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Putnam Income Fund

Assets: $1.9B Net: $1.2B Series: S000006155 EDGAR ↗
+663
New
-674
Exited
1960
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 CHICAGO BOARD OF TRADE FVM4COMDTY Apr 2022 1,663 -6,387,337 $174.2M +2483.7% 14.85% DIR
2 CHICAGO BOARD OF TRADE WNM4COMDTY Apr 2022 666 New $79.6M — 6.79% DIR
3 FANNIE MAE POOL 01F060659 Apr 2022 80,000,000 +79,000,000 $79.3M +7453.2% 6.76% ABS-MBS
4 CHICAGO BOARD OF TRADE TUM4COMDTY Apr 2022 329 New $66.7M — 5.68% DIR
5 GINNIE MAE I POOL 21H042653 Apr 2022 71,000,000 +63,000,000 $66.1M +710.6% 5.64% ABS-MBS
6 CHICAGO BOARD OF TRADE UXYM4COMDT Apr 2022 585 New $64.5M — 5.50% DIR
7 FANNIE MAE POOL 01F022659 Apr 2022 79,000,000 -43,000,000 $62.5M -43.8% 5.33% ABS-MBS
8 FANNIE MAE POOL 01F020653 Apr 2022 82,000,000 -73,000,000 $61.9M -54.7% 5.28% ABS-MBS
9 PUTNAM SHORT TERM INVESTMENT FUND 74676P664 Apr 2022 60,570,469 -139,518,599 $60.6M -69.7% 5.16% STIV
10 State Street Institutional U.S. Government Money Market Fund, Premier Class N/A Apr 2022 52,505,000 New $52.5M — 4.47% STIV
11 CHICAGO BOARD OF TRADE TYM4COMDTY Apr 2022 454 New $48.8M — 4.16% DIR
12 GINNIE MAE I POOL 21H040657 Apr 2024 48,000,000 New $43.5M — 3.71% ABS-MBS
13 FANNIE MAE POOL 01F050650 Apr 2024 34,000,000 New $32.2M — 2.75% ABS-MBS
14 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 700,000,000 New $29.9M — 2.54% DIR
15 FANNIE MAE POOL 01F042657 Apr 2022 32,000,000 -405,000,000 $29.5M -93.4% 2.51% ABS-MBS
16 CHICAGO BOARD OF TRADE USM4COMDTY Apr 2022 236 New $26.9M — 2.29% DIR
17 FANNIE MAE POOL 01F040651 Apr 2022 29,000,000 -293,000,000 $25.9M -91.9% 2.21% ABS-MBS
18 FANNIE MAE POOL 01F032658 Apr 2022 30,000,000 -296,000,000 $25.9M -91.8% 2.20% ABS-MBS
19 FANNIE MAE POOL 01F030652 Apr 2022 26,000,000 -326,000,000 $21.5M -93.5% 1.83% ABS-MBS
20 FANNIE MAE POOL 01F052656 Apr 2024 19,000,000 New $18.5M — 1.57% ABS-MBS
21 FANNIE MAE POOL 01F062655 Apr 2024 15,000,000 New $15.1M — 1.29% ABS-MBS
22 UNITED STATES OF AMERICA 912797KQ9 Apr 2024 13,493,000 New $13.3M — 1.14% DBT
23 GINNIE MAE I POOL 21H030658 Apr 2022 15,000,000 +12,000,000 $12.8M +346.2% 1.09% ABS-MBS
24 FANNIE MAE POOL 01F052656 Apr 2024 11,000,000 New $10.7M — 0.91% ABS-MBS
25 MORGAN STANLEY AND CO. INTERNATIONAL 99MK129K6 Apr 2022 9,100,000 — $8.4M +5.1% 0.72% DCR
26 GS MORTGAGE SECURITIES TRUST 2013-GC10 36192CAN5 Apr 2022 8,338,940 -4,266,060 $7.9M -37.6% 0.67% ABS-MBS
27 UNITED STATES OF AMERICA 912797HR1 Apr 2024 7,700,000 New $7.7M — 0.65% DBT
28 LCH Limited N/A Apr 2022 178,344,000 New $7.0M — 0.59% DIR
29 FREDDIE MAC STACR REMIC TRUST 2022-HQA1 35564KTJ8 Apr 2022 6,323,000 -1,170,000 $6.9M -10.3% 0.58% ABS-CBDO
30 FANNIE MAE POOL 01F012452 Apr 2024 8,000,000 New $6.7M — 0.57% ABS-MBS
31 ARES CAPITAL CORP 04010LAZ6 Apr 2022 6,952,000 -467,000 $6.7M -6.0% 0.57% DBT
32 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 6,389,000 New $6.4M — 0.55% DCR
33 BANK OF AMERICA CORP 06051GGC7 Apr 2022 6,582,000 -2,054,000 $6.3M -25.8% 0.54% DBT
34 PRKCM 2023-AFC2 TRUST 693964AA6 Apr 2024 6,157,112 New $6.2M — 0.53% ABS-CBDO
35 MORGAN STANLEY 6174467Y9 Apr 2022 6,365,000 -5,799,000 $6.2M -49.2% 0.53% DBT
36 GINNIE MAE I POOL 21H032654 Apr 2022 7,000,000 -37,000,000 $6.2M -85.7% 0.53% ABS-MBS
37 FANNIE MAE POOL 01F020455 Apr 2024 7,000,000 New $6.0M — 0.51% ABS-MBS
38 CITIGROUP INC 172967KA8 Apr 2022 6,259,000 -8,699,000 $6.0M -59.4% 0.51% DBT
39 MELLO WAREHOUSE SECURITIZATION TRUST 2021-3 58552FAE6 Apr 2024 5,905,000 New $5.9M — 0.50% ABS-CBDO
40 MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 62547NAB5 Apr 2022 5,922,076 -11,532,924 $5.8M -64.9% 0.50% ABS-MBS
41 DISCOVER CARD EXECUTION NOTE TRUST 254683CW3 Apr 2024 5,958,000 New $5.8M — 0.50% ABS-CBDO
42 CAPITAL ONE MULTI-ASSET EXECUTION TRUST 14041NGA3 Apr 2024 5,944,000 New $5.8M — 0.50% ABS-CBDO
43 FORD CREDIT AUTO OWNER TRUST 2024-A 34535EAD4 Apr 2024 5,827,000 New $5.8M — 0.49% ABS-MBS
44 FANNIE MAE POOL 3140XNNB6 Apr 2024 5,906,032 New $5.8M — 0.49% ABS-MBS
45 BANCO SANTANDER SA 05971KAA7 Apr 2022 5,600,000 -2,000,000 $5.5M -28.8% 0.47% DBT
46 CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-1 14043QAC6 Apr 2024 5,609,004 New $5.5M — 0.47% ABS-MBS
47 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 02582JJV3 Apr 2024 5,554,000 New $5.4M — 0.46% ABS-CBDO
48 GOLDEN CREDIT CARD TRUST 380881FP2 Apr 2024 5,492,000 New $5.4M — 0.46% ABS-CBDO
49 MELLO WAREHOUSE SECURITIZATION TRUST 2021-3 58552FAD8 Apr 2024 5,238,000 New $5.2M — 0.45% ABS-CBDO
50 UBS GROUP AG 225401AQ1 Apr 2022 5,413,000 -2,662,000 $5.2M -30.3% 0.44% DBT
51 LCH Limited N/A Apr 2022 389,178,000 New $5.0M — 0.43% DIR
52 JPMORGAN CHASE AND CO 46647PDA1 Apr 2024 5,187,000 New $5.0M — 0.43% DBT
53 BRAVO RESIDENTIAL FUNDING TRUST 2020-RPL1 10568YAF5 Apr 2022 5,430,000 — $4.9M -4.3% 0.41% ABS-CBDO
54 CONNECTICUT AVENUE SECURITIES TRUST 2018-R07 20753QAF6 Apr 2022 4,445,953 -54,047 $4.9M +7.1% 0.41% ABS-CBDO
55 FREDDIE MAC GOLD POOL 3132E0JF0 Apr 2024 4,908,498 New $4.8M — 0.41% ABS-MBS
56 FANNIE MAE POOL 3140FXG55 Apr 2022 5,591,630 -1,281,980 $4.8M -28.7% 0.41% ABS-MBS
57 FANNIE MAE POOL 3140XMA55 Apr 2024 4,779,972 New $4.6M — 0.40% ABS-MBS
58 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27 61690AAJ3 Apr 2022 4,917,000 +917,000 $4.6M +16.8% 0.39% ABS-MBS
59 FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST 35563PLU1 Apr 2022 4,560,000 — $4.3M -0.6% 0.36% ABS-MBS
60 PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2019-1 70017WAC7 Apr 2024 4,226,000 New $4.2M — 0.36% ABS-MBS
61 STATION PLACE SECURITIZATION TRUST SERIES 2023-2 85772KAA0 Apr 2024 4,220,000 New $4.2M — 0.36% ABS-CBDO
62 FANNIE MAE POOL 3140XFZU8 Apr 2024 4,832,484 New $4.2M — 0.36% ABS-MBS
63 FANNIE MAE REMICS 3136BFHG1 Apr 2022 25,560,703 -4,189,083 $4.2M -16.6% 0.36% ABS-MBS
64 CHASE AUTO OWNER TRUST 2024-1 16144BAC2 Apr 2024 4,211,000 New $4.2M — 0.36% ABS-MBS
65 CELANESE US HOLDINGS LLC 15089QAM6 Apr 2024 4,090,000 New $4.1M — 0.35% DBT
66 FANNIE MAE POOL 3140QL5S1 Apr 2024 4,592,295 New $4.1M — 0.35% ABS-MBS
67 BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 06054ABC2 Apr 2022 4,306,000 -3,389,000 $4.0M -45.8% 0.34% ABS-MBS
68 GINNIE MAE I POOL 3618FDLL3 Apr 2024 3,851,725 New $4.0M — 0.34% ABS-MBS
69 ARES LXIV CLO LTD 04019HAA1 Apr 2024 3,890,000 New $3.9M — 0.33% ABS-MBS
70 GNMA 38382J3Q7 Apr 2022 27,616,655 -6,870,353 $3.9M -18.3% 0.33% ABS-MBS
71 READY CAPITAL MORTGAGE FINANCING 2021-FL7 LLC 75575WAC0 Apr 2024 3,900,000 New $3.8M — 0.33% ABS-MBS
72 BPCE SA 05578QAD5 Apr 2022 3,886,000 +224,000 $3.8M +4.6% 0.33% DBT
73 FREDDIE MAC STACR REMIC TRUST 2021-HQA4 35564KNS4 Apr 2024 3,732,140 New $3.8M — 0.32% ABS-CBDO
74 LCH Limited N/A Apr 2022 282,967,000 New $3.7M — 0.31% DIR
75 DBUBS 2011-LC3 MORTGAGE TRUST 23305YAM1 Apr 2022 3,828,422 -552,306 $3.6M -17.5% 0.31% ABS-MBS
76 WELLS FARGO AND CO 95000U3E1 Apr 2024 3,525,000 New $3.5M — 0.30% DBT
77 LCH Limited N/A Apr 2022 183,048,000 New $3.5M — 0.30% DIR
78 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 95002EBF3 Apr 2022 64,465,997 -841,488 $3.5M -30.6% 0.30% ABS-MBS
79 BERRY GLOBAL INC 08576PAF8 Apr 2022 3,823,000 -2,180,000 $3.4M -35.2% 0.29% DBT
80 FANNIE MAE POOL 3140XJJM6 Apr 2024 3,597,413 New $3.4M — 0.29% ABS-MBS
81 JPMORGAN CHASE AND CO 46647PDW3 Apr 2024 3,385,000 New $3.4M — 0.29% DBT
82 OCCIDENTAL PETROLEUM CORP 674599DZ5 Apr 2022 3,189,000 -295,000 $3.4M -13.2% 0.29% DBT
83 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 13,837,000 New $3.4M — 0.29% DCR
84 PNC FINANCIAL SERVICES GROUP INC/THE 693475BE4 Apr 2024 3,705,000 New $3.4M — 0.29% DBT
85 SOUND POINT CLO XXVI LTD 83614XAQ4 Apr 2022 3,310,000 -540,000 $3.3M -12.8% 0.28% ABS-MBS
86 HONDA AUTO RECEIVABLES 2023-3 OWNER TRUST 43815QAC1 Apr 2024 3,273,000 New $3.3M — 0.28% ABS-MBS
87 MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 62548QAD3 Apr 2022 3,310,988 -3,044,012 $3.3M -46.4% 0.28% ABS-MBS
88 UBS COMMERCIAL MORTGAGE TRUST 2018-C12 90353DBA2 Apr 2022 105,179,811 -18,439,101 $3.2M -34.4% 0.28% ABS-MBS
89 CHENIERE ENERGY PARTNERS LP 16411QAG6 Apr 2024 3,440,000 New $3.2M — 0.27% DBT
90 GNMA 38382C5A5 Apr 2022 15,980,925 -5,119,054 $3.2M -7.8% 0.27% ABS-MBS
91 GNMA 38382EMH7 Apr 2022 37,103,138 -11,954,678 $3.1M -41.2% 0.27% ABS-MBS
92 DEUTSCHE BANK AG 251525AP6 Apr 2022 3,176,000 -3,824,000 $3.1M -54.6% 0.27% DBT
93 NASSAU 2021-I LTD 631704AA1 Apr 2024 3,115,000 New $3.1M — 0.27% ABS-MBS
94 CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST 12597BAW9 Apr 2022 57,836,720 -2,376,599 $3.1M -28.6% 0.26% ABS-MBS
95 GNMA 38384DZX8 Apr 2024 3,084,051 New $3.1M — 0.26% ABS-MBS
96 FINANCE OF AMERICA HECM BUYOUT 2022-HB2 317380AA1 Apr 2024 3,133,981 New $3.1M — 0.26% ABS-CBDO
97 GNMA 38384ARL9 Apr 2024 3,269,805 New $3.1M — 0.26% ABS-MBS
98 BRAVO RESIDENTIAL FUNDING TRUST 2021-HE2 10569CAJ4 Apr 2022 3,000,000 — $3.0M +0.0% 0.26% ABS-CBDO
99 NYMT LOAN TRUST 2022-SP1 62956BAA7 Apr 2024 3,050,417 New $3.0M — 0.25% ABS-CBDO
100 GINNIE MAE I POOL 21H052652 Apr 2024 3,000,000 New $2.9M — 0.25% ABS-MBS
101 MSCI INC 55354GAK6 Apr 2022 3,358,000 +3,268,000 $2.9M +3583.3% 0.25% DBT
102 FANNIE MAE POOL 3140FXFM9 Apr 2022 3,248,620 -723,884 $2.9M -28.0% 0.25% ABS-MBS
103 FIRST-CITIZENS BANK AND TRUST CO 125581GX0 Apr 2022 2,851,000 -1,538,000 $2.9M -38.4% 0.25% DBT
104 BANK 2018-BNK13 06539LBC3 Apr 2022 170,995,428 -23,643,314 $2.9M -30.2% 0.25% ABS-MBS
105 FAIRFAX FINANCIAL HOLDINGS LTD 303901BB7 Apr 2022 2,898,000 — $2.8M -3.4% 0.24% DBT
106 FREDDIE MAC GOLD POOL 3133KR5T7 Apr 2024 2,811,521 New $2.8M — 0.24% ABS-MBS
107 DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-3 24381YAC8 Apr 2024 2,903,954 New $2.8M — 0.24% ABS-CBDO
108 KINDER MORGAN INC 28368EAE6 Apr 2024 2,471,000 New $2.7M — 0.23% DBT
109 BROADCOM CRP / CAYMN FI 11134LAH2 Apr 2022 2,844,000 +746,000 $2.7M +33.4% 0.23% DBT
110 HYUNDAI AUTO RECEIVABLES TRUST 2024-A 448973AD9 Apr 2024 2,750,000 New $2.7M — 0.23% ABS-MBS
111 VENTURE 37 CLO LTD 92333BAQ3 Apr 2024 2,700,000 New $2.7M — 0.23% ABS-MBS
112 EQUINIX INC 29444UBE5 Apr 2022 3,053,000 -1,933,000 $2.7M -40.4% 0.23% DBT
113 OSHKOSH CORP 688239AF9 Apr 2022 2,776,000 +594,000 $2.7M +23.5% 0.23% DBT
114 FANNIE MAE POOL 01F040651 Apr 2022 3,000,000 New $2.7M — 0.23% ABS-MBS
115 J.P. MORGAN SECURITIES, LLC N/A Apr 2022 10,854,000 New $2.7M — 0.23% DCR
116 FANNIE MAE POOL 01F022451 Apr 2024 3,000,000 New $2.7M — 0.23% ABS-MBS
117 GINNIE MAE I POOL N/A Apr 2022 2,622,231 New $2.6M — 0.23% ABS-MBS
118 GINNIE MAE I POOL 21H032654 Apr 2022 3,000,000 New $2.6M — 0.23% ABS-MBS
119 CIFC FUNDING 2016-I LTD 17180TBC5 Apr 2024 2,600,000 New $2.6M — 0.22% ABS-MBS
120 GNMA 38382JPP5 Apr 2022 26,722,827 -6,407,725 $2.6M -51.6% 0.22% ABS-MBS
121 FREDDIE MAC STACR REMIC TRUST 2020-DNA5 35566ABD0 Apr 2024 2,275,000 New $2.6M — 0.22% ABS-CBDO
122 GNMA 38382B6A6 Apr 2022 29,539,119 -9,398,349 $2.6M -39.0% 0.22% ABS-MBS
123 ARROYO MORTGAGE TRUST 2019-3 04285AAD7 Apr 2022 3,050,000 — $2.5M -10.1% 0.22% ABS-CBDO
124 WELLS FARGO AND CO 95000U2A0 Apr 2024 2,689,000 New $2.5M — 0.22% DBT
125 BROADCOM INC 11135FBV2 Apr 2022 2,768,000 -1,660,000 $2.5M -38.9% 0.22% DBT
126 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41 95001ABE5 Apr 2022 77,931,802 -3,296,570 $2.5M -34.2% 0.21% ABS-MBS
127 ORACLE CORP 68389XCD5 Apr 2024 2,833,000 New $2.5M — 0.21% DBT
128 INVESCO CLO LTD 46149MAA4 Apr 2024 2,500,000 New $2.5M — 0.21% ABS-MBS
129 ICG US CLO 2017-1 LTD 449259AJ9 Apr 2024 2,500,000 New $2.5M — 0.21% ABS-MBS
130 GNMA 38382GRP9 Apr 2022 25,714,231 -6,801,420 $2.5M -51.0% 0.21% ABS-MBS
131 FREDDIE MAC STRIPS 3133Q3H79 Apr 2024 2,467,482 New $2.5M — 0.21% ABS-MBS
132 FANNIE MAE POOL 3140J5JS9 Apr 2022 2,894,549 -784,040 $2.5M -30.4% 0.21% ABS-MBS
133 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 300,000,000 New $2.4M — 0.21% DIR
134 GINNIE MAE I POOL 3618FDL58 Apr 2024 2,471,643 New $2.4M — 0.21% ABS-MBS
135 FANNIE MAE REMICS 3136AXV85 Apr 2022 12,612,354 -3,762,330 $2.4M -14.9% 0.21% ABS-MBS
136 JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR6 48129RBC8 Apr 2022 68,284,539 -718,051 $2.4M -32.2% 0.21% ABS-MBS
137 FREMF 2018-KF43 MORTGAGE TRUST 30296DAG6 Apr 2022 2,579,818 -670,556 $2.4M -24.6% 0.21% ABS-MBS
138 PALMER SQUARE CLO 2021-3 LTD 69688FAJ9 Apr 2022 2,425,000 +200,000 $2.4M +10.8% 0.21% ABS-MBS
139 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-LC20 94989EAL1 Apr 2024 2,575,000 New $2.4M — 0.21% ABS-MBS
140 MAGNETITE XXXVII LTD 55952AAA7 Apr 2024 2,400,000 New $2.4M — 0.21% ABS-MBS
141 BANK OF AMERICA CORP 06051GKL2 Apr 2022 2,800,000 -3,000,000 $2.4M -53.3% 0.21% DBT
142 TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP 87612BBS0 Apr 2024 2,571,000 New $2.4M — 0.21% DBT
143 PHARMACIA LLC 71713UAW2 Apr 2024 2,280,000 New $2.4M — 0.20% DBT
144 COMM 2014-LC17 MORTGAGE TRUST 12592MBN9 Apr 2022 2,451,000 +143,000 $2.4M +5.2% 0.20% ABS-MBS
145 OVINTIV INC 69047QAB8 Apr 2024 2,376,000 New $2.4M — 0.20% DBT
146 FANNIE MAE REMICS 3136B8H51 Apr 2022 26,579,195 -8,784,617 $2.4M -51.5% 0.20% ABS-MBS
147 VERUS SECURITIZATION TRUST 2024-1 92540EAA1 Apr 2024 2,373,875 New $2.3M — 0.20% ABS-CBDO
148 SPRINT CAPITAL CORP 852060AD4 Apr 2022 2,207,000 +2,027,000 $2.3M +1069.8% 0.20% DBT
149 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50 95001XBF2 Apr 2022 43,466,479 -70,422,683 $2.3M -73.1% 0.20% ABS-MBS
150 LCH Limited N/A Apr 2022 37,306,000 New $2.3M — 0.20% DIR
151 ASHTEAD CAPITAL INC 045054AF0 Apr 2022 2,395,000 -580,000 $2.3M -22.0% 0.19% DBT
152 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 5,617,000 New $2.3M — 0.19% DCR
153 FANNIE MAE POOL 3140QKVB1 Apr 2024 2,815,505 New $2.3M — 0.19% ABS-MBS
154 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST 92922F4W5 Apr 2022 2,395,885 -1,185,492 $2.2M -36.4% 0.19% ABS-CBDO
155 COMM 2014-CCRE18 MORTGAGE TRUST 12632QBC6 Apr 2022 2,296,000 -462,000 $2.2M -15.7% 0.19% ABS-MBS
156 JPMORGAN CHASE AND CO 46647PBP0 Apr 2022 2,595,000 -15,491,000 $2.2M -86.0% 0.19% DBT
157 BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 05492JAE2 Apr 2024 4,179,000 New $2.2M — 0.19% ABS-MBS
158 METROPOLITAN LIFE INSURANCE CO 592173AE8 Apr 2022 2,131,000 +250,000 $2.2M +3.1% 0.19% DBT
159 META PLATFORMS INC 30303M8R6 Apr 2024 2,180,000 New $2.2M — 0.19% DBT
160 GNMA 38378DRC1 Apr 2022 12,309,325 -3,609,146 $2.2M -22.6% 0.18% ABS-MBS
161 FREDDIE MAC STACR REMIC TRUST 2022-DNA1 35564KPU7 Apr 2024 2,154,793 New $2.2M — 0.18% ABS-CBDO
162 HAYFIN US XII LTD 42086QAC5 Apr 2024 2,150,000 New $2.2M — 0.18% ABS-MBS
163 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 379931AD0 Apr 2024 2,147,000 New $2.1M — 0.18% ABS-MBS
164 MORGAN STANLEY RESECURITIZATION TRUST 2015-R4 61690WAY2 Apr 2022 2,230,167 -2,119,965 $2.1M -47.3% 0.18% ABS-CBDO
165 TIME WARNER CABLE ENTERPRISES LLC 88731EAJ9 Apr 2024 1,955,000 New $2.1M — 0.18% DBT
166 DIAMONDBACK ENERGY INC 25278XAV1 Apr 2024 2,045,000 New $2.1M — 0.18% DBT
167 KENVUE INC 49177JAK8 Apr 2024 2,170,000 New $2.1M — 0.18% DBT
168 FREDDIE MAC GOLD POOL 3132AATC8 Apr 2022 2,247,218 -715,492 $2.1M -31.1% 0.18% ABS-MBS
169 META PLATFORMS INC 30303M8Q8 Apr 2024 2,083,000 New $2.1M — 0.18% DBT
170 ING GROEP NV 456837BF9 Apr 2024 2,025,000 New $2.0M — 0.17% DBT
171 HUMANA INC 444859BU5 Apr 2024 2,016,000 New $2.0M — 0.17% DBT
172 ROGERS COMMUNICATIONS INC 775109DE8 Apr 2024 2,080,000 New $2.0M — 0.17% DBT
173 GINNIE MAE I POOL 21H060655 Apr 2024 2,000,000 New $2.0M — 0.17% ABS-MBS
174 ROCKLAND PARK CLO LTD 773663AC3 Apr 2024 2,000,000 New $2.0M — 0.17% ABS-MBS
175 PALMER SQUARE CLO 2021-2 LTD 69701XAA2 Apr 2022 2,000,000 -1,917,000 $2.0M -48.3% 0.17% ABS-CBDO
176 COMM 2019-GC44 MORTGAGE TRUST 12655TBN8 Apr 2022 88,915,628 -1,272,221 $2.0M -34.3% 0.17% ABS-MBS
177 AGL CLO 17 LTD 00120DAA4 Apr 2024 1,993,000 New $2.0M — 0.17% ABS-MBS
178 FANNIE MAE REMICS 3136ARSF6 Apr 2022 23,981,414 -158,597 $2.0M -45.3% 0.17% ABS-MBS
179 GREENSTATE AUTO RECEIVABLES TRUST 2024-1 39573AAC6 Apr 2024 2,000,000 New $2.0M — 0.17% ABS-MBS
180 BANK OF NOVA SCOTIA/THE 06418JAA9 Apr 2024 1,975,000 New $2.0M — 0.17% DBT
181 COLT FUNDING LLC 19688EAE8 Apr 2022 2,996,000 — $2.0M -20.3% 0.17% ABS-CBDO
182 PACIFIC GAS AND ELECTRIC CO 694308KL0 Apr 2024 1,938,000 New $2.0M — 0.17% DBT
183 BANK 2020-BNK26 06540JBM3 Apr 2022 39,440,408 +4,388,927 $1.9M -23.4% 0.17% ABS-MBS
184 VERUS SECURITIZATION TRUST 2020-INV1 92537TAE5 Apr 2022 1,990,000 — $1.9M -0.4% 0.16% ABS-CBDO
185 T-MOBILE USA INC 87264ABD6 Apr 2022 1,998,000 -6,220,000 $1.9M -76.2% 0.16% DBT
186 BAE SYSTEMS PLC 05523RAJ6 Apr 2024 1,945,000 New $1.9M — 0.16% DBT
187 FANNIE MAE REMICS 3136B7WD9 Apr 2022 21,783,580 -8,043,355 $1.9M -52.6% 0.16% ABS-MBS
188 AREIT 2020-CRE4 TRUST 04002RAJ9 Apr 2022 2,019,000 -3,640,000 $1.9M -66.7% 0.16% ABS-MBS
189 FANNIE MAE POOL 3140FXDF6 Apr 2022 2,172,319 -515,405 $1.9M -28.0% 0.16% ABS-MBS
190 FANNIE MAE POOL 3140QSQA2 Apr 2024 1,921,486 New $1.9M — 0.16% ABS-MBS
191 GNMA 38381YD92 Apr 2022 18,409,722 -1,982,302 $1.9M -52.9% 0.16% ABS-MBS
192 ENERGY TRANSFER LP 29273VAJ9 Apr 2022 2,011,000 -452,000 $1.8M -13.3% 0.16% DBT
193 ONCOR ELECTRIC DELIVERY 68233JCM4 Apr 2024 2,070,000 New $1.8M — 0.16% DBT
194 GNMA 38381XAY2 Apr 2022 8,409,708 -3,169,241 $1.8M -0.0% 0.16% ABS-MBS
195 AT AND T INC 00206RGL0 Apr 2024 1,920,000 New $1.8M — 0.16% DBT
196 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-LDP9 46629PAQ1 Apr 2022 1,889,979 -813,255 $1.8M -28.3% 0.16% ABS-MBS
197 AT AND T INC 00206RHJ4 Apr 2022 1,907,000 -1,460,000 $1.8M -46.5% 0.16% DBT
198 FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 35563PMX4 Apr 2022 2,024,000 -450,000 $1.8M -18.4% 0.15% ABS-MBS
199 GNMA 38379H3K9 Apr 2022 9,521,499 -2,689,598 $1.8M -21.2% 0.15% ABS-MBS
200 GINNIE MAE I POOL 3618FDLM1 Apr 2024 1,767,789 New $1.8M — 0.15% ABS-MBS
201 PALMER SQUARE CLO 2022-1 LTD 69689QAA3 Apr 2024 1,800,000 New $1.8M — 0.15% ABS-MBS
202 BOEING CO/THE 097023AU9 Apr 2024 1,840,000 New $1.8M — 0.15% DBT
203 AIR LEASE CORP 00914AAT9 Apr 2024 1,790,000 New $1.8M — 0.15% DBT
204 CD 2017-CD6 MORTGAGE TRUST 125039AK3 Apr 2022 2,109,000 -1,485,000 $1.8M -47.0% 0.15% ABS-MBS
205 BUNKER HILL LOAN DEPOSITARY TRUST 12062RAC4 Apr 2022 2,100,000 — $1.8M -13.1% 0.15% ABS-CBDO
206 WARNERMEDIA HOLDINGS INC 55903VBC6 Apr 2024 2,070,000 New $1.8M — 0.15% DBT
207 FANNIE MAE POOL 01F022451 Apr 2024 2,000,000 New $1.8M — 0.15% ABS-MBS
208 GLP CAPITAL LP / GLP FINANCING II INC 361841AH2 Apr 2022 1,779,000 +219,000 $1.8M +10.4% 0.15% DBT
209 REPUBLIC OF INDONESIA Y20721BQ1 Apr 2024 1,800,000 New $1.8M — 0.15% DBT
210 GINNIE MAE I POOL 36179TSH9 Apr 2024 1,901,351 New $1.7M — 0.15% ABS-MBS
211 IPALCO ENTERPRISES INC 462613AP5 Apr 2022 1,892,000 -2,008,000 $1.7M -53.3% 0.15% DBT
212 FREDDIE MAC GOLD POOL 3132E0ZK1 Apr 2024 1,779,116 New $1.7M — 0.15% ABS-MBS
213 FREDDIE MAC GOLD POOL 3132E0K27 Apr 2024 1,775,734 New $1.7M — 0.15% ABS-MBS
214 MORGAN STANLEY 61747YFA8 Apr 2024 1,755,000 New $1.7M — 0.15% DBT
215 FANNIE MAE POOL 31418EDJ6 Apr 2024 1,895,829 New $1.7M — 0.15% ABS-MBS
216 AMERICAN TOWER CORP 03027XBM1 Apr 2022 2,081,000 -3,911,000 $1.7M -65.8% 0.15% DBT
217 BRISTOL-MYERS SQUIBB CO 110122EF1 Apr 2024 1,737,000 New $1.7M — 0.15% DBT
