Putnam Ultra Short Duration Income Fund
Putnam Funds Trust
+311
New
-371
Exited
821
Positions
| # | Name | Ticker | Since | Shares | Shares Δ | Value | Val Δ% | % Port | Cat |
|---|---|---|---|---|---|---|---|---|---|
| 1 | AUTONATION INC | 05330LE17 | Apr 2024 | 98,600,000 | New | $98.6M | — | 1.02% | STIV |
| 2 | AVIATION CAPITAL GROUP LLC | 05369BE13 | Apr 2024 | 98,000,000 | New | $98.0M | — | 1.02% | STIV |
| 3 | ENERGY TRANSFER LP | 29277EE18 | Apr 2024 | 79,500,000 | New | $79.5M | — | 0.83% | STIV |
| 4 | AES CORP/THE | N/A | Apr 2022 | 71,833,000 | -3,167,000 | $71.8M | -4.2% | 0.75% | STIV |
| 5 | BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 06675FAW7 | Apr 2022 | 70,375,000 | — | $70.4M | +1.6% | 0.73% | DBT |
| 6 | RABOBANK NEDERLAND NV NY | 21688AAT9 | Apr 2022 | 63,599,000 | — | $63.6M | +0.5% | 0.66% | DBT |
| 7 | NATIONAL AUSTRALIA BANK LTD | 6325C0EA5 | Apr 2022 | 63,306,000 | -7,585,000 | $63.4M | -10.3% | 0.66% | DBT |
| 8 | STATION PLACE SECURITIZATION TRUST SERIES 2023-2 | 85772KAA0 | Apr 2024 | 58,400,000 | New | $58.4M | — | 0.61% | ABS-CBDO |
| 9 | CAPITAL ONE MULTI-ASSET EXECUTION TRUST | 14041NFP1 | Apr 2024 | 57,731,000 | New | $57.8M | — | 0.60% | ABS-MBS |
| 10 | HSBC USA INC | 40428HVL3 | Apr 2024 | 57,650,000 | New | $57.7M | — | 0.60% | DBT |
| 11 | UBS GROUP AG | 902613AR9 | Apr 2024 | 56,339,000 | New | $56.1M | — | 0.58% | DBT |
| 12 | SOCIETE GENERALE SA | 83368RAV4 | Apr 2024 | 56,022,000 | New | $54.7M | — | 0.57% | DBT |
| 13 | BANCO BILBAO VIZCAYA ARGENTARIA SA | 05946KAK7 | Apr 2024 | 54,652,000 | New | $54.5M | — | 0.57% | DBT |
| 14 | WELLS FARGO AND CO | 95000U2Y8 | Apr 2024 | 53,919,000 | New | $54.4M | — | 0.57% | DBT |
| 15 | DEUTSCHE BANK AG/NEW YORK NY | 251526CB3 | Apr 2024 | 54,086,000 | New | $53.4M | — | 0.55% | DBT |
| 16 | FIFTH THIRD BANK NA | 31677QBT5 | Apr 2024 | 53,348,000 | New | $53.3M | — | 0.55% | DBT |
| 17 | JPMORGAN CHASE AND CO | 46647PDM5 | Apr 2024 | 53,043,000 | New | $52.9M | — | 0.55% | DBT |
| 18 | INTESA SANPAOLO SPA/NEW YORK NY | 46115K3E8 | Apr 2024 | 52,555,000 | New | $52.4M | — | 0.54% | STIV |
| 19 | BANK OF NEW YORK MELLON CORP/THE | 06406RBE6 | Apr 2022 | 51,872,000 | -18,197,000 | $52.0M | -25.8% | 0.54% | DBT |
| 20 | STATE STREET CORP | 857477CB7 | Apr 2024 | 52,004,000 | New | $51.7M | — | 0.54% | DBT |
| 21 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC | 928668BQ4 | Apr 2024 | 51,319,000 | New | $51.4M | — | 0.53% | DBT |
| 22 | SUMITOMO MITSUI TRUST BANK LTD | 86563VAX7 | Apr 2022 | 51,242,000 | — | $51.3M | +0.7% | 0.53% | DBT |
| 23 | SIMON PROPERTY GROUP LP | 828807DG9 | Apr 2024 | 51,739,000 | New | $51.1M | — | 0.53% | DBT |
| 24 | BOSTON PROPERTIES LP | N/A | Apr 2022 | 51,056,000 | New | $50.9M | — | 0.53% | STIV |
| 25 | TARGA RESOURCES CORP | 87613EE19 | Apr 2024 | 49,620,000 | New | $49.6M | — | 0.52% | STIV |
| 26 | KENVUE INC | 49177JAB8 | Apr 2024 | 49,133,000 | New | $49.1M | — | 0.51% | DBT |
| 27 | BNP PARIBAS SA | 09659W2D5 | Apr 2024 | 49,706,000 | New | $48.9M | — | 0.51% | DBT |
| 28 | ROYAL BANK OF CANADA | 78016HZR4 | Apr 2024 | 48,280,000 | New | $48.8M | — | 0.51% | DBT |
| 29 | HYATT HOTELS CORP | 448579AN2 | Apr 2024 | 49,639,000 | New | $48.8M | — | 0.51% | DBT |
| 30 | WESTPAC BANKING CORP | 961214EV1 | Apr 2022 | 48,716,000 | +5,154,000 | $48.7M | +12.8% | 0.51% | DBT |
| 31 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC | 928668CD2 | Apr 2024 | 47,860,000 | New | $47.9M | — | 0.50% | DBT |
| 32 | NEW YORK LIFE GLOBAL FUNDING | 64953BBL1 | Apr 2024 | 47,790,000 | New | $47.9M | — | 0.50% | DBT |
| 33 | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | 00774MBB0 | Apr 2024 | 48,832,000 | New | $47.9M | — | 0.50% | DBT |
| 34 | AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD | 05252ADF5 | Apr 2024 | 48,073,000 | New | $47.8M | — | 0.50% | DBT |
| 35 | ARROW ELECTRONICS INC | 04273LE68 | Apr 2024 | 47,700,000 | New | $47.7M | — | 0.49% | STIV |
| 36 | TOYOTA MOTOR CREDIT CORP | 89236TJP1 | Apr 2022 | 47,610,000 | — | $47.6M | +0.5% | 0.49% | DBT |
| 37 | MASSMUTUAL GLOBAL FUNDING II | 57629WDH0 | Apr 2022 | 47,226,000 | — | $47.5M | +0.4% | 0.49% | DBT |
| 38 | MARATHON OIL CORP | N/A | Apr 2022 | 47,470,000 | New | $47.4M | — | 0.49% | STIV |
| 39 | FMC CORP | 34410WE16 | Apr 2024 | 47,448,000 | New | $47.4M | — | 0.49% | STIV |
| 40 | BANK OF MONTREAL | 06368FAF6 | Apr 2022 | 46,935,000 | — | $47.0M | +0.7% | 0.49% | DBT |
| 41 | ATHENE GLOBAL FUNDING | 04685A3H2 | Apr 2022 | 46,845,000 | — | $46.9M | +1.5% | 0.49% | DBT |
| 42 | BANK OF NOVA SCOTIA/THE | 0641596F8 | Apr 2022 | 46,700,000 | — | $46.7M | +0.8% | 0.49% | DBT |
| 43 | CANADIAN IMPERIAL BANK OF COMMERCE | 13607HYE6 | Apr 2022 | 46,531,000 | +9,135,000 | $46.6M | +25.8% | 0.48% | DBT |
| 44 | BANK OF AMERICA CORP | 06051GLE7 | Apr 2024 | 46,963,000 | New | $46.5M | — | 0.48% | DBT |
| 45 | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | 00774MAU9 | Apr 2024 | 47,328,000 | New | $46.3M | — | 0.48% | DBT |
| 46 | GE HEALTHCARE TECHNOLOGIES INC | 36267VAB9 | Apr 2024 | 46,102,000 | New | $46.0M | — | 0.48% | DBT |
| 47 | ROYAL BANK OF CANADA | 78016EZY6 | Apr 2022 | 45,925,000 | — | $45.9M | +1.2% | 0.48% | DBT |
| 48 | MACQUARIE GROUP LTD | 55608JBL1 | Apr 2024 | 45,821,000 | New | $45.9M | — | 0.48% | DBT |
| 49 | NEXTERA ENERGY CAPITAL HOLDINGS INC | 65339KBS8 | Apr 2024 | 45,760,000 | New | $45.8M | — | 0.48% | DBT |
| 50 | MORGAN STANLEY | 6174468J1 | Apr 2024 | 46,032,000 | New | $45.7M | — | 0.47% | DBT |
| 51 | DANSKE BANK A/S | 23636ABF7 | Apr 2024 | 44,927,000 | New | $45.0M | — | 0.47% | DBT |
| 52 | HUNTINGTON NATIONAL BANK/THE | 44644MAH4 | Apr 2024 | 45,010,000 | New | $44.7M | — | 0.46% | DBT |
| 53 | PFIZER INVESTMENT ENTERPRISES PTE LTD | 716973AB8 | Apr 2024 | 45,092,000 | New | $44.3M | — | 0.46% | DBT |
| 54 | BANK OF MONTREAL | 06368LGW0 | Apr 2024 | 44,198,000 | New | $44.3M | — | 0.46% | DBT |
| 55 | PNC FINANCIAL SERVICES GROUP INC/THE | 693475BQ7 | Apr 2024 | 44,061,000 | New | $44.1M | — | 0.46% | DBT |
| 56 | CITIGROUP INC | 172967MW8 | Apr 2022 | 43,754,000 | +4,149,000 | $43.8M | +11.9% | 0.45% | DBT |
| 57 | AIR LEASE CORP | 00914AAP7 | Apr 2024 | 44,017,000 | New | $43.4M | — | 0.45% | DBT |
| 58 | BARCLAYS PLC | 06738EBH7 | Apr 2024 | 42,250,000 | New | $42.2M | — | 0.44% | DBT |
| 59 | AMERICAN EXPRESS CO | 025816CU1 | Apr 2022 | 42,046,000 | — | $42.0M | +0.0% | 0.44% | DBT |
| 60 | FEDERATION DES CAISSES DESJARDINS DU QUEBEC | 31429KAF0 | Apr 2022 | 41,990,000 | — | $42.0M | +0.7% | 0.44% | DBT |
| 61 | OVINTIV INC | 69047JEL8 | Apr 2024 | 41,686,000 | New | $41.5M | — | 0.43% | STIV |
| 62 | CAMDEN PROPERTY TRUST | 133131BA9 | Apr 2024 | 41,027,000 | New | $41.3M | — | 0.43% | DBT |
| 63 | CITIZENS BANK NA/PROVIDENCE RI | 75524KQB3 | Apr 2024 | 41,686,000 | New | $41.2M | — | 0.43% | DBT |
| 64 | UBS GROUP AG | 225401AM0 | Apr 2024 | 41,226,000 | New | $40.7M | — | 0.42% | DBT |
| 65 | CREDIT AGRICOLE SA/LONDON | 22535WAD9 | Apr 2024 | 40,832,000 | New | $40.4M | — | 0.42% | DBT |
| 66 | ATHENE GLOBAL FUNDING | 04685A3B5 | Apr 2022 | 40,355,000 | +7,725,000 | $40.4M | +25.8% | 0.42% | DBT |
| 67 | COREBRIDGE GLOBAL FUNDING | 00138CAW8 | Apr 2024 | 39,755,000 | New | $40.0M | — | 0.42% | DBT |
| 68 | GOLDMAN SACHS GROUP INC/THE | 38141GWQ3 | Apr 2024 | 40,246,000 | New | $39.8M | — | 0.41% | DBT |
| 69 | PACIFIC LIFE GLOBAL FUNDING II | 6944PL2K4 | Apr 2022 | 39,259,000 | -7,426,000 | $39.3M | -15.3% | 0.41% | DBT |
| 70 | GOLDMAN SACHS GROUP INC/THE | 38141GYF5 | Apr 2022 | 39,107,000 | +1,922,000 | $39.1M | +6.3% | 0.41% | DBT |
| 71 | BANK OF AMERICA NA | 06428CAA2 | Apr 2024 | 38,626,000 | New | $38.7M | — | 0.40% | DBT |
| 72 | WESTPAC BANKING CORP | 961214FM0 | Apr 2024 | 38,333,000 | New | $38.5M | — | 0.40% | DBT |
| 73 | NETFLIX INC | 64110LAL0 | Apr 2024 | 38,290,000 | New | $38.4M | — | 0.40% | DBT |
| 74 | BANK OF AMERICA CORP | 06051GFP9 | Apr 2024 | 38,626,000 | New | $38.0M | — | 0.39% | DBT |
| 75 | BANK OF MONTREAL | 06367WYQ0 | Apr 2022 | 37,845,000 | +150,000 | $37.9M | +1.5% | 0.39% | DBT |
| 76 | LLOYDS BANKING GROUP PLC | 53944YAF0 | Apr 2024 | 38,283,000 | New | $37.7M | — | 0.39% | DBT |
| 77 | ONEOK PARTNERS LP | 68268NAP8 | Apr 2024 | 38,085,000 | New | $37.7M | — | 0.39% | DBT |
| 78 | ROYAL BANK OF CANADA | 78016EZV2 | Apr 2022 | 37,565,000 | +65,000 | $37.6M | +0.7% | 0.39% | DBT |
| 79 | BMW US CAPITAL LLC | 05565EBV6 | Apr 2022 | 37,500,000 | +100,000 | $37.5M | +1.0% | 0.39% | DBT |
| 80 | PNC FINANCIAL SERVICES GROUP INC/THE | 693475BL8 | Apr 2024 | 38,026,000 | New | $37.5M | — | 0.39% | DBT |
| 81 | MITSUBISHI UFJ FINANCIAL GROUP INC | 606822CQ5 | Apr 2024 | 37,569,000 | New | $37.4M | — | 0.39% | DBT |
| 82 | WELLS FARGO AND CO | 95000U2H5 | Apr 2024 | 37,678,000 | New | $37.0M | — | 0.38% | DBT |
| 83 | TORONTO-DOMINION BANK/THE | 89114TZF2 | Apr 2022 | 36,820,000 | — | $36.8M | +1.1% | 0.38% | DBT |
| 84 | NATIONAL BANK OF CANADA | 63307A2Q7 | Apr 2022 | 36,500,000 | — | $36.5M | +0.9% | 0.38% | DBT |
| 85 | CONAGRA BRANDS INC | 20600GE36 | Apr 2024 | 36,422,000 | New | $36.4M | — | 0.38% | STIV |
| 86 | FMC CORP | 34410WED0 | Apr 2024 | 36,225,000 | New | $36.1M | — | 0.38% | STIV |
| 87 | DNB BANK ASA | 23341CAC7 | Apr 2024 | 35,783,000 | New | $35.8M | — | 0.37% | DBT |
| 88 | PNC BANK NA | 05552JAA7 | Apr 2024 | 36,033,000 | New | $35.7M | — | 0.37% | DBT |
| 89 | MIZUHO FINANCIAL GROUP INC | 60687YBY4 | Apr 2024 | 35,293,000 | New | $35.5M | — | 0.37% | DBT |
| 90 | NATIONAL BANK OF CANADA | 63307A2S3 | Apr 2024 | 35,260,000 | New | $35.2M | — | 0.37% | DBT |
| 91 | BANK OF NEW YORK MELLON CORP/THE | 06406RAY3 | Apr 2022 | 34,893,000 | +2,170,000 | $34.9M | +7.6% | 0.36% | DBT |
| 92 | PUBLIC STORAGE OPERATING CO | 74464AAA9 | Apr 2024 | 33,744,000 | New | $33.9M | — | 0.35% | DBT |
| 93 | NEW YORK LIFE GLOBAL FUNDING | 64953BBK3 | Apr 2024 | 33,763,000 | New | $33.9M | — | 0.35% | DBT |
| 94 | MASSMUTUAL GLOBAL FUNDING II | 57629TBS5 | Apr 2024 | 33,620,000 | New | $33.7M | — | 0.35% | DBT |
| 95 | CREDIT AGRICOLE S.A. | 22534PAE3 | Apr 2024 | 33,415,000 | New | $33.4M | — | 0.35% | DBT |
| 96 | CREDIT AGRICOLE S.A. | 22534PAH6 | Apr 2024 | 33,674,000 | New | $33.4M | — | 0.35% | DBT |
| 97 | CANADIAN IMPERIAL BANK OF COMMERCE | 13607LNF6 | Apr 2024 | 33,415,000 | New | $33.2M | — | 0.35% | DBT |
| 98 | CITIGROUP INC | 172967NQ0 | Apr 2024 | 33,275,000 | New | $33.2M | — | 0.35% | DBT |
| 99 | PFIZER INVESTMENT ENTERPRISES PTE LTD | 716973AA0 | Apr 2024 | 33,398,000 | New | $33.1M | — | 0.34% | DBT |
