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Balanced Fund

John Hancock Investment Trust

Assets: $5.0B Net: $5.0B Series: S000000629 EDGAR ↗
+223
New
-166
Exited
1082
Positions
Period:
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# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 Alphabet Inc. GOOGL US Jul 2023 1,531,868 -21,908 $249.4M +20.9% 4.98% EC
2 Amazon.com Inc. AMZN US Jul 2023 1,340,997 -181,766 $234.7M +15.3% 4.68% EC
3 Microsoft Corporation MSFT US Jul 2023 598,511 -25,634 $233.0M +11.1% 4.65% EC
4 Broadcom Inc. AVGO US Jul 2023 105,583 -35,049 $137.3M +8.6% 2.74% EC
5 Walmart Inc. WMT US Jul 2023 2,205,831 +1,574,315 $130.9M +29.7% 2.61% EC
6 Eli Lilly and Company LLY US Jul 2023 159,426 -45,216 $124.5M +33.9% 2.49% EC
7 JPMorgan Chase and Co. JPM US Jul 2023 564,810 -11,812 $108.3M +18.9% 2.16% EC
8 Berkshire Hathaway Inc. BRK/B US Jul 2023 248,821 -1,095 $98.7M +12.2% 1.97% EC
9 Freeport-McMoRan Inc. FCX US Jul 2023 1,976,126 +184,365 $98.7M +23.4% 1.97% EC
10 Deere and Company DE US Jul 2023 214,810 +69,511 $84.1M +34.7% 1.68% EC
11 Apple Inc. AAPL US Jul 2023 461,497 -38,495 $78.6M -20.0% 1.57% EC
12 ASML Holding N.V. ASML US Apr 2024 78,664 New $68.6M — 1.37% EC
13 Valero Energy Corporation VLO US Jul 2023 416,334 +5,530 $66.6M +25.7% 1.33% EC
14 Lowe`s Companies Inc. LOW US Jul 2023 274,306 +2,041 $62.5M -2.0% 1.25% EC
15 Ingersoll Rand Inc. IR US Jul 2023 618,697 -174,761 $57.7M +11.5% 1.15% EC
16 United States Treasury Note/Bond T Apr 2024 56,868,000 New $56.6M — 1.13% DBT
17 Salesforce Inc. CRM US Jul 2023 201,106 +619 $54.1M +19.9% 1.08% EC
18 SAP SE SAP US Jul 2023 287,178 +34,044 $52.0M +50.8% 1.04% EC
19 United States Treasury Note/Bond T Apr 2024 53,774,000 New $51.9M — 1.04% DBT
20 The Procter and Gamble Company PG US Jul 2023 311,578 +9,223 $50.8M +7.6% 1.01% EC
21 ConocoPhillips COP US Jul 2023 387,936 -16,632 $48.7M +2.3% 0.97% EC
22 Vinci SA DG FP Jul 2023 412,042 +51,893 $48.3M +14.1% 0.96% EC
23 Micron Technology Inc. MU US Jul 2023 426,278 +12,607 $48.2M +63.1% 0.96% EC
24 Infineon Technologies AG IFX GR Apr 2024 1,383,966 New $48.0M — 0.96% EC
25 Honeywell International Inc. HON US Jul 2023 241,918 -9,933 $46.6M -4.6% 0.93% EC
26 Lululemon Athletica Inc. LULU US Jul 2023 123,444 +70,093 $44.5M +120.4% 0.89% EC
27 Farmer Mac Discount Notes FAMCDN Apr 2024 43,595,000 New $43.6M — 0.87% DBT
28 United States Treasury Note/Bond T Apr 2024 44,031,000 New $43.2M — 0.86% DBT
29 Cummins Inc. CMI US Apr 2024 151,957 New $42.9M — 0.86% EC
30 Valvoline Inc. VVV US Jul 2023 999,464 +586,811 $42.5M +171.2% 0.85% EC
31 Thermo Fisher Scientific Inc. TMO US Jul 2023 74,720 -1,478 $42.5M +1.6% 0.85% EC
32 United States Treasury Note/Bond T Apr 2024 43,960,000 New $41.6M — 0.83% DBT
33 Linde plc LIN US Jul 2023 88,912 +4,426 $39.2M +18.8% 0.78% EC
34 United States Treasury Note/Bond T Apr 2024 40,706,000 New $38.6M — 0.77% DBT
35 The Charles Schwab Corporation SCHW US Jul 2023 521,133 -43,470 $38.5M +3.3% 0.77% EC
36 Anheuser-Busch InBev SA/NV ABI BB Jul 2023 636,471 -53,092 $38.0M -3.6% 0.76% EC
37 AstraZeneca PLC AZN LN Jul 2023 244,284 -10,078 $36.9M +1.1% 0.74% EC
38 EQT Corporation EQT US Apr 2024 917,366 New $36.8M — 0.73% EC
39 Dick's Sporting Goods Inc. DKS US Jul 2023 178,480 -95,737 $35.9M -7.2% 0.72% EC
40 Suncor Energy Inc. SU US Jul 2023 911,021 -20,824 $34.8M +19.3% 0.69% EC
41 Gilead Sciences Inc. GILD US Jul 2023 519,204 +4,986 $33.9M -13.5% 0.68% EC
42 Devon Energy Corporation DVN US Jul 2023 646,942 +46,500 $33.1M +2.1% 0.66% EC
43 United States Treasury Note/Bond T Jul 2023 38,088,000 -3,435,000 $31.1M -15.9% 0.62% DBT
44 United States Treasury Note/Bond T Jul 2023 34,513,000 -4,200,000 $30.8M -18.4% 0.61% DBT
45 McKesson Corporation MCK US Jul 2023 56,661 -10,917 $30.4M +11.9% 0.61% EC
46 Edwards Lifesciences Corporation EW US Apr 2024 338,926 New $28.7M — 0.57% EC
47 Vertex Pharmaceuticals Incorporated VRTX US Jul 2023 72,865 +1,953 $28.6M +14.6% 0.57% EC
48 United States Treasury Note/Bond T Apr 2024 28,639,000 New $28.5M — 0.57% DBT
49 Discover Financial Services DFS US Jul 2023 221,023 +1,583 $28.0M +20.9% 0.56% EC
50 Fannie Mae Pool FN Jul 2023 34,446,314 -1,891,960 $27.6M -10.4% 0.55% ABS-MBS
51 Sysco Corporation SYY US Jul 2023 351,810 +5,017 $26.1M -1.2% 0.52% EC
52 Stryker Corporation SYK US Jul 2023 75,447 +8,493 $25.4M +33.8% 0.51% EC
53 Ulta Beauty Inc. ULTA US Jul 2023 62,225 +20,289 $25.2M +35.1% 0.50% EC
54 Abbott Laboratories ABT US Jul 2023 237,352 -19,798 $25.2M -12.1% 0.50% EC
55 Digital Realty Trust Inc. DLR US Jul 2023 181,179 +15,293 $25.1M +21.6% 0.50% EC
56 The Goldman Sachs Group Inc. GS US Jul 2023 54,671 -4,560 $23.3M +10.7% 0.47% EC
57 Regeneron Pharmaceuticals Inc. REGN US Jul 2023 22,755 -1,897 $20.3M +10.8% 0.40% EC
58 JH COLLATERAL N/A Jul 2023 1,994,756 -9,402,244 $19.9M +2630.0% 0.40% STIV
59 U.S. Bancorp USB US Apr 2024 431,337 New $17.5M — 0.35% EC
60 FREDDIE MAC POOL FR 09/52 FIXED 4.5 FR Jul 2023 17,131,532 -838,620 $15.9M -8.0% 0.32% ABS-MBS
61 United States Treasury Note/Bond T Apr 2024 16,228,000 New $15.6M — 0.31% DBT
62 American Tower Corporation AMT US Jul 2023 85,068 -7,095 $14.6M -16.8% 0.29% EC
63 Federal Home Loan Bank Discount Notes FHLBDN Apr 2024 12,541,000 New $12.5M — 0.25% DBT
64 Fannie Mae Pool FN Jul 2023 11,995,536 -617,831 $10.8M -8.6% 0.22% ABS-MBS
65 Fannie Mae Pool FN Jul 2023 11,097,392 -542,552 $10.6M -7.4% 0.21% ABS-MBS
66 Chipotle Mexican Grill Inc. CMG US Apr 2024 3,152 New $10.0M — 0.20% EC
67 Fannie Mae Pool FN Jul 2023 9,808,694 -451,202 $9.4M -7.1% 0.19% ABS-MBS
68 United States Treasury Note/Bond T Jul 2023 12,177,000 -35,049,000 $8.8M -77.5% 0.18% DBT
69 FREDDIE MAC POOL FR 07/53 FIXED 5 FR Jul 2023 9,036,583 -394,417 $8.6M -6.8% 0.17% ABS-MBS
70 FREDDIE MAC POOL FR 09/52 FIXED 5 FR Jul 2023 9,054,178 -461,903 $8.6M -7.6% 0.17% ABS-MBS
71 Fannie Mae Pool FN Jul 2023 8,782,084 -373,150 $8.4M -6.7% 0.17% ABS-MBS
72 Fannie Mae Pool FN Apr 2024 10,825,493 New $8.3M — 0.17% ABS-MBS
73 Fannie Mae Pool FN Jul 2023 9,120,557 -355,148 $8.2M -7.5% 0.16% ABS-MBS
74 Fannie Mae Pool FN Apr 2024 10,482,513 New $8.0M — 0.16% ABS-MBS
75 TOMRA Systems ASA TOM NO Apr 2024 609,931 New $7.5M — 0.15% EC
76 Fannie Mae Pool FN Jul 2023 7,770,250 -147,012 $7.4M -4.7% 0.15% ABS-MBS
77 Fannie Mae Pool FN Jul 2023 9,140,111 -594,415 $7.4M -11.3% 0.15% ABS-MBS
78 Fannie Mae Pool FN Apr 2024 7,550,273 New $7.2M — 0.14% ABS-MBS
79 FREDDIE MAC POOL FR 08/52 FIXED 4 FR Apr 2024 7,930,130 New $7.1M — 0.14% ABS-MBS
80 Broadcom Inc. AVGO Jul 2023 7,071,000 +1,160,000 $6.8M +19.6% 0.14% DBT
81 FREDDIE MAC POOL FR 09/52 FIXED 5.5 FR Jul 2023 6,850,798 -490,126 $6.7M -8.8% 0.13% ABS-MBS
82 Fannie Mae Pool FN Jul 2023 6,947,650 -428,376 $6.6M -8.5% 0.13% ABS-MBS
83 United States Treasury Note/Bond T Jul 2023 8,387,000 — $6.6M -10.9% 0.13% DBT
84 Fannie Mae Pool FN Jul 2023 6,971,823 -377,040 $6.5M -8.4% 0.13% ABS-MBS
85 AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust AER Jul 2023 6,782,000 +830,000 $6.3M +17.1% 0.13% DBT
86 Fannie Mae Pool FN Jul 2023 6,829,127 -569,152 $6.2M -11.4% 0.12% ABS-MBS
87 FREDDIE MAC POOL FR 11/52 FIXED 5 FR Jul 2023 6,497,239 -300,704 $6.2M -7.2% 0.12% ABS-MBS
88 Fannie Mae Pool FN Jul 2023 6,248,971 -382,903 $6.1M -7.8% 0.12% ABS-MBS
89 FREDDIE MAC POOL FR 04/52 FIXED 3.5 FR Jul 2023 6,961,623 -388,692 $6.1M -9.6% 0.12% ABS-MBS
90 T-Mobile USA Inc. TMUS Jul 2023 6,555,000 +2,060,000 $6.0M +45.2% 0.12% DBT
91 FREDDIE MAC POOL FR 12/52 FIXED 4.5 FR Apr 2024 6,383,904 New $6.0M — 0.12% ABS-MBS
92 Fannie Mae Pool FN Apr 2024 6,060,192 New $5.8M — 0.12% ABS-MBS
93 Fannie Mae Pool FN Apr 2024 6,371,176 New $5.8M — 0.12% ABS-MBS
94 FREDDIE MAC POOL FR 02/38 FIXED 4.5 FR Jul 2023 5,873,915 -763,837 $5.7M -12.6% 0.11% ABS-MBS
95 FREDDIE MAC POOL FR 04/52 FIXED 4 FR Jul 2023 6,211,063 -478,332 $5.6M -10.8% 0.11% ABS-MBS
96 FREDDIE MAC POOL FR 07/52 FIXED 5 FR Apr 2024 5,812,717 New $5.6M — 0.11% ABS-MBS
97 Ford Motor Credit Company LLC F Jul 2023 5,412,000 +440,000 $5.5M +10.1% 0.11% DBT
98 FREDDIE MAC POOL FR 07/52 FIXED 4.5 FR Apr 2024 5,921,861 New $5.5M — 0.11% ABS-MBS
99 FREDDIE MAC POOL FR 11/52 FIXED 4.5 FR Apr 2024 5,931,472 New $5.5M — 0.11% ABS-MBS
100 FREDDIE MAC POOL FR 06/52 FIXED 4 FR Apr 2024 6,092,581 New $5.5M — 0.11% ABS-MBS
101 Fannie Mae Pool FN Apr 2024 5,861,736 New $5.5M — 0.11% ABS-MBS
102 Fannie Mae Pool FN Apr 2024 6,030,058 New $5.4M — 0.11% ABS-MBS
103 Fannie Mae Pool FN Apr 2024 7,154,922 New $5.4M — 0.11% ABS-MBS
104 FREDDIE MAC POOL FR 12/52 FIXED 5 FR Jul 2023 5,653,398 -384,875 $5.4M -8.9% 0.11% ABS-MBS
105 Fannie Mae Pool FN Apr 2024 5,740,156 New $5.4M — 0.11% ABS-MBS
106 Fannie Mae Pool FN Jul 2023 5,437,872 -284,518 $5.3M -7.1% 0.11% ABS-MBS
107 Fannie Mae Pool FN Jul 2023 5,723,888 -268,662 $5.3M -7.8% 0.11% ABS-MBS
108 Fannie Mae Pool FN Jul 2023 5,686,735 -310,161 $5.3M -8.6% 0.10% ABS-MBS
109 AbbVie Inc. ABBV Jul 2023 5,822,000 +665,000 $5.3M +12.4% 0.10% DBT
110 Fannie Mae Pool FN Jul 2023 5,618,513 -197,487 $5.2M -6.5% 0.10% ABS-MBS
111 FREDDIE MAC POOL FR 04/53 FIXED 4.5 FR Jul 2023 5,606,271 -807,422 $5.2M -15.5% 0.10% ABS-MBS
112 Fannie Mae Pool FN Jul 2023 6,454,783 -251,571 $5.2M -9.1% 0.10% ABS-MBS
113 FREDDIE MAC POOL FR 02/53 FIXED 5 FR Jul 2023 5,385,298 -337,925 $5.1M -8.6% 0.10% ABS-MBS
114 The Goldman Sachs Group Inc. GS Jul 2023 6,247,000 +920,000 $5.1M +17.1% 0.10% DBT
115 United States Treasury Note/Bond T Apr 2024 5,095,000 New $5.1M — 0.10% DBT
116 General Motors Financial Company Inc. GM Jul 2023 5,702,000 +675,000 $5.0M +14.3% 0.10% DBT
117 FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 FG Jul 2023 5,869,429 -630,745 $5.0M -14.1% 0.10% ABS-MBS
118 FREDDIE MAC POOL FR 05/52 FIXED 4 FR Apr 2024 5,525,292 New $5.0M — 0.10% ABS-MBS
119 FREDDIE MAC POOL FR 08/49 FIXED 4 FR Apr 2024 5,331,247 New $4.8M — 0.10% ABS-MBS
120 Wells Fargo and Company WFC Jul 2023 5,297,000 +696,000 $4.8M +17.0% 0.10% DBT
121 Fannie Mae Pool FN Apr 2024 5,430,276 New $4.7M — 0.09% ABS-MBS
122 FREDDIE MAC POOL FR 04/53 FIXED 5 FR Apr 2024 4,918,331 New $4.7M — 0.09% ABS-MBS
123 Fannie Mae Pool FN Apr 2024 5,793,096 New $4.7M — 0.09% ABS-MBS
124 Bank of America Corporation BAC Jul 2023 5,643,000 +1,073,000 $4.6M +22.8% 0.09% DBT
125 Fannie Mae Pool FN Apr 2024 6,094,120 New $4.6M — 0.09% ABS-MBS
126 FREDDIE MAC POOL FR 11/50 FIXED 2.5 FR Apr 2024 5,728,992 New $4.6M — 0.09% ABS-MBS
127 Amgen Inc. AMGN Jul 2023 4,610,000 +3,979,000 $4.6M +619.4% 0.09% DBT
128 Wells Fargo and Company WFC Jul 2023 4,596,000 -28,000 $4.6M +1.0% 0.09% DBT
129 Fannie Mae Pool FN Apr 2024 4,637,756 New $4.5M — 0.09% ABS-MBS
130 FREDDIE MAC POOL FR 01/52 FIXED 3 FR Apr 2024 5,460,604 New $4.5M — 0.09% ABS-MBS
131 Fannie Mae Pool FN Jul 2023 4,650,519 -517,169 $4.5M -11.1% 0.09% ABS-MBS
132 FREDDIE MAC POOL FR 08/52 FIXED 4.5 FR Jul 2023 4,833,640 -258,582 $4.5M -8.4% 0.09% ABS-MBS
133 Fannie Mae Pool FN Jul 2023 4,712,177 -278,684 $4.4M -8.8% 0.09% ABS-MBS
134 FREDDIE MAC POOL FR 08/53 FIXED 4.5 FR Apr 2024 4,715,872 New $4.4M — 0.09% ABS-MBS
135 Fannie Mae Pool FN Apr 2024 4,690,842 New $4.4M — 0.09% ABS-MBS
136 Fannie Mae Pool FN Apr 2024 4,626,137 New $4.3M — 0.09% ABS-MBS
137 Wells Fargo and Company WFC Jul 2023 5,046,000 +675,000 $4.3M +13.8% 0.09% DBT
138 Viatris Inc VTRS Jul 2023 6,463,000 +4,656,000 $4.2M +246.2% 0.08% DBT
139 Var Energi ASA VARNO Jul 2023 3,725,000 +971,000 $4.1M +37.8% 0.08% DBT
140 Fannie Mae Pool FN Jul 2023 4,439,436 -592,164 $4.0M -13.6% 0.08% ABS-MBS
