BullishAgent BullishAgent Filings Economic Earnings Ratings IPOs Insiders Institutional ETFs Funds Screener
Sign in Register

Overlay B Portfolio

BERNSTEIN SANFORD C FUND INC

Assets: $910M Net: $865M Series: S000027649 EDGAR ↗
+487
New
-87
Exited
1173
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 Alliance Bernstein 018616748 Dec 2022 72,554,357 -27,159,132 $72.6M -27.2% 8.38% STIV
2 United States Treasury 912828ZZ6 Dec 2022 61,840,876 +53,755,237 $55.5M +680.0% 6.41% DBT
3 United States Treasury 912810PZ5 Dec 2022 35,310,489 +28,383,090 $36.8M +414.2% 4.26% DBT
4 AB All Market Real Return Portfolio 018528125 Dec 2022 3,721,380 +292,214 $31.8M +8.0% 3.68% EC
5 United States Treasury 912828S50 Dec 2022 17,387,364 -3,352,478 $16.4M -15.5% 1.89% DBT
6 United States Treasury 9128282L3 Dec 2022 16,773,009 +16,475,665 $15.8M +5609.0% 1.83% DBT
7 United States Treasury 912828YH7 — 15,925,700 New $15.1M — 1.75% DBT
8 United States Treasury 91282CFG1 Dec 2022 14,275,400 — $14.0M -0.3% 1.62% DBT
9 United States Treasury 91282CFZ9 — 12,988,700 New $12.9M — 1.49% DBT
10 KOREA TREASURY BOND 000000000 Dec 2022 15,958,420,000 +15,958,419,999 $12.4M -5416.3% 1.44% DBT
11 United States Treasury 912828V98 Dec 2022 12,993,000 — $12.1M +0.7% 1.40% DBT
12 United States Treasury 912828WU0 Dec 2022 9,372,421 -6,824,133 $9.1M -42.0% 1.05% DBT
13 UMBS, TBA 01F022618 — 10,331,000 New $8.8M — 1.01% ABS-MBS
14 BUNDESREPUB. DEUTSCHLAND 000000000 Dec 2022 7,802,000 New $7.7M — 0.90% DBT
15 United States Treasury 91282CDK4 Dec 2022 8,434,200 — $7.6M +0.9% 0.88% DBT
16 United States Treasury 91282CEK3 Dec 2022 7,142,000 — $6.9M -0.1% 0.80% DBT
17 United States Treasury 91282CFB2 Dec 2022 7,318,500 — $6.9M +0.5% 0.80% DBT
18 United States Treasury 912810SU3 Dec 2022 10,462,600 — $6.7M -3.1% 0.78% DBT
19 United States Treasury 912828R36 Dec 2022 6,599,900 — $6.1M +0.8% 0.70% DBT
20 United States Treasury 9128285D8 Dec 2022 5,987,000 — $5.9M +0.0% 0.68% DBT
21 United States Treasury 91282CCZ2 Dec 2022 6,396,500 — $5.7M +1.0% 0.66% DBT
22 United States Treasury 912810SQ2 Dec 2022 8,875,000 — $5.6M +1.2% 0.64% DBT
23 JAPAN TREASURY DISC BILL 000000000 Dec 2022 727,900,000 New $5.5M — 0.64% STIV
24 United States Treasury 912810QD3 Dec 2022 5,290,000 — $5.5M -0.6% 0.64% DBT
25 United States Treasury 9128286X3 Dec 2022 5,545,000 — $5.2M +0.7% 0.60% DBT
26 CANADIAN GOVERNMENT 135087N83 — 7,188,000 New $5.2M — 0.60% DBT
27 United States Treasury 91282CFF3 Dec 2022 5,636,200 -3,308,800 $5.1M -37.0% 0.59% DBT
28 KOREA TREASURY BOND 000000000 Dec 2022 6,846,450,000 New $5.1M — 0.59% DBT
29 United States Treasury 91282CBH3 Dec 2022 5,434,200 — $4.8M +1.1% 0.56% DBT
30 United States Treasury 912810TA6 Dec 2022 6,975,200 — $4.8M +0.9% 0.56% DBT
31 UBS AG 000000000 Dec 2022 44,300 New $4.8M — 0.56% DE
32 REPUBLIC OF AUSTRIA 000000000 Dec 2022 5,412,000 New $4.8M — 0.55% DBT
33 United States Treasury 91282CDC2 Dec 2022 4,885,216 +27,821 $4.6M +1.3% 0.53% DBT
34 United States Treasury 912810SZ2 Dec 2022 6,238,300 — $4.1M -3.2% 0.48% DBT
35 UMBS, TBA 01F020612 — 5,012,000 New $4.1M — 0.47% ABS-MBS
36 United States Treasury 91282CBV2 Dec 2022 4,229,400 -4,070,600 $4.0M -48.8% 0.46% DBT
37 Government National Mortgage Association 21H042612 — 4,063,024 New $3.9M — 0.46% ABS-MBS
38 BUNDESREPUB. DEUTSCHLAND 000000000 Dec 2022 3,091,000 New $3.6M — 0.42% DBT
39 United States Treasury 91282CDJ7 Dec 2022 4,368,900 — $3.6M +0.6% 0.41% DBT
40 UMBS, TBA 01F030611 — 3,991,702 New $3.5M — 0.41% ABS-MBS
41 LCH Limited 000000000 Dec 2022 28,500,000 New $3.5M — 0.40% DIR
42 United States Treasury 912828Z94 Dec 2022 3,867,000 — $3.3M +0.6% 0.38% DBT
43 AUSTRALIAN GOVERNMENT 000000000 Dec 2022 4,320,000 New $3.1M — 0.35% DBT
44 United States Treasury 912796YN3 — 3,020,000 New $3.0M — 0.35% STIV
45 CHINA GOVERNMENT BOND 000000000 Dec 2022 18,950,000 New $3.0M — 0.34% DBT
46 CHINA GOVERNMENT BOND 000000000 Dec 2022 19,890,000 New $2.9M — 0.34% DBT
47 United States Treasury 91282CCS8 Dec 2022 3,469,900 -1,613,500 $2.8M -31.2% 0.33% DBT
48 United States Treasury 91282CFA4 Dec 2022 2,868,100 — $2.8M -0.3% 0.32% DBT
49 JAPAN (10 YEAR ISSUE) 000000000 Dec 2022 362,650,000 New $2.8M — 0.32% DBT
50 Fannie Mae 3140M2QB1 Dec 2022 3,091,585 -16,891 $2.7M +0.6% 0.32% ABS-MBS
51 United States Treasury 912796YL7 Dec 2022 2,730,100 — $2.7M +0.9% 0.31% STIV
52 LCH Limited 000000000 Dec 2022 15,740,000 New $2.6M — 0.30% DIR
53 BUNDESREPUB. DEUTSCHLAND 000000000 Dec 2022 2,702,413 New $2.3M — 0.27% DBT
54 NEW ZEALAND GOVERNMENT 000000000 Dec 2022 3,930,000 New $2.3M — 0.27% DBT
55 JAPAN (5 YEAR ISSUE) 000000000 Dec 2022 288,900,000 New $2.2M — 0.25% DBT
56 HONEYWELL INTERNATIONAL 000000000 Dec 2022 2,070,000 New $2.2M — 0.25% DBT
57 LCH Limited 000000000 Dec 2022 17,150,000 New $2.1M — 0.25% DIR
58 NOTA DO TESOURO NACIONAL 000000000 Dec 2022 12,369,000 New $2.1M — 0.24% DBT
59 HSBC HOLDINGS PLC 404280DQ9 — 2,010,000 New $2.1M — 0.24% DBT
60 Freddie Mac - STACR 35564KMH9 Dec 2022 2,180,784 — $2.0M +4.8% 0.24% ABS-MBS
61 JAPAN (40 YEAR ISSUE) 000000000 Dec 2022 333,150,000 New $2.0M — 0.24% DBT
62 CHINA GOVERNMENT BOND 000000000 Dec 2022 13,960,000 New $2.0M — 0.23% DBT
63 BONOS DE TESORERIA 000000000 Dec 2022 8,607,000 New $2.0M — 0.23% DBT
64 United States Treasury 912810TC2 Dec 2022 2,642,600 -717,600 $1.9M -20.9% 0.22% DBT
65 Fannie Mae - CAS 20754LAB5 Dec 2022 1,986,675 — $1.9M +4.3% 0.22% ABS-MBS
66 Fannie Mae 3140M2LW0 Dec 2022 2,128,531 -28,614 $1.9M -0.1% 0.22% ABS-MBS
67 Freddie Mac - STACR 35564KKY4 Dec 2022 1,964,648 — $1.9M +4.7% 0.22% ABS-MBS
68 United States Treasury 912810TH1 Dec 2022 2,114,200 — $1.9M -0.5% 0.22% DBT
69 UMBS, TBA 01F042616 — 1,924,000 New $1.9M — 0.21% ABS-MBS
70 Fannie Mae 3140QLGX8 Dec 2022 2,258,796 -33,406 $1.9M -0.5% 0.21% ABS-MBS
71 Banc of America Merrill Lynch Large Loan Inc 054966AA4 Dec 2022 1,935,000 — $1.8M +0.0% 0.21% ABS-MBS
72 WEIBO CORP 948596AE1 Dec 2022 2,373,000 — $1.8M +3.4% 0.21% DBT
73 UNITED KINGDOM GILT 000000000 Dec 2022 2,808,000 New $1.8M — 0.21% DBT
74 Freddie Mac 3133KNWY5 Dec 2022 2,169,094 -37,803 $1.8M -0.8% 0.21% ABS-MBS
75 United States Treasury 91282CFM8 — 1,748,000 New $1.8M — 0.20% DBT
76 Fannie Mae 3138MFS99 Dec 2022 1,873,441 -57,522 $1.8M -1.6% 0.20% ABS-MBS
77 United States Treasury 912810RC4 Dec 2022 1,872,600 — $1.7M -0.7% 0.20% DBT
78 AREIT CRE Trust 04002VAA9 Dec 2022 1,812,959 -23,370 $1.7M -1.9% 0.20% ABS-MBS
79 JAPAN (30 YEAR ISSUE) 000000000 Dec 2022 285,650,000 New $1.7M — 0.20% DBT
80 Freddie Mac - STACR 35564KYP8 Dec 2022 1,590,681 — $1.7M +4.3% 0.19% ABS-MBS
81 SOCIETE GENERALE 83368RBH4 Dec 2022 1,898,000 — $1.7M +3.6% 0.19% DBT
82 United States Treasury 91282CCP4 Dec 2022 1,865,000 — $1.6M +1.0% 0.19% DBT
83 JAPAN (30 YEAR ISSUE) 000000000 Dec 2022 222,450,000 New $1.6M — 0.19% DBT
84 Fannie Mae - CAS 20753XAB0 Dec 2022 1,601,781 — $1.6M +6.6% 0.19% ABS-MBS
85 UNITED KINGDOM GILT 000000000 Dec 2022 2,095,000 New $1.6M — 0.19% DBT
86 NATIONWIDE BLDG SOCIETY 000000000 Dec 2022 1,655,000 New $1.6M — 0.18% DBT
87 BFLD Trust 05554BAA2 Dec 2022 1,653,000 — $1.6M -1.1% 0.18% ABS-MBS
88 AIB GROUP PLC 00135TAC8 — 1,524,000 New $1.6M — 0.18% DBT
89 Magnetite CLO Ltd 55954YAJ4 Dec 2022 1,575,536 — $1.5M +1.7% 0.18% ABS-CBDO
90 HP INC 40434LAN5 Dec 2022 1,631,000 — $1.5M +6.1% 0.18% DBT
91 HARLEY-DAVIDSON FINL SER 41283LBA2 Dec 2022 1,711,000 +700,000 $1.5M +76.3% 0.18% DBT
92 CHARLES SCHWAB CORP 808513BK0 Dec 2022 1,742,000 -125,000 $1.5M -1.9% 0.17% DBT
93 Chicago Mercantile Exchange 000000000 Dec 2022 10,260,000 New $1.5M — 0.17% DIR
94 BANCO SANTANDER SA 05964HAQ8 Dec 2022 1,600,000 — $1.5M +2.4% 0.17% DBT
95 VAR ENERGI ASA 92212WAD2 — 1,430,000 New $1.5M — 0.17% DBT
96 BNP PARIBAS 000000000 Dec 2022 1,869,000 New $1.4M — 0.17% DBT
97 Freddie Mac - STACR 35564KL31 Dec 2022 1,406,172 -96,355 $1.4M -6.1% 0.16% ABS-MBS
98 BELGIUM KINGDOM 000000000 Dec 2022 1,442,490 New $1.4M — 0.16% DBT
99 NISSAN MOTOR CO 654744AC5 Dec 2022 1,550,000 — $1.4M +5.2% 0.16% DBT
100 JAPAN FIN ORG MUNICIPAL 000000000 Dec 2022 1,481,000 New $1.4M — 0.16% DBT
101 BNG BANK NV 000000000 Dec 2022 2,100,000 New $1.4M — 0.16% DBT
102 BELLEMEADE RE LT 07876GAA8 Dec 2022 1,386,913 — $1.4M -1.8% 0.16% ABS-MBS
103 KFW 000000000 Dec 2022 1,999,000 New $1.4M — 0.16% DBT
104 SANTANDER UK GROUP HLDGS 80281LAS4 — 1,334,000 New $1.4M — 0.16% DBT
105 United States Treasury 91282CDQ1 — 1,505,000 New $1.3M — 0.16% DBT
106 BAT CAPITAL CORP 05526DBR5 Dec 2022 1,614,000 — $1.3M +4.5% 0.16% DBT
107 Fannie Mae 3140QEDJ8 Dec 2022 1,542,968 -45,752 $1.3M -1.3% 0.15% ABS-MBS
108 KYNDRYL HOLDINGS INC 50155QAJ9 Dec 2022 1,611,000 — $1.3M +2.9% 0.15% DBT
109 Fannie Mae 3140XGCD9 Dec 2022 1,556,744 -34,185 $1.3M -1.2% 0.15% ABS-MBS
110 United States Treasury 912810TK4 Dec 2022 1,463,600 +874,000 $1.3M +146.6% 0.15% DBT
111 AIRCASTLE LTD 00928QAU5 Dec 2022 1,604,000 — $1.3M +6.8% 0.15% DBT
112 ENBRIDGE ENERGY PARTNERS 29250RAX4 Dec 2022 1,151,000 -210,000 $1.3M -12.6% 0.15% DBT
113 BARCLAYS PLC 06738ECD5 — 1,202,000 New $1.3M — 0.14% DBT
114 Citibank N.A. 000000000 Dec 2022 1 New $1.2M — 0.14% DFE
115 Freddie Mac 3133B6UF5 Dec 2022 1,404,062 -17,121 $1.2M -0.0% 0.14% ABS-MBS
116 LLOYDS BANKING GROUP PLC 539439AW9 — 1,168,000 New $1.2M — 0.14% DBT
117 Freddie Mac 3132DNA94 Dec 2022 1,443,379 -21,618 $1.2M -0.2% 0.14% ABS-MBS
118 Citigroup Global Markets, Inc. 000000000 Dec 2022 2,310,000 New $1.2M — 0.14% DIR
119 Avis Budget Rental Car Funding AESOP LLC 05377RCY8 Dec 2022 1,240,000 — $1.2M -0.1% 0.14% ABS-O
120 Fannie Mae 3140QMZC1 Dec 2022 1,430,856 -29,149 $1.2M -0.9% 0.14% ABS-MBS
121 INDONESIA GOVERNMENT 000000000 Dec 2022 19,486,000,000 New $1.2M — 0.14% DBT
122 Santander Bank Auto Credit-Linked Notes 80290CAX2 Dec 2022 1,208,738 -205,342 $1.2M -14.9% 0.14% ABS-O
123 Citibank N.A. 000000000 Dec 2022 1 New $1.2M — 0.14% DFE
124 Fannie Mae - CAS 20754DAB3 Dec 2022 1,233,871 — $1.2M +4.9% 0.14% ABS-MBS
125 United States Treasury 912828ZT0 Dec 2022 1,309,200 -1,215,800 $1.2M -47.7% 0.14% DBT
126 DEXIA CREDIT LOCAL 000000000 Dec 2022 1,300,000 New $1.2M — 0.14% DBT
127 Intercontinental Exchange, Inc. 000000000 Dec 2022 2,300,000 New $1.2M — 0.14% DIR
128 JPMORGAN CHASE & CO 46647PDM5 — 1,170,000 New $1.2M — 0.14% DBT
129 Fannie Mae 3140Q8QG3 Dec 2022 1,246,659 -25,699 $1.2M -0.7% 0.13% ABS-MBS
130 SWEDBANK AB 000000000 Dec 2022 1,200,000 New $1.1M — 0.13% DBT
131 BP CAP MARKETS AMERICA 10373QBP4 Dec 2022 1,736,000 — $1.1M +4.0% 0.13% DBT
132 ENTEGRIS ESCROW CORP 29365BAA1 Dec 2022 1,249,000 — $1.1M +3.1% 0.13% DBT
133 Fannie Mae 3140K3BF8 Dec 2022 1,231,437 -40,054 $1.1M -1.4% 0.13% ABS-MBS
134 United States Treasury 912810TF5 Dec 2022 1,484,600 — $1.1M +0.3% 0.13% DBT
135 HFX FUNDING ISSUER 40422GAE0 Dec 2022 1,230,000 — $1.1M +1.0% 0.13% ABS-MBS
136 MORGAN STANLEY 000000000 Dec 2022 1,227,000 New $1.1M — 0.13% DBT
137 OCP CLO Ltd 671078AN3 Dec 2022 1,156,000 — $1.1M +1.2% 0.13% ABS-CBDO
138 MALAYSIA GOVERNMENT 000000000 Dec 2022 4,736,000 New $1.1M — 0.13% DBT
139 INTEL CORP 458140CC2 Dec 2022 1,242,000 — $1.1M +1.6% 0.13% DBT
