Putnam Premier Income Trust
+515
New
-644
Exited
1446
Positions
| # | Name | Ticker | Since | Shares | Shares Ξ | Value | Val Ξ% | % Port | Cat |
|---|---|---|---|---|---|---|---|---|---|
| 1 | CHICAGO BOARD OF TRADE | TUM4COMDTY | Apr 2022 | 435 | -2,088,565 | $88.2M | +3899.1% | 24.57% | DIR |
| 2 | FANNIE MAE POOL | 01F060659 | Apr 2024 | 46,000,000 | New | $45.6M | β | 12.71% | ABS-MBS |
| 3 | PUTNAM INVESTMENT FUNDS-PUTNAM GOVERNMENT MONEY MARKET FUND | 74680A869 | Apr 2024 | 39,360,232 | New | $39.4M | β | 10.97% | STIV |
| 4 | FANNIE MAE POOL | 01F062655 | Apr 2024 | 33,000,000 | New | $33.3M | β | 9.27% | ABS-MBS |
| 5 | PUTNAM SHORT TERM INVESTMENT FUND | 74676P664 | Apr 2022 | 29,659,170 | -5,431,497 | $29.7M | -15.5% | 8.27% | STIV |
| 6 | GINNIE MAE I POOL | 21H042653 | Apr 2024 | 12,000,000 | New | $11.2M | β | 3.12% | ABS-MBS |
| 7 | FANNIE MAE POOL | 01F042657 | Apr 2022 | 12,000,000 | -17,000,000 | $11.1M | -62.5% | 3.08% | ABS-MBS |
| 8 | GINNIE MAE I POOL | 21H052652 | Apr 2024 | 11,000,000 | New | $10.8M | β | 3.01% | ABS-MBS |
| 9 | EUREX DEUTSCHLAND | OEM4COMDTY | Apr 2022 | 63 | New | $7.8M | β | 2.18% | DIR |
| 10 | GINNIE MAE I POOL | 21H040657 | Apr 2024 | 8,000,000 | New | $7.2M | β | 2.02% | ABS-MBS |
| 11 | FANNIE MAE POOL | 01F040651 | Apr 2022 | 8,000,000 | -114,000,000 | $7.2M | -94.1% | 1.99% | ABS-MBS |
| 12 | LCH Limited | N/A | Apr 2022 | 319,465,000 | New | $5.4M | β | 1.51% | DIR |
| 13 | STATE STREET B AND T CO | N/A | Apr 2022 | 1 | New | $3.6M | β | 1.00% | DFE |
| 14 | CHICAGO BOARD OF TRADE | UXYM4COMDT | Apr 2022 | 30 | New | $3.3M | β | 0.92% | DIR |
| 15 | State Street Institutional U.S. Government Money Market Fund, Premier Class | N/A | Apr 2022 | 3,262,000 | New | $3.3M | β | 0.91% | STIV |
| 16 | FREDDIE MAC STACR DEBT NOTES 2016-DNA1 | 3137G0HZ5 | Apr 2022 | 2,789,321 | +534,152 | $3.1M | +27.8% | 0.86% | ABS-CBDO |
| 17 | TORONTO-DOMINION BANK/THE | N/A | Apr 2022 | 1 | New | $2.9M | β | 0.81% | DFE |
| 18 | LCH Limited | N/A | Apr 2022 | 69,371,000 | New | $2.7M | β | 0.75% | DIR |
| 19 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XCH5 | Apr 2022 | 2,297,900 | -5,086 | $2.7M | +1.8% | 0.74% | ABS-CBDO |
| 20 | FANNIE MAE POOL | 01F022659 | Apr 2022 | 3,000,000 | -65,000,000 | $2.4M | -96.2% | 0.66% | ABS-MBS |
| 21 | FEDERATIVE REPUBLIC OF BRAZIL | 105756CH1 | Apr 2024 | 2,360,000 | New | $2.3M | β | 0.63% | DBT |
| 22 | MORGAN STANLEY AND CO. INTERNATIONAL | 99MK129K6 | Apr 2022 | 2,435,000 | β | $2.2M | +5.1% | 0.63% | DCR |
| 23 | FREDDIE MAC REMICS | 3137FWKE9 | Apr 2022 | 9,458,661 | +181,220 | $2.2M | +20.2% | 0.61% | ABS-MBS |
| 24 | UNITED MEXICAN STATES | 91087BAM2 | Apr 2022 | 2,670,000 | +440,000 | $2.2M | +15.8% | 0.60% | DBT |
| 25 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 2,089,000 | New | $2.1M | β | 0.59% | DCR |
| 26 | ALTERNATIVE LOAN TRUST 2006-OA10 | 02146QAD5 | Apr 2022 | 2,492,880 | -478,154 | $2.1M | -21.7% | 0.58% | ABS-CBDO |
| 27 | FREDDIE MAC STACR TRUST 2018-HQA2 | 35563XBE1 | Apr 2022 | 1,619,000 | +1,175,000 | $2.1M | +325.2% | 0.57% | ABS-CBDO |
| 28 | UNITED STATES OF AMERICA | 912797KQ9 | Apr 2024 | 2,037,000 | New | $2.0M | β | 0.56% | DBT |
| 29 | FANNIE MAE REMICS | 3136BGL82 | Apr 2022 | 14,825,604 | -2,124,429 | $2.0M | -9.8% | 0.55% | ABS-MBS |
| 30 | LCH Limited | N/A | Apr 2022 | 153,659,000 | New | $2.0M | β | 0.55% | DIR |
| 31 | FANNIE MAE POOL | 01F052656 | Apr 2022 | 2,000,000 | β | $1.9M | -6.8% | 0.54% | ABS-MBS |
| 32 | JPMORGAN CHASE AND CO | 46647PDW3 | Apr 2024 | 1,810,000 | New | $1.8M | β | 0.51% | DBT |
| 33 | REPUBLIC OF COTE D'IVOIRE | N/A | Apr 2022 | 2,060,000 | New | $1.8M | β | 0.51% | DBT |
| 34 | A AND D MORTGAGE TRUST 2024-NQM1 | 00039GAA7 | Apr 2024 | 1,794,649 | New | $1.8M | β | 0.49% | ABS-CBDO |
| 35 | SHEFFIELD RECEIVABLES CO LLC | N/A | Apr 2022 | 1,750,000 | New | $1.7M | β | 0.49% | ABS-APCP |
| 36 | CHARIOT FUNDING LLC | N/A | Apr 2022 | 1,750,000 | New | $1.7M | β | 0.49% | ABS-APCP |
| 37 | ATLANTIC ASSET SECURITIZATION LLC | N/A | Apr 2022 | 1,750,000 | New | $1.7M | β | 0.49% | ABS-APCP |
| 38 | TOTALENERGIES CAPITAL SA | 89152EEP9 | Apr 2024 | 1,750,000 | New | $1.7M | β | 0.49% | STIV |
| 39 | MANHATTAN ASSET FUNDING CO LLC | N/A | Apr 2022 | 1,750,000 | New | $1.7M | β | 0.48% | ABS-APCP |
| 40 | THUNDER BAY FUNDING LLC | N/A | Apr 2022 | 1,750,000 | New | $1.7M | β | 0.48% | ABS-APCP |
| 41 | GOTHAM FUNDING CORP | N/A | Apr 2022 | 1,750,000 | New | $1.7M | β | 0.48% | ABS-APCP |
| 42 | ING US FUNDING LLC | N/A | Apr 2022 | 1,750,000 | New | $1.7M | β | 0.48% | STIV |
| 43 | TORONTO-DOMINION BANK/THE | N/A | Apr 2022 | 1,750,000 | New | $1.7M | β | 0.48% | STIV |
| 44 | BNP PARIBAS SA/NEW YORK NY | N/A | Apr 2022 | 1,750,000 | New | $1.7M | β | 0.48% | STIV |
| 45 | BPCE SA | N/A | Apr 2022 | 1,750,000 | New | $1.7M | β | 0.48% | STIV |
| 46 | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK | 35563GAB5 | Apr 2024 | 1,746,000 | New | $1.7M | β | 0.48% | ABS-MBS |
| 47 | SOCIALIST REPUBLIC OF VIETNAM | Y9384RAA8 | Apr 2022 | 1,720,000 | β | $1.7M | -3.3% | 0.47% | DBT |
| 48 | CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 | 20754BAB7 | Apr 2024 | 1,640,000 | New | $1.7M | β | 0.47% | ABS-CBDO |
| 49 | UBS AG | N/A | Apr 2022 | 1 | New | $1.7M | β | 0.47% | DFE |
| 50 | FANNIE MAE POOL | 01F030652 | Apr 2022 | 2,000,000 | -33,000,000 | $1.7M | -95.0% | 0.46% | ABS-MBS |
| 51 | T-MOBILE USA INC | 87264ABV6 | Apr 2024 | 1,820,000 | New | $1.7M | β | 0.46% | DBT |
| 52 | REPUBLIC OF PANAMA | 698299BX1 | Apr 2024 | 1,610,000 | New | $1.6M | β | 0.46% | DBT |
| 53 | ECOPETROL SA | 279158AS8 | Apr 2024 | 1,570,000 | New | $1.6M | β | 0.45% | DBT |
| 54 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 1 | New | $1.6M | β | 0.43% | DFE |
| 55 | FANNIE MAE REMICS | 3136BCLU2 | Apr 2022 | 7,020,733 | -2,717,217 | $1.6M | -11.2% | 0.43% | ABS-MBS |
| 56 | FREDDIE MAC REMICS | 3137H1X68 | Apr 2022 | 7,801,152 | -2,442,726 | $1.5M | -13.6% | 0.43% | ABS-MBS |
| 57 | CQP HOLDCO LP | 12657QAC7 | Apr 2024 | 1,525,605 | New | $1.5M | β | 0.43% | DBT |
| 58 | HSBC BANK USA | N/A | Apr 2022 | 1 | New | $1.5M | β | 0.42% | DFE |
| 59 | MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 | 62548QAD3 | Apr 2022 | 1,537,562 | -20,438 | $1.5M | +1.5% | 0.42% | ABS-MBS |
| 60 | GNMA | 38382WBR7 | Apr 2024 | 7,397,019 | New | $1.5M | β | 0.42% | ABS-MBS |
| 61 | GNMA | 38383AQC1 | Apr 2022 | 8,779,024 | -1,736,730 | $1.5M | -20.0% | 0.42% | ABS-MBS |
| 62 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XCR3 | Apr 2022 | 1,286,295 | -5,367 | $1.5M | +4.4% | 0.41% | ABS-CBDO |
| 63 | REPUBLIC OF GUATEMALA | P5015VAQ9 | Apr 2024 | 1,480,000 | New | $1.5M | β | 0.41% | DBT |
| 64 | FREDDIE MAC STACR DEBT NOTES 2015-DNA3 | 3137G0GZ6 | Apr 2022 | 1,280,931 | -5,489 | $1.4M | +8.5% | 0.39% | ABS-CBDO |
| 65 | INTERCONTINENTAL EXCHANGE INC | N/A | Apr 2022 | 23,489,000 | New | $1.4M | β | 0.39% | DCR |
| 66 | FREDDIE MAC STACR REMIC TRUST 2020-HQA3 | 35565MBE3 | Apr 2022 | 1,027,000 | β | $1.4M | +11.0% | 0.38% | ABS-CBDO |
| 67 | UBS AG | N/A | Apr 2022 | 1 | New | $1.3M | β | 0.38% | DFE |
| 68 | VERISURE MIDHOLDING AB | W9821JAH4 | Apr 2024 | 1,310,000 | New | $1.3M | β | 0.38% | DBT |
| 69 | GNMA | 38382CCP4 | Apr 2024 | 9,384,933 | New | $1.3M | β | 0.37% | ABS-MBS |
| 70 | PETSMART LLC | 71677HAL9 | Apr 2024 | 1,346,782 | New | $1.3M | β | 0.37% | DBT |
| 71 | DOMINICAN REPUBLIC | P3579ECB1 | Apr 2022 | 1,350,000 | β | $1.3M | -1.0% | 0.37% | DBT |
| 72 | FREDDIE MAC STACR REMIC TRUST 2020-DNA4 | 35565XBE9 | Apr 2022 | 966,000 | β | $1.3M | +12.2% | 0.36% | ABS-CBDO |
| 73 | MELLO WAREHOUSE SECURITIZATION TRUST 2021-3 | 58552FAE6 | Apr 2024 | 1,286,000 | New | $1.3M | β | 0.36% | ABS-CBDO |
| 74 | LCH Limited | N/A | Apr 2022 | 20,429,000 | New | $1.3M | β | 0.35% | DIR |
| 75 | REPUBLIC OF COLOMBIA | 195325EL5 | Apr 2024 | 1,240,000 | New | $1.2M | β | 0.35% | DBT |
| 76 | REPUBLIC OF CHILE | 168863EB0 | Apr 2024 | 1,280,000 | New | $1.2M | β | 0.35% | DBT |
| 77 | CITIGROUP MORTGAGE LOAN TRUST INC | 17312EAE6 | Apr 2022 | 1,527,563 | -285,198 | $1.2M | -25.5% | 0.35% | ABS-MBS |
| 78 | REPUBLIC OF SOUTH AFRICA | 836205AY0 | Apr 2024 | 1,340,000 | New | $1.2M | β | 0.34% | DBT |
| 79 | REPUBLIC OF INDONESIA | 455780BX3 | Apr 2022 | 1,265,000 | β | $1.2M | -4.8% | 0.34% | DBT |
| 80 | CIVITAS RESOURCES INC | 17888HAB9 | Apr 2024 | 1,155,000 | New | $1.2M | β | 0.34% | DBT |
| 81 | DIAMOND II LTD | 25276VAA3 | Apr 2024 | 1,220,000 | New | $1.2M | β | 0.34% | DBT |
| 82 | BENTELER INTERNATIONAL AG | 08263DAA4 | Apr 2024 | 1,150,000 | New | $1.2M | β | 0.34% | DBT |
| 83 | TAYLOR MORRISON COMMUNITIES INC | 87724RAJ1 | Apr 2024 | 1,301,000 | New | $1.2M | β | 0.34% | DBT |
| 84 | GNMA | 38382RRP5 | Apr 2022 | 7,331,969 | -2,227,250 | $1.2M | -8.7% | 0.34% | ABS-MBS |
| 85 | CITIBANK N.A. | N/A | Apr 2022 | 1 | New | $1.2M | β | 0.34% | DFE |
| 86 | VENTURE GLOBAL LNG INC | 92332YAB7 | Apr 2024 | 1,170,000 | New | $1.2M | β | 0.33% | DBT |
| 87 | TENET HEALTHCARE CORP | 88033GDU1 | Apr 2024 | 1,190,000 | New | $1.2M | β | 0.33% | DBT |
| 88 | LIGHT AND WONDER INTERNATIONAL INC | 80874YBE9 | Apr 2024 | 1,180,000 | New | $1.2M | β | 0.33% | DBT |
| 89 | GNMA | 38383MWE4 | Apr 2024 | 6,507,462 | New | $1.2M | β | 0.33% | ABS-MBS |
| 90 | FREDDIE MAC REMICS | 3137FYMM5 | Apr 2022 | 5,108,527 | -1,789,334 | $1.2M | +0.6% | 0.32% | ABS-MBS |
| 91 | FREDDIE MAC STACR DEBT NOTES 2015-DNA2 | 3137G0FZ7 | Apr 2022 | 1,097,181 | -223,201 | $1.2M | -14.2% | 0.32% | ABS-CBDO |
| 92 | MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 | 62547NAB5 | Apr 2022 | 1,166,066 | -104,934 | $1.1M | -5.1% | 0.32% | ABS-MBS |
| 93 | ROMANIA | 77586RAU4 | Apr 2024 | 1,170,000 | New | $1.1M | β | 0.32% | DBT |
| 94 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22 | 61690FAS2 | Apr 2022 | 1,227,000 | +717,000 | $1.1M | +137.2% | 0.31% | ABS-MBS |
| 95 | FREDDIE MAC REMICS | 3137FTQF7 | Apr 2022 | 4,865,498 | -1,423,221 | $1.1M | -15.2% | 0.31% | ABS-MBS |
| 96 | MELLO WAREHOUSE SECURITIZATION TRUST 2021-3 | 58552FAD8 | Apr 2024 | 1,086,000 | New | $1.1M | β | 0.30% | ABS-CBDO |
| 97 | GNMA | 38382RPL6 | Apr 2024 | 12,898,723 | New | $1.1M | β | 0.30% | ABS-MBS |
| 98 | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV | 88167AAR2 | Apr 2024 | 989,000 | New | $1.1M | β | 0.30% | DBT |
| 99 | LCH Limited | N/A | Apr 2022 | 55,447,000 | New | $1.1M | β | 0.30% | DIR |
| 100 | WHITE CAP BUYER LLC | 96350TAC4 | Apr 2022 | 1,037,347 | +568,791 | $1.0M | +127.7% | 0.29% | DBT |
| 101 | GNMA | 38382TD27 | Apr 2022 | 10,159,233 | +1,364,393 | $1.0M | -18.4% | 0.29% | ABS-MBS |
| 102 | FREDDIE MAC STACR REMIC TRUST 2020-DNA5 | 35566ABD0 | Apr 2024 | 900,000 | New | $1.0M | β | 0.29% | ABS-CBDO |
| 103 | PHARMACIA LLC | 71713UAW2 | Apr 2024 | 955,000 | New | $1.0M | β | 0.28% | DBT |
| 104 | AIR LEASE CORP | 00914AAT9 | Apr 2024 | 1,000,000 | New | $1.0M | β | 0.28% | DBT |
| 105 | AADVANTAGE LOYALTY IP LTD | 02376CBJ3 | Apr 2022 | 951,111 | +831,111 | $988K | +709.8% | 0.28% | DBT |
| 106 | CHART INDUSTRIES INC | N/A | Apr 2022 | 983,184 | New | $986K | β | 0.27% | DBT |
| 107 | BATH AND BODY WORKS INC | 501797AL8 | Apr 2022 | 985,000 | +765,000 | $978K | +355.2% | 0.27% | DBT |
| 108 | BANK OF AMERICA CORP | 06051GLC1 | Apr 2024 | 955,000 | New | $975K | β | 0.27% | DBT |
| 109 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 1 | New | $964K | β | 0.27% | DFE |
| 110 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XBQ6 | Apr 2022 | 831,884 | -3,000 | $953K | +2.1% | 0.27% | ABS-CBDO |
| 111 | IHS HOLDING LTD | G4701HAA7 | Apr 2022 | 1,100,000 | -540,000 | $950K | -38.4% | 0.26% | DBT |
| 112 | REPUBLIC OF SERBIA | N/A | Apr 2022 | 950,000 | New | $950K | β | 0.26% | DBT |
| 113 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 1 | New | $948K | β | 0.26% | DFE |
| 114 | JP MORGANCHASE BANK | N/A | Apr 2022 | 1 | New | $947K | β | 0.26% | DFE |
| 115 | GNMA | 38382LDU2 | Apr 2022 | 5,030,500 | -1,088,823 | $944K | -3.7% | 0.26% | ABS-MBS |
| 116 | ROMANIA | N/A | Apr 2022 | 910,000 | New | $939K | β | 0.26% | DBT |
| 117 | GS MORTGAGE SECURITIES TRUST 2013-GC10 | 36192CAQ8 | Apr 2022 | 1,016,000 | -407,000 | $938K | -30.0% | 0.26% | ABS-MBS |
| 118 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 1 | New | $937K | β | 0.26% | DFE |
| 119 | CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 | 12527DAG5 | Apr 2022 | 1,068,000 | β | $924K | -13.2% | 0.26% | ABS-MBS |
| 120 | ARES CAPITAL CORP | 04010LBE2 | Apr 2024 | 905,000 | New | $921K | β | 0.26% | DBT |
| 121 | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4 | 79584CAA9 | Apr 2024 | 928,000 | New | $919K | β | 0.26% | ABS-CBDO |
| 122 | GNMA | 38383VL97 | Apr 2024 | 14,797,011 | New | $917K | β | 0.26% | ABS-MBS |
| 123 | FREDDIE MAC REMICS | 3137FYLH7 | Apr 2022 | 3,860,060 | -1,289,866 | $911K | -12.4% | 0.25% | ABS-MBS |
| 124 | FREDDIE MAC STACR DEBT NOTES 2015-HQA2 | 3137G0HM4 | Apr 2022 | 825,914 | -936 | $908K | +5.0% | 0.25% | ABS-CBDO |
| 125 | FREDDIE MAC REMICS | 3137HANZ5 | Apr 2024 | 4,361,221 | New | $905K | β | 0.25% | ABS-MBS |
| 126 | GNMA | 38382LMH1 | Apr 2022 | 5,838,635 | -1,284,304 | $905K | -18.5% | 0.25% | ABS-MBS |
| 127 | ALTERNATIVE LOAN TRUST 2005-59 | 12668AEV3 | Apr 2022 | 1,026,154 | -247,028 | $904K | -26.6% | 0.25% | ABS-CBDO |
| 128 | HSBC BANK USA | N/A | Apr 2022 | 1 | New | $904K | β | 0.25% | DFE |
| 129 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 2,531,000 | New | $892K | β | 0.25% | DCR |
| 130 | TOWD POINT MORTGAGE TRUST 2019-2 | 89177JAB4 | Apr 2022 | 1,033,000 | β | $890K | -11.0% | 0.25% | ABS-MBS |
| 131 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 1 | New | $889K | β | 0.25% | DFE |
| 132 | GINNIE MAE I POOL | 21H032654 | Apr 2022 | 1,000,000 | β | $881K | -9.9% | 0.25% | ABS-MBS |
| 133 | MORGAN STANLEY | 61747YFA8 | Apr 2024 | 895,000 | New | $881K | β | 0.25% | DBT |
| 134 | TOORAK MORTGAGE CORP 2021-1 LTD | 89053BAB0 | Apr 2024 | 900,000 | New | $876K | β | 0.24% | ABS-CBDO |
| 135 | AT AND T INC | 00206RGL0 | Apr 2024 | 910,000 | New | $869K | β | 0.24% | DBT |
| 136 | CITIBANK N.A. | N/A | Apr 2022 | 50,841,300 | New | $862K | β | 0.24% | DIR |
| 137 | COMM 2014-CCRE16 MORTGAGE TRUST | 12591VAK7 | Apr 2022 | 912,000 | +484,000 | $847K | +102.3% | 0.24% | ABS-MBS |
| 138 | AMERICAN TOWER CORP | 03027XAX8 | Apr 2024 | 910,000 | New | $846K | β | 0.24% | DBT |
| 139 | COMM 2015-DC1 MORTGAGE TRUST | 12629NAJ4 | Apr 2024 | 906,000 | New | $837K | β | 0.23% | ABS-MBS |
| 140 | ARAB REPUBLIC OF EGYPT | M1487WCY9 | Apr 2022 | 930,000 | -920,000 | $836K | -47.3% | 0.23% | DBT |
| 141 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 21,541,500 | New | $834K | β | 0.23% | DIR |
| 142 | REPUBLIC OF SERBIA | N/A | Apr 2022 | 830,000 | New | $829K | β | 0.23% | DBT |
| 143 | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-3 | 35563PCF4 | Apr 2024 | 879,000 | New | $827K | β | 0.23% | ABS-CBDO |
| 144 | REPUBLIC OF PARAGUAY | P75744AL9 | Apr 2024 | 970,000 | New | $818K | β | 0.23% | DBT |
| 145 | FREDDIE MAC REMICS | 3137FVT28 | Apr 2022 | 7,778,292 | -2,116,261 | $806K | -49.8% | 0.22% | ABS-MBS |
| 146 | CARNIVAL CORP | P2121YAS7 | Apr 2024 | 802,768 | New | $805K | β | 0.22% | DBT |
| 147 | REPUBLIC OF BENIN | 08205QAA6 | Apr 2024 | 850,000 | New | $801K | β | 0.22% | DBT |
| 148 | FREDDIE MAC STACR REMIC TRUST 2020-HQA4 | 35565RBD4 | Apr 2024 | 718,340 | New | $800K | β | 0.22% | ABS-CBDO |
| 149 | TORONTO-DOMINION BANK/THE | N/A | Apr 2022 | 1 | New | $796K | β | 0.22% | DFE |
| 150 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP | 1248EPCQ4 | Apr 2024 | 1,001,000 | New | $787K | β | 0.22% | DBT |
| 151 | LHOME MORTGAGE TRUST 2023-RTL2 | 50205BAA1 | Apr 2024 | 786,000 | New | $776K | β | 0.22% | ABS-CBDO |
| 152 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C12 | 61762XAC1 | Apr 2024 | 929,000 | New | $776K | β | 0.22% | ABS-MBS |
| 153 | FREDDIE MAC STACR DEBT NOTES 2015-DNA1 | 3137G0EZ8 | Apr 2022 | 727,011 | -1,080 | $774K | -0.1% | 0.22% | ABS-CBDO |
| 154 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 1,906,000 | New | $772K | β | 0.22% | DCR |
| 155 | ENERGO-PRO AS | N/A | Apr 2022 | 700,000 | New | $757K | β | 0.21% | DBT |
| 156 | GNMA | 38381J2J5 | Apr 2024 | 15,231,865 | New | $753K | β | 0.21% | ABS-MBS |
| 157 | ALTERNATIVE LOAN TRUST 2006-OA7 | 02146BAA4 | Apr 2022 | 847,951 | -165,192 | $752K | -30.3% | 0.21% | ABS-CBDO |
| 158 | READY CAPITAL MORTGAGE FINANCING 2022-FL9 LLC | 75574EAA5 | Apr 2024 | 748,765 | New | $750K | β | 0.21% | ABS-MBS |
| 159 | FREDDIE MAC STACR REMIC TRUST 2023-HQA2 | 35564K2G3 | Apr 2024 | 700,000 | New | $740K | β | 0.21% | ABS-CBDO |
| 160 | FREDDIE MAC STACR REMIC TRUST 2020-HQA2 | 35565LBE5 | Apr 2024 | 625,000 | New | $737K | β | 0.21% | ABS-CBDO |
| 161 | GOLDMAN SACHS INTL FX | N/A | Apr 2022 | 1 | New | $735K | β | 0.20% | DFE |
| 162 | DOMINICAN REPUBLIC | P3579EBK2 | Apr 2022 | 715,000 | β | $717K | -4.6% | 0.20% | DBT |
| 163 | GNMA | 38380YYA7 | Apr 2022 | 3,027,322 | -945,408 | $710K | -8.2% | 0.20% | ABS-MBS |
| 164 | REPUBLIC OF KENYA | 491798AM6 | Apr 2024 | 710,000 | New | $710K | β | 0.20% | DBT |