141 Santander Holdings USA Inc. SANUSA Jul 2023 4,244,000 +270,000 $4.0M +9.2% 0.08% DBT
142 General Motors Financial Company Inc. GM Jul 2023 4,572,000 +655,000 $4.0M +18.6% 0.08% DBT
143 Netflix Inc. NFLX Jul 2023 4,037,000 +1,147,000 $4.0M +38.8% 0.08% DBT
144 Fannie Mae Pool FN Jul 2023 4,180,849 -215,834 $3.9M -8.1% 0.08% ABS-MBS
145 Fannie Mae Pool FN Apr 2024 4,508,675 New $3.9M — 0.08% ABS-MBS
146 Micron Technology Inc. MU Jul 2023 3,684,000 +2,736,000 $3.9M +288.6% 0.08% DBT
147 AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375 AAL Jul 2023 4,121,756 -180,794 $3.9M +0.0% 0.08% DBT
148 FREDDIE MAC POOL FR 07/53 FIXED 5 FR Apr 2024 4,034,870 New $3.9M — 0.08% ABS-MBS
149 FREDDIE MAC POOL FR 08/53 FIXED 5 FR Apr 2024 4,028,110 New $3.8M — 0.08% ABS-MBS
150 FREDDIE MAC POOL FR 08/51 FIXED 2.5 FR Jul 2023 4,716,440 -283,905 $3.8M -10.8% 0.08% ABS-MBS
151 FREDDIE MAC POOL FR 01/50 FIXED 3 FR Jul 2023 4,512,409 -322,450 $3.8M -11.4% 0.08% ABS-MBS
152 Fannie Mae Pool FN Jul 2023 4,281,634 -335,917 $3.8M -11.0% 0.08% ABS-MBS
153 Fannie Mae Pool FN Jul 2023 3,943,671 -157,679 $3.8M -6.6% 0.08% ABS-MBS
154 Energy Transfer LP ET Jul 2023 3,864,000 +780,000 $3.7M +34.2% 0.07% DBT
155 FREDDIE MAC POOL FR 08/52 FIXED 4.5 FR Jul 2023 3,999,081 -238,828 $3.7M -8.9% 0.07% ABS-MBS
156 Fannie Mae Pool FN Apr 2024 4,270,234 New $3.7M — 0.07% ABS-MBS
157 Wells Fargo and Company WFC Jul 2023 4,137,000 +645,000 $3.6M +18.8% 0.07% DBT
158 FREDDIE MAC POOL FR 05/51 FIXED 3 FR Apr 2024 4,301,518 New $3.6M — 0.07% ABS-MBS
159 Fannie Mae Pool FN Apr 2024 4,109,850 New $3.6M — 0.07% ABS-MBS
160 FREDDIE MAC POOL FR 04/52 FIXED 4 FR Apr 2024 3,899,571 New $3.5M — 0.07% ABS-MBS
161 FREDDIE MAC POOL FR 06/36 FIXED 2 FR Apr 2024 4,031,883 New $3.5M — 0.07% ABS-MBS
162 FREDDIE MAC POOL FR 02/52 FIXED 3 FR Apr 2024 4,096,317 New $3.4M — 0.07% ABS-MBS
163 Fannie Mae Pool FN Jul 2023 3,725,349 -264,517 $3.4M -10.3% 0.07% ABS-MBS
164 Fannie Mae Pool FN Apr 2024 4,038,191 New $3.3M — 0.07% ABS-MBS
165 DB Master Finance LLC DNKN Jul 2023 3,684,198 -382,868 $3.3M -5.7% 0.07% ABS-O
166 Fannie Mae Pool FN Jul 2023 3,756,476 -233,786 $3.3M -9.8% 0.07% ABS-MBS
167 The PNC Financial Services Group Inc. PNC Jul 2023 3,303,000 +380,000 $3.3M +12.3% 0.07% DBT
168 Enterprise Products Operating LLC EPD Jul 2023 3,497,000 +410,000 $3.3M +19.7% 0.07% DBT
169 Vistra Operations Company LLC VST Jul 2023 3,460,000 +410,000 $3.3M +15.5% 0.06% DBT
170 AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust AER Jul 2023 3,642,000 +425,000 $3.2M +15.7% 0.06% DBT
171 FREDDIE MAC POOL FR 10/52 FIXED 5 FR Jul 2023 3,384,948 -192,420 $3.2M -8.0% 0.06% ABS-MBS
172 FREDDIE MAC POOL FR 12/52 FIXED 5 FR Jul 2023 3,366,864 -202,095 $3.2M -8.2% 0.06% ABS-MBS
173 FREDDIE MAC POOL FR 07/52 FIXED 3.5 FR Apr 2024 3,714,838 New $3.2M — 0.06% ABS-MBS
174 Fannie Mae Pool FN Jul 2023 3,359,963 -172,044 $3.2M -7.4% 0.06% ABS-MBS
175 Credit Agricole SA ACAFP Jul 2023 3,685,000 +295,000 $3.2M +9.3% 0.06% DBT
176 DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4 DELL Apr 2024 3,299,000 New $3.2M — 0.06% DBT
177 Wells Fargo and Company WFC Apr 2024 3,220,000 New $3.2M — 0.06% DBT
178 Fannie Mae Pool FN Jul 2023 3,411,352 -190,355 $3.2M -8.7% 0.06% ABS-MBS
179 United States Treasury Note/Bond T Jul 2023 5,142,000 — $3.1M -13.1% 0.06% DBT
180 Bank of America Corporation BAC Jul 2023 3,150,000 +14,000 $3.1M +0.2% 0.06% DBT
181 WarnerMedia Holdings Inc. WBD Jul 2023 3,628,000 +2,172,000 $3.1M +142.0% 0.06% DBT
182 Solventum Corporation SOLV Apr 2024 3,198,000 New $3.1M — 0.06% DBT
183 JPMorgan Chase and Co. JPM Jul 2023 3,651,000 +943,000 $3.1M +34.5% 0.06% DBT
184 Charter Communications Operating LLC/Charter Communications Operating Capital C CHTR Jul 2023 3,312,000 +415,000 $3.1M +13.5% 0.06% DBT
185 Fannie Mae Pool FN Jul 2023 3,821,087 -249,325 $3.1M -11.3% 0.06% ABS-MBS
186 Sabine Pass Liquefaction LLC SPLLLC Jul 2023 3,263,000 +400,000 $3.1M +12.7% 0.06% DBT
187 Ford Motor Credit Company LLC F Jul 2023 3,494,000 +2,449,000 $3.0M +239.2% 0.06% DBT
188 Fannie Mae Pool FN Jul 2023 3,162,967 -206,064 $3.0M -8.7% 0.06% ABS-MBS
189 Fannie Mae Pool FN Jul 2023 3,554,139 -284,600 $3.0M -12.0% 0.06% ABS-MBS
190 Fannie Mae Pool FN Apr 2024 3,216,341 New $3.0M — 0.06% ABS-MBS
191 Kraft Heinz Foods Company KHC Jul 2023 3,708,000 +460,000 $3.0M +7.9% 0.06% DBT
192 FREDDIE MAC POOL FR 07/53 FIXED 5.5 FR Apr 2024 3,024,581 New $3.0M — 0.06% ABS-MBS
193 Fannie Mae Pool FN Jul 2023 3,080,344 -129,656 $2.9M -6.7% 0.06% ABS-MBS
194 Ford Motor Credit Company LLC F Jul 2023 3,084,000 +70,000 $2.9M +4.4% 0.06% DBT
195 Vistra Operations Company LLC VST Jul 2023 3,152,000 +295,000 $2.9M +14.2% 0.06% DBT
196 Fannie Mae Pool FN Apr 2024 3,234,213 New $2.9M — 0.06% ABS-MBS
197 Fannie Mae Pool FN Jul 2023 3,577,835 -244,119 $2.9M -11.3% 0.06% ABS-MBS
198 NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A NBLY Jul 2023 3,274,408 -325,132 $2.9M -4.1% 0.06% ABS-O
199 Fannie Mae Pool FN Apr 2024 3,280,415 New $2.9M — 0.06% ABS-MBS
200 FREDDIE MAC POOL FR 12/49 FIXED 3 FR Jul 2023 3,420,612 -156,813 $2.9M -9.3% 0.06% ABS-MBS
201 Energy Transfer LP ET Jul 2023 2,985,000 +390,000 $2.9M +25.7% 0.06% DBT
202 American Tower Corporation AMT Jul 2023 3,072,000 +210,000 $2.8M +7.2% 0.06% DBT
203 Bank of America Corporation BAC Jul 2023 3,339,000 +450,000 $2.8M +15.6% 0.06% DBT
204 Fannie Mae Pool FN Jul 2023 2,993,965 -183,152 $2.8M -9.0% 0.06% ABS-MBS
205 FREDDIE MAC POOL FR 11/51 FIXED 2.5 FR Jul 2023 3,461,289 -226,196 $2.8M -11.2% 0.06% ABS-MBS
206 Taco Bell Funding LLC BELL Jul 2023 3,096,840 -367,405 $2.8M -6.7% 0.06% ABS-O
207 FREDDIE MAC POOL FR 06/53 FIXED 4.5 FR Apr 2024 2,968,517 New $2.8M — 0.05% ABS-MBS
208 Bank of Montreal BMO Apr 2024 2,755,000 New $2.8M — 0.05% DBT
209 Fannie Mae Pool FN Jul 2023 2,974,808 -250,534 $2.7M -11.6% 0.05% ABS-MBS
210 Fannie Mae Pool FN Apr 2024 3,120,505 New $2.7M — 0.05% ABS-MBS
211 Fannie Mae Pool FN Jul 2023 3,382,606 -260,575 $2.7M -12.3% 0.05% ABS-MBS
212 Morgan Stanley MS Apr 2024 2,775,000 New $2.7M — 0.05% DBT
213 FREDDIE MAC POOL FR 06/53 FIXED 5.5 FR Apr 2024 2,767,563 New $2.7M — 0.05% ABS-MBS
214 FREDDIE MAC POOL FR 10/49 FIXED 3 FR Jul 2023 3,210,979 -199,124 $2.7M -10.6% 0.05% ABS-MBS
215 Societe Generale SOCGEN Jul 2023 2,673,000 -272,000 $2.7M -9.5% 0.05% DBT
216 Broadcom Inc. AVGO Jul 2023 3,207,000 +670,000 $2.7M +26.9% 0.05% DBT
217 Fannie Mae Pool FN Apr 2024 3,227,284 New $2.7M — 0.05% ABS-MBS
218 JPMorgan Chase and Co. JPM Jul 2023 3,143,000 +846,000 $2.7M +36.3% 0.05% DBT
219 Electricite de France EDF Apr 2024 2,670,000 New $2.7M — 0.05% DBT
220 Bank of America Corporation BAC Jul 2023 3,057,000 +594,000 $2.7M +25.9% 0.05% DBT
221 Fannie Mae Pool FN Jul 2023 3,113,357 -208,566 $2.6M -10.8% 0.05% ABS-MBS
222 Amgen Inc. AMGN Apr 2024 2,705,000 New $2.6M — 0.05% DBT
223 The PNC Financial Services Group Inc. PNC Jul 2023 3,056,000 +455,000 $2.6M +30.7% 0.05% DBT
224 Viatris Inc VTRS Jul 2023 3,181,000 +1,629,000 $2.6M +107.4% 0.05% DBT
225 Morgan Stanley MS Jul 2023 3,406,000 +623,000 $2.6M +23.2% 0.05% DBT
226 Citigroup Inc. C Jul 2023 2,703,000 +235,000 $2.6M +19.9% 0.05% DBT
227 FREDDIE MAC POOL FR 09/52 FIXED 4.5 FR Jul 2023 2,804,761 -111,373 $2.6M -7.1% 0.05% ABS-MBS
228 Fresenius Medical Care US Finance III Inc. FMEGR Jul 2023 3,359,000 +320,000 $2.6M +12.0% 0.05% DBT
229 Fannie Mae Pool FN Jul 2023 2,880,039 -219,802 $2.6M -9.8% 0.05% ABS-MBS
230 DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75 DAL Jul 2023 2,658,559 +395,000 $2.6M +17.5% 0.05% DBT
231 NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A USRE Jul 2023 2,951,000 -360,000 $2.6M -9.4% 0.05% ABS-O
232 FREDDIE MAC POOL FR 08/52 FIXED 4 FR Apr 2024 2,851,023 New $2.6M — 0.05% ABS-MBS
233 Charter Communications Operating LLC/Charter Communications Operating Capital C CHTR Apr 2024 2,698,000 New $2.5M — 0.05% DBT
234 JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75 JBSSBZ Apr 2024 2,662,000 New $2.5M — 0.05% DBT
235 FREDDIE MAC POOL FR 03/52 FIXED 3.5 FR Jul 2023 2,940,946 -179,988 $2.5M -10.2% 0.05% ABS-MBS
236 Citigroup Inc. C Jul 2023 2,559,000 +612,000 $2.5M +28.4% 0.05% DBT
237 Braskem Netherlands Finance B.V. BRASKM Apr 2024 3,007,000 New $2.5M — 0.05% DBT
238 Freeport-McMoRan Inc. FCX Jul 2023 2,744,000 +610,000 $2.5M +26.6% 0.05% DBT
239 Credit Agricole SA ACAFP Apr 2024 2,460,000 New $2.5M — 0.05% DBT
240 Cheniere Energy Partners L.P. CQP Jul 2023 2,631,000 +600,000 $2.5M +30.4% 0.05% DBT
241 MGM Resorts International MGM Jul 2023 2,638,000 +671,000 $2.5M +35.5% 0.05% DBT
242 Truist Financial Corporation TFC Apr 2024 2,501,000 New $2.4M — 0.05% DBT
243 Ford Motor Credit Company LLC F Apr 2024 2,489,000 New $2.4M — 0.05% DBT
244 Fannie Mae Pool FN Apr 2024 2,722,473 New $2.4M — 0.05% ABS-MBS
245 UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875 UAL Jul 2023 2,449,561 -586,316 $2.4M -18.8% 0.05% DBT
246 Fannie Mae Pool FN Jul 2023 2,619,251 -229,698 $2.4M -10.9% 0.05% ABS-MBS
247 Domino's Pizza Master Issuer LLC DPABS Jul 2023 2,569,020 -238,575 $2.4M -6.0% 0.05% ABS-O
248 Charter Communications Operating LLC/Charter Communications Operating Capital C CHTR Jul 2023 3,013,000 -430,000 $2.4M -17.7% 0.05% DBT
249 Bank of America Corporation BAC Jul 2023 2,804,000 +486,000 $2.4M +20.9% 0.05% DBT
250 Fannie Mae Pool FN Apr 2024 2,674,874 New $2.4M — 0.05% ABS-MBS
251 Columbia Pipelines Operating Company LLC CPGX Apr 2024 2,397,000 New $2.4M — 0.05% DBT
252 CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A SORT Jul 2023 2,545,449 — $2.4M +4.1% 0.05% ABS-O
253 Marvell Technology Inc. MRVL Jul 2023 2,685,000 +430,000 $2.4M +20.8% 0.05% DBT
254 Motorola Solutions Inc. MSI Jul 2023 2,893,000 +270,000 $2.4M +12.8% 0.05% DBT
255 Uber Technologies Inc. UBER Jul 2023 2,553,000 +615,000 $2.4M +32.8% 0.05% DBT
256 Cheniere Energy Partners L.P. CQP Jul 2023 2,646,000 +430,000 $2.4M +19.7% 0.05% DBT
257 WarnerMedia Holdings Inc. WBD Jul 2023 3,078,000 -2,019,000 $2.4M -43.1% 0.05% DBT
258 Occidental Petroleum Corporation OXY Jul 2023 2,273,000 +180,000 $2.4M +7.3% 0.05% DBT
259 CNO Financial Group Inc. CNO Jul 2023 2,448,000 +395,000 $2.4M +19.4% 0.05% DBT
260 Occidental Petroleum Corporation OXY Jul 2023 2,277,000 +684,000 $2.3M +40.5% 0.05% DBT
261 Citigroup Inc. C Jul 2023 2,355,000 +385,000 $2.3M +20.3% 0.05% DBT
262 FREDDIE MAC POOL FR 09/52 FIXED 4.5 FR Jul 2023 2,505,024 -101,436 $2.3M -7.1% 0.05% ABS-MBS
263 The Charles Schwab Corporation SCHW Apr 2024 2,263,000 New $2.3M — 0.05% DBT
264 Petroleos Mexicanos PEMEX Jul 2023 3,286,000 +149,000 $2.3M +4.8% 0.05% DBT
265 JPMorgan Chase and Co. JPM Jul 2023 2,283,000 +195,000 $2.2M +13.8% 0.04% DBT
266 Concentrix Corporation CNXC Jul 2023 2,217,000 +385,000 $2.2M +22.0% 0.04% DBT
267 PANTHER ESCROW ISSUER LLC SR SECURED 144A 06/31 7.125 TIHLLC Apr 2024 2,167,000 New $2.2M — 0.04% DBT
268 The Goldman Sachs Group Inc. GS Jul 2023 2,674,000 +380,000 $2.2M +16.2% 0.04% DBT
269 The Charles Schwab Corporation SCHW Jul 2023 2,155,000 +190,000 $2.2M +8.9% 0.04% DBT
270 Bank of America Corporation BAC Apr 2024 2,291,000 New $2.2M — 0.04% DBT
271 NatWest Group PLC NWG Jul 2023 2,215,000 +195,000 $2.2M +13.9% 0.04% DBT
272 Enbridge Inc. ENBCN Jul 2023 2,348,000 +205,000 $2.2M +9.8% 0.04% DBT
273 ONEOK Inc. OKE Apr 2024 2,125,000 New $2.1M — 0.04% DBT
274 Leviathan Bond Ltd. LVIATH Jul 2023 2,280,000 +200,000 $2.1M +6.4% 0.04% DBT