140 JAPAN (30 YEAR ISSUE) 000000000 Dec 2022 188,950,000 New $1.1M — 0.13% DBT
141 Freddie Mac 3133B93N2 Dec 2022 1,283,632 -7,560 $1.1M +0.5% 0.13% ABS-MBS
142 Freddie Mac 3133A1B92 Dec 2022 1,174,840 -25,025 $1.1M -0.3% 0.13% ABS-MBS
143 LAS VEGAS SANDS CORP 517834AF4 Dec 2022 1,282,000 -288,000 $1.1M -16.6% 0.13% DBT
144 Fannie Mae 3138WPG65 Dec 2022 1,158,756 -42,877 $1.1M -2.1% 0.13% ABS-MBS
145 ADVANCE AUTO PARTS 00751YAE6 Dec 2022 1,234,000 — $1.1M +2.1% 0.13% DBT
146 DOMINICAN REPUBLIC 25714PEF1 Dec 2022 1,307,000 — $1.1M +10.8% 0.12% DBT
147 ROSS STORES INC 778296AC7 Dec 2022 1,097,000 — $1.1M +0.8% 0.12% DBT
148 NEW ZEALAND GOVERNMENT 000000000 Dec 2022 2,074,000 New $1.1M — 0.12% DBT
149 DISH DBS CORP 25470XBE4 Dec 2022 1,260,000 — $1.1M +2.2% 0.12% DBT
150 MICRON TECHNOLOGY INC 595112BV4 — 1,044,000 New $1.1M — 0.12% DBT
151 Barclays Commercial Mortgage Securities LLC 05493BAA6 Dec 2022 1,089,000 — $1.1M -2.0% 0.12% ABS-MBS
152 Government National Mortgage Association 21H040616 — 1,107,000 New $1.0M — 0.12% ABS-MBS
153 UMBS, TBA 01F040610 — 1,112,792 New $1.0M — 0.12% ABS-MBS
154 LANDWIRTSCH. RENTENBANK 000000000 Dec 2022 1,199,000 New $1.0M — 0.12% DBT
155 CELANESE US HOLDINGS LLC 15089QAR5 Dec 2022 1,039,000 — $1.0M +1.3% 0.12% DBT
156 AUSTRALIAN GOVERNMENT 000000000 Dec 2022 1,590,000 New $1.0M — 0.12% DBT
157 BELGIUM KINGDOM 000000000 Dec 2022 1,242,000 New $1.0M — 0.12% DBT
158 ROYAL BANK OF CANADA 000000000 Dec 2022 1,105,000 New $1.0M — 0.12% DBT
159 Pikes Peak CLO 72133CAA0 Dec 2022 1,045,972 — $1.0M +2.1% 0.12% ABS-CBDO
160 AMAZON.COM INC 023135CP9 — 1,024,000 New $1.0M — 0.12% DBT
161 BANK OF AMERICA CORP 06051GKP3 Dec 2022 1,066,000 — $1.0M +2.0% 0.12% DBT
162 GSF 2021 1 ISSUER LLC 36261CAC5 Dec 2022 1,071,000 — $1.0M -0.2% 0.12% ABS-O
163 Fannie Mae 3140QN6A5 Dec 2022 1,172,590 -26,397 $999K -1.1% 0.12% ABS-MBS
164 BANCO DE CREDITO DEL PER 05971U2C0 Dec 2022 1,095,000 — $997K +3.8% 0.12% DBT
165 AGL CLO 16 LTD 00120LAA6 Dec 2022 1,027,964 — $996K +2.4% 0.12% ABS-CBDO
166 Research-Driven Pagaya Motor Asset Trust I 76088TAA9 Dec 2022 1,017,855 -22,265 $992K -3.3% 0.11% ABS-O
167 COMISION FEDERAL DE ELEC 200447AL4 Dec 2022 1,121,000 +200,000 $986K +28.5% 0.11% DBT
168 CREDIT SUISSE GROUP AG 225401AP3 Dec 2022 1,262,000 — $984K -1.4% 0.11% DBT
169 Province of Quebec 000000000 Dec 2022 988,000 New $955K — 0.11% DBT
170 Diamond Issuer LLC 25267TAN1 Dec 2022 1,138,527 — $944K -1.9% 0.11% ABS-O
171 Neuberger Berman CLO Ltd 64134AAA0 Dec 2022 964,880 — $943K +2.0% 0.11% ABS-CBDO
172 GLOBO COMMUNICACOES PART 37959DAB0 Dec 2022 1,127,000 — $940K +10.8% 0.11% DBT
173 COMM Mortgage Trust 12622DAK0 Dec 2022 969,224 -37,015 $939K -4.4% 0.11% ABS-MBS
174 NATWEST GROUP PLC 639057AG3 — 900,000 New $937K — 0.11% DBT
175 Santander Bank Auto Credit-Linked Notes 80290CBF0 — 934,380 New $935K — 0.11% ABS-O
176 Fannie Mae 3136BCF21 Dec 2022 4,925,231 -173,437 $920K -4.6% 0.11% ABS-MBS
177 OLEODUCTO CENTRAL SA 680617AC1 Dec 2022 1,046,000 — $918K +13.4% 0.11% DBT
178 COMISION FEDERAL DE ELEC 200447AH3 Dec 2022 1,177,000 -200,000 $917K -7.5% 0.11% DBT
179 AB Issuer LLC 00091JAA6 Dec 2022 1,143,360 — $912K -2.8% 0.11% ABS-O
180 CONTINENTAL RESOURCES 212015AV3 Dec 2022 1,225,000 — $910K +1.6% 0.11% DBT
181 TRUIST FINANCIAL CORP 89832QAF6 Dec 2022 977,000 — $907K +3.5% 0.10% DBT
182 DISCOVER FINANCIAL SVS 254709AQ1 Dec 2022 922,000 -943,000 $897K -50.8% 0.10% DBT
183 ONTARIO (PROVINCE OF) 68333ZAE7 Dec 2022 1,295,000 — $893K +2.0% 0.10% DBT
184 BUNDESREPUB. DEUTSCHLAND 000000000 Dec 2022 949,902 New $889K — 0.10% DBT
185 NATIONWIDE BLDG SOCIETY 63861VAF4 Dec 2022 1,007,000 — $887K +2.3% 0.10% DBT
186 Freddie Mac - STACR 35564KWT2 Dec 2022 878,104 — $883K +5.8% 0.10% ABS-MBS
187 BELLEMEADE RE LT 07876AAB9 Dec 2022 917,587 — $881K -0.6% 0.10% ABS-MBS
188 Voya Financial Inc 45685EAG1 Dec 2022 895,000 — $879K +0.0% 0.10% DBT
189 Fannie Mae 3140KG3T8 Dec 2022 1,011,937 -22,541 $874K -0.7% 0.10% ABS-MBS
190 BOOKING HOLDINGS INC 000000000 Dec 2022 805,000 New $870K — 0.10% DBT
191 Fannie Mae 3140MA4G6 Dec 2022 1,015,905 -25,952 $865K -1.4% 0.10% ABS-MBS
192 UNITED KINGDOM GILT 000000000 Dec 2022 945,403 New $862K — 0.10% DBT
193 CARNIVAL CORP 143658BQ4 Dec 2022 1,057,000 — $861K +0.9% 0.10% DBT
194 GoldenTree Loan Management US CLO1, LTD 38138LAL2 Dec 2022 882,815 — $857K +2.3% 0.10% ABS-CBDO
195 Santander Bank Auto Credit-Linked Notes 80290CAS3 Dec 2022 875,595 -135,919 $855K -13.9% 0.10% ABS-O
196 ENEL FINANCE INTL NV 29278GBA5 — 800,000 New $850K — 0.10% DBT
197 DANSKE BANK A/S 23636ABC4 Dec 2022 920,000 +405,000 $848K +84.4% 0.10% DBT
198 Standard Chartered PLC 853254AA8 Dec 2022 1,100,000 — $848K +1.8% 0.10% DBT
199 UBS GROUP AG 902613AN8 Dec 2022 845,000 — $847K +0.2% 0.10% DBT
200 LAD Auto Receivables Trust 501687AA5 Dec 2022 860,011 -114,668 $846K -12.1% 0.10% ABS-O
201 COLONY MORTGAGE CAPITAL LTD 12564NAL6 Dec 2022 915,000 — $846K -0.8% 0.10% ABS-MBS
202 CONTINENTAL RESOURCES 212015AT8 Dec 2022 905,000 — $843K +3.1% 0.10% DBT
203 ALTRIA GROUP INC 02209SBJ1 Dec 2022 985,000 — $841K +5.2% 0.10% DBT
204 MDC Holdings Inc 552676AQ1 Dec 2022 1,027,000 — $840K +7.4% 0.10% DBT
205 DEVON ENERGY CORPORATION 25179MAL7 Dec 2022 896,000 — $837K +4.1% 0.10% DBT
206 United States Treasury 912810TG3 Dec 2022 1,034,800 — $837K -3.6% 0.10% DBT
207 CK HUTCHISON GROUP 000000000 Dec 2022 940,000 New $834K — 0.10% DBT
208 BELLEMEADE RE LT 078777AA7 Dec 2022 878,067 — $832K +0.8% 0.10% ABS-MBS
209 Fannie Mae 3140Q9T45 Dec 2022 843,013 -32,516 $829K -2.1% 0.10% ABS-MBS
210 BUONI POLIENNALI DEL TES 000000000 Dec 2022 835,000 New $827K — 0.10% DBT
211 INTL BK RECON & DEVELOP 000000000 Dec 2022 871,000 New $823K — 0.10% DBT
212 BUNDESREPUB. DEUTSCHLAND 000000000 Dec 2022 634,000 New $823K — 0.10% DBT
213 AIRCASTLE LTD 00928QAT8 Dec 2022 849,000 — $817K +2.2% 0.09% DBT
214 INTESA SANPAOLO SPA 46115HBU0 — 799,000 New $816K — 0.09% DBT
215 DIGITAL EURO FINCO 000000000 Dec 2022 820,000 New $813K — 0.09% DBT
216 AVIATION CAPITAL GROUP 05369AAH4 Dec 2022 828,000 — $812K +1.4% 0.09% DBT
217 Invitation Homes Trust 46187XAA3 Dec 2022 816,026 -3,898 $810K -0.3% 0.09% ABS-O
218 Fannie Mae 3140QN6B3 Dec 2022 941,818 -6,870 $802K +0.4% 0.09% ABS-MBS
219 Radnor Re LTD 75049SAB9 Dec 2022 809,162 — $800K +0.1% 0.09% ABS-MBS
220 Balboa Bay Loan Funding Ltd 05765XAA9 Dec 2022 816,233 — $796K +1.8% 0.09% ABS-CBDO
221 CNH INDUSTRIAL CAP LLC 12592BAN4 Dec 2022 815,000 — $790K +0.5% 0.09% DBT
222 MIZUHO FINANCIAL GROUP 60687YCL1 Dec 2022 787,000 — $786K +2.2% 0.09% DBT
223 Dryden Senior Loan Fund 26253LAE2 Dec 2022 830,000 — $781K +2.9% 0.09% ABS-CBDO
224 CREDIT SUISSE GROUP AG 225401AY4 Dec 2022 832,000 — $781K -2.9% 0.09% DBT
225 DEVELOPMENT BK OF JAPAN 000000000 Dec 2022 776,000 New $781K — 0.09% DBT
226 WARNERMEDIA HOLDINGS INC 55903VAL7 Dec 2022 947,000 — $781K +0.1% 0.09% DBT
227 CDBL FUNDING 1 000000000 Dec 2022 850,000 New $778K — 0.09% DBT
228 FED CAISSES DESJARDINS 31429KAH6 Dec 2022 810,000 — $777K +1.6% 0.09% DBT
229 Chicago Parking Meters LLC 000000000 Dec 2022 800,000 New $776K — 0.09% DBT
230 VAR ENERGI ASA 92212WAE0 — 749,000 New $772K — 0.09% DBT
231 CPS Auto Trust 12659WAE8 Dec 2022 824,000 — $769K +0.8% 0.09% ABS-O
232 SYNCHRONY FINANCIAL 87165BAR4 Dec 2022 1,032,000 — $769K +4.9% 0.09% DBT
233 GLP CAPITAL LP / FIN II 361841AR0 Dec 2022 955,000 — $764K +6.7% 0.09% DBT
234 BANK OF MONTREAL 000000000 Dec 2022 815,000 New $763K — 0.09% DBT
235 UNICREDIT SPA 904678AU3 Dec 2022 860,000 — $761K +3.3% 0.09% DBT
236 UNITED KINGDOM GILT 000000000 Dec 2022 647,137 New $757K — 0.09% DBT
237 University of California 91412HKE2 Dec 2022 1,130,000 — $756K +0.3% 0.09% DBT
238 UNICREDIT SPA 904678AY5 Dec 2022 996,000 — $753K +6.1% 0.09% DBT
239 AMERICAN TOWER CORP 000000000 Dec 2022 880,000 New $749K — 0.09% DBT
240 Eurex Deutschland 000000000 Dec 2022 -87 New $749K — 0.09% DIR
241 ENA MASTER TRUST 29249BAA3 Dec 2022 1,113,000 — $746K -8.8% 0.09% DBT
242 JAPAN (20 YEAR ISSUE) 000000000 Dec 2022 112,650,000 New $745K — 0.09% DBT
243 DBWF Mortgage Trust 23307GAA4 Dec 2022 765,585 — $743K -0.2% 0.09% ABS-MBS
244 DEUTSCHE BANK NY 25160PAJ6 Dec 2022 746,000 — $742K +2.4% 0.09% DBT
245 SWISS RE FINANCE LUX 000000000 Dec 2022 800,000 New $740K — 0.09% DBT
246 SBA Tower Trust 78403DAH3 Dec 2022 774,000 — $740K -1.2% 0.09% ABS-O
247 NATIONAL AUSTRALIA BANK 000000000 Dec 2022 850,000 New $739K — 0.09% DBT
248 JPMORGAN CHASE & CO 46647PDF0 Dec 2022 779,000 — $736K +2.8% 0.09% DBT
249 United States Treasury 912810SH2 Dec 2022 905,000 — $734K -2.8% 0.08% DBT
250 Port Authority of New York & New Jersey 73358W4V3 Dec 2022 745,000 — $732K +0.8% 0.08% DBT
251 OZLM Ltd 67112GAA6 Dec 2022 745,000 — $729K +1.6% 0.08% ABS-CBDO
252 JPMBB Commercial Mortgage Securities Trust 46643TBE1 Dec 2022 770,000 — $725K +0.2% 0.08% ABS-MBS
253 United States Treasury 912810TL2 — 716,900 New $725K — 0.08% DBT
254 COMMONWEALTH BANK AUST 000000000 Dec 2022 850,000 New $724K — 0.08% DBT
255 Fannie Mae 3140MA4D3 Dec 2022 848,625 -5,747 $723K +0.4% 0.08% ABS-MBS
256 VERIZON COMMUNICATIONS 000000000 Dec 2022 669,000 New $723K — 0.08% DBT
257 Fannie Mae - CAS 20754MBZ9 Dec 2022 715,118 -43,715 $721K -4.9% 0.08% ABS-MBS
258 IBM CORP 459200KV2 Dec 2022 788,000 — $721K +4.3% 0.08% DBT
259 Ford Credit Auto Owner Trust/Ford Credit 345340AD5 Dec 2022 824,000 — $716K +0.9% 0.08% ABS-O
260 FISERV INC 337738AY4 — 810,000 New $715K — 0.08% DBT
261 United Auto Credit Securitization Trust 90944KAA3 Dec 2022 717,001 -224,138 $714K -23.8% 0.08% ABS-O
262 DISH DBS CORP 25470XBF1 Dec 2022 875,000 — $699K +5.9% 0.08% DBT
263 Upstart Securitization Trust 91679LAB8 Dec 2022 750,000 — $697K +1.0% 0.08% ABS-O
264 EMBRAER NETHERLANDS FINA 29082HAB8 Dec 2022 725,000 — $694K +5.1% 0.08% DBT
265 INTERPUBLIC GROUP COS 460690BP4 Dec 2022 725,000 — $694K +3.3% 0.08% DBT
266 Freddie Mac - STACR 35564KPV5 Dec 2022 730,788 — $693K +4.6% 0.08% ABS-MBS
267 SOCIETE GENERALE 000000000 Dec 2022 695,000 New $689K — 0.08% DBT
268 City of New York NY 64966QRQ5 Dec 2022 885,000 — $684K +0.5% 0.08% DBT
269 Republic of Colombia 195325DL6 — 775,000 New $684K — 0.08% DBT
270 FISERV INC 337738AU2 Dec 2022 758,000 — $683K +3.4% 0.08% DBT
271 Prestige Auto Receivables Trust 74113RAC3 — 681,000 New $681K — 0.08% ABS-O
272 ONEOK INC 682680BE2 Dec 2022 667,000 +80,000 $680K +18.0% 0.08% DBT
273 Altria Group Inc 02209SAZ6 Dec 2022 768,000 — $679K +10.1% 0.08% DBT
274 CPS Auto Trust 12598CAG1 Dec 2022 740,000 — $678K +1.3% 0.08% ABS-O
275 MORGAN STANLEY 000000000 Dec 2022 620,000 New $676K — 0.08% DBT
276 Nelnet Student Loan Trust 64035GAC3 Dec 2022 859,146 — $669K -0.1% 0.08% ABS-O
277 INTL FINANCE CORP 000000000 Dec 2022 977,000 New $668K — 0.08% DBT
278 PLAINS ALL AMER PIPELINE 72650RBM3 Dec 2022 768,000 +481,000 $667K +178.8% 0.08% DBT
279 Marble Point CLO XI Ltd 56607FAA3 Dec 2022 677,885 — $667K +2.0% 0.08% ABS-CBDO
280 ALFA S.A. 015398AB6 Dec 2022 668,000 — $662K -0.0% 0.08% DBT
281 BROADCOM INC 11135FBT7 Dec 2022 753,000 — $662K +4.5% 0.08% DBT