218 OBX 2023-NQM7 TRUST N/A Apr 2022 1,699,682 New $1.7M — 0.14% ABS-CBDO
219 UBS COMMERCIAL MORTGAGE TRUST 2017-C7 90276WAT4 Apr 2022 59,041,608 -12,254,870 $1.7M -41.9% 0.14% ABS-MBS
220 AMGEN INC 031162DQ0 Apr 2024 1,709,000 New $1.7M — 0.14% DBT
221 RMF PROPRIETARY ISSUANCE TRUST 74970FAA5 Apr 2024 1,903,000 New $1.7M — 0.14% ABS-CBDO
222 FANNIE MAE POOL 3140QNJP8 Apr 2024 1,918,344 New $1.7M — 0.14% ABS-MBS
223 PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 709599BN3 Apr 2024 1,740,000 New $1.7M — 0.14% DBT
224 GOLDMAN SACHS GROUP INC/THE 38141GXJ8 Apr 2022 1,700,000 +770,000 $1.7M +81.9% 0.14% DBT
225 SHACKLETON 2019-XIV CLO LTD 81880XAQ5 Apr 2024 1,650,000 New $1.7M — 0.14% ABS-MBS
226 HAYFIN US XIV LTD 42088AAA2 Apr 2024 1,650,000 New $1.7M — 0.14% ABS-MBS
227 CBAM 2017-2 LTD 12481KAS7 Apr 2024 1,650,000 New $1.7M — 0.14% ABS-MBS
228 MORGAN STANLEY CAPITAL I TRUST 2018-H4 61691RAF3 Apr 2022 53,201,922 -2,412,868 $1.6M -29.3% 0.14% ABS-MBS
229 FANNIE MAE POOL 3140XM2T2 Apr 2024 1,888,720 New $1.6M — 0.14% ABS-MBS
230 JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL 47214BAA6 Apr 2024 1,605,000 New $1.6M — 0.14% DBT
231 ATHENE HOLDING LTD 04686JAG6 Apr 2024 1,666,000 New $1.6M — 0.14% DBT
232 AMERICAN TOWER CORP 03027XAX8 Apr 2022 1,742,000 +1,392,000 $1.6M +398.4% 0.14% DBT
233 EVERSOURCE ENERGY 30040WAU2 Apr 2024 1,717,000 New $1.6M — 0.14% DBT
234 MARVELL TECHNOLOGY INC 573874AQ7 Apr 2024 1,609,000 New $1.6M — 0.14% DBT
235 MARVELL TECHNOLOGY INC 573874AP9 Apr 2024 1,611,000 New $1.6M — 0.14% DBT
236 GCAT 2020-NQM2 TRUST 36166RAC8 Apr 2022 1,719,093 -677,386 $1.6M -31.8% 0.14% ABS-CBDO
237 AB BSL CLO 3 LTD 00037QAC3 Apr 2024 1,600,000 New $1.6M — 0.14% ABS-MBS
238 ZAIS CLO 16 LTD 98875JAS3 Apr 2024 1,600,000 New $1.6M — 0.14% ABS-MBS
239 FREDDIE MAC GOLD POOL 3131XWED1 Apr 2022 1,809,172 -445,405 $1.6M -28.0% 0.14% ABS-MBS
240 EXTRA SPACE STORAGE LP 30225VAR8 Apr 2024 1,585,000 New $1.6M — 0.14% DBT
241 BALBOA BAY LOAN FUNDING 2021-1 LTD 05765XAE1 Apr 2024 1,600,000 New $1.6M — 0.14% ABS-MBS
242 CARMAX AUTO OWNER TRUST 2024-2 14319EAE6 Apr 2024 1,592,000 New $1.6M — 0.14% ABS-MBS
243 CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 20754BAB7 Apr 2022 1,549,000 +665,000 $1.6M +82.9% 0.14% ABS-CBDO
244 NETFLIX INC 64110LAN6 Apr 2022 1,627,000 -5,616,000 $1.6M -77.8% 0.14% DBT
245 ALIMENTATION COUCHE-TARD INC 01626PAH9 Apr 2022 1,679,000 -1,414,000 $1.6M -47.1% 0.13% DBT
246 HUNTSMAN INTERNATIONAL LLC 44701QBE1 Apr 2022 1,695,000 -4,708,000 $1.6M -74.9% 0.13% DBT
247 NRG ENERGY INC 629377CK6 Apr 2022 1,580,000 -264,000 $1.6M -13.8% 0.13% DBT
248 INTESA SANPAOLO SPA 46115HBQ9 Apr 2022 1,920,000 -3,350,000 $1.6M -63.7% 0.13% DBT
249 FANNIE MAE POOL 3138ET7G5 Apr 2022 1,706,242 -567,754 $1.6M -31.8% 0.13% ABS-MBS
250 AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 00774MAX3 Apr 2022 1,881,000 -5,144,000 $1.6M -73.1% 0.13% DBT
251 PFIZER INVESTMENT ENTERPRISES PTE LTD 716973AC6 Apr 2024 1,612,000 New $1.6M — 0.13% DBT
252 GLENCORE FUNDING LLC 378272AY4 Apr 2022 1,883,000 -3,597,000 $1.6M -66.1% 0.13% DBT
253 COMM 2012-LC4 MORTGAGE TRUST 126192AF0 Apr 2022 1,710,428 -883,081 $1.6M -39.9% 0.13% ABS-MBS
254 UBS GROUP AG 225401AZ1 Apr 2024 1,520,000 New $1.6M — 0.13% DBT
255 VISIO 2022-1 TRUST 92838CAB4 Apr 2024 1,564,023 New $1.5M — 0.13% ABS-CBDO
256 BAIN CAPITAL CREDIT CLO 2023-3 LTD 05682CAA5 Apr 2024 1,532,000 New $1.5M — 0.13% ABS-MBS
257 GNMA 38383V3H9 Apr 2024 18,699,428 New $1.5M — 0.13% ABS-MBS
258 VICI PROPERTIES LP 925650AB9 Apr 2022 1,587,000 -1,283,000 $1.5M -46.7% 0.13% DBT
259 CONNECTICUT AVENUE SECURITIES TRUST 2019-R02 20753KAF9 Apr 2022 1,413,157 -172,843 $1.5M -5.4% 0.13% ABS-CBDO
260 METROPOLITAN LIFE GLOBAL FUNDING I 59217GEG0 Apr 2022 1,742,000 -4,038,000 $1.5M -71.1% 0.13% DBT
261 CITIGROUP INC 172967MV0 Apr 2022 1,608,000 -6,252,000 $1.5M -78.8% 0.13% DBT
262 TEXAS DEBT CAPITAL CLO 2023-I LTD 88238CAA0 Apr 2024 1,500,000 New $1.5M — 0.13% ABS-MBS
263 LAD AUTO RECEIVABLES TRUST 2023-3 50168BAC2 Apr 2024 1,500,000 New $1.5M — 0.13% ABS-MBS
264 TCW CLO 2021-2 LTD 87190MAC2 Apr 2024 1,500,000 New $1.5M — 0.13% ABS-MBS
265 WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 960386AR1 Apr 2024 1,525,000 New $1.5M — 0.13% DBT
266 ELLINGTON CLO III LTD 28852LAG8 Apr 2024 1,500,000 New $1.5M — 0.13% ABS-MBS
267 FANNIE MAE REMICS 3136B13G7 Apr 2022 15,974,175 -5,413,824 $1.5M -47.1% 0.13% ABS-MBS
268 FREDDIE MAC REMICS 3137FJK99 Apr 2022 14,032,915 -2,715,414 $1.5M -46.7% 0.13% ABS-MBS
269 LLOYDS BANKING GROUP PLC 53944YAQ6 Apr 2022 2,172,000 -2,266,000 $1.5M -55.6% 0.13% DBT
270 JEFFERIES FINANCIAL GROUP INC 47233WDS5 Apr 2024 1,460,000 New $1.5M — 0.12% DBT
271 CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 17291EAZ4 Apr 2024 1,631,000 New $1.5M — 0.12% ABS-MBS
272 GINNIE MAE I POOL N/A Apr 2022 1,419,999 New $1.5M — 0.12% ABS-MBS
273 BIRCH GROVE CLO 4 LTD 09077CAE2 Apr 2024 1,450,000 New $1.5M — 0.12% ABS-MBS
274 MORGAN STANLEY 61747YFM2 Apr 2024 1,500,000 New $1.4M — 0.12% DBT
275 CAPITAL ONE FINANCIAL CORP 14040HDC6 Apr 2024 1,340,000 New $1.4M — 0.12% DBT
276 UNITED MEXICAN STATES 91087BAM2 Apr 2022 1,770,000 +754,000 $1.4M +68.6% 0.12% DBT
277 T-MOBILE USA INC 87264ABV6 Apr 2024 1,565,000 New $1.4M — 0.12% DBT
278 COMM 2014-CCRE19 MORTGAGE TRUST 12592GAG8 Apr 2022 1,540,000 -824,000 $1.4M -35.8% 0.12% ABS-MBS
279 BANK OF AMERICA CORP 06051GHZ5 Apr 2022 1,673,000 -4,421,000 $1.4M -73.1% 0.12% DBT
280 FANNIE MAE REMICS 3136B0UJ3 Apr 2022 7,534,687 -2,605,818 $1.4M -19.9% 0.12% ABS-MBS
281 PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1 70015QAA6 Apr 2024 1,400,000 New $1.4M — 0.12% ABS-MBS
282 JPMORGAN CHASE AND CO 46647PBK1 Apr 2022 1,440,000 — $1.4M +2.5% 0.12% DBT
283 PACIFIC GAS AND ELECTRIC CO 694308KG1 Apr 2024 1,405,000 New $1.4M — 0.12% DBT
284 JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL 46590XAN6 Apr 2024 1,594,000 New $1.4M — 0.12% DBT
285 GINNIE MAE I POOL 3622ACN55 Apr 2024 1,401,574 New $1.4M — 0.12% ABS-MBS
286 GINNIE MAE I POOL 3617MH3D6 Apr 2022 1,631,326 -82,247 $1.4M -15.8% 0.12% ABS-MBS
287 BOOKING HOLDINGS INC 09857LAR9 Apr 2022 1,430,000 -3,065,000 $1.4M -70.0% 0.12% DBT
288 META PLATFORMS INC 30303M8J4 Apr 2024 1,647,000 New $1.4M — 0.12% DBT
289 BARCLAYS BANK PLC N/A Apr 2022 21,524,500 New $1.4M — 0.12% DIR
290 GNMA 38379HVB8 Apr 2022 6,508,800 -1,898,963 $1.4M -20.7% 0.12% ABS-MBS
291 VISTRA OPERATIONS CO LLC 92840VAQ5 Apr 2024 1,305,000 New $1.4M — 0.12% DBT
292 BIRCH GROVE CLO 8 LTD 09077TAA3 Apr 2024 1,350,000 New $1.4M — 0.12% ABS-MBS
293 BROADCOM INC 11135FBD2 Apr 2022 1,379,000 -3,655,000 $1.4M -73.4% 0.12% DBT
294 BDS 2021-FL10 LTD 07335YAA4 Apr 2024 1,355,045 New $1.3M — 0.11% ABS-MBS
295 META PLATFORMS INC 30303M8G0 Apr 2024 1,417,000 New $1.3M — 0.11% DBT
296 BOEING CO/THE 097023DG7 Apr 2024 1,440,000 New $1.3M — 0.11% DBT
297 LCH Limited N/A Apr 2022 19,019,000 New $1.3M — 0.11% DIR
298 CITIZENS AUTO RECEIVABLES TRUST 2024-2 17331XAC5 Apr 2024 1,332,000 New $1.3M — 0.11% ABS-MBS
299 FMC CORP 302491AX3 Apr 2024 1,379,000 New $1.3M — 0.11% DBT
300 GLENCORE FUNDING LLC 378272BP2 Apr 2024 1,285,000 New $1.3M — 0.11% DBT
301 LCH Limited N/A Apr 2022 21,341,000 New $1.3M — 0.11% DIR
302 COREBRIDGE FINANCIAL INC 21871XAF6 Apr 2024 1,433,000 New $1.3M — 0.11% DBT
303 HOWMET AEROSPACE INC 443201AB4 Apr 2022 1,481,000 -3,664,000 $1.3M -70.7% 0.11% DBT
304 COLT 2023-3 MORTGAGE LOAN TRUST 19688RAA7 Apr 2024 1,296,926 New $1.3M — 0.11% ABS-CBDO
305 AMERICAN TOWER CORP 03027XBA7 Apr 2022 1,505,000 -3,576,000 $1.3M -70.8% 0.11% DBT
306 KKR GROUP FINANCE CO VI LLC 48252AAA9 Apr 2022 1,413,000 -639,000 $1.3M -35.4% 0.11% DBT
307 MORGAN STANLEY CAPITAL I TRUST 2018-H3 61767YBA7 Apr 2022 50,123,600 -6,583,266 $1.3M -36.1% 0.11% ABS-MBS
308 T-MOBILE USA INC 87264ACY9 Apr 2024 1,320,000 New $1.3M — 0.11% DBT
309 SENSATA TECHNOLOGIES INC 81728UAB0 Apr 2022 1,494,000 -3,720,000 $1.3M -71.4% 0.11% DBT
310 ELECTRICITE DE FRANCE SA 268317AP9 Apr 2024 1,406,000 New $1.3M — 0.11% DBT
311 SOUTHERN CO/THE 842587CV7 Apr 2024 1,321,000 New $1.3M — 0.11% DBT
312 FS RIALTO 2021-FL3 30323CAA8 Apr 2024 1,263,189 New $1.3M — 0.11% ABS-MBS
313 ANGEL OAK MORTGAGE TRUST 2023-3 034931AA3 Apr 2024 1,317,846 New $1.3M — 0.11% ABS-CBDO
314 SEMPRA 816851BA6 Apr 2024 1,350,000 New $1.3M — 0.11% DBT
315 FANNIE MAE REMICS 3136APCA8 Apr 2022 8,433,894 -3,815,562 $1.3M -40.0% 0.11% ABS-MBS
316 HALEON US CAPITAL LLC 36264FAK7 Apr 2024 1,331,000 New $1.3M — 0.11% DBT
317 HALSEYPOINT CLO 4 LTD 40637LAA8 Apr 2024 1,250,000 New $1.3M — 0.11% ABS-MBS
318 AIMCO CLO 17 LTD 00889JAA2 Apr 2024 1,250,000 New $1.3M — 0.11% ABS-MBS
319 ELMWOOD CLO 27 LTD 29003FAA0 Apr 2024 1,250,000 New $1.3M — 0.11% ABS-MBS
320 CONNECTICUT AVENUE SECURITIES TRUST 2022-R05 20754DAA5 Apr 2024 1,244,672 New $1.3M — 0.11% ABS-CBDO
321 RRX 5 LTD 40256LAA8 Apr 2024 1,250,000 New $1.3M — 0.11% ABS-MBS
322 DISCOVERY COMMUNICATIONS LLC 25470DAL3 Apr 2022 1,270,000 +1,020,000 $1.2M +391.7% 0.11% DBT
323 CSMC TRUST 2016-NXSR 12594PAX9 Apr 2022 96,967,098 -3,985,268 $1.2M -50.1% 0.11% ABS-MBS
324 GINNIE MAE I POOL 3618FDLN9 Apr 2024 1,216,035 New $1.2M — 0.11% ABS-MBS
325 NETFLIX INC 64110LAU0 Apr 2024 1,236,000 New $1.2M — 0.11% DBT
326 ORACLE CORP 68389XBZ7 Apr 2022 1,648,000 -4,360,000 $1.2M -73.6% 0.10% DBT
327 GNMA 38384EUV5 Apr 2024 1,404,304 New $1.2M — 0.10% ABS-MBS
328 WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 92939FAY5 Apr 2024 1,285,000 New $1.2M — 0.10% ABS-MBS
329 WASTE CONNECTIONS INC 94106BAG6 Apr 2024 1,278,000 New $1.2M — 0.10% DBT
330 EVERSOURCE ENERGY 30040WAT5 Apr 2024 1,228,000 New $1.2M — 0.10% DBT
331 ANALOG DEVICES INC 032654BB0 Apr 2024 1,240,000 New $1.2M — 0.10% DBT
332 BDS 2021-FL8 05493JAA9 Apr 2024 1,228,973 New $1.2M — 0.10% ABS-MBS
333 ONEOK INC 682680BL6 Apr 2024 1,200,000 New $1.2M — 0.10% DBT
334 AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 00774MBJ3 Apr 2024 1,240,000 New $1.2M — 0.10% DBT
335 LCH Limited N/A Apr 2022 62,628,700 New $1.2M — 0.10% DIR
336 PROLOGIS LP 74340XCJ8 Apr 2024 1,245,000 New $1.2M — 0.10% DBT
337 AIR LEASE CORP 00912XBF0 Apr 2022 1,245,000 -576,000 $1.2M -32.8% 0.10% DBT
338 CAIXABANK SA 12803RAG9 Apr 2024 1,210,000 New $1.2M — 0.10% DBT
339 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 5,871,000 New $1.2M — 0.10% DCR
340 NEXTERA ENERGY CAPITAL HOLDINGS INC 65339KBP4 Apr 2024 1,184,000 New $1.2M — 0.10% DBT
341 GINNIE MAE I POOL N/A Apr 2022 1,176,406 New $1.2M — 0.10% ABS-MBS
342 GLENCORE FUNDING LLC 378272BU1 Apr 2024 1,220,000 New $1.2M — 0.10% DBT
343 PROTECTIVE LIFE GLOBAL FUNDING 74368CBV5 Apr 2024 1,185,000 New $1.2M — 0.10% DBT
344 SEMPRA 816851BR9 Apr 2024 1,214,000 New $1.2M — 0.10% DBT
345 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 4,800,000 New $1.2M — 0.10% DCR
346 SOUND POINT CLO XXV LTD 83614DAU9 Apr 2024 1,175,000 New $1.2M — 0.10% ABS-MBS
347 GINNIE MAE I POOL 3620C0ZX9 Apr 2022 1,198,266 -474,225 $1.2M -33.7% 0.10% ABS-MBS
348 BLUEMOUNTAIN CLO XXXII LTD 09631EAA5 Apr 2022 1,170,000 +920,000 $1.2M +374.9% 0.10% ABS-MBS
349 CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 20754CAB5 Apr 2022 1,140,976 -994,053 $1.2M -45.2% 0.10% ABS-CBDO
350 GARTNER INC 366651AE7 Apr 2024 1,341,000 New $1.2M — 0.10% DBT
351 BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2023-CPACE1 072927AA4 Apr 2024 1,141,781 New $1.2M — 0.10% ABS-MBS
352 FORD MOTOR CREDIT CO LLC 345397D83 Apr 2024 1,170,000 New $1.2M — 0.10% DBT
353 NUTRIEN LTD 67077MAT5 Apr 2022 1,231,000 -1,329,000 $1.2M -54.6% 0.10% DBT
354 HCA INC 404119CV9 Apr 2024 1,212,000 New $1.2M — 0.10% DBT
355 ONEOK INC 682680BG7 Apr 2024 1,136,000 New $1.2M — 0.10% DBT
356 LCH Limited N/A Apr 2022 32,964,000 New $1.2M — 0.10% DIR
357 FANNIE MAE POOL 3140EVUP0 Apr 2022 1,351,459 -413,329 $1.2M -32.1% 0.10% ABS-MBS
358 VENTURE XV CLO LTD 92328XBD0 Apr 2024 1,150,000 New $1.2M — 0.10% ABS-MBS
359 COLUMBIA PIPELINES OPERATING CO LLC 19828TAA4 Apr 2024 1,145,000 New $1.1M — 0.10% DBT
360 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR17 TRUST 92922F7S1 Apr 2022 1,322,044 -391,162 $1.1M -24.8% 0.10% ABS-CBDO
361 APPLE INC 037833DK3 Apr 2024 1,216,000 New $1.1M — 0.10% DBT
362 GINNIE MAE I POOL 36179TXX8 Apr 2022 1,166,996 -517,957 $1.1M -35.2% 0.10% ABS-MBS
363 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 3,210,000 New $1.1M — 0.10% DCR
364 TRUIST FINANCIAL CORP 89788MAR3 Apr 2024 1,155,000 New $1.1M — 0.10% DBT
365 CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 126281BF0 Apr 2022 1,307,000 -2,409,000 $1.1M -66.2% 0.10% ABS-MBS
366 GENERAL MOTORS FINANCIAL CO INC 37045XED4 Apr 2024 1,106,000 New $1.1M — 0.10% DBT
367 FANNIE MAE POOL 3140EVTB3 Apr 2022 1,321,582 -354,200 $1.1M -30.1% 0.10% ABS-MBS
368 CNA FINANCIAL CORP 126117AY6 Apr 2024 1,191,000 New $1.1M — 0.10% DBT
369 ABBVIE INC 00287YDT3 Apr 2024 1,145,000 New $1.1M — 0.10% DBT
370 WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 92936CAU3 Apr 2022 1,245,277 -2,890,659 $1.1M -71.9% 0.10% ABS-MBS
371 FANNIE MAE POOL 3140XGML0 Apr 2024 1,283,909 New $1.1M — 0.10% ABS-MBS
372 TORONTO-DOMINION BANK/THE 89117F8Z5 Apr 2024 1,085,000 New $1.1M — 0.10% DBT
373 GINNIE MAE I POOL 36179T7J8 Apr 2024 1,248,702 New $1.1M — 0.09% ABS-MBS
374 GNMA 38379LL46 Apr 2022 6,197,853 -1,801,040 $1.1M -28.6% 0.09% ABS-MBS
375 GNMA 38378HVU7 Apr 2022 7,054,500 -2,114,335 $1.1M -27.5% 0.09% ABS-MBS
376 ALIMENTATION COUCHE-TARD INC 01626PAM8 Apr 2022 1,260,000 -2,892,000 $1.1M -70.3% 0.09% DBT
377 TRUIST FINANCIAL CORP 89788MAS1 Apr 2024 1,125,000 New $1.1M — 0.09% DBT
378 GNMA 38382AJU0 Apr 2022 13,538,492 -5,812,396 $1.1M -45.0% 0.09% ABS-MBS
379 REPUBLIC OF KAZAKHSTAN Y7276LDF2 Apr 2024 990,000 New $1.1M — 0.09% DBT
380 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 052528AM8 Apr 2022 1,345,000 -2,380,000 $1.1M -64.9% 0.09% DBT
381 CISCO SYSTEMS INC 17275RBT8 Apr 2024 1,100,000 New $1.1M — 0.09% DBT
382 XCEL ENERGY INC 98389BBA7 Apr 2024 1,110,000 New $1.1M — 0.09% DBT
383 FREDDIE MAC STACR REMIC TRUST 2022-HQA2 35564KB32 Apr 2024 1,000,000 New $1.1M — 0.09% ABS-CBDO
384 VISTRA OPERATIONS CO LLC 92840VAE2 Apr 2022 1,147,000 -990,000 $1.1M -46.6% 0.09% DBT
385 GINNIE MAE I POOL 36291FRM2 Apr 2022 1,117,032 -340,599 $1.1M -30.1% 0.09% ABS-MBS
386 LPL HOLDINGS INC 50212YAH7 Apr 2024 1,023,000 New $1.1M — 0.09% DBT
387 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XY24 Apr 2024 1,027,626 New $1.1M — 0.09% ABS-CBDO
388 WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 92937EAG9 Apr 2024 1,191,678 New $1.0M — 0.09% ABS-MBS
389 GINNIE MAE I POOL 3617GQXB4 Apr 2022 1,149,724 -361,562 $1.0M -31.4% 0.09% ABS-MBS
390 WARNERMEDIA HOLDINGS INC 55903VBD4 Apr 2024 1,295,000 New $1.0M — 0.09% DBT
391 COMMONWEALTH BANK OF AUSTRALIA 202712BV6 Apr 2024 1,055,000 New $1.0M — 0.09% DBT
392 CONSTELLATION ENERGY GENERATION LLC 210385AE0 Apr 2024 989,000 New $1.0M — 0.09% DBT
393 GINNIE MAE I POOL N/A Apr 2022 997,321 New $1.0M — 0.09% ABS-MBS
394 GINNIE MAE I POOL N/A Apr 2022 992,633 New $1.0M — 0.09% ABS-MBS
395 PARAMOUNT GLOBAL 124857AX1 Apr 2024 1,140,000 New $1.0M — 0.09% DBT
396 ABBVIE INC 00287YDS5 Apr 2024 1,030,000 New $1.0M — 0.09% DBT
397 MORGAN STANLEY CAPITAL I TRUST 2012-C4 61760VAF0 Apr 2022 1,406,000 — $1.0M +1.2% 0.09% ABS-MBS
398 FREDDIE MAC STACR REMIC TRUST 2022-HQA3 35564KE39 Apr 2024 989,734 New $1.0M — 0.09% ABS-CBDO
399 FREDDIE MAC GOLD POOL 3132AA4K7 Apr 2022 1,177,812 -316,195 $1.0M -30.0% 0.09% ABS-MBS
400 HYATT HOTELS CORP 448579AH5 Apr 2024 1,007,000 New $1.0M — 0.09% DBT
401 GINNIE MAE I POOL 3617HTC87 Apr 2022 968,788 -241,215 $1.0M -18.3% 0.09% ABS-MBS
402 JAMESTOWN CLO IX LTD 47048JAX1 Apr 2024 1,000,000 New $1.0M — 0.09% ABS-MBS
403 CARVANA AUTO RECEIVABLES TRUST 2023-P3 14688GAC8 Apr 2024 1,000,000 New $1.0M — 0.09% ABS-MBS
404 PFIZER INVESTMENT ENTERPRISES PTE LTD 716973AG7 Apr 2024 1,072,000 New $1000K — 0.09% DBT
405 GEORGIA POWER CO 373334KT7 Apr 2024 1,041,000 New $991K — 0.08% DBT
406 CROWN CASTLE INC 22822VAH4 Apr 2022 1,055,000 -276,000 $989K -22.7% 0.08% DBT
407 BANK OF NOVA SCOTIA/THE 064159VL7 Apr 2022 1,022,000 +512,000 $975K +106.1% 0.08% DBT
408 ZOETIS INC 98978VAS2 Apr 2022 1,181,000 -1,207,000 $973K -52.8% 0.08% DBT
409 BRUNSWICK CORP/DE 117043AW9 Apr 2024 980,000 New $970K — 0.08% DBT
410 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,381,000 New $965K — 0.08% DCR
411 BOEING CO/THE 097023DM4 Apr 2024 959,000 New $962K — 0.08% DBT
412 CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C3 17325GAD8 Apr 2024 1,024,000 New $954K — 0.08% ABS-MBS
413 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 95002XBG9 Apr 2022 1,121,000 -991,000 $946K -52.6% 0.08% ABS-MBS
414 FORD MOTOR CREDIT CO LLC 345397A86 Apr 2024 1,005,000 New $944K — 0.08% DBT
415 ATHENE GLOBAL FUNDING 04685A3D1 Apr 2022 1,043,000 +524,000 $944K +104.7% 0.08% DBT
416 GNMA 38380LU68 Apr 2022 18,923,702 -6,164,802 $938K -25.9% 0.08% ABS-MBS
417 ALEXANDER FUNDING TRUST II 014916AA8 Apr 2024 898,000 New $937K — 0.08% DBT
418 FANNIE MAE POOL 01F032450 Apr 2024 1,000,000 New $929K — 0.08% ABS-MBS
419 VISTRA OPERATIONS CO LLC 92840VAS1 Apr 2024 955,000 New $928K — 0.08% DBT
420 CELANESE US HOLDINGS LLC 15089QAX2 Apr 2024 900,000 New $922K — 0.08% DBT
421 FANNIE MAE POOL 01F042657 Apr 2022 1,000,000 New $922K — 0.08% ABS-MBS
422 DH EUROPE FINANCE II SARL 23291KAH8 Apr 2022 1,054,000 -2,966,000 $920K -74.7% 0.08% DBT
423 GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1 36260AAG1 Apr 2022 1,125,000 — $920K -15.2% 0.08% ABS-CBDO
424 LCH Limited N/A Apr 2022 54,119,000 New $919K — 0.08% DIR
425 BRISTOL-MYERS SQUIBB CO 110122EH7 Apr 2024 938,000 New $919K — 0.08% DBT
426 CF INDUSTRIES INC 12527GAD5 Apr 2022 1,072,000 -3,438,000 $918K -78.9% 0.08% DBT
427 ROYAL BANK OF CANADA 780082AD5 Apr 2022 932,000 +472,000 $917K +95.3% 0.08% DBT
428 TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST 89231FAD2 Apr 2024 920,000 New $915K — 0.08% ABS-MBS
429 GINNIE MAE I POOL N/A Apr 2022 884,524 New $911K — 0.08% ABS-MBS
430 FANNIE MAE POOL 01F030454 Apr 2024 1,000,000 New $908K — 0.08% ABS-MBS
431 CROWN CASTLE INC 22822VAK7 Apr 2022 971,000 -531,000 $906K -37.4% 0.08% DBT
432 JEFFERIES FINANCIAL GROUP INC 47233WEJ4 Apr 2024 915,000 New $905K — 0.08% DBT
433 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 46640LAN2 Apr 2022 1,372,000 -4,481,000 $903K -72.0% 0.08% ABS-MBS
434 TORONTO-DOMINION BANK/THE 89114QCH9 Apr 2022 947,000 +427,000 $903K +87.3% 0.08% DBT
435 HYUNDAI CAPITAL AMERICA 44891ACY1 Apr 2024 918,000 New $902K — 0.08% DBT
436 HCA INC 404119CU1 Apr 2024 923,000 New $901K — 0.08% DBT
437 AT AND T INC 00206RJX1 Apr 2024 985,000 New $898K — 0.08% DBT
438 GINNIE MAE I POOL N/A Apr 2022 863,155 New $885K — 0.08% ABS-MBS
439 VICI PROPERTIES LP / VICI NOTE CO INC 92564RAD7 Apr 2022 940,000 -135,000 $882K -11.1% 0.08% DBT
440 GINNIE MAE I POOL 3622AANA8 Apr 2024 988,842 New $881K — 0.08% ABS-MBS
441 STATE OF CALIFORNIA 13063A5E0 Apr 2022 770,000 — $878K -13.3% 0.07% DBT
442 FREDDIE MAC GOLD POOL 3133KPPA0 Apr 2024 920,412 New $875K — 0.07% ABS-MBS
443 EXELON CORP 30161NBN0 Apr 2024 895,000 New $870K — 0.07% DBT
