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AB Income Fund

AB BOND FUND, INC.

Assets: $3.9B Net: $2.7B Series: S000051302 EDGAR ↗
+270
New
-76
Exited
923
Positions
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# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 United States Treasury 91282CFU0 Jan 2023 471,601,900 -36,511,800 $480.6M -4.9% 17.90% DBT
2 United States Treasury 91282CFQ9 Jan 2023 455,821,100 +145,821,100 $455.8M +47.4% 16.98% DBT
3 United States Treasury 91282CFM8 Jan 2023 369,624,000 -159,323,100 $376.6M -28.4% 14.03% DBT
4 United States Treasury 91282CEP2 Jan 2023 342,529,200 — $325.3M +4.9% 12.12% DBT
5 CANADIAN GOVERNMENT 135087L93 Jan 2023 225,418,000 — $157.1M +4.5% 5.85% DBT
6 UMBS, TBA 01F042624 — 133,971,337 New $132.3M — 4.93% ABS-MBS
7 UMBS, TBA 01F032625 — 82,946,343 New $77.8M — 2.90% ABS-MBS
8 Government National Mortgage Association 21H042620 — 70,885,953 New $70.4M — 2.62% ABS-MBS
9 UMBS, TBA 01F050627 — 62,077,236 New $62.3M — 2.32% ABS-MBS
10 UMBS, TBA 01F030629 — 61,874,123 New $56.2M — 2.09% ABS-MBS
11 UMBS, TBA 01F040628 — 44,831,826 New $43.3M — 1.61% ABS-MBS
12 United States Treasury 912810TJ7 Jan 2023 49,256,500 — $43.2M +10.3% 1.61% DBT
13 Freddie Mac 3133A9SC0 Jan 2023 25,603,561 -717,295 $22.8M +4.1% 0.85% ABS-MBS
14 United States Treasury 91282CGC9 — 19,801,500 New $20.0M — 0.74% DBT
15 Freddie Mac 3133A8R25 Jan 2023 22,036,902 -426,681 $19.6M +4.9% 0.73% ABS-MBS
16 Alliance Bernstein 018616748 Jan 2023 18,837,773 +13,196,033 $18.8M +233.9% 0.70% STIV
17 Freddie Mac 3133A8R66 Jan 2023 20,702,370 -140,607 $18.4M +6.2% 0.69% ABS-MBS
18 Government National Mortgage Association 21H040624 — 13,731,762 New $13.3M — 0.50% ABS-MBS
19 United States Treasury 91282CFV8 — 12,563,400 New $13.2M — 0.49% DBT
20 Freddie Mac 3134A4KX1 Jan 2023 10,400,000 — $12.4M +5.9% 0.46% DBT
21 TRUIST FINANCIAL CORP 89832QAF6 Jan 2023 12,605,000 -1,575,000 $12.3M -1.6% 0.46% DBT
22 Voya Financial Inc 45685EAG1 Jan 2023 12,065,000 — $12.0M +3.0% 0.45% DBT
23 SANTANDER UK GROUP HLDGS 80281LAS4 — 10,499,000 New $10.9M — 0.40% DBT
24 BFLD Trust 054970AN8 Jan 2023 11,227,000 — $10.9M +2.9% 0.40% ABS-MBS
25 MORGAN STANLEY 61747YEV3 Jan 2023 10,098,000 — $10.7M +4.7% 0.40% DBT
26 Freddie Mac 3133A9TC9 Jan 2023 11,988,060 -709,726 $10.7M +1.0% 0.40% ABS-MBS
27 SOCIETE GENERALE 83368RBQ4 — 10,270,000 New $10.5M — 0.39% DBT
28 FEDERAL HOME LOAN BANK 3133XGAY0 Jan 2023 8,695,000 — $10.0M +8.6% 0.37% DBT
29 HSBC HOLDINGS PLC 404280DQ9 Jan 2023 9,148,000 — $9.7M +5.4% 0.36% DBT
30 Freddie Mac - STACR 3137G0SE0 Jan 2023 9,090,000 — $9.6M +6.7% 0.36% ABS-MBS
31 Synchrony Financial 87165BAM5 Jan 2023 9,789,000 — $9.1M +7.5% 0.34% DBT
32 Endurance International Group Holdings, Inc. 29279UAB2 Jan 2023 9,613,600 -24,400 $9.1M +10.6% 0.34% LON
33 ARES CLO Ltd 04015GAT6 Jan 2023 9,437,029 — $9.0M +4.0% 0.33% ABS-CBDO
34 AIB GROUP PLC 00135TAC8 Jan 2023 8,459,000 — $8.8M +4.1% 0.33% DBT
35 Nordea Bank Abp 65559CAA9 Jan 2023 8,725,000 — $8.6M +4.6% 0.32% DBT
36 SWEDBANK AB 000000000 Jan 2023 8,800,000 +6,341,000 $8.6M +358.7% 0.32% DBT
37 Hess Corp 023551AJ3 Jan 2023 7,522,000 -1,376,000 $8.4M -10.7% 0.31% DBT
38 BARCLAYS PLC 06738EBX2 Jan 2023 8,072,000 — $8.1M +11.7% 0.30% DBT
39 CEDAR FAIR/CAN/MAGNUM/MI 150190AF3 Jan 2023 8,053,000 — $8.0M -0.0% 0.30% DBT
40 SUMITOMO MITSUI FINL GRP 86562MCW8 — 7,605,000 New $7.9M — 0.29% DBT
41 Rockford Tower CLO Ltd 77341NAJ4 Jan 2023 8,550,000 — $7.7M +7.4% 0.29% ABS-CBDO
42 BAT INTL FINANCE PLC 05530QAP5 Jan 2023 7,944,000 — $7.6M +7.9% 0.28% DBT
43 Fannie Mae - CAS 30711XJW5 Jan 2023 7,080,000 — $7.5M +2.8% 0.28% ABS-MBS
44 Fannie Mae - CAS 30711XJ62 Jan 2023 7,250,000 — $7.5M +5.2% 0.28% ABS-MBS
45 Fannie Mae - CAS 30711XNW0 Jan 2023 7,280,000 — $7.5M +4.0% 0.28% ABS-MBS
46 ASSICURAZIONI GENERALI 000000000 Jan 2023 6,630,000 New $7.4M — 0.27% DBT
47 ENTEGRIS ESCROW CORP 29365BAA1 Jan 2023 7,688,000 — $7.2M +5.1% 0.27% DBT
48 Balboa Bay Loan Funding Ltd 05766EAG7 Jan 2023 7,850,000 — $7.2M +0.7% 0.27% ABS-CBDO
49 BAT Capital Corp 05526DBN4 Jan 2023 7,540,000 — $7.1M +8.2% 0.27% DBT
50 Regatta XXIV Funding Ltd. 75889HAJ9 Jan 2023 7,500,000 — $7.0M +10.9% 0.26% ABS-CBDO
51 JP Morgan Chase Commercial Mortgage Sec Trust 46639EAP6 Jan 2023 7,500,000 — $6.7M -0.3% 0.25% ABS-MBS
52 NOMURA HOLDINGS INC 65535HBG3 — 6,517,000 New $6.6M — 0.25% DBT
53 Genworth Mortgage Insurance Corporation 89600HAA7 Jan 2023 6,588,446 -858,533 $6.6M -11.2% 0.25% ABS-MBS
54 Standard Chartered PLC 000000000 Jan 2023 7,500,000 New $6.6M — 0.24% DBT
55 HUARONG FINANCE II 000000000 Jan 2023 6,664,000 New $6.4M — 0.24% DBT
56 Dryden Senior Loan Fund 26253LAG7 Jan 2023 6,823,635 — $6.4M +8.1% 0.24% ABS-CBDO
57 Public Finance Authority 74442PSF3 Jan 2023 6,915,000 — $6.4M +7.9% 0.24% DBT
58 REPUBLIC OF COLOMBIA 195325DZ5 Jan 2023 8,612,000 — $6.3M +11.0% 0.24% DBT
59 Fannie Mae 3140K3DL3 Jan 2023 6,195,884 -349,582 $6.2M +0.0% 0.23% ABS-MBS
60 ING Groep NV 456837AF0 Jan 2023 6,341,000 — $6.2M +6.7% 0.23% DBT
61 Octagon Investment Partners 29, Ltd. 67591JAS1 Jan 2023 6,570,803 — $6.0M +5.4% 0.22% ABS-CBDO
62 MICRON TECHNOLOGY INC 595112BV4 Jan 2023 5,492,000 — $5.8M +6.4% 0.22% DBT
63 GS Mortgage Securities Trust 36191YAL2 Jan 2023 14,024,530 — $5.8M -1.9% 0.22% ABS-MBS
64 Galaxy CLO Ltd 36321RAG1 Jan 2023 6,350,000 — $5.8M +3.7% 0.22% ABS-CBDO
65 Proofpoint, Inc. 74345HAD3 — 6,000,000 New $5.8M — 0.21% LON
66 Chicago Board of Trade 000000000 Jan 2023 1,326 New $5.7M — 0.21% DIR
67 REPUBLIC OF ANGOLA 000000000 Jan 2023 6,169,000 New $5.7M — 0.21% DBT
68 AIB Group PLC 00135TAB0 Jan 2023 5,750,000 — $5.6M +2.7% 0.21% DBT
69 Petroleos Mexicanos 71654QCC4 Jan 2023 8,071,000 — $5.6M +14.9% 0.21% DBT
70 BANK OF AMERICA CORP 06051GLC1 — 5,206,000 New $5.5M — 0.20% DBT
71 Freddie Mac 3134A3U46 Jan 2023 4,606,000 — $5.4M +3.5% 0.20% DBT
72 BPCE SA 05583JAN2 — 5,330,000 New $5.4M — 0.20% DBT
73 SABRE GLBL INC 78573NAH5 — 5,077,000 New $5.4M — 0.20% DBT
74 FAIRFAX FINANCIAL HLDGS 303901AB8 Jan 2023 5,000,000 — $5.4M +2.0% 0.20% DBT
75 ENGIE ENERGIA CHILE SA 000000000 Jan 2023 6,432,000 New $5.4M — 0.20% DBT
76 Freddie Mac 3133A8LX3 Jan 2023 6,006,335 -37,630 $5.3M +6.3% 0.20% ABS-MBS
77 Greywolf CLO Ltd 39809GAC9 Jan 2023 5,300,000 — $5.3M +4.5% 0.20% ABS-CBDO
78 CCO HLDGS LLC/CAP CORP 1248EPCL5 Jan 2023 6,459,000 — $5.2M +6.7% 0.20% DBT
79 OZLM Ltd 67112GAC2 Jan 2023 5,450,000 — $5.2M +3.0% 0.19% ABS-CBDO
80 NAC AVIATION 29 DAC 62877CAA1 Jan 2023 5,858,953 -22,408 $5.1M +8.8% 0.19% DBT
81 Credit Agricole SA 225313AJ4 Jan 2023 4,972,000 — $5.1M +3.7% 0.19% DBT
82 BBVA BANCOMER SA TEXAS 000000000 Jan 2023 5,343,000 New $5.1M — 0.19% DBT
83 Black Diamond CLO Ltd 09203WAQ8 Jan 2023 5,300,000 — $5.1M +2.9% 0.19% ABS-CBDO
84 JPMBB Commercial Mortgage Securities Trust 46643GAL4 Jan 2023 5,868,760 — $5.0M +0.9% 0.19% ABS-MBS
85 DEUTSCHE BANK NY 25160PAJ6 Jan 2023 4,938,000 — $5.0M +6.0% 0.19% DBT
86 LEVIATHAN BOND LTD 000000000 Jan 2023 4,992,000 New $5.0M — 0.19% DBT
87 MCLAREN FINANCE PLC 58175LAA8 Jan 2023 6,471,000 — $4.9M -5.2% 0.18% DBT
88 Freddie Mac 3134A4AA2 Jan 2023 4,000,000 — $4.8M +4.9% 0.18% DBT
89 Great Wolf Trust 39152TAL4 Jan 2023 5,005,000 — $4.8M +2.7% 0.18% ABS-MBS
90 Republic of Senegal 000000000 Jan 2023 6,453,000 New $4.8M — 0.18% DBT
91 PETROLEOS MEXICANOS 71654QDE9 Jan 2023 6,037,000 — $4.8M +11.1% 0.18% DBT
92 REPUBLIC OF ECUADOR 000000000 Jan 2023 9,898,662 New $4.8M — 0.18% DBT
93 Freddie Mac - STACR 3137G0RJ0 Jan 2023 4,550,000 — $4.8M +4.0% 0.18% ABS-MBS
94 Home Re Ltd 43731WAD7 Jan 2023 4,734,000 — $4.8M +1.4% 0.18% ABS-MBS
95 FORD MOTOR COMPANY 345370DB3 Jan 2023 4,859,000 — $4.8M +7.1% 0.18% DBT
96 PANAMA NOTAS DEL TESORO 000000000 Jan 2023 5,027,000 New $4.8M — 0.18% DBT
97 DOMINICAN REPUBLIC 25714PED6 Jan 2023 5,298,000 -4,144,000 $4.6M -38.9% 0.17% DBT
98 DANSKE BANK A/S 23636ABC4 Jan 2023 4,773,000 — $4.6M +9.1% 0.17% DBT
99 MetLife Capital Trust IV 591560AA5 Jan 2023 4,117,000 — $4.5M +5.7% 0.17% DBT
100 PROSUS NV 74365PAA6 Jan 2023 5,224,000 — $4.5M +17.7% 0.17% DBT
101 ADVISOR GROUP HOLDINGS I 00791GAA5 Jan 2023 4,330,000 — $4.5M +3.5% 0.17% DBT
102 NGL ENRGY OP/FIN CORP 62922LAA6 Jan 2023 4,696,000 — $4.5M +4.9% 0.17% DBT
103 Freddie Mac - STACR 3137G0PR4 Jan 2023 4,127,555 -1,050,000 $4.4M -18.1% 0.17% ABS-MBS
104 WEIBO CORP 948596AD3 Jan 2023 4,574,000 — $4.4M +2.8% 0.16% DBT
105 TRUST FIBRAUNO 898339AA4 Jan 2023 4,814,000 — $4.4M +22.0% 0.16% DBT
106 ECOPETROL SA 279158AN9 Jan 2023 4,658,000 — $4.3M +14.2% 0.16% DBT
107 OCP CLO Ltd 671000AJ6 Jan 2023 4,750,000 — $4.3M +8.7% 0.16% ABS-CBDO
108 Dryden Senior Loan Fund 26248AAJ3 Jan 2023 4,850,000 — $4.3M +1.5% 0.16% ABS-CBDO
109 PetSmart LLC 71677HAL9 Jan 2023 4,304,450 -10,925 $4.3M +3.0% 0.16% LON
110 EMPRESAS PUBLIC MEDELLIN 29246BAF5 Jan 2023 5,315,000 — $4.2M +16.7% 0.16% DBT
111 VERITAS US INC/BERMUDA L 92346LAE3 Jan 2023 6,350,000 — $4.2M -21.5% 0.16% DBT
112 Rockford Tower CLO Ltd 77340GAQ4 Jan 2023 4,444,250 — $4.1M +5.8% 0.15% ABS-CBDO
