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Capital Income Builder

AMERICAN FUNDS INSURANCE SERIES

Assets: $1.3B Net: $1.2B Series: S000045163 EDGAR ↗
+308
New
-60
Exited
937
Positions
Period:
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← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 CAPITAL GROUP CENTRAL CASH FUND 14020B102 Sep 2022 954,491 -757,188 $95.5M +5476.9% 8.03% STIV
2 BROADCOM INC AVGO Sep 2022 45,416 -13,229 $39.4M +4.7% 3.31% EC
3 CAPITAL GROUP CENTRAL CORPORATE BOND FUND 14020L100 — 4,420,240 +38,645 $36.6M -0.7% 3.08% EC
4 PHILIP MORRIS INTERNATIONAL INC PM Sep 2022 269,741 +14,064 $26.3M +5.9% 2.21% EC
5 ABBVIE INC ABBV Sep 2022 164,878 -5,674 $22.2M -18.3% 1.87% EC
6 MICROSOFT CORP MSFT Sep 2022 64,408 +1,815 $21.9M +21.5% 1.84% EC
7 RAYTHEON TECHNOLOGIES CORP RTX Sep 2022 215,838 +6,230 $21.1M +3.0% 1.78% EC
8 ZURICH INSURANCE GROUP AG ZURN Sep 2022 36,882 -14,404 $17.5M +5340.6% 1.47% EC
9 VICI PROPERTIES INC VICI Sep 2022 523,772 -33,776 $16.5M -9.5% 1.38% EC
10 ABBOTT LABORATORIES ABT Sep 2022 134,527 +38,021 $14.7M +50.1% 1.23% EC
11 BRITISH AMERICAN TOBACCO PLC BATS Sep 2022 416,259 New $13.8M — 1.16% EC
12 UNITED STATES TREASURY 91282CGU9 — 12,897,000 New $12.6M — 1.06% DBT
13 CANADIAN NATURAL RESOURCES LTD CNQ Sep 2022 220,983 +11,401 $12.4M +7.1% 1.04% EC
14 GILEAD SCIENCES INC GILD Sep 2022 156,388 +2,808 $12.1M -5.4% 1.01% EC
15 CROWN CASTLE INC CCI Sep 2022 100,515 -12,888 $11.5M -24.5% 0.96% EC
16 CME GROUP INC CME Sep 2022 61,555 +2,478 $11.4M +0.8% 0.96% EC
17 UNIFORM MBS 01F052680 — 11,110,000 New $11.1M — 0.93% ABS-MBS
18 AMGEN INC AMGN Sep 2022 48,290 -6,151 $10.7M -18.5% 0.90% EC
19 UNITED STATES TREASURY 91282CDB4 — 11,050,000 — $10.4M -0.4% 0.88% DBT
20 TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 2330 Sep 2022 549,800 New $10.2M — 0.86% EC
21 JPMORGAN CHASE & CO JPM Sep 2022 70,175 +1,177 $10.2M +13.5% 0.86% EC
22 UNITED STATES TREASURY 91282CHE4 — 10,265,000 New $10.0M — 0.84% DBT
23 COMCAST CORP CMCSA Sep 2022 236,587 +9,811 $9.8M +14.3% 0.83% EC
24 SANOFI SAN Sep 2022 87,478 New $9.4M — 0.79% EC
25 MEDTRONIC PLC MDT Sep 2022 102,282 New $9.0M — 0.76% EC
26 EXXON MOBIL CORP XOM Sep 2022 83,569 +11,989 $9.0M +14.2% 0.75% EC
27 MORGAN STANLEY MS Sep 2022 102,538 +4,656 $8.8M +1.9% 0.74% EC
28 NATIONAL GRID PLC NG/ Sep 2022 662,548 New $8.8M — 0.74% EC
29 EQUINIX INC EQIX Dec 2019 10,387 -768 $8.1M +1.2% 0.68% EC
30 ASTRAZENECA PLC AZN Sep 2022 55,623 New $8.0M — 0.67% EC
31 NESTLE SA NESN Sep 2022 65,960 New $7.9M — 0.67% EC
32 ALTRIA GROUP INC MO Sep 2022 170,048 -12,246 $7.7M -5.3% 0.65% EC
33 TC ENERGY CORP TRP Sep 2022 189,219 +3,130 $7.6M +5.6% 0.64% EC
34 BRISTOL-MYERS SQUIBB CO BMY — 117,830 +35,768 $7.5M +32.5% 0.63% EC
35 DBS GROUP HOLDINGS LTD D05 Sep 2022 320,606 New $7.5M — 0.63% EC
36 TEXAS INSTRUMENTS INC TXN Sep 2022 41,595 +18,350 $7.5M +73.2% 0.63% EC
37 UNIFORM MBS 01F050676 — 7,608,000 New $7.5M — 0.63% ABS-MBS
38 GENERAL MILLS INC GIS Sep 2022 90,458 -14,061 $6.9M -22.3% 0.58% EC
39 UNIFORM MBS 01F060683 — 6,352,272 New $6.4M — 0.54% ABS-MBS
40 E.ON SE EOAN Sep 2022 501,396 New $6.4M — 0.54% EC
41 POWER GRID CORP OF INDIA LTD PWGR Sep 2022 2,052,725 New $6.4M — 0.54% EC
42 BAE SYSTEMS PLC BA/ Sep 2022 538,573 New $6.4M — 0.53% EC
43 HOME DEPOT INC HD Sep 2022 20,368 +6,137 $6.3M +50.7% 0.53% EC
44 ENGIE SA ENGI Sep 2022 374,044 New $6.2M — 0.52% EC
45 TOTALENERGIES SE TTE Sep 2022 107,364 New $6.2M — 0.52% EC
46 PEPSICO INC PEP Sep 2022 32,513 -8,008 $6.0M -18.5% 0.51% EC
47 SIEMENS AG SIE Sep 2022 35,691 New $5.9M — 0.50% EC
48 CHEVRON CORP CVX Sep 2022 37,408 -10,606 $5.9M -24.9% 0.50% EC
49 IMPERIAL BRANDS PLC IMB Sep 2022 248,968 New $5.5M — 0.46% EC
50 SOUTHERN CO/THE SO Sep 2022 77,968 +15,124 $5.5M +25.3% 0.46% EC
51 POWER CORP OF CANADA POW Sep 2022 201,698 — $5.4M +5.3% 0.46% EC
52 RIO TINTO PLC RIO Sep 2022 84,542 New $5.4M — 0.45% EC
53 DTE ENERGY CO DTE Sep 2022 48,749 +1,041 $5.4M +2.6% 0.45% EC
54 DNB BANK ASA DNB Sep 2022 285,670 New $5.3M — 0.45% EC
55 ITC LTD ITC Sep 2022 969,000 New $5.3M — 0.45% EC
56 TAKEDA PHARMACEUTICAL CO LTD 4502 Sep 2022 163,825 New $5.1M — 0.43% EC
57 HONEYWELL INTERNATIONAL INC HON Sep 2022 23,926 +263 $5.0M +9.8% 0.42% EC
58 UNITED STATES TREASURY 91282CHD6 — 5,016,500 New $5.0M — 0.42% DBT
59 BLACKROCK INC BLK Sep 2022 7,080 +82 $4.9M +4.5% 0.41% EC
60 BP PLC BP/ Sep 2022 828,721 New $4.9M — 0.41% EC
61 LOCKHEED MARTIN CORP LMT Sep 2022 10,428 +131 $4.8M -1.4% 0.40% EC
62 EOG RESOURCES INC EOG Sep 2022 41,596 +374 $4.8M +0.7% 0.40% EC
63 INDUSTRIA DE DISENO TEXTIL SA ITX Sep 2022 119,156 New $4.6M — 0.39% EC
64 VALE SA VALE Sep 2022 343,898 -9,769 $4.6M -17.3% 0.39% EC
65 NIPPON TELEGRAPH & TELEPHONE CORP 9432 Sep 2022 3,885,000 New $4.6M — 0.39% EC
66 UNITED STATES TREASURY 9128287B0 Sep 2022 4,855,000 — $4.5M -1.5% 0.38% DBT
67 PUBLIC STORAGE PSA — 15,169 +692 $4.4M +1.2% 0.37% EC
68 STARBUCKS CORP SBUX Sep 2022 44,556 +550 $4.4M -3.7% 0.37% EC
69 MIDEA GROUP CO LTD 000333 Sep 2022 531,675 New $4.3M — 0.36% EC
70 B3 SA - BRASIL BOLSA BALCAO B3SA3 Sep 2022 1,404,549 New $4.3M — 0.36% EC
71 DHL GROUP DHL Sep 2022 87,449 New $4.3M — 0.36% EC
72 AIR PRODUCTS & CHEMICALS INC APD Sep 2022 13,544 +728 $4.1M +10.2% 0.34% EC
73 RELX PLC REL Sep 2022 121,397 New $4.0M — 0.34% EC
74 KERING SA KER Sep 2022 7,159 New $4.0M — 0.33% EC
75 IBERDROLA SA IBE Sep 2022 301,212 New $3.9M — 0.33% EC
76 SEMPRA ENERGY SRE Sep 2022 26,255 +13,391 $3.8M +96.6% 0.32% EC
77 EDISON INTERNATIONAL EIX Jun 2020 55,028 -6,914 $3.8M -12.6% 0.32% EC
78 MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG MUV2 Sep 2022 10,154 New $3.8M — 0.32% EC
79 RESTAURANT BRANDS INTERNATIONAL INC QSR — 48,923 +3,034 $3.8M +23.1% 0.32% EC
80 KONINKLIJKE KPN NV KPN Sep 2022 1,059,102 New $3.8M — 0.32% EC
81 AIA GROUP LTD 1299 Sep 2022 367,400 New $3.7M — 0.32% EC
82 UNIFORM MBS 01F032674 — 3,995,000 New $3.6M — 0.31% ABS-MBS
83 SHELL PLC SHEL Sep 2022 121,163 New $3.6M — 0.30% EC
84 UNITED STATES TREASURY 912810TN8 — 3,754,000 New $3.6M — 0.30% DBT
85 LVMH MOET HENNESSY LOUIS VUITTON SE MC Sep 2022 3,751 New $3.5M — 0.30% EC
86 SINGAPORE TELECOMMUNICATIONS LTD Z74 Sep 2022 1,895,500 New $3.5M — 0.30% EC
87 DUKE ENERGY CORP DUK Sep 2022 38,994 +5,684 $3.5M +8.9% 0.29% EC
88 LINDE PLC (NEW) LIN Sep 2022 9,160 New $3.5M — 0.29% EC
89 EXTRA SPACE STORAGE INC EXR — 23,243 +17,433 $3.5M +265.5% 0.29% EC
90 MCDONALDS CORP MCD Sep 2022 11,591 +187 $3.5M +8.5% 0.29% EC
91 UNITED STATES TREASURY 91282CCF6 — 3,850,000 — $3.5M -1.3% 0.29% DBT
92 PAYCHEX INC PAYX Sep 2022 30,673 +6,664 $3.4M +24.7% 0.29% EC
93 VERIZON COMMUNICATIONS INC VZ Sep 2022 91,806 -6,630 $3.4M -10.8% 0.29% EC
94 GINNIE MAE II POOL 21H040681 — 3,568,000 New $3.4M — 0.28% ABS-MBS
95 ING GROEP NV INGA Sep 2022 249,623 New $3.4M — 0.28% EC
96 YUM! BRANDS INC YUM Sep 2022 24,019 +8,249 $3.3M +59.8% 0.28% EC
97 SOFTBANK CORP 9434 Sep 2022 305,400 New $3.3M — 0.27% EC
98 ROCHE HOLDING AG ROG Sep 2022 10,518 New $3.2M — 0.27% EC
99 BLACKSTONE INC BX Jun 2022 33,876 +412 $3.1M +7.1% 0.26% EC
100 CARLSBERG A/S CARLB Sep 2022 19,656 New $3.1M — 0.26% EC
101 UNION PACIFIC CORP UNP Mar 2021 15,264 +207 $3.1M +3.1% 0.26% EC
102 DANONE SA BN Sep 2022 50,250 New $3.1M — 0.26% EC
103 KONE OYJ KNEBV Sep 2022 58,945 New $3.1M — 0.26% EC
104 MARUBENI CORP 8002 Sep 2022 178,800 New $3.1M — 0.26% EC
105 VALE SA VALE3 Sep 2022 225,122 New $3.0M — 0.25% EC
106 NOVARTIS AG NOVN Sep 2022 29,445 New $3.0M — 0.25% EC
107 KBC GROUP NV KBC Sep 2022 42,469 New $3.0M — 0.25% EC
108 PRINCIPAL FINANCIAL GROUP PFG Sep 2022 39,022 +6,617 $3.0M +22.9% 0.25% EC
109 UNITED PARCEL SERVICE INC UPS Sep 2022 16,388 +11,933 $2.9M +239.9% 0.25% EC
110 UNITEDHEALTH GROUP INC UNH Sep 2022 6,021 -347 $2.9M -3.8% 0.24% EC
111 WOODSIDE ENERGY GROUP LTD WDS Sep 2022 123,536 New $2.9M — 0.24% EC
112 FEDERAL REALTY INVESTMENT TRUST FRT — 29,425 +34 $2.8M -2.0% 0.24% EC
113 DOMINION ENERGY INC D Sep 2022 53,949 — $2.8M -7.4% 0.23% EC
114 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QDEN0 Sep 2022 3,096,806 -54,222 $2.8M -3.3% 0.23% ABS-MBS
115 CHINA PACIFIC INSURANCE GROUP CO LTD 2601 Sep 2022 1,062,950 New $2.8M — 0.23% EC
116 UNILEVER PLC ULVR Sep 2022 52,239 New $2.7M — 0.23% EC
117 DIAGEO PLC DGE Sep 2022 62,535 New $2.7M — 0.23% EC
118 AMERICAN INTERNATIONAL GROUP INC AIG Sep 2022 46,102 +996 $2.7M +16.8% 0.22% EC
119 SINGAPORE TECHNOLOGIES ENGINEERING LTD S63 Sep 2022 968,200 New $2.6M — 0.22% EC
120 GAMING AND LEISURE PROPERTIES INC GLPI Sep 2022 54,176 -41,158 $2.6M -47.1% 0.22% EC
121 SEVEN & I HOLDINGS CO LTD 3382 Sep 2022 60,700 New $2.6M — 0.22% EC
122 LINK REIT 0823 Sep 2022 467,128 New $2.6M — 0.22% EC
123 UNITED STATES TREASURY 912828U24 Sep 2022 2,800,000 — $2.6M -1.7% 0.22% DBT
124 UNITED STATES TREASURY 91282CGL9 — 2,621,000 — $2.6M -1.9% 0.22% DBT
125 UNIFORM MBS 01F052672 — 2,584,865 New $2.6M — 0.22% ABS-MBS
