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AB Bond Inflation Strategy

AB BOND FUND, INC.

Assets: $1.0B Net: $975M Series: S000027378 EDGAR ↗
+131
New
-32
Exited
518
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 United States Treasury 912828ZZ6 Jan 2023 265,666,419 +259,017,376 $243.7M +4011.8% 24.98% DBT
2 United States Treasury 912828S50 Jan 2023 182,834,977 +82,607,800 $174.0M +83.9% 17.84% DBT
3 United States Treasury 912828WU0 Jan 2023 132,369,697 +80,424,514 $128.4M +153.9% 13.17% DBT
4 United States Treasury 912810PZ5 Jan 2023 105,732,686 +79,935,030 $112.2M +316.4% 11.50% DBT
5 United States Treasury 9128282L3 — 47,748,604 New $45.6M — 4.68% DBT
6 UMBS, TBA 01F030629 — 11,227,734 New $10.2M — 1.04% ABS-MBS
7 LCH Limited 000000000 Jan 2023 64,600,000 +64,590,900 $7.6M -371088.6% 0.78% DIR
8 UMBS, TBA 01F022626 — 7,341,000 New $6.4M — 0.66% ABS-MBS
9 Fannie Mae 3140M2QB1 Jan 2023 6,663,448 -36,414 $6.1M +6.6% 0.63% ABS-MBS
10 LCH Limited 000000000 Jan 2023 40,300,000 New $5.8M — 0.59% DIR
11 LCH Limited 000000000 Jan 2023 38,550,000 New $4.7M — 0.48% DIR
12 AGL CLO 16 LTD 00120LAA6 Jan 2023 4,408,306 — $4.3M +3.2% 0.44% ABS-CBDO
13 Freddie Mac - STACR 35564KYP8 Jan 2023 3,680,636 — $3.9M +6.6% 0.40% ABS-MBS
14 AREIT CRE Trust 04002VAA9 Jan 2023 3,750,972 -56,051 $3.6M -0.4% 0.37% ABS-MBS
15 Fannie Mae 3140XGCD9 Jan 2023 3,751,410 -76,344 $3.3M +4.7% 0.34% ABS-MBS
16 Freddie Mac - STACR 35564KL31 Jan 2023 3,059,490 -128,939 $3.1M -1.9% 0.32% ABS-MBS
17 Fannie Mae - CAS 20754LAB5 Jan 2023 2,898,843 — $2.8M +7.4% 0.29% ABS-MBS
18 Brex Inc 05601DAC7 Jan 2023 2,894,000 — $2.8M +0.9% 0.29% ABS-O
19 Chicago Mercantile Exchange 000000000 Jan 2023 20,920,000 New $2.8M — 0.29% DIR
20 BELLEMEADE RE LT 07876GAA8 Jan 2023 2,594,137 — $2.6M -0.0% 0.27% ABS-MBS
21 Freddie Mac - STACR 35564KMH9 Jan 2023 2,634,588 — $2.5M +5.0% 0.26% ABS-MBS
22 Freddie Mac - STACR 35564KKY4 Jan 2023 2,561,364 — $2.5M +4.3% 0.25% ABS-MBS
23 CITIGROUP INC 172967NQ0 Jan 2023 2,463,000 — $2.4M +1.7% 0.25% DBT
24 BANK OF AMERICA CORP 06051GKP3 Jan 2023 2,480,000 — $2.4M +5.2% 0.25% DBT
25 Freddie Mac - STACR 35564KRF8 Jan 2023 2,467,886 — $2.4M +6.7% 0.25% ABS-MBS
26 JPMorgan Chase Bank N.A. 000000000 Jan 2023 23,800,000 New $2.4M — 0.25% DIR
27 CELANESE US HOLDINGS LLC 15089QAR5 Jan 2023 2,365,000 — $2.4M +2.4% 0.24% DBT
28 Magnetite CLO Ltd 55954YAJ4 Jan 2023 2,347,898 — $2.3M +2.8% 0.24% ABS-CBDO
29 Fannie Mae - CAS 20753XAB0 Jan 2023 2,282,827 — $2.3M +6.6% 0.24% ABS-MBS
30 AIB GROUP PLC 00135TAC8 Jan 2023 2,155,000 — $2.2M +4.1% 0.23% DBT
31 BFLD Trust 05554BAA2 Jan 2023 2,276,000 — $2.2M +0.2% 0.22% ABS-MBS
32 ACM Auto Trust 00461VAA1 — 2,138,000 New $2.1M — 0.22% ABS-O
33 Research-Driven Pagaya Motor Asset Trust I 76088TAA9 Jan 2023 2,180,441 -117,115 $2.1M -4.5% 0.22% ABS-O
34 Freddie Mac - STACR 35564KWT2 Jan 2023 2,051,355 — $2.1M +8.0% 0.21% ABS-MBS
35 HONEYWELL INTERNATIONAL 000000000 Jan 2023 1,853,000 New $2.1M — 0.21% DBT
36 REGAL REXNORD CORP 758750AC7 — 2,018,000 New $2.0M — 0.21% DBT
37 Santander Bank Auto Credit-Linked Notes 80290CAX2 Jan 2023 1,954,509 -331,685 $1.9M -14.4% 0.20% ABS-O
38 Neighborly Issuer LLC 64016NAE7 — 1,965,000 New $1.9M — 0.20% ABS-O
39 CCO HLDGS LLC/CAP CORP 1248EPCQ4 Jan 2023 2,261,000 — $1.9M +6.0% 0.20% DBT
40 United Auto Credit Securitization Trust 90945CAA0 — 1,905,000 New $1.9M — 0.20% ABS-O
41 Santander Bank Auto Credit-Linked Notes 80290CAS3 Jan 2023 1,939,291 -300,393 $1.9M -12.4% 0.19% ABS-O
42 HSBC HOLDINGS PLC 404280DQ9 Jan 2023 1,794,000 — $1.9M +5.4% 0.19% DBT
43 Diamond Issuer LLC 25267TAN1 Jan 2023 2,151,875 — $1.9M +3.1% 0.19% ABS-O
44 CNH INDUSTRIAL CAP LLC 12592BAN4 Jan 2023 1,889,000 — $1.8M +2.2% 0.19% DBT
45 HP INC 40434LAN5 Jan 2023 1,844,000 — $1.8M +10.3% 0.19% DBT
46 LAD Auto Receivables Trust 501687AA5 Jan 2023 1,820,509 -242,710 $1.8M -11.3% 0.18% ABS-O
47 ENTEGRIS ESCROW CORP 29365BAA1 Jan 2023 1,896,000 — $1.8M +5.1% 0.18% DBT
48 HARLEY-DAVIDSON FINL SER 41283LBA2 Jan 2023 1,942,000 — $1.8M +7.2% 0.18% DBT
49 WEIBO CORP 948596AE1 Jan 2023 2,114,000 — $1.8M +21.4% 0.18% DBT
50 Avis Budget Rental Car Funding AESOP LLC 05377RCY8 Jan 2023 1,760,000 — $1.7M +0.7% 0.18% ABS-O
51 Fannie Mae - CAS 20754BAA9 Jan 2023 1,757,616 -157,682 $1.7M -6.4% 0.18% ABS-MBS
52 CPS Auto Trust 12659WAE8 Jan 2023 1,765,000 — $1.7M +2.0% 0.17% ABS-O
53 Banc of America Merrill Lynch Large Loan Inc 054966AA4 Jan 2023 1,755,000 — $1.7M +4.0% 0.17% ABS-MBS
54 BELLEMEADE RE LT 078777AA7 Jan 2023 1,699,430 — $1.6M +2.7% 0.17% ABS-MBS
55 SANTANDER UK GROUP HLDGS 80281LAS4 — 1,572,000 New $1.6M — 0.17% DBT
56 SOCIETE GENERALE 83368RBH4 Jan 2023 1,764,000 — $1.6M +8.8% 0.16% DBT
57 AMAZON.COM INC 023135CP9 — 1,562,000 New $1.6M — 0.16% DBT
58 Freddie Mac - STACR 35564KNS4 Jan 2023 1,765,360 — $1.6M +6.5% 0.16% ABS-MBS
59 JPMORGAN CHASE & CO 46647PDM5 — 1,555,000 New $1.6M — 0.16% DBT
60 MICRON TECHNOLOGY INC 595112BV4 Jan 2023 1,463,000 — $1.6M +6.4% 0.16% DBT
61 Hertz Vehicle Financing LLC 42806MAL3 Jan 2023 1,660,000 — $1.5M +4.4% 0.16% ABS-O