| 100 | TORONTO-DOMINION BANK/THE | 89115A2K7 | Apr 2024 | 32,870,000 | New | $32.7M | — | 0.34% | DBT |
| 101 | VMWARE LLC | 928563AH8 | Apr 2022 | 33,037,000 | +14,272,000 | $32.6M | +84.5% | 0.34% | DBT |
| 102 | JEFFERIES FINANCIAL GROUP INC | 47233WDS5 | Apr 2024 | 32,505,000 | New | $32.5M | — | 0.34% | DBT |
| 103 | ROGERS COMMUNICATIONS INC | 775109CF6 | Apr 2024 | 33,280,000 | New | $32.5M | — | 0.34% | DBT |
| 104 | SANTANDER HOLDINGS USA INC | 80282KAW6 | Apr 2024 | 32,445,000 | New | $32.4M | — | 0.34% | DBT |
| 105 | AMERICAN HONDA FINANCE CORP | 02665WET4 | Apr 2024 | 32,157,000 | New | $32.3M | — | 0.34% | DBT |
| 106 | TRANSCANADA PIPELINES LTD | 89352HBB4 | Apr 2022 | 32,877,000 | +9,507,000 | $32.2M | +46.7% | 0.33% | DBT |
| 107 | METROPOLITAN LIFE GLOBAL FUNDING I | 592179KD6 | Apr 2024 | 32,401,000 | New | $32.1M | — | 0.33% | DBT |
| 108 | CAPITAL ONE FINANCIAL CORP | 14040HBT1 | Apr 2024 | 31,960,000 | New | $31.6M | — | 0.33% | DBT |
| 109 | GOLDMAN SACHS GROUP INC/THE | 38141GYL2 | Apr 2024 | 31,542,000 | New | $31.6M | — | 0.33% | DBT |
| 110 | LLOYDS BANKING GROUP PLC | 53944YAL7 | Apr 2024 | 31,571,000 | New | $31.4M | — | 0.33% | DBT |
| 111 | CHASE AUTO OWNER TRUST 2023-A | 16144KAB4 | Apr 2024 | 31,137,029 | New | $31.2M | — | 0.32% | ABS-MBS |
| 112 | UBS AG/STAMFORD CT | 22550L2H3 | Apr 2024 | 31,697,000 | New | $31.2M | — | 0.32% | DBT |
| 113 | AMERICAN HONDA FINANCE CORP | 02665WFA4 | Apr 2024 | 31,028,000 | New | $31.1M | — | 0.32% | DBT |
| 114 | DAIMLER TRUCK FINANCE NORTH AMERICA LLC | 233853AE0 | Apr 2022 | 30,674,000 | +7,285,000 | $30.7M | +32.0% | 0.32% | DBT |
| 115 | TORONTO-DOMINION BANK/NY | 89115BJ84 | Apr 2024 | 30,000,000 | New | $30.0M | — | 0.31% | STIV |
| 116 | ING GROEP NV | 456837BA0 | Apr 2024 | 30,198,000 | New | $29.6M | — | 0.31% | DBT |
| 117 | AT AND T INC | N/A | Apr 2022 | 29,775,000 | New | $29.5M | — | 0.31% | STIV |
| 118 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-3 | 36265WAD5 | Apr 2024 | 30,000,000 | New | $29.5M | — | 0.31% | ABS-MBS |
| 119 | MITSUBISHI UFJ FINANCIAL GROUP INC | 606822CW2 | Apr 2024 | 29,385,000 | New | $29.5M | — | 0.31% | DBT |
| 120 | CONAGRA BRANDS INC | 20600GEA0 | Apr 2024 | 29,500,000 | New | $29.5M | — | 0.31% | STIV |
| 121 | BPCE SA | 05571ECG0 | Apr 2024 | 30,000,000 | New | $29.4M | — | 0.31% | STIV |
| 122 | AMERICAN EXPRESS CO | 025816DM8 | Apr 2024 | 29,025,000 | New | $29.4M | — | 0.30% | DBT |
| 123 | CANADIAN IMPERIAL BANK OF COMMERCE | 13607LWT6 | Apr 2024 | 29,010,000 | New | $29.3M | — | 0.30% | DBT |
| 124 | BNP PARIBAS SA/NEW YORK NY | 05586F3R6 | Apr 2024 | 29,000,000 | New | $29.0M | — | 0.30% | STIV |
| 125 | COMMONWEALTH BANK OF AUSTRALIA | 2027A0KJ7 | Apr 2022 | 28,795,000 | -36,786,000 | $28.9M | -56.0% | 0.30% | DBT |
| 126 | BNP PARIBAS SA | 05579T5G7 | Apr 2024 | 29,035,000 | New | $28.8M | — | 0.30% | DBT |
| 127 | BPCE SA | 05583JAN2 | Apr 2024 | 28,882,000 | New | $28.8M | — | 0.30% | DBT |
| 128 | AMERICAN HONDA FINANCE CORP | 02665WFB2 | Apr 2024 | 28,610,000 | New | $28.7M | — | 0.30% | DBT |
| 129 | BOSTON PROPERTIES LP | 10112RAZ7 | Apr 2024 | 29,098,000 | New | $28.5M | — | 0.30% | DBT |
| 130 | PROTECTIVE LIFE GLOBAL FUNDING | 743672AE7 | Apr 2024 | 28,438,000 | New | $28.5M | — | 0.30% | DBT |
| 131 | SOCIETE GENERALE SA | 83368RAU6 | Apr 2024 | 28,950,000 | New | $28.5M | — | 0.30% | DBT |
| 132 | DOMINION ENERGY INC | N/A | Apr 2022 | 28,540,000 | New | $28.4M | — | 0.30% | STIV |
| 133 | ALIMENTATION COUCHE-TARD INC | 01626UEM3 | Apr 2024 | 28,525,000 | New | $28.4M | — | 0.30% | STIV |
| 134 | CROWN CASTLE INC | 22823PEU3 | Apr 2024 | 28,525,000 | New | $28.4M | — | 0.29% | STIV |
| 135 | HALEON UK CAPITAL PLC | 36264NAB0 | Apr 2024 | 28,960,000 | New | $28.3M | — | 0.29% | DBT |
| 136 | GA GLOBAL FUNDING TRUST | 36143L2K0 | Apr 2022 | 28,086,000 | — | $28.2M | +0.8% | 0.29% | DBT |
| 137 | SWEDBANK AB | 87020PAR8 | Apr 2022 | 28,103,000 | — | $28.2M | +0.4% | 0.29% | DBT |
| 138 | MERCEDES-BENZ FINANCE NORTH AMERICA LLC | 58769JAP2 | Apr 2024 | 28,445,000 | New | $28.2M | — | 0.29% | DBT |
| 139 | TARGA RESOURCES CORP | 87613EEQ4 | Apr 2024 | 28,290,000 | New | $28.2M | — | 0.29% | STIV |
| 140 | MASSMUTUAL GLOBAL FUNDING II | 57629WDF4 | Apr 2022 | 28,116,000 | — | $28.1M | +0.9% | 0.29% | DBT |
| 141 | ANZ NEW ZEALAND INT'L LTD/LONDON | 00182EBQ1 | Apr 2022 | 28,032,000 | — | $28.1M | +0.6% | 0.29% | DBT |
| 142 | CAPITAL ONE FINANCIAL CORP | 14040HCR4 | Apr 2024 | 28,010,000 | New | $28.0M | — | 0.29% | DBT |
| 143 | HUNTINGTON NATIONAL BANK/THE | 44644MAE1 | Apr 2024 | 28,010,000 | New | $28.0M | — | 0.29% | DBT |
| 144 | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2019-1 | 89231XAA9 | Apr 2024 | 27,477,000 | New | $27.4M | — | 0.28% | ABS-MBS |
| 145 | PLAINS ALL AMERICAN PIPELINE LP | 72650WE15 | Apr 2024 | 27,430,000 | New | $27.4M | — | 0.28% | STIV |
| 146 | ALIMENTATION COUCHE-TARD INC | 01626UEA9 | Apr 2024 | 27,450,000 | New | $27.4M | — | 0.28% | STIV |
| 147 | BARCLAYS PLC | 06738ECJ2 | Apr 2024 | 26,815,000 | New | $27.1M | — | 0.28% | DBT |
| 148 | NATWEST GROUP PLC | 639057AJ7 | Apr 2024 | 27,115,000 | New | $27.1M | — | 0.28% | DBT |
| 149 | PROTECTIVE LIFE CORP | N/A | Apr 2022 | 26,900,000 | New | $26.9M | — | 0.28% | STIV |
| 150 | AMERICAN EXPRESS CO | 025816CR8 | Apr 2022 | 26,612,000 | +9,749,000 | $26.8M | +57.9% | 0.28% | DBT |
| 151 | MITSUBISHI UFJ FINANCIAL GROUP INC | 606822CV4 | Apr 2024 | 26,697,000 | New | $26.6M | — | 0.28% | DBT |
| 152 | PROTECTIVE LIFE CORP | N/A | Apr 2022 | 26,700,000 | New | $26.6M | — | 0.28% | STIV |
| 153 | MICROCHIP TECHNOLOGY INC | N/A | Apr 2022 | 26,640,000 | New | $26.6M | — | 0.28% | STIV |
| 154 | JPMORGAN CHASE AND CO | 46647PCZ7 | Apr 2024 | 26,202,000 | New | $25.8M | — | 0.27% | DBT |
| 155 | ENBRIDGE US INC | N/A | Apr 2022 | 25,150,000 | New | $25.1M | — | 0.26% | STIV |
| 156 | AIR LEASE CORP | 00914AAF9 | Apr 2024 | 25,742,000 | New | $25.0M | — | 0.26% | DBT |
| 157 | RBC CAPITAL MARKETS, LLC | N/A | Apr 2022 | 25,000,000 | New | $25.0M | — | 0.26% | RA |
| 158 | ABN AMRO BANK NV | 00084DBA7 | Apr 2024 | 24,700,000 | New | $24.9M | — | 0.26% | DBT |
| 159 | BPCE SA | 05578AAW8 | Apr 2022 | 24,822,000 | +733,000 | $24.9M | +4.0% | 0.26% | DBT |
| 160 | BARCLAYS BANK PLC/NY | 06742T5S1 | Apr 2024 | 24,700,000 | New | $24.7M | — | 0.26% | STIV |
| 161 | BANCO SANTANDER SA | 05964HAX3 | Apr 2024 | 24,000,000 | New | $24.4M | — | 0.25% | DBT |
| 162 | MISSISSIPPI POWER CO | 605417CC6 | Apr 2022 | 24,381,000 | +2,524,000 | $24.4M | +12.7% | 0.25% | DBT |
| 163 | GEORGIA-PACIFIC LLC | 37331NAM3 | Apr 2022 | 24,420,000 | +1,145,000 | $24.4M | +10.4% | 0.25% | DBT |
| 164 | INTESA SANPAOLO SPA/NEW YORK NY | 46115LVM7 | Apr 2024 | 24,175,000 | New | $24.2M | — | 0.25% | STIV |
| 165 | CITIBANK NA | 17330QFP7 | Apr 2024 | 24,175,000 | New | $24.2M | — | 0.25% | STIV |
| 166 | MERCEDES-BENZ FINANCE NORTH AMERICA LLC | 58769JAE7 | Apr 2024 | 24,295,000 | New | $24.2M | — | 0.25% | DBT |
| 167 | BPCE SA | 05571AAN5 | Apr 2024 | 23,930,000 | New | $24.2M | — | 0.25% | DBT |
| 168 | ABN AMRO BANK NV | 00084DBC3 | Apr 2024 | 24,000,000 | New | $24.2M | — | 0.25% | DBT |
| 169 | NETFLIX INC | 64110LAY2 | Apr 2024 | 24,630,000 | New | $24.1M | — | 0.25% | DBT |
| 170 | BANCO SANTANDER SA | 05971KAE9 | Apr 2024 | 24,800,000 | New | $24.0M | — | 0.25% | DBT |
| 171 | TOYOTA MOTOR CREDIT CORP | 89236TLG8 | Apr 2024 | 23,930,000 | New | $24.0M | — | 0.25% | DBT |
| 172 | FORTUNE BRANDS INNOVATIONS INC | N/A | Apr 2022 | 24,000,000 | New | $24.0M | — | 0.25% | STIV |
| 173 | BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 06675FBA4 | Apr 2024 | 23,865,000 | New | $24.0M | — | 0.25% | DBT |
| 174 | HYUNDAI CAPITAL AMERICA | 44891ACZ8 | Apr 2024 | 23,915,000 | New | $24.0M | — | 0.25% | DBT |
| 175 | INTERNATIONAL FLAVORS AND FRAGRANCES INC | 4595A2EF2 | Apr 2024 | 24,010,000 | New | $24.0M | — | 0.25% | STIV |
| 176 | PENSKE TRUCK LEASING CO | 70962AEM4 | Apr 2024 | 23,975,000 | New | $23.9M | — | 0.25% | STIV |
| 177 | ONEOK INC | 682680BH5 | Apr 2024 | 23,903,000 | New | $23.9M | — | 0.25% | DBT |
| 178 | MORGAN STANLEY BANK NA | 61690U7U8 | Apr 2024 | 23,870,000 | New | $23.9M | — | 0.25% | DBT |
| 179 | INTERNATIONAL FLAVORS AND FRAGRANCES INC | N/A | Apr 2022 | 23,890,000 | New | $23.8M | — | 0.25% | STIV |
| 180 | ATHENE GLOBAL FUNDING | 04685A2X8 | Apr 2022 | 23,802,000 | — | $23.8M | +1.2% | 0.25% | DBT |
| 181 | INTERNATIONAL FLAVORS AND FRAGRANCES INC | N/A | Apr 2022 | 23,750,000 | New | $23.7M | — | 0.25% | STIV |
| 182 | AMERICAN ELECTRIC POWER CO INC | N/A | Apr 2022 | 23,750,000 | New | $23.7M | — | 0.25% | STIV |
| 183 | DEUTSCHE BANK AG/NEW YORK NY | 251526CJ6 | Apr 2024 | 23,772,000 | New | $23.7M | — | 0.25% | DBT |
| 184 | BANK OF NEW YORK MELLON/THE | 06405LAD3 | Apr 2024 | 23,857,000 | New | $23.7M | — | 0.25% | DBT |
| 185 | WELLS FARGO AND CO | 95000U2T9 | Apr 2024 | 23,738,000 | New | $23.7M | — | 0.25% | DBT |
| 186 | TRANSCANADA PIPELINES LTD | N/A | Apr 2022 | 23,750,000 | New | $23.7M | — | 0.25% | STIV |
| 187 | RABOBANK NEDERLAND NV NY | 21688ABA9 | Apr 2024 | 23,840,000 | New | $23.6M | — | 0.25% | DBT |
| 188 | SKANDINAVISKA ENSKILDA BANKEN AB | 830505AZ6 | Apr 2024 | 23,865,000 | New | $23.6M | — | 0.25% | DBT |
| 189 | HYUNDAI CAPITAL AMERICA | 44891ACX3 | Apr 2024 | 23,805,000 | New | $23.5M | — | 0.24% | DBT |
| 190 | DOMINION ENERGY INC | N/A | Apr 2022 | 23,500,000 | New | $23.5M | — | 0.24% | STIV |
| 191 | DUKE ENERGY CORP | 26441CCB9 | Apr 2024 | 23,835,000 | New | $23.5M | — | 0.24% | DBT |
| 192 | MORGAN STANLEY | 61747YEZ4 | Apr 2024 | 23,669,000 | New | $23.4M | — | 0.24% | DBT |
| 193 | MITSUBISHI UFJ FINANCIAL GROUP INC | 606822DA9 | Apr 2024 | 23,461,000 | New | $23.4M | — | 0.24% | DBT |
| 194 | DAIMLER TRUCK FINANCE NORTH AMERICA LLC | 233853AS9 | Apr 2024 | 23,295,000 | New | $23.2M | — | 0.24% | DBT |
| 195 | INVITATION HOMES 2018-SFR4 TRUST | 46187XAA3 | Apr 2024 | 23,184,429 | New | $23.2M | — | 0.24% | ABS-MBS |
| 196 | MICROCHIP TECHNOLOGY INC | N/A | Apr 2022 | 23,240,000 | New | $23.2M | — | 0.24% | STIV |
| 197 | CONSTELLATION BRANDS INC | N/A | Apr 2022 | 23,129,000 | New | $23.1M | — | 0.24% | STIV |
| 198 | NISSAN AUTO RECEIVABLES 2023-B OWNER TRUST | 65480MAB9 | Apr 2024 | 22,750,000 | New | $22.8M | — | 0.24% | ABS-MBS |
| 199 | SOUTHERN CO/THE | 84262LEN6 | Apr 2024 | 22,855,000 | New | $22.8M | — | 0.24% | STIV |
| 200 | LLOYDS BANKING GROUP PLC | 539439AY5 | Apr 2024 | 22,697,000 | New | $22.7M | — | 0.24% | DBT |
| 201 | KEYBANK NA/CLEVELAND OH | 49327M3D4 | Apr 2022 | 22,540,000 | -5,000,000 | $22.5M | -17.4% | 0.23% | DBT |
