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Bridge Builder Core Plus Bond Fund

Bridge Builder Trust

Assets: $34.9B Net: $30.1B Series: S000049701 EDGAR ↗
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# Name Ticker Since Shares Value % Port Cat
1 F/C US 2YR NOTE (CBT) SEP23 TUU3 XCBT Jun 2023 12,011 $2.44B 8.10% DIR
2 F/C US 5YR NOTE (CBT) SEP23 FVU3 XCBT Jun 2023 11,594 $1.24B 4.12% DIR
3 F/C US 10YR ULTRA FUT SEP23 UXYU3XCBT Jun 2023 9,947 $1.18B 3.91% DIR
4 US TREAS NTS 3.875% 12/31/29 91282CGB1 Jun 2023 816,675,100 $809.6M 2.69% DBT
5 FIDELITY INV MMKT GOVT-INST 31607A703 Jun 2023 794,787,709 $794.8M 2.64% EC
6 F/C US 10YR NOTE (CBT)SEP23 TYU3 XCBT Jun 2023 6,931 $778.1M 2.58% DIR
7 F/C US LONG BOND(CBT) SEP23 USU3 XCBT Jun 2023 5,055 $641.5M 2.13% DIR
8 US T BILL ZCP 10/19/23 912797FB8 Jun 2023 630,272,000 $620.4M 2.06% STIV
9 US TREAS BDS 2% 11/15/41 912810TC2 Jun 2023 765,807,000 $560.6M 1.86% DBT
10 FNMA 30YR TBA 5.5% JUL 23 01F052672 Jun 2023 485,443,903 $483.1M 1.60% ABS-MBS
11 FNMA 30YR TBA 5% JUL 23 01F050676 Jun 2023 379,120,793 $371.5M 1.23% ABS-MBS
12 FNMA 30YR TBA 4.5% JUL 23 01F042673 Jun 2023 363,868,200 $349.8M 1.16% ABS-MBS
13 US TREAS NTS 3.5% 02/15/33 91282CGM7 Jun 2023 342,600,000 $333.7M 1.11% DBT
14 UMBS TBA 30YR 2% JUL 23 01F020679 Jun 2023 382,951,017 $312.3M 1.04% ABS-MBS
15 FNMA 30YR TBA 5.5% AUG 23 01F052680 Jun 2023 280,255,000 $278.9M 0.92% ABS-MBS
16 US TREAS BDS 3.625% 05/15/53 912810TR9 Jun 2023 289,569,000 $278.3M 0.92% DBT
17 FNMA 30YR TBA 2.5% JUL23 01F022675 Jun 2023 324,727,900 $275.3M 0.91% ABS-MBS
18 US TREAS NTS 1.375% 11/15/31 91282CDJ7 Jun 2023 308,700,000 $254.5M 0.84% DBT
19 US TREAS NTS 4% 06/30/28 91282CHK0 Jun 2023 234,640,000 $233.4M 0.77% DBT
20 FNCL 30YR TBA 4% JULY 23 01F040677 Jun 2023 246,962,700 $231.7M 0.77% ABS-MBS
21 UMBS P#SD8225 3% 07/01/52 3132DWD67 Jun 2023 256,039,279 $225.4M 0.75% ABS-MBS
22 US T BILL ZCP 07/20/23 912796ZZ5 Jun 2023 221,290,000 $220.8M 0.73% STIV
23 US TREAS NTS 1.25% 03/31/28 91282CBS9 Jun 2023 250,000,000 $218.8M 0.73% DBT
24 US TIPS 0.125% 07/15/24 912828WU0 Jun 2023 224,284,436 $217.6M 0.72% DBT
25 US T BILL ZCP 10/12/23 912797FA0 Jun 2023 210,710,000 $207.6M 0.69% STIV
26 US T BILL ZCP 07/25/23 912797FZ5 Jun 2023 200,000,000 $199.4M 0.66% STIV
27 F/C US ULTRA BOND CBT SEP23 WNU3 XCBT Jun 2023 1,367 $186.2M 0.62% DIR
28 UMBS P#SD8331 5.5% 06/01/53 3132DWHG1 Jun 2023 185,963,454 $185.1M 0.61% ABS-MBS
29 FNMA 30YR TBA 3.0% JUL23 01F030678 Jun 2023 201,791,300 $177.6M 0.59% ABS-MBS
30 US TREAS NTS 1.875% 02/15/32 91282CDY4 Jun 2023 198,230,000 $169.8M 0.56% DBT
31 US TREAS BDS 3.875% 05/15/43 912810TS7 Jun 2023 163,885,000 $159.9M 0.53% DBT
32 US TREAS BDS 3.25% 05/15/42 912810TH1 Jun 2023 159,565,000 $142.4M 0.47% DBT
33 US TREAS NTS 1.875% 02/28/27 91282CEC1 Jun 2023 153,529,000 $140.7M 0.47% DBT
34 US TREAS NTS 0.375% 04/30/25 912828ZL7 Jun 2023 143,891,400 $132.4M 0.44% DBT
35 US TIPS 0.125% 10/15/24 912828YL8 Jun 2023 134,982,784 $130.2M 0.43% DBT
36 JAPAN TREASU ZCP 08/28/23/JPY/ J2S39LG40 Jun 2023 18,300,000,000 $126.9M 0.42% STIV
37 RC R/P BNP PA 5.160% 07/03/23 N/A Jun 2023 123,300,000 $123.3M 0.41% RA
38 FNCL 30YR TBA 3.5% AUG 23 01F032682 Jun 2023 120,100,000 $109.5M 0.36% ABS-MBS
39 UMBS P#SD8226 3.5% 07/01/52 3132DWD75 Jun 2023 116,183,879 $105.9M 0.35% ABS-MBS
40 JAPAN TREASU ZCP 09/11/23/JPY/ J2S39LH49 Jun 2023 15,274,000,000 $105.9M 0.35% STIV
41 GNMA TBA 30 UR 2.5% JUL 23 21H022671 Jun 2023 118,987,800 $103.0M 0.34% ABS-MBS
42 US TREAS BDS 2.25% 08/15/49 912810SJ8 Jun 2023 125,970,000 $91.5M 0.30% DBT
43 G2SF 30 YR TBA 4.5% JUL 23 21H042679 Jun 2023 94,818,000 $91.5M 0.30% ABS-MBS
44 US T BILL ZCP 12/07/23 912797FT9 Jun 2023 92,800,000 $90.7M 0.30% STIV
45 REPUBLIC O 10.5% 12/21/26/ZAR/ S69124FF7 Jun 2023 1,574,700,000 $86.8M 0.29% DBT
46 UMBS P#MA5008 4.5% 05/01/53 31418ER69 Jun 2023 90,129,060 $86.7M 0.29% ABS-MBS
47 UMBS P#BQ7056 2% 01/01/52 3140KSZW0 Jun 2023 105,562,574 $86.2M 0.29% ABS-MBS
48 US TREAS BDS 2.25% 02/15/52 912810TD0 Jun 2023 118,625,000 $85.7M 0.28% DBT
49 US TIPS 0.375% 07/15/23 912828VM9 Jun 2023 82,606,597 $82.5M 0.27% DBT
50 US TREAS NTS 3.875% 03/31/25 91282CGU9 Jun 2023 77,767,000 $76.2M 0.25% DBT
51 US TIPS 0.625% 07/15/32 91282CEZ0 Jun 2023 82,067,046 $75.4M 0.25% DBT
52 US TREAS NTS 0.875% 09/30/26 91282CCZ2 Jun 2023 83,692,400 $74.9M 0.25% DBT
53 TPMF 2019-A V/R 07/20/45 /GBP/ N/A Jun 2023 58,472,170 $74.2M 0.25% ABS-CBDO
54 FHLB D/N 09/28/23 313384MG1 Jun 2023 75,000,000 $74.1M 0.25% STIV
55 US TIPS 0.625% 01/15/24 912828B25 Jun 2023 75,070,084 $73.8M 0.24% DBT
56 US T BILL ZCP 08/10/23 912796XY0 Jun 2023 73,640,000 $73.2M 0.24% STIV
57 US TREAS BDS 4% 11/15/42 912810TM0 Jun 2023 73,150,000 $72.7M 0.24% DBT
58 EFMT 2022-4 A1 V/R 09/25/67 268432AA9 Jun 2023 73,610,047 $72.6M 0.24% ABS-CBDO
59 ESA 2021-ESH A V/R 07/15/26 30227FAA8 Jun 2023 73,957,245 $72.5M 0.24% ABS-CBDO
60 US TREAS NTS 3.375% 05/15/33 91282CHC8 Jun 2023 72,530,000 $69.9M 0.23% DBT
61 US T BILL ZCP 10/03/23 912797GV3 Jun 2023 69,930,000 $69.0M 0.23% STIV
62 UMBS P#FM7159 2.5% 02/01/51 3140XA5V0 Jun 2023 80,436,758 $68.5M 0.23% ABS-MBS
63 UMBS P#MA5039 5.5% 06/01/53 31418ES50 Jun 2023 67,468,247 $67.2M 0.22% ABS-MBS
64 US TREAS NTS 1.125% 02/29/28 91282CBP5 Jun 2023 76,082,000 $66.3M 0.22% DBT
65 UMBS P#SD8194 2.5% 02/01/52 3132DWC76 Jun 2023 77,797,952 $66.1M 0.22% ABS-MBS
66 CREDIT SUISSE GRO V/R 08/12/33 225401AZ1 Jun 2023 63,498,000 $65.0M 0.22% DBT
67 US TREAS BDS 3% 02/15/49 912810SF6 Jun 2023 76,710,000 $64.9M 0.22% DBT
68 UMBS P#SD8140 2% 04/01/51 3132DWBH5 Jun 2023 78,472,338 $64.3M 0.21% ABS-MBS
69 US TIPS 1.125% 01/15/33 91282CGK1 Jun 2023 66,435,610 $63.6M 0.21% DBT
70 UMBS P#MA4579 3% 04/01/52 31418ECR9 Jun 2023 69,981,838 $61.7M 0.20% ABS-MBS
71 UMBS P#MA5010 5.5% 05/01/53 31418ER85 Jun 2023 61,245,101 $61.0M 0.20% ABS-MBS
72 US T BILL ZCP 10/05/23 912796YJ2 Jun 2023 60,080,000 $59.3M 0.20% STIV
73 UMBS P#SD8201 3% 03/01/52 3132DWDE0 Jun 2023 66,865,520 $58.9M 0.20% ABS-MBS
74 UMBS P#BV5623 3% 06/01/52 3140MKG97 Jun 2023 65,722,606 $57.9M 0.19% ABS-MBS
75 US TREAS BDS 4% 11/15/52 912810TL2 Jun 2023 55,050,000 $56.5M 0.19% DBT
76 UMBS P#FM7461 4% 08/01/50 3140XBJF8 Jun 2023 59,260,092 $56.2M 0.19% ABS-MBS
77 US TIPS 1.25% 04/15/28 91282CGW5 Jun 2023 57,994,552 $56.1M 0.19% DBT
78 CREDIT SUISSE NE 7.5% 02/15/28 22550L2M2 Jun 2023 51,881,000 $55.1M 0.18% DBT
79 US TREAS NTS SE 0.25% 1/15/25 912828H45 Jun 2023 57,347,820 $55.0M 0.18% DBT
80 US TREAS BDS 3.375% 08/15/42 912810TK4 Jun 2023 60,530,000 $54.9M 0.18% DBT
81 US TREAS NTS 3.5% 04/30/28 91282CHA2 Jun 2023 56,072,000 $54.5M 0.18% DBT
82 UMBS P#SD8258 5% 10/01/52 3132DWE74 Jun 2023 54,114,757 $53.0M 0.18% ABS-MBS
83 T-MOBILE USA I 3.875% 04/15/30 87264ABF1 Jun 2023 56,741,000 $52.3M 0.17% DBT
84 US TREAS NTS 1.25% 08/15/31 91282CCS8 Jun 2023 62,352,900 $51.2M 0.17% DBT
85 NISSAN MOTOR CO 4.81% 09/17/30 654744AD3 Jun 2023 57,500,000 $50.4M 0.17% DBT
86 UMBS P#FS1598 2% 04/01/52 3140XGX46 Jun 2023 61,266,820 $50.0M 0.17% ABS-MBS
87 FHLB D/N 07/24/23 313384JN0 Jun 2023 50,000,000 $49.9M 0.17% STIV
88 US T BILL ZCP 08/01/23 912797GA9 Jun 2023 50,000,000 $49.8M 0.17% STIV
89 FHLB D/N 08/09/23 313384KE8 Jun 2023 50,000,000 $49.7M 0.17% STIV
90 US T BILL ZCP 09/07/23 912796YH6 Jun 2023 50,000,000 $49.5M 0.16% STIV
91 UMBS P#SD8220 3% 06/01/52 3132DWDZ3 Jun 2023 55,313,004 $48.7M 0.16% ABS-MBS
92 UMBS P#MA4325 2% 05/01/51 31418DYX4 Jun 2023 59,232,802 $48.5M 0.16% ABS-MBS
93 TPMT 2019-4 A1 V/R 07/25/29 89178BAA2 Jun 2023 52,719,505 $48.4M 0.16% ABS-CBDO
94 RIPON 1RA A V/R 02/28/25 /GBP/ N/A Jun 2023 38,246,541 $48.3M 0.16% ABS-CBDO
95 US T BILL ZCP 10/24/23 912797HC4 Jun 2023 46,610,000 $45.8M 0.15% STIV
96 GNMA II P#MA7649 2.5% 10/20/51 36179WQA9 Jun 2023 52,784,438 $45.7M 0.15% ABS-MBS
97 US TREAS NTS 4% 10/31/29 91282CFT3 Jun 2023 45,264,900 $45.1M 0.15% DBT
98 CASH COLLATERAL ICE GSC N/A Jun 2023 44,119,000 $44.1M 0.15% STIV
99 T/L TRANSDIGM INC 0% 08/10/28 N/A Jun 2023 43,587,474 $43.5M 0.14% LON
100 JAPAN TREASU ZCP 09/19/23/JPY/ J2S39LH72 Jun 2023 6,180,000,000 $42.8M 0.14% STIV
101 UMBS P#SD7552 2.5% 01/01/52 3132DVL94 Jun 2023 49,276,983 $42.2M 0.14% ABS-MBS
102 US TREAS NTS 2.75% 08/15/32 91282CFF3 Jun 2023 45,264,900 $41.5M 0.14% DBT
103 UMBS P#MA4548 2.5% 02/01/52 31418EBS8 Jun 2023 48,362,479 $41.1M 0.14% ABS-MBS
104 CIM 2022-R3 A1 V/R 03/25/62 12569DAA7 Jun 2023 42,948,802 $40.8M 0.14% ABS-CBDO
105 STANDARD CHARTERE V/R 06/29/32 853254CC2 Jun 2023 52,100,000 $40.7M 0.14% DBT
106 UMBS P#MA4493 2.5% 12/01/51 31418D7F3 Jun 2023 47,972,631 $40.7M 0.14% ABS-MBS
107 US TREAS BDS 3.375% 11/15/48 912810SE9 Jun 2023 44,977,300 $40.6M 0.13% DBT
108 GNMA II 30 YR TBA 2% JULY 23 21H020675 Jun 2023 48,319,500 $40.6M 0.13% ABS-MBS
109 UMBS P#SD8212 2.5% 05/01/52 3132DWDR1 Jun 2023 47,834,579 $40.6M 0.13% ABS-MBS
110 US TREAS BDS 3% 02/15/48 912810SA7 Jun 2023 47,404,500 $40.0M 0.13% DBT
111 JAPAN TREASU ZCP 09/25/23/JPY/ J2S39LH98 Jun 2023 5,722,000,000 $39.7M 0.13% STIV
112 UBS GROUP AG V/R 11/15/33 225401BB3 Jun 2023 32,831,000 $39.4M 0.13% DBT
113 UMBS P#MA4653 3% 07/01/52 31418EE30 Jun 2023 44,621,160 $39.3M 0.13% ABS-MBS
114 T/L INGEN 0% 07/25/2028 /EUR/ N/A Jun 2023 36,800,000 $39.2M 0.13% LON
115 US TIPS 0.25% 07/15/29 9128287D6 Jun 2023 42,608,344 $38.9M 0.13% DBT
116 NISSAN MOTOR AC 1.85% 09/16/26 65480CAC9 Jun 2023 45,200,000 $38.3M 0.13% DBT
117 US TREAS BDS 2.5% 02/15/45 912810RK6 Jun 2023 49,400,000 $38.2M 0.13% DBT
118 UMBS P#MA4564 3% 03/01/52 31418ECA6 Jun 2023 43,110,076 $38.0M 0.13% ABS-MBS
119 AERCAP IRELAND CAP 3% 10/29/28 00774MAW5 Jun 2023 43,843,000 $37.9M 0.13% DBT
120 CDW LLC/CDW FI 3.569% 12/01/31 12513GBJ7 Jun 2023 44,205,000 $37.3M 0.12% DBT
121 US TREAS NTS 0.5% 04/30/27 912828ZN3 Jun 2023 42,629,000 $36.9M 0.12% DBT
122 CIM 2023-R1 A1A V/R 04/25/62 12569RAB4 Jun 2023 41,103,727 $36.9M 0.12% ABS-CBDO
123 US TREAS NTS 0.5% 05/31/27 912828ZS2 Jun 2023 42,629,000 $36.9M 0.12% DBT
124 UMBS P#QE7644 3.5% 08/01/52 3133BHP59 Jun 2023 40,247,703 $36.7M 0.12% ABS-MBS
125 BANK OF AMERICA C V/R 03/11/27 06051GJQ3 Jun 2023 40,757,000 $36.7M 0.12% DBT
126 BANK OF AMERICA C V/R 07/22/27 06051GJS9 Jun 2023 40,854,000 $36.5M 0.12% DBT
127 HARVT 21A A V/R 07/15/31 /EUR/ N/A Jun 2023 34,400,000 $36.4M 0.12% ABS-CBDO
128 BARCLAYS PLC V/R 09/23/35 06738EBP9 Jun 2023 45,920,000 $36.3M 0.12% DBT
129 PACIFIC GAS & E 4.55% 07/01/30 694308JM0 Jun 2023 40,108,000 $36.3M 0.12% DBT
130 US TREAS BDS 3% 08/15/52 912810TJ7 Jun 2023 42,646,100 $36.3M 0.12% DBT
131 US TREAS BDS 2.375% 02/15/42 912810TF5 Jun 2023 46,425,000 $36.1M 0.12% DBT
132 CSMC 2022-RPL3 A V/R 03/25/61 12659QAC5 Jun 2023 37,213,912 $35.7M 0.12% ABS-CBDO
133 CONTINENTAL RES 5.75% 01/15/31 212015AT8 Jun 2023 37,211,000 $35.4M 0.12% DBT
134 GNMA 30YR TBA 5% JUL 23 21H050672 Jun 2023 35,975,000 $35.4M 0.12% ABS-MBS
135 UMBS P#QE5058 3.5% 07/01/52 3133BETP8 Jun 2023 38,741,663 $35.3M 0.12% ABS-MBS
136 UMBS P#MA4437 2% 10/01/51 31418D4X7 Jun 2023 42,911,301 $35.0M 0.12% ABS-MBS
137 FNMA 30YR TBA 3.5% JUL 23 01F032674 Jun 2023 38,450,000 $35.0M 0.12% ABS-MBS
138 GALL 2017-1A A1R V/R 07/15/31 36361UAL4 Jun 2023 34,600,000 $34.0M 0.11% ABS-CBDO
139 FHS 337 300 3% 09/15/44 3132J0DE4 Jun 2023 37,111,101 $33.6M 0.11% ABS-CBDO
140 ANGLO AMERICAN 2.625% 09/10/30 034863AX8 Jun 2023 40,530,000 $33.4M 0.11% DBT
141 VENTR 2013-14A A V/R 08/28/29 92328GBA3 Jun 2023 33,579,232 $33.4M 0.11% ABS-CBDO
142 JPMORGAN CHASE & V/R 06/23/25 46647PCK0 Jun 2023 35,140,000 $33.4M 0.11% DBT
143 MICRON TECHNOL 5.875% 09/15/33 595112CB7 Jun 2023 33,485,000 $33.2M 0.11% DBT
144 OMFIT 2022-2A 4.89% 01/15/26 68268VAA3 Jun 2023 33,800,000 $33.0M 0.11% ABS-CBDO
145 PRPM 2022-1 A1 V/R 02/25/25 693582AA6 Jun 2023 34,547,274 $32.7M 0.11% ABS-CBDO
146 STANDARD CHARTERE V/R 02/18/36 853254BU3 Jun 2023 41,220,000 $32.4M 0.11% DBT
147 US TREAS BDS 1.375% 08/15/50 912810SP4 Jun 2023 55,516,400 $32.3M 0.11% DBT
148 HSBC HOLDINGS PLC V/R 11/22/32 404280CY3 Jun 2023 40,000,000 $32.3M 0.11% DBT
149 UMBS P#CB5778 6% 12/01/52 3140QRM42 Jun 2023 31,823,702 $32.1M 0.11% ABS-MBS
150 AOMT 2022-2 A1 V/R 02/25/26 03464PAA5 Jun 2023 35,819,183 $32.1M 0.11% ABS-CBDO
151 WELLS FARGO & COM V/R 03/02/33 95000U2U6 Jun 2023 37,537,000 $32.1M 0.11% DBT
152 UMBS P#SD1118 3.5% 06/01/52 3132DNG31 Jun 2023 35,224,077 $32.1M 0.11% ABS-MBS
153 UMBS P#BW3873 3.5% 07/01/52 3140MVJT6 Jun 2023 35,209,503 $32.1M 0.11% ABS-MBS
154 PRET 2022-RN3 A1 V/R 08/25/52 69381PAA6 Jun 2023 32,455,768 $32.0M 0.11% ABS-CBDO
155 US TREAS NTS 1.625% 05/15/31 91282CCB5 Jun 2023 37,686,800 $32.0M 0.11% DBT
156 GOLDMAN SACHS GRO V/R 03/09/27 38141GYA6 Jun 2023 35,615,000 $31.8M 0.11% DBT
157 UMBS P#SD8189 2.5% 01/01/52 3132DWC27 Jun 2023 37,053,855 $31.5M 0.10% ABS-MBS
158 UMBS P#SD8128 2% 02/01/51 3132DWA52 Jun 2023 37,542,998 $30.8M 0.10% ABS-MBS
159 UMBS P#QE2908 3.5% 05/01/52 3133BCGR2 Jun 2023 33,728,110 $30.8M 0.10% ABS-MBS
160 CIM 2023-R3 A1A V/R 01/25/63 12570GAB5 Jun 2023 34,229,414 $30.7M 0.10% ABS-CBDO
161 SPRINT LLC 7.875% 09/15/23 85207UAF2 Jun 2023 30,621,000 $30.7M 0.10% DBT
162 US T BILL ZCP 11/16/23 912797FK8 Jun 2023 30,910,000 $30.3M 0.10% STIV
163 UMBS P#FS0316 1.5% 11/01/41 3140XFK67 Jun 2023 37,401,823 $30.3M 0.10% ABS-MBS
164 SPRINT CAPITAL 8.75% 03/15/32 852060AT9 Jun 2023 24,955,000 $30.2M 0.10% DBT
165 CIM 2022-R2 A1 V/R 12/25/61 12567NAA7 Jun 2023 32,843,213 $30.1M 0.10% ABS-CBDO
166 US T BILL ZCP 11/24/23 912797FL6 Jun 2023 30,670,000 $30.0M 0.10% STIV
167 JPMMT 2021-13 A3 V/R 04/25/52 46592XAC8 Jun 2023 37,217,686 $30.0M 0.10% ABS-CBDO
168 META PLATFORMS 4.95% 05/15/33 30303M8N5 Jun 2023 29,985,000 $30.0M 0.10% DBT
169 US TREAS NTS 3.875% 09/30/29 91282CFL0 Jun 2023 30,176,600 $29.9M 0.10% DBT
170 GNMA II P#MA7767 2.5% 12/20/51 36179WTY4 Jun 2023 34,365,042 $29.8M 0.10% ABS-MBS
171 MORGAN STANLEY V/R 04/20/29 61747YFD2 Jun 2023 30,101,000 $29.7M 0.10% DBT
172 AVOLON HOLDING 2.528% 11/18/27 05401AAR2 Jun 2023 35,158,000 $29.6M 0.10% DBT
173 COLT 2022-5 A1 V/R 04/25/67 19688LAA0 Jun 2023 30,858,441 $29.6M 0.10% ABS-CBDO
174 NEUB 2021-43A A V/R 07/17/35 64134AAA0 Jun 2023 29,715,000 $29.2M 0.10% ABS-CBDO
175 JAPAN TREASU ZCP 09/04/23/JPY/ J2S39LG73 Jun 2023 4,190,000,000 $29.0M 0.10% STIV
176 US TREAS NTS 0.5% 08/31/27 91282CAH4 Jun 2023 33,720,300 $28.9M 0.10% DBT
177 TPMT 2021-SJ2 A1 V/R 12/25/61 89180LAA6 Jun 2023 31,665,217 $28.8M 0.10% ABS-CBDO
178 HCA INC 4.125% 06/15/29 404119BX6 Jun 2023 31,082,000 $28.8M 0.10% DBT
179 US TIPS 0.5% 04/15/24 9128286N5 Jun 2023 29,469,335 $28.8M 0.10% DBT
180 SMB 2022-B A1A 3.94% 02/16/55 83206NAA5 Jun 2023 30,554,875 $28.7M 0.10% ABS-CBDO
181 HSBC HOLDINGS PLC V/R 06/04/31 404280CH0 Jun 2023 34,320,000 $28.5M 0.09% DBT
182 UNITED AIR 2023- 5.8% 07/15/36 90932LAJ6 Jun 2023 27,995,000 $28.4M 0.09% DBT
183 CVS HEALTH CORP 5.05% 03/25/48 126650CZ1 Jun 2023 30,725,000 $28.3M 0.09% DBT
184 UBS GROUP AG V/R 05/14/32 225401AU2 Jun 2023 35,005,000 $28.3M 0.09% DBT
185 N/A N/A Jun 2023 1 $28.2M 0.09% DIR
186 FORMT 2022- V/R 07/28/47 /GBP/ N/A Jun 2023 22,358,970 $28.2M 0.09% ABS-CBDO
187 ARESE 7A A1 V/R 10/15/30 /EUR/ N/A Jun 2023 26,332,171 $28.2M 0.09% ABS-CBDO
188 UMBS P#QE8520 3.5% 08/01/52 3133BJPD8 Jun 2023 30,407,634 $27.7M 0.09% ABS-MBS
189 INTELSAT JACKSON 6.5% 03/15/30 45824TBC8 Jun 2023 30,220,000 $27.5M 0.09% DBT
190 UMBS P#BU7103 2% 12/01/51 3140M83M9 Jun 2023 33,543,545 $27.4M 0.09% ABS-MBS
191 BANK OF AMERICA CORP PREFERRED 060505682 Jun 2023 23,375 $27.4M 0.09% EP
192 PRET 2021-RN3 A1 V/R 09/25/51 74143JAA9 Jun 2023 30,124,122 $27.3M 0.09% ABS-CBDO
193 MORGAN STANLEY V/R 10/21/25 61747YEG6 Jun 2023 29,255,000 $27.3M 0.09% DBT
194 NETFLIX INC 4.875% 06/15/30 64110LAV8 Jun 2023 27,736,000 $27.3M 0.09% DBT
195 SMB 2022-B A1B V/R 02/16/55 83206NAB3 Jun 2023 27,556,120 $27.3M 0.09% ABS-CBDO
196 OZLM 2014-8A A1R V/R 10/17/29 67107FBL0 Jun 2023 27,122,365 $26.9M 0.09% ABS-CBDO
197 MIDO 2018-8A A1R V/R 02/20/31 59801MAL2 Jun 2023 27,194,178 $26.9M 0.09% ABS-CBDO
198 WARNERMEDIA HO 5.141% 03/15/52 55903VBE2 Jun 2023 32,921,000 $26.8M 0.09% DBT
199 US TREAS BDS 4.5% 08/15/39 912810QC5 Jun 2023 24,858,300 $26.7M 0.09% DBT
200 UMBS P#QE0764 3% 04/01/52 3133B9Z56 Jun 2023 29,978,590 $26.4M 0.09% ABS-MBS
201 CSMC 2019-RP10 A V/R 12/26/59 12597FAC4 Jun 2023 26,516,606 $26.4M 0.09% ABS-CBDO
202 CHARTER COMM OPT 2.8% 04/01/31 161175BU7 Jun 2023 32,784,000 $26.4M 0.09% DBT
203 MFRA 2022-RPL1 A V/R 08/25/61 55285TAA4 Jun 2023 29,161,263 $26.4M 0.09% ABS-CBDO
204 UMBS P#BO2259 3% 10/01/49 3140JWQM5 Jun 2023 29,555,610 $26.3M 0.09% ABS-MBS
205 US TREAS BDS 2.375% 05/15/51 912810SX7 Jun 2023 35,299,600 $26.2M 0.09% DBT
206 BCCE 2018-2 V/R 01/20/32 /EUR/ N/A Jun 2023 24,754,724 $26.2M 0.09% ABS-CBDO
207 PRET 2022-RN2 A S/UP 06/25/52 69377NAA7 Jun 2023 28,080,822 $26.1M 0.09% ABS-CBDO
208 SPRINT SPECTRU 5.152% 03/20/28 85208NAE0 Jun 2023 26,277,950 $26.0M 0.09% DBT
209 OBX 2023-NQM3 A1 V/R 04/25/27 67117PAA1 Jun 2023 25,990,839 $25.7M 0.09% ABS-CBDO
210 PLMRS 2020-3A A1 V/R 11/15/31 69701RAL1 Jun 2023 26,020,000 $25.7M 0.09% ABS-CBDO
211 NATWEST GROUP PLC V/R 03/22/25 780097BK6 Jun 2023 26,116,000 $25.7M 0.09% DBT
212 US TREAS BDS 2.75% 11/15/47 912810RZ3 Jun 2023 31,854,500 $25.6M 0.08% DBT
213 ATHENE GLOBAL 1.716% 01/07/25 04685A3F6 Jun 2023 27,575,000 $25.5M 0.08% DBT
214 US TREAS BDS 1.875% 02/15/51 912810SU3 Jun 2023 38,400,000 $25.4M 0.08% DBT
215 EXPEDIA GROUP I 2.95% 03/15/31 30212PBH7 Jun 2023 30,140,000 $25.4M 0.08% DBT
216 MDPK 2021-39A B V/R 10/22/34 55821LAC8 Jun 2023 25,900,000 $25.4M 0.08% ABS-CBDO
217 STRAS 2021-3A A V/R 12/29/29 86315WAA6 Jun 2023 25,607,217 $25.4M 0.08% ABS-CBDO
218 US TREAS BDS 3% 05/15/45 912810RM2 Jun 2023 30,000,000 $25.3M 0.08% DBT
219 ROCKT 2021-1A A1 V/R 07/20/34 77341KAA9 Jun 2023 25,790,000 $25.2M 0.08% ABS-CBDO
220 FFML 2006-FF11 1 V/R 08/25/36 32028PAB1 Jun 2023 26,103,918 $24.9M 0.08% ABS-CBDO
221 UMBS P#CA8895 2.5% 02/01/51 3140QG3D7 Jun 2023 29,151,051 $24.8M 0.08% ABS-MBS
222 FHLB D/N 08/25/23 313384KW8 Jun 2023 25,000,000 $24.8M 0.08% STIV
223 GOCAP 2021-51A A V/R 05/05/34 381740AA7 Jun 2023 25,300,000 $24.8M 0.08% ABS-CBDO
224 CHENIERE ENERGY PA 4% 03/01/31 16411QAK7 Jun 2023 28,079,000 $24.7M 0.08% DBT
225 CSMC 2022-RPL1 P V/R 04/25/61 12661QAH0 Jun 2023 29,109,547 $24.6M 0.08% ABS-CBDO
226 HCA INC 5.5% 06/01/33 404119CQ0 Jun 2023 24,530,000 $24.5M 0.08% DBT
227 ENBRIDGE INC 5.7% 03/08/33 29250NBR5 Jun 2023 24,043,000 $24.4M 0.08% DBT
228 SANTANDER UK GROU V/R 03/15/25 80281LAN5 Jun 2023 25,339,000 $24.3M 0.08% DBT
229 BPR 2022-OANA A V/R 04/15/24 05592DAA2 Jun 2023 25,012,000 $24.3M 0.08% ABS-CBDO
230 ROCKETMTGE CO- 3.875% 03/01/31 74841CAB7 Jun 2023 29,710,000 $24.1M 0.08% DBT
231 CITIGROUP INC V/R 03/31/31 172967MP3 Jun 2023 25,365,000 $23.8M 0.08% DBT
232 WI TREASURY SE 2.625% 04/15/25 91282CEH0 Jun 2023 24,854,200 $23.8M 0.08% DBT
233 MF1 2021-FL7 A V/R 10/16/36 55284AAA6 Jun 2023 24,302,000 $23.7M 0.08% ABS-CBDO
234 MORGAN STANLEY V/R 07/21/32 61747YED3 Jun 2023 29,672,000 $23.6M 0.08% DBT
235 BAT CAPITAL CO 2.726% 03/25/31 05526DBS3 Jun 2023 29,370,000 $23.4M 0.08% DBT
236 COLT 2022-4 A1 V/R 03/25/67 19685GAA4 Jun 2023 24,632,653 $23.4M 0.08% ABS-CBDO
237 WELLS FARGO & COMPANY /PFD/CV 949746804 Jun 2023 20,273 $23.4M 0.08% EP
238 PETROLEOS MEXICA 6.7% 02/16/32 71643VAB1 Jun 2023 30,644,000 $23.3M 0.08% DBT
239 SPRINT LLC 7.125% 06/15/24 85207UAH8 Jun 2023 23,080,000 $23.3M 0.08% DBT
240 CIM 2021-R3 A1A V/R 06/25/57 12566LAB0 Jun 2023 26,567,973 $23.2M 0.08% ABS-CBDO
241 UMBS P#SD8238 4.5% 08/01/52 3132DWEK5 Jun 2023 24,107,377 $23.2M 0.08% ABS-MBS
242 CIM 2021-R4 A1A V/R 05/01/61 12598HAB1 Jun 2023 27,689,835 $23.2M 0.08% ABS-CBDO
243 UMBS P#SD0231 3% 01/01/50 3132DMHG3 Jun 2023 25,750,318 $23.0M 0.08% ABS-MBS
244 CWL 2006-2 M2 V/R 05/25/36 126670UX4 Jun 2023 24,500,000 $22.9M 0.08% ABS-CBDO
245 ROCKETMTGE CO-ISSU 4% 10/15/33 77313LAB9 Jun 2023 29,285,000 $22.9M 0.08% DBT
246 MORGAN STANLEY V/R 04/21/34 61747YFE0 Jun 2023 23,136,000 $22.8M 0.08% DBT
247 EATON 2019-1A AR V/R 04/15/31 27830XAL0 Jun 2023 23,000,000 $22.6M 0.08% ABS-CBDO
248 HSBC HOLDINGS PLC V/R 09/22/28 404280CL1 Jun 2023 26,400,000 $22.6M 0.08% DBT
249 RASC 2007-KS3 AI V/R 04/25/37 74924YAD5 Jun 2023 24,395,236 $22.6M 0.07% ABS-CBDO
250 BARCLAYS PLC V/R 11/24/27 06738EBU8 Jun 2023 25,615,000 $22.5M 0.07% DBT
251 CWL 2007-2 2A4 V/R 08/25/37 12668NAE7 Jun 2023 25,730,000 $22.2M 0.07% ABS-CBDO
252 CWL 2007-10 1A1 V/R 03/25/36 23246BAE1 Jun 2023 23,877,016 $22.2M 0.07% ABS-CBDO
253 EART 2023-2A B 5.61% 09/15/27 30168CAD0 Jun 2023 22,400,000 $22.1M 0.07% ABS-CBDO
254 UMBS P#MA4237 2% 01/01/51 31418DV74 Jun 2023 26,911,975 $22.1M 0.07% ABS-MBS
255 UMBS P#FS1133 4% 10/01/51 3140XGHK8 Jun 2023 23,316,173 $22.1M 0.07% ABS-MBS
256 SDART 2023-2 B 5.24% 04/15/26 80287JAD6 Jun 2023 22,400,000 $22.1M 0.07% ABS-CBDO
257 FNMA TBA 15YR 2.0% JUL 23 01F020471 Jun 2023 24,778,455 $22.0M 0.07% ABS-MBS
258 PLMRS 2021-4A A V/R 10/15/34 69702EAA3 Jun 2023 22,275,000 $21.9M 0.07% ABS-CBDO
259 UMBS P#FS1463 4% 05/01/51 3140XGTV1 Jun 2023 22,960,179 $21.8M 0.07% ABS-MBS
260 UMBS P#CA6416 3% 07/01/50 3140QEDW9 Jun 2023 24,487,739 $21.8M 0.07% ABS-MBS
261 RAMP 2006-RZ5 M1 V/R 08/25/46 749239AF6 Jun 2023 24,606,241 $21.7M 0.07% ABS-CBDO
262 US TREAS NTS 3.875% 11/30/27 91282CFZ9 Jun 2023 21,935,000 $21.6M 0.07% DBT
263 US TREAS NTS 3.75% 05/31/30 91282CHF1 Jun 2023 21,900,000 $21.6M 0.07% DBT
264 US TREAS BDS 2% 8/15/51 912810SZ2 Jun 2023 31,604,500 $21.5M 0.07% DBT
265 ENERGY TRANSFER 5.4% 10/01/47 86765BAV1 Jun 2023 24,296,000 $21.4M 0.07% DBT
266 UBS GROUP AG V/R 02/02/27 225401AT5 Jun 2023 24,465,000 $21.4M 0.07% DBT
267 ANGLO AMERICAN C 4.5% 03/15/28 034863AU4 Jun 2023 22,397,000 $21.3M 0.07% DBT
268 F/C AUST 10Y BOND FUT SEP23 XMU3 XSFE Jun 2023 275 $21.3M 0.07% DIR
269 UMBS P#MA4364 2% 06/01/41 31418DZ62 Jun 2023 24,970,520 $21.3M 0.07% ABS-MBS
270 UBS GROUP AG V/R 07/15/26 225401AY4 Jun 2023 21,340,000 $21.2M 0.07% DBT
271 BANK OF AMERICA C V/R 04/29/31 06051GJB6 Jun 2023 25,162,000 $21.1M 0.07% DBT
272 STANDARD CHARTERE V/R 04/01/31 853254BS8 Jun 2023 22,853,000 $21.1M 0.07% DBT
273 US TREAS NTS 2.875% 06/15/25 91282CEU1 Jun 2023 21,900,000 $21.1M 0.07% DBT
274 PRET 2021-NPL5 A V/R 10/25/24 74143KAA6 Jun 2023 22,487,608 $20.9M 0.07% ABS-CBDO
275 JPMORGAN CHASE & V/R 04/22/27 46647PCB0 Jun 2023 23,223,000 $20.9M 0.07% DBT
276 US TREAS BDS 1.5% 2/15/25 91282CDZ1 Jun 2023 21,900,000 $20.7M 0.07% DBT
277 TEXTRON INC 3% 06/01/30 883203CB5 Jun 2023 23,695,000 $20.7M 0.07% DBT
278 CEMEX SAB DE C 3.875% 07/11/31 151290BZ5 Jun 2023 24,365,000 $20.5M 0.07% DBT
279 DEUTSCHE BANK 0.962% 11/08/23 251526CM9 Jun 2023 20,885,000 $20.5M 0.07% DBT
280 HVMLT 2006-12 1A V/R 12/19/36 41162DAA7 Jun 2023 24,622,472 $20.5M 0.07% ABS-CBDO
281 BX 2022-CSMO A V/R 06/15/27 05610MAA0 Jun 2023 20,460,000 $20.4M 0.07% ABS-CBDO
282 PACIFIC GAS & E 4.25% 08/01/23 694308JB4 Jun 2023 20,431,000 $20.4M 0.07% DBT
283 WELLS FARGO & COM V/R 03/24/28 95000U2V4 Jun 2023 21,860,000 $20.4M 0.07% DBT
284 MORGAN STANLEY V/R 01/21/28 61747YEK7 Jun 2023 22,470,000 $20.3M 0.07% DBT
285 T/L MARKET BID 0% 11/04/27/EUR N/A Jun 2023 21,570,455 $20.1M 0.07% LON
286 SANTANDER UK GROU V/R 03/15/32 80281LAP0 Jun 2023 24,900,000 $20.1M 0.07% DBT
287 VERUS 2022-3 A1 S/UP 02/25/67 92538UAA9 Jun 2023 21,806,018 $19.9M 0.07% ABS-CBDO
288 CIM 2022-I1 A1 V/R 02/25/67 12568TAC9 Jun 2023 21,129,929 $19.9M 0.07% ABS-CBDO
289 GNMA II P#MA7473 3% 07/20/51 36179WJS8 Jun 2023 22,027,331 $19.8M 0.07% ABS-MBS
290 PRET 2022-RN1 A1 V/R 02/25/25 69363JAA2 Jun 2023 21,003,520 $19.6M 0.07% ABS-CBDO
291 GOLDMAN SACHS 1.217% 12/06/23 38141GZE7 Jun 2023 20,000,000 $19.6M 0.07% DBT
292 UMBS P#MA4465 2% 11/01/51 31418D6B3 Jun 2023 24,013,399 $19.6M 0.07% ABS-MBS
293 US TREAS NTS 2.75% 05/15/25 91282CEQ0 Jun 2023 20,400,400 $19.6M 0.06% DBT
294 UMBS P#RA3078 3% 07/01/50 3133KJM33 Jun 2023 21,957,480 $19.6M 0.06% ABS-MBS
295 EQUINIX INC 2.15% 07/15/30 29444UBH8 Jun 2023 24,207,000 $19.6M 0.06% DBT
296 CONTINENTAL RE 2.875% 04/01/32 212015AV3 Jun 2023 25,449,000 $19.6M 0.06% DBT
297 UMBS P#MA3744 3% 08/01/49 31418DES7 Jun 2023 21,839,788 $19.4M 0.06% ABS-MBS
298 SOCIETE GENERALE V/R 01/10/34 83368RBS0 Jun 2023 19,000,000 $19.3M 0.06% DBT
299 US TIPS 0.125% 04/15/25 912828ZJ2 Jun 2023 20,230,074 $19.2M 0.06% DBT
300 N/A N/A Jun 2023 1 $19.2M 0.06% DIR
301 CIFC 2015-4A A1A V/R 04/20/34 12550TAY1 Jun 2023 19,600,000 $19.2M 0.06% ABS-CBDO
302 BANCO SANTANDER S V/R 06/30/24 05971KAK5 Jun 2023 19,200,000 $19.1M 0.06% DBT
303 UMBS P#RA7386 3.5% 05/01/52 3133KPF37 Jun 2023 20,917,044 $19.1M 0.06% ABS-MBS
304 UMBS P#CA4534 3% 11/01/49 3140QCBC9 Jun 2023 21,361,372 $19.1M 0.06% ABS-MBS
305 CREDIT AGRICOLE S V/R 01/10/33 225313AK1 Jun 2023 21,168,000 $18.8M 0.06% DBT
306 IMPERIAL BRAND 6.125% 07/27/27 45262BAF0 Jun 2023 18,800,000 $18.8M 0.06% DBT
307 CSMC 2021-RP11 P V/R 10/25/61 12659AAH9 Jun 2023 26,677,037 $18.8M 0.06% ABS-CBDO
308 CWL 2006-20 2A4 V/R 09/25/35 12667HAE1 Jun 2023 20,739,000 $18.8M 0.06% ABS-CBDO
309 FHLT 2004-4 M1 V/R 03/25/35 35729PGT1 Jun 2023 20,294,769 $18.7M 0.06% ABS-CBDO
310 CARVANA CO 10.25% 05/01/30 146869AJ1 Jun 2023 23,700,000 $18.7M 0.06% DBT
311 CIM 2023-NR2 A1 V/R 06/25/62 171936AA5 Jun 2023 18,103,001 $18.6M 0.06% ABS-CBDO
312 AMSR 2022-SFR3 B 4% 10/17/27 66981YAB5 Jun 2023 20,305,000 $18.6M 0.06% ABS-CBDO
313 GAZPROM PJSC (G 2.95% 01/27/29 G3768BAK0 Jun 2023 28,600,000 $18.6M 0.06% DBT
314 CHARTER COMM OP 3.95% 06/30/62 161175CG7 Jun 2023 30,133,000 $18.5M 0.06% DBT
315 TIA 2016-1A AR V/R 07/20/31 87271LAJ1 Jun 2023 18,750,000 $18.5M 0.06% ABS-CBDO
316 GNMA II P#MA7135 2% 01/20/51 36179V4U1 Jun 2023 21,962,269 $18.5M 0.06% ABS-MBS
317 US TREAS BDS 3.875% 02/15/43 912810TQ1 Jun 2023 18,891,000 $18.4M 0.06% DBT
318 NEUB 2017-16SA A V/R 04/15/34 64131TAN4 Jun 2023 18,770,000 $18.4M 0.06% ABS-CBDO
319 BLACKSTONE SEC 2.125% 02/15/27 09261XAD4 Jun 2023 21,770,000 $18.4M 0.06% DBT
320 UMBS P#SD8289 5.5% 01/01/53 3132DWF65 Jun 2023 18,456,344 $18.4M 0.06% ABS-MBS
321 SVHE 2006-OPT5 2 V/R 07/25/36 83612CAE9 Jun 2023 21,570,824 $18.3M 0.06% ABS-CBDO
322 CRSNT 2021-MOON V/R 04/15/26 22877LAD9 Jun 2023 20,000,000 $18.2M 0.06% ABS-CBDO
323 WARNERMEDIA HOL 5.05% 03/15/42 55903VBD4 Jun 2023 21,535,000 $18.2M 0.06% DBT
324 GOLDMAN SACHS GRO V/R 10/21/27 38141GYM0 Jun 2023 20,405,000 $18.2M 0.06% DBT
325 NLT 2021-INV3 PT V/R 11/25/56 62916BAJ7 Jun 2023 19,999,225 $18.1M 0.06% ABS-CBDO
326 PRPM 2022-NQM1 A V/R 09/25/26 69378KAA2 Jun 2023 18,526,569 $18.1M 0.06% ABS-CBDO
327 UMBS P#SD7554 2.5% 04/01/52 3132DVMB8 Jun 2023 20,972,253 $18.0M 0.06% ABS-MBS
328 UMBS P#CA9090 2.5% 02/01/51 3140QHC45 Jun 2023 21,014,501 $17.9M 0.06% ABS-MBS
329 STACR 2021-DNA6 V/R 10/25/41 35564KKY4 Jun 2023 18,350,000 $17.9M 0.06% ABS-CBDO
330 BERRY GLOBAL I 4.875% 07/15/26 085770AA3 Jun 2023 18,610,000 $17.9M 0.06% DBT
331 GSM 2022-7A A1 V/R 07/15/35 40257DAA5 Jun 2023 18,270,000 $17.9M 0.06% ABS-CBDO
332 MAGNE 2020-25A A V/R 01/25/32 55955GAA1 Jun 2023 18,000,000 $17.9M 0.06% ABS-CBDO
333 CROWN CASTLE INC 5.1% 05/01/33 22822VBC4 Jun 2023 18,136,000 $17.8M 0.06% DBT
334 PRPM 2021-6 A1 V/R 07/25/24 69360FAA3 Jun 2023 19,635,002 $17.8M 0.06% ABS-CBDO
335 ENTEGRIS ESCROW 4.75% 04/15/29 29365BAA1 Jun 2023 19,155,000 $17.8M 0.06% DBT
336 MFRA 2022-NQM3 A V/R 09/25/67 55286EAA6 Jun 2023 18,207,174 $17.8M 0.06% ABS-CBDO
337 UMBS P#FS2638 2.5% 04/01/52 3140XH4Y0 Jun 2023 20,790,441 $17.7M 0.06% ABS-MBS
338 T-MOBILE USA INC 4.8% 07/15/28 87264ADA0 Jun 2023 18,000,000 $17.6M 0.06% DBT
339 CIM 2021-R5 A1A V/R 08/25/61 12592SAB3 Jun 2023 22,647,876 $17.5M 0.06% ABS-CBDO
340 CWL 2006-8 2A4 V/R 01/25/46 045427AD3 Jun 2023 18,740,225 $17.4M 0.06% ABS-CBDO
341 UMBS P#SD8205 2.5% 04/01/52 3132DWDJ9 Jun 2023 20,472,571 $17.4M 0.06% ABS-MBS
342 NSLT 2006-1 A6 V/R 08/23/36 64033HAA7 Jun 2023 17,707,852 $17.2M 0.06% ABS-CBDO
343 ANTARES HOLDING 3.75% 07/15/27 03666HAE1 Jun 2023 20,265,000 $17.0M 0.06% DBT
344 UMBS P#RA5077 2.5% 05/01/51 3133KLUA3 Jun 2023 19,731,232 $16.9M 0.06% ABS-MBS
345 CITIGROUP INC V/R 06/09/27 172967NA5 Jun 2023 19,055,000 $16.9M 0.06% DBT
346 CREDIT SUISSE NE 3.7% 02/21/25 22550L2H3 Jun 2023 17,634,000 $16.9M 0.06% DBT
347 EQT CORP 3.9% 10/01/27 26884LAF6 Jun 2023 18,223,000 $16.8M 0.06% DBT
348 JPMORGAN CHASE & V/R 01/25/33 46647PCU8 Jun 2023 19,902,000 $16.8M 0.06% DBT
349 DIAMONDBACK ENER 3.5% 12/01/29 25278XAN9 Jun 2023 18,560,000 $16.7M 0.06% DBT
350 IQVIA INC 5.7% 05/15/28 46266TAB4 Jun 2023 16,850,000 $16.7M 0.06% DBT
351 PG&E WILDFIRE 4.451% 12/01/47 693342AD9 Jun 2023 18,300,000 $16.7M 0.06% DBT
352 COLT 2021-RPL1 A V/R 09/25/61 12598PAA5 Jun 2023 19,316,954 $16.6M 0.06% ABS-CBDO
353 OWL ROCK CAPIT 2.875% 06/11/28 69121KAG9 Jun 2023 20,400,000 $16.6M 0.06% DBT
354 KINBN 2022- V/R 09/25/62 /EUR/ N/A Jun 2023 15,433,008 $16.5M 0.05% ABS-CBDO
355 PACIFIC GAS & E 3.75% 07/01/28 694308JK4 Jun 2023 18,443,500 $16.5M 0.05% DBT
356 NRZT 2019-RPL3 A V/R 07/25/59 64830NAA9 Jun 2023 17,924,529 $16.5M 0.05% ABS-CBDO
357 PACIFIC GAS & EL 2.1% 08/01/27 694308JF5 Jun 2023 19,308,000 $16.5M 0.05% DBT
358 BANK OF AMERICA C V/R 06/14/29 06051GJZ3 Jun 2023 19,260,000 $16.4M 0.05% DBT
359 INTERCONTINENTA 1.85% 09/15/32 45866FAN4 Jun 2023 21,260,000 $16.4M 0.05% DBT
360 UMBS P#SD7548 2.5% 11/01/51 3132DVL52 Jun 2023 19,054,198 $16.3M 0.05% ABS-MBS
361 STRA 2021-2 V/R 07/20/60 /GBP/ N/A Jun 2023 12,854,250 $16.3M 0.05% ABS-CBDO
362 UMBS P#SD7549 2% 01/01/52 3132DVL60 Jun 2023 19,745,180 $16.3M 0.05% ABS-MBS
363 META PLATFORMS I 5.6% 05/15/53 30303M8Q8 Jun 2023 15,794,000 $16.2M 0.05% DBT
364 NOMURA HOLDING 2.172% 07/14/28 65535HAY5 Jun 2023 19,200,000 $16.2M 0.05% DBT
365 BROADCOM INC 3.469% 04/15/34 11135FBL4 Jun 2023 19,707,000 $16.2M 0.05% DBT
366 US T BILL ZCP 08/03/23 912796Y37 Jun 2023 16,206,000 $16.1M 0.05% STIV
367 JAPAN TREASU ZCP 07/18/23/JPY/ J2S39LD76 Jun 2023 2,326,000,000 $16.1M 0.05% STIV
368 GOLDMAN SACHS GRO V/R 07/21/32 38141GYJ7 Jun 2023 20,118,000 $16.1M 0.05% DBT
369 UMBS P#BN7755 3% 09/01/49 3140JQTM5 Jun 2023 18,063,610 $16.1M 0.05% ABS-MBS
370 UNITED AIR 202 5.875% 10/15/27 90931GAA7 Jun 2023 16,242,243 $16.1M 0.05% DBT
371 US BANCORP V/R 02/01/34 91159HJL5 Jun 2023 17,236,000 $16.1M 0.05% DBT
372 VERUS 2021-5 A1 V/R 09/25/66 92538KAA1 Jun 2023 20,385,649 $16.1M 0.05% ABS-CBDO
373 US TREAS BDS 1.75% 08/15/41 912810TA6 Jun 2023 22,663,000 $15.9M 0.05% DBT
374 NATIONWIDE BLDG 0.55% 01/22/24 63859UBG7 Jun 2023 16,400,000 $15.9M 0.05% DBT
375 MF1 2021-FL6 A V/R 06/16/26 55283TAA6 Jun 2023 16,219,000 $15.9M 0.05% ABS-CBDO
376 TPMF 2019-G V/R 10/20/51 /GBP/ N/A Jun 2023 12,468,405 $15.8M 0.05% ABS-CBDO
377 BANK OF AMERIC 4.183% 11/25/27 06051GGC7 Jun 2023 16,659,000 $15.8M 0.05% DBT
378 INDONESIA 6.375% 08/15/28/IDR/ Y6S86ZWH8 Jun 2023 231,987,000,000 $15.8M 0.05% DBT
379 CITIGROUP INC V/R 01/25/33 17327CAQ6 Jun 2023 18,848,000 $15.7M 0.05% DBT
380 BX 2019-XL A V/R 10/15/21 056054AA7 Jun 2023 15,813,321 $15.7M 0.05% ABS-CBDO
381 ADC 2021-1A A 1.937% 08/15/26 01627AAA6 Jun 2023 17,968,000 $15.7M 0.05% ABS-CBDO
382 CHARTER COMM OPT 2.3% 02/01/32 161175BX1 Jun 2023 20,750,000 $15.7M 0.05% DBT
383 G2SF 30 YR TBA 4.0% JUL 23 21H040673 Jun 2023 16,599,000 $15.7M 0.05% ABS-MBS
384 MSC 2018-SUN C V/R 07/15/20 61691MAJ6 Jun 2023 16,000,000 $15.7M 0.05% ABS-CBDO
385 STWD 2021-LIH C V/R 11/15/26 78486EAL2 Jun 2023 16,200,000 $15.7M 0.05% ABS-CBDO
386 GAZPROM (GAZ CA 4.95% 03/23/27 L4191BCA9 Jun 2023 20,900,000 $15.7M 0.05% DBT
387 BDS 2021-FL10 A V/R 12/16/36 07335YAA4 Jun 2023 15,910,000 $15.6M 0.05% ABS-CBDO
388 FGLMC P#G67717 4% 11/01/48 3132XCSE6 Jun 2023 16,298,470 $15.6M 0.05% ABS-MBS
389 BOEING CO 1.433% 02/04/24 097023DE2 Jun 2023 16,015,000 $15.6M 0.05% DBT
390 UMBS P#SD8316 5.5% 04/01/53 3132DWGZ0 Jun 2023 15,656,424 $15.6M 0.05% ABS-MBS
391 UMBS P#MA4500 1.5% 12/01/41 31418EAA8 Jun 2023 19,215,349 $15.6M 0.05% ABS-MBS
392 CENTENE CORP 3% 10/15/30 15135BAW1 Jun 2023 18,676,000 $15.6M 0.05% DBT
393 NEUB 2019-32A AR V/R 01/20/32 64132DAJ7 Jun 2023 15,740,000 $15.5M 0.05% ABS-CBDO
394 CIM 2020-R1 A1 V/R 10/27/59 12558VAA0 Jun 2023 18,865,673 $15.5M 0.05% ABS-CBDO
395 GENERAL MOTORS C 5.2% 04/01/45 37045VAJ9 Jun 2023 18,095,000 $15.4M 0.05% DBT
396 UMBS P#MA4176 2% 11/01/40 31418DUA8 Jun 2023 18,061,970 $15.3M 0.05% ABS-MBS
397 SABINE PASS LI 5.625% 03/01/25 785592AM8 Jun 2023 15,406,000 $15.3M 0.05% DBT
398 BAE SYSTEMS PLC 3.4% 04/15/30 05523RAD9 Jun 2023 16,944,000 $15.3M 0.05% DBT
399 OZLM 2014-6A A1S V/R 04/17/31 67108LAW3 Jun 2023 15,516,944 $15.3M 0.05% ABS-CBDO
400 MF1 2020-FL4 A V/R 10/15/25 58003UAA6 Jun 2023 15,331,982 $15.3M 0.05% ABS-CBDO
401 LBMLT 2004-6 M1 V/R 11/25/34 542514JM7 Jun 2023 17,174,682 $15.3M 0.05% ABS-CBDO
402 CIM 2021-R1 A2 V/R 08/25/56 12563RAC8 Jun 2023 17,710,520 $15.3M 0.05% ABS-CBDO
403 UMBS P#SD8273 3.5% 11/01/52 3132DWFN8 Jun 2023 16,699,534 $15.2M 0.05% ABS-MBS
404 FGLMC P#G67709 3.5% 03/01/48 3132XCR64 Jun 2023 16,376,884 $15.2M 0.05% ABS-MBS
405 US TREAS BDS 1.375% 11/15/40 912810ST6 Jun 2023 22,663,000 $15.2M 0.05% DBT
406 WELLS FARGO & COM V/R 10/30/30 95000U2G7 Jun 2023 17,525,000 $15.1M 0.05% DBT
407 GLP CAPITAL LP 5.75% 06/01/28 361841AK5 Jun 2023 15,441,000 $15.1M 0.05% DBT
408 BNP PARIBAS V/R 06/30/27 09659W2Q6 Jun 2023 17,105,000 $15.1M 0.05% DBT
409 BANK OF AMERICA C V/R 04/27/33 06051GKQ1 Jun 2023 16,024,000 $15.1M 0.05% DBT
410 CIM 2020-R7 A1A V/R 12/27/61 12563GAB4 Jun 2023 17,261,266 $15.0M 0.05% ABS-CBDO
411 OAKC 2017-15A B V/R 01/20/30 67707BAB6 Jun 2023 15,180,000 $14.9M 0.05% ABS-CBDO
412 AMERICAN TOWER C 2.3% 09/15/31 03027XBS8 Jun 2023 18,676,000 $14.9M 0.05% DBT
413 FIRSTENERGY TR 2.866% 09/15/28 33767BAD1 Jun 2023 16,876,000 $14.9M 0.05% DBT
414 CHS/COMMUNITY 5.625% 03/15/27 12543DBG4 Jun 2023 16,800,000 $14.8M 0.05% DBT
415 GATX CORP 5.45% 09/15/33 361448BL6 Jun 2023 14,990,000 $14.7M 0.05% DBT
416 SAST 2007-2 A1 V/R 05/25/37 80556YAA3 Jun 2023 17,080,377 $14.7M 0.05% ABS-CBDO
417 HSBC HOLDINGS PLC V/R 08/17/29 404280CV9 Jun 2023 17,585,000 $14.7M 0.05% DBT
418 US TREAS BDS 1.125% 05/15/40 912810SR0 Jun 2023 22,663,000 $14.7M 0.05% DBT
419 FIDELITY NATL FI 4.5% 08/15/28 31620RAH8 Jun 2023 15,455,000 $14.7M 0.05% DBT
420 VERUS 2022-7 A1 V/R 07/25/67 92539NAA4 Jun 2023 15,195,709 $14.6M 0.05% ABS-CBDO
421 VICI PROPERTIES 4.25% 12/01/26 92564RAA3 Jun 2023 15,582,000 $14.6M 0.05% DBT
422 US TREAS BDS 1.125% 08/15/40 912810SQ2 Jun 2023 22,663,000 $14.6M 0.05% DBT
423 MF1 2021-FL5 AS V/R 07/15/36 55282XAC4 Jun 2023 15,000,000 $14.6M 0.05% ABS-CBDO
424 ARES CAPITAL COR 3.2% 11/15/31 04010LBC6 Jun 2023 18,865,000 $14.5M 0.05% DBT
425 TRINI 2021- V/R 07/15/59 /GBP/ N/A Jun 2023 11,459,000 $14.4M 0.05% ABS-CBDO
426 FGLMC P#G67706 3.5% 12/01/47 3132XCR31 Jun 2023 15,596,407 $14.4M 0.05% ABS-MBS
427 SANTANDER UK GROU V/R 11/15/24 80281LAJ4 Jun 2023 14,535,000 $14.4M 0.05% DBT
428 FNMA 30YR TBA 3.0% AUG 23 01F030686 Jun 2023 16,350,000 $14.4M 0.05% ABS-MBS
429 UBS GROUP AG V/R 08/11/28 225401AV0 Jun 2023 14,337,000 $14.4M 0.05% DBT
430 OBX 2023-NQM4 A1 V/R 05/25/27 67448GAA1 Jun 2023 14,468,735 $14.4M 0.05% ABS-CBDO
431 POST 2023-1A A V/R 04/20/36 73743CAA0 Jun 2023 14,310,000 $14.3M 0.05% ABS-CBDO
432 PILGRIM'S PRIDE 3.5% 03/01/32 72147KAH1 Jun 2023 18,075,000 $14.3M 0.05% DBT
433 BROADCOM INC 2.45% 02/15/31 11135FBH3 Jun 2023 17,505,000 $14.2M 0.05% DBT
434 FNMA 30YR TBA 4.0% AUG 23 01F040685 Jun 2023 15,141,048 $14.2M 0.05% ABS-MBS
435 GENERAL MOTORS FIN 6% 01/09/28 37045XEB8 Jun 2023 14,095,000 $14.2M 0.05% DBT
436 MDPK 2019-33A AR V/R 10/15/32 55819JAN3 Jun 2023 14,360,000 $14.2M 0.05% ABS-CBDO
437 MICRON TECHNOL 4.663% 02/15/30 595112BQ5 Jun 2023 15,005,000 $14.1M 0.05% DBT
438 PRPM 2022-5 A1 V/R 09/27/27 69377VAA9 Jun 2023 14,337,151 $14.1M 0.05% ABS-CBDO
439 MTN 2022-LPFL A V/R 03/15/27 62475WAA3 Jun 2023 14,320,000 $14.1M 0.05% ABS-CBDO
440 SYMP 2020-23A AR V/R 01/15/34 87167NDC6 Jun 2023 14,200,000 $14.0M 0.05% ABS-CBDO
441 JPMMT 2021-14 A3 V/R 12/25/44 46653QAC9 Jun 2023 17,408,926 $14.0M 0.05% ABS-CBDO
442 STWD 2019-FL1 A V/R 08/15/23 78485WAA7 Jun 2023 14,146,834 $14.0M 0.05% ABS-CBDO
443 UMBS P#FS0476 2% 02/01/52 3140XFQ61 Jun 2023 17,040,128 $14.0M 0.05% ABS-MBS
444 ASTRAZENECA FI 4.875% 03/03/28 04636NAF0 Jun 2023 13,985,000 $14.0M 0.05% DBT
445 DEUTSCHE BANK NY V/R 09/18/31 251526CD9 Jun 2023 16,820,000 $14.0M 0.05% DBT
446 MARKET BID 4.75% 11/04/27/EUR/ G5821ZAB7 Jun 2023 16,000,000 $14.0M 0.05% DBT
447 UMBS P#MA4698 3% 08/01/52 31418EGG9 Jun 2023 15,845,808 $14.0M 0.05% ABS-MBS
448 SUMITOMO MITSU 5.464% 01/13/26 86562MCT5 Jun 2023 13,915,000 $13.9M 0.05% DBT
449 UMBS P#BN6677 4% 06/01/49 3140JPM36 Jun 2023 14,549,841 $13.9M 0.05% ABS-MBS
450 BACARDI LTD / MA 5.4% 06/15/33 05635JAB6 Jun 2023 13,960,000 $13.8M 0.05% DBT
451 BANK OF AMERICA C V/R 04/25/29 06051GLG2 Jun 2023 13,970,000 $13.8M 0.05% DBT
452 AKER BP ASA 3.75% 01/15/30 00973RAF0 Jun 2023 15,485,000 $13.8M 0.05% DBT
453 HILT 2018-ORL C V/R 12/15/19 432885AJ0 Jun 2023 14,000,000 $13.8M 0.05% ABS-CBDO
454 COLT 2021-5 A1 V/R 11/26/66 12598RAA1 Jun 2023 16,591,253 $13.7M 0.05% ABS-CBDO
455 SANTANDER UK GROU V/R 01/10/29 80281LAT2 Jun 2023 13,600,000 $13.7M 0.05% DBT
456 CROWN CASTLE INC 4.3% 02/15/29 22822VAL5 Jun 2023 14,556,000 $13.7M 0.05% DBT
457 PROV ST JOSEPH 5.403% 10/01/33 743820AC6 Jun 2023 13,835,000 $13.7M 0.05% DBT
458 CHENIERE ENERGY 4.5% 10/01/29 16411QAG6 Jun 2023 14,861,000 $13.6M 0.05% DBT
459 COLT 2021-6 A1 V/R 12/25/66 12658YAA3 Jun 2023 16,198,798 $13.6M 0.05% ABS-CBDO
460 UMBS P#FS1552 2.5% 11/01/51 3140XGWN5 Jun 2023 15,971,520 $13.6M 0.05% ABS-MBS
461 T-MOBILE USA IN 2.25% 02/15/26 87264ABR5 Jun 2023 14,809,000 $13.6M 0.05% DBT
462 ROCKT 2019-2A AR V/R 08/20/32 77341GAJ9 Jun 2023 13,850,000 $13.6M 0.05% ABS-CBDO
463 REPUBLIC 8.875% 02/28/35/ZAR/ S69124WF8 Jun 2023 312,655,000 $13.6M 0.05% DBT
464 NETFLIX INC 6.375% 05/15/29 64110LAX4 Jun 2023 12,834,000 $13.6M 0.05% DBT
465 TRIMBLE INC 6.1% 03/15/33 896239AE0 Jun 2023 13,375,000 $13.6M 0.04% DBT
466 BNP PARIBAS V/R 01/20/28 09659W2T0 Jun 2023 15,155,000 $13.5M 0.04% DBT
467 GWT 2019-WOLF A V/R 12/15/24 39152TAA8 Jun 2023 13,655,000 $13.5M 0.04% ABS-CBDO
468 UNICREDIT SPA 7.83% 12/04/23 904678AG4 Jun 2023 13,400,000 $13.4M 0.04% DBT
469 T-MOBILE USA INC 3.5% 04/15/31 87264ABW4 Jun 2023 15,220,000 $13.4M 0.04% DBT
470 CSMC 2021-RPL9 A V/R 02/25/61 12658XAC1 Jun 2023 14,526,002 $13.4M 0.04% ABS-CBDO
471 TELADOC HEALTH 1.25% 06/01/27 87918AAF2 Jun 2023 16,800,000 $13.4M 0.04% DBT
472 CLIF 2023-1A A 6.31% 11/18/23 12565KAG2 Jun 2023 13,396,000 $13.4M 0.04% ABS-CBDO
473 JPMORGAN CHASE & V/R 03/24/31 46647PBJ4 Jun 2023 13,825,000 $13.3M 0.04% DBT
474 DNB BANK ASA V/R 03/30/28 25601B2B0 Jun 2023 15,397,000 $13.3M 0.04% DBT
475 BFLD 2020-OBRK A V/R 11/15/22 05553JAA6 Jun 2023 13,350,000 $13.3M 0.04% ABS-CBDO
476 BX 2021-RISE D V/R 11/15/23 12434EAG5 Jun 2023 13,757,000 $13.2M 0.04% ABS-CBDO
477 CWALT 2007-OA2 1 V/R 03/25/47 02149LAA9 Jun 2023 15,682,624 $13.2M 0.04% ABS-CBDO
478 CENTENE CORP 4.25% 12/15/27 15135BAR2 Jun 2023 14,078,000 $13.2M 0.04% DBT
479 US TREAS BDS 4.375 05/15/40 912810QH4 Jun 2023 12,427,100 $13.1M 0.04% DBT
480 NAVSL 2018-2A A3 V/R 11/26/29 63941DAC5 Jun 2023 13,429,950 $13.1M 0.04% ABS-CBDO
481 AMGEN INC 5.65% 03/02/53 031162DT4 Jun 2023 12,940,000 $13.1M 0.04% DBT
482 UBS GROUP AG V/R 01/12/34 902613AV0 Jun 2023 13,100,000 $13.0M 0.04% DBT
483 SAST 2007-3 1A V/R 09/25/37 80557BAA2 Jun 2023 13,839,144 $13.0M 0.04% ABS-CBDO
484 UMBS P#CA4108 3% 09/01/49 3140QBR67 Jun 2023 14,524,819 $13.0M 0.04% ABS-MBS
485 US TREAS NTS 3.625% 05/31/28 91282CHE4 Jun 2023 13,260,000 $13.0M 0.04% DBT
486 HPA 2021-3 A 2.2% 01/17/29 43730XAA2 Jun 2023 15,273,676 $12.9M 0.04% ABS-CBDO
487 KEYSPAN GAS EA 5.994% 03/06/33 49338CAD5 Jun 2023 12,840,000 $12.9M 0.04% DBT
488 CSMC 2022-NQM1 A V/R 01/25/26 126416AA4 Jun 2023 15,220,025 $12.9M 0.04% ABS-CBDO
489 F/C 3MO EURO EURIBOR JUN24 ERM4 IFLL Jun 2023 49 $12.9M 0.04% DIR
490 AMERICAN TOWER C 2.1% 06/15/30 03027XBC3 Jun 2023 15,907,000 $12.8M 0.04% DBT
491 NATIONAL GENERA 6.75% 05/15/24 636220AB1 Jun 2023 12,910,000 $12.8M 0.04% DBT
492 PPL CAPITAL FU 2.875% 03/15/28 69352PAR4 Jun 2023 13,425,000 $12.8M 0.04% DBT
493 STATE OF ISRAEL 3.8% 05/13/60 M87068AT5 Jun 2023 16,900,000 $12.8M 0.04% DBT
494 T-MOBILE USA IN 2.55% 02/15/31 87264ACB9 Jun 2023 15,389,000 $12.8M 0.04% DBT
495 CGMS 2017-4A A1 V/R 01/15/30 14315BAA4 Jun 2023 12,853,171 $12.8M 0.04% ABS-CBDO
496 BACARDI LTD 4.45% 05/15/25 067316AE9 Jun 2023 13,085,000 $12.7M 0.04% DBT
497 DCP MIDSTREAM O 3.25% 02/15/32 23311VAK3 Jun 2023 15,045,000 $12.7M 0.04% DBT
498 DISH NETWORK C 3.375% 08/15/26 25470MAB5 Jun 2023 25,080,000 $12.7M 0.04% DBT
499 UMBS P#FM8731 2% 09/01/51 3140XCVZ8 Jun 2023 15,541,445 $12.7M 0.04% ABS-MBS
500 UNITED MEXICAN 2.659% 05/24/31 91087BAM2 Jun 2023 15,288,000 $12.7M 0.04% DBT
501 SABINE PASS LI 5.875% 06/30/26 785592AV8 Jun 2023 12,561,000 $12.7M 0.04% DBT
502 FISERV INC 5.6% 03/02/33 337738BE7 Jun 2023 12,420,000 $12.6M 0.04% DBT
503 PFIZER INVESTME 4.75% 05/19/33 716973AE2 Jun 2023 12,660,000 $12.6M 0.04% DBT
504 RATE 2021-HB1 A1 V/R 12/25/51 75409XAA4 Jun 2023 15,826,465 $12.6M 0.04% ABS-CBDO
505 LBMLT 2006-WL1 M V/R 01/25/36 542514QW7 Jun 2023 13,652,617 $12.6M 0.04% ABS-CBDO
506 BANK OF AMERICA 4.25% 10/22/26 06051GFL8 Jun 2023 13,040,000 $12.6M 0.04% DBT
507 BSP 2016-10A A1R V/R 04/20/34 08181LAU1 Jun 2023 12,795,000 $12.6M 0.04% ABS-CBDO
508 OCP 2014-7A A1RR V/R 07/20/29 67107KAZ9 Jun 2023 12,661,839 $12.6M 0.04% ABS-CBDO
509 AKER BP ASA 4% 01/15/31 00973RAJ2 Jun 2023 14,110,000 $12.5M 0.04% DBT
510 ORACLE CORP 3.6% 04/01/50 68389XBX2 Jun 2023 17,540,000 $12.5M 0.04% DBT
511 NISSAN MOTOR ACCEP 2% 03/09/26 654740BS7 Jun 2023 14,300,000 $12.5M 0.04% DBT
512 MAPSL 2021-1A 2.521% 06/15/28 55292RAA9 Jun 2023 14,495,531 $12.5M 0.04% ABS-CBDO
513 ARCELORMITTAL 6.75% 03/01/41 03938LAS3 Jun 2023 12,270,000 $12.5M 0.04% DBT
514 LLOYDS BANKING GR V/R 05/11/27 53944YAP8 Jun 2023 14,105,000 $12.5M 0.04% DBT
515 GSMBS 2021-NQM1 V/R 07/25/61 36262EAA4 Jun 2023 14,677,420 $12.5M 0.04% ABS-CBDO
516 CHARTER COMM O 5.375% 05/01/47 161175BL7 Jun 2023 15,069,000 $12.5M 0.04% DBT
517 ENERGY TRANSFER LP 5% 05/15/50 29278NAR4 Jun 2023 14,689,000 $12.4M 0.04% DBT
518 BARCLAYS PLC V/R 05/09/34 06738ECG8 Jun 2023 12,439,000 $12.4M 0.04% DBT
519 GLOBAL PAYMENTS 5.4% 08/15/32 37940XAQ5 Jun 2023 12,685,000 $12.4M 0.04% DBT
520 DIAMONDBACK ENE 3.25% 12/01/26 25278XAM1 Jun 2023 13,155,000 $12.4M 0.04% DBT
521 UMBS P#SB0298 2.5% 01/01/35 3132CWKK9 Jun 2023 13,453,567 $12.3M 0.04% ABS-MBS
522 EFMT 2022-1 A1 V/R 01/25/67 31573CAA3 Jun 2023 14,811,669 $12.3M 0.04% ABS-CBDO
523 GAZPROM PJ 2.95% 04/15/25/EUR/ G3768BAC8 Jun 2023 15,000,000 $12.3M 0.04% DBT
524 CHARTER COMM OPT 4.8% 03/01/50 161175BT0 Jun 2023 16,239,000 $12.3M 0.04% DBT
525 RCKT 2021-6 A1 V/R 04/25/43 74939KAA4 Jun 2023 15,206,685 $12.2M 0.04% ABS-CBDO
526 PACIFIC GAS & EL 2.5% 02/01/31 694308JG3 Jun 2023 15,565,000 $12.2M 0.04% DBT
527 OCP 2020-19A AR V/R 10/20/34 670881AM3 Jun 2023 12,450,000 $12.2M 0.04% ABS-CBDO
528 VAR ENERGI ASA 8% 11/15/32 92212WAE0 Jun 2023 11,505,000 $12.2M 0.04% DBT
529 NAVSL 2020-IA A1 V/R 12/15/29 63942AAB2 Jun 2023 12,367,589 $12.2M 0.04% ABS-CBDO
530 UMBS P#BU8821 3.5% 05/01/52 3140MAYT5 Jun 2023 13,295,763 $12.1M 0.04% ABS-MBS
531 CAPITAL ONE FINAN V/R 03/01/30 14040HCN3 Jun 2023 14,270,000 $12.1M 0.04% DBT
532 HSBC HOLDINGS PLC V/R 03/09/29 404280DU0 Jun 2023 12,000,000 $12.1M 0.04% DBT
533 MFCC 2023-1A A 8.04% 03/20/25 58940BAR7 Jun 2023 12,045,000 $12.0M 0.04% ABS-CBDO
534 VERUS 2022-4 A1 V/R 04/25/67 92538NAA5 Jun 2023 12,598,313 $12.0M 0.04% ABS-CBDO
535 PACIFIC GAS & ELEC 3% 06/15/28 694308JW8 Jun 2023 13,949,000 $12.0M 0.04% DBT