444 CONNECTICUT AVENUE SECURITIES TRUST 2022-R07 20754MBZ9 Apr 2024 843,760 New $869K — 0.07% ABS-CBDO
445 AIR LEASE CORP 00914AAE2 Apr 2022 976,000 -1,039,000 $866K -51.5% 0.07% DBT
446 FANNIE MAE POOL 3140MWH66 Apr 2024 906,775 New $864K — 0.07% ABS-MBS
447 COMM 2012-CCRE1 MORTGAGE TRUST 12624BAL0 Apr 2022 1,193,891 -457,109 $863K -40.0% 0.07% ABS-MBS
448 GENERAL MOTORS FINANCIAL CO INC 37045XCX2 Apr 2022 893,000 +403,000 $863K +83.7% 0.07% DBT
449 CAPITAL ONE FINANCIAL CORP 14040HBJ3 Apr 2022 885,000 +445,000 $863K +96.5% 0.07% DBT
450 BAE SYSTEMS PLC 05523RAM9 Apr 2024 900,000 New $861K — 0.07% DBT
451 GNMA 38379EZ54 Apr 2022 8,670,558 -1,426,389 $857K -55.6% 0.07% ABS-MBS
452 GINNIE MAE I POOL N/A Apr 2022 833,799 New $855K — 0.07% ABS-MBS
453 BANCO SANTANDER SA 05971KAQ2 Apr 2024 800,000 New $855K — 0.07% DBT
454 AES CORP/THE 00130HCG8 Apr 2022 1,059,000 -2,778,000 $852K -73.2% 0.07% DBT
455 DEUTSCHE BANK AG/NEW YORK NY 251526CE7 Apr 2022 904,000 +454,000 $851K +108.2% 0.07% DBT
456 BANK OF AMERICA CORP 06051GFM6 Apr 2022 862,000 -543,000 $850K -39.4% 0.07% DBT
457 FANNIE MAE POOL 3138Y7E99 Apr 2022 1,013,041 -66,864 $849K -17.8% 0.07% ABS-MBS
458 GNMA 38379Q6W0 Apr 2022 4,650,911 -1,288,738 $846K -14.4% 0.07% ABS-MBS
459 FANNIE MAE POOL 3140QPSZ1 Apr 2024 885,683 New $843K — 0.07% ABS-MBS
460 FREDDIE MAC GOLD POOL 3132D55F5 Apr 2024 917,910 New $842K — 0.07% ABS-MBS
461 MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 61691EBB0 Apr 2022 64,112,143 -2,647,890 $842K -49.3% 0.07% ABS-MBS
462 UNITEDHEALTH GROUP INC 91324PEB4 Apr 2022 842,000 +422,000 $840K +110.2% 0.07% DBT
463 FANNIE MAE POOL 3140XNRT3 Apr 2024 1,007,147 New $840K — 0.07% ABS-MBS
464 FREDDIE MAC GOLD POOL 3133KK5P0 Apr 2024 1,097,579 New $840K — 0.07% ABS-MBS
465 GLP CAPITAL LP / GLP FINANCING II INC 361841AS8 Apr 2024 820,000 New $840K — 0.07% DBT
466 FANNIE MAE POOL 3140JMSD5 Apr 2022 870,517 -207,755 $839K -25.5% 0.07% ABS-MBS
467 DUKE ENERGY OHIO INC 26442EAF7 Apr 2022 902,000 -2,055,000 $838K -70.7% 0.07% DBT
468 SHELTER GROWTH CRE 2023-FL5 ISSUER LTD 82286FAA7 Apr 2024 834,000 New $835K — 0.07% ABS-MBS
469 CONNECTICUT AVENUE SECURITIES TRUST 2023-R06 20754EAA3 Apr 2024 826,436 New $831K — 0.07% ABS-CBDO
470 CVS HEALTH CORP 126650CL2 Apr 2022 849,000 +429,000 $830K +96.9% 0.07% DBT
471 FANNIE MAE POOL 01F030652 Apr 2022 1,000,000 New $826K — 0.07% ABS-MBS
472 LENNAR CORP 526057CD4 Apr 2022 841,000 -5,202,000 $826K -86.4% 0.07% DBT
473 JPMORGAN CHASE AND CO 48123UAB0 Apr 2022 933,000 -1,665,000 $826K -61.8% 0.07% DBT
474 GINNIE MAE I POOL 3617LNR97 Apr 2022 937,837 +286,905 $825K +29.0% 0.07% ABS-MBS
475 AMGEN INC 031162DT4 Apr 2024 862,000 New $824K — 0.07% DBT
476 SOUTHERN CO/THE 842587DS3 Apr 2024 825,000 New $822K — 0.07% DBT
477 GE HEALTHCARE TECHNOLOGIES INC 36267VAF0 Apr 2024 814,000 New $818K — 0.07% DBT
478 PUGET SOUND ENERGY INC 745332CL8 Apr 2024 862,000 New $814K — 0.07% DBT
479 JPMORGAN CHASE AND CO 46647PDK9 Apr 2024 817,000 New $814K — 0.07% DBT
480 MCDONALD'S CORP 58013MEC4 Apr 2024 770,000 New $811K — 0.07% DBT
481 SOUTHERN CO/THE 842587DT1 Apr 2024 810,000 New $808K — 0.07% DBT
482 ERAC USA FINANCE LLC 26884TAL6 Apr 2022 815,000 -495,000 $807K -38.8% 0.07% DBT
483 GINNIE MAE I POOL N/A Apr 2022 784,980 New $805K — 0.07% ABS-MBS
484 BAIN CAPITAL CREDIT CLO 2020-4 LTD 05684KAS6 Apr 2024 800,000 New $805K — 0.07% ABS-MBS
485 CELANESE US HOLDINGS LLC 15089QAN4 Apr 2024 793,000 New $804K — 0.07% DBT
486 AON GLOBAL LTD 00185AAB0 Apr 2022 1,034,000 -772,000 $804K -50.5% 0.07% DBT
487 DEUTSCHE BANK AG N/A Apr 2022 24,677,900 New $798K — 0.07% DIR
488 OHIO STATE UNIVERSITY/THE 677632MV0 Apr 2022 845,000 — $796K -15.8% 0.07% DBT
489 GNMA 38376RA63 Apr 2022 19,390,339 -8,091,782 $793K -36.2% 0.07% ABS-MBS
490 ABBVIE INC 00287YDW6 Apr 2024 818,000 New $792K — 0.07% DBT
491 ABBVIE INC 00287YCX5 Apr 2022 804,000 +364,000 $792K +79.8% 0.07% DBT
492 REPUBLIC OF PANAMA 698299BX1 Apr 2024 760,000 New $772K — 0.07% DBT
493 CONNECTICUT AVENUE SECURITIES TRUST 2022-R06 20754NAB1 Apr 2024 749,035 New $770K — 0.07% ABS-CBDO
494 GINNIE MAE I POOL 3618FFB70 Apr 2024 743,224 New $770K — 0.07% ABS-MBS
495 FREDDIE MAC GOLD POOL 3132D53H3 Apr 2024 833,848 New $767K — 0.07% ABS-MBS
496 FREDDIE MAC REMICS 3137HANZ5 Apr 2024 3,697,557 New $767K — 0.07% ABS-MBS
497 SOCIETE GENERALE SA 83371GAA9 Apr 2024 732,000 New $766K — 0.07% DBT
498 FANNIE MAE POOL 3140MN3M6 Apr 2024 804,072 New $766K — 0.07% ABS-MBS
499 NORTH TEXAS TOLLWAY AUTHORITY 66285WFB7 Apr 2022 675,000 — $760K -18.5% 0.06% DBT
500 GNMA 38377X4D1 Apr 2022 5,528,398 -1,383,158 $759K -26.6% 0.06% ABS-MBS
501 INTERCONTINENTAL EXCHANGE INC 45866FAP9 Apr 2022 1,113,000 -2,538,000 $758K -73.0% 0.06% DBT
502 FANNIE MAE POOL 3140KLLG5 Apr 2024 995,416 New $758K — 0.06% ABS-MBS
503 REPUBLIC OF COTE D'IVOIRE V73789AD7 Apr 2022 780,000 — $756K -2.2% 0.06% DBT
504 CISCO SYSTEMS INC 17275RBU5 Apr 2024 785,000 New $755K — 0.06% DBT
505 AREIT 2022-CRE6 TRUST 04002VAA9 Apr 2024 761,752 New $755K — 0.06% ABS-MBS
506 FANNIE MAE POOL 3140XN4Z4 Apr 2024 988,357 New $754K — 0.06% ABS-MBS
507 AT AND T INC 00206RMM1 Apr 2022 976,000 -2,944,000 $753K -76.8% 0.06% DBT
508 GOLDENTTREE LOAN MANAGEMENT US CLO 1 LTD 38138KAC4 Apr 2024 750,000 New $750K — 0.06% ABS-MBS
509 CBAM 2020-12 LTD 12509VAG7 Apr 2024 750,000 New $750K — 0.06% ABS-MBS
510 AGL CLO 16 LTD 00120LAA6 Apr 2024 750,000 New $750K — 0.06% ABS-MBS
511 FANNIE MAE POOL 3138WJTE8 Apr 2022 875,370 -218,019 $748K -29.2% 0.06% ABS-MBS
512 COLUMBIA PIPELINES OPERATING CO LLC 19828TAC0 Apr 2024 724,000 New $748K — 0.06% DBT
513 AMEREN CORP 023608AQ5 Apr 2024 765,000 New $746K — 0.06% DBT
514 FANNIE MAE INTEREST STRIP 3136FLFT8 Apr 2022 3,632,508 -1,071,070 $744K -17.7% 0.06% ABS-MBS
515 SALESFORCE INC 79466LAM6 Apr 2022 1,230,000 -3,213,000 $744K -78.1% 0.06% DBT
516 FANNIE MAE POOL 3140XK5T3 Apr 2024 741,697 New $743K — 0.06% ABS-MBS
517 ALLY FINANCIAL INC 36186CBY8 Apr 2022 682,000 -1,703,000 $738K -74.0% 0.06% DBT
518 INTERNATIONAL FLAVORS AND FRAGRANCES INC 459506AK7 Apr 2022 775,000 -450,000 $738K -39.4% 0.06% DBT
519 GLENCORE FUNDING LLC 378272BN7 Apr 2024 729,000 New $738K — 0.06% DBT
520 S AND P GLOBAL INC 78409VAP9 Apr 2022 850,000 -2,400,000 $737K -74.9% 0.06% DBT
521 WESTLAKE CORP 960413AY8 Apr 2022 1,123,000 -2,018,000 $737K -68.5% 0.06% DBT
522 PFIZER INVESTMENT ENTERPRISES PTE LTD 716973AE2 Apr 2024 767,000 New $731K — 0.06% DBT
523 MITSUBISHI UFJ FINANCIAL GROUP INC 606822AD6 Apr 2022 747,000 +377,000 $725K +97.5% 0.06% DBT
524 PACIFIC GAS AND ELECTRIC CO 694308KP1 Apr 2024 685,000 New $724K — 0.06% DBT
525 REPUBLIC OF CHILE 168863EB0 Apr 2024 740,000 New $721K — 0.06% DBT
526 BANK OF MONTREAL 06367WB85 Apr 2022 747,000 +337,000 $720K +85.0% 0.06% DBT
527 FREDDIE MAC STACR REMIC TRUST 2020-DNA2 35564KDB2 Apr 2024 703,728 New $720K — 0.06% ABS-CBDO
528 AB BSL CLO 4 LTD 00037VAA6 Apr 2024 710,000 New $715K — 0.06% ABS-MBS
529 AMERICAN ELECTRIC POWER CO INC 025537AX9 Apr 2024 722,000 New $710K — 0.06% DBT
530 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,971,557 New $709K — 0.06% DCR
531 SALESFORCE INC 79466LAL8 Apr 2022 1,126,000 -1,433,000 $707K -64.7% 0.06% DBT
532 US BANCORP 91159HJB7 Apr 2022 926,000 -4,857,000 $706K -85.5% 0.06% DBT
533 JAMESTOWN CLO IX LTD 47048JAZ6 Apr 2024 700,000 New $701K — 0.06% ABS-MBS
534 ELEVATION CLO 2021-13 LTD 28622EAC2 Apr 2024 700,000 New $700K — 0.06% ABS-MBS
535 BECTON DICKINSON AND CO 075887BW8 Apr 2022 735,000 +505,000 $698K +208.7% 0.06% DBT
536 AMERICAN EXPRESS CO 025816CV9 Apr 2022 694,000 +349,000 $694K +101.3% 0.06% DBT
537 FIFTH THIRD BANCORP 316773DK3 Apr 2024 685,000 New $693K — 0.06% DBT
538 KENVUE INC 49177JAF9 Apr 2024 693,000 New $690K — 0.06% DBT
539 J.P. MORGAN SECURITIES, LLC N/A Apr 2022 1,911,929 New $688K — 0.06% DCR
540 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31 94989WAU1 Apr 2024 712,000 New $684K — 0.06% ABS-MBS
541 WESTPAC BANKING CORP 961214DK6 Apr 2022 714,000 +324,000 $678K +77.2% 0.06% DBT
542 CAMPBELL SOUP CO 134429BN8 Apr 2024 685,000 New $675K — 0.06% DBT
543 BERRY GLOBAL INC 08576PAH4 Apr 2022 723,000 -5,435,000 $674K -88.0% 0.06% DBT
544 GINNIE MAE I POOL 36202FVH6 Apr 2022 683,288 -209,550 $673K -29.1% 0.06% ABS-MBS
545 GNMA 38380LYU1 Apr 2022 14,528,898 -4,802,055 $671K -28.1% 0.06% ABS-MBS
546 BOEING CO/THE 097023CM5 Apr 2024 734,000 New $669K — 0.06% DBT
547 COMM 2013-CCRE6 MORTGAGE TRUST 12624XAV0 Apr 2022 886,000 -797,000 $669K -59.2% 0.06% ABS-MBS
548 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 161175AY0 Apr 2022 678,000 -2,038,000 $669K -75.8% 0.06% DBT
549 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST 92922F4R6 Apr 2022 709,915 -351,268 $661K -36.6% 0.06% ABS-CBDO
550 MF1 2021-FL6 LTD 55283TAA6 Apr 2024 659,977 New $656K — 0.06% ABS-MBS
551 GINNIE MAE I POOL 3622ABZF2 Apr 2024 700,622 New $656K — 0.06% ABS-MBS
552 FANNIE MAE POOL 3140JMRA2 Apr 2022 676,027 -23,489 $651K -10.8% 0.06% ABS-MBS
553 GNMA 38382BFR9 Apr 2022 3,451,073 -86,268,761 $651K -95.3% 0.06% ABS-MBS
554 GNMA 38376RBT2 Apr 2022 17,170,396 -5,933,573 $651K -47.2% 0.06% ABS-MBS
555 WESTROCK MWV LLC 961548AV6 Apr 2022 585,000 -1,318,000 $650K -72.1% 0.06% DBT
556 ICG US CLO 2021-1 LTD 449303AA4 Apr 2024 648,000 New $648K — 0.06% ABS-MBS
557 APPLE INC 037833EQ9 Apr 2024 820,000 New $646K — 0.06% DBT
558 ROGERS COMMUNICATIONS INC 775109CH2 Apr 2024 732,000 New $639K — 0.05% DBT
559 INTERCONTINENTAL EXCHANGE INC 45866FAV6 Apr 2024 663,000 New $633K — 0.05% DBT
560 GNMA 38375UKB5 Apr 2022 24,078,840 -7,127,176 $631K -52.2% 0.05% ABS-MBS
561 CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 20754WAB1 Apr 2022 615,632 -689,609 $627K -51.9% 0.05% ABS-CBDO
562 BOEING CO/THE 097023BS3 Apr 2024 1,005,000 New $625K — 0.05% DBT
563 CD 2018-CD7 MORTGAGE TRUST 12512JAW4 Apr 2024 672,000 New $624K — 0.05% ABS-MBS
564 WELLS FARGO AND CO 949746TD3 Apr 2022 655,000 -2,108,000 $621K -75.4% 0.05% DBT
565 BNP PARIBAS SA 05565AAR4 Apr 2022 636,000 -1,964,000 $616K -76.2% 0.05% DBT
566 CAPITAL ONE FINANCIAL CORP 14040HCG8 Apr 2022 810,000 -4,221,000 $614K -84.8% 0.05% DBT
567 TOLL BROTHERS FINANCE CORP 88947EAT7 Apr 2024 642,000 New $614K — 0.05% DBT
568 GINNIE MAE I POOL 3618B9GT5 Apr 2024 606,337 New $613K — 0.05% ABS-MBS
569 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,948,961 New $613K — 0.05% DCR
570 RTX CORP 75513ECX7 Apr 2024 570,000 New $611K — 0.05% DBT
571 READY CAPITAL MORTGAGE FINANCING 2021-FL7 LLC 75575WAA4 Apr 2024 613,489 New $609K — 0.05% ABS-MBS
572 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 3,010,000 New $609K — 0.05% DCR
573 FIFTH THIRD BANCORP 316773CY4 Apr 2022 624,000 +314,000 $608K +103.5% 0.05% DBT
574 LCH Limited N/A Apr 2022 50,771,000 New $607K — 0.05% DIR
575 WESTLAKE CORP 960413AT9 Apr 2022 634,000 -5,762,000 $605K -90.4% 0.05% DBT
576 FREDDIE MAC GOLD POOL 3132DM4H5 Apr 2024 749,224 New $603K — 0.05% ABS-MBS
577 FANNIE MAE POOL 3140QNEP3 Apr 2024 785,860 New $602K — 0.05% ABS-MBS
578 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 46635TBG6 Apr 2022 2,491,000 -1,945,000 $597K -8.8% 0.05% ABS-MBS
579 HCA INC 404119BT5 Apr 2022 603,000 +303,000 $597K +93.0% 0.05% DBT
580 MOODY'S CORP 615369AM7 Apr 2022 636,000 -977,000 $596K -61.7% 0.05% DBT
581 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,688,000 New $595K — 0.05% DCR
582 CHENIERE ENERGY PARTNERS LP 16411QAN1 Apr 2024 710,000 New $593K — 0.05% DBT
583 WALT DISNEY CO/THE 254687FN1 Apr 2022 604,000 +274,000 $592K +80.0% 0.05% DBT
584 FNMA 3136BQKK4 Apr 2024 3,699,927 New $592K — 0.05% ABS-MBS
585 FANNIE MAE POOL 3140QNE65 Apr 2024 735,246 New $592K — 0.05% ABS-MBS
586 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,450,000 New $587K — 0.05% DCR
587 BERRY GLOBAL INC 085770AA3 Apr 2022 600,000 +130,000 $587K +25.7% 0.05% DBT
588 FNMA 3136BQKJ7 Apr 2024 4,865,699 New $587K — 0.05% ABS-MBS
589 GNMA 38380LQD8 Apr 2022 12,293,610 -4,087,536 $587K -30.1% 0.05% ABS-MBS
590 GINNIE MAE I POOL 3617J16T7 Apr 2022 585,484 -318,014 $586K -38.9% 0.05% ABS-MBS
591 GINNIE MAE I POOL N/A Apr 2022 566,016 New $585K — 0.05% ABS-MBS
592 GNMA 38375AX25 Apr 2022 2,780,509 -3,427,963 $585K -54.5% 0.05% ABS-MBS
593 FANNIE MAE POOL 3140XCAU2 Apr 2024 761,883 New $584K — 0.05% ABS-MBS
594 MOTOROLA SOLUTIONS INC 620076BZ1 Apr 2024 600,000 New $583K — 0.05% DBT
595 GNMA 38376R7A8 Apr 2022 7,686,728 -1,770,150 $583K -21.8% 0.05% ABS-MBS
596 REPUBLIC OF PARAGUAY 699149AL4 Apr 2022 690,000 +490,000 $583K +229.2% 0.05% DBT
597 GNMA 38380LLJ0 Apr 2022 15,168,972 -3,365,284 $579K -41.5% 0.05% ABS-MBS
598 TOWD POINT MORTGAGE TRUST 2015-6 89172RAC9 Apr 2022 588,929 -513,071 $578K -47.4% 0.05% ABS-MBS
599 COMM 2014-CCRE17 MORTGAGE TRUST 12631DBG7 Apr 2022 634,000 +334,000 $577K +94.4% 0.05% ABS-MBS
600 CONSTELLATION ENERGY GENERATION LLC 210385AF7 Apr 2024 611,000 New $575K — 0.05% DBT
601 FANNIE MAE POOL 3138WJZG6 Apr 2022 653,862 -154,189 $574K -27.7% 0.05% ABS-MBS
602 FREDDIE MAC GOLD POOL 3133KNCZ4 Apr 2024 711,471 New $574K — 0.05% ABS-MBS
603 FREDDIE MAC GOLD POOL 3132DMYY5 Apr 2024 713,374 New $574K — 0.05% ABS-MBS
604 HOWMET AEROSPACE INC 013817AK7 Apr 2024 572,000 New $572K — 0.05% DBT
605 FANNIE MAE POOL 3138Y7CX8 Apr 2022 603,379 -80,588 $570K -20.4% 0.05% ABS-MBS
606 UBS GROUP AG 225401AT5 Apr 2024 617,000 New $569K — 0.05% DBT
607 COMMONWEALTH BANK OF AUSTRALIA 202712BN4 Apr 2022 700,000 -1,050,000 $568K -61.2% 0.05% DBT
608 ORACLE CORP 68389XBV6 Apr 2024 651,000 New $565K — 0.05% DBT
609 FANNIE MAE REMICS 3136B6ZY2 Apr 2022 6,810,759 -1,338,431 $564K -60.3% 0.05% ABS-MBS
610 DOMINICAN REPUBLIC P3579ECH8 Apr 2022 640,000 +220,000 $563K +59.4% 0.05% DBT
611 ASHTEAD CAPITAL INC 045054AR4 Apr 2024 570,000 New $561K — 0.05% DBT
612 PACIFIC GAS AND ELECTRIC CO 694308JN8 Apr 2022 688,000 -1,558,000 $560K -70.1% 0.05% DBT
613 MELLO WAREHOUSE SECURITIZATION TRUST 2021-3 58552FAF3 Apr 2024 560,000 New $559K — 0.05% ABS-CBDO
614 VICI PROPERTIES LP 925650AF0 Apr 2024 580,000 New $558K — 0.05% DBT
615 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 46635TBA9 Apr 2022 719,000 -676,000 $555K -46.2% 0.05% ABS-MBS
616 GINNIE MAE I POOL N/A Apr 2022 549,275 New $553K — 0.05% ABS-MBS
617 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 46634SAM7 Apr 2022 614,000 -1,880,000 $553K -76.2% 0.05% ABS-MBS
618 BAIN CAPITAL CLO 2024-1 LTD 056920AA9 Apr 2024 551,000 New $552K — 0.05% ABS-MBS
619 REPUBLIC OF COLOMBIA 195325EG6 Apr 2024 560,000 New $550K — 0.05% DBT
620 GNMA 38378GT57 Apr 2022 7,905,533 -2,221,466 $547K -57.9% 0.05% ABS-MBS
621 AT AND T INC 00206RDQ2 Apr 2022 562,000 -5,636,000 $546K -91.4% 0.05% DBT
622 GNMA 38376REB8 Apr 2022 10,587,519 -4,299,786 $545K -35.2% 0.05% ABS-MBS
623 VERIZON COMMUNICATIONS INC 92343VER1 Apr 2022 567,000 -8,108,000 $543K -93.8% 0.05% DBT
624 NRZ EXCESS SPREAD-COLLATERALIZED NOTES SERIES 2020-PLS1 433674AA6 Apr 2022 564,559 -518,346 $542K -48.1% 0.05% ABS-MBS
625 LCH Limited N/A Apr 2022 7,655,000 New $537K — 0.05% DIR
626 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-LC9 46639EAN1 Apr 2022 621,000 — $534K -11.7% 0.05% ABS-MBS
627 PATTERSON-UTI ENERGY INC 703481AC5 Apr 2024 555,000 New $530K — 0.05% DBT
628 GNMA 38380LAB9 Apr 2022 11,633,008 -2,797,277 $529K -47.1% 0.05% ABS-MBS
629 FEDERATIVE REPUBLIC OF BRAZIL 105756BW9 Apr 2024 700,000 New $528K — 0.04% DBT
630 COMM 2014-UBS6 MORTGAGE TRUST 12592PBL6 Apr 2022 591,000 +87,000 $527K +7.3% 0.04% ABS-MBS
631 COMCAST CORP 20030NBW0 Apr 2022 568,000 +98,000 $526K +19.4% 0.04% DBT
632 BANK OF AMERICA CORP 06051GLC1 Apr 2024 515,000 New $526K — 0.04% DBT
633 PETROLEOS MEXICANOS 71643VAB1 Apr 2022 642,000 -184,000 $525K -26.2% 0.04% DBT
634 AMERICAN EXPRESS CO 025816DP1 Apr 2024 530,000 New $524K — 0.04% DBT
635 PARAMOUNT GLOBAL 92553PAP7 Apr 2024 790,000 New $523K — 0.04% DBT
636 GINNIE MAE I POOL 3618AUVD7 Apr 2024 516,423 New $521K — 0.04% ABS-MBS
637 BOEING CO/THE 097023DC6 Apr 2024 599,000 New $515K — 0.04% DBT
638 GINNIE MAE I POOL 3617JFF74 Apr 2022 529,781 -19,873 $513K -10.8% 0.04% ABS-MBS
639 EPR PROPERTIES 26884UAG4 Apr 2024 630,000 New $511K — 0.04% DBT
640 FREDDIE MAC REMICS 3137F7Q24 Apr 2022 2,634,511 -63,394,830 $511K -96.0% 0.04% ABS-MBS
641 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 46639YAC1 Apr 2022 2,038,000 — $508K -57.3% 0.04% ABS-MBS
642 MSCI INC 55354GAL4 Apr 2024 580,000 New $508K — 0.04% DBT
643 WESTPAC BANKING CORP 961214EG4 Apr 2022 592,000 -1,370,000 $506K -72.6% 0.04% DBT
644 CITIZENS AUTO RECEIVABLES TRUST 2023-2 17295FAD6 Apr 2024 500,000 New $504K — 0.04% ABS-MBS
645 OVINTIV INC 292505AD6 Apr 2024 490,000 New $504K — 0.04% DBT
646 CELANESE US HOLDINGS LLC 15089QAP9 Apr 2024 495,000 New $500K — 0.04% DBT
647 GINNIE MAE I POOL 3617GCYW8 Apr 2022 547,290 -113,674 $500K -25.2% 0.04% ABS-MBS
648 JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL 46590XAY2 Apr 2024 520,000 New $497K — 0.04% DBT
649 SALESFORCE INC 79466LAG9 Apr 2022 501,000 +251,000 $496K +109.4% 0.04% DBT
650 FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2 35563PKR9 Apr 2022 539,000 -2,740,000 $495K -83.8% 0.04% ABS-CBDO
651 FIDELITY NATIONAL FINANCIAL INC 31620RAL9 Apr 2024 811,000 New $494K — 0.04% DBT
652 GNMA 38382HLM0 Apr 2022 4,787,504 -32,108,630 $494K -91.9% 0.04% ABS-MBS
653 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5 61761AAJ7 Apr 2022 540,000 +32,000 $494K -2.6% 0.04% ABS-MBS
654 WESTPAC BANKING CORP 961214EQ2 Apr 2022 727,000 -1,638,000 $493K -72.8% 0.04% DBT
655 BOEING CO/THE 097023DL6 Apr 2024 486,000 New $489K — 0.04% DBT
656 CITIGROUP MORTGAGE LOAN TRUST 2022-A 17330VAA4 Apr 2024 487,973 New $486K — 0.04% ABS-CBDO
657 ENERGY TRANSFER LP 29273VAQ3 Apr 2024 490,000 New $486K — 0.04% DBT
658 AMERICAN ELECTRIC POWER CO INC 025537AR2 Apr 2022 521,000 +261,000 $485K +105.1% 0.04% DBT
659 CITIBANK N.A. N/A Apr 2022 28,489,700 New $483K — 0.04% DIR
660 GEORGIA POWER CO 373334KQ3 Apr 2024 505,000 New $478K — 0.04% DBT
661 GINNIE MAE I POOL 3617B3QN2 Apr 2022 536,387 -257,654 $478K -39.0% 0.04% ABS-MBS
662 REPUBLIC OF GUATEMALA P5015VAQ9 Apr 2024 480,000 New $472K — 0.04% DBT
663 HYUNDAI CAPITAL AMERICA 44891ACV7 Apr 2024 481,000 New $470K — 0.04% DBT
664 FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK 35563GAB5 Apr 2024 478,000 New $469K — 0.04% ABS-MBS
665 BPCE SA 05578QAH6 Apr 2022 577,000 -1,140,000 $468K -68.6% 0.04% DBT
666 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 052528AK2 Apr 2022 482,000 +242,000 $468K +96.0% 0.04% DBT
667 GNMA 38376RAF3 Apr 2022 14,493,268 -4,962,674 $465K -56.4% 0.04% ABS-MBS
668 FANNIE MAE POOL 3138XJZ75 Apr 2022 529,081 -58,080 $465K -19.8% 0.04% ABS-MBS
669 CONNECTICUT AVENUE SECURITIES TRUST 2022-R08 20755DAA4 Apr 2024 448,889 New $461K — 0.04% ABS-CBDO
670 ERAC USA FINANCE LLC 26884TAE2 Apr 2022 470,000 -506,000 $458K -56.0% 0.04% DBT
671 REPUBLIC SERVICES INC 760759AY6 Apr 2022 492,000 +222,000 $458K +87.2% 0.04% DBT
672 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,821,824 New $457K — 0.04% DCR
673 EPR PROPERTIES 26884UAD1 Apr 2024 485,000 New $457K — 0.04% DBT
674 MCDONALD'S CORP 58013MFK5 Apr 2024 635,000 New $454K — 0.04% DBT
675 BNP PARIBAS SA 05565ASK0 Apr 2022 565,000 -600,000 $453K -53.8% 0.04% DBT