113 Voya CLO Ltd 92917NAS7 Jan 2023 4,595,303 — $4.1M +5.1% 0.15% ABS-CBDO
114 Elevation CLO Ltd 28621YAG0 Jan 2023 4,490,000 — $4.1M +4.8% 0.15% ABS-CBDO
115 SEAWORLD PARKS & ENTERTA 81282UAC6 Jan 2023 4,017,000 — $4.1M +0.1% 0.15% DBT
116 INDIKA ENERGY CAPITAL IV 45569GAA0 Jan 2023 4,123,000 — $4.1M +5.9% 0.15% DBT
117 Elmwood CLO VII Ltd. 29002QAG4 Jan 2023 4,200,000 — $4.1M +8.9% 0.15% ABS-CBDO
118 Morgan Stanley BAML Trust 61763XAL0 Jan 2023 4,408,334 — $4.1M +0.5% 0.15% ABS-MBS
119 ANGLO AMERICAN CAPITAL 034863AW0 Jan 2023 3,960,000 — $4.1M +8.5% 0.15% DBT
120 US Radiology Specialists, Inc. 90372AAJ7 Jan 2023 4,254,550 -10,744 $4.1M +6.2% 0.15% LON
121 UBS GROUP AG 000000000 Jan 2023 4,958,000 New $4.1M — 0.15% DBT
122 Republic of El Salvador 000000000 Jan 2023 7,640,000 New $4.0M — 0.15% DBT
123 ACRISURE LLC / FIN INC 00489LAA1 Jan 2023 4,241,000 — $4.0M +0.5% 0.15% DBT
124 VISTRA CORP 92840MAB8 Jan 2023 4,113,000 — $4.0M +3.1% 0.15% DBT
125 Regatta XIX Funding Ltd 75888EAL2 Jan 2023 4,422,919 — $4.0M +5.1% 0.15% ABS-CBDO
126 BANCO SANTANDER MEXICO 05969BAD5 Jan 2023 3,998,000 — $4.0M +3.8% 0.15% DBT
127 Prudential Financial Inc 744320AN2 Jan 2023 4,029,000 — $4.0M +5.1% 0.15% DBT
128 Crown Subsea Communications Holding, Inc. 22860EAE2 Jan 2023 3,966,781 — $3.9M +1.9% 0.15% LON
129 Republic of Senegal 000000000 Jan 2023 4,550,000 New $3.9M — 0.15% DBT
130 Parkway Generation, LLC 000000000 Jan 2023 3,994,698 New $3.9M — 0.15% LON
131 KAIXO BONDCO TELECOM SA 000000000 Jan 2023 4,070,000 New $3.8M — 0.14% DBT
132 Veritas US Inc. 000000000 Jan 2023 5,631,297 New $3.8M — 0.14% LON
133 Credit Suisse Group AG 225401AJ7 Jan 2023 4,010,000 — $3.7M +5.0% 0.14% DBT
134 DANSKE BANK A/S 23636ABF7 — 3,667,000 New $3.7M — 0.14% DBT
135 COMISION FEDERAL DE ELEC 200447AL4 Jan 2023 4,031,000 — $3.7M +8.9% 0.14% DBT
136 GIP II Blue Holding, L.P. 31575AAB3 Jan 2023 3,686,780 -67,186 $3.7M -1.0% 0.14% LON
137 BARCLAYS PLC 06738ECD5 Jan 2023 3,394,000 — $3.7M +8.9% 0.14% DBT
138 FMG RESOURCES AUG 2006 30251GBE6 Jan 2023 3,761,000 — $3.7M +10.1% 0.14% DBT
139 CREDIT SUISSE GROUP AG 000000000 Jan 2023 4,846,000 New $3.7M — 0.14% DBT
140 BOSTON PROPERTIES LP 10112RBG8 — 3,440,000 New $3.6M — 0.14% DBT
141 ADVANTAGE SALES & MARKET 00775PAA5 Jan 2023 4,764,000 -856,000 $3.6M -24.2% 0.13% DBT
142 CSN RESOURCES SA 12644VAD0 Jan 2023 4,293,000 — $3.6M +26.6% 0.13% DBT
143 UNICREDIT SPA 904678AU3 Jan 2023 3,984,000 — $3.6M +5.5% 0.13% DBT
144 ComEd Financing III 20035AAA2 Jan 2023 3,462,000 — $3.6M +6.3% 0.13% DBT
145 MARB BONDCO PLC 000000000 Jan 2023 4,509,000 New $3.5M — 0.13% DBT
146 MORGAN STANLEY 61747YER2 Jan 2023 3,639,000 — $3.5M +5.0% 0.13% DBT
147 ADANI PORTS AND SPECIAL 000000000 Jan 2023 4,585,000 New $3.5M — 0.13% DBT
148 Granite Generation LLC 38750BAB3 Jan 2023 3,628,772 -38,245 $3.5M -0.9% 0.13% LON
149 Granite US Holdings Corporation 38740TAE1 Jan 2023 3,519,519 -8,906 $3.5M +2.3% 0.13% LON
150 BANCO DE CREDITO DEL PER 05971U2C0 Jan 2023 3,765,000 — $3.5M +4.8% 0.13% DBT
151 MICHAELS COS INC/THE 55916AAB0 Jan 2023 4,529,000 — $3.4M +35.6% 0.13% DBT
152 CREDIT AGRICOLE ASSRNCES 000000000 Jan 2023 3,200,000 New $3.4M — 0.13% DBT
153 Madison Park Funding Ltd 55821GAL9 Jan 2023 3,650,000 — $3.4M +8.9% 0.13% ABS-CBDO
154 Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC) 12769LAB5 Jan 2023 3,410,551 -211,474 $3.4M -4.8% 0.13% LON
155 HSBC HOLDINGS PLC 404280DC0 Jan 2023 3,659,000 — $3.4M +16.0% 0.13% DBT
156 LIFEPT/LEGACY LIFEPT 53219LAR0 Jan 2023 3,840,000 — $3.4M +9.7% 0.13% DBT
157 Enova International Inc 29357KAD5 Jan 2023 3,418,000 — $3.3M +4.2% 0.12% DBT
158 ING Groep NV 000000000 Jan 2023 3,383,000 New $3.3M — 0.12% DBT
159 Apex Tool Group, LLC 03759DAK4 Jan 2023 3,803,339 -9,556 $3.3M +1.1% 0.12% LON
160 Boxer Parent Company Inc. (aka BMC Software, Inc.) 05988HAE7 Jan 2023 3,373,506 -9,876 $3.3M +2.0% 0.12% LON
161 ACM Auto Trust 00461VAA1 — 3,310,000 New $3.3M — 0.12% ABS-O
162 SPIRIT REALTY LP 84861TAH1 Jan 2023 3,911,000 — $3.3M +7.3% 0.12% DBT
163 GENESIS ENERGY LP/FIN 37185LAL6 Jan 2023 3,367,000 -979,000 $3.3M -21.3% 0.12% DBT
164 CREDIT SUISSE GROUP AG 225401AL2 Jan 2023 3,961,000 — $3.2M +8.8% 0.12% DBT
165 VEDANTA RESOURCES 92243XAD3 Jan 2023 3,650,000 -1,066,000 $3.2M -17.9% 0.12% DBT
166 Zacapa S.a r.l. 000000000 Jan 2023 3,282,466 New $3.2M — 0.12% LON
167 VISTRA CORP 92840MAC6 Jan 2023 3,399,000 — $3.2M +5.9% 0.12% DBT
168 BREAD FINANCIAL HLDGS 018581AK4 Jan 2023 3,513,000 — $3.2M +3.1% 0.12% DBT
169 VIBRANTZ TECH INC 69357VAA3 Jan 2023 4,043,000 — $3.1M +17.0% 0.12% DBT
170 EMPRESAS PUBLIC MEDELLIN 29246BAE8 Jan 2023 3,775,000 — $3.1M +14.9% 0.12% DBT
171 ALTICE FINANCING SA 02154CAH6 Jan 2023 3,670,000 — $3.1M +6.9% 0.12% DBT
172 ALLY FINANCIAL INC 02005NBM1 Jan 2023 3,727,000 — $3.1M +13.5% 0.11% DBT
173 Freddie Mac - STACR 35563TAV3 Jan 2023 3,000,000 -4,000,000 $3.1M -55.5% 0.11% ABS-MBS
174 Bank 06539WBC9 Jan 2023 65,487,751 -48,529 $3.1M -0.2% 0.11% ABS-MBS
175 VAR ENERGI ASA 92212WAD2 — 2,892,000 New $3.0M — 0.11% DBT
176 Sixth Street CLO LTD. 83012QAG9 Jan 2023 3,250,000 — $3.0M +9.2% 0.11% ABS-CBDO
177 EMBRAER NETHERLANDS FINA 29082HAB8 Jan 2023 3,079,000 -1,351,000 $3.0M -25.2% 0.11% DBT
178 PULTEGROUP INC 745867AP6 Jan 2023 2,868,000 — $3.0M +12.4% 0.11% DBT
179 CITIGROUP INC 172967MV0 Jan 2023 3,286,000 — $3.0M +11.3% 0.11% DBT
180 MPH ACQUISITION HOLDINGS 553283AC6 Jan 2023 4,123,000 — $3.0M -6.0% 0.11% DBT
181 MCGRAW-HILL EDUCATION 57767XAA8 Jan 2023 3,282,000 — $2.9M +0.1% 0.11% DBT
182 Magnetite CLO Ltd 55955GAD5 Jan 2023 3,000,000 — $2.9M +7.0% 0.11% ABS-CBDO
183 Connecticut Avenue Securities 30711XDN1 Jan 2023 2,739,186 -5 $2.9M +2.4% 0.11% ABS-MBS
184 DOMINICAN REPUBLIC 25714PEF1 Jan 2023 3,361,000 — $2.9M +10.8% 0.11% DBT
185 CITGO PETROLEUM CORP 17302XAK2 Jan 2023 2,880,000 — $2.9M +0.6% 0.11% DBT
186 Prudential Financial Inc 744320AM4 Jan 2023 2,868,000 — $2.9M +0.6% 0.11% DBT
187 DISCOVER FINANCIAL SVS 254709AS7 — 2,653,000 New $2.8M — 0.11% DBT
188 Hub International Limited 44332EAU0 Jan 2023 2,805,091 -7,156 $2.8M +1.5% 0.10% LON
189 ENEL FINANCE INTL NV 29278GBA5 Jan 2023 2,493,000 — $2.8M +11.9% 0.10% DBT
190 HARTFORD FINL SVCS GRP 416515BC7 Jan 2023 3,275,000 — $2.8M +3.8% 0.10% DBT
191 Bluemountain CLO Ltd 09629HAA2 Jan 2023 3,300,000 — $2.8M +7.2% 0.10% ABS-CBDO
192 Peru LNG Srl 000000000 Jan 2023 3,367,000 New $2.8M — 0.10% DBT
193 BRF SA 000000000 Jan 2023 3,268,000 New $2.8M — 0.10% DBT
194 Flagship Credit Auto Trust 33845FAJ5 Jan 2023 2,970,000 — $2.8M +1.0% 0.10% ABS-O
195 Freddie Mac 3133A14D1 Jan 2023 2,710,258 -14,065 $2.7M +5.2% 0.10% ABS-MBS
196 SPIRIT LOYALTY KY LTD/IP 84859BAB7 — 2,667,962 New $2.7M — 0.10% DBT
197 Goldentree Loan Opportunities IX Ltd 38123HAW4 Jan 2023 2,815,000 — $2.7M +6.7% 0.10% ABS-CBDO
198 ECO MATERIAL TECH INC 27900QAA4 Jan 2023 2,807,000 — $2.7M +2.9% 0.10% DBT
199 Fannie Mae - CAS 20753XAB0 Jan 2023 2,657,060 — $2.7M +6.6% 0.10% ABS-MBS
200 CITIGROUP INC 172967MU2 Jan 2023 2,865,000 — $2.7M +10.6% 0.10% DBT
201 Texas Transportation Commission State Highway Fund 88283LHU3 Jan 2023 2,560,000 — $2.7M +5.7% 0.10% DBT
202 BANCO SANTANDER SA 05964HAQ8 Jan 2023 2,800,000 — $2.7M +8.0% 0.10% DBT
203 Radnor Re LTD 75049SAB9 Jan 2023 2,673,303 — $2.7M +1.4% 0.10% ABS-MBS
204 Staples Inc 855030AN2 Jan 2023 2,956,000 — $2.6M +2.1% 0.10% DBT
205 Chicago Board of Trade 000000000 Jan 2023 1,181 New $2.6M — 0.10% DIR
206 NEPTUNE BIDCO US INC 640695AA0 — 2,658,000 New $2.6M — 0.10% DBT
207 CAPITAL ONE FINANCIAL CO 14040HCX1 — 2,537,000 New $2.6M — 0.10% DBT
208 Ballyrock Ltd 05875TAG2 Jan 2023 2,750,000 — $2.5M +8.8% 0.09% ABS-CBDO
209 Westlake Automobile Receivables Trust 96041LAG7 Jan 2023 2,551,000 — $2.5M +0.4% 0.09% ABS-O
210 DEUTSCHE BANK NY 251526CS6 — 2,408,000 New $2.5M — 0.09% DBT
211 KLEOPATRA FINCO SARL 000000000 Jan 2023 2,779,000 New $2.5M — 0.09% DBT
212 ROYAL CARIBBEAN CRUISES 780153AZ5 Jan 2023 2,358,000 — $2.5M -0.3% 0.09% DBT
213 Freddie Mac - STACR 3137G0GZ6 Jan 2023 2,459,491 -2,080 $2.5M +0.8% 0.09% ABS-MBS
214 NATWEST GROUP PLC 639057AG3 — 2,381,000 New $2.5M — 0.09% DBT
215 ADANI TRANS STEP-ONE LTD 000000000 Jan 2023 3,064,000 New $2.5M — 0.09% DBT
216 PHILIP MORRIS INTL INC 718172CW7 — 2,396,000 New $2.5M — 0.09% DBT
217 DEALER TIRE LLC/DT ISSR 24229JAA1 Jan 2023 2,682,000 — $2.5M +5.7% 0.09% DBT
218 Balboa Bay Loan Funding Ltd 05765XAJ0 Jan 2023 2,750,000 — $2.5M +7.4% 0.09% ABS-CBDO
219 CONTINENTAL RESOURCES 212015AT8 Jan 2023 2,501,000 — $2.5M +7.9% 0.09% DBT
220 DIRECTV FIN LLC/COINC 25461LAA0 Jan 2023 2,691,000 — $2.4M +0.6% 0.09% DBT
221 CITIGROUP INC 172967MG3 Jan 2023 2,540,000 — $2.4M +7.5% 0.09% DBT
222 ITT HOLDINGS LLC 45074JAA2 Jan 2023 2,772,000 — $2.4M +8.0% 0.09% DBT
223 LOXAM SAS 000000000 Jan 2023 2,338,000 New $2.4M — 0.09% DBT
224 Kallpa Generacion SA 000000000 Jan 2023 2,562,000 New $2.4M — 0.09% DBT
225 TRAVEL + LEISURE CO 98310WAS7 Jan 2023 2,404,000 — $2.4M +1.7% 0.09% DBT
226 Fannie Mae - CAS 30711XAP9 Jan 2023 2,266,117 -99,590 $2.4M -3.2% 0.09% ABS-MBS
