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Destinations Core Fixed Income Fund

Brinker Capital Destinations Trust

Assets: $2.3B Net: $2.1B Series: S000056106 EDGAR ↗
+1843
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1843
Positions
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# Name Ticker Since Shares Value % Port Cat
1 F/C US 10YR NOTE (CBT)SEP23 TYU3 XCBT May 2023 664 $76.0M 3.68% DIR
2 ISHARES 20+ YEAR TREASURY BO 464287432 May 2023 516,022 $53.1M 2.57% EC
3 US TREAS BDS 3.625% 02/15/53 912810TN8 May 2023 55,020,000 $52.8M 2.56% DBT
4 WI TREASURY SE 3.625% 05/15/53 912810TR9 May 2023 52,000,000 $50.0M 2.42% DBT
5 US TREAS NTS 0.25% 08/31/25 91282CAJ0 May 2023 31,060,000 $28.4M 1.37% DBT
6 US TREAS BDS 4.125% 11/15/32 91282CFV8 May 2023 25,675,000 $26.6M 1.29% DBT
7 US TREAS NTS 3.375% 05/15/33 91282CHC8 May 2023 26,500,000 $25.9M 1.26% DBT
8 US TREAS BDS 2.375% 05/15/51 912810SX7 May 2023 34,460,000 $25.6M 1.24% DBT
9 FNMA 30YR TBA 4.5% JUL 23 01F042673 May 2023 20,675,000 $20.0M 0.97% ABS-MBS
10 FNMA 30YR TBA 4.5% JUN 23 01F042665 May 2023 20,682,000 $20.0M 0.97% ABS-MBS
11 FHR 4726 Z 3.5% 10/15/47 3137FBBV7 May 2023 21,878,491 $20.0M 0.97% ABS-CBDO
12 US TREAS NTS 2.75% 04/30/27 91282CEN7 May 2023 19,290,000 $18.5M 0.89% DBT
13 US TREAS NTS 3.625% 03/31/30 91282CGS4 May 2023 13,160,000 $13.1M 0.63% DBT
14 US TREAS NTS 4% 02/15/26 91282CGL9 May 2023 12,610,000 $12.6M 0.61% DBT
15 FNMA 30YR TBA 5.5% JUN 23 01F052664 May 2023 12,446,000 $12.4M 0.60% ABS-MBS
16 FNMA 30YR TBA 5.5% JUL 23 01F052672 May 2023 12,440,000 $12.4M 0.60% ABS-MBS
17 FGLMC P#Q44630 3.5% 12/01/46 3132WJEC1 May 2023 12,920,650 $12.1M 0.58% ABS-MBS
18 US TREAS BDS 3.375% 05/15/44 912810RG5 May 2023 12,905,000 $11.7M 0.57% DBT
19 US TREAS BDS 3.875% 02/15/43 912810TQ1 May 2023 11,130,000 $10.9M 0.53% DBT
20 UMBS P#FS1472 3.5% 11/01/50 3140XGT66 May 2023 10,444,459 $9.7M 0.47% ABS-MBS
21 UMBS P#MA4399 2.5% 08/01/51 31418D3H3 May 2023 11,258,598 $9.6M 0.47% ABS-MBS
22 US TREAS NTS 2.875% 06/15/25 91282CEU1 May 2023 9,760,000 $9.5M 0.46% DBT
23 US TREAS NTS 0.75% 04/30/26 91282CBW0 May 2023 10,400,000 $9.5M 0.46% DBT
24 US TREAS NTS 2.75% 08/15/32 91282CFF3 May 2023 9,580,000 $8.9M 0.43% DBT
25 FNR 2021-4 GD 1% 02/25/51 3136BDF37 May 2023 11,590,044 $8.9M 0.43% ABS-CBDO
26 UMBS P#FM4865 2.5% 11/01/50 3140X8MP9 May 2023 10,122,092 $8.7M 0.42% ABS-MBS
27 GNR 2022-174 AZ 3.5% 05/20/51 38383UV49 May 2023 10,050,127 $8.6M 0.41% ABS-CBDO
28 US TREAS NTS 4% 12/15/25 91282CGA3 May 2023 8,570,000 $8.5M 0.41% DBT
29 FNCL TBA 30YR 2% JUNE 23 01F020661 May 2023 10,350,000 $8.5M 0.41% ABS-MBS
30 UMBS TBA 30YR 2% JUL 23 01F020679 May 2023 10,300,000 $8.5M 0.41% ABS-MBS
31 US TREAS BDS 3.375% 08/15/42 912810TK4 May 2023 9,165,000 $8.4M 0.41% DBT
32 FHR 4655 CZ 3% 02/15/47 3137BVDA1 May 2023 9,301,477 $8.1M 0.39% ABS-CBDO
33 US TREAS BDS 1.875% 11/15/51 912810TB4 May 2023 12,330,000 $8.1M 0.39% DBT
34 VERIZON COMMUNI 1.75% 01/20/31 92343VFR0 May 2023 9,716,000 $7.7M 0.37% DBT
35 UMBS P#SD1460 3% 05/01/52 3132DNTR4 May 2023 8,321,868 $7.4M 0.36% ABS-MBS
36 UMBS P#MA4701 4.5% 08/01/52 31418EGK0 May 2023 7,681,336 $7.4M 0.36% ABS-MBS
37 UMBS P#BS5916 3.72% 06/01/32 3140LGSE3 May 2023 7,952,355 $7.4M 0.36% ABS-MBS
38 US TREAS NTS 2.75% 05/15/25 91282CEQ0 May 2023 7,580,000 $7.3M 0.36% DBT
39 UMBS P#SD7551 3% 01/01/52 3132DVL86 May 2023 8,069,846 $7.2M 0.35% ABS-MBS
40 US TREAS BDS 3% 02/15/48 912810SA7 May 2023 8,500,000 $7.2M 0.35% DBT
41 US TREAS BDS 3.25% 05/15/42 912810TH1 May 2023 7,870,000 $7.1M 0.34% DBT
42 US TIPS 1.125% 01/15/33 91282CGK1 May 2023 7,265,289 $7.0M 0.34% DBT
43 FNR 2017-24 LG 3% 04/25/37 3136AVQ93 May 2023 7,731,019 $7.0M 0.34% ABS-CBDO
44 UMBS P#MA4325 2% 05/01/51 31418DYX4 May 2023 8,428,820 $7.0M 0.34% ABS-MBS
45 GNMA TBA 30 YR 3% JUN 23 21H030666 May 2023 7,720,000 $6.9M 0.34% ABS-MBS
46 UMBS P#FS3394 4% 10/01/52 3140XJXY4 May 2023 7,301,223 $6.9M 0.33% ABS-MBS
47 AMMST 2020-MF 2.756% 02/15/30 03881BAE3 May 2023 7,965,000 $6.9M 0.33% ABS-CBDO
48 US TREAS BDS 3.125% 05/15/48 912810SC3 May 2023 7,800,000 $6.7M 0.33% DBT
49 US TREAS NTS 3.5% 02/15/33 91282CGM7 May 2023 6,820,000 $6.7M 0.33% DBT
50 CGCMT 2019-GC 3.038% 10/10/29 17328HBD2 May 2023 7,640,000 $6.6M 0.32% ABS-CBDO
51 FNA 2022-M5 A1 V/R 01/01/34 3136BLN63 May 2023 7,391,167 $6.6M 0.32% ABS-CBDO
52 DRMT 2022-2 A1 V/R 03/25/67 24380XAA5 May 2023 6,966,660 $6.6M 0.32% ABS-CBDO
53 MORGAN STANLEY V/R 01/24/29 61744YAP3 May 2023 7,000,000 $6.6M 0.32% DBT
54 UMBS P#MA4548 2.5% 02/01/52 31418EBS8 May 2023 7,624,653 $6.5M 0.32% ABS-MBS
55 US TREAS NTS 3.5% 04/30/28 91282CHA2 May 2023 6,575,000 $6.5M 0.31% DBT
56 UMBS P#SD1181 3% 06/01/52 3132DNJ20 May 2023 7,162,353 $6.4M 0.31% ABS-MBS
57 FORDR 2020-1 C 2.54% 02/15/25 34531NAE6 May 2023 6,750,000 $6.4M 0.31% ABS-CBDO
58 US TREAS BDS 3.625% 02/15/44 912810RE0 May 2023 6,715,000 $6.3M 0.31% DBT
59 UMBS P#MA4549 3% 02/01/52 31418EBT6 May 2023 7,115,392 $6.3M 0.31% ABS-MBS
60 FNMA 15YR TBA 4.5% JUN 23 01F042467 May 2023 6,404,000 $6.3M 0.31% ABS-MBS
61 UMBS P#MA4761 5% 09/01/52 31418EJF8 May 2023 6,327,140 $6.2M 0.30% ABS-MBS
62 UMBS P#SD8246 5% 09/01/52 3132DWET6 May 2023 6,323,105 $6.2M 0.30% ABS-MBS
63 SOUTHWEST AIRL 5.125% 06/15/27 844741BK3 May 2023 6,250,000 $6.2M 0.30% DBT
64 GOLDMAN SACHS GRO V/R 03/09/27 38141GYA6 May 2023 6,865,000 $6.2M 0.30% DBT
65 UMBS P#AT7623 3% 06/01/43 3138WVPH8 May 2023 6,768,301 $6.2M 0.30% ABS-MBS
66 US TREAS BDS 3% 08/15/52 912810TJ7 May 2023 7,170,000 $6.1M 0.29% DBT
67 US TREAS NTS 4.625% 02/28/2025 91282CGN5 May 2023 5,920,000 $5.9M 0.29% DBT
68 BANK 2020-BN30 A V/R 12/15/30 06541UBW5 May 2023 7,540,000 $5.9M 0.29% ABS-CBDO
69 FHMS K085 A2 V/R 10/25/28 3137FK4M5 May 2023 6,000,000 $5.9M 0.29% ABS-CBDO
70 UMBS P#SD1098 2.5% 01/01/52 3132DNGF4 May 2023 6,879,871 $5.9M 0.29% ABS-MBS
71 FNA 2022-M4 A1X V/R 05/25/30 3136BLQ78 May 2023 6,480,364 $5.9M 0.28% ABS-CBDO
72 US TREAS NTS 4.5% 11/30/24 91282CFX4 May 2023 5,875,000 $5.9M 0.28% DBT
73 UMBS P#MA4100 2% 08/01/50 31418DRW4 May 2023 7,020,979 $5.8M 0.28% ABS-MBS
74 ENTERPRISE PROD 4.15% 10/16/28 29379VBT9 May 2023 6,000,000 $5.8M 0.28% DBT
75 UMBS P#SD8134 2% 03/01/51 3132DWBB8 May 2023 7,012,226 $5.8M 0.28% ABS-MBS
76 SEMPRA ENERGY 4% 02/01/48 816851BJ7 May 2023 7,317,000 $5.7M 0.27% DBT
77 UMBS P#CB4573 5% 09/01/52 3140QQCK9 May 2023 5,711,326 $5.6M 0.27% ABS-MBS
78 BANK OF AMERICA C V/R 10/24/31 06051GJL4 May 2023 7,070,000 $5.6M 0.27% DBT
79 SCRT 2020-3 M5TW 3% 05/25/60 35563PTN9 May 2023 6,189,159 $5.6M 0.27% ABS-CBDO
80 UMBS P#MA4493 2.5% 12/01/51 31418D7F3 May 2023 6,485,207 $5.6M 0.27% ABS-MBS
81 AESOP 2020-1A 2.33% 08/20/25 05377RDU5 May 2023 5,920,000 $5.5M 0.27% ABS-CBDO
82 UMBS P#RA7673 4.5% 07/01/52 3133KPQ27 May 2023 5,704,502 $5.5M 0.27% ABS-MBS
83 UMBS P#MA4438 2.5% 10/01/51 31418D4Y5 May 2023 6,438,118 $5.5M 0.27% ABS-MBS
84 G2SF 30YR TBA 2.5% JUN 23 21H022663 May 2023 6,265,000 $5.5M 0.27% ABS-MBS
85 US TREAS NTS 3.875% 11/30/27 91282CFZ9 May 2023 5,415,000 $5.4M 0.26% DBT
86 TENNESSEE GAS PI 2.9% 03/01/30 880451AZ2 May 2023 6,275,000 $5.4M 0.26% DBT
87 CIM 2023-R2 A1 V/R 08/25/64 17181KAA8 May 2023 5,442,909 $5.4M 0.26% ABS-CBDO
88 CSMC 2019-ICE4 E V/R 05/15/21 12653VAJ5 May 2023 5,494,331 $5.4M 0.26% ABS-CBDO
89 UMBS P#SD8183 2.5% 12/01/51 3132DWCU5 May 2023 6,272,883 $5.4M 0.26% ABS-MBS
90 UMBS P#BM3415 2.5% 02/01/47 3140J7YM1 May 2023 6,145,652 $5.3M 0.26% ABS-MBS
91 VENTAS REALTY L 3.85% 04/01/27 92277GAL1 May 2023 5,650,000 $5.3M 0.26% DBT
92 SCRT 2020-2 MT 2% 11/25/59 35563PQN2 May 2023 6,355,404 $5.3M 0.25% ABS-CBDO
93 FIVE CORNERS FN 2.85% 05/15/30 33834DAA2 May 2023 6,134,000 $5.2M 0.25% DBT
94 GNMA 30YR TBA 5% JUN 23 21H050664 May 2023 5,290,000 $5.2M 0.25% ABS-MBS
95 UMBS P#MA4466 2.5% 11/01/51 31418D6C1 May 2023 6,066,683 $5.2M 0.25% ABS-MBS
96 BERKSHIRE HATHA 3.85% 03/15/52 084664DB4 May 2023 6,135,000 $5.0M 0.24% DBT
97 WRKCO INC 3.9% 06/01/28 92940PAE4 May 2023 5,245,000 $5.0M 0.24% DBT
98 JPMORGAN CHASE & V/R 04/22/31 46647PBL9 May 2023 5,817,000 $4.9M 0.24% DBT
99 UMBS P#FM7203 2% 05/01/51 3140XBAD2 May 2023 5,977,365 $4.9M 0.24% ABS-MBS
100 ABBVIE INC 4.55% 03/15/35 00287YCY3 May 2023 5,120,000 $4.9M 0.24% DBT
101 SMRT 2022-MINI D V/R 01/15/24 78457JAL6 May 2023 5,150,000 $4.8M 0.23% ABS-CBDO
102 SCRT 2019-4 MV 3% 02/25/59 35563PMN6 May 2023 5,497,283 $4.8M 0.23% ABS-CBDO
103 BARCLAYS PLC 4.375% 01/12/26 06738EAN5 May 2023 5,000,000 $4.8M 0.23% DBT
104 STACR 2021-HQA2 V/R 12/25/33 35564KFV6 May 2023 5,000,000 $4.8M 0.23% ABS-CBDO
105 ARCELORMITTAL SA 6.8% 11/29/32 03938LBF0 May 2023 4,600,000 $4.7M 0.23% DBT
106 FNMA 30YR TBA 5% JUN 23 01F050668 May 2023 4,785,000 $4.7M 0.23% ABS-MBS
107 UMBS P#CA7228 2.5% 10/01/50 3140QFA66 May 2023 5,396,723 $4.7M 0.23% ABS-MBS
108 WELLS FARGO & COM V/R 04/30/26 95000U2N2 May 2023 4,969,000 $4.7M 0.23% DBT
109 UMBS P#QU7398 3% 04/01/50 3133JLGF0 May 2023 5,328,766 $4.6M 0.22% ABS-MBS
110 WELLTOWER OP LL 2.75% 01/15/32 95040QAP9 May 2023 5,725,000 $4.6M 0.22% DBT
111 US TREAS BDS 3.375% 11/15/48 912810SE9 May 2023 5,110,000 $4.6M 0.22% DBT
112 DUKE ENERGY CORP 0.9% 09/15/25 26441CBJ3 May 2023 5,000,000 $4.6M 0.22% DBT
113 UDR INC 3.2% 01/15/30 90265EAQ3 May 2023 5,160,000 $4.5M 0.22% DBT
114 VOLKSWAGEN GROU 1.25% 11/24/25 928668BL5 May 2023 5,000,000 $4.5M 0.22% DBT
115 ADVANCE AUTO PAR 3.9% 04/15/30 00751YAE6 May 2023 5,000,000 $4.5M 0.22% DBT
116 SCHLUMBERGER IN 2.65% 06/26/30 806854AJ4 May 2023 5,110,000 $4.5M 0.22% DBT
117 SOUTHERN CAL E 4.875% 03/01/49 842400GR8 May 2023 5,000,000 $4.5M 0.22% DBT
118 GNMA II P#MA8266 3.5% 09/20/52 36179XFF8 May 2023 4,815,734 $4.5M 0.22% ABS-MBS
119 CAMB 2021-CX2 C V/R 11/10/31 12477BAG9 May 2023 5,900,000 $4.5M 0.22% ABS-CBDO
120 US BANCORP V/R 11/03/36 91159HJB7 May 2023 6,006,000 $4.4M 0.21% DBT
121 UMBS P#BX8494 5% 03/01/53 3140NDNL7 May 2023 4,488,058 $4.4M 0.21% ABS-MBS
122 CREDIT SUISSE GRO V/R 04/01/31 225401AP3 May 2023 5,000,000 $4.4M 0.21% DBT
123 GNMA II P#MA7883 3.5% 02/20/52 36179WXL7 May 2023 4,730,329 $4.4M 0.21% ABS-MBS
124 HVMLT 2006-14 2A V/R 01/25/47 41162NAC1 May 2023 4,895,754 $4.3M 0.21% ABS-CBDO
125 US TREAS NTS 4.625% 03/15/26 91282CGR6 May 2023 4,200,000 $4.3M 0.21% DBT
126 US TIPS 0.25% 07/15/29 9128287D6 May 2023 4,513,500 $4.2M 0.20% DBT
127 UMBS P#FS1538 3% 04/01/52 3140XGV89 May 2023 4,624,350 $4.1M 0.20% ABS-MBS
128 MLMI 2006-HE6 A1 V/R 11/25/37 59023XAA4 May 2023 7,990,321 $4.1M 0.20% ABS-CBDO
129 KEY BANK NA 5% 01/26/33 49327M3H5 May 2023 4,655,000 $4.1M 0.20% DBT
130 UMBS P#MA4655 4% 07/01/52 31418EE55 May 2023 4,281,538 $4.0M 0.20% ABS-MBS
131 UMBS P#BQ0194 2% 08/01/50 3140KKGC2 May 2023 4,827,049 $4.0M 0.20% ABS-MBS
132 PNC FINANCIAL SER V/R 06/06/33 693475BE4 May 2023 4,450,000 $4.0M 0.19% DBT
133 UMBS P#BL3779 2.76% 09/01/31 3140HVFV1 May 2023 4,443,000 $3.9M 0.19% ABS-MBS
134 AERCAP IRELAND 1.65% 10/29/24 00774MAU9 May 2023 4,195,000 $3.9M 0.19% DBT
135 UMBS P#MA4656 4.5% 07/01/52 31418EE63 May 2023 4,057,207 $3.9M 0.19% ABS-MBS
136 UMBS P#BF0352 3% 04/01/53 3140FXMA7 May 2023 4,358,441 $3.9M 0.19% ABS-MBS
137 US TREAS NTS 3.875% 04/30/25 91282CGX3 May 2023 3,900,000 $3.9M 0.19% DBT
138 VERUS 2023-INV1 V/R 02/25/68 92539FAA1 May 2023 3,848,938 $3.8M 0.19% ABS-CBDO
139 CHARTER COMM O 6.384% 10/23/35 161175AZ7 May 2023 3,965,000 $3.8M 0.19% DBT
140 CWALT 2005-7CB 2 V/R 03/01/38 12667F4Q5 May 2023 5,036,060 $3.8M 0.18% ABS-CBDO
141 VERUS 2023-4 A1 V/R 05/25/27 92539TAA1 May 2023 3,800,000 $3.8M 0.18% ABS-CBDO
142 OBX 2023-NQM3 A1 V/R 04/25/27 67117PAA1 May 2023 3,768,904 $3.8M 0.18% ABS-CBDO
143 FGLMC P#G60910 3% 03/01/42 31335BAK2 May 2023 4,113,014 $3.7M 0.18% ABS-MBS
144 GNMA II P#785713 2.5% 10/20/51 3622ABGW6 May 2023 4,289,419 $3.7M 0.18% ABS-MBS
145 KRAFT HEINZ FO 4.625% 10/01/39 50077LAX4 May 2023 4,167,000 $3.7M 0.18% DBT
146 MF1 2022-FL8 A V/R 02/19/37 55284JAA7 May 2023 3,800,000 $3.7M 0.18% ABS-CBDO
147 ROYAL BANK OF CAN V/R 01/21/27 78016EYZ4 May 2023 3,720,000 $3.7M 0.18% DBT
148 GNR 2021-77 EA 1% 07/20/50 38382QZ86 May 2023 4,771,389 $3.7M 0.18% ABS-CBDO
149 AMSR 2020-SFR 2.456% 11/17/25 66981FAF7 May 2023 4,000,000 $3.6M 0.17% ABS-CBDO
150 AT&T INC 2.25% 02/01/32 00206RKH4 May 2023 4,451,000 $3.6M 0.17% DBT
151 HORZN 2019-2 3.425% 11/15/26 44040JAA6 May 2023 4,448,984 $3.5M 0.17% ABS-CBDO
152 UMBS P#SD8257 4.5% 10/01/52 3132DWE66 May 2023 3,644,987 $3.5M 0.17% ABS-MBS
153 PFIZER INVESTMEN 5.3% 05/19/53 716973AG7 May 2023 3,400,000 $3.5M 0.17% DBT
154 FMMSR 2021-GT1 A V/R 07/25/26 30259RAH8 May 2023 4,000,000 $3.4M 0.17% ABS-CBDO
155 DBGS 2018-BIOD E V/R 05/15/20 23306GAJ6 May 2023 3,545,399 $3.4M 0.17% ABS-CBDO
156 JPMAC 2005-WMC1 V/R 09/25/35 46626LBL3 May 2023 4,019,200 $3.4M 0.17% ABS-CBDO
157 ANHEUSER-BUSCH C 4.7% 02/01/36 03522AAH3 May 2023 3,487,000 $3.4M 0.17% DBT
158 SGR 2021-2 B1 V/R 12/25/61 78432YAE9 May 2023 5,238,000 $3.4M 0.16% ABS-CBDO
159 CWALT 2006-OA2 A V/R 05/20/46 126694R75 May 2023 4,039,219 $3.4M 0.16% ABS-CBDO
160 UMBS P#AR9215 3% 03/01/43 3138W7GZ1 May 2023 3,713,866 $3.4M 0.16% ABS-MBS
161 US TREAS NTS 3.75% 04/15/26 91282CGV7 May 2023 3,400,000 $3.4M 0.16% DBT
162 BANK OF AMERICA C V/R 04/22/32 06051GJT7 May 2023 4,030,000 $3.3M 0.16% DBT
163 FORDR 2020-2 C 1.74% 10/15/25 34532JAC8 May 2023 3,650,000 $3.3M 0.16% ABS-CBDO
164 FHMS K119 X1 V/R 09/25/30 3137F6GV3 May 2023 63,584,262 $3.3M 0.16% ABS-CBDO
165 SREIT 2021-FLWR V/R 07/15/36 78485GAL8 May 2023 3,480,000 $3.3M 0.16% ABS-CBDO
166 VZMT 2023-2 C 5.38% 04/21/25 92348KBN2 May 2023 3,315,000 $3.3M 0.16% ABS-CBDO
167 STAR 2021-SFR1 G V/R 04/17/26 85521DAN2 May 2023 3,500,000 $3.3M 0.16% ABS-CBDO
168 NCHET 2005-B M2 V/R 10/25/35 64352VNL1 May 2023 4,000,000 $3.2M 0.16% ABS-CBDO
169 CWALT 2007-9T1 2A 6% 05/25/37 02150JAU6 May 2023 6,451,012 $3.2M 0.15% ABS-CBDO
170 US TREAS NTS 2.75% 02/15/28 9128283W8 May 2023 3,326,000 $3.2M 0.15% DBT
171 PRPM 2021-7 A1 V/R 08/25/24 69360LAA0 May 2023 3,429,189 $3.2M 0.15% ABS-CBDO
172 COMM 2020-SBX C V/R 01/10/26 12598EAF9 May 2023 3,750,000 $3.2M 0.15% ABS-CBDO
173 G2SF 30 YR TBA 3.5 JUN 23 21H032662 May 2023 3,400,000 $3.2M 0.15% ABS-MBS
174 DSLA 2005-AR4 1A V/R 08/19/45 23332UEL4 May 2023 4,375,847 $3.2M 0.15% ABS-CBDO
175 TRUIST FINANCIAL V/R 01/26/34 89788MAM4 May 2023 3,295,000 $3.1M 0.15% DBT
176 PNC FINANCIAL SER V/R 01/24/34 693475BM6 May 2023 3,245,000 $3.1M 0.15% DBT
177 STEELCASE INC 5.125% 01/18/29 858155AE4 May 2023 3,590,000 $3.1M 0.15% DBT
178 XILINX INC 2.375% 06/01/30 983919AK7 May 2023 3,575,000 $3.1M 0.15% DBT
179 MLMI 2006-AF1 5.75% 08/25/36 59023RAA7 May 2023 6,155,712 $3.1M 0.15% ABS-CBDO
180 CITIGROUP INC V/R 11/05/30 17308CC53 May 2023 3,555,000 $3.1M 0.15% DBT
181 ENERGY TRANSFER 4.9% 03/15/35 29273RBE8 May 2023 3,354,000 $3.1M 0.15% DBT
182 WARNERMEDIA HO 5.141% 03/15/52 55903VBE2 May 2023 3,930,000 $3.1M 0.15% DBT
183 BX 2019-XL F V/R 10/15/21 056054AJ8 May 2023 3,145,000 $3.1M 0.15% ABS-CBDO
184 LIFE 2021-BMR D V/R 03/15/23 53218CAG5 May 2023 3,179,908 $3.0M 0.15% ABS-CBDO
185 BP CAP MARKETS 4.812% 02/13/33 10373QBU3 May 2023 3,080,000 $3.0M 0.15% DBT
186 WFCM 2021-SAVE D V/R 02/15/23 95003LAL4 May 2023 3,454,283 $3.0M 0.15% ABS-CBDO
187 FMMSR 2021-GT2 A V/R 10/25/26 30259RAK1 May 2023 3,420,000 $2.9M 0.14% ABS-CBDO
188 UMBS P#WA0506 3.03% 01/01/50 3132WRRR6 May 2023 3,762,899 $2.9M 0.14% ABS-MBS
189 GNMA II P#MA7651 3.5% 10/20/51 36179WQC5 May 2023 3,160,726 $2.9M 0.14% ABS-MBS
190 FFML 2007-FF2 A1 V/R 03/25/37 32029GAA2 May 2023 5,344,679 $2.9M 0.14% ABS-CBDO
191 TORONTO-DOMINI 4.456% 06/08/32 89115A2E1 May 2023 3,050,000 $2.9M 0.14% DBT
192 JPMORGAN CHASE & V/R 07/25/33 46647PDH6 May 2023 2,925,000 $2.9M 0.14% DBT
193 SPRINT SPECTRU 5.152% 03/20/28 85208NAE0 May 2023 2,895,000 $2.9M 0.14% DBT
194 OKLAHOMA G&E CO 5.6% 04/01/53 678858BY6 May 2023 2,855,000 $2.9M 0.14% DBT
195 SAIL 2006-4 A5 V/R 07/25/36 86360WAE2 May 2023 8,700,000 $2.9M 0.14% ABS-CBDO
196 FHR 4223 SB V/R 07/15/43 3137B3MV7 May 2023 3,952,231 $2.9M 0.14% ABS-CBDO
197 UBS GROUP AG V/R 02/11/33 902613AK4 May 2023 3,600,000 $2.8M 0.14% DBT
198 CGCMT 2023-SMRT V/R 06/10/28 17291NAC5 May 2023 2,850,000 $2.8M 0.14% ABS-CBDO
199 US TREAS BDS 3.875% 05/15/43 912810TS7 May 2023 2,890,000 $2.8M 0.14% DBT
200 US TREAS NTS 3.625% 03/31/28 91282CGT2 May 2023 2,850,000 $2.8M 0.14% DBT
201 US TREAS NTS 3.875% 03/31/25 91282CGU9 May 2023 2,850,000 $2.8M 0.14% DBT
202 DOMINION ENERG 3.375% 04/01/30 25746UDG1 May 2023 3,135,000 $2.8M 0.14% DBT
203 LXS 2007-4N 1A3 V/R 03/25/47 52524HAD2 May 2023 3,072,765 $2.8M 0.14% ABS-CBDO
204 AMGEN INC 5.25% 03/02/33 031162DR8 May 2023 2,765,000 $2.8M 0.13% DBT
205 AT&T INC 2.55% 12/01/33 00206RMM1 May 2023 3,525,000 $2.8M 0.13% DBT
206 WELLS FARGO & COM V/R 04/24/34 95000U3D3 May 2023 2,765,000 $2.8M 0.13% DBT
207 GNR 2020-173 JI 2% 11/20/50 38382LPQ8 May 2023 25,650,350 $2.8M 0.13% ABS-CBDO
208 CROWN CASTLE INC 2.1% 04/01/31 22822VAW1 May 2023 3,410,000 $2.7M 0.13% DBT
209 BX 2021-VOLT C V/R 09/15/23 05609VAJ4 May 2023 2,900,000 $2.7M 0.13% ABS-CBDO
210 JPMMT 2006-S4 A7 6% 01/25/37 46629SAG7 May 2023 6,430,951 $2.7M 0.13% ABS-CBDO
211 CITIGROUP INC V/R 11/03/32 172967NE7 May 2023 3,375,000 $2.7M 0.13% DBT
212 CBASS 2006-CB4 A V/R 05/25/36 12498QAD8 May 2023 4,082,292 $2.7M 0.13% ABS-CBDO
213 MORGAN STANLEY V/R 01/22/31 6174468L6 May 2023 3,135,000 $2.7M 0.13% DBT
214 RMLT 2020-1 M1 V/R 01/26/60 76119CAD3 May 2023 3,100,000 $2.6M 0.13% ABS-CBDO
215 US TREAS NTS 4% 02/28/30 91282CGQ8 May 2023 2,600,000 $2.6M 0.13% DBT
216 US TREAS BDS 2% 11/15/41 912810TC2 May 2023 3,565,000 $2.6M 0.13% DBT
217 CROWN CASTLE T 4.241% 07/15/28 22822RBH2 May 2023 2,766,000 $2.6M 0.13% DBT
218 FNR 2014-11 KZ 2.5% 10/25/41 3136AJHE9 May 2023 2,896,354 $2.6M 0.12% ABS-CBDO
219 GMCAR 2021-1 C 1.04% 10/16/24 36261LAF8 May 2023 2,750,000 $2.6M 0.12% ABS-CBDO
220 UMBS P#AB7928 3% 02/01/43 31417EY21 May 2023 2,774,384 $2.5M 0.12% ABS-MBS
221 WESTERN MIDSTRE 6.15% 04/01/33 958667AE7 May 2023 2,525,000 $2.5M 0.12% DBT
222 BOSTON PROPERTIE 3.4% 06/21/29 10112RBB9 May 2023 3,000,000 $2.5M 0.12% DBT
223 LOWE'S COS INC 4.25% 04/01/52 548661EJ2 May 2023 3,090,000 $2.5M 0.12% DBT
224 US TREAS NTS 3.5% 01/31/28 91282CGH8 May 2023 2,500,000 $2.5M 0.12% DBT