| 165 | REPUBLIC OF TURKIYE/THE | 900123DJ6 | Apr 2024 | 660,000 | New | $710K | β | 0.20% | DBT |
| 166 | CITIBANK N.A. | N/A | Apr 2022 | 1 | New | $707K | β | 0.20% | DFE |
| 167 | REPUBLIC OF COSTA RICA | P3699PGK7 | Apr 2024 | 710,000 | New | $705K | β | 0.20% | DBT |
| 168 | LEVI STRAUSS AND CO | U52799BC3 | Apr 2024 | 668,000 | New | $699K | β | 0.19% | DBT |
| 169 | UNITED STATES OF AMERICA | 912797HR1 | Apr 2024 | 700,000 | New | $698K | β | 0.19% | DBT |
| 170 | FREDDIE MAC STACR REMIC TRUST 2020-DNA5 | 35566ABE8 | Apr 2022 | 491,000 | β | $683K | +16.1% | 0.19% | ABS-CBDO |
| 171 | JP MORGANCHASE BANK | N/A | Apr 2022 | 5,302,300 | New | $682K | β | 0.19% | DIR |
| 172 | LCH Limited | N/A | Apr 2022 | 64,167,800 | New | $678K | β | 0.19% | DIR |
| 173 | PETROBRAS GLOBAL FINANCE BV | 71647NBK4 | Apr 2024 | 683,000 | New | $674K | β | 0.19% | DBT |
| 174 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27 | 17323CAS6 | Apr 2024 | 886,000 | New | $672K | β | 0.19% | ABS-MBS |
| 175 | CITIBANK N.A. | N/A | Apr 2022 | 1 | New | $670K | β | 0.19% | DFE |
| 176 | GNMA | 38382WSM0 | Apr 2022 | 6,879,633 | -1,316,320 | $657K | -57.4% | 0.18% | ABS-MBS |
| 177 | GNMA | 38382QX21 | Apr 2022 | 6,402,762 | -1,893,196 | $657K | -46.0% | 0.18% | ABS-MBS |
| 178 | TOWD POINT MORTGAGE TRUST 2018-5 | 89176VAC6 | Apr 2022 | 815,000 | β | $649K | -11.2% | 0.18% | ABS-MBS |
| 179 | COMM 2013-CCRE13 MORTGAGE TRUST | 12630BAE8 | Apr 2024 | 1,081,000 | New | $648K | β | 0.18% | ABS-MBS |
| 180 | GOVERNMENT OF MONGOLIA | Y6142NAC2 | Apr 2022 | 670,000 | β | $646K | +3.1% | 0.18% | DBT |
| 181 | FREDDIE MAC REMICS | 3137FUAM6 | Apr 2022 | 7,291,174 | -2,113,642 | $645K | -53.0% | 0.18% | ABS-MBS |
| 182 | GABONESE REPUBLIC | V36283AD7 | Apr 2024 | 810,000 | New | $640K | β | 0.18% | DBT |
| 183 | CONSTELLIUM SE | N/A | Apr 2022 | 650,000 | New | $639K | β | 0.18% | DBT |
| 184 | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2 | 35563PKR9 | Apr 2022 | 685,000 | β | $629K | -1.7% | 0.18% | ABS-CBDO |
| 185 | PETROLEOS MEXICANOS | 71654QDE9 | Apr 2024 | 790,000 | New | $623K | β | 0.17% | DBT |
| 186 | REPUBLIC OF BENIN | V15389AE5 | Apr 2024 | 690,000 | New | $621K | β | 0.17% | DBT |
| 187 | CARNIVAL HOLDINGS BERMUDA LTD | 14366RAA7 | Apr 2024 | 568,000 | New | $616K | β | 0.17% | DBT |
| 188 | STATE STREET B AND T CO | N/A | Apr 2022 | 1 | New | $612K | β | 0.17% | DFE |
| 189 | AIR FRANCE-KLM | F01699BS9 | Apr 2024 | 500,000 | New | $599K | β | 0.17% | DBT |
| 190 | UBS AG | N/A | Apr 2022 | 1 | New | $599K | β | 0.17% | DFE |
| 191 | OLYMPUS WATER US HOLDING CORP | 25259KAA8 | Apr 2024 | 560,000 | New | $594K | β | 0.17% | DBT |
| 192 | IRB HOLDING CORP | 44988LAK3 | Apr 2024 | 591,294 | New | $592K | β | 0.17% | DBT |
| 193 | PROTECTIVE LIFE GLOBAL FUNDING | 74368CBV5 | Apr 2024 | 585,000 | New | $582K | β | 0.16% | DBT |
| 194 | GS MORTGAGE SECURITIES TRUST 2014-GC24 | 36253GAS1 | Apr 2022 | 1,059,000 | -1,385,000 | $582K | -65.3% | 0.16% | ABS-MBS |
| 195 | ELECTRICITE DE FRANCE SA | 28504KAA5 | Apr 2024 | 535,000 | New | $581K | β | 0.16% | DBT |
| 196 | ORGANON AND CO / ORGANON FOREIGN DEBT CO-ISSUER BV | 68622TAA9 | Apr 2022 | 635,000 | +365,000 | $578K | +130.2% | 0.16% | DBT |
| 197 | DUFRY ONE BV | N/A | Apr 2022 | 560,000 | New | $577K | β | 0.16% | DBT |
| 198 | GNMA | 38382JB96 | Apr 2022 | 5,796,359 | -1,530,461 | $574K | -50.8% | 0.16% | ABS-MBS |
| 199 | WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 | 92938CAL1 | Apr 2024 | 1,440,000 | New | $574K | β | 0.16% | ABS-MBS |
| 200 | SOUTHERN CO/THE | 842587DS3 | Apr 2024 | 570,000 | New | $568K | β | 0.16% | DBT |
| 201 | CONNECTICUT AVENUE SECURITIES TRUST 2019-R03 | 20753MAE8 | Apr 2022 | 531,376 | -46,624 | $568K | -2.5% | 0.16% | ABS-CBDO |
| 202 | BANK OF NOVA SCOTIA/THE | 06418JAA9 | Apr 2024 | 570,000 | New | $567K | β | 0.16% | DBT |
| 203 | PHOENIX NEWCO INC | 71911KAC8 | Apr 2024 | 565,671 | New | $567K | β | 0.16% | DBT |
| 204 | STANDARD INDUSTRIES INC/NJ | N/A | Apr 2022 | 560,000 | New | $563K | β | 0.16% | DBT |
| 205 | PETROLEOS MEXICANOS | 71654QDB5 | Apr 2024 | 600,000 | New | $563K | β | 0.16% | DBT |
| 206 | VMED O2 UK FINANCING I PLC | N/A | Apr 2022 | 610,000 | New | $560K | β | 0.16% | DBT |
| 207 | LOXAM SAS | F5837PAW6 | Apr 2024 | 510,000 | New | $560K | β | 0.16% | DBT |
| 208 | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO | N/A | Apr 2022 | 530,000 | New | $559K | β | 0.16% | DBT |
| 209 | GNMA | 38375UG46 | Apr 2022 | 11,748,357 | -2,664,465 | $558K | -36.3% | 0.16% | ABS-MBS |
| 210 | MCGRAW-HILL EDUCATION INC | 57767XAA8 | Apr 2022 | 600,000 | +390,000 | $556K | +196.9% | 0.16% | DBT |
| 211 | BUFFALO ENERGY MEXICO HOLDINGS / BUFFALO ENERGY INFRASTRUCTURE / BUFFALO ENERGY | 11952AAA0 | Apr 2024 | 530,000 | New | $555K | β | 0.15% | DBT |
| 212 | FREDDIE MAC STACR DEBT NOTES 2016-DNA3 | 3137G0KV0 | Apr 2022 | 480,897 | -3,342 | $553K | +3.2% | 0.15% | ABS-CBDO |
| 213 | CINEMARK USA INC | 172441BF3 | Apr 2022 | 595,000 | +410,000 | $553K | +236.1% | 0.15% | DBT |
| 214 | PG AND E CORP | 69331CAJ7 | Apr 2024 | 590,000 | New | $552K | β | 0.15% | DBT |
| 215 | IMOLA MERGER CORP | 45258LAA5 | Apr 2022 | 598,000 | +308,000 | $551K | +104.2% | 0.15% | DBT |
| 216 | ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC | 29260FAE0 | Apr 2022 | 543,000 | +105,000 | $550K | +25.3% | 0.15% | DBT |
| 217 | STATION CASINOS LLC | 857691AH2 | Apr 2024 | 625,000 | New | $548K | β | 0.15% | DBT |
| 218 | DIRECTV FINANCING LLC | 25460HAD4 | Apr 2024 | 547,618 | New | $547K | β | 0.15% | DBT |
| 219 | ARCELORMITTAL SA | 03938LAP9 | Apr 2024 | 515,000 | New | $544K | β | 0.15% | DBT |
| 220 | GNMA | 38379GSU2 | Apr 2022 | 3,757,038 | -1,051,367 | $543K | -22.6% | 0.15% | ABS-MBS |
| 221 | KONTOOR BRANDS INC | 50050NAA1 | Apr 2024 | 610,000 | New | $543K | β | 0.15% | DBT |
| 222 | KINDER MORGAN INC | 494553AD2 | Apr 2024 | 555,000 | New | $541K | β | 0.15% | DBT |
| 223 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 1,721,082 | New | $541K | β | 0.15% | DCR |
| 224 | RESIDEO FUNDING INC | 76119LAB7 | Apr 2024 | 615,000 | New | $539K | β | 0.15% | DBT |
| 225 | MASONITE INTERNATIONAL CORP | 575385AE9 | Apr 2022 | 615,000 | +495,000 | $539K | +433.0% | 0.15% | DBT |
| 226 | REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REY | 76174LAA1 | Apr 2024 | 580,000 | New | $538K | β | 0.15% | DBT |
| 227 | CLOUD SOFTWARE GROUP INC | N/A | Apr 2022 | 538,192 | New | $538K | β | 0.15% | DBT |
| 228 | OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP | 69007TAB0 | Apr 2024 | 565,000 | New | $538K | β | 0.15% | DBT |
| 229 | NCR VOYIX CORP | 62886EBA5 | Apr 2024 | 585,000 | New | $538K | β | 0.15% | DBT |
| 230 | VISTRA OPERATIONS CO LLC | 92840VAH5 | Apr 2024 | 590,000 | New | $537K | β | 0.15% | DBT |
| 231 | SOUTHWESTERN ENERGY CO | 845467AR0 | Apr 2022 | 560,000 | +55,000 | $537K | +7.7% | 0.15% | DBT |
| 232 | CROCS INC | 227046AB5 | Apr 2024 | 640,000 | New | $537K | β | 0.15% | DBT |
| 233 | TWILIO INC | 90138FAC6 | Apr 2022 | 605,000 | -90,000 | $537K | -12.4% | 0.15% | DBT |
| 234 | CSC HOLDINGS LLC | 126307AQ0 | Apr 2024 | 655,000 | New | $537K | β | 0.15% | DBT |
| 235 | SM ENERGY CO | 78454LAW0 | Apr 2022 | 541,000 | +102,000 | $537K | +24.0% | 0.15% | DBT |
| 236 | GFL ENVIRONMENTAL INC | 36168QAN4 | Apr 2022 | 581,000 | +536,000 | $536K | +1212.4% | 0.15% | DBT |
| 237 | HERC HOLDINGS INC | 42704LAA2 | Apr 2022 | 550,000 | +265,000 | $534K | +91.3% | 0.15% | DBT |
| 238 | HUDBAY MINERALS INC | 443628AH5 | Apr 2024 | 545,000 | New | $533K | β | 0.15% | DBT |
| 239 | HESS MIDSTREAM OPERATIONS LP | 428102AE7 | Apr 2022 | 590,000 | +525,000 | $532K | +793.1% | 0.15% | DBT |
| 240 | PENN ENTERTAINMENT INC | 707569AV1 | Apr 2024 | 635,000 | New | $532K | β | 0.15% | DBT |
| 241 | KINETIK HOLDINGS LP | 49461MAA8 | Apr 2024 | 550,000 | New | $532K | β | 0.15% | DBT |
| 242 | GNMA | 38376RA63 | Apr 2022 | 13,001,620 | -5,425,706 | $532K | -36.2% | 0.15% | ABS-MBS |
| 243 | AHEAD DB HOLDINGS LLC | 00866HAF2 | Apr 2024 | 530,906 | New | $531K | β | 0.15% | DBT |
| 244 | NEWS CORP | 65249BAA7 | Apr 2022 | 590,000 | +390,000 | $531K | +193.8% | 0.15% | DBT |
| 245 | MATTEL INC | 577081BF8 | Apr 2022 | 585,000 | +155,000 | $531K | +29.6% | 0.15% | DBT |
| 246 | ARAMARK SERVICES INC | 038522AQ1 | Apr 2024 | 559,000 | New | $531K | β | 0.15% | DBT |
| 247 | SERVICE CORP INTERNATIONAL/US | 817565CG7 | Apr 2022 | 615,000 | +525,000 | $530K | +554.1% | 0.15% | DBT |
| 248 | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC | 013092AG6 | Apr 2022 | 600,000 | -280,000 | $529K | -28.6% | 0.15% | DBT |
| 249 | WARNERMEDIA HOLDINGS INC | 55903VBE2 | Apr 2024 | 690,000 | New | $528K | β | 0.15% | DBT |
| 250 | MATCH GROUP HOLDINGS II LLC | 57665RAL0 | Apr 2022 | 610,000 | +270,000 | $528K | +73.8% | 0.15% | DBT |
| 251 | PROOFPOINT INC | 74345HAB7 | Apr 2024 | 525,964 | New | $528K | β | 0.15% | DBT |
| 252 | ANTERO RESOURCES CORP | 03674XAS5 | Apr 2024 | 555,000 | New | $528K | β | 0.15% | DBT |
| 253 | COMM 2014-CCRE17 MORTGAGE TRUST | 12631DAG8 | Apr 2024 | 617,000 | New | $527K | β | 0.15% | ABS-MBS |
| 254 | VM CONSOLIDATED INC | 91835HAA0 | Apr 2024 | 560,000 | New | $527K | β | 0.15% | DBT |
| 255 | ROCKCLIFF ENERGY II LLC | 77289KAA3 | Apr 2022 | 571,000 | +464,000 | $526K | +407.1% | 0.15% | DBT |
| 256 | ATI INC | 01741RAL6 | Apr 2024 | 565,000 | New | $526K | β | 0.15% | DBT |
| 257 | US FOODS INC | 90290MAD3 | Apr 2024 | 564,000 | New | $525K | β | 0.15% | DBT |
| 258 | COMMERCIAL METALS CO | 201723AR4 | Apr 2024 | 595,000 | New | $525K | β | 0.15% | DBT |
| 259 | CHARLES RIVER LABORATORIES INTERNATIONAL INC | 159864AJ6 | Apr 2022 | 603,000 | +478,000 | $525K | +371.6% | 0.15% | DBT |
| 260 | BUILDERS FIRSTSOURCE INC | 12008RAR8 | Apr 2024 | 530,000 | New | $525K | β | 0.15% | DBT |
| 261 | IHEARTCOMMUNICATIONS INC | 45174HBC0 | Apr 2024 | 620,000 | New | $524K | β | 0.15% | DBT |
| 262 | ELANCO ANIMAL HEALTH INC | 28414HAG8 | Apr 2022 | 525,000 | +235,000 | $524K | +76.0% | 0.15% | DBT |
| 263 | ROYAL CARIBBEAN CRUISES LTD | 780153BR2 | Apr 2024 | 490,000 | New | $523K | β | 0.15% | DBT |
| 264 | AEGEA FINANCE SARL | 00775CAC0 | Apr 2024 | 500,000 | New | $523K | β | 0.15% | DBT |
| 265 | BOISE CASCADE CO | 09739DAD2 | Apr 2022 | 570,000 | +425,000 | $523K | +283.4% | 0.15% | DBT |
| 266 | BOYD GAMING CORP | 103304BV2 | Apr 2024 | 585,000 | New | $518K | β | 0.14% | DBT |
| 267 | GNMA | 38382FGP3 | Apr 2022 | 5,407,867 | -1,447,799 | $518K | -47.0% | 0.14% | ABS-MBS |
| 268 | REPUBLIC OF INDONESIA | Y20721BQ1 | Apr 2024 | 530,000 | New | $516K | β | 0.14% | DBT |
| 269 | WR GRACE HOLDINGS LLC | 92943GAE1 | Apr 2024 | 510,000 | New | $516K | β | 0.14% | DBT |
| 270 | COMM 2015-CCRE26 MORTGAGE TRUST | 12593QBK5 | Apr 2022 | 658,000 | β | $515K | -11.3% | 0.14% | ABS-MBS |
| 271 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-SG1 | 94989QBA7 | Apr 2024 | 559,000 | New | $515K | β | 0.14% | ABS-MBS |
| 272 | CSMC 2022-NWPT | 12663MAA2 | Apr 2024 | 511,000 | New | $514K | β | 0.14% | ABS-MBS |
| 273 | RITCHIE BROS HOLDINGS INC | 76774LAC1 | Apr 2024 | 497,000 | New | $514K | β | 0.14% | DBT |
| 274 | CAESARS ENTERTAINMENT INC | 12769GAB6 | Apr 2024 | 509,000 | New | $513K | β | 0.14% | DBT |
| 275 | FANNIE MAE REMICS | 3136AWLE5 | Apr 2022 | 6,313,590 | -1,765,429 | $505K | -51.9% | 0.14% | ABS-MBS |
| 276 | MORGAN STANLEY CAPITAL I TRUST 2018-H3 | 61767YBE9 | Apr 2024 | 576,000 | New | $501K | β | 0.14% | ABS-MBS |
| 277 | WFRBS COMMERCIAL MORTGAGE TRUST 2012-C9 | 92930RAK8 | Apr 2022 | 537,000 | β | $497K | -1.6% | 0.14% | ABS-MBS |
| 278 | CAESARS ENTERTAINMENT INC | N/A | Apr 2022 | 495,000 | New | $495K | β | 0.14% | DBT |
| 279 | FREDDIE MAC REMICS | 3137FJK99 | Apr 2022 | 4,706,415 | -910,706 | $494K | -46.7% | 0.14% | ABS-MBS |
| 280 | LCH Limited | N/A | Apr 2022 | 11,976,200 | New | $491K | β | 0.14% | DIR |
| 281 | GRAY TELEVISION INC | 389376AZ7 | Apr 2024 | 521,929 | New | $489K | β | 0.14% | DBT |
| 282 | ARGENTINE REPUBLIC/THE | 040114HS2 | Apr 2024 | 840,000 | New | $486K | β | 0.14% | DBT |
| 283 | J.P. MORGAN SECURITIES, LLC | N/A | Apr 2022 | 1,538,180 | New | $484K | β | 0.13% | DCR |
| 284 | JP MORGANCHASE BANK | N/A | Apr 2022 | 4,317,900 | New | $481K | β | 0.13% | DIR |
| 285 | FANNIE MAE REMICS | 3136B1S47 | Apr 2022 | 5,160,067 | -1,748,804 | $477K | -47.0% | 0.13% | ABS-MBS |
| 286 | FANNIE MAE REMICS | 3136AEJY4 | Apr 2022 | 2,656,825 | -699,916 | $477K | -17.0% | 0.13% | ABS-MBS |
| 287 | BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C4 | 07335CAV6 | Apr 2022 | 802,000 | β | $476K | -21.6% | 0.13% | ABS-MBS |
| 288 | CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 | 20754CAF6 | Apr 2022 | 459,000 | β | $476K | +10.8% | 0.13% | ABS-CBDO |
| 289 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 2,121,700 | New | $475K | β | 0.13% | DIR |
| 290 | FREDDIE MAC STACR REMIC TRUST 2022-DNA2 | 35564KRN1 | Apr 2024 | 450,000 | New | $472K | β | 0.13% | ABS-CBDO |
| 291 | FANNIE MAE REMICS | 3136B66Y4 | Apr 2022 | 5,520,760 | -1,365,069 | $471K | -50.2% | 0.13% | ABS-MBS |
| 292 | NOURYON FINANCE BV | N/A | Apr 2022 | 440,000 | New | $471K | β | 0.13% | DBT |
| 293 | COMM 2014-CCRE19 MORTGAGE TRUST | 12592GAG8 | Apr 2022 | 507,000 | -303,000 | $466K | -38.3% | 0.13% | ABS-MBS |
| 294 | GNMA | 38380CH71 | Apr 2022 | 2,400,202 | -732,541 | $464K | -21.9% | 0.13% | ABS-MBS |
| 295 | ARGENTINE REPUBLIC/THE | 040114HT0 | Apr 2024 | 1,010,000 | New | $463K | β | 0.13% | DBT |
| 296 | UKG INC | 89841EAB1 | Apr 2024 | 460,000 | New | $462K | β | 0.13% | DBT |
| 297 | SMYRNA READY MIX CONCRETE LLC | 83283WAE3 | Apr 2024 | 440,000 | New | $461K | β | 0.13% | DBT |
| 298 | QUIKRETE HOLDINGS INC | 74839XAK5 | Apr 2024 | 458,830 | New | $459K | β | 0.13% | DBT |
| 299 | SCIENTIFIC GAMES HOLDINGS LP | 80875CAB3 | Apr 2024 | 458,835 | New | $459K | β | 0.13% | DBT |
| 300 | FREDDIE MAC STACR TRUST 2018-DNA3 | 35563WBE3 | Apr 2022 | 389,000 | β | $458K | +17.1% | 0.13% | ABS-CBDO |
| 301 | PHOENIX GUARANTOR INC | N/A | Apr 2022 | 460,000 | New | $456K | β | 0.13% | DBT |
| 302 | GENESYS CLOUD SERVICES HOLDINGS II LLC | 39479UAT0 | Apr 2024 | 453,862 | New | $456K | β | 0.13% | DBT |
| 303 | LCH Limited | N/A | Apr 2022 | 14,981,600 | New | $453K | β | 0.13% | DIR |
| 304 | COMM 2014-LC17 MORTGAGE TRUST | 12592MBN9 | Apr 2024 | 461,000 | New | $451K | β | 0.13% | ABS-MBS |
| 305 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XDY7 | Apr 2022 | 395,863 | -624 | $451K | +8.9% | 0.13% | ABS-CBDO |
| 306 | AIRCASTLE LTD | 00928QAT8 | Apr 2024 | 455,000 | New | $449K | β | 0.13% | DBT |
| 307 | WELLS FARGO AND CO | 95000U3E1 | Apr 2024 | 450,000 | New | $449K | β | 0.13% | DBT |
| 308 | WEC US HOLDINGS LTD | 92943LAC4 | Apr 2024 | 445,000 | New | $445K | β | 0.12% | DBT |
| 309 | MADISON IAQ LLC | 55759VAB4 | Apr 2024 | 443,859 | New | $444K | β | 0.12% | DBT |
| 310 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 | 46591ABG9 | Apr 2024 | 559,000 | New | $444K | β | 0.12% | ABS-MBS |
| 311 | JP MORGANCHASE BANK | N/A | Apr 2022 | 2,068,300 | New | $444K | β | 0.12% | DIR |
| 312 | OVINTIV INC | 69047QAB8 | Apr 2024 | 443,000 | New | $443K | β | 0.12% | DBT |
| 313 | DUN AND BRADSTREET CORP/THE | 26483NAV2 | Apr 2024 | 440,000 | New | $441K | β | 0.12% | DBT |
| 314 | ALLIANT HOLDINGS INTERMEDIATE LLC | 01881UAL9 | Apr 2024 | 438,897 | New | $440K | β | 0.12% | DBT |
| 315 | HUNTER DOUGLAS INC | N/A | Apr 2022 | 443,871 | New | $440K | β | 0.12% | DBT |
| 316 | GNMA | 38382RPZ5 | Apr 2022 | 4,395,909 | -1,584,837 | $440K | -41.2% | 0.12% | ABS-MBS |
| 317 | TORONTO-DOMINION BANK/THE | N/A | Apr 2022 | 1 | New | $438K | β | 0.12% | DFE |
| 318 | HTA GROUP LTD/MAURITIUS | V4256BAB0 | Apr 2024 | 440,000 | New | $438K | β | 0.12% | DBT |
| 319 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 | 46591ABF1 | Apr 2024 | 504,000 | New | $438K | β | 0.12% | ABS-MBS |
| 320 | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR1 | 86362XAP3 | Apr 2022 | 513,233 | -102,671 | $437K | -24.9% | 0.12% | ABS-CBDO |
| 321 | BROADCOM CRP / CAYMN FI | 11134LAH2 | Apr 2024 | 455,000 | New | $437K | β | 0.12% | DBT |
| 322 | ALTERNATIVE LOAN TRUST 2006-OA10 | 02146QAC7 | Apr 2022 | 492,682 | -83,974 | $436K | -21.1% | 0.12% | ABS-CBDO |
| 323 | CLEAR CHANNEL OUTDOOR HOLDINGS INC | 18453HAF3 | Apr 2024 | 445,000 | New | $435K | β | 0.12% | DBT |
| 324 | JONES DESLAURIERS INSURANCE MANAGEMENT INC | 48020RAB1 | Apr 2024 | 420,000 | New | $432K | β | 0.12% | DBT |
| 325 | AVIS BUDGET FINANCE PLC | N/A | Apr 2022 | 410,000 | New | $431K | β | 0.12% | DBT |
| 326 | BANIJAY ENTERTAINMENT SASU | 060335AB2 | Apr 2024 | 420,000 | New | $430K | β | 0.12% | DBT |
| 327 | DBUBS 2011-LC3 MORTGAGE TRUST | 23305YAM1 | Apr 2024 | 452,934 | New | $425K | β | 0.12% | ABS-MBS |
| 328 | MEDLINE BORROWER LP | 58503UAE3 | Apr 2024 | 423,787 | New | $425K | β | 0.12% | DBT |
| 329 | TRANSDIGM INC | 893647BS5 | Apr 2024 | 420,000 | New | $423K | β | 0.12% | DBT |
| 330 | CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 | 20754BAF8 | Apr 2022 | 402,000 | β | $423K | +10.8% | 0.12% | ABS-CBDO |