536 OVINTIV INC 6.5% 08/15/34 292505AD6 Jun 2023 11,993,000 $12.0M 0.04% DBT
537 BX 2022-CSMO B V/R 06/15/27 05610MAC6 Jun 2023 12,065,000 $12.0M 0.04% ABS-CBDO
538 HCA INC 5.5% 06/15/47 404119BV0 Jun 2023 12,742,000 $12.0M 0.04% DBT
539 NISSAN MOTOR AC 2.75% 03/09/28 654740BT5 Jun 2023 14,600,000 $12.0M 0.04% DBT
540 DWOLF 2017-1A BR V/R 10/15/30 25211AAG4 Jun 2023 12,235,000 $11.9M 0.04% ABS-CBDO
541 CHENIERE ENERGY 3.25% 01/31/32 16411QAN1 Jun 2023 14,513,000 $11.9M 0.04% DBT
542 AMERICAN TOWER C 2.7% 04/15/31 03027XBM1 Jun 2023 14,389,000 $11.9M 0.04% DBT
543 DISH DBS CORP 5.75% 12/01/28 25470XBF1 Jun 2023 16,035,000 $11.9M 0.04% DBT
544 CHASE 2023-RPL1 V/R 06/25/62 16159LAC2 Jun 2023 13,331,877 $11.9M 0.04% ABS-CBDO
545 CIM 2019-R4 A1 V/R 10/25/59 12556FAA7 Jun 2023 13,184,492 $11.9M 0.04% ABS-CBDO
546 CSC HOLDINGS L 4.625% 12/01/30 126307BD8 Jun 2023 26,645,000 $11.9M 0.04% DBT
547 HSBC HOLDINGS PLC V/R 05/22/30 404280CC1 Jun 2023 13,200,000 $11.9M 0.04% DBT
548 MACQUARIE GROUP L V/R 01/14/33 55608JAZ1 Jun 2023 14,785,000 $11.8M 0.04% DBT
549 CITIGROUP INC V/R 05/01/32 172967MY4 Jun 2023 14,459,000 $11.8M 0.04% DBT
550 T/L STERIGENICS-NO 0% 12/11/26 N/A Jun 2023 12,000,000 $11.8M 0.04% LON
551 INTL FLAVOR & FR 2.3% 11/01/30 459506AQ4 Jun 2023 14,875,000 $11.8M 0.04% DBT
552 UMBS P#QE3575 3% 06/01/52 3133BC6L6 Jun 2023 13,388,773 $11.8M 0.04% ABS-MBS
553 GOLDMAN SACHS GRO V/R 09/10/27 38141GYG3 Jun 2023 13,410,000 $11.8M 0.04% DBT
554 OBX 2023-NQM5 A1 V/R 06/25/27 673919AL0 Jun 2023 11,800,000 $11.8M 0.04% ABS-CBDO
555 VICI PROPERTIE 3.875% 02/15/29 92564RAL9 Jun 2023 13,390,000 $11.8M 0.04% DBT
556 LBMLT 2005-2 M6 V/R 04/25/35 542514KW3 Jun 2023 12,500,000 $11.7M 0.04% ABS-CBDO
557 REYNOLDS AMERIC 5.85% 08/15/45 761713BB1 Jun 2023 13,100,000 $11.6M 0.04% DBT
558 VASA 2021-VASA B V/R 07/15/39 92230AAC0 Jun 2023 14,000,000 $11.6M 0.04% ABS-CBDO
559 CENTENE CORP 2.5% 03/01/31 15135BAX9 Jun 2023 14,567,000 $11.6M 0.04% DBT
560 PSTAT 2021-2A A2 V/R 05/20/29 69702DAC1 Jun 2023 11,775,000 $11.6M 0.04% ABS-CBDO
561 THRM 2023-1A A 7.58% 04/15/29 88338QAA8 Jun 2023 11,585,283 $11.6M 0.04% ABS-CBDO
562 AMCOR FINANCE 3.625% 04/28/26 02343UAG0 Jun 2023 12,260,000 $11.6M 0.04% DBT
563 UMBS P#CB1666 2.5% 09/01/51 3140QLZ82 Jun 2023 13,550,175 $11.6M 0.04% ABS-MBS
564 GITST 2023-NPL1 V/R 05/25/26 375933AA6 Jun 2023 11,616,000 $11.6M 0.04% ABS-CBDO
565 GNMA II P#MA6818 2% 08/20/50 36179VSF8 Jun 2023 13,662,610 $11.5M 0.04% ABS-MBS
566 UMBS P#ZT0179 3.5% 11/01/47 3132ACFU9 Jun 2023 12,478,954 $11.5M 0.04% ABS-MBS
567 UMBS P#FM7599 3.5% 01/01/51 3140XBNR7 Jun 2023 12,484,507 $11.5M 0.04% ABS-MBS
568 FFMER 2007-5 2A2 V/R 10/25/37 59025RAU1 Jun 2023 14,010,831 $11.5M 0.04% ABS-CBDO
569 STEWART INFORMAT 3.6% 11/15/31 86038AAA0 Jun 2023 14,990,000 $11.5M 0.04% DBT
570 HCA INC 3.5% 09/01/30 404119CA5 Jun 2023 13,119,000 $11.5M 0.04% DBT
571 LEIDOS INC 5.75% 03/15/33 52532XAJ4 Jun 2023 11,560,000 $11.5M 0.04% DBT
572 CAFL 2021-RTL1 A V/R 03/28/29 12468RAA8 Jun 2023 12,585,000 $11.5M 0.04% ABS-CBDO
573 CIFC 2021-7A A1 V/R 01/23/35 12567HAC6 Jun 2023 11,700,000 $11.5M 0.04% ABS-CBDO
574 AESOP 2019-3A 2.36% 03/20/25 05377RDQ4 Jun 2023 12,120,000 $11.4M 0.04% ABS-CBDO
575 GSMS 2014-GC1 3.801% 12/10/23 36252RAJ8 Jun 2023 11,511,374 $11.4M 0.04% ABS-CBDO
576 LLOYDS BANKING GR V/R 08/11/33 53944YAU7 Jun 2023 12,190,000 $11.4M 0.04% DBT
577 WILLIS NORTH AM 5.35% 05/15/33 970648AM3 Jun 2023 11,665,000 $11.4M 0.04% DBT
578 PLNT 2022-1A 3.251% 12/05/26 72703PAD5 Jun 2023 12,793,062 $11.4M 0.04% ABS-CBDO
579 NETFLIX INC 5.875% 11/15/28 64110LAT3 Jun 2023 10,972,000 $11.3M 0.04% DBT
580 UMBS P#MA4570 2% 03/01/42 31418ECG3 Jun 2023 13,385,997 $11.3M 0.04% ABS-MBS
581 ALLY FINANCIAL 4.625% 03/30/25 02005NBA7 Jun 2023 11,750,000 $11.3M 0.04% DBT
582 BROOKFIELD FIN 2.34% 01/30/32 11272BAA1 Jun 2023 14,500,000 $11.3M 0.04% DBT
583 ALLEG 2018-3A A V/R 10/16/31 01750NAA7 Jun 2023 11,400,000 $11.3M 0.04% ABS-CBDO
584 MORGAN STANLEY V/R 05/04/27 61772BAB9 Jun 2023 12,593,000 $11.3M 0.04% DBT
585 GNMA II P#MA2891 3% 06/20/45 36179RF87 Jun 2023 12,338,217 $11.2M 0.04% ABS-MBS
586 STHWK 2019-4A A1 V/R 07/20/32 846031AN2 Jun 2023 11,400,000 $11.2M 0.04% ABS-CBDO
587 JPMAC 2007-CH3 A V/R 03/25/37 46630XAF5 Jun 2023 11,604,124 $11.2M 0.04% ABS-CBDO
588 CHENIERE CORP 5.125% 06/30/27 16412XAG0 Jun 2023 11,411,000 $11.2M 0.04% DBT
589 WARNERMEDIA HO 3.755% 03/15/27 55903VBA0 Jun 2023 12,015,000 $11.2M 0.04% DBT
590 NAVTR 2021-1 A V/R 11/15/28 63943BAA1 Jun 2023 12,898,825 $11.2M 0.04% ABS-CBDO
591 CGI INC 2.3% 09/14/31 12532HAF1 Jun 2023 14,300,000 $11.2M 0.04% DBT
592 UMBS P#MA4993 4% 04/01/53 31418ERP7 Jun 2023 11,907,762 $11.2M 0.04% ABS-MBS
593 CMLTI 2005-HE4 M V/R 10/25/35 17307GP93 Jun 2023 14,327,000 $11.2M 0.04% ABS-CBDO
594 US TREAS NTS 1.5% 02/15/30 912828Z94 Jun 2023 13,020,700 $11.2M 0.04% DBT
595 UMBS P#SD0923 2.5% 01/01/52 3132DNAY9 Jun 2023 12,995,671 $11.1M 0.04% ABS-MBS
596 VERUS 2021-8 A1 V/R 11/25/66 92538GAA0 Jun 2023 13,285,886 $11.1M 0.04% ABS-CBDO
597 BANK OF AMERICA C V/R 02/04/33 06051GKK4 Jun 2023 13,306,000 $11.1M 0.04% DBT
598 VOLT 2021-NPL8 A V/R 04/25/51 92872VAA1 Jun 2023 12,220,155 $11.1M 0.04% ABS-CBDO
599 EXPEDIA GROUP I 3.25% 02/15/30 30212PAR6 Jun 2023 12,682,000 $11.0M 0.04% DBT
600 US TREAS BDS 3.125% 05/15/48 912810SC3 Jun 2023 12,780,000 $11.0M 0.04% DBT
601 ELM15 2022-2A A1 V/R 04/22/35 29003JAC8 Jun 2023 11,210,000 $11.0M 0.04% ABS-CBDO
602 PAID 2021-5 A 1.53% 08/15/29 69547EAA2 Jun 2023 11,182,618 $11.0M 0.04% ABS-CBDO
603 ARCLO 2021-FL4 A V/R 08/15/26 03880RAA7 Jun 2023 11,190,000 $11.0M 0.04% ABS-CBDO
604 VICI PROPERTIES 4.5% 09/01/26 92564RAH8 Jun 2023 11,600,000 $11.0M 0.04% DBT
605 SYMP 2018-20A BR V/R 01/16/32 87166VAL2 Jun 2023 11,220,000 $11.0M 0.04% ABS-CBDO
606 UMBS P#MA4919 5.5% 02/01/53 31418EPD6 Jun 2023 10,985,276 $10.9M 0.04% ABS-MBS
607 BHG 2022-A B 2.7% 02/20/35 054977AB9 Jun 2023 12,175,000 $10.9M 0.04% ABS-CBDO
608 VENTR 2016-25A A V/R 04/20/29 92329VAS1 Jun 2023 10,914,334 $10.9M 0.04% ABS-CBDO
609 MICRON TECHNOL 5.875% 02/09/33 595112BZ5 Jun 2023 10,870,000 $10.8M 0.04% DBT
610 CRSNT 2021-MOON V/R 04/15/26 22877LAE7 Jun 2023 12,000,000 $10.8M 0.04% ABS-CBDO
611 REPUBLIC OF ZCP 11/23/23/ARS/ N/A Jun 2023 2,553,390,000 $10.8M 0.04% STIV
612 RALI 2007-QS2 6.25% 01/25/37 74923CAD4 Jun 2023 13,363,541 $10.8M 0.04% ABS-CBDO
613 GLENCORE FUNDI 3.875% 10/27/27 378272AQ1 Jun 2023 11,555,000 $10.8M 0.04% DBT
614 GSMS 2021-DM A V/R 11/15/23 36265AAA9 Jun 2023 11,038,000 $10.8M 0.04% ABS-CBDO
615 ERAC USA FINANCE 4.9% 05/01/33 26884TAW2 Jun 2023 11,015,000 $10.8M 0.04% DBT
616 US TREAS BDS 3.125% 08/15/44 912810RH3 Jun 2023 12,429,200 $10.8M 0.04% DBT
617 AMER AIRLINE 2 2.875% 07/11/34 02379KAA2 Jun 2023 12,846,087 $10.7M 0.04% DBT
618 HERTZ 2022-1A 4.85% 06/25/25 42806MAM1 Jun 2023 11,604,000 $10.7M 0.04% ABS-CBDO
619 US TREAS BDS 3% 05/15/47 912810RX8 Jun 2023 12,732,000 $10.7M 0.04% DBT
620 NATWEST GROUP PLC V/R 06/14/27 639057AC2 Jun 2023 12,170,000 $10.7M 0.04% DBT
621 WARNERMEDIA HO 4.279% 03/15/32 55903VBC6 Jun 2023 12,075,000 $10.7M 0.04% DBT
622 CBAM 2019-9A A V/R 02/12/30 14987VAA7 Jun 2023 10,788,078 $10.7M 0.04% ABS-CBDO
623 INDX 2006-AR19 5 V/R 08/25/36 45660GBB5 Jun 2023 13,939,440 $10.7M 0.04% ABS-CBDO
624 LNCR 2022-CRE7 A V/R 01/17/37 53946PAA8 Jun 2023 10,854,000 $10.6M 0.04% ABS-CBDO
625 ATHENE HOLDING 4.125% 01/12/28 04686JAA9 Jun 2023 11,630,000 $10.6M 0.04% DBT
626 AJAXM 2019-F A1 V/R 07/25/59 00969PAA1 Jun 2023 11,361,607 $10.6M 0.04% ABS-CBDO
627 AMERICAN TOWER 5.65% 03/15/33 03027XBZ2 Jun 2023 10,453,000 $10.6M 0.04% DBT
628 US TREAS NTS 2.875% 05/15/32 91282CEP2 Jun 2023 11,426,300 $10.6M 0.04% DBT
629 HUMANA INC 3.7% 03/23/29 444859BT8 Jun 2023 11,540,000 $10.6M 0.04% DBT
630 DTAOT 2022-1A D 3.4% 11/17/25 23345YAG6 Jun 2023 11,305,000 $10.6M 0.04% ABS-CBDO
631 US TREAS NTS 0.375% 09/30/27 91282CAL5 Jun 2023 12,333,100 $10.5M 0.03% DBT
632 TIME WARNER CABL 4.5% 09/15/42 88732JBD9 Jun 2023 13,975,000 $10.5M 0.03% DBT
633 T/L CARNIVAL CO 0% 06/30/25 P2121YAN8 Jun 2023 10,476,000 $10.5M 0.03% LON
634 DIN 2023-1A A 7.824% 06/05/29 03789XAF5 Jun 2023 10,610,000 $10.4M 0.03% ABS-CBDO
635 ORACLE CORP 3.6% 04/01/40 68389XBW4 Jun 2023 13,491,000 $10.4M 0.03% DBT
636 IMPERIAL BRAND 3.125% 07/26/24 45262BAA1 Jun 2023 10,790,000 $10.4M 0.03% DBT
637 ATHENE GLOBAL FUN V/R 05/24/24 04685A2X8 Jun 2023 10,525,000 $10.4M 0.03% DBT
638 7-ELEVEN INC 0.8% 02/10/24 817826AB6 Jun 2023 10,725,000 $10.4M 0.03% DBT
639 UMBS P#MA5027 4% 05/01/53 31418ESR2 Jun 2023 10,998,908 $10.3M 0.03% ABS-MBS
640 UMBS P#SD8321 4% 05/01/53 3132DWG64 Jun 2023 10,998,906 $10.3M 0.03% ABS-MBS
641 UMBS P#SD8313 4% 04/01/53 3132DWGW7 Jun 2023 10,998,904 $10.3M 0.03% ABS-MBS
642 UMBS P#MA5054 4% 06/01/53 31418ETL4 Jun 2023 10,998,905 $10.3M 0.03% ABS-MBS
643 UMBS P#SD8338 4% 06/01/53 3132DWHP1 Jun 2023 10,998,904 $10.3M 0.03% ABS-MBS
644 UMBS P#SD8353 4% 07/01/53 3132DWH63 Jun 2023 10,998,900 $10.3M 0.03% ABS-MBS
645 US TIPS 0.125% 07/15/30 912828ZZ6 Jun 2023 11,500,704 $10.3M 0.03% DBT
646 GMCAR 2021-2 A 0.51% 10/16/24 380149AC8 Jun 2023 10,661,686 $10.3M 0.03% ABS-CBDO
647 PNC FINANCIAL SER V/R 01/24/34 693475BM6 Jun 2023 10,718,000 $10.3M 0.03% DBT
648 PACIFIC GAS & EL 4.4% 03/01/32 694308KC0 Jun 2023 11,850,000 $10.3M 0.03% DBT
649 CSMC 2022-ATH3 A V/R 08/25/67 12664AAD1 Jun 2023 10,566,401 $10.2M 0.03% ABS-CBDO
650 UMBS P#SD8290 6% 01/01/53 3132DWF73 Jun 2023 10,140,355 $10.2M 0.03% ABS-MBS
651 VOLT 2021-NPL6 A V/R 03/25/24 91835EAA7 Jun 2023 11,217,137 $10.2M 0.03% ABS-CBDO
652 GNMA II P#784891 3.5% 04/20/48 3622AAKC7 Jun 2023 10,928,515 $10.2M 0.03% ABS-MBS
653 PRPM 2022-4 A1 V/R 08/25/27 693588AA3 Jun 2023 10,519,973 $10.2M 0.03% ABS-CBDO
654 PACIFIC GAS & EL 3.5% 06/15/25 694308HM2 Jun 2023 10,754,000 $10.2M 0.03% DBT
655 GNMA II P#MA7313 3% 04/20/51 36179WDS4 Jun 2023 11,297,253 $10.2M 0.03% ABS-MBS
656 MLMI 2006-OPT1 A V/R 08/25/37 59022VAA9 Jun 2023 11,305,835 $10.1M 0.03% ABS-CBDO
657 FGLMC P#G67707 3.5% 01/01/48 3132XCR49 Jun 2023 10,852,206 $10.1M 0.03% ABS-MBS
658 SPRINT LLC 7.625% 02/15/25 85207UAJ4 Jun 2023 9,898,000 $10.1M 0.03% DBT
659 ABSHE 2006-HE3 M V/R 03/25/36 04541GXD9 Jun 2023 12,278,794 $10.1M 0.03% ABS-CBDO
660 PROG 2021-SFR 2.283% 01/17/29 74333XAA8 Jun 2023 11,973,464 $10.1M 0.03% ABS-CBDO
661 AVIATION CAPIT 6.375% 07/15/30 05366DAA6 Jun 2023 10,175,000 $10.1M 0.03% DBT
662 FNMA 15YR TBA 2.5% JUL 23 01F022477 Jun 2023 11,062,000 $10.1M 0.03% ABS-MBS
663 GNR 2021-2 AH 1.5% 06/16/63 38380RNG1 Jun 2023 13,122,474 $10.1M 0.03% ABS-CBDO
664 OOMLT 2006-3 1A1 V/R 02/25/37 68389BAN3 Jun 2023 15,469,232 $10.1M 0.03% ABS-CBDO
665 VMWARE INC 2.2% 08/15/31 928563AL9 Jun 2023 12,754,000 $10.0M 0.03% DBT
666 CSMC 2021-NQM8 A V/R 10/25/66 12659FAA3 Jun 2023 12,194,767 $10.0M 0.03% ABS-CBDO
667 APRES 2019-1A BR V/R 10/15/28 03835JBE2 Jun 2023 10,045,000 $10.0M 0.03% ABS-CBDO
668 AFHT 2019-FAIR D V/R 09/15/21 05223HAL6 Jun 2023 10,145,000 $10.0M 0.03% ABS-CBDO
669 SAMI 2007-AR3 2A V/R 06/25/37 86363NAY5 Jun 2023 11,106,817 $10.0M 0.03% ABS-CBDO
670 BAYER US FINAN 4.875% 06/25/48 07274NAQ6 Jun 2023 11,025,000 $9.9M 0.03% DBT
671 BIOMARIN PHARM 0.599% 08/01/24 09061GAH4 Jun 2023 10,090,000 $9.9M 0.03% DBT
672 ARROW ELECTRON 6.125% 03/01/26 04273WAD3 Jun 2023 9,930,000 $9.9M 0.03% DBT
673 CSMC 2019-ICE4 A V/R 05/15/21 12653VAA4 Jun 2023 9,952,240 $9.9M 0.03% ABS-CBDO
674 DCOT 2019-MTC 2.965% 10/15/29 23312BAA8 Jun 2023 12,545,000 $9.9M 0.03% ABS-CBDO
675 NYO 2021-1290 A V/R 11/15/28 62955HAA5 Jun 2023 10,900,000 $9.9M 0.03% ABS-CBDO
676 T-MOBILE USA I 3.375% 04/15/29 87264ABV6 Jun 2023 10,920,000 $9.9M 0.03% DBT
677 JPMAC 2006-WMC4 V/R 12/25/36 46630BAD8 Jun 2023 18,998,428 $9.9M 0.03% ABS-CBDO
678 F/C ICE 3MTH SONIA FU JUN24 SFIM4IFLL Jun 2023 33 $9.8M 0.03% DIR
679 EVERGY METRO 4.95% 04/15/33 30037DAB1 Jun 2023 10,000,000 $9.8M 0.03% DBT
680 RAYTHEON TECH 4.125% 11/16/28 913017CY3 Jun 2023 10,208,000 $9.8M 0.03% DBT
681 ACAR 2023-2 C 5.96% 02/12/26 02529YAE3 Jun 2023 9,950,000 $9.8M 0.03% ABS-CBDO
682 BALLY 2021-1A A1 V/R 04/15/34 05875TAA5 Jun 2023 10,050,000 $9.8M 0.03% ABS-CBDO
683 SANTANDER UK GROU V/R 06/14/27 80281LAQ8 Jun 2023 11,405,000 $9.8M 0.03% DBT
684 PIEDMONT NATURAL 2.5% 03/15/31 720186AN5 Jun 2023 12,028,000 $9.8M 0.03% DBT
685 ARCLO 2022-FL1 A V/R 12/15/26 03880XAA4 Jun 2023 10,000,000 $9.8M 0.03% ABS-CBDO
686 ALEN 2021-ACEN A V/R 04/15/26 01449NAA4 Jun 2023 11,160,000 $9.8M 0.03% ABS-CBDO
687 ATHENE GLOBAL 1.985% 08/19/28 04685A3C3 Jun 2023 12,230,000 $9.8M 0.03% DBT
688 EQUINIX INC 3.2% 11/18/29 29444UBE5 Jun 2023 11,179,000 $9.8M 0.03% DBT
689 PROG 2020-SFR 2.796% 10/17/27 74333AAL4 Jun 2023 10,915,000 $9.8M 0.03% ABS-CBDO
690 JPMAC 2006-CW1 M V/R 05/25/36 46628MAH9 Jun 2023 11,322,000 $9.8M 0.03% ABS-CBDO
691 KREF 2022-FL3 A V/R 02/17/39 48275EAA4 Jun 2023 10,000,000 $9.8M 0.03% ABS-CBDO
692 GOLDMAN SACHS GRO V/R 10/21/32 38141GYN8 Jun 2023 11,963,000 $9.8M 0.03% DBT
693 SLMA 2005-4 A4 V/R 07/25/40 78442GPH3 Jun 2023 10,149,180 $9.7M 0.03% ABS-CBDO
694 BDS 2021-FL7 A V/R 06/16/26 05493FAA7 Jun 2023 10,000,000 $9.7M 0.03% ABS-CBDO
695 PFIZER INVESTME 5.34% 05/19/63 716973AH5 Jun 2023 9,582,000 $9.7M 0.03% DBT
696 CIM 2019-R3 A V/R 06/25/58 12559PAA2 Jun 2023 10,704,722 $9.7M 0.03% ABS-CBDO
697 BSPRT 2021-FL7 A V/R 12/15/38 05602CAA2 Jun 2023 9,900,000 $9.7M 0.03% ABS-CBDO
698 UMBS P#FM3664 4% 03/01/49 3140X7CA5 Jun 2023 10,167,886 $9.7M 0.03% ABS-MBS
699 INTL FLAVOR & FRAG 5% 09/26/48 459506AL5 Jun 2023 11,420,000 $9.7M 0.03% DBT
700 STACR 2022-DNA7 V/R 09/25/42 35564KL49 Jun 2023 9,000,000 $9.7M 0.03% ABS-CBDO
701 UMBS P#FM2813 3% 04/01/48 3140X6DT5 Jun 2023 10,699,272 $9.7M 0.03% ABS-MBS
702 DPABS 2021-1A 2.662% 10/25/28 25755TAN0 Jun 2023 11,392,500 $9.7M 0.03% ABS-CBDO
703 DISH DBS CORP 5.25% 12/01/26 25470XBE4 Jun 2023 11,995,000 $9.6M 0.03% DBT
704 MORGAN STANLEY V/R 01/22/31 6174468L6 Jun 2023 11,308,000 $9.6M 0.03% DBT
705 UMBS P#CA2327 4% 09/01/48 3140Q9SR5 Jun 2023 10,024,421 $9.6M 0.03% ABS-MBS
706 MOLINA HEALTHC 4.375% 06/15/28 60855RAJ9 Jun 2023 10,418,000 $9.6M 0.03% DBT
707 AERCAP IRELAND 3.875% 01/23/28 00774MAE5 Jun 2023 10,445,000 $9.6M 0.03% DBT
708 ILLUMINA INC 2.55% 03/23/31 452327AM1 Jun 2023 11,640,000 $9.6M 0.03% DBT
709 WELLS FARGO & COM V/R 06/02/28 95000U2S1 Jun 2023 10,769,000 $9.6M 0.03% DBT
710 SLMA 2012-2 A V/R 01/25/29 78446YAA1 Jun 2023 9,999,161 $9.6M 0.03% ABS-CBDO
711 AERCAP IRELAND C 3.3% 01/30/32 00774MAX3 Jun 2023 11,692,000 $9.6M 0.03% DBT
712 UMBS P#FM7460 4% 03/01/51 3140XBJE1 Jun 2023 10,055,301 $9.6M 0.03% ABS-MBS
713 NISSAN MOTOR C 4.345% 09/17/27 654744AC5 Jun 2023 10,500,000 $9.5M 0.03% DBT
714 FHLT 2005-C M3 V/R 07/25/35 35729PKT6 Jun 2023 10,200,000 $9.5M 0.03% ABS-CBDO
715 VASA 2021-VASA C V/R 07/15/39 92230AAE6 Jun 2023 12,000,000 $9.5M 0.03% ABS-CBDO
716 INTELSAT SA/LUXEMBOURG L5217E120 Jun 2023 445,991 $9.5M 0.03% EC
717 GLP CAPITAL LP / F 4% 01/15/30 361841AP4 Jun 2023 10,945,000 $9.5M 0.03% DBT
718 SOUTHWESTERN ELE 4.1% 09/15/28 845437BR2 Jun 2023 10,000,000 $9.5M 0.03% DBT
719 NMG PARENT LLC N/A Jun 2023 62,326 $9.5M 0.03% EC
720 FKH 2022-SFR2 D 4.5% 07/17/27 33767PAG3 Jun 2023 10,352,000 $9.4M 0.03% ABS-CBDO
721 CGMS 2014-5A A1R V/R 07/15/31 14311AAS1 Jun 2023 9,518,442 $9.4M 0.03% ABS-CBDO
722 ORACLE CORP 3.95% 03/25/51 68389XCA1 Jun 2023 12,429,000 $9.4M 0.03% DBT
723 BSP 2014-IVA A2A V/R 01/20/32 08180FBJ9 Jun 2023 9,595,000 $9.4M 0.03% ABS-CBDO
724 SYNCHRONY FINA 4.375% 03/19/24 87165BAN3 Jun 2023 9,540,000 $9.4M 0.03% DBT
725 TD SYNNEX CORP 1.75% 08/09/26 87162WAF7 Jun 2023 10,725,000 $9.3M 0.03% DBT
726 MACQUARIE GROUP L V/R 01/12/27 55608JAR9 Jun 2023 10,480,000 $9.3M 0.03% DBT
727 TIME WARNER CABL 5.5% 09/01/41 88732JBB3 Jun 2023 11,204,000 $9.3M 0.03% DBT
728 MVEW 2017-1A AR V/R 10/16/29 62432HAJ9 Jun 2023 9,398,263 $9.3M 0.03% ABS-CBDO
729 MLMI 2006-RM3 A2 V/R 06/25/37 590217AE5 Jun 2023 43,948,951 $9.3M 0.03% ABS-CBDO
730 LIFE 2021-BMR F V/R 03/15/23 53218CAL4 Jun 2023 9,829,701 $9.3M 0.03% ABS-CBDO
731 AMERICAN EXPRES 2.55% 03/04/27 025816CS6 Jun 2023 10,180,000 $9.3M 0.03% DBT
732 T/L SVF II FI 0% 12/22/2023 N/A Jun 2023 9,267,661 $9.3M 0.03% LON
733 UMBS P#MA4599 3% 05/01/52 31418EDD9 Jun 2023 10,518,369 $9.3M 0.03% ABS-MBS
734 MSC 2021-230P C V/R 12/15/23 61772WAJ6 Jun 2023 9,974,000 $9.3M 0.03% ABS-CBDO
735 HSBC HOLDINGS PLC V/R 05/24/27 404280CM9 Jun 2023 10,490,000 $9.3M 0.03% DBT
736 MORGAN STANLEY S/UP 04/02/32 U6S771NR6 Jun 2023 14,800,000 $9.2M 0.03% DBT
737 US TREAS BDS 2.875% 05/15/49 912810SH2 Jun 2023 11,130,000 $9.2M 0.03% DBT
738 HSBC HOLDINGS PLC V/R 05/24/32 404280CT4 Jun 2023 11,365,000 $9.2M 0.03% DBT
739 PACIFIC GAS & E 3.25% 06/01/31 694308JT5 Jun 2023 11,300,000 $9.2M 0.03% DBT
740 UMBS P#RA6388 2.5% 12/01/51 3133KNCZ4 Jun 2023 10,723,581 $9.2M 0.03% ABS-MBS
741 CHENIERE ENERGY 5.95% 06/30/33 16411QAP6 Jun 2023 9,156,000 $9.2M 0.03% DBT
742 REVVITY INC 2.55% 03/15/31 714046AH2 Jun 2023 11,115,000 $9.2M 0.03% DBT
743 LBMLT 2005-WL3 M V/R 11/25/35 542514PS7 Jun 2023 10,014,387 $9.1M 0.03% ABS-CBDO
744 HUDSON PACIFIC 3.95% 11/01/27 44409MAA4 Jun 2023 12,527,000 $9.1M 0.03% DBT
745 AT&T INC 5.4% 02/15/34 00206RMT6 Jun 2023 9,087,000 $9.1M 0.03% DBT
746 EVERSOURCE ENERG 4.6% 07/01/27 30040WAR9 Jun 2023 9,315,000 $9.1M 0.03% DBT
747 COSTAR GROUP INC 2.8% 07/15/30 22160NAA7 Jun 2023 11,000,000 $9.1M 0.03% DBT
748 NAVSL 2015-BA A3 V/R 05/15/27 63939KAC3 Jun 2023 9,079,231 $9.1M 0.03% ABS-CBDO
749 UBS GROUP AG V/R 04/01/31 225401AP3 Jun 2023 10,164,000 $9.0M 0.03% DBT
750 AMERICAN TRANSM 2.65% 01/15/32 030288AC8 Jun 2023 10,922,000 $9.0M 0.03% DBT
751 CIM 2020-R6 A1A V/R 12/25/60 12560YAB8 Jun 2023 10,868,669 $9.0M 0.03% ABS-CBDO
752 AIR LEASE CORP 5.85% 12/15/27 00914AAT9 Jun 2023 9,015,000 $9.0M 0.03% DBT
753 JPMAC 2006-WMC4 V/R 12/25/36 46630BAE6 Jun 2023 17,302,758 $9.0M 0.03% ABS-CBDO
754 DRMT 2022-2 A1 V/R 03/25/67 24380XAA5 Jun 2023 9,712,265 $9.0M 0.03% ABS-CBDO
755 TCW 2022-1A A1 V/R 04/22/33 871969AC5 Jun 2023 9,080,000 $8.9M 0.03% ABS-CBDO
756 TRK 2022-INV1 A1 V/R 07/25/26 872635AA5 Jun 2023 10,254,175 $8.9M 0.03% ABS-CBDO
757 BALTIMORE GAS & 5.4% 06/01/53 059165EQ9 Jun 2023 8,750,000 $8.9M 0.03% DBT
758 GENM CAPITAL L 3.882% 04/19/31 37231BAA6 Jun 2023 10,990,000 $8.9M 0.03% DBT
759 T/L DIRECTV FIN 0% 08/02/27 N/A Jun 2023 9,099,000 $8.9M 0.03% LON
760 BANK OF AMERICA C V/R 04/22/32 06051GJT7 Jun 2023 10,720,000 $8.9M 0.03% DBT
761 SMBC AVIATION C 5.45% 05/03/28 78448TAH5 Jun 2023 9,005,000 $8.9M 0.03% DBT
762 GNMA II P#MA7195 3.5% 02/20/51 36179V7G9 Jun 2023 9,494,504 $8.9M 0.03% ABS-MBS
763 OMPT 2017-1MK 3.613% 02/10/24 68245HAA2 Jun 2023 9,606,000 $8.9M 0.03% ABS-CBDO
764 NORTHROP GRUMMA 4.95% 03/15/53 666807CJ9 Jun 2023 9,102,000 $8.9M 0.03% DBT
765 WFCM 2019-JWDR D V/R 09/15/26 95002NAL1 Jun 2023 10,000,000 $8.9M 0.03% ABS-CBDO
766 PNC FINANCIAL SER V/R 10/28/33 693475BJ3 Jun 2023 8,655,000 $8.9M 0.03% DBT
767 WEYERHAEUSER CO 4% 04/15/30 962166BY9 Jun 2023 9,630,000 $8.9M 0.03% DBT
768 SOCIETE GENERAL 4.75% 11/24/25 83367TBR9 Jun 2023 9,285,000 $8.8M 0.03% DBT
769 PACIFIC GAS & ELEC 4% 12/01/46 694308HR1 Jun 2023 13,182,000 $8.8M 0.03% DBT
770 PLMRS 2021-2A A V/R 07/15/34 69701XAA2 Jun 2023 9,020,000 $8.8M 0.03% ABS-CBDO
771 VOYA 2020-1A BR V/R 07/16/34 92918EAN7 Jun 2023 9,000,000 $8.8M 0.03% ABS-CBDO
772 AESOP 2020-2A 2.02% 02/20/26 05377RDY7 Jun 2023 9,740,000 $8.8M 0.03% ABS-CBDO
773 SDART 2021-3 D 1.33% 06/15/25 80287EAF2 Jun 2023 9,445,000 $8.8M 0.03% ABS-CBDO
774 SREIT 2021-FLWR V/R 07/15/36 78485GAN4 Jun 2023 9,325,000 $8.8M 0.03% ABS-CBDO
775 US BANCORP V/R 10/21/33 91159HJJ0 Jun 2023 8,795,000 $8.8M 0.03% DBT
776 T/L AMSURG LLC 0% 04/29/27 N/A Jun 2023 7,462,789 $8.8M 0.03% LON
777 OWL ROCK TECHNOL 2.5% 01/15/27 691205AG3 Jun 2023 10,635,000 $8.8M 0.03% DBT
778 AREIT 2022-CRE6 V/R 11/17/24 04002VAA9 Jun 2023 9,013,511 $8.8M 0.03% ABS-CBDO
779 CSC HOLDINGS LLC 6.5% 02/01/29 126307AZ0 Jun 2023 10,866,000 $8.8M 0.03% DBT
780 US TREAS BDS 3% 08/15/48 912810SD1 Jun 2023 10,405,000 $8.8M 0.03% DBT
781 CHENIERE CORP 5.875% 03/31/25 16412XAC9 Jun 2023 8,820,000 $8.8M 0.03% DBT
782 ALLY FINANCIAL INC 8% 11/01/31 36186CBY8 Jun 2023 8,450,000 $8.8M 0.03% DBT
783 UMBS P#FM8196 3.5% 12/01/48 3140XCDA3 Jun 2023 9,479,738 $8.8M 0.03% ABS-MBS
784 GSMBS 2021-GR2 A V/R 02/25/52 36262JAF2 Jun 2023 10,247,633 $8.8M 0.03% ABS-CBDO
785 UMBS P#CB2550 2.5% 01/01/52 3140QMZQ0 Jun 2023 10,207,378 $8.7M 0.03% ABS-MBS
786 BCAP 2014-RR2 6A V/R 02/26/21 05543DBD5 Jun 2023 9,193,827 $8.7M 0.03% ABS-CBDO
787 HERTZ 2022-3A 6.31% 03/25/24 42806MAY5 Jun 2023 8,879,000 $8.7M 0.03% ABS-CBDO
788 LIFE 2021-BMR G V/R 03/15/23 53218CAN0 Jun 2023 9,214,362 $8.7M 0.03% ABS-CBDO
789 AMERICAN TOWER C 5.5% 03/15/28 03027XBY5 Jun 2023 8,760,000 $8.7M 0.03% DBT
790 BIOMARIN PHARMA 1.25% 05/15/27 09061GAK7 Jun 2023 8,650,000 $8.7M 0.03% DBT
791 CHARTER COMM OPT 3.7% 04/01/51 161175BV5 Jun 2023 13,744,000 $8.7M 0.03% DBT
792 GLENCORE FUNDING 5.7% 05/08/33 378272BL1 Jun 2023 8,734,000 $8.7M 0.03% DBT
793 EQT CORP 3.625% 05/15/31 26884LAN9 Jun 2023 10,071,000 $8.7M 0.03% DBT
794 BANK OF AMERICA C V/R 09/21/36 06051GKC2 Jun 2023 11,315,000 $8.7M 0.03% DBT
795 MORGAN STANLEY V/R 02/13/32 6174468U6 Jun 2023 11,113,000 $8.6M 0.03% DBT
796 OAKC 2019-3A AR V/R 07/02/35 67112RAS3 Jun 2023 8,770,000 $8.6M 0.03% ABS-CBDO
797 NCHET 2005-D M2 V/R 02/25/36 64352VPR6 Jun 2023 10,390,000 $8.6M 0.03% ABS-CBDO
798 N/A N/A Jun 2023 1 $8.6M 0.03% DIR
799 PILGRIM'S PRIDE 6.25% 07/01/33 72147KAK4 Jun 2023 8,865,000 $8.6M 0.03% DBT
800 CBASS 2006-CB8 A V/R 10/25/36 1248P1AD6 Jun 2023 10,432,094 $8.6M 0.03% ABS-CBDO
801 TARGA RESOURCE 4.875% 02/01/31 87612BBS0 Jun 2023 9,273,000 $8.6M 0.03% DBT
802 AMGEN INC 5.6% 03/02/43 031162DS6 Jun 2023 8,530,000 $8.6M 0.03% DBT
803 WELF 2019-XA A1R V/R 07/20/32 94949WAM8 Jun 2023 8,700,000 $8.5M 0.03% ABS-CBDO
804 KKR 11 AR V/R 01/15/31 48250MAK3 Jun 2023 8,608,473 $8.5M 0.03% ABS-CBDO
805 CIM 2021-NR3 A1 V/R 06/25/57 12564UAA4 Jun 2023 8,914,559 $8.5M 0.03% ABS-CBDO
806 AMGEN INC 5.25% 03/02/30 031162DQ0 Jun 2023 8,485,000 $8.5M 0.03% DBT
807 WLAKE 2021-3A 2.12% 01/15/27 96043JAL9 Jun 2023 9,200,000 $8.5M 0.03% ABS-CBDO
808 GNMA II P#MA7536 3.5% 08/20/51 36179WLR7 Jun 2023 9,147,450 $8.5M 0.03% ABS-MBS
809 AMERICAN ASSET 3.375% 02/01/31 02401LAA2 Jun 2023 10,870,000 $8.5M 0.03% DBT
810 EQT CORP 7% 02/01/30 26884LAG4 Jun 2023 8,104,000 $8.5M 0.03% DBT
811 JPMORGAN CHASE & V/R 04/22/31 46647PBL9 Jun 2023 10,031,000 $8.5M 0.03% DBT
812 SOUTHWEST AIRLI 1.25% 05/01/25 844741BG2 Jun 2023 7,400,000 $8.5M 0.03% DBT
813 REPUBLIC OF ARGE S/UP 07/09/30 040114HS2 Jun 2023 25,483,672 $8.5M 0.03% DBT
814 FFML 2006-FF2 A5 V/R 02/25/36 32027NA35 Jun 2023 9,421,258 $8.5M 0.03% ABS-CBDO
815 GLENCORE FUNDIN 2.85% 04/27/31 378272BE7 Jun 2023 10,245,000 $8.5M 0.03% DBT
816 CHARLES SCHWAB CORP V/R /PERP/ 808513BK0 Jun 2023 10,400,000 $8.5M 0.03% DBT
817 JPMCC 2021-HTL5 V/R 11/15/26 46654PAJ5 Jun 2023 8,700,000 $8.4M 0.03% ABS-CBDO
818 AON CORP/AON GLO 2.6% 12/02/31 03740LAC6 Jun 2023 10,260,000 $8.4M 0.03% DBT
819 UMBS P#FM7031 4% 01/01/51 3140XAY55 Jun 2023 8,861,325 $8.4M 0.03% ABS-MBS
820 JPMCC 2018-WPT 5.35% 07/05/23 46645WBE2 Jun 2023 10,060,000 $8.4M 0.03% ABS-CBDO
821 GSMBS 2021-PJ6 A V/R 02/25/45 36262LAB6 Jun 2023 10,456,878 $8.4M 0.03% ABS-CBDO
822 WELLS FARGO & COM V/R 07/25/33 95000U3B7 Jun 2023 8,770,000 $8.4M 0.03% DBT
823 CWALT 2006-OA17 V/R 12/20/46 12668PAA0 Jun 2023 10,091,885 $8.4M 0.03% ABS-CBDO
824 N/A N/A Jun 2023 1 $8.4M 0.03% DCR
825 TCW 2020-1A A1RR V/R 04/20/34 87190CAW0 Jun 2023 8,600,000 $8.4M 0.03% ABS-CBDO
826 WESTERN DIGITAL 4.75% 02/15/26 958102AM7 Jun 2023 8,800,000 $8.4M 0.03% DBT
827 CXHE 2006-A M3 V/R 06/25/36 15231AAG1 Jun 2023 9,500,000 $8.4M 0.03% ABS-CBDO
828 VERUS 2021-7 A1 V/R 10/25/66 92538QAA8 Jun 2023 9,894,502 $8.4M 0.03% ABS-CBDO
829 UMBS P#CB1310 2% 08/01/51 3140QLN44 Jun 2023 10,253,867 $8.4M 0.03% ABS-MBS
830 OCT15 2013-1A A1 V/R 07/19/30 67590EBG8 Jun 2023 8,426,089 $8.4M 0.03% ABS-CBDO
831 VERUS 2023-4 A1 V/R 05/25/68 92539TAA1 Jun 2023 8,418,180 $8.3M 0.03% ABS-CBDO
832 VERISK ANALYTIC 5.75% 04/01/33 92345YAH9 Jun 2023 7,965,000 $8.3M 0.03% DBT
833 ORACLE CORP 6.15% 11/09/29 68389XCH6 Jun 2023 8,005,000 $8.3M 0.03% DBT
834 US TREAS BDS 3.625% 02/15/53 912810TN8 Jun 2023 8,682,000 $8.3M 0.03% DBT
835 CEMEX SAB DE CV 5.2% 09/17/30 151290BX0 Jun 2023 8,900,000 $8.3M 0.03% DBT
836 BPR 2022-STAR A V/R 08/15/24 055980AA4 Jun 2023 8,395,000 $8.3M 0.03% ABS-CBDO
837 GLP CAPITAL LP 3.25% 01/15/32 361841AR0 Jun 2023 10,298,000 $8.3M 0.03% DBT
838 ENERGY TRANSFER 5.75% 02/15/33 29273VAQ3 Jun 2023 8,258,000 $8.3M 0.03% DBT
839 HCA INC 3.375% 03/15/29 404119CE7 Jun 2023 9,345,000 $8.3M 0.03% DBT
840 KKR 29A B V/R 01/15/32 48254GAC0 Jun 2023 8,540,000 $8.3M 0.03% ABS-CBDO
841 SRT 2021-A D 1.38% 06/20/24 80286TAG8 Jun 2023 8,685,000 $8.3M 0.03% ABS-CBDO
842 LBMLT 2005-WL2 M V/R 08/25/35 542514ND2 Jun 2023 8,535,518 $8.3M 0.03% ABS-CBDO
843 FCAT 2023-2 D 6.62% 05/15/29 33843EAL5 Jun 2023 8,385,000 $8.2M 0.03% ABS-CBDO
844 VICI PROPERTIE 4.625% 12/01/29 92564RAB1 Jun 2023 9,069,000 $8.2M 0.03% DBT
845 FRESENIUS MED 1.875% 12/01/26 35805BAC2 Jun 2023 9,545,000 $8.2M 0.03% DBT
846 ONCOR ELECTRIC 4.95% 09/15/52 68233JCP7 Jun 2023 8,535,000 $8.2M 0.03% DBT
847 LMAT 2021-GS3 A1 V/R 07/25/61 52474XAA3 Jun 2023 8,788,402 $8.2M 0.03% ABS-CBDO
848 T/L SIGMA BI 0% 07/02/25 /EUR/ N/A Jun 2023 7,690,000 $8.2M 0.03% LON
849 SUTTER HEALTH 3.361% 08/15/50 86944BAJ2 Jun 2023 11,400,000 $8.2M 0.03% DBT
850 VCAT 2021-NPL6 A V/R 09/25/51 91824WAA0 Jun 2023 9,027,554 $8.2M 0.03% ABS-CBDO
851 FORDO 2021-A A3 0.3% 04/15/24 34532NAC9 Jun 2023 8,387,109 $8.2M 0.03% ABS-CBDO
852 JPMORGAN CHASE & V/R 02/24/28 46647PCW4 Jun 2023 8,895,000 $8.2M 0.03% DBT
853 SLMA 2012-1 A3 V/R 01/25/21 78446WAC1 Jun 2023 8,506,579 $8.2M 0.03% ABS-CBDO
854 UMBS P#SD8161 2.5% 08/01/51 3132DWB69 Jun 2023 9,588,992 $8.2M 0.03% ABS-MBS
855 DRSLF 2014-36A A V/R 04/15/29 26249KAZ4 Jun 2023 8,206,555 $8.2M 0.03% ABS-CBDO
856 SOCIETE GENERALE V/R 06/09/32 83368RBD3 Jun 2023 10,400,000 $8.1M 0.03% DBT
857 SURF 2006-BC5 A1 V/R 11/25/37 84751NAA2 Jun 2023 10,347,850 $8.1M 0.03% ABS-CBDO
858 BROADCOM INC 4.15% 11/15/30 11135FAQ4 Jun 2023 8,850,000 $8.1M 0.03% DBT
859 BAYER US FINANC 2.85% 04/15/25 07274NAX1 Jun 2023 8,635,000 $8.1M 0.03% DBT
860 UMBS P#RB5071 2% 09/01/40 3133KYT41 Jun 2023 9,487,741 $8.1M 0.03% ABS-MBS
861 CENTENE CORP 2.45% 07/15/28 15135BAY7 Jun 2023 9,492,000 $8.1M 0.03% DBT
862 SLMA 2008-6 A4 V/R 07/25/23 78445CAD4 Jun 2023 8,312,418 $8.1M 0.03% ABS-CBDO
863 MAGNE 2012-7A A1 V/R 01/15/28 55951PBA4 Jun 2023 8,169,885 $8.1M 0.03% ABS-CBDO
864 REPUBLIC OF TU 7.625% 04/26/29 900123CT5 Jun 2023 8,600,000 $8.1M 0.03% DBT
865 TPMT 2019-2 M1 V/R 12/25/58 89177JAC2 Jun 2023 9,810,000 $8.1M 0.03% ABS-CBDO
866 MDPK 2017-25A A2 V/R 04/25/29 55820RAL6 Jun 2023 8,235,000 $8.1M 0.03% ABS-CBDO
867 IMPERIAL BRANDS 3.5% 07/26/26 45262BAB9 Jun 2023 8,675,000 $8.1M 0.03% DBT
868 LXS 2005-5N 3A2 V/R 11/25/35 86359DUT2 Jun 2023 9,083,533 $8.1M 0.03% ABS-CBDO
869 ARES 2021-62A B V/R 01/25/34 00192WAE7 Jun 2023 8,350,000 $8.1M 0.03% ABS-CBDO
870 TPMT 2018-5 A1 V/R 07/25/58 89176VAA0 Jun 2023 8,743,612 $8.1M 0.03% ABS-CBDO
871 FGLMC P#G67700 3.5% 08/01/46 3132XCRV9 Jun 2023 8,659,706 $8.1M 0.03% ABS-MBS
872 EQT CORP 5% 01/15/29 26884LAL3 Jun 2023 8,555,000 $8.1M 0.03% DBT
873 ARCELORMITTAL SA 6.8% 11/29/32 03938LBF0 Jun 2023 7,845,000 $8.1M 0.03% DBT
874 CEDF 2018-9A A1 V/R 04/20/31 15033EAA6 Jun 2023 8,110,000 $8.0M 0.03% ABS-CBDO
875 BOEING CO 5.93% 05/01/60 097023CX1 Jun 2023 8,103,000 $8.0M 0.03% DBT
876 DTAOT 2023-2A 6.62% 01/15/27 23346CAG3 Jun 2023 8,095,000 $8.0M 0.03% ABS-CBDO
877 OMFIT 2022-S1 D 5.2% 11/14/26 68267HAD9 Jun 2023 8,785,000 $8.0M 0.03% ABS-CBDO
878 VICI PROPERTIE 4.625% 06/15/25 92564RAG0 Jun 2023 8,280,000 $8.0M 0.03% DBT
879 RAAC 2006-RP4 M1 V/R 01/25/46 74919TAB7 Jun 2023 8,101,217 $8.0M 0.03% ABS-CBDO
880 NATIONWIDE BLDG S V/R 03/08/29 63861VAB3 Jun 2023 8,600,000 $8.0M 0.03% DBT
881 AMDOCS LTD 2.538% 06/15/30 02342TAE9 Jun 2023 9,503,000 $7.9M 0.03% DBT
882 SOUTHERN CO GA 5.875% 03/15/41 001192AH6 Jun 2023 7,873,000 $7.9M 0.03% DBT
883 OOMLT 2007-4 2A2 V/R 04/25/37 68403FAC0 Jun 2023 14,208,215 $7.9M 0.03% ABS-CBDO
884 DRSLF 2020-86A A V/R 07/17/34 26245XAL1 Jun 2023 8,050,000 $7.9M 0.03% ABS-CBDO
885 CGCMT 2013-375P V/R 05/10/23 17320QAJ8 Jun 2023 9,030,000 $7.9M 0.03% ABS-CBDO
886 UMBS P#FM7072 3% 04/01/51 3140XA2E1 Jun 2023 8,855,927 $7.9M 0.03% ABS-MBS
887 NGATE 2006- V/R 12/01/50 /GBP/ G64849AQ8 Jun 2023 6,482,541 $7.9M 0.03% ABS-CBDO
888 FHLT 2005-E 2A4 V/R 01/25/36 35729PNC0 Jun 2023 8,509,301 $7.9M 0.03% ABS-CBDO
889 AUTOZONE INC 4% 04/15/30 053332AZ5 Jun 2023 8,465,000 $7.9M 0.03% DBT
890 GLENCORE FUNDI 4.875% 03/12/29 378272AV0 Jun 2023 8,160,000 $7.9M 0.03% DBT
891 GNMA2 30YR TBA 5.5% JUL 13 21H052678 Jun 2023 7,878,000 $7.8M 0.03% ABS-MBS
892 BSMF 2007-AR4 2A V/R 04/25/37 07401YAQ8 Jun 2023 8,486,181 $7.8M 0.03% ABS-CBDO
893 UNIV OF CALIFO 3.256% 05/15/60 913366KC3 Jun 2023 11,150,000 $7.8M 0.03% DBT
894 GSMS 2014-GC18 B V/R 01/10/24 36252RBC2 Jun 2023 9,523,000 $7.8M 0.03% ABS-CBDO
895 ESAIL 2007- V/R 09/13/45 /GBP/ G3299ZAE9 Jun 2023 6,707,534 $7.8M 0.03% ABS-CBDO
896 COMMSCOPE INC 4.75% 09/01/29 203372AX5 Jun 2023 9,905,000 $7.8M 0.03% DBT
897 UPST 2022-1 A 3.12% 01/20/25 91679WAA6 Jun 2023 7,950,825 $7.8M 0.03% ABS-CBDO
898 ATHENE GLOBAL 1.608% 06/29/26 04685A2Z3 Jun 2023 9,100,000 $7.8M 0.03% DBT
899 ABFC 2007-NC1 A2 V/R 05/25/37 00076BAB0 Jun 2023 8,462,730 $7.8M 0.03% ABS-CBDO
900 CVS PASS-THROU 4.163% 08/11/36 12665VAA0 Jun 2023 9,005,934 $7.8M 0.03% DBT
901 WELLS FARGO & COM V/R 02/11/26 95000U2K8 Jun 2023 8,250,000 $7.8M 0.03% DBT
902 BAT CAPITAL COR 4.54% 08/15/47 05526DBF1 Jun 2023 10,555,000 $7.8M 0.03% DBT
903 GNMA II P#MA6934 4% 10/20/50 36179VV31 Jun 2023 8,133,378 $7.8M 0.03% ABS-MBS
904 OCT29 2016-1A AR V/R 01/24/33 67591JAL6 Jun 2023 7,880,000 $7.8M 0.03% ABS-CBDO
905 UMBS P#QE5462 4% 07/01/52 3133BFB74 Jun 2023 8,262,117 $7.8M 0.03% ABS-MBS
906 PETROLEOS MEXIC 6.75% 09/21/47 71654QCC4 Jun 2023 12,346,000 $7.8M 0.03% DBT
907 T/L SCUR-ALP 0% 04/30/30 N/A Jun 2023 8,200,000 $7.7M 0.03% LON
908 WELLS FARGO & COM V/R 04/24/34 95000U3D3 Jun 2023 7,756,000 $7.7M 0.03% DBT
909 GSMS 2017-SLP 3.924% 10/10/32 36255MAJ6 Jun 2023 8,029,000 $7.7M 0.03% ABS-CBDO
910 PUBLIC SERVICE 5.25% 04/01/53 744448CY5 Jun 2023 8,000,000 $7.7M 0.03% DBT
911 AIR CANADA 2017- 3.7% 01/15/26 00908PAC1 Jun 2023 8,275,357 $7.7M 0.03% DBT
912 DIAMONDBACK EN 3.125% 03/24/31 25278XAR0 Jun 2023 8,960,000 $7.7M 0.03% DBT
913 TEVA PHARMACEUTI 4.1% 10/01/46 88167AAF8 Jun 2023 11,660,000 $7.7M 0.03% DBT
914 US TREAS BDS 1.625% 11/15/50 912810SS8 Jun 2023 12,333,100 $7.7M 0.03% DBT
915 BP CAP MARKETS 4.812% 02/13/33 10373QBU3 Jun 2023 7,772,000 $7.7M 0.03% DBT
916 MVWOT 2021-2A 2.23% 03/20/30 55400KAC9 Jun 2023 8,668,384 $7.7M 0.03% ABS-CBDO
917 HCA INC 5.375% 09/01/26 404121AH8 Jun 2023 7,650,000 $7.6M 0.03% DBT
918 N/A N/A Jun 2023 1 $7.6M 0.03% DIR
919 CROWN CASTLE INC 2.1% 04/01/31 22822VAW1 Jun 2023 9,453,000 $7.6M 0.03% DBT
920 FCAT 2020-4 D 2.18% 02/16/27 33845XAD9 Jun 2023 8,135,000 $7.5M 0.03% ABS-CBDO
921 UMBS P#SD7507 3% 11/01/49 3132DVKU8 Jun 2023 8,442,247 $7.5M 0.03% ABS-MBS
922 AMERICAN TOWER 5.55% 07/15/33 03027XCD0 Jun 2023 7,474,000 $7.5M 0.02% DBT
923 VICI PROPERTIE 5.125% 05/15/32 925650AD5 Jun 2023 8,032,000 $7.5M 0.02% DBT
924 MICHAELS COS I 7.875% 05/01/29 55916AAB0 Jun 2023 11,145,000 $7.5M 0.02% DBT
925 RCKT 2022-1 A1 V/R 02/25/44 74938FAA6 Jun 2023 9,353,032 $7.5M 0.02% ABS-CBDO
926 MORGAN STANLEY V/R 10/18/33 61747YEY7 Jun 2023 7,049,000 $7.5M 0.02% DBT
927 UPST 2022-3 A 5.5% 03/20/26 91683TAB5 Jun 2023 7,657,302 $7.5M 0.02% ABS-CBDO
928 BARINGS BDC INC 3.3% 11/23/26 06759LAC7 Jun 2023 8,585,000 $7.5M 0.02% DBT
929 MELLO 2021-INV4 V/R 02/25/44 58550NAC5 Jun 2023 9,297,814 $7.5M 0.02% ABS-CBDO
930 BARCLAYS PLC V/R /PERP/ 06738EBT1 Jun 2023 10,985,000 $7.5M 0.02% DBT
931 INVITATION HOMES O 2% 08/15/31 46188BAA0 Jun 2023 9,736,000 $7.5M 0.02% DBT
932 SLAM 2021-1A 2.434% 06/15/28 78449AAA0 Jun 2023 8,688,750 $7.5M 0.02% ABS-CBDO
933 SES GLOBAL AMERI 5.3% 03/25/44 78413KAB8 Jun 2023 10,000,000 $7.4M 0.02% DBT
934 HPLY 2019-HIT C V/R 11/15/21 40443RAJ0 Jun 2023 7,603,228 $7.4M 0.02% ABS-CBDO
935 MORGAN STANLEY V/R 01/21/33 61747YEL5 Jun 2023 8,924,000 $7.4M 0.02% DBT
936 CIGNA GROUP/TH 4.375% 10/15/28 125523AH3 Jun 2023 7,670,000 $7.4M 0.02% DBT
937 FIRST QUANTUM 6.875% 10/15/27 335934AT2 Jun 2023 7,600,000 $7.4M 0.02% DBT
938 BELL 2021-1A 2.294% 02/25/29 87342RAH7 Jun 2023 9,012,750 $7.4M 0.02% ABS-CBDO
939 CWALT 2006-OA22 V/R 02/25/47 23245PAB7 Jun 2023 8,543,485 $7.4M 0.02% ABS-CBDO
940 SMITHFIELD FOO 2.625% 09/13/31 832248BD9 Jun 2023 10,000,000 $7.4M 0.02% DBT
941 CROWN CASTLE INC 3.3% 07/01/30 22822VAR2 Jun 2023 8,362,000 $7.4M 0.02% DBT
942 GSMS 2013-GC16 B V/R 11/10/46 36248GAJ9 Jun 2023 7,561,000 $7.4M 0.02% ABS-CBDO
943 PACIFIC GAS & EL 4.3% 03/15/45 694308HL4 Jun 2023 10,332,000 $7.4M 0.02% DBT
944 ANTARES HOLDING 2.75% 01/15/27 03666HAD3 Jun 2023 8,970,000 $7.4M 0.02% DBT
945 UMBS P#CB2838 2% 02/01/52 3140QNEL2 Jun 2023 8,972,170 $7.4M 0.02% ABS-MBS
946 JPMORGAN CHASE & V/R 09/22/27 46647PCP9 Jun 2023 8,340,000 $7.4M 0.02% DBT
947 CSMC 2020-RPL3 A V/R 03/25/60 12656PAC0 Jun 2023 7,592,500 $7.4M 0.02% ABS-CBDO
948 UMBS P#SD8285 3.5% 01/01/53 3132DWF24 Jun 2023 8,070,680 $7.4M 0.02% ABS-MBS
949 JBS USA/FOOD/FIN 6.5% 12/01/52 46590XAJ5 Jun 2023 7,760,000 $7.4M 0.02% DBT
950 TARGA RESOURCE 6.125% 03/15/33 87612GAC5 Jun 2023 7,190,000 $7.3M 0.02% DBT
951 GNR 2021-31 B 1.25% 01/16/61 38380RVK3 Jun 2023 9,748,229 $7.3M 0.02% ABS-CBDO
952 ROCKETMTGE CO- 2.875% 10/15/26 77313LAA1 Jun 2023 8,290,000 $7.3M 0.02% DBT
953 PACIFIC GAS & E 3.45% 07/01/25 694308JL2 Jun 2023 7,759,500 $7.3M 0.02% DBT
954 SITE CENTERS COR 4.7% 06/01/27 23317HAF9 Jun 2023 8,000,000 $7.3M 0.02% DBT
955 JBS USA/FOOD/FI 5.75% 04/01/33 46590XAH9 Jun 2023 7,770,000 $7.3M 0.02% DBT
956 CMLTI 2005-HE3 M V/R 09/25/35 17307GWU8 Jun 2023 7,900,000 $7.3M 0.02% ABS-CBDO
957 JPMAC 2006-FRE2 V/R 02/25/36 46626LHC7 Jun 2023 8,467,499 $7.3M 0.02% ABS-CBDO
958 UBER TECHNOLOGI 6.25% 01/15/28 90353TAG5 Jun 2023 7,305,000 $7.3M 0.02% DBT
959 WINDR 2019-3A BR V/R 04/15/31 97314JAC9 Jun 2023 7,550,000 $7.3M 0.02% ABS-CBDO
960 CWALT 2007-5CB 1A 6% 04/25/37 02150EAD5 Jun 2023 12,622,783 $7.3M 0.02% ABS-CBDO
961 MILEAGE PLUS HLD 6.5% 06/20/27 599191AA1 Jun 2023 7,232,000 $7.3M 0.02% DBT
962 TEACHERS INSUR & V/R 09/15/54 878091BE6 Jun 2023 7,500,000 $7.2M 0.02% DBT
963 UNIVERSAL HEALT 1.65% 09/01/26 913903AZ3 Jun 2023 8,275,000 $7.2M 0.02% DBT
964 N/A N/A Jun 2023 1 $7.2M 0.02% DFE
965 UMBS P#CB1309 2% 08/01/51 3140QLN36 Jun 2023 8,824,197 $7.2M 0.02% ABS-MBS
966 MDC HOLDINGS INC 6% 01/15/43 552676AQ1 Jun 2023 7,970,000 $7.2M 0.02% DBT
967 CWALT 2007-OA2 2 V/R 03/25/47 02149LAE1 Jun 2023 9,306,376 $7.2M 0.02% ABS-CBDO
968 PRPM 2023-RCF1 A V/R 06/25/53 69381AAA9 Jun 2023 7,700,000 $7.2M 0.02% ABS-CBDO
969 NRZT 2020-NQM2 M V/R 07/25/25 64830UAD7 Jun 2023 8,812,000 $7.2M 0.02% ABS-CBDO
970 SLMA 2008-5 B V/R 07/25/73 78444YAE5 Jun 2023 7,350,000 $7.2M 0.02% ABS-CBDO
971 SDART 2020-1 D 5.35% 04/15/24 80287AAG8 Jun 2023 7,195,000 $7.1M 0.02% ABS-CBDO
972 FGLMC P#G08721 3% 09/01/46 3128MJYT1 Jun 2023 7,971,474 $7.1M 0.02% ABS-MBS
973 ARIZONA PUBLIC 5.55% 08/01/33 040555DG6 Jun 2023 7,110,000 $7.1M 0.02% DBT
974 TEVA PHARMACEUT 3.15% 10/01/26 88167AAE1 Jun 2023 7,935,000 $7.1M 0.02% DBT
975 DANSKE BANK A/ 5.375% 01/12/24 23636AAT8 Jun 2023 7,143,000 $7.1M 0.02% DBT
976 UMBS P#CB2622 2.5% 01/01/52 3140QM4G6 Jun 2023 8,298,828 $7.1M 0.02% ABS-MBS
977 BANK OF AMERICA C V/R 02/13/31 06051GHZ5 Jun 2023 8,466,000 $7.1M 0.02% DBT
978 AMER AIRLINE 19 3.85% 02/15/28 02379DAA8 Jun 2023 8,331,984 $7.1M 0.02% DBT
979 FMBT 2019-FBLU 3.75% 12/10/24 34461LAJ3 Jun 2023 7,500,000 $7.1M 0.02% ABS-CBDO
980 STACR 2021-HQA3 V/R 09/25/41 35564KJG5 Jun 2023 7,294,578 $7.1M 0.02% ABS-CBDO
981 BANK OF AMERICA C V/R 10/20/32 06051GKD0 Jun 2023 8,673,000 $7.1M 0.02% DBT
982 BSABS 2005-EC1 M V/R 11/25/35 0738795E4 Jun 2023 7,092,331 $7.0M 0.02% ABS-CBDO
983 FARMERS EXCHANGE V/R 10/15/54 30958QAA9 Jun 2023 8,000,000 $7.0M 0.02% DBT
984 UMBS P#SD0716 2% 07/01/51 3132DMYM1 Jun 2023 8,470,789 $7.0M 0.02% ABS-MBS
985 GOLD9 2014-9A AR V/R 10/29/29 38123HAN4 Jun 2023 7,048,288 $7.0M 0.02% ABS-CBDO
986 LMAT 2021-GS4 A1 V/R 11/25/60 52475WAA4 Jun 2023 7,720,363 $7.0M 0.02% ABS-CBDO
987 BAT CAPITAL COR 5.65% 03/16/52 05526DBV6 Jun 2023 8,040,000 $7.0M 0.02% DBT
988 TRK 2021-1 A1 V/R 07/25/23 89053BAA2 Jun 2023 7,160,000 $7.0M 0.02% ABS-CBDO
989 NCL CORPORATIO 5.875% 02/15/27 62886HBE0 Jun 2023 7,150,000 $7.0M 0.02% DBT
990 MSM 2007-8XS A5 V/R 04/25/37 61754PAF1 Jun 2023 19,312,713 $7.0M 0.02% ABS-CBDO
991 NGPL PIPECO LL 4.875% 08/15/27 62912XAF1 Jun 2023 7,307,000 $6.9M 0.02% DBT
992 JPMCC 2019-OS 3.397% 06/05/29 46651EAA2 Jun 2023 8,012,500 $6.9M 0.02% ABS-CBDO
993 SMB 2020-A A2A 2.23% 02/15/29 78449UAB4 Jun 2023 7,537,186 $6.9M 0.02% ABS-CBDO
994 FRONTIER COMMU 8.625% 03/15/31 35908MAE0 Jun 2023 7,138,000 $6.9M 0.02% DBT
995 GAZPROM PJSC (GAZ 3% 06/29/27 G3768BAD6 Jun 2023 10,000,000 $6.9M 0.02% DBT
996 GNR 2021-21 AH 1.4% 06/16/63 38380RTP5 Jun 2023 8,972,062 $6.9M 0.02% ABS-CBDO
997 COLT 2022-6 A1 V/R 06/27/67 12662YAA7 Jun 2023 7,199,868 $6.9M 0.02% ABS-CBDO
998 STACR 2021-DNA3 V/R 10/25/33 35564KEL9 Jun 2023 7,025,000 $6.9M 0.02% ABS-CBDO
999 SABR 2004-OP1 M1 V/R 02/25/34 81375WAB2 Jun 2023 6,926,501 $6.9M 0.02% ABS-CBDO
1000 ARES CAPITAL C 2.875% 06/15/28 04010LBB8 Jun 2023 8,315,000 $6.9M 0.02% DBT
1001 ILPT 2019-SUR 4.145% 02/11/29 44965LAA2 Jun 2023 7,575,000 $6.9M 0.02% ABS-CBDO
1002 ORACLE CORP 4% 07/15/46 68389XBJ3 Jun 2023 8,933,000 $6.9M 0.02% DBT
1003 JPMORGAN CHASE & V/R 11/08/32 46647PCR5 Jun 2023 8,369,000 $6.9M 0.02% DBT
1004 CIM 2021-R2 A2 V/R 01/25/57 12564MAE4 Jun 2023 7,868,008 $6.8M 0.02% ABS-CBDO
1005 HCA INC 5.875% 02/01/29 404119BW8 Jun 2023 6,798,000 $6.8M 0.02% DBT
1006 VERIZON COMMUN 2.355% 03/15/32 92343VGN8 Jun 2023 8,497,000 $6.8M 0.02% DBT
1007 UMBS P#SD7531 3% 12/01/50 3132DVLL7 Jun 2023 7,656,349 $6.8M 0.02% ABS-MBS
1008 CAS 2023-R02 1M1 V/R 01/25/43 20755AAB8 Jun 2023 6,802,817 $6.8M 0.02% ABS-CBDO
1009 PACIFIC GAS & EL 5.9% 06/15/32 694308KG1 Jun 2023 7,090,000 $6.8M 0.02% DBT
1010 SABINE PASS LIQU 4.5% 05/15/30 785592AX4 Jun 2023 7,173,000 $6.8M 0.02% DBT
1011 VICI PROPERTIES 3.75% 02/15/27 92564RAD7 Jun 2023 7,421,000 $6.8M 0.02% DBT
1012 WAMU 2007-OA5 1A V/R 06/25/47 93364BAA8 Jun 2023 8,365,971 $6.8M 0.02% ABS-CBDO
1013 UMBS P#SD8243 3.5% 09/01/52 3132DWEQ2 Jun 2023 7,443,348 $6.8M 0.02% ABS-MBS
1014 SANDS CHINA LT 5.625% 08/08/25 80007RAF2 Jun 2023 6,939,000 $6.8M 0.02% DBT
1015 LIFE STORAGE LP 2.4% 10/15/31 53227JAD6 Jun 2023 8,544,000 $6.8M 0.02% DBT
1016 VERIZON COMMUNI 1.75% 01/20/31 92343VFR0 Jun 2023 8,558,000 $6.8M 0.02% DBT
1017 BX 2022-GPA A V/R 08/09/24 05608UAA6 Jun 2023 6,760,000 $6.7M 0.02% ABS-CBDO
1018 GNMA 30YR TBA 3.0% JUL 12 21H030674 Jun 2023 7,551,000 $6.7M 0.02% ABS-MBS
1019 COMM 2013-CR13 C V/R 12/10/23 12630BBF4 Jun 2023 7,470,000 $6.7M 0.02% ABS-CBDO
1020 ROCKT 2017-3A A V/R 10/20/30 77341DAA5 Jun 2023 6,771,625 $6.7M 0.02% ABS-CBDO
1021 PUBLIC SERVICE 3.85% 08/01/25 744542AC5 Jun 2023 7,000,000 $6.7M 0.02% DBT
1022 GFORT 2019-2 C 3.3% 04/15/24 361886CF9 Jun 2023 6,875,000 $6.7M 0.02% ABS-CBDO
1023 PPSI 2005-WHQ4 M V/R 09/25/35 70069FMU8 Jun 2023 8,000,000 $6.7M 0.02% ABS-CBDO
1024 HNGRY 2018-1A 4.959% 06/20/25 411707AD4 Jun 2023 7,158,038 $6.7M 0.02% ABS-CBDO
1025 HUNTN 2005-1A A2 V/R 11/05/40 446279AE1 Jun 2023 6,894,885 $6.7M 0.02% ABS-CBDO
1026 DISH NETWORK C 2.375% 03/15/24 25470MAD1 Jun 2023 7,520,000 $6.7M 0.02% DBT
1027 BANK OF AMERICA C V/R 07/21/32 06051GKA6 Jun 2023 8,323,000 $6.7M 0.02% DBT
1028 BONCER 1.45% 08/13/23/ARS/ P8S090UF1 Jun 2023 357,452,000 $6.6M 0.02% DBT
1029 SOUTHWESTERN ELE 5.3% 04/01/33 845437BU5 Jun 2023 6,727,000 $6.6M 0.02% DBT
1030 MOTOROLA SOLUTI 2.75% 05/24/31 620076BU2 Jun 2023 8,098,000 $6.6M 0.02% DBT
1031 RBSCF 2013-GSP A V/R 01/15/24 74932QAA8 Jun 2023 6,870,000 $6.6M 0.02% ABS-CBDO
1032 ESA 2021-ESH B V/R 07/15/26 30227FAE0 Jun 2023 6,799,171 $6.6M 0.02% ABS-CBDO
1033 SOUTHERN CAL ED 5.95% 11/01/32 842400HT3 Jun 2023 6,329,000 $6.6M 0.02% DBT
1034 OAKC 2020-6A AR V/R 07/20/34 67098UAN5 Jun 2023 6,730,000 $6.6M 0.02% ABS-CBDO
1035 ORACLE CORP 6.5% 04/15/38 68389XAE5 Jun 2023 6,215,000 $6.6M 0.02% DBT
1036 BX 2022-AHP B V/R 01/15/24 05610FAC1 Jun 2023 6,753,000 $6.6M 0.02% ABS-CBDO
1037 AMCAR 2020-3 D 1.49% 09/18/24 03066PAF6 Jun 2023 7,135,000 $6.6M 0.02% ABS-CBDO
1038 ORACLE CORP 4.125% 05/15/45 68389XBF1 Jun 2023 8,420,000 $6.6M 0.02% DBT
1039 OPEN TEXT CORP 6.9% 12/01/27 683715AF3 Jun 2023 6,455,000 $6.6M 0.02% DBT
1040 LMAT 2021-GS5 A1 V/R 07/25/67 52475XAA2 Jun 2023 7,108,168 $6.6M 0.02% ABS-CBDO
1041 OAKC 2021-16A A V/R 10/18/34 67115LAA2 Jun 2023 6,680,000 $6.6M 0.02% ABS-CBDO
1042 CITIGROUP INC V/R 11/03/32 172967NE7 Jun 2023 8,130,000 $6.6M 0.02% DBT
1043 UMBS P#RA6071 2% 10/01/51 3133KMW84 Jun 2023 8,001,898 $6.5M 0.02% ABS-MBS
1044 VCAT 2021-NPL5 A V/R 08/25/24 91824AAA8 Jun 2023 7,208,406 $6.5M 0.02% ABS-CBDO
1045 UMBS P#MA2863 3% 01/01/47 31418CFD1 Jun 2023 7,259,108 $6.5M 0.02% ABS-MBS
1046 UMBS P#CA5337 3% 03/01/50 3140QC4X1 Jun 2023 7,317,264 $6.5M 0.02% ABS-MBS
1047 CWALT 2006-OA7 2 V/R 06/25/46 02146BAF3 Jun 2023 8,097,114 $6.5M 0.02% ABS-CBDO
1048 AON CORP/AON GL 5.35% 02/28/33 03740LAG7 Jun 2023 6,436,000 $6.5M 0.02% DBT
1049 STWD 2021-LIH E V/R 11/15/26 78486EAQ1 Jun 2023 6,877,000 $6.5M 0.02% ABS-CBDO
1050 EQUITABLE FINANC 1.8% 03/08/28 29449WAF4 Jun 2023 7,665,000 $6.5M 0.02% DBT
1051 CIGNA GROUP/THE 3.4% 03/01/27 125523CB4 Jun 2023 6,858,000 $6.5M 0.02% DBT
1052 GOLDMAN SACHS GRO V/R 09/29/25 38141GWQ3 Jun 2023 6,686,000 $6.5M 0.02% DBT
1053 JPMCC 2018-ASH8 V/R 02/15/25 46649JAA6 Jun 2023 6,550,633 $6.5M 0.02% ABS-CBDO
1054 UMBS P#SD7512 3% 02/01/50 3132DVKZ7 Jun 2023 7,224,799 $6.5M 0.02% ABS-MBS
1055 ARES 2021-59A A V/R 04/25/34 04018EAA9 Jun 2023 6,590,000 $6.4M 0.02% ABS-CBDO
1056 BAPTIST HEALTHC 3.54% 08/15/50 06684QAB8 Jun 2023 8,700,000 $6.4M 0.02% DBT
1057 UMBS P#SD7534 2.5% 02/01/51 3132DVLP8 Jun 2023 7,435,858 $6.4M 0.02% ABS-MBS
1058 OWL ROCK CAPIT 2.625% 01/15/27 69121KAF1 Jun 2023 7,570,000 $6.4M 0.02% DBT
1059 CWL 2006-22 2A4 V/R 05/25/47 12666BAE5 Jun 2023 6,866,955 $6.4M 0.02% ABS-CBDO
1060 UBS GROUP AG V/R 09/11/25 225401AM0 Jun 2023 6,725,000 $6.4M 0.02% DBT
1061 UMBS P#CB6063 5% 04/01/53 3140QRWZ2 Jun 2023 6,505,601 $6.4M 0.02% ABS-MBS
1062 KEVLAR SPA 6.5% 09/01/29 49272YAB9 Jun 2023 7,500,000 $6.4M 0.02% DBT
1063 MICRON TECHNOL 5.327% 02/06/29 595112BN2 Jun 2023 6,490,000 $6.4M 0.02% DBT
1064 VERUS 2023-5 A1 V/R 06/25/68 924934AA0 Jun 2023 6,400,000 $6.4M 0.02% ABS-CBDO
1065 ECMC 2017-2A A V/R 05/25/67 26828VAA4 Jun 2023 6,573,831 $6.4M 0.02% ABS-CBDO
1066 VICI PROPERTIES 5.75% 02/01/27 92564RAJ4 Jun 2023 6,509,000 $6.4M 0.02% DBT
1067 UMBS P#RB5077 2% 10/01/40 3133KYUA5 Jun 2023 7,466,263 $6.4M 0.02% ABS-MBS
1068 FHLT 2004-C M1 V/R 08/25/34 35729PET3 Jun 2023 6,886,236 $6.4M 0.02% ABS-CBDO
1069 GALXY 2016-22A A V/R 04/16/34 36320TAV5 Jun 2023 6,490,000 $6.4M 0.02% ABS-CBDO
1070 GNMA II P#MA3521 3.5% 03/20/46 36179R4E6 Jun 2023 6,785,354 $6.4M 0.02% ABS-MBS
1071 UNITED MEXICAN S 4.5% 01/31/50 91087BAG5 Jun 2023 7,786,000 $6.3M 0.02% DBT
1072 BANK OF AMERICA C V/R 10/24/31 06051GJL4 Jun 2023 8,009,000 $6.3M 0.02% DBT
1073 MORGAN STANLEY 3.95% 04/23/27 61761JZN2 Jun 2023 6,690,000 $6.3M 0.02% DBT
1074 SLMA 2008-7 A4 V/R 07/25/23 78445FAD7 Jun 2023 6,451,081 $6.3M 0.02% ABS-CBDO