225 MSBAM 2015-C2 3.249% 12/15/24 61764RBF4 May 2023 2,583,782 $2.5M 0.12% ABS-CBDO
226 RALI 2006-QS17 A8 6% 12/25/36 74922SAH1 May 2023 3,045,259 $2.5M 0.12% ABS-CBDO
227 INTERPUBLIC GROU 2.4% 03/01/31 460690BT6 May 2023 2,990,000 $2.5M 0.12% DBT
228 GNRT 6A A1R V/R 01/22/35 37148JAA1 May 2023 2,500,000 $2.4M 0.12% ABS-CBDO
229 US TIPS 0.125% 07/15/30 912828ZZ6 May 2023 2,690,016 $2.4M 0.12% DBT
230 VERUS 2021-1 B1 V/R 01/25/66 92537QAH4 May 2023 3,814,000 $2.4M 0.12% ABS-CBDO
231 G2SF 30 YR TBA 4.5% JUN 23 21H042661 May 2023 2,505,000 $2.4M 0.12% ABS-MBS
232 GMCAR 2023-2 B 4.82% 10/16/28 362583AF3 May 2023 2,455,000 $2.4M 0.12% ABS-CBDO
233 COMM 2020-CX 2.173% 11/10/30 12656KAA5 May 2023 3,035,000 $2.4M 0.12% ABS-CBDO
234 BOSTON PROPERTI 3.25% 01/30/31 10112RBD5 May 2023 2,975,000 $2.4M 0.12% DBT
235 FORDL 2021-A C 0.78% 07/15/23 34532QAF5 May 2023 2,378,324 $2.4M 0.11% ABS-CBDO
236 FHMS K121 X1 V/R 10/25/30 3137F83S0 May 2023 41,324,980 $2.4M 0.11% ABS-CBDO
237 UMBS P#CA7605 3% 11/01/50 3140QFNX3 May 2023 2,577,189 $2.3M 0.11% ABS-MBS
238 GNR 2022-61 EI 3% 07/20/51 38383PQQ7 May 2023 16,628,183 $2.3M 0.11% ABS-CBDO
239 SFAVE 2015-5AVE V/R 01/05/35 78413MAL2 May 2023 3,640,000 $2.3M 0.11% ABS-CBDO
240 LIFE 2022-BMR2 D V/R 05/15/24 53218DAJ7 May 2023 2,400,000 $2.3M 0.11% ABS-CBDO
241 TORONTO-DOMINION 3.2% 03/10/32 89114TZV7 May 2023 2,638,000 $2.3M 0.11% DBT
242 JPMORGAN CHASE & V/R 11/08/32 46647PCR5 May 2023 2,780,000 $2.3M 0.11% DBT
243 GNMA II 30 YR TBA 2% JUN 23 21H020667 May 2023 2,675,000 $2.3M 0.11% ABS-MBS
244 RAST 2005-A8CB A6 5% 07/25/35 45660LSU4 May 2023 3,657,305 $2.3M 0.11% ABS-CBDO
245 AMMST 2022-MF4 A V/R 01/15/32 03882LAJ9 May 2023 2,550,000 $2.2M 0.11% ABS-CBDO
246 GNR 2021-77 IT 2.5% 05/20/51 38382QW30 May 2023 15,062,695 $2.2M 0.11% ABS-CBDO
247 US TREAS NTS 4% 02/29/28 91282CGP0 May 2023 2,150,000 $2.2M 0.10% DBT
248 OFFICE PPTY INCO 4.5% 02/01/25 81618TAC4 May 2023 2,595,000 $2.2M 0.10% DBT
249 UMBS P#CA9381 2% 03/01/51 3140QHM77 May 2023 2,623,998 $2.2M 0.10% ABS-MBS
250 GNMA II P#MA7313 3% 04/20/51 36179WDS4 May 2023 2,388,363 $2.2M 0.10% ABS-MBS
251 JPMMT 2006-S1 2 6.5% 04/25/36 466247N82 May 2023 2,132,300 $2.1M 0.10% ABS-CBDO
252 AMERICAN TOWER C 2.1% 06/15/30 03027XBC3 May 2023 2,618,000 $2.1M 0.10% DBT
253 BP CAP MARKETS 4.893% 09/11/33 10373QBV1 May 2023 2,135,000 $2.1M 0.10% DBT
254 US TREAS NTS 3.875% 12/31/2027 91282CGC9 May 2023 2,100,000 $2.1M 0.10% DBT
255 GNMA II P#MA7768 3% 12/20/51 36179WTZ1 May 2023 2,329,888 $2.1M 0.10% ABS-MBS
256 GNMA II P#MA7649 2.5% 10/20/51 36179WQA9 May 2023 2,378,135 $2.1M 0.10% ABS-MBS
257 CBASS 2006-CB9 A V/R 11/25/36 12465MAD6 May 2023 4,407,577 $2.1M 0.10% ABS-CBDO
258 LLOYDS BANKING GR V/R 08/11/33 53944YAU7 May 2023 2,180,000 $2.1M 0.10% DBT
259 COMM 2020-CX 2.446% 11/10/30 12656KAE7 May 2023 2,615,000 $2.1M 0.10% ABS-CBDO
260 FHMS K064 X1 V/R 03/25/27 3137BXR20 May 2023 106,488,273 $2.0M 0.10% ABS-CBDO
261 AMMST 2022-MF4 B V/R 01/15/32 03882LAQ3 May 2023 2,600,000 $2.0M 0.10% ABS-CBDO
262 GNR 2021-30 IB 2.5% 02/20/51 38382NXY8 May 2023 14,556,434 $2.0M 0.10% ABS-CBDO
263 HOMES 2023-NQM2 V/R 05/25/27 43761KAA2 May 2023 2,000,000 $2.0M 0.10% ABS-CBDO
264 FHMS K130 X1 V/R 06/25/31 3137H1YX8 May 2023 30,155,624 $2.0M 0.10% ABS-CBDO
265 REGT6 2016-1A AR V/R 04/20/34 75887NAW9 May 2023 2,010,000 $2.0M 0.10% ABS-CBDO
266 CHARLES SCHWAB 2.75% 10/01/29 808513BX2 May 2023 2,301,000 $2.0M 0.09% DBT
267 FPPC 2022-1A A V/R 04/14/35 35455DAA5 May 2023 2,000,000 $2.0M 0.09% ABS-CBDO
268 CGMS 2014-3RA A1 V/R 07/27/31 14315LAA2 May 2023 1,973,747 $2.0M 0.09% ABS-CBDO
269 C4US 2021-1A A V/R 01/18/35 14016TAA7 May 2023 2,000,000 $1.9M 0.09% ABS-CBDO
270 DRSLF 2017-53A A V/R 01/15/31 26243EAA9 May 2023 1,953,578 $1.9M 0.09% ABS-CBDO
271 US TREAS BDS 2.5% 02/15/45 912810RK6 May 2023 2,470,000 $1.9M 0.09% DBT
272 PAID 2021-3 B 1.74% 05/15/29 69546RAB2 May 2023 1,999,891 $1.9M 0.09% ABS-CBDO
273 SYMP 2021-25A A V/R 04/19/34 87167WAC9 May 2023 1,955,000 $1.9M 0.09% ABS-CBDO
274 RACEP 2015-9A A1 V/R 10/15/30 74982WAA4 May 2023 1,921,900 $1.9M 0.09% ABS-CBDO
275 CSAIL 2015-C4 A3 V/R 08/15/20 12635RAW8 May 2023 1,985,982 $1.9M 0.09% ABS-CBDO
276 FHMS K132 X1 V/R 08/25/31 3137H3EX6 May 2023 55,984,345 $1.9M 0.09% ABS-CBDO
277 FHMS K129 X1 V/R 05/25/31 3137H13R5 May 2023 30,641,214 $1.9M 0.09% ABS-CBDO
278 ME 2019-1 A2 6.448% 07/30/24 55282GAA5 May 2023 1,930,000 $1.9M 0.09% ABS-CBDO
279 FHMS K125 X1 V/R 01/25/31 3137F9ZA2 May 2023 53,767,608 $1.9M 0.09% ABS-CBDO
280 UMBS P#MA4305 2% 04/01/51 31418DYB2 May 2023 2,193,996 $1.8M 0.09% ABS-MBS
281 UMBS P#CB0440 2.5% 05/01/51 3140QKP28 May 2023 2,108,652 $1.8M 0.09% ABS-MBS
282 UMBS P#FM9499 2.5% 11/01/51 3140XDRV0 May 2023 2,075,621 $1.8M 0.09% ABS-MBS
283 FNCI TBA 15YR 2% JUNE23 01F020463 May 2023 1,994,000 $1.8M 0.09% ABS-MBS
284 BX 2019-XL E V/R 10/15/21 056054AH2 May 2023 1,819,000 $1.8M 0.09% ABS-CBDO
285 UMBS P#BX9041 5% 04/01/53 3140NEBK0 May 2023 1,776,876 $1.8M 0.08% ABS-MBS
286 HSBC HOLDINGS PLC V/R 08/11/33 404280DH9 May 2023 1,785,000 $1.7M 0.08% DBT
287 GNR 2021-137 IQ 3% 08/20/51 38382WXF9 May 2023 11,661,387 $1.7M 0.08% ABS-CBDO
288 CGDB 2019-MOB E V/R 11/15/21 125284AJ8 May 2023 1,834,000 $1.7M 0.08% ABS-CBDO
289 CHARTER COMM OPT 4.8% 03/01/50 161175BT0 May 2023 2,380,000 $1.7M 0.08% DBT
290 LDPT 2021-A C 2.75% 09/15/24 52607FAC8 May 2023 1,790,000 $1.7M 0.08% ABS-CBDO
291 PNMSR 2021-FT1 A V/R 03/25/26 69346MAD1 May 2023 1,800,000 $1.7M 0.08% ABS-CBDO
292 CWALT 2007-4CB 1 V/R 04/25/37 02148FAA3 May 2023 2,226,323 $1.7M 0.08% ABS-CBDO
293 JPMCC 2019-OS 3.397% 06/05/29 46651EAA2 May 2023 1,950,000 $1.7M 0.08% ABS-CBDO
294 ORACLE CORP 3.6% 04/01/50 68389XBX2 May 2023 2,484,000 $1.7M 0.08% DBT
295 GNR 2022-49 IO V/R 03/16/64 38381EQ92 May 2023 28,297,646 $1.7M 0.08% ABS-CBDO
296 T-MOBILE USA I 2.875% 02/15/31 87264ABT1 May 2023 2,001,000 $1.7M 0.08% DBT
297 FNA 2020-M12 IO V/R 07/25/29 3136B87D5 May 2023 32,772,404 $1.7M 0.08% ABS-CBDO
298 UBS GROUP AG V/R 05/12/28 902613AP3 May 2023 1,768,000 $1.7M 0.08% DBT
299 FHMS K120 X1 V/R 10/25/30 3137F72R5 May 2023 29,087,961 $1.7M 0.08% ABS-CBDO
300 SNDPT 2021-1A A V/R 04/25/34 83614VAC9 May 2023 1,710,000 $1.7M 0.08% ABS-CBDO
301 VOLT 2021-NPL6 A V/R 03/25/24 91835EAA7 May 2023 1,799,958 $1.7M 0.08% ABS-CBDO
302 VENTR 2021-42A A V/R 04/15/34 923260AC7 May 2023 1,710,000 $1.7M 0.08% ABS-CBDO
303 FSRIA 2021-FL3 A V/R 08/16/26 30323CAA8 May 2023 1,690,000 $1.6M 0.08% ABS-CBDO
304 PROG 2021-SFR 2.732% 01/17/29 74333XAC4 May 2023 1,900,000 $1.6M 0.08% ABS-CBDO
305 US TREAS BDS 0% 11/30/26/ 91282CDK4 May 2023 1,780,000 $1.6M 0.08% DBT
306 BCC 2017-2A AR2 V/R 07/25/34 05683HAN5 May 2023 1,660,000 $1.6M 0.08% ABS-CBDO
307 GNR 2022-80 IO V/R 06/16/64 38381E5K0 May 2023 31,566,809 $1.6M 0.08% ABS-CBDO
308 SOUTHERN CO 3.7% 04/30/30 842587DE4 May 2023 1,750,000 $1.6M 0.08% DBT
309 MSRM 2020-RPL1 A V/R 10/25/23 61771HAA9 May 2023 1,605,634 $1.6M 0.08% ABS-CBDO
310 HUNTINGTON BANCSH V/R 05/17/33 446150BA1 May 2023 1,735,000 $1.6M 0.08% DBT
311 INTEL CORP 5.7% 02/10/53 458140CJ7 May 2023 1,605,000 $1.6M 0.08% DBT
312 BENCHMARK MTG 2.928% 12/15/72 08160KAE4 May 2023 1,835,000 $1.6M 0.08% ABS-CBDO
313 LIFE 2021-BMR A V/R 03/15/23 53218CAA8 May 2023 1,619,935 $1.6M 0.08% ABS-CBDO
314 UBSCM 2017-C7 3.418% 11/15/27 90276WAR8 May 2023 1,685,321 $1.6M 0.08% ABS-CBDO
315 AMERICAN TOWER 3.95% 03/15/29 03027XAU4 May 2023 1,680,000 $1.6M 0.08% DBT
316 AIGIM 2021-1A A V/R 04/22/34 00141YAA3 May 2023 1,600,000 $1.6M 0.08% ABS-CBDO
317 CARMX 2021-1 C 0.94% 02/18/25 14316NAF6 May 2023 1,700,000 $1.6M 0.08% ABS-CBDO
318 BBCMS 2020-C6 2.639% 01/15/30 05492TBP4 May 2023 1,800,000 $1.5M 0.07% ABS-CBDO
319 ENERGY TRANSFER 5.95% 10/01/43 29273RAZ2 May 2023 1,683,000 $1.5M 0.07% DBT
320 SIMON PROPERTY G 2.2% 02/01/31 828807DM6 May 2023 1,905,000 $1.5M 0.07% DBT
321 PAID 2023-3 A 7.6% 12/16/30 69548BAA7 May 2023 1,500,000 $1.5M 0.07% ABS-CBDO
322 PRPM 2021-9 A1 V/R 10/25/24 69360XAA4 May 2023 1,592,066 $1.5M 0.07% ABS-CBDO
323 JPMBB 2015-C27 C V/R 02/15/25 46644ABM3 May 2023 1,667,000 $1.5M 0.07% ABS-CBDO
324 GMCAR 2023-2 C 5.21% 12/18/28 362583AG1 May 2023 1,500,000 $1.5M 0.07% ABS-CBDO
325 DNKN 2019-1A 4.352% 05/20/29 233046AL5 May 2023 1,602,562 $1.5M 0.07% ABS-CBDO
326 UNITED AIR 2016 3.65% 10/07/25 90933JAA9 May 2023 1,586,806 $1.5M 0.07% DBT
327 SUNRN 2021-2A 2.27% 01/30/29 86772HAA5 May 2023 1,852,696 $1.5M 0.07% ABS-CBDO
328 PACIFIC GAS & EL 2.5% 02/01/31 694308JG3 May 2023 1,870,000 $1.5M 0.07% DBT
329 RPM INTERNATION 2.95% 01/15/32 749685AY9 May 2023 1,840,000 $1.5M 0.07% DBT
330 UMBS P#CB5300 5.5% 12/01/52 3140QQ3J2 May 2023 1,459,080 $1.5M 0.07% ABS-MBS
331 UMBS P#BQ4491 2% 02/01/51 3140KP7D9 May 2023 1,762,951 $1.5M 0.07% ABS-MBS
332 AMCAR 2022-2 B 4.81% 07/18/25 03065WAE5 May 2023 1,470,000 $1.5M 0.07% ABS-CBDO
333 UMBS P#BM4513 V/R 05/01/44 3140J9AP6 May 2023 1,431,632 $1.5M 0.07% ABS-MBS
334 CREDIT SUISSE GRO V/R 08/12/33 225401AZ1 May 2023 1,420,000 $1.4M 0.07% DBT
335 BALTA 2006-1 21A V/R 02/25/36 07386HB83 May 2023 2,084,507 $1.4M 0.07% ABS-CBDO
336 US TREAS NTS 0.375% 11/30/25 91282CAZ4 May 2023 1,580,000 $1.4M 0.07% DBT
337 FHMS K-1519 X1 V/R 12/25/35 3137F8TU7 May 2023 30,246,137 $1.4M 0.07% ABS-CBDO
338 GOLDMAN SACHS GRO V/R 04/22/32 38141GYB4 May 2023 1,740,000 $1.4M 0.07% DBT
339 RRAM 2017-1A A1A V/R 07/15/35 78108YAL6 May 2023 1,470,000 $1.4M 0.07% ABS-CBDO
340 GNR 2021-184 IO V/R 12/16/61 38381D5J5 May 2023 21,685,577 $1.4M 0.07% ABS-CBDO
341 FHMS Q001 A3 3.815% 02/25/32 3137BEWR1 May 2023 1,500,000 $1.4M 0.07% ABS-CBDO
342 GNR 2022-82 IO V/R 02/16/64 38381HCP4 May 2023 28,845,914 $1.4M 0.07% ABS-CBDO
343 UMBS P#SD8315 5% 04/01/53 3132DWGY3 May 2023 1,441,790 $1.4M 0.07% ABS-MBS
344 LOWE'S COS INC 5.625% 04/15/53 548661EM5 May 2023 1,450,000 $1.4M 0.07% DBT
345 BCC 2019-1A AR V/R 04/19/34 05683VAS3 May 2023 1,440,000 $1.4M 0.07% ABS-CBDO
346 PAID 2022-1 B 3.344% 10/15/29 69546MAB3 May 2023 1,499,802 $1.4M 0.07% ABS-CBDO
347 HPA 2021-1 D 2.477% 09/17/29 437300AG1 May 2023 1,682,987 $1.4M 0.07% ABS-CBDO
348 US TREAS NTS 3.875% 12/31/29 91282CGB1 May 2023 1,355,000 $1.4M 0.07% DBT
349 PACIFIC GAS & E 5.45% 06/15/27 694308KF3 May 2023 1,385,000 $1.4M 0.07% DBT
350 BX 2021-ARIA A V/R 10/15/23 05608RAA3 May 2023 1,400,000 $1.4M 0.07% ABS-CBDO
351 FNA 2020-M7 X2 V/R 03/25/31 3136B9DK0 May 2023 20,826,988 $1.4M 0.07% ABS-CBDO
352 CGCMT 2015-GC 3.762% 06/10/25 17323YAD1 May 2023 1,415,000 $1.4M 0.07% ABS-CBDO
353 AMGEN INC 5.65% 03/02/53 031162DT4 May 2023 1,350,000 $1.4M 0.07% DBT
354 AUTOZONE INC 1.65% 01/15/31 053332BA9 May 2023 1,702,000 $1.3M 0.06% DBT
355 MSBAM 2015-C2 3.531% 09/15/25 61690VAZ1 May 2023 1,405,000 $1.3M 0.06% ABS-CBDO
356 IMPRL 2022-NQM2 V/R 03/25/67 45276PAA4 May 2023 1,450,563 $1.3M 0.06% ABS-CBDO
357 GNR 2021-79 IO V/R 08/16/63 38381DBP4 May 2023 19,851,460 $1.3M 0.06% ABS-CBDO
358 CPS 2023-B A 5.91% 03/17/25 12664WAA9 May 2023 1,319,472 $1.3M 0.06% ABS-CBDO
359 AMMST 2021-MF2 C V/R 06/15/31 03881VAS8 May 2023 1,920,000 $1.3M 0.06% ABS-CBDO
360 GSMS 2018-GS9 A4 V/R 02/10/28 36255NAT2 May 2023 1,400,000 $1.3M 0.06% ABS-CBDO
361 WELF 2019-XA A1R V/R 07/20/32 94949WAM8 May 2023 1,335,000 $1.3M 0.06% ABS-CBDO
362 CSMC 2022-NQM1 A V/R 01/25/26 126416AA4 May 2023 1,515,716 $1.3M 0.06% ABS-CBDO
363 GSMS 2020-GC45 2.91% 12/13/29 36258YBG2 May 2023 1,500,000 $1.3M 0.06% ABS-CBDO
364 FKH 2022-SFR2 4.25% 07/17/27 33767PAA6 May 2023 1,362,296 $1.3M 0.06% ABS-CBDO
365 GNMA II P#MA7884 4% 02/20/52 36179WXM5 May 2023 1,350,803 $1.3M 0.06% ABS-MBS
366 UMBS P#BR1339 2% 02/01/51 3140KYPZ1 May 2023 1,536,293 $1.3M 0.06% ABS-MBS
367 WFCM 2016-BNK 2.652% 07/15/26 95000GAY0 May 2023 1,400,000 $1.3M 0.06% ABS-CBDO
368 DUPONT DE NEMO 4.725% 11/15/28 26078JAD2 May 2023 1,280,000 $1.3M 0.06% DBT
369 TPMT 2021-R1 A1 V/R 04/27/29 89179TAA2 May 2023 1,532,449 $1.3M 0.06% ABS-CBDO
370 MSBAM 2016-C31 C V/R 10/15/26 61766RBE5 May 2023 1,652,000 $1.3M 0.06% ABS-CBDO
371 BX 2019-OC11 E V/R 12/09/29 05606FAN3 May 2023 1,529,000 $1.3M 0.06% ABS-CBDO
372 BX 2022-GPA C V/R 08/09/24 05608UAL2 May 2023 1,265,000 $1.3M 0.06% ABS-CBDO
373 GNR 2021-35 IO V/R 12/16/62 38380RWA4 May 2023 17,307,083 $1.3M 0.06% ABS-CBDO
374 FNCI 15YR TBA 2.5% JUN 23 01F022469 May 2023 1,360,000 $1.3M 0.06% ABS-MBS
375 SOCIETE GENERALE V/R 06/15/33 83368RBL5 May 2023 1,335,000 $1.2M 0.06% DBT
376 AOMT 2022-1 A1 V/R 01/25/26 03464BAA6 May 2023 1,422,325 $1.2M 0.06% ABS-CBDO
377 DUKE ENERGY CARO 5.3% 02/15/40 26442CAH7 May 2023 1,225,000 $1.2M 0.06% DBT
378 COLT 2022-1 A1 V/R 12/27/66 19688HAA9 May 2023 1,417,967 $1.2M 0.06% ABS-CBDO
379 AMMST 2021-MF 2.513% 06/15/31 03881VAJ8 May 2023 1,485,000 $1.2M 0.06% ABS-CBDO
380 UNITEDHEALTH GR 4.25% 01/15/29 91324PEU2 May 2023 1,245,000 $1.2M 0.06% DBT
381 BX 2021-MFM1 D V/R 01/15/23 05608VAJ5 May 2023 1,265,943 $1.2M 0.06% ABS-CBDO
382 CADILLAC FAIRVIE 2.5% 10/15/31 68327LAD8 May 2023 1,545,000 $1.2M 0.06% DBT
383 PRET 2021-RN3 A1 V/R 09/25/51 74143JAA9 May 2023 1,338,021 $1.2M 0.06% ABS-CBDO
384 JPMMT 2021-3 B1 V/R 07/25/51 46592KBT8 May 2023 1,537,648 $1.2M 0.06% ABS-CBDO
385 GNR 2012-32 Z 3.5% 03/20/42 38378DY25 May 2023 1,282,467 $1.2M 0.06% ABS-CBDO
386 CQS 2021-1A A V/R 01/20/35 12659UAA0 May 2023 1,250,000 $1.2M 0.06% ABS-CBDO
387 DUKE ENERGY COR 2.55% 06/15/31 26441CBL8 May 2023 1,455,000 $1.2M 0.06% DBT
388 UMBS P#MA4326 2.5% 05/01/51 31418DYY2 May 2023 1,401,304 $1.2M 0.06% ABS-MBS
389 CSMC 2018-RPL9 A V/R 01/25/46 12654PAE8 May 2023 1,268,003 $1.2M 0.06% ABS-CBDO
390 CSMC 2010-8R 5A1 V/R 02/26/37 12644KJE3 May 2023 1,260,496 $1.2M 0.06% ABS-CBDO
391 MORGAN STANLEY V/R 09/16/36 61747YEF8 May 2023 1,565,000 $1.2M 0.06% DBT
392 MSC 2019-H7 A 3.524% 07/15/29 61771MAZ3 May 2023 1,356,000 $1.2M 0.06% ABS-CBDO
393 CITIGROUP INC V/R 07/24/28 172967LP4 May 2023 1,255,000 $1.2M 0.06% DBT
394 GOLDMAN SACHS GRO V/R 05/15/26 38141GXD1 May 2023 1,175,000 $1.2M 0.06% DBT
395 VCAT 2021-NPL6 A V/R 09/25/51 91824WAA0 May 2023 1,271,050 $1.2M 0.06% ABS-CBDO
396 BERKSHIRE HATHA 5.95% 05/15/37 59562VAP2 May 2023 1,100,000 $1.2M 0.06% DBT
397 CARR 2006-NC4 V/R 10/25/36 14453MAC8 May 2023 1,212,713 $1.2M 0.06% ABS-CBDO
398 AMERICAN TOWER 5.49% 03/15/28 03027WAM4 May 2023 1,140,000 $1.2M 0.06% DBT
399 VERIZON COMMUN 2.355% 03/15/32 92343VGN8 May 2023 1,425,000 $1.1M 0.06% DBT
400 META PLATFORMS 4.95% 05/15/33 30303M8N5 May 2023 1,150,000 $1.1M 0.06% DBT
401 UMBS P#MA4356 2.5% 06/01/51 31418DZW5 May 2023 1,339,105 $1.1M 0.06% ABS-MBS
402 NISOURCE INC 3.6% 05/01/30 65473PAJ4 May 2023 1,254,000 $1.1M 0.06% DBT
403 VERUS 2021-7 A1 V/R 10/25/66 92538QAA8 May 2023 1,343,297 $1.1M 0.06% ABS-CBDO
404 CSMC 2021-NQM6 A V/R 07/25/66 12662KAA7 May 2023 1,419,829 $1.1M 0.06% ABS-CBDO
405 US TIPS 0.75% 07/15/28 912828Y38 May 2023 1,184,413 $1.1M 0.06% DBT
406 CAPITAL ONE FINAN V/R 07/26/30 14040HCV5 May 2023 1,195,000 $1.1M 0.05% DBT
407 UMBS P#FM4733 4% 10/01/48 3140X8HK6 May 2023 1,177,965 $1.1M 0.05% ABS-MBS
408 OTIS WORLDWIDE 2.565% 02/15/30 68902VAK3 May 2023 1,295,000 $1.1M 0.05% DBT
409 NEXTERA ENERGY 4.625% 07/15/27 65339KCH1 May 2023 1,125,000 $1.1M 0.05% DBT
410 UMBS P#CA6902 2% 09/01/50 3140QEU42 May 2023 1,343,348 $1.1M 0.05% ABS-MBS
411 US TREAS NTS 3.5% 01/31/30 91282CGJ4 May 2023 1,125,000 $1.1M 0.05% DBT
412 COLT 2021-HX1 A1 V/R 10/25/66 19688KAA2 May 2023 1,367,670 $1.1M 0.05% ABS-CBDO
413 MONDELEZ INTERNA 1.5% 02/04/31 609207AX3 May 2023 1,380,000 $1.1M 0.05% DBT
414 CVS CAREMARK 6.943% 1/10/30 126650BQ2 May 2023 1,039,395 $1.1M 0.05% ABS-CBDO
415 UMBS P#FS0434 2.5% 11/01/51 3140XFPU9 May 2023 1,235,497 $1.1M 0.05% ABS-MBS
416 GNR 2021-129 IO V/R 06/16/63 38381DUB4 May 2023 15,186,856 $1.1M 0.05% ABS-CBDO
417 REGAL REXNORD C 6.05% 04/15/28 758750AD5 May 2023 1,085,000 $1.1M 0.05% DBT
418 GOLDMAN SACHS GRO V/R 07/21/32 38141GYJ7 May 2023 1,330,000 $1.1M 0.05% DBT
419 PAID 2021-1 B 2.13% 11/15/27 69547JAB9 May 2023 1,099,547 $1.1M 0.05% ABS-CBDO
420 DOMINION ENERG 5.375% 11/15/32 25746UDR7 May 2023 1,060,000 $1.1M 0.05% DBT
421 BANK OF NOVA SC 3.45% 04/11/25 06417XAH4 May 2023 1,100,000 $1.1M 0.05% DBT
422 WELLS FARGO & COM V/R 03/24/28 95000U2V4 May 2023 1,130,000 $1.1M 0.05% DBT
423 DAE FUNDING LLC 1.55% 08/01/24 23371DAJ3 May 2023 1,115,000 $1.1M 0.05% DBT
424 BROADCOM INC 4.926% 05/15/37 11135FBV2 May 2023 1,172,000 $1.1M 0.05% DBT
425 BLUEM 2019-24A A V/R 04/20/34 09609NAL9 May 2023 1,085,000 $1.1M 0.05% ABS-CBDO
426 OBX 2022-NQM1 A1 V/R 01/25/26 67114VAA1 May 2023 1,237,001 $1.1M 0.05% ABS-CBDO
427 JPMBB 2015-C28 C V/R 03/15/25 46644FAK7 May 2023 1,205,000 $1.0M 0.05% ABS-CBDO
428 COMCAST CORP 3.75% 04/01/40 20030NDH1 May 2023 1,250,000 $1.0M 0.05% DBT
429 ARIFL 2023-A A 5.41% 03/16/26 00218GAB8 May 2023 1,050,000 $1.0M 0.05% ABS-CBDO
430 UMBS P#BW1201 5% 09/01/52 3140MSKP9 May 2023 1,055,561 $1.0M 0.05% ABS-MBS
431 PRET 2021-NPL4 A V/R 10/27/24 741391AB2 May 2023 1,108,296 $1.0M 0.05% ABS-CBDO
432 GNR 2022-64 IO 2.5% 02/20/50 38383PU41 May 2023 8,485,182 $1.0M 0.05% ABS-CBDO
433 GNR 2021-52 IO V/R 04/16/63 38380RJ84 May 2023 19,287,852 $1.0M 0.05% ABS-CBDO
434 FHMS K124 X1 V/R 12/25/30 3137F9YZ8 May 2023 23,902,843 $1.0M 0.05% ABS-CBDO
435 PROG 2022-SFR 4.451% 07/20/27 74334DAA1 May 2023 1,065,000 $1.0M 0.05% ABS-CBDO
436 US TREAS BDS 2.25% 08/15/46 912810RT7 May 2023 1,390,000 $1.0M 0.05% DBT
437 MET LIFE GLOB FU 2.4% 01/11/32 59217GET2 May 2023 1,235,000 $1.0M 0.05% DBT
438 ROMANIA 3% 02/14/31 X7360WBP6 May 2023 1,228,000 $1.0M 0.05% DBT
439 JPMCC 2017-JP 3.489% 04/15/27 48128KAU5 May 2023 1,100,000 $1.0M 0.05% ABS-CBDO
440 GCAT 2021-NQM5 A V/R 07/25/66 36168KAA5 May 2023 1,253,755 $1.0M 0.05% ABS-CBDO
441 ENBRIDGE INC 5.7% 03/08/33 29250NBR5 May 2023 985,000 $1.0M 0.05% DBT
442 COMM 2015-CR2 3.497% 04/10/25 12593ABA2 May 2023 1,050,000 $1.0M 0.05% ABS-CBDO
443 AOMT 2021-6 A1 V/R 09/25/66 03465JAA8 May 2023 1,245,494 $998K 0.05% ABS-CBDO
444 GSMS 2018-GS9 C V/R 03/10/28 36255NAZ8 May 2023 1,200,000 $995K 0.05% ABS-CBDO
445 GNMA II P#MA8566 3.5% 01/20/53 36179XQT6 May 2023 1,071,496 $994K 0.05% ABS-MBS
446 ODART 2023-1A 5.41% 08/14/27 682685AA0 May 2023 995,000 $993K 0.05% ABS-CBDO
