $493K — 0.07% DBT
326 Nelnet Student Loan Trust 64034QAC2 Dec 2022 620,000 — $493K -0.1% 0.07% ABS-O
327 NATURA &CO LUX HLD SARL 63884WAA6 Dec 2022 564,000 — $492K +7.0% 0.07% DBT
328 Credit Suisse Group AG 22546DAB2 Dec 2022 553,000 — $483K -5.0% 0.07% DBT
329 FHF Trust 2021-2 30322JAA4 Dec 2022 508,091 -79,749 $483K -13.5% 0.07% ABS-O
330 Fannie Mae 3138WENA3 Dec 2022 530,026 -9,344 $479K -0.1% 0.07% ABS-MBS
331 Atalaya Equipment Leasing Fund I LP 046497AC7 Dec 2022 509,000 — $477K +0.5% 0.07% ABS-O
332 Tobacco Settlement Finance Authority 88880LAV5 Dec 2022 528,598 -11,247 $474K -7.4% 0.07% DBT
333 Banc of America Merrill Lynch Large Loan Inc 05525BAL4 Dec 2022 740,000 — $461K -26.6% 0.07% ABS-MBS
334 Osaka Exchange 000000000 Dec 2022 -21 New $459K — 0.07% DIR
335 TAKEDA PHARMACEUTICAL 874060AT3 Dec 2022 460,000 -918,000 $456K -66.9% 0.07% DBT
336 ALTICE FINANCING SA 000000000 Dec 2022 540,000 New $456K — 0.07% DBT
337 Government National Mortgage Association 36179SB71 Dec 2022 500,951 -16,861 $454K -2.4% 0.07% ABS-MBS
338 Chicago Board of Trade 000000000 Dec 2022 -176 New $445K — 0.07% DIR
339 VZ VENDOR FINANCING 000000000 Dec 2022 540,000 New $445K — 0.07% DBT
340 Prudential Financial Inc 744320AN2 Dec 2022 462,000 — $444K +0.6% 0.07% DBT
341 PERUSAHAAN LISTRIK NEGAR 71568PAE9 Dec 2022 447,000 — $439K +3.0% 0.06% DBT
342 PROSUS NV 74365PAG3 Dec 2022 489,000 — $439K +7.2% 0.06% DBT
343 Freddie Mac 3137FTV38 Dec 2022 4,480,045 -182,333 $432K -5.8% 0.06% ABS-MBS
344 OLEODUCTO CENTRAL SA 680617AC1 Dec 2022 491,000 — $431K +13.4% 0.06% DBT
345 Freddie Mac 31346YA29 Dec 2022 461,897 -30,001 $429K -4.4% 0.06% ABS-MBS
346 Marathon Petroleum Corp 56585AAF9 Dec 2022 415,000 — $428K +4.2% 0.06% DBT
347 BRASKEM NETHERLANDS 10554TAD7 Dec 2022 500,000 — $422K +5.1% 0.06% DBT
348 COMISION FEDERAL DE ELEC 200447AL4 Dec 2022 478,000 — $421K +5.6% 0.06% DBT
349 AES PANAMA GENERATION HL 00109AAB3 Dec 2022 487,000 — $420K +9.5% 0.06% DBT
350 Voya CLO Ltd 92917NAS7 Dec 2022 480,000 — $416K +1.5% 0.06% ABS-CBDO
351 Hardee's Funding LLC and Carls' Jr Funding LLC 411707AH5 Dec 2022 479,812 -1,224 $411K -0.5% 0.06% ABS-O
352 Fannie Mae 3140FHP35 Dec 2022 435,980 -14,469 $408K -1.1% 0.06% ABS-MBS
353 UNICREDIT SPA 904678AU3 Dec 2022 459,000 — $406K +3.3% 0.06% DBT
354 Fannie Mae 31419LZY2 Dec 2022 413,371 -21,376 $400K -4.6% 0.06% ABS-MBS
355 AMERICAN WATER CAPITAL C 03040WAU9 Dec 2022 438,000 — $400K +2.5% 0.06% DBT
356 Fannie Mae 31359MEU3 Dec 2022 355,000 — $398K -0.6% 0.06% DBT
357 Freddie Mac - STACR 35564KTB5 Dec 2022 398,982 — $396K +3.6% 0.06% ABS-MBS
358 S&P GLOBAL INC 78409VAZ7 Dec 2022 411,000 — $392K +1.5% 0.06% DBT
359 SK HYNIX INC 78392BAC1 Dec 2022 532,000 — $390K -0.4% 0.06% DBT
360 Mission Lane Credit Card Master Trust 60510MAB4 Dec 2022 400,000 — $387K +0.4% 0.06% ABS-O
361 LIMA METRO LINE 2 FIN LT 000000000 Dec 2022 392,677 New $380K — 0.06% DBT
