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JPMorgan Global Active Allocation Portfolio

Brighthouse Funds Trust I

Assets: $1.6B Net: $1.5B Series: S000036841 EDGAR ↗
+308
New
-44
Exited
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# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 Fixed Income Clearing Corp 000000000 Jun 2023 167,567,991 +167,434,557 $167.6M +14408.9% 11.17% RA
2 iShares JP Morgan USD Emerging Markets Bond ETF 464288281 — 350,709 — $30.4M +0.3% 2.02% EC
3 Microsoft Corp 594918104 Jun 2023 77,048 -7,346 $26.2M +7.8% 1.75% EC
4 United States Treasury 912796CS6 — 26,000,000 New $25.7M — 1.71% STIV
5 BARCLAYS BANK PLC 06738G8A1 Jun 2023 9,793,000 — $16.9M +17.2% 1.12% SN
6 Amazon.com Inc 023135106 Jun 2023 128,673 -36,886 $16.8M -1.9% 1.12% EC
7 SAFRAN SA 000000000 Jun 2023 10,140,462 New $16.6M — 1.11% DBT
8 AMADEUS IT GROUP SA 000000000 Jun 2023 11,300,000 New $16.0M — 1.07% DBT
9 Apple Inc 037833100 Jun 2023 81,945 -5,882 $15.9M +9.8% 1.06% EC
10 AMERICA MOVIL BV 000000000 Jun 2023 13,500,000 New $15.6M — 1.04% DBT
11 STMICROELECTRONICS NV 000000000 Jun 2023 13,000,000 New $15.6M — 1.04% DBT
12 SOUTHWEST AIRLINES CO 844741BG2 Jun 2023 13,041,000 — $15.0M +0.9% 1.00% DBT
13 PIONEER NATURAL RESOURCE 723787AP2 Jun 2023 5,974,000 — $13.1M +3.0% 0.88% DBT
14 BOOKING HOLDINGS INC 09857LAN8 Jun 2023 8,475,000 — $12.7M +0.1% 0.85% DBT
15 POSCO HOLDINGS INC 000000000 Jun 2023 9,900,000 New $11.0M — 0.74% DBT
16 Meta Platforms Inc 30303M102 Jun 2023 38,297 +205 $11.0M +36.1% 0.73% EC
17 NVIDIA Corp 67066G104 Jun 2023 25,627 +14,316 $10.8M +245.0% 0.72% EC
18 United States Treasury 912810QY7 Jun 2023 12,695,000 +3,065,000 $10.4M +27.9% 0.70% DBT
19 SIKA AG 000000000 Jun 2023 6,680,000 New $10.2M — 0.68% DBT
20 ZALANDO SE 000000000 Jun 2023 10,300,000 New $10.0M — 0.67% DBT
21 United States Treasury 912828M56 Jun 2023 10,085,000 -3,880,000 $9.5M -28.9% 0.63% DBT
22 Bank of America Corp 060505682 Jun 2023 7,971 — $9.3M +0.3% 0.62% EP
23 ASML Holding NV 000000000 Jun 2023 12,864 New $9.3M — 0.62% EC
24 BARCLAYS BANK PLC 06739GCF4 Jun 2023 9,000,000 — $9.2M -0.3% 0.61% DBT
25 UnitedHealth Group Inc 91324P102 Jun 2023 18,460 -3,383 $8.9M -14.0% 0.59% EC
26 Mastercard Inc 57636Q104 Jun 2023 22,257 -2,931 $8.8M -4.4% 0.58% EC
27 United States Treasury 912810TG3 Jun 2023 10,340,000 +3,835,000 $8.6M +54.0% 0.57% DBT
28 Taiwan Semiconductor Manufacturing Co Ltd 874039100 Jun 2023 84,534 — $8.5M +8.5% 0.57% EC
29 AstraZeneca PLC 000000000 Jun 2023 58,509 New $8.4M — 0.56% EC
30 United States Treasury 91282CCH2 Jun 2023 9,590,000 -3,500,000 $8.3M -28.2% 0.56% DBT
31 SCHNEIDER ELECTRIC SE 000000000 Jun 2023 3,942,300 New $8.2M — 0.55% DBT
32 LVMH Moet Hennessy Louis Vuitton SE 000000000 Jun 2023 8,566 New $8.1M — 0.54% EC
33 United States Treasury 912828Z94 Jun 2023 9,430,000 +9,205,000 $8.1M +3994.7% 0.54% DBT
34 Shell PLC 000000000 Jun 2023 256,612 New $7.6M — 0.51% EC
35 DREYFUS TREASURY & AGENCY LEX 000000000 Jun 2023 7,586,576 New $7.6M — 0.51% STIV
36 United States Treasury 91282CBS9 Jun 2023 8,655,000 +6,960,000 $7.6M +401.0% 0.50% DBT
37 Roche Holding AG 000000000 Jun 2023 24,640 New $7.5M — 0.50% EC
38 AIA Group Ltd 000000000 Jun 2023 737,200 New $7.5M — 0.50% EC
39 EXPEDIA GROUP INC 30212PBE4 Jun 2023 8,527,000 — $7.5M -2.4% 0.50% DBT
40 United States Treasury 91282CET4 Jun 2023 7,670,000 -1,000,000 $7.2M -13.3% 0.48% DBT
41 PALO ALTO NETWORKS 697435AF2 — 2,800,000 New $7.2M — 0.48% DBT
42 CELLNEX TELECOM SA 000000000 Jun 2023 5,100,000 New $7.2M — 0.48% DBT
43 RWE AG 000000000 Jun 2023 161,984 New $7.1M — 0.47% EC
44 National Bank Of Canada 000000000 Jun 2023 7,000,000 New $7.0M — 0.47% RA
45 Coca-Cola Co/The 191216100 — 113,349 +8,616 $6.8M +5.1% 0.45% EC
46 Bank of America Corp 060505104 Jun 2023 235,682 -38,527 $6.8M -13.8% 0.45% EC
47 AbbVie Inc 00287Y109 Jun 2023 49,631 -4,886 $6.7M -23.0% 0.45% EC
48 S&P Global Inc 78409V104 Jun 2023 16,471 +4,087 $6.6M +54.7% 0.44% EC
49 GLENCORE FUNDING LLC 000000000 Jun 2023 6,200,000 New $6.6M — 0.44% DBT
50 United States Treasury 91282CDY4 Jun 2023 7,675,000 — $6.6M -2.4% 0.44% DBT
51 Vinci SA 000000000 Jun 2023 55,014 New $6.4M — 0.43% EC
52 Uber Technologies Inc 90353T100 Jun 2023 146,549 -29,197 $6.3M +13.6% 0.42% EC
53 NEXTERA ENERGY INC 65339F713 Jun 2023 136,750 — $6.2M -2.3% 0.41% EP
54 FOMENTO ECONOMICO MEX 000000000 Jun 2023 5,500,000 New $6.2M — 0.41% DBT
55 Nestle SA 000000000 Jun 2023 51,172 New $6.2M — 0.41% EC
56 Societe Generale 000000000 Jun 2023 6,000,000 New $6.0M — 0.40% RA
57 AKAMAI TECHNOLOGIES INC 00971TAL5 Jun 2023 6,129,000 — $5.9M +5.2% 0.39% DBT
58 NXP Semiconductors NV 000000000 Jun 2023 28,756 New $5.9M — 0.39% EC
59 CME Group Inc 12572Q105 Jun 2023 31,534 -957 $5.8M -6.1% 0.39% EC
60 Deere & Co 244199105 Jun 2023 14,258 -21 $5.8M -2.0% 0.38% EC
61 REMY COINTREAU SA 000000000 Jun 2023 3,557,400 New $5.8M — 0.38% DBT
62 EDENRED 000000000 Jun 2023 7,880,900 New $5.8M — 0.38% DBT
63 Safran SA 000000000 Jun 2023 35,793 New $5.6M — 0.37% EC
64 Novo Nordisk A/S 000000000 Jun 2023 34,287 New $5.5M — 0.37% EC
65 Shin-Etsu Chemical Co Ltd 000000000 Jun 2023 160,600 New $5.3M — 0.36% EC
66 Bristol-Myers Squibb Co 110122108 Jun 2023 82,516 -15,718 $5.3M -22.5% 0.35% EC
67 LEG IMMOBILIEN SE 000000000 Jun 2023 5,300,000 New $5.1M — 0.34% DBT
68 Societe Generale 000000000 Jun 2023 5,000,000 New $5.0M — 0.33% RA
69 Goldman Sachs Fin Square Govt Fd 000000000 Jun 2023 5,000,000 New $5.0M — 0.33% STIV
70 Samsung Electronics Co Ltd 796050888 Jun 2023 3,554 — $4.9M +12.8% 0.33% EC
71 ARES CAPITAL CORP 04010LAW3 Jun 2023 4,923,000 — $4.9M -1.0% 0.33% DBT
72 National Bank Of Canada 000000000 Jun 2023 4,900,000 New $4.9M — 0.33% RA
73 CITIGROUP GLOB MKT FND L 000000000 Jun 2023 4,100,000 New $4.8M — 0.32% DBT
74 GRP BRUXELLES LAMBERT SA 000000000 Jun 2023 4,400,000 New $4.7M — 0.32% DBT
75 DBS Group Holdings Ltd 000000000 Jun 2023 201,800 New $4.7M — 0.31% EC
76 Regeneron Pharmaceuticals Inc 75886F107 Jun 2023 6,544 -745 $4.7M -21.5% 0.31% EC
77 Hoya Corp 000000000 Jun 2023 38,500 New $4.6M — 0.31% EC
78 SBI HOLDINGS INC 000000000 Jun 2023 610,000,000 New $4.6M — 0.31% DBT
79 United States Treasury 91282CEM9 Jun 2023 4,865,000 — $4.6M -2.3% 0.30% DBT
80 Alphabet Inc 02079K107 Jun 2023 36,987 +3,541 $4.5M +28.6% 0.30% EC
81 Toronto-Dominion Bank/The 891160509 — 71,974 +13,437 $4.5M +27.2% 0.30% EC
82 Prologis Inc 74340W103 Jun 2023 35,658 -6,979 $4.4M -17.8% 0.29% EC
83 MONDELEZ INTL HLDINGS NE 000000000 Jun 2023 4,200,000 New $4.4M — 0.29% DBT
84 EURONET WORLDWIDE INC 298736AL3 Jun 2023 4,424,000 — $4.3M +0.8% 0.29% DBT
85 Analog Devices Inc 032654105 Jun 2023 22,013 -10,057 $4.3M -32.2% 0.29% EC
86 United States Treasury 91282CGM7 — 4,340,000 New $4.2M — 0.28% DBT
87 McDonald's Corp 580135101 Jun 2023 14,158 +5,172 $4.2M +68.1% 0.28% EC
88 Keyence Corp 000000000 Jun 2023 8,800 New $4.2M — 0.28% EC
89 AKAMAI TECHNOLOGIES INC 00971TAJ0 Jun 2023 3,841,000 — $4.1M +6.1% 0.27% DBT
90 Volvo AB 000000000 Jun 2023 184,213 New $3.8M — 0.25% EC
91 Progressive Corp/The 743315103 Jun 2023 28,239 +7,171 $3.7M +24.0% 0.25% EC
92 Tencent Holdings Ltd 000000000 Jun 2023 87,700 New $3.7M — 0.25% EC
93 Chevron Corp 166764100 Jun 2023 23,689 -12,554 $3.7M -37.0% 0.25% EC
94 MICROCHIP TECHNOLOGY INC 595017AU8 Jun 2023 3,267,000 — $3.7M +1.3% 0.25% DBT
95 Ross Stores Inc 778296103 Jun 2023 32,264 -3,896 $3.6M -5.7% 0.24% EC
96 Housing Development Finance Corp Ltd 000000000 Jun 2023 102,316 New $3.5M — 0.23% EC
97 Hilton Worldwide Holdings Inc 43300A203 Jun 2023 23,904 +18,347 $3.5M +344.5% 0.23% EC
98 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 000000000 Jun 2023 9,254 New $3.5M — 0.23% EC
99 BNP PARIBAS 000000000 Jun 2023 2,700,000 New $3.4M — 0.23% DBT
100 TotalEnergies SE 000000000 Jun 2023 58,266 New $3.3M — 0.22% EC
101 Tokio Marine Holdings Inc 000000000 Jun 2023 144,100 New $3.3M — 0.22% EC
102 IBERDROLA FINANZAS SAU 000000000 Jun 2023 3,000,000 New $3.3M — 0.22% DBT
103 NextEra Energy Inc 65339F101 Jun 2023 44,013 -5,186 $3.3M -13.9% 0.22% EC
104 Zurich Insurance Group AG 000000000 Jun 2023 6,745 New $3.2M — 0.21% EC
105 Iberdrola SA 000000000 Jun 2023 244,363 New $3.2M — 0.21% EC
106 MERRILL LYNCH BV 000000000 Jun 2023 3,000,000 New $3.2M — 0.21% DBT
107 BHP Group Ltd 000000000 Jun 2023 104,529 New $3.1M — 0.21% EC
108 Advanced Micro Devices Inc 007903107 Jun 2023 27,275 -11,331 $3.1M -17.9% 0.21% EC
109 Allianz SE 000000000 Jun 2023 13,279 New $3.1M — 0.21% EC
110 Marriott International Inc/MD 571903202 Jun 2023 16,804 -18,363 $3.1M -47.1% 0.21% EC
111 BARCLAYS BANK PLC 000000000 Jun 2023 2,700,000 New $3.1M — 0.21% DBT
112 Cantor Fitzgeral & Co 000000000 Jun 2023 3,000,000 New $3.0M — 0.20% RA
113 ConocoPhillips 20825C104 Jun 2023 28,775 -13,738 $3.0M -29.3% 0.20% EC
114 Sony Group Corp 000000000 Jun 2023 33,100 New $3.0M — 0.20% EC
115 Tata Consultancy Services Ltd 000000000 Jun 2023 73,155 New $2.9M — 0.20% EC
116 United Parcel Service Inc 911312106 — 16,017 -12,606 $2.9M -48.3% 0.19% EC
117 Tesla Inc 88160R101 Jun 2023 10,768 -7,031 $2.8M -23.7% 0.19% EC
118 HDFC Bank Ltd 40415F101 Jun 2023 40,319 -13,963 $2.8M -22.3% 0.19% EC
119 National Bank Financial Inc 000000000 Jun 2023 2,800,000 New $2.8M — 0.19% RA
120 RELX PLC 000000000 Jun 2023 83,869 New $2.8M — 0.19% EC
121 Yum! Brands Inc 988498101 — 20,138 -3,941 $2.8M -12.3% 0.19% EC
122 Nippon Telegraph & Telephone Corp 000000000 Jun 2023 2,287,500 New $2.7M — 0.18% EC
123 Stellantis NV 000000000 Jun 2023 153,148 New $2.7M — 0.18% EC
124 Infosys Ltd 456788108 Jun 2023 167,141 — $2.7M -7.9% 0.18% EC
125 Daikin Industries Ltd 000000000 Jun 2023 12,800 New $2.6M — 0.17% EC
126 EOG Resources Inc 26875P101 Jun 2023 22,695 +10,867 $2.6M +91.6% 0.17% EC
127 Adobe Inc 00724F101 — 5,250 New $2.6M — 0.17% EC
128 Carlsberg AS 000000000 Jun 2023 15,854 New $2.5M — 0.17% EC
129 Air Liquide SA 000000000 Jun 2023 13,586 New $2.4M — 0.16% EC
130 United States Treasury 91282CFH9 Jun 2023 2,485,000 — $2.4M -2.2% 0.16% DBT
131 WELLTOWER OP LLC 95041AAB4 — 2,357,000 New $2.4M — 0.16% DBT
132 DEXUS FINANCE PTY LTD 000000000 Jun 2023 3,400,000 New $2.4M — 0.16% DBT
133 United States Treasury 91282CFJ5 Jun 2023 2,455,000 — $2.3M -2.4% 0.16% DBT
134 Teradyne Inc 880770102 — 20,901 +172 $2.3M +4.4% 0.16% EC
135 Industria de Diseno Textil SA 000000000 Jun 2023 59,389 New $2.3M — 0.15% EC
136 Legrand SA 000000000 Jun 2023 23,245 New $2.3M — 0.15% EC
137 MercadoLibre Inc 58733R102 Jun 2023 1,940 — $2.3M -10.1% 0.15% EC
138 Infineon Technologies AG 000000000 Jun 2023 54,692 New $2.3M — 0.15% EC
139 Deutsche Telekom AG 000000000 Jun 2023 103,096 New $2.2M — 0.15% EC
140 Berkshire Hathaway Inc 084670702 Jun 2023 6,575 +747 $2.2M +24.6% 0.15% EC
141 Societe Generale 000000000 Jun 2023 2,200,000 New $2.2M — 0.15% RA
142 Charles Schwab Corp/The 808513105 Jun 2023 38,666 +1,423 $2.2M +12.3% 0.15% EC
143 Public Service Enterprise Group Inc 744573106 — 34,894 +29,648 $2.2M +566.9% 0.15% EC
144 Cie Financiere Richemont SA 000000000 Jun 2023 12,843 New $2.2M — 0.15% EC
145 United States Treasury 912810RK6 Jun 2023 2,810,000 — $2.2M -3.0% 0.14% DBT
146 Dow Inc 260557103 — 40,737 -7,973 $2.2M -18.7% 0.14% EC
147 Deutsche Boerse AG 000000000 Jun 2023 11,630 New $2.1M — 0.14% EC
148 Fannie Mae 3140HUCA2 Jun 2023 2,330,040 -11,334 $2.1M -2.3% 0.14% ABS-MBS
149 Schneider Electric SE 000000000 Jun 2023 11,649 New $2.1M — 0.14% EC
150 Diageo PLC 000000000 Jun 2023 49,260 New $2.1M — 0.14% EC
151 Techtronic Industries Co Ltd 000000000 Jun 2023 193,000 New $2.1M — 0.14% EC
152 Kotak Mahindra Bank Ltd 000000000 Jun 2023 93,661 New $2.1M — 0.14% EC
153 Hong Kong Exchanges & Clearing Ltd 000000000 Jun 2023 55,100 New $2.1M — 0.14% EC
154 AMG Capital Trust II 00170F209 Jun 2023 39,936 — $2.1M +4.6% 0.14% EP
155 London Stock Exchange Group PLC 000000000 Jun 2023 19,196 New $2.0M — 0.14% EC
156 EDENRED 000000000 Jun 2023 2,870,100 New $2.0M — 0.13% DBT
157 ING (US) Funding LLC 000000000 Jun 2023 2,000,946 New $2.0M — 0.13% STIV
158 SVENSKA NY 000000000 Jun 2023 2,000,538 New $2.0M — 0.13% STIV
159 SKANDANAVISKA ENSKILDA BANKEN 000000000 Jun 2023 2,000,296 New $2.0M — 0.13% STIV
160 BNP PARIBAS, NY 000000000 Jun 2023 2,000,000 New $2.0M — 0.13% STIV
161 Royal Bank Canada Toronto 000000000 Jun 2023 2,000,000 New $2.0M — 0.13% RA
162 Citigroup Global Markets Inc 000000000 Jun 2023 2,000,000 New $2.0M — 0.13% RA
163 WELLS FARGO GOVT FD LEX 000000000 Jun 2023 2,000,000 New $2.0M — 0.13% STIV
164 MUFG Bank Ltd, New York Branch 000000000 Jun 2023 1,999,880 New $2.0M — 0.13% STIV
165 NATIONAL AUSTRALIA BANK 000000000 Jun 2023 1,999,736 New $2.0M — 0.13% STIV
166 L'Oreal SA 000000000 Jun 2023 4,282 New $2.0M — 0.13% EC