| 202 | INTESA SANPAOLO SPA/NEW YORK NY | 46115K3B4 | Apr 2024 | 22,250,000 | New | $22.3M | — | 0.23% | STIV |
| 203 | FHLB | 3130ATVC8 | Apr 2024 | 21,915,000 | New | $21.9M | — | 0.23% | DBT |
| 204 | SOUTHERN CO/THE | 84262LEV8 | Apr 2024 | 21,975,000 | New | $21.9M | — | 0.23% | STIV |
| 205 | ING GROEP NV | 456837BJ1 | Apr 2024 | 21,269,000 | New | $21.6M | — | 0.22% | DBT |
| 206 | SIMON PROPERTY GROUP LP | 828807CS4 | Apr 2024 | 21,715,000 | New | $21.5M | — | 0.22% | DBT |
| 207 | MICROCHIP TECHNOLOGY INC | 595017BC7 | Apr 2024 | 21,462,000 | New | $21.1M | — | 0.22% | DBT |
| 208 | OVINTIV CANADA ULC | 69047MEL1 | Apr 2024 | 21,160,000 | New | $21.1M | — | 0.22% | STIV |
| 209 | GENERAL MOTORS FINANCIAL CO INC | 37045XDN3 | Apr 2024 | 20,952,000 | New | $21.0M | — | 0.22% | DBT |
| 210 | BANK OF NOVA SCOTIA/THE | 06418JAA9 | Apr 2024 | 20,938,000 | New | $20.8M | — | 0.22% | DBT |
| 211 | PEPSICO INC | 713448FU7 | Apr 2024 | 20,806,000 | New | $20.8M | — | 0.22% | DBT |
| 212 | NATWEST MARKETS PLC | 63906YAC2 | Apr 2024 | 20,485,000 | New | $20.5M | — | 0.21% | DBT |
| 213 | ING GROEP NV | 456837BF9 | Apr 2024 | 20,309,000 | New | $20.4M | — | 0.21% | DBT |
| 214 | TRUIST FINANCIAL CORP | 89788MAF9 | Apr 2024 | 20,125,000 | New | $20.1M | — | 0.21% | DBT |
| 215 | ERP OPERATING LP | 26885TE15 | Apr 2024 | 20,000,000 | New | $20.0M | — | 0.21% | STIV |
| 216 | ARROW ELECTRONICS INC | 04273LE19 | Apr 2024 | 20,000,000 | New | $20.0M | — | 0.21% | STIV |
| 217 | HONDA AUTO RECEIVABLES 2023-4 OWNER TRUST | 438123AB7 | Apr 2024 | 19,855,000 | New | $19.9M | — | 0.21% | ABS-MBS |
| 218 | GENERAL MOTORS FINANCIAL CO INC | 37046TF66 | Apr 2024 | 20,000,000 | New | $19.9M | — | 0.21% | STIV |
| 219 | METROPOLITAN LIFE GLOBAL FUNDING I | 59217GEQ8 | Apr 2022 | 19,850,000 | — | $19.9M | +0.9% | 0.21% | DBT |
| 220 | DEUTSCHE BANK AG/NEW YORK NY | 251526BY4 | Apr 2024 | 19,834,000 | New | $19.8M | — | 0.21% | DBT |
| 221 | GOLDMAN SACHS GROUP INC/THE | 38141GYQ1 | Apr 2022 | 19,768,000 | +1,068,000 | $19.8M | +7.3% | 0.21% | DBT |
| 222 | MITSUBISHI UFJ FINANCIAL GROUP INC | 606822CH5 | Apr 2024 | 19,631,000 | New | $19.6M | — | 0.20% | DBT |
| 223 | DISCOVER CARD EXECUTION NOTE TRUST | 254683CS2 | Apr 2024 | 19,965,000 | New | $19.5M | — | 0.20% | ABS-CBDO |
| 224 | CARVANA AUTO RECEIVABLES TRUST 2021-P4 | 14687KAC0 | Apr 2022 | 19,997,783 | -14,307,217 | $19.5M | -41.0% | 0.20% | ABS-MBS |
| 225 | MACQUARIE BANK LTD | 55608PBK9 | Apr 2022 | 19,285,000 | — | $19.5M | +0.2% | 0.20% | DBT |
| 226 | CITIZENS BANK NA/PROVIDENCE RI | 75524KNQ3 | Apr 2024 | 19,435,000 | New | $19.4M | — | 0.20% | DBT |
| 227 | CAMPBELL SOUP CO | 134429BL2 | Apr 2024 | 19,444,000 | New | $19.4M | — | 0.20% | DBT |
| 228 | JPMORGAN CHASE AND CO | 46647PBH8 | Apr 2024 | 19,928,000 | New | $19.3M | — | 0.20% | DBT |
| 229 | METROPOLITAN LIFE GLOBAL FUNDING I | 59217GEX3 | Apr 2022 | 19,175,000 | — | $19.3M | +0.2% | 0.20% | DBT |
| 230 | STATE STREET CORP | 857477CE1 | Apr 2024 | 19,120,000 | New | $19.3M | — | 0.20% | DBT |
| 231 | MORGAN STANLEY | 61747YFN0 | Apr 2024 | 19,140,000 | New | $19.2M | — | 0.20% | DBT |
| 232 | CATERPILLAR FINANCIAL SERVICES CORP | 14913R2R7 | Apr 2022 | 19,206,000 | +556,000 | $19.2M | +3.8% | 0.20% | DBT |
| 233 | TORONTO-DOMINION BANK/NY | 89115BB90 | Apr 2024 | 19,165,000 | New | $19.2M | — | 0.20% | STIV |
| 234 | AMERICAN EXPRESS CO | 025816DQ9 | Apr 2024 | 19,075,000 | New | $19.2M | — | 0.20% | DBT |
| 235 | WEC ENERGY GROUP INC | 92939UAM8 | Apr 2024 | 19,135,000 | New | $19.2M | — | 0.20% | DBT |
| 236 | HEWLETT PACKARD ENTERPRISE CO | 42824CBL2 | Apr 2024 | 19,138,000 | New | $19.1M | — | 0.20% | DBT |
| 237 | PRINCIPAL LIFE GLOBAL FUNDING II | 74256LER6 | Apr 2022 | 19,115,000 | +500,000 | $19.1M | +3.6% | 0.20% | DBT |
| 238 | MARRIOTT INTERNATIONAL INC/MD | N/A | Apr 2022 | 19,185,000 | New | $19.1M | — | 0.20% | STIV |
| 239 | AEGON FUNDING CO LLC | 00775VAA2 | Apr 2024 | 19,280,000 | New | $19.1M | — | 0.20% | DBT |
| 240 | DANSKE BANK A/S | 23636ABG5 | Apr 2024 | 19,235,000 | New | $19.1M | — | 0.20% | DBT |
| 241 | TARGA RESOURCES CORP | 87613EEV3 | Apr 2024 | 19,125,000 | New | $19.0M | — | 0.20% | STIV |
| 242 | AMERICAN HONDA FINANCE CORP | 02665JE63 | Apr 2024 | 19,000,000 | New | $19.0M | — | 0.20% | STIV |
| 243 | BANCO SANTANDER SA | 05964HBA2 | Apr 2024 | 19,200,000 | New | $19.0M | — | 0.20% | DBT |
| 244 | SANTANDER UK GROUP HOLDINGS PLC | 80281LAS4 | Apr 2024 | 18,714,000 | New | $18.9M | — | 0.20% | DBT |
| 245 | LLOYDS BANKING GROUP PLC | 53944YAZ6 | Apr 2024 | 19,068,000 | New | $18.9M | — | 0.20% | DBT |
| 246 | GENERAL MOTORS FINANCIAL CO INC | 37045XDM5 | Apr 2024 | 19,121,000 | New | $18.7M | — | 0.19% | DBT |
| 247 | COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY | 20271RAQ3 | Apr 2024 | 18,783,000 | New | $18.7M | — | 0.19% | DBT |
| 248 | MIZUHO BANK LTD | 60688XAP5 | Apr 2024 | 18,850,000 | New | $18.7M | — | 0.19% | DBT |
| 249 | JPMORGAN CHASE AND CO | 46647PDB9 | Apr 2024 | 18,427,000 | New | $18.6M | — | 0.19% | DBT |
| 250 | EVERSOURCE ENERGY | 30040WAV0 | Apr 2024 | 18,135,000 | New | $17.8M | — | 0.18% | DBT |
| 251 | CITIGROUP INC | 172967MQ1 | Apr 2024 | 18,001,000 | New | $17.5M | — | 0.18% | DBT |
| 252 | PUBLIC STORAGE OPERATING CO | 74460WAJ6 | Apr 2024 | 17,408,000 | New | $17.5M | — | 0.18% | DBT |
| 253 | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST | 02582JJR2 | Apr 2024 | 17,900,000 | New | $17.5M | — | 0.18% | ABS-CBDO |
| 254 | LLOYDS BANKING GROUP PLC | 53944YAW3 | Apr 2024 | 17,173,000 | New | $17.4M | — | 0.18% | DBT |
| 255 | SPRINT LLC | 85207UAH8 | Apr 2024 | 17,393,000 | New | $17.4M | — | 0.18% | DBT |
| 256 | ARROW ELECTRONICS INC | 04273LE76 | Apr 2024 | 17,209,000 | New | $17.2M | — | 0.18% | STIV |
| 257 | ONEOK INC | 682680AX1 | Apr 2024 | 16,969,000 | New | $16.8M | — | 0.17% | DBT |
| 258 | DISCOVERY COMMUNICATIONS LLC | 25471JE19 | Apr 2024 | 16,708,000 | New | $16.7M | — | 0.17% | STIV |
| 259 | ANALOG DEVICES INC | 032654AT2 | Apr 2022 | 16,404,000 | +5,199,000 | $16.4M | +47.1% | 0.17% | DBT |
| 260 | CAPITAL ONE FINANCIAL CORP | 14040HBG9 | Apr 2024 | 16,254,000 | New | $15.9M | — | 0.17% | DBT |
| 261 | CITIZENS AUTO RECEIVABLES TRUST 2024-1 | 17331QAB2 | Apr 2024 | 15,933,000 | New | $15.9M | — | 0.17% | ABS-MBS |
| 262 | BOEING CO/THE | 097023CT0 | Apr 2024 | 15,845,000 | New | $15.6M | — | 0.16% | DBT |
| 263 | AMERICAN EXPRESS CO | 025816DJ5 | Apr 2024 | 15,063,000 | New | $15.1M | — | 0.16% | DBT |
| 264 | BNP PARIBAS SA | 09659W2J2 | Apr 2024 | 15,366,000 | New | $15.1M | — | 0.16% | DBT |
| 265 | BMW US CAPITAL LLC | 05565EBY0 | Apr 2022 | 14,980,000 | +924,000 | $15.1M | +6.8% | 0.16% | DBT |
| 266 | SOUTHERN CO/THE | N/A | Apr 2022 | 15,000,000 | New | $15.0M | — | 0.16% | STIV |
| 267 | RTX CORP | 75513ECQ2 | Apr 2024 | 14,820,000 | New | $14.7M | — | 0.15% | DBT |
| 268 | MUTUAL OF OMAHA COS GLOBAL FUNDING | 62829D2A7 | Apr 2024 | 14,660,000 | New | $14.7M | — | 0.15% | DBT |
| 269 | WELLS FARGO BANK NA | 94988J6J1 | Apr 2024 | 14,460,000 | New | $14.5M | — | 0.15% | DBT |
| 270 | AT AND T INC | 0020A2FQ0 | Apr 2024 | 14,529,000 | New | $14.4M | — | 0.15% | STIV |
| 271 | FMC CORP | 34410WEH1 | Apr 2024 | 14,390,000 | New | $14.3M | — | 0.15% | STIV |
| 272 | BRISTOL-MYERS SQUIBB CO | 110122ED6 | Apr 2024 | 14,440,000 | New | $14.3M | — | 0.15% | DBT |
| 273 | NUTRIEN LTD | 67077UEU0 | Apr 2024 | 14,390,000 | New | $14.3M | — | 0.15% | STIV |
| 274 | MACQUARIE BANK LTD | 55608PBQ6 | Apr 2024 | 14,358,000 | New | $14.3M | — | 0.15% | DBT |
| 275 | PROTECTIVE LIFE GLOBAL FUNDING | 74368CBX1 | Apr 2024 | 14,470,000 | New | $14.3M | — | 0.15% | DBT |
| 276 | NORDEA BANK ABP | 65558RAF6 | Apr 2024 | 14,242,000 | New | $14.3M | — | 0.15% | DBT |
| 277 | NORTHWESTERN MUTUAL GLOBAL FUNDING | 66815L2R9 | Apr 2024 | 14,344,000 | New | $14.2M | — | 0.15% | DBT |
| 278 | AIR LEASE CORP | 00912XBA1 | Apr 2024 | 14,551,000 | New | $14.2M | — | 0.15% | DBT |
| 279 | CITIGROUP INC | 172967NR8 | Apr 2024 | 13,997,000 | New | $14.0M | — | 0.15% | DBT |
| 280 | KEYCORP | 49326EEL3 | Apr 2024 | 13,996,000 | New | $13.9M | — | 0.14% | DBT |
| 281 | SUMITOMO MITSUI TRUST BANK LTD | 86563VAZ2 | Apr 2024 | 13,939,000 | New | $13.6M | — | 0.14% | DBT |
| 282 | WORLD OMNI AUTO RECEIVABLES TRUST 2024-A | 98164RAD8 | Apr 2024 | 12,945,000 | New | $12.8M | — | 0.13% | ABS-MBS |
| 283 | BANK OF AMERICA CORP | 06051GGT0 | Apr 2024 | 12,834,000 | New | $12.7M | — | 0.13% | DBT |
| 284 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-2 | 362585AC5 | Apr 2022 | 12,831,440 | -2,168,560 | $12.6M | -15.9% | 0.13% | ABS-MBS |
| 285 | UBS GROUP AG | 225401AQ1 | Apr 2024 | 13,040,000 | New | $12.5M | — | 0.13% | DBT |
| 286 | CELANESE US HOLDINGS LLC | 15089QAJ3 | Apr 2024 | 12,500,000 | New | $12.5M | — | 0.13% | DBT |
| 287 | HYUNDAI AUTO RECEIVABLES TRUST 2023-C | 44918CAB8 | Apr 2024 | 12,363,000 | New | $12.4M | — | 0.13% | ABS-MBS |
| 288 | HUNTINGTON AUTO TRUST 2024-1 | 446144AC1 | Apr 2024 | 12,380,000 | New | $12.4M | — | 0.13% | ABS-MBS |
| 289 | HYUNDAI CAPITAL AMERICA | 44891ABZ9 | Apr 2024 | 13,546,000 | New | $12.3M | — | 0.13% | DBT |
| 290 | MIZUHO FINANCIAL GROUP INC | 60687YAW9 | Apr 2024 | 12,322,000 | New | $12.2M | — | 0.13% | DBT |
| 291 | CITIZENS AUTO RECEIVABLES TRUST 2023-1 | 17331KAC3 | Apr 2024 | 12,000,354 | New | $12.0M | — | 0.12% | ABS-MBS |
| 292 | CONSTELLATION BRANDS INC | N/A | Apr 2022 | 12,000,000 | New | $12.0M | — | 0.12% | STIV |
| 293 | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2021-1 | 92868KAC7 | Apr 2024 | 12,149,905 | New | $11.9M | — | 0.12% | ABS-MBS |
| 294 | TESLA AUTO LEASE TRUST 2023-A | 88167PAB4 | Apr 2024 | 11,701,045 | New | $11.7M | — | 0.12% | ABS-MBS |
| 295 | ARROW ELECTRONICS INC | 04273LE27 | Apr 2024 | 11,700,000 | New | $11.7M | — | 0.12% | STIV |
| 296 | GOLDEN CREDIT CARD TRUST | 380881FP2 | Apr 2024 | 11,590,000 | New | $11.4M | — | 0.12% | ABS-CBDO |
| 297 | REALTY INCOME CORP | 756109AQ7 | Apr 2024 | 11,336,000 | New | $11.3M | — | 0.12% | DBT |
| 298 | HYUNDAI CAPITAL AMERICA | 44891ABN6 | Apr 2024 | 11,606,000 | New | $10.9M | — | 0.11% | DBT |
| 299 | MORGAN STANLEY | 61747YEM3 | Apr 2024 | 11,174,000 | New | $10.9M | — | 0.11% | DBT |
| 300 | CARMAX AUTO OWNER TRUST 2022-2 | 14317HAC5 | Apr 2022 | 10,913,351 | -3,086,649 | $10.7M | -23.2% | 0.11% | ABS-MBS |
| 301 | SHERWIN-WILLIAMS CO/THE | 824348AV8 | Apr 2024 | 10,725,000 | New | $10.7M | — | 0.11% | DBT |
| 302 | MICROCHIP TECHNOLOGY INC | N/A | Apr 2022 | 10,550,000 | New | $10.5M | — | 0.11% | STIV |