1075 BX 2019-OC11 3.202% 12/09/29 05606FAA1 Jun 2023 7,400,000 $6.3M 0.02% ABS-CBDO
1076 UMBS P#BL6060 2.455% 04/01/40 3140HXWW6 Jun 2023 8,775,000 $6.3M 0.02% ABS-MBS
1077 SIXST 2020-16A A V/R 10/20/32 83012DAA1 Jun 2023 6,370,000 $6.3M 0.02% ABS-CBDO
1078 CSMC 2021-RPL6 2.75% 10/25/60 12657GAD7 Jun 2023 8,504,695 $6.3M 0.02% ABS-CBDO
1079 HERTZ 2022-4A 6.56% 09/25/25 42806MBG3 Jun 2023 6,660,000 $6.3M 0.02% ABS-CBDO
1080 NAVSL 2020-IA 1.33% 12/15/29 63942AAA4 Jun 2023 7,173,733 $6.3M 0.02% ABS-CBDO
1081 NATWEST GROUP PLC V/R 01/27/30 78009PEH0 Jun 2023 6,600,000 $6.3M 0.02% DBT
1082 BINOM 2022-RPL1 V/R 01/25/27 05552CAB0 Jun 2023 8,591,000 $6.3M 0.02% ABS-CBDO
1083 RMS 32X B V/R 06/20/70 /GBP/ G7388PAB0 Jun 2023 5,000,000 $6.3M 0.02% ABS-CBDO
1084 AESOP 2021-2A 4.08% 02/20/27 05377REU4 Jun 2023 7,500,000 $6.3M 0.02% ABS-CBDO
1085 GLOBAL PAYMENTS 3.2% 08/15/29 37940XAB8 Jun 2023 7,222,000 $6.3M 0.02% DBT
1086 UMBS P#BV7903 3.5% 08/01/52 3140MMX94 Jun 2023 6,885,164 $6.3M 0.02% ABS-MBS
1087 OBP 2019-OBP 2.516% 09/15/29 68236JAA9 Jun 2023 7,724,000 $6.3M 0.02% ABS-CBDO
1088 UMBS P#BT7805 3% 04/01/52 3140LWU70 Jun 2023 7,111,831 $6.3M 0.02% ABS-MBS
1089 MOTOROLA SOLUTIO 2.3% 11/15/30 620076BT5 Jun 2023 7,753,000 $6.3M 0.02% DBT
1090 VERIZON COMMUNIC 4.4% 11/01/34 92343VCQ5 Jun 2023 6,780,000 $6.3M 0.02% DBT
1091 AH4R 2015-SFR 5.639% 04/17/25 02666AAE8 Jun 2023 6,400,000 $6.3M 0.02% ABS-CBDO
1092 PACIFIC GAS & E 4.95% 07/01/50 694308JN8 Jun 2023 7,964,500 $6.3M 0.02% DBT
1093 REYNOLDS AMERICA 5.7% 08/15/35 761713BA3 Jun 2023 6,650,000 $6.2M 0.02% DBT
1094 TEVA PHARMACEUT 4.75% 05/09/27 88167AAP6 Jun 2023 6,755,000 $6.2M 0.02% DBT
1095 TENCENT HOLDING 3.84% 04/22/51 88032WBC9 Jun 2023 8,495,000 $6.2M 0.02% DBT
1096 CHENIERE CORP CH 3.7% 11/15/29 16412XAJ4 Jun 2023 6,889,000 $6.2M 0.02% DBT
1097 GOLDMAN SACHS GRO V/R 09/10/24 38141GYE8 Jun 2023 6,303,000 $6.2M 0.02% DBT
1098 MST 2018-1A A V/R 03/25/57 59166DAA5 Jun 2023 6,666,681 $6.2M 0.02% ABS-CBDO
1099 BBVA BANCOMER 1.875% 09/18/25 05533UAH1 Jun 2023 6,755,000 $6.2M 0.02% DBT
1100 NCC 2017-IA A1AS V/R 10/15/29 631707AL0 Jun 2023 6,242,567 $6.2M 0.02% ABS-CBDO
1101 UMBS P#BU8931 3.5% 04/01/52 3140MA4R2 Jun 2023 6,786,984 $6.2M 0.02% ABS-MBS
1102 OBX 2021-NQM3 A1 V/R 07/25/61 67114JAA8 Jun 2023 8,231,763 $6.2M 0.02% ABS-CBDO
1103 UMBS P#SD8134 2% 03/01/51 3132DWBB8 Jun 2023 7,549,490 $6.2M 0.02% ABS-MBS
1104 SOCIETE GENERALE V/R 07/08/35 83368RAY8 Jun 2023 7,705,000 $6.2M 0.02% DBT
1105 NOHT 2019-HNLA B V/R 04/15/21 647622AC3 Jun 2023 6,425,000 $6.2M 0.02% ABS-CBDO
1106 NATIONWIDE MUTUAL V/R 12/15/24 638671AJ6 Jun 2023 6,180,000 $6.2M 0.02% DBT
1107 VODAFONE GROUP 4.875% 06/19/49 92857WBS8 Jun 2023 6,963,000 $6.2M 0.02% DBT
1108 MED 2021-MDLN B V/R 11/15/23 58403YAK2 Jun 2023 6,384,360 $6.2M 0.02% ABS-CBDO
1109 GLOBAL PAYMENTS 2.9% 05/15/30 37940XAD4 Jun 2023 7,262,000 $6.2M 0.02% DBT
1110 GNMA II P#MA4510 3.5% 06/20/47 36179TAK1 Jun 2023 6,570,531 $6.2M 0.02% ABS-MBS
1111 CHARTER COMM OP 3.75% 02/15/28 161175BJ2 Jun 2023 6,703,000 $6.1M 0.02% DBT
1112 AASET 2021-2A 2.798% 12/15/28 00258BAA2 Jun 2023 7,241,678 $6.1M 0.02% ABS-CBDO
1113 DRIVE 2021-1 D 1.45% 11/15/24 262108AF0 Jun 2023 6,530,000 $6.1M 0.02% ABS-CBDO
1114 AMER AIRLN 15-2 4.4% 09/22/23 02377BAC0 Jun 2023 6,174,737 $6.1M 0.02% DBT
1115 UMBS P#ZM1779 3% 09/01/46 3131XU6Q5 Jun 2023 6,815,608 $6.1M 0.02% ABS-MBS
1116 INTESA SANPAOL 6.625% 06/20/33 46115HBZ9 Jun 2023 6,140,000 $6.1M 0.02% DBT
1117 BANK OF AMERICA C V/R 03/11/32 06051GJP5 Jun 2023 7,385,000 $6.1M 0.02% DBT
1118 JPMMT 2022-1 A2 V/R 02/25/46 46654WAC5 Jun 2023 7,283,323 $6.1M 0.02% ABS-CBDO
1119 GOLDMAN SACHS GRO V/R 08/23/28 38141GZU1 Jun 2023 6,325,000 $6.1M 0.02% DBT
1120 VICI PROPERTIE 5.625% 05/01/24 92564RAF2 Jun 2023 6,145,000 $6.1M 0.02% DBT
1121 WELF 2017-3A A1 V/R 01/17/31 94950HAA3 Jun 2023 6,181,000 $6.1M 0.02% ABS-CBDO
1122 PACIFIC GAS & E 3.15% 01/01/26 694308JP3 Jun 2023 6,569,000 $6.1M 0.02% DBT
1123 SNVA 2023-A B 5.6% 05/22/28 86746AAB1 Jun 2023 6,497,017 $6.1M 0.02% ABS-CBDO
1124 BNP PARIBAS V/R 01/13/27 09659W2N3 Jun 2023 6,822,000 $6.0M 0.02% DBT
1125 BSP 2020-20A AR V/R 07/15/34 08182FAN9 Jun 2023 6,155,000 $6.0M 0.02% ABS-CBDO
1126 AON CORP 2.8% 05/15/30 037389BE2 Jun 2023 6,979,000 $6.0M 0.02% DBT
1127 GLP CAPITAL LP / 5.3% 01/15/29 361841AL3 Jun 2023 6,339,000 $6.0M 0.02% DBT
1128 JPMAC 2005-FRE1 V/R 10/25/35 46626LCD0 Jun 2023 7,044,106 $6.0M 0.02% ABS-CBDO
1129 COMMONSPIRIT H 2.782% 10/01/30 20268JAF0 Jun 2023 7,175,000 $6.0M 0.02% DBT
1130 UMBS P#FS2425 3.5% 05/01/52 3140XHVT1 Jun 2023 6,611,060 $6.0M 0.02% ABS-MBS
1131 JPMAC 2007-CH5 M V/R 06/25/37 46631KAF2 Jun 2023 6,439,210 $6.0M 0.02% ABS-CBDO
1132 UMBS P#QA6367 3% 01/01/50 3133A1CC4 Jun 2023 6,745,144 $6.0M 0.02% ABS-MBS
1133 WFCM 2019-JWDR E V/R 09/15/26 95002NAN7 Jun 2023 6,766,000 $6.0M 0.02% ABS-CBDO
1134 BROADCOM INC 3.419% 04/15/33 11135FBK6 Jun 2023 7,160,000 $6.0M 0.02% DBT
1135 HASC 2005-NC1 M3 V/R 07/25/35 40430HAJ7 Jun 2023 6,336,000 $6.0M 0.02% ABS-CBDO
1136 ORACLE CORP 4.1% 03/25/61 68389XCB9 Jun 2023 8,100,000 $6.0M 0.02% DBT
1137 NGPL PIPECO LLC 3.25% 07/15/31 62928CAA0 Jun 2023 7,256,000 $6.0M 0.02% DBT
1138 MED 2021-MDLN C V/R 11/15/23 58403YAN6 Jun 2023 6,195,267 $6.0M 0.02% ABS-CBDO
1139 SYNCHRONY BANK 5.625% 08/23/27 87166FAE3 Jun 2023 6,350,000 $6.0M 0.02% DBT
1140 WELF 2021-3A B V/R 01/15/35 94951JAC4 Jun 2023 6,165,000 $6.0M 0.02% ABS-CBDO
1141 AMMST 2022-MF 2.915% 12/15/28 03882LAE0 Jun 2023 6,700,000 $5.9M 0.02% ABS-CBDO
1142 VENTURE GLOBAL 3.875% 11/01/33 92328MAC7 Jun 2023 7,265,000 $5.9M 0.02% DBT
1143 BOEING CO 5.705% 05/01/40 097023CV5 Jun 2023 5,951,000 $5.9M 0.02% DBT
1144 MEX BONOS D 8.5% 05/31/29/MXN/ P9767G6N6 Jun 2023 102,510,000 $5.9M 0.02% DBT
1145 JPMORGAN CHASE & V/R 10/15/30 46647PBE5 Jun 2023 6,869,000 $5.9M 0.02% DBT
1146 UMBS P#MA4152 2% 10/01/40 31418DTJ1 Jun 2023 6,936,982 $5.9M 0.02% ABS-MBS
1147 AT&T INC 3.55% 09/15/55 00206RLJ9 Jun 2023 8,440,000 $5.9M 0.02% DBT
1148 TPMT 2017-1 M1 V/R 09/25/25 89173FAC4 Jun 2023 6,315,000 $5.9M 0.02% ABS-CBDO
1149 GOLDEN ST TOBA 4.214% 06/01/50 38122ND66 Jun 2023 7,900,000 $5.9M 0.02% DBT
1150 MF1 2022-FL8 A V/R 02/19/37 55284JAA7 Jun 2023 6,050,000 $5.9M 0.02% ABS-CBDO
1151 VISTRA OPERATION 3.7% 01/30/27 92840VAG7 Jun 2023 6,435,000 $5.9M 0.02% DBT
1152 SMB 2021-A APT 1.07% 01/15/53 78448YAH4 Jun 2023 6,857,134 $5.9M 0.02% ABS-CBDO
1153 JBS USA/FOOD/FI 3.75% 12/01/31 46590XAC0 Jun 2023 7,152,000 $5.9M 0.02% DBT
1154 CSC HOLDINGS L 3.375% 02/15/31 126307BF3 Jun 2023 8,660,000 $5.9M 0.02% DBT
1155 NEW YORK CITY 5.267% 05/01/27 64971MT44 Jun 2023 5,820,000 $5.9M 0.02% DBT
1156 FREEPORT-MCMORA 4.25% 03/01/30 35671DCF0 Jun 2023 6,345,000 $5.8M 0.02% DBT
1157 DISCOVER FINANC 3.95% 11/06/24 254709AK4 Jun 2023 6,058,000 $5.8M 0.02% DBT
1158 LSEGA FINANCING PL 2% 04/06/28 50220PAC7 Jun 2023 6,811,000 $5.8M 0.02% DBT
1159 GLOBAL PAYMENTS 5.3% 08/15/29 37940XAN2 Jun 2023 5,989,000 $5.8M 0.02% DBT
1160 DRSLF 2018-64A A V/R 04/18/31 26251LAC8 Jun 2023 5,900,000 $5.8M 0.02% ABS-CBDO
1161 WFCM 2019-JWDR A V/R 09/15/26 95002NAA5 Jun 2023 6,560,000 $5.8M 0.02% ABS-CBDO
1162 UMBS P#FS0209 2.5% 01/01/52 3140XFGT2 Jun 2023 6,812,158 $5.8M 0.02% ABS-MBS
1163 VICI PROPERTIE 5.625% 05/15/52 925650AE3 Jun 2023 6,534,000 $5.8M 0.02% DBT
1164 SDART 2021-4 D 1.67% 10/15/25 80285VAF6 Jun 2023 6,305,000 $5.8M 0.02% ABS-CBDO
1165 ALTICE FINANCIN 5.75% 08/15/29 02154CAH6 Jun 2023 7,503,000 $5.8M 0.02% DBT
1166 US TIPS 1% 02/15/49 912810SG4 Jun 2023 6,763,248 $5.8M 0.02% DBT
1167 UBER TECHNOLOGIES ZCP 12/15/25 90353TAJ9 Jun 2023 6,365,000 $5.8M 0.02% DBT
1168 MCMLT 2019-GS2 A V/R 08/25/59 59981TAC9 Jun 2023 6,251,829 $5.8M 0.02% ABS-CBDO
1169 T/L ELANCO ANIMAL 0% 8/1/27 28414BAF3 Jun 2023 5,905,938 $5.8M 0.02% LON
1170 GLOBAL PAYMENTS 5.95% 08/15/52 37940XAR3 Jun 2023 6,053,000 $5.8M 0.02% DBT
1171 PACIFIC GAS & E 4.45% 04/15/42 694308GZ4 Jun 2023 7,667,000 $5.8M 0.02% DBT
1172 BAYER US FINAN 3.375% 07/15/24 07274NAW3 Jun 2023 5,915,000 $5.8M 0.02% DBT
1173 GLOBAL PAYMENTS 2.9% 11/15/31 37940XAH5 Jun 2023 7,080,000 $5.8M 0.02% DBT
1174 NSLT 2021-BA A 1.42% 04/20/62 64034QAB4 Jun 2023 6,478,244 $5.8M 0.02% ABS-CBDO
1175 TIME WARNER CA 5.875% 11/15/40 88732JAY4 Jun 2023 6,520,000 $5.8M 0.02% DBT
1176 BAT CAPITAL CO 3.557% 08/15/27 05526DBB0 Jun 2023 6,250,000 $5.7M 0.02% DBT
1177 MACQUARIE GROUP L V/R 06/21/33 55608JBE7 Jun 2023 6,445,000 $5.7M 0.02% DBT
1178 GNMA II P#785087 3.5% 02/20/48 3622AARG1 Jun 2023 6,160,390 $5.7M 0.02% ABS-MBS
1179 UMBS P#BD2450 3.5% 01/01/47 3140F9WL5 Jun 2023 6,189,304 $5.7M 0.02% ABS-MBS
1180 DEUTSCHE BANK NY V/R 11/26/25 251526CB3 Jun 2023 6,012,000 $5.7M 0.02% DBT
1181 ARCLO 2021-FL3 E V/R 08/15/26 03880KAL8 Jun 2023 6,250,000 $5.7M 0.02% ABS-CBDO
1182 JPMCC 2012-LC9 C V/R 12/15/22 46639EAL5 Jun 2023 6,114,785 $5.7M 0.02% ABS-CBDO
1183 WAMU 2006-AR1 2A V/R 01/25/46 92925CCE0 Jun 2023 6,212,285 $5.7M 0.02% ABS-CBDO
1184 UBER TECHNOLOGIE 4.5% 08/15/29 90353TAK6 Jun 2023 6,200,000 $5.7M 0.02% DBT
1185 UMBS P#CB5450 5% 01/01/53 3140QRBU6 Jun 2023 5,820,525 $5.7M 0.02% ABS-MBS
1186 FNMA 30YR TBA 6.5% JUL 23 01F062671 Jun 2023 5,584,000 $5.7M 0.02% ABS-MBS
1187 HUMANA INC 4.875% 04/01/30 444859BN1 Jun 2023 5,815,000 $5.7M 0.02% DBT
1188 FMG RESOURCES 4.375% 04/01/31 30251GBC0 Jun 2023 6,670,000 $5.7M 0.02% DBT
1189 MSBAM 2015-C2 3.732% 07/15/25 61765LAU4 Jun 2023 6,000,000 $5.7M 0.02% ABS-CBDO
1190 MITCHELLS & BUTLE V/R 12/15/30 G6160KAC5 Jun 2023 6,253,079 $5.7M 0.02% DBT
1191 BALTA 2005-1 M2 V/R 01/25/35 07386HQJ3 Jun 2023 6,178,033 $5.7M 0.02% ABS-CBDO
1192 BARC 2022-RPL1 S/UP 02/25/26 06745CAA8 Jun 2023 5,897,559 $5.7M 0.02% ABS-CBDO
1193 ENERGEAN ISRAE 5.875% 03/30/31 M4R2A7AB4 Jun 2023 6,495,000 $5.7M 0.02% DBT
1194 UMBS P#SD8235 3% 08/01/52 3132DWEG4 Jun 2023 6,443,776 $5.7M 0.02% ABS-MBS
1195 HEALTHCARE RLTY HL 2% 03/15/31 42225UAH7 Jun 2023 7,380,000 $5.7M 0.02% DBT
1196 DISCOVER FINANCI 4.1% 02/09/27 254709AM0 Jun 2023 6,102,000 $5.7M 0.02% DBT
1197 VOLT 2021-NPL3 A V/R 01/25/24 92873AAA6 Jun 2023 6,155,410 $5.7M 0.02% ABS-CBDO
1198 SMB 2018-C A2A 3.63% 10/15/27 78449QAB3 Jun 2023 5,920,687 $5.6M 0.02% ABS-CBDO
1199 AOTA 2015-1211 C V/R 08/10/25 90117PAL9 Jun 2023 6,290,000 $5.6M 0.02% ABS-CBDO
1200 SANTANDER HOLD 3.244% 10/05/26 80282KAZ9 Jun 2023 6,255,000 $5.6M 0.02% DBT
1201 CVS HEALTH CORP 3.25% 08/15/29 126650DG2 Jun 2023 6,270,000 $5.6M 0.02% DBT
1202 CARNIVAL CORP 9.875% 08/01/27 143658BJ0 Jun 2023 5,400,000 $5.6M 0.02% DBT
1203 CITIGROUP INC V/R 06/03/31 172967MS7 Jun 2023 6,732,000 $5.6M 0.02% DBT
1204 HVMLT 2006-10 1A V/R 11/19/36 41162CAA9 Jun 2023 7,079,379 $5.6M 0.02% ABS-CBDO
1205 ARTERA SERVICE 9.033% 12/04/25 73939VAA2 Jun 2023 6,400,000 $5.6M 0.02% DBT
1206 AMGEN INC 4.4% 02/22/62 031162DG2 Jun 2023 6,807,000 $5.6M 0.02% DBT
1207 UMBS P#FM8309 2% 08/01/51 3140XCGT9 Jun 2023 6,781,425 $5.6M 0.02% ABS-MBS
1208 BLACK HILLS COR 4.35% 05/01/33 092113AQ2 Jun 2023 6,250,000 $5.6M 0.02% DBT
1209 LXS 2007-6 2A1 V/R 05/25/37 52524PAD4 Jun 2023 6,702,813 $5.6M 0.02% ABS-CBDO
1210 AIR LEASE CORP 3.125% 12/01/30 00914AAK8 Jun 2023 6,675,000 $5.6M 0.02% DBT
1211 MANA 2007-A3 A1 V/R 04/25/37 59024HAA8 Jun 2023 27,960,528 $5.6M 0.02% ABS-CBDO
1212 SANTANDER UK GROU V/R 08/21/26 80281LAM7 Jun 2023 6,242,000 $5.6M 0.02% DBT
1213 CDW LLC/CDW FI 3.276% 12/01/28 12513GBH1 Jun 2023 6,400,000 $5.6M 0.02% DBT
1214 SUZANO AUSTRIA 3.75% 01/15/31 86964WAJ1 Jun 2023 6,505,000 $5.6M 0.02% DBT
1215 MET LIFE GLOB F 5.15% 03/28/33 59217GFP9 Jun 2023 5,610,000 $5.5M 0.02% DBT
1216 CAMERON LNG LL 3.302% 01/15/35 133434AB6 Jun 2023 6,655,000 $5.5M 0.02% DBT
1217 AESOP 2023-4A 7.24% 06/20/28 05377RHA5 Jun 2023 5,640,000 $5.5M 0.02% ABS-CBDO
1218 AMGEN INC 4.05% 08/18/29 031162DH0 Jun 2023 5,832,000 $5.5M 0.02% DBT
1219 T/L ORACLE CORPORA 0% 08/16/27 N/A Jun 2023 5,584,939 $5.5M 0.02% LON
1220 BARCLAYS PLC V/R 05/07/25 06738EBH7 Jun 2023 5,648,000 $5.5M 0.02% DBT
1221 T/L FERTITTA 0% 01/27/29 N/A Jun 2023 5,592,720 $5.5M 0.02% LON
1222 GNMA II P#MA4837 3.5% 11/20/47 36179TLS2 Jun 2023 5,886,435 $5.5M 0.02% ABS-MBS
1223 SLMA 2003-7A A5A V/R 12/15/33 78442GHH2 Jun 2023 5,604,979 $5.5M 0.02% ABS-CBDO
1224 ENERGY TRANSFER LP 4% 10/01/27 86765BAU3 Jun 2023 5,865,000 $5.5M 0.02% DBT
1225 DPABS 2019-1A 3.668% 10/25/29 25755TAL4 Jun 2023 6,281,978 $5.5M 0.02% ABS-CBDO
1226 G2SF 30YR TBA 6.0% JUL 23 21H060671 Jun 2023 5,442,000 $5.5M 0.02% ABS-MBS
1227 HCA INC 5.25% 06/15/49 404119BZ1 Jun 2023 6,070,000 $5.5M 0.02% DBT
1228 META PLATFORMS 5.75% 05/15/63 30303M8R6 Jun 2023 5,276,000 $5.5M 0.02% DBT
1229 MORGAN STANLEY 4.754% 04/21/26 61690U4T4 Jun 2023 5,520,000 $5.4M 0.02% DBT
1230 AFHT 2019-FAIR C V/R 09/15/21 05223HAJ1 Jun 2023 5,500,000 $5.4M 0.02% ABS-CBDO
1231 AT&T INC 4.5% 03/09/48 00206RDJ8 Jun 2023 6,420,000 $5.4M 0.02% DBT
1232 EDISON INTERNAT 5.25% 11/15/28 281020AY3 Jun 2023 5,576,000 $5.4M 0.02% DBT
1233 ALCON FINANCE 5.375% 12/06/32 01400EAE3 Jun 2023 5,350,000 $5.4M 0.02% DBT
1234 SMB 2018-A A2A 3.5% 05/17/27 78449PAB5 Jun 2023 5,671,799 $5.4M 0.02% ABS-CBDO
1235 AMCAR 2020-2 D 2.13% 03/18/24 03066EAG9 Jun 2023 5,720,000 $5.4M 0.02% ABS-CBDO
1236 CRVNA 2021-N4 D 2.3% 11/10/26 14687HAE3 Jun 2023 5,760,000 $5.4M 0.02% ABS-CBDO
1237 AOMT 2021-7 A1 V/R 11/25/25 03464JAA9 Jun 2023 6,581,784 $5.4M 0.02% ABS-CBDO
1238 DELL INT LLC / E 4.9% 10/01/26 24703TAE6 Jun 2023 5,448,000 $5.4M 0.02% DBT
1239 UMBS P#CA6577 2.5% 08/01/50 3140QEJX1 Jun 2023 6,286,912 $5.4M 0.02% ABS-MBS
1240 WFCM 2016-LC2 3.367% 09/15/26 95000HBH4 Jun 2023 6,000,000 $5.4M 0.02% ABS-CBDO
1241 WELLS FARGO & COM V/R 06/17/27 95000U2F9 Jun 2023 5,739,000 $5.4M 0.02% DBT
1242 OOMLT 2006-1 2A4 V/R 01/25/36 68389FKQ6 Jun 2023 5,533,953 $5.4M 0.02% ABS-CBDO
1243 UMBS P#SD8308 5.5% 03/01/53 3132DWGR8 Jun 2023 5,405,080 $5.4M 0.02% ABS-MBS
1244 CWL 2007-BC2 2A4 V/R 06/25/37 12669QAE9 Jun 2023 5,598,579 $5.4M 0.02% ABS-CBDO
1245 FIDELITY NATL F 2.45% 03/15/31 31620RAK1 Jun 2023 6,840,000 $5.4M 0.02% DBT
1246 JPMORGAN CHASE & V/R 06/01/25 46647PCH7 Jun 2023 5,635,000 $5.4M 0.02% DBT
1247 UMBS P#MA4333 2% 05/01/41 31418DY71 Jun 2023 6,292,727 $5.4M 0.02% ABS-MBS
1248 UMBS P#BM4582 3.5% 08/01/47 3140J9CU3 Jun 2023 5,756,045 $5.4M 0.02% ABS-MBS
1249 BAMLL 2018-PARK V/R 08/10/28 05491YAA8 Jun 2023 6,110,000 $5.4M 0.02% ABS-CBDO
1250 LEVIATHAN BOND 6.125% 06/30/25 M6746GAB2 Jun 2023 5,495,000 $5.4M 0.02% DBT
1251 HYUNDAI CAPITAL 2.1% 09/15/28 44891ACA3 Jun 2023 6,385,000 $5.4M 0.02% DBT
1252 UMBS P#BM3799 3% 08/01/47 3140J8GH0 Jun 2023 5,974,162 $5.3M 0.02% ABS-MBS
1253 UMBS P#MA3088 4% 08/01/47 31418CNE0 Jun 2023 5,601,509 $5.3M 0.02% ABS-MBS
1254 BANCO SANTANDE 5.375% 04/17/25 05969BAD5 Jun 2023 5,395,000 $5.3M 0.02% DBT
1255 UMBS P#FS0378 2.5% 01/01/52 3140XFM40 Jun 2023 6,207,634 $5.3M 0.02% ABS-MBS
1256 UMBS P#QE0768 3.5% 04/01/52 3133B9Z98 Jun 2023 5,837,179 $5.3M 0.02% ABS-MBS
1257 WAMU 2007-HY1 4A V/R 02/25/37 92925VAM2 Jun 2023 5,956,750 $5.3M 0.02% ABS-CBDO
1258 UNICREDIT SPA V/R 06/03/27 904678AW9 Jun 2023 6,036,000 $5.3M 0.02% DBT
1259 BAT CAPITAL CO 4.758% 09/06/49 05526DBK0 Jun 2023 7,037,000 $5.3M 0.02% DBT
1260 CEDF 2019-10A BR V/R 10/20/32 15033XAL0 Jun 2023 5,430,000 $5.3M 0.02% ABS-CBDO
1261 AIRCASTLE LTD 4.125% 05/01/24 00928QAQ4 Jun 2023 5,440,000 $5.3M 0.02% DBT
1262 SCOTT 2023-SF 5.909% 03/10/28 810064AA3 Jun 2023 5,330,000 $5.3M 0.02% ABS-CBDO
1263 CWALT 2005-74T1 A 6% 01/25/36 12668AL37 Jun 2023 8,398,869 $5.3M 0.02% ABS-CBDO
1264 JPMAC 2006-WMC1 V/R 03/25/36 46626LHU7 Jun 2023 5,721,523 $5.3M 0.02% ABS-CBDO
1265 WLAKE 2023-2A 7.01% 11/15/28 959926AG1 Jun 2023 5,285,000 $5.3M 0.02% ABS-CBDO
1266 INTEGRIS BAPTI 3.875% 08/15/50 45834QAA7 Jun 2023 7,000,000 $5.3M 0.02% DBT
1267 VAR ENERGI ASA 7.5% 01/15/28 92212WAD2 Jun 2023 5,135,000 $5.3M 0.02% DBT
1268 OMFIT 2022-3A 5.94% 04/14/26 68269PAA5 Jun 2023 5,301,000 $5.3M 0.02% ABS-CBDO
1269 US BANCORP V/R 06/12/34 91159HJN1 Jun 2023 5,230,000 $5.3M 0.02% DBT
1270 T/L CARNIVAL 0% 6/30/25 /EUR/ N/A Jun 2023 4,850,000 $5.3M 0.02% LON
1271 JPMORGAN CHASE & V/R 04/22/32 46647PCC8 Jun 2023 6,326,000 $5.3M 0.02% DBT
1272 UMBS P#SD2308 6% 02/01/53 3132DPR59 Jun 2023 5,124,471 $5.2M 0.02% ABS-MBS
1273 SREIT 2021-MFP2 V/R 11/15/23 85236WCE4 Jun 2023 5,370,000 $5.2M 0.02% ABS-CBDO
1274 ACRES 2021-FL2 A V/R 09/15/26 00500JAA1 Jun 2023 5,330,000 $5.2M 0.02% ABS-CBDO
1275 BANK 2021-BN35 A V/R 07/15/31 06540CCL9 Jun 2023 6,770,000 $5.2M 0.02% ABS-CBDO
1276 PRPM 2021-10 A1 V/R 10/25/26 69360HAA9 Jun 2023 5,614,166 $5.2M 0.02% ABS-CBDO
1277 RAD 2021-15A A V/R 01/20/34 750103AA1 Jun 2023 5,310,000 $5.2M 0.02% ABS-CBDO
1278 ROCKIES EXPRESS 4.95% 07/15/29 77340RAR8 Jun 2023 5,700,000 $5.2M 0.02% DBT
1279 ILLINOIS ST 5.1% 06/01/33 452151LF8 Jun 2023 5,305,000 $5.2M 0.02% DBT
1280 VICI PROPERTIE 4.125% 08/15/30 92564RAE5 Jun 2023 5,921,000 $5.2M 0.02% DBT
1281 TARGA RESOURCES PA 5% 01/15/28 87612BBG6 Jun 2023 5,457,000 $5.2M 0.02% DBT
1282 NRG ENERGY INC 4.45% 06/15/29 629377CL4 Jun 2023 5,885,000 $5.2M 0.02% DBT
1283 DUKE ENERGY FLO 5.95% 11/15/52 26444HAN1 Jun 2023 4,775,000 $5.2M 0.02% DBT
1284 TRITON WATER HO 6.25% 04/01/29 89680EAA7 Jun 2023 6,045,000 $5.2M 0.02% DBT
1285 SMRT 2022-MINI A V/R 01/15/24 78457JAA0 Jun 2023 5,351,000 $5.2M 0.02% ABS-CBDO
1286 FIRST AMERICAN F 2.4% 08/15/31 31847RAH5 Jun 2023 6,800,000 $5.2M 0.02% DBT
1287 AVNET INC 5.5% 06/01/32 053807AV5 Jun 2023 5,440,000 $5.2M 0.02% DBT
1288 FHLT 2005-C M4 V/R 07/25/35 35729PKU3 Jun 2023 6,748,528 $5.2M 0.02% ABS-CBDO
1289 SFO 2021-555 C V/R 05/15/28 78432WAE3 Jun 2023 6,550,000 $5.2M 0.02% ABS-CBDO
1290 SIDC 2019-1A A 4.54% 02/26/24 85236KAA0 Jun 2023 5,228,563 $5.1M 0.02% ABS-CBDO
1291 AVOLON HOLDINGS 2.75% 02/21/28 05401AAP6 Jun 2023 6,105,000 $5.1M 0.02% DBT
1292 EVERSOURCE ENER 5.45% 03/01/28 30040WAT5 Jun 2023 5,101,000 $5.1M 0.02% DBT
1293 MICRON TECHNOL 4.185% 02/15/27 595112BP7 Jun 2023 5,359,000 $5.1M 0.02% DBT
1294 PACIFIC GAS & E 4.75% 02/15/44 694308HH3 Jun 2023 6,611,000 $5.1M 0.02% DBT
1295 FIDELITY NATL FI 3.4% 06/15/30 31620RAJ4 Jun 2023 5,874,000 $5.1M 0.02% DBT
1296 CWALT 2006-OC5 2 V/R 06/25/46 02147HAF9 Jun 2023 6,137,029 $5.1M 0.02% ABS-CBDO
1297 NAVSL 2016-2A A3 V/R 10/25/27 63940FAC1 Jun 2023 5,116,563 $5.1M 0.02% ABS-CBDO
1298 G2SF 30 YR TBA 4% AUG 23 21H040681 Jun 2023 5,400,000 $5.1M 0.02% ABS-MBS
1299 ORACLE CORP 4.5% 07/08/44 68389XAW5 Jun 2023 6,113,000 $5.1M 0.02% DBT
1300 FHMS K155 A3 3.75% 04/25/33 3137FG6T7 Jun 2023 5,505,000 $5.1M 0.02% ABS-CBDO
1301 FREMF 2019-K736 V/R 07/25/26 30298MAA7 Jun 2023 5,440,000 $5.1M 0.02% ABS-CBDO
1302 CSAIL 2019-C1 2.762% 07/15/29 12597BAT6 Jun 2023 6,050,000 $5.1M 0.02% ABS-CBDO
1303 UMBS P#SD0892 2% 01/01/52 3132DM7D1 Jun 2023 6,188,626 $5.1M 0.02% ABS-MBS
1304 HESS CORP 5.6% 02/15/41 42809HAD9 Jun 2023 5,327,000 $5.1M 0.02% DBT
1305 AVIATION CAPITA 1.95% 01/30/26 05369AAK7 Jun 2023 5,720,000 $5.1M 0.02% DBT
1306 MDPK 2015-18A AR V/R 10/21/30 55819BAW0 Jun 2023 5,140,154 $5.1M 0.02% ABS-CBDO
1307 FCAT 2022-2 B 4.76% 05/15/25 33844XAG3 Jun 2023 5,200,000 $5.1M 0.02% ABS-CBDO
1308 KEYSIGHT TECHNOLOG 3% 10/30/29 49338LAF0 Jun 2023 5,800,000 $5.1M 0.02% DBT
1309 AIR LEASE CORP 3.375% 07/01/25 00914AAH5 Jun 2023 5,355,000 $5.1M 0.02% DBT
1310 BX 2020-VIVA D V/R 03/09/30 12433XAG4 Jun 2023 6,370,000 $5.1M 0.02% ABS-CBDO
1311 BAYER US FINANCE 4.4% 07/15/44 07274NBF9 Jun 2023 6,355,000 $5.1M 0.02% DBT
1312 CEMEX SAB DE CV V/R /PERP/ 151290CA9 Jun 2023 5,670,000 $5.0M 0.02% DBT
1313 NORTHWEST PIPELINE 4% 04/01/27 66775VAB1 Jun 2023 5,289,000 $5.0M 0.02% DBT
1314 CREDIT SUISSE 3.625% 09/09/24 22546QAP2 Jun 2023 5,216,000 $5.0M 0.02% DBT
1315 T/L AMWINS GROUP IN 0% 2/19/28 03234TAW8 Jun 2023 5,066,766 $5.0M 0.02% LON
1316 NATWEST GROUP PLC V/R 09/30/28 639057AF5 Jun 2023 5,115,000 $5.0M 0.02% DBT
1317 NATIONWIDE BLDG S V/R 07/18/30 63861VAE7 Jun 2023 5,650,000 $5.0M 0.02% DBT
1318 MORGAN STANLEY V/R 09/16/36 61747YEF8 Jun 2023 6,600,000 $5.0M 0.02% DBT
1319 ORACLE CORP 3.85% 07/15/36 68389XBH7 Jun 2023 6,000,000 $5.0M 0.02% DBT
1320 HP ENTERPRISE C 5.25% 07/01/28 42824CBP3 Jun 2023 5,048,000 $5.0M 0.02% DBT
1321 CASH COLLATERAL LCH GSC USD N/A Jun 2023 4,992,000 $5.0M 0.02% STIV
1322 MANSD 2007- V/R 04/15/47 /GBP/ G5807QAC3 Jun 2023 4,092,746 $5.0M 0.02% ABS-CBDO
1323 NRZT 2021-INV1 A V/R 03/25/28 64829WAF1 Jun 2023 5,778,331 $5.0M 0.02% ABS-CBDO
1324 CIM 2021-NR2 A1 V/R 07/25/59 12565CAA3 Jun 2023 5,215,950 $5.0M 0.02% ABS-CBDO
1325 UMBS P#CB2856 2.5% 02/01/52 3140QNE65 Jun 2023 5,796,232 $5.0M 0.02% ABS-MBS
1326 MF1 2021-W10 A V/R 12/15/24 55284DAA0 Jun 2023 5,140,000 $5.0M 0.02% ABS-CBDO
1327 CF INDUSTRIES IN 4.5% 12/01/26 12527GAH6 Jun 2023 5,145,000 $5.0M 0.02% DBT
1328 SYNCHRONY FINAN 4.25% 08/15/24 87165BAD5 Jun 2023 5,145,000 $5.0M 0.02% DBT
1329 GSMS 2021-STAR A V/R 12/15/23 36264LAA6 Jun 2023 5,100,000 $4.9M 0.02% ABS-CBDO
1330 AMCAR 2021-1 D 1.21% 11/18/24 03063FAF1 Jun 2023 5,425,000 $4.9M 0.02% ABS-CBDO
1331 APID 2015-23A AR V/R 04/15/33 03765YAU8 Jun 2023 5,000,000 $4.9M 0.02% ABS-CBDO
1332 UBS GROUP AG 3.75% 03/26/2025 902613AX6 Jun 2023 5,148,000 $4.9M 0.02% DBT
1333 HYUNDAI CAPITAL 1.8% 10/15/25 44891ABN6 Jun 2023 5,395,000 $4.9M 0.02% DBT
1334 JBS USA/FOOD/FIN 5.5% 01/15/30 46590XAB2 Jun 2023 5,130,000 $4.9M 0.02% DBT
1335 FLEX LTD 6% 01/15/28 33938XAE5 Jun 2023 4,845,000 $4.9M 0.02% DBT
1336 ANGLO AMERICAN C 5.5% 05/02/33 034863BD1 Jun 2023 5,036,000 $4.9M 0.02% DBT
1337 MSAC 2006-HE1 A4 V/R 01/25/36 617451DR7 Jun 2023 5,159,287 $4.9M 0.02% ABS-CBDO
1338 AMERICAN HOMES 3.625% 04/15/32 02666TAE7 Jun 2023 5,685,000 $4.9M 0.02% DBT
1339 LIVONGO HEALTH 0.875% 06/01/25 539183AA1 Jun 2023 5,435,000 $4.9M 0.02% DBT
1340 MARVELL TECHNOL 2.45% 04/15/28 573874AF1 Jun 2023 5,625,000 $4.9M 0.02% DBT
1341 SPIRE INC 3.543% 02/27/24 84857LAA9 Jun 2023 5,000,000 $4.9M 0.02% DBT
1342 HVMLT 2007-6 1A1 V/R 11/19/15 41165BAA8 Jun 2023 5,824,390 $4.9M 0.02% ABS-CBDO
1343 UMBS P#CB6321 5.5% 05/01/53 3140QSAX9 Jun 2023 4,917,854 $4.9M 0.02% ABS-MBS
1344 BROADCOM INC 3.137% 11/15/35 11135FBP5 Jun 2023 6,380,000 $4.9M 0.02% DBT
1345 BAYER US FINANC 4.25% 12/15/25 07274NAJ2 Jun 2023 5,060,000 $4.9M 0.02% DBT
1346 VENTURE GLOBAL 6.25% 01/15/30 92328MAE3 Jun 2023 4,920,000 $4.9M 0.02% DBT
1347 BANK OF AMERICA C V/R 07/23/29 06051GHM4 Jun 2023 5,139,000 $4.9M 0.02% DBT
1348 NXP BV/NXP FDG/ 3.15% 05/01/27 62954HAX6 Jun 2023 5,302,000 $4.9M 0.02% DBT
1349 TRAVEL + LEISURE C 6% 04/01/27 98310WAN8 Jun 2023 5,015,000 $4.9M 0.02% DBT
1350 HCA INC 3.625% 03/15/32 404119CF4 Jun 2023 5,600,000 $4.9M 0.02% DBT
1351 GLP CAPITAL LP 5.375% 04/15/26 361841AH2 Jun 2023 4,965,000 $4.9M 0.02% DBT
1352 UMBS P#SB0514 1.5% 04/01/36 3132CWSB1 Jun 2023 5,566,103 $4.9M 0.02% ABS-MBS
1353 GCAR 2021-2A D 1.42% 06/15/25 36261XAG0 Jun 2023 5,235,000 $4.9M 0.02% ABS-CBDO
1354 OLD REPUBLIC I 3.875% 08/26/26 680223AK0 Jun 2023 5,155,000 $4.8M 0.02% DBT
1355 BAYER US FINAN 3.375% 10/08/24 07274EAG8 Jun 2023 5,000,000 $4.8M 0.02% DBT
1356 OPTION CARE HE 4.375% 10/31/29 68404LAA0 Jun 2023 5,500,000 $4.8M 0.02% DBT
1357 TPMT 2019-1 A1 V/R 11/25/28 89177BAA3 Jun 2023 5,168,882 $4.8M 0.02% ABS-CBDO
1358 DEUTSCHE BANK NY V/R 09/18/24 251526CC1 Jun 2023 4,895,000 $4.8M 0.02% DBT
1359 BARCLAYS PLC V/R 11/02/33 06738ECE3 Jun 2023 4,467,000 $4.8M 0.02% DBT
1360 UMBS P#FS2040 2% 02/01/52 3140XHHS9 Jun 2023 5,916,559 $4.8M 0.02% ABS-MBS
1361 FSRIA 2022-FL4 A V/R 01/19/39 30326MAA3 Jun 2023 4,907,500 $4.8M 0.02% ABS-CBDO
1362 ORACLE CORP 6.9% 11/09/52 68389XCK9 Jun 2023 4,295,000 $4.8M 0.02% DBT
1363 ARDAGH PKG FIN/ 5.25% 08/15/27 03969AAP5 Jun 2023 5,681,000 $4.8M 0.02% DBT
1364 UMBS P#RA9063 5.5% 05/01/53 3133KRB86 Jun 2023 4,822,809 $4.8M 0.02% ABS-MBS
1365 AVMT 2018-AVM A V/R 07/05/28 05359AAA1 Jun 2023 5,325,000 $4.8M 0.02% ABS-CBDO
1366 UBS GROUP AG 4.282% 01/09/28 225401AC2 Jun 2023 5,202,000 $4.8M 0.02% DBT
1367 NOHT 2019-HNLA A V/R 04/15/21 647622AA7 Jun 2023 5,000,000 $4.8M 0.02% ABS-CBDO
1368 UMBS P#CB3102 2% 03/01/52 3140QNNU2 Jun 2023 5,850,781 $4.8M 0.02% ABS-MBS
1369 TRANSMONTAIGE 6.125% 02/15/26 89376VAA8 Jun 2023 5,540,000 $4.8M 0.02% DBT
1370 US TREAS NTS 4.25% 05/31/25 91282CHD6 Jun 2023 4,846,000 $4.8M 0.02% DBT
1371 UMBS P#CA3633 3.5% 06/01/49 3140QBBB3 Jun 2023 5,158,940 $4.8M 0.02% ABS-MBS
1372 DEUTSCHE BANK 5.371% 09/09/27 25160PAM9 Jun 2023 4,852,000 $4.8M 0.02% DBT
1373 NXP BV/NXP FDG/N 4.3% 06/18/29 62954HAV0 Jun 2023 5,057,000 $4.8M 0.02% DBT
1374 OAKTREE SPECIALT 2.7% 01/15/27 67401PAC2 Jun 2023 5,520,000 $4.8M 0.02% DBT
1375 SAIL 2005-HE2 M2 V/R 07/25/35 86358EVN3 Jun 2023 4,975,275 $4.8M 0.02% ABS-CBDO
1376 CAALT 2021-4 C 1.94% 04/15/25 22535BAE3 Jun 2023 5,235,000 $4.8M 0.02% ABS-CBDO
1377 DEFT 2020-2 C 1.37% 06/22/23 24704GAE3 Jun 2023 4,755,304 $4.7M 0.02% ABS-CBDO
1378 GRIFOLS ESCROW 4.75% 10/15/28 39843UAA0 Jun 2023 5,459,000 $4.7M 0.02% DBT
1379 REPUBLIC OF ZCP 09/18/23/ARS/ P8S090C61 Jun 2023 1,211,472,000 $4.7M 0.02% STIV
1380 UMBS P#CB2621 2.5% 01/01/52 3140QM4F8 Jun 2023 5,506,228 $4.7M 0.02% ABS-MBS
1381 METROPOLITAN EDI 4.3% 01/15/29 591894CC2 Jun 2023 5,000,000 $4.7M 0.02% DBT
1382 COMM 2020-CBM 3.402% 02/10/25 20049AAF5 Jun 2023 5,150,000 $4.7M 0.02% ABS-CBDO
1383 BANK OF AMERICA C V/R 03/05/29 06051GHG7 Jun 2023 5,036,000 $4.7M 0.02% DBT
1384 PACIFIC GAS & E 5.25% 03/01/52 694308KD8 Jun 2023 5,800,000 $4.7M 0.02% DBT
1385 WLAKE 2021-2A 1.23% 12/15/26 96042RAF5 Jun 2023 5,075,000 $4.7M 0.02% ABS-CBDO
1386 GGAM FINANCE LTD 8% 06/15/28 36170JAA4 Jun 2023 4,697,000 $4.7M 0.02% DBT
1387 UMBS P#FS0208 2.5% 01/01/52 3140XFGS4 Jun 2023 5,479,614 $4.7M 0.02% ABS-MBS
1388 MEXICO CETES ZCP 11/28/24/MXN/ P4R07X3G9 Jun 2023 925,000,000 $4.7M 0.02% DBT
1389 MANSD 2007- V/R 04/15/49 /GBP/ G5807QAA7 Jun 2023 3,957,684 $4.7M 0.02% ABS-CBDO
1390 DCLO 2022-3A A1A V/R 04/15/37 25255JAA5 Jun 2023 4,770,000 $4.7M 0.02% ABS-CBDO
1391 MDC HOLDINGS I 3.966% 08/06/61 552676AV0 Jun 2023 7,835,000 $4.7M 0.02% DBT
1392 AKER BP ASA 3.1% 07/15/31 55037AAB4 Jun 2023 5,635,000 $4.7M 0.02% DBT
1393 GLM 2020-8A AR V/R 10/20/34 38136NAQ9 Jun 2023 4,735,000 $4.7M 0.02% ABS-CBDO
1394 UMBS P#SD8213 3% 05/01/52 3132DWDS9 Jun 2023 5,268,427 $4.6M 0.02% ABS-MBS
1395 HSBC HOLDINGS PLC V/R 06/04/26 404280CG2 Jun 2023 5,008,000 $4.6M 0.02% DBT
1396 UMBS P#AL8387 4% 03/01/46 3138ETJ98 Jun 2023 4,835,087 $4.6M 0.02% ABS-MBS
1397 UMBS P#FM6627 4.5% 09/01/49 3140XALH3 Jun 2023 4,716,915 $4.6M 0.02% ABS-MBS
1398 FCRT 2021-1 D 1.32% 03/15/27 35105WAL3 Jun 2023 4,890,000 $4.6M 0.02% ABS-CBDO
1399 T/L JAZZ FINANC 0% 05/05/2028 N/A Jun 2023 4,622,202 $4.6M 0.02% LON
1400 ENERGY TRANSFER 4.75% 01/15/26 29273RBG3 Jun 2023 4,720,000 $4.6M 0.02% DBT
1401 FHMS KLU1 X1 V/R 01/25/31 3137FMCN0 Jun 2023 246,212,439 $4.6M 0.02% ABS-CBDO
1402 OOMLT 2004-2 M1 V/R 05/25/34 68389FFG4 Jun 2023 4,810,042 $4.6M 0.02% ABS-CBDO
1403 MORGN 2019-5A AR V/R 04/15/35 33829WAC3 Jun 2023 4,710,000 $4.6M 0.02% ABS-CBDO
1404 PRPM 2021-1 A1 V/R 01/25/26 693577AA6 Jun 2023 4,938,371 $4.6M 0.02% ABS-CBDO
1405 UWM 2021-INV2 A1 V/R 09/25/51 90354TAV1 Jun 2023 5,924,407 $4.6M 0.02% ABS-CBDO
1406 PHYSICIANS REA 2.625% 11/01/31 71951QAC6 Jun 2023 5,885,000 $4.6M 0.02% DBT
1407 HCA INC 4.625% 03/15/52 404119CG2 Jun 2023 5,570,000 $4.6M 0.02% DBT
1408 BFLD 2019-DPLO C V/R 10/15/21 054970AJ7 Jun 2023 4,650,000 $4.6M 0.02% ABS-CBDO
1409 SYMP 2021-26A AR V/R 04/20/33 87190GAC5 Jun 2023 4,650,000 $4.6M 0.02% ABS-CBDO
1410 EDISON INTERNAT 6.95% 11/15/29 281020AW7 Jun 2023 4,336,000 $4.6M 0.02% DBT
1411 WASTE PRO USA IN 5.5% 02/15/26 94107JAA1 Jun 2023 4,920,000 $4.6M 0.02% DBT
1412 JPMCC 2017-JP5 A V/R 02/15/27 46647TAX6 Jun 2023 4,990,000 $4.6M 0.02% ABS-CBDO
1413 FHF 2022-1A A 4.43% 01/18/28 30327CAA4 Jun 2023 4,675,135 $4.6M 0.02% ABS-CBDO
1414 NATURA COSMETI 4.125% 05/03/28 63883KAB1 Jun 2023 5,270,000 $4.6M 0.02% DBT
1415 JPMCC 2021-1440 V/R 03/15/26 46653DAA2 Jun 2023 5,000,000 $4.6M 0.02% ABS-CBDO
1416 PSTAT 2020-1A B V/R 02/20/28 69701EAE6 Jun 2023 4,589,775 $4.5M 0.02% ABS-CBDO
1417 GENERAL MOTORS F 6.4% 01/09/33 37045XED4 Jun 2023 4,470,000 $4.5M 0.02% DBT
1418 TEVA PHARMACEU 7.875% 09/15/29 88167AAS0 Jun 2023 4,405,000 $4.5M 0.02% DBT
1419 ATHENE GLOBAL 3.205% 03/08/27 04685A3L3 Jun 2023 5,070,000 $4.5M 0.02% DBT
1420 AMGEN INC 5.25% 03/02/33 031162DR8 Jun 2023 4,530,000 $4.5M 0.02% DBT
1421 CSC HOLDINGS LLC 4.5% 11/15/31 126307BH9 Jun 2023 6,505,000 $4.5M 0.02% DBT
1422 WELLTOWER OP LLC 4% 06/01/25 42217KBF2 Jun 2023 4,690,000 $4.5M 0.02% DBT
1423 PROVINCIA DE V/R 04/12/25/ARS/ P1910WXQ7 Jun 2023 1,038,361,000 $4.5M 0.02% DBT
1424 UMBS P#RA8758 5.5% 03/01/53 3133KQWT9 Jun 2023 4,541,079 $4.5M 0.02% ABS-MBS
1425 UMBS P#CB2079 2% 11/01/51 3140QMJZ8 Jun 2023 5,534,477 $4.5M 0.01% ABS-MBS
1426 FIRSTCASH INC 5.625% 01/01/30 31944TAA8 Jun 2023 5,000,000 $4.5M 0.01% DBT
1427 UMBS P#SD0297 4% 03/01/50 3132DMKJ3 Jun 2023 4,735,491 $4.5M 0.01% ABS-MBS
1428 FARMERS INS EX 8.625% 05/01/24 309601AA0 Jun 2023 4,480,000 $4.5M 0.01% DBT
1429 F/C 3 MONTH SOFR FUT MAR24 SFRH4XCME Jun 2023 19 $4.5M 0.01% DIR
1430 PNC FINANCIAL SER V/R 06/12/29 693475BR5 Jun 2023 4,520,000 $4.5M 0.01% DBT
1431 SANTANDER UK GROU V/R 11/03/28 80281LAG0 Jun 2023 4,990,000 $4.5M 0.01% DBT
1432 JBS USA/FOOD/FINAN 3% 02/02/29 46590XAF3 Jun 2023 5,290,000 $4.5M 0.01% DBT
1433 HSBC HOLDINGS PLC V/R 03/09/44 404280DW6 Jun 2023 4,320,000 $4.5M 0.01% DBT
1434 BRASKEM NETHERLA 4.5% 01/31/30 10554TAD7 Jun 2023 5,210,000 $4.5M 0.01% DBT
1435 ENLINK MIDSTREAM 6.5% 09/01/30 29336TAD2 Jun 2023 4,475,000 $4.5M 0.01% DBT
1436 UMBS P#CB3411 3.5% 04/01/52 3140QNYH9 Jun 2023 4,899,149 $4.5M 0.01% ABS-MBS
1437 ENERGEAN ISRAE 5.375% 03/30/28 M4R2A7AC2 Jun 2023 4,950,000 $4.5M 0.01% DBT
1438 UMBS P#RA2457 3% 04/01/50 3133KHWS1 Jun 2023 5,013,520 $4.5M 0.01% ABS-MBS
1439 FGLMC P#G60238 3.5% 10/01/45 31335AHP6 Jun 2023 4,793,704 $4.5M 0.01% ABS-MBS
1440 CSMC 2014-USA 4.373% 09/15/25 12649AAN9 Jun 2023 6,175,000 $4.5M 0.01% ABS-CBDO
1441 CENTENE CORP 2.625% 08/01/31 15135BAZ4 Jun 2023 5,600,000 $4.5M 0.01% DBT
1442 UMBS P#AL2833 4% 06/01/42 3138EKEF8 Jun 2023 4,687,275 $4.5M 0.01% ABS-MBS
1443 DBGS 2018-5BP D V/R 06/15/20 33830CAG5 Jun 2023 5,171,000 $4.5M 0.01% ABS-CBDO
1444 T/L ORGANON & CO 0% 06/02/28 N/A Jun 2023 4,459,197 $4.5M 0.01% LON
1445 BAYER US FINAN 4.375% 12/15/28 07274NAL7 Jun 2023 4,685,000 $4.4M 0.01% DBT
1446 T/L GRIFOLS 0% 11/15/2027 N/A Jun 2023 4,514,316 $4.4M 0.01% LON
1447 TEVA PHARMACEU 5.125% 05/09/29 88167AAQ4 Jun 2023 4,885,000 $4.4M 0.01% DBT
1448 UMBS P#BU8845 3.5% 05/01/52 3140MAZK3 Jun 2023 4,860,176 $4.4M 0.01% ABS-MBS
1449 LITHIA MOTORS 3.875% 06/01/29 536797AG8 Jun 2023 5,095,000 $4.4M 0.01% DBT
1450 UMBS P#CA6636 2.5% 08/01/50 3140QELS9 Jun 2023 5,145,347 $4.4M 0.01% ABS-MBS
1451 AIGIM 2019-2A BR V/R 10/25/33 00142MAE0 Jun 2023 4,500,000 $4.4M 0.01% ABS-CBDO
1452 AT&T INC 3.65% 09/15/59 00206RLV2 Jun 2023 6,334,000 $4.4M 0.01% DBT
1453 ERAC USA FINANCE 3.8% 11/01/25 26884TAP7 Jun 2023 4,605,000 $4.4M 0.01% DBT
1454 UMBS P#QE4621 3.5% 06/01/52 3133BED26 Jun 2023 4,826,038 $4.4M 0.01% ABS-MBS
1455 AMCAR 2021-1 C 0.89% 10/18/24 03063FAE4 Jun 2023 4,735,000 $4.4M 0.01% ABS-CBDO
1456 SOUTHERN CAL ED 2.25% 06/01/30 842400GU1 Jun 2023 5,237,000 $4.4M 0.01% DBT
1457 OHIO POWER COMPANY 5% 06/01/33 677415CV1 Jun 2023 4,462,000 $4.4M 0.01% DBT
1458 WFCM 2020-C55 2.725% 12/15/30 95002EBB2 Jun 2023 5,200,000 $4.4M 0.01% ABS-CBDO
1459 BANK OF AMERICA C V/R 12/20/28 06051GHD4 Jun 2023 4,766,000 $4.4M 0.01% DBT
1460 GNMA II P#MA4718 3% 09/20/47 36179TG33 Jun 2023 4,828,042 $4.4M 0.01% ABS-MBS
1461 UMBS P#SC0339 2% 04/01/42 3132D9LU6 Jun 2023 5,164,711 $4.4M 0.01% ABS-MBS
1462 UMBS P#RA7506 4.5% 07/01/52 3133KPKT4 Jun 2023 4,539,553 $4.4M 0.01% ABS-MBS
1463 PACIFIC GAS & E 2.95% 03/01/26 694308HP5 Jun 2023 4,765,000 $4.4M 0.01% DBT
1464 UMBS P#CA1710 4.5% 05/01/48 3140Q83U7 Jun 2023 4,460,825 $4.4M 0.01% ABS-MBS
1465 JABIL INC 1.7% 04/15/26 466313AL7 Jun 2023 4,870,000 $4.4M 0.01% DBT
1466 LOWE'S COS INC 4.5% 04/15/30 548661DU8 Jun 2023 4,481,000 $4.4M 0.01% DBT
1467 GNMA II P#MA5264 4% 06/20/48 36179TZ57 Jun 2023 4,561,469 $4.4M 0.01% ABS-MBS
1468 UMBS P#FM3663 4% 03/01/50 3140X7B99 Jun 2023 4,576,542 $4.4M 0.01% ABS-MBS
1469 FSMT 2021-5INV A V/R 02/25/45 33851PAB1 Jun 2023 5,418,311 $4.3M 0.01% ABS-CBDO
1470 ARES 2021-59A B1 V/R 04/25/34 04018EAC5 Jun 2023 4,500,000 $4.3M 0.01% ABS-CBDO
1471 UMBS P#MA4280 1.5% 03/01/51 31418DXJ6 Jun 2023 5,617,668 $4.3M 0.01% ABS-MBS
1472 EART 2023-2A D 6.32% 08/15/29 30168CAF5 Jun 2023 4,420,000 $4.3M 0.01% ABS-CBDO
1473 REPUBLIC OF PANA 4.5% 04/01/56 698299BM5 Jun 2023 5,792,000 $4.3M 0.01% DBT
1474 UMBS P#CB4960 3.5% 10/01/52 3140QQQN8 Jun 2023 4,755,854 $4.3M 0.01% ABS-MBS
1475 GSMBS 2021-GR1 A V/R 02/25/43 36262QAD1 Jun 2023 5,606,144 $4.3M 0.01% ABS-CBDO
1476 CENTERPOINT ENE 4.95% 04/01/33 15189XBB3 Jun 2023 4,338,000 $4.3M 0.01% DBT
1477 CAFL 2018-2 A 4.026% 06/15/28 21872MAA0 Jun 2023 4,339,500 $4.3M 0.01% ABS-CBDO
1478 MORGAN STANLEY V/R 04/28/32 6174468X0 Jun 2023 5,519,000 $4.3M 0.01% DBT
1479 GNMA II P#MA3802 3% 07/20/46 36179SGK7 Jun 2023 4,732,867 $4.3M 0.01% ABS-MBS
1480 CHARTER COMM OP 5.75% 04/01/48 161175BN3 Jun 2023 5,030,000 $4.3M 0.01% DBT
1481 WEN 2021-1A A2 2.37% 03/15/29 95058XAK4 Jun 2023 5,204,780 $4.3M 0.01% ABS-CBDO
1482 UMBS P#CA6343 2.5% 07/01/50 3140QEBM3 Jun 2023 4,997,335 $4.3M 0.01% ABS-MBS
1483 HORZN 2019-2 3.425% 11/15/26 44040JAA6 Jun 2023 5,433,212 $4.3M 0.01% ABS-CBDO
1484 CAIXABANK SA V/R 01/18/29 12803RAA2 Jun 2023 4,300,000 $4.3M 0.01% DBT
1485 SFO 2021-555 A V/R 05/15/28 78432WAA1 Jun 2023 4,900,000 $4.3M 0.01% ABS-CBDO
1486 UMBS P#SD2893 5.5% 05/01/53 3132DQGA8 Jun 2023 4,288,232 $4.3M 0.01% ABS-MBS
1487 UMBS P#CA6341 2.5% 07/01/50 3140QEBK7 Jun 2023 4,971,667 $4.3M 0.01% ABS-MBS
1488 AOTA 2015-1211 B V/R 08/10/25 90117PAJ4 Jun 2023 4,700,000 $4.3M 0.01% ABS-CBDO
1489 FGLMC P#G08779 3.5% 09/01/47 3128MJ2M1 Jun 2023 4,653,145 $4.3M 0.01% ABS-MBS
1490 GNR 2021-14 AB 1.34% 06/16/63 38380RRS1 Jun 2023 5,587,267 $4.3M 0.01% ABS-CBDO
1491 DCLO 2021-1A A1A V/R 07/15/36 25255DAA8 Jun 2023 4,390,000 $4.3M 0.01% ABS-CBDO
1492 T/L SCUR-ALP 0% 03/04/30 /EUR/ N/A Jun 2023 4,100,000 $4.3M 0.01% LON
1493 NAVSL 2020-DA 1.69% 10/15/27 63941HAA0 Jun 2023 4,739,898 $4.3M 0.01% ABS-CBDO
1494 DANSKE BANK A/S V/R 12/20/25 23636AAV3 Jun 2023 4,479,000 $4.3M 0.01% DBT
1495 GOLDMAN SACHS GR 3.5% 04/01/25 38141GXJ8 Jun 2023 4,424,000 $4.2M 0.01% DBT
1496 WESTERN MIDSTREA 5.3% 03/01/48 958254AJ3 Jun 2023 5,089,000 $4.2M 0.01% DBT
1497 N/A N/A Jun 2023 1 $4.2M 0.01% DFE
1498 WFMBS 2021-RR1 A V/R 12/25/50 95003JAA3 Jun 2023 5,284,195 $4.2M 0.01% ABS-CBDO
1499 EXTRA SPACE STOR 3.9% 04/01/29 30225VAH0 Jun 2023 4,655,000 $4.2M 0.01% DBT
1500 CSMC 2014-USA 4.184% 09/15/25 12649AAJ8 Jun 2023 5,255,000 $4.2M 0.01% ABS-CBDO
1501 WMALT 2007-2 2A 5.5% 04/25/37 93936HAN6 Jun 2023 4,551,802 $4.2M 0.01% ABS-CBDO
1502 SPRINT SPECTRU 4.738% 03/20/25 85208NAD2 Jun 2023 4,274,354 $4.2M 0.01% DBT
1503 EQT CORP 3.125% 05/15/26 26884LAM1 Jun 2023 4,583,000 $4.2M 0.01% DBT
1504 META PLATFORMS 4.45% 08/15/52 30303M8J4 Jun 2023 4,844,000 $4.2M 0.01% DBT
1505 AEP TEXAS INC 5.4% 06/01/33 00108WAR1 Jun 2023 4,233,000 $4.2M 0.01% DBT
1506 HVMLT 2005-9 2A1 V/R 06/20/35 41161PSM6 Jun 2023 4,646,802 $4.2M 0.01% ABS-CBDO
1507 SMB 2020-PTB A2 1.6% 09/15/54 78449DAB2 Jun 2023 4,749,522 $4.2M 0.01% ABS-CBDO
1508 ORACLE CORP 3.85% 04/01/60 68389XBY0 Jun 2023 5,972,000 $4.2M 0.01% DBT
1509 UMBS P#CA6342 2.5% 07/01/50 3140QEBL5 Jun 2023 4,890,543 $4.2M 0.01% ABS-MBS
1510 UMBS P#CB2855 2.5% 02/01/52 3140QNE57 Jun 2023 4,902,116 $4.2M 0.01% ABS-MBS
1511 CHS/COMMUNITY HEAL 8% 03/15/26 12543DBC3 Jun 2023 4,312,000 $4.2M 0.01% DBT
1512 GUARDIAN LIFE 1.625% 09/16/28 40139LBE2 Jun 2023 5,000,000 $4.2M 0.01% DBT
1513 NSLT 2014-2A A3 V/R 09/25/28 64033LAC4 Jun 2023 4,250,000 $4.2M 0.01% ABS-CBDO
1514 T/L COMMSCOPE INC 0% 04/06/26 20337EAQ4 Jun 2023 4,375,222 $4.2M 0.01% LON
1515 GSMS 2013-PEMB D V/R 03/05/25 36197VAG3 Jun 2023 5,150,000 $4.2M 0.01% ABS-CBDO
1516 UMBS P#MA3238 3.5% 01/01/48 31418CS47 Jun 2023 4,510,880 $4.2M 0.01% ABS-MBS
1517 CHARLES SCHWAB CORP V/R /PERP/ 808513BJ3 Jun 2023 5,700,000 $4.2M 0.01% DBT
1518 APID 2015-20A A1 V/R 07/16/31 03765LAP7 Jun 2023 4,190,000 $4.2M 0.01% ABS-CBDO
1519 SLMA 2005-B A4 V/R 06/15/39 78443CCB8 Jun 2023 4,310,353 $4.1M 0.01% ABS-CBDO
1520 HEALTHCARE RLTY 3.1% 02/15/30 42225UAG9 Jun 2023 4,831,000 $4.1M 0.01% DBT
1521 HCA INC 5.875% 02/15/26 404119BS7 Jun 2023 4,128,000 $4.1M 0.01% DBT
1522 TCN 2021-SFR1 2.894% 07/17/26 89614YAF3 Jun 2023 4,695,000 $4.1M 0.01% ABS-CBDO
1523 WARNERMEDIA HO 4.054% 03/15/29 55903VBB8 Jun 2023 4,505,000 $4.1M 0.01% DBT
1524 JPMCC 2021-MHC D V/R 04/15/26 466330AL1 Jun 2023 4,263,000 $4.1M 0.01% ABS-CBDO
1525 TRINI 2021- V/R 07/15/59 /GBP/ N/A Jun 2023 3,286,000 $4.1M 0.01% ABS-CBDO
1526 UMBS P#BH9277 3.5% 02/01/48 3140GYJX8 Jun 2023 4,458,216 $4.1M 0.01% ABS-MBS
1527 UMBS P#RA9073 6% 05/01/53 3133KRCJ1 Jun 2023 4,074,440 $4.1M 0.01% ABS-MBS
1528 AMFAM HOLDINGS 2.805% 03/11/31 03115AAA1 Jun 2023 5,500,000 $4.1M 0.01% DBT
1529 PART 2023-1A D 6.33% 11/15/26 74113GAL7 Jun 2023 4,170,000 $4.1M 0.01% ABS-CBDO
1530 CAPITAL ONE FINAN V/R 02/01/34 14040HCY9 Jun 2023 4,298,000 $4.1M 0.01% DBT
1531 FKH 2021-SFR1 2.389% 08/17/26 33767WAJ2 Jun 2023 4,795,000 $4.1M 0.01% ABS-CBDO
1532 HUNTINGTON INGAL 4.2% 05/01/30 446413AT3 Jun 2023 4,419,000 $4.1M 0.01% DBT
1533 HAROT 2021-1 A 0.27% 03/21/24 43813GAC5 Jun 2023 4,190,792 $4.1M 0.01% ABS-CBDO
1534 KEYSPAN GAS EA 2.742% 08/15/26 49338CAB9 Jun 2023 4,500,000 $4.1M 0.01% DBT
1535 T/L WINDSTREAM 0% 02/28/2027 N/A Jun 2023 4,210,000 $4.1M 0.01% LON
1536 PROLOGIS LP 5.125% 01/15/34 74340XCH2 Jun 2023 4,108,000 $4.1M 0.01% DBT
1537 HARVT 21A 1.04% 07/15/31 /EUR/ N/A Jun 2023 4,100,000 $4.1M 0.01% ABS-CBDO
1538 WELLS FARGO & COM V/R 02/11/31 95000U2J1 Jun 2023 4,803,000 $4.1M 0.01% DBT
1539 CWL 2005-9 M2 V/R 01/25/36 1266736F4 Jun 2023 4,211,743 $4.1M 0.01% ABS-CBDO
1540 AMERICAN TOWER 3.95% 03/15/29 03027XAU4 Jun 2023 4,407,000 $4.1M 0.01% DBT
1541 GILEAD SCIENCES 4.8% 04/01/44 375558AX1 Jun 2023 4,250,000 $4.1M 0.01% DBT
1542 HUNTINGTON ING 3.483% 12/01/27 446413AL0 Jun 2023 4,418,000 $4.0M 0.01% DBT
1543 SURF 2006-BC2 A2 V/R 02/25/37 84751PLN7 Jun 2023 10,585,627 $4.0M 0.01% ABS-CBDO
1544 TEXAS EASTERN TR 3.5% 01/15/28 882384AD2 Jun 2023 4,374,000 $4.0M 0.01% DBT
1545 GSMS 2013-PEMB A V/R 03/05/25 36197VAA6 Jun 2023 4,610,000 $4.0M 0.01% ABS-CBDO
1546 PT PERTAMINA (PE 3.1% 08/27/30 69370PAH4 Jun 2023 4,663,000 $4.0M 0.01% DBT
1547 NATWEST GROUP PLC V/R 05/08/30 780097BL4 Jun 2023 4,390,000 $4.0M 0.01% DBT
1548 JPMORGAN CHASE & V/R 02/04/32 46647PBX3 Jun 2023 5,064,000 $4.0M 0.01% DBT
1549 DEUTSCHE BANK NY V/R 01/14/32 251526CF4 Jun 2023 5,330,000 $4.0M 0.01% DBT
1550 UMBS P#BV5622 3% 06/01/52 3140MKG89 Jun 2023 4,575,815 $4.0M 0.01% ABS-MBS
1551 MARVELL TECHNOL 2.95% 04/15/31 573874AJ3 Jun 2023 4,805,000 $4.0M 0.01% DBT
1552 JPMMT 2019-7 B2A V/R 02/25/50 46651GBC2 Jun 2023 5,014,489 $4.0M 0.01% ABS-CBDO
1553 UMBS P#CB2054 2% 11/01/51 3140QMH80 Jun 2023 4,890,908 $4.0M 0.01% ABS-MBS
1554 WELLS FARGO & COM V/R 05/22/28 95000U2A0 Jun 2023 4,315,000 $4.0M 0.01% DBT
1555 PRPM 2021-8 A1 V/R 09/25/26 69360MAA8 Jun 2023 4,364,748 $4.0M 0.01% ABS-CBDO
1556 CENOVUS ENERGY 6.75% 11/15/39 15135UAF6 Jun 2023 3,823,000 $4.0M 0.01% DBT
1557 GNMA II P#MA4719 3.5% 09/20/47 36179TG41 Jun 2023 4,290,158 $4.0M 0.01% ABS-MBS
1558 UMBS P#AS7056 3% 04/01/31 3138WGZW7 Jun 2023 4,245,459 $4.0M 0.01% ABS-MBS
1559 PLNT 2018-1A 4.666% 09/05/25 72703PAB9 Jun 2023 4,200,525 $4.0M 0.01% ABS-CBDO
1560 AOTA 2015-1211 3.9% 08/10/25 90117PAC9 Jun 2023 4,300,000 $4.0M 0.01% ABS-CBDO
1561 STACR 2023-DNA2 V/R 04/25/43 35564KT58 Jun 2023 3,990,179 $4.0M 0.01% ABS-CBDO
1562 AIR LEASE CORP 3.875% 07/03/23 00912XBC7 Jun 2023 4,000,000 $4.0M 0.01% DBT
1563 T/L ZAYO GROUP 0% 03/09/2027 98919XAB7 Jun 2023 5,110,592 $4.0M 0.01% LON
1564 IMPERIAL BRANDS 4.25% 07/21/25 453140AF2 Jun 2023 4,170,000 $4.0M 0.01% DBT
1565 UMBS P#RA3197 3% 08/01/50 3133KJRS3 Jun 2023 4,485,937 $4.0M 0.01% ABS-MBS
1566 NATIONWIDE BLDG S V/R 08/01/24 63861VAC1 Jun 2023 4,000,000 $4.0M 0.01% DBT
1567 BVINV 2021-4 A20 V/R 03/25/44 07336GAV6 Jun 2023 5,161,228 $4.0M 0.01% ABS-CBDO
1568 TICP 2018-10A B V/R 04/20/31 87249CAC5 Jun 2023 4,080,000 $4.0M 0.01% ABS-CBDO
1569 REPUBLIC OF ARGE S/UP 07/09/41 040114HV5 Jun 2023 12,427,204 $4.0M 0.01% DBT
1570 ENERGY TRANSFER 6.25% 04/15/49 29279FAA7 Jun 2023 4,076,000 $4.0M 0.01% DBT
1571 UMBS P#BY2024 5.5% 05/01/53 3140NJHA5 Jun 2023 3,995,934 $4.0M 0.01% ABS-MBS
1572 ENI SPA 4.75% 09/12/28 26874RAE8 Jun 2023 4,075,000 $4.0M 0.01% DBT
1573 ALCOA NEDERLAN 6.125% 05/15/28 013822AC5 Jun 2023 4,000,000 $4.0M 0.01% DBT
1574 UMBS P#FS3832 6% 01/01/53 3140XKHJ2 Jun 2023 3,937,490 $4.0M 0.01% ABS-MBS
1575 FLORIDA POWER & 3.99% 03/01/49 341081FU6 Jun 2023 4,715,000 $4.0M 0.01% DBT
1576 UMBS P#CA5176 4% 02/01/50 3140QCXE1 Jun 2023 4,151,423 $4.0M 0.01% ABS-MBS
1577 UBS GROUP AG 4.55% 04/17/2026 902613BB3 Jun 2023 4,129,000 $4.0M 0.01% DBT
1578 JPSMT 2010-1 B V/R 03/25/50 46635HAB4 Jun 2023 4,881,501 $4.0M 0.01% ABS-CBDO
1579 FGLMC P#G67714 4% 07/01/48 3132XCSB2 Jun 2023 4,144,750 $4.0M 0.01% ABS-MBS
1580 WFCM 2016-C33 B V/R 03/15/26 95000LBE2 Jun 2023 4,317,000 $4.0M 0.01% ABS-CBDO
1581 GNMA II P#MA6209 3% 10/20/49 36179U3S9 Jun 2023 4,521,036 $4.0M 0.01% ABS-MBS
1582 COMCAST CORP 2.65% 02/01/30 20030NDA6 Jun 2023 4,520,000 $4.0M 0.01% DBT
1583 GLENCORE FUNDI 2.625% 09/23/31 378272BG2 Jun 2023 4,910,000 $4.0M 0.01% DBT
1584 UMBS P#FM3665 4% 09/01/49 3140X7CB3 Jun 2023 4,155,057 $3.9M 0.01% ABS-MBS
1585 CWL 2004-14 M4 V/R 06/25/35 126673SV5 Jun 2023 4,033,762 $3.9M 0.01% ABS-CBDO
1586 BCC 2021-4A B V/R 10/20/34 05685AAG3 Jun 2023 4,075,000 $3.9M 0.01% ABS-CBDO
1587 REALT 2019- V/R 04/12/24 /CAD/ 75585RRE7 Jun 2023 5,304,434 $3.9M 0.01% ABS-CBDO
1588 PSTAT 2021-3A A2 V/R 07/20/29 69702BAC5 Jun 2023 4,000,000 $3.9M 0.01% ABS-CBDO
1589 LMAT 2021-GS2 A1 V/R 04/25/61 52476DAA5 Jun 2023 4,249,557 $3.9M 0.01% ABS-CBDO
1590 CGMS 2019-1A A1A V/R 04/20/31 14316BAL9 Jun 2023 3,980,000 $3.9M 0.01% ABS-CBDO
1591 GCBSL 2021-55A A V/R 07/20/34 38178LAA7 Jun 2023 3,990,000 $3.9M 0.01% ABS-CBDO
1592 STICHTING AK S/UP /PERP//EUR/ N22634XZ2 Jun 2023 3,876,300 $3.9M 0.01% DBT
1593 L3HARRIS TECH IN 1.8% 01/15/31 502431AN9 Jun 2023 4,956,000 $3.9M 0.01% DBT
1594 HUMANA INC 3.85% 10/01/24 444859BD3 Jun 2023 4,014,000 $3.9M 0.01% DBT
1595 UMBS P#FS4629 5.5% 05/01/53 3140XLEB0 Jun 2023 3,930,649 $3.9M 0.01% ABS-MBS
1596 WFRBS 2014-C22 A V/R 09/15/24 92890KBC8 Jun 2023 4,250,000 $3.9M 0.01% ABS-CBDO
1597 UMBS P#CB2620 2.5% 01/01/52 3140QM4E1 Jun 2023 4,541,915 $3.9M 0.01% ABS-MBS
1598 FGLMC P#G16584 3.5% 08/01/33 3128MFRD2 Jun 2023 4,075,209 $3.9M 0.01% ABS-MBS
1599 LMAT 2019-GS7 A1 V/R 11/25/59 52474MAA7 Jun 2023 3,938,891 $3.9M 0.01% ABS-CBDO
1600 BGCLO 2021-2A A1 V/R 10/19/34 09077LAA0 Jun 2023 4,000,000 $3.9M 0.01% ABS-CBDO
1601 CALIFORNIA ST 2.374% 11/01/35 13077DQP0 Jun 2023 5,080,000 $3.9M 0.01% DBT
1602 UMBS P#SD8182 2% 12/01/51 3132DWCT8 Jun 2023 4,778,047 $3.9M 0.01% ABS-MBS
1603 WFCM 2016-C36 3.419% 11/15/59 95000MBR1 Jun 2023 4,341,000 $3.9M 0.01% ABS-CBDO
1604 FED REPUBLIC O 3.875% 06/12/30 105756CC2 Jun 2023 4,400,000 $3.9M 0.01% DBT
1605 PACIFIC GAS & EL 4.2% 03/01/29 694308KB2 Jun 2023 4,334,000 $3.9M 0.01% DBT
1606 WELF 2017-2A A1R V/R 10/20/29 94951MAJ2 Jun 2023 3,904,529 $3.9M 0.01% ABS-CBDO
1607 UMBS P#CA9444 2.5% 03/01/36 3140QHP66 Jun 2023 4,222,935 $3.9M 0.01% ABS-MBS
1608 AIR LEASE CORP 3% 02/01/30 00914AAG7 Jun 2023 4,635,000 $3.9M 0.01% DBT
1609 UMBS P#FM3972 3.5% 07/01/50 3140X7MW6 Jun 2023 4,194,280 $3.9M 0.01% ABS-MBS
1610 BRIXMOR OPERAT 4.125% 05/15/29 11120VAH6 Jun 2023 4,342,000 $3.9M 0.01% DBT