126 AMERICAN TOWER CORP AMT Sep 2022 13,195 +282 $2.6M -3.0% 0.22% EC
127 FEDERAL HOME LOAN MORTGAGE CORP 3132DWHT3 — 2,559,416 New $2.5M — 0.21% ABS-MBS
128 UNITED STATES TREASURY 912828ZN3 Sep 2022 2,900,000 — $2.5M -1.6% 0.21% DBT
129 L3HARRIS TECHNOLOGIES INC LHX Sep 2022 12,595 +305 $2.5M +2.2% 0.21% EC
130 GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND 38141W273 Sep 2022 2,448,933 -1,492,842 $2.4M -37.9% 0.21% EC
131 KLA CORP KLAC Sep 2022 5,048 +79 $2.4M +23.4% 0.21% EC
132 UNIFORM MBS 01F040685 — 2,600,000 New $2.4M — 0.21% ABS-MBS
133 INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO 825252885 — 2,433,668 -1,447,432 $2.4M -37.3% 0.20% EC
134 BCE INC BCE Sep 2022 53,284 -2,759 $2.4M -3.2% 0.20% EC
135 UNITED OVERSEAS BANK LTD U11 Sep 2022 115,300 New $2.4M — 0.20% EC
136 JOHNSON & JOHNSON JNJ — 14,328 New $2.4M — 0.20% EC
137 KIMBERLY-CLARK CORP KMB Sep 2022 17,055 +391 $2.4M +5.3% 0.20% EC
138 ITOCHU CORP 8001 Sep 2022 58,800 New $2.3M — 0.20% EC
139 TRINITY INDUSTRIES INC TRN Sep 2022 90,425 +1,585 $2.3M +7.4% 0.20% EC
140 AES CORP (THE) AES Sep 2022 112,059 +1,913 $2.3M -12.4% 0.20% EC
141 NATIONAL BANK OF CANADA NA Sep 2022 31,087 +7,042 $2.3M +34.7% 0.19% EC
142 UNITED STATES TREASURY 91282CCA7 — 2,431,930 +33,106 $2.3M -1.0% 0.19% DBT
143 WELLS FARGO & CO WFC Sep 2022 52,572 +863 $2.2M +16.1% 0.19% EC
144 UNIFORM MBS 01F042681 — 2,300,000 New $2.2M — 0.19% ABS-MBS
145 ANHEUSER-BUSCH INBEV SA/NV ABI Sep 2022 38,833 New $2.2M — 0.18% EC
146 WEBSTER FINANCIAL CORP WBS — 57,320 +10,952 $2.2M +18.4% 0.18% EC
147 UNITED STATES TREASURY 91282CBA8 — 2,159,900 -6,250,000 $2.1M -74.1% 0.18% DBT
148 EQUITRANS MIDSTREAM CORP ETRN Sep 2022 220,130 +7,071 $2.1M +70.9% 0.18% EC
149 UNITED STATES TREASURY 91282CFN6 — 2,126,000 New $2.1M — 0.18% DBT
150 VINCI SA DG Sep 2022 17,993 New $2.1M — 0.18% EC
151 TORONTO-DOMINION BANK/THE TD Sep 2022 33,526 +1,246 $2.1M +7.5% 0.17% EC
152 GREAT-WEST LIFECO INC GWO Sep 2022 70,712 +13,206 $2.1M +34.7% 0.17% EC
153 BRITISH AMERICAN TOBACCO PLC BTI — 61,542 New $2.0M — 0.17% EC
154 TRYG A/S TRYG Sep 2022 93,596 New $2.0M — 0.17% EC
155 BOSTON PROPERTIES INC BXP — 34,917 — $2.0M +6.4% 0.17% EC
156 CENTERPOINT ENERGY INC CNP — 68,515 +17,336 $2.0M +32.5% 0.17% EC
157 AMERICA MOVIL SAB DE CV AMX — 90,869 +27,591 $2.0M +47.6% 0.17% EC
158 UNITED STATES TREASURY 912828Z37 Sep 2022 2,181,686 +29,711 $2.0M -2.4% 0.16% DBT
159 BROADRIDGE FINANCIAL SOLUTIONS INC BR — 11,724 +7,555 $1.9M +217.8% 0.16% EC
160 ILLINOIS TOOL WORKS INC ITW — 7,540 — $1.9M +2.8% 0.16% EC
161 BHP GROUP LTD BHP Sep 2022 63,035 New $1.9M — 0.16% EC
162 SCHLUMBERGER NV SLB Dec 2019 37,613 — $1.8M +0.0% 0.16% EC
163 CK ASSET HOLDINGS LTD 1113 Sep 2022 330,500 New $1.8M — 0.15% EC
164 SSE PLC SSE Sep 2022 77,332 New $1.8M — 0.15% EC
165 ENTERGY CORP ETR Sep 2022 18,533 -2,130 $1.8M -18.9% 0.15% EC
166 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ER93 — 1,784,641 New $1.8M — 0.15% ABS-MBS
167 GSK PLC GSK Sep 2022 101,005 New $1.8M — 0.15% EC
168 HANA FINANCIAL GROUP INC 086790 Sep 2022 58,605 New $1.8M — 0.15% EC
169 KASPI.KZ JSC 80TE Sep 2022 21,756 — $1.7M +5.2% 0.15% EC
170 CONOCOPHILLIPS COP Sep 2022 16,317 -1,862 $1.7M -6.3% 0.14% EC
171 UPM-KYMMENE OYJ UPM Sep 2022 56,040 New $1.7M — 0.14% EC
172 UNITED STATES TREASURY 91282CGQ8 — 1,659,000 — $1.7M -2.7% 0.14% DBT
173 UNITED STATES TREASURY 91282CBF7 Sep 2022 1,864,880 +25,392 $1.7M -2.6% 0.14% DBT
174 CAPITAL ONE FINANCIAL CORP COF — 15,007 New $1.6M — 0.14% EC
175 NEXTERA ENERGY INC NEE 6.926 — 35,900 — $1.6M -2.3% 0.14% EP
176 PUBLIC SERVICE ENTERPRISE GROUP INC PEG Sep 2022 25,936 +889 $1.6M +3.8% 0.14% EC
177 BOC AVIATION LTD 2588 Sep 2022 199,400 New $1.6M — 0.14% EC
178 KENVUE INC KVUE — 61,041 New $1.6M — 0.14% EC
179 PING AN INSURANCE GROUP CO OF CHINA LTD 2318 Sep 2022 249,500 New $1.6M — 0.13% EC
180 TOKYO ELECTRON LTD 8035 Sep 2022 11,100 New $1.6M — 0.13% EC
181 WILMAR INTERNATIONAL LTD F34 Sep 2022 564,000 New $1.6M — 0.13% EC
182 GINNIE MAE II POOL 21H050680 — 1,610,216 New $1.6M — 0.13% ABS-MBS
183 VOLVO AB VOLVB — 75,480 +12,045 $1.6M +19.7% 0.13% EC
184 SWEDBANK AB SWEDA Sep 2022 92,163 New $1.6M — 0.13% EC
185 UNITED STATES TREASURY 912810SR0 Sep 2022 2,400,000 — $1.6M -2.7% 0.13% DBT
186 ENBRIDGE INC ENB Sep 2022 41,796 +1,467 $1.6M +1.0% 0.13% EC
187 WELLTOWER INC WELL — 18,037 New $1.5M — 0.12% EC
188 SGS SA SGSN Sep 2022 15,425 New $1.5M — 0.12% EC
189 UNITED STATES TREASURY 91282CFR7 — 1,464,678 +191,687 $1.4M +11.2% 0.12% DBT
190 AUTOMATIC DATA PROCESSING INC ADP Sep 2022 6,541 — $1.4M -1.3% 0.12% EC
191 SUN HUNG KAI PROPERTIES LTD 0016 Sep 2022 113,755 New $1.4M — 0.12% EC
192 UNIFORM MBS 01F062689 — 1,385,900 New $1.4M — 0.12% ABS-MBS
193 UNITED STATES TREASURY 9128286N5 — 1,441,699 +19,630 $1.4M +0.5% 0.12% DBT
194 EAST WEST BANCORP INC EWBC Sep 2022 26,392 — $1.4M -4.9% 0.12% EC
195 UNITED STATES TREASURY 912810SV1 Sep 2022 2,068,567 +28,152 $1.4M -2.4% 0.12% DBT
196 CHINA MERCHANTS BANK CO LTD 600036 Sep 2022 300,400 New $1.4M — 0.11% EC
197 EVONIK INDUSTRIES AG EVK Sep 2022 71,217 New $1.4M — 0.11% EC
198 HKT TRUST & HKT LTD 6823 Sep 2022 1,154,240 New $1.3M — 0.11% EC
199 NETAPP INC NTAP Sep 2022 17,470 +2,588 $1.3M +40.5% 0.11% EC
200 LYONDELLBASELL INDUSTRIES NV LYB Sep 2022 14,470 New $1.3M — 0.11% EC
201 INTERNATIONAL FLAVORS & FRAGRANCES INC IFF — 16,439 — $1.3M -13.5% 0.11% EC
202 MONDELEZ INTERNATIONAL INC MDLZ — 17,875 +3,150 $1.3M +27.0% 0.11% EC
203 GALAXY ENTERTAINMENT GROUP LTD 0027 Sep 2022 202,000 New $1.3M — 0.11% EC
204 CIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SA LOG Sep 2022 47,408 New $1.3M — 0.11% EC
205 UNIFORM MBS 01F022485 — 1,400,000 New $1.3M — 0.11% ABS-MBS
206 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ET67 — 1,251,302 New $1.2M — 0.10% ABS-MBS
207 PINNACLE WEST CAPITAL CORP PNW — 15,295 New $1.2M — 0.10% EC
208 ANALOG DEVICES INC ADI — 6,364 +434 $1.2M +6.0% 0.10% EC
209 STATE STREET CORP STT Sep 2022 16,884 — $1.2M -3.3% 0.10% EC
210 GLOBALWAFERS CO LTD 6488 Sep 2022 76,938 New $1.2M — 0.10% EC
211 GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV GAPB Sep 2022 68,673 New $1.2M — 0.10% EC
212 UNITED STATES TREASURY 912828ZJ2 Sep 2022 1,292,115 +17,600 $1.2M -0.5% 0.10% DBT
213 DARDEN RESTAURANTS INC DRI Dec 2019 7,342 +241 $1.2M +11.3% 0.10% EC
214 360 ONE WAM LTD 360ONE Sep 2022 220,416 New $1.2M — 0.10% EC
215 EFG INTERNATIONAL AG EFGN Sep 2022 119,467 New $1.2M — 0.10% EC
216 TRELLEBORG AB TRELB Sep 2022 49,881 New $1.2M — 0.10% EC
217 BNP PARIBAS BNP Sep 2022 19,047 New $1.2M — 0.10% EC
218 ENN ENERGY HOLDINGS LTD 2688 Sep 2022 96,100 New $1.2M — 0.10% EC
219 FRANKLIN RESOURCES INC BEN Sep 2022 44,949 +2,211 $1.2M +4.3% 0.10% EC
220 SAP SE SAP Sep 2022 8,709 New $1.2M — 0.10% EC
221 PERNOD RICARD SA RI Sep 2022 5,365 New $1.2M — 0.10% EC
222 KRAFT HEINZ CO (THE) KHC Sep 2022 33,332 — $1.2M -8.2% 0.10% EC
223 UNITED STATES TREASURY 91282CBS9 — 1,350,000 — $1.2M -1.9% 0.10% DBT
224 FEDERAL HOME LOAN MORTGAGE CORP 3132DWHG1 — 1,172,321 New $1.2M — 0.10% ABS-MBS
225 EXELON CORP EXC Jun 2022 28,319 -13,354 $1.2M -33.9% 0.10% EC
226 FEDERAL HOME LOAN MORTGAGE CORP 3132AD3M8 — 1,168,954 -37,116 $1.1M -5.0% 0.10% ABS-MBS
227 VANGUARD INTERNATIONAL SEMICONDUCTOR CORP 5347 Sep 2022 398,700 New $1.1M — 0.10% EC
228 FREDDIE MAC - SLST SLST_19-2 35564CCZ8 Sep 2022 1,234,304 -31,788 $1.1M -3.6% 0.09% ABS-CBDO
229 CANADIAN NATIONAL RAILWAY CO CNR — 9,101 +478 $1.1M +8.3% 0.09% EC
230 PROCTER & GAMBLE CO PG Sep 2022 7,261 +277 $1.1M +6.1% 0.09% EC
231 CHARTER HALL GROUP CHC Sep 2022 153,228 New $1.1M — 0.09% EC
232 NEXT PLC NXT Sep 2022 12,327 New $1.1M — 0.09% EC
233 ESSITY AKTIEBOLAG ESSITYB Sep 2022 39,037 New $1.0M — 0.09% EC
234 WESTERN UNION CO WU Sep 2022 88,324 — $1.0M +5.2% 0.09% EC
235 OMNICOM GROUP INC OMC Sep 2022 10,871 — $1.0M +0.9% 0.09% EC
236 TRUIST FINANCIAL CORP TFC Jun 2022 34,064 +10,933 $1.0M +31.1% 0.09% EC
237 PNC FINANCIAL SERVICES GROUP INC PNC Sep 2022 8,189 +2,145 $1.0M +34.3% 0.09% EC
238 UNITED STATES TREASURY 912810FB9 — 950,000 — $1.0M -2.8% 0.09% DBT
239 SEMBCORP INDUSTRIES LTD U96 Sep 2022 239,800 New $1.0M — 0.09% EC
240 CITIZENS FINANCIAL GROUP INC CFG Sep 2022 39,063 +1,413 $1.0M -10.9% 0.09% EC
241 UNITED STATES TREASURY 912810FM5 — 890,000 — $1.0M -3.0% 0.08% DBT
242 PACIFIC GAS AND ELECTRIC CO 694308KA4 — 1,025,000 — $1.0M +0.2% 0.08% DBT
243 GINNIE MAE II POOL 21H052678 — 970,000 New $966K — 0.08% ABS-MBS
244 MERCK & CO INC MRK Sep 2022 8,309 -10 $959K +8.3% 0.08% EC
245 POWERGRID INFRASTRUCTURE INVESTMENT TRUST PGINVIT Sep 2022 681,110 New $955K — 0.08% EC
246 UNIFORM MBS 01F030678 — 1,082,573 New $953K — 0.08% ABS-MBS
247 SOCIEDAD QUIMICA Y MINERA DE CHILE SA SQM — 12,929 — $939K -10.4% 0.08% EC
248 TPG INC TPG — 31,841 -53 $932K -0.4% 0.08% EC
249 BANK CENTRAL ASIA TBK PT BBCA Sep 2022 1,488,500 New $918K — 0.08% EC
250 PATRIA INVESTMENTS LTD PAX Sep 2022 63,717 New $911K — 0.08% EC