676 CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2004-3 16678RBV8 Apr 2022 484,582 -245,644 $451K -34.9% 0.04% ABS-CBDO
677 GINNIE MAE I POOL 36179TZ73 Apr 2022 463,877 -206,167 $451K -35.3% 0.04% ABS-MBS
678 RTX CORP 75513ECS8 Apr 2024 475,000 New $443K — 0.04% DBT
679 GNMA 38375UT59 Apr 2022 11,092,060 -2,919,952 $443K -47.1% 0.04% ABS-MBS
680 FANNIE MAE POOL 3140QMAG9 Apr 2024 549,582 New $443K — 0.04% ABS-MBS
681 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,396,505 New $439K — 0.04% DCR
682 MINSUR SA P6811TAB1 Apr 2024 510,000 New $439K — 0.04% DBT
683 AMERICAN TRANSMISSION SYSTEMS INC 030288AC8 Apr 2022 542,000 -568,000 $438K -54.6% 0.04% DBT
684 FREDDIE MAC GOLD POOL 3133KLZV2 Apr 2024 576,979 New $438K — 0.04% ABS-MBS
685 CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 20754PAC4 Apr 2022 434,084 -963,150 $437K -68.2% 0.04% ABS-CBDO
686 GNMA 38381VKZ2 Apr 2022 6,522,526 -1,868,825 $436K -57.1% 0.04% ABS-MBS
687 GINNIE MAE I POOL 36291QQ49 Apr 2022 459,269 -69,352 $435K -20.9% 0.04% ABS-MBS
688 GINNIE MAE I POOL 36198NS55 Apr 2022 442,570 -307,933 $434K -42.9% 0.04% ABS-MBS
689 DEUTSCHE BANK AG/NEW YORK NY 251526BN8 Apr 2022 470,000 — $433K +0.5% 0.04% DBT
690 VMWARE LLC 928563AJ4 Apr 2022 472,000 -48,000 $429K -7.9% 0.04% DBT
691 OCCIDENTAL PETROLEUM CORP 674599DF9 Apr 2022 415,000 — $428K -4.9% 0.04% DBT
692 GINNIE MAE I POOL 3617G0RS1 Apr 2022 476,291 -284,284 $424K -43.6% 0.04% ABS-MBS
693 ORACLE CORP 68389XCE3 Apr 2022 500,000 — $423K -0.4% 0.04% DBT
694 HUMANA INC 444859BX9 Apr 2024 463,000 New $421K — 0.04% DBT
695 GEORGIA-PACIFIC LLC 37331NAN1 Apr 2022 461,000 +231,000 $421K +103.0% 0.04% DBT
696 GNMA 38375U6A3 Apr 2022 8,740,075 -2,112,600 $421K -44.6% 0.04% ABS-MBS
697 ENBRIDGE INC 29250NBH7 Apr 2022 462,000 +232,000 $420K +102.2% 0.04% DBT
698 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,701,000 New $417K — 0.04% DCR
699 BERKSHIRE HATHAWAY ENERGY CO 084659AT8 Apr 2022 423,000 +213,000 $417K +95.9% 0.04% DBT
700 CITIBANK N.A. N/A Apr 2022 94,841,400 New $416K — 0.04% DIR
701 GLP CAPITAL LP / GLP FINANCING II INC 361841AQ2 Apr 2022 475,000 — $416K -3.3% 0.04% DBT
702 CONSTELLATION ENERGY GENERATION LLC 210385AD2 Apr 2024 406,000 New $415K — 0.04% DBT
703 GNMA 38376RG26 Apr 2022 8,558,848 -2,029,256 $413K -31.3% 0.04% ABS-MBS
704 SERVICENOW INC 81762PAE2 Apr 2022 520,000 -6,984,000 $411K -93.2% 0.04% DBT
705 GNMA 38376CM30 Apr 2022 2,932,967 -1,385,611 $410K -33.7% 0.03% ABS-MBS
706 CITIGROUP INC 172967KR1 Apr 2022 487,000 -1,103,000 $409K -73.1% 0.03% DBT
707 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 95000KBB0 Apr 2024 435,000 New $408K — 0.03% ABS-MBS
708 INTERPUBLIC GROUP OF COS INC/THE 460690BT6 Apr 2024 495,000 New $404K — 0.03% DBT
709 ATHENE GLOBAL FUNDING 04685A2R1 Apr 2022 495,000 — $403K -2.7% 0.03% DBT
710 AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 00774MAY1 Apr 2022 495,000 — $403K -0.8% 0.03% DBT
711 LCH Limited N/A Apr 2022 9,987,000 New $402K — 0.03% DIR
712 ONEOK INC 682680BE2 Apr 2022 390,000 — $402K -5.6% 0.03% DBT
713 GOLDMAN SACHS GROUP INC/THE 38144GAG6 Apr 2022 441,000 -3,521,000 $401K -88.3% 0.03% DBT
714 ASHTEAD CAPITAL INC 045054AP8 Apr 2022 505,000 -2,260,000 $401K -82.2% 0.03% DBT
715 HUMANA INC 444859BR2 Apr 2022 515,000 — $400K -5.6% 0.03% DBT
716 MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 61690YBV3 Apr 2022 22,268,530 -1,427,417 $400K -50.0% 0.03% ABS-MBS
717 T-MOBILE USA INC 87264ADB8 Apr 2024 412,000 New $400K — 0.03% DBT
718 MASSMUTUAL GLOBAL FUNDING II 57629WCE8 Apr 2022 401,000 +201,000 $399K +101.7% 0.03% DBT
719 BLACK DIAMOND CLO 2021-1 LTD 09204WAA2 Apr 2022 400,000 -2,510,000 $399K -86.0% 0.03% ABS-MBS
720 GNMA 38378U8K6 Apr 2022 14,249,693 -5,678,004 $399K -32.9% 0.03% ABS-MBS
721 AIR PRODUCTS AND CHEMICALS INC 009158BB1 Apr 2022 419,000 +189,000 $397K +83.9% 0.03% DBT
722 SOCIETE GENERALE SA 83367TBJ7 Apr 2022 403,000 +203,000 $396K +99.9% 0.03% DBT
723 TRUIST BANK 07330MAC1 Apr 2024 410,000 New $395K — 0.03% DBT
724 DANSKE BANK A/S 23636AAV3 Apr 2022 401,000 +201,000 $393K +102.7% 0.03% DBT
725 COMMONWEALTH BANK OF AUSTRALIA 2027A0HR3 Apr 2022 401,000 +201,000 $392K +93.8% 0.03% DBT
726 TAPESTRY INC 876030AF4 Apr 2024 375,000 New $392K — 0.03% DBT
727 FANNIE MAE POOL 3140QS3Q2 Apr 2024 400,510 New $390K — 0.03% ABS-MBS
728 GINNIE MAE I POOL 3617GPMK8 Apr 2022 412,360 -115,390 $390K -28.6% 0.03% ABS-MBS
729 ACRES COMMERCIAL REALTY 2021-FL1 LTD 00103CAA7 Apr 2024 392,934 New $389K — 0.03% ABS-MBS
730 MORGAN STANLEY CAPITAL I TRUST 2015-UBS8 61691ABL6 Apr 2024 403,000 New $388K — 0.03% ABS-MBS
731 GNMA 38376RFF8 Apr 2022 13,297,586 -4,437,736 $387K -56.6% 0.03% ABS-MBS
732 GINNIE MAE I POOL 3617LELG7 Apr 2022 434,235 +212,643 $383K +75.7% 0.03% ABS-MBS
733 INTERCONTINENTAL EXCHANGE INC 45866FAN4 Apr 2022 504,000 -1,322,000 $382K -74.0% 0.03% DBT
734 ROMANIA N/A Apr 2022 370,000 New $382K — 0.03% DBT
735 GINNIE MAE I POOL 3617JLLB5 Apr 2022 381,709 -399,275 $381K -54.1% 0.03% ABS-MBS
736 PETROBRAS GLOBAL FINANCE BV 71647NBK4 Apr 2024 386,000 New $381K — 0.03% DBT
737 STELLANTIS FINANCE US INC 85855CAA8 Apr 2022 422,000 +212,000 $380K +104.1% 0.03% DBT
738 SHERWIN-WILLIAMS CO/THE 824348AW6 Apr 2022 401,000 +181,000 $379K +77.5% 0.03% DBT
739 GNMA 38376RBQ8 Apr 2022 14,410,340 -4,242,696 $378K -57.9% 0.03% ABS-MBS
740 BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 05492JAA0 Apr 2022 528,000 +29,000 $377K -1.5% 0.03% ABS-MBS
741 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 929,000 New $376K — 0.03% DCR
742 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 926,000 New $375K — 0.03% DCR
743 ALLY FINANCIAL INC 02005NBQ2 Apr 2024 386,000 New $371K — 0.03% DBT
744 LCH Limited N/A Apr 2022 12,177,400 New $368K — 0.03% DIR
745 FREDDIE MAC REMICS 3137ASB37 Apr 2022 4,968,083 -1,812,850 $367K -54.5% 0.03% ABS-MBS
746 GNMA 38376RJH0 Apr 2022 10,204,907 -5,223,945 $365K -40.8% 0.03% ABS-MBS
747 GEORGIA POWER CO 373334KW0 Apr 2024 375,000 New $365K — 0.03% DBT
748 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,155,134 New $363K — 0.03% DCR
749 HCA INC 404119CK3 Apr 2024 422,000 New $363K — 0.03% DBT
750 KENVUE INC 49177JAP7 Apr 2024 393,000 New $363K — 0.03% DBT
751 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 895,000 New $363K — 0.03% DCR
752 ERAC USA FINANCE LLC 26882PBE1 Apr 2022 331,000 -756,000 $362K -72.6% 0.03% DBT
753 AT AND T INC 00206RDJ8 Apr 2022 450,000 — $362K -14.2% 0.03% DBT
754 ENERGY TRANSFER LP 29278NAP8 Apr 2022 372,000 -7,262,000 $362K -95.1% 0.03% DBT
755 CNO FINANCIAL GROUP INC 12621EAK9 Apr 2022 364,000 +164,000 $361K +75.0% 0.03% DBT
756 ROGERS COMMUNICATIONS INC 775109AX9 Apr 2022 440,000 — $360K -10.0% 0.03% DBT
757 GNMA 38382AQY4 Apr 2022 3,778,154 -680,103 $360K -56.9% 0.03% ABS-MBS
758 FANNIE MAE POOL 3138X0YX0 Apr 2022 397,691 -131,627 $358K -32.0% 0.03% ABS-MBS
759 S AND P GLOBAL INC 78409VBH6 Apr 2024 386,000 New $357K — 0.03% DBT
760 GNMA 38376RBE5 Apr 2022 13,008,657 -6,092,284 $356K -63.0% 0.03% ABS-MBS
761 FANNIE MAE POOL 3138Y7C34 Apr 2022 405,314 -50,523 $356K -21.0% 0.03% ABS-MBS
762 COMM 2012-LC4 MORTGAGE TRUST 126192AL7 Apr 2022 1,918,000 — $355K -28.3% 0.03% ABS-MBS
763 FANNIE MAE POOL 3138EKBW4 Apr 2022 362,579 -129,088 $351K -32.6% 0.03% ABS-MBS
764 GINNIE MAE I POOL N/A Apr 2022 337,621 New $349K — 0.03% ABS-MBS
765 GINNIE MAE I POOL 3617GQYF4 Apr 2022 381,790 -18,544 $348K -14.0% 0.03% ABS-MBS
766 GNMA 38376RJW7 Apr 2022 8,646,996 -5,124,559 $348K -45.8% 0.03% ABS-MBS
767 S AND P GLOBAL INC 78409VAS3 Apr 2022 439,000 -1,151,000 $347K -73.1% 0.03% DBT
768 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 880,000 New $347K — 0.03% DCR
769 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C46 95001QAZ4 Apr 2022 412,000 -6,277,000 $346K -94.7% 0.03% ABS-MBS
770 WEYERHAEUSER CO 962166CA0 Apr 2022 410,000 -860,000 $346K -69.8% 0.03% DBT
771 GNMA 38376R2S4 Apr 2022 9,907,855 -3,520,755 $346K -47.6% 0.03% ABS-MBS
772 GINNIE MAE I POOL N/A Apr 2022 342,086 New $345K — 0.03% ABS-MBS
773 ROMANIA X7360WBP6 Apr 2022 420,000 — $342K -4.4% 0.03% DBT
774 VERIZON COMMUNICATIONS INC 92343VGH1 Apr 2024 381,000 New $337K — 0.03% DBT
775 FANNIE MAE POOL 3140FXC59 Apr 2022 385,659 -101,302 $334K -29.7% 0.03% ABS-MBS
776 GNMA 38379B6E3 Apr 2022 1,710,314 -523,711 $334K -22.7% 0.03% ABS-MBS
777 GINNIE MAE I POOL 3617JLLA7 Apr 2022 332,242 -59,702 $332K -20.3% 0.03% ABS-MBS
778 FANNIE MAE POOL 3138Y7CJ9 Apr 2022 376,370 -78,737 $330K -26.5% 0.03% ABS-MBS
779 REPUBLIC OF GUATEMALA 401494AX7 Apr 2024 320,000 New $328K — 0.03% DBT
780 GNMA 38375UWZ9 Apr 2022 13,243,259 -11,148,328 $327K -68.4% 0.03% ABS-MBS
781 GINNIE MAE I POOL 3618BQLU8 Apr 2024 328,403 New $323K — 0.03% ABS-MBS
782 ABBVIE INC 00287YDU0 Apr 2024 327,000 New $319K — 0.03% DBT
783 FANNIE MAE POOL 31418CG32 Apr 2022 361,569 -23,280 $318K -16.1% 0.03% ABS-MBS
784 BERRY GLOBAL INC 08576PAL5 Apr 2024 321,000 New $317K — 0.03% DBT
785 ORACLE CORP 68389XCC7 Apr 2024 341,000 New $317K — 0.03% DBT
786 KAZMUNAYGAS NATIONAL CO JSC Y4596HAC1 Apr 2024 330,000 New $316K — 0.03% DBT
787 REPUBLIC OF BENIN V15389AE5 Apr 2024 350,000 New $315K — 0.03% DBT
788 CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 12527DAF7 Apr 2022 333,800 — $314K -7.8% 0.03% ABS-MBS
789 DEUTSCHE BANK AG/NEW YORK NY 251526CP2 Apr 2022 345,000 — $314K +2.9% 0.03% DBT
790 INTERNATIONAL FLAVORS AND FRAGRANCES INC 459506AL5 Apr 2022 380,000 — $313K -15.9% 0.03% DBT
791 READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC 75574PAC6 Apr 2024 313,000 New $311K — 0.03% ABS-MBS
792 JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 46591ABG9 Apr 2024 387,000 New $307K — 0.03% ABS-MBS
793 DP WORLD SALAAM N/A Apr 2022 310,000 New $307K — 0.03% DBT
794 FREDDIE MAC GOLD POOL 3132DVL94 Apr 2024 381,099 New $307K — 0.03% ABS-MBS
795 BANK OF AMERICA N.A. N/A Apr 2022 49,486,700 New $305K — 0.03% DIR
796 FREDDIE MAC GOLD POOL 3131XQKR6 Apr 2022 320,349 -91,265 $304K -29.0% 0.03% ABS-MBS
797 WYETH LLC 983024AN0 Apr 2024 295,000 New $304K — 0.03% DBT
798 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1 New $303K — 0.03% DFE
799 GINNIE MAE I POOL N/A Apr 2022 297,941 New $300K — 0.03% ABS-MBS
800 GINNIE MAE I POOL 36291FR67 Apr 2022 315,703 -52,941 $299K -21.9% 0.03% ABS-MBS
801 GINNIE MAE I POOL 3618B0L92 Apr 2024 296,069 New $298K — 0.03% ABS-MBS
802 FREDDIE MAC GOLD POOL 3132DMZ99 Apr 2024 368,660 New $298K — 0.03% ABS-MBS
803 ORACLE CORP 68389XCA1 Apr 2022 416,000 -1,104,000 $297K -74.3% 0.03% DBT
804 HCA INC 404119BU2 Apr 2022 306,000 -2,430,000 $297K -89.2% 0.03% DBT
805 REPUBLIC OF SOUTH AFRICA 836205BA1 Apr 2024 330,000 New $293K — 0.02% DBT
806 GINNIE MAE I POOL 3618AQUN5 Apr 2024 288,959 New $292K — 0.02% ABS-MBS
807 FREDDIE MAC STACR REMIC TRUST 2022-DNA6 35564KH36 Apr 2024 286,685 New $290K — 0.02% ABS-CBDO
808 MORGAN STANLEY CAPITAL I TRUST 2018-L1 61691QAK4 Apr 2024 341,000 New $287K — 0.02% ABS-MBS
809 MORGAN STANLEY CAPITAL I TRUST 2015-UBS8 61691ABP7 Apr 2024 319,000 New $287K — 0.02% ABS-MBS
810 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 161175BR4 Apr 2022 303,000 — $286K -5.0% 0.02% DBT
811 GNMA 38378YP78 Apr 2022 1,747,727 -521,336 $285K -25.5% 0.02% ABS-MBS
812 FANNIE MAE POOL 3138WHFD9 Apr 2022 332,725 -92,408 $284K -30.7% 0.02% ABS-MBS
813 FANNIE MAE POOL 3138YND46 Apr 2022 299,655 -73,864 $284K -26.9% 0.02% ABS-MBS
814 WFRBS COMMERCIAL MORTGAGE TRUST 2014-C23 92939HBE4 Apr 2022 51,686,736 -4,579,447 $282K -54.2% 0.02% ABS-MBS
815 TOWD POINT MORTGAGE TRUST 2019-2 89177JAB4 Apr 2022 327,000 -6,207,000 $282K -95.5% 0.02% ABS-MBS
816 LLOYDS BANKING GROUP PLC 539439AG4 Apr 2022 280,000 -450,000 $280K -62.4% 0.02% DBT
817 GNMA 38375CMY3 Apr 2022 1,676,096 -476,577 $280K -24.8% 0.02% ABS-MBS
818 FANNIE MAE POOL 3140XFGA3 Apr 2024 347,880 New $280K — 0.02% ABS-MBS
819 GNMA 38375UB25 Apr 2022 9,318,490 -3,157,372 $280K -45.1% 0.02% ABS-MBS
820 GINNIE MAE I POOL 3618AVGQ3 Apr 2024 271,105 New $276K — 0.02% ABS-MBS
821 GINNIE MAE I POOL 3617MNPS6 Apr 2022 302,407 -117,375 $275K -35.0% 0.02% ABS-MBS
822 FREDDIE MAC GOLD POOL 31329MUR9 Apr 2022 324,174 -65,932 $274K -24.2% 0.02% ABS-MBS
823 GINNIE MAE I POOL 3618B6KC3 Apr 2024 271,346 New $274K — 0.02% ABS-MBS
824 INTERNATIONAL FLAVORS AND FRAGRANCES INC 459506AQ4 Apr 2022 334,000 -1,017,000 $271K -76.1% 0.02% DBT
825 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C16 61763MAJ9 Apr 2024 289,000 New $270K — 0.02% ABS-MBS
826 AT AND T INC 00206RKG6 Apr 2022 309,000 -31,000 $270K -8.9% 0.02% DBT
827 GLOBAL PAYMENTS INC 37940XAE2 Apr 2022 290,000 — $268K +2.8% 0.02% DBT
828 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR2 TRUST 92922FD39 Apr 2022 274,209 -97,483 $266K -26.7% 0.02% ABS-CBDO
829 GINNIE MAE I POOL 3618AWHW7 Apr 2024 270,226 New $266K — 0.02% ABS-MBS
830 LCH Limited N/A Apr 2022 6,930,700 New $264K — 0.02% DIR
831 GINNIE MAE I POOL N/A Apr 2022 258,210 New $264K — 0.02% ABS-MBS
832 GNMA 38376RJD9 Apr 2022 11,875,571 -3,972,356 $262K -66.7% 0.02% ABS-MBS
833 CITIBANK N.A. N/A Apr 2022 16,838,700 New $259K — 0.02% DIR
834 FANNIE MAE POOL 3138Y9DA3 Apr 2022 271,075 -80,880 $257K -29.9% 0.02% ABS-MBS
835 GNMA 38382AAJ4 Apr 2022 2,680,246 -452,168 $256K -54.3% 0.02% ABS-MBS
836 GINNIE MAE I POOL 3618AWHG2 Apr 2024 253,100 New $255K — 0.02% ABS-MBS
837 PETSMART INC / PETSMART FINANCE CORP 71677KAA6 Apr 2024 275,000 New $254K — 0.02% DBT
838 ELI LILLY AND CO 532457CG1 Apr 2024 277,000 New $253K — 0.02% DBT
839 FEDERATIVE REPUBLIC OF BRAZIL 105756CC2 Apr 2024 288,000 New $253K — 0.02% DBT
840 INTERCONTINENTAL EXCHANGE INC 45866FAD6 Apr 2022 260,000 — $253K -3.1% 0.02% DBT
841 EQUINIX INC 29444UBK1 Apr 2022 270,000 — $253K +3.2% 0.02% DBT
842 KKR CLO 52 LTD 48255XAC2 Apr 2024 250,000 New $251K — 0.02% ABS-MBS
843 VENTURE XIX CLO LTD 92330EAP2 Apr 2024 250,000 New $251K — 0.02% ABS-MBS
844 CROWN POINT CLO 10 LTD 22846FAC2 Apr 2024 250,000 New $250K — 0.02% ABS-MBS
845 NASSAU 2020-I LTD 631715AW9 Apr 2022 250,000 — $249K +1.6% 0.02% ABS-MBS
846 GINNIE MAE I POOL 36180MYG6 Apr 2022 289,553 -86,342 $247K -31.1% 0.02% ABS-MBS
847 IHO VERWALTUNGS GMBH 44963BAD0 Apr 2024 250,000 New $246K — 0.02% DBT
848 LCH Limited N/A Apr 2022 6,997,000 New $245K — 0.02% DIR
849 PETROLEOS MEXICANOS 71654QDB5 Apr 2024 260,000 New $244K — 0.02% DBT
850 LEVI STRAUSS AND CO 52736RBJ0 Apr 2022 285,000 -275,000 $243K -49.8% 0.02% DBT
851 GNMA 38376R2Q8 Apr 2022 6,810,774 -2,529,242 $240K -47.2% 0.02% ABS-MBS
852 GINNIE MAE I POOL 3618AWHF4 Apr 2024 236,275 New $239K — 0.02% ABS-MBS
853 CIVITAS RESOURCES INC 17888HAB9 Apr 2024 225,000 New $239K — 0.02% DBT
854 BENTELER INTERNATIONAL AG 08263DAA4 Apr 2024 225,000 New $238K — 0.02% DBT
855 GINNIE MAE I POOL 3618BTAG5 Apr 2024 241,319 New $238K — 0.02% ABS-MBS
856 FANNIE MAE POOL 3140EVH91 Apr 2022 279,003 -67,613 $238K -28.7% 0.02% ABS-MBS
857 TAYLOR MORRISON COMMUNITIES INC 87724RAJ1 Apr 2024 255,000 New $237K — 0.02% DBT
858 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAR2 Apr 2024 220,000 New $237K — 0.02% DBT
859 VENTURE GLOBAL LNG INC 92332YAB7 Apr 2024 230,000 New $236K — 0.02% DBT
860 WRKCO INC 96145DAF2 Apr 2022 240,000 — $236K -2.2% 0.02% DBT
861 GNMA 38375BFR8 Apr 2022 7,841,810 -6,762,948 $236K -56.9% 0.02% ABS-MBS
862 TENET HEALTHCARE CORP 88033GDU1 Apr 2024 235,000 New $235K — 0.02% DBT
863 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,046,000 New $235K — 0.02% DCR
864 ANALOG DEVICES INC 032654AS4 Apr 2022 240,000 — $235K -1.0% 0.02% DBT
865 FANNIE MAE POOL 3138XZBL4 Apr 2022 253,107 -30,143 $234K -18.8% 0.02% ABS-MBS
866 LIGHT AND WONDER INTERNATIONAL INC 80874YBE9 Apr 2024 230,000 New $232K — 0.02% DBT
867 GARTNER INC 366651AG2 Apr 2024 255,000 New $228K — 0.02% DBT
868 ELECTRICITE DE FRANCE SA 28504KAA5 Apr 2024 210,000 New $228K — 0.02% DBT
869 FREDDIE MAC REMICS 31397PUB4 Apr 2022 218,805 -93,895 $228K -53.3% 0.02% ABS-MBS
870 FREDDIE MAC GOLD POOL 3131XVET8 Apr 2022 255,062 -63,362 $227K -27.8% 0.02% ABS-MBS
871 WESTLAKE CORP 960413AX0 Apr 2022 230,000 — $227K +3.6% 0.02% DBT
872 BANK OF AMERICA N.A. N/A Apr 2022 10,962,300 New $226K — 0.02% DIR
873 GINNIE MAE I POOL 3618B9GV0 Apr 2024 224,356 New $226K — 0.02% ABS-MBS
874 ARES CAPITAL CORP 04010LBE2 Apr 2024 220,000 New $224K — 0.02% DBT
875 AUTONATION INC 05329WAM4 Apr 2022 228,000 +18,000 $224K +5.1% 0.02% DBT
876 NORTHROP GRUMMAN CORP 666807BM3 Apr 2022 227,000 -23,000 $223K -9.4% 0.02% DBT
877 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 703,125 New $221K — 0.02% DCR
878 AES CORP/THE 00130HCE3 Apr 2022 238,000 +108,000 $220K +89.2% 0.02% DBT
879 GINNIE MAE I POOL N/A Apr 2022 218,467 New $220K — 0.02% ABS-MBS
880 FANNIE MAE POOL 3138ELTQ6 Apr 2022 214,522 -90,982 $220K -34.1% 0.02% ABS-MBS
881 CELANESE US HOLDINGS LLC 15089QAK0 Apr 2022 240,000 — $218K +2.3% 0.02% DBT
882 FANNIE MAE POOL 3140L1SD8 Apr 2022 271,163 -48,263 $216K -26.2% 0.02% ABS-MBS
883 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 161175BT0 Apr 2022 309,000 -714,000 $216K -74.2% 0.02% DBT
884 LCH Limited N/A Apr 2022 13,317,000 New $211K — 0.02% DIR
885 GINNIE MAE I POOL N/A Apr 2022 208,615 New $210K — 0.02% ABS-MBS
886 AXALTA COATING SYSTEMS LLC 05453GAC9 Apr 2024 240,000 New $210K — 0.02% DBT
887 ORIENTAL REPUBLIC OF URUGUAY 760942BA9 Apr 2022 230,000 -100,000 $209K -39.1% 0.02% DBT
888 FANNIE MAE POOL 3138WJPQ5 Apr 2022 236,596 -49,082 $207K -26.4% 0.02% ABS-MBS
889 GINNIE MAE I POOL 3617BPYW4 Apr 2022 231,341 -150,371 $206K -45.3% 0.02% ABS-MBS
890 INTERNATIONAL FLAVORS AND FRAGRANCES INC 459506AN1 Apr 2022 220,000 — $206K +2.9% 0.02% DBT
891 GINNIE MAE I POOL 3617BPYV6 Apr 2022 230,585 -83,526 $206K -33.7% 0.02% ABS-MBS
892 AMGEN INC 031162CQ1 Apr 2024 218,000 New $203K — 0.02% DBT
893 ORACLE CORP 68389XBT1 Apr 2022 209,000 -21,000 $203K -7.5% 0.02% DBT
894 FREDDIE MAC STACR REMIC TRUST 2022-HQA2 35564KB24 Apr 2024 197,006 New $202K — 0.02% ABS-CBDO
895 FANNIE MAE POOL 3138XW2X5 Apr 2022 212,779 -44,380 $202K -24.7% 0.02% ABS-MBS
896 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 639,409 New $201K — 0.02% DCR
897 CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 20753XAA2 Apr 2024 196,312 New $199K — 0.02% ABS-CBDO
898 COMM 2014-CCRE17 MORTGAGE TRUST 12631DAG8 Apr 2022 233,000 -4,104,000 $199K -94.9% 0.02% ABS-MBS
899 PARAMOUNT GLOBAL 124857AZ6 Apr 2022 223,000 -1,321,000 $198K -86.6% 0.02% DBT
900 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 488,000 New $198K — 0.02% DCR
901 FREDDIE MAC REMICS 3137FJGY9 Apr 2022 5,658,804 -5,091,993 $198K -75.1% 0.02% ABS-MBS
902 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 46639NAW1 Apr 2022 217,116 -119,884 $197K -40.9% 0.02% ABS-MBS
903 PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 709599AZ7 Apr 2022 200,000 — $197K -1.5% 0.02% DBT
904 GINNIE MAE I POOL 3617GPMJ1 Apr 2022 207,810 -71,925 $196K -32.0% 0.02% ABS-MBS
905 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C26 61690VBA5 Apr 2022 31,012,396 -2,257,512 $196K -74.5% 0.02% ABS-MBS
906 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 533,763 New $192K — 0.02% DCR
907 ORGANON AND CO / ORGANON FOREIGN DEBT CO-ISSUER BV 68622TAA9 Apr 2024 210,000 New $191K — 0.02% DBT
