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Putnam Global Income Trust

Assets: $251M Net: $185M Series: S000005653 EDGAR ↗
+578
New
-298
Exited
1115
Positions
Period:
vs
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# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 PUTNAM SHORT TERM INVESTMENT FUND 74676P664 Apr 2022 17,288,859 +11,434,462 $17.3M +195.3% 9.35% STIV
2 FANNIE MAE POOL 01F060659 Apr 2024 13,000,000 New $12.9M — 6.97% ABS-MBS
3 CHICAGO BOARD OF TRADE TUM4COMDTY Apr 2022 51 -428,949 $10.3M +2183.1% 5.59% DIR
4 FANNIE MAE POOL 01F050650 Apr 2024 10,000,000 New $9.5M — 5.13% ABS-MBS
5 OSAKA EXCHANGE JBM4COMDTY Apr 2022 10 New $9.2M — 4.95% DIR
6 UBS AG N/A Apr 2022 1 New $8.0M — 4.34% DFE
7 FANNIE MAE POOL 01F052656 Apr 2024 7,000,000 New $6.8M — 3.68% ABS-MBS
8 HSBC BANK USA N/A Apr 2022 1 New $6.8M — 3.66% DFE
9 HSBC BANK USA N/A Apr 2022 1 New $5.8M — 3.16% DFE
10 CHICAGO BOARD OF TRADE FVM4COMDTY Apr 2022 55 New $5.8M — 3.11% DIR
11 FANNIE MAE POOL 01F062655 Apr 2024 5,000,000 New $5.0M — 2.73% ABS-MBS
12 GINNIE MAE I POOL 21H042653 Apr 2022 5,000,000 +4,000,000 $4.7M +356.7% 2.52% ABS-MBS
13 JAPAN J2615Q3X1 Apr 2022 583,000,000 +318,000,000 $4.1M +70.6% 2.21% DBT
14 FANNIE MAE POOL 01F022659 Apr 2022 5,000,000 -26,000,000 $4.0M -86.0% 2.14% ABS-MBS
15 JAPAN J2S39KRZ1 Apr 2024 600,000,000 New $3.8M — 2.04% DBT
16 FANNIE MAE POOL 01F020653 Apr 2022 5,000,000 -22,000,000 $3.8M -84.1% 2.04% ABS-MBS
17 CHICAGO BOARD OF TRADE TYM4COMDTY Apr 2022 35 New $3.8M — 2.03% DIR
18 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1 New $3.6M — 1.94% DFE
19 FEDERAL REPUBLIC OF GERMANY D2R8H4CA5 Apr 2024 3,000,000 New $3.0M — 1.61% DBT
20 JAPAN J2S39KMP8 Apr 2024 450,000,000 New $2.8M — 1.54% DBT
21 FANNIE MAE POOL 01F042657 Apr 2022 3,000,000 -18,000,000 $2.8M -87.1% 1.50% ABS-MBS
22 STATE STREET B AND T CO N/A Apr 2022 1 New $2.5M — 1.36% DFE
23 UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND G4527HDC2 Apr 2024 1,920,000 New $2.3M — 1.25% DBT
24 JP MORGANCHASE BANK N/A Apr 2022 1 New $2.3M — 1.23% DFE
25 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1 New $2.3M — 1.22% DFE
26 EUREX DEUTSCHLAND DUM4COMDTY Apr 2022 20 New $2.2M — 1.21% DIR
27 JAPAN J2S39KMW3 Apr 2022 380,000,000 +113,000,000 $2.2M +9.3% 1.21% DBT
28 JAPAN J2615Q6T7 Apr 2022 310,000,000 -97,000,000 $2.2M -44.8% 1.20% DBT
29 UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND G4527HPM7 Apr 2024 1,690,000 New $2.1M — 1.15% DBT
30 GINNIE MAE I POOL 21H052652 Apr 2024 2,000,000 New $2.0M — 1.06% ABS-MBS
31 CHICAGO BOARD OF TRADE USM4COMDTY Apr 2022 16 New $1.8M — 0.98% DIR
32 GINNIE MAE I POOL 21H040657 Apr 2024 2,000,000 New $1.8M — 0.98% ABS-MBS
33 FANNIE MAE POOL 01F040651 Apr 2022 2,000,000 -12,000,000 $1.8M -87.2% 0.97% ABS-MBS
34 GINNIE MAE I POOL 36179TSH9 Apr 2024 1,901,351 New $1.7M — 0.94% ABS-MBS
35 FANNIE MAE POOL 01F032658 Apr 2022 2,000,000 -22,000,000 $1.7M -92.6% 0.93% ABS-MBS
36 WESTPAC BANKING CORPORATION N/A Apr 2022 1 New $1.7M — 0.90% DFE
37 FANNIE MAE POOL 01F030652 Apr 2022 2,000,000 -20,000,000 $1.7M -92.0% 0.89% ABS-MBS
38 FREDDIE MAC GOLD POOL 3133KR5T7 Apr 2024 1,607,427 New $1.6M — 0.87% ABS-MBS
39 REPUBLIC OF ITALY T6247AY42 Apr 2022 1,730,000 +580,000 $1.6M +44.4% 0.86% DBT
40 REPUBLIC OF ITALY T6247ACT1 Apr 2022 1,350,000 +500,000 $1.6M +43.0% 0.86% DBT
41 CHICAGO BOARD OF TRADE WNM4COMDTY Apr 2022 13 New $1.6M — 0.84% DIR
42 FRENCH REPUBLIC N/A Apr 2022 1,440,000 New $1.5M — 0.82% DBT
43 JAPAN J2615Q7H2 Apr 2022 212,000,000 -3,000,000 $1.4M -33.9% 0.78% DBT
44 UBS AG N/A Apr 2022 1 New $1.4M — 0.77% DFE
45 EUREX DEUTSCHLAND RXM4COMDTY Apr 2022 10 New $1.4M — 0.75% DIR
46 JAPAN J2615QY41 Apr 2022 205,000,000 +39,000,000 $1.4M -3.4% 0.75% DBT
47 BANK OF AMERICA N.A. N/A Apr 2022 1 New $1.4M — 0.74% DFE
48 JP MORGANCHASE BANK N/A Apr 2022 1 New $1.3M — 0.72% DFE
49 JPMORGAN CHASE AND CO 46647PDW3 Apr 2024 1,200,000 New $1.2M — 0.66% DBT
50 TMX GROUP LIMITED CNM4COMDTY Apr 2022 14 New $1.2M — 0.64% DIR
51 PROVINCE OF ONTARIO CANADA 68323AEE0 Apr 2024 1,720,000 New $1.2M — 0.64% DBT
52 GNMA 38382WBR7 Apr 2022 5,582,934 -2,118,414 $1.1M -8.3% 0.61% ABS-MBS
53 ORIENTAL REPUBLIC OF URUGUAY 917288BK7 Apr 2022 1,170,000 — $1.1M -6.7% 0.61% DBT
54 NATWEST MARKETS PLC N/A Apr 2022 1 New $1.1M — 0.60% DFE
55 JP MORGANCHASE BANK N/A Apr 2022 1 New $1.0M — 0.55% DFE
56 GINNIE MAE I POOL 3618G7SL8 Apr 2024 948,268 New $959K — 0.52% ABS-MBS
57 FRENCH REPUBLIC F43750MC3 Apr 2024 780,000 New $958K — 0.52% DBT
58 COLT 2023-3 MORTGAGE LOAN TRUST 19688RAA7 Apr 2024 950,140 New $957K — 0.52% ABS-CBDO
59 KINGDOM OF SPAIN E4R46CAV9 Apr 2022 800,000 +30,000 $929K -6.8% 0.50% DBT
60 BANK OF AMERICA N.A. N/A Apr 2022 1 New $905K — 0.49% DFE
61 KINGDOM OF SPAIN E8922ABT6 Apr 2024 850,000 New $885K — 0.48% DBT
62 CHICAGO BOARD OF TRADE UXYM4COMDT Apr 2022 8 New $882K — 0.48% DIR
63 EUREX DEUTSCHLAND OEM4COMDTY Apr 2022 7 New $870K — 0.47% DIR
64 FREDDIE MAC GOLD POOL 3133KPC55 Apr 2024 968,566 New $868K — 0.47% ABS-MBS
65 UNITED MEXICAN STATES 91087BAM2 Apr 2022 1,060,000 +96,000 $859K +6.4% 0.46% DBT
66 GINNIE MAE I POOL 21H030658 Apr 2022 1,000,000 -1,000,000 $851K -55.4% 0.46% ABS-MBS
67 FANNIE MAE POOL 3140XEB45 Apr 2024 969,969 New $838K — 0.45% ABS-MBS
68 FNMA 3137H3WE8 Apr 2022 3,875,553 -1,135,660 $829K -10.6% 0.45% ABS-MBS
69 A AND D MORTGAGE TRUST 2023-NQM5 00249XAA6 Apr 2024 817,410 New $826K — 0.45% ABS-CBDO
70 UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND G4527HPN5 Apr 2022 740,000 -250,000 $811K -58.3% 0.44% DBT
71 MORGAN STANLEY 61747YFA8 Apr 2024 815,000 New $802K — 0.43% DBT
72 UNITED MEXICAN STATES 91087BAY6 Apr 2024 830,000 New $801K — 0.43% DBT
73 JAPAN J2S39KNW2 Apr 2022 171,000,000 +124,000,000 $800K +151.4% 0.43% DBT
74 UNITED STATES OF AMERICA 912797HR1 Apr 2024 800,000 New $797K — 0.43% DBT
75 MFA 2023-INV2 TRUST 59319BAA5 Apr 2024 785,939 New $793K — 0.43% ABS-CBDO
76 META PLATFORMS INC 30303M8R6 Apr 2024 790,000 New $787K — 0.43% DBT
77 FRENCH REPUBLIC F43750KE1 Apr 2022 830,000 +360,000 $787K +65.7% 0.43% DBT
78 VERUS SECURITIZATION TRUST 2024-1 92540EAA1 Apr 2024 796,428 New $783K — 0.42% ABS-CBDO
79 KINGDOM OF SPAIN N/A Apr 2022 720,000 New $783K — 0.42% DBT
80 BANK OF AMERICA N.A. N/A Apr 2022 1 New $756K — 0.41% DFE
81 BANK OF AMERICA N.A. N/A Apr 2022 1 New $729K — 0.39% DFE
82 UBS AG N/A Apr 2022 1 New $724K — 0.39% DFE
83 STATE STREET B AND T CO N/A Apr 2022 1 New $717K — 0.39% DFE
84 STATE STREET B AND T CO N/A Apr 2022 1 New $710K — 0.38% DFE
85 FANNIE MAE REMICS 3136BL6M7 Apr 2024 4,567,731 New $703K — 0.38% ABS-MBS
86 NATWEST MARKETS PLC N/A Apr 2022 1 New $690K — 0.37% DFE
87 EUREX DEUTSCHLAND UBM4COMDTY Apr 2022 5 New $688K — 0.37% DIR
88 GINNIE MAE I POOL 3618FRPC8 Apr 2024 676,847 New $688K — 0.37% ABS-MBS
89 State Street Institutional U.S. Government Money Market Fund, Premier Class N/A Apr 2022 676,000 New $676K — 0.37% STIV
90 KINGDOM OF BELGIUM B533BSKB9 Apr 2022 550,000 +80,000 $652K -3.9% 0.35% DBT
91 REPUBLIC OF INDONESIA 455780CS3 Apr 2022 710,000 — $648K -7.8% 0.35% DBT
92 HSBC BANK USA N/A Apr 2022 1 New $646K — 0.35% DFE
93 FREDDIE MAC STACR REMIC TRUST 2022-HQA2 35564KB24 Apr 2024 630,418 New $646K — 0.35% ABS-CBDO
94 FREDDIE MAC REMICS 3137F94J7 Apr 2022 3,359,858 -900,647 $637K -15.6% 0.34% ABS-MBS
95 MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 62547NAB5 Apr 2022 643,126 -57,874 $633K -5.1% 0.34% ABS-MBS
96 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 95000GBA1 Apr 2022 707,000 — $620K -5.0% 0.34% ABS-MBS
97 REPUBLIC OF ITALY T6052BS82 Apr 2024 580,000 New $619K — 0.33% DBT
98 REPUBLIC OF KAZAKHSTAN Y7276LDD7 Apr 2022 670,000 — $618K -3.2% 0.33% DBT
99 COLT 2020-2 MORTGAGE LOAN TRUST 19688JAB3 Apr 2022 629,538 -35,462 $606K -8.2% 0.33% ABS-CBDO
100 UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND G4527HCU3 Apr 2022 610,000 +550,000 $601K +428.5% 0.33% DBT
101 KINGDOM OF SWEDEN W77537TA1 Apr 2022 6,950,000 +840,000 $601K -0.8% 0.33% DBT
102 UNITED STATES OF AMERICA 912797KQ9 Apr 2024 600,000 New $593K — 0.32% DBT
103 GOLDMAN SACHS INTL FX N/A Apr 2022 1 New $590K — 0.32% DFE
104 ROMANIA 77586RAU4 Apr 2024 600,000 New $586K — 0.32% DBT
105 UNITED MEXICAN STATES P9767HEK1 Apr 2024 10,900,000 New $585K — 0.32% DBT
106 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 61763UBE1 Apr 2022 591,000 — $576K +2.5% 0.31% ABS-MBS
107 UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND G4527HHR5 Apr 2024 420,000 New $562K — 0.30% DBT
108 AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 00774MAX3 Apr 2022 660,000 — $551K +0.3% 0.30% DBT
109 DBUBS 2011-LC3 MORTGAGE TRUST 23305YAM1 Apr 2022 585,569 -390,764 $550K -43.4% 0.30% ABS-MBS
110 REPUBLIC OF ITALY T6247AWL6 Apr 2022 470,000 -160,000 $534K -36.9% 0.29% DBT
111 BPCE SA 05578QAD5 Apr 2022 540,000 — $532K -1.4% 0.29% DBT
112 GNMA 38382WEX1 Apr 2022 3,296,525 -896,821 $532K -17.9% 0.29% ABS-MBS
113 REPUBLIC OF AUSTRIA N/A Apr 2022 550,000 New $524K — 0.28% DBT
114 KINGDOM OF SPAIN E4R46CBB2 Apr 2024 410,000 New $522K — 0.28% DBT
115 ARES CAPITAL CORP 04010LAZ6 Apr 2022 524,000 -26,000 $505K -4.4% 0.27% DBT
116 FRENCH REPUBLIC F4040SY67 Apr 2022 430,000 +190,000 $503K +31.8% 0.27% DBT
117 MAGNETITE XXXVII LTD 55952AAA7 Apr 2024 500,000 New $503K — 0.27% ABS-MBS
118 FRENCH REPUBLIC F26348CE4 Apr 2024 560,000 New $495K — 0.27% DBT
119 WASTE CONNECTIONS INC 94106BAG6 Apr 2024 515,000 New $492K — 0.27% DBT
120 GLP CAPITAL LP / GLP FINANCING II INC 361841AH2 Apr 2022 498,000 +388,000 $492K +338.1% 0.27% DBT
121 AUSTRALIA GOVERNMENT Q08184MW2 Apr 2022 810,000 -630,000 $490K -49.8% 0.26% DBT
122 JAPAN J2S39KSB3 Apr 2022 93,000,000 — $484K -31.3% 0.26% DBT
123 PROVINCE OF ONTARIO CANADA 68323ACY8 Apr 2022 880,000 +470,000 $479K +75.6% 0.26% DBT
124 GINNIE MAE I POOL 3618G7ST1 Apr 2024 469,159 New $476K — 0.26% ABS-MBS
125 LCH Limited N/A Apr 2022 24,430,000 New $469K — 0.25% DIR
126 NETFLIX INC U74079AP6 Apr 2022 435,000 — $468K +1.6% 0.25% DBT
127 AMERICAN TOWER CORP 03027XAP5 Apr 2022 496,000 -14,000 $466K -4.2% 0.25% DBT
128 FEDERATION OF MALAYSIA Y2R35QDR9 Apr 2024 2,280,000 New $465K — 0.25% DBT
129 CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 20753XAA2 Apr 2024 457,049 New $464K — 0.25% ABS-CBDO
130 MORGAN STANLEY AND CO. INTERNATIONAL 99MK129K6 Apr 2022 502,000 — $464K +5.1% 0.25% DCR
131 KINGDOM OF BELGIUM B1124GEQ0 Apr 2022 450,000 -450,000 $460K -52.1% 0.25% DBT
132 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 161175AY0 Apr 2022 464,000 -118,000 $458K -22.8% 0.25% DBT
133 BANK OF AMERICA CORP 06051GKL2 Apr 2022 525,000 — $452K -3.2% 0.24% DBT
134 FREDDIE MAC STACR REMIC TRUST 2022-DNA5 35564KYN3 Apr 2024 438,877 New $451K — 0.24% ABS-CBDO