275 Ares Capital Corporation ARCC Jul 2023 2,322,000 +420,000 $2.1M +28.0% 0.04% DBT
276 Owens Corning OC Jul 2023 2,277,000 +315,000 $2.1M +15.3% 0.04% DBT
277 U.S. Bancorp USB Jul 2023 2,139,000 +190,000 $2.1M +7.0% 0.04% DBT
278 Fannie Mae Pool FN Apr 2024 2,202,691 New $2.1M — 0.04% ABS-MBS
279 American Tower Trust #1 AMETOW Jul 2023 2,114,000 +33,000 $2.1M +1.0% 0.04% DBT
280 Duke Energy Corporation DUK Apr 2024 2,112,000 New $2.1M — 0.04% DBT
281 Arbys Funding LLC ARBYS Jul 2023 2,292,840 -367,920 $2.1M -10.7% 0.04% ABS-O
282 Freeport-McMoRan Inc. FCX Jul 2023 2,262,000 +240,000 $2.1M +12.1% 0.04% DBT
283 TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A TCF Jul 2023 2,364,417 -216,750 $2.1M -6.2% 0.04% ABS-O
284 U.S. Bancorp USB Apr 2024 2,036,000 New $2.1M — 0.04% DBT
285 Banco Santander SA SANTAN Jul 2023 2,198,000 +195,000 $2.1M +9.8% 0.04% DBT
286 Truist Financial Corporation TFC Jul 2023 2,119,000 +380,000 $2.1M +18.5% 0.04% DBT
287 CLI Funding VI LLC CLIF Jul 2023 2,331,998 -270,323 $2.1M -8.4% 0.04% ABS-O
288 ONEOK Inc. OKE Apr 2024 1,985,000 New $2.1M — 0.04% DBT
289 Targa Resources Corp. TRGP Jul 2023 2,480,000 +165,000 $2.1M +7.1% 0.04% DBT
290 Fannie Mae Pool FN Jul 2023 2,372,376 -156,106 $2.1M -10.6% 0.04% ABS-MBS
291 Fannie Mae Pool FN Apr 2024 2,292,197 New $2.1M — 0.04% ABS-MBS
292 FREDDIE MAC POOL FR 10/49 FIXED 3 FR Jul 2023 2,440,071 -153,736 $2.1M -10.7% 0.04% ABS-MBS
293 Fannie Mae Pool FN Apr 2024 2,292,339 New $2.1M — 0.04% ABS-MBS
294 UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8 UAL Jul 2023 2,061,000 +190,000 $2.0M +8.2% 0.04% DBT
295 Nissan Motor Acceptance Corporation NSANY Jul 2023 2,263,000 +215,000 $2.0M +14.6% 0.04% DBT
296 Gartner Inc. IT Jul 2023 2,164,000 +487,000 $2.0M +29.8% 0.04% DBT
297 Deutsche Bank Aktiengesellschaft DB Jul 2023 2,530,000 +55,000 $2.0M +7.5% 0.04% DBT
298 Fannie Mae Pool FN Jul 2023 2,323,735 -193,420 $2.0M -12.1% 0.04% ABS-MBS
299 Sesac Finance LLC SESAC Jul 2023 2,098,358 -342,922 $2.0M -11.1% 0.04% ABS-O
300 Energy Transfer LP ET Jul 2023 2,308,000 +170,000 $2.0M +7.1% 0.04% DBT
301 Fannie Mae Pool FN Jul 2023 2,059,982 -129,828 $2.0M -8.3% 0.04% ABS-MBS
302 Sirius XM Radio Inc. SIRI Jul 2023 2,135,000 +200,000 $2.0M +12.2% 0.04% DBT
303 JPMorgan Chase and Co. JPM Apr 2024 2,057,000 New $2.0M — 0.04% DBT
304 MetLife Inc. MET Jul 2023 2,010,000 +375,000 $2.0M +22.4% 0.04% DBT
305 AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5 ACACN Jul 2023 1,843,000 +913,000 $2.0M +98.4% 0.04% DBT
306 FREDDIE MAC POOL FR 04/47 FIXED 3 FR Jul 2023 2,352,242 -140,997 $2.0M -10.1% 0.04% ABS-MBS
307 Driven Brands Funding LLC HONK Jul 2023 2,336,100 -17,970 $2.0M +3.1% 0.04% ABS-O
308 UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75 UAL Jul 2023 2,092,590 +7,110 $2.0M +2.1% 0.04% DBT
309 CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A SORT Jul 2023 2,197,788 -353,418 $2.0M -10.6% 0.04% ABS-O
310 FORD CREDIT AUTO OWNER TRUST 2 FORDR 2023 2 A 144A FORDR Apr 2024 1,998,000 New $2.0M — 0.04% ABS-O
311 Micron Technology Inc. MU Jul 2023 2,004,000 -1,601,000 $2.0M -44.3% 0.04% DBT
312 Fannie Mae Pool FN Jul 2023 2,024,561 -103,211 $2.0M -7.0% 0.04% ABS-MBS
313 Continental Resources Inc. CLR Apr 2024 2,025,000 New $2.0M — 0.04% DBT
314 The PNC Financial Services Group Inc. PNC Apr 2024 1,985,000 New $2.0M — 0.04% DBT
315 DaVita Inc. DVA Jul 2023 2,246,000 +269,000 $2.0M +16.6% 0.04% DBT
316 Retained Vantage Data Centers Issuer LLC VDCR Apr 2024 2,072,000 New $2.0M — 0.04% ABS-O
317 Oracle Corporation ORCL Jul 2023 2,255,000 +215,000 $2.0M +10.0% 0.04% DBT
318 Ally Financial Inc. ALLY Jul 2023 1,912,000 +370,000 $2.0M +25.7% 0.04% DBT
319 Energy Transfer LP ET Jul 2023 1,980,000 +190,000 $1.9M +9.9% 0.04% DBT
320 MSCI Inc. MSCI Jul 2023 2,281,000 +220,000 $1.9M +9.9% 0.04% DBT
321 Booking Holdings Inc. BKNG Jul 2023 2,017,000 +195,000 $1.9M +8.9% 0.04% DBT
322 CoStar Group Inc. CSGP Jul 2023 2,339,000 +35,000 $1.9M +0.8% 0.04% DBT
323 COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A COLT Jul 2023 2,385,007 -161,775 $1.9M -8.1% 0.04% ABS-MBS
324 Fannie Mae Pool FN Apr 2024 2,079,140 New $1.9M — 0.04% ABS-MBS
325 Diamondback Energy Inc. FANG Apr 2024 2,022,000 New $1.9M — 0.04% DBT
326 Vistra Operations Company LLC VST Apr 2024 1,850,000 New $1.9M — 0.04% DBT
327 NRG Energy Inc. NRG Jul 2023 1,848,000 +185,000 $1.9M +16.0% 0.04% DBT
328 Sonic Capital LLC SONIC Jul 2023 2,041,303 -15,892 $1.9M +2.8% 0.04% ABS-O
329 EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625 EMECLI Jul 2023 1,937,000 +406,000 $1.9M +26.2% 0.04% DBT
330 Fannie Mae Pool FN Jul 2023 2,107,153 -179,241 $1.9M -11.5% 0.04% ABS-MBS
331 Venture Global LNG Inc. VENLNG Apr 2024 1,783,000 New $1.9M — 0.04% DBT
332 MARB Bondco PLC MRFGBZ Jul 2023 2,387,000 +492,000 $1.9M +36.5% 0.04% DBT
333 Fannie Mae Pool FN Apr 2024 2,108,032 New $1.9M — 0.04% ABS-MBS
334 VICI Properties LP / VICI Note Co Inc VICI Jul 2023 2,050,000 +205,000 $1.9M +12.8% 0.04% DBT
335 Fannie Mae Pool FN Apr 2024 2,102,954 New $1.9M — 0.04% ABS-MBS
336 American Airlines 2016-1 Class A Pass Through Trust AAL Jul 2023 2,037,332 +411,545 $1.9M +28.7% 0.04% DBT
337 Blackstone Private Credit Fund BCRED Jul 2023 2,079,000 +134,000 $1.9M +12.8% 0.04% DBT
338 Motorola Solutions Inc. MSI Jul 2023 2,264,000 +230,000 $1.9M +12.9% 0.04% DBT
339 NextEra Energy Capital Holdings Inc. NEE Apr 2024 1,896,000 New $1.9M — 0.04% DBT
340 FREDDIE MAC POOL FR 04/53 FIXED 4 FR Apr 2024 2,080,624 New $1.9M — 0.04% ABS-MBS
341 Ford Motor Company F Apr 2024 1,905,000 New $1.9M — 0.04% DBT
342 FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5 FG Jul 2023 2,124,106 -150,029 $1.9M -11.0% 0.04% ABS-MBS
343 ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A ADC Jul 2023 2,056,000 -1,749,000 $1.9M -44.2% 0.04% ABS-O
344 Energy Transfer LP ET Jul 2023 1,871,000 +40,000 $1.9M +1.7% 0.04% DBT
345 NRG Energy Inc. NRG Jul 2023 2,202,000 +455,000 $1.9M +37.2% 0.04% DBT
346 Delta Air Lines Inc. DAL Jul 2023 1,931,000 +200,000 $1.8M +12.3% 0.04% DBT
347 Government National Mortgage Association GNR Jul 2023 26,413,611 -429,501 $1.8M +2.4% 0.04% ABS-MBS
348 Energy Transfer LP ET Jul 2023 2,138,000 +240,000 $1.8M +12.1% 0.04% DBT
349 Hyundai Capital America HYNMTR Apr 2024 1,838,000 New $1.8M — 0.04% DBT
350 Trust Fibra Uno FUNOTR Apr 2024 1,871,000 New $1.8M — 0.04% DBT
351 AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5 AAL Jul 2023 2,125,057 +418,670 $1.8M +32.1% 0.04% DBT
352 Regeneron Pharmaceuticals Inc. REGN Apr 2024 2,279,000 New $1.8M — 0.04% DBT
353 CVS Health Corporation CVS Jul 2023 2,127,000 +270,000 $1.8M +7.1% 0.04% DBT
354 Fannie Mae Pool FN Jul 2023 1,949,376 -94,172 $1.8M -7.9% 0.04% ABS-MBS
355 Fannie Mae Pool FN Jul 2023 2,166,404 -116,399 $1.8M -10.1% 0.04% ABS-MBS
356 Targa Resources Partners LP / Targa Resources Partners Finance Corp TRGP Jul 2023 2,046,000 +150,000 $1.8M +8.1% 0.04% DBT
357 Lloyds Banking Group plc LLOYDS Jul 2023 1,790,000 +35,000 $1.8M +4.8% 0.04% DBT
358 Fannie Mae Pool FN Jul 2023 1,921,964 -74,045 $1.8M -6.9% 0.04% ABS-MBS
359 Ashtead Capital Inc. AHTLN Jul 2023 1,810,000 +1,026,000 $1.8M +127.9% 0.04% DBT
360 PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/27 4 PTVE Jul 2023 1,920,000 +205,000 $1.8M +15.3% 0.04% DBT
361 NBM US Holdings Inc. MRFGBZ Jul 2023 1,818,000 +195,000 $1.8M +17.5% 0.04% DBT
362 CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75 ISATLN Jul 2023 1,827,000 +190,000 $1.8M +12.7% 0.04% DBT
363 Foundry JV Holdco LLC FABSJV Jul 2023 1,822,000 +195,000 $1.8M +9.6% 0.04% DBT
364 Popular Inc. BPOP Jul 2023 1,759,000 +249,000 $1.8M +15.6% 0.04% DBT
365 Lazard Group LLC LAZ Jul 2023 1,871,000 +10,000 $1.8M +0.5% 0.04% DBT
366 Paramount Global PARA Apr 2024 2,516,000 New $1.8M — 0.04% DBT
367 CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A CYRUS Jul 2023 1,886,000 -115,000 $1.8M -2.8% 0.03% ABS-O
368 Santander Holdings USA Inc. SANUSA Jul 2023 1,926,000 +215,000 $1.7M +17.4% 0.03% DBT
369 Targa Resources Corp. TRGP Apr 2024 1,713,000 New $1.7M — 0.03% DBT
370 Teachers Insurance and Annuity Association of America TIAAGL Jul 2023 2,226,000 +230,000 $1.7M +6.0% 0.03% DBT
371 T-Mobile USA Inc. TMUS Jul 2023 1,899,000 -311,000 $1.7M -13.4% 0.03% DBT
372 Vantage Data Centers Issuer LLC VDC Jul 2023 1,835,000 -340,000 $1.7M -12.4% 0.03% ABS-O
373 Blackstone Private Credit Fund BCRED Apr 2024 1,667,000 New $1.7M — 0.03% DBT
374 First Quantum Minerals Ltd. FMCN Jul 2023 1,778,000 -168,000 $1.7M -10.6% 0.03% DBT
375 Wendy's Funding LLC WEN Jul 2023 1,982,556 -15,664 $1.7M +3.0% 0.03% ABS-O
376 FREDDIE MAC POOL FR 03/52 FIXED 3.5 FR Jul 2023 1,939,825 -102,708 $1.7M -9.4% 0.03% ABS-MBS
377 Western Midstream Operating LP WES Jul 2023 1,835,000 +210,000 $1.7M +14.2% 0.03% DBT
378 The Southern Company SO Apr 2024 1,689,000 New $1.7M — 0.03% DBT
379 Sempra SRE Jul 2023 1,721,000 +195,000 $1.7M +9.6% 0.03% DBT
380 AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95 AAL Jul 2023 1,848,505 +126,785 $1.7M +12.1% 0.03% DBT
381 The Michaels Companies Inc. MIK Jul 2023 1,972,000 +224,000 $1.7M +12.3% 0.03% DBT
382 ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 ASCRES Jul 2023 1,748,000 +113,000 $1.7M +12.9% 0.03% DBT
383 Citizens Financial Group Inc. CFG Jul 2023 1,940,000 -648,000 $1.7M -24.1% 0.03% DBT
384 UBS Group AG UBS Apr 2024 1,685,000 New $1.7M — 0.03% DBT
385 FREDDIE MAC POOL FR 07/52 FIXED 3.5 FR Apr 2024 1,911,948 New $1.7M — 0.03% ABS-MBS
386 Domino's Pizza Master Issuer LLC DPABS Jul 2023 1,884,705 -9,690 $1.6M +2.8% 0.03% ABS-O
387 Vodafone Group Public Limited Company VOD Jul 2023 1,621,000 +40,000 $1.6M +1.2% 0.03% DBT
388 Enbridge Inc. ENBCN Jul 2023 1,760,000 +5,000 $1.6M +1.1% 0.03% DBT
389 Jefferies Financial Group Inc. JEF Apr 2024 1,656,000 New $1.6M — 0.03% DBT
390 FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 FG Jul 2023 1,912,473 -148,084 $1.6M -11.6% 0.03% ABS-MBS
391 NRG Energy Inc. NRG Jul 2023 1,828,000 +215,000 $1.6M +19.1% 0.03% DBT
392 Solventum Corporation SOLV Apr 2024 1,657,000 New $1.6M — 0.03% DBT
393 Novelis Corporation HNDLIN Jul 2023 1,772,000 -217,000 $1.6M -9.3% 0.03% DBT
394 FREDDIE MAC POOL FR 12/52 FIXED 5 FR Jul 2023 1,688,736 -98,293 $1.6M -8.0% 0.03% ABS-MBS
395 Enbridge Inc. ENBCN Jul 2023 1,750,000 — $1.6M +2.0% 0.03% DBT
396 BNP Paribas BNP Apr 2024 1,638,000 New $1.6M — 0.03% DBT
397 Barclays PLC BACR Jul 2023 1,977,000 — $1.6M +12.0% 0.03% DBT
398 Builders FirstSource Inc. BLDR Apr 2024 1,625,000 New $1.6M — 0.03% DBT
399 Jefferies Financial Group Inc. JEF Jul 2023 1,600,000 +190,000 $1.6M +13.3% 0.03% DBT
400 AutoNation Inc. AN Jul 2023 1,698,000 — $1.6M -0.4% 0.03% DBT
401 Deutsche Bank Aktiengesellschaft DB Apr 2024 1,539,000 New $1.6M — 0.03% DBT
402 Morgan Stanley MS Jul 2023 1,604,000 -722,000 $1.6M -31.4% 0.03% DBT
403 HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A HIFI Apr 2024 1,696,000 New $1.6M — 0.03% ABS-O
404 Fannie Mae Pool FN Jul 2023 1,738,291 -100,978 $1.6M -9.3% 0.03% ABS-MBS
405 FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A FKH Jul 2023 1,729,000 — $1.6M +4.7% 0.03% ABS-O
406 Fannie Mae Pool FN Jul 2023 1,828,972 -98,339 $1.6M -9.3% 0.03% ABS-MBS
407 Driven Brands Funding LLC HONK Jul 2023 1,736,662 +61,612 $1.6M +8.7% 0.03% ABS-O
408 GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A GCPAF Jul 2023 1,651,732 -262,268 $1.6M -11.8% 0.03% ABS-O
409 CEMEX S.A.B de C.V CEMEX Jul 2023 1,780,000 +55,000 $1.5M +4.1% 0.03% DBT