447 MNET 2023-1A A 6.56% 02/20/28 59170DAA9 May 2023 1,000,000 $988K 0.05% ABS-CBDO
448 BANK OF AMERICA C V/R 02/04/33 06051GKK4 May 2023 1,185,000 $988K 0.05% DBT
449 CSAIL 2018-C14 C V/R 10/15/28 12596GBF5 May 2023 1,205,000 $988K 0.05% ABS-CBDO
450 VOLT 2021-NP11 A V/R 07/25/24 92873HAA1 May 2023 1,077,726 $986K 0.05% ABS-CBDO
451 MP14 2018-2A A1R V/R 01/20/32 56608KAN3 May 2023 1,000,000 $985K 0.05% ABS-CBDO
452 UMBS P#MA2804 3% 11/01/36 31418CDJ0 May 2023 1,058,936 $982K 0.05% ABS-MBS
453 HLSY 2019-1A B1 V/R 01/20/33 406375AC9 May 2023 1,000,000 $980K 0.05% ABS-CBDO
454 MP21 2021-3A A1 V/R 10/17/34 56606KAA3 May 2023 1,000,000 $979K 0.05% ABS-CBDO
455 CAVU 2021-3A A V/R 01/18/35 89624GAA1 May 2023 1,000,000 $978K 0.05% ABS-CBDO
456 OCTR 2020-10A AR V/R 10/15/34 67516CAN9 May 2023 1,000,000 $975K 0.05% ABS-CBDO
457 PUTNM 2021-1A A V/R 10/15/34 88430TAA9 May 2023 1,000,000 $974K 0.05% ABS-CBDO
458 ANCHC 2014-4RA B V/R 01/28/31 03328LAC6 May 2023 1,000,000 $974K 0.05% ABS-CBDO
459 BATLN 2017-11A A V/R 04/24/34 07132LAL3 May 2023 1,000,000 $971K 0.05% ABS-CBDO
460 REG11 2018-1A B V/R 07/17/31 75887XAC1 May 2023 1,000,000 $969K 0.05% ABS-CBDO
461 GCAR 2021-2A C 1.08% 07/15/24 36261XAE5 May 2023 1,000,000 $968K 0.05% ABS-CBDO
462 MP22 2021-2A A V/R 07/25/34 56606GAA2 May 2023 1,000,000 $966K 0.05% ABS-CBDO
463 ROYALTY PHARMA P 2.2% 09/02/30 78081BAK9 May 2023 1,195,000 $964K 0.05% DBT
464 UMBS P#FS2020 4% 04/01/49 3140XHG68 May 2023 1,004,366 $959K 0.05% ABS-MBS
465 NEXTERA ENERGY 2.25% 06/01/30 65339KBR0 May 2023 1,155,000 $959K 0.05% DBT
466 WOODS 2017-16A A V/R 11/15/30 66859WAA0 May 2023 968,067 $958K 0.05% ABS-CBDO
467 CIM 2021-R6 A1 V/R 07/25/61 12567RAA8 May 2023 1,110,542 $958K 0.05% ABS-CBDO
468 ABSHE 2007-HE2 A V/R 05/25/37 04544TAD3 May 2023 1,384,954 $956K 0.05% ABS-CBDO
469 SEMPRA ENERGY 3.4% 02/01/28 816851BG3 May 2023 1,025,000 $954K 0.05% DBT
470 BRAVO 2021-C A1 V/R 03/01/61 105692AA5 May 2023 1,054,461 $952K 0.05% ABS-CBDO
471 WELF 2019-XA A2R V/R 07/20/32 94949WAN6 May 2023 1,000,000 $951K 0.05% ABS-CBDO
472 RALI 2005-QS13 5.5% 09/25/35 761118GU6 May 2023 1,158,414 $950K 0.05% ABS-CBDO
473 PRPM 2022-5 A1 V/R 09/27/27 69377VAA9 May 2023 963,924 $949K 0.05% ABS-CBDO
474 CVS HEALTH CORP AMRTZ 6.036%28 126650BP4 May 2023 939,203 $948K 0.05% DBT
475 UMBS P#BY0060 5% 04/01/53 3140NGB66 May 2023 961,023 $947K 0.05% ABS-MBS
476 VERUS 2021-6 A1 V/R 10/25/66 92538MAA7 May 2023 1,137,148 $947K 0.05% ABS-CBDO
477 EQUITABLE FINANC 1.8% 03/08/28 29449WAF4 May 2023 1,110,000 $941K 0.05% DBT
478 FHR 4116 AP 1.35% 08/15/42 3137AVJY4 May 2023 1,092,266 $940K 0.05% ABS-CBDO
479 PRET 2021-RN1 A1 V/R 07/25/24 74140QAA6 May 2023 1,002,912 $934K 0.05% ABS-CBDO
480 UMBS P#BW9008 5% 10/01/52 3140N2AJ0 May 2023 944,851 $931K 0.05% ABS-MBS
481 UPST 2020-1 C 4.899% 04/22/30 91679UAC6 May 2023 942,347 $928K 0.04% ABS-CBDO
482 BANK OF AMERICA C V/R 02/07/30 06051GHQ5 May 2023 1,000,000 $928K 0.04% DBT
483 OCT61 2023-2A B V/R 04/20/36 675947AC9 May 2023 925,000 $926K 0.04% ABS-CBDO
484 ALCON FINANCE C 2.75% 09/23/26 01400EAA1 May 2023 995,000 $924K 0.04% DBT
485 UMBS P#RA2977 2.5% 07/01/50 3133KJJW3 May 2023 1,060,497 $913K 0.04% ABS-MBS
486 UMBS P#FS1172 3% 11/01/51 3140XGJS9 May 2023 1,024,901 $912K 0.04% ABS-MBS
487 CREDIT AGRICOL 5.301% 07/12/28 22534PAC7 May 2023 900,000 $911K 0.04% DBT
488 VERUS 2021-5 A1 V/R 09/25/66 92538KAA1 May 2023 1,118,487 $906K 0.04% ABS-CBDO
489 CROWN CASTLE INC 4.8% 09/01/28 22822VBB6 May 2023 920,000 $905K 0.04% DBT
490 SOFI 2018-B BF 3.83% 01/25/27 83404RAC2 May 2023 1,000,000 $905K 0.04% ABS-CBDO
491 FNR 2013-62 PY 2.5% 06/25/43 3136AELQ8 May 2023 1,072,000 $903K 0.04% ABS-CBDO
492 UMBS P#QF2008 5% 10/01/52 3133BPGR3 May 2023 914,669 $902K 0.04% ABS-MBS
493 WLAKE 2023-2A 6.14% 03/15/28 959926AE6 May 2023 895,000 $902K 0.04% ABS-CBDO
494 COMM 2020-CX C V/R 11/10/30 12656KAG2 May 2023 1,150,000 $899K 0.04% ABS-CBDO
495 NEW YORK TRANS 4.248% 09/01/35 650117AA2 May 2023 920,000 $898K 0.04% DBT
496 NRZT 2021-NQM3 A V/R 11/27/56 64831TAA5 May 2023 1,094,524 $898K 0.04% ABS-CBDO
497 JPMORGAN CHASE & V/R 01/29/27 46647PBA3 May 2023 925,000 $894K 0.04% DBT
498 G2SF 30YR TBA 4% JUN 23 21H040665 May 2023 940,000 $893K 0.04% ABS-MBS
499 UMBS P#FM8535 4% 06/01/48 3140XCPV4 May 2023 927,335 $890K 0.04% ABS-MBS
500 CFII 2023-1A A 5.65% 05/15/26 165183CU6 May 2023 893,923 $890K 0.04% ABS-CBDO
501 T-MOBILE USA IN 2.25% 02/15/26 87264ABR5 May 2023 960,000 $890K 0.04% DBT
502 BANK OF AMERICA C V/R 09/21/36 06051GKC2 May 2023 1,165,000 $884K 0.04% DBT
503 JPMDB 2020-COR7 V/R 03/13/30 46652JBB7 May 2023 1,123,000 $884K 0.04% ABS-CBDO
504 LCM 15A DR V/R 07/20/30 50184NAQ5 May 2023 1,000,000 $884K 0.04% ABS-CBDO
505 DUKE ENERGY COR 2.65% 09/01/26 26441CAS4 May 2023 950,000 $882K 0.04% DBT
506 EXELON CORP 5.15% 03/15/28 30161NBJ9 May 2023 870,000 $876K 0.04% DBT
507 CVS HEALTH CORP 4.78% 03/25/38 126650CY4 May 2023 947,000 $876K 0.04% DBT
508 MP3 2013-1A AR V/R 10/20/30 553205AC9 May 2023 885,687 $875K 0.04% ABS-CBDO
509 STAR 2021-4 A1 V/R 08/25/56 85573PAA0 May 2023 1,039,111 $873K 0.04% ABS-CBDO
510 GOOD 2021-5CS C 3.5% 10/20/48 38237HAC1 May 2023 1,357,279 $873K 0.04% ABS-CBDO
511 FHR 4265 GL 3% 04/15/42 3137B5R96 May 2023 1,000,000 $872K 0.04% ABS-CBDO
512 MKS 2017-1A AR V/R 07/20/30 55317AAA7 May 2023 885,600 $871K 0.04% ABS-CBDO
513 DPABS 2019-1A 3.668% 10/25/29 25755TAL4 May 2023 982,012 $868K 0.04% ABS-CBDO
514 BNP PARIBAS V/R 06/09/26 09659W2L7 May 2023 935,000 $868K 0.04% DBT
515 NLT 2021-INV1 A1 V/R 05/25/56 62923JAA0 May 2023 1,053,534 $868K 0.04% ABS-CBDO
516 UMBS P#SD8288 5% 01/01/53 3132DWF57 May 2023 874,169 $861K 0.04% ABS-MBS
517 UMBS P#FS4114 4.5% 03/01/53 3140XKSC5 May 2023 888,852 $861K 0.04% ABS-MBS
518 HSBC HOLDINGS PLC V/R 03/29/33 404280DC0 May 2023 950,000 $860K 0.04% DBT
519 WSTOP 2020-1A 2.841% 12/05/27 974153AB4 May 2023 987,500 $858K 0.04% ABS-CBDO
520 UMBS P#FM8350 1.5% 09/01/51 3140XCH43 May 2023 1,096,212 $854K 0.04% ABS-MBS
521 FTAB 2021-NPL1 A V/R 06/25/61 33835CAA3 May 2023 922,203 $853K 0.04% ABS-CBDO
522 MORGAN STANLEY V/R 04/20/29 61747YFD2 May 2023 855,000 $852K 0.04% DBT
523 VERUS 2022-1 A1 V/R 01/25/67 92538WAA5 May 2023 942,236 $845K 0.04% ABS-CBDO
524 CAMB 2019-LIFE A V/R 12/15/20 12482HAA2 May 2023 851,000 $841K 0.04% ABS-CBDO
525 EART 2021-1A E 2.21% 02/18/25 30166RAG2 May 2023 900,000 $836K 0.04% ABS-CBDO
526 UMBS P#BR4393 2% 03/01/51 3140L23B7 May 2023 1,010,327 $834K 0.04% ABS-MBS
527 CONAGRA BRANDS 4.85% 11/01/28 205887CC4 May 2023 845,000 $832K 0.04% DBT
528 MF1 2022-FL8 AS V/R 02/19/37 55284JAC3 May 2023 845,000 $827K 0.04% ABS-CBDO
529 UMBS P#CB0609 2.5% 05/01/51 3140QKVB1 May 2023 960,254 $827K 0.04% ABS-MBS
530 SDART 2022-4 B 4.42% 09/15/25 80286FAD5 May 2023 840,000 $822K 0.04% ABS-CBDO
531 PHILIP MORRIS 4.875% 02/15/28 718172CZ0 May 2023 820,000 $817K 0.04% DBT
532 NAVSL 2023-A A 5.51% 10/15/32 638961AA0 May 2023 815,000 $812K 0.04% ABS-CBDO
533 TRK 2021-1 A1 V/R 07/25/23 89053BAA2 May 2023 840,000 $808K 0.04% ABS-CBDO
534 COLT 2021-3 A1 V/R 09/27/66 19688FAA3 May 2023 1,020,522 $807K 0.04% ABS-CBDO
535 GNMA II P#MA7590 3% 09/20/51 36179WNF1 May 2023 890,584 $804K 0.04% ABS-MBS
536 DEUTSCHE BANK NY V/R 11/24/26 251526CE7 May 2023 905,000 $803K 0.04% DBT
537 GNMA II P#MA7535 3% 08/20/51 36179WLQ9 May 2023 888,212 $802K 0.04% ABS-MBS
538 STAR 2021-6 A1 V/R 11/25/66 85573RAA6 May 2023 972,335 $800K 0.04% ABS-CBDO
539 EXPEDIA GROUP IN 3.8% 02/15/28 30212PAP0 May 2023 850,000 $798K 0.04% DBT
540 CHARTER COMM OPT 2.3% 02/01/32 161175BX1 May 2023 1,055,000 $794K 0.04% DBT
541 UMBS P#BH5752 3.5% 11/01/47 3140GUMA2 May 2023 849,144 $789K 0.04% ABS-MBS
542 UMBS P#ZS4748 4% 12/01/47 3132A5HZ1 May 2023 824,872 $788K 0.04% ABS-MBS
543 COMCAST CORP 4.8% 05/15/33 20030NEE7 May 2023 790,000 $788K 0.04% DBT
544 CSFB 2005-9 5A6 5.5% 10/25/35 2254586D5 May 2023 1,403,289 $788K 0.04% ABS-CBDO
545 WELLS FARGO & COM V/R 07/25/28 95000U3A9 May 2023 800,000 $787K 0.04% DBT
546 UMBS P#ZL6785 3.5% 08/01/43 3131XNRE5 May 2023 830,990 $784K 0.04% ABS-MBS
547 VOLT 2021-NPL2 A V/R 01/25/24 92873CAA2 May 2023 854,953 $779K 0.04% ABS-CBDO
548 EVERGY INC 2.9% 09/15/29 30034WAB2 May 2023 880,000 $777K 0.04% DBT
549 UMBS P#FS2099 1.5% 04/01/52 3140XHKM8 May 2023 985,443 $768K 0.04% ABS-MBS
550 GSTNE 2019-FL2 C V/R 10/15/24 39809LAE4 May 2023 785,000 $767K 0.04% ABS-CBDO
551 IMPRL 2021-NQM3 V/R 11/25/56 452762AA5 May 2023 914,104 $766K 0.04% ABS-CBDO
552 MICROCHIP TECHN 2.67% 09/01/23 595017AZ7 May 2023 770,000 $763K 0.04% DBT
553 BROOKLYN UNION 4.866% 08/05/32 114259AW4 May 2023 800,000 $759K 0.04% DBT
554 FNMA 30YR TBA 6% JUN 23 01F060667 May 2023 750,000 $759K 0.04% ABS-MBS
555 MED 2021-MDLN G V/R 11/15/23 58403YBA3 May 2023 825,040 $757K 0.04% ABS-CBDO
556 WFCM 2018-C45 4.147% 12/15/27 95001NAW8 May 2023 780,083 $755K 0.04% ABS-CBDO
557 BSPRT 2021-FL6 A V/R 03/15/36 05601HAA2 May 2023 775,000 $755K 0.04% ABS-CBDO
558 TNG23 2023-1 5.102% 04/01/33 88258MAA3 May 2023 735,000 $753K 0.04% ABS-CBDO
559 GOVT OF BERMUD 2.375% 08/20/30 G10367AE3 May 2023 890,000 $750K 0.04% DBT
560 PART 2022-1A B 6.55% 01/15/25 74113RAG4 May 2023 745,000 $750K 0.04% ABS-CBDO
561 SOUTHERN CAL EDI 4.9% 06/01/26 842400HW6 May 2023 755,000 $750K 0.04% DBT
562 SDART 2022-7 B 5.95% 01/15/26 80287FAD4 May 2023 740,000 $746K 0.04% ABS-CBDO
563 UMBS P#MA4281 2% 03/01/51 31418DXK3 May 2023 896,652 $741K 0.04% ABS-MBS
564 JPMCC 2020-ACE C V/R 01/10/25 46591PAG7 May 2023 823,000 $741K 0.04% ABS-CBDO
565 DEFT 2023-1 A3 5.65% 09/22/28 24702HAE3 May 2023 734,000 $740K 0.04% ABS-CBDO
566 CELANESE US HO 6.165% 07/15/27 15089QAM6 May 2023 735,000 $740K 0.04% DBT
567 WEN 2021-1A A2 2.37% 03/15/29 95058XAK4 May 2023 879,338 $737K 0.04% ABS-CBDO
568 MFT 2019-4A C 3.76% 12/17/29 57110AAC8 May 2023 743,535 $734K 0.04% ABS-CBDO
569 CSAIL 2016-C7 B V/R 10/15/26 12637UBB4 May 2023 824,000 $732K 0.04% ABS-CBDO
570 UMBS P#FM8609 3% 09/01/51 3140XCR75 May 2023 816,628 $730K 0.04% ABS-MBS
571 US TIPS 0.25% 02/15/50 912810SM1 May 2023 1,044,887 $728K 0.04% DBT
572 MET TRANSPRTN 6.814% 11/15/40 59259YGF0 May 2023 680,000 $725K 0.04% DBT
573 VCAT 2021-NPL4 A V/R 08/26/24 91823DAA3 May 2023 783,537 $724K 0.04% ABS-CBDO
574 UMBS P#BR0948 2% 04/01/51 3140KYBS2 May 2023 872,923 $721K 0.03% ABS-MBS
575 SGR 2021-1 A1 V/R 07/25/61 784212AA0 May 2023 912,013 $721K 0.03% ABS-CBDO
576 BANK OF AMERICA C V/R 04/29/31 06051GJB6 May 2023 855,000 $718K 0.03% DBT
577 MANUF & TRADERS 4.7% 01/27/28 55279HAW0 May 2023 765,000 $716K 0.03% DBT
578 UMBS P#CA7257 2.5% 10/01/50 3140QFB32 May 2023 826,987 $716K 0.03% ABS-MBS
579 UMBS P#BK1983 3.5% 03/01/33 3140HFFZ7 May 2023 738,992 $714K 0.03% ABS-MBS
580 MASSACHUSETTS S 4.11% 07/15/31 576004HG3 May 2023 725,000 $712K 0.03% DBT
581 PARAMOUNT GLOBAL 4.2% 05/19/32 92556HAD9 May 2023 845,000 $709K 0.03% DBT
582 CGCMT 2016-P4 B V/R 06/10/26 29429EAJ0 May 2023 805,000 $708K 0.03% ABS-CBDO
583 BANK OF AMERICA C V/R 04/25/29 06051GLG2 May 2023 710,000 $708K 0.03% DBT
584 EFMT 2021-3 A1 V/R 09/25/66 31573JAA8 May 2023 902,728 $707K 0.03% ABS-CBDO
585 VOLT 2021-NPL8 A V/R 04/25/51 92872VAA1 May 2023 770,645 $705K 0.03% ABS-CBDO
586 ANGLO AMERICAN 3.875% 03/16/29 034863BB5 May 2023 770,000 $704K 0.03% DBT
587 AOMT 2021-5 A1 V/R 07/25/66 03465HAA2 May 2023 854,506 $703K 0.03% ABS-CBDO
588 UMBS P#BR4390 2% 03/01/51 3140L22Y8 May 2023 850,590 $703K 0.03% ABS-MBS
589 BLACKSTONE HOLDING 2% 01/30/32 09261BAD2 May 2023 935,000 $702K 0.03% DBT
590 SNVA 2021-A A 1.8% 02/21/28 86746EAA5 May 2023 828,788 $702K 0.03% ABS-CBDO
591 UMBS P#RA5052 2% 04/01/51 3133KLTH0 May 2023 848,847 $701K 0.03% ABS-MBS
592 GCAT 2021-NQM4 A V/R 08/25/25 36168HAA2 May 2023 890,964 $700K 0.03% ABS-CBDO
593 CREDIT SUISSE NE 7.5% 02/15/28 22550L2M2 May 2023 660,000 $699K 0.03% DBT
594 HPA 2021-1 F 3.325% 09/17/29 437300AL0 May 2023 885,646 $699K 0.03% ABS-CBDO
595 ENEL FINANCE INTL 5% 06/15/32 29278GAX6 May 2023 735,000 $693K 0.03% DBT
596 UMBS P#FS2033 2% 06/01/36 3140XHHK6 May 2023 764,187 $687K 0.03% ABS-MBS
597 UMBS P#SD2305 5.5% 02/01/53 3132DPR26 May 2023 678,978 $683K 0.03% ABS-MBS
598 MSC 2019-L3 XA V/R 11/15/29 61691UBF5 May 2023 21,957,067 $682K 0.03% ABS-CBDO
599 PHILIP MORRIS 5.125% 11/17/27 718172CV9 May 2023 675,000 $682K 0.03% DBT
600 FHR 4504 DZ 3.5% 08/15/45 3137BL7E2 May 2023 734,208 $681K 0.03% ABS-CBDO
601 JPMORGAN CHASE & V/R 01/23/29 46647PAM8 May 2023 730,000 $680K 0.03% DBT
602 UMBS P#FS2715 3.5% 04/01/52 3140XJAR4 May 2023 735,479 $676K 0.03% ABS-MBS
603 TRANSCANADA PIPE 2.5% 10/12/31 89352HBC2 May 2023 835,000 $673K 0.03% DBT
604 WFCM 2020-C55 2.937% 01/15/30 95002EBC0 May 2023 806,000 $673K 0.03% ABS-CBDO
605 PHILIP MORRIS 5.125% 02/15/30 718172DA4 May 2023 680,000 $673K 0.03% DBT
606 LOWE'S COS INC 4.4% 09/08/25 548661EK9 May 2023 680,000 $673K 0.03% DBT
607 ELEVANCE HEALTH 4.1% 05/15/32 036752AT0 May 2023 715,000 $672K 0.03% DBT
608 UMBS P#ZK9295 3% 02/01/33 3131XDKG9 May 2023 705,592 $671K 0.03% ABS-MBS
609 GSMS 2015-GC3 3.382% 05/10/25 36250GAP0 May 2023 705,000 $671K 0.03% ABS-CBDO
610 CSMC 2021-NQM4 A V/R 06/25/25 12659PAA1 May 2023 819,173 $669K 0.03% ABS-CBDO
611 UMBS P#MA4204 2% 12/01/40 31418DU67 May 2023 774,540 $668K 0.03% ABS-MBS
612 GNMA II P#MA7988 3% 04/20/52 36179W2V9 May 2023 738,091 $664K 0.03% ABS-MBS
613 UMBS P#FM5109 3.5% 05/01/47 3140X8VB0 May 2023 706,094 $662K 0.03% ABS-MBS
614 GNMA II P#4636 4.5% 02/20/40 36202FEH5 May 2023 661,642 $661K 0.03% ABS-MBS
615 UMBS P#FS1369 4% 04/01/50 3140XGQX0 May 2023 692,247 $661K 0.03% ABS-MBS
616 CAPITAL ONE FINAN V/R 07/24/26 14040HCU7 May 2023 675,000 $660K 0.03% DBT
617 JPMORGAN CHASE & V/R 01/25/33 46647PCU8 May 2023 780,000 $660K 0.03% DBT
618 UMBS P#CB4135 5% 07/01/52 3140QPSZ1 May 2023 669,428 $660K 0.03% ABS-MBS
619 BERKSHIRE HATH 6.125% 04/01/36 59562VAM9 May 2023 610,000 $660K 0.03% DBT
620 T-MOBILE USA I 3.875% 04/15/30 87264ABF1 May 2023 710,000 $659K 0.03% DBT
621 UMBS P#ZS4586 4% 10/01/44 3132A5CX1 May 2023 679,755 $655K 0.03% ABS-MBS
622 BBCMS 2018-TALL V/R 03/15/21 05548WAL1 May 2023 1,236,000 $653K 0.03% ABS-CBDO
623 UMBS P#BQ7737 2% 03/01/51 3140KTS30 May 2023 790,559 $653K 0.03% ABS-MBS
624 GNMA II P#MA6867 3.5% 09/20/50 36179VTY6 May 2023 697,159 $652K 0.03% ABS-MBS
625 GUARDIAN LIFE G 1.25% 05/13/26 40139LBD4 May 2023 725,000 $652K 0.03% DBT
626 ELM23 2023-2A B V/R 04/16/36 29003YAC5 May 2023 655,000 $651K 0.03% ABS-CBDO
627 UMBS P#CB1146 3% 07/01/51 3140QLHY5 May 2023 729,354 $651K 0.03% ABS-MBS
628 VENTR 2021-43A A V/R 04/15/34 92290CAB5 May 2023 660,000 $647K 0.03% ABS-CBDO
629 UMBS P#RA5663 3% 08/01/51 3133KMJG1 May 2023 722,377 $646K 0.03% ABS-MBS
630 JPMCC 2022-NLP A V/R 04/15/27 466317AA2 May 2023 679,836 $645K 0.03% ABS-CBDO
631 DISCOVERY COMMU 4.65% 05/15/50 25470DBH1 May 2023 880,000 $644K 0.03% DBT
632 FHMS K122 X1 V/R 11/25/30 3137F82T9 May 2023 12,732,663 $644K 0.03% ABS-CBDO
633 UMBS P#SD1090 2% 04/01/52 3132DNF73 May 2023 776,057 $643K 0.03% ABS-MBS
634 US TREAS BDS 4% 11/15/52 912810TL2 May 2023 625,000 $642K 0.03% DBT
635 JPMCC 2018-WPT F V/R 07/05/23 46645WBJ1 May 2023 805,000 $642K 0.03% ABS-CBDO
636 BAT CAPITAL CO 2.726% 03/25/31 05526DBS3 May 2023 800,000 $638K 0.03% DBT
637 ROYALTY PHARMA P 3.3% 09/02/40 78081BAL7 May 2023 905,000 $636K 0.03% DBT
638 NVIDIA CORP 2.85% 04/01/30 67066GAF1 May 2023 695,000 $635K 0.03% DBT
639 MSC 2020-L4 B 3.082% 02/15/30 61770KBB0 May 2023 806,000 $632K 0.03% ABS-CBDO
640 CSX CORP 3.35% 09/15/49 126408HR7 May 2023 870,000 $630K 0.03% DBT
641 CSMC 2021-NQM2 A V/R 02/25/66 12662EAA1 May 2023 748,317 $630K 0.03% ABS-CBDO
642 ENTERPRISE PROD 3.75% 02/15/25 29379VBE2 May 2023 640,000 $628K 0.03% DBT
643 BARCLAYS PLC V/R 05/09/34 06738ECG8 May 2023 620,000 $626K 0.03% DBT
644 GNMA II P#MA7589 2.5% 09/20/51 36179WNE4 May 2023 714,603 $626K 0.03% ABS-MBS
645 MACQUARIE GROUP L V/R 01/14/33 55608JAZ1 May 2023 780,000 $626K 0.03% DBT
646 FNR 2017-22 BZ 3.5% 04/25/47 3136AVW62 May 2023 686,913 $625K 0.03% ABS-CBDO
647 GSMS 2021-IP D V/R 10/15/23 36262MAG3 May 2023 700,000 $624K 0.03% ABS-CBDO
648 US TIPS 0.125% 02/15/52 912810TE8 May 2023 945,492 $624K 0.03% DBT
649 FNR 2017-105 ZE 3% 01/25/48 3136B0MR4 May 2023 780,617 $623K 0.03% ABS-CBDO
650 VOLT 2021-CF1 A1 V/R 08/25/24 92873JAA7 May 2023 668,401 $623K 0.03% ABS-CBDO
651 STAR 2021-3 A1 V/R 06/25/56 85573JAA4 May 2023 765,381 $623K 0.03% ABS-CBDO
652 UMBS P#BW7753 5% 10/01/52 3140N0TK1 May 2023 628,934 $620K 0.03% ABS-MBS
653 HPA 2021-1 E 2.577% 09/17/29 437300AJ5 May 2023 768,772 $620K 0.03% ABS-CBDO
654 TARGA RESOURCES PA 4% 01/15/32 87612BBU5 May 2023 720,000 $617K 0.03% DBT
655 PRPM 2021-5 A1 V/R 06/25/24 69358DAA2 May 2023 669,444 $615K 0.03% ABS-CBDO
656 UMBS P#RB0715 2% 12/01/41 3133KTYL8 May 2023 715,529 $612K 0.03% ABS-MBS
657 UMBS P#BA4018 3.5% 03/01/46 3140E8PC6 May 2023 653,014 $609K 0.03% ABS-MBS
658 BRIGHTHSE FIN G 1.75% 01/13/25 10921U2H0 May 2023 650,000 $608K 0.03% DBT
659 ATHENE GLOBAL 2.646% 10/04/31 04685A3E9 May 2023 800,000 $608K 0.03% DBT
660 STANDARD CHARTERE V/R 11/16/28 853254CN8 May 2023 565,000 $607K 0.03% DBT
661 PACIFIC GAS & E 4.55% 07/01/30 694308JM0 May 2023 665,000 $606K 0.03% DBT
662 GNR 2014-12 ZB 3% 01/16/44 38378PE79 May 2023 667,947 $606K 0.03% ABS-CBDO
663 META PLATFORMS I 5.6% 05/15/53 30303M8Q8 May 2023 605,000 $605K 0.03% DBT
664 CVS HEALTH COR 5.125% 02/21/30 126650DT4 May 2023 605,000 $603K 0.03% DBT
665 UMBS P#FS1386 3% 10/01/51 3140XGRG6 May 2023 673,352 $603K 0.03% ABS-MBS
666 FNA 2020-M15 X1 V/R 09/25/31 3136B9MX2 May 2023 10,757,221 $603K 0.03% ABS-CBDO
667 BECTON DICKINS 4.693% 02/13/28 075887CQ0 May 2023 600,000 $599K 0.03% DBT
668 TORONTO-DOMINI 4.693% 09/15/27 89115A2H4 May 2023 610,000 $599K 0.03% DBT
669 FNR 2012-120 ZB 3.5% 11/25/42 3136A9Q43 May 2023 644,163 $596K 0.03% ABS-CBDO
670 ABBVIE INC 3.85% 06/15/24 00287YCV9 May 2023 605,000 $596K 0.03% DBT
671 EFMT 2022-1 A1 V/R 01/25/67 31573CAA3 May 2023 707,358 $595K 0.03% ABS-CBDO
672 WARNERMEDIA HO 3.755% 03/15/27 55903VBA0 May 2023 635,000 $595K 0.03% DBT
673 JACOBS ENGINEERI 5.9% 03/01/33 469814AA5 May 2023 600,000 $595K 0.03% DBT
674 FNR 2015-55 PD 2.5% 03/25/43 3136APF72 May 2023 624,524 $594K 0.03% ABS-CBDO