167 UNITED OVERSEAS BANK LTD 000000000 Jun 2023 1,984,604 New $2.0M — 0.13% STIV
168 United States Treasury 91282CAL5 Jun 2023 2,330,000 — $2.0M -1.6% 0.13% DBT
169 Union Pacific Corp 907818108 — 9,691 -8,403 $2.0M -45.5% 0.13% EC
170 Airbus SE 000000000 Jun 2023 13,580 New $2.0M — 0.13% EC
171 Royal Bank of Canada 000000000 Jun 2023 1 New $2.0M — 0.13% DFE
172 Capgemini SE 000000000 Jun 2023 10,102 New $1.9M — 0.13% EC
173 Prudential PLC 000000000 Jun 2023 134,809 New $1.9M — 0.13% EC
174 Bridgestone Corp 000000000 Jun 2023 45,600 New $1.9M — 0.12% EC
175 BP PLC 000000000 Jun 2023 318,664 New $1.9M — 0.12% EC
176 3i Group PLC 000000000 Jun 2023 74,166 New $1.8M — 0.12% EC
177 Lloyds Banking Group PLC 000000000 Jun 2023 3,232,683 New $1.8M — 0.12% EC
178 Bank Rakyat Indonesia Persero Tbk PT 000000000 Jun 2023 4,834,914 New $1.8M — 0.12% EC
179 United States Treasury 91282CFB2 Jun 2023 1,850,000 — $1.7M -2.1% 0.12% DBT
180 ITC Ltd 000000000 Jun 2023 308,529 New $1.7M — 0.11% EC
181 Delta Electronics Inc 000000000 Jun 2023 152,867 New $1.7M — 0.11% EC
182 United States Treasury 9128334T4 Jun 2023 2,375,000 — $1.7M -1.7% 0.11% DBT
183 Atlas Copco AB 000000000 Jun 2023 117,184 New $1.7M — 0.11% EC
184 Nordea Bank Abp 000000000 Jun 2023 154,217 New $1.7M — 0.11% EC
185 Capital One Financial Corp 14040H105 Jun 2023 15,146 +1,639 $1.7M +27.5% 0.11% EC
186 SAFRAN SA 000000000 Jun 2023 867,100 New $1.7M — 0.11% DBT
187 Kweichow Moutai Co Ltd 000000000 Jun 2023 7,056 New $1.6M — 0.11% EC
188 Ferguson PLC 000000000 Jun 2023 10,421 New $1.6M — 0.11% EC
189 SSE PLC 000000000 Jun 2023 70,107 New $1.6M — 0.11% EC
190 Seven & i Holdings Co Ltd 000000000 Jun 2023 37,600 New $1.6M — 0.11% EC
191 Rio Tinto PLC 000000000 Jun 2023 25,588 New $1.6M — 0.11% EC
192 KBC Group NV 000000000 Jun 2023 23,117 New $1.6M — 0.11% EC
193 Charter Communications Inc 16119P108 Jun 2023 4,391 -2,416 $1.6M -33.7% 0.11% EC
194 Sands China Ltd 000000000 Jun 2023 471,200 New $1.6M — 0.11% EC
195 UniCredit SpA 000000000 Jun 2023 68,794 New $1.6M — 0.11% EC
196 United States Treasury 91282CBQ3 Jun 2023 1,780,000 — $1.6M -1.2% 0.11% DBT
197 Mitsubishi UFJ Financial Group Inc 000000000 Jun 2023 215,600 New $1.6M — 0.11% EC
198 Lonza Group AG 000000000 Jun 2023 2,664 New $1.6M — 0.11% EC
199 Anglo American PLC 000000000 Jun 2023 55,820 New $1.6M — 0.11% EC
200 NetEase Inc 000000000 Jun 2023 78,975 New $1.5M — 0.10% EC
201 Sumitomo Mitsui Financial Group Inc 000000000 Jun 2023 35,600 New $1.5M — 0.10% EC
202 BNP Paribas SA 000000000 Jun 2023 24,103 New $1.5M — 0.10% EC
203 United States Treasury 912810SU3 Jun 2023 2,298,000 — $1.5M -3.1% 0.10% DBT
204 Tokyo Electron Ltd 000000000 Jun 2023 10,600 New $1.5M — 0.10% EC
205 Wells Fargo & Co 949746101 Jun 2023 35,366 +2,974 $1.5M +24.7% 0.10% EC
206 AXA SA 000000000 Jun 2023 50,922 New $1.5M — 0.10% EC
207 SMC Corp 000000000 Jun 2023 2,700 New $1.5M — 0.10% EC
208 Fannie Mae 3140LEJP3 — 1,800,000 — $1.5M -1.9% 0.10% ABS-MBS
209 Booking Holdings Inc 09857L108 Jun 2023 544 -1,586 $1.5M -74.0% 0.10% EC
210 Lowe's Cos Inc 548661107 Jun 2023 6,434 +604 $1.5M +24.6% 0.10% EC
211 Government National Mortgage Association 36196RVE5 Jun 2023 1,503,422 -7,450 $1.4M -2.3% 0.10% ABS-MBS
212 Woodside Energy Group Ltd 000000000 Jun 2023 60,229 New $1.4M — 0.09% EC
213 Recruit Holdings Co Ltd 000000000 Jun 2023 43,700 New $1.4M — 0.09% EC
214 ICE Futures U.S., Inc. 000000000 Jun 2023 1,293 New $1.4M — 0.09% DE
215 Intuit Inc 461202103 Jun 2023 3,026 -10,303 $1.4M -76.7% 0.09% EC
216 Baker Hughes Co 05722G100 Jun 2023 43,522 -22,513 $1.4M -27.8% 0.09% EC
217 Palo Alto Networks Inc 697435105 Jun 2023 5,319 -343 $1.4M +20.2% 0.09% EC
218 Ping An Insurance Group Co of China Ltd 000000000 Jun 2023 212,000 New $1.4M — 0.09% EC
219 Fanniemae-Aces 3136BNET9 Jun 2023 1,620,000 — $1.3M -1.9% 0.09% ABS-MBS
220 Kering SA 000000000 Jun 2023 2,400 New $1.3M — 0.09% EC
221 United States Treasury 912810QX9 Jun 2023 1,600,000 — $1.3M -3.2% 0.09% DBT
222 T-Mobile US Inc 872590104 Jun 2023 9,364 -1,340 $1.3M -16.1% 0.09% EC
223 Quanta Services Inc 74762E102 Jun 2023 6,592 -1,798 $1.3M -7.4% 0.09% EC
224 Bank Central Asia Tbk PT 000000000 Jun 2023 2,091,000 New $1.3M — 0.09% EC
225 United States Treasury 912810TH1 Jun 2023 1,400,000 — $1.2M -3.3% 0.08% DBT
226 Government National Mortgage Association 3617BTGQ9 Jun 2023 1,287,326 -7,182 $1.2M -2.5% 0.08% ABS-MBS
227 adidas AG 000000000 Jun 2023 6,424 New $1.2M — 0.08% EC
228 Copart Inc 217204106 Jun 2023 13,653 — $1.2M +21.3% 0.08% EC
229 M&T Bank Corp 55261F104 Jun 2023 9,947 +1,117 $1.2M +16.6% 0.08% EC
230 Loews Corp 540424108 Jun 2023 20,452 +621 $1.2M +5.5% 0.08% EC
231 Intuitive Surgical Inc 46120E602 Jun 2023 3,533 -7,439 $1.2M -56.9% 0.08% EC
232 Japan Exchange Group Inc 000000000 Jun 2023 69,000 New $1.2M — 0.08% EC
233 One Lincoln Street Commercial Mortgage Trust 68241FAB8 Jun 2023 1,200,000 — $1.2M +0.2% 0.08% ABS-MBS
234 Wal-Mart de Mexico SAB de CV 000000000 Jun 2023 298,430 New $1.2M — 0.08% EC
235 United States Treasury 91282CCJ8 Jun 2023 1,305,000 — $1.2M -1.2% 0.08% DBT
236 AmerisourceBergen Corp 03073E105 Jun 2023 6,088 +282 $1.2M +26.0% 0.08% EC
237 Freddie Mac 3133A7RS0 Jun 2023 1,363,043 -14,736 $1.2M -2.6% 0.08% ABS-MBS
238 United States Treasury 91282CEB3 Jun 2023 1,300,000 — $1.2M -2.1% 0.08% DBT
239 Fannie Mae 3140KEEM6 Jun 2023 1,353,241 -16,582 $1.2M -2.5% 0.08% ABS-MBS
240 Svenska Handelsbanken AB 000000000 Jun 2023 135,465 New $1.1M — 0.08% EC
241 Morgan Stanley 617446448 Jun 2023 13,262 +132 $1.1M -1.8% 0.08% EC
242 Terumo Corp 000000000 Jun 2023 35,600 New $1.1M — 0.08% EC
243 Firstkey Homes Trust 33767JAJ1 Jun 2023 1,250,000 — $1.1M -0.2% 0.08% ABS-O
244 Johnson & Johnson 478160104 Jun 2023 6,807 +197 $1.1M +10.0% 0.08% EC
245 Government National Mortgage Association 3617HX4D6 Jun 2023 1,182,232 -8,167 $1.1M -2.5% 0.07% ABS-MBS
246 Pernod Ricard SA 000000000 Jun 2023 5,049 New $1.1M — 0.07% EC
247 Grupo Financiero Banorte SAB de CV 000000000 Jun 2023 133,520 New $1.1M — 0.07% EC
248 Fannie Mae 3140HX5T3 Jun 2023 1,218,938 -4,918 $1.1M -1.8% 0.07% ABS-MBS
249 BOEING CO 097023DG7 Jun 2023 1,165,000 — $1.1M -1.1% 0.07% DBT
250 Kyowa Kirin Co Ltd 000000000 Jun 2023 57,800 New $1.1M — 0.07% EC
251 Straumann Holding AG 000000000 Jun 2023 6,538 New $1.1M — 0.07% EC
252 Yum China Holdings Inc 98850P109 Jun 2023 18,635 — $1.1M -10.9% 0.07% EC
253 Fannie Mae 3140LJEX0 — 1,000,000 — $1.0M -2.4% 0.07% ABS-MBS
254 Fannie Mae 3140LFWY6 Jun 2023 1,149,393 — $1.0M -2.0% 0.07% ABS-MBS
255 Eli Lilly & Co 532457108 Jun 2023 2,200 +658 $1.0M +94.8% 0.07% EC
256 WEG SA 000000000 Jun 2023 130,744 New $1.0M — 0.07% EC
257 Alibaba Group Holding Ltd 000000000 Jun 2023 98,100 New $1.0M — 0.07% EC
258 United States Treasury 912810TB4 Jun 2023 1,545,000 — $1.0M -3.1% 0.07% DBT
259 FMC GMSR ISSUER TR 30259RAG0 Jun 2023 1,065,000 — $1.0M -0.6% 0.07% ABS-MBS
260 Bid Corp Ltd 000000000 Jun 2023 45,793 New $1.0M — 0.07% EC
261 BANK OF MONTREAL CHICAGO 000000000 Jun 2023 1,001,762 New $1.0M — 0.07% STIV
262 Fomento Economico Mexicano SAB de CV 344419106 Jun 2023 9,031 — $1.0M +16.4% 0.07% EC
263 CIBC NY 000000000 Jun 2023 1,000,257 New $1.0M — 0.07% STIV
264 TORONTO DOMINION NY 000000000 Jun 2023 1,000,216 New $1.0M — 0.07% STIV
265 NORDEA BANK ABP, NEW YORK BRANCH 000000000 Jun 2023 1,000,155 New $1.0M — 0.07% STIV
266 MIZUHO BANK LIMITED NEW YORK 000000000 Jun 2023 1,000,032 New $1.0M — 0.07% STIV
267 SUMITOMO BK NY 000000000 Jun 2023 1,000,021 New $1.0M — 0.07% STIV
268 UBS AG LONDON 000000000 Jun 2023 1,000,000 New $1.0M — 0.07% STIV
269 RBC US GOVT MONEY MKT FUND 000000000 Jun 2023 1,000,000 New $1.0M — 0.07% STIV
270 WESTERN ASST GOV FD 000000000 Jun 2023 1,000,000 New $1.0M — 0.07% STIV
271 BANK OF AMERICA NA 000000000 Jun 2023 999,971 New $1000K — 0.07% STIV
272 BANK OF AMERICA NA 000000000 Jun 2023 999,540 New $1000K — 0.07% STIV
273 CIC NY 000000000 Jun 2023 999,281 New $999K — 0.07% STIV
274 Fannie Mae 3140LKBQ5 — 992,306 New $998K — 0.07% ABS-MBS
275 Mitsubishi UFJ Trust & Bank Co 000000000 Jun 2023 997,130 New $997K — 0.07% STIV
276 MongoDB Inc 60937P106 Jun 2023 2,423 -345 $996K +54.3% 0.07% EC
277 Budweiser Brewing Co APAC Ltd 000000000 Jun 2023 385,800 New $995K — 0.07% EC
278 Government National Mortgage Association 3618AXCJ9 — 995,907 New $991K — 0.07% ABS-MBS
279 Martin Marietta Materials Inc 573284106 Jun 2023 2,129 -14 $983K +29.2% 0.07% EC
280 Boston Scientific Corp 101137107 Jun 2023 18,130 -28,757 $981K -58.2% 0.07% EC
281 Fannie Mae 3140NMGY7 — 1,000,000 New $980K — 0.07% ABS-MBS
282 Fannie Mae 3140LJWL6 — 1,000,000 — $978K -1.7% 0.07% ABS-MBS
283 Fannie Mae 3140JJTV1 Jun 2023 998,502 -5,141 $977K -2.3% 0.07% ABS-MBS
284 Westlake Automobile Receivables Trust 96042VAG4 Jun 2023 1,000,000 — $972K -0.7% 0.06% ABS-O
285 Fannie Mae 3140LHBD1 Jun 2023 1,030,000 — $972K -2.1% 0.06% ABS-MBS
286 LG Chem Ltd 000000000 Jun 2023 1,884 New $964K — 0.06% EC
287 Erste Group Bank AG 000000000 Jun 2023 27,260 New $957K — 0.06% EC
288 FHLMC Multifamily Structured Pass Through Certs. 3137F4D58 Jun 2023 1,000,000 — $952K -1.7% 0.06% ABS-MBS
289 Lendmark Funding Trust 52607MAA7 Jun 2023 1,100,000 — $949K -1.1% 0.06% ABS-O
290 Pagaya AI Technology in Housing Trust 2021-1 69547NAA2 Jun 2023 1,000,000 — $945K -1.5% 0.06% ABS-O
291 Trane Technologies PLC 000000000 Jun 2023 4,915 New $940K — 0.06% EC
292 Midea Group Co Ltd 000000000 Jun 2023 115,300 New $938K — 0.06% EC
293 GOLDMAN SACHS GROUP INC 38141GYM0 Jun 2023 1,050,000 — $934K -0.4% 0.06% DBT
294 Westlake Automobile Receivables Trust 96043JAL9 Jun 2023 1,000,000 — $924K -0.1% 0.06% ABS-O
295 Lam Research Corp 512807108 Jun 2023 1,436 +344 $923K +59.5% 0.06% EC
296 Morgan Stanley 61744YAK4 Jun 2023 1,000,000 — $923K -2.3% 0.06% DBT
297 Vericrest Opportunity Loan Transferee 92873FAA5 — 982,430 -139,753 $920K -12.7% 0.06% ABS-O
298 MRCD Mortgage Trust 55348UAG3 Jun 2023 1,000,000 — $915K +0.1% 0.06% ABS-MBS
299 Fannie Mae 3140LGHV7 Jun 2023 982,861 -3,956 $914K -3.1% 0.06% ABS-MBS
300 Itau Unibanco Holding SA 465562106 Jun 2023 154,643 — $912K +21.1% 0.06% EC
301 Netflix Inc 64110L106 — 2,070 New $912K — 0.06% EC
302 Fannie Mae 3140LFW91 Jun 2023 1,050,000 — $911K -2.7% 0.06% ABS-MBS
303 President Chain Store Corp 000000000 Jun 2023 100,000 New $907K — 0.06% EC
304 Weyerhaeuser Co 962166104 Jun 2023 26,991 +769 $904K +14.5% 0.06% EC
305 Fannie Mae 3140MXVK7 Jun 2023 983,853 -4,468 $901K -2.5% 0.06% ABS-MBS
306 Fannie Mae 3140LKCD3 — 882,000 New $890K — 0.06% ABS-MBS
307 Chicago Mercantile Exchange 000000000 Jun 2023 122 New $890K — 0.06% DE
308 AMETEK Inc 031100100 Jun 2023 5,471 -509 $886K +1.9% 0.06% EC
309 United States Treasury 912810SR0 Jun 2023 1,365,000 — $885K -2.6% 0.06% DBT
310 HDFC Life Insurance Co Ltd 000000000 Jun 2023 111,849 New $885K — 0.06% EC
311 Hubbell Inc 443510607 Jun 2023 2,667 — $884K +36.3% 0.06% EC
312 Flagship Credit Auto Trust 33843EAJ0 — 890,000 New $874K — 0.06% ABS-O
313 Trade Desk Inc/The 88339J105 Jun 2023 11,170 — $863K +26.8% 0.06% EC
314 Freddie Mac 3132XFJB5 — 1,000,000 — $861K -2.0% 0.06% ABS-MBS
315 Blackstone Inc 09260D107 Jun 2023 9,206 — $856K +5.8% 0.06% EC
316 Fannie Mae 3140FXUH3 — 901,510 -34,830 $846K -5.5% 0.06% ABS-MBS
317 AERCAP IRELAND CAP/GLOBA 00774MAN5 Jun 2023 837,000 — $841K -0.2% 0.06% DBT
318 Santander Drive Auto Receivables Trust 80287FAE2 — 825,000 — $840K -1.6% 0.06% ABS-O
319 United States Treasury 912810RB6 Jun 2023 1,000,000 — $836K -3.2% 0.06% DBT
320 Freddie Mac - SLST 35564CAN7 Jun 2023 885,364 -26,175 $835K -4.4% 0.06% ABS-MBS
321 Exact Sciences Corp 30063P105 Jun 2023 8,882 — $834K +38.5% 0.06% EC
322 Fanniemae-Aces 3136BNX43 Jun 2023 966,000 — $832K -1.9% 0.06% ABS-MBS
323 JD.com Inc 000000000 Jun 2023 48,750 New $829K — 0.06% EC
324 United States Treasury 912810RD2 Jun 2023 852,000 — $814K -3.2% 0.05% DBT
325 Fannie Mae 3140FXTU6 Jun 2023 896,713 -32,357 $812K -6.6% 0.05% ABS-MBS
326 Fanniemae-Aces 3136BLW22 Jun 2023 1,000,000 — $808K -0.6% 0.05% ABS-MBS
327 Freddie Mac 3132DV7A7 — 943,632 New $806K — 0.05% ABS-MBS
328 Government National Mortgage Association 3617LRZW8 Jun 2023 849,520 -3,869 $806K -2.3% 0.05% ABS-MBS
329 Fannie Mae 3140LKM59 — 800,000 New $800K — 0.05% ABS-MBS
330 Sandvik AB 000000000 Jun 2023 40,833 New $797K — 0.05% EC
331 Procter & Gamble Co/The 742718109 Jun 2023 5,244 +243 $796K +7.0% 0.05% EC
332 EPAM Systems Inc 29414B104 Jun 2023 3,535 — $794K -24.8% 0.05% EC
333 Fannie Mae 3140LFN67 Jun 2023 921,000 — $793K -1.9% 0.05% ABS-MBS
334 Fannie Mae 3140MLRK8 Jun 2023 840,312 -3,273 $791K -2.2% 0.05% ABS-MBS
335 Fannie Mae 3140LJKJ4 — 800,000 — $789K -1.8% 0.05% ABS-MBS
336 Capitec Bank Holdings Ltd 000000000 Jun 2023 9,445 New $787K — 0.05% EC