| 303 | NEXTERA ENERGY CAPITAL HOLDINGS INC | 65339KCF5 | Apr 2024 | 10,292,000 | New | $10.3M | — | 0.11% | DBT |
| 304 | HYATT HOTELS CORP | 448579AQ5 | Apr 2024 | 10,214,000 | New | $10.3M | — | 0.11% | DBT |
| 305 | BARCLAYS PLC | 06738EAN5 | Apr 2024 | 10,291,000 | New | $10.0M | — | 0.10% | DBT |
| 306 | HARLEY-DAVIDSON MOTORCYCLE TRUST 2023-B | 41285YAB1 | Apr 2024 | 9,976,406 | New | $10.0M | — | 0.10% | ABS-MBS |
| 307 | CONSTELLATION BRANDS INC | N/A | Apr 2022 | 10,000,000 | New | $10.0M | — | 0.10% | STIV |
| 308 | CARVANA AUTO RECEIVABLES TRUST 2022-P2 | 14686JAC4 | Apr 2024 | 10,143,037 | New | $10.0M | — | 0.10% | ABS-MBS |
| 309 | PPG INDUSTRIES INC | N/A | Apr 2022 | 10,000,000 | New | $10.0M | — | 0.10% | STIV |
| 310 | AMERICAN ELECTRIC POWER CO INC | N/A | Apr 2022 | 9,975,000 | New | $9.9M | — | 0.10% | STIV |
| 311 | ING GROEP NV | 456837BD4 | Apr 2024 | 9,675,000 | New | $9.8M | — | 0.10% | DBT |
| 312 | FINANCE OF AMERICA HECM BUYOUT 2022-HB2 | 317380AA1 | Apr 2024 | 9,889,164 | New | $9.8M | — | 0.10% | ABS-CBDO |
| 313 | JPMORGAN CHASE AND CO | 46647PBK1 | Apr 2024 | 10,061,000 | New | $9.7M | — | 0.10% | DBT |
| 314 | SUMITOMO MITSUI TRUST BANK LTD | 86563VBK4 | Apr 2024 | 9,670,000 | New | $9.7M | — | 0.10% | DBT |
| 315 | GENERAL MOTORS FINANCIAL CO INC | 37045XCV6 | Apr 2024 | 9,870,000 | New | $9.6M | — | 0.10% | DBT |
| 316 | BRISTOL-MYERS SQUIBB CO | 110122EE4 | Apr 2024 | 9,625,000 | New | $9.5M | — | 0.10% | DBT |
| 317 | SUMITOMO MITSUI TRUST BANK LTD | 86563VBP3 | Apr 2024 | 9,625,000 | New | $9.5M | — | 0.10% | DBT |
| 318 | DAIMLER TRUCK FINANCE NORTH AMERICA LLC | 233853AV2 | Apr 2024 | 9,645,000 | New | $9.5M | — | 0.10% | DBT |
| 319 | NATWEST GROUP PLC | 639057AL2 | Apr 2024 | 9,420,000 | New | $9.4M | — | 0.10% | DBT |
| 320 | GA GLOBAL FUNDING TRUST | 36143L2E4 | Apr 2022 | 9,350,000 | — | $9.4M | +1.7% | 0.10% | DBT |
| 321 | REALTY INCOME CORP | 756109BQ6 | Apr 2024 | 9,393,000 | New | $9.3M | — | 0.10% | DBT |
| 322 | BARCLAYS PLC | 06738EAE5 | Apr 2024 | 9,395,000 | New | $9.2M | — | 0.10% | DBT |
| 323 | WELLS FARGO AND CO | 95000U2F9 | Apr 2024 | 9,645,000 | New | $9.2M | — | 0.10% | DBT |
| 324 | MORGAN STANLEY | 61761J3R8 | Apr 2024 | 9,596,000 | New | $9.1M | — | 0.09% | DBT |
| 325 | NEW YORK LIFE GLOBAL FUNDING | 64952WEL3 | Apr 2022 | 9,020,000 | — | $9.0M | +0.8% | 0.09% | DBT |
| 326 | BPCE SA | 05578QAB9 | Apr 2024 | 9,015,000 | New | $9.0M | — | 0.09% | DBT |
| 327 | BPCE SA | 05578QAD5 | Apr 2024 | 8,645,000 | New | $8.5M | — | 0.09% | DBT |
| 328 | OBX 2020-EXP2 TRUST | 67448VAM2 | Apr 2022 | 10,684,241 | -3,950,499 | $8.5M | -38.6% | 0.09% | ABS-CBDO |
| 329 | CITIZENS AUTO RECEIVABLES TRUST 2023-2 | 17295FAB0 | Apr 2024 | 8,372,052 | New | $8.4M | — | 0.09% | ABS-MBS |
| 330 | AMERICAN TOWER CORP | 03027XAT7 | Apr 2024 | 8,295,000 | New | $8.3M | — | 0.09% | DBT |
| 331 | MORGAN STANLEY BANK NA | 61690U7V6 | Apr 2024 | 8,208,000 | New | $8.2M | — | 0.09% | DBT |
| 332 | ING GROEP NV | 45685NAA4 | Apr 2024 | 8,295,000 | New | $8.2M | — | 0.08% | DBT |
| 333 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 | 78435VAB8 | Apr 2024 | 8,000,000 | New | $8.0M | — | 0.08% | ABS-MBS |
| 334 | NATIONWIDE MUTUAL INSURANCE CO | 638671AJ6 | Apr 2024 | 7,737,000 | New | $7.7M | — | 0.08% | DBT |
| 335 | HSBC USA INC | N/A | Apr 2022 | 7,820,000 | New | $7.7M | — | 0.08% | STIV |
| 336 | AMGEN INC | 031162DM9 | Apr 2024 | 7,651,000 | New | $7.6M | — | 0.08% | DBT |
| 337 | ATHENE GLOBAL FUNDING | 04685A2L4 | Apr 2024 | 7,794,000 | New | $7.6M | — | 0.08% | DBT |
| 338 | BANK OF AMERICA AUTO TRUST 2023-2 | 06054YAB3 | Apr 2024 | 7,599,000 | New | $7.6M | — | 0.08% | ABS-MBS |
| 339 | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | 00774MAC9 | Apr 2024 | 7,646,000 | New | $7.5M | — | 0.08% | DBT |
| 340 | ALIMENTATION COUCHE-TARD INC | 01626UED3 | Apr 2024 | 7,450,000 | New | $7.4M | — | 0.08% | STIV |
| 341 | ANGEL OAK MORTGAGE TRUST 2020-3 | 03465LAA3 | Apr 2022 | 8,153,471 | -5,507,572 | $7.4M | -43.8% | 0.08% | ABS-CBDO |
| 342 | FORD CREDIT AUTO OWNER TRUST 2018-REV1 | 34532RAA4 | Apr 2024 | 7,435,000 | New | $7.3M | — | 0.08% | ABS-MBS |
| 343 | WESTLAKE CORP | 960413AX0 | Apr 2022 | 7,332,000 | — | $7.2M | +3.6% | 0.08% | DBT |
| 344 | MELLO WAREHOUSE SECURITIZATION TRUST 2021-3 | 58552FAA4 | Apr 2024 | 7,000,000 | New | $7.0M | — | 0.07% | ABS-CBDO |
| 345 | IMPERIAL FUND MORTGAGE TRUST 2022-NQM2 | 45276PAA4 | Apr 2022 | 7,388,996 | -1,254,170 | $6.7M | -20.7% | 0.07% | ABS-CBDO |
| 346 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-2 | 85573UAA9 | Apr 2022 | 7,371,334 | -1,195,431 | $6.7M | -19.0% | 0.07% | ABS-CBDO |
| 347 | BPCE SA | 05583JAG7 | Apr 2024 | 6,836,000 | New | $6.7M | — | 0.07% | DBT |
| 348 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 | 85573PAA0 | Apr 2022 | 7,948,954 | -2,827,039 | $6.6M | -34.4% | 0.07% | ABS-CBDO |
| 349 | AMERICAN EXPRESS CO | 025816DC0 | Apr 2024 | 6,644,000 | New | $6.6M | — | 0.07% | DBT |
| 350 | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-1 | 14043QAC6 | Apr 2024 | 6,695,707 | New | $6.6M | — | 0.07% | ABS-MBS |
| 351 | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP | 709599BF0 | Apr 2024 | 6,471,000 | New | $6.4M | — | 0.07% | DBT |
| 352 | CSMC 2020-AFC1 TRUST | 12597MAA3 | Apr 2022 | 7,075,216 | -4,856,426 | $6.4M | -44.4% | 0.07% | ABS-CBDO |
| 353 | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 | 14043KAD7 | Apr 2024 | 6,127,350 | New | $6.1M | — | 0.06% | ABS-MBS |
| 354 | HYATT HOTELS CORP | 448579AF9 | Apr 2024 | 6,148,000 | New | $6.1M | — | 0.06% | DBT |
| 355 | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | 00774MAN5 | Apr 2024 | 5,613,000 | New | $5.7M | — | 0.06% | DBT |
| 356 | BRAVO RESIDENTIAL FUNDING TRUST 2021-HE1 | 10569QAA2 | Apr 2022 | 5,321,592 | -6,637,792 | $5.3M | -53.8% | 0.05% | ABS-CBDO |
| 357 | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | 00774MAM7 | Apr 2024 | 5,254,000 | New | $5.2M | — | 0.05% | DBT |
| 358 | TORONTO-DOMINION BANK/THE | 89115A2V3 | Apr 2024 | 5,030,000 | New | $5.0M | — | 0.05% | DBT |
| 359 | HYUNDAI AUTO RECEIVABLES TRUST 2024-A | 448973AC1 | Apr 2024 | 5,000,000 | New | $5.0M | — | 0.05% | ABS-MBS |
| 360 | CSMC 2020-SPT1 TRUST | 12659LAB8 | Apr 2022 | 4,868,455 | -1,631,545 | $4.8M | -25.5% | 0.05% | ABS-CBDO |
| 361 | AMERICAN EXPRESS CO | 025816DD8 | Apr 2024 | 4,585,000 | New | $4.6M | — | 0.05% | DBT |
| 362 | SUMITOMO MITSUI FINANCIAL GROUP INC | 86562MCA6 | Apr 2024 | 4,795,000 | New | $4.6M | — | 0.05% | DBT |
| 363 | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 | 92867YAB0 | Apr 2024 | 4,460,000 | New | $4.5M | — | 0.05% | ABS-MBS |
| 364 | KEURIG DR PEPPER INC | 49271VAH3 | Apr 2024 | 4,490,000 | New | $4.4M | — | 0.05% | DBT |
| 365 | INTESA SANPAOLO SPA | 46115HBJ5 | Apr 2024 | 4,481,000 | New | $4.4M | — | 0.05% | DBT |
| 366 | TOWD POINT MORTGAGE TRUST 2022-SJ1 | 89180GAW9 | Apr 2022 | 4,437,051 | -4,639,254 | $4.2M | -52.6% | 0.04% | ABS-CBDO |
| 367 | MFA 2021-NQM1 TRUST | 55283FAA6 | Apr 2022 | 4,766,994 | -4,039,546 | $4.2M | -49.9% | 0.04% | ABS-CBDO |
| 368 | VERUS SECURITIZATION TRUST 2020-5 | 92538CAA9 | Apr 2022 | 4,100,690 | -3,290,521 | $3.8M | -46.1% | 0.04% | ABS-CBDO |
| 369 | STAR 2021-1 TRUST | 85573GAA0 | Apr 2022 | 4,345,060 | -3,112,476 | $3.8M | -47.2% | 0.04% | ABS-CBDO |
| 370 | ARROYO MORTGAGE TRUST 2019-3 | 04285AAA3 | Apr 2022 | 4,070,193 | -2,683,420 | $3.7M | -43.2% | 0.04% | ABS-CBDO |
| 371 | AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R9 | 03072SQ32 | Apr 2022 | 3,799,026 | -4,047,283 | $3.7M | -52.7% | 0.04% | ABS-MBS |
| 372 | BRAVO RESIDENTIAL FUNDING TRUST | 10569EAA9 | Apr 2022 | 3,664,019 | -5,228,551 | $3.4M | -60.1% | 0.04% | ABS-CBDO |
| 373 | TOWD POINT MORTGAGE TRUST 2019-HY1 | 89177EAA7 | Apr 2022 | 3,381,547 | -2,851,459 | $3.4M | -44.9% | 0.04% | ABS-MBS |
| 374 | NATIONSTAR HOME EQUITY LOAN TRUST 2007-B | 63860LAE0 | Apr 2022 | 3,439,722 | -1,874,425 | $3.4M | -36.2% | 0.03% | ABS-MBS |
| 375 | TOWD POINT HE TRUST | 89180DAA4 | Apr 2022 | 3,407,714 | -5,496,423 | $3.2M | -62.1% | 0.03% | ABS-CBDO |
| 376 | JPMORGAN CHASE AND CO | 46625HJY7 | Apr 2024 | 3,232,000 | New | $3.2M | — | 0.03% | DBT |
| 377 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 | 64828FCQ3 | Apr 2022 | 2,852,493 | -2,186,250 | $2.8M | -43.5% | 0.03% | ABS-CBDO |
| 378 | ARROYO MORTGAGE TRUST 2019-2 | 042858AA8 | Apr 2022 | 2,958,594 | -2,193,070 | $2.7M | -46.2% | 0.03% | ABS-CBDO |
| 379 | VERUS SECURITIZATION TRUST 2019-4 | 92537KAA2 | Apr 2022 | 2,805,972 | -2,910,553 | $2.7M | -52.4% | 0.03% | ABS-CBDO |
| 380 | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 | 10569TAA6 | Apr 2022 | 3,014,203 | -2,003,716 | $2.6M | -44.4% | 0.03% | ABS-CBDO |
| 381 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-1 | 03066TAC5 | Apr 2022 | 2,612,955 | -1,547,045 | $2.6M | -36.9% | 0.03% | ABS-MBS |
| 382 | PPG INDUSTRIES INC | 69350AEE4 | Apr 2024 | 2,400,000 | New | $2.4M | — | 0.02% | STIV |
| 383 | FIRST INVESTORS AUTO OWNER TRUST 2022-1 | 32057KAA8 | Apr 2022 | 2,356,353 | -11,193,536 | $2.3M | -82.5% | 0.02% | ABS-MBS |
| 384 | CARRINGTON MORTGAGE LOAN TRUST SERIES 2007-HE1 | 14454EAC5 | Apr 2022 | 2,390,805 | -2,999,929 | $2.3M | -56.6% | 0.02% | ABS-MBS |
| 385 | SG RESIDENTIAL MORTGAGE TRUST 2022-1 | 78433QAA3 | Apr 2022 | 2,580,751 | -5,329,819 | $2.3M | -69.6% | 0.02% | ABS-CBDO |
| 386 | TOWD POINT MORTGAGE TRUST 2018-1 | 89176EAA8 | Apr 2022 | 2,370,641 | -2,799,373 | $2.3M | -55.0% | 0.02% | ABS-MBS |
| 387 | CSMC SERIES 2019-NQM1 | 12655VAA2 | Apr 2022 | 2,367,531 | -3,376,148 | $2.3M | -59.6% | 0.02% | ABS-CBDO |
| 388 | BRAVO RESIDENTIAL FUNDING TRUST 2020-NQM1 | 105699AA0 | Apr 2022 | 2,358,219 | -3,428,281 | $2.2M | -60.8% | 0.02% | ABS-CBDO |
| 389 | VERUS SECURITIZATION TRUST 2019-INV2 | 92537HAA9 | Apr 2022 | 2,283,366 | -5,932,115 | $2.2M | -73.4% | 0.02% | ABS-CBDO |
| 390 | ELLINGTON FINANCIAL MORTGAGE TRUST | 31573TAA6 | Apr 2022 | 2,295,127 | -1,737,263 | $2.1M | -46.6% | 0.02% | ABS-CBDO |
| 391 | COLT FUNDING LLC | 19688DAA8 | Apr 2022 | 2,340,408 | -1,534,006 | $2.1M | -42.1% | 0.02% | ABS-CBDO |
| 392 | FORD CREDIT AUTO OWNER TRUST 2021-A | 34532NAC9 | Apr 2024 | 2,131,329 | New | $2.1M | — | 0.02% | ABS-MBS |
| 393 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF7 | 320277AB2 | Apr 2022 | 2,127,658 | -2,986,077 | $2.1M | -58.7% | 0.02% | ABS-MBS |
| 394 | CARMAX AUTO OWNER TRUST 2022-4 | 14318UAB7 | Apr 2024 | 1,997,767 | New | $2.0M | — | 0.02% | ABS-MBS |
| 395 | BOEING CO/THE | 097023BH7 | Apr 2024 | 1,983,000 | New | $2.0M | — | 0.02% | DBT |
