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Putnam Income Fund

Assets: $7.4B Net: $2.5B Series: S000006155 EDGAR ↗
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# Name Ticker Since Shares Value % Port Cat
1 FANNIE MAE POOL 01F042665 Apr 2022 659,000,000 $667.2M 26.95% ABS-MBS
2 CHICAGO BOARD OF TRADE TUM2COMDTY Apr 2022 2,596 $547.3M 22.11% DIR
3 FANNIE MAE POOL 01F040651 Apr 2022 477,000,000 $474.2M 19.15% ABS-MBS
4 FANNIE MAE POOL 01F042657 Apr 2022 437,000,000 $444.6M 17.96% ABS-MBS
5 FANNIE MAE POOL 01F042657 Apr 2022 437,000,000 $444.6M 17.96% ABS-MBS
6 CHICAGO BOARD OF TRADE FVM2COMDTY Apr 2022 3,652 $411.5M 16.62% DIR
7 FANNIE MAE POOL 01F030652 Apr 2022 352,000,000 $331.8M 13.40% ABS-MBS
8 FANNIE MAE POOL 01F030652 Apr 2022 352,000,000 $331.8M 13.40% ABS-MBS
9 FANNIE MAE POOL 01F040651 Apr 2022 322,000,000 $320.1M 12.93% ABS-MBS
10 FANNIE MAE POOL 01F032658 Apr 2022 326,000,000 $316.1M 12.77% ABS-MBS
11 FANNIE MAE POOL 01F032658 Apr 2022 326,000,000 $316.1M 12.77% ABS-MBS
12 CHICAGO BOARD OF TRADE TYM2COMDTY Apr 2022 2,414 $287.6M 11.62% DIR
13 FANNIE MAE POOL 01F030660 Apr 2022 304,000,000 $285.9M 11.55% ABS-MBS
14 FANNIE MAE POOL 01F042665 Apr 2022 200,000,000 $202.5M 8.18% ABS-MBS
15 PUTNAM SHORT TERM INVESTMENT FUND 74676P664 Apr 2022 200,089,068 $200.1M 8.08% STIV
16 FANNIE MAE POOL 01F032666 Apr 2022 203,000,000 $196.3M 7.93% ABS-MBS
17 CHICAGO BOARD OF TRADE WNM2COMDTY Apr 2022 1,174 $188.4M 7.61% DIR
18 FANNIE MAE POOL 01F040669 Apr 2022 186,000,000 $184.3M 7.45% ABS-MBS
19 FANNIE MAE POOL 01F020653 Apr 2022 155,000,000 $136.7M 5.52% ABS-MBS
20 FANNIE MAE POOL 01F020653 Apr 2022 155,000,000 $136.7M 5.52% ABS-MBS
21 FANNIE MAE POOL 01F022659 Apr 2022 122,000,000 $111.3M 4.50% ABS-MBS
22 FANNIE MAE POOL 01F020661 Apr 2022 104,000,000 $91.5M 3.70% ABS-MBS
23 FANNIE MAE POOL 01F040669 Apr 2022 86,000,000 $85.2M 3.44% ABS-MBS
24 FANNIE MAE POOL 01F022659 Apr 2022 92,000,000 $83.9M 3.39% ABS-MBS
25 FANNIE MAE POOL 01F022667 Apr 2022 92,000,000 $83.8M 3.38% ABS-MBS
26 CHICAGO BOARD OF TRADE UXYM2COMDT Apr 2022 639 $82.4M 3.33% DIR
27 FANNIE MAE POOL 01F032666 Apr 2022 47,000,000 $45.5M 1.84% ABS-MBS
28 UNITED STATES OF AMERICA 912796V89 Apr 2022 43,100,000 $43.1M 1.74% DBT
29 GINNIE MAE I POOL 21H032654 Apr 2022 44,000,000 $43.0M 1.74% ABS-MBS
30 CHICAGO BOARD OF TRADE USM2COMDTY Apr 2022 298 $41.9M 1.69% DIR
31 LCH Limited N/A Apr 2022 845,685,000 $37.3M 1.51% DIR
32 UNITED STATES OF AMERICA 912796V97 Apr 2022 30,800,000 $30.8M 1.24% DBT
33 UNITED STATES OF AMERICA 912796J42 Apr 2022 30,400,000 $30.4M 1.23% DBT
34 UNITED STATES OF AMERICA 912796U72 Apr 2022 29,800,000 $29.8M 1.20% DBT
35 UNITED STATES OF AMERICA 912796Q44 Apr 2022 29,400,000 $29.4M 1.19% DBT
36 UNITED STATES OF AMERICA 912796H44 Apr 2022 24,900,000 $24.9M 1.01% DBT
37 LCH Limited N/A Apr 2022 100,453,000 $21.7M 0.88% DIR
38 UNITED STATES OF AMERICA 912796R43 Apr 2022 20,900,000 $20.9M 0.84% DBT
39 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 84,452,948 $20.4M 0.83% DCR
40 BANK OF AMERICA N.A. N/A Apr 2022 92,778,600 $17.3M 0.70% DIR
41 MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 62547NAB5 Apr 2022 17,455,000 $16.6M 0.67% ABS-MBS
42 JPMORGAN CHASE AND CO 46647PBP0 Apr 2022 18,086,000 $15.9M 0.64% DBT
43 BANK OF AMERICA N.A. N/A Apr 2022 196,510,100 $15.7M 0.64% DIR
44 UNITED STATES OF AMERICA 912796R35 Apr 2022 15,100,000 $15.1M 0.61% DBT
45 BPCE SA N/A Apr 2022 15,000,000 $15.0M 0.61% STIV
46 MITSUBISHI UFJ TRUST AND BANKING CORP/SINGAPORE N/A Apr 2022 15,000,000 $15.0M 0.61% STIV
47 NATIONWIDE BUILDING SOCIETY N/A Apr 2022 15,000,000 $15.0M 0.61% STIV
48 BEDFORD ROW FUNDING CORP N/A Apr 2022 15,000,000 $15.0M 0.61% ABS-APCP
49 CHARIOT FUNDING LLC N/A Apr 2022 15,000,000 $15.0M 0.61% ABS-APCP
50 MATCHPOINT FINANCE PLC N/A Apr 2022 15,000,000 $15.0M 0.61% ABS-APCP
51 MIZUHO BANK LTD/NEW YORK NY N/A Apr 2022 15,000,000 $15.0M 0.61% STIV
52 CITIGROUP INC 172967KA8 Apr 2022 14,958,000 $14.8M 0.60% DBT
53 FANNIE MAE REMICS 3136BA6J8 Apr 2022 68,763,101 $14.6M 0.59% ABS-MBS
54 GNMA 38382BFR9 Apr 2022 89,719,834 $13.9M 0.56% ABS-MBS
55 FANNIE MAE REMICS 3136BDVY1 Apr 2022 65,398,629 $13.7M 0.55% ABS-MBS
56 LCH Limited N/A Apr 2022 60,760,000 $13.1M 0.53% DIR
57 FREDDIE MAC REMICS 3137F7Q24 Apr 2022 66,029,341 $12.8M 0.52% ABS-MBS
58 GS MORTGAGE SECURITIES CORP II 36192CAN5 Apr 2022 12,605,000 $12.6M 0.51% ABS-MBS
59 CRC FUNDING LLC N/A Apr 2022 12,500,000 $12.5M 0.50% ABS-APCP
60 FANNIE MAE REMICS 3136BBVF6 Apr 2022 63,611,905 $12.3M 0.50% ABS-MBS
61 MORGAN STANLEY 6174467Y9 Apr 2022 12,164,000 $12.2M 0.49% DBT
62 State Street Institutional U.S. Government Money Market Fund, Premier Class N/A Apr 2022 12,058,000 $12.1M 0.49% STIV
63 SOCIETE GENERALE SA N/A Apr 2022 12,000,000 $12.0M 0.48% STIV
64 CHICAGO BOARD OF TRADE TUM2COMDTY Apr 2022 56 $11.8M 0.48% DIR
65 STATION PLACE SECURITIZATION TRUST SERIES 2021-10 857707AA1 Apr 2022 11,580,000 $11.6M 0.47% ABS-CBDO
66 GS MORTGAGE SECURITIES TRUST 2012-GCJ9 36192PAG1 Apr 2022 11,564,000 $11.5M 0.46% ABS-MBS
67 APPLE INC 037833EG1 Apr 2022 15,302,000 $11.2M 0.45% DBT
68 FREDDIE MAC REMICS 3137F9VX6 Apr 2022 56,518,507 $11.1M 0.45% ABS-MBS
69 FNMA 3137H2HH0 Apr 2022 58,036,330 $11.0M 0.45% ABS-MBS
70 ATLANTIC ASSET SECURITIZATION LLC N/A Apr 2022 11,000,000 $11.0M 0.44% ABS-APCP
71 GNMA 38382UBT7 Apr 2022 71,584,566 $11.0M 0.44% ABS-MBS
72 FREDDIE MAC STACR TRUST 2019-DNA1 35563KBD1 Apr 2022 10,684,210 $10.9M 0.44% ABS-CBDO
73 FREDDIE MAC STACR TRUST 2019-DNA2 35564LAH0 Apr 2022 10,749,798 $10.8M 0.44% ABS-CBDO
74 LCH Limited N/A Apr 2022 89,191,000 $10.8M 0.44% DIR
75 COMM 2018-COR3 MORTGAGE TRUST 12595VAH0 Apr 2022 11,276,000 $10.8M 0.43% ABS-MBS
76 BANK OF AMERICA N.A. N/A Apr 2022 196,510,100 $10.5M 0.43% DIR
77 FANNIE MAE REMICS 3136BBWL2 Apr 2022 51,780,185 $10.4M 0.42% ABS-MBS
78 STATION PLACE SECURITIZATION TRUST 85772DAA6 Apr 2022 10,160,000 $10.2M 0.41% ABS-CBDO
79 SWEDBANK AB N/A Apr 2022 10,000,000 $10.0M 0.40% STIV
80 LIBERTY STREET FUNDING LLC N/A Apr 2022 10,000,000 $10.0M 0.40% ABS-APCP
81 METLIFE SHORT TERM FUNDING LLC N/A Apr 2022 10,000,000 $10.0M 0.40% ABS-APCP
82 SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE N/A Apr 2022 10,000,000 $10.0M 0.40% STIV
83 LLOYDS BANK PLC N/A Apr 2022 10,000,000 $10.0M 0.40% STIV
84 FREDDIE MAC REMICS 3137FRZU8 Apr 2022 48,443,961 $9.9M 0.40% ABS-MBS
85 TOORAK MORTGAGE CORP 2018-1 LTD 89052WAA7 Apr 2022 10,066,736 $9.9M 0.40% ABS-CBDO
86 ABN AMRO FUNDING USA LLC N/A Apr 2022 9,800,000 $9.8M 0.40% STIV
87 FREDDIE MAC REMICS 3137H0TS7 Apr 2022 69,812,116 $9.5M 0.39% ABS-MBS
88 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 57,986,600 $9.5M 0.38% DIR
89 FREDDIE MAC REMICS 3137F7HN8 Apr 2022 49,939,211 $9.3M 0.38% ABS-MBS
90 COMCAST CORP 20030NCZ2 Apr 2022 11,073,000 $9.2M 0.37% DBT
91 STATION PLACE SECURITIZATION TRUST SERIES 2022-2 85772FAA1 Apr 2022 9,138,000 $9.1M 0.37% ABS-CBDO
92 BRISTOL-MYERS SQUIBB CO 110122DP0 Apr 2022 10,366,000 $9.1M 0.37% DBT
93 VERIZON COMMUNICATIONS INC 92343VER1 Apr 2022 8,675,000 $8.7M 0.35% DBT
94 MRA ISSUANCE TRUST 2020-2 55346HAB5 Apr 2022 8,690,000 $8.7M 0.35% ABS-CBDO
95 FANNIE MAE REMICS 3136BB4F6 Apr 2022 53,936,897 $8.6M 0.35% ABS-MBS
96 MRA ISSUANCE TRUST 2021-8 55350J108 Apr 2022 8,624,000 $8.6M 0.35% ABS-CBDO
97 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50 95001XBF2 Apr 2022 113,889,161 $8.6M 0.35% ABS-MBS
98 BANK OF AMERICA CORP 06051GGC7 Apr 2022 8,636,000 $8.5M 0.34% DBT
99 1SHARPE MORTGAGE TRUST 2020-1 68257LAA8 Apr 2022 8,456,000 $8.4M 0.34% ABS-CBDO
100 LCH Limited N/A Apr 2022 122,635,000 $8.4M 0.34% DIR
101 GINNIE MAE I POOL 21H042653 Apr 2022 8,000,000 $8.2M 0.33% ABS-MBS
102 MORGAN STANLEY AND CO. INTERNATIONAL 99MK129K6 Apr 2022 9,100,000 $8.0M 0.32% DCR
103 T-MOBILE USA INC 87264ABD6 Apr 2022 8,218,000 $8.0M 0.32% DBT
104 FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0NB1 Apr 2022 7,511,000 $7.8M 0.31% ABS-CBDO
105 BANK OF AMERICA N.A. N/A Apr 2022 335,906,400 $7.8M 0.31% DIR
106 BANCO SANTANDER SA 05971KAA7 Apr 2022 7,600,000 $7.8M 0.31% DBT
107 GNMA 38382LKE0 Apr 2022 47,849,363 $7.7M 0.31% ABS-MBS
108 FREDDIE MAC STACR REMIC TRUST 2022-HQA1 35564KTJ8 Apr 2022 7,493,000 $7.6M 0.31% ABS-CBDO
109 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C15 46640NAL2 Apr 2022 7,601,000 $7.6M 0.31% ABS-MBS
110 TORONTO-DOMINION BANK/THE N/A Apr 2022 75,101,900 $7.5M 0.30% DIR
111 FREDDIE MAC REMICS 3137FXJE9 Apr 2022 42,492,863 $7.5M 0.30% ABS-MBS
112 FREDDIE MAC REMICS 3137FVLC4 Apr 2022 47,475,659 $7.5M 0.30% ABS-MBS
113 CREDIT SUISSE GROUP AG 225401AQ1 Apr 2022 8,075,000 $7.5M 0.30% DBT
114 HALSEYPOINT CLO 2 LTD 40638TAE2 Apr 2022 7,500,000 $7.4M 0.30% ABS-MBS
115 ENERGY TRANSFER LP 29278NAP8 Apr 2022 7,634,000 $7.4M 0.30% DBT
116 BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 06054ABC2 Apr 2022 7,695,000 $7.3M 0.29% ABS-MBS
117 NETFLIX INC 64110LAN6 Apr 2022 7,243,000 $7.2M 0.29% DBT
118 ARES CAPITAL CORP 04010LAZ6 Apr 2022 7,419,000 $7.1M 0.29% DBT
119 MAGALLANES INC 55903VAL7 Apr 2022 7,679,000 $7.1M 0.29% DBT
120 CITIGROUP INC 172967MV0 Apr 2022 7,860,000 $7.1M 0.29% DBT
121 GNMA 38382CYA3 Apr 2022 51,115,384 $7.0M 0.28% ABS-MBS
122 BofA Securities, Inc. N/A Apr 2022 6,957,000 $7.0M 0.28% RA
123 FREDDIE MAC STACR TRUST 2018-DNA2 35563TAV3 Apr 2022 7,040,000 $6.9M 0.28% ABS-CBDO
124 DEUTSCHE BANK AG 251525AP6 Apr 2022 7,000,000 $6.9M 0.28% DBT
125 BANK OF AMERICA N.A. N/A Apr 2022 92,778,600 $6.8M 0.28% DIR
126 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 6,389,000 $6.7M 0.27% DCR
127 FANNIE MAE POOL 3140FXG55 Apr 2022 6,873,610 $6.7M 0.27% ABS-MBS
128 SIRIUS XM RADIO INC 82967NBM9 Apr 2022 7,805,000 $6.6M 0.27% DBT
129 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C46 95001QAZ4 Apr 2022 6,689,000 $6.5M 0.26% ABS-MBS
130 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 26,897,583 $6.5M 0.26% DCR
131 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C8 46638UAM8 Apr 2022 6,475,000 $6.4M 0.26% ABS-MBS
132 CARVAL CLO IV LTD 14687EAE0 Apr 2022 6,400,000 $6.3M 0.26% ABS-MBS
133 TOWD POINT MORTGAGE TRUST 2019-2 89177JAB4 Apr 2022 6,534,000 $6.3M 0.26% ABS-MBS
134 AT AND T INC 00206RDQ2 Apr 2022 6,198,000 $6.3M 0.26% DBT
135 WESTLAKE CORP 960413AT9 Apr 2022 6,396,000 $6.3M 0.26% DBT
136 FREDDIE MAC REMICS 3137FT3B1 Apr 2022 33,919,173 $6.3M 0.25% ABS-MBS
137 HUNTSMAN INTERNATIONAL LLC 44701QBE1 Apr 2022 6,403,000 $6.3M 0.25% DBT
138 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 57,986,600 $6.3M 0.25% DIR
139 ABN AMRO BANK NV 00084DAV2 Apr 2022 7,400,000 $6.2M 0.25% DBT
140 MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 62548QAD3 Apr 2022 6,355,000 $6.1M 0.25% ABS-MBS
141 GNMA 38382HLM0 Apr 2022 36,896,134 $6.1M 0.24% ABS-MBS
142 LENNAR CORP 526057CD4 Apr 2022 6,043,000 $6.1M 0.24% DBT
143 SERVICENOW INC 81762PAE2 Apr 2022 7,504,000 $6.0M 0.24% DBT
144 OMNICOM GROUP INC 681919BB1 Apr 2022 6,879,000 $6.0M 0.24% DBT
145 BANK OF AMERICA N.A. N/A Apr 2022 269,809,400 $6.0M 0.24% DIR
146 BELLEMEADE RE 2019-4 LTD 07876LAC3 Apr 2022 6,026,000 $5.9M 0.24% ABS-CBDO