410 DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3 DELL Jul 2023 1,564,000 — $1.5M -0.7% 0.03% DBT
411 Cencora Inc. COR Jul 2023 1,789,000 +220,000 $1.5M +13.7% 0.03% DBT
412 Societe Generale SOCGEN Jul 2023 1,913,000 +225,000 $1.5M +14.9% 0.03% DBT
413 MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875 MWGAME Jul 2023 1,694,000 +261,000 $1.5M +21.4% 0.03% DBT
414 BPCE BPCEGP Apr 2024 1,549,000 New $1.5M — 0.03% DBT
415 Fannie Mae Pool FN Jul 2023 1,743,111 -132,181 $1.5M -11.3% 0.03% ABS-MBS
416 Universal Health Services Inc. UHS Jul 2023 1,841,000 +230,000 $1.5M +16.4% 0.03% DBT
417 FREDDIE MAC POOL FR 07/52 FIXED 4.5 FR Jul 2023 1,642,680 -37,525 $1.5M -5.6% 0.03% ABS-MBS
418 Ares Capital Corporation ARCC Jul 2023 1,726,000 +215,000 $1.5M +19.2% 0.03% DBT
419 HILTON GRAND VACATIONS BORROWE SR SECURED 144A 01/32 6.625 HGVLLC Apr 2024 1,534,000 New $1.5M — 0.03% DBT
420 BX TRUST 2022-CLS BX 2022 CLS A 144A BX Jul 2023 1,528,000 — $1.5M +2.6% 0.03% ABS-MBS
421 FREDDIE MAC POOL FR 08/52 FIXED 4 FR Apr 2024 1,669,199 New $1.5M — 0.03% ABS-MBS
422 BlueLinx Holdings Inc. BXC Jul 2023 1,574,000 +97,000 $1.5M +12.7% 0.03% DBT
423 Freeport-McMoRan Inc. FCX Jul 2023 1,553,000 +195,000 $1.5M +13.4% 0.03% DBT
424 CEMEX S.A.B de C.V CEMEX Jul 2023 1,576,000 +400,000 $1.5M +34.3% 0.03% DBT
425 NextEra Energy Operating Partners LP NEP Jul 2023 1,593,000 +253,000 $1.5M +19.6% 0.03% DBT
426 Centene Corporation CNC Jul 2023 1,777,000 +110,000 $1.5M +6.8% 0.03% DBT
427 CVS Health Corporation CVS Jul 2023 1,641,000 +1,135,000 $1.5M +221.8% 0.03% DBT
428 HCA Inc. HCA Apr 2024 1,518,000 New $1.5M — 0.03% DBT
429 MC Brazil Downstream Trading S.a r.l. MCBRAC Jul 2023 1,712,303 +379,774 $1.5M +71.5% 0.03% DBT
430 FREDDIE MAC GOLD POOL FG 12/45 FIXED 3 FG Jul 2023 1,721,983 -207,729 $1.5M -14.9% 0.03% ABS-MBS
431 GCI LLC GCILLC Jul 2023 1,640,000 +210,000 $1.5M +17.7% 0.03% DBT
432 Embraer Netherlands Finance B.V. EMBRBZ Apr 2024 1,429,000 New $1.5M — 0.03% DBT
433 Fannie Mae Pool FN Jul 2023 1,552,116 -151,963 $1.5M -12.2% 0.03% ABS-MBS
434 American Tower Corporation AMT Jul 2023 1,552,000 +40,000 $1.5M +3.6% 0.03% DBT
435 SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A SMB Apr 2024 1,489,341 New $1.5M — 0.03% ABS-O
436 U.S. Bancorp USB Apr 2024 1,475,000 New $1.5M — 0.03% DBT
437 FREDDIE MAC POOL FR 04/53 FIXED 4 FR Apr 2024 1,602,264 New $1.4M — 0.03% ABS-MBS
438 SBL Holdings LLC SECBEN Jul 2023 1,703,000 — $1.4M +8.4% 0.03% DBT
439 United Airlines 2016-1 Class A Pass Through Trust UAL Jul 2023 1,607,081 -54,282 $1.4M -2.6% 0.03% DBT
440 Fannie Mae Pool FN Jul 2023 1,487,656 -182,517 $1.4M -12.0% 0.03% ABS-MBS
441 AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65 AAL Jul 2023 1,551,575 +429,775 $1.4M +39.9% 0.03% DBT
442 CARS-DB4 L.P. CAUTO Jul 2023 1,485,000 — $1.4M +3.7% 0.03% ABS-O
443 AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15 AAL Jul 2023 1,623,939 -112,592 $1.4M -5.3% 0.03% DBT
444 Vantage Data Centers LLC VDC Jul 2023 1,650,000 — $1.4M +2.7% 0.03% ABS-O
445 STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A STAR Jul 2023 1,686,606 -112,212 $1.4M -6.2% 0.03% ABS-MBS
446 CLI Funding VIII LLC CLIF Jul 2023 1,622,314 -747,915 $1.4M -29.7% 0.03% ABS-O
447 Micron Technology Inc. MU Jul 2023 1,754,000 +465,000 $1.4M +38.8% 0.03% DBT
448 The PNC Financial Services Group Inc. PNC Jul 2023 1,507,000 — $1.4M +2.8% 0.03% DBT
449 Sunoco LP and Sunoco Finance Corp. SUN Jul 2023 1,571,000 +210,000 $1.4M +17.2% 0.03% DBT
450 Liberty Mutual Group Inc. LIBMUT Jul 2023 1,553,000 +215,000 $1.4M +32.2% 0.03% DBT
451 JPMorgan Chase and Co. JPM Apr 2024 1,414,000 New $1.4M — 0.03% DBT
452 FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A FSMT Jul 2023 1,837,048 -85,753 $1.4M -8.4% 0.03% ABS-MBS
453 NRG Energy Inc. NRG Jul 2023 1,308,000 — $1.4M +11.3% 0.03% DBT
454 ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375 AM Jul 2023 1,479,000 +210,000 $1.4M +18.3% 0.03% DBT
455 AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875 AAL Jul 2023 1,679,126 +645,683 $1.4M +63.9% 0.03% DBT
456 HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5 HGVLLC Jul 2023 1,539,000 +254,000 $1.4M +21.9% 0.03% DBT
457 Emera US Finance LP EMACN Jul 2023 1,466,000 -233,000 $1.4M -13.6% 0.03% DBT
458 ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A ZAXBY Jul 2023 1,607,775 -12,368 $1.4M +3.8% 0.03% ABS-O
459 Columbia Pipelines Holding Company LLC CPGX Apr 2024 1,448,000 New $1.4M — 0.03% DBT
460 VR FUNDING LLC VINE 2020 1A A 144A VINE Jul 2023 1,539,094 -613,287 $1.4M -27.0% 0.03% ABS-O
461 Builders FirstSource Inc. BLDR Jul 2023 1,570,000 +215,000 $1.4M +16.3% 0.03% DBT
462 Fannie Mae Pool FN Jul 2023 1,468,628 -96,009 $1.4M -9.3% 0.03% ABS-MBS
463 UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55 UAL Jul 2023 1,435,176 -93,941 $1.4M +1.3% 0.03% DBT
464 Five Guys Holdings Inc. GUYS Apr 2024 1,352,000 New $1.4M — 0.03% ABS-O
465 Electricite de France EDF Jul 2023 1,251,000 — $1.4M +3.3% 0.03% DBT
466 Fannie Mae Pool FN Jul 2023 1,500,809 -147,953 $1.4M -11.5% 0.03% ABS-MBS
467 Truist Financial Corporation TFC Apr 2024 1,295,000 New $1.4M — 0.03% DBT
468 JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625 JBSSBZ Apr 2024 1,625,000 New $1.4M — 0.03% DBT
469 Government National Mortgage Association GNR Jul 2023 23,583,187 -394,979 $1.3M -1.4% 0.03% ABS-MBS
470 UBS Group AG UBS Apr 2024 1,325,000 New $1.3M — 0.03% DBT
471 American Airlines Inc. AAL Apr 2024 1,336,000 New $1.3M — 0.03% DBT
472 Fannie Mae Pool FN Jul 2023 1,655,507 -108,321 $1.3M -11.3% 0.03% ABS-MBS
473 RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625 RWLVCA Jul 2023 1,500,000 +210,000 $1.3M +24.5% 0.03% DBT
474 FREDDIE MAC POOL FR 12/52 FIXED 4.5 FR Jul 2023 1,431,743 -41,017 $1.3M -6.0% 0.03% ABS-MBS
475 Anglo American Capital plc AALLN Jul 2023 1,365,000 +195,000 $1.3M +16.7% 0.03% DBT
476 Global Infrastructure Solutions Inc. GOINSO Jul 2023 1,475,000 +30,000 $1.3M +8.9% 0.03% DBT
477 Huntington Bancshares Incorporated HBAN Apr 2024 1,317,000 New $1.3M — 0.03% DBT
478 Ares Capital Corporation ARCC Apr 2024 1,343,000 New $1.3M — 0.03% DBT
479 SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A SLG Jul 2023 1,738,000 — $1.3M +2.4% 0.03% ABS-MBS
480 CandW Senior Finance Limited CWCFIN Jul 2023 1,390,000 -60,000 $1.3M +0.0% 0.03% DBT
481 ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125 AGKLN Jul 2023 1,339,000 +380,000 $1.3M +45.0% 0.03% DBT
482 Pilgrim's Pride Corporation PPC Jul 2023 1,305,000 -407,000 $1.3M -23.7% 0.03% DBT
483 MPLX LP MPLX Jul 2023 1,351,000 +195,000 $1.3M +17.1% 0.03% DBT
484 Air Lease Corporation AL Jul 2023 1,385,000 +205,000 $1.3M +18.1% 0.03% DBT
485 Macquarie Bank Limited MQGAU Jul 2023 1,480,000 +215,000 $1.3M +20.7% 0.03% DBT
486 Citigroup Inc. C Apr 2024 1,314,000 New $1.3M — 0.03% DBT
487 Huntington Ingalls Industries Inc. HII Jul 2023 1,399,000 +45,000 $1.3M +2.2% 0.03% DBT
488 CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A CSMC Jul 2023 1,609,881 +19,430 $1.3M +2.0% 0.03% ABS-MBS
489 Sonic Capital LLC SONIC Jul 2023 1,508,010 -394,460 $1.3M -16.4% 0.03% ABS-O
490 Government National Mortgage Association GNR Jul 2023 20,374,942 -320,400 $1.3M -0.3% 0.03% ABS-MBS
491 BAE Systems PLC BALN Apr 2024 1,297,000 New $1.3M — 0.03% DBT
492 TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A TCF Jul 2023 1,470,668 -880,620 $1.3M -35.9% 0.03% ABS-O
493 NRG Energy Inc. NRG Jul 2023 1,370,000 +205,000 $1.3M +22.7% 0.03% DBT
494 News Corporation NWSA Jul 2023 1,408,000 +210,000 $1.3M +19.9% 0.03% DBT
495 Asbury Automotive Group Inc. ABG Jul 2023 1,396,000 +512,000 $1.3M +62.1% 0.03% DBT
496 APX Group Inc. VVNT Jul 2023 1,358,000 — $1.3M +7.1% 0.03% DBT
497 Micron Technology Inc. MU Apr 2024 1,286,000 New $1.3M — 0.03% DBT
498 ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A AOMT Jul 2023 1,524,618 -159,942 $1.3M -9.5% 0.03% ABS-MBS
499 CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A CGCMT Jul 2023 1,259,000 +150,000 $1.3M +14.1% 0.02% ABS-MBS
500 Fannie Mae Pool FN Jul 2023 1,468,781 -117,783 $1.3M -12.1% 0.02% ABS-MBS
501 FREDDIE MAC GOLD POOL FG 12/46 FIXED 3 FG Jul 2023 1,468,227 -101,688 $1.3M -10.9% 0.02% ABS-MBS
502 Macy's Retail Holdings LLC M Jul 2023 1,323,000 +351,000 $1.3M +44.3% 0.02% DBT
503 CLI Funding VIII LLC CLIF Jul 2023 1,433,050 -105,960 $1.3M -4.6% 0.02% ABS-O
504 Valvoline Inc. VVV Jul 2023 1,481,000 +69,000 $1.2M +7.1% 0.02% DBT
505 Comerica Incorporated CMA Apr 2024 1,278,000 New $1.2M — 0.02% DBT
506 Global Atlantic (Fin) Company GBLATL Apr 2024 1,400,000 New $1.2M — 0.02% DBT
507 NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A NBLY Jul 2023 1,438,640 -11,010 $1.2M +4.1% 0.02% ABS-O
508 RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 07/30 8.45 RWLVCA Jul 2023 1,180,000 +180,000 $1.2M +23.8% 0.02% DBT
509 FREDDIE MAC POOL FR 04/53 FIXED 4.5 FR Jul 2023 1,323,612 -64,691 $1.2M -7.8% 0.02% ABS-MBS
510 Enbridge Inc. ENBCN Apr 2024 1,166,000 New $1.2M — 0.02% DBT
511 The Bank of New York Mellon Corporation BK Apr 2024 1,255,000 New $1.2M — 0.02% DBT
512 Ashtead Capital Inc. AHTLN Jul 2023 1,275,000 +200,000 $1.2M +19.5% 0.02% DBT
513 AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust AER Apr 2024 1,231,000 New $1.2M — 0.02% DBT
514 OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A OBX Jul 2023 1,589,629 -110,311 $1.2M -6.1% 0.02% ABS-MBS
515 Fannie Mae Pool FN Jul 2023 1,372,688 -110,129 $1.2M -11.9% 0.02% ABS-MBS
516 ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 3 A1 144A AOMT Apr 2024 1,244,319 New $1.2M — 0.02% ABS-MBS
517 ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625 AM Apr 2024 1,201,000 New $1.2M — 0.02% DBT
518 Ally Financial Inc. ALLY Jul 2023 1,157,000 — $1.2M +1.5% 0.02% DBT
519 Millicom International Cellular S.A. TIGO Jul 2023 1,264,500 +198,000 $1.2M +22.0% 0.02% DBT
520 PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A PFMT Jul 2023 1,406,891 -109,235 $1.2M -9.7% 0.02% ABS-MBS
521 The Michaels Companies Inc. MIK Jul 2023 1,615,000 — $1.2M +2.8% 0.02% DBT
522 Graphic Packaging International LLC GPK Jul 2023 1,335,000 +215,000 $1.2M +21.1% 0.02% DBT
523 FREDDIE MAC POOL FR 05/53 FIXED 4.5 FR Apr 2024 1,260,834 New $1.2M — 0.02% ABS-MBS
524 AES Panama Generation Holdings S.R.L. AES Jul 2023 1,400,467 +210,219 $1.2M +14.0% 0.02% DBT
525 Metronet Infrastructure Issuer LLC MNET Jul 2023 1,176,000 — $1.2M +3.0% 0.02% ABS-O
526 DATABANK ISSUER COLO 2021 1A A2 144A COLO Jul 2023 1,281,000 — $1.2M +4.2% 0.02% ABS-O
527 COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A COLT Jul 2023 1,479,666 -81,705 $1.2M -3.8% 0.02% ABS-MBS
528 Sunoco LP SUN Apr 2024 1,145,000 New $1.2M — 0.02% DBT
529 Sunoco LP SUN Apr 2024 1,145,000 New $1.2M — 0.02% DBT
530 FREDDIE MAC POOL FR 11/34 FIXED 2.5 FR Jul 2023 1,296,239 -191,508 $1.2M -14.7% 0.02% ABS-MBS
531 Fifth Third Bancorp FITB Jul 2023 1,193,000 — $1.2M +2.9% 0.02% DBT
532 DaVita Inc. DVA Jul 2023 1,405,000 -621,000 $1.2M -28.6% 0.02% DBT
533 Prime Security Services Borrrower LLC / Prime Finance Inc. PRSESE Jul 2023 1,182,000 +390,000 $1.2M +54.9% 0.02% DBT
534 Constellation Energy Generation LLC CEG Apr 2024 1,112,000 New $1.2M — 0.02% DBT
535 Tapestry Inc. TPR Apr 2024 1,108,000 New $1.1M — 0.02% DBT
536 Netflix Inc. NFLX Jul 2023 1,123,000 -1,217,000 $1.1M -52.5% 0.02% DBT
537 IQVIA Inc. IQV Apr 2024 1,124,000 New $1.1M — 0.02% DBT
538 Ford Motor Company F Jul 2023 1,416,000 +436,000 $1.1M +47.2% 0.02% DBT