362 DISCOVERY COMMUNICATIONS 25470DAT6 Dec 2022 509,000 — $380K +1.0% 0.06% DBT
363 BNP PARIBAS 05565AM34 Dec 2022 385,000 -1,132,000 $380K -73.0% 0.06% DBT
364 Discover Bank 25466AAN1 Dec 2022 386,000 — $372K +0.2% 0.06% DBT
365 CAJUN GLOBAL LLC 12803VAA3 Dec 2022 438,325 -1,669 $371K -0.8% 0.05% ABS-O
366 Time Warner Cable LLC 88732JBD9 Dec 2022 505,000 — $371K +6.0% 0.05% DBT
367 DEUTSCHE BANK NY 251526CB3 Dec 2022 385,000 — $368K +2.5% 0.05% DBT
368 ANGLO AMERICAN CAPITAL 034863BB5 Dec 2022 403,000 — $362K +5.0% 0.05% DBT
369 Freddie Mac 3132Y3ZC1 Dec 2022 354,431 -15,041 $357K -2.2% 0.05% ABS-MBS
370 CHARTER COMM OPT LLC/CAP 161175BS2 Dec 2022 467,000 — $356K +3.4% 0.05% DBT
371 Affirm Inc 00834TAA6 Dec 2022 368,438 -81,847 $352K -18.7% 0.05% ABS-O
372 Aircastle Ltd 00928QAQ4 Dec 2022 359,000 — $347K +0.4% 0.05% DBT
373 Fannie Mae 3138EHUP5 Dec 2022 366,240 -9,722 $343K -2.9% 0.05% ABS-MBS
374 WF-RBS COMMERCIAL MORTGAGE TRUST 92939KAG3 Dec 2022 355,700 — $339K -0.1% 0.05% ABS-MBS
375 FORD MOTOR CREDIT CO LLC 345397C35 — 330,000 New $338K — 0.05% DBT
376 BROADCOM INC 11135FAQ4 Dec 2022 371,000 — $332K +3.7% 0.05% DBT
377 AVIATION CAPITAL GROUP 05367AAH6 Dec 2022 350,000 — $330K +0.9% 0.05% DBT
378 AVIATION CAPITAL GROUP 05369AAL5 Dec 2022 390,000 — $330K +4.3% 0.05% DBT
379 Affirm Inc 00834CAA3 Dec 2022 337,701 -89,743 $328K -20.8% 0.05% ABS-O
380 INTESA SANPAOLO SPA 46115HBU0 — 320,000 New $327K — 0.05% DBT
381 Freddie Mac 3132XXD22 Dec 2022 326,882 -1,908 $321K +1.0% 0.05% ABS-MBS
382 TK ELEVATOR MIDCO GMBH 000000000 Dec 2022 331,000 New $314K — 0.05% DBT
383 United States Treasury 912810RU4 Dec 2022 387,000 — $312K -1.3% 0.05% DBT
384 Playtech Plc 000000000 Dec 2022 310,000 New $312K — 0.05% DBT
385 Citigroup Inc 172967GD7 Dec 2022 313,000 -168,000 $311K -34.6% 0.05% DBT
386 FREEPORT INDONESIA PT 69377FAA4 Dec 2022 324,000 — $311K +6.0% 0.05% DBT
387 LSTAR Commercial Mortgage Trust 50219QAC8 Dec 2022 310,376 -10,283 $310K -2.6% 0.05% ABS-MBS
388 Standard Chartered PLC 853254AA8 Dec 2022 400,000 — $308K +1.8% 0.05% DBT
389 PROSUS NV 74365PAD0 Dec 2022 485,000 — $308K +12.8% 0.05% DBT
390 Fannie Mae 31359MGK3 Dec 2022 260,000 — $305K +0.4% 0.05% DBT
391 AVIATION CAPITAL GROUP 05369AAF8 Dec 2022 312,000 — $304K +1.0% 0.05% DBT
392 Deutsche Alt-A Securities INC Mortgage Loan Trust 25150PAB5 Dec 2022 850,174 -12,719 $301K -6.0% 0.04% ABS-MBS
393 United States Treasury 912810RP5 Dec 2022 363,300 — $301K -0.8% 0.04% DBT
394 ORGANON & CO/ORG 000000000 Dec 2022 320,000 New $299K — 0.04% DBT
395 BELLEMEADE RE LT 07877GAC3 Dec 2022 300,000 — $297K +0.3% 0.04% ABS-MBS
396 TENGIZCHEVROIL FIN CO IN 88034QAC1 Dec 2022 415,000 — $294K -0.2% 0.04% DBT
397 CCO HLDGS LLC/CAP CORP 1248EPCE1 Dec 2022 348,000 — $288K +4.7% 0.04% DBT
398 SUZANO AUSTRIA GMBH 86964WAJ1 Dec 2022 343,000 — $286K +7.0% 0.04% DBT
399 Prudential Financial Inc 744320AM4 Dec 2022 289,000 — $285K +0.2% 0.04% DBT