1611 JPMMT 2020-LTV1 V/R 06/01/42 46591NBR7 Jun 2023 4,644,589 $3.9M 0.01% ABS-CBDO
1612 RYDER SYSTEM IN 5.65% 03/01/28 78355HKV0 Jun 2023 3,864,000 $3.9M 0.01% DBT
1613 CSMC 2020-NET C V/R 08/15/25 126438AG5 Jun 2023 4,405,000 $3.9M 0.01% ABS-CBDO
1614 DEUTSCHE BANK NY V/R 01/18/29 251526CS6 Jun 2023 3,850,000 $3.9M 0.01% DBT
1615 FORDO 2020-C A 0.41% 07/15/25 34533YAD2 Jun 2023 3,940,628 $3.9M 0.01% ABS-CBDO
1616 ABFC 2005-WMC1 M V/R 06/25/35 04542BPF3 Jun 2023 4,009,831 $3.8M 0.01% ABS-CBDO
1617 JPMORGAN CHASE & V/R 05/13/31 46647PBP0 Jun 2023 4,470,000 $3.8M 0.01% DBT
1618 NISSAN MOTOR AC 2.45% 09/15/28 65480CAD7 Jun 2023 4,800,000 $3.8M 0.01% DBT
1619 SMB 2019-A A2A 3.44% 02/15/28 78449TAB7 Jun 2023 4,028,776 $3.8M 0.01% ABS-CBDO
1620 LOCKHEED MARTIN 3.6% 03/01/35 539830BC2 Jun 2023 4,285,000 $3.8M 0.01% DBT
1621 METROPOLITAN EDISO 4% 04/15/25 591894CB4 Jun 2023 4,000,000 $3.8M 0.01% DBT
1622 FORDF 2020-2 B 1.32% 09/15/25 34528QHR8 Jun 2023 4,235,000 $3.8M 0.01% ABS-CBDO
1623 WILLIAMS COMPANI 2.6% 03/15/31 969457BY5 Jun 2023 4,619,000 $3.8M 0.01% DBT
1624 REALTY INCOME C 3.95% 08/15/27 756109BG8 Jun 2023 4,030,000 $3.8M 0.01% DBT
1625 DUKE ENERGY CA 3.875% 03/15/46 26442CAR5 Jun 2023 4,803,000 $3.8M 0.01% DBT
1626 ABBVIE INC 4.55% 03/15/35 00287YCY3 Jun 2023 4,015,000 $3.8M 0.01% DBT
1627 FFML 2003-FFH2 M V/R 02/25/34 32027NES6 Jun 2023 3,860,881 $3.8M 0.01% ABS-CBDO
1628 REPUBLIC OF PE 2.783% 01/23/31 715638DF6 Jun 2023 4,470,000 $3.8M 0.01% DBT
1629 PROG 2021-SFR 2.547% 04/17/26 74333DAJ3 Jun 2023 4,365,000 $3.8M 0.01% ABS-CBDO
1630 AVIATION CAPITAL 5.5% 12/15/24 05369AAH4 Jun 2023 3,900,000 $3.8M 0.01% DBT
1631 UMBS P#CA8827 2.5% 02/01/51 3140QGYZ4 Jun 2023 4,477,682 $3.8M 0.01% ABS-MBS
1632 N/A N/A Jun 2023 1 $3.8M 0.01% DIR
1633 TRANSDIGM INC 6.75% 08/15/28 893647BR7 Jun 2023 3,793,000 $3.8M 0.01% DBT
1634 UMBS P#FS0497 2% 01/01/52 3140XFRT0 Jun 2023 4,593,680 $3.8M 0.01% ABS-MBS
1635 AVIATION CAPITA 6.25% 04/15/28 05369AAN1 Jun 2023 3,810,000 $3.8M 0.01% DBT
1636 NAVSL 2020-CA 2.83% 10/15/29 63941KAD7 Jun 2023 4,665,000 $3.8M 0.01% ABS-CBDO
1637 UMBS P#AS0204 3% 08/01/43 3138W9GN4 Jun 2023 4,203,822 $3.8M 0.01% ABS-MBS
1638 US TIPS 0.875% 02/15/47 912810RW0 Jun 2023 4,524,192 $3.8M 0.01% DBT
1639 MDPK 2019-37A AR V/R 07/15/33 55817EAN6 Jun 2023 3,845,000 $3.8M 0.01% ABS-CBDO
1640 UMBS P#CB6329 6% 05/01/53 3140QSA76 Jun 2023 3,745,826 $3.8M 0.01% ABS-MBS
1641 BOEING CO 5.805% 05/01/50 097023CW3 Jun 2023 3,800,000 $3.8M 0.01% DBT
1642 JEFFERIES FIN G 6.45% 06/08/27 472319AE2 Jun 2023 3,660,000 $3.8M 0.01% DBT
1643 UMBS P#SD0894 2% 01/01/52 3132DM7F6 Jun 2023 4,565,553 $3.8M 0.01% ABS-MBS
1644 AGL 2021-15A A1 V/R 01/20/35 00121GAA6 Jun 2023 3,850,000 $3.8M 0.01% ABS-CBDO
1645 UMBS P#SD0702 2.5% 05/01/51 3132DMX75 Jun 2023 4,336,272 $3.8M 0.01% ABS-MBS
1646 AT&T INC 4.5% 05/15/35 00206RCP5 Jun 2023 4,084,000 $3.8M 0.01% DBT
1647 FARMERS EXCHANGE V/R 11/01/53 30958PAA1 Jun 2023 3,860,000 $3.7M 0.01% DBT
1648 UMBS P#MA4157 1.5% 10/01/50 31418DTP7 Jun 2023 4,832,993 $3.7M 0.01% ABS-MBS
1649 CIM 2021-INV1 A8 V/R 04/25/28 12566PAH8 Jun 2023 4,384,629 $3.7M 0.01% ABS-CBDO
1650 ORACLE CORP 4% 11/15/47 68389XBQ7 Jun 2023 4,860,000 $3.7M 0.01% DBT
1651 HNGRY 2021-1A 2.865% 06/20/28 411707AK8 Jun 2023 4,694,200 $3.7M 0.01% ABS-CBDO
1652 CVS PASS-THROU 4.704% 01/10/36 12665UAA2 Jun 2023 4,052,191 $3.7M 0.01% DBT
1653 DRSLF 2013-26A A V/R 04/15/29 26250UAQ8 Jun 2023 3,771,420 $3.7M 0.01% ABS-CBDO
1654 UNITED AIR 2018- 4.6% 03/01/26 90932NAA1 Jun 2023 3,984,438 $3.7M 0.01% DBT
1655 FHF 2021-1A B 2.29% 03/15/27 30260WAC5 Jun 2023 4,000,000 $3.7M 0.01% ABS-CBDO
1656 MODIVCARE ESCROW I 5% 10/01/29 60783XAA2 Jun 2023 5,046,000 $3.7M 0.01% DBT
1657 PILGRIM'S PRID 5.875% 09/30/27 72147KAE8 Jun 2023 3,772,000 $3.7M 0.01% DBT
1658 ASHTEAD CAPITAL 5.55% 05/30/33 045054AQ6 Jun 2023 3,820,000 $3.7M 0.01% DBT
1659 US TIPS 0.75% 02/15/45 912810RL4 Jun 2023 4,508,945 $3.7M 0.01% DBT
1660 UNITEDHEALTH GR 4.75% 05/15/52 91324PEK4 Jun 2023 3,922,000 $3.7M 0.01% DBT
1661 MSCCG 2018-SELF V/R 10/15/20 55358PAA4 Jun 2023 3,756,012 $3.7M 0.01% ABS-CBDO
1662 RAYTHEON TECH C 2.82% 09/01/51 75513ECL3 Jun 2023 5,524,000 $3.7M 0.01% DBT
1663 UMBS P#CB2554 2.5% 01/01/52 3140QMZU1 Jun 2023 4,339,780 $3.7M 0.01% ABS-MBS
1664 MFT 2023-2A B 6.54% 06/15/33 57109LAB9 Jun 2023 3,730,000 $3.7M 0.01% ABS-CBDO
1665 UMBS P#MA4838 3.5% 12/01/52 31418ELU2 Jun 2023 4,065,563 $3.7M 0.01% ABS-MBS
1666 PIEDMONT NATURA 5.05% 05/15/52 720186AP0 Jun 2023 4,100,000 $3.7M 0.01% DBT
1667 ROCKETMTGE CO- 3.625% 03/01/29 U7468CAA8 Jun 2023 4,385,000 $3.7M 0.01% DBT
1668 UMBS P#CB3606 3.5% 05/01/52 3140QPAG2 Jun 2023 4,039,362 $3.7M 0.01% ABS-MBS
1669 IXIS 2005-HE2 M5 V/R 09/25/35 45071KBN3 Jun 2023 3,711,119 $3.7M 0.01% ABS-CBDO
1670 UMBS P#RA6397 2.5% 11/01/51 3133KNDA8 Jun 2023 4,258,234 $3.7M 0.01% ABS-MBS
1671 CONSUMERS ENERGY 4.2% 09/01/52 210518DQ6 Jun 2023 4,282,000 $3.7M 0.01% DBT
1672 GLOBAL PAYMENTS 4.95% 08/15/27 37940XAP7 Jun 2023 3,759,000 $3.7M 0.01% DBT
1673 VERISK ANALYTI 4.125% 03/15/29 92345YAF3 Jun 2023 3,835,000 $3.7M 0.01% DBT
1674 FGLMC P#G67711 4% 03/01/48 3132XCR80 Jun 2023 3,826,326 $3.7M 0.01% ABS-MBS
1675 HPA 2021-2 E2 2.952% 12/17/26 43732VAJ5 Jun 2023 4,243,326 $3.7M 0.01% ABS-CBDO
1676 WELLS FARGO & COM V/R 04/04/51 95000U2M4 Jun 2023 3,925,000 $3.7M 0.01% DBT
1677 PLAINS ALL AMER 3.8% 09/15/30 72650RBN1 Jun 2023 4,120,000 $3.7M 0.01% DBT
1678 GNMA II P#784472 3.5% 02/20/48 3622A26H0 Jun 2023 3,902,013 $3.6M 0.01% ABS-MBS
1679 GNMA II P#MA4900 3.5% 12/20/47 36179TNR2 Jun 2023 3,892,895 $3.6M 0.01% ABS-MBS
1680 AVOLON HOLDING 2.875% 02/15/25 05401AAH4 Jun 2023 3,919,000 $3.6M 0.01% DBT
1681 RAYTHEON TECH C 3.03% 03/15/52 75513ECP4 Jun 2023 5,174,000 $3.6M 0.01% DBT
1682 SAN FRANCISCO 2.825% 11/01/41 79771FAA5 Jun 2023 4,645,000 $3.6M 0.01% DBT
1683 CNO FINANCIAL G 5.25% 05/30/29 12621EAL7 Jun 2023 3,840,000 $3.6M 0.01% DBT
1684 SMB 2019-B A2A 2.84% 09/15/28 83192CAB3 Jun 2023 3,902,283 $3.6M 0.01% ABS-CBDO
1685 REALTY INCOME CO 3.4% 01/15/28 756109BH6 Jun 2023 3,938,000 $3.6M 0.01% DBT
1686 SCUL 28A B1 V/R 01/20/35 81124LAC8 Jun 2023 3,700,000 $3.6M 0.01% ABS-CBDO
1687 SIMMONS FOOD I 4.625% 03/01/29 82873MAA1 Jun 2023 4,526,000 $3.6M 0.01% DBT
1688 AES CORP/THE 2.45% 01/15/31 00130HCG8 Jun 2023 4,485,000 $3.6M 0.01% DBT
1689 EQT CORP 5.7% 04/01/28 26884LAQ2 Jun 2023 3,666,000 $3.6M 0.01% DBT
1690 MOLINA HEALTHC 3.875% 11/15/30 60855RAK6 Jun 2023 4,206,000 $3.6M 0.01% DBT
1691 ACE 2004-HE3 M1 V/R 11/25/34 004421HQ9 Jun 2023 3,759,517 $3.6M 0.01% ABS-CBDO
1692 FSRIA 2022-FL6 A V/R 05/17/27 30328DAA1 Jun 2023 3,607,000 $3.6M 0.01% ABS-CBDO
1693 CHARTER COMM OPT 4.4% 04/01/33 161175CJ1 Jun 2023 4,100,000 $3.6M 0.01% DBT
1694 UMBS P#FS0193 2.5% 01/01/52 3140XFGB1 Jun 2023 4,215,295 $3.6M 0.01% ABS-MBS
1695 TMS ISSUER SARL 5.78% 08/23/32 256834367 Jun 2023 3,500,000 $3.6M 0.01% DBT
1696 UMBS P#FM8533 2.5% 03/01/51 3140XCPT9 Jun 2023 4,166,585 $3.6M 0.01% ABS-MBS
1697 UMBS P#SD8082 1.5% 10/01/50 3132DV6T7 Jun 2023 4,627,780 $3.6M 0.01% ABS-MBS
1698 OZLM 2014-7RA A1 V/R 07/17/29 67108WBE8 Jun 2023 3,611,039 $3.6M 0.01% ABS-CBDO
1699 BAY AREA CA TO 7.043% 04/01/50 072024NV0 Jun 2023 2,790,000 $3.6M 0.01% DBT
1700 MICRON TECHNOLO 6.75% 11/01/29 595112BV4 Jun 2023 3,435,000 $3.6M 0.01% DBT
1701 FACTSET RESEARC 3.45% 03/01/32 303075AB1 Jun 2023 4,194,000 $3.6M 0.01% DBT
1702 ACAR 2021-4 D 1.82% 06/13/25 02530TAG6 Jun 2023 3,655,000 $3.6M 0.01% ABS-CBDO
1703 N/A N/A Jun 2023 1 $3.6M 0.01% DIR
1704 MAPSL 2018-1A 4.212% 05/15/25 56564RAA8 Jun 2023 3,992,416 $3.6M 0.01% ABS-CBDO
1705 UMBS P#MA4158 2% 10/01/50 31418DTQ5 Jun 2023 4,325,524 $3.6M 0.01% ABS-MBS
1706 BRAVO 2022-NQM1 V/R 09/25/61 10569FAA6 Jun 2023 3,848,505 $3.6M 0.01% ABS-CBDO
1707 UMBS P#FM7423 1.5% 06/01/36 3140XBG95 Jun 2023 4,095,018 $3.6M 0.01% ABS-MBS
1708 AT&T INC 3.8% 12/01/57 00206RMN9 Jun 2023 4,910,000 $3.6M 0.01% DBT
1709 LLOYDS BANKING 4.45% 05/08/25 53944YAF0 Jun 2023 3,665,000 $3.6M 0.01% DBT
1710 UMBS P#BV4310 3.5% 04/01/52 3140MHYG8 Jun 2023 3,890,623 $3.6M 0.01% ABS-MBS
1711 SUTTER HEALTH 3.161% 08/15/40 86944BAH6 Jun 2023 4,700,000 $3.5M 0.01% DBT
1712 LRK 2020-A A2FX 1.4% 10/25/28 51889CAB8 Jun 2023 3,967,063 $3.5M 0.01% ABS-CBDO
1713 UMBS P#BV9924 3.5% 06/01/52 3140MQA25 Jun 2023 3,882,204 $3.5M 0.01% ABS-MBS
1714 LIFE STORAGE LP 2.2% 10/15/30 53227JAC8 Jun 2023 4,425,000 $3.5M 0.01% DBT
1715 UMBS P#MA4644 4% 05/01/52 31418EES5 Jun 2023 3,760,263 $3.5M 0.01% ABS-MBS
1716 GNMA II P#MA3662 3% 05/20/46 36179SB71 Jun 2023 3,879,547 $3.5M 0.01% ABS-MBS
1717 JPMDB 2016-C4 3.384% 10/15/26 46646RAN3 Jun 2023 4,040,000 $3.5M 0.01% ABS-CBDO
1718 ABBVIE INC 4.5% 05/14/35 00287YAR0 Jun 2023 3,710,000 $3.5M 0.01% DBT
1719 CRVNA 2021-P3 1.93% 01/10/27 14687JAH2 Jun 2023 4,125,000 $3.5M 0.01% ABS-CBDO
1720 GNR 2020-193 A 1.25% 09/16/62 38380RJT8 Jun 2023 4,664,558 $3.5M 0.01% ABS-CBDO
1721 NORTHROP GRUMMA 5.25% 05/01/50 666807BU5 Jun 2023 3,459,000 $3.5M 0.01% DBT
1722 UMBS P#FS1334 2% 11/01/51 3140XGPU7 Jun 2023 4,298,797 $3.5M 0.01% ABS-MBS
1723 UMBS P#CB6463 5.5% 06/01/53 3140QSFD8 Jun 2023 3,517,864 $3.5M 0.01% ABS-MBS
1724 VSTA 2020-1 A3 V/R 03/25/65 92838WAC8 Jun 2023 3,765,000 $3.5M 0.01% ABS-CBDO
1725 BARCLAYS PLC V/R 05/16/29 06738EBD6 Jun 2023 3,700,000 $3.5M 0.01% DBT
1726 FGLMC P#G16084 2.5% 02/01/32 3128ME6V8 Jun 2023 3,768,529 $3.5M 0.01% ABS-MBS
1727 TRANSCONT GAS P 7.85% 02/01/26 893574AH6 Jun 2023 3,334,000 $3.5M 0.01% DBT
1728 REPUBLIC OF PHIL 3.2% 07/06/46 718286CP0 Jun 2023 4,745,000 $3.5M 0.01% DBT
1729 US TIPS 1% 02/15/48 912810SB5 Jun 2023 4,059,660 $3.5M 0.01% DBT
1730 DOMINICAN REPUBL 4.5% 01/30/30 25714PED6 Jun 2023 3,982,000 $3.5M 0.01% DBT
1731 JDE PEET'S NV 2.25% 09/24/31 47216QAC7 Jun 2023 4,500,000 $3.5M 0.01% DBT
1732 VOLT 2021-NPL2 A V/R 01/25/24 92873CAA2 Jun 2023 3,851,867 $3.5M 0.01% ABS-CBDO
1733 BROADCOM INC 2.6% 02/15/33 11135FBF7 Jun 2023 4,450,000 $3.5M 0.01% DBT
1734 CAALT 2023-2A 7.15% 02/16/27 22537EAE5 Jun 2023 3,525,000 $3.5M 0.01% ABS-CBDO
1735 UMBS P#MA3155 3% 10/01/32 31418CQH0 Jun 2023 3,687,946 $3.5M 0.01% ABS-MBS
1736 CREDIT SUISSE NEW 5% 07/09/27 22550L2K6 Jun 2023 3,593,000 $3.5M 0.01% DBT
1737 COLD 2020-ICE5 C V/R 11/15/23 193051AL3 Jun 2023 3,533,851 $3.5M 0.01% ABS-CBDO
1738 UMBS P#FM8540 3% 11/01/35 3140XCP28 Jun 2023 3,670,995 $3.5M 0.01% ABS-MBS
1739 CDW LLC/CDW FIN 3.25% 02/15/29 12513GBF5 Jun 2023 4,035,000 $3.5M 0.01% DBT
1740 CWALT 2006-OA3 1 V/R 05/25/36 12668BB44 Jun 2023 4,041,200 $3.5M 0.01% ABS-CBDO
1741 CHARTER COMM OP 5.25% 04/01/53 161175CK8 Jun 2023 4,269,000 $3.4M 0.01% DBT
1742 MOTOROLA SOLUTIO 5.6% 06/01/32 620076BW8 Jun 2023 3,469,000 $3.4M 0.01% DBT
1743 UMBS P#SD3176 6% 06/01/53 3132DQQ58 Jun 2023 3,396,665 $3.4M 0.01% ABS-MBS
1744 NEW YORK NY 3.55% 12/01/28 64966MGQ6 Jun 2023 3,645,000 $3.4M 0.01% DBT
1745 NEXTERA ENERGY 2.25% 06/01/30 65339KBR0 Jun 2023 4,105,000 $3.4M 0.01% DBT
1746 MHC 2021-MHC C V/R 04/15/26 55316VAE4 Jun 2023 3,500,000 $3.4M 0.01% ABS-CBDO
1747 UMBS P#BC1158 3.5% 02/01/46 3140EVJC2 Jun 2023 3,666,475 $3.4M 0.01% ABS-MBS
1748 CALIFORNIA ST 7.55% 04/01/39 13063A5G5 Jun 2023 2,705,000 $3.4M 0.01% DBT
1749 BXP 2017-GM A 3.379% 06/13/27 056083AA6 Jun 2023 3,800,000 $3.4M 0.01% ABS-CBDO
1750 MASSACHUSETTS ST 2.5% 02/15/37 576000B85 Jun 2023 4,495,000 $3.4M 0.01% DBT
1751 UMBS P#SD1991 5% 12/01/52 3132DPF86 Jun 2023 3,461,819 $3.4M 0.01% ABS-MBS
1752 FREED 2021-3FP 2.37% 11/20/28 30322MAD1 Jun 2023 3,655,000 $3.4M 0.01% ABS-CBDO
1753 JPMORGAN CHASE & V/R 02/04/27 46647PBW5 Jun 2023 3,799,000 $3.4M 0.01% DBT
1754 LOS ANGELES CA 6.758% 07/01/34 544646ZR6 Jun 2023 2,990,000 $3.4M 0.01% DBT
1755 TEXAS ST 5.517% 04/01/39 882722KF7 Jun 2023 3,155,000 $3.4M 0.01% DBT
1756 ALLY FINANCIAL I 2.2% 11/02/28 02005NBP4 Jun 2023 4,235,000 $3.4M 0.01% DBT
1757 NETFLIX INC 3.625% 06/15/25 64110LAY2 Jun 2023 3,500,000 $3.4M 0.01% DBT
1758 TEXTRON INC 3.375% 03/01/28 883203BY6 Jun 2023 3,699,000 $3.4M 0.01% DBT
1759 CIFC 2018-1A A V/R 04/18/31 12551RAA6 Jun 2023 3,400,000 $3.4M 0.01% ABS-CBDO
1760 NAVSL 2020-CA 2.15% 03/15/29 63941KAB1 Jun 2023 3,699,863 $3.4M 0.01% ABS-CBDO
1761 BRASKEM NETHER 5.875% 01/31/50 10554TAE5 Jun 2023 4,160,000 $3.4M 0.01% DBT
1762 T/L SUNSHINE LU 0% 10/01/2026 L8908YAE8 Jun 2023 3,379,087 $3.4M 0.01% LON
1763 CREDIT SUISSE N 7.95% 01/09/25 22550L2L4 Jun 2023 3,288,000 $3.4M 0.01% DBT
1764 UMBS P#RC1999 2% 05/01/36 3133L8GG4 Jun 2023 3,778,879 $3.4M 0.01% ABS-MBS
1765 SHACK 2019-14A B V/R 07/20/34 81880XAQ5 Jun 2023 3,430,000 $3.3M 0.01% ABS-CBDO
1766 CEMEX SAB DE CV 5.45% 11/19/29 151290BV4 Jun 2023 3,460,000 $3.3M 0.01% DBT
1767 EFMT 2021-3 A1 V/R 09/25/66 31573JAA8 Jun 2023 4,330,564 $3.3M 0.01% ABS-CBDO
1768 MLMI 2006-RM2 A2 V/R 05/25/37 590216AE7 Jun 2023 28,810,008 $3.3M 0.01% ABS-CBDO
1769 TEVA PHARMACEU 8.125% 09/15/31 88167AAR2 Jun 2023 3,170,000 $3.3M 0.01% DBT
1770 UMBS P#CB2837 2% 02/01/52 3140QNEK4 Jun 2023 4,035,392 $3.3M 0.01% ABS-MBS
1771 AT&T INC 2.75% 06/01/31 00206RJY9 Jun 2023 3,935,000 $3.3M 0.01% DBT
1772 ILPT 2022-LPF2 A V/R 10/15/24 449652AA4 Jun 2023 3,330,000 $3.3M 0.01% ABS-CBDO
1773 FIRSTENERGY TRA 4.55% 04/01/49 33767BAC3 Jun 2023 3,972,000 $3.3M 0.01% DBT
1774 INTERCONTINENTAL 2.1% 06/15/30 45866FAK0 Jun 2023 3,955,000 $3.3M 0.01% DBT
1775 DCP MIDSTREAM 5.125% 05/15/29 23311VAH0 Jun 2023 3,380,000 $3.3M 0.01% DBT
1776 UMBS P#BX7273 5.5% 02/01/53 3140NCCK3 Jun 2023 3,313,033 $3.3M 0.01% ABS-MBS
1777 BANK OF AMERICA C V/R 04/25/34 06051GLH0 Jun 2023 3,320,000 $3.3M 0.01% DBT
1778 ENERGY TRANSFER 5.35% 05/15/45 86765BAQ2 Jun 2023 3,759,000 $3.3M 0.01% DBT
1779 CIFC 2019-5A A1R V/R 01/15/35 12554XAJ1 Jun 2023 3,350,000 $3.3M 0.01% ABS-CBDO
1780 REPUBLIC OF IND 3.05% 03/12/51 455780CW4 Jun 2023 4,490,000 $3.3M 0.01% DBT
1781 GCAR 2023-2A D 6.31% 07/15/27 379928AJ3 Jun 2023 3,335,000 $3.3M 0.01% ABS-CBDO
1782 ALIMENTATION COU 3.8% 01/25/50 01626PAN6 Jun 2023 4,513,000 $3.3M 0.01% DBT
1783 PHILIP MORRIS 5.125% 11/17/27 718172CV9 Jun 2023 3,261,000 $3.3M 0.01% DBT
1784 AEP TRANSMISSION 4.5% 06/15/52 00115AAP4 Jun 2023 3,654,000 $3.3M 0.01% DBT
1785 GSAMP 2005-AHL M V/R 04/25/35 36242D2B8 Jun 2023 3,605,589 $3.3M 0.01% ABS-CBDO
1786 AETNA INC 3.5% 11/15/24 00817YAQ1 Jun 2023 3,370,000 $3.3M 0.01% DBT
1787 OMAN GOV INTER 5.625% 01/17/28 M75242BJ1 Jun 2023 3,300,000 $3.3M 0.01% DBT
1788 PSTAT 2021-3A A1 V/R 07/20/29 69702BAA9 Jun 2023 3,304,201 $3.3M 0.01% ABS-CBDO
1789 WESTERN DIGITAL 2.85% 02/01/29 958102AQ8 Jun 2023 4,080,000 $3.3M 0.01% DBT
1790 UMBS P#MA3384 4% 06/01/48 31418CXN9 Jun 2023 3,415,856 $3.3M 0.01% ABS-MBS
1791 ACAR 2022-1 D 2.46% 09/13/25 02530WAG9 Jun 2023 3,475,000 $3.3M 0.01% ABS-CBDO
1792 UMBS P#MA4181 1.5% 11/01/50 31418DUF7 Jun 2023 4,195,665 $3.2M 0.01% ABS-MBS
1793 PENSKE TRUCK L 5.875% 11/15/27 709599BR4 Jun 2023 3,273,000 $3.2M 0.01% DBT
1794 UMBS P#SD7539 2% 04/01/51 3132DVLU7 Jun 2023 3,919,921 $3.2M 0.01% ABS-MBS
1795 PACIFIC GAS & EL 3.3% 12/01/27 694308HW0 Jun 2023 3,700,000 $3.2M 0.01% DBT
1796 CATALENT PHARMA 3.5% 04/01/30 14879EAK4 Jun 2023 4,000,000 $3.2M 0.01% DBT
1797 RIAL 2022-FL8 A V/R 01/19/37 76243NAA4 Jun 2023 3,298,000 $3.2M 0.01% ABS-CBDO
1798 PG&E WILDFIRE 4.377% 06/01/39 693342AC1 Jun 2023 3,510,000 $3.2M 0.01% DBT
1799 ZIGGO BV 4.875% 01/15/30 98955DAA8 Jun 2023 3,900,000 $3.2M 0.01% DBT
1800 TC PIPELINES L 4.375% 03/13/25 87233QAB4 Jun 2023 3,330,000 $3.2M 0.01% DBT
1801 CARVANA CO 4.875% 09/01/29 146869AH5 Jun 2023 5,701,000 $3.2M 0.01% DBT
1802 TCW 2019-1A BR V/R 08/16/34 87241EAW5 Jun 2023 3,365,000 $3.2M 0.01% ABS-CBDO
1803 UMBS P#FM4383 4.5% 02/01/47 3140X72R9 Jun 2023 3,273,386 $3.2M 0.01% ABS-MBS
1804 EFMT 2021-2 A2 V/R 06/25/66 31572LAB2 Jun 2023 4,093,200 $3.2M 0.01% ABS-CBDO
1805 UMBS P#SD2425 6% 01/01/53 3132DPVS4 Jun 2023 3,151,968 $3.2M 0.01% ABS-MBS
1806 SLMA 2012-7 A3 V/R 10/25/21 78447KAC6 Jun 2023 3,381,174 $3.2M 0.01% ABS-CBDO
1807 CROWN CASTLE IN 2.25% 01/15/31 22822VAT8 Jun 2023 3,949,000 $3.2M 0.01% DBT
1808 REPUBLIC OF PHILIP 3% 02/01/28 718286CC9 Jun 2023 3,452,000 $3.2M 0.01% DBT
1809 UMBS P#CA0996 3.5% 01/01/48 3140Q8DA0 Jun 2023 3,470,845 $3.2M 0.01% ABS-MBS
1810 TPMT 2017-4 M2 V/R 06/25/57 89173UAD9 Jun 2023 3,873,000 $3.2M 0.01% ABS-CBDO
1811 GOLDMAN SACHS GRO V/R 04/22/32 38141GYB4 Jun 2023 3,899,000 $3.2M 0.01% DBT
1812 FGLMC P#G08741 3% 01/01/47 3128MJZF0 Jun 2023 3,565,793 $3.2M 0.01% ABS-MBS
1813 ROCKIES EXPRES 6.875% 04/15/40 77340RAM9 Jun 2023 3,535,000 $3.2M 0.01% DBT
1814 GOLDMAN SACHS GRO V/R 01/27/32 38141GXR0 Jun 2023 4,050,000 $3.2M 0.01% DBT
1815 READYCAP COMME V/R 10/25/2039 755931AA0 Jun 2023 3,190,464 $3.2M 0.01% ABS-CBDO
1816 CBASS 2004-CB2 M V/R 07/25/33 12489WHY3 Jun 2023 3,338,644 $3.2M 0.01% ABS-CBDO
1817 PROG 2021-SFR 2.591% 08/17/28 74333PAJ6 Jun 2023 3,970,000 $3.2M 0.01% ABS-CBDO
1818 WAAV 2017-1A 3.844% 11/15/24 94353WAA3 Jun 2023 4,001,976 $3.2M 0.01% ABS-CBDO
1819 NEUB 2021-45A A V/R 10/14/35 64134MAA4 Jun 2023 3,240,000 $3.2M 0.01% ABS-CBDO
1820 FGLMC P#G08747 3% 02/01/47 3128MJZM5 Jun 2023 3,545,512 $3.2M 0.01% ABS-MBS
1821 PART 2020-1A E 3.67% 08/15/24 74114BAL7 Jun 2023 3,270,000 $3.2M 0.01% ABS-CBDO
1822 UMBS P#BM3279 5.5% 05/01/44 3140J7UD5 Jun 2023 3,091,398 $3.2M 0.01% ABS-MBS
1823 GSM 2021-IIIA A1 V/R 04/15/34 402512AA5 Jun 2023 3,200,000 $3.2M 0.01% ABS-CBDO
1824 UMBS P#ZT0538 3.5% 03/01/48 3132ACS35 Jun 2023 3,429,464 $3.2M 0.01% ABS-MBS
1825 CHARTER COMM OPT 4.2% 03/15/28 161175BK9 Jun 2023 3,376,000 $3.2M 0.01% DBT
1826 UMBS P#FS1330 2% 03/01/37 3140XGPQ6 Jun 2023 3,565,291 $3.2M 0.01% ABS-MBS
1827 GPIF 2022-2A A V/R 08/01/23 38411JAA9 Jun 2023 3,156,000 $3.2M 0.01% ABS-CBDO
1828 GREENE KI 4.064% 03/15/35/GBP/ G415ACAA3 Jun 2023 3,047,265 $3.2M 0.01% DBT
1829 SARM 2005-1 1A1 V/R 02/25/35 863579KY3 Jun 2023 3,356,315 $3.2M 0.01% ABS-CBDO
1830 HPEFS 2022-1A D 2.4% 06/20/25 40441RAF0 Jun 2023 3,390,000 $3.2M 0.01% ABS-CBDO
1831 FFML 2002-FF4 1A V/R 02/25/33 32027NBR1 Jun 2023 3,334,645 $3.1M 0.01% ABS-CBDO
1832 UMBS P#CA7597 2.5% 11/01/50 3140QFNP0 Jun 2023 3,635,182 $3.1M 0.01% ABS-MBS
1833 UMBS P#ZS7403 3% 05/01/31 3132A8GL7 Jun 2023 3,287,693 $3.1M 0.01% ABS-MBS
1834 ALLY FINANCIAL 5.75% 11/20/25 02005NBF6 Jun 2023 3,260,000 $3.1M 0.01% DBT
1835 COMMONSPIRIT H 1.547% 10/01/25 20268JAE3 Jun 2023 3,450,000 $3.1M 0.01% DBT
1836 UMBS P#FS0211 2% 12/01/51 3140XFGV7 Jun 2023 3,819,733 $3.1M 0.01% ABS-MBS
1837 TOPAZ SOLAR FAR 5.75% 09/30/39 89054XAC9 Jun 2023 3,184,647 $3.1M 0.01% DBT
1838 FMIC 2006-3 1A V/R 11/25/36 316599AA7 Jun 2023 3,532,913 $3.1M 0.01% ABS-CBDO
1839 BANK OF AMERICA C V/R 07/23/31 06051GJF7 Jun 2023 3,918,000 $3.1M 0.01% DBT
1840 GENERAL MOTORS F 5.8% 06/23/28 37045XEH5 Jun 2023 3,130,000 $3.1M 0.01% DBT
1841 GSMBS 2020-INV1 V/R 10/25/50 36258KAS7 Jun 2023 3,713,358 $3.1M 0.01% ABS-CBDO
1842 UBS GROUP AG V/R 01/12/29 225401AF5 Jun 2023 3,445,000 $3.1M 0.01% DBT
1843 STACR 2018-DNA2 V/R 12/25/30 35563TAK7 Jun 2023 3,121,176 $3.1M 0.01% ABS-CBDO
1844 IHEARTCOMMUNICA 4.75% 01/15/28 45174HBG1 Jun 2023 4,120,000 $3.1M 0.01% DBT
1845 GNMA II P#MA5399 4.5% 08/20/48 36179T7L3 Jun 2023 3,177,007 $3.1M 0.01% ABS-MBS
1846 UMBS P#FS0212 2% 12/01/51 3140XFGW5 Jun 2023 3,779,138 $3.1M 0.01% ABS-MBS
1847 UMBS P#SB8507 2% 02/01/36 3132D6NY2 Jun 2023 3,473,890 $3.1M 0.01% ABS-MBS
1848 VICI PROPERTIES 4.95% 02/15/30 925650AC7 Jun 2023 3,301,000 $3.1M 0.01% DBT
1849 ATHENE GLOBAL 2.717% 01/07/29 04685A3G4 Jun 2023 3,800,000 $3.1M 0.01% DBT
1850 GALL 2018-1A A V/R 01/21/28 36361WAC0 Jun 2023 3,107,039 $3.1M 0.01% ABS-CBDO
1851 OMFIT 2020-2A 1.75% 02/14/27 682696AA7 Jun 2023 3,465,000 $3.1M 0.01% ABS-CBDO
1852 WOART 2020-A C 1.64% 02/15/24 98163MAG3 Jun 2023 3,190,000 $3.1M 0.01% ABS-CBDO
1853 AT&T INC 4.3% 02/15/30 00206RGQ9 Jun 2023 3,251,000 $3.1M 0.01% DBT
1854 RYDER SYSTEM IN 5.25% 06/01/28 78355HKW8 Jun 2023 3,125,000 $3.1M 0.01% DBT
1855 UMBS P#FS1331 2% 03/01/37 3140XGPR4 Jun 2023 3,471,180 $3.1M 0.01% ABS-MBS
1856 SCFET 2022-2A C 6.5% 10/20/28 78397WAE6 Jun 2023 3,145,000 $3.1M 0.01% ABS-CBDO
1857 UMBS P#SB0015 3.5% 06/01/33 3132CWAQ7 Jun 2023 3,206,251 $3.1M 0.01% ABS-MBS
1858 DUKE ENERGY CAR 2.55% 04/15/31 26442CBB9 Jun 2023 3,610,000 $3.1M 0.01% DBT
1859 PROSUS NV 1.985% 07/13/33/EUR/ N7163RAV5 Jun 2023 4,100,000 $3.1M 0.01% DBT
1860 STANDARD CHARTERE V/R 01/30/26 85325WAA6 Jun 2023 3,241,000 $3.1M 0.01% DBT
1861 IPT 2018-INDP 3.763% 07/10/25 45378YAA2 Jun 2023 3,265,000 $3.0M 0.01% ABS-CBDO
1862 UMBS P#CA7755 3% 10/01/50 3140QFTM1 Jun 2023 3,438,227 $3.0M 0.01% ABS-MBS
1863 GMALT 2021-1 D 1.01% 10/20/23 36261RAG3 Jun 2023 3,055,000 $3.0M 0.01% ABS-CBDO
1864 UMBS P#SB0546 2% 01/01/36 3132CWTB0 Jun 2023 3,410,448 $3.0M 0.01% ABS-MBS
1865 NCR CORP 5.25% 10/01/30 62886EAZ1 Jun 2023 3,500,000 $3.0M 0.01% DBT
1866 UMBS P#MA4941 5.5% 03/01/53 31418EP38 Jun 2023 3,055,610 $3.0M 0.01% ABS-MBS
1867 HBCT 2015-HB1 4.154% 08/05/25 44422PBN1 Jun 2023 3,540,000 $3.0M 0.01% ABS-CBDO
1868 TRANSOCEAN POS 6.875% 02/01/27 89383JAA6 Jun 2023 3,071,250 $3.0M 0.01% DBT
1869 FCRT 2021-2 D 1.92% 05/15/26 35105UAF0 Jun 2023 3,280,000 $3.0M 0.01% ABS-CBDO
1870 UMBS P#CA2208 4.5% 08/01/48 3140Q9N25 Jun 2023 3,101,409 $3.0M 0.01% ABS-MBS
1871 PG&E WILDFIRE 4.263% 06/01/36 693342AB3 Jun 2023 3,170,000 $3.0M 0.01% DBT
1872 FGLMC P#G07974 5.5% 08/01/41 3128MAFP9 Jun 2023 2,939,576 $3.0M 0.01% ABS-MBS
1873 HSBC HOLDINGS PLC V/R 06/19/29 404280BT5 Jun 2023 3,200,000 $3.0M 0.01% DBT
1874 CROWN CASTLE INC 2.5% 07/15/31 22822VAY7 Jun 2023 3,665,000 $3.0M 0.01% DBT
1875 OCCIDENTAL PET 8.875% 07/15/30 674599EA9 Jun 2023 2,618,000 $3.0M 0.01% DBT
1876 SIMON PROPERTY 2.65% 07/15/30 828807DK0 Jun 2023 3,540,000 $3.0M 0.01% DBT
1877 TRK 2021-INV1 A1 V/R 07/25/56 89688WAA9 Jun 2023 3,610,061 $3.0M 0.01% ABS-CBDO
1878 PACIFIC GAS & E 5.45% 06/15/27 694308KF3 Jun 2023 3,084,000 $3.0M 0.01% DBT
1879 REPUBLIC O 5.94% 02/12/29/PEN/ 715638BX9 Jun 2023 11,100,000 $3.0M 0.01% DBT
1880 UMBS P#AS7233 3% 05/01/46 3138WHBB7 Jun 2023 3,338,577 $3.0M 0.01% ABS-MBS
1881 GFORT 2020-2 C 1.31% 10/15/23 361886CP7 Jun 2023 3,040,000 $3.0M 0.01% ABS-CBDO
1882 GRIF 1 A V/R 08/28/39 /EUR/ G4180AAA2 Jun 2023 2,867,271 $3.0M 0.01% ABS-CBDO
1883 T/L HORIZON THER 0% 03/15/28 44055UAD7 Jun 2023 2,996,955 $3.0M 0.01% LON
1884 CDW LLC/CDW FIN 2.67% 12/01/26 12513GBG3 Jun 2023 3,325,000 $3.0M 0.01% DBT
1885 DUKE ENERGY FLO 1.75% 06/15/30 26444HAJ0 Jun 2023 3,663,000 $3.0M 0.01% DBT
1886 FREED 2022-1FP 3.35% 03/19/29 35633KAD8 Jun 2023 3,290,000 $3.0M 0.01% ABS-CBDO
1887 BOEING CO 4.875% 05/01/25 097023CT0 Jun 2023 3,005,000 $3.0M 0.01% DBT
1888 TRANSCONT GAS PIPE 4% 03/15/28 893574AK9 Jun 2023 3,145,000 $3.0M 0.01% DBT
1889 UMBS P#BR1615 2% 02/01/51 3140KYYM0 Jun 2023 3,601,604 $3.0M 0.01% ABS-MBS
1890 GSMS 2012-BWTR A 2.954%11/5/34 36192RAA0 Jun 2023 4,135,000 $3.0M 0.01% ABS-CBDO
1891 BHR 2018-PRME B V/R 12/15/19 10482TAG7 Jun 2023 3,000,000 $3.0M 0.01% ABS-CBDO
1892 AMERICAN TOWER C 3.8% 08/15/29 03027XAW0 Jun 2023 3,240,000 $3.0M 0.01% DBT
1893 UMBS P#MA4654 3.5% 07/01/52 31418EE48 Jun 2023 3,228,459 $2.9M 0.01% ABS-MBS
1894 US TREAS NTS 4.75% 06/30/25 91282CHL8 Jun 2023 2,955,000 $2.9M 0.01% DBT
1895 TRINI 2021- V/R 07/15/59 /GBP/ N/A Jun 2023 2,364,000 $2.9M 0.01% ABS-CBDO
1896 WAMU 2005-AR2 1A V/R 01/25/45 92922FC97 Jun 2023 3,156,766 $2.9M 0.01% ABS-CBDO
1897 UMBS P#BM4723 6% 07/01/41 3140J9G96 Jun 2023 2,821,362 $2.9M 0.01% ABS-MBS
1898 UMBS P#SD2163 6% 01/01/53 3132DPML9 Jun 2023 2,900,416 $2.9M 0.01% ABS-MBS
1899 NISOURCE INC 5.25% 03/30/28 65473PAN5 Jun 2023 2,930,000 $2.9M 0.01% DBT
1900 BAFC 2015-R9 2A1 V/R 02/26/37 05970BAD2 Jun 2023 2,977,524 $2.9M 0.01% ABS-CBDO
1901 FSMT 2021-5INV A V/R 02/25/45 33851PAS4 Jun 2023 3,746,143 $2.9M 0.01% ABS-CBDO
1902 GSMS 2022-AGSS A V/R 11/15/27 36270DAA6 Jun 2023 2,930,000 $2.9M 0.01% ABS-CBDO
1903 MSBAM 2016-C30 2.86% 08/15/26 61766NBB0 Jun 2023 3,220,000 $2.9M 0.01% ABS-CBDO
1904 MORGAN STANLEY V/R 07/20/27 61747YEC5 Jun 2023 3,292,000 $2.9M 0.01% DBT
1905 OZLM 2014-8A A2R V/R 10/17/29 67107FBN6 Jun 2023 2,955,000 $2.9M 0.01% ABS-CBDO
1906 UMBS P#BM2003 4% 10/01/47 3140J6GM3 Jun 2023 3,053,924 $2.9M 0.01% ABS-MBS
1907 CWALT 2005-43 V/R 11/25/35 12668AGN9 Jun 2023 3,183,093 $2.9M 0.01% ABS-CBDO
1908 MORGAN STANLEY V/R 01/19/38 61747YFB6 Jun 2023 2,945,000 $2.9M 0.01% DBT
1909 NCSLT 2005-3W A5 V/R 10/25/33 63543TAL2 Jun 2023 2,992,046 $2.9M 0.01% ABS-CBDO
1910 AHT1 2018-KEYS B V/R 06/15/20 04410CAG4 Jun 2023 3,000,000 $2.9M 0.01% ABS-CBDO
1911 T/L AMERICAN AIRLI 0% 4/20/28 N/A Jun 2023 2,847,933 $2.9M 0.01% LON
1912 WFCM 2014-LC16 4.02% 05/15/24 94988XAW6 Jun 2023 3,015,000 $2.9M 0.01% ABS-CBDO
1913 T/L BALLY'S CORP 0% 10/02/28 N/A Jun 2023 2,972,375 $2.9M 0.01% LON
1914 AMCAR 2020-1 D 1.8% 12/18/23 03067DAG0 Jun 2023 3,030,000 $2.9M 0.01% ABS-CBDO
1915 JPMCC 2022-NXSS V/R 09/15/27 465979AA0 Jun 2023 2,895,000 $2.9M 0.01% ABS-CBDO
1916 FKH 2021-SFR2 2.258% 09/17/26 33767TAJ9 Jun 2023 3,380,000 $2.9M 0.01% ABS-CBDO
1917 MLANE 2023-A A 7.23% 05/15/25 60510MAN8 Jun 2023 2,920,000 $2.9M 0.01% ABS-CBDO
1918 MORGAN STANLEY V/R 10/20/32 61747YEH4 Jun 2023 3,577,000 $2.9M 0.01% DBT
1919 CWL 2007-12 1A1 V/R 06/25/37 126697AA9 Jun 2023 3,047,780 $2.9M 0.01% ABS-CBDO
1920 MDPK 2017-26A AR V/R 07/29/30 55819YAA8 Jun 2023 2,904,174 $2.9M 0.01% ABS-CBDO
1921 CAS 2022-R06 1M1 V/R 05/25/42 20754NAB1 Jun 2023 2,825,463 $2.9M 0.01% ABS-CBDO
1922 GCBSL 2019-41A A V/R 01/20/34 38178AAA1 Jun 2023 2,945,000 $2.9M 0.01% ABS-CBDO
1923 F/C BANK ACCEPT FUTR SEP24 BAU4 XMOD Jun 2023 16 $2.9M 0.01% DIR
1924 CSMC 2021-ADV C V/R 07/15/23 12660WAJ4 Jun 2023 3,400,000 $2.9M 0.01% ABS-CBDO
1925 USPTT 2022-2A 4.25% 06/17/30 91680YAY7 Jun 2023 3,002,942 $2.9M 0.01% ABS-CBDO
1926 TUCSON ELECTRIC 3.05% 03/15/25 898813AP5 Jun 2023 3,000,000 $2.9M 0.01% DBT
1927 UMBS P#SD2616 6% 03/01/53 3132DP3Z9 Jun 2023 2,804,409 $2.9M 0.01% ABS-MBS
1928 WAMU 2005-AR15 A V/R 11/25/45 92922F5T1 Jun 2023 3,111,110 $2.9M 0.01% ABS-CBDO
1929 T/L CROWN FINA 0% 09/07/2023_ 22834KAL5 Jun 2023 2,840,938 $2.9M 0.01% LON
1930 N/A N/A Jun 2023 1 $2.9M 0.01% DIR
1931 PACIFIC GAS & E 3.75% 02/15/24 694308HG5 Jun 2023 2,914,000 $2.9M 0.01% DBT
1932 REPUBLIC OF CHI 2.55% 01/27/32 168863DN5 Jun 2023 3,355,000 $2.9M 0.01% DBT
1933 T/L ACRISURE LLC 0% 02/15/27 00488PAL9 Jun 2023 2,954,198 $2.9M 0.01% LON
1934 CSC HOLDINGS LL 5.75% 01/15/30 126307BA4 Jun 2023 6,059,000 $2.9M 0.01% DBT
1935 UMBS P#QE6273 3% 07/01/52 3133BF6J4 Jun 2023 3,244,999 $2.9M 0.01% ABS-MBS
1936 HUNGARY 2.125% 09/22/31 445545AM8 Jun 2023 3,700,000 $2.9M 0.01% DBT
1937 N/A N/A Jun 2023 1 $2.9M 0.01% DCR
1938 MHC 2021-MHC2 F V/R 05/15/38 55293AAQ0 Jun 2023 3,000,000 $2.8M 0.01% ABS-CBDO
1939 UMBS P#CB2601 2% 01/01/52 3140QM3K8 Jun 2023 3,453,656 $2.8M 0.01% ABS-MBS
1940 GNMA II P#MA7312 2.5% 04/20/51 36179WDR6 Jun 2023 3,273,695 $2.8M 0.01% ABS-MBS
1941 T/L INTELSAT JAC 0% 02/01/2029 N/A Jun 2023 2,859,344 $2.8M 0.01% LON
1942 JPMORGAN CHASE & V/R 06/14/30 46647PDF0 Jun 2023 2,957,000 $2.8M 0.01% DBT
1943 GNMA II P#MA5191 3.5% 05/20/48 36179TXU4 Jun 2023 3,046,874 $2.8M 0.01% ABS-MBS
1944 EART 2020-2A D 4.73% 04/15/24 30167YAG6 Jun 2023 2,858,663 $2.8M 0.01% ABS-CBDO
1945 IHEARTCOMMUNICA 5.25% 08/15/27 45174HBE6 Jun 2023 3,710,000 $2.8M 0.01% DBT
1946 VENTURE GLOBAL 4.125% 08/15/31 92328MAB9 Jun 2023 3,297,000 $2.8M 0.01% DBT
1947 BDS 2022-FL11 AT V/R 03/19/39 054980AA5 Jun 2023 2,871,000 $2.8M 0.01% ABS-CBDO
1948 MSM 2006-15XS A4 V/R 11/25/36 61750YAE9 Jun 2023 12,446,037 $2.8M 0.01% ABS-CBDO
1949 WFCM 2016-C35 3.184% 07/15/26 95000FAV8 Jun 2023 3,155,000 $2.8M 0.01% ABS-CBDO
1950 CLEAR CHANNEL OUTDOOR HOLDINGS 18453H106 Jun 2023 2,064,946 $2.8M 0.01% EC
1951 MORGN 2018-3A AR V/R 10/20/31 33835NAA9 Jun 2023 2,870,000 $2.8M 0.01% ABS-CBDO
1952 COMM 2017-COR2 3.51% 07/10/27 12595EAD7 Jun 2023 3,110,000 $2.8M 0.01% ABS-CBDO
1953 SK HYNIX INC 6.375% 01/17/28 78392BAE7 Jun 2023 2,810,000 $2.8M 0.01% DBT
1954 AMERICAN TOWER 1.875% 10/15/30 03027XBG4 Jun 2023 3,573,000 $2.8M 0.01% DBT
1955 US TIPS 0.25% 02/15/50 912810SM1 Jun 2023 4,035,463 $2.8M 0.01% DBT
1956 VZ SECURED FINANCI 5% 01/15/32 91845AAA3 Jun 2023 3,500,000 $2.8M 0.01% DBT
1957 NAVSL 2020-GA 1.17% 02/15/28 63941UAA1 Jun 2023 3,184,736 $2.8M 0.01% ABS-CBDO
1958 AT&T INC 2.55% 12/01/33 00206RMM1 Jun 2023 3,587,000 $2.8M 0.01% DBT
1959 UMBS P#BM5111 3% 11/01/33 3140J9VD0 Jun 2023 2,985,035 $2.8M 0.01% ABS-MBS
1960 ROMANIA 3% 02/14/31 X7360WBP6 Jun 2023 3,400,000 $2.8M 0.01% DBT
1961 T/L GEN DIGITAL 0% 09/10/2027 66877AAC2 Jun 2023 2,880,074 $2.8M 0.01% LON
1962 FIRST QUANTUM 6.875% 03/01/26 335934AR6 Jun 2023 2,855,000 $2.8M 0.01% DBT
1963 NCHET 2005-1 M1 V/R 03/25/35 64352VKA8 Jun 2023 2,848,858 $2.8M 0.01% ABS-CBDO
1964 DOLLAR GENERAL C 3.5% 04/03/30 256677AG0 Jun 2023 3,125,000 $2.8M 0.01% DBT
1965 CHARTER COMM OP 3.85% 04/01/61 161175BY9 Jun 2023 4,609,000 $2.8M 0.01% DBT
1966 ANCHC 2020-16A A V/R 01/19/35 03330WAJ3 Jun 2023 2,870,000 $2.8M 0.01% ABS-CBDO
1967 UMBS P#BN4316 4% 01/01/49 3140JLYN8 Jun 2023 2,898,305 $2.8M 0.01% ABS-MBS
1968 UMBS P#RE6029 3% 02/01/50 3133N3VW1 Jun 2023 3,229,680 $2.8M 0.01% ABS-MBS
1969 EART 2022-2A D 4.56% 07/17/28 30166QAF6 Jun 2023 2,920,000 $2.8M 0.01% ABS-CBDO
1970 BFLD 2020-EYP C V/R 10/15/25 05493AAJ9 Jun 2023 5,140,000 $2.8M 0.01% ABS-CBDO
1971 PRESTIGE BRANDS 3.75% 04/01/31 74112BAM7 Jun 2023 3,352,000 $2.8M 0.01% DBT
1972 LEVEL 3 FINANC 3.625% 01/15/29 527298BS1 Jun 2023 4,624,000 $2.8M 0.01% DBT
1973 BCC 2021-4A A1 V/R 10/20/34 05685AAC2 Jun 2023 2,840,000 $2.8M 0.01% ABS-CBDO
1974 MFIT 2022-AA A 6.45% 10/20/24 56847QAA9 Jun 2023 2,778,000 $2.8M 0.01% ABS-CBDO
1975 RRAM 2018-3A A1R V/R 01/15/30 74988LAA2 Jun 2023 2,791,808 $2.8M 0.01% ABS-CBDO
1976 BAT CAPITAL CO 3.984% 09/25/50 05526DBU8 Jun 2023 4,103,000 $2.8M 0.01% DBT
1977 FCAT 2021-2 D 1.59% 12/15/25 33844WAG5 Jun 2023 3,085,000 $2.8M 0.01% ABS-CBDO
1978 NATWEST GROUP PLC V/R 05/18/29 780097BG5 Jun 2023 2,900,000 $2.8M 0.01% DBT
1979 GMCAR 2021-1 A 0.35% 05/16/24 36261LAC5 Jun 2023 2,822,050 $2.8M 0.01% ABS-CBDO
1980 LMAT 2020-GS1 A1 V/R 10/25/59 52474PAA0 Jun 2023 2,798,693 $2.7M 0.01% ABS-CBDO
1981 SAIL 2004-9 M2 V/R 10/25/34 86358EMU7 Jun 2023 2,781,031 $2.7M 0.01% ABS-CBDO
1982 HSBC HOLDINGS PLC V/R 04/18/26 404280CJ6 Jun 2023 2,982,000 $2.7M 0.01% DBT
1983 GLOBAL PAYMENTS 4.45% 06/01/28 891906AF6 Jun 2023 2,920,000 $2.7M 0.01% DBT
1984 LFT 2022-1A A 5.12% 04/20/26 52608JAA3 Jun 2023 2,819,000 $2.7M 0.01% ABS-CBDO
1985 ICAHN ENTERPRIS 6.25% 05/15/26 451102BT3 Jun 2023 3,000,000 $2.7M 0.01% DBT
1986 UNION PACIFIC 2.973% 09/16/62 907818FN3 Jun 2023 4,190,000 $2.7M 0.01% DBT
1987 NOKIA OYJ 4.375% 06/12/27 654902AE5 Jun 2023 2,895,000 $2.7M 0.01% DBT
1988 FS KKR CAPITAL 3.125% 10/12/28 302635AK3 Jun 2023 3,349,000 $2.7M 0.01% DBT
1989 UMBS P#CA6359 2.5% 07/01/50 3140QEB50 Jun 2023 3,152,926 $2.7M 0.01% ABS-MBS
1990 FNR 2018-38 PA 3.5% 06/25/47 3136B1Q80 Jun 2023 2,895,861 $2.7M 0.01% ABS-CBDO
1991 T/L TRANSDIGM INC 0% 02/22/27 N/A Jun 2023 2,724,083 $2.7M 0.01% LON
1992 TARGA RESOURCES 5.5% 03/01/30 87612BBQ4 Jun 2023 2,828,000 $2.7M 0.01% DBT
1993 AMGEN INC 5.75% 03/02/63 031162DU1 Jun 2023 2,681,000 $2.7M 0.01% DBT
1994 CABLE ONE INC 4% 11/15/30 12685JAC9 Jun 2023 3,478,000 $2.7M 0.01% DBT
1995 FGLMC P#G08716 3.5% 08/01/46 3128MJYN4 Jun 2023 2,898,492 $2.7M 0.01% ABS-MBS
1996 ENERGY TRANSFER LP 6% 06/15/48 29278NAE3 Jun 2023 2,857,000 $2.7M 0.01% DBT
1997 STACR 2021-DNA5 V/R 01/25/34 35564KHE2 Jun 2023 2,708,553 $2.7M 0.01% ABS-CBDO
1998 GSMBS 2021-GR2 A V/R 02/25/52 36262JAD7 Jun 2023 3,492,301 $2.7M 0.01% ABS-CBDO
1999 MED 2021-MDLN D V/R 11/15/23 58403YAR7 Jun 2023 2,831,411 $2.7M 0.01% ABS-CBDO
2000 ACAR 2020-4 D 1.77% 01/13/24 02530QAD9 Jun 2023 2,785,000 $2.7M 0.01% ABS-CBDO
2001 FNMA 15YR TBA 4% JUL 21 01F040479 Jun 2023 2,789,000 $2.7M 0.01% ABS-MBS
2002 MDPK 2021-48A B V/R 04/19/33 55821UAC8 Jun 2023 2,750,000 $2.7M 0.01% ABS-CBDO
2003 UMBS P#RB5148 2% 03/01/42 3133KYWH8 Jun 2023 3,162,346 $2.7M 0.01% ABS-MBS
2004 UMBS P#FM5176 2% 12/01/50 3140X8XE2 Jun 2023 3,259,343 $2.7M 0.01% ABS-MBS
2005 T/L MEDLINE BORROW 0% 10/23/28 58503UAC7 Jun 2023 2,715,625 $2.7M 0.01% LON
2006 T/L HOSTESS BRANDS 0% 08/03/25 44108HAJ0 Jun 2023 2,680,554 $2.7M 0.01% LON
2007 UMBS P#BV9992 3.5% 07/01/52 3140MQC64 Jun 2023 2,935,294 $2.7M 0.01% ABS-MBS
2008 BX 2023-DELC A V/R 05/15/25 05610DAA0 Jun 2023 2,680,000 $2.7M 0.01% ABS-CBDO
2009 BPR 2021-NRD C V/R 12/15/23 05592CAJ5 Jun 2023 2,880,000 $2.7M 0.01% ABS-CBDO
2010 ARCLO 2022-FL2 A V/R 05/15/37 03881JAA4 Jun 2023 2,733,000 $2.7M 0.01% ABS-CBDO
2011 JETBLUE AIRWAYS CO 4% 11/15/32 477164AA5 Jun 2023 2,927,426 $2.7M 0.01% DBT
2012 UMBS P#QE5066 3.5% 06/01/52 3133BETX1 Jun 2023 2,922,479 $2.7M 0.01% ABS-MBS
2013 TPMT 2018-3 A1 V/R 05/25/58 89175MAA1 Jun 2023 2,824,702 $2.7M 0.01% ABS-CBDO
2014 AVIATION CAPIT 4.875% 10/01/25 05367AAH6 Jun 2023 2,789,000 $2.7M 0.01% DBT
2015 NETFLIX I 3.875% 11/15/29/EUR/ U74079AP6 Jun 2023 2,502,000 $2.7M 0.01% DBT
2016 CNF 2000-1 A5 V/R 09/01/29 20846QBP2 Jun 2023 13,023,806 $2.7M 0.01% ABS-CBDO
2017 OT MERGER CORP 7.875% 10/15/29 688777AA9 Jun 2023 4,250,000 $2.7M 0.01% DBT
2018 NCR CORP 5.125% 04/15/29 62886EBA5 Jun 2023 3,000,000 $2.7M 0.01% DBT
2019 TAPESTRY INC 3.05% 03/15/32 876030AA5 Jun 2023 3,325,000 $2.7M 0.01% DBT
2020 ALCOA NEDERLAND 5.5% 12/15/27 013822AE1 Jun 2023 2,745,000 $2.7M 0.01% DBT
2021 ORACLE CORP 6.25% 11/09/32 68389XCJ2 Jun 2023 2,500,000 $2.7M 0.01% DBT
2022 FIAOT 2022-1A 3.79% 08/15/26 32057KAD2 Jun 2023 2,875,000 $2.7M 0.01% ABS-CBDO
2023 UMBS P#FM8086 3.5% 07/01/51 3140XB6Y1 Jun 2023 2,897,249 $2.7M 0.01% ABS-MBS
2024 TRANSCONT GAS PI 4.6% 03/15/48 893574AM5 Jun 2023 3,113,000 $2.6M 0.01% DBT
2025 UMBS P#BM4299 3% 03/01/30 3140J8X57 Jun 2023 2,741,302 $2.6M 0.01% ABS-MBS
2026 MRCD 2019-PAR 2.717% 12/15/24 55348UAQ1 Jun 2023 3,000,000 $2.6M 0.01% ABS-CBDO
2027 BONOS DE T 5.94% 02/12/29/PEN/ P6S32DET6 Jun 2023 9,770,000 $2.6M 0.01% DBT
2028 GNMA II 30YR TBA 6.5% JUL 23 21H062677 Jun 2023 2,592,000 $2.6M 0.01% ABS-MBS
2029 ICAHN ENTERPRIS 5.25% 05/15/27 451102BZ9 Jun 2023 3,058,000 $2.6M 0.01% DBT
2030 T/L TRANS UNION 0% 12/01/2028 N/A Jun 2023 2,641,097 $2.6M 0.01% LON
2031 ALCOA NEDERLAN 4.125% 03/31/29 013822AG6 Jun 2023 2,945,000 $2.6M 0.01% DBT
2032 UMBS P#CB3101 2% 03/01/52 3140QNNT5 Jun 2023 3,201,578 $2.6M 0.01% ABS-MBS
2033 BPR 2021-NRD B V/R 12/15/23 05592CAG1 Jun 2023 2,830,000 $2.6M 0.01% ABS-CBDO
2034 MODIVCARE INC 5.875% 11/15/25 743815AE2 Jun 2023 2,835,000 $2.6M 0.01% DBT
2035 GNMA II P#MA4512 4.5% 06/20/47 36179TAM7 Jun 2023 2,668,633 $2.6M 0.01% ABS-MBS
2036 VENTURE GLOBAL 3.875% 08/15/29 92328MAA1 Jun 2023 3,000,000 $2.6M 0.01% DBT
2037 DEVON ENERGY COR 4.5% 01/15/30 25179MBF9 Jun 2023 2,784,000 $2.6M 0.01% DBT
2038 OMFIT 2021-1A 2.47% 11/14/27 68269MAE4 Jun 2023 3,300,000 $2.6M 0.01% ABS-CBDO
2039 AIGIM 2021-2A A V/R 07/20/34 00142DAA8 Jun 2023 2,670,000 $2.6M 0.01% ABS-CBDO
2040 T/L SBA SENIOR FI 0% 04/11/25 78404XAH8 Jun 2023 2,612,760 $2.6M 0.01% LON
2041 DBCG 2017-BBG A V/R 06/15/20 233062AA6 Jun 2023 2,645,000 $2.6M 0.01% ABS-CBDO
2042 UMBS P#FM3619 4.5% 01/01/50 3140X7AV1 Jun 2023 2,691,690 $2.6M 0.01% ABS-MBS
2043 FREMF 2019-K98 B V/R 08/25/29 30312DAG6 Jun 2023 2,895,000 $2.6M 0.01% ABS-CBDO
2044 NORTHERN STATES 3.2% 04/01/52 665772CU1 Jun 2023 3,638,000 $2.6M 0.01% DBT
2045 FFML 2006-FF17 A V/R 12/25/36 32028KAE6 Jun 2023 2,879,030 $2.6M 0.01% ABS-CBDO
2046 DEUTSCHE BANK NY V/R 05/28/32 251526CK3 Jun 2023 3,300,000 $2.6M 0.01% DBT
2047 UMBS P#QE5878 3.5% 07/01/52 3133BFQ78 Jun 2023 2,849,469 $2.6M 0.01% ABS-MBS
2048 CWHEL 2004-T 2A V/R 02/15/30 126673TP7 Jun 2023 2,650,880 $2.6M 0.01% ABS-CBDO
2049 T/L ATHENAHEAL 0% 02/15/29 N/A Jun 2023 2,699,808 $2.6M 0.01% LON
2050 T/L NAKED JUICE 0% 01/24/29 N/A Jun 2023 2,795,185 $2.6M 0.01% LON
2051 CONNECTICUT LIGH 4.9% 07/01/33 207597EQ4 Jun 2023 2,606,000 $2.6M 0.01% DBT
2052 AESOP 2021-2A 2.35% 02/20/27 05377RET7 Jun 2023 3,030,000 $2.6M 0.01% ABS-CBDO
2053 DTAOT 2020-3A 1.47% 11/15/23 26253AAC0 Jun 2023 2,641,117 $2.6M 0.01% ABS-CBDO
2054 JANE STREET GRP/ 4.5% 11/15/29 47077WAA6 Jun 2023 3,000,000 $2.6M 0.01% DBT
2055 JPMORGAN CHASE & V/R 04/23/29 46647PAR7 Jun 2023 2,740,000 $2.6M 0.01% DBT
2056 CASIA 2022- V/R 05/22/34 /EUR/ N/A Jun 2023 2,487,631 $2.6M 0.01% ABS-CBDO
2057 CPTS 2019-CPT 2.865% 11/13/29 12654YAA7 Jun 2023 3,205,000 $2.6M 0.01% ABS-CBDO
2058 T/L SPIN HOLDCO 0% 03/04/2028 N/A Jun 2023 3,015,537 $2.6M 0.01% LON
2059 COMMSCOPE INC 7.125% 07/01/28 203372AV9 Jun 2023 3,625,000 $2.6M 0.01% DBT
2060 BARCLAYS PLC 4.375% 01/12/26 06738EAN5 Jun 2023 2,670,000 $2.6M 0.01% DBT
2061 HCA INC 5.375% 02/01/25 404119BR9 Jun 2023 2,587,000 $2.6M 0.01% DBT
2062 FREMF 2019-K94 B V/R 07/25/29 30310XAE9 Jun 2023 2,800,000 $2.6M 0.01% ABS-CBDO
2063 ATHENE GLOBAL F 2.55% 11/19/30 04685A2R1 Jun 2023 3,300,000 $2.6M 0.01% DBT
2064 CARMX 2020-1 D 2.64% 07/15/26 14315XAG3 Jun 2023 2,622,000 $2.6M 0.01% ABS-CBDO
2065 UBS GROUP AG V/R 06/05/26 225401AQ1 Jun 2023 2,785,000 $2.6M 0.01% DBT
2066 UMBS P#MA3182 3.5% 11/01/47 31418CRC0 Jun 2023 2,766,244 $2.6M 0.01% ABS-MBS
2067 FGLMC P#G08732 3% 11/01/46 3128MJY61 Jun 2023 2,852,975 $2.5M 0.01% ABS-MBS
2068 NETFLIX I 4.625% 05/15/29/EUR/ U74079AS0 Jun 2023 2,300,000 $2.5M 0.01% DBT
2069 TEACHERS INSUR & 3.3% 05/15/50 878091BG1 Jun 2023 3,665,000 $2.5M 0.01% DBT
2070 AOMT 2019-2 M1 V/R 04/25/23 03463WAD5 Jun 2023 2,595,152 $2.5M 0.01% ABS-CBDO
2071 RAYTHEON TECH C 3.75% 11/01/46 913017CJ6 Jun 2023 3,132,000 $2.5M 0.01% DBT
2072 GLOBAL ATLANTIC 4.4% 10/15/29 37959GAA5 Jun 2023 2,987,000 $2.5M 0.01% DBT
2073 FGLMC P#G18713 3.5% 11/01/33 3128MMYK3 Jun 2023 2,625,619 $2.5M 0.01% ABS-MBS
2074 S&P GLOBAL INC 4.25% 05/01/29 78409VBG8 Jun 2023 2,585,000 $2.5M 0.01% DBT
2075 GNMA II P#MA4962 3.5% 01/20/48 36179TQP3 Jun 2023 2,679,308 $2.5M 0.01% ABS-MBS
2076 POMONA COLLEGE 2.888% 01/01/51 73211PAA4 Jun 2023 3,570,000 $2.5M 0.01% DBT
2077 BANCO SANTANDE 2.749% 12/03/30 05971KAG4 Jun 2023 3,200,000 $2.5M 0.01% DBT
2078 UMBS P#AL7092 3% 07/01/45 3138EP3A0 Jun 2023 2,768,171 $2.5M 0.01% ABS-MBS
2079 VOLT 2021-NPL5 A V/R 03/27/51 92873FAA5 Jun 2023 2,669,404 $2.5M 0.01% ABS-CBDO
2080 UMBS P#BW1391 3.5% 12/01/52 3140MSRM9 Jun 2023 2,739,305 $2.5M 0.01% ABS-MBS
2081 NAVSL 2019-GA A 2.4% 05/15/28 63941JAA6 Jun 2023 2,712,128 $2.5M 0.01% ABS-CBDO
2082 EXTRA SPACE STO 2.55% 06/01/31 30225VAF4 Jun 2023 3,085,000 $2.5M 0.01% DBT
2083 UMBS P#MA4501 2% 12/01/41 31418EAB6 Jun 2023 2,946,993 $2.5M 0.01% ABS-MBS
2084 UMBS P#CA2039 4% 07/01/48 3140Q9HR7 Jun 2023 2,619,176 $2.5M 0.01% ABS-MBS
2085 JPMMT 2020-7 A15 V/R 09/01/42 46591XBT1 Jun 2023 2,942,867 $2.5M 0.01% ABS-CBDO
2086 MSCI INC 4% 11/15/29 55354GAH3 Jun 2023 2,750,000 $2.5M 0.01% DBT
2087 CBASS 2006-CB5 A V/R 06/25/36 81376WAC9 Jun 2023 3,976,297 $2.5M 0.01% ABS-CBDO
2088 UMBS P#ZT1361 3% 05/01/47 3132ADQN1 Jun 2023 2,763,965 $2.5M 0.01% ABS-MBS
2089 N/A N/A Jun 2023 1 $2.5M 0.01% DFE
2090 RMIT 2022-1 A 3.07% 05/15/26 75907DAA5 Jun 2023 2,672,000 $2.5M 0.01% ABS-CBDO
2091 WLAKE 2023-1A 6.79% 02/15/26 96042XAG0 Jun 2023 2,480,000 $2.5M 0.01% ABS-CBDO
2092 NAVSL 2020-BA 2.12% 09/15/27 63941GAB0 Jun 2023 2,724,215 $2.5M 0.01% ABS-CBDO
2093 MDPK 2019-35A A1 V/R 04/20/32 55819MAN6 Jun 2023 2,500,000 $2.5M 0.01% ABS-CBDO
2094 CAMERON LNG LL 3.402% 01/15/38 133434AC4 Jun 2023 2,968,000 $2.5M 0.01% DBT
2095 CVS HEALTH CORP 5.25% 01/30/31 126650DX5 Jun 2023 2,475,000 $2.5M 0.01% DBT
2096 GILEAD SCIENCES 2.6% 10/01/40 375558BS1 Jun 2023 3,404,000 $2.5M 0.01% DBT
2097 PACIFIC GAS & EL 4.5% 12/15/41 694308GY7 Jun 2023 3,353,000 $2.5M 0.01% DBT
2098 UMBS P#MA3057 3.5% 07/01/47 31418CMF8 Jun 2023 2,663,180 $2.5M 0.01% ABS-MBS
2099 BX 2018-GW A V/R 05/15/25 12433UAA3 Jun 2023 2,485,000 $2.5M 0.01% ABS-CBDO
2100 ENERGY TRANSFER 4.5% 04/15/24 29278NAH6 Jun 2023 2,483,000 $2.5M 0.01% DBT
2101 DTAOT 2021-1A 1.16% 09/15/24 23344GAG6 Jun 2023 2,650,000 $2.5M 0.01% ABS-CBDO
2102 DUKE ENERGY CAR 3.45% 04/15/51 26442CBC7 Jun 2023 3,353,000 $2.5M 0.01% DBT
2103 UMBS P#FS0290 2% 01/01/52 3140XFKC4 Jun 2023 2,976,914 $2.5M 0.01% ABS-MBS
2104 MASS GENERAL B 3.342% 07/01/60 70213HAF5 Jun 2023 3,500,000 $2.4M 0.01% DBT
2105 CSMC 2020-NET 2.256% 08/15/25 126438AA8 Jun 2023 2,736,493 $2.4M 0.01% ABS-CBDO
2106 NAVSL 2021-FA 2.12% 05/15/29 63942GAB9 Jun 2023 3,810,000 $2.4M 0.01% ABS-CBDO
2107 ACE 2005-HE3 M3 V/R 05/25/35 004421NE9 Jun 2023 2,504,764 $2.4M 0.01% ABS-CBDO
2108 ELEVANCE HEALTH 3.65% 12/01/27 036752AB9 Jun 2023 2,580,000 $2.4M 0.01% DBT
2109 CAFL 2021-2 C 2.478% 07/15/31 21873BAJ4 Jun 2023 3,100,000 $2.4M 0.01% ABS-CBDO
2110 UMBS P#BX5097 5.5% 02/01/53 3140N9UX2 Jun 2023 2,445,632 $2.4M 0.01% ABS-MBS
2111 QATAR ENERGY 2.25% 07/12/31 M8180AAD0 Jun 2023 2,900,000 $2.4M 0.01% DBT
2112 ARIZONA PUBLIC 3.35% 05/15/50 040555DB7 Jun 2023 3,522,000 $2.4M 0.01% DBT
2113 PETROLEOS MEXIC 6.95% 01/28/60 71654QDF6 Jun 2023 3,895,000 $2.4M 0.01% DBT
2114 CAVU 2021-2A B1 V/R 10/25/34 89624UAC6 Jun 2023 2,500,000 $2.4M 0.01% ABS-CBDO
2115 T/L MILANO ACQUIS 0% 10/01/27 59909TAC8 Jun 2023 2,468,434 $2.4M 0.01% LON
2116 BOEING CO 2.95% 02/01/30 097023CN3 Jun 2023 2,790,000 $2.4M 0.01% DBT
2117 SCFET 2022-1A 3.79% 02/20/27 784033AJ1 Jun 2023 2,740,000 $2.4M 0.01% ABS-CBDO
2118 REPUBLIC OF PA 2.252% 09/29/32 698299BN3 Jun 2023 3,170,000 $2.4M 0.01% DBT
2119 UMBS P#FM5500 3% 09/01/46 3140X9DE2 Jun 2023 2,679,551 $2.4M 0.01% ABS-MBS
2120 CHS/COMMUNITY H 4.75% 02/15/31 12543DBK5 Jun 2023 3,200,000 $2.4M 0.01% DBT
2121 OCT17 2013-1A BR V/R 01/25/31 67590GBL2 Jun 2023 2,500,000 $2.4M 0.01% ABS-CBDO
2122 OMFIT 2020-1A 4.83% 10/16/23 68269LAB2 Jun 2023 2,425,000 $2.4M 0.01% ABS-CBDO
2123 REPUBLIC OF TU 6.125% 10/24/28 900123CQ1 Jun 2023 2,700,000 $2.4M 0.01% DBT
2124 UMBS P#FM9538 2% 11/01/51 3140XDS49 Jun 2023 2,915,118 $2.4M 0.01% ABS-MBS
2125 ORBIA ADVANCE 2.875% 05/11/31 68560EAB4 Jun 2023 3,025,000 $2.4M 0.01% DBT
2126 PACIFIC GAS & EL 3.4% 08/15/24 694308HK6 Jun 2023 2,476,000 $2.4M 0.01% DBT
2127 ASHTEAD CAPITAL 5.5% 08/11/32 04505AAA7 Jun 2023 2,475,000 $2.4M 0.01% DBT
2128 AOMT 2021-3 A2 V/R 06/25/25 03465EAB7 Jun 2023 2,944,292 $2.4M 0.01% ABS-CBDO
2129 EART 2021-1A D 1.08% 01/15/25 30166RAF4 Jun 2023 2,515,000 $2.4M 0.01% ABS-CBDO
2130 NAVSL 2019-FA A 2.6% 04/15/28 63935CAB7 Jun 2023 2,602,820 $2.4M 0.01% ABS-CBDO
2131 FGLMC P#G08843 4.5% 10/01/48 3128MJ5D8 Jun 2023 2,433,398 $2.4M 0.01% ABS-MBS
2132 FHLT 2005-1 M6 V/R 06/25/35 35729PJG6 Jun 2023 3,072,000 $2.4M 0.01% ABS-CBDO
2133 ENERGY TRANSFER 5.3% 04/15/47 29273RBL2 Jun 2023 2,739,000 $2.4M 0.01% DBT
2134 VERIZON COMMUNIC 4.5% 08/10/33 92343VEA8 Jun 2023 2,517,000 $2.4M 0.01% DBT
2135 UMBS P#FS0003 1.5% 12/01/36 3140XFAD3 Jun 2023 2,736,877 $2.4M 0.01% ABS-MBS
2136 NAVSL 2021-A A 0.84% 03/15/29 63942BAA2 Jun 2023 2,730,666 $2.4M 0.01% ABS-CBDO
2137 KSTRL 2018-1A 4.25% 10/15/25 49255PAA1 Jun 2023 2,759,294 $2.4M 0.01% ABS-CBDO
2138 INDX 2007-AR15 1 V/R 08/25/37 45669JAA3 Jun 2023 3,110,354 $2.4M 0.01% ABS-CBDO
2139 FGLMC P#G08715 3% 08/01/46 3128MJYM6 Jun 2023 2,626,999 $2.4M 0.01% ABS-MBS
2140 PROG 2021-SFR 2.425% 07/17/26 74333HAJ4 Jun 2023 2,730,000 $2.4M 0.01% ABS-CBDO
2141 FARMERS INS EXCH V/R 11/01/57 309601AE2 Jun 2023 3,000,000 $2.4M 0.01% DBT
2142 UNICREDIT SPA V/R 09/22/26 904678AU3 Jun 2023 2,600,000 $2.3M 0.01% DBT
2143 PUBLIC SERVICE 2.45% 01/15/30 74456QCB0 Jun 2023 2,722,000 $2.3M 0.01% DBT
2144 SITE CENTERS CO 4.25% 02/01/26 23317HAE2 Jun 2023 2,500,000 $2.3M 0.01% DBT
2145 UBS GROUP AG V/R 08/10/27 902613AH1 Jun 2023 2,725,000 $2.3M 0.01% DBT
2146 UMBS P#MA3462 3.5% 09/01/33 31418CZ49 Jun 2023 2,441,543 $2.3M 0.01% ABS-MBS
2147 HEALTHCARE RLTY 2.4% 03/15/30 42225UAL8 Jun 2023 2,955,000 $2.3M 0.01% DBT
2148 GNMA II P#MA4382 3.5% 04/20/47 36179S2P1 Jun 2023 2,496,345 $2.3M 0.01% ABS-MBS