147 WELLS FARGO BANK NA N/A Apr 2022 105,142,300 $5.9M 0.24% DIR
148 AB BSL CLO 2 LTD 00037LAA8 Apr 2022 6,005,000 $5.9M 0.24% ABS-CBDO
149 LCH Limited N/A Apr 2022 65,209,000 $5.9M 0.24% DIR
150 MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2021-1 61916TAA9 Apr 2022 5,877,000 $5.9M 0.24% ABS-MBS
151 AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 00774MAX3 Apr 2022 7,025,000 $5.8M 0.24% DBT
152 FANNIE MAE REMICS 3136BDPM4 Apr 2022 32,633,386 $5.8M 0.24% ABS-MBS
153 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XY32 Apr 2022 5,684,000 $5.8M 0.23% ABS-CBDO
154 CITRIX SYSTEMS INC 177376AG5 Apr 2022 5,876,000 $5.7M 0.23% DBT
155 AREIT 2020-CRE4 TRUST 04002RAJ9 Apr 2022 5,659,000 $5.7M 0.23% ABS-MBS
156 RREF 2012 LT1 LLC 76243NAE6 Apr 2022 5,659,000 $5.6M 0.23% ABS-MBS
157 BERRY GLOBAL INC 08576PAH4 Apr 2022 6,158,000 $5.6M 0.23% DBT
158 RADNOR RE 2019-1 LTD 75049SAC7 Apr 2022 5,630,000 $5.5M 0.22% ABS-CBDO
159 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XJW5 Apr 2022 5,177,000 $5.5M 0.22% ABS-CBDO
160 JP MORGANCHASE BANK N/A Apr 2022 95,618,500 $5.4M 0.22% DIR
161 GNMA 38382JPP5 Apr 2022 33,130,553 $5.4M 0.22% ABS-MBS
162 AMAZON.COM INC 023135BZ8 Apr 2022 6,131,000 $5.3M 0.22% DBT
163 BERRY GLOBAL INC 08576PAF8 Apr 2022 6,003,000 $5.3M 0.22% DBT
164 GNMA 38382EMH7 Apr 2022 49,057,816 $5.3M 0.21% ABS-MBS
165 GNMA 38382EFF9 Apr 2022 43,215,066 $5.3M 0.21% ABS-MBS
166 DIGITAL REALTY TRUST LP 25389JAT3 Apr 2022 5,280,000 $5.3M 0.21% DBT
167 FREDDIE MAC STRIPS 3132HTTN6 Apr 2022 6,590,209 $5.2M 0.21% ABS-MBS
168 METROPOLITAN LIFE GLOBAL FUNDING I 59217GEG0 Apr 2022 5,780,000 $5.2M 0.21% DBT
169 BANK OF AMERICA CORP 06051GHZ5 Apr 2022 6,094,000 $5.2M 0.21% DBT
170 CITIBANK N.A. N/A Apr 2022 147,213,700 $5.2M 0.21% DIR
171 ELMWOOD CLO IV LTD 29002GAC5 Apr 2022 5,250,000 $5.2M 0.21% ABS-MBS
172 BANK OF AMERICA CORP 06051GKL2 Apr 2022 5,800,000 $5.2M 0.21% DBT
173 KRAFT HEINZ FOODS CO 50077LBC9 Apr 2022 5,226,000 $5.1M 0.21% DBT
174 GOLDMAN SACHS GROUP INC/THE 38141GWZ3 Apr 2022 5,229,000 $5.1M 0.21% DBT
175 AT AND T INC 00206RKH4 Apr 2022 6,107,000 $5.1M 0.21% DBT
176 BROADCOM INC 11135FBD2 Apr 2022 5,034,000 $5.1M 0.21% DBT
177 LCH Limited N/A Apr 2022 28,734,000 $5.1M 0.21% DIR
178 BRAVO RESIDENTIAL FUNDING TRUST 10568YAF5 Apr 2022 5,430,000 $5.1M 0.21% ABS-CBDO
179 GNMA 38382GRP9 Apr 2022 32,515,651 $5.1M 0.20% ABS-MBS
180 ANHEUSER-BUSCH INBEV WORLDWIDE INC 03523TBV9 Apr 2022 4,734,000 $5.1M 0.20% DBT
181 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 95002EBF3 Apr 2022 65,307,486 $5.0M 0.20% ABS-MBS
182 AMERICAN TOWER CORP 03027XBM1 Apr 2022 5,992,000 $5.0M 0.20% DBT
183 ELMWOOD CLO VI LTD 29001VAN9 Apr 2022 5,110,000 $5.0M 0.20% ABS-MBS
184 FANNIE MAE REMICS 3136BFHG1 Apr 2022 29,749,786 $5.0M 0.20% ABS-MBS
185 UBS-CITIGROUP COMMERCIAL MORTGAGE TRUST 2011-C1 90268TAQ7 Apr 2022 5,657,000 $5.0M 0.20% ABS-MBS
186 CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 20753VBE7 Apr 2022 5,000,000 $4.9M 0.20% ABS-CBDO
187 UBS COMMERCIAL MORTGAGE TRUST 2018-C12 90353DBA2 Apr 2022 123,618,912 $4.9M 0.20% ABS-MBS
188 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 46639YAV9 Apr 2022 4,970,000 $4.9M 0.20% ABS-MBS
189 CONTINENTAL RESOURCES INC/OK 212015AS0 Apr 2022 4,989,000 $4.9M 0.20% DBT
190 US BANCORP 91159HJB7 Apr 2022 5,783,000 $4.9M 0.20% DBT
191 FANNIE MAE REMICS 3136B8H51 Apr 2022 35,363,812 $4.9M 0.20% ABS-MBS
192 CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2008-C1 22546NAH7 Apr 2022 9,821,289 $4.8M 0.20% ABS-MBS
193 ENTERPRISE PRODUCTS OPERATING LLC 29379VBX0 Apr 2022 5,283,000 $4.8M 0.19% DBT
194 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 96,644,300 $4.8M 0.19% DIR
195 LCH Limited N/A Apr 2022 149,706,000 $4.8M 0.19% DIR
196 GNMA 38382J3Q7 Apr 2022 34,487,008 $4.8M 0.19% ABS-MBS
197 FREDDIE MAC STACR REMIC TRUST 2020-DNA2 35565KBD9 Apr 2022 5,000,000 $4.7M 0.19% ABS-CBDO
198 AGL CLO 13 LTD 00120JAA1 Apr 2022 4,765,000 $4.7M 0.19% ABS-CBDO
199 FIRST-CITIZENS BANK AND TRUST CO 125581GX0 Apr 2022 4,389,000 $4.7M 0.19% DBT
200 BELLEMEADE RE 2017-1 LTD 078767AB6 Apr 2022 4,674,515 $4.7M 0.19% ABS-CBDO
201 LCH Limited N/A Apr 2022 36,345,700 $4.7M 0.19% DIR
202 ICG US CLO 2015-2R LTD 44933WAC3 Apr 2022 4,733,000 $4.7M 0.19% ABS-MBS
203 ORACLE CORP 68389XBZ7 Apr 2022 6,008,000 $4.7M 0.19% DBT
204 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 19,023,403 $4.6M 0.19% DCR
205 GLENCORE FUNDING LLC 378272AY4 Apr 2022 5,480,000 $4.6M 0.19% DBT
206 BOOKING HOLDINGS INC 09857LAR9 Apr 2022 4,495,000 $4.6M 0.19% DBT
207 BLOCK INC 852234AM5 Apr 2022 5,424,000 $4.5M 0.18% DBT
208 CONNECTICUT AVENUE SECURITIES TRUST 2018-R07 20753QAF6 Apr 2022 4,500,000 $4.5M 0.18% ABS-CBDO
209 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50 95001XAJ5 Apr 2022 6,209,000 $4.5M 0.18% ABS-MBS
210 PALMER SQUARE LOAN FUNDING 2022-2 LTD 69701NAC0 Apr 2022 4,525,000 $4.5M 0.18% ABS-MBS
211 EQUINIX INC 29444UBE5 Apr 2022 4,986,000 $4.5M 0.18% DBT
212 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XR30 Apr 2022 4,331,600 $4.5M 0.18% ABS-CBDO
213 HOWMET AEROSPACE INC 443201AB4 Apr 2022 5,145,000 $4.5M 0.18% DBT
214 LCH Limited N/A Apr 2022 44,234,900 $4.5M 0.18% DIR
215 AMERICAN TOWER CORP 03027XBA7 Apr 2022 5,081,000 $4.5M 0.18% DBT
216 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1MEM 46654BAL1 Apr 2022 5,750,000 $4.4M 0.18% ABS-MBS
217 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 96,644,300 $4.4M 0.18% DIR
218 L3HARRIS TECHNOLOGIES INC 502431AL3 Apr 2022 4,440,000 $4.4M 0.18% DBT
219 SENSATA TECHNOLOGIES INC 81728UAB0 Apr 2022 5,214,000 $4.4M 0.18% DBT
220 UBS GROUP AG 90351DAB3 Apr 2022 4,400,000 $4.4M 0.18% DBT
221 DBUBS 2011-LC3 MORTGAGE TRUST 23305YAM1 Apr 2022 4,380,728 $4.4M 0.18% ABS-MBS
222 CF INDUSTRIES INC 12527GAD5 Apr 2022 4,510,000 $4.4M 0.18% DBT
223 CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST 12597BAW9 Apr 2022 60,213,320 $4.3M 0.18% ABS-MBS
224 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 32,836,200 $4.3M 0.17% DIR
225 INTESA SANPAOLO SPA 46115HBQ9 Apr 2022 5,270,000 $4.3M 0.17% DBT
226 SEASONED CREDIT RISK TRANSFER TRUST 35563PLU1 Apr 2022 4,560,000 $4.3M 0.17% ABS-MBS
227 SOCIETE GENERALE SA 83370RAA6 Apr 2022 4,892,000 $4.3M 0.17% DBT
228 LCH Limited N/A Apr 2022 42,663,100 $4.3M 0.17% DIR
229 WELLS FARGO BANK NA N/A Apr 2022 75,101,900 $4.3M 0.17% DIR
230 GOLDENTREE LOAN MANAGEMENT US CLO 5 LTD 38138DAQ9 Apr 2022 4,298,000 $4.2M 0.17% ABS-MBS
231 GNMA 38382B6A6 Apr 2022 38,937,468 $4.2M 0.17% ABS-MBS
232 BANK 2018-BNK13 06539LBC3 Apr 2022 194,638,741 $4.1M 0.17% ABS-MBS
233 BROADCOM INC 11135FBV2 Apr 2022 4,428,000 $4.1M 0.17% DBT
234 FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES 3137FTZS9 Apr 2022 38,296,750 $4.1M 0.17% ABS-MBS
235 VERIZON COMMUNICATIONS INC 92343VDY7 Apr 2022 4,060,000 $4.1M 0.16% DBT
236 UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 90349GAN5 Apr 2022 4,129,000 $4.1M 0.16% ABS-MBS
237 CAPITAL ONE FINANCIAL CORP 14040HCG8 Apr 2022 5,031,000 $4.0M 0.16% DBT
238 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XEQ3 Apr 2022 3,652,000 $4.0M 0.16% ABS-CBDO
239 MORGAN STANLEY RESECURITIZATION TRUST 2015-R4 61690WAY2 Apr 2022 4,350,132 $4.0M 0.16% ABS-CBDO
240 FANNIE MAE POOL 3140FXFM9 Apr 2022 3,972,504 $4.0M 0.16% ABS-MBS
241 UNITED STATES OF AMERICA 91282CAM3 Apr 2022 4,389,000 $4.0M 0.16% DBT
242 CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-GC46 17328RBE8 Apr 2022 68,560,304 $4.0M 0.16% ABS-MBS
243 WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 92936CAU3 Apr 2022 4,135,936 $4.0M 0.16% ABS-MBS
244 FANNIE MAE REMICS 3136B7WD9 Apr 2022 29,826,935 $4.0M 0.16% ABS-MBS
245 COMM 2012-CCRE1 MORTGAGE TRUST 12624BAH9 Apr 2022 4,003,000 $4.0M 0.16% ABS-MBS
246 GSK CONSUMER HEALTHCARE CAPITAL US LLC 36264FAD3 Apr 2022 4,225,000 $4.0M 0.16% DBT
247 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 57,074,200 $4.0M 0.16% DIR
248 FREDDIE MAC STACR REMIC TRUST 2020-HQA2 35565LAH9 Apr 2022 3,932,286 $3.9M 0.16% ABS-CBDO
249 GNMA 38381YD92 Apr 2022 20,392,024 $3.9M 0.16% ABS-MBS
250 FREDDIE MAC STACR TRUST 2018-HQA2 35563XAH5 Apr 2022 3,917,300 $3.9M 0.16% ABS-CBDO
251 OCCIDENTAL PETROLEUM CORP 674599DZ5 Apr 2022 3,484,000 $3.9M 0.16% DBT
252 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27 61690AAJ3 Apr 2022 4,000,000 $3.9M 0.16% ABS-MBS
253 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XLT9 Apr 2022 3,825,422 $3.9M 0.16% ABS-CBDO
254 COMM 2014-CCRE17 MORTGAGE TRUST 12631DAG8 Apr 2022 4,337,000 $3.9M 0.16% ABS-MBS
255 PALMER SQUARE CLO 2021-2 LTD 69701XAA2 Apr 2022 3,917,000 $3.9M 0.16% ABS-CBDO
256 GS MORTGAGE SECURITIES TRUST 2014-GC18 36252RBJ7 Apr 2022 5,144,000 $3.8M 0.16% ABS-MBS
257 WFRBS COMMERCIAL MORTGAGE TRUST 2013-UBS1 92938JAN2 Apr 2022 3,873,000 $3.8M 0.15% ABS-MBS
258 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41 95001ABE5 Apr 2022 81,228,371 $3.8M 0.15% ABS-MBS
259 SOUND POINT CLO XXVI LTD 83614XAQ4 Apr 2022 3,850,000 $3.8M 0.15% ABS-MBS
260 FREDDIE MAC STACR TRUST 2019-DNA3 35564TAH3 Apr 2022 3,735,308 $3.7M 0.15% ABS-CBDO
261 TOWD POINT MORTGAGE TRUST 2018-5 89176VAC6 Apr 2022 4,177,000 $3.7M 0.15% ABS-MBS
262 IPALCO ENTERPRISES INC 462613AP5 Apr 2022 3,900,000 $3.7M 0.15% DBT
263 FREDDIE MAC STACR TRUST 2019-DNA1 35563KAH3 Apr 2022 3,689,181 $3.7M 0.15% ABS-CBDO
264 ALIMENTATION COUCHE-TARD INC 01626PAM8 Apr 2022 4,152,000 $3.7M 0.15% DBT
265 LCH Limited N/A Apr 2022 175,118,000 $3.7M 0.15% DIR
266 BPCE SA 05578QAD5 Apr 2022 3,662,000 $3.7M 0.15% DBT
267 DH EUROPE FINANCE II SARL 23291KAH8 Apr 2022 4,020,000 $3.6M 0.15% DBT
268 COMM 2015-LC19 MORTGAGE TRUST 200474AE4 Apr 2022 4,050,000 $3.6M 0.15% ABS-MBS
269 FANNIE MAE REMICS 3136ARSF6 Apr 2022 24,140,011 $3.6M 0.15% ABS-MBS
270 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C14 61690GAL5 Apr 2022 3,567,000 $3.6M 0.15% ABS-MBS
271 BERKSHIRE HATHAWAY FINANCE CORP 084664CZ2 Apr 2022 3,768,000 $3.6M 0.15% DBT
272 FANNIE MAE REMICS 3136AYW82 Apr 2022 19,932,262 $3.6M 0.14% ABS-MBS
273 JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR6 48129RBC8 Apr 2022 69,002,590 $3.6M 0.14% ABS-MBS
274 JP MORGANCHASE BANK N/A Apr 2022 95,618,500 $3.6M 0.14% DIR
275 FANNIE MAE POOL 3140J5JS9 Apr 2022 3,678,589 $3.6M 0.14% ABS-MBS
276 OAKTREE CLO 2021-1 LTD 67402JAA9 Apr 2022 3,600,000 $3.6M 0.14% ABS-CBDO
277 ISTAR INC 45031UCG4 Apr 2022 3,715,000 $3.5M 0.14% DBT
278 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST 92922F4W5 Apr 2022 3,581,378 $3.5M 0.14% ABS-CBDO
279 STATION PLACE SECURITIZATION TRUST SERIES 2021-14 85779JAA6 Apr 2022 3,503,000 $3.5M 0.14% ABS-CBDO
280 FANNIE MAE REMICS 3136B6QQ9 Apr 2022 23,377,298 $3.5M 0.14% ABS-MBS
281 GNMA 38382C5A5 Apr 2022 21,099,979 $3.5M 0.14% ABS-MBS
282 CROWN CASTLE INTERNATIONAL CORP 22822VAR2 Apr 2022 3,817,000 $3.5M 0.14% DBT
283 GOLDMAN SACHS GROUP INC/THE 38144GAG6 Apr 2022 3,962,000 $3.4M 0.14% DBT
284 ZOETIS INC 98978VAN3 Apr 2022 3,457,000 $3.4M 0.14% DBT
285 JAMESTOWN CLO VI-R LTD 47047LAE9 Apr 2022 3,443,000 $3.4M 0.14% ABS-MBS
286 BOEING CO/THE 097023CT0 Apr 2022 3,373,000 $3.4M 0.14% DBT