| 396 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2006-CB1 | 81375WHF6 | Apr 2022 | 1,861,245 | -2,879,514 | $1.8M | -61.2% | 0.02% | ABS-MBS |
| 397 | GALTON FUNDING MORTGAGE TRUST 2019-2 | 36418AAJ6 | Apr 2022 | 2,046,133 | -1,249,055 | $1.8M | -46.3% | 0.02% | ABS-CBDO |
| 398 | GCAT 2019-NQM3 TRUST | 36167VAA2 | Apr 2022 | 1,870,907 | -1,228,074 | $1.8M | -42.3% | 0.02% | ABS-CBDO |
| 399 | BPCE SA | 05578QAC7 | Apr 2024 | 1,737,000 | New | $1.7M | — | 0.02% | DBT |
| 400 | SOUNDVIEW HOME LOAN TRUST 2005-OPT3 | 83611MGU6 | Apr 2022 | 1,662,280 | -3,015,470 | $1.6M | -65.0% | 0.02% | ABS-MBS |
| 401 | FANNIE MAE REMICS | 64828EAA3 | Apr 2022 | 1,722,501 | -722,244 | $1.6M | -33.8% | 0.02% | ABS-CBDO |
| 402 | MORGAN STANLEY ABS CAPITAL I INC TRUST 2006-NC1 | 61744CYB6 | Apr 2022 | 1,432,172 | -3,855,278 | $1.4M | -73.1% | 0.01% | ABS-MBS |
| 403 | FIRST FRANKIN MORTGAGE LOAN TRUST 2006-FF3 | 362334AV6 | Apr 2022 | 1,308,913 | -2,701,995 | $1.3M | -66.8% | 0.01% | ABS-MBS |
| 404 | VERUS SECURITIZATION TRUST 2019-INV3 | 92537MAA8 | Apr 2022 | 1,358,429 | -1,741,811 | $1.3M | -57.6% | 0.01% | ABS-CBDO |
| 405 | STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2005-NC2 | 86359DCR6 | Apr 2022 | 1,131,366 | -1,456,965 | $1.1M | -56.8% | 0.01% | ABS-MBS |
| 406 | GS MORTGAGE-BACKED SECURITIES TRUST 2020-NQM1 | 36259WAA9 | Apr 2022 | 1,158,156 | -1,005,042 | $1.1M | -48.8% | 0.01% | ABS-CBDO |
| 407 | PNC FINANCIAL SERVICES GROUP INC/THE | 693475AY1 | Apr 2024 | 1,066,000 | New | $1.0M | — | 0.01% | DBT |
| 408 | STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-HE3 | 86358EWX0 | Apr 2022 | 1,053,549 | -2,295,107 | $1.0M | -68.9% | 0.01% | ABS-MBS |
| 409 | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2 | 31573WAA9 | Apr 2022 | 1,147,091 | -877,949 | $1.0M | -47.1% | 0.01% | ABS-CBDO |
| 410 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XAM6 | Apr 2022 | 955,554 | -1,097,635 | $960K | -53.7% | 0.01% | ABS-CBDO |
| 411 | MFA 2020-NQM1 TRUST | 552754AA1 | Apr 2022 | 1,031,641 | -912,398 | $954K | -49.3% | 0.01% | ABS-CBDO |
| 412 | TOWD POINT MORTGAGE TRUST 2017-3 | 89169DAA9 | Apr 2022 | 966,891 | -2,841,943 | $950K | -75.0% | 0.01% | ABS-MBS |
| 413 | RASC SERIES 2006-KS3 TRUST | 76113ABL4 | Apr 2022 | 973,213 | -1,137,705 | $949K | -54.4% | 0.01% | ABS-MBS |
| 414 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 | 64830VAA1 | Apr 2022 | 1,021,333 | -508,484 | $924K | -38.3% | 0.01% | ABS-CBDO |
| 415 | RASC SERIES 2005-KS1 TRUST | 76110WM45 | Apr 2022 | 902,090 | -769,225 | $877K | -47.0% | 0.01% | ABS-MBS |
| 416 | OBX 2020-EXP2 TRUST | 67448VAF7 | Apr 2022 | 1,015,843 | -375,608 | $837K | -38.0% | 0.01% | ABS-CBDO |
| 417 | ENCORE CREDIT RECEIVABLES TRUST 2005-4 | 29256PAY0 | Apr 2022 | 845,650 | -3,066,545 | $836K | -78.3% | 0.01% | ABS-MBS |
| 418 | LONG BEACH MORTGAGE LOAN TRUST 2005-2 | 542514KV5 | Apr 2022 | 795,948 | -869,964 | $777K | -53.2% | 0.01% | ABS-MBS |
| 419 | SOUNDVIEW HOME LOAN TRUST 2006-OPT1 | 83611MLZ9 | Apr 2022 | 730,092 | -1,202,788 | $720K | -62.6% | 0.01% | ABS-MBS |
| 420 | VERUS SECURITIZATION TRUST 2020-1 | 92536PAA2 | Apr 2022 | 646,148 | -519,780 | $612K | -47.0% | 0.01% | ABS-CBDO |
| 421 | RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 | 76119NAA5 | Apr 2022 | 595,429 | -2,427,165 | $583K | -80.3% | 0.01% | ABS-CBDO |
| 422 | BRAVO RESIDENTIAL FUNDING TRUST 2019-1 | 10568GAD9 | Apr 2022 | 529,471 | -1,886,476 | $521K | -78.3% | 0.01% | ABS-CBDO |
| 423 | ANGEL OAK MORTGAGE TRUST 2019-5 | 03464KAA6 | Apr 2022 | 500,610 | -731,376 | $484K | -60.6% | 0.01% | ABS-CBDO |
| 424 | RAMP SERIES 2006-EFC2 TRUST | 749238AD3 | Apr 2022 | 465,900 | -435,646 | $455K | -49.3% | 0.00% | ABS-MBS |
| 425 | TOWD POINT MORTGAGE TRUST 2019-HY2 | 89177HAA0 | Apr 2022 | 430,601 | -357,833 | $438K | -44.1% | 0.00% | ABS-MBS |
| 426 | HOME EQUITY ASSET TRUST 2006-4 | 437084VJ2 | Apr 2022 | 424,005 | -2,177,367 | $421K | -83.7% | 0.00% | ABS-MBS |
| 427 | OBX 2020-EXP3 TRUST | 67448WBD9 | Apr 2022 | 341,302 | -272,725 | $327K | -46.0% | 0.00% | ABS-CBDO |
| 428 | STRUCTURED ASSET SECURITIES CORP 2005-WF1 | 86359BV73 | Apr 2022 | 268,357 | -1,267,130 | $273K | -82.2% | 0.00% | ABS-MBS |
| 429 | JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH2 | 46630MAX0 | Apr 2022 | 263,328 | -4,312,142 | $263K | -94.2% | 0.00% | ABS-MBS |
| 430 | LONG BEACH MORTGAGE LOAN TRUST 2004-1 | 542514EU4 | Apr 2022 | 222,803 | -120,660 | $216K | -36.5% | 0.00% | ABS-MBS |
| 431 | HONDA AUTO RECEIVABLES 2022-2 OWNER TRUST | 43815PAB5 | Apr 2024 | 198,636 | New | $198K | — | 0.00% | ABS-MBS |
| 432 | FANNIE MAE REMICS | 31394EGS1 | Apr 2022 | 191,867 | -111,254 | $189K | -37.3% | 0.00% | ABS-MBS |
| 433 | AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2004-R5 | 03072SRX5 | Apr 2022 | 170,547 | -277,686 | $168K | -62.5% | 0.00% | ABS-MBS |
| 434 | FANNIE MAE REMICS | 31398TXE6 | Apr 2022 | 172,874 | -56,810 | $166K | -26.2% | 0.00% | ABS-MBS |
| 435 | RAMP SERIES 2005-EFC4 TRUST | 76112BC73 | Apr 2022 | 162,423 | -3,074,114 | $162K | -95.0% | 0.00% | ABS-MBS |
| 436 | STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-WF1 | 863576FL3 | Apr 2022 | 153,053 | -1,364,880 | $153K | -89.9% | 0.00% | ABS-MBS |
| 437 | FANNIE MAE REMICS | 31396KMG4 | Apr 2022 | 114,559 | -50,169 | $113K | -31.4% | 0.00% | ABS-MBS |
| 438 | JP MORGAN RESECURITIZATION TRUST SERIES 2014-1 | 46641TBG8 | Apr 2022 | 99,716 | -1,457,801 | $99K | -93.6% | 0.00% | ABS-CBDO |
| 439 | FREDDIE MAC REMICS | 3137A1Z30 | Apr 2022 | 50,454 | -16,410 | $51K | -28.0% | 0.00% | ABS-MBS |
| 440 | MASTR ASSET-BACKED SECURITIES TRUST 2006-FRE1 | 57643LPP5 | Apr 2022 | 47,646 | -323,579 | $47K | -87.1% | 0.00% | ABS-MBS |
| 441 | HOME EQUITY ASSET TRUST 2006-1 | 437084RY4 | Apr 2022 | 43,885 | -3,777,032 | $44K | -98.8% | 0.00% | ABS-MBS |
| 442 | SG RESIDENTIAL MORTGAGE TRUST 2019-3 | 78432BAA7 | Apr 2022 | 38,647 | -153,614 | $38K | -80.0% | 0.00% | ABS-MBS |
| 443 | GSAMP TRUST 2006-HE7 | 36245EAE8 | Apr 2022 | 34,531 | -302,506 | $34K | -89.3% | 0.00% | ABS-MBS |
| 444 | FREDDIE MAC REMICS | 31397HJC3 | Apr 2022 | 17,992 | -5,368 | $18K | -26.9% | 0.00% | ABS-MBS |
| 445 | FREDDIE MAC REMICS | 31398LSE9 | Apr 2022 | 15,617 | -6,668 | $13K | -32.7% | 0.00% | ABS-MBS |
| 446 | FANNIE MAE REMICS | 31398TH53 | Apr 2022 | 10,601 | -4,518 | $10K | -34.7% | 0.00% | ABS-MBS |
| 447 | RESIDENTIAL MORTGAGE LOAN TRUST 2019-2 | 76119DAA7 | Apr 2022 | 6,742 | -469,389 | $7K | -98.6% | 0.00% | ABS-CBDO |
| 448 | FREDDIE MAC REMICS | 31398EHW7 | Apr 2022 | 4,920 | -1,504 | $5K | -28.5% | 0.00% | ABS-MBS |
| 449 | GNMA | 38374UBP5 | Apr 2022 | 3,870 | -1,877 | $4K | -36.3% | 0.00% | ABS-MBS |
| 450 | FANNIE MAE REMICS | 31397U3J6 | Apr 2022 | 3,440 | -1,565 | $3K | -37.3% | 0.00% | ABS-MBS |
| ✕ | MITSUBISHI UFJ FINANCIAL GROUP INC | 606822AZ7 | — | 99,217,000 | Exited | $99.7M | — | — | — |
| ✕ | CITIGROUP INC | 172967MA6 | — | 89,440,000 | Exited | $89.7M | — | — | — |
| ✕ | SECURED FORWARD-BACKED NOTE 2021-05 | 81374JAB2 | — | 82,500,000 | Exited | $82.3M | — | — | — |
| ✕ | VERIZON COMMUNICATIONS INC | 92343VEP5 | — | 80,834,000 | Exited | $81.7M | — | — | — |
| ✕ | NORDEA BANK ABP | 65557FAD8 | — | 75,281,000 | Exited | $75.8M | — | — | — |
| ✕ | MASSMUTUAL GLOBAL FUNDING II | 57629WDC1 | — | 74,780,000 | Exited | $74.6M | — | — | — |
| ✕ | BANK OF NOVA SCOTIA/THE | 0641593W4 | — | 74,000,000 | Exited | $73.7M | — | — | — |
| ✕ | MORGAN STANLEY | 6174824M3 | — | 72,216,000 | Exited | $73.2M | — | — | — |
| ✕ | CREDIT SUISSE GROUP AG | 225401AH1 | — | 71,642,000 | Exited | $72.0M | — | — | — |
| ✕ | BANK OF AMERICA CORP | 06051GJX8 | — | 71,000,000 | Exited | $70.6M | — | — | — |
| ✕ | NEXTERA ENERGY CAPITAL HOLDINGS INC | 65339KBT6 | — | 70,700,000 | Exited | $70.5M | — | — | — |
| ✕ | BPCE SA | 05583JAD4 | — | 69,767,000 | Exited | $70.3M | — | — | — |
| ✕ | AIR LEASE CORP | 00914AAN2 | — | 70,000,000 | Exited | $69.9M | — | — | — |
| ✕ | AMERICAN HONDA FINANCE CORP | 02665WDG3 | — | 69,262,000 | Exited | $69.3M | — | — | — |
| ✕ | WELLS FARGO AND CO | 949746SJ1 | — | 68,635,000 | Exited | $68.9M | — | — | — |
| ✕ | INTESA SANPAOLO SPA | 46115HAZ0 | — | 68,416,000 | Exited | $68.5M | — | — | — |
| ✕ | ING GROEP NV | 456837AL7 | — | 67,884,000 | Exited | $68.5M | — | — | — |
| ✕ | CREDIT AGRICOLE SA/LONDON | 22535WAF4 | — | 65,372,000 | Exited | $65.7M | — | — | — |
| ✕ | GOLDMAN SACHS GROUP INC/THE | 38141GXW9 | — | 65,854,000 | Exited | $65.3M | — | — | — |
| ✕ | L3HARRIS TECHNOLOGIES INC | 502431AG4 | — | 64,900,000 | Exited | $65.1M | — | — | — |
| ✕ | CIGNA CORP | 125523AC4 | — | 64,462,000 | Exited | $64.8M | — | — | — |
| ✕ | RABOBANK NEDERLAND NV NY | 21688AAR3 | — | 64,725,000 | Exited | $64.6M | — | — | — |
| ✕ | BANK OF AMERICA CORP | 06051GHE2 | — | 62,949,000 | Exited | $63.0M | — | — | — |
| ✕ | CANADIAN IMPERIAL BANK OF COMMERCE | 13607GKW3 | — | 62,781,000 | Exited | $62.9M | — | — | — |
| ✕ | MORGAN STANLEY | 61744YAG3 | — | 62,439,000 | Exited | $62.8M | — | — | — |
| ✕ | MACQUARIE GROUP LTD | 55608JAJ7 | — | 62,295,000 | Exited | $62.4M | — | — | — |
| ✕ | NEXTERA ENERGY CAPITAL HOLDINGS INC | 65339KBX7 | — | 61,776,000 | Exited | $61.4M | — | — | — |
| ✕ | JPMORGAN CHASE AND CO | 46647PAQ9 | — | 60,212,000 | Exited | $60.3M | — | — | — |
| ✕ | CHARLES SCHWAB CORP/THE | 808513BM6 | — | 60,160,000 | Exited | $60.0M | — | — | — |
| ✕ | GOLDEN CREDIT CARD TRUST | 380881ED0 | — | 59,680,000 | Exited | $59.7M | — | — | — |
| ✕ | BANCO SANTANDER SA | 05964HAH8 | — | 58,074,000 | Exited | $58.4M | — | — | — |
| ✕ | SKANDINAVISKA ENSKILDA BANKEN AB | 83051GAP3 | — | 57,957,000 | Exited | $57.8M | — | — | — |
| ✕ | NATWEST GROUP PLC | 780097BF7 | — | 57,732,000 | Exited | $57.7M | — | — | — |
| ✕ | TORONTO-DOMINION BANK/THE | 89114QCF3 | — | 57,295,000 | Exited | $57.3M | — | — | — |
| ✕ | NEW YORK LIFE GLOBAL FUNDING | 64952WDM2 | — | 56,750,000 | Exited | $56.7M | — | — | — |
| ✕ | NATWEST GROUP PLC | 780097BE0 | — | 56,615,000 | Exited | $56.6M | — | — | — |
| ✕ | SOUTHERN CO/THE | 842587DK0 | — | 56,269,000 | Exited | $56.1M | — | — | — |
| ✕ | TOYOTA MOTOR CREDIT CORP | 89236THV0 | — | 55,600,000 | Exited | $55.4M | — | — | — |
| ✕ | TRUIST BANK | 89788JAD1 | — | 55,450,000 | Exited | $55.0M | — | — | — |
| ✕ | NATWEST GROUP PLC | 780097BH3 | — | 54,317,000 | Exited | $54.6M | — | — | — |
| ✕ | KEYBANK NA/CLEVELAND OH | 49327M3B8 | — | 54,980,000 | Exited | $54.6M | — | — | — |
| ✕ | CAPITAL ONE FINANCIAL CORP | 14040HBV6 | — | 54,407,000 | Exited | $54.4M | — | — | — |
| ✕ | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | 00774MBA2 | — | 54,354,000 | Exited | $53.9M | — | — | — |
