SIIT LIMITED DURATION BOND FUND
SEI INSTITUTIONAL INVESTMENTS TRUST
+539
New
539
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | United States of America | 91282CBV2 | Feb 2023 | 102,495,000 | $97.2M | 5.04% | SN |
| 2 | United States of America | 91282CBA8 | Feb 2023 | 96,350,000 | $92.6M | 4.80% | SN |
| 3 | United States of America | 91282CCG4 | Feb 2023 | 96,375,000 | $90.6M | 4.69% | SN |
| 4 | United States of America | 91282CGN5 | Feb 2023 | 90,335,000 | $90.0M | 4.66% | SN |
| 5 | United States of America | 91282CBQ3 | Feb 2023 | 100,780,000 | $89.6M | 4.64% | SN |
| 6 | United States of America | 1TUM3 | Feb 2023 | 352 | $71.7M | 3.71% | DIR |
| 7 | United States of America | 91282CGG0 | Feb 2023 | 71,475,000 | $70.5M | 3.65% | SN |
| 8 | United States of America | 91282CGL9 | Feb 2023 | 66,765,000 | $65.8M | 3.41% | SN |
| 9 | United States of America | 912828ZF0 | Feb 2023 | 66,535,000 | $61.0M | 3.16% | SN |
| 10 | United States of America | 912828YY0 | Feb 2023 | 59,580,000 | $56.3M | 2.92% | SN |
| 11 | United States of America | 91282CAM3 | Feb 2023 | 44,500,000 | $39.9M | 2.07% | SN |
| 12 | United States of America | 912828XB1 | Feb 2023 | 34,885,000 | $33.0M | 1.71% | SN |
| 13 | United States of America | 91282CAP6 | Feb 2023 | 34,000,000 | $33.0M | 1.71% | SN |
| 14 | Federal National Mortgage Association | 01F050635 | Feb 2023 | 27,750,000 | $27.3M | 1.41% | DBT |
| 15 | United States of America | 91282CEW7 | Feb 2023 | 25,070,000 | $24.1M | 1.25% | SN |
| 16 | SEI Daily Income Trust: Government Fund; Class F Shares | 783965593 | Feb 2023 | 17,856,697 | $17.9M | 0.92% | STIV |
| 17 | Federal National Mortgage Association | 01F022642 | Feb 2023 | 20,450,000 | $17.3M | 0.90% | DBT |
| 18 | Federal National Mortgage Association | 01F042632 | Feb 2023 | 17,975,000 | $17.3M | 0.90% | DBT |
| 19 | N/A | 05916SQ11 | Feb 2023 | 15,000,000 | $15.0M | 0.78% | ABS-APCP |
| 20 | S&P GLOBAL INC. | 78513LQ28 | Feb 2023 | 15,000,000 | $15.0M | 0.78% | ABS-APCP |
| 21 | THE GOLDMAN SACHS GROUP, INC. | 38141GYL2 | Feb 2023 | 13,525,000 | $13.1M | 0.68% | DBT |
| 22 | BANK OF AMERICA CORPORATION | 06051GKM0 | Feb 2023 | 13,165,000 | $12.6M | 0.65% | DBT |
| 23 | The Bank of New York Mellon Corporation | 06406RBF3 | Feb 2023 | 12,570,000 | $12.3M | 0.63% | DBT |
| 24 | 7-ELEVEN, INC. | 817826AB6 | Feb 2023 | 12,395,000 | $11.8M | 0.61% | DBT |
| 25 | BANQUE CANADIENNE IMPERIALE DE COMMERCE | 13607HR46 | Feb 2023 | 12,295,000 | $11.8M | 0.61% | DBT |
| 26 | WELLS FARGO & COMPANY | 95000U2H5 | Feb 2023 | 12,395,000 | $11.8M | 0.61% | DBT |
| 27 | JPMORGAN CHASE & CO. | 46647PAY2 | Feb 2023 | 11,855,000 | $11.7M | 0.61% | DBT |
| 28 | NEW YORK LIFE GLOBAL FUNDING | 64952WET6 | Feb 2023 | 12,010,000 | $11.7M | 0.60% | DBT |
| 29 | Saudi Arabian Oil Company | 80414L2C8 | Feb 2023 | 11,985,000 | $11.6M | 0.60% | DBT |
| 30 | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A | 34528QHF4 | Feb 2023 | 12,000,000 | $11.5M | 0.59% | ABS-MBS |
| 31 | PORT AUTH N Y & N J | 73358W4V3 | Feb 2023 | 11,480,000 | $11.3M | 0.59% | DBT |
| 32 | THE BANK OF NOVA SCOTIA | 06417XAH4 | Feb 2023 | 11,780,000 | $11.3M | 0.59% | DBT |
| 33 | BANQUE ROYALE DU CANADA | 78016EYM3 | Feb 2023 | 12,025,000 | $11.3M | 0.58% | DBT |
| 34 | Eversource Energy | 30040WAS7 | Feb 2023 | 11,020,000 | $10.8M | 0.56% | DBT |
| 35 | Freddie Mac | 3134GXG24 | Feb 2023 | 11,005,000 | $10.7M | 0.56% | DBT |
| 36 | PARKER-HANNIFIN CORPORATION | 701094AQ7 | Feb 2023 | 10,840,000 | $10.6M | 0.55% | DBT |
| 37 | GOLDEN CREDIT CARD TRUST | 380881FP2 | Feb 2023 | 10,525,000 | $10.3M | 0.53% | ABS-MBS |
| 38 | Federal National Mortgage Association | 01F030637 | Feb 2023 | 11,175,000 | $9.8M | 0.51% | DBT |
| 39 | CommonSpirit Health | 20268JAE3 | Feb 2023 | 10,550,000 | $9.6M | 0.50% | DBT |
| 40 | LA BANQUE TORONTO-DOMINION | 89114TZL9 | Feb 2023 | 10,220,000 | $9.5M | 0.49% | DBT |
| 41 | VERIZON COMMUNICATIONS INC. | 92343VEN0 | Feb 2023 | 9,695,000 | $9.4M | 0.48% | DBT |
| 42 | F&G GLOBAL FUNDING | 30321L2B7 | Feb 2023 | 10,100,000 | $9.3M | 0.48% | DBT |
| 43 | BROADCOM CORPORATION | 11134LAF6 | Feb 2023 | 9,320,000 | $9.2M | 0.48% | DBT |
| 44 | NEW YORK ST DORM AUTH ST PERS INCOME TAX REV | 64990FD43 | Feb 2023 | 9,775,000 | $9.0M | 0.47% | DBT |
| 45 | Nationwide Building Society | 63859UBG7 | Feb 2023 | 9,445,000 | $9.0M | 0.47% | DBT |
| 46 | Freddie Mac | 3134GYFG2 | Feb 2023 | 9,000,000 | $8.9M | 0.46% | DBT |
| 47 | JPMORGAN CHASE & CO. | 46647PCT1 | Feb 2023 | 9,595,000 | $8.9M | 0.46% | DBT |
| 48 | BENCHMARK MORTGAGE TRUST | 08162MAV0 | Feb 2023 | 9,585,000 | $8.9M | 0.46% | ABS-MBS |
| 49 | THERMO FISHER SCIENTIFIC INC. | 883556CS9 | Feb 2023 | 9,455,000 | $8.9M | 0.46% | DBT |
| 50 | Freddie Mac | 3137BHXJ1 | Feb 2023 | 9,044,763 | $8.7M | 0.45% | DBT |
| 51 | Government National Mortgage Association 2 | 21H022630 | Feb 2023 | 10,075,000 | $8.7M | 0.45% | DBT |
| 52 | DTE ENERGY COMPANY | 233331BD8 | Feb 2023 | 8,830,000 | $8.6M | 0.45% | DBT |
| 53 | CAPITAL ONE MULTI-ASSET EXECUTION TRUST | 14041NGA3 | Feb 2023 | 8,680,000 | $8.4M | 0.43% | ABS-MBS |
| 54 | HORMEL FOODS CORPORATION | 440452AG5 | Feb 2023 | 8,800,000 | $8.3M | 0.43% | DBT |
| 55 | ENTERPRISE FLEET FINANCING LLC | 29374JAB1 | Feb 2023 | 8,195,000 | $8.1M | 0.42% | ABS-MBS |
| 56 | The Huntington National Bank | 44644MAD3 | Feb 2023 | 8,020,000 | $7.9M | 0.41% | DBT |
| 57 | NATIONAL SECURITIES CLEARING CORPORATION | 637639AG0 | Feb 2023 | 7,700,000 | $7.7M | 0.40% | DBT |
| 58 | CITIGROUP INC. | 172967MX6 | Feb 2023 | 8,035,000 | $7.6M | 0.39% | DBT |
| 59 | VMWARE, INC. | 928563AH8 | Feb 2023 | 8,020,000 | $7.5M | 0.39% | DBT |
| 60 | THE FEDERAL HOME LOAN BANKS | 3130AR2C4 | Feb 2023 | 7,815,000 | $7.4M | 0.38% | DBT |
| 61 | PACIFICORP | 695114CR7 | Feb 2023 | 7,405,000 | $7.3M | 0.38% | DBT |
| 62 | KEURIG DR PEPPER INC. | 49271VAL4 | Feb 2023 | 7,575,000 | $7.2M | 0.37% | DBT |
| 63 | BANK OF AMERICA CORPORATION | 06051GJD2 | Feb 2023 | 7,815,000 | $7.1M | 0.37% | DBT |
| 64 | DUKE ENERGY CORPORATION | 26441CAN5 | Feb 2023 | 7,200,000 | $7.1M | 0.37% | DBT |
| 65 | COREBRIDGE FINANCIAL, INC. | 21871XAA7 | Feb 2023 | 7,110,000 | $6.8M | 0.35% | DBT |
| 66 | NEW YORK N Y CITY HSG DEV CORP REV | 64966WGX9 | Feb 2023 | 6,650,000 | $6.5M | 0.34% | DBT |
| 67 | Freddie Mac | 3134GXA61 | Feb 2023 | 6,275,000 | $6.1M | 0.32% | DBT |
| 68 | LA BANQUE TORONTO-DOMINION | 891160TC7 | Feb 2023 | 6,135,000 | $5.9M | 0.31% | DBT |