135 BROADCOM CRP / CAYMN FI 11134LAH2 Apr 2022 461,000 +337,000 $442K +265.8% 0.24% DBT
136 ROMANIA 77586RAH3 Apr 2022 540,000 — $441K -4.2% 0.24% DBT
137 OBX 2023-NQM7 TRUST N/A Apr 2022 439,746 New $440K — 0.24% ABS-CBDO
138 SWITZERLAND GOVERNMENT H7351PHB5 Apr 2022 360,000 -260,000 $440K -42.7% 0.24% DBT
139 CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 20754BAB7 Apr 2022 427,000 — $438K +4.4% 0.24% ABS-CBDO
140 HSBC BANK USA N/A Apr 2022 1 New $437K — 0.24% DFE
141 STATE STREET B AND T CO N/A Apr 2022 1 New $437K — 0.24% DFE
142 CITIBANK N.A. N/A Apr 2022 1 New $434K — 0.23% DFE
143 FRENCH REPUBLIC F43750CV2 Apr 2022 420,000 -1,360,000 $434K -76.8% 0.23% DBT
144 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 429,000 New $431K — 0.23% DCR
145 REPUBLIC OF COLOMBIA 195325DL6 Apr 2022 460,000 -480,000 $428K -50.3% 0.23% DBT
146 FRENCH REPUBLIC F26348BQ8 Apr 2024 400,000 New $426K — 0.23% DBT
147 GLENCORE FUNDING LLC 378272BU1 Apr 2024 440,000 New $426K — 0.23% DBT
148 NETHERLANDS GOVERNMENT N45810KU6 Apr 2022 360,000 +80,000 $425K +1.7% 0.23% DBT
149 BRISTOL-MYERS SQUIBB CO 110122EH7 Apr 2024 432,000 New $423K — 0.23% DBT
150 PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 709599BN3 Apr 2024 439,000 New $422K — 0.23% DBT
151 STATION PLACE SECURITIZATION TRUST SERIES 2023-2 85772KAA0 Apr 2024 420,000 New $420K — 0.23% ABS-CBDO
152 COMM 2014-CCRE21 MORTGAGE TRUST 12592RBK4 Apr 2022 433,000 — $419K -1.4% 0.23% ABS-MBS
153 COMM 2014-CCRE17 MORTGAGE TRUST 12631DBG7 Apr 2022 459,000 -483,000 $418K -55.2% 0.23% ABS-MBS
154 BDS 2021-FL8 05493JAA9 Apr 2024 422,413 New $417K — 0.23% ABS-MBS
155 ASHTEAD CAPITAL INC 045054AF0 Apr 2022 435,000 — $414K -3.2% 0.22% DBT
156 UBS GROUP AG 902613BJ6 Apr 2024 420,000 New $413K — 0.22% DBT
157 ELECTRICITE DE FRANCE SA 268317AP9 Apr 2024 460,000 New $413K — 0.22% DBT
158 JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR5 46591EAY3 Apr 2022 7,935,052 -334,923 $411K -33.7% 0.22% ABS-MBS
159 AUSTRALIA GOVERNMENT Q08184LZ6 Apr 2024 630,000 New $404K — 0.22% DBT
160 FS RIALTO 2021-FL3 30323CAA8 Apr 2024 405,550 New $404K — 0.22% ABS-MBS
161 KINGDOM OF THAILAND Y6065BNK9 Apr 2022 15,700,000 -7,200,000 $403K -35.9% 0.22% DBT
162 BANK OF AMERICA CORP 06051GKW8 Apr 2024 410,000 New $402K — 0.22% DBT
163 JP MORGAN MORTGAGE TRUST 2023-HE2 46657FAA3 Apr 2024 398,715 New $401K — 0.22% ABS-CBDO
164 BOEING CO/THE 097023DG7 Apr 2024 429,000 New $400K — 0.22% DBT
165 GNMA 38383R3M7 Apr 2024 2,075,953 New $399K — 0.22% ABS-MBS
166 WARNERMEDIA HOLDINGS INC 55903VBC6 Apr 2024 463,000 New $399K — 0.22% DBT
167 VISTRA OPERATIONS CO LLC 92840VAS1 Apr 2024 410,000 New $399K — 0.22% DBT
168 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22 61690FAS2 Apr 2024 434,000 New $398K — 0.22% ABS-MBS
169 BANCO SANTANDER SA 05971KAA7 Apr 2022 400,000 — $394K -3.4% 0.21% DBT
170 DEUTSCHE BANK AG 251525AP6 Apr 2022 400,000 — $393K +0.1% 0.21% DBT
171 ABN AMRO BANK NV 00080QAF2 Apr 2022 400,000 -200,000 $393K -34.9% 0.21% DBT
172 UBS AG N/A Apr 2022 1 New $392K — 0.21% DFE
173 CITIGROUP INC 172967MV0 Apr 2022 415,000 -207,000 $390K -30.7% 0.21% DBT
174 CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C3 17325GAD8 Apr 2024 418,000 New $389K — 0.21% ABS-MBS
175 COMMONWEALTH BANK OF AUSTRALIA 202712BV6 Apr 2024 400,000 New $389K — 0.21% DBT
176 NEXTERA ENERGY CAPITAL HOLDINGS INC 65339KAT7 Apr 2024 410,000 New $388K — 0.21% DBT
177 BNP PARIBAS SA 05565AAR4 Apr 2022 400,000 -200,000 $387K -35.0% 0.21% DBT
178 KENVUE INC 49177JAK8 Apr 2024 398,000 New $385K — 0.21% DBT
179 REPUBLIC OF COLOMBIA 195325EG6 Apr 2024 390,000 New $383K — 0.21% DBT
180 DUKE ENERGY CORP 26441CAX3 Apr 2024 410,000 New $382K — 0.21% DBT
181 COMM 2014-CCRE18 MORTGAGE TRUST 12632QBC6 Apr 2022 393,000 — $381K +1.3% 0.21% ABS-MBS
182 COMCAST CORP 20030NBW0 Apr 2024 410,000 New $380K — 0.21% DBT
183 DIAMONDBACK ENERGY INC 25278XAV1 Apr 2024 365,000 New $377K — 0.20% DBT
184 LCH Limited N/A Apr 2022 6,099,000 New $376K — 0.20% DIR
185 BBCMS MORTGAGE TRUST 2020-C8 05552ABG2 Apr 2022 4,608,747 -92,820 $372K -29.1% 0.20% ABS-MBS
186 CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 12527DAG5 Apr 2022 430,000 -623,000 $372K -64.5% 0.20% ABS-MBS
187 BROADCOM INC 11135FBV2 Apr 2022 404,000 -85,000 $369K -19.3% 0.20% DBT
188 CREDIT AGRICOLE S.A. 225313AK1 Apr 2022 400,000 — $367K -1.7% 0.20% DBT
189 REPUBLIC OF POLAND X6650PNF1 Apr 2024 1,480,000 New $367K — 0.20% DBT
190 CELANESE US HOLDINGS LLC 15089QAM6 Apr 2024 365,000 New $367K — 0.20% DBT
191 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C21 46642EBC9 Apr 2024 375,000 New $367K — 0.20% ABS-MBS
192 FREDDIE MAC STACR DEBT NOTES 2015-DNA3 3137G0GW3 Apr 2022 351,553 -267,370 $366K -43.0% 0.20% ABS-CBDO
193 ATHENE HOLDING LTD 04686JAG6 Apr 2024 376,000 New $366K — 0.20% DBT
194 CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 20754CAB5 Apr 2022 356,593 -310,675 $366K -45.2% 0.20% ABS-CBDO
195 FREDDIE MAC STACR DEBT NOTES 2016-DNA3 3137G0KQ1 Apr 2022 344,541 -211,167 $365K -37.6% 0.20% ABS-CBDO
196 AIR LEASE CORP 00912XBF0 Apr 2022 380,000 — $364K -1.7% 0.20% DBT
197 STELLANTIS FINANCE US INC 85855CAA8 Apr 2022 400,000 — $360K +1.5% 0.19% DBT
198 SENSATA TECHNOLOGIES INC 81728UAB0 Apr 2022 426,000 — $360K -0.1% 0.19% DBT
199 EXTRA SPACE STORAGE LP 30225VAR8 Apr 2024 355,000 New $357K — 0.19% DBT
200 PACIFIC GAS AND ELECTRIC CO 694308KQ9 Apr 2024 360,000 New $356K — 0.19% DBT
201 JP MORGANCHASE BANK N/A Apr 2022 1 New $356K — 0.19% DFE
202 BANK OF AMERICA N.A. N/A Apr 2022 1,573,300 New $352K — 0.19% DIR
203 ROCKLAND PARK CLO LTD 773663AC3 Apr 2024 350,000 New $351K — 0.19% ABS-MBS
204 CIFC FUNDING 2016-I LTD 17180TBC5 Apr 2024 350,000 New $350K — 0.19% ABS-MBS
205 HAYFIN US XII LTD 42086QAC5 Apr 2024 350,000 New $350K — 0.19% ABS-MBS
206 UBS GROUP AG 225401AT5 Apr 2024 379,000 New $349K — 0.19% DBT
207 T-MOBILE USA INC 87264ABD6 Apr 2022 365,000 -189,000 $348K -35.4% 0.19% DBT
208 ACRES COMMERCIAL REALTY 2021-FL1 LTD 00103CAA7 Apr 2024 350,954 New $347K — 0.19% ABS-MBS
209 REPUBLIC OF PARAGUAY P75744AJ4 Apr 2022 370,000 — $347K -4.9% 0.19% DBT
210 BANK OF AMERICA CORP 060505EL4 Apr 2022 346,000 — $347K -1.8% 0.19% DBT
211 MSCI INC 55354GAK6 Apr 2024 397,000 New $346K — 0.19% DBT
212 SHELTER GROWTH CRE 2023-FL5 ISSUER LTD 82286FAA7 Apr 2024 344,000 New $344K — 0.19% ABS-MBS
213 WASHINGTON MUTURAL ASSET-BACKED CERTIFICATES WMABS SERIES 2006-HE2 TRUST 93934JAC8 Apr 2022 472,119 -108,175 $343K -29.8% 0.19% ABS-MBS
214 COMM 2015-LC19 MORTGAGE TRUST 200474BH6 Apr 2022 367,000 -63,000 $341K -18.6% 0.18% ABS-MBS
215 AMERICAN EXPRESS CO 025816DP1 Apr 2024 345,000 New $341K — 0.18% DBT
216 OCCIDENTAL PETROLEUM CORP 674599DZ5 Apr 2022 318,000 — $340K -5.2% 0.18% DBT
217 CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 20753YCH3 Apr 2024 333,486 New $338K — 0.18% ABS-CBDO
218 ROGERS COMMUNICATIONS INC 775109DE8 Apr 2024 340,000 New $331K — 0.18% DBT
219 AREIT 2022-CRE6 TRUST 04002VAA9 Apr 2024 326,337 New $323K — 0.17% ABS-MBS
220 IPALCO ENTERPRISES INC 462613AP5 Apr 2022 351,000 — $322K -3.8% 0.17% DBT
221 HOWMET AEROSPACE INC 013817AK7 Apr 2024 319,000 New $319K — 0.17% DBT
222 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30 94989NBL0 Apr 2022 342,000 -90,000 $317K -25.0% 0.17% ABS-MBS
223 BRAVO RESIDENTIAL FUNDING TRUST 2021-A 105693AA3 Apr 2022 323,100 -108,772 $314K -23.5% 0.17% ABS-CBDO
224 AT AND T INC 00206RJX1 Apr 2024 344,000 New $314K — 0.17% DBT
225 FIRST-CITIZENS BANK AND TRUST CO 125581GX0 Apr 2022 306,000 -76,000 $311K -24.0% 0.17% DBT
226 CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 20754BAA9 Apr 2022 307,747 +175,558 $309K +136.3% 0.17% ABS-CBDO
227 BOOKING HOLDINGS INC 09857LAR9 Apr 2022 320,000 -65,000 $308K -21.6% 0.17% DBT
228 GNMA 38381D7S3 Apr 2024 4,978,891 New $308K — 0.17% ABS-MBS
229 FREDDIE MAC STRIPS 3133Q3H79 Apr 2024 305,418 New $307K — 0.17% ABS-MBS
230 PROLOGIS LP 74340XCJ8 Apr 2024 320,000 New $306K — 0.17% DBT
231 BANK 2019-BNK20 06540AAE1 Apr 2022 8,941,628 -977,455 $306K -36.8% 0.17% ABS-MBS
232 GOLDMAN SACHS INTL FX N/A Apr 2022 1 New $304K — 0.16% DFE
233 PROTECTIVE LIFE GLOBAL FUNDING 74368CBV5 Apr 2024 305,000 New $304K — 0.16% DBT
234 ENERGY TRANSFER LP 29273VAJ9 Apr 2022 330,000 — $303K +6.2% 0.16% DBT
235 NETHERLANDS GOVERNMENT N8T17VYU7 Apr 2022 300,000 -490,000 $303K -63.3% 0.16% DBT
236 CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1 17324DAY0 Apr 2024 322,000 New $302K — 0.16% ABS-MBS
237 ELMWOOD CLO 27 LTD 29003FAA0 Apr 2024 300,000 New $300K — 0.16% ABS-MBS
238 AON GLOBAL LTD 00185AAB0 Apr 2022 386,000 — $300K -13.6% 0.16% DBT
239 BANK OF NOVA SCOTIA/THE 06418JAA9 Apr 2024 300,000 New $299K — 0.16% DBT
240 REPUBLIC OF COTE D'IVOIRE V73789AC9 Apr 2022 300,000 — $297K +0.6% 0.16% DBT
241 GEORGIA POWER CO 373334KW0 Apr 2024 305,000 New $297K — 0.16% DBT
242 FREDDIE MAC STACR DEBT NOTES 2017-HQA1 3137G0NE5 Apr 2022 283,532 -144,602 $296K -33.0% 0.16% ABS-CBDO
243 FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-2 35563PBH1 Apr 2022 300,265 -295,735 $295K -50.2% 0.16% ABS-CBDO
244 UBS GROUP AG H4209UAN6 Apr 2022 300,000 — $295K -3.0% 0.16% DBT
245 BERRY GLOBAL INC 08576PAF8 Apr 2022 324,000 -27,000 $292K -6.1% 0.16% DBT
246 JP MORGANCHASE BANK N/A Apr 2022 1 New $292K — 0.16% DFE
247 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28 61766LBS7 Apr 2024 304,000 New $291K — 0.16% ABS-MBS
248 CISCO SYSTEMS INC 17275RBT8 Apr 2024 297,000 New $291K — 0.16% DBT
249 BARCLAYS BANK PLC WHOLESALE, LONDON N/A Apr 2022 1 New $287K — 0.16% DFE
250 AT AND T INC 00206RDQ2 Apr 2022 295,000 -527,000 $287K -65.8% 0.15% DBT
251 TORONTO-DOMINION BANK/THE N/A Apr 2022 1 New $285K — 0.15% DFE
252 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C18 61763XAL0 Apr 2022 310,000 +21,000 $284K +1.1% 0.15% ABS-MBS
253 PORTUGUESE REPUBLIC X6694NBU4 Apr 2024 320,000 New $282K — 0.15% DBT
254 GLENCORE FUNDING LLC 378272BP2 Apr 2024 275,000 New $282K — 0.15% DBT
255 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24 61765LAY6 Apr 2024 313,000 New $282K — 0.15% ABS-MBS
256 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31 94989WAU1 Apr 2024 293,000 New $281K — 0.15% ABS-MBS
257 GNMA 38380RJM3 Apr 2024 3,764,988 New $279K — 0.15% ABS-MBS
258 HCA INC 404119CV9 Apr 2024 293,000 New $279K — 0.15% DBT
259 NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-5 66988YAD4 Apr 2022 992,633 -105,686 $277K -29.7% 0.15% ABS-MBS
260 ING GROEP NV 456837BF9 Apr 2024 275,000 New $276K — 0.15% DBT
261 CONSTELLATION ENERGY GENERATION LLC 210385AE0 Apr 2024 266,000 New $276K — 0.15% DBT
262 NATWEST GROUP PLC 639057AC2 Apr 2024 301,000 New $276K — 0.15% DBT