2149 EFMT 2020-2 A1 V/R 11/25/24 31573WAA9 Jun 2023 2,626,649 $2.3M 0.01% ABS-CBDO
2150 REPUBLIC OF PO 4.875% 10/04/33 731011AV4 Jun 2023 2,380,000 $2.3M 0.01% DBT
2151 UMBS P#BM4304 3% 02/01/30 3140J8YA5 Jun 2023 2,417,461 $2.3M 0.01% ABS-MBS
2152 BANCO SANTANDE 5.179% 11/19/25 05971KAA7 Jun 2023 2,400,000 $2.3M 0.01% DBT
2153 AMERICAN HOMES 3.375% 07/15/51 02666TAD9 Jun 2023 3,567,000 $2.3M 0.01% DBT
2154 AT&T INC 4.35% 03/01/29 00206RHJ4 Jun 2023 2,424,000 $2.3M 0.01% DBT
2155 EXELON CORP 5.6% 03/15/53 30161NBL4 Jun 2023 2,311,000 $2.3M 0.01% DBT
2156 ENERGY TRANSFER 5.15% 03/15/45 29273RBF5 Jun 2023 2,700,000 $2.3M 0.01% DBT
2157 UMBS P#CA6106 4% 06/01/50 3140QDYC2 Jun 2023 2,453,900 $2.3M 0.01% ABS-MBS
2158 UMBS P#CA4885 3% 12/01/34 3140QCNB8 Jun 2023 2,484,752 $2.3M 0.01% ABS-MBS
2159 DUKE ENERGY PRO 3.45% 03/15/29 26442UAH7 Jun 2023 2,533,000 $2.3M 0.01% DBT
2160 DBALT 2005-2 1A1 V/R 04/25/35 251510DH3 Jun 2023 2,654,482 $2.3M 0.01% ABS-CBDO
2161 SOUTHWESTERN PU 3.15% 05/01/50 845743BU6 Jun 2023 3,333,000 $2.3M 0.01% DBT
2162 AH4R 2015-SFR 5.885% 04/17/25 02666AAF5 Jun 2023 2,378,000 $2.3M 0.01% ABS-CBDO
2163 UMBS P#QF6560 5.5% 01/01/53 3133BUJD0 Jun 2023 2,327,373 $2.3M 0.01% ABS-MBS
2164 UMBS P#BN4355 4% 02/01/49 3140JLZV9 Jun 2023 2,414,659 $2.3M 0.01% ABS-MBS
2165 FREEPORT-MCMOR 4.625% 08/01/30 35671DCH6 Jun 2023 2,455,000 $2.3M 0.01% DBT
2166 MARRIOTT INTERN 2.85% 04/15/31 571903BG7 Jun 2023 2,750,000 $2.3M 0.01% DBT
2167 TCO 2022-DPM A V/R 05/15/24 87666YAA5 Jun 2023 2,380,000 $2.3M 0.01% ABS-CBDO
2168 CRVNA 2021-P4 2.33% 04/10/27 14687KAF3 Jun 2023 2,720,000 $2.3M 0.01% ABS-CBDO
2169 SMB 2018-B A2A 3.6% 08/15/27 78449LAB4 Jun 2023 2,421,828 $2.3M 0.01% ABS-CBDO
2170 FGLMC P#G08726 3% 10/01/46 3128MJYY0 Jun 2023 2,564,412 $2.3M 0.01% ABS-MBS
2171 COMM 2015-DC1 AM V/R 01/10/25 12629NAH8 Jun 2023 2,495,000 $2.3M 0.01% ABS-CBDO
2172 VERIZON COMMUNI 5.05% 05/09/33 92343VGT5 Jun 2023 2,330,000 $2.3M 0.01% DBT
2173 LIFE STORAGE L 3.875% 12/15/27 53227JAA2 Jun 2023 2,475,000 $2.3M 0.01% DBT
2174 N/A N/A Jun 2023 1 $2.3M 0.01% DFE
2175 KINDER MORGAN EN 5.5% 03/01/44 494550BU9 Jun 2023 2,520,000 $2.3M 0.01% DBT
2176 FIDELITY & GUARA 5.5% 05/01/25 315786AC7 Jun 2023 2,360,000 $2.3M 0.01% DBT
2177 CELANESE US HOL 6.33% 07/15/29 15089QAN4 Jun 2023 2,310,000 $2.3M 0.01% DBT
2178 CGMS 2014-3RA A1 V/R 07/27/31 14315LAA2 Jun 2023 2,320,889 $2.3M 0.01% ABS-CBDO
2179 UMBS P#AL0160 4.5% 05/01/41 3138EGFA7 Jun 2023 2,325,563 $2.3M 0.01% ABS-MBS
2180 GOLDEN ST TOBAC 3.85% 06/01/50 38122ND82 Jun 2023 2,530,000 $2.3M 0.01% DBT
2181 CITIGROUP INC V/R 02/24/28 172967NG2 Jun 2023 2,490,000 $2.3M 0.01% DBT
2182 ANGLO AMERICAN 5.625% 04/01/30 034863AW0 Jun 2023 2,297,000 $2.3M 0.01% DBT
2183 SLMA 2008-5 A4 V/R 07/25/23 78444YAD7 Jun 2023 2,288,809 $2.3M 0.01% ABS-CBDO
2184 CWHL 2008-3R 1A1 6% 08/25/37 12545BAA0 Jun 2023 4,401,091 $2.3M 0.01% ABS-CBDO
2185 UMBS P#CB6094 6% 04/01/53 3140QRXY4 Jun 2023 2,252,548 $2.3M 0.01% ABS-MBS
2186 PILGRIM'S PRIDE 4.25% 04/15/31 72147KAJ7 Jun 2023 2,650,000 $2.3M 0.01% DBT
2187 BBCCR 2015-GTP C V/R 08/10/25 05490TAE2 Jun 2023 2,715,000 $2.3M 0.01% ABS-CBDO
2188 MUSIC 2022-1 A 5% 05/20/27 43351RAA3 Jun 2023 2,434,000 $2.3M 0.01% ABS-CBDO
2189 VERUS 2020-1 A3 V/R 01/25/60 92536PAE4 Jun 2023 2,426,312 $2.3M 0.01% ABS-CBDO
2190 T-MOBILE USA INC 2.7% 03/15/32 87264ACQ6 Jun 2023 2,720,000 $2.2M 0.01% DBT
2191 T-MOBILE USA INC 4.5% 04/15/50 87264AAZ8 Jun 2023 2,613,000 $2.2M 0.01% DBT
2192 WP CAREY INC 2.4% 02/01/31 92936UAG4 Jun 2023 2,789,000 $2.2M 0.01% DBT
2193 UMBS P#CB2633 2.5% 01/01/52 3140QM4T8 Jun 2023 2,587,738 $2.2M 0.01% ABS-MBS
2194 GT 1996-3 M1 V/R 05/15/27 N/A Jun 2023 2,403,010 $2.2M 0.01% ABS-CBDO
2195 T/L BAKELITE UK 0% 02/02/29 N/A Jun 2023 2,280,960 $2.2M 0.01% LON
2196 IMPRL 2021-NQM2 V/R 09/25/56 452761AA7 Jun 2023 2,830,759 $2.2M 0.01% ABS-CBDO
2197 BRIXMOR OPERATIN 3.9% 03/15/27 11120VAE3 Jun 2023 2,430,000 $2.2M 0.01% DBT
2198 GNMA II P#MA3172 3% 10/20/45 36179RQZ5 Jun 2023 2,444,320 $2.2M 0.01% ABS-MBS
2199 SOCIETE GENERAL 4.25% 04/14/25 83367TBJ7 Jun 2023 2,340,000 $2.2M 0.01% DBT
2200 CXHE 2005-B M2 V/R 03/25/35 152314NC0 Jun 2023 2,260,051 $2.2M 0.01% ABS-CBDO
2201 ENERGY TRANSFER 2.9% 05/15/25 29278NAP8 Jun 2023 2,346,000 $2.2M 0.01% DBT
2202 CSMC 2020-RPL5 A V/R 10/25/23 12597XAC5 Jun 2023 2,284,737 $2.2M 0.01% ABS-CBDO
2203 DPABS 2018-1A 4.328% 07/25/27 25755TAK6 Jun 2023 2,377,950 $2.2M 0.01% ABS-CBDO
2204 EART 2023-3A D 6.68% 05/15/27 301989AF6 Jun 2023 2,230,000 $2.2M 0.01% ABS-CBDO
2205 TSY INFL IX N/B 1.000% 2/15/46 912810RR1 Jun 2023 2,560,620 $2.2M 0.01% DBT
2206 PUB SVC NEW HAM 5.15% 01/15/53 744482BP4 Jun 2023 2,211,000 $2.2M 0.01% DBT
2207 ORACLE CORP 2.8% 04/01/27 68389XBU8 Jun 2023 2,410,000 $2.2M 0.01% DBT
2208 ROCKEFELLER FO 2.492% 10/01/50 77310VAA2 Jun 2023 3,400,000 $2.2M 0.01% DBT
2209 ANGLO AMERICAN 2.875% 03/17/31 034863BA7 Jun 2023 2,675,000 $2.2M 0.01% DBT
2210 NXP BV/NXP FUND 5.35% 03/01/26 62947QBB3 Jun 2023 2,223,000 $2.2M 0.01% DBT
2211 US TIPS 0.125% 07/15/31 91282CCM1 Jun 2023 2,490,092 $2.2M 0.01% DBT
2212 FFML 2006-FF16 2 V/R 12/25/36 320275AE0 Jun 2023 5,263,624 $2.2M 0.01% ABS-CBDO
2213 T/L ENVISION HEAL 0% 07/10/26 03233AAE0 Jun 2023 2,346,018 $2.2M 0.01% LON
2214 CENTERPOINT ENE 5.25% 03/01/28 15189YAG1 Jun 2023 2,206,000 $2.2M 0.01% DBT
2215 UMBS P#FM7550 3% 02/01/35 3140XBL81 Jun 2023 2,341,509 $2.2M 0.01% ABS-MBS
2216 FNMA 15YR TBA 4.5% JUL 23 01F042475 Jun 2023 2,247,000 $2.2M 0.01% ABS-MBS
2217 CSAIL 2019-C1 3.278% 09/15/29 12597BAY5 Jun 2023 2,625,000 $2.2M 0.01% ABS-CBDO
2218 NY & PRESBYTER 3.563% 08/01/36 649322AC8 Jun 2023 2,630,000 $2.2M 0.01% DBT
2219 UMBS P#FS0173 2% 01/01/52 3140XFFP1 Jun 2023 2,667,863 $2.2M 0.01% ABS-MBS
2220 NEUB 2013-14A AR V/R 01/28/30 64129JBE9 Jun 2023 2,214,462 $2.2M 0.01% ABS-CBDO
2221 GSMS 2014-GC1 4.383% 01/10/24 36252RAZ2 Jun 2023 2,355,000 $2.2M 0.01% ABS-CBDO
2222 REPUBLIC OF PA 3.875% 03/17/28 698299BF0 Jun 2023 2,308,000 $2.2M 0.01% DBT
2223 FCAT 2019-3 D 2.86% 01/16/24 33846AAG1 Jun 2023 2,235,000 $2.2M 0.01% ABS-CBDO
2224 MOTOROLA SOLUTIO 5.5% 09/01/44 620076BE8 Jun 2023 2,299,000 $2.2M 0.01% DBT
2225 EART 2022-6A C 6.32% 03/15/26 30168AAE2 Jun 2023 2,180,000 $2.2M 0.01% ABS-CBDO
2226 CAALT 2021-3A 1.63% 11/15/24 22535GAC6 Jun 2023 2,360,000 $2.2M 0.01% ABS-CBDO
2227 AOMT 2021-1 A3 V/R 02/25/25 03465CAE5 Jun 2023 2,682,688 $2.2M 0.01% ABS-CBDO
2228 MEX BONOS D 8.5% 11/18/38/MXN/ P6625CAM0 Jun 2023 38,241,200 $2.2M 0.01% DBT
2229 KAZMUNAYGAS NA 5.375% 04/24/30 Y44709AF3 Jun 2023 2,346,000 $2.2M 0.01% DBT
2230 T/L HOSTESS BRANDS 0% 06/21/30 N/A Jun 2023 2,182,274 $2.2M 0.01% LON
2231 UBS GROUP AG V/R 03/01/29/EUR/ H3698DDX9 Jun 2023 1,800,000 $2.2M 0.01% DBT
2232 CENTENE CORP 3.375% 02/15/30 15135BAV3 Jun 2023 2,527,000 $2.2M 0.01% DBT
2233 OBX 2020-EXP2 A8 V/R 05/25/60 67448VAF7 Jun 2023 2,551,604 $2.2M 0.01% ABS-CBDO
2234 KINDER MORGAN EN 4.7% 11/01/42 28370TAF6 Jun 2023 2,609,000 $2.2M 0.01% DBT
2235 FNCI TBA 15YR 1.5% JUL 23 01F012478 Jun 2023 2,509,007 $2.2M 0.01% ABS-MBS
2236 AIMCO 2020-12A A V/R 01/17/32 00140LAG9 Jun 2023 2,189,457 $2.2M 0.01% ABS-CBDO
2237 SABR 2005-HE1 M1 V/R 10/25/35 81375WGF7 Jun 2023 2,627,264 $2.2M 0.01% ABS-CBDO
2238 GNR 2018-115 DE 3.5% 08/20/48 38380XR74 Jun 2023 2,319,248 $2.2M 0.01% ABS-CBDO
2239 WMRK 2022-WMRK A V/R 11/15/27 929342AA1 Jun 2023 2,158,000 $2.2M 0.01% ABS-CBDO
2240 UMBS P#SD0786 2% 12/01/51 3132DM2T1 Jun 2023 2,615,205 $2.2M 0.01% ABS-MBS
2241 PRPM 2020-4 A1 V/R 10/25/23 69359XAA7 Jun 2023 2,179,867 $2.1M 0.01% ABS-CBDO
2242 CAALT 2023-1A 7.71% 11/16/26 224927AE3 Jun 2023 2,135,000 $2.1M 0.01% ABS-CBDO
2243 FNR 2018-55 PA 3.5% 01/25/47 3136B2TU6 Jun 2023 2,249,741 $2.1M 0.01% ABS-CBDO
2244 MCMLT 2019-GS1 A V/R 07/25/59 59981BAC8 Jun 2023 2,287,900 $2.1M 0.01% ABS-CBDO
2245 AT&T INC 3.5% 09/15/53 00206RKJ0 Jun 2023 3,020,000 $2.1M 0.01% DBT
2246 JPMORGAN CHASE & V/R 06/01/28 46647PBR6 Jun 2023 2,402,000 $2.1M 0.01% DBT
2247 AFHT 2019-FAIR B V/R 09/15/21 05223HAG7 Jun 2023 2,155,000 $2.1M 0.01% ABS-CBDO
2248 T/L CDK GLOBAL INC0% 06/08/29 N/A Jun 2023 2,139,491 $2.1M 0.01% LON
2249 UMBS P#BM5109 3% 12/01/32 3140J9VB4 Jun 2023 2,264,568 $2.1M 0.01% ABS-MBS
2250 UMBS P#SD2307 6% 02/01/53 3132DPR42 Jun 2023 2,076,058 $2.1M 0.01% ABS-MBS
2251 UMBS P#BM3745 3% 11/01/47 3140J8ET6 Jun 2023 2,373,053 $2.1M 0.01% ABS-MBS
2252 UMBS P#RA8404 5% 01/01/53 3133KQKR6 Jun 2023 2,162,114 $2.1M 0.01% ABS-MBS
2253 TARGA RESOURCES PA 4% 01/15/32 87612BBU5 Jun 2023 2,449,000 $2.1M 0.01% DBT
2254 ELEMENT FLEET MA 1.6% 04/06/24 286181AF9 Jun 2023 2,195,000 $2.1M 0.01% DBT
2255 LCDA 2022-ELL 4.145% 02/01/31 54627RAM2 Jun 2023 2,190,000 $2.1M 0.01% ABS-CBDO
2256 HUNTINGTON ING 2.043% 08/16/28 446413AZ9 Jun 2023 2,516,000 $2.1M 0.01% DBT
2257 GNMA II P#MA3597 3.5% 04/20/46 36179R7J2 Jun 2023 2,252,867 $2.1M 0.01% ABS-MBS
2258 REPUBLIC OF PER 3.55% 03/10/51 715638DT6 Jun 2023 2,819,000 $2.1M 0.01% DBT
2259 BRIXMOR OPERATI 4.05% 07/01/30 11120VAJ2 Jun 2023 2,337,000 $2.1M 0.01% DBT
2260 COMM 2012-CR3 3.416% 09/15/22 12624PAJ4 Jun 2023 2,316,673 $2.1M 0.01% ABS-CBDO
2261 MARSH & MCLENNA 5.75% 11/01/32 571748BR2 Jun 2023 2,000,000 $2.1M 0.01% DBT
2262 MFRA 2021-NQM2 A V/R 11/25/64 55283WAA9 Jun 2023 2,540,147 $2.1M 0.01% ABS-CBDO
2263 MORGAN STANLEY V/R 07/22/25 6174468J1 Jun 2023 2,177,000 $2.1M 0.01% DBT
2264 JABIL INC 3% 01/15/31 466313AK9 Jun 2023 2,470,000 $2.1M 0.01% DBT
2265 ESSENTIAL PROPE 2.95% 07/15/31 29670VAA7 Jun 2023 2,800,000 $2.1M 0.01% DBT
2266 CIFC 2015-4A A2R V/R 04/20/34 12550TBC8 Jun 2023 2,145,000 $2.1M 0.01% ABS-CBDO
2267 NEW YORK CITY NY 2.4% 11/01/32 64971XUX4 Jun 2023 2,580,000 $2.1M 0.01% DBT
2268 AOMT 2020-5 M1 V/R 09/25/24 03464WAD4 Jun 2023 2,480,000 $2.1M 0.01% ABS-CBDO
2269 GSMS 2022-SHIP A V/R 08/15/23 36269CAA1 Jun 2023 2,110,000 $2.1M 0.01% ABS-CBDO
2270 DTAOT 2021-2A D 1.5% 01/15/25 23345EAG0 Jun 2023 2,250,000 $2.1M 0.01% ABS-CBDO
2271 SIRIUSPOINT LTD 4.6% 11/01/26 82968FAA2 Jun 2023 2,520,000 $2.1M 0.01% DBT
2272 OHIO POWER COMPA 2.9% 10/01/51 677415CU3 Jun 2023 3,153,000 $2.1M 0.01% DBT
2273 NEW YORK LIFE I 3.75% 05/15/50 64952GAT5 Jun 2023 2,736,000 $2.1M 0.01% DBT
2274 GCT 2021-GCT C V/R 02/15/23 36167RAE3 Jun 2023 3,000,000 $2.1M 0.01% ABS-CBDO
2275 MSCI INC 3.25% 08/15/33 55354GAQ3 Jun 2023 2,591,000 $2.1M 0.01% DBT
2276 T/L GRAY TELEVISI 0% 12/01/28 N/A Jun 2023 2,137,450 $2.1M 0.01% LON
2277 CXHE 2005-D M5 V/R 10/25/35 152314PR5 Jun 2023 2,131,000 $2.1M 0.01% ABS-CBDO
2278 CVS HEALTH COR 5.125% 07/20/45 126650CN8 Jun 2023 2,250,000 $2.1M 0.01% DBT
2279 UMBS P#FM9925 2% 12/01/51 3140XEA38 Jun 2023 2,529,045 $2.1M 0.01% ABS-MBS
2280 AEP TEXAS INC 5.25% 05/15/52 00108WAQ3 Jun 2023 2,202,000 $2.1M 0.01% DBT
2281 CAPITAL ONE FINAN V/R 06/08/34 14040HDA0 Jun 2023 2,090,000 $2.1M 0.01% DBT
2282 NETFLIX I 3.625% 06/15/30/EUR/ U74079AR2 Jun 2023 2,000,000 $2.1M 0.01% DBT
2283 UMBS P#RA8295 5% 12/01/52 3133KQGC4 Jun 2023 2,111,090 $2.1M 0.01% ABS-MBS
2284 EMBECTA CORP 5% 02/15/30 29082KAA3 Jun 2023 2,488,000 $2.1M 0.01% DBT
2285 QUALCOMM INC 4.5% 05/20/52 747525BR3 Jun 2023 2,270,000 $2.1M 0.01% DBT
2286 CITIGROUP INC V/R 11/05/30 17308CC53 Jun 2023 2,380,000 $2.1M 0.01% DBT
2287 ELEVANCE HEALTH 4.55% 05/15/52 036752AU7 Jun 2023 2,306,000 $2.1M 0.01% DBT
2288 UMBS P#CA3514 4.5% 05/01/49 3140QA3Y4 Jun 2023 2,108,784 $2.1M 0.01% ABS-MBS
2289 COMMSCOPE INC 6% 03/01/26 20338QAD5 Jun 2023 2,205,000 $2.1M 0.01% DBT
2290 PRKCM 2022-AFC2 V/R 08/25/57 69377TAA4 Jun 2023 2,111,251 $2.1M 0.01% ABS-CBDO
2291 UMBS P#AS8305 3% 11/01/46 3138WJGP7 Jun 2023 2,290,142 $2.0M 0.01% ABS-MBS
2292 S&P GLOBAL INC 1.25% 08/15/30 78409VAS3 Jun 2023 2,597,000 $2.0M 0.01% DBT
2293 UMBS P#BT8106 3% 04/01/52 3140LXAG0 Jun 2023 2,318,144 $2.0M 0.01% ABS-MBS
2294 CROWN CASTLE INC 3.1% 11/15/29 22822VAN1 Jun 2023 2,341,000 $2.0M 0.01% DBT
2295 SLMA 2012-7 B V/R 10/25/21 78447KAD4 Jun 2023 2,220,000 $2.0M 0.01% ABS-CBDO
2296 AT&T INC 2.25% 02/01/32 00206RKH4 Jun 2023 2,559,000 $2.0M 0.01% DBT
2297 UMBS P#SD0732 2% 09/01/51 3132DMY58 Jun 2023 2,468,737 $2.0M 0.01% ABS-MBS
2298 UMBS P#SD2000 4.5% 11/01/52 3132DPGH5 Jun 2023 2,106,695 $2.0M 0.01% ABS-MBS
2299 HVMLT 2006-7 2 V/R 10/19/37 41161VAC4 Jun 2023 2,201,827 $2.0M 0.01% ABS-CBDO
2300 EXTRA SPACE STO 2.35% 03/15/32 30225VAG2 Jun 2023 2,585,000 $2.0M 0.01% DBT
2301 UMBS P#RA1202 3.5% 08/01/49 3133KGKP2 Jun 2023 2,188,947 $2.0M 0.01% ABS-MBS
2302 BERRY GLOBAL IN 1.65% 01/15/27 08576PAF8 Jun 2023 2,340,000 $2.0M 0.01% DBT
2303 UMBS P#AL6167 3.5% 01/01/44 3138ENZ93 Jun 2023 2,169,023 $2.0M 0.01% ABS-MBS
2304 NORTHROP GRUMMAN 4.7% 03/15/33 666807CH3 Jun 2023 2,054,000 $2.0M 0.01% DBT
2305 SABRA HEALTH CAR 3.2% 12/01/31 78574MAA1 Jun 2023 2,700,000 $2.0M 0.01% DBT
2306 DBUBS 2017-BRBK V/R 10/10/24 23305JAJ1 Jun 2023 2,540,000 $2.0M 0.01% ABS-CBDO
2307 HORZN 2018-1 4.458% 12/15/25 440405AE8 Jun 2023 2,333,648 $2.0M 0.01% ABS-CBDO
2308 UMBS P#FM3462 3.5% 12/01/33 3140X6Z46 Jun 2023 2,103,863 $2.0M 0.01% ABS-MBS
2309 LOCKHEED MARTIN 1.85% 06/15/30 539830BP3 Jun 2023 2,412,000 $2.0M 0.01% DBT
2310 GCAT 2022-NQM4 A V/R 08/25/26 36170HAA8 Jun 2023 2,056,393 $2.0M 0.01% ABS-CBDO
2311 UMBS P#FS0026 2.5% 11/01/51 3140XFA43 Jun 2023 2,330,916 $2.0M 0.01% ABS-MBS
2312 T/L ACUITY SPEC 0% 8/12/2024 98944EAN2 Jun 2023 2,368,555 $2.0M 0.01% LON
2313 AT&T INC 4.9% 08/15/37 00206RFW7 Jun 2023 2,132,000 $2.0M 0.01% DBT
2314 UMBS P#FM6863 2% 04/01/51 3140XATV4 Jun 2023 2,417,149 $2.0M 0.01% ABS-MBS
2315 HSBC HOLDINGS PLC V/R 06/09/28 404280DF3 Jun 2023 2,075,000 $2.0M 0.01% DBT
2316 UMBS P#BM3385 4% 06/01/45 3140J7XP5 Jun 2023 2,114,140 $2.0M 0.01% ABS-MBS
2317 ELMW1 2019-1A AR V/R 10/20/33 290015AJ5 Jun 2023 2,000,000 $2.0M 0.01% ABS-CBDO
2318 ENERGY TRANSFER 4.95% 06/15/28 29278NAF0 Jun 2023 2,049,000 $2.0M 0.01% DBT
2319 ONP 2021-PARK C V/R 03/15/23 682413AE9 Jun 2023 2,175,000 $2.0M 0.01% ABS-CBDO
2320 NEW YORK NY 2.05% 03/01/32 64966QKT6 Jun 2023 2,480,000 $2.0M 0.01% DBT
2321 AEP TEXAS INC 3.95% 06/01/28 00108WAH3 Jun 2023 2,112,000 $2.0M 0.01% DBT
2322 FNR 2012-20 ZT 3.5% 03/25/42 3136A4GN3 Jun 2023 2,159,293 $2.0M 0.01% ABS-CBDO
2323 UMBS P#MA4119 2% 09/01/50 31418DSH6 Jun 2023 2,405,435 $2.0M 0.01% ABS-MBS
2324 ENTERGY LOUISIAN 4.2% 09/01/48 29364WBB3 Jun 2023 2,366,000 $2.0M 0.01% DBT
2325 MHC 2021-MHC2 E V/R 05/15/38 55293AAN7 Jun 2023 2,050,000 $2.0M 0.01% ABS-CBDO
2326 INGIM 2013-2A A1 V/R 04/25/31 92916WAA7 Jun 2023 2,000,000 $2.0M 0.01% ABS-CBDO
2327 CASL 2017-A A1 V/R 11/25/29 194204AA1 Jun 2023 1,976,644 $2.0M 0.01% ABS-CBDO
2328 UMBS P#QE5364 3% 07/01/52 3133BE5Z2 Jun 2023 2,237,060 $2.0M 0.01% ABS-MBS
2329 PRPM 2021-2 A1 V/R 03/25/24 69359UAA3 Jun 2023 2,088,765 $2.0M 0.01% ABS-CBDO
2330 VICI PROPERTIES 4.5% 01/15/28 92564RAK1 Jun 2023 2,144,000 $2.0M 0.01% DBT
2331 GSM 2020-IA A1 V/R 04/15/33 402563AA8 Jun 2023 2,000,000 $2.0M 0.01% ABS-CBDO
2332 VENTR 2017-29A A V/R 09/07/30 92331EAF3 Jun 2023 1,994,841 $2.0M 0.01% ABS-CBDO
2333 REPUBLIC OF ZCP 10/18/23/ARS/ N/A Jun 2023 461,390,000 $2.0M 0.01% STIV
2334 PG&E WILDFIRE 4.674% 12/01/51 693342AE7 Jun 2023 2,100,000 $2.0M 0.01% DBT
2335 DUKE ENERGY CARO 3.7% 12/01/47 26442CAT1 Jun 2023 2,500,000 $2.0M 0.01% DBT
2336 SFAST 2023-1A 5.97% 10/20/27 78398AAG8 Jun 2023 1,965,000 $2.0M 0.01% ABS-CBDO
2337 HOF 2022-1 A1 V/R 07/25/67 43789KAA0 Jun 2023 2,030,020 $2.0M 0.01% ABS-CBDO
2338 EART 2023-1A D 6.69% 01/15/27 30168BAF7 Jun 2023 1,960,000 $2.0M 0.01% ABS-CBDO
2339 MFT 2021-3A C 1.81% 10/15/25 57108QAC7 Jun 2023 2,145,000 $2.0M 0.01% ABS-CBDO
2340 PSTAT 2021-4A A2 V/R 10/15/29 69702HAC2 Jun 2023 2,000,000 $2.0M 0.01% ABS-CBDO
2341 FIRSTENERGY TRA 4.35% 01/15/25 33767BAB5 Jun 2023 2,000,000 $2.0M 0.01% DBT
2342 LOWE'S COS INC 2.8% 09/15/41 548661EE3 Jun 2023 2,756,000 $1.9M 0.01% DBT
2343 AMER AIRLINE 1 4.375% 06/15/24 02376GAA4 Jun 2023 2,016,900 $1.9M 0.01% DBT
2344 GNMA II P#MA6531 3% 03/20/50 36179VHG8 Jun 2023 2,210,010 $1.9M 0.01% ABS-MBS
2345 UMBS P#BX6108 5.5% 01/01/53 3140NAYE7 Jun 2023 1,952,703 $1.9M 0.01% ABS-MBS
2346 UMBS P#SD2760 6% 04/01/53 3132DQB54 Jun 2023 1,924,534 $1.9M 0.01% ABS-MBS
2347 CITM 2007-1 1M1 V/R 02/25/23 12559QAF9 Jun 2023 2,000,000 $1.9M 0.01% ABS-CBDO
2348 FRONTIER COMMUNICA 5% 05/01/28 35906ABF4 Jun 2023 2,250,000 $1.9M 0.01% DBT
2349 NEW JERSEY ST 1.863% 01/01/31 646140DU4 Jun 2023 2,370,000 $1.9M 0.01% DBT
2350 ROYAL CARIBBEAN 5.5% 04/01/28 780153BG6 Jun 2023 2,075,000 $1.9M 0.01% DBT
2351 JERSEY CENTRAL P 4.3% 01/15/26 476556DC6 Jun 2023 2,000,000 $1.9M 0.01% DBT
2352 UMBS P#FM2318 3.5% 09/01/49 3140X5SG9 Jun 2023 2,094,670 $1.9M 0.01% ABS-MBS
2353 BSABS 2007-HE2 2 V/R 02/25/37 07389YAC5 Jun 2023 1,956,419 $1.9M 0.01% ABS-CBDO
2354 BARC 2022-NQM1 A V/R 07/25/52 06744DAA7 Jun 2023 2,021,374 $1.9M 0.01% ABS-CBDO
2355 BRITISH AIR 19- 3.35% 06/15/29 11043XAB9 Jun 2023 2,213,368 $1.9M 0.01% DBT
2356 GNMA II P#MA4961 3% 01/20/48 36179TQN8 Jun 2023 2,131,696 $1.9M 0.01% ABS-MBS
2357 WESTERN MIDSTREA 5.5% 02/01/50 958667AA5 Jun 2023 2,350,000 $1.9M 0.01% DBT
2358 NAVSL 2020-HA 1.31% 11/15/27 63935BAA1 Jun 2023 2,128,670 $1.9M 0.01% ABS-CBDO
2359 TOWN 2022-STAY A V/R 08/15/24 46117NAA0 Jun 2023 1,920,000 $1.9M 0.01% ABS-CBDO
2360 JPMCC 2022-CGSS V/R 12/15/23 466304AA0 Jun 2023 1,922,000 $1.9M 0.01% ABS-CBDO
2361 NORFOLK SOUTHER 4.05% 08/15/52 655844BV9 Jun 2023 2,331,000 $1.9M 0.01% DBT
2362 CLAST 2018-1 4.125% 06/15/25 14856CAA7 Jun 2023 2,122,752 $1.9M 0.01% ABS-CBDO
2363 CSC HOLDINGS LLC 5.5% 04/15/27 126307AQ0 Jun 2023 2,300,000 $1.9M 0.01% DBT
2364 PFIZER INVESTMEN 5.3% 05/19/53 716973AG7 Jun 2023 1,840,000 $1.9M 0.01% DBT
2365 UMBS P#QD5613 2% 02/01/52 3133B3GW1 Jun 2023 2,323,672 $1.9M 0.01% ABS-MBS
2366 CAALT 2020-2A 2.73% 01/15/24 22535MAE9 Jun 2023 1,935,000 $1.9M 0.01% ABS-CBDO
2367 VERUS 2021-1 A3 V/R 01/25/66 92537QAF8 Jun 2023 2,279,367 $1.9M 0.01% ABS-CBDO
2368 REPUBLIC OF TUR 5.75% 05/11/47 900123CM0 Jun 2023 2,800,000 $1.9M 0.01% DBT
2369 HSLT 2018-1 A V/R 12/25/29 41755JAA7 Jun 2023 1,952,115 $1.9M 0.01% ABS-CBDO
2370 UNITED MEXICAN 4.75% 04/27/32 91087BAK6 Jun 2023 2,000,000 $1.9M 0.01% DBT
2371 FGLMC P#G08710 3% 06/01/46 3128MJYG9 Jun 2023 2,122,325 $1.9M 0.01% ABS-MBS
2372 GNMA II P#MA4453 4.5% 05/20/47 36179S5N3 Jun 2023 1,936,115 $1.9M 0.01% ABS-MBS
2373 DNKN 2017-1A A 4.03% 11/20/27 233046AF8 Jun 2023 2,080,710 $1.9M 0.01% ABS-CBDO
2374 VERUS 2021-R2 A3 V/R 02/25/64 92538DAD1 Jun 2023 2,215,462 $1.9M 0.01% ABS-CBDO
2375 RALI 2006-QS9 1A3 6% 07/25/36 75115CAC1 Jun 2023 2,492,883 $1.9M 0.01% ABS-CBDO
2376 FERTITTA ENTERT 6.75% 01/15/30 31556TAC3 Jun 2023 2,228,000 $1.9M 0.01% DBT
2377 MSBAM 2014-C1 4.255% 02/15/24 61763KBC7 Jun 2023 1,940,000 $1.9M 0.01% ABS-CBDO
2378 ITC HOLDINGS CO 3.25% 06/30/26 465685AK1 Jun 2023 2,000,000 $1.9M 0.01% DBT
2379 COMM 2015-CR2 3.696% 07/10/25 12593JBF2 Jun 2023 1,990,000 $1.9M 0.01% ABS-CBDO
2380 BAUSCH HEALTH 4.875% 06/01/28 071734AN7 Jun 2023 3,165,000 $1.9M 0.01% DBT
2381 UMBS P#FM6177 3.5% 07/01/34 3140X92K0 Jun 2023 1,965,145 $1.9M 0.01% ABS-MBS
2382 UMBS P#SD0617 3.5% 11/01/50 3132DMVJ1 Jun 2023 2,041,559 $1.9M 0.01% ABS-MBS
2383 MET TRANSPRTN 5.175% 11/15/49 59261AG76 Jun 2023 2,065,000 $1.9M 0.01% DBT
2384 FGLMC P#G08750 3% 03/01/47 3128MJZQ6 Jun 2023 2,096,707 $1.9M 0.01% ABS-MBS
2385 SLMA 2014-1 A3 V/R 03/25/23 78448EAC9 Jun 2023 1,958,710 $1.9M 0.01% ABS-CBDO
2386 N/A N/A Jun 2023 1 $1.9M 0.01% DCR
2387 CVS PASS-THROU 5.773% 01/10/33 U15149AC8 Jun 2023 1,948,444 $1.9M 0.01% DBT
2388 UMBS P#MA4624 3% 06/01/52 31418ED64 Jun 2023 2,127,328 $1.9M 0.01% ABS-MBS
2389 FNR 2019-79 FA V/R 01/25/50 3136B72K6 Jun 2023 1,932,035 $1.9M 0.01% ABS-CBDO
2390 PROG 2021-SFR 2.209% 07/17/26 74333FAE9 Jun 2023 2,185,000 $1.9M 0.01% ABS-CBDO
2391 UMBS P#FM5708 4.5% 05/01/47 3140X9KW4 Jun 2023 1,888,855 $1.9M 0.01% ABS-MBS
2392 CSMC 2022-NWPT A V/R 09/09/24 12663MAA2 Jun 2023 1,867,000 $1.9M 0.01% ABS-CBDO
2393 PACIFIC GAS & EL 3.3% 03/15/27 694308HS9 Jun 2023 2,052,000 $1.9M 0.01% DBT
2394 REPUBLICA ORIENT 5.1% 06/18/50 760942BA9 Jun 2023 1,868,000 $1.9M 0.01% DBT
2395 ONCOR ELECTRIC D 3.1% 09/15/49 68233JBR4 Jun 2023 2,631,000 $1.9M 0.01% DBT
2396 UMBS P#BX7774 5.5% 03/01/53 3140NCT82 Jun 2023 1,864,701 $1.9M 0.01% ABS-MBS
2397 TUNES 2022-1A A 6.5% 01/20/28 20633KAA6 Jun 2023 1,884,000 $1.9M 0.01% ABS-CBDO
2398 UMBS P#BW6250 3% 07/01/52 3140MX5L4 Jun 2023 2,105,249 $1.9M 0.01% ABS-MBS
2399 BOEING CO 5.15% 05/01/30 097023CY9 Jun 2023 1,870,000 $1.9M 0.01% DBT
2400 FHR 4879 BC 3% 04/15/49 3137FLUD4 Jun 2023 2,088,255 $1.9M 0.01% ABS-CBDO
2401 GSMS 2013-G1 B V/R 04/10/23 36197QAG4 Jun 2023 1,998,058 $1.8M 0.01% ABS-CBDO
2402 BJETS 2021-1A 2.162% 04/15/27 12327BAA4 Jun 2023 2,015,224 $1.8M 0.01% ABS-CBDO
2403 UMBS P#CB3105 2% 03/01/52 3140QNNX6 Jun 2023 2,244,667 $1.8M 0.01% ABS-MBS
2404 UMBS P#SD8039 4% 01/01/50 3132DV4Y8 Jun 2023 1,943,822 $1.8M 0.01% ABS-MBS
2405 OCCIDENTAL PETRO 8.5% 07/15/27 674599DZ5 Jun 2023 1,705,000 $1.8M 0.01% DBT
2406 HEALTHCARE RLTY 3.5% 08/01/26 42225UAD6 Jun 2023 2,000,000 $1.8M 0.01% DBT
2407 BRIXMOR OPERAT 4.125% 06/15/26 11120VAC7 Jun 2023 1,967,000 $1.8M 0.01% DBT
2408 NXP BV/NXP FDG/N 3.4% 05/01/30 62954HAY4 Jun 2023 2,076,000 $1.8M 0.01% DBT
2409 HSBC HOLDINGS PLC V/R 08/18/31 404280CK3 Jun 2023 2,300,000 $1.8M 0.01% DBT
2410 REPUBLIC OF S 8% 01/31/30/ZAR/ S69124VP7 Jun 2023 39,108,000 $1.8M 0.01% DBT
2411 N/A N/A Jun 2023 1 $1.8M 0.01% DFE
2412 UMBS P#SD2081 5% 12/01/52 3132DPJ25 Jun 2023 1,868,307 $1.8M 0.01% ABS-MBS
2413 UMBS P#BV8117 3% 04/01/52 3140MNAT3 Jun 2023 2,078,529 $1.8M 0.01% ABS-MBS
2414 COMMONWEALTH E 3.125% 03/15/51 202795JT8 Jun 2023 2,610,000 $1.8M 0.01% DBT
2415 AES CORP/THE 3.95% 07/15/30 00130HCC7 Jun 2023 2,040,000 $1.8M 0.01% DBT
2416 PETROLEOS MEXI 6.875% 08/04/26 71654QCB6 Jun 2023 1,957,000 $1.8M 0.01% DBT
2417 BX 2021-LBA AJV V/R 02/15/23 05609BCD9 Jun 2023 1,885,000 $1.8M 0.01% ABS-CBDO
2418 UMBS P#BW4143 3% 07/01/52 3140MVS90 Jun 2023 2,074,149 $1.8M 0.01% ABS-MBS
2419 WESTF 2021-A 3.104% 05/15/29 97064GAA1 Jun 2023 2,298,814 $1.8M 0.01% ABS-CBDO
2420 PROG 2019-SFR 3.136% 10/17/24 74331AAG7 Jun 2023 1,915,000 $1.8M 0.01% ABS-CBDO
2421 UMBS P#CA1711 4.5% 05/01/48 3140Q83V5 Jun 2023 1,860,574 $1.8M 0.01% ABS-MBS
2422 UMBS P#AS8496 3.5% 01/01/47 3138WJNN4 Jun 2023 1,959,248 $1.8M 0.01% ABS-MBS
2423 PECO ENERGY CO 2.85% 09/15/51 693304BC0 Jun 2023 2,757,000 $1.8M 0.01% DBT
2424 IHEARTMEDIA INC - CLASS A 45174J509 Jun 2023 498,998 $1.8M 0.01% EC
2425 COMM 2016-787 3.545% 02/10/26 12635WAA5 Jun 2023 2,000,000 $1.8M 0.01% ABS-CBDO
2426 WESTLAKE 1.625% 07/17/29/EUR/ 960413AV4 Jun 2023 2,025,000 $1.8M 0.01% DBT
2427 BMARK 2018-B1 AM V/R 12/15/27 08162PAZ4 Jun 2023 2,050,000 $1.8M 0.01% ABS-CBDO
2428 REVVITY INC 2.25% 09/15/31 714046AN9 Jun 2023 2,250,000 $1.8M 0.01% DBT
2429 AASET 2022-1A A 6% 05/16/29 00255EAA9 Jun 2023 1,868,684 $1.8M 0.01% ABS-CBDO
2430 SITE CENTERS C 3.625% 02/01/25 23317HAD4 Jun 2023 1,914,000 $1.8M 0.01% DBT
2431 PENSKE TRUCK LEA 5.7% 02/01/28 709599BS2 Jun 2023 1,825,000 $1.8M 0.01% DBT
2432 CAVU 2019-1A A2 V/R 07/20/32 89624CAC6 Jun 2023 1,820,000 $1.8M 0.01% ABS-CBDO
2433 UMBS P#MA3243 3.5% 01/01/38 31418CS96 Jun 2023 1,902,012 $1.8M 0.01% ABS-MBS
2434 UMBS P#MA2835 4% 12/01/46 31418CEH3 Jun 2023 1,882,475 $1.8M 0.01% ABS-MBS
2435 ROLLS-ROYC 5.75% 10/15/27/GBP/ G76311AN2 Jun 2023 1,525,000 $1.8M 0.01% DBT
2436 HCA INC 5.25% 04/15/25 404119BQ1 Jun 2023 1,814,000 $1.8M 0.01% DBT
2437 TEXTRON INC 2.45% 03/15/31 883203CC3 Jun 2023 2,171,000 $1.8M 0.01% DBT
2438 UMBS P#SB0464 2.5% 01/01/36 3132CWQR8 Jun 2023 1,955,435 $1.8M 0.01% ABS-MBS
2439 TPMT 2018-5 M1 V/R 07/25/58 89176VAC6 Jun 2023 2,250,000 $1.8M 0.01% ABS-CBDO
2440 CARMX 2021-3 D 1.5% 07/15/25 14317DAG5 Jun 2023 2,010,000 $1.8M 0.01% ABS-CBDO
2441 UMBS P#CA5368 4% 03/01/50 3140QC6E1 Jun 2023 1,884,259 $1.8M 0.01% ABS-MBS
2442 GNMA II P#MA4586 3.5% 07/20/47 36179TCX1 Jun 2023 1,904,478 $1.8M 0.01% ABS-MBS
2443 JPMORGAN CHASE & V/R 11/19/31 46647PBU9 Jun 2023 2,252,000 $1.8M 0.01% DBT
2444 RAYTHEON TECH 3.125% 07/01/50 75513EAC5 Jun 2023 2,460,000 $1.8M 0.01% DBT
2445 T/L ASURION LLC 0% 11/03/24 04649VAW0 Jun 2023 1,782,748 $1.8M 0.01% LON
2446 UMBS P#MA4586 2% 04/01/42 31418ECY4 Jun 2023 2,096,189 $1.8M 0.01% ABS-MBS
2447 BAMLL 2018-DSNY V/R 09/15/20 054967AJ3 Jun 2023 1,800,000 $1.8M 0.01% ABS-CBDO
2448 GFMT 2019-H1 A3 V/R 11/25/23 36418XAC1 Jun 2023 1,834,871 $1.8M 0.01% ABS-CBDO
2449 RAYTHEON TECH C 2.25% 07/01/30 75513EAD3 Jun 2023 2,106,000 $1.8M 0.01% DBT
2450 UMBS P#FM2574 2.5% 02/01/35 3140X52G7 Jun 2023 1,913,655 $1.8M 0.01% ABS-MBS
2451 FHS 389 C45 3% 10/15/52 31325YRZ3 Jun 2023 10,864,701 $1.8M 0.01% ABS-CBDO
2452 JPMCC 2016-JP 3.055% 07/15/26 46590MAV2 Jun 2023 1,993,000 $1.8M 0.01% ABS-CBDO
2453 REPUBLICA ORIE 4.375% 10/27/27 760942BB7 Jun 2023 1,783,000 $1.8M 0.01% DBT
2454 PFP 2022-9 A V/R 08/19/35 69291QAA3 Jun 2023 1,770,000 $1.8M 0.01% ABS-CBDO
2455 HCCLT 2019-1 A V/R 09/25/46 41753CAA4 Jun 2023 1,819,709 $1.8M 0.01% ABS-CBDO
2456 NEW YORK CITY N 3.95% 08/01/32 64971XGH5 Jun 2023 1,900,000 $1.8M 0.01% DBT
2457 UMBS P#FS3325 2% 04/01/37 3140XJVT7 Jun 2023 1,988,490 $1.8M 0.01% ABS-MBS
2458 FGLMC P#Q45094 3% 12/01/46 3132WJUU3 Jun 2023 1,962,846 $1.8M 0.01% ABS-MBS
2459 UMBS P#SD7541 2% 05/01/51 3132DVLW3 Jun 2023 2,128,700 $1.8M 0.01% ABS-MBS
2460 GNMA II P#MA4196 3.5% 01/20/47 36179SUV7 Jun 2023 1,874,156 $1.8M 0.01% ABS-MBS
2461 METAL 2017-1 4.581% 10/15/24 59111RAA0 Jun 2023 2,931,731 $1.8M 0.01% ABS-CBDO
2462 GENERAL MOTORS 5.85% 04/06/30 37045XEG7 Jun 2023 1,770,000 $1.8M 0.01% DBT
2463 RCMT 2023-FL11 A V/R 04/25/25 75575RAA5 Jun 2023 1,760,000 $1.8M 0.01% ABS-CBDO
2464 UMBS P#AZ7353 3.5% 11/01/45 3140E0E35 Jun 2023 1,884,265 $1.8M 0.01% ABS-MBS
2465 UMBS P#CA6314 3% 07/01/50 3140QEAQ5 Jun 2023 1,975,277 $1.8M 0.01% ABS-MBS
2466 OMFIT 2018-2A 3.57% 06/14/24 68269CAA4 Jun 2023 1,778,627 $1.8M 0.01% ABS-CBDO
2467 CDW LLC/CDW FIN 4.25% 04/01/28 12513GBD0 Jun 2023 1,910,000 $1.8M 0.01% DBT
2468 CRELT 2006-1A C V/R 01/20/37 140560AD5 Jun 2023 1,904,115 $1.7M 0.01% ABS-CBDO
2469 T/L AMSURG LLC 0.0% 04/28/28 N/A Jun 2023 3,284,065 $1.7M 0.01% LON
2470 UMBS P#BN8997 2% 03/01/51 3140JR7K1 Jun 2023 2,121,417 $1.7M 0.01% ABS-MBS
2471 STACR 2018-DNA3 V/R 09/25/48 35563WAQ7 Jun 2023 1,752,439 $1.7M 0.01% ABS-CBDO
2472 NEW YORK CITY NY 2.8% 02/01/26 64971WA75 Jun 2023 1,850,000 $1.7M 0.01% DBT
2473 CARMX 2020-4 D 1.75% 10/15/24 14316HAG7 Jun 2023 1,875,000 $1.7M 0.01% ABS-CBDO
2474 GNMA II P#MA3939 4.5% 09/20/46 36179SLU9 Jun 2023 1,795,169 $1.7M 0.01% ABS-MBS
2475 BALTIMORE GAS & 4.55% 06/01/52 059165EP1 Jun 2023 1,960,000 $1.7M 0.01% DBT
2476 GSMS 2022-ECI A V/R 08/15/24 36265XAA9 Jun 2023 1,740,000 $1.7M 0.01% ABS-CBDO
2477 OBX 2021-NQM3 A2 V/R 07/25/61 67114JAB6 Jun 2023 2,331,093 $1.7M 0.01% ABS-CBDO
2478 JPMBB 2015-C3 3.821% 07/15/25 46644UBA5 Jun 2023 1,841,000 $1.7M 0.01% ABS-CBDO
2479 DUKE ENERGY FLOR 3.8% 07/15/28 26444HAE1 Jun 2023 1,822,000 $1.7M 0.01% DBT
2480 FIRSTENERGY CORP 3.4% 03/01/50 337932AM9 Jun 2023 2,515,000 $1.7M 0.01% DBT
2481 WFRBS 2014-C2 4.378% 05/15/24 92890FAY2 Jun 2023 2,365,000 $1.7M 0.01% ABS-CBDO
2482 FGLMC P#G08711 3.5% 06/01/46 3128MJYH7 Jun 2023 1,860,855 $1.7M 0.01% ABS-MBS
2483 UMBS P#FS0646 2% 02/01/52 3140XFWG2 Jun 2023 2,101,213 $1.7M 0.01% ABS-MBS
2484 ACREC 2023-FL2 A V/R 02/19/38 00501BAA7 Jun 2023 1,740,000 $1.7M 0.01% ABS-CBDO
2485 NORTHWESTERN MU 3.45% 03/30/51 668138AE0 Jun 2023 2,420,000 $1.7M 0.01% DBT
2486 TITULOS DE 7.5% 08/26/26/COP/ P3107FAR6 Jun 2023 7,676,000,000 $1.7M 0.01% DBT
2487 CCO HLDGS LLC/C 4.25% 01/15/34 1248EPCP6 Jun 2023 2,285,000 $1.7M 0.01% DBT
2488 BARCLAYS PLC V/R 05/07/26 06738EBL8 Jun 2023 1,840,000 $1.7M 0.01% DBT
2489 WAMU 2005-AR13 A V/R 10/25/45 92922F4M7 Jun 2023 1,830,738 $1.7M 0.01% ABS-CBDO
2490 CGMS 2021-1A A1 V/R 04/15/34 14316MAA9 Jun 2023 1,750,000 $1.7M 0.01% ABS-CBDO
2491 CHARTER COMM OPT 3.9% 06/01/52 161175CA0 Jun 2023 2,625,000 $1.7M 0.01% DBT
2492 REPUBLIC OF PE 4.125% 08/25/27 715638BU5 Jun 2023 1,766,000 $1.7M 0.01% DBT
2493 CRVNA 2021-N3 1.02% 06/12/28 14687GAD7 Jun 2023 1,816,213 $1.7M 0.01% ABS-CBDO
2494 TEXTRON INC 3.9% 09/17/29 883203CA7 Jun 2023 1,871,000 $1.7M 0.01% DBT
2495 CELANESE US HO 6.379% 07/15/32 15089QAP9 Jun 2023 1,700,000 $1.7M 0.01% DBT
2496 HPEFS 2021-1A 1.03% 03/20/24 40440YAF6 Jun 2023 1,775,000 $1.7M 0.01% ABS-CBDO
2497 UMBS P#BR7802 2% 04/01/51 3140L6U44 Jun 2023 2,075,717 $1.7M 0.01% ABS-MBS
2498 REPUBLIC OF PAN 3.16% 01/23/30 698299BK9 Jun 2023 1,954,000 $1.7M 0.01% DBT
2499 FKH 2021-SFR2 2.358% 09/17/26 33767TAL4 Jun 2023 2,000,000 $1.7M 0.01% ABS-CBDO
2500 HAROT 2020-3 A 0.37% 11/20/23 43813KAC6 Jun 2023 1,731,234 $1.7M 0.01% ABS-CBDO
2501 HCA INC 7.69% 06/15/25 197677AG2 Jun 2023 1,654,000 $1.7M 0.01% DBT
2502 T/L DEERFIELD DA 0% 4/9/2027 24440EAB3 Jun 2023 1,753,441 $1.7M 0.01% LON
2503 CITY OF BUEN V/R 02/22/28/ARS/ P4R148CY6 Jun 2023 401,380,000 $1.7M 0.01% DBT
2504 UMBS P#SD0785 2% 12/01/51 3132DM2S3 Jun 2023 2,061,012 $1.7M 0.01% ABS-MBS
2505 SOFI 2018-C BF 4.13% 06/25/27 78490DAC8 Jun 2023 1,875,000 $1.7M 0.01% ABS-CBDO
2506 CSC HOLDINGS L 4.125% 12/01/30 126307BB2 Jun 2023 2,415,000 $1.7M 0.01% DBT
2507 UMBS P#BM3673 3.5% 12/01/47 3140J8CK7 Jun 2023 1,824,142 $1.7M 0.01% ABS-MBS
2508 MORGAN STANLEY V/R 01/23/30 6174468G7 Jun 2023 1,771,000 $1.7M 0.01% DBT
2509 CNF 2000-4 A6 V/R 05/01/32 20846QDV7 Jun 2023 8,504,715 $1.7M 0.01% ABS-CBDO
2510 APID 2016-24A A1 V/R 10/20/30 03759CAS9 Jun 2023 1,700,000 $1.7M 0.01% ABS-CBDO
2511 ACAR 2022-4 C 7.86% 08/13/25 02529XAC9 Jun 2023 1,650,000 $1.7M 0.01% ABS-CBDO
2512 CITIGROUP INC V/R 04/08/26 172967MQ1 Jun 2023 1,756,000 $1.7M 0.01% DBT
2513 OBX 2020-EXP3 1A V/R 01/25/60 67448WAQ1 Jun 2023 1,965,013 $1.7M 0.01% ABS-CBDO
2514 HEALTHPEAK OP 2.875% 01/15/31 42250PAB9 Jun 2023 1,980,000 $1.7M 0.01% DBT
2515 RAYTHEON TECH 5.375% 02/27/53 75513ECS8 Jun 2023 1,606,000 $1.7M 0.01% DBT
2516 UMBS P#CA6738 3% 08/01/50 3140QEPY2 Jun 2023 1,882,780 $1.7M 0.01% ABS-MBS
2517 AMER AIRLINE 16 3.75% 10/15/25 023771S41 Jun 2023 1,821,742 $1.7M 0.01% DBT
2518 NXP BV/NXP FDG/N 4.4% 06/01/27 62954HBE7 Jun 2023 1,715,000 $1.7M 0.01% DBT
2519 UNITI GROUP/CSL 10.5% 02/15/28 91327TAA9 Jun 2023 1,671,000 $1.7M 0.01% DBT
2520 PETROLEOS MEXIC 5.95% 01/28/31 71654QDE9 Jun 2023 2,268,000 $1.7M 0.01% DBT
2521 US TIPS 0.125% 01/15/31 91282CBF7 Jun 2023 1,864,576 $1.7M 0.01% DBT
2522 CREDIT AGRICOL 4.375% 03/17/25 225313AF2 Jun 2023 1,717,000 $1.7M 0.01% DBT
2523 RUSSIAN FEDERA 5.875% 09/16/43 X74359AC8 Jun 2023 2,600,000 $1.7M 0.01% DBT
2524 UMBS P#RA8560 6% 02/01/53 3133KQQM1 Jun 2023 1,634,312 $1.6M 0.01% ABS-MBS
2525 JERSEY CENTRAL 2.75% 03/01/32 476556DD4 Jun 2023 2,000,000 $1.6M 0.01% DBT
2526 UMBS P#FM7973 4% 05/01/50 3140XB2F6 Jun 2023 1,732,679 $1.6M 0.01% ABS-MBS
2527 GNMA II P#MA4126 3% 12/20/46 36179SSP3 Jun 2023 1,812,642 $1.6M 0.01% ABS-MBS
2528 IMM 2004-7 2A V/R 11/25/34 45254NKJ5 Jun 2023 1,707,395 $1.6M 0.01% ABS-CBDO
2529 GENERAL MOTORS F 3.1% 01/12/32 37045XDS2 Jun 2023 2,030,000 $1.6M 0.01% DBT
2530 F/C EURO-BOBL FUTURE SEP23 OEU3 XEUR Jun 2023 13 $1.6M 0.01% DIR
2531 BBSG 2016-MRP 3.275% 06/05/26 055287AA4 Jun 2023 2,045,000 $1.6M 0.01% ABS-CBDO
2532 UMBS P#SD1882 5% 11/01/52 3132DPCT3 Jun 2023 1,673,080 $1.6M 0.01% ABS-MBS
2533 OCCIDENTAL PET 7.875% 09/15/31 674599DE2 Jun 2023 1,470,000 $1.6M 0.01% DBT
2534 UNICREDIT SPA V/R 06/30/35 904678AS8 Jun 2023 1,930,000 $1.6M 0.01% DBT
2535 NORTHROP GRUMMA 4.03% 10/15/47 666807BP6 Jun 2023 1,906,000 $1.6M 0.01% DBT
2536 UROPA 2007- V/R 10/10/40 /EUR/ G92958AA8 Jun 2023 1,576,671 $1.6M 0.01% ABS-CBDO
2537 GNR 2018-124 NW 3.5% 09/20/48 38380Y2X2 Jun 2023 1,744,030 $1.6M 0.01% ABS-CBDO
2538 UMBS P#BM5468 3% 02/01/43 3140JACE6 Jun 2023 1,808,841 $1.6M 0.01% ABS-MBS
2539 LLOYDS BANKING GR V/R 07/09/25 53944YAL7 Jun 2023 1,675,000 $1.6M 0.01% DBT
2540 GCAT 2019-RPL1 A V/R 10/25/68 36167CAA4 Jun 2023 1,748,048 $1.6M 0.01% ABS-CBDO
2541 NASDAQ INC 6.1% 06/28/63 63111XAL5 Jun 2023 1,595,000 $1.6M 0.01% DBT
2542 SOUTHWESTERN EN 4.75% 02/01/32 845467AT6 Jun 2023 1,850,000 $1.6M 0.01% DBT
2543 TPMF 2018-A V/R 02/20/45 /GBP/ G89618AA3 Jun 2023 1,280,980 $1.6M 0.01% ABS-CBDO
2544 BPR 2021-NRD D V/R 12/15/23 05592CAL0 Jun 2023 1,770,000 $1.6M 0.01% ABS-CBDO
2545 DRMT 2021-2 A2 V/R 04/25/66 24381WAB4 Jun 2023 1,933,466 $1.6M 0.01% ABS-CBDO
2546 UMBS P#RC1819 2% 02/01/36 3133L8AU9 Jun 2023 1,822,591 $1.6M 0.01% ABS-MBS
2547 DNKN 2019-1A 4.352% 05/20/29 233046AL5 Jun 2023 1,780,625 $1.6M 0.01% ABS-CBDO
2548 FHLT 2005-2 M3 V/R 06/25/35 35729PLN8 Jun 2023 1,675,165 $1.6M 0.01% ABS-CBDO
2549 GNMA II P#MA5398 4% 08/20/48 36179T7K5 Jun 2023 1,692,867 $1.6M 0.01% ABS-MBS
2550 FFML 2005-FF12 M V/R 11/25/36 32027NXX4 Jun 2023 1,703,974 $1.6M 0.01% ABS-CBDO
2551 ALTRIA GROUP INC 3.4% 02/04/41 02209SBM4 Jun 2023 2,320,000 $1.6M 0.01% DBT
2552 FMC CORP 3.45% 10/01/29 302491AU9 Jun 2023 1,850,000 $1.6M 0.01% DBT
2553 FHLT 2003-1 M1 V/R 02/25/33 35729PAS9 Jun 2023 1,610,202 $1.6M 0.01% ABS-CBDO
2554 AEP TEXAS INC 3.45% 01/15/50 00108WAK6 Jun 2023 2,254,000 $1.6M 0.01% DBT
2555 UMBS P#BH9212 3.5% 01/01/48 3140GYGW3 Jun 2023 1,744,297 $1.6M 0.01% ABS-MBS
2556 REPUBLIC OF GUAT 3.7% 10/07/33 P5015VAM8 Jun 2023 2,000,000 $1.6M 0.01% DBT
2557 SOUTHERN GAS C 6.875% 03/24/26 Y8T6JPAA4 Jun 2023 1,584,000 $1.6M 0.01% DBT
2558 MSAIC 2023-1A 5.32% 05/20/35 61945VAA9 Jun 2023 1,671,164 $1.6M 0.01% ABS-CBDO
2559 EMBRAER NETHERL 5.05% 06/15/25 29082HAA0 Jun 2023 1,630,000 $1.6M 0.01% DBT
2560 UMBS P#BA7196 4% 12/01/45 3140EB7J4 Jun 2023 1,679,503 $1.6M 0.01% ABS-MBS
2561 UMBS P#CA0854 3.5% 12/01/47 3140Q75Q6 Jun 2023 1,733,894 $1.6M 0.01% ABS-MBS
2562 OHIO POWER COMPA 2.6% 04/01/30 677415CS8 Jun 2023 1,872,000 $1.6M 0.01% DBT
2563 AVOLON HOLDINGS 3.25% 02/15/27 05401AAJ0 Jun 2023 1,791,000 $1.6M 0.01% DBT
2564 WESTERN MIDSTREA 4.3% 02/01/30 958667AC1 Jun 2023 1,775,000 $1.6M 0.01% DBT
2565 GALAXY PIPELINE 2.16% 03/31/34 36321PAD2 Jun 2023 1,872,668 $1.6M 0.01% DBT
2566 SOUTHERN CO GAS 4.4% 05/30/47 8426EPAC2 Jun 2023 1,915,000 $1.6M 0.01% DBT
2567 NORFOLK SOUTHER 3.05% 05/15/50 655844CF3 Jun 2023 2,298,000 $1.6M 0.01% DBT
2568 T/L FRONTIER COMM 0% 05/01/2028 35906EAQ3 Jun 2023 1,644,360 $1.6M 0.01% LON
2569 UMBS P#MA4600 3.5% 05/01/52 31418EDE7 Jun 2023 1,741,552 $1.6M 0.01% ABS-MBS
2570 GOOD 2022-3CS 4.95% 09/20/36 38237TAA9 Jun 2023 1,730,041 $1.6M 0.01% ABS-CBDO
2571 UMBS P#CA5068 3% 01/01/35 3140QCT22 Jun 2023 1,693,705 $1.6M 0.01% ABS-MBS
2572 AVOLON HOLDINGS 3.95% 07/01/24 05401AAF8 Jun 2023 1,634,000 $1.6M 0.01% DBT
2573 FFMER 2007-2 A2C V/R 05/25/37 59024QAD2 Jun 2023 2,122,050 $1.6M 0.01% ABS-CBDO
2574 FS RIALTO ISSUE V/R 10/19/2039 30329XAA6 Jun 2023 1,583,000 $1.6M 0.01% ABS-CBDO
2575 GNMA II P#MA4652 3.5% 08/20/47 36179TEZ4 Jun 2023 1,693,980 $1.6M 0.01% ABS-MBS
2576 REPUBLIC OF IND 2.85% 02/14/30 455780CQ7 Jun 2023 1,783,000 $1.6M 0.01% DBT
2577 MEXICO CETES ZCP 01/23/25/MXN/ P4R07X3T1 Jun 2023 316,479,000 $1.6M 0.01% DBT
2578 CITIGROUP INC 4.125% 07/25/28 172967KU4 Jun 2023 1,675,000 $1.6M 0.01% DBT
2579 CMLTI 2005-OPT1 V/R 02/25/35 17307GNR5 Jun 2023 1,734,117 $1.6M 0.01% ABS-CBDO
2580 FGLMC P#G60344 4% 12/01/45 31335ALZ9 Jun 2023 1,645,235 $1.6M 0.01% ABS-MBS
2581 MARSH & MCLENNA 5.45% 03/15/53 571748BT8 Jun 2023 1,547,000 $1.6M 0.01% DBT
2582 PROG 2021-SFR 2.538% 05/17/26 74333VAJ3 Jun 2023 1,815,000 $1.6M 0.01% ABS-CBDO
2583 MOODY'S CORPOR 4.875% 12/17/48 615369AQ8 Jun 2023 1,679,000 $1.6M 0.01% DBT
2584 TAH 2020-SFR2 2.73% 11/17/27 89613JAJ9 Jun 2023 1,855,000 $1.6M 0.01% ABS-CBDO
2585 VODAFONE GROUP 4.25% 09/17/50 92857WBU3 Jun 2023 1,955,000 $1.6M 0.01% DBT
2586 BANCO SANTANDER S V/R 09/14/27 05964HAN5 Jun 2023 1,800,000 $1.6M 0.01% DBT
2587 LXP INDUSTRIAL 2.375% 10/01/31 529537AA0 Jun 2023 2,050,000 $1.6M 0.01% DBT
2588 SAN DIEGO G & E 5.35% 04/01/53 797440CD4 Jun 2023 1,566,000 $1.6M 0.01% DBT
2589 TCN 2021-SFR1 2.794% 07/17/26 89614YAE6 Jun 2023 1,760,000 $1.5M 0.01% ABS-CBDO
2590 UMBS P#FM2743 3% 02/01/34 3140X6BM2 Jun 2023 1,644,464 $1.5M 0.01% ABS-MBS
2591 NRG ENERGY INC 2.45% 12/02/27 629377CP5 Jun 2023 1,834,000 $1.5M 0.01% DBT
2592 CRVNA 2021-N4 1.72% 11/10/26 14687HAD5 Jun 2023 1,610,007 $1.5M 0.01% ABS-CBDO
2593 GNMA II P#MA6994 2% 11/20/50 36179VXX3 Jun 2023 1,828,405 $1.5M 0.01% ABS-MBS
2594 MF1 2022-FL9 A V/R 04/19/27 55285AAA5 Jun 2023 1,546,000 $1.5M 0.01% ABS-CBDO
2595 KIMCO REALTY OP 3.25% 08/15/26 948741AM5 Jun 2023 1,665,000 $1.5M 0.01% DBT
2596 REPUBLIC OF SO 5.875% 04/20/32 836205BC7 Jun 2023 1,740,000 $1.5M 0.01% DBT
2597 VERIZON COMMUNI 2.65% 11/20/40 92343VFT6 Jun 2023 2,211,000 $1.5M 0.01% DBT
2598 UMBS P#890765 3.5% 09/01/46 31410LTW2 Jun 2023 1,651,956 $1.5M 0.01% ABS-MBS
2599 SABINE PASS LIQUEF 5% 03/15/27 785592AS5 Jun 2023 1,558,000 $1.5M 0.01% DBT
2600 PENSKE TRUCK LEA 4.2% 04/01/27 709599AX2 Jun 2023 1,635,000 $1.5M 0.01% DBT
2601 DOMINICAN REPU 4.875% 09/23/32 P3579ECH8 Jun 2023 1,800,000 $1.5M 0.01% DBT
2602 UMBS P#RA1906 4% 12/01/49 3133KHDK9 Jun 2023 1,606,573 $1.5M 0.01% ABS-MBS
2603 T/L 1011778 B C 0% 11/19/26 N/A Jun 2023 1,535,619 $1.5M 0.01% LON
2604 ANGLO AMERICAN CAP 4% 09/11/27 034863AT7 Jun 2023 1,620,000 $1.5M 0.01% DBT
2605 GNMA II P#MA4836 3% 11/20/47 36179TLR4 Jun 2023 1,681,823 $1.5M 0.01% ABS-MBS
2606 CWALT 2007-HY7C V/R 08/25/37 02150VAA3 Jun 2023 1,745,735 $1.5M 0.01% ABS-CBDO
2607 CWL 2005-AB4 1A V/R 03/25/36 126670KJ6 Jun 2023 1,726,309 $1.5M 0.01% ABS-CBDO
2608 RUSSIAN FEDERAT 5.25% 06/23/47 X5424XBQ0 Jun 2023 4,000,000 $1.5M 0.01% DBT
2609 N/A N/A Jun 2023 1 $1.5M 0.01% DFE
2610 ATHENE HOLDING L 3.5% 01/15/31 04686JAC5 Jun 2023 1,835,000 $1.5M 0.01% DBT
2611 NORTHROP GRUMMA 3.85% 04/15/45 666807BJ0 Jun 2023 1,857,000 $1.5M 0.01% DBT
2612 UMBS P#CB5462 5.5% 01/01/53 3140QRB85 Jun 2023 1,514,852 $1.5M 0.01% ABS-MBS
2613 T/L CARNIVAL COR 0% 10/18/28 N/A Jun 2023 1,526,395 $1.5M 0.01% LON
2614 DTE ELECTRIC CO 5.4% 04/01/53 23338VAT3 Jun 2023 1,460,000 $1.5M 0.00% DBT
2615 UMBS P#SD2518 6% 03/01/53 3132DPYP7 Jun 2023 1,460,002 $1.5M 0.00% ABS-MBS
2616 DUKE ENERGY CAR 5.35% 01/15/53 26442CBK9 Jun 2023 1,482,000 $1.5M 0.00% DBT
2617 PERUSAHAAN PENER 2.8% 06/23/30 71567PAP5 Jun 2023 1,700,000 $1.5M 0.00% DBT
2618 T/L SETANTA 0% 11/05/2028 G8057JAB2 Jun 2023 1,500,000 $1.5M 0.00% LON
2619 REPUBLIC OF PE 1.862% 12/01/32 715638DP4 Jun 2023 1,946,000 $1.5M 0.00% DBT
2620 PELOTON INTERACTI ZCP 02/15/26 70614WAB6 Jun 2023 1,975,000 $1.5M 0.00% DBT
2621 RAYTHEON TECH CO 6.7% 08/01/28 913017AT6 Jun 2023 1,393,000 $1.5M 0.00% DBT
2622 FERGUSON FINANC 3.25% 06/02/30 314890AB0 Jun 2023 1,720,000 $1.5M 0.00% DBT
2623 BARC 2021-NPL1 A V/R 11/25/51 06744JAA4 Jun 2023 1,674,278 $1.5M 0.00% ABS-CBDO
2624 ALTRIA GROUP INC 5.8% 02/14/39 02209SBE2 Jun 2023 1,523,000 $1.5M 0.00% DBT
2625 UMBS P#SD2886 6% 05/01/53 3132DQF35 Jun 2023 1,472,483 $1.5M 0.00% ABS-MBS
2626 EVERGY KANSAS CE 5.7% 03/15/53 30036FAB7 Jun 2023 1,445,000 $1.5M 0.00% DBT
2627 COMM 2016-787S B V/R 02/10/26 12635WAE7 Jun 2023 1,700,000 $1.5M 0.00% ABS-CBDO
2628 VIPER ENERGY P 5.375% 11/01/27 92763MAA3 Jun 2023 1,550,000 $1.5M 0.00% DBT
2629 LCM 17A A1AR V/R 10/15/31 50190AAK8 Jun 2023 1,500,000 $1.5M 0.00% ABS-CBDO
2630 BRITISH AIR 18-1 3.8% 09/20/31 11042TAA1 Jun 2023 1,632,988 $1.5M 0.00% DBT
2631 BPCRE 2022-FL2 A V/R 06/16/26 05602FAA5 Jun 2023 1,493,000 $1.5M 0.00% ABS-CBDO
2632 REPUBLIC O 5.94% 02/12/29/PEN/ P78024AE9 Jun 2023 5,487,000 $1.5M 0.00% DBT
2633 UNION PACIFIC 3.839% 03/20/60 907818FG8 Jun 2023 1,861,000 $1.5M 0.00% DBT
2634 GENERAL MOTORS 4.35% 04/09/25 37045XCK0 Jun 2023 1,518,000 $1.5M 0.00% DBT
2635 SLMA 2007-7 A4 V/R 01/25/22 78444EAD1 Jun 2023 1,524,925 $1.5M 0.00% ABS-CBDO
2636 ENERGY TRANSFER 5.15% 02/01/43 29273RAT6 Jun 2023 1,738,000 $1.5M 0.00% DBT
2637 SPECTRUM BRANDS 5.5% 07/15/30 84762LAW5 Jun 2023 1,617,000 $1.5M 0.00% DBT
2638 CREDIT SUISSE 7.125% 07/15/32 22541LAE3 Jun 2023 1,331,000 $1.5M 0.00% DBT
2639 JEFFERIES FIN G 4.85% 01/15/27 47233JAG3 Jun 2023 1,500,000 $1.5M 0.00% DBT
2640 JBS USA/FOOD/F 4.375% 02/02/52 46590XAE6 Jun 2023 2,090,000 $1.5M 0.00% DBT
2641 THRM 2022-1A A 1.85% 02/15/28 88339XAA2 Jun 2023 1,487,184 $1.5M 0.00% ABS-CBDO
2642 WPT 2017-WWP 3.526% 11/10/27 98162JAA4 Jun 2023 1,740,000 $1.5M 0.00% ABS-CBDO
2643 UMBS P#BM3610 3.5% 06/01/46 3140J8AL7 Jun 2023 1,572,399 $1.5M 0.00% ABS-MBS
2644 NEWMONT CORP 2.25% 10/01/30 651639AY2 Jun 2023 1,785,000 $1.5M 0.00% DBT
2645 N/A N/A Jun 2023 1 $1.5M 0.00% DCR
2646 GLOBAL PAYMENTS 1.2% 03/01/26 37940XAE2 Jun 2023 1,644,000 $1.5M 0.00% DBT
2647 PUBLIC SERVICE E 4.9% 12/15/32 74456QCK0 Jun 2023 1,462,000 $1.5M 0.00% DBT
2648 JEFFERIES FIN G 6.25% 01/15/36 472319AC6 Jun 2023 1,430,000 $1.5M 0.00% DBT
2649 UMBS P#BM5841 3.5% 09/01/45 3140JAP36 Jun 2023 1,557,608 $1.5M 0.00% ABS-MBS
2650 SRFC 2021-1A B 1.34% 11/20/37 82652QAB7 Jun 2023 1,582,398 $1.5M 0.00% ABS-CBDO
2651 WFCM 2013-LC12 B V/R 07/15/23 94988QAQ4 Jun 2023 1,940,000 $1.5M 0.00% ABS-CBDO
2652 UMBS P#SD0294 4.5% 03/01/50 3132DMKF1 Jun 2023 1,484,348 $1.5M 0.00% ABS-MBS
2653 GNMA II P#MA4127 3.5% 12/20/46 36179SSQ1 Jun 2023 1,549,193 $1.5M 0.00% ABS-MBS
2654 BONOS DE T 6.95% 08/12/31/PEN/ P87324BH4 Jun 2023 5,192,000 $1.5M 0.00% DBT
2655 CARMX 2020-3 D 2.53% 06/17/24 14315FAH0 Jun 2023 1,510,000 $1.4M 0.00% ABS-CBDO
2656 AMERICAN MUNI 8.084% 02/15/50 02765UEK6 Jun 2023 1,070,000 $1.4M 0.00% DBT
2657 FKH 2020-SFR1 2.241% 09/17/25 33767MAG0 Jun 2023 1,590,000 $1.4M 0.00% ABS-CBDO
2658 VERUS 2019-INV2 V/R 07/25/59 92537HAB7 Jun 2023 1,491,866 $1.4M 0.00% ABS-CBDO
2659 UPST 2021-5 A 1.31% 09/20/24 91679JAA5 Jun 2023 1,468,950 $1.4M 0.00% ABS-CBDO
2660 UMBS P#CB2836 2% 02/01/52 3140QNEJ7 Jun 2023 1,742,236 $1.4M 0.00% ABS-MBS
2661 CSX CORP 3.35% 09/15/49 126408HR7 Jun 2023 1,944,000 $1.4M 0.00% DBT
2662 RMS 32A A V/R 06/20/70 /GBP/ N/A Jun 2023 1,128,393 $1.4M 0.00% ABS-CBDO
2663 SAN ANTONIO TX 5.808% 02/01/41 796253Y30 Jun 2023 1,315,000 $1.4M 0.00% DBT
2664 MEX BONOS D 7.5% 06/03/27/MXN/ P4R086AF1 Jun 2023 25,800,000 $1.4M 0.00% DBT
2665 ABBVIE INC 4.45% 05/14/46 00287YAW9 Jun 2023 1,625,000 $1.4M 0.00% DBT
2666 GNMA II P#MA2963 4.5% 07/20/45 36179RJG5 Jun 2023 1,443,276 $1.4M 0.00% ABS-MBS
2667 UMBS P#QF8036 5.5% 02/01/53 3133BV4V4 Jun 2023 1,437,141 $1.4M 0.00% ABS-MBS
2668 DUKE ENERGY CAR 4.25% 12/15/41 26442CAM6 Jun 2023 1,650,000 $1.4M 0.00% DBT
2669 UMBS P#RA3217 1.5% 08/01/50 3133KJSE3 Jun 2023 1,842,022 $1.4M 0.00% ABS-MBS
2670 DISH NETWORK CORP ZCP 12/15/25 25470MAF6 Jun 2023 2,700,000 $1.4M 0.00% DBT
2671 BARCLAYS PLC V/R 06/20/30 06738EBK0 Jun 2023 1,570,000 $1.4M 0.00% DBT
2672 UBER TECHNOLOGIE 7.5% 09/15/27 90353TAE0 Jun 2023 1,395,000 $1.4M 0.00% DBT
2673 UMBS P#SC0140 2% 05/01/41 3132D9EM2 Jun 2023 1,669,699 $1.4M 0.00% ABS-MBS
2674 TRINI 2021- V/R 07/15/59 /GBP/ N/A Jun 2023 1,143,000 $1.4M 0.00% ABS-CBDO
2675 MIDAMERICAN ENER 2.7% 08/01/52 595620AW5 Jun 2023 2,250,000 $1.4M 0.00% DBT
2676 NETFLIX INC 5.375% 11/15/29 64110LAU0 Jun 2023 1,415,000 $1.4M 0.00% DBT
2677 CASL 2018-A A2 4.13% 01/25/30 19423DAB6 Jun 2023 1,510,591 $1.4M 0.00% ABS-CBDO
2678 NORTHERN STATES 3.6% 09/15/47 665772CQ0 Jun 2023 1,800,000 $1.4M 0.00% DBT
2679 KLA CORP 5% 03/15/49 482480AH3 Jun 2023 1,456,000 $1.4M 0.00% DBT
2680 AMERICAN ELECTR 5.95% 11/01/32 025537AW1 Jun 2023 1,350,000 $1.4M 0.00% DBT
2681 DUKE ENERGY CAR 2.85% 03/15/32 26442CBG8 Jun 2023 1,652,000 $1.4M 0.00% DBT
2682 VERUS 2019-INV3 V/R 11/25/59 92537MAA8 Jun 2023 1,470,776 $1.4M 0.00% ABS-CBDO
2683 UMBS P#SB0539 2% 09/01/35 3132CWS47 Jun 2023 1,573,495 $1.4M 0.00% ABS-MBS
2684 T/L IQVIA INC ZCP 06/11/25 44969CBJ8 Jun 2023 1,402,305 $1.4M 0.00% LON
2685 CAFL 2019-3 A 2.705% 07/15/29 21872NAA8 Jun 2023 1,485,415 $1.4M 0.00% ABS-CBDO
2686 DTE ELECTRIC CO 3.95% 03/01/49 23338VAJ5 Jun 2023 1,703,000 $1.4M 0.00% DBT
2687 UMBS P#MA3210 3.5% 12/01/47 31418CR89 Jun 2023 1,512,646 $1.4M 0.00% ABS-MBS