62 Freddie Mac - STACR 35564KPV5 Jan 2023 1,542,196 — $1.5M +7.9% 0.15% ABS-MBS
63 BAT CAPITAL CORP 05526DBR5 Jan 2023 1,727,000 — $1.5M +8.6% 0.15% DBT
64 Prestige Auto Receivables Trust 74113RAC3 Jan 2023 1,459,000 — $1.5M +0.3% 0.15% ABS-O
65 United Auto Credit Securitization Trust 90944KAA3 Jan 2023 1,464,026 -483,511 $1.5M -24.6% 0.15% ABS-O
66 Pikes Peak CLO 72133CAA0 Jan 2023 1,450,000 — $1.4M +2.9% 0.15% ABS-CBDO
67 Fannie Mae - CAS 20754RAB2 Jan 2023 1,447,076 — $1.4M +5.3% 0.15% ABS-MBS
68 PARKER-HANNIFIN CORP 701094AS3 Jan 2023 1,430,000 — $1.4M +6.3% 0.15% DBT
69 WARNERMEDIA HOLDINGS INC 55903VAL7 Jan 2023 1,595,000 — $1.4M +10.0% 0.15% DBT
70 OCP CLO Ltd 671078AN3 Jan 2023 1,424,000 — $1.4M +2.4% 0.14% ABS-CBDO
71 Avis Budget Rental Car Funding AESOP LLC 05377RDC5 Jan 2023 1,425,000 — $1.4M +0.8% 0.14% ABS-O
72 BP CAP MARKETS AMERICA 10373QBP4 Jan 2023 1,962,000 — $1.4M +15.8% 0.14% DBT
73 BELLEMEADE RE LT 07876AAB9 Jan 2023 1,424,762 — $1.4M +0.9% 0.14% ABS-MBS
74 ADVANCE AUTO PARTS 00751YAE6 Jan 2023 1,525,000 — $1.4M +7.5% 0.14% DBT
75 Neighborly Issuer LLC 64016NAC1 Jan 2023 1,648,350 -4,162 $1.4M +4.3% 0.14% ABS-O
76 Octane Receivables Trust 67578AAB4 Jan 2023 1,508,000 — $1.4M +2.1% 0.14% ABS-O
77 BARCLAYS PLC 06738ECD5 Jan 2023 1,252,000 — $1.4M +8.9% 0.14% DBT
78 Barclays Commercial Mortgage Securities LLC 05493BAA6 Jan 2023 1,383,000 — $1.4M -0.3% 0.14% ABS-MBS
79 GSF 2021 1 ISSUER LLC 36261CAC5 Jan 2023 1,421,000 — $1.3M +0.4% 0.14% ABS-O
80 Regatta XX Funding Ltd 75884YAG3 Jan 2023 1,425,363 — $1.3M +6.9% 0.14% ABS-CBDO
81 Neuberger Berman CLO Ltd 64134AAA0 Jan 2023 1,353,587 — $1.3M +2.6% 0.14% ABS-CBDO
82 NISSAN MOTOR CO 654744AC5 Jan 2023 1,378,000 — $1.3M +11.5% 0.13% DBT
83 MORGAN STANLEY 61747YEV3 Jan 2023 1,224,000 -693,000 $1.3M -33.1% 0.13% DBT
84 LAS VEGAS SANDS CORP 517834AF4 Jan 2023 1,419,000 — $1.3M +10.9% 0.13% DBT
85 CHARLES SCHWAB CORP 808513BK0 Jan 2023 1,366,000 — $1.3M +12.9% 0.13% DBT
86 STANDARD CHARTERED PLC 853254BT6 Jan 2023 1,267,000 — $1.2M +7.6% 0.13% DBT
87 KYNDRYL HOLDINGS INC 50155QAJ9 Jan 2023 1,428,000 — $1.2M +10.0% 0.13% DBT
88 BELLEMEADE RE LT 078774AB2 Jan 2023 1,255,354 — $1.2M +0.7% 0.12% ABS-MBS
89 Neuberger Berman CLO Ltd 64133WAG0 Jan 2023 1,294,533 — $1.2M +10.0% 0.12% ABS-CBDO
90 AB Issuer LLC 00091JAA6 Jan 2023 1,456,990 — $1.2M +1.7% 0.12% ABS-O
91 SVENSKA HANDELSBANKEN AB 000000000 Jan 2023 1,400,000 New $1.2M — 0.12% DBT
92 MIZUHO FINANCIAL GROUP 60687YCL1 Jan 2023 1,151,000 — $1.2M +5.8% 0.12% DBT
93 CONTINENTAL RESOURCES 212015AV3 Jan 2023 1,496,000 — $1.2M +6.9% 0.12% DBT
94 ROYAL CARIBBEAN CRUISES 780153BS0 Jan 2023 1,118,000 — $1.2M +4.8% 0.12% DBT
95 FED CAISSES DESJARDINS 31429KAH6 Jan 2023 1,174,000 — $1.2M +5.6% 0.12% DBT
96 AIRCASTLE LTD 00928QAU5 Jan 2023 1,329,000 — $1.2M +15.8% 0.12% DBT
97 Fannie Mae - CAS 20754KAB7 Jan 2023 1,221,326 — $1.2M +6.9% 0.12% ABS-MBS
98 IBM CORP 459200KV2 Jan 2023 1,186,000 — $1.2M +15.4% 0.12% DBT
99 STANDARD CHARTERED PLC 853254CL2 — 1,104,000 New $1.2M — 0.12% DBT
100 FORD MOTOR COMPANY 345370DB3 Jan 2023 1,172,000 — $1.2M +7.1% 0.12% DBT
101 JPMORGAN CHASE & CO 46647PCC8 Jan 2023 1,364,000 — $1.1M +9.5% 0.12% DBT
102 GLP CAPITAL LP / FIN II 361841AR0 Jan 2023 1,373,000 — $1.1M +12.3% 0.12% DBT
103 Bankers Healthcare Group Securitization Trust 054977AD5 Jan 2023 1,350,000 — $1.1M +5.5% 0.12% ABS-O
104 INTEL CORP 458140CC2 Jan 2023 1,204,000 — $1.1M +14.8% 0.12% DBT
105 Freddie Mac - STACR 35564KH36 Jan 2023 1,116,899 -48,212 $1.1M -2.7% 0.12% ABS-MBS
106 PUBLIC SERVICE ENTERPRIS 744573AV8 — 1,054,000 New $1.1M — 0.11% DBT
107 Balboa Bay Loan Funding Ltd 05765XAA9 Jan 2023 1,111,305 — $1.1M +2.7% 0.11% ABS-CBDO
108 CONTINENTAL RESOURCES 212015AT8 Jan 2023 1,113,000 — $1.1M +7.9% 0.11% DBT
109 ROSS STORES INC 778296AC7 Jan 2023 1,083,000 — $1.1M +4.0% 0.11% DBT
110 Freddie Mac - STACR 35564KUX5 Jan 2023 1,068,552 — $1.1M +8.2% 0.11% ABS-MBS
111 CARNIVAL CORP 143658BQ4 Jan 2023 1,235,000 — $1.1M +6.8% 0.11% DBT
112 University of California 91412HKE2 Jan 2023 1,465,000 — $1.1M +19.8% 0.11% DBT
113 GoldenTree Loan Management US CLO1, LTD 38138LAL2 Jan 2023 1,077,000 — $1.1M +3.0% 0.11% ABS-CBDO
114 Flatiron CLO Ltd 33883PAJ6 Jan 2023 1,120,000 — $1.0M +3.9% 0.11% ABS-CBDO
115 Freddie Mac - STACR 35564KJG5 Jan 2023 1,072,404 -46,575 $1.0M -2.2% 0.11% ABS-MBS
116 DOMINICAN REPUBLIC 25714PEF1 Jan 2023 1,213,000 — $1.0M +10.8% 0.11% DBT
117 BNP PARIBAS 000000000 Jan 2023 1,255,000 New $1.0M — 0.11% DBT
118 HFX FUNDING ISSUER 40422GAE0 Jan 2023 1,070,000 — $1.0M +5.3% 0.10% ABS-MBS
119 Upstart Securitization Trust 91679LAB8 Jan 2023 1,090,000 — $1.0M +1.1% 0.10% ABS-O
120 Elmwood CLO IX Ltd 29003UAG4 Jan 2023 1,065,000 — $1.0M +10.1% 0.10% ABS-CBDO
121 CPS Auto Trust 12598CAG1 Jan 2023 1,080,000 — $1.0M +2.3% 0.10% ABS-O
122 CREDIT SUISSE GROUP AG 225401AY4 Jan 2023 1,025,000 — $995K +4.1% 0.10% DBT
123 BANK OF NOVA SCOTIA 06417XAN1 — 995,000 New $994K — 0.10% DBT
124 AUST & NZ BANKING GROUP 05252ADF5 — 992,000 New $993K — 0.10% DBT