| 331 | LCH Limited | N/A | Apr 2022 | 6,019,000 | New | $423K | β | 0.12% | DIR |
| 332 | HSBC BANK USA | N/A | Apr 2022 | 1 | New | $421K | β | 0.12% | DFE |
| 333 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5 | 46590TAL9 | Apr 2022 | 567,000 | -113,000 | $420K | -29.4% | 0.12% | ABS-MBS |
| 334 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18 | 46641JAE6 | Apr 2022 | 513,000 | -1,660,000 | $418K | -67.7% | 0.12% | ABS-MBS |
| 335 | CD 2019-CD8 MORTGAGE TRUST | 12515BAR9 | Apr 2022 | 814,000 | +245,000 | $418K | -4.8% | 0.12% | ABS-MBS |
| 336 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 | 46640LAN2 | Apr 2022 | 632,000 | -633,000 | $416K | -40.3% | 0.12% | ABS-MBS |
| 337 | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7 | 465968AM7 | Apr 2022 | 577,000 | β | $413K | -18.1% | 0.11% | ABS-MBS |
| 338 | FEDERATIVE REPUBLIC OF BRAZIL | 105756CF5 | Apr 2024 | 430,000 | New | $411K | β | 0.11% | DBT |
| 339 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 1,823,000 | New | $410K | β | 0.11% | DCR |
| 340 | UBS COMMERCIAL MORTGAGE TRUST 2017-C3 | 90276GAY8 | Apr 2024 | 498,000 | New | $409K | β | 0.11% | ABS-MBS |
| 341 | REPUBLIC OF BENIN | V15389AF2 | Apr 2024 | 470,000 | New | $404K | β | 0.11% | DBT |
| 342 | FREDDIE MAC STACR TRUST 2019-DNA1 | 35563KBE9 | Apr 2022 | 315,000 | β | $397K | +14.4% | 0.11% | ABS-CBDO |
| 343 | PACIFIC DENTAL SERVICES INC | N/A | Apr 2022 | 395,000 | New | $395K | β | 0.11% | DBT |
| 344 | FANNIE MAE REMICS | 3136ANRR0 | Apr 2022 | 2,479,023 | -1,180,654 | $395K | -39.3% | 0.11% | ABS-MBS |
| 345 | WAYSTAR TECHNOLOGIES INC | N/A | Apr 2022 | 390,000 | New | $392K | β | 0.11% | DBT |
| 346 | LCH Limited | N/A | Apr 2022 | 20,456,400 | New | $390K | β | 0.11% | DIR |
| 347 | CSC HOLDINGS LLC | 64072UAK8 | Apr 2024 | 463,789 | New | $390K | β | 0.11% | DBT |
| 348 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 | 46634SAM7 | Apr 2022 | 432,000 | -227,000 | $389K | -36.5% | 0.11% | ABS-MBS |
| 349 | GNMA | 38382GXV9 | Apr 2022 | 3,440,809 | -1,118,985 | $387K | -46.7% | 0.11% | ABS-MBS |
| 350 | FREDDIE MAC REMICS | 3137FQNN9 | Apr 2022 | 4,744,483 | -1,618,804 | $387K | -55.3% | 0.11% | ABS-MBS |
| 351 | GNMA | 38381W6R4 | Apr 2022 | 4,748,536 | -1,765,167 | $386K | -44.0% | 0.11% | ABS-MBS |
| 352 | JP MORGANCHASE BANK | N/A | Apr 2022 | 3,098,200 | New | $385K | β | 0.11% | DIR |
| 353 | COMM 2018-COR3 MORTGAGE TRUST | 12595VAN7 | Apr 2022 | 672,000 | +263,000 | $383K | +18.5% | 0.11% | ABS-MBS |
| 354 | GNMA | 38375U6A3 | Apr 2022 | 7,944,294 | -1,920,248 | $382K | -44.6% | 0.11% | ABS-MBS |
| 355 | SEAGATE HDD CAYMAN | 81180WBM2 | Apr 2024 | 339,000 | New | $380K | β | 0.11% | DBT |
| 356 | GNMA | 38382FGY4 | Apr 2022 | 4,253,990 | -1,096,583 | $380K | -42.4% | 0.11% | ABS-MBS |
| 357 | WESTJET LOYALTY LP | N/A | Apr 2022 | 375,000 | New | $376K | β | 0.10% | DBT |
| 358 | GNMA | 38381XK39 | Apr 2022 | 4,230,090 | -1,342,591 | $375K | -42.8% | 0.10% | ABS-MBS |
| 359 | GNMA | 38376RNL6 | Apr 2022 | 11,133,961 | +5,569,007 | $374K | +95.6% | 0.10% | ABS-MBS |
| 360 | FANNIE MAE REMICS | 3136B8H51 | Apr 2022 | 4,224,095 | -1,396,094 | $374K | -51.5% | 0.10% | ABS-MBS |
| 361 | FREDDIE MAC STACR TRUST 2019-HQA2 | 35564MBE4 | Apr 2022 | 298,000 | β | $370K | +12.0% | 0.10% | ABS-CBDO |
| 362 | UBS GROUP AG | 902613BJ6 | Apr 2024 | 375,000 | New | $369K | β | 0.10% | DBT |
| 363 | JP MORGANCHASE BANK | N/A | Apr 2022 | 24,864,400 | New | $365K | β | 0.10% | DIR |
| 364 | AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1 | 026932AC7 | Apr 2022 | 613,300 | -72,157 | $360K | -15.3% | 0.10% | ABS-CBDO |
| 365 | GNMA | 38381YWU4 | Apr 2022 | 4,136,290 | -1,430,749 | $356K | -38.4% | 0.10% | ABS-MBS |
| 366 | COMM 2013-CCRE12 MORTGAGE TRUST | 12591KAG0 | Apr 2024 | 396,726 | New | $353K | β | 0.10% | ABS-MBS |
| 367 | CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2006-4 | 16678XAB0 | Apr 2022 | 470,319 | -147,459 | $351K | -34.6% | 0.10% | ABS-CBDO |
| 368 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 1 | New | $350K | β | 0.10% | DFE |
| 369 | EMERALD DEBT MERGER SUB LLC | 26872NAC3 | Apr 2024 | 348,757 | New | $350K | β | 0.10% | DBT |
| 370 | GNMA | 38379TKW8 | Apr 2022 | 1,956,495 | -598,411 | $349K | -19.0% | 0.10% | ABS-MBS |
| 371 | FREDDIE MAC STACR REMIC TRUST 2021-DNA3 | 35564KFH7 | Apr 2024 | 299,000 | New | $348K | β | 0.10% | ABS-CBDO |
| 372 | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 | 92939FAY5 | Apr 2024 | 365,000 | New | $348K | β | 0.10% | ABS-MBS |
| 373 | PETROLEOS MEXICANOS | 71643VAB1 | Apr 2022 | 425,000 | -3,230,000 | $348K | -89.0% | 0.10% | DBT |
| 374 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 | 46639YAC1 | Apr 2022 | 1,390,000 | -417,000 | $346K | -67.1% | 0.10% | ABS-MBS |
| 375 | MORGAN STANLEY RE-REMIC TRUST 2010-R4 | 61759FAU5 | Apr 2022 | 403,094 | -88,722 | $341K | -24.6% | 0.09% | ABS-CBDO |
| 376 | ALTERNATIVE LOAN TRUST 2005-38 | 12667GZ30 | Apr 2022 | 394,828 | -107,622 | $338K | -25.4% | 0.09% | ABS-CBDO |
| 377 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 4,687,800 | New | $334K | β | 0.09% | DIR |
| 378 | DEUTSCHE BANK AG | N/A | Apr 2022 | 10,227,100 | New | $331K | β | 0.09% | DIR |
| 379 | NEPTUNE BIDCO US INC | 64069JAC6 | Apr 2024 | 351,113 | New | $329K | β | 0.09% | DBT |
| 380 | GNMA | 38382FGR9 | Apr 2022 | 4,664,444 | -1,434,786 | $328K | -57.0% | 0.09% | ABS-MBS |
| 381 | GNMA | 38379V6K5 | Apr 2022 | 1,762,164 | -589,447 | $325K | -25.0% | 0.09% | ABS-MBS |
| 382 | JP MORGANCHASE BANK | N/A | Apr 2022 | 16,341,800 | New | $324K | β | 0.09% | DIR |
| 383 | TORONTO-DOMINION BANK/THE | 89115A2V3 | Apr 2024 | 325,000 | New | $324K | β | 0.09% | DBT |
| 384 | FREDDIE MAC STACR TRUST 2019-HQA1 | 35563MBE5 | Apr 2024 | 254,000 | New | $324K | β | 0.09% | ABS-CBDO |
| 385 | PETROLEOS MEXICANOS | 71654QDP4 | Apr 2024 | 330,000 | New | $323K | β | 0.09% | DBT |
| 386 | GEORGIA POWER CO | 373334KV2 | Apr 2024 | 325,000 | New | $322K | β | 0.09% | DBT |
| 387 | GNMA | 38381XBN5 | Apr 2022 | 3,773,902 | -1,172,212 | $322K | -41.7% | 0.09% | ABS-MBS |
| 388 | MORGAN STANLEY CAPITAL I TRUST 2006-HQ10 | 61750HAH9 | Apr 2022 | 384,505 | β | $317K | -11.3% | 0.09% | ABS-MBS |
| 389 | AMEREN CORP | 023608AQ5 | Apr 2024 | 325,000 | New | $317K | β | 0.09% | DBT |
| 390 | DEXCOM INC | 252131AM9 | Apr 2024 | 312,000 | New | $316K | β | 0.09% | DBT |
| 391 | JP MORGANCHASE BANK | N/A | Apr 2022 | 1 | New | $314K | β | 0.09% | DFE |
| 392 | JP MORGANCHASE BANK | N/A | Apr 2022 | 11,891,400 | New | $312K | β | 0.09% | DIR |
| 393 | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 | 35563PMX4 | Apr 2022 | 346,000 | β | $311K | -0.3% | 0.09% | ABS-MBS |
| 394 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XDN1 | Apr 2022 | 268,611 | -376 | $309K | +7.2% | 0.09% | ABS-CBDO |
| 395 | GNMA | 38379LL46 | Apr 2022 | 1,713,340 | -497,881 | $307K | -28.6% | 0.09% | ABS-MBS |
| 396 | GREAT LAKES DREDGE AND DOCK CORP | 390607AF6 | Apr 2022 | 365,000 | +251,000 | $306K | +187.4% | 0.09% | DBT |
| 397 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XDB7 | Apr 2022 | 266,539 | -774 | $305K | +6.5% | 0.08% | ABS-CBDO |
| 398 | FREDDIE MAC STACR TRUST 2019-DNA2 | 35564LBE6 | Apr 2022 | 252,000 | β | $304K | +11.2% | 0.08% | ABS-CBDO |
| 399 | GNMA | 38378GHA9 | Apr 2022 | 1,895,191 | -517,917 | $304K | -19.2% | 0.08% | ABS-MBS |
| 400 | UNIVISION COMMUNICATIONS INC | 914906AX0 | Apr 2024 | 316,000 | New | $303K | β | 0.08% | DBT |
| 401 | HOME RE 2021-2 LTD | 43730VAE8 | Apr 2022 | 300,000 | β | $303K | +5.4% | 0.08% | ABS-CBDO |
| 402 | GENESEE AND WYOMING INC | N/A | Apr 2022 | 300,000 | New | $300K | β | 0.08% | DBT |
| 403 | PETROBRAS GLOBAL FINANCE BV | 71647NAV1 | Apr 2022 | 300,000 | β | $298K | -4.1% | 0.08% | DBT |
| 404 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 | 61761DAS1 | Apr 2024 | 619,000 | New | $297K | β | 0.08% | ABS-MBS |
| 405 | TK ELEVATOR US NEWCO INC | N/A | Apr 2022 | 294,532 | New | $296K | β | 0.08% | DBT |
| 406 | NRG ENERGY INC | 629377CG5 | Apr 2022 | 165,000 | -35,000 | $295K | +39.6% | 0.08% | DBT |
| 407 | LIVE NATION ENTERTAINMENT INC | 538034BA6 | Apr 2024 | 270,000 | New | $293K | β | 0.08% | DBT |
| 408 | GNMA | 38379BNA2 | Apr 2022 | 3,432,539 | -1,018,240 | $292K | -51.6% | 0.08% | ABS-MBS |
| 409 | STATE STREET B AND T CO | N/A | Apr 2022 | 1 | New | $291K | β | 0.08% | DFE |
| 410 | ALTERNATIVE LOAN TRUST 2007-OH1 | 02150KAZ2 | Apr 2022 | 359,256 | -139,769 | $289K | -32.0% | 0.08% | ABS-CBDO |
| 411 | GNMA | 38378HK70 | Apr 2022 | 1,851,400 | -539,626 | $285K | -23.2% | 0.08% | ABS-MBS |
| 412 | GSR MORTGAGE LOAN TRUST 2007-OA1 | 3622NAAE0 | Apr 2022 | 519,734 | -90,076 | $285K | -41.1% | 0.08% | ABS-CBDO |
| 413 | UBS AG/STAMFORD CT | 22550L2M2 | Apr 2024 | 265,000 | New | $281K | β | 0.08% | DBT |
| 414 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XCY8 | Apr 2022 | 238,700 | +94 | $280K | +5.9% | 0.08% | ABS-CBDO |
| 415 | BAUSCH + LOMB CORP | C0787FAG7 | Apr 2024 | 276,306 | New | $277K | β | 0.08% | DBT |
| 416 | SEAGATE HDD CAYMAN | 81180WBK6 | Apr 2024 | 231,000 | New | $276K | β | 0.08% | DBT |
| 417 | BOEING CO/THE | 097023CM5 | Apr 2024 | 303,000 | New | $276K | β | 0.08% | DBT |
| 418 | GNMA | 38376RTH9 | Apr 2022 | 5,800,160 | -1,751,673 | $276K | -40.4% | 0.08% | ABS-MBS |
| 419 | CPM HOLDINGS INC | 12620BAR1 | Apr 2024 | 274,312 | New | $275K | β | 0.08% | DBT |
| 420 | FANNIE MAE REMICS | 3136ARFT0 | Apr 2022 | 1,619,992 | -724,654 | $274K | -38.2% | 0.08% | ABS-MBS |
| 421 | WELLTOWER OP LLC | 95041AAB4 | Apr 2024 | 243,000 | New | $272K | β | 0.08% | DBT |
| 422 | FORD MOTOR CREDIT CO LLC | 345397A86 | Apr 2024 | 290,000 | New | $272K | β | 0.08% | DBT |
| 423 | GNMA | 38380XSS7 | Apr 2022 | 1,293,232 | -446,298 | $272K | -5.8% | 0.08% | ABS-MBS |
| 424 | TRANSDIGM INC | 89364MCA0 | Apr 2024 | 267,330 | New | $269K | β | 0.07% | DBT |
| 425 | LCH Limited | 99OJ359I3 | Apr 2024 | 28,513,100 | New | $269K | β | 0.07% | DIR |
| 426 | UBS AG | N/A | Apr 2022 | 4,626,600 | New | $268K | β | 0.07% | DIR |
| 427 | GNMA | 38375UF88 | Apr 2022 | 10,039,808 | -2,985,196 | $268K | -44.4% | 0.07% | ABS-MBS |
| 428 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 | 46635TBG6 | Apr 2022 | 1,113,000 | β | $267K | +62.4% | 0.07% | ABS-MBS |
| 429 | GNMA | 38376RFK7 | Apr 2022 | 4,921,568 | -1,839,316 | $263K | -38.9% | 0.07% | ABS-MBS |
| 430 | ALTERNATIVE LOAN TRUST 2006-OA7 | 02146BAB2 | Apr 2022 | 310,646 | -115,375 | $259K | -33.7% | 0.07% | ABS-CBDO |
| 431 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23 | 46643AAG8 | Apr 2024 | 287,000 | New | $259K | β | 0.07% | ABS-MBS |
| 432 | DAVITA INC | N/A | Apr 2022 | 260,000 | New | $258K | β | 0.07% | DBT |
| 433 | AVIS BUDGET FINANCE PLC | N/A | Apr 2022 | 245,000 | New | $257K | β | 0.07% | DBT |
| 434 | GNMA | 38375U5C0 | Apr 2022 | 5,479,100 | -1,545,251 | $255K | -38.5% | 0.07% | ABS-MBS |
| 435 | ZILLOW GROUP INC | 98954MAG6 | Apr 2024 | 221,000 | New | $254K | β | 0.07% | DBT |
| 436 | NEPTUNE BIDCO US INC | 640695AA0 | Apr 2024 | 265,000 | New | $250K | β | 0.07% | DBT |
| 437 | GNMA | 38381BE83 | Apr 2022 | 2,926,730 | -1,277,864 | $249K | -47.0% | 0.07% | ABS-MBS |
| 438 | GNMA | 38380LAD5 | Apr 2022 | 5,498,719 | -1,253,867 | $247K | -47.3% | 0.07% | ABS-MBS |
| 439 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 606,000 | New | $245K | β | 0.07% | DCR |
| 440 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 605,000 | New | $245K | β | 0.07% | DCR |
| 441 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 | 46639YAX5 | Apr 2022 | 574,000 | -738,000 | $244K | -77.2% | 0.07% | ABS-MBS |
| 442 | FLUTTER FINANCING BV | N/A | Apr 2022 | 239,400 | New | $240K | β | 0.07% | DBT |
| 443 | AKAMAI TECHNOLOGIES INC | 00971TAL5 | Apr 2022 | 236,000 | -143,000 | $239K | -42.6% | 0.07% | DBT |
| 444 | EXACT SCIENCES CORP | 30063PAC9 | Apr 2022 | 273,000 | -18,000 | $237K | +1.2% | 0.07% | DBT |
| 445 | MERRILL LYNCH INTERNATIONAL | N/A | Apr 2022 | 584,000 | New | $237K | β | 0.07% | DCR |
| 446 | OKTA INC | 679295AF2 | Apr 2022 | 260,000 | -3,000 | $235K | -0.7% | 0.07% | DBT |
| 447 | LCH Limited | N/A | Apr 2022 | 6,648,000 | New | $233K | β | 0.06% | DIR |
| 448 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 1,129,000 | New | $228K | β | 0.06% | DCR |
| 449 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30 | 94989NAL1 | Apr 2024 | 265,000 | New | $225K | β | 0.06% | ABS-MBS |
| 450 | GNMA | 38376R4R4 | Apr 2022 | 4,370,705 | -1,797,895 | $225K | -29.9% | 0.06% | ABS-MBS |
| 451 | SPIRIT AEROSYSTEMS INC | 85205TAN0 | Apr 2024 | 206,000 | New | $223K | β | 0.06% | DBT |
| 452 | AXON ENTERPRISE INC | 05464CAB7 | Apr 2024 | 153,000 | New | $223K | β | 0.06% | DBT |
| 453 | LCH Limited | N/A | Apr 2022 | 65,572,000 | New | $222K | β | 0.06% | DIR |
| 454 | UBER TECHNOLOGIES INC | 90353TAL4 | Apr 2024 | 198,000 | New | $222K | β | 0.06% | DBT |
| 455 | GNMA | 38376RSF4 | Apr 2022 | 8,751,721 | -672,499 | $221K | -26.2% | 0.06% | ABS-MBS |
| 456 | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE | 531229AQ5 | Apr 2024 | 213,000 | New | $221K | β | 0.06% | DBT |
| 457 | GNMA | 38376R2Q8 | Apr 2022 | 6,248,343 | -2,320,379 | $220K | -47.2% | 0.06% | ABS-MBS |
| 458 | COMM 2014-UBS3 MORTGAGE TRUST | 12591YAG0 | Apr 2022 | 481,000 | β | $219K | -50.4% | 0.06% | ABS-MBS |
| 459 | GLOBAL PAYMENTS INC | 37940XAT9 | Apr 2024 | 220,000 | New | $219K | β | 0.06% | DBT |
| 460 | GNMA | 38378FVC1 | Apr 2022 | 1,730,409 | -626,545 | $217K | -20.2% | 0.06% | ABS-MBS |
| 461 | FANNIE MAE REMICS | 3136B5A54 | Apr 2022 | 2,814,420 | -736,389 | $216K | -45.7% | 0.06% | ABS-MBS |
| 462 | DRESDNER FUNDING TRUST I | 26156FAA1 | Apr 2022 | 200,000 | β | $215K | -11.0% | 0.06% | DBT |
| 463 | WESTPAC BANKING CORPORATION | N/A | Apr 2022 | 1 | New | $214K | β | 0.06% | DFE |
| 464 | GNMA | 38382BH89 | Apr 2022 | 2,563,469 | -926,348 | $214K | -50.0% | 0.06% | ABS-MBS |
| 465 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 1,053,000 | New | $213K | β | 0.06% | DCR |
| 466 | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL | 46590XAN6 | Apr 2024 | 244,000 | New | $212K | β | 0.06% | DBT |
| 467 | CITIBANK N.A. | N/A | Apr 2022 | 1 | New | $211K | β | 0.06% | DFE |
| 468 | ETSY INC | 29786AAN6 | Apr 2022 | 266,000 | -134,000 | $209K | -34.3% | 0.06% | DBT |
| 469 | TYLER TECHNOLOGIES INC | 902252AB1 | Apr 2024 | 199,000 | New | $209K | β | 0.06% | DBT |
| 470 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST | 92922F4V7 | Apr 2022 | 219,512 | -108,615 | $204K | -36.7% | 0.06% | ABS-CBDO |
| 471 | TETRA TECH INC | 88162GAA1 | Apr 2024 | 178,000 | New | $201K | β | 0.06% | DBT |
| 472 | PG INVESTMENT CO 59 SARL | 91728NAB5 | Apr 2024 | 200,000 | New | $201K | β | 0.06% | DBT |
| 473 | API GROUP DE INC | 00186XAL7 | Apr 2024 | 200,000 | New | $201K | β | 0.06% | DBT |
| 474 | APPLOVIN CORP | N/A | Apr 2022 | 200,000 | New | $200K | β | 0.06% | DBT |
| 475 | FORD MOTOR CREDIT CO LLC | 345397D83 | Apr 2024 | 200,000 | New | $199K | β | 0.06% | DBT |
| 476 | J.P. MORGAN SECURITIES, LLC | N/A | Apr 2022 | 1,172,777 | New | $199K | β | 0.06% | DCR |
| 477 | CARNIVAL CORP | 143658BV3 | Apr 2024 | 140,000 | New | $197K | β | 0.05% | DBT |
| 478 | BANIJAY GROUP US HOLDING INC | F6456UAB9 | Apr 2024 | 194,509 | New | $195K | β | 0.05% | DBT |
| 479 | WAYFAIR INC | 94419LAP6 | Apr 2024 | 176,000 | New | $194K | β | 0.05% | DBT |
| 480 | NORTHERN OIL AND GAS INC | 665531AJ8 | Apr 2024 | 157,000 | New | $194K | β | 0.05% | DBT |
| 481 | CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 | 20754CAB5 | Apr 2022 | 188,761 | -164,454 | $193K | -45.2% | 0.05% | ABS-CBDO |
| 482 | CITIBANK N.A. | N/A | Apr 2022 | 4,450,300 | New | $192K | β | 0.05% | DIR |
| 483 | BARCLAYS BANK PLC WHOLESALE, LONDON | N/A | Apr 2022 | 1 | New | $191K | β | 0.05% | DFE |
| 484 | LUMENTUM HOLDINGS INC | 55024UAD1 | Apr 2022 | 217,000 | -87,000 | $190K | -40.2% | 0.05% | DBT |
| 485 | HUBSPOT INC | 443573AD2 | Apr 2024 | 88,000 | New | $190K | β | 0.05% | DBT |
| 486 | GNMA | 38378JL67 | Apr 2022 | 988,302 | -282,907 | $189K | -12.3% | 0.05% | ABS-MBS |
| 487 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C19 | 46641WAG2 | Apr 2024 | 190,810 | New | $189K | β | 0.05% | ABS-MBS |
| 488 | ON SEMICONDUCTOR CORP | 682189AU9 | Apr 2024 | 194,000 | New | $187K | β | 0.05% | DBT |
| 489 | GNMA | 38375UZV5 | Apr 2022 | 6,565,997 | -1,752,721 | $186K | -46.9% | 0.05% | ABS-MBS |
| 490 | FANNIE MAE REMICS | 3136B07G5 | Apr 2022 | 2,884,605 | -933,630 | $185K | -62.7% | 0.05% | ABS-MBS |
| 491 | WORKIVA INC | 98139AAC9 | Apr 2024 | 207,000 | New | $185K | β | 0.05% | DBT |
| 492 | GNMA | 38380LJK0 | Apr 2022 | 4,454,888 | -1,328,563 | $183K | -42.2% | 0.05% | ABS-MBS |
| 493 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 727,161 | New | $182K | β | 0.05% | DCR |
| 494 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 16,056,800 | New | $180K | β | 0.05% | DIR |
| 495 | ROLLER BEARING CO OF AMERICA INC | 775631AD6 | Apr 2022 | 198,000 | -72,000 | $179K | -26.4% | 0.05% | DBT |
| 496 | BAUSCH + LOMB CORP | N/A | Apr 2022 | 179,543 | New | $178K | β | 0.05% | DBT |