539 Mohegan Tribal Gaming Authority MOHEGN Jul 2023 1,197,000 — $1.1M +2.7% 0.02% DBT
540 FREDDIE MAC GOLD POOL FG 12/46 FIXED 3 FG Jul 2023 1,332,940 -88,330 $1.1M -11.0% 0.02% ABS-MBS
541 ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A ADC Apr 2024 1,131,000 New $1.1M — 0.02% ABS-O
542 Thermo Fisher Scientific Inc. TMO Apr 2024 1,149,000 New $1.1M — 0.02% DBT
543 UBS Group AG UBS Apr 2024 1,058,000 New $1.1M — 0.02% DBT
544 Georgia Power Company SO Jul 2023 1,184,000 +195,000 $1.1M +15.7% 0.02% DBT
545 NiSource Inc. NI Jul 2023 1,251,000 +210,000 $1.1M +19.8% 0.02% DBT
546 Societe Generale SOCGEN Jul 2023 1,152,000 — $1.1M +2.9% 0.02% DBT
547 Vodafone Group Public Limited Company VOD Jul 2023 1,196,000 +200,000 $1.1M +15.7% 0.02% DBT
548 United Rentals (North America) Inc. URI Jul 2023 1,190,000 +405,000 $1.1M +52.4% 0.02% DBT
549 Bain Capital Credit Clo 2024-2 Limited BCC Apr 2024 1,109,000 New $1.1M — 0.02% ABS-CBDO
550 Continental Resources Inc. CLR Apr 2024 1,383,000 New $1.1M — 0.02% DBT
551 Fannie Mae Pool FN Jul 2023 1,179,859 -78,141 $1.1M -9.3% 0.02% ABS-MBS
552 CIMIC Finance (USA) Pty. Ltd. CIMAU Apr 2024 1,113,000 New $1.1M — 0.02% DBT
553 COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A CMPDC Apr 2024 1,135,000 New $1.1M — 0.02% ABS-O
554 ING Groep N.V. INTNED Apr 2024 1,119,000 New $1.1M — 0.02% DBT
555 Continental Resources Inc. CLR Jul 2023 1,359,000 +230,000 $1.1M +22.5% 0.02% DBT
556 OneMain Finance Corporation OMF Jul 2023 1,041,000 +385,000 $1.1M +63.7% 0.02% DBT
557 Sirius XM Radio Inc. SIRI Jul 2023 1,220,000 — $1.1M +2.5% 0.02% DBT
558 FirstEnergy Corp. FE Jul 2023 1,289,000 +225,000 $1.1M +21.2% 0.02% DBT
559 Regal Rexnord Corporation RRX Jul 2023 1,074,000 — $1.1M +1.1% 0.02% DBT
560 Kinder Morgan Energy Partners L.P. KMI Jul 2023 981,000 — $1.1M -2.6% 0.02% DBT
561 KB Home KBH Jul 2023 1,246,000 — $1.1M -0.3% 0.02% DBT
562 Government National Mortgage Association GNR Jul 2023 18,961,195 -293,693 $1.1M +3.0% 0.02% ABS-MBS
563 Qorvo Inc. QRVO Jul 2023 1,276,000 — $1.1M +2.0% 0.02% DBT
564 Sabine Pass Liquefaction LLC SPLLLC Jul 2023 1,085,000 +195,000 $1.1M +21.3% 0.02% DBT
565 JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75 JBLU Jul 2023 1,266,516 -37,798 $1.1M -3.5% 0.02% DBT
566 NatWest Markets Plc NWG Jul 2023 1,173,000 -1,389,000 $1.1M -52.8% 0.02% DBT
567 Ashtead Capital Inc. AHTLN Apr 2024 1,094,000 New $1.1M — 0.02% DBT
568 ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A AOMT Jul 2023 1,332,244 +37,161 $1.1M +3.2% 0.02% ABS-MBS
569 TransDigm Inc. TDG Jul 2023 1,094,000 — $1.1M +2.5% 0.02% DBT
570 Dominion Energy Inc. D Jul 2023 1,191,000 — $1.1M -0.7% 0.02% DBT
571 Parkland Corporation PKICN Jul 2023 1,154,000 +205,000 $1.0M +25.2% 0.02% DBT
572 Zayo Group Holdings Inc. ZAYO Apr 2024 1,290,000 New $1.0M — 0.02% DBT
573 Sabine Pass Liquefaction LLC SPLLLC Jul 2023 1,070,000 — $1.0M +0.2% 0.02% DBT
574 APPLEBEE'S FUNDING LLC / IHOP DIN 2023 1A A2 144A DIN Jul 2023 1,003,000 — $1.0M +2.6% 0.02% ABS-O
575 ING Groep N.V. INTNED Apr 2024 999,000 New $1.0M — 0.02% DBT
576 The PNC Financial Services Group Inc. PNC Jul 2023 1,001,000 — $1.0M +0.1% 0.02% DBT
577 MPLX LP MPLX Jul 2023 1,064,000 — $1.0M -2.1% 0.02% DBT
578 TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A TPMT Jul 2023 1,147,873 -133,912 $996K -10.6% 0.02% ABS-MBS
579 American Homes 4 Rent L.P. AMH Jul 2023 1,050,000 — $995K -0.2% 0.02% DBT
580 Micron Technology Inc. MU Jul 2023 1,029,000 -2,185,000 $993K -67.8% 0.02% DBT
581 Civitas Resources Inc. CIVI Apr 2024 932,000 New $992K — 0.02% DBT
582 VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A VERUS Jul 2023 1,194,668 -103,673 $989K -9.1% 0.02% ABS-MBS
583 JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A JPMCC Jul 2023 1,161,000 — $987K -5.8% 0.02% ABS-MBS
584 Star Parent Inc. SYNH Apr 2024 943,000 New $986K — 0.02% DBT
585 PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A PROG Jul 2023 1,093,000 — $985K +3.9% 0.02% ABS-O
586 MPLX LP MPLX Jul 2023 1,038,000 — $979K -1.3% 0.02% DBT
587 AdaptHealth LLC ADAHEA Jul 2023 1,145,000 +230,000 $975K +28.7% 0.02% DBT
588 TIF FUNDING II LLC TIF 2021 1A A 144A TIF Jul 2023 1,138,778 -94,978 $973K -5.3% 0.02% ABS-O
589 Fannie Mae Pool FN Jul 2023 1,055,404 -115,072 $961K -13.3% 0.02% ABS-MBS
590 Tapestry Inc. TPR Apr 2024 918,000 New $959K — 0.02% DBT
591 JPMorgan Chase and Co. JPM Apr 2024 998,000 New $955K — 0.02% DBT
592 Builders FirstSource Inc. BLDR Jul 2023 964,000 — $954K -0.5% 0.02% DBT
593 COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A COMM Jul 2023 987,000 — $954K +2.8% 0.02% ABS-MBS
594 Century Communities Inc. CCS Jul 2023 1,092,000 — $953K +0.4% 0.02% DBT
595 VICI Properties LP / VICI Note Co Inc VICI Jul 2023 1,069,000 +215,000 $953K +25.8% 0.02% DBT
596 Cheniere Energy Inc. LNG Apr 2024 971,000 New $950K — 0.02% DBT
597 COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A COLT Jul 2023 1,163,290 -65,426 $949K -3.7% 0.02% ABS-MBS
598 FREDDIE MAC POOL FR 12/51 FIXED 2.5 FR Jul 2023 1,184,604 -104,851 $949K -13.0% 0.02% ABS-MBS
599 Corebridge Financial Inc. CRBG Jul 2023 957,000 +190,000 $947K +26.6% 0.02% DBT
600 Hyundai Capital America HYNMTR Apr 2024 962,000 New $944K — 0.02% DBT
601 Barclays PLC BACR Jul 2023 959,000 — $943K +5.7% 0.02% DBT
602 ONEOK Inc. OKE Apr 2024 939,000 New $942K — 0.02% DBT
603 Golden State Tobacco Securitization Corporation GLDGEN Jul 2023 1,307,000 — $941K -1.3% 0.02% DBT
604 Athene Holding Ltd. ATH Jul 2023 1,085,000 +220,000 $941K +30.4% 0.02% DBT
605 FREDDIE MAC POOL FR 08/52 FIXED 4.5 FR Jul 2023 1,006,278 -44,081 $938K -7.4% 0.02% ABS-MBS
606 Constellation Energy Generation LLC CEG Apr 2024 914,000 New $935K — 0.02% DBT
607 Nissan Motor Acceptance Corporation NSANY Jul 2023 1,011,000 — $933K +3.3% 0.02% DBT
608 Parkland Corporation PKICN Jul 2023 1,028,000 +205,000 $932K +28.3% 0.02% DBT
609 Morgan Stanley MS Jul 2023 1,170,000 — $930K -0.0% 0.02% DBT
610 Paramount Global PARA Apr 2024 1,392,000 New $922K — 0.02% DBT
611 VICI Properties L.P. VICI Jul 2023 990,000 +548,000 $920K +121.1% 0.02% DBT
612 Sasol Financing USA LLC SASOL Jul 2023 1,103,000 — $917K +0.9% 0.02% DBT
613 Aker BP ASA AKERBP Jul 2023 1,027,000 -1,859,000 $915K -64.4% 0.02% DBT
614 VICI Properties LP / VICI Note Co Inc VICI Jul 2023 1,008,000 +210,000 $915K +29.3% 0.02% DBT
615 Match Group Holdings II LLC MTCHII Jul 2023 1,051,000 — $910K +0.4% 0.02% DBT
616 UBS Group AG UBS Apr 2024 829,000 New $910K — 0.02% DBT
617 Rocket Software Inc. ROCSOF Apr 2024 905,000 New $908K — 0.02% DBT
618 NatWest Group PLC NWG Jul 2023 918,000 — $906K +4.0% 0.02% DBT
619 Societe Generale SOCGEN Apr 2024 927,000 New $906K — 0.02% DBT
620 GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A GMREV Apr 2024 919,000 New $903K — 0.02% ABS-O
621 Varex Imaging Corporation VREX Jul 2023 886,000 +185,000 $903K +28.8% 0.02% DBT
622 Occidental Petroleum Corporation OXY Jul 2023 874,000 — $900K -2.8% 0.02% DBT
623 NRG Energy Inc. NRG Jul 2023 1,054,000 — $892K +7.9% 0.02% DBT
624 Ballyrock CLO 26 Ltd. BALLY Apr 2024 889,000 New $889K — 0.02% ABS-CBDO
625 Kohl's Corporation KSS Apr 2024 1,078,000 New $889K — 0.02% DBT
626 VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A VERUS Jul 2023 1,086,607 -110,800 $888K -7.8% 0.02% ABS-MBS
627 Flowserve Corporation FLS Jul 2023 1,019,000 — $885K +1.0% 0.02% DBT
628 Macy's Retail Holdings LLC M Jul 2023 917,000 +300,000 $884K +54.3% 0.02% DBT
629 Ashtead Capital Inc. AHTLN Jul 2023 1,113,000 — $884K +0.6% 0.02% DBT
630 Brunswick Corporation BC Apr 2024 886,000 New $877K — 0.02% DBT
631 FREDDIE MAC POOL FR 12/37 FIXED 4.5 FR Jul 2023 902,863 -94,477 $874K -10.6% 0.02% ABS-MBS
632 Ashtead Capital Inc. AHTLN Jul 2023 904,000 +195,000 $866K +25.5% 0.02% DBT
633 Iron Mountain Incorporated IRM Jul 2023 931,000 — $864K +2.7% 0.02% DBT
634 DB Master Finance LLC DNKN Jul 2023 916,500 -7,312 $864K +1.8% 0.02% ABS-O
635 Autodesk Inc. ADSK Jul 2023 988,000 +215,000 $861K +27.2% 0.02% DBT
636 NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A NAVSL Jul 2023 989,078 -148,436 $861K -10.5% 0.02% ABS-O
637 BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2 BMARK Jul 2023 893,308 -14,356 $858K -2.0% 0.02% ABS-MBS
638 Kraft Heinz Foods Company KHC Jul 2023 960,000 — $857K -4.6% 0.02% DBT
639 Fannie Mae Pool FN Jul 2023 895,574 -101,695 $856K -12.4% 0.02% ABS-MBS
640 AMERICAN AIRLINES 2014-1 CLASS PASS THRU CE 04/28 3.7 AAL Apr 2024 897,101 New $854K — 0.02% DBT
641 GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A GCAT Jul 2023 1,045,578 -85,874 $853K -6.7% 0.02% ABS-MBS
642 Government National Mortgage Association GNR Jul 2023 17,563,044 -295,442 $851K -8.1% 0.02% ABS-MBS
643 Arsenal AIC Parent LLC ARNC Jul 2023 814,000 +175,000 $848K +30.0% 0.02% DBT
644 Jack in the Box Funding LLC JACK Jul 2023 918,720 -1,228,230 $846K -55.8% 0.02% ABS-O
645 NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A USRE Jul 2023 1,005,000 — $845K +1.1% 0.02% ABS-O
646 Coruripe Netherlands B.V. CORURI Jul 2023 941,000 -347,000 $841K -7.7% 0.02% DBT
647 Hyundai Capital America HYNMTR Jul 2023 936,000 +210,000 $839K +31.8% 0.02% DBT
648 Nationstar Mortgage Holdings Inc. COOP Jul 2023 887,000 — $834K +3.8% 0.02% DBT
649 Santander Holdings USA Inc. SANUSA Jul 2023 870,000 — $833K +0.7% 0.02% DBT
650 MasTec Inc. MTZ Jul 2023 887,000 — $828K +0.5% 0.02% DBT
651 BNP Paribas BNP Jul 2023 781,000 — $827K +0.8% 0.02% DBT
652 Petroleos Mexicanos PEMEX Jul 2023 855,000 — $826K +5.8% 0.02% DBT
653 State Board of Administration Finance Corporation FLSGEN Jul 2023 923,000 — $825K +1.4% 0.02% DBT
654 American Electric Power Company Inc. AEP Apr 2024 844,000 New $825K — 0.02% DBT
655 FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5 FG Jul 2023 925,706 -58,015 $821K -9.9% 0.02% ABS-MBS
656 Mauser Packaging Solutions Holding Company BWY Apr 2024 805,000 New $820K — 0.02% DBT
657 Macy's Retail Holdings LLC M Jul 2023 859,000 +330,000 $819K +71.4% 0.02% DBT
658 Centene Corporation CNC Jul 2023 935,000 — $815K +1.3% 0.02% DBT
659 AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6 AAL Jul 2023 881,896 +68,629 $809K +16.0% 0.02% DBT
660 Atlantica Transmision Sur S.A. ABENGO Jul 2023 796,376 -8,371 $807K +3.4% 0.02% DBT
661 Globo Comunicacao e Participacoes S/A GLOPAR Jul 2023 924,000 -966,000 $805K -49.2% 0.02% DBT
662 Braskem Idesa S.A.P.I. BAKIDE Jul 2023 1,072,000 — $805K +16.5% 0.02% DBT
663 Royalty Pharma plc RPRX Jul 2023 909,000 — $804K +1.7% 0.02% DBT
664 United States Treasury Note/Bond T Apr 2024 814,000 New $800K — 0.02% DBT
665 Vital Energy Inc. VTLE Apr 2024 788,000 New $800K — 0.02% DBT
666 Vistra Operations Company LLC VST Apr 2024 801,000 New $798K — 0.02% DBT
667 General Motors Company GM Jul 2023 905,000 — $793K +0.6% 0.02% DBT
668 COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A COLT Jul 2023 997,664 -70,469 $791K -3.5% 0.02% ABS-MBS
669 OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A OBX Jul 2023 1,015,627 -60,769 $791K -5.7% 0.02% ABS-MBS
670 CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A CSMC Jul 2023 919,389 -79,358 $785K -5.8% 0.02% ABS-MBS
671 Discover Financial Services DFS Jul 2023 821,000 +200,000 $783K +35.3% 0.02% DBT
672 Ovintiv Inc. OVV Jul 2023 774,000 +190,000 $773K +33.3% 0.02% DBT
673 GLP Capital L.P. / GLP Financing II Inc. GLPI Jul 2023 858,000 — $768K +2.7% 0.02% DBT
674 BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2 BBCMS Jul 2023 822,000 — $767K +0.5% 0.02% ABS-MBS