| 69 | NISSAN AUTO LEASE TRUST | 65480VAE3 | Feb 2023 | 6,000,000 | $5.9M | 0.31% | ABS-MBS |
| 70 | Federal National Mortgage Association | 01F020646 | Feb 2023 | 7,150,000 | $5.8M | 0.30% | DBT |
| 71 | JACKSON NATIONAL LIFE GLOBAL FUNDING | 46849LUV1 | Feb 2023 | 6,055,000 | $5.6M | 0.29% | DBT |
| 72 | NELNET PRIVATE EDUCATION LOAN TRUST | 64035DAB2 | Feb 2023 | 6,194,911 | $5.5M | 0.29% | ABS-MBS |
| 73 | BANQUE DE MONTREAL | 06368D6Y5 | Feb 2023 | 5,510,000 | $5.3M | 0.28% | DBT |
| 74 | ALABAMA FED AID HWY FIN AUTH SPL OBLIG REV | 010268CM0 | Feb 2023 | 5,635,000 | $5.1M | 0.27% | DBT |
| 75 | Federal National Mortgage Association | 01F040636 | Feb 2023 | 5,325,000 | $5.0M | 0.26% | DBT |
| 76 | TOYOTA AUTO RECEIVABLES OWNER TRUST | 89231CAD9 | Feb 2023 | 5,024,000 | $4.9M | 0.25% | ABS-MBS |
| 77 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63941JAA6 | Feb 2023 | 5,343,074 | $4.9M | 0.25% | ABS-MBS |
| 78 | PRKCM TRUST | 69361JAA4 | Feb 2023 | 5,740,434 | $4.7M | 0.25% | ABS-MBS |
| 79 | FRESB MORTGAGE TRUST | 30297DAJ9 | Feb 2023 | 4,968,880 | $4.7M | 0.25% | ABS-MBS |
| 80 | OBX TRUST | 67114VAA1 | Feb 2023 | 5,687,757 | $4.7M | 0.25% | ABS-MBS |
| 81 | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST | 465968AF2 | Feb 2023 | 4,967,953 | $4.7M | 0.24% | ABS-MBS |
| 82 | HSBC HOLDINGS PLC | 404280CS6 | Feb 2023 | 5,000,000 | $4.7M | 0.24% | DBT |
| 83 | CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES | 12514MBA2 | Feb 2023 | 4,953,950 | $4.7M | 0.24% | ABS-MBS |
| 84 | SEI Daily Income Trust: Government Fund; Class F Shares | 783965593 | Feb 2023 | 4,685,953 | $4.7M | 0.24% | STIV |
| 85 | SANTANDER CONSUMER AUTO RECEIVABLES TRUST | 802830AN9 | Feb 2023 | 4,710,000 | $4.6M | 0.24% | ABS-MBS |
| 86 | DT AUTO OWNER TRUST | 23345YAC5 | Feb 2023 | 4,770,000 | $4.6M | 0.24% | ABS-MBS |
| 87 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63942LAA0 | Feb 2023 | 5,296,173 | $4.6M | 0.24% | ABS-MBS |
| 88 | N/A | 2063C1Q11 | Feb 2023 | 4,525,000 | $4.5M | 0.23% | ABS-APCP |
| 89 | FORD CREDIT AUTO LEASE TRUST | 345287AE6 | Feb 2023 | 4,500,000 | $4.5M | 0.23% | ABS-MBS |
| 90 | AMERICAN ELECTRIC POWER COMPANY, INC. | 025537AK7 | Feb 2023 | 4,470,000 | $4.3M | 0.22% | DBT |
| 91 | GSK CONSUMER HEALTHCARE CAPITAL US LLC | 36264FAH4 | Feb 2023 | 4,375,000 | $4.3M | 0.22% | DBT |
| 92 | Freddie Mac | 3132CWM43 | Feb 2023 | 4,109,426 | $3.9M | 0.20% | DBT |
| 93 | GA GLOBAL FUNDING TRUST | 36143L2J3 | Feb 2023 | 4,101,000 | $3.9M | 0.20% | DBT |
| 94 | Federal National Mortgage Association | 3140QBRJ9 | Feb 2023 | 3,963,697 | $3.8M | 0.20% | DBT |
| 95 | WELLS FARGO & COMPANY | 95000U2V4 | Feb 2023 | 3,950,000 | $3.7M | 0.19% | DBT |
| 96 | DONLEN FLEET LEASE FUNDING 2 | 257812AE7 | Feb 2023 | 3,743,000 | $3.5M | 0.18% | ABS-MBS |
| 97 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63942BAA2 | Feb 2023 | 4,026,843 | $3.5M | 0.18% | ABS-MBS |
| 98 | NEW JERSEY ST TPK AUTH TPK REV | 646140DM2 | Feb 2023 | 3,595,000 | $3.5M | 0.18% | DBT |
| 99 | MASTER CREDIT CARD TRUST II | 576339CJ2 | Feb 2023 | 3,500,000 | $3.3M | 0.17% | ABS-MBS |
| 100 | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST | 46590RAF6 | Feb 2023 | 3,406,004 | $3.3M | 0.17% | ABS-MBS |
| 101 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63941XAA5 | Feb 2023 | 3,472,130 | $3.1M | 0.16% | ABS-MBS |
| 102 | MIAMI-DADE CNTY FLA AVIATION REV | 59333P4K1 | Feb 2023 | 3,145,000 | $3.0M | 0.15% | DBT |
| 103 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST | 96042XAE5 | Feb 2023 | 2,940,000 | $2.9M | 0.15% | ABS-MBS |
| 104 | OWNIT MORTGAGE LOAN TRUST | 69121PDY6 | Feb 2023 | 3,090,826 | $2.9M | 0.15% | ABS-MBS |
| 105 | Government National Mortgage Association 2 | 21H042638 | Feb 2023 | 2,975,000 | $2.9M | 0.15% | DBT |
| 106 | J.P. MORGAN MORTGAGE ACQUISITION CORPORATION | 46630CAF1 | Feb 2023 | 3,000,000 | $2.9M | 0.15% | ABS-MBS |
| 107 | FLAGSHIP CREDIT AUTO TRUST | 33843WAE1 | Feb 2023 | 3,030,000 | $2.8M | 0.15% | ABS-MBS |
| 108 | WORLD OMNI AUTO RECEIVABLE TRUST | 98163LAE0 | Feb 2023 | 3,050,000 | $2.8M | 0.14% | ABS-MBS |
| 109 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63941HAA0 | Feb 2023 | 3,069,595 | $2.8M | 0.14% | ABS-MBS |
| 110 | PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED | 744573AN6 | Feb 2023 | 2,825,000 | $2.7M | 0.14% | DBT |
| 111 | DENVER COLO CITY & CNTY ARPT REV | 249182PL4 | Feb 2023 | 2,865,000 | $2.7M | 0.14% | DBT |
| 112 | CARMAX AUTO OWNER TRUST | 14317HAD3 | Feb 2023 | 2,762,000 | $2.7M | 0.14% | ABS-MBS |
| 113 | MICHIGAN FIN AUTH REV | 59447TA60 | Feb 2023 | 2,730,000 | $2.7M | 0.14% | DBT |
| 114 | EXETER AUTOMOBILE RECEIVABLES TRUST | 30167HAJ7 | Feb 2023 | 2,750,000 | $2.6M | 0.14% | ABS-MBS |
| 115 | GS MORTGAGE SECURITIES TRUST | 36252SAT4 | Feb 2023 | 2,645,000 | $2.6M | 0.13% | ABS-MBS |
| 116 | BEAR STEARNS ASSET BACKED SECURITIES INC | 07389MAB3 | Feb 2023 | 2,621,748 | $2.5M | 0.13% | ABS-MBS |
| 117 | AMGEN INC. | 031162DP2 | Feb 2023 | 2,465,000 | $2.5M | 0.13% | DBT |
| 118 | GCAT TRUST | 36167KAA6 | Feb 2023 | 2,930,582 | $2.5M | 0.13% | ABS-MBS |
| 119 | HILLSBOROUGH CNTY FLA AVIATION AUTH REV | 432308S88 | Feb 2023 | 2,575,000 | $2.5M | 0.13% | DBT |
| 120 | MORGAN STANLEY | 6174468V4 | Feb 2023 | 2,775,000 | $2.4M | 0.13% | DBT |
| 121 | EXETER AUTOMOBILE RECEIVABLES TRUST | 30165JAE6 | Feb 2023 | 2,550,000 | $2.4M | 0.13% | ABS-MBS |
| 122 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST | 025297AD4 | Feb 2023 | 2,460,000 | $2.4M | 0.12% | ABS-MBS |
| 123 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80286WAG1 | Feb 2023 | 2,500,000 | $2.4M | 0.12% | ABS-MBS |
| 124 | PFS FINANCING CORP. | 69335PEH4 | Feb 2023 | 2,400,000 | $2.4M | 0.12% | ABS-MBS |
| 125 | J.P. MORGAN WEALTH MANAGEMENT MORTGAGE TRUST | 46591HBK5 | Feb 2023 | 2,706,898 | $2.4M | 0.12% | ABS-MBS |
| 126 | FREMONT HOME LOAN OWNER TRUST | 35729PNC0 | Feb 2023 | 2,549,495 | $2.4M | 0.12% | ABS-MBS |
| 127 | FLAGSHIP CREDIT AUTO TRUST | 33845FAG1 | Feb 2023 | 2,450,000 | $2.4M | 0.12% | ABS-MBS |
| 128 | JPMORGAN CHASE & CO. | 46647PCW4 | Feb 2023 | 2,595,000 | $2.4M | 0.12% | DBT |
| 129 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST | 03066GAG4 | Feb 2023 | 2,375,000 | $2.3M | 0.12% | ABS-MBS |
| 130 | AMERICAN EXPRESS COMPANY | 025816CQ0 | Feb 2023 | 2,485,000 | $2.3M | 0.12% | DBT |
| 131 | METROPOLITAN LIFE GLOBAL FUNDING I | 59217GBY4 | Feb 2023 | 2,500,000 | $2.3M | 0.12% | DBT |
| 132 | MAGNETITE CLO, LIMITED | 55953TAS6 | Feb 2023 | 2,349,634 | $2.3M | 0.12% | ABS-CBDO |