125 TSMC ARIZONA CORP 872898AF8 Jan 2023 1,009,000 — $985K +4.4% 0.10% DBT
126 MORGAN STANLEY 000000000 Jan 2023 1,030,000 New $983K — 0.10% DBT
127 IBM CORP 459200KW0 — 981,000 New $982K — 0.10% DBT
128 GLOBAL PAYMENTS INC 37940XAQ5 Jan 2023 971,000 — $975K +8.6% 0.10% DBT
129 Carvana Auto Receivables Trust 14687KAG1 Jan 2023 1,206,000 — $972K -0.3% 0.10% ABS-O
130 NMEF Funding LLC 62890MAB0 Jan 2023 968,000 — $972K +0.7% 0.10% ABS-O
131 UNICREDIT SPA 904678AU3 Jan 2023 1,071,000 — $969K +5.5% 0.10% DBT
132 SWISS RE FINANCE LUX 000000000 Jan 2023 1,000,000 New $969K — 0.10% DBT
133 WESTERN DIGITAL CORP 958102AR6 Jan 2023 1,250,000 -427,000 $960K -17.5% 0.10% DBT
134 American Credit Acceptance Receivables Trust 02528GAA1 Jan 2023 959,939 -334,436 $953K -25.7% 0.10% ABS-O
135 Affirm Inc 00834HAA2 Jan 2023 959,817 -412,589 $938K -29.5% 0.10% ABS-O
136 COLONY MORTGAGE CAPITAL LTD 12564NAL6 Jan 2023 1,000,000 — $932K +2.2% 0.10% ABS-MBS
137 COMISION FEDERAL DE ELEC 200447AL4 Jan 2023 1,016,000 — $932K +8.9% 0.10% DBT
138 ZOETIS INC 98978VAU7 — 911,000 New $932K — 0.10% DBT
139 AXIS Equipment Finance Receivables LLC 03236XAB3 Jan 2023 936,000 — $931K +0.8% 0.10% ABS-O
140 Ballyrock Ltd 05875TAG2 Jan 2023 1,000,000 — $926K +8.8% 0.09% ABS-CBDO
141 Alliance Bernstein 018616748 Jan 2023 923,572 -42,839,974 $924K -97.9% 0.09% STIV
142 NOMURA HOLDINGS INC 65535HBG3 — 906,000 New $918K — 0.09% DBT
143 VAR ENERGI ASA 92212WAD2 — 867,000 New $913K — 0.09% DBT
144 Citigroup Commercial Mortgage Trust 17320DAQ1 Jan 2023 915,000 — $912K +1.2% 0.09% ABS-MBS
145 DUKE ENERGY CAROLINAS NC 26443KAB1 Jan 2023 1,183,000 — $911K +6.5% 0.09% DBT
146 OCHSNER LSU HEALTH SYST 67555JAA4 Jan 2023 1,190,000 — $896K +0.7% 0.09% DBT
147 NATIONWIDE BLDG SOCIETY 63861VAF4 Jan 2023 982,000 — $895K +7.6% 0.09% DBT
148 Neuberger Berman CLO Ltd 64133WAA3 Jan 2023 903,217 — $891K +3.1% 0.09% ABS-CBDO
149 COMISION FEDERAL DE ELEC 200447AH3 Jan 2023 1,089,000 — $891K +11.3% 0.09% DBT
150 LCH Limited 000000000 Jan 2023 9,000,000 New $890K — 0.09% DIR
151 CDBL FUNDING 1 000000000 Jan 2023 940,000 New $882K — 0.09% DBT
152 BANCO DE CREDITO DEL PER 05971U2C0 Jan 2023 958,000 — $880K +4.8% 0.09% DBT
153 Ford Credit Auto Owner Trust/Ford Credit 345340AD5 Jan 2023 1,000,000 — $879K +2.4% 0.09% ABS-O
154 AGL CLO Ltd. 00120BAJ9 Jan 2023 947,599 — $877K +10.6% 0.09% ABS-CBDO
155 DISH DBS CORP 25470XBF1 Jan 2023 1,067,000 — $875K +1.6% 0.09% DBT
156 Genworth Mortgage Insurance Corporation 89600HAA7 Jan 2023 873,524 -113,828 $872K -11.2% 0.09% ABS-MBS
157 BNP PARIBAS 05565AM34 Jan 2023 845,000 -604,000 $868K -36.6% 0.09% DBT
158 DEUTSCHE BANK NY 25160PAJ6 Jan 2023 846,000 — $857K +6.0% 0.09% DBT
159 BX Trust 05608BAN0 Jan 2023 895,177 — $847K +1.9% 0.09% ABS-MBS
160 Carvana Auto Receivables Trust 14687HAE3 Jan 2023 916,000 — $843K +2.5% 0.09% ABS-O
161 ALTRIA GROUP INC 02209SBJ1 Jan 2023 950,000 — $841K +9.0% 0.09% DBT
162 Dryden Senior Loan Fund 26253LAE2 Jan 2023 880,000 — $841K +3.7% 0.09% ABS-CBDO
163 Fannie Mae - CAS 20754AAB9 Jan 2023 863,681 — $830K +5.6% 0.09% ABS-MBS
164 Avis Budget Rental Car Funding AESOP LLC 05377REW0 Jan 2023 815,667 -1,223,500 $814K -59.9% 0.08% ABS-O
165 MVW Owner Trust 55400KAB1 Jan 2023 890,678 -63,586 $804K -5.0% 0.08% ABS-O
166 MORGAN STANLEY 61747YER2 Jan 2023 799,000 — $777K +5.0% 0.08% DBT
167 VAR ENERGI ASA 92212WAE0 — 680,000 New $745K — 0.08% DBT
168 NXP BV/NXP FUNDING LLC 62947QBC1 Jan 2023 711,000 — $732K +7.4% 0.08% DBT
169 Elevation CLO Ltd 28621YAE5 Jan 2023 780,000 — $728K +4.7% 0.07% ABS-CBDO
170 Brex Inc 05601DAA1 Jan 2023 729,000 — $722K +0.8% 0.07% ABS-O
171 LAD Auto Receivables Trust 501683AA4 Jan 2023 740,875 -169,054 $718K -17.9% 0.07% ABS-O
172 DANSKE BANK A/S 23636ABC4 Jan 2023 746,000 — $718K +9.1% 0.07% DBT
173 BELLEMEADE RE LT 07876MAC1 Jan 2023 727,875 — $717K +1.7% 0.07% ABS-MBS
174 VISTRA CORP 92840MAC6 Jan 2023 751,000 — $707K +5.9% 0.07% DBT
175 CREDIT SUISSE GROUP AG 225401AU2 Jan 2023 928,000 — $705K +10.8% 0.07% DBT
176 GOLDMAN SACHS GROUP INC 38141GYU2 Jan 2023 775,000 — $691K +14.5% 0.07% DBT
177 Dominos Pizza Master Issuer LLC 25755TAN0 Jan 2023 767,332 -1,952 $669K +8.4% 0.07% ABS-O
178 Eagle Re Ltd 26982AAB0 Jan 2023 674,583 — $668K +1.7% 0.07% ABS-MBS
179 Nelnet Student Loan Trust 64034YAC5 Jan 2023 793,000 — $668K +8.5% 0.07% ABS-O
180 AVIATION CAPITAL GROUP 05369AAK7 Jan 2023 751,000 — $668K +6.8% 0.07% DBT
181 CARGILL INC 141781BZ6 Jan 2023 632,000 — $658K +6.7% 0.07% DBT
182 Santander Bank Auto Credit-Linked Notes 80290CAE4 Jan 2023 672,457 -120,192 $650K -14.4% 0.07% ABS-O
183 Port Authority of New York & New Jersey 73358W4V3 Jan 2023 660,000 — $650K +1.0% 0.07% DBT
184 MDC Holdings Inc 552676AQ1 Jan 2023 731,000 — $648K +16.5% 0.07% DBT
185 LORCA TELECOM BONDCO 000000000 Jan 2023 642,000 New $640K — 0.07% DBT
186 UBS GROUP AG 902613AM0 Jan 2023 648,000 — $638K +3.8% 0.07% DBT
187 STANDARD CHARTERED PLC 853254CJ7 Jan 2023 657,000 — $635K +5.1% 0.07% DBT
188 BROADCOM INC 11135FBV2 Jan 2023 689,000 — $633K +11.4% 0.06% DBT