675 DTE ENERGY CO 4.875% 06/01/28 233331BJ5 May 2023 600,000 $593K 0.03% DBT
676 GNMA II P#MA6930 2% 10/20/50 36179VVX5 May 2023 695,944 $593K 0.03% ABS-MBS
677 LLPL CAPITAL P 6.875% 02/04/39 50201PAA4 May 2023 661,680 $592K 0.03% DBT
678 BROADCOM INC 3.419% 04/15/33 11135FBK6 May 2023 712,000 $591K 0.03% DBT
679 ANHEUSER-BUSCH 5.55% 01/23/49 03523TBV9 May 2023 565,000 $591K 0.03% DBT
680 WORKDAY INC 3.7% 04/01/29 98138HAH4 May 2023 635,000 $591K 0.03% DBT
681 DOLLAR GENERAL C 3.5% 04/03/30 256677AG0 May 2023 650,000 $589K 0.03% DBT
682 O'REILLY AUTOMOT 4.7% 06/15/32 67103HAL1 May 2023 605,000 $589K 0.03% DBT
683 UMBS P#BX3200 5% 12/01/52 3140N7RW2 May 2023 598,195 $589K 0.03% ABS-MBS
684 KINDER MORGAN IN 5.2% 06/01/33 49456BAX9 May 2023 610,000 $589K 0.03% DBT
685 GEORGIA-PACIFIC 3.6% 03/01/25 37331NAH4 May 2023 605,000 $589K 0.03% DBT
686 SMITHFIELD FOOD 4.25% 02/01/27 832248AZ1 May 2023 625,000 $589K 0.03% DBT
687 QUANTA SERVICES 2.35% 01/15/32 74762EAH5 May 2023 740,000 $588K 0.03% DBT
688 JPMORGAN CHASE & V/R 04/22/32 46647PCC8 May 2023 705,000 $587K 0.03% DBT
689 DIAMONDBACK ENE 6.25% 03/15/33 25278XAV1 May 2023 565,000 $587K 0.03% DBT
690 WELLTOWER OP LL 2.05% 01/15/29 95040QAN4 May 2023 700,000 $586K 0.03% DBT
691 WELLS FARGO & COMP 3% 04/22/26 949746RW3 May 2023 620,000 $586K 0.03% DBT
692 BOEING CO 2.95% 02/01/30 097023CN3 May 2023 670,000 $584K 0.03% DBT
693 HOST HOTELS & RE 3.5% 09/15/30 44107TAZ9 May 2023 690,000 $584K 0.03% DBT
694 CD 2017-CD4 XA V/R 04/10/27 12515DAS3 May 2023 15,981,364 $584K 0.03% ABS-CBDO
695 GNMA II P#MA5528 4% 10/20/48 36179UD90 May 2023 605,575 $582K 0.03% ABS-MBS
696 CHENIERE ENERG 4.625% 10/15/28 16411RAK5 May 2023 620,000 $582K 0.03% DBT
697 UMBS P#QC9119 3% 10/01/51 3133AUDY1 May 2023 650,096 $581K 0.03% ABS-MBS
698 UNITED MEXICAN 6.338% 05/04/53 91087BAX8 May 2023 579,000 $581K 0.03% DBT
699 MARRIOTT INTERN 2.85% 04/15/31 571903BG7 May 2023 690,000 $580K 0.03% DBT
700 COMCAST CORP 2.937% 11/01/56 20030NDU2 May 2023 904,000 $579K 0.03% DBT
701 ROMANIA 3% 02/27/27 77586RAK6 May 2023 636,000 $579K 0.03% DBT
702 UMBS P#CB5113 5.5% 11/01/52 3140QQVF9 May 2023 576,622 $578K 0.03% ABS-MBS
703 CARGILL INC 2.125% 11/10/31 141781BS2 May 2023 710,000 $578K 0.03% DBT
704 UMBS P#BF0175 2.5% 01/01/57 3140FXFR8 May 2023 676,038 $578K 0.03% ABS-MBS
705 DPABS 2021-1A 2.662% 10/25/28 25755TAN0 May 2023 671,300 $578K 0.03% ABS-CBDO
706 UMBS P#BD7043 4% 03/01/47 3140FEZH0 May 2023 603,314 $578K 0.03% ABS-MBS
707 MORGAN STANLEY V/R 02/01/29 61747YFA8 May 2023 580,000 $577K 0.03% DBT
708 HUNGARY 5.25% 06/16/29 445545AP1 May 2023 595,000 $576K 0.03% DBT
709 NATIONAL RURAL 4.15% 12/15/32 637432NZ4 May 2023 615,000 $576K 0.03% DBT
710 OMNICOM GROUP I 2.45% 04/30/30 681919BB1 May 2023 680,000 $574K 0.03% DBT
711 BANK OF MONTREAL V/R 01/10/37 06368DH72 May 2023 720,000 $573K 0.03% DBT
712 SHERWIN-WILLIAMS 2.3% 05/15/30 824348BL9 May 2023 680,000 $572K 0.03% DBT
713 WESTPAC BANKING C V/R 11/18/36 961214EX7 May 2023 745,000 $572K 0.03% DBT
714 UMBS P#FS3621 2.5% 11/01/51 3140XKAX8 May 2023 664,558 $571K 0.03% ABS-MBS
715 INVITATION HOMES 2.7% 01/15/34 46188BAC6 May 2023 755,000 $571K 0.03% DBT
716 EART 2021-1A D 1.08% 01/15/25 30166RAF4 May 2023 600,000 $571K 0.03% ABS-CBDO
717 GNR 2018-37 BY 3.5% 03/20/48 38380VVW8 May 2023 625,000 $569K 0.03% ABS-CBDO
718 PRPM 2021-8 A1 V/R 09/25/26 69360MAA8 May 2023 610,758 $568K 0.03% ABS-CBDO
719 OBX 2021-NQM1 A1 V/R 03/25/25 67114BAA5 May 2023 698,807 $565K 0.03% ABS-CBDO
720 CROWN CASTLE INC 4.3% 02/15/29 22822VAL5 May 2023 590,000 $563K 0.03% DBT
721 AOMT 2021-3 A1 V/R 06/25/25 03465EAA9 May 2023 681,351 $561K 0.03% ABS-CBDO
722 AMERICAN EXPRES 3.95% 08/01/25 025816CY3 May 2023 575,000 $561K 0.03% DBT
723 UNITEDHEALTH GROUP 4% 05/15/29 91324PEH1 May 2023 580,000 $561K 0.03% DBT
724 VICI PROPERTIE 5.125% 05/15/32 925650AD5 May 2023 600,000 $560K 0.03% DBT
725 WILLIS NORTH AM 2.95% 09/15/29 970648AJ0 May 2023 650,000 $560K 0.03% DBT
726 UMBS P#BY0059 5% 04/01/53 3140NGB58 May 2023 567,079 $559K 0.03% ABS-MBS
727 ESSENTIAL UTIL 3.351% 04/15/50 29670GAE2 May 2023 810,000 $559K 0.03% DBT
728 WELLS FARGO & COM V/R 05/22/28 95000U2A0 May 2023 595,000 $558K 0.03% DBT
729 AVNT 2021-REV1 1.21% 01/15/24 05353LAA3 May 2023 570,000 $557K 0.03% ABS-CBDO
730 SCRT 2020-1 MT 2.5% 08/25/59 35563PNN5 May 2023 650,599 $556K 0.03% ABS-CBDO
731 SANTANDER HOLDING V/R 01/06/28 80282KBC9 May 2023 635,000 $555K 0.03% DBT
732 NAVSL 2021-FA 1.11% 05/15/29 63942GAA1 May 2023 652,072 $554K 0.03% ABS-CBDO
733 PRPM 2021-6 A1 V/R 07/25/24 69360FAA3 May 2023 602,580 $553K 0.03% ABS-CBDO
734 SOUTHWESTERN ELE 5.3% 04/01/33 845437BU5 May 2023 555,000 $551K 0.03% DBT
735 AMAZON.COM INC 4.1% 04/13/62 023135CK0 May 2023 650,000 $550K 0.03% DBT
736 GNR 2021-58 SL V/R 04/20/51 38382RCV8 May 2023 16,734,738 $548K 0.03% ABS-CBDO
737 OHIO POWER COMPANY 5% 06/01/33 677415CV1 May 2023 555,000 $548K 0.03% DBT
738 UNITED AIRLINES 4.15% 04/11/24 210795PZ7 May 2023 558,593 $547K 0.03% DBT
739 METLIFE INC 5.25% 01/15/54 59156RCD8 May 2023 575,000 $547K 0.03% DBT
740 PRET 2021-NPL2 A V/R 06/25/24 741386AA4 May 2023 587,183 $543K 0.03% ABS-CBDO
741 FSRIA 2021-FL2 A V/R 05/16/38 30319YAA6 May 2023 560,000 $542K 0.03% ABS-CBDO
742 UMBS P#QB9896 2% 03/01/51 3133AG7H6 May 2023 653,391 $540K 0.03% ABS-MBS
743 FHR 5201 PA 2.5% 03/25/52 3137H6KN4 May 2023 611,559 $539K 0.03% ABS-CBDO
744 BANK OF NY MELLON V/R 04/26/27 06406RBQ9 May 2023 540,000 $538K 0.03% DBT
745 CSMC 2021-NQM8 A V/R 10/25/66 12659FAA3 May 2023 632,222 $537K 0.03% ABS-CBDO
746 WARNERMEDIA HO 4.279% 03/15/32 55903VBC6 May 2023 615,000 $537K 0.03% DBT
747 US T BILL ZCP 12/28/23 912796ZN2 May 2023 550,000 $535K 0.03% STIV
748 GNMA II P#MA8199 3.5% 08/20/52 36179XDC7 May 2023 576,883 $535K 0.03% ABS-MBS
749 BX 2019-XL D V/R 10/15/21 056054AG4 May 2023 544,000 $534K 0.03% ABS-CBDO
750 GCAT 2021-NQM3 A V/R 05/25/66 36167HAA3 May 2023 653,232 $534K 0.03% ABS-CBDO
751 DOLLAR TREE INC 4% 05/15/25 256746AG3 May 2023 545,000 $533K 0.03% DBT
752 UMBS P#RA3988 2.5% 11/01/50 3133KKND7 May 2023 618,263 $532K 0.03% ABS-MBS
753 WRKCO INC 3.75% 03/15/25 96145DAF2 May 2023 550,000 $532K 0.03% DBT
754 TRTX 2021-FL4 A V/R 03/15/38 87276WAA1 May 2023 548,363 $529K 0.03% ABS-CBDO
755 SOUTHERN CO 4.85% 06/15/28 842587DQ7 May 2023 535,000 $529K 0.03% DBT
756 WELLS FARGO & COM V/R 03/02/33 95000U2U6 May 2023 615,000 $528K 0.03% DBT
757 BARCLAYS PLC V/R 11/02/28 06738ECD5 May 2023 500,000 $527K 0.03% DBT
758 UPSPT 2021-ST4 A 2% 07/20/27 91534HAA4 May 2023 555,955 $527K 0.03% ABS-CBDO
759 GE HEALTHCARE 5.857% 03/15/30 36267VAG8 May 2023 510,000 $525K 0.03% DBT
760 UMBS P#SB8046 3% 05/01/35 3132D55F5 May 2023 554,926 $525K 0.03% ABS-MBS
761 PROG 2023-SFR1 4.3% 03/09/28 74334FAA6 May 2023 550,000 $523K 0.03% ABS-CBDO
762 HESS CORP 7.3% 08/15/31 023551AJ3 May 2023 475,000 $521K 0.03% DBT
763 FHR 3835 FO ZCP 04/15/41 3137A9WQ5 May 2023 640,839 $520K 0.03% ABS-CBDO
764 UMBS P#AL7968 3% 01/01/31 3138EQ2A9 May 2023 539,713 $520K 0.03% ABS-MBS
765 ATHENE HOLDING 3.95% 05/25/51 04686JAD3 May 2023 790,000 $519K 0.03% DBT
766 UMBS P#RB5111 2% 05/01/41 3133KYVC0 May 2023 600,578 $516K 0.02% ABS-MBS
767 PUGET ENERGY IN 3.65% 05/15/25 745310AH5 May 2023 535,000 $515K 0.02% DBT
768 KCOT 2023-1A A 5.02% 10/15/26 50117KAC4 May 2023 515,000 $515K 0.02% ABS-CBDO
769 PHILLIPS 66 CO 4.95% 12/01/27 718547AT9 May 2023 515,000 $514K 0.02% DBT
770 UMBS P#FS4639 6% 05/01/53 3140XLEM6 May 2023 500,000 $512K 0.02% ABS-MBS
771 NORTHROP GRUMMA 5.15% 05/01/40 666807BT8 May 2023 520,000 $510K 0.02% DBT
772 MSC 2016-UB11 XA V/R 08/15/26 61767FBB6 May 2023 14,057,372 $508K 0.02% ABS-CBDO
773 GEORGIA POWER CO 2.1% 07/30/23 373334KM2 May 2023 510,000 $507K 0.02% DBT
774 PACIFIC GAS & E 3.25% 06/01/31 694308JT5 May 2023 610,000 $505K 0.02% DBT
775 TRITON CONTAINE 3.25% 03/15/32 89681LAA0 May 2023 660,000 $504K 0.02% DBT
776 AFFRM 2023-A 1 6.61% 01/15/25 00834JAE0 May 2023 505,000 $502K 0.02% ABS-CBDO
777 BX 2021-VOLT E V/R 09/15/23 05609VAN5 May 2023 536,000 $501K 0.02% ABS-CBDO
778 JPMBB 2016-C1 3.576% 01/15/26 46645LAY3 May 2023 529,000 $501K 0.02% ABS-CBDO
779 CWALT 2005-28CB 5.5% 08/25/35 12667GWW9 May 2023 578,262 $500K 0.02% ABS-CBDO
780 ABBVIE INC 4.25% 11/21/49 00287YCB3 May 2023 590,000 $500K 0.02% DBT
781 GNMA II P#MA2304 4% 10/20/44 36179QRZ6 May 2023 512,216 $499K 0.02% ABS-MBS
782 BOEING CO 5.04% 05/01/27 097023CU7 May 2023 500,000 $496K 0.02% DBT
783 NXP BV/NXP FUN 4.875% 03/01/24 62947QBA5 May 2023 500,000 $496K 0.02% DBT
784 VIRGINIA ELEC & PO 5% 04/01/33 927804GK4 May 2023 500,000 $495K 0.02% DBT
785 DCOT 2019-MTC 2.965% 10/15/29 23312BAA8 May 2023 610,000 $493K 0.02% ABS-CBDO
786 ALM 2020-1A A2 V/R 10/15/29 00166FAG1 May 2023 500,000 $493K 0.02% ABS-CBDO
787 JPMCC 2020-LOOP V/R 12/05/26 46651WAJ3 May 2023 805,000 $493K 0.02% ABS-CBDO
788 EART 2022-1A B 2.18% 05/15/24 30167JAD6 May 2023 500,000 $493K 0.02% ABS-CBDO
789 OBX 2021-NQM3 A1 V/R 07/25/61 67114JAA8 May 2023 642,504 $491K 0.02% ABS-CBDO
790 SAND 2021-1A A1 V/R 10/15/34 800130AA4 May 2023 500,000 $489K 0.02% ABS-CBDO
791 ALLEG 2019-1A AR V/R 07/20/32 01750FAJ5 May 2023 500,000 $489K 0.02% ABS-CBDO
792 ARROW ELECTRON 3.875% 01/12/28 042735BF6 May 2023 525,000 $489K 0.02% DBT
793 UMBS P#RA8307 6% 12/01/52 3133KQGQ3 May 2023 477,977 $489K 0.02% ABS-MBS
794 GNRT 9A A V/R 10/20/34 37147LAA7 May 2023 500,000 $489K 0.02% ABS-CBDO
795 HLSY 2021-5A A1A V/R 01/30/35 406371AA2 May 2023 500,000 $488K 0.02% ABS-CBDO
796 OCT51 2021-1A A V/R 07/20/34 67578JAA7 May 2023 500,000 $488K 0.02% ABS-CBDO
797 CSMC 2020-NET 2.256% 08/15/25 126438AA8 May 2023 542,412 $487K 0.02% ABS-CBDO
798 DEUTSCHE BANK NY V/R 01/18/29 251526CS6 May 2023 485,000 $487K 0.02% DBT
799 UMBS P#FM5166 3% 12/01/50 3140X8W45 May 2023 543,843 $485K 0.02% ABS-MBS
800 SCHLUMBERGER IN 4.85% 05/15/33 806854AL9 May 2023 490,000 $485K 0.02% DBT
801 ORACLE CORP 6.15% 11/09/29 68389XCH6 May 2023 460,000 $485K 0.02% DBT
802 PRET 2021-NPL3 A V/R 07/25/24 74143EAA0 May 2023 525,919 $485K 0.02% ABS-CBDO
803 MSC 2019-H7 B 3.725% 07/15/29 61771MBA7 May 2023 583,000 $485K 0.02% ABS-CBDO
804 SNDPT 2020-2A AR V/R 10/25/34 83611VAS7 May 2023 500,000 $484K 0.02% ABS-CBDO
805 EFF 2023-1 A3 5.42% 11/22/27 29375CAC3 May 2023 480,000 $483K 0.02% ABS-CBDO
806 GNMA II P#MA5817 4% 03/20/49 36179UPA4 May 2023 502,960 $483K 0.02% ABS-MBS
807 CSMC 2021-B33 3.167% 10/10/31 12658WAC3 May 2023 650,000 $482K 0.02% ABS-CBDO
808 GWT 2019-WOLF E V/R 12/15/24 39152TAN0 May 2023 500,000 $482K 0.02% ABS-CBDO
809 FHR 4892 ES V/R 07/25/45 3137FMSN3 May 2023 4,489,346 $476K 0.02% ABS-CBDO
810 UMBS P#RA5917 3% 09/01/51 3133KMSE6 May 2023 530,970 $475K 0.02% ABS-MBS
811 GWT 2019-WOLF F V/R 12/15/24 39152TAQ3 May 2023 500,000 $475K 0.02% ABS-CBDO
812 UMBS P#CB4917 5.5% 10/01/52 3140QQPB5 May 2023 472,182 $475K 0.02% ABS-MBS
813 APID 2013-12A CR V/R 04/15/31 03764DAK7 May 2023 500,000 $475K 0.02% ABS-CBDO
814 AIR LEASE CORP 3.25% 03/01/25 00912XBA1 May 2023 495,000 $471K 0.02% DBT
815 GNMA II P#MA8486 3% 12/20/52 36179XNB8 May 2023 523,741 $471K 0.02% ABS-MBS
816 SCRT 2019-1 MT 3.5% 07/25/58 35563PJE0 May 2023 520,213 $470K 0.02% ABS-CBDO
817 STAR 2021-1 A1 V/R 05/25/65 85573GAA0 May 2023 545,633 $470K 0.02% ABS-CBDO
818 UMBS P#MA4120 2.5% 09/01/50 31418DSJ2 May 2023 544,752 $470K 0.02% ABS-MBS
819 ENERGY TRANSFER 4.95% 06/15/28 29278NAF0 May 2023 480,000 $469K 0.02% DBT
820 BG ENERGY CAPI 5.125% 10/15/41 05541VAF3 May 2023 500,000 $469K 0.02% DBT
821 UMBS P#BS8255 4.19% 04/01/28 3140LKE58 May 2023 475,000 $468K 0.02% ABS-MBS
822 EART 2023-1A B 5.72% 03/15/25 30168BAD2 May 2023 470,000 $467K 0.02% ABS-CBDO
823 FCAT 2023-2 B 5.21% 05/15/28 33843EAG6 May 2023 470,000 $467K 0.02% ABS-CBDO
824 UMBS P#CA6740 3% 08/01/50 3140QEP22 May 2023 521,811 $466K 0.02% ABS-MBS
825 FNR 2014-95 ZC 3% 01/25/45 3136AL3J8 May 2023 530,819 $465K 0.02% ABS-CBDO
826 COLT 2021-1 A1 V/R 06/25/66 19688EAA6 May 2023 573,637 $462K 0.02% ABS-CBDO
827 GNMA II P#785305 3% 06/20/50 3622AAYA6 May 2023 526,186 $462K 0.02% ABS-MBS
828 UMBS P#BM4919 4% 11/01/38 3140J9PD7 May 2023 478,079 $461K 0.02% ABS-MBS
829 MSC 2018-SUN A V/R 07/15/20 61691MAA5 May 2023 467,000 $460K 0.02% ABS-CBDO
830 HALEON US CAPI 3.375% 03/24/29 36264FAL5 May 2023 500,000 $460K 0.02% DBT
831 UMBS P#BU7899 2.5% 01/01/52 3140M9X51 May 2023 531,719 $458K 0.02% ABS-MBS
832 BPCE SA V/R 10/19/27 05583JAK8 May 2023 520,000 $457K 0.02% DBT
833 UMBS P#MA4256 2.5% 02/01/51 31418DWS7 May 2023 528,429 $454K 0.02% ABS-MBS
834 UMBS P#BS8547 4.46% 05/01/28 3140LKP98 May 2023 452,369 $453K 0.02% ABS-MBS
835 GILEAD SCIENCES 1.65% 10/01/30 375558BY8 May 2023 555,000 $453K 0.02% DBT
836 EXPEDIA GROUP INC 5% 02/15/26 30212PAM7 May 2023 455,000 $452K 0.02% DBT
837 CAALT 2021-3A A 1% 07/15/24 22535GAA0 May 2023 465,000 $452K 0.02% ABS-CBDO
838 UMBS P#FS2185 4% 06/01/52 3140XHNB9 May 2023 476,723 $452K 0.02% ABS-MBS
839 T/L JAZZ FINANC 0% 05/05/2028 N/A May 2023 452,516 $451K 0.02% LON
840 NXP BV/NXP FDG 3.875% 06/18/26 62954HAZ1 May 2023 470,000 $451K 0.02% DBT
841 T/L BAUSCH & LOMB 0% 05/05/27 N/A May 2023 467,272 $451K 0.02% LON
842 UMBS P#RA3513 2.5% 09/01/50 3133KJ3W0 May 2023 525,533 $450K 0.02% ABS-MBS
843 AMERICAN TOWER 3.65% 03/15/27 03027XBV1 May 2023 475,000 $449K 0.02% DBT
844 ESTEE LAUDER C 4.375% 05/15/28 29736RAS9 May 2023 450,000 $448K 0.02% DBT
845 UPSPT 2021-ST3 A 2% 05/20/27 91681PAA7 May 2023 467,424 $447K 0.02% ABS-CBDO
846 GNR 2022-24 GA 3% 02/20/52 38383F2D4 May 2023 489,695 $447K 0.02% ABS-CBDO
847 MARVELL TECHNOL 1.65% 04/15/26 573874AC8 May 2023 495,000 $447K 0.02% DBT
848 PETROBRAS GLOBA 6.75% 06/03/50 71647NBG3 May 2023 500,000 $447K 0.02% DBT
849 UMBS P#MA4208 2% 12/01/50 31418DVA7 May 2023 539,488 $446K 0.02% ABS-MBS
850 CONSTELLATION 2.875% 05/01/30 21036PBF4 May 2023 510,000 $445K 0.02% DBT
851 SABINE PASS LIQUEF 5% 03/15/27 785592AS5 May 2023 450,000 $445K 0.02% DBT
852 EXXON MOBIL CO 4.227% 03/19/40 30231GBF8 May 2023 485,000 $444K 0.02% DBT
853 FNR 2013-15 ZV 3% 03/25/43 3136ACR60 May 2023 497,660 $443K 0.02% ABS-CBDO
854 LMAT 2021-GS3 A1 V/R 07/25/61 52474XAA3 May 2023 478,701 $442K 0.02% ABS-CBDO
855 AOMT 2021-4 A1 V/R 07/20/25 03464EAA0 May 2023 555,325 $442K 0.02% ABS-CBDO
856 UMBS P#BS6519 3.52% 11/01/32 3140LHG53 May 2023 475,000 $441K 0.02% ABS-MBS
857 UMBS P#BT5572 3% 08/01/51 3140LUFN6 May 2023 490,921 $439K 0.02% ABS-MBS
858 SOUTHERN CAL E 4.125% 03/01/48 842400GK3 May 2023 545,000 $439K 0.02% DBT
859 NETAPP INC 1.875% 06/22/25 64110DAL8 May 2023 470,000 $438K 0.02% DBT
860 MASS MUTUAL LI 3.375% 04/15/50 575767AQ1 May 2023 615,000 $436K 0.02% DBT
861 FNR 2016-43 GZ 3% 07/25/46 3136ASXH4 May 2023 507,338 $436K 0.02% ABS-CBDO
862 FNR 2011-142 PE 3.5% 01/25/42 3136A3NU1 May 2023 471,000 $436K 0.02% ABS-CBDO
863 T/L TRANS UNION 0% 12/01/2028 N/A May 2023 438,997 $435K 0.02% LON
864 CALIFORNIA ST 7.3% 10/01/39 13063A7D0 May 2023 360,000 $435K 0.02% DBT
865 GNMA II P#MA1375 3.5% 10/20/43 36179NQ43 May 2023 456,581 $433K 0.02% ABS-MBS
866 CGCMT 2015-GC35 V/R 11/10/48 17324KAV0 May 2023 31,687,758 $432K 0.02% ABS-CBDO
867 PRPM 2021-3 A1 V/R 04/25/26 69357PAA6 May 2023 459,048 $432K 0.02% ABS-CBDO
868 UMBS P#ZA6520 4% 04/01/49 31329QG54 May 2023 451,810 $431K 0.02% ABS-MBS
869 UMBS P#FS2598 3% 05/01/52 3140XH3G0 May 2023 481,421 $430K 0.02% ABS-MBS
870 COLT 2021-2 A1 V/R 08/25/66 19685WAA9 May 2023 554,575 $429K 0.02% ABS-CBDO
871 TMIR 2021-3 M1A V/R 02/25/34 89600HAA7 May 2023 429,613 $429K 0.02% ABS-CBDO
872 CCG 2023-1 A2 5.82% 07/14/26 12512XAB9 May 2023 425,000 $428K 0.02% ABS-CBDO
873 PENSKE TRUCK LEA 4.4% 07/01/27 709599BN3 May 2023 450,000 $428K 0.02% DBT
874 UMBS P#SD8098 2% 10/01/50 3132DV7K5 May 2023 515,396 $426K 0.02% ABS-MBS
875 DALLAS-FORT WO 4.507% 11/01/51 23503CAN7 May 2023 465,000 $425K 0.02% DBT
876 DUKE ENERGY CORP 4.5% 08/15/32 26441CBT1 May 2023 450,000 $425K 0.02% DBT
877 PRINCIPAL FINA 5.375% 03/15/33 74251VAT9 May 2023 425,000 $425K 0.02% DBT
878 AT&T INC 3.65% 06/01/51 00206RKA9 May 2023 585,000 $424K 0.02% DBT
879 UMBS P#FM6887 2.5% 05/01/51 3140XAUM2 May 2023 491,053 $424K 0.02% ABS-MBS
880 EDISON INTERNAT 5.25% 11/15/28 281020AY3 May 2023 430,000 $424K 0.02% DBT
881 UMBS P#SD7541 2% 05/01/51 3132DVLW3 May 2023 507,637 $423K 0.02% ABS-MBS
882 AVOLON HOLDING 2.125% 02/21/26 05401AAM3 May 2023 480,000 $422K 0.02% DBT
883 WALMART INC 4% 04/15/30 931142FC2 May 2023 430,000 $422K 0.02% DBT
884 UNITEDHEALTH GR 5.35% 02/15/33 91324PER9 May 2023 405,000 $422K 0.02% DBT
885 UMBS P#FM5063 3.5% 07/01/50 3140X8TV9 May 2023 455,312 $422K 0.02% ABS-MBS
886 UMBS P#CB0414 2.5% 05/01/51 3140QKN87 May 2023 489,904 $421K 0.02% ABS-MBS
887 T-MOBILE USA IN 5.05% 07/15/33 87264ACY9 May 2023 425,000 $419K 0.02% DBT
888 ALEXANDRIA REA 1.875% 02/01/33 015271AV1 May 2023 570,000 $418K 0.02% DBT
889 HSBC HOLDINGS PLC V/R 03/09/29 404280DU0 May 2023 410,000 $418K 0.02% DBT
890 UMBS P#FS0043 3% 05/01/51 3140XFBM2 May 2023 462,884 $417K 0.02% ABS-MBS
891 VOLT 2021-NPL4 A V/R 03/27/51 92873BAA4 May 2023 440,249 $413K 0.02% ABS-CBDO
892 T/L MEDLINE BORROW 0% 10/23/28 58503UAC7 May 2023 425,700 $412K 0.02% LON
893 PMTCR 2019-3R A V/R 10/27/22 69349MAA4 May 2023 421,521 $411K 0.02% ABS-CBDO
894 BANK 2018-BN10 X V/R 02/15/61 065404BF1 May 2023 15,523,216 $409K 0.02% ABS-CBDO
895 GCAT 2021-NQM2 A V/R 05/25/66 36166XAA9 May 2023 495,724 $409K 0.02% ABS-CBDO
896 PACIFIC GAS & E 4.95% 07/01/50 694308JN8 May 2023 525,000 $409K 0.02% DBT
897 AEP TEXAS INC 3.45% 01/15/50 00108WAK6 May 2023 575,000 $409K 0.02% DBT
898 IMPRL 2021-NQM2 V/R 09/25/56 452761AA7 May 2023 504,168 $407K 0.02% ABS-CBDO
899 UMBS P#MA3059 3.5% 07/01/37 31418CMH4 May 2023 425,740 $406K 0.02% ABS-MBS
900 GCAT 2021-NQM7 A V/R 12/25/25 36167YAA6 May 2023 469,103 $406K 0.02% ABS-CBDO
901 GEORGIA POWER CO 4.7% 05/15/32 373334KQ3 May 2023 415,000 $404K 0.02% DBT
902 BANK 2017-BNK4 X V/R 05/15/50 06541FBB4 May 2023 10,103,023 $404K 0.02% ABS-CBDO
903 CSMC 2021-NQM5 A V/R 06/25/25 22946DAA0 May 2023 513,086 $403K 0.02% ABS-CBDO
904 MARSH & MCLENNA 4.75% 03/15/39 571748BH4 May 2023 435,000 $403K 0.02% DBT
905 UMBS P#SD8135 2.5% 03/01/51 3132DWBC6 May 2023 468,439 $403K 0.02% ABS-MBS