337 Dexcom Inc 252131107 Jun 2023 6,088 — $782K +10.6% 0.05% EC
338 MVW Owner Trust 62848PAC4 — 796,828 New $781K — 0.05% ABS-O
339 B3 SA - Brasil Bolsa Balcao 000000000 Jun 2023 253,543 New $774K — 0.05% EC
340 Wuxi Biologics Cayman Inc 000000000 Jun 2023 160,500 New $773K — 0.05% EC
341 Government National Mortgage Association 3617BTGR7 Jun 2023 791,419 -4,660 $768K -2.6% 0.05% ABS-MBS
342 AutoZone Inc 053332102 Jun 2023 308 -25 $768K -6.2% 0.05% EC
343 Fannie Mae 3140HSTS0 Jun 2023 800,000 — $767K -1.9% 0.05% ABS-MBS
344 Fanniemae-Aces 3136BPHK0 — 800,000 — $757K -1.5% 0.05% ABS-MBS
345 Texas Instruments Inc 882508104 Jun 2023 4,194 +115 $755K -0.5% 0.05% EC
346 Raytheon Technologies Corp 75513E101 Jun 2023 7,690 -398 $753K -4.9% 0.05% EC
347 Fannie Mae 3140FXTS1 Jun 2023 913,448 -14,306 $749K -3.4% 0.05% ABS-MBS
348 Fannie Mae 3140LHSL5 — 790,000 — $748K -2.1% 0.05% ABS-MBS
349 HYUNDAI CAPITAL AMERICA 44891ACG0 — 749,000 New $744K — 0.05% DBT
350 Ingersoll Rand Inc 45687V106 Jun 2023 11,269 — $737K +12.3% 0.05% EC
351 HubSpot Inc 443573100 Jun 2023 1,384 — $736K +24.1% 0.05% EC
352 Fanniemae-Aces 3136BDXR4 Jun 2023 8,468,955 -24,653 $734K -2.1% 0.05% ABS-MBS
353 Fannie Mae 3140LEAN7 — 900,000 — $734K -2.2% 0.05% ABS-MBS
354 Dover Corp 260003108 Jun 2023 4,963 -175 $733K -6.1% 0.05% EC
355 Cooper Cos Inc/The 216648402 Jun 2023 1,900 — $729K +2.7% 0.05% EC
356 HCA Healthcare Inc 40412C101 Jun 2023 2,397 -129 $727K +9.2% 0.05% EC
357 Travelers Cos Inc/The 89417E109 Jun 2023 4,132 +125 $718K +4.5% 0.05% EC
358 Fannie Mae 3140LJWD4 — 750,000 — $715K -2.1% 0.05% ABS-MBS
359 Government National Mortgage Association 3617F2E86 Jun 2023 738,603 -2,914 $713K -4.3% 0.05% ABS-MBS
360 Fannie Mae 3140LHQM5 — 742,471 -2,768 $712K -2.8% 0.05% ABS-MBS
361 Williams Cos Inc/The 969457100 Jun 2023 21,817 +1,400 $712K +16.8% 0.05% EC
362 Kimco Realty Corp 49446R109 Jun 2023 36,087 +1,889 $712K +6.6% 0.05% EC
363 Firstkey Homes Trust 33767JAA0 Jun 2023 788,123 -1,867 $708K -1.3% 0.05% ABS-O
364 AMSR Trust 66981FAA8 Jun 2023 782,000 — $706K -0.8% 0.05% ABS-O
365 Kinder Morgan Inc 49456B101 Jun 2023 40,981 +1,168 $706K +1.2% 0.05% EC
366 BANK OF AMERICA CORP 06051GKJ7 Jun 2023 780,000 — $704K -0.8% 0.05% DBT
367 NAVER Corp 000000000 Jun 2023 5,028 New $704K — 0.05% EC
368 Government National Mortgage Association 3618BDHW8 — 698,486 New $703K — 0.05% ABS-MBS
369 Government National Mortgage Association 38383X3Q5 — 751,348 New $703K — 0.05% ABS-MBS
370 Freedom Financial 35634JAB4 — 700,000 — $703K +0.3% 0.05% ABS-O
371 Shimano Inc 000000000 Jun 2023 4,200 New $703K — 0.05% EC
372 Freddie Mac 3132XHSM7 Jun 2023 750,000 — $700K -1.7% 0.05% ABS-MBS
373 Exeter Automobile Receivables Trust 30166YAF9 Jun 2023 700,000 — $698K -0.9% 0.05% ABS-O
374 Packaging Corp of America 695156109 Jun 2023 5,281 +492 $698K +5.0% 0.05% EC
375 Citigroup Inc 172967LP4 Jun 2023 745,000 — $696K -1.3% 0.05% DBT
376 Progress Residential Trust 74332YAJ8 Jun 2023 724,000 — $696K +1.2% 0.05% ABS-O
377 Fanniemae-Aces 3136BDXP8 Jun 2023 737,343 -24,679 $691K -4.2% 0.05% ABS-MBS
378 Fannie Mae 000000000 Jun 2023 700,000 New $691K — 0.05% ABS-MBS
379 Freedom Financial 35634EAB5 Jun 2023 693,791 -26,209 $690K -3.6% 0.05% ABS-O
380 CBRE Group Inc 12504L109 Jun 2023 8,539 +1,084 $689K +27.0% 0.05% EC
381 Lendmark Funding Trust 52608JAC9 Jun 2023 700,000 — $688K +1.8% 0.05% ABS-O
382 Chicago Mercantile Exchange 000000000 Jun 2023 99,000,000 New $686K — 0.05% DIR
383 Exeter Automobile Receivables Trust 30166BAE2 — 700,000 — $684K -0.7% 0.05% ABS-O
384 United States Treasury 912810SW9 Jun 2023 940,000 — $683K -2.9% 0.05% DBT
385 Fannie Mae 3140LHBH2 Jun 2023 720,672 — $682K -2.1% 0.05% ABS-MBS
386 Government National Mortgage Association 36196RU71 Jun 2023 698,762 -4,050 $679K -2.5% 0.05% ABS-MBS
387 Progress Residential Trust 74332VAJ4 Jun 2023 750,000 — $677K -1.0% 0.05% ABS-O
388 Fannie Mae 3140QDKQ6 — 790,786 -14,661 $677K -3.4% 0.05% ABS-MBS
389 Fannie Mae 3138LNPJ4 Jun 2023 705,581 -2,560 $676K -2.1% 0.05% ABS-MBS
390 DT Auto Owner Trust 23346CAE8 — 685,000 New $675K — 0.05% ABS-O
391 Government National Mortgage Association 3617YMMB5 Jun 2023 756,472 -26,416 $675K -4.3% 0.04% ABS-MBS
392 Fannie Mae 3140JB2H8 — 775,928 -25,449 $672K -5.1% 0.04% ABS-MBS
393 Vericrest Opportunity Loan Transferee 92873AAA6 — 730,699 -81,117 $671K -11.6% 0.04% ABS-O
394 Confluent Inc 20717M103 Jun 2023 19,015 — $671K +46.7% 0.04% EC
395 Government National Mortgage Association 3617HXVV6 Jun 2023 671,185 -3,016 $670K -2.7% 0.04% ABS-MBS
396 Firstkey Homes Trust 33767PAJ7 Jun 2023 750,000 — $668K +0.0% 0.04% ABS-O
397 Government National Mortgage Association 3617FG4Y9 Jun 2023 675,183 -2,399 $665K -3.4% 0.04% ABS-MBS
398 USASF Receivables LLC 90355FAB4 Jun 2023 700,000 — $664K -4.0% 0.04% ABS-O
399 ServiceNow Inc 81762P102 Jun 2023 1,181 -628 $664K -21.1% 0.04% EC
400 Bridge Trust 10805VAE7 — 700,000 — $654K -1.7% 0.04% ABS-O
401 AMSR Trust 00180AAE9 Jun 2023 700,000 — $650K -0.5% 0.04% ABS-O
402 CREDIT SUISSE NEW YORK 22550L2G5 — 750,000 +250,000 $646K +53.0% 0.04% DBT
403 Freddie Mac 3137AGRW2 Jun 2023 676,309 +7,552 $641K -2.0% 0.04% ABS-MBS
404 SBALR Commercial Mortgage 2020-RR1 Trust 78397EAE6 Jun 2023 799,602 -3,301 $641K -7.6% 0.04% ABS-MBS
405 Government National Mortgage Association 36179WA24 — 745,530 New $640K — 0.04% ABS-MBS
406 Fannie Mae 31418D6C1 — 751,258 New $638K — 0.04% ABS-MBS
407 Oracle Corp 68389X105 — 5,341 +685 $636K +47.0% 0.04% EC
408 Credicorp Ltd 000000000 Jun 2023 4,296 New $634K — 0.04% EC
409 Raia Drogasil SA 000000000 Jun 2023 102,369 New $633K — 0.04% EC
410 Jabil Inc 466313103 — 5,844 +1,295 $631K +57.3% 0.04% EC
411 Ambev SA 02319V103 Jun 2023 198,072 — $630K +12.8% 0.04% EC
412 Government National Mortgage Association 3617XXCU1 Jun 2023 604,008 +4,069 $623K -0.0% 0.04% ABS-MBS
413 FleetCor Technologies Inc 339041105 Jun 2023 2,477 +73 $622K +22.7% 0.04% EC
414 Cheniere Energy Inc 16411R208 Jun 2023 4,080 — $622K -3.3% 0.04% EC
415 Credit Acceptance Auto Loan Trust 22534QAE1 — 600,000 — $617K -0.0% 0.04% ABS-O
416 Flagship Credit Auto Trust 33843XAE9 — 600,000 — $614K -1.5% 0.04% ABS-O
417 COMM Mortgage Trust 20049AAB4 Jun 2023 650,000 — $608K +0.4% 0.04% ABS-MBS
418 Fannie Mae 3140FXU59 — 660,037 New $605K — 0.04% ABS-MBS
419 NBC Global Finance Limited 000000000 Jun 2023 600,000 New $600K — 0.04% RA
420 FedEx Corp 31428X106 Jun 2023 2,414 -106 $598K +3.9% 0.04% EC
421 Fannie Mae 3140LDLA5 — 750,000 — $595K -1.5% 0.04% ABS-MBS
422 Public Storage 74460D109 Jun 2023 2,035 +63 $594K -0.3% 0.04% EC
423 Entegris Inc 29362U104 Jun 2023 5,348 — $593K +35.1% 0.04% EC
424 Marlette Funding Trust 57108QAC7 Jun 2023 650,000 — $591K +0.0% 0.04% ABS-O
425 Exeter Automobile Receivables Trust 30166BAF9 Jun 2023 600,000 — $589K -0.8% 0.04% ABS-O
426 Multifamily Structured Credit Risk 35563HAA5 Jun 2023 592,070 -2,249 $587K -0.0% 0.04% ABS-MBS
427 DT Auto Owner Trust 23345AAC7 Jun 2023 600,000 — $586K -0.3% 0.04% ABS-O
428 Thermo Fisher Scientific Inc 883556102 Jun 2023 1,122 -382 $585K -32.5% 0.04% EC
429 SolarEdge Technologies Inc 83417M104 Jun 2023 2,175 -96 $585K -15.2% 0.04% EC
430 Mid-America Apartment Communities Inc 59522J103 Jun 2023 3,846 +112 $584K +3.6% 0.04% EC
431 Phillips 66 718546104 Jun 2023 6,114 +177 $583K -3.1% 0.04% EC
432 Fannie Mae 3140FXNS7 Jun 2023 619,743 -34,415 $581K -6.9% 0.04% ABS-MBS
433 Government National Mortgage Association 36196RUE6 Jun 2023 602,904 -32,173 $581K -6.8% 0.04% ABS-MBS
434 PNC Financial Services Group Inc/The 693475105 Jun 2023 4,574 -2,334 $576K -34.4% 0.04% EC
435 Fannie Mae 3140LHAF7 Jun 2023 613,000 — $574K -2.1% 0.04% ABS-MBS
436 Workday Inc 98138H101 — 2,541 — $574K +9.4% 0.04% EC
437 Laboratory Corp of America Holdings 50540R409 Jun 2023 2,370 +111 $572K +10.4% 0.04% EC
438 FHLMC Multifamily Structured Pass Through Certs. 3137H9PB9 — 600,000 — $569K -1.9% 0.04% ABS-MBS
439 Philip Morris International Inc 718172109 Jun 2023 5,833 +172 $569K +3.4% 0.04% EC
440 Credit Suisse Mortgage Trust 12649AAC3 Jun 2023 655,000 +445,000 $565K +196.0% 0.04% ABS-MBS
441 American Express Co 025816109 Jun 2023 3,238 +94 $564K +8.8% 0.04% EC
442 FHLMC Multifamily Structured Pass Through Certs. 3137FG6Y6 Jun 2023 585,000 — $562K -1.9% 0.04% ABS-MBS
443 Eaton Corp PLC 000000000 Jun 2023 2,790 New $561K — 0.04% EC
444 Keurig Dr Pepper Inc 49271V100 Jun 2023 17,881 +6,226 $559K +36.0% 0.04% EC
445 Freddie Mac 3137BGVA4 Jun 2023 600,000 — $559K -2.3% 0.04% ABS-MBS
446 Liberty Media Corp-Liberty SiriusXM 531229607 Jun 2023 17,031 +2,299 $557K +35.2% 0.04% EC
447 Fannie Mae 3140FXWR9 — 617,155 New $556K — 0.04% ABS-MBS
448 Government National Mortgage Association 3617FGLF1 Jun 2023 565,572 -2,077 $556K -2.2% 0.04% ABS-MBS
449 Fannie Mae 3140LHKP4 — 600,000 — $556K -2.1% 0.04% ABS-MBS
450 Fannie Mae 3140LKR54 — 544,824 New $555K — 0.04% ABS-MBS
451 CoreVest American Finance Ltd 21872NAG5 Jun 2023 650,000 — $554K -0.4% 0.04% ABS-O
452 Progress Residential Trust 74331FAA9 Jun 2023 631,568 — $553K -0.6% 0.04% ABS-O
453 Post Holdings Inc 737446104 Jun 2023 6,382 +211 $553K -0.3% 0.04% EC
454 Kraft Heinz Co/The 500754106 Jun 2023 15,558 -1,234 $552K -14.9% 0.04% EC
455 Continental Credit Card llc 66981PAH1 Jun 2023 575,000 — $552K -1.4% 0.04% ABS-O
456 Exeter Automobile Receivables Trust 30166YAE2 Jun 2023 560,000 — $548K -1.3% 0.04% ABS-O
457 Alnylam Pharmaceuticals Inc 02043Q107 Jun 2023 2,883 — $548K -5.2% 0.04% EC
458 TJX Cos Inc/The 872540109 — 6,456 New $547K — 0.04% EC
459 Freddie Mac - SCRT 35563PHF9 Jun 2023 582,805 -19,355 $547K -5.4% 0.04% ABS-MBS
460 BANK OF AMERICA CORP 06051GKD0 Jun 2023 670,000 — $546K -0.3% 0.04% DBT
461 TechnipFMC PLC 000000000 Jun 2023 32,792 New $545K — 0.04% EC
462 Fannie Mae 3140XJR47 — 586,348 -9,664 $545K -3.2% 0.04% ABS-MBS
463 GS Mortgage-Backed Securities Trust 36261WAA5 — 611,991 New $544K — 0.04% ABS-MBS
464 Marvell Technology Inc 573874104 Jun 2023 9,060 — $542K +38.1% 0.04% EC
465 American Credit Acceptance Receivables Trust 02530BAE0 Jun 2023 550,000 — $539K -0.1% 0.04% ABS-O
466 Fortune Brands Innovations Inc 34964C106 Jun 2023 7,459 +223 $537K +26.3% 0.04% EC
467 Equifax Inc 294429105 Jun 2023 2,277 — $536K +16.0% 0.04% EC
468 State Street Bank & Trust Co. 000000000 Jun 2023 1 New $536K — 0.04% DFE
469 Ralph Lauren Corp 751212101 Jun 2023 4,338 +452 $535K +18.0% 0.04% EC
470 PG&E Corp 69331C108 Jun 2023 30,646 +1,435 $530K +12.1% 0.04% EC
471 Honeywell International Inc 438516106 Jun 2023 2,545 -67 $528K +5.8% 0.04% EC
472 Merck & Co Inc 58933Y105 Jun 2023 4,563 +121 $527K +11.4% 0.04% EC
473 Xcel Energy Inc 98389B100 Jun 2023 8,421 +270 $524K -4.8% 0.03% EC
474 General Dynamics Corp 369550108 Jun 2023 2,428 +113 $522K -1.1% 0.03% EC
475 Wuliangye Yibin Co Ltd 000000000 Jun 2023 23,100 New $522K — 0.03% EC
476 Rayonier Inc 754907103 Jun 2023 16,520 +2,330 $519K +9.9% 0.03% EC
477 United States Treasury 91282CCB5 Jun 2023 610,000 — $518K -2.2% 0.03% DBT
478 CVS Health Corp 126650100 Jun 2023 7,491 +419 $518K -1.5% 0.03% EC
479 Government National Mortgage Association 3618AXCK6 — 509,711 New $517K — 0.03% ABS-MBS
480 Insulet Corp 45784P101 Jun 2023 1,793 — $517K -9.6% 0.03% EC
481 Snowflake Inc 833445109 — 2,936 New $517K — 0.03% EC
482 American Homes 4 Rent 02665T306 Jun 2023 14,561 -1,472 $516K +2.4% 0.03% EC
483 Government National Mortgage Association 3617VYM97 Jun 2023 501,383 +7,820 $514K +0.9% 0.03% ABS-MBS
484 Cigna Group/The 125523100 Jun 2023 1,830 +414 $513K +41.9% 0.03% EC
485 Government National Mortgage Association 3617VUET0 Jun 2023 494,256 +4,385 $510K +0.2% 0.03% ABS-MBS
486 IAC Inc 44891N208 Jun 2023 8,085 +243 $508K +25.5% 0.03% EC
487 Fannie Mae 3140GR6T6 Jun 2023 527,082 -3,179 $503K -2.6% 0.03% ABS-MBS
488 Jardine Matheson Holdings Ltd 000000000 Jun 2023 9,900 New $502K — 0.03% EC
489 Regions Financial Corp 7591EP100 — 28,164 New $502K — 0.03% EC
490 Lululemon Athletica Inc 550021109 — 1,323 New $501K — 0.03% EC
491 Cadence Design Systems Inc 127387108 — 2,124 — $498K +11.6% 0.03% EC
492 VM DEBT 2019 1 TR 91834VAC6 Jun 2023 499,918 — $498K +3.2% 0.03% ABS-O
493 Avis Budget Rental Car Funding AESOP LLC 05377RDC5 Jun 2023 500,000 — $495K +0.3% 0.03% ABS-O
494 AERCAP IRELAND CAP/GLOBA 00774MAS4 Jun 2023 551,000 — $495K +0.2% 0.03% DBT
495 Constellation Brands Inc 21036P108 Jun 2023 2,007 — $494K +9.0% 0.03% EC
496 Brixmor Property Group Inc 11120U105 Jun 2023 22,413 +717 $493K +5.6% 0.03% EC
497 Government National Mortgage Association 36179XDD5 Jun 2023 517,036 -8,288 $489K -3.3% 0.03% ABS-MBS
498 Government National Mortgage Association 3617HX4B0 Jun 2023 513,060 -3,491 $488K -2.4% 0.03% ABS-MBS
499 United States Treasury 912810TF5 Jun 2023 625,000 — $487K -3.2% 0.03% DBT