400 GENERAL MOTORS CO 37045VAV2 Dec 2022 278,000 — $283K +1.7% 0.04% DBT
401 IQVIA INC 000000000 Dec 2022 310,000 New $279K — 0.04% DBT
402 AVIATION CAPITAL GROUP 05369AAA9 Dec 2022 318,000 — $278K +5.3% 0.04% DBT
403 United States Treasury 912810RD2 Dec 2022 295,000 — $278K -0.8% 0.04% DBT
404 Freddie Mac - STACR 3137G0EW5 Dec 2022 272,178 -43,063 $275K -13.6% 0.04% ABS-MBS
405 Fannie Mae 31418CDH4 Dec 2022 292,316 -15,229 $274K -3.0% 0.04% ABS-MBS
406 Fannie Mae 3140FPL72 Dec 2022 291,922 -8,703 $273K -0.7% 0.04% ABS-MBS
407 ONEOK INC 682680BE2 Dec 2022 263,000 — $268K +3.9% 0.04% DBT
408 FannieMae Grantor Trust 31394AXY7 Dec 2022 283,123 -7,966 $257K -1.9% 0.04% ABS-MBS
409 CREDIT SUISSE GROUP AG 225401AL2 Dec 2022 355,000 — $256K -1.6% 0.04% DBT
410 ENA MASTER TRUST 29249BAA3 Dec 2022 380,000 — $255K -8.8% 0.04% DBT
411 WESTINGHOUSE AIR BRAKE 960386AQ3 Dec 2022 270,000 — $254K +0.7% 0.04% DBT
412 Fannie Mae 3140FMFN1 Dec 2022 267,516 -10,532 $250K -1.6% 0.04% ABS-MBS
413 Lloyds Banking Group PLC 539439AS8 Dec 2022 250,000 — $248K +0.4% 0.04% DBT
414 Fannie Mae 31402QYV7 Dec 2022 242,176 -11,451 $248K -4.2% 0.04% ABS-MBS
415 Oracle Corp 68389XAM7 Dec 2022 270,000 — $248K +10.3% 0.04% DBT
416 JPMBB Commercial Mortgage Securities Trust 46640LAN2 Dec 2022 472,496 — $244K -7.5% 0.04% ABS-MBS
417 United States Treasury 912810QZ4 Dec 2022 280,000 — $240K -0.1% 0.04% DBT
418 CSN RESOURCES SA 12644VAD0 Dec 2022 293,000 — $231K +16.1% 0.03% DBT
419 NEW MOUNTAIN CLO LTD 647550AJ1 Dec 2022 250,000 — $230K +2.3% 0.03% ABS-CBDO
420 Bankers Healthcare Group Securitization Trust 054977AA1 Dec 2022 238,721 -28,204 $223K -10.7% 0.03% ABS-O
421 PMT CREDIT RISK TRANSFER TRUST 730151AA5 Dec 2022 233,180 -12,160 $221K -5.2% 0.03% ABS-MBS
422 Eagle Re 2018-1 Ltd. 269826AB9 Dec 2022 217,315 — $218K +1.0% 0.03% ABS-MBS
423 GLOBAL PAYMENTS INC 37940XAH5 Dec 2022 275,000 — $217K +3.1% 0.03% DBT
424 Fannie Mae 31385XJW8 Dec 2022 210,621 -10,614 $215K -4.6% 0.03% ABS-MBS
425 LIMA METRO LINE 2 FIN LT 532522AB5 Dec 2022 241,845 -3,280 $215K +0.1% 0.03% DBT
426 CCO HLDGS LLC/CAP CORP 1248EPCQ4 Dec 2022 260,000 — $211K +3.9% 0.03% DBT
427 Countrywide Alternative Loan Trust 02146TAR8 Dec 2022 373,220 -5,839 $210K -3.9% 0.03% ABS-MBS
428 Freddie Mac 3137FR3C3 Dec 2022 2,046,170 -98,286 $209K -2.6% 0.03% ABS-MBS
429 ALTICE FRANCE SA 000000000 Dec 2022 259,000 New $209K — 0.03% DBT
430 Fannie Mae 31402DP79 Dec 2022 197,051 -8,788 $202K -4.0% 0.03% ABS-MBS
431 Fannie Mae 3136AXZN8 Dec 2022 1,710,766 -75,864 $201K -3.7% 0.03% ABS-MBS
432 Standard Chartered PLC 853254BH2 Dec 2022 200,000 — $199K +1.6% 0.03% DBT
433 UBS Group AG 000000000 Dec 2022 200,000 New $198K — 0.03% DBT
434 Banc of America Commercial Mortgage Trust 06054ABB4 Dec 2022 211,000 — $196K -1.1% 0.03% ABS-MBS
435 BX Trust 05608BAL4 Dec 2022 206,696 — $194K -1.0% 0.03% ABS-MBS
436 NH HOTEL GROUP SA 000000000 Dec 2022 190,000 New $187K — 0.03% DBT