906 WILLIAMS COMPAN 4.65% 08/15/32 969457BZ2 May 2023 425,000 $402K 0.02% DBT
907 BRASKEM NETHERLAN V/R 01/23/81 N15516AF9 May 2023 400,000 $402K 0.02% DBT
908 INTEL CORP 5.05% 08/05/62 458140CC2 May 2023 450,000 $400K 0.02% DBT
909 CIGNA GROUP/THE 5.4% 03/15/33 125523CS7 May 2023 390,000 $398K 0.02% DBT
910 UMBS P#ZA3968 3% 05/01/33 31329MMR8 May 2023 419,074 $397K 0.02% ABS-MBS
911 COREBRIDGE FINA 3.85% 04/05/29 21871XAE9 May 2023 440,000 $397K 0.02% DBT
912 GCAT 2021-NQM1 A V/R 01/25/66 36167TAA7 May 2023 470,508 $396K 0.02% ABS-CBDO
913 SAUDI INTERNATIONA 5% 01/18/53 80413TBE8 May 2023 430,000 $395K 0.02% DBT
914 BROWN & BROWN 2.375% 03/15/31 115236AC5 May 2023 490,000 $395K 0.02% DBT
915 WILLIAMS COMPAN 5.65% 03/15/33 969457CJ7 May 2023 390,000 $394K 0.02% DBT
916 MINEJESA CAPIT 5.625% 08/10/37 N57445AB9 May 2023 500,000 $394K 0.02% DBT
917 WILLIAMS COMPANI 2.6% 03/15/31 969457BY5 May 2023 475,000 $393K 0.02% DBT
918 UMBS P#FS0701 3% 12/01/51 3140XFX71 May 2023 438,135 $391K 0.02% ABS-MBS
919 UMBS P#CB1131 2.5% 07/01/51 3140QLHH2 May 2023 453,076 $390K 0.02% ABS-MBS
920 UMBS P#CA8933 2% 02/01/51 3140QG4T1 May 2023 469,866 $388K 0.02% ABS-MBS
921 UMBS P#BR1035 2% 05/01/51 3140KYEH3 May 2023 470,133 $388K 0.02% ABS-MBS
922 BHP BILLITON FIN 4.9% 02/28/33 055451BA5 May 2023 385,000 $387K 0.02% DBT
923 WELLS FARGO & COM V/R 04/25/26 95000U2X0 May 2023 395,000 $384K 0.02% DBT
924 OGLETHORPE POWE 5.05% 10/01/48 677050AN6 May 2023 435,000 $383K 0.02% DBT
925 UMBS P#FS3771 4.5% 12/01/37 3140XKFM7 May 2023 386,535 $383K 0.02% ABS-MBS
926 ENTERPRISE PROD 5.35% 01/31/33 29379VCD3 May 2023 375,000 $382K 0.02% DBT
927 NATWEST GROUP PLC V/R 03/02/27 639057AJ7 May 2023 380,000 $381K 0.02% DBT
928 GNMA II P#MA3736 3.5% 06/20/46 36179SEH6 May 2023 404,205 $381K 0.02% ABS-MBS
929 ROYALTY PHARMA 1.75% 09/02/27 78081BAJ2 May 2023 440,000 $380K 0.02% DBT
930 MORGAN STANLEY V/R 04/28/32 6174468X0 May 2023 485,000 $379K 0.02% DBT
931 AMGEN INC 5.15% 03/02/28 031162DP2 May 2023 375,000 $378K 0.02% DBT
932 GREENSAIF PIPE 6.129% 02/23/38 39541EAA1 May 2023 365,000 $377K 0.02% DBT
933 GLENCORE FUNDING 5.7% 05/08/33 378272BL1 May 2023 380,000 $376K 0.02% DBT
934 FORD MOTOR CRED 4.95% 05/28/27 345397C27 May 2023 400,000 $374K 0.02% DBT
935 BBCMS 2022-C18 A V/R 10/15/32 054975AD9 May 2023 365,000 $374K 0.02% ABS-CBDO
936 DTAOT 2023-2A 5.41% 08/15/25 23346CAC2 May 2023 375,000 $373K 0.02% ABS-CBDO
937 KENVUE INC 5.1% 03/22/43 49177JAL6 May 2023 370,000 $372K 0.02% DBT
938 NAVSL 2021-EA 0.97% 12/15/28 63942EAA6 May 2023 427,984 $365K 0.02% ABS-CBDO
939 UMBS P#MA4439 3% 10/01/51 31418D4Z2 May 2023 410,379 $365K 0.02% ABS-MBS
940 UMBS P#FS1107 2.5% 12/01/51 3140XGGR4 May 2023 423,251 $365K 0.02% ABS-MBS
941 MERCURY CHILE HO 6.5% 01/24/27 58937CAA7 May 2023 400,000 $365K 0.02% DBT
942 SDART 2023-1 B 4.98% 11/17/25 80287GAD2 May 2023 365,000 $361K 0.02% ABS-CBDO
943 EXXON MOBIL CO 2.992% 03/19/25 30231GBH4 May 2023 370,000 $359K 0.02% DBT
944 UMBS P#AS4501 3% 02/01/30 3138WEAB5 May 2023 372,405 $358K 0.02% ABS-MBS
945 VICI PROPERTIES 4.95% 02/15/30 925650AC7 May 2023 385,000 $358K 0.02% DBT
946 CSL FINANCE PLC 4.25% 04/27/32 12661PAC3 May 2023 375,000 $358K 0.02% DBT
947 BINOM 2021-INV1 V/R 06/25/56 05552UAA2 May 2023 414,923 $357K 0.02% ABS-CBDO
948 BANCO MERCANTIL DE V/R /PERP/ P14008AE9 May 2023 400,000 $357K 0.02% DBT
949 FHS 389 C1 1.5% 05/15/37 31325YQS0 May 2023 5,969,988 $356K 0.02% ABS-CBDO
950 UMBS P#FS3092 2.5% 04/01/52 3140XJNJ8 May 2023 414,061 $355K 0.02% ABS-MBS
951 UMBS P#CA7381 3% 10/01/50 3140QFFX2 May 2023 397,653 $355K 0.02% ABS-MBS
952 ENERGY TRANSFER 4.75% 01/15/26 29273RBG3 May 2023 360,000 $355K 0.02% DBT
953 EQUINOR ASA 3.7% 04/06/50 29446MAH5 May 2023 440,000 $355K 0.02% DBT
954 ECOPETROL SA 5.875% 11/02/51 279158AQ2 May 2023 550,000 $353K 0.02% DBT
955 BSPRT 2021-FL7 B V/R 12/15/38 05602CAE4 May 2023 370,000 $353K 0.02% ABS-CBDO
956 ORACLE CORP 4.9% 02/06/33 68389XCP8 May 2023 365,000 $353K 0.02% DBT
957 TRK 2021-INV1 A1 V/R 07/25/56 89688WAA9 May 2023 416,443 $352K 0.02% ABS-CBDO
958 BP CAP MARKETS 3.633% 04/06/30 10373QBL3 May 2023 375,000 $352K 0.02% DBT
959 COX COMMUNICATIO 2.6% 06/15/31 224044CN5 May 2023 430,000 $350K 0.02% DBT
960 REPUBLIC OF CO 4.125% 05/15/51 195325DT9 May 2023 600,000 $350K 0.02% DBT
961 UMBS P#MA4311 2% 04/01/41 31418DYH9 May 2023 407,238 $350K 0.02% ABS-MBS
962 VERUS 2021-4 A1 V/R 07/25/66 92538HAA8 May 2023 439,260 $349K 0.02% ABS-CBDO
963 FGLMC P#Q53571 3.5% 01/01/48 3132XV6H1 May 2023 373,940 $348K 0.02% ABS-MBS
964 GSMS 2017-GS7 XA V/R 07/10/27 36254CAX8 May 2023 9,981,121 $345K 0.02% ABS-CBDO
965 AOMT 2021-1 A1 V/R 02/25/25 03465CAA3 May 2023 413,438 $344K 0.02% ABS-CBDO
966 UMBS P#FS3451 2.5% 03/01/52 3140XJZR7 May 2023 400,523 $344K 0.02% ABS-MBS
967 UMBS P#SD8140 2% 04/01/51 3132DWBH5 May 2023 416,492 $343K 0.02% ABS-MBS
968 UPL CORP LTD 4.625% 06/16/30 V96177AD8 May 2023 400,000 $342K 0.02% DBT
969 CSMC 2021-RPL4 A V/R 12/27/60 12662GAC2 May 2023 366,781 $340K 0.02% ABS-CBDO
970 EIG PEARL HOLD 3.545% 08/31/36 L2848UAB8 May 2023 400,000 $340K 0.02% DBT
971 T/L UKG INC 0% 05/04/26 N/A May 2023 353,454 $339K 0.02% LON
972 GNMA II P#MA6711 3.5% 06/20/50 36179VN48 May 2023 361,889 $339K 0.02% ABS-MBS
973 ROYALTY PHARMA 2.15% 09/02/31 78081BAN3 May 2023 430,000 $338K 0.02% DBT
974 UMBS P#SD1218 4% 07/01/49 3132DNK77 May 2023 353,783 $338K 0.02% ABS-MBS
975 LMAT 2021-GS2 A1 V/R 04/25/61 52476DAA5 May 2023 360,418 $338K 0.02% ABS-CBDO
976 CHARTER COMM OPT 4.2% 03/15/28 161175BK9 May 2023 360,000 $337K 0.02% DBT
977 TAST 2023-1A A 6.48% 01/15/25 89616KAA2 May 2023 337,497 $337K 0.02% ABS-CBDO
978 HSBC HOLDINGS PLC V/R 06/19/29 404280BT5 May 2023 350,000 $332K 0.02% DBT
979 HUNT OIL CO OF 6.375% 06/01/28 P5300PAB9 May 2023 349,600 $330K 0.02% DBT
980 SHELL INTERNATI 3.25% 04/06/50 822582CH3 May 2023 450,000 $330K 0.02% DBT
981 GLP CAPITAL LP / 5.3% 01/15/29 361841AL3 May 2023 345,000 $330K 0.02% DBT
982 CSMC 2021-AFC1 A V/R 02/25/25 12657LAA2 May 2023 427,906 $330K 0.02% ABS-CBDO
983 KEYSPAN GAS EA 5.994% 03/06/33 49338CAD5 May 2023 325,000 $330K 0.02% DBT
984 DUKE ENERGY OHI 5.25% 04/01/33 26442EAJ9 May 2023 325,000 $330K 0.02% DBT
985 WOART 2023-A B 5.03% 01/16/27 98164JAF1 May 2023 330,000 $329K 0.02% ABS-CBDO
986 ALABAMA POWER C 3.45% 10/01/49 010392FT0 May 2023 450,000 $329K 0.02% DBT
987 ITC HOLDINGS CO 2.95% 05/14/30 465685AQ8 May 2023 380,000 $328K 0.02% DBT
988 UMBS P#BK3050 2% 09/01/40 3140HGL88 May 2023 377,765 $328K 0.02% ABS-MBS
989 KENTUCKY UTILIT 5.45% 04/15/33 491674BN6 May 2023 320,000 $328K 0.02% DBT
990 LOUISVILLE GAS 5.45% 04/15/33 546676AZ0 May 2023 320,000 $327K 0.02% DBT
991 GNMA II P#MA2602 4% 02/20/45 36179Q3K5 May 2023 336,415 $327K 0.02% ABS-MBS
992 AOMT 2020-R1 A1 V/R 12/25/24 034651AA7 May 2023 361,168 $326K 0.02% ABS-CBDO
993 GLENCORE FUNDI 1.625% 04/27/26 378272BD9 May 2023 360,000 $326K 0.02% DBT
994 BNP PARIBAS V/R 01/13/29 09659W2V5 May 2023 325,000 $324K 0.02% DBT
995 AMGEN INC 5.75% 03/02/63 031162DU1 May 2023 325,000 $323K 0.02% DBT
996 UMBS P#BV4196 3% 04/01/52 3140MHUW7 May 2023 360,463 $322K 0.02% ABS-MBS
997 UMBS P#ZT0371 4.5% 05/01/48 3132ACMU1 May 2023 327,173 $321K 0.02% ABS-MBS
998 SCRT 2019-1 MA 3.5% 07/25/58 35563PJF7 May 2023 337,273 $319K 0.02% ABS-CBDO
999 GNMA II P#MA5762 3.5% 02/20/49 36179UMK5 May 2023 339,771 $319K 0.02% ABS-MBS
1000 CARGILL INC 4.75% 04/24/33 141781CB8 May 2023 320,000 $317K 0.02% DBT
1001 SCHLUMBERGER HLD 4.3% 05/01/29 806851AH4 May 2023 330,000 $316K 0.02% DBT
1002 HCA INC 4.125% 06/15/29 404119BX6 May 2023 340,000 $316K 0.02% DBT
1003 COMMONSPIRIT HE 2.76% 10/01/24 20268JAA1 May 2023 325,000 $314K 0.02% DBT
1004 UPST 2019-3 C 5.381% 01/21/30 91678WAE9 May 2023 313,068 $313K 0.02% ABS-CBDO
1005 MFRA 2021-NQM2 A V/R 11/25/64 55283WAA9 May 2023 375,725 $311K 0.02% ABS-CBDO
1006 UMBS P#MA4400 3% 08/01/51 31418D3J9 May 2023 348,297 $310K 0.02% ABS-MBS
1007 BUNGE LTD FINAN 2.75% 05/14/31 120568BC3 May 2023 370,000 $310K 0.02% DBT
1008 UMBS P#RA2898 2.5% 06/01/50 3133KJGF3 May 2023 360,333 $310K 0.01% ABS-MBS
1009 ONEOK INC 6.1% 11/15/32 682680BG7 May 2023 305,000 $309K 0.01% DBT
1010 CON EDISON CO OF 3.2% 12/01/51 209111GC1 May 2023 450,000 $308K 0.01% DBT
1011 PARAMOUNT GLOBA 4.95% 01/15/31 92556HAB3 May 2023 343,000 $308K 0.01% DBT
1012 UMBS P#FM7861 4% 08/01/38 3140XBWX4 May 2023 314,007 $307K 0.01% ABS-MBS
1013 DTAOT 2023-1A 5.19% 04/15/25 23346KAC4 May 2023 310,000 $306K 0.01% ABS-CBDO
1014 PROG 2022-SFR3 3.2% 04/17/27 74331UAA6 May 2023 333,097 $306K 0.01% ABS-CBDO
1015 HSBC HOLDINGS PLC V/R 08/11/28 404280DG1 May 2023 310,000 $306K 0.01% DBT
1016 NRZT 2021-NQ1R A V/R 07/25/55 64828BAA9 May 2023 356,269 $304K 0.01% ABS-CBDO
1017 PHILIP MORRIS 5.625% 11/17/29 718172CW7 May 2023 295,000 $302K 0.01% DBT
1018 UMBS P#QF1522 5% 09/01/52 3133BNVP5 May 2023 306,549 $302K 0.01% ABS-MBS
1019 GALAXY PIPELINE 2.16% 03/31/34 36321PAD2 May 2023 354,840 $302K 0.01% DBT
1020 UMBS P#FS1862 2.5% 03/01/52 3140XHB89 May 2023 350,340 $301K 0.01% ABS-MBS
1021 RAYTHEON TECH C 5.15% 02/27/33 75513ECR0 May 2023 295,000 $300K 0.01% DBT
1022 UMBS P#ZA6679 4% 04/01/49 31329QM40 May 2023 311,431 $299K 0.01% ABS-MBS
1023 COSAN OVERSEAS 8.25% /PERP/ G2541SAA1 May 2023 300,000 $299K 0.01% DBT
1024 UMBS P#BU0986 2.5% 11/01/51 3140M2CY6 May 2023 344,863 $298K 0.01% ABS-MBS
1025 KIMCO REALTY OP 4.45% 01/15/24 948741AK9 May 2023 300,000 $297K 0.01% DBT
1026 RAYTHEON TECH C 3.03% 03/15/52 75513ECP4 May 2023 430,000 $297K 0.01% DBT
1027 CVS HEALTH COR 5.875% 06/01/53 126650DZ0 May 2023 295,000 $296K 0.01% DBT
1028 UMBS P#MA4446 2% 10/01/41 31418D5G3 May 2023 345,769 $296K 0.01% ABS-MBS
1029 DOLLAR GENERAL 4.25% 09/20/24 256677AJ4 May 2023 300,000 $296K 0.01% DBT
1030 UMBS P#RA6115 2.5% 10/01/51 3133KMYL3 May 2023 345,078 $296K 0.01% ABS-MBS
1031 CONTINENTAL RE 2.268% 11/15/26 212015AU5 May 2023 330,000 $295K 0.01% DBT
1032 FHR 5018 LW 1% 10/25/40 3137FXBZ0 May 2023 366,493 $293K 0.01% ABS-CBDO
1033 SOUTHERN CAL ED 2.85% 08/01/29 842400GS6 May 2023 330,000 $292K 0.01% DBT
1034 UMBS P#FS2380 4% 08/01/51 3140XHUE5 May 2023 306,451 $292K 0.01% ABS-MBS
1035 VERUS 2021-R2 A1 V/R 02/25/64 92538DAA7 May 2023 337,572 $291K 0.01% ABS-CBDO
1036 T/L CARNIVAL COR 0% 10/18/28 N/A May 2023 300,340 $291K 0.01% LON
1037 TOTALENERGIES 3.386% 06/29/60 89153VAW9 May 2023 405,000 $291K 0.01% DBT
1038 T/L ONEDIGITAL BOR 0% 11/16/27 N/A May 2023 299,109 $290K 0.01% LON
1039 BP CAP MARKETS 2.721% 01/12/32 10373QBT6 May 2023 340,000 $290K 0.01% DBT
1040 T/L FORMULA ONE 0% 01/15/30 N/A May 2023 290,000 $290K 0.01% LON
1041 AJAXM 2021-C A V/R 01/25/61 009733AA4 May 2023 309,111 $290K 0.01% ABS-CBDO
1042 HCA INC 5.125% 06/15/39 404119BY4 May 2023 315,000 $288K 0.01% DBT
1043 UMBS P#BS8225 4.41% 04/01/30 3140LKD75 May 2023 290,000 $288K 0.01% ABS-MBS
1044 REALTY INCOME C 5.05% 01/13/26 756109BQ6 May 2023 290,000 $288K 0.01% DBT
1045 AOMT 2021-2 A1 V/R 04/25/25 03465DAA1 May 2023 347,570 $287K 0.01% ABS-CBDO
1046 UMBS P#SD8089 2.5% 07/01/50 3132DV7A7 May 2023 333,303 $287K 0.01% ABS-MBS
1047 FGLMC P#C91815 3% 03/01/35 3128P8AQ4 May 2023 306,957 $286K 0.01% ABS-MBS
1048 UMBS P#FS3293 5.5% 11/01/52 3140XJUT8 May 2023 283,980 $285K 0.01% ABS-MBS
1049 GENERAL MOTORS F 2.4% 10/15/28 37045XDP8 May 2023 335,000 $285K 0.01% DBT
1050 MONONGAHELA POWE 5.4% 12/15/43 610202BP7 May 2023 290,000 $284K 0.01% DBT
1051 VOLT 2021-NPL9 A V/R 05/25/51 91835DAA9 May 2023 307,010 $282K 0.01% ABS-CBDO
1052 MICROSOFT CORP 2.921% 03/17/52 594918CE2 May 2023 380,000 $281K 0.01% DBT
1053 CVS HEALTH CORP 5.3% 06/01/33 126650DY3 May 2023 280,000 $281K 0.01% DBT
1054 UNITEDHEALTH GRO 4.2% 05/15/32 91324PEJ7 May 2023 290,000 $280K 0.01% DBT
1055 VEDANTA RESOURC 9.25% 04/23/26 92243XAA9 May 2023 400,000 $279K 0.01% DBT
1056 GNMA II P#MA4263 4% 02/20/47 36179SWY9 May 2023 289,648 $279K 0.01% ABS-MBS
1057 UMBS P#FM3505 2.5% 06/01/50 3140X63P4 May 2023 323,815 $279K 0.01% ABS-MBS
1058 UMBS P#BU7573 3% 01/01/52 3140M9MX2 May 2023 312,735 $278K 0.01% ABS-MBS
1059 ENERGY TRANSFER LP 5% 05/15/44 292480AJ9 May 2023 335,000 $277K 0.01% DBT
1060 SOUTHAVEN CMBD 3.846% 08/15/33 841215AA4 May 2023 300,008 $276K 0.01% DBT
1061 GALAXY PIPELINE 2.94% 09/30/40 36321PAE0 May 2023 341,946 $276K 0.01% DBT
1062 PENSKE TRUCK LEA 4.2% 04/01/27 709599AX2 May 2023 290,000 $275K 0.01% DBT
1063 BANCO INTERNAC DE V/R 07/08/30 P13435AD7 May 2023 300,000 $274K 0.01% DBT
1064 SOUTHERN CAL ED 2.25% 06/01/30 842400GU1 May 2023 325,000 $274K 0.01% DBT
1065 BBCMS 2022-C15 A V/R 03/15/32 05552FBA4 May 2023 305,000 $274K 0.01% ABS-CBDO
1066 SYSCO CORPORATI 3.25% 07/15/27 871829BF3 May 2023 290,000 $273K 0.01% DBT
1067 OVINTIV INC 6.25% 07/15/33 69047QAC6 May 2023 275,000 $273K 0.01% DBT
1068 AMGEN INC 5.25% 03/02/30 031162DQ0 May 2023 270,000 $272K 0.01% DBT
1069 GSMS 2018-TWR D V/R 07/15/21 36251SAN8 May 2023 400,000 $272K 0.01% ABS-CBDO
1070 BANCO CONTINENT 2.75% 12/10/25 P09110AB6 May 2023 300,000 $272K 0.01% DBT
1071 T/L PROOFPOINT 0% 08/31/2028 N/A May 2023 281,438 $272K 0.01% LON
1072 WFCM 2017-C38 XA V/R 07/15/50 95001MAH3 May 2023 9,155,698 $271K 0.01% ABS-CBDO
1073 UMBS P#FM5423 2.5% 01/01/51 3140X9AZ8 May 2023 314,338 $271K 0.01% ABS-MBS
1074 ENERGY TRANSFER 5.55% 02/15/28 29273VAP5 May 2023 270,000 $271K 0.01% DBT
1075 AES ESPANA BV 5.7% 05/04/28 00109YAA3 May 2023 300,000 $271K 0.01% DBT
1076 GNMA II P#MA3572 3% 04/20/31 36179R6H7 May 2023 281,975 $271K 0.01% ABS-MBS
1077 BBCMS 2022-C16 A V/R 05/15/32 05552YAE6 May 2023 280,000 $270K 0.01% ABS-CBDO
1078 UMBS P#FM4969 2% 12/01/50 3140X8QX8 May 2023 325,397 $269K 0.01% ABS-MBS
1079 MFRA 2021-NQM1 A V/R 03/25/25 55283FAA6 May 2023 306,733 $269K 0.01% ABS-CBDO
1080 JPMORGAN CHASE & V/R 07/25/28 46647PDG8 May 2023 270,000 $269K 0.01% DBT
1081 T/L ASCEND LE 0% 12/11/28 04349HAK0 May 2023 299,242 $268K 0.01% LON
1082 FNMA 30YR TBA 2.5% 6/25/43 01F022667 May 2023 313,000 $268K 0.01% ABS-MBS
1083 DTE ENERGY CO S/UP 11/01/24 233331BD8 May 2023 270,000 $266K 0.01% DBT
1084 ORACLE CORP 3.8% 11/15/37 68389XBP9 May 2023 325,000 $264K 0.01% DBT
1085 BNP PARIBAS V/R 01/13/27 09659W2N3 May 2023 295,000 $263K 0.01% DBT
1086 DNKN 2021-1A 2.791% 11/20/31 233046AS0 May 2023 328,990 $262K 0.01% ABS-CBDO
1087 PLAINS ALL AMER 3.8% 09/15/30 72650RBN1 May 2023 295,000 $262K 0.01% DBT
1088 CARGILL INC 4% 06/22/32 141781BW3 May 2023 280,000 $262K 0.01% DBT
1089 UMBS P#SD1461 3% 05/01/52 3132DNTS2 May 2023 292,176 $261K 0.01% ABS-MBS
1090 UMBS P#RA2618 2.5% 05/01/50 3133KH4B9 May 2023 301,201 $261K 0.01% ABS-MBS
1091 CREDIT SUISSE GRO V/R 08/11/28 225401AV0 May 2023 260,000 $259K 0.01% DBT
1092 UNITEDHEALTH GRO 3.5% 08/15/39 91324PDT6 May 2023 310,000 $258K 0.01% DBT
1093 CEDAR FAIR LP 5.25% 07/15/29 150190AE6 May 2023 280,000 $257K 0.01% DBT
1094 NUSTAR LOGISTICS L 6% 06/01/26 67059TAF2 May 2023 265,000 $257K 0.01% DBT
1095 REPUBLIC OF CHIL 3.1% 01/22/61 168863DQ8 May 2023 400,000 $256K 0.01% DBT
1096 GSMS 2018-TWR E V/R 07/15/21 36251SAQ1 May 2023 400,000 $256K 0.01% ABS-CBDO
1097 ARCLO 2021-FL2 A V/R 02/15/26 03881EAA5 May 2023 260,000 $254K 0.01% ABS-CBDO
1098 UMBS P#FS1108 2.5% 09/01/51 3140XGGS2 May 2023 294,888 $253K 0.01% ABS-MBS
1099 XHR LP 4.875% 06/01/29 98372MAC9 May 2023 295,000 $253K 0.01% DBT
1100 SHELL INTERNATIONA 3% 11/26/51 822582CL4 May 2023 365,000 $252K 0.01% DBT
1101 WELLS FARGO & COM V/R 07/25/33 95000U3B7 May 2023 260,000 $251K 0.01% DBT
1102 ROGERS COMMUNIC 4.55% 03/15/52 775109CD1 May 2023 315,000 $250K 0.01% DBT
1103 PARAMOUNT GLOB 4.375% 03/15/43 92553PAP7 May 2023 360,000 $250K 0.01% DBT
1104 VERUS 2021-2 A1 V/R 02/25/66 92538FAA2 May 2023 291,000 $249K 0.01% ABS-CBDO
1105 ESTEE LAUDER CO 4.65% 05/15/33 29736RAT7 May 2023 250,000 $248K 0.01% DBT
1106 TRUIST FINANCIAL V/R 01/26/29 89788MAL6 May 2023 255,000 $247K 0.01% DBT
1107 DISCOVERY COMMUN 5.3% 05/15/49 25470DBG3 May 2023 309,000 $245K 0.01% DBT
1108 PRPM 2021-2 A1 V/R 03/25/24 69359UAA3 May 2023 258,947 $245K 0.01% ABS-CBDO
1109 CVS HEALTH CORP 5.05% 03/25/48 126650CZ1 May 2023 270,000 $244K 0.01% DBT
1110 WILLIAMS COMPAN 3.75% 06/15/27 96949LAD7 May 2023 255,000 $243K 0.01% DBT
1111 T/L CLARIOS GLOBAL 0% 04/17/30 N/A May 2023 245,000 $242K 0.01% LON
1112 UMBS P#RA3454 2% 09/01/50 3133KJZT2 May 2023 292,624 $242K 0.01% ABS-MBS
1113 DBJPM 2017-C6 XB V/R 06/10/27 23312JAL7 May 2023 21,195,000 $241K 0.01% ABS-CBDO
1114 UMBS P#BS8296 4.5% 04/01/33 3140LKGE7 May 2023 240,000 $241K 0.01% ABS-MBS
1115 GSMS 2018-TWR F V/R 07/15/21 36251SAS7 May 2023 400,000 $240K 0.01% ABS-CBDO
1116 COMM 2022-HC 3.376% 01/10/27 12659DAG5 May 2023 300,000 $240K 0.01% ABS-CBDO
1117 PROG 2022-SFR 4.451% 06/17/27 74332YAA7 May 2023 247,578 $240K 0.01% ABS-CBDO
1118 UEP PENONOME II 6.5% 10/01/38 90363PAA4 May 2023 317,646 $238K 0.01% DBT
1119 UMBS P#BJ2763 4.5% 05/01/48 3140H4B94 May 2023 241,322 $238K 0.01% ABS-MBS
1120 EVERSOURCE ENE 5.125% 05/15/33 30040WAU2 May 2023 240,000 $237K 0.01% DBT
1121 GOLDMAN SACHS GRO V/R 01/27/32 38141GXR0 May 2023 300,000 $237K 0.01% DBT
1122 T/L INTELSAT JAC 0% 02/01/2029 N/A May 2023 240,212 $236K 0.01% LON
1123 NXP BV/NXP FDG/N 4.3% 06/18/29 62954HAV0 May 2023 250,000 $235K 0.01% DBT
1124 UMBS P#BU1062 2.5% 10/01/51 3140M2FC1 May 2023 275,103 $235K 0.01% ABS-MBS
1125 SOUTHERN CAL EDI 5.3% 03/01/28 842400HU0 May 2023 230,000 $234K 0.01% DBT
1126 FREEPORT-MCMOR 4.625% 08/01/30 35671DCH6 May 2023 250,000 $234K 0.01% DBT
1127 BP CAP MARKETS 2.939% 06/04/51 10373QBP4 May 2023 350,000 $234K 0.01% DBT
1128 TARGA RESOURCE 6.125% 03/15/33 87612GAC5 May 2023 230,000 $233K 0.01% DBT
1129 CMHAT 2021-MH 1.753% 02/25/46 14731QAA7 May 2023 269,155 $232K 0.01% ABS-CBDO
1130 UMBS P#BM3075 3.5% 07/01/32 3140J7MZ5 May 2023 239,772 $232K 0.01% ABS-MBS
1131 NEXTERA ENERGY 4.255% 09/01/24 65339KBL3 May 2023 235,000 $231K 0.01% DBT
1132 PETSMART INC/PE 4.75% 02/15/28 71677KAA6 May 2023 250,000 $231K 0.01% DBT
1133 UMBS P#CA1909 4.5% 06/01/48 3140Q9DP5 May 2023 234,336 $230K 0.01% ABS-MBS
1134 AT&T INC 5.4% 02/15/34 00206RMT6 May 2023 230,000 $230K 0.01% DBT
1135 CNH 2023-A A4 4.77% 03/15/27 12664QAD6 May 2023 230,000 $229K 0.01% ABS-CBDO
1136 AT&T INC 3.5% 06/01/41 00206RJZ6 May 2023 300,000 $229K 0.01% DBT