500 Sea Ltd 81141R100 Jun 2023 8,364 — $485K -32.9% 0.03% EC
501 Oportun Funding LLC 68378NAA8 Jun 2023 500,000 — $484K -0.4% 0.03% ABS-O
502 Tricon American Homes 89612LAD8 Jun 2023 525,000 — $483K -0.8% 0.03% ABS-O
503 Fannie Mae 3140QRRS4 — 492,529 -7,017 $483K -3.3% 0.03% ABS-MBS
504 Government National Mortgage Association 3617Y9AW1 Jun 2023 523,830 -35,660 $482K -7.8% 0.03% ABS-MBS
505 Lendmark Funding Trust 52604EAB6 — 500,000 New $481K — 0.03% ABS-O
506 Synopsys Inc 871607107 Jun 2023 1,101 — $479K +12.7% 0.03% EC
507 FHLMC Multifamily Structured Pass Through Certs. 3137HA4L7 — 485,000 New $479K — 0.03% ABS-MBS
508 Fannie Mae 3140FXVK5 — 581,135 -7,730 $476K -3.4% 0.03% ABS-MBS
509 Government National Mortgage Association 3617VUE60 Jun 2023 458,793 +3,182 $474K -0.0% 0.03% ABS-MBS
510 GLS Auto Receivables Trust 36263XAG8 Jun 2023 500,000 — $472K +0.0% 0.03% ABS-O
511 Ajinomoto Co Inc 000000000 Jun 2023 11,800 New $470K — 0.03% EC
512 Government National Mortgage Association 3617XXDP1 Jun 2023 454,877 +6,231 $469K +0.7% 0.03% ABS-MBS
513 Firstkey Homes Trust 33768EAE2 — 496,000 — $468K -1.7% 0.03% ABS-O
514 United States Treasury 912810SN9 Jun 2023 831,000 — $467K -3.3% 0.03% DBT
515 Freedom Financial 30322MAD1 Jun 2023 500,000 — $464K +1.0% 0.03% ABS-O
516 AIR CANADA 2017-1A PTT 00908PAB3 Jun 2023 538,720 — $460K -0.8% 0.03% DBT
517 Mohawk Industries Inc 608190104 Jun 2023 4,450 +204 $459K +7.9% 0.03% EC
518 Government National Mortgage Association 3617XP5A0 Jun 2023 447,784 +6,954 $458K +0.9% 0.03% ABS-MBS
519 Towd Point Mortgage Trust 89179TAA2 Jun 2023 548,998 -7,109 $449K -0.4% 0.03% ABS-MBS
520 GRAY OAK PIPELINE LLC 38937LAB7 Jun 2023 500,000 — $447K -1.4% 0.03% DBT
521 Carlisle Cos Inc 142339100 Jun 2023 1,739 +82 $446K +19.1% 0.03% EC
522 FREMF Mortgage Trust 30312WAE9 Jun 2023 500,000 — $444K -1.1% 0.03% ABS-MBS
523 Chubb Ltd 000000000 Jun 2023 2,300 New $443K — 0.03% EC
524 Dominion Energy Inc 25746U109 — 8,541 New $442K — 0.03% EC
525 Royalty Pharma PLC 000000000 Jun 2023 14,205 New $437K — 0.03% EC
526 Crowdstrike Holdings Inc 22788C105 Jun 2023 2,957 — $434K +7.0% 0.03% EC
527 Lamar Advertising Co 512816109 Jun 2023 4,365 +127 $433K +2.3% 0.03% EC
528 Home Depot Inc/The 437076102 Jun 2023 1,392 +40 $432K +8.4% 0.03% EC
529 Carvana Auto Receivables Trust 14688FAD8 — 440,000 New $431K — 0.03% ABS-O
530 Liberty Broadband Corp 530307305 Jun 2023 5,374 -450 $431K -9.5% 0.03% EC
531 Garmin Ltd 000000000 Jun 2023 4,126 New $430K — 0.03% EC
532 Fannie Mae 3138L9Q70 Jun 2023 472,631 -2,256 $430K -3.0% 0.03% ABS-MBS
533 CONTL AIRLINES 2012-2 A 210795QB9 Jun 2023 444,337 -21,014 $430K -4.3% 0.03% DBT
534 FMC GMSR ISSUER TRUST 30259RAE5 Jun 2023 500,000 — $429K -6.5% 0.03% ABS-O
535 Fannie Mae 3140LFVK7 Jun 2023 498,686 — $427K -2.0% 0.03% ABS-MBS
536 Government National Mortgage Association 3617XLGU3 Jun 2023 464,869 -13,523 $427K -3.8% 0.03% ABS-MBS
537 Vertex Pharmaceuticals Inc 92532F100 Jun 2023 1,212 -127 $427K +1.1% 0.03% EC
538 United States Treasury 912810SK5 Jun 2023 570,000 — $426K -3.3% 0.03% DBT
539 Fannie Mae 3140F7LG2 Jun 2023 445,182 -4,586 $425K -3.6% 0.03% ABS-MBS
540 Fairfax Financial Holdings Ltd 303901102 Jun 2023 567 -236 $425K -20.5% 0.03% EC
541 Foshan Haitian Flavouring & Food Co Ltd 000000000 Jun 2023 65,772 New $424K — 0.03% EC
542 Fannie Mae 3138LMCK7 Jun 2023 455,413 -2,278 $423K -2.5% 0.03% ABS-MBS
543 Freddie Mac 3137A6JS2 Jun 2023 426,517 — $422K -2.6% 0.03% ABS-MBS
544 Lojas Renner SA 000000000 Jun 2023 100,315 New $419K — 0.03% EC
545 AECOM 00766T100 — 4,945 — $419K +0.4% 0.03% EC
546 Government National Mortgage Association 3617XXCC1 Jun 2023 404,657 +2,065 $419K -0.2% 0.03% ABS-MBS
547 Government National Mortgage Association 3617VUD53 Jun 2023 403,040 +3,868 $417K +0.2% 0.03% ABS-MBS
548 Estee Lauder Cos Inc/The 518439104 Jun 2023 2,125 -199 $417K -27.1% 0.03% EC
549 Fannie Mae 3136B4NV6 Jun 2023 451,456 -8,828 $417K -4.3% 0.03% ABS-MBS
550 Fannie Mae 3140XCLS5 Jun 2023 491,333 -6,368 $417K -2.8% 0.03% ABS-MBS
551 Old Dominion Freight Line Inc 679580100 Jun 2023 1,126 — $416K +8.5% 0.03% EC
552 Freeport-McMoRan Inc 35671D857 Jun 2023 10,408 -2,078 $416K -18.5% 0.03% EC
553 ANHEUSER-BUSCH CO/INBEV 03522AAH3 Jun 2023 425,000 — $413K -2.3% 0.03% DBT
554 Government National Mortgage Association 3617VUEL7 Jun 2023 399,003 +1,194 $412K -0.4% 0.03% ABS-MBS
555 Largan Precision Co Ltd 000000000 Jun 2023 6,000 New $412K — 0.03% EC
556 Zimmer Biomet Holdings Inc 98956P102 Jun 2023 2,827 +133 $412K +18.3% 0.03% EC
557 Federal Realty Investment Trust 313745101 Jun 2023 4,248 +200 $411K +2.8% 0.03% EC
558 Albertsons Cos Inc 013091103 Jun 2023 18,837 +1,910 $411K +16.9% 0.03% EC
559 First Citizens BancShares Inc/NC 31946M103 — 319 -18 $409K +24.8% 0.03% EC
560 T-MOBILE USA INC 87264ACY9 — 415,000 +225,000 $407K +113.4% 0.03% DBT
561 Fannie Mae 3140LEV79 Jun 2023 500,000 — $407K -1.5% 0.03% ABS-MBS
562 United States Treasury 912810QK7 Jun 2023 410,000 — $407K -3.2% 0.03% DBT
563 Northern Trust Corp 665859104 Jun 2023 5,475 +757 $406K -2.4% 0.03% EC
564 VM Master Issuer, LLC 92859MAA8 Jun 2023 400,000 — $405K +0.4% 0.03% ABS-MBS
565 Dick's Sporting Goods Inc 253393102 Jun 2023 3,059 +85 $404K -4.2% 0.03% EC
566 TD SYNNEX Corp 87162W100 Jun 2023 4,285 +548 $403K +11.4% 0.03% EC
567 WESTPAC BANKING CORP 961214EY5 Jun 2023 593,000 — $402K -1.6% 0.03% DBT
568 AT&T INC 00206RKH4 Jun 2023 505,000 — $401K -2.8% 0.03% DBT
569 SANTANDER UK GROUP HLDGS 80281LAS4 — 400,000 +200,000 $401K +97.9% 0.03% DBT
570 Fannie Mae 3140J2WF9 Jun 2023 500,000 — $400K -2.6% 0.03% ABS-MBS
571 Axalta Coating Systems Ltd 000000000 Jun 2023 12,191 New $400K — 0.03% EC
572 Fannie Mae 3140LDRU5 Jun 2023 500,000 — $395K -1.8% 0.03% ABS-MBS
573 Edison International 281020107 Jun 2023 5,675 +264 $394K +3.2% 0.03% EC
574 H World Group Ltd 44332N106 Jun 2023 10,153 — $394K -20.8% 0.03% EC
575 United States Treasury 912810TA6 Jun 2023 560,000 — $393K -3.0% 0.03% DBT
576 Middleby Corp/The 596278101 Jun 2023 2,661 +370 $393K +17.1% 0.03% EC
577 Government National Mortgage Association 38380L4U4 Jun 2023 399,448 -8,959 $390K -2.4% 0.03% ABS-MBS
578 TAKEDA PHARMACEUTICAL 874060AY2 Jun 2023 515,000 — $390K -0.8% 0.03% DBT
579 GS Mortgage Securities Trust 36250WAG5 Jun 2023 440,000 — $388K -1.1% 0.03% ABS-MBS
580 Murphy USA Inc 626755102 Jun 2023 1,245 +56 $387K +26.2% 0.03% EC
581 Verizon Communications Inc 92343V104 Jun 2023 10,391 -10,411 $386K -52.2% 0.03% EC
582 BANK OF AMERICA CORP 06051GLH0 — 390,000 New $386K — 0.03% DBT
583 BPCE SA 05578QAF0 Jun 2023 500,000 — $386K +3.0% 0.03% DBT
584 Northrop Grumman Corp 666807102 Jun 2023 846 +65 $386K +6.9% 0.03% EC
585 COMM Mortgage Trust 20049AAF5 Jun 2023 420,000 — $385K +0.4% 0.03% ABS-MBS
586 Fannie Mae 3140JVQQ8 Jun 2023 399,975 -1,917 $385K -2.0% 0.03% ABS-MBS
587 Reach Financial LLC 50203YAB1 Jun 2023 400,000 — $384K +0.2% 0.03% ABS-O
588 Government National Mortgage Association 36179WLP1 Jun 2023 442,680 -10,491 $384K -3.8% 0.03% ABS-MBS
589 Bidvest Group Ltd/The 000000000 Jun 2023 27,559 New $383K — 0.03% EC
590 ITC HOLDINGS CORP 465685AR6 Jun 2023 385,000 +185,000 $379K +88.4% 0.03% DBT
591 T Rowe Price Group Inc 74144T108 Jun 2023 3,381 +412 $379K +13.0% 0.03% EC
592 Fannie Mae 3140JK3H7 Jun 2023 387,596 -2,140 $378K -2.3% 0.03% ABS-MBS
593 Timken Co/The 887389104 Jun 2023 4,118 +195 $377K +17.6% 0.03% EC
594 Genmab A/S 000000000 Jun 2023 986 New $374K — 0.02% EC
595 Keysight Technologies Inc 49338L103 Jun 2023 2,222 — $372K +3.7% 0.02% EC
596 MRCD Mortgage Trust 55348UAQ1 Jun 2023 420,000 — $370K +1.1% 0.02% ABS-MBS
597 Fannie Mae 3140LEUX3 Jun 2023 450,000 — $369K -1.9% 0.02% ABS-MBS
598 FMC GMSR Issuer Trust 30259RAM7 Jun 2023 400,000 — $369K -1.1% 0.02% ABS-O
599 Cisco Systems Inc 17275R102 Jun 2023 7,121 +336 $368K +3.9% 0.02% EC
600 Flagship Credit Auto Trust 33844RAG6 Jun 2023 370,990 -161,365 $368K -30.2% 0.02% ABS-O
601 Fannie Mae 3140FXS45 — 406,541 New $368K — 0.02% ABS-MBS
602 Mettler-Toledo International Inc 592688105 Jun 2023 280 — $367K -14.3% 0.02% EC
603 Freddie Mac - SCRT 35563PEL9 Jun 2023 393,969 -17,090 $367K -5.9% 0.02% ABS-MBS
604 Freddie Mac - SCRT 35563PDB2 Jun 2023 394,456 -6,784 $367K -3.5% 0.02% ABS-MBS
605 Government National Mortgage Association 3617HNPB9 Jun 2023 361,770 -31,484 $365K -9.7% 0.02% ABS-MBS
606 BRITISH AIR 18-1 A PTT 11043HAA6 Jun 2023 410,887 -11,650 $365K -1.2% 0.02% DBT
607 Fannie Mae 3140LGMM1 Jun 2023 400,000 — $364K -2.7% 0.02% ABS-MBS
608 Government National Mortgage Association 3617YWBR0 Jun 2023 347,966 -3,622 $363K -1.9% 0.02% ABS-MBS
609 AIR CANADA 2015-2AA PTT 009088AA3 Jun 2023 397,470 -14,466 $362K -5.5% 0.02% DBT
610 Citizens Financial Group Inc 174610105 Jun 2023 13,862 -6,468 $362K -41.4% 0.02% EC
611 NEXTERA ENERGY CAPITAL 65339KCJ7 Jun 2023 365,000 — $360K -2.0% 0.02% DBT
612 Citigroup Inc 172967424 Jun 2023 7,806 +207 $359K +0.9% 0.02% EC
613 Medtronic PLC 000000000 Jun 2023 4,056 New $357K — 0.02% EC
614 BANK OF AMERICA CORP 06051GLG2 — 360,000 New $356K — 0.02% DBT
615 NOMURA HOLDINGS INC 65535HAP4 Jun 2023 375,000 — $355K -0.1% 0.02% DBT
616 Texas Roadhouse Inc 882681109 Jun 2023 3,147 +422 $353K +20.0% 0.02% EC
617 Government National Mortgage Association 3617Y24W3 Jun 2023 377,485 -3,182 $352K -4.1% 0.02% ABS-MBS
618 Freddie Mac - SCRT 35563PJE0 Jun 2023 394,528 -8,393 $351K -6.5% 0.02% ABS-MBS
619 UBS GROUP AG 225401AC2 Jun 2023 380,000 — $351K +2.5% 0.02% DBT
620 Arista Networks Inc 040413106 Jun 2023 2,163 — $351K -3.5% 0.02% EC
621 International Business Machines Corp 459200101 Jun 2023 2,590 -293 $347K -8.3% 0.02% EC
622 MGIC Investment Corp 552848103 — 21,865 +743 $345K +21.8% 0.02% EC
623 BP CAP MARKETS AMERICA 10373QBP4 Jun 2023 505,000 — $345K -1.6% 0.02% DBT
624 W R Berkley Corp 084423102 — 5,763 New $343K — 0.02% EC
625 MORGAN STANLEY 6174468U6 Jun 2023 440,000 — $341K -1.2% 0.02% DBT
626 United States Treasury 912810SZ2 Jun 2023 500,000 — $341K -3.1% 0.02% DBT
627 Fannie Mae 3140QM4X9 Jun 2023 398,651 -11,000 $339K -4.2% 0.02% ABS-MBS
628 Freddie Mac 3133KNNT6 Jun 2023 382,504 -4,250 $339K -2.9% 0.02% ABS-MBS
629 Freddie Mac 31335BE93 Jun 2023 344,409 -8,103 $338K -3.8% 0.02% ABS-MBS
630 GOLDMAN SACHS GROUP INC 38141GWQ3 Jun 2023 350,000 — $338K -0.4% 0.02% DBT
631 Best Buy Co Inc 086516101 Jun 2023 4,108 +647 $337K +24.3% 0.02% EC
632 NATIONAL AUSTRALIA BANK 632525AS0 Jun 2023 390,000 — $335K -1.8% 0.02% DBT
633 APPLE INC 037833EK2 Jun 2023 480,000 — $334K -1.1% 0.02% DBT
634 SUMITOMO MITSUI FINL GRP 86562MCW8 — 330,000 — $334K -2.0% 0.02% DBT
635 SOCIETE GENERALE 83367TBJ7 Jun 2023 350,000 — $334K +1.7% 0.02% DBT
636 HCA Inc 404119BT5 Jun 2023 335,000 — $331K -1.2% 0.02% DBT
637 SUMITOMO MITSUI FINL GRP 86562MCR9 — 330,000 — $331K -1.3% 0.02% DBT
638 Fannie Mae 3140LGH96 Jun 2023 364,000 — $331K -2.7% 0.02% ABS-MBS
639 HCA INC 404119CQ0 — 330,000 New $329K — 0.02% DBT
640 Orange Lake Timeshare Trust 68504UAC5 Jun 2023 347,733 -36,200 $328K -10.0% 0.02% ABS-O
641 Henry Schein Inc 806407102 — 4,047 New $328K — 0.02% EC
642 ATHENE GLOBAL FUNDING 04685A2K6 Jun 2023 370,000 — $328K -1.0% 0.02% DBT
643 PFIZER INVESTMENT ENTER 716973AG7 — 315,000 New $327K — 0.02% DBT
644 Fannie Mae 3140FXTC6 Jun 2023 398,464 -6,810 $327K -3.5% 0.02% ABS-MBS
645 Take-Two Interactive Software Inc 874054109 Sep 2022 2,214 New $326K — 0.02% EC
646 Fannie Mae 3140QM6G4 Jun 2023 369,304 -5,701 $325K -3.4% 0.02% ABS-MBS
647 FMC GMSR Issuer Trust 30259RAH8 Jun 2023 400,000 — $325K -5.2% 0.02% ABS-O
648 Coloplast A/S 000000000 Jun 2023 2,596 New $325K — 0.02% EC
649 Air Lease Corp 00912X302 — 7,752 New $324K — 0.02% EC
650 AVOLON HOLDINGS FNDG LTD 05401AAR2 Jun 2023 382,000 — $322K -0.4% 0.02% DBT
651 Home Re Ltd 43730GAA9 Jun 2023 320,000 — $322K -0.0% 0.02% ABS-MBS
652 GOLDMAN SACHS GROUP INC 38141GYJ7 Jun 2023 400,000 — $320K -1.3% 0.02% DBT
653 Fannie Mae 3140J7XD2 Jun 2023 335,312 -5,604 $320K -4.0% 0.02% ABS-MBS
654 Energizer Holdings Inc 29272W109 Jun 2023 9,475 +449 $318K +1.6% 0.02% EC
655 CoreVest American Finance Ltd 21872FAD9 Jun 2023 320,000 — $315K +0.0% 0.02% ABS-O
656 WESTPAC NEW ZEALAND LTD 96122FAA5 — 320,000 — $314K -1.6% 0.02% DBT
657 SLG Office Trust 78449RAA3 Jun 2023 390,000 — $313K +0.7% 0.02% ABS-MBS
658 Coterra Energy Inc 127097103 Jun 2023 12,354 +373 $313K +6.3% 0.02% EC
659 VERIZON COMMUNICATIONS 92343VGT5 — 315,000 New $311K — 0.02% DBT
660 Freddie Mac - SCRT 35563P7E3 Jun 2023 356,513 -5,484 $311K -4.6% 0.02% ABS-MBS
661 GTP ACQUISITION PARTNERS 36246MAU3 Jun 2023 325,000 — $310K -0.2% 0.02% DBT
662 Fannie Mae 3138LFRV2 Jun 2023 350,000 — $308K -2.1% 0.02% ABS-MBS
663 Fannie Mae 3138ERCJ7 Jun 2023 300,627 -11,653 $304K -5.9% 0.02% ABS-MBS