437 LYB INTL FINANCE BV 50247VAA7 Dec 2022 187,000 — $186K +0.2% 0.03% DBT
438 Synchrony Financial 87165BAG8 Dec 2022 193,000 — $185K +0.8% 0.03% DBT
439 SYNCHRONY FINANCIAL 87165BAS2 Dec 2022 188,000 -33,000 $183K -14.1% 0.03% DBT
440 Government National Mortgage Association 38376MJL2 Dec 2022 1,740,880 -58,019 $183K -6.0% 0.03% ABS-MBS
441 Banco Santander SA 05964HAF2 Dec 2022 200,000 — $182K +4.5% 0.03% DBT
442 Chase Mortgage Finance Corporation 46591HAC4 Dec 2022 189,146 -8,606 $181K -6.3% 0.03% ABS-MBS
443 Government National Mortgage Association 38380B6Y6 Dec 2022 1,550,064 -54,900 $179K -1.4% 0.03% ABS-MBS
444 Synchrony Financial 87165BAM5 Dec 2022 200,000 +36,000 $179K +24.9% 0.03% DBT
445 Fannie Mae 3138WQKW1 Dec 2022 187,354 -2,458 $175K +0.2% 0.03% ABS-MBS
446 Multifamily Structured Credit Risk 35563FAA9 Dec 2022 182,228 -7,196 $171K -6.3% 0.03% ABS-MBS
447 Dext ABS 23345CAB5 Dec 2022 186,000 — $170K +0.8% 0.03% ABS-O
448 BAT CAPITAL CORP 05526DBX2 — 158,000 New $170K — 0.03% DBT
449 L Street Securities 949771AC3 Dec 2022 181,524 -5,745 $168K -2.2% 0.02% ABS-MBS
450 United States Treasury 912810RJ9 Dec 2022 199,700 — $166K -0.5% 0.02% DBT
451 VOLCAN CIA MINERA SAA-CM 92863UAB2 Dec 2022 189,000 — $163K +5.0% 0.02% DBT
452 AIR LEASE CORP 00914AAJ1 Dec 2022 175,000 — $162K +3.3% 0.02% DBT
453 Countrywide Alternative Loan Trust 02147TAP1 Dec 2022 287,759 -2,277 $159K -3.7% 0.02% ABS-MBS
454 United States Treasury 912828WE6 Dec 2022 160,000 — $157K +0.0% 0.02% DBT
455 Government National Mortgage Association 36179R7H6 Dec 2022 173,141 -5,671 $157K -2.3% 0.02% ABS-MBS
456 Freddie Mac 3137BYRV4 Dec 2022 1,464,151 -48,584 $156K -5.1% 0.02% ABS-MBS
457 United States Treasury 912810QX9 Dec 2022 190,000 — $154K -0.3% 0.02% DBT
458 BROADCOM INC 11135FBR1 Dec 2022 169,000 — $154K +3.2% 0.02% DBT
459 GENERAL MOTORS FINL CO 37045XDV5 Dec 2022 171,000 — $153K +3.0% 0.02% DBT
460 Fannie Mae 3136B0CN4 Dec 2022 1,361,821 -64,231 $150K -4.7% 0.02% ABS-MBS
461 Freddie Mac 3128M43N1 Dec 2022 138,180 -8,428 $142K -5.5% 0.02% ABS-MBS
462 Fannie Mae 3136AUZQ7 Dec 2022 1,352,024 -37,932 $136K -4.7% 0.02% ABS-MBS
463 United States Treasury 912810RB6 Dec 2022 165,000 — $136K -0.3% 0.02% DBT
464 Prudential Financial Inc 744320AV4 Dec 2022 139,000 — $135K +1.9% 0.02% DBT
465 Fannie Mae 3136B0DZ6 Dec 2022 1,241,539 -44,811 $130K -5.0% 0.02% ABS-MBS
466 WESTERN DIGITAL CORP 958102AQ8 — 161,000 New $125K — 0.02% DBT
467 Homebanc Mortgage Trust 43739EAP2 Dec 2022 150,056 -4,030 $124K -4.2% 0.02% ABS-MBS
468 Freddie Mac 3137BFLM1 Dec 2022 1,335,247 -52,105 $124K -5.8% 0.02% ABS-MBS
469 Fannie Mae - CAS 30711XBF0 Dec 2022 116,630 -6,013 $123K -3.1% 0.02% ABS-MBS
470 AIRCASTLE LTD 00928QAS0 Dec 2022 128,000 — $121K +5.0% 0.02% DBT
471 Fannie Mae 3140FPL49 Dec 2022 127,374 -3,114 $119K -0.2% 0.02% ABS-MBS
472 BELLEMEADE RE LT 07877GAB5 Dec 2022 119,174 -108,048 $119K -47.5% 0.02% ABS-MBS