| 133 | LHOME MORTGAGE TRUST | 50203RAA8 | Feb 2023 | 2,500,000 | $2.3M | 0.12% | ABS-MBS |
| 134 | JPMORGAN CHASE & CO. | 46647PBZ8 | Feb 2023 | 2,325,000 | $2.3M | 0.12% | DBT |
| 135 | MILL CITY MORTGAGE LOAN TRUST | 59982HAC4 | Feb 2023 | 2,496,069 | $2.3M | 0.12% | ABS-MBS |
| 136 | DRIVE AUTO RECEIVABLES TRUST | 262104AF9 | Feb 2023 | 2,470,000 | $2.3M | 0.12% | ABS-MBS |
| 137 | CHICAGO ILL O HARE INTL ARPT REV | 167593S60 | Feb 2023 | 2,375,000 | $2.3M | 0.12% | DBT |
| 138 | BANK | 06541XAD2 | Feb 2023 | 2,398,484 | $2.3M | 0.12% | ABS-MBS |
| 139 | NEW CENTURY HOME EQUITY LOAN TRUST | 64352VQR5 | Feb 2023 | 2,345,541 | $2.3M | 0.12% | ABS-MBS |
| 140 | TOWD POINT MORTGAGE TRUST | 89178BAA2 | Feb 2023 | 2,436,569 | $2.3M | 0.12% | ABS-MBS |
| 141 | BANK OF AMERICA CORPORATION | 06051GKJ7 | Feb 2023 | 2,500,000 | $2.2M | 0.12% | DBT |
| 142 | DALLAS FORT WORTH TEX INTL ARPT REV | 2350364L1 | Feb 2023 | 2,400,000 | $2.2M | 0.12% | DBT |
| 143 | FLAGSHIP CREDIT AUTO TRUST | 33844TAG2 | Feb 2023 | 2,400,000 | $2.2M | 0.12% | ABS-MBS |
| 144 | GREENWOOD PARK CLO, LTD | 39729RAB4 | Feb 2023 | 2,250,000 | $2.2M | 0.12% | ABS-CBDO |
| 145 | WarnerMedia Holdings, Inc. | 55903VAG8 | Feb 2023 | 2,400,000 | $2.2M | 0.11% | DBT |
| 146 | Freddie Mac | 3132DWC27 | Feb 2023 | 2,569,760 | $2.2M | 0.11% | DBT |
| 147 | EXTENDED STAY AMERICA TRUST | 30227FAA8 | Feb 2023 | 2,163,242 | $2.1M | 0.11% | ABS-MBS |
| 148 | BANC OF AMERICA FUNDING TRUST | 05969KBB8 | Feb 2023 | 2,198,452 | $2.1M | 0.11% | ABS-MBS |
| 149 | Freddie Mac | 3132DWDC4 | Feb 2023 | 2,595,034 | $2.1M | 0.11% | DBT |
| 150 | LSTAR COMMERCIAL MORTGAGE TRUST | 50219QAC8 | Feb 2023 | 2,089,877 | $2.1M | 0.11% | ABS-MBS |
| 151 | Freddie Mac | 3137H5FY8 | Feb 2023 | 2,280,555 | $2.0M | 0.11% | DBT |
| 152 | EXETER AUTOMOBILE RECEIVABLES TRUST | 30168AAE2 | Feb 2023 | 2,015,000 | $2.0M | 0.11% | ABS-MBS |
| 153 | WELLS FARGO & COMPANY | 95000U2K8 | Feb 2023 | 2,145,000 | $2.0M | 0.10% | DBT |
| 154 | Credit Suisse Group AG | 225401AM0 | Feb 2023 | 2,210,000 | $2.0M | 0.10% | DBT |
| 155 | BANK | 06650AAC1 | Feb 2023 | 2,108,571 | $2.0M | 0.10% | ABS-MBS |
| 156 | CHASE AUTO CREDIT LINKED NOTES | 48128U2M0 | Feb 2023 | 2,078,098 | $2.0M | 0.10% | ABS-MBS |
| 157 | SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY | 87166PAG6 | Feb 2023 | 2,055,000 | $2.0M | 0.10% | ABS-MBS |
| 158 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63941UAA1 | Feb 2023 | 2,228,151 | $2.0M | 0.10% | ABS-MBS |
| 159 | MADISON PARK FUNDING, LTD. | 55822BAA3 | Feb 2023 | 1,973,684 | $2.0M | 0.10% | ABS-CBDO |
| 160 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63942LAA0 | Feb 2023 | 2,282,833 | $2.0M | 0.10% | ABS-MBS |
| 161 | Federal National Mortgage Association | 31418D7K2 | Feb 2023 | 2,212,712 | $2.0M | 0.10% | DBT |
| 162 | RBS COMMERCIAL FUNDING INC TRUST | 74932QAA8 | Feb 2023 | 2,010,000 | $1.9M | 0.10% | ABS-MBS |
| 163 | MADISON PARK FUNDING, LTD. | 55818YBN0 | Feb 2023 | 1,956,727 | $1.9M | 0.10% | ABS-CBDO |
| 164 | DRIVE AUTO RECEIVABLES TRUST | 262104AE2 | Feb 2023 | 2,000,000 | $1.9M | 0.10% | ABS-MBS |
| 165 | CSMC MORTGAGE BACKED TRUST | 12650EAJ6 | Feb 2023 | 1,982,005 | $1.9M | 0.10% | ABS-MBS |
| 166 | Freddie Mac | 3137FARE0 | Feb 2023 | 1,980,096 | $1.9M | 0.10% | DBT |
| 167 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 94989JAY2 | Feb 2023 | 2,007,601 | $1.9M | 0.10% | ABS-MBS |
| 168 | CSMC TRUST | 12659QAC5 | Feb 2023 | 1,929,501 | $1.9M | 0.10% | ABS-MBS |
| 169 | Federal National Mortgage Association | 3140X7LR8 | Feb 2023 | 2,033,231 | $1.9M | 0.10% | DBT |
| 170 | Freddie Mac | 3137FBTA4 | Feb 2023 | 1,943,814 | $1.9M | 0.10% | DBT |
| 171 | J.P. MORGAN MORTGAGE ACQUISITION CORPORATION | 46631KAA3 | Feb 2023 | 1,905,881 | $1.9M | 0.10% | ABS-MBS |
| 172 | BX TRUST | 12434CAA2 | Feb 2023 | 1,921,000 | $1.9M | 0.10% | ABS-MBS |
| 173 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63935BAA1 | Feb 2023 | 2,061,143 | $1.9M | 0.10% | ABS-MBS |
| 174 | GS MORTGAGE SECURITIES TRUST | 36251PAE4 | Feb 2023 | 1,938,962 | $1.9M | 0.10% | ABS-MBS |
| 175 | FIRST FRANKLIN MORTGAGE LOAN TRUST | 32029AAA5 | Feb 2023 | 1,980,423 | $1.8M | 0.10% | ABS-MBS |
| 176 | MAINE ST HSG AUTH MTG PUR | 56052FJB2 | Feb 2023 | 1,840,000 | $1.8M | 0.10% | DBT |
| 177 | PHYSICIANS REALTY L.P. | 71951QAA0 | Feb 2023 | 1,880,000 | $1.8M | 0.09% | DBT |
| 178 | AT&T INC. | 00206RJX1 | Feb 2023 | 2,000,000 | $1.8M | 0.09% | DBT |
| 179 | DBGS MORTGAGE TRUST | 23306GAA5 | Feb 2023 | 1,772,700 | $1.8M | 0.09% | ABS-MBS |
| 180 | BMO MORTGAGE TRUST | 05602QAU7 | Feb 2023 | 1,777,156 | $1.8M | 0.09% | ABS-MBS |
| 181 | CITIGROUP MORTGAGE LOAN TRUST INC | 17309PAS5 | Feb 2023 | 1,849,649 | $1.7M | 0.09% | ABS-MBS |
| 182 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 17291HAA2 | Feb 2023 | 1,782,000 | $1.7M | 0.09% | ABS-MBS |
| 183 | CEDAR FUNDING LTD | 15032TBC9 | Feb 2023 | 1,745,000 | $1.7M | 0.09% | ABS-CBDO |
| 184 | PROGRESS RESIDENTIAL MASTER TRUST | 74333LAA4 | Feb 2023 | 1,876,682 | $1.7M | 0.09% | ABS-MBS |
| 185 | BENCHMARK MORTGAGE TRUST | 08160BAB0 | Feb 2023 | 1,750,000 | $1.7M | 0.09% | ABS-MBS |
| 186 | VOYA CLO | 92915UAG9 | Feb 2023 | 1,745,312 | $1.7M | 0.09% | ABS-CBDO |
| 187 | TRICON AMERICAN HOMES TRUST | 89613FAA6 | Feb 2023 | 1,764,395 | $1.7M | 0.09% | ABS-MBS |
| 188 | CONNECTICUT AVENUE SECURITIES | 20755DAA4 | Feb 2023 | 1,698,162 | $1.7M | 0.09% | ABS-MBS |
| 189 | Federal National Mortgage Association | 01F022634 | Feb 2023 | 2,000,000 | $1.7M | 0.09% | DBT |
| 190 | CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES | 12515DAP9 | Feb 2023 | 1,769,875 | $1.7M | 0.09% | ABS-MBS |
| 191 | MICHIGAN FIN AUTH REV | 59447TB44 | Feb 2023 | 1,730,000 | $1.7M | 0.09% | DBT |
| 192 | CITIGROUP INC. | 172967LP4 | Feb 2023 | 1,805,000 | $1.7M | 0.09% | DBT |
| 193 | J.P. MORGAN MORTGAGE ACQUISITION CORPORATION | 46630CAE4 | Feb 2023 | 1,687,026 | $1.7M | 0.09% | ABS-MBS |
| 194 | ORACLE CORPORATION | 68389XCC7 | Feb 2023 | 1,865,000 | $1.7M | 0.09% | DBT |
| 195 | VOYA CLO | 92915QAS2 | Feb 2023 | 1,671,429 | $1.7M | 0.09% | ABS-CBDO |
| 196 | MVW OWNER TRUST | 55389TAA9 | Feb 2023 | 1,843,731 | $1.7M | 0.09% | ABS-MBS |
| 197 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 95000DBE0 | Feb 2023 | 1,726,205 | $1.7M | 0.09% | ABS-MBS |
| 198 | TOWD POINT MORTGAGE TRUST | 89179YAR4 | Feb 2023 | 1,823,351 | $1.6M | 0.08% | ABS-MBS |