1137 KAISER FOUNDAT 3.002% 06/01/51 48305QAG8 May 2023 330,000 $229K 0.01% DBT
1138 GNMA II P#MA6092 4.5% 08/20/49 36179UXV9 May 2023 234,066 $229K 0.01% ABS-MBS
1139 FORD MOTOR COMP 3.25% 02/12/32 345370DA5 May 2023 300,000 $228K 0.01% DBT
1140 UMBS P#AZ4794 3% 10/01/30 3138YWKG1 May 2023 235,625 $226K 0.01% ABS-MBS
1141 HALLIBURTON CO 2.92% 03/01/30 406216BL4 May 2023 255,000 $226K 0.01% DBT
1142 T/L AVEANNA 0% 07/17/2028 05549DAJ7 May 2023 269,429 $225K 0.01% LON
1143 FGLMC P#G08747 3% 02/01/47 3128MJZM5 May 2023 248,123 $225K 0.01% ABS-MBS
1144 LMAT 2021-GS4 A1 V/R 11/25/60 52475WAA4 May 2023 244,756 $225K 0.01% ABS-CBDO
1145 HALEON US CAPI 3.625% 03/24/32 36264FAM3 May 2023 250,000 $224K 0.01% DBT
1146 RMLT 2021-1R A1 V/R 01/25/65 76090NAA8 May 2023 248,897 $224K 0.01% ABS-CBDO
1147 CCO HLDGS LLC/C 4.75% 03/01/30 1248EPCD3 May 2023 265,000 $223K 0.01% DBT
1148 HSBC HOLDINGS PLC V/R 08/17/29 404280CV9 May 2023 265,000 $223K 0.01% DBT
1149 GNMA II P#MA3174 4% 10/20/45 36179RQ36 May 2023 231,331 $223K 0.01% ABS-MBS
1150 CONOCOPHILLIPS C 3.8% 03/15/52 20826FAV8 May 2023 280,000 $223K 0.01% DBT
1151 CQP HOLDCO LP/BI 5.5% 06/15/31 12657NAA8 May 2023 250,000 $223K 0.01% DBT
1152 XCEL ENERGY INC 4.6% 06/01/32 98388MAD9 May 2023 230,000 $221K 0.01% DBT
1153 GNMA II P#MA6041 4.5% 07/20/49 36179UWA6 May 2023 224,901 $221K 0.01% ABS-MBS
1154 T/L FERTITTA 0% 01/27/29 N/A May 2023 227,700 $219K 0.01% LON
1155 MSC 2016-UB12 XA V/R 11/15/26 61691EBB0 May 2023 12,066,927 $219K 0.01% ABS-CBDO
1156 TRANSDIGM INC 6.25% 03/15/26 893647BE6 May 2023 220,000 $218K 0.01% DBT
1157 GSMS 2018-TWR G V/R 07/15/21 36251SAU2 May 2023 400,000 $218K 0.01% ABS-CBDO
1158 ADANI INTERNATIONA 3% 02/16/31 00654UAA0 May 2023 274,500 $218K 0.01% DBT
1159 MONG DUONG FIN 5.125% 05/07/29 N6000DAA1 May 2023 250,000 $218K 0.01% DBT
1160 T/L HUNTER DOUGLAS 0% 02/26/29 N/A May 2023 237,128 $217K 0.01% LON
1161 VERUS 2021-R1 A1 V/R 10/25/63 92538BAA1 May 2023 242,044 $216K 0.01% ABS-CBDO
1162 UMBS P#SD1011 2.5% 04/01/52 3132DNDQ3 May 2023 251,820 $216K 0.01% ABS-MBS
1163 UMBS P#BS8250 4.51% 05/01/33 3140LKEY5 May 2023 214,896 $215K 0.01% ABS-MBS
1164 AI CANDELARIA SP 7.5% 12/15/28 E0R75QAA6 May 2023 235,417 $214K 0.01% DBT
1165 AMERICAN EXPRESS V/R 05/01/34 025816DF3 May 2023 215,000 $212K 0.01% DBT
1166 PRPM 2021-RPL1 A V/R 07/25/51 69360GAA1 May 2023 241,132 $212K 0.01% ABS-CBDO
1167 PUGET ENERGY INC 4.1% 06/15/30 745310AK8 May 2023 230,000 $212K 0.01% DBT
1168 HP ENTERPRISE CO 5.9% 10/01/24 42824CBL2 May 2023 210,000 $211K 0.01% DBT
1169 T/L ACRISURE LLC 0% 02/15/2027 N/A May 2023 222,188 $211K 0.01% LON
1170 WELLS FARGO & COM V/R 04/04/51 95000U2M4 May 2023 230,000 $210K 0.01% DBT
1171 BAT CAPITAL CO 4.742% 03/16/32 05526DBW4 May 2023 230,000 $210K 0.01% DBT
1172 BRAVO 2021-NQM1 V/R 02/25/49 10569TAA6 May 2023 240,287 $210K 0.01% ABS-CBDO
1173 MPLX LP 4.95% 03/14/52 55336VBT6 May 2023 255,000 $210K 0.01% DBT
1174 MPLX LP 1.75% 03/01/26 55336VBR0 May 2023 230,000 $210K 0.01% DBT
1175 MERCK & CO INC 4.5% 05/17/33 58933YBK0 May 2023 210,000 $210K 0.01% DBT
1176 GREENSAIF PIPEL 6.51% 02/23/42 39541EAC7 May 2023 200,000 $209K 0.01% DBT
1177 UMBS P#FS1886 3% 11/01/51 3140XHCY1 May 2023 234,306 $209K 0.01% ABS-MBS
1178 UPST 2021-4 A 0.84% 06/20/24 91682NAA1 May 2023 213,608 $209K 0.01% ABS-CBDO
1179 SEG HLD LLC/SE 5.625% 10/15/28 78397KAA0 May 2023 220,000 $208K 0.01% DBT
1180 UMBS P#CA5224 3% 02/01/50 3140QCYW0 May 2023 229,858 $207K 0.01% ABS-MBS
1181 NRZT 2021-NQ2R A V/R 10/25/58 64831EAA8 May 2023 231,175 $207K 0.01% ABS-CBDO
1182 UMBS P#CA6614 3% 08/01/50 3140QEK43 May 2023 231,528 $207K 0.01% ABS-MBS
1183 ALCON FINANCE C 5.75% 12/06/52 01400EAF0 May 2023 200,000 $206K 0.01% DBT
1184 DRMT 2021-2 A1 V/R 04/25/66 24381WAA6 May 2023 237,234 $206K 0.01% ABS-CBDO
1185 UMBS P#CB2436 3% 12/01/51 3140QMV68 May 2023 231,425 $206K 0.01% ABS-MBS
1186 HSBC HOLDINGS PLC V/R 03/09/34 404280DV8 May 2023 200,000 $206K 0.01% DBT
1187 FLORIDA POWER & 5.1% 04/01/33 341081GL5 May 2023 200,000 $205K 0.01% DBT
1188 BMARK 2020-B22 X V/R 09/15/30 08163BBF7 May 2023 2,363,906 $204K 0.01% ABS-CBDO
1189 UMBS P#RA2971 3% 07/01/50 3133KJJQ6 May 2023 227,826 $203K 0.01% ABS-MBS
1190 ALCON FINANCE 5.375% 12/06/32 01400EAE3 May 2023 200,000 $203K 0.01% DBT
1191 CONSTELLATION B 3.15% 08/01/29 21036PBE7 May 2023 225,000 $203K 0.01% DBT
1192 GRIFOLS ESCROW 4.75% 10/15/28 39843UAA0 May 2023 240,000 $203K 0.01% DBT
1193 GEORGIA POWER C 4.65% 05/16/28 373334KS9 May 2023 205,000 $203K 0.01% DBT
1194 VIKING CRUISES 5.875% 09/15/27 92676XAD9 May 2023 230,000 $203K 0.01% DBT
1195 UNITEDHEALTH G 5.875% 02/15/53 91324PES7 May 2023 185,000 $202K 0.01% DBT
1196 MULTIBANK INC. 7.75% 02/03/28 625454AB9 May 2023 200,000 $202K 0.01% DBT
1197 CSL FINANCE PLC 4.05% 04/27/29 12661PAB5 May 2023 210,000 $201K 0.01% DBT
1198 UMBS P#RA8751 6% 03/01/53 3133KQWL6 May 2023 196,670 $201K 0.01% ABS-MBS
1199 GARDA WORLD SE 4.625% 02/15/27 36485MAK5 May 2023 220,000 $201K 0.01% DBT
1200 CEMEX SAB DE CV V/R /PERP/ 151290CB7 May 2023 200,000 $201K 0.01% DBT
1201 NATIONAL RURAL U 5.8% 01/15/33 637432PA7 May 2023 190,000 $201K 0.01% DBT
1202 PIONEER NATURAL 5.1% 03/29/26 723787AV9 May 2023 200,000 $200K 0.01% DBT
1203 UMBS P#MA4436 1.5% 10/01/51 31418D4W9 May 2023 256,471 $200K 0.01% ABS-MBS
1204 MPLX LP 4% 03/15/28 55336VAR1 May 2023 210,000 $199K 0.01% DBT
1205 UMBS P#MA4255 2% 02/01/51 31418DWR9 May 2023 241,326 $199K 0.01% ABS-MBS
1206 FNMA 15YR TBA 4% JUN 23 01F040461 May 2023 205,000 $199K 0.01% ABS-MBS
1207 BANCO SANTANDER M V/R 10/01/28 P1507SAG2 May 2023 200,000 $199K 0.01% DBT
1208 WLAKE 2023-1A 5.41% 04/15/25 96042XAE5 May 2023 200,000 $198K 0.01% ABS-CBDO
1209 UBSCM 2017-C1 XA V/R 06/15/50 90276EAF4 May 2023 4,311,830 $198K 0.01% ABS-CBDO
1210 MEGLOBAL CANADA UL 5% 05/18/25 C54296AC9 May 2023 200,000 $197K 0.01% DBT
1211 EART 2022-6A B 6.03% 06/15/25 30168AAD4 May 2023 197,000 $197K 0.01% ABS-CBDO
1212 MARVELL TECHNOL 2.95% 04/15/31 573874AJ3 May 2023 235,000 $197K 0.01% DBT
1213 QORVO INC 1.75% 12/15/24 74739DAA2 May 2023 210,000 $196K 0.01% DBT
1214 UMBS P#BS7873 4.21% 03/01/33 3140LJXB7 May 2023 200,000 $196K 0.01% ABS-MBS
1215 UMBS P#FS1911 3% 08/01/51 3140XHDR5 May 2023 218,616 $196K 0.01% ABS-MBS
1216 BANK OF AMERICA C V/R 10/20/32 06051GKD0 May 2023 240,000 $195K 0.01% DBT
1217 REPUBLIC OF PAN 3.87% 07/23/60 698299BL7 May 2023 300,000 $195K 0.01% DBT
1218 CORP FINANCIERA D V/R 07/15/29 P3R94GAA7 May 2023 200,000 $194K 0.01% DBT
1219 GLOBAL AIR LEASE 6.5% 09/15/24 37960JAA6 May 2023 216,982 $194K 0.01% DBT
1220 NETWORK I2I LTD V/R /PERP/ V6703DAA2 May 2023 200,000 $193K 0.01% DBT
1221 EG GLOBAL FINANC 8.5% 10/30/25 28228PAB7 May 2023 200,000 $193K 0.01% DBT
1222 PACIFIC GAS & E 6.15% 01/15/33 694308KJ5 May 2023 195,000 $192K 0.01% DBT
1223 BIOCEANICO SOVERE ZCP 06/05/34 G11176AA5 May 2023 273,986 $192K 0.01% DBT
1224 MPLX LP 4.95% 09/01/32 55336VBU3 May 2023 200,000 $192K 0.01% DBT
1225 UNITEDHEALTH GRO 5.3% 02/15/30 91324PEQ1 May 2023 185,000 $192K 0.01% DBT
1226 GALAXY PIPELINE 2.94% 09/30/40 G3R238AD5 May 2023 237,462 $191K 0.01% DBT
1227 UMBS P#RA7790 5% 08/01/52 3133KPUP1 May 2023 193,281 $191K 0.01% ABS-MBS
1228 INTEL CORP 3.05% 08/12/51 458140BW9 May 2023 290,000 $190K 0.01% DBT
1229 BBVA BANCOMER SA V/R 11/12/29 P16259AL0 May 2023 200,000 $190K 0.01% DBT
1230 PEPSICO INC 3.6% 02/18/28 713448FL7 May 2023 195,000 $190K 0.01% DBT
1231 UMBS P#RA5285 2.5% 05/01/51 3133KL2S5 May 2023 220,657 $190K 0.01% ABS-MBS
1232 BRAVO 2021-NQM2 V/R 03/25/60 10569EAA9 May 2023 204,079 $190K 0.01% ABS-CBDO
1233 EFMT 2021-2 A1 V/R 06/25/66 31572LAA4 May 2023 235,521 $189K 0.01% ABS-CBDO
1234 AVOLON HOLDINGS 3.25% 02/15/27 05401AAJ0 May 2023 215,000 $189K 0.01% DBT
1235 CDW LLC/CDW FIN 2.67% 12/01/26 12513GBG3 May 2023 210,000 $188K 0.01% DBT
1236 BANCO LATINOAM 2.375% 09/14/25 P1393HAC2 May 2023 200,000 $187K 0.01% DBT
1237 AMERICAN AIRLIN 5.75% 04/20/29 00253XAB7 May 2023 195,000 $187K 0.01% DBT
1238 UMBS P#BS1636 2.25% 04/01/33 3140LBZA4 May 2023 225,065 $187K 0.01% ABS-MBS
1239 DISCOVERY COMMUN 5.2% 09/20/47 25470DAT6 May 2023 236,000 $187K 0.01% DBT
1240 BRIGHTHSE FIN GLBL 1% 04/12/24 10921U2A5 May 2023 195,000 $187K 0.01% DBT
1241 UMBS P#FS0973 3% 08/01/50 3140XGCK3 May 2023 206,782 $186K 0.01% ABS-MBS
1242 GLOBAL BANK CORPO V/R 04/16/29 P47718AE4 May 2023 200,000 $185K 0.01% DBT
1243 CWALT 2005-7CB 2 V/R 03/01/38 12667F4M4 May 2023 5,036,060 $185K 0.01% ABS-CBDO
1244 BANK 2022-BNK39 V/R 09/15/31 06539VAP3 May 2023 6,453,082 $184K 0.01% ABS-CBDO
1245 BANCO DE CREDITO V/R 07/01/30 05971V2C8 May 2023 200,000 $183K 0.01% DBT
1246 OVERSEA-CHINESE B V/R 09/10/30 69033DAD9 May 2023 200,000 $183K 0.01% DBT
1247 SDART 2022-6 B 4.72% 07/15/25 802918AD4 May 2023 185,000 $181K 0.01% ABS-CBDO
1248 AT&T INC 3.8% 12/01/57 00206RMN9 May 2023 255,000 $181K 0.01% DBT
1249 T/L EAB GLOBAL 0% 08/16/28 26835CAC3 May 2023 186,468 $181K 0.01% LON
1250 DBS GROUP HOLDING V/R 03/10/31 Y20246J57 May 2023 200,000 $180K 0.01% DBT
1251 UNITED OVERSEAS B V/R 03/16/31 Y9T10P5L5 May 2023 200,000 $179K 0.01% DBT
1252 BANCO EST RIO GRA V/R 01/28/31 05965BAB3 May 2023 200,000 $179K 0.01% DBT
1253 MARVELL TECHNOL 2.45% 04/15/28 573874AF1 May 2023 205,000 $179K 0.01% DBT
1254 BANK LEUMI LE-ISR V/R 01/29/31 06326BAA7 May 2023 200,000 $178K 0.01% DBT
1255 HILCORP ENERGY 6.25% 11/01/28 431318AS3 May 2023 190,000 $177K 0.01% DBT
1256 UNITED OVERSEAS B V/R 10/14/31 91127LAE0 May 2023 200,000 $177K 0.01% DBT
1257 MC BRAZIL DWNST 7.25% 06/30/31 L626A6AA2 May 2023 241,563 $177K 0.01% DBT
1258 ENTERPRISE PRODU 2.8% 01/31/30 29379VBX0 May 2023 200,000 $176K 0.01% DBT
1259 AI CANDELARIA S 5.75% 06/15/33 00870WAA4 May 2023 250,000 $176K 0.01% DBT
1260 T/L US FOODS INC 0% 9/13/26 90351HAD0 May 2023 174,650 $174K 0.01% LON
1261 DIAGEO CAPITAL PLC 2% 04/29/30 25243YBD0 May 2023 205,000 $174K 0.01% DBT
1262 T/L ASTRA ACQ 0% 10/25/28 N/A May 2023 240,383 $173K 0.01% LON
1263 NEW YORK ST THRU 2.9% 01/01/35 650009S53 May 2023 200,000 $173K 0.01% DBT
1264 ADANI PORTS AND SP 4% 07/30/27 Y00130KN6 May 2023 200,000 $172K 0.01% DBT
1265 C&W SENIOR FIN 6.875% 09/15/27 G3165UAA9 May 2023 200,000 $172K 0.01% DBT
1266 REPUBLIC OF SOUT 4.3% 10/12/28 836205AU8 May 2023 200,000 $172K 0.01% DBT
1267 STAR 2021-2 A1 V/R 05/25/65 85573HAA8 May 2023 193,682 $172K 0.01% ABS-CBDO
1268 COMM 2022-HC 2.819% 01/10/27 12659DAA8 May 2023 203,000 $172K 0.01% ABS-CBDO
1269 OLEODUCTO CENTRAL 4% 07/14/27 P7358RAD8 May 2023 200,000 $171K 0.01% DBT
1270 FCAT 2023-1 B 5.05% 02/17/26 337955AG3 May 2023 173,000 $171K 0.01% ABS-CBDO
1271 CVS HEALTH CORP 5.25% 02/21/33 126650DU1 May 2023 170,000 $170K 0.01% DBT
1272 VIATRIS INC 1.65% 06/22/25 92556VAB2 May 2023 185,000 $170K 0.01% DBT
1273 FHR 5092 WI 2.5% 04/25/36 3137FYEV4 May 2023 1,678,560 $170K 0.01% ABS-CBDO
1274 ORGANON & CO/O 5.125% 04/30/31 68622TAB7 May 2023 200,000 $170K 0.01% DBT
1275 BANCO NACIONAL CO V/R 08/11/31 P1451JAA1 May 2023 200,000 $170K 0.01% DBT
1276 BANK HAPOALIM V/R 01/21/32 M1586MAC1 May 2023 200,000 $169K 0.01% DBT
1277 GRAN TIERRA ENE 6.25% 02/15/25 G4066TAA0 May 2023 200,000 $167K 0.01% DBT
1278 INTEL CORP 5.125% 02/10/30 458140CF5 May 2023 165,000 $167K 0.01% DBT
1279 BANCOLOMBIA SA V/R 12/18/29 05968LAL6 May 2023 200,000 $166K 0.01% DBT
1280 UMBS P#BS8234 4.37% 05/01/28 3140LKEG4 May 2023 166,737 $166K 0.01% ABS-MBS
1281 UNITED MEXICAN 2.659% 05/24/31 91087BAM2 May 2023 200,000 $166K 0.01% DBT
1282 UMBS P#RA6332 2% 11/01/51 3133KNA94 May 2023 200,383 $166K 0.01% ABS-MBS
1283 T/L TRANSDIGM INC 0% 08/10/28 N/A May 2023 165,000 $164K 0.01% LON
1284 VCAT 2021-NPL2 A V/R 03/25/24 91822YAA8 May 2023 172,878 $164K 0.01% ABS-CBDO
1285 EVERSOURCE ENER 4.75% 05/15/26 30040WAV0 May 2023 165,000 $163K 0.01% DBT
1286 T/L AIR CANADA 0% 8/11/2028 N/A May 2023 163,762 $163K 0.01% LON
1287 UMBS P#SD7535 2.5% 02/01/51 3132DVLQ6 May 2023 188,232 $163K 0.01% ABS-MBS
1288 LA CONSTRUCCION 4.75% 02/07/32 P5817RAG0 May 2023 200,000 $163K 0.01% DBT
1289 CARNIVAL CORP 5.75% 03/01/27 143658BN1 May 2023 190,000 $163K 0.01% DBT
1290 UMBS P#RA5731 2% 08/01/51 3133KMLL7 May 2023 197,024 $163K 0.01% ABS-MBS
1291 TRANSOCEAN POS 6.875% 02/01/27 89383JAA6 May 2023 166,562 $163K 0.01% DBT
1292 OCCIDENTAL PET 6.125% 01/01/31 674599EF8 May 2023 160,000 $163K 0.01% DBT
1293 INTERCONTINENTA 4.35% 06/15/29 45866FAV6 May 2023 165,000 $162K 0.01% DBT
1294 UMBS P#ZS9972 3% 03/01/42 3132ABCH3 May 2023 178,231 $162K 0.01% ABS-MBS
1295 ADANI PORTS AN 4.375% 07/03/29 Y00130RP4 May 2023 200,000 $161K 0.01% DBT
1296 T/L OLYMPUS WATER 0% 11/09/2028 N/A May 2023 172,812 $161K 0.01% LON
1297 SOUTHERN CAL ED 5.85% 11/01/27 842400HS5 May 2023 155,000 $161K 0.01% DBT
1298 OLYMPUS WTR US 4.25% 10/01/28 681639AA8 May 2023 200,000 $160K 0.01% DBT
1299 UNITEDHEALTH GR 6.05% 02/15/63 91324PET5 May 2023 145,000 $160K 0.01% DBT
1300 VZ SECURED FINANCI 5% 01/15/32 91845AAA3 May 2023 200,000 $159K 0.01% DBT
1301 ENTERGY LOUISIA 4.75% 09/15/52 29364WBL1 May 2023 175,000 $159K 0.01% DBT
1302 MILLICOM INTL C 6.25% 03/25/29 L6388GHV5 May 2023 180,000 $159K 0.01% DBT
1303 BOEING CO 5.15% 05/01/30 097023CY9 May 2023 160,000 $159K 0.01% DBT
1304 FNR 2021-95 GI 3% 01/25/52 3136BKWG3 May 2023 1,013,479 $158K 0.01% ABS-CBDO
1305 FNS 426 C38 2% 03/25/52 31422M2A3 May 2023 1,235,883 $158K 0.01% ABS-CBDO
1306 CT TRUST 5.125% 02/03/32 G2588BAA2 May 2023 200,000 $158K 0.01% DBT
1307 CSC HOLDINGS LLC 6.5% 02/01/29 126307AZ0 May 2023 200,000 $157K 0.01% DBT
1308 ARDAGH METAL PACKA 4% 09/01/29 03969YAB4 May 2023 200,000 $157K 0.01% DBT
1309 AT&T INC 2.75% 06/01/31 00206RJY9 May 2023 185,000 $156K 0.01% DBT
1310 ARCONIC CORP 6.125% 02/15/28 03966VAA5 May 2023 155,000 $156K 0.01% DBT
1311 CSMC 2021-NQM1 A V/R 05/25/65 126407AA3 May 2023 185,423 $156K 0.01% ABS-CBDO
1312 PARKER-HANNIFIN 4.25% 09/15/27 701094AR5 May 2023 160,000 $156K 0.01% DBT
1313 MOVIDA EUROPE S 5.25% 02/08/31 L65266AA3 May 2023 200,000 $156K 0.01% DBT
1314 CLECO CORPORAT 3.375% 09/15/29 18551PAE9 May 2023 180,000 $156K 0.01% DBT
1315 MINERVA LUXEMB 4.375% 03/18/31 L6401PAJ2 May 2023 200,000 $155K 0.01% DBT
1316 T/L AXALTA CO 0% 12/20/29 N/A May 2023 154,688 $155K 0.01% LON
1317 ACURIS FIN US/ACUR 5% 05/01/28 00511BAA5 May 2023 200,000 $155K 0.01% DBT
1318 UMBS P#QC5983 2.5% 08/01/51 3133AQUG0 May 2023 179,708 $154K 0.01% ABS-MBS
1319 FNR 2021-3 TI 2.5% 02/25/51 3136BDR42 May 2023 951,621 $154K 0.01% ABS-CBDO
1320 REPUBLIC OF PA 2.252% 09/29/32 698299BN3 May 2023 200,000 $153K 0.01% DBT
1321 BANK OF AMERICA C V/R 07/22/26 06051GLA5 May 2023 155,000 $153K 0.01% DBT
1322 CSMC 2021-B33 3.052% 10/10/31 12658WAA7 May 2023 183,000 $153K 0.01% ABS-CBDO
1323 FHR 4447 IO 5% 03/15/45 3137BGWY1 May 2023 726,538 $153K 0.01% ABS-CBDO
1324 EVERSOURCE ENER 5.45% 03/01/28 30040WAT5 May 2023 150,000 $153K 0.01% DBT
1325 T/L TEMPO ACQUIS 0% 08/31/28 88023HAF7 May 2023 153,062 $153K 0.01% LON
1326 T/L GARDA WORLD 0% 10/30/2026 C4000KAD6 May 2023 155,000 $152K 0.01% LON
1327 FRIGORIFICO CONC 7.7% 07/21/28 P4R54KAA4 May 2023 200,000 $152K 0.01% DBT
1328 MV24 CAPITAL B 6.748% 06/01/34 N53766AA4 May 2023 171,300 $152K 0.01% DBT
1329 PIKE CORP 5.5% 09/01/28 721283AA7 May 2023 170,000 $152K 0.01% DBT
1330 UMBS P#FS2451 4% 05/01/49 3140XHWM5 May 2023 157,625 $151K 0.01% ABS-MBS
1331 CDW LLC/CDW FI 3.569% 12/01/31 12513GBJ7 May 2023 180,000 $150K 0.01% DBT
1332 MORGAN STANLEY V/R 10/20/32 61747YEH4 May 2023 185,000 $150K 0.01% DBT
1333 GENERAL MILLS I 4.95% 03/29/33 370334CT9 May 2023 150,000 $150K 0.01% DBT
1334 BP CAP MARKETS 3.379% 02/08/61 10373QBQ2 May 2023 215,000 $150K 0.01% DBT
1335 UNITED AIRLINE 4.625% 04/15/29 90932LAH0 May 2023 165,000 $149K 0.01% DBT
1336 OVINTIV INC 7.375% 11/01/31 012873AK1 May 2023 140,000 $149K 0.01% DBT
1337 FHR 5169 IO 3% 09/25/51 3137H4GG9 May 2023 896,559 $149K 0.01% ABS-CBDO
1338 T/L PRETIUM PKG H 0% 10/02/28 N/A May 2023 192,562 $149K 0.01% LON
1339 ALLIED UNIVERSA 9.75% 07/15/27 019576AB3 May 2023 170,000 $149K 0.01% DBT
1340 CHILE ELEC PEC SP ZCP 01/25/28 168831AA3 May 2023 200,000 $149K 0.01% DBT
1341 T/L GRIFOLS 0% 11/15/2027 N/A May 2023 155,000 $149K 0.01% LON
1342 MSBAM 2014-C19 X V/R 12/15/24 61764PBV3 May 2023 15,819,783 $148K 0.01% ABS-CBDO
1343 REPUBLIC OF PANA 4.5% 04/01/56 698299BM5 May 2023 200,000 $148K 0.01% DBT
1344 CAP SA 3.9% 04/27/31 P2316YAA1 May 2023 200,000 $147K 0.01% DBT
1345 AON CORP/AON GL 5.35% 02/28/33 03740LAG7 May 2023 145,000 $147K 0.01% DBT
1346 T/L STARS GROUP HO 0% 7/21/2026 N8233BAC6 May 2023 147,519 $147K 0.01% LON
1347 CAS 2022-R08 1M1 V/R 07/25/42 20755DAA4 May 2023 144,841 $146K 0.01% ABS-CBDO
1348 EVERI HOLDINGS INC 5% 07/15/29 30034TAA1 May 2023 165,000 $146K 0.01% DBT
1349 UMBS P#RA5560 2.5% 07/01/51 3133KME92 May 2023 170,271 $146K 0.01% ABS-MBS
1350 T/L PUG LLC 0% 02/12/2027 N/A May 2023 171,204 $146K 0.01% LON
1351 EMPRESAS PUBLI 4.375% 02/15/31 P9379RBC0 May 2023 200,000 $146K 0.01% DBT
1352 FHS 375 C1 2.5% 01/25/51 3133Q5AA4 May 2023 964,373 $145K 0.01% ABS-CBDO
1353 ALTICE FRANCE SA 5.5% 10/15/29 02156LAH4 May 2023 200,000 $145K 0.01% DBT
1354 INSTALLED BUILD 5.75% 02/01/28 45780RAA9 May 2023 155,000 $145K 0.01% DBT
1355 UMBS P#FM9115 2% 10/01/41 3140XDDV5 May 2023 169,312 $145K 0.01% ABS-MBS
1356 GRAN TIERRA ENE 7.75% 05/23/27 38502JAA9 May 2023 200,000 $145K 0.01% DBT
1357 ORACLE CORP 2.95% 04/01/30 68389XBV6 May 2023 165,000 $144K 0.01% DBT
1358 DBJPM 2020-C9 XA V/R 08/15/30 233063AW6 May 2023 2,222,940 $144K 0.01% ABS-CBDO
1359 SCC POWER PLC 8% 12/31/28 78397YAB8 May 2023 419,605 $144K 0.01% DBT
1360 ENCOMPASS HEAL 4.625% 04/01/31 29261AAE0 May 2023 165,000 $144K 0.01% DBT
1361 GNR 2012-116 IB 4% 09/16/42 38375C5T3 May 2023 713,646 $144K 0.01% ABS-CBDO
1362 PETROLEOS DEL P 4.75% 06/19/32 P7808BAA5 May 2023 200,000 $143K 0.01% DBT
1363 ADANI ELECTRIC 3.867% 07/22/31 Y0R1SDAB9 May 2023 200,000 $143K 0.01% DBT
1364 HESS MIDSTREAM 4.25% 02/15/30 428102AE7 May 2023 165,000 $143K 0.01% DBT
1365 AON CORP/AON GLO 3.9% 02/28/52 03740LAE2 May 2023 185,000 $143K 0.01% DBT
1366 T/L CENGAGE 0% 07/14/2026 N/A May 2023 150,858 $142K 0.01% LON
1367 T/L MAVIS TIRE 0% 05/04/2028 N/A May 2023 147,375 $142K 0.01% LON
1368 COLT 2021-2R A1 V/R 07/27/54 12656YAA5 May 2023 165,565 $142K 0.01% ABS-CBDO