282 Neighborly Issuer LLC 64016NAC1 Dec 2022 834,692 -2,102 $662K -1.7% 0.08% ABS-O
283 ZOETIS INC 98978VAU7 — 646,000 New $659K — 0.08% DBT
284 Freddie Mac 3133B93R3 Dec 2022 771,791 -13,897 $658K -0.7% 0.08% ABS-MBS
285 MORGAN STANLEY 61747YEV3 — 637,000 New $657K — 0.08% DBT
286 CREDIT SUISSE GROUP AG 000000000 Dec 2022 750,000 New $656K — 0.08% DBT
287 Wells Fargo Commercial Mortgage Trust 95000KBH7 Dec 2022 750,000 — $653K -2.3% 0.08% ABS-MBS
288 PROSUS NV 74365PAA6 Dec 2022 786,000 — $652K +9.5% 0.08% DBT
289 CHILE ELEC PEC SPA 168831AA3 Dec 2022 910,000 — $651K +1.3% 0.08% DBT
290 EMBRAER NETHERLANDS FINA 29082HAC6 Dec 2022 652,000 — $650K +6.2% 0.08% DBT
291 RAYTHEON TECH CORP 913017CY3 Dec 2022 671,000 — $643K +2.4% 0.07% DBT
292 PARKER-HANNIFIN CORP 701094AS3 Dec 2022 667,000 — $641K +1.6% 0.07% DBT
293 Freddie Mac - STACR 35566AAH2 Dec 2022 634,754 -64,499 $640K -8.5% 0.07% ABS-MBS
294 AIB GROUP PLC 000000000 Dec 2022 700,000 New $634K — 0.07% DBT
295 VORNADO REALTY LP 929043AL1 Dec 2022 852,000 — $632K -2.9% 0.07% DBT
296 ROYAL CARIBBEAN CRUISES 780153BS0 Dec 2022 628,000 — $632K +3.4% 0.07% DBT
297 AMERICAN TOWER CORP 000000000 Dec 2022 720,000 New $631K — 0.07% DBT
298 AES PANAMA GENERATION HL 00109AAB3 Dec 2022 731,000 — $630K +9.5% 0.07% DBT
299 NATWEST GROUP PLC 000000000 Dec 2022 750,000 New $629K — 0.07% DBT
300 Balboa Bay Loan Funding Ltd 05766BAQ1 Dec 2022 700,000 — $628K +2.5% 0.07% ABS-CBDO
301 Netflix Inc 64110LAT3 Dec 2022 615,000 -283,000 $624K -28.5% 0.07% DBT
302 FIDELITY NATL INFO SERV 31620MBM7 Dec 2022 691,000 +565,000 $614K +504.6% 0.07% DBT
303 WESTERN DIGITAL CORP 958102AR6 Dec 2022 849,000 -121,000 $610K -7.8% 0.07% DBT
304 Elevation CLO Ltd 28621YAE5 Dec 2022 670,000 — $610K +2.5% 0.07% ABS-CBDO
305 United States Treasury 912810RT7 Dec 2022 854,000 — $609K -1.0% 0.07% DBT
306 PERUSAHAAN LISTRIK NEGAR 71568PAE9 Dec 2022 618,000 — $607K +3.0% 0.07% DBT
307 VOLKSWAGEN INTL FIN NV 000000000 Dec 2022 700,000 New $607K — 0.07% DBT
308 JPMORGAN CHASE & CO 46647PCC8 Dec 2022 749,000 -499,000 $599K -38.0% 0.07% DBT
309 Fannie Mae 3138X6P58 Dec 2022 617,967 -16,589 $598K -0.6% 0.07% ABS-MBS
310 Brex Inc 05601DAA1 Dec 2022 602,000 — $595K +0.8% 0.07% ABS-O
311 AVIATION CAPITAL GROUP 05369AAK7 Dec 2022 675,000 — $588K +3.7% 0.07% DBT
312 SANTANDER UK GROUP HLDGS 80281LAR6 Dec 2022 687,000 — $588K +2.7% 0.07% DBT
313 BHMS Mortgage Trust 05549GAA9 Dec 2022 611,927 — $587K -0.6% 0.07% ABS-MBS
314 Fannie Mae - CAS 20754KAB7 Dec 2022 630,445 — $586K +4.0% 0.07% ABS-MBS
315 OCHSNER LSU HEALTH SYST 67555JAA4 Dec 2022 810,000 — $585K -5.5% 0.07% DBT
316 SUEZ 000000000 Dec 2022 600,000 New $582K — 0.07% DBT
317 PMT CREDIT RISK TRANSFER TRUST 69345WAA6 Dec 2022 606,687 -24,685 $581K -4.2% 0.07% ABS-MBS
318 Ashford Hospitality Trust 04410CAA7 Dec 2022 600,000 — $578K -0.6% 0.07% ABS-MBS
319 United States Treasury 91282CFH9 Dec 2022 597,800 — $576K +0.4% 0.07% DBT
320 BELLEMEADE RE LT 07876MAC1 Dec 2022 602,181 — $575K -1.2% 0.07% ABS-MBS
321 VEDANTA RESOURCES 92243XAD3 Dec 2022 661,000 — $573K +4.2% 0.07% DBT
322 FEDERAL HOME LOAN BANK 3130AFW94 Dec 2022 585,000 — $571K -0.0% 0.07% DBT
323 ANGLO AMERICAN CAPITAL 034863BB5 Dec 2022 634,000 — $570K +5.0% 0.07% DBT
324 GS Mortgage Securities Trust 36197QAC3 Dec 2022 572,533 -9,606 $569K -1.5% 0.07% ABS-MBS
325 JAPAN (30 YEAR ISSUE) 000000000 Dec 2022 86,000,000 New $569K — 0.07% DBT
326 State Board of Administration Finance Corp 341271AE4 Dec 2022 652,000 — $568K +1.8% 0.07% DBT
327 Fannie Mae - CAS 20754BAB7 Dec 2022 601,996 — $567K +3.2% 0.07% ABS-MBS
328 BOOKING HOLDINGS INC 09857LAR9 Dec 2022 585,000 -736,000 $566K -54.5% 0.07% DBT
329 Freddie Mac - STACR 35564KH36 Dec 2022 564,333 -41,791 $565K -6.3% 0.07% ABS-MBS
330 AUSTRALIAN GOVERNMENT 000000000 Dec 2022 1,043,000 New $563K — 0.07% DBT
331 GOLDMAN SACHS GROUP INC 38141GYU2 Dec 2022 676,000 — $562K +4.7% 0.06% DBT
332 CANADIAN GOVERNMENT 135087N67 Dec 2022 808,000 — $561K +1.9% 0.06% DBT
333 FREEPORT INDONESIA PT 69377FAA4 Dec 2022 585,000 — $561K +6.0% 0.06% DBT
334 First Investors Auto Owner Trust 32058KAA7 — 559,903 New $559K — 0.06% ABS-O
335 EUROPEAN INVESTMENT BANK 000000000 Dec 2022 905,000 New $559K — 0.06% DBT
336 Fannie Mae 3140E6KU5 Dec 2022 618,761 -16,724 $559K -1.2% 0.06% ABS-MBS
337 Freddie Mac 3133KGSG4 Dec 2022 595,080 -14,469 $552K -0.6% 0.06% ABS-MBS
338 Rockford Tower CLO Ltd 77341KAJ0 Dec 2022 599,796 — $552K +7.9% 0.06% ABS-CBDO
339 INEOS QUATTRO FINANCE 2 000000000 Dec 2022 603,000 New $548K — 0.06% DBT
340 Fannie Mae 3138WJL71 Dec 2022 582,948 -25,857 $546K -2.1% 0.06% ABS-MBS
341 Freddie Mac - STACR 35564KRF8 Dec 2022 560,853 — $545K +4.7% 0.06% ABS-MBS
342 NATIONWIDE MUTUAL INSURA 638671AK3 Dec 2022 420,000 — $544K +0.9% 0.06% DBT
343 PROSUS NV 74365PAG3 Dec 2022 604,000 — $542K +7.2% 0.06% DBT
344 KINDER MORGAN ENER PART 494550AQ9 — 500,000 New $541K — 0.06% DBT
345 STANDARD CHARTERED PLC 853254BT6 Dec 2022 558,000 — $538K +9.0% 0.06% DBT
346 Brex Inc 05601DAC7 Dec 2022 555,000 — $537K -0.0% 0.06% ABS-O
347 UBS AG 000000000 Dec 2022 5,790 New $537K — 0.06% DE
348 BARCLAYS PLC 06738EBX2 Dec 2022 569,000 — $536K +6.3% 0.06% DBT
349 Fannie Mae - CAS 20754NAB1 Dec 2022 528,574 -30,748 $535K -4.2% 0.06% ABS-MBS
350 Danske Bank A/S 23636AAP6 Dec 2022 542,000 — $535K +0.4% 0.06% DBT
351 BP CAPITAL MARKETS PLC 000000000 Dec 2022 578,000 New $531K — 0.06% DBT
352 CCO HLDGS LLC/CAP CORP 1248EPCQ4 Dec 2022 655,000 — $531K +3.9% 0.06% DBT
353 DELTA AIR LINES/SKYMILES 830867AB3 Dec 2022 563,000 — $530K +1.1% 0.06% DBT
354 STANDARD CHARTERED PLC 853254CL2 — 513,000 New $529K — 0.06% DBT
355 GLOBAL PAYMENTS INC 37940XAQ5 Dec 2022 552,000 — $526K +2.8% 0.06% DBT
356 Avis Budget Rental Car Funding AESOP LLC 05377REW0 Dec 2022 528,000 -528,000 $526K -49.9% 0.06% ABS-O
357 PUBLIC SERVICE ENTERPRIS 744573AV8 — 510,000 New $525K — 0.06% DBT
358 ENI SPA 000000000 Dec 2022 590,000 New $524K — 0.06% DBT
359 STANDARD CHARTERED PLC 853254CJ7 Dec 2022 550,000 — $523K +1.2% 0.06% DBT
360 Hardee's Funding 411707AF9 Dec 2022 565,699 -1,477 $521K +0.3% 0.06% ABS-O
361 Dominos Pizza Master Issuer LLC 25755TAN0 Dec 2022 622,520 -1,580 $518K +0.7% 0.06% ABS-O
362 ORACLE CORP 68389XCK9 — 477,000 New $516K — 0.06% DBT
363 Freddie Mac 31335AY51 Dec 2022 525,818 -11,954 $509K -2.0% 0.06% ABS-MBS
364 KLA CORP 482480AN0 — 524,000 New $505K — 0.06% DBT
365 SANTANDER HOLDINGS USA 80282KBC9 Dec 2022 585,000 — $503K +3.3% 0.06% DBT
366 VIVION INVESTMENTS 000000000 Dec 2022 600,000 New $501K — 0.06% DBT
367 CITIGROUP INC 172967MU2 Dec 2022 574,000 — $501K +3.4% 0.06% DBT
368 BANK OF NOVA SCOTIA 000000000 Dec 2022 537,000 New $501K — 0.06% DBT
369 CITIGROUP INC 172967NQ0 Dec 2022 508,000 — $500K +0.7% 0.06% DBT
370 REPUBLIC OF INDONESIA 000000000 Dec 2022 470,000 New $498K — 0.06% DBT
371 WYNN MACAU LTD 98313RAH9 Dec 2022 587,000 — $496K +26.1% 0.06% DBT
372 BANK OF IRELAND GROUP 06279JAC3 Dec 2022 497,000 — $495K +1.7% 0.06% DBT
373 NATURA COSMETICOS SA 63883KAB1 Dec 2022 606,000 — $494K +4.8% 0.06% DBT
374 FORD MOTOR COMPANY 345370DB3 Dec 2022 532,000 -566,000 $493K -49.1% 0.06% DBT
375 Avis Budget Rental Car Funding AESOP LLC 05377RDC5 Dec 2022 500,000 — $492K +0.1% 0.06% ABS-O
376 SVENSKA HANDELSBANKEN AB 000000000 Dec 2022 600,000 New $491K — 0.06% DBT
377 Affirm Inc 00834HAA2 Dec 2022 504,367 -200,510 $490K -28.7% 0.06% ABS-O
378 MORGAN STANLEY 61747YER2 Dec 2022 516,000 -214,000 $490K -28.2% 0.06% DBT
379 CITIZENS FINANCIAL GROUP 174610AK1 Dec 2022 502,000 -335,000 $488K -39.4% 0.06% DBT
380 WRKCo Inc 96145DAH8 Dec 2022 519,000 — $484K +1.1% 0.06% DBT
381 TSMC ARIZONA CORP 872898AF8 Dec 2022 504,000 — $482K +0.3% 0.06% DBT
382 Freddie Mac - STACR 35564KHE2 Dec 2022 485,141 -34,235 $478K -5.5% 0.06% ABS-MBS
383 DELTA AIR LINES/SKYMILES 830867AA5 Dec 2022 488,263 — $476K +0.3% 0.05% DBT
384 E.ON INTL FINANCE BV 000000000 Dec 2022 375,000 New $472K — 0.05% DBT
385 Carvana Auto Receivables Trust 14687KAG1 Dec 2022 596,000 — $470K -3.9% 0.05% ABS-O
386 ONEOK Inc 682680AW3 Dec 2022 505,000 +172,000 $468K +57.5% 0.05% DBT
387 ORSTED A/S 000000000 Dec 2022 395,000 New $467K — 0.05% DBT
388 CREDIT SUISSE GROUP AG 000000000 Dec 2022 580,000 New $467K — 0.05% DBT
389 CADENT FINANCE PLC 000000000 Dec 2022 555,000 New $466K — 0.05% DBT
390 HSBC HOLDINGS PLC 404280DG1 Dec 2022 483,000 — $465K +2.8% 0.05% DBT
391 ICE Futures Europe - Financial Products Division 000000000 Dec 2022 -79 New $464K — 0.05% DIR
392 TOTALENERGIES SE 000000000 Dec 2022 505,000 New $461K — 0.05% DBT
393 Osaka Exchange 000000000 Dec 2022 -21 New $459K — 0.05% DIR
394 THAMES WATER UTIL FIN 000000000 Dec 2022 360,000 New $459K — 0.05% DBT
395 UBS AG 000000000 Dec 2022 76,000 New $458K — 0.05% DE
396 GS Mortgage Securities Trust 36197XAQ7 Dec 2022 465,000 — $458K +0.2% 0.05% ABS-MBS
397 Suncor Energy Inc 71644EAJ1 Dec 2022 436,000 — $458K +3.7% 0.05% DBT
398 T-MOBILE USA INC 87264ACB9 Dec 2022 557,000 — $454K +2.9% 0.05% DBT
399 IBERDROLA INTL BV 000000000 Dec 2022 500,000 New $454K — 0.05% DBT
400 Octagon Loan Funding Ltd 67590RAY1 Dec 2022 460,687 — $453K +1.5% 0.05% ABS-CBDO
401 BROADCOM INC 11135FBV2 Dec 2022 518,000 — $453K +5.7% 0.05% DBT
402 INTER-AMERICAN DEVEL BK 000000000 Dec 2022 662,000 New $450K — 0.05% DBT
403 NMEF Funding LLC 62890MAB0 — 450,000 New $449K — 0.05% ABS-O
404 Chicago Mercantile Exchange 000000000 Dec 2022 6,030,000 New $449K — 0.05% DIR
405 DISCOVERY COMMUNICATIONS 25470DAT6 Dec 2022 599,000 — $448K +1.0% 0.05% DBT
406 CARGILL INC 141781BZ6 — 446,000 New $447K — 0.05% DBT
407 NXP BV/NXP FUNDING LLC 62947QBC1 Dec 2022 445,000 — $446K +2.3% 0.05% DBT
408 Elmwood CLO IX Ltd 29003UAA7 Dec 2022 452,000 — $441K +2.0% 0.05% ABS-CBDO
409 ENGIE ENERGIA CHILE SA 000000000 Dec 2022 543,000 New $441K — 0.05% DBT
410 United States Treasury 912810SE9 Dec 2022 495,000 — $440K -2.5% 0.05% DBT
411 ALLEGHANY CORP 017175AE0 Dec 2022 474,000 — $439K +3.8% 0.05% DBT
412 BRITISH AMERICAN TOBACCO 000000000 Dec 2022 528,000 New $437K — 0.05% DBT
413 BELLEMEADE RE LT 07877GAC3 Dec 2022 441,000 — $437K +0.3% 0.05% ABS-MBS
414 ZF FINANCE GMBH 000000000 Dec 2022 500,000 New $437K — 0.05% DBT
415 Fannie Mae - CAS 20754BAA9 Dec 2022 445,411 -44,682 $436K -9.2% 0.05% ABS-MBS
416 DEUTSCHE BANK NY 251526CB3 Dec 2022 455,000 — $435K +2.5% 0.05% DBT
417 MVW Owner Trust 55400KAB1 Dec 2022 484,850 -31,966 $434K -5.7% 0.05% ABS-O
418 Fannie Mae 3140JXTG3 Dec 2022 466,293 -12,417 $432K -0.8% 0.05% ABS-MBS
419 REPUBLIC OF PANAMA 698299BT0 — 426,000 New $432K — 0.05% DBT
420 HSBC HOLDINGS PLC 404280DH9 Dec 2022 463,000 — $430K +4.9% 0.05% DBT
421 OFFICE PPTY INCOME TRST 67623CAF6 Dec 2022 633,000 — $427K +11.2% 0.05% DBT
422 Freddie Mac 3137FVTE2 Dec 2022 2,275,375 -74,380 $425K -4.6% 0.05% ABS-MBS
423 CAIXABANK SA 000000000 Dec 2022 400,000 New $423K — 0.05% DBT
424 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $422K — 0.05% DFE
425 QUALCOMM INC 747525BT9 — 395,000 New $422K — 0.05% DBT
426 Neuberger Berman CLO Ltd 64133WAG0 Dec 2022 455,467 — $422K +5.6% 0.05% ABS-CBDO