263 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1 New $275K — 0.15% DFE
264 VICI PROPERTIES LP 925650AF0 Apr 2024 285,000 New $274K — 0.15% DBT
265 GSAA HOME EQUITY TRUST 2006-15 3622E8AC9 Apr 2022 868,136 -77,209 $274K -25.9% 0.15% ABS-MBS
266 MASSACHUSETTS MUTUAL LIFE INSURANCE CO 575767AN8 Apr 2022 429,000 — $269K -19.3% 0.15% DBT
267 ALIMENTATION COUCHE-TARD INC 01626PAH9 Apr 2022 284,000 +92,000 $268K +44.1% 0.14% DBT
268 FREDDIE MAC STACR REMIC TRUST 2022-DNA4 35564KWS4 Apr 2024 259,063 New $263K — 0.14% ABS-CBDO
269 REPUBLIC OF COLOMBIA 195325EL5 Apr 2024 260,000 New $262K — 0.14% DBT
270 TORONTO-DOMINION BANK/THE N/A Apr 2022 1 New $261K — 0.14% DFE
271 HUNTSMAN INTERNATIONAL LLC 44701QBE1 Apr 2022 278,000 -280,000 $259K -52.8% 0.14% DBT
272 UBS COMMERCIAL MORTGAGE TRUST 2017-C1 90276EAE7 Apr 2024 279,000 New $258K — 0.14% ABS-MBS
273 DOMINICAN REPUBLIC P3579EBK2 Apr 2022 255,000 — $256K -4.6% 0.14% DBT
274 REPUBLIC OF IRELAND G4R49GAP8 Apr 2024 260,000 New $255K — 0.14% DBT
275 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XBF0 Apr 2022 241,070 -118,221 $254K -34.1% 0.14% ABS-CBDO
276 CHENIERE ENERGY PARTNERS LP 16411QAG6 Apr 2024 270,000 New $253K — 0.14% DBT
277 PALMER SQUARE CLO 2022-1 LTD 69689QAA3 Apr 2024 250,000 New $251K — 0.14% ABS-MBS
278 BIRCH GROVE CLO 4 LTD 09077CAE2 Apr 2024 250,000 New $251K — 0.14% ABS-MBS
279 VENTURE XIX CLO LTD 92330EAP2 Apr 2024 250,000 New $251K — 0.14% ABS-MBS
280 SHACKLETON 2019-XIV CLO LTD 81880XAQ5 Apr 2024 250,000 New $250K — 0.14% ABS-MBS
281 VENTURE 37 CLO LTD 92333BAQ3 Apr 2024 250,000 New $250K — 0.14% ABS-MBS
282 RRX 3 LTD 402512AA5 Apr 2024 250,000 New $250K — 0.14% ABS-MBS
283 AIMCO CLO 17 LTD 00889JAA2 Apr 2024 250,000 New $250K — 0.14% ABS-MBS
284 INVESCO CLO LTD 46149MAA4 Apr 2024 250,000 New $250K — 0.14% ABS-MBS
285 ZAIS CLO 16 LTD 98875JAS3 Apr 2024 250,000 New $250K — 0.14% ABS-MBS
286 ICG US CLO 2017-1 LTD 449259AJ9 Apr 2024 250,000 New $250K — 0.14% ABS-MBS
287 HAYFIN US XIV LTD 42088AAA2 Apr 2024 250,000 New $250K — 0.14% ABS-MBS
288 RRX 5 LTD 40256LAA8 Apr 2024 250,000 New $250K — 0.14% ABS-MBS
289 GOLDENTTREE LOAN MANAGEMENT US CLO 1 LTD 38138KAC4 Apr 2024 250,000 New $250K — 0.14% ABS-MBS
290 ARES LXIV CLO LTD 04019HAA1 Apr 2024 250,000 New $250K — 0.14% ABS-MBS
291 ELEVATION CLO 2021-13 LTD 28622EAC2 Apr 2024 250,000 New $250K — 0.14% ABS-MBS
292 PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2019-1 70017WAC7 Apr 2024 250,000 New $250K — 0.14% ABS-MBS
293 NASSAU 2021-I LTD 631704AA1 Apr 2024 250,000 New $250K — 0.14% ABS-MBS
294 ELLINGTON CLO III LTD 28852LAG8 Apr 2024 250,000 New $250K — 0.14% ABS-MBS
295 BALBOA BAY LOAN FUNDING 2021-1 LTD 05765XAE1 Apr 2024 250,000 New $249K — 0.13% ABS-MBS
296 US BANCORP 91159HJB7 Apr 2022 326,000 -174,000 $249K -40.9% 0.13% DBT
297 ABBVIE INC 00287YDT3 Apr 2024 250,000 New $245K — 0.13% DBT
298 WELLS FARGO AND CO 95000U3E1 Apr 2024 245,000 New $244K — 0.13% DBT
299 TRUIST BANK 07330MAC1 Apr 2024 250,000 New $241K — 0.13% DBT
300 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24 61765LAX8 Apr 2022 253,000 — $241K -3.7% 0.13% ABS-MBS
301 UBS GROUP AG 225401AQ1 Apr 2022 250,000 — $240K +3.9% 0.13% DBT
302 BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM2 10569KAA5 Apr 2024 240,202 New $240K — 0.13% ABS-CBDO
303 REPUBLIC OF AUSTRIA A0654UAN1 Apr 2022 310,000 +20,000 $239K -20.3% 0.13% DBT
304 CD 2018-CD7 MORTGAGE TRUST 12512JAW4 Apr 2024 256,000 New $238K — 0.13% ABS-MBS
305 CSMC TRUST 2016-NXSR 12594PAZ4 Apr 2024 267,000 New $238K — 0.13% ABS-MBS
306 DOMINICAN REPUBLIC P3579EBV8 Apr 2022 241,000 — $236K -2.0% 0.13% DBT
307 HALEON US CAPITAL LLC 36264FAK7 Apr 2024 250,000 New $236K — 0.13% DBT
308 JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL 47214BAA6 Apr 2024 230,000 New $235K — 0.13% DBT
309 BRAVO RESIDENTIAL FUNDING TRUST 2021-C 105692AA5 Apr 2022 245,908 -57,610 $234K -18.0% 0.13% ABS-MBS
310 REPUBLIC OF FINLAND N/A Apr 2022 260,000 New $232K — 0.13% DBT
311 CSAIL 2016-C6 COMMERCIAL MORTGAGE TRUST 12636MAJ7 Apr 2024 254,000 New $232K — 0.13% ABS-MBS
312 BPCE SA 05583JAC6 Apr 2024 250,000 New $231K — 0.13% DBT
313 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 61762DAG6 Apr 2022 274,000 — $231K -9.7% 0.12% ABS-MBS
314 VERIZON COMMUNICATIONS INC 92343VGH1 Apr 2024 257,000 New $228K — 0.12% DBT
315 LCH Limited N/A Apr 2022 13,244,000 New $225K — 0.12% DIR
316 FANNIE MAE REMICS 3136B5VK8 Apr 2022 2,759,332 -942,015 $224K -58.8% 0.12% ABS-MBS
317 ONEOK INC 682680BG7 Apr 2024 220,000 New $223K — 0.12% DBT
318 AIRCASTLE LTD 00928QAT8 Apr 2024 225,000 New $222K — 0.12% DBT
319 LEGACY MORTGAGE ASSET TRUST 2021-GS3 52474XAA3 Apr 2022 230,857 -59,265 $222K -19.0% 0.12% ABS-CBDO
320 BARCLAYS BANK PLC WHOLESALE, LONDON N/A Apr 2022 1 New $222K — 0.12% DFE
321 ORIENTAL REPUBLIC OF URUGUAY 760942BB7 Apr 2022 225,000 — $221K -3.8% 0.12% DBT
322 CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 17291EAW1 Apr 2024 238,000 New $221K — 0.12% ABS-MBS
323 GLP CAPITAL LP / GLP FINANCING II INC 361841AS8 Apr 2024 215,000 New $220K — 0.12% DBT
324 STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR7 86364KAA2 Apr 2022 282,385 -23,819 $219K -17.9% 0.12% ABS-CBDO
325 APPLE INC 037833EQ9 Apr 2024 278,000 New $219K — 0.12% DBT
326 HCA INC 404119CU1 Apr 2024 222,000 New $217K — 0.12% DBT
327 NATWEST MARKETS PLC N/A Apr 2022 1 New $216K — 0.12% DFE
328 OVINTIV INC 69047QAB8 Apr 2024 216,000 New $216K — 0.12% DBT
329 TORONTO-DOMINION BANK/THE N/A Apr 2022 1 New $215K — 0.12% DFE
330 CITIBANK N.A. N/A Apr 2022 1 New $215K — 0.12% DFE
331 AMEREN CORP 023608AQ5 Apr 2024 220,000 New $215K — 0.12% DBT
332 WELLS FARGO AND CO 94974BGL8 Apr 2024 222,000 New $214K — 0.12% DBT
333 BANCO SANTANDER SA 05971KAQ2 Apr 2024 200,000 New $214K — 0.12% DBT
334 FREDDIE MAC STACR REMIC TRUST 2022-DNA1 35564KPV5 Apr 2022 212,000 — $214K +5.8% 0.12% ABS-CBDO
335 UBS AG N/A Apr 2022 1 New $213K — 0.12% DFE
336 INTERCONTINENTAL EXCHANGE INC 45866FAV6 Apr 2024 222,000 New $212K — 0.11% DBT
337 BANK 2020-BNK30 06541UCB0 Apr 2022 3,515,247 -1,421,775 $212K -47.2% 0.11% ABS-MBS
338 BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C3 05550MAY0 Apr 2024 246,000 New $210K — 0.11% ABS-MBS
339 CD 2017-CD4 MORTGAGE TRUST 12515DAU8 Apr 2024 239,000 New $210K — 0.11% ABS-MBS
340 SWITZERLAND GOVERNMENT H7T729EJ4 Apr 2022 170,000 — $210K +10.1% 0.11% DBT
341 AUSTRALIA GOVERNMENT N/A Apr 2022 350,000 New $209K — 0.11% DBT
342 ALTERNATIVE LOAN TRUST 2006-OA10 02146QAD5 Apr 2022 249,816 -47,917 $208K -21.7% 0.11% ABS-CBDO
343 AMERICAN TOWER CORP 03027XBA7 Apr 2022 241,000 -50,000 $208K -18.5% 0.11% DBT
344 NEW ZEALAND GOVERNMENT N/A Apr 2022 380,000 New $207K — 0.11% DBT
345 FRENCH REPUBLIC F26348BV7 Apr 2024 200,000 New $207K — 0.11% DBT
346 CITIBANK N.A. N/A Apr 2022 1 New $206K — 0.11% DFE
347 CITIBANK N.A. N/A Apr 2022 1 New $206K — 0.11% DFE
348 FREDDIE MAC STACR REMIC TRUST 2022-DNA1 35564KPU7 Apr 2024 205,817 New $206K — 0.11% ABS-CBDO
349 KINGDOM OF DENMARK K30904AY0 Apr 2024 1,550,000 New $206K — 0.11% DBT
350 INTESA SANPAOLO SPA 46115HBQ9 Apr 2022 251,000 -254,000 $206K -50.4% 0.11% DBT
351 CISCO SYSTEMS INC 17275RBU5 Apr 2024 213,000 New $205K — 0.11% DBT
352 REPUBLIC OF GUATEMALA 401494AX7 Apr 2024 200,000 New $205K — 0.11% DBT
353 REPUBLIC OF ITALY T6031ZDM0 Apr 2022 190,000 — $203K -10.4% 0.11% DBT
354 AMGEN INC 031162DQ0 Apr 2024 205,000 New $203K — 0.11% DBT
355 BANK OF AMERICA N.A. N/A Apr 2022 1 New $202K — 0.11% DFE
356 HUMANA INC 444859BU5 Apr 2024 200,000 New $201K — 0.11% DBT
357 COMM 2015-CCRE22 MORTGAGE TRUST 12592XBF2 Apr 2024 212,000 New $201K — 0.11% ABS-MBS
358 PHARMACIA LLC 71713UAW2 Apr 2024 190,000 New $200K — 0.11% DBT
359 VENTURE XXVI CLO LTD 92331MAG3 Apr 2024 200,000 New $200K — 0.11% ABS-MBS
360 T-MOBILE USA INC 87264ABV6 Apr 2024 220,000 New $200K — 0.11% DBT
361 FORD MOTOR CREDIT CO LLC 345397D83 Apr 2024 200,000 New $199K — 0.11% DBT
362 JEFFERIES FINANCIAL GROUP INC 47233WDS5 Apr 2024 197,000 New $197K — 0.11% DBT
363 KINDER MORGAN ENERGY PARTNERS LP 494550BW5 Apr 2022 220,000 — $197K -7.9% 0.11% DBT
364 CAIXABANK SA 12803RAG9 Apr 2024 200,000 New $197K — 0.11% DBT
365 LCH Limited N/A Apr 2022 2,789,000 New $196K — 0.11% DIR
366 WESTPAC BANKING CORPORATION N/A Apr 2022 1 New $195K — 0.11% DFE
367 ALLY FINANCIAL INC 36186CBY8 Apr 2022 180,000 — $195K -9.0% 0.11% DBT
368 GOLDMAN SACHS GROUP INC/THE 38141GES9 Apr 2024 192,000 New $194K — 0.10% DBT
369 PETROLEOS MEXICANOS 71654QDE9 Apr 2022 246,000 — $194K -6.2% 0.10% DBT
370 TRUIST FINANCIAL CORP 89788MAS1 Apr 2024 200,000 New $194K — 0.10% DBT
371 REPUBLIC OF BENIN V15389AF2 Apr 2024 225,000 New $193K — 0.10% DBT
372 REPUBLIC OF PARAGUAY P75744AE5 Apr 2022 200,000 — $193K -2.9% 0.10% DBT
373 CONSTELLATION ENERGY GENERATION LLC 210385AF7 Apr 2024 204,000 New $192K — 0.10% DBT
374 TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP 87612BBS0 Apr 2024 205,000 New $192K — 0.10% DBT
375 WESTROCK MWV LLC 961548AV6 Apr 2022 172,000 — $191K -9.2% 0.10% DBT
376 GE HEALTHCARE TECHNOLOGIES INC 36267VAF0 Apr 2024 190,000 New $191K — 0.10% DBT
377 BANCO SANTANDER SA 05964HAJ4 Apr 2022 200,000 — $189K -2.6% 0.10% DBT
378 CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 20754LAB5 Apr 2024 187,000 New $189K — 0.10% ABS-CBDO
379 REPUBLIC OF BENIN 08205QAA6 Apr 2024 200,000 New $188K — 0.10% DBT
380 FINANCE OF AMERICA HECM BUYOUT 2022-HB2 317380AA1 Apr 2024 191,144 New $188K — 0.10% ABS-CBDO
381 VISTRA OPERATIONS CO LLC 92840VAE2 Apr 2022 204,000 — $188K -0.6% 0.10% DBT
382 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52 95002MAY5 Apr 2022 3,306,979 -152,127 $188K -34.7% 0.10% ABS-MBS
383 JP MORGANCHASE BANK N/A Apr 2022 1,458,600 New $188K — 0.10% DIR
384 CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 12532CBC8 Apr 2022 210,000 — $186K -8.9% 0.10% ABS-MBS
385 JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL 46590XAN6 Apr 2024 214,000 New $186K — 0.10% DBT
386 JP MORGANCHASE BANK N/A Apr 2022 1 New $186K — 0.10% DFE
387 SOUTHERN CO/THE 842587DT1 Apr 2024 185,000 New $184K — 0.10% DBT
388 CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 126281BF0 Apr 2022 213,000 -606,000 $184K -75.0% 0.10% ABS-MBS
389 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1 New $184K — 0.10% DFE
390 PFIZER INVESTMENT ENTERPRISES PTE LTD 716973AE2 Apr 2024 193,000 New $184K — 0.10% DBT
391 LCH Limited N/A Apr 2022 4,647,000 New $181K — 0.10% DIR
392 ITALY BUONI POLIENNALI DEL TESORO T6052BYD4 Apr 2022 280,000 +200,000 $181K +194.3% 0.10% DBT
393 CROWN CASTLE INC 22822VAH4 Apr 2024 192,000 New $180K — 0.10% DBT