251 WARNER MUSIC GROUP CORP WMG — 34,824 +1,354 $909K -18.7% 0.08% EC
252 SAMSUNG ELECTRONICS CO LTD 005930 Sep 2022 16,417 New $905K — 0.08% EC
253 CTP NV CTPNV Sep 2022 69,427 New $901K — 0.08% EC
254 EVERGY INC EVRG — 15,369 — $898K -4.4% 0.08% EC
255 UNITED STATES TREASURY 91282CDG3 — 995,000 — $895K -1.5% 0.08% DBT
256 VECTOR GROUP LTD VGR Sep 2022 69,487 — $890K +6.7% 0.07% EC
257 WPP PLC WPP Sep 2022 84,244 New $881K — 0.07% EC
258 FEDERAL HOME LOAN MORTGAGE CORP 3133KPMD7 — 909,118 -9,988 $875K -3.1% 0.07% ABS-MBS
259 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XFWH0 — 972,607 -24,344 $868K -4.5% 0.07% ABS-MBS
260 SEASONED CREDIT RISK TRANSFER SCRT_19-1 35563PJE0 Sep 2022 960,471 -20,433 $857K -6.5% 0.07% ABS-CBDO
261 CARRIER GLOBAL CORP CARR — 17,129 +4,927 $851K +52.5% 0.07% EC
262 PIONEER NATURAL RESOURCES CO PXD — 4,023 -453 $833K -8.8% 0.07% EC
263 FREDDIE MAC - SLST SLST_18-2 35564CAN7 Sep 2022 872,084 -25,782 $823K -4.4% 0.07% ABS-CBDO
264 BAKER HUGHES CO BKR — 25,932 +1,839 $820K +17.9% 0.07% EC
265 ONEMAIN HOLDINGS INC OMF — 18,599 +946 $813K +24.1% 0.07% EC
266 BANCO SANTANDER SA SAN Sep 2022 217,744 New $808K — 0.07% EC
267 CITIGROUP INC C Sep 2022 17,383 +3 $800K -1.8% 0.07% EC
268 UNIFORM MBS 01F020679 — 981,000 New $800K — 0.07% ABS-MBS
269 EURONEXT NV ENX Sep 2022 11,764 New $800K — 0.07% EC
270 NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1 643821AA9 — 935,000 — $798K -1.2% 0.07% ABS-O
271 DIGITAL REALTY TRUST INC DLR Sep 2022 6,950 — $791K +15.8% 0.07% EC
272 UNITED STATES TREASURY 91282CHC8 — 819,000 New $791K — 0.07% DBT
273 BASF SE BAS Sep 2022 16,210 New $787K — 0.07% EC
274 SOCIETE GENERALE GLE Sep 2022 29,067 New $757K — 0.06% EC
275 BUREAU VERITAS SA BVI Sep 2022 27,545 New $756K — 0.06% EC
276 VONTOBEL HOLDING AG VONN Sep 2022 11,821 New $751K — 0.06% EC
277 KAO CORP 4452 Sep 2022 20,600 New $746K — 0.06% EC
278 UNITED STATES TREASURY 91282CGP0 — 745,000 -11,770,000 $739K -94.2% 0.06% DBT
279 TARGET CORP TGT — 5,570 New $735K — 0.06% EC
280 LONGFOR GROUP HOLDINGS LTD 0960 Sep 2022 298,000 New $730K — 0.06% EC
281 PFIZER INC PFE — 19,387 -58,988 $711K -77.8% 0.06% EC
282 AES CORP (THE) AES 6 7/8 Sep 2022 8,659 — $707K -8.8% 0.06% EC
283 EBOS GROUP LTD EBO Sep 2022 31,061 New $703K — 0.06% EC
284 MINDSPACE BUSINESS PARKS REIT MINDSPCE Sep 2022 186,589 New $702K — 0.06% EC
285 SKANDINAVISKA ENSKILDA BANKEN AB SEBA Sep 2022 63,216 New $699K — 0.06% EC
286 BAYER AG BAYN Sep 2022 12,628 New $698K — 0.06% EC
287 ASAHI KASEI CORP 3407 Sep 2022 102,400 New $695K — 0.06% EC
288 UNITED STATES TREASURY 912810QC5 — 640,000 — $688K -3.2% 0.06% DBT
289 WASTE MANAGEMENT INC WM Sep 2022 3,955 — $686K +6.3% 0.06% EC
290 DT MIDSTREAM INC DTM — 13,716 — $680K +0.4% 0.06% EC
291 FORD MOTOR CREDIT COMPANY LLC 345397A60 — 695,000 +495,000 $677K +245.1% 0.06% DBT
292 TC ENERGY CORP TRP Sep 2022 16,085 New $650K — 0.05% EC
293 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140JBPX8 — 654,579 -26,086 $634K -6.7% 0.05% ABS-MBS
294 INTEL CORP INTC Sep 2022 18,847 — $630K +2.4% 0.05% EC
295 BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT 05609VAA3 — 648,000 +100,000 $628K +19.0% 0.05% ABS-CBDO
296 KIMCO REALTY CORP KIM Sep 2022 31,679 +291 $625K +1.9% 0.05% EC
297 FEDERAL HOME LOAN MORTGAGE CORP 3132DWGZ0 — 618,116 New $615K — 0.05% ABS-MBS
298 ENGIE SA N/A Sep 2022 36,900 New $614K — 0.05% EC
299 CELANESE CORPORATION CE Mar 2021 5,292 — $613K +6.3% 0.05% EC
300 CAPITAL GROUP CENTRAL CASH FUND 14020B102 Sep 2022 611,679 New $612K — 0.05% EC
301 RECKITT BENCKISER GROUP PLC RKT Sep 2022 7,982 New $599K — 0.05% EC
302 GENERAL DYNAMICS CORP GD Sep 2022 2,786 +100 $599K -2.2% 0.05% EC
303 NESTE OYJ NESTE Sep 2022 15,434 New $595K — 0.05% EC
304 SMURFIT KAPPA GROUP PLC SKG Sep 2022 17,699 New $591K — 0.05% EC
305 PROLOGIS INC PLD — 4,763 — $584K -1.7% 0.05% EC
306 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAE1 Sep 2022 650,000 — $583K -1.0% 0.05% DBT
307 WOODSIDE ENERGY GROUP LTD WDS Sep 2022 25,206 New $582K — 0.05% EC
308 T-MOBILE USA INC 87264ABF1 — 625,000 — $576K -1.8% 0.05% DBT
309 FREDDIE MAC - STACR 2020-DNA3 35565WBD3 — 534,576 -24,036 $576K -2.8% 0.05% ABS-CBDO
310 TRACTOR SUPPLY CO TSCO — 2,597 — $574K -5.9% 0.05% EC
311 FORD MOTOR CREDIT COMPANY LLC 345397C27 — 604,000 New $570K — 0.05% DBT
312 AMERICOLD REALTY TRUST INC COLD Sep 2022 17,402 +420 $562K +16.3% 0.05% EC
313 POWER ASSETS HOLDINGS LTD 0006 Sep 2022 106,500 New $559K — 0.05% EC
314 FREDDIE MAC - STACR_20-DNA4 35565XBD1 — 501,568 -20,973 $558K -1.3% 0.05% ABS-CBDO
315 FIDELITY NATIONAL INFORMATION SERVICES INC FIS — 10,115 +618 $553K +7.2% 0.05% EC
316 FEDERAL HOME LOAN MORTGAGE CORP 3132DWDT7 — 605,685 -8,958 $552K -3.4% 0.05% ABS-MBS
317 GERDAU SA GGB — 105,698 — $552K +5.9% 0.05% EC
318 SEASONED CREDIT RISK TRANSFER SCRT_19-2 35563PKG3 Sep 2022 589,917 -21,847 $551K -5.6% 0.05% ABS-CBDO
319 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAL5 Sep 2022 551,000 — $548K -0.7% 0.05% DBT
320 FUKUOKA FINANCIAL GROUP INC 8354 Sep 2022 26,500 New $547K — 0.05% EC
321 AIRBUS SE AIR Sep 2022 3,671 New $531K — 0.04% EC
322 UNITED STATES TREASURY 912828H45 — 549,297 +7,478 $527K -0.5% 0.04% DBT
323 VISCOFAN SA VIS Sep 2022 7,558 New $522K — 0.04% EC
324 SHELL PLC SHEL — 8,467 — $511K +4.9% 0.04% EC
325 CENTENE CORP 15135BAT8 Sep 2022 530,000 — $488K -2.1% 0.04% DBT
326 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AB6 — 495,000 — $485K +0.9% 0.04% DBT
327 AMERICAN ELECTRIC POWER CO INC AEP 6 1/8 Sep 2022 9,704 — $482K -1.3% 0.04% EC
328 CF HIPPOLYTA ISSUER LLC SORT_22-1 12530MAL9 — 488,565 -1,659 $477K -2.9% 0.04% ABS-O
329 BANCO BRADESCO SA BBDC4 Sep 2022 138,496 New $476K — 0.04% EC
330 UNIFORM MBS 01F022683 — 560,000 New $476K — 0.04% ABS-MBS
331 WESTROCK CO WRK Sep 2022 16,223 +8,775 $472K +107.8% 0.04% EC
332 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QSF30 — 464,047 New $468K — 0.04% ABS-MBS
333 FEDERAL HOME LOAN MORTGAGE CORP 3132DWG98 — 467,107 New $465K — 0.04% ABS-MBS
334 INDUS TOWERS LTD INDUSTOW Sep 2022 230,158 New $462K — 0.04% EC
335 ASAHI GROUP HOLDINGS LTD 2502 Sep 2022 11,800 New $457K — 0.04% EC
336 FEDERAL HOME LOAN MORTGAGE CORP 3133BC6R3 — 492,798 -6,472 $449K -3.2% 0.04% ABS-MBS
337 VERIZON MASTER TRUST VZMT_22-7 92348KBC6 — 451,000 — $448K -1.2% 0.04% ABS-O
338 NEXTERA ENERGY INC NEE Sep 2022 6,009 — $446K -3.7% 0.04% EC
339 SINBON ELECTRONICS CO LTD 3023 Sep 2022 37,446 New $446K — 0.04% EC
340 KASPI.KZ JSC KSPI Sep 2022 5,504 -465 $438K -3.0% 0.04% EC
341 CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R05 207942AA1 — 432,000 New $433K — 0.04% ABS-CBDO
342 CHINA MERCHANTS BANK CO LTD 3968 Sep 2022 94,500 New $430K — 0.04% EC
343 FORTESCUE METALS GROUP LTD FMG Sep 2022 28,457 New $424K — 0.04% EC
344 FIRSTENERGY CORP 337932AL1 Sep 2022 493,000 — $416K -0.9% 0.04% DBT
345 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7 80287FAB8 — 415,057 -161,943 $415K -28.1% 0.03% ABS-O
346 GCI FUNDING I LLC GCI_2020 36166VAA3 Sep 2022 468,622 -19,048 $411K -5.9% 0.03% ABS-O
347 EMBASSY OFFICE PARKS REIT EMBASSY Sep 2022 115,328 New $409K — 0.03% EC
348 SHELL INTERNATIONAL FINANCE BV 822582CC4 Jun 2022 420,000 — $402K -0.4% 0.03% DBT
349 OPAP SA OPAP Sep 2022 22,896 New $399K — 0.03% EC
350 LENOVO GROUP LTD N/A Sep 2022 400,000 New $398K — 0.03% DBT
351 CUBESMART CUBE — 8,847 — $395K -3.4% 0.03% EC
352 TOWD POINT MORTGAGE TRUST TPMP_20-4 89179JAA4 Sep 2022 442,340 -16,508 $387K -6.0% 0.03% ABS-CBDO
353 UNIFORM MBS 01F040677 — 407,347 New $382K — 0.03% ABS-MBS
354 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXEQ1 — 371,264 -8,458 $381K -3.6% 0.03% ABS-MBS
355 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXRT1 — 439,564 -8,574 $376K -6.4% 0.03% ABS-MBS
356 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ES50 — 376,142 New $375K — 0.03% ABS-MBS
357 BANK OF MONTREAL BMO — 4,075 New $368K — 0.03% EC
358 UNITED STATES TREASURY 912828XL9 — 383,835 +5,226 $367K -0.9% 0.03% DBT
359 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ET59 — 372,000 New $365K — 0.03% ABS-MBS
360 SCANDINAVIAN TOBACCO GROUP A/S STG Sep 2022 21,667 New $361K — 0.03% EC
361 FREDDIE MAC - STACR 2020-DNA2 35565KAH1 — 357,974 -27,510 $359K -6.3% 0.03% ABS-CBDO
362 UNITED STATES TREASURY 91282CEK3 — 364,000 -1,860,000 $355K -83.7% 0.03% DBT
363 SEASONED CREDIT RISK TRANSFER SCRT_19-1 35563PJF7 Sep 2022 378,507 -14,895 $355K -5.7% 0.03% ABS-CBDO
364 FEDERAL HOME LOAN MORTGAGE CORP 3132DWHS5 — 360,000 New $353K — 0.03% ABS-MBS
365 SREIT TRUST SREIT_21-MFP 78472UAA6 — 361,000 — $351K +1.4% 0.03% ABS-CBDO
366 BE SEMICONDUCTOR INDUSTRIES NV BESI Sep 2022 3,224 New $350K — 0.03% EC
367 SULZER AG SUN Sep 2022 4,052 New $349K — 0.03% EC
368 SPRINT CAPITAL CORPORATION 852060AD4 Sep 2022 325,000 — $345K -1.4% 0.03% DBT
369 APACHE CORP 037411BF1 Sep 2022 385,000 — $343K -2.4% 0.03% DBT