473 Countrywide Alternative Loan Trust 12668BKK8 Dec 2022 163,607 -3,910 $117K -4.3% 0.02% ABS-MBS
474 Radnor Re LTD 75049TAB7 Dec 2022 115,956 -113,810 $116K -49.5% 0.02% ABS-MBS
475 BELLEMEADE RE LT 07876RAB2 Dec 2022 114,643 -111,423 $115K -49.2% 0.02% ABS-MBS
476 CITIGROUP INC 172967NB3 Dec 2022 139,000 — $114K +3.1% 0.02% DBT
477 Fannie Mae 31371K3A7 Dec 2022 111,653 -5,595 $114K -4.5% 0.02% ABS-MBS
478 TERRAFORM GLOBAL OPERATI 88104UAC7 Dec 2022 117,000 — $109K -1.1% 0.02% DBT
479 United States Treasury 912810RM2 Dec 2022 128,500 — $107K -0.7% 0.02% DBT
480 ENERGY TRANSFER LP 29273RAS8 Dec 2022 100,000 — $100K +0.2% 0.01% DBT
481 Fannie Mae 3136A2N58 Dec 2022 780,430 -33,075 $99K +4.3% 0.01% ABS-MBS
482 Radnor Re LTD 750493AA6 Dec 2022 95,868 -173,854 $96K -64.4% 0.01% ABS-MBS
483 CVS Health Corp 126650CX6 Dec 2022 87,000 — $84K +2.3% 0.01% DBT
484 S&P GLOBAL INC 78409VAY0 Dec 2022 83,000 — $82K +1.1% 0.01% DBT
485 Government National Mortgage Association 38380GQ64 Dec 2022 851,945 -41,490 $79K -6.8% 0.01% ABS-MBS
486 Fannie Mae 31410GV67 Dec 2022 76,473 -2,874 $78K -3.3% 0.01% ABS-MBS
487 Air Lease Corp 00912XAV6 Dec 2022 76,000 — $69K +2.9% 0.01% DBT
488 ONEOK Partners LP 68268NAG8 Dec 2022 73,000 — $69K +6.9% 0.01% DBT
489 Fannie Mae 31402QY39 Dec 2022 65,418 -2,589 $67K -3.5% 0.01% ABS-MBS
490 LB-UBS Commercial Mortgage Trust 50179MAH4 Dec 2022 147,437 — $64K -0.9% 0.01% ABS-MBS
491 Fannie Mae 31403DDX4 Dec 2022 59,946 -2,417 $62K -3.4% 0.01% ABS-MBS
492 Fannie Mae 3140FTKL4 Dec 2022 61,299 -1,740 $57K -0.6% 0.01% ABS-MBS
493 PMT Credit Risk Transfer Trust 69349MAA4 Dec 2022 59,819 -3,236 $57K -5.7% 0.01% ABS-MBS
494 GSF 2021 1 ISSUER LLC 36261CAE1 Dec 2022 59,000 — $54K -1.6% 0.01% ABS-O
495 Fannie Mae 31402C4H2 Dec 2022 51,642 -1,993 $53K -3.4% 0.01% ABS-MBS
496 EXPEDIA GROUP INC 30212PAS4 Dec 2022 49,000 — $49K +0.1% 0.01% DBT
497 COMM Mortgage Trust 12625EAA7 Dec 2022 49,211 -36,504 $49K -42.4% 0.01% ABS-MBS
498 JPMBB Commercial Mortgage Securities Trust 46642NBF2 Dec 2022 5,103,190 -83,505 $48K -18.6% 0.01% ABS-MBS
499 Fannie Mae 3140E6KV3 Dec 2022 51,161 -912 $46K -0.3% 0.01% ABS-MBS
500 Fannie Mae 3140FHQA8 Dec 2022 48,297 -1,669 $45K -1.2% 0.01% ABS-MBS
501 Countrywide Alternative Loan Trust 12667GQL0 Dec 2022 62,757 -1,246 $45K -3.0% 0.01% ABS-MBS
502 Fannie Mae 31402C4G4 Dec 2022 42,857 -2,102 $44K -4.4% 0.01% ABS-MBS
503 L Street Securities 46643HAB4 Dec 2022 44,975 -2,245 $43K -4.1% 0.01% ABS-MBS
504 Fannie Mae 3138WJD88 Dec 2022 46,273 -1,765 $43K -1.7% 0.01% ABS-MBS
505 L Street Securities 949771AG4 Dec 2022 45,546 -2,058 $43K -3.5% 0.01% ABS-MBS
506 United States Treasury 912810RH3 Dec 2022 50,000 — $42K -0.6% 0.01% DBT
507 United States Treasury 912810RN0 Dec 2022 51,400 — $42K -0.7% 0.01% DBT
508 Chicago Board of Trade 000000000 Dec 2022 156 New $38K — 0.01% DIR
509 Morgan Stanley BAML Trust 61765TAG8 Dec 2022 1,911,795 -34,102 $37K -12.2% 0.01% ABS-MBS