394 FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3137FV5S7 Apr 2022 2,243,000 — $179K -25.8% 0.10% ABS-MBS
395 PARAMOUNT GLOBAL 124857AX1 Apr 2024 200,000 New $179K — 0.10% DBT
396 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1 95001FBD6 Apr 2022 199,000 -26,000 $176K -18.7% 0.10% ABS-MBS
397 VICI PROPERTIES LP 925650AB9 Apr 2022 183,000 -46,000 $176K -22.9% 0.10% DBT
398 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XAM6 Apr 2022 174,461 -200,402 $175K -53.7% 0.09% ABS-CBDO
399 CBAM 2017-2 LTD 12481KAS7 Apr 2024 175,000 New $175K — 0.09% ABS-MBS
400 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 95000KBB0 Apr 2024 186,000 New $174K — 0.09% ABS-MBS
401 REPUBLIC OF INDONESIA 455780CQ7 Apr 2022 200,000 — $174K -6.4% 0.09% DBT
402 ABBVIE INC 00287YDW6 Apr 2024 179,000 New $173K — 0.09% DBT
403 REPUBLIC OF PARAGUAY 699149AK6 Apr 2022 220,000 — $173K -3.0% 0.09% DBT
404 WESTPAC BANKING CORPORATION N/A Apr 2022 1 New $172K — 0.09% DFE
405 UNITED STATES OF AMERICA 91282CCB5 Apr 2024 208,000 New $172K — 0.09% DBT
406 MORGAN STANLEY CAPITAL I TRUST 2015-UBS8 61691ABP7 Apr 2024 191,000 New $172K — 0.09% ABS-MBS
407 FREDDIE MAC STACR REMIC TRUST 2024-DNA1 35564NAW3 Apr 2024 170,505 New $171K — 0.09% ABS-CBDO
408 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1 95001FAZ8 Apr 2024 182,000 New $170K — 0.09% ABS-MBS
409 GNMA 38380RNX4 Apr 2024 2,359,028 New $170K — 0.09% ABS-MBS
410 META PLATFORMS INC 30303M8J4 Apr 2024 204,000 New $170K — 0.09% DBT
411 CNA FINANCIAL CORP 126117AY6 Apr 2024 180,000 New $170K — 0.09% DBT
412 HYUNDAI CAPITAL AMERICA 44891ACY1 Apr 2024 172,000 New $169K — 0.09% DBT
413 COMM 2013-CCRE13 MORTGAGE TRUST 12630BAE8 Apr 2022 280,000 — $168K -37.2% 0.09% ABS-MBS
414 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR9 TRUST 92922FU89 Apr 2022 174,079 -44,964 $168K -18.7% 0.09% ABS-CBDO
415 FREDDIE MAC STACR REMIC TRUST 2021-DNA7 35564KMH9 Apr 2024 165,000 New $166K — 0.09% ABS-CBDO
416 GOLDMAN SACHS INTL FX N/A Apr 2022 1 New $166K — 0.09% DFE
417 NATWEST MARKETS PLC N/A Apr 2022 1 New $166K — 0.09% DFE
418 ALTERNATIVE LOAN TRUST 2006-OA7 02146BAB2 Apr 2022 197,985 -73,532 $165K -33.7% 0.09% ABS-CBDO
419 COMMONWEALTH BANK OF AUSTRALIA 2027A0KK4 Apr 2022 177,000 -87,000 $164K -33.9% 0.09% DBT
420 EQUINIX INC 29444UBE5 Apr 2022 186,000 -218,000 $164K -55.2% 0.09% DBT
421 ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL2 LTD 03881EAA5 Apr 2024 162,762 New $162K — 0.09% ABS-MBS
422 DEUTSCHE BANK AG N/A Apr 2022 8,012,600 New $162K — 0.09% DIR
423 UBS COMMERCIAL MORTGAGE TRUST 2017-C7 90276WAT4 Apr 2022 5,609,321 +911,022 $162K -16.2% 0.09% ABS-MBS
424 WASTE MANAGEMENT INC 94106LBV0 Apr 2024 163,000 New $161K — 0.09% DBT
425 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XBM5 Apr 2022 150,964 -173,784 $160K -53.3% 0.09% ABS-CBDO
426 KINGDOM OF NORWAY R34155AZ5 Apr 2022 1,880,000 — $160K -17.0% 0.09% DBT
427 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1 New $158K — 0.09% DFE
428 BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2023-CPACE1 072927AA4 Apr 2024 154,421 New $157K — 0.09% ABS-MBS
429 KINGDOM OF SPAIN E8922ABW9 Apr 2022 170,000 — $157K -19.5% 0.09% DBT
430 WFRBS COMMERCIAL MORTGAGE TRUST 2014-C23 92939HAY1 Apr 2024 158,000 New $156K — 0.08% ABS-MBS
431 BOEING CO/THE 097023DM4 Apr 2024 155,000 New $155K — 0.08% DBT
432 AIR LEASE CORP 00914AAT9 Apr 2024 155,000 New $155K — 0.08% DBT
433 BANK OF AMERICA N.A. N/A Apr 2022 1 New $154K — 0.08% DFE
434 JAPAN N/A Apr 2022 39,000,000 New $153K — 0.08% DBT
435 COREBRIDGE FINANCIAL INC 21871XAF6 Apr 2024 165,000 New $151K — 0.08% DBT
436 KINDER MORGAN INC 494553AD2 Apr 2024 155,000 New $151K — 0.08% DBT
437 BIRCH GROVE CLO 8 LTD 09077TAA3 Apr 2024 150,000 New $151K — 0.08% ABS-MBS
438 CITIBANK N.A. N/A Apr 2022 1 New $151K — 0.08% DFE
439 ERAC USA FINANCE LLC 26884TAE2 Apr 2022 151,000 -130,000 $147K -51.0% 0.08% DBT
440 DOMINICAN REPUBLIC P3579ECB1 Apr 2024 150,000 New $147K — 0.08% DBT
441 FRENCH REPUBLIC F26348BX3 Apr 2024 140,000 New $146K — 0.08% DBT
442 BANK OF AMERICA N.A. N/A Apr 2022 3,770,800 New $146K — 0.08% DIR
443 GOLDMAN SACHS INTL FX N/A Apr 2022 1 New $146K — 0.08% DFE
444 LPL HOLDINGS INC 50212YAH7 Apr 2024 142,000 New $146K — 0.08% DBT
445 FREDDIE MAC STACR REMIC TRUST 2023-HQA3 35564K3F4 Apr 2024 142,727 New $145K — 0.08% ABS-CBDO
446 BROADCOM INC 11135FAQ4 Apr 2022 154,000 -207,000 $142K -58.5% 0.08% DBT
447 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 95002XBG9 Apr 2022 167,000 -147,000 $141K -52.5% 0.08% ABS-MBS
448 ROGERS COMMUNICATIONS INC 775109CH2 Apr 2024 160,000 New $140K — 0.08% DBT
449 FREDDIE MAC STACR REMIC TRUST 2022-DNA2 35564KRE1 Apr 2022 138,515 -104,920 $139K -42.4% 0.08% ABS-CBDO
450 GOLDMAN SACHS INTL FX N/A Apr 2022 1 New $138K — 0.07% DFE
451 EXELON CORP 30161NBN0 Apr 2024 140,000 New $136K — 0.07% DBT
452 HSBC BANK USA N/A Apr 2022 1 New $136K — 0.07% DFE
453 CONNECTICUT AVENUE SECURITIES TRUST 2022-R07 20754MBZ9 Apr 2024 131,433 New $135K — 0.07% ABS-CBDO
454 JPMORGAN CHASE AND CO 46647PDK9 Apr 2024 135,000 New $134K — 0.07% DBT
455 FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3137FPHM0 Apr 2022 2,771,421 -23,900 $134K -31.9% 0.07% ABS-MBS
456 CITIBANK N.A. N/A Apr 2022 1 New $132K — 0.07% DFE
457 FREDDIE MAC STACR REMIC TRUST 2023-HQA2 35564K2F5 Apr 2024 129,245 New $130K — 0.07% ABS-CBDO
458 PFIZER INVESTMENT ENTERPRISES PTE LTD 716973AG7 Apr 2024 138,000 New $129K — 0.07% DBT
459 GEORGIA POWER CO 373334KT7 Apr 2024 135,000 New $129K — 0.07% DBT
460 JEFFERIES FINANCIAL GROUP INC 47233WEJ4 Apr 2024 130,000 New $129K — 0.07% DBT
461 ORACLE CORP 68389XBZ7 Apr 2022 172,000 -35,000 $128K -20.1% 0.07% DBT
462 BANK OF AMERICA N.A. N/A Apr 2022 1 New $128K — 0.07% DFE
463 CITIBANK N.A. N/A Apr 2022 7,544,800 New $128K — 0.07% DIR
464 CHENIERE ENERGY PARTNERS LP 16411QAN1 Apr 2024 153,000 New $128K — 0.07% DBT
465 PACIFIC GAS AND ELECTRIC CO 694308KG1 Apr 2024 129,000 New $127K — 0.07% DBT
466 WELLS FARGO AND CO 949746TD3 Apr 2022 133,000 -70,000 $126K -31.9% 0.07% DBT
467 GOLDMAN SACHS INTL FX N/A Apr 2022 1 New $126K — 0.07% DFE
468 COLUMBIA PIPELINES OPERATING CO LLC 19828TAC0 Apr 2024 120,000 New $124K — 0.07% DBT
469 UBS AG N/A Apr 2022 1 New $123K — 0.07% DFE
470 COMM 2013-CCRE13 MORTGAGE TRUST 12630BBF4 Apr 2022 132,766 -359,234 $123K -74.7% 0.07% ABS-MBS
471 CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC2 14453FAD1 Apr 2022 129,192 -50,808 $122K -30.3% 0.07% ABS-MBS
472 GLENCORE FINANCE CANADA LTD 98417EAN0 Apr 2022 127,000 -30,000 $121K -25.8% 0.07% DBT
473 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1 New $121K — 0.07% DFE
474 WARNERMEDIA HOLDINGS INC 55903VBD4 Apr 2024 150,000 New $120K — 0.06% DBT
475 CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2006-4 16678XAB0 Apr 2022 159,507 -50,010 $119K -34.6% 0.06% ABS-CBDO
476 STATE STREET B AND T CO N/A Apr 2022 1 New $118K — 0.06% DFE
477 ATHENE HOLDING LTD 04686JAH4 Apr 2024 120,000 New $117K — 0.06% DBT
478 METLIFE CAPITAL TRUST IV 591560AA5 Apr 2022 110,000 -120,000 $116K -55.4% 0.06% DBT
479 MCDONALD'S CORP 58013MEC4 Apr 2024 110,000 New $116K — 0.06% DBT
480 STATE STREET B AND T CO N/A Apr 2022 1 New $116K — 0.06% DFE
481 TORONTO-DOMINION BANK/THE N/A Apr 2022 1 New $115K — 0.06% DFE
482 NATWEST MARKETS PLC N/A Apr 2022 1 New $114K — 0.06% DFE
483 HSBC BANK USA N/A Apr 2022 1 New $114K — 0.06% DFE
484 KINGDOM OF DENMARK K5675SHC6 Apr 2022 650,000 -100,000 $113K -28.3% 0.06% DBT
485 RENAISSANCE HOME EQUITY LOAN TRUST 2003-4 759950BP2 Apr 2022 130,188 -27,426 $113K -26.6% 0.06% ABS-MBS
486 META PLATFORMS INC 30303M8Q8 Apr 2024 113,000 New $112K — 0.06% DBT
487 BANK OF AMERICA N.A. N/A Apr 2022 1 New $112K — 0.06% DFE
488 CONSTELLATION ENERGY GENERATION LLC 210385AD2 Apr 2024 109,000 New $112K — 0.06% DBT
489 TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA 878091BC0 Apr 2022 102,000 — $111K -10.7% 0.06% DBT
490 META PLATFORMS INC 30303M8N5 Apr 2024 113,000 New $111K — 0.06% DBT
491 PFIZER INVESTMENT ENTERPRISES PTE LTD 716973AC6 Apr 2024 114,000 New $111K — 0.06% DBT
492 LCH Limited N/A Apr 2022 8,482,000 New $109K — 0.06% DIR
493 JPMORGAN CHASE AND CO 46625HJZ4 Apr 2022 113,000 -61,000 $109K -36.9% 0.06% DBT
494 AMERICAN ELECTRIC POWER CO INC 025537AX9 Apr 2024 110,000 New $108K — 0.06% DBT
495 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR2 TRUST 92922FD39 Apr 2022 110,998 -39,460 $108K -26.7% 0.06% ABS-CBDO
496 ALTERNATIVE LOAN TRUST 2006-OA19 12668RAA6 Apr 2022 140,090 -32,840 $107K -23.2% 0.06% ABS-CBDO
497 BOEING CO/THE 097023CW3 Apr 2024 120,000 New $106K — 0.06% DBT
498 COLUMBIA PIPELINES OPERATING CO LLC 19828TAA4 Apr 2024 105,000 New $105K — 0.06% DBT
499 FREDDIE MAC STACR DEBT NOTES 2016-DNA4 3137G0LJ6 Apr 2022 100,718 -55,540 $105K -35.0% 0.06% ABS-CBDO
500 CAPITAL ONE FINANCIAL CORP 14040HCH6 Apr 2024 116,000 New $105K — 0.06% DBT
501 CROWN CASTLE INC 22822VAK7 Apr 2022 112,000 -59,000 $104K -36.5% 0.06% DBT
502 ALEXANDER FUNDING TRUST II 014916AA8 Apr 2024 100,000 New $104K — 0.06% DBT
503 STATE STREET B AND T CO N/A Apr 2022 1 New $104K — 0.06% DFE
504 NETHERLANDS GOVERNMENT N2R466HA5 Apr 2024 110,000 New $103K — 0.06% DBT
505 LCH Limited N/A Apr 2022 8,579,000 New $103K — 0.06% DIR
506 LCH Limited N/A Apr 2022 4,520,000 New $103K — 0.06% DIR
507 LCH Limited N/A Apr 2022 9,577,400 New $101K — 0.05% DIR
508 AT AND T INC 00206RGL0 Apr 2024 105,000 New $100K — 0.05% DBT
509 CONNECTICUT AVENUE SECURITIES TRUST 2022-R09 20753DAA6 Apr 2024 97,498 New $99K — 0.05% ABS-CBDO
510 LCH Limited N/A Apr 2022 29,184,000 New $99K — 0.05% DIR
511 CAMPBELL SOUP CO 134429BN8 Apr 2024 100,000 New $99K — 0.05% DBT
512 AMGEN INC 031162DT4 Apr 2024 103,000 New $98K — 0.05% DBT
513 COMM 2014-UBS6 MORTGAGE TRUST 12592PBL6 Apr 2022 110,000 — $98K -8.5% 0.05% ABS-MBS
514 FIDELITY NATIONAL FINANCIAL INC 31620RAL9 Apr 2024 160,000 New $97K — 0.05% DBT
515 PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 709599AW4 Apr 2022 103,000 -26,000 $97K -22.0% 0.05% DBT
516 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XBU7 Apr 2022 91,564 -89,698 $97K -49.5% 0.05% ABS-CBDO
517 REPUBLIC OF IRELAND N/A Apr 2022 110,000 New $97K — 0.05% DBT
518 REPUBLIC OF COTE D'IVOIRE N/A Apr 2022 100,000 New $96K — 0.05% DBT
519 LCH Limited N/A Apr 2022 3,166,900 New $96K — 0.05% DIR
520 REPUBLIC OF ITALY T6052BTW8 Apr 2024 100,000 New $94K — 0.05% DBT
521 FREDDIE MAC STACR REMIC TRUST 2022-HQA3 35564KE39 Apr 2024 90,259 New $92K — 0.05% ABS-CBDO
522 TAPESTRY INC 876030AF4 Apr 2024 88,000 New $92K — 0.05% DBT
523 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR1 TRUST 939336X57 Apr 2022 97,650 -29,936 $91K -26.9% 0.05% ABS-CBDO
524 HSBC BANK USA N/A Apr 2022 1 New $90K — 0.05% DFE