370 AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6 05377RHG2 — 339,000 New $339K — 0.03% ABS-O
371 BP CAPITAL MARKETS AMERICA INC 10373QBL3 Sep 2022 360,000 — $335K -2.0% 0.03% DBT
372 NELNET STUDENT LOAN TRUST NSLT_21-B 64034QAB4 — 375,025 -23,181 $334K -6.9% 0.03% ABS-O
373 UBS GROUP AG 225401AP3 Mar 2021 374,000 — $333K +0.0% 0.03% DBT
374 BX COMMERCIAL MORTGAGE TRUST 2022-CSMO 05610MAA0 — 332,000 — $332K +1.3% 0.03% ABS-CBDO
375 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QEAK8 — 363,627 -6,127 $325K -3.7% 0.03% ABS-MBS
376 BPR TRUST BPR_22-OANA 05592DAA2 — 329,000 — $320K +0.9% 0.03% ABS-CBDO
377 DISCOVER CARD EXECUTION NOTE TRUST 254683CY9 — 326,000 New $319K — 0.03% ABS-O
378 FEDERAL HOME LOAN MORTGAGE CORP 3133BNAZ6 — 320,000 New $319K — 0.03% ABS-MBS
379 FEDERAL HOME LOAN MORTGAGE CORP 3133BD2Q7 — 337,232 -1,421 $317K -2.2% 0.03% ABS-MBS
380 EQUINOR ASA 29446MAK8 Sep 2022 365,000 — $317K -1.7% 0.03% DBT
381 CF HIPPOLYTA ISSUER LLC SORT_20-1 12530MAA3 Sep 2022 350,786 -1,191 $315K -1.5% 0.03% ABS-O
382 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNQ96 — 340,688 New $311K — 0.03% ABS-MBS
383 INCHCAPE PLC INCH Sep 2022 31,417 New $310K — 0.03% EC
384 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ER85 — 306,675 New $305K — 0.03% ABS-MBS
385 TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_21-1 89237MAA7 Sep 2022 335,000 — $299K -1.1% 0.03% ABS-O
386 HAWAII HOTEL TRUST 2019-MAUI HHT_19-MAUI 41975AAA0 Sep 2022 300,000 — $297K +1.2% 0.02% ABS-CBDO
387 UNICREDIT SPA UCG Sep 2022 12,643 New $295K — 0.02% EC
388 PACIFIC GAS AND ELECTRIC CO 694308JG3 Sep 2022 375,000 — $294K -3.4% 0.02% DBT
389 BANK5 2023-5YR1 06644EAG3 — 287,000 — $292K -1.6% 0.02% ABS-CBDO
390 CCO HOLDINGS LLC 1248EPCK7 Sep 2022 360,000 — $292K -1.1% 0.02% DBT
391 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QSF48 — 287,062 New $291K — 0.02% ABS-MBS
392 GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-1 38012RAA4 — 285,000 New $282K — 0.02% ABS-O
393 PEARSON PLC PSON Sep 2022 26,653 New $281K — 0.02% EC
394 UNIFORM MBS 01F022477 — 308,000 New $280K — 0.02% ABS-MBS
395 TRAVELERS COMPANIES INC TRV Sep 2022 1,600 -5,653 $278K -77.7% 0.02% EC
396 BMW US CAPITAL LLC 05565EBL8 Sep 2022 290,000 — $277K -2.2% 0.02% DBT
397 CF HIPPOLYTA ISSUER LLC SORT_21-1 12530MAE5 Sep 2022 315,720 -1,072 $274K -2.2% 0.02% ABS-O
398 FORD MOTOR CREDIT COMPANY LLC 345397B77 — 306,000 New $273K — 0.02% DBT
399 TRIPOD TECHNOLOGY CORP 3044 Sep 2022 67,000 New $266K — 0.02% EC
400 RISKLESS ISSUER N/A Sep 2022 1 New $266K — 0.02% DIR
401 PACIFIC GAS AND ELECTRIC CO 694308JC2 Sep 2022 284,000 — $263K -1.7% 0.02% DBT
402 KINDRED GROUP PLC KINDSDB Sep 2022 24,452 New $260K — 0.02% EC
403 BX TRUST BX_21-ARIA 05608RAA3 — 266,000 — $258K +1.0% 0.02% ABS-CBDO
404 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FXLY6 — 252,454 -7,159 $256K -4.1% 0.02% ABS-MBS
405 SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 82481LAD1 — 270,000 — $254K -1.3% 0.02% DBT
406 BOEING CO 097023DC6 — 280,000 — $252K -1.7% 0.02% DBT
407 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-2 96042VAB5 — 252,544 -120,177 $250K -32.1% 0.02% ABS-O
408 NEXA RESOURCES SA NEXA Sep 2022 51,286 New $249K — 0.02% EC
409 COCA-COLA HBC AG CCH Sep 2022 8,272 New $246K — 0.02% EC
410 UNIFORM MBS 01F020687 — 300,000 New $245K — 0.02% ABS-MBS
411 NEWREZ WAREHOUSE SECURITIZATION TRUST NEWZ_21-1 65246PAA9 — 243,533 — $242K +0.3% 0.02% ABS-CBDO
412 CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT 17291NAA9 — 237,000 New $237K — 0.02% ABS-MBS
413 CMS ENERGY CORP CMS — 3,992 — $235K -4.3% 0.02% EC
414 HERTZ VEHICLE FINANCING LLC HERTZ_21-2 42806MAE9 — 268,000 — $234K -1.6% 0.02% ABS-O
415 HERTZ VEHICLE FINANCING LLC HERTZ_21-1 42806MAA7 — 247,000 — $232K +0.1% 0.02% ABS-O
416 TOYOTA MOTOR CREDIT CORP 89236TKK0 — 228,000 — $230K -1.9% 0.02% DBT
417 GS MORTGAGE SECURITIES TRUST GSMS_18-HULA 36259AAA7 Sep 2022 228,693 — $225K +0.9% 0.02% ABS-MBS
418 UNITED STATES TREASURY 91282CAQ4 — 233,870 +3,184 $222K -0.8% 0.02% DBT
419 KIMBERLY-CLARK DE MEXICO SAB DE CV KIMBERA Sep 2022 99,537 New $221K — 0.02% EC
420 ILLINOIS (STATE OF) 452151LF8 Sep 2022 225,000 — $221K -1.5% 0.02% DBT
421 BX COMMERCIAL MORTGAGE TRUST BX_23-VLT2 123918AA2 — 221,000 New $221K — 0.02% ABS-CBDO
422 UNITED STATES TREASURY 912810TC2 — 300,000 — $220K -3.1% 0.02% DBT
423 SBA TOWER TRUST 78403DAT7 — 253,000 — $219K -1.5% 0.02% DBT
424 HJ HEINZ CO 50077LAZ9 — 235,000 — $215K -1.8% 0.02% DBT
425 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132XCR80 Sep 2022 222,438 -6,336 $213K -5.1% 0.02% ABS-MBS
426 FIRST NATIONAL MASTER NOTE TRUST FNMNT_23-1 32113CBV1 — 213,000 New $210K — 0.02% ABS-O
427 SEASONED CREDIT RISK TRANSFER SCRT_17-2 35563PBC2 Sep 2022 226,794 -4,725 $209K -4.1% 0.02% ABS-CBDO
428 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QSFF3 — 204,891 New $207K — 0.02% ABS-MBS
429 ELECTRICITE DE FRANCE SA 28504KAA5 — 200,000 New $206K — 0.02% DBT
430 SEASONED CREDIT RISK TRANSFER SCRT_17-2 35563PBF5 Sep 2022 222,194 -6,250 $205K -4.7% 0.02% ABS-CBDO
431 ELECTRICITE DE FRANCE SA 28504DAC7 — 200,000 New $203K — 0.02% DBT
432 QATAR (STATE OF) N/A Sep 2022 200,000 New $200K — 0.02% DBT
433 MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3 58552FAA4 — 202,000 — $200K +0.4% 0.02% ABS-CBDO
434 CAIXABANK SA 12803RAA2 — 200,000 — $200K -0.8% 0.02% DBT
435 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAF8 Sep 2022 300,000 — $198K -1.3% 0.02% DBT
436 QUALCOMM INC QCOM Sep 2022 1,645 -7,202 $196K -82.7% 0.02% EC
437 FEDERAL HOME LOAN MORTGAGE CORP 3132DNXM0 — 199,645 -2,770 $195K -3.4% 0.02% ABS-MBS
438 GINNIE MAE II POOL 36179UMM1 Sep 2022 199,199 -6,874 $195K -5.3% 0.02% ABS-MBS
439 TRANSCANADA TRUST 89356BAB4 — 205,000 -216,000 $194K -50.7% 0.02% DBT
440 ASTRAZENECA PLC 046353AL2 Sep 2022 200,000 — $192K -1.7% 0.02% DBT
441 SAUDI ARABIA (KINGDOM OF) N/A Sep 2022 200,000 New $190K — 0.02% DBT
442 GRAND CANYON UNIVERSITY 38528UAC0 — 200,000 — $189K -0.0% 0.02% DBT
443 GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1 36265UAA5 — 184,000 — $188K -2.8% 0.02% ABS-O
444 FORD MOTOR CREDIT COMPANY LLC 345397B85 — 200,000 — $187K +0.8% 0.02% DBT
445 DANSKE BANK AS 23636ABC4 — 200,000 — $187K -1.1% 0.02% DBT
446 NELNET STUDENT LOAN TRUST NSLT_21-C 64035GAA7 — 189,990 -13,169 $187K -5.9% 0.02% ABS-O
447 FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_23-1 34528QHV9 — 188,000 New $186K — 0.02% ABS-O
448 BANK OF AMERICA CORP 06051GJL4 Sep 2022 231,000 — $183K -0.8% 0.02% DBT
449 HOME PARTNERS OF AMERICA TRUST HPA_22-1 43730NAA4 — 193,865 -1,023 $181K -1.9% 0.02% ABS-CBDO
450 LEGACY MORTGAGE ASSET TRUST LMAT_22-GS1 52476UAA7 — 188,324 -6,097 $181K -0.3% 0.02% ABS-CBDO
451 JPMORGAN CHASE & CO 46647PBX3 Sep 2022 227,000 — $181K -1.0% 0.02% DBT
452 AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2 05377RDY7 Sep 2022 197,000 — $179K -1.4% 0.02% ABS-O
453 MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 91087BAH3 Sep 2022 200,000 — $178K -0.6% 0.02% DBT
454 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ELY4 — 177,349 New $177K — 0.01% ABS-MBS
455 UNITED STATES TREASURY 912810SG4 — 204,979 +2,791 $176K -1.7% 0.01% DBT
456 TRICON RESIDENTIAL TCN_21-SFR1 89614YAA4 — 195,621 — $174K -1.2% 0.01% ABS-CBDO
457 PFS FINANCING CORP PFSFC_23-B 69335PEV3 — 175,000 New $174K — 0.01% ABS-O
458 FORD CREDIT AUTO OWNER TRUST FORDR_23-1 34535QAA3 — 176,000 — $172K -2.4% 0.01% ABS-O
459 UNIFORM MBS 01F042673 — 176,007 New $169K — 0.01% ABS-MBS
460 T-MOBILE USA INC 87264ACB9 — 203,000 — $169K -1.9% 0.01% DBT
461 NELNET STUDENT LOAN TRUST NSLT_21-A 64035DAB2 — 187,339 -11,698 $166K -7.7% 0.01% ABS-O
462 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AD2 — 175,000 — $165K -0.5% 0.01% DBT
463 BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR 05608WAA2 — 168,664 -2,576 $164K -0.3% 0.01% ABS-CBDO
464 PERU (REPUBLIC OF) 715638DF6 Sep 2022 190,000 — $163K +0.2% 0.01% DBT
465 CIM TRUST CIM_22-R2 12567NAA7 — 176,253 -4,543 $162K -4.6% 0.01% ABS-CBDO
466 COREBRIDGE FINANCIAL INC 21871XAF6 — 180,000 New $162K — 0.01% DBT
467 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QKF94 — 182,466 New $162K — 0.01% ABS-MBS
468 UNITED STATES TREASURY 912810TL2 — 157,000 -3,497,000 $161K -95.8% 0.01% DBT
469 CDX HIGH YIELD ISSUER N/A Sep 2022 1 New $161K — 0.01% DCR
470 PETROLEOS MEXICANOS 71654QDL3 — 176,500 — $160K -2.7% 0.01% DBT
471 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K156 3137HA2B1 — 160,000 New $160K — 0.01% ABS-CBDO
472 EXXON MOBIL CORP 30231GAY8 Sep 2022 200,000 — $159K -1.9% 0.01% DBT
473 VERIZON MASTER TRUST VZMT_22-3 92348KAP8 — 160,000 — $158K +0.4% 0.01% ABS-O
474 STONEPEAK 2021-1 ABS SALTT_21-1A 78433XAA8 — 171,495 -5,208 $155K -4.9% 0.01% ABS-O
475 CENTENE CORP 15135BAV3 Sep 2022 179,000 — $154K -1.5% 0.01% DBT
476 SOUTHERN CALIFORNIA EDISON CO 842400GE7 Jun 2022 206,000 — $152K -2.9% 0.01% DBT