2688 CASH COLLATERAL GSC FOB N/A Jun 2023 1,394,000 $1.4M 0.00% STIV
2689 GNMA II P#MA4513 5% 06/20/47 36179TAN5 Jun 2023 1,395,083 $1.4M 0.00% ABS-MBS
2690 UMBS P#AL8218 5% 11/01/44 3138ETDY9 Jun 2023 1,381,006 $1.4M 0.00% ABS-MBS
2691 CREDIT SUISSE AG 6.5% 08/08/23 22546DAA4 Jun 2023 1,400,000 $1.4M 0.00% DBT
2692 MSAC 2005-WMC2 V/R 02/25/35 61744CNU6 Jun 2023 1,568,504 $1.4M 0.00% ABS-CBDO
2693 BONOS DE T 6.15% 08/12/32/PEN/ P6S32DDY6 Jun 2023 5,276,000 $1.4M 0.00% DBT
2694 T/L DESSERT HOLD 0% 06/09/2028 N/A Jun 2023 1,516,756 $1.4M 0.00% LON
2695 GOOD 2023-1GS 5.52% 03/21/39 38237VAA4 Jun 2023 1,455,565 $1.4M 0.00% ABS-CBDO
2696 MVW 2015-9A A1R V/R 07/15/31 62432BAN3 Jun 2023 1,400,000 $1.4M 0.00% ABS-CBDO
2697 COMMSCOPE TECH LLC 5% 03/15/27 20338HAB9 Jun 2023 1,985,000 $1.4M 0.00% DBT
2698 UMBS P#CA6711 2.5% 08/01/50 3140QEN57 Jun 2023 1,606,945 $1.4M 0.00% ABS-MBS
2699 ADMSO 2018-1 5.653% 11/15/25 006346AU4 Jun 2023 1,475,000 $1.4M 0.00% ABS-CBDO
2700 GNRT 7A A1 V/R 01/22/33 98625DAA8 Jun 2023 1,400,000 $1.4M 0.00% ABS-CBDO
2701 UMBS P#FM2547 3% 02/01/35 3140X5ZM8 Jun 2023 1,472,877 $1.4M 0.00% ABS-MBS
2702 BALTIMORE GAS & 3.75% 08/15/47 059165EJ5 Jun 2023 1,765,000 $1.4M 0.00% DBT
2703 ENEL FINANCE INT 3.5% 04/06/28 29278GAF5 Jun 2023 1,505,000 $1.4M 0.00% DBT
2704 UMBS P#BM1066 4% 02/01/47 3140J5FG9 Jun 2023 1,439,265 $1.4M 0.00% ABS-MBS
2705 GNMA II P#MA7192 2% 02/20/51 36179V7D6 Jun 2023 1,629,632 $1.4M 0.00% ABS-MBS
2706 UMBS P#FM9730 2% 12/01/51 3140XDY42 Jun 2023 1,669,649 $1.4M 0.00% ABS-MBS
2707 INTEL CORP 5.7% 02/10/53 458140CJ7 Jun 2023 1,350,000 $1.4M 0.00% DBT
2708 UMBS P#AI1888 4.5% 05/01/41 3138AFC24 Jun 2023 1,393,887 $1.4M 0.00% ABS-MBS
2709 UNIV OF CALIFO 4.858% 05/15/12 91412GHA6 Jun 2023 1,543,000 $1.4M 0.00% DBT
2710 MLMI 2006-RM2 A2 V/R 05/25/37 590216AD9 Jun 2023 12,018,844 $1.4M 0.00% ABS-CBDO
2711 CANADIAN NATL R 6.25% 03/15/38 136385AL5 Jun 2023 1,345,000 $1.4M 0.00% DBT
2712 GNMA II P#MA3736 3.5% 06/20/46 36179SEH6 Jun 2023 1,459,201 $1.4M 0.00% ABS-MBS
2713 HCA INC MTN 7.58% 9/15/25 19767QAQ8 Jun 2023 1,322,000 $1.4M 0.00% DBT
2714 JMP 2017-1A AR V/R 07/17/29 46647YAL1 Jun 2023 1,369,102 $1.4M 0.00% ABS-CBDO
2715 ENTERPRISE PRODU 5.1% 02/15/45 29379VBC6 Jun 2023 1,429,000 $1.4M 0.00% DBT
2716 TEACHERS INSUR & 4.9% 09/15/44 878091BD8 Jun 2023 1,505,000 $1.4M 0.00% DBT
2717 NISOURCE INC 5.4% 06/30/33 65473PAP0 Jun 2023 1,360,000 $1.4M 0.00% DBT
2718 CENOVUS ENERGY I 6.8% 09/15/37 448055AD5 Jun 2023 1,309,000 $1.4M 0.00% DBT
2719 UMBS P#QE8252 4.5% 08/01/52 3133BJEZ1 Jun 2023 1,414,689 $1.4M 0.00% ABS-MBS
2720 T/L CONNECTW 0% 09/29/2028 N/A Jun 2023 1,397,715 $1.4M 0.00% LON
2721 INDO ASAHAN/MIN 5.45% 05/15/30 74445PAF9 Jun 2023 1,400,000 $1.4M 0.00% DBT
2722 REPUBLIC SERVICES 5% 04/01/34 760759BC3 Jun 2023 1,357,000 $1.4M 0.00% DBT
2723 CHARTER COMM OP 2.25% 01/15/29 161175CD4 Jun 2023 1,626,000 $1.4M 0.00% DBT
2724 UNITEDHEALTH GR 6.05% 02/15/63 91324PET5 Jun 2023 1,195,000 $1.4M 0.00% DBT
2725 NEW YORK CITY 5.882% 06/15/44 64972FY34 Jun 2023 1,200,000 $1.3M 0.00% DBT
2726 FCAT 2021-1 D 1.27% 03/15/27 33843WAG6 Jun 2023 1,480,000 $1.3M 0.00% ABS-CBDO
2727 AMERICAN HOMES 2.375% 07/15/31 02666TAC1 Jun 2023 1,690,000 $1.3M 0.00% DBT
2728 BURLINGTN NORT 2.875% 06/15/52 12189LBH3 Jun 2023 1,959,000 $1.3M 0.00% DBT
2729 SPRINT CAPITAL 6.875% 11/15/28 852060AD4 Jun 2023 1,262,000 $1.3M 0.00% DBT
2730 FGLMC P#G18702 3.5% 08/01/33 3128MMX81 Jun 2023 1,394,424 $1.3M 0.00% ABS-MBS
2731 CALIFORNIA ST 4.6% 04/01/38 13063DGE2 Jun 2023 1,395,000 $1.3M 0.00% DBT
2732 UNITEDHEALTH GR 4.25% 04/15/47 91324PCZ3 Jun 2023 1,517,000 $1.3M 0.00% DBT
2733 UMBS P#AL8626 3.5% 06/01/46 3138ETSQ0 Jun 2023 1,436,836 $1.3M 0.00% ABS-MBS
2734 BAMLL 2019-RLJ A V/R 04/15/36 05492HAA4 Jun 2023 1,350,000 $1.3M 0.00% ABS-CBDO
2735 ELFI 2019-A A 2.54% 05/23/30 26857EAA6 Jun 2023 1,475,587 $1.3M 0.00% ABS-CBDO
2736 N/A N/A Jun 2023 1 $1.3M 0.00% DIR
2737 T/L AEA INTERNATIO 0% 09/07/28 N/A Jun 2023 1,335,660 $1.3M 0.00% LON
2738 N/A N/A Jun 2023 1 $1.3M 0.00% DCR
2739 WESTERN MIDSTRE 6.15% 04/01/33 958667AE7 Jun 2023 1,320,000 $1.3M 0.00% DBT
2740 PROG 2023-SFR1 4.65% 03/09/28 74334FAG3 Jun 2023 1,455,000 $1.3M 0.00% ABS-CBDO
2741 NCL CORPORATIO 5.875% 03/15/26 62886HBA8 Jun 2023 1,420,000 $1.3M 0.00% DBT
2742 ALTRIA GROUP IN 4.25% 08/09/42 02209SAM5 Jun 2023 1,701,000 $1.3M 0.00% DBT
2743 REPUBLIC OF ARGE S/UP 07/09/35 040114HT0 Jun 2023 4,446,707 $1.3M 0.00% DBT
2744 TAKE-TWO INTERACTI 4% 04/14/32 874054AH2 Jun 2023 1,448,000 $1.3M 0.00% DBT
2745 UMBS P#CB2139 2% 11/01/51 3140QMLV4 Jun 2023 1,604,306 $1.3M 0.00% ABS-MBS
2746 JPMMT 2019-INV1 V/R 10/25/49 46591DAZ2 Jun 2023 1,474,224 $1.3M 0.00% ABS-CBDO
2747 BNP PARIBAS V/R 09/15/29 09659W2R4 Jun 2023 1,585,000 $1.3M 0.00% DBT
2748 CAFL 2021-3 D 3.469% 10/15/31 21873NAL3 Jun 2023 1,630,000 $1.3M 0.00% ABS-CBDO
2749 COUNTRY GARDEN H 3.3% 01/12/31 G24524BM4 Jun 2023 4,895,000 $1.3M 0.00% DBT
2750 PETROBRAS 6.25% 12/14/26/GBP/ N6945AAM9 Jun 2023 1,100,000 $1.3M 0.00% DBT
2751 PROG 2021-SFR 2.688% 05/17/26 74333VAL8 Jun 2023 1,510,000 $1.3M 0.00% ABS-CBDO
2752 T/L BERRY GLOBAL INC 0% 7/1/26 N/A Jun 2023 1,311,877 $1.3M 0.00% LON
2753 EXELON CORP 5.1% 06/15/45 30161NAS0 Jun 2023 1,414,000 $1.3M 0.00% DBT
2754 CBSLT 2020-1 A 1.69% 10/25/51 20268BAA8 Jun 2023 1,483,425 $1.3M 0.00% ABS-CBDO
2755 UMBS P#AT4273 3% 06/01/43 3138WRXB1 Jun 2023 1,449,608 $1.3M 0.00% ABS-MBS
2756 UMBS P#FM8117 2% 07/01/36 3140XCAT5 Jun 2023 1,465,176 $1.3M 0.00% ABS-MBS
2757 SAN FRANCISCO 2.188% 11/01/32 79771FBF3 Jun 2023 1,610,000 $1.3M 0.00% DBT
2758 GOLDEN ST TOBA 3.487% 06/01/36 38122ND41 Jun 2023 1,600,000 $1.3M 0.00% DBT
2759 CMLTI 2019-RP1 A V/R 01/25/66 17327RAA8 Jun 2023 1,389,627 $1.3M 0.00% ABS-CBDO
2760 NISSAN MOTOR C 3.522% 09/17/25 654744AB7 Jun 2023 1,400,000 $1.3M 0.00% DBT
2761 T-MOBILE USA INC 2.4% 03/15/29 87264ACS2 Jun 2023 1,515,000 $1.3M 0.00% DBT
2762 VOLT 2021-NPL1 A V/R 02/27/51 91835MAA9 Jun 2023 1,441,751 $1.3M 0.00% ABS-CBDO
2763 PACIFIC GAS & E 3.75% 08/15/42 694308HA8 Jun 2023 1,883,000 $1.3M 0.00% DBT
2764 CONSUMERS ENERG 3.75% 02/15/50 210518DE3 Jun 2023 1,633,000 $1.3M 0.00% DBT
2765 AMCAR 2019-3 D 2.58% 09/18/23 03066NAG9 Jun 2023 1,330,000 $1.3M 0.00% ABS-CBDO
2766 WELLS FARGO & CO 4.3% 07/22/27 94974BGL8 Jun 2023 1,344,000 $1.3M 0.00% DBT
2767 SIRIUS XM RADIO IN 5% 08/01/27 82967NBA5 Jun 2023 1,385,000 $1.3M 0.00% DBT
2768 N/A N/A Jun 2023 1 $1.3M 0.00% DIR
2769 UNION PACIFIC C 3.85% 02/14/72 907818GA0 Jun 2023 1,667,000 $1.3M 0.00% DBT
2770 N/A N/A Jun 2023 1 $1.3M 0.00% DFE
2771 FASTR 20 2.472% 03/15/24 /CAD/ 345213HL9 Jun 2023 1,704,706 $1.3M 0.00% ABS-CBDO
2772 UMBS P#RA2111 4% 02/01/50 3133KHKY1 Jun 2023 1,336,459 $1.3M 0.00% ABS-MBS
2773 PRK 2017-280P A V/R 09/15/19 90205FAA8 Jun 2023 1,315,632 $1.3M 0.00% ABS-CBDO
2774 UMBS P#AL2745 4% 03/01/42 3138EKBP9 Jun 2023 1,326,456 $1.3M 0.00% ABS-MBS
2775 UMBS P#QE3832 3% 06/01/52 3133BDHH1 Jun 2023 1,446,044 $1.3M 0.00% ABS-MBS
2776 HUDSON PACIFIC 5.95% 02/15/28 44409MAD8 Jun 2023 1,600,000 $1.3M 0.00% DBT
2777 ARTHUR J GALLAG 3.05% 03/09/52 04316JAB5 Jun 2023 1,995,000 $1.3M 0.00% DBT
2778 T/L PERATON CORP 0% 02/01/2028 N/A Jun 2023 1,294,766 $1.3M 0.00% LON
2779 EXTRA SPACE STOR 5.5% 07/01/30 30225VAK3 Jun 2023 1,280,000 $1.3M 0.00% DBT
2780 UMBS P#CB2967 2% 02/01/37 3140QNJM5 Jun 2023 1,430,785 $1.3M 0.00% ABS-MBS
2781 OVINTIV INC 7.375% 11/01/31 012873AK1 Jun 2023 1,182,000 $1.3M 0.00% DBT
2782 MSC 2018-H4 A4 4.31% 12/15/28 61691RAE6 Jun 2023 1,361,000 $1.3M 0.00% ABS-CBDO
2783 WFRBS 2013-C15 B V/R 08/15/23 92938CAH0 Jun 2023 1,525,000 $1.3M 0.00% ABS-CBDO
2784 T/L AVANTOR INC 0% 11/08/27 N/A Jun 2023 1,265,920 $1.3M 0.00% LON
2785 STAR 2020-INV 2.501% 11/25/55 85573EAD9 Jun 2023 1,545,000 $1.3M 0.00% ABS-CBDO
2786 UMBS P#MA3537 4.5% 12/01/48 31418C4X9 Jun 2023 1,291,371 $1.3M 0.00% ABS-MBS
2787 AQFIT 2021-A B 2.4% 02/17/27 03842VAB3 Jun 2023 1,550,000 $1.3M 0.00% ABS-CBDO
2788 N/A N/A Jun 2023 1 $1.3M 0.00% DIR
2789 MSBAM 2013-C11 B V/R 07/15/23 61762TAH9 Jun 2023 1,563,000 $1.3M 0.00% ABS-CBDO
2790 GPIF 2022-2A B V/R 08/01/23 38411JAB7 Jun 2023 1,257,000 $1.3M 0.00% ABS-CBDO
2791 DUKE ENERGY CAR 3.95% 03/15/48 26442CAU8 Jun 2023 1,542,000 $1.3M 0.00% DBT
2792 INVITATION HOMES 2.3% 11/15/28 46188BAB8 Jun 2023 1,475,000 $1.3M 0.00% DBT
2793 CGCMT 2017-P7 3.915% 03/14/27 17325HBR4 Jun 2023 1,418,000 $1.3M 0.00% ABS-CBDO
2794 GNMA II P#784474 3.5% 02/20/48 3622A26K3 Jun 2023 1,339,212 $1.3M 0.00% ABS-MBS
2795 WFHET 2004-2 M1 V/R 10/25/34 94980GAN1 Jun 2023 1,267,375 $1.3M 0.00% ABS-CBDO
2796 CAFL 2019-3 B 3.163% 09/15/29 21872NAG5 Jun 2023 1,470,000 $1.3M 0.00% ABS-CBDO
2797 COMCAST CORP 2.937% 11/01/56 20030NDU2 Jun 2023 1,921,000 $1.3M 0.00% DBT
2798 FGLMC P#G08757 3.5% 04/01/47 3128MJZX1 Jun 2023 1,350,749 $1.3M 0.00% ABS-MBS
2799 UMBS P#BM3148 4.5% 11/01/47 3140J7QA6 Jun 2023 1,273,666 $1.2M 0.00% ABS-MBS
2800 UMBS P#QE2503 3% 05/01/52 3133BBX87 Jun 2023 1,418,484 $1.2M 0.00% ABS-MBS
2801 PACIFIC GAS & E 3.85% 11/15/23 694308HE0 Jun 2023 1,259,000 $1.2M 0.00% DBT
2802 SOFI 2017-F BF 3.62% 09/25/26 83401BAC0 Jun 2023 1,405,000 $1.2M 0.00% ABS-CBDO
2803 PROG 2020-SFR 1.896% 10/17/27 74333AAG5 Jun 2023 1,390,000 $1.2M 0.00% ABS-CBDO
2804 DUKE ENERGY PROGRE 4% 04/01/52 26442UAP9 Jun 2023 1,539,000 $1.2M 0.00% DBT
2805 CAFL 2021-1 C 2.8% 01/15/31 21873LAJ2 Jun 2023 1,525,000 $1.2M 0.00% ABS-CBDO
2806 SOUTHERN CAL EDI 4.2% 03/01/29 842400GQ0 Jun 2023 1,310,000 $1.2M 0.00% DBT
2807 VERUS 2019-4 A3 V/R 11/25/59 92537KAC8 Jun 2023 1,304,359 $1.2M 0.00% ABS-CBDO
2808 UNITEDHEALTH GR 4.95% 05/15/62 91324PEL2 Jun 2023 1,293,000 $1.2M 0.00% DBT
2809 DISCOVER BANK 2.45% 09/12/24 25466AAQ4 Jun 2023 1,310,000 $1.2M 0.00% DBT
2810 T/L BAUSCH & LOMB 0% 05/05/27 N/A Jun 2023 1,279,946 $1.2M 0.00% LON
2811 CROWN CASTLE T 3.663% 05/15/25 22822RBD1 Jun 2023 1,300,000 $1.2M 0.00% DBT
2812 CITIGROUP INC V/R 04/23/29 172967LW9 Jun 2023 1,315,000 $1.2M 0.00% DBT
2813 OCP 2014-5A A1R V/R 04/26/31 67102SAL8 Jun 2023 1,250,000 $1.2M 0.00% ABS-CBDO
2814 CITY OF BUEN V/R 03/29/24/ARS/ P4R148DY5 Jun 2023 314,346,000 $1.2M 0.00% DBT
2815 DRSLF 2020-83A A V/R 01/18/32 26246EAC2 Jun 2023 1,250,000 $1.2M 0.00% ABS-CBDO
2816 OCT43 2019-1A A2 V/R 10/25/32 67573LAC3 Jun 2023 1,250,000 $1.2M 0.00% ABS-CBDO
2817 CSX CORP 4.75% 11/15/48 126408HN6 Jun 2023 1,336,000 $1.2M 0.00% DBT
2818 REPUBLIC OF GUA 5.25% 08/10/29 P5015VAP1 Jun 2023 1,300,000 $1.2M 0.00% DBT
2819 WRKCO INC 4% 03/15/28 96145DAH8 Jun 2023 1,325,000 $1.2M 0.00% DBT
2820 ALABAMA POWER C 3.75% 03/01/45 010392FM5 Jun 2023 1,569,000 $1.2M 0.00% DBT
2821 CWL 2007-9 2A4 V/R 02/25/36 12670FAE0 Jun 2023 1,324,464 $1.2M 0.00% ABS-CBDO
2822 PARK AEROSPACE H 5.5% 02/15/24 70014LAB6 Jun 2023 1,247,000 $1.2M 0.00% DBT
2823 SMB 2015-C B 3.5% 03/15/26 78448RAE6 Jun 2023 1,295,000 $1.2M 0.00% ABS-CBDO
2824 AON CORP/AON GL 2.05% 08/23/31 03740LAA0 Jun 2023 1,542,000 $1.2M 0.00% DBT
2825 SLMA 2003-B A3 V/R 03/15/33 78443CAN4 Jun 2023 1,254,000 $1.2M 0.00% ABS-CBDO
2826 T/L II-VI INCOR 0% 7/2/29 45173JAQ7 Jun 2023 1,233,742 $1.2M 0.00% LON
2827 HUDSON PACIFIC 3.25% 01/15/30 44409MAC0 Jun 2023 1,942,000 $1.2M 0.00% DBT
2828 AMERICAN HOMES 4 4.3% 04/15/52 02666TAF4 Jun 2023 1,578,000 $1.2M 0.00% DBT
2829 GSM 2021-4A A1 V/R 07/15/34 402562AA0 Jun 2023 1,250,000 $1.2M 0.00% ABS-CBDO
2830 BURLINGTN NORTH 3.05% 02/15/51 12189LBF7 Jun 2023 1,732,000 $1.2M 0.00% DBT
2831 REPUBLIC OF CHI 2.55% 07/27/33 168863DT2 Jun 2023 1,500,000 $1.2M 0.00% DBT
2832 GNMA II P#MA4720 4% 09/20/47 36179TG58 Jun 2023 1,270,815 $1.2M 0.00% ABS-MBS
2833 VERUS 2021-R1 A3 V/R 10/25/63 92538BAC7 Jun 2023 1,371,272 $1.2M 0.00% ABS-CBDO
2834 REPUBLIC O 6.95% 08/12/31/PEN/ 715638BD3 Jun 2023 4,375,000 $1.2M 0.00% DBT
2835 CON EDISON CO 4.625% 12/01/54 209111FF5 Jun 2023 1,424,000 $1.2M 0.00% DBT
2836 UMBS P#FS4641 6% 05/01/53 3140XLEP9 Jun 2023 1,208,140 $1.2M 0.00% ABS-MBS
2837 SRFC 2023-1A C 7% 08/20/30 826943AC6 Jun 2023 1,234,696 $1.2M 0.00% ABS-CBDO
2838 BERRY GLOBAL IN 1.57% 01/15/26 08576PAH4 Jun 2023 1,353,000 $1.2M 0.00% DBT
2839 SNDPT 2017-1A AR V/R 01/23/29 83609RAL5 Jun 2023 1,228,902 $1.2M 0.00% ABS-CBDO
2840 UNITEDHEALTH GR 3.75% 10/15/47 91324PDF6 Jun 2023 1,480,000 $1.2M 0.00% DBT
2841 PUBLIC SERVICE 2.05% 08/01/50 74456QCE4 Jun 2023 2,065,000 $1.2M 0.00% DBT
2842 REGENCY CENTERS 3.7% 06/15/30 75884RBA0 Jun 2023 1,359,000 $1.2M 0.00% DBT
2843 T/L GENESEE & WYO 0% 12/30/26 55316HAB1 Jun 2023 1,214,493 $1.2M 0.00% LON
2844 PETROLEOS MEXI 6.625% 06/15/35 706451BG5 Jun 2023 1,733,000 $1.2M 0.00% DBT
2845 SAN DIEGO G & E 3.32% 04/15/50 797440BY9 Jun 2023 1,686,000 $1.2M 0.00% DBT
2846 UMBS P#AB9019 3% 04/01/43 31417GAV8 Jun 2023 1,336,006 $1.2M 0.00% ABS-MBS
2847 PLNT 2019-1A 3.858% 12/05/29 72703PAC7 Jun 2023 1,423,375 $1.2M 0.00% ABS-CBDO
2848 T/L OSMOSIS DEB 0% 07/31/28 N/A Jun 2023 1,225,919 $1.2M 0.00% LON
2849 FHMS K-1512 X1 V/R 04/25/34 3137FMTU6 Jun 2023 18,848,063 $1.2M 0.00% ABS-CBDO
2850 N/A N/A Jun 2023 1 $1.2M 0.00% DFE
2851 REPUBLIC OF PE 2.844% 06/20/30 715638DA7 Jun 2023 1,370,000 $1.2M 0.00% DBT
2852 BSABS 2005-HE1 M V/R 01/25/35 073879PV4 Jun 2023 1,292,006 $1.2M 0.00% ABS-CBDO
2853 IHEARTMEDIA INC - CLASS B 45174J608 Jun 2023 365,379 $1.2M 0.00% EC
2854 SKYWORKS SOLUTIO 1.8% 06/01/26 83088MAK8 Jun 2023 1,340,000 $1.2M 0.00% DBT
2855 SLMA 2006-10 B V/R 03/25/44 78443BAK2 Jun 2023 1,285,068 $1.2M 0.00% ABS-CBDO
2856 AEP TRANSMISSION 3.8% 06/15/49 00115AAK5 Jun 2023 1,494,000 $1.2M 0.00% DBT
2857 ALASKA AIRLINES 4.8% 08/15/27 01166VAA7 Jun 2023 1,242,225 $1.2M 0.00% DBT
2858 AMERICAN WATER 4.15% 06/01/49 03040WAV7 Jun 2023 1,425,000 $1.2M 0.00% DBT
2859 UMBS P#FM7495 2% 04/01/36 3140XBKH2 Jun 2023 1,336,929 $1.2M 0.00% ABS-MBS
2860 UMBS P#MA4540 2% 02/01/42 31418EBJ8 Jun 2023 1,402,962 $1.2M 0.00% ABS-MBS
2861 COMM 2017-PANW B V/R 10/10/24 12595HAC2 Jun 2023 1,285,000 $1.2M 0.00% ABS-CBDO
2862 MSAC 2004-HE8 M1 V/R 09/25/34 61744CHA7 Jun 2023 1,232,240 $1.2M 0.00% ABS-CBDO
2863 WAMU 2005-AR11 A V/R 08/25/45 92922F2G2 Jun 2023 1,263,892 $1.2M 0.00% ABS-CBDO
2864 SMITHFIELD FOOD 4.25% 02/01/27 832248AZ1 Jun 2023 1,290,000 $1.2M 0.00% DBT
2865 GNMA II P#MA6030 3.5% 07/20/49 36179UVX7 Jun 2023 1,296,996 $1.2M 0.00% ABS-MBS
2866 SHNTN 2015-1A 4.75% 11/15/27 82321UAA1 Jun 2023 1,408,590 $1.2M 0.00% ABS-CBDO
2867 UMBS P#CB2854 2.5% 02/01/52 3140QNE40 Jun 2023 1,374,848 $1.2M 0.00% ABS-MBS
2868 FIRST QUANTUM MI 7.5% 04/01/25 335934AL9 Jun 2023 1,185,000 $1.2M 0.00% DBT
2869 CORPORATE OFFIC 2.75% 04/15/31 22003BAM8 Jun 2023 1,555,000 $1.2M 0.00% DBT
2870 UMBS P#BM4744 3% 06/01/47 3140J9HW4 Jun 2023 1,319,201 $1.2M 0.00% ABS-MBS
2871 PROG 2021-SFR 2.525% 07/17/26 74333HAL9 Jun 2023 1,375,000 $1.2M 0.00% ABS-CBDO
2872 OCCIDENTAL PETR 6.45% 09/15/36 674599DF9 Jun 2023 1,149,000 $1.2M 0.00% DBT
2873 DUKE ENERGY PROG 2.5% 08/15/50 26442UAK0 Jun 2023 1,900,000 $1.2M 0.00% DBT
2874 NEW JERSEY ST 7.414% 01/01/40 646139W35 Jun 2023 941,000 $1.2M 0.00% DBT
2875 TAH 2019-SFR1 3.198% 03/17/26 89612LAD8 Jun 2023 1,270,000 $1.2M 0.00% ABS-CBDO
2876 WASH MULTIFAM A 5.75% 04/15/26 93710WAA3 Jun 2023 1,250,000 $1.2M 0.00% DBT
2877 BURLINGTN NORTH 5.05% 03/01/41 12189LAC5 Jun 2023 1,184,000 $1.2M 0.00% DBT
2878 BURLINGTN NORTH 4.05% 06/15/48 12189LBC4 Jun 2023 1,359,000 $1.2M 0.00% DBT
2879 SMB 2016-B A2A 2.43% 08/15/25 78449GAB5 Jun 2023 1,210,632 $1.2M 0.00% ABS-CBDO
2880 CVS HEALTH COR 1.875% 02/28/31 126650DQ0 Jun 2023 1,464,000 $1.2M 0.00% DBT
2881 MIDAMERICAN ENE 3.15% 04/15/50 595620AV7 Jun 2023 1,661,000 $1.2M 0.00% DBT
2882 HCA INC 3.5% 07/15/51 404119CB3 Jun 2023 1,680,000 $1.2M 0.00% DBT
2883 LOS ANGELES CA C 6.6% 08/01/42 54438CNZ1 Jun 2023 955,000 $1.2M 0.00% DBT
2884 CGMS 2014-2RA A1 V/R 05/15/31 14314LAC9 Jun 2023 1,167,978 $1.2M 0.00% ABS-CBDO
2885 FGLMC P#G08756 3% 04/01/47 3128MJZW3 Jun 2023 1,288,884 $1.2M 0.00% ABS-MBS
2886 UMBS P#CB5592 5.5% 02/01/53 3140QRGA5 Jun 2023 1,156,704 $1.2M 0.00% ABS-MBS
2887 REPUBLIC OF PAR 4.95% 04/28/31 P75744AJ4 Jun 2023 1,200,000 $1.2M 0.00% DBT
2888 EART 2020-3A D 1.73% 04/15/24 30166NAF3 Jun 2023 1,175,000 $1.1M 0.00% ABS-CBDO
2889 GNMA II P#MA4198 4.5% 01/20/47 36179SUX3 Jun 2023 1,156,984 $1.1M 0.00% ABS-MBS
2890 ODART 2023-1A 7.07% 11/14/27 682685AD4 Jun 2023 1,145,000 $1.1M 0.00% ABS-CBDO
2891 GLOBAL PAYMENTS 4.8% 04/01/26 891906AC3 Jun 2023 1,172,000 $1.1M 0.00% DBT
2892 SANDS CHINA LTD 5.9% 08/08/28 80007RAE5 Jun 2023 1,200,000 $1.1M 0.00% DBT
2893 N/A N/A Jun 2023 1 $1.1M 0.00% DFE
2894 GNMA II P#MA5400 5% 08/20/48 36179T7M1 Jun 2023 1,148,054 $1.1M 0.00% ABS-MBS
2895 GNR 2019-119 JE 3% 09/20/49 38381YZE7 Jun 2023 1,285,761 $1.1M 0.00% ABS-CBDO
2896 CARMX 2023-2 D 6.55% 03/15/27 142921AH8 Jun 2023 1,155,000 $1.1M 0.00% ABS-CBDO
2897 CARNIVAL CORP 4% 08/01/28 143658BQ4 Jun 2023 1,285,000 $1.1M 0.00% DBT
2898 KLA CORP 3.3% 03/01/50 482480AJ9 Jun 2023 1,518,000 $1.1M 0.00% DBT
2899 T/L CSC HOLDINGS 0% 04/15/27 64072UAK8 Jun 2023 1,306,172 $1.1M 0.00% LON
2900 HHT 2019-MAUI B V/R 05/15/21 41975AAC6 Jun 2023 1,155,000 $1.1M 0.00% ABS-CBDO
2901 BLP 2023-IND A V/R 03/15/28 055531AA5 Jun 2023 1,152,000 $1.1M 0.00% ABS-CBDO
2902 PIEDMONT NATURAL 3.5% 06/01/29 720186AL9 Jun 2023 1,252,000 $1.1M 0.00% DBT
2903 GHIT 2022-GRN2 6.8% 10/25/52 38151JAA3 Jun 2023 1,149,301 $1.1M 0.00% ABS-CBDO
2904 T/L KFC HOLDING 0% 03/15/2028 72584DAF1 Jun 2023 1,142,711 $1.1M 0.00% LON
2905 NORTHERN STATES 2.6% 06/01/51 665772CS6 Jun 2023 1,764,000 $1.1M 0.00% DBT
2906 GNMA II P#MA4963 4% 01/20/48 36179TQQ1 Jun 2023 1,177,138 $1.1M 0.00% ABS-MBS
2907 IPALCO ENTERPRI 4.25% 05/01/30 462613AP5 Jun 2023 1,245,000 $1.1M 0.00% DBT
2908 VCAT 2021-NPL1 S/UP 12/26/50 91790CAA4 Jun 2023 1,175,279 $1.1M 0.00% ABS-CBDO
2909 STATE OF ISRAEL 4.5% 04/03/20 46513JB59 Jun 2023 1,400,000 $1.1M 0.00% DBT
2910 JEFFERIES FIN GR 6.5% 01/20/43 472319AM4 Jun 2023 1,125,000 $1.1M 0.00% DBT
2911 T/L OPEN TEXT 0% 08/27/29 N/A Jun 2023 1,119,280 $1.1M 0.00% LON
2912 COLD 2020-ICE5 A V/R 11/15/23 193051AA7 Jun 2023 1,141,252 $1.1M 0.00% ABS-CBDO
2913 NAVSL 2021-EA 2.03% 12/15/28 63942EAB4 Jun 2023 1,680,000 $1.1M 0.00% ABS-CBDO
2914 ARDAGH PKG FIN/ 5.25% 08/15/27 03969AAR1 Jun 2023 1,320,000 $1.1M 0.00% DBT
2915 T/L APPLOVIN CORPOR 0% 8/15/25 03835EAC8 Jun 2023 1,119,237 $1.1M 0.00% LON
2916 APPLE INC 3.85% 05/04/43 037833AL4 Jun 2023 1,250,000 $1.1M 0.00% DBT
2917 CARMX 2022-1 D 2.47% 06/15/27 14317CAG7 Jun 2023 1,235,000 $1.1M 0.00% ABS-CBDO
2918 DTE ELECTRIC CO 3.25% 04/01/51 23338VAP1 Jun 2023 1,541,000 $1.1M 0.00% DBT
2919 NNN REIT INC 4.8% 10/15/48 637417AM8 Jun 2023 1,354,000 $1.1M 0.00% DBT
2920 CARMX 2019-3 D 2.85% 08/15/23 14315PAH8 Jun 2023 1,120,000 $1.1M 0.00% ABS-CBDO
2921 UPBOUND GROUP 6.375% 02/15/29 76009NAL4 Jun 2023 1,250,000 $1.1M 0.00% DBT
2922 UMBS P#AB4311 4% 01/01/42 31417AYH6 Jun 2023 1,153,488 $1.1M 0.00% ABS-MBS
2923 MUNI ELEC AUTH 6.637% 04/01/57 626207YF5 Jun 2023 971,000 $1.1M 0.00% DBT
2924 GOLDEN ST TOBA 2.246% 06/01/29 38122NB35 Jun 2023 1,300,000 $1.1M 0.00% DBT
2925 SASOL FINANCIN 5.875% 03/27/24 80386WAA3 Jun 2023 1,123,000 $1.1M 0.00% DBT
2926 UNITED AIR 2019- 2.9% 05/01/28 90932MAA3 Jun 2023 1,275,659 $1.1M 0.00% DBT
2927 DISH DBS CORP 5.125% 06/01/29 25470XBD6 Jun 2023 2,380,000 $1.1M 0.00% DBT
2928 UMBS P#SB0679 2% 04/01/37 3132CWXG4 Jun 2023 1,245,737 $1.1M 0.00% ABS-MBS
2929 MCMLT 2018-1 A1 V/R 05/25/62 59980VAA9 Jun 2023 1,148,324 $1.1M 0.00% ABS-CBDO
2930 EFMT 2019-2 A1 V/R 11/25/59 31573TAA6 Jun 2023 1,194,666 $1.1M 0.00% ABS-CBDO
2931 UMBS P#CA0858 3.5% 12/01/47 3140Q75U7 Jun 2023 1,189,917 $1.1M 0.00% ABS-MBS
2932 UMBS P#BM4185 4.5% 09/01/46 3140J8UK7 Jun 2023 1,116,134 $1.1M 0.00% ABS-MBS
2933 ENTERPRISE PRODU 3.7% 01/31/51 29379VBY8 Jun 2023 1,429,000 $1.1M 0.00% DBT
2934 UMBS P#SD0080 3% 09/01/49 3132DMCR4 Jun 2023 1,217,331 $1.1M 0.00% ABS-MBS
2935 CASL 2018-A A1 V/R 01/25/30 19423DAA8 Jun 2023 1,107,767 $1.1M 0.00% ABS-CBDO
2936 UNION ELECTRIC 5.45% 03/15/53 906548CW0 Jun 2023 1,068,000 $1.1M 0.00% DBT
2937 ENERGY TRANSFER 3.9% 05/15/24 292480AH3 Jun 2023 1,106,000 $1.1M 0.00% DBT
2938 TAOT 2020-C A3 0.44% 08/15/23 89237VAB5 Jun 2023 1,094,089 $1.1M 0.00% ABS-CBDO
2939 UMBS P#AL9566 3.5% 06/01/46 3138ERTY6 Jun 2023 1,168,336 $1.1M 0.00% ABS-MBS
2940 TAH 2020-SFR1 2.548% 07/17/26 89613GAD8 Jun 2023 1,220,000 $1.1M 0.00% ABS-CBDO
2941 T/L ALLIED UNIVER ZCP 05/12/28 01957TAH0 Jun 2023 1,118,085 $1.1M 0.00% LON
2942 UMBS P#FM8302 4% 03/01/51 3140XCGL6 Jun 2023 1,137,679 $1.1M 0.00% ABS-MBS
2943 RMIT 2021-1 A 1.68% 09/15/25 75907VAA5 Jun 2023 1,170,000 $1.1M 0.00% ABS-CBDO
2944 VERIZON COMMUN 2.987% 10/30/56 92343VFW9 Jun 2023 1,701,000 $1.1M 0.00% DBT
2945 AIR LEASE CORP 3.25% 10/01/29 00914AAE2 Jun 2023 1,245,000 $1.1M 0.00% DBT
2946 MAGNE 2014-8A AR V/R 04/15/31 55952YAP2 Jun 2023 1,080,474 $1.1M 0.00% ABS-CBDO
2947 UMBS P#BM4221 3% 01/01/43 3140J8VP5 Jun 2023 1,186,413 $1.1M 0.00% ABS-MBS
2948 SOUTHWESTERN PUB 4.4% 11/15/48 845743BS1 Jun 2023 1,254,000 $1.1M 0.00% DBT
2949 UMBS P#BV2186 2% 02/01/42 3140MFNC3 Jun 2023 1,266,205 $1.1M 0.00% ABS-MBS
2950 FLORIDA POWER & 3.15% 10/01/49 341081FX0 Jun 2023 1,466,000 $1.1M 0.00% DBT
2951 NASDAQ INC 5.55% 02/15/34 63111XAJ0 Jun 2023 1,064,000 $1.1M 0.00% DBT
2952 CHEC 2004-2 M1 V/R 06/25/34 162765AT8 Jun 2023 1,094,779 $1.1M 0.00% ABS-CBDO
2953 UNIQUE PU 7.395% 03/28/24/GBP/ G8812RAA2 Jun 2023 842,618 $1.1M 0.00% DBT
2954 UMBS P#FM1000 3% 04/01/47 3140X4DE3 Jun 2023 1,192,515 $1.1M 0.00% ABS-MBS
2955 REPUBLIC OF GUAT 6.6% 06/13/36 401494AW9 Jun 2023 1,058,000 $1.1M 0.00% DBT
2956 FGLMC P#C91981 3% 02/01/38 3128P8FW6 Jun 2023 1,153,302 $1.1M 0.00% ABS-MBS
2957 UMBS P#BR7241 2% 04/01/51 3140L6BK9 Jun 2023 1,284,245 $1.1M 0.00% ABS-MBS
2958 MCMLT 2019-1 M1 V/R 10/25/69 59981AAG1 Jun 2023 1,187,812 $1.1M 0.00% ABS-CBDO
2959 PACIFIC GAS & EL 3.5% 08/01/50 694308JJ7 Jun 2023 1,670,000 $1.1M 0.00% DBT
2960 WESTERN MIDSTRE 5.45% 04/01/44 958254AD6 Jun 2023 1,256,000 $1.1M 0.00% DBT
2961 CGMS 2013-4A A1R V/R 01/15/31 14310KAS0 Jun 2023 1,071,118 $1.1M 0.00% ABS-CBDO
2962 AEP TRANSMISSIO 2.75% 08/15/51 00115AAN9 Jun 2023 1,644,000 $1.1M 0.00% DBT
2963 AFRICA FINANCE 3.875% 04/13/24 00830YAB7 Jun 2023 1,085,000 $1.1M 0.00% DBT
2964 NAROT 2020-A A 1.38% 12/16/24 65479MAC0 Jun 2023 1,064,573 $1.1M 0.00% ABS-CBDO
2965 FSMT 2017-2 B1 V/R 10/25/47 33850RAY8 Jun 2023 1,182,815 $1.1M 0.00% ABS-CBDO
2966 SMRT 2022-MINI D V/R 01/15/24 78457JAL6 Jun 2023 1,120,000 $1.1M 0.00% ABS-CBDO
2967 ENERGY TRANSFER 4.4% 03/15/27 292480AK6 Jun 2023 1,105,000 $1.1M 0.00% DBT
2968 UMBS P#MA3467 4% 09/01/48 31418CZ98 Jun 2023 1,108,874 $1.1M 0.00% ABS-MBS
2969 MIAMI-DADE CNT 2.707% 10/01/33 59333P6J2 Jun 2023 1,290,000 $1.1M 0.00% DBT
2970 MFT 2021-2A C 1.5% 03/15/25 57108TAC1 Jun 2023 1,120,000 $1.1M 0.00% ABS-CBDO
2971 NEW YORK CITY N 2.69% 05/01/33 64971XLY2 Jun 2023 1,275,000 $1.1M 0.00% DBT
2972 TAH 2020-SFR1 2.049% 07/17/26 89613GAB2 Jun 2023 1,180,000 $1.1M 0.00% ABS-CBDO
2973 UMBS P#RC1975 1.5% 05/01/36 3133L8FQ3 Jun 2023 1,212,636 $1.1M 0.00% ABS-MBS
2974 AT&T INC 3.1% 02/01/43 00206RKD3 Jun 2023 1,464,000 $1.1M 0.00% DBT
2975 MARRIOTT INTERN 2.75% 10/15/33 571903BH5 Jun 2023 1,322,000 $1.1M 0.00% DBT
2976 REALTY INCOME CO 2.2% 06/15/28 756109BJ2 Jun 2023 1,212,000 $1.0M 0.00% DBT
2977 PMF 2018-2B V/R 03/12/55 /GBP/ G72162AB9 Jun 2023 825,665 $1.0M 0.00% ABS-CBDO
2978 EMPRESAS PUBLI 4.375% 02/15/31 P9379RBC0 Jun 2023 1,400,000 $1.0M 0.00% DBT
2979 UMBS P#BV7243 3% 05/01/52 3140MMBM9 Jun 2023 1,190,095 $1.0M 0.00% ABS-MBS
2980 HGVGI 2019-A A 3.28% 09/26/33 05588UAA0 Jun 2023 1,114,342 $1.0M 0.00% ABS-CBDO
2981 BOEING CO 2.25% 06/15/26 097023BR5 Jun 2023 1,150,000 $1.0M 0.00% DBT
2982 NRZT 2021-NQ1R A V/R 07/25/55 64828BAC5 Jun 2023 1,247,147 $1.0M 0.00% ABS-CBDO
2983 FGLMC P#Q52319 3.5% 11/01/47 3132XUSH9 Jun 2023 1,131,001 $1.0M 0.00% ABS-MBS
2984 UMBS P#FS3221 1.5% 02/01/37 3140XJSK0 Jun 2023 1,199,782 $1.0M 0.00% ABS-MBS
2985 CSMCM 2022-RPL1 V/R 04/25/61 12662JAA0 Jun 2023 1,234,950 $1.0M 0.00% ABS-CBDO
2986 T/L PRE-PAID 0% 12/15/2028 N/A Jun 2023 1,058,927 $1.0M 0.00% LON
2987 JPMMT 2020-INV2 V/R 03/25/42 46652KBM0 Jun 2023 1,223,789 $1.0M 0.00% ABS-CBDO
2988 HLSY 2020-3A A1A V/R 11/30/32 40638UAA7 Jun 2023 1,050,000 $1.0M 0.00% ABS-CBDO
2989 JPMORGAN CHASE & V/R 06/01/29 46647PCJ3 Jun 2023 1,210,000 $1.0M 0.00% DBT
2990 UMBS P#QE3971 3% 06/01/52 3133BDMU6 Jun 2023 1,177,636 $1.0M 0.00% ABS-MBS
2991 UMBS P#FM9452 2% 11/01/51 3140XDQE9 Jun 2023 1,256,954 $1.0M 0.00% ABS-MBS
2992 DEUTSCHE BANK NY V/R 11/16/27 251526CP2 Jun 2023 1,206,000 $1.0M 0.00% DBT
2993 CWALT 2007-OA4 A V/R 05/25/47 02150DAA3 Jun 2023 1,209,702 $1.0M 0.00% ABS-CBDO
2994 AVOLON HOLDINGS 5.5% 01/15/26 05401AAK7 Jun 2023 1,069,000 $1.0M 0.00% DBT
2995 UMBS P#MA4979 5.5% 04/01/53 31418EQ94 Jun 2023 1,040,441 $1.0M 0.00% ABS-MBS
2996 UMBS P#BY0557 5.5% 05/01/53 3140NGTP5 Jun 2023 1,034,656 $1.0M 0.00% ABS-MBS
2997 FGLMC P#G08794 4.5% 12/01/47 3128MJ3C2 Jun 2023 1,049,568 $1.0M 0.00% ABS-MBS
2998 SABINE PASS LIQU 5.9% 09/15/37 785592AY2 Jun 2023 1,016,000 $1.0M 0.00% DBT
2999 FGLMC P#G08849 5% 11/01/48 3128MJ5K2 Jun 2023 1,032,244 $1.0M 0.00% ABS-MBS
3000 GNMA II P#AA6054 3% 02/20/43 36178DWP2 Jun 2023 1,144,687 $1.0M 0.00% ABS-MBS
3001 HPA 2019-2 D 3.121% 10/19/27 43732TAG6 Jun 2023 1,189,845 $1.0M 0.00% ABS-CBDO
3002 UNITEDHEALTH G 3.875% 12/15/28 91324PDP4 Jun 2023 1,070,000 $1.0M 0.00% DBT
3003 BDS 2022-FL12 A V/R 08/19/38 07336CAA1 Jun 2023 1,030,000 $1.0M 0.00% ABS-CBDO
3004 T/L NORTONLIFEL 0% 9/12/29 N/A Jun 2023 1,028,405 $1.0M 0.00% LON
3005 INTEL CORP 3.2% 08/12/61 458140BX7 Jun 2023 1,574,000 $1.0M 0.00% DBT
3006 KINDER MORGAN ENER 5% 03/01/43 494550BP0 Jun 2023 1,186,000 $1.0M 0.00% DBT
3007 EDVES 2022-A A 5.25% 04/25/30 28165AAA7 Jun 2023 1,056,472 $1.0M 0.00% ABS-CBDO
3008 REPUBLIC OF SOU 4.85% 09/30/29 836205BA1 Jun 2023 1,158,000 $1.0M 0.00% DBT
3009 NORFOLK SOUTHER 4.55% 06/01/53 655844CP1 Jun 2023 1,125,000 $1.0M 0.00% DBT
3010 UMBS P#FS3715 6% 01/01/53 3140XKDV9 Jun 2023 991,430 $1.0M 0.00% ABS-MBS
3011 MSC 2011-C2 E V/R 06/15/21 617459AK8 Jun 2023 1,415,000 $1.0M 0.00% ABS-CBDO
3012 UMBS P#BY2967 5.5% 05/01/53 3140NKJM4 Jun 2023 1,016,421 $1.0M 0.00% ABS-MBS
3013 GNMA II P#MA5530 5% 10/20/48 36179UEB4 Jun 2023 1,015,886 $1.0M 0.00% ABS-MBS
3014 UMBS P#CA5933 2% 06/01/35 3140QDSX3 Jun 2023 1,132,352 $1.0M 0.00% ABS-MBS
3015 COX COMMUNICATI 3.15% 08/15/24 224044CH8 Jun 2023 1,043,000 $1.0M 0.00% DBT
3016 ENERGY TRANSFER 5.5% 06/01/27 29278NAN3 Jun 2023 1,013,000 $1.0M 0.00% DBT
3017 SMB 2017-B A2A 2.82% 07/15/26 83189DAB6 Jun 2023 1,056,415 $1.0M 0.00% ABS-CBDO
3018 VERIZON COMMUNI 5.85% 09/15/35 92344GAX4 Jun 2023 974,000 $1.0M 0.00% DBT
3019 OBX 2020-INV1 A5 V/R 12/25/49 67113CAE6 Jun 2023 1,133,855 $1.0M 0.00% ABS-CBDO
3020 UMBS P#AV0703 4% 12/01/43 3138XBX90 Jun 2023 1,042,541 $1.0M 0.00% ABS-MBS
3021 UMBS P#SD2598 6% 03/01/53 3132DP3F3 Jun 2023 991,672 $1.0M 0.00% ABS-MBS
3022 UMBS P#FM5499 3% 02/01/49 3140X9DD4 Jun 2023 1,115,089 $998K 0.00% ABS-MBS
3023 PLAINS ALL AMER 4.3% 01/31/43 72650RBC5 Jun 2023 1,335,000 $998K 0.00% DBT
3024 TURK IHRACAT KR 8.25% 01/24/24 90015LAF4 Jun 2023 1,000,000 $997K 0.00% DBT
3025 PETROLEOS MEXIC 7.69% 01/23/50 71654QDD1 Jun 2023 1,470,000 $996K 0.00% DBT
3026 UMBS P#BM3207 3% 12/01/32 3140J7R56 Jun 2023 1,058,519 $996K 0.00% ABS-MBS
3027 CRELT 2006-1A D V/R 01/20/37 140560AE3 Jun 2023 1,200,000 $996K 0.00% ABS-CBDO
3028 HPA 2019-1 D 3.406% 09/17/27 43731QAG3 Jun 2023 1,133,030 $996K 0.00% ABS-CBDO
3029 UMBS P#QG2198 5.5% 05/01/53 3133C2NP9 Jun 2023 998,929 $994K 0.00% ABS-MBS
3030 ICAHN ENTERPRI 4.375% 02/01/29 451102CC9 Jun 2023 1,265,000 $994K 0.00% DBT
3031 UMBS P#CB0622 1.5% 05/01/36 3140QKVQ8 Jun 2023 1,141,441 $993K 0.00% ABS-MBS
3032 AON CORP/AON GLO 3.9% 02/28/52 03740LAE2 Jun 2023 1,262,000 $990K 0.00% DBT
3033 BRIXMOR OPERATI 3.85% 02/01/25 11120VAA1 Jun 2023 1,035,000 $990K 0.00% DBT
3034 OCT16 2013-1A A1 V/R 07/17/30 67590BAQ3 Jun 2023 1,000,000 $989K 0.00% ABS-CBDO
3035 SYMP 2016-17A AR V/R 04/15/28 87165UAN1 Jun 2023 993,770 $989K 0.00% ABS-CBDO
3036 PORT AUTH OF NE 4.96% 08/01/46 73358WRP1 Jun 2023 1,010,000 $988K 0.00% DBT
3037 CGMS 2014-1A A1R V/R 04/17/31 14310MAW7 Jun 2023 996,969 $988K 0.00% ABS-CBDO
3038 HBCT 2015-HB7 3.914% 08/05/22 44422PAU6 Jun 2023 1,140,000 $986K 0.00% ABS-CBDO
3039 EATON 2014-1RA A V/R 07/15/30 27830TAC9 Jun 2023 1,000,000 $986K 0.00% ABS-CBDO
3040 UMBS P#MA3468 4.5% 09/01/48 31418C2A1 Jun 2023 1,008,648 $986K 0.00% ABS-MBS
3041 UMBS P#BN9004 2% 03/01/51 3140JSAE9 Jun 2023 1,191,280 $984K 0.00% ABS-MBS
3042 UMBS P#SB0469 2.5% 01/01/36 3132CWQW7 Jun 2023 1,075,221 $984K 0.00% ABS-MBS
3043 ENTERGY MISSISS 2.85% 06/01/28 29364NAT5 Jun 2023 1,098,000 $984K 0.00% DBT
3044 ICAHN ENTERPRI 6.375% 12/15/25 451102BQ9 Jun 2023 1,058,000 $984K 0.00% DBT
3045 T/L HORIZON 0% 05/22/2026 44055UAC9 Jun 2023 985,000 $983K 0.00% LON
3046 DUKE ENERGY PRO 5.35% 03/15/53 26442UAR5 Jun 2023 977,000 $983K 0.00% DBT
3047 UMBS P#MA3960 3% 03/01/50 31418DMJ8 Jun 2023 1,106,250 $981K 0.00% ABS-MBS
3048 N/A N/A Jun 2023 1 $979K 0.00% DFE
3049 UMBS P#SD7528 2% 11/01/50 3132DVLH6 Jun 2023 1,184,731 $979K 0.00% ABS-MBS
3050 MOODY'S CORPORAT 3.1% 11/29/61 615369AX3 Jun 2023 1,491,000 $978K 0.00% DBT
3051 FRONTIER COMMUN 8.75% 05/15/30 35908MAD2 Jun 2023 1,000,000 $977K 0.00% DBT
3052 GLM 2021-10A A V/R 07/20/34 38138TAC5 Jun 2023 1,000,000 $977K 0.00% ABS-CBDO
3053 GNMA II P#MA4383 4% 04/20/47 36179S2Q9 Jun 2023 1,015,353 $974K 0.00% ABS-MBS
3054 TARGA RESOURCES 6.5% 02/15/53 87612GAD3 Jun 2023 953,000 $973K 0.00% DBT
3055 JPMCC 2021-MHC C V/R 04/15/26 466330AJ6 Jun 2023 1,000,000 $973K 0.00% ABS-CBDO
3056 GNMA II P#MA3663 3.5% 05/20/46 36179SB89 Jun 2023 1,036,943 $972K 0.00% ABS-MBS
3057 DTE ELECTRIC CO 3.75% 08/15/47 23338VAG1 Jun 2023 1,237,000 $972K 0.00% DBT
3058 CVS HEALTH CORP 5% 01/30/29 126650DW7 Jun 2023 981,000 $972K 0.00% DBT
3059 UMBS P#BX4207 5% 01/01/53 3140N8U97 Jun 2023 990,947 $971K 0.00% ABS-MBS
3060 HUNGARY 5.25% 06/16/29 X93622GH9 Jun 2023 1,000,000 $971K 0.00% DBT
3061 GNMA II P#MA5195 5.5% 05/20/48 36179TXY6 Jun 2023 956,370 $971K 0.00% ABS-MBS
3062 TPMT 2019-4 M1 V/R 11/25/33 89178BAC8 Jun 2023 1,155,000 $970K 0.00% ABS-CBDO
3063 OMFIT 2018-2A 4.04% 12/14/24 68269CAC0 Jun 2023 1,015,000 $968K 0.00% ABS-CBDO
3064 HEALTHCARE RLT 3.625% 01/15/28 42225UAK0 Jun 2023 1,092,000 $966K 0.00% DBT
3065 CLECO POWER LLC 6% 12/01/40 185508AG3 Jun 2023 1,000,000 $966K 0.00% DBT
3066 UMBS P#FM4874 2.5% 11/01/50 3140X8MY0 Jun 2023 1,117,411 $966K 0.00% ABS-MBS
3067 CHARTER COMM O 6.834% 10/23/55 161175BC7 Jun 2023 1,022,000 $963K 0.00% DBT
3068 AUTONATION INC 4.75% 06/01/30 05329WAQ5 Jun 2023 1,030,000 $963K 0.00% DBT
3069 AERCAP IRELAND 5.75% 06/06/28 00774MBC8 Jun 2023 971,000 $963K 0.00% DBT
3070 UMBS P#SD8310 6.5% 03/01/53 3132DWGT4 Jun 2023 943,012 $963K 0.00% ABS-MBS
3071 UMBS P#BF0198 4% 11/01/40 3140FXGG1 Jun 2023 1,010,134 $961K 0.00% ABS-MBS
3072 T/L PRIME SECU 0% 9/23/2026 N/A Jun 2023 961,042 $960K 0.00% LON
3073 VOLCAN CIA MIN 4.375% 02/11/26 92863UAB2 Jun 2023 1,290,000 $959K 0.00% DBT
3074 UMBS P#BW3384 3% 07/01/52 3140MUXN5 Jun 2023 1,085,772 $956K 0.00% ABS-MBS
3075 TITULOS DE 5.75% 11/03/27/COP/ P6S32JT83 Jun 2023 4,631,000,000 $955K 0.00% DBT
3076 ACLO 3A AR V/R 04/16/30 /EUR/ N/A Jun 2023 892,240 $954K 0.00% ABS-CBDO
3077 NAVSL 2018-BA 3.61% 09/15/26 63940QAB9 Jun 2023 988,510 $953K 0.00% ABS-CBDO
3078 UMBS P#MA4492 2% 12/01/51 31418D7E6 Jun 2023 1,166,365 $952K 0.00% ABS-MBS
3079 UMBS P#MA1146 4% 08/01/42 31418AHY7 Jun 2023 990,468 $950K 0.00% ABS-MBS
3080 UMBS P#BV9701 3% 06/01/52 3140MPX71 Jun 2023 1,073,984 $946K 0.00% ABS-MBS
3081 SOFI 2017-A C V/R 12/25/25 83404FAE4 Jun 2023 1,030,000 $945K 0.00% ABS-CBDO
3082 MSBAM 2014-C1 3.741% 07/15/24 61763UAZ5 Jun 2023 974,000 $944K 0.00% ABS-CBDO
3083 PACIFIC GAS & EL 4.6% 06/15/43 694308HD2 Jun 2023 1,248,000 $944K 0.00% DBT
3084 FGLMC P#G08784 3.5% 10/01/47 3128MJ2S8 Jun 2023 1,016,507 $940K 0.00% ABS-MBS
3085 ALLIANT HOLD / 6.75% 10/15/27 01883LAA1 Jun 2023 1,000,000 $940K 0.00% DBT
3086 UMBS P#MA3125 3% 09/01/32 31418CPK4 Jun 2023 998,163 $939K 0.00% ABS-MBS
3087 UMBS P#FM1445 3% 08/01/49 3140X4TB2 Jun 2023 1,048,011 $939K 0.00% ABS-MBS
3088 ARCHROCK PARTNE 6.25% 04/01/28 03959KAC4 Jun 2023 1,000,000 $939K 0.00% DBT
3089 CENTERPOINT ENER 3.6% 03/01/52 15189XAY4 Jun 2023 1,205,000 $935K 0.00% DBT
3090 GNMA II P#MA5466 4% 09/20/48 36179UCB6 Jun 2023 976,622 $932K 0.00% ABS-MBS
3091 UMBS P#BM5787 4% 08/01/47 3140JAND6 Jun 2023 971,019 $928K 0.00% ABS-MBS
3092 GNMA II P#AL1773 3.5% 01/20/45 36183W6J6 Jun 2023 990,349 $928K 0.00% ABS-MBS
3093 HORZN 2019-1 3.721% 07/15/26 44040HAA0 Jun 2023 1,085,305 $927K 0.00% ABS-CBDO
3094 OBX 2020-EXP1 1A V/R 02/25/60 67448TAP0 Jun 2023 1,054,011 $924K 0.00% ABS-CBDO
3095 PROG 2021-SFR 2.811% 11/17/28 74333QAJ4 Jun 2023 1,130,000 $922K 0.00% ABS-CBDO
3096 EQUITABLE FINANC 1.7% 11/12/26 29449WAL1 Jun 2023 1,055,000 $920K 0.00% DBT
3097 NEW YORK LIFE G 2.35% 07/14/26 64952WCH4 Jun 2023 1,000,000 $919K 0.00% DBT
3098 AERCAP IRELAND C 3.5% 01/15/25 00774MAC9 Jun 2023 958,000 $917K 0.00% DBT
3099 LMAT 2020-SL1 A S/UP 01/25/60 52475KAA0 Jun 2023 922,747 $914K 0.00% ABS-CBDO
3100 BBUBS 2012-TF 2.892% 06/05/20 05490AAA1 Jun 2023 979,531 $913K 0.00% ABS-CBDO
3101 CMLTI 2020-EXP2 V/R 08/25/50 17328PAX1 Jun 2023 1,123,348 $913K 0.00% ABS-CBDO
3102 CVS HEALTH CORP AMRTZ 6.036%28 126650BP4 Jun 2023 920,640 $913K 0.00% DBT
3103 UMBS P#AL9385 3% 11/01/46 3138ERNB2 Jun 2023 1,019,928 $913K 0.00% ABS-MBS
3104 MCMLT 2019-GS1 M V/R 07/25/59 59981BAH7 Jun 2023 1,115,000 $913K 0.00% ABS-CBDO
3105 UMBS P#AZ0814 3.5% 07/01/45 3138YR3Y2 Jun 2023 980,271 $912K 0.00% ABS-MBS
3106 THERMO FISHER S 4.95% 11/21/32 883556CU4 Jun 2023 895,000 $911K 0.00% DBT
3107 UMBS P#AZ4779 4% 10/01/45 3138YWJZ1 Jun 2023 963,384 $911K 0.00% ABS-MBS
3108 RASC 2005-KS10 M V/R 11/25/35 75405WAF9 Jun 2023 917,845 $911K 0.00% ABS-CBDO
3109 UMBS P#AL9412 3% 11/01/36 3138ERN63 Jun 2023 984,626 $911K 0.00% ABS-MBS
3110 GLOBAL PAYMENTS 2.15% 01/15/27 37940XAG7 Jun 2023 1,022,000 $908K 0.00% DBT
3111 NRZT 2020-NQM1 A V/R 02/25/25 64830VAA1 Jun 2023 1,009,215 $908K 0.00% ABS-CBDO
3112 GLP CAPITAL LP / F 4% 01/15/31 361841AQ2 Jun 2023 1,050,000 $908K 0.00% DBT
3113 UMBS P#AS8649 3% 01/01/47 3138WJTF5 Jun 2023 1,014,613 $908K 0.00% ABS-MBS
3114 REGENCY CENTER 4.125% 03/15/28 75884RAX1 Jun 2023 970,000 $906K 0.00% DBT
3115 SAST 2006-1 M1 V/R 03/25/36 80556UAF0 Jun 2023 953,105 $905K 0.00% ABS-CBDO
3116 UMBS P#AS8552 3% 12/01/36 3138WJQE1 Jun 2023 979,082 $904K 0.00% ABS-MBS
3117 UMBS P#BQ1348 3% 08/01/50 3140KLQA3 Jun 2023 1,019,910 $902K 0.00% ABS-MBS
3118 UMBS P#QE5946 3.5% 06/01/52 3133BFTB6 Jun 2023 988,990 $902K 0.00% ABS-MBS
3119 FIFTH THIRD BAN 2.55% 05/05/27 316773DA5 Jun 2023 1,020,000 $901K 0.00% DBT
3120 MARRIOTT INTER 4.625% 06/15/30 571903BE2 Jun 2023 940,000 $900K 0.00% DBT
3121 SAUDI INTERNATI 3.25% 10/22/30 M6320UBB4 Jun 2023 990,000 $897K 0.00% DBT
3122 US AIRWAYS 201 7.125% 10/22/23 903436AA1 Jun 2023 899,684 $897K 0.00% DBT
3123 UMBS P#QE2592 3.5% 05/01/52 3133BB2Z1 Jun 2023 983,511 $897K 0.00% ABS-MBS
3124 CWL 2006-BC1 M3 V/R 04/25/36 126670XT0 Jun 2023 1,000,000 $894K 0.00% ABS-CBDO
3125 UMBS P#QE4224 3% 06/01/52 3133BDVR3 Jun 2023 1,014,737 $894K 0.00% ABS-MBS
3126 UMBS P#QE5714 3.5% 07/01/52 3133BFK33 Jun 2023 979,892 $893K 0.00% ABS-MBS
3127 T/L SCIENTIFIC 0% 04/14/29 N/A Jun 2023 895,459 $893K 0.00% LON
3128 MABS 2004-WMC1 M V/R 02/25/34 57643LCW4 Jun 2023 892,008 $890K 0.00% ABS-CBDO
3129 BALTIMORE GAS & 2.9% 06/15/50 059165EM8 Jun 2023 1,333,000 $889K 0.00% DBT
3130 CZECH REPUBLI 5% 09/30/30/CZK/ N/A Jun 2023 18,740,000 $889K 0.00% DBT
3131 AT&T INC 3.65% 06/01/51 00206RKA9 Jun 2023 1,210,000 $888K 0.00% DBT
3132 UMBS P#AB1854 4.5% 11/01/40 31416XBY5 Jun 2023 899,062 $888K 0.00% ABS-MBS
3133 FNR 2018-86 JA 4% 05/25/47 3136B3SX9 Jun 2023 928,281 $887K 0.00% ABS-CBDO
3134 HEALTHCARE RLTY 2.05% 03/15/31 42225UAM6 Jun 2023 1,183,000 $887K 0.00% DBT
3135 FWLS 2017-SC01 M V/R 03/25/23 3137G1BM8 Jun 2023 929,151 $887K 0.00% ABS-CBDO
3136 PORT AUTH OF N 5.647% 11/01/40 73358WCX0 Jun 2023 825,000 $886K 0.00% DBT
3137 UMBS P#890696 3% 09/01/30 31410LRR5 Jun 2023 928,008 $884K 0.00% ABS-MBS
3138 GSAMP 2007-FM2 A V/R 01/25/37 3622MHAB2 Jun 2023 1,528,855 $883K 0.00% ABS-CBDO
3139 PROG 2023-SFR1 4.65% 03/09/28 74334FAE8 Jun 2023 950,000 $883K 0.00% ABS-CBDO
3140 UMBS P#MA1607 3% 10/01/33 31418AYD4 Jun 2023 942,055 $881K 0.00% ABS-MBS
3141 ENTERPRISE PRODU 3.3% 02/15/53 29379VCB7 Jun 2023 1,234,000 $881K 0.00% DBT
3142 HARBR 1 A1 V/R 01/28/54 /GBP/ G4388RAB3 Jun 2023 698,230 $879K 0.00% ABS-CBDO
3143 GRAY OAK PIPELI 3.45% 10/15/27 38937LAB7 Jun 2023 983,000 $878K 0.00% DBT
3144 FFML 2004-FF7 M5 V/R 09/25/34 32027NLE9 Jun 2023 854,074 $878K 0.00% ABS-CBDO
3145 CSMC 2021-BHAR A V/R 11/15/23 12659VAA8 Jun 2023 896,000 $877K 0.00% ABS-CBDO
3146 EIG PEARL HOLD 4.387% 11/30/46 28249NAB7 Jun 2023 1,119,000 $876K 0.00% DBT
3147 AMER AIRLINE 17- 3.7% 10/15/25 02377DAA0 Jun 2023 932,074 $876K 0.00% DBT
3148 GNMA II P#MA4511 4% 06/20/47 36179TAL9 Jun 2023 909,055 $873K 0.00% ABS-MBS
3149 UMBS P#BM5049 4% 02/01/47 3140J9TF8 Jun 2023 910,741 $870K 0.00% ABS-MBS
3150 DUKE ENERGY PROG 3.6% 09/15/47 26442UAE4 Jun 2023 1,135,000 $869K 0.00% DBT
3151 US AIRWAYS 2013 3.95% 11/15/25 90346WAA1 Jun 2023 930,955 $868K 0.00% DBT
3152 T/L ZAYO GROUP HOL 0% 03/09/27 N/A Jun 2023 1,100,156 $868K 0.00% LON
3153 CREDIT SUISSE 0.495% 02/02/24 22550L2E0 Jun 2023 902,000 $868K 0.00% DBT
3154 GNMA II P#MA4838 4% 11/20/47 36179TLT0 Jun 2023 903,018 $867K 0.00% ABS-MBS
3155 UMBS P#BD8463 3% 11/01/46 3140FGMM8 Jun 2023 968,201 $866K 0.00% ABS-MBS
3156 JPMCC 2018-WP 4.247% 07/05/23 46645WAU7 Jun 2023 965,000 $866K 0.00% ABS-CBDO
3157 BBIRD 2016-1A A V/R 12/15/24 09228YAB8 Jun 2023 941,293 $866K 0.00% ABS-CBDO
3158 MERCEDES-BENZ F 2.45% 03/02/31 233851ED2 Jun 2023 1,015,000 $863K 0.00% DBT
3159 UMBS P#QE2320 3% 04/01/52 3133BBSH3 Jun 2023 979,004 $862K 0.00% ABS-MBS
3160 UMBS P#BW1734 3% 05/01/52 3140MS4U6 Jun 2023 977,839 $862K 0.00% ABS-MBS
3161 UMBS P#FM5305 2% 12/01/50 3140X83P0 Jun 2023 1,043,078 $862K 0.00% ABS-MBS
3162 UMBS P#BO7256 3% 01/01/35 3140K3B27 Jun 2023 919,157 $860K 0.00% ABS-MBS
3163 T/L RENAISSANCE 0% 05/30/2025 75972JAB0 Jun 2023 871,057 $859K 0.00% LON
3164 UMBS P#QE5484 3% 07/01/52 3133BFCV0 Jun 2023 974,369 $858K 0.00% ABS-MBS
3165 UMBS P#MA4699 3.5% 08/01/52 31418EGH7 Jun 2023 941,273 $858K 0.00% ABS-MBS
3166 RETAIL OPPORTUNITY 4% 12/15/24 76132FAB3 Jun 2023 895,000 $857K 0.00% DBT
3167 AETNA INC 4.75% 03/15/44 00817YAP3 Jun 2023 966,000 $856K 0.00% DBT
3168 GARTNER INC 3.625% 06/15/29 366651AG2 Jun 2023 970,000 $854K 0.00% DBT
3169 MSBAM 2013-C12 C V/R 09/15/23 61762XAZ0 Jun 2023 900,000 $854K 0.00% ABS-CBDO
3170 COMM 2016-787S C V/R 02/10/26 12635WAG2 Jun 2023 1,000,000 $854K 0.00% ABS-CBDO
3171 NRZT 2021-NQ1R A V/R 07/25/55 64828BAB7 Jun 2023 1,015,120 $853K 0.00% ABS-CBDO
3172 JPMMT 2019-INV3 V/R 06/01/42 46591LAC5 Jun 2023 967,355 $853K 0.00% ABS-CBDO
3173 UMBS P#AL8571 5.5% 03/01/40 3138ETQZ2 Jun 2023 833,350 $853K 0.00% ABS-MBS
3174 UMBS P#AL9371 3% 10/01/46 3138ERMV9 Jun 2023 951,502 $852K 0.00% ABS-MBS
3175 UMBS P#BV2451 3% 06/01/52 3140MFWM1 Jun 2023 967,807 $852K 0.00% ABS-MBS
3176 NEW YORK ST DO 5.289% 03/15/33 6499022E2 Jun 2023 830,000 $852K 0.00% DBT
3177 NAVSL 2015-AA A3 V/R 07/15/24 63939EAD5 Jun 2023 850,000 $852K 0.00% ABS-CBDO
3178 UMBS P#QE4233 3.5% 06/01/52 3133BDV28 Jun 2023 933,411 $851K 0.00% ABS-MBS
3179 UMBS P#BV7238 3% 05/01/52 3140MMBG2 Jun 2023 964,393 $849K 0.00% ABS-MBS
3180 SCLP 2021-1 D 2.04% 09/25/30 83407CAD0 Jun 2023 925,000 $849K 0.00% ABS-CBDO
3181 CSMCM 2021-RP 3.777% 10/27/61 12658QAA0 Jun 2023 1,137,225 $849K 0.00% ABS-CBDO
3182 AJAXM 2021-F A V/R 06/25/61 00971FAA9 Jun 2023 943,316 $846K 0.00% ABS-CBDO
3183 AIR CANADA 2015-2B 5% 12/15/23 009088AC9 Jun 2023 851,074 $846K 0.00% DBT
3184 SANDS CHINA LTD 4.3% 01/08/26 80007RAK1 Jun 2023 900,000 $846K 0.00% DBT
3185 UMBS P#SD0935 3% 04/01/52 3132DNBC6 Jun 2023 960,011 $846K 0.00% ABS-MBS
3186 T/L MH SUB I LLC 0% 04/25/28 N/A Jun 2023 883,120 $846K 0.00% LON
3187 BECTON DICKINS 3.363% 06/06/24 075887BV0 Jun 2023 864,000 $845K 0.00% DBT
3188 MOODY'S CORPORA 4.25% 02/01/29 615369AP0 Jun 2023 878,000 $845K 0.00% DBT
3189 DRSLF 2013-30A A V/R 11/15/28 26249BAQ4 Jun 2023 852,077 $844K 0.00% ABS-CBDO
3190 UMBS P#CB3410 3% 03/01/52 3140QNYG1 Jun 2023 958,650 $844K 0.00% ABS-MBS
3191 UMBS P#AS8299 3% 11/01/46 3138WJGH5 Jun 2023 942,598 $844K 0.00% ABS-MBS
3192 SOUTHERN NATURAL 4.8% 03/15/47 84346LAA8 Jun 2023 1,000,000 $843K 0.00% DBT
3193 VALVOLINE INC 3.625% 06/15/31 92047WAG6 Jun 2023 1,036,000 $842K 0.00% DBT
3194 ECOPETROL SA 6.875% 04/29/30 279158AN9 Jun 2023 923,000 $842K 0.00% DBT
3195 GSTNE 2019-FL2 A V/R 08/15/23 39809LAA2 Jun 2023 856,323 $841K 0.00% ABS-CBDO
3196 UMBS P#MA1463 3.5% 06/01/43 31418ATV0 Jun 2023 904,142 $841K 0.00% ABS-MBS
3197 UMBS P#MA2956 3% 04/01/47 31418CJA3 Jun 2023 940,038 $841K 0.00% ABS-MBS
3198 NAVSL 2018-DA A2A 4% 01/15/28 63940UAB0 Jun 2023 881,446 $840K 0.00% ABS-CBDO
3199 GNMA II P#MA3310 3.5% 12/20/45 36179RVB2 Jun 2023 899,610 $840K 0.00% ABS-MBS
3200 UMBS P#QE2333 3% 05/01/52 3133BBSW0 Jun 2023 953,184 $839K 0.00% ABS-MBS
3201 GILEAD SCIENCES 4.15% 03/01/47 375558BK8 Jun 2023 967,000 $839K 0.00% DBT
3202 T/L WILLIAM MORRIS 0% 05/18/25 96925HAF9 Jun 2023 841,845 $839K 0.00% LON
3203 INDONESIA G 7.5% 05/15/38/IDR/ Y6S86ZGS2 Jun 2023 11,601,000,000 $839K 0.00% DBT
3204 CREDIT SUISSE N 4.75% 08/09/24 22550L2J9 Jun 2023 858,000 $839K 0.00% DBT
3205 UMBS P#BV5578 3% 05/01/52 3140MKFU1 Jun 2023 951,587 $838K 0.00% ABS-MBS
3206 MCMLT 2018-3 A1 V/R 08/25/58 59980XAC1 Jun 2023 877,702 $837K 0.00% ABS-CBDO
3207 AESOP 2023-2A 6.03% 10/20/26 05377RGL2 Jun 2023 850,000 $836K 0.00% ABS-CBDO
3208 CHARTER COMM O 5.375% 04/01/38 161175BM5 Jun 2023 980,000 $835K 0.00% DBT
3209 DUKE ENERGY PROG 4.2% 08/15/45 26442UAB0 Jun 2023 1,000,000 $832K 0.00% DBT
3210 BANK OF AMERICA 4.45% 03/03/26 06051GFU8 Jun 2023 855,000 $831K 0.00% DBT
3211 UMBS P#CA9432 2% 03/01/36 3140QHPS8 Jun 2023 936,995 $831K 0.00% ABS-MBS
3212 VSTA 2020-2 A1 V/R 10/25/25 92838TAA9 Jun 2023 936,899 $830K 0.00% ABS-CBDO
3213 MCMLT 2021-NMR1 V/R 11/25/60 59982HAH3 Jun 2023 1,000,000 $830K 0.00% ABS-CBDO
3214 GNMA II P#MA4901 4% 12/20/47 36179TNS0 Jun 2023 862,828 $828K 0.00% ABS-MBS
3215 AVOLON HOLDING 4.375% 05/01/26 05401AAG6 Jun 2023 886,000 $828K 0.00% DBT
3216 DISCOVER BANK 4.65% 09/13/28 25466AAP6 Jun 2023 891,000 $827K 0.00% DBT
3217 N/A N/A Jun 2023 1 $826K 0.00% DIR
3218 PROG 2021-SFR 2.409% 05/17/26 74333EAE2 Jun 2023 955,000 $825K 0.00% ABS-CBDO
3219 PORT AUTH OF N 4.926% 10/01/51 73358WEK6 Jun 2023 825,000 $825K 0.00% DBT
3220 TPMT 2018-4 A2 V/R 06/25/58 89175TAB4 Jun 2023 1,015,000 $823K 0.00% ABS-CBDO
3221 SEAGATE HDD CA 9.625% 12/01/32 81180WBG5 Jun 2023 745,875 $823K 0.00% DBT
3222 JPMMT 2015-1 B4 V/R 08/25/19 46643UDR7 Jun 2023 860,710 $822K 0.00% ABS-CBDO
3223 OHIO POWER COMPA 6.6% 02/15/33 677415CF6 Jun 2023 760,000 $821K 0.00% DBT
3224 UMBS P#CB2863 2.5% 02/01/52 3140QNFD9 Jun 2023 949,934 $821K 0.00% ABS-MBS
3225 PROG 2021-SFR7 2.64% 08/17/28 74333PAL1 Jun 2023 1,035,000 $820K 0.00% ABS-CBDO
3226 SESAC 2022-1 A2 5.5% 07/25/26 78396YAB9 Jun 2023 872,408 $819K 0.00% ABS-CBDO
3227 CENTERPOINT ENE 3.35% 04/01/51 15189XAW8 Jun 2023 1,097,000 $818K 0.00% DBT
3228 ALLIANT ENERGY F 1.4% 03/15/26 01882YAC0 Jun 2023 925,000 $818K 0.00% DBT
3229 BOCA 2022-BOCA A V/R 05/15/27 05592LAA4 Jun 2023 824,019 $818K 0.00% ABS-CBDO
3230 BAT CAPITAL COR 4.39% 08/15/37 05526DBD6 Jun 2023 1,020,000 $816K 0.00% DBT
3231 COMCAST CORP 3.25% 11/01/39 20030NCY5 Jun 2023 1,028,000 $815K 0.00% DBT