427 AXIS Equipment Finance Receivables LLC 03236XAB3 Dec 2022 425,000 — $420K -0.5% 0.05% ABS-O
428 ANGLIAN WATER SERV FIN 000000000 Dec 2022 400,000 New $418K — 0.05% DBT
429 United States Treasury 912810SJ8 Dec 2022 590,000 — $418K -3.1% 0.05% DBT
430 Carvana Auto Receivables Trust 14687GAD7 Dec 2022 430,028 -71,972 $416K -13.8% 0.05% ABS-O
431 JPMorgan Chase & Co 000000000 Dec 2022 427,000 New $415K — 0.05% DBT
432 CCO HLDGS LLC/CAP CORP 1248EPCL5 Dec 2022 539,000 -307,000 $415K -33.9% 0.05% DBT
433 JPMBB Commercial Mortgage Securities Trust 46645JAF9 Dec 2022 440,000 — $412K -0.0% 0.05% ABS-MBS
434 Morgan Stanley 61744YAP3 Dec 2022 450,000 — $412K +1.6% 0.05% DBT
435 ANHEUSER-BUSCH CO/INBEV 03522AAH3 Dec 2022 431,000 — $406K +4.6% 0.05% DBT
436 GS Mortgage Securities Trust 36191YAE8 Dec 2022 410,082 -18,656 $403K -5.6% 0.05% ABS-MBS
437 BX Trust 05608BAN0 Dec 2022 430,256 — $402K -0.9% 0.05% ABS-MBS
438 CIGNA CORP 125523AH3 Dec 2022 416,000 — $401K +2.1% 0.05% DBT
439 ARAB REPUBLIC OF EGYPT 03846JAB6 Dec 2022 580,000 — $401K +20.0% 0.05% DBT
440 EUROPEAN INVESTMENT BANK 000000000 Dec 2022 690,000 New $400K — 0.05% DBT
441 TELUS CORP 87971MBX0 — 542,000 New $398K — 0.05% DBT
442 TRANSCANADA PIPELINES 89353ZCK2 — 540,000 New $397K — 0.05% DBT
443 FLOWSERVE CORPORATION 34355JAB4 Dec 2022 530,000 — $396K +4.3% 0.05% DBT
444 DUKE ENERGY CAROLINAS NC 26443KAB1 Dec 2022 542,000 — $396K -0.5% 0.05% DBT
445 UBS Group AG 000000000 Dec 2022 400,000 New $395K — 0.05% DBT
446 Freddie Mac 3132Y3ZL1 Dec 2022 401,421 -9,744 $395K -0.7% 0.05% ABS-MBS
447 LAD Auto Receivables Trust 501683AA4 Dec 2022 406,567 -95,949 $395K -18.4% 0.05% ABS-O
448 STANDARD CHARTERED PLC 853254CG3 Dec 2022 455,000 — $395K +3.0% 0.05% DBT
449 Rockford Tower CLO Ltd 77341LAG4 Dec 2022 448,759 — $393K +1.9% 0.05% ABS-CBDO
450 RIMINI BIDCO SPA 000000000 Dec 2022 410,000 New $393K — 0.05% DBT
451 Societe Generale 000000000 Dec 2022 390,000 New $392K — 0.05% DBT
452 PHILIP MORRIS INTL INC 718172CU1 — 390,000 New $392K — 0.05% DBT
453 LOWE'S COS INC 548661EN3 Dec 2022 406,000 — $391K +4.9% 0.05% DBT
454 Freddie Mac 3133A7S26 Dec 2022 452,542 -16,593 $391K -2.0% 0.05% ABS-MBS
455 BNP PARIBAS 09659W2P8 Dec 2022 498,000 — $390K +3.1% 0.05% DBT
456 ESSENTIAL PROPER 29670VAA7 Dec 2022 533,000 — $387K -0.8% 0.04% DBT
457 AMERICAN TOWER CORP 03027XBV1 Dec 2022 413,000 — $386K +2.1% 0.04% DBT
458 Intesa Sanpaolo SpA 46115HAT4 Dec 2022 400,000 — $386K +3.4% 0.04% DBT
459 EQT CORP 26884LAQ2 Dec 2022 388,000 — $386K +1.3% 0.04% DBT
460 ENERGY TRANSFER LP 86765BAT6 Dec 2022 407,000 — $385K +1.5% 0.04% DBT
461 UNITED KINGDOM GILT 000000000 Dec 2022 553,697 New $384K — 0.04% DBT
462 BANCO BILBAO VIZCAYA ARG 05946KAG6 Dec 2022 400,000 — $384K +10.3% 0.04% DBT
463 GSF 2021 1 ISSUER LLC 36261CAA9 Dec 2022 412,111 +309 $383K +0.3% 0.04% ABS-O
464 Citigroup Inc 172967LW9 Dec 2022 415,000 -209,000 $383K -32.3% 0.04% DBT
465 COOPERATIEVE RABOBANK UA 000000000 Dec 2022 400,000 New $381K — 0.04% DBT
466 ICG US CLO Ltd 44931AAJ8 Dec 2022 385,442 -1,474 $381K -0.1% 0.04% ABS-CBDO
467 CAIXABANK SA 000000000 Dec 2022 400,000 New $380K — 0.04% DBT
468 PVH CORP 000000000 Dec 2022 385,000 New $375K — 0.04% DBT
469 LSTAR Commercial Mortgage Trust 50219QAC8 Dec 2022 374,549 -12,409 $374K -2.6% 0.04% ABS-MBS
470 Heathrow Funding Ltd 000000000 Dec 2022 300,000 New $373K — 0.04% DBT
471 United States Treasury 912810TM0 — 374,700 New $369K — 0.04% DBT
472 US Bancorp 902973AZ9 Dec 2022 423,000 — $369K +2.1% 0.04% DBT
473 Hardee's Funding LLC and Carls' Jr Funding LLC 411707AH5 Dec 2022 429,027 -1,094 $367K -0.5% 0.04% ABS-O
474 VERISURE HOLDING AB 000000000 Dec 2022 395,000 New $367K — 0.04% DBT
475 Freddie Mac - STACR 35564KNS4 Dec 2022 414,809 — $366K +3.8% 0.04% ABS-MBS
476 ORACLE CORP 68389XCE3 Dec 2022 441,000 — $366K +5.3% 0.04% DBT
477 Standard Chartered Bank 000000000 Dec 2022 1 New $365K — 0.04% DFE
478 Nelnet Student Loan Trust 64034YAC5 Dec 2022 457,000 — $364K -1.1% 0.04% ABS-O
479 Time Warner Cable LLC 88732JBD9 Dec 2022 494,000 — $363K +6.0% 0.04% DBT
480 Eurex Deutschland 000000000 Dec 2022 -12 New $361K — 0.04% DIR
481 GCI Funding I LLC 36166VAE5 Dec 2022 423,165 -18,395 $359K -4.6% 0.04% ABS-O
482 Flatiron CLO Ltd 33883PAJ6 Dec 2022 390,000 — $359K +3.5% 0.04% ABS-CBDO
483 INFOR INC 45674CAA1 Dec 2022 398,000 — $359K +0.2% 0.04% DBT
484 DEUTSCHE TELEKOM INT FIN 000000000 Dec 2022 248,000 New $358K — 0.04% DBT
485 Natixis Commercial Mortgage Securities 63875FAA4 Dec 2022 372,323 — $356K -2.8% 0.04% ABS-MBS
486 Neighborly Issuer LLC 64016NAA5 Dec 2022 444,665 -1,129 $356K -3.4% 0.04% ABS-O
487 PROVINCE OF QUEBEC 74814ZFP3 Dec 2022 494,000 — $355K +1.1% 0.04% DBT
488 SOUTHERN GAS NETWORK PLC 000000000 Dec 2022 300,000 New $355K — 0.04% DBT
489 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $354K — 0.04% DFE
490 Fannie Mae 3138ENG29 Dec 2022 342,378 -14,749 $354K -3.4% 0.04% ABS-MBS
491 APPLE INC 037833ER7 Dec 2022 417,000 — $352K +3.0% 0.04% DBT
492 Freddie Mac - STACR 35564KUW7 Dec 2022 352,840 -21,027 $351K -5.1% 0.04% ABS-MBS
493 Credit Suisse Group AG 225401AJ7 Dec 2022 436,000 — $351K -6.4% 0.04% DBT
494 JPMorgan Chase & Co 48126HAC4 Dec 2022 360,000 — $350K +1.4% 0.04% DBT
495 Fannie Mae - CAS 30711XLT9 Dec 2022 347,770 -19,948 $350K -5.3% 0.04% ABS-MBS
496 ELECTRICITE DE FRANCE SA 000000000 Dec 2022 400,000 New $350K — 0.04% DBT
497 VISTRA CORP 92840MAC6 Dec 2022 384,000 — $350K +4.3% 0.04% DBT
498 REPUBLIC OF AUSTRIA 000000000 Dec 2022 405,000 New $349K — 0.04% DBT
499 GUARDIAN LIFE INSURANCE 401378AC8 Dec 2022 423,000 — $348K +0.4% 0.04% DBT
500 Fannie Mae 31417EJG7 Dec 2022 371,313 -14,445 $348K -2.2% 0.04% ABS-MBS
501 LIMA METRO LINE 2 FIN LT 532522AB5 Dec 2022 391,028 -5,303 $347K +0.1% 0.04% DBT
502 Fannie Mae - CAS 30711XBF0 Dec 2022 328,192 -16,921 $346K -3.1% 0.04% ABS-MBS
503 Bank of America Corp 06051GHT9 Dec 2022 369,000 — $346K +1.5% 0.04% DBT
504 BROADCOM INC 11135FBQ3 Dec 2022 479,000 -375,000 $346K -40.9% 0.04% DBT
505 Ballyrock Ltd 05875TAG2 Dec 2022 375,000 — $345K +6.8% 0.04% ABS-CBDO
506 Elmwood CLO IX Ltd 29003UAG4 Dec 2022 368,000 — $345K +6.2% 0.04% ABS-CBDO
507 LIBERTY MUTUAL GROUP INC 000000000 Dec 2022 365,000 New $344K — 0.04% DBT
508 SK HYNIX INC 78392BAC1 Dec 2022 468,000 — $343K -0.4% 0.04% DBT
509 WELLS FARGO & COMPANY 949746TD3 Dec 2022 389,000 — $341K +3.5% 0.04% DBT
510 WESTINGHOUSE AIR BRAKE 960386AN0 Dec 2022 343,000 — $337K +0.2% 0.04% DBT
511 CNH Equipment Trust 12664JAB6 — 336,000 New $337K — 0.04% ABS-O
512 Hertz Vehicle Financing LLC 42806MAL3 Dec 2022 380,000 — $337K -0.7% 0.04% ABS-O
513 DNB Boligkreditt AS 000000000 Dec 2022 336,000 New $337K — 0.04% DBT
514 Freddie Mac 31335A6X1 Dec 2022 347,199 -7,888 $336K -1.8% 0.04% ABS-MBS
515 Citigroup Inc 172967JM4 Dec 2022 367,000 — $336K +0.4% 0.04% DBT
516 Flatiron CLO Ltd 33883PAC1 Dec 2022 340,000 — $332K +2.2% 0.04% ABS-CBDO
517 TENCENT HOLDINGS LTD 88032WAV8 Dec 2022 525,000 — $330K +5.2% 0.04% DBT
518 FIFTH THIRD BANCORP 316773DB3 Dec 2022 354,000 — $329K +0.1% 0.04% DBT
519 United States Treasury 912810SK5 Dec 2022 450,000 — $328K -3.1% 0.04% DBT
520 BELL CANADA 07813ZCK8 — 422,000 New $327K — 0.04% DBT
521 UBS AG 000000000 Dec 2022 1 New $326K — 0.04% DFE
522 Eni SpA 26874RAJ7 Dec 2022 350,000 -425,000 $324K -54.0% 0.04% DBT
523 FEDEX CORP 31428XCB0 Dec 2022 381,000 — $323K +12.2% 0.04% DBT
524 AGL CLO Ltd. 00119YAA1 Dec 2022 330,000 — $321K +2.1% 0.04% ABS-CBDO
525 Fannie Mae 3140FLCM8 Dec 2022 342,673 -16,123 $321K -2.4% 0.04% ABS-MBS
526 ACM Auto Trust 00091QAA0 Dec 2022 319,919 -443,684 $319K -58.1% 0.04% ABS-O
527 BELLEMEADE RE LT 078774AB2 Dec 2022 334,502 — $319K -2.6% 0.04% ABS-MBS
528 Freddie Mac 3132VMWS0 Dec 2022 321,909 -9,527 $318K -1.2% 0.04% ABS-MBS
529 Fannie Mae 31417DRX3 Dec 2022 339,789 -11,358 $318K -1.9% 0.04% ABS-MBS
530 AGL CLO Ltd. 00120BAJ9 Dec 2022 350,000 — $316K +4.1% 0.04% ABS-CBDO
531 BELLEMEADE RE LT 07876LAD1 Dec 2022 330,000 — $315K +0.7% 0.04% ABS-MBS
532 NH HOTEL GROUP SA 000000000 Dec 2022 320,000 New $315K — 0.04% DBT
533 Freddie Mac 3137FTV38 Dec 2022 3,238,876 -131,818 $312K -5.8% 0.04% ABS-MBS
534 Banc of America Merrill Lynch Large Loan Inc 05525BAL4 Dec 2022 500,000 — $311K -26.6% 0.04% ABS-MBS
535 TENGIZCHEVROIL FIN CO IN 88034QAC1 Dec 2022 438,000 — $311K -0.2% 0.04% DBT
536 FOX CORP 35137LAK1 Dec 2022 346,000 — $310K +4.5% 0.04% DBT
537 Citigroup Inc 172967GD7 Dec 2022 311,000 -180,000 $309K -36.4% 0.04% DBT
538 ECOPETROL SA 279158AQ2 — 459,000 New $309K — 0.04% DBT
539 OMEGA HLTHCARE INVESTORS 681936BN9 Dec 2022 425,000 — $307K +2.1% 0.04% DBT
540 Annington Funding PLC 000000000 Dec 2022 305,000 New $306K — 0.04% DBT
541 LORCA TELECOM BONDCO 000000000 Dec 2022 320,000 New $306K — 0.04% DBT
542 TK ELEVATOR MIDCO GMBH 000000000 Dec 2022 320,000 New $304K — 0.04% DBT
543 AUSTRALIAN GOVERNMENT 000000000 Dec 2022 518,000 New $303K — 0.04% DBT
544 JP Morgan Chase Commercial Mortgage Sec Trust 46634SAM7 Dec 2022 374,644 — $303K +4.5% 0.04% ABS-MBS
545 UBS Commercial Mortgage Trust 90278MBD8 Dec 2022 364,000 — $303K -1.2% 0.03% ABS-MBS
546 VOLKSWAGEN INTL FIN NV 000000000 Dec 2022 300,000 New $297K — 0.03% DBT
547 NATURA &CO LUX HLD SARL 000000000 Dec 2022 340,000 New $297K — 0.03% DBT
548 HPEFS Equipment Trust 403951AB2 — 297,000 New $296K — 0.03% ABS-O
549 Suncor Energy Inc 86722TAB8 Dec 2022 281,000 — $296K +3.0% 0.03% DBT
550 Eagle Re 2018-1 Ltd. 269826AB9 Dec 2022 295,000 — $295K +1.0% 0.03% ABS-MBS
551 Voya CLO Ltd 92917NAS7 Dec 2022 340,000 — $295K +1.5% 0.03% ABS-CBDO
552 BRITISH TELECOMMUNICATIO 111021AE1 Dec 2022 247,000 — $295K +3.3% 0.03% DBT
553 ALLIANZ SE 000000000 Dec 2022 300,000 New $294K — 0.03% DBT
554 Genworth Mortgage Insurance Corporation 89600HAA7 Dec 2022 295,604 -41,174 $294K -11.9% 0.03% ABS-MBS
555 APCOA PARKING HOLDINGS G 000000000 Dec 2022 320,000 New $294K — 0.03% DBT
556 DANSKE BANK A/S 000000000 Dec 2022 337,000 New $294K — 0.03% DBT
557 Freddie Mac 31334WWA5 Dec 2022 305,644 -1,695 $293K +1.2% 0.03% ABS-MBS
558 SUMMER BC HOLDCO B SARL 000000000 Dec 2022 320,000 New $292K — 0.03% DBT
559 ADANI TRANS STEP-ONE LTD 000000000 Dec 2022 328,000 New $292K — 0.03% DBT
560 Chicago Board of Trade 000000000 Dec 2022 -62 New $291K — 0.03% DIR
561 INTL BK RECON & DEVELOP 000000000 Dec 2022 318,000 New $289K — 0.03% DBT
562 Discover Bank 25466AAN1 Dec 2022 300,000 — $289K +0.2% 0.03% DBT
563 BNG Bank NV 000000000 Dec 2022 306,000 New $285K — 0.03% DBT
564 SLM CORP 78442PGD2 Dec 2022 311,000 — $283K +1.5% 0.03% DBT
565 AVIATION CAPITAL GROUP 05369AAF8 Dec 2022 290,000 — $283K +1.0% 0.03% DBT
566 Netflix Inc 000000000 Dec 2022 275,000 New $282K — 0.03% DBT
567 CITIGROUP INC 172967NB3 Dec 2022 340,000 — $280K +3.1% 0.03% DBT
568 Peace Park CLO, Ltd. 70470MAC9 Dec 2022 287,000 — $279K +1.5% 0.03% ABS-CBDO
569 Electricite de France SA 000000000 Dec 2022 230,000 New $278K — 0.03% DBT
570 LYONDELLBASELL IND NV 552081AK7 Dec 2022 277,000 — $278K -0.6% 0.03% DBT
571 DIAMONDBACK ENERGY INC 25278XAV1 — 273,000 New $277K — 0.03% DBT