227 Freddie Mac - STACR 3137G0HZ5 Jan 2023 2,216,926 -2,237 $2.3M +4.5% 0.09% ABS-MBS
228 REPUBLIC OF ECUADOR 000000000 Jan 2023 4,819,392 New $2.3M — 0.09% DBT
229 CHILE ELEC PEC SPA 000000000 Jan 2023 3,169,000 New $2.3M — 0.09% DBT
230 GARDA WORLD SECURITY COR 36257BAA7 Jan 2023 2,358,000 -1,000,000 $2.3M -23.1% 0.09% DBT
231 AMC NETWORKS INC 00164VAF0 Jan 2023 3,809,000 — $2.3M -20.9% 0.09% DBT
232 NATURA COSMETICOS SA 63883KAB1 Jan 2023 2,828,000 — $2.3M +6.4% 0.09% DBT
233 MILLENNIUM ESCROW CORP 60041CAA6 Jan 2023 3,319,000 — $2.3M -3.5% 0.09% DBT
234 Sixth Street CLO LTD. 83012FAG3 Jan 2023 2,400,000 — $2.3M +10.2% 0.09% ABS-CBDO
235 Palmer Square CLO Ltd 69688FAG5 Jan 2023 2,400,000 — $2.3M +10.6% 0.08% ABS-CBDO
236 CARS.COM INC 14575EAA3 Jan 2023 2,427,000 — $2.3M +7.1% 0.08% DBT
237 Chicago Board of Trade 000000000 Jan 2023 1,294 New $2.3M — 0.08% DIR
238 ENERGY TECHNOLOGY 000000000 Jan 2023 3,093 New $2.2M — 0.08% EP
239 INDIA CLEAN ENERGY HLDG 45409MAA1 Jan 2023 2,686,000 — $2.2M +19.8% 0.08% DBT
240 BCP V MODULAR SERVICES 000000000 Jan 2023 2,585,000 New $2.2M — 0.08% DBT
241 UBS-Barclays Commercial Mortgage Trust 90270YAG4 Jan 2023 2,414,357 — $2.2M -6.7% 0.08% ABS-MBS
242 BANK OF IRELAND GROUP 06279JAC3 Jan 2023 2,167,000 — $2.2M +4.9% 0.08% DBT
243 Restoration Hardware, Inc. 76133MAC5 Jan 2023 2,244,375 -5,625 $2.2M +2.9% 0.08% LON
244 RAIZEN FUELS FINANCE 75102XAA4 Jan 2023 2,218,000 — $2.2M +2.9% 0.08% DBT
245 Fannie Mae - CAS 30711XCB8 Jan 2023 2,059,971 -225,706 $2.2M -8.4% 0.08% ABS-MBS
246 CARNIVAL CORP 143658BN1 Jan 2023 2,598,000 — $2.2M +19.6% 0.08% DBT
247 ELDORADO GOLD CORP 284902AF0 Jan 2023 2,385,000 — $2.2M +11.5% 0.08% DBT
248 PETROLEOS MEXICANOS 71654QDF6 Jan 2023 3,090,000 — $2.1M +14.8% 0.08% DBT
249 JAGUAR LAND ROVER AUTOMO 47010BAM6 Jan 2023 2,707,000 — $2.1M +10.7% 0.08% DBT
250 EMBRAER NETHERLANDS FINA 29082HAC6 Jan 2023 2,058,000 — $2.1M +8.7% 0.08% DBT
251 STANDARD CHARTERED PLC 853254CQ1 — 2,054,000 New $2.1M — 0.08% DBT
252 ACU PETROLEO LUXEMBOURG 00110RAA5 Jan 2023 2,230,000 — $2.1M +19.9% 0.08% DBT
253 BNP PARIBAS 000000000 Jan 2023 2,545,000 New $2.1M — 0.08% DBT
254 EA7RQ24 NORDIC AVIATION 000000000 Jan 2023 103,735 New $2.1M — 0.08% EC
255 WESTINGHOUSE AIR BRAKE 960386AM2 Jan 2023 2,060,000 — $2.0M +6.3% 0.08% DBT
256 Credit Suisse Group AG 22546DAB2 Jan 2023 2,150,000 — $2.0M +3.9% 0.08% DBT
257 Bath & Body Works Inc 501797AL8 Jan 2023 2,210,000 — $2.0M +7.9% 0.08% DBT
258 WYNN MACAU LTD 98313RAG1 Jan 2023 2,168,000 — $2.0M +36.5% 0.08% DBT
259 INDONESIA ASAHAN ALUMINI 74445PAE2 Jan 2023 2,044,000 — $2.0M +3.7% 0.08% DBT
260 BRASKEM IDESA SAPI 000000000 Jan 2023 2,459,000 New $2.0M — 0.08% DBT
261 UBS Commercial Mortgage Trust 90278PBB5 Jan 2023 43,512,590 -139,808 $2.0M -1.9% 0.07% ABS-MBS
262 RADIOLOGY PARTNERS INC 75041VAA2 Jan 2023 3,294,000 — $2.0M +13.6% 0.07% DBT
263 Home Re Ltd 43731AAC7 Jan 2023 2,000,000 — $2.0M +1.3% 0.07% ABS-MBS
264 DIRECTV Financing, LLC 25460HAB8 Jan 2023 2,023,500 -51,300 $2.0M +0.7% 0.07% LON
265 SPRINT SPECTRUM / SPEC I 85208NAE0 Jan 2023 1,990,000 — $2.0M +2.4% 0.07% DBT
266 MEGLOBAL CANADA ULC 58518N2B7 Jan 2023 1,988,000 — $2.0M +3.1% 0.07% DBT
267 DOMINICAN REPUBLIC 000000000 Jan 2023 2,287,000 New $1.9M — 0.07% DBT
268 The Federal Republic of Nigeria 000000000 Jan 2023 2,963,000 New $1.9M — 0.07% DBT
269 CBAM CLO Management 12482JAC4 Jan 2023 1,996,000 — $1.9M +3.0% 0.07% ABS-CBDO
270 Dufry One BV 000000000 Jan 2023 1,810,000 New $1.9M — 0.07% DBT
271 BLUE RACER MID LLC/FINAN 095796AH1 Jan 2023 1,896,000 — $1.9M +2.6% 0.07% DBT
272 ENTEGRIS ESCROW CORP 29365BAB9 Jan 2023 2,001,000 — $1.9M +5.1% 0.07% DBT
273 KONTOOR BRANDS INC 50050NAA1 Jan 2023 2,225,000 — $1.9M +7.3% 0.07% DBT
274 Crown Point CLO Ltd 22845JAG6 Jan 2023 2,000,000 — $1.9M +7.5% 0.07% ABS-CBDO
275 Verscend Holding Corp. 92531HAD9 Jan 2023 1,915,630 -4,862 $1.9M +0.8% 0.07% LON
276 DBWF Mortgage Trust 23307GAN6 Jan 2023 1,993,895 — $1.9M +3.0% 0.07% ABS-MBS
277 AERCAP GLOBAL AVIATION T 00773HAA5 Jan 2023 1,944,000 — $1.9M +7.1% 0.07% DBT
278 ASSUREDPARTNERS INC 04624VAB5 Jan 2023 2,222,000 — $1.9M +3.8% 0.07% DBT
279 NATIONWIDE BLDG SOCIETY 63861VAB3 Jan 2023 2,000,000 — $1.9M +7.5% 0.07% DBT
280 NATURA &CO LUX HLD SARL 63884WAA6 Jan 2023 2,088,000 — $1.8M +5.3% 0.07% DBT
281 SUZANO AUSTRIA GMBH 86964WAJ1 Jan 2023 2,135,000 +831,000 $1.8M +75.5% 0.07% DBT
282 Kronos Acquisition Holdings Inc. 49387TAW6 Jan 2023 1,871,800 -4,775 $1.8M +2.6% 0.07% LON
283 Fannie Mae 3136AQVH0 Jan 2023 12,883,326 -332,716 $1.8M +18.3% 0.07% ABS-MBS
284 GLOBAL PART/GLP FINANCE 37954FAJ3 Jan 2023 1,924,000 — $1.8M +3.6% 0.07% DBT
285 GREENKO WIND PROJECTS MU 39531JAA2 Jan 2023 1,925,000 — $1.8M +11.1% 0.07% DBT
286 Balboa Bay Loan Funding Ltd 05766BAQ1 Jan 2023 1,935,000 — $1.8M +7.1% 0.07% ABS-CBDO
287 ATD New Holdings Inc 04683P100 Jan 2023 29,486 — $1.8M -14.4% 0.07% EC
288 Fannie Mae - CAS 30711XAD6 Jan 2023 1,752,596 -71,156 $1.8M -2.4% 0.07% ABS-MBS
289 APX GROUP INC 00213MAW4 Jan 2023 2,079,000 -1,513,000 $1.8M -36.5% 0.07% DBT
290 HIGHLAND HOLDINGS BOND 43103QAA6 Jan 2023 1,938,321 — $1.8M -1.0% 0.07% DBT
291 SINCLAIR TELEVISION GROU 829259AY6 Jan 2023 2,251,000 — $1.8M +6.6% 0.07% DBT
292 SEPLAT ENERGY PL 81733LAB3 Jan 2023 2,065,000 — $1.8M +12.3% 0.07% DBT
293 KAZMUNAYGAS NATIONAL CO 48667QAQ8 Jan 2023 1,940,000 — $1.8M +12.8% 0.07% DBT
294 BANCO BILBAO VIZCAYA ARG 05946KAG6 Jan 2023 1,800,000 — $1.8M +9.5% 0.07% DBT
295 PRESIDIO HOLDING INC 74101XAF7 Jan 2023 1,836,000 — $1.8M +7.9% 0.07% DBT
296 Halcyon Loan Advisors Funding Ltd 40538TAC7 Jan 2023 1,825,866 — $1.8M +3.1% 0.07% ABS-CBDO
297 LLPL Capital Pte Ltd 000000000 Jan 2023 1,928,232 New $1.8M — 0.07% DBT
298 PMT CREDIT RISK TRANSFER TRUST 730151AA5 Jan 2023 1,812,485 -79,300 $1.8M -1.7% 0.07% ABS-MBS
299 Halcyon Loan Advisors Funding Ltd 40538TAG8 Jan 2023 2,000,000 — $1.8M +5.9% 0.07% ABS-CBDO
300 LEVIATHAN BOND LTD 000000000 Jan 2023 1,762,772 New $1.7M — 0.06% DBT
301 AES GENER SA 00105DAG0 Jan 2023 1,816,000 — $1.7M +18.7% 0.06% DBT
302 GARDEN SPINCO CORP 365417AA2 Jan 2023 1,594,000 — $1.7M +3.9% 0.06% DBT
303 Aircastle Ltd 00928QAR2 Jan 2023 1,716,000 — $1.7M +1.3% 0.06% DBT
304 Loyalty Ventures Inc. 54912FAD2 Jan 2023 4,383,085 -88,846 $1.7M +22.5% 0.06% LON
305 GRAN TIERRA ENERGY INC 000000000 Jan 2023 1,998,000 New $1.7M — 0.06% DBT
306 ARDONAGH MIDCO 2 PLC 03985RAA1 Jan 2023 1,788,730 — $1.7M -4.6% 0.06% DBT
307 HILTON GRAND VAC BOR ESC 43284MAA6 Jan 2023 1,864,000 — $1.7M +3.9% 0.06% DBT
308 AVIATION CAPITAL GROUP 05369AAF8 Jan 2023 1,694,000 — $1.7M +1.8% 0.06% DBT
309 Barclays PLC 000000000 Jan 2023 1,350,000 New $1.7M — 0.06% DBT
310 ITHACA ENERGY NORTH 46567TAB0 Jan 2023 1,684,000 — $1.7M -0.2% 0.06% DBT
311 CITIGROUP INC 172967MK4 Jan 2023 1,811,000 — $1.7M +14.1% 0.06% DBT
312 IVORY COAST 000000000 Jan 2023 1,942,000 New $1.6M — 0.06% DBT
313 Ladder Capital Commercial Mortgage Securities LLC 50190DAL0 Jan 2023 32,927,039 -180,739 $1.6M -4.1% 0.06% ABS-MBS
314 BROOKFIELD RESID PROPERT 11283YAB6 Jan 2023 1,846,000 — $1.6M +2.1% 0.06% DBT
315 SCIL IV LLC / SCIL USA H 78397UAA8 Jan 2023 1,782,000 — $1.6M +15.6% 0.06% DBT
316 CASTLELAKE AVIATION FIN 14856HAA6 Jan 2023 1,799,000 — $1.6M +7.3% 0.06% DBT
317 JPMDB Commercial Mortgage Securities Trust 48129RBC8 Jan 2023 36,944,410 -46,561 $1.6M -1.8% 0.06% ABS-MBS
318 JAGUAR LAND ROVER AUTOMO 47010BAJ3 Jan 2023 1,661,000 — $1.6M +6.7% 0.06% DBT
319 Southeastern Grocers Inc 84169Q103 Jan 2023 71,086 — $1.6M +24.3% 0.06% EC
320 LENOVO GROUP LTD 000000000 Jan 2023 1,585,000 New $1.6M — 0.06% DBT
321 Presidio Holdings Inc. 74101YAD0 Jan 2023 1,606,556 -4,119 $1.6M +1.7% 0.06% LON
322 Freddie Mac - STACR 3137G0GM5 Jan 2023 1,568,819 -405 $1.6M +2.9% 0.06% ABS-MBS
323 DELTA AIR LINES/SKYMILES 830867AB3 Jan 2023 1,640,000 — $1.6M +4.6% 0.06% DBT
324 Peraton Corp. 71360HAB3 Jan 2023 1,601,257 -4,150 $1.6M +3.1% 0.06% LON
325 CARNIVAL CORP 143658BQ4 Jan 2023 1,841,000 — $1.6M +6.8% 0.06% DBT
326 VAR ENERGI ASA 92212WAE0 — 1,436,000 New $1.6M — 0.06% DBT
327 SPIRIT REALTY LP 84861TAF5 Jan 2023 1,800,000 — $1.6M +8.5% 0.06% DBT
328 NEWELL BRANDS INC 651229BD7 Jan 2023 1,534,000 — $1.6M +3.7% 0.06% DBT
329 GEN DIGITAL INC 668771AL2 Jan 2023 1,528,000 — $1.6M +2.8% 0.06% DBT
330 CARNIVAL CORP 143658BJ0 Jan 2023 1,508,000 — $1.6M +10.2% 0.06% DBT
331 NCL CORPORATION LTD 62886HBL4 — 1,524,000 New $1.5M — 0.06% DBT
332 GEN DIGITAL INC 668771AK4 Jan 2023 1,528,000 — $1.5M +2.8% 0.06% DBT
333 Societe Generale 83368JFA3 Jan 2023 1,529,000 — $1.5M +2.6% 0.06% DBT
334 Freddie Mac - STACR 3137G0DZ9 Jan 2023 1,515,267 -43,550 $1.5M -2.2% 0.06% ABS-MBS
335 NEWELL BRANDS INC 651229BC9 Jan 2023 1,534,000 — $1.5M +2.7% 0.06% DBT
336 Coral-US Co-Borrower LLC 000000000 Jan 2023 1,550,000 New $1.5M — 0.06% LON
337 American Tire Distributors, Inc. 03021BAL8 Jan 2023 1,671,767 -4,211 $1.5M -0.4% 0.06% LON
338 BIDVEST GROUP UK PLC 88332EAA1 Jan 2023 1,667,000 — $1.5M +8.6% 0.06% DBT