287 ABBVIE INC 00287YBX6 Apr 2022 3,667,000 $3.4M 0.14% DBT
288 AIMCO CLO 14 LTD 00144GAC5 Apr 2022 3,471,000 $3.4M 0.14% ABS-CBDO
289 AT AND T INC 00206RHJ4 Apr 2022 3,367,000 $3.4M 0.14% DBT
290 SALESFORCE INC 79466LAM6 Apr 2022 4,443,000 $3.4M 0.14% DBT
291 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33 95000LAJ2 Apr 2022 3,952,000 $3.4M 0.14% ABS-MBS
292 CD 2017-CD6 MORTGAGE TRUST 125039AK3 Apr 2022 3,594,000 $3.4M 0.14% ABS-MBS
293 FREDDIE MAC REMICS 3137FUF90 Apr 2022 35,405,920 $3.4M 0.14% ABS-MBS
294 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 13,840,577 $3.4M 0.14% DCR
295 CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 126281BF0 Apr 2022 3,716,000 $3.3M 0.14% ABS-MBS
296 SIRIUS XM RADIO INC 82967NBA5 Apr 2022 3,456,000 $3.3M 0.13% DBT
297 UBS AG N/A Apr 2022 41,654,700 $3.3M 0.13% DIR
298 LLOYDS BANKING GROUP PLC 53944YAQ6 Apr 2022 4,438,000 $3.3M 0.13% DBT
299 AT AND T INC 00206RMM1 Apr 2022 3,920,000 $3.3M 0.13% DBT
300 CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 12527DAG5 Apr 2022 3,258,000 $3.2M 0.13% ABS-MBS
301 KRAFT HEINZ FOODS CO 50077LAB2 Apr 2022 3,683,000 $3.2M 0.13% DBT
302 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 46640LAN2 Apr 2022 5,853,000 $3.2M 0.13% ABS-MBS
303 FREMF 2018-KF43 MORTGAGE TRUST 30296DAG6 Apr 2022 3,250,374 $3.2M 0.13% ABS-MBS
304 CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 126281AL8 Apr 2022 4,076,000 $3.2M 0.13% ABS-MBS
305 BANK OF AMERICA N.A. N/A Apr 2022 47,731,200 $3.2M 0.13% DIR
306 DIAMONDBACK ENERGY INC 25278XAM1 Apr 2022 3,298,000 $3.2M 0.13% DBT
307 GS MORTGAGE SECURITIES TRUST 2014-GC22 36253BBB8 Apr 2022 3,264,000 $3.2M 0.13% ABS-MBS
308 COMM 2013-LC6 MORTGAGE TRUST 20048EAG6 Apr 2022 3,735,000 $3.2M 0.13% ABS-MBS
309 AES CORP/THE 00130HCG8 Apr 2022 3,837,000 $3.2M 0.13% DBT
310 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 46640LAQ5 Apr 2022 4,371,000 $3.2M 0.13% ABS-MBS
311 RADNOR RE 2018-1 LTD 750496AB7 Apr 2022 3,160,000 $3.1M 0.13% ABS-CBDO
312 COLUMBIA CENT CLO 29 LTD 197363AU8 Apr 2022 3,161,000 $3.1M 0.13% ABS-CBDO
313 GALAXY XXII CLO LTD 36320TAV5 Apr 2022 3,154,000 $3.1M 0.13% ABS-CBDO
314 BROADCOM INC 11135FAQ4 Apr 2022 3,267,000 $3.1M 0.13% DBT
315 KEURIG DR PEPPER INC 26138EAX7 Apr 2022 3,148,000 $3.1M 0.12% DBT
316 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 052528AM8 Apr 2022 3,725,000 $3.1M 0.12% DBT
317 SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2 35563PKR9 Apr 2022 3,279,000 $3.1M 0.12% ABS-CBDO
318 NYMT LOAN TRUST I SERIES 2021-BPL1 62955KAA8 Apr 2022 3,200,000 $3.1M 0.12% ABS-CBDO
319 WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 92936CBA6 Apr 2022 6,151,000 $3.0M 0.12% ABS-MBS
320 COMM 2019-GC44 MORTGAGE TRUST 12655TBN8 Apr 2022 90,187,849 $3.0M 0.12% ABS-MBS
321 J.P. MORGAN SECURITIES N/A Apr 2022 12,561,527 $3.0M 0.12% DCR
322 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XUW2 Apr 2022 2,975,000 $3.0M 0.12% ABS-CBDO
323 BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST 2016-UBS10 06054MAK9 Apr 2022 3,113,000 $3.0M 0.12% ABS-MBS
324 FREDDIE MAC GOLD POOL 3132AATC8 Apr 2022 2,962,710 $3.0M 0.12% ABS-MBS
325 BRAVO RESIDENTIAL FUNDING TRUST 2021-HE2 10569CAJ4 Apr 2022 3,000,000 $3.0M 0.12% ABS-CBDO
326 ALIMENTATION COUCHE-TARD INC 01626PAH9 Apr 2022 3,093,000 $3.0M 0.12% DBT
327 ALPHABET INC 02079KAG2 Apr 2022 4,497,000 $3.0M 0.12% DBT
328 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 161175BU7 Apr 2022 3,543,000 $2.9M 0.12% DBT
329 S AND P GLOBAL INC 78409VAP9 Apr 2022 3,250,000 $2.9M 0.12% DBT
330 CARLYLE US CLO 2021-8 LTD 143120AC7 Apr 2022 2,981,000 $2.9M 0.12% ABS-MBS
331 UBS COMMERCIAL MORTGAGE TRUST 2017-C7 90276WAT4 Apr 2022 71,296,478 $2.9M 0.12% ABS-MBS
332 ASHTEAD CAPITAL INC 045054AF0 Apr 2022 2,975,000 $2.9M 0.12% DBT
333 GNMA 38382BDB6 Apr 2022 21,156,649 $2.9M 0.12% ABS-MBS
334 FAIRFAX FINANCIAL HOLDINGS LTD 303901BB7 Apr 2022 2,898,000 $2.9M 0.12% DBT
335 BBCMS TRUST 2021-C10 05551VAE3 Apr 2022 4,200,000 $2.9M 0.12% ABS-MBS
336 JP MORGANCHASE BANK N/A Apr 2022 17,130,300 $2.9M 0.12% DIR
337 FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0PR4 Apr 2022 2,692,000 $2.9M 0.12% ABS-CBDO
338 FANNIE MAE REMICS 3136AXV85 Apr 2022 16,374,683 $2.9M 0.12% ABS-MBS
339 BLACK DIAMOND CLO 2021-1 LTD 09204WAA2 Apr 2022 2,910,000 $2.9M 0.12% ABS-MBS
340 GINNIE MAE I POOL 21H030658 Apr 2022 3,000,000 $2.9M 0.12% ABS-MBS
341 VICI PROPERTIES LP 925650AB9 Apr 2022 2,870,000 $2.9M 0.12% DBT
342 DUKE ENERGY OHIO INC 26442EAF7 Apr 2022 2,957,000 $2.9M 0.12% DBT
343 BECTON DICKINSON AND CO 075887CJ6 Apr 2022 3,179,000 $2.8M 0.11% DBT
344 ALLY FINANCIAL INC 36186CBY8 Apr 2022 2,385,000 $2.8M 0.11% DBT
345 ARROYO MORTGAGE TRUST 2019-3 04285AAD7 Apr 2022 3,050,000 $2.8M 0.11% ABS-CBDO
346 J.P. MORGAN SECURITIES N/A Apr 2022 31,002,400 $2.8M 0.11% DCR
347 FANNIE MAE REMICS 3136B13G7 Apr 2022 21,387,999 $2.8M 0.11% ABS-MBS
348 INTERCONTINENTAL EXCHANGE INC 45866FAP9 Apr 2022 3,651,000 $2.8M 0.11% DBT
349 GNMA 38378DRC1 Apr 2022 15,918,472 $2.8M 0.11% ABS-MBS
350 BANK OF AMERICA N.A. N/A Apr 2022 144,600,800 $2.8M 0.11% DIR
351 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 161175AY0 Apr 2022 2,716,000 $2.8M 0.11% DBT
352 FREDDIE MAC REMICS 3137FJK99 Apr 2022 16,748,330 $2.8M 0.11% ABS-MBS
353 GNMA 38381BFZ2 Apr 2022 21,739,608 $2.8M 0.11% ABS-MBS
354 ICG US CLO 2018-3 LTD 44932BAS5 Apr 2022 2,818,000 $2.8M 0.11% ABS-MBS
355 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C8 46638UAR7 Apr 2022 2,815,000 $2.7M 0.11% ABS-MBS
356 HCA INC 404119BU2 Apr 2022 2,736,000 $2.7M 0.11% DBT
357 COX COMMUNICATIONS INC 224044CJ4 Apr 2022 2,822,000 $2.7M 0.11% DBT
358 DRYDEN XXVI SENIOR LOAN FUND 26250UAS4 Apr 2022 2,750,000 $2.7M 0.11% ABS-MBS
359 WASTE CONNECTIONS INC 941053AJ9 Apr 2022 2,833,000 $2.7M 0.11% DBT
360 NORTHROP GRUMMAN CORP 666807BN1 Apr 2022 2,833,000 $2.7M 0.11% DBT
361 UBS COMMERCIAL MORTGAGE TRUST 2012-C1 90269GAN1 Apr 2022 2,986,644 $2.7M 0.11% ABS-MBS
362 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 46643PAN0 Apr 2022 3,567,000 $2.7M 0.11% ABS-MBS
363 CHENIERE CORPUS CHRISTI HOLDINGS LLC 16412XAG0 Apr 2022 2,613,000 $2.7M 0.11% DBT
364 FANNIE MAE POOL 3140J8SF1 Apr 2022 2,881,708 $2.7M 0.11% ABS-MBS
365 LCH Limited N/A Apr 2022 74,871,100 $2.7M 0.11% DIR
366 BANK OF AMERICA N.A. N/A Apr 2022 123,779,800 $2.7M 0.11% DIR
367 LCH Limited N/A Apr 2022 68,073,000 $2.6M 0.11% DIR
368 COMM 2014-CCRE18 MORTGAGE TRUST 12632QBC6 Apr 2022 2,758,000 $2.6M 0.11% ABS-MBS
369 JPMORGAN CHASE AND CO 46647PAL0 Apr 2022 2,977,000 $2.6M 0.11% DBT
370 FANNIE MAE POOL 3140FXDF6 Apr 2022 2,687,724 $2.6M 0.11% ABS-MBS
371 MELLO WAREHOUSE SECURITIZATION TRUST 2018-1 58552NAA7 Apr 2022 2,618,000 $2.6M 0.11% ABS-CBDO
372 LCH Limited N/A Apr 2022 68,073,000 $2.6M 0.11% DIR
373 ELMWOOD CLO V LTD 29003BAL5 Apr 2022 2,642,000 $2.6M 0.11% ABS-CBDO
374 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 46643PAQ3 Apr 2022 4,818,000 $2.6M 0.11% ABS-MBS
375 DEUTSCHE BANK AG N/A Apr 2022 10,500,000 $2.6M 0.11% DIR
376 NRG ENERGY INC 629377CS9 Apr 2022 3,112,000 $2.6M 0.10% DBT
377 COMM 2012-LC4 MORTGAGE TRUST 126192AF0 Apr 2022 2,593,509 $2.6M 0.10% ABS-MBS
378 STELLANTIS FINANCE US INC 85855CAB6 Apr 2022 3,130,000 $2.6M 0.10% DBT
379 BNP PARIBAS SA 05565AAR4 Apr 2022 2,600,000 $2.6M 0.10% DBT
380 GNMA 38382DRV3 Apr 2022 18,784,549 $2.6M 0.10% ABS-MBS
381 LCH Limited N/A Apr 2022 15,082,000 $2.6M 0.10% DIR
382 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XQW7 Apr 2022 2,480,000 $2.6M 0.10% ABS-CBDO
383 JP MORGANCHASE BANK N/A Apr 2022 30,174,400 $2.6M 0.10% DIR
384 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 18,691,900 $2.6M 0.10% DIR
385 NUTRIEN LTD 67077MAT5 Apr 2022 2,560,000 $2.6M 0.10% DBT
386 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-LDP9 46629PAQ1 Apr 2022 2,703,234 $2.6M 0.10% ABS-MBS
387 BANK 2020-BNK26 06540JBM3 Apr 2022 35,051,481 $2.5M 0.10% ABS-MBS
388 GENERAL MOTORS CO 37045VAT7 Apr 2022 2,542,000 $2.5M 0.10% DBT
389 FREDDIE MAC STACR TRUST 2019-HQA1 35563MAH9 Apr 2022 2,517,794 $2.5M 0.10% ABS-CBDO
390 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2005-C21 92976BAA0 Apr 2022 2,739,453 $2.5M 0.10% ABS-MBS
391 REGATTA XX FUNDING LTD 75884YAA6 Apr 2022 2,560,000 $2.5M 0.10% ABS-CBDO
392 WELLS FARGO AND CO 949746TD3 Apr 2022 2,763,000 $2.5M 0.10% DBT
393 JP MORGANCHASE BANK N/A Apr 2022 56,013,300 $2.5M 0.10% DIR
394 ANHEUSER-BUSCH INBEV WORLDWIDE INC 035240AQ3 Apr 2022 2,431,000 $2.5M 0.10% DBT
395 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 18,691,900 $2.5M 0.10% DIR
396 CSMC TRUST 2016-NXSR 12594PAX9 Apr 2022 100,952,366 $2.5M 0.10% ABS-MBS
397 CEDAR FUNDING XIV CLO LTD 15034AAC9 Apr 2022 2,479,000 $2.5M 0.10% ABS-MBS
398 COLT FUNDING LLC 19688EAE8 Apr 2022 2,996,000 $2.5M 0.10% ABS-CBDO
399 MELLO WAREHOUSE SECURITIZATION TRUST 2020-2 58551VAA0 Apr 2022 2,442,000 $2.4M 0.10% ABS-CBDO
400 CITIBANK N.A. N/A Apr 2022 66,000,000 $2.4M 0.10% DIR
401 LCH Limited 99JX879L2 Apr 2022 9,000,000 $2.4M 0.10% DIR
402 SABINE PASS LIQUEFACTION LLC 785592AS5 Apr 2022 2,342,000 $2.4M 0.10% DBT
403 COREBRIDGE FINANCIAL INC 21871XAE9 Apr 2022 2,470,000 $2.4M 0.10% DBT
404 GCAT 2020-NQM2 TRUST 36166RAC8 Apr 2022 2,396,479 $2.4M 0.10% ABS-CBDO
405 GNMA 38381RBC2 Apr 2022 18,238,767 $2.4M 0.10% ABS-MBS
406 WESTLAKE CORP 960413AY8 Apr 2022 3,141,000 $2.3M 0.09% DBT
407 WESTROCK MWV LLC 961548AV6 Apr 2022 1,903,000 $2.3M 0.09% DBT
408 MORGAN STANLEY CAPITAL I TRUST 2018-H4 61691RAF3 Apr 2022 55,614,791 $2.3M 0.09% ABS-MBS
409 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 46634SAM7 Apr 2022 2,494,000 $2.3M 0.09% ABS-MBS
410 GNMA 38382DL64 Apr 2022 20,433,083 $2.3M 0.09% ABS-MBS
411 FANNIE MAE POOL 3138ET7G5 Apr 2022 2,273,996 $2.3M 0.09% ABS-MBS
412 GNMA 38379H3K9 Apr 2022 12,211,097 $2.3M 0.09% ABS-MBS
413 COMM 2014-LC17 MORTGAGE TRUST 12592MBN9 Apr 2022 2,308,000 $2.3M 0.09% ABS-MBS
414 NATWEST GROUP PLC 780097BG5 Apr 2022 2,275,000 $2.3M 0.09% DBT
415 ASHTEAD CAPITAL INC 045054AP8 Apr 2022 2,765,000 $2.3M 0.09% DBT
416 GNMA 38381XBB1 Apr 2022 18,960,348 $2.2M 0.09% ABS-MBS
417 BANK OF AMERICA N.A. N/A Apr 2022 260,109,800 $2.2M 0.09% DIR
418 SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 35563PMX4 Apr 2022 2,474,000 $2.2M 0.09% ABS-MBS
419 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 18,691,900 $2.2M 0.09% DIR
420 FREDDIE MAC GOLD POOL 3131XWED1 Apr 2022 2,254,577 $2.2M 0.09% ABS-MBS
421 LCH Limited N/A Apr 2022 30,500,000 $2.2M 0.09% DIR
422 COMM 2014-CCRE19 MORTGAGE TRUST 12592GAG8 Apr 2022 2,364,000 $2.2M 0.09% ABS-MBS
423 KEURIG DR PEPPER INC 49271VAJ9 Apr 2022 2,402,000 $2.2M 0.09% DBT
424 PALMER SQUARE CLO 2021-3 LTD 69688FAJ9 Apr 2022 2,225,000 $2.2M 0.09% ABS-MBS
425 UBS GROUP AG 902613AD0 Apr 2022 2,615,000 $2.2M 0.09% DBT
426 T-MOBILE USA INC 87264ACB9 Apr 2022 2,562,000 $2.2M 0.09% DBT
427 OSHKOSH CORP 688239AF9 Apr 2022 2,182,000 $2.2M 0.09% DBT
428 JPMORGAN CHASE AND CO 48123UAB0 Apr 2022 2,598,000 $2.2M 0.09% DBT
429 CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 20754CAB5 Apr 2022 2,135,029 $2.1M 0.09% ABS-CBDO
430 ENERGY TRANSFER LP 29273VAJ9 Apr 2022 2,463,000 $2.1M 0.09% DBT