| 199 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST | 96042QAL4 | Feb 2023 | 1,700,000 | $1.6M | 0.08% | ABS-MBS |
| 200 | Freddie Mac | 3137BBBD1 | Feb 2023 | 1,625,836 | $1.6M | 0.08% | DBT |
| 201 | DBWF COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES | 23307GAA4 | Feb 2023 | 1,600,000 | $1.6M | 0.08% | ABS-MBS |
| 202 | LMREC INC | 50209TAA8 | Feb 2023 | 1,563,703 | $1.6M | 0.08% | ABS-CBDO |
| 203 | BX COMMERCIAL MORTGAGE TRUST | 05608KAA8 | Feb 2023 | 1,577,000 | $1.5M | 0.08% | ABS-MBS |
| 204 | UBS COMMERCIAL MORTGAGE TRUST | 90353DAV7 | Feb 2023 | 1,554,368 | $1.5M | 0.08% | ABS-MBS |
| 205 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80285VAD1 | Feb 2023 | 1,560,000 | $1.5M | 0.08% | ABS-MBS |
| 206 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 95002XBA2 | Feb 2023 | 1,633,781 | $1.5M | 0.08% | ABS-MBS |
| 207 | IRVINE CORE OFFICE TRUST | 46361TAG7 | Feb 2023 | 1,600,000 | $1.5M | 0.08% | ABS-MBS |
| 208 | JERSEY CENTRAL POWER & LIGHT COMPANY | 476556DB8 | Feb 2023 | 1,545,000 | $1.5M | 0.08% | DBT |
| 209 | HOUSTON TEX ARPT SYS REV | 442349EL6 | Feb 2023 | 1,600,000 | $1.5M | 0.08% | DBT |
| 210 | BEAR STEARNS ASSET BACKED SECURITIES INC | 07388FAH6 | Feb 2023 | 1,528,430 | $1.5M | 0.08% | ABS-MBS |
| 211 | GLOBAL PAYMENTS INC. | 37940XAG7 | Feb 2023 | 1,725,000 | $1.5M | 0.08% | DBT |
| 212 | TRICON AMERICAN HOMES TRUST | 89613FAB4 | Feb 2023 | 1,545,000 | $1.5M | 0.08% | ABS-MBS |
| 213 | LIFE STORAGE LP | 53227JAA2 | Feb 2023 | 1,625,000 | $1.5M | 0.08% | DBT |
| 214 | CITIGROUP INC. | 172967LS8 | Feb 2023 | 1,645,000 | $1.5M | 0.08% | DBT |
| 215 | NEWCASTLE MORTGAGE SECURITIES TRUST | 65106FAA0 | Feb 2023 | 1,567,841 | $1.5M | 0.08% | ABS-MBS |
| 216 | Dominion Energy, Inc. | 25746UDE6 | Feb 2023 | 1,570,000 | $1.5M | 0.08% | DBT |
| 217 | ASHFORD HOSPITALITY TRUST | 04410CAA7 | Feb 2023 | 1,525,000 | $1.5M | 0.08% | ABS-MBS |
| 218 | SAXON ASSET SECURITIES TRUST | 80556AAC1 | Feb 2023 | 1,532,423 | $1.5M | 0.08% | ABS-MBS |
| 219 | CSMC TRUST | 12653VAA4 | Feb 2023 | 1,496,277 | $1.5M | 0.08% | ABS-MBS |
| 220 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST | 466330AA5 | Feb 2023 | 1,502,386 | $1.5M | 0.08% | ABS-MBS |
| 221 | GREAT WOLF TRUST | 39152TAA8 | Feb 2023 | 1,500,000 | $1.5M | 0.08% | ABS-MBS |
| 222 | FIRST FRANKLIN MORTGAGE LOAN TRUST | 32028GAE5 | Feb 2023 | 1,509,070 | $1.5M | 0.08% | ABS-MBS |
| 223 | HUMANA INC. | 444859BD3 | Feb 2023 | 1,500,000 | $1.5M | 0.08% | DBT |
| 224 | COLD STORAGE TRUST | 193051AA7 | Feb 2023 | 1,474,486 | $1.5M | 0.08% | ABS-MBS |
| 225 | ENTERPRISE FLEET FINANCING LLC | 29374EAC0 | Feb 2023 | 1,560,000 | $1.5M | 0.08% | ABS-MBS |
| 226 | Federal National Mortgage Association | 3140X9VK8 | Feb 2023 | 1,529,107 | $1.4M | 0.07% | DBT |
| 227 | HILTON GRAND VACATIONS TRUST | 43285HAA6 | Feb 2023 | 1,526,742 | $1.4M | 0.07% | ABS-MBS |
| 228 | MARGARITAVILLE BEACH RESORT TRUST | 56658LAA8 | Feb 2023 | 1,418,000 | $1.4M | 0.07% | ABS-MBS |
| 229 | EXETER AUTOMOBILE RECEIVABLES TRUST | 30166AAE4 | Feb 2023 | 1,473,000 | $1.4M | 0.07% | ABS-MBS |
| 230 | Federal National Mortgage Association | 3138WGPD0 | Feb 2023 | 1,502,630 | $1.4M | 0.07% | DBT |
| 231 | Credit Suisse Group AG | 225401AT5 | Feb 2023 | 1,710,000 | $1.4M | 0.07% | DBT |
| 232 | Eversource Energy | 30040WAQ1 | Feb 2023 | 1,505,000 | $1.4M | 0.07% | DBT |
| 233 | PEOPLE'S CHOICE HOME LOAN SECURITIES CORP | 71085PDE0 | Feb 2023 | 1,454,304 | $1.4M | 0.07% | ABS-MBS |
| 234 | FIRST FRANKLIN MORTGAGE LOAN TRUST | 320276AB4 | Feb 2023 | 1,395,562 | $1.4M | 0.07% | ABS-MBS |
| 235 | CHASE AUTO OWNER TRUST | 16144JAC5 | Feb 2023 | 1,400,000 | $1.4M | 0.07% | ABS-MBS |
| 236 | BERRY GLOBAL, INC. | 08576PAG6 | Feb 2023 | 1,415,000 | $1.4M | 0.07% | DBT |
| 237 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 17322MAY2 | Feb 2023 | 1,375,000 | $1.3M | 0.07% | ABS-MBS |
| 238 | COMM MORTGAGE TRUST | 12593GAE2 | Feb 2023 | 1,364,876 | $1.3M | 0.07% | ABS-MBS |
| 239 | Federal National Mortgage Association | 3140J8TL7 | Feb 2023 | 1,395,312 | $1.3M | 0.07% | DBT |
| 240 | DNB BANK ASA | 25601B2A2 | Feb 2023 | 1,405,000 | $1.3M | 0.07% | DBT |
| 241 | GS MORTGAGE SECURITIES TRUST | 36198FAD4 | Feb 2023 | 1,293,536 | $1.3M | 0.07% | ABS-MBS |
| 242 | THERMO FISHER SCIENTIFIC INC. | 883556CS9 | Feb 2023 | 1,375,000 | $1.3M | 0.07% | DBT |
| 243 | PFS FINANCING CORP. | 69335PDZ5 | Feb 2023 | 1,350,000 | $1.3M | 0.07% | ABS-MBS |
| 244 | AMERICAN ELECTRIC POWER COMPANY, INC. | 025537AK7 | Feb 2023 | 1,325,000 | $1.3M | 0.07% | DBT |
| 245 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 94989YBA0 | Feb 2023 | 1,300,234 | $1.3M | 0.07% | ABS-MBS |
| 246 | NEXTERA ENERGY CAPITAL HOLDINGS, INC. | 65339KBU3 | Feb 2023 | 1,250,000 | $1.2M | 0.06% | DBT |
| 247 | AMERIQUEST MORTGAGE SECURITIES INC | 03072SQ32 | Feb 2023 | 1,263,872 | $1.2M | 0.06% | ABS-MBS |
| 248 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST | 46644YAW0 | Feb 2023 | 1,278,875 | $1.2M | 0.06% | ABS-MBS |
| 249 | MORGAN STANLEY ABS CAPITAL I, INC. | 61756YAC7 | Feb 2023 | 1,273,393 | $1.2M | 0.06% | ABS-MBS |
| 250 | PALMER SQUARE LOAN FUNDING LTD. | 69702DAA5 | Feb 2023 | 1,244,561 | $1.2M | 0.06% | ABS-CBDO |
| 251 | DBJPM MORTGAGE TRUST | 23312VAD8 | Feb 2023 | 1,287,145 | $1.2M | 0.06% | ABS-MBS |
| 252 | BX COMMERCIAL MORTGAGE TRUST | 12434FAA5 | Feb 2023 | 1,250,000 | $1.2M | 0.06% | ABS-MBS |
| 253 | SANTANDER CONSUMER AUTO RECEIVABLES TRUST | 802830BA6 | Feb 2023 | 1,250,000 | $1.2M | 0.06% | ABS-MBS |
| 254 | Federal National Mortgage Association | 01F020638 | Feb 2023 | 1,500,000 | $1.2M | 0.06% | DBT |
| 255 | MORGAN STANLEY CAPITAL I TRUST | 61691NAC9 | Feb 2023 | 1,265,818 | $1.2M | 0.06% | ABS-MBS |
| 256 | ONEMAIN FINANCIAL ISSUANCE TRUST | 68269LAA4 | Feb 2023 | 1,205,797 | $1.2M | 0.06% | ABS-MBS |
| 257 | Federal National Mortgage Association | 3136B9AC1 | Feb 2023 | 1,212,477 | $1.2M | 0.06% | DBT |
| 258 | ING Groep N.V. | 456837BA0 | Feb 2023 | 1,230,000 | $1.2M | 0.06% | DBT |
| 259 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 17290XAU4 | Feb 2023 | 1,221,346 | $1.2M | 0.06% | ABS-MBS |
| 260 | LCM LTD. | 50188YAE4 | Feb 2023 | 1,182,018 | $1.2M | 0.06% | ABS-CBDO |
| 261 | BBCMS TRUST | 05491RAA3 | Feb 2023 | 1,200,132 | $1.2M | 0.06% | ABS-MBS |
| 262 | BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST | 06427DAQ6 | Feb 2023 | 1,202,157 | $1.2M | 0.06% | ABS-MBS |
| 263 | Government National Mortgage Association | 38379KVD7 | Feb 2023 | 1,161,930 | $1.2M | 0.06% | DBT |