339 SUMMIT MID HLDS LLC / FI 86614WAE6 Jan 2023 1,560,000 — $1.5M +1.3% 0.06% DBT
340 LIMA METRO LINE 2 FIN LT 000000000 Jan 2023 1,557,058 New $1.5M — 0.06% DBT
341 BRASKEM IDESA SAPI 10554NAB4 Jan 2023 2,058,000 — $1.5M +11.0% 0.06% DBT
342 REPUBLIC OF KENYA 491798AJ3 Jan 2023 1,680,000 — $1.5M +13.6% 0.06% DBT
343 JPMBB Commercial Mortgage Securities Trust 46642EBD7 Jan 2023 1,598,762 — $1.5M +1.4% 0.06% ABS-MBS
344 WESTERN MIDSTREAM OPERAT 958254AF1 Jan 2023 1,558,000 — $1.5M +2.0% 0.06% DBT
345 AVIATION CAPITAL GROUP 05369AAD3 Jan 2023 1,592,000 — $1.5M +4.0% 0.06% DBT
346 Morgan Stanley Capital I Trust 61769GAL1 Jan 2023 1,651,000 — $1.5M -3.0% 0.06% ABS-MBS
347 Chicago Mercantile Exchange 000000000 Jan 2023 30,755,000 New $1.5M — 0.06% DIR
348 PETSMART INC/PETSMART FI 71677KAB4 Jan 2023 1,480,000 — $1.5M +5.0% 0.05% DBT
349 MV24 CAPITAL BV 55388RAA4 Jan 2023 1,534,848 -58,061 $1.5M +10.9% 0.05% DBT
350 TRIUMPH GROUP INC 896818AS0 Jan 2023 1,428,000 — $1.5M +0.8% 0.05% DBT
351 SASOL Financing USA LLC 80386WAA3 Jan 2023 1,467,000 — $1.4M +1.5% 0.05% DBT
352 TENGIZCHEVROIL FIN CO IN 000000000 Jan 2023 1,918,000 New $1.4M — 0.05% DBT
353 ALLIED UNIVERSAL 019576AB3 Jan 2023 1,513,000 — $1.4M +9.9% 0.05% DBT
354 Freddie Mac - STACR 3137G0FZ7 Jan 2023 1,393,373 -38,421 $1.4M +0.3% 0.05% ABS-MBS
355 GOLD FIELDS OROGEN HOLD 38060AAB0 Jan 2023 1,445,000 — $1.4M +1.7% 0.05% DBT
356 Wells Fargo Commercial Mortgage Trust 95000MBS9 Jan 2023 42,849,035 -202,714 $1.4M -5.4% 0.05% ABS-MBS
357 CABLEVISION LIGHTPATH 12687GAB5 Jan 2023 1,847,000 — $1.4M -3.5% 0.05% DBT
358 Dryden Senior Loan Fund 26253LAE2 Jan 2023 1,480,000 — $1.4M +3.7% 0.05% ABS-CBDO
359 1011778 BC / NEW RED FIN 68245XAH2 Jan 2023 1,546,000 — $1.4M +3.9% 0.05% DBT
360 STATE AGE ROADS 857329AA4 Jan 2023 7,856,000 — $1.4M +37.6% 0.05% DBT
361 Venture CDO Ltd 92331RAD9 Jan 2023 1,591,438 — $1.4M +2.6% 0.05% ABS-CBDO
362 Freddie Mac - STACR 3137G0AD1 Jan 2023 1,367,107 -36,171 $1.4M -1.9% 0.05% ABS-MBS
363 Nexa Resources SA 000000000 Jan 2023 1,441,000 New $1.4M — 0.05% DBT
364 ROYAL CARIBBEAN CRUISES 780153BG6 Jan 2023 1,617,000 — $1.4M +11.7% 0.05% DBT
365 CURO GROUP HOLDINGS CORP 23131LAC1 Jan 2023 3,057,000 — $1.4M -23.1% 0.05% DBT
366 ADAMS HOMES INC 00623PAA9 Jan 2023 1,585,000 -647,000 $1.4M -24.2% 0.05% DBT
367 Fannie Mae 3136ATB86 Jan 2023 18,861,030 -1,037,782 $1.4M +14.2% 0.05% ABS-MBS
368 PETROLEOS MEXICANOS 71654QDB5 Jan 2023 1,455,000 — $1.4M +7.1% 0.05% DBT
369 MACY'S RETAIL HLDGS LLC 55617LAR3 Jan 2023 1,510,000 — $1.4M +7.8% 0.05% DBT
370 BELLEMEADE RE LT 07876RAC0 Jan 2023 1,340,439 — $1.3M +1.7% 0.05% ABS-MBS
371 INTRUM AB 000000000 Jan 2023 1,490,000 New $1.3M — 0.05% DBT
372 NEW FORTRESS ENERGY INC 644393AA8 Jan 2023 1,399,000 — $1.3M -2.3% 0.05% DBT
373 IVORY COAST 221625AM8 Jan 2023 1,377,000 — $1.3M +6.9% 0.05% DBT
374 Wells Fargo Commercial Mortgage Trust 95002MAY5 Jan 2023 18,824,161 -55,681 $1.3M -2.1% 0.05% ABS-MBS
375 ARD FINANCE SA 00191AAD8 Jan 2023 1,692,120 -2,000,000 $1.3M -49.9% 0.05% DBT
376 SOLARIS MIDSTREAM HOLDIN 83419MAA0 Jan 2023 1,318,000 — $1.3M +4.6% 0.05% DBT
377 CHS/COMMUNITY HEALTH SYS 12543DBJ8 Jan 2023 2,079,000 — $1.3M +53.4% 0.05% DBT
378 NABORS INDUSTRIES LTD 629571AB6 Jan 2023 1,372,000 — $1.3M +3.3% 0.05% DBT
379 REGAL REXNORD CORP 758750AF0 — 1,275,000 New $1.3M — 0.05% DBT
380 Northwoods Capital Ltd 66858CAE7 Jan 2023 1,350,000 — $1.3M +3.2% 0.05% ABS-CBDO
381 Freddie Mac 3137F3PH1 Jan 2023 8,508,299 -250,037 $1.3M +8.8% 0.05% ABS-MBS
382 Dealer Tire Financial, LLC 24228HAN8 — 1,293,425 New $1.3M — 0.05% LON
383 PMT CREDIT RISK TRANSFER TRUST 69345WAA6 Jan 2023 1,323,780 -46,017 $1.3M -1.0% 0.05% ABS-MBS
384 CA MAGNUM HOLDINGS 12674CAA1 Jan 2023 1,397,000 — $1.3M +9.9% 0.05% DBT
385 CRESCENT ENERGY FINANCE 45344LAA1 Jan 2023 1,339,000 — $1.3M +3.5% 0.05% DBT
386 TRIUMPH GROUP INC 896818AQ4 Jan 2023 1,309,000 — $1.3M +4.2% 0.05% DBT
387 PNC FINANCIAL SERVICES 693475AK1 Jan 2023 1,247,000 — $1.3M +0.9% 0.05% DBT
388 AVIATION CAPITAL GROUP 05367AAH6 Jan 2023 1,315,000 — $1.3M +4.1% 0.05% DBT
389 US ACUTE CARE SOLUTIONS 90367UAA9 Jan 2023 1,383,000 — $1.3M +0.0% 0.05% DBT
390 INVEST ENERGY RES LTD 46143NAB6 Jan 2023 1,306,000 — $1.2M +13.3% 0.05% DBT
391 SIERRACOL ENRGY ANDINA 000000000 Jan 2023 1,496,000 New $1.2M — 0.05% DBT
392 AES PANAMA GENERATION HL 000000000 Jan 2023 1,380,000 New $1.2M — 0.05% DBT
393 KBC GROUP NV 48241FAB0 — 1,193,000 New $1.2M — 0.05% DBT
394 Fannie Mae - CAS 30711XEJ9 Jan 2023 1,187,671 +535 $1.2M +2.4% 0.04% ABS-MBS
395 Wells Fargo Commercial Mortgage Trust 95000HBJ0 Jan 2023 26,907,795 -169,181 $1.2M -5.8% 0.04% ABS-MBS
396 Pagaya AI Debt Selection Trust 69546NAA3 — 1,200,000 New $1.2M — 0.04% ABS-O
397 General Electric Co 369604BQ5 Jan 2023 1,203,000 — $1.2M +3.0% 0.04% DBT
398 SUZANO AUSTRIA GMBH 86964WAH5 Jan 2023 1,260,000 -840,000 $1.2M -35.6% 0.04% DBT
399 REPUBLIC OF NIGERIA 000000000 Jan 2023 1,729,000 New $1.2M — 0.04% DBT
400 KOSMOS ENERGY LTD 500688AD8 Jan 2023 1,388,000 — $1.2M +9.0% 0.04% DBT
401 VIKING OCEAN CRUISES SHI 92682RAA0 Jan 2023 1,376,000 — $1.2M +9.6% 0.04% DBT
402 Great Outdoors Group, LLC 07014QAN1 Jan 2023 1,186,355 -3,003 $1.2M +4.2% 0.04% LON
403 NXP BV/NXP FUNDING LLC 62947QBC1 Jan 2023 1,130,000 — $1.2M +7.4% 0.04% DBT
404 PM GENERAL PURCHASER LLC 69356MAA4 Jan 2023 1,509,000 — $1.2M -10.9% 0.04% DBT
405 MEDLINE BORROWER LP 62482BAB8 Jan 2023 1,374,000 — $1.2M +7.7% 0.04% DBT
406 RITE AID CORP 767754CK8 Jan 2023 1,748,000 — $1.2M -6.4% 0.04% DBT
407 NFP CORP 65342RAF7 Jan 2023 1,206,000 — $1.2M -0.5% 0.04% DBT
408 Fannie Mae - CAS 30711XBH6 Jan 2023 1,104,264 -80,460 $1.1M -5.6% 0.04% ABS-MBS
409 VMED O2 UK FINAN 92858RAB6 Jan 2023 1,329,000 — $1.1M +5.0% 0.04% DBT
410 CELANESE US HOLDINGS LLC 15089QAL8 Jan 2023 1,124,000 — $1.1M +3.6% 0.04% DBT
411 REDE D'OR FINANCE SARL 000000000 Jan 2023 1,215,000 New $1.1M — 0.04% DBT
412 BRASKEM IDESA SAPI 000000000 Jan 2023 1,521,000 New $1.1M — 0.04% DBT
413 SPRINT SPECTRUM / SPEC I 85208NAD2 Jan 2023 1,119,375 -124,375 $1.1M -9.4% 0.04% DBT
414 PROG HOLDINGS INC 74319RAA9 Jan 2023 1,304,000 -2,000,000 $1.1M -58.8% 0.04% DBT
415 GLOBO COMMUNICACOES PART 000000000 Jan 2023 1,300,000 New $1.1M — 0.04% DBT
416 PARK INTERMED HOLDINGS 70052LAC7 Jan 2023 1,270,000 — $1.1M +1.7% 0.04% DBT
417 VOLCAN CIA MINERA SAA-CM 000000000 Jan 2023 1,248,000 New $1.1M — 0.04% DBT
418 OFFICE PPTY INCOME TRST 67623CAF6 Jan 2023 1,577,000 -821,000 $1.1M -25.2% 0.04% DBT
419 REGAL REXNORD CORP 758750AE3 — 1,078,000 New $1.1M — 0.04% DBT
420 NFP CORP 65342RAD2 Jan 2023 1,258,000 -1,027,000 $1.1M -44.7% 0.04% DBT
421 Marlette Funding Trust 57109MAC5 Jan 2023 1,096,695 -678,394 $1.1M -38.0% 0.04% ABS-O
422 AIRCASTLE LTD 00928QAW1 Jan 2023 1,325,000 — $1.1M +10.2% 0.04% DBT
423 CREDIT SUISSE GROUP AG 225401AY4 Jan 2023 1,114,000 — $1.1M +4.1% 0.04% DBT
424 AIRCASTLE LTD 00928QAU5 Jan 2023 1,242,000 — $1.1M +15.8% 0.04% DBT
425 WESTERN MIDSTREAM OPERAT 958667AC1 Jan 2023 1,171,000 — $1.1M +4.2% 0.04% DBT
426 INTESA SANPAOLO SPA 46115HBU0 — 1,036,000 New $1.1M — 0.04% DBT
427 Advantage Sales & Marketing Inc. 00769EAZ3 Jan 2023 1,274,000 -3,250 $1.1M -4.2% 0.04% LON
428 INTELSAT EMERGENCE SA 000000000 Jan 2023 46,202 New $1.1M — 0.04% EC
429 Fannie Mae 3136B2VX7 Jan 2023 7,568,481 -223,681 $1.1M +16.1% 0.04% ABS-MBS
430 OCCIDENTAL PETROLEUM COR 674599EA9 Jan 2023 891,000 — $1.0M +2.9% 0.04% DBT
431 STORE Capital Corp 862121AB6 Jan 2023 1,143,000 — $1.0M -1.5% 0.04% DBT
432 Fannie Mae - CAS 30711XBM5 Jan 2023 978,115 -86,627 $1.0M -5.7% 0.04% ABS-MBS
433 IHS HOLDING LTD 44963HAA3 Jan 2023 1,243,000 — $1.0M +13.0% 0.04% DBT
434 JSW HYDRO ENERGY LTD 000000000 Jan 2023 1,216,875 New $1.0M — 0.04% DBT
435 OLEODUCTO CENTRAL SA 680617AC1 Jan 2023 1,169,000 — $1.0M +8.7% 0.04% DBT
436 ECOPETROL SA 279158AQ2 Jan 2023 1,495,000 — $1.0M +17.5% 0.04% DBT
437 IVORY COAST 000000000 Jan 2023 1,195,000 New $1.0M — 0.04% DBT
438 STUDIO CITY FINANCE LTD 86389QAE2 Jan 2023 1,088,000 — $1.0M +94.8% 0.04% DBT
439 GS Mortgage Securities Trust 36251PAF1 Jan 2023 29,885,583 -118,949 $1.0M -5.8% 0.04% ABS-MBS
440 LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) 75915TAD4 Jan 2023 1,018,127 — $988K +10.1% 0.04% LON
441 Banff Guarantor Inc. 000000000 Jan 2023 1,050,000 New $987K — 0.04% LON
442 REPUBLIC OF ECUADOR 000000000 Jan 2023 1,472,402 New $977K — 0.04% DBT
443 Fannie Mae 3136B2A44 Jan 2023 6,807,423 -260,344 $977K +16.0% 0.04% ABS-MBS
444 AES PANAMA GENERATION HL 00109AAB3 Jan 2023 1,094,000 — $974K +13.2% 0.04% DBT
445 Intesa Sanpaolo SpA 46115HAT4 Jan 2023 999,000 — $973K +2.0% 0.04% DBT
446 HUNT OIL CO OF PERU 000000000 Jan 2023 998,982 New $958K — 0.04% DBT
447 LLPL Capital Pte Ltd 50201PAA4 Jan 2023 1,049,436 — $955K +18.2% 0.04% DBT
448 BRF SA 10552TAG2 Jan 2023 1,133,000 — $955K +8.0% 0.04% DBT
449 Elmwood CLO VIII Ltd 29003EAG0 Jan 2023 1,000,000 — $954K +8.3% 0.04% ABS-CBDO
450 ACE Capital Trust II 00440FAA2 Jan 2023 750,000 — $945K +1.1% 0.04% DBT
451 VIKING CRUISES LTD 92676XAE7 Jan 2023 888,000 — $942K -1.3% 0.04% DBT