431 TRUIST FINANCIAL CORP 89832QAD1 Apr 2022 2,236,000 $2.1M 0.09% DBT
432 LCH Limited N/A Apr 2022 10,724,000 $2.1M 0.09% DIR
433 METROPOLITAN LIFE INSURANCE CO 592173AE8 Apr 2022 1,881,000 $2.1M 0.09% DBT
434 FANNIE MAE REMICS 3136B3G53 Apr 2022 19,087,612 $2.1M 0.09% ABS-MBS
435 FANNIE MAE REMICS 3136APCA8 Apr 2022 12,249,455 $2.1M 0.08% ABS-MBS
436 FREDDIE MAC REMICS 3137FC5M2 Apr 2022 13,423,032 $2.1M 0.08% ABS-MBS
437 BANK OF AMERICA N.A. N/A Apr 2022 19,218,800 $2.1M 0.08% DIR
438 FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0RJ0 Apr 2022 2,000,000 $2.1M 0.08% ABS-CBDO
439 CANTOR FITZGERALD LP 138616AC1 Apr 2022 2,064,000 $2.1M 0.08% DBT
440 MICROSOFT CORP 594918CE2 Apr 2022 2,555,000 $2.1M 0.08% DBT
441 ZOETIS INC 98978VAS2 Apr 2022 2,388,000 $2.1M 0.08% DBT
442 BUNKER HILL LOAN DEPOSITARY TRUST 12062RAC4 Apr 2022 2,100,000 $2.1M 0.08% ABS-CBDO
443 FANNIE MAE REMICS 3136B0RS7 Apr 2022 13,550,343 $2.0M 0.08% ABS-MBS
444 CITIBANK N.A. N/A Apr 2022 19,585,600 $2.0M 0.08% DIR
445 BROADCOM CRP / CAYMN FI 11134LAH2 Apr 2022 2,098,000 $2.0M 0.08% DBT
446 GENERAL ELECTRIC CO 369604BQ5 Apr 2022 2,159,000 $2.0M 0.08% DBT
447 WELLS FARGO BANK NA N/A Apr 2022 44,430,800 $2.0M 0.08% DIR
448 UBS AG N/A Apr 2022 16,661,800 $2.0M 0.08% DIR
449 MORGAN STANLEY CAPITAL I TRUST 2018-H3 61767YBA7 Apr 2022 56,706,866 $2.0M 0.08% ABS-MBS
450 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 18,691,900 $2.0M 0.08% DIR
451 SALESFORCE INC 79466LAL8 Apr 2022 2,559,000 $2.0M 0.08% DBT
452 KKR GROUP FINANCE CO VI LLC 48252AAA9 Apr 2022 2,052,000 $2.0M 0.08% DBT
453 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 95002XBG9 Apr 2022 2,112,000 $2.0M 0.08% ABS-MBS
454 VISTRA OPERATIONS CO LLC 92840VAE2 Apr 2022 2,137,000 $2.0M 0.08% DBT
455 GNMA 38382AJU0 Apr 2022 19,350,888 $2.0M 0.08% ABS-MBS
456 UBS AG N/A Apr 2022 15,020,300 $2.0M 0.08% DIR
457 STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-2 85573DAB5 Apr 2022 1,962,000 $2.0M 0.08% ABS-CBDO
458 LCH Limited N/A Apr 2022 93,120,000 $2.0M 0.08% DIR
459 MARATHON CLO XIII LTD 56579AAS9 Apr 2022 1,976,000 $2.0M 0.08% ABS-MBS
460 LCH Limited N/A Apr 2022 23,320,000 $2.0M 0.08% DIR
461 HCA INC 404119BX6 Apr 2022 2,044,000 $2.0M 0.08% DBT
462 VERUS SECURITIZATION TRUST 2020-INV1 92537TAE5 Apr 2022 1,990,000 $1.9M 0.08% ABS-CBDO
463 UBS AG N/A Apr 2022 138,849,000 $1.9M 0.08% DIR
464 GNMA 38379EZ54 Apr 2022 10,096,947 $1.9M 0.08% ABS-MBS
465 FANNIE MAE REMICS 3136AP6K3 Apr 2022 17,628,076 $1.9M 0.08% ABS-MBS
466 LCH Limited N/A Apr 2022 60,378,000 $1.9M 0.08% DIR
467 GNMA 38381R6Q7 Apr 2022 16,277,657 $1.9M 0.08% ABS-MBS
468 CITIBANK N.A. N/A Apr 2022 18,266,500 $1.9M 0.08% DIR
469 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 18,691,900 $1.9M 0.08% DIR
470 NUTRIEN LTD 67077MAW8 Apr 2022 2,070,000 $1.9M 0.08% DBT
471 WELLS FARGO BANK NA N/A Apr 2022 14,000,000 $1.9M 0.08% DIR
472 PACIFIC GAS AND ELECTRIC CO 694308JN8 Apr 2022 2,246,000 $1.9M 0.08% DBT
473 CASCADE FUNDING MORTGAGE TRUST 2021-HB6 12527LAC6 Apr 2022 2,000,000 $1.9M 0.08% ABS-CBDO
474 JP MORGANCHASE BANK N/A Apr 2022 40,009,500 $1.9M 0.08% DIR
475 TRANSCANADA TRUST 89356BAC2 Apr 2022 1,940,000 $1.9M 0.08% DBT
476 FANNIE MAE REMICS 3136B6NN9 Apr 2022 13,826,874 $1.9M 0.08% ABS-MBS
477 ZAIS CLO 13 LTD 98876NAA2 Apr 2022 1,858,000 $1.8M 0.07% ABS-MBS
478 WESTPAC BANKING CORP 961214EG4 Apr 2022 1,962,000 $1.8M 0.07% DBT
479 LCH Limited N/A Apr 2022 100,775,000 $1.8M 0.07% DIR
480 GNMA 38381XAY2 Apr 2022 11,578,948 $1.8M 0.07% ABS-MBS
481 NRG ENERGY INC 629377CK6 Apr 2022 1,844,000 $1.8M 0.07% DBT
482 WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7 92936TAJ1 Apr 2022 4,142,000 $1.8M 0.07% ABS-MBS
483 LCH Limited N/A Apr 2022 25,659,000 $1.8M 0.07% DIR
484 CITIBANK N.A. N/A Apr 2022 24,016,200 $1.8M 0.07% DIR
485 WESTPAC BANKING CORP 961214EQ2 Apr 2022 2,365,000 $1.8M 0.07% DBT
486 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 61763UAG7 Apr 2022 2,709,000 $1.8M 0.07% ABS-MBS
487 WASTE CONNECTIONS INC 94106BAE1 Apr 2022 1,977,000 $1.8M 0.07% DBT
488 AIR LEASE CORP 00914AAE2 Apr 2022 2,015,000 $1.8M 0.07% DBT
489 TORONTO-DOMINION BANK/THE N/A Apr 2022 30,040,600 $1.8M 0.07% DIR
490 FREDDIE MAC REMICS 3137BHL70 Apr 2022 11,877,975 $1.8M 0.07% ABS-MBS
491 CITIBANK N.A. N/A Apr 2022 126,213,700 $1.8M 0.07% DIR
492 NETFLIX INC 64110LAT3 Apr 2022 1,723,000 $1.8M 0.07% DBT
493 AIR LEASE CORP 00912XBF0 Apr 2022 1,821,000 $1.8M 0.07% DBT
494 GINNIE MAE I POOL 3620C0ZX9 Apr 2022 1,672,492 $1.8M 0.07% ABS-MBS
495 CITIBANK N.A. N/A Apr 2022 176,939,400 $1.8M 0.07% DIR
496 CITIBANK N.A. N/A Apr 2022 12,950,900 $1.8M 0.07% DIR
497 NASSAU 2019-I LTD 63171NAJ9 Apr 2022 1,777,000 $1.8M 0.07% ABS-CBDO
498 FANNIE MAE REMICS 3136B0UJ3 Apr 2022 10,140,505 $1.8M 0.07% ABS-MBS
499 GINNIE MAE I POOL 36179TXX8 Apr 2022 1,684,953 $1.8M 0.07% ABS-MBS
500 EAGLE RE 2018-1 LTD 269826AA1 Apr 2022 1,755,056 $1.7M 0.07% ABS-CBDO
501 GNMA 38381XXG6 Apr 2022 13,656,557 $1.7M 0.07% ABS-MBS
502 GNMA 38379HVB8 Apr 2022 8,407,763 $1.7M 0.07% ABS-MBS
503 FANNIE MAE POOL 3140EVUP0 Apr 2022 1,764,788 $1.7M 0.07% ABS-MBS
504 MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 61691EBB0 Apr 2022 66,760,033 $1.7M 0.07% ABS-MBS
505 DT MIDSTREAM INC 23345MAC1 Apr 2022 1,735,000 $1.6M 0.07% DBT
506 GINNIE MAE I POOL 3617MH3D6 Apr 2022 1,713,573 $1.6M 0.07% ABS-MBS
507 COMM 2013-CCRE6 MORTGAGE TRUST 12624XAV0 Apr 2022 1,683,000 $1.6M 0.07% ABS-MBS
508 CITIBANK N.A. N/A Apr 2022 15,753,700 $1.6M 0.07% DIR
509 AON GLOBAL LTD 00185AAB0 Apr 2022 1,806,000 $1.6M 0.07% DBT
510 GNMA 38381AHQ2 Apr 2022 12,960,788 $1.6M 0.07% ABS-MBS
511 FANNIE MAE POOL 3140EVTB3 Apr 2022 1,675,782 $1.6M 0.07% ABS-MBS
512 CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 20753VCZ9 Apr 2022 1,600,000 $1.6M 0.07% ABS-CBDO
513 CONNECTICUT AVENUE SECURITIES TRUST 2019-R02 20753KAF9 Apr 2022 1,586,000 $1.6M 0.06% ABS-CBDO
514 WELLS FARGO BANK NA N/A Apr 2022 32,946,100 $1.6M 0.06% DIR
515 GLP CAPITAL LP / GLP FINANCING II INC 361841AH2 Apr 2022 1,560,000 $1.6M 0.06% DBT
516 BOEING CO/THE 097023CX1 Apr 2022 1,599,000 $1.6M 0.06% DBT
517 GOLDMAN SACHS GROUP INC/THE 38141GXG4 Apr 2022 1,822,000 $1.6M 0.06% DBT
518 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 18,691,900 $1.6M 0.06% DIR
519 FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0QG7 Apr 2022 1,565,000 $1.6M 0.06% ABS-CBDO
520 FORD MOTOR CREDIT CO LLC 345397B93 Apr 2022 1,880,000 $1.6M 0.06% DBT
521 GNMA 38379LL46 Apr 2022 7,998,892 $1.6M 0.06% ABS-MBS
522 MOODY'S CORP 615369AM7 Apr 2022 1,613,000 $1.6M 0.06% DBT
523 VISTRA OPERATIONS CO LLC 92840VAD4 Apr 2022 1,580,000 $1.6M 0.06% DBT
524 CITIBANK N.A. N/A Apr 2022 74,871,100 $1.6M 0.06% DIR
525 LCH Limited N/A Apr 2022 9,319,000 $1.5M 0.06% DIR
526 FANNIE MAE REMICS 3136AURL7 Apr 2022 14,682,551 $1.5M 0.06% ABS-MBS
527 GINNIE MAE I POOL 3617GQXB4 Apr 2022 1,511,286 $1.5M 0.06% ABS-MBS
528 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR17 TRUST 92922F7S1 Apr 2022 1,713,206 $1.5M 0.06% ABS-CBDO
529 GNMA 38378HVU7 Apr 2022 9,168,834 $1.5M 0.06% ABS-MBS
530 CITIGROUP INC 172967KR1 Apr 2022 1,590,000 $1.5M 0.06% DBT
531 GINNIE MAE I POOL 36291FRM2 Apr 2022 1,457,631 $1.5M 0.06% ABS-MBS
532 TORONTO-DOMINION BANK/THE N/A Apr 2022 4,915,900 $1.5M 0.06% DIR
533 JP MORGANCHASE BANK N/A Apr 2022 200,000,000 $1.5M 0.06% DIR
534 RR 7 LTD 74980EAS7 Apr 2022 1,515,000 $1.5M 0.06% ABS-MBS
535 TOORAK MORTGAGE CORP 2019-2 LTD 89052LAB9 Apr 2022 1,500,000 $1.5M 0.06% ABS-CBDO
536 BPCE SA 05578QAH6 Apr 2022 1,717,000 $1.5M 0.06% DBT
537 BANK OF AMERICA CORP 060505FP4 Apr 2022 1,528,000 $1.5M 0.06% DBT
538 PARAMOUNT GLOBAL 124857AZ6 Apr 2022 1,544,000 $1.5M 0.06% DBT
539 INTERCONTINENTAL EXCHANGE INC 45866FAN4 Apr 2022 1,826,000 $1.5M 0.06% DBT
540 CITIBANK N.A. N/A Apr 2022 38,370,100 $1.5M 0.06% DIR
541 COMMONWEALTH BANK OF AUSTRALIA 202712BN4 Apr 2022 1,750,000 $1.5M 0.06% DBT
542 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 3,538,320 $1.5M 0.06% DCR
543 FREDDIE MAC STACR REMIC TRUST 2020-HQA1 35565JAH4 Apr 2022 1,460,049 $1.5M 0.06% ABS-CBDO
544 CROWN CASTLE INTERNATIONAL CORP 22822VAK7 Apr 2022 1,502,000 $1.4M 0.06% DBT
545 COMM 2012-CCRE1 MORTGAGE TRUST 12624BAL0 Apr 2022 1,651,000 $1.4M 0.06% ABS-MBS
546 FREDDIE MAC GOLD POOL 3132AA4K7 Apr 2022 1,494,007 $1.4M 0.06% ABS-MBS
547 FREDDIE MAC STACR REMIC TRUST 2020-DNA2 35565KAH1 Apr 2022 1,431,960 $1.4M 0.06% ABS-CBDO
548 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 5,890,386 $1.4M 0.06% DCR
549 AUTONATION INC 05329WAS1 Apr 2022 1,760,000 $1.4M 0.06% DBT
550 GNMA 38381XAJ5 Apr 2022 13,238,591 $1.4M 0.06% ABS-MBS
551 FNMA 3136B6ZY2 Apr 2022 8,149,190 $1.4M 0.06% ABS-MBS
552 FANNIE MAE REMICS 3136B1ZU1 Apr 2022 10,692,747 $1.4M 0.06% ABS-MBS
553 BANK OF AMERICA CORP 06051GFM6 Apr 2022 1,405,000 $1.4M 0.06% DBT
554 WORKDAY INC 98138HAH4 Apr 2022 1,460,000 $1.4M 0.06% DBT
555 VERIZON COMMUNICATIONS INC 92343VGJ7 Apr 2022 1,606,000 $1.4M 0.06% DBT
556 LCH Limited N/A Apr 2022 28,705,000 $1.4M 0.06% DIR
557 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 61762MBE0 Apr 2022 4,172,000 $1.4M 0.06% ABS-MBS
558 SECURITIZED TERM AUTO LOAN RECEIVABLES TRUST 2019-CRT 81379MAD6 Apr 2022 1,382,059 $1.4M 0.06% ABS-MBS
559 FREDDIE MAC REMICS 3137BQNH6 Apr 2022 13,149,156 $1.4M 0.06% ABS-MBS
560 CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 20754PAC4 Apr 2022 1,397,234 $1.4M 0.06% ABS-CBDO
561 BELLEMEADE RE 2020-2 LTD 078782AE9 Apr 2022 1,278,000 $1.4M 0.06% ABS-CBDO
562 FANNIE MAE POOL 3140FC3F3 Apr 2022 1,383,652 $1.4M 0.06% ABS-MBS
563 JPMORGAN CHASE AND CO 46647PBK1 Apr 2022 1,440,000 $1.4M 0.05% DBT
564 UBS GROUP AG 90351DAF4 Apr 2022 1,361,000 $1.3M 0.05% DBT
565 UBS AG N/A Apr 2022 12,877,200 $1.3M 0.05% DIR
566 CVS HEALTH CORP 126650DM9 Apr 2022 1,532,000 $1.3M 0.05% DBT
567 FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0AY5 Apr 2022 1,314,238 $1.3M 0.05% ABS-CBDO
568 GNMA 38376XF24 Apr 2022 11,567,487 $1.3M 0.05% ABS-MBS
569 LCH Limited N/A Apr 2022 262,368,000 $1.3M 0.05% DIR
570 FANNIE MAE REMICS 3136AMKT5 Apr 2022 11,434,761 $1.3M 0.05% ABS-MBS
571 BARCLAYS BANK PLC N/A Apr 2022 41,524,500 $1.3M 0.05% DIR
572 ERAC USA FINANCE LLC 26882PBE1 Apr 2022 1,087,000 $1.3M 0.05% DBT
573 GNMA 38375UKB5 Apr 2022 31,206,016 $1.3M 0.05% ABS-MBS
574 ERAC USA FINANCE LLC 26884TAL6 Apr 2022 1,310,000 $1.3M 0.05% DBT
575 GENERAL MOTORS CO 37045VAJ9 Apr 2022 1,444,000 $1.3M 0.05% DBT
576 CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 20754WAB1 Apr 2022 1,305,242 $1.3M 0.05% ABS-CBDO
577 WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 92936CAY5 Apr 2022 1,776,768 $1.3M 0.05% ABS-MBS
578 GNMA 38378GT57 Apr 2022 10,126,999 $1.3M 0.05% ABS-MBS
579 COMM 2013-CCRE13 MORTGAGE TRUST 12630BAG3 Apr 2022 1,524,000 $1.3M 0.05% ABS-MBS
580 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 161175BA1 Apr 2022 1,284,000 $1.3M 0.05% DBT
581 S AND P GLOBAL INC 78409VAS3 Apr 2022 1,590,000 $1.3M 0.05% DBT
582 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 5,314,203 $1.3M 0.05% DCR
583 GNMA 38375AX25 Apr 2022 6,208,472 $1.3M 0.05% ABS-MBS