675 BATTALION CLO XXV LTD BATLN 2024 25A A 144A BATLN Apr 2024 767,000 New $766K — 0.02% ABS-CBDO
676 GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125 GMSEDA Jul 2023 771,000 +195,000 $766K +37.2% 0.02% DBT
677 Fannie Mae Pool FN Jul 2023 819,967 -84,841 $763K -12.2% 0.02% ABS-MBS
678 The Boeing Company BA Apr 2024 758,000 New $761K — 0.02% DBT
679 The Williams Companies Inc. WMB Jul 2023 811,000 -688,000 $758K -47.0% 0.02% DBT
680 Group 1 Automotive Inc. GPI Jul 2023 826,000 +210,000 $751K +37.7% 0.01% DBT
681 Government National Mortgage Association GNR Jul 2023 13,262,744 -194,318 $750K -6.5% 0.01% ABS-MBS
682 ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A EFMT Jul 2023 943,819 -49,539 $743K -5.9% 0.01% ABS-MBS
683 Ashtead Capital Inc. AHTLN Jul 2023 806,000 +205,000 $738K +34.5% 0.01% DBT
684 Total Play Telecomunicaciones S.A. de C.V. TOTALP Jul 2023 1,376,000 — $735K -6.9% 0.01% DBT
685 SERVPRO MASTER ISSUER LLC SPRO 2024 1A A2 144A SPRO Apr 2024 739,148 New $728K — 0.01% ABS-O
686 Venture Global Calcasieu Pass LLC VENTGL Jul 2023 834,000 — $728K +2.9% 0.01% DBT
687 Loar Holdings Inc. LOAR US Apr 2024 13,904 New $727K — 0.01% EC
688 Fannie Mae Pool FN Jul 2023 777,848 -39,834 $725K -8.1% 0.01% ABS-MBS
689 Consensus Cloud Solutions Inc. CCSI Jul 2023 827,000 — $724K +1.2% 0.01% DBT
690 American Airlines 2017-1 Class A Pass Through Trust AAL Jul 2023 796,988 -57,142 $722K -2.8% 0.01% DBT
691 GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A GCPAF Jul 2023 756,684 -666,316 $721K -46.4% 0.01% ABS-O
692 Newmont Corporation NEM Jul 2023 819,000 — $718K +1.4% 0.01% DBT
693 GLP Capital L.P. / GLP Financing II Inc. GLPI Jul 2023 878,000 — $718K +0.2% 0.01% DBT
694 Government National Mortgage Association GNR Jul 2023 22,697,224 -804,449 $718K -4.0% 0.01% ABS-MBS
695 BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2 BMARK Jul 2023 762,941 -17,059 $709K -5.8% 0.01% ABS-MBS
696 Fannie Mae Pool FN Jul 2023 830,558 -48,817 $705K -9.8% 0.01% ABS-MBS
697 CNA Financial Corporation CNA Jul 2023 862,000 +235,000 $702K +40.1% 0.01% DBT
698 Aker BP ASA AKERBP Jul 2023 840,000 — $699K +0.3% 0.01% DBT
699 Government National Mortgage Association GNR Jul 2023 11,089,139 -163,576 $699K +1.2% 0.01% ABS-MBS
700 Caesars Entertainment Inc. CZR Apr 2024 709,000 New $699K — 0.01% DBT
701 COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A COMM Jul 2023 880,000 — $697K +1.9% 0.01% ABS-MBS
702 Full House Resorts Inc. FLL Jul 2023 730,000 — $697K +3.5% 0.01% DBT
703 Fannie Mae Pool FN Jul 2023 727,462 -64,179 $696K -10.2% 0.01% ABS-MBS
704 RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625 RWLVCA Jul 2023 820,000 +220,000 $696K +48.6% 0.01% DBT
705 CCM Merger Inc. MOTOR Jul 2023 693,000 +190,000 $691K +41.1% 0.01% DBT
706 Owens-Brockway Glass Container Inc. OI Jul 2023 689,000 — $688K +0.5% 0.01% DBT
707 TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A TPMT Jul 2023 732,738 -83,164 $686K -10.0% 0.01% ABS-MBS
708 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION N/A Jul 2023 11,397,000 New $686K — 0.01% ABS-MBS
709 TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A TPMT Jul 2023 740,097 -103,199 $685K -11.8% 0.01% ABS-MBS
710 BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5 BRPCN Jul 2023 773,000 — $684K +6.7% 0.01% DBT
711 ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A ARRW Jul 2023 801,924 -136,161 $683K -9.4% 0.01% ABS-MBS
712 J.B. Poindexter and Co. Inc. JBPOIN Apr 2024 667,000 New $682K — 0.01% DBT
713 ENDO FINANCE HOLDINGS INC N/A Jul 2023 675,000 New $672K — 0.01% LON
714 NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A NYMT Jul 2023 747,000 -94,775 $670K -10.7% 0.01% ABS-MBS
715 SBA Tower Trust SBATOW Jul 2023 659,000 — $669K +0.1% 0.01% DBT
716 NextEra Energy Capital Holdings Inc. NEE Jul 2023 800,000 — $664K -0.1% 0.01% DBT
717 MandT Bank Corporation MTB Jul 2023 755,000 — $664K +4.6% 0.01% DBT
718 Sotheby's BID Jul 2023 707,000 — $659K +5.2% 0.01% DBT
719 Millicom International Cellular S.A. TIGO Apr 2024 671,000 New $658K — 0.01% DBT
720 Fannie Mae Pool FN Jul 2023 728,502 -53,148 $657K -10.6% 0.01% ABS-MBS
721 Energean Israel Finance Ltd ENOIGA Jul 2023 772,000 — $657K -2.6% 0.01% DBT
722 Flutter Treasury Designated Activity Company FLTR Apr 2024 653,000 New $655K — 0.01% DBT
723 Southwestern Energy Company SWN Jul 2023 727,000 — $655K +1.4% 0.01% DBT
724 CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A CSMC Jul 2023 780,623 -71,294 $640K -8.4% 0.01% ABS-MBS
725 FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5 FG Jul 2023 719,651 -56,988 $637K -11.3% 0.01% ABS-MBS
726 SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A SMB Jul 2023 729,389 -118,337 $636K -12.3% 0.01% ABS-O
727 DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8 DEATIR Jul 2023 644,000 +2,000 $634K +7.3% 0.01% DBT
728 TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A TPMT Jul 2023 683,063 -52,462 $623K -7.3% 0.01% ABS-MBS
729 The Williams Companies Inc. WMB Jul 2023 653,000 -916,000 $620K -58.3% 0.01% DBT
730 BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25 IAGLN Jul 2023 678,027 +66,470 $620K +11.3% 0.01% DBT
731 Beacon Roofing Supply Inc. BECN Jul 2023 693,000 -411,000 $619K -36.5% 0.01% DBT
732 Government National Mortgage Association GNR Jul 2023 11,015,779 -172,461 $616K -7.2% 0.01% ABS-MBS
733 FREDDIE MAC GOLD POOL FG 03/41 FIXED 4.5 FG Jul 2023 641,460 -46,207 $614K -9.0% 0.01% ABS-MBS
734 WMG Acquisition Corp. WMG Jul 2023 704,000 -787,000 $614K -52.9% 0.01% DBT
735 AmWINS Group Inc. AMWINS Apr 2024 621,000 New $613K — 0.01% DBT
736 NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A NAVSL Jul 2023 659,405 -149,745 $612K -17.6% 0.01% ABS-O
737 AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 3.575 AAL Jul 2023 654,084 +189,260 $612K +43.6% 0.01% DBT
738 Columbia Pipelines Operating Company LLC CPGX Apr 2024 606,000 New $607K — 0.01% DBT
739 UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6 UAL Jul 2023 629,794 -122,628 $607K -14.2% 0.01% DBT
740 FREDDIE MAC POOL FR 12/49 FIXED 3 FR Jul 2023 713,736 -44,037 $601K -10.6% 0.01% ABS-MBS
741 CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25 CDW Jul 2023 675,000 +215,000 $601K +49.8% 0.01% DBT
742 Fannie Mae Pool FN Jul 2023 680,502 -50,736 $600K -10.8% 0.01% ABS-MBS
743 CSMC 2020-NET CSMC 2020 NET A 144A CSMC Jul 2023 638,736 -32,980 $600K -0.6% 0.01% ABS-MBS
744 Ovintiv Inc. OVV Jul 2023 586,000 — $591K -0.2% 0.01% DBT
745 Fannie Mae Pool FN Jul 2023 625,857 -55,058 $586K -11.6% 0.01% ABS-MBS
746 SMBC Aviation Capital Finance Designated Activity Company SMBCAC Jul 2023 666,000 — $580K +1.8% 0.01% DBT
747 VeriSign Inc. VRSN Jul 2023 703,000 -390,000 $576K -36.5% 0.01% DBT
748 Telephone and Data Systems Inc. TDS Jul 2023 33,200 — $576K +12.5% 0.01% EP
749 Government National Mortgage Association GNR Jul 2023 9,607,063 -140,969 $573K -7.0% 0.01% ABS-MBS
750 ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A ABDLF Jul 2023 592,439 -109,146 $572K -12.4% 0.01% ABS-O
751 GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A GSMS Jul 2023 587,000 -63,000 $565K -5.6% 0.01% ABS-MBS
752 Travel + Leisure Co. TNL Jul 2023 628,000 -96,000 $561K -10.3% 0.01% DBT
753 Government National Mortgage Association GNR Jul 2023 9,085,369 -213,398 $558K +0.8% 0.01% ABS-MBS
754 Jack in the Box Funding LLC JACK Jul 2023 596,550 -70,105 $558K -6.7% 0.01% ABS-O
755 ING Groep N.V. INTNED Jul 2023 565,000 +190,000 $556K +57.3% 0.01% DBT
756 Government National Mortgage Association GNR Jul 2023 8,605,569 -142,996 $556K -7.1% 0.01% ABS-MBS
757 First Quantum Minerals Ltd. FMCN Jul 2023 570,000 -268,000 $552K -35.7% 0.01% DBT
758 IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A IMPRL Jul 2023 646,959 -86,293 $544K -11.1% 0.01% ABS-MBS
759 Block Inc. SQ Jul 2023 643,000 — $543K +0.9% 0.01% DBT
760 Jacobs Entertainment Inc. JACENT Jul 2023 568,000 — $539K +4.1% 0.01% DBT
761 BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A BRAVO Jul 2023 614,925 -79,276 $537K -11.4% 0.01% ABS-MBS
762 GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A GCAT Jul 2023 664,802 -84,637 $535K -11.3% 0.01% ABS-MBS
763 Fannie Mae Pool FN Jul 2023 633,501 -57,052 $533K -12.9% 0.01% ABS-MBS
764 TriNet Group Inc. TNET Jul 2023 608,000 — $532K +0.4% 0.01% DBT
765 Government National Mortgage Association GNR Jul 2023 9,157,807 -126,574 $529K -6.7% 0.01% ABS-MBS
766 AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust AER Apr 2024 633,000 New $528K — 0.01% DBT
767 Taseko Mines Limited TKOCN Apr 2024 519,000 New $527K — 0.01% DBT
768 Algonquin Power and Utilities Corp. AQNCN Jul 2023 24,650 -15,600 $527K -55.7% 0.01% EP
769 Lcpr Senior Secured Financing Designated Activity Company LILAPR Jul 2023 625,000 — $522K +1.0% 0.01% DBT
770 Owens-Brockway Glass Container Inc. OI Jul 2023 521,000 — $522K -1.4% 0.01% DBT
771 Vistra Corp. VST Apr 2024 515,000 New $520K — 0.01% DBT
772 VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A VERUS Jul 2023 664,506 -58,284 $513K -9.4% 0.01% ABS-MBS
773 Air Lease Corporation AL Jul 2023 594,000 -565,000 $511K -47.6% 0.01% DBT
774 Lithia Motors Inc. LAD Jul 2023 577,000 — $510K +2.6% 0.01% DBT
775 AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A AQFIT Jul 2023 567,792 -138,082 $506K -19.0% 0.01% ABS-O
776 BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2 BBCMS Jul 2023 515,174 -149,826 $506K -20.9% 0.01% ABS-MBS
777 Lithia Motors Inc. LAD Jul 2023 577,000 — $505K +1.9% 0.01% DBT
778 Duke Energy Corporation DUK Jul 2023 594,000 — $500K +0.2% 0.01% DBT
779 United Airlines Inc. UAL Jul 2023 539,000 +251,000 $497K +90.7% 0.01% DBT
780 EQM Midstream Partners LP EQM Apr 2024 500,000 New $495K — 0.01% DBT
781 AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85 AAL Jul 2023 531,442 -82,381 $488K -8.4% 0.01% DBT
782 Aker BP ASA AKERBP Jul 2023 534,000 — $482K +1.3% 0.01% DBT
783 Government National Mortgage Association GNR Jul 2023 7,290,852 -103,300 $479K +1.2% 0.01% ABS-MBS
784 Fannie Mae Pool FN Jul 2023 534,406 -39,535 $470K -11.6% 0.01% ABS-MBS
785 ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A EFMT Jul 2023 564,162 -53,116 $466K -9.3% 0.01% ABS-MBS
786 NiSource Inc. NI Jul 2023 594,000 — $463K -0.2% 0.01% DBT
787 Lithia Motors Inc. LAD Jul 2023 488,000 +200,000 $460K +72.6% 0.01% DBT
788 GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A GCAT Jul 2023 553,212 -75,023 $457K -13.0% 0.01% ABS-MBS
789 DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A DNFRA Jul 2023 514,000 — $457K +1.9% 0.01% ABS-O
790 Centene Corporation CNC Jul 2023 507,000 — $443K +1.3% 0.01% DBT
791 Nationstar Mortgage Holdings Inc. COOP Jul 2023 491,000 — $441K +6.6% 0.01% DBT
792 Paramount Global PARA Apr 2024 539,000 New $440K — 0.01% DBT
793 Nationstar Mortgage Holdings Inc. COOP Jul 2023 449,000 +195,000 $440K +81.3% 0.01% DBT
794 Qorvo Inc. QRVO Apr 2024 472,000 New $436K — 0.01% DBT
795 Netflix Inc. NFLX Jul 2023 435,000 — $434K -0.4% 0.01% DBT
796 Fannie Mae Pool FN Jul 2023 476,259 -37,067 $433K -11.0% 0.01% ABS-MBS
797 NextEra Energy Operating Partners LP NEP Jul 2023 460,000 +205,000 $429K +79.4% 0.01% DBT
798 CSMC 2021-NQM5 TRUST CSMC 2021 NQM5 A1 144A CSMC Jul 2023 540,978 -61,786 $425K -9.0% 0.01% ABS-MBS
799 Fannie Mae Pool FN Jul 2023 477,816 -28,676 $424K -9.5% 0.01% ABS-MBS
800 Venture Global Calcasieu Pass LLC VENTGL Jul 2023 476,000 — $421K +2.0% 0.01% DBT
801 Government National Mortgage Association GNR Jul 2023 7,106,687 -114,960 $420K -7.0% 0.01% ABS-MBS