1369 TARGA RESOURCES 4.2% 02/01/33 87612GAA9 May 2023 160,000 $141K 0.01% DBT
1370 MEDLINE BORROWE 5.25% 10/01/29 62482BAB8 May 2023 165,000 $141K 0.01% DBT
1371 JSW HYDRO ENER 4.125% 05/18/31 Y4S71YAA2 May 2023 168,000 $141K 0.01% DBT
1372 FNR 2021-3 NI 2.5% 02/25/51 3136BDQ84 May 2023 1,014,070 $140K 0.01% ABS-CBDO
1373 BANCO INDUSTRIAL V/R 01/29/31 P13458AB3 May 2023 150,000 $140K 0.01% DBT
1374 BANCO DAVIVIENDA SA V/R /PERP/ 059501AD8 May 2023 200,000 $140K 0.01% DBT
1375 EMPRESA ELECTR 4.875% 05/25/29 P3713QAA5 May 2023 156,450 $140K 0.01% DBT
1376 GOLDMAN SACHS GRO V/R 02/24/33 38141GZM9 May 2023 165,000 $140K 0.01% DBT
1377 UNIVISION COMM 7.375% 06/30/30 914906AX0 May 2023 150,000 $139K 0.01% DBT
1378 CARNIVAL CORP 9.875% 08/01/27 143658BJ0 May 2023 135,000 $139K 0.01% DBT
1379 T/L CAESARS ENT 0% 02/06/2030 N/A May 2023 140,000 $139K 0.01% LON
1380 MPLX LP 2.65% 08/15/30 55336VBQ2 May 2023 165,000 $138K 0.01% DBT
1381 TRANSCONT GAS P 3.25% 05/15/30 893574AP8 May 2023 155,000 $138K 0.01% DBT
1382 WESTERN MIDSTREA 4.3% 02/01/30 958667AC1 May 2023 155,000 $138K 0.01% DBT
1383 BOSTON GAS COM 3.757% 03/16/32 100743AM5 May 2023 155,000 $138K 0.01% DBT
1384 FNR 2020-74 HI 5.5% 10/25/50 3136BB6V9 May 2023 696,823 $138K 0.01% ABS-CBDO
1385 ONEOK INC 5.2% 07/15/48 682680AV5 May 2023 165,000 $138K 0.01% DBT
1386 BRASKEM IDESA S 6.99% 02/20/32 P1850NAB7 May 2023 200,000 $137K 0.01% DBT
1387 T/L LUMMUS TECHN 0% 06/30/27 45232UAE8 May 2023 139,490 $137K 0.01% LON
1388 WR GRACE HOLDI 5.625% 08/15/29 92943GAA9 May 2023 165,000 $137K 0.01% DBT
1389 DUKE ENERGY CAR 3.55% 03/15/52 26442CBH6 May 2023 180,000 $136K 0.01% DBT
1390 HESS MIDSTREAM 5.125% 06/15/28 428104AA1 May 2023 145,000 $136K 0.01% DBT
1391 ACADEMY LTD 6% 11/15/27 00401YAA8 May 2023 140,000 $135K 0.01% DBT
1392 DUN & BRADSTREET C 5% 12/15/29 26483EAL4 May 2023 155,000 $135K 0.01% DBT
1393 BHG 2021-B A 0.9% 10/17/34 08862BAA3 May 2023 141,537 $135K 0.01% ABS-CBDO
1394 REGAL REXNORD CO 6.3% 02/15/30 758750AE3 May 2023 135,000 $135K 0.01% DBT
1395 NRG ENERGY INC 3.625% 02/15/31 629377CR1 May 2023 170,000 $134K 0.01% DBT
1396 NEXTERA ENERGY 5.05% 02/28/33 65339KCP3 May 2023 135,000 $134K 0.01% DBT
1397 T/L IRB HOLDING 0% 12/15/27 N/A May 2023 137,931 $134K 0.01% LON
1398 FENIX POWER PE 4.317% 09/20/27 P40070AB3 May 2023 141,176 $133K 0.01% DBT
1399 PACIFIC GAS & E 6.75% 01/15/53 694308KH9 May 2023 135,000 $132K 0.01% DBT
1400 ADAPTHEALTH LL 5.125% 03/01/30 00653VAE1 May 2023 170,000 $132K 0.01% DBT
1401 SCOTTS MIRACLE-G 4.5% 10/15/29 810186AS5 May 2023 155,000 $132K 0.01% DBT
1402 TRANSDIGM INC 5.5% 11/15/27 893647BL0 May 2023 140,000 $132K 0.01% DBT
1403 GROUP 1 AUTOMOTIVE 4% 08/15/28 398905AN9 May 2023 150,000 $131K 0.01% DBT
1404 STANDARD INDUS 4.375% 07/15/30 853496AG2 May 2023 155,000 $131K 0.01% DBT
1405 BAT CAPITAL CO 3.462% 09/06/29 05526DBH7 May 2023 150,000 $131K 0.01% DBT
1406 NATIONAL RURAL U 4.8% 03/15/28 63743HFG2 May 2023 130,000 $130K 0.01% DBT
1407 VERIZON COMMUNI 2.85% 09/03/41 92343VGL2 May 2023 185,000 $130K 0.01% DBT
1408 T/L ATHENAHEAL 0% 02/15/29 N/A May 2023 138,042 $130K 0.01% LON
1409 BUILDERS FIRSTSOUR 5% 03/01/30 12008RAN7 May 2023 140,000 $130K 0.01% DBT
1410 FHS 386 C14 2.5% 03/15/52 31325YB31 May 2023 897,471 $129K 0.01% ABS-CBDO
1411 AGROSUPER SA 4.6% 01/20/32 P01020AK5 May 2023 150,000 $129K 0.01% DBT
1412 XPO INC 7.125% 06/01/31 98379KAB8 May 2023 130,000 $129K 0.01% DBT
1413 PENNYMAC FIN SV 4.25% 02/15/29 70932MAB3 May 2023 160,000 $129K 0.01% DBT
1414 RYAN SPECIALTY 4.375% 02/01/30 78351MAA0 May 2023 145,000 $129K 0.01% DBT
1415 WYNDHAM HOTELS 4.375% 08/15/28 98311AAB1 May 2023 140,000 $128K 0.01% DBT
1416 SC GAMES HOLDI 6.625% 03/01/30 80874DAA4 May 2023 145,000 $127K 0.01% DBT
1417 CHESAPEAKE ENE 5.875% 02/01/29 165167DG9 May 2023 135,000 $127K 0.01% DBT
1418 ROYAL CARIBBEAN 5.5% 08/31/26 780153BJ0 May 2023 135,000 $127K 0.01% DBT
1419 OWENS & MINOR 6.625% 04/01/30 690732AG7 May 2023 140,000 $126K 0.01% DBT
1420 FNR 2013-72 IW 3.5% 07/25/33 3136AFDM3 May 2023 1,504,948 $126K 0.01% ABS-CBDO
1421 UMBS P#FM9210 3% 10/01/51 3140XDGU4 May 2023 140,937 $126K 0.01% ABS-MBS
1422 UMBS P#FS1621 2% 07/01/51 3140XGYT0 May 2023 152,240 $126K 0.01% ABS-MBS
1423 T/L TRITON WATER HOLDINGS INC 0% 3/31/2028 N/A May 2023 132,638 $125K 0.01% LON
1424 PARAMOUNT GLOBAL 4.2% 06/01/29 124857AZ6 May 2023 140,000 $125K 0.01% DBT
1425 BBCMS 2022-C18 A V/R 11/15/32 054975AE7 May 2023 120,000 $125K 0.01% ABS-CBDO
1426 T/L PG&E CORPOR 0% 06/23/25 N/A May 2023 126,425 $125K 0.01% LON
1427 FNS 429 C3 2.5% 09/25/52 31423YVK2 May 2023 793,676 $125K 0.01% ABS-CBDO
1428 T/L GRAHAM PACKAG 0% 8/4/2027 38469EAD5 May 2023 128,053 $125K 0.01% LON
1429 PARAMOUNT GLOBA 5.85% 09/01/43 92553PAU6 May 2023 150,000 $125K 0.01% DBT
1430 PLAINS ALL AMER 3.55% 12/15/29 72650RBM3 May 2023 140,000 $124K 0.01% DBT
1431 ADVANCED DRAINAGE 5% 09/30/27 00790RAA2 May 2023 130,000 $123K 0.01% DBT
1432 ALLIED UNIVERS 6.625% 07/15/26 019576AA5 May 2023 130,000 $122K 0.01% DBT
1433 YUM BRANDS INC 4.75% 01/15/30 988498AL5 May 2023 130,000 $122K 0.01% DBT
1434 UMBS P#BS8266 4.75% 04/01/28 3140LKFG3 May 2023 120,000 $122K 0.01% ABS-MBS
1435 M/I HOMES INC 4.95% 02/01/28 55305BAS0 May 2023 130,000 $122K 0.01% DBT
1436 GOLDMAN SACHS GRO V/R 08/23/28 38141GZU1 May 2023 125,000 $121K 0.01% DBT
1437 PETROLEOS DEL 5.625% 06/19/47 P7808BAB3 May 2023 200,000 $121K 0.01% DBT
1438 TENET HEALTHCA 6.125% 06/15/30 88033GDP2 May 2023 125,000 $121K 0.01% DBT
1439 TELEFONICA MOV 3.537% 11/18/31 87938XAB7 May 2023 150,000 $120K 0.01% DBT
1440 MATTAMY GROUP 4.625% 03/01/30 57701RAM4 May 2023 140,000 $120K 0.01% DBT
1441 VIPER ENERGY P 5.375% 11/01/27 92763MAA3 May 2023 125,000 $120K 0.01% DBT
1442 CHARTER COMM OPT 4.4% 12/01/61 161175CC6 May 2023 185,000 $120K 0.01% DBT
1443 RUTAS 2 AND 7 FIN ZCP 09/30/36 G77265AA7 May 2023 180,000 $120K 0.01% DBT
1444 IRON MOUNTAIN INC 7% 02/15/29 46284VAP6 May 2023 120,000 $120K 0.01% DBT
1445 UMBS P#SD2102 2.5% 07/01/51 3132DPKP2 May 2023 138,842 $119K 0.01% ABS-MBS
1446 FHR 4518 CZ 3.5% 10/15/45 3137BLP93 May 2023 130,347 $119K 0.01% ABS-CBDO
1447 ENERGY TRANSFER 6.25% 04/15/49 29279FAA7 May 2023 125,000 $119K 0.01% DBT
1448 T/L CHARTER 0% 12/01/2027 N/A May 2023 122,188 $119K 0.01% LON
1449 NVIDIA CORP 3.5% 04/01/40 67066GAG9 May 2023 140,000 $118K 0.01% DBT
1450 NATIONSTAR MTG 5.75% 11/15/31 63861CAE9 May 2023 145,000 $118K 0.01% DBT
1451 T/L ICON LUXEMBOU 0% 07/03/28 N/A May 2023 117,577 $117K 0.01% LON
1452 DICK'S SPORTING 4.1% 01/15/52 253393AG7 May 2023 175,000 $117K 0.01% DBT
1453 T/L REGIONALCARE H 0% 11/16/25 75915TAD4 May 2023 132,867 $116K 0.01% LON
1454 SPECTRUM BRANDS IN 5% 10/01/29 84762LAV7 May 2023 130,000 $116K 0.01% DBT
1455 UMBS P#BU8959 1.5% 11/01/51 3140MA5V2 May 2023 148,728 $116K 0.01% ABS-MBS
1456 T/L DIGICERT HOLDI 0% 10/16/26 24022KAB5 May 2023 118,300 $115K 0.01% LON
1457 DRMT 2021-1 A1 V/R 02/25/25 24380VAA9 May 2023 128,818 $115K 0.01% ABS-CBDO
1458 BANK 2023-BNK45 V/R 01/15/33 06541BBQ0 May 2023 1,693,073 $115K 0.01% ABS-CBDO
1459 GOLDMAN SACHS GRO V/R 10/21/32 38141GYN8 May 2023 140,000 $115K 0.01% DBT
1460 OCCIDENTAL PET 6.625% 09/01/30 674599ED3 May 2023 110,000 $115K 0.01% DBT
1461 GNMA II P#MA0318 3.5% 08/20/42 36179MK74 May 2023 120,986 $114K 0.01% ABS-MBS
1462 FNR 2020-99 KI 1.5% 11/25/35 3136BDFB9 May 2023 1,998,431 $114K 0.01% ABS-CBDO
1463 GCI LLC 4.75% 10/15/28 36166TAB6 May 2023 135,000 $114K 0.01% DBT
1464 SUPERIOR PLUS/GE 4.5% 03/15/29 86828LAC6 May 2023 130,000 $114K 0.01% DBT
1465 FNR 2016-3 MI 5.5% 02/25/46 3136ARGB8 May 2023 707,458 $114K 0.01% ABS-CBDO
1466 FHMS K118 X1 V/R 09/25/30 3137F62P1 May 2023 2,072,147 $113K 0.01% ABS-CBDO
1467 UMBS P#BX1766 5% 11/01/52 3140N56C3 May 2023 114,863 $113K 0.01% ABS-MBS
1468 T/L INGRAM MICRO 0% 06/30/2028 N/A May 2023 117,900 $113K 0.01% LON
1469 VENTURE GLOBAL 4.125% 08/15/31 92328MAB9 May 2023 130,000 $112K 0.01% DBT
1470 FNR 2022-3 PI 3% 01/25/52 3136BLBF6 May 2023 874,788 $112K 0.01% ABS-CBDO
1471 FGLMC P#G08741 3% 01/01/47 3128MJZF0 May 2023 123,373 $112K 0.01% ABS-MBS
1472 NFP CORP 4.875% 08/15/28 65342RAE0 May 2023 125,000 $112K 0.01% DBT
1473 EMPRESA ELECTRIC 5.5% 05/14/27 P3713CAB4 May 2023 120,160 $111K 0.01% DBT
1474 T/L MILANO ACQUIS 0% 10/01/27 59909TAC8 May 2023 117,594 $111K 0.01% LON
1475 T/L BROOKFIELD 0% 08/01/2025 N/A May 2023 112,406 $111K 0.01% LON
1476 MURPHY OIL USA 4.75% 09/15/29 626738AE8 May 2023 120,000 $111K 0.01% DBT
1477 MODIVCARE ESCROW I 5% 10/01/29 60783XAA2 May 2023 145,000 $110K 0.01% DBT
1478 ONEMAIN FINANC 7.125% 03/15/26 85172FAN9 May 2023 115,000 $110K 0.01% DBT
1479 BCPE EMPIRE HO 7.625% 05/01/27 05552VAA0 May 2023 120,000 $110K 0.01% DBT
1480 T/L PERATON CORP 0% 02/01/2028 N/A May 2023 115,277 $110K 0.01% LON
1481 INTEL CORP 3.25% 11/15/49 458140BJ8 May 2023 160,000 $109K 0.01% DBT
1482 UMBS P#BM5024 3% 11/01/48 3140J9SN2 May 2023 121,051 $109K 0.01% ABS-MBS
1483 GOODYEAR TIRE & 5.25% 07/15/31 382550BR1 May 2023 125,000 $109K 0.01% DBT
1484 UMBS P#CB0463 2% 05/01/41 3140QKQR2 May 2023 126,288 $109K 0.01% ABS-MBS
1485 GEORGIA POWER C 4.95% 05/17/33 373334KT7 May 2023 110,000 $108K 0.01% DBT
1486 CSMC 2019-ICE4 D V/R 05/15/21 12653VAG1 May 2023 109,727 $108K 0.01% ABS-CBDO
1487 T/L MESSER INDUSTR 0% 03/02/26 D6000EAB8 May 2023 108,412 $108K 0.01% LON
1488 CHARTER COMM OPT 3.7% 04/01/51 161175BV5 May 2023 175,000 $107K 0.01% DBT
1489 WASH MULTIFAM A 5.75% 04/15/26 93710WAA3 May 2023 120,000 $107K 0.01% DBT
1490 T/L DIRECTV FIN 0% 08/02/27 N/A May 2023 112,965 $107K 0.01% LON
1491 SELECT MEDICAL 6.25% 08/15/26 816196AT6 May 2023 110,000 $107K 0.01% DBT
1492 T/L ALIXPARTNER 0% 02/04/28 N/A May 2023 107,800 $107K 0.01% LON
1493 CALLON PETROLEUM 7.5% 06/15/30 13123XBF8 May 2023 115,000 $107K 0.01% DBT
1494 GRIFFON CORPORA 5.75% 03/01/28 398433AP7 May 2023 115,000 $106K 0.01% DBT
1495 T/L SWF HOLDINGS 0% 10/06/28 N/A May 2023 128,025 $106K 0.01% LON
1496 GNR 2014-46 IO 5% 03/16/44 38379AYP9 May 2023 734,658 $105K 0.01% ABS-CBDO
1497 T/L STG-FAIRWAY HO 0% 01/31/27 N/A May 2023 106,514 $105K 0.01% LON
1498 T/L GREAT OUTDOOR 0% 03/06/28 07014QAN1 May 2023 107,537 $104K 0.01% LON
1499 BOMBARDIER INC 7.875% 04/15/27 097751BT7 May 2023 105,000 $104K 0.01% DBT
1500 CHARTER COMM OPT 3.9% 06/01/52 161175CA0 May 2023 165,000 $104K 0.01% DBT
1501 DOMINICAN REP 8.625% 4/20/27 P3579EAG2 May 2023 100,000 $104K 0.01% DBT
1502 CNX MIDSTREAM P 4.75% 04/15/30 12654AAA9 May 2023 125,000 $104K 0.01% DBT
1503 API GROUP DE IN 4.75% 10/15/29 00185PAA9 May 2023 115,000 $103K 0.01% DBT
1504 ONEOK INC 6.35% 01/15/31 682680BE2 May 2023 100,000 $103K 0.00% DBT
1505 FHR 5083 AI 2.5% 03/25/51 3137FFMX2 May 2023 722,916 $103K 0.00% ABS-CBDO
1506 UMBS P#FS3026 2.5% 11/01/51 3140XJLG6 May 2023 119,188 $103K 0.00% ABS-MBS
1507 CCO HLDGS LLC/CA 4.5% 08/15/30 1248EPCE1 May 2023 125,000 $103K 0.00% DBT
1508 BBCMS 2020-C7 XA V/R 02/15/30 05492VAG0 May 2023 1,472,377 $102K 0.00% ABS-CBDO
1509 COHERENT CORP 5% 12/15/29 902104AC2 May 2023 115,000 $102K 0.00% DBT
1510 SUBURBAN PROPANE P 5% 06/01/31 864486AL9 May 2023 120,000 $102K 0.00% DBT
1511 CHARTER COMM OPT 3.5% 03/01/42 161175CE2 May 2023 156,000 $102K 0.00% DBT
1512 UMBS P#CA8304 2% 12/01/40 3140QGGN1 May 2023 116,680 $101K 0.00% ABS-MBS
1513 GENERAL MOTORS F 3.1% 01/12/32 37045XDS2 May 2023 125,000 $101K 0.00% DBT
1514 ANTERO MIDSTREA 5.75% 03/01/27 03690AAD8 May 2023 105,000 $101K 0.00% DBT
1515 VERIZON COMMUNI 2.55% 03/21/31 92343VGJ7 May 2023 120,000 $100K 0.00% DBT
1516 OVINTIV INC 5.65% 05/15/28 69047QAB8 May 2023 100,000 $100K 0.00% DBT
1517 SONIC AUTOMOTI 4.625% 11/15/29 83545GBD3 May 2023 120,000 $99K 0.00% DBT
1518 T/L WESTJET AIRLIN 0% 12/11/26 N/A May 2023 107,719 $99K 0.00% LON
1519 GSMS 2022-SHIP A V/R 08/15/23 36269CAA1 May 2023 100,000 $99K 0.00% ABS-CBDO
1520 TENET HEALTHCAR 6.25% 02/01/27 88033GDS6 May 2023 100,000 $99K 0.00% DBT
1521 BUILDERS FIRST 6.375% 06/15/32 12008RAR8 May 2023 100,000 $98K 0.00% DBT
1522 GCAR 2022-3A B 4.92% 02/15/25 38014QAC0 May 2023 100,000 $98K 0.00% ABS-CBDO
1523 UMBS P#MA4415 3% 09/01/51 31418D3Z3 May 2023 109,858 $98K 0.00% ABS-MBS
1524 XHR LP 6.375% 08/15/25 98372MAA3 May 2023 100,000 $98K 0.00% DBT
1525 CAPITAL ONE FINAN V/R 02/01/29 14040HCX1 May 2023 100,000 $97K 0.00% DBT
1526 MIDWEST GMNG B 4.875% 05/01/29 59833DAB6 May 2023 110,000 $97K 0.00% DBT
1527 T/L RADIATE HO 0% 09/25/26 N/A May 2023 117,153 $97K 0.00% LON
1528 T/L MILEAGE PLUS 0% 06/21/27 59921PAB2 May 2023 93,500 $97K 0.00% LON
1529 T/L TRAVELPORT F 0% 2/28/25 N/A May 2023 98,534 $96K 0.00% LON
1530 T/L CONSERVICE LLC 0% 05/13/27 20848PAB4 May 2023 97,500 $96K 0.00% LON
1531 NEXTERA ENERGY 6.051% 03/01/25 65339KBP4 May 2023 95,000 $96K 0.00% DBT
1532 UMBS P#AL6942 2.5% 06/01/30 3138EPWC4 May 2023 102,043 $96K 0.00% ABS-MBS
1533 VENTURE GLOBAL 8.125% 06/01/28 92332YAA9 May 2023 95,000 $95K 0.00% DBT
1534 ASSUREDPARTNER 5.625% 01/15/29 04624VAB5 May 2023 110,000 $95K 0.00% DBT
1535 T/L ION TRADING FINANCE LIMITED 0% 4/01/28 N/A May 2023 99,145 $95K 0.00% LON
1536 CAESARS ENTERT 4.625% 10/15/29 12769GAA8 May 2023 110,000 $95K 0.00% DBT
1537 TERVITA CORP 11% 12/01/25 88159EAA1 May 2023 89,000 $95K 0.00% DBT
1538 ATHENAHEALTH GRO 6.5% 02/15/30 60337JAA4 May 2023 115,000 $95K 0.00% DBT
1539 EATON CORP 4.35% 05/18/28 278062AK0 May 2023 95,000 $94K 0.00% DBT
1540 T/L PMHC II 0% 02/02/2029 N/A May 2023 109,450 $94K 0.00% LON
1541 FREEPORT-MCMOR 4.375% 08/01/28 35671DCG8 May 2023 100,000 $94K 0.00% DBT
1542 TITAN ACQ/CO-BO 7.75% 04/15/26 88827AAA1 May 2023 105,000 $94K 0.00% DBT
1543 ENERGY TRANSFER 5.35% 05/15/45 86765BAQ2 May 2023 110,000 $94K 0.00% DBT
1544 FHS 303 C10 3.5% 01/15/33 31325UD86 May 2023 893,904 $94K 0.00% ABS-CBDO
1545 MCGRAW-HILL EDU 5.75% 08/01/28 57767XAA8 May 2023 110,000 $94K 0.00% DBT
1546 FERTITTA ENTERT 6.75% 01/15/30 31556TAC3 May 2023 115,000 $94K 0.00% DBT
1547 ALLIANT HOLD / 6.75% 10/15/27 01883LAA1 May 2023 100,000 $93K 0.00% DBT
1548 LSF9 ATL HLDG/V 7.75% 02/15/26 50220MAA8 May 2023 100,000 $93K 0.00% DBT
1549 METIS MERGER SUB 6.5% 05/15/29 59155LAA0 May 2023 110,000 $93K 0.00% DBT
1550 T/L TITAN ACQUISIT 0% 03/28/25 N/A May 2023 97,920 $93K 0.00% LON
1551 SORT 2021-1A B 1.98% 03/15/26 12530MAG0 May 2023 108,381 $92K 0.00% ABS-CBDO
1552 T/L CORNERSTONE ONDEMAND INC 0.00% 10/16/28 N/A May 2023 103,052 $92K 0.00% LON
1553 FNR 2011-51 TO ZCP 06/25/41 31397UKE8 May 2023 120,777 $91K 0.00% ABS-CBDO
1554 COTY INC 5% 04/15/26 222070AE4 May 2023 95,000 $91K 0.00% DBT
1555 ONEOK INC 3.1% 03/15/30 682680BB8 May 2023 105,000 $91K 0.00% DBT
1556 PETROLEOS MEXIC 6.75% 09/21/47 71654QCC4 May 2023 150,000 $91K 0.00% DBT
1557 GNMA II P#MA7053 3% 12/20/50 36179VZS2 May 2023 99,301 $90K 0.00% ABS-MBS
1558 CLARIOS GLOBAL 6.75% 05/15/28 18060TAC9 May 2023 90,000 $90K 0.00% DBT
1559 TARGA RESOURCES 6.25% 07/01/52 87612KAC6 May 2023 95,000 $90K 0.00% DBT
1560 PHILIP MORRIS 5.375% 02/15/33 718172DB2 May 2023 90,000 $89K 0.00% DBT
1561 AMWINS GROUP I 4.875% 06/30/29 031921AB5 May 2023 100,000 $89K 0.00% DBT
1562 MORGAN STANLEY V/R 01/19/38 61747YFB6 May 2023 90,000 $89K 0.00% DBT
1563 CHORD ENERGY C 6.375% 06/01/26 674215AL2 May 2023 90,000 $89K 0.00% DBT
1564 ROLLER BEARING 4.375% 10/15/29 775631AD6 May 2023 100,000 $88K 0.00% DBT
1565 BANK OF AMERICA C V/R 04/25/25 06051GKS7 May 2023 90,000 $88K 0.00% DBT
1566 VICTORIA'S SEC 4.625% 07/15/29 926400AA0 May 2023 115,000 $88K 0.00% DBT
1567 TOWNSQUARE MED 6.875% 02/01/26 892231AB7 May 2023 95,000 $88K 0.00% DBT
1568 GNR 2019-5 JI 5% 07/16/44 38381BD76 May 2023 548,460 $88K 0.00% ABS-CBDO
1569 NCL CORPORATIO 8.375% 02/01/28 62886HBL4 May 2023 85,000 $88K 0.00% DBT
1570 BANCO DE CREDITO V/R 09/30/31 05971V2D6 May 2023 100,000 $88K 0.00% DBT
1571 PACTIV EVERGRE 4.375% 10/15/28 69527AAA4 May 2023 100,000 $87K 0.00% DBT
1572 NAVIENT CORP 5% 03/15/27 63938CAK4 May 2023 100,000 $87K 0.00% DBT
1573 UMBS P#BX8385 5% 03/01/53 3140NDJ73 May 2023 88,060 $87K 0.00% ABS-MBS
1574 ENERGIZER HOLDIN 6.5% 12/31/27 29272WAF6 May 2023 90,000 $87K 0.00% DBT
1575 CALPINE CORP 4.5% 02/15/28 131347CM6 May 2023 95,000 $86K 0.00% DBT
1576 SUNCOKE ENERGY 4.875% 06/30/29 86722AAD5 May 2023 105,000 $86K 0.00% DBT
1577 UMBS P#BQ1150 2.5% 10/01/50 3140KLH47 May 2023 100,102 $86K 0.00% ABS-MBS
1578 T/L SIX FLAGS 0% 4/17/26 83002CAJ6 May 2023 86,819 $85K 0.00% LON
1579 WEATHERFORD IN 8.625% 04/30/30 947075AU1 May 2023 85,000 $85K 0.00% DBT
1580 TENET HEALTHCA 6.125% 10/01/28 88033GDK3 May 2023 90,000 $85K 0.00% DBT
1581 IRON MOUNTAIN IN 4.5% 02/15/31 46284VAN1 May 2023 100,000 $85K 0.00% DBT
1582 T/L KRONOS ACQUIS ZCP 12/22/26 49387TAW6 May 2023 88,113 $84K 0.00% LON
1583 T/L DELTA AIR 0% 10/20/2027 24736CBS2 May 2023 81,000 $84K 0.00% LON
1584 CNX RESOURCES CORP 6% 01/15/29 12653CAJ7 May 2023 90,000 $83K 0.00% DBT
1585 T/L SINCLAIR TELE 0% 9/30/26 82925BAE5 May 2023 94,334 $83K 0.00% LON
1586 INTELSAT JACKSON 6.5% 03/15/30 45824TBC8 May 2023 90,000 $83K 0.00% DBT
1587 UMBS P#RB0369 2% 12/01/40 3133KTMS6 May 2023 95,528 $83K 0.00% ABS-MBS
1588 STAPLES INC 7.5% 04/15/26 855030AN2 May 2023 100,000 $82K 0.00% DBT
1589 SOUTHWESTERN EN 4.75% 02/01/32 845467AT6 May 2023 95,000 $82K 0.00% DBT
1590 PARKLAND CORP 4.5% 10/01/29 70137WAG3 May 2023 95,000 $82K 0.00% DBT
1591 KRONOS ACQ / KIK 5% 12/31/26 50106GAE2 May 2023 90,000 $82K 0.00% DBT
1592 NABORS INDUSTRI 7.25% 01/15/26 629571AA8 May 2023 90,000 $82K 0.00% DBT
1593 NGL ENRGY OP/FIN 7.5% 02/01/26 62922LAA6 May 2023 85,000 $81K 0.00% DBT
1594 RAYTHEON TECH 5.375% 02/27/53 75513ECS8 May 2023 80,000 $81K 0.00% DBT
1595 FORTRESS TRANS & 5.5% 05/01/28 34960PAD3 May 2023 90,000 $81K 0.00% DBT
1596 LEVEL 3 FINANCI 10.5% 05/15/30 527298BU6 May 2023 85,000 $81K 0.00% DBT
1597 UNITEDHEALTH GR 4.95% 05/15/62 91324PEL2 May 2023 85,000 $80K 0.00% DBT
1598 T/L AMERICAN AIRLI 0% 4/20/28 N/A May 2023 80,000 $80K 0.00% LON
1599 T/L GETTY IMAGES 0% 02/19/2026 37427UAJ9 May 2023 80,302 $80K 0.00% LON
1600 NISOURCE INC 5.4% 06/30/33 65473PAP0 May 2023 80,000 $80K 0.00% DBT
1601 EFMT 2021-1 A1 V/R 02/25/66 31574XAA6 May 2023 95,660 $80K 0.00% ABS-CBDO
1602 ACRISURE LLC / 4.25% 02/15/29 00489LAF0 May 2023 95,000 $80K 0.00% DBT