452 OZLM Ltd 67108WBL2 Jan 2023 1,000,000 — $941K +6.8% 0.04% ABS-CBDO
453 FREEPORT INDONESIA PT 69377FAA4 Jan 2023 964,000 — $935K +8.2% 0.03% DBT
454 SK HYNIX INC 78392BAE7 — 918,000 New $931K — 0.03% DBT
455 FOUNDATION BUILDING M 350392AA4 Jan 2023 1,143,000 — $919K +15.0% 0.03% DBT
456 UKRAINE GOVERNMENT 903724BY7 Jan 2023 4,689,000 — $914K +30.6% 0.03% DBT
457 Viking Cruises Ltd 92676XAD9 Jan 2023 1,057,000 — $901K +6.7% 0.03% DBT
458 RESORTS WORLD/RWLV CAP 76120HAA5 Jan 2023 1,100,000 — $901K +18.1% 0.03% DBT
459 MACY'S RETAIL HLDGS LLC 55617LAQ5 Jan 2023 985,000 — $900K +8.2% 0.03% DBT
460 NABORS INDUSTRIES LTD 629571AA8 Jan 2023 925,000 — $900K +0.8% 0.03% DBT
461 TK ELEVATOR HOLDCO GMBH 92537VAA8 Jan 2023 1,008,000 — $895K +7.4% 0.03% DBT
462 UBS Commercial Mortgage Trust 90276YAF0 Jan 2023 14,354,461 -1,152,341 $889K -12.3% 0.03% ABS-MBS
463 STUDIO CITY FINANCE LTD 86389QAF9 Jan 2023 998,000 — $886K +112.8% 0.03% DBT
464 NCR CORP 62886EBA5 Jan 2023 1,017,000 — $885K +3.8% 0.03% DBT
465 STILLWATER MINING CO 86074QAP7 Jan 2023 953,000 — $882K +13.0% 0.03% DBT
466 Fannie Mae - CAS 30711XBB9 Jan 2023 835,749 -45,317 $874K -2.4% 0.03% ABS-MBS
467 Rockford Tower CLO Ltd 77341LAG4 Jan 2023 950,000 — $870K +8.1% 0.03% ABS-CBDO
468 HSBC HOLDINGS PLC 404280CN7 Jan 2023 1,030,000 +272,000 $868K +73.4% 0.03% DBT
469 LCH Limited 000000000 Jan 2023 46,860,000 New $862K — 0.03% DIR
470 EC FINANCE PLC 000000000 Jan 2023 869,000 New $858K — 0.03% DBT
471 CSAIL Commercial Mortgage Trust 22945DAS2 Jan 2023 960,141 — $858K +2.8% 0.03% ABS-MBS
472 BRF GMBH 000000000 Jan 2023 941,000 New $857K — 0.03% DBT
473 OFFICE CHERIFIEN DES PHO 67091TAD7 Jan 2023 1,011,000 — $852K +13.7% 0.03% DBT
474 Citigroup Inc 172967GD7 Jan 2023 846,000 -1,137,000 $851K -56.8% 0.03% DBT
475 MGM CHINA HOLDINGS LTD 55300RAE1 Jan 2023 895,000 — $849K +10.0% 0.03% DBT
476 GLOBO COMMUNICACOES PART 37959DAB0 Jan 2023 996,000 — $846K +9.8% 0.03% DBT
477 Staples Inc 855030AP7 Jan 2023 1,108,000 — $839K +4.3% 0.03% DBT
478 ACRISURE LLC / FIN INC 00489LAD5 Jan 2023 831,000 — $835K +0.6% 0.03% DBT
479 Global Medical Response, Inc. 00169QAD1 Jan 2023 1,128,435 -2,941 $827K -5.0% 0.03% LON
480 Lincoln Financing SARL 000000000 Jan 2023 759,000 New $821K — 0.03% DBT
481 Ascend Learning, LLC 04349HAM6 Jan 2023 930,000 — $804K +2.2% 0.03% LON
482 VIRTUSA CORP 92837TAA0 Jan 2023 947,000 — $796K +16.8% 0.03% DBT
483 SK HYNIX INC 78392BAF4 — 787,000 New $795K — 0.03% DBT
484 LIGHT SERVICOS ENERGIA 53227QAB4 Jan 2023 1,381,000 -464,000 $786K -47.1% 0.03% DBT
485 INSTALLED BUILDING PRODU 45780RAA9 Jan 2023 846,000 — $780K +4.1% 0.03% DBT
486 CSN RESOURCES SA 000000000 Jan 2023 766,000 New $775K — 0.03% DBT
487 ENCINO ACQUISITION PARTN 29254BAA5 Jan 2023 826,000 — $775K -0.8% 0.03% DBT
488 NUSTAR LOGISTICS LP 67059TAH8 — 803,000 New $774K — 0.03% DBT
489 Chicago Board of Trade 000000000 Jan 2023 951 New $772K — 0.03% DIR
490 LINDBLAD EXPEDITIONS LLC 53523LAA8 Jan 2023 779,000 — $763K +9.3% 0.03% DBT
491 STILLWATER MINING CO 86074QAQ5 Jan 2023 891,000 — $762K +16.8% 0.03% DBT
492 ARCONIC CORP 03966VAB3 Jan 2023 765,000 — $761K +0.6% 0.03% DBT
493 GATES GLOBAL/GATES CORP 36740LAA0 Jan 2023 771,000 -276,000 $759K -24.5% 0.03% DBT
494 ALBION FINANCING 1SARL / 013304AA8 Jan 2023 842,000 — $758K +5.3% 0.03% DBT
495 BREAD FINANCIAL HLDGS 018581AL2 Jan 2023 824,000 — $756K +6.3% 0.03% DBT
496 KAZMUNAYGAS NATIONAL CO 48667QAR6 Jan 2023 768,000 — $752K +5.2% 0.03% DBT
497 CITGO HOLDING INC 17302WAB4 Jan 2023 737,000 — $742K +0.6% 0.03% DBT
498 Marlette Funding Trust 57109HAC6 Jan 2023 733,654 -427,208 $729K -36.7% 0.03% ABS-O
499 STAR ENERGY GEOTHERMAL 000000000 Jan 2023 749,990 New $727K — 0.03% DBT
500 Berry Corp 08579X101 Jan 2023 78,098 — $719K +3.7% 0.03% EC
501 CAESARS ENTERTAIN INC 12769GAB6 — 705,000 New $718K — 0.03% DBT
502 Freddie Mac 3137FCAM6 Jan 2023 6,119,140 -180,317 $715K +16.4% 0.03% ABS-MBS
503 GS Mortgage Securities Trust 36260JAF4 Jan 2023 15,572,078 -24,231 $713K -2.8% 0.03% ABS-MBS
504 JP Morgan Chase Commercial Mortgage Sec Trust 46590MAT7 Jan 2023 15,143,812 -26,572 $708K -6.2% 0.03% ABS-MBS
505 UKRAINE GOVERNMENT 000000000 Jan 2023 3,586,000 New $708K — 0.03% DBT
506 TPRO ACQUISITION CORP 89238QAB5 Jan 2023 716,000 — $700K -0.3% 0.03% DBT
507 CHART INDUSTRIES INC 000000000 Jan 2023 674,000 New $689K — 0.03% DBT
508 Freddie Mac 3137F4W73 Jan 2023 5,648,858 -126,605 $684K +14.2% 0.03% ABS-MBS
509 DIVERSIFIED HEALTHCARE T 25525PAA5 Jan 2023 695,000 — $682K +3.9% 0.03% DBT
510 MEDCO PLATINUM ROAD PTE 000000000 Jan 2023 691,000 New $681K — 0.03% DBT
511 SEALED AIR CORP 000000000 Jan 2023 667,000 New $673K — 0.03% DBT
512 ARKO CORP 041242AA6 Jan 2023 845,000 — $669K -0.0% 0.02% DBT
513 Aircastle Ltd 00928QAQ4 Jan 2023 678,000 — $664K +2.7% 0.02% DBT
514 REPUBLIC OF COLOMBIA 195325DS1 Jan 2023 864,000 — $653K +10.2% 0.02% DBT
515 Barclays Commercial Mortgage Securities LLC 05550MAV6 Jan 2023 10,544,258 -248,937 $644K -5.1% 0.02% ABS-MBS
516 Bath & Body Works Inc 501797AM6 Jan 2023 704,000 — $636K +9.5% 0.02% DBT
517 Chicago Mercantile Exchange 000000000 Jan 2023 11,920,000 New $631K — 0.02% DIR
518 CT TRUST 12659BAA2 Jan 2023 723,000 — $631K +9.6% 0.02% DBT
519 BANIJAY ENTERTAINMENT 000000000 Jan 2023 600,000 New $630K — 0.02% DBT
520 CREDIT SUISSE GROUP AG 000000000 Jan 2023 674,000 New $627K — 0.02% DBT
521 L Street Securities 46645DAB1 Jan 2023 633,411 -17,157 $621K -2.5% 0.02% ABS-MBS
522 AMERIGAS PART/FIN CORP 030981AL8 — 654,000 New $616K — 0.02% DBT
523 JP Morgan Chase Commercial Mortgage Sec Trust 46639EAR2 Jan 2023 830,721 — $610K +0.0% 0.02% ABS-MBS
524 LEGACY LIFEPOINT HEALTH 53219LAS8 Jan 2023 695,000 — $608K +10.7% 0.02% DBT
525 HARLEY-DAVIDSON FINL SER 41283LBA2 Jan 2023 655,000 — $599K +7.2% 0.02% DBT
526 IHO Verwaltungs GmbH 000000000 Jan 2023 623,000 New $596K — 0.02% DBT
527 Morgan Stanley BAML Trust 61762DAG6 Jan 2023 680,000 — $592K -2.9% 0.02% ABS-MBS
528 CCO HLDGS LLC/CAP CORP 1248EPCE1 Jan 2023 688,000 — $588K +5.2% 0.02% DBT
529 SK HYNIX INC 78392BAD9 — 582,000 New $587K — 0.02% DBT
530 NATIONAL CINEMEDIA LLC 63530QAJ8 Jan 2023 2,267,000 — $584K -35.9% 0.02% DBT
531 Chicago Mercantile Exchange 000000000 Jan 2023 10,000,000 New $578K — 0.02% DIR
532 GULFPORT ENERGY OP CORP 402635AR7 Jan 2023 579,734 — $575K -0.5% 0.02% DBT
533 IHO Verwaltungs GmbH 000000000 Jan 2023 559,927 New $573K — 0.02% DBT
534 Freddie Mac 3137AAW33 Jan 2023 5,025,782 -264,695 $571K +12.3% 0.02% ABS-MBS
535 Intercontinental Exchange, Inc. 000000000 Jan 2023 13,220,000 New $566K — 0.02% DCR
536 Denbury Inc 24790A101 Jan 2023 6,516 — $565K -5.1% 0.02% EC
537 MGM China Holdings Ltd 55300RAB7 Jan 2023 598,000 — $565K +24.4% 0.02% DBT
538 UBS-Barclays Commercial Mortgage Trust 90270YAL3 Jan 2023 781,890 — $563K -20.7% 0.02% ABS-MBS
539 Credit Suisse Group AG 225436AA2 Jan 2023 640,000 — $563K +4.5% 0.02% DBT
540 CNTL AMR BOTTLING CORP 000000000 Jan 2023 587,000 New $560K — 0.02% DBT
541 MGM China Holdings Ltd 55300RAA9 Jan 2023 569,000 — $552K +18.7% 0.02% DBT
542 IRB Holding Corp. (aka Arby's / Buffalo Wild Wings) 44988LAF4 Jan 2023 548,229 -1,439 $547K +1.1% 0.02% LON
543 ULKER BISKUVI SANAYI AS 903742AA2 Jan 2023 609,000 — $538K +27.4% 0.02% DBT
544 EMBECTA CORP 29082KAA3 — 644,000 New $530K — 0.02% DBT
545 GENESIS ENERGY LP/FIN 37185LAM4 Jan 2023 537,000 -459,000 $530K -45.2% 0.02% DBT
546 Dryden Senior Loan Fund 26244QAE3 Jan 2023 605,287 — $530K +7.4% 0.02% ABS-CBDO
547 Republic of Senegal 81720TAC9 Jan 2023 608,000 — $526K +16.0% 0.02% DBT
548 INTRUM AB 000000000 Jan 2023 543,000 New $518K — 0.02% DBT
549 Parkway Generation, LLC 000000000 Jan 2023 525,290 New $516K — 0.02% LON
550 TALLGRASS NRG PRTNR/FIN 87470LAJ0 — 565,000 New $515K — 0.02% DBT
551 Freddie Mac 3137F4V25 Jan 2023 4,149,622 -112,298 $515K +14.5% 0.02% ABS-MBS
552 JSW INFRASTRUCTURE 46654XAA7 Jan 2023 583,000 — $513K +18.0% 0.02% DBT
553 Eagle Re 2018-1 Ltd. 269826AA1 Jan 2023 513,163 — $513K +0.7% 0.02% ABS-MBS
554 Citigroup Commercial Mortgage Trust 17321JAH7 Jan 2023 516,418 — $502K -0.0% 0.02% ABS-MBS
555 GULFPORT ENERGY OP CORP 402635601 Jan 2023 108 — $497K -23.3% 0.02% EP
556 SIERRACOL ENRGY ANDINA 82653LAA9 Jan 2023 602,000 — $497K +25.8% 0.02% DBT
557 Societe Generale 000000000 Jan 2023 486,000 New $492K — 0.02% DBT
558 Countrywide Alternative Loan Trust 02146TAQ0 Jan 2023 858,775 -10,047 $490K +0.8% 0.02% ABS-MBS
559 CIDRON AIDA FINCO SARL 000000000 Jan 2023 496,000 New $486K — 0.02% DBT
560 CODELCO INC 21987BBF4 — 480,000 New $482K — 0.02% DBT
561 CFCRE Commercial Mortgage Trust 12531YAQ1 Jan 2023 12,363,410 -60,669 $477K -7.3% 0.02% ABS-MBS
562 INTRUM AB 000000000 Jan 2023 497,000 New $474K — 0.02% DBT
563 AMERIGAS PART/FIN CORP 030981AJ3 Jan 2023 488,000 — $471K +2.8% 0.02% DBT
564 SRS DISTRIBUTION INC 78471RAC0 Jan 2023 548,000 — $471K +4.7% 0.02% DBT
565 REPUBLIC OF ECUADOR 000000000 Jan 2023 1,113,751 New $467K — 0.02% DBT
566 GENESIS ENERGY LP/FIN 37185LAK8 Jan 2023 487,000 -662,000 $467K -56.6% 0.02% DBT