| 264 | WFRBS COMMERCIAL MORTGAGE TRUST | 92939FAU3 | Feb 2023 | 1,183,000 | $1.1M | 0.06% | ABS-MBS |
| 265 | SKYWORKS SOLUTIONS, INC. | 83088MAJ1 | Feb 2023 | 1,145,000 | $1.1M | 0.06% | DBT |
| 266 | CITIGROUP INC. | 172967MT5 | Feb 2023 | 1,165,000 | $1.1M | 0.06% | DBT |
| 267 | Amcor Flexibles North America, Inc | 02343JAA8 | Feb 2023 | 1,165,000 | $1.1M | 0.06% | DBT |
| 268 | LIFE STORAGE LP | 53227JAB0 | Feb 2023 | 1,230,000 | $1.1M | 0.06% | DBT |
| 269 | Government National Mortgage Association | 38378XUK5 | Feb 2023 | 1,152,308 | $1.1M | 0.06% | DBT |
| 270 | CSMC MORTGAGE BACKED TRUST | 12648PEN3 | Feb 2023 | 1,158,664 | $1.1M | 0.06% | ABS-MBS |
| 271 | TAKE-TWO INTERACTIVE SOFTWARE, INC. | 874054AE9 | Feb 2023 | 1,140,000 | $1.1M | 0.06% | DBT |
| 272 | HOUSTON GALLERIA MALL TRUST | 44217NAA4 | Feb 2023 | 1,200,000 | $1.1M | 0.06% | ABS-MBS |
| 273 | TOWD POINT MORTGAGE TRUST | 89179JAA4 | Feb 2023 | 1,255,811 | $1.1M | 0.06% | ABS-MBS |
| 274 | The Bank of New York Mellon Corporation | 06406RAB3 | Feb 2023 | 1,165,000 | $1.1M | 0.06% | DBT |
| 275 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 29429MAA1 | Feb 2023 | 1,115,000 | $1.1M | 0.06% | ABS-MBS |
| 276 | PERKINELMER, INC. | 714046AL3 | Feb 2023 | 1,170,000 | $1.1M | 0.06% | DBT |
| 277 | CIM TRUST | 12568TAC9 | Feb 2023 | 1,131,385 | $1.1M | 0.06% | ABS-MBS |
| 278 | CSMC TRUST | 12653VAC0 | Feb 2023 | 1,097,270 | $1.1M | 0.06% | ABS-MBS |
| 279 | VMWARE, INC. | 928563AH8 | Feb 2023 | 1,155,000 | $1.1M | 0.06% | DBT |
| 280 | GS MORTGAGE SECURITIES CORP. | 36242D3X9 | Feb 2023 | 1,085,990 | $1.1M | 0.06% | ABS-MBS |
| 281 | PROGRESS RESIDENTIAL MASTER TRUST | 74332WAJ2 | Feb 2023 | 1,110,000 | $1.1M | 0.05% | ABS-MBS |
| 282 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST | 03063FAF1 | Feb 2023 | 1,171,000 | $1.1M | 0.05% | ABS-MBS |
| 283 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 95001CAA0 | Feb 2023 | 1,125,000 | $1.1M | 0.05% | ABS-MBS |
| 284 | Freddie Mac | 3132D9B86 | Feb 2023 | 1,101,228 | $1.1M | 0.05% | DBT |
| 285 | FREDDIE MAC STACR REMIC TRUST | 35564KRE1 | Feb 2023 | 1,053,744 | $1.0M | 0.05% | DBT |
| 286 | Federal National Mortgage Association | 3140J9VD0 | Feb 2023 | 1,092,481 | $1.0M | 0.05% | DBT |
| 287 | INDEPENDENCE PLAZA TRUST | 45378YAA2 | Feb 2023 | 1,095,000 | $1.0M | 0.05% | ABS-MBS |
| 288 | COMM MORTGAGE TRUST | 12630DAV6 | Feb 2023 | 1,027,312 | $1.0M | 0.05% | ABS-MBS |
| 289 | STARWOOD PROPERTY MORTGAGE LLC | 78485WAA7 | Feb 2023 | 1,017,103 | $1.0M | 0.05% | ABS-CBDO |
| 290 | WELLS FARGO HOME EQUITY TRUST | 9497EUAK3 | Feb 2023 | 1,022,394 | $1.0M | 0.05% | ABS-MBS |
| 291 | Freddie Mac | 3132A9SE8 | Feb 2023 | 1,092,237 | $1.0M | 0.05% | DBT |
| 292 | PRESTIGE AUTO RECEIVABLES TRUST | 74113RAG4 | Feb 2023 | 1,000,000 | $1.0M | 0.05% | ABS-MBS |
| 293 | REESE PARK CLO LIMITED | 758465AY4 | Feb 2023 | 1,008,333 | $1.0M | 0.05% | ABS-CBDO |
| 294 | NATIONWIDE MUTUAL INSURANCE COMPANY | 638671AJ6 | Feb 2023 | 1,000,000 | $1.0M | 0.05% | DBT |
| 295 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 95001ABB1 | Feb 2023 | 1,042,307 | $998K | 0.05% | ABS-MBS |
| 296 | IMPERIAL BRANDS FINANCE PLC | 453140AF2 | Feb 2023 | 1,035,000 | $995K | 0.05% | DBT |
| 297 | BRIDGE DEBT STRATEGIES FUND MANAGER | 05492KAC3 | Feb 2023 | 1,000,000 | $990K | 0.05% | ABS-CBDO |
| 298 | SPRINT SPECTRUM CO LLC | 85208NAE0 | Feb 2023 | 1,000,000 | $989K | 0.05% | DBT |
| 299 | ITC HOLDINGS CORP. | 465685AR6 | Feb 2023 | 1,000,000 | $986K | 0.05% | DBT |
| 300 | FREMF MORTGAGE TRUST | 35563BAJ9 | Feb 2023 | 1,000,000 | $985K | 0.05% | ABS-MBS |
| 301 | BBCMS TRUST | 05493BAA6 | Feb 2023 | 1,000,000 | $975K | 0.05% | ABS-MBS |
| 302 | BX COMMERCIAL MORTGAGE TRUST | 12433YAA5 | Feb 2023 | 983,957 | $973K | 0.05% | ABS-MBS |
| 303 | MASSACHUSETTS ST SPL OBLIG REV | 576004HG3 | Feb 2023 | 1,000,000 | $970K | 0.05% | DBT |
| 304 | CF HIPPOLYTA ISSUER LLC | 12530MAA3 | Feb 2023 | 1,083,008 | $970K | 0.05% | ABS-MBS |
| 305 | VANTAGE DATA CENTERS ISSUER LLC | 92212KAB2 | Feb 2023 | 1,086,000 | $968K | 0.05% | ABS-MBS |
| 306 | SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED | 87124VAD1 | Feb 2023 | 965,000 | $964K | 0.05% | DBT |
| 307 | WFRBS COMMERCIAL MORTGAGE TRUST | 96221QAD5 | Feb 2023 | 978,687 | $963K | 0.05% | ABS-MBS |
| 308 | ROYALTY PHARMA PLC | 78081BAG8 | Feb 2023 | 985,000 | $961K | 0.05% | DBT |
| 309 | HYUNDAI AUTO LEASE SECURITIZATION TRUST | 44933MAE1 | Feb 2023 | 1,000,000 | $951K | 0.05% | ABS-MBS |
| 310 | MADISON PARK FUNDING, LTD. | 55819QAY3 | Feb 2023 | 958,465 | $948K | 0.05% | ABS-CBDO |
| 311 | NEW YORK ST DORM AUTH ST PERS INCOME TAX REV | 649902S95 | Feb 2023 | 950,000 | $948K | 0.05% | DBT |
| 312 | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD | 03880VAA8 | Feb 2023 | 947,913 | $945K | 0.05% | ABS-CBDO |
| 313 | DISCOVER BANK | 25466AAQ4 | Feb 2023 | 987,000 | $939K | 0.05% | DBT |
| 314 | SLM STUDENT LOAN TRUST | 78448AAA1 | Feb 2023 | 964,530 | $938K | 0.05% | ABS-MBS |
| 315 | PHEAA STUDENT LOAN TRUST I | 69343FAA5 | Feb 2023 | 944,111 | $935K | 0.05% | ABS-MBS |
| 316 | RESIDENTIAL ASSET SECURITIES CORPORATION | 76110W2L9 | Feb 2023 | 941,943 | $934K | 0.05% | ABS-MBS |
| 317 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80286GAG6 | Feb 2023 | 936,652 | $932K | 0.05% | ABS-MBS |
| 318 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 94988XAT3 | Feb 2023 | 951,269 | $931K | 0.05% | ABS-MBS |
| 319 | SLM STUDENT LOAN TRUST | 78446CAA9 | Feb 2023 | 943,453 | $927K | 0.05% | ABS-MBS |
| 320 | NETFLIX, INC. | 64110LAL0 | Feb 2023 | 915,000 | $921K | 0.05% | DBT |
| 321 | SPRINT SPECTRUM CO LLC | 85208NAD2 | Feb 2023 | 928,125 | $917K | 0.05% | DBT |
| 322 | ATHENE GLOBAL FUNDING | 04685A2X8 | Feb 2023 | 920,000 | $914K | 0.05% | DBT |
| 323 | HCA INC. | 404119CD9 | Feb 2023 | 1,000,000 | $910K | 0.05% | DBT |
| 324 | ONE NEW YORK PLAZA TRUST | 68249DAA7 | Feb 2023 | 952,000 | $908K | 0.05% | ABS-MBS |
| 325 | UBS COMMERCIAL MORTGAGE TRUST | 90276UAU5 | Feb 2023 | 948,641 | $905K | 0.05% | ABS-MBS |
| 326 | SOFI PROFESSIONAL LOAN PROGRAM | 83405NAA4 | Feb 2023 | 1,098,904 | $904K | 0.05% | ABS-MBS |
| 327 | Credit Suisse Group AG | 225401AC2 | Feb 2023 | 1,075,000 | $903K | 0.05% | DBT |
| 328 | GS MORTGAGE SECURITIES TRUST | 36252HAE1 | Feb 2023 | 942,806 | $900K | 0.05% | ABS-MBS |
| 329 | STACK INFRASTRUCTURE ISSUER, LLC | 85236KAD4 | Feb 2023 | 1,000,000 | $898K | 0.05% | ABS-MBS |
| 330 | AMMC CLO LIMITED | 00177HAA7 | Feb 2023 | 900,000 | $891K | 0.05% | ABS-CBDO |