802 FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A FKH Jul 2023 457,100 -1,023,546 $416K -68.1% 0.01% ABS-O
803 FREDDIE MAC GOLD POOL FG 11/39 FIXED 5.5 FG Jul 2023 411,956 -42,178 $415K -10.3% 0.01% ABS-MBS
804 Allied Universal Holdco LLC / Allied Universal Finance Corp UNSEAM Jul 2023 489,000 — $415K +11.3% 0.01% DBT
805 Blackstone Private Credit Fund BCRED Jul 2023 450,000 — $413K +5.4% 0.01% DBT
806 Antero Resources Corporation AR Jul 2023 430,000 +200,000 $409K +90.7% 0.01% DBT
807 ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A AOMT Jul 2023 449,883 -185,361 $409K -28.5% 0.01% ABS-MBS
808 ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A1 144A AOMT Jul 2023 497,662 -37,157 $405K -7.3% 0.01% ABS-MBS
809 AAR Escrow Issuer LLC AIR Apr 2024 403,000 New $405K — 0.01% DBT
810 BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125 IAGLN Jul 2023 440,875 -41,918 $405K -4.7% 0.01% DBT
811 Alcoa Nederland Holding B.V. AA Apr 2024 397,000 New $402K — 0.01% DBT
812 VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A VERUS Jul 2023 442,705 -97,961 $398K -17.5% 0.01% ABS-MBS
813 Var Energi ASA VARNO Jul 2023 380,000 — $397K +1.0% 0.01% DBT
814 Fannie Mae Pool FN Jul 2023 429,815 -38,919 $392K -12.2% 0.01% ABS-MBS
815 Energean Israel Finance Ltd ENOIGA Jul 2023 439,000 — $389K -2.2% 0.01% DBT
816 Match Group Holdings II LLC MTCHII Jul 2023 470,000 — $388K +0.3% 0.01% DBT
817 NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875 NXPI Jul 2023 395,000 -1,924,000 $382K -82.8% 0.01% DBT
818 Standard Industries Inc. BMCAUS Jul 2023 396,000 +200,000 $381K +103.2% 0.01% DBT
819 MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A MFRA Jul 2023 421,356 -98,083 $379K -16.4% 0.01% ABS-MBS
820 FREDDIE MAC GOLD POOL FG 08/48 FIXED 4 FG Jul 2023 412,101 -29,635 $376K -10.4% 0.01% ABS-MBS
821 NiSource Inc. NI Jul 2023 380,000 — $376K -1.3% 0.01% DBT
822 Fannie Mae Pool FN Jul 2023 389,745 -36,875 $373K -10.9% 0.01% ABS-MBS
823 CVS Health Corporation CVS Jul 2023 377,000 — $370K -1.9% 0.01% DBT
824 SUMMIT MATERIALS LLC / SUMMIT COMPANY GUAR 144A 01/31 7.25 SUMMAT Apr 2024 359,000 New $369K — 0.01% DBT
825 Fannie Mae Pool FN Jul 2023 404,595 -23,206 $369K -9.4% 0.01% ABS-MBS
826 JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 12/31 3.75 JBSSBZ Apr 2024 434,000 New $367K — 0.01% DBT
827 Prime Security Services Borrrower LLC / Prime Finance Inc. PRSESE Jul 2023 402,000 +210,000 $366K +116.0% 0.01% DBT
828 GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 01/32 8.25 GLP Apr 2024 357,000 New $366K — 0.01% DBT
829 GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A GSMBS Jul 2023 425,138 -44,146 $365K -8.4% 0.01% ABS-MBS
830 Hess Midstream Operations LP HESM Jul 2023 399,000 — $360K +2.8% 0.01% DBT
831 Fannie Mae Pool FN Jul 2023 387,209 -41,990 $360K -12.7% 0.01% ABS-MBS
832 BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A HGVGI Jul 2023 373,204 -432,027 $358K -52.8% 0.01% ABS-O
833 Amer Sports Company AS Apr 2024 362,000 New $357K — 0.01% DBT
834 Asbury Automotive Group Inc. ABG Jul 2023 392,000 +118,000 $354K +46.2% 0.01% DBT
835 Royal Caribbean Cruises Ltd. RCL Apr 2024 357,000 New $352K — 0.01% DBT
836 Ingersoll Rand Inc. IR Apr 2024 352,000 New $351K — 0.01% DBT
837 Government National Mortgage Association GNR Jul 2023 5,349,960 -46,743 $343K -7.3% 0.01% ABS-MBS
838 Fannie Mae Pool FN Jul 2023 388,743 -21,666 $340K -9.8% 0.01% ABS-MBS
839 FREDDIE MAC GOLD POOL FG 03/43 FIXED 3 FG Jul 2023 386,908 -36,267 $339K -11.4% 0.01% ABS-MBS
840 Iron Mountain Information Management Services Inc. IRM Jul 2023 382,000 — $339K +2.4% 0.01% DBT
841 Ovintiv Inc. OVV Jul 2023 318,000 — $338K -0.1% 0.01% DBT
842 Endo Finance Holdings Inc. ENDP Apr 2024 323,000 New $328K — 0.01% DBT
843 FirstEnergy Corp. FE Jul 2023 510,000 +35,000 $327K +0.8% 0.01% DBT
844 Government National Mortgage Association GNR Apr 2024 3,657,159 New $324K — 0.01% ABS-MBS
845 NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A NCMS Jul 2023 380,000 — $321K +7.2% 0.01% ABS-MBS
846 TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625 TELSAT Jul 2023 652,000 — $317K -19.0% 0.01% DBT
847 Willis Engine Structured Trust V WESTF Jul 2023 339,854 -16,698 $311K +3.4% 0.01% ABS-O
848 FREDDIE MAC GOLD POOL FG 11/47 FIXED 4 FG Jul 2023 340,340 -34,063 $310K -12.6% 0.01% ABS-MBS
849 Fannie Mae Pool FN Jul 2023 338,760 -37,498 $307K -13.6% 0.01% ABS-MBS
850 Artera Services LLC POWBUY Apr 2024 295,000 New $302K — 0.01% DBT
851 OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A OBX Jul 2023 378,871 +57,078 $300K +11.4% 0.01% ABS-MBS
852 SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A SUNBD Jul 2023 330,262 -56,530 $299K -8.0% 0.01% ABS-O
853 BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375 IAGLN Jul 2023 276,459 -39,022 $284K -10.0% 0.01% DBT
854 Government National Mortgage Association GNR Jul 2023 4,759,759 -63,356 $284K -5.6% 0.01% ABS-MBS
855 COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A COMM Jul 2023 305,000 — $281K -2.0% 0.01% ABS-MBS
856 ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 12/28 8.25 ASCRES Apr 2024 274,000 New $280K — 0.01% DBT
857 Fannie Mae Pool FN Jul 2023 288,024 -27,528 $275K -11.1% 0.01% ABS-MBS
858 Starwood Property Trust Inc. STWD Apr 2024 260,000 New $256K — 0.01% DBT
859 Kyndryl Holdings Inc. KD Apr 2024 252,000 New $251K — 0.01% DBT
860 Fiesta Purchaser Inc. SHEARE Apr 2024 243,000 New $248K — 0.00% DBT
861 Government National Mortgage Association GNR Jul 2023 4,058,468 -98,588 $246K -3.9% 0.00% ABS-MBS
862 ESAB Corporation ESAB Apr 2024 246,000 New $245K — 0.00% DBT
863 Government National Mortgage Association GNR Jul 2023 4,093,950 -59,695 $240K +2.2% 0.00% ABS-MBS
864 VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A VERUS Jul 2023 253,037 -44,961 $236K -12.2% 0.00% ABS-MBS
865 Owens Corning OC Jul 2023 257,000 — $235K -0.5% 0.00% DBT
866 EQM Midstream Partners LP EQM Jul 2023 226,000 — $230K +0.4% 0.00% DBT
867 Fannie Mae Pool FN Jul 2023 240,333 -22,227 $230K -10.7% 0.00% ABS-MBS
868 Leviathan Bond Ltd. LVIATH Jul 2023 256,000 — $228K -5.1% 0.00% DBT
869 BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A BAMLL Jul 2023 575,000 — $220K +17.2% 0.00% ABS-MBS
870 Talos Production Inc. TALO Apr 2024 201,000 New $214K — 0.00% DBT
871 NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A NZES Jul 2023 225,107 -139,312 $210K -35.1% 0.00% ABS-O
872 Government National Mortgage Association GNR Jul 2023 4,424,987 -187,400 $206K -7.1% 0.00% ABS-MBS
873 Fannie Mae Pool FN Jul 2023 232,783 -32,705 $203K -15.3% 0.00% ABS-MBS
874 American Airlines 2016-3 Class A Pass Through Trust AAL Jul 2023 216,991 -16,426 $193K -3.2% 0.00% DBT
875 Citigroup Inc. C Jul 2023 195,000 -2,888,000 $191K -93.7% 0.00% DBT
876 Government National Mortgage Association GNR Jul 2023 4,695,861 -79,096 $188K +3.5% 0.00% ABS-MBS
877 Fannie Mae Pool FN Jul 2023 206,533 -11,691 $187K -9.1% 0.00% ABS-MBS
878 Government National Mortgage Association GNR Jul 2023 6,062,461 -101,137 $184K +2.7% 0.00% ABS-MBS
879 Government National Mortgage Association GNR Jul 2023 5,883,731 -88,161 $181K -4.9% 0.00% ABS-MBS
880 Wells Fargo and Company WFC Jul 2023 150 — $172K -2.8% 0.00% EP
881 Hess Midstream Operations LP HESM Jul 2023 178,000 — $170K +1.7% 0.00% DBT
882 Talos Production Inc. TALO Apr 2024 160,000 New $169K — 0.00% DBT
883 Government National Mortgage Association GNR Jul 2023 3,011,394 -42,525 $169K +4.6% 0.00% ABS-MBS
884 FREDDIE MAC POOL FR 05/52 FIXED 4 FR Jul 2023 184,965 -16,709 $168K -11.9% 0.00% ABS-MBS
885 Government National Mortgage Association GNR Jul 2023 2,963,919 -94,706 $164K +12.1% 0.00% ABS-MBS
886 Fannie Mae Pool FN Jul 2023 182,787 -15,209 $162K -11.4% 0.00% ABS-MBS
887 Government National Mortgage Association GNR Jul 2023 2,698,562 -89,890 $156K -0.1% 0.00% ABS-MBS
888 ALTERA INFRASTRUCTURE LP N/A Jul 2023 5,524 New $155K — 0.00% EC
889 Government National Mortgage Association GNR Jul 2023 4,740,011 -71,988 $154K +0.8% 0.00% ABS-MBS
890 COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA COMM Jul 2023 9,519,852 -33,316 $142K -12.9% 0.00% ABS-MBS
891 Government National Mortgage Association GNR Jul 2023 3,173,331 -279,129 $139K -8.0% 0.00% ABS-MBS
892 EQM Midstream Partners LP EQM Jul 2023 128,000 — $134K +1.7% 0.00% DBT
893 Fannie Mae Pool FN Jul 2023 148,079 -16,638 $129K -13.0% 0.00% ABS-MBS
894 Government National Mortgage Association GNR Jul 2023 3,631,372 -204,049 $122K -11.0% 0.00% ABS-MBS
895 GS MORTGAGE-BACKED SECURITIES GSMBS 2020 NQM1 A1 144A GSMBS Jul 2023 134,512 -23,018 $122K -15.5% 0.00% ABS-MBS
896 Hilton Grand Vacations Trust 2022-1D HGVT Jul 2023 123,078 -38,533 $118K -22.3% 0.00% ABS-O
897 LLPL Capital Pte Ltd LLPLCA Jul 2023 116,130 -7,935 $112K -1.8% 0.00% DBT
898 Government National Mortgage Association GNR Jul 2023 2,732,418 -49,988 $98K -9.2% 0.00% ABS-MBS
899 The PNC Financial Services Group Inc. PNC Jul 2023 97,000 — $91K +0.7% 0.00% DBT
900 Renaissance Home Equity Loan Trust 2005-2 RAMC Jul 2023 83,867 -54,404 $83K -38.3% 0.00% ABS-MBS
901 Fannie Mae Pool FN Jul 2023 93,265 -8,946 $82K -11.6% 0.00% ABS-MBS
902 Government National Mortgage Association GNR Jul 2023 2,201,131 -100,251 $81K +3.0% 0.00% ABS-MBS
903 Government National Mortgage Association GNR Jul 2023 1,471,130 -56,746 $63K +4.5% 0.00% ABS-MBS
904 Government National Mortgage Association GNR Jul 2023 2,263,450 -38,915 $54K -2.1% 0.00% ABS-MBS
905 Government National Mortgage Association GNR Jul 2023 1,951,993 -30,427 $51K -12.4% 0.00% ABS-MBS
906 Government National Mortgage Association GNR Jul 2023 1,463,541 -246,689 $50K -0.9% 0.00% ABS-MBS
907 Government National Mortgage Association GNR Jul 2023 1,379,997 -64,767 $38K -10.2% 0.00% ABS-MBS
908 Government National Mortgage Association GNR Jul 2023 1,280,459 -21,965 $37K -9.6% 0.00% ABS-MBS
909 Government National Mortgage Association GNR Jul 2023 810,784 -15,461 $30K +3.8% 0.00% ABS-MBS
910 Government National Mortgage Association GNR Jul 2023 738,814 -381,502 $27K -32.3% 0.00% ABS-MBS
911 Government National Mortgage Association GNR Jul 2023 1,791,555 -27,818 $27K -13.5% 0.00% ABS-MBS
912 Government National Mortgage Association GNR Jul 2023 755,854 -27,507 $12K -2.4% 0.00% ABS-MBS
913 FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A FKH Jul 2023 8,163 -3,036,146 $8K -99.7% 0.00% ABS-O
914 Fannie Mae Pool FN Jul 2023 844 -79 $884 -8.6% 0.00% ABS-MBS
915 Fannie Mae Pool FN Jul 2023 558 -130 $571 -20.8% 0.00% ABS-MBS
916 Fannie Mae Pool FN Jul 2023 453 -50 $468 -10.0% 0.00% ABS-MBS
✕ Cisco Systems Inc. 17275R102 — 1,478,431 Exited $76.9M — — —
✕ UnitedHealth Group Incorporated 91324P102 — 147,158 Exited $74.5M — — —
✕ United States Treasury Note/Bond 91282CHJ3 — 70,992,000 Exited $69.6M — — —
✕ Federal Home Loan Bank Discount Notes 313384JW0 — 64,650,000 Exited $64.7M — — —
✕ United States Treasury Note/Bond 91282CHC8 — 53,232,000 Exited $50.8M — — —
✕ Farmer Mac Discount Notes 31315KJW1 — 42,459,000 Exited $42.5M — — —
✕ United States Treasury Note/Bond 912810TS7 — 41,463,000 Exited $39.6M — — —
✕ TE Connectivity Ltd. H84989104 — 274,689 Exited $39.4M — — —
✕ Pioneer Natural Resources Company 723787107 — 145,202 Exited $32.8M — — —
✕ Dollar General Corporation 256677105 — 185,150 Exited $31.3M — — —
✕ United States Treasury Note/Bond 912810TN8 — 31,886,000 Exited $29.7M — — —
✕ PayPal Holdings Inc. 70450Y103 — 351,613 Exited $26.7M — — —
✕ Comcast Corporation 20030N101 — 564,725 Exited $25.6M — — —