| 497 | GNMA | 38376RNT9 | Apr 2022 | 4,602,889 | -2,052,554 | $178K | -49.3% | 0.05% | ABS-MBS |
| 498 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 1,039,290 | New | $176K | β | 0.05% | DCR |
| 499 | GNMA | 38376RC87 | Apr 2022 | 4,863,165 | -2,095,025 | $175K | -46.7% | 0.05% | ABS-MBS |
| 500 | LCH Limited | N/A | Apr 2022 | 4,575,000 | New | $174K | β | 0.05% | DIR |
| 501 | GNMA | 38376MSQ1 | Apr 2022 | 875,478 | -251,392 | $172K | -17.4% | 0.05% | ABS-MBS |
| 502 | FREDDIE MAC REMICS | 3137ASB78 | Apr 2022 | 846,815 | -254,907 | $171K | -16.9% | 0.05% | ABS-MBS |
| 503 | GNMA | 38376RUG9 | Apr 2022 | 8,809,100 | -3,937,104 | $166K | -53.9% | 0.05% | ABS-MBS |
| 504 | LCH Limited | N/A | Apr 2022 | 60,024,000 | New | $166K | β | 0.05% | DIR |
| 505 | INTEGER HOLDINGS CORP | 45826HAB5 | Apr 2024 | 119,000 | New | $165K | β | 0.05% | DBT |
| 506 | BOOKING HOLDINGS INC | 09857LAN8 | Apr 2022 | 90,000 | -91,000 | $165K | -34.4% | 0.05% | DBT |
| 507 | ALTERNATIVE LOAN TRUST 2006-OA10 | 02146QAA1 | Apr 2022 | 191,530 | -43,010 | $164K | -27.7% | 0.05% | ABS-CBDO |
| 508 | VISTRA OPERATIONS CO LLC | 92840VAR3 | Apr 2024 | 160,000 | New | $159K | β | 0.04% | DBT |
| 509 | LCH Limited | N/A | Apr 2022 | 14,118,000 | New | $159K | β | 0.04% | DIR |
| 510 | WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP | 983133AC3 | Apr 2024 | 155,000 | New | $157K | β | 0.04% | DBT |
| 511 | GNMA | 38380LAB9 | Apr 2022 | 3,423,710 | -823,267 | $156K | -47.1% | 0.04% | ABS-MBS |
| 512 | SUPER MICRO COMPUTER INC | 86800UAA2 | Apr 2024 | 152,000 | New | $155K | β | 0.04% | DBT |
| 513 | FREDDIE MAC REMICS | 3137B1HN5 | Apr 2022 | 1,055,492 | -361,149 | $154K | -23.0% | 0.04% | ABS-MBS |
| 514 | ENVESTNET INC | 29404KAG1 | Apr 2024 | 144,000 | New | $154K | β | 0.04% | DBT |
| 515 | GINNIE MAE I POOL | 3617LNR97 | Apr 2022 | 173,382 | -43,596 | $152K | -28.4% | 0.04% | ABS-MBS |
| 516 | PEGASYSTEMS INC | 705573AB9 | Apr 2022 | 159,000 | β | $152K | +3.1% | 0.04% | DBT |
| 517 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 385,000 | New | $152K | β | 0.04% | DCR |
| 518 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 894,362 | New | $152K | β | 0.04% | DCR |
| 519 | DRAFTKINGS HOLDINGS INC | 26142RAB0 | Apr 2022 | 182,000 | β | $151K | +24.5% | 0.04% | DBT |
| 520 | GNMA | 38376RYA8 | Apr 2022 | 2,944,666 | -1,564,885 | $149K | -38.5% | 0.04% | ABS-MBS |
| 521 | GNMA | 38376RV78 | Apr 2022 | 4,947,521 | -1,725,495 | $147K | -64.6% | 0.04% | ABS-MBS |
| 522 | BENTLEY SYSTEMS INC | 08265TAD1 | Apr 2024 | 161,000 | New | $147K | β | 0.04% | DBT |
| 523 | GNMA | 38379PE94 | Apr 2022 | 1,104,635 | -390,558 | $147K | -19.1% | 0.04% | ABS-MBS |
| 524 | MIDDLEBY CORP/THE | 596278AB7 | Apr 2022 | 125,000 | +32,000 | $146K | +20.6% | 0.04% | DBT |
| 525 | LCH Limited | N/A | Apr 2022 | 4,624,400 | New | $145K | β | 0.04% | DIR |
| 526 | TRANSDIGM INC | 893647BV8 | Apr 2024 | 145,000 | New | $145K | β | 0.04% | DBT |
| 527 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 362,000 | New | $143K | β | 0.04% | DCR |
| 528 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 577,000 | New | $141K | β | 0.04% | DCR |
| 529 | ALTAIR ENGINEERING INC | 021369AC7 | Apr 2024 | 113,000 | New | $141K | β | 0.04% | DBT |
| 530 | SHIFT4 PAYMENTS INC | 82452JAD1 | Apr 2024 | 158,000 | New | $140K | β | 0.04% | DBT |
| 531 | GNMA | 38376R2S4 | Apr 2022 | 3,973,752 | -1,412,072 | $139K | -47.6% | 0.04% | ABS-MBS |
| 532 | SNAP INC | 83304AAF3 | Apr 2022 | 170,000 | -32,000 | $138K | -13.8% | 0.04% | DBT |
| 533 | GNMA | 38379B6E3 | Apr 2022 | 707,596 | -216,671 | $138K | -22.7% | 0.04% | ABS-MBS |
| 534 | LCH Limited | N/A | Apr 2022 | 22,394,000 | New | $135K | β | 0.04% | DIR |
| 535 | GNMA | 38379YFD5 | Apr 2022 | 875,919 | -251,099 | $134K | -1.0% | 0.04% | ABS-MBS |
| 536 | INSULET CORP | 45784PAK7 | Apr 2022 | 130,000 | +2,000 | $134K | -15.2% | 0.04% | DBT |
| 537 | BARCLAYS BANK PLC WHOLESALE, LONDON | N/A | Apr 2022 | 1 | New | $133K | β | 0.04% | DFE |
| 538 | LCH Limited | N/A | Apr 2022 | 108,270,000 | New | $133K | β | 0.04% | DIR |
| 539 | GNMA | 38376RAE6 | Apr 2022 | 3,081,860 | -1,150,661 | $132K | -42.2% | 0.04% | ABS-MBS |
| 540 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 419,776 | New | $132K | β | 0.04% | DCR |
| 541 | GNMA | 38375UPZ7 | Apr 2022 | 4,870,631 | -2,628,884 | $131K | -53.2% | 0.04% | ABS-MBS |
| 542 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 413,779 | New | $130K | β | 0.04% | DCR |
| 543 | SOUTHERN CO/THE | 842587DP9 | Apr 2024 | 130,000 | New | $130K | β | 0.04% | DBT |
| 544 | WESTPAC BANKING CORPORATION | N/A | Apr 2022 | 1 | New | $129K | β | 0.04% | DFE |
| 545 | CITIBANK N.A. | N/A | Apr 2022 | 8,393,300 | New | $129K | β | 0.04% | DIR |
| 546 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 319,000 | New | $129K | β | 0.04% | DCR |
| 547 | FREDDIE MAC REMICS | 3137FCB52 | Apr 2022 | 1,318,991 | -417,516 | $129K | -46.2% | 0.04% | ABS-MBS |
| 548 | GNMA | 38376RFF8 | Apr 2022 | 4,412,106 | -1,472,430 | $128K | -56.6% | 0.04% | ABS-MBS |
| 549 | ALNYLAM PHARMACEUTICALS INC | 02043QAB3 | Apr 2024 | 139,000 | New | $128K | β | 0.04% | DBT |
| 550 | GNMA | 38378HVU7 | Apr 2022 | 812,861 | -243,626 | $127K | -27.5% | 0.04% | ABS-MBS |
| 551 | FANNIE MAE REMICS | 3136ADU80 | Apr 2022 | 795,683 | -263,571 | $127K | -17.4% | 0.04% | ABS-MBS |
| 552 | GNMA | 38376RWP7 | Apr 2022 | 3,433,435 | -1,577,759 | $126K | -50.2% | 0.04% | ABS-MBS |
| 553 | LCH Limited | N/A | Apr 2022 | 4,484,000 | New | $125K | β | 0.03% | DIR |
| 554 | IMPINJ INC | 453204AD1 | Apr 2024 | 79,000 | New | $124K | β | 0.03% | DBT |
| 555 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 344,301 | New | $124K | β | 0.03% | DCR |
| 556 | SHAKE SHACK INC | 819047AB7 | Apr 2022 | 137,000 | -25,000 | $124K | -0.9% | 0.03% | DBT |
| 557 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 | 61762MBG5 | Apr 2022 | 1,988,000 | β | $123K | -72.4% | 0.03% | ABS-MBS |
| 558 | UNITED STATES OF AMERICA | 912828ZT0 | Apr 2022 | 129,000 | -171,000 | $122K | -55.8% | 0.03% | DBT |
| 559 | HARBORVIEW MORTGAGE LOAN TRUST 2005-2 | 41161PLQ4 | Apr 2022 | 401,042 | -24,074 | $121K | -28.3% | 0.03% | ABS-CBDO |
| 560 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 481,463 | New | $121K | β | 0.03% | DCR |
| 561 | BOEING CO/THE | 097023DJ1 | Apr 2024 | 120,000 | New | $120K | β | 0.03% | DBT |
| 562 | DROPBOX INC | 26210CAD6 | Apr 2024 | 132,000 | New | $120K | β | 0.03% | DBT |
| 563 | LCH Limited | N/A | Apr 2022 | 4,305,900 | New | $119K | β | 0.03% | DIR |
| 564 | GNMA | 38376RHE9 | Apr 2022 | 4,686,889 | -1,865,160 | $119K | -60.4% | 0.03% | ABS-MBS |
| 565 | GNMA | 38376RHV1 | Apr 2022 | 4,042,399 | -1,439,940 | $118K | -45.0% | 0.03% | ABS-MBS |
| 566 | GNMA | 38376RJK3 | Apr 2022 | 3,273,130 | -1,689,173 | $113K | -55.9% | 0.03% | ABS-MBS |
| 567 | LANTHEUS HOLDINGS INC | 516544AB9 | Apr 2024 | 100,000 | New | $113K | β | 0.03% | DBT |
| 568 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 358,309 | New | $113K | β | 0.03% | DCR |
| 569 | GNMA | 38375UK25 | Apr 2022 | 2,236,924 | -775,596 | $112K | -42.1% | 0.03% | ABS-MBS |
| 570 | LCH Limited | N/A | Apr 2022 | 9,307,000 | New | $111K | β | 0.03% | DIR |
| 571 | LIBERTY BROADBAND CORP | 530307AE7 | Apr 2024 | 118,000 | New | $110K | β | 0.03% | DBT |
| 572 | CMS ENERGY CORP | 125896BX7 | Apr 2024 | 112,000 | New | $110K | β | 0.03% | DBT |
| 573 | NCL CORP LTD | 62886HAX9 | Apr 2022 | 88,000 | +7,000 | $108K | -1.4% | 0.03% | DBT |
| 574 | PARSONS CORP | 70202LAC6 | Apr 2024 | 103,000 | New | $108K | β | 0.03% | DBT |
| 575 | CHARLES RIVER LABORATORIES INTERNATIONAL INC | 159864AG2 | Apr 2022 | 120,000 | β | $107K | -1.1% | 0.03% | DBT |
| 576 | PG AND E CORP | 69331CAK4 | Apr 2024 | 107,000 | New | $107K | β | 0.03% | DBT |
| 577 | HSBC BANK USA | N/A | Apr 2022 | 1 | New | $107K | β | 0.03% | DFE |
| 578 | TORONTO-DOMINION BANK/THE | N/A | Apr 2022 | 1 | New | $107K | β | 0.03% | DFE |
| 579 | PATRICK INDUSTRIES INC | 703343AG8 | Apr 2024 | 91,000 | New | $107K | β | 0.03% | DBT |
| 580 | BIOMARIN PHARMACEUTICAL INC | 09061GAK7 | Apr 2022 | 109,000 | -35,000 | $106K | -28.2% | 0.03% | DBT |
| 581 | PROGRESS SOFTWARE CORP | 743312AB6 | Apr 2024 | 105,000 | New | $105K | β | 0.03% | DBT |
| 582 | PROGRESS SOFTWARE CORP | 743312AC4 | Apr 2024 | 108,000 | New | $105K | β | 0.03% | DBT |
| 583 | LCH Limited | N/A | Apr 2022 | 4,117,100 | New | $105K | β | 0.03% | DIR |
| 584 | STATION CASINOS LLC | N/A | Apr 2022 | 105,000 | New | $105K | β | 0.03% | DBT |
| 585 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 427,000 | New | $105K | β | 0.03% | DCR |
| 586 | WOLFSPEED INC | 977852AD4 | Apr 2024 | 182,000 | New | $105K | β | 0.03% | DBT |
| 587 | VIA CELERE DESARROLLOS INMOBILIARIOS SA | E96858AG5 | Apr 2024 | 100,000 | New | $104K | β | 0.03% | DBT |
| 588 | BARCLAYS BANK PLC WHOLESALE, LONDON | N/A | Apr 2022 | 1 | New | $104K | β | 0.03% | DFE |
| 589 | LYFT INC | 55087PAC8 | Apr 2024 | 100,000 | New | $103K | β | 0.03% | DBT |
| 590 | GNMA | 38375UYG9 | Apr 2022 | 3,172,230 | -1,309,669 | $101K | -57.4% | 0.03% | ABS-MBS |
| 591 | NABORS INDUSTRIES INC | 62957HAL9 | Apr 2024 | 138,000 | New | $100K | β | 0.03% | DBT |
| 592 | REPLIGEN CORP | 759916AC3 | Apr 2024 | 95,000 | New | $99K | β | 0.03% | DBT |
| 593 | UBS AG | N/A | Apr 2022 | 1 | New | $98K | β | 0.03% | DFE |
| 594 | GNMA | 38376RCY0 | Apr 2022 | 2,473,954 | -1,366,057 | $98K | -52.6% | 0.03% | ABS-MBS |
| 595 | GNMA | 38378GNB0 | Apr 2022 | 509,280 | -154,259 | $98K | -28.0% | 0.03% | ABS-MBS |
| 596 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 11,176,900 | New | $97K | β | 0.03% | DIR |
| 597 | GNMA | 38376RSH0 | Apr 2022 | 5,321,804 | -2,687,156 | $97K | -46.9% | 0.03% | ABS-MBS |
| 598 | JP MORGANCHASE BANK | N/A | Apr 2022 | 1 | New | $97K | β | 0.03% | DFE |
| 599 | GNMA | 38379EAL6 | Apr 2022 | 1,510,879 | -460,005 | $96K | -54.3% | 0.03% | ABS-MBS |
| 600 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 236,000 | New | $96K | β | 0.03% | DCR |
| 601 | GNMA | 38376RXR2 | Apr 2022 | 2,137,636 | -1,040,799 | $94K | -37.0% | 0.03% | ABS-MBS |
| 602 | GRANITE CONSTRUCTION INC | 387328AD9 | Apr 2024 | 69,000 | New | $92K | β | 0.03% | DBT |
| 603 | BEAR STEARNS ALT-A TRUST 2005-10 | 07386HYW5 | Apr 2022 | 101,862 | -46,843 | $92K | -57.6% | 0.03% | ABS-CBDO |
| 604 | GNMA | 38376RF35 | Apr 2022 | 3,420,079 | -1,206,419 | $90K | -60.0% | 0.03% | ABS-MBS |
| 605 | CHICAGO MERCANTILE EXCHANGE INC. | N/A | Apr 2022 | 42,270,000 | New | $89K | β | 0.02% | DIR |
| 606 | GINNIE MAE I POOL | 3617LSDS9 | Apr 2022 | 94,242 | -45,207 | $89K | -38.2% | 0.02% | ABS-MBS |
| 607 | GINNIE MAE I POOL | 3617LELG7 | Apr 2022 | 99,851 | -28,912 | $88K | -30.5% | 0.02% | ABS-MBS |
| 608 | J.P. MORGAN SECURITIES, LLC | N/A | Apr 2022 | 215,000 | New | $87K | β | 0.02% | DCR |
| 609 | DATADOG INC | 23804LAB9 | Apr 2022 | 60,000 | -12,000 | $86K | -20.1% | 0.02% | DBT |
| 610 | AIRBNB INC | 009066AB7 | Apr 2022 | 93,000 | -219,000 | $85K | -70.1% | 0.02% | DBT |
| 611 | CONMED CORP | 207410AH4 | Apr 2024 | 97,000 | New | $85K | β | 0.02% | DBT |
| 612 | GNMA | 38379LX92 | Apr 2022 | 426,168 | -136,260 | $83K | -22.6% | 0.02% | ABS-MBS |
| 613 | FANNIE MAE REMICS | 3136A1D44 | Apr 2022 | 1,267,276 | -424,761 | $83K | -58.4% | 0.02% | ABS-MBS |
| 614 | RIVIAN AUTOMOTIVE INC | 76954AAB9 | Apr 2024 | 122,000 | New | $83K | β | 0.02% | DBT |
| 615 | BLOCK INC | 852234AK9 | Apr 2022 | 100,000 | -117,000 | $82K | -53.8% | 0.02% | DBT |
| 616 | FANNIE MAE REMICS | 3136ADA58 | Apr 2022 | 592,577 | -216,862 | $82K | -18.3% | 0.02% | ABS-MBS |
| 617 | JP MORGANCHASE BANK | N/A | Apr 2022 | 2,852,600 | New | $81K | β | 0.02% | DIR |
| 618 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 12,988,300 | New | $80K | β | 0.02% | DIR |
| 619 | GNMA | 38375UVA5 | Apr 2022 | 2,919,161 | -1,561,735 | $80K | -63.3% | 0.02% | ABS-MBS |
| 620 | CHEFS' WAREHOUSE INC/THE | 163086AE1 | Apr 2024 | 77,000 | New | $79K | β | 0.02% | DBT |
| 621 | UBS AG | N/A | Apr 2022 | 2,202,100 | New | $78K | β | 0.02% | DIR |
| 622 | UNITED STATES OF AMERICA | 91282CCB5 | Apr 2024 | 95,000 | New | $78K | β | 0.02% | DBT |
| 623 | GNMA | 38376RWA0 | Apr 2022 | 3,242,975 | -1,854,013 | $78K | -61.1% | 0.02% | ABS-MBS |
| 624 | LCH Limited | N/A | Apr 2022 | 127,090,000 | New | $78K | β | 0.02% | DIR |
| 625 | BRIDGEBIO PHARMA INC | 10806XAB8 | Apr 2024 | 78,000 | New | $77K | β | 0.02% | DBT |
| 626 | GNMA | 38375BM66 | Apr 2022 | 2,383,709 | -3,328,449 | $75K | -59.7% | 0.02% | ABS-MBS |
| 627 | MONGODB INC | 60937PAD8 | Apr 2022 | 42,000 | -32,000 | $75K | -43.7% | 0.02% | DBT |
| 628 | MERRILL LYNCH INTERNATIONAL | N/A | Apr 2022 | 438,123 | New | $74K | β | 0.02% | DCR |
| 629 | GNMA | 38378P3C0 | Apr 2022 | 452,343 | -132,041 | $73K | -24.0% | 0.02% | ABS-MBS |
| 630 | LCH Limited | N/A | Apr 2022 | 3,176,900 | New | $72K | β | 0.02% | DIR |
| 631 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 | 94988QAU5 | Apr 2022 | 356,000 | β | $72K | -64.9% | 0.02% | ABS-MBS |
| 632 | LCH Limited | N/A | Apr 2022 | 9,070,000 | New | $70K | β | 0.02% | DIR |
| 633 | GNMA | 38375CMY3 | Apr 2022 | 417,681 | -118,763 | $70K | -24.8% | 0.02% | ABS-MBS |
| 634 | LCH Limited | N/A | Apr 2022 | 3,032,200 | New | $69K | β | 0.02% | DIR |
| 635 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 219,633 | New | $69K | β | 0.02% | DCR |
| 636 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 11,226,300 | New | $69K | β | 0.02% | DIR |
| 637 | MORTGAGEIT TRUST 2005-3 | 61915RAN6 | Apr 2022 | 72,375 | -42,609 | $68K | -39.2% | 0.02% | ABS-CBDO |
| 638 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 387,112 | New | $66K | β | 0.02% | DCR |
| 639 | GNMA | 38378YRM3 | Apr 2022 | 434,436 | -132,319 | $66K | -24.8% | 0.02% | ABS-MBS |
| 640 | ZSCALER INC | 98980GAB8 | Apr 2022 | 51,000 | -30,000 | $65K | -46.3% | 0.02% | DBT |
| 641 | LCH Limited | N/A | Apr 2022 | 39,190,000 | New | $64K | β | 0.02% | DIR |
| 642 | J.P. MORGAN SECURITIES, LLC | N/A | Apr 2022 | 259,000 | New | $63K | β | 0.02% | DCR |
| 643 | TORONTO-DOMINION BANK/THE | N/A | Apr 2022 | 1,584,500 | New | $63K | β | 0.02% | DIR |
| 644 | PALO ALTO NETWORKS INC | 697435AF2 | Apr 2022 | 21,000 | -124,000 | $61K | -77.9% | 0.02% | DBT |
| 645 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 355,000 | New | $60K | β | 0.02% | DCR |
| 646 | GNMA | 38378MRH0 | Apr 2022 | 474,667 | -118,345 | $60K | -9.4% | 0.02% | ABS-MBS |
| 647 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 242,000 | New | $59K | β | 0.02% | DCR |
| 648 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 349,926 | New | $59K | β | 0.02% | DCR |
| 649 | GINNIE MAE I POOL | 3617K4U96 | Apr 2022 | 61,171 | -5,805 | $59K | -16.4% | 0.02% | ABS-MBS |
| 650 | FANNIE MAE REMICS | 3136A9C48 | Apr 2022 | 281,280 | -90,065 | $57K | -25.9% | 0.02% | ABS-MBS |
| 651 | CITIBANK N.A. | N/A | Apr 2022 | 11,412,000 | New | $57K | β | 0.02% | DIR |
| 652 | GINNIE MAE I POOL | 3617LE6Z2 | Apr 2022 | 63,513 | -3,333 | $56K | -14.7% | 0.02% | ABS-MBS |
| 653 | FLUOR CORP | 343412AH5 | Apr 2024 | 51,000 | New | $55K | β | 0.02% | DBT |
| 654 | LCH Limited | N/A | Apr 2022 | 5,320,000 | New | $55K | β | 0.02% | DIR |
| 655 | HSBC BANK USA | N/A | Apr 2022 | 1 | New | $54K | β | 0.01% | DFE |
| 656 | GINNIE MAE I POOL | 3617K4U88 | Apr 2022 | 55,213 | -26,990 | $53K | -38.7% | 0.01% | ABS-MBS |
| 657 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16 | 94988XAC0 | Apr 2022 | 786,209 | -1,431,791 | $52K | -83.8% | 0.01% | ABS-MBS |
| 658 | SAREPTA THERAPEUTICS INC | 803607AD2 | Apr 2024 | 45,000 | New | $51K | β | 0.01% | DBT |
| 659 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 462,000 | New | $50K | β | 0.01% | DCR |
| 660 | FANNIE MAE REMICS | 31398PJU4 | Apr 2022 | 579,161 | -205,832 | $50K | -55.8% | 0.01% | ABS-MBS |
| 661 | ROYAL CARIBBEAN CRUISES LTD | 780153BU5 | Apr 2024 | 50,000 | New | $49K | β | 0.01% | DBT |
| 662 | FREDDIE MAC REMICS | 3137ALYB9 | Apr 2022 | 326,027 | -157,229 | $48K | -32.8% | 0.01% | ABS-MBS |
| 663 | FANNIE MAE REMICS | 3136AEU88 | Apr 2022 | 419,668 | -183,621 | $47K | -31.9% | 0.01% | ABS-MBS |
| 664 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 128,872 | New | $46K | β | 0.01% | DCR |
| 665 | GNMA | 38379DLW2 | Apr 2022 | 853,767 | -765,841 | $46K | -58.0% | 0.01% | ABS-MBS |
| 666 | LCH Limited | N/A | Apr 2022 | 354,910,000 | New | $46K | β | 0.01% | DIR |
| 667 | LCH Limited | N/A | Apr 2022 | 3,990,000 | New | $46K | β | 0.01% | DIR |
| 668 | GINNIE MAE I POOL | 3617M1A50 | Apr 2022 | 49,808 | -10,866 | $45K | -25.8% | 0.01% | ABS-MBS |
| 669 | STATE STREET B AND T CO | N/A | Apr 2022 | 1 | New | $45K | β | 0.01% | DFE |
| 670 | FANNIE MAE POOL | 3140JUFY5 | Apr 2022 | 46,457 | -1,878 | $44K | -11.8% | 0.01% | ABS-MBS |
| 671 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 342,883 | New | $44K | β | 0.01% | DCR |
| 672 | GINNIE MAE I POOL | 3617JSVJ2 | Apr 2022 | 48,196 | -8,454 | $43K | -23.6% | 0.01% | ABS-MBS |
| 673 | FANNIE MAE POOL | 3140JS4K2 | Apr 2022 | 43,321 | -1,573 | $42K | -10.2% | 0.01% | ABS-MBS |