189 City of New York NY 64966QRQ5 Jan 2023 775,000 — $628K +7.7% 0.06% DBT
190 ENGIE ENERGIA CHILE SA 000000000 Jan 2023 751,000 New $627K — 0.06% DBT
191 Nelnet Student Loan Trust 64035GAC3 Jan 2023 757,855 — $620K +7.3% 0.06% ABS-O
192 SYNCHRONY FINANCIAL 87165BAR4 Jan 2023 791,000 — $616K +10.1% 0.06% DBT
193 BROADCOM INC 11135FBT7 Jan 2023 673,000 — $615K +8.9% 0.06% DBT
194 DANSKE BANK A/S 23636ABF7 — 604,000 New $613K — 0.06% DBT
195 AGL CLO 16 LTD 00120LAD0 Jan 2023 650,000 — $609K +11.0% 0.06% ABS-CBDO
196 APCOA PARKING HOLDINGS G 000000000 Jan 2023 642,000 New $605K — 0.06% DBT
197 AMERICAN TOWER CORP 03027XBV1 Jan 2023 635,000 — $604K +5.2% 0.06% DBT
198 HSBC HOLDINGS PLC 404280DH9 Jan 2023 603,000 — $601K +14.9% 0.06% DBT
199 Ballyrock Ltd 05876KAG0 Jan 2023 660,000 — $601K +8.7% 0.06% ABS-CBDO
200 DELTA AIR LINES/SKYMILES 830867AB3 Jan 2023 614,000 — $597K +4.6% 0.06% DBT
201 ALFA S.A. 015398AB6 Jan 2023 600,000 — $595K +0.2% 0.06% DBT
202 BAT Capital Corp 05526DBP9 Jan 2023 605,000 — $593K +5.3% 0.06% DBT
203 Radnor Re LTD 75049SAB9 Jan 2023 586,225 — $581K +1.4% 0.06% ABS-MBS
204 NATWEST GROUP PLC 639057AG3 — 548,000 New $580K — 0.06% DBT
205 EMBRAER NETHERLANDS FINA 29082HAB8 Jan 2023 590,000 — $579K +7.6% 0.06% DBT
206 Fannie Mae - CAS 20753YCK6 Jan 2023 573,097 — $575K +7.2% 0.06% ABS-MBS
207 Playtech Plc 000000000 Jan 2023 550,000 New $575K — 0.06% DBT
208 ALBERTSONS COS/SAFEWAY 013092AG6 Jan 2023 664,000 — $573K +4.3% 0.06% DBT
209 AIRCASTLE LTD 00928QAT8 Jan 2023 585,000 — $572K +4.6% 0.06% DBT
210 Carvana Auto Receivables Trust 14687GAD7 Jan 2023 598,878 -178,122 $572K -23.8% 0.06% ABS-O
211 CAESARS ENTERTAIN INC 12769GAB6 — 561,000 New $572K — 0.06% DBT
212 BANCO SANTANDER SA 05964HAQ8 Jan 2023 600,000 — $570K +8.0% 0.06% DBT
213 Citigroup Inc 172967LW9 Jan 2023 592,000 — $566K +6.1% 0.06% DBT
214 BAT Capital Corp 05526DBN4 Jan 2023 593,000 — $561K +8.2% 0.06% DBT
215 ALTICE FINANCING SA 000000000 Jan 2023 642,000 New $558K — 0.06% DBT
216 VORNADO REALTY LP 929043AL1 Jan 2023 718,000 — $556K +4.8% 0.06% DBT
217 AVIATION CAPITAL GROUP 05369AAH4 Jan 2023 550,000 — $546K +3.3% 0.06% DBT
218 CREDIT SUISSE GROUP AG 000000000 Jan 2023 713,000 New $539K — 0.06% DBT
219 PROSUS NV 74365PAG3 Jan 2023 593,000 — $538K +10.0% 0.06% DBT
220 BNP PARIBAS 09659W2T0 Jan 2023 593,000 — $538K +7.5% 0.06% DBT
221 GSF 2021 1 ISSUER LLC 36261CAA9 Jan 2023 573,438 +4 $538K +1.2% 0.06% ABS-O
222 FORD MOTOR CREDIT CO LLC 345397C35 — 501,000 New $525K — 0.05% DBT
223 ORGANON & CO/ORG 000000000 Jan 2023 550,000 New $522K — 0.05% DBT
224 CREDIT SUISSE GROUP AG 225401AP3 Jan 2023 614,000 — $518K +9.1% 0.05% DBT
225 NATURA &CO LUX HLD SARL 63884WAA6 Jan 2023 592,000 — $518K +5.3% 0.05% DBT
226 College Ave Student Loans 19424WAC1 Jan 2023 602,869 — $517K +1.6% 0.05% ABS-O
227 IQVIA INC 000000000 Jan 2023 550,000 New $503K — 0.05% DBT
228 CIGNA CORP 125523AH3 Jan 2023 501,000 — $497K +5.5% 0.05% DBT
229 INEOS QUATTRO FINANCE 2 000000000 Jan 2023 506,000 New $491K — 0.05% DBT
230 NEW MOUNTAIN CLO LTD 647550AA0 Jan 2023 500,000 — $490K +2.7% 0.05% ABS-CBDO
231 Osaka Exchange 000000000 Jan 2023 -36 New $490K — 0.05% DIR
232 PMT CREDIT RISK TRANSFER TRUST 69345WAA6 Jan 2023 501,110 -17,419 $489K -1.0% 0.05% ABS-MBS
233 CHILE ELEC PEC SPA 168831AA3 Jan 2023 661,000 — $488K +6.4% 0.05% DBT
234 NATURA COSMETICOS SA 63883KAB1 Jan 2023 583,000 — $481K +6.4% 0.05% DBT
235 VZ VENDOR FINANCING 000000000 Jan 2023 561,000 New $479K — 0.05% DBT
236 DELTA AIR LINES/SKYMILES 830867AA5 Jan 2023 484,364 -44,036 $478K -7.0% 0.05% DBT
237 EXPEDIA GROUP INC 30212PBK0 Jan 2023 486,000 — $478K +5.1% 0.05% DBT
238 BELLEMEADE RE LT 07877GAC3 Jan 2023 480,000 — $478K +0.7% 0.05% ABS-MBS
239 Hardee's Funding 411707AF9 Jan 2023 496,224 -1,296 $473K +5.4% 0.05% ABS-O
240 Freddie Mac - STACR 35564KHE2 Jan 2023 477,367 -21,115 $472K -2.6% 0.05% ABS-MBS
241 CITIGROUP INC 172967MU2 Jan 2023 504,000 — $470K +10.6% 0.05% DBT
242 KBC GROUP NV 48241FAB0 — 461,000 New $468K — 0.05% DBT
243 Regatta XXIV Funding Ltd. 75889HAJ9 Jan 2023 500,000 — $463K +10.9% 0.05% ABS-CBDO
244 Wells Fargo Commercial Mortgage Trust 95000KBH7 Jan 2023 525,000 — $463K +0.8% 0.05% ABS-MBS
245 Chicago Mercantile Exchange 000000000 Jan 2023 5,395,000 New $463K — 0.05% DIR
246 BANK OF IRELAND GROUP 06279JAC3 Jan 2023 456,000 — $462K +4.9% 0.05% DBT
247 Atalaya Equipment Leasing Fund I LP 046497AC7 Jan 2023 482,000 — $455K +1.6% 0.05% ABS-O
248 TENCENT HOLDINGS LTD 88032WAV8 Jan 2023 655,000 — $449K +31.9% 0.05% DBT
249 Natixis Commercial Mortgage Securities 63875FAA4 Jan 2023 461,058 — $444K -2.0% 0.05% ABS-MBS
250 Dryden Senior Loan Fund 26248AAJ3 Jan 2023 500,000 — $441K +1.5% 0.05% ABS-CBDO
251 SANTANDER HOLDINGS USA 80282KBC9 Jan 2023 497,000 — $438K +6.6% 0.04% DBT
252 Neighborly Issuer LLC 64016NAA5 Jan 2023 516,360 -1,314 $437K +3.3% 0.04% ABS-O
253 FLOWSERVE CORPORATION 34355JAB4 Jan 2023 545,000 — $435K +11.4% 0.04% DBT
254 Dryden Senior Loan Fund 26253LAG7 Jan 2023 460,000 — $432K +8.1% 0.04% ABS-CBDO