477 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CS6 — 150,000 — $150K +0.8% 0.01% DBT
478 BX TRUST BX_22-IND 05609WAA1 — 151,995 -2,980 $150K -1.2% 0.01% ABS-CBDO
479 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AP5 — 150,000 — $149K -0.9% 0.01% DBT
480 AERCAP IRELAND CAPITAL DAC 00774MBC8 — 150,000 New $149K — 0.01% DBT
481 META PLATFORMS INC 30303M8H8 — 160,000 — $149K -0.8% 0.01% DBT
482 NETFLIX INC 64110LAS5 — 150,000 — $148K -0.6% 0.01% DBT
483 FREDDIE MAC - STACR 2020-DNA1 35565HAH8 — 148,129 -22,344 $148K -12.7% 0.01% ABS-CBDO
484 UNITED STATES TREASURY 912810SX7 — 196,500 — $146K -3.3% 0.01% DBT
485 FEDERAL HOME LOAN MORTGAGE CORP 3133KNBQ5 — 162,883 New $144K — 0.01% ABS-MBS
486 BAT INTERNATIONAL FINANCE PLC 05530QAP5 — 150,000 — $142K -0.7% 0.01% DBT
487 UNIFORM MBS 01F030686 — 160,000 New $141K — 0.01% ABS-MBS
488 TRANSCANADA PIPELINES LTD 89352HAZ2 Sep 2022 150,000 — $140K +0.2% 0.01% DBT
489 NEW YORK LIFE GLOBAL FUNDING 64952WCX9 Sep 2022 150,000 — $139K -1.4% 0.01% DBT
490 FEDERAL HOME LOAN MORTGAGE CORP 3133KJ3P5 — 155,702 New $138K — 0.01% ABS-MBS
491 AMGEN INC 031162DH0 — 145,000 — $138K -1.7% 0.01% DBT
492 MCAS_19-01 62547NAB5 Sep 2022 141,241 -128 $137K +5.0% 0.01% ABS-CBDO
493 APPLE INC 037833EP1 — 145,000 — $135K -1.1% 0.01% DBT
494 SABINE PASS LIQUEFACTION LLC 785592AX4 Sep 2022 142,000 — $135K -1.4% 0.01% DBT
495 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QFFX2 — 151,702 New $134K — 0.01% ABS-MBS
496 AMGEN INC 031162DQ0 — 134,000 — $134K -2.0% 0.01% DBT
497 NAVIENT CORP 63938CAK4 Sep 2022 150,000 — $134K +1.5% 0.01% DBT
498 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XDPA8 — 142,624 -3,805 $133K -4.1% 0.01% ABS-MBS
499 CCO HOLDINGS LLC 1248EPCP6 — 175,000 — $132K -3.4% 0.01% DBT
500 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X9DP7 — 147,666 New $131K — 0.01% ABS-MBS
501 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MSNF8 — 131,013 New $131K — 0.01% ABS-MBS
502 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AG5 — 150,000 — $130K +0.4% 0.01% DBT
503 LIXIL CORP 5938 Sep 2022 10,000 New $127K — 0.01% EC
504 EQUINIX INC 29444UBE5 Jun 2022 144,000 — $127K -1.6% 0.01% DBT
505 FEDERAL HOME LOAN MORTGAGE CORP 3132DQHZ2 — 126,620 New $126K — 0.01% ABS-MBS
506 UNITED STATES TREASURY 91282CCM1 — 141,506 +1,928 $125K -2.4% 0.01% DBT
507 AMGEN INC 031162DS6 — 125,000 — $125K -2.7% 0.01% DBT
508 AMGEN INC 031162DJ6 — 133,000 — $124K -2.6% 0.01% DBT
509 FIRSTKEY HOMES TRUST FKH_22-SFR1 33768NAA0 — 131,258 — $124K -1.3% 0.01% ABS-O
510 EDISON INTERNATIONAL 281020AM9 Jun 2022 132,000 — $123K -1.7% 0.01% DBT
511 AERCAP IRELAND CAPITAL DAC 00774MAX3 — 150,000 — $123K -1.3% 0.01% DBT
512 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MSLZ6 — 122,516 New $122K — 0.01% ABS-MBS
513 ROYAL CARIBBEAN CRUISES LTD 780153AZ5 Sep 2022 115,000 -45,000 $122K -28.5% 0.01% DBT
514 DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 233853AH3 — 150,000 — $122K -1.7% 0.01% DBT
515 NISSAN AUTO LEASE TRUST NALT_22-A 65480LAC9 — 120,753 -68,770 $121K -36.3% 0.01% ABS-O
516 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QEBT8 — 135,692 New $120K — 0.01% ABS-MBS
517 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XCM39 — 131,421 New $116K — 0.01% ABS-MBS
518 WALT DISNEY CO 254687FR2 Sep 2022 120,000 — $115K -1.6% 0.01% DBT
519 LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5 52475XAA2 — 124,198 -3,606 $115K -1.2% 0.01% ABS-CBDO
520 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EPD6 — 114,918 New $114K — 0.01% ABS-MBS
521 GLOBAL SC FINANCE SRL SEACO_19-1A 37891TAB6 Sep 2022 123,333 -5,000 $114K -6.6% 0.01% ABS-O
522 NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C 63942JAA5 — 130,816 -5,950 $113K -5.5% 0.01% ABS-O
523 CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7 12530BAA7 — 119,145 -8,617 $112K -6.9% 0.01% ABS-CBDO
524 VERIZON COMMUNICATIONS INC 92343VFR0 — 142,000 — $112K -2.2% 0.01% DBT
525 FEDERAL HOME LOAN MORTGAGE CORP 3133KTS92 — 130,090 New $111K — 0.01% ABS-MBS
526 BOCA COMMERCIAL MORTGAGE TRUST 22-BOCA 05592LAA4 — 110,000 — $109K +2.3% 0.01% ABS-CBDO
527 SPRINT CAPITAL CORPORATION 852060AT9 — 90,000 — $109K -0.7% 0.01% DBT
528 CME CHICAGO MERCANTILE EXCHANGE UBU3 Sep 2022 71 New $108K — 0.01% DIR
529 ORACLE CORP 68389XBX2 Sep 2022 150,000 — $107K +0.7% 0.01% DBT
530 FEDERAL HOME LOAN MORTGAGE CORP 3132DQAR7 — 107,870 New $106K — 0.01% ABS-MBS
531 MERCK & CO INC 58933YBC8 — 118,000 — $106K -1.4% 0.01% DBT
532 ARROYO MORTGAGE TRUST ARRW_21-1R 042853AA9 — 130,962 -5,561 $105K -5.4% 0.01% ABS-CBDO
533 PETROLEOS MEXICANOS 706451BG5 Sep 2022 150,000 — $105K -4.3% 0.01% DBT
534 UNITED STATES TREASURY 912810TS7 — 106,000 New $104K — 0.01% DBT
535 SERVICENOW INC 81762PAE2 Sep 2022 130,000 — $103K -1.7% 0.01% DBT
536 MERCK & CO INC 58933YAX3 Sep 2022 110,000 — $103K -2.7% 0.01% DBT
537 SEASONED CREDIT RISK TRANSFER SCRT_17-1 35563PAP4 Sep 2022 110,466 -2,889 $102K -4.4% 0.01% ABS-CBDO
538 BAT CAPITAL CORP 05526DBP9 — 105,000 — $102K -1.4% 0.01% DBT
539 ONEOK INC 682680BF9 Sep 2022 97,000 — $102K -1.8% 0.01% DBT
540 7-ELEVEN INC 817826AE0 Sep 2022 128,000 — $101K -0.2% 0.01% DBT
541 JPMORGAN CHASE & CO 46647PDM5 — 100,000 — $100K -1.1% 0.01% DBT
542 AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-A 00834JAA8 — 100,000 — $100K -0.0% 0.01% ABS-O
543 NISSAN AUTO LEASE TRUST NALT_21-A 65480DAC7 — 100,141 -80,938 $99K -44.2% 0.01% ABS-O
544 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3 96043PAJ0 — 100,000 — $99K -1.3% 0.01% ABS-O
545 FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3 35564KUW7 — 97,491 -6,412 $98K -5.9% 0.01% ABS-CBDO
546 TRICON RESIDENTIAL TRUST TCN_23-SFR1 89616WAA6 — 100,000 New $98K — 0.01% ABS-CBDO
547 BX TRUST BX_21-ACNT 05609QAE6 — 100,000 — $97K +3.0% 0.01% ABS-CBDO
548 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-3 02582JJV3 — 100,000 — $97K -1.3% 0.01% ABS-O
549 PFS FINANCING CORP PFSFC_22-D 69335PEP6 — 100,000 — $97K -1.4% 0.01% ABS-O
550 AMERICAN HOMES 4 RENT AH4R_15-SFR2 02666BAB2 — 100,000 — $96K -1.6% 0.01% ABS-O
551 AMGEN INC 031162DU1 — 95,000 — $96K -2.3% 0.01% DBT
552 BX TRUST BX_21-ARIA 05608RAG0 — 100,000 — $96K +2.7% 0.01% ABS-CBDO
553 ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1 68236WAA0 — 100,000 — $96K +2.7% 0.01% ABS-O
554 BOEING CO 097023CW3 Sep 2022 95,000 — $95K -1.1% 0.01% DBT
555 EXTENDED STAY AMERICA TRUST ESA_21-ESH 30227FAA8 — 96,374 -1,245 $95K -0.2% 0.01% ABS-CBDO
556 PACIFIC GAS AND ELECTRIC CO 694308JK4 Sep 2022 105,000 — $94K -2.6% 0.01% DBT
557 HERTZ VEHICLE FINANCING LLC HERTZ_21-1 42806MAB5 — 100,000 — $94K +0.3% 0.01% ABS-O
558 BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR 05608WAL8 — 96,933 -1,480 $93K +0.7% 0.01% ABS-CBDO
559 VF CORP VFC Sep 2022 4,833 — $92K -16.7% 0.01% EC
560 FLAGSTAR MORTGAGE TRUST FSMT_21-10INV 33851RAB7 — 113,585 -2,077 $92K -2.3% 0.01% ABS-CBDO
561 AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2 05377REA8 Sep 2022 100,000 — $92K -0.8% 0.01% ABS-O
562 BAT CAPITAL CORP 05526DBK0 Jun 2022 121,000 — $91K -1.6% 0.01% DBT
563 OPORTUN FUNDING LLC OPTN_21-B 68377GAA4 — 100,000 — $91K +0.3% 0.01% ABS-O
564 PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3 74331UAA6 — 99,321 -423 $90K -1.9% 0.01% ABS-CBDO
565 WELLS FARGO & CO 95000U2U6 — 105,000 — $90K -1.3% 0.01% DBT
566 BX TRUST BX_22-PSB 05606DAS7 — 89,262 -9,595 $89K -9.5% 0.01% ABS-CBDO
567 PACIFIC GAS AND ELECTRIC CO 694308HP5 Sep 2022 97,000 — $89K -1.6% 0.01% DBT
568 TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 89469TAA1 — 100,000 — $88K +0.0% 0.01% DBT
569 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140MD2Y3 — 96,345 -419 $88K -2.4% 0.01% ABS-MBS
570 HJ HEINZ CO 50077LAD8 Sep 2022 93,000 — $88K -1.2% 0.01% DBT
571 HERTZ VEHICLE FINANCING LLC HERTZ_21-2 42806MAF6 — 100,000 — $88K -0.8% 0.01% ABS-O
572 FIRSTENERGY CORP 337932AP2 Sep 2022 107,000 — $87K -1.7% 0.01% DBT
573 HERTZ VEHICLE FINANCING LLC HERTZ_21-2 42806MAG4 — 100,000 — $86K +0.1% 0.01% ABS-O
574 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X8W45 — 97,051 New $86K — 0.01% ABS-MBS
575 BOEING CO 097023DA0 Sep 2022 91,000 — $85K -1.9% 0.01% DBT
576 CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB6 12527LAA0 — 89,109 -8,681 $84K -9.3% 0.01% ABS-CBDO
577 INTERNATIONAL FLAVORS & FRAGRANCES INC 459506AP6 — 100,000 — $84K -0.6% 0.01% DBT
578 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QEP22 — 94,988 New $84K — 0.01% ABS-MBS
579 NUTRIEN LTD 67077MAZ1 — 84,000 — $84K -1.4% 0.01% DBT
580 SEASONED CREDIT RISK TRANSFER SCRT_17-4 35563PDD8 Sep 2022 93,000 -1,880 $84K -4.5% 0.01% ABS-CBDO
581 AMERICAN HOMES 4 RENT AH4R_15-SFR2 02666BAA4 — 86,387 -495 $83K -2.4% 0.01% ABS-O
582 META PLATFORMS INC 30303M8J4 — 95,000 — $83K -1.2% 0.01% DBT
583 BANK OF AMERICA CORP 06051GKY4 — 84,000 — $82K -1.1% 0.01% DBT
584 AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2 02665UAA3 — 84,478 -650 $82K -1.3% 0.01% ABS-O