| 674 | CHICAGO MERCANTILE EXCHANGE INC. | N/A | Apr 2022 | 2,277,450,000 | New | $40K | β | 0.01% | DIR |
| 675 | GNMA | 38378FXG0 | Apr 2022 | 293,096 | -102,999 | $40K | -3.5% | 0.01% | ABS-MBS |
| 676 | LCH Limited | N/A | Apr 2022 | 4,845,000 | New | $39K | β | 0.01% | DIR |
| 677 | HSBC BANK USA | N/A | Apr 2022 | 1 | New | $39K | β | 0.01% | DFE |
| 678 | LCH Limited | N/A | Apr 2022 | 3,826,620,000 | New | $39K | β | 0.01% | DIR |
| 679 | GINNIE MAE I POOL | 3617K4VB0 | Apr 2022 | 38,399 | -13,162 | $38K | -30.0% | 0.01% | ABS-MBS |
| 680 | LCH Limited | N/A | Apr 2022 | 917,000 | New | $38K | β | 0.01% | DIR |
| 681 | EVOLENT HEALTH INC | 30050BAG6 | Apr 2024 | 36,000 | New | $38K | β | 0.01% | DBT |
| 682 | GINNIE MAE I POOL | 3617LE6X7 | Apr 2022 | 42,285 | -15,610 | $37K | -34.7% | 0.01% | ABS-MBS |
| 683 | NATWEST MARKETS PLC | N/A | Apr 2022 | 1 | New | $37K | β | 0.01% | DFE |
| 684 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 1 | New | $37K | β | 0.01% | DFE |
| 685 | GNMA | 38379LWF9 | Apr 2022 | 710,789 | -786,293 | $37K | -67.5% | 0.01% | ABS-MBS |
| 686 | HSBC BANK USA | N/A | Apr 2022 | 1 | New | $35K | β | 0.01% | DFE |
| 687 | MERRILL LYNCH INTERNATIONAL | N/A | Apr 2022 | 133,827 | New | $34K | β | 0.01% | DCR |
| 688 | STATE STREET B AND T CO | N/A | Apr 2022 | 1 | New | $32K | β | 0.01% | DFE |
| 689 | UBS AG | N/A | Apr 2022 | 1 | New | $31K | β | 0.01% | DFE |
| 690 | JP MORGANCHASE BANK | N/A | Apr 2022 | 12,962,000 | New | $31K | β | 0.01% | DIR |
| 691 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 122,326 | New | $31K | β | 0.01% | DCR |
| 692 | MERRILL LYNCH INTERNATIONAL | N/A | Apr 2022 | 402,000 | New | $31K | β | 0.01% | DCR |
| 693 | MERRILL LYNCH INTERNATIONAL | N/A | Apr 2022 | 402,000 | New | $31K | β | 0.01% | DCR |
| 694 | JP MORGANCHASE BANK | N/A | Apr 2022 | 17,550,000 | New | $30K | β | 0.01% | DIR |
| 695 | FREDDIE MAC REMICS | 3137AUD48 | Apr 2022 | 448,537 | -269,336 | $30K | -45.2% | 0.01% | ABS-MBS |
| 696 | LCH Limited | N/A | Apr 2022 | 192,100,000 | New | $30K | β | 0.01% | DIR |
| 697 | UNITED STATES OF AMERICA | 91282CJE2 | Apr 2024 | 30,000 | New | $30K | β | 0.01% | DBT |
| 698 | CITIBANK N.A. | N/A | Apr 2022 | 4,460,100 | New | $30K | β | 0.01% | DIR |
| 699 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 117,099 | New | $29K | β | 0.01% | DCR |
| 700 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 1,421,800 | New | $29K | β | 0.01% | DIR |
| 701 | FANNIE MAE INTEREST STRIP | 3136FEMW9 | Apr 2022 | 212,113 | -96,230 | $29K | -42.9% | 0.01% | ABS-MBS |
| 702 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 167,335 | New | $28K | β | 0.01% | DCR |
| 703 | GINNIE MAE I POOL | 3617LEPL2 | Apr 2022 | 30,311 | -22,566 | $27K | -48.6% | 0.01% | ABS-MBS |
| 704 | J.P. MORGAN SECURITIES, LLC | N/A | Apr 2022 | 241,000 | New | $26K | β | 0.01% | DCR |
| 705 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 1 | New | $26K | β | 0.01% | DFE |
| 706 | GINNIE MAE I POOL | 3617LEXM1 | Apr 2022 | 26,736 | -1,168 | $25K | -12.1% | 0.01% | ABS-MBS |
| 707 | BARCLAYS BANK PLC WHOLESALE, LONDON | N/A | Apr 2022 | 1 | New | $25K | β | 0.01% | DFE |
| 708 | GINNIE MAE I POOL | 3617LES54 | Apr 2022 | 24,690 | -6,584 | $22K | -29.3% | 0.01% | ABS-MBS |
| 709 | FANNIE MAE POOL | 3140JXZG6 | Apr 2022 | 22,466 | -7,259 | $22K | -30.2% | 0.01% | ABS-MBS |
| 710 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 63,000 | New | $21K | β | 0.01% | DCR |
| 711 | COMM 2012-CCRE3 MORTGAGE TRUST | 12624PAW5 | Apr 2022 | 395,189 | -1,360,321 | $21K | -95.9% | 0.01% | ABS-MBS |
| 712 | JP MORGANCHASE BANK | N/A | Apr 2022 | 1 | New | $20K | β | 0.01% | DFE |
| 713 | LCH Limited | N/A | Apr 2022 | 1,023,000 | New | $19K | β | 0.01% | DIR |
| 714 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 145,479 | New | $19K | β | 0.01% | DCR |
| 715 | LCH Limited | N/A | Apr 2022 | 4,070,000 | New | $18K | β | 0.01% | DIR |
| 716 | J.P. MORGAN SECURITIES, LLC | N/A | Apr 2022 | 123,000 | New | $18K | β | 0.01% | DCR |
| 717 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 123,000 | New | $18K | β | 0.01% | DCR |
| 718 | LCH Limited | N/A | Apr 2022 | 3,424,000 | New | $18K | β | 0.01% | DIR |
| 719 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 76,000 | New | $17K | β | 0.00% | DCR |
| 720 | GNMA | 38380FAU0 | Apr 2022 | 556,863 | -1,186,521 | $16K | -80.8% | 0.00% | ABS-MBS |
| 721 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 119,964 | New | $15K | β | 0.00% | DCR |
| 722 | LCH Limited | N/A | Apr 2022 | 2,847,000 | New | $15K | β | 0.00% | DIR |
| 723 | GOLDMAN SACHS INTL FX | N/A | Apr 2022 | 1 | New | $14K | β | 0.00% | DFE |
| 724 | CHICAGO MERCANTILE EXCHANGE INC. | N/A | Apr 2022 | 1,820,000 | New | $12K | β | 0.00% | DIR |
| 725 | UBS AG | N/A | Apr 2022 | 1 | New | $12K | β | 0.00% | DFE |
| 726 | FANNIE MAE INTEREST STRIP | 3136FCZ90 | Apr 2022 | 73,325 | -24,899 | $12K | -29.0% | 0.00% | ABS-MBS |
| 727 | FANNIE MAE POOL | 3140JKL87 | Apr 2022 | 10,709 | -9,453 | $10K | -51.3% | 0.00% | ABS-MBS |
| 728 | NATWEST MARKETS PLC | N/A | Apr 2022 | 1 | New | $10K | β | 0.00% | DFE |
| 729 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 25,000 | New | $10K | β | 0.00% | DCR |
| 730 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 53,000 | New | $9K | β | 0.00% | DCR |
| 731 | LCH Limited | N/A | Apr 2022 | 3,048,000 | New | $9K | β | 0.00% | DIR |
| 732 | TORONTO-DOMINION BANK/THE | N/A | Apr 2022 | 1 | New | $9K | β | 0.00% | DFE |
| 733 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 24,043 | New | $9K | β | 0.00% | DCR |
| 734 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 65,354 | New | $8K | β | 0.00% | DCR |
| 735 | LCH Limited | N/A | Apr 2022 | 55,020,000 | New | $8K | β | 0.00% | DIR |
| 736 | CHICAGO MERCANTILE EXCHANGE INC. | N/A | Apr 2022 | 813,800,000 | New | $8K | β | 0.00% | DIR |
| 737 | JP MORGANCHASE BANK | N/A | Apr 2022 | 4,930,500 | New | $8K | β | 0.00% | DIR |
| 738 | LCH Limited | N/A | Apr 2022 | 1,368,400 | New | $7K | β | 0.00% | DIR |
| 739 | GINNIE MAE I POOL | 3617LKWK2 | Apr 2022 | 7,005 | -292 | $6K | -13.3% | 0.00% | ABS-MBS |
| 740 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 34,000 | New | $6K | β | 0.00% | DCR |
| 741 | GINNIE MAE I POOL | 3617LKTB6 | Apr 2022 | 6,261 | -4,699 | $6K | -48.4% | 0.00% | ABS-MBS |
| 742 | GINNIE MAE I POOL | 3617KQAS7 | Apr 2022 | 6,157 | -241 | $6K | -13.1% | 0.00% | ABS-MBS |
| 743 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 33,000 | New | $6K | β | 0.00% | DCR |
| 744 | MIZUHO CAPITAL MARKETS LLC | N/A | Apr 2022 | 2,111,100 | New | $5K | β | 0.00% | DIR |
| 745 | GINNIE MAE I POOL | 3617LKWJ5 | Apr 2022 | 5,539 | -10,755 | $5K | -69.3% | 0.00% | ABS-MBS |
| 746 | FREDDIE MAC STRIPS | 31325UPS9 | Apr 2022 | 179,145 | -407,639 | $5K | -81.6% | 0.00% | ABS-MBS |
| 747 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 26,000 | New | $4K | β | 0.00% | DCR |
| 748 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 24,000 | New | $4K | β | 0.00% | DCR |
| 749 | LCH Limited | N/A | Apr 2022 | 1,685,500 | New | $4K | β | 0.00% | DIR |
| 750 | LCH Limited | N/A | Apr 2022 | 3,068,800 | New | $4K | β | 0.00% | DIR |
| 751 | CONNECTICUT AVENUE SECURITIES TRUST 2019-R01 | 20754FAK8 | Apr 2022 | 3,547 | -26,515 | $4K | -88.2% | 0.00% | ABS-CBDO |
| 752 | J.P. MORGAN SECURITIES, LLC | N/A | Apr 2022 | 10,978 | New | $3K | β | 0.00% | DCR |
| 753 | LCH Limited | N/A | Apr 2022 | 2,747,500 | New | $2K | β | 0.00% | DIR |
| 754 | DEUTSCHE BANK AG | N/A | Apr 2022 | 1,049,200 | New | $2K | β | 0.00% | DIR |
| 755 | ROBERTSHAW US HOLDING CORP | 77051UAL3 | Apr 2024 | 162,000 | New | $2K | β | 0.00% | DBT |
| 756 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 12,086 | New | $2K | β | 0.00% | DCR |
| 757 | MERRILL LYNCH INTERNATIONAL | N/A | Apr 2022 | 2,000 | New | $788 | β | 0.00% | DCR |
| 758 | BARCLAYS BANK PLC | N/A | Apr 2022 | 32,618,500 | New | $652 | β | 0.00% | DIR |
| 759 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 1 | New | $436 | β | 0.00% | DFE |
| 760 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 1,000 | New | $225 | β | 0.00% | DCR |
| 761 | TIAA REAL ESTATE CDO LTD | 88631FAA6 | Apr 2022 | 1,081,996 | β | $11 | +0.0% | 0.00% | ABS-MBS |
| 762 | FANNIE MAE REMICS | 3136ACWY3 | Apr 2022 | 12,829 | -179,479 | $5 | -99.9% | 0.00% | ABS-MBS |
| 763 | MEZZ CAP COMMERCIAL MORTGAGE TRUST | 59317EAB9 | Apr 2022 | 26,213 | β | $0 | +0.0% | 0.00% | ABS-MBS |
| 764 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 6,120,400 | New | $-3366 | β | -0.00% | DIR |
| 765 | JP MORGANCHASE BANK | N/A | Apr 2022 | 12,962,000 | New | $-4150 | β | -0.00% | DIR |
| 766 | DEUTSCHE BANK AG | N/A | Apr 2022 | 1,049,200 | New | $-5173 | β | -0.00% | DIR |
| 767 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 40,603,400 | New | $-12133 | β | -0.00% | DIR |
| 768 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 1,209,700 | New | $-13875 | β | -0.00% | DIR |
| 769 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 7,980,900 | New | $-14735 | β | -0.00% | DIR |
| 770 | JP MORGANCHASE BANK | N/A | Apr 2022 | 4,930,500 | New | $-15680 | β | -0.00% | DIR |
| 771 | TORONTO-DOMINION BANK/THE | N/A | Apr 2022 | 1,584,500 | New | $-17826 | β | -0.00% | DIR |
| 772 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 28,198,500 | New | $-21431 | β | -0.01% | DIR |
| 773 | CITIBANK N.A. | N/A | Apr 2022 | 4,460,100 | New | $-27028 | β | -0.01% | DIR |
| 774 | MIZUHO CAPITAL MARKETS LLC | N/A | Apr 2022 | 2,111,100 | New | $-36712 | β | -0.01% | DIR |
| 775 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 1,421,800 | New | $-37777 | β | -0.01% | DIR |
| 776 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 4,687,800 | New | $-46315 | β | -0.01% | DIR |
| 777 | UBS AG | N/A | Apr 2022 | 2,202,100 | New | $-47917 | β | -0.01% | DIR |
| 778 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 6,120,400 | New | $-54961 | β | -0.02% | DIR |
| 779 | CITIBANK N.A. | N/A | Apr 2022 | 11,412,000 | New | $-76232 | β | -0.02% | DIR |
| 780 | CITIBANK N.A. | N/A | Apr 2022 | 4,450,300 | New | $-76946 | β | -0.02% | DIR |
| 781 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 22,452,500 | New | $-81952 | β | -0.02% | DIR |
| 782 | CITIBANK N.A. | N/A | Apr 2022 | 8,393,300 | New | $-86619 | β | -0.02% | DIR |
| 783 | JP MORGANCHASE BANK | N/A | Apr 2022 | 3,098,200 | New | $-89513 | β | -0.02% | DIR |
| 784 | JP MORGANCHASE BANK | N/A | Apr 2022 | 2,852,600 | New | $-89686 | β | -0.02% | DIR |
| 785 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 12,988,300 | New | $-103387 | β | -0.03% | DIR |
| 786 | UBS AG | N/A | Apr 2022 | 4,626,600 | New | $-103610 | β | -0.03% | DIR |
| 787 | UBS AG | N/A | Apr 2022 | 14,891,700 | New | $-104540 | β | -0.03% | DIR |
| 788 | JP MORGANCHASE BANK | N/A | Apr 2022 | 2,068,300 | New | $-109385 | β | -0.03% | DIR |
| 789 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 40,603,400 | New | $-122629 | β | -0.03% | DIR |
| 790 | JP MORGANCHASE BANK | N/A | Apr 2022 | 4,317,900 | New | $-129423 | β | -0.04% | DIR |
| 791 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 11,176,900 | New | $-134428 | β | -0.04% | DIR |
| 792 | BARCLAYS BANK PLC | N/A | Apr 2022 | 39,734,000 | New | $-138672 | β | -0.04% | DIR |
| 793 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 11,033,900 | New | $-152820 | β | -0.04% | DIR |
| 794 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 2,121,700 | New | $-238649 | β | -0.07% | DIR |
| 795 | JP MORGANCHASE BANK | N/A | Apr 2022 | 5,302,300 | New | $-252460 | β | -0.07% | DIR |
| 796 | DEUTSCHE BANK AG | N/A | Apr 2022 | 10,227,100 | New | $-333199 | β | -0.09% | DIR |
| 797 | JP MORGANCHASE BANK | N/A | Apr 2022 | 11,891,400 | New | $-349369 | β | -0.10% | DIR |
| 798 | JP MORGANCHASE BANK | N/A | Apr 2022 | 16,341,800 | New | $-413938 | β | -0.12% | DIR |
| 799 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 33,635,600 | New | $-415063 | β | -0.12% | DIR |
| 800 | CITIBANK N.A. | N/A | Apr 2022 | 50,841,300 | New | $-477400 | β | -0.13% | DIR |
| 801 | JP MORGANCHASE BANK | N/A | Apr 2022 | 24,864,400 | New | $-558454 | β | -0.16% | DIR |
| 802 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 21,541,500 | New | $-642583 | β | -0.18% | DIR |
| β | FANNIE MAE POOL | 01F042665 | β | 111,000,000 | Exited | $112.4M | β | β | β |
| β | FANNIE MAE POOL | 01F032666 | β | 65,000,000 | Exited | $62.9M | β | β | β |
| β | FANNIE MAE POOL | 01F022667 | β | 68,000,000 | Exited | $61.9M | β | β | β |
| β | FANNIE MAE POOL | 01F040669 | β | 40,000,000 | Exited | $39.6M | β | β | β |
| β | FANNIE MAE POOL | 01F032658 | β | 40,000,000 | Exited | $38.8M | β | β | β |
| β | FANNIE MAE POOL | 01F030660 | β | 26,000,000 | Exited | $24.5M | β | β | β |
| β | UNITED STATES OF AMERICA | 912796R35 | β | 12,500,000 | Exited | $12.5M | β | β | β |
| β | UNITED STATES OF AMERICA | 912796R43 | β | 10,900,000 | Exited | $10.9M | β | β | β |
| β | FANNIE MAE POOL | 01F020653 | β | 9,000,000 | Exited | $7.9M | β | β | β |
| β | UNITED STATES OF AMERICA | 912796Q44 | β | 7,900,000 | Exited | $7.9M | β | β | β |
| β | REPUBLIC OF COTE D'IVOIRE | V73789AW5 | β | 5,125,000 | Exited | $4.7M | β | β | β |
| β | UNITED STATES OF AMERICA | 912796V89 | β | 3,500,000 | Exited | $3.5M | β | β | β |
| β | UNITED STATES OF AMERICA | 912796V97 | β | 3,500,000 | Exited | $3.5M | β | β | β |
| β | FREDDIE MAC REMICS | 3137FUUT9 | β | 17,081,531 | Exited | $3.4M | β | β | β |
| β | REPUBLIC OF SENEGAL | V7691DAX4 | β | 3,605,000 | Exited | $3.2M | β | β | β |
| β | UNITED STATES OF AMERICA | 912796J42 | β | 3,100,000 | Exited | $3.1M | β | β | β |
| β | FANNIE MAE REMICS | 3136BCHS2 | β | 15,597,694 | Exited | $2.9M | β | β | β |
| β | FANNIE MAE REMICS | 3136BH7G8 | β | 16,773,451 | Exited | $2.6M | β | β | β |
| β | UNITED STATES OF AMERICA | 912796W21 | β | 2,600,000 | Exited | $2.6M | β | β | β |
| β | TUNISIAN REPUBLIC | V06423AM5 | β | 3,710,000 | Exited | $2.5M | β | β | β |
| β | GNMA | 38382EW86 | β | 13,136,310 | Exited | $2.5M | β | β | β |
| β | REPUBLIC OF INDONESIA | Y20721BN8 | β | 2,370,000 | Exited | $2.4M | β | β | β |
| β | FREDDIE MAC REMICS | 3137H3CQ3 | β | 10,590,958 | Exited | $2.4M | β | β | β |
| β | GNMA | 38382J3G9 | β | 14,303,208 | Exited | $2.4M | β | β | β |
| β | REPUBLIC OF GHANA | V3R60FAZ7 | β | 3,040,000 | Exited | $2.3M | β | β | β |
| β | FANNIE MAE REMICS | 3136BJSS5 | β | 11,994,101 | Exited | $2.3M | β | β | β |
| β | GNMA | 38382RR75 | β | 16,523,053 | Exited | $2.3M | β | β | β |
| β | CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 | 12527DAH3 | β | 2,275,000 | Exited | $2.3M | β | β | β |
| β | FREDDIE MAC REMICS | 3137F7XG5 | β | 16,153,392 | Exited | $2.2M | β | β | β |
| β | FANNIE MAE REMICS | 3136BCU57 | β | 13,342,169 | Exited | $2.2M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XJW5 | β | 2,039,000 | Exited | $2.2M | β | β | β |
| β | FREDDIE MAC REMICS | 3137H4XM7 | β | 12,321,441 | Exited | $2.1M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XBF0 | β | 1,904,088 | Exited | $2.0M | β | β | β |
| β | UNITED STATES OF AMERICA | 912796H44 | β | 2,000,000 | Exited | $2.0M | β | β | β |
| β | FREDDIE MAC REMICS | 3137FFX44 | β | 12,677,640 | Exited | $2.0M | β | β | β |
| β | ITAU UNIBANCO HOLDING SA/CAYMAN ISLAND | 46556L2A1 | β | 2,050,000 | Exited | $1.8M | β | β | β |
| β | DOMINICAN REPUBLIC | 25714PCV8 | β | 1,650,000 | Exited | $1.7M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XJX3 | β | 1,602,309 | Exited | $1.6M | β | β | β |
| β | OCCIDENTAL PETROLEUM CORP | 674599DF9 | β | 1,467,000 | Exited | $1.6M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XGQ1 | β | 1,459,000 | Exited | $1.6M | β | β | β |
| β | FREDDIE MAC STACR TRUST 2018-HQA2 | 35563XBD3 | β | 1,548,000 | Exited | $1.6M | β | β | β |
| β | GNMA | 38382FV84 | β | 9,736,126 | Exited | $1.5M | β | β | β |
| β | ALLY FINANCIAL INC | 36186CBY8 | β | 1,216,000 | Exited | $1.4M | β | β | β |
| β | FREDDIE MAC REMICS | 3137H0X45 | β | 6,481,309 | Exited | $1.4M | β | β | β |
| β | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C23 | 61690QAS8 | β | 1,499,000 | Exited | $1.4M | β | β | β |
| β | FANNIE MAE REMICS | 3136AUEP2 | β | 11,724,875 | Exited | $1.4M | β | β | β |
| β | FEDERAL REPUBLIC OF GERMANY | D2R8H4DX4 | β | 1,300,000 | Exited | $1.4M | β | β | β |
| β | REPUBLIC OF INDONESIA | 455780BL9 | β | 1,355,000 | Exited | $1.4M | β | β | β |
| β | FREDDIE MAC REMICS | 3137F76W0 | β | 6,432,031 | Exited | $1.3M | β | β | β |
| β | 1SHARPE MORTGAGE TRUST 2020-1 | 68257LAA8 | β | 1,314,000 | Exited | $1.3M | β | β | β |
| β | REPUBLIC OF COTE D'IVOIRE | V25125BD2 | β | 1,353,307 | Exited | $1.3M | β | β | β |
| β | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES | 3137G0UD9 | β | 1,266,693 | Exited | $1.3M | β | β | β |
| β | WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 | 92936CBA6 | β | 2,560,000 | Exited | $1.3M | β | β | β |
| β | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP | 1248EPCB7 | β | 1,293,000 | Exited | $1.2M | β | β | β |