908 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAQ4 Apr 2022 200,000 — $189K +4.4% 0.02% DBT
909 GINNIE MAE I POOL 3617BG3Z1 Apr 2022 212,513 -30,637 $189K -21.1% 0.02% ABS-MBS
910 REPUBLIC OF COLOMBIA 195325DL6 Apr 2022 200,000 -210,000 $186K -50.5% 0.02% DBT
911 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 472,000 New $186K — 0.02% DCR
912 HYUNDAI CAPITAL AMERICA 44891ABL0 Apr 2024 181,000 New $186K — 0.02% DBT
913 WASTE MANAGEMENT INC 94106LBV0 Apr 2024 187,000 New $185K — 0.02% DBT
914 GINNIE MAE I POOL 3617L6V73 Apr 2022 210,018 -9,576 $185K -14.4% 0.02% ABS-MBS
915 MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 55282XAA8 Apr 2024 184,458 New $184K — 0.02% ABS-MBS
916 GINNIE MAE I POOL 3617JNML8 Apr 2022 206,930 -9,072 $182K -14.1% 0.02% ABS-MBS
917 GINNIE MAE I POOL 3617JSVJ2 Apr 2022 204,833 -21,768 $181K -18.8% 0.02% ABS-MBS
918 LCH Limited N/A Apr 2022 6,523,000 New $181K — 0.02% DIR
919 FANNIE MAE POOL 3140K4B58 Apr 2022 199,135 -81,798 $180K -36.0% 0.02% ABS-MBS
920 GINNIE MAE I POOL 3617M1A50 Apr 2022 195,083 -42,558 $178K -25.8% 0.02% ABS-MBS
921 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 1,042,151 New $177K — 0.02% DCR
922 VMED O2 UK FINANCING I PLC 92858RAB6 Apr 2024 210,000 New $175K — 0.01% DBT
923 WASTE CONNECTIONS INC 941053AH3 Apr 2022 181,000 +91,000 $173K +91.8% 0.01% DBT
924 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 548,707 New $173K — 0.01% DCR
925 FANNIE MAE POOL 3140KXMJ2 Apr 2022 214,805 -14,594 $171K -18.6% 0.01% ABS-MBS
926 GINNIE MAE I POOL 3618B9GL2 Apr 2024 172,683 New $171K — 0.01% ABS-MBS
927 OVINTIV INC 69047QAC6 Apr 2024 167,000 New $168K — 0.01% DBT
928 GINNIE MAE I POOL 3617LE6Z2 Apr 2022 190,538 -10,000 $168K -14.7% 0.01% ABS-MBS
929 TOWD POINT MORTGAGE TRUST 2018-5 89176VAC6 Apr 2022 209,000 -3,968,000 $167K -95.6% 0.01% ABS-MBS
930 FANNIE MAE REMICS 3136B3WG1 Apr 2022 2,924,294 -1,269,694 $166K -55.9% 0.01% ABS-MBS
931 CITIBANK N.A. N/A Apr 2022 33,063,000 New $164K — 0.01% DIR
932 FANNIE MAE POOL 3138ETQP4 Apr 2022 173,649 -133,022 $164K -46.8% 0.01% ABS-MBS
933 CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 20753YCH3 Apr 2024 160,567 New $163K — 0.01% ABS-CBDO
934 FANNIE MAE POOL 3138LWCH2 Apr 2022 180,068 -31,712 $163K -22.8% 0.01% ABS-MBS
935 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 408,000 New $161K — 0.01% DCR
936 COLT 2020-2 MORTGAGE LOAN TRUST 19688JAB3 Apr 2022 165,668 -9,332 $159K -8.2% 0.01% ABS-CBDO
937 FANNIE MAE POOL 3140KX2N5 Apr 2022 198,919 -114,209 $159K -44.7% 0.01% ABS-MBS
938 FREDDIE MAC GOLD POOL 3133KGGK8 Apr 2022 174,896 -54,529 $158K -31.1% 0.01% ABS-MBS
939 META PLATFORMS INC 30303M8N5 Apr 2024 160,000 New $157K — 0.01% DBT
940 GINNIE MAE I POOL 3617LEDJ0 Apr 2022 177,997 -10,296 $156K -15.5% 0.01% ABS-MBS
941 BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST 2016-UBS10 06054MAK9 Apr 2022 167,000 -2,946,000 $155K -94.9% 0.01% ABS-MBS
942 FREDDIE MAC REMICS 31396EU46 Apr 2022 156,329 -78,278 $155K -48.1% 0.01% ABS-MBS
943 REPUBLIC OF COLOMBIA 195325DS1 Apr 2024 200,000 New $155K — 0.01% DBT
944 AIR LEASE CORP 00912XAN4 Apr 2022 155,000 — $154K -1.0% 0.01% DBT
945 UNITED STATES OF AMERICA 91282CHM6 Apr 2024 152,000 New $152K — 0.01% DBT
946 FANNIE MAE POOL 31417BXC6 Apr 2022 167,712 -44,598 $152K -28.1% 0.01% ABS-MBS
947 GINNIE MAE I POOL 36194J5R5 Apr 2022 176,348 -11,234 $152K -16.0% 0.01% ABS-MBS
948 CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 12527DAG5 Apr 2022 175,000 -3,083,000 $151K -95.3% 0.01% ABS-MBS
949 CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 20754BAA9 Apr 2024 150,251 New $151K — 0.01% ABS-CBDO
950 GINNIE MAE I POOL 3618AWHH0 Apr 2024 147,851 New $149K — 0.01% ABS-MBS
951 CVS HEALTH CORP 126650DM9 Apr 2022 169,000 -1,363,000 $148K -89.0% 0.01% DBT
952 GINNIE MAE I POOL 36295LW98 Apr 2022 169,821 -121,250 $146K -47.9% 0.01% ABS-MBS
953 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 61762MBG5 Apr 2022 2,331,000 — $145K -72.4% 0.01% ABS-MBS
954 FANNIE MAE POOL 31418BM60 Apr 2022 156,829 -58,660 $144K -34.2% 0.01% ABS-MBS
955 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 430,000 New $143K — 0.01% DCR
956 FANNIE MAE POOL 31402QYY1 Apr 2022 141,517 -58,567 $142K -33.1% 0.01% ABS-MBS
957 J.P. MORGAN SECURITIES, LLC N/A Apr 2022 852,362 New $142K — 0.01% DCR
958 J.P. MORGAN SECURITIES, LLC N/A Apr 2022 1,081,470 New $138K — 0.01% DCR
959 GINNIE MAE I POOL 3618B9HS6 Apr 2024 139,210 New $138K — 0.01% ABS-MBS
960 GINNIE MAE I POOL 3617LEXM1 Apr 2022 144,373 -6,309 $136K -12.1% 0.01% ABS-MBS
961 FREDDIE MAC GOLD POOL 3132A4SB5 Apr 2022 138,280 -46,061 $136K -29.9% 0.01% ABS-MBS
962 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 814,284 New $136K — 0.01% DCR
963 BDS 2021-FL9 LTD 05493NAA0 Apr 2024 136,629 New $136K — 0.01% ABS-MBS
964 GINNIE MAE I POOL 36195T2M6 Apr 2022 157,412 -10,923 $135K -16.5% 0.01% ABS-MBS
965 COMM 2015-CCRE23 MORTGAGE TRUST 12593ABB0 Apr 2022 26,806,904 -3,736,385 $134K -78.6% 0.01% ABS-MBS
966 GINNIE MAE I POOL 3617LSDS9 Apr 2022 141,364 -67,811 $133K -38.2% 0.01% ABS-MBS
967 FREDDIE MAC GOLD POOL 3132AAQY3 Apr 2022 144,107 -33,641 $133K -26.2% 0.01% ABS-MBS
968 FANNIE MAE POOL 3140KX6M3 Apr 2022 165,681 -9,819 $133K -17.5% 0.01% ABS-MBS
969 J.P. MORGAN SECURITIES, LLC N/A Apr 2022 432,000 New $131K — 0.01% DCR
970 FREDDIE MAC GOLD POOL 31329JH83 Apr 2022 142,352 -36,906 $129K -27.9% 0.01% ABS-MBS
971 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 757,538 New $128K — 0.01% DCR
972 CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 20754LAB5 Apr 2024 127,000 New $128K — 0.01% ABS-CBDO
973 GINNIE MAE I POOL 3617LED50 Apr 2022 145,568 -12,751 $128K -17.8% 0.01% ABS-MBS
974 KINDER MORGAN INC 494553AD2 Apr 2024 130,000 New $127K — 0.01% DBT
975 FANNIE MAE POOL 3140L5LC8 Apr 2022 157,931 -47,571 $126K -32.9% 0.01% ABS-MBS
976 GINNIE MAE I POOL 3617LEPL2 Apr 2022 143,243 +51,989 $126K +40.9% 0.01% ABS-MBS
977 GINNIE MAE I POOL 3617LXV41 Apr 2022 138,187 -18,314 $126K -20.4% 0.01% ABS-MBS
978 FANNIE MAE POOL 3138EMY39 Apr 2022 129,601 -18,070 $126K -20.1% 0.01% ABS-MBS
979 J.P. MORGAN SECURITIES, LLC N/A Apr 2022 498,192 New $125K — 0.01% DCR
980 KEURIG DR PEPPER INC 49271VAH3 Apr 2022 126,000 +63,000 $125K +93.5% 0.01% DBT
981 PENN ENTERTAINMENT INC N/A Apr 2022 124,053 New $124K — 0.01% DBT
982 J.P. MORGAN SECURITIES, LLC N/A Apr 2022 1,138,000 New $124K — 0.01% DCR
983 FREDDIE MAC STACR REMIC TRUST 2024-DNA1 35564NAW3 Apr 2024 122,489 New $123K — 0.01% ABS-CBDO
984 FANNIE MAE POOL 3140EVB63 Apr 2022 133,094 -33,739 $122K -28.0% 0.01% ABS-MBS
985 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,114,000 New $121K — 0.01% DCR
986 ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1 31574PAB1 Apr 2022 131,000 — $121K -5.4% 0.01% ABS-CBDO
987 OVINTIV INC 69047QAA0 Apr 2024 120,000 New $120K — 0.01% DBT
988 FANNIE MAE POOL 3138W1L39 Apr 2022 137,043 -24,408 $119K -23.4% 0.01% ABS-MBS
989 ARROYO MORTGAGE TRUST 2020-1 04285CAC5 Apr 2022 150,000 — $119K -18.2% 0.01% ABS-CBDO
990 FREDDIE MAC STACR REMIC TRUST 2021-DNA7 35564KMH9 Apr 2024 117,000 New $118K — 0.01% ABS-CBDO
991 ROGERS COMMUNICATIONS INC 775109BG5 Apr 2024 150,000 New $115K — 0.01% DBT
992 GINNIE MAE I POOL 3617MCUV7 Apr 2022 122,002 -70,166 $115K -41.9% 0.01% ABS-MBS
993 OCCIDENTAL PETROLEUM CORP 674599DJ1 Apr 2022 115,000 -250,000 $114K -69.9% 0.01% DBT
994 GINNIE MAE I POOL 3617JLK83 Apr 2022 116,689 -81,936 $113K -46.0% 0.01% ABS-MBS
995 GINNIE MAE I POOL 3617LE6X7 Apr 2022 126,854 -46,831 $112K -34.7% 0.01% ABS-MBS
996 SPECTRUM BRANDS INC 84762LAV7 Apr 2024 115,000 New $112K — 0.01% DBT
997 FANNIE MAE POOL 3138Y7E57 Apr 2022 127,613 -19,770 $112K -22.9% 0.01% ABS-MBS
998 MCGRAW-HILL EDUCATION INC 57767XAA8 Apr 2024 120,000 New $111K — 0.01% DBT
999 CONNECTICUT AVENUE SECURITIES TRUST 2019-R01 20754FAL6 Apr 2024 100,000 New $109K — 0.01% ABS-CBDO
1000 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 434,415 New $109K — 0.01% DCR
1001 FANNIE MAE POOL 3140JXZG6 Apr 2022 112,328 -36,297 $108K -30.2% 0.01% ABS-MBS
1002 PG AND E CORP 69331CAJ7 Apr 2024 115,000 New $108K — 0.01% DBT
1003 ROMANIA 77586RAU4 Apr 2024 110,000 New $107K — 0.01% DBT
1004 GINNIE MAE I POOL 3617G0SZ4 Apr 2022 117,086 -5,771 $107K -14.1% 0.01% ABS-MBS
1005 KONTOOR BRANDS INC 50050NAA1 Apr 2024 120,000 New $107K — 0.01% DBT
1006 TWILIO INC 90138FAC6 Apr 2024 120,000 New $107K — 0.01% DBT
1007 ENLINK MIDSTREAM LLC 29336TAD2 Apr 2024 105,000 New $106K — 0.01% DBT
1008 STANDARD INDUSTRIES INC/NJ 853496AG2 Apr 2024 120,000 New $106K — 0.01% DBT
1009 SIRIUS XM RADIO INC 82967NBG2 Apr 2024 125,000 New $106K — 0.01% DBT
1010 IMOLA MERGER CORP 45258LAA5 Apr 2022 115,000 -65,000 $106K -36.7% 0.01% DBT
1011 ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC 013092AG6 Apr 2024 120,000 New $106K — 0.01% DBT
1012 NCR VOYIX CORP 62886EBA5 Apr 2024 115,000 New $106K — 0.01% DBT
1013 BLOCK INC 852234AP8 Apr 2024 125,000 New $106K — 0.01% DBT
1014 SOUTHWESTERN ENERGY CO 845467AR0 Apr 2022 110,000 +20,000 $106K +18.7% 0.01% DBT
1015 CROWDSTRIKE HOLDINGS INC 22788CAA3 Apr 2022 120,000 +30,000 $105K +31.6% 0.01% DBT
1016 RESIDEO FUNDING INC 76119LAB7 Apr 2024 120,000 New $105K — 0.01% DBT
1017 MASONITE INTERNATIONAL CORP 575385AE9 Apr 2022 120,000 +30,000 $105K +38.7% 0.01% DBT
1018 VISTRA OPERATIONS CO LLC 92840VAH5 Apr 2024 115,000 New $105K — 0.01% DBT
1019 PROOFPOINT INC 74345HAB7 Apr 2022 104,200 +44,350 $105K +77.8% 0.01% DBT
1020 ANTERO RESOURCES CORP 03674XAS5 Apr 2024 110,000 New $105K — 0.01% DBT
1021 SBA COMMUNICATIONS CORP 78410GAG9 Apr 2024 120,000 New $105K — 0.01% DBT
1022 CHARLES RIVER LABORATORIES INTERNATIONAL INC 159864AJ6 Apr 2024 120,000 New $104K — 0.01% DBT
1023 NOURYON USA LLC N/A Apr 2022 104,212 New $104K — 0.01% DBT
1024 GINNIE MAE I POOL 3617L6VC2 Apr 2022 114,295 -41,959 $104K -33.9% 0.01% ABS-MBS
1025 SM ENERGY CO 78454LAW0 Apr 2024 105,000 New $104K — 0.01% DBT
1026 LAMB WESTON HOLDINGS INC 513272AE4 Apr 2024 120,000 New $104K — 0.01% DBT
1027 MATCH GROUP HOLDINGS II LLC 57665RAL0 Apr 2024 120,000 New $104K — 0.01% DBT
1028 BUILDERS FIRSTSOURCE INC 12008RAR8 Apr 2024 105,000 New $104K — 0.01% DBT
1029 NEPTUNE BIDCO US INC 640695AA0 Apr 2024 110,000 New $104K — 0.01% DBT
1030 HESS MIDSTREAM OPERATIONS LP 428102AE7 Apr 2022 115,000 +25,000 $104K +25.7% 0.01% DBT
1031 NEWS CORP 65249BAA7 Apr 2022 115,000 +75,000 $104K +186.4% 0.01% DBT
1032 ARAMARK SERVICES INC 038522AQ1 Apr 2024 109,000 New $103K — 0.01% DBT
1033 SERVICE CORP INTERNATIONAL/US 817565CG7 Apr 2022 120,000 +30,000 $103K +27.6% 0.01% DBT
1034 GFL ENVIRONMENTAL INC 36168QAM6 Apr 2022 115,000 +25,000 $103K +27.9% 0.01% DBT
1035 MEDLINE BORROWER LP 62482BAA0 Apr 2024 115,000 New $103K — 0.01% DBT
1036 FREDDIE MAC STACR REMIC TRUST 2023-HQA3 35564K3F4 Apr 2024 101,668 New $103K — 0.01% ABS-CBDO
1037 TEREX CORP 880779BA0 Apr 2022 110,000 +20,000 $103K +24.4% 0.01% DBT
1038 HUDBAY MINERALS INC 443628AH5 Apr 2024 105,000 New $103K — 0.01% DBT
1039 1011778 BC ULC / NEW RED FINANCE INC 68245XAP4 Apr 2024 115,000 New $103K — 0.01% DBT
1040 GINNIE MAE I POOL 3618BQKD7 Apr 2024 104,294 New $103K — 0.01% ABS-MBS
1041 US FOODS INC 90290MAD3 Apr 2024 110,000 New $102K — 0.01% DBT
1042 ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC 29260FAE0 Apr 2022 101,000 -148,000 $102K -59.0% 0.01% DBT
1043 HERC HOLDINGS INC 42704LAA2 Apr 2024 105,000 New $102K — 0.01% DBT
1044 BOYD GAMING CORP 103304BV2 Apr 2024 115,000 New $102K — 0.01% DBT
1045 BOEING CO/THE 097023CW3 Apr 2024 115,000 New $102K — 0.01% DBT
1046 MATTEL INC 577081BF8 Apr 2022 112,000 +22,000 $102K +18.6% 0.01% DBT
1047 KINETIK HOLDINGS LP 49461MAA8 Apr 2024 105,000 New $102K — 0.01% DBT
1048 COMMERCIAL METALS CO 201723AR4 Apr 2024 115,000 New $101K — 0.01% DBT
1049 ROYAL CARIBBEAN CRUISES LTD 780153BR2 Apr 2024 95,000 New $101K — 0.01% DBT
1050 IHEARTCOMMUNICATIONS INC 45174HBC0 Apr 2024 120,000 New $101K — 0.01% DBT
1051 ROCKCLIFF ENERGY II LLC 77289KAA3 Apr 2024 110,000 New $101K — 0.01% DBT
1052 WR GRACE HOLDINGS LLC 92943GAE1 Apr 2024 100,000 New $101K — 0.01% DBT
1053 BOISE CASCADE CO 09739DAD2 Apr 2022 110,000 +20,000 $101K +19.2% 0.01% DBT
1054 CAESARS ENTERTAINMENT INC 12769GAB6 Apr 2024 100,000 New $101K — 0.01% DBT
1055 TRANSDIGM INC 893647BS5 Apr 2024 100,000 New $101K — 0.01% DBT
1056 ELANCO ANIMAL HEALTH INC 28414HAG8 Apr 2022 100,000 +20,000 $100K +21.5% 0.01% DBT
1057 CITIBANK N.A. N/A Apr 2022 36,781,700 New $99K — 0.01% DIR
1058 GINNIE MAE I POOL 3617MNPR8 Apr 2022 112,342 -4,656 $99K -14.0% 0.01% ABS-MBS
1059 RITCHIE BROS HOLDINGS INC 76774LAC1 Apr 2024 95,000 New $98K — 0.01% DBT
1060 GINNIE MAE I POOL 3618BBSK6 Apr 2024 98,632 New $97K — 0.01% ABS-MBS
1061 AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE INC 053773BG1 Apr 2024 110,000 New $97K — 0.01% DBT
1062 GRAY TELEVISION INC 389376AZ7 Apr 2024 103,401 New $97K — 0.01% DBT
1063 GINNIE MAE I POOL 3617LMSD9 Apr 2022 108,772 -38,231 $96K -33.5% 0.01% ABS-MBS
1064 FANNIE MAE POOL 31418BP42 Apr 2022 104,956 -27,999 $96K -28.8% 0.01% ABS-MBS
1065 FREDDIE MAC STACR DEBT NOTES 2016-DNA3 3137G0KQ1 Apr 2022 88,614 -54,311 $94K -37.6% 0.01% ABS-CBDO
1066 FANNIE MAE POOL 3138YGXW7 Apr 2022 101,736 -5,795 $93K -14.6% 0.01% ABS-MBS
1067 NETFLIX INC 64110LAL0 Apr 2022 90,000 — $90K -3.3% 0.01% DBT
1068 GNMA 38379DJU9 Apr 2022 2,124,454 -2,461,614 $87K -68.7% 0.01% ABS-MBS
1069 FANNIE MAE REMICS 3136A9PE2 Apr 2022 1,797,630 -1,347,938 $87K -60.4% 0.01% ABS-MBS
1070 PETROLEOS MEXICANOS 71654QDE9 Apr 2024 110,000 New $87K — 0.01% DBT
1071 GINNIE MAE I POOL 3618BTAF7 Apr 2024 87,664 New $87K — 0.01% ABS-MBS
1072 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 335,090 New $84K — 0.01% DCR
1073 RTX CORP 75513ECR0 Apr 2024 86,000 New $83K — 0.01% DBT
1074 GNMA 38375USW1 Apr 2022 3,906,908 -8,595,745 $83K -72.3% 0.01% ABS-MBS
1075 GINNIE MAE I POOL 3617LSDJ9 Apr 2022 90,985 -3,819 $83K -13.3% 0.01% ABS-MBS
1076 FANNIE MAE POOL 31418MGR7 Apr 2022 80,597 -27,413 $83K -29.9% 0.01% ABS-MBS
1077 GINNIE MAE I POOL 3617LES54 Apr 2022 92,952 -24,788 $82K -29.3% 0.01% ABS-MBS
1078 CHENIERE ENERGY PARTNERS LP 16411QAK7 Apr 2022 90,000 — $80K -1.4% 0.01% DBT
1079 GINNIE MAE I POOL 36182HFR2 Apr 2022 81,227 -96,556 $80K -55.8% 0.01% ABS-MBS
1080 GNMA 38379LWF9 Apr 2022 1,551,873 -1,716,723 $80K -67.5% 0.01% ABS-MBS
1081 FREDDIE MAC STACR REMIC TRUST 2023-HQA2 35564K2F5 Apr 2024 78,498 New $79K — 0.01% ABS-CBDO
1082 GINNIE MAE I POOL 3618B5MP4 Apr 2024 80,201 New $79K — 0.01% ABS-MBS
1083 GINNIE MAE I POOL 3617K4U96 Apr 2022 80,813 -7,669 $78K -16.4% 0.01% ABS-MBS
1084 OVINTIV INC 012873AH8 Apr 2022 70,000 — $77K -7.5% 0.01% DBT
1085 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 250,000 New $76K — 0.01% DCR
1086 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 980,000 New $75K — 0.01% DCR
1087 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 980,000 New $75K — 0.01% DCR
1088 BOEING CO/THE 097023DJ1 Apr 2024 74,000 New $74K — 0.01% DBT
1089 FANNIE MAE POOL 3138WNBL2 Apr 2022 85,367 -27,550 $74K -31.8% 0.01% ABS-MBS
1090 FANNIE MAE POOL 3140H25U8 Apr 2022 81,356 -49,800 $74K -44.1% 0.01% ABS-MBS
1091 FANNIE MAE POOL 3140H24V7 Apr 2022 80,121 -32,627 $73K -35.9% 0.01% ABS-MBS
1092 GINNIE MAE I POOL 3618AKPG9 Apr 2024 73,534 New $73K — 0.01% ABS-MBS
1093 J.P. MORGAN SECURITIES, LLC N/A Apr 2022 319,000 New $72K — 0.01% DCR
1094 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 319,000 New $72K — 0.01% DCR
1095 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 939,000 New $72K — 0.01% DCR
1096 FREDDIE MAC STACR DEBT NOTES 2015-DNA3 3137G0GW3 Apr 2022 68,502 -52,099 $71K -43.0% 0.01% ABS-CBDO
1097 GINNIE MAE I POOL 36194G5Z3 Apr 2022 81,614 -30,866 $70K -35.2% 0.01% ABS-MBS
1098 GINNIE MAE I POOL 3617K4U88 Apr 2022 72,497 -35,439 $70K -38.7% 0.01% ABS-MBS
1099 FREDDIE MAC REMICS 3137AW3K9 Apr 2022 688,323 -468,775 $69K -46.7% 0.01% ABS-MBS
1100 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 403,798 New $68K — 0.01% DCR
1101 DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC 25461LAA0 Apr 2024 73,000 New $68K — 0.01% DBT
1102 GINNIE MAE I POOL 3618AKPM6 Apr 2024 68,188 New $67K — 0.01% ABS-MBS
1103 WASTE MANAGEMENT INC 94106LBL2 Apr 2022 72,000 +32,000 $67K +83.8% 0.01% DBT
1104 BANK OF AMERICA N.A. N/A Apr 2022 10,913,800 New $67K — 0.01% DIR
1105 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 292,000 New $66K — 0.01% DCR
1106 GINNIE MAE I POOL 3617LMUZ7 Apr 2022 71,858 -10,960 $65K -21.6% 0.01% ABS-MBS
1107 FANNIE MAE POOL 31418BPA8 Apr 2022 68,611 -14,617 $63K -25.6% 0.01% ABS-MBS
1108 FANNIE MAE POOL 3140H25H7 Apr 2022 68,574 -27,413 $62K -35.6% 0.01% ABS-MBS
1109 CSMC 2020-RPL3 TRUST 12656PAC0 Apr 2022 62,603 -20,594 $62K -23.5% 0.01% ABS-CBDO
1110 DEUTSCHE BANK AG N/A Apr 2022 11,330,800 New $62K — 0.01% DIR
1111 GS MORTGAGE SECURITIES TRUST 2014-GC26 36250HAG8 Apr 2024 30,974,780 New $61K — 0.01% ABS-MBS
1112 BRISTOL-MYERS SQUIBB CO 110122DN5 Apr 2022 64,000 -376,000 $60K -85.1% 0.01% DBT
1113 GINNIE MAE I POOL 36179MNL0 Apr 2022 59,663 -18,626 $59K -28.2% 0.01% ABS-MBS
1114 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 341,822 New $58K — 0.00% DCR
1115 FANNIE MAE POOL 3140JUFY5 Apr 2022 60,639 -2,451 $58K -11.8% 0.00% ABS-MBS
1116 GINNIE MAE I POOL 3617BUS26 Apr 2022 63,976 -21,456 $57K -32.4% 0.00% ABS-MBS
1117 GINNIE MAE I POOL 3617G0S27 Apr 2022 61,171 -3,227 $56K -14.2% 0.00% ABS-MBS
1118 GINNIE MAE I POOL 36202F3Q7 Apr 2022 56,281 -21,067 $55K -31.6% 0.00% ABS-MBS
1119 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 182,000 New $55K — 0.00% DCR
1120 FANNIE MAE POOL 3140JS4K2 Apr 2022 56,959 -2,068 $55K -10.2% 0.00% ABS-MBS
1121 CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 20754AAB9 Apr 2024 53,000 New $53K — 0.00% ABS-CBDO
1122 GINNIE MAE I POOL 3617JVKQ1 Apr 2022 54,355 -1,889 $53K -11.1% 0.00% ABS-MBS
1123 FANNIE MAE POOL 3138EHW40 Apr 2022 50,551 -17,877 $52K -30.7% 0.00% ABS-MBS
1124 BANK OF AMERICA N.A. N/A Apr 2022 404,656 New $51K — 0.00% DCR
1125 FANNIE MAE POOL 3138Y7FF4 Apr 2022 58,638 -3,171 $51K -15.6% 0.00% ABS-MBS
1126 FREDDIE MAC GOLD POOL 3133AJLE1 Apr 2022 64,052 -33,875 $51K -42.9% 0.00% ABS-MBS
1127 GINNIE MAE I POOL 3617K4VB0 Apr 2022 50,952 -17,465 $51K -30.0% 0.00% ABS-MBS
1128 FANNIE MAE REMICS 31393CFC2 Apr 2022 60,234 -15,635 $51K -26.4% 0.00% ABS-MBS
1129 GINNIE MAE I POOL 3617JJ4A1 Apr 2022 49,176 -1,555 $50K -8.8% 0.00% ABS-MBS
1130 BANK OF AMERICA N.A. N/A Apr 2022 392,122 New $50K — 0.00% DCR
1131 GNMA 38378YFH7 Apr 2022 1,486,242 -1,787,309 $49K -72.2% 0.00% ABS-MBS
1132 PETROLEOS MEXICANOS 71654QDP4 Apr 2024 50,000 New $49K — 0.00% DBT
1133 GINNIE MAE I POOL 3617BUS59 Apr 2022 54,402 -34,306 $48K -44.6% 0.00% ABS-MBS
1134 GINNIE MAE I POOL 3617KA2C6 Apr 2022 48,716 -1,771 $47K -11.4% 0.00% ABS-MBS
1135 CONNECTICUT AVENUE SECURITIES TRUST 2023-R07 20753BAA0 Apr 2024 45,739 New $46K — 0.00% ABS-CBDO
1136 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 272,000 New $46K — 0.00% DCR
1137 ORACLE CORP 68389XBQ7 Apr 2024 62,000 New $46K — 0.00% DBT
1138 CONNECTICUT AVENUE SECURITIES TRUST 2024-R03 207941AA3 Apr 2024 45,260 New $45K — 0.00% ABS-CBDO