664 CoreVest American Finance Ltd 21872NAA8 Jun 2023 321,751 -13,831 $303K -4.5% 0.02% ABS-O
665 HSBC HOLDINGS PLC 404280DG1 Jun 2023 310,000 — $303K -1.2% 0.02% DBT
666 UNITED AIR 2015-1 AA PTT 90932LAA5 Jun 2023 330,765 -12,088 $303K -2.8% 0.02% DBT
667 SANTANDER UK GROUP HLDGS 80281LAT2 — 300,000 — $302K -1.0% 0.02% DBT
668 Progress Residential Trust 74331UAJ7 Jun 2023 330,000 — $301K -0.4% 0.02% ABS-O
669 Fannie Mae 3140H4SF2 Jun 2023 315,992 -25,452 $301K -9.2% 0.02% ABS-MBS
670 Government National Mortgage Association 38381TVD4 Jun 2023 321,932 -13,612 $300K -6.4% 0.02% ABS-MBS
671 Government National Mortgage Association 3617JLSS1 Jun 2023 294,589 -1,404 $299K -2.2% 0.02% ABS-MBS
672 Government National Mortgage Association 3617J76E7 Jun 2023 296,801 -16,473 $297K -6.9% 0.02% ABS-MBS
673 COMCAST CORP 20030NDS7 Jun 2023 439,000 — $294K -1.8% 0.02% DBT
674 Cooperatieve Rabobank UA 21684AAF3 Jun 2023 315,000 — $294K -1.3% 0.02% DBT
675 CITIGROUP INC 172967NE7 Jun 2023 365,000 — $294K -1.0% 0.02% DBT
676 FMC GMSR Issuer Trust 30259RAK1 Jun 2023 360,000 — $294K -4.9% 0.02% ABS-O
677 Vulcan Materials Co 929160109 Jun 2023 1,301 +41 $293K +35.7% 0.02% EC
678 MORGAN STANLEY 61747YFD2 — 295,000 New $291K — 0.02% DBT
679 UNITED AIRLINES 2012-1 A 210795PZ7 Jun 2023 294,531 -14,273 $289K -4.3% 0.02% DBT
680 Government National Mortgage Association 3617LCEY0 Jun 2023 288,276 -1,391 $285K -2.4% 0.02% ABS-MBS
681 Newell Brands Inc 651229106 Jun 2023 32,731 +5,567 $285K -15.7% 0.02% EC
682 Citigroup Inc 172967LD1 Jun 2023 300,000 — $284K -0.8% 0.02% DBT
683 Bank of America Corp 06051GGF0 Jun 2023 300,000 — $284K -1.0% 0.02% DBT
684 Kenvue Inc 49177J102 — 10,726 New $283K — 0.02% EC
685 Bank of America Corp 06051GGL7 Jun 2023 300,000 — $281K -0.8% 0.02% DBT
686 Apple Hospitality REIT Inc 03784Y200 Jun 2023 18,432 +546 $279K +0.3% 0.02% EC
687 Natera Inc 632307104 Jun 2023 5,721 — $278K -12.4% 0.02% EC
688 Fannie Mae 3140LGRH7 Jun 2023 300,000 — $277K -2.1% 0.02% ABS-MBS
689 NRZ Excess Spread Collateralized Notes 65246QAA7 Jun 2023 307,588 -17,028 $277K -6.5% 0.02% ABS-O
690 NORTHERN STATES PWR-MINN 665772CX5 — 280,000 New $276K — 0.02% DBT
691 ENTERGY MISSISSIPPI LLC 29366WAD8 — 280,000 New $275K — 0.02% DBT
692 Vericrest Opportunity Loan Transferee 91835MAA9 — 300,286 -43,472 $271K -13.7% 0.02% ABS-O
693 Westrock Co 96145D105 Jun 2023 9,328 +302 $271K -1.4% 0.02% EC
694 Inner Mongolia Yili Industrial Group Co Ltd 000000000 Jun 2023 69,300 New $271K — 0.02% EC
695 Lloyds Banking Group PLC 539439AR0 Jun 2023 283,000 — $268K -0.1% 0.02% DBT
696 Pretium Mortgage Credit Partners LLC 741389AA8 Jun 2023 284,682 -30,631 $268K -10.5% 0.02% ABS-O
697 Welltower Inc 95040Q104 Jun 2023 3,287 +93 $266K +16.1% 0.02% EC
698 ABBVIE INC 00287YCA5 Jun 2023 300,000 — $261K -2.5% 0.02% DBT
699 PRUDENTIAL INSURANCE CO 743917AH9 Jun 2023 250,000 — $259K -1.8% 0.02% DBT
700 United States Treasury 912810TS7 — 265,000 New $259K — 0.02% DBT
701 Fannie Mae 3140JAA81 Jun 2023 257,429 -4,054 $256K -3.6% 0.02% ABS-MBS
702 Hartford Financial Services Group Inc/The 416515104 Jun 2023 3,552 -1,734 $256K -30.6% 0.02% EC
703 Government National Mortgage Association 3617K1XV0 Jun 2023 263,555 -7,768 $255K -4.8% 0.02% ABS-MBS
704 CREDIT SUISSE NEW YORK 22550L2L4 — 250,000 — $255K +0.4% 0.02% DBT
705 HUNTINGTON NATIONAL BANK 44644MAJ0 — 267,000 — $255K -0.4% 0.02% DBT
706 Time Warner Cable LLC 88732JAU2 Jun 2023 265,000 — $255K -2.4% 0.02% DBT
707 DT Auto Owner Trust 23344QAC3 Jun 2023 266,000 — $254K +0.7% 0.02% ABS-O
708 United States Treasury 912810SL3 Jun 2023 367,000 — $252K -3.3% 0.02% DBT
709 DELL INT LLC / EMC CORP 24703DBJ9 — 252,000 — $251K -1.2% 0.02% DBT
710 ABN AMRO BANK NV 00084DAW0 — 300,000 — $251K -0.4% 0.02% DBT
711 HashiCorp Inc 418100103 — 9,548 — $250K -10.6% 0.02% EC
712 Fannie Mae 31396QLV9 Jun 2023 250,000 — $250K -2.7% 0.02% ABS-MBS
713 AMER AIRLINE 16-2 AA PTT 023765AA8 Jun 2023 278,800 -9,000 $250K -3.3% 0.02% DBT
714 VERIZON COMMUNICATIONS 92343VGH1 Jun 2023 284,000 — $249K -1.4% 0.02% DBT
715 SOUTHERN CALIF GAS CO 842434CX8 — 225,000 — $249K -3.8% 0.02% DBT
716 CNA Financial Corp 126117100 Jun 2023 6,441 +1,190 $249K +21.4% 0.02% EC
717 Lendmark Funding Trust 52604EAC4 — 260,000 New $248K — 0.02% ABS-O
718 Government National Mortgage Association 3617HXWC7 Jun 2023 256,672 -1,229 $248K -2.5% 0.02% ABS-MBS
719 BPCE SA 05583JAN2 — 250,000 — $248K -0.7% 0.02% DBT
720 AIR LEASE CORP 00914AAH5 Jun 2023 261,000 — $247K -0.5% 0.02% DBT
721 STARBUCKS CORP 855244BF5 — 250,000 — $247K -2.2% 0.02% DBT
722 Government National Mortgage Association 3617K1Y72 Jun 2023 256,613 -7,362 $247K -4.4% 0.02% ABS-MBS
723 MORGAN STANLEY BANK NA 61690U4T4 — 250,000 New $246K — 0.02% DBT
724 Columbia Sportswear Co 198516106 Jun 2023 3,183 +1,254 $246K +41.2% 0.02% EC
725 AMAZON.COM INC 023135CJ3 Jun 2023 280,000 — $244K -1.7% 0.02% DBT
726 PACIFIC GAS & ELECTRIC 694308HP5 Jun 2023 265,000 — $243K -1.5% 0.02% DBT
727 EDISON INTERNATIONAL 281020AQ0 Jun 2023 251,000 — $243K -0.5% 0.02% DBT
728 Dollar General Corp 256677105 Jun 2023 1,419 +306 $241K +2.8% 0.02% EC
729 HSBC Holdings PLC 404280BX6 Jun 2023 250,000 — $240K +0.4% 0.02% DBT
730 Leidos Holdings Inc 525327102 Jun 2023 2,701 -998 $239K -29.8% 0.02% EC
731 CREDIT SUISSE NEW YORK 22550L2H3 — 250,000 New $239K — 0.02% DBT
732 BALTIMORE GAS & ELECTRIC 059165EQ9 — 235,000 New $239K — 0.02% DBT
733 MITSUBISHI UFJ FIN GRP 606822BY9 — 270,000 — $238K -0.3% 0.02% DBT
734 Freddie Mac 3137FGRY3 Jun 2023 250,000 — $237K -2.0% 0.02% ABS-MBS
735 SOUTHERN CAL EDISON 842400HS5 — 229,000 — $234K -2.9% 0.02% DBT
736 TUCSON ELECTRIC POWER CO 898813AV2 — 235,000 — $234K -1.9% 0.02% DBT
737 PACIFIC GAS & ELECTRIC 694308KM8 — 235,000 New $234K — 0.02% DBT
738 Oracle Corp 68389XBW4 Jun 2023 300,000 — $232K -0.3% 0.02% DBT
739 Citibank N.A. 000000000 Jun 2023 1 New $231K — 0.02% DFE
740 LG H&H Co Ltd 000000000 Jun 2023 657 New $230K — 0.02% EC
741 SIEMENS FINANCIERINGSMAT 82620KAL7 Jun 2023 250,000 — $230K -1.0% 0.02% DBT
742 MIZUHO FINANCIAL GROUP 60687YCR8 — 230,000 — $230K -2.1% 0.02% DBT
743 BROADCOM INC 11135FBE0 Jun 2023 265,000 — $229K -0.6% 0.02% DBT
744 BARCLAYS PLC 06738ECG8 — 230,000 New $229K — 0.02% DBT
745 HYUNDAI CAPITAL AMERICA 44891ABN6 Jun 2023 250,000 — $228K -0.6% 0.02% DBT
746 HALEON US CAPITAL LLC 36264FAL5 — 250,000 — $227K -1.5% 0.02% DBT
747 CDW Corp/DE 12514G108 — 1,234 New $226K — 0.02% EC
748 XILINX INC 983919AK7 Jun 2023 261,000 — $225K -1.1% 0.02% DBT
749 FELLS POINT FUNDING TR 314382AA0 Jun 2023 245,000 +1,924 $225K -0.1% 0.02% DBT
750 Government National Mortgage Association 3617K1YJ6 Jun 2023 232,330 -9,595 $225K -5.9% 0.02% ABS-MBS
751 Bath & Body Works Inc 070830104 Jun 2023 6,001 -3,260 $225K -33.6% 0.01% EC
752 CVS Pass-Through Trust 126650BC3 Jun 2023 229,008 -10,846 $224K -6.9% 0.01% DBT
753 CADILLAC FAIRVIEW PRP TR 68327LAB2 Jun 2023 243,000 — $224K -1.2% 0.01% DBT
754 CVS PASS-THROUGH TR 2013 12665UAA2 Jun 2023 242,439 -3,513 $224K -3.3% 0.01% DBT
755 DTE ELECTRIC CO 23338VAT3 — 215,000 — $222K -1.5% 0.01% DBT
756 BNP PARIBAS 09659W2U7 — 270,000 — $222K -1.7% 0.01% DBT
757 CREDIT AGRICOLE SA 22535WAH0 Jun 2023 250,000 — $221K -0.8% 0.01% DBT
758 KLA CORP 482480AL4 Jun 2023 221,000 — $220K -1.3% 0.01% DBT
759 Freddie Mac 3137FMWQ1 Jun 2023 247,802 -10,524 $220K -6.4% 0.01% ABS-MBS
760 EVERGY MISSOURI WEST INC 30037FAA8 — 223,000 — $220K -2.2% 0.01% DBT
761 Government National Mortgage Association 36296Q2B4 Jun 2023 222,555 -5,064 $220K -4.4% 0.01% ABS-MBS
762 UBS GROUP AG 225401AT5 — 250,000 New $218K — 0.01% DBT
763 Fannie Mae 3140MDJT6 Jun 2023 246,307 -2,927 $218K -2.9% 0.01% ABS-MBS
764 BANK OF NOVA SCOTIA 06417XAP6 — 225,000 — $217K -2.3% 0.01% DBT
765 RAYTHEON TECH CORP 913017CA5 Jun 2023 253,000 — $215K -2.8% 0.01% DBT
766 CROWN CASTLE TOWERS LLC 22822RBD1 Jun 2023 225,000 — $214K -0.8% 0.01% DBT
767 Vericrest Opportunity Loan Transferee 91835EAA7 Jun 2023 235,296 -27,919 $214K -11.4% 0.01% ABS-O
768 CONSUMERS ENERGY CO 210518DU7 — 220,000 — $214K -2.5% 0.01% DBT
769 EastGroup Properties Inc 277276101 — 1,222 +59 $212K +10.3% 0.01% EC
770 MITSUBISHI UFJ FIN GRP 606822BK9 Jun 2023 250,000 — $212K -1.2% 0.01% DBT
771 ANHEUSER-BUSCH INBEV WOR 03523TBT4 Jun 2023 235,000 — $211K -1.4% 0.01% DBT
772 HSBC HOLDINGS PLC 404280DR7 — 200,000 New $211K — 0.01% DBT
773 FannieMae Whole Loan 31393UA60 Jun 2023 214,185 -9,159 $211K -6.0% 0.01% ABS-MBS
774 Fannie Mae 3140HLRQ1 Jun 2023 211,688 -44,025 $211K -18.7% 0.01% ABS-MBS
775 META PLATFORMS INC 30303M8Q8 — 205,000 New $211K — 0.01% DBT
776 DUKE ENERGY PROGRESS LLC 26442UAM6 Jun 2023 315,000 — $210K -2.1% 0.01% DBT
777 AMGEN INC 031162DR8 — 210,000 — $210K -2.5% 0.01% DBT
778 BUNGE LTD FINANCE CORP 120568BC3 Jun 2023 250,000 — $210K -1.3% 0.01% DBT
779 Entergy Corp 29364G103 Jun 2023 2,149 -746 $209K -32.9% 0.01% EC
780 LLOYDS BANKING GROUP PLC 539439AX7 — 210,000 — $208K -1.7% 0.01% DBT
781 GLENCORE FUNDING LLC 378272BK3 — 210,000 New $208K — 0.01% DBT
782 BROADCOM INC 11135FBP5 Jun 2023 270,000 — $207K -0.3% 0.01% DBT
783 DUKE ENERGY FLORIDA LLC 26444HAN1 — 190,000 — $207K -2.1% 0.01% DBT
784 Fannie Mae 3140H4Q98 Jun 2023 216,882 -1,196 $207K -2.4% 0.01% ABS-MBS
785 OHIO POWER COMPANY 677415CV1 — 210,000 New $206K — 0.01% DBT
786 TARGA RESOURCES CORP 87612KAA0 Jun 2023 209,000 — $205K -1.0% 0.01% DBT
787 EVERGY INC 30034WAB2 Jun 2023 235,000 — $205K -2.6% 0.01% DBT
788 APPLE INC 037833EW6 — 200,000 New $205K — 0.01% DBT
789 NATWEST GROUP PLC 639057AG3 — 200,000 — $205K -1.0% 0.01% DBT
790 AMEREN ILLINOIS CO 02361DAT7 Jun 2023 225,000 — $204K -1.8% 0.01% DBT
791 Exeter Automobile Receivables Trust 30167EAD7 Jun 2023 206,464 -73,831 $204K -26.1% 0.01% ABS-O
792 EVERSOURCE ENERGY 30040WAR9 Jun 2023 209,000 — $204K -2.6% 0.01% DBT
793 BXG Receivables Note Trust 05607UAC3 Jun 2023 216,805 -24,186 $203K -9.5% 0.01% ABS-O
794 COMCAST CORP 20030NEF4 — 200,000 New $203K — 0.01% DBT
795 OTIS WORLDWIDE CORP 68902VAK3 Jun 2023 235,000 — $203K -1.7% 0.01% DBT
796 Government National Mortgage Association 38376JJB1 Jun 2023 200,000 — $202K -3.0% 0.01% ABS-MBS
797 NATWEST GROUP PLC 639057AH1 — 200,000 — $201K -2.9% 0.01% DBT
798 EIDP INC 263534CR8 — 205,000 New $201K — 0.01% DBT
799 AIA Group Ltd 00131LAF2 Jun 2023 210,000 — $201K -1.2% 0.01% DBT
800 PNC FINANCIAL SERVICES 693475BM6 — 209,000 — $200K -2.8% 0.01% DBT
801 SOCIETE GENERALE 83368RBR2 — 200,000 — $200K -0.2% 0.01% DBT
802 NRZ Excess Spread Collateralized Notes 433674AA6 Jun 2023 215,242 -18,242 $200K -8.3% 0.01% ABS-O
803 FED CAISSES DESJARDINS 31429KAK9 — 200,000 — $200K -2.5% 0.01% DBT
804 SOCIETE GENERALE 83368RBQ4 — 200,000 — $200K -0.2% 0.01% DBT
805 REGENERON PHARMACEUTICAL 75886FAE7 Jun 2023 250,000 — $199K -1.5% 0.01% DBT
806 MITSUBISHI UFJ FIN GRP 606822CX0 — 200,000 — $199K -1.4% 0.01% DBT
807 United States Treasury 91282CAE1 Jun 2023 250,000 — $199K -2.2% 0.01% DBT
808 BANK OF AMERICA CORP 06051GJT7 Jun 2023 240,000 — $199K -0.7% 0.01% DBT
809 BANK OF IRELAND GROUP 06279JAC3 Jun 2023 200,000 — $198K -0.2% 0.01% DBT
810 Pretium Mortgage Credit Partners LLC 69362GAA9 Jun 2023 214,613 -35,637 $198K -15.9% 0.01% ABS-O
811 MACQUARIE GROUP LTD 55608JBL1 — 198,000 — $198K -1.7% 0.01% DBT
812 NORDEA BANK ABP 65558RAD1 Jun 2023 200,000 — $197K -1.7% 0.01% DBT
813 NATWEST GROUP PLC 780097BK6 Jun 2023 200,000 — $196K +0.1% 0.01% DBT
814 MITSUBISHI HC CAPITAL 60682LAE2 Jun 2023 200,000 — $196K +0.2% 0.01% DBT
815 BANQUE FED CRED MUTUEL 06675FAZ0 — 200,000 — $196K -0.7% 0.01% DBT
816 ROPER TECHNOLOGIES INC 776743AJ5 Jun 2023 240,000 — $196K -0.8% 0.01% DBT
817 CITIGROUP INC 172967MY4 Jun 2023 240,000 — $196K -1.6% 0.01% DBT
818 DTE ENERGY CO 233331BJ5 — 200,000 New $196K — 0.01% DBT
819 ALEXANDER FUNDING TRUST 014621AA4 Jun 2023 200,000 — $196K +0.8% 0.01% DBT
820 BARCLAYS PLC 06738EBQ7 Jun 2023 200,000 — $195K +1.2% 0.01% DBT
821 SCF Equipment Trust Llc 784033AJ1 Jun 2023 220,000 — $195K -1.4% 0.01% ABS-O
822 BAT Capital Corp 05526DAZ8 Jun 2023 200,000 — $194K +0.1% 0.01% DBT
823 KINDER MORGAN INC 49456BAX9 — 200,000 — $194K -2.5% 0.01% DBT
824 FED CAISSES DESJARDINS 31429KAG8 Jun 2023 200,000 — $193K -0.9% 0.01% DBT
825 ITT Inc 45073V108 Jun 2023 2,067 -531 $193K -14.1% 0.01% EC
826 Nexstar Media Group Inc 65336K103 Jun 2023 1,156 -77 $193K -9.6% 0.01% EC
827 EIDP INC 263534CQ0 — 196,000 New $192K — 0.01% DBT
828 NXP BV/NXP FDG/NXP USA 62954HBB3 — 200,000 — $192K -2.1% 0.01% DBT
829 CVS Health Corp 126650CD0 Jun 2023 200,000 — $191K -2.6% 0.01% DBT
830 BERKSHIRE HATHAWAY FIN 084664BU4 Jun 2023 200,000 — $190K -0.4% 0.01% DBT
831 NATWEST GROUP PLC 780097BG5 Jun 2023 200,000 — $190K -0.9% 0.01% DBT
832 Norfolk Southern Corp 655844108 Jun 2023 838 +25 $190K +10.3% 0.01% EC