572 Government National Mortgage Association 21H030617 — 308,897 New $275K — 0.03% ABS-MBS
573 GLOBAL PAYMENTS INC 37940XAN2 Dec 2022 281,000 — $273K +3.1% 0.03% DBT
574 NETFLIX INC 000000000 Dec 2022 260,000 New $272K — 0.03% DBT
575 MOTION FINCO SARL 000000000 Dec 2022 255,000 New $272K — 0.03% DBT
576 ING Groep NV 000000000 Dec 2022 281,000 New $271K — 0.03% DBT
577 ALTICE FINANCING SA 000000000 Dec 2022 320,000 New $270K — 0.03% DBT
578 Bank of America N.A. 000000000 Dec 2022 1 New $269K — 0.03% DFE
579 Marathon Petroleum Corp 56585ABC5 Dec 2022 269,000 — $268K +1.2% 0.03% DBT
580 BAT Capital Corp 05526DBN4 Dec 2022 292,000 — $268K +4.0% 0.03% DBT
581 Tobacco Settlement Finance Authority 88880LAV5 Dec 2022 298,147 -6,344 $268K -7.4% 0.03% DBT
582 FHF Trust 2021-2 30322JAA4 Dec 2022 281,371 -44,163 $267K -13.5% 0.03% ABS-O
583 United States Treasury 912810TJ7 — 320,800 New $267K — 0.03% DBT
584 Synchrony Financial 87165BAM5 Dec 2022 298,000 +24,000 $266K +11.4% 0.03% DBT
585 TOTALENERGIES SE 000000000 Dec 2022 304,000 New $264K — 0.03% DBT
586 VZ VENDOR FINANCING 000000000 Dec 2022 320,000 New $264K — 0.03% DBT
587 Fannie Mae - CAS 20754CAB5 Dec 2022 264,181 -22,370 $262K -7.1% 0.03% ABS-MBS
588 ENERGIAS DE PORTUGAL SA 000000000 Dec 2022 300,000 New $262K — 0.03% DBT
589 AIRCASTLE LTD 00928QAS0 Dec 2022 278,000 — $262K +5.0% 0.03% DBT
590 ALTICE FRANCE SA 000000000 Dec 2022 320,000 New $258K — 0.03% DBT
591 Host Hotels & Resorts LP 44107TAV8 Dec 2022 268,000 -315,000 $258K -53.5% 0.03% DBT
592 ALBERTSONS COS/SAFEWAY 013092AG6 Dec 2022 307,000 -268,000 $257K -44.6% 0.03% DBT
593 BELLEMEADE RE LT 07877BAE0 Dec 2022 259,228 -38,758 $257K -13.0% 0.03% ABS-MBS
594 DELL INT LLC / EMC CORP 24703TAD8 Dec 2022 252,000 — $257K +1.7% 0.03% DBT
595 COMMONWEALTH BANK AUST 202712BS3 Dec 2022 311,000 — $256K +2.9% 0.03% DBT
596 AVIATION CAPITAL GROUP 05367AAH6 Dec 2022 271,000 — $255K +0.9% 0.03% DBT
597 College Ave Student Loans 19424WAC1 Dec 2022 311,193 — $254K -3.7% 0.03% ABS-O
598 STONEGATE PUB FIN 000000000 Dec 2022 230,000 New $251K — 0.03% DBT
599 SBB TREASURY OYJ 000000000 Dec 2022 366,000 New $250K — 0.03% DBT
600 Fannie Mae 3140FGBW8 Dec 2022 266,349 -10,843 $249K -1.8% 0.03% ABS-MBS
601 AutoNation Inc 05329WAP7 Dec 2022 274,000 — $249K +2.5% 0.03% DBT
602 UBS GROUP AG 902613AM0 Dec 2022 254,000 — $248K +1.3% 0.03% DBT
603 ONEOK Inc 682680AS2 Dec 2022 263,000 — $248K +2.5% 0.03% DBT
604 Marathon Petroleum Corp 56585AAF9 Dec 2022 240,000 — $248K +4.2% 0.03% DBT
605 Fannie Mae 3140Q9T37 Dec 2022 249,951 -9,955 $246K -2.2% 0.03% ABS-MBS
606 INTL BK RECON & DEVELOP 000000000 Dec 2022 375,000 New $244K — 0.03% DBT
607 Ballyrock Ltd 05876LAA1 Dec 2022 250,000 — $244K +2.1% 0.03% ABS-CBDO
608 Regatta XXIV Funding Ltd. 75889HAA8 Dec 2022 250,000 — $243K +2.3% 0.03% ABS-CBDO
609 Kings Park CLO Ltd 496094AA1 Dec 2022 250,000 — $243K +1.9% 0.03% ABS-CBDO
610 WESTERN DIGITAL CORP 958102AQ8 Dec 2022 313,000 +121,000 $242K +62.2% 0.03% DBT
611 Regatta XIX Funding Ltd 75888EAA6 Dec 2022 250,000 — $241K +1.5% 0.03% ABS-CBDO
612 Chicago Mercantile Exchange 000000000 Dec 2022 1,830,000 New $241K — 0.03% DIR
613 AVIATION CAPITAL GROUP 05369AAL5 Dec 2022 285,000 — $241K +4.3% 0.03% DBT
614 DEUTSCHE BANK NY 251526CE7 Dec 2022 272,000 — $240K +3.8% 0.03% DBT
615 Fannie Mae 3140FLTA6 Dec 2022 254,082 -6,209 $238K -0.2% 0.03% ABS-MBS
616 Rad CLO Ltd 48661CAE2 Dec 2022 250,000 — $237K +3.2% 0.03% ABS-CBDO
617 Freddie Mac - STACR 35564KUX5 Dec 2022 239,429 — $237K +4.7% 0.03% ABS-MBS
618 Mission Lane Credit Card Master Trust 60510MAB4 Dec 2022 244,000 — $236K +0.4% 0.03% ABS-O
619 BAT Capital Corp 05526DBP9 Dec 2022 245,000 — $235K +2.8% 0.03% DBT
620 ALBERTSONS COS/SAFEWAY 013092AD3 Dec 2022 236,000 — $235K +0.3% 0.03% DBT
621 AVIATION CAPITAL GROUP 05369AAA9 Dec 2022 267,000 — $234K +5.3% 0.03% DBT
622 Marlette Funding Trust 57107LAA3 Dec 2022 236,767 -60,192 $234K -20.5% 0.03% ABS-O
623 Atalaya Equipment Leasing Fund I LP 046497AC7 Dec 2022 249,000 — $233K +0.5% 0.03% ABS-O
624 The Montreal Exchange / Bourse De Montreal 000000000 Dec 2022 -43 New $230K — 0.03% DE
625 Fannie Mae - CAS 30711XBB9 Dec 2022 226,700 -14,973 $230K -6.7% 0.03% ABS-MBS
626 Dryden Senior Loan Fund 26253LAG7 Dec 2022 250,000 — $229K +3.8% 0.03% ABS-CBDO
627 GLENCORE CAP FIN DAC 000000000 Dec 2022 260,000 New $229K — 0.03% DBT
628 Chicago Board of Trade 000000000 Dec 2022 -90 New $228K — 0.03% DIR
629 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $228K — 0.03% DFE
630 NXP BV/NXP FDG/NXP USA 62954HAY4 Dec 2022 261,000 — $225K +3.1% 0.03% DBT
631 DISCOVER FINANCIAL SVS 254709AS7 — 221,000 New $225K — 0.03% DBT
632 TRANSCANADA PIPELINES 89352HAD1 Dec 2022 220,000 -491,000 $225K -68.1% 0.03% DBT
633 BHP Trust 05550TAE9 Dec 2022 234,500 — $224K +0.3% 0.03% ABS-MBS
634 TAKEDA PHARMACEUTICAL 874060AT3 Dec 2022 225,000 -451,000 $223K -67.0% 0.03% DBT
635 CHARLES SCHWAB CORP 808513BD6 Dec 2022 226,000 -234,000 $222K -50.7% 0.03% DBT
636 S&P GLOBAL INC 78409VAZ7 Dec 2022 232,000 — $221K +1.5% 0.03% DBT
637 BERKSHIRE HATHAWAY ENERG 59562VAM9 Dec 2022 209,000 — $220K +3.6% 0.03% DBT
638 BRASKEM IDESA SAPI 10554NAB4 Dec 2022 305,000 — $217K +7.5% 0.03% DBT
639 GS Mortgage Securities Trust 36259NAG6 Dec 2022 230,000 — $217K -0.1% 0.03% ABS-MBS
640 GLOBAL PAYMENTS INC 37940XAB8 Dec 2022 253,000 — $216K +2.3% 0.02% DBT
641 AUST & NZ BANKING GROUP 052528AK2 Dec 2022 225,000 — $216K +1.1% 0.02% DBT
642 CARNIVAL PLC 000000000 Dec 2022 490,000 New $214K — 0.02% DBT
643 BP CAPITAL MARKETS PLC 000000000 Dec 2022 218,000 New $214K — 0.02% DBT
644 WPC EUROBOND BV 000000000 Dec 2022 277,000 New $214K — 0.02% DBT
645 Freddie Mac - STACR 35564KED7 — 215,888 New $214K — 0.02% ABS-MBS
646 CON EDISON CO OF NY INC 209111FQ1 — 256,000 New $214K — 0.02% DBT
647 Fannie Mae - CAS 20754WAB1 Dec 2022 215,697 -21,765 $212K -8.7% 0.02% ABS-MBS
648 Eurex Deutschland 000000000 Dec 2022 -52 New $211K — 0.02% DIR
649 SUZANO AUSTRIA GMBH 86964WAJ1 Dec 2022 252,000 -274,000 $210K -48.7% 0.02% DBT
650 Eagle Re Ltd 26982AAB0 Dec 2022 215,889 — $210K +0.2% 0.02% ABS-MBS
651 Fannie Mae 31419LZY2 Dec 2022 217,183 -11,231 $210K -4.6% 0.02% ABS-MBS
652 UBS AG 000000000 Dec 2022 1,220 New $210K — 0.02% DE
653 Fannie Mae - CAS 30711XAP9 Dec 2022 203,886 -9,955 $209K -5.3% 0.02% ABS-MBS
654 Aircastle Ltd 00928QAQ4 Dec 2022 215,000 — $208K +0.4% 0.02% DBT
655 ALLWYN ENTERTAINMENT FIN 000000000 Dec 2022 199,000 New $207K — 0.02% DBT
656 Freddie Mac 31346YAV5 Dec 2022 223,350 -12,485 $207K -3.5% 0.02% ABS-MBS
657 Eagle Re 2018-1 Ltd. 269826AA1 Dec 2022 207,617 — $207K +0.5% 0.02% ABS-MBS
658 Fannie Mae - CAS 30711XAX2 Dec 2022 204,116 -13,926 $205K -7.3% 0.02% ABS-MBS
659 BELLEMEADE RE LT 07876LAC3 Dec 2022 204,992 -30,008 $205K -12.7% 0.02% ABS-MBS
660 CAJUN GLOBAL LLC 12803VAA3 Dec 2022 240,340 -915 $204K -0.8% 0.02% ABS-O
661 FOX CORP 35137LAH8 Dec 2022 210,000 — $203K +3.0% 0.02% DBT
662 GENERAL MOTORS FINL CO 37045XBG0 Dec 2022 206,000 — $203K +1.1% 0.02% DBT
663 BROADCOM INC 11135FAQ4 Dec 2022 225,000 — $202K +3.7% 0.02% DBT
664 Playtech Plc 000000000 Dec 2022 200,000 New $201K — 0.02% DBT
665 PARKER-HANNIFIN CORP 701094AN4 Dec 2022 223,000 — $199K +1.4% 0.02% DBT
666 DISCOVERY COMMUNICATIONS 25470DBG3 Dec 2022 262,000 — $199K +1.3% 0.02% DBT
667 GLOBAL PAYMENTS INC 891906AF6 Dec 2022 213,000 — $198K +1.3% 0.02% DBT
668 Fannie Mae 3138EHUP5 Dec 2022 210,148 -5,578 $197K -2.9% 0.02% ABS-MBS
669 Affirm Inc 00834TAA6 Dec 2022 205,466 -45,644 $197K -18.7% 0.02% ABS-O
670 Carvana Auto Receivables Trust 14687HAE3 Dec 2022 215,000 — $195K -1.1% 0.02% ABS-O
671 CIA DE MINAS BUENAVENTUR 204448AA2 Dec 2022 228,000 — $195K +3.2% 0.02% DBT
672 Credit Suisse Group AG 22546DAB2 Dec 2022 223,000 — $195K -5.0% 0.02% DBT
673 REPUBLIC OF INDONESIA 000000000 Dec 2022 225,000 New $193K — 0.02% DBT
674 Neuberger Berman CLO Ltd 64133WAA3 Dec 2022 196,783 — $192K +2.0% 0.02% ABS-CBDO
675 Altria Group Inc 02209SBD4 Dec 2022 200,000 — $192K +3.9% 0.02% DBT
676 LEVIATHAN BOND LTD 000000000 Dec 2022 196,151 New $191K — 0.02% DBT
677 ING Groep NV 456837AF0 Dec 2022 201,000 — $190K +6.0% 0.02% DBT
678 Fannie Mae 3136AJWQ5 Dec 2022 1,717,611 -73,585 $190K -4.5% 0.02% ABS-MBS
679 T-MOBILE USA INC 87264ABT1 Dec 2022 230,000 — $190K +2.9% 0.02% DBT
680 Fannie Mae - CAS 20754AAB9 Dec 2022 200,000 — $189K +3.6% 0.02% ABS-MBS
681 DEXIA CREDIT LOCAL 000000000 Dec 2022 200,000 New $188K — 0.02% DBT
682 ORGANON & CO/ORG 000000000 Dec 2022 200,000 New $187K — 0.02% DBT
683 AMERICAN TOWER CORP 03027XBW9 Dec 2022 208,000 — $186K +3.9% 0.02% DBT
684 WARNERMEDIA HOLDINGS INC 55903VAG8 Dec 2022 206,000 — $186K +0.6% 0.02% DBT
685 Fannie Mae - CAS 30711XBH6 Dec 2022 180,157 -16,377 $185K -7.9% 0.02% ABS-MBS
686 Santander Bank Auto Credit-Linked Notes 80290CAE4 Dec 2022 191,153 -34,279 $184K -15.4% 0.02% ABS-O
687 Bank of America N.A. 000000000 Dec 2022 1 New $183K — 0.02% DFE
688 COOPERATIEVE RABOBANK UA 000000000 Dec 2022 200,000 New $182K — 0.02% DBT
689 Chicago Mercantile Exchange 000000000 Dec 2022 1,360,000 New $182K — 0.02% DIR
690 GREENKO SOLAR MAURITIUS 000000000 Dec 2022 200,000 New $181K — 0.02% DBT
691 IQVIA INC 000000000 Dec 2022 200,000 New $180K — 0.02% DBT
692 CAPITAL ONE FINANCIAL CO 14040HCN3 Dec 2022 209,000 -863,000 $179K -80.1% 0.02% DBT
693 Affirm Inc 00834CAA3 Dec 2022 184,004 -48,898 $179K -20.8% 0.02% ABS-O
694 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $179K — 0.02% DFE
695 Chicago Board of Trade 000000000 Dec 2022 -146 New $178K — 0.02% DIR
696 NATURA &CO LUX HLD SARL 63884WAA6 Dec 2022 202,000 — $176K +7.0% 0.02% DBT
697 NUCOR CORP 670346AY1 Dec 2022 180,000 — $175K +1.4% 0.02% DBT
698 CAPITAL ONE FINANCIAL CO 14040HCS2 Dec 2022 180,000 -164,000 $174K -46.8% 0.02% DBT
699 ALLIANZ SE 000000000 Dec 2022 200,000 New $173K — 0.02% DBT
700 GENERAL MOTORS CO 37045VAV2 Dec 2022 169,000 — $172K +1.7% 0.02% DBT
701 UNICREDIT SPA 904678AW9 Dec 2022 202,000 — $172K +3.2% 0.02% DBT
702 The Montreal Exchange / Bourse De Montreal 000000000 Dec 2022 -97 New $171K — 0.02% DIR
703 Suncor Energy Inc 867229AE6 Dec 2022 166,000 — $171K +4.1% 0.02% DBT
704 Freddie Mac - STACR 35565HAH8 Dec 2022 167,844 -20,102 $167K -10.0% 0.02% ABS-MBS
705 ENTERGY ARKANSAS LLC 29366MAC2 — 237,000 New $166K — 0.02% DBT
706 Government National Mortgage Association 36179SB71 Dec 2022 180,198 -6,065 $163K -2.4% 0.02% ABS-MBS
707 LCH Limited 000000000 Dec 2022 1,990,000 New $161K — 0.02% DIR
708 Eurex Deutschland 000000000 Dec 2022 -17 New $161K — 0.02% DIR
709 Fannie Mae - CAS 30711XCB8 Dec 2022 152,583 -18,636 $158K -11.0% 0.02% ABS-MBS
710 Freddie Mac 31346YA29 Dec 2022 168,226 -10,927 $156K -4.4% 0.02% ABS-MBS
711 HOST HOTELS & RESORTS LP 44107TAZ9 Dec 2022 189,000 — $156K +3.3% 0.02% DBT
712 WELLS FARGO & COMPANY 95000U2A0 Dec 2022 168,000 — $156K +2.4% 0.02% DBT
713 SANTANDER HOLDINGS USA 80282KBD7 Dec 2022 158,000 -167,000 $153K -51.0% 0.02% DBT
714 EXPEDIA GROUP INC 30212PBK0 Dec 2022 159,000 — $153K +2.2% 0.02% DBT
715 WESTINGHOUSE AIR BRAKE 960386AQ3 Dec 2022 162,000 — $152K +0.7% 0.02% DBT