1139 GINNIE MAE I POOL 3617JSCH7 Apr 2022 46,072 -13,147 $45K -28.9% 0.00% ABS-MBS
1140 GS MORTGAGE SECURITIES TRUST 2014-GC22 36253BAW3 Apr 2022 39,994,669 -11,681,140 $45K -93.6% 0.00% ABS-MBS
1141 GINNIE MAE I POOL 3617JJ4C7 Apr 2022 43,448 -14,495 $44K -29.5% 0.00% ABS-MBS
1142 FANNIE MAE POOL 3140JKL87 Apr 2022 46,406 -40,961 $44K -51.3% 0.00% ABS-MBS
1143 NASDAQ INC 63111XAJ0 Apr 2024 45,000 New $44K — 0.00% DBT
1144 OCCIDENTAL PETROLEUM CORP 674599DD4 Apr 2024 40,000 New $44K — 0.00% DBT
1145 FREDDIE MAC GOLD POOL 3131XRJN5 Apr 2022 45,689 -10,794 $43K -26.4% 0.00% ABS-MBS
1146 FANNIE MAE POOL 31417GHQ2 Apr 2022 49,420 -11,262 $43K -26.3% 0.00% ABS-MBS
1147 GINNIE MAE I POOL 3618B5MQ2 Apr 2024 43,607 New $43K — 0.00% ABS-MBS
1148 FREDDIE MAC GOLD POOL 3131XQTV8 Apr 2022 45,035 -39,502 $43K -51.5% 0.00% ABS-MBS
1149 FREDDIE MAC STACR REMIC TRUST 2022-DNA5 35564KYN3 Apr 2024 41,245 New $42K — 0.00% ABS-CBDO
1150 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 252,000 New $42K — 0.00% DCR
1151 GINNIE MAE I POOL 36182HGB6 Apr 2022 42,387 -21,818 $42K -36.3% 0.00% ABS-MBS
1152 GINNIE MAE I POOL 3618B5KJ0 Apr 2024 41,561 New $41K — 0.00% ABS-MBS
1153 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 46642NBF2 Apr 2024 14,238,426 New $41K — 0.00% ABS-MBS
1154 GINNIE MAE I POOL 3618BWHX4 Apr 2024 41,562 New $41K — 0.00% ABS-MBS
1155 GINNIE MAE I POOL 36202TWF9 Apr 2022 42,842 -8,309 $41K -23.7% 0.00% ABS-MBS
1156 CF INDUSTRIES INC 12527GAH6 Apr 2022 42,000 -4,000 $41K -13.2% 0.00% DBT
1157 T-MOBILE USA INC 87264ABF1 Apr 2022 44,000 -130,000 $40K -75.6% 0.00% DBT
1158 GINNIE MAE I POOL 36197F2T9 Apr 2022 44,493 -18,870 $40K -36.8% 0.00% ABS-MBS
1159 J.P. MORGAN SECURITIES, LLC N/A Apr 2022 233,602 New $40K — 0.00% DCR
1160 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 229,311 New $39K — 0.00% DCR
1161 COMM 2014-UBS4 MORTGAGE TRUST 12591QAS1 Apr 2022 22,586,354 -2,446,692 $38K -91.7% 0.00% ABS-MBS
1162 GINNIE MAE I POOL 3617BYLB5 Apr 2022 41,722 -29,889 $38K -47.4% 0.00% ABS-MBS
1163 GINNIE MAE I POOL 3618BSD90 Apr 2024 38,478 New $38K — 0.00% ABS-MBS
1164 DIRECTV FINANCING LLC 25460HAD4 Apr 2024 37,263 New $37K — 0.00% DBT
1165 GINNIE MAE I POOL 3618B5MN9 Apr 2024 37,655 New $37K — 0.00% ABS-MBS
1166 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XQU1 Apr 2024 35,826 New $36K — 0.00% ABS-CBDO
1167 BOEING CO/THE 097023DH5 Apr 2024 36,000 New $36K — 0.00% DBT
1168 GINNIE MAE I POOL 36212CUX7 Apr 2022 35,205 -8,076 $36K -23.1% 0.00% ABS-MBS
1169 GINNIE MAE I POOL 3617KJW67 Apr 2022 36,990 -27,630 $36K -47.5% 0.00% ABS-MBS
1170 GINNIE MAE I POOL 3617JJ3Z7 Apr 2022 34,136 -16,655 $35K -36.8% 0.00% ABS-MBS
1171 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 138,532 New $35K — 0.00% DCR
1172 FANNIE MAE POOL 31391UDX0 Apr 2022 34,555 -16,314 $35K -35.5% 0.00% ABS-MBS
1173 FANNIE MAE POOL 3138M7G33 Apr 2022 39,573 -12,409 $35K -30.8% 0.00% ABS-MBS
1174 GINNIE MAE I POOL 3617JJ4U7 Apr 2022 33,421 -12,662 $34K -31.8% 0.00% ABS-MBS
1175 GINNIE MAE I POOL 3618FTV78 Apr 2024 33,788 New $34K — 0.00% ABS-MBS
1176 FREDDIE MAC STACR REMIC TRUST 2022-DNA4 35564KWS4 Apr 2024 33,085 New $34K — 0.00% ABS-CBDO
1177 GINNIE MAE I POOL 3617ATK85 Apr 2022 37,671 -17,136 $34K -38.0% 0.00% ABS-MBS
1178 GINNIE MAE I POOL 3618BLVN4 Apr 2024 32,645 New $32K — 0.00% ABS-MBS
1179 FANNIE MAE POOL 3138EGE26 Apr 2022 31,248 -11,631 $32K -31.6% 0.00% ABS-MBS
1180 GINNIE MAE I POOL 3617LSDU4 Apr 2022 33,113 -22,355 $32K -45.2% 0.00% ABS-MBS
1181 CONNECTICUT AVENUE SECURITIES TRUST 2019-R01 20754FAK8 Apr 2022 31,599 -236,200 $32K -88.2% 0.00% ABS-CBDO
1182 FANNIE MAE POOL 31419A4K0 Apr 2022 30,232 -10,049 $31K -29.5% 0.00% ABS-MBS
1183 GINNIE MAE I POOL 3618BSD82 Apr 2024 30,650 New $30K — 0.00% ABS-MBS
1184 FANNIE MAE POOL 3138W1SQ1 Apr 2022 33,871 -5,802 $30K -22.8% 0.00% ABS-MBS
1185 FREDDIE MAC REMICS 31397P6U9 Apr 2022 35,629 -11,833 $29K -29.9% 0.00% ABS-MBS
1186 GINNIE MAE I POOL 3618B5KH4 Apr 2024 29,562 New $29K — 0.00% ABS-MBS
1187 GNMA 38379CU79 Apr 2022 818,262 -934,602 $29K -70.3% 0.00% ABS-MBS
1188 FREDDIE MAC STACR REMIC TRUST 2021-HQA3 35564KJG5 Apr 2024 28,708 New $29K — 0.00% ABS-CBDO
1189 FANNIE MAE POOL 3140H1HT0 Apr 2022 30,578 -12,895 $28K -36.6% 0.00% ABS-MBS
1190 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 159,000 New $27K — 0.00% DCR
1191 FANNIE MAE REMICS 31396PG62 Apr 2022 33,741 -21,803 $27K -46.5% 0.00% ABS-MBS
1192 GINNIE MAE I POOL 3617A8DZ9 Apr 2022 26,838 -24,091 $26K -49.0% 0.00% ABS-MBS
1193 GINNIE MAE I POOL 3617JJ2S4 Apr 2022 25,443 -801 $26K -8.8% 0.00% ABS-MBS
1194 GINNIE MAE I POOL 3617L9UV5 Apr 2022 28,587 -17,834 $26K -44.5% 0.00% ABS-MBS
1195 WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 92890KBD6 Apr 2022 24,398,088 -5,537,075 $26K -93.3% 0.00% ABS-MBS
1196 FANNIE MAE POOL 3138ETDK9 Apr 2022 28,829 -7,206 $25K -27.5% 0.00% ABS-MBS
1197 BANK OF AMERICA N.A. N/A Apr 2022 196,061 New $25K — 0.00% DCR
1198 FANNIE MAE POOL 31416CKF2 Apr 2022 24,162 -9,509 $25K -32.6% 0.00% ABS-MBS
1199 GINNIE MAE I POOL 3617LKWK2 Apr 2022 26,852 -1,120 $24K -13.3% 0.00% ABS-MBS
1200 FANNIE MAE POOL 3138WES42 Apr 2022 26,278 -9,427 $24K -33.6% 0.00% ABS-MBS
1201 FANNIE MAE POOL 3138YEPC5 Apr 2022 25,799 -8,189 $24K -31.5% 0.00% ABS-MBS
1202 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 46643PBG4 Apr 2022 22,847,901 -2,265,223 $23K -94.5% 0.00% ABS-MBS
1203 PFP 2021-8 LTD 69357XAA9 Apr 2024 23,350 New $23K — 0.00% ABS-MBS
1204 GNMA 38379AAT7 Apr 2022 746,510 -926,241 $23K -73.0% 0.00% ABS-MBS
1205 GINNIE MAE I POOL 3617LKTB6 Apr 2022 25,046 -18,795 $23K -48.4% 0.00% ABS-MBS
1206 GNMA 38376MBJ5 Apr 2022 735,711 -1,009,892 $23K -74.5% 0.00% ABS-MBS
1207 GINNIE MAE I POOL 3617JJZ25 Apr 2022 22,077 -50,064 $23K -71.2% 0.00% ABS-MBS
1208 FANNIE MAE POOL 31411H6U9 Apr 2022 21,949 -3,861 $23K -20.2% 0.00% ABS-MBS
1209 GINNIE MAE I POOL 3617JJ2R6 Apr 2022 22,025 -11,187 $23K -37.6% 0.00% ABS-MBS
1210 FREDDIE MAC GOLD POOL 31334YDR5 Apr 2022 22,834 -1,147 $22K -12.1% 0.00% ABS-MBS
1211 GINNIE MAE I POOL 3617JSDT0 Apr 2022 22,304 -11,868 $22K -40.3% 0.00% ABS-MBS
1212 GINNIE MAE I POOL 3617LKWJ5 Apr 2022 23,540 -45,710 $21K -69.3% 0.00% ABS-MBS
1213 GINNIE MAE I POOL 3617KQAS7 Apr 2022 23,089 -904 $21K -13.1% 0.00% ABS-MBS
1214 FANNIE MAE POOL 3138MAJN9 Apr 2022 23,460 -5,408 $20K -26.3% 0.00% ABS-MBS
1215 FANNIE MAE POOL 31418NZ45 Apr 2022 20,799 -6,301 $20K -28.7% 0.00% ABS-MBS
1216 GINNIE MAE I POOL 36185KDF0 Apr 2022 20,332 -18,164 $20K -48.6% 0.00% ABS-MBS
1217 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XBM5 Apr 2022 18,830 -21,677 $20K -53.3% 0.00% ABS-CBDO
1218 GINNIE MAE I POOL 3617JUUV1 Apr 2022 17,916 -14,794 $18K -48.5% 0.00% ABS-MBS
1219 GINNIE MAE I POOL 36186JHJ0 Apr 2022 18,642 -10,058 $18K -37.5% 0.00% ABS-MBS
1220 GINNIE MAE I POOL 36213GNR8 Apr 2022 16,890 -3,644 $17K -22.4% 0.00% ABS-MBS
1221 AXALTA COATING SYSTEMS US HOLDINGS INC 90347BAL2 Apr 2024 17,108 New $17K — 0.00% DBT
1222 GINNIE MAE I POOL 3617KGNP1 Apr 2022 17,287 -17,199 $17K -54.0% 0.00% ABS-MBS
1223 GINNIE MAE I POOL 3617JJVH6 Apr 2022 15,028 -476 $15K -8.8% 0.00% ABS-MBS
1224 FANNIE MAE POOL 3138M7KQ7 Apr 2022 16,689 -4,500 $15K -28.3% 0.00% ABS-MBS
1225 GINNIE MAE I POOL 36186JHR2 Apr 2022 14,601 -4,261 $14K -24.9% 0.00% ABS-MBS
1226 FANNIE MAE POOL 3140K4CQ1 Apr 2022 15,279 -7,141 $14K -38.0% 0.00% ABS-MBS
1227 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 84,065 New $14K — 0.00% DCR
1228 GINNIE MAE I POOL 36186JHC5 Apr 2022 13,820 -29,006 $14K -68.8% 0.00% ABS-MBS
1229 GINNIE MAE I POOL 3617LADV1 Apr 2022 13,884 -479 $13K -11.3% 0.00% ABS-MBS
1230 FREDDIE MAC STACR REMIC TRUST 2021-DNA5 35564KHE2 Apr 2024 13,077 New $13K — 0.00% ABS-CBDO
1231 GINNIE MAE I POOL 3617JSE28 Apr 2022 12,255 -9,702 $13K -47.5% 0.00% ABS-MBS
1232 GINNIE MAE I POOL 3617JJ4B9 Apr 2022 12,163 -13,012 $12K -54.6% 0.00% ABS-MBS
1233 FANNIE MAE POOL 31371M5N3 Apr 2022 11,663 -5,202 $12K -35.4% 0.00% ABS-MBS
1234 GINNIE MAE I POOL 3617KGPP9 Apr 2022 12,066 -434 $12K -11.5% 0.00% ABS-MBS
1235 BANK OF AMERICA N.A. N/A Apr 2022 88,630 New $11K — 0.00% DCR
1236 GINNIE MAE I POOL 36186JHS0 Apr 2022 11,543 -14,638 $11K -57.7% 0.00% ABS-MBS
1237 FANNIE MAE POOL 31409VC76 Apr 2022 10,882 -1,486 $11K -17.8% 0.00% ABS-MBS
1238 GNMA 38377WKG8 Apr 2022 3,281,395 -930,221 $11K -29.5% 0.00% ABS-MBS
1239 CONNECTICUT AVENUE SECURITIES TRUST 2024-R02 20754GAA8 Apr 2024 10,494 New $10K — 0.00% ABS-CBDO
1240 GINNIE MAE I POOL 3617LDUA2 Apr 2022 10,848 -2,913 $10K -27.7% 0.00% ABS-MBS
1241 FREDDIE MAC REMICS 3137AMVW4 Apr 2022 205,040 -242,008 $10K -68.4% 0.00% ABS-MBS
1242 FANNIE MAE POOL 31418BMF0 Apr 2022 10,973 -3,080 $10K -29.4% 0.00% ABS-MBS
1243 GINNIE MAE I POOL 36212CTP6 Apr 2022 8,897 -1,840 $9K -21.8% 0.00% ABS-MBS
1244 COMM 2014-LC17 MORTGAGE TRUST 12592MBL3 Apr 2022 14,815,130 -1,593,217 $9K -95.9% 0.00% ABS-MBS
1245 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XC36 Apr 2024 8,744 New $9K — 0.00% ABS-CBDO
1246 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 45,987 New $8K — 0.00% DCR
1247 FANNIE MAE POOL 31410FDX0 Apr 2022 7,313 -773 $8K -15.1% 0.00% ABS-MBS
1248 GINNIE MAE I POOL 36213GNS6 Apr 2022 7,015 -1,506 $7K -22.3% 0.00% ABS-MBS
1249 GINNIE MAE I POOL 36213GNT4 Apr 2022 6,729 -1,752 $7K -25.2% 0.00% ABS-MBS
1250 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 20,000 New $7K — 0.00% DCR
1251 FREDDIE MAC REMICS 31396HU72 Apr 2022 7,942 -1,695 $7K -22.4% 0.00% ABS-MBS
1252 FANNIE MAE POOL 31371MWJ2 Apr 2022 5,727 -2,624 $6K -35.9% 0.00% ABS-MBS
1253 GNMA 38379BZU5 Apr 2022 313,536 -1,609,502 $6K -93.2% 0.00% ABS-MBS
1254 FREDDIE MAC GOLD POOL 31346YWY5 Apr 2022 5,936 -248 $6K -13.0% 0.00% ABS-MBS
1255 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 49,000 New $5K — 0.00% DCR
1256 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 36,000 New $4K — 0.00% DCR
1257 GINNIE MAE I POOL 36186JHQ4 Apr 2022 2,794 -9,909 $3K -78.8% 0.00% ABS-MBS
1258 FANNIE MAE REMICS 31396K2S0 Apr 2022 3,406 -1,420 $3K -37.6% 0.00% ABS-MBS
1259 FREDDIE MAC REMICS 31397KMR9 Apr 2022 3,036 -2,204 $2K -46.8% 0.00% ABS-MBS
1260 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 9,000 New $1K — 0.00% DCR
1261 J.P. MORGAN SECURITIES, LLC N/A Apr 2022 9,000 New $1K — 0.00% DCR
1262 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 11,000 New $1K — 0.00% DCR
1263 BARCLAYS BANK PLC N/A Apr 2022 53,869,800 New $1K — 0.00% DIR
1264 CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2 22545YBS9 Apr 2022 5,864,490 -283,100 $379 +7612.0% 0.00% ABS-MBS
1265 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16 94988XAX4 Apr 2022 15,180,107 -45,212,035 $352 -100.0% 0.00% ABS-MBS
1266 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2006-C29 92978PAG4 Apr 2022 99,731 -2,723,194 $334 -73.2% 0.00% ABS-MBS
1267 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 46639YAS6 Apr 2022 1,641,879 -33,867,053 $39 -100.0% 0.00% ABS-MBS
1268 WFRBS COMMERCIAL MORTGAGE TRUST 2013-C14 92890PAL8 Apr 2022 2,240,669 -72,149,076 $20 -100.0% 0.00% ABS-MBS
1269 TIAA REAL ESTATE CDO LTD 88631FAA6 Apr 2022 1,661,295 — $17 +0.0% 0.00% ABS-MBS
1270 BANK OF AMERICA N.A. N/A Apr 2022 17,129,000 New $-9421 — -0.00% DIR
1271 CITIBANK N.A. N/A Apr 2022 36,781,700 New $-75402 — -0.01% DIR
1272 BANK OF AMERICA N.A. N/A Apr 2022 21,827,700 New $-79671 — -0.01% DIR
1273 CITIBANK N.A. N/A Apr 2022 94,841,400 New $-97687 — -0.01% DIR
1274 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 8,261,100 New $-101942 — -0.01% DIR
1275 DEUTSCHE BANK AG N/A Apr 2022 11,330,800 New $-114214 — -0.01% DIR
1276 BANK OF AMERICA N.A. N/A Apr 2022 17,129,000 New $-153818 — -0.01% DIR
1277 CITIBANK N.A. N/A Apr 2022 16,838,700 New $-173775 — -0.01% DIR
1278 CITIBANK N.A. N/A Apr 2022 33,063,000 New $-220861 — -0.02% DIR
1279 BANK OF AMERICA N.A. N/A Apr 2022 16,715,200 New $-231506 — -0.02% DIR
1280 CITIBANK N.A. N/A Apr 2022 28,489,700 New $-267518 — -0.02% DIR
1281 BANK OF AMERICA N.A. N/A Apr 2022 10,962,300 New $-291268 — -0.02% DIR
1282 BANK OF AMERICA N.A. N/A Apr 2022 49,486,700 New $-393914 — -0.03% DIR
1283 BARCLAYS BANK PLC N/A Apr 2022 21,524,500 New $-409396 — -0.03% DIR
1284 BARCLAYS BANK PLC N/A Apr 2022 120,114,100 New $-419198 — -0.04% DIR
1285 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 37,620,500 New $-431507 — -0.04% DIR
1286 DEUTSCHE BANK AG N/A Apr 2022 24,677,900 New $-804006 — -0.07% DIR
✕ FANNIE MAE POOL 01F030660 — 304,000,000 Exited $285.9M — — —
✕ FANNIE MAE POOL 01F042665 — 200,000,000 Exited $202.5M — — —
✕ FANNIE MAE POOL 01F020661 — 104,000,000 Exited $91.5M — — —
✕ FANNIE MAE POOL 01F040669 — 86,000,000 Exited $85.2M — — —
✕ FANNIE MAE POOL 01F022667 — 92,000,000 Exited $83.8M — — —
✕ FANNIE MAE POOL 01F032666 — 47,000,000 Exited $45.5M — — —
✕ UNITED STATES OF AMERICA 912796V89 — 43,100,000 Exited $43.1M — — —
✕ UNITED STATES OF AMERICA 912796V97 — 30,800,000 Exited $30.8M — — —
✕ UNITED STATES OF AMERICA 912796J42 — 30,400,000 Exited $30.4M — — —
✕ UNITED STATES OF AMERICA 912796U72 — 29,800,000 Exited $29.8M — — —
✕ UNITED STATES OF AMERICA 912796Q44 — 29,400,000 Exited $29.4M — — —
✕ UNITED STATES OF AMERICA 912796H44 — 24,900,000 Exited $24.9M — — —
✕ UNITED STATES OF AMERICA 912796R43 — 20,900,000 Exited $20.9M — — —
✕ UNITED STATES OF AMERICA 912796R35 — 15,100,000 Exited $15.1M — — —
✕ FANNIE MAE REMICS 3136BA6J8 — 68,763,101 Exited $14.6M — — —
✕ FANNIE MAE REMICS 3136BDVY1 — 65,398,629 Exited $13.7M — — —
✕ FANNIE MAE REMICS 3136BBVF6 — 63,611,905 Exited $12.3M — — —
✕ STATION PLACE SECURITIZATION TRUST SERIES 2021-10 857707AA1 — 11,580,000 Exited $11.6M — — —
✕ GS MORTGAGE SECURITIES TRUST 2012-GCJ9 36192PAG1 — 11,564,000 Exited $11.5M — — —
✕ APPLE INC 037833EG1 — 15,302,000 Exited $11.2M — — —
✕ FREDDIE MAC REMICS 3137F9VX6 — 56,518,507 Exited $11.1M — — —
✕ FNMA 3137H2HH0 — 58,036,330 Exited $11.0M — — —
✕ GNMA 38382UBT7 — 71,584,566 Exited $11.0M — — —
✕ FREDDIE MAC STACR TRUST 2019-DNA1 35563KBD1 — 10,684,210 Exited $10.9M — — —
✕ FREDDIE MAC STACR TRUST 2019-DNA2 35564LAH0 — 10,749,798 Exited $10.8M — — —
✕ COMM 2018-COR3 MORTGAGE TRUST 12595VAH0 — 11,276,000 Exited $10.8M — — —
✕ FANNIE MAE REMICS 3136BBWL2 — 51,780,185 Exited $10.4M — — —
✕ STATION PLACE SECURITIZATION TRUST 85772DAA6 — 10,160,000 Exited $10.2M — — —
✕ FREDDIE MAC REMICS 3137FRZU8 — 48,443,961 Exited $9.9M — — —
✕ TOORAK MORTGAGE CORP 2018-1 LTD 89052WAA7 — 10,066,736 Exited $9.9M — — —
✕ FREDDIE MAC REMICS 3137H0TS7 — 69,812,116 Exited $9.5M — — —
✕ FREDDIE MAC REMICS 3137F7HN8 — 49,939,211 Exited $9.3M — — —
✕ COMCAST CORP 20030NCZ2 — 11,073,000 Exited $9.2M — — —
✕ STATION PLACE SECURITIZATION TRUST SERIES 2022-2 85772FAA1 — 9,138,000 Exited $9.1M — — —
✕ BRISTOL-MYERS SQUIBB CO 110122DP0 — 10,366,000 Exited $9.1M — — —
✕ MRA ISSUANCE TRUST 2020-2 55346HAB5 — 8,690,000 Exited $8.7M — — —
✕ FANNIE MAE REMICS 3136BB4F6 — 53,936,897 Exited $8.6M — — —
✕ MRA ISSUANCE TRUST 2021-8 55350J108 — 8,624,000 Exited $8.6M — — —
✕ 1SHARPE MORTGAGE TRUST 2020-1 68257LAA8 — 8,456,000 Exited $8.4M — — —
✕ FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0NB1 — 7,511,000 Exited $7.8M — — —
✕ GNMA 38382LKE0 — 47,849,363 Exited $7.7M — — —
✕ JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C15 46640NAL2 — 7,601,000 Exited $7.6M — — —
✕ FREDDIE MAC REMICS 3137FXJE9 — 42,492,863 Exited $7.5M — — —
✕ FREDDIE MAC REMICS 3137FVLC4 — 47,475,659 Exited $7.5M — — —
✕ HALSEYPOINT CLO 2 LTD 40638TAE2 — 7,500,000 Exited $7.4M — — —
✕ MAGALLANES INC 55903VAL7 — 7,679,000 Exited $7.1M — — —
✕ GNMA 38382CYA3 — 51,115,384 Exited $7.0M — — —
✕ FREDDIE MAC STACR TRUST 2018-DNA2 35563TAV3 — 7,040,000 Exited $6.9M — — —
✕ SIRIUS XM RADIO INC 82967NBM9 — 7,805,000 Exited $6.6M — — —
✕ JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C8 46638UAM8 — 6,475,000 Exited $6.4M — — —
✕ CARVAL CLO IV LTD 14687EAE0 — 6,400,000 Exited $6.3M — — —
✕ FREDDIE MAC REMICS 3137FT3B1 — 33,919,173 Exited $6.3M — — —
✕ ABN AMRO BANK NV 00084DAV2 — 7,400,000 Exited $6.2M — — —
✕ OMNICOM GROUP INC 681919BB1 — 6,879,000 Exited $6.0M — — —
✕ BELLEMEADE RE 2019-4 LTD 07876LAC3 — 6,026,000 Exited $5.9M — — —
✕ AB BSL CLO 2 LTD 00037LAA8 — 6,005,000 Exited $5.9M — — —
✕ MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2021-1 61916TAA9 — 5,877,000 Exited $5.9M — — —
✕ FANNIE MAE REMICS 3136BDPM4 — 32,633,386 Exited $5.8M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XY32 — 5,684,000 Exited $5.8M — — —
✕ CITRIX SYSTEMS INC 177376AG5 — 5,876,000 Exited $5.7M — — —
✕ RREF 2012 LT1 LLC 76243NAE6 — 5,659,000 Exited $5.6M — — —
✕ RADNOR RE 2019-1 LTD 75049SAC7 — 5,630,000 Exited $5.5M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XJW5 — 5,177,000 Exited $5.5M — — —
✕ AMAZON.COM INC 023135BZ8 — 6,131,000 Exited $5.3M — — —
✕ GNMA 38382EFF9 — 43,215,066 Exited $5.3M — — —
✕ DIGITAL REALTY TRUST LP 25389JAT3 — 5,280,000 Exited $5.3M — — —
✕ FREDDIE MAC STRIPS 3132HTTN6 — 6,590,209 Exited $5.2M — — —
✕ ELMWOOD CLO IV LTD 29002GAC5 — 5,250,000 Exited $5.2M — — —
✕ KRAFT HEINZ FOODS CO 50077LBC9 — 5,226,000 Exited $5.1M — — —
✕ GOLDMAN SACHS GROUP INC/THE 38141GWZ3 — 5,229,000 Exited $5.1M — — —
✕ AT AND T INC 00206RKH4 — 6,107,000 Exited $5.1M — — —
✕ ANHEUSER-BUSCH INBEV WORLDWIDE INC 03523TBV9 — 4,734,000 Exited $5.1M — — —
✕ ELMWOOD CLO VI LTD 29001VAN9 — 5,110,000 Exited $5.0M — — —
✕ UBS-CITIGROUP COMMERCIAL MORTGAGE TRUST 2011-C1 90268TAQ7 — 5,657,000 Exited $5.0M — — —
✕ CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 20753VBE7 — 5,000,000 Exited $4.9M — — —
✕ JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 46639YAV9 — 4,970,000 Exited $4.9M — — —
✕ CONTINENTAL RESOURCES INC/OK 212015AS0 — 4,989,000 Exited $4.9M — — —
✕ CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2008-C1 22546NAH7 — 9,821,289 Exited $4.8M — — —
✕ ENTERPRISE PRODUCTS OPERATING LLC 29379VBX0 — 5,283,000 Exited $4.8M — — —
✕ FREDDIE MAC STACR REMIC TRUST 2020-DNA2 35565KBD9 — 5,000,000 Exited $4.7M — — —
✕ AGL CLO 13 LTD 00120JAA1 — 4,765,000 Exited $4.7M — — —
✕ BELLEMEADE RE 2017-1 LTD 078767AB6 — 4,674,515 Exited $4.7M — — —
✕ ICG US CLO 2015-2R LTD 44933WAC3 — 4,733,000 Exited $4.7M — — —
✕ BLOCK INC 852234AM5 — 5,424,000 Exited $4.5M — — —
✕ WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50 95001XAJ5 — 6,209,000 Exited $4.5M — — —
✕ PALMER SQUARE LOAN FUNDING 2022-2 LTD 69701NAC0 — 4,525,000 Exited $4.5M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XR30 — 4,331,600 Exited $4.5M — — —
✕ JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1MEM 46654BAL1 — 5,750,000 Exited $4.4M — — —
✕ L3HARRIS TECHNOLOGIES INC 502431AL3 — 4,440,000 Exited $4.4M — — —
✕ UBS GROUP AG 90351DAB3 — 4,400,000 Exited $4.4M — — —
✕ SOCIETE GENERALE SA 83370RAA6 — 4,892,000 Exited $4.3M — — —
✕ GOLDENTREE LOAN MANAGEMENT US CLO 5 LTD 38138DAQ9 — 4,298,000 Exited $4.2M — — —
✕ FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3137FTZS9 — 38,296,750 Exited $4.1M — — —
✕ VERIZON COMMUNICATIONS INC 92343VDY7 — 4,060,000 Exited $4.1M — — —
✕ UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 90349GAN5 — 4,129,000 Exited $4.1M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XEQ3 — 3,652,000 Exited $4.0M — — —