567 WESTERN MIDSTREAM OPERAT 958254AK0 Jan 2023 490,000 — $466K +2.9% 0.02% DBT
568 Wells Fargo Mortgage Backed Securities Trust 94986KAA4 Jan 2023 530,962 -11,349 $462K -5.1% 0.02% ABS-MBS
569 HSBC Holdings PLC 404280AT6 Jan 2023 468,000 -239,000 $461K -26.6% 0.02% DBT
570 CSC HOLDINGS LLC 126307BA4 Jan 2023 728,000 +498,000 $459K +159.2% 0.02% DBT
571 EQM MIDSTREAM PARTNERS L 26885BAL4 Jan 2023 538,000 +219,000 $456K +71.0% 0.02% DBT
572 Fannie Mae - CAS 30711XBU7 Jan 2023 429,521 -46,197 $455K -7.1% 0.02% ABS-MBS
573 ECOPETROL SA 279158AS8 — 440,000 New $450K — 0.02% DBT
574 PRIME SECSRVC BRW/FINANC 74166MAE6 Jan 2023 473,000 — $449K +2.4% 0.02% DBT
575 CSN ISLANDS XI CORP 000000000 Jan 2023 445,000 New $445K — 0.02% DBT
576 KONDOR FINANCE PLC (NAK) 50050MAB1 Jan 2023 2,168,000 — $444K +44.9% 0.02% DBT
577 CCO HLDGS LLC/CAP CORP 1248EPCQ4 Jan 2023 519,000 — $441K +6.0% 0.02% DBT
578 Wells Fargo Commercial Mortgage Trust 95000JAY4 Jan 2023 17,041,599 -120,315 $439K -3.7% 0.02% ABS-MBS
579 BANIJAY ENTERTAINMENT 060335AA4 Jan 2023 455,000 — $439K +4.0% 0.02% DBT
580 Amentum Government Services Holdings LLC 57776DAB9 Jan 2023 438,750 -1,125 $434K +2.0% 0.02% LON
581 COMETA ENERGIA SA 000000000 Jan 2023 439,641 New $432K — 0.02% DBT
582 LENOVO GROUP LTD 000000000 Jan 2023 509,000 New $431K — 0.02% DBT
583 WESTERN DIGITAL CORP 958102AR6 Jan 2023 553,000 -195,000 $425K -18.1% 0.02% DBT
584 CD Commercial Mortgage Trust 12515GAJ6 Jan 2023 13,802,141 -41,000 $409K -5.0% 0.02% ABS-MBS
585 Fannie Mae 3136B2XN7 Jan 2023 3,129,155 -70,633 $406K +15.6% 0.02% ABS-MBS
586 DISH DBS CORP 25470XBD6 Jan 2023 635,000 — $404K -5.9% 0.02% DBT
587 Fannie Mae 3136B1A61 Jan 2023 3,335,775 -130,626 $402K +17.1% 0.01% ABS-MBS
588 BARCLAYS PLC 000000000 Jan 2023 333,000 New $399K — 0.01% DBT
589 WF-RBS Commercial Mortgage Trust 92936CAY5 Jan 2023 489,238 — $398K +1.6% 0.01% ABS-MBS
590 FINThrive Software Intermediate Holdings, Inc. 000000000 Jan 2023 580,000 New $397K — 0.01% LON
591 CABLE ONDA SA 000000000 Jan 2023 433,000 New $381K — 0.01% DBT
592 ROYAL CARIBBEAN CRUISES 780153BK7 Jan 2023 433,000 — $376K +10.7% 0.01% DBT
593 Orbit Private Holdings I Ltd 04225VAD4 Jan 2023 376,200 -950 $376K +2.4% 0.01% LON
594 CHARLES RIVER LABORATORI 159864AJ6 Jan 2023 423,000 -302,000 $374K -38.7% 0.01% DBT
595 CLARIOS GLOBAL LP/US FIN 000000000 Jan 2023 360,000 New $374K — 0.01% DBT
596 HARBOUR ENERGY PLC 411618AB7 Jan 2023 403,000 — $371K +2.1% 0.01% DBT
597 NCR CORP 62886EAV0 Jan 2023 366,000 — $362K +3.4% 0.01% DBT
598 HUARONG FINANCE 2017 CO 000000000 Jan 2023 400,000 New $361K — 0.01% DBT
599 PMT Credit Risk Transfer Trust 69349MAA4 — 366,712 New $357K — 0.01% ABS-MBS
600 ANGI GROUP LLC 001846AA2 Jan 2023 458,000 — $351K +5.2% 0.01% DBT
601 Fannie Mae 3136B6WF6 Jan 2023 2,762,631 -67,730 $345K +17.8% 0.01% ABS-MBS
602 Clarios Global LP 000000000 Jan 2023 346,535 New $345K — 0.01% LON
603 Freddie Mac 3137FPSH9 Jan 2023 2,327,370 -52,413 $343K +13.8% 0.01% ABS-MBS
604 Civitas Resources Inc 17888H103 Jan 2023 5,127 — $341K -4.8% 0.01% EC
605 UBS Commercial Mortgage Trust 90276EAF4 Jan 2023 6,872,505 -38,522 $341K -4.4% 0.01% ABS-MBS
606 Fannie Mae 3136B4ZB7 Jan 2023 3,058,875 -113,424 $340K +19.5% 0.01% ABS-MBS
607 Banc of America Commercial Mortgage Trust 06054MAK9 Jan 2023 372,000 — $340K +1.6% 0.01% ABS-MBS
608 SUZANO AUSTRIA GMBH 86964WAK8 Jan 2023 427,000 — $339K +7.8% 0.01% DBT
609 IHS HOLDING LTD 44963HAB1 Jan 2023 410,000 — $336K +14.5% 0.01% DBT
610 L Street Securities 46643HAB4 Jan 2023 346,031 -9,321 $335K -1.9% 0.01% ABS-MBS
611 STUDIO CITY CO LTD 86400GAC3 Jan 2023 336,000 — $324K +19.9% 0.01% DBT
612 CSC HOLDINGS LLC 126307BD8 — 547,000 New $323K — 0.01% DBT
613 LIMA METRO LINE 2 FIN LT 532522AB5 Jan 2023 353,682 -4,916 $317K +7.9% 0.01% DBT
614 Triumph Group Inc 896818AP6 Jan 2023 362,000 — $308K +12.2% 0.01% DBT
615 ISLAMIC REP OF PAKISTAN 000000000 Jan 2023 750,000 New $308K — 0.01% DBT
616 Fannie Mae 3136B2ER9 Jan 2023 2,415,697 -73,269 $299K +17.3% 0.01% ABS-MBS
617 APX GROUP INC 00213MAV6 Jan 2023 303,000 -3,203,000 $297K -91.3% 0.01% DBT
618 STANDARD CHARTERED PLC 853254CM0 Jan 2023 290,000 — $296K +11.7% 0.01% DBT
619 Consumer Loan Underlying Bond (CLUB) Certificate 21055KAA3 Jan 2023 299,681 -69,048 $292K -17.0% 0.01% ABS-O
620 DIG INTL FIN/DIG INTL HL 25381XAA1 Jan 2023 339,033 — $291K +1.5% 0.01% DBT
621 CIFC Funding Ltd 12562RAG0 Jan 2023 300,000 — $288K +8.6% 0.01% ABS-CBDO
622 MEDCO PLATINUM ROAD PTE 58406HAA8 Jan 2023 288,000 -1,244,000 $284K -80.6% 0.01% DBT
623 GLP CAPITAL LP / FIN II 361841AH2 Jan 2023 283,000 — $283K +4.7% 0.01% DBT
624 BROOKFIELD PPTY REIT INC 11284DAC9 Jan 2023 320,000 — $282K +3.2% 0.01% DBT
625 Ecopetrol SA 279158AC3 Jan 2023 281,000 — $280K +1.6% 0.01% DBT
626 VOLCAN CIA MINERA SAA-CM 92863UAB2 Jan 2023 317,000 — $279K +5.8% 0.01% DBT
627 LB-UBS Commercial Mortgage Trust 50179MAH4 Jan 2023 632,133 — $277K -0.1% 0.01% ABS-MBS
628 Freddie Mac 3137BDA55 Jan 2023 2,673,128 -63,700 $276K +17.0% 0.01% ABS-MBS
629 TERRAFORM GLOBAL OPERATI 88104UAC7 Jan 2023 289,000 — $275K +3.4% 0.01% DBT
630 GS Mortgage Securities Trust 36191YAJ7 Jan 2023 375,000 — $272K -8.8% 0.01% ABS-MBS
631 EMPRESA ELECTRICA COCHRA 29246XAB6 Jan 2023 280,703 -28,722 $267K +0.4% 0.01% DBT
632 Chicago Mercantile Exchange 000000000 Jan 2023 6,010,000 New $265K — 0.01% DIR
633 DIAMOND OFFSHORE DRILLING INC 25271C300 Jan 2023 22,730 — $260K +16.3% 0.01% EC
634 UBS Commercial Mortgage Trust 90269GAN1 Jan 2023 279,842 — $254K -0.1% 0.01% ABS-MBS
635 CLEAN HARBORS INC 184496AQ0 — 249,000 New $254K — 0.01% DBT
636 BCP MODULAR SERVICES 000000000 Jan 2023 264,000 New $251K — 0.01% DBT
637 DISH DBS CORP 25470XBE4 Jan 2023 289,000 — $249K -0.8% 0.01% DBT
638 DISH DBS Corp 25470XAY1 Jan 2023 302,000 — $245K -4.0% 0.01% DBT
639 ION TRADING TECHNOLOGIES 46205YAA9 Jan 2023 284,000 — $243K +6.4% 0.01% DBT
640 UNIFRAX ESCROW ISS CORP 90473LAA0 Jan 2023 277,000 — $237K +6.2% 0.01% DBT
641 Eurex Deutschland 000000000 Jan 2023 -13 New $236K — 0.01% DIR
642 Countrywide Home Loans 12543RBF5 Jan 2023 445,116 -12,248 $235K -0.3% 0.01% ABS-MBS
643 C&W Senior Financing DAC 12674TAA4 Jan 2023 247,000 — $235K +9.8% 0.01% DBT
644 Golden Energy Offshore Services AS 000000000 Jan 2023 1,497,659 New $233K — 0.01% EC
645 REDE D'OR FINANCE SARL 000000000 Jan 2023 265,000 New $232K — 0.01% DBT
646 REPUBLIC OF PERU 715638DE9 Jan 2023 247,000 — $230K +3.3% 0.01% DBT
647 Eurex Deutschland 000000000 Jan 2023 -49 New $229K — 0.01% DIR
648 TALLGRASS NRG PRTNR/FIN 87470LAK7 — 248,000 New $224K — 0.01% DBT
649 Chicago Board of Trade 000000000 Jan 2023 178 New $223K — 0.01% DIR
650 Chariot Buyer LLC 15963CAC0 Jan 2023 227,700 -575 $220K +6.1% 0.01% LON
651 UNICREDIT SPA 904678AW9 Jan 2023 250,000 — $220K +8.0% 0.01% DBT
652 iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) 45174UAF5 Jan 2023 221,774 — $218K +4.3% 0.01% LON
653 Fannie Mae 3136ACFU0 Jan 2023 1,870,788 -60,342 $215K +16.8% 0.01% ABS-MBS
654 L Street Securities 949771AC3 Jan 2023 230,009 -6,406 $214K -1.9% 0.01% ABS-MBS
655 UBS Group AG 000000000 Jan 2023 211,000 New $213K — 0.01% DBT
656 EQM MIDSTREAM PARTNERS L 26885BAK6 Jan 2023 238,000 +93,000 $209K +69.3% 0.01% DBT
657 Fannie Mae 3136AXHL2 Jan 2023 1,752,775 -65,817 $208K +17.8% 0.01% ABS-MBS
658 BAIDU INC 056752AR9 Jan 2023 225,000 — $204K +13.1% 0.01% DBT
659 POWERLONG REAL ESTATE 000000000 Jan 2023 689,000 New $204K — 0.01% DBT
660 UNIFRAX ESCROW ISS CORP 90473LAC6 Jan 2023 280,000 — $203K +7.9% 0.01% DBT
661 POWERLONG REAL ESTATE 000000000 Jan 2023 684,000 New $202K — 0.01% DBT
662 Bath & Body Works Inc 501797AU8 Jan 2023 185,000 — $198K +2.8% 0.01% DBT
663 DANSKE BANK A/S 23636AAV3 Jan 2023 200,000 — $191K +3.3% 0.01% DBT
664 COLBUN SA 192714AD5 Jan 2023 209,000 — $182K +8.4% 0.01% DBT
665 REPUBLIC OF NIGERIA 65412JAR4 Jan 2023 233,000 — $181K +17.9% 0.01% DBT
666 SHIMAO GROUP HOLDINGS LT 000000000 Jan 2023 806,000 New $177K — 0.01% DBT
667 Paysafe Ltd 000000000 Jan 2023 8,409 New $177K — 0.01% EC
668 Univision Communications Inc. 914908AX6 Jan 2023 175,255 — $175K +0.5% 0.01% LON
669 SHIMAO GROUP HOLDINGS LT 000000000 Jan 2023 800,000 New $174K — 0.01% DBT
670 ENERGY TECHNOLOGY 000000000 Jan 2023 497 New $174K — 0.01% EC
671 Rockwood Service Corporation 77447JAH0 Jan 2023 173,484 -455 $173K +2.3% 0.01% LON
672 MELCO RESORTS FINANCE 58547DAD1 Jan 2023 200,000 — $172K +57.3% 0.01% DBT
673 TIMES CHINA HLDG LTD 000000000 Jan 2023 887,000 New $171K — 0.01% DBT
674 The Federal Republic of Nigeria 65412JAA1 Jan 2023 226,000 -200,000 $171K -37.4% 0.01% DBT
675 Morgan Stanley BAML Trust 61690FAN3 Jan 2023 11,289,154 -68,051 $168K -11.4% 0.01% ABS-MBS
676 SUNAC CHINA HOLDINGS LTD 000000000 Jan 2023 588,000 New $166K — 0.01% DBT
677 LIMA METRO LINE 2 FIN LT 000000000 Jan 2023 183,695 New $164K — 0.01% DBT
678 BANCO SANTANDER SA 05971KAL3 — 200,000 New $161K — 0.01% DBT
679 The Federal Republic of Nigeria 000000000 Jan 2023 211,000 New $160K — 0.01% DBT