525 GOLDMAN SACHS INTL FX N/A Apr 2022 1 New $89K — 0.05% DFE
526 BANK OF AMERICA N.A. N/A Apr 2022 1 New $88K — 0.05% DFE
527 MOTOROLA SOLUTIONS INC 620076BZ1 Apr 2024 90,000 New $88K — 0.05% DBT
528 INTERNATIONAL FLAVORS AND FRAGRANCES INC 459506AQ4 Apr 2022 107,000 -25,000 $87K -21.6% 0.05% DBT
529 BOEING CO/THE 097023CM5 Apr 2024 95,000 New $87K — 0.05% DBT
530 JP MORGANCHASE BANK N/A Apr 2022 5,893,200 New $86K — 0.05% DIR
531 FREDDIE MAC STACR REMIC TRUST 2022-DNA3 35564KUW7 Apr 2024 85,001 New $86K — 0.05% ABS-CBDO
532 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XCB8 Apr 2022 81,967 -127,428 $86K -61.1% 0.05% ABS-CBDO
533 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 46639YAU1 Apr 2022 92,686 -246,314 $85K -74.6% 0.05% ABS-MBS
534 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST 92922F4V7 Apr 2022 91,395 -45,222 $85K -36.7% 0.05% ABS-CBDO
535 PETROLEOS MEXICANOS 71654QDB5 Apr 2024 90,000 New $84K — 0.05% DBT
536 CITIBANK N.A. N/A Apr 2022 1 New $84K — 0.05% DFE
537 GNMA 38376RA63 Apr 2022 2,042,052 -852,169 $84K -36.2% 0.05% ABS-MBS
538 HYUNDAI CAPITAL AMERICA 44891ACV7 Apr 2024 85,000 New $83K — 0.04% DBT
539 ALTERNATIVE LOAN TRUST 2006-OA10 02146QAA1 Apr 2022 95,765 -21,505 $82K -27.7% 0.04% ABS-CBDO
540 FREDDIE MAC REMICS 3137FTXU6 Apr 2022 944,203 -270,154 $82K -51.4% 0.04% ABS-MBS
541 PACIFIC GAS AND ELECTRIC CO 694308JN8 Apr 2022 100,000 — $81K -2.5% 0.04% DBT
542 SERVICE CORP INTERNATIONAL/US 817565CD4 Apr 2022 85,000 -20,000 $81K -20.6% 0.04% DBT
543 PARAMOUNT GLOBAL 92553PAP7 Apr 2024 120,000 New $79K — 0.04% DBT
544 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 723,000 New $79K — 0.04% DCR
545 LCH Limited N/A Apr 2022 2,244,000 New $78K — 0.04% DIR
546 ELI LILLY AND CO 532457CG1 Apr 2024 85,000 New $78K — 0.04% DBT
547 SPRINT CAPITAL CORP 852060AD4 Apr 2024 74,000 New $77K — 0.04% DBT
548 BANK OF AMERICA N.A. N/A Apr 2022 1,070,200 New $76K — 0.04% DIR
549 MORGAN STANLEY RESECURITIZATION TRUST 2015-R4 61690WAY2 Apr 2022 79,884 -75,936 $76K -47.3% 0.04% ABS-CBDO
550 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XGN8 Apr 2022 72,000 — $76K +2.6% 0.04% ABS-CBDO
551 BOEING CO/THE 097023DL6 Apr 2024 75,000 New $76K — 0.04% DBT
552 CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 20754AAB9 Apr 2024 74,000 New $74K — 0.04% ABS-CBDO
553 CITIBANK N.A. N/A Apr 2022 1 New $74K — 0.04% DFE
554 ORACLE CORP 68389XBV6 Apr 2024 85,000 New $74K — 0.04% DBT
555 FREDDIE MAC STACR REMIC TRUST 2021-HQA3 35564KJG5 Apr 2022 74,106 +58,106 $74K +373.5% 0.04% ABS-CBDO
556 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 233,875 New $74K — 0.04% DCR
557 LCH Limited N/A Apr 2022 26,557,000 New $73K — 0.04% DIR
558 CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 20754LAA7 Apr 2024 73,283 New $73K — 0.04% ABS-CBDO
559 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1 New $73K — 0.04% DFE
560 RTX CORP 75513ECR0 Apr 2024 75,000 New $73K — 0.04% DBT
561 BANKUNITED TRUST 2005-1 06652DAA7 Apr 2022 77,436 -38,310 $73K -35.5% 0.04% ABS-CBDO
562 STATE STREET B AND T CO N/A Apr 2022 1 New $72K — 0.04% DFE
563 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XY24 Apr 2024 69,562 New $71K — 0.04% ABS-CBDO
564 CELANESE US HOLDINGS LLC 15089QAN4 Apr 2024 70,000 New $71K — 0.04% DBT
565 FREDDIE MAC STACR REMIC TRUST 2021-DNA5 35564KHE2 Apr 2024 69,936 New $70K — 0.04% ABS-CBDO
566 ABBVIE INC 00287YDU0 Apr 2024 71,000 New $69K — 0.04% DBT
567 GNMA 38379YFF0 Apr 2022 414,761 -213,702 $68K -40.0% 0.04% ABS-MBS
568 CITIGROUP INC 17327CAR4 Apr 2024 67,000 New $66K — 0.04% DBT
569 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XSV7 Apr 2024 64,000 New $66K — 0.04% ABS-CBDO
570 KINGDOM OF SWEDEN W9478GTX1 Apr 2022 660,000 +520,000 $66K +275.8% 0.04% DBT
571 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25 95000JAY4 Apr 2022 3,941,632 -284,723 $66K -48.1% 0.04% ABS-MBS
572 NATWEST MARKETS PLC N/A Apr 2022 1 New $66K — 0.04% DFE
573 ARROYO MORTGAGE TRUST 2019-3 04285AAC9 Apr 2022 71,869 -47,375 $65K -43.6% 0.04% ABS-CBDO
574 CONNECTICUT AVENUE SECURITIES TRUST 2023-R07 20753BAA0 Apr 2024 64,210 New $65K — 0.03% ABS-CBDO
575 GNMA 38376RT30 Apr 2022 1,540,571 -569,372 $64K -48.9% 0.03% ABS-MBS
576 CONNECTICUT AVENUE SECURITIES TRUST 2024-R03 207941AA3 Apr 2024 63,954 New $64K — 0.03% ABS-CBDO
577 VICI PROPERTIES LP / VICI NOTE CO INC 92564RAD7 Apr 2022 68,000 -18,000 $64K -19.6% 0.03% DBT
578 JP MORGANCHASE BANK N/A Apr 2022 1 New $63K — 0.03% DFE
579 CANADA 135087E67 Apr 2022 90,000 — $62K -7.5% 0.03% DBT
580 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1 New $61K — 0.03% DFE
581 JP MORGANCHASE BANK N/A Apr 2022 2,317,400 New $61K — 0.03% DIR
582 EPR PROPERTIES 26884UAD1 Apr 2024 64,000 New $60K — 0.03% DBT
583 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 238,379 New $60K — 0.03% DCR
584 HSBC BANK USA N/A Apr 2022 1 New $60K — 0.03% DFE
585 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1 New $59K — 0.03% DFE
586 GNMA 38376RWP7 Apr 2022 1,601,686 -736,020 $59K -50.2% 0.03% ABS-MBS
587 AUSTRALIA GOVERNMENT Q08184MX0 Apr 2022 120,000 — $59K -24.6% 0.03% DBT
588 LCH Limited N/A Apr 2022 3,035,700 New $58K — 0.03% DIR
589 GOLDMAN SACHS GROUP INC/THE 38144GAG6 Apr 2022 63,000 -257,000 $57K -79.4% 0.03% DBT
590 KENVUE INC 49177JAP7 Apr 2024 62,000 New $57K — 0.03% DBT
591 BRISTOL-MYERS SQUIBB CO 110122EF1 Apr 2024 58,000 New $57K — 0.03% DBT
592 UBS AG N/A Apr 2022 975,900 New $57K — 0.03% DIR
593 CONNECTICUT AVENUE SECURITIES TRUST 2022-R08 20755DAA4 Apr 2024 54,503 New $56K — 0.03% ABS-CBDO
594 CANADA 135087ZS6 Apr 2022 80,000 -180,000 $56K -75.0% 0.03% DBT
595 HCA INC 404119CK3 Apr 2024 65,000 New $56K — 0.03% DBT
596 GLOBAL PAYMENTS INC 37940XAG7 Apr 2022 61,000 -35,000 $56K -35.8% 0.03% DBT
597 CITIBANK N.A. N/A Apr 2022 3,609,600 New $56K — 0.03% DIR
598 FNMA 3136BQKJ7 Apr 2024 459,028 New $55K — 0.03% ABS-MBS
599 LCH Limited N/A Apr 2022 1,989,000 New $55K — 0.03% DIR
600 STATE STREET B AND T CO N/A Apr 2022 1 New $55K — 0.03% DFE
601 GNMA 38375UYG9 Apr 2022 1,717,222 -708,963 $55K -57.4% 0.03% ABS-MBS
602 EVERSOURCE ENERGY 30040WAT5 Apr 2024 55,000 New $55K — 0.03% DBT
603 GNMA 38375UJE1 Apr 2022 1,549,463 -1,024,215 $53K -52.2% 0.03% ABS-MBS
604 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XQU1 Apr 2024 51,963 New $53K — 0.03% ABS-CBDO
605 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 4,592,400 New $52K — 0.03% DIR
606 HYUNDAI CAPITAL AMERICA 44891ABL0 Apr 2024 50,000 New $51K — 0.03% DBT
607 KENVUE INC 49177JAF9 Apr 2024 50,000 New $50K — 0.03% DBT
608 WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 92936CAU3 Apr 2022 54,014 -125,382 $49K -71.9% 0.03% ABS-MBS
609 VISTA POINT SECURITIZATION TRUST 92838TAB7 Apr 2022 53,352 -42,106 $48K -47.8% 0.03% ABS-CBDO
610 GNMA 38375UK25 Apr 2022 957,113 -331,854 $48K -42.1% 0.03% ABS-MBS
611 OVINTIV INC 69047QAC6 Apr 2024 47,000 New $47K — 0.03% DBT
612 COMM 2014-CR14 MORTGAGE TRUST 12630DBD5 Apr 2024 52,000 New $47K — 0.03% ABS-MBS
613 BARCLAYS BANK PLC WHOLESALE, LONDON N/A Apr 2022 1 New $47K — 0.03% DFE
614 CITIBANK N.A. N/A Apr 2022 1 New $47K — 0.03% DFE
615 OVINTIV INC 69047QAA0 Apr 2024 47,000 New $47K — 0.03% DBT
616 GNMA 38376RJY3 Apr 2022 1,231,836 -543,313 $47K -46.7% 0.03% ABS-MBS
617 GNMA 38376RJW7 Apr 2022 1,130,991 -670,271 $45K -45.8% 0.02% ABS-MBS
618 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 144,673 New $45K — 0.02% DCR
619 STATE STREET B AND T CO N/A Apr 2022 1 New $44K — 0.02% DFE
620 LCH Limited N/A Apr 2022 148,506,000 New $44K — 0.02% DIR
621 ORACLE CORP 68389XBQ7 Apr 2024 60,000 New $44K — 0.02% DBT
622 TOORAK MORTGAGE CORP 2021-1 LTD 89053BAA2 Apr 2022 44,373 -75,627 $44K -61.9% 0.02% ABS-CBDO
623 BOEING CO/THE 097023BS3 Apr 2024 70,000 New $44K — 0.02% DBT
624 PETROBRAS GLOBAL FINANCE BV 71647NBK4 Apr 2024 44,000 New $43K — 0.02% DBT
625 FREDDIE MAC REMICS 3137B1HN5 Apr 2022 296,670 -101,509 $43K -23.0% 0.02% ABS-MBS
626 ORACLE CORP 68389XCA1 Apr 2022 60,000 -15,000 $43K -24.8% 0.02% DBT
627 GNMA 38375UQB9 Apr 2022 1,372,893 -564,947 $42K -46.6% 0.02% ABS-MBS
628 LCH Limited N/A Apr 2022 1,322,600 New $42K — 0.02% DIR
629 UBS AG N/A Apr 2022 1,140,000 New $41K — 0.02% DIR
630 COMM 2015-LC21 MORTGAGE TRUST 12593FBE3 Apr 2022 8,566,489 -1,523,377 $41K -76.4% 0.02% ABS-MBS
631 LCH Limited N/A Apr 2022 1,786,900 New $40K — 0.02% DIR
632 CITIBANK N.A. N/A Apr 2022 933,600 New $40K — 0.02% DIR
633 LHOME MORTGAGE TRUST 2021-RTL2 501895AA4 Apr 2022 41,390 -323,610 $40K -88.5% 0.02% ABS-CBDO
634 CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 20754PAC4 Apr 2022 39,231 -13,385 $40K -23.6% 0.02% ABS-CBDO
635 GNMA 38379B6E3 Apr 2022 202,143 -61,898 $39K -22.7% 0.02% ABS-MBS
636 LENNAR CORP 526057CD4 Apr 2022 40,000 -165,000 $39K -80.9% 0.02% DBT
637 BOEING CO/THE 097023AU9 Apr 2024 40,000 New $39K — 0.02% DBT
638 UNITED STATES OF AMERICA 912828Z94 Apr 2024 46,000 New $39K — 0.02% DBT
639 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XCT9 Apr 2022 36,146 -4,312 $38K -11.0% 0.02% ABS-CBDO
640 LCH Limited N/A Apr 2022 1,663,900 New $38K — 0.02% DIR
641 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 118,437 New $37K — 0.02% DCR
642 NASDAQ INC 63111XAJ0 Apr 2024 38,000 New $37K — 0.02% DBT
643 FREDDIE MAC STACR REMIC TRUST 2020-DNA2 35564KDB2 Apr 2024 35,853 New $37K — 0.02% ABS-CBDO
644 WEYERHAEUSER CO 962166BR4 Apr 2022 33,000 — $37K -7.9% 0.02% DBT
645 NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 64828FCS9 Apr 2022 36,763 -28,177 $37K -43.3% 0.02% ABS-CBDO
646 CONNECTICUT AVENUE SECURITIES TRUST 2022-R06 20754NAB1 Apr 2024 34,431 New $35K — 0.02% ABS-CBDO
647 GNMA 38376RJD9 Apr 2022 1,537,734 -514,369 $34K -66.7% 0.02% ABS-MBS
648 DEUTSCHE BANK AG N/A Apr 2022 1,043,900 New $34K — 0.02% DIR
649 T-MOBILE USA INC 87264ACY9 Apr 2024 35,000 New $34K — 0.02% DBT
650 WESTPAC BANKING CORPORATION N/A Apr 2022 1 New $33K — 0.02% DFE
651 LCH Limited N/A Apr 2022 2,146,000,000 New $32K — 0.02% DIR
652 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 77,000 New $31K — 0.02% DCR
653 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 77,000 New $31K — 0.02% DCR
654 SOUTHERN CO/THE 842587DS3 Apr 2024 30,000 New $30K — 0.02% DBT
655 TOLL BROTHERS FINANCE CORP 88947EAT7 Apr 2024 31,000 New $30K — 0.02% DBT
656 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C33 46645JAJ1 Apr 2022 2,866,189 -489,916 $29K -67.9% 0.02% ABS-MBS
657 JP MORGANCHASE BANK N/A Apr 2022 261,200 New $29K — 0.02% DIR
658 KINGDOM OF SPAIN E8922AJL5 Apr 2022 50,000 +30,000 $29K +95.4% 0.02% DBT
659 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 110,303 New $28K — 0.01% DCR