✕ UNITED STATES OF AMERICA 91282CAM3 — 4,389,000 Exited $4.0M — — —
✕ CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-GC46 17328RBE8 — 68,560,304 Exited $4.0M — — —
✕ COMM 2012-CCRE1 MORTGAGE TRUST 12624BAH9 — 4,003,000 Exited $4.0M — — —
✕ GSK CONSUMER HEALTHCARE CAPITAL US LLC 36264FAD3 — 4,225,000 Exited $4.0M — — —
✕ FREDDIE MAC STACR REMIC TRUST 2020-HQA2 35565LAH9 — 3,932,286 Exited $3.9M — — —
✕ FREDDIE MAC STACR TRUST 2018-HQA2 35563XAH5 — 3,917,300 Exited $3.9M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XLT9 — 3,825,422 Exited $3.9M — — —
✕ GS MORTGAGE SECURITIES TRUST 2014-GC18 36252RBJ7 — 5,144,000 Exited $3.8M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2013-UBS1 92938JAN2 — 3,873,000 Exited $3.8M — — —
✕ FREDDIE MAC STACR TRUST 2019-DNA3 35564TAH3 — 3,735,308 Exited $3.7M — — —
✕ FREDDIE MAC STACR TRUST 2019-DNA1 35563KAH3 — 3,689,181 Exited $3.7M — — —
✕ COMM 2015-LC19 MORTGAGE TRUST 200474AE4 — 4,050,000 Exited $3.6M — — —
✕ MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C14 61690GAL5 — 3,567,000 Exited $3.6M — — —
✕ BERKSHIRE HATHAWAY FINANCE CORP 084664CZ2 — 3,768,000 Exited $3.6M — — —
✕ FANNIE MAE REMICS 3136AYW82 — 19,932,262 Exited $3.6M — — —
✕ OAKTREE CLO 2021-1 LTD 67402JAA9 — 3,600,000 Exited $3.6M — — —
✕ ISTAR INC 45031UCG4 — 3,715,000 Exited $3.5M — — —
✕ STATION PLACE SECURITIZATION TRUST SERIES 2021-14 85779JAA6 — 3,503,000 Exited $3.5M — — —
✕ FANNIE MAE REMICS 3136B6QQ9 — 23,377,298 Exited $3.5M — — —
✕ CROWN CASTLE INTERNATIONAL CORP 22822VAR2 — 3,817,000 Exited $3.5M — — —
✕ ZOETIS INC 98978VAN3 — 3,457,000 Exited $3.4M — — —
✕ JAMESTOWN CLO VI-R LTD 47047LAE9 — 3,443,000 Exited $3.4M — — —
✕ BOEING CO/THE 097023CT0 — 3,373,000 Exited $3.4M — — —
✕ ABBVIE INC 00287YBX6 — 3,667,000 Exited $3.4M — — —
✕ AIMCO CLO 14 LTD 00144GAC5 — 3,471,000 Exited $3.4M — — —
✕ WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33 95000LAJ2 — 3,952,000 Exited $3.4M — — —
✕ FREDDIE MAC REMICS 3137FUF90 — 35,405,920 Exited $3.4M — — —
✕ SIRIUS XM RADIO INC 82967NBA5 — 3,456,000 Exited $3.3M — — —
✕ KRAFT HEINZ FOODS CO 50077LAB2 — 3,683,000 Exited $3.2M — — —
✕ CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 126281AL8 — 4,076,000 Exited $3.2M — — —
✕ DIAMONDBACK ENERGY INC 25278XAM1 — 3,298,000 Exited $3.2M — — —
✕ GS MORTGAGE SECURITIES TRUST 2014-GC22 36253BBB8 — 3,264,000 Exited $3.2M — — —
✕ COMM 2013-LC6 MORTGAGE TRUST 20048EAG6 — 3,735,000 Exited $3.2M — — —
✕ JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 46640LAQ5 — 4,371,000 Exited $3.2M — — —
✕ RADNOR RE 2018-1 LTD 750496AB7 — 3,160,000 Exited $3.1M — — —
✕ COLUMBIA CENT CLO 29 LTD 197363AU8 — 3,161,000 Exited $3.1M — — —
✕ GALAXY XXII CLO LTD 36320TAV5 — 3,154,000 Exited $3.1M — — —
✕ BROADCOM INC 11135FAQ4 — 3,267,000 Exited $3.1M — — —
✕ KEURIG DR PEPPER INC 26138EAX7 — 3,148,000 Exited $3.1M — — —
✕ NYMT LOAN TRUST I SERIES 2021-BPL1 62955KAA8 — 3,200,000 Exited $3.1M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 92936CBA6 — 6,151,000 Exited $3.0M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XUW2 — 2,975,000 Exited $3.0M — — —
✕ ALPHABET INC 02079KAG2 — 4,497,000 Exited $3.0M — — —
✕ CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 161175BU7 — 3,543,000 Exited $2.9M — — —
✕ CARLYLE US CLO 2021-8 LTD 143120AC7 — 2,981,000 Exited $2.9M — — —
✕ GNMA 38382BDB6 — 21,156,649 Exited $2.9M — — —
✕ BBCMS TRUST 2021-C10 05551VAE3 — 4,200,000 Exited $2.9M — — —
✕ FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0PR4 — 2,692,000 Exited $2.9M — — —
✕ BECTON DICKINSON AND CO 075887CJ6 — 3,179,000 Exited $2.8M — — —
✕ GNMA 38381BFZ2 — 21,739,608 Exited $2.8M — — —
✕ ICG US CLO 2018-3 LTD 44932BAS5 — 2,818,000 Exited $2.8M — — —
✕ JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C8 46638UAR7 — 2,815,000 Exited $2.7M — — —
✕ COX COMMUNICATIONS INC 224044CJ4 — 2,822,000 Exited $2.7M — — —
✕ DRYDEN XXVI SENIOR LOAN FUND 26250UAS4 — 2,750,000 Exited $2.7M — — —
✕ WASTE CONNECTIONS INC 941053AJ9 — 2,833,000 Exited $2.7M — — —
✕ NORTHROP GRUMMAN CORP 666807BN1 — 2,833,000 Exited $2.7M — — —
✕ UBS COMMERCIAL MORTGAGE TRUST 2012-C1 90269GAN1 — 2,986,644 Exited $2.7M — — —
✕ JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 46643PAN0 — 3,567,000 Exited $2.7M — — —
✕ CHENIERE CORPUS CHRISTI HOLDINGS LLC 16412XAG0 — 2,613,000 Exited $2.7M — — —
✕ FANNIE MAE POOL 3140J8SF1 — 2,881,708 Exited $2.7M — — —
✕ JPMORGAN CHASE AND CO 46647PAL0 — 2,977,000 Exited $2.6M — — —
✕ MELLO WAREHOUSE SECURITIZATION TRUST 2018-1 58552NAA7 — 2,618,000 Exited $2.6M — — —
✕ ELMWOOD CLO V LTD 29003BAL5 — 2,642,000 Exited $2.6M — — —
✕ JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 46643PAQ3 — 4,818,000 Exited $2.6M — — —
✕ NRG ENERGY INC 629377CS9 — 3,112,000 Exited $2.6M — — —
✕ STELLANTIS FINANCE US INC 85855CAB6 — 3,130,000 Exited $2.6M — — —
✕ GNMA 38382DRV3 — 18,784,549 Exited $2.6M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XQW7 — 2,480,000 Exited $2.6M — — —
✕ GENERAL MOTORS CO 37045VAT7 — 2,542,000 Exited $2.5M — — —
✕ FREDDIE MAC STACR TRUST 2019-HQA1 35563MAH9 — 2,517,794 Exited $2.5M — — —
✕ WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2005-C21 92976BAA0 — 2,739,453 Exited $2.5M — — —
✕ REGATTA XX FUNDING LTD 75884YAA6 — 2,560,000 Exited $2.5M — — —
✕ ANHEUSER-BUSCH INBEV WORLDWIDE INC 035240AQ3 — 2,431,000 Exited $2.5M — — —
✕ CEDAR FUNDING XIV CLO LTD 15034AAC9 — 2,479,000 Exited $2.5M — — —
✕ MELLO WAREHOUSE SECURITIZATION TRUST 2020-2 58551VAA0 — 2,442,000 Exited $2.4M — — —
✕ LCH Limited 99JX879L2 — 9,000,000 Exited $2.4M — — —
✕ SABINE PASS LIQUEFACTION LLC 785592AS5 — 2,342,000 Exited $2.4M — — —
✕ COREBRIDGE FINANCIAL INC 21871XAE9 — 2,470,000 Exited $2.4M — — —
✕ GNMA 38381RBC2 — 18,238,767 Exited $2.4M — — —
✕ GNMA 38382DL64 — 20,433,083 Exited $2.3M — — —
✕ NATWEST GROUP PLC 780097BG5 — 2,275,000 Exited $2.3M — — —
✕ GNMA 38381XBB1 — 18,960,348 Exited $2.2M — — —
✕ KEURIG DR PEPPER INC 49271VAJ9 — 2,402,000 Exited $2.2M — — —
✕ UBS GROUP AG 902613AD0 — 2,615,000 Exited $2.2M — — —
✕ T-MOBILE USA INC 87264ACB9 — 2,562,000 Exited $2.2M — — —
✕ TRUIST FINANCIAL CORP 89832QAD1 — 2,236,000 Exited $2.1M — — —
✕ FANNIE MAE REMICS 3136B3G53 — 19,087,612 Exited $2.1M — — —
✕ FREDDIE MAC REMICS 3137FC5M2 — 13,423,032 Exited $2.1M — — —
✕ FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0RJ0 — 2,000,000 Exited $2.1M — — —
✕ CANTOR FITZGERALD LP 138616AC1 — 2,064,000 Exited $2.1M — — —
✕ MICROSOFT CORP 594918CE2 — 2,555,000 Exited $2.1M — — —
✕ FANNIE MAE REMICS 3136B0RS7 — 13,550,343 Exited $2.0M — — —
✕ GENERAL ELECTRIC CO 369604BQ5 — 2,159,000 Exited $2.0M — — —
✕ STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-2 85573DAB5 — 1,962,000 Exited $2.0M — — —
✕ MARATHON CLO XIII LTD 56579AAS9 — 1,976,000 Exited $2.0M — — —
✕ HCA INC 404119BX6 — 2,044,000 Exited $2.0M — — —
✕ FANNIE MAE REMICS 3136AP6K3 — 17,628,076 Exited $1.9M — — —
✕ GNMA 38381R6Q7 — 16,277,657 Exited $1.9M — — —
✕ NUTRIEN LTD 67077MAW8 — 2,070,000 Exited $1.9M — — —
✕ CASCADE FUNDING MORTGAGE TRUST 2021-HB6 12527LAC6 — 2,000,000 Exited $1.9M — — —
✕ TRANSCANADA TRUST 89356BAC2 — 1,940,000 Exited $1.9M — — —
✕ FANNIE MAE REMICS 3136B6NN9 — 13,826,874 Exited $1.9M — — —
✕ ZAIS CLO 13 LTD 98876NAA2 — 1,858,000 Exited $1.8M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7 92936TAJ1 — 4,142,000 Exited $1.8M — — —
✕ MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 61763UAG7 — 2,709,000 Exited $1.8M — — —
✕ WASTE CONNECTIONS INC 94106BAE1 — 1,977,000 Exited $1.8M — — —
✕ FREDDIE MAC REMICS 3137BHL70 — 11,877,975 Exited $1.8M — — —
✕ NETFLIX INC 64110LAT3 — 1,723,000 Exited $1.8M — — —
✕ NASSAU 2019-I LTD 63171NAJ9 — 1,777,000 Exited $1.8M — — —
✕ EAGLE RE 2018-1 LTD 269826AA1 — 1,755,056 Exited $1.7M — — —
✕ GNMA 38381XXG6 — 13,656,557 Exited $1.7M — — —
✕ DT MIDSTREAM INC 23345MAC1 — 1,735,000 Exited $1.6M — — —
✕ GNMA 38381AHQ2 — 12,960,788 Exited $1.6M — — —
✕ CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 20753VCZ9 — 1,600,000 Exited $1.6M — — —
✕ BOEING CO/THE 097023CX1 — 1,599,000 Exited $1.6M — — —
✕ GOLDMAN SACHS GROUP INC/THE 38141GXG4 — 1,822,000 Exited $1.6M — — —
✕ FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0QG7 — 1,565,000 Exited $1.6M — — —
✕ FORD MOTOR CREDIT CO LLC 345397B93 — 1,880,000 Exited $1.6M — — —
✕ VISTRA OPERATIONS CO LLC 92840VAD4 — 1,580,000 Exited $1.6M — — —
✕ FANNIE MAE REMICS 3136AURL7 — 14,682,551 Exited $1.5M — — —
✕ RR 7 LTD 74980EAS7 — 1,515,000 Exited $1.5M — — —
✕ TOORAK MORTGAGE CORP 2019-2 LTD 89052LAB9 — 1,500,000 Exited $1.5M — — —
✕ BANK OF AMERICA CORP 060505FP4 — 1,528,000 Exited $1.5M — — —
✕ FREDDIE MAC STACR REMIC TRUST 2020-HQA1 35565JAH4 — 1,460,049 Exited $1.5M — — —
✕ FREDDIE MAC STACR REMIC TRUST 2020-DNA2 35565KAH1 — 1,431,960 Exited $1.4M — — —
✕ AUTONATION INC 05329WAS1 — 1,760,000 Exited $1.4M — — —
✕ GNMA 38381XAJ5 — 13,238,591 Exited $1.4M — — —
✕ FANNIE MAE REMICS 3136B1ZU1 — 10,692,747 Exited $1.4M — — —
✕ WORKDAY INC 98138HAH4 — 1,460,000 Exited $1.4M — — —
✕ VERIZON COMMUNICATIONS INC 92343VGJ7 — 1,606,000 Exited $1.4M — — —
✕ MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 61762MBE0 — 4,172,000 Exited $1.4M — — —
✕ SECURITIZED TERM AUTO LOAN RECEIVABLES TRUST 2019-CRT 81379MAD6 — 1,382,059 Exited $1.4M — — —
✕ FREDDIE MAC REMICS 3137BQNH6 — 13,149,156 Exited $1.4M — — —
✕ BELLEMEADE RE 2020-2 LTD 078782AE9 — 1,278,000 Exited $1.4M — — —
✕ FANNIE MAE POOL 3140FC3F3 — 1,383,652 Exited $1.4M — — —
✕ UBS GROUP AG 90351DAF4 — 1,361,000 Exited $1.3M — — —
✕ FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0AY5 — 1,314,238 Exited $1.3M — — —
✕ GNMA 38376XF24 — 11,567,487 Exited $1.3M — — —
✕ FANNIE MAE REMICS 3136AMKT5 — 11,434,761 Exited $1.3M — — —
✕ GENERAL MOTORS CO 37045VAJ9 — 1,444,000 Exited $1.3M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 92936CAY5 — 1,776,768 Exited $1.3M — — —
✕ COMM 2013-CCRE13 MORTGAGE TRUST 12630BAG3 — 1,524,000 Exited $1.3M — — —
✕ CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 161175BA1 — 1,284,000 Exited $1.3M — — —
✕ STACR TRUST 2018-DNA3 35563WBD5 — 1,280,000 Exited $1.3M — — —
✕ JOHNSON CONTROLS INTERNATIONAL PLC 478375AR9 — 1,282,000 Exited $1.3M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XJX3 — 1,230,950 Exited $1.3M — — —
✕ AMERICAN ELECTRIC POWER CO INC 025537AM3 — 1,265,000 Exited $1.3M — — —
✕ GNMA 38379PUB1 — 6,197,665 Exited $1.3M — — —
✕ GINNIE MAE I POOL 3617AMJ74 — 1,232,281 Exited $1.2M — — —
✕ GINNIE MAE I POOL 3617LCDT2 — 1,231,948 Exited $1.2M — — —
✕ GNMA 38375UHX1 — 26,417,035 Exited $1.2M — — —
✕ BELLEMEADE RE 2020-2 LTD 078782AC3 — 1,227,320 Exited $1.2M — — —
✕ EAGLE RE 2018-1 LTD 269826AB9 — 1,210,000 Exited $1.2M — — —
✕ ELMWOOD CLO XII LTD 29002YAC6 — 1,201,000 Exited $1.2M — — —
✕ CHENIERE ENERGY PARTNERS LP 16411QAL5 — 1,388,000 Exited $1.2M — — —
✕ GNMA 38375AP24 — 7,861,094 Exited $1.2M — — —
✕ GINNIE MAE I POOL 3617BGTB6 — 1,159,854 Exited $1.1M — — —
✕ GNMA 38381TSF3 — 11,748,693 Exited $1.1M — — —
✕ GINNIE MAE I POOL 3617B3QP7 — 1,151,177 Exited $1.1M — — —
✕ UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 90349GAU9 — 1,319,000 Exited $1.1M — — —
✕ GNMA 38382J3G9 — 6,551,252 Exited $1.1M — — —
✕ GLOBAL PAYMENTS INC 37940XAG7 — 1,192,000 Exited $1.1M — — —
✕ FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0SE0 — 1,000,000 Exited $1.0M — — —
✕ GNMA 38381A3Z7 — 9,653,665 Exited $1.0M — — —
✕ AMAZON.COM INC 023135BJ4 — 1,061,000 Exited $1.0M — — —
✕ GINNIE MAE I POOL 3617AMJ90 — 1,012,846 Exited $1.0M — — —
✕ AMGEN INC 031162CF5 — 1,020,000 Exited $1.0M — — —
✕ FREDDIE MAC REMICS 3137FNQB9 — 7,863,202 Exited $1.0M — — —
✕ CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC19 17322AAJ1 — 61,338,777 Exited $1.0M — — —
✕ COMM 2013-CCRE11 MORTGAGE TRUST 12626LBN1 — 949,000 Exited $1.0M — — —
✕ COMM 2014-LC15 MORTGAGE TRUST 12591TAF3 — 60,541,911 Exited $0.9M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 92890NAG4 — 3,645,000 Exited $0.9M — — —
✕ TORONTO-DOMINION BANK/THE 891160MJ9 — 945,000 Exited $0.9M — — —
✕ FREDDIE MAC STACR TRUST 2019-FTR2 35564WAH6 — 928,000 Exited $0.9M — — —
✕ GINNIE MAE I POOL 3617AMJ66 — 902,726 Exited $0.9M — — —
✕ FANNIE MAE POOL 3138Y7CV2 — 900,409 Exited $0.9M — — —
✕ GINNIE MAE I POOL 3617B3QM4 — 884,942 Exited $0.9M — — —
✕ AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC 024747AF4 — 925,000 Exited $0.9M — — —
✕ FANNIE MAE REMICS 3136B0XB7 — 6,566,916 Exited $0.9M — — —
✕ GNMA 38375UVZ0 — 20,016,956 Exited $0.9M — — —
✕ GNMA 38382LYL9 — 5,613,559 Exited $0.9M — — —
✕ GNMA 38381B7N8 — 8,112,725 Exited $0.9M — — —
✕ GINNIE MAE I POOL 3617G0RU6 — 860,045 Exited $0.8M — — —
✕ GNMA 38376RPW0 — 29,507,330 Exited $0.8M — — —
✕ REPUBLIC OF SENEGAL V7691DAZ9 — 810,000 Exited $0.8M — — —
✕ FREDDIE MAC STACR REMIC TRUST 2020-HQA3 35565MAH7 — 798,806 Exited $0.8M — — —
✕ FREDDIE MAC REMICS 3137BMNM4 — 4,575,251 Exited $0.8M — — —
✕ FANNIE MAE REMICS 3136A9X60 — 4,508,764 Exited $0.8M — — —
✕ VISTA POINT SECURITIZATION TRUST 2020-1 92838WAB0 — 790,000 Exited $0.8M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 92890NAE9 — 1,105,000 Exited $0.8M — — —
✕ GINNIE MAE I POOL 36196UJY8 — 763,384 Exited $0.8M — — —
✕ BOARDWALK PIPELINES LP 096630AJ7 — 878,000 Exited $0.8M — — —
✕ GNMA 38376RDF0 — 13,307,941 Exited $0.8M — — —
✕ REPUBLIC OF INDONESIA Y20721BN8 — 750,000 Exited $0.8M — — —
✕ COMM 2014-UBS6 MORTGAGE TRUST 12592PBG7 — 44,088,616 Exited $0.8M — — —
✕ PERTAMINA PERSERO PT 69370RAL1 — 890,000 Exited $0.7M — — —
✕ NEWS CORP 65249BAB5 — 767,000 Exited $0.7M — — —
✕ FREDDIE MAC REMICS 3137H4FS4 — 3,767,095 Exited $0.7M — — —
✕ GINNIE MAE I POOL 3617LNR89 — 736,368 Exited $0.7M — — —
✕ FREDDIE MAC REMICS 3137H4BA7 — 3,942,537 Exited $0.7M — — —
✕ FREDDIE MAC STACR TRUST 2019-DNA2 35564LBD8 — 700,000 Exited $0.7M — — —
✕ FORD MOTOR CO 345370DA5 — 843,000 Exited $0.7M — — —
✕ FANNIE MAE REMICS 3136BKDM1 — 4,209,494 Exited $0.7M — — —
✕ UNITED STATES OF AMERICA 91282CCM1 — 616,581 Exited $0.7M — — —
✕ COMM 2013-LC13 MORTGAGE TRUST 12626GAT0 — 720,000 Exited $0.7M — — —
✕ UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C3 90349DAS1 — 660,000 Exited $0.7M — — —
✕ CREDIT AGRICOLE S.A. 225313AD7 — 640,000 Exited $0.7M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XNW0 — 648,000 Exited $0.6M — — —
✕ FANNIE MAE POOL 3138APEH7 — 623,963 Exited $0.6M — — —
✕ GNMA 38380XYB7 — 5,489,042 Exited $0.6M — — —
✕ CARLYLE C17 CLO LTD 14307PAC9 — 605,000 Exited $0.6M — — —
✕ GNMA 38381WUN6 — 6,113,327 Exited $0.6M — — —
✕ GINNIE MAE I POOL 3617BCD48 — 599,938 Exited $0.6M — — —
✕ GNMA 38375AXQ2 — 2,908,016 Exited $0.6M — — —
✕ MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C12 61762XAV9 — 101,980,505 Exited $0.6M — — —
✕ GNMA 38376RKS4 — 14,122,978 Exited $0.6M — — —
✕ HOME RE 2018-1 LTD 43730MAA6 — 584,176 Exited $0.6M — — —
✕ FORD MOTOR CO 345370BY5 — 550,000 Exited $0.6M — — —
✕ UNITED MEXICAN STATES 91086QBE7 — 581,000 Exited $0.6M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XSX3 — 534,834 Exited $0.5M — — —
✕ GNMA 38379JHX2 — 3,332,965 Exited $0.5M — — —
✕ GINNIE MAE I POOL 3617ALRA0 — 524,792 Exited $0.5M — — —
✕ GNMA 38376R5G7 — 15,913,340 Exited $0.5M — — —
✕ FANNIE MAE POOL 3140JKAB2 — 510,610 Exited $0.5M — — —
✕ GNMA 38378F5A4 — 4,386,783 Exited $0.5M — — —
✕ GINNIE MAE I POOL 3617B3QL6 — 525,248 Exited $0.5M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XEN0 — 483,000 Exited $0.5M — — —
✕ FREDDIE MAC REMICS 3137AYQL8 — 3,270,828 Exited $0.5M — — —
✕ FANNIE MAE REMICS 3136AVVJ5 — 2,793,510 Exited $0.5M — — —
✕ DISCOVER BANK 25466AAN1 — 490,000 Exited $0.5M — — —
✕ JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C4 46636DAU0 — 489,519 Exited $0.5M — — —
✕ GENERAL MOTORS CO 37045VAH3 — 520,000 Exited $0.5M — — —
✕ COMMERCIAL METALS CO 201723AQ6 — 540,000 Exited $0.5M — — —
✕ GINNIE MAE I POOL 3617G0RR3 — 492,331 Exited $0.5M — — —
✕ WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR17 TRUST 92922F7T9 — 509,733 Exited $0.5M — — —
✕ FREEPORT-MCMORAN INC 35671DCD5 — 485,000 Exited $0.5M — — —
✕ GINNIE MAE I POOL 3617BWQK4 — 490,666 Exited $0.5M — — —
✕ REPUBLIC OF CHILE 168863DY1 — 530,000 Exited $0.5M — — —
✕ GINNIE MAE I POOL 3617G0RT9 — 487,666 Exited $0.5M — — —
✕ FANNIE MAE REMICS 3136AWFD4 — 3,972,094 Exited $0.5M — — —
✕ BIOGEN INC 09062XAH6 — 560,000 Exited $0.5M — — —
✕ GNMA 38378GHD3 — 2,424,591 Exited $0.5M — — —
✕ GS MORTGAGE SECURITIES TRUST 2014-GC18 36252RAT6 — 32,955,614 Exited $0.5M — — —
✕ DEVON ENERGY CORP 25179MBC6 — 445,000 Exited $0.5M — — —
✕ GINNIE MAE I POOL 3617AQDL0 — 455,952 Exited $0.5M — — —
✕ SITE CENTERS CORP 23317HAF9 — 455,000 Exited $0.5M — — —
✕ TAPESTRY INC 876030AA5 — 530,000 Exited $0.5M — — —
✕ CVS HEALTH CORP 126650CX6 — 445,000 Exited $0.4M — — —
✕ GNMA 38376RQP4 — 17,975,653 Exited $0.4M — — —
✕ COX COMMUNICATIONS INC 224044CN5 — 520,000 Exited $0.4M — — —
✕ TOPBUILD CORP 89055FAB9 — 505,000 Exited $0.4M — — —
✕ ENERGY TRANSFER LP 29278NAF0 — 435,000 Exited $0.4M — — —
✕ TECK RESOURCES LTD 878742AS4 — 410,000 Exited $0.4M — — —
✕ GRAPHIC PACKAGING INTERNATIONAL LLC 38869AAC1 — 490,000 Exited $0.4M — — —
✕ HYATT HOTELS CORP 448579AJ1 — 410,000 Exited $0.4M — — —
✕ NETFLIX INC 64110LAS5 — 435,000 Exited $0.4M — — —
✕ BROADCOM INC 11135FBA8 — 425,000 Exited $0.4M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XGQ1 — 390,000 Exited $0.4M — — —
✕ INTERNATIONAL PAPER CO 460146CM3 — 405,000 Exited $0.4M — — —
✕ ENTERPRISE PRODUCTS OPERATING LLC 29379VBV4 — 455,000 Exited $0.4M — — —
✕ FORD MOTOR CREDIT CO LLC 345397B69 — 507,000 Exited $0.4M — — —
✕ FANNIE MAE POOL 31410KJD7 — 384,320 Exited $0.4M — — —
✕ MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 55342UAM6 — 495,000 Exited $0.4M — — —
✕ FREDDIE MAC REMICS 3137B0NQ3 — 5,838,470 Exited $0.4M — — —
✕ TJX COS INC/THE 872540AT6 — 425,000 Exited $0.4M — — —
✕ GINNIE MAE I POOL 3617BG3X6 — 421,614 Exited $0.4M — — —
✕ DOMINICAN REPUBLIC 25714PEN4 — 460,000 Exited $0.4M — — —
✕ UNIVERSAL HEALTH SERVICES INC 913903AV2 — 495,000 Exited $0.4M — — —
✕ LOWE'S COS INC 548661DY0 — 505,000 Exited $0.4M — — —
✕ DOLLAR GENERAL CORP 256677AG0 — 440,000 Exited $0.4M — — —
✕ CONTINENTAL RESOURCES INC/OK 212015AV3 — 500,000 Exited $0.4M — — —
✕ AUTONATION INC 05329WAQ5 — 415,000 Exited $0.4M — — —
✕ REPUBLIC OF TURKEY 900123CV0 — 410,000 Exited $0.4M — — —
✕ GNMA 38378GPU6 — 2,511,931 Exited $0.4M — — —
✕ GS MORTGAGE SECURITIES CORP II 36192CAG0 — 57,535,002 Exited $0.4M — — —
✕ S AND P GLOBAL INC 78409VBA1 — 425,000 Exited $0.4M — — —
✕ WALT DISNEY CO/THE 254687EH5 — 325,000 Exited $0.4M — — —
✕ LYB INTERNATIONAL FINANCE BV 50247VAB5 — 395,000 Exited $0.4M — — —
✕ FAIRFAX US INC 304071AA1 — 392,000 Exited $0.4M — — —
✕ COMM 2014-CCRE17 MORTGAGE TRUST 12631DBC6 — 25,373,542 Exited $0.4M — — —
✕ T-MOBILE USA INC 87264ABL8 — 500,000 Exited $0.4M — — —
✕ GNMA 38376RK62 — 7,389,785 Exited $0.4M — — —
✕ VULCAN MATERIALS CO 929160AY5 — 385,000 Exited $0.4M — — —
✕ GNMA 38375CGV6 — 3,622,040 Exited $0.4M — — —
✕ CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 161175BZ6 — 510,000 Exited $0.4M — — —