1603 UMBS P#MA3277 4% 02/01/48 31418CUB8 May 2023 84,148 $80K 0.00% ABS-MBS
1604 DIRECTV FIN LL 5.875% 08/15/27 25461LAA0 May 2023 90,000 $79K 0.00% DBT
1605 LEEWARD RENEWAB 4.25% 07/01/29 524590AA4 May 2023 90,000 $79K 0.00% DBT
1606 LFS TOPCO LLC 5.875% 10/15/26 50203TAA4 May 2023 90,000 $78K 0.00% DBT
1607 API GROUP DE I 4.125% 07/15/29 001877AA7 May 2023 90,000 $78K 0.00% DBT
1608 GNMA II P#MA8425 3.5% 11/20/52 36179XLE4 May 2023 84,143 $78K 0.00% ABS-MBS
1609 GNMA II P#MA1521 3.5% 12/20/43 36179NVN5 May 2023 82,124 $78K 0.00% ABS-MBS
1610 T/L ALLIANT HOLD 0% 11/05/27 N/A May 2023 79,800 $78K 0.00% LON
1611 T/L EXGEN RENEWAB ZCP 12/15/27 30204KAD8 May 2023 78,295 $78K 0.00% LON
1612 PARK INTERMED 4.875% 05/15/29 70052LAC7 May 2023 90,000 $77K 0.00% DBT
1613 BUILDERS FIRSTS 4.25% 02/01/32 12008RAP2 May 2023 90,000 $77K 0.00% DBT
1614 NCL CORPORATIO 5.875% 03/15/26 62886HBA8 May 2023 85,000 $77K 0.00% DBT
1615 BX 2018-EXCL C V/R 09/15/20 12433WAE1 May 2023 78,480 $77K 0.00% ABS-CBDO
1616 CCO HLDGS LLC/C 4.75% 02/01/32 1248EPCQ4 May 2023 95,000 $76K 0.00% DBT
1617 GARDA WORLD SECURI 6% 06/01/29 36485MAL3 May 2023 95,000 $76K 0.00% DBT
1618 T/L POLARIS NEW 0% 06/02/2028 N/A May 2023 84,492 $76K 0.00% LON
1619 FRONTIER COMMUNICA 5% 05/01/28 35906ABF4 May 2023 90,000 $75K 0.00% DBT
1620 UNITED NATURAL 6.75% 10/15/28 911163AA1 May 2023 80,000 $75K 0.00% DBT
1621 T/L IHEARTCOMMU 0% 05/01/2026 45174UAF5 May 2023 95,551 $75K 0.00% LON
1622 ILLUMINATE BUYER/H 9% 07/01/28 45232TAA9 May 2023 85,000 $74K 0.00% DBT
1623 T/L PREGIS CORP 0% 07/31/26 74045BAC1 May 2023 75,321 $74K 0.00% LON
1624 T/L MCAFEE CORP 0% 03/01/29 N/A May 2023 78,702 $74K 0.00% LON
1625 ONEMAIN FINANC 5.375% 11/15/29 85172FAR0 May 2023 90,000 $74K 0.00% DBT
1626 EQM MIDSTREAM P 4.75% 01/15/31 26885BAL4 May 2023 85,000 $73K 0.00% DBT
1627 T/L PETSMART INC 0% 02/11/28 71677HAL9 May 2023 73,688 $73K 0.00% LON
1628 HESS MIDSTREAM O 5.5% 10/15/30 428102AF4 May 2023 80,000 $72K 0.00% DBT
1629 T/L SCIENTIFIC 00.00% 04/04/29 N/A May 2023 75,000 $72K 0.00% LON
1630 COMMSCOPE INC 4.75% 09/01/29 203372AX5 May 2023 90,000 $71K 0.00% DBT
1631 PERFORMANCE FOO 4.25% 08/01/29 71376LAE0 May 2023 80,000 $71K 0.00% DBT
1632 N/A N/A May 2023 1 $70K 0.00% DIR
1633 ASHTON WOODS U 4.625% 04/01/30 045086AP0 May 2023 85,000 $70K 0.00% DBT
1634 DISH DBS CORP 5.75% 12/01/28 25470XBF1 May 2023 95,000 $69K 0.00% DBT
1635 CLARIV SCI HLD 4.875% 07/01/29 18064PAD1 May 2023 80,000 $69K 0.00% DBT
1636 UNIFRAX ESCROW 5.25% 09/30/28 90473LAA0 May 2023 90,000 $68K 0.00% DBT
1637 MORGAN STANLEY V/R 04/20/28 61747YER2 May 2023 70,000 $67K 0.00% DBT
1638 EXELON CORP 4.1% 03/15/52 30161NBH3 May 2023 85,000 $67K 0.00% DBT
1639 LEGENDS HOSPITALIT 5% 02/01/26 52473NAA6 May 2023 75,000 $67K 0.00% DBT
1640 TRIDENT TPI HO 12.75% 12/31/28 89616RAC3 May 2023 65,000 $66K 0.00% DBT
1641 ECOPETROL SA 5.875% 05/28/45 279158AJ8 May 2023 100,000 $66K 0.00% DBT
1642 KAISER FOUNDATI 2.81% 06/01/41 48305QAF0 May 2023 90,000 $65K 0.00% DBT
1643 FNR 2017-107 GA 3% 08/25/45 3136B0JJ6 May 2023 65,903 $65K 0.00% ABS-CBDO
1644 VENTURE GLOBAL 8.375% 06/01/31 92332YAB7 May 2023 65,000 $65K 0.00% DBT
1645 JELD-WEN INC 4.875% 12/15/27 475795AD2 May 2023 75,000 $65K 0.00% DBT
1646 CVR PARTNERS/C 6.125% 06/15/28 12663QAC9 May 2023 75,000 $65K 0.00% DBT
1647 TRANSDIGM INC 6.75% 08/15/28 893647BR7 May 2023 65,000 $65K 0.00% DBT
1648 T/L EG GROUP LIMIT 0% 02/07/25 N2820EAB4 May 2023 66,580 $65K 0.00% LON
1649 SCIENTIFIC GAME 7.25% 11/15/29 80874YBE9 May 2023 65,000 $65K 0.00% DBT
1650 FNR 2020-35 AI 3% 06/25/50 3136BALN2 May 2023 397,318 $64K 0.00% ABS-CBDO
1651 ANTERO RESOURC 5.375% 03/01/30 03674XAS5 May 2023 70,000 $64K 0.00% DBT
1652 FERRELLGAS LP/ 5.375% 04/01/26 315289AA6 May 2023 70,000 $64K 0.00% DBT
1653 CALPINE CORP 4.625% 02/01/29 131347CP9 May 2023 75,000 $63K 0.00% DBT
1654 T/L HORIZON THER 0% 03/15/28 44055UAD7 May 2023 63,700 $63K 0.00% LON
1655 INTEL CORP 4.9% 08/05/52 458140CB4 May 2023 70,000 $63K 0.00% DBT
1656 UNIVISION COMMUN 4.5% 05/01/29 914906AV4 May 2023 75,000 $63K 0.00% DBT
1657 AETHON UN/AETHI 8.25% 02/15/26 00810GAC8 May 2023 65,000 $63K 0.00% DBT
1658 T/L CONNECT FINCO 0% 12/11/26 L2000DAD6 May 2023 63,050 $63K 0.00% LON
1659 SRS DISTRIBUTI 6.125% 07/01/29 78471RAC0 May 2023 75,000 $62K 0.00% DBT
1660 GAP INC/THE 3.875% 10/01/31 364760AQ1 May 2023 90,000 $62K 0.00% DBT
1661 SRS DISTRIBUTI 4.625% 07/01/28 78471RAB2 May 2023 70,000 $62K 0.00% DBT
1662 MICHAELS COS IN 5.25% 05/01/28 55916AAA2 May 2023 80,000 $62K 0.00% DBT
1663 CHS/COMMUNITY H 4.75% 02/15/31 12543DBK5 May 2023 85,000 $61K 0.00% DBT
1664 PARKLAND CORP 4.625% 05/01/30 70137WAL2 May 2023 70,000 $61K 0.00% DBT
1665 MADISON IAQ LL 4.125% 06/30/28 55760LAA5 May 2023 70,000 $60K 0.00% DBT
1666 PRIMO WATER HO 4.375% 04/30/29 74168LAA4 May 2023 70,000 $60K 0.00% DBT
1667 T/L ZEBRA BUYER 0% 11/01/2028 N/A May 2023 61,476 $60K 0.00% LON
1668 ENCOMPASS HEALTH 4.5% 02/01/28 29261AAA8 May 2023 65,000 $60K 0.00% DBT
1669 CLECO CORPORAT 4.973% 05/01/46 18551PAD1 May 2023 70,000 $59K 0.00% DBT
1670 UPST 2021-3 A 0.83% 03/20/24 91679LAA0 May 2023 59,182 $58K 0.00% ABS-CBDO
1671 STATION CASINO 4.625% 12/01/31 857691AH2 May 2023 70,000 $58K 0.00% DBT
1672 T/L COLORADO BUYE 0% 05/01/24 N/A May 2023 99,338 $58K 0.00% LON
1673 ORACLE CORP 6.25% 11/09/32 68389XCJ2 May 2023 55,000 $58K 0.00% DBT
1674 COMMSCOPE TECH LLC 5% 03/15/27 20338HAB9 May 2023 85,000 $57K 0.00% DBT
1675 MADISON IAQ LL 5.875% 06/30/29 55760LAB3 May 2023 75,000 $57K 0.00% DBT
1676 CONSOLIDATED COMMU 5% 10/01/28 20903XAH6 May 2023 80,000 $57K 0.00% DBT
1677 LEGACY LIFEPOI 4.375% 02/15/27 53219LAS8 May 2023 75,000 $57K 0.00% DBT
1678 CHS/COMMUNITY HEAL 6% 01/15/29 12543DBH2 May 2023 70,000 $56K 0.00% DBT
1679 VTR FINANCE BV 6.375% 07/15/28 P9810YAA7 May 2023 200,000 $56K 0.00% DBT
1680 FULL HOUSE RESO 8.25% 02/15/28 359678AC3 May 2023 60,000 $56K 0.00% DBT
1681 GULFPORT ENERGY OP 8% 05/17/26 402635AR7 May 2023 56,206 $56K 0.00% DBT
1682 HIGHTOWER HOLDI 6.75% 04/15/29 43118DAA8 May 2023 65,000 $56K 0.00% DBT
1683 T/L SRS DISTRI 0% 06/02/2028 N/A May 2023 58,875 $56K 0.00% LON
1684 BLUE RACER MID 7.625% 12/15/25 095796AH1 May 2023 55,000 $56K 0.00% DBT
1685 UMBS P#MA3211 4% 12/01/47 31418CR97 May 2023 57,983 $56K 0.00% ABS-MBS
1686 REALOGY GROUP/C 5.25% 04/15/30 75606DAQ4 May 2023 80,000 $55K 0.00% DBT
1687 PRIME SECSRVC B 6.25% 01/15/28 74166MAE6 May 2023 60,000 $55K 0.00% DBT
1688 SEASPAN CORP 5.5% 08/01/29 81254UAK2 May 2023 70,000 $55K 0.00% DBT
1689 DEALER TIRE LLC/DT 8% 02/01/28 24229JAA1 May 2023 60,000 $55K 0.00% DBT
1690 WEATHERFORD INTE 6.5% 09/15/28 947075AT4 May 2023 55,000 $54K 0.00% DBT
1691 BAUSCH HEALTH 4.875% 06/01/28 071734AN7 May 2023 90,000 $54K 0.00% DBT
1692 TRITON WATER HO 6.25% 04/01/29 89680EAA7 May 2023 65,000 $54K 0.00% DBT
1693 COTY INC 6.5% 04/15/26 222070AB0 May 2023 55,000 $54K 0.00% DBT
1694 SUNOCO LP/FINANCE 6% 04/15/27 86765LAQ0 May 2023 55,000 $54K 0.00% DBT
1695 T/L UNITED AI 0% 04/21/28 N/A May 2023 53,900 $54K 0.00% LON
1696 DORNOCH DEBT M 6.625% 10/15/29 25830JAA9 May 2023 70,000 $53K 0.00% DBT
1697 VIKING CRUISES LT 13% 05/15/25 92676XAE7 May 2023 50,000 $53K 0.00% DBT
1698 PENN ENTERTAIN 4.125% 07/01/29 707569AV1 May 2023 65,000 $52K 0.00% DBT
1699 CATALENT PHARMA 3.5% 04/01/30 14879EAK4 May 2023 65,000 $52K 0.00% DBT
1700 CLYDESDALE ACQ 6.625% 04/15/29 18972EAA3 May 2023 55,000 $52K 0.00% DBT
1701 UMBS P#CA6347 2.5% 07/01/50 3140QEBR2 May 2023 60,167 $52K 0.00% ABS-MBS
1702 T/L PACKAGING COOR 0% 11/30/27 N/A May 2023 53,725 $51K 0.00% LON
1703 T/L AMERICAN AIRL ZCP 10/10/21 02376CAX3 May 2023 53,350 $51K 0.00% LON
1704 SOUTHERN CALIF G 5.2% 06/01/33 842434CZ3 May 2023 50,000 $50K 0.00% DBT
1705 PREMIER ENTERT 5.625% 09/01/29 74052HAA2 May 2023 70,000 $50K 0.00% DBT
1706 ADVANCED DRAIN 6.375% 06/15/30 00790RAB0 May 2023 50,000 $49K 0.00% DBT
1707 DISCOVERY COMM 4.125% 05/15/29 25470DBF5 May 2023 54,000 $49K 0.00% DBT
1708 SUNOCO LP/FINANC 4.5% 05/15/29 86765LAT4 May 2023 55,000 $49K 0.00% DBT
1709 EQM MIDSTREAM PA 6.5% 07/01/27 26885BAH3 May 2023 50,000 $49K 0.00% DBT
1710 AMERICAN AXLE & MF 5% 10/01/29 02406PBB5 May 2023 60,000 $49K 0.00% DBT
1711 CARVANA CO 5.625% 10/01/25 146869AB8 May 2023 65,000 $49K 0.00% DBT
1712 T/L TAR ACQ 0% 04/10/2028 N/A May 2023 49,125 $48K 0.00% LON
1713 CORNERSTONE BU 6.125% 01/15/29 21925DAA7 May 2023 65,000 $48K 0.00% DBT
1714 FGLMC P#G08793 4% 12/01/47 3128MJ3B4 May 2023 49,891 $48K 0.00% ABS-MBS
1715 T/L HYLAND SOFT 0% 07/07/2025 N/A May 2023 50,125 $48K 0.00% LON
1716 T/L ALLIED UNIVER ZCP 05/12/28 01957TAH0 May 2023 49,250 $46K 0.00% LON
1717 OCCIDENTAL PETRO 6.6% 03/15/46 674599DL6 May 2023 45,000 $46K 0.00% DBT
1718 OCCIDENTAL PETR 6.45% 09/15/36 674599DF9 May 2023 45,000 $46K 0.00% DBT
1719 CCO HLDGS LLC/C 4.25% 01/15/34 1248EPCP6 May 2023 60,000 $44K 0.00% DBT
1720 T/L PCI GAMING 0% 5/29/26 70455DAG9 May 2023 44,497 $44K 0.00% LON
1721 UNITI GROUP/CSL 10.5% 02/15/28 91327TAA9 May 2023 45,000 $44K 0.00% DBT
1722 MICHAELS COS I 7.875% 05/01/29 55916AAB0 May 2023 70,000 $43K 0.00% DBT
1723 CLEAN HARBORS 5.125% 07/15/29 184496AP2 May 2023 45,000 $43K 0.00% DBT
1724 ARCHES BUYER IN 4.25% 06/01/28 039524AA1 May 2023 50,000 $42K 0.00% DBT
1725 T/L NCR CORPORATI 0% 08/28/26 N/A May 2023 43,060 $42K 0.00% LON
1726 DANA INC 5.375% 11/15/27 235825AF3 May 2023 45,000 $42K 0.00% DBT
1727 POST HOLDINGS IN 5.5% 12/15/29 737446AP9 May 2023 45,000 $42K 0.00% DBT
1728 T/L REYNOLDS CONS ZCP 02/04/27 76171JAB7 May 2023 42,439 $42K 0.00% LON
1729 T/L TRICORBRAUN 0% 03/03/28 N/A May 2023 43,786 $42K 0.00% LON
1730 T/L STAPLES INC 0% 04/16/2026 855031AQ3 May 2023 48,900 $42K 0.00% LON
1731 LIFEPT/LEGACY L 9.75% 12/01/26 53219LAR0 May 2023 55,000 $41K 0.00% DBT
1732 NEWS CORP 5.125% 02/15/32 65249BAB5 May 2023 45,000 $41K 0.00% DBT
1733 SCLP 2021-1 A 0.49% 09/25/30 83407CAA6 May 2023 41,337 $41K 0.00% ABS-CBDO
1734 FRONTIER COMMU 5.875% 10/15/27 35906ABE7 May 2023 45,000 $40K 0.00% DBT
1735 RP ESCROW ISSUE 5.25% 12/15/25 74969PAA6 May 2023 60,000 $40K 0.00% DBT
1736 GRAFTECH FINAN 4.625% 12/15/28 384311AA4 May 2023 50,000 $40K 0.00% DBT
1737 SK INVICTUS INTERM 5% 10/30/29 29977LAA9 May 2023 50,000 $40K 0.00% DBT
1738 UPBOUND GROUP 6.375% 02/15/29 76009NAL4 May 2023 45,000 $40K 0.00% DBT
1739 T/L ION ANALYTICS 0% 02/16/28 N/A May 2023 40,625 $39K 0.00% LON
1740 LIONS GATE CAPIT 5.5% 04/15/29 53627NAE1 May 2023 55,000 $39K 0.00% DBT
1741 T/L WATERBRIDGE M ZCP 06/22/26 94120XAB1 May 2023 39,089 $39K 0.00% LON
1742 CNX RESOURCES 7.375% 01/15/31 12653CAK4 May 2023 40,000 $39K 0.00% DBT
1743 SCRIPPS ESCROW 3.875% 01/15/29 81105DAA3 May 2023 50,000 $38K 0.00% DBT
1744 T/L EG AMERICA LLC 0% 03/31/26 N/A May 2023 39,470 $38K 0.00% LON
1745 SUTTER HEALTH 3.361% 08/15/50 86944BAJ2 May 2023 55,000 $38K 0.00% DBT
1746 T/L ALMONDE COMP 0% 6/13/25 02034DAF4 May 2023 45,000 $38K 0.00% LON
1747 T/L HEARTHSIDE GR ZCP 05/23/25 40422KAB7 May 2023 45,902 $37K 0.00% LON
1748 T/L RENT-A-CE 0% 02/17/28 N/A May 2023 37,293 $37K 0.00% LON
1749 ENDO LUX FIN C 6.125% 04/01/29 29280BAA3 May 2023 50,000 $36K 0.00% DBT
1750 NGL ENRGY PART L 7.5% 04/15/26 62913TAP7 May 2023 40,000 $36K 0.00% DBT
1751 VIRTUSA CORP 7.125% 12/15/28 92837TAA0 May 2023 45,000 $36K 0.00% DBT
1752 CLEAR CHANNEL OU 7.5% 06/01/29 18453HAD8 May 2023 50,000 $36K 0.00% DBT
1753 T/L MARAVAI INTER ZCP 10/19/27 56589PAJ4 May 2023 35,813 $36K 0.00% LON
1754 TMS INTERNATION 6.25% 04/15/29 87261QAC7 May 2023 45,000 $36K 0.00% DBT
1755 T/L CLEAR CHANNEL 0% 8/21/26 18452RAD7 May 2023 37,300 $35K 0.00% LON
1756 T/L GRAB HOLDIN 0% 01/29/2026 G4123KAB8 May 2023 33,695 $34K 0.00% LON
1757 T/L SUNSHINE LU 0% 10/01/2026 L8908YAE8 May 2023 33,957 $33K 0.00% LON
1758 T/L LIONS GATE CAP 0% 03/24/25 53627MAB9 May 2023 33,743 $33K 0.00% LON
1759 PBF HOLDING CO LLC 6% 02/15/28 69318FAJ7 May 2023 35,000 $33K 0.00% DBT
1760 EMBARQ CORP 7.995% 06/01/36 29078EAA3 May 2023 65,000 $32K 0.00% DBT
1761 MOSS CREEK RESOU 7.5% 01/15/26 61965RAA3 May 2023 35,000 $32K 0.00% DBT
1762 HERTZ CORP/THE 5% 12/01/29 428040DB2 May 2023 40,000 $32K 0.00% DBT
1763 DOMINION ENERGY 6.3% 03/15/33 25746UAN9 May 2023 30,000 $32K 0.00% DBT
1764 H-FOOD HOLDNG/HE 8.5% 06/01/26 577088AA5 May 2023 80,000 $32K 0.00% DBT
1765 T/L ULTRA CLEAN 0% 08/27/25 N/A May 2023 31,289 $31K 0.00% LON
1766 T/L SPIN HOLDCO 0% 03/04/2028 N/A May 2023 37,978 $30K 0.00% LON
1767 BEACON ROOFING 4.125% 05/15/29 073685AH2 May 2023 35,000 $30K 0.00% DBT
1768 SWF ESCROW ISSUE 6.5% 10/01/29 78500AAA6 May 2023 50,000 $30K 0.00% DBT
1769 T/L NASCAR HOLD 0% 10/19/26 63108EAB4 May 2023 29,651 $30K 0.00% LON
1770 LUMEN TECHNOLOGIES 4% 02/15/27 156700BC9 May 2023 45,000 $29K 0.00% DBT
1771 BAUSCH HEALTH 6.125% 02/01/27 071734AP2 May 2023 45,000 $29K 0.00% DBT
1772 T/L ICON LUXEMBOU 0% 07/03/28 N/A May 2023 29,294 $29K 0.00% LON
1773 T/L UNIVAR INC 0% 07/01/2026 N/A May 2023 29,025 $29K 0.00% LON
1774 AMC ENTERTAINMEN 7.5% 02/15/29 00165CBA1 May 2023 40,000 $28K 0.00% DBT
1775 DISH DBS CORP 5.125% 06/01/29 25470XBD6 May 2023 60,000 $27K 0.00% DBT
1776 SCRIPPS ESCROW 5.875% 07/15/27 81104PAA7 May 2023 35,000 $27K 0.00% DBT
1777 RADIATE HOLDCO / 4.5% 09/15/26 75026JAC4 May 2023 35,000 $27K 0.00% DBT
1778 UMBS P#BX2554 5% 11/01/52 3140N6ZU9 May 2023 27,276 $27K 0.00% ABS-MBS
1779 UMBS P#CB5208 5% 09/01/52 3140QQYE9 May 2023 26,958 $27K 0.00% ABS-MBS
1780 MATIV HOLDINGS 6.875% 10/01/26 808541AA4 May 2023 30,000 $26K 0.00% DBT
1781 INTELSAT SA/LUXEMBOURG L5217E120 May 2023 1,028 $26K 0.00% EC
1782 DIGICEL GROUP HOLD 8% 04/01/25 25381YAB7 May 2023 56,915 $25K 0.00% DBT
1783 T/L PQ CORPORATION 0% 06/09/28 N/A May 2023 24,500 $24K 0.00% LON
1784 TELESAT CANADA/T 6.5% 10/15/27 87952VAM8 May 2023 55,000 $24K 0.00% DBT
1785 UNIV OF CALIFO 6.548% 05/15/48 913366EP1 May 2023 20,000 $23K 0.00% DBT
1786 T/L PHOENIX SERVIC 0% 03/28/23 71913LAC4 May 2023 25,856 $23K 0.00% LON
1787 T/L GREYSTONE SELE 0% 06/16/28 N/A May 2023 24,385 $23K 0.00% LON
1788 POST HOLDINGS 4.625% 04/15/30 737446AQ7 May 2023 26,000 $23K 0.00% DBT
1789 CASTLE US HOLDIN 9.5% 02/15/28 14852LAA1 May 2023 40,000 $22K 0.00% DBT
1790 LEVEL 3 FINANCI 3.75% 07/15/29 527298BT9 May 2023 40,000 $22K 0.00% DBT
1791 STAPLES INC 10.75% 04/15/27 855030AP7 May 2023 35,000 $21K 0.00% DBT
1792 SCC POWER PLC 4% 05/17/32 78397YAC6 May 2023 227,286 $21K 0.00% DBT
1793 RADIOLOGY PARTN 9.25% 02/01/28 75041VAA2 May 2023 75,000 $21K 0.00% DBT
1794 ROYAL CARIBBEAN 7.25% 01/15/30 780153BT8 May 2023 20,000 $20K 0.00% DBT
1795 RADIATE HOLDCO / 6.5% 09/15/28 75026JAE0 May 2023 40,000 $20K 0.00% DBT
1796 LIFEPOINT HEAL 5.375% 01/15/29 53219LAU3 May 2023 40,000 $20K 0.00% DBT
1797 T/L PACKERS HOLDINGS 0% 3/9/28 N/A May 2023 43,261 $19K 0.00% LON
1798 T/L SMG US MIDCO 2 0% 01/23/25 78453JAD8 May 2023 19,350 $19K 0.00% LON
1799 T/L ZIGGO FINANCE 0% 04/30/28 N9833RAJ8 May 2023 20,000 $19K 0.00% LON
1800 ENCOMPASS HEALT 4.75% 02/01/30 29261AAB6 May 2023 20,000 $18K 0.00% DBT
1801 WHEEL PROS INC 6.5% 05/15/29 96289WAA7 May 2023 40,000 $18K 0.00% DBT
1802 EMERGENT BIOSO 3.875% 08/15/28 29089QAC9 May 2023 30,000 $16K 0.00% DBT
1803 T/L ASURION LLC 0% 01/31/2028 N/A May 2023 20,000 $16K 0.00% LON
1804 DANA INC 4.25% 09/01/30 235825AH9 May 2023 20,000 $16K 0.00% DBT
1805 T/L ATHENAHEAL 0% 02/15/29 N/A May 2023 16,958 $16K 0.00% LON
1806 GNMA II P#MA2073 3.5% 07/20/44 36179QJS1 May 2023 16,575 $16K 0.00% ABS-MBS
1807 BOXER PARENT C 7.125% 10/02/25 103186AB8 May 2023 15,000 $15K 0.00% DBT
1808 T/L CALPINE CORP 0% 08/12/26 13134MBS1 May 2023 14,475 $14K 0.00% LON
1809 IHEARTCOMMUNIC 8.375% 05/01/27 45174HBD8 May 2023 25,000 $14K 0.00% DBT
1810 T/L CONVERGINT TE 0% 3/30/29 N/A May 2023 15,000 $13K 0.00% LON
1811 PECF USS INTERMEDI 8% 11/15/29 69291HAA3 May 2023 25,000 $13K 0.00% DBT
1812 T/L UNITED NATURAL 0% 10/22/25 N/A May 2023 12,538 $12K 0.00% LON
1813 ORACLE CORP 3.6% 04/01/40 68389XBW4 May 2023 15,000 $11K 0.00% DBT
1814 T/L AMWINS GROUP IN 0% 2/19/28 03234TAW8 May 2023 9,775 $10K 0.00% LON
1815 DIGICEL GROUP HOLDIN 7% /PERP/ 25381YAC5 May 2023 85,477 $9K 0.00% DBT
1816 T/L METAL SERV 0% 03/28/23 N/A May 2023 10,476 $9K 0.00% LON
1817 T/L COLUMBUS MCKIN 0% 05/14/28 N/A May 2023 8,793 $9K 0.00% LON
1818 FRONTIER COMMU 5.875% 11/01/29 35908MAA8 May 2023 9,900 $7K 0.00% DBT
1819 T/L PHOENIX SERVIC 0% 03/01/25 N/A May 2023 73,681 $6K 0.00% LON
1820 CAESARS ENTERTAIN 7% 02/15/30 12769GAB6 May 2023 5,000 $5K 0.00% DBT
1821 T/L VERSCEND HOLDIN 0% 8/27/25 92531HAD9 May 2023 4,912 $5K 0.00% LON
1822 T/L PETVET CARE 0% 02/14/2025 N/A May 2023 4,886 $5K 0.00% LON
1823 T/L ENVISION 0% 03/31/2027 29373UAF8 May 2023 26,828 $4K 0.00% LON
1824 UNIFIN FINANCIER 8.875% /PERP/ P94461AD5 May 2023 423,000 $4K 0.00% DBT
1825 AIR METHODS CORP 8% 05/15/25 00215JAA7 May 2023 35,000 $1K 0.00% DBT
1826 INTELSAT JAC RTS 12/31/2049 L5137X109 May 2023 107 $802 0.00% EC
1827 T/L ENVISION 0% 03/31/2027 29373UAG6 May 2023 65,567 $553 0.00% LON
1828 INTELSAT JACK RTS 12/31/2049 L5137X117 May 2023 107 $535 0.00% EC
1829 ESC GCB 6.375% 05/15/2025 402ESCAS6 May 2023 175,000 $110 0.00% DBT
1830 T/L RENTPATH INC 0% 12/31/25 N/A May 2023 9,211 $92 0.00% LON
1831 ESC GCB INTEL 5.5% 08/01/2023 458ESCAA8 May 2023 110,000 $0 0.00% DBT
1832 N/A N/A May 2023 1 $-27259 -0.00% DIR
1833 N/A N/A May 2023 1 $-93677 -0.00% DIR
1834 F/C US ULTRA BOND CBT SEP23 WNU3 XCBT May 2023 -5 $-684375 -0.03% DIR
1835 FNMA 30YR TBA 4% JUN 23 01F040669 May 2023 -1,205,000 $-1138348 -0.06% ABS-MBS
1836 F/C US 2YR NOTE (CBT) SEP23 TUU3 XCBT May 2023 -10 $-2058281 -0.10% DIR
1837 FNMA 30YR TBA 2.5% 6/25/43 01F022667 May 2023 -3,139,000 $-2683416 -0.13% ABS-MBS
1838 FNMA 30YR TBA 5% JUN 23 01F050668 May 2023 -6,250,000 $-6156616 -0.30% ABS-MBS
1839 FNMA 30YR TBA 3.0% JUNE 23 01F030660 May 2023 -8,815,000 $-7823829 -0.38% ABS-MBS
1840 FNMA 30YR TBA 3.5% JUN 23 01F032666 May 2023 -9,827,000 $-9028172 -0.44% ABS-MBS
1841 F/C US LONG BOND(CBT) SEP23 USU3 XCBT May 2023 -128 $-16428000 -0.80% DIR
1842 F/C US 10YR ULTRA FUT SEP23 UXYU3XCBT May 2023 -229 $-27583766 -1.34% DIR
1843 F/C US 5YR NOTE (CBT) SEP23 FVU3 XCBT May 2023 -451 $-49194234 -2.38% DIR