680 Eurex Deutschland 000000000 Jan 2023 -149 New $157K — 0.01% DIR
681 Fannie Mae 3136AMAH2 Jan 2023 1,397,617 -50,280 $157K +17.5% 0.01% ABS-MBS
682 PRESIDIO HOLDING INC 74101XAE0 Jan 2023 165,000 — $154K +1.0% 0.01% DBT
683 WESTERN MIDSTREAM OPERAT 958254AE4 Jan 2023 159,000 — $152K +0.9% 0.01% DBT
684 WESTERN DIGITAL CORP 958102AQ8 — 185,000 New $151K — 0.01% DBT
685 Wells Fargo Commercial Mortgage Trust 94989EAH0 Jan 2023 7,615,781 -54,022 $150K -9.9% 0.01% ABS-MBS
686 KWG GROUP HOLDINGS 000000000 Jan 2023 400,000 New $148K — 0.01% DBT
687 KWG GROUP HOLDINGS 000000000 Jan 2023 396,000 New $145K — 0.01% DBT
688 DEUTSCHE BANK NY 251526CG2 — 150,000 New $142K — 0.01% DBT
689 Freddie Mac 3137BNRK2 Jan 2023 1,236,397 -40,622 $140K +18.5% 0.01% ABS-MBS
690 Aircastle Ltd 00928QAP6 Jan 2023 140,000 — $140K +0.5% 0.01% DBT
691 Credit Suisse Mortgage Trust 22942KAW0 Jan 2023 322,105 -261 $137K -1.5% 0.01% ABS-MBS
692 Countrywide Home Loans 17025RAA3 Jan 2023 156,861 -1,124 $136K -0.1% 0.01% ABS-MBS
693 COMM Mortgage Trust 12591RBB5 Jan 2023 30,238,666 -243,772 $136K -26.2% 0.01% ABS-MBS
694 KWG GROUP HOLDINGS 000000000 Jan 2023 339,000 New $131K — 0.00% DBT
695 Freddie Mac 31396HSF7 Jan 2023 873,734 -34,238 $128K +7.4% 0.00% ABS-MBS
696 WF-RBS Commercial Mortgage Trust 96221TAL1 Jan 2023 133,916 — $126K -0.1% 0.00% ABS-MBS
697 Transocean Phoenix 2 Ltd 893828AA1 Jan 2023 120,000 — $122K +2.0% 0.00% DBT
698 HILTON GRAND VAC BOR ESC 43284MAB4 Jan 2023 140,000 — $121K +6.0% 0.00% DBT
699 GENESIS ENERGY LP/FIN 37185LAJ1 Jan 2023 123,000 — $121K +2.3% 0.00% DBT
700 RENEW POWER PVT LTD 000000000 Jan 2023 126,600 New $121K — 0.00% DBT
701 COMM Mortgage Trust 12635QBH2 Jan 2023 6,143,682 -34,975 $120K -8.4% 0.00% ABS-MBS
702 iHeartMedia Inc 45174J509 Jan 2023 14,385 — $111K -6.4% 0.00% EC
703 REPUBLIC OF EL SALVADOR 000000000 Jan 2023 210,000 New $109K — 0.00% DBT
704 REPUBLIC OF EL SALVADOR 283875BZ4 Jan 2023 235,000 — $108K +37.4% 0.00% DBT
705 INEOS QUATTRO FINANCE 1 000000000 Jan 2023 107,000 New $103K — 0.00% DBT
706 TRIVIUM PACKAGING FIN 000000000 Jan 2023 100,000 New $101K — 0.00% DBT
707 OEC FINANCE LTD 67614CAD2 Jan 2023 3,890,936 — $99K +30.8% 0.00% DBT
708 BELLEMEADE RE LT 07877TAB7 Jan 2023 97,762 -151,242 $98K -60.7% 0.00% ABS-MBS
709 MALLINCKRODT FIN/SB 561233AK3 Jan 2023 162,000 — $93K +2.4% 0.00% DBT
710 Consumer Loan Underlying Bond (CLUB) Certificate 21052PAA5 Jan 2023 98,288 -38,272 $93K -28.4% 0.00% ABS-O
711 SUNAC CHINA HOLDINGS LTD 000000000 Jan 2023 305,000 New $87K — 0.00% DBT
712 Vantage Drilling International 000000000 Jan 2023 5,988 New $84K — 0.00% EC
713 Ally Financial Inc 36186CBY8 Jan 2023 75,000 — $82K +6.9% 0.00% DBT
714 Bombardier Inc 097751BT7 Jan 2023 82,000 -1,864,000 $82K -95.6% 0.00% DBT
715 First Horizon Alternative Mortgage Securities 32053LAK8 Jan 2023 320,786 -999 $82K -2.7% 0.00% ABS-MBS
716 TIMES CHINA HLDG LTD 000000000 Jan 2023 434,000 New $81K — 0.00% DBT
717 Lebanese Republic 000000000 Jan 2023 1,284,000 New $80K — 0.00% DBT
718 SoFi Consumer Loan Program Trust 78471DAB3 Jan 2023 79,812 -61,021 $80K -41.5% 0.00% ABS-O
719 ERP IRON ORE LLC 26886EAB9 Jan 2023 118,242 — $79K +0.0% 0.00% ABS-O
720 CHINA AOYUAN GROUP LTD 000000000 Jan 2023 757,000 New $78K — 0.00% DBT
721 REPUBLIC OF EL SALVADOR 000000000 Jan 2023 158,000 New $74K — 0.00% DBT
722 Lennar Corp 526057CD4 Jan 2023 75,000 — $74K +6.6% 0.00% DBT
723 ROYAL CARIBBEAN CRUISES 780153BJ0 Jan 2023 82,000 — $73K +9.5% 0.00% DBT
724 TIMES CHINA HLDG LTD 000000000 Jan 2023 380,000 New $73K — 0.00% DBT
725 Citigroup Mortgage Loan Trust Inc 17311WAA5 Jan 2023 82,750 -842 $72K -0.6% 0.00% ABS-MBS
726 CF Industries Inc 12527GAD5 Jan 2023 75,000 — $68K +13.4% 0.00% DBT
727 China Aoyuan Group Ltd 000000000 Jan 2023 644,000 New $68K — 0.00% DBT
728 VOC Escrow Ltd 91832VAA2 Jan 2023 75,000 — $66K +5.6% 0.00% DBT
729 Lebanese Republic 000000000 Jan 2023 1,053,000 New $66K — 0.00% DBT
730 SUNAC CHINA HOLDINGS LTD 000000000 Jan 2023 229,000 New $65K — 0.00% DBT
731 SUNAC CHINA HOLDINGS LTD 000000000 Jan 2023 225,000 New $64K — 0.00% DBT
732 FIRSTCASH INC 31944TAA8 Jan 2023 66,000 — $61K +2.6% 0.00% DBT
733 Fannie Mae - CAS 30711XAR5 Jan 2023 57,848 -22,930 $59K -27.8% 0.00% ABS-MBS
734 SUNAC CHINA HOLDINGS LTD 000000000 Jan 2023 205,000 New $58K — 0.00% DBT
735 SHIMAO GROUP HLDGS LTD 000000000 Jan 2023 255,000 New $57K — 0.00% DBT
736 COMMSCOPE INC 203372AX5 Jan 2023 68,000 -313,000 $56K -82.5% 0.00% DBT
737 Fannie Mae 3136AR4Q8 Jan 2023 354,501 -15,910 $55K -8.9% 0.00% ABS-MBS
738 TIMES CHINA HLDG LTD 000000000 Jan 2023 234,000 New $46K — 0.00% DBT
739 TIMES CHINA HLDG LTD 000000000 Jan 2023 200,000 New $44K — 0.00% DBT
740 Eurex Deutschland 000000000 Jan 2023 -18 New $43K — 0.00% DIR
741 Mallinckrodt PLC 000000000 Jan 2023 5,739 New $43K — 0.00% EC
742 OCCIDENTAL PETROLEUM COR 674599EB7 Jan 2023 38,000 — $38K +0.3% 0.00% DBT
743 Freddie Mac 3137B4VV5 Jan 2023 493,303 -20,217 $37K +13.9% 0.00% ABS-MBS
744 TransDigm Inc 893647BE6 Jan 2023 33,000 — $33K +1.4% 0.00% DBT
745 Lebanese Republic 000000000 Jan 2023 507,000 New $33K — 0.00% DBT
746 Marlette Funding Trust 57109GAC8 Jan 2023 31,607 -57,105 $32K -64.3% 0.00% ABS-O
747 GRAPHIC PACKAGING INTERN 38869AAA5 Jan 2023 32,000 — $31K +4.3% 0.00% DBT
748 OEC FINANCE LTD 67614CAE0 Jan 2023 1,268,798 +48,066 $30K +17.0% 0.00% DBT
749 Morgan Stanley Capital Services LLC 000000000 Jan 2023 1 New $25K — 0.00% DFE
750 GULFPORT ENERGY CORP 000000000 Jan 2023 5 New $23K — 0.00% EC
751 NCR CORP 62886EAU2 Jan 2023 23,000 — $22K +1.1% 0.00% DBT
752 China Aoyuan Group Ltd 000000000 Jan 2023 200,000 New $21K — 0.00% DBT
753 Lehman XS Trust 525237AV5 Jan 2023 188,864 -12,519 $18K +4.0% 0.00% ABS-MBS
754 YANGO JUSTICE INTL 000000000 Jan 2023 898,000 New $18K — 0.00% DBT
755 BAT CAPITAL CORP 05526DBX2 Jan 2023 15,000 — $17K +9.2% 0.00% DBT
756 ODEBRECHT HOLDCO FIN LTD 67577TAA6 Jan 2023 5,578,350 — $9K -36.0% 0.00% DBT
757 YANGO JUSTICE INTL 000000000 Jan 2023 400,000 New $8K — 0.00% DBT
758 DIGICEL GROUP HOLDINGS 25381YAC5 Jan 2023 90,240 — $7K +14.3% 0.00% DBT
759 YANGO JUSTICE INTL 000000000 Jan 2023 342,000 New $7K — 0.00% DBT
760 MONITRONICS 000000000 Jan 2023 34,245 New $5K — 0.00% EC
761 Fannie Mae 31371H2F4 Jan 2023 4,824 -177 $5K -2.6% 0.00% ABS-MBS
762 FIRST-CITIZENS BANK/TRST 125581HA9 Jan 2023 5,000 -1,563,000 $5K -99.7% 0.00% DBT
763 YANGO JUSTICE INTL 000000000 Jan 2023 215,000 New $4K — 0.00% DBT
764 Consumer Loan Underlying Bond (CLUB) Certificate 21055AAA5 Jan 2023 4,346 -9,135 $4K -67.3% 0.00% ABS-O
765 SandRidge Energy Inc 80007P869 Jan 2023 105 — $2K -16.3% 0.00% EC
766 ICE Futures Europe - Financial Products Division 000000000 Jan 2023 11 New $1K — 0.00% DIR
767 Fannie Mae 31374TAT6 Jan 2023 1,121 -180 $1K -13.9% 0.00% ABS-MBS
768 ESC GCB GULFPORT ENERG 402ESCAS6 Jan 2023 1,351,000 — $851 -49.6% 0.00% DBT
769 ESC CB GULFPORT ENERGY 402ESCAT4 Jan 2023 1,194,000 — $752 -49.6% 0.00% DBT
770 VIRGOLINO DE OLIVEIRA FI 92824BAA4 Jan 2023 4,738,000 — $474 +0.0% 0.00% DBT
771 iHeartCommunications Inc 45174HBC0 Jan 2023 350 — $336 +0.9% 0.00% DBT
772 ESC GCB GULFPORT ENERG 402ESCAQ0 Jan 2023 438,000 — $276 -49.6% 0.00% DBT
773 VIRGOLINO DE OLIVEIRA FI 000000000 Jan 2023 1,690,000 New $169 — 0.00% DBT
774 ESC CB GULFPORT ENERGY 402ESCAP2 Jan 2023 236,000 — $149 -49.6% 0.00% DBT
775 Fannie Mae 3136AFXQ2 Jan 2023 76,691 -126,433 $91 -89.0% 0.00% ABS-MBS
776 Tonon Luxembourg SA 89031RAG1 Jan 2023 871,274 — $87 +0.0% 0.00% DBT
777 VIRGOLINO DE OLIVEIRA FI 92824DAB8 Jan 2023 750,000 — $75 +0.0% 0.00% DBT
778 Government National Mortgage Association 38373MVE7 Jan 2023 90,677 -1,038 $1 -1.1% 0.00% ABS-MBS
779 AG TRACKER 34GMG1 000000000 Jan 2023 71,679 New $0 — 0.00% EC
780 ESC GCB INTELSAT JACKS 458ESCAA8 Jan 2023 4,941,000 — $0 +0.0% 0.00% DBT
781 FlexPath Capital, Inc. 000000000 Jan 2023 17,195 New $0 — 0.00% DE
782 EXIDE TECHNOLOGIES 302ESCAD0 Jan 2023 2,272,904 — $0 +0.0% 0.00% DBT
783 MONITRONICS INTERNATIONAL, INC 609ESCAB4 Jan 2023 1,835,000 — $0 +0.0% 0.00% DBT
784 GOLO Mobile Inc 381721109 Jan 2023 30,264 — $0 +0.0% 0.00% EC
785 MAGNETATION LLC/FIN CORP 559417AA8 Jan 2023 1,407,000 — $0 +0.0% 0.00% DBT
786 EXIDE TECHNOLOGIES 000000000 Jan 2023 932,856 New $0 — 0.00% DBT
787 Jones DesLauriers Insurance Management Inc. 000000000 Jan 2023 0 New $0 — 0.00% LON
788 Jones DesLauriers Insurance Management Inc. 000000000 Jan 2023 0 New $0 — 0.00% LON
789 Fannie Mae - CAS 30711XBD5 Jan 2023 0 — $0 — 0.00% ABS-MBS
790 GLP CAPITAL LP / FIN II 361841AJ8 Jan 2023 0 -886,000 $0 -100.0% 0.00% DBT
791 RONSHINE CHINA 000000000 Jan 2023 0 New $0 — 0.00% DBT
792 United States Treasury 9128282N9 Jan 2023 0 — $0 — 0.00% DBT
793 INTELSAT JACKSON HOLDINGS S A 000000000 Jan 2023 4,838 New $0 — 0.00% DE
794 INTELSAT JACKSON HOLDINGS S A 000000000 Jan 2023 4,838 New $0 — 0.00% DE
795 Encore Automotive Acceptance 000000000 Jan 2023 12 New $0 — 0.00% DE
796 Bank of America N.A. 000000000 Jan 2023 1 New $-14776 — -0.00% DFE
797 Morgan Stanley & Co. International PLC 000000000 Jan 2023 130,269 New $-18956 — -0.00% DCR