✕ NATWEST GROUP PLC 780097AZ4 — 360,000 Exited $0.4M — — —
✕ GINNIE MAE I POOL 36195XL46 — 364,280 Exited $0.4M — — —
✕ L3HARRIS TECHNOLOGIES INC 502431AM1 — 367,000 Exited $0.4M — — —
✕ UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 90270RAG9 — 368,000 Exited $0.4M — — —
✕ FREDDIE MAC REMICS 3137AXVR1 — 4,679,213 Exited $0.4M — — —
✕ PACIFIC GAS AND ELECTRIC CO 694308JE8 — 360,000 Exited $0.4M — — —
✕ JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C16 46641BAF0 — 35,949,076 Exited $0.4M — — —
✕ FREDDIE MAC REMICS 3137ABA84 — 377,843 Exited $0.3M — — —
✕ COMM 2014-CCRE19 MORTGAGE TRUST 12592GBE2 — 20,184,664 Exited $0.3M — — —
✕ MICROSOFT CORP 594918AT1 — 340,000 Exited $0.3M — — —
✕ GNMA 38376REE2 — 14,862,279 Exited $0.3M — — —
✕ CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC17 17321RAF3 — 28,564,375 Exited $0.3M — — —
✕ CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 1248EPBX0 — 345,000 Exited $0.3M — — —
✕ DOMINION ENERGY INC 25746UDD8 — 340,000 Exited $0.3M — — —
✕ CONNECTICUT AVENUE SECURITIES TRUST 2019-R03 20753MAF5 — 323,339 Exited $0.3M — — —
✕ FANNIE MAE REMICS 3136AA5E1 — 2,567,668 Exited $0.3M — — —
✕ FREDDIE MAC GOLD POOL 3131XYCD9 — 328,856 Exited $0.3M — — —
✕ CD 2017-CD3 MORTGAGE TRUST 12515GAM9 — 416,000 Exited $0.3M — — —
✕ ISTAR INC 45031UCJ8 — 330,000 Exited $0.3M — — —
✕ COMM 2014-CCRE18 MORTGAGE TRUST 12632QAY9 — 18,501,108 Exited $0.3M — — —
✕ FANNIE MAE POOL 3140XBS76 — 348,238 Exited $0.3M — — —
✕ FANNIE MAE POOL 3140F7F79 — 318,142 Exited $0.3M — — —
✕ GNMA 38379JVV0 — 2,728,019 Exited $0.3M — — —
✕ FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0JJ9 — 280,173 Exited $0.3M — — —
✕ AMERICAN INTERNATIONAL GROUP INC 026874DQ7 — 310,000 Exited $0.3M — — —
✕ GNMA 38381XTX4 — 2,702,447 Exited $0.3M — — —
✕ ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 03522AAG5 — 290,000 Exited $0.3M — — —
✕ ELMWOOD CLO VIII LTD 29003EAC9 — 290,000 Exited $0.3M — — —
✕ FIVE CORNERS FUNDING TRUST 33829TAA4 — 280,000 Exited $0.3M — — —
✕ FREDDIE MAC REMICS 3137AX2K8 — 2,237,348 Exited $0.3M — — —
✕ JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C10 46639JAG5 — 59,933,630 Exited $0.3M — — —
✕ FANNIE MAE REMICS 31395N7D3 — 145,774 Exited $0.3M — — —
✕ ENTERPRISE PRODUCTS OPERATING LLC 29379VBL6 — 270,000 Exited $0.3M — — —
✕ FANNIE MAE REMICS 31394UN99 — 199,280 Exited $0.3M — — —
✕ MARSH AND MCLENNAN COS INC 571748BF8 — 260,000 Exited $0.3M — — —
✕ DUKE ENERGY OHIO INC 26442EAD2 — 260,000 Exited $0.3M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XVK7 — 262,633 Exited $0.3M — — —
✕ MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C21 61764XBP9 — 300,000 Exited $0.3M — — —
✕ GINNIE MAE I POOL 36196RRT7 — 252,825 Exited $0.3M — — —
✕ FREDDIE MAC REMICS 3137AYEY3 — 2,609,883 Exited $0.3M — — —
✕ REPUBLIC OF PANAMA 698299BR4 — 290,000 Exited $0.3M — — —
✕ TRAINGLE RE 2021-1 LTD 89600FAB9 — 252,427 Exited $0.3M — — —
✕ COMM 2013-LC13 MORTGAGE TRUST 12626GAG8 — 24,711,788 Exited $0.3M — — —
✕ GS MORTGAGE SECURITIES TRUST 2013-GCJ12 36197XAM6 — 28,056,710 Exited $0.2M — — —
✕ MOODY'S CORP 615369AC9 — 240,000 Exited $0.2M — — —
✕ FANNIE MAE POOL 3140E5E67 — 235,583 Exited $0.2M — — —
✕ GNMA 38380YXY6 — 3,741,916 Exited $0.2M — — —
✕ MICROCHIP TECHNOLOGY INC 595017AP9 — 240,000 Exited $0.2M — — —
✕ FANNIE MAE REMICS 31397QLM8 — 209,192 Exited $0.2M — — —
✕ GINNIE MAE I POOL 3617MUEF0 — 227,913 Exited $0.2M — — —
✕ ANTERO RESOURCES CORP 03674XAN6 — 220,000 Exited $0.2M — — —
✕ GINNIE MAE I POOL 3617A8D71 — 233,744 Exited $0.2M — — —
✕ MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 61762TAN6 — 3,329,000 Exited $0.2M — — —
✕ IHEARTCOMMUNICATIONS INC 45174HBE6 — 250,000 Exited $0.2M — — —
✕ CONTINENTAL RESOURCES INC/OK 212015AU5 — 255,000 Exited $0.2M — — —
✕ HESS MIDSTREAM OPERATIONS LP 428104AA1 — 240,000 Exited $0.2M — — —
✕ FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0NX3 — 224,383 Exited $0.2M — — —
✕ SIRIUS XM RADIO INC 82967NBJ6 — 255,000 Exited $0.2M — — —
✕ GNMA 38379PXT9 — 2,767,147 Exited $0.2M — — —
✕ LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP 505742AP1 — 255,000 Exited $0.2M — — —
✕ GINNIE MAE I POOL 3617BG3Y4 — 230,397 Exited $0.2M — — —
✕ OMNICOM GROUP INC / OMNICOM CAPITAL INC 68217FAA0 — 230,000 Exited $0.2M — — —
✕ FANNIE MAE POOL 3138Y4A90 — 217,814 Exited $0.2M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2013-C12 92937FAH4 — 227,000 Exited $0.2M — — —
✕ TRANSDIGM INC 89364MBR4 — 228,830 Exited $0.2M — — —
✕ TAMKO BUILDING PRODUCTS LLC 87510EAB5 — 228,827 Exited $0.2M — — —
✕ FANNIE MAE REMICS 3136ABJP9 — 2,740,652 Exited $0.2M — — —
✕ GNMA 38378FMA5 — 1,043,517 Exited $0.2M — — —
✕ GINNIE MAE I POOL 3617LE6Y5 — 218,040 Exited $0.2M — — —
✕ BNP PARIBAS SA 05565AAN3 — 200,000 Exited $0.2M — — —
✕ FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0KE8 — 191,643 Exited $0.2M — — —
✕ FANNIE MAE POOL 3138W36N8 — 202,488 Exited $0.2M — — —
✕ FANNIE MAE REMICS 3136ACYN5 — 1,288,459 Exited $0.2M — — —
✕ GINNIE MAE I POOL 3617LEKS2 — 201,550 Exited $0.2M — — —
✕ COX COMMUNICATIONS INC 224044CG0 — 200,000 Exited $0.2M — — —
✕ GLENCORE FUNDING LLC 378272AX6 — 210,000 Exited $0.2M — — —
✕ FORD MOTOR CREDIT CO LLC 345397WW9 — 200,000 Exited $0.2M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3 92935VAU2 — 1,601,000 Exited $0.2M — — —
✕ MICROSOFT CORP 594918BS2 — 198,000 Exited $0.2M — — —
✕ GNMA 38375AT87 — 1,016,146 Exited $0.2M — — —
✕ GINNIE MAE I POOL 3617M6FK1 — 182,974 Exited $0.2M — — —
✕ JAZZ SECURITIES DAC 47216FAA5 — 200,000 Exited $0.2M — — —
✕ FANNIE MAE REMICS 31394V2F6 — 144,297 Exited $0.2M — — —
✕ FANNIE MAE REMICS 3136AEQA8 — 1,454,553 Exited $0.2M — — —
✕ ORGANON AND CO / ORGANON FOREIGN DEBT CO-ISSUER BV 68622TAB7 — 200,000 Exited $0.2M — — —
✕ GINNIE MAE I POOL 36178WRV3 — 181,642 Exited $0.2M — — —
✕ TRANSDIGM INC 893647BE6 — 180,000 Exited $0.2M — — —
✕ SENSATA TECHNOLOGIES BV 81725WAK9 — 200,000 Exited $0.2M — — —
✕ SOCIETE GENERALE SA 83370RAB4 — 200,000 Exited $0.2M — — —
✕ GNMA 38379BCP1 — 2,081,874 Exited $0.2M — — —
✕ FANNIE MAE POOL 3138YA4M4 — 167,379 Exited $0.2M — — —
✕ 1011778 BC ULC / NEW RED FINANCE INC 68245XAH2 — 190,000 Exited $0.2M — — —
✕ GNMA 38376WP82 — 979,242 Exited $0.2M — — —
✕ ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC 03969YAB4 — 200,000 Exited $0.2M — — —
✕ GINNIE MAE I POOL 3617K4VA2 — 161,952 Exited $0.2M — — —
✕ WR GRACE HOLDINGS LLC 92943GAD3 — 180,000 Exited $0.2M — — —
✕ MATCH GROUP HOLDINGS II LLC 57665RAN6 — 180,000 Exited $0.2M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711X3H5 — 165,239 Exited $0.2M — — —
✕ CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 20754JAB0 — 165,154 Exited $0.2M — — —
✕ FREEPORT-MCMORAN INC 35671DCH6 — 170,000 Exited $0.2M — — —
✕ FREDDIE MAC GOLD POOL 3131XUTN7 — 161,844 Exited $0.2M — — —
✕ HCA INC 404121AH8 — 155,000 Exited $0.2M — — —
✕ DCP MIDSTREAM OPERATING LP 23311VAJ6 — 155,000 Exited $0.2M — — —
✕ DISH DBS CORP 25470XBE4 — 170,000 Exited $0.2M — — —
✕ SCRIPPS ESCROW II INC 81105DAA3 — 175,000 Exited $0.2M — — —
✕ NIELSEN FINANCE LLC / NIELSEN FINANCE CO 65409QBD3 — 160,000 Exited $0.2M — — —
✕ NOVELIS CORP 670001AH9 — 180,000 Exited $0.2M — — —
✕ GFL ENVIRONMENTAL INC 36168QAL8 — 175,000 Exited $0.2M — — —
✕ FREDDIE MAC REMICS 3137B2FV7 — 1,418,815 Exited $0.2M — — —
✕ SCOTTS MIRACLE-GRO CO/THE 810186AW6 — 180,000 Exited $0.2M — — —
✕ BATH AND BODY WORKS INC 501797AW4 — 150,000 Exited $0.1M — — —
✕ MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C7 61690KAF9 — 44,521,429 Exited $0.1M — — —
✕ ONEMAIN FINANCE CORP 85172FAR0 — 165,000 Exited $0.1M — — —
✕ FANNIE MAE POOL 31418MC91 — 135,234 Exited $0.1M — — —
✕ GINNIE MAE I POOL 3617LED43 — 143,830 Exited $0.1M — — —
✕ FREDDIE MAC REMICS 3137B25U0 — 3,242,546 Exited $0.1M — — —
✕ FANNIE MAE REMICS 3136AJGA8 — 1,106,843 Exited $0.1M — — —
✕ FANNIE MAE POOL 3140F8B55 — 137,277 Exited $0.1M — — —
✕ GNMA 38376WM85 — 690,445 Exited $0.1M — — —
✕ PETROBRAS GLOBAL FINANCE BV 71647NBH1 — 136,000 Exited $0.1M — — —
✕ FREDDIE MAC REMICS 3137AV3L9 — 692,719 Exited $0.1M — — —
✕ UNITED STATES OF AMERICA 912810TB4 — 163,000 Exited $0.1M — — —
✕ FANNIE MAE POOL 3138Y7FA5 — 129,798 Exited $0.1M — — —
✕ ORTHO-CLINICAL DIAGNOSTICS INC L7300KAJ3 — 120,000 Exited $0.1M — — —
✕ FANNIE MAE POOL 3138ELCH4 — 108,477 Exited $0.1M — — —
✕ MESSER INDUSTRIES USA INC 99IC849A0 — 119,290 Exited $0.1M — — —
✕ SPECTRUM BRANDS INC 84762NBP5 — 119,397 Exited $0.1M — — —
✕ PARAMOUNT GLOBAL 92556HAA5 — 115,000 Exited $0.1M — — —
✕ CALPINE CONSTRUCTION FINANCE CO LP 13134NAG6 — 119,377 Exited $0.1M — — —
✕ CORE AND MAIN LP 40416VAE5 — 119,400 Exited $0.1M — — —
✕ AMWINS GROUP INC 03234TAW8 — 119,396 Exited $0.1M — — —
✕ CSC HOLDINGS LLC 64072UAE2 — 119,060 Exited $0.1M — — —
✕ ASURION LLC 04649VAY6 — 119,397 Exited $0.1M — — —
✕ SS AND C TECHNOLOGIES INC 78466DBF0 — 117,958 Exited $0.1M — — —
✕ VERTIV GROUP CORP 92537EAC2 — 119,395 Exited $0.1M — — —
✕ COMMSCOPE INC 20337EAQ4 — 119,388 Exited $0.1M — — —
✕ FREDDIE MAC STACR REMIC TRUST 2020-HQA4 35565RAH6 — 114,475 Exited $0.1M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XCB8 — 107,730 Exited $0.1M — — —
✕ FREDDIE MAC REMICS 3137B0DZ4 — 1,657,574 Exited $0.1M — — —
✕ AMERICAN AIRLINES INC 02376CBJ3 — 110,000 Exited $0.1M — — —
✕ BAUSCH HEALTH COS INC C9413PAZ6 — 111,517 Exited $0.1M — — —
✕ NOURYON USA LLC N8232NAB3 — 112,298 Exited $0.1M — — —
✕ GRIFOLS WORLDWIDE OPERATIONS USA INC 39843PAG8 — 113,045 Exited $0.1M — — —
✕ UNITED AIRLINES INC 90932RAJ3 — 109,447 Exited $0.1M — — —
✕ FANNIE MAE POOL 3140FHG50 — 103,473 Exited $0.1M — — —
✕ GINNIE MAE I POOL 36180DL62 — 106,946 Exited $0.1M — — —
✕ FREDDIE MAC GOLD POOL 3131XUBX4 — 106,557 Exited $0.1M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XEX8 — 105,594 Exited $0.1M — — —
✕ DIRECTV FINANCING LLC 25460HAB8 — 105,050 Exited $0.1M — — —
✕ GINNIE MAE I POOL 3617BUS67 — 103,770 Exited $0.1M — — —
✕ JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-LC9 46639EAG6 — 21,799,646 Exited $0.1M — — —
✕ GNMA 38382CRX1 — 1,059,117 Exited $0.1M — — —
✕ GNMA 38378WY49 — 793,273 Exited $0.1M — — —
✕ UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 90270RAC8 — 38,754,313 Exited $0.1M — — —
✕ QVC INC 747262AS2 — 100,000 Exited $0.1M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 92890NAA7 — 34,934,282 Exited $0.1M — — —
✕ ELMWOOD CLO V LTD 29003BAM3 — 100,000 Exited $0.1M — — —
✕ FANNIE MAE POOL 31410KM84 — 89,501 Exited $0.1M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XHT4 — 96,901 Exited $0.1M — — —
✕ NETFLIX INC 64110LAV8 — 98,000 Exited $0.1M — — —
✕ FREDDIE MAC GOLD POOL 3131XQEG7 — 91,462 Exited $0.1M — — —
✕ FANNIE MAE POOL 3138WDT76 — 93,945 Exited $0.1M — — —
✕ SIX FLAGS THEME PARKS INC 83001WAC8 — 90,000 Exited $0.1M — — —
✕ HOWMET AEROSPACE INC 013817AJ0 — 90,000 Exited $0.1M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XCL6 — 88,176 Exited $0.1M — — —
✕ CONNECTICUT AVENUE SECURITIES TRUST 2018-R07 20753QAE9 — 90,234 Exited $0.1M — — —
✕ STEVENS HOLDING CO INC 86024TAA5 — 90,000 Exited $0.1M — — —
✕ BERRY GLOBAL INC 085770AB1 — 90,000 Exited $0.1M — — —
✕ CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP VI 228187AB6 — 90,000 Exited $0.1M — — —
✕ GNMA 38378JNF5 — 785,929 Exited $0.1M — — —
✕ VIPER ENERGY PARTNERS LP 92763MAA3 — 90,000 Exited $0.1M — — —
✕ AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD 00253XAA9 — 90,000 Exited $0.1M — — —
✕ ENLINK MIDSTREAM LLC 29336TAC4 — 90,000 Exited $0.1M — — —
✕ STARWOOD PROPERTY TRUST INC 85571BAL9 — 90,000 Exited $0.1M — — —
✕ T-MOBILE USA INC 87264AAV7 — 90,000 Exited $0.1M — — —
✕ CLEAN HARBORS INC 184496AP2 — 90,000 Exited $0.1M — — —
✕ BEACON ROOFING SUPPLY INC 073685AF6 — 90,000 Exited $0.1M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2012-C9 92930RAF9 — 43,444,107 Exited $0.1M — — —
✕ VISTRA OPERATIONS CO LLC 92840VAF9 — 90,000 Exited $0.1M — — —
✕ HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CORP 435765AH5 — 90,000 Exited $0.1M — — —
✕ BUCKEYE PARTNERS LP 118230AQ4 — 90,000 Exited $0.1M — — —
✕ COMMSCOPE INC 20338QAD5 — 90,000 Exited $0.1M — — —
✕ SERVICE PROPERTIES TRUST 44106MAS1 — 90,000 Exited $0.1M — — —
✕ MERCER INTERNATIONAL INC 588056BB6 — 90,000 Exited $0.1M — — —
✕ CALPINE CORP 131347CM6 — 90,000 Exited $0.1M — — —
✕ GOEASY LTD 380355AF4 — 90,000 Exited $0.1M — — —
✕ AMSTED INDUSTRIES INC 032177AJ6 — 90,000 Exited $0.1M — — —
✕ WESCO DISTRIBUTION INC 95081QAP9 — 80,000 Exited $0.1M — — —
✕ LPL HOLDINGS INC 50212YAD6 — 90,000 Exited $0.1M — — —
✕ DT MIDSTREAM INC 23345MAA5 — 90,000 Exited $0.1M — — —
✕ FANNIE MAE POOL 3140EUNG0 — 78,753 Exited $0.1M — — —
✕ CONTINENTAL RESOURCES INC/OK 212015AT8 — 80,000 Exited $0.1M — — —
✕ FREDDIE MAC STACR TRUST 2018-DNA2 35563TAB7 — 81,031 Exited $0.1M — — —
✕ JELD-WEN INC 475795AD2 — 90,000 Exited $0.1M — — —
✕ ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC 013092AE1 — 90,000 Exited $0.1M — — —
✕ CHARLES RIVER LABORATORIES INTERNATIONAL INC 159864AG2 — 90,000 Exited $0.1M — — —
✕ GRAPHIC PACKAGING INTERNATIONAL LLC 38869AAB3 — 90,000 Exited $0.1M — — —
✕ DCP MIDSTREAM OPERATING LP 23311VAG2 — 80,000 Exited $0.1M — — —
✕ PENNYMAC FINANCIAL SERVICES INC 70932MAB3 — 100,000 Exited $0.1M — — —
✕ BAUSCH HEALTH COS INC 071734AN7 — 90,000 Exited $0.1M — — —
✕ EQT CORP 26884LAL3 — 80,000 Exited $0.1M — — —
✕ GNMA 38379JB67 — 1,968,145 Exited $0.1M — — —
✕ TTM TECHNOLOGIES INC 87305RAK5 — 90,000 Exited $0.1M — — —
✕ FREDDIE MAC REMICS 31395V3D9 — 72,582 Exited $0.1M — — —
✕ VIDEOTRON LTD 92660FAN4 — 90,000 Exited $0.1M — — —
✕ HANESBRANDS INC 410345AL6 — 80,000 Exited $0.1M — — —
✕ ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 451102CC9 — 90,000 Exited $0.1M — — —
✕ TWILIO INC 90138FAD4 — 90,000 Exited $0.1M — — —
✕ YUM! BRANDS INC 988498AN1 — 90,000 Exited $0.1M — — —
✕ CENTENE CORP 15135BAT8 — 80,000 Exited $0.1M — — —
✕ BAUSCH HEALTH COS INC 071734AP2 — 80,000 Exited $0.1M — — —
✕ ADT SECURITY CORP/THE 00109LAA1 — 90,000 Exited $0.1M — — —
✕ SPECTRUM BRANDS INC 84762LAX3 — 90,000 Exited $0.1M — — —
✕ FANNIE MAE POOL 3138EPT20 — 68,592 Exited $0.1M — — —
✕ FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0UD9 — 73,934 Exited $0.1M — — —
✕ GNMA 38379DHV9 — 1,043,283 Exited $0.1M — — —
✕ APACHE CORP 037411AW5 — 80,000 Exited $0.1M — — —
✕ EMBARQ CORP 29078EAA3 — 80,000 Exited $0.1M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 92937EAS3 — 17,069,343 Exited $0.1M — — —
✕ FANNIE MAE REMICS 3136ADQT9 — 2,150,251 Exited $0.1M — — —
✕ BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2007-TOP26 07388VAH1 — 1,373,917 Exited $0.1M — — —
✕ GNMA 38379MGK4 — 352,721 Exited $0.1M — — —
✕ GNMA 38378FZA1 — 533,751 Exited $0.1M — — —
✕ FANNIE MAE POOL 3140FHAX5 — 62,899 Exited $0.1M — — —
✕ MORGAN STANLEY 61747YDU6 — 60,000 Exited $0.1M — — —
✕ FREDDIE MAC REMICS 31395U2R1 — 44,902 Exited $0.1M — — —
✕ GRAY TELEVISION INC 389376AY0 — 60,000 Exited $0.1M — — —
✕ PLANTRONICS INC 72749DAC0 — 60,000 Exited $0.1M — — —
✕ BUCKEYE PARTNERS LP 11823LAK1 — 59,698 Exited $0.1M — — —
✕ VIRGIN MEDIA BRISTOL LLC G9368PBC7 — 60,000 Exited $0.1M — — —
✕ FANNIE MAE REMICS 3136AEPV3 — 1,364,310 Exited $0.1M — — —
✕ APOLLO COMMERCIAL REAL ESTATE FINANCE INC 03768DAC1 — 59,698 Exited $0.1M — — —
✕ GINNIE MAE I POOL 3617K4VC8 — 55,305 Exited $0.1M — — —
✕ MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 61762TAS5 — 6,212,000 Exited $0.1M — — —
✕ GINNIE MAE I POOL 3617ATK28 — 58,295 Exited $0.1M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XDS0 — 54,868 Exited $0.1M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XDK7 — 54,663 Exited $0.1M — — —
✕ SABRE GLBL INC 78571YBH2 — 53,485 Exited $0.1M — — —
✕ GCP APPLIED TECHNOLOGIES INC 36164YAB7 — 50,000 Exited $0.1M — — —
✕ FANNIE MAE POOL 31419AA64 — 45,064 Exited $0.0M — — —
✕ FANNIE MAE REMICS 3136AMZR3 — 1,554,219 Exited $0.0M — — —
✕ BLACK KNIGHT INFOSERV LLC 092174AA9 — 50,000 Exited $0.0M — — —
✕ FANNIE MAE REMICS 3136A4BG3 — 963,167 Exited $0.0M — — —
✕ INGEVITY CORP 45688CAB3 — 50,000 Exited $0.0M — — —
✕ FANNIE MAE REMICS 3136AJK62 — 2,170,711 Exited $0.0M — — —
✕ FANNIE MAE POOL 31419BBR5 — 39,727 Exited $0.0M — — —
✕ GNMA 38378T7Q7 — 584,880 Exited $0.0M — — —
✕ SABRE GLBL INC 78573NAC6 — 40,000 Exited $0.0M — — —
✕ MATTAMY GROUP CORP 57701RAM4 — 50,000 Exited $0.0M — — —
✕ SINCLAIR TELEVISION GROUP INC 829259BA7 — 50,000 Exited $0.0M — — —
✕ VICTORIA'S SECRET AND CO 926400AA0 — 50,000 Exited $0.0M — — —
✕ TRI POINTE GROUP INC / TRI POINTE HOMES INC 962178AN9 — 40,000 Exited $0.0M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XBF0 — 37,379 Exited $0.0M — — —
✕ STANDARD INDUSTRIES INC/NJ 853496AH0 — 50,000 Exited $0.0M — — —
✕ WESTERN DIGITAL CORP 958102AM7 — 40,000 Exited $0.0M — — —
✕ NEWELL BRANDS INC 651229AW6 — 40,000 Exited $0.0M — — —
✕ CROWNROCK LP / CROWNROCK FINANCE INC 228701AG3 — 40,000 Exited $0.0M — — —
✕ USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP 91740PAF5 — 40,000 Exited $0.0M — — —
✕ FRONTIER COMMUNICATIONS HOLDINGS LLC 35906ABE7 — 40,000 Exited $0.0M — — —
✕ KRAFT HEINZ FOODS CO 50077LAV8 — 40,000 Exited $0.0M — — —
✕ GINNIE MAE I POOL 3617LNFQ2 — 38,607 Exited $0.0M — — —
✕ GNMA 38379N2B7 — 347,441 Exited $0.0M — — —
✕ ON SEMICONDUCTOR CORP 682189AQ8 — 40,000 Exited $0.0M — — —
✕ HCA INC 404119CA5 — 40,000 Exited $0.0M — — —
✕ FANNIE MAE REMICS 3136AFEH3 — 1,293,306 Exited $0.0M — — —
✕ FANNIE MAE POOL 3140E9ZA7 — 34,046 Exited $0.0M — — —
✕ FANNIE MAE POOL 3140JUGW8 — 29,657 Exited $0.0M — — —
✕ FANNIE MAE POOL 31410KD50 — 27,653 Exited $0.0M — — —
✕ GNMA 38379JWT4 — 1,447,740 Exited $0.0M — — —
✕ GINNIE MAE I POOL 3617BJUW2 — 24,017 Exited $0.0M — — —
✕ GNMA 38379JSA0 — 2,399,595 Exited $0.0M — — —
✕ FANNIE MAE REMICS 3136A6LM4 — 651,073 Exited $0.0M — — —
✕ GNMA 38380YYB5 — 124,155 Exited $0.0M — — —
✕ FANNIE MAE POOL 31411AFK6 — 12,275 Exited $0.0M — — —
✕ GINNIE MAE I POOL 36197F2U6 — 10,478 Exited $0.0M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XYX6 — 8,390 Exited $0.0M — — —
✕ FREDDIE MAC REMICS 31396T2M4 — 8,904 Exited $0.0M — — —
✕ FANNIE MAE REMICS 3136ADBY4 — 505,502 Exited $0.0M — — —
✕ FANNIE MAE REMICS 3136AMMX4 — 320,805 Exited $0.0M — — —
✕ FANNIE MAE REMICS 31395D6Q7 — 4,836 Exited $0.0M — — —
✕ FANNIE MAE REMICS 31396PCT6 — 4,407 Exited $0.0M — — —
✕ FREDDIE MAC REMICS 31397BDU2 — 3,626 Exited $0.0M — — —
✕ GINNIE MAE I POOL 3617LCGS1 — 3,199 Exited $0.0M — — —
✕ FANNIE MAE REMICS 3136ADLY3 — 296,799 Exited $0.0M — — —
✕ FANNIE MAE REMICS 31392AJX7 — 170,344 Exited $0.0M — — —
✕ GNMA 38377XUL4 — 8,080 Exited $0.0M — — —
✕ FREDDIE MAC REMICS 3137ALGM5 — 109,308 Exited $0.0M — — —
✕ UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C2 90269CAV2 — 2,565,000 Exited $0.0M — — —
✕ CITIGROUP COMMERCIAL MORTGAGE TRUST 2006-C5 17310MAN0 — 6,236,469 Exited $0.0M — — —
✕ GNMA 38379AZL7 — 50,923 Exited $0.0M — — —
✕ FANNIE MAE TRUST 2005-W4 31394VPX2 — 44,655 Exited $0.0M — — —
✕ FIRSTPLUS HOME LOAN OWNER TRUST 1997-3 337925CC3 — 134,710 Exited $0.0M — — —
✕ BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-1 059497BW6 — 136,086 Exited $0.0M — — —