510 Wells Fargo Home Equity Trust 86359BMW8 Dec 2022 38,413 -1,254 $36K -2.8% 0.01% ABS-MBS
511 United States Treasury 912810RE0 Dec 2022 38,000 — $35K -0.6% 0.01% DBT
512 MetLife Inc 59156RAV0 Dec 2022 25,000 — $33K +2.4% 0.00% DBT
513 ELEVANCE HEALTH INC 94973VBA4 Dec 2022 33,000 — $33K +0.3% 0.00% DBT
514 Countrywide Home Loans 12543TAU9 Dec 2022 72,900 -1,566 $31K -12.8% 0.00% ABS-MBS
515 COMM Mortgage Trust 12593FBE3 Dec 2022 2,081,308 -14,112 $26K -10.4% 0.00% ABS-MBS
516 Freddie Mac 3128MJBE9 Dec 2022 18,141 -553 $19K -2.7% 0.00% ABS-MBS
517 Fannie Mae 31371L6D6 Dec 2022 17,246 -2,838 $17K -14.2% 0.00% ABS-MBS
518 Fannie Mae 3140FPWG0 Dec 2022 12,272 -370 $11K -0.8% 0.00% ABS-MBS
519 GS Mortgage Securities Trust 36191YAL2 Dec 2022 27,526 — $11K -2.6% 0.00% ABS-MBS
520 Fannie Mae 31417VPC1 Dec 2022 10,963 -499 $11K -3.7% 0.00% ABS-MBS
521 Fannie Mae 31418TDT1 Dec 2022 10,427 -133 $11K -0.6% 0.00% ABS-MBS
522 AVIATION CAPITAL GROUP 05369AAD3 Dec 2022 10,000 — $9K +1.4% 0.00% DBT
523 OEC FINANCE LTD 67614CAE0 Dec 2022 395,781 +14,993 $8K -5.9% 0.00% DBT
524 MASS MUTUAL LIFE INS CO 575767AN8 Dec 2022 11,000 — $7K -0.6% 0.00% DBT
525 Fannie Mae 31410FYE9 Dec 2022 2,881 -107 $3K -3.1% 0.00% ABS-MBS
526 Fannie Mae 31402CVP4 Dec 2022 2,210 -94 $2K -3.8% 0.00% ABS-MBS
527 Conn Funding II, L.P 20825GAA3 Dec 2022 2,233 -504,351 $2K -99.6% 0.00% ABS-O
528 Fannie Mae 31410F3K9 Dec 2022 1,723 -126 $2K -6.5% 0.00% ABS-MBS
529 Fannie Mae 31412EJ72 Dec 2022 988 -15 $984 -2.1% 0.00% ABS-MBS
530 ODEBRECHT HOLDCO FIN LTD 67577TAA6 Dec 2022 416,511 — $500 -40.0% 0.00% DBT
531 Fannie Mae 31411KKA0 Dec 2022 444 -7 $446 -2.3% 0.00% ABS-MBS
532 Fannie Mae 31410KA79 Dec 2022 428 -17 $440 -3.3% 0.00% ABS-MBS
533 Freddie Mac 3128NHWD1 Dec 2022 359 -5 $360 -2.7% 0.00% ABS-MBS
534 Freddie Mac 3128NHRW5 Dec 2022 121 -2 $122 -2.5% 0.00% ABS-MBS
535 Fannie Mae - CAS 30711XBD5 Dec 2022 0 — $0 — 0.00% ABS-MBS
536 INVERSIONES CMPC SA 46128MAN1 Dec 2022 0 -200,000 $0 -100.0% 0.00% DBT
537 TRANSCONT GAS PIPE LINE 893574AP8 Dec 2022 0 -449,000 $0 -100.0% 0.00% DBT
538 State Street Bank & Trust Co. 000000000 Dec 2022 1 New $-188 — -0.00% DFE
539 Credit Suisse International 000000000 Dec 2022 3,168 New $-775 — -0.00% DCR
540 Citigroup Global Markets, Inc. 000000000 Dec 2022 4,435 New $-1085 — -0.00% DCR
541 Citigroup Global Markets, Inc. 000000000 Dec 2022 6,336 New $-1550 — -0.00% DCR
542 Citigroup Global Markets, Inc. 000000000 Dec 2022 15,840 New $-3875 — -0.00% DCR
543 Goldman Sachs International 000000000 Dec 2022 17,741 New $-4340 — -0.00% DCR
544 Goldman Sachs International 000000000 Dec 2022 19,641 New $-4805 — -0.00% DCR
545 Citigroup Global Markets, Inc. 000000000 Dec 2022 22,176 New $-5425 — -0.00% DCR
546 Citigroup Global Markets, Inc. 000000000 Dec 2022 26,611 New $-6509 — -0.00% DCR
547 Citigroup Global Markets, Inc. 000000000 Dec 2022 27,244 New $-6664 — -0.00% DCR