585 CF HIPPOLYTA ISSUER LLC SORT_20-1 12530MAC9 Sep 2022 89,945 -305 $80K -1.4% 0.01% ABS-O
586 WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3 96043PAG6 — 80,000 — $79K -0.5% 0.01% ABS-O
587 NGL ENERGY OPERATING LLC 62922LAA6 Sep 2022 80,000 — $79K +2.1% 0.01% DBT
588 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO 46655AAG3 — 100,000 — $77K -3.2% 0.01% ABS-CBDO
589 BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1 10569XAA7 — 86,367 -2,542 $76K -3.9% 0.01% ABS-CBDO
590 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-2 03065WAC9 — 75,202 -26,337 $75K -25.8% 0.01% ABS-O
591 UNITED STATES TREASURY 91282CET4 — 80,000 New $75K — 0.01% DBT
592 CF HIPPOLYTA ISSUER LLC SORT_20-1 12530MAD7 Sep 2022 89,945 -305 $75K -2.7% 0.01% ABS-O
593 CF HIPPOLYTA ISSUER LLC SORT_20-1 12530MAB1 Sep 2022 87,753 -408 $73K -1.6% 0.01% ABS-O
594 SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1 78398AAB9 — 73,000 New $73K — 0.01% ABS-O
595 FIVE 2023-V1 MORTGAGE TRUST 337964AC4 — 73,000 — $73K -2.2% 0.01% ABS-CBDO
596 CANADIAN PACIFIC RAILWAY CO 13645RBH6 — 102,000 — $72K -1.0% 0.01% DBT
597 DT AUTO OWNER TRUST DTAOT_23-1 23346KAA8 — 72,701 -16,522 $72K -18.7% 0.01% ABS-O
598 WARNERMEDIA HOLDINGS INC 55903VBE2 — 88,000 New $72K — 0.01% DBT
599 NEW FORTRESS ENERGY INC 644393AB6 Sep 2022 80,000 — $72K -2.7% 0.01% DBT
600 CPS AUTO RECEIVABLES TRUST CPS_23-A 12664LAA3 — 71,738 -17,492 $71K -19.8% 0.01% ABS-O
601 FEDERAL HOME LOAN MORTGAGE CORP 3133KMRW7 — 80,733 New $71K — 0.01% ABS-MBS
602 AMGEN INC 031162DR8 — 71,000 — $71K -2.5% 0.01% DBT
603 LYB INTERNATIONAL FINANCE III LLC 50249AAJ2 Sep 2022 102,000 — $71K -2.7% 0.01% DBT
604 FLORIDA POWER & LIGHT CO 341081GK7 — 70,000 — $71K -2.5% 0.01% DBT
605 US BANCORP 91159HJM3 — 70,000 New $70K — 0.01% DBT
606 MISSION LANE CREDIT MASTER TRUST MLANE_23-A 60510MAN8 — 70,000 New $69K — 0.01% ABS-O
607 SEASONED CREDIT RISK TRANSFER SCRT_17-4 35563PCM9 Sep 2022 76,964 -1,520 $69K -6.0% 0.01% ABS-CBDO
608 GCI FUNDING I LLC GCI_21-1 36166VAE5 — 81,007 -2,005 $69K -3.7% 0.01% ABS-O
609 BINOM SECURITIZATION TRUST BINOM_22-RPL1 05552CAA2 — 77,731 -3,879 $69K -5.6% 0.01% ABS-CBDO
610 LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2 52476DAA5 — 73,268 -2,794 $68K -4.5% 0.01% ABS-CBDO
611 AMERICA MOVIL SAB DE CV 02364WAM7 — 1,300,000 — $68K +5.7% 0.01% DBT
612 BROADCOM INC 11135FBG5 Sep 2022 91,000 — $67K -0.2% 0.01% DBT
613 CAPITAL ONE FINANCIAL CORP 14040HCY9 — 70,000 — $67K -1.3% 0.01% DBT
614 CENOVUS ENERGY INC 15135UAR0 Sep 2022 73,000 — $66K -2.7% 0.01% DBT
615 HYUNDAI AUTO RECEIVABLES TRUST HART_22-B 44918MAC4 — 66,095 -22,956 $66K -25.8% 0.01% ABS-O
616 STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6 35564KH44 — 64,000 — $66K +1.3% 0.01% ABS-CBDO
617 AMGEN INC 031162DP2 — 65,000 — $65K -2.1% 0.01% DBT
618 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XLB98 — 66,048 New $65K — 0.01% ABS-MBS
619 FINANCE OF AMERICA STRUCTURED FASST_19-JR4 31740BAA3 — 65,378 -900 $64K -2.1% 0.01% ABS-CBDO
620 FEDERAL HOME LOAN MORTGAGE CORP 3132D9EW0 — 74,612 New $64K — 0.01% ABS-MBS
621 CARMAX AUTO OWNER TRUST CARMX_22-3 14318MAC3 — 62,638 -22,666 $63K -26.6% 0.01% ABS-O
622 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-1 80287GAB6 — 61,831 -169 $62K -0.3% 0.01% ABS-O
623 GOLDMAN SACHS GROUP INC 38141GYN8 — 75,000 — $61K -1.4% 0.01% DBT
624 FINANCE OF AMERICA STRUCTURED FASST_19-JR3 31739LAA4 — 58,091 -786 $61K -0.5% 0.01% ABS-CBDO
625 BAT CAPITAL CORP 05526DBF1 Sep 2022 82,000 — $60K -1.2% 0.01% DBT
626 VOLKSWAGEN AUTO LEASE TRUST VWALT_22-A 92868AAB1 — 60,403 -23,738 $60K -28.0% 0.01% ABS-O
627 WASTE MANAGEMENT INC 94106LBT5 — 60,000 — $59K -1.5% 0.00% DBT
628 AT&T INC 00206RJZ6 Sep 2022 75,000 — $58K -2.7% 0.00% DBT
629 DOW CHEMICAL COMPANY (THE) 260543DD2 Sep 2022 75,000 — $56K -0.5% 0.00% DBT
630 PHILIP MORRIS INTERNATIONAL INC 718172DA4 — 56,000 — $55K -2.3% 0.00% DBT
631 CROWN CASTLE INC 22822VBA8 — 56,000 — $55K -2.6% 0.00% DBT
632 PHILIP MORRIS INTERNATIONAL INC 718172DB2 — 55,000 — $55K -2.3% 0.00% DBT
633 CVS HEALTH CORP 126650DV9 — 55,000 — $55K -1.9% 0.00% DBT
634 SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A 78448YAJ0 Sep 2022 63,224 -3,565 $54K -6.0% 0.00% ABS-O
635 EDISON INTERNATIONAL 281020AY3 — 55,000 New $54K — 0.00% DBT
636 INTEL CORP 458140CG3 — 53,000 -54,000 $54K -50.9% 0.00% DBT
637 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-3 36265WAC7 — 51,714 -15,826 $52K -23.4% 0.00% ABS-O
638 CITIGROUP INC 17327CAR4 — 50,000 New $50K — 0.00% DBT
639 AMGEN INC 031162DN7 — 50,000 — $50K -0.6% 0.00% DBT
640 CONSTELLATION BRANDS INC 21036PBN7 — 50,000 — $50K -0.4% 0.00% DBT
641 PNC FINANCIAL SERVICES GROUP INC 693475BR5 — 50,000 New $50K — 0.00% DBT
642 PACIFIC GAS AND ELECTRIC CO 694308KM8 — 50,000 New $50K — 0.00% DBT
643 CVS HEALTH CORP 126650DT4 — 50,000 — $50K -2.0% 0.00% DBT
644 BHG SECURITIZATION TRUST BHG_22-A 054977AA1 — 51,518 -9,035 $49K -14.8% 0.00% ABS-O
645 CONSUMERS ENERGY COMPANY 210518DU7 — 50,000 — $49K -2.4% 0.00% DBT
646 7-ELEVEN INC 817826AB6 Sep 2022 50,000 — $48K +1.2% 0.00% DBT
647 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132Y2KZ8 Sep 2022 48,887 -353 $48K -2.7% 0.00% ABS-MBS
648 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-2 362583AE6 — 48,000 New $47K — 0.00% ABS-O
649 CSX CORP 126408HN6 Sep 2022 50,000 — $46K -1.1% 0.00% DBT
650 RMF BUYOUT ISSUANCE TRUST RBIT_21-HB1 74969TAA8 — 47,790 -8,096 $46K -14.4% 0.00% ABS-CBDO
651 INTEL CORP 458140CF5 — 45,000 — $45K -1.2% 0.00% DBT
652 NASDAQ INC 63111XAG6 — 45,000 New $45K — 0.00% DBT
653 RAYTHEON TECHNOLOGIES CORP 75513ECS8 — 43,000 — $45K -1.4% 0.00% DBT
654 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QEZN5 — 49,571 New $44K — 0.00% ABS-MBS
655 WELLS FARGO & CO 95000U3A9 — 45,000 — $44K -1.0% 0.00% DBT
656 ACHV_23-1PL 00091XAA5 — 43,884 -35,909 $44K -44.9% 0.00% ABS-O
657 GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-3 380130AC8 — 43,532 -19,716 $44K -31.2% 0.00% ABS-O
658 PHILIP MORRIS INTERNATIONAL INC 718172CV9 — 43,000 — $43K -2.0% 0.00% DBT
659 CME GROUP INC 12572QAK1 — 50,000 — $43K -2.1% 0.00% DBT
660 AMGEN INC 031162DK3 — 45,000 — $41K -1.7% 0.00% DBT
661 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140L2R21 — 49,406 New $41K — 0.00% ABS-MBS
662 CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R01 207932AA2 — 40,225 -1,508 $40K -3.3% 0.00% ABS-CBDO
663 TOWD POINT MORTGAGE TRUST TPMT_18-2 89175VAA1 Sep 2022 41,640 -4,116 $40K -9.7% 0.00% ABS-CBDO
664 BANK OF AMERICA CORP 06051GLH0 — 40,000 New $40K — 0.00% DBT
665 WARNERMEDIA HOLDINGS INC 55903VBD4 — 47,000 New $40K — 0.00% DBT
666 JPMORGAN CHASE & CO 46647PDG8 — 40,000 — $39K -1.2% 0.00% DBT
667 BANK OF AMERICA CORP 06051GKW8 — 40,000 — $39K -1.2% 0.00% DBT
668 COREBRIDGE FINANCIAL INC 21871XAM1 — 49,000 New $39K — 0.00% DBT
669 EQUINIX INC 29444UBS4 — 47,000 — $38K -1.1% 0.00% DBT
670 BOSTON PROPERTIES LP 10112RBH6 — 38,000 New $38K — 0.00% DBT
671 AMGEN INC 031162DT4 — 37,000 — $37K -2.7% 0.00% DBT
672 AFFIRM ASSET SECURITIZATION TRUST AFFRM_22-X1 00834HAA2 — 38,174 -24,953 $37K -39.3% 0.00% ABS-O
673 WILLIAMS COMPANIES INC (THE) 969457CA6 — 40,000 — $37K -2.3% 0.00% DBT
674 AEP TRANSMISSION COMPANY LLC 00115AAK5 Sep 2022 45,000 — $36K -3.6% 0.00% DBT
675 ONEOK INC 682680BB8 Sep 2022 42,000 — $36K -1.7% 0.00% DBT
676 NAVIENT STUDENT LOAN TRUST NAVSL_21-A 63942BAA2 Sep 2022 41,563 -2,343 $36K -6.1% 0.00% ABS-O
677 DTE ELECTRIC COMPANY 23338VAS5 — 35,000 — $36K -1.6% 0.00% DBT
678 FLORIDA POWER & LIGHT CO 341081GL5 — 35,000 — $36K -2.1% 0.00% DBT
679 US BANCORP 91159HJN1 — 35,000 New $35K — 0.00% DBT
680 RISKLESS ISSUER N/A Sep 2022 1 New $35K — 0.00% DIR
681 FEDERAL HOME LOAN MORTGAGE CORP 3132DWHE6 — 35,857 New $35K — 0.00% ABS-MBS
682 MERCK & CO INC 58933YBL8 — 35,000 New $35K — 0.00% DBT
683 PFIZER INVESTMENT ENTERPRISES PTE LTD 716973AF9 — 35,000 New $35K — 0.00% DBT
684 ELI LILLY AND CO 532457CE6 — 35,000 — $35K -0.8% 0.00% DBT
685 ASTRAZENECA FINANCE LLC 04636NAF0 — 35,000 — $35K -2.9% 0.00% DBT
686 BHP BILLITON FINANCE (USA) LTD 055451AY4 — 35,000 — $35K -1.2% 0.00% DBT
687 APPLE INC 037833EV8 — 35,000 New $35K — 0.00% DBT
688 PNC FINANCIAL SERVICES GROUP INC 693475BQ7 — 35,000 New $35K — 0.00% DBT
689 BHP BILLITON FINANCE (USA) LTD 055451AZ1 — 35,000 — $35K -1.9% 0.00% DBT
690 MERCK & CO INC 58933YBK0 — 35,000 New $35K — 0.00% DBT
691 FORD CREDIT AUTO OWNER TRUST FORDO_22-B 34534LAC1 — 34,379 -17,419 $34K -33.6% 0.00% ABS-O
692 GOLDMAN SACHS GROUP INC 38141GZM9 — 40,000 — $34K -1.7% 0.00% DBT
693 WELLS FARGO & CO 95000U3B7 — 35,000 — $34K -1.7% 0.00% DBT
694 MOLINA HEALTHCARE INC 60855RAL4 — 40,000 — $34K -0.2% 0.00% DBT
695 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140H6SD2 Sep 2022 35,100 -2,042 $34K -7.8% 0.00% ABS-MBS
696 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X6UE9 — 36,023 -1,004 $34K -4.3% 0.00% ABS-MBS