| 331 | KILROY REALTY, L.P. | 49427RAM4 | Feb 2023 | 920,000 | $880K | 0.05% | DBT |
| 332 | COMM MORTGAGE TRUST | 12629NAH8 | Feb 2023 | 930,000 | $880K | 0.05% | ABS-MBS |
| 333 | COMM MORTGAGE TRUST | 12630BAZ1 | Feb 2023 | 888,794 | $876K | 0.05% | ABS-MBS |
| 334 | AVOLON HOLDINGS FUNDING LIMITED | 05401AAJ0 | Feb 2023 | 990,000 | $875K | 0.05% | DBT |
| 335 | EFS VOLUNTEER NO 3, LLC | 26845CAC1 | Feb 2023 | 882,441 | $874K | 0.05% | ABS-MBS |
| 336 | Petroleos Mexicanos | 71643VAB1 | Feb 2023 | 1,089,000 | $866K | 0.04% | DBT |
| 337 | TOWD POINT MORTGAGE TRUST | 89180FCD1 | Feb 2023 | 932,132 | $865K | 0.04% | ABS-MBS |
| 338 | Freddie Mac | 3137BJQ71 | Feb 2023 | 900,000 | $857K | 0.04% | DBT |
| 339 | TRINITY ACQUISITION PLC | 89641UAA9 | Feb 2023 | 860,000 | $856K | 0.04% | DBT |
| 340 | JBS USA Lux S.A. | 46590XAF3 | Feb 2023 | 1,025,000 | $852K | 0.04% | DBT |
| 341 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 92922F5T1 | Feb 2023 | 936,274 | $848K | 0.04% | ABS-MBS |
| 342 | BBCMS TRUST | 05492VAA3 | Feb 2023 | 886,086 | $847K | 0.04% | ABS-MBS |
| 343 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 17323YAE9 | Feb 2023 | 861,791 | $841K | 0.04% | ABS-MBS |
| 344 | MACQUARIE GROUP LIMITED | 55608JBA5 | Feb 2023 | 910,000 | $840K | 0.04% | DBT |
| 345 | B.A.T CAPITAL CORPORATION | 05526DAZ8 | Feb 2023 | 860,000 | $829K | 0.04% | DBT |
| 346 | AMMC CLO LIMITED | 00176DAQ2 | Feb 2023 | 821,741 | $815K | 0.04% | ABS-CBDO |
| 347 | B.A.T CAPITAL CORPORATION | 05526DBB0 | Feb 2023 | 895,000 | $815K | 0.04% | DBT |
| 348 | MONONGAHELA POWER COMPANY | 610202BN2 | Feb 2023 | 815,000 | $800K | 0.04% | DBT |
| 349 | CWABS ASSET-BACKED CERTIFICATES TRUST | 12667NAD0 | Feb 2023 | 805,125 | $795K | 0.04% | ABS-MBS |
| 350 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 17324TAF6 | Feb 2023 | 795,823 | $767K | 0.04% | ABS-MBS |
| 351 | ENERGY TRANSFER LP | 86765BAS8 | Feb 2023 | 748,000 | $755K | 0.04% | DBT |
| 352 | SIERRA TIMESHARE RECEIVABLES FUNDING LLC | 82653EAA5 | Feb 2023 | 779,034 | $753K | 0.04% | ABS-MBS |
| 353 | IMPAC CMB TRUST | 45254NJV0 | Feb 2023 | 785,210 | $749K | 0.04% | ABS-MBS |
| 354 | LCM LIMITED PARTNERSHIP | 50189CAN1 | Feb 2023 | 752,346 | $749K | 0.04% | ABS-CBDO |
| 355 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST | 46591AAX3 | Feb 2023 | 752,289 | $748K | 0.04% | ABS-MBS |
| 356 | NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV | 64971XMF2 | Feb 2023 | 820,000 | $746K | 0.04% | DBT |
| 357 | SLM STUDENT LOAN TRUST | 78446YAA1 | Feb 2023 | 774,198 | $745K | 0.04% | ABS-MBS |
| 358 | FS RIALTO ISSUER, LTD. | 30312UAA1 | Feb 2023 | 749,301 | $745K | 0.04% | ABS-CBDO |
| 359 | BAYER US FINANCE II LLC | 07274NAE3 | Feb 2023 | 745,000 | $735K | 0.04% | DBT |
| 360 | NEXTERA ENERGY CAPITAL HOLDINGS, INC. | 65339KCD0 | Feb 2023 | 745,000 | $725K | 0.04% | DBT |
| 361 | BARINGS CLO LTD | 06760EAA4 | Feb 2023 | 723,898 | $723K | 0.04% | ABS-CBDO |
| 362 | MORGAN STANLEY | 61772BAA1 | Feb 2023 | 725,000 | $721K | 0.04% | DBT |
| 363 | COMM MORTGAGE TRUST | 12625KAL9 | Feb 2023 | 750,000 | $717K | 0.04% | ABS-MBS |
| 364 | OAK STREET INVESTMENT GRADE NET LEASE FUND LLC. | 67190AAA4 | Feb 2023 | 814,102 | $712K | 0.04% | ABS-MBS |
| 365 | VICI PROPERTIES L.P. | 92564RAJ4 | Feb 2023 | 725,000 | $707K | 0.04% | DBT |
| 366 | STACK INFRASTRUCTURE ISSUER, LLC | 85236KAC6 | Feb 2023 | 740,000 | $700K | 0.04% | ABS-MBS |
| 367 | T-MOBILE USA, INC. | 87264ABF1 | Feb 2023 | 770,000 | $698K | 0.04% | DBT |
| 368 | GS MORTGAGE-BACKED SECURITIES TRUST | 36256BAC4 | Feb 2023 | 730,779 | $698K | 0.04% | ABS-MBS |
| 369 | Federal National Mortgage Association | 3138ERT83 | Feb 2023 | 728,438 | $696K | 0.04% | DBT |
| 370 | NAVIENT STUDENT LOAN TRUST | 63939GAC2 | Feb 2023 | 712,047 | $691K | 0.04% | ABS-MBS |
| 371 | Freddie Mac | 3137FPHF5 | Feb 2023 | 686,259 | $685K | 0.04% | DBT |
| 372 | COMM MORTGAGE TRUST | 12592PBD4 | Feb 2023 | 695,280 | $682K | 0.04% | ABS-MBS |
| 373 | OPTEUM MORTGAGE ACCEPTANCE CORPORATION | 68383NBA0 | Feb 2023 | 691,756 | $680K | 0.04% | ABS-MBS |
| 374 | AIR LEASE CORPORATION | 00914AAR3 | Feb 2023 | 770,000 | $676K | 0.04% | DBT |
| 375 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 95002RAS7 | Feb 2023 | 689,329 | $669K | 0.03% | ABS-MBS |
| 376 | ORACLE CORPORATION | 68389XCF0 | Feb 2023 | 660,000 | $668K | 0.03% | DBT |
| 377 | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A | 34528QHQ0 | Feb 2023 | 740,000 | $667K | 0.03% | ABS-MBS |
| 378 | Government National Mortgage Association 2 | 36202F2H8 | Feb 2023 | 687,345 | $662K | 0.03% | DBT |
| 379 | HSI ASSET SECURITIZATION CORPORATION TRUST | 40430HEB0 | Feb 2023 | 674,112 | $656K | 0.03% | ABS-MBS |
| 380 | Federal National Mortgage Association | 3138YWKF3 | Feb 2023 | 693,030 | $655K | 0.03% | DBT |
| 381 | THE BOEING COMPANY | 097023DE2 | Feb 2023 | 680,000 | $654K | 0.03% | DBT |
| 382 | T-MOBILE USA, INC. | 87264ABR5 | Feb 2023 | 705,000 | $641K | 0.03% | DBT |
| 383 | HSI ASSET SECURITIZATION CORPORATION TRUST | 40430HDE5 | Feb 2023 | 644,291 | $638K | 0.03% | ABS-MBS |
| 384 | Freddie Mac | 3128MMT29 | Feb 2023 | 680,890 | $634K | 0.03% | DBT |
| 385 | Credit Suisse Group AG | 225401AF5 | Feb 2023 | 770,000 | $632K | 0.03% | DBT |
| 386 | NATIONSTAR HOME EQUITY LOAN TRUST | 63860LAE0 | Feb 2023 | 640,712 | $621K | 0.03% | ABS-MBS |
| 387 | MACQUARIE GROUP LIMITED | 55608JAR9 | Feb 2023 | 705,000 | $620K | 0.03% | DBT |
| 388 | Freddie Mac | 31395V3H0 | Feb 2023 | 620,858 | $619K | 0.03% | DBT |
| 389 | NAVIENT STUDENT LOAN TRUST | 63939RAA2 | Feb 2023 | 630,404 | $616K | 0.03% | ABS-MBS |
| 390 | SMB PRIVATE EDUCATION LOAN TRUST | 78449YAA8 | Feb 2023 | 692,661 | $616K | 0.03% | ABS-MBS |
| 391 | HCA INC. | 404119BN8 | Feb 2023 | 610,000 | $606K | 0.03% | DBT |
| 392 | AerCap Ireland Capital Designated Activity Company | 00774MAU9 | Feb 2023 | 650,000 | $603K | 0.03% | DBT |
| 393 | T-MOBILE USA, INC. | 87264ABD6 | Feb 2023 | 640,000 | $602K | 0.03% | DBT |
| 394 | HUMANA INC. | 444859BW1 | Feb 2023 | 600,000 | $600K | 0.03% | DBT |
| 395 | BAE SYSTEMS HOLDINGS INC. | 05523UAP5 | Feb 2023 | 625,000 | $600K | 0.03% | DBT |
| 396 | VICI PROPERTIES L.P. | 92564RAG0 | Feb 2023 | 625,000 | $600K | 0.03% | DBT |
| 397 | BX TRUST | 05608FAG6 | Feb 2023 | 605,500 | $599K | 0.03% | ABS-MBS |
| 398 | MMAF EQUIPMENT FINANCE LLC | 60700KAD4 | Feb 2023 | 650,000 | $595K | 0.03% | ABS-MBS |
| 399 | WILLIS NORTH AMERICA INC. | 970648AL5 | Feb 2023 | 615,000 | $594K | 0.03% | DBT |