584 STACR TRUST 2018-DNA3 35563WBD5 Apr 2022 1,280,000 $1.3M 0.05% ABS-CBDO
585 JOHNSON CONTROLS INTERNATIONAL PLC 478375AR9 Apr 2022 1,282,000 $1.3M 0.05% DBT
586 UBS AG N/A Apr 2022 55,539,700 $1.3M 0.05% DIR
587 CROWN CASTLE INTERNATIONAL CORP 22822VAH4 Apr 2022 1,331,000 $1.3M 0.05% DBT
588 LCH Limited N/A Apr 2022 10,552,000 $1.3M 0.05% DIR
589 LCH Limited N/A Apr 2022 16,169,000 $1.3M 0.05% DIR
590 GNMA 38380LU68 Apr 2022 25,088,504 $1.3M 0.05% ABS-MBS
591 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XJX3 Apr 2022 1,230,950 $1.3M 0.05% ABS-CBDO
592 AMERICAN ELECTRIC POWER CO INC 025537AM3 Apr 2022 1,265,000 $1.3M 0.05% DBT
593 LCH Limited N/A Apr 2022 165,130,000 $1.3M 0.05% DIR
594 GNMA 38379PUB1 Apr 2022 6,197,665 $1.3M 0.05% ABS-MBS
595 GNMA 38376RA63 Apr 2022 27,482,121 $1.2M 0.05% ABS-MBS
596 LCH Limited N/A Apr 2022 14,992,000 $1.2M 0.05% DIR
597 GNMA 38376RBT2 Apr 2022 23,103,969 $1.2M 0.05% ABS-MBS
598 GINNIE MAE I POOL 3617HTC87 Apr 2022 1,210,003 $1.2M 0.05% ABS-MBS
599 DEUTSCHE BANK AG N/A Apr 2022 47,962,700 $1.2M 0.05% DIR
600 INTERNATIONAL FLAVORS AND FRAGRANCES INC 459506AK7 Apr 2022 1,225,000 $1.2M 0.05% DBT
601 GINNIE MAE I POOL 3617AMJ74 Apr 2022 1,232,281 $1.2M 0.05% ABS-MBS
602 CITIBANK N.A. N/A Apr 2022 11,101,100 $1.2M 0.05% DIR
603 JP MORGANCHASE BANK N/A Apr 2022 200,000,000 $1.2M 0.05% DIR
604 GINNIE MAE I POOL 3617LCDT2 Apr 2022 1,231,948 $1.2M 0.05% ABS-MBS
605 GNMA 38375UHX1 Apr 2022 26,417,035 $1.2M 0.05% ABS-MBS
606 LCH Limited N/A Apr 2022 62,453,000 $1.2M 0.05% DIR
607 BELLEMEADE RE 2020-2 LTD 078782AC3 Apr 2022 1,227,320 $1.2M 0.05% ABS-CBDO
608 EAGLE RE 2018-1 LTD 269826AB9 Apr 2022 1,210,000 $1.2M 0.05% ABS-CBDO
609 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 46639YAC1 Apr 2022 2,038,000 $1.2M 0.05% ABS-MBS
610 ELMWOOD CLO XII LTD 29002YAC6 Apr 2022 1,201,000 $1.2M 0.05% ABS-MBS
611 BANK OF AMERICA N.A. N/A Apr 2022 24,756,000 $1.2M 0.05% DIR
612 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 4,889,105 $1.2M 0.05% DCR
613 LCH Limited N/A Apr 2022 39,603,000 $1.2M 0.05% DIR
614 CHENIERE ENERGY PARTNERS LP 16411QAL5 Apr 2022 1,388,000 $1.2M 0.05% DBT
615 LCH Limited N/A Apr 2022 39,584,000 $1.2M 0.05% DIR
616 GNMA 38375AP24 Apr 2022 7,861,094 $1.2M 0.05% ABS-MBS
617 ORACLE CORP 68389XCA1 Apr 2022 1,520,000 $1.2M 0.05% DBT
618 GINNIE MAE I POOL 3617BGTB6 Apr 2022 1,159,854 $1.1M 0.05% ABS-MBS
619 WEYERHAEUSER CO 962166CA0 Apr 2022 1,270,000 $1.1M 0.05% DBT
620 GNMA 38381TSF3 Apr 2022 11,748,693 $1.1M 0.05% ABS-MBS
621 GINNIE MAE I POOL 3617B3QP7 Apr 2022 1,151,177 $1.1M 0.05% ABS-MBS
622 INTERNATIONAL FLAVORS AND FRAGRANCES INC 459506AQ4 Apr 2022 1,351,000 $1.1M 0.05% DBT
623 FANNIE MAE POOL 3140JMSD5 Apr 2022 1,078,272 $1.1M 0.05% ABS-MBS
624 UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 90349GAU9 Apr 2022 1,319,000 $1.1M 0.04% ABS-MBS
625 LCH Limited N/A Apr 2022 57,506,000 $1.1M 0.04% DIR
626 TOWD POINT MORTGAGE TRUST 2015-6 89172RAC9 Apr 2022 1,102,000 $1.1M 0.04% ABS-MBS
627 GNMA 38382J3G9 Apr 2022 6,551,252 $1.1M 0.04% ABS-MBS
628 GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1 36260AAG1 Apr 2022 1,125,000 $1.1M 0.04% ABS-CBDO
629 BANK OF AMERICA N.A. N/A Apr 2022 14,414,200 $1.1M 0.04% DIR
630 GLOBAL PAYMENTS INC 37940XAG7 Apr 2022 1,192,000 $1.1M 0.04% DBT
631 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 4,462,129 $1.1M 0.04% DCR
632 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 4,462,129 $1.1M 0.04% DCR
633 J.P. MORGAN SECURITIES N/A Apr 2022 7,949,000 $1.1M 0.04% DCR
634 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 3,666,000 $1.1M 0.04% DCR
635 GNMA 38376RAF3 Apr 2022 19,455,942 $1.1M 0.04% ABS-MBS
636 WELLS FARGO BANK NA N/A Apr 2022 46,012,800 $1.1M 0.04% DIR
637 FANNIE MAE POOL 3138WJTE8 Apr 2022 1,093,390 $1.1M 0.04% ABS-MBS
638 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16 94988XAX4 Apr 2022 60,392,142 $1.1M 0.04% ABS-MBS
639 FANNIE MAE POOL 01F060659 Apr 2022 1,000,000 $1.0M 0.04% ABS-MBS
640 FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0SE0 Apr 2022 1,000,000 $1.0M 0.04% ABS-CBDO
641 GNMA 38381A3Z7 Apr 2022 9,653,665 $1.0M 0.04% ABS-MBS
642 NRZ EXCESS SPREAD-COLLATERALIZED NOTES SERIES 2020-PLS1 433674AA6 Apr 2022 1,082,905 $1.0M 0.04% ABS-MBS
643 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST 92922F4R6 Apr 2022 1,061,184 $1.0M 0.04% ABS-CBDO
644 ERAC USA FINANCE LLC 26884TAE2 Apr 2022 976,000 $1.0M 0.04% DBT
645 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 4,299,785 $1.0M 0.04% DCR
646 GNMA 38375UWZ9 Apr 2022 24,391,587 $1.0M 0.04% ABS-MBS
647 GNMA 38377X4D1 Apr 2022 6,911,556 $1.0M 0.04% ABS-MBS
648 AMAZON.COM INC 023135BJ4 Apr 2022 1,061,000 $1.0M 0.04% DBT
649 FANNIE MAE POOL 3138Y7E99 Apr 2022 1,079,906 $1.0M 0.04% ABS-MBS
650 DEUTSCHE BANK AG N/A Apr 2022 68,424,300 $1.0M 0.04% DIR
651 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 46635TBA9 Apr 2022 1,395,000 $1.0M 0.04% ABS-MBS
652 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 18,108,500 $1.0M 0.04% DIR
653 GNMA 38381VKZ2 Apr 2022 8,391,351 $1.0M 0.04% ABS-MBS
654 JP MORGANCHASE BANK N/A Apr 2022 25,768,900 $1.0M 0.04% DIR
655 STATE OF CALIFORNIA 13063A5E0 Apr 2022 770,000 $1.0M 0.04% DBT
656 GNMA 38380LAB9 Apr 2022 14,430,286 $1.0M 0.04% ABS-MBS
657 GINNIE MAE I POOL 3617AMJ90 Apr 2022 1,012,846 $999K 0.04% ABS-MBS
658 MORGAN STANLEY CAPITAL I TRUST 2012-C4 61760VAF0 Apr 2022 1,406,000 $998K 0.04% ABS-MBS
659 VICI PROPERTIES LP / VICI NOTE CO INC 92564RAD7 Apr 2022 1,075,000 $991K 0.04% DBT
660 GNMA 38380LLJ0 Apr 2022 18,534,256 $990K 0.04% ABS-MBS
661 GNMA 38379Q6W0 Apr 2022 5,939,650 $989K 0.04% ABS-MBS
662 BNP PARIBAS SA 05565ASK0 Apr 2022 1,165,000 $981K 0.04% DBT
663 AMGEN INC 031162CF5 Apr 2022 1,020,000 $981K 0.04% DBT
664 FREDDIE MAC REMICS 3137FNQB9 Apr 2022 7,863,202 $977K 0.04% ABS-MBS
665 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 11,702,400 $967K 0.04% DIR
666 AMERICAN TRANSMISSION SYSTEMS INC 030288AC8 Apr 2022 1,110,000 $965K 0.04% DBT
667 GNMA 38376RBE5 Apr 2022 19,100,940 $965K 0.04% ABS-MBS
668 CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC19 17322AAJ1 Apr 2022 61,338,777 $963K 0.04% ABS-MBS
669 COMM 2013-CCRE11 MORTGAGE TRUST 12626LBN1 Apr 2022 949,000 $963K 0.04% ABS-MBS
670 GINNIE MAE I POOL 3617J16T7 Apr 2022 903,498 $960K 0.04% ABS-MBS
671 LCH Limited N/A Apr 2022 41,725,000 $958K 0.04% DIR
672 LCH Limited N/A Apr 2022 73,776,000 $955K 0.04% DIR
673 GINNIE MAE I POOL 36202FVH6 Apr 2022 892,838 $949K 0.04% ABS-MBS
674 OHIO STATE UNIVERSITY/THE 677632MV0 Apr 2022 845,000 $945K 0.04% DBT
675 DEUTSCHE BANK AG N/A Apr 2022 45,972,400 $941K 0.04% DIR
676 COMM 2014-LC15 MORTGAGE TRUST 12591TAF3 Apr 2022 60,541,911 $938K 0.04% ABS-MBS
677 GNMA 38380LYU1 Apr 2022 19,330,953 $933K 0.04% ABS-MBS
678 NORTH TEXAS TOLLWAY AUTHORITY 66285WFB7 Apr 2022 675,000 $931K 0.04% DBT
679 WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 92890NAG4 Apr 2022 3,645,000 $925K 0.04% ABS-MBS
680 TORONTO-DOMINION BANK/THE 891160MJ9 Apr 2022 945,000 $923K 0.04% DBT
681 STATE STREET B AND T CO N/A Apr 2022 1 $917K 0.04% DFE
682 GOLDMAN SACHS GROUP INC/THE 38141GXJ8 Apr 2022 930,000 $916K 0.04% DBT
683 JP MORGANCHASE BANK N/A Apr 2022 14,489,200 $905K 0.04% DIR
684 FANNIE MAE INTEREST STRIP 3136FLFT8 Apr 2022 4,703,578 $904K 0.04% ABS-MBS
685 FREDDIE MAC STACR TRUST 2019-FTR2 35564WAH6 Apr 2022 928,000 $902K 0.04% ABS-CBDO
686 JP MORGANCHASE BANK N/A Apr 2022 25,335,900 $901K 0.04% DIR
687 GNMA 38376RBQ8 Apr 2022 18,653,036 $897K 0.04% ABS-MBS
688 GINNIE MAE I POOL 3617AMJ66 Apr 2022 902,726 $895K 0.04% ABS-MBS
689 GNMA 38376RFF8 Apr 2022 17,735,322 $892K 0.04% ABS-MBS
690 FANNIE MAE POOL 3138Y7CV2 Apr 2022 900,409 $889K 0.04% ABS-MBS
691 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 3,611,932 $874K 0.04% DCR
692 GINNIE MAE I POOL 3617B3QM4 Apr 2022 884,942 $874K 0.04% ABS-MBS
693 LCH Limited N/A Apr 2022 5,893,000 $870K 0.04% DIR
694 CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 20754BAB7 Apr 2022 884,000 $869K 0.04% ABS-CBDO
695 AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC 024747AF4 Apr 2022 925,000 $863K 0.03% DBT
696 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,946,000 $861K 0.03% DCR
697 LCH Limited N/A Apr 2022 11,819,000 $861K 0.03% DIR
698 FANNIE MAE REMICS 3136B0XB7 Apr 2022 6,566,916 $855K 0.03% ABS-MBS
699 BANK OF AMERICA N.A. N/A Apr 2022 123,169,700 $855K 0.03% DIR
700 GNMA 38375UVZ0 Apr 2022 20,016,956 $854K 0.03% ABS-MBS
701 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 13,718,400 $851K 0.03% DIR
702 UNITED MEXICAN STATES 91087BAM2 Apr 2022 1,016,000 $851K 0.03% DBT
703 GNMA 38382LYL9 Apr 2022 5,613,559 $851K 0.03% ABS-MBS
704 GNMA 38381B7N8 Apr 2022 8,112,725 $850K 0.03% ABS-MBS
705 GINNIE MAE I POOL 3617G0RU6 Apr 2022 860,045 $849K 0.03% ABS-MBS
706 GNMA 38376REB8 Apr 2022 14,887,305 $841K 0.03% ABS-MBS
707 GNMA 38380LQD8 Apr 2022 16,381,147 $840K 0.03% ABS-MBS
708 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 161175BT0 Apr 2022 1,023,000 $838K 0.03% DBT
709 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 3,457,094 $837K 0.03% DCR
710 GNMA 38375UT59 Apr 2022 14,012,012 $837K 0.03% ABS-MBS
711 GNMA 38382AQY4 Apr 2022 4,458,257 $835K 0.03% ABS-MBS
712 GINNIE MAE I POOL 3617JLLB5 Apr 2022 780,984 $830K 0.03% ABS-MBS
713 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 13,718,400 $827K 0.03% DIR
714 CITIBANK N.A. N/A Apr 2022 126,213,700 $812K 0.03% DIR
715 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,600,000 $808K 0.03% DCR
716 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 13,718,400 $807K 0.03% DIR
717 FREDDIE MAC REMICS 3137ASB37 Apr 2022 6,780,934 $807K 0.03% ABS-MBS
718 BANK OF AMERICA N.A. N/A Apr 2022 36,109,900 $806K 0.03% DIR
719 GNMA 38376RPW0 Apr 2022 29,507,330 $806K 0.03% ABS-MBS
720 MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 61690YBV3 Apr 2022 23,695,948 $801K 0.03% ABS-MBS
721 REPUBLIC OF SENEGAL V7691DAZ9 Apr 2022 810,000 $800K 0.03% DBT
722 FREDDIE MAC STACR REMIC TRUST 2020-HQA3 35565MAH7 Apr 2022 798,806 $800K 0.03% ABS-CBDO
723 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 3,300,380 $799K 0.03% DCR
724 FREDDIE MAC REMICS 3137BMNM4 Apr 2022 4,575,251 $797K 0.03% ABS-MBS
725 FANNIE MAE POOL 3138WJZG6 Apr 2022 808,051 $794K 0.03% ABS-MBS
726 FREDDIE MAC REMICS 3137FJGY9 Apr 2022 10,750,797 $793K 0.03% ABS-MBS
727 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 13,718,400 $789K 0.03% DIR
728 GNMA 38376RJD9 Apr 2022 15,847,926 $789K 0.03% ABS-MBS
729 FANNIE MAE REMICS 3136A9X60 Apr 2022 4,508,764 $788K 0.03% ABS-MBS
730 GINNIE MAE I POOL 3617B3QN2 Apr 2022 794,041 $783K 0.03% ABS-MBS
731 VISTA POINT SECURITIZATION TRUST 2020-1 92838WAB0 Apr 2022 790,000 $782K 0.03% ABS-CBDO
732 WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 92890NAE9 Apr 2022 1,105,000 $779K 0.03% ABS-MBS
733 GINNIE MAE I POOL 36196UJY8 Apr 2022 763,384 $777K 0.03% ABS-MBS
734 LCH Limited N/A Apr 2022 41,264,500 $777K 0.03% DIR
735 BOARDWALK PIPELINES LP 096630AJ7 Apr 2022 878,000 $776K 0.03% DBT
736 GNMA 38376RDF0 Apr 2022 13,307,941 $776K 0.03% ABS-MBS