548 Citigroup Global Markets, Inc. 000000000 Dec 2022 27,878 New $-6819 — -0.00% DCR
549 Goldman Sachs International 000000000 Dec 2022 28,512 New $-6974 — -0.00% DCR
550 Goldman Sachs International 000000000 Dec 2022 28,512 New $-6974 — -0.00% DCR
551 Deutsche Bank AG 000000000 Dec 2022 28,512 New $-6974 — -0.00% DCR
552 Citigroup Global Markets, Inc. 000000000 Dec 2022 31,046 New $-7594 — -0.00% DCR
553 Citigroup Global Markets, Inc. 000000000 Dec 2022 31,680 New $-7749 — -0.00% DCR
554 Citigroup Global Markets, Inc. 000000000 Dec 2022 31,680 New $-7749 — -0.00% DCR
555 JPMorgan Securities LLC 000000000 Dec 2022 37,382 New $-9144 — -0.00% DCR
556 Citigroup Global Markets, Inc. 000000000 Dec 2022 73,497 New $-17978 — -0.00% DCR
557 JPMorgan Securities LLC 000000000 Dec 2022 87,436 New $-21388 — -0.00% DCR
558 Credit Suisse International 000000000 Dec 2022 159,031 New $-38902 — -0.01% DCR
559 Goldman Sachs International 000000000 Dec 2022 169,803 New $-41537 — -0.01% DCR
560 Deutsche Bank AG 000000000 Dec 2022 176,138 New $-43086 — -0.01% DCR
561 Credit Suisse International 000000000 Dec 2022 205,284 New $-50216 — -0.01% DCR
562 JPMorgan Securities LLC 000000000 Dec 2022 214,154 New $-52386 — -0.01% DCR
563 Morgan Stanley Capital Services LLC 000000000 Dec 2022 233,795 New $-57190 — -0.01% DCR
564 Credit Suisse International 000000000 Dec 2022 245,834 New $-60135 — -0.01% DCR
565 Chicago Board of Trade 000000000 Dec 2022 92 New $-61790 — -0.01% DIR
566 Citibank N.A. 000000000 Dec 2022 322,498 New $-78888 — -0.01% DCR
567 Deutsche Bank AG 000000000 Dec 2022 386,491 New $-94542 — -0.01% DCR
568 Deutsche Bank AG 000000000 Dec 2022 386,491 New $-94542 — -0.01% DCR
569 Chicago Board of Trade 000000000 Dec 2022 45 New $-95979 — -0.01% DIR
570 Citigroup Global Markets, Inc. 000000000 Dec 2022 402,964 New $-98572 — -0.01% DCR
571 UBS AG 000000000 Dec 2022 1 New $-122985 — -0.02% DFE
572 Intercontinental Exchange, Inc. 000000000 Dec 2022 18,053,000 New $-133188 — -0.02% DCR
573 Goldman Sachs International 000000000 Dec 2022 601,912 New $-147238 — -0.02% DCR
✕ United States Treasury 91282CBU4 — 67,064,800 Exited $65.8M — — —
✕ UMBS, TBA 01F0226A8 — 18,727,000 Exited $15.7M — — —
✕ United States Treasury 91282CDJ7 — 14,096,900 Exited $11.4M — — —
✕ United States Treasury 912828N30 — 11,453,000 Exited $11.4M — — —
✕ UMBS, TBA 01F0206A2 — 13,171,000 Exited $10.7M — — —
✕ United States Treasury 912796U31 — 7,453,900 Exited $7.3M — — —
✕ Government National Mortgage Association 21H0426A2 — 7,442,000 Exited $7.1M — — —
✕ UMBS, TBA 01F0406A0 — 5,775,746 Exited $5.4M — — —
✕ UMBS, TBA 01F0306A1 — 5,384,252 Exited $4.7M — — —
✕ United States Treasury 91282CFF3 — 4,507,800 Exited $4.1M — — —
✕ Government National Mortgage Association 21H0406A6 — 3,274,982 Exited $3.1M — — —
✕ Marathon Petroleum Corp 56585ABC5 — 2,794,000 Exited $2.8M — — —
✕ United States Treasury 91282CCB5 — 3,252,900 Exited $2.7M — — —