697 TOWD POINT MORTGAGE TRUST TPMT_17-6 89175JAA8 Sep 2022 35,184 -2,331 $33K -6.8% 0.00% ABS-CBDO
698 EQT CORP 26884LAL3 Sep 2022 35,000 — $33K -0.7% 0.00% DBT
699 SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4 80286FAB9 — 32,113 -59,597 $32K -64.9% 0.00% ABS-O
700 CENTENE CORP 15135BAZ4 — 40,000 — $32K -1.6% 0.00% DBT
701 CSX CORP 126408HV8 — 35,000 — $32K -1.3% 0.00% DBT
702 MASTERCARD INC 57636QAW4 — 31,000 — $31K -1.9% 0.00% DBT
703 MARSH & MCLENNAN COMPANIES INC 571748BT8 — 30,000 — $31K -1.2% 0.00% DBT
704 STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6 35564KH36 — 29,351 -2,370 $30K -7.3% 0.00% ABS-CBDO
705 ROYAL BANK OF CANADA 78016FZX5 — 30,000 — $29K -3.2% 0.00% DBT
706 CITIGROUP INC 17327CAQ6 — 35,000 — $29K -1.4% 0.00% DBT
707 CAPITAL ONE FINANCIAL CORP 14040HCX1 — 30,000 — $29K -1.7% 0.00% DBT
708 COREBRIDGE FINANCIAL INC 21871XAH2 — 32,000 New $28K — 0.00% DBT
709 AMERICAN EXPRESS CO 025816DC0 — 28,000 — $28K -2.0% 0.00% DBT
710 APPLE INC 037833EW6 — 27,000 New $28K — 0.00% DBT
711 HYUNDAI AUTO RECEIVABLES TRUST HART_23-A 448979AD6 — 28,000 New $28K — 0.00% ABS-O
712 LAD AUTO RECEIVABLES TRUST LADAR_23-1A 505710AB9 — 27,664 -336 $28K -1.5% 0.00% ABS-O
713 HYUNDAI AUTO RECEIVABLES TRUST HART_23-A 448979AE4 — 28,000 New $27K — 0.00% ABS-O
714 DUKE ENERGY FLORIDA LLC 26444HAN1 — 25,000 — $27K -2.1% 0.00% DBT
715 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132Y2LS3 Sep 2022 27,129 -268 $27K -2.8% 0.00% ABS-MBS
716 EIDP INC 263534CR8 — 27,000 New $26K — 0.00% DBT
717 EDISON INTERNATIONAL 281020AW7 — 25,000 — $26K -2.7% 0.00% DBT
718 KINDER MORGAN INC 49456BAX9 — 27,000 — $26K -2.5% 0.00% DBT
719 ZOETIS INC 98978VAV5 — 25,000 — $26K -2.0% 0.00% DBT
720 DISCOVER FINANCIAL SERVICES 254709AS7 — 25,000 — $26K -0.1% 0.00% DBT
721 CONOCOPHILLIPS CO 20826FBE5 — 25,000 New $25K — 0.00% DBT
722 NISOURCE INC 65473PAP0 — 25,000 New $25K — 0.00% DBT
723 SOUTHERN CALIFORNIA EDISON CO 842400HU0 — 25,000 — $25K -2.4% 0.00% DBT
724 WEC ENERGY GROUP INC 92939UAJ5 — 25,000 — $25K -1.9% 0.00% DBT
725 MORGAN STANLEY 61747YFA8 — 25,000 — $25K -2.2% 0.00% DBT
726 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-2 362583AD8 — 25,000 New $25K — 0.00% ABS-O
727 JPMORGAN CHASE & CO 46647PDH6 — 25,000 — $24K -1.7% 0.00% DBT
728 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132Y0KM1 Sep 2022 25,418 -1,425 $24K -7.5% 0.00% ABS-MBS
729 CVS HEALTH CORP 126650DY3 — 24,000 New $24K — 0.00% DBT
730 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140HLS64 Sep 2022 24,966 -794 $24K -5.3% 0.00% ABS-MBS
731 GREAT WOLF TRUST GWT_19-WOLF 39152TAA8 — 24,000 — $24K +1.0% 0.00% ABS-CBDO
732 ELI LILLY AND CO 532457CG1 — 23,000 — $24K -0.7% 0.00% DBT
733 PHILIP MORRIS INTERNATIONAL INC 718172CW7 — 23,000 — $23K -2.5% 0.00% DBT
734 BMW US CAPITAL LLC 05565ECB9 — 25,000 — $23K -0.7% 0.00% DBT
735 CVS HEALTH CORP 126650DU1 — 23,000 — $23K -2.4% 0.00% DBT
736 BHP BILLITON FINANCE (USA) LTD 055451BA5 — 23,000 — $23K -2.4% 0.00% DBT
737 FEDERAL HOME LOAN MORTGAGE CORP 3133KRKF0 — 21,000 New $22K — 0.00% ABS-MBS
738 AON CORP 03740LAG7 — 21,000 — $21K -2.8% 0.00% DBT
739 TOWD POINT MORTGAGE TRUST TPMT_18-5 89176VAK8 Sep 2022 22,039 -1,002 $21K -5.1% 0.00% ABS-CBDO
740 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QNCZ3 — 23,050 -108 $21K -2.4% 0.00% ABS-MBS
741 EQUINIX INC 29444UBL9 Sep 2022 25,000 — $21K -1.2% 0.00% DBT
742 TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C 89231CAC1 — 20,897 -5,752 $21K -21.6% 0.00% ABS-O
743 NORTHROP GRUMMAN CORP 666807CJ9 — 21,000 — $20K -2.3% 0.00% DBT
744 UNION ELECTRIC CO 906548CU4 — 25,000 — $20K -2.9% 0.00% DBT
745 CCO HOLDINGS LLC 1248EPCQ4 — 25,000 — $20K -2.9% 0.00% DBT
746 NASDAQ INC 63111XAH4 — 20,000 New $20K — 0.00% DBT
747 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QKGB8 — 22,380 New $20K — 0.00% ABS-MBS
748 EXXON MOBIL CORP 30231GBM3 Sep 2022 25,000 — $19K -2.5% 0.00% DBT
749 LOCKHEED MARTIN CORP 539830BV0 — 19,000 — $19K -2.1% 0.00% DBT
750 MORGAN STANLEY 61747YEU5 — 20,000 — $19K -2.1% 0.00% DBT
751 MPLX LP 55336VBU3 — 20,000 — $19K -2.4% 0.00% DBT
752 ALTRIA GROUP INC 02209SBN2 Sep 2022 28,000 — $19K -0.8% 0.00% DBT
753 MERCK & CO INC 58933YBM6 — 18,000 New $18K — 0.00% DBT
754 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132Y2JY3 Sep 2022 18,623 -1,377 $18K -8.5% 0.00% ABS-MBS
755 PORTUGAL (REPUBLIC OF) N/A Sep 2022 18,000 New $18K — 0.00% DBT
756 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140HJY62 Sep 2022 18,679 -143 $18K -3.1% 0.00% ABS-MBS
757 FEDERAL HOME LOAN MORTGAGE CORP 3133KRKA1 — 17,000 New $18K — 0.00% ABS-MBS
758 INTERCONTINENTAL EXCHANGE INC 45866FAW4 — 18,000 — $17K -2.3% 0.00% DBT
759 FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4 35564KWS4 — 17,314 -1,109 $17K -5.8% 0.00% ABS-CBDO
760 SEASONED CREDIT RISK TRANSFER SCRT_18-3 35563PGG8 Sep 2022 18,529 -698 $17K -5.7% 0.00% ABS-CBDO
761 FEDERAL HOME LOAN MORTGAGE CORP 3133KRKD5 — 17,000 New $17K — 0.00% ABS-MBS
762 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132XYT56 Sep 2022 18,012 -1,419 $17K -9.4% 0.00% ABS-MBS
763 EQT CORP 26884LAN9 — 20,000 — $17K -0.7% 0.00% DBT
764 NASDAQ INC 63111XAJ0 — 17,000 New $17K — 0.00% DBT
765 MPLX LP 55336VBT6 — 20,000 — $17K -2.3% 0.00% DBT
766 AMERICAN INTERNATIONAL GROUP INC 026874DS3 — 17,000 — $17K -1.7% 0.00% DBT
767 PETROLEOS MEXICANOS 71654QCP5 — 20,000 — $17K -3.6% 0.00% DBT
768 FEDERAL HOME LOAN MORTGAGE CORP 3133KRJ96 — 16,000 New $17K — 0.00% ABS-MBS
769 BAXTER INTERNATIONAL INC 071813CV9 — 25,000 — $17K +1.6% 0.00% DBT
770 TEXAS NATURAL GAS SECURITIZATION FINANCE CORPORATION TNG_23-1 88258MAB1 — 16,000 — $16K -2.7% 0.00% ABS-O
771 PHILIP MORRIS INTERNATIONAL INC 718172CX5 — 16,000 — $16K -2.4% 0.00% DBT
772 STRUCTURED AGENCY CREDIT RISK STACR_19-3SC 35563PLH0 Sep 2022 16,987 -683 $16K -5.8% 0.00% ABS-CBDO
773 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XBYF1 — 17,865 New $16K — 0.00% ABS-MBS
774 CHARTER COMMUNICATIONS OPERATING LLC 161175BV5 Sep 2022 25,000 — $16K -1.3% 0.00% DBT
775 AMGEN INC 031162DF4 — 19,000 — $16K -2.5% 0.00% DBT
776 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132XY2H9 Sep 2022 16,349 -1,397 $16K -9.9% 0.00% ABS-MBS
777 ELEVANCE HEALTH INC 28622HAB7 — 16,000 — $16K -3.4% 0.00% DBT
778 UNION PACIFIC CORP 907818FZ6 — 20,000 — $15K -2.4% 0.00% DBT
779 ALTRIA GROUP INC 02209SAV5 — 22,000 — $15K -2.6% 0.00% DBT
780 INTERCONTINENTAL EXCHANGE INC 45866FAX2 — 16,000 — $15K -2.4% 0.00% DBT
781 CHARLES SCHWAB CORP/THE 808513CE3 — 15,000 New $15K — 0.00% DBT
782 NUTRIEN LTD 67077MBB3 — 15,000 — $15K -2.6% 0.00% DBT
783 STATE STREET CORP 857477BZ5 — 15,000 — $15K -0.8% 0.00% DBT
784 UNION PACIFIC CORP 907818FX1 — 17,000 — $15K -1.7% 0.00% DBT
785 HCA INC 404119CC1 — 18,000 — $14K -0.9% 0.00% DBT
786 JPMORGAN CHASE & CO 46647PCU8 — 17,000 — $14K -1.5% 0.00% DBT
787 ELI LILLY AND CO 532457CH9 — 14,000 — $14K -0.8% 0.00% DBT
788 INTEL CORP 458140CJ7 — 14,000 -8,000 $14K -36.6% 0.00% DBT
789 TOWD POINT MORTGAGE TRUST TPMT_17-3 89169DAA9 Sep 2022 14,436 -2,285 $14K -13.6% 0.00% ABS-CBDO
790 FEDERAL HOME LOAN MORTGAGE CORP 3133KJXM9 — 15,822 New $14K — 0.00% ABS-MBS
791 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QEZS4 — 15,171 New $13K — 0.00% ABS-MBS
792 REPUBLIC SERVICES INC 760759BC3 — 13,000 — $13K -2.1% 0.00% DBT
793 PFIZER INVESTMENT ENTERPRISES PTE LTD 716973AE2 — 13,000 New $13K — 0.00% DBT
794 ELEVANCE HEALTH INC 28622HAC5 — 13,000 — $13K -2.7% 0.00% DBT
795 PFIZER INVESTMENT ENTERPRISES PTE LTD 716973AG7 — 12,000 New $12K — 0.00% DBT
796 GOLDEN ST TOB SECURITIZATION CORP CALIF 38122NB50 — 15,000 — $12K -2.5% 0.00% DBT
797 TOWD POINT MORTGAGE TRUST TPMT_16-5 89173CAA5 Sep 2022 12,238 -4,883 $12K -28.3% 0.00% ABS-CBDO
798 7-ELEVEN INC 817826AD2 Sep 2022 14,000 -3,000 $12K -18.2% 0.00% DBT
799 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132Y1BL1 Sep 2022 11,721 -1,267 $11K -11.2% 0.00% ABS-MBS
800 FEDERAL HOME LOAN MORTGAGE CORP 3133KRJ88 — 11,000 New $11K — 0.00% ABS-MBS
801 NASDAQ INC 63111XAL5 — 11,000 New $11K — 0.00% DBT
802 MCDONALDS CORP 58013MFQ2 — 12,000 — $11K -1.9% 0.00% DBT
803 HUMANA INC 444859BT8 — 12,000 — $11K -2.7% 0.00% DBT
804 RAYTHEON TECHNOLOGIES CORP 75513ECQ2 — 11,000 — $11K -1.6% 0.00% DBT
805 CELANESE US HOLDINGS LLC 15089QAP9 — 10,000 — $10K -0.6% 0.00% DBT
806 KINDER MORGAN INC 49456BAW1 — 11,000 — $10K -1.8% 0.00% DBT
807 AMERICAN TOWER CORP 03027XBW9 — 11,000 — $10K -0.4% 0.00% DBT
808 TRUIST FINANCIAL CORP 89788MAP7 — 10,000 New $10K — 0.00% DBT
809 MCDONALDS CORP 58013MFT6 — 10,000 — $10K -2.0% 0.00% DBT
810 BROADCOM INC 11135FBT7 — 11,000 — $10K -0.6% 0.00% DBT
811 ELEVANCE HEALTH INC 28622HAA9 — 10,000 — $10K -1.5% 0.00% DBT
812 CIE FINANCIERE RICHEMONT SA CFRWT Sep 2022 7,130 New $10K — 0.00% EC
813 UNITED STATES TREASURY 91282CFV8 — 9,000 — $9K -2.8% 0.00% DBT
814 CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1 17328JAA5 Sep 2022 9,858 -307 $9K -4.4% 0.00% ABS-CBDO