716 Eurex Deutschland 000000000 Dec 2022 -16 New $149K — 0.02% DIR
717 AMGEN INC 031162DE7 Dec 2022 170,000 -322,000 $148K -64.7% 0.02% DBT
718 Freddie Mac 3132Y3ZC1 Dec 2022 146,562 -6,220 $148K -2.2% 0.02% ABS-MBS
719 JSW HYDRO ENERGY LTD 000000000 Dec 2022 177,000 New $147K — 0.02% DBT
720 ENBRIDGE INC 29251ZBW6 — 186,000 New $145K — 0.02% DBT
721 United States Treasury 912810SL3 Dec 2022 215,000 — $143K -3.0% 0.02% DBT
722 PMT CREDIT RISK TRANSFER TRUST 730151AA5 Dec 2022 149,901 -7,817 $142K -5.2% 0.02% ABS-MBS
723 Freddie Mac 3137BYRV4 Dec 2022 1,326,887 -44,029 $141K -5.1% 0.02% ABS-MBS
724 PHILIP MORRIS INTL INC 718172CW7 — 138,000 New $141K — 0.02% DBT
725 United States Treasury 912810RP5 Dec 2022 169,000 — $140K -0.8% 0.02% DBT
726 JPMBB Commercial Mortgage Securities Trust 46642EBD7 Dec 2022 149,500 — $140K +0.4% 0.02% ABS-MBS
727 Freddie Mac 3137FR3C3 Dec 2022 1,366,842 -65,655 $140K -2.6% 0.02% ABS-MBS
728 BNP Paribas SA 000000000 Dec 2022 1 New $139K — 0.02% DFE
729 Freddie Mac - STACR 3137G0AD1 Dec 2022 136,870 -4,005 $138K -2.8% 0.02% ABS-MBS
730 ONEOK INC 682680BG7 — 136,000 New $136K — 0.02% DBT
731 WF-RBS COMMERCIAL MORTGAGE TRUST 92939KAG3 Dec 2022 142,800 — $136K -0.1% 0.02% ABS-MBS
732 DISCOVERY COMMUNICATIONS 25470DBF5 — 156,000 New $135K — 0.02% DBT
733 BAT CAPITAL CORP 05526DBX2 — 125,000 New $135K — 0.02% DBT
734 Freddie Mac - STACR 35564KTB5 Dec 2022 133,923 — $133K +3.6% 0.02% ABS-MBS
735 IMPERIAL BRANDS FIN NETH 000000000 Dec 2022 176,000 New $132K — 0.02% DBT
736 BELLEMEADE RE LT 07877GAB5 Dec 2022 131,690 -119,396 $132K -47.5% 0.02% ABS-MBS
737 UNITED KINGDOM GILT 000000000 Dec 2022 201,190 New $131K — 0.02% DBT
738 Fannie Mae - CAS 30711XAT1 Dec 2022 128,900 -11,438 $131K -8.4% 0.02% ABS-MBS
739 VOLCAN CIA MINERA SAA-CM 92863UAB2 Dec 2022 152,000 — $131K +5.0% 0.02% DBT
740 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $130K — 0.02% DFE
741 CEDACRI MERGECO SPA 000000000 Dec 2022 130,000 New $130K — 0.01% DBT
742 Oracle Corp 68389XAM7 Dec 2022 141,000 -107,000 $129K -37.3% 0.01% DBT
743 GRIFOLS SA 000000000 Dec 2022 128,000 New $129K — 0.01% DBT
744 Fannie Mae - CAS 20753YCK6 Dec 2022 129,546 — $129K +6.4% 0.01% ABS-MBS
745 Valero Energy Corp 91913YAL4 Dec 2022 120,000 — $128K +6.9% 0.01% DBT
746 Freddie Mac 3132XXD22 Dec 2022 130,418 -761 $128K +1.0% 0.01% ABS-MBS
747 LCH Limited 000000000 Dec 2022 1,010,000 New $128K — 0.01% DIR
748 CCO HLDGS LLC/CAP CORP 1248EPCE1 Dec 2022 153,000 -87,000 $127K -33.3% 0.01% DBT
749 Fannie Mae 31413LMZ9 Dec 2022 122,533 -1,622 $127K -0.7% 0.01% ABS-MBS
750 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $126K — 0.01% DFE
751 SANTANDER UK GROUP HLDGS 000000000 Dec 2022 151,000 New $126K — 0.01% DBT
752 SOUTHWEST AIRLINES CO 844741BF4 Dec 2022 150,000 — $124K +3.0% 0.01% DBT
753 TERRAFORM GLOBAL OPERATI 88104UAC7 Dec 2022 133,000 — $124K -1.1% 0.01% DBT
754 Radnor Re LTD 75049TAB7 Dec 2022 123,690 -121,401 $124K -49.5% 0.01% ABS-MBS
755 WPC EUROBOND BV 000000000 Dec 2022 138,000 New $123K — 0.01% DBT
756 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $122K — 0.01% DFE
757 FIDELITY NATL INFO SERV 31620MBD7 Dec 2022 126,000 — $121K +9.4% 0.01% DBT
758 JPMBB Commercial Mortgage Securities Trust 46642NBF2 Dec 2022 12,852,479 -210,308 $121K -18.6% 0.01% ABS-MBS
759 AMERICAN WATER CAPITAL C 03040WAU9 Dec 2022 132,000 — $120K +2.5% 0.01% DBT
760 Oracle Corp 68389XBW4 Dec 2022 163,000 -608,000 $120K -77.0% 0.01% DBT
761 BNP Paribas SA 000000000 Dec 2022 1 New $119K — 0.01% DFE
762 ENBRIDGE PIPELINES INC 29250ZAZ1 — 192,000 New $119K — 0.01% DBT
763 Chase Mortgage Finance Corporation 46591HAC4 Dec 2022 123,443 -5,617 $118K -6.3% 0.01% ABS-MBS
764 BELLEMEADE RE LT 07876RAB2 Dec 2022 118,223 -114,901 $118K -49.2% 0.01% ABS-MBS
765 L Street Securities 949771AC3 Dec 2022 126,402 -4,001 $117K -2.2% 0.01% ABS-MBS
766 JPMorgan Chase Bank N.A. 000000000 Dec 2022 10,359,271 New $116K — 0.01% DCR
767 Fannie Mae 3136B0CN4 Dec 2022 1,051,119 -49,577 $116K -4.7% 0.01% ABS-MBS
768 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $113K — 0.01% DFE
769 ASX Clear (Futures) 000000000 Dec 2022 -23 New $112K — 0.01% DIR
770 Nelnet Student Loan Trust 64034QAC2 Dec 2022 140,000 — $111K -0.1% 0.01% ABS-O
771 CHARTER COMM OPT LLC/CAP 161175BL7 Dec 2022 140,000 — $110K +2.3% 0.01% DBT
772 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $110K — 0.01% DFE
773 DELL INT LLC / EMC CORP 24703TAK2 Dec 2022 93,000 — $107K +5.9% 0.01% DBT
774 Wells Fargo Commercial Mortgage Trust 95000JBB3 Dec 2022 125,000 — $107K -3.0% 0.01% ABS-MBS
775 SYNCHRONY FINANCIAL 87165BAS2 Dec 2022 109,000 -21,000 $106K -15.3% 0.01% DBT
776 CITIGROUP INC 172967ML2 Dec 2022 129,000 — $106K +2.8% 0.01% DBT
777 Synchrony Financial 87165BAG8 Dec 2022 109,000 — $105K +0.8% 0.01% DBT
778 KLA CORP 482480AG5 Dec 2022 108,000 — $105K +1.9% 0.01% DBT
779 Fannie Mae 3136ATV27 Dec 2022 1,075,488 -45,309 $104K -5.8% 0.01% ABS-MBS
780 GENERAL MOTORS CO 37045VAU4 Dec 2022 100,000 — $104K +2.7% 0.01% DBT
781 JPMorgan Chase & Co 46647PAR7 Dec 2022 112,000 — $104K +2.4% 0.01% DBT
782 Fannie Mae 3138WQKW1 Dec 2022 109,715 -1,440 $103K +0.2% 0.01% ABS-MBS
783 Multifamily Structured Credit Risk 35563FAA9 Dec 2022 108,352 -4,278 $101K -6.3% 0.01% ABS-MBS
784 INTER-AMERICAN DEVEL BK 000000000 Dec 2022 155,000 New $98K — 0.01% DBT
785 United States Treasury 912810TD0 Dec 2022 138,700 — $97K -3.3% 0.01% DBT
786 Standard Chartered Bank 000000000 Dec 2022 1 New $97K — 0.01% DFE
787 AIR LEASE CORP 00914AAJ1 Dec 2022 104,000 -99,000 $96K -47.1% 0.01% DBT
788 Standard Chartered Bank 000000000 Dec 2022 1 New $96K — 0.01% DFE
789 Marathon Oil Corp 565849AP1 — 100,000 New $95K — 0.01% DBT
790 NatWest Markets PLC 000000000 Dec 2022 1 New $94K — 0.01% DFE
791 AIR LEASE CORP 00914AAQ5 Dec 2022 114,000 -345,000 $93K -74.0% 0.01% DBT
792 Fannie Mae 3140FTKL4 Dec 2022 98,445 -2,795 $92K -0.6% 0.01% ABS-MBS
793 ONEOK Partners LP 68268NAG8 Dec 2022 96,000 — $91K +6.9% 0.01% DBT
794 Fannie Mae - CAS 20753WAF3 Dec 2022 91,062 -31,305 $91K -25.4% 0.01% ABS-MBS
795 Bank of America N.A. 000000000 Dec 2022 1 New $90K — 0.01% DFE
796 PARAMOUNT GLOBAL 92556HAD9 Dec 2022 109,000 — $89K +0.9% 0.01% DBT
797 Freddie Mac - STACR 3137G0HJ1 Dec 2022 86,419 -6,305 $89K -5.9% 0.01% ABS-MBS
798 NISSAN MOTOR ACCEPTANCE 65480CAC9 — 104,000 New $87K — 0.01% DBT
799 WORKDAY INC 98138HAJ0 Dec 2022 98,000 -216,000 $86K -68.3% 0.01% DBT
800 LCH Limited 000000000 Dec 2022 840,000 New $83K — 0.01% DIR
801 Fannie Mae 3138Y3U58 Dec 2022 88,269 -4,454 $83K -2.4% 0.01% ABS-MBS
802 DISCOVERY COMMUNICATIONS 25470DBH1 Dec 2022 115,000 — $79K +0.3% 0.01% DBT
803 Banc of America Commercial Mortgage Trust 06054ABB4 Dec 2022 85,000 — $79K -1.1% 0.01% ABS-MBS
804 MARRIOTT INTERNATIONAL 571903BD4 Dec 2022 77,000 — $78K -0.0% 0.01% DBT
805 Fannie Mae 3136A2N58 Dec 2022 607,001 -25,725 $77K +4.3% 0.01% ABS-MBS
806 Freddie Mac - STACR 35565AAH3 Dec 2022 76,332 -20,560 $76K -20.8% 0.01% ABS-MBS
807 CHARTER COMM OPT LLC/CAP 161175BS2 Dec 2022 100,000 — $76K +3.4% 0.01% DBT
808 BROADCOM INC 11135FBR1 Dec 2022 83,000 — $76K +3.2% 0.01% DBT
809 SBB TREASURY OYJ 000000000 Dec 2022 111,000 New $76K — 0.01% DBT
810 WORKDAY INC 98138HAH4 Dec 2022 82,000 -39,000 $75K -30.7% 0.01% DBT
811 Radnor Re LTD 750493AA6 Dec 2022 74,640 -135,357 $75K -64.4% 0.01% ABS-MBS
812 Government National Mortgage Association 38380B6Y6 Dec 2022 645,860 -22,875 $74K -1.4% 0.01% ABS-MBS
813 Fannie Mae 3138WENA3 Dec 2022 82,282 -1,451 $74K -0.1% 0.01% ABS-MBS
814 ECOPETROL SA 279158AN9 — 80,000 New $72K — 0.01% DBT
815 Bankers Healthcare Group Securitization Trust 054977AA1 Dec 2022 77,051 -9,103 $72K -10.7% 0.01% ABS-O
816 Chicago Mercantile Exchange 000000000 Dec 2022 1,040,000 New $71K — 0.01% DIR
817 VERISIGN INC 92343EAM4 Dec 2022 84,000 — $69K +4.8% 0.01% DBT
818 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $68K — 0.01% DFE
819 BELL CANADA 07813ZCG7 — 107,000 New $68K — 0.01% DBT
820 ORACLE CORP 68389XBZ7 Dec 2022 91,000 -152,000 $67K -59.2% 0.01% DBT
821 Freddie Mac - STACR 3137G0EW5 Dec 2022 64,994 -10,283 $66K -13.6% 0.01% ABS-MBS
822 T-MOBILE USA INC 87264ABS3 Dec 2022 76,000 — $65K +2.8% 0.01% DBT
823 Freddie Mac - STACR 35564KKR9 Dec 2022 64,057 — $63K +0.7% 0.01% ABS-MBS
824 PMT Credit Risk Transfer Trust 69349MAA4 Dec 2022 65,880 -3,564 $63K -5.7% 0.01% ABS-MBS
825 Government National Mortgage Association 36179R7H6 Dec 2022 67,567 -2,213 $61K -2.3% 0.01% ABS-MBS
826 Fannie Mae 3136AX4B8 Dec 2022 519,910 -16,981 $61K +2.9% 0.01% ABS-MBS
827 Morgan Stanley Capital I Trust 61760RAJ1 Dec 2022 60,781 -6,919 $60K -10.4% 0.01% ABS-MBS
828 AUTONATION INC 05329WAQ5 Dec 2022 65,000 +23,000 $58K +57.4% 0.01% DBT
829 Fannie Mae - CAS 30711XBU7 Dec 2022 54,518 -6,382 $58K -7.8% 0.01% ABS-MBS
830 Fannie Mae 3136AXSW6 Dec 2022 515,875 -16,934 $57K -5.1% 0.01% ABS-MBS
831 Fannie Mae 3136B0DZ6 Dec 2022 543,173 -19,605 $57K -5.0% 0.01% ABS-MBS
832 Government National Mortgage Association 38380GHH0 Dec 2022 509,171 -16,793 $57K -5.7% 0.01% ABS-MBS
833 PNC FINANCIAL SERVICES 693475AK1 Dec 2022 56,000 — $56K +0.4% 0.01% DBT
834 OMEGA HLTHCARE INVESTORS 681936BL3 Dec 2022 67,000 — $55K +1.0% 0.01% DBT
835 ASX Clear (Futures) 000000000 Dec 2022 -20 New $54K — 0.01% DE
836 Citibank N.A. 000000000 Dec 2022 1 New $52K — 0.01% DFE
837 BROADCOM INC 11135FBP5 Dec 2022 70,000 -49,000 $51K -38.4% 0.01% DBT
838 LB-UBS Commercial Mortgage Trust 50179MAH4 Dec 2022 116,919 — $51K -0.9% 0.01% ABS-MBS
839 S&P GLOBAL INC 78409VAY0 Dec 2022 51,000 — $50K +1.1% 0.01% DBT
840 CHARTER COMM OPT LLC/CAP 161175BT0 Dec 2022 66,000 — $48K +2.3% 0.01% DBT
841 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $48K — 0.01% DFE
842 GS Mortgage Securities Trust 36191YAL2 Dec 2022 114,470 — $47K -2.6% 0.01% ABS-MBS
843 Air Lease Corp 00912XAV6 Dec 2022 51,000 -45,000 $47K -45.3% 0.01% DBT
844 Fannie Mae - CAS 20754RAB2 Dec 2022 47,705 — $46K +2.6% 0.01% ABS-MBS
845 Fannie Mae 3136ALP47 Dec 2022 480,160 -21,135 $46K -6.1% 0.01% ABS-MBS
846 BNP Paribas SA 000000000 Dec 2022 1 New $44K — 0.01% DFE
847 Chicago Mercantile Exchange 000000000 Dec 2022 580,000 New $43K — 0.01% DIR
848 Chicago Board of Trade 000000000 Dec 2022 222 New $43K — 0.01% DIR
849 Australia & New Zealand Banking Group Ltd. 000000000 Dec 2022 1 New $43K — 0.00% DFE
850 Credit Suisse International 000000000 Dec 2022 1 New $43K — 0.00% DFE
851 Freddie Mac 3137FAXY9 Dec 2022 400,799 -17,018 $42K -5.1% 0.00% ABS-MBS
852 T-MOBILE USA INC 87264ABV6 Dec 2022 45,000 — $40K +2.0% 0.00% DBT
853 Fannie Mae - CAS 20753QAE9 Dec 2022 39,225 -10,879 $39K -21.6% 0.00% ABS-MBS
854 LCH Limited 000000000 Dec 2022 420,000 New $39K — 0.00% DIR
855 LCH Limited 000000000 Dec 2022 420,000 New $39K — 0.00% DIR
856 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $38K — 0.00% DFE
857 LCH Limited 000000000 Dec 2022 610,000 New $38K — 0.00% DIR
858 LEAR CORP 521865BB0 Dec 2022 43,000 — $36K +3.4% 0.00% DBT
859 Freddie Mac - STACR 35564TAH3 Dec 2022 36,543 -48,612 $36K -57.3% 0.00% ABS-MBS
860 FEDEX CORP 31428XCB0 Dec 2022 42,000 New $36K — 0.00% DBT