833 Freddie Mac 3131Y1WR7 Jun 2023 193,662 -7,987 $190K -5.5% 0.01% ABS-MBS
834 PUBLIC SERVICE OKLAHOMA 744533BQ2 — 190,000 — $189K -2.5% 0.01% DBT
835 AT&T INC 00206RJX1 Jun 2023 210,000 — $189K -1.9% 0.01% DBT
836 Fannie Mae 3140HPHS9 Jun 2023 187,585 -940 $189K -2.1% 0.01% ABS-MBS
837 CORNING INC 219350BP9 Jun 2023 252,000 — $189K -3.4% 0.01% DBT
838 BANCO SANTANDER SA 05971KAE9 Jun 2023 200,000 — $188K -0.5% 0.01% DBT
839 NATWEST GROUP PLC 780097BM2 Jun 2023 200,000 — $188K +0.1% 0.01% DBT
840 Fanniemae-Aces 3136BBTB8 Jun 2023 199,273 -71,638 $187K -26.1% 0.01% ABS-MBS
841 EVERSOURCE ENERGY 30040WAU2 — 190,000 New $187K — 0.01% DBT
842 GENERAL MOTORS FINL CO 37045XDD5 Jun 2023 209,000 — $186K -0.9% 0.01% DBT
843 BANK OF AMERICA CORP 06051GLE7 — 187,000 — $184K -1.2% 0.01% DBT
844 AbbVie Inc 00287YAM1 Jun 2023 205,000 — $184K -2.0% 0.01% DBT
845 Vericrest Opportunity Loan Transferee 92873EAA8 Jun 2023 200,614 -11,800 $183K -5.8% 0.01% ABS-O
846 CHARTER COMM OPT LLC/CAP 161175BT0 Jun 2023 240,000 — $181K -1.0% 0.01% DBT
847 CHARTER COMM OPT LLC/CAP 161175BV5 Jun 2023 285,000 — $180K -1.3% 0.01% DBT
848 SOUTHERN CAL EDISON 842400HX4 — 176,000 New $179K — 0.01% DBT
849 AVOLON HOLDINGS FNDG LTD 05401AAK7 Jun 2023 185,000 — $179K -1.0% 0.01% DBT
850 BP CAP MARKETS AMERICA 10373QBU3 — 180,000 — $177K -2.9% 0.01% DBT
851 Fannie Mae 3140LKYL1 — 180,000 New $177K — 0.01% ABS-MBS
852 LLOYDS BANKING GROUP PLC 53944YAP8 Jun 2023 200,000 — $177K +0.7% 0.01% DBT
853 UNICREDIT SPA 904678AW9 Jun 2023 200,000 — $176K +0.9% 0.01% DBT
854 SOCIETE GENERALE 83368RAZ5 Jun 2023 200,000 — $176K +0.9% 0.01% DBT
855 DISCOVERY COMMUNICATIONS 25470DAT6 Jun 2023 215,000 — $176K -1.2% 0.01% DBT
856 SABINE PASS LIQUEFACTION 785592AX4 Jun 2023 185,000 — $176K -1.5% 0.01% DBT
857 MIZUHO FINANCIAL GROUP 60687YBP3 Jun 2023 200,000 — $176K -0.2% 0.01% DBT
858 STELLANTIS FIN US INC 85855CAA8 Jun 2023 200,000 — $175K -1.0% 0.01% DBT
859 CONSTELLATION EN GEN LLC 210385AC4 — 171,000 — $175K -0.8% 0.01% DBT
860 T-MOBILE USA INC 87264ABF1 Jun 2023 190,000 — $175K -1.8% 0.01% DBT
861 ORACLE CORP 68389XCP8 — 180,000 — $175K -0.9% 0.01% DBT
862 Cullen/Frost Bankers Inc 229899109 — 1,621 +526 $174K +51.1% 0.01% EC
863 Tractor Supply Co 892356106 Jun 2023 786 -1,803 $174K -71.4% 0.01% EC
864 BANK OF IRELAND GROUP 06279JAB5 Jun 2023 200,000 — $173K -0.0% 0.01% DBT
865 Silgan Holdings Inc 827048109 — 3,683 New $173K — 0.01% EC
866 United States Treasury 912810RT7 Jun 2023 236,000 — $172K -3.2% 0.01% DBT
867 SANTANDER UK GROUP HLDGS 80281LAQ8 Jun 2023 200,000 — $172K -1.0% 0.01% DBT
868 HEALTHCARE RLTY HLDGS LP 42225UAG9 Jun 2023 200,000 — $171K -1.1% 0.01% DBT
869 Vodafone Group PLC 92857WAB6 Jun 2023 160,000 — $170K -2.1% 0.01% DBT
870 MIZUHO FINANCIAL GROUP 60687YBA6 Jun 2023 200,000 — $169K -1.6% 0.01% DBT
871 HARTFORD HEALTHCARE CORP 41652PAC3 Jun 2023 240,000 — $168K -5.5% 0.01% DBT
872 American Homes 4 Rent 02665UAA3 Jun 2023 173,181 -1,332 $168K -1.3% 0.01% ABS-O
873 TEXAS INSTRUMENTS INC 882926AA6 — 167,000 New $167K — 0.01% DBT
874 HSBC HOLDINGS PLC 404280CV9 Jun 2023 200,000 — $167K -0.2% 0.01% DBT
875 REGENCY CENTERS LP 75884RAZ6 Jun 2023 195,000 — $167K -1.0% 0.01% DBT
876 PG&E WILDFIRE RECOVERY 693342AK3 Jun 2023 165,000 — $167K -0.6% 0.01% DBT
877 BNP PARIBAS 09659W2R4 Jun 2023 200,000 — $167K -0.1% 0.01% DBT
878 AMGEN INC 031162CW8 Jun 2023 200,000 — $166K -1.3% 0.01% DBT
879 CON EDISON CO OF NY INC 209111GD9 — 150,000 — $165K -2.5% 0.01% DBT
880 CF Industries Inc 12527GAD5 Jun 2023 190,000 — $164K +0.4% 0.01% DBT
881 REALTY INCOME CORP 756109BR4 — 170,000 — $164K -1.9% 0.01% DBT
882 GLENCORE FUNDING LLC 378272AY4 Jun 2023 200,000 — $164K -2.3% 0.01% DBT
883 Fannie Mae 3140JMQ96 Jun 2023 165,877 -763 $164K -2.3% 0.01% ABS-MBS
884 KELLOGG CO 487836BZ0 — 161,000 — $162K -2.1% 0.01% DBT
885 CVS Health Corp 126650CZ1 Jun 2023 175,000 — $161K -1.5% 0.01% DBT
886 BAE SYSTEMS PLC 05523RAF4 Jun 2023 200,000 — $161K -1.4% 0.01% DBT
887 HSBC HOLDINGS PLC 404280CK3 Jun 2023 200,000 — $160K -1.0% 0.01% DBT
888 Texas Natural Gas Securitization Finance Corp 88258MAB1 — 155,000 — $160K -2.7% 0.01% DBT
889 SMITHFIELD FOODS INC 832248BC1 Jun 2023 200,000 — $157K -1.7% 0.01% DBT
890 SCE RECOVERY FUNDING LLC 78433LAG1 — 160,000 New $156K — 0.01% DBT
891 SAN DIEGO G & E 797440CA0 Jun 2023 230,000 — $156K -2.7% 0.01% DBT
892 Freddie Mac 31397FSG8 Jun 2023 152,877 -5,802 $155K -6.0% 0.01% ABS-MBS
893 Masco Corp 574599AY2 Jun 2023 150,000 — $155K -2.9% 0.01% DBT
894 UNITED AIR 2019-1 AA PTT 90931CAA6 Jun 2023 168,769 — $155K +2.0% 0.01% DBT
895 Diamond Resorts Owner Trust 252722AB9 Jun 2023 162,817 -22,815 $154K -13.2% 0.01% ABS-O
896 BROOKLYN UNION GAS CO 114259AT1 Jun 2023 170,000 — $154K -0.6% 0.01% DBT
897 QUANTA SERVICES INC 74762EAF9 Jun 2023 180,000 — $153K -1.5% 0.01% DBT
898 Sierra Receivables Funding Co LLC 82652NAB4 Jun 2023 162,643 -20,570 $153K -12.1% 0.01% ABS-O
899 AVOLON HOLDINGS FNDG LTD 05401AAH4 Jun 2023 164,000 — $153K -0.9% 0.01% DBT
900 TOTALENERGIES CAPITAL 89153VAX7 Jun 2023 200,000 — $152K -2.7% 0.01% DBT
901 ENBRIDGE INC 29250NBR5 — 150,000 — $152K -2.5% 0.01% DBT
902 VMWARE INC 928563AJ4 Jun 2023 172,000 — $152K -0.2% 0.01% DBT
903 BAKER HUGHES LLC/CO-OBL 05723KAG5 Jun 2023 170,000 — $151K -0.9% 0.01% DBT
904 CarNow Auto Receivables Trust 14369HAC2 Jun 2023 152,322 -94,520 $151K -38.0% 0.01% ABS-O
905 Fanniemae-Aces 3136BBTD4 Jun 2023 1,922,875 -71,835 $151K -9.0% 0.01% ABS-MBS
906 AMERICAN TOWER CORP 03027XAY6 Jun 2023 210,000 — $151K -2.3% 0.01% DBT
907 DEUTSCHE BANK NY 251526CS6 — 150,000 — $150K +0.8% 0.01% DBT
908 SIGECO SECURITIZATION I 82655KAA9 — 150,000 New $150K — 0.01% DBT
909 Freddie Mac 3132XVEG4 Jun 2023 157,219 -1,860 $150K -3.4% 0.01% ABS-MBS
910 AERCAP IRELAND CAP/GLOBA 00774MAP0 Jun 2023 150,000 -95,000 $149K -38.4% 0.01% DBT
911 Fannie Mae 3136A5UD6 Jun 2023 159,334 -3,013 $149K -4.2% 0.01% ABS-MBS
912 TORONTO-DOMINION BANK 89115A2M3 — 150,000 — $149K -1.7% 0.01% DBT
913 American Tower Trust I 03027WAK8 Jun 2023 160,000 — $149K -1.5% 0.01% DBT
914 BOEING CO 097023CY9 Jun 2023 150,000 — $149K -1.6% 0.01% DBT
915 BALTIMORE GAS & ELECTRIC 059165EL0 Jun 2023 205,000 — $148K -1.3% 0.01% DBT
916 INTL FLAVOR & FRAGRANCES 459506AQ4 — 187,000 — $148K -1.3% 0.01% DBT
917 VERISK ANALYTICS INC 92345YAH9 — 140,000 — $147K -0.3% 0.01% DBT
918 ITC HOLDINGS CORP 465685AQ8 Jun 2023 170,000 — $146K -2.4% 0.01% DBT
919 Chicago Board of Trade 000000000 Jun 2023 -184 New $145K — 0.01% DIR
920 COMCAST CORP 20030NCZ2 Jun 2023 190,000 — $145K -1.5% 0.01% DBT
921 PFIZER INVESTMENT ENTER 716973AE2 — 145,000 New $144K — 0.01% DBT
922 UNION PACIFIC CORP 907818GF9 — 145,000 — $144K -1.7% 0.01% DBT
923 KINDER MORGAN ENER PART 494550BN5 Jun 2023 170,000 — $144K -4.8% 0.01% DBT
924 ONEOK Partners LP 68268NAC7 Jun 2023 140,000 — $144K -1.2% 0.01% DBT
925 AERCAP IRELAND CAP/GLOBA 00774MAL9 Jun 2023 150,000 — $143K -0.6% 0.01% DBT
926 Eastman Chemical Co 277432AW0 Jun 2023 150,000 — $143K -2.8% 0.01% DBT
927 S&P GLOBAL INC 78409VBG8 — 147,000 — $143K -1.3% 0.01% DBT
928 SOUTHERN CO GAS CAPITAL 8426EPAB4 Jun 2023 185,000 — $143K -0.4% 0.01% DBT
929 UNION ELECTRIC CO 906548CW0 — 140,000 — $143K -2.5% 0.01% DBT
930 DELL INT LLC / EMC CORP 24703TAD8 Jun 2023 140,000 — $142K -1.0% 0.01% DBT
931 DUKE ENERGY CORP 26441CBT1 Jun 2023 150,000 — $141K -2.5% 0.01% DBT
932 TAKEDA PHARMACEUTICAL 874060AZ9 Jun 2023 200,000 — $141K -1.4% 0.01% DBT
933 PG&E RECOVERY FND LLC 71710TAF5 — 135,000 — $141K -1.7% 0.01% DBT
934 AUTOZONE INC 053332BA9 Jun 2023 180,000 — $140K -2.0% 0.01% DBT
935 Northrop Grumman Corp 666807BN1 Jun 2023 150,000 — $140K -1.9% 0.01% DBT
936 BRISTOL-MYERS SQUIBB CO 110122DL9 Jun 2023 150,000 — $140K -1.3% 0.01% DBT
937 BANK OF AMERICA CORP 06051GKP3 Jun 2023 145,000 — $139K -0.7% 0.01% DBT
938 DT MIDSTREAM INC 23345MAC1 Jun 2023 160,000 — $138K -3.4% 0.01% DBT
939 CELANESE US HOLDINGS LLC 15089QAL8 Jun 2023 139,000 — $138K -1.0% 0.01% DBT
940 Unilever Indonesia Tbk PT 000000000 Jun 2023 487,400 New $138K — 0.01% EC
941 Smithfield Foods Inc 832248BB3 Jun 2023 150,000 — $138K -1.4% 0.01% DBT
942 MERCK & CO INC 58933YBM6 — 135,000 New $137K — 0.01% DBT
943 AVOLON HOLDINGS FNDG LTD 05401AAG6 Jun 2023 145,000 — $135K -0.4% 0.01% DBT
944 TRUIST FINANCIAL CORP 89788MAN2 — 135,000 New $135K — 0.01% DBT
945 HASBRO INC 418056AZ0 Jun 2023 149,000 — $135K -0.7% 0.01% DBT
946 DUQUESNE LIGHT HOLDINGS 266233AG0 Jun 2023 150,000 — $135K +0.8% 0.01% DBT
947 TRANSCANADA PIPELINES 89352HAD1 Jun 2023 130,000 — $135K -1.8% 0.01% DBT
948 CAMERON LNG LLC 133434AD2 Jun 2023 163,000 — $134K -1.4% 0.01% DBT
949 ELEVANCE HEALTH INC 036752AG8 Jun 2023 140,000 — $134K -2.0% 0.01% DBT
950 Freddie Mac 31339S5R2 Jun 2023 145,089 -918 $134K -2.4% 0.01% ABS-MBS
951 CON EDISON CO OF NY INC 209111FT5 Jun 2023 150,000 — $133K -2.7% 0.01% DBT
952 DEUTSCHE BANK NY 251526CE7 Jun 2023 150,000 — $133K +3.2% 0.01% DBT
953 Tucson Electric Power Co 898813AQ3 Jun 2023 150,000 — $133K -3.0% 0.01% DBT
954 ALTRIA GROUP INC 02209SBL6 Jun 2023 170,000 — $133K -0.9% 0.01% DBT
955 PPL ELECTRIC UTILITIES 69351UBB8 — 130,000 — $132K -1.5% 0.01% DBT
956 United States Treasury 91282CCZ2 Jun 2023 147,000 — $132K -1.2% 0.01% DBT
957 Brookfield Finance Inc 11271LAD4 Jun 2023 137,000 — $131K -0.3% 0.01% DBT
958 7-ELEVEN INC 817826AF7 Jun 2023 196,000 — $131K -0.9% 0.01% DBT
959 United States Treasury 912810SX7 Jun 2023 175,000 — $130K -3.2% 0.01% DBT
960 Freddie Mac 3132VLHS9 Jun 2023 129,956 -5,295 $130K -5.6% 0.01% ABS-MBS
961 AIR LEASE CORP 00914AAE2 Jun 2023 150,000 — $130K -1.5% 0.01% DBT
962 MDC HOLDINGS INC 552676AU2 Jun 2023 165,000 — $130K +1.0% 0.01% DBT
963 EXXON MOBIL CORPORATION 30231GAZ5 Jun 2023 175,000 — $128K -2.3% 0.01% DBT
964 SAFEHOLD GL HOLDINGS LLC 78646UAB5 Jun 2023 167,000 — $128K -1.3% 0.01% DBT
965 RAYTHEON TECH CORP 75513ECR0 — 126,000 — $128K -2.6% 0.01% DBT
966 Telefonica Emisiones SAU 87938WAV5 Jun 2023 150,000 — $127K -3.3% 0.01% DBT
967 ORACLE CORP 68389XCQ6 — 130,000 — $126K +1.7% 0.01% DBT
968 AMERICAN TOWER CORP 03027XBJ8 Jun 2023 150,000 — $126K -1.4% 0.01% DBT
969 HOME DEPOT INC 437076CT7 Jun 2023 126,000 — $125K -0.6% 0.01% DBT
970 ENERGY TRANSFER LP 86765BAM1 Jun 2023 150,000 — $124K -1.8% 0.01% DBT
971 AMER AIRLN 15-2 AA PTT 02377BAB2 Jun 2023 133,680 — $124K +1.5% 0.01% DBT
972 Life Storage LP 53227JAB0 Jun 2023 137,000 — $124K -1.2% 0.01% DBT
973 FLORIDA POWER & LIGHT CO 341081GM3 — 120,000 — $124K -2.7% 0.01% DBT
974 RAYTHEON TECH CORP 75513ECK5 Jun 2023 140,000 — $124K -2.2% 0.01% DBT
975 EQUINIX INC 29444UBD7 Jun 2023 135,000 — $124K -1.4% 0.01% DBT
976 CVS PASS THRU TR 2009 126659AA9 Jun 2023 114,865 -2,510 $124K -4.0% 0.01% DBT
977 CANADIAN PACIFIC RR CO 13645RAE4 Jun 2023 120,000 — $123K -2.5% 0.01% DBT
978 GOLDMAN SACHS GROUP INC 38141GXA7 Jun 2023 140,000 — $122K -3.0% 0.01% DBT
979 CGI INC 12532HAF1 Jun 2023 156,000 — $122K -1.0% 0.01% DBT
980 Atmos Energy Corp 049560AQ8 Jun 2023 145,000 — $122K -2.2% 0.01% DBT
981 ONE Gas Inc 68235PAG3 Jun 2023 142,000 — $122K -2.3% 0.01% DBT
982 PIONEER NATURAL RESOURCE 723787AQ0 Jun 2023 150,000 — $122K -0.5% 0.01% DBT
983 SOUTHERN CAL EDISON 842400FV0 Jun 2023 150,000 — $121K -2.4% 0.01% DBT
984 AT&T INC 00206RLJ9 Jun 2023 173,000 — $121K -2.5% 0.01% DBT
985 AT&T INC 00206RMT6 — 120,000 New $120K — 0.01% DBT
986 HEALTHPEAK OP LLC 42250PAD5 Jun 2023 142,000 — $120K -2.8% 0.01% DBT
987 HF SINCLAIR CORP 403949AA8 — 120,000 — $119K +0.8% 0.01% DBT
988 Dupont De Nemours Inc 26078JAE0 Jun 2023 120,000 — $119K -1.6% 0.01% DBT
989 Freddie Mac 31398WGX6 Jun 2023 117,000 — $118K -2.8% 0.01% ABS-MBS
990 NXP BV/NXP FDG/NXP USA 62954HBA5 Jun 2023 145,000 — $118K -1.4% 0.01% DBT
991 CONSTELLATION EN GEN LLC 30161MAJ2 Jun 2023 120,000 — $117K -0.6% 0.01% DBT
992 ZOETIS INC 98978VAS2 Jun 2023 140,000 — $117K -0.7% 0.01% DBT
993 Business Jet Securities, LLC 12327BAA4 Jun 2023 127,336 -14,902 $117K -12.2% 0.01% ABS-O
994 VERIZON COMMUNICATIONS 92343VGN8 Jun 2023 145,000 — $117K -2.0% 0.01% DBT
995 Citigroup Inc 172967JT9 Jun 2023 120,000 — $117K -0.3% 0.01% DBT
996 WILLIAMS COMPANIES INC 969457CJ7 — 115,000 — $117K -1.9% 0.01% DBT
997 STATE STREET CORP 857477CA9 — 120,000 — $117K -2.4% 0.01% DBT
998 NEW YORK LIFE GLOBAL FDG 64952WCX9 Jun 2023 125,000 — $115K -1.4% 0.01% DBT
999 Fannie Mae 31419AXK8 Jun 2023 116,372 -1,375 $115K -3.0% 0.01% ABS-MBS
1000 THERMO FISHER SCIENTIFIC 883556CL4 Jun 2023 140,000 — $114K -2.1% 0.01% DBT
1001 ERP Operating LP 26884ABK8 Jun 2023 120,000 — $114K -1.4% 0.01% DBT
1002 Fannie Mae 3140HNWP3 Jun 2023 116,886 -13,551 $114K -12.1% 0.01% ABS-MBS
1003 GOLDMAN SACHS GROUP INC 38141GZK3 Jun 2023 124,000 — $113K -0.5% 0.01% DBT
1004 PLAINS ALL AMER PIPELINE 72650RBD3 Jun 2023 113,000 — $112K +0.4% 0.01% DBT