✕ United States Treasury 91282CEP2 — 2,656,900 Exited $2.5M — — —
✕ RAYTHEON TECH CORP 913017CY3 — 2,242,000 Exited $2.1M — — —
✕ JPMORGAN CHASE & CO 46647PCC8 — 2,363,000 Exited $1.8M — — —
✕ WELLS FARGO & COMPANY 95000U2U6 — 2,052,000 Exited $1.7M — — —
✕ BANK OF AMERICA CORP 06051GJT7 — 2,071,000 Exited $1.6M — — —
✕ SANTANDER HOLDINGS USA 80282KBD7 — 1,584,000 Exited $1.5M — — —
✕ GOLDMAN SACHS GROUP INC 38141GYB4 — 1,862,000 Exited $1.4M — — —
✕ NOMURA HOLDINGS INC 65535HBA6 — 1,881,000 Exited $1.4M — — —
✕ DIGITAL REALTY TRUST LP 25389JAU0 — 1,584,000 Exited $1.4M — — —
✕ TRANSCANADA PIPELINES 893526DJ9 — 1,356,000 Exited $1.3M — — —
✕ Government National Mortgage Association 21H0306A7 — 1,480,123 Exited $1.3M — — —
✕ Citigroup Inc 172967LW9 — 1,397,000 Exited $1.3M — — —
✕ ORACLE CORP 68389XCE3 — 1,479,000 Exited $1.2M — — —
✕ CAPITAL ONE FINANCIAL CO 14040HCS2 — 1,205,000 Exited $1.1M — — —
✕ TENCENT HOLDINGS LTD 88032WAT3 — 1,256,000 Exited $1.1M — — —
✕ DEVON ENERGY CORPORATION 25179MAL7 — 1,190,000 Exited $1.1M — — —
✕ BROADCOM INC 11135FBQ3 — 1,539,000 Exited $1.1M — — —
✕ BARCLAYS PLC 06738EBZ7 — 1,052,000 Exited $1.0M — — —
✕ CAPITAL ONE FINANCIAL CO 14040HCN3 — 1,186,000 Exited $1.0M — — —
✕ PARKER-HANNIFIN CORP 701094AS3 — 934,000 Exited $0.9M — — —
✕ HARLEY-DAVIDSON FINL SER 41283LAY1 — 890,000 Exited $0.8M — — —
✕ Citigroup Inc 172967ME8 — 941,000 Exited $0.8M — — —
✕ TRANSCANADA PIPELINES 89352HAD1 — 829,000 Exited $0.8M — — —
✕ ENERGY TRANSFER LP 29279FAA7 — 882,000 Exited $0.8M — — —
✕ ALBERTSONS COS/SAFEWAY 013092AG6 — 959,000 Exited $0.8M — — —
✕ BANK OF AMERICA CORP 06051GKA6 — 924,000 Exited $0.7M — — —
✕ JPMorgan Chase & Co 46625HHA1 — 605,000 Exited $0.6M — — —
✕ Oracle Corp 68389XBW4 — 840,000 Exited $0.6M — — —
✕ WORKDAY INC 98138HAJ0 — 643,000 Exited $0.6M — — —
✕ GOLDMAN SACHS GROUP INC 38141GYJ7 — 739,000 Exited $0.6M — — —
✕ AIR LEASE CORP 00914AAQ5 — 702,000 Exited $0.5M — — —
✕ NATIONWIDE MUTUAL INSURA 638671AK3 — 377,000 Exited $0.5M — — —
✕ EQT CORP 26884LAQ2 — 451,000 Exited $0.4M — — —
✕ AMERICAN TOWER CORP 03027XBW9 — 415,000 Exited $0.4M — — —
✕ HOST HOTELS & RESORTS LP 44107TBA3 — 480,000 Exited $0.4M — — —
✕ ASHTEAD CAPITAL INC 04505AAA7 — 351,000 Exited $0.3M — — —
✕ ORACLE CORP 68389XBZ7 — 455,000 Exited $0.3M — — —
✕ ABN AMRO Bank NV 00080QAF2 — 269,000 Exited $0.3M — — —
✕ UBS Group AG 90352JAF0 — 256,000 Exited $0.2M — — —
✕ BROADCOM INC 11135FBP5 — 323,000 Exited $0.2M — — —
✕ WORKDAY INC 98138HAH4 — 242,000 Exited $0.2M — — —
✕ BAIDU INC 056752AR9 — 203,000 Exited $0.2M — — —
✕ United States Treasury 912828TY6 — 165,000 Exited $0.2M — — —
✕ BELLEMEADE RE LT 07877KAC4 — 88,073 Exited $0.1M — — —
✕ CONOCOPHILLIPS COMPANY 20826FAW6 — 85,000 Exited $0.1M — — —
✕ Upstart Securitization Trust 91680EAA3 — 30,344 Exited $0.0M — — —
✕ JPMorgan Chase & Co 48127FAA1 — 27,000 Exited $0.0M — — —
✕ Eagle Re Ltd 26982LAA8 — 17,436 Exited $0.0M — — —