| 400 | KKR INDUSTRIAL PORTFOLIO TRUST | 48254CAA3 | Feb 2023 | 596,479 | $585K | 0.03% | ABS-MBS |
| 401 | MF1 LTD | 58003UAA6 | Feb 2023 | 585,390 | $582K | 0.03% | ABS-CBDO |
| 402 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 95000GAZ7 | Feb 2023 | 604,181 | $576K | 0.03% | ABS-MBS |
| 403 | Freddie Mac | 3132CWM50 | Feb 2023 | 595,468 | $572K | 0.03% | DBT |
| 404 | DENVER COLO CITY & CNTY ARPT REV | 249182PL4 | Feb 2023 | 610,000 | $570K | 0.03% | DBT |
| 405 | KEY COMMERCIAL MORTGAGE SECURITIES TRUST | 49307WAA4 | Feb 2023 | 576,548 | $570K | 0.03% | ABS-MBS |
| 406 | AMERICAN ELECTRIC POWER COMPANY, INC. | 025537AV3 | Feb 2023 | 550,000 | $562K | 0.03% | DBT |
| 407 | BAYER US FINANCE II LLC | 07274NAJ2 | Feb 2023 | 580,000 | $561K | 0.03% | DBT |
| 408 | Freddie Mac | 3137F72U8 | Feb 2023 | 588,818 | $558K | 0.03% | DBT |
| 409 | ATHENE GLOBAL FUNDING | 04685A3J8 | Feb 2023 | 575,000 | $557K | 0.03% | DBT |
| 410 | DRYDEN SENIOR LOAN FUND | 26249BAQ4 | Feb 2023 | 564,006 | $557K | 0.03% | ABS-CBDO |
| 411 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST | 46590LAU6 | Feb 2023 | 581,679 | $556K | 0.03% | ABS-MBS |
| 412 | SIERRA TIMESHARE RECEIVABLES FUNDING LLC | 82652NAA6 | Feb 2023 | 584,354 | $552K | 0.03% | ABS-MBS |
| 413 | Federal National Mortgage Association | 31394FUN3 | Feb 2023 | 551,302 | $547K | 0.03% | DBT |
| 414 | ABBVIE INC. | 00287YBC2 | Feb 2023 | 550,000 | $544K | 0.03% | DBT |
| 415 | LLOYDS BANKING GROUP PLC | 53944YAP8 | Feb 2023 | 620,000 | $542K | 0.03% | DBT |
| 416 | MORGAN STANLEY ABS CAPITAL I, INC. | 61744CZD1 | Feb 2023 | 550,602 | $528K | 0.03% | ABS-MBS |
| 417 | Federal National Mortgage Association | 31418DC91 | Feb 2023 | 557,651 | $521K | 0.03% | DBT |
| 418 | Freddie Mac | 3137H1LS3 | Feb 2023 | 566,555 | $517K | 0.03% | DBT |
| 419 | MASTER CREDIT CARD TRUST II | 576339CK9 | Feb 2023 | 550,000 | $515K | 0.03% | ABS-MBS |
| 420 | Federal National Mortgage Association | 3136A8V64 | Feb 2023 | 540,925 | $508K | 0.03% | DBT |
| 421 | HUDSON PACIFIC PROPERTIES, L.P. | 44409MAD8 | Feb 2023 | 545,000 | $507K | 0.03% | DBT |
| 422 | Freddie Mac | 3137F62S5 | Feb 2023 | 525,649 | $501K | 0.03% | DBT |
| 423 | BOCA COMMERCIAL MORTGAGE TRUST | 05592LAA4 | Feb 2023 | 500,000 | $498K | 0.03% | ABS-MBS |
| 424 | PALMER SQUARE CLO | 69703PAA7 | Feb 2023 | 500,000 | $496K | 0.03% | ABS-CBDO |
| 425 | Freddie Mac | 3132A9SS7 | Feb 2023 | 533,035 | $494K | 0.03% | DBT |
| 426 | JBS USA Lux S.A. | 46590XAG1 | Feb 2023 | 520,000 | $494K | 0.03% | DBT |
| 427 | BAYER US FINANCE II LLC | 07274NAX1 | Feb 2023 | 520,000 | $490K | 0.03% | DBT |
| 428 | AVOLON HOLDINGS FUNDING LIMITED | 05401AAP6 | Feb 2023 | 580,000 | $484K | 0.03% | DBT |
| 429 | Federal National Mortgage Association | 3136A9EW4 | Feb 2023 | 486,177 | $479K | 0.02% | DBT |
| 430 | SLC STUDENT LOAN TRUST | 784424AD5 | Feb 2023 | 480,483 | $472K | 0.02% | ABS-MBS |
| 431 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST | 46642EAZ9 | Feb 2023 | 474,075 | $466K | 0.02% | ABS-MBS |
| 432 | CommonSpirit Health | 20268JAA1 | Feb 2023 | 485,000 | $466K | 0.02% | DBT |
| 433 | Freddie Mac | 31395MT90 | Feb 2023 | 469,954 | $466K | 0.02% | DBT |
| 434 | Federal National Mortgage Association | 31395NXU6 | Feb 2023 | 463,049 | $461K | 0.02% | DBT |
| 435 | HCA INC. | 404119BQ1 | Feb 2023 | 465,000 | $460K | 0.02% | DBT |
| 436 | EXELON CORPORATION | 30161NBB6 | Feb 2023 | 505,000 | $458K | 0.02% | DBT |
| 437 | Freddie Mac | 3137FTQW0 | Feb 2023 | 469,267 | $446K | 0.02% | DBT |
| 438 | ROCKFORD TOWER CLO | 77342KAA8 | Feb 2023 | 450,000 | $445K | 0.02% | ABS-CBDO |
| 439 | CommonSpirit Health | 20268JAA1 | Feb 2023 | 460,000 | $442K | 0.02% | DBT |
| 440 | GS MORTGAGE SECURITIES CORP. | 38144RAC1 | Feb 2023 | 451,152 | $435K | 0.02% | ABS-MBS |
| 441 | Government National Mortgage Association | 38375GAN1 | Feb 2023 | 432,006 | $434K | 0.02% | DBT |
| 442 | JPMORGAN CHASE & CO. | 46647PAF3 | Feb 2023 | 465,000 | $430K | 0.02% | DBT |
| 443 | BANK OF AMERICA CORPORATION | 06051GGR4 | Feb 2023 | 465,000 | $429K | 0.02% | DBT |
| 444 | BX TRUST | 05608VAA4 | Feb 2023 | 434,038 | $427K | 0.02% | ABS-MBS |
| 445 | Freddie Mac | 3137FUZN7 | Feb 2023 | 424,647 | $419K | 0.02% | DBT |
| 446 | Federal National Mortgage Association | 3136B72K6 | Feb 2023 | 426,758 | $419K | 0.02% | DBT |
| 447 | Freddie Mac | 3137ASV27 | Feb 2023 | 416,081 | $416K | 0.02% | DBT |
| 448 | Freddie Mac | 3137FXLS5 | Feb 2023 | 420,012 | $415K | 0.02% | DBT |
| 449 | SANTANDER UK GROUP HOLDINGS PLC | 80281LAJ4 | Feb 2023 | 410,000 | $406K | 0.02% | DBT |
| 450 | CIFC FUNDING LTD | 12552MAC2 | Feb 2023 | 408,767 | $405K | 0.02% | ABS-CBDO |
| 451 | Freddie Mac | 3137FARM2 | Feb 2023 | 400,984 | $401K | 0.02% | DBT |
| 452 | BANK | 06035RAP1 | Feb 2023 | 402,106 | $396K | 0.02% | ABS-MBS |
| 453 | BARINGS CLO LTD | 06760PAC5 | Feb 2023 | 397,408 | $395K | 0.02% | ABS-CBDO |
| 454 | Government National Mortgage Association | 38373M4R8 | Feb 2023 | 397,816 | $393K | 0.02% | DBT |
| 455 | BENCHMARK MORTGAGE TRUST | 08162WAY2 | Feb 2023 | 412,446 | $390K | 0.02% | ABS-MBS |
| 456 | Government National Mortgage Association | 38376GYM6 | Feb 2023 | 394,872 | $386K | 0.02% | DBT |
| 457 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST | 61690VAW8 | Feb 2023 | 396,171 | $385K | 0.02% | ABS-MBS |
| 458 | AIR LEASE CORPORATION | 00914AAH5 | Feb 2023 | 400,000 | $377K | 0.02% | DBT |
| 459 | Freddie Mac | 3137FEJN1 | Feb 2023 | 376,905 | $372K | 0.02% | DBT |
| 460 | ALIMENTATION COUCHE-TARD INC. | 01626PAH9 | Feb 2023 | 400,000 | $371K | 0.02% | DBT |
| 461 | CHASE AUTO CREDIT LINKED NOTES | 46591HAU4 | Feb 2023 | 371,951 | $364K | 0.02% | ABS-MBS |
| 462 | Government National Mortgage Association | 38375JEJ0 | Feb 2023 | 365,917 | $364K | 0.02% | DBT |
| 463 | Government National Mortgage Association | 38378BCZ0 | Feb 2023 | 369,440 | $351K | 0.02% | DBT |
| 464 | Nationwide Building Society | 63861VAA5 | Feb 2023 | 350,000 | $350K | 0.02% | DBT |
| 465 | UBS Group AG | 902613AC2 | Feb 2023 | 385,000 | $340K | 0.02% | DBT |
| 466 | Federal National Mortgage Association | 31398RDQ5 | Feb 2023 | 338,717 | $338K | 0.02% | DBT |
| 467 | JPMORGAN CHASE & CO. | 46647PBW5 | Feb 2023 | 385,000 | $338K | 0.02% | DBT |
| 468 | MIAMI-DADE CNTY FLA AVIATION REV | 59333P6A1 | Feb 2023 | 370,000 | $336K | 0.02% | DBT |
| 469 | MAGNETITE CLO, LIMITED | 55953RAL5 | Feb 2023 | 336,523 | $335K | 0.02% | ABS-CBDO |