| β | CHENIERE ENERGY PARTNERS LP | 16411QAG6 | β | 1,270,000 | Exited | $1.2M | β | β | β |
| β | OAKTOWN RE II LTD | 67400CAB4 | β | 1,230,000 | Exited | $1.2M | β | β | β |
| β | UNITED RENTALS NORTH AMERICA INC | 911365BP8 | β | 1,350,000 | Exited | $1.2M | β | β | β |
| β | REPUBLIC OF SENEGAL | V7691DAY2 | β | 1,470,000 | Exited | $1.2M | β | β | β |
| β | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014 C19 | 61764PAN2 | β | 1,287,000 | Exited | $1.2M | β | β | β |
| β | GNMA | 38382RRW0 | β | 8,150,465 | Exited | $1.1M | β | β | β |
| β | CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST | 126281AL8 | β | 1,390,000 | Exited | $1.1M | β | β | β |
| β | GNMA | 38382PJV5 | β | 7,747,205 | Exited | $1.1M | β | β | β |
| β | FANNIE MAE REMICS | 3136BFWL3 | β | 4,914,021 | Exited | $1.1M | β | β | β |
| β | CF INDUSTRIES INC | 12527GAD5 | β | 1,110,000 | Exited | $1.1M | β | β | β |
| β | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 | 46643PAN0 | β | 1,404,000 | Exited | $1.1M | β | β | β |
| β | RREF 2012 LT1 LLC | 76243NAE6 | β | 1,046,000 | Exited | $1.0M | β | β | β |
| β | DOMINICAN REPUBLIC | P3579ECG0 | β | 1,325,000 | Exited | $1.0M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XYW8 | β | 1,003,000 | Exited | $1.0M | β | β | β |
| β | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 | 46643PAQ3 | β | 1,823,000 | Exited | $1.0M | β | β | β |
| β | BWAY 2022-26BW MORTGAGE TRUST | 12429EAN7 | β | 1,247,000 | Exited | $1.0M | β | β | β |
| β | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 | 46640LAQ5 | β | 1,277,000 | Exited | $0.9M | β | β | β |
| β | PETROBRAS GLOBAL FINANCE BV | 71647NBH1 | β | 946,000 | Exited | $0.9M | β | β | β |
| β | REPUBLIC OF TURKEY | 900123CV0 | β | 940,000 | Exited | $0.9M | β | β | β |
| β | CD 2017-CD3 MORTGAGE TRUST | 12515GAM9 | β | 1,126,000 | Exited | $0.9M | β | β | β |
| β | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33 | 95000LAJ2 | β | 985,000 | Exited | $0.8M | β | β | β |
| β | REPUBLIC OF GHANA | V71795AM6 | β | 1,310,000 | Exited | $0.8M | β | β | β |
| β | FANNIE MAE REMICS | 3136BA5V2 | β | 4,215,600 | Exited | $0.8M | β | β | β |
| β | APACHE CORP | 037411AW5 | β | 893,000 | Exited | $0.8M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XWX8 | β | 796,114 | Exited | $0.8M | β | β | β |
| β | UNITED STATES OF AMERICA | 912828ZW3 | β | 855,000 | Exited | $0.8M | β | β | β |
| β | REPUBLIC OF INDONESIA | Y20721BG3 | β | 760,000 | Exited | $0.8M | β | β | β |
| β | BWAY CORP | 05604XAP1 | β | 772,788 | Exited | $0.8M | β | β | β |
| β | BATH AND BODY WORKS INC | 501797AR5 | β | 719,000 | Exited | $0.8M | β | β | β |
| β | STAPLES INC | 855030AN2 | β | 785,000 | Exited | $0.7M | β | β | β |
| β | SOUTHWESTERN ENERGY CO | 845467AS8 | β | 757,000 | Exited | $0.7M | β | β | β |
| β | REPUBLIC OF INDONESIA | 455780AX4 | β | 640,000 | Exited | $0.7M | β | β | β |
| β | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 | 61762MBE0 | β | 2,187,000 | Exited | $0.7M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XR30 | β | 699,000 | Exited | $0.7M | β | β | β |
| β | BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2005-PWR7 | 07383F4E5 | β | 1,026,000 | Exited | $0.7M | β | β | β |
| β | REPUBLIC OF COTE D'IVOIRE | 221625AQ9 | β | 760,000 | Exited | $0.7M | β | β | β |
| β | UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 | 90270RAL8 | β | 749,000 | Exited | $0.7M | β | β | β |
| β | PBF HOLDING CO LLC / PBF FINANCE CORP | 69318FAK4 | β | 660,000 | Exited | $0.7M | β | β | β |
| β | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 | 61763UAG7 | β | 1,025,000 | Exited | $0.7M | β | β | β |
| β | FRONTIER COMMUNICATIONS HOLDINGS LLC | 35906ABE7 | β | 700,000 | Exited | $0.7M | β | β | β |
| β | FREEPORT-MCMORAN INC | 35671DBC8 | β | 670,000 | Exited | $0.7M | β | β | β |
| β | FREDDIE MAC REMICS | 3137FGSQ9 | β | 3,156,218 | Exited | $0.7M | β | β | β |
| β | GS MORTGAGE SECURITIES TRUST 2014-GC18 | 36252RBC2 | β | 700,000 | Exited | $0.7M | β | β | β |
| β | SABRE GLBL INC | 78573NAC6 | β | 606,000 | Exited | $0.6M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XY32 | β | 630,000 | Exited | $0.6M | β | β | β |
| β | GNMA | 38375AX25 | β | 3,027,348 | Exited | $0.6M | β | β | β |
| β | SENSATA TECHNOLOGIES BV | 81725WAK9 | β | 700,000 | Exited | $0.6M | β | β | β |
| β | REPUBLIC OF COTE D'IVOIRE | V73789AD7 | β | 630,000 | Exited | $0.6M | β | β | β |
| β | RADNOR RE 2018-1 LTD | 750496AB7 | β | 620,000 | Exited | $0.6M | β | β | β |
| β | ARAB REPUBLIC OF EGYPT | M1487WDP7 | β | 810,000 | Exited | $0.6M | β | β | β |
| β | SPRINT CORP | 85207UAF2 | β | 579,000 | Exited | $0.6M | β | β | β |
| β | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES | 3137G0MX4 | β | 570,000 | Exited | $0.6M | β | β | β |
| β | FREDDIE MAC STACR TRUST 2018-DNA2 | 35563TAV3 | β | 599,000 | Exited | $0.6M | β | β | β |
| β | GNMA | 38376LEQ8 | β | 4,886,510 | Exited | $0.6M | β | β | β |
| β | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2006-AR7 | 86361HAA2 | β | 637,149 | Exited | $0.6M | β | β | β |
| β | DOMINICAN REPUBLIC | P3579ECH8 | β | 690,000 | Exited | $0.6M | β | β | β |
| β | WR GRACE HOLDINGS LLC | 92943GAD3 | β | 615,000 | Exited | $0.6M | β | β | β |
| β | CFMT 2020-HB4 LLC | 12529LAE0 | β | 595,000 | Exited | $0.6M | β | β | β |
| β | NETFLIX INC | 64110LAT3 | β | 544,000 | Exited | $0.6M | β | β | β |
| β | BENCHMARK 2019-B13 MORTGAGE TRUST | 08162DAR9 | β | 689,000 | Exited | $0.6M | β | β | β |
| β | HCA INC | 404121AH8 | β | 540,000 | Exited | $0.6M | β | β | β |
| β | ENCINO ACQUISITION PARTNERS HOLDINGS LLC | 29254BAA5 | β | 549,000 | Exited | $0.6M | β | β | β |
| β | TAMKO BUILDING PRODUCTS LLC | 87510EAB5 | β | 559,775 | Exited | $0.5M | β | β | β |
| β | BRAND INDUSTRIAL SERVICES INC | 10524MAN7 | β | 576,003 | Exited | $0.5M | β | β | β |
| β | TENET HEALTHCARE CORP | 88033GCY4 | β | 555,000 | Exited | $0.5M | β | β | β |
| β | CENTENE CORP | 15135BAT8 | β | 560,000 | Exited | $0.5M | β | β | β |
| β | PROVIDENT FUNDING ASSOCIATES LP / PFG FINANCE CORP | 74387UAJ0 | β | 525,000 | Exited | $0.5M | β | β | β |
| β | TENET HEALTHCARE CORP | 88033GDA5 | β | 525,000 | Exited | $0.5M | β | β | β |
| β | GLOBAL MEDICAL RESPONSE INC | 00169QAF6 | β | 513,500 | Exited | $0.5M | β | β | β |
| β | COMM 2014-CCRE17 MORTGAGE TRUST | 12631DAJ2 | β | 682,000 | Exited | $0.5M | β | β | β |
| β | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 | 46639YAV9 | β | 508,000 | Exited | $0.5M | β | β | β |
| β | OVINTIV INC | 012873AK1 | β | 430,000 | Exited | $0.5M | β | β | β |
| β | GNMA | 38380YYB5 | β | 3,410,748 | Exited | $0.5M | β | β | β |
| β | GNMA | 38382DGP8 | β | 4,045,788 | Exited | $0.5M | β | β | β |
| β | CLEAR CHANNEL OUTDOOR HOLDINGS INC | 18452RAD7 | β | 501,199 | Exited | $0.5M | β | β | β |
| β | WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 | 92890NAE9 | β | 687,000 | Exited | $0.5M | β | β | β |
| β | CROWDSTRIKE HOLDINGS INC | 22788CAA3 | β | 542,000 | Exited | $0.5M | β | β | β |
| β | TITAN ACQUISITION LTD/UNITED KINGDOM | C8856UAB4 | β | 487,667 | Exited | $0.5M | β | β | β |
| β | AUDACY CAPITAL CORP | 29365DAA7 | β | 544,000 | Exited | $0.5M | β | β | β |
| β | STEVENS HOLDING CO INC | 86024TAA5 | β | 465,000 | Exited | $0.5M | β | β | β |
| β | GCP APPLIED TECHNOLOGIES INC | 36164YAB7 | β | 453,000 | Exited | $0.5M | β | β | β |
| β | SIRIUS XM RADIO INC | 82967NBM9 | β | 537,000 | Exited | $0.5M | β | β | β |
| β | SYLVAMO CORP | 87133LAA8 | β | 455,000 | Exited | $0.4M | β | β | β |
| β | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV | 88167AAK7 | β | 435,000 | Exited | $0.4M | β | β | β |
| β | TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIALS FINANCE INC | 89668QAF5 | β | 495,000 | Exited | $0.4M | β | β | β |
| β | FANNIE MAE REMICS | 31398T4M0 | β | 2,194,396 | Exited | $0.4M | β | β | β |
| β | ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC | 03969AAN0 | β | 470,000 | Exited | $0.4M | β | β | β |
| β | GFL ENVIRONMENTAL INC | C7052BAH7 | β | 432,095 | Exited | $0.4M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XNW0 | β | 427,000 | Exited | $0.4M | β | β | β |
| β | FREDDIE MAC STACR REMIC TRUST 2020-HQA3 | 35565MBD5 | β | 401,000 | Exited | $0.4M | β | β | β |
| β | STACR TRUST 2018-DNA3 | 35563WBD5 | β | 420,000 | Exited | $0.4M | β | β | β |
| β | FANNIE MAE REMICS | 3136AT6W9 | β | 3,664,024 | Exited | $0.4M | β | β | β |
| β | IHEARTCOMMUNICATIONS INC | 45174HBD8 | β | 419,739 | Exited | $0.4M | β | β | β |
| β | ISTAR INC | 45031UCJ8 | β | 425,000 | Exited | $0.4M | β | β | β |
| β | HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CORP | 435765AH5 | β | 433,000 | Exited | $0.4M | β | β | β |
| β | NATIONSTAR MORTGAGE HOLDINGS INC | 63861CAE9 | β | 460,000 | Exited | $0.4M | β | β | β |
| β | PERTAMINA PERSERO PT | 69369EAE9 | β | 400,000 | Exited | $0.4M | β | β | β |
| β | WERNER FINCO LP | 95075EAC3 | β | 408,101 | Exited | $0.4M | β | β | β |
| β | ONEMAIN FINANCE CORP | 85172FAR0 | β | 448,000 | Exited | $0.4M | β | β | β |
| β | GENESYS CLOUD SERVICES HOLDINGS II LLC | 39479UAQ6 | β | 399,938 | Exited | $0.4M | β | β | β |
| β | LIBERTY MEDIA CORP | 531229AJ1 | β | 415,000 | Exited | $0.4M | β | β | β |
| β | ARCHES BUYER INC | 03952HAD6 | β | 405,890 | Exited | $0.4M | β | β | β |
| β | BOXER PARENT CO INC | 05988HAE7 | β | 399,207 | Exited | $0.4M | β | β | β |
| β | FREDDIE MAC REMICS | 3137BH6Q5 | β | 1,964,198 | Exited | $0.4M | β | β | β |
| β | NESCO HOLDINGS II INC | 64083YAA9 | β | 415,000 | Exited | $0.4M | β | β | β |
| β | HERENS HOLDCO SARL | 427169AA5 | β | 445,000 | Exited | $0.4M | β | β | β |
| β | MATTEL INC | 577081BD3 | β | 380,000 | Exited | $0.4M | β | β | β |
| β | ALTICE US FINANCE I CORP | 64072UAH5 | β | 393,807 | Exited | $0.4M | β | β | β |
| β | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18 | 46641JAG1 | β | 914,000 | Exited | $0.4M | β | β | β |
| β | NRG ENERGY INC | 629377CK6 | β | 385,000 | Exited | $0.4M | β | β | β |
| β | FANNIE MAE REMICS | 3136AGXB3 | β | 2,636,034 | Exited | $0.4M | β | β | β |
| β | SOUTHWESTERN ENERGY CO | 845467AT6 | β | 397,000 | Exited | $0.4M | β | β | β |
| β | LEVEL 3 FINANCING INC | 527298BM4 | β | 383,000 | Exited | $0.4M | β | β | β |
| β | DISH NETWORK CORP | 25470MAB5 | β | 434,000 | Exited | $0.4M | β | β | β |
| β | DELTA AIR LINES INC / SKYMILES IP LTD | 830867AB3 | β | 375,000 | Exited | $0.4M | β | β | β |
| β | NOURYON USA LLC | N8232NAB3 | β | 375,674 | Exited | $0.4M | β | β | β |
| β | CROWN CORK AND SEAL CO INC | 228255AH8 | β | 347,000 | Exited | $0.4M | β | β | β |
| β | VISTRA OPERATIONS CO LLC | 92840VAA0 | β | 369,000 | Exited | $0.4M | β | β | β |
| β | FORD MOTOR CREDIT CO LLC | 345397B36 | β | 425,000 | Exited | $0.4M | β | β | β |
| β | GNMA | 38376WR56 | β | 1,997,880 | Exited | $0.4M | β | β | β |
| β | CENGAGE LEARNING INC | 15134NAF3 | β | 373,125 | Exited | $0.4M | β | β | β |
| β | UNITED STATES OF AMERICA | 91282CDM0 | β | 377,000 | Exited | $0.4M | β | β | β |
| β | FREDDIE MAC STACR TRUST 2019-DNA3 | 35564TBE9 | β | 342,000 | Exited | $0.4M | β | β | β |
| β | SOUTHWEST AIRLINES CO | 844741BG2 | β | 258,000 | Exited | $0.4M | β | β | β |
| β | CALPINE CORP | 131347CM6 | β | 380,000 | Exited | $0.4M | β | β | β |
| β | WASTE PRO USA INC | 94107JAA1 | β | 395,000 | Exited | $0.4M | β | β | β |
| β | WAYFAIR INC | 94419LAM3 | β | 470,000 | Exited | $0.4M | β | β | β |
| β | ALTERNATIVE LOAN TRUST 2006-OA10 | 02146QAB9 | β | 395,734 | Exited | $0.3M | β | β | β |
| β | SERVICE CORP INTERNATIONAL/US | 817565CE2 | β | 350,000 | Exited | $0.3M | β | β | β |
| β | LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP | 505742AP1 | β | 379,000 | Exited | $0.3M | β | β | β |
| β | FREDDIE MAC STACR TRUST 2019-DNA1 | 35563KAH3 | β | 335,034 | Exited | $0.3M | β | β | β |
| β | ISTAR INC | 45031UCF6 | β | 347,000 | Exited | $0.3M | β | β | β |
| β | PLANTRONICS INC | 72749DAC0 | β | 338,593 | Exited | $0.3M | β | β | β |
| β | ROYAL CARIBBEAN CRUISES LTD | 780153BF8 | β | 287,000 | Exited | $0.3M | β | β | β |
| β | PIONEER NATURAL RESOURCES CO | 723787AP2 | β | 150,000 | Exited | $0.3M | β | β | β |
| β | COBRA ACQUISITIONCO LLC | 19106CAA4 | β | 428,000 | Exited | $0.3M | β | β | β |
| β | JP MORGAN ALTERNATIVE LOAN TRUST 2007-A2 | 466278AC2 | β | 684,520 | Exited | $0.3M | β | β | β |
| β | SCOTTS MIRACLE-GRO CO/THE | 810186AS5 | β | 368,000 | Exited | $0.3M | β | β | β |
| β | T-MOBILE USA INC | 87264AAV7 | β | 326,000 | Exited | $0.3M | β | β | β |
| β | FORD MOTOR CO | 345370CZ1 | β | 303,000 | Exited | $0.3M | β | β | β |
| β | GNMA | 38375AXQ2 | β | 1,550,825 | Exited | $0.3M | β | β | β |
| β | VIRGIN MEDIA SECURED FINANCE PLC | G9372GAT5 | β | 255,000 | Exited | $0.3M | β | β | β |
| β | REPUBLIC OF INDONESIA | 455780BV7 | β | 300,000 | Exited | $0.3M | β | β | β |
| β | CORNERSTONE BUILDING BRANDS INC | 72431HAD2 | β | 329,725 | Exited | $0.3M | β | β | β |
| β | FREDDIE MAC STACR TRUST 2018-HQA2 | 35563XAH5 | β | 304,200 | Exited | $0.3M | β | β | β |
| β | SPRINT CORP | 85207UAK1 | β | 280,000 | Exited | $0.3M | β | β | β |
| β | ALLISON TRANSMISSION | 019736AG2 | β | 350,000 | Exited | $0.3M | β | β | β |
| β | TRANSDIGM INC | 893647BL0 | β | 330,000 | Exited | $0.3M | β | β | β |
| β | FREDDIE MAC REMICS | 3137BRPB5 | β | 2,147,172 | Exited | $0.3M | β | β | β |
| β | LOUISIANA-PACIFIC CORP | 546347AM7 | β | 345,000 | Exited | $0.3M | β | β | β |
| β | FIRST QUANTUM MINERALS LTD | 335934AR6 | β | 295,000 | Exited | $0.3M | β | β | β |
| β | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP | 1248EPBR3 | β | 295,000 | Exited | $0.3M | β | β | β |
| β | CHS/COMMUNITY HEALTH SYSTEMS INC | 12543DBD1 | β | 285,000 | Exited | $0.3M | β | β | β |
| β | REPUBLIC OF COTE D'IVOIRE | V73789AC9 | β | 300,000 | Exited | $0.3M | β | β | β |
| β | UNITED STATES OF AMERICA | 912828R36 | β | 307,000 | Exited | $0.3M | β | β | β |
| β | SPLUNK INC | 848637AF1 | β | 326,000 | Exited | $0.3M | β | β | β |
| β | STICHTING AK RABOBANK CERTIFICATEN | N22634XZ2 | β | 252,125 | Exited | $0.3M | β | β | β |
| β | JAZZ FINANCING LUX SARL | 99ME609A1 | β | 286,832 | Exited | $0.3M | β | β | β |
| β | HALOZYME THERAPEUTICS INC | 40637HAD1 | β | 331,000 | Exited | $0.3M | β | β | β |
| β | GNMA | 38377X4P4 | β | 1,755,968 | Exited | $0.3M | β | β | β |
| β | HESS MIDSTREAM OPERATIONS LP | 428102AC1 | β | 283,000 | Exited | $0.3M | β | β | β |
| β | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO | 69867DAC2 | β | 280,000 | Exited | $0.3M | β | β | β |
| β | VICTORIA'S SECRET AND CO | 926400AA0 | β | 340,000 | Exited | $0.3M | β | β | β |
| β | INTESA SANPAOLO SPA | 46115HAT4 | β | 285,000 | Exited | $0.3M | β | β | β |
| β | DISH DBS CORP | 25470XAW5 | β | 285,000 | Exited | $0.3M | β | β | β |
| β | NEXSTAR MEDIA INC | 65336RAW8 | β | 276,079 | Exited | $0.3M | β | β | β |
| β | T-MOBILE USA INC | 87264ABD6 | β | 280,000 | Exited | $0.3M | β | β | β |
| β | TENET HEALTHCARE CORP | 88033GCS7 | β | 272,000 | Exited | $0.3M | β | β | β |
| β | PERTAMINA PERSERO PT | 69369EAC3 | β | 270,000 | Exited | $0.3M | β | β | β |
| β | HANESBRANDS INC | 410345AJ1 | β | 270,000 | Exited | $0.3M | β | β | β |
| β | FREDDIE MAC REMICS | 3137AYSK8 | β | 3,263,167 | Exited | $0.3M | β | β | β |
| β | DISH DBS CORP | 25470XAY1 | β | 285,000 | Exited | $0.3M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XBH6 | β | 255,555 | Exited | $0.3M | β | β | β |
| β | WR GRACE HOLDINGS LLC | 92943GAC5 | β | 267,000 | Exited | $0.3M | β | β | β |
| β | FREDDIE MAC REMICS | 3137BMNM4 | β | 1,530,287 | Exited | $0.3M | β | β | β |
| β | GARTNER INC | 366651AE7 | β | 300,000 | Exited | $0.3M | β | β | β |
| β | SIX FLAGS THEME PARKS INC | 83001WAC8 | β | 255,000 | Exited | $0.3M | β | β | β |
| β | CSC HOLDINGS LLC | 126307AH0 | β | 270,000 | Exited | $0.3M | β | β | β |
| β | CMG MEDIA CORP | 88145LAE4 | β | 266,186 | Exited | $0.3M | β | β | β |
| β | GNMA | 38379TLM9 | β | 1,747,545 | Exited | $0.3M | β | β | β |
| β | AMSTED INDUSTRIES INC | 032177AH0 | β | 260,000 | Exited | $0.3M | β | β | β |
| β | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD | 00253XAA9 | β | 260,000 | Exited | $0.3M | β | β | β |
| β | SCIH SALT HOLDINGS INC | 78433BAA6 | β | 298,000 | Exited | $0.3M | β | β | β |
| β | FULL HOUSE RESORTS INC | 359678AC3 | β | 260,000 | Exited | $0.3M | β | β | β |
| β | OCCIDENTAL PETROLEUM CORP | 674599DJ1 | β | 248,000 | Exited | $0.3M | β | β | β |
| β | JAZZ INVESTMENTS I LTD | 472145AD3 | β | 252,000 | Exited | $0.3M | β | β | β |
| β | VAIL RESORTS INC | 91879QAN9 | β | 272,000 | Exited | $0.3M | β | β | β |
| β | UNIVISION COMMUNICATIONS INC | 914906AU6 | β | 255,000 | Exited | $0.3M | β | β | β |
| β | MICROCHIP TECHNOLOGY INC | 595017BA1 | β | 257,000 | Exited | $0.3M | β | β | β |
| β | EXPEDIA GROUP INC | 30212PBE4 | β | 217,000 | Exited | $0.3M | β | β | β |
| β | WESCO DISTRIBUTION INC | 95081QAP9 | β | 245,000 | Exited | $0.3M | β | β | β |
| β | ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP | 98981BAA0 | β | 285,000 | Exited | $0.3M | β | β | β |
| β | COMPASS MINERALS INTERNATIONAL INC | 20451NAG6 | β | 249,000 | Exited | $0.3M | β | β | β |