✕ Citizens Financial Group Inc. 174610105 — 634,936 Exited $20.5M — — —
✕ FANNIE MAE OR FREDDIE MAC MBS 30YR TBA 01F042681 — 18,051,000 Exited $17.3M — — —
✕ Genmab A/S 459573903 — 30,901 Exited $12.7M — — —
✕ Revvity Inc. 714046109 — 98,257 Exited $12.1M — — —
✕ Siemens Aktiengesellschaft 572797900 — 66,395 Exited $11.3M — — —
✕ Sage Therapeutics Inc. 78667J108 — 207,915 Exited $7.2M — — —
✕ United States Treasury Note/Bond 91282CHK0 — 5,341,000 Exited $5.3M — — —
✕ BOEING CO/THE SR UNSECURED 05/30 5.15 097023CY9 — 4,234,000 Exited $4.2M — — —
✕ Fannie Mae Pool 3140XJY80 — 3,773,555 Exited $3.8M — — —
✕ Santander Holdings USA Inc. 80282KBB1 — 3,446,000 Exited $3.3M — — —
✕ The Boeing Company 097023CU7 — 3,058,000 Exited $3.0M — — —
✕ Lloyds Banking Group plc 53944YAF0 — 3,088,000 Exited $3.0M — — —
✕ DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/26 4.9 24703TAE6 — 2,880,000 Exited $2.8M — — —
✕ Fannie Mae Pool 3140XKX62 — 2,732,701 Exited $2.7M — — —
✕ Charter Communications Operating LLC/Charter Communications Operating Capital C 161175BA1 — 2,437,000 Exited $2.3M — — —
✕ 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. 68245XAM1 — 2,587,000 Exited $2.2M — — —
✕ Charter Communications Operating LLC/Charter Communications Operating Capital C 161175BT0 — 2,870,000 Exited $2.2M — — —
✕ QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103 74727PAY7 — 2,156,000 Exited $2.1M — — —
✕ eBay Inc. 278642AW3 — 2,477,000 Exited $2.1M — — —
✕ Cantor Fitzgerald L.P. 138616AE7 — 2,164,000 Exited $2.1M — — —
✕ Ford Motor Credit Company LLC 345397A86 — 2,270,000 Exited $2.1M — — —
✕ Fannie Mae Pool 3140XJYD9 — 2,061,181 Exited $2.1M — — —
✕ JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 04/33 5.75 46590XAH9 — 2,094,000 Exited $2.0M — — —
✕ BPCE 05578QAD5 — 2,050,000 Exited $2.0M — — —
✕ T-Mobile USA Inc. 87264ADB8 — 1,934,000 Exited $2.0M — — —
✕ General Motors Company 37045VAY6 — 2,000,000 Exited $2.0M — — —
✕ Morgan Stanley 61747YFF7 — 1,932,000 Exited $1.9M — — —
✕ ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7 03522AAH3 — 1,968,000 Exited $1.9M — — —
✕ The PNC Financial Services Group Inc. 693475AK1 — 1,861,000 Exited $1.9M — — —
✕ Fannie Mae Pool 3140XJYF4 — 1,858,386 Exited $1.9M — — —
✕ AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust 00774MAS4 — 2,043,000 Exited $1.8M — — —
✕ Danske Bank A/S 23636ABF7 — 1,833,000 Exited $1.8M — — —
✕ Bank of America Corporation 06051GGA1 — 1,937,000 Exited $1.8M — — —
✕ FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A 33767JAA0 — 1,997,421 Exited $1.8M — — —
✕ Expedia Group Inc. 30212PBK0 — 1,848,000 Exited $1.8M — — —
✕ Marriott International Inc. 571903BE2 — 1,760,000 Exited $1.7M — — —
✕ Host Hotels and Resorts L.P. 44107TAY2 — 1,935,000 Exited $1.7M — — —
✕ Braskem Netherlands Finance B.V. 10554TAE5 — 2,015,000 Exited $1.6M — — —
✕ Deutsche Bank Aktiengesellschaft 251526CP2 — 1,807,000 Exited $1.6M — — —
✕ GLP Capital L.P. / GLP Financing II Inc. 361841AH2 — 1,609,000 Exited $1.6M — — —
✕ Total Play Telecomunicaciones S.A. de C.V. 89157FAA8 — 2,286,000 Exited $1.6M — — —
✕ Blackstone Private Credit Fund 09261HAH0 — 1,627,000 Exited $1.5M — — —
✕ Universal Health Services Inc. 913903AZ3 — 1,719,000 Exited $1.5M — — —
✕ Macquarie Bank Limited 55608XAB3 — 1,529,000 Exited $1.5M — — —
✕ Ares Capital Corporation 04010LAZ6 — 1,447,000 Exited $1.4M — — —
✕ Credit Agricole S.A. 225313AD7 — 1,350,000 Exited $1.3M — — —
✕ United Airlines 2016-1 Class B Pass Through Trust 90933HAA3 — 1,400,620 Exited $1.3M — — —
✕ SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A 78449VAB2 — 1,429,021 Exited $1.3M — — —
✕ Regal Rexnord Corporation 758750AC7 — 1,253,000 Exited $1.3M — — —
✕ Blackstone Private Credit Fund 09261HAP2 — 1,287,000 Exited $1.2M — — —
✕ MPLX LP 55336VAR1 — 1,273,000 Exited $1.2M — — —
✕ Diamondback Energy Inc. 25278XAR0 — 1,354,000 Exited $1.2M — — —
✕ JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625 46590XAT3 — 1,400,000 Exited $1.2M — — —
✕ Energy Transfer LP 29273RBK4 — 1,199,000 Exited $1.1M — — —
✕ Choice Hotels International Inc. 169905AF3 — 1,287,000 Exited $1.1M — — —
✕ DPL Inc. 233293AR0 — 1,185,000 Exited $1.1M — — —
✕ XHR LP 98372MAC9 — 1,306,000 Exited $1.1M — — —
✕ American Tower Corporation 03027XBL3 — 1,241,000 Exited $1.1M — — —
✕ Broadcom Inc. 11135FBV2 — 1,218,000 Exited $1.1M — — —
✕ SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A 83192CAB3 — 1,173,465 Exited $1.1M — — —
✕ CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5 12652HAA6 — 1,102,000 Exited $1.1M — — —
✕ Host Hotels and Resorts L.P. 44107TAZ9 — 1,253,000 Exited $1.1M — — —
✕ The Boeing Company 097023CD5 — 1,162,000 Exited $1.1M — — —
✕ PROGRESS RESIDENTIAL 2020-SFR1 PROG 2020 SFR1 A 144A 74331CAA6 — 1,126,955 Exited $1.0M — — —
✕ CVS Health Corporation 126650DY3 — 1,049,000 Exited $1.0M — — —
✕ OCI N.V. 67116NAA7 — 1,058,000 Exited $1.0M — — —
✕ Hyatt Hotels Corporation 448579AJ1 — 1,032,000 Exited $1.0M — — —
✕ UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875 90932VAA3 — 1,015,005 Exited $1.0M — — —
✕ Crown Castle Inc. 22822VAK7 — 1,024,000 Exited $1.0M — — —
✕ Nippon Life Insurance Company 654579AH4 — 1,136,000 Exited $0.9M — — —
✕ Expedia Group Inc. 30212PBH7 — 1,098,000 Exited $0.9M — — —
✕ Edgewell Personal Care Company 28035QAA0 — 961,000 Exited $0.9M — — —
✕ Enova International Inc. 29357KAF0 — 919,000 Exited $0.9M — — —
✕ Ares Capital Corporation 04010LAY9 — 967,000 Exited $0.9M — — —
✕ JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 02/28 5.125 46590XAG1 — 909,000 Exited $0.9M — — —
✕ HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875 43284MAB4 — 1,016,000 Exited $0.9M — — —
✕ Air Lease Corporation 00914AAJ1 — 923,000 Exited $0.9M — — —
✕ Kraft Heinz Foods Company 50077LAZ9 — 944,000 Exited $0.9M — — —
✕ YUM! Brands Inc. 988498AL5 — 908,000 Exited $0.8M — — —
✕ Sabre GLBL Inc. 78573NAF9 — 918,000 Exited $0.8M — — —
✕ Choice Hotels International Inc. 169905AG1 — 959,000 Exited $0.8M — — —
✕ ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9 03522AAJ9 — 866,000 Exited $0.8M — — —
✕ Motorola Solutions Inc. 620076BN8 — 840,000 Exited $0.8M — — —
✕ Meta Platforms Inc. 30303M8M7 — 807,000 Exited $0.8M — — —
✕ AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5 030981AK0 — 829,000 Exited $0.8M — — —
✕ Mauser Packaging Solutions Holding Company 57763RAB3 — 805,000 Exited $0.8M — — —
✕ PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375 69527AAA4 — 907,000 Exited $0.8M — — —
✕ ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8 01166WAA5 — 792,522 Exited $0.8M — — —
✕ ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125 68622TAB7 — 938,000 Exited $0.8M — — —
✕ Standard Industries Inc. 853496AG2 — 873,000 Exited $0.8M — — —
✕ CNO Financial Group Inc. 12621EAK9 — 748,000 Exited $0.7M — — —
✕ HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A 43732VAT3 — 823,800 Exited $0.7M — — —
✕ US Airways 2012-2 Class A Pass Through Trust 90345WAD6 — 765,925 Exited $0.7M — — —
✕ Iron Mountain Incorporated 46284VAF8 — 781,000 Exited $0.7M — — —
✕ AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A 66981FAA8 — 777,000 Exited $0.7M — — —
✕ Warnermedia Holdings Inc. 55903VBD4 — 820,000 Exited $0.7M — — —
✕ Wyndham Hotels and Resorts Inc. 98311AAB1 — 741,000 Exited $0.7M — — —
✕ Argentine Republic Government International Bond 040114HV5 — 1,979,000 Exited $0.6M — — —
✕ Viatris Inc 92556VAC0 — 699,000 Exited $0.6M — — —
✕ BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A 05547HAN1 — 840,000 Exited $0.6M — — —
✕ Midas OpCo Holdings LLC 59565JAA9 — 704,000 Exited $0.6M — — —
✕ The Hershey Company 427866BJ6 — 593,000 Exited $0.6M — — —
✕ Societe Generale SA 83367TBV0 — 578,000 Exited $0.6M — — —
✕ Standard Industries Inc. 853496AH0 — 706,000 Exited $0.6M — — —
✕ LKQ Corporation 501889AC3 — 565,000 Exited $0.6M — — —
✕ AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125 009089AA1 — 593,391 Exited $0.6M — — —
✕ Caesars Entertainment Inc. 12769GAB6 — 524,000 Exited $0.5M — — —
✕ AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7 00908PAC1 — 564,704 Exited $0.5M — — —
✕ OneMain Finance Corporation 85172FAM1 — 526,000 Exited $0.5M — — —
✕ Edgewell Personal Care Company 28035QAB8 — 595,000 Exited $0.5M — — —
✕ Affinity Interactive 00842XAA7 — 579,000 Exited $0.5M — — —
✕ MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A 62848BAA9 — 510,329 Exited $0.5M — — —
✕ M.D.C. Holdings Inc. 552676AU2 — 632,000 Exited $0.5M — — —
✕ Encompass Health Corporation 29261AAE0 — 535,000 Exited $0.5M — — —
✕ Oriflame Investment Holding PLC 68621CAA7 — 1,277,000 Exited $0.4M — — —
✕ BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT C 144A 05609VAJ4 — 469,000 Exited $0.4M — — —
✕ Western Midstream Operating LP 958667AE7 — 406,000 Exited $0.4M — — —
✕ AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A 66982FAA7 — 439,000 Exited $0.4M — — —
✕ Simpar Europe 82883PAA2 — 480,000 Exited $0.4M — — —
✕ Morgan Stanley 6174468G7 — 393,000 Exited $0.4M — — —
✕ Extra Space Storage LP 30225VAJ6 — 369,000 Exited $0.4M — — —
✕ JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 12/31 3.75 46590XAC0 — 434,000 Exited $0.4M — — —
✕ NRG Energy Inc. 629377CQ3 — 420,000 Exited $0.3M — — —
✕ KB Home 48666KBA6 — 330,000 Exited $0.3M — — —
✕ HSBC Holdings plc 404280AT6 — 342,000 Exited $0.3M — — —
✕ Sunoco LP and Sunoco Finance Corp. 86765LAT4 — 363,000 Exited $0.3M — — —
✕ CNX Resources Corporation 12653CAK4 — 320,000 Exited $0.3M — — —
✕ RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5 749571AG0 — 350,000 Exited $0.3M — — —
✕ MPLX LP 55336VAK6 — 310,000 Exited $0.3M — — —
✕ NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A 63874FAJ6 — 464,000 Exited $0.3M — — —
✕ Ford Motor Credit Company LLC 345397B51 — 330,000 Exited $0.3M — — —
✕ Synovus Bank 87164DVJ6 — 301,000 Exited $0.3M — — —
✕ GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A 36250WAJ9 — 320,000 Exited $0.3M — — —
✕ Hudbay Minerals Inc. 443628AJ1 — 288,000 Exited $0.3M — — —
✕ Kenbourne Invest S.A. 48855KAA8 — 311,000 Exited $0.3M — — —
✕ CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5 12652HAC2 — 262,000 Exited $0.3M — — —
✕ Hilton Grand Vacations Trust 2018 - A 43284BAA0 — 241,990 Exited $0.2M — — —
✕ Beacon Roofing Supply Inc. 073685AK5 — 230,000 Exited $0.2M — — —
✕ Kenbourne Invest S.A. 48855KAC4 — 309,000 Exited $0.2M — — —
✕ Volcan Compania Minera S.A.A. 92863UAB2 — 303,000 Exited $0.2M — — —
✕ T-Mobile USA Inc. 87264ABT1 — 245,000 Exited $0.2M — — —
✕ GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A 36252CAJ1 — 250,000 Exited $0.2M — — —
✕ Prudential Financial Inc. 744320BJ0 — 218,000 Exited $0.2M — — —
✕ ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A 68245HAG9 — 240,000 Exited $0.2M — — —
✕ United Airlines Inc. 90932LAG2 — 140,000 Exited $0.1M — — —
✕ Builders FirstSource Inc. 12008RAN7 — 120,000 Exited $0.1M — — —
✕ TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 5 A1A 144A 89176VAK8 — 63,913 Exited $0.1M — — —
✕ Instituto Costarricense de Electricidad 45777VAD9 — 63,000 Exited $0.1M — — —
✕ Fannie Mae Interest Strip 31423XMW8 — 381,193 Exited $0.0M — — —
✕ Fannie Mae Interest Strip 31423XQF1 — 220,663 Exited $0.0M — — —
✕ TEEKAY OFF ESCROW 879ESCAH4 — 1,216,000 Exited $0.0M — — —
✕ New Jersey Transportation Trust Fund Authority 6461366R7 — 3,000 Exited $0.0M — — —
✕ COMM 2012-CCRE3 MORTGAGE TRUST COMM 2012 CR3 XA 12624PAF2 — 826,073 Exited $0.0M — — —