| ✕ | JPMORGAN CHASE AND CO | 46625HRW2 | — | 52,951,000 | Exited | $53.1M | — | — | — |
| ✕ | KEYBANK NA/CLEVELAND OH | 49327M3A0 | — | 53,877,000 | Exited | $52.9M | — | — | — |
| ✕ | DISCOVER FINANCIAL SERVICES | 254709AJ7 | — | 52,153,000 | Exited | $52.7M | — | — | — |
| ✕ | MIZUHO FINANCIAL GROUP INC | 60687YAN9 | — | 52,440,000 | Exited | $52.5M | — | — | — |
| ✕ | MACQUARIE GROUP LTD | 55608JAM0 | — | 51,346,000 | Exited | $51.6M | — | — | — |
| ✕ | DNB BANK ASA | 25601B2C8 | — | 51,541,000 | Exited | $51.6M | — | — | — |
| ✕ | STATION PLACE SECURITIZATION TRUST | 85772DAA6 | — | 50,695,000 | Exited | $50.7M | — | — | — |
| ✕ | STATION PLACE SECURITIZATION TRUST SERIES 2021-10 | 857707AA1 | — | 50,432,000 | Exited | $50.4M | — | — | — |
| ✕ | UBS GROUP AG | 90352JAD5 | — | 50,313,000 | Exited | $50.4M | — | — | — |
| ✕ | ONEOK PARTNERS LP | 68268NAJ2 | — | 49,821,000 | Exited | $49.9M | — | — | — |
| ✕ | LLOYDS BANKING GROUP PLC | 53944YAN3 | — | 51,410,000 | Exited | $49.9M | — | — | — |
| ✕ | STATION PLACE SECURITIZATION TRUST SERIES 2022-2 | 85772FAA1 | — | 49,752,000 | Exited | $49.8M | — | — | — |
| ✕ | BARCLAYS PLC | 06738EBC8 | — | 48,288,000 | Exited | $48.6M | — | — | — |
| ✕ | NATIONAL BANK OF CANADA | 63307A2L8 | — | 48,000,000 | Exited | $47.8M | — | — | — |
| ✕ | NEW YORK LIFE GLOBAL FUNDING | 64952WCR2 | — | 47,550,000 | Exited | $47.5M | — | — | — |
| ✕ | US BANK NA/CINCINNATI OH | 90331HPG2 | — | 47,500,000 | Exited | $47.5M | — | — | — |
| ✕ | CANADIAN IMPERIAL BANK OF COMMERCE | 13607HVD1 | — | 47,455,000 | Exited | $47.3M | — | — | — |
| ✕ | UBS AG/LONDON | 902674YC8 | — | 47,500,000 | Exited | $47.2M | — | — | — |
| ✕ | SVENSKA HANDELSBANKEN/NEW YORK NY | 86959RXR6 | — | 47,000,000 | Exited | $47.0M | — | — | — |
| ✕ | CAPITAL ONE FINANCIAL CORP | 14040HCL7 | — | 47,215,000 | Exited | $47.0M | — | — | — |
| ✕ | WESTPAC BANKING CORP | 9612C4T76 | — | 46,850,000 | Exited | $46.9M | — | — | — |
| ✕ | PACIFIC LIFE GLOBAL FUNDING II | 6944PL2F5 | — | 47,055,000 | Exited | $46.9M | — | — | — |
| ✕ | DNB BANK ASA | 23329PAD2 | — | 46,725,000 | Exited | $46.8M | — | — | — |
| ✕ | JACKSON NATIONAL LIFE GLOBAL FUNDING | 46849LTN1 | — | 46,750,000 | Exited | $46.8M | — | — | — |
| ✕ | HSBC USA INC | 40434WEM9 | — | 46,750,000 | Exited | $46.7M | — | — | — |
| ✕ | MRA ISSUANCE TRUST 2021-8 | 55350J108 | — | 46,725,000 | Exited | $46.7M | — | — | — |
| ✕ | THERMO FISHER SCIENTIFIC INC | 883556CN0 | — | 46,751,000 | Exited | $46.7M | — | — | — |
| ✕ | UBS GROUP AG | 90352JAE3 | — | 46,684,000 | Exited | $46.6M | — | — | — |
| ✕ | SUMITOMO MITSUI TRUST BANK LTD | 86563VAQ2 | — | 47,459,000 | Exited | $46.0M | — | — | — |
| ✕ | MRA ISSUANCE TRUST 2020-2 | 55346HAB5 | — | 45,609,000 | Exited | $45.6M | — | — | — |
| ✕ | SANTANDER UK GROUP HOLDINGS PLC | 80281LAH8 | — | 45,069,000 | Exited | $45.0M | — | — | — |
| ✕ | LLOYDS BANKING GROUP PLC | 53944YAM5 | — | 44,200,000 | Exited | $44.1M | — | — | — |
| ✕ | AT AND T INC | 00206RMH2 | — | 43,033,000 | Exited | $43.0M | — | — | — |
| ✕ | ROYAL BANK OF CANADA | 78015K7E8 | — | 42,500,000 | Exited | $42.5M | — | — | — |
| ✕ | CHEVRON USA INC | 166756AK2 | — | 42,293,000 | Exited | $42.2M | — | — | — |
| ✕ | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV | 82620KBB8 | — | 42,200,000 | Exited | $42.2M | — | — | — |
| ✕ | TORONTO-DOMINION BANK/THE | 89114Q3J5 | — | 42,000,000 | Exited | $42.0M | — | — | — |
| ✕ | DISCOVER BANK | 25466AAK7 | — | 41,041,000 | Exited | $41.3M | — | — | — |
| ✕ | GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-3 | 362569AC9 | — | 41,072,431 | Exited | $40.9M | — | — | — |
| ✕ | DISCOVER CARD EXECUTION NOTE TRUST | 254683CM5 | — | 39,873,000 | Exited | $39.9M | — | — | — |
| ✕ | TRUIST BANK | 89788JAC3 | — | 38,890,000 | Exited | $39.0M | — | — | — |
| ✕ | SYNCHRONY FINANCIAL | 87165BAQ6 | — | 38,670,000 | Exited | $38.7M | — | — | — |
| ✕ | BANK OF MONTREAL | 06368FAH2 | — | 37,475,000 | Exited | $37.5M | — | — | — |
| ✕ | ARES CAPITAL CORP | 04010LAU7 | — | 37,474,000 | Exited | $37.5M | — | — | — |
| ✕ | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC | 233853AA8 | — | 37,423,000 | Exited | $37.4M | — | — | — |
| ✕ | AMERICAN EXPRESS CO | 025816CJ6 | — | 37,415,000 | Exited | $37.1M | — | — | — |
| ✕ | MIZUHO FINANCIAL GROUP INC | 60687YBG3 | — | 36,970,000 | Exited | $37.1M | — | — | — |
| ✕ | AIG GLOBAL FUNDING | 00138MAA4 | — | 37,000,000 | Exited | $36.8M | — | — | — |
| ✕ | NATIONAL AUSTRALIA BANK LTD | 63254WAA8 | — | 36,650,000 | Exited | $36.7M | — | — | — |
| ✕ | SUMITOMO MITSUI FINANCIAL GROUP INC | 86562MAU4 | — | 36,373,000 | Exited | $36.5M | — | — | — |
| ✕ | ASTRAZENECA PLC | 046353AS7 | — | 36,320,000 | Exited | $36.5M | — | — | — |
| ✕ | MIZUHO FINANCIAL GROUP INC | 60687YBC2 | — | 36,473,000 | Exited | $36.4M | — | — | — |
| ✕ | BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 06675FAS6 | — | 36,233,000 | Exited | $36.2M | — | — | — |
| ✕ | BANK OF AMERICA CORP | 06051GHC6 | — | 36,246,000 | Exited | $36.2M | — | — | — |
| ✕ | AT AND T INC | 00206RGD8 | — | 35,711,000 | Exited | $36.2M | — | — | — |
| ✕ | 1SHARPE MORTGAGE TRUST 2020-1 | 68257LAA8 | — | 36,188,000 | Exited | $36.1M | — | — | — |
| ✕ | MELLO WAREHOUSE SECURITIZATION TRUST 2018-1 | 58552NAA7 | — | 35,465,000 | Exited | $35.5M | — | — | — |
| ✕ | GOLDMAN SACHS GROUP INC/THE | 38141GWU4 | — | 35,149,000 | Exited | $35.1M | — | — | — |
| ✕ | MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2021-1 | 61916TAA9 | — | 33,981,000 | Exited | $33.9M | — | — | — |
| ✕ | JACKSON NATIONAL LIFE GLOBAL FUNDING | 46849LSX0 | — | 33,784,000 | Exited | $33.8M | — | — | — |
| ✕ | BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 06675FAV9 | — | 35,500,000 | Exited | $33.8M | — | — | — |
| ✕ | CREDIT SUISSE AG/NEW YORK NY | 22550UAB7 | — | 33,500,000 | Exited | $33.3M | — | — | — |
| ✕ | SUMITOMO MITSUI FINANCIAL GROUP INC | 86562MBE9 | — | 32,710,000 | Exited | $32.8M | — | — | — |
| ✕ | ROCHE HOLDINGS INC | 771196BZ4 | — | 32,790,000 | Exited | $32.8M | — | — | — |
| ✕ | TOYOTA MOTOR CREDIT CORP | 89236TJE6 | — | 32,700,000 | Exited | $32.6M | — | — | — |
| ✕ | THERMO FISHER SCIENTIFIC INC | 883556CR1 | — | 32,726,000 | Exited | $32.6M | — | — | — |
| ✕ | DEUTSCHE BANK AG/NEW YORK NY | 251526CL1 | — | 32,732,000 | Exited | $32.5M | — | — | — |
| ✕ | INTESA SANPAOLO SPA | 46115HBC0 | — | 31,947,000 | Exited | $31.9M | — | — | — |
| ✕ | CREDIT SUISSE GROUP FUNDING GUERNSEY LTD | 225433AH4 | — | 31,294,000 | Exited | $31.5M | — | — | — |
| ✕ | FIRST-CITIZENS BANK AND TRUST CO | 125581HA9 | — | 30,599,000 | Exited | $30.8M | — | — | — |
| ✕ | BPCE SA | 05583JAB8 | — | 30,663,000 | Exited | $30.7M | — | — | — |
| ✕ | CITIGROUP INC | 172967KX8 | — | 30,501,000 | Exited | $30.6M | — | — | — |
| ✕ | NEWREZ WAREHOUSE SECURITIZATION TRUST 2021-1 | 65246PAA9 | — | 30,497,000 | Exited | $30.2M | — | — | — |
| ✕ | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A | 34528QHK3 | — | 31,000,000 | Exited | $30.0M | — | — | — |
| ✕ | SECURED FORWARD-BACKED NOTE 2021-05 | 81374JAC0 | — | 30,000,000 | Exited | $29.9M | — | — | — |
| ✕ | DUKE ENERGY CAROLINAS LLC | 26442CAV6 | — | 28,893,000 | Exited | $29.2M | — | — | — |
| ✕ | JPMORGAN CHASE AND CO | 46647PAW6 | — | 28,880,000 | Exited | $29.0M | — | — | — |
| ✕ | MAGALLANES INC | 55903VAA1 | — | 28,410,000 | Exited | $28.7M | — | — | — |
| ✕ | MELLO WAREHOUSE SECURITIZATION TRUST 2021-1 | 58550LAA3 | — | 28,574,000 | Exited | $28.6M | — | — | — |
| ✕ | CHEVRON USA INC | 166756AG1 | — | 28,196,000 | Exited | $28.2M | — | — | — |
| ✕ | PUBLIC STORAGE | 74460WAB3 | — | 28,100,000 | Exited | $28.0M | — | — | — |
| ✕ | HONEYWELL INTERNATIONAL INC | 438516BV7 | — | 28,000,000 | Exited | $28.0M | — | — | — |
| ✕ | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC | 233853AC4 | — | 28,067,000 | Exited | $28.0M | — | — | — |
| ✕ | SIMON PROPERTY GROUP LP | 828807DR5 | — | 28,054,000 | Exited | $28.0M | — | — | — |
| ✕ | KEURIG DR PEPPER INC | 49271VAL4 | — | 29,313,000 | Exited | $28.0M | — | — | — |
| ✕ | BANK OF MONTREAL | 06368EJS2 | — | 28,038,000 | Exited | $28.0M | — | — | — |
| ✕ | PRINCIPAL LIFE GLOBAL FUNDING II | 74256LEM7 | — | 28,000,000 | Exited | $27.9M | — | — | — |
| ✕ | ROYAL BANK OF CANADA | 78015K7K4 | — | 27,919,000 | Exited | $27.9M | — | — | — |
| ✕ | NORTHWESTERN MUTUAL GLOBAL FUNDING | 66815L2C2 | — | 27,995,000 | Exited | $27.8M | — | — | — |
| ✕ | ROYAL BANK OF CANADA | 78015K7F5 | — | 27,800,000 | Exited | $27.8M | — | — | — |
| ✕ | RABOBANK NEDERLAND | 74977RDD3 | — | 27,341,000 | Exited | $27.5M | — | — | — |
| ✕ | PACIFIC LIFE GLOBAL FUNDING II | 6944PL2C2 | — | 28,215,000 | Exited | $27.3M | — | — | — |
| ✕ | BANCO BILBAO VIZCAYA ARGENTARIA SA | 05946KAH4 | — | 28,200,000 | Exited | $27.2M | — | — | — |
| ✕ | NEW YORK LIFE GLOBAL FUNDING | 64952WDZ3 | — | 27,255,000 | Exited | $27.2M | — | — | — |
| ✕ | METROPOLITAN LIFE GLOBAL FUNDING I | 59217GGW3 | — | 27,300,000 | Exited | $27.1M | — | — | — |
| ✕ | BANCO SANTANDER SA | 05964HAD7 | — | 26,200,000 | Exited | $26.3M | — | — | — |
| ✕ | GMF FLOORPLAN OWNER REVOLVING TRUST | 361886CH5 | — | 26,500,000 | Exited | $25.7M | — | — | — |
| ✕ | BANK OF NOVA SCOTIA/THE | 0641593Y0 | — | 25,700,000 | Exited | $25.6M | — | — | — |
| ✕ | BECTON DICKINSON AND CO | 075887BU2 | — | 25,112,000 | Exited | $25.1M | — | — | — |
| ✕ | DEUTSCHE BANK AG/NEW YORK NY | 251526BS7 | — | 24,430,000 | Exited | $24.5M | — | — | — |
| ✕ | BNP PARIBAS SA | 09659W2A1 | — | 24,365,000 | Exited | $24.4M | — | — | — |
| ✕ | CAPITAL ONE BANK USA NA | 140420NB2 | — | 24,166,000 | Exited | $24.3M | — | — | — |
| ✕ | AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD | 05252ADE8 | — | 24,180,000 | Exited | $24.2M | — | — | — |
| ✕ | BMW US CAPITAL LLC | 05565EBN4 | — | 24,200,000 | Exited | $24.2M | — | — | — |
| ✕ | MITSUBISHI UFJ FINANCIAL GROUP INC | 606822AQ7 | — | 24,138,000 | Exited | $24.2M | — | — | — |
| ✕ | CELANESE US HOLDINGS LLC | 15089QAD6 | — | 23,775,000 | Exited | $24.1M | — | — | — |
| ✕ | TOYOTA AUTO RECEIVABLES 2020-B OWNER TRUST | 89239RAC0 | — | 24,037,335 | Exited | $24.0M | — | — | — |
| ✕ | DEUTSCHE BANK AG/NEW YORK NY | 251526BL2 | — | 23,876,000 | Exited | $23.9M | — | — | — |
| ✕ | DOMINION ENERGY INC | 25746UDH9 | — | 23,938,000 | Exited | $23.9M | — | — | — |
| ✕ | AMERICAN ELECTRIC POWER CO INC | 025537AS0 | — | 23,858,000 | Exited | $23.9M | — | — | — |
| ✕ | CREDIT SUISSE AG/NEW YORK NY | 22552G6F2 | — | 23,750,000 | Exited | $23.6M | — | — | — |
| ✕ | TORONTO-DOMINION BANK/THE | 89114TZS4 | — | 23,419,000 | Exited | $23.5M | — | — | — |