| β | FREDDIE MAC STACR TRUST 2019-DNA2 | 35564LAH0 | β | 250,045 | Exited | $0.3M | β | β | β |
| β | PACIRA BIOSCIENCES INC | 695127AF7 | β | 209,000 | Exited | $0.3M | β | β | β |
| β | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD | 00253XAB7 | β | 260,000 | Exited | $0.3M | β | β | β |
| β | UNITED AIRLINES INC | 90932RAJ3 | β | 252,450 | Exited | $0.3M | β | β | β |
| β | COUPA SOFTWARE INC | 22266LAF3 | β | 307,000 | Exited | $0.2M | β | β | β |
| β | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV | 88167AAQ4 | β | 275,000 | Exited | $0.2M | β | β | β |
| β | SIRIUS XM RADIO INC | 82967NBJ6 | β | 275,000 | Exited | $0.2M | β | β | β |
| β | BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2005-PWR7 | 07383F4C9 | β | 249,266 | Exited | $0.2M | β | β | β |
| β | BWAY HOLDING CO | 12429TAE4 | β | 260,000 | Exited | $0.2M | β | β | β |
| β | GFL ENVIRONMENTAL INC | 36168QAF1 | β | 250,000 | Exited | $0.2M | β | β | β |
| β | FORD MOTOR CREDIT CO LLC | 345397A45 | β | 260,000 | Exited | $0.2M | β | β | β |
| β | GNMA | 38375UD64 | β | 5,190,773 | Exited | $0.2M | β | β | β |
| β | CONTINENTAL RESOURCES INC/OK | 212015AS0 | β | 249,000 | Exited | $0.2M | β | β | β |
| β | CENOVUS ENERGY INC | 15135UAF6 | β | 214,000 | Exited | $0.2M | β | β | β |
| β | IHEARTMEDIA INC | 45174J509 | β | 15,096 | Exited | $0.2M | β | β | β |
| β | GINNIE MAE I POOL | 3617LNR89 | β | 245,456 | Exited | $0.2M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XLT9 | β | 235,878 | Exited | $0.2M | β | β | β |
| β | FORD MOTOR CO | 345370CA6 | β | 220,000 | Exited | $0.2M | β | β | β |
| β | MATTAMY GROUP CORP | 57701RAM4 | β | 280,000 | Exited | $0.2M | β | β | β |
| β | WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP | 983133AA7 | β | 270,000 | Exited | $0.2M | β | β | β |
| β | CENGAGE LEARNING INC | 15137NAA1 | β | 240,000 | Exited | $0.2M | β | β | β |
| β | SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HSP GAMING FINANCE CORP | 865033AC8 | β | 240,000 | Exited | $0.2M | β | β | β |
| β | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP | 451102BT3 | β | 237,000 | Exited | $0.2M | β | β | β |
| β | KFC HOLDING CO/PIZZA HUT HOLDINGS LLC/TACO BELL OF AMERICA LLC | 48250NAC9 | β | 235,000 | Exited | $0.2M | β | β | β |
| β | CONTINENTAL RESOURCES INC/OK | 212015AL5 | β | 231,000 | Exited | $0.2M | β | β | β |
| β | NEWELL BRANDS INC | 651229AW6 | β | 235,000 | Exited | $0.2M | β | β | β |
| β | TRANSDIGM INC | 893647BQ9 | β | 265,000 | Exited | $0.2M | β | β | β |
| β | UNITED STATES OF AMERICA | 912828L57 | β | 230,000 | Exited | $0.2M | β | β | β |
| β | LABORATOIRE EIMER SELAS | F5540NAA7 | β | 250,000 | Exited | $0.2M | β | β | β |
| β | URBAN ONE INC | 91705JAC9 | β | 238,000 | Exited | $0.2M | β | β | β |
| β | LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP | 505742AM8 | β | 250,000 | Exited | $0.2M | β | β | β |
| β | AG ISSUER LLC | 00119LAA9 | β | 235,000 | Exited | $0.2M | β | β | β |
| β | CNO FINANCIAL GROUP INC | 12621EAL7 | β | 225,000 | Exited | $0.2M | β | β | β |
| β | HESS MIDSTREAM OPERATIONS LP | 428104AA1 | β | 236,000 | Exited | $0.2M | β | β | β |
| β | FREDDIE MAC REMICS | 3137BG4Q9 | β | 1,483,240 | Exited | $0.2M | β | β | β |
| β | STATION CASINOS LLC | 857691AG4 | β | 250,000 | Exited | $0.2M | β | β | β |
| β | LIBERTY MEDIA CORP | 531229AK8 | β | 175,000 | Exited | $0.2M | β | β | β |
| β | PENNYMAC FINANCIAL SERVICES INC | 70932MAA5 | β | 240,000 | Exited | $0.2M | β | β | β |
| β | BANCA MONTE DEI PASCHI DI SIENA SPA | T1188BJD9 | β | 230,000 | Exited | $0.2M | β | β | β |
| β | NEXTERA ENERGY PARTNERS LP | 65341BAD8 | β | 234,000 | Exited | $0.2M | β | β | β |
| β | LSF11 A5 HOLDCO LLC | 50221DAA7 | β | 260,000 | Exited | $0.2M | β | β | β |
| β | AUDACY CAPITAL CORP | 29365DAB5 | β | 260,000 | Exited | $0.2M | β | β | β |
| β | AMERICAN AIRLINES GROUP INC | 02376RAF9 | β | 161,000 | Exited | $0.2M | β | β | β |
| β | WHITE CAP BUYER LLC | 96350RAA2 | β | 245,000 | Exited | $0.2M | β | β | β |
| β | MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC | 561233AE7 | β | 235,000 | Exited | $0.2M | β | β | β |
| β | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC | 74166MAE6 | β | 250,000 | Exited | $0.2M | β | β | β |
| β | CAESARS ENTERTAINMENT INC | 28470RAH5 | β | 220,000 | Exited | $0.2M | β | β | β |
| β | PACIFIC GAS AND ELECTRIC CO | 694308HP5 | β | 240,000 | Exited | $0.2M | β | β | β |
| β | GNMA | 38378PGF9 | β | 1,302,282 | Exited | $0.2M | β | β | β |
| β | NOVELIS CORP | 670001AH9 | β | 255,000 | Exited | $0.2M | β | β | β |
| β | CPG INTERNATIONAL LLC | 12626JAE7 | β | 219,490 | Exited | $0.2M | β | β | β |
| β | KRAFT HEINZ FOODS CO | 50077LAD8 | β | 228,000 | Exited | $0.2M | β | β | β |
| β | CARNIVAL CORP | 143658BN1 | β | 240,000 | Exited | $0.2M | β | β | β |
| β | CONTINENTAL RESOURCES INC/OK | 212015AT8 | β | 212,000 | Exited | $0.2M | β | β | β |
| β | IRB HOLDING CORP | 44988LAF4 | β | 218,182 | Exited | $0.2M | β | β | β |
| β | LIVE NATION ENTERTAINMENT INC | 538034AN9 | β | 218,000 | Exited | $0.2M | β | β | β |
| β | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC | 82453AAA5 | β | 221,000 | Exited | $0.2M | β | β | β |
| β | PHH MORTGAGE CORP | 69356NAA2 | β | 235,000 | Exited | $0.2M | β | β | β |
| β | CAESARS ENTERTAINMENT INC | 12769GAA8 | β | 245,000 | Exited | $0.2M | β | β | β |
| β | GNMA | 38378UUA3 | β | 1,276,432 | Exited | $0.2M | β | β | β |
| β | GNMA | 38376WK46 | β | 1,235,525 | Exited | $0.2M | β | β | β |
| β | CQP HOLDCO LP | 12657QAB9 | β | 208,425 | Exited | $0.2M | β | β | β |
| β | GAP INC/THE | 364760AQ1 | β | 260,000 | Exited | $0.2M | β | β | β |
| β | PM GENERAL PURCHASER LLC | 69356MAA4 | β | 214,000 | Exited | $0.2M | β | β | β |
| β | 1011778 BC ULC / NEW RED FINANCE INC | 68245XAH2 | β | 225,000 | Exited | $0.2M | β | β | β |
| β | TK ELEVATOR US NEWCO INC | 92537RAA7 | β | 220,000 | Exited | $0.2M | β | β | β |
| β | AKAMAI TECHNOLOGIES INC | 00971TAJ0 | β | 164,000 | Exited | $0.2M | β | β | β |
| β | GNMA | 38378TNU0 | β | 1,496,703 | Exited | $0.2M | β | β | β |
| β | BIG RIVER STEEL LLC / BRS FINANCE CORP | 08949LAB6 | β | 200,000 | Exited | $0.2M | β | β | β |
| β | GNMA | 38379FFA2 | β | 1,020,317 | Exited | $0.2M | β | β | β |
| β | CITIGROUP MORTGAGE LOAN TRUST 2007-AR5 | 17311LAA9 | β | 208,282 | Exited | $0.2M | β | β | β |
| β | POLARIS NEWCO LLC | 73108RAB4 | β | 203,975 | Exited | $0.2M | β | β | β |
| β | KLEOPATRA HOLDINGS 2 SCA | L5841GAA1 | β | 260,000 | Exited | $0.2M | β | β | β |
| β | TRANSOCEAN INC | 893830BJ7 | β | 215,000 | Exited | $0.2M | β | β | β |
| β | EPICOR SOFTWARE CORP | 29426NAN4 | β | 201,925 | Exited | $0.2M | β | β | β |
| β | CENTENNIAL RESOURCE PRODUCTION LLC | 15138AAC4 | β | 200,000 | Exited | $0.2M | β | β | β |
| β | FORD MOTOR CREDIT CO LLC | 345397A60 | β | 200,000 | Exited | $0.2M | β | β | β |
| β | GNMA | 38376RPW0 | β | 7,299,857 | Exited | $0.2M | β | β | β |
| β | DEXCOM INC | 252131AK3 | β | 190,000 | Exited | $0.2M | β | β | β |
| β | DOMINICAN REPUBLIC | 25714PED6 | β | 230,000 | Exited | $0.2M | β | β | β |
| β | FREDDIE MAC REMICS | 3137BXH62 | β | 1,221,483 | Exited | $0.2M | β | β | β |
| β | SHIFT4 PAYMENTS INC | 82452JAB5 | β | 204,000 | Exited | $0.2M | β | β | β |
| β | FOREST CITY ENTERPRISES LP | 34555QAF7 | β | 197,486 | Exited | $0.2M | β | β | β |
| β | OLYMPUS WATER US HOLDING CORP | 681639AB6 | β | 235,000 | Exited | $0.2M | β | β | β |
| β | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO | 25277LAF3 | β | 526,000 | Exited | $0.2M | β | β | β |
| β | LCH Limited | 99MD509M8 | β | 1,571,100 | Exited | $0.2M | β | β | β |
| β | CONTINENTAL RESOURCES INC/OK | 212015AV3 | β | 235,000 | Exited | $0.2M | β | β | β |
| β | ENPHASE ENERGY INC | 29355AAK3 | β | 204,000 | Exited | $0.2M | β | β | β |
| β | IRONWOOD PHARMACEUTICALS INC | 46333XAH1 | β | 171,000 | Exited | $0.2M | β | β | β |
| β | GNMA | 38376MVG9 | β | 957,658 | Exited | $0.2M | β | β | β |
| β | GNMA | 38376WP82 | β | 1,086,968 | Exited | $0.2M | β | β | β |
| β | TENET HEALTHCARE CORP | 88033GDL1 | β | 210,000 | Exited | $0.2M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XSX3 | β | 184,221 | Exited | $0.2M | β | β | β |
| β | ZENDESK INC | 98936JAD3 | β | 148,000 | Exited | $0.2M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XWW0 | β | 180,000 | Exited | $0.2M | β | β | β |
| β | PULTEGROUP INC | 745867AM3 | β | 155,000 | Exited | $0.2M | β | β | β |
| β | DEUTSCHE BANK AG | 251525AX9 | β | 200,000 | Exited | $0.2M | β | β | β |
| β | DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC | 25461LAA0 | β | 197,000 | Exited | $0.2M | β | β | β |
| β | NATIONSTAR MORTGAGE HOLDINGS INC | 63861CAC3 | β | 203,000 | Exited | $0.2M | β | β | β |
| β | JAZZ SECURITIES DAC | 47216FAA5 | β | 200,000 | Exited | $0.2M | β | β | β |
| β | SIGNAL PARENT INC | 82666QAA3 | β | 240,000 | Exited | $0.2M | β | β | β |
| β | GNMA | 38376WM85 | β | 937,893 | Exited | $0.2M | β | β | β |
| β | STAPLES INC | 855031AQ3 | β | 190,669 | Exited | $0.2M | β | β | β |
| β | UNITED STATES OF AMERICA | 912828ZB9 | β | 198,000 | Exited | $0.2M | β | β | β |
| β | BOX INC | 10316TAB0 | β | 138,000 | Exited | $0.2M | β | β | β |
| β | CHENIERE ENERGY PARTNERS LP | 16411QAK7 | β | 200,000 | Exited | $0.2M | β | β | β |
| β | RATTLER MIDSTREAM LP | 75419TAA1 | β | 180,000 | Exited | $0.2M | β | β | β |
| β | GARDA WORLD SECURITY CORP | C4000KAD6 | β | 182,072 | Exited | $0.2M | β | β | β |
| β | LAMB WESTON HOLDINGS INC | 513272AC8 | β | 185,000 | Exited | $0.2M | β | β | β |
| β | BAUSCH HEALTH COS INC | 071734AF4 | β | 235,000 | Exited | $0.2M | β | β | β |
| β | ALTICE FRANCE SA/FRANCE | 02156LAC5 | β | 200,000 | Exited | $0.2M | β | β | β |
| β | MERCER INTERNATIONAL INC | 588056BB6 | β | 190,000 | Exited | $0.2M | β | β | β |
| β | TRONOX INC | 897051AC2 | β | 195,000 | Exited | $0.2M | β | β | β |
| β | VIRGIN MEDIA FINANCE PLC | 92769VAJ8 | β | 200,000 | Exited | $0.2M | β | β | β |
| β | BEAR STEARNS ALT-A TRUST 2005-7 | 07386HVR9 | β | 194,599 | Exited | $0.2M | β | β | β |
| β | JOHN BEAN TECHNOLOGIES CORP | 477839AB0 | β | 183,000 | Exited | $0.2M | β | β | β |
| β | ADIENT US LLC | 00687MAC5 | β | 173,688 | Exited | $0.2M | β | β | β |
| β | OVINTIV INC | 292505AE4 | β | 155,000 | Exited | $0.2M | β | β | β |
| β | TTM TECHNOLOGIES INC | 87305RAK5 | β | 195,000 | Exited | $0.2M | β | β | β |
| β | TRANSOCEAN POSEIDON LTD | 89383JAA6 | β | 178,125 | Exited | $0.2M | β | β | β |
| β | LA FINANCIERE ATALIAN SASU | F5474SAE8 | β | 200,000 | Exited | $0.2M | β | β | β |
| β | GNMA | 38379T3W7 | β | 1,026,411 | Exited | $0.2M | β | β | β |
| β | LAMB WESTON HOLDINGS INC | 513272AD6 | β | 190,000 | Exited | $0.2M | β | β | β |
| β | TWITTER INC | 90184LAN2 | β | 181,000 | Exited | $0.2M | β | β | β |
| β | BENTLEY SYSTEMS INC | 08265TAC3 | β | 201,000 | Exited | $0.2M | β | β | β |
| β | NIELSEN FINANCE LLC / NIELSEN FINANCE CO | 65409QBD3 | β | 175,000 | Exited | $0.2M | β | β | β |
| β | CLEAR CHANNEL OUTDOOR HOLDINGS INC | 18453HAA4 | β | 180,000 | Exited | $0.2M | β | β | β |
| β | COMSTOCK RESOURCES INC | 205768AT1 | β | 175,000 | Exited | $0.2M | β | β | β |
| β | GUIDEWIRE SOFTWARE INC | 40171VAA8 | β | 167,000 | Exited | $0.2M | β | β | β |
| β | LIBERTY TRIPADVISOR HOLDINGS INC | 531465AA0 | β | 212,000 | Exited | $0.2M | β | β | β |
| β | ZIFF DAVIS INC | 48123VAD4 | β | 157,000 | Exited | $0.2M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711X5R1 | β | 166,557 | Exited | $0.2M | β | β | β |
| β | RINGCENTRAL INC | 76680RAF4 | β | 199,000 | Exited | $0.2M | β | β | β |
| β | DIRECTV FINANCING LLC | 25460HAB8 | β | 167,125 | Exited | $0.2M | β | β | β |
| β | SILICON LABORATORIES INC | 826919AD4 | β | 131,000 | Exited | $0.2M | β | β | β |
| β | 1011778 BC ULC / NEW RED FINANCE INC | 68245XAJ8 | β | 182,000 | Exited | $0.2M | β | β | β |
| β | NABORS INDUSTRIES INC | 62957HAH8 | β | 160,671 | Exited | $0.2M | β | β | β |
| β | FREDDIE MAC REMICS | 3137BPMY2 | β | 1,358,223 | Exited | $0.2M | β | β | β |
| β | BILL.COM HOLDINGS INC | 090043AC4 | β | 196,000 | Exited | $0.2M | β | β | β |
| β | ON SEMICONDUCTOR CORP | 682189AS4 | β | 139,000 | Exited | $0.2M | β | β | β |
| β | ROBERTSHAW US HOLDING CORP | 77051UAH2 | β | 220,000 | Exited | $0.2M | β | β | β |
| β | CHEGG INC | 163092AF6 | β | 212,000 | Exited | $0.2M | β | β | β |
| β | VTB BANK OJSC VIA VTB CAPITAL SA | 92909MAF7 | β | 3,280,000 | Exited | $0.2M | β | β | β |
| β | MATTAMY GROUP CORP | 57701RAJ1 | β | 175,000 | Exited | $0.2M | β | β | β |
| β | MERCER INTERNATIONAL INC | 588056AW1 | β | 164,000 | Exited | $0.2M | β | β | β |
| β | CYBERARK SOFTWARE LTD | 23248VAB1 | β | 137,000 | Exited | $0.2M | β | β | β |
| β | COMMSCOPE TECHNOLOGIES LLC | 20337YAA5 | β | 185,000 | Exited | $0.2M | β | β | β |
| β | CLARIOS GLOBAL LP | 18060TAA3 | β | 158,000 | Exited | $0.2M | β | β | β |
| β | NOVELIS CORP | 670001AE6 | β | 175,000 | Exited | $0.2M | β | β | β |
| β | UNITY SOFTWARE INC | 91332UAA9 | β | 205,000 | Exited | $0.2M | β | β | β |
| β | FREDDIE MAC REMICS | 3137AV3L9 | β | 835,607 | Exited | $0.2M | β | β | β |
| β | VISTRA OPERATIONS CO LLC | 92840VAF9 | β | 165,000 | Exited | $0.2M | β | β | β |
| β | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP | 03690EAA6 | β | 150,000 | Exited | $0.2M | β | β | β |
| β | VERTIV GROUP CORP | 92535UAB0 | β | 180,000 | Exited | $0.2M | β | β | β |
| β | QUORUM HEALTH CORP | 74909HAE9 | β | 196,163 | Exited | $0.2M | β | β | β |
| β | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP | 1248EPCN1 | β | 185,000 | Exited | $0.2M | β | β | β |
| β | GNMA | 38375ARB2 | β | 821,112 | Exited | $0.2M | β | β | β |
| β | RAPID7 INC | 753422AF1 | β | 139,000 | Exited | $0.2M | β | β | β |
| β | CDI ESCROW ISSUER INC | 12511VAA6 | β | 161,000 | Exited | $0.2M | β | β | β |
| β | NRG ENERGY INC | 629377CS9 | β | 185,000 | Exited | $0.2M | β | β | β |
| β | CONTINENTAL RESOURCES INC/OK | 212015AQ4 | β | 175,000 | Exited | $0.2M | β | β | β |
| β | UBER TECHNOLOGIES INC | 90353TAJ9 | β | 177,000 | Exited | $0.2M | β | β | β |
| β | TRANSDIGM INC | 893647BP1 | β | 175,000 | Exited | $0.2M | β | β | β |
| β | GNMA | 38378FMA5 | β | 719,354 | Exited | $0.2M | β | β | β |
| β | BANK OF AMERICA CORP | 060505EN0 | β | 148,000 | Exited | $0.1M | β | β | β |
| β | NCL CORP LTD | 62886HBJ9 | β | 164,000 | Exited | $0.1M | β | β | β |
| β | AVALARA INC | 05338GAA4 | β | 186,000 | Exited | $0.1M | β | β | β |
| β | T-MOBILE USA INC | 87264ABT1 | β | 175,000 | Exited | $0.1M | β | β | β |
| β | ORTHO-CLINICAL DIAGNOSTICS INC | L7300KAJ3 | β | 148,842 | Exited | $0.1M | β | β | β |
| β | HCA INC | 404119BX6 | β | 155,000 | Exited | $0.1M | β | β | β |
| β | SOLAREDGE TECHNOLOGIES INC | 83417MAD6 | β | 126,000 | Exited | $0.1M | β | β | β |
| β | 1011778 BC ULC / NEW RED FINANCE INC | 68245XAM1 | β | 170,000 | Exited | $0.1M | β | β | β |
| β | NEWELL BRANDS INC | 651229BB1 | β | 143,000 | Exited | $0.1M | β | β | β |
| β | GINNIE MAE I POOL | 3617LCDT2 | β | 144,935 | Exited | $0.1M | β | β | β |
| β | BUILDERS FIRSTSOURCE INC | 12008RAP2 | β | 165,000 | Exited | $0.1M | β | β | β |
| β | WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP | 983130AX3 | β | 153,000 | Exited | $0.1M | β | β | β |
| β | UNIVISION COMMUNICATIONS INC | 914906AT9 | β | 134,000 | Exited | $0.1M | β | β | β |
| β | GNMA | 38375AT87 | β | 748,392 | Exited | $0.1M | β | β | β |
| β | GOEASY LTD | 380355AF4 | β | 150,000 | Exited | $0.1M | β | β | β |
| β | COMPASS MINERALS INTERNATIONAL INC | 20451NAE1 | β | 140,000 | Exited | $0.1M | β | β | β |
| β | BLOCK INC | 852234AM5 | β | 165,000 | Exited | $0.1M | β | β | β |
| β | ENTERPRISE MERGER SUB INC | 29373UAC5 | β | 226,489 | Exited | $0.1M | β | β | β |
| β | DISH DBS CORP | 25470XBD6 | β | 175,000 | Exited | $0.1M | β | β | β |
| β | NEOGENOMICS INC | 64049MAB6 | β | 198,000 | Exited | $0.1M | β | β | β |
| β | SM ENERGY CO | 78454LAP5 | β | 137,000 | Exited | $0.1M | β | β | β |
| β | BURLINGTON STORES INC | 122017AB2 | β | 113,000 | Exited | $0.1M | β | β | β |
| β | NETFLIX INC | 64110LAU0 | β | 135,000 | Exited | $0.1M | β | β | β |
| β | GUARDANT HEALTH INC | 40131MAB5 | β | 169,000 | Exited | $0.1M | β | β | β |
| β | LIVE NATION ENTERTAINMENT INC | 538034AV1 | β | 130,000 | Exited | $0.1M | β | β | β |
| β | ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC | 29260FAF7 | β | 131,000 | Exited | $0.1M | β | β | β |
| β | DCP MIDSTREAM OPERATING LP | 23311RAA4 | β | 118,000 | Exited | $0.1M | β | β | β |
| β | IRB HOLDING CORP | 44988MAC9 | β | 130,000 | Exited | $0.1M | β | β | β |
| β | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 | 61762TAN6 | β | 1,900,000 | Exited | $0.1M | β | β | β |
| β | JELD-WEN INC | 475795AD2 | β | 147,000 | Exited | $0.1M | β | β | β |
| β | WOLFSPEED INC | 977852AA0 | β | 133,000 | Exited | $0.1M | β | β | β |
| β | ROCKET SOFTWARE INC | 77313DAT8 | β | 133,988 | Exited | $0.1M | β | β | β |
| β | JETBLUE AIRWAYS CORP | 477143AP6 | β | 163,000 | Exited | $0.1M | β | β | β |
| β | CALLON PETROLEUM CO | 13123XBB7 | β | 125,000 | Exited | $0.1M | β | β | β |