| 470 | Nationwide Building Society | 63861VAC1 | Feb 2023 | 335,000 | $332K | 0.02% | DBT |
| 471 | GENERAL ELECTRIC COMPANY | 36962GW75 | Feb 2023 | 330,000 | $327K | 0.02% | DBT |
| 472 | METROPOLITAN EDISON COMPANY | 591894CB4 | Feb 2023 | 315,000 | $300K | 0.02% | DBT |
| 473 | Government National Mortgage Association | 38378ACT6 | Feb 2023 | 297,383 | $295K | 0.02% | DBT |
| 474 | Federal National Mortgage Association | 31396XJ88 | Feb 2023 | 276,833 | $275K | 0.01% | DBT |
| 475 | C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES | 12489WLG7 | Feb 2023 | 274,729 | $273K | 0.01% | ABS-MBS |
| 476 | Freddie Mac | 31398LGY8 | Feb 2023 | 272,641 | $272K | 0.01% | DBT |
| 477 | PALMER SQUARE LOAN FUNDING LTD. | 69701EAA4 | Feb 2023 | 258,285 | $257K | 0.01% | ABS-CBDO |
| 478 | RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. | 75156TAC4 | Feb 2023 | 255,985 | $254K | 0.01% | ABS-MBS |
| 479 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST | 46642EAZ9 | Feb 2023 | 252,445 | $248K | 0.01% | ABS-MBS |
| 480 | ENERGY TRANSFER LP | 86765BAN9 | Feb 2023 | 250,000 | $246K | 0.01% | DBT |
| 481 | Freddie Mac | 3137FBUC8 | Feb 2023 | 244,206 | $243K | 0.01% | DBT |
| 482 | Freddie Mac | 31396NGS9 | Feb 2023 | 243,838 | $243K | 0.01% | DBT |
| 483 | Freddie Mac | 3137BJSY0 | Feb 2023 | 241,474 | $232K | 0.01% | DBT |
| 484 | BAYER US FINANCE II LLC | 07274NAL7 | Feb 2023 | 245,000 | $230K | 0.01% | DBT |
| 485 | Freddie Mac | 31396H5M7 | Feb 2023 | 225,902 | $225K | 0.01% | DBT |
| 486 | AerCap Ireland Capital Designated Activity Company | 00774MAV7 | Feb 2023 | 255,000 | $225K | 0.01% | DBT |
| 487 | NELNET STUDENT LOAN CORPORATION | 64033BAA0 | Feb 2023 | 217,951 | $216K | 0.01% | ABS-MBS |
| 488 | CENTEX HOME EQUITY LOAN TRUST | 15231AAE6 | Feb 2023 | 211,807 | $211K | 0.01% | ABS-MBS |
| 489 | Federal National Mortgage Association | 3136ATMA9 | Feb 2023 | 203,010 | $201K | 0.01% | DBT |
| 490 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST | 61763XAC0 | Feb 2023 | 201,123 | $198K | 0.01% | ABS-MBS |
| 491 | Freddie Mac | 3137B2CM0 | Feb 2023 | 199,967 | $191K | 0.01% | DBT |
| 492 | SANTANDER UK GROUP HOLDINGS PLC | 80281LAN5 | Feb 2023 | 200,000 | $189K | 0.01% | DBT |
| 493 | Federal National Mortgage Association | 3136AG4N9 | Feb 2023 | 178,245 | $172K | 0.01% | DBT |
| 494 | PARK AEROSPACE HOLDINGS LIMITED | 70014LAC4 | Feb 2023 | 170,000 | $170K | 0.01% | DBT |
| 495 | Freddie Mac | 3137FHX40 | Feb 2023 | 169,237 | $169K | 0.01% | DBT |
| 496 | NATIONSTAR HOME EQUITY LOAN TRUST | 63860HAD1 | Feb 2023 | 170,890 | $168K | 0.01% | ABS-MBS |
| 497 | GS MORTGAGE SECURITIES TRUST | 36255NAR6 | Feb 2023 | 171,260 | $167K | 0.01% | ABS-MBS |
| 498 | Freddie Mac | 3137BCZH4 | Feb 2023 | 169,451 | $163K | 0.01% | DBT |
| 499 | Freddie Mac | 3137FCKQ6 | Feb 2023 | 163,966 | $163K | 0.01% | DBT |
| 500 | Federal National Mortgage Association | 3136A5ZN9 | Feb 2023 | 162,252 | $163K | 0.01% | DBT |
| 501 | MERRILL LYNCH MORTGAGE TRUST | 59020UAR6 | Feb 2023 | 180,019 | $162K | 0.01% | ABS-MBS |
| 502 | Government National Mortgage Association | 38377JSS3 | Feb 2023 | 156,020 | $156K | 0.01% | DBT |
| 503 | Freddie Mac | 3137FARP5 | Feb 2023 | 155,971 | $156K | 0.01% | DBT |
| 504 | Freddie Mac | 3137A3WT2 | Feb 2023 | 144,740 | $142K | 0.01% | DBT |
| 505 | GS MORTGAGE SECURITIES TRUST | 36250SAA7 | Feb 2023 | 130,344 | $130K | 0.01% | ABS-MBS |
| 506 | CIT MORTGAGE LOAN TRUST | 12559QAA0 | Feb 2023 | 122,259 | $122K | 0.01% | ABS-MBS |
| 507 | Freddie Mac | 3137ACUN7 | Feb 2023 | 116,650 | $117K | 0.01% | DBT |
| 508 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST | 61763KAZ7 | Feb 2023 | 116,505 | $116K | 0.01% | ABS-MBS |
| 509 | AVOLON HOLDINGS FUNDING LIMITED | 05401AAR2 | Feb 2023 | 133,000 | $111K | 0.01% | DBT |
| 510 | SLM STUDENT LOAN TRUST | 78442GPQ3 | Feb 2023 | 110,887 | $111K | 0.01% | ABS-MBS |
| 511 | VICI PROPERTIES L.P. | 92564RAL9 | Feb 2023 | 125,000 | $109K | 0.01% | DBT |
| 512 | Federal National Mortgage Association | 31397LAH2 | Feb 2023 | 100,568 | $101K | 0.01% | DBT |
| 513 | STRUCTURED ASSET SECURITIES CORPORATION | 86359DDB0 | Feb 2023 | 97,034 | $96K | 0.00% | ABS-MBS |
| 514 | Federal National Mortgage Association | 31395DAM1 | Feb 2023 | 96,419 | $95K | 0.00% | DBT |
| 515 | Freddie Mac | 3137FBC53 | Feb 2023 | 83,698 | $83K | 0.00% | DBT |
| 516 | Federal National Mortgage Association | 3140FKSL5 | Feb 2023 | 88,678 | $82K | 0.00% | DBT |
| 517 | Freddie Mac | 3137AUMR7 | Feb 2023 | 79,642 | $79K | 0.00% | DBT |
| 518 | Government National Mortgage Association 2 | 36225FBF5 | Feb 2023 | 76,140 | $75K | 0.00% | DBT |
| 519 | BANK | 06540YAA7 | Feb 2023 | 74,809 | $74K | 0.00% | ABS-MBS |
| 520 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST | 46640UAE2 | Feb 2023 | 67,101 | $67K | 0.00% | ABS-MBS |
| 521 | COMM MORTGAGE TRUST | 12625UBA0 | Feb 2023 | 59,958 | $60K | 0.00% | ABS-MBS |
| 522 | Freddie Mac | 3137A3PD5 | Feb 2023 | 52,411 | $52K | 0.00% | DBT |
| 523 | COMM MORTGAGE TRUST | 12592KAZ7 | Feb 2023 | 51,298 | $50K | 0.00% | ABS-MBS |
| 524 | GS MORTGAGE SECURITIES TRUST | 36198FAF9 | Feb 2023 | 48,926 | $49K | 0.00% | ABS-MBS |
| 525 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST | 61763BAS3 | Feb 2023 | 48,172 | $48K | 0.00% | ABS-MBS |
| 526 | COMM MORTGAGE TRUST | 12626LAC6 | Feb 2023 | 44,058 | $44K | 0.00% | ABS-MBS |
| 527 | Freddie Mac | 3137FCP81 | Feb 2023 | 43,087 | $43K | 0.00% | DBT |
| 528 | Freddie Mac | 3137B7YX1 | Feb 2023 | 41,503 | $41K | 0.00% | DBT |
| 529 | Freddie Mac | 3137AQUJ5 | Feb 2023 | 39,496 | $39K | 0.00% | DBT |
| 530 | ABBVIE INC. | 00287YCX5 | Feb 2023 | 35,000 | $34K | 0.00% | DBT |
| 531 | STRUCTURED ASSET SECURITIES CORPORATION | 86361EAF8 | Feb 2023 | 28,564 | $29K | 0.00% | ABS-MBS |
| 532 | TERWIN MORTGAGE TRUST | 881561T61 | Feb 2023 | 27,776 | $28K | 0.00% | ABS-MBS |
| 533 | CSAIL COMMERCIAL MORTGAGE TRUST | 12636LAZ3 | Feb 2023 | 28,576 | $28K | 0.00% | ABS-MBS |
| 534 | GS MORTGAGE SECURITIES TRUST | 36198EAF2 | Feb 2023 | 22,042 | $22K | 0.00% | ABS-MBS |
| 535 | Freddie Mac | 3137AJFC3 | Feb 2023 | 20,097 | $20K | 0.00% | DBT |
| 536 | Freddie Mac | 3128S4JM0 | Feb 2023 | 4,597 | $5K | 0.00% | DBT |
| 537 | United States of America | AULM3 | Feb 2023 | -40 | $-5402500 | -0.28% | DIR |
| 538 | United States of America | 1TNM3 | Feb 2023 | -136 | $-15937500 | -0.83% | DIR |
| 539 | United States of America | FVM3 | Feb 2023 | -288 | $-30831750 | -1.60% | DIR |