| ✕ | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC | 233853AK6 | — | 23,416,000 | Exited | $23.4M | — | — | — |
| ✕ | ENBRIDGE INC | 29250NBM6 | — | 23,380,000 | Exited | $23.4M | — | — | — |
| ✕ | ABBVIE INC | 00287YBP3 | — | 22,961,000 | Exited | $23.0M | — | — | — |
| ✕ | MET TOWER GLOBAL FUNDING | 58989V2A1 | — | 23,000,000 | Exited | $23.0M | — | — | — |
| ✕ | BANK OF NOVA SCOTIA/THE | 0641598L3 | — | 22,930,000 | Exited | $22.8M | — | — | — |
| ✕ | SKANDINAVISKA ENSKILDA BANKEN AB | 83051GAN8 | — | 23,478,000 | Exited | $22.7M | — | — | — |
| ✕ | NASDAQ INC | 63111XAC5 | — | 23,000,000 | Exited | $22.7M | — | — | — |
| ✕ | MORGAN STANLEY | 6174468W2 | — | 23,000,000 | Exited | $22.5M | — | — | — |
| ✕ | SANTANDER HOLDINGS USA INC | 80282KAS5 | — | 21,353,000 | Exited | $21.4M | — | — | — |
| ✕ | NISSAN AUTO RECEIVABLES 2020-B OWNER TRUST | 65479CAD0 | — | 21,504,336 | Exited | $21.4M | — | — | — |
| ✕ | SUMITOMO MITSUI FINANCIAL GROUP INC | 86562MAW0 | — | 20,603,000 | Exited | $20.6M | — | — | — |
| ✕ | CANADIAN IMPERIAL BANK OF COMMERCE | 13607RAE0 | — | 20,445,000 | Exited | $20.5M | — | — | — |
| ✕ | GSK CONSUMER HEALTHCARE CAPITAL US LLC | 36264GAB5 | — | 20,497,000 | Exited | $20.5M | — | — | — |
| ✕ | AMERICAN TOWER CORP | 03027XBH2 | — | 21,400,000 | Exited | $20.5M | — | — | — |
| ✕ | AMERICAN EXPRESS CO | 025816BX6 | — | 20,359,000 | Exited | $20.4M | — | — | — |
| ✕ | GILEAD SCIENCES INC | 375558BW2 | — | 21,000,000 | Exited | $20.3M | — | — | — |
| ✕ | FORD CREDIT AUTO OWNER TRUST 2020-A | 34528GAK2 | — | 20,222,283 | Exited | $20.1M | — | — | — |
| ✕ | SKANDINAVISKA ENSKILDA BANKEN AB | 83051GAL2 | — | 20,000,000 | Exited | $20.1M | — | — | — |
| ✕ | COLT 2021-HX1 MORTGAGE LOAN TRUST | 19688KAA2 | — | 21,776,029 | Exited | $19.8M | — | — | — |
| ✕ | LLOYDS BANKING GROUP PLC | 539439AP4 | — | 19,376,000 | Exited | $19.3M | — | — | — |
| ✕ | GENERAL MOTORS FINANCIAL CO INC | 37045XDF0 | — | 19,350,000 | Exited | $19.2M | — | — | — |
| ✕ | SWEDBANK AB | 87020PAK3 | — | 19,500,000 | Exited | $19.2M | — | — | — |
| ✕ | GOLDMAN SACHS GROUP INC/THE | 38141GXK5 | — | 19,200,000 | Exited | $19.1M | — | — | — |
| ✕ | AMERICAN HONDA FINANCE CORP | 02665WDP3 | — | 19,000,000 | Exited | $19.0M | — | — | — |
| ✕ | BARCLAYS PLC | 06738EBB0 | — | 18,704,000 | Exited | $18.9M | — | — | — |
| ✕ | ATMOS ENERGY CORP | 049560AV7 | — | 18,700,000 | Exited | $18.7M | — | — | — |
| ✕ | NEXTERA ENERGY CAPITAL HOLDINGS INC | 65339KBV1 | — | 18,700,000 | Exited | $18.7M | — | — | — |
| ✕ | ENBRIDGE INC | 29250NBD6 | — | 18,620,000 | Exited | $18.6M | — | — | — |
| ✕ | DUKE ENERGY CORP | 26441CBK0 | — | 18,629,000 | Exited | $18.6M | — | — | — |
| ✕ | EVERSOURCE ENERGY | 30040WAM0 | — | 18,600,000 | Exited | $18.6M | — | — | — |
| ✕ | TOYOTA MOTOR CREDIT CORP | 89236THN8 | — | 18,500,000 | Exited | $18.5M | — | — | — |
| ✕ | WHIRLPOOL CORP | 96332HCE7 | — | 18,328,000 | Exited | $18.4M | — | — | — |
| ✕ | CREDIT SUISSE AG/NEW YORK NY | 22550UAD3 | — | 18,345,000 | Exited | $18.3M | — | — | — |
| ✕ | MORGAN STANLEY | 6174468T9 | — | 18,500,000 | Exited | $18.2M | — | — | — |
| ✕ | CITIZENS BANK NA/PROVIDENCE RI | 17401QAR2 | — | 17,893,000 | Exited | $17.9M | — | — | — |
| ✕ | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | 00772BAP6 | — | 17,739,000 | Exited | $17.8M | — | — | — |
| ✕ | DOMINION ENERGY INC | 25746UBP3 | — | 17,410,000 | Exited | $17.4M | — | — | — |
| ✕ | WESTPAC BANKING CORP | 961214EK5 | — | 17,300,000 | Exited | $17.3M | — | — | — |
| ✕ | STATION PLACE SECURITIZATION TRUST SERIES 2021-14 | 85779JAA6 | — | 16,990,000 | Exited | $17.0M | — | — | — |
| ✕ | SVENSKA HANDELSBANKEN AB | 86959LAF0 | — | 17,000,000 | Exited | $16.6M | — | — | — |
| ✕ | HYUNDAI CAPITAL AMERICA | 44891ABQ9 | — | 16,583,000 | Exited | $16.5M | — | — | — |
| ✕ | MITSUBISHI UFJ FINANCIAL GROUP INC | 606822AS3 | — | 16,300,000 | Exited | $16.3M | — | — | — |
| ✕ | ATHENE GLOBAL FUNDING | 04685A2E0 | — | 15,891,000 | Exited | $15.9M | — | — | — |
| ✕ | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP | 72650RBB7 | — | 15,893,000 | Exited | $15.8M | — | — | — |
| ✕ | NUTRIEN LTD | 67077MAV0 | — | 15,600,000 | Exited | $15.4M | — | — | — |
| ✕ | UBS GROUP AG | 90352JAB9 | — | 15,030,000 | Exited | $15.0M | — | — | — |
| ✕ | CARMAX AUTO OWNER TRUST 2020-3 | 14315FAD9 | — | 14,977,738 | Exited | $14.8M | — | — | — |
| ✕ | GENERAL MOTORS FINANCIAL CO INC | 37045XBX3 | — | 14,060,000 | Exited | $14.1M | — | — | — |
| ✕ | STARBUCKS CORP | 855244BB4 | — | 14,016,000 | Exited | $14.0M | — | — | — |
| ✕ | MIZUHO FINANCIAL GROUP INC | 60687YAQ2 | — | 13,977,000 | Exited | $14.0M | — | — | — |
| ✕ | THERMO FISHER SCIENTIFIC INC | 883556CQ3 | — | 14,025,000 | Exited | $14.0M | — | — | — |
| ✕ | JPMORGAN CHASE AND CO | 46647PCA2 | — | 13,994,000 | Exited | $13.9M | — | — | — |
| ✕ | INTERNATIONAL FLAVORS AND FRAGRANCES INC | 459506AM3 | — | 14,000,000 | Exited | $13.9M | — | — | — |
| ✕ | SUMITOMO MITSUI FINANCIAL GROUP INC | 86562MBA7 | — | 13,534,000 | Exited | $13.6M | — | — | — |
| ✕ | CONAGRA BRANDS INC | 205887CG5 | — | 14,000,000 | Exited | $13.5M | — | — | — |
| ✕ | STRYKER CORP | 863667BB6 | — | 14,000,000 | Exited | $13.5M | — | — | — |
| ✕ | NESTLE HOLDINGS INC | 641062AQ7 | — | 13,931,000 | Exited | $13.4M | — | — | — |
| ✕ | MET TOWER GLOBAL FUNDING | 58989VAA2 | — | 13,300,000 | Exited | $13.3M | — | — | — |
| ✕ | FORD CREDIT AUTO OWNER TRUST 2018-REV2 | 34528HAA2 | — | 12,955,000 | Exited | $13.0M | — | — | — |
| ✕ | BPCE SA | 05583JAA0 | — | 13,000,000 | Exited | $13.0M | — | — | — |
| ✕ | KINDER MORGAN INC | 49456BAN1 | — | 12,407,000 | Exited | $12.5M | — | — | — |
| ✕ | CFMT 2021-HB5 LLC | 12526PAA2 | — | 12,932,995 | Exited | $12.4M | — | — | — |
| ✕ | HONDA AUTO RECEIVABLES 2020-3 OWNER TRUST | 43813KAC6 | — | 12,042,607 | Exited | $11.9M | — | — | — |
| ✕ | GENERAL MILLS INC | 370334CC6 | — | 11,535,000 | Exited | $11.7M | — | — | — |
| ✕ | PROTECTIVE LIFE GLOBAL FUNDING | 74368CAZ7 | — | 11,851,000 | Exited | $11.4M | — | — | — |
| ✕ | BANK OF AMERICA CORP | 06051GHK8 | — | 11,340,000 | Exited | $11.4M | — | — | — |
| ✕ | CARMAX AUTO OWNER TRUST 2020-1 | 14315XAC2 | — | 11,080,982 | Exited | $11.0M | — | — | — |
| ✕ | TORONTO-DOMINION BANK/THE | 89114QCJ5 | — | 11,127,000 | Exited | $10.8M | — | — | — |
| ✕ | DAIMLER FINANCE NORTH AMERICA LLC | 233851DM3 | — | 10,615,000 | Exited | $10.7M | — | — | — |
| ✕ | SUMITOMO MITSUI FINANCIAL GROUP INC | 86562MAP5 | — | 10,614,000 | Exited | $10.6M | — | — | — |
| ✕ | CVS HEALTH CORP | 126650CQ1 | — | 10,500,000 | Exited | $10.6M | — | — | — |
| ✕ | BNP PARIBAS SA | 09659W2E3 | — | 10,214,000 | Exited | $10.3M | — | — | — |
| ✕ | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2021-1 | 58772WAB9 | — | 10,334,614 | Exited | $10.2M | — | — | — |
| ✕ | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2019-1 | 58769TAD7 | — | 9,958,672 | Exited | $10.0M | — | — | — |
| ✕ | CAPITAL ONE NA | 14042RHB0 | — | 9,900,000 | Exited | $9.9M | — | — | — |
| ✕ | AMERICAN ELECTRIC POWER CO INC | 025537AK7 | — | 9,840,000 | Exited | $9.6M | — | — | — |
| ✕ | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2021-1 | 92868KAB9 | — | 9,613,825 | Exited | $9.5M | — | — | — |
| ✕ | NEW YORK LIFE GLOBAL FUNDING | 64952WDV2 | — | 9,500,000 | Exited | $9.5M | — | — | — |
| ✕ | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC | 928668BC5 | — | 9,332,000 | Exited | $9.3M | — | — | — |
| ✕ | SWEDBANK AB | 87020PAL1 | — | 9,653,000 | Exited | $9.3M | — | — | — |
| ✕ | AMERICAN EXPRESS CO | 025816BM0 | — | 9,300,000 | Exited | $9.3M | — | — | — |
| ✕ | BRISTOL-MYERS SQUIBB CO | 110122CJ5 | — | 9,300,000 | Exited | $9.3M | — | — | — |
| ✕ | GOLDMAN SACHS GROUP INC/THE | 38141GXL3 | — | 9,400,000 | Exited | $9.3M | — | — | — |
| ✕ | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES | 3137G0QX0 | — | 9,224,673 | Exited | $9.2M | — | — | — |
| ✕ | AMERICAN ELECTRIC POWER CO INC | 025537AQ4 | — | 9,500,000 | Exited | $9.1M | — | — | — |
| ✕ | WELLS FARGO AND CO | 94986RPV7 | — | 9,100,000 | Exited | $9.1M | — | — | — |
| ✕ | ENBRIDGE INC | 29250NBG9 | — | 9,341,000 | Exited | $9.0M | — | — | — |
| ✕ | PPL ELECTRIC UTILITIES CORP | 69351UAX1 | — | 9,000,000 | Exited | $9.0M | — | — | — |
| ✕ | MIZUHO FINANCIAL GROUP INC | 60687YAU3 | — | 8,907,000 | Exited | $9.0M | — | — | — |
| ✕ | NISSAN AUTO RECEIVABLES 2019-C OWNER TRUST | 65479JAD5 | — | 8,918,292 | Exited | $8.9M | — | — | — |
| ✕ | XCEL ENERGY INC | 98389BAZ3 | — | 9,189,000 | Exited | $8.9M | — | — | — |
| ✕ | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-B | 802830AK5 | — | 8,925,000 | Exited | $8.8M | — | — | — |
| ✕ | HONDA AUTO RECEIVABLES 2020-2 OWNER TRUST | 43813DAC2 | — | 8,759,305 | Exited | $8.7M | — | — | — |
| ✕ | KINDER MORGAN ENERGY PARTNERS LP | 494550BL9 | — | 8,656,000 | Exited | $8.7M | — | — | — |
| ✕ | MELLO WAREHOUSE SECURITIZATION TRUST 2020-2 | 58551VAA0 | — | 8,620,800 | Exited | $8.6M | — | — | — |
| ✕ | NORDEA BANK ABP | 65557CAZ6 | — | 8,522,000 | Exited | $8.6M | — | — | — |
| ✕ | PNC BANK NA | 20453KAB1 | — | 8,545,000 | Exited | $8.6M | — | — | — |
| ✕ | BMW VEHICLE LEASE TRUST 2021-2 | 09690AAB9 | — | 8,253,057 | Exited | $8.2M | — | — | — |
| ✕ | HONDA AUTO RECEIVABLES 2019-2 OWNER TRUST | 43815MAD8 | — | 8,000,000 | Exited | $8.0M | — | — | — |
| ✕ | MRA ISSUANCE TRUST 2020-7 | 55347FAA0 | — | 8,128,000 | Exited | $8.0M | — | — | — |
| ✕ | US BANK NA/CINCINNATI OH | 90331HPM9 | — | 7,984,000 | Exited | $8.0M | — | — | — |
| ✕ | HUNTINGTON BANCSHARES INC/OH | 337915AA0 | — | 7,864,000 | Exited | $7.9M | — | — | — |
| ✕ | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2020-1 | 14043MAC5 | — | 7,896,356 | Exited | $7.9M | — | — | — |
| ✕ | PPL ELECTRIC UTILITIES CORP | 69351UAY9 | — | 7,765,000 | Exited | $7.7M | — | — | — |
| ✕ | BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 06675FAQ0 | — | 7,635,000 | Exited | $7.7M | — | — | — |
| ✕ | WILLIAMS COS INC/THE | 96950FAJ3 | — | 7,624,000 | Exited | $7.6M | — | — | — |
| ✕ | MASSMUTUAL GLOBAL FUNDING II | 57629WCK4 | — | 7,440,000 | Exited | $7.5M | — | — | — |
| ✕ | METROPOLITAN LIFE GLOBAL FUNDING I | 59217GDB2 | — | 7,400,000 | Exited | $7.4M | — | — | — |
| ✕ | GOLDMAN SACHS GROUP INC/THE | 38141GWK6 | — | 7,263,000 | Exited | $7.3M | — | — | — |
| ✕ | GLENCORE FINANCE CANADA LTD | 98417EAT7 | — | 6,887,000 | Exited | $6.9M | — | — | — |
| ✕ | CARMAX AUTO OWNER TRUST 2019-3 | 14315PAD7 | — | 6,884,843 | Exited | $6.9M | — | — | — |
| ✕ | CASCADE FUNDING MORTGAGE TRUST 2020-HB2 | 12527LAA0 | — | 6,967,132 | Exited | $6.9M | — | — | — |