255 Chicago Mercantile Exchange 000000000 Jan 2023 5,400,000 New $432K — 0.04% DIR
256 GCI Funding I LLC 36166VAE5 Jan 2023 490,611 -11,669 $430K +2.1% 0.04% ABS-O
257 CITIGROUP INC 172967NB3 Jan 2023 480,000 — $429K +14.0% 0.04% DBT
258 WYNN MACAU LTD 98313RAH9 Jan 2023 483,000 — $427K +50.0% 0.04% DBT
259 BROADCOM INC 11135FBQ3 Jan 2023 557,000 — $426K +12.0% 0.04% DBT
260 ACM Auto Trust 00091QAA0 Jan 2023 426,636 -962,051 $426K -69.2% 0.04% ABS-O
261 JPMORGAN CHASE & CO 46647PDF0 Jan 2023 426,000 — $417K +6.8% 0.04% DBT
262 INFOR INC 45674CAA1 Jan 2023 450,000 — $409K +1.4% 0.04% DBT
263 SYNCHRONY FINANCIAL 87165BAS2 Jan 2023 414,000 — $406K +2.1% 0.04% DBT
264 CREDIT SUISSE GROUP AG 000000000 Jan 2023 433,000 New $403K — 0.04% DBT
265 FREEPORT INDONESIA PT 69377FAA4 Jan 2023 415,000 — $403K +8.2% 0.04% DBT
266 US Bancorp 902973AZ9 Jan 2023 427,000 — $402K +12.6% 0.04% DBT
267 OLEODUCTO CENTRAL SA 680617AC1 Jan 2023 453,000 — $401K +8.7% 0.04% DBT
268 Fannie Mae - CAS 30711XBF0 Jan 2023 377,849 -16,901 $399K -4.1% 0.04% ABS-MBS
269 Synchrony Financial 87165BAM5 Jan 2023 429,000 — $397K +7.5% 0.04% DBT
270 FHF Trust 2021-2 30322JAA4 Jan 2023 413,609 -63,905 $395K -12.6% 0.04% ABS-O
271 TK ELEVATOR MIDCO GMBH 000000000 Jan 2023 401,000 New $395K — 0.04% DBT
272 CAJUN GLOBAL LLC 12803VAA3 Jan 2023 457,040 -1,740 $393K +3.1% 0.04% ABS-O
273 EMBRAER NETHERLANDS FINA 29082HAC6 Jan 2023 384,000 — $393K +8.7% 0.04% DBT
274 DEUTSCHE BANK NY 251526CB3 Jan 2023 405,000 — $392K +5.2% 0.04% DBT
275 Balboa Bay Loan Funding Ltd 05766BAQ1 Jan 2023 415,000 — $387K +7.1% 0.04% ABS-CBDO
276 WELLS FARGO & COMPANY 949746TD3 Jan 2023 418,000 — $385K +8.5% 0.04% DBT
277 Rad CLO Ltd 48661CAE2 Jan 2023 400,000 — $385K +3.7% 0.04% ABS-CBDO
278 MT LOGAN RE LTD 000000000 Jan 2023 452 New $383K — 0.04% EP
279 Crown Point CLO Ltd 22845JAG6 Jan 2023 400,000 — $383K +7.5% 0.04% ABS-CBDO
280 TAKEDA PHARMACEUTICAL 874060AT3 Jan 2023 384,000 — $382K +0.5% 0.04% DBT
281 Sixth Street CLO LTD. 83012FAA6 Jan 2023 381,337 — $379K +3.2% 0.04% ABS-CBDO
282 Freddie Mac - STACR 35566AAH2 Jan 2023 368,181 -33,328 $372K -7.5% 0.04% ABS-MBS
283 Chicago Mercantile Exchange 000000000 Jan 2023 3,170,000 New $369K — 0.04% DIR
284 PROSUS NV 74365PAA6 Jan 2023 428,000 — $369K +17.7% 0.04% DBT
285 Oracle Corp 68389XAM7 Jan 2023 376,000 — $367K +16.9% 0.04% DBT
286 Tobacco Settlement Finance Authority 88880LAV5 Jan 2023 396,089 -8,427 $366K -1.6% 0.04% DBT
287 GLOBO COMMUNICACOES PART 37959DAB0 Jan 2023 427,000 — $363K +9.8% 0.04% DBT
288 Fannie Mae - CAS 20754CAB5 Jan 2023 361,998 -25,877 $362K -5.1% 0.04% ABS-MBS
289 GLOBAL PAYMENTS INC 37940XAH5 Jan 2023 432,000 — $360K +9.0% 0.04% DBT
290 CAPITAL ONE FINANCIAL CO 14040HCX1 — 353,000 New $355K — 0.04% DBT
291 Standard Chartered PLC 853254AA8 Jan 2023 400,000 — $349K +18.6% 0.04% DBT
292 EQT CORP 26884LAQ2 Jan 2023 345,000 — $349K +4.0% 0.04% DBT
293 LCH Limited 000000000 Jan 2023 3,000,000 New $348K — 0.04% DIR
294 ANGLO AMERICAN CAPITAL 034863BB5 Jan 2023 373,000 — $348K +9.9% 0.04% DBT
295 WESTERN DIGITAL CORP 958102AQ8 — 426,000 New $347K — 0.04% DBT
296 HSBC HOLDINGS PLC 404280DC0 Jan 2023 373,000 — $344K +16.0% 0.04% DBT
297 Mission Lane Credit Card Master Trust 60510MAB4 Jan 2023 352,000 — $342K +1.4% 0.04% ABS-O
298 Affirm Inc 00834TAA6 Jan 2023 356,775 -81,887 $342K -18.9% 0.04% ABS-O
299 Chicago Mercantile Exchange 000000000 Jan 2023 7,030,000 New $337K — 0.03% DIR
300 Voya Financial Inc 45685EAG1 Jan 2023 335,000 — $334K +3.0% 0.03% DBT
301 Banc of America Merrill Lynch Large Loan Inc 05525BAL4 Jan 2023 520,000 — $332K -24.3% 0.03% ABS-MBS
302 PROSUS NV 74365PAD0 Jan 2023 487,000 — $326K +25.1% 0.03% DBT
303 AES PANAMA GENERATION HL 00109AAB3 Jan 2023 358,000 — $319K +13.2% 0.03% DBT
304 Discover Bank 25466AAN1 Jan 2023 327,000 — $317K +1.1% 0.03% DBT
305 Marathon Petroleum Corp 56585AAF9 Jan 2023 282,000 — $309K +12.3% 0.03% DBT
306 Voya CLO Ltd 92917NAS7 Jan 2023 340,000 — $305K +5.1% 0.03% ABS-CBDO
307 AVIATION CAPITAL GROUP 05369AAL5 Jan 2023 346,000 — $301K +8.1% 0.03% DBT
308 CCO HLDGS LLC/CAP CORP 1248EPCL5 Jan 2023 368,000 — $299K +6.7% 0.03% DBT
309 UNICREDIT SPA 904678AY5 Jan 2023 368,000 — $297K +14.3% 0.03% DBT
310 PHILIP MORRIS INTL INC 718172CW7 — 284,000 New $297K — 0.03% DBT
311 JPMBB Commercial Mortgage Securities Trust 46642EBD7 Jan 2023 313,608 — $296K +1.4% 0.03% ABS-MBS
312 INTESA SANPAOLO SPA 46115HBU0 — 283,000 New $292K — 0.03% DBT
313 Freddie Mac 3137FTV38 Jan 2023 2,834,004 -98,212 $291K +6.4% 0.03% ABS-MBS
314 Hardee's Funding LLC and Carls' Jr Funding LLC 411707AH5 Jan 2023 327,862 -836 $291K +5.4% 0.03% ABS-O
315 S&P GLOBAL INC 78409VAZ7 Jan 2023 295,000 — $290K +5.4% 0.03% DBT
316 GENERAL MOTORS CO 37045VAU4 Jan 2023 272,000 — $289K +4.9% 0.03% DBT
317 ONEOK INC 682680BG7 — 275,000 New $289K — 0.03% DBT
318 Wells Fargo Commercial Mortgage Trust 95000JBB3 Jan 2023 330,000 — $289K +2.5% 0.03% ABS-MBS
319 SK HYNIX INC 78392BAC1 Jan 2023 382,000 — $288K +7.0% 0.03% DBT
320 Rad CLO Ltd 75009RAA1 Jan 2023 291,346 — $287K +3.3% 0.03% ABS-CBDO