737 REPUBLIC OF INDONESIA Y20721BN8 Apr 2022 750,000 $773K 0.03% DBT
738 REPUBLIC OF COTE D'IVOIRE V73789AD7 Apr 2022 780,000 $773K 0.03% DBT
739 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C26 61690VBA5 Apr 2022 33,269,908 $769K 0.03% ABS-MBS
740 LCH Limited N/A Apr 2022 34,930,000 $765K 0.03% DIR
741 GINNIE MAE I POOL 36198NS55 Apr 2022 750,503 $760K 0.03% ABS-MBS
742 COMM 2014-UBS6 MORTGAGE TRUST 12592PBG7 Apr 2022 44,088,616 $760K 0.03% ABS-MBS
743 GNMA 38375U6A3 Apr 2022 10,852,675 $760K 0.03% ABS-MBS
744 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 3,127,713 $757K 0.03% DCR
745 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 3,127,713 $757K 0.03% DCR
746 GINNIE MAE I POOL 3617G0RS1 Apr 2022 760,574 $751K 0.03% ABS-MBS
747 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 3,098,623 $750K 0.03% DCR
748 LCH Limited N/A Apr 2022 105,982,000 $749K 0.03% DIR
749 GNMA 38376R7A8 Apr 2022 9,456,878 $746K 0.03% ABS-MBS
750 LLOYDS BANKING GROUP PLC 539439AG4 Apr 2022 730,000 $745K 0.03% DBT
751 PERTAMINA PERSERO PT 69370RAL1 Apr 2022 890,000 $743K 0.03% DBT
752 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 3,036,688 $735K 0.03% DCR
753 NEWS CORP 65249BAB5 Apr 2022 767,000 $732K 0.03% DBT
754 FREDDIE MAC REMICS 3137H4FS4 Apr 2022 3,767,095 $732K 0.03% ABS-MBS
755 FANNIE MAE POOL 3140JMRA2 Apr 2022 699,516 $731K 0.03% ABS-MBS
756 GINNIE MAE I POOL 3617LNR89 Apr 2022 736,368 $723K 0.03% ABS-MBS
757 FANNIE MAE POOL 3138Y7CX8 Apr 2022 683,967 $717K 0.03% ABS-MBS
758 PETROLEOS MEXICANOS 71643VAB1 Apr 2022 826,000 $712K 0.03% DBT
759 FREDDIE MAC REMICS 3137H4BA7 Apr 2022 3,942,537 $709K 0.03% ABS-MBS
760 FREDDIE MAC STACR TRUST 2019-DNA2 35564LBD8 Apr 2022 700,000 $707K 0.03% ABS-CBDO
761 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 2,033,123 $707K 0.03% DCR
762 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 2,033,123 $707K 0.03% DCR
763 CITIBANK N.A. N/A Apr 2022 7,042,000 $705K 0.03% DIR
764 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 7,767,760 $705K 0.03% DCR
765 GINNIE MAE I POOL 36179TZ73 Apr 2022 670,045 $696K 0.03% ABS-MBS
766 CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2004-3 16678RBV8 Apr 2022 730,225 $693K 0.03% ABS-CBDO
767 GS MORTGAGE SECURITIES TRUST 2014-GC22 36253BAW3 Apr 2022 51,675,808 $693K 0.03% ABS-MBS
768 LCH Limited N/A Apr 2022 7,804,700 $691K 0.03% DIR
769 FORD MOTOR CO 345370DA5 Apr 2022 843,000 $685K 0.03% DBT
770 FANNIE MAE REMICS 3136BKDM1 Apr 2022 4,209,494 $677K 0.03% ABS-MBS
771 GINNIE MAE I POOL 3617GCYW8 Apr 2022 660,964 $668K 0.03% ABS-MBS
772 UNITED STATES OF AMERICA 91282CCM1 Apr 2022 616,581 $664K 0.03% DBT
773 COMM 2013-LC13 MORTGAGE TRUST 12626GAT0 Apr 2022 720,000 $664K 0.03% ABS-MBS
774 UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C3 90349DAS1 Apr 2022 660,000 $662K 0.03% ABS-MBS
775 GNMA 38376R2S4 Apr 2022 13,428,610 $660K 0.03% ABS-MBS
776 CREDIT AGRICOLE S.A. 225313AD7 Apr 2022 640,000 $656K 0.03% DBT
777 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 46635TBG6 Apr 2022 4,436,000 $655K 0.03% ABS-MBS
778 JP MORGANCHASE BANK N/A Apr 2022 62,686,100 $653K 0.03% DIR
779 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XNW0 Apr 2022 648,000 $644K 0.03% ABS-CBDO
780 GNMA 38376RJW7 Apr 2022 13,771,555 $642K 0.03% ABS-MBS
781 GINNIE MAE I POOL 3617LNR97 Apr 2022 650,933 $639K 0.03% ABS-MBS
782 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,528,000 $637K 0.03% DCR
783 CITIBANK N.A. N/A Apr 2022 22,986,200 $635K 0.03% DIR
784 COMM 2015-CCRE23 MORTGAGE TRUST 12593ABB0 Apr 2022 30,543,289 $623K 0.03% ABS-MBS
785 FANNIE MAE POOL 3138APEH7 Apr 2022 623,963 $620K 0.03% ABS-MBS
786 GNMA 38380XYB7 Apr 2022 5,489,042 $620K 0.03% ABS-MBS
787 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,993,000 $619K 0.03% DCR
788 J.P. MORGAN SECURITIES N/A Apr 2022 1,778,016 $618K 0.02% DCR
789 GNMA 38376CM30 Apr 2022 4,318,578 $618K 0.02% ABS-MBS
790 GNMA 38376RJH0 Apr 2022 15,428,852 $617K 0.02% ABS-MBS
791 WFRBS COMMERCIAL MORTGAGE TRUST 2014-C23 92939HBE4 Apr 2022 56,266,183 $616K 0.02% ABS-MBS
792 UBS AG N/A Apr 2022 33,323,900 $611K 0.02% DIR
793 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-LC9 46639EAN1 Apr 2022 621,000 $605K 0.02% ABS-MBS
794 CARLYLE C17 CLO LTD 14307PAC9 Apr 2022 605,000 $602K 0.02% ABS-CBDO
795 GNMA 38376RG26 Apr 2022 10,588,104 $601K 0.02% ABS-MBS
796 LCH Limited N/A Apr 2022 56,820,000 $596K 0.02% DIR
797 LCH Limited N/A Apr 2022 32,977,000 $595K 0.02% DIR
798 GNMA 38378U8K6 Apr 2022 19,927,697 $595K 0.02% ABS-MBS
799 GNMA 38381WUN6 Apr 2022 6,113,327 $594K 0.02% ABS-MBS
800 GINNIE MAE I POOL 3617BCD48 Apr 2022 599,938 $592K 0.02% ABS-MBS
801 FREDDIE MAC REMICS N/A Apr 2022 3,177,013 $590K 0.02% ABS-MBS
802 GNMA 38375AXQ2 Apr 2022 2,908,016 $588K 0.02% ABS-MBS
803 FANNIE MAE POOL 3138XJZ75 Apr 2022 587,161 $580K 0.02% ABS-MBS
804 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C12 61762XAV9 Apr 2022 101,980,505 $579K 0.02% ABS-MBS
805 GNMA 38376RKS4 Apr 2022 14,122,978 $579K 0.02% ABS-MBS
806 HOME RE 2018-1 LTD 43730MAA6 Apr 2022 584,176 $579K 0.02% ABS-CBDO
807 GINNIE MAE I POOL 3617JFF74 Apr 2022 549,654 $575K 0.02% ABS-MBS
808 FORD MOTOR CO 345370BY5 Apr 2022 550,000 $570K 0.02% DBT
809 CITIBANK N.A. N/A Apr 2022 18,485,500 $570K 0.02% DIR
810 UNITED MEXICAN STATES 91086QBE7 Apr 2022 581,000 $567K 0.02% DBT
811 LCH Limited N/A Apr 2022 19,619,000 $561K 0.02% DIR
812 DEUTSCHE BANK AG N/A Apr 2022 10,500,000 $561K 0.02% DIR
813 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 2,315,052 $560K 0.02% DCR
814 GNMA 38382AAJ4 Apr 2022 3,132,415 $560K 0.02% ABS-MBS
815 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 2,311,298 $560K 0.02% DCR
816 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 4,414,000 $557K 0.02% DCR
817 WELLS FARGO BANK NA N/A Apr 2022 14,388,800 $553K 0.02% DIR
818 BANK OF AMERICA N.A. N/A Apr 2022 73,993,400 $551K 0.02% DIR
819 LCH Limited N/A Apr 2022 15,394,000 $551K 0.02% DIR
820 GINNIE MAE I POOL 36291QQ49 Apr 2022 528,622 $550K 0.02% ABS-MBS
821 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XSX3 Apr 2022 534,834 $547K 0.02% ABS-CBDO
822 GINNIE MAE I POOL 3617GPMK8 Apr 2022 527,750 $546K 0.02% ABS-MBS
823 GNMA 38375BFR8 Apr 2022 14,604,757 $546K 0.02% ABS-MBS
824 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 3,987,000 $539K 0.02% DCR
825 GNMA 38379JHX2 Apr 2022 3,332,965 $536K 0.02% ABS-MBS
826 GINNIE MAE I POOL 3617ALRA0 Apr 2022 524,792 $533K 0.02% ABS-MBS
827 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 4,321,000 $532K 0.02% DCR
828 GNMA 38376R5G7 Apr 2022 15,913,340 $530K 0.02% ABS-MBS
829 FANNIE MAE POOL 3138X0YX0 Apr 2022 529,317 $526K 0.02% ABS-MBS
830 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 61762MBG5 Apr 2022 2,331,000 $524K 0.02% ABS-MBS
831 FANNIE MAE POOL 3140JKAB2 Apr 2022 510,610 $524K 0.02% ABS-MBS
832 GNMA 38378F5A4 Apr 2022 4,386,783 $523K 0.02% ABS-MBS
833 JP MORGANCHASE BANK N/A Apr 2022 9,501,000 $521K 0.02% DIR
834 FANNIE MAE POOL 3138EKBW4 Apr 2022 491,667 $521K 0.02% ABS-MBS
835 GINNIE MAE I POOL 3617B3QL6 Apr 2022 525,248 $521K 0.02% ABS-MBS
836 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,149,892 $520K 0.02% DCR
837 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,149,892 $520K 0.02% DCR
838 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 4,115,000 $519K 0.02% DCR
839 BANK OF AMERICA N.A. N/A Apr 2022 260,109,800 $518K 0.02% DIR
840 GNMA 38375UB25 Apr 2022 12,475,862 $509K 0.02% ABS-MBS
841 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5 61761AAJ7 Apr 2022 508,000 $507K 0.02% ABS-MBS
842 TORONTO-DOMINION BANK/THE N/A Apr 2022 12,974,800 $504K 0.02% DIR
843 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XEN0 Apr 2022 483,000 $501K 0.02% ABS-CBDO
844 FREDDIE MAC REMICS 3137AYQL8 Apr 2022 3,270,828 $497K 0.02% ABS-MBS
845 COMM 2012-LC4 MORTGAGE TRUST 126192AL7 Apr 2022 1,918,000 $495K 0.02% ABS-MBS
846 FANNIE MAE REMICS 3136AVVJ5 Apr 2022 2,793,510 $493K 0.02% ABS-MBS
847 DISCOVER BANK 25466AAN1 Apr 2022 490,000 $493K 0.02% DBT
848 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C4 46636DAU0 Apr 2022 489,519 $493K 0.02% ABS-MBS
849 GENERAL MOTORS CO 37045VAH3 Apr 2022 520,000 $492K 0.02% DBT
850 COMMERCIAL METALS CO 201723AQ6 Apr 2022 540,000 $491K 0.02% DBT
851 COMM 2014-UBS6 MORTGAGE TRUST 12592PBL6 Apr 2022 504,000 $491K 0.02% ABS-MBS
852 GINNIE MAE I POOL 3617G0RR3 Apr 2022 492,331 $488K 0.02% ABS-MBS
853 FREDDIE MAC REMICS 31397PUB4 Apr 2022 312,701 $488K 0.02% ABS-MBS
854 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 3,602,000 $487K 0.02% DCR
855 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR17 TRUST 92922F7T9 Apr 2022 509,733 $487K 0.02% ABS-CBDO
856 FREEPORT-MCMORAN INC 35671DCD5 Apr 2022 485,000 $486K 0.02% DBT
857 LEVI STRAUSS AND CO 52736RBJ0 Apr 2022 560,000 $484K 0.02% DBT
858 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 3,841,000 $484K 0.02% DCR
859 GINNIE MAE I POOL 3617BWQK4 Apr 2022 490,666 $484K 0.02% ABS-MBS
860 REPUBLIC OF CHILE 168863DY1 Apr 2022 530,000 $482K 0.02% DBT
861 TORONTO-DOMINION BANK/THE 89114QCH9 Apr 2022 520,000 $482K 0.02% DBT
862 GINNIE MAE I POOL 3617G0RT9 Apr 2022 487,666 $481K 0.02% ABS-MBS
863 FANNIE MAE POOL 3140FXC59 Apr 2022 486,961 $476K 0.02% ABS-MBS
864 BANK OF NOVA SCOTIA/THE 064159VL7 Apr 2022 510,000 $473K 0.02% DBT
865 FANNIE MAE REMICS 3136AWFD4 Apr 2022 3,972,094 $472K 0.02% ABS-MBS
866 CITIBANK N.A. N/A Apr 2022 51,795,400 $470K 0.02% DIR
867 GENERAL MOTORS FINANCIAL CO INC 37045XCX2 Apr 2022 490,000 $470K 0.02% DBT
868 ROYAL BANK OF CANADA 780082AD5 Apr 2022 460,000 $469K 0.02% DBT
869 BIOGEN INC 09062XAH6 Apr 2022 560,000 $468K 0.02% DBT
870 BERRY GLOBAL INC 085770AA3 Apr 2022 470,000 $467K 0.02% DBT
871 GNMA 38378GHD3 Apr 2022 2,424,591 $467K 0.02% ABS-MBS
872 VMWARE INC 928563AJ4 Apr 2022 520,000 $466K 0.02% DBT
873 GS MORTGAGE SECURITIES TRUST 2014-GC18 36252RAT6 Apr 2022 32,955,614 $464K 0.02% ABS-MBS
874 ATHENE GLOBAL FUNDING 04685A3D1 Apr 2022 519,000 $461K 0.02% DBT
875 CITIBANK N.A. N/A Apr 2022 15,357,200 $461K 0.02% DIR
876 COMM 2014-UBS4 MORTGAGE TRUST 12591QAS1 Apr 2022 25,033,045 $459K 0.02% ABS-MBS
877 DEVON ENERGY CORP 25179MBC6 Apr 2022 445,000 $459K 0.02% DBT
878 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 3,285,000 $458K 0.02% DCR
879 GINNIE MAE I POOL 3617AQDL0 Apr 2022 455,952 $458K 0.02% ABS-MBS
880 SITE CENTERS CORP 23317HAF9 Apr 2022 455,000 $457K 0.02% DBT
881 LCH Limited N/A Apr 2022 8,580,000 $456K 0.02% DIR
882 GNMA 38376R2Q8 Apr 2022 9,340,016 $454K 0.02% ABS-MBS
883 TAPESTRY INC 876030AA5 Apr 2022 530,000 $451K 0.02% DBT
884 OCCIDENTAL PETROLEUM CORP 674599DF9 Apr 2022 415,000 $450K 0.02% DBT
885 FANNIE MAE POOL 3138Y7C34 Apr 2022 455,837 $450K 0.02% ABS-MBS
886 FANNIE MAE POOL 3138Y7CJ9 Apr 2022 455,107 $449K 0.02% ABS-MBS
887 CVS HEALTH CORP 126650CX6 Apr 2022 445,000 $447K 0.02% DBT
888 GNMA 38376RQP4 Apr 2022 17,975,653 $444K 0.02% ABS-MBS
889 COX COMMUNICATIONS INC 224044CN5 Apr 2022 520,000 $443K 0.02% DBT
890 COMCAST CORP 20030NBW0 Apr 2022 470,000 $441K 0.02% DBT