| ✕ | MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV | 60920LAE4 | — | 6,790,000 | Exited | $6.8M | — | — | — |
| ✕ | HARLEY-DAVIDSON MOTORCYCLE TRUST 2021-B | 41285AAB3 | — | 6,674,079 | Exited | $6.7M | — | — | — |
| ✕ | BRAVO RESIDENTIAL FUNDING TRUST 2019-NQM2 | 10569AAA7 | — | 6,418,776 | Exited | $6.3M | — | — | — |
| ✕ | CANADIAN IMPERIAL BANK OF COMMERCE | 136069TZ4 | — | 6,300,000 | Exited | $6.3M | — | — | — |
| ✕ | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2020-1 | 92868JAD8 | — | 6,282,276 | Exited | $6.2M | — | — | — |
| ✕ | FORD CREDIT AUTO OWNER TRUST 2021-A | 34532NAB1 | — | 6,031,556 | Exited | $6.0M | — | — | — |
| ✕ | ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2005-R4 | 03072SC45 | — | 5,980,974 | Exited | $6.0M | — | — | — |
| ✕ | SUMITOMO MITSUI FINANCIAL GROUP INC | 86562MAT7 | — | 5,922,000 | Exited | $5.9M | — | — | — |
| ✕ | AT AND T INC | 00206RAE2 | — | 6,000,000 | Exited | $5.9M | — | — | — |
| ✕ | WORLD OMNI AUTO RECEIVABLES TRUST 2021-A | 98164EAB1 | — | 5,917,626 | Exited | $5.9M | — | — | — |
| ✕ | AMERICAN EXPRESS CO | 025816BT5 | — | 5,901,000 | Exited | $5.9M | — | — | — |
| ✕ | BMW VEHICLE LEASE TRUST 2022-1 | 05601XAB5 | — | 5,750,000 | Exited | $5.7M | — | — | — |
| ✕ | NISSAN AUTO RECEIVABLES 2019-B OWNER TRUST | 65479HAC1 | — | 5,636,964 | Exited | $5.7M | — | — | — |
| ✕ | HONDA AUTO RECEIVABLES 2021-2 OWNER TRUST | 43811JAB3 | — | 5,403,583 | Exited | $5.4M | — | — | — |
| ✕ | TOYOTA AUTO RECEIVABLES 2021-C OWNER TRUST | 89239BAB7 | — | 5,208,062 | Exited | $5.2M | — | — | — |
| ✕ | BANK OF NOVA SCOTIA/THE | 064159KE5 | — | 5,096,000 | Exited | $5.1M | — | — | — |
| ✕ | AMERICAN HONDA FINANCE CORP | 02665WCA7 | — | 5,026,000 | Exited | $5.0M | — | — | — |
| ✕ | CITIBANK CREDIT CARD ISSUANCE TRUST | 17305EGF6 | — | 5,000,000 | Exited | $5.0M | — | — | — |
| ✕ | BANK OF NOVA SCOTIA/THE | 064159VK9 | — | 5,040,000 | Exited | $5.0M | — | — | — |
| ✕ | KINDER MORGAN INC | 49456BAM3 | — | 4,845,000 | Exited | $4.9M | — | — | — |
| ✕ | AMERICAN TOWER CORP | 03027XAB6 | — | 4,660,000 | Exited | $4.7M | — | — | — |
| ✕ | LIBERTY MUTUAL GROUP INC | 53079EAW4 | — | 4,660,000 | Exited | $4.7M | — | — | — |
| ✕ | TOYOTA AUTO RECEIVABLES 2018-C OWNER TRUST | 89231AAE1 | — | 4,524,180 | Exited | $4.5M | — | — | — |
| ✕ | CANADIAN PACER AUTO RECEIVABLES TRUST 2021-1 | 13646CAB2 | — | 4,447,764 | Exited | $4.4M | — | — | — |
| ✕ | HONDA AUTO RECEIVABLES 2021-1 OWNER TRUST | 43813GAB7 | — | 4,286,218 | Exited | $4.3M | — | — | — |
| ✕ | GSAA TRUST | 362334AA2 | — | 4,291,250 | Exited | $4.2M | — | — | — |
| ✕ | CVS HEALTH CORP | 126650CK4 | — | 4,000,000 | Exited | $4.0M | — | — | — |
| ✕ | RADNOR RE 2019-1 LTD | 75049SAB9 | — | 3,851,475 | Exited | $3.8M | — | — | — |
| ✕ | BANK OF THE WEST AUTO TRUST 2019-1 | 065606AC9 | — | 3,783,085 | Exited | $3.8M | — | — | — |
| ✕ | HONDA AUTO RECEIVABLES 2019-4 OWNER TRUST | 43813VAC2 | — | 3,789,000 | Exited | $3.8M | — | — | — |
| ✕ | FWD SECURITIZATION TRUST | 302980AA5 | — | 3,800,835 | Exited | $3.8M | — | — | — |
| ✕ | AMERIQUEST MORTGAGE SECURITIES INC ASSET BACKED PASS-THROUGH CTFS SER 2005-R11 | 03072SV28 | — | 3,587,123 | Exited | $3.6M | — | — | — |
| ✕ | BPCE SA | 05578DBD3 | — | 3,540,000 | Exited | $3.5M | — | — | — |
| ✕ | ANGEL OAK MORTGAGE FUND EU TRUST | 03463UAA5 | — | 3,412,888 | Exited | $3.4M | — | — | — |
| ✕ | GM FINANCIAL AUTOMOBILE LEASING TRUST 2021-3 | 36262XAB0 | — | 3,268,042 | Exited | $3.2M | — | — | — |
| ✕ | FWD SECURITIZATION TRUST 2020-INV1 | 302985AA4 | — | 3,098,378 | Exited | $3.0M | — | — | — |
| ✕ | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4 | 36260KAC8 | — | 3,000,000 | Exited | $3.0M | — | — | — |
| ✕ | HYUNDAI CAPITAL AMERICA | 44891ABA4 | — | 2,896,000 | Exited | $2.9M | — | — | — |
| ✕ | UNIFY AUTO RECEIVABLES TRUST 2021-1 | 90775QAB2 | — | 2,898,154 | Exited | $2.9M | — | — | — |
| ✕ | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES | 12659LAA0 | — | 2,855,222 | Exited | $2.8M | — | — | — |
| ✕ | TOYOTA AUTO RECEIVABLES 2021-A OWNER TRUST | 89240BAB4 | — | 2,714,044 | Exited | $2.7M | — | — | — |
| ✕ | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-1 | 36261LAB7 | — | 2,682,254 | Exited | $2.7M | — | — | — |
| ✕ | AMERICAN EXPRESS CO | 025816BN8 | — | 2,600,000 | Exited | $2.6M | — | — | — |
| ✕ | SANTANDER RETAIL AUTO LEASE TRUST 2020-B | 80286RAB3 | — | 2,603,246 | Exited | $2.6M | — | — | — |
| ✕ | FORD CREDIT AUTO OWNER TRUST 2019-B | 34532DAD9 | — | 2,538,007 | Exited | $2.5M | — | — | — |
| ✕ | GLENCORE FUNDING LLC | 378272AP3 | — | 2,490,000 | Exited | $2.5M | — | — | — |
| ✕ | CONSTELLATION BRANDS INC | 21036PAX6 | — | 2,480,000 | Exited | $2.5M | — | — | — |
| ✕ | UBS AG/LONDON | 902674YT1 | — | 2,480,000 | Exited | $2.5M | — | — | — |
| ✕ | HOME RE 2018-1 LTD | 43730MAA6 | — | 2,462,849 | Exited | $2.4M | — | — | — |
| ✕ | CARMAX AUTO OWNER TRUST 2018-4 | 14315EAC4 | — | 2,212,737 | Exited | $2.2M | — | — | — |
| ✕ | INTERNATIONAL LEASE FINANCE CORP | 459745GN9 | — | 2,189,000 | Exited | $2.2M | — | — | — |
| ✕ | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XDA9 | — | 2,106,862 | Exited | $2.2M | — | — | — |
| ✕ | TOYOTA AUTO RECEIVABLES 2018-D OWNER TRUST | 89231PAE8 | — | 2,050,694 | Exited | $2.1M | — | — | — |
| ✕ | WORLD OMNI AUTO RECEIVABLES TRUST 2018-D | 98162WAE7 | — | 2,000,000 | Exited | $2.1M | — | — | — |
| ✕ | TOWD POINT MORTGAGE TRUST 2015-2 | 89171YBB6 | — | 2,045,747 | Exited | $2.0M | — | — | — |
| ✕ | NISSAN AUTO RECEIVABLES 2019-A OWNER TRUST | 65479KAD2 | — | 1,982,658 | Exited | $2.0M | — | — | — |
| ✕ | ADVANCED MICRO DEVICES INC | 007903AX5 | — | 1,800,000 | Exited | $1.8M | — | — | — |
| ✕ | STACR TRUST 2018-HRP2 | 35564AAK7 | — | 1,812,369 | Exited | $1.8M | — | — | — |
| ✕ | RASC SERIES 2006-KS6 TRUST | 75406WAD3 | — | 1,762,045 | Exited | $1.8M | — | — | — |
| ✕ | HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2 | 43789XAA2 | — | 1,595,324 | Exited | $1.6M | — | — | — |
| ✕ | CARMAX AUTO OWNER TRUST 2019-1 | 14315NAC4 | — | 1,511,863 | Exited | $1.5M | — | — | — |
| ✕ | ANGEL OAK MORTGAGE TRUST I LLC 2019-1 | 03464MAA2 | — | 1,437,490 | Exited | $1.4M | — | — | — |
| ✕ | WORLD OMNI AUTO RECEIVABLES TRUST 2018-C | 98163EAE6 | — | 1,369,000 | Exited | $1.4M | — | — | — |
| ✕ | WORLD OMNI AUTO RECEIVABLES TRUST 2018-C | 98163EAD8 | — | 1,339,141 | Exited | $1.3M | — | — | — |
| ✕ | STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-INV1 | 85572JAA5 | — | 1,316,731 | Exited | $1.3M | — | — | — |
| ✕ | HOMEBANC MORTGAGE TRUST 2005-4 | 43739EBS5 | — | 1,308,289 | Exited | $1.3M | — | — | — |
| ✕ | GOLDEN CREDIT CARD TRUST | 380881ER9 | — | 1,250,000 | Exited | $1.3M | — | — | — |
| ✕ | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2018-4 | 38013FAD3 | — | 1,219,732 | Exited | $1.2M | — | — | — |
| ✕ | CITIGROUP MORTGAGE LOAN TRUST INC | 17307G2R8 | — | 1,215,003 | Exited | $1.2M | — | — | — |
| ✕ | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2007-HE7 | 07387VAA7 | — | 1,202,632 | Exited | $1.2M | — | — | — |
| ✕ | CWABS ASSET-BACKED CERTIFICATES TRUST 2004-10 | 126673JV5 | — | 1,165,493 | Exited | $1.2M | — | — | — |
| ✕ | RASC SERIES 2004-KS10 TRUST | 76110WG34 | — | 1,133,900 | Exited | $1.1M | — | — | — |
| ✕ | NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-C | 64352VNY3 | — | 1,134,819 | Exited | $1.1M | — | — | — |
| ✕ | ERAC USA FINANCE LLC | 26884TAH5 | — | 1,065,000 | Exited | $1.1M | — | — | — |
| ✕ | PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-MHQ | 70069FCX3 | — | 1,046,623 | Exited | $1.0M | — | — | — |
| ✕ | ANGEL OAK MORTGAGE TRUST I LLC 2018-3 | 03464NAA0 | — | 1,037,516 | Exited | $1.0M | — | — | — |
| ✕ | GSAA HOME EQUITY TRUST 2005-8 | 362341CT4 | — | 1,018,918 | Exited | $1.0M | — | — | — |
| ✕ | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-2 | 85573DAA7 | — | 959,305 | Exited | $1.0M | — | — | — |
| ✕ | RAMP SERIES 2005-RS6 TRUST | 76112BTV2 | — | 934,052 | Exited | $0.9M | — | — | — |
| ✕ | TOWD POINT ASSET TRUST 2018-SL1 | 89174UAA4 | — | 878,261 | Exited | $0.9M | — | — | — |
| ✕ | RAMP SERIES 2005-RS2 TRUST | 76112BKE9 | — | 869,249 | Exited | $0.9M | — | — | — |
| ✕ | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A | 80282YAB2 | — | 854,684 | Exited | $0.9M | — | — | — |
| ✕ | WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 2005-2 TRUST | 9497ENAF0 | — | 827,761 | Exited | $0.8M | — | — | — |
| ✕ | CWABS ASSET-BACKED CERTIFICATES TRUST 2005-BC3 | 1266733F7 | — | 760,238 | Exited | $0.8M | — | — | — |
| ✕ | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XAH7 | — | 675,663 | Exited | $0.7M | — | — | — |
| ✕ | CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-RFC1 | 14453EAD4 | — | 674,472 | Exited | $0.7M | — | — | — |
| ✕ | CARMAX AUTO OWNER TRUST 2021-1 | 14316NAB5 | — | 601,534 | Exited | $0.6M | — | — | — |
| ✕ | C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES SERIES 2005-CB7 | 12489WPL2 | — | 590,968 | Exited | $0.6M | — | — | — |
| ✕ | CSMC SERIES 2015-2R | 12649QBG8 | — | 560,214 | Exited | $0.6M | — | — | — |
| ✕ | EQUIFIRST MORTGAGE LOAN TRUST 2005-1 | 29445FCQ9 | — | 524,444 | Exited | $0.5M | — | — | — |
| ✕ | FIRST FRANKLIN MORTGAGE LOAN TRUST 2005-FF9 | 32027NVV0 | — | 446,253 | Exited | $0.4M | — | — | — |
| ✕ | TOYOTA AUTO RECEIVABLES 2019-B OWNER TRUST | 89239JAD6 | — | 365,421 | Exited | $0.4M | — | — | — |
| ✕ | FIRST FRANKLIN MORTGAGE LOAN TRUST 2004-FF7 | 32027NLA7 | — | 349,712 | Exited | $0.3M | — | — | — |
| ✕ | STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-OPT1 | 86359UAE9 | — | 332,449 | Exited | $0.3M | — | — | — |
| ✕ | NOMURA HOME EQUITY LOAN INC HOME EQUITY LOAN TRUST SERIES 2005-FM1 | 65536HAG3 | — | 279,762 | Exited | $0.3M | — | — | — |
| ✕ | ANGEL OAK MORTGAGE TRUST I LLC 2019-2 | 03463WAA1 | — | 221,964 | Exited | $0.2M | — | — | — |
| ✕ | RASC SERIES 2006-KS7 TRUST | 75406XAD1 | — | 218,545 | Exited | $0.2M | — | — | — |
| ✕ | CIT MORTGAGE LOAN TRUST 2007-1 | 12559QAD4 | — | 159,012 | Exited | $0.2M | — | — | — |
| ✕ | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES | 3137G0BW8 | — | 143,125 | Exited | $0.1M | — | — | — |
| ✕ | FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FF12 | 32027NXW6 | — | 90,341 | Exited | $0.1M | — | — | — |
| ✕ | FREDDIE MAC STACR TRUST 2018-HQA2 | 35563XAA0 | — | 49,225 | Exited | $0.0M | — | — | — |
| ✕ | FREDDIE MAC REMICS | 3133T12W1 | — | 7,189 | Exited | $0.0M | — | — | — |
| ✕ | FANNIE MAE POOL | 3138EHBZ4 | — | 24 | Exited | $0.0M | — | — | — |
| ✕ | FANNIE MAE POOL | 31418MSV5 | — | 3 | Exited | $0.0M | — | — | — |