660 HUMANA INC 444859BX9 Apr 2024 30,000 New $27K — 0.01% DBT
661 JP MORGANCHASE BANK N/A Apr 2022 125,100 New $27K — 0.01% DIR
662 BERRY GLOBAL INC 08576PAL5 Apr 2024 27,000 New $27K — 0.01% DBT
663 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 245,000 New $27K — 0.01% DCR
664 GNMA 38377NRE6 Apr 2022 340,353 -92,716 $27K -56.3% 0.01% ABS-MBS
665 BANK OF AMERICA N.A. N/A Apr 2022 1 New $26K — 0.01% DFE
666 STATE STREET B AND T CO N/A Apr 2022 1 New $25K — 0.01% DFE
667 PETROLEOS MEXICANOS 71643VAB1 Apr 2022 31,000 -230,000 $25K -88.7% 0.01% DBT
668 LCH Limited N/A Apr 2022 2,240,000 New $25K — 0.01% DIR
669 LCH Limited N/A Apr 2022 670,000 New $24K — 0.01% DIR
670 FREDDIE MAC STACR REMIC TRUST 2022-DNA6 35564KH36 Apr 2024 23,479 New $24K — 0.01% ABS-CBDO
671 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 95,000 New $23K — 0.01% DCR
672 BANK OF AMERICA N.A. N/A Apr 2022 3,666,200 New $23K — 0.01% DIR
673 JP MORGANCHASE BANK N/A Apr 2022 1 New $22K — 0.01% DFE
674 LCH Limited N/A Apr 2022 579,700 New $22K — 0.01% DIR
675 UBS AG N/A Apr 2022 1 New $22K — 0.01% DFE
676 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,502,600 New $22K — 0.01% DIR
677 BANK OF AMERICA N.A. N/A Apr 2022 3,320,700 New $20K — 0.01% DIR
678 JP MORGANCHASE BANK N/A Apr 2022 163,800 New $20K — 0.01% DIR
679 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 75,800 New $19K — 0.01% DCR
680 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1 New $19K — 0.01% DFE
681 LCH Limited N/A Apr 2022 800,000 New $19K — 0.01% DIR
682 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 52,000 New $18K — 0.01% DCR
683 LCH Limited N/A Apr 2022 715,400 New $18K — 0.01% DIR
684 LCH Limited N/A Apr 2022 2,130,000 New $17K — 0.01% DIR
685 LCH Limited N/A Apr 2022 590,000 New $17K — 0.01% DIR
686 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 46642NBF2 Apr 2022 5,930,924 -3,071,601 $17K -87.1% 0.01% ABS-MBS
687 LCH Limited N/A Apr 2022 406,000 New $17K — 0.01% DIR
688 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 41,000 New $17K — 0.01% DCR
689 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XC36 Apr 2024 16,030 New $16K — 0.01% ABS-CBDO
690 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 78,000 New $16K — 0.01% DCR
691 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 78,000 New $16K — 0.01% DCR
692 FREDDIE MAC STACR REMIC TRUST 2021-DNA1 35564KAH2 Apr 2024 15,519 New $16K — 0.01% ABS-CBDO
693 HSBC BANK USA N/A Apr 2022 1 New $16K — 0.01% DFE
694 LCH Limited N/A Apr 2022 545,600 New $15K — 0.01% DIR
695 LCH Limited N/A Apr 2022 2,482,000 New $15K — 0.01% DIR
696 CITIBANK N.A. N/A Apr 2022 2,223,300 New $15K — 0.01% DIR
697 J.P. MORGAN SECURITIES, LLC N/A Apr 2022 59,000 New $14K — 0.01% DCR
698 CITIBANK N.A. N/A Apr 2022 2,896,100 New $14K — 0.01% DIR
699 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 45,726 New $14K — 0.01% DCR
700 CONNECTICUT AVENUE SECURITIES TRUST 2024-R02 20754GAA8 Apr 2024 14,310 New $14K — 0.01% ABS-CBDO
701 JP MORGANCHASE BANK N/A Apr 2022 499,800 New $14K — 0.01% DIR
702 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 34,000 New $14K — 0.01% DCR
703 JP MORGANCHASE BANK N/A Apr 2022 1 New $14K — 0.01% DFE
704 J.P. MORGAN SECURITIES, LLC N/A Apr 2022 92,000 New $14K — 0.01% DCR
705 J.P. MORGAN SECURITIES, LLC N/A Apr 2022 33,000 New $13K — 0.01% DCR
706 LCH Limited N/A Apr 2022 5,650,000 New $13K — 0.01% DIR
707 J.P. MORGAN SECURITIES, LLC N/A Apr 2022 52,276 New $13K — 0.01% DCR
708 TORONTO-DOMINION BANK/THE N/A Apr 2022 1 New $13K — 0.01% DFE
709 LCH Limited N/A Apr 2022 450,000 New $12K — 0.01% DIR
710 T-MOBILE USA INC 87264ABF1 Apr 2022 13,000 -5,000 $12K -30.2% 0.01% DBT
711 BANK OF AMERICA N.A. N/A Apr 2022 1 New $12K — 0.01% DFE
712 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 48,000 New $11K — 0.01% DCR
713 LCH Limited N/A Apr 2022 700,000 New $11K — 0.01% DIR
714 STATE STREET B AND T CO N/A Apr 2022 1 New $10K — 0.01% DFE
715 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 25,000 New $10K — 0.01% DCR
716 COMM 2014-UBS6 MORTGAGE TRUST 12592PBG7 Apr 2022 6,894,561 -1,070,033 $9K -93.6% 0.00% ABS-MBS
717 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 79,000 New $9K — 0.00% DCR
718 AT AND T INC 00206RMM1 Apr 2022 11,000 -288,000 $8K -96.6% 0.00% DBT
719 LCH Limited N/A Apr 2022 452,000 New $8K — 0.00% DIR
720 LCH Limited N/A Apr 2022 1,520,000 New $8K — 0.00% DIR
721 JP MORGANCHASE BANK N/A Apr 2022 3,289,500 New $8K — 0.00% DIR
722 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 103,000 New $8K — 0.00% DCR
723 TORONTO-DOMINION BANK/THE N/A Apr 2022 1 New $7K — 0.00% DFE
724 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 30,000 New $7K — 0.00% DCR
725 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 23,238 New $7K — 0.00% DCR
726 LCH Limited N/A Apr 2022 550,000 New $7K — 0.00% DIR
727 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 48,000 New $7K — 0.00% DCR
728 BOEING CO/THE 097023DJ1 Apr 2024 7,000 New $7K — 0.00% DBT
729 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 17,000 New $7K — 0.00% DCR
730 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 45,000 New $7K — 0.00% DCR
731 BANK OF AMERICA N.A. N/A Apr 2022 289,700 New $6K — 0.00% DIR
732 LCH Limited N/A Apr 2022 1,007,000 New $5K — 0.00% DIR
733 GNMA 38379CU79 Apr 2022 146,290 -167,089 $5K -70.3% 0.00% ABS-MBS
734 BARCLAYS BANK PLC WHOLESALE, LONDON N/A Apr 2022 1 New $5K — 0.00% DFE
735 STATE STREET B AND T CO N/A Apr 2022 1 New $5K — 0.00% DFE
736 LCH Limited N/A Apr 2022 300,000 New $5K — 0.00% DIR
737 JP MORGANCHASE BANK N/A Apr 2022 1 New $5K — 0.00% DFE
738 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 11,000 New $4K — 0.00% DCR
739 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 12,743 New $4K — 0.00% DCR
740 LCH Limited N/A Apr 2022 40,000 New $4K — 0.00% DIR
741 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 23,000 New $4K — 0.00% DCR
742 LCH Limited N/A Apr 2022 1,355,000 New $4K — 0.00% DIR
743 LCH Limited N/A Apr 2022 346,000 New $4K — 0.00% DIR
744 TORONTO-DOMINION BANK/THE N/A Apr 2022 94,500 New $4K — 0.00% DIR
745 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 11,000 New $4K — 0.00% DCR
746 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 11,244 New $4K — 0.00% DCR
747 GOLDMAN SACHS INTL FX N/A Apr 2022 1 New $4K — 0.00% DFE
748 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 43,000 New $3K — 0.00% DCR
749 UBS AG N/A Apr 2022 1 New $3K — 0.00% DFE
750 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 14,000 New $3K — 0.00% DCR
751 LCH Limited N/A Apr 2022 560,000 New $3K — 0.00% DIR
752 BOEING CO/THE 097023DH5 Apr 2024 3,000 New $3K — 0.00% DBT
753 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-CIBC17 46630EAF7 Apr 2022 256,279 -562 $3K -34.4% 0.00% ABS-MBS
754 J.P. MORGAN SECURITIES, LLC N/A Apr 2022 26,000 New $3K — 0.00% DCR
755 LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C6 50179MAQ4 Apr 2022 686,987 — $3K +2463.6% 0.00% ABS-MBS
756 LCH Limited N/A Apr 2022 448,300 New $2K — 0.00% DIR
757 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 6,000 New $2K — 0.00% DCR
758 BANK OF AMERICA N.A. N/A Apr 2022 1 New $2K — 0.00% DFE
759 JP MORGANCHASE BANK N/A Apr 2022 1,283,700 New $2K — 0.00% DIR
760 J.P. MORGAN SECURITIES, LLC N/A Apr 2022 9,535 New $2K — 0.00% DCR
761 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 9,000 New $2K — 0.00% DCR
762 CONNECTICUT AVENUE SECURITIES TRUST 2019-R01 20754FAK8 Apr 2022 1,534 -11,466 $2K -88.2% 0.00% ABS-CBDO
763 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 6,000 New $1K — 0.00% DCR
764 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 7,628 New $1K — 0.00% DCR
765 LCH Limited N/A Apr 2022 507,200 New $1K — 0.00% DIR
766 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 2,000 New $705 — 0.00% DCR
767 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 4,000 New $690 — 0.00% DCR
768 LCH Limited N/A Apr 2022 797,600 New $638 — 0.00% DIR
769 LCH Limited N/A Apr 2022 449,500 New $553 — 0.00% DIR
770 DEUTSCHE BANK AG N/A Apr 2022 268,400 New $507 — 0.00% DIR
771 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,430 New $242 — 0.00% DCR
772 BARCLAYS BANK PLC N/A Apr 2022 7,637,300 New $153 — 0.00% DIR
773 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,000 New $148 — 0.00% DCR
774 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 477 New $81 — 0.00% DCR
775 CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2 22545YBS9 Apr 2022 617,422 -29,805 $40 +7582.7% 0.00% ABS-MBS
776 CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2006-C4 22545MAZ0 Apr 2022 1,442 -1,412 $7 -70.8% 0.00% ABS-MBS
777 WFRBS COMMERCIAL MORTGAGE TRUST 2013-C14 92890PAL8 Apr 2022 301,059 -9,694,024 $3 -100.0% 0.00% ABS-MBS
778 HSBC BANK USA N/A Apr 2022 1 New $1 — 0.00% DFE
779 MEZZ CAP COMMERCIAL MORTGAGE TRUST 59317EAB9 Apr 2022 1,175 — $0 +0.0% 0.00% ABS-MBS
780 JP MORGANCHASE BANK N/A Apr 2022 3,289,500 New $-1053 — -0.00% DIR
781 TORONTO-DOMINION BANK/THE N/A Apr 2022 94,500 New $-1063 — -0.00% DIR
782 BANK OF AMERICA N.A. N/A Apr 2022 1,699,500 New $-1292 — -0.00% DIR
783 DEUTSCHE BANK AG N/A Apr 2022 268,400 New $-1323 — -0.00% DIR
784 BANK OF AMERICA N.A. N/A Apr 2022 2,565,500 New $-1411 — -0.00% DIR
785 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 5,969,200 New $-1784 — -0.00% DIR
786 JP MORGANCHASE BANK N/A Apr 2022 1,283,700 New $-4082 — -0.00% DIR
787 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,316,700 New $-4277 — -0.00% DIR
788 JP MORGANCHASE BANK N/A Apr 2022 163,800 New $-4732 — -0.00% DIR
789 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 458,200 New $-5256 — -0.00% DIR
790 JP MORGANCHASE BANK N/A Apr 2022 125,100 New $-6616 — -0.00% DIR
791 BANK OF AMERICA N.A. N/A Apr 2022 289,700 New $-7697 — -0.00% DIR
792 JP MORGANCHASE BANK N/A Apr 2022 261,200 New $-7829 — -0.00% DIR
793 BANK OF AMERICA N.A. N/A Apr 2022 1,070,200 New $-10574 — -0.01% DIR
794 CITIBANK N.A. N/A Apr 2022 2,223,300 New $-13473 — -0.01% DIR
795 JP MORGANCHASE BANK N/A Apr 2022 499,800 New $-15714 — -0.01% DIR
796 CITIBANK N.A. N/A Apr 2022 933,600 New $-16142 — -0.01% DIR
797 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 5,969,200 New $-18028 — -0.01% DIR
798 CITIBANK N.A. N/A Apr 2022 2,896,100 New $-19346 — -0.01% DIR
799 BANK OF AMERICA N.A. N/A Apr 2022 1,398,100 New $-19364 — -0.01% DIR
800 UBS AG N/A Apr 2022 975,900 New $-21855 — -0.01% DIR
801 BARCLAYS BANK PLC N/A Apr 2022 6,306,700 New $-22010 — -0.01% DIR
802 BANK OF AMERICA N.A. N/A Apr 2022 2,565,500 New $-23038 — -0.01% DIR
803 BANK OF AMERICA N.A. N/A Apr 2022 6,641,400 New $-24241 — -0.01% DIR
804 UBS AG N/A Apr 2022 1,140,000 New $-24806 — -0.01% DIR