861 GSF 2021 1 ISSUER LLC 36261CAE1 Dec 2022 39,000 — $35K -1.6% 0.00% ABS-O
862 Morgan Stanley 000000000 Dec 2022 6,245,000 New $34K — 0.00% DIR
863 Government National Mortgage Association 38380GQ64 Dec 2022 365,119 -17,781 $34K -6.8% 0.00% ABS-MBS
864 EXPEDIA GROUP INC 30212PAS4 Dec 2022 33,000 — $33K +0.1% 0.00% DBT
865 ONEOK INC 682680AY9 — 37,000 New $32K — 0.00% DBT
866 Morgan Stanley 000000000 Dec 2022 6,245,000 New $32K — 0.00% DIR
867 CVS Health Corp 126650CX6 Dec 2022 32,000 — $31K +2.3% 0.00% DBT
868 Fannie Mae 31418CFJ8 Dec 2022 32,692 -1,651 $31K -2.7% 0.00% ABS-MBS
869 L Street Securities 949771AG4 Dec 2022 31,692 -1,432 $30K -3.5% 0.00% ABS-MBS
870 Standard Chartered Bank 000000000 Dec 2022 1 New $28K — 0.00% DFE
871 Fannie Mae 3138W3UZ4 Dec 2022 28,832 -3,570 $27K -8.4% 0.00% ABS-MBS
872 UBS AG 000000000 Dec 2022 1 New $27K — 0.00% DFE
873 Fannie Mae - CAS 30711XAR5 Dec 2022 26,148 -11,227 $26K -29.7% 0.00% ABS-MBS
874 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $26K — 0.00% DFE
875 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $26K — 0.00% DFE
876 LCH Limited 000000000 Dec 2022 484,000 New $25K — 0.00% DIR
877 BNP Paribas SA 000000000 Dec 2022 1 New $24K — 0.00% DFE
878 Fannie Mae - CAS 20753KAB8 Dec 2022 23,703 -14,280 $24K -37.5% 0.00% ABS-MBS
879 Citibank N.A. 000000000 Dec 2022 1 New $23K — 0.00% DFE
880 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $22K — 0.00% DFE
881 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $21K — 0.00% DFE
882 UBS AG 000000000 Dec 2022 1 New $20K — 0.00% DFE
883 Singapore Exchange Derivatives Clearing Limited 000000000 Dec 2022 -102 New $20K — 0.00% DE
884 L Street Securities 46643HAB4 Dec 2022 20,030 -1,000 $19K -4.1% 0.00% ABS-MBS
885 Vodafone Group PLC 000000000 Dec 2022 30,000 New $19K — 0.00% DBT
886 LCH Limited 000000000 Dec 2022 370,000 New $18K — 0.00% DIR
887 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $18K — 0.00% DFE
888 Fannie Mae - CAS 20753MAF5 Dec 2022 17,806 -8,900 $18K -33.3% 0.00% ABS-MBS
889 AUTONATION INC 05329RAA1 Dec 2022 22,000 — $18K +0.6% 0.00% DBT
890 Hong Kong Futures Exchange Ltd. 000000000 Dec 2022 24 New $17K — 0.00% DE
891 GS Mortgage Securities Trust 36252RAG4 Dec 2022 39,948 -25 $16K -1.5% 0.00% ABS-MBS
892 Fannie Mae - CAS 20754RAA4 Dec 2022 15,708 -4,264 $16K -21.3% 0.00% ABS-MBS
893 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $16K — 0.00% DFE
894 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $14K — 0.00% DFE
895 OEC FINANCE LTD 67614CAF7 Dec 2022 503,121 +25,521 $14K +10.1% 0.00% DBT
896 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $14K — 0.00% DFE
897 State Street Bank & Trust Co. 000000000 Dec 2022 1 New $14K — 0.00% DFE
898 ADVANCE AUTO PARTS 00751YAG1 Dec 2022 16,000 — $13K +2.3% 0.00% DBT
899 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $12K — 0.00% DFE
900 AVIATION CAPITAL GROUP 05369AAD3 Dec 2022 12,000 — $11K +1.4% 0.00% DBT
901 Chicago Board of Trade 000000000 Dec 2022 -65 New $11K — 0.00% DIR
902 BNP Paribas SA 000000000 Dec 2022 1 New $10K — 0.00% DFE
903 Fannie Mae - CAS 20754JAB0 Dec 2022 10,024 -18,195 $10K -64.5% 0.00% ABS-MBS
904 Fannie Mae 3140FNVE1 Dec 2022 10,436 -547 $10K -2.9% 0.00% ABS-MBS
905 State Street Bank & Trust Co. 000000000 Dec 2022 1 New $9K — 0.00% DFE
906 Fannie Mae 3140FHQK6 Dec 2022 8,851 -297 $8K -1.1% 0.00% ABS-MBS
907 Bank of America N.A. 000000000 Dec 2022 1 New $8K — 0.00% DFE
908 Fannie Mae 3138WTF43 Dec 2022 6,043 -460 $6K -4.4% 0.00% ABS-MBS
909 Fannie Mae 31417FZR2 Dec 2022 6,110 -249 $6K -2.4% 0.00% ABS-MBS
910 State Street Bank & Trust Co. 000000000 Dec 2022 1 New $6K — 0.00% DFE
911 State Street Bank & Trust Co. 000000000 Dec 2022 1 New $5K — 0.00% DFE
912 Bank of America N.A. 000000000 Dec 2022 1 New $5K — 0.00% DFE
913 Citibank N.A. 000000000 Dec 2022 1 New $5K — 0.00% DFE
914 Bank of America N.A. 000000000 Dec 2022 1 New $4K — 0.00% DFE
915 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $3K — 0.00% DFE
916 OEC FINANCE LTD 67614CAE0 Dec 2022 129,712 +4,913 $3K -5.9% 0.00% DBT
917 CHARLES SCHWAB CORP 808513CA1 Dec 2022 3,000 — $3K +2.9% 0.00% DBT
918 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $2K — 0.00% DFE
919 State Street Bank & Trust Co. 000000000 Dec 2022 1 New $2K — 0.00% DFE
920 State Street Bank & Trust Co. 000000000 Dec 2022 1 New $2K — 0.00% DFE
921 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $1K — 0.00% DFE
922 Conn Funding II, L.P 20825GAA3 Dec 2022 1,197 -270,322 $1K -99.6% 0.00% ABS-O
923 State Street Bank & Trust Co. 000000000 Dec 2022 1 New $1K — 0.00% DFE
924 BNP Paribas SA 000000000 Dec 2022 1 New $895 — 0.00% DFE
925 State Street Bank & Trust Co. 000000000 Dec 2022 1 New $817 — 0.00% DFE
926 ODEBRECHT HOLDCO FIN LTD 67577TAA6 Dec 2022 639,240 — $767 -40.0% 0.00% DBT
927 State Street Bank & Trust Co. 000000000 Dec 2022 1 New $681 — 0.00% DFE
928 NatWest Markets PLC 000000000 Dec 2022 1 New $325 — 0.00% DFE
929 State Street Bank & Trust Co. 000000000 Dec 2022 1 New $44 — 0.00% DFE
930 Fannie Mae - CAS 30711XBD5 Dec 2022 0 — $0 — 0.00% ABS-MBS
931 HOST HOTELS & RESORTS LP 44107TBA3 Dec 2022 0 -323,000 $0 -100.0% 0.00% DBT
932 AT&T INC 00206RKJ0 Dec 2022 0 — $0 — 0.00% DBT
933 Bank of America Corp 060505EU4 Dec 2022 0 — $0 — 0.00% DBT
934 State Street Bank & Trust Co. 000000000 Dec 2022 1 New $-102 — -0.00% DFE
935 Citigroup Global Markets, Inc. 000000000 Dec 2022 2,534 New $-620 — -0.00% DCR
936 Citigroup Global Markets, Inc. 000000000 Dec 2022 2,534 New $-620 — -0.00% DCR
937 Citigroup Global Markets, Inc. 000000000 Dec 2022 2,534 New $-620 — -0.00% DCR
938 Bank of America N.A. 000000000 Dec 2022 1 New $-731 — -0.00% DFE
939 Citibank N.A. 000000000 Dec 2022 1 New $-1033 — -0.00% DFE
940 State Street Bank & Trust Co. 000000000 Dec 2022 1 New $-1121 — -0.00% DFE
941 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-1361 — -0.00% DFE
942 Citigroup Global Markets, Inc. 000000000 Dec 2022 5,702 New $-1395 — -0.00% DCR
943 Deutsche Bank AG 000000000 Dec 2022 5,702 New $-1395 — -0.00% DCR
944 Goldman Sachs International 000000000 Dec 2022 5,702 New $-1395 — -0.00% DCR
945 JPMorgan Securities LLC 000000000 Dec 2022 5,702 New $-1395 — -0.00% DCR
946 JPMorgan Securities LLC 000000000 Dec 2022 6,336 New $-1550 — -0.00% DCR
947 Deutsche Bank AG 000000000 Dec 2022 6,336 New $-1550 — -0.00% DCR
948 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $-1641 — -0.00% DFE
949 Citigroup Global Markets, Inc. 000000000 Dec 2022 6,970 New $-1705 — -0.00% DCR
950 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-1733 — -0.00% DFE
951 State Street Bank & Trust Co. 000000000 Dec 2022 1 New $-2491 — -0.00% DFE
952 Citigroup Global Markets, Inc. 000000000 Dec 2022 10,771 New $-2635 — -0.00% DCR
953 Bank of America N.A. 000000000 Dec 2022 1 New $-2659 — -0.00% DFE
954 Goldman Sachs International 000000000 Dec 2022 11,405 New $-2790 — -0.00% DCR
955 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $-3452 — -0.00% DFE
956 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $-3933 — -0.00% DFE
957 Citibank N.A. 000000000 Dec 2022 1 New $-4178 — -0.00% DFE
958 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $-4428 — -0.00% DFE
959 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $-4686 — -0.00% DFE
960 Citigroup Global Markets Inc. 000000000 Dec 2022 10,370,000 New $-5141 — -0.00% DIR
961 Goldman Sachs International 000000000 Dec 2022 22,176 New $-5425 — -0.00% DCR
962 Goldman Sachs International 000000000 Dec 2022 22,176 New $-5425 — -0.00% DCR
963 Citibank N.A. 000000000 Dec 2022 1 New $-5884 — -0.00% DFE
964 BNP Paribas SA 000000000 Dec 2022 1 New $-5965 — -0.00% DFE
965 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $-6541 — -0.00% DFE
966 Eurex Deutschland 000000000 Dec 2022 12 New $-7024 — -0.00% DIR
967 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $-7409 — -0.00% DFE
968 Bank of America N.A. 000000000 Dec 2022 1 New $-7771 — -0.00% DFE
969 Credit Suisse International 000000000 Dec 2022 33,580 New $-8214 — -0.00% DCR
970 Goldman Sachs International 000000000 Dec 2022 34,848 New $-8524 — -0.00% DCR
971 Deutsche Bank AG 000000000 Dec 2022 36,115 New $-8835 — -0.00% DCR
972 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $-9578 — -0.00% DFE
973 Goldman Sachs International 000000000 Dec 2022 39,916 New $-9765 — -0.00% DCR
974 Deutsche Bank AG 000000000 Dec 2022 41,183 New $-10075 — -0.00% DCR
975 Deutsche Bank AG 000000000 Dec 2022 41,183 New $-10075 — -0.00% DCR
976 Goldman Sachs International 000000000 Dec 2022 43,718 New $-10694 — -0.00% DCR
977 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $-10978 — -0.00% DFE
978 Bank of America N.A. 000000000 Dec 2022 1 New $-11182 — -0.00% DFE
979 Morgan Stanley Capital Services LLC 000000000 Dec 2022 46,886 New $-11469 — -0.00% DCR
980 Intercontinental Exchange, Inc. 000000000 Dec 2022 1,557,000 New $-11487 — -0.00% DCR
981 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $-11647 — -0.00% DFE
982 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-13136 — -0.00% DFE
983 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-13983 — -0.00% DFE
984 Goldman Sachs International 000000000 Dec 2022 58,924 New $-14414 — -0.00% DCR
985 Bank of America N.A. 000000000 Dec 2022 1 New $-15336 — -0.00% DFE
986 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $-15357 — -0.00% DFE
987 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $-15421 — -0.00% DFE
988 Intercontinental Exchange, Inc. 000000000 Dec 2022 1,330,000 New $-16406 — -0.00% DCR
989 Bank of America N.A. 000000000 Dec 2022 1 New $-16653 — -0.00% DFE
990 Bank of America N.A. 000000000 Dec 2022 1 New $-17878 — -0.00% DFE
991 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-18252 — -0.00% DFE
992 Citibank N.A. 000000000 Dec 2022 1 New $-19916 — -0.00% DFE
993 Bank of America N.A. 000000000 Dec 2022 1 New $-20517 — -0.00% DFE
994 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $-21149 — -0.00% DFE
995 LCH Limited 000000000 Dec 2022 2,475,000 New $-22671 — -0.00% DIR
996 Deutsche Bank AG 000000000 Dec 2022 1 New $-22725 — -0.00% DFE
997 Citibank N.A. 000000000 Dec 2022 1 New $-23618 — -0.00% DFE
998 BNP Paribas SA 000000000 Dec 2022 1 New $-24762 — -0.00% DFE
999 Barclays Bank PLC 000000000 Dec 2022 1 New $-26452 — -0.00% DFE
1000 Bank of America N.A. 000000000 Dec 2022 1 New $-26921 — -0.00% DFE
1001 Citibank N.A. 000000000 Dec 2022 1 New $-28171 — -0.00% DFE
1002 Bank of America N.A. 000000000 Dec 2022 1 New $-28676 — -0.00% DFE
1003 Credit Suisse International 000000000 Dec 2022 1 New $-31312 — -0.00% DFE
1004 Barclays Bank PLC 000000000 Dec 2022 1 New $-31732 — -0.00% DFE
1005 NatWest Markets PLC 000000000 Dec 2022 1 New $-33457 — -0.00% DFE
1006 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $-33540 — -0.00% DFE
1007 Citibank N.A. 000000000 Dec 2022 1 New $-34128 — -0.00% DFE
1008 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-34244 — -0.00% DFE
1009 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-37503 — -0.00% DFE
1010 Citibank N.A. 000000000 Dec 2022 1 New $-38464 — -0.00% DFE