1005 Fannie Mae 3140HPA80 Jun 2023 113,052 -492 $112K -2.1% 0.01% ABS-MBS
1006 Fannie Mae 3136AVEY1 Jun 2023 119,940 -5,613 $112K -6.6% 0.01% ABS-MBS
1007 FLEX INTERMEDIATE HOLDCO 33939HAA7 Jun 2023 140,000 — $111K -3.3% 0.01% DBT
1008 JERSEY CENTRAL PWR & LT 476556DC6 Jun 2023 115,000 — $111K -1.4% 0.01% DBT
1009 LP LMS 2021-2 Asset Securitization Trust 50214JAA3 Jun 2023 113,423 -47,151 $111K -28.9% 0.01% ABS-O
1010 EXXON MOBIL CORPORATION 30231GAY8 Jun 2023 140,000 — $111K -1.9% 0.01% DBT
1011 NXP BV/NXP FDG/NXP USA 62954HAU2 Jun 2023 150,000 — $109K -0.1% 0.01% DBT
1012 TRITON CONTAINER 89680YAB1 Jun 2023 115,000 — $109K +0.8% 0.01% DBT
1013 Capital Automotive LP 14576AAC6 Jun 2023 128,375 -162 $109K -4.7% 0.01% ABS-O
1014 GILEAD SCIENCES INC 375558BS1 Jun 2023 150,000 — $109K -1.8% 0.01% DBT
1015 WORKDAY INC 98138HAG6 Jun 2023 114,000 — $108K -0.9% 0.01% DBT
1016 United States Treasury 91282CBH3 Jun 2023 120,000 — $108K -1.1% 0.01% DBT
1017 GENERAL MOTORS FINL CO 37045XDL7 Jun 2023 135,000 +50,000 $108K +58.1% 0.01% DBT
1018 PACKAGING CORP OF AMERIC 695156AV1 Jun 2023 135,000 — $108K -3.1% 0.01% DBT
1019 BAT Capital Corp 05526DBF1 Jun 2023 146,000 — $107K -1.2% 0.01% DBT
1020 MERCK & CO INC 58933YBN4 — 105,000 New $107K — 0.01% DBT
1021 ENI USA INC 51808BAE2 Jun 2023 100,000 — $107K -2.4% 0.01% DBT
1022 INTEL CORP 458140CJ7 — 105,000 — $107K -0.3% 0.01% DBT
1023 AHS Hospital Corp 001306AB5 — 110,000 — $106K -1.9% 0.01% DBT
1024 PUBLIC SERVICE OKLAHOMA 744533BJ8 Jun 2023 100,000 — $106K -3.2% 0.01% DBT
1025 HEALTHPEAK OP LLC 40414LAR0 Jun 2023 118,000 — $106K -2.1% 0.01% DBT
1026 Government National Mortgage Association 36179WQA9 Jun 2023 121,234 -2,835 $105K -3.8% 0.01% ABS-MBS
1027 HSBC Holdings PLC 404280AH2 Jun 2023 100,000 — $105K +2.1% 0.01% DBT
1028 United States Treasury 91282CDJ7 Jun 2023 127,000 — $105K -2.3% 0.01% DBT
1029 TRUIST FINANCIAL CORP 89788MAM4 — 110,000 — $104K -2.8% 0.01% DBT
1030 KROGER CO 501044DG3 Jun 2023 120,000 — $104K -1.5% 0.01% DBT
1031 Sierra Receivables Funding Co LLC 82652TAC9 Jun 2023 112,178 -16,391 $104K -15.4% 0.01% ABS-O
1032 NORFOLK SOUTHERN CORP 655844CF3 Jun 2023 150,000 — $104K -0.1% 0.01% DBT
1033 Government National Mortgage Association 3617K1YK3 Jun 2023 104,577 -530 $104K -2.4% 0.01% ABS-MBS
1034 JERSEY CENTRAL PWR & LT 476556CX1 Jun 2023 100,000 — $103K -0.9% 0.01% DBT
1035 AMERICAN TOWER CORP 03027XBG4 Jun 2023 130,000 — $103K -0.5% 0.01% DBT
1036 PUBLIC SERVICE OKLAHOMA 744533BP4 Jun 2023 155,000 — $102K -4.2% 0.01% DBT
1037 GRAPHIC PACKAGING INTERN 38869PAP9 Jun 2023 115,000 — $102K +0.0% 0.01% DBT
1038 HCA INC 404119BY4 Jun 2023 110,000 — $102K -0.8% 0.01% DBT
1039 Eaton Corp 278058DB5 Jun 2023 100,000 — $101K +0.3% 0.01% DBT
1040 WP CAREY INC 92936UAH2 Jun 2023 135,000 — $101K -1.5% 0.01% DBT
1041 TRANE TECH FIN LTD 892938AA9 — 100,000 — $101K -2.1% 0.01% DBT
1042 Fannie Mae 3136AG4J8 Jun 2023 103,539 -3,515 $101K -4.5% 0.01% ABS-MBS
1043 CORPORATE OFFICE PROP LP 22003BAM8 Jun 2023 132,000 — $100K +2.6% 0.01% DBT
1044 Fannie Mae 3140JGGU3 Jun 2023 105,288 -5,357 $100K -6.6% 0.01% ABS-MBS
1045 UNITEDHEALTH GROUP INC 91324PES7 — 90,000 — $100K -1.2% 0.01% DBT
1046 GOODMAN US FIN THREE 38239JAA9 Jun 2023 110,000 — $100K -1.8% 0.01% DBT
1047 McDonald's Corp 58013MEC4 Jun 2023 90,000 — $99K -3.6% 0.01% DBT
1048 United States Treasury 912810TC2 Jun 2023 135,000 — $99K -3.0% 0.01% DBT
1049 Citibank N.A. 000000000 Jun 2023 1 New $99K — 0.01% DFE
1050 BOEING CO 097023CT0 Jun 2023 100,000 — $99K -1.2% 0.01% DBT
1051 ALIMENTATION COUCHE-TARD 01626PAN6 Jun 2023 135,000 — $98K -1.8% 0.01% DBT
1052 AVOLON HOLDINGS FNDG LTD 05401AAL5 Jun 2023 105,000 — $98K -0.9% 0.01% DBT
1053 American Homes 4 Rent 02665UAC9 Jun 2023 100,000 — $98K -0.9% 0.01% ABS-O
1054 BRITISH AIR 19-1 AA PTT 11043XAA1 Jun 2023 112,327 -1,738 $97K -1.1% 0.01% DBT
1055 CROWN CASTLE INC 22822VAB7 Jun 2023 100,000 — $97K -1.4% 0.01% DBT
1056 APA INFRASTRUCTURE LTD 00205GAB3 Jun 2023 100,000 — $97K -1.0% 0.01% DBT
1057 American Homes 4 Rent 02666BAC0 Jun 2023 100,000 — $97K -1.1% 0.01% ABS-O
1058 ESSEX PORTFOLIO LP 29717PAV9 Jun 2023 120,000 — $97K -1.4% 0.01% DBT
1059 BRISTOL-MYERS SQUIBB CO 110122CQ9 Jun 2023 105,000 — $96K -2.1% 0.01% DBT
1060 ENTERGY LOUISIANA LLC 29364WBD9 Jun 2023 145,000 — $96K -3.1% 0.01% DBT
1061 HEALTHPEAK OP LLC 42250PAA1 Jun 2023 110,000 — $96K -0.9% 0.01% DBT
1062 Sprint Capital Corp 852060AD4 — 90,000 New $95K — 0.01% DBT
1063 Fannie Mae 31393UVK6 Jun 2023 93,845 -3,052 $95K -4.8% 0.01% ABS-MBS
1064 NNN REIT INC 637417AH9 Jun 2023 100,000 — $95K -2.0% 0.01% DBT
1065 BOEING CO 097023DA0 Jun 2023 102,000 — $95K -1.9% 0.01% DBT
1066 Nuveen LLC 67080LAA3 Jun 2023 100,000 — $94K -1.8% 0.01% DBT
1067 SART 2018 1 000000000 Jun 2023 95,086 New $94K — 0.01% ABS-O
1068 MARTIN MARIETTA MATERIAL 573284AQ9 Jun 2023 100,000 — $94K -0.9% 0.01% DBT
1069 DH EUROPE FINANCE II 23291KAJ4 Jun 2023 115,000 — $93K -2.5% 0.01% DBT
1070 Government National Mortgage Association 3617BFS45 Jun 2023 94,385 -6,608 $93K -8.1% 0.01% ABS-MBS
1071 Southern Power Co 843646AH3 Jun 2023 100,000 — $93K -0.5% 0.01% DBT
1072 Fannie Mae 31416MV68 Jun 2023 95,789 -2,013 $93K -3.9% 0.01% ABS-MBS
1073 WELLS FARGO & COMPANY 94974BGT1 Jun 2023 115,000 — $93K -1.5% 0.01% DBT
1074 Duke Energy Progress LLC 26442UAC8 Jun 2023 120,000 — $93K -0.2% 0.01% DBT
1075 ENTERGY MISSISSIPPI LLC 29366WAA4 Jun 2023 120,000 — $93K -2.2% 0.01% DBT
1076 Westpac Banking Corp 961214DF7 Jun 2023 100,000 — $93K -2.3% 0.01% DBT
1077 UDR Inc 90265EAN0 — 100,000 — $91K -2.3% 0.01% DBT
1078 BANK OF AMERICA CORP 06051GJE0 Jun 2023 130,000 — $91K -0.7% 0.01% DBT
1079 COMCAST CORP 20030NCY5 Jun 2023 115,000 — $91K -2.3% 0.01% DBT
1080 QUALCOMM INC 747525BR3 Jun 2023 100,000 — $91K -2.4% 0.01% DBT
1081 BOEING CO 097023BX2 Jun 2023 100,000 — $91K -1.4% 0.01% DBT
1082 BROADCOM INC 11135FBQ3 Jun 2023 120,000 — $91K -0.3% 0.01% DBT
1083 QUANTA SERVICES INC 74762EAH5 Jun 2023 115,000 — $90K -0.9% 0.01% DBT
1084 Fanniemae-Aces 3136BCGU8 Jun 2023 1,169,508 -128,219 $90K -17.9% 0.01% ABS-MBS
1085 LEIDOS INC 52532XAJ4 — 90,000 — $89K -2.8% 0.01% DBT
1086 Emera US Finance LP 29103DAM8 Jun 2023 110,000 — $89K +0.0% 0.01% DBT
1087 Sierra Receivables Funding Co LLC 82652MAC4 Jun 2023 92,926 -11,329 $89K -10.1% 0.01% ABS-O
1088 Northern Trust Corp 665859AS3 Jun 2023 100,000 — $89K -2.2% 0.01% DBT
1089 NRG Energy Inc 629377CL4 Jun 2023 100,000 — $88K -2.5% 0.01% DBT
1090 PHILLIPS 66 718547AP7 — 100,000 New $88K — 0.01% DBT
1091 AT&T INC 00206RJZ6 Jun 2023 115,000 — $88K -2.7% 0.01% DBT
1092 Bank of Montreal 06368BGS1 Jun 2023 100,000 — $88K -2.4% 0.01% DBT
1093 CSX Corp 126408HN6 Jun 2023 95,000 — $88K -1.1% 0.01% DBT
1094 ANHEUSER-BUSCH INBEV FIN 035242AM8 Jun 2023 90,000 — $88K -2.3% 0.01% DBT
1095 BANK OF AMERICA CORP 06051GKK4 Jun 2023 105,000 — $88K -1.0% 0.01% DBT
1096 GLOBAL PAYMENTS INC 37940XAB8 Jun 2023 99,000 — $86K -1.2% 0.01% DBT
1097 SOUTHERN NATURAL GAS 84346LAA8 Jun 2023 102,000 — $86K -1.0% 0.01% DBT
1098 PACIFIC GAS & ELECTRIC 694308JL2 Jun 2023 90,000 — $85K -0.9% 0.01% DBT
1099 PG&E WILDFIRE RECOVERY 693342AJ6 Jun 2023 85,000 — $85K -2.7% 0.01% DBT
1100 HYUNDAI CAPITAL AMERICA 44891ABT3 Jun 2023 100,000 — $84K -0.6% 0.01% DBT
1101 NRG ENERGY INC 629377CP5 Jun 2023 100,000 — $84K -1.5% 0.01% DBT
1102 United States Treasury 912810SJ8 Jun 2023 115,000 — $84K -3.4% 0.01% DBT
1103 WILLIAMS COMPANIES INC 969457BY5 Jun 2023 100,000 — $83K -1.5% 0.01% DBT
1104 ENERGY TRANSFER LP 292480AM2 Jun 2023 90,000 — $83K -1.5% 0.01% DBT
1105 ALEXANDRIA REAL ESTATE E 015271AS8 Jun 2023 111,000 — $83K -1.7% 0.01% DBT
1106 VERIZON COMMUNICATIONS 92343VFT6 Jun 2023 119,000 — $83K -2.6% 0.01% DBT
1107 TEACHERS INSUR & ANNUITY 878091BF3 Jun 2023 100,000 — $83K -1.9% 0.01% DBT
1108 LOWE'S COS INC 548661EJ2 — 100,000 — $82K -0.6% 0.01% DBT
1109 BAT CAPITAL CORP 05526DBR5 Jun 2023 95,000 — $81K -0.0% 0.01% DBT
1110 COTTAGE HEALTH SYSTEM 22170QAA8 Jun 2023 110,000 — $81K -0.1% 0.01% DBT
1111 Government National Mortgage Association 38375KLE0 Jun 2023 81,329 -2,748 $81K -5.1% 0.01% ABS-MBS
1112 ABBVIE INC 00287YCZ0 Jun 2023 90,000 — $81K -1.6% 0.01% DBT
1113 ACTIVISION BLIZZARD 00507VAP4 Jun 2023 101,000 — $81K -1.2% 0.01% DBT
1114 NRG ENERGY INC 629377CN0 Jun 2023 90,000 — $81K -0.4% 0.01% DBT
1115 SOUTHERN NATURAL GAS 843452AZ6 Jun 2023 70,000 — $80K -1.4% 0.01% DBT
1116 HCA Inc 404119BV0 Jun 2023 85,000 — $80K +0.3% 0.01% DBT
1117 DELTA AIR LINES 2015-1AA 24736XAA6 Jun 2023 87,539 — $80K -1.2% 0.01% DBT
1118 United States Treasury 912810SP4 Jun 2023 135,000 — $78K -3.2% 0.01% DBT
1119 NISOURCE INC 65473PAL9 Jun 2023 100,000 — $78K -1.2% 0.01% DBT
1120 WELLTOWER OP LLC 95040QAJ3 Jun 2023 90,000 — $78K -0.7% 0.01% DBT
1121 ENERGY TRANSFER LP 292480AL4 Jun 2023 80,000 — $77K -1.8% 0.01% DBT
1122 Government National Mortgage Association 38375JHQ1 Jun 2023 77,175 -3,160 $77K -5.8% 0.01% ABS-MBS
1123 KRAFT HEINZ FOODS CO 50077LAX4 Jun 2023 85,000 — $77K -1.4% 0.01% DBT
1124 SCHLUMBERGER HLDGS CORP 806851AK7 Jun 2023 80,000 — $75K -2.0% 0.01% DBT
1125 NASDAQ INC 63111XAJ0 — 75,000 New $75K — 0.01% DBT
1126 BOEING CO 097023CH6 Jun 2023 80,000 — $75K -0.8% 0.01% DBT
1127 Ventas Realty LP 92277GAQ0 Jun 2023 88,000 — $75K -1.7% 0.01% DBT
1128 KLA CORP 482480AJ9 Jun 2023 100,000 — $75K -1.9% 0.00% DBT
1129 AVIATION CAPITAL GROUP 05369AAD3 Jun 2023 80,000 — $75K -1.8% 0.00% DBT
1130 PACIFIC LIFE INSURANCE C 69448FAA9 Jun 2023 97,000 — $74K -2.0% 0.00% DBT
1131 Arrow Electronics Inc 042735BF6 Jun 2023 80,000 — $74K -2.7% 0.00% DBT
1132 PACIFIC GAS & ELECTRIC 694308JY4 Jun 2023 75,000 — $74K +0.8% 0.00% DBT
1133 CANADIAN PACIFIC RAILWAY 13648TAF4 — 80,000 New $73K — 0.00% DBT
1134 NORTHWESTERN MUTUAL GLBL 66815L2D0 Jun 2023 85,000 — $73K -0.8% 0.00% DBT
1135 Business Jet Securities, LLC 12327FAA5 Jun 2023 76,348 -10,233 $72K -12.1% 0.00% ABS-O
1136 ANALOG DEVICES INC 032654AW5 Jun 2023 96,000 — $71K -2.7% 0.00% DBT
1137 Fannie Mae 3140HLYC4 Jun 2023 72,656 -369 $71K -2.3% 0.00% ABS-MBS
1138 F&G GLOBAL FUNDING 30321L2A9 Jun 2023 80,000 — $71K -1.6% 0.00% DBT
1139 Keurig Dr Pepper Inc 26138EAX7 Jun 2023 75,000 — $71K -1.2% 0.00% DBT
1140 Royal Bank of Canada 000000000 Jun 2023 1 New $71K — 0.00% DFE
1141 PEPPERDINE UNIV 71338QAC0 Jun 2023 100,000 — $70K -3.1% 0.00% DBT
1142 Fanniemae-Aces 3136BCGS3 Jun 2023 79,764 -236 $70K +0.8% 0.00% ABS-MBS
1143 BERKSHIRE HATHAWAY FIN 084664DB4 Jun 2023 85,000 — $70K -1.1% 0.00% DBT
1144 CHARTER COMM OPT LLC/CAP 161175CE2 Jun 2023 105,000 — $70K -1.0% 0.00% DBT
1145 S&P GLOBAL INC 78409VBK9 — 81,000 — $70K -2.9% 0.00% DBT
1146 TOTALENERGIES CAPITAL 89153VAV1 Jun 2023 95,000 — $69K -2.0% 0.00% DBT
1147 LOWE'S COS INC 548661DZ7 Jun 2023 105,000 — $69K -1.2% 0.00% DBT
1148 ENERGY TRANSFER LP 29279FAA7 Jun 2023 70,000 — $68K -1.4% 0.00% DBT
1149 KINDER MORGAN INC 49456BAJ0 Jun 2023 80,000 — $68K -3.1% 0.00% DBT
1150 GLOBAL PAYMENTS INC 37940XAH5 Jun 2023 83,000 — $68K -0.7% 0.00% DBT
1151 Nutrien Ltd 67077MAU2 Jun 2023 75,000 — $67K -2.0% 0.00% DBT
1152 BRIXMOR OPERATING PART 11120VAK9 Jun 2023 80,000 — $67K -2.0% 0.00% DBT
1153 SABRA HEALTH CARE LP 78574MAA1 Jun 2023 90,000 — $67K +1.7% 0.00% DBT
1154 ENERGY TRANSFER LP 292480AK6 Jun 2023 70,000 — $67K -1.6% 0.00% DBT
1155 United States Treasury 912810RJ9 Jun 2023 79,000 — $67K -3.0% 0.00% DBT
1156 APA INFRASTRUCTURE LTD 00205GAD9 Jun 2023 70,000 — $67K -1.8% 0.00% DBT
1157 YALE-NEW HAVEN HLTH SRVC 98459HAA0 Jun 2023 110,000 — $67K -3.4% 0.00% DBT
1158 INTEL CORP 458140CH1 — 65,000 — $66K -0.9% 0.00% DBT
1159 CHILDREN'S HOSPITAL/DC 16876DAA6 Jun 2023 100,000 — $65K -1.9% 0.00% DBT
1160 SOUTHERN CAL EDISON 842400HV8 — 65,000 — $65K -3.9% 0.00% DBT
1161 Citibank N.A. 000000000 Jun 2023 1 New $65K — 0.00% DFE
1162 CSX Corp 126408GK3 Jun 2023 60,000 — $65K -2.5% 0.00% DBT
1163 SPRINT LLC 85207UAK1 — 62,000 New $64K — 0.00% DBT
1164 NYU LANGONE HOSPITALS 62954RAA4 Jun 2023 90,000 — $64K -1.4% 0.00% DBT
1165 SCE RECOVERY FUNDING LLC 78433LAH9 — 65,000 New $64K — 0.00% DBT
1166 Fannie Mae 31398RAT2 Jun 2023 65,000 — $64K -2.7% 0.00% ABS-MBS
1167 CVS Health Corp 126650CX6 Jun 2023 66,000 — $64K -1.8% 0.00% DBT
1168 BAT INTL FINANCE PLC 05530QAN0 Jun 2023 70,000 — $63K -1.2% 0.00% DBT
1169 ROYALTY PHARMA PLC 78081BAN3 Jun 2023 80,000 — $63K -0.8% 0.00% DBT
1170 GENERAL MOTORS FINL CO 37045XDU7 Jun 2023 65,000 — $63K -0.8% 0.00% DBT
1171 NEW YORK LIFE INSURANCE 64952GAQ1 Jun 2023 75,000 — $62K -2.8% 0.00% DBT
1172 AVOLON HOLDINGS FNDG LTD 05401AAM3 Jun 2023 70,000 — $62K -0.0% 0.00% DBT
1173 UNIV SOUTHERN CALIFORIA 914886AD8 Jun 2023 100,000 — $62K -1.6% 0.00% DBT
1174 PG&E WILDFIRE RECOVERY 693342AB3 Jun 2023 65,000 — $62K -1.7% 0.00% DBT