805 BANK OF AMERICA N.A. N/A Apr 2022 3,666,200 New $-29183 — -0.02% DIR
806 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,502,600 New $-30100 — -0.02% DIR
807 DEUTSCHE BANK AG N/A Apr 2022 1,043,900 New $-34010 — -0.02% DIR
808 CITIBANK N.A. N/A Apr 2022 3,609,600 New $-37251 — -0.02% DIR
809 UBS AG N/A Apr 2022 8,376,000 New $-58800 — -0.03% DIR
810 JP MORGANCHASE BANK N/A Apr 2022 2,317,400 New $-68085 — -0.04% DIR
811 JP MORGANCHASE BANK N/A Apr 2022 1,458,600 New $-69449 — -0.04% DIR
812 CITIBANK N.A. N/A Apr 2022 7,544,800 New $-70846 — -0.04% DIR
813 BANK OF AMERICA N.A. N/A Apr 2022 3,770,800 New $-112483 — -0.06% DIR
814 JP MORGANCHASE BANK N/A Apr 2022 5,893,200 New $-132361 — -0.07% DIR
815 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 11,893,400 New $-146765 — -0.08% DIR
816 DEUTSCHE BANK AG N/A Apr 2022 8,012,600 New $-158249 — -0.09% DIR
817 BANK OF AMERICA N.A. N/A Apr 2022 1,573,300 New $-176965 — -0.10% DIR
✕ FANNIE MAE POOL 01F042665 — 34,000,000 Exited $34.4M — — —
✕ FANNIE MAE POOL 01F022667 — 23,000,000 Exited $20.9M — — —
✕ FANNIE MAE POOL 01F030660 — 19,000,000 Exited $17.9M — — —
✕ FANNIE MAE POOL 01F040669 — 6,000,000 Exited $5.9M — — —
✕ FANNIE MAE POOL 01F032666 — 5,000,000 Exited $4.8M — — —
✕ JAPAN J2615QMF9 — 500,000,000 Exited $3.9M — — —
✕ FRENCH REPUBLIC F43750AD4 — 1,430,000 Exited $1.7M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XDS0 — 1,430,190 Exited $1.5M — — —
✕ FREDDIE MAC REMICS 3137H3BZ4 — 7,209,804 Exited $1.5M — — —
✕ UNITED STATES OF AMERICA 912796V97 — 1,400,000 Exited $1.4M — — —
✕ REPUBLIC OF ITALY T6052BYC6 — 1,330,000 Exited $1.4M — — —
✕ FREDDIE MAC REMICS 3137FQSU8 — 7,023,285 Exited $1.3M — — —
✕ PROVINCE OF ONTARIO CANADA 68323ACX0 — 1,690,000 Exited $1.3M — — —
✕ FRENCH REPUBLIC F4040HAL4 — 830,000 Exited $1.3M — — —
✕ REPUBLIC OF INDONESIA 455780BL9 — 1,235,000 Exited $1.2M — — —
✕ UNITED STATES OF AMERICA 912796U72 — 1,166,000 Exited $1.2M — — —
✕ UNITED STATES OF AMERICA 912796J42 — 1,100,000 Exited $1.1M — — —
✕ FNMA 3137H3B27 — 5,701,067 Exited $1.1M — — —
✕ GNMA 38383CNL0 — 7,127,920 Exited $1.0M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XEP5 — 981,637 Exited $1.0M — — —
✕ REPUBLIC OF ITALY T6247AT89 — 920,000 Exited $1.0M — — —
✕ UNITED STATES OF AMERICA 912796Q44 — 1,000,000 Exited $1.0M — — —
✕ UNITED STATES OF AMERICA 912796V89 — 1,000,000 Exited $1.0M — — —
✕ GINNIE MAE I POOL 21H032654 — 1,000,000 Exited $1.0M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2014-C19 92938VAT2 — 930,000 Exited $0.9M — — —
✕ PEOPLE'S REPUBLIC OF CHINA Y6S39BVL1 — 6,000,000 Exited $0.9M — — —
✕ FREDDIE MAC REMICS 3137FT2G1 — 4,711,731 Exited $0.9M — — —
✕ FREDDIE MAC REMICS 3137H3JW3 — 4,822,536 Exited $0.8M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2013-C18 96221QAG8 — 826,000 Exited $0.8M — — —
✕ GNMA 38381AY26 — 4,541,015 Exited $0.8M — — —
✕ CSAIL 2019-C15 COMMERCIAL MORTGAGE TRUST 22945DAG8 — 819,000 Exited $0.8M — — —
✕ FREDDIE MAC STACR TRUST 2019-HRP1 35564RAK0 — 811,284 Exited $0.8M — — —
✕ PROVINCE OF ONTARIO CANADA 683234LJ5 — 850,000 Exited $0.8M — — —
✕ STACR TRUST 2018-HRP2 35564ABN0 — 791,280 Exited $0.8M — — —
✕ WESTLAKE CORP 960413AT9 — 792,000 Exited $0.8M — — —
✕ STATION PLACE SECURITIZATION TRUST 85772DAA6 — 764,000 Exited $0.8M — — —
✕ STATION PLACE SECURITIZATION TRUST SERIES 2021-10 857707AA1 — 762,000 Exited $0.8M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XEC4 — 722,453 Exited $0.8M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XDK7 — 727,304 Exited $0.8M — — —
✕ JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1MEM 46654BAJ6 — 915,000 Exited $0.7M — — —
✕ JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 46634SAM7 — 777,000 Exited $0.7M — — —
✕ KRAFT HEINZ FOODS CO 50077LBC9 — 732,000 Exited $0.7M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XBH6 — 676,998 Exited $0.7M — — —
✕ STATION PLACE SECURITIZATION TRUST SERIES 2022-2 85772FAA1 — 693,000 Exited $0.7M — — —
✕ MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5 61761AAJ7 — 687,000 Exited $0.7M — — —
✕ BANK 2019-BNK22 06540XBM2 — 745,000 Exited $0.7M — — —
✕ FREDDIE MAC REMICS 3137FRZM6 — 2,987,871 Exited $0.7M — — —
✕ CSMC TRUST 2016-NXSR 12594PBB6 — 822,000 Exited $0.7M — — —
✕ FAIRFAX FINANCIAL HOLDINGS LTD 303901BB7 — 616,000 Exited $0.6M — — —
✕ KINGDOM OF SPAIN E8922AAN0 — 560,000 Exited $0.6M — — —
✕ UNITED STATES OF AMERICA 912796R35 — 600,000 Exited $0.6M — — —
✕ UNITED MEXICAN STATES P4R086AF1 — 12,510,000 Exited $0.6M — — —
✕ REPUBLIC OF AUSTRIA A0654UFG1 — 570,000 Exited $0.6M — — —
✕ NATWEST GROUP PLC 780097BG5 — 585,000 Exited $0.6M — — —
✕ 1SHARPE MORTGAGE TRUST 2020-1 68257LAA8 — 568,000 Exited $0.6M — — —
✕ SOCIETE GENERALE SA 83370RAA6 — 643,000 Exited $0.6M — — —
✕ PORTUGUESE REPUBLIC X6694NAY7 — 510,000 Exited $0.6M — — —
✕ KINGDOM OF SPAIN EJ8738761 — 350,000 Exited $0.5M — — —
✕ NETFLIX INC 64110LAN6 — 553,000 Exited $0.5M — — —
✕ FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0JJ9 — 500,693 Exited $0.5M — — —
✕ JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C8 46638UAR7 — 538,000 Exited $0.5M — — —
✕ MAGALLANES INC 55903VAL7 — 565,000 Exited $0.5M — — —
✕ UNITED STATES OF AMERICA 91282CCH2 — 566,000 Exited $0.5M — — —
✕ CONTINENTAL RESOURCES INC/OK 212015AS0 — 524,000 Exited $0.5M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XVK7 — 512,516 Exited $0.5M — — —
✕ UNITED STATES OF AMERICA 912796W21 — 500,000 Exited $0.5M — — —
✕ PALMER SQUARE LOAN FUNDING 2022-2 LTD 69701NAC0 — 500,000 Exited $0.5M — — —
✕ COMM 2014-LC15 MORTGAGE TRUST 12591TAG1 — 498,000 Exited $0.5M — — —
✕ RR 7 LTD 74980EAS7 — 500,000 Exited $0.5M — — —
✕ CEDAR FUNDING XIV CLO LTD 15034AAC9 — 500,000 Exited $0.5M — — —
✕ ARES XLI CLO LTD 04016DAS4 — 500,000 Exited $0.5M — — —
✕ SIRIUS XM RADIO INC 82967NBM9 — 580,000 Exited $0.5M — — —
✕ CFMT 2020-HB4 LLC 12529LAD2 — 498,000 Exited $0.5M — — —
✕ JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C17 46640UAN2 — 505,000 Exited $0.5M — — —
✕ REPUBLIC OF SENEGAL V7691DAX4 — 525,000 Exited $0.5M — — —
✕ KINGDOM OF SPAIN E8922ACV0 — 430,000 Exited $0.5M — — —
✕ SIRIUS XM RADIO INC 82967NBA5 — 472,000 Exited $0.5M — — —
✕ MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 61690YBX9 — 464,000 Exited $0.4M — — —
✕ GNMA 38376MCG0 — 2,601,421 Exited $0.4M — — —
✕ WEC ENERGY GROUP INC 976657AH9 — 498,000 Exited $0.4M — — —
✕ CITRIX SYSTEMS INC 177376AG5 — 420,000 Exited $0.4M — — —
✕ REPUBLIC OF KAZAKHSTAN Y7276LDE5 — 390,000 Exited $0.4M — — —
✕ JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23 46643AAG8 — 437,000 Exited $0.4M — — —
✕ GALAXY XXII CLO LTD 36320TAV5 — 405,000 Exited $0.4M — — —
✕ 1828 CLO LTD 282523AH2 — 398,485 Exited $0.4M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 92890KBC8 — 397,000 Exited $0.4M — — —
✕ HCA INC 404119BU2 — 394,000 Exited $0.4M — — —
✕ COMM 2012-CCRE2 MORTGAGE TRUST 12624KAW6 — 400,000 Exited $0.4M — — —
✕ VERIZON COMMUNICATIONS INC 92343VDY7 — 390,000 Exited $0.4M — — —
✕ MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C8 61761QAH6 — 389,000 Exited $0.4M — — —
✕ HOWMET AEROSPACE INC 443201AB4 — 435,000 Exited $0.4M — — —
✕ PALMER SQUARE CLO 2021-2 LTD 69701XAA2 — 381,000 Exited $0.4M — — —
✕ SABINE PASS LIQUEFACTION LLC 785592AS5 — 368,000 Exited $0.4M — — —
✕ UBS GROUP AG 90351DAF4 — 379,000 Exited $0.4M — — —
✕ AGL CLO 13 LTD 00120JAA1 — 379,000 Exited $0.4M — — —
✕ BERRY GLOBAL INC 08576PAH4 — 406,000 Exited $0.4M — — —
✕ ZAIS CLO 13 LTD 98876NAA2 — 364,000 Exited $0.4M — — —
✕ CVS HEALTH CORP 126650DM9 — 406,000 Exited $0.4M — — —
✕ REPUBLIC OF POLAND X8T024V93 — 1,850,000 Exited $0.4M — — —
✕ SIXTH STREET CLO XVI LTD 83012DAC7 — 350,000 Exited $0.4M — — —
✕ FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0HW2 — 320,749 Exited $0.3M — — —
✕ TRANSCANADA TRUST 89356BAC2 — 355,000 Exited $0.3M — — —
✕ SALESFORCE INC 79466LAM6 — 443,000 Exited $0.3M — — —
✕ WELLS FARGO BANK NA 92976GAJ0 — 276,000 Exited $0.3M — — —
✕ UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND G4527HCX7 — 260,000 Exited $0.3M — — —
✕ CAPITAL ONE FINANCIAL CORP 14040HCG8 — 415,000 Exited $0.3M — — —
✕ GSK CONSUMER HEALTHCARE CAPITAL US LLC 36264FAD3 — 355,000 Exited $0.3M — — —
✕ JOHNSON CONTROLS INTERNATIONAL PLC 478375AR9 — 332,000 Exited $0.3M — — —
✕ OSHKOSH CORP 688239AF9 — 331,000 Exited $0.3M — — —
✕ WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 94988QAS0 — 363,000 Exited $0.3M — — —
✕ ENTERPRISE PRODUCTS OPERATING LLC 29379VBX0 — 358,000 Exited $0.3M — — —
✕ BANK OF AMERICA CORP 06051GHZ5 — 372,000 Exited $0.3M — — —
✕ BLACK DIAMOND CLO 2021-1 LTD 09204WAA2 — 323,000 Exited $0.3M — — —
✕ TOORAK MORTGAGE CORP 2018-1 LTD 89052WAA7 — 317,993 Exited $0.3M — — —
✕ DIGITAL REALTY TRUST LP 25389JAT3 — 310,000 Exited $0.3M — — —
✕ AES CORP/THE 00130HCE3 — 346,000 Exited $0.3M — — —
✕ REPUBLIC OF COTE D'IVOIRE V73789AW5 — 335,000 Exited $0.3M — — —
✕ LEGACY MORTGAGE ASSET TRUST 2019-GS7 52474MAA7 — 308,609 Exited $0.3M — — —
✕ UNITED STATES OF AMERICA 912796H44 — 300,000 Exited $0.3M — — —
✕ GS MORTGAGE SECURITIES TRUST 2013-GCJ14 36198FAP7 — 296,000 Exited $0.3M — — —
✕ CHENIERE CORPUS CHRISTI HOLDINGS LLC 16412XAG0 — 289,000 Exited $0.3M — — —
✕ BLOCK INC 852234AM5 — 354,000 Exited $0.3M — — —
✕ ELMWOOD CLO VI LTD 29001VAN9 — 300,000 Exited $0.3M — — —
✕ FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3137FKUR5 — 13,495,615 Exited $0.3M — — —
✕ KEURIG DR PEPPER INC 26138EAX7 — 300,000 Exited $0.3M — — —
✕ FREDDIE MAC STACR REMIC TRUST 2020-HQA2 35565LAH9 — 291,604 Exited $0.3M — — —
✕ MAGNETITE XXI LTD 55954PAQ7 — 300,000 Exited $0.3M — — —
✕ NYMT LOAN TRUST I SERIES 2021-BPL1 62955KAA8 — 300,000 Exited $0.3M — — —
✕ VIDEOTRON LTD 92660FAK0 — 291,000 Exited $0.3M — — —
✕ JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 46639NAV3 — 285,000 Exited $0.3M — — —
✕ COMM 2015-CCRE27 MORTGAGE TRUST 12635QBJ8 — 284,000 Exited $0.3M — — —
✕ PETROBRAS GLOBAL FINANCE BV 71647NAM1 — 267,000 Exited $0.3M — — —
✕ FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0KE8 — 262,855 Exited $0.3M — — —
✕ ELMWOOD CLO VIII LTD 29003EAC9 — 281,000 Exited $0.3M — — —
✕ MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 61761DAQ5 — 278,000 Exited $0.3M — — —
✕ GS MORTGAGE SECURITIES TRUST 2012-GCJ7 36192KAY3 — 273,000 Exited $0.3M — — —
✕ WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR12 TRUST 92922F3N6 — 286,264 Exited $0.3M — — —
✕ CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-C6 17327GBA1 — 269,000 Exited $0.3M — — —
✕ GS MORTGAGE SECURITIES TRUST 2015-GC30 36250GAW5 — 286,000 Exited $0.3M — — —