1011 Deutsche Bank AG 000000000 Dec 2022 162,833 New $-39832 — -0.00% DCR
1012 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $-42771 — -0.00% DFE
1013 NatWest Markets PLC 000000000 Dec 2022 1 New $-43710 — -0.01% DFE
1014 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $-44294 — -0.01% DFE
1015 JPMorgan Securities LLC 000000000 Dec 2022 185,642 New $-45412 — -0.01% DCR
1016 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $-49184 — -0.01% DFE
1017 BNP Paribas SA 000000000 Dec 2022 1 New $-49408 — -0.01% DFE
1018 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-50465 — -0.01% DFE
1019 Goldman Sachs Bank USA 000000000 Dec 2022 1 New $-52122 — -0.01% DFE
1020 BNP Paribas SA 000000000 Dec 2022 1 New $-52879 — -0.01% DFE
1021 JPMorgan Chase Bank N.A. 000000000 Dec 2022 1 New $-56350 — -0.01% DFE
1022 UBS AG 000000000 Dec 2022 1 New $-58874 — -0.01% DFE
1023 Bank of America N.A. 000000000 Dec 2022 1 New $-59234 — -0.01% DFE
1024 Citibank N.A. 000000000 Dec 2022 1 New $-62187 — -0.01% DFE
1025 Citibank N.A. 000000000 Dec 2022 1 New $-63437 — -0.01% DFE
1026 BNP Paribas SA 000000000 Dec 2022 1 New $-63542 — -0.01% DFE
1027 Citibank N.A. 000000000 Dec 2022 1 New $-64495 — -0.01% DFE
1028 LCH Limited 000000000 Dec 2022 1,981,000 New $-64878 — -0.01% DIR
1029 Bank of America N.A. 000000000 Dec 2022 1 New $-65931 — -0.01% DFE
1030 Osaka Exchange 000000000 Dec 2022 3 New $-65962 — -0.01% DIR
1031 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-73877 — -0.01% DFE
1032 BNP Paribas SA 000000000 Dec 2022 1 New $-80310 — -0.01% DFE
1033 Morgan Stanley International Ltd. 000000000 Dec 2022 44,410,000 New $-90400 — -0.01% DIR
1034 Citibank N.A. 000000000 Dec 2022 1 New $-90597 — -0.01% DFE
1035 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-93456 — -0.01% DFE
1036 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-99694 — -0.01% DFE
1037 Citibank N.A. 000000000 Dec 2022 1 New $-100442 — -0.01% DFE
1038 UBS AG 000000000 Dec 2022 1 New $-101160 — -0.01% DFE
1039 UBS AG 000000000 Dec 2022 1 New $-101661 — -0.01% DFE
1040 ICE Futures Europe - Financial Products Division 000000000 Dec 2022 166 New $-103602 — -0.01% DE
1041 Chicago Board of Trade 000000000 Dec 2022 49 New $-104506 — -0.01% DIR
1042 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $-117186 — -0.01% DFE
1043 LCH Limited 000000000 Dec 2022 12,590,000 New $-121526 — -0.01% DIR
1044 Bank of America N.A. 000000000 Dec 2022 1 New $-129083 — -0.01% DFE
1045 Chicago Board of Trade 000000000 Dec 2022 112 New $-131639 — -0.02% DIR
1046 Nasdaq Stockholm AB 000000000 Dec 2022 266 New $-137858 — -0.02% DE
1047 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-140787 — -0.02% DFE
1048 Chicago Mercantile Exchange 000000000 Dec 2022 19 New $-140866 — -0.02% DE
1049 Citibank N.A. 000000000 Dec 2022 1 New $-142712 — -0.02% DFE
1050 BNP Paribas SA 000000000 Dec 2022 1 New $-143214 — -0.02% DFE
1051 Intercontinental Exchange, Inc. 000000000 Dec 2022 17,330,000 New $-144062 — -0.02% DCR
1052 Chicago Board of Trade 000000000 Dec 2022 52 New $-147075 — -0.02% DIR
1053 JPMorgan Securities LLC 000000000 Dec 2022 659,968 New $-161439 — -0.02% DCR
1054 Morgan Stanley 000000000 Dec 2022 4,523,221 New $-166832 — -0.02% DE
1055 Standard Chartered Bank 000000000 Dec 2022 1 New $-168759 — -0.02% DFE
1056 Osaka Exchange 000000000 Dec 2022 15 New $-170591 — -0.02% DE
1057 Citibank N.A. 000000000 Dec 2022 1 New $-176566 — -0.02% DFE
1058 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $-178525 — -0.02% DFE
1059 Goldman Sachs Bank USA 000000000 Dec 2022 1 New $-178846 — -0.02% DFE
1060 LCH Limited 000000000 Dec 2022 5,299,000 New $-178894 — -0.02% DIR
1061 LCH Limited 000000000 Dec 2022 2,641,000 New $-185724 — -0.02% DIR
1062 HSBC Bank USA N.A. 000000000 Dec 2022 1 New $-196521 — -0.02% DFE
1063 Morgan Stanley Capital Services LLC 000000000 Dec 2022 1 New $-216086 — -0.02% DFE
1064 State Street Bank & Trust Co. 000000000 Dec 2022 1 New $-217843 — -0.03% DFE
1065 LCH Limited 000000000 Dec 2022 1,930,000 New $-227620 — -0.03% DIR
1066 LCH Limited 000000000 Dec 2022 3,459,000 New $-234234 — -0.03% DIR
1067 Bank of America N.A. 000000000 Dec 2022 1 New $-235801 — -0.03% DFE
1068 Chicago Mercantile Exchange 000000000 Dec 2022 75 New $-250303 — -0.03% DE
1069 Intercontinental Exchange, Inc. 000000000 Dec 2022 26,220,000 New $-251878 — -0.03% DCR
1070 State Street Bank & Trust Co. 000000000 Dec 2022 1 New $-257072 — -0.03% DFE
1071 Citibank N.A. 000000000 Dec 2022 1 New $-274747 — -0.03% DFE
1072 Standard Chartered Bank 000000000 Dec 2022 1 New $-318646 — -0.04% DFE
1073 Citibank N.A. 000000000 Dec 2022 1 New $-318828 — -0.04% DFE
1074 Bank of America N.A. 000000000 Dec 2022 1 New $-334516 — -0.04% DFE
1075 Standard Chartered Bank 000000000 Dec 2022 1 New $-380727 — -0.04% DFE
1076 Osaka Exchange 000000000 Dec 2022 67 New $-425337 — -0.05% DE
1077 BNP Paribas SA 000000000 Dec 2022 1 New $-473181 — -0.05% DFE
1078 ASX Clear (Futures) 000000000 Dec 2022 129 New $-558772 — -0.06% DIR
1079 Citibank N.A. 000000000 Dec 2022 1 New $-709276 — -0.08% DFE
1080 ICE Futures U.S., Inc. 000000000 Dec 2022 962 New $-799165 — -0.09% DE
1081 Citibank N.A. 000000000 Dec 2022 1 New $-821888 — -0.09% DFE
1082 Eurex Deutschland 000000000 Dec 2022 610 New $-1025413 — -0.12% DE
1083 Morgan Stanley & Co. LLC 000000000 Dec 2022 2,300,000 New $-1245090 — -0.14% DIR
1084 Citigroup Global Markets, Inc. 000000000 Dec 2022 2,310,000 New $-1263278 — -0.15% DIR
1085 Bank of America N.A. 000000000 Dec 2022 1 New $-1736829 — -0.20% DFE
1086 Chicago Mercantile Exchange 000000000 Dec 2022 518 New $-3902312 — -0.45% DE
✕ United States Treasury 91282CCM1 — 38,931,808 Exited $33.9M — — —
✕ United States Treasury 912828Y38 — 14,464,699 Exited $13.6M — — —
✕ United States Treasury 912828H45 — 14,047,995 Exited $13.4M — — —
✕ United States Treasury 9128287D6 — 13,028,684 Exited $11.7M — — —
✕ United States Treasury 912828B25 — 11,216,005 Exited $10.9M — — —
✕ United States Treasury 9128285W6 — 9,308,148 Exited $8.7M — — —
✕ UMBS, TBA 01F0226A8 — 10,331,000 Exited $8.7M — — —
✕ United States Treasury 912828Z37 — 8,220,641 Exited $7.3M — — —
✕ United States Treasury 912810PV4 — 6,546,188 Exited $6.5M — — —
✕ United States Treasury 912828YL8 — 5,757,040 Exited $5.5M — — —
✕ United States Treasury 912796X79 — 5,422,900 Exited $5.4M — — —
✕ United States Treasury 91282CDM0 — 4,565,000 Exited $4.4M — — —
✕ UMBS, TBA 01F0206A2 — 5,012,000 Exited $4.1M — — —
✕ Government National Mortgage Association 21H0426A2 — 4,063,024 Exited $3.9M — — —
✕ United States Treasury 912810FH6 — 3,415,264 Exited $3.8M — — —
✕ United States Treasury 912828V49 — 3,891,871 Exited $3.6M — — —
✕ United States Treasury 91282CEP2 — 3,904,800 Exited $3.6M — — —
✕ UMBS, TBA 01F0306A1 — 3,991,702 Exited $3.5M — — —
✕ United States Treasury 9128282U3 — 2,860,000 Exited $2.7M — — —
✕ United States Treasury 912828VM9 — 2,732,370 Exited $2.7M — — —
✕ United States Treasury 9128283R9 — 2,480,333 Exited $2.3M — — —
✕ UMBS, TBA 01F0426A6 — 1,924,000 Exited $1.8M — — —
✕ CANADIAN GOVERNMENT 135087M84 — 2,740,000 Exited $1.8M — — —
✕ BNP PARIBAS 05565AM34 — 1,626,000 Exited $1.5M — — —
✕ United States Treasury 91282CDY4 — 1,698,000 Exited $1.4M — — —
✕ Government National Mortgage Association 21H0406A6 — 1,107,000 Exited $1.0M — — —
✕ ENERGY TRANSFER LP 29279FAA7 — 1,155,000 Exited $1.0M — — —
✕ UMBS, TBA 01F0406A0 — 1,112,792 Exited $1.0M — — —
✕ CANADIAN GOVERNMENT 135087H72 — 1,763,000 Exited $1.0M — — —
✕ GOLDMAN SACHS GROUP INC 38141GYB4 — 1,224,000 Exited $0.9M — — —
✕ TENCENT HOLDINGS LTD 88032WAT3 — 930,000 Exited $0.8M — — —
✕ GOLDMAN SACHS GROUP INC 38141GYJ7 — 1,046,000 Exited $0.8M — — —
✕ WELLS FARGO & COMPANY 95000U2U6 — 964,000 Exited $0.8M — — —
✕ TRANSCANADA PIPELINES 893526DJ9 — 784,000 Exited $0.8M — — —
✕ BANK OF AMERICA CORP 06051GJT7 — 914,000 Exited $0.7M — — —
✕ MORGAN STANLEY 61747YET8 — 696,000 Exited $0.7M — — —
✕ Bank of America Corp 06051GHD4 — 716,000 Exited $0.6M — — —
✕ Lloyds Banking Group PLC 539439AG4 — 685,000 Exited $0.6M — — —
✕ HARLEY-DAVIDSON FINL SER 41283LAY1 — 671,000 Exited $0.6M — — —
✕ BANK OF AMERICA CORP 06051GKA6 — 753,000 Exited $0.6M — — —
✕ ENTERGY CORP 29364GAN3 — 686,000 Exited $0.6M — — —
✕ BARCLAYS PLC 06738EBZ7 — 574,000 Exited $0.6M — — —
✕ NEWELL BRANDS INC 651229BC9 — 552,000 Exited $0.5M — — —
✕ APTIV PLC / APTIV CORP 00217GAB9 — 655,000 Exited $0.5M — — —
✕ ENEL FINANCE INTL NV 29278GAP3 — 730,000 Exited $0.5M — — —
✕ ROYAL CARIBBEAN CRUISES 780153AZ5 — 446,000 Exited $0.5M — — —
✕ NOMURA HOLDINGS INC 65535HBA6 — 608,000 Exited $0.5M — — —
✕ Freddie Mac - STACR 35564WAH6 — 482,035 Exited $0.5M — — —
✕ TransDigm Inc 893647BE6 — 468,000 Exited $0.5M — — —
✕ JPMorgan Chase & Co 46625HHA1 — 447,000 Exited $0.4M — — —
✕ ASHTEAD CAPITAL INC 04505AAA7 — 476,000 Exited $0.4M — — —
✕ DIGITAL REALTY TRUST LP 25389JAU0 — 474,000 Exited $0.4M — — —
✕ Citigroup Inc 172967ME8 — 426,000 Exited $0.4M — — —
✕ BAIDU INC 056752AR9 — 401,000 Exited $0.3M — — —
✕ MERCADOLIBRE INC 58733RAE2 — 400,000 Exited $0.3M — — —
✕ SANTANDER HOLDINGS USA 80282KAP1 — 358,000 Exited $0.3M — — —
✕ MOODY'S CORPORATION 615369AP0 — 347,000 Exited $0.3M — — —
✕ LAS VEGAS SANDS CORP 517834AE7 — 313,000 Exited $0.3M — — —
✕ Government National Mortgage Association 21H0306A7 — 308,897 Exited $0.3M — — —
✕ AERCAP IRELAND CAP/GLOBA 00774MAX3 — 333,000 Exited $0.3M — — —
✕ TRANSCANADA PIPELINES 8935268Z9 — 216,000 Exited $0.2M — — —
✕ MICRON TECHNOLOGY INC 595112BP7 — 222,000 Exited $0.2M — — —
✕ AERCAP IRELAND CAP/GLOBA 00774MAL9 — 199,000 Exited $0.2M — — —
✕ Freddie Mac - STACR 35564XAH4 — 189,304 Exited $0.2M — — —
✕ CHEVRON USA INC 166756AR7 — 173,000 Exited $0.2M — — —
✕ NEXTERA ENERGY CAPITAL 65339KBW9 — 171,000 Exited $0.1M — — —
✕ CITIGROUP INC 17327CAN3 — 150,000 Exited $0.1M — — —
✕ WARNERMEDIA HOLDINGS INC 55903VAJ2 — 139,000 Exited $0.1M — — —
✕ GOLDMAN SACHS GROUP INC 38141GZK3 — 133,000 Exited $0.1M — — —
✕ RELX CAPITAL INC 74949LAE2 — 123,000 Exited $0.1M — — —
✕ CITIGROUP INC 172967NS6 — 112,000 Exited $0.1M — — —
✕ CITIGROUP INC 172967MS7 — 130,000 Exited $0.1M — — —
✕ Micron Technology Inc 595112BN2 — 107,000 Exited $0.1M — — —
✕ GOLDMAN SACHS GROUP INC 38141GZR8 — 107,000 Exited $0.1M — — —
✕ CITIGROUP INC 172967NA5 — 92,000 Exited $0.1M — — —
✕ GOLDMAN SACHS GROUP INC 38141GZM9 — 92,000 Exited $0.1M — — —
✕ Air Lease Corp 00912XBF0 — 81,000 Exited $0.1M — — —
✕ 1011778 BC / NEW RED FIN 68245XAP4 — 78,000 Exited $0.1M — — —
✕ BX Trust 12433WAA9 — 65,122 Exited $0.1M — — —
✕ AutoNation Inc 05329WAM4 — 65,000 Exited $0.1M — — —
✕ JPMorgan Chase & Co 48127FAA1 — 38,000 Exited $0.0M — — —
✕ Air Lease Corp 00912XBA1 — 25,000 Exited $0.0M — — —
✕ Upstart Securitization Trust 91680EAA3 — 21,803 Exited $0.0M — — —
✕ BELLEMEADE RE LT 07876LAB5 — 18,349 Exited $0.0M — — —
✕ Eagle Re Ltd 26982LAA8 — 10,718 Exited $0.0M — — —
✕ United States Treasury 912828UH1 — 0 Exited $0.0M — — —
✕ Home Re Ltd 43731WAB1 — 0 Exited $0.0M — — —