321 CHARLES SCHWAB CORP 808513CA1 Jan 2023 322,000 — $285K +9.2% 0.03% DBT
322 PNC FINANCIAL SERVICES 693475BM6 — 276,000 New $278K — 0.03% DBT
323 LIMA METRO LINE 2 FIN LT 000000000 Jan 2023 279,627 New $273K — 0.03% DBT
324 DEUTSCHE BANK NY 251526CE7 Jan 2023 296,000 — $267K +7.4% 0.03% DBT
325 ALTICE FRANCE SA 000000000 Jan 2023 307,000 New $262K — 0.03% DBT
326 CREDIT SUISSE GROUP AG 225401AL2 Jan 2023 320,000 — $261K +8.8% 0.03% DBT
327 CHARLES SCHWAB CORP 808513BD6 Jan 2023 253,000 -198,000 $252K -42.8% 0.03% DBT
328 Chicago Board of Trade 000000000 Jan 2023 342 New $248K — 0.03% DIR
329 AGL CLO Ltd. 00119YAA1 Jan 2023 250,000 — $246K +2.6% 0.03% ABS-CBDO
330 Credit Suisse Group AG 22546DAB2 Jan 2023 257,000 — $243K +3.9% 0.02% DBT
331 Credit Suisse Group AG 225401AJ7 Jan 2023 261,000 — $243K +5.0% 0.02% DBT
332 BROADCOM INC 11135FAQ4 Jan 2023 260,000 — $243K +8.4% 0.02% DBT
333 Synchrony Financial 87165BAG8 Jan 2023 244,000 — $237K +2.7% 0.02% DBT
334 ENA MASTER TRUST 29249BAA3 Jan 2023 303,000 — $237K +15.5% 0.02% DBT
335 AVIATION CAPITAL GROUP 05367AAH6 Jan 2023 246,000 — $235K +4.1% 0.02% DBT
336 TENGIZCHEVROIL FIN CO IN 88034QAC1 Jan 2023 306,000 — $231K +17.9% 0.02% DBT
337 Aircastle Ltd 00928QAQ4 Jan 2023 232,000 — $227K +2.7% 0.02% DBT
338 Altria Group Inc 02209SBD4 Jan 2023 226,000 — $224K +7.5% 0.02% DBT
339 Chicago Board of Trade 000000000 Jan 2023 272 New $221K — 0.02% DIR
340 Affirm Inc 00834CAA3 Jan 2023 211,237 -59,045 $206K -21.5% 0.02% ABS-O
341 BNP PARIBAS 000000000 Jan 2023 200,000 New $205K — 0.02% DBT
342 GENERAL MOTORS CO 37045VAV2 Jan 2023 194,000 — $199K +2.9% 0.02% DBT
343 LIMA METRO LINE 2 FIN LT 532522AB5 Jan 2023 220,251 -3,061 $197K +7.9% 0.02% DBT
344 AVIATION CAPITAL GROUP 05369AAF8 Jan 2023 194,000 — $190K +1.8% 0.02% DBT
345 SUZANO AUSTRIA GMBH 86964WAJ1 Jan 2023 222,000 — $189K +7.2% 0.02% DBT
346 AVIATION CAPITAL GROUP 05369AAA9 Jan 2023 211,000 — $189K +10.0% 0.02% DBT
347 REPUBLIC OF COLOMBIA 195325DS1 Jan 2023 248,000 — $187K +10.2% 0.02% DBT
348 Citigroup Commercial Mortgage Trust 17320DAU2 Jan 2023 191,422 — $187K +2.6% 0.02% ABS-MBS
349 Time Warner Cable LLC 88732JBD9 Jan 2023 235,000 — $186K +15.7% 0.02% DBT
350 Fannie Mae - CAS 20754WAB1 Jan 2023 185,839 -15,671 $185K -6.4% 0.02% ABS-MBS
351 Dext ABS 23345CAB5 Jan 2023 197,000 — $182K +2.2% 0.02% ABS-O
352 UNICREDIT SPA 904678AW9 Jan 2023 204,000 — $179K +8.0% 0.02% DBT
353 T-MOBILE USA INC 87264ABS3 Jan 2023 203,000 — $178K +5.6% 0.02% DBT
354 BX Trust 05608BAL4 Jan 2023 185,485 — $177K +2.4% 0.02% ABS-MBS
355 ONEOK INC 682680BE2 Jan 2023 166,000 — $177K +7.8% 0.02% DBT
356 Morgan Stanley BAML Trust 61765TAG8 Jan 2023 9,375,077 -166,115 $176K -11.7% 0.02% ABS-MBS
357 BROADCOM INC 11135FBR1 Jan 2023 188,000 — $176K +6.7% 0.02% DBT
358 Freddie Mac 3137AJ7M0 Jan 2023 1,874,562 -50,586 $175K +10.8% 0.02% ABS-MBS
359 Freddie Mac - STACR 35565HAH8 Jan 2023 172,244 -18,826 $172K -8.4% 0.02% ABS-MBS
360 Fannie Mae 3136B0CN4 Jan 2023 1,382,101 -58,864 $170K +17.5% 0.02% ABS-MBS
361 WESTINGHOUSE AIR BRAKE 960386AQ3 Jan 2023 180,000 — $170K +1.8% 0.02% DBT
362 GUARDIAN LIFE INSURANCE 401378AC8 Jan 2023 183,000 — $163K +16.8% 0.02% DBT
363 PMT CREDIT RISK TRANSFER TRUST 730151AA5 Jan 2023 164,547 -7,199 $159K -1.7% 0.02% ABS-MBS
364 Freddie Mac 3137FR3C3 Jan 2023 1,417,965 -51,075 $157K +13.4% 0.02% ABS-MBS
365 DISCOVERY COMMUNICATIONS 25470DAT6 Jan 2023 188,000 — $157K +17.3% 0.02% DBT
366 JPMBB Commercial Mortgage Securities Trust 46642NBF2 Jan 2023 17,636,745 -136,877 $154K -18.0% 0.02% ABS-MBS
367 BROADCOM INC 11135FBP5 Jan 2023 188,000 — $146K +11.9% 0.01% DBT
368 Chicago Mercantile Exchange 000000000 Jan 2023 1,490,000 New $143K — 0.01% DIR
369 Chase Mortgage Finance Corporation 46591HAC4 Jan 2023 138,860 -3,914 $133K +1.5% 0.01% ABS-MBS
370 Freddie Mac 3137BYRV4 Jan 2023 1,133,065 -45,765 $133K +15.2% 0.01% ABS-MBS
371 ADVANCE AUTO PARTS 00751YAG1 Jan 2023 141,000 — $120K +7.6% 0.01% DBT
372 Fannie Mae 3136AXSW6 Jan 2023 961,980 -42,221 $120K +16.9% 0.01% ABS-MBS
373 Fannie Mae - CAS 30711XAP9 Jan 2023 112,064 -4,925 $116K -3.2% 0.01% ABS-MBS
374 VOLCAN CIA MINERA SAA-CM 92863UAB2 Jan 2023 125,000 — $110K +5.8% 0.01% DBT
375 T-MOBILE USA INC 87264ABV6 Jan 2023 119,000 — $109K +5.5% 0.01% DBT
376 ONEOK Partners LP 68268NAG8 Jan 2023 105,000 — $107K +15.1% 0.01% DBT
377 Multifamily Structured Credit Risk 35563FAA9 Jan 2023 112,093 -3,651 $106K -1.6% 0.01% ABS-MBS
378 Government National Mortgage Association 38380GH49 Jan 2023 838,285 -24,372 $105K +14.7% 0.01% ABS-MBS
379 AIR LEASE CORP 00914AAJ1 Jan 2023 111,000 — $104K +5.5% 0.01% DBT
380 Citigroup Inc 172967GD7 Jan 2023 103,000 -143,000 $104K -57.6% 0.01% DBT
381 Fannie Mae - CAS 30711XAX2 Jan 2023 98,477 -6,149 $100K -5.1% 0.01% ABS-MBS
382 Fannie Mae - CAS 30711XBB9 Jan 2023 94,451 -5,121 $99K -2.4% 0.01% ABS-MBS
383 Chicago Mercantile Exchange 000000000 Jan 2023 2,106,000 New $97K — 0.01% DIR
384 Fannie Mae 3136ATV27 Jan 2023 884,916 -30,574 $97K +18.3% 0.01% ABS-MBS