891 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,268,769 $441K 0.02% DCR
892 ABBVIE INC 00287YCX5 Apr 2022 440,000 $440K 0.02% DBT
893 TOPBUILD CORP 89055FAB9 Apr 2022 505,000 $440K 0.02% DBT
894 ENERGY TRANSFER LP 29278NAF0 Apr 2022 435,000 $439K 0.02% DBT
895 CAPITAL ONE FINANCIAL CORP 14040HBJ3 Apr 2022 440,000 $439K 0.02% DBT
896 TECK RESOURCES LTD 878742AS4 Apr 2022 410,000 $437K 0.02% DBT
897 J.P. MORGAN SECURITIES N/A Apr 2022 3,210,000 $434K 0.02% DCR
898 GRAPHIC PACKAGING INTERNATIONAL LLC 38869AAC1 Apr 2022 490,000 $432K 0.02% DBT
899 GNMA 38379B6E3 Apr 2022 2,234,025 $432K 0.02% ABS-MBS
900 DEUTSCHE BANK AG/NEW YORK NY 251526BN8 Apr 2022 470,000 $431K 0.02% DBT
901 HYATT HOTELS CORP 448579AJ1 Apr 2022 410,000 $430K 0.02% DBT
902 GLP CAPITAL LP / GLP FINANCING II INC 361841AQ2 Apr 2022 475,000 $430K 0.02% DBT
903 FREDDIE MAC GOLD POOL 3131XQKR6 Apr 2022 411,615 $429K 0.02% ABS-MBS
904 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 46643PBG4 Apr 2022 25,113,124 $429K 0.02% ABS-MBS
905 ONEOK INC 682680BE2 Apr 2022 390,000 $426K 0.02% DBT
906 NETFLIX INC 64110LAS5 Apr 2022 435,000 $426K 0.02% DBT
907 BROADCOM INC 11135FBA8 Apr 2022 425,000 $424K 0.02% DBT
908 ORACLE CORP 68389XCE3 Apr 2022 500,000 $424K 0.02% DBT
909 HUMANA INC 444859BR2 Apr 2022 515,000 $424K 0.02% DBT
910 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XGQ1 Apr 2022 390,000 $423K 0.02% ABS-CBDO
911 GINNIE MAE I POOL 3617MNPS6 Apr 2022 419,782 $423K 0.02% ABS-MBS
912 INTERNATIONAL PAPER CO 460146CM3 Apr 2022 405,000 $423K 0.02% DBT
913 ENTERPRISE PRODUCTS OPERATING LLC 29379VBV4 Apr 2022 455,000 $422K 0.02% DBT
914 CVS HEALTH CORP 126650CL2 Apr 2022 420,000 $422K 0.02% DBT
915 AT AND T INC 00206RDJ8 Apr 2022 450,000 $422K 0.02% DBT
916 FORD MOTOR CREDIT CO LLC 345397B69 Apr 2022 507,000 $421K 0.02% DBT
917 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,740,746 $421K 0.02% DCR
918 FANNIE MAE POOL 31410KJD7 Apr 2022 384,320 $421K 0.02% ABS-MBS
919 MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 55342UAM6 Apr 2022 495,000 $420K 0.02% DBT
920 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 3,408,000 $420K 0.02% DCR
921 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,639,000 $419K 0.02% DCR
922 FREDDIE MAC REMICS 3137B0NQ3 Apr 2022 5,838,470 $419K 0.02% ABS-MBS
923 TJX COS INC/THE 872540AT6 Apr 2022 425,000 $419K 0.02% DBT
924 GINNIE MAE I POOL 3617BG3X6 Apr 2022 421,614 $418K 0.02% ABS-MBS
925 DOMINICAN REPUBLIC 25714PEN4 Apr 2022 460,000 $417K 0.02% DBT
926 GINNIE MAE I POOL 3617JLLA7 Apr 2022 391,944 $417K 0.02% ABS-MBS
927 UNIVERSAL HEALTH SERVICES INC 913903AV2 Apr 2022 495,000 $416K 0.02% DBT
928 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,715,409 $415K 0.02% DCR
929 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 3,167,000 $415K 0.02% DCR
930 ATHENE GLOBAL FUNDING 04685A2R1 Apr 2022 495,000 $415K 0.02% DBT
931 LOWE'S COS INC 548661DY0 Apr 2022 505,000 $414K 0.02% DBT
932 DOLLAR GENERAL CORP 256677AG0 Apr 2022 440,000 $413K 0.02% DBT
933 CONTINENTAL RESOURCES INC/OK 212015AV3 Apr 2022 500,000 $413K 0.02% DBT
934 FANNIE MAE POOL 3138WHFD9 Apr 2022 425,132 $410K 0.02% ABS-MBS
935 AUTONATION INC 05329WAQ5 Apr 2022 415,000 $409K 0.02% DBT
936 DEUTSCHE BANK AG/NEW YORK NY 251526CE7 Apr 2022 450,000 $409K 0.02% DBT
937 LCH Limited N/A Apr 2022 10,573,700 $407K 0.02% DIR
938 AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 00774MAY1 Apr 2022 495,000 $406K 0.02% DBT
939 GINNIE MAE I POOL 3617GQYF4 Apr 2022 400,335 $405K 0.02% ABS-MBS
940 BRISTOL-MYERS SQUIBB CO 110122DN5 Apr 2022 440,000 $401K 0.02% DBT
941 REPUBLIC OF TURKEY 900123CV0 Apr 2022 410,000 $401K 0.02% DBT
942 GNMA 38378GPU6 Apr 2022 2,511,931 $401K 0.02% ABS-MBS
943 GS MORTGAGE SECURITIES CORP II 36192CAG0 Apr 2022 57,535,002 $401K 0.02% ABS-MBS
944 UNITEDHEALTH GROUP INC 91324PEB4 Apr 2022 420,000 $400K 0.02% DBT
945 S AND P GLOBAL INC 78409VBA1 Apr 2022 425,000 $400K 0.02% DBT
946 ROGERS COMMUNICATIONS INC 775109AX9 Apr 2022 440,000 $400K 0.02% DBT
947 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 4,400,000 $399K 0.02% DCR
948 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 4,400,000 $399K 0.02% DCR
949 WALT DISNEY CO/THE 254687EH5 Apr 2022 325,000 $399K 0.02% DBT
950 LYB INTERNATIONAL FINANCE BV 50247VAB5 Apr 2022 395,000 $398K 0.02% DBT
951 FAIRFAX US INC 304071AA1 Apr 2022 392,000 $398K 0.02% DBT
952 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 3,148,000 $397K 0.02% DCR
953 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,142,182 $397K 0.02% DCR
954 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 2,186,000 $397K 0.02% DCR
955 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 4,315,520 $391K 0.02% DCR
956 BANK OF MONTREAL 06367WB85 Apr 2022 410,000 $389K 0.02% DBT
957 FANNIE MAE POOL 3138YND46 Apr 2022 373,520 $388K 0.02% ABS-MBS
958 UBS AG N/A Apr 2022 12,877,200 $387K 0.02% DIR
959 WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 92890KBD6 Apr 2022 29,935,164 $386K 0.02% ABS-MBS
960 COMM 2014-CCRE17 MORTGAGE TRUST 12631DBC6 Apr 2022 25,373,542 $385K 0.02% ABS-MBS
961 GINNIE MAE I POOL 36291FR67 Apr 2022 368,644 $383K 0.02% ABS-MBS
962 WESTPAC BANKING CORP 961214DK6 Apr 2022 390,000 $383K 0.02% DBT
963 BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 05492JAA0 Apr 2022 499,000 $382K 0.02% ABS-MBS
964 GNMA 38378YP78 Apr 2022 2,269,063 $382K 0.02% ABS-MBS
965 T-MOBILE USA INC 87264ABL8 Apr 2022 500,000 $382K 0.02% DBT
966 GNMA 38376RK62 Apr 2022 7,389,785 $382K 0.02% ABS-MBS
967 VULCAN MATERIALS CO 929160AY5 Apr 2022 385,000 $379K 0.02% DBT
968 FANNIE MAE POOL 31418CG32 Apr 2022 384,850 $378K 0.02% ABS-MBS
969 OCCIDENTAL PETROLEUM CORP 674599DJ1 Apr 2022 365,000 $378K 0.02% DBT
970 FANNIE MAE REMICS 3136B3WG1 Apr 2022 4,193,988 $377K 0.02% ABS-MBS
971 GINNIE MAE I POOL 3617BPYW4 Apr 2022 381,712 $377K 0.02% ABS-MBS
972 REPUBLIC OF COLOMBIA 195325DL6 Apr 2022 410,000 $376K 0.02% DBT
973 GNMA 38375CGV6 Apr 2022 3,622,040 $375K 0.02% ABS-MBS
974 INTERNATIONAL FLAVORS AND FRAGRANCES INC 459506AL5 Apr 2022 380,000 $373K 0.02% DBT
975 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 161175BZ6 Apr 2022 510,000 $373K 0.02% DBT
976 GNMA 38375CMY3 Apr 2022 2,152,673 $372K 0.02% ABS-MBS
977 NATWEST GROUP PLC 780097AZ4 Apr 2022 360,000 $371K 0.01% DBT
978 GINNIE MAE I POOL 36195XL46 Apr 2022 364,280 $369K 0.01% ABS-MBS
979 MITSUBISHI UFJ FINANCIAL GROUP INC 606822AD6 Apr 2022 370,000 $367K 0.01% DBT
980 L3HARRIS TECHNOLOGIES INC 502431AM1 Apr 2022 367,000 $367K 0.01% DBT
981 FANNIE MAE POOL 3138Y9DA3 Apr 2022 351,955 $366K 0.01% ABS-MBS
982 UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 90270RAG9 Apr 2022 368,000 $366K 0.01% ABS-MBS
983 CITIBANK N.A. N/A Apr 2022 11,101,100 $364K 0.01% DIR
984 WFRBS COMMERCIAL MORTGAGE TRUST 2013-C14 92890PAL8 Apr 2022 74,389,745 $364K 0.01% ABS-MBS
985 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,245,000 $364K 0.01% DCR
986 FREDDIE MAC REMICS 3137AXVR1 Apr 2022 4,679,213 $363K 0.01% ABS-MBS
987 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR2 TRUST 92922FD39 Apr 2022 371,692 $363K 0.01% ABS-CBDO
988 J.P. MORGAN SECURITIES N/A Apr 2022 876,760 $362K 0.01% DCR
989 FREDDIE MAC GOLD POOL 31329MUR9 Apr 2022 390,106 $362K 0.01% ABS-MBS
990 PACIFIC GAS AND ELECTRIC CO 694308JE8 Apr 2022 360,000 $360K 0.01% DBT
991 ROMANIA X7360WBP6 Apr 2022 420,000 $358K 0.01% DBT
992 GINNIE MAE I POOL 36180MYG6 Apr 2022 375,895 $358K 0.01% ABS-MBS
993 J.P. MORGAN SECURITIES N/A Apr 2022 2,804,000 $354K 0.01% DCR
994 DOMINICAN REPUBLIC P3579ECH8 Apr 2022 420,000 $353K 0.01% DBT
995 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,016,561 $353K 0.01% DCR
996 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,458,286 $353K 0.01% DCR
997 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C16 46641BAF0 Apr 2022 35,949,076 $352K 0.01% ABS-MBS
998 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 3,855,280 $350K 0.01% DCR
999 FREDDIE MAC REMICS 3137ABA84 Apr 2022 377,843 $349K 0.01% ABS-MBS
1000 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 3,824,480 $347K 0.01% DCR
1001 COMM 2014-CCRE19 MORTGAGE TRUST 12592GBE2 Apr 2022 20,184,664 $347K 0.01% ABS-MBS
1002 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 996,269 $346K 0.01% DCR
1003 LCH Limited N/A Apr 2022 44,070,000 $346K 0.01% DIR
1004 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,634,000 $345K 0.01% DCR
1005 AMERICAN EXPRESS CO 025816CV9 Apr 2022 345,000 $345K 0.01% DBT
1006 ORIENTAL REPUBLIC OF URUGUAY 760942BA9 Apr 2022 330,000 $344K 0.01% DBT
1007 CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 12527DAF7 Apr 2022 333,800 $341K 0.01% ABS-MBS
1008 MICROSOFT CORP 594918AT1 Apr 2022 340,000 $340K 0.01% DBT
1009 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,401,043 $339K 0.01% DCR
1010 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,587,000 $339K 0.01% DCR
1011 WELLS FARGO BANK NA N/A Apr 2022 110,314,200 $338K 0.01% DIR
1012 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,649,000 $334K 0.01% DCR
1013 GNMA 38376REE2 Apr 2022 14,862,279 $334K 0.01% ABS-MBS
1014 JP MORGANCHASE BANK N/A Apr 2022 4,643,600 $334K 0.01% DIR
1015 FANNIE MAE POOL 3138ELTQ6 Apr 2022 305,504 $334K 0.01% ABS-MBS
1016 FANNIE MAE POOL 3140EVH91 Apr 2022 346,616 $333K 0.01% ABS-MBS
1017 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 46639NAW1 Apr 2022 337,000 $333K 0.01% ABS-MBS
1018 CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC17 17321RAF3 Apr 2022 28,564,375 $333K 0.01% ABS-MBS
1019 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,134,000 $332K 0.01% DCR
1020 WALT DISNEY CO/THE 254687FN1 Apr 2022 330,000 $329K 0.01% DBT
1021 CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 1248EPBX0 Apr 2022 345,000 $329K 0.01% DBT
1022 AMERICAN TOWER CORP 03027XAX8 Apr 2022 350,000 $325K 0.01% DBT
1023 DOMINION ENERGY INC 25746UDD8 Apr 2022 340,000 $325K 0.01% DBT
1024 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 3,579,840 $325K 0.01% DCR
1025 CONNECTICUT AVENUE SECURITIES TRUST 2019-R03 20753MAF5 Apr 2022 323,339 $324K 0.01% ABS-CBDO
1026 LCH Limited N/A Apr 2022 9,862,000 $324K 0.01% DIR
1027 FANNIE MAE REMICS 3136AA5E1 Apr 2022 2,567,668 $323K 0.01% ABS-MBS
1028 FREDDIE MAC GOLD POOL 3131XYCD9 Apr 2022 328,856 $323K 0.01% ABS-MBS
1029 CD 2017-CD3 MORTGAGE TRUST 12515GAM9 Apr 2022 416,000 $323K 0.01% ABS-MBS
1030 ISTAR INC 45031UCJ8 Apr 2022 330,000 $321K 0.01% DBT
1031 COMM 2014-CCRE18 MORTGAGE TRUST 12632QAY9 Apr 2022 18,501,108 $320K 0.01% ABS-MBS
1032 BANK OF AMERICA N.A. N/A Apr 2022 174,593,900 $320K 0.01% DIR
1033 FANNIE MAE POOL 3140XBS76 Apr 2022 348,238 $319K 0.01% ABS-MBS
1034 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,315,648 $319K 0.01% DCR
1035 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,587,000 $318K 0.01% DCR
1036 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,500,000 $315K 0.01% DCR
1037 FREDDIE MAC GOLD POOL 3131XVET8 Apr 2022 318,424 $315K 0.01% ABS-MBS
1038 J.P. MORGAN SECURITIES N/A Apr 2022 2,854,000 $314K 0.01% DCR
1039 FANNIE MAE POOL 3140F7F79 Apr 2022 318,142 $313K 0.01% ABS-MBS