1175 HEALTHCARE RLTY HLDGS LP 42225UAH7 Jun 2023 80,000 — $61K -1.6% 0.00% DBT
1176 PIEDMONT HEALTHCARE INC 72014TAE9 Jun 2023 95,000 — $61K -0.5% 0.00% DBT
1177 HYUNDAI CAPITAL AMERICA 44891ABP1 Jun 2023 70,000 — $61K -1.0% 0.00% DBT
1178 Morgan Stanley 61747YDY8 Jun 2023 70,000 — $61K -1.0% 0.00% DBT
1179 ROGERS COMMUNICATIONS IN 775109CD1 Jun 2023 75,000 — $60K -2.2% 0.00% DBT
1180 Air Lease Corp 00912XAT1 Jun 2023 60,000 — $60K +0.7% 0.00% DBT
1181 VALERO ENERGY CORP 91913YBB5 Jun 2023 67,000 — $59K -1.9% 0.00% DBT
1182 CITIGROUP INC 17327CAQ6 Jun 2023 71,000 — $59K -1.3% 0.00% DBT
1183 COMMONSPIRIT HEALTH 20268JAE3 Jun 2023 65,000 — $59K -1.3% 0.00% DBT
1184 COMMONSPIRIT HEALTH 20268JAF0 Jun 2023 70,000 — $59K -1.0% 0.00% DBT
1185 ICE Futures Europe - Financial Products Division 000000000 Jun 2023 425 New $59K — 0.00% DIR
1186 MARVELL TECHNOLOGY INC 573874AJ3 Jun 2023 70,000 — $59K +0.4% 0.00% DBT
1187 CONSTELLATION BRANDS INC 21036PBL1 — 60,000 — $58K -1.8% 0.00% DBT
1188 Government National Mortgage Association 3617ALMQ0 Jun 2023 60,358 -310 $58K -2.5% 0.00% ABS-MBS
1189 Union Pacific Corp 907818ER5 Jun 2023 70,000 — $58K -0.3% 0.00% DBT
1190 O'Reilly Automotive Inc 67103HAE7 Jun 2023 60,000 — $57K -1.6% 0.00% DBT
1191 BRIXMOR OPERATING PART 11120VAA1 Jun 2023 60,000 — $57K -0.3% 0.00% DBT
1192 AstraZeneca PLC 046353AD0 Jun 2023 50,000 — $57K -2.8% 0.00% DBT
1193 ABBVIE INC 00287YCY3 Jun 2023 60,000 — $57K -2.6% 0.00% DBT
1194 ATHENE GLOBAL FUNDING 04685A2U4 Jun 2023 65,000 — $57K -0.9% 0.00% DBT
1195 CLEVELAND ELECTRIC ILLUM 186108CL8 Jun 2023 60,000 — $57K -2.9% 0.00% DBT
1196 PUBLIC STORAGE 74460DAH2 Jun 2023 66,000 — $57K -2.4% 0.00% DBT
1197 HF SINCLAIR CORP 403949AB6 — 56,000 — $56K -0.6% 0.00% DBT
1198 Boston Scientific Corp 101137AT4 Jun 2023 60,000 — $56K -1.1% 0.00% DBT
1199 GLOBAL PAYMENTS INC 37940XAN2 Jun 2023 57,000 — $56K -1.3% 0.00% DBT
1200 HANOVER INSURANCE GROUP 410867AG0 Jun 2023 70,000 — $55K -1.5% 0.00% DBT
1201 EDISON INTERNATIONAL 281020AN7 Jun 2023 55,000 — $55K -2.0% 0.00% DBT
1202 Precision Castparts Corp 740189AN5 Jun 2023 60,000 — $55K -3.3% 0.00% DBT
1203 SITE Centers Corp 23317HAF9 Jun 2023 60,000 — $55K -3.1% 0.00% DBT
1204 WP CAREY INC 92936UAJ8 Jun 2023 70,000 — $55K -2.0% 0.00% DBT
1205 BURLINGTN NORTH SANTA FE 12189LBE0 Jun 2023 69,000 — $55K -1.0% 0.00% DBT
1206 United States Treasury 912810RV2 Jun 2023 65,000 — $55K -3.2% 0.00% DBT
1207 Kraft Heinz Foods Co 50077LAB2 Jun 2023 64,000 — $54K -2.4% 0.00% DBT
1208 VERIZON COMMUNICATIONS 92343VDY7 Jun 2023 56,000 — $54K -2.0% 0.00% DBT
1209 VMWARE INC 928563AE5 Jun 2023 55,000 — $53K -1.3% 0.00% DBT
1210 MACQUARIE GROUP LTD 55608JAR9 Jun 2023 60,000 — $53K -0.2% 0.00% DBT
1211 TAKE-TWO INTERACTIVE SOF 874054AF6 Jun 2023 55,000 — $53K -1.0% 0.00% DBT
1212 BAT Capital Corp 05526DBD6 Jun 2023 65,000 — $52K -1.9% 0.00% DBT
1213 PUGET ENERGY INC 745310AM4 Jun 2023 60,000 — $52K -2.1% 0.00% DBT
1214 FISERV INC 337738AV0 Jun 2023 60,000 — $51K -1.1% 0.00% DBT
1215 COMMONSPIRIT HEALTH 20268JAG8 Jun 2023 65,000 — $50K -0.3% 0.00% DBT
1216 COREBRIDGE FINANCIAL INC 21871XAF6 — 55,000 New $49K — 0.00% DBT
1217 ROYALTY PHARMA PLC 78081BAH6 Jun 2023 54,000 — $49K -0.5% 0.00% DBT
1218 L3HARRIS TECH INC 413875AS4 Jun 2023 50,000 — $48K -2.7% 0.00% DBT
1219 Time Warner Cable LLC 88732JAJ7 Jun 2023 50,000 — $48K -2.7% 0.00% DBT
1220 UNITED AIR 2018-1 A PTT 90931VAA4 Jun 2023 54,903 — $48K +0.2% 0.00% DBT
1221 7-ELEVEN INC 817826AE0 — 60,000 — $47K -0.2% 0.00% DBT
1222 Nutrien Ltd 67077MAT5 Jun 2023 50,000 — $47K -2.0% 0.00% DBT
1223 MOLSON COORS BEVERAGE 60871RAH3 — 56,000 New $46K — 0.00% DBT
1224 AIR LEASE CORP 00914AAJ1 Jun 2023 50,000 — $46K -0.8% 0.00% DBT
1225 BAT CAPITAL CORP 05526DBT1 Jun 2023 65,000 — $46K -0.4% 0.00% DBT
1226 ENERGY TRANSFER LP 29273RBG3 Jun 2023 46,000 — $45K -1.0% 0.00% DBT
1227 PUBLIC STORAGE 74460DAJ8 Jun 2023 55,000 — $45K -1.5% 0.00% DBT
1228 HYUNDAI CAPITAL AMERICA 44891ABS5 Jun 2023 50,000 — $45K -0.4% 0.00% DBT
1229 Lennar Corp 526057BZ6 Jun 2023 45,000 — $45K +0.4% 0.00% DBT
1230 Government National Mortgage Association 38374GSA1 Jun 2023 43,793 -3,134 $44K -8.4% 0.00% ABS-MBS
1231 LIFE STORAGE LP 53227JAD6 Jun 2023 55,000 — $44K -1.7% 0.00% DBT
1232 LEIDOS INC 52532XAH8 Jun 2023 55,000 — $43K -2.9% 0.00% DBT
1233 FLEX INTERMEDIATE HOLDCO 33939HAB5 Jun 2023 60,000 — $43K -4.9% 0.00% DBT
1234 AT&T INC 00206RKG6 Jun 2023 50,000 — $43K -2.2% 0.00% DBT
1235 PACIFIC GAS & ELECTRIC 694308HL4 Jun 2023 60,000 — $43K -5.2% 0.00% DBT
1236 PHYSICIANS REALTY LP 71951QAC6 Jun 2023 55,000 — $43K -1.2% 0.00% DBT
1237 TOTALENERGIES CAPITAL 89153VAU3 Jun 2023 55,000 — $43K -2.2% 0.00% DBT
1238 Fannie Mae 3140HJVL2 Jun 2023 43,146 -211 $42K -2.3% 0.00% ABS-MBS
1239 ARIZONA PUBLIC SERVICE 040555CP7 Jun 2023 50,000 — $42K -3.5% 0.00% DBT
1240 Fannie Mae 3140HM3T9 Jun 2023 41,950 -188 $42K -2.1% 0.00% ABS-MBS
1241 TEXAS EASTERN TRANSMISSI 882384AD2 Jun 2023 45,000 — $42K -1.6% 0.00% DBT
1242 AMERICAN TOWER CORP 03027XBD1 Jun 2023 61,000 — $40K -0.6% 0.00% DBT
1243 AbbVie Inc 00287YAW9 Jun 2023 45,000 — $40K -2.7% 0.00% DBT
1244 MASCO CORP 574599BP0 Jun 2023 50,000 — $39K -1.2% 0.00% DBT
1245 GENERAL MOTORS FINL CO 37045XDE3 Jun 2023 50,000 — $39K -0.8% 0.00% DBT
1246 MICROCHIP TECHNOLOGY INC 595017AZ7 — 38,000 — $38K +1.0% 0.00% DBT
1247 MICROCHIP TECHNOLOGY INC 595017BB9 Jun 2023 39,000 — $38K +0.9% 0.00% DBT
1248 COMCAST CORP 20030NDU2 Jun 2023 58,000 — $38K -2.2% 0.00% DBT
1249 ENERGY TRANSFER LP 29278NAN3 Jun 2023 36,000 — $36K -1.6% 0.00% DBT
1250 AstraZeneca PLC 046353AG3 Jun 2023 40,000 — $36K -2.2% 0.00% DBT
1251 GLOBAL PAYMENTS INC 37940XAD4 Jun 2023 42,000 — $36K +0.1% 0.00% DBT
1252 TARGA RESOURCES CORP 87612GAA9 Jun 2023 40,000 — $35K -1.6% 0.00% DBT
1253 LEAR CORP 521865BC8 Jun 2023 45,000 — $35K -0.7% 0.00% DBT
1254 BRIXMOR OPERATING PART 11120VAL7 Jun 2023 45,000 — $35K +0.5% 0.00% DBT
1255 PHILLIPS 66 718547AK8 — 40,000 New $35K — 0.00% DBT
1256 MARTIN MARIETTA MATERIAL 573284AX4 Jun 2023 50,000 — $35K -1.5% 0.00% DBT
1257 FORD FOUNDATION/THE 34531XAC8 Jun 2023 55,000 — $34K -0.5% 0.00% DBT
1258 UDR INC 90265EAR1 Jun 2023 40,000 — $34K -1.2% 0.00% DBT
1259 Foundation Finance Trust 35041JAA3 Jun 2023 31,622 -9,063 $31K -22.2% 0.00% ABS-O
1260 HYUNDAI CAPITAL AMERICA 44891ABW6 Jun 2023 35,000 — $31K -0.4% 0.00% DBT
1261 SOUTHWESTERN ELEC POWER 845437BN1 Jun 2023 40,000 — $31K -2.8% 0.00% DBT
1262 ENTERPRISE PRODUCTS OPER 29379VBF9 Jun 2023 33,000 — $30K +0.3% 0.00% DBT
1263 MICROCHIP TECHNOLOGY INC 595017BC7 Jun 2023 31,000 — $29K +0.1% 0.00% DBT
1264 MYMICHIGAN HEALTH 597861AA1 Jun 2023 40,000 — $29K -0.9% 0.00% DBT
1265 United States Treasury 9128286F2 Jun 2023 30,000 — $28K -1.6% 0.00% DBT
1266 Theorem Funding Trust 88339VAA6 Jun 2023 27,750 -39,759 $28K -58.6% 0.00% ABS-O
1267 Fannie Mae 31397M2L0 Jun 2023 27,801 — $27K -2.5% 0.00% ABS-MBS
1268 State Street Bank & Trust Co. 000000000 Jun 2023 1 New $27K — 0.00% DFE
1269 State Street Global Advisors 000000000 Jun 2023 26,068 New $26K — 0.00% STIV
1270 PACIFIC GAS & ELECTRIC 694308HA8 Jun 2023 37,000 — $26K -2.4% 0.00% DBT
1271 HARTFORD FINL SVCS GRP 416515AP9 Jun 2023 25,000 — $25K -2.9% 0.00% DBT
1272 AMERICAN TOWER CORP 03027XBK5 Jun 2023 39,000 — $25K -1.6% 0.00% DBT
1273 Constellation Brands Inc 21036PBD9 Jun 2023 25,000 — $24K -0.7% 0.00% DBT
1274 MARATHON PETROLEUM CORP 56585ABH4 Jun 2023 23,000 — $23K -1.7% 0.00% DBT
1275 ALEXANDRIA REAL ESTATE E 015271AP4 Jun 2023 23,000 — $22K -0.3% 0.00% DBT
1276 AEP TRANSMISSION CO LLC 00115AAL3 Jun 2023 30,000 — $21K -2.2% 0.00% DBT
1277 HARTFORD FINL SVCS GRP 416515BB9 Jun 2023 25,000 — $20K -3.5% 0.00% DBT
1278 Citibank N.A. 000000000 Jun 2023 1 New $19K — 0.00% DFE
1279 CAMPBELL SOUP CO 134429BK4 Jun 2023 28,000 — $19K -2.4% 0.00% DBT
1280 Fannie Mae 3140HHSU0 Jun 2023 18,955 -92 $19K -2.3% 0.00% ABS-MBS
1281 Freddie Mac 3137AVPG6 Jun 2023 20,166 — $17K -2.4% 0.00% ABS-MBS
1282 ALIMENTATION COUCHE-TARD 01626PAQ9 Jun 2023 25,000 — $17K -1.7% 0.00% DBT
1283 Citibank N.A. 000000000 Jun 2023 1 New $16K — 0.00% DFE
1284 ATHENE GLOBAL FUNDING 04685A2L4 Jun 2023 16,000 — $15K -1.0% 0.00% DBT
1285 HCA INC 404119CB3 Jun 2023 21,000 — $15K +0.2% 0.00% DBT
1286 ALIMENTATION COUCHE-TARD 01626PAP1 Jun 2023 20,000 — $14K -3.4% 0.00% DBT
1287 COMCAST CORP 20030NDW8 Jun 2023 22,000 — $14K -2.3% 0.00% DBT
1288 Government National Mortgage Association 38379WG71 Jun 2023 14,545 — $14K -2.1% 0.00% ABS-MBS
1289 PACIFICORP 695114DA3 — 11,000 New $10K — 0.00% DBT
1290 PARK AEROSPACE HOLDINGS 70014LAB6 Jun 2023 10,000 — $10K -0.2% 0.00% DBT
1291 TVC Mortgage Trust 2020-RTL1 90114YAA7 Jun 2023 6,721 -131,388 $7K -95.1% 0.00% ABS-MBS
1292 State Street Bank & Trust Co. 000000000 Jun 2023 1 New $6K — 0.00% DFE
1293 State Street Bank & Trust Co. 000000000 Jun 2023 1 New $5K — 0.00% DFE
1294 United States Treasury 912810RN0 Jun 2023 5,000 — $4K -3.2% 0.00% DBT
1295 ICE Futures Europe - Financial Products Division 000000000 Jun 2023 -3 New $3K — 0.00% DE
1296 Royal Bank of Canada 000000000 Jun 2023 1 New $3K — 0.00% DFE
1297 Sberbank of Russia PJSC 000000000 Jun 2023 2,160 New $0 — 0.00% EC
1298 Royal Bank of Canada 000000000 Jun 2023 1 New $-12860 — -0.00% DFE
1299 Chicago Board of Trade 000000000 Jun 2023 507 New $-14004 — -0.00% DIR
1300 Royal Bank of Canada 000000000 Jun 2023 1 New $-28168 — -0.00% DFE
1301 Chicago Mercantile Exchange 000000000 Jun 2023 -518 New $-50846 — -0.00% DE
1302 Osaka Exchange 000000000 Jun 2023 93 New $-114417 — -0.01% DE
1303 Osaka Exchange 000000000 Jun 2023 -94 New $-436825 — -0.03% DIR
1304 Eurex Deutschland 000000000 Jun 2023 -715 New $-570371 — -0.04% DE
1305 ASX Clear (Futures) 000000000 Jun 2023 618 New $-578232 — -0.04% DIR
1306 Chicago Mercantile Exchange 000000000 Jun 2023 97,600,000 New $-911701 — -0.06% DIR
1307 Chicago Board of Trade 000000000 Jun 2023 585 New $-1159635 — -0.08% DIR
1308 Chicago Mercantile Exchange 000000000 Jun 2023 52,000,000 New $-1709027 — -0.11% DIR
1309 Chicago Mercantile Exchange 000000000 Jun 2023 87,000,000 New $-1958944 — -0.13% DIR
1310 Chicago Mercantile Exchange 000000000 Jun 2023 115,900,000 New $-3271590 — -0.22% DIR
✕ United States Treasury 912796YN3 — 35,000,000 Exited $35.0M — — —
✕ PALO ALTO NETWORKS 697435AD7 — 3,874,000 Exited $8.7M — — —
✕ ILLUMINA INC 452327AK5 — 4,797,000 Exited $4.7M — — —
✕ KKR & CO INC 48251W401 — 51,555 Exited $3.3M — — —
✕ US Bancorp 902973304 — 53,289 Exited $1.9M — — —
✕ United States Treasury 91282CER8 — 1,900,000 Exited $1.9M — — —
✕ Truist Financial Corp 89832Q109 — 53,928 Exited $1.8M — — —
✕ Sun Communities Inc 866674104 — 9,014 Exited $1.3M — — —
✕ NIKE Inc 654106103 — 10,192 Exited $1.2M — — —
✕ QUALCOMM Inc 747525103 — 6,536 Exited $0.8M — — —
✕ Burlington Stores Inc 122017106 — 3,457 Exited $0.7M — — —
✕ Zebra Technologies Corp 989207105 — 1,723 Exited $0.5M — — —
✕ Amgen Inc 031162100 — 1,895 Exited $0.5M — — —
✕ Zoom Video Communications Inc 98980L101 — 5,818 Exited $0.4M — — —
✕ Toro Co/The 891092108 — 3,163 Exited $0.4M — — —
✕ AMER AIRLN 14-1 A PTT 02377AAA6 — 345,439 Exited $0.3M — — —
✕ American Electric Power Co Inc 025537101 — 3,328 Exited $0.3M — — —
✕ Target Corp 87612E106 — 1,821 Exited $0.3M — — —
✕ Sysco Corp 871829107 — 3,826 Exited $0.3M — — —
✕ AMGEN INC 031162DS6 — 265,000 Exited $0.3M — — —
✕ BellRing Brands Inc 07831C103 — 7,832 Exited $0.3M — — —
✕ UBS GROUP AG 902613AM0 — 241,000 Exited $0.2M — — —
✕ Wolfspeed Inc 977852102 — 3,549 Exited $0.2M — — —
✕ HSBC HOLDINGS PLC 404280DQ9 — 200,000 Exited $0.2M — — —
✕ UBS GROUP AG 902613AS7 — 200,000 Exited $0.2M — — —
✕ UBS GROUP AG 90351DAB3 — 200,000 Exited $0.2M — — —
✕ Elanco Animal Health Inc 28414H103 — 18,913 Exited $0.2M — — —
✕ UBS GROUP AG 902613AH1 — 200,000 Exited $0.2M — — —
✕ JBG SMITH Properties 46590V100 — 11,049 Exited $0.2M — — —
✕ Ausgrid Finance Pty Ltd 052113AA5 — 150,000 Exited $0.1M — — —
✕ DELL INT LLC / EMC CORP 24703TAA4 — 142,000 Exited $0.1M — — —
✕ Fanniemae-Aces 3136BCGR5 — 127,243 Exited $0.1M — — —
✕ AVIATION CAPITAL GROUP 05369AAC5 — 100,000 Exited $0.1M — — —
✕ PHILLIPS 66 718547AN2 — 100,000 Exited $0.1M — — —
✕ CommScope Holding Co Inc 20337X109 — 13,756 Exited $0.1M — — —
✕ KANSAS CITY SOUTHERN 485170BB9 — 80,000 Exited $0.1M — — —
✕ OKLAHOMA G&E CO 678858BW0 — 70,000 Exited $0.1M — — —
✕ ANHEUSER-BUSCH CO/INBEV 03522AAJ9 — 70,000 Exited $0.1M — — —
✕ Glencore Funding LLC 378272AF5 — 61,000 Exited $0.1M — — —
✕ OGE ENERGY CORP 670837AC7 — 60,000 Exited $0.1M — — —
✕ COREBRIDGE FINANCIAL INC 21871XAE9 — 55,000 Exited $0.1M — — —
✕ GENERAL MOTORS FINL CO 37045XBT2 — 51,000 Exited $0.0M — — —
✕ PHILLIPS 66 718547AJ1 — 40,000 Exited $0.0M — — —
✕ UNIVERSAL HEALTH SVCS 913903AW0 — 17,000 Exited $0.0M — — —