385 Freddie Mac - STACR 3137G0HJ1 Jan 2023 93,601 -6,129 $96K -5.5% 0.01% ABS-MBS
386 MARRIOTT INTERNATIONAL 571903BD4 Jan 2023 92,000 — $94K +0.7% 0.01% DBT
387 LCH Limited 000000000 Jan 2023 1,080,000 New $90K — 0.01% DIR
388 LCH Limited 000000000 Jan 2023 1,080,000 New $90K — 0.01% DIR
389 Government National Mortgage Association 38380GHH0 Jan 2023 742,468 -17,597 $90K +12.7% 0.01% ABS-MBS
390 Fannie Mae 3136ALP47 Jan 2023 838,518 -27,322 $89K +17.3% 0.01% ABS-MBS
391 CCO HLDGS LLC/CAP CORP 1248EPCE1 Jan 2023 104,000 — $89K +5.2% 0.01% DBT
392 TERRAFORM GLOBAL OPERATI 88104UAC7 Jan 2023 89,000 — $85K +3.4% 0.01% DBT
393 AIRCASTLE LTD 00928QAS0 Jan 2023 83,000 — $80K +9.3% 0.01% DBT
394 Fannie Mae - CAS 20753WAF3 Jan 2023 73,013 -22,839 $73K -23.2% 0.01% ABS-MBS
395 DISCOVERY COMMUNICATIONS 25470DBG3 Jan 2023 83,000 — $70K +17.3% 0.01% DBT
396 Freddie Mac - STACR 35565AAH3 Jan 2023 60,074 -15,181 $60K -19.3% 0.01% ABS-MBS
397 S&P GLOBAL INC 78409VAY0 Jan 2023 59,000 — $60K +4.4% 0.01% DBT
398 GS Mortgage Securities Trust 36252RAG4 Jan 2023 156,972 +435 $59K -8.1% 0.01% ABS-MBS
399 BELLEMEADE RE LT 07877GAB5 Jan 2023 55,383 -82,173 $55K -59.7% 0.01% ABS-MBS
400 Morgan Stanley Capital Services LLC 000000000 Jan 2023 595,000 New $55K — 0.01% DIR
401 Radnor Re LTD 75049TAB7 Jan 2023 51,779 -75,154 $52K -59.1% 0.01% ABS-MBS
402 Chicago Mercantile Exchange 000000000 Jan 2023 1,160,000 New $51K — 0.01% DIR
403 CVS Health Corp 126650CX6 Jan 2023 49,000 — $48K +4.7% 0.00% DBT
404 Air Lease Corp 00912XAV6 Jan 2023 51,000 — $48K +6.7% 0.00% DBT
405 DISCOVERY COMMUNICATIONS 25470DBH1 Jan 2023 58,000 — $45K +19.2% 0.00% DBT
406 PMT Credit Risk Transfer Trust 69349MAA4 — 44,629 New $44K — 0.00% ABS-MBS
407 Chicago Mercantile Exchange 000000000 Jan 2023 715,000 New $42K — 0.00% DIR
408 Fannie Mae - CAS 20753QAE9 Jan 2023 40,716 -11,598 $41K -21.7% 0.00% ABS-MBS
409 Chicago Board of Trade 000000000 Jan 2023 -171 New $36K — 0.00% DIR
410 GSF 2021 1 ISSUER LLC 36261CAE1 Jan 2023 40,000 — $36K -1.8% 0.00% ABS-O
411 Radnor Re LTD 750493AA6 Jan 2023 35,833 -112,098 $36K -75.7% 0.00% ABS-MBS
412 EXPEDIA GROUP INC 30212PAS4 Jan 2023 34,000 — $35K +1.8% 0.00% DBT
413 LB-UBS Commercial Mortgage Trust 50179MAH4 Jan 2023 77,787 — $34K -0.1% 0.00% ABS-MBS
414 Fannie Mae - CAS 20753KAB8 Jan 2023 13,828 -8,068 $14K -36.8% 0.00% ABS-MBS
415 COMM Mortgage Trust 12625EAA7 Jan 2023 13,586 -13,233 $13K -49.1% 0.00% ABS-MBS
416 Fannie Mae - CAS 20753MAF5 Jan 2023 8,427 -4,009 $8K -32.1% 0.00% ABS-MBS
417 BELLEMEADE RE LT 07876RAB2 Jan 2023 7,815 -99,923 $8K -92.7% 0.00% ABS-MBS
418 GS Mortgage Securities Trust 36191YAL2 Jan 2023 18,714 — $8K -1.9% 0.00% ABS-MBS
419 AVIATION CAPITAL GROUP 05369AAD3 Jan 2023 7,000 — $7K +4.0% 0.00% DBT
420 OEC FINANCE LTD 67614CAE0 Jan 2023 257,015 +9,736 $6K +17.0% 0.00% DBT
421 Fannie Mae 3136AJWQ5 Jan 2023 37,824 -1,520,418 $4K -97.3% 0.00% ABS-MBS
422 Fannie Mae - CAS 20754JAB0 Jan 2023 3,989 -9,445 $4K -70.2% 0.00% ABS-MBS
423 Fannie Mae 3136AX4B8 Jan 2023 15,395 -1,235,509 $2K -98.7% 0.00% ABS-MBS
424 Fannie Mae 3136A2N58 Jan 2023 5,497 -587,113 $713 -99.0% 0.00% ABS-MBS
425 ODEBRECHT HOLDCO FIN LTD 67577TAA6 Jan 2023 270,478 — $433 -36.0% 0.00% DBT
426 VIRGOLINO DE OLIVEIRA FI 92824BAA4 Jan 2023 655,000 — $66 +0.0% 0.00% DBT
427 T-MOBILE USA INC 87264ABT1 Jan 2023 0 — $0 — 0.00% DBT
428 Fannie Mae - CAS 30711XBD5 Jan 2023 0 — $0 — 0.00% ABS-MBS
429 INVERSIONES CMPC CI 000000000 Jan 2023 0 New $0 — 0.00% DBT
430 JPMorgan Securities LLC 000000000 Jan 2023 0 New $0 — 0.00% DCR
431 SANTANDER HOLDINGS USA 80282KAP1 Jan 2023 0 — $0 — 0.00% DBT
432 State Street Bank & Trust Co. 000000000 Jan 2023 1 New $-556 — -0.00% DFE
433 Credit Suisse International 000000000 Jan 2023 3,093 New $-754 — -0.00% DCR
434 Citigroup Global Markets, Inc. 000000000 Jan 2023 5,567 New $-1358 — -0.00% DCR
435 Citigroup Global Markets, Inc. 000000000 Jan 2023 5,567 New $-1358 — -0.00% DCR
436 Citigroup Global Markets, Inc. 000000000 Jan 2023 8,041 New $-1961 — -0.00% DCR
437 Goldman Sachs International 000000000 Jan 2023 9,278 New $-2263 — -0.00% DCR
438 Goldman Sachs International 000000000 Jan 2023 9,278 New $-2263 — -0.00% DCR
439 Citigroup Global Markets, Inc. 000000000 Jan 2023 15,464 New $-3772 — -0.00% DCR
440 Citigroup Global Markets, Inc. 000000000 Jan 2023 16,701 New $-4074 — -0.00% DCR
441 Citigroup Global Markets, Inc. 000000000 Jan 2023 16,701 New $-4074 — -0.00% DCR
442 Goldman Sachs International 000000000 Jan 2023 16,701 New $-4074 — -0.00% DCR
443 Goldman Sachs International 000000000 Jan 2023 18,556 New $-4526 — -0.00% DCR
444 Goldman Sachs International 000000000 Jan 2023 18,556 New $-4526 — -0.00% DCR
445 Deutsche Bank AG 000000000 Jan 2023 18,556 New $-4526 — -0.00% DCR
446 Citigroup Global Markets, Inc. 000000000 Jan 2023 22,886 New $-5582 — -0.00% DCR
447 Citigroup Global Markets, Inc. 000000000 Jan 2023 26,597 New $-6488 — -0.00% DCR
448 Citigroup Global Markets, Inc. 000000000 Jan 2023 26,597 New $-6488 — -0.00% DCR