798 Citigroup Global Markets, Inc. 000000000 Jan 2023 100,359 New $-24479 — -0.00% DCR
799 Morgan Stanley Capital Services LLC 000000000 Jan 2023 1 New $-35052 — -0.00% DFE
800 Credit Suisse International 000000000 Jan 2023 252,049 New $-36676 — -0.00% DCR
801 Credit Suisse International 000000000 Jan 2023 504,988 New $-73481 — -0.00% DCR
802 Morgan Stanley & Co. International PLC 000000000 Jan 2023 338,342 New $-82527 — -0.00% DCR
803 Citigroup Global Markets, Inc. 000000000 Jan 2023 397,722 New $-97011 — -0.00% DCR
804 Citigroup Global Markets, Inc. 000000000 Jan 2023 618,541 New $-150872 — -0.01% DCR
805 Citigroup Global Markets, Inc. 000000000 Jan 2023 708,848 New $-172900 — -0.01% DCR
806 Citigroup Global Markets, Inc. 000000000 Jan 2023 734,208 New $-179086 — -0.01% DCR
807 Credit Suisse International 000000000 Jan 2023 1,262,025 New $-183639 — -0.01% DCR
808 Credit Suisse International 000000000 Jan 2023 830,700 New $-202622 — -0.01% DCR
809 Citigroup Global Markets, Inc. 000000000 Jan 2023 945,749 New $-230684 — -0.01% DCR
810 Chicago Mercantile Exchange 000000000 Jan 2023 109,350,000 New $-242934 — -0.01% DIR
811 Citigroup Global Markets, Inc. 000000000 Jan 2023 1,217,907 New $-297068 — -0.01% DCR
812 Citigroup Global Markets, Inc. 000000000 Jan 2023 1,377,490 New $-335993 — -0.01% DCR
813 Credit Suisse International 000000000 Jan 2023 2,889,454 New $-420448 — -0.02% DCR
814 Citigroup Global Markets, Inc. 000000000 Jan 2023 1,836,448 New $-447940 — -0.02% DCR
815 JPMorgan Securities LLC 000000000 Jan 2023 1,855,623 New $-452617 — -0.02% DCR
816 Goldman Sachs International 000000000 Jan 2023 2,654,159 New $-647394 — -0.02% DCR
817 JPMorgan Securities LLC 000000000 Jan 2023 2,792,093 New $-681038 — -0.03% DCR
818 Citigroup Global Markets, Inc. 000000000 Jan 2023 3,092,704 New $-754362 — -0.03% DCR
819 Credit Suisse Securities LLC 000000000 Jan 2023 -893,750 New $-893750 — -0.03% RA
820 Bank of America N.A. 000000000 Jan 2023 1 New $-909739 — -0.03% DFE
821 JPMorgan Chase Bank N.A. 000000000 Jan 2023 2,561,900 New $-943875 — -0.04% DCR
822 Goldman Sachs International 000000000 Jan 2023 3,911,034 New $-953966 — -0.04% DCR
823 Credit Suisse International 000000000 Jan 2023 6,667,971 New $-970264 — -0.04% DCR
824 JPMorgan Chase Bank N.A. 000000000 Jan 2023 2,644,608 New $-974347 — -0.04% DCR
825 UBS AG 000000000 Jan 2023 1 New $-975370 — -0.04% DFE
826 Citigroup Global Markets, Inc. 000000000 Jan 2023 2,734,152 New $-1007337 — -0.04% DCR
827 Credit Suisse Securities LLC 000000000 Jan 2023 -1,102,600 New $-1198692 — -0.04% RA
828 Barclays Bank PLC 000000000 Jan 2023 3,417,690 New $-1259172 — -0.05% DCR
829 Goldman Sachs International 000000000 Jan 2023 5,459,860 New $-1331751 — -0.05% DCR
830 Citigroup Global Markets, Inc. 000000000 Jan 2023 5,584,805 New $-1362227 — -0.05% DCR
831 Credit Suisse International 000000000 Jan 2023 5,702,946 New $-1391044 — -0.05% DCR
832 JPMorgan Securities LLC 000000000 Jan 2023 5,902,735 New $-1439776 — -0.05% DCR
833 Citigroup Global Markets, Inc. 000000000 Jan 2023 5,911,395 New $-1441888 — -0.05% DCR
834 Citigroup Global Markets, Inc. 000000000 Jan 2023 5,911,395 New $-1441888 — -0.05% DCR
835 Citigroup Global Markets, Inc. 000000000 Jan 2023 5,915,725 New $-1442944 — -0.05% DCR
836 Deutsche Bank AG 000000000 Jan 2023 10,535,394 New $-1533017 — -0.06% DCR
837 Credit Suisse Securities LLC 000000000 Jan 2023 -1,599,195 New $-1599195 — -0.06% RA
838 Credit Suisse Securities LLC 000000000 Jan 2023 -2,235,706 New $-2430548 — -0.09% RA
839 Chicago Board of Trade 000000000 Jan 2023 -2,743 New $-2616017 — -0.10% DIR
840 Barclays Bank PLC 000000000 Jan 2023 -2,900,000 New $-2900000 — -0.11% RA
841 Chicago Board of Trade 000000000 Jan 2023 -2,223 New $-3644270 — -0.14% DIR
842 Goldman Sachs International 000000000 Jan 2023 11,278,376 New $-4155267 — -0.15% DCR
843 HSBC Securities USA, Inc. 000000000 Jan 2023 -34,807,500 New $-34807500 — -1.30% RA
844 JPMorgan Securities LLC 000000000 Jan 2023 -45,675,000 New $-45675000 — -1.70% RA
845 JPMorgan Securities LLC 000000000 Jan 2023 -50,750,000 New $-50750000 — -1.89% RA
846 HSBC Securities USA, Inc. 000000000 Jan 2023 -229,362,500 New $-229362500 — -8.55% RA
847 JPMorgan Securities LLC 000000000 Jan 2023 -310,293,750 New $-310293750 — -11.56% RA
✕ United States Treasury 91282CEX5 — 147,959,100 Exited $144.1M — — —
✕ UMBS, TBA 01F0426B4 — 133,971,337 Exited $125.6M — — —
✕ UMBS, TBA 01F0326B5 — 82,946,343 Exited $72.9M — — —
✕ Government National Mortgage Association 21H0426B0 — 70,885,953 Exited $67.1M — — —
✕ UMBS, TBA 01F0506B7 — 62,077,236 Exited $59.8M — — —
✕ UMBS, TBA 01F0306B9 — 61,874,123 Exited $52.5M — — —
✕ UMBS, TBA 01F0406B8 — 44,831,826 Exited $40.8M — — —
✕ Government National Mortgage Association 21H0406B4 — 13,731,762 Exited $12.6M — — —
✕ Bank of America Corp 060505EH3 — 8,764,000 Exited $8.5M — — —
✕ JPMORGAN CHASE & CO 46647PDA1 — 9,095,000 Exited $8.5M — — —
✕ COMERICA INC 200340AU1 — 8,000,000 Exited $7.8M — — —
✕ ENERGY TRANSFER LP 292480AK6 — 8,139,000 Exited $7.6M — — —
✕ BROADCOM INC 11135FBQ3 — 8,786,000 Exited $6.0M — — —
✕ Fannie Mae - CAS 30711XEQ3 — 5,578,840 Exited $5.9M — — —
✕ MIZUHO FINANCIAL GROUP 60687YCL1 — 6,110,000 Exited $5.9M — — —
✕ Radnor Re LTD 75049SAC7 — 6,105,940 Exited $5.8M — — —
✕ AIRCASTLE LTD 00928QAT8 — 5,846,000 Exited $5.5M — — —
✕ CHARLES SCHWAB CORP 808513BD6 — 5,380,000 Exited $5.3M — — —
✕ BNP PARIBAS 05565AM34 — 5,015,000 Exited $4.7M — — —
✕ AVIATION CAPITAL GROUP 05369AAH4 — 4,722,000 Exited $4.5M — — —
✕ Elmwood CLO XII Ltd. 29002YAG7 — 4,850,000 Exited $4.2M — — —
✕ Banco Santander SA 05971KAA7 — 4,000,000 Exited $3.8M — — —
✕ MITSUBISHI UFJ FIN GRP 606822CL6 — 3,927,000 Exited $3.7M — — —
✕ WARNERMEDIA HOLDINGS INC 55903VAL7 — 4,364,000 Exited $3.5M — — —
✕ ONEOK Inc 682680AW3 — 3,952,000 Exited $3.5M — — —
✕ AVIATION CAPITAL GROUP 05369AAL5 — 4,367,000 Exited $3.5M — — —
✕ BROADCOM INC 11135FBT7 — 4,079,000 Exited $3.4M — — —
✕ NXP BV/NXP FUNDING LLC 62947QBB3 — 3,499,000 Exited $3.4M — — —
✕ Regatta XX Funding Ltd 75884YAG3 — 3,500,000 Exited $3.1M — — —
✕ SOFI CONSUMER LOAN PROGRAM TRUST 83405BAD4 — 3,000,000 Exited $3.0M — — —
✕ ILLUMINATE BUYER/HLDG 45232TAA9 — 2,965,000 Exited $2.5M — — —
✕ UNITED MEXICAN STATES 91087BAM2 — 3,159,000 Exited $2.4M — — —
✕ REPUBLIC OF GHANA 37443GAG6 — 7,940,000 Exited $2.4M — — —
✕ Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) 81527CAM9 — 2,208,202 Exited $2.2M — — —
✕ DISCOVER FINANCIAL SVS 254709AQ1 — 2,197,000 Exited $2.1M — — —
✕ EXPEDIA GROUP INC 30212PAR6 — 2,340,000 Exited $1.9M — — —
✕ ONEOK INC 682680BE2 — 1,880,000 Exited $1.9M — — —
✕ CITGO Petroleum Corporation 17302UAM4 — 1,570,343 Exited $1.6M — — —
✕ EQT CORP 26884LAQ2 — 1,528,000 Exited $1.5M — — —
✕ Bank of America Corp 060505EL4 — 1,332,000 Exited $1.3M — — —
✕ Dealer Tire, LLC 24228HAM0 — 1,293,425 Exited $1.3M — — —
✕ EMPIRE COMMUNITIES CORP 29163VAC7 — 1,386,000 Exited $1.2M — — —
✕ AVIATION CAPITAL GROUP 05369AAK7 — 1,442,000 Exited $1.2M — — —
✕ AVIATION CAPITAL GROUP 05369AAA9 — 1,437,000 Exited $1.2M — — —
✕ WYNN MACAU LTD 98313RAH9 — 1,919,000 Exited $1.1M — — —
✕ Padagis LLC 69526PAC8 — 1,336,471 Exited $1.1M — — —
✕ ArcelorMittal 03938LAP9 — 1,180,000 Exited $1.1M — — —
✕ CELANESE US HOLDINGS LLC 15089QAR5 — 1,124,000 Exited $1.1M — — —
✕ Citigroup Inc 172967KM2 — 1,126,000 Exited $1.1M — — —
✕ United States Treasury 91282CEW7 — 1,000,000 Exited $1.0M — — —
✕ ASHTEAD CAPITAL INC 04505AAA7 — 1,006,000 Exited $0.9M — — —
✕ Chord Energy Corp 674215207 — 5,877 Exited $0.9M — — —
✕ MARRIOTT OWNERSHIP RESOR 57164PAG1 — 810,000 Exited $0.8M — — —
✕ OCCIDENTAL PETROLEUM COR 674599DY8 — 755,000 Exited $0.8M — — —
✕ ECOPETROL SA 279158AP4 — 1,135,000 Exited $0.8M — — —
✕ CSC HOLDINGS LLC 126307BK2 — 1,045,000 Exited $0.8M — — —
✕ BAIDU INC 056752AQ1 — 797,000 Exited $0.7M — — —
✕ BROADCOM INC 11135FBR1 — 845,000 Exited $0.7M — — —
✕ Tenneco Inc 880349AR6 — 680,000 Exited $0.7M — — —
✕ AVAYA INC 053499AL3 — 1,487,000 Exited $0.6M — — —
✕ GAP INC/THE 364760AP3 — 873,000 Exited $0.6M — — —
✕ VICI PROPERTIES / NOTE 92564RAG0 — 628,000 Exited $0.6M — — —
✕ REPUBLIC OF GHANA 37443GAM3 — 1,769,000 Exited $0.5M — — —
✕ PREMIER ENTERTAINMENT SU 74052HAB0 — 392,000 Exited $0.3M — — —
✕ Bath & Body Works Inc 501797AR5 — 236,000 Exited $0.2M — — —
✕ CAESARS ENTERTAIN INC 12769GAA8 — 213,000 Exited $0.2M — — —
✕ AIRCASTLE LTD 00928QAS0 — 163,000 Exited $0.1M — — —
✕ DIAMOND FRGN/DIAMOND FIN 25260WAA9 — 86,885 Exited $0.1M — — —
✕ DIAMOND FRGN/DIAMOND FIN 25260WAC5 — 76,291 Exited $0.1M — — —
✕ Avaya Holdings Corp 05351X119 — 2,936 Exited $0.0M — — —
✕ DIGICEL GROUP HOLDINGS 25381YAB7 — 1 Exited $0.0M — — —
✕ United States Treasury 91282CET4 — 0 Exited $0.0M — — —
✕ United States Treasury 912810FB9 — 0 Exited $0.0M — — —
✕ ZAYO GROUP HOLDINGS INC 98919VAB1 — 0 Exited $0.0M — — —
✕ SOCIETE GENERALE 83367TBR9 — 0 Exited $0.0M — — —
✕ UBS Group AG 90352JAF0 — 0 Exited $0.0M — — —