815 SOUTH32 TREASURY LTD 84055BAA1 — 10,000 — $9K -1.6% 0.00% DBT
816 SEASONED CREDIT RISK TRANSFER SCRT_19-3 35563PLG2 Sep 2022 9,665 -208 $9K -6.5% 0.00% ABS-CBDO
817 FEDERAL HOME LOAN MORTGAGE CORP 3133KRKB9 — 8,000 New $8K — 0.00% ABS-MBS
818 NASDAQ INC 63111XAK7 — 8,000 New $8K — 0.00% DBT
819 ASTRAZENECA PLC 046353AZ1 — 11,000 — $8K -2.5% 0.00% DBT
820 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31419BL60 Sep 2022 8,026 -89 $8K -2.6% 0.00% ABS-MBS
821 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31419AKZ9 Jun 2022 8,266 -229 $8K -4.5% 0.00% ABS-MBS
822 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132XYT49 Sep 2022 7,926 -1,661 $8K -19.1% 0.00% ABS-MBS
823 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140HPZH3 Sep 2022 7,754 -46 $7K -2.8% 0.00% ABS-MBS
824 BAKER HUGHES HOLDINGS LLC 05724BAD1 — 8,000 — $7K -0.5% 0.00% DBT
825 INTERNATIONAL FLAVORS & FRAGRANCES INC 459506AS0 — 10,000 — $7K -1.7% 0.00% DBT
826 GILEAD SCIENCES INC 375558BY8 — 8,000 — $7K -0.8% 0.00% DBT
827 REGENERON PHARMACEUTICALS INC 75886FAE7 — 8,000 — $6K -1.5% 0.00% DBT
828 MASCO CORP 574599BR6 Sep 2022 10,000 — $6K -5.3% 0.00% DBT
829 FEDERAL HOME LOAN MORTGAGE CORP 3133KRKC7 — 6,000 New $6K — 0.00% ABS-MBS
830 MCDONALDS CORP 58013MFS8 — 6,000 — $6K -2.1% 0.00% DBT
831 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31419BMY8 Sep 2022 5,895 -105 $6K -3.1% 0.00% ABS-MBS
832 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138ATCK4 Sep 2022 6,117 -330 $6K -6.8% 0.00% ABS-MBS
833 COREBRIDGE FINANCIAL INC 21871XAK5 — 7,000 New $6K — 0.00% DBT
834 BOSTON PROPERTIES LP 10112RBF0 — 7,000 New $5K — 0.00% DBT
835 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31417J3C2 Sep 2022 4,891 -48 $5K -2.4% 0.00% ABS-MBS
836 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140HPZ34 Sep 2022 4,891 -46 $5K -2.8% 0.00% ABS-MBS
837 ANHEUSER-BUSCH INBEV WORLDWIDE INC 035240AT7 — 5,000 — $5K -1.5% 0.00% DBT
838 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31419BNG6 Sep 2022 4,362 -35 $4K -2.4% 0.00% ABS-MBS
839 FEDERAL HOME LOAN MORTGAGE CORP 3133KRKG8 — 4,000 New $4K — 0.00% ABS-MBS
840 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31419BM36 Sep 2022 3,706 -697 $4K -17.6% 0.00% ABS-MBS
841 UNITED STATES TREASURY 91282CGT2 — 3,500 New $3K — 0.00% DBT
842 BROADCOM INC 11135FBR1 — 3,000 — $3K -1.3% 0.00% DBT
843 SVB FINANCIAL GROUP 78486QAQ4 — 38,000 — $3K +9.7% 0.00% DBT
844 CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R01 20754RAA4 — 2,669 -916 $3K -25.4% 0.00% ABS-CBDO
845 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31419BM93 Sep 2022 2,289 -48 $2K -3.6% 0.00% ABS-MBS
846 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31412RDK0 Sep 2022 2,088 -38 $2K -3.3% 0.00% ABS-MBS
847 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138WRMC1 Sep 2022 1,951 -23 $2K -3.0% 0.00% ABS-MBS
848 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138YFA79 Sep 2022 1,864 -22 $2K -3.2% 0.00% ABS-MBS
849 BROADCOM INC 11135FBP5 — 2,000 — $2K -0.3% 0.00% DBT
850 REGENERON PHARMACEUTICALS INC 75886FAF4 Sep 2022 2,000 — $1K -3.5% 0.00% DBT
851 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31412QFH7 Sep 2022 1,224 -134 $1K -11.1% 0.00% ABS-MBS
852 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140GRPG3 Sep 2022 1,269 -8 $1K -3.0% 0.00% ABS-MBS
853 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138WMKN0 Sep 2022 1,179 -17 $1K -3.3% 0.00% ABS-MBS
854 CME CHICAGO MERCANTILE EXCHANGE ZNU3 Sep 2022 6 New $930 — 0.00% DIR
855 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418Q6C2 Sep 2022 839 -665 $829 -45.6% 0.00% ABS-MBS
856 FEDERAL HOME LOAN MORTGAGE CORP - GOLD 3132J66L3 Sep 2022 814 -7 $784 -2.6% 0.00% ABS-MBS
857 UNITED STATES TREASURY 91282CBT7 — 800 — $723 -1.3% 0.00% DBT
858 GINNIE MAE II POOL 36176FZR2 Sep 2022 460 +5 $444 -1.0% 0.00% ABS-MBS
859 GINNIE MAE II POOL 36296L4V9 Sep 2022 390 -33 $387 -9.6% 0.00% ABS-MBS
860 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31400RR94 Sep 2022 129 -3 $130 -3.8% 0.00% ABS-MBS
861 GINNIE MAE II POOL 36176HLE2 Sep 2022 133 +2 $126 +0.6% 0.00% ABS-MBS
862 GINNIE MAE II POOL 3620ACNJ9 Sep 2022 46 — $44 -2.4% 0.00% ABS-MBS
863 MOSCOW EXCHANGE MICEX-RTS PJSC MOEX Sep 2022 875,002 New $0 — 0.00% EC
864 GAZPROM PJSC GAZP Sep 2022 880,428 New $0 — 0.00% EC
865 SBERBANK OF RUSSIA PJSC SBER Sep 2022 204,176 New $0 — 0.00% EC
866 CME CHICAGO MERCANTILE EXCHANGE ZBU3 Sep 2022 9 New $-2218 — -0.00% DIR
867 CME CHICAGO MERCANTILE EXCHANGE TNU3 Sep 2022 2 New $-2659 — -0.00% DIR
868 RISKLESS ISSUER N/A Sep 2022 1 New $-13662 — -0.00% DIR
869 RISKLESS ISSUER N/A Sep 2022 1 New $-16013 — -0.00% DIR
870 RISKLESS ISSUER N/A Sep 2022 1 New $-19746 — -0.00% DIR
871 RISKLESS ISSUER N/A Sep 2022 1 New $-27292 — -0.00% DIR
872 RISKLESS ISSUER N/A Sep 2022 1 New $-74083 — -0.01% DIR
873 RISKLESS ISSUER N/A Sep 2022 1 New $-89773 — -0.01% DIR
874 RISKLESS ISSUER N/A Sep 2022 1 New $-96871 — -0.01% DIR
875 RISKLESS ISSUER N/A Sep 2022 1 New $-97937 — -0.01% DIR
876 CME CHICAGO MERCANTILE EXCHANGE ZTU3 Sep 2022 224 New $-578257 — -0.05% DIR
877 CME CHICAGO MERCANTILE EXCHANGE ZFU3 Sep 2022 456 New $-843641 — -0.07% DIR
✕ UNITED STATES TREASURY 91282CGN5 — 21,528,400 Exited $21.7M — — —
✕ UNIFORM MBS 01F052656 — 13,674,000 Exited $13.8M — — —
✕ GINNIE MAE II POOL 21H050656 — 6,950,000 Exited $7.0M — — —
✕ UNIFORM MBS 01F040651 — 2,665,000 Exited $2.6M — — —
✕ UNIFORM MBS 01F042657 — 2,341,007 Exited $2.3M — — —
✕ UNIFORM MBS 01F062648 — 2,034,900 Exited $2.1M — — —
✕ UNIFORM MBS 01F030652 — 2,280,000 Exited $2.0M — — —
✕ UNITED STATES TREASURY 91282CDH1 — 2,025,000 Exited $1.9M — — —
✕ GINNIE MAE II POOL 21H040640 — 1,968,000 Exited $1.9M — — —
✕ KEURIG DR PEPPER INC 49271V100 — 49,126 Exited $1.7M — — —
✕ GINNIE MAE II POOL 21H050649 — 1,710,216 Exited $1.7M — — —
✕ UNIFORM MBS 01F032658 — 1,721,003 Exited $1.6M — — —
✕ GINNIE MAE II POOL 21H040657 — 1,600,000 Exited $1.5M — — —
✕ UNIFORM MBS 01F050650 — 1,425,864 Exited $1.4M — — —
✕ UNITED STATES TREASURY 91282CBE0 — 1,355,000 Exited $1.3M — — —
✕ UNIFORM MBS 01F022451 — 1,215,000 Exited $1.1M — — —
✕ UNITED STATES TREASURY 91282CGD7 — 1,073,000 Exited $1.1M — — —
✕ DANAHER CORP 235851409 — 841 Exited $1.1M — — —
✕ UNITED STATES TREASURY 91282CGM7 — 920,000 Exited $0.9M — — —
✕ KEYCORP 493267108 — 73,429 Exited $0.9M — — —
✕ UNITED STATES TREASURY 912828YL8 — 931,209 Exited $0.9M — — —
✕ UNITED STATES TREASURY 91282CDD0 — 875,000 Exited $0.9M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418ENM8 — 708,928 Exited $0.7M — — —
✕ COREBRIDGE FINANCIAL INC 21871X109 — 44,617 Exited $0.7M — — —
✕ GINNIE MAE II POOL 21H052645 — 670,000 Exited $0.7M — — —
✕ UNIFORM MBS 01F060659 — 470,000 Exited $0.5M — — —
✕ UNIFORM MBS 01F022444 — 493,000 Exited $0.5M — — —
✕ UNIFORM MBS 01F030645 — 434,000 Exited $0.4M — — —
✕ UNIFORM MBS 01F022659 — 390,000 Exited $0.3M — — —
✕ UNIFORM MBS 01F040644 — 342,347 Exited $0.3M — — —
✕ GINNIE MAE II POOL 36179XQX7 — 300,968 Exited $0.3M — — —
✕ BOEING CO 097023CS2 — 270,000 Exited $0.3M — — —
✕ UNIFORM MBS 01F032641 — 278,997 Exited $0.3M — — —
✕ STRUCTURED AGENCY CREDIT RISK STACR_15-DNA3 3137G0GW3 — 238,048 Exited $0.2M — — —
✕ FEDERAL HOME LOAN MORTGAGE CORP 3132DWFX6 — 215,195 Exited $0.2M — — —
✕ ASHTEAD CAPITAL INC 04505AAA7 — 200,000 Exited $0.2M — — —
✕ COREBRIDGE FINANCIAL INC 21871XAE9 — 180,000 Exited $0.2M — — —
✕ UNIFORM MBS 01F020646 — 135,000 Exited $0.1M — — —
✕ UNIFORM MBS 01F020653 — 100,000 Exited $0.1M — — —
✕ WARNERMEDIA HOLDINGS INC 55903VAQ6 — 88,000 Exited $0.1M — — —
✕ CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4 12529LAA8 — 60,823 Exited $0.1M — — —
✕ CANADIAN PACIFIC RAILWAY CO 13645RBF0 — 60,000 Exited $0.1M — — —
✕ FEDERAL NATIONAL MORTGAGE ASSOCIATION 31418EDE7 — 45,718 Exited $0.0M — — —
✕ WARNERMEDIA HOLDINGS INC 55903VAN3 — 47,000 Exited $0.0M — — —
✕ UNIFORM MBS 01F050643 — 39,136 Exited $0.0M — — —
✕ CULLEN/FROST BANKERS INC 229899109 — 368 Exited $0.0M — — —
✕ COREBRIDGE FINANCIAL INC 21871XAL3 — 49,000 Exited $0.0M — — —
✕ ABBVIE INC 00287YCB3 — 39,000 Exited $0.0M — — —
✕ WARNERMEDIA HOLDINGS INC 55903VAL7 — 36,000 Exited $0.0M — — —
✕ AMERICAN EXPRESS CO 025816DA4 — 33,000 Exited $0.0M — — —
✕ COREBRIDGE FINANCIAL INC 21871XAG4 — 32,000 Exited $0.0M — — —
✕ INTEL CORP 458140CH1 — 25,000 Exited $0.0M — — —
✕ STATE STREET CORP 857477CA9 — 25,000 Exited $0.0M — — —
✕ INTEL CORP 458140CE8 — 24,000 Exited $0.0M — — —
✕ ABBVIE INC 00287YBX6 — 25,000 Exited $0.0M — — —
✕ CHARLES SCHWAB CORP/THE 808513BY0 — 25,000 Exited $0.0M — — —
✕ EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4 30166BAB8 — 19,896 Exited $0.0M — — —
✕ EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-3 30166YAB8 — 13,172 Exited $0.0M — — —
✕ NORFOLK SOUTHERN CORPORATION 655844CQ9 — 7,000 Exited $0.0M — — —
✕ COREBRIDGE FINANCIAL INC 21871XAJ8 — 7,000 Exited $0.0M — — —