449 Goldman Sachs International 000000000 Jan 2023 36,494 New $-8901 — -0.00% DCR
450 Citigroup Global Markets, Inc. 000000000 Jan 2023 37,112 New $-9052 — -0.00% DCR
451 Citigroup Global Markets, Inc. 000000000 Jan 2023 37,112 New $-9052 — -0.00% DCR
452 Morgan Stanley 000000000 Jan 2023 29,760,000 New $-10608 — -0.00% DIR
453 Citigroup Global Markets, Inc. 000000000 Jan 2023 53,813 New $-13126 — -0.00% DCR
454 Citigroup Global Markets, Inc. 000000000 Jan 2023 56,906 New $-13880 — -0.00% DCR
455 Citigroup Global Markets, Inc. 000000000 Jan 2023 74,843 New $-18256 — -0.00% DCR
456 Credit Suisse International 000000000 Jan 2023 75,462 New $-18406 — -0.00% DCR
457 Credit Suisse International 000000000 Jan 2023 80,410 New $-19613 — -0.00% DCR
458 Deutsche Bank AG 000000000 Jan 2023 80,410 New $-19613 — -0.00% DCR
459 Credit Suisse International 000000000 Jan 2023 85,359 New $-20820 — -0.00% DCR
460 Credit Suisse International 000000000 Jan 2023 85,977 New $-20971 — -0.00% DCR
461 Morgan Stanley 000000000 Jan 2023 29,760,000 New $-21294 — -0.00% DIR
462 Deutsche Bank AG 000000000 Jan 2023 92,781 New $-22631 — -0.00% DCR
463 Goldman Sachs International 000000000 Jan 2023 102,678 New $-25045 — -0.00% DCR
464 Credit Suisse International 000000000 Jan 2023 104,533 New $-25497 — -0.00% DCR
465 Goldman Sachs International 000000000 Jan 2023 110,100 New $-26855 — -0.00% DCR
466 Morgan Stanley Capital Services LLC 000000000 Jan 2023 118,141 New $-28817 — -0.00% DCR
467 Deutsche Bank AG 000000000 Jan 2023 134,223 New $-32739 — -0.00% DCR
468 Deutsche Bank AG 000000000 Jan 2023 134,842 New $-32890 — -0.00% DCR
469 Credit Suisse International 000000000 Jan 2023 139,790 New $-34097 — -0.00% DCR
470 Citibank N.A. 000000000 Jan 2023 1 New $-47321 — -0.00% DFE
471 Goldman Sachs International 000000000 Jan 2023 199,170 New $-48581 — -0.00% DCR
472 Goldman Sachs International 000000000 Jan 2023 229,479 New $-55974 — -0.01% DCR
473 Deutsche Bank AG 000000000 Jan 2023 269,684 New $-65780 — -0.01% DCR
474 Goldman Sachs International 000000000 Jan 2023 319,786 New $-78001 — -0.01% DCR
475 Goldman Sachs International 000000000 Jan 2023 369,887 New $-90222 — -0.01% DCR
476 Deutsche Bank AG 000000000 Jan 2023 409,474 New $-99878 — -0.01% DCR
477 Deutsche Bank AG 000000000 Jan 2023 441,638 New $-107723 — -0.01% DCR
478 Morgan Stanley International Ltd. 000000000 Jan 2023 20,700,000 New $-109791 — -0.01% DIR
479 UBS AG 000000000 Jan 2023 1 New $-244922 — -0.03% DFE
480 Chicago Board of Trade 000000000 Jan 2023 -76 New $-301484 — -0.03% DIR
481 Intercontinental Exchange, Inc. 000000000 Jan 2023 10,100,000 New $-338668 — -0.03% DCR
482 LCH Limited 000000000 Jan 2023 61,010,000 New $-961138 — -0.10% DIR
483 JPMorgan Securities LLC 000000000 Jan 2023 -5,771,250 New $-5771250 — -0.59% RA
484 HSBC Securities USA, Inc. 000000000 Jan 2023 -6,084,000 New $-6084000 — -0.62% RA
485 HSBC Securities USA, Inc. 000000000 Jan 2023 -10,637,500 New $-10637500 — -1.09% RA
486 HSBC Securities USA, Inc. 000000000 Jan 2023 -19,366,875 New $-19366875 — -1.99% RA
✕ United States Treasury 91282CCM1 — 232,969,284 Exited $205.0M — — —
✕ United States Treasury 912828H45 — 113,871,604 Exited $109.9M — — —
✕ United States Treasury 912828N71 — 97,607,202 Exited $94.0M — — —
✕ United States Treasury 912828V49 — 85,892,631 Exited $81.1M — — —
✕ United States Treasury 912828Y38 — 60,525,330 Exited $57.5M — — —
✕ United States Treasury 9128285W6 — 29,212,334 Exited $27.8M — — —
✕ United States Treasury 912828YL8 — 10,554,727 Exited $10.2M — — —
✕ UMBS, TBA 01F0306B9 — 11,227,734 Exited $9.5M — — —
✕ UMBS, TBA 01F0226B6 — 7,341,000 Exited $6.0M — — —
✕ United States Treasury 91282CAQ4 — 5,937,647 Exited $5.7M — — —
✕ United States Treasury 912828B25 — 5,309,734 Exited $5.2M — — —
✕ United States Treasury 9128283R9 — 4,538,083 Exited $4.3M — — —
✕ DISCOVER FINANCIAL SVS 254709AQ1 — 1,667,000 Exited $1.6M — — —
✕ ENBRIDGE ENERGY PARTNERS 29250RAX4 — 1,351,000 Exited $1.4M — — —
✕ TRUIST FINANCIAL CORP 89832QAF6 — 1,060,000 Exited $0.9M — — —
✕ Fannie Mae 3136BCF21 — 4,423,854 Exited $0.8M — — —
✕ ENERGY TRANSFER LP 29279FAA7 — 843,000 Exited $0.7M — — —
✕ Ashford Hospitality Trust 04410CAA7 — 658,918 Exited $0.6M — — —
✕ TransDigm Inc 893647BE6 — 512,000 Exited $0.5M — — —
✕ ROYAL CARIBBEAN CRUISES 780153AZ5 — 422,000 Exited $0.5M — — —
✕ ARAB REPUBLIC OF EGYPT 03846JAB6 — 699,000 Exited $0.4M — — —
✕ Freddie Mac 3137FVTE2 — 2,051,082 Exited $0.4M — — —
✕ Conn Funding II, L.P 20825GAA3 — 342,213 Exited $0.3M — — —
✕ VEDANTA RESOURCES 92243XAD3 — 379,000 Exited $0.3M — — —
✕ FIFTH THIRD BANCORP 316773DB3 — 334,000 Exited $0.3M — — —
✕ Marathon Petroleum Corp 56585ABC5 — 289,000 Exited $0.3M — — —
✕ ASHTEAD CAPITAL INC 04505AAA7 — 305,000 Exited $0.3M — — —
✕ VERISIGN INC 92343EAM4 — 250,000 Exited $0.2M — — —
✕ WORKDAY INC 98138HAH4 — 182,000 Exited $0.2M — — —
✕ BRASKEM NETHERLANDS 10554TAD7 — 200,000 Exited $0.2M — — —
✕ BELLEMEADE RE LT 07877KAC4 — 27,414 Exited $0.0M — — —
✕ Upstart Securitization Trust 91680EAA3 — 1,242 Exited $0.0M — — —