3232 UMBS P#AS5175 3.5% 06/01/45 3138WEXD6 Jun 2023 873,640 $813K 0.00% ABS-MBS
3233 NORTHERN STATES PW 4% 08/15/45 665772CN7 Jun 2023 1,000,000 $813K 0.00% DBT
3234 PUBLIC SERVICE E 3.6% 12/01/47 74456QBT2 Jun 2023 1,035,000 $813K 0.00% DBT
3235 COMCAST CORP 2.887% 11/01/51 20030NDS7 Jun 2023 1,211,000 $812K 0.00% DBT
3236 UMBS P#SB0222 3% 11/01/34 3132CWG73 Jun 2023 866,613 $812K 0.00% ABS-MBS
3237 UMBS P#QD8967 3% 03/01/52 3133B66C9 Jun 2023 921,230 $811K 0.00% ABS-MBS
3238 PENNSYLVANIA EL 5.15% 03/30/26 708696CA5 Jun 2023 820,000 $808K 0.00% DBT
3239 CSX CORP 4.5% 03/15/49 126408HP1 Jun 2023 902,000 $806K 0.00% DBT
3240 UMBS P#SD0783 2% 12/01/51 3132DM2Q7 Jun 2023 979,190 $806K 0.00% ABS-MBS
3241 NRZT 2019-NQM5 A V/R 11/25/59 64830PAA4 Jun 2023 912,267 $805K 0.00% ABS-CBDO
3242 NORTHWEST FIBER 4.75% 04/30/27 667449AD4 Jun 2023 909,000 $803K 0.00% DBT
3243 DEUTSCHE BANK NY V/R 11/24/26 251526CE7 Jun 2023 900,000 $801K 0.00% DBT
3244 UMBS P#SB0510 1.5% 04/01/36 3132CWR71 Jun 2023 915,458 $797K 0.00% ABS-MBS
3245 WASTE MANAGEMEN 2.95% 06/01/41 94106LBR9 Jun 2023 1,074,000 $796K 0.00% DBT
3246 MF1 2022-FL10 A V/R 09/17/37 55285BAA3 Jun 2023 793,000 $795K 0.00% ABS-CBDO
3247 MAPSL 2019-1A 4.458% 03/15/26 55283LAA3 Jun 2023 889,318 $795K 0.00% ABS-CBDO
3248 UMBS P#CB0428 2% 05/01/36 3140QKPN2 Jun 2023 893,099 $793K 0.00% ABS-MBS
3249 FGLMC P#G18670 3% 12/01/32 3128MMW82 Jun 2023 839,936 $792K 0.00% ABS-MBS
3250 SOUTHERN CAL ED 2.85% 08/01/29 842400GS6 Jun 2023 905,000 $791K 0.00% DBT
3251 GNR 2021-83 PI 3% 05/20/51 38382QQP8 Jun 2023 5,457,587 $790K 0.00% ABS-CBDO
3252 SRFC 2019-2A C 3.12% 03/20/26 82652MAC4 Jun 2023 822,199 $789K 0.00% ABS-CBDO
3253 NAVSL 2014-AA A3 V/R 04/15/25 63939CAD9 Jun 2023 789,611 $789K 0.00% ABS-CBDO
3254 UMBS P#FM6149 2% 02/01/36 3140X9ZP3 Jun 2023 882,056 $787K 0.00% ABS-MBS
3255 UMBS P#AL9106 4.5% 02/01/46 3138ERDL1 Jun 2023 801,121 $786K 0.00% ABS-MBS
3256 WESTERN MIDSTREA 5.5% 08/15/48 958254AL8 Jun 2023 940,000 $786K 0.00% DBT
3257 WRKCO INC 3.75% 03/15/25 96145DAF2 Jun 2023 815,000 $784K 0.00% DBT
3258 GNMA II P#MA4722 5% 09/20/47 36179TG74 Jun 2023 784,241 $783K 0.00% ABS-MBS
3259 WFCM 2016-C33 3.162% 01/15/26 95000LAY9 Jun 2023 839,842 $783K 0.00% ABS-CBDO
3260 AFFRM 2021-B C 1.4% 04/15/24 00834DAC7 Jun 2023 835,000 $782K 0.00% ABS-CBDO
3261 AEP TRANSMISSIO 3.15% 09/15/49 00115AAL3 Jun 2023 1,098,000 $781K 0.00% DBT
3262 DEVON ENERGY CO 5.25% 10/15/27 25179MBD4 Jun 2023 792,000 $780K 0.00% DBT
3263 SENSATA TECHNOL 3.75% 02/15/31 81728UAB0 Jun 2023 910,000 $778K 0.00% DBT
3264 BRIXMOR OPERATI 2.25% 04/01/28 11120VAK9 Jun 2023 925,000 $777K 0.00% DBT
3265 REPUBLIC OF COLOMB 3% 01/30/30 195325DR3 Jun 2023 1,000,000 $777K 0.00% DBT
3266 UMBS P#725423 5.5% 05/01/34 31402C4G4 Jun 2023 758,412 $776K 0.00% ABS-MBS
3267 PUBLIC SERVICE 3.15% 01/01/50 74456QCC8 Jun 2023 1,066,000 $775K 0.00% DBT
3268 FGLMC P#G07957 4% 01/01/45 3128MAE62 Jun 2023 807,368 $775K 0.00% ABS-MBS
3269 MAD 2015-11MD A V/R 09/10/25 556227AA4 Jun 2023 870,000 $774K 0.00% ABS-CBDO
3270 RUSSIAN FEDERA 5.625% 04/04/42 X74344DS2 Jun 2023 1,200,000 $774K 0.00% DBT
3271 L3HARRIS TECH I 3.85% 12/15/26 502431AL3 Jun 2023 811,000 $773K 0.00% DBT
3272 N/A N/A Jun 2023 1 $773K 0.00% DIR
3273 CATALENT PHARM 3.125% 02/15/29 14879EAH1 Jun 2023 950,000 $772K 0.00% DBT
3274 PUERTO RICO CMWLT V/R 11/01/43 74514L3T2 Jun 2023 1,531,213 $771K 0.00% ABS-CBDO
3275 GNMA II P#MA4452 4% 05/20/47 36179S5M5 Jun 2023 803,164 $771K 0.00% ABS-MBS
3276 N/A N/A Jun 2023 1 $768K 0.00% DIR
3277 GNMA II P#MA5820 5.5% 03/20/49 36179UPD8 Jun 2023 758,185 $767K 0.00% ABS-MBS
3278 UMBS P#FS1406 2% 01/01/52 3140XGR43 Jun 2023 937,376 $767K 0.00% ABS-MBS
3279 ALABAMA POWER 3.125% 07/15/51 010392FV5 Jun 2023 1,108,000 $766K 0.00% DBT
3280 ORACLE CORP 3.8% 11/15/37 68389XBP9 Jun 2023 937,000 $766K 0.00% DBT
3281 DISCOVER BANK 2.7% 02/06/30 25466AAR2 Jun 2023 949,000 $766K 0.00% DBT
3282 CITIGROUP INC V/R 05/01/25 172967MX6 Jun 2023 800,000 $766K 0.00% DBT
3283 UMBS P#CA8592 2.5% 01/01/51 3140QGRN9 Jun 2023 890,039 $765K 0.00% ABS-MBS
3284 N/A N/A Jun 2023 1 $764K 0.00% DIR
3285 UMBS P#BC9043 2.5% 11/01/31 3140F5BM4 Jun 2023 824,898 $763K 0.00% ABS-MBS
3286 UMBS P#SD8206 3% 04/01/52 3132DWDK6 Jun 2023 865,998 $763K 0.00% ABS-MBS
3287 TARGA RESOURCES 5.2% 07/01/27 87612KAA0 Jun 2023 775,000 $761K 0.00% DBT
3288 ENERGY TRANSFE 6.125% 12/15/45 29273RBJ7 Jun 2023 800,000 $760K 0.00% DBT
3289 UMBS P#MA4841 5% 12/01/52 31418ELX6 Jun 2023 775,102 $760K 0.00% ABS-MBS
3290 FGLMC P#G08796 3.5% 01/01/48 3128MJ3E8 Jun 2023 821,875 $760K 0.00% ABS-MBS
3291 UMBS P#RB5153 2% 04/01/42 3133KYWN5 Jun 2023 897,835 $760K 0.00% ABS-MBS
3292 GNMA II P#MA4654 4.5% 08/20/47 36179TE35 Jun 2023 773,341 $759K 0.00% ABS-MBS
3293 CVS CAREMARK 6.943% 1/10/30 126650BQ2 Jun 2023 743,773 $758K 0.00% ABS-CBDO
3294 HARTFORD FINL S 5.95% 10/15/36 416515AS3 Jun 2023 739,000 $757K 0.00% DBT
3295 DUKE ENERGY PROG 4.1% 03/15/43 144141DD7 Jun 2023 900,000 $755K 0.00% DBT
3296 REPUBLIC OF PANA 6.4% 02/14/35 698299BT0 Jun 2023 724,000 $754K 0.00% DBT
3297 COMCAST CORP 4% 03/01/48 20030NCK5 Jun 2023 905,000 $754K 0.00% DBT
3298 CARMX 2021-1 D 1.28% 02/18/25 14316NAG4 Jun 2023 825,000 $754K 0.00% ABS-CBDO
3299 AMEREN ILLINOIS 5.9% 12/01/52 02361DAZ3 Jun 2023 692,000 $754K 0.00% DBT
3300 ALABAMA POWER CO 4.3% 01/02/46 010392FP8 Jun 2023 895,000 $752K 0.00% DBT
3301 UMBS P#QB1193 2.5% 07/01/50 3133A7KE8 Jun 2023 874,497 $750K 0.00% ABS-MBS
3302 CSMC 2021-RPL3 3.75% 01/25/60 12661GAS8 Jun 2023 995,000 $749K 0.00% ABS-CBDO
3303 DUKE ENERGY CARO 5.4% 01/15/54 26442CBL7 Jun 2023 735,000 $749K 0.00% DBT
3304 CON EDISON CO O 6.15% 11/15/52 209111GD9 Jun 2023 681,000 $749K 0.00% DBT
3305 ENTERGY LOUISIAN 4.2% 04/01/50 29364WBC1 Jun 2023 893,000 $747K 0.00% DBT
3306 GNMA II P#MA4721 4.5% 09/20/47 36179TG66 Jun 2023 760,041 $746K 0.00% ABS-MBS
3307 MRLN 2016-1 A V/R 04/15/24 59010RAA2 Jun 2023 843,225 $745K 0.00% ABS-CBDO
3308 MIAMI-DADE CNT 2.607% 10/01/32 59333P6H6 Jun 2023 900,000 $743K 0.00% DBT
3309 TRANSNET SOC LT 8.25% 02/06/28 89378TAD5 Jun 2023 765,000 $743K 0.00% DBT
3310 CROWN CASTLE IN 3.25% 01/15/51 22822VAU5 Jun 2023 1,090,000 $743K 0.00% DBT
3311 ECOPETROL SA 8.875% 01/13/33 279158AS8 Jun 2023 750,000 $743K 0.00% DBT
3312 WFRBS 2014-C24 B V/R 11/15/47 92939KBR8 Jun 2023 825,000 $739K 0.00% ABS-CBDO
3313 ARTHUR J GALLAG 5.75% 03/02/53 04316JAE9 Jun 2023 735,000 $739K 0.00% DBT
3314 UMBS P#MA4656 4.5% 07/01/52 31418EE63 Jun 2023 767,571 $738K 0.00% ABS-MBS
3315 FKH 2020-SFR1 2.791% 09/17/25 33767MAJ4 Jun 2023 805,000 $736K 0.00% ABS-CBDO
3316 OAKC 2019-4A AR V/R 10/22/36 67098DAS2 Jun 2023 750,000 $735K 0.00% ABS-CBDO
3317 SUNCOR ENERGY 6.5% 06/15/38 867229AE6 Jun 2023 708,000 $735K 0.00% DBT
3318 GNRT 6A A1R V/R 01/22/35 37148JAA1 Jun 2023 750,000 $734K 0.00% ABS-CBDO
3319 ELEVANCE HEALTH 3.6% 03/15/51 036752AS2 Jun 2023 960,000 $734K 0.00% DBT
3320 GNMA II P#MA1157 3.5% 07/20/43 36179NJA7 Jun 2023 778,362 $733K 0.00% ABS-MBS
3321 UMBS P#FM5820 4% 04/01/50 3140X9PE9 Jun 2023 768,897 $731K 0.00% ABS-MBS
3322 GFORT 2020-1 C 1.48% 08/15/23 361886CK8 Jun 2023 735,000 $731K 0.00% ABS-CBDO
3323 MSCI INC 3.625% 11/01/31 55354GAM2 Jun 2023 855,000 $730K 0.00% DBT
3324 UMBS P#RB5145 2% 02/01/42 3133KYWE5 Jun 2023 859,160 $730K 0.00% ABS-MBS
3325 REPUBLIC OF COLO 4.5% 03/15/29 195325DP7 Jun 2023 834,000 $730K 0.00% DBT
3326 LMAT 2020-GS5 A S/UP 06/25/60 52475JAA3 Jun 2023 743,372 $729K 0.00% ABS-CBDO
3327 CON EDISON CO OF 3.2% 12/01/51 209111GC1 Jun 2023 1,051,000 $728K 0.00% DBT
3328 SMITHFIELD FOODS I 3% 10/15/30 832248BC1 Jun 2023 925,000 $725K 0.00% DBT
3329 GNMA II P#MA1090 3.5% 06/20/43 36179NF78 Jun 2023 769,243 $725K 0.00% ABS-MBS
3330 T/L OPEN TEXT CORP 0% 05/30/25 68371YAJ2 Jun 2023 724,653 $724K 0.00% LON
3331 JPMMT 2020-INV1 V/R 03/25/43 46591VAC3 Jun 2023 823,783 $724K 0.00% ABS-CBDO
3332 JPMMT 2019-INV3 V/R 06/01/42 46591LBH3 Jun 2023 826,457 $724K 0.00% ABS-CBDO
3333 UMBS P#FM5750 4% 08/01/50 3140X9L86 Jun 2023 760,132 $721K 0.00% ABS-MBS
3334 ECMC 2019-1A A1B V/R 04/25/30 26829XAB7 Jun 2023 736,339 $721K 0.00% ABS-CBDO
3335 UMBS P#MA2670 3% 07/01/46 31418B6G6 Jun 2023 802,034 $718K 0.00% ABS-MBS
3336 VERUS 2019-4 A2 V/R 11/25/59 92537KAB0 Jun 2023 750,763 $718K 0.00% ABS-CBDO
3337 FNS 428 C16 3% 03/25/50 31423YJQ3 Jun 2023 4,587,953 $717K 0.00% ABS-CBDO
3338 COMMONWEALTH ED 4.35% 11/15/45 202795JG6 Jun 2023 822,000 $716K 0.00% DBT
3339 UMBS P#MA3308 3% 03/01/38 31418CVA9 Jun 2023 775,741 $714K 0.00% ABS-MBS
3340 BOEING CO 3.95% 08/01/59 097023CR4 Jun 2023 963,000 $711K 0.00% DBT
3341 ENERGY TRANSFER 5.25% 04/15/29 29278NAG8 Jun 2023 728,000 $711K 0.00% DBT
3342 MORGAN STANLEY V/R 07/20/33 61747YEU5 Jun 2023 738,000 $710K 0.00% DBT
3343 UMBS P#FM1572 3% 09/01/48 3140X4XA9 Jun 2023 788,941 $707K 0.00% ABS-MBS
3344 REALTY INCOME C 3.25% 01/15/31 756109AX2 Jun 2023 809,000 $707K 0.00% DBT
3345 ZAYO GROUP HOLDING 4% 03/01/27 98919VAA3 Jun 2023 1,000,000 $706K 0.00% DBT
3346 PLAINS ALL AMER 3.55% 12/15/29 72650RBM3 Jun 2023 800,000 $705K 0.00% DBT
3347 NNN REIT INC 3.1% 04/15/50 637417AP1 Jun 2023 1,139,000 $703K 0.00% DBT
3348 T/L ARCHES BUYER 0% 12/06/27 03952HAD6 Jun 2023 729,795 $703K 0.00% LON
3349 YUM BRANDS INC 4.75% 01/15/30 988498AL5 Jun 2023 750,000 $702K 0.00% DBT
3350 WILLIAMS COMPANI 3.5% 10/15/51 88339WAA4 Jun 2023 1,016,000 $701K 0.00% DBT
3351 SANTANDER UK GROU V/R 01/11/28 80281LAR6 Jun 2023 800,000 $698K 0.00% DBT
3352 ENERGY TRANSFER 5.3% 04/01/44 86765BAP4 Jun 2023 806,000 $698K 0.00% DBT
3353 BANCO SANTANDER 3.49% 05/28/30 05971KAF6 Jun 2023 800,000 $697K 0.00% DBT
3354 NEW YORK CITY 5.508% 08/01/37 64971M4P4 Jun 2023 670,000 $697K 0.00% DBT
3355 UMBS P#RA6768 2% 02/01/52 3133KNQV8 Jun 2023 852,782 $697K 0.00% ABS-MBS
3356 AEP TRANSMISSIO 3.65% 04/01/50 00115AAM1 Jun 2023 897,000 $697K 0.00% DBT
3357 UMBS P#SD8231 4.5% 07/01/52 3132DWEC3 Jun 2023 723,073 $695K 0.00% ABS-MBS
3358 BX 2022-LBA6 A V/R 01/15/27 12433EAA9 Jun 2023 712,000 $695K 0.00% ABS-CBDO
3359 SMB 2018-C B 4% 12/15/28 78449QAD9 Jun 2023 770,000 $692K 0.00% ABS-CBDO
3360 KLA CORP 5.25% 07/15/62 482480AN0 Jun 2023 683,000 $691K 0.00% DBT
3361 RCMT 2022-FL9 A V/R 01/25/27 75574EAA5 Jun 2023 692,824 $691K 0.00% ABS-CBDO
3362 RAD 2019-5A AR V/R 07/24/32 74923EAA6 Jun 2023 700,000 $690K 0.00% ABS-CBDO
3363 DEUTSCHE BAN V/R 11/19/30/EUR/ D1T7F65H7 Jun 2023 800,000 $689K 0.00% DBT
3364 ANGLO AMERICAN 4.75% 04/10/27 034863AR1 Jun 2023 712,000 $688K 0.00% DBT
3365 N/A N/A Jun 2023 1 $687K 0.00% DFE
3366 KINGDOM OF MOROC 6.5% 09/08/33 617726AP9 Jun 2023 667,000 $685K 0.00% DBT
3367 UMBS P#SD2306 5% 02/01/53 3132DPR34 Jun 2023 696,600 $683K 0.00% ABS-MBS
3368 FHR 4896 DA 3% 01/15/49 3137FMLW0 Jun 2023 764,413 $681K 0.00% ABS-CBDO
3369 ALABAMA POWER CO 4.3% 07/15/48 010392FS2 Jun 2023 800,000 $681K 0.00% DBT
3370 FSMT 2020-1INV A V/R 08/25/41 33851YAL0 Jun 2023 735,500 $681K 0.00% ABS-CBDO
3371 UMBS P#AS5182 3.5% 06/01/45 3138WEXL8 Jun 2023 729,733 $679K 0.00% ABS-MBS
3372 UMBS P#AL9413 3% 11/01/36 3138ERN71 Jun 2023 732,565 $678K 0.00% ABS-MBS
3373 UMBS P#BX4267 5.5% 12/01/52 3140N8W53 Jun 2023 680,635 $677K 0.00% ABS-MBS
3374 REPS 2021-A C 3.53% 06/20/26 76042UAC7 Jun 2023 795,000 $677K 0.00% ABS-CBDO
3375 VERIZON COMMUNICAT 3% 11/20/60 92343VFV1 Jun 2023 1,080,000 $675K 0.00% DBT
3376 FGLMC P#G08800 3.5% 02/01/48 3128MJ3J7 Jun 2023 730,058 $675K 0.00% ABS-MBS
3377 OBX 2019-EXP2 1A V/R 06/25/59 67113KAX6 Jun 2023 743,262 $674K 0.00% ABS-CBDO
3378 MP10 2017-1A AR V/R 10/15/30 566061AL1 Jun 2023 682,233 $674K 0.00% ABS-CBDO
3379 ASIAN DEVEL 4.7% 03/12/24/MXN/ Y000A9R87 Jun 2023 12,200,000 $673K 0.00% DBT
3380 GNMA II P#MA4965 5% 01/20/48 36179TQS7 Jun 2023 673,087 $672K 0.00% ABS-MBS
3381 MSM 2007-8XS A9 V/R 04/25/37 61754PAX2 Jun 2023 1,864,917 $672K 0.00% ABS-CBDO
3382 JUNIPER NETWORKS I 2% 12/10/30 48203RAP9 Jun 2023 864,000 $670K 0.00% DBT
3383 GNMA II P#MA4003 3% 10/20/46 36179SNU7 Jun 2023 738,138 $670K 0.00% ABS-MBS
3384 UMBS P#CB2966 2% 03/01/37 3140QNJL7 Jun 2023 755,175 $670K 0.00% ABS-MBS
3385 RALI 2007-QH8 A V/R 10/25/37 74924EAA5 Jun 2023 757,959 $669K 0.00% ABS-CBDO
3386 UNITED AIR 2019- 2.7% 05/01/32 90932JAA0 Jun 2023 798,868 $669K 0.00% DBT
3387 UMBS P#AL9107 4.5% 03/01/46 3138ERDM9 Jun 2023 680,826 $668K 0.00% ABS-MBS
3388 EFMT 2019-2 A3 V/R 11/25/59 31573TAC2 Jun 2023 733,156 $668K 0.00% ABS-CBDO
3389 T/L PENN NATI 0% 04/21/2029 N/A Jun 2023 669,175 $666K 0.00% LON
3390 NTT FINANCE CO 1.591% 04/03/28 62954WAD7 Jun 2023 777,000 $666K 0.00% DBT
3391 BARGE 2018-1A A S/UP 05/15/23 41284LAA2 Jun 2023 673,578 $665K 0.00% ABS-CBDO
3392 UMBS P#AQ7277 3.5% 12/01/42 3138MPCP8 Jun 2023 714,817 $664K 0.00% ABS-MBS
3393 UMBS TBA 30YR 1.5% JUL 23 01F012676 Jun 2023 855,800 $661K 0.00% ABS-MBS
3394 WLAKE 2020-3A 1.24% 11/17/25 96042QAJ9 Jun 2023 669,383 $661K 0.00% ABS-CBDO
3395 UMBS P#FM1026 3.5% 02/01/48 3140X4D86 Jun 2023 710,332 $661K 0.00% ABS-MBS
3396 US TIPS 1.5% 02/15/53 912810TP3 Jun 2023 678,666 $660K 0.00% DBT
3397 SINO OCEAN LAND 4.75% 01/14/30 G816C6AD7 Jun 2023 3,305,000 $659K 0.00% DBT
3398 UMBS P#BH2623 4% 08/01/47 3140GQ4H6 Jun 2023 691,271 $659K 0.00% ABS-MBS
3399 UMBS P#AS8318 3% 11/01/46 3138WJG44 Jun 2023 734,011 $657K 0.00% ABS-MBS
3400 AEP TEXAS INC 3.8% 10/01/47 00108WAF7 Jun 2023 869,000 $657K 0.00% DBT
3401 CFII 2023-1A D 6.69% 08/15/26 165183CY8 Jun 2023 665,000 $656K 0.00% ABS-CBDO
3402 DTAOT 2019-3A 2.96% 02/15/23 26253KAD6 Jun 2023 661,270 $656K 0.00% ABS-CBDO
3403 UMBS P#CA1563 4.5% 04/01/48 3140Q8WZ4 Jun 2023 666,950 $652K 0.00% ABS-MBS
3404 FGLMC P#G08844 5% 10/01/48 3128MJ5E6 Jun 2023 653,515 $651K 0.00% ABS-MBS
3405 UMBS P#QF7483 5.5% 02/01/53 3133BVJ48 Jun 2023 653,835 $651K 0.00% ABS-MBS
3406 FGLMC P#G08733 3.5% 11/01/46 3128MJY79 Jun 2023 697,687 $648K 0.00% ABS-MBS
3407 UNITED MEXICAN S 3.5% 02/12/34 91087BAR1 Jun 2023 773,000 $647K 0.00% DBT
3408 UMBS P#FS3251 6% 11/01/52 3140XJTH6 Jun 2023 638,421 $646K 0.00% ABS-MBS
3409 BANK GOSPODARS 5.375% 05/22/33 06237MAA1 Jun 2023 649,000 $645K 0.00% DBT
3410 UMBS P#AS9487 4% 05/01/47 3138WKRH0 Jun 2023 676,005 $645K 0.00% ABS-MBS
3411 GNMA II P#MA3106 4% 09/20/45 36179RNX3 Jun 2023 669,196 $645K 0.00% ABS-MBS
3412 PECO ENERGY CO 4.6% 05/15/52 693304BD8 Jun 2023 704,000 $644K 0.00% DBT
3413 COMMONWEALTH ED 3.85% 03/15/52 202795JV3 Jun 2023 805,000 $643K 0.00% DBT
3414 MARRIOTT OWNERSH 4.5% 06/15/29 57164PAH9 Jun 2023 745,000 $643K 0.00% DBT
3415 WELLTOWER OP LLC 4.5% 01/15/24 42217KBC9 Jun 2023 650,000 $643K 0.00% DBT
3416 UMBS P#BM1890 2.5% 01/01/32 3140J6C47 Jun 2023 691,647 $643K 0.00% ABS-MBS
3417 PETROLEOS MEXIC 8.75% 06/02/29 71654QDL3 Jun 2023 710,000 $643K 0.00% DBT
3418 TRAVEL + LEISURE 4.5% 12/01/29 894164AA0 Jun 2023 755,000 $642K 0.00% DBT
3419 SYMP 2020-24A A V/R 01/23/32 87167QAC2 Jun 2023 650,000 $640K 0.00% ABS-CBDO
3420 UMBS P#SD8282 6.5% 01/01/53 3132DWFX6 Jun 2023 626,834 $640K 0.00% ABS-MBS
3421 FIN DEPT GOVT SH 6.5% 11/23/32 38381CAE2 Jun 2023 621,000 $639K 0.00% DBT
3422 HUDSON PACIFIC 4.65% 04/01/29 44409MAB2 Jun 2023 905,000 $639K 0.00% DBT
3423 FGLMC P#G08788 3.5% 11/01/47 3128MJ2W9 Jun 2023 689,745 $637K 0.00% ABS-MBS
3424 SOFI 2017-D A2FX V/R 09/25/40 78471CAB5 Jun 2023 666,945 $635K 0.00% ABS-CBDO
3425 UMBS P#SD8255 3.5% 10/01/52 3132DWE41 Jun 2023 695,281 $634K 0.00% ABS-MBS
3426 REPUBLIC OF VENEZU 9% 05/07/23/OFAC FAIL/ P17625AA5 Jun 2023 7,405,000 $629K 0.00% DBT
3427 UMBS P#CA9422 1.5% 03/01/36 3140QHPG4 Jun 2023 723,131 $629K 0.00% ABS-MBS
3428 ALABAMA POWER C 3.45% 10/01/49 010392FT0 Jun 2023 856,000 $626K 0.00% DBT
3429 BALTIMORE GAS & 3.2% 09/15/49 059165EL0 Jun 2023 864,000 $626K 0.00% DBT
3430 T/L ENTEGRIS 0% 07/06/2029 N/A Jun 2023 625,080 $625K 0.00% LON
3431 SEMT 2004-9 A2 V/R 10/20/34 81744FDW4 Jun 2023 714,794 $625K 0.00% ABS-CBDO
3432 UMBS P#AS0406 3% 09/01/43 3138W9NY2 Jun 2023 692,209 $625K 0.00% ABS-MBS
3433 HPA 2021-1 E 2.577% 09/17/29 437300AJ5 Jun 2023 764,823 $624K 0.00% ABS-CBDO
3434 UMBS P#AR8596 3.5% 06/01/43 3138W6RS7 Jun 2023 666,048 $623K 0.00% ABS-MBS
3435 REPUBLIC OF VEN 8.25% 10/13/24/OFAC FAIL/ P97475AP5 Jun 2023 7,294,000 $620K 0.00% DBT
3436 UMBS P#AS9830 4% 06/01/47 3138WK4Q5 Jun 2023 647,829 $618K 0.00% ABS-MBS
3437 SOFI 2017-E C 4.16% 07/26/26 83404KAE3 Jun 2023 695,000 $617K 0.00% ABS-CBDO
3438 COMMONWEALTH EDI 3.2% 11/15/49 202795JQ4 Jun 2023 861,000 $616K 0.00% DBT
3439 UMBS P#FS0598 2% 12/01/51 3140XFUY5 Jun 2023 734,957 $615K 0.00% ABS-MBS
3440 UMBS P#FS0599 2% 04/01/51 3140XFUZ2 Jun 2023 742,263 $613K 0.00% ABS-MBS
3441 T/L NAKED JUICE 0% 01/24/30 N/A Jun 2023 778,353 $613K 0.00% LON
3442 US TIPS 1.375% 02/15/44 912810RF7 Jun 2023 650,830 $613K 0.00% DBT
3443 VERUS 2019-4 A1 V/R 11/25/59 92537KAA2 Jun 2023 639,680 $612K 0.00% ABS-CBDO
3444 UMBS P#RA8216 6% 11/01/52 3133KQDV5 Jun 2023 604,288 $611K 0.00% ABS-MBS
3445 INTL FINANCE 8% 10/09/23/IDR/ U4R843LF7 Jun 2023 9,100,000,000 $610K 0.00% DBT
3446 CSMC 2021-BHAR C V/R 11/15/23 12659VAJ9 Jun 2023 625,000 $609K 0.00% ABS-CBDO
3447 CONSUMERS ENERG 2.65% 08/15/52 210518DN3 Jun 2023 950,000 $609K 0.00% DBT
3448 MOODY'S CORPORA 2.55% 08/18/60 615369AU9 Jun 2023 1,104,000 $608K 0.00% DBT
3449 UMBS P#CB6264 6% 05/01/53 3140QR6A6 Jun 2023 591,912 $606K 0.00% ABS-MBS
3450 ENTERGY ARKANSA 3.35% 06/15/52 29366MAC2 Jun 2023 847,000 $605K 0.00% DBT
3451 THERMO FISHER SCIE 2% 10/15/31 883556CL4 Jun 2023 740,000 $604K 0.00% DBT
3452 GNMA II P#MA5598 5.5% 11/20/48 36179UGF3 Jun 2023 596,833 $604K 0.00% ABS-MBS
3453 UMBS P#QF0107 5.5% 09/01/52 3133BMDL6 Jun 2023 605,700 $603K 0.00% ABS-MBS
3454 GENERAL MOTORS 5.65% 01/17/29 37045XCS3 Jun 2023 613,000 $603K 0.00% DBT
3455 UNITEDHEALTH G 4.375% 03/15/42 91324PBW1 Jun 2023 665,000 $602K 0.00% DBT
3456 NISOURCE INC 3.49% 05/15/27 65473QBE2 Jun 2023 640,000 $602K 0.00% DBT
3457 NORFOLK SOUTHERN 3.4% 11/01/49 655844CD8 Jun 2023 815,000 $600K 0.00% DBT
3458 UMBS P#BV7803 3% 06/01/52 3140MMU55 Jun 2023 681,539 $600K 0.00% ABS-MBS
3459 BOEING CO 3.825% 03/01/59 097023CF0 Jun 2023 840,000 $600K 0.00% DBT
3460 DUKE ENERGY CORP 4.3% 03/15/28 26441CBS3 Jun 2023 623,000 $598K 0.00% DBT
3461 CON EDISON CO O 3.85% 06/15/46 209111FH1 Jun 2023 773,000 $598K 0.00% DBT
3462 T/L ELEMENT MAT 0% 4/12/29 N/A Jun 2023 611,847 $598K 0.00% LON
3463 UMBS P#CA4571 4% 11/01/49 3140QCCH7 Jun 2023 629,770 $598K 0.00% ABS-MBS
3464 DUKE ENERGY OHIO 4.3% 02/01/49 26442EAG5 Jun 2023 715,000 $598K 0.00% DBT
3465 INTEL CORP 3.05% 08/12/51 458140BW9 Jun 2023 891,000 $597K 0.00% DBT
3466 EASTMAN CHEMICA 5.75% 03/08/33 277432AX8 Jun 2023 597,000 $596K 0.00% DBT
3467 CARVANA CO 5.5% 04/15/27 146869AF9 Jun 2023 890,000 $596K 0.00% DBT
3468 TRACTOR SUPPLY 5.25% 05/15/33 892356AB2 Jun 2023 600,000 $595K 0.00% DBT
3469 ENBRIDGE INC 2.5% 08/01/33 29250NBF1 Jun 2023 761,000 $594K 0.00% DBT
3470 UBS GROUP AG V/R 11/15/29/GBP/ H3698DDJ0 Jun 2023 600,000 $594K 0.00% DBT
3471 FED REPUBLIC OF BR 6% 10/20/33 105756CF5 Jun 2023 600,000 $593K 0.00% DBT
3472 UMBS P#BM3212 3.5% 11/01/32 3140J7SA4 Jun 2023 618,740 $593K 0.00% ABS-MBS
3473 DUKE ENERGY FLORID 3% 12/15/51 26444HAL5 Jun 2023 865,000 $593K 0.00% DBT
3474 UMBS P#MA4026 4% 05/01/50 31418DPL0 Jun 2023 623,690 $592K 0.00% ABS-MBS
3475 UMBS P#BY0568 6% 05/01/53 3140NGT26 Jun 2023 585,197 $592K 0.00% ABS-MBS
3476 T/L ICON LUXEMBOU 0% 07/03/28 N/A Jun 2023 590,949 $591K 0.00% LON
3477 VMWARE INC 1.8% 08/15/28 928563AK1 Jun 2023 704,000 $590K 0.00% DBT
3478 ELAT 2007-1 A1 V/R 05/25/37 288542AA1 Jun 2023 618,610 $590K 0.00% ABS-CBDO
3479 VERIZON COMMUNI 7.75% 12/01/30 92344GAM8 Jun 2023 508,000 $590K 0.00% DBT
3480 DEVON ENERGY CO 8.25% 08/01/23 25179MBB8 Jun 2023 588,000 $588K 0.00% DBT
3481 T/L ASURION LLC 0% 12/23/2026 N/A Jun 2023 611,795 $588K 0.00% LON
3482 SAIL 2004-8 M1 V/R 09/25/34 86358ELZ7 Jun 2023 597,862 $588K 0.00% ABS-CBDO
3483 UMBS P#MA2960 4% 04/01/47 31418CJE5 Jun 2023 615,616 $587K 0.00% ABS-MBS
3484 UMBS P#FM9318 2% 11/01/36 3140XDK88 Jun 2023 660,534 $586K 0.00% ABS-MBS
3485 SIRIUS XM RADIO IN 4% 07/15/28 82967NBJ6 Jun 2023 674,000 $586K 0.00% DBT
3486 GNMA II P#MA3376 3.5% 01/20/46 36179RXD6 Jun 2023 622,185 $584K 0.00% ABS-MBS
3487 GACI FIRST INVESTM 5% 10/13/27 G3705QAA5 Jun 2023 587,000 $584K 0.00% DBT
3488 MARSH & MCLENNA 2.25% 11/15/30 571748BN1 Jun 2023 697,000 $579K 0.00% DBT
3489 AON CORP 4.5% 12/15/28 037389BB8 Jun 2023 602,000 $579K 0.00% DBT
3490 UMBS P#FS0216 2% 01/01/37 3140XFG21 Jun 2023 650,051 $577K 0.00% ABS-MBS
3491 MSBAM 2012-CK 3.277% 10/15/22 553514AC4 Jun 2023 737,476 $575K 0.00% ABS-CBDO
3492 NEWMONT CORP 2.8% 10/01/29 651639AX4 Jun 2023 669,000 $575K 0.00% DBT
3493 SIEMENS FINANCI 2.15% 03/11/31 82620KBE2 Jun 2023 689,000 $575K 0.00% DBT
3494 SDART 2020-4 D 1.48% 01/15/27 80286WAG1 Jun 2023 595,000 $575K 0.00% ABS-CBDO
3495 SOUTHWESTERN PUB 3.7% 08/15/47 845743BR3 Jun 2023 749,000 $574K 0.00% DBT
3496 UMBS P#ZS3941 5% 12/01/41 3132A4LW6 Jun 2023 573,450 $573K 0.00% ABS-MBS
3497 PECO ENERGY CO 3% 09/15/49 693304AX5 Jun 2023 822,000 $571K 0.00% DBT
3498 FREED 2021-2 C 1.94% 07/18/24 35635CAC6 Jun 2023 578,534 $570K 0.00% ABS-CBDO
3499 CSC HOLDINGS LLC 7.5% 04/01/28 126307AY3 Jun 2023 1,000,000 $570K 0.00% DBT
3500 US TIPS 0.75% 02/15/42 912810QV3 Jun 2023 671,275 $570K 0.00% DBT
3501 CNO FINANCIAL G 5.25% 05/30/25 12621EAK9 Jun 2023 580,000 $570K 0.00% DBT
3502 MORGAN STANLEY V/R 04/22/42 61772BAC7 Jun 2023 751,000 $569K 0.00% DBT
3503 UMBS P#BD7081 4% 03/01/47 3140FE2P8 Jun 2023 602,509 $569K 0.00% ABS-MBS
3504 UMBS P#AS9972 4% 07/01/47 3138WLCJ0 Jun 2023 596,954 $569K 0.00% ABS-MBS
3505 CRELT 2006-1A E V/R 01/20/37 140560AF0 Jun 2023 700,000 $568K 0.00% ABS-CBDO
3506 UMBS P#FS0754 2% 02/01/37 3140XFZU8 Jun 2023 640,024 $568K 0.00% ABS-MBS
3507 ATMOS ENERGY CO 5.75% 10/15/52 049560AY1 Jun 2023 536,000 $567K 0.00% DBT
3508 UMBS P#MA2834 3.5% 12/01/46 31418CEG5 Jun 2023 608,274 $563K 0.00% ABS-MBS
3509 TSMC GLOBAL LTD 1% 09/28/27 872882AF2 Jun 2023 661,000 $560K 0.00% DBT
3510 OWENS CORNING 3.875% 06/01/30 690742AK7 Jun 2023 612,000 $559K 0.00% DBT
3511 QAZAQGAZ NC JS 4.375% 09/26/27 Y4S6FLAB5 Jun 2023 600,000 $558K 0.00% DBT
3512 UMBS P#SD2275 5.5% 01/01/53 3132DPQ43 Jun 2023 556,998 $556K 0.00% ABS-MBS
3513 NAVSL 2019-CA 3.13% 02/15/68 63940YAB2 Jun 2023 588,514 $556K 0.00% ABS-CBDO
3514 GNMA II P#MA4903 5% 12/20/47 36179TNU5 Jun 2023 555,935 $555K 0.00% ABS-MBS
3515 AABST 2003-2 M1 V/R 11/25/33 00764MAH0 Jun 2023 597,765 $555K 0.00% ABS-CBDO
3516 G2SF 30 YR TBA 3.5% AUG 23 21H032688 Jun 2023 600,000 $554K 0.00% ABS-MBS
3517 UMBS P#BW1449 3% 06/01/52 3140MSTF2 Jun 2023 628,050 $553K 0.00% ABS-MBS
3518 COMM 2012-LTR 3.399% 10/05/22 12624NAC4 Jun 2023 668,109 $553K 0.00% ABS-CBDO
3519 PROG 2021-SFR 2.559% 05/17/26 74333EAF9 Jun 2023 640,000 $552K 0.00% ABS-CBDO
3520 BURLINGTN NORT 4.125% 06/15/47 12189LBB6 Jun 2023 638,000 $551K 0.00% DBT
3521 ANGLO AMERICAN 2.25% 03/17/28 034863AZ3 Jun 2023 641,000 $551K 0.00% DBT
3522 N/A N/A Jun 2023 1 $550K 0.00% DFE
3523 GACI FIRST INVE 5.25% 10/13/32 G3705QAC1 Jun 2023 540,000 $549K 0.00% DBT
3524 AEP TEXAS INC 2.1% 07/01/30 00108WAM2 Jun 2023 671,000 $548K 0.00% DBT
3525 UMBS P#SB0544 2% 03/01/36 3132CWS96 Jun 2023 616,433 $547K 0.00% ABS-MBS
3526 FORD FOUNDATIO 2.815% 06/01/70 34531XAC8 Jun 2023 880,000 $544K 0.00% DBT
3527 REPUBLIC OF POL 5.75% 11/16/32 857524AE2 Jun 2023 517,000 $542K 0.00% DBT
3528 NORFOLK SOUTHE 3.155% 05/15/55 655844CH9 Jun 2023 792,000 $541K 0.00% DBT
3529 NEUB 2021-42A A V/R 07/16/35 64133WAA3 Jun 2023 550,000 $540K 0.00% ABS-CBDO
3530 UMBS P#ZM7400 4% 07/01/48 3131Y2GH5 Jun 2023 565,458 $539K 0.00% ABS-MBS
3531 SYNGENTA FINAN 4.892% 04/24/25 87164KAG9 Jun 2023 550,000 $538K 0.00% DBT
3532 BHG 2022-C B 5.93% 10/17/35 08860DAB9 Jun 2023 551,000 $537K 0.00% ABS-CBDO
3533 UMBS P#MA3536 4% 12/01/48 31418C4W1 Jun 2023 562,792 $537K 0.00% ABS-MBS
3534 GSTNE 2021-FL3 A V/R 07/15/39 39809PAA3 Jun 2023 548,000 $535K 0.00% ABS-CBDO
3535 UMBS P#QB2296 2% 08/01/50 3133A8RR0 Jun 2023 648,313 $534K 0.00% ABS-MBS
3536 GNMA II P#MA5022 5% 02/20/48 36179TSK2 Jun 2023 530,317 $534K 0.00% ABS-MBS
3537 CSC HOLDINGS LLC 5% 11/15/31 126307BK2 Jun 2023 1,145,000 $533K 0.00% DBT
3538 UMBS P#RA2909 4% 06/01/50 3133KJGS5 Jun 2023 561,661 $532K 0.00% ABS-MBS
3539 UMBS P#SD8172 2% 10/01/51 3132DWCH4 Jun 2023 650,443 $531K 0.00% ABS-MBS
3540 NORFOLK SOUTHERN 2.9% 08/25/51 655844CL0 Jun 2023 799,000 $529K 0.00% DBT
3541 TITULOS DE 7.25% 10/18/34/COP/ P6S32JS68 Jun 2023 2,725,000,000 $527K 0.00% DBT
3542 AMEREN ILLINOIS 3.25% 03/15/50 02361DAU4 Jun 2023 720,000 $526K 0.00% DBT
3543 CONSUMERS ENERGY 3.1% 08/15/50 210518DF0 Jun 2023 744,000 $526K 0.00% DBT
3544 T/L UNITED AI 0% 04/21/28 N/A Jun 2023 526,545 $526K 0.00% LON
3545 BANK OF AMERICA C V/R 07/23/30 06051GHV4 Jun 2023 596,000 $525K 0.00% DBT
3546 MIDAMERICAN ENE 3.65% 08/01/48 595620AS4 Jun 2023 681,000 $524K 0.00% DBT
3547 C&W SENIOR FIN 6.875% 09/15/27 12674TAA4 Jun 2023 600,000 $524K 0.00% DBT
3548 UMBS P#MA3522 4.5% 11/01/48 31418C4G6 Jun 2023 535,621 $523K 0.00% ABS-MBS
3549 MFIT 2019-AA B 3.51% 10/20/23 56847MAB6 Jun 2023 535,000 $523K 0.00% ABS-CBDO
3550 SNDPT 2018-2A A V/R 07/26/31 83611JAA3 Jun 2023 530,000 $522K 0.00% ABS-CBDO
3551 PUMA INTERNATI 5.125% 10/06/24 N/A Jun 2023 531,000 $522K 0.00% DBT
3552 LGATE 2008- V/R 01/01/61 /GBP/ G571A3BB0 Jun 2023 429,768 $519K 0.00% ABS-CBDO
3553 PROLOGIS LP 1.25% 10/15/30 74340XBR1 Jun 2023 670,000 $517K 0.00% DBT
3554 UMBS P#BX6812 5.5% 01/01/53 3140NBSA0 Jun 2023 518,547 $517K 0.00% ABS-MBS
3555 UMBS P#QF6551 5.5% 01/01/53 3133BUH42 Jun 2023 516,653 $514K 0.00% ABS-MBS
3556 UMBS P#AL7343 5.5% 02/01/42 3138EQER9 Jun 2023 500,725 $512K 0.00% ABS-MBS
3557 UMBS P#FM3908 4% 12/01/49 3140X7KW8 Jun 2023 537,149 $512K 0.00% ABS-MBS
3558 SERV 2020-1 A 2.841% 01/30/28 81761TAA3 Jun 2023 616,565 $511K 0.00% ABS-CBDO
3559 PACIFIC GAS & EL 6.7% 04/01/53 694308KK2 Jun 2023 520,000 $511K 0.00% DBT
3560 GENERAL MOTORS FIN 4% 10/06/26 37045XBQ8 Jun 2023 537,000 $509K 0.00% DBT
3561 AH4R 2014-SFR 6.231% 10/17/24 02665UAE5 Jun 2023 515,000 $508K 0.00% ABS-CBDO
3562 T/L U S RENAL 0% 06/26/26 90290PAN4 Jun 2023 1,129,651 $507K 0.00% LON
3563 FGLMC P#G08833 5% 07/01/48 3128MJ4T4 Jun 2023 508,072 $507K 0.00% ABS-MBS
3564 INDONESIA 8.25% 05/15/29/IDR/ Y6S86ZKJ7 Jun 2023 6,883,000,000 $506K 0.00% DBT
3565 BSST 2021-SSCP A V/R 04/15/26 05601PAA4 Jun 2023 524,000 $504K 0.00% ABS-CBDO
3566 BX 2022-VAMF A V/R 01/15/27 05609TAA8 Jun 2023 519,000 $504K 0.00% ABS-CBDO
3567 PROG 2021-SFR9 3.01% 11/17/28 74333QAL9 Jun 2023 615,000 $501K 0.00% ABS-CBDO
3568 WILLIAMS COMPAN 5.75% 06/24/44 969457BV1 Jun 2023 514,000 $501K 0.00% DBT
3569 JETBLUE 2019-1 2.75% 05/15/32 477143AH4 Jun 2023 589,045 $501K 0.00% DBT
3570 GACI FIRST INVE 4.75% 02/14/30 G3705QAD9 Jun 2023 510,000 $500K 0.00% DBT
3571 GRAY OAK PIPELINE 2% 09/15/23 38937LAA9 Jun 2023 504,000 $500K 0.00% DBT
3572 SRFC 2019-3A C 3% 08/20/36 82652NAC2 Jun 2023 534,877 $499K 0.00% ABS-CBDO
3573 DEFT 2020-2 D 1.92% 06/22/23 24704GAF0 Jun 2023 500,000 $499K 0.00% ABS-CBDO
3574 TARGA RESOURCE 6.875% 01/15/29 87612BBN1 Jun 2023 488,000 $498K 0.00% DBT
3575 GWOLF 2018-2A A1 V/R 10/20/31 39809AAA6 Jun 2023 500,000 $495K 0.00% ABS-CBDO
3576 GNRT 5A A V/R 10/22/31 98625LAA0 Jun 2023 500,000 $495K 0.00% ABS-CBDO
3577 AOMT 2020-5 A3 V/R 09/25/24 03464WAC6 Jun 2023 537,506 $493K 0.00% ABS-CBDO
3578 FLAT 2019-1A AR V/R 11/16/34 33883JAN1 Jun 2023 500,000 $492K 0.00% ABS-CBDO
3579 MDPK 2020-47A B V/R 01/19/34 55820FAC2 Jun 2023 500,000 $492K 0.00% ABS-CBDO
3580 PROG 2020-SFR 2.296% 10/17/27 74333AAJ9 Jun 2023 545,000 $489K 0.00% ABS-CBDO
3581 GRAY OAK PIPELIN 2.6% 10/15/25 38937LAC5 Jun 2023 532,000 $488K 0.00% DBT
3582 AMER AIRLN 15- 3.375% 05/01/27 023770AA8 Jun 2023 540,446 $484K 0.00% DBT
3583 TRANSCONT GAS P 3.25% 05/15/30 893574AP8 Jun 2023 544,000 $483K 0.00% DBT
3584 REPUBLIC OF COLOMB 8% 04/20/33 195325EF8 Jun 2023 475,000 $482K 0.00% DBT
3585 UNITED AIR 2019 4.15% 08/25/31 90931CAA6 Jun 2023 525,058 $481K 0.00% DBT
3586 UMBS P#CA5939 2% 06/01/35 3140QDS54 Jun 2023 538,676 $480K 0.00% ABS-MBS
3587 AVOLON HOLDINGS 4.25% 04/15/26 05401AAL5 Jun 2023 515,000 $480K 0.00% DBT
3588 MSAIC 2022-3A A 6.1% 03/20/36 61946KAA2 Jun 2023 480,651 $480K 0.00% ABS-CBDO
3589 T/L CHARTER 0% 02/01/2027 16117LBX6 Jun 2023 482,456 $479K 0.00% LON
3590 UMBS P#CA7136 2% 09/01/35 3140QE4W9 Jun 2023 535,572 $478K 0.00% ABS-MBS
3591 TPMT 2020-1 A2B V/R 01/25/60 89178WBD9 Jun 2023 575,000 $477K 0.00% ABS-CBDO
3592 ASG FINANCE DE 7.875% 12/03/24 00217AAA4 Jun 2023 493,000 $477K 0.00% DBT
3593 HCA INC 7.5% 11/06/33 404119AJ8 Jun 2023 435,000 $475K 0.00% DBT
3594 T/L FANATICS COMM ZCP 11/24/28 30709UAB0 Jun 2023 476,740 $475K 0.00% LON
3595 N/A N/A Jun 2023 1 $469K 0.00% DFE
3596 FORDO 2020-B A 0.56% 06/15/23 34533GAD1 Jun 2023 470,040 $469K 0.00% ABS-CBDO
3597 GNMA II P#MA4322 4% 03/20/47 36179SYT8 Jun 2023 487,836 $468K 0.00% ABS-MBS
3598 UMBS P#MA3029 3% 06/01/32 31418CLK8 Jun 2023 497,198 $468K 0.00% ABS-MBS
3599 T/L CITY BREWING 0% 04/05/2028 N/A Jun 2023 724,232 $467K 0.00% LON
3600 T/L DELOS FINANCE 0% 10/06/23 L2324EAE1 Jun 2023 467,505 $467K 0.00% LON
3601 ANCHC 2014-3RA A V/R 01/28/31 03330AAA0 Jun 2023 472,582 $467K 0.00% ABS-CBDO
3602 UMBS P#CB4117 3.5% 07/01/52 3140QPSF5 Jun 2023 511,467 $466K 0.00% ABS-MBS
3603 PROG 2021-SFR 2.359% 07/17/26 74333FAF6 Jun 2023 545,000 $464K 0.00% ABS-CBDO
3604 DTE ELECTRIC CO 4.05% 05/15/48 23338VAH9 Jun 2023 558,000 $463K 0.00% DBT
3605 UMBS P#BV8135 3% 04/01/52 3140MNBD7 Jun 2023 525,207 $463K 0.00% ABS-MBS
3606 MCMLT 2018-2 M1 V/R 05/25/58 59980MAG6 Jun 2023 494,254 $463K 0.00% ABS-CBDO
3607 REPUBLIC O 6.15% 08/12/32/PEN/ 715638BY7 Jun 2023 1,752,000 $462K 0.00% DBT
3608 CIFC 2017-3A A1 V/R 07/20/30 12548JAC6 Jun 2023 464,407 $461K 0.00% ABS-CBDO
3609 GNMA II P#BT6929 3.5% 03/20/50 3617MVVW2 Jun 2023 495,081 $460K 0.00% ABS-MBS
3610 UMBS P#BM3363 4% 09/01/46 3140J7WZ4 Jun 2023 482,833 $458K 0.00% ABS-MBS
3611 DUKE ENERGY CAR 2.45% 02/01/30 26442CBA1 Jun 2023 530,000 $456K 0.00% DBT
3612 N/A N/A Jun 2023 1 $455K 0.00% DCR
3613 UMBS P#BX0139 3.5% 11/01/52 3140N4EM5 Jun 2023 495,529 $452K 0.00% ABS-MBS
3614 UMBS P#CB4363 3.5% 08/01/52 3140QPZ59 Jun 2023 493,831 $450K 0.00% ABS-MBS
3615 UMBS P#BW7293 3.5% 08/01/52 3140N0C78 Jun 2023 493,691 $450K 0.00% ABS-MBS
3616 T/L DAVE & BUSTERS 0% 06/29/29 N/A Jun 2023 452,235 $450K 0.00% LON
3617 MVWOT 2021-1WA 1.94% 01/22/41 55389TAC5 Jun 2023 500,746 $449K 0.00% ABS-CBDO
3618 US TIPS 2.125% 02/15/41 912810QP6 Jun 2023 415,584 $446K 0.00% DBT
3619 GREENE KI 5.106% 03/15/34/GBP/ G4158GAC3 Jun 2023 399,910 $445K 0.00% DBT
3620 UMBS P#MA4803 3.5% 11/01/52 31418EKR0 Jun 2023 487,206 $444K 0.00% ABS-MBS
3621 UMBS P#CA2469 4% 10/01/48 3140Q9W74 Jun 2023 464,303 $442K 0.00% ABS-MBS
3622 GNMA II P#MA4320 3% 03/20/47 36179SYR2 Jun 2023 486,325 $441K 0.00% ABS-MBS
3623 RUSSIAN FEDERAT 4.25% 06/23/27 X5424XBN7 Jun 2023 1,000,000 $440K 0.00% DBT
3624 UMBS P#MA1283 3.5% 12/01/42 31418AM96 Jun 2023 470,603 $437K 0.00% ABS-MBS
3625 GOLDEN ST TOBACCO 3% 06/01/46 38122NB76 Jun 2023 475,000 $437K 0.00% DBT
3626 T/L REALPAGE INC 0% 4/24/28 N/A Jun 2023 445,466 $435K 0.00% LON
3627 ENEL FINANCE I 1.875% 07/12/28 29278GAN8 Jun 2023 519,000 $435K 0.00% DBT
3628 OBX 2019-EXP3 1A V/R 10/25/59 67113AAP5 Jun 2023 487,194 $435K 0.00% ABS-CBDO
3629 UNITED AIR 2018- 3.7% 03/01/30 90931VAA4 Jun 2023 501,972 $434K 0.00% DBT
3630 SOUTHWESTERN PU 3.75% 06/15/49 845743BT9 Jun 2023 565,000 $433K 0.00% DBT
3631 AXTEL SAB DE C 6.375% 11/14/24 05462GAJ3 Jun 2023 425,000 $432K 0.00% DBT
3632 T/L CORPORATION SE 0% 08/31/29 N/A Jun 2023 429,750 $430K 0.00% LON
3633 AMMST 2021-MF 2.574% 08/15/31 03882KAJ1 Jun 2023 525,000 $430K 0.00% ABS-CBDO
3634 SMB 2017-A A2A 2.88% 09/15/34 78448WAB1 Jun 2023 447,372 $428K 0.00% ABS-CBDO
3635 SAUDI INTERNATI 3.45% 02/02/61 M6320UBC2 Jun 2023 610,000 $428K 0.00% DBT
3636 UMBS P#BW2935 3% 06/01/52 3140MUHM5 Jun 2023 483,525 $426K 0.00% ABS-MBS
3637 CSC HOLDINGS L 5.375% 02/01/28 126307AS6 Jun 2023 530,000 $426K 0.00% DBT
3638 TEACHERS INSUR 4.27% 05/15/47 878091BF3 Jun 2023 515,000 $426K 0.00% DBT
3639 BANCO MERCANTIL DE V/R /PERP/ 05973KAA5 Jun 2023 500,000 $426K 0.00% DBT
3640 SHIMAO GROUP HO 3.45% 01/11/31 G81269AB1 Jun 2023 5,645,000 $425K 0.00% DBT
3641 AHM 2007-1 GA1C V/R 05/25/47 026932AC7 Jun 2023 776,901 $423K 0.00% ABS-CBDO
3642 UMBS P#BX8382 5.5% 03/01/53 3140NDJ40 Jun 2023 422,159 $420K 0.00% ABS-MBS
3643 T/L FILTRATION 0% 10/31/28 N/A Jun 2023 418,815 $418K 0.00% LON
3644 RUSSIA GOVT 6.1% 07/18/35/RUB/ X5424XCT3 Jun 2023 111,613,000 $418K 0.00% DBT
3645 NNN REIT INC 3% 04/15/52 637417AR7 Jun 2023 687,000 $418K 0.00% DBT
3646 PRKCM 2021-AFC2 V/R 07/25/28 69361JAA4 Jun 2023 509,960 $417K 0.00% ABS-CBDO
3647 UMBS P#BV0922 3% 06/01/52 3140MEAY2 Jun 2023 472,177 $416K 0.00% ABS-MBS
3648 SGR 2022-2 A1 V/R 08/25/62 78434KAA5 Jun 2023 427,831 $416K 0.00% ABS-CBDO
3649 NAVSL 2017-A B V/R 09/15/25 63939XAD3 Jun 2023 440,000 $414K 0.00% ABS-CBDO
3650 GNR 2022-78 IO 3% 08/20/51 38383P6D8 Jun 2023 2,914,755 $414K 0.00% ABS-CBDO
3651 RAMP 2005-RS5 M5 V/R 05/25/35 76112BQA1 Jun 2023 420,057 $413K 0.00% ABS-CBDO
3652 CSN RESOURCES 5.875% 04/08/32 12644VAE8 Jun 2023 511,000 $412K 0.00% DBT
3653 UMBS P#CA8377 1.5% 12/01/35 3140QGJX6 Jun 2023 476,742 $411K 0.00% ABS-MBS
3654 SRFC 2019-1A A 3.2% 01/20/36 82653EAA5 Jun 2023 426,695 $409K 0.00% ABS-CBDO
3655 DIAMOND SPORTS 5.375% 08/15/26 25277LAF3 Jun 2023 12,101,000 $408K 0.00% DBT
3656 FNMA 30YR TBA 6.5% AUG 23 01F062689 Jun 2023 400,000 $408K 0.00% ABS-MBS
3657 N/A N/A Jun 2023 1 $406K 0.00% DFE
3658 T/L TRUGREEN LIMIT 0% 11/02/27 89787RAH5 Jun 2023 441,342 $405K 0.00% LON
3659 SEMT 2017-CH1 A1 V/R 07/25/33 81746HAA9 Jun 2023 434,455 $405K 0.00% ABS-CBDO
3660 RIO OIL FINANCE 8.2% 04/06/28 76716XAC6 Jun 2023 403,400 $405K 0.00% DBT
3661 N/A N/A Jun 2023 1 $404K 0.00% DFE
3662 BCM 1999-B A1B V/R 09/15/10 09774XBB7 Jun 2023 3,594,315 $404K 0.00% ABS-CBDO
3663 UMBS P#QE2315 3% 04/01/52 3133BBSC4 Jun 2023 456,940 $403K 0.00% ABS-MBS
3664 T/L SOPHIA L.P. 0% 10/07/27 83578BAN3 Jun 2023 407,347 $403K 0.00% LON
3665 SRFC 2021-1A C 1.79% 11/20/37 82652QAC5 Jun 2023 438,729 $402K 0.00% ABS-CBDO
3666 FGLMC P#G60646 4.5% 05/01/46 31335AWF1 Jun 2023 405,878 $402K 0.00% ABS-MBS
3667 FGLMC P#G60645 4.5% 06/01/46 31335AWE4 Jun 2023 408,370 $401K 0.00% ABS-MBS
3668 UMBS P#SD0730 2% 09/01/51 3132DMY33 Jun 2023 487,424 $401K 0.00% ABS-MBS
3669 NAVSL 2019-BA 3.39% 02/15/28 63941LAB9 Jun 2023 421,807 $398K 0.00% ABS-CBDO
3670 NBN CO LTD 2.625% 05/05/31 62878U2B7 Jun 2023 475,000 $398K 0.00% DBT
3671 N/A N/A Jun 2023 1 $397K 0.00% DFE
3672 MSAC 2006-HE8 A1 V/R 10/25/36 61750SAA0 Jun 2023 451,603 $397K 0.00% ABS-CBDO
3673 T/L AMENTUM GOVER 0% 01/29/27 57776DAB9 Jun 2023 403,353 $396K 0.00% LON
3674 SEMT 2013-4 B1 V/R 04/25/43 81744YAF3 Jun 2023 428,822 $394K 0.00% ABS-CBDO
3675 ELFI 2021-A B V/R 12/26/46 28628BAB4 Jun 2023 471,227 $393K 0.00% ABS-CBDO
3676 N/A N/A Jun 2023 1 $393K 0.00% DCR
3677 T/L SAFE FLEET 0% 02/23/2029 N/A Jun 2023 390,838 $390K 0.00% LON
3678 ENEL FINANCE IN 2.25% 07/12/31 29278GAP3 Jun 2023 496,000 $389K 0.00% DBT
3679 UMBS P#BX3974 5.5% 12/01/52 3140N8MY1 Jun 2023 389,346 $388K 0.00% ABS-MBS
3680 UMBS P#CA2204 4.5% 08/01/48 3140Q9NW9 Jun 2023 392,879 $384K 0.00% ABS-MBS
3681 VEDANTA RESOURC 8.95% 03/11/25 92243XAE1 Jun 2023 509,000 $384K 0.00% DBT
3682 UMBS P#SD7511 3.5% 01/01/50 3132DVKY0 Jun 2023 416,271 $384K 0.00% ABS-MBS
3683 HIT 2022-HI32 A V/R 07/15/24 40442AAA7 Jun 2023 384,189 $383K 0.00% ABS-CBDO
3684 BSCMS 2006-T24 B V/R 10/12/41 07388NAH9 Jun 2023 409,572 $383K 0.00% ABS-CBDO
3685 MASD 2006-2 A V/R 02/25/36 57643AAA8 Jun 2023 403,266 $383K 0.00% ABS-CBDO
3686 DILLARDS INC 7% 12/01/28 254067AN1 Jun 2023 380,000 $380K 0.00% DBT
3687 LLOYDS BANKING GR V/R 11/07/28 539439AQ2 Jun 2023 420,000 $380K 0.00% DBT
3688 FGLMC P#G60460 4.5% 02/01/46 31335AQM3 Jun 2023 383,289 $379K 0.00% ABS-MBS
3689 TOPAZ SOLAR FA 4.875% 09/30/39 89054XAD7 Jun 2023 410,812 $376K 0.00% DBT
3690 ROMANIA 2.125% 03/07/28/EUR/ X7360WCF7 Jun 2023 397,000 $375K 0.00% DBT
3691 SNDPT 2016-3A AR V/R 01/23/29 83609NAN0 Jun 2023 375,137 $374K 0.00% ABS-CBDO
3692 REPUBLIC OF TUR 4.25% 03/13/25 900123CX6 Jun 2023 400,000 $373K 0.00% DBT
3693 COLT 2020-3 A1 V/R 04/27/65 12597QAA4 Jun 2023 401,357 $371K 0.00% ABS-CBDO
3694 COMISION FEDER 4.875% 01/15/24 P30179AM0 Jun 2023 374,000 $371K 0.00% DBT
3695 CSMC 2021-BHAR B V/R 11/15/23 12659VAG5 Jun 2023 380,000 $370K 0.00% ABS-CBDO
3696 EPR PROPERTIES 4.95% 04/15/28 26884UAE9 Jun 2023 414,000 $370K 0.00% DBT
3697 BX 2021-LBA AV V/R 02/15/23 05609BAV1 Jun 2023 381,000 $369K 0.00% ABS-CBDO
3698 PETROLEOS MEXI 4.875% 01/18/24 71654QBH4 Jun 2023 374,000 $368K 0.00% DBT
3699 UMBS P#BD5046 3.5% 02/01/47 3140FCTC2 Jun 2023 397,013 $367K 0.00% ABS-MBS
3700 EHGVT 2021-A C 2.09% 08/27/35 28416LAC6 Jun 2023 418,892 $366K 0.00% ABS-CBDO
3701 GNMA II P#MA5528 4% 10/20/48 36179UD90 Jun 2023 380,140 $364K 0.00% ABS-MBS
3702 T/L HILTON WORLDWI 0% 6/22/26 43289DAH6 Jun 2023 361,313 $361K 0.00% LON
3703 MEXICO CITY ARP 4.25% 10/31/26 P6629MAA0 Jun 2023 374,000 $360K 0.00% DBT
3704 N/A N/A Jun 2023 1 $360K 0.00% DCR
3705 REPUBLIC OF ARGENT 1% 07/09/29 040114HX1 Jun 2023 1,108,815 $359K 0.00% DBT
3706 T/L LEALAND FINA 0% 06/30/25 N5200EAB7 Jun 2023 640,782 $359K 0.00% LON
3707 N/A N/A Jun 2023 1 $358K 0.00% DFE
3708 FGLMC P#G60125 4.5% 06/01/45 31335AD62 Jun 2023 360,930 $357K 0.00% ABS-MBS
3709 CASL 2021-A C 2.92% 02/25/32 19424KAD5 Jun 2023 400,913 $357K 0.00% ABS-CBDO
3710 BX 2021-ARIA A V/R 10/15/23 05608RAA3 Jun 2023 368,000 $357K 0.00% ABS-CBDO
3711 LEVEL 3 FINANC 4.625% 09/15/27 527298BN2 Jun 2023 510,000 $355K 0.00% DBT
3712 EMPRESA NACIONA 3.75% 08/05/26 P37110AK2 Jun 2023 374,000 $354K 0.00% DBT
3713 BABSN 2018-3A A1 V/R 07/20/29 06760PAC5 Jun 2023 355,881 $353K 0.00% ABS-CBDO
3714 SHIMAO GROUP HOL 5.2% 01/16/27 G81269AE5 Jun 2023 4,595,000 $348K 0.00% DBT
3715 T/L CREATIVE ARTIS 0% 11/16/28 N/A Jun 2023 348,048 $347K 0.00% LON
3716 TIMES CHINA HLD 5.75% 01/14/27 G8879TAH3 Jun 2023 5,214,000 $346K 0.00% DBT
3717 UNITED MEXICAN 6.338% 05/04/53 91087BAX8 Jun 2023 339,000 $345K 0.00% DBT
3718 UMBS P#BW0161 3% 05/01/52 3140MRFB8 Jun 2023 391,617 $345K 0.00% ABS-MBS
3719 SINO OCEAN LAND 4.75% 08/05/29 G816C6AC9 Jun 2023 1,725,000 $343K 0.00% DBT
3720 INDONESIA GOV 9% 03/15/29/IDR/ Y39814JN2 Jun 2023 4,494,000,000 $342K 0.00% DBT
3721 ALEXANDRIA REAL 3.95% 01/15/28 015271AK5 Jun 2023 364,000 $339K 0.00% DBT
3722 FHR 5161 LI 3% 11/25/51 3137H4AU4 Jun 2023 2,604,217 $338K 0.00% ABS-CBDO
3723 GNMA II P#MA5467 4.5% 09/20/48 36179UCC4 Jun 2023 345,546 $338K 0.00% ABS-MBS
3724 GFMT 2019-1 A22 V/R 02/25/59 36418WAJ8 Jun 2023 356,568 $336K 0.00% ABS-CBDO
3725 MET TRANSPRTN 6.814% 11/15/40 59259YGF0 Jun 2023 310,000 $335K 0.00% DBT
3726 FCAT 2018-2 D 4.23% 07/15/22 33844NAG5 Jun 2023 335,774 $335K 0.00% ABS-CBDO
3727 SEMT 2018-CH3 A1 V/R 01/25/25 81746WAN8 Jun 2023 344,136 $333K 0.00% ABS-CBDO
3728 UMBS P#BV9999 3.5% 07/01/52 3140MQDD8 Jun 2023 364,805 $333K 0.00% ABS-MBS
3729 SHIMAO GROUP HL 4.75% 07/03/22 G81043AH7 Jun 2023 4,359,000 $330K 0.00% DBT
3730 UMBS P#CA6441 4% 12/01/49 3140QEEP3 Jun 2023 344,117 $328K 0.00% ABS-MBS
3731 UMBS P#SD0789 2% 12/01/51 3132DM2W4 Jun 2023 395,526 $327K 0.00% ABS-MBS
3732 US TIPS 0.625% 02/15/43 912810RA8 Jun 2023 395,844 $324K 0.00% DBT
3733 OAKC 2020-7A AR V/R 02/24/37 67098WAN1 Jun 2023 330,000 $324K 0.00% ABS-CBDO
3734 FGLMC P#Q46289 4.5% 02/01/47 3132WK7B8 Jun 2023 327,196 $324K 0.00% ABS-MBS
3735 BSARM 2003-3 3A1 V/R 05/25/33 07384MUP5 Jun 2023 344,776 $323K 0.00% ABS-CBDO
3736 CHARTER COMM O 6.484% 10/23/45 161175BA1 Jun 2023 343,000 $322K 0.00% DBT
3737 OMFIT 2019-2A 3.14% 02/14/28 68269BAA6 Jun 2023 356,000 $322K 0.00% ABS-CBDO
3738 FGLMC P#G08748 3.5% 02/01/47 3128MJZN3 Jun 2023 346,826 $321K 0.00% ABS-MBS
3739 SEAGATE HDD CA 4.091% 06/01/29 81180WBC4 Jun 2023 365,000 $321K 0.00% DBT
3740 CWALT 2003-22C 5.75% 12/25/33 12669FEE9 Jun 2023 328,086 $321K 0.00% ABS-CBDO
3741 UMBS P#BV5050 3% 06/01/52 3140MJTG0 Jun 2023 364,541 $321K 0.00% ABS-MBS
3742 SDART 2019-3 D 2.68% 07/15/23 80286HAG4 Jun 2023 321,642 $321K 0.00% ABS-CBDO
3743 PROMIGAS/GASES 3.75% 10/16/29 P7922TAA7 Jun 2023 378,000 $321K 0.00% DBT
3744 T/L ATHENAHEAL 0% 02/15/29 N/A Jun 2023 331,665 $319K 0.00% LON
3745 GNMA II P#MA4778 3.5% 10/20/47 36179TJX4 Jun 2023 340,584 $319K 0.00% ABS-MBS
3746 UMBS P#FM7972 4% 11/01/49 3140XB2E9 Jun 2023 334,835 $319K 0.00% ABS-MBS
3747 ABRA GLOBAL FIN 11.5% 03/02/28 000852AB9 Jun 2023 390,125 $317K 0.00% DBT
3748 SLST 2020-3 M1 V/R 04/26/60 35564CHL4 Jun 2023 331,843 $317K 0.00% ABS-CBDO
3749 FGLMC P#G18691 3% 06/01/33 3128MMXV0 Jun 2023 336,517 $316K 0.00% ABS-MBS
3750 ACAR 2019-3 D 2.89% 02/13/23 02529NAG2 Jun 2023 316,133 $316K 0.00% ABS-CBDO
3751 UMBS P#SC0376 4% 11/01/42 3132D9MZ4 Jun 2023 329,364 $313K 0.00% ABS-MBS
3752 HIGHWOODS REAL 4.125% 03/15/28 431282AQ5 Jun 2023 358,000 $313K 0.00% DBT
3753 UMBS P#BV7200 3% 04/01/52 3140MMAA6 Jun 2023 354,406 $312K 0.00% ABS-MBS
3754 FNR 2019-52 PA 3% 09/25/49 3136B53X1 Jun 2023 354,090 $311K 0.00% ABS-CBDO
3755 PROG 2020-SFR 1.495% 10/17/27 74333AAC4 Jun 2023 345,000 $311K 0.00% ABS-CBDO
3756 UMBS P#FM3904 4% 03/01/49 3140X7KS7 Jun 2023 323,649 $309K 0.00% ABS-MBS
3757 T/L HEARTHSIDE GR ZCP 05/23/25 40422KAB7 Jun 2023 351,234 $308K 0.00% LON
3758 CSMC 2014-USA 4.335% 09/15/25 12649AAL3 Jun 2023 400,000 $307K 0.00% ABS-CBDO
3759 REPUBLIC OF ANG 8.75% 04/14/32 035198AF7 Jun 2023 365,000 $307K 0.00% DBT
3760 BMARK 2021-B2 2.387% 08/15/31 08163JAE4 Jun 2023 381,000 $306K 0.00% ABS-CBDO
3761 GFMT 2018-2 A22 V/R 10/25/58 36418GAJ3 Jun 2023 329,268 $304K 0.00% ABS-CBDO
3762 HUNGARY 5.5% 06/16/34 X93622GG1 Jun 2023 313,000 $303K 0.00% DBT
3763 BMO 2023-C5 XA V/R 05/15/33 055988AF6 Jun 2023 5,716,000 $302K 0.00% ABS-CBDO
3764 RMIT 2021-2 A 1.9% 01/15/28 75907UAA7 Jun 2023 356,000 $302K 0.00% ABS-CBDO
3765 UMBS P#ZA2520 4% 08/01/38 31329KYR9 Jun 2023 319,412 $301K 0.00% ABS-MBS
3766 US TIPS 2.125% 02/15/40 912810QF8 Jun 2023 280,710 $301K 0.00% DBT
3767 SCFET 2021-1A 1.93% 09/20/30 783897AF8 Jun 2023 340,000 $301K 0.00% ABS-CBDO
3768 MITCHELLS 6.013% 12/15/28/GBP/ G6160KAL5 Jun 2023 265,039 $301K 0.00% DBT
3769 BANCO MERCANTIL DE V/R /PERP/ 05973KAB3 Jun 2023 388,000 $300K 0.00% DBT
3770 BRITISH AIR 19-1 3.3% 12/15/32 11043XAA1 Jun 2023 345,622 $300K 0.00% DBT
3771 OLEODUCTO CENTRAL 4% 07/14/27 P7358RAD8 Jun 2023 341,000 $299K 0.00% DBT
3772 TPMT 2017-3 A2 V/R 07/25/57 89169DAB7 Jun 2023 320,000 $299K 0.00% ABS-CBDO
3773 MET TRANSPRTN 5.871% 11/15/39 59259YBF5 Jun 2023 300,000 $297K 0.00% DBT
3774 REPUBLIC OF CO 3.125% 04/15/31 195325DS1 Jun 2023 388,000 $292K 0.00% DBT
3775 N/A N/A Jun 2023 1 $291K 0.00% DCR
3776 NEW YORK CITY 6.011% 06/15/42 64972FL20 Jun 2023 255,000 $291K 0.00% DBT
3777 PACIFIC GAS & E 4.25% 03/15/46 694308HN0 Jun 2023 409,000 $290K 0.00% DBT
3778 PETROLEOS MEXIC 6.35% 02/12/48 71654QCL4 Jun 2023 480,000 $290K 0.00% DBT
3779 CENTENE CORP 4.625% 12/15/29 15135BAT8 Jun 2023 315,000 $290K 0.00% DBT
3780 AMER AIRLINE 16 5.25% 01/15/24 02376YAA5 Jun 2023 293,987 $290K 0.00% DBT
3781 MARRIOTT INTERN 3.75% 10/01/25 571903AP8 Jun 2023 297,000 $285K 0.00% DBT
3782 BRITISH AIR 20- 4.25% 11/15/32 11044MAA4 Jun 2023 311,225 $284K 0.00% DBT
3783 LOGAN GROUP CO 4.85% 12/14/26 G5631SAC1 Jun 2023 2,995,000 $283K 0.00% DBT
3784 T/L AVOLON TLB BOR 0% 06/08/28 N/A Jun 2023 281,300 $281K 0.00% LON
3785 T/L AVOLON TLB BO ZCP 01/15/25 05400KAE0 Jun 2023 281,300 $281K 0.00% LON
3786 REPUBLIC OF VE 11.95% 08/05/31/OFAC FAIL/ P17625AD9 Jun 2023 3,200,000 $280K 0.00% DBT
3787 CZECH REPUB 4.2% 12/04/36/CZK/ X1761RAU5 Jun 2023 6,220,000 $279K 0.00% DBT
3788 BX 2021-SDMF A V/R 09/15/23 12434CAA2 Jun 2023 288,000 $278K 0.00% ABS-CBDO