| β | SM ENERGY CO | 78454LAN0 | β | 133,000 | Exited | $0.1M | β | β | β |
| β | EVERBRIDGE INC | 29978AAE4 | β | 153,000 | Exited | $0.1M | β | β | β |
| β | TANDEM DIABETES CARE INC | 875372AA2 | β | 118,000 | Exited | $0.1M | β | β | β |
| β | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES | 3137G0JJ9 | β | 122,239 | Exited | $0.1M | β | β | β |
| β | BAUSCH HEALTH COS INC | 071734AK3 | β | 180,000 | Exited | $0.1M | β | β | β |
| β | VIAVI SOLUTIONS INC | 925550AB1 | β | 109,000 | Exited | $0.1M | β | β | β |
| β | GNMA | 38376VHX8 | β | 674,493 | Exited | $0.1M | β | β | β |
| β | AXALTA COATING SYSTEMS LLC | 05453GAC9 | β | 150,000 | Exited | $0.1M | β | β | β |
| β | DISH DBS CORP | 25470XBF1 | β | 145,000 | Exited | $0.1M | β | β | β |
| β | GINNIE MAE I POOL | 3617K4VA2 | β | 122,558 | Exited | $0.1M | β | β | β |
| β | BLACKSTONE MORTGAGE TRUST INC | 09257WAC4 | β | 129,000 | Exited | $0.1M | β | β | β |
| β | ADT SECURITY CORP/THE | 00109LAA1 | β | 150,000 | Exited | $0.1M | β | β | β |
| β | TRIPADVISOR INC | 896945AA0 | β | 124,000 | Exited | $0.1M | β | β | β |
| β | CHEESECAKE FACTORY INC/THE | 163072AA9 | β | 148,000 | Exited | $0.1M | β | β | β |
| β | FREEPORT-MCMORAN INC | 35671DCG8 | β | 130,000 | Exited | $0.1M | β | β | β |
| β | CABLE ONE INC | 12685JAG0 | β | 153,000 | Exited | $0.1M | β | β | β |
| β | FREEPORT-MCMORAN INC | 35671DCH6 | β | 130,000 | Exited | $0.1M | β | β | β |
| β | DCP MIDSTREAM OPERATING LP | 23311VAJ6 | β | 124,000 | Exited | $0.1M | β | β | β |
| β | NIELSEN CO LUXEMBOURG SARL/THE | 65410CAC4 | β | 125,000 | Exited | $0.1M | β | β | β |
| β | CERIDIAN HCM HOLDING INC | 15677JAD0 | β | 152,000 | Exited | $0.1M | β | β | β |
| β | UPWORK INC | 91688FAA2 | β | 160,000 | Exited | $0.1M | β | β | β |
| β | BAUSCH HEALTH COS INC | 071734AN7 | β | 140,000 | Exited | $0.1M | β | β | β |
| β | SPOTIFY USA INC | 84921RAB6 | β | 152,000 | Exited | $0.1M | β | β | β |
| β | BOYD GAMING CORP | 103304BU4 | β | 130,000 | Exited | $0.1M | β | β | β |
| β | AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC | 024747AF4 | β | 130,000 | Exited | $0.1M | β | β | β |
| β | MATCH GROUP HOLDINGS II LLC | 57665RAN6 | β | 130,000 | Exited | $0.1M | β | β | β |
| β | GLOBAL MEDICAL RESPONSE INC | 37960BAA3 | β | 125,000 | Exited | $0.1M | β | β | β |
| β | BEAUTY HEALTH CO/THE | 88331LAA6 | β | 144,000 | Exited | $0.1M | β | β | β |
| β | TWILIO INC | 90138FAD4 | β | 140,000 | Exited | $0.1M | β | β | β |
| β | LYFT INC | 55087PAB0 | β | 107,000 | Exited | $0.1M | β | β | β |
| β | TEREX CORP | 880779BA0 | β | 130,000 | Exited | $0.1M | β | β | β |
| β | BATH AND BODY WORKS INC | 501797AW4 | β | 120,000 | Exited | $0.1M | β | β | β |
| β | YUM! BRANDS INC | 988498AL5 | β | 125,000 | Exited | $0.1M | β | β | β |
| β | SOFI TECHNOLOGIES INC | 83406FAA0 | β | 176,000 | Exited | $0.1M | β | β | β |
| β | NEUROCRINE BIOSCIENCES INC | 64125CAD1 | β | 92,000 | Exited | $0.1M | β | β | β |
| β | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP | 451102CC9 | β | 136,000 | Exited | $0.1M | β | β | β |
| β | OWENS AND MINOR INC | 690732AF9 | β | 130,000 | Exited | $0.1M | β | β | β |
| β | SPECTRUM BRANDS INC | 84762LAV7 | β | 125,000 | Exited | $0.1M | β | β | β |
| β | FREEDOM MORTGAGE CORP | 35640YAA5 | β | 120,000 | Exited | $0.1M | β | β | β |
| β | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP | 1248EPCD3 | β | 130,000 | Exited | $0.1M | β | β | β |
| β | OMNICELL INC | 68213NAD1 | β | 94,000 | Exited | $0.1M | β | β | β |
| β | ALARM.COM HOLDINGS INC | 011642AB1 | β | 139,000 | Exited | $0.1M | β | β | β |
| β | TELADOC HEALTH INC | 87918AAF2 | β | 155,000 | Exited | $0.1M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XSW5 | β | 110,000 | Exited | $0.1M | β | β | β |
| β | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP | 1248EPCE1 | β | 130,000 | Exited | $0.1M | β | β | β |
| β | OASIS PETROLEUM INC | 674215207 | β | 854 | Exited | $0.1M | β | β | β |
| β | GNMA | 38378JNF5 | β | 986,549 | Exited | $0.1M | β | β | β |
| β | GRAY ESCROW II INC | 389286AA3 | β | 130,000 | Exited | $0.1M | β | β | β |
| β | HCA INC | 404119CA5 | β | 125,000 | Exited | $0.1M | β | β | β |
| β | FIVE9 INC | 338307AD3 | β | 104,000 | Exited | $0.1M | β | β | β |
| β | BAUSCH HEALTH COS INC | 071734AP2 | β | 116,000 | Exited | $0.1M | β | β | β |
| β | NATIONAL VISION HOLDINGS INC | 63845RAB3 | β | 81,000 | Exited | $0.1M | β | β | β |
| β | BROOKFIELD RESIDENTIAL PROPERTIES INC / BROOKFIELD RESIDENTIAL US LLC | 11283YAG5 | β | 125,000 | Exited | $0.1M | β | β | β |
| β | AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC | 024747AG2 | β | 125,000 | Exited | $0.1M | β | β | β |
| β | ONEMAIN FINANCE CORP | 85172FAS8 | β | 105,000 | Exited | $0.1M | β | β | β |
| β | LEVI STRAUSS AND CO | 52736RBJ0 | β | 127,000 | Exited | $0.1M | β | β | β |
| β | LEVEL 3 FINANCING INC | 527298BN2 | β | 122,000 | Exited | $0.1M | β | β | β |
| β | KRAFT HEINZ FOODS CO | 50077LAL0 | β | 110,000 | Exited | $0.1M | β | β | β |
| β | LIBERTY MEDIA CORP | 531229AB8 | β | 84,000 | Exited | $0.1M | β | β | β |
| β | T-MOBILE USA INC | 87264ABS3 | β | 125,000 | Exited | $0.1M | β | β | β |
| β | ENLINK MIDSTREAM LLC | 29336TAC4 | β | 109,000 | Exited | $0.1M | β | β | β |
| β | SINCLAIR TELEVISION GROUP INC | 829259BA7 | β | 130,000 | Exited | $0.1M | β | β | β |
| β | YUM! BRANDS INC | 988498AN1 | β | 125,000 | Exited | $0.1M | β | β | β |
| β | VISTRA OPERATIONS CO LLC | 92840VAE2 | β | 115,000 | Exited | $0.1M | β | β | β |
| β | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC | 74166MAF3 | β | 125,000 | Exited | $0.1M | β | β | β |
| β | MILLENNIUM ESCROW CORP | 60041CAA6 | β | 115,000 | Exited | $0.1M | β | β | β |
| β | NETFLIX INC | U74079AP6 | β | 100,000 | Exited | $0.1M | β | β | β |
| β | TEMPO ACQUISITION LLC / TEMPO ACQUISITION FINANCE CORP | 88023JAD8 | β | 105,000 | Exited | $0.1M | β | β | β |
| β | DIEBOLD NIXDORF INC | 253657AA8 | β | 119,000 | Exited | $0.1M | β | β | β |
| β | IMPINJ INC | 453204AC3 | β | 128,000 | Exited | $0.1M | β | β | β |
| β | SUNRUN INC | 86771WAB1 | β | 137,000 | Exited | $0.1M | β | β | β |
| β | CENTENE CORP | 15135BAW1 | β | 120,000 | Exited | $0.1M | β | β | β |
| β | T-MOBILE USA INC | 87264ABF1 | β | 110,000 | Exited | $0.1M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XYX6 | β | 103,077 | Exited | $0.1M | β | β | β |
| β | NRG ENERGY INC | 629377CH3 | β | 109,000 | Exited | $0.1M | β | β | β |
| β | TK ELEVATOR US NEWCO INC | D9000BAD4 | β | 103,479 | Exited | $0.1M | β | β | β |
| β | BUCKEYE PARTNERS LP | 118230AM3 | β | 122,000 | Exited | $0.1M | β | β | β |
| β | HUB INTERNATIONAL LTD | 44332EAU0 | β | 97,763 | Exited | $0.1M | β | β | β |
| β | DIGITALOCEAN HOLDINGS INC | 25402DAA0 | β | 131,000 | Exited | $0.1M | β | β | β |
| β | IHEARTCOMMUNICATIONS INC | 45174UAF5 | β | 97,581 | Exited | $0.1M | β | β | β |
| β | FREDDIE MAC REMICS | 3137B0DZ4 | β | 1,426,861 | Exited | $0.1M | β | β | β |
| β | UNITED AIRLINES INC | 90932LAG2 | β | 100,000 | Exited | $0.1M | β | β | β |
| β | CHAMPIONX CORP | 03755LAC8 | β | 95,000 | Exited | $0.1M | β | β | β |
| β | MASONITE INTERNATIONAL CORP | 575385AD1 | β | 100,000 | Exited | $0.1M | β | β | β |
| β | CHS/COMMUNITY HEALTH SYSTEMS INC | 12543DBG4 | β | 100,000 | Exited | $0.1M | β | β | β |
| β | 3D SYSTEMS CORP | 88554DAC0 | β | 128,000 | Exited | $0.1M | β | β | β |
| β | NETFLIX INC | 64110LAS5 | β | 95,000 | Exited | $0.1M | β | β | β |
| β | ZILLOW GROUP INC | 98954MAH4 | β | 90,000 | Exited | $0.1M | β | β | β |
| β | ENDO LUXEMBOURG FINANCE CO I SARL / ENDO US INC | 29280BAA3 | β | 105,000 | Exited | $0.1M | β | β | β |
| β | UNITED AIRLINES INC | 90932LAH0 | β | 100,000 | Exited | $0.1M | β | β | β |
| β | BUCKEYE PARTNERS LP | 118230AU5 | β | 100,000 | Exited | $0.1M | β | β | β |
| β | OASIS PETROLEUM INC | 674215AL2 | β | 90,000 | Exited | $0.1M | β | β | β |
| β | NIELSEN FINANCE LLC / NIELSEN FINANCE CO | 65409QBH4 | β | 95,000 | Exited | $0.1M | β | β | β |
| β | SERVICE PROPERTIES TRUST | 81761LAA0 | β | 88,000 | Exited | $0.1M | β | β | β |
| β | BEACON ROOFING SUPPLY INC | 073685AF6 | β | 90,000 | Exited | $0.1M | β | β | β |
| β | WINNEBAGO INDUSTRIES INC | 974637AB6 | β | 80,000 | Exited | $0.1M | β | β | β |
| β | BLACKLINE INC | 09239BAD1 | β | 102,000 | Exited | $0.1M | β | β | β |
| β | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP | 1248EPCK7 | β | 98,000 | Exited | $0.1M | β | β | β |
| β | WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP | 983133AB5 | β | 80,000 | Exited | $0.1M | β | β | β |
| β | BLOCK INC | 852234AJ2 | β | 95,000 | Exited | $0.1M | β | β | β |
| β | SERVICE CORP INTERNATIONAL/US | 817565CF9 | β | 95,000 | Exited | $0.1M | β | β | β |
| β | UNIVISION COMMUNICATIONS INC | 914906AV4 | β | 90,000 | Exited | $0.1M | β | β | β |
| β | VIPER ENERGY PARTNERS LP | 92763MAA3 | β | 80,000 | Exited | $0.1M | β | β | β |
| β | MADISON IAQ LLC | 55760LAA5 | β | 90,000 | Exited | $0.1M | β | β | β |
| β | TRANSOCEAN PONTUS LTD | 89382PAA3 | β | 79,950 | Exited | $0.1M | β | β | β |
| β | APACHE CORP | 037411BE4 | β | 83,000 | Exited | $0.1M | β | β | β |
| β | MATCH GROUP HOLDINGS II LLC | 57665RAG1 | β | 80,000 | Exited | $0.1M | β | β | β |
| β | FREEDOM MORTGAGE CORP | 35640YAG2 | β | 90,000 | Exited | $0.1M | β | β | β |
| β | STANDARD INDUSTRIES INC/NJ | 853496AH0 | β | 95,000 | Exited | $0.1M | β | β | β |
| β | SM ENERGY CO | 78454LAT7 | β | 70,000 | Exited | $0.1M | β | β | β |
| β | GOEASY LTD | 380355AD9 | β | 75,000 | Exited | $0.1M | β | β | β |
| β | DISH DBS CORP | 25470XBE4 | β | 80,000 | Exited | $0.1M | β | β | β |
| β | ALLISON TRANSMISSION | 019736AE7 | β | 75,000 | Exited | $0.1M | β | β | β |
| β | FREDDIE MAC REMICS | 3137ANL94 | β | 655,913 | Exited | $0.1M | β | β | β |
| β | GINNIE MAE I POOL | 3617LE6Y5 | β | 72,680 | Exited | $0.1M | β | β | β |
| β | ARCHES BUYER INC | 039524AA1 | β | 80,000 | Exited | $0.1M | β | β | β |
| β | SCOTTS MIRACLE-GRO CO/THE | 810186AW6 | β | 85,000 | Exited | $0.1M | β | β | β |
| β | GINNIE MAE I POOL | 3617MUEF0 | β | 67,033 | Exited | $0.1M | β | β | β |
| β | BAUSCH HEALTH COS INC | 071734AM9 | β | 100,000 | Exited | $0.1M | β | β | β |
| β | ARCHES BUYER INC | 039524AB9 | β | 80,000 | Exited | $0.1M | β | β | β |
| β | DIAMOND SPORTS GROUP LLC | 25277BAG3 | β | 209,113 | Exited | $0.1M | β | β | β |
| β | JELD-WEN INC | 475795AE0 | β | 68,000 | Exited | $0.1M | β | β | β |
| β | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC | 013092AE1 | β | 75,000 | Exited | $0.1M | β | β | β |
| β | ASURION LLC | 04649VAY6 | β | 69,474 | Exited | $0.1M | β | β | β |
| β | PERFICIENT INC | 71375UAE1 | β | 78,000 | Exited | $0.1M | β | β | β |
| β | NCL CORP LTD | 62886HBE0 | β | 70,000 | Exited | $0.1M | β | β | β |
| β | COINBASE GLOBAL INC | 19260QAC1 | β | 85,000 | Exited | $0.1M | β | β | β |
| β | WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2004-C15 | 929766WV1 | β | 73,537 | Exited | $0.1M | β | β | β |
| β | NATIONSTAR MORTGAGE HOLDINGS INC | 63861CAD1 | β | 75,000 | Exited | $0.1M | β | β | β |
| β | GNMA | 38378WY49 | β | 511,829 | Exited | $0.1M | β | β | β |
| β | OCCIDENTAL PETROLEUM CORP | 674599ED3 | β | 60,000 | Exited | $0.1M | β | β | β |
| β | AMWINS GROUP INC | 031921AB5 | β | 70,000 | Exited | $0.1M | β | β | β |
| β | GNMA | 38382CRX1 | β | 668,916 | Exited | $0.1M | β | β | β |
| β | BUCKEYE PARTNERS LP | 118230AQ4 | β | 67,000 | Exited | $0.1M | β | β | β |
| β | TENET HEALTHCARE CORP | 88033GCX6 | β | 63,000 | Exited | $0.1M | β | β | β |
| β | KLOCKNER-PENTAPLAST OF AMERICA INC | 49865NAT7 | β | 69,300 | Exited | $0.1M | β | β | β |
| β | CALPINE CORP | 131347CK0 | β | 62,000 | Exited | $0.1M | β | β | β |
| β | PACIFIC GAS AND ELECTRIC CO | 694308HS9 | β | 65,000 | Exited | $0.1M | β | β | β |
| β | AMSTED INDUSTRIES INC | 032177AJ6 | β | 65,000 | Exited | $0.1M | β | β | β |
| β | COINBASE GLOBAL INC | 19260QAD9 | β | 80,000 | Exited | $0.1M | β | β | β |
| β | MATCH GROUP HOLDINGS II LLC | 57667JAA0 | β | 70,000 | Exited | $0.1M | β | β | β |
| β | ROYAL CARIBBEAN CRUISES LTD | 780153BJ0 | β | 60,000 | Exited | $0.1M | β | β | β |
| β | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER | 01883LAB9 | β | 60,000 | Exited | $0.1M | β | β | β |
| β | LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP | 505742AG1 | β | 55,000 | Exited | $0.1M | β | β | β |
| β | MATTEL INC | 577081BE1 | β | 55,000 | Exited | $0.1M | β | β | β |
| β | RAPTOR ACQUISITION CORP / RAPTOR CO-ISSUER LLC | 75383KAA2 | β | 55,000 | Exited | $0.1M | β | β | β |
| β | CINEMARK USA INC | 172441BC0 | β | 50,000 | Exited | $0.1M | β | β | β |
| β | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP | 451102BZ9 | β | 55,000 | Exited | $0.1M | β | β | β |
| β | COMSTOCK RESOURCES INC | 22304LAA8 | β | 49,000 | Exited | $0.1M | β | β | β |
| β | GNMA | 38381XTX4 | β | 451,752 | Exited | $0.0M | β | β | β |
| β | FREDDIE MAC REMICS | 3137ABAN1 | β | 1,098,643 | Exited | $0.0M | β | β | β |
| β | GNMA | 38378FZA1 | β | 404,683 | Exited | $0.0M | β | β | β |
| β | AMERICAN AXLE AND MANUFACTURING INC | 02406MAP2 | β | 48,577 | Exited | $0.0M | β | β | β |
| β | YUM! BRANDS INC | 988498AR2 | β | 50,000 | Exited | $0.0M | β | β | β |
| β | INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC | 45827MAA5 | β | 50,000 | Exited | $0.0M | β | β | β |
| β | GFL ENVIRONMENTAL INC | 36168QAL8 | β | 53,000 | Exited | $0.0M | β | β | β |
| β | LEVEL 3 FINANCING INC | 527298BR3 | β | 54,000 | Exited | $0.0M | β | β | β |
| β | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C4 | 46636DAU0 | β | 44,867 | Exited | $0.0M | β | β | β |
| β | GINNIE MAE I POOL | 3617K4VC8 | β | 42,320 | Exited | $0.0M | β | β | β |
| β | OPTION CARE HEALTH INC | 68404LAA0 | β | 50,000 | Exited | $0.0M | β | β | β |
| β | PQ CORP | 27922JAB2 | β | 44,662 | Exited | $0.0M | β | β | β |
| β | T-MOBILE USA INC | 87264AAT2 | β | 43,000 | Exited | $0.0M | β | β | β |
| β | FREDDIE MAC REMICS | 3137FCPP3 | β | 298,765 | Exited | $0.0M | β | β | β |
| β | PROOFPOINT INC | 74345HAD3 | β | 43,000 | Exited | $0.0M | β | β | β |
| β | FANNIE MAE REMICS | 3136AQZW3 | β | 615,604 | Exited | $0.0M | β | β | β |
| β | GARTNER INC | 366651AG2 | β | 45,000 | Exited | $0.0M | β | β | β |
| β | GINNIE MAE I POOL | 3617M6FK1 | β | 38,561 | Exited | $0.0M | β | β | β |
| β | PRECISION DRILLING CORP | 740212AM7 | β | 40,000 | Exited | $0.0M | β | β | β |
| β | COMMSCOPE INC | 20338QAD5 | β | 40,000 | Exited | $0.0M | β | β | β |
| β | ENERGY TRANSFER LP | 29273VAJ9 | β | 41,000 | Exited | $0.0M | β | β | β |
| β | CDW LLC / CDW FINANCE CORP | 12513GBF5 | β | 40,000 | Exited | $0.0M | β | β | β |
| β | BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2007-TOP26 | 07388VAH1 | β | 689,826 | Exited | $0.0M | β | β | β |
| β | GNMA | 38381WUN6 | β | 346,282 | Exited | $0.0M | β | β | β |
| β | BATH AND BODY WORKS INC | 501797AU8 | β | 29,000 | Exited | $0.0M | β | β | β |
| β | CARNIVAL CORP | 143658BL5 | β | 33,000 | Exited | $0.0M | β | β | β |
| β | FANNIE MAE POOL | 3140JUGW8 | β | 30,979 | Exited | $0.0M | β | β | β |
| β | ASBURY AUTOMOTIVE GROUP INC | 043436AW4 | β | 35,000 | Exited | $0.0M | β | β | β |
| β | FANNIE MAE REMICS | 3136AAY82 | β | 630,892 | Exited | $0.0M | β | β | β |
| β | EQT CORP | 26884LAL3 | β | 25,000 | Exited | $0.0M | β | β | β |
| β | ANTERO RESOURCES CORP | 03674XAN6 | β | 23,000 | Exited | $0.0M | β | β | β |
| β | FILTRATION GROUP CORP | 31732FAR7 | β | 24,875 | Exited | $0.0M | β | β | β |
| β | CHS/COMMUNITY HEALTH SYSTEMS INC | 12543DBH2 | β | 25,000 | Exited | $0.0M | β | β | β |
| β | GINNIE MAE I POOL | 3617LEKS2 | β | 23,514 | Exited | $0.0M | β | β | β |
| β | STANDARD INDUSTRIES INC/NJ | 853496AD9 | β | 25,000 | Exited | $0.0M | β | β | β |
| β | CALPINE CORP | 131347CP9 | β | 25,000 | Exited | $0.0M | β | β | β |
| β | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES | 31394JDC8 | β | 1,574,914 | Exited | $0.0M | β | β | β |
| β | INTERNATIONAL LEASE FINANCE CORP | 459745GN9 | β | 20,000 | Exited | $0.0M | β | β | β |
| β | NRG ENERGY INC | 629377CC4 | β | 19,000 | Exited | $0.0M | β | β | β |
| β | NEWS CORP | 65249BAB5 | β | 20,000 | Exited | $0.0M | β | β | β |
| β | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XAX2 | β | 18,253 | Exited | $0.0M | β | β | β |
| β | COEUR MINING INC | 192108BC1 | β | 20,000 | Exited | $0.0M | β | β | β |
| β | ASBURY AUTOMOTIVE GROUP INC | 043436AX2 | β | 15,000 | Exited | $0.0M | β | β | β |
| β | CHENIERE ENERGY PARTNERS LP | 16411QAL5 | β | 15,000 | Exited | $0.0M | β | β | β |
| β | GNMA | 38379DHV9 | β | 175,548 | Exited | $0.0M | β | β | β |
| β | FANNIE MAE GRANTOR TRUST 2000-T6 | 31358SR52 | β | 1,039,889 | Exited | $0.0M | β | β | β |
| β | GNMA | 38380GPZ1 | β | 132,588 | Exited | $0.0M | β | β | β |
| β | FANNIE MAE INTEREST STRIP | 3137B1VT6 | β | 302,022 | Exited | $0.0M | β | β | β |
| β | FANNIE MAE REMICS | 3136ADBH1 | β | 255,872 | Exited | $0.0M | β | β | β |
| β | UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C2 | 90269CAV2 | β | 1,476,000 | Exited | $0.0M | β | β | β |