✕ FRENCH REPUBLIC F43750AW2 — 200,000 Exited $0.3M — — —
✕ ISTAR INC 45031UCG4 — 280,000 Exited $0.3M — — —
✕ CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC19 17322AAM4 — 268,000 Exited $0.3M — — —
✕ STATION PLACE SECURITIZATION TRUST SERIES 2021-14 85779JAA6 — 263,000 Exited $0.3M — — —
✕ INTERCONTINENTAL EXCHANGE INC 45866FAF1 — 270,000 Exited $0.3M — — —
✕ FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0NX3 — 253,104 Exited $0.3M — — —
✕ AUSTRALIA GOVERNMENT Q08198AH8 — 350,000 Exited $0.3M — — —
✕ EAGLE RE 2018-1 LTD 269826AA1 — 258,096 Exited $0.3M — — —
✕ DH EUROPE FINANCE II SARL 23291KAH8 — 282,000 Exited $0.3M — — —
✕ FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3137F8ZX4 — 4,686,413 Exited $0.3M — — —
✕ CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC17 17321RAL0 — 256,000 Exited $0.3M — — —
✕ NRG ENERGY INC 629377CS9 — 300,000 Exited $0.3M — — —
✕ FORD MOTOR CREDIT CO LLC 345397B69 — 300,000 Exited $0.2M — — —
✕ BENEFIT STREET PARTNERS CLO V-B LTD 08181JAA0 — 250,000 Exited $0.2M — — —
✕ DRYDEN XXVI SENIOR LOAN FUND 26250UAS4 — 250,000 Exited $0.2M — — —
✕ CARVAL CLO IV LTD 14687EAE0 — 250,000 Exited $0.2M — — —
✕ HALSEYPOINT CLO 2 LTD 40638TAE2 — 250,000 Exited $0.2M — — —
✕ PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2018-1 70016RAL9 — 250,000 Exited $0.2M — — —
✕ PALMER SQUARE CLO 2019-1 LTD 69700GAJ1 — 250,000 Exited $0.2M — — —
✕ APEX CREDIT CLO 2019-II LTD 03755CAQ7 — 250,000 Exited $0.2M — — —
✕ ELMWOOD CLO IV LTD 29002GAC5 — 250,000 Exited $0.2M — — —
✕ ELMWOOD CLO XII LTD 29002YAC6 — 250,000 Exited $0.2M — — —
✕ ARES LX CLO LTD 04018FAA6 — 250,000 Exited $0.2M — — —
✕ SOUND POINT CLO XXIII 83614BAQ2 — 250,000 Exited $0.2M — — —
✕ GS MORTGAGE SECURITIES TRUST 2010-C1 36249KAL4 — 328,000 Exited $0.2M — — —
✕ BLUEMOUNTAIN CLO XXXII LTD 09631EAA5 — 250,000 Exited $0.2M — — —
✕ AB BSL CLO 2 LTD 00037LAA8 — 250,000 Exited $0.2M — — —
✕ APIDOS CLO XXXV 03768UAA7 — 250,000 Exited $0.2M — — —
✕ ICG US CLO 2015-2R LTD 44933WAC3 — 250,000 Exited $0.2M — — —
✕ PALMER SQUARE CLO 2021-3 LTD 69688FAJ9 — 250,000 Exited $0.2M — — —
✕ COMM 2013-CCRE11 MORTGAGE TRUST 12626LBP6 — 243,000 Exited $0.2M — — —
✕ IHS HOLDING LTD G4701HAA7 — 260,000 Exited $0.2M — — —
✕ ALIMENTATION COUCHE-TARD INC 01626PAM8 — 267,000 Exited $0.2M — — —
✕ GOLDMAN SACHS GROUP INC/THE 38141GWZ3 — 244,000 Exited $0.2M — — —
✕ CROWN CASTLE INTERNATIONAL CORP 22822VAF8 — 250,000 Exited $0.2M — — —
✕ LEGACY MORTGAGE ASSET TRUST 2020-GS5 52475JAA3 — 236,870 Exited $0.2M — — —
✕ CREDIT SUISSE GROUP AG 225401AF5 — 250,000 Exited $0.2M — — —
✕ T-MOBILE USA INC 87264ACB9 — 273,000 Exited $0.2M — — —
✕ BOEING CO/THE 097023CT0 — 225,000 Exited $0.2M — — —
✕ INTERNATIONAL FLAVORS AND FRAGRANCES INC 459506AK7 — 228,000 Exited $0.2M — — —
✕ L3HARRIS TECHNOLOGIES INC 502431AL3 — 222,000 Exited $0.2M — — —
✕ BPCE SA 05578QAH6 — 250,000 Exited $0.2M — — —
✕ TRUIST FINANCIAL CORP 89832QAD1 — 227,000 Exited $0.2M — — —
✕ COX COMMUNICATIONS INC 224044CJ4 — 222,000 Exited $0.2M — — —
✕ KINGDOM OF DENMARK K30904AJ3 — 1,470,000 Exited $0.2M — — —
✕ JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 46642NBK1 — 225,000 Exited $0.2M — — —
✕ WESTPAC BANKING CORP 961214EG4 — 220,000 Exited $0.2M — — —
✕ KINGDOM OF SPAIN E8922AJR2 — 200,000 Exited $0.2M — — —
✕ GENERAL ELECTRIC CO 369604BQ5 — 214,000 Exited $0.2M — — —
✕ KINGDOM OF SPAIN E89228YY5 — 150,000 Exited $0.2M — — —
✕ FRENCH REPUBLIC F43750LB6 — 210,000 Exited $0.2M — — —
✕ AMGEN INC 031162CQ1 — 206,000 Exited $0.2M — — —
✕ AIR LEASE CORP 00914AAE2 — 223,000 Exited $0.2M — — —
✕ COMCAST CORP 20030NCE9 — 219,000 Exited $0.2M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XHT4 — 198,276 Exited $0.2M — — —
✕ HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2 43789XAB0 — 200,000 Exited $0.2M — — —
✕ SERVICENOW INC 81762PAE2 — 244,000 Exited $0.2M — — —
✕ CREDIT SUISSE GROUP AG 225436AA2 — 200,000 Exited $0.2M — — —
✕ COREBRIDGE FINANCIAL INC 21871XAE9 — 200,000 Exited $0.2M — — —
✕ UBS GROUP AG 902613AD0 — 225,000 Exited $0.2M — — —
✕ BELLEMEADE RE 2019-4 LTD 07876LAC3 — 190,000 Exited $0.2M — — —
✕ MORGAN STANLEY CAPITAL I TRUST 2011-C3 61760RAL6 — 185,000 Exited $0.2M — — —
✕ DOMINICAN REPUBLIC P3579ECH8 — 218,000 Exited $0.2M — — —
✕ GENERAL MOTORS FINANCIAL CO INC 37045XBQ8 — 183,000 Exited $0.2M — — —
✕ FANNIE MAE REMICS 3136ANUR6 — 918,150 Exited $0.2M — — —
✕ MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C14 61690GAL5 — 172,000 Exited $0.2M — — —
✕ JP MORGAN ALTERNATIVE LOAN TRUST 2007-S1 466275AA2 — 177,761 Exited $0.2M — — —
✕ WASTE CONNECTIONS INC 94106BAE1 — 189,000 Exited $0.2M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XEX8 — 167,494 Exited $0.2M — — —
✕ WORKDAY INC 98138HAH4 — 170,000 Exited $0.2M — — —
✕ WASTE CONNECTIONS INC 941053AJ9 — 166,000 Exited $0.2M — — —
✕ AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1 026932AC7 — 257,223 Exited $0.2M — — —
✕ DOMINICAN REPUBLIC P3579ECE5 — 189,000 Exited $0.2M — — —
✕ COLUMBIA CENT CLO 29 LTD 197363AU8 — 159,000 Exited $0.2M — — —
✕ AUTONATION INC 05329WAS1 — 193,000 Exited $0.2M — — —
✕ CHENIERE ENERGY PARTNERS LP 16411QAL5 — 183,000 Exited $0.2M — — —
✕ WESTPAC BANKING CORP 961214DK6 — 158,000 Exited $0.2M — — —
✕ NUTRIEN LTD 67077MAT5 — 146,000 Exited $0.1M — — —
✕ FREDDIE MAC REMICS 3137AYSK8 — 1,759,431 Exited $0.1M — — —
✕ STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR1 86362XAP3 — 152,007 Exited $0.1M — — —
✕ BOEING CO/THE 097023CX1 — 139,000 Exited $0.1M — — —
✕ VISTRA OPERATIONS CO LLC 92840VAD4 — 136,000 Exited $0.1M — — —
✕ PRUDENTIAL FINANCIAL INC 744320AN2 — 136,000 Exited $0.1M — — —
✕ MOODY'S CORP 615369AM7 — 136,000 Exited $0.1M — — —
✕ GNMA 38375UTS9 — 3,350,115 Exited $0.1M — — —
✕ STACR TRUST 2018-HRP2 35564ABF7 — 130,000 Exited $0.1M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 92890NAE9 — 180,000 Exited $0.1M — — —
✕ GNMA 38375UWD8 — 3,654,372 Exited $0.1M — — —
✕ MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 62547NAA7 — 125,201 Exited $0.1M — — —
✕ CITIGROUP MORTGAGE LOAN TRUST INC 17307GQZ4 — 121,807 Exited $0.1M — — —
✕ GOLDMAN SACHS GROUP INC/THE 38141GXG4 — 138,000 Exited $0.1M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 92936CAY5 — 163,000 Exited $0.1M — — —
✕ GNMA 38379NAU6 — 643,236 Exited $0.1M — — —
✕ FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0JU4 — 111,279 Exited $0.1M — — —
✕ GENERAL MOTORS FINANCIAL CO INC 37045XDR4 — 124,000 Exited $0.1M — — —
✕ DOMINICAN REPUBLIC P3579EAG2 — 100,000 Exited $0.1M — — —
✕ GNMA 38382DRV3 — 777,274 Exited $0.1M — — —
✕ FREDDIE MAC REMICS 3137AX2K8 — 812,833 Exited $0.1M — — —
✕ FANNIE MAE REMICS 3136A8H52 — 611,104 Exited $0.1M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XCL6 — 95,524 Exited $0.1M — — —
✕ ELMWOOD CLO V LTD 29003BAM3 — 100,000 Exited $0.1M — — —
✕ GNMA 38377X4P4 — 609,852 Exited $0.1M — — —
✕ REPUBLIC OF IRELAND G4R49GAE3 — 90,000 Exited $0.1M — — —
✕ WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR10 TRUST 92922FW46 — 98,549 Exited $0.1M — — —
✕ REPUBLIC OF COTE D'IVOIRE V73789BE4 — 100,000 Exited $0.1M — — —
✕ GNMA 38378PGF9 — 510,600 Exited $0.1M — — —
✕ HOME RE 2018-1 LTD 43730MAA6 — 87,005 Exited $0.1M — — —
✕ GNMA 38376RYH3 — 1,973,980 Exited $0.1M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XAB0 — 78,493 Exited $0.1M — — —
✕ MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI 2005-A2 59020USJ5 — 83,951 Exited $0.1M — — —
✕ GNMA 38376RVD5 — 1,572,294 Exited $0.1M — — —
✕ JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C16 46641BAF0 — 7,473,329 Exited $0.1M — — —
✕ GNMA 38379ERR5 — 549,258 Exited $0.1M — — —
✕ NEWS CORP 65249BAB5 — 72,000 Exited $0.1M — — —
✕ BOARDWALK PIPELINES LP 096630AJ7 — 77,000 Exited $0.1M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XAT1 — 66,465 Exited $0.1M — — —
✕ GNMA 38376WK46 — 393,061 Exited $0.1M — — —
✕ FREDDIE MAC STACR REMIC TRUST 2020-HQA1 35565JAH4 — 57,524 Exited $0.1M — — —
✕ GCAT 2020-NQM2 TRUST 36166RAB0 — 58,369 Exited $0.1M — — —
✕ JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 46639NAS0 — 18,991,359 Exited $0.1M — — —
✕ FANNIE MAE REMICS 3136AY7A5 — 477,118 Exited $0.1M — — —
✕ FREDDIE MAC REMICS 3137BCFC7 — 313,793 Exited $0.1M — — —
✕ FREDDIE MAC STACR TRUST 2019-DNA1 35563KAH3 — 48,732 Exited $0.0M — — —
✕ GNMA 38376WP82 — 279,349 Exited $0.0M — — —
✕ GS MORTGAGE SECURITIES CORP II 36192CAG0 — 6,716,847 Exited $0.0M — — —
✕ FANNIE MAE REMICS 3136AEQA8 — 369,807 Exited $0.0M — — —
✕ GNMA 38380K3J2 — 231,879 Exited $0.0M — — —
✕ GNMA 38376RPA8 — 1,425,578 Exited $0.0M — — —
✕ PETROBRAS GLOBAL FINANCE BV 71647NBH1 — 44,000 Exited $0.0M — — —
✕ FREDDIE MAC REMICS 3137B2FV7 — 377,800 Exited $0.0M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XA46 — 40,071 Exited $0.0M — — —
✕ GNMA 38375AX25 — 180,740 Exited $0.0M — — —
✕ AUSTRALIA GOVERNMENT Q0819AFP0 — 50,000 Exited $0.0M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XAX2 — 32,357 Exited $0.0M — — —
✕ DELL INTERNATIONAL LLC / EMC CORP 24703TAK2 — 22,000 Exited $0.0M — — —
✕ FANNIE MAE REMICS 3136AEPV3 — 474,727 Exited $0.0M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XAR5 — 17,927 Exited $0.0M — — —
✕ GNMA 38378FR44 — 144,248 Exited $0.0M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XEN0 — 17,000 Exited $0.0M — — —
✕ GNMA 38379YKJ6 — 416,159 Exited $0.0M — — —
✕ GNMA 38376WM85 — 86,418 Exited $0.0M — — —
✕ STACR TRUST 2018-DNA3 35563WAC8 — 16,000 Exited $0.0M — — —
✕ TRAINGLE RE 2021-1 LTD 89600FAB9 — 14,024 Exited $0.0M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711X2N3 — 13,549 Exited $0.0M — — —
✕ GNMA 38378FZA1 — 106,750 Exited $0.0M — — —
✕ FREDDIE MAC STACR TRUST 2018-HQA2 35563XAH5 — 11,800 Exited $0.0M — — —
✕ FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XMY7 — 12,019 Exited $0.0M — — —
✕ GNMA 38375AXQ2 — 57,328 Exited $0.0M — — —
✕ FREDDIE MAC STACR TRUST 2019-HQA1 35563MAH9 — 10,859 Exited $0.0M — — —
✕ LCH Limited 99MD509M8 — 83,100 Exited $0.0M — — —
✕ WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 92890NAA7 — 3,174,942 Exited $0.0M — — —
✕ FANNIE MAE REMICS 3136AJK62 — 343,539 Exited $0.0M — — —
✕ CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 20754RAA4 — 6,654 Exited $0.0M — — —
✕ UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 90270RAC8 — 2,275,666 Exited $0.0M — — —
✕ FREDDIE MAC STACR TRUST 2019-DNA2 35564LAH0 — 4,970 Exited $0.0M — — —
✕ FREDDIE MAC REMICS 3137ASEX8 — 110,754 Exited $0.0M — — —
✕ FANNIE MAE REMICS 3136ADBH1 — 238,151 Exited $0.0M — — —
✕ FREDDIE MAC REMICS 3137BBLN8 — 85,661 Exited $0.0M — — —
✕ CITIGROUP COMMERCIAL MORTGAGE TRUST 2006-C5 17310MAN0 — 2,113,896 Exited $0.0M — — —