3789 T/L AZZ INCORPORA ZCP 05/13/29 00247NAG7 Jun 2023 277,636 $278K 0.00% LON
3790 T/L ELEMENT MATER 0% 04/12/29 N/A Jun 2023 283,100 $277K 0.00% LON
3791 UMBS P#ZN1448 4% 11/01/48 3131Y7TD9 Jun 2023 289,000 $276K 0.00% ABS-MBS
3792 FNR 2021-31 IB 4% 06/25/51 3136BHXV6 Jun 2023 1,399,994 $273K 0.00% ABS-CBDO
3793 HUNGARIAN DEVELO 6.5% 06/29/28 X5S5VDBM0 Jun 2023 275,000 $272K 0.00% DBT
3794 UMBS P#ZA4692 3.5% 06/01/46 31329NF94 Jun 2023 291,713 $271K 0.00% ABS-MBS
3795 KAZMUNAYGAS NATI 3.5% 04/14/33 Y44709AH9 Jun 2023 351,000 $271K 0.00% DBT
3796 CHNGE 2022-4 A1 V/R 10/25/57 12551SAA4 Jun 2023 272,792 $266K 0.00% ABS-CBDO
3797 T/L DTI HOLDCO 0% 04/21/2029 N/A Jun 2023 286,288 $265K 0.00% LON
3798 MONG DUONG FIN 5.125% 05/07/29 N6000DAA1 Jun 2023 300,000 $263K 0.00% DBT
3799 PRKCM 2022-AFC1 V/R 04/25/57 69377CAA1 Jun 2023 282,953 $263K 0.00% ABS-CBDO
3800 T/L SYNIVERSE HOL 0% 05/10/29 87168TAB7 Jun 2023 288,775 $263K 0.00% LON
3801 KENBOURNE INVE 6.875% 11/26/24 48855KAA8 Jun 2023 300,000 $261K 0.00% DBT
3802 UKRAINE GOVERN 7.375% 09/25/34 X5S005ZQ7 Jun 2023 1,137,000 $260K 0.00% DBT
3803 NAVSL 2021-A B 2.24% 03/15/29 63942BAB0 Jun 2023 360,000 $260K 0.00% ABS-CBDO
3804 PROMIGAS/GASES 3.75% 10/16/29 74348DAA5 Jun 2023 305,000 $259K 0.00% DBT
3805 PUMA INTERNATIONAL 5% 01/24/26 L78043AE3 Jun 2023 286,000 $257K 0.00% DBT
3806 N/A N/A Jun 2023 1 $257K 0.00% DIR
3807 WFCM 2019-JWDR C V/R 09/15/26 95002NAJ6 Jun 2023 290,000 $256K 0.00% ABS-CBDO
3808 AHT1 2018-ASHF D V/R 04/15/20 04410RAL0 Jun 2023 266,000 $255K 0.00% ABS-CBDO
3809 ONCOR ELECTRIC 4.55% 09/15/32 68233JCK8 Jun 2023 263,000 $255K 0.00% DBT
3810 SMB 2018-B B 4% 11/15/28 78449LAD0 Jun 2023 285,000 $254K 0.00% ABS-CBDO
3811 BANK OF AMERICA C V/R 10/22/30 06051GHX0 Jun 2023 295,000 $254K 0.00% DBT
3812 UMBS P#QE5168 3% 06/01/52 3133BEW58 Jun 2023 288,027 $254K 0.00% ABS-MBS
3813 GRUMA SAB DE C 4.875% 12/01/24 P4948KAD7 Jun 2023 256,000 $253K 0.00% DBT
3814 SDART 2020-1 C 4.11% 01/15/24 80287AAF0 Jun 2023 254,240 $253K 0.00% ABS-CBDO
3815 WMALT 2007-OA3 5 V/R 04/25/47 939355AE3 Jun 2023 300,111 $252K 0.00% ABS-CBDO
3816 N/A N/A Jun 2023 1 $251K 0.00% DFE
3817 AERCAP IRELAND C 6.5% 07/15/25 00774MAN5 Jun 2023 250,000 $251K 0.00% DBT
3818 OFFICE CHERIFIEN 4.5% 10/22/25 V6811PAA4 Jun 2023 259,000 $251K 0.00% DBT
3819 UMBS P#AL6276 5.5% 10/01/43 3138EN6N4 Jun 2023 244,681 $250K 0.00% ABS-MBS
3820 ARAB REPUBLIC OF 7.5% 02/16/61 M1487WDL6 Jun 2023 501,000 $250K 0.00% DBT
3821 REPUBLIC OF PA 6.853% 03/28/54 698299BV5 Jun 2023 240,000 $250K 0.00% DBT
3822 FNS 427 C85 3.5% 08/25/49 31423XQP9 Jun 2023 1,420,370 $248K 0.00% ABS-CBDO
3823 BCC 2018-2A A1 V/R 07/19/31 05682VAA3 Jun 2023 250,000 $248K 0.00% ABS-CBDO
3824 MDPK 2019-34A AR V/R 04/25/32 55819GAL3 Jun 2023 250,000 $247K 0.00% ABS-CBDO
3825 UMBS P#FS0610 2% 02/01/37 3140XFVC2 Jun 2023 278,970 $247K 0.00% ABS-MBS
3826 BCC 2020-4A A1 V/R 10/20/33 05684KAA5 Jun 2023 250,000 $247K 0.00% ABS-CBDO
3827 TPMT 2020-2 A2B V/R 04/25/60 89176UAR5 Jun 2023 310,000 $246K 0.00% ABS-CBDO
3828 CONTINUUM ENERGY 4.5% 02/09/27 21218MAB1 Jun 2023 264,120 $246K 0.00% DBT
3829 PLMRS 2013-2A A2 V/R 10/17/31 69688AAQ4 Jun 2023 250,000 $246K 0.00% ABS-CBDO
3830 OAKC 2016-13A BR V/R 10/25/34 67110NAP0 Jun 2023 250,000 $245K 0.00% ABS-CBDO
3831 UMBS P#QF7274 6% 02/01/53 3133BVCK9 Jun 2023 237,081 $245K 0.00% ABS-MBS
3832 ANCHC 2020-15A A V/R 07/20/34 03329FAN4 Jun 2023 250,000 $244K 0.00% ABS-CBDO
3833 UMBS P#ZT1545 4% 12/01/48 3132ADWE4 Jun 2023 256,272 $244K 0.00% ABS-MBS
3834 RELIANCE INDUS 4.125% 01/28/25 Y72596BU5 Jun 2023 250,000 $244K 0.00% DBT
3835 CCITY 2021-1A A1 V/R 07/20/34 22824DAC3 Jun 2023 250,000 $243K 0.00% ABS-CBDO
3836 T/L SS&C TECH 0% 4/16/25 78466DBD5 Jun 2023 243,414 $243K 0.00% LON
3837 N/A N/A Jun 2023 1 $242K 0.00% DIR
3838 FNR 2021-3 MI 3.5% 02/25/51 3136BDXZ6 Jun 2023 1,373,025 $241K 0.00% ABS-CBDO
3839 ALEXANDRIA REAL 3.95% 01/15/27 015271AJ8 Jun 2023 253,000 $240K 0.00% DBT
3840 CZECH REPU 0.95% 05/15/30/CZK/ X73311KU9 Jun 2023 6,510,000 $238K 0.00% DBT
3841 OMFIT 2021-1A A2 V/R 09/14/27 68269MAB0 Jun 2023 244,000 $238K 0.00% ABS-CBDO
3842 GNMA P#783956 4.5% 05/15/41 3622A2MD1 Jun 2023 243,805 $236K 0.00% ABS-MBS
3843 CTP NV 1.25% 06/21/29/EUR/ N2368RAD9 Jun 2023 300,000 $236K 0.00% DBT
3844 BSABS 2005-AQ1 M V/R 03/25/35 073879UQ9 Jun 2023 239,417 $236K 0.00% ABS-CBDO
3845 FGLMC P#G08840 5% 08/01/48 3128MJ5A4 Jun 2023 235,884 $235K 0.00% ABS-MBS
3846 UMBS P#FS0957 3% 03/01/52 3140XGB32 Jun 2023 266,667 $235K 0.00% ABS-MBS
3847 GLP CAPITAL LP 5.25% 06/01/25 361841AJ8 Jun 2023 239,000 $234K 0.00% DBT
3848 FGLMC P#G18592 3% 03/01/31 3128MMUS0 Jun 2023 246,421 $232K 0.00% ABS-MBS
3849 UMBS P#BU8945 3% 04/01/52 3140MA5F7 Jun 2023 263,584 $232K 0.00% ABS-MBS
3850 WPT 2017-WWP C V/R 11/10/27 98162JAJ5 Jun 2023 320,000 $232K 0.00% ABS-CBDO
3851 SHIMAO GROUP HOL 5.6% 07/15/26 G81043AQ7 Jun 2023 3,025,000 $229K 0.00% DBT
3852 GRUPO POSADAS SA S/UP 12/30/27 P4983GAS9 Jun 2023 265,560 $227K 0.00% DBT
3853 UMBS P#QF0098 3.5% 05/01/52 3133BMDB8 Jun 2023 248,871 $227K 0.00% ABS-MBS
3854 MLCC 2004-HB1 A3 V/R 04/25/29 59020UEV3 Jun 2023 252,245 $226K 0.00% ABS-CBDO
3855 BACARDI LTD 4.7% 05/15/28 067316AF6 Jun 2023 232,000 $224K 0.00% DBT
3856 METALSA SA DE C 3.75% 05/04/31 P6638MAB7 Jun 2023 284,000 $224K 0.00% DBT
3857 T/L SS&C TECHNOLOG 0% 04/16/25 78466DBE3 Jun 2023 221,607 $221K 0.00% LON
3858 FRIGORIFICO CONC 7.7% 07/21/28 358648AA1 Jun 2023 282,000 $220K 0.00% DBT
3859 OBX 2018-EXP1 1A V/R 04/25/48 67097VAC8 Jun 2023 237,417 $218K 0.00% ABS-CBDO
3860 T/L ASP BLADE 0% 10/13/28 N/A Jun 2023 250,334 $217K 0.00% LON
3861 N/A N/A Jun 2023 1 $216K 0.00% DCR
3862 MC BRAZIL DWNST 7.25% 06/30/31 55292WAA8 Jun 2023 319,829 $216K 0.00% DBT
3863 GRUPO BIMBO SA 3.875% 06/27/24 P4949BAJ3 Jun 2023 219,000 $215K 0.00% DBT
3864 MVWOT 2020-1A 4.21% 03/20/28 55400EAC3 Jun 2023 228,319 $214K 0.00% ABS-CBDO
3865 UMBS P#QD5965 2% 02/01/52 3133B3TW7 Jun 2023 255,634 $210K 0.00% ABS-MBS
3866 UKRAINE GOVERNMEN V/R 05/31/40 X5S005UN9 Jun 2023 538,000 $210K 0.00% DBT
3867 LOGAN GROUP CO 4.25% 07/12/25 G5631SAE7 Jun 2023 2,205,000 $209K 0.00% DBT
3868 UMBS P#CA2708 4% 05/01/48 3140QAAJ9 Jun 2023 218,568 $208K 0.00% ABS-MBS
3869 HEALTHPEAK OP LL 3.5% 07/15/29 40414LAR0 Jun 2023 231,000 $207K 0.00% DBT
3870 FASTR 20 2.763% 06/15/24 /CAD/ 345213JE3 Jun 2023 290,000 $207K 0.00% ABS-CBDO
3871 REPUBLIC OF CO 4.125% 05/15/51 195325DT9 Jun 2023 345,000 $206K 0.00% DBT
3872 KINGDOM OF MOROC 6.5% 09/08/33 V5311VAK6 Jun 2023 200,000 $206K 0.00% DBT
3873 UMBS P#CA8642 4% 01/01/51 3140QGS81 Jun 2023 216,535 $205K 0.00% ABS-MBS
3874 UMBS P#ZM7370 4% 07/01/48 3131Y2FK9 Jun 2023 214,570 $205K 0.00% ABS-MBS
3875 UMBS P#RA5299 4% 05/01/51 3133KL3G0 Jun 2023 217,149 $204K 0.00% ABS-MBS
3876 N/A N/A Jun 2023 1 $202K 0.00% DIR
3877 FHR 5196 DI 3% 02/25/52 3137H5WD5 Jun 2023 1,313,176 $202K 0.00% ABS-CBDO
3878 OBX 2020-EXP1 2A V/R 02/25/60 67448TBE4 Jun 2023 214,820 $198K 0.00% ABS-CBDO
3879 N/A N/A Jun 2023 1 $198K 0.00% DCR
3880 LIQUID TELECOM F 5.5% 09/04/26 536333AB3 Jun 2023 355,000 $198K 0.00% DBT
3881 REPUBLIC OF GABON 7% 11/24/31 V36283AE5 Jun 2023 247,000 $196K 0.00% DBT
3882 SASOL FINANCING 8.75% 05/03/29 80386WAF2 Jun 2023 200,000 $195K 0.00% DBT
3883 MAF GLOBAL SECURITI V/R /PERP/ G5S64MAF3 Jun 2023 200,000 $194K 0.00% DBT
3884 REPUBLIC OF NI 7.875% 02/16/32 V342A3BV5 Jun 2023 231,000 $193K 0.00% DBT
3885 FREEPORT INDON 4.763% 04/14/27 Y7141BAA1 Jun 2023 200,000 $193K 0.00% DBT
3886 REPUBLIC OF INDO 4.1% 04/24/28 455780CF1 Jun 2023 200,000 $193K 0.00% DBT
3887 NEMAK SAB DE C 3.625% 06/28/31 P71340AD8 Jun 2023 247,000 $193K 0.00% DBT
3888 SMB 2015-B A3 V/R 07/15/24 78448QAD0 Jun 2023 191,464 $192K 0.00% ABS-CBDO
3889 REPUBLIC OF NI 9.248% 01/21/49 V342A3CB8 Jun 2023 231,000 $191K 0.00% DBT
3890 JPMCC 2012-LC9 D V/R 12/15/22 46639EAN1 Jun 2023 215,000 $191K 0.00% ABS-CBDO
3891 CIFI HOLDINGS GROU 6% 07/16/25 G2140AAV9 Jun 2023 1,755,000 $190K 0.00% DBT
3892 UBS GROUP AG V/R 04/02/32/EUR/ H3698DDK7 Jun 2023 200,000 $190K 0.00% DBT
3893 SUZANO AUSTRIA GMB 5% 01/15/30 86964WAH5 Jun 2023 200,000 $189K 0.00% DBT
3894 UMBS P#BT8370 3.5% 06/01/52 3140LXJQ9 Jun 2023 207,280 $189K 0.00% ABS-MBS
3895 NAVSL 2014-3 A V/R 03/25/83 63938JAA1 Jun 2023 195,866 $189K 0.00% ABS-CBDO
3896 FHMS Q010 APT3 V/R 02/25/27 3137FMUL4 Jun 2023 198,004 $188K 0.00% ABS-CBDO
3897 OMAN GOV INTERNT 6.5% 03/08/47 M75242BA0 Jun 2023 200,000 $186K 0.00% DBT
3898 T/L PROOFPOINT 0% 08/31/2028 N/A Jun 2023 187,998 $184K 0.00% LON
3899 GNMA II P#MA5976 3.5% 06/20/49 36179UT93 Jun 2023 200,443 $184K 0.00% ABS-MBS
3900 N/A N/A Jun 2023 1 $183K 0.00% DCR
3901 UMBS P#MA2806 3% 11/01/46 31418CDL5 Jun 2023 204,031 $183K 0.00% ABS-MBS
3902 AERCAP IRELAND 3.65% 07/21/27 00774MAB1 Jun 2023 200,000 $183K 0.00% DBT
3903 KINGDOM OF JORD 5.85% 07/07/30 M5269UAL8 Jun 2023 200,000 $183K 0.00% DBT
3904 MHC 2021-MHC A V/R 04/15/26 55316VAA2 Jun 2023 186,000 $183K 0.00% ABS-CBDO
3905 T/L WASTEQUIP LLC 0% 03/20/25 N/A Jun 2023 198,851 $183K 0.00% LON
3906 UMBS P#MA3333 4% 04/01/48 31418CV35 Jun 2023 190,984 $182K 0.00% ABS-MBS
3907 SEMT 2017-CH2 A1 V/R 12/25/47 81746JAU1 Jun 2023 199,303 $182K 0.00% ABS-CBDO
3908 T/L 8TH AVENUE FO 0% 10/01/25 28253PAC3 Jun 2023 198,332 $182K 0.00% LON
3909 KINGDOM OF BAHRA 7.5% 09/20/47 M87012AD8 Jun 2023 200,000 $182K 0.00% DBT
3910 GLOBAL BANK CORPO V/R 04/16/29 P47718AE4 Jun 2023 200,000 $182K 0.00% DBT
3911 ESAIL 2007- V/R 09/13/45 /GBP/ G329A0AD6 Jun 2023 144,342 $181K 0.00% ABS-CBDO
3912 BX 2021-CIP A V/R 12/15/23 12434FAA5 Jun 2023 185,000 $180K 0.00% ABS-CBDO
3913 LOS ANGELES CA 5.75% 07/01/34 544646XZ0 Jun 2023 170,000 $180K 0.00% DBT
3914 UMBS P#ZM6175 4% 04/01/48 3131Y02G6 Jun 2023 188,498 $180K 0.00% ABS-MBS
3915 UMBS P#BX0836 5.5% 01/01/53 3140N44W4 Jun 2023 180,054 $179K 0.00% ABS-MBS
3916 UMBS P#MA3521 4% 11/01/48 31418C4F8 Jun 2023 188,172 $179K 0.00% ABS-MBS
3917 N/A N/A Jun 2023 1 $179K 0.00% DIR
3918 SEMT 2003-2 A1 V/R 06/20/33 81743PAP1 Jun 2023 185,303 $178K 0.00% ABS-CBDO
3919 RASC 2006-EMX6 A V/R 07/25/36 754065AD2 Jun 2023 208,220 $178K 0.00% ABS-CBDO
3920 REPUBLIC OF CHI 4.34% 03/07/42 168863DY1 Jun 2023 200,000 $177K 0.00% DBT
3921 SEMT 2017-CH2 A1 V/R 12/25/47 81746JAA5 Jun 2023 192,317 $177K 0.00% ABS-CBDO
3922 GENERAL MOTORS F 4.3% 07/13/25 37045XAZ9 Jun 2023 182,000 $177K 0.00% DBT
3923 IHS HOLDING LT 5.625% 11/29/26 G4701HAB5 Jun 2023 200,000 $174K 0.00% DBT
3924 ARAB REPUBLIC 7.625% 05/29/32 M1487WDG7 Jun 2023 300,000 $174K 0.00% DBT
3925 DIG INTL FIN/DI 8.75% 05/25/24 25381XAA1 Jun 2023 187,553 $172K 0.00% DBT
3926 SAUDI INTERNATI 2.25% 02/02/33 M6320UBD0 Jun 2023 212,000 $171K 0.00% DBT
3927 REPUBLIC OF PARA 5.4% 03/30/50 P75744AG0 Jun 2023 200,000 $171K 0.00% DBT
3928 N/A N/A Jun 2023 1 $170K 0.00% DIR
3929 UMBS P#FM5530 4% 11/01/50 3140X9EC5 Jun 2023 178,584 $170K 0.00% ABS-MBS
3930 T/L FORMULA ONE 0% 01/15/30 N/A Jun 2023 168,078 $168K 0.00% LON
3931 UMBS P#ZM3236 4% 05/01/47 3131XWSZ7 Jun 2023 175,464 $167K 0.00% ABS-MBS
3932 REPUBLIC O 6.95% 08/12/31/PEN/ 715638BE1 Jun 2023 593,000 $166K 0.00% DBT
3933 DIGICEL GROUP HOLD 8% 04/01/25 25381YAB7 Jun 2023 384,013 $165K 0.00% DBT
3934 FGLMC P#G16502 3.5% 05/01/33 3128MFNT1 Jun 2023 171,456 $164K 0.00% ABS-MBS
3935 UMBS P#BK9597 4% 08/01/48 3140HPUX3 Jun 2023 170,732 $163K 0.00% ABS-MBS
3936 REPUBLIC OF GUA 4.65% 10/07/41 401494AU3 Jun 2023 203,000 $162K 0.00% DBT
3937 CWHEL 2006-RES 5 V/R 05/15/35 23242YBD6 Jun 2023 162,525 $162K 0.00% ABS-CBDO
3938 UMBS P#ZS4122 5% 03/01/42 3132A4SK5 Jun 2023 156,834 $161K 0.00% ABS-MBS
3939 NXP BV/NXP FDG/N 2.7% 05/01/25 62954HAW8 Jun 2023 169,000 $160K 0.00% DBT
3940 UMBS P#QA7719 4% 03/01/50 3133A2SG6 Jun 2023 166,082 $158K 0.00% ABS-MBS
3941 CWALT 2004-16CB 5.5% 08/25/34 12667FLZ6 Jun 2023 164,407 $158K 0.00% ABS-CBDO
3942 CWALT 2004-16CB 5.5% 07/25/34 12667FLT0 Jun 2023 163,935 $157K 0.00% ABS-CBDO
3943 ESA 2021-ESH F V/R 07/15/26 30227FAN0 Jun 2023 163,835 $156K 0.00% ABS-CBDO
3944 YPF SOCIEDAD ANO S/UP 09/30/33 P989MJBT7 Jun 2023 207,936 $155K 0.00% DBT
3945 FGLMC P#G08838 5% 09/01/48 3128MJ4Y3 Jun 2023 154,581 $154K 0.00% ABS-MBS
3946 HEALTHPEAK OP LL 3.4% 02/01/25 40414LAM1 Jun 2023 160,000 $154K 0.00% DBT
3947 COMM 2015-LC19 B V/R 01/10/25 200474BF0 Jun 2023 169,000 $152K 0.00% ABS-CBDO
3948 UMBS P#MA3415 4% 07/01/48 31418CYM0 Jun 2023 158,104 $151K 0.00% ABS-MBS
3949 RIO OIL FINANCE 9.75% 01/06/27 U76673AB5 Jun 2023 145,863 $150K 0.00% DBT
3950 N/A N/A Jun 2023 1 $150K 0.00% DCR
3951 COUNTRY GARDEN H 2.7% 07/12/26 G24524BN2 Jun 2023 500,000 $149K 0.00% DBT
3952 BACM 2015-UBS7 B V/R 09/15/25 06054ABC2 Jun 2023 167,000 $149K 0.00% ABS-CBDO
3953 CASH COLLATERAL CME FOB USD N/A Jun 2023 149,000 $149K 0.00% STIV
3954 UKRAINE GOVERNM 7.75% 09/01/29 X5S005UM1 Jun 2023 628,000 $149K 0.00% DBT
3955 MET TRANSPRTN 6.668% 11/15/39 59259YBY4 Jun 2023 140,000 $149K 0.00% DBT
3956 UMBS P#MA4782 3.5% 10/01/52 31418EJ43 Jun 2023 162,929 $149K 0.00% ABS-MBS
3957 BX 2020-VIV4 2.843% 03/09/30 05608MAA4 Jun 2023 180,000 $148K 0.00% ABS-CBDO
3958 JERSEY CENTRAL P 4.7% 04/01/24 476556DB8 Jun 2023 150,000 $148K 0.00% DBT
3959 FGLMC P#U99097 3.5% 07/01/43 3132H7DB7 Jun 2023 159,190 $148K 0.00% ABS-MBS
3960 T/L ICON LUXEMBOU 0% 07/03/28 N/A Jun 2023 147,235 $147K 0.00% LON
3961 ECOPETROL SA 5.875% 09/18/23 279158AC3 Jun 2023 147,000 $147K 0.00% DBT
3962 ACCR 2006-2 A4 V/R 09/25/36 00437NAD4 Jun 2023 148,501 $146K 0.00% ABS-CBDO
3963 GNR 2019-90 HE 3% 07/20/49 38381XHZ2 Jun 2023 164,506 $146K 0.00% ABS-CBDO
3964 T/L THE CHEMOURS C 0% 3/26/25 16384YAF4 Jun 2023 146,979 $146K 0.00% LON
3965 UMBS P#AS9454 4% 04/01/47 3138WKQG3 Jun 2023 152,608 $146K 0.00% ABS-MBS
3966 BAFC 2015-R7 1A1 V/R 01/26/20 05991AAA5 Jun 2023 146,715 $145K 0.00% ABS-CBDO
3967 UMBS P#AL7381 4.5% 06/01/45 3138EQFX5 Jun 2023 147,501 $145K 0.00% ABS-MBS
3968 AMER AIRLINE 17- 3.6% 10/15/29 02377CAA2 Jun 2023 171,406 $144K 0.00% DBT
3969 FGLMC P#U99096 4.5% 05/01/44 3132H7DA9 Jun 2023 146,415 $144K 0.00% ABS-MBS
3970 UMBS P#QF7501 6.5% 02/01/53 3133BVKN4 Jun 2023 140,498 $144K 0.00% ABS-MBS
3971 PETROLEOS DE VENEZ 6% 11/15/26 /OFAC BLOCK/ P7807HAR6 Jun 2023 4,600,000 $143K 0.00% DBT
3972 SPRINT LLC 7.625% 03/01/26 85207UAK1 Jun 2023 137,000 $142K 0.00% DBT
3973 SASC 2007-WF2 A1 V/R 01/25/15 86364LAA0 Jun 2023 143,726 $142K 0.00% ABS-CBDO
3974 UMBS P#BK0920 4% 07/01/48 3140HEAW2 Jun 2023 148,528 $142K 0.00% ABS-MBS
3975 REPUBLIC OF NI 7.625% 11/28/47 V342A3BW3 Jun 2023 200,000 $142K 0.00% DBT
3976 UMBS P#FS4580 4% 02/01/43 3140XLCS5 Jun 2023 147,528 $140K 0.00% ABS-MBS
3977 US RENAL CARE 10.625% 07/15/27 07335BAA4 Jun 2023 558,000 $140K 0.00% DBT
3978 JPMCC 2021-MHC A V/R 04/15/26 466330AA5 Jun 2023 141,735 $139K 0.00% ABS-CBDO
3979 GNMA II P#783995 5% 12/20/44 3622A2NL2 Jun 2023 137,678 $139K 0.00% ABS-MBS
3980 CNF 2000-4 A5 7.97% 03/01/25 20846QDU9 Jun 2023 733,953 $139K 0.00% ABS-CBDO
3981 UMBS P#SD8236 3.5% 08/01/52 3132DWEH2 Jun 2023 151,788 $138K 0.00% ABS-MBS
3982 UMBS P#QF7638 6% 02/01/53 3133BVPX7 Jun 2023 134,399 $138K 0.00% ABS-MBS
3983 BRASS 8A A1 V/R 11/16/66 10554MAA8 Jun 2023 138,324 $138K 0.00% ABS-CBDO
3984 N/A N/A Jun 2023 1 $138K 0.00% DFE
3985 REPUBLIC OF SOUTH 5% 10/12/46 836205AV6 Jun 2023 208,000 $138K 0.00% DBT
3986 DILLARDS INC 7.75% 07/15/26 254063AU4 Jun 2023 135,000 $137K 0.00% DBT
3987 LEVEL 3 FINANCI 3.75% 07/15/29 527298BT9 Jun 2023 227,000 $137K 0.00% DBT
3988 UMBS P#ZA5103 3.5% 12/01/47 31329NU48 Jun 2023 147,917 $137K 0.00% ABS-MBS
3989 UMBS P#BN3899 4% 12/01/48 3140JLKM5 Jun 2023 142,803 $136K 0.00% ABS-MBS
3990 UMBS P#AC5490 5.5% 12/01/39 31417SC40 Jun 2023 133,234 $136K 0.00% ABS-MBS
3991 MVWOT 2019-1A 3.33% 03/20/27 55389PAC3 Jun 2023 143,920 $135K 0.00% ABS-CBDO
3992 SEMT 2018-CH2 A2 V/R 09/25/35 81747EAW7 Jun 2023 148,125 $135K 0.00% ABS-CBDO
3993 FHR 5081 AI 3.5% 03/25/51 3137FXXT0 Jun 2023 773,551 $135K 0.00% ABS-CBDO
3994 DOMINICAN REPU 4.875% 09/23/32 25714PEF1 Jun 2023 157,000 $133K 0.00% DBT
3995 SEMT 2018-CH3 A2 V/R 01/25/25 81746WAB4 Jun 2023 138,618 $133K 0.00% ABS-CBDO
3996 BAMLL 2018-DSNY V/R 09/15/20 054967AL8 Jun 2023 134,000 $132K 0.00% ABS-CBDO
3997 ECAF 2015-1A 3.473% 06/15/22 26827EAA3 Jun 2023 227,370 $132K 0.00% ABS-CBDO
3998 N/A N/A Jun 2023 1 $131K 0.00% DIR
3999 TIMES CHINA HLDG 6.2% 03/22/26 G8879TAG5 Jun 2023 1,950,000 $129K 0.00% DBT
4000 EPR PROPERTIES 4.75% 12/15/26 26884UAC3 Jun 2023 140,000 $127K 0.00% DBT
4001 SMB 2016-C A2A 2.34% 08/15/25 78449KAB6 Jun 2023 131,101 $126K 0.00% ABS-CBDO
4002 UMBS P#995763 4.5% 11/01/35 31416CFC5 Jun 2023 127,529 $126K 0.00% ABS-MBS
4003 N/A N/A Jun 2023 1 $125K 0.00% DIR
4004 N/A N/A Jun 2023 1 $125K 0.00% DCR
4005 CWALT 2006-HY12 A5 V/R 8/25/36 02146PAF2 Jun 2023 133,350 $124K 0.00% ABS-CBDO
4006 UMBS P#AL7344 5.5% 06/01/41 3138EQES7 Jun 2023 120,733 $124K 0.00% ABS-MBS
4007 N/A N/A Jun 2023 1 $121K 0.00% DIR
4008 DOMINICAN REPU 6.875% 01/29/26 P3579EBK2 Jun 2023 120,000 $121K 0.00% DBT
4009 HINTT 2020-A C 3.42% 10/09/39 40439HAC3 Jun 2023 130,474 $119K 0.00% ABS-CBDO
4010 N/A N/A Jun 2023 1 $119K 0.00% DFE
4011 IVORY COA 5.875% 10/17/31/EUR/ V73789BG9 Jun 2023 130,000 $118K 0.00% DBT
4012 UMBS P#BV2942 3% 03/01/52 3140MGHU8 Jun 2023 133,672 $118K 0.00% ABS-MBS
4013 NAVSL 2018-CA 3.52% 05/15/26 63940VAB8 Jun 2023 119,669 $117K 0.00% ABS-CBDO
4014 DOMINICAN REPUBL 5.3% 01/21/41 P3579ECJ4 Jun 2023 150,000 $117K 0.00% DBT
4015 PETROLEOS MEXICA 5.5% 06/27/44 71654QBE1 Jun 2023 203,000 $117K 0.00% DBT
4016 MSBAM 2014-C17 B V/R 07/15/24 61763UBC5 Jun 2023 122,000 $116K 0.00% ABS-CBDO
4017 AVIANCA MIDCO 2 PL 9% 12/01/28 05368PAA7 Jun 2023 138,000 $116K 0.00% DBT
4018 UMBS P#BW0004 3.5% 07/01/52 3140MRAE7 Jun 2023 126,999 $116K 0.00% ABS-MBS
4019 TIMES CHINA HLD 6.75% 07/08/25 G8879TAF7 Jun 2023 1,715,000 $113K 0.00% DBT
4020 UMBS P#FM5771 4% 04/01/50 3140X9MV4 Jun 2023 118,313 $113K 0.00% ABS-MBS
4021 BX 2020-VKNG A V/R 10/15/22 12433YAA5 Jun 2023 113,304 $112K 0.00% ABS-CBDO
4022 N/A N/A Jun 2023 1 $112K 0.00% DFE
4023 T/L LEALAND FINAN 0% 06/28/24 N5200EAC5 Jun 2023 148,837 $112K 0.00% LON
4024 YPF SOCIEDAD ANONI 7% 12/15/47 984245AR1 Jun 2023 164,000 $112K 0.00% DBT
4025 UMBS P#BW1196 3.5% 09/01/52 3140MSKJ3 Jun 2023 120,611 $110K 0.00% ABS-MBS
4026 RAYTHEON TECH C 4.05% 05/04/47 913017CP2 Jun 2023 129,000 $110K 0.00% DBT
4027 UMBS P#BJ2315 4% 03/01/48 3140H3SD9 Jun 2023 115,048 $109K 0.00% ABS-MBS
4028 ENERGEAN ISRAEL 8.5% 09/30/33 29290WAA5 Jun 2023 108,000 $108K 0.00% DBT
4029 OBX 2018-EXP1 2A V/R 04/25/48 67097VAS3 Jun 2023 107,947 $107K 0.00% ABS-CBDO
4030 FGLMC P#G01547 8% 04/01/32 31283HWG6 Jun 2023 101,970 $106K 0.00% ABS-MBS
4031 FHMS Q010 APT2 V/R 07/25/23 3137FMUK6 Jun 2023 106,415 $106K 0.00% ABS-CBDO
4032 N/A N/A Jun 2023 1 $105K 0.00% DIR
4033 GNMA II P#MA6589 3% 04/20/50 36179VKA7 Jun 2023 118,835 $105K 0.00% ABS-MBS
4034 REPUBLIC O 15.5% 10/17/26/ARS/ P8S090XK7 Jun 2023 110,804,000 $104K 0.00% DBT
4035 FHR 5052 KI 4% 12/25/50 3137F7HN8 Jun 2023 544,191 $104K 0.00% ABS-CBDO
4036 SIRIUS XM RADIO 5.5% 07/01/29 82967NBC1 Jun 2023 115,000 $104K 0.00% DBT
4037 GNMA II P#MA4451 3.5% 05/20/47 36179S5L7 Jun 2023 110,140 $103K 0.00% ABS-MBS
4038 ACAR 2020-3 D 2.4% 10/13/23 025297AD4 Jun 2023 105,000 $103K 0.00% ABS-CBDO
4039 GNMA P#783411 5% 09/15/41 36241LYG5 Jun 2023 101,824 $103K 0.00% ABS-MBS
4040 SUNAC CHINA HOLDIN 7% 07/09/25 G8569AAT3 Jun 2023 700,000 $102K 0.00% DBT
4041 UMBS P#MA3121 4% 09/01/47 31418CPF5 Jun 2023 106,662 $102K 0.00% ABS-MBS
4042 TPMT 2017-5 A1 V/R 02/25/57 89169EAA7 Jun 2023 101,969 $102K 0.00% ABS-CBDO
4043 DOMINICAN REPUB 5.95% 01/25/27 P3579EBV8 Jun 2023 103,000 $101K 0.00% DBT
4044 REPUBLICA ORIEN 5.75% 10/28/34 760942BE1 Jun 2023 91,461 $99K 0.00% DBT
4045 REPUBLIC OF GH 7.625% 05/16/29 V71795AM6 Jun 2023 232,000 $99K 0.00% DBT
4046 HAROT 2020-1 A 1.61% 05/22/23 43813RAC1 Jun 2023 98,119 $98K 0.00% ABS-CBDO
4047 CWALT 2003-22CB 3 6% 12/25/33 12669FEG4 Jun 2023 100,989 $97K 0.00% ABS-CBDO
4048 UMBS P#FM2173 4% 09/01/48 3140X5MX8 Jun 2023 100,998 $96K 0.00% ABS-MBS
4049 UKRAINE G 4.375% 01/27/32/EUR/ X5S005T27 Jun 2023 413,000 $96K 0.00% DBT
4050 N/A N/A Jun 2023 1 $95K 0.00% DIR
4051 REPUBLIC O 4.75% 03/13/28/EUR/ V7691DAZ9 Jun 2023 100,000 $94K 0.00% DBT
4052 RIO OIL FINANCE 9.25% 07/06/24 U76673AA7 Jun 2023 92,906 $93K 0.00% DBT
4053 SHIMAO GROUP H 6.125% 02/21/24 G81043AP9 Jun 2023 1,275,000 $93K 0.00% DBT
4054 PACIFIC GAS & E 4.65% 08/01/28 694308JC2 Jun 2023 100,000 $92K 0.00% DBT
4055 REPUBLIC OF 6.9% 08/12/37/PEN/ 715638AV4 Jun 2023 340,000 $92K 0.00% DBT
4056 REPUBLIC OF ARGE S/UP 01/09/38 040114HU7 Jun 2023 261,019 $92K 0.00% DBT
4057 REPUBLIC OF VEN 9.25% 09/15/27/OFAC FAIL/ 922646AS3 Jun 2023 1,049,000 $89K 0.00% DBT
4058 PETROLEOS DE VEN 5.5% 04/12/37 /OFAC BLOCK/ P7807HAB1 Jun 2023 2,500,000 $88K 0.00% DBT
4059 DILLARDS INC 7.75% 05/15/27 254063AW0 Jun 2023 85,000 $87K 0.00% DBT
4060 CWHEL 2006-I 1A V/R 01/15/37 12668FAA2 Jun 2023 96,390 $87K 0.00% ABS-CBDO
4061 UKRAINE GOVERN 7.253% 03/15/35 X5S005V40 Jun 2023 375,000 $86K 0.00% DBT
4062 N/A N/A Jun 2023 1 $85K 0.00% DIR
4063 N/A N/A Jun 2023 1 $85K 0.00% DIR
4064 IVORY COA 4.875% 01/30/32/EUR/ V73789BH7 Jun 2023 100,000 $85K 0.00% DBT
4065 COUNTRY GARDEN 3.875% 10/22/30 G24524BK8 Jun 2023 300,000 $84K 0.00% DBT
4066 N/A N/A Jun 2023 1 $84K 0.00% DIR
4067 NPC UKRENERGO 6.875% 11/09/28 X6S5XWAA1 Jun 2023 400,000 $84K 0.00% DBT
4068 UMBS P#SD8070 4% 06/01/50 3132DV6F7 Jun 2023 87,637 $83K 0.00% ABS-MBS
4069 GSMS 2011-GC5 D V/R 07/10/21 36191YAL2 Jun 2023 265,912 $83K 0.00% ABS-CBDO
4070 N/A N/A Jun 2023 1 $83K 0.00% DIR
4071 BENIN INT 4.875% 01/19/32/EUR/ V15389AE5 Jun 2023 100,000 $82K 0.00% DBT
4072 TPMT 2015-4 M2 V/R 01/25/27 89171UAG4 Jun 2023 84,591 $82K 0.00% ABS-CBDO
4073 N/A N/A Jun 2023 1 $82K 0.00% DCR
4074 CSMC 2013-5R 1A6 V/R 02/27/36 12647CAL1 Jun 2023 81,502 $82K 0.00% ABS-CBDO
4075 KILROY REALTY L 2.65% 11/15/33 49427RAR3 Jun 2023 120,000 $81K 0.00% DBT
4076 UMBS P#CA4030 4% 08/01/49 3140QBPQ5 Jun 2023 85,428 $81K 0.00% ABS-MBS
4077 MASS INSTITUTE O 5.6% 07/01/11 575718AA9 Jun 2023 72,000 $81K 0.00% DBT
4078 PETROLEOS DE VENEZ 6% 05/16/24 /OFAC BLOCK/ P7807HAT2 Jun 2023 2,312,000 $81K 0.00% DBT
4079 WINDSTREAM H WTS 9/21/55/REST/ 8725909B2 Jun 2023 9,444 $81K 0.00% DE
4080 N/A N/A Jun 2023 1 $81K 0.00% DIR
4081 RUSSIAN FEDERATI 5.1% 03/28/35 X5424XCG1 Jun 2023 200,000 $80K 0.00% DBT
4082 UMBS P#MA3590 4% 02/01/39 31418C7C2 Jun 2023 81,766 $79K 0.00% ABS-MBS
4083 N/A N/A Jun 2023 1 $77K 0.00% DCR
4084 BENIN INT 6.875% 01/19/52/EUR/ V15389AD7 Jun 2023 100,000 $77K 0.00% DBT
4085 N/A N/A Jun 2023 1 $76K 0.00% DFE
4086 RUSSIAN FEDERAT 5.25% 06/23/47 X5424XBP2 Jun 2023 200,000 $76K 0.00% DBT
4087 GNMA P#784082 7.5% 08/15/33 3622A2RB0 Jun 2023 73,695 $76K 0.00% ABS-MBS
4088 N/A N/A Jun 2023 1 $76K 0.00% DCR
4089 N/A N/A Jun 2023 1 $76K 0.00% DCR
4090 NHELI 2006-HE1 M V/R 02/25/36 65536HCS5 Jun 2023 75,166 $75K 0.00% ABS-CBDO
4091 UMBS P#MA3804 4% 10/01/49 31418DGN6 Jun 2023 78,823 $75K 0.00% ABS-MBS
4092 TPMT 2019-MH1 A1 V/R 11/25/58 89177WAA7 Jun 2023 74,421 $73K 0.00% ABS-CBDO
4093 N/A N/A Jun 2023 1 $73K 0.00% DFE
4094 CIFI HOLDINGS G 6.45% 11/07/24 G2140AAU1 Jun 2023 660,000 $73K 0.00% DBT
4095 N/A N/A Jun 2023 1 $73K 0.00% DCR
4096 ATENTO LUXCO 1 SA 8% 02/10/26 04684LAC2 Jun 2023 444,000 $71K 0.00% DBT
4097 GNMA P#784088 5% 07/15/44 3622A2RH7 Jun 2023 69,781 $70K 0.00% ABS-MBS
4098 HUNGARY 5.375% 03/25/24 445545AL0 Jun 2023 70,000 $70K 0.00% DBT
4099 N/A N/A Jun 2023 1 $69K 0.00% DFE
4100 N/A N/A Jun 2023 1 $68K 0.00% DFE
4101 ILLINOIS ST 6.725% 04/01/35 452152FA4 Jun 2023 64,615 $68K 0.00% DBT
4102 INTEL CORP 4.875% 02/10/28 458140CE8 Jun 2023 68,000 $68K 0.00% DBT
4103 T/L WINDSTREAM 0% 09/21/27 N/A Jun 2023 71,753 $67K 0.00% LON
4104 UMBS P#QD6256 3% 02/01/52 3133B35R4 Jun 2023 75,288 $66K 0.00% ABS-MBS
4105 SMB 2016-A A2A 2.7% 05/15/25 78449FAB7 Jun 2023 67,995 $66K 0.00% ABS-CBDO
4106 SBERBANK (SB C 5.125% 10/29/22/OFAC FAIL/ L8084DAF7 Jun 2023 1,300,000 $65K 0.00% DBT
4107 UMBS P#BN0663 4% 09/01/48 3140JGWZ4 Jun 2023 67,656 $65K 0.00% ABS-MBS
4108 ROMANIA 2.124% 07/16/31/EUR/ X7360WBB7 Jun 2023 78,000 $64K 0.00% DBT
4109 UMBS P#MA1177 3.5% 09/01/42 31418AJX7 Jun 2023 68,470 $64K 0.00% ABS-MBS
4110 GENERAL MOTORS 6.25% 10/02/43 37045VAF7 Jun 2023 65,000 $64K 0.00% DBT
4111 UMBS P#BN0334 4% 12/01/48 3140JGLQ6 Jun 2023 66,446 $63K 0.00% ABS-MBS
4112 UMBS P#SD8064 4% 05/01/50 3132DV5Z4 Jun 2023 66,284 $63K 0.00% ABS-MBS
4113 CSMC 2006-4 1A3 6% 05/25/36 12637HAC2 Jun 2023 107,876 $63K 0.00% ABS-CBDO
4114 PETROLEOS DE V 5.375% 04/12/27 /OFAC BLOCK/ P7807HAC9 Jun 2023 2,052,000 $62K 0.00% DBT
4115 CSFB 2003-27 4 5.75% 11/25/33 22541QL75 Jun 2023 62,007 $60K 0.00% ABS-CBDO
4116 ROMANIA 2.875% 03/11/29/EUR/ X7360WAW2 Jun 2023 63,000 $60K 0.00% DBT
4117 ROMANIA 2.5% 02/08/30/EUR/ X7360WAR3 Jun 2023 66,000 $59K 0.00% DBT
4118 ROMANIA 5.25% 11/25/27 77586RAN0 Jun 2023 60,000 $58K 0.00% DBT
4119 BX 2020-VIV3 B V/R 03/09/30 05608EAA2 Jun 2023 69,433 $58K 0.00% ABS-CBDO
4120 N/A N/A Jun 2023 1 $58K 0.00% DIR
4121 NAVSL 2018-A A 3.19% 11/17/25 63940PAB1 Jun 2023 57,537 $57K 0.00% ABS-CBDO
4122 UMBS P#QA8002 4% 03/01/50 3133A23K4 Jun 2023 60,168 $57K 0.00% ABS-MBS
4123 N/A N/A Jun 2023 1 $56K 0.00% DIR
4124 SEMT 2018-CH3 A1 V/R 01/25/25 81746WAU2 Jun 2023 58,090 $56K 0.00% ABS-CBDO
4125 UMBS P#BJ8592 4% 04/01/48 3140HARN2 Jun 2023 58,671 $56K 0.00% ABS-MBS
4126 ILLINOIS ST 7.35% 07/01/35 452152GS4 Jun 2023 51,071 $55K 0.00% DBT
4127 N/A N/A Jun 2023 1 $55K 0.00% DIR
4128 N/A N/A Jun 2023 1 $54K 0.00% DIR
4129 N/A N/A Jun 2023 1 $53K 0.00% DIR
4130 UMBS P#RA5955 4% 09/01/51 3133KMTL9 Jun 2023 56,084 $53K 0.00% ABS-MBS
4131 N/A N/A Jun 2023 1 $53K 0.00% DCR
4132 VOYAGER AVIATION 8.5% 05/09/26 92918XAA3 Jun 2023 67,000 $52K 0.00% DBT
4133 NAVSL 2017-A A 2.88% 05/15/25 63939XAB7 Jun 2023 52,670 $52K 0.00% ABS-CBDO
4134 FGLMC P#G08701 3% 04/01/46 3128MJX70 Jun 2023 57,991 $52K 0.00% ABS-MBS
4135 N/A N/A Jun 2023 1 $52K 0.00% DCR
4136 UMBS P#FM8338 4% 11/01/50 3140XCHQ4 Jun 2023 54,088 $52K 0.00% ABS-MBS
4137 CVS PASS-THROU 5.773% 01/31/33 126650BV1 Jun 2023 53,060 $51K 0.00% DBT
4138 SANTANDER HOLDIN 3.5% 06/07/24 80282KAW6 Jun 2023 50,000 $49K 0.00% DBT
4139 N/A N/A Jun 2023 1 $47K 0.00% DIR
4140 N/A N/A Jun 2023 1 $47K 0.00% DIR
4141 N/A N/A Jun 2023 1 $46K 0.00% DFE
4142 N/A N/A Jun 2023 1 $45K 0.00% DIR
4143 N/A N/A Jun 2023 1 $45K 0.00% DFE
4144 UMBS P#BV9996 3.5% 06/01/52 3140MQDA4 Jun 2023 48,561 $44K 0.00% ABS-MBS
4145 REPUBLIC OF POLA 5.5% 04/04/53 731011AW2 Jun 2023 44,000 $44K 0.00% DBT
4146 N/A N/A Jun 2023 1 $44K 0.00% DCR
4147 REPUBLIC OF VEN 7.65% 04/21/25/OFAC FAIL/ P97497TZ7 Jun 2023 534,000 $44K 0.00% DBT
4148 UMBS P#QF8351 5.5% 03/01/53 3133BWH48 Jun 2023 43,544 $43K 0.00% ABS-MBS
4149 UMBS P#MA1546 3.5% 08/01/43 31418AWG9 Jun 2023 46,492 $43K 0.00% ABS-MBS
4150 UMBS P#QE0181 3% 04/01/52 3133B9FW9 Jun 2023 48,791 $43K 0.00% ABS-MBS
4151 UMBS P#BV0924 3% 06/01/52 3140MEA22 Jun 2023 48,460 $43K 0.00% ABS-MBS
4152 N/A N/A Jun 2023 1 $42K 0.00% DFE
4153 N/A N/A Jun 2023 1 $42K 0.00% DFE
4154 MASS INSTITUTE 4.678% 07/01/14 575718AB7 Jun 2023 45,000 $42K 0.00% DBT
4155 UMBS P#CA2194 4% 08/01/48 3140Q9NL3 Jun 2023 43,972 $42K 0.00% ABS-MBS
4156 REPUBLIC O 4.25% 02/14/43/EUR/ X7327PAU3 Jun 2023 39,000 $42K 0.00% DBT
4157 SEMT 2018-CH1 A2 V/R 05/25/34 81747DAB5 Jun 2023 46,795 $42K 0.00% ABS-CBDO
4158 N/A N/A Jun 2023 1 $41K 0.00% DIR
4159 ALEXANDRIA REAL 4.7% 07/01/30 015271AN9 Jun 2023 42,000 $40K 0.00% DBT
4160 UMBS P#BM3392 4% 01/01/48 3140J7XW0 Jun 2023 41,035 $39K 0.00% ABS-MBS
4161 HGVT 2017-AA A 2.66% 12/26/28 43283AAA3 Jun 2023 39,750 $39K 0.00% ABS-CBDO
4162 UMBS P#QD4944 3% 01/01/52 3133B2P52 Jun 2023 43,717 $39K 0.00% ABS-MBS
4163 UMBS P#QE6099 3% 07/01/52 3133BFX47 Jun 2023 43,086 $38K 0.00% ABS-MBS
4164 PUERTO RICO ELE 6.05% 07/01/32 74526QZS4 Jun 2023 100,000 $38K 0.00% DBT
4165 CBL & ASSOCIATES PROPERTIES 124830878 Jun 2023 1,697 $37K 0.00% RE
4166 N/A N/A Jun 2023 1 $37K 0.00% DFE
4167 REPUBLIC OF VEN 9.25% 05/07/28/OFAC FAIL/ P17625AB3 Jun 2023 420,000 $36K 0.00% DBT
4168 UMBS P#QE3540 3% 06/01/52 3133BC4Z7 Jun 2023 40,447 $36K 0.00% ABS-MBS
4169 NAROT 2020-B A 0.55% 05/15/23 65479CAD0 Jun 2023 35,498 $35K 0.00% ABS-CBDO
4170 PIEDMONT NATURAL 4.1% 09/18/34 720186AH8 Jun 2023 40,000 $35K 0.00% DBT
4171 REPUBLIC OF ARGE S/UP 07/09/46 040114HW3 Jun 2023 114,993 $34K 0.00% DBT
4172 UBSBB 2012-C2 D V/R 07/10/22 90269CAR1 Jun 2023 1,135,000 $34K 0.00% ABS-CBDO
4173 UKRAINE GOVERNM 7.75% 09/01/28 X5S005UL3 Jun 2023 138,000 $33K 0.00% DBT
4174 N/A N/A Jun 2023 1 $33K 0.00% DFE
4175 CIFI HOLDINGS G 4.45% 08/17/26 G2140ABA4 Jun 2023 300,000 $33K 0.00% DBT
4176 UBSBB 2012-C2 E V/R 07/10/22 90269CAT7 Jun 2023 3,235,000 $32K 0.00% ABS-CBDO
4177 N/A N/A Jun 2023 1 $32K 0.00% DCR
4178 BANK OF AMERICA C V/R 04/24/28 06051GGL7 Jun 2023 33,000 $31K 0.00% DBT
4179 LEVIATHAN BOND 6.75% 06/30/30 M6746GAD8 Jun 2023 33,000 $31K 0.00% DBT
4180 SHIMAO GROUP HOL 4.6% 07/13/30 G81269AA3 Jun 2023 400,000 $30K 0.00% DBT
4181 N/A N/A Jun 2023 1 $30K 0.00% DFE
4182 PETROLEOS DE VE 9.75% 05/17/35 /OFAC BLOCK/ P7807HAQ8 Jun 2023 830,000 $29K 0.00% DBT
4183 UMBS P#RA3827 4% 05/01/50 3133KKHC6 Jun 2023 31,174 $29K 0.00% ABS-MBS
4184 REPUBLIC OF GUA 5.25% 08/10/29 401494AV1 Jun 2023 31,000 $29K 0.00% DBT
4185 UMBS P#QE4164 3% 05/01/52 3133BDTV7 Jun 2023 33,380 $29K 0.00% ABS-MBS
4186 UMBS P#CB3361 3% 04/01/52 3140QNWX6 Jun 2023 32,998 $29K 0.00% ABS-MBS
4187 TPMT 2017-1 A1 V/R 07/25/23 89173FAA8 Jun 2023 29,275 $29K 0.00% ABS-CBDO
4188 AIR LEASE CORP 4.625% 10/01/28 00912XBF0 Jun 2023 30,000 $28K 0.00% DBT
4189 OOMLT 2005-2 M1 V/R 05/25/35 68389FHB3 Jun 2023 26,971 $27K 0.00% ABS-CBDO
4190 N/A N/A Jun 2023 1 $27K 0.00% DCR
4191 UMBS P#ZS4487 3.5% 06/01/42 3132A46Y9 Jun 2023 28,200 $26K 0.00% ABS-MBS
4192 MVWOT 2017-1A 2.75% 12/20/34 553896AB7 Jun 2023 25,038 $25K 0.00% ABS-CBDO
4193 MCMLT 2017-2 A1 V/R 07/25/59 59980AAA5 Jun 2023 24,761 $24K 0.00% ABS-CBDO
4194 UMBS P#FM1626 4% 11/01/48 3140X4YY6 Jun 2023 23,515 $22K 0.00% ABS-MBS
4195 UMBS P#CB4365 3.5% 08/01/52 3140QPZ75 Jun 2023 23,974 $22K 0.00% ABS-MBS
4196 UMBS P#SD0865 3.5% 02/01/52 3132DM6A8 Jun 2023 23,095 $21K 0.00% ABS-MBS
4197 BAMLL 2016-LD11 V/R 06/17/17 05491JAB9 Jun 2023 100,000 $20K 0.00% ABS-CBDO
4198 N/A N/A Jun 2023 1 $20K 0.00% DFE
4199 N/A N/A Jun 2023 1 $20K 0.00% DIR
4200 N/A N/A Jun 2023 1 $20K 0.00% DFE
4201 N/A N/A Jun 2023 1 $20K 0.00% DFE
4202 EXELA INTERMED/ 11.5% 07/15/26 30162RAC5 Jun 2023 218,000 $20K 0.00% DBT
4203 N/A N/A Jun 2023 1 $19K 0.00% DFE
4204 N/A N/A Jun 2023 1 $19K 0.00% DIR
4205 N/A N/A Jun 2023 1 $18K 0.00% DIR
4206 N/A N/A Jun 2023 1 $18K 0.00% DIR
4207 GNR 2019-44 CA 3.5% 12/20/48 38381TVA0 Jun 2023 18,588 $18K 0.00% ABS-CBDO
4208 HGVT 2017-AA B 2.96% 12/26/28 43283AAB1 Jun 2023 18,068 $18K 0.00% ABS-CBDO
4209 N/A N/A Jun 2023 1 $18K 0.00% DIR
4210 ATENTO LUXCO 1 SA 8% 02/10/26 L0427PAD8 Jun 2023 110,000 $17K 0.00% DBT
4211 N/A N/A Jun 2023 1 $16K 0.00% DIR
4212 REPUBLIC OF VENE 7% 3/31/38/OFAC FAIL/ P97475AJ9 Jun 2023 187,000 $15K 0.00% DBT
4213 UMBS P#BM2007 4% 09/01/48 3140J6GR2 Jun 2023 15,624 $15K 0.00% ABS-MBS
4214 N/A N/A Jun 2023 1 $15K 0.00% DCR
4215 N/A N/A Jun 2023 1 $15K 0.00% DCR
4216 UMBS P#BH0824 4% 05/01/47 3140GN4J9 Jun 2023 14,776 $14K 0.00% ABS-MBS
4217 N/A N/A Jun 2023 1 $13K 0.00% DFE
4218 N/A N/A Jun 2023 1 $13K 0.00% DFE
4219 N/A N/A Jun 2023 1 $13K 0.00% DFE
4220 DIG INTL FIN/DIG I 8% 12/31/26 25381XAC7 Jun 2023 73,308 $12K 0.00% DBT
4221 UMBS P#CA7844 4% 08/01/47 3140QFWE5 Jun 2023 12,906 $12K 0.00% ABS-MBS
4222 TPMT 2017-2 A1 V/R 04/25/57 89173HAA4 Jun 2023 12,396 $12K 0.00% ABS-CBDO
4223 N/A N/A Jun 2023 1 $11K 0.00% DIR
4224 REPUBLIC OF VE 11.75% 10/21/26/OFAC FAIL/ P17625AE7 Jun 2023 120,000 $10K 0.00% DBT
4225 SEMT 2018-CH4 A2 V/R 10/25/48 81747LAB7 Jun 2023 9,736 $10K 0.00% ABS-CBDO
4226 N/A N/A Jun 2023 1 $10K 0.00% DIR
4227 REPUBLIC OF VENEZU 9% 05/07/23/OFAC FAIL/ P17625AA5 Jun 2023 110,000 $9K 0.00% DBT
4228 UMBS P#ZS4778 4% 07/01/48 3132A5JX4 Jun 2023 9,654 $9K 0.00% ABS-MBS
4229 UMBS P#BK4764 4% 08/01/48 3140HJJJ1 Jun 2023 9,486 $9K 0.00% ABS-MBS
4230 N/A N/A Jun 2023 1 $9K 0.00% DCR
4231 UMBS P#AS4772 3.5% 04/01/45 3138WEJS9 Jun 2023 9,052 $8K 0.00% ABS-MBS
4232 N/A N/A Jun 2023 1 $8K 0.00% DIR
4233 N/A N/A Jun 2023 1 $8K 0.00% DFE
4234 HCA INC 5.25% 06/15/26 404119BT5 Jun 2023 7,900 $8K 0.00% DBT
4235 CAYENNE AVI LLC PFD 144A/REST/ N/A Jun 2023 186 $7K 0.00% EP
4236 PETROLEOS DE VENEZ 9% 11/17/22 /OFAC BLOCK/ P7807HAP0 Jun 2023 200,000 $7K 0.00% DBT
4237 N/A N/A Jun 2023 1 $6K 0.00% DIR
4238 N/A N/A Jun 2023 1 $6K 0.00% DFE
4239 N/A N/A Jun 2023 1 $6K 0.00% DFE
4240 N/A N/A Jun 2023 1 $5K 0.00% DFE
4241 REPUBLIC OF VE 7.75% 04/13/20/OFAC FAIL/ P97475AN0 Jun 2023 100,000 $5K 0.00% DBT
4242 N/A N/A Jun 2023 1 $5K 0.00% DIR
4243 N/A N/A Jun 2023 1 $5K 0.00% DCR
4244 N/A N/A Jun 2023 1 $5K 0.00% DFE
4245 N/A N/A Jun 2023 1 $5K 0.00% DIR
4246 N/A N/A Jun 2023 1 $5K 0.00% DFE
4247 N/A N/A Jun 2023 1 $4K 0.00% DIR
4248 N/A N/A Jun 2023 1 $4K 0.00% DIR
4249 N/A N/A Jun 2023 1 $4K 0.00% DIR
4250 N/A N/A Jun 2023 1 $4K 0.00% DCR
4251 N/A N/A Jun 2023 1 $4K 0.00% DCR
4252 N/A N/A Jun 2023 1 $4K 0.00% DCR
4253 N/A N/A Jun 2023 1 $3K 0.00% DFE
4254 N/A N/A Jun 2023 1 $3K 0.00% DCR
4255 N/A N/A Jun 2023 1 $3K 0.00% DIR
4256 N/A N/A Jun 2023 1 $3K 0.00% DFE
4257 N/A N/A Jun 2023 1 $3K 0.00% DFE
4258 N/A N/A Jun 2023 1 $2K 0.00% DCR
4259 N/A N/A Jun 2023 1 $2K 0.00% DFE
4260 N/A N/A Jun 2023 1 $2K 0.00% DIR
4261 N/A N/A Jun 2023 1 $2K 0.00% DIR
4262 N/A N/A Jun 2023 1 $2K 0.00% DFE
4263 REPUBLIC OF VENEZU 6% 12/09/20/OFAC FAIL/ P97475AG5 Jun 2023 30,000 $2K 0.00% DBT
4264 N/A N/A Jun 2023 1 $2K 0.00% DIR
4265 N/A N/A Jun 2023 1 $2K 0.00% DCR
4266 N/A N/A Jun 2023 1 $1K 0.00% DFE
4267 N/A N/A Jun 2023 1 $1K 0.00% DCR
4268 N/A N/A Jun 2023 1 $1K 0.00% DFE
4269 N/A N/A Jun 2023 1 $1K 0.00% DIR
4270 N/A N/A Jun 2023 1 $1K 0.00% DFE
4271 N/A N/A Jun 2023 1 $1K 0.00% DFE
4272 N/A N/A Jun 2023 1 $686 0.00% DIR
4273 N/A N/A Jun 2023 1 $476 0.00% DFE
4274 N/A N/A Jun 2023 1 $436 0.00% DFE
4275 N/A N/A Jun 2023 1 $377 0.00% DFE
4276 N/A N/A Jun 2023 1 $326 0.00% DFE
4277 N/A N/A Jun 2023 1 $318 0.00% DIR
4278 N/A N/A Jun 2023 1 $286 0.00% DCR
4279 N/A N/A Jun 2023 1 $268 0.00% DFE
4280 N/A N/A Jun 2023 1 $235 0.00% DFE
4281 N/A N/A Jun 2023 1 $194 0.00% DFE
4282 UMBS P#ZA1948 5.5% 08/01/26 31329KEV2 Jun 2023 181 $180 0.00% ABS-MBS
4283 N/A N/A Jun 2023 1 $145 0.00% DFE
4284 N/A N/A Jun 2023 1 $112 0.00% DFE
4285 VOYAGER AVIATION 144A/ REST N/A Jun 2023 31 $0 0.00% EC
4286 INTELSAT JACK RTS 12/31/2049 L5137X117 Jun 2023 48,409 $0 0.00% EC
4287 INTELSAT JAC RTS 12/31/2049 L5137X109 Jun 2023 46,544 $0 0.00% EC
4288 INTELSAT EME WT EX 02/11/27 L5217E104 Jun 2023 3,810 $0 0.00% DE
4289 INTELSAT EMERGE WT EX 02/11/27 L5217E112 Jun 2023 943 $0 0.00% DE
4290 INTELSAT JA 9.75% 07/15/25 458ESCAC4 Jun 2023 15,687,000 $0 0.00% DBT
4291 ESC GCB INTEL 5.5% 08/01/2023 458ESCAA8 Jun 2023 12,702,000 $0 0.00% DBT
4292 ESC CB144A INTE 8.50% 10/15/24 458ESCAB6 Jun 2023 18,280,000 $0 0.00% DBT
4293 N/A N/A Jun 2023 1 $-91 0.00% DIR
4294 N/A N/A Jun 2023 1 $-400 -0.00% DFE
4295 N/A N/A Jun 2023 1 $-485 -0.00% DIR
4296 N/A N/A Jun 2023 1 $-761 -0.00% DIR
4297 N/A N/A Jun 2023 1 $-922 -0.00% DIR
4298 N/A N/A Jun 2023 1 $-948 -0.00% DFE
4299 N/A N/A Jun 2023 1 $-1045 -0.00% DFE
4300 N/A N/A Jun 2023 1 $-1173 -0.00% DFE
4301 N/A N/A Jun 2023 1 $-1285 -0.00% DIR
4302 N/A N/A Jun 2023 1 $-1298 -0.00% DFE
4303 N/A N/A Jun 2023 1 $-1365 -0.00% DIR
4304 N/A N/A Jun 2023 1 $-1520 -0.00% DFE
4305 N/A N/A Jun 2023 1 $-1764 -0.00% DIR
4306 N/A N/A Jun 2023 1 $-1996 -0.00% DIR
4307 N/A N/A Jun 2023 1 $-2411 -0.00% DFE
4308 N/A N/A Jun 2023 1 $-2523 -0.00% DFE
4309 N/A N/A Jun 2023 1 $-2649 -0.00% DFE
4310 N/A N/A Jun 2023 1 $-2728 -0.00% DFE
4311 N/A N/A Jun 2023 1 $-2829 -0.00% DFE
4312 N/A N/A Jun 2023 1 $-2852 -0.00% DIR
4313 N/A N/A Jun 2023 1 $-2865 -0.00% DIR
4314 N/A N/A Jun 2023 1 $-3044 -0.00% DFE
4315 N/A N/A Jun 2023 1 $-3079 -0.00% DFE
4316 N/A N/A Jun 2023 1 $-3242 -0.00% DFE
4317 N/A N/A Jun 2023 1 $-3243 -0.00% DCR
4318 N/A N/A Jun 2023 1 $-3256 -0.00% DIR
4319 N/A N/A Jun 2023 1 $-3338 -0.00% DIR
4320 N/A N/A Jun 2023 1 $-3397 -0.00% DIR
4321 N/A N/A Jun 2023 1 $-3448 -0.00% DCR
4322 N/A N/A Jun 2023 1 $-3610 -0.00% DIR
4323 N/A N/A Jun 2023 1 $-3684 -0.00% DIR
4324 N/A N/A Jun 2023 1 $-3827 -0.00% DCR
4325 N/A N/A Jun 2023 1 $-4179 -0.00% DFE
4326 N/A N/A Jun 2023 1 $-4682 -0.00% DIR
4327 N/A N/A Jun 2023 1 $-6374 -0.00% DFE
4328 N/A N/A Jun 2023 1 $-6548 -0.00% DFE
4329 N/A N/A Jun 2023 1 $-6562 -0.00% DIR
4330 N/A N/A Jun 2023 1 $-6809 -0.00% DFE
4331 N/A N/A Jun 2023 1 $-6908 -0.00% DFE
4332 N/A N/A Jun 2023 1 $-7180 -0.00% DIR
4333 N/A N/A Jun 2023 1 $-7219 -0.00% DCR
4334 N/A N/A Jun 2023 1 $-7267 -0.00% DIR
4335 N/A N/A Jun 2023 1 $-8260 -0.00% DFE
4336 N/A N/A Jun 2023 1 $-8613 -0.00% DFE
4337 N/A N/A Jun 2023 1 $-8891 -0.00% DCR
4338 N/A N/A Jun 2023 1 $-8943 -0.00% DFE
4339 N/A N/A Jun 2023 1 $-9009 -0.00% DIR
4340 N/A N/A Jun 2023 1 $-9424 -0.00% DCR
4341 N/A N/A Jun 2023 1 $-10016 -0.00% DCR
4342 N/A N/A Jun 2023 1 $-10305 -0.00% DIR
4343 N/A N/A Jun 2023 1 $-10660 -0.00% DIR
4344 N/A N/A Jun 2023 1 $-11876 -0.00% DFE
4345 N/A N/A Jun 2023 1 $-12497 -0.00% DIR
4346 N/A N/A Jun 2023 1 $-12613 -0.00% DIR
4347 N/A N/A Jun 2023 1 $-13408 -0.00% DFE
4348 N/A N/A Jun 2023 1 $-13545 -0.00% DFE
4349 N/A N/A Jun 2023 1 $-13556 -0.00% DIR
4350 N/A N/A Jun 2023 1 $-14238 -0.00% DCR
4351 N/A N/A Jun 2023 1 $-14688 -0.00% DIR
4352 N/A N/A Jun 2023 1 $-15296 -0.00% DFE
4353 N/A N/A Jun 2023 1 $-15676 -0.00% DCR
4354 N/A N/A Jun 2023 1 $-15892 -0.00% DCR
4355 N/A N/A Jun 2023 1 $-17061 -0.00% DFE
4356 N/A N/A Jun 2023 1 $-19869 -0.00% DIR
4357 N/A N/A Jun 2023 1 $-21091 -0.00% DFE
4358 N/A N/A Jun 2023 1 $-22201 -0.00% DIR
4359 N/A N/A Jun 2023 1 $-22261 -0.00% DCR
4360 N/A N/A Jun 2023 1 $-22326 -0.00% DIR
4361 N/A N/A Jun 2023 1 $-22740 -0.00% DFE
4362 N/A N/A Jun 2023 1 $-22864 -0.00% DIR
4363 N/A N/A Jun 2023 1 $-23320 -0.00% DFE
4364 N/A N/A Jun 2023 1 $-23518 -0.00% DIR
4365 N/A N/A Jun 2023 1 $-23535 -0.00% DIR
4366 N/A N/A Jun 2023 1 $-23568 -0.00% DCR
4367 N/A N/A Jun 2023 1 $-23666 -0.00% DCR
4368 N/A N/A Jun 2023 1 $-23690 -0.00% DCR
4369 N/A N/A Jun 2023 1 $-23707 -0.00% DIR
4370 N/A N/A Jun 2023 1 $-23714 -0.00% DCR
4371 N/A N/A Jun 2023 1 $-24026 -0.00% DCR
4372 N/A N/A Jun 2023 1 $-25621 -0.00% DIR
4373 N/A N/A Jun 2023 1 $-26560 -0.00% DIR
4374 N/A N/A Jun 2023 1 $-26561 -0.00% DFE
4375 N/A N/A Jun 2023 1 $-29681 -0.00% DCR
4376 N/A N/A Jun 2023 1 $-31401 -0.00% DIR
4377 N/A N/A Jun 2023 1 $-31901 -0.00% DIR
4378 N/A N/A Jun 2023 1 $-33287 -0.00% DCR
4379 N/A N/A Jun 2023 1 $-33881 -0.00% DCR
4380 N/A N/A Jun 2023 1 $-34159 -0.00% DCR
4381 N/A N/A Jun 2023 1 $-34881 -0.00% DIR
4382 N/A N/A Jun 2023 1 $-35852 -0.00% DIR
4383 N/A N/A Jun 2023 1 $-37101 -0.00% DCR
4384 N/A N/A Jun 2023 1 $-37632 -0.00% DFE
4385 N/A N/A Jun 2023 1 $-44371 -0.00% DIR
4386 N/A N/A Jun 2023 1 $-44725 -0.00% DIR
4387 N/A N/A Jun 2023 1 $-45182 -0.00% DIR
4388 N/A N/A Jun 2023 1 $-48663 -0.00% DIR
4389 N/A N/A Jun 2023 1 $-56409 -0.00% DFE
4390 N/A N/A Jun 2023 1 $-60483 -0.00% DIR
4391 N/A N/A Jun 2023 1 $-66395 -0.00% DIR
4392 N/A N/A Jun 2023 1 $-69629 -0.00% DIR
4393 N/A N/A Jun 2023 1 $-86034 -0.00% DCR
4394 N/A N/A Jun 2023 1 $-86705 -0.00% DIR
4395 N/A N/A Jun 2023 1 $-93391 -0.00% DFE
4396 FNMA 30YR TBA 5% JUL 23 01F050676 Jun 2023 -100,000 $-97984 -0.00% ABS-MBS
4397 FNMA 30YR TBA 5% AUG 23 01F050684 Jun 2023 -100,000 $-98000 -0.00% ABS-MBS
4398 N/A N/A Jun 2023 1 $-98490 -0.00% DFE
4399 N/A N/A Jun 2023 1 $-102811 -0.00% DIR
4400 N/A N/A Jun 2023 1 $-110091 -0.00% DFE
4401 N/A N/A Jun 2023 1 $-116963 -0.00% DCR
4402 N/A N/A Jun 2023 1 $-119219 -0.00% DFE
4403 N/A N/A Jun 2023 1 $-124685 -0.00% DIR
4404 N/A N/A Jun 2023 1 $-127189 -0.00% DCR
4405 N/A N/A Jun 2023 1 $-129369 -0.00% DIR
4406 N/A N/A Jun 2023 1 $-136687 -0.00% DIR
4407 N/A N/A Jun 2023 1 $-145940 -0.00% DCR
4408 N/A N/A Jun 2023 1 $-147452 -0.00% DFE
4409 N/A N/A Jun 2023 1 $-149994 -0.00% DIR
4410 N/A N/A Jun 2023 1 $-170740 -0.00% DCR
4411 N/A N/A Jun 2023 1 $-178893 -0.00% DCR
4412 N/A N/A Jun 2023 1 $-183307 -0.00% DFE
4413 N/A N/A Jun 2023 1 $-206595 -0.00% DCR
4414 N/A N/A Jun 2023 1 $-240966 -0.00% DFE
4415 N/A N/A Jun 2023 1 $-260612 -0.00% DIR
4416 N/A N/A Jun 2023 1 $-307728 -0.00% DFE
4417 N/A N/A Jun 2023 1 $-310763 -0.00% DIR
4418 N/A N/A Jun 2023 1 $-315874 -0.00% DFE
4419 N/A N/A Jun 2023 1 $-353150 -0.00% DFE
4420 N/A N/A Jun 2023 1 $-356123 -0.00% DFE
4421 N/A N/A Jun 2023 1 $-396050 -0.00% DFE
4422 N/A N/A Jun 2023 1 $-396433 -0.00% DIR
4423 N/A N/A Jun 2023 1 $-398356 -0.00% DFE
4424 N/A N/A Jun 2023 1 $-457763 -0.00% DIR
4425 N/A N/A Jun 2023 1 $-564568 -0.00% DFE
4426 N/A N/A Jun 2023 1 $-636832 -0.00% DIR
4427 N/A N/A Jun 2023 1 $-754460 -0.00% DFE
4428 CASH COLLATERAL V/R 12/31/49 N/A Jun 2023 -790,000 $-790000 -0.00% STIV
4429 N/A N/A Jun 2023 1 $-797840 -0.00% DFE
4430 N/A N/A Jun 2023 1 $-1123101 -0.00% DFE
4431 N/A N/A Jun 2023 1 $-1236873 -0.00% DIR
4432 N/A N/A Jun 2023 1 $-1323787 -0.00% DIR
4433 FNCI 15YR TBA 3.5% JULY 23 01F032476 Jun 2023 -1,419,000 $-1349103 -0.00% ABS-MBS
4434 N/A N/A Jun 2023 1 $-1378758 -0.00% DIR
4435 N/A N/A Jun 2023 1 $-1573985 -0.01% DIR
4436 N/A N/A Jun 2023 1 $-2057336 -0.01% DIR
4437 N/A N/A Jun 2023 1 $-2364465 -0.01% DIR
4438 F/C 3 MONTH SOFR FUT SEP24 SFRU4XCME Jun 2023 -13 $-3107975 -0.01% DIR
4439 N/A N/A Jun 2023 1 $-3134962 -0.01% DFE
4440 F/C 3 MONTH SOFR FUT DEC24 SFRZ4XCME Jun 2023 -19 $-4558812 -0.02% DIR
4441 N/A N/A Jun 2023 1 $-4683891 -0.02% DFE
4442 N/A N/A Jun 2023 1 $-4910002 -0.02% DIR
4443 N/A N/A Jun 2023 1 $-5303309 -0.02% DIR
4444 N/A N/A Jun 2023 1 $-5573454 -0.02% DFE
4445 CASH COLLATERAL V/R 12/31/49 N/A Jun 2023 -5,710,000 $-5710000 -0.02% STIV
4446 CASH COLLATERAL V/R 12/31/49 N/A Jun 2023 -6,230,000 $-6230000 -0.02% STIV
4447 N/A N/A Jun 2023 1 $-6648197 -0.02% DIR
4448 N/A N/A Jun 2023 1 $-7054686 -0.02% DIR
4449 FNMA 30YR TBA 5.5% JUL 23 01F052672 Jun 2023 -7,885,000 $-7846807 -0.03% ABS-MBS
4450 CASH COLLATERAL ISDA JPM USD N/A Jun 2023 -8,592,000 $-8592000 -0.03% STIV
4451 FNMA 15YR TBA 3% JUL 23 01F030470 Jun 2023 -9,635,000 $-8987648 -0.03% ABS-MBS
4452 FNMA 30YR TBA 3.5% JUL 23 01F032674 Jun 2023 -10,300,000 $-9385473 -0.03% ABS-MBS
4453 F/C ICE 3MTH SONIA FU JUN23 SFIM3IFLL Jun 2023 -33 $-9933718 -0.03% DIR
4454 G2SF 30 YR TBA 3.5 JUL 12 21H032670 Jun 2023 -12,876,000 $-11883643 -0.04% ABS-MBS
4455 FNMA 30YR TBA 6% JUL 23 01F060675 Jun 2023 -18,099,800 $-18259587 -0.06% ABS-MBS
4456 FNMA 30YR TBA 4.5% AUG 23 01F042681 Jun 2023 -19,100,000 $-18371812 -0.06% ABS-MBS
4457 N/A N/A Jun 2023 1 $-19159672 -0.06% DIR
4458 FNMA 30YR TBA 2.5% AUG 23 01F022683 Jun 2023 -22,912,900 $-19456274 -0.06% ABS-MBS
4459 N/A N/A Jun 2023 1 $-22284484 -0.07% DIR
4460 F/C EURO-BUND FUTURE SEP23 RXU3 XEUR Jun 2023 -346 $-50494232 -0.17% DIR
4461 N/A N/A Jun 2023 1 $-52760545 -0.17% DIR
4462 FNMA 30YR TBA 4.0% AUG 23 01F040685 Jun 2023 -69,425,100 $-65202644 -0.22% ABS-MBS
4463 FNCL 30YR TBA 4% JULY 23 01F040677 Jun 2023 -71,312,700 $-66919726 -0.22% ABS-MBS
4464 FNMA 30YR TBA 4.5% JUL 23 01F042673 Jun 2023 -69,800,000 $-67106156 -0.22% ABS-MBS
4465 FNMA 30YR TBA 2.5% JUL23 01F022675 Jun 2023 -89,402,900 $-75803881 -0.25% ABS-MBS
4466 F/C US 10YR NOTE (CBT)SEP23 TYU3 XCBT Jun 2023 -1,112 $-124839375 -0.41% DIR
4467 F/C US 10YR ULTRA FUT SEP23 UXYU3XCBT Jun 2023 -1,576 $-186657500 -0.62% DIR
4468 F/C JPN 10Y BOND(OSE) SEP23 JBU3 XOSE Jun 2023 -188 $-193543782 -0.64% DIR