1040 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 2,169,000 $313K 0.01% DCR
1041 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 2,169,000 $313K 0.01% DCR
1042 GNMA 38379JVV0 Apr 2022 2,728,019 $310K 0.01% ABS-MBS
1043 GINNIE MAE I POOL 3617BPYV6 Apr 2022 314,111 $310K 0.01% ABS-MBS
1044 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 3,419,680 $310K 0.01% DCR
1045 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 3,419,680 $310K 0.01% DCR
1046 HCA INC 404119BT5 Apr 2022 300,000 $309K 0.01% DBT
1047 FANNIE MAE POOL 3138ETQP4 Apr 2022 306,671 $309K 0.01% ABS-MBS
1048 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 887,075 $308K 0.01% DCR
1049 UBS AG N/A Apr 2022 25,177,700 $308K 0.01% DIR
1050 DEUTSCHE BANK AG/NEW YORK NY 251526CP2 Apr 2022 345,000 $305K 0.01% DBT
1051 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,407,000 $304K 0.01% DCR
1052 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 161175BR4 Apr 2022 303,000 $301K 0.01% DBT
1053 FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0JJ9 Apr 2022 280,173 $301K 0.01% ABS-CBDO
1054 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,289,000 $300K 0.01% DCR
1055 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,288,000 $300K 0.01% DCR
1056 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,288,000 $300K 0.01% DCR
1057 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 1,235,883 $299K 0.01% DCR
1058 GNMA 38375USW1 Apr 2022 12,502,653 $299K 0.01% ABS-MBS
1059 FIFTH THIRD BANCORP 316773CY4 Apr 2022 310,000 $299K 0.01% DBT
1060 FREDDIE MAC REMICS 31396EU46 Apr 2022 234,607 $298K 0.01% ABS-MBS
1061 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,272,000 $298K 0.01% DCR
1062 AMERICAN INTERNATIONAL GROUP INC 026874DQ7 Apr 2022 310,000 $298K 0.01% DBT
1063 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,264,000 $297K 0.01% DCR
1064 COMM 2014-CCRE17 MORTGAGE TRUST 12631DBG7 Apr 2022 300,000 $297K 0.01% ABS-MBS
1065 AT AND T INC 00206RKG6 Apr 2022 340,000 $296K 0.01% DBT
1066 J.P. MORGAN SECURITIES N/A Apr 2022 3,241,920 $294K 0.01% DCR
1067 GNMA 38381XTX4 Apr 2022 2,702,447 $294K 0.01% ABS-MBS
1068 FANNIE MAE POOL 3140L1SD8 Apr 2022 319,426 $293K 0.01% ABS-MBS
1069 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,162,000 $292K 0.01% DCR
1070 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,161,000 $292K 0.01% DCR
1071 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 938,000 $291K 0.01% DCR
1072 GINNIE MAE I POOL 3617GPMJ1 Apr 2022 279,735 $289K 0.01% ABS-MBS
1073 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,185,000 $289K 0.01% DCR
1074 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,193,655 $289K 0.01% DCR
1075 ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 03522AAG5 Apr 2022 290,000 $288K 0.01% DBT
1076 FANNIE MAE POOL 3138XZBL4 Apr 2022 283,250 $288K 0.01% ABS-MBS
1077 FANNIE MAE POOL 3140KX2N5 Apr 2022 313,128 $287K 0.01% ABS-MBS
1078 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 46639YAS6 Apr 2022 35,508,933 $285K 0.01% ABS-MBS
1079 ELMWOOD CLO VIII LTD 29003EAC9 Apr 2022 290,000 $285K 0.01% ABS-MBS
1080 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,040,000 $285K 0.01% DCR
1081 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,040,000 $285K 0.01% DCR
1082 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,040,000 $285K 0.01% DCR
1083 FIVE CORNERS FUNDING TRUST 33829TAA4 Apr 2022 280,000 $283K 0.01% DBT
1084 FANNIE MAE POOL 3140K4B58 Apr 2022 280,933 $282K 0.01% ABS-MBS
1085 FANNIE MAE POOL 3138WJPQ5 Apr 2022 285,678 $281K 0.01% ABS-MBS
1086 GINNIE MAE I POOL 36295LW98 Apr 2022 291,071 $280K 0.01% ABS-MBS
1087 JP MORGANCHASE BANK N/A Apr 2022 30,174,400 $280K 0.01% DIR
1088 GNMA 38379DJU9 Apr 2022 4,586,068 $279K 0.01% ABS-MBS
1089 FREDDIE MAC REMICS 3137AX2K8 Apr 2022 2,237,348 $277K 0.01% ABS-MBS
1090 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,192,000 $276K 0.01% DCR
1091 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C10 46639JAG5 Apr 2022 59,933,630 $276K 0.01% ABS-MBS
1092 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,176,000 $274K 0.01% DCR
1093 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 3,008,720 $273K 0.01% DCR
1094 LCH Limited N/A Apr 2022 3,973,000 $273K 0.01% DIR
1095 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 3,003,440 $272K 0.01% DCR
1096 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 929,000 $272K 0.01% DCR
1097 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 926,000 $271K 0.01% DCR
1098 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,977,920 $270K 0.01% DCR
1099 FANNIE MAE REMICS 31395N7D3 Apr 2022 145,774 $270K 0.01% ABS-MBS
1100 ENTERPRISE PRODUCTS OPERATING LLC 29379VBL6 Apr 2022 270,000 $269K 0.01% DBT
1101 FANNIE MAE REMICS 31394UN99 Apr 2022 199,280 $269K 0.01% ABS-MBS
1102 CONNECTICUT AVENUE SECURITIES TRUST 2019-R01 20754FAK8 Apr 2022 267,799 $269K 0.01% ABS-CBDO
1103 FANNIE MAE POOL 3138XW2X5 Apr 2022 257,159 $268K 0.01% ABS-MBS
1104 J.P. MORGAN SECURITIES N/A Apr 2022 2,023,000 $265K 0.01% DCR
1105 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 853,000 $265K 0.01% DCR
1106 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,459,000 $265K 0.01% DCR
1107 MARSH AND MCLENNAN COS INC 571748BF8 Apr 2022 260,000 $263K 0.01% DBT
1108 DUKE ENERGY OHIO INC 26442EAD2 Apr 2022 260,000 $262K 0.01% DBT
1109 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 895,000 $262K 0.01% DCR
1110 INTERCONTINENTAL EXCHANGE INC 45866FAD6 Apr 2022 260,000 $261K 0.01% DBT
1111 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XVK7 Apr 2022 262,633 $261K 0.01% ABS-CBDO
1112 GLOBAL PAYMENTS INC 37940XAE2 Apr 2022 290,000 $260K 0.01% DBT
1113 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C21 61764XBP9 Apr 2022 300,000 $260K 0.01% ABS-MBS
1114 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,925,000 $260K 0.01% DCR
1115 GINNIE MAE I POOL 36196RRT7 Apr 2022 252,825 $259K 0.01% ABS-MBS
1116 FREDDIE MAC REMICS 3137AYEY3 Apr 2022 2,609,883 $258K 0.01% ABS-MBS
1117 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,035,000 $257K 0.01% DCR
1118 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,031,000 $256K 0.01% DCR
1119 LCH Limited N/A Apr 2022 5,766,000 $254K 0.01% DIR
1120 DISCOVERY COMMUNICATIONS LLC 25470DAL3 Apr 2022 250,000 $254K 0.01% DBT
1121 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 730,533 $254K 0.01% DCR
1122 REPUBLIC OF PANAMA 698299BR4 Apr 2022 290,000 $252K 0.01% DBT
1123 TRAINGLE RE 2021-1 LTD 89600FAB9 Apr 2022 252,427 $252K 0.01% ABS-CBDO
1124 COMM 2013-LC13 MORTGAGE TRUST 12626GAG8 Apr 2022 24,711,788 $251K 0.01% ABS-MBS
1125 ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC 29260FAE0 Apr 2022 249,000 $250K 0.01% DBT
1126 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,897,000 $249K 0.01% DCR
1127 BLUEMOUNTAIN CLO XXXII LTD 09631EAA5 Apr 2022 250,000 $246K 0.01% ABS-MBS
1128 GS MORTGAGE SECURITIES TRUST 2013-GCJ12 36197XAM6 Apr 2022 28,056,710 $246K 0.01% ABS-MBS
1129 MOODY'S CORP 615369AC9 Apr 2022 240,000 $246K 0.01% DBT
1130 GNMA 38379LWF9 Apr 2022 3,268,596 $246K 0.01% ABS-MBS
1131 NORTHROP GRUMMAN CORP 666807BM3 Apr 2022 250,000 $246K 0.01% DBT
1132 NASSAU 2020-I LTD 631715AW9 Apr 2022 250,000 $245K 0.01% ABS-MBS
1133 FANNIE MAE POOL 3140E5E67 Apr 2022 235,583 $245K 0.01% ABS-MBS
1134 EQUINIX INC 29444UBK1 Apr 2022 270,000 $245K 0.01% DBT
1135 REPUBLIC SERVICES INC 760759AY6 Apr 2022 270,000 $245K 0.01% DBT
1136 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 1,934,000 $244K 0.01% DCR
1137 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 589,720 $244K 0.01% DCR
1138 GNMA 38380YXY6 Apr 2022 3,741,916 $243K 0.01% ABS-MBS
1139 MICROCHIP TECHNOLOGY INC 595017AP9 Apr 2022 240,000 $243K 0.01% DBT
1140 FANNIE MAE REMICS 31397QLM8 Apr 2022 209,192 $242K 0.01% ABS-MBS
1141 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,524,000 $242K 0.01% DCR
1142 WRKCO INC 96145DAF2 Apr 2022 240,000 $241K 0.01% DBT
1143 GINNIE MAE I POOL 3617MUEF0 Apr 2022 227,913 $241K 0.01% ABS-MBS
1144 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,516,000 $241K 0.01% DCR
1145 GINNIE MAE I POOL 3617BG3Z1 Apr 2022 243,151 $240K 0.01% ABS-MBS
1146 GINNIE MAE I POOL 3617M1A50 Apr 2022 237,640 $240K 0.01% ABS-MBS
1147 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 052528AK2 Apr 2022 240,000 $239K 0.01% DBT
1148 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,817,000 $238K 0.01% DCR
1149 ANTERO RESOURCES CORP 03674XAN6 Apr 2022 220,000 $237K 0.01% DBT
1150 ANALOG DEVICES INC 032654AS4 Apr 2022 240,000 $237K 0.01% DBT
1151 SALESFORCE INC 79466LAG9 Apr 2022 250,000 $237K 0.01% DBT
1152 GINNIE MAE I POOL 3617A8D71 Apr 2022 233,744 $237K 0.01% ABS-MBS
1153 AMERICAN ELECTRIC POWER CO INC 025537AR2 Apr 2022 260,000 $237K 0.01% DBT
1154 BANK OF AMERICA N.A. N/A Apr 2022 30,792,400 $236K 0.01% DIR
1155 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,742,000 $235K 0.01% DCR
1156 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 61762TAN6 Apr 2022 3,329,000 $234K 0.01% ABS-MBS
1157 IHEARTCOMMUNICATIONS INC 45174HBE6 Apr 2022 250,000 $234K 0.01% DBT
1158 CONTINENTAL RESOURCES INC/OK 212015AU5 Apr 2022 255,000 $233K 0.01% DBT
1159 HESS MIDSTREAM OPERATIONS LP 428104AA1 Apr 2022 240,000 $232K 0.01% DBT
1160 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,714,000 $232K 0.01% DCR
1161 FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0NX3 Apr 2022 224,383 $231K 0.01% ABS-CBDO
1162 SIRIUS XM RADIO INC 82967NBJ6 Apr 2022 255,000 $230K 0.01% DBT
1163 FREDDIE MAC GOLD POOL 3133KGGK8 Apr 2022 229,425 $230K 0.01% ABS-MBS
1164 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,526,480 $229K 0.01% DCR
1165 GNMA 38379PXT9 Apr 2022 2,767,147 $229K 0.01% ABS-MBS
1166 LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP 505742AP1 Apr 2022 255,000 $229K 0.01% DBT
1167 GINNIE MAE I POOL 3617BG3Y4 Apr 2022 230,397 $228K 0.01% ABS-MBS
1168 OMNICOM GROUP INC / OMNICOM CAPITAL INC 68217FAA0 Apr 2022 230,000 $227K 0.01% DBT
1169 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 732,000 $227K 0.01% DCR
1170 FANNIE MAE POOL 3138Y4A90 Apr 2022 217,814 $227K 0.01% ABS-MBS
1171 BECTON DICKINSON AND CO 075887BW8 Apr 2022 230,000 $226K 0.01% DBT
1172 WFRBS COMMERCIAL MORTGAGE TRUST 2013-C12 92937FAH4 Apr 2022 227,000 $225K 0.01% ABS-MBS
1173 TRANSDIGM INC 89364MBR4 Apr 2022 228,830 $224K 0.01% DBT
1174 TAMKO BUILDING PRODUCTS LLC 87510EAB5 Apr 2022 228,827 $224K 0.01% DBT
1175 GINNIE MAE I POOL 3617JSVJ2 Apr 2022 226,601 $223K 0.01% ABS-MBS
1176 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 637,767 $222K 0.01% DCR
1177 FANNIE MAE REMICS 3136ABJP9 Apr 2022 2,740,652 $220K 0.01% ABS-MBS
1178 COMM 2014-LC17 MORTGAGE TRUST 12592MBL3 Apr 2022 16,408,347 $220K 0.01% ABS-MBS
1179 FANNIE MAE REMICS 3136A9PE2 Apr 2022 3,145,567 $220K 0.01% ABS-MBS
1180 GNMA 38378FMA5 Apr 2022 1,043,517 $219K 0.01% ABS-MBS
1181 ORACLE CORP 68389XBT1 Apr 2022 230,000 $219K 0.01% DBT
1182 WESTLAKE CORP 960413AX0 Apr 2022 230,000 $219K 0.01% DBT
1183 J.P. MORGAN SECURITIES N/A Apr 2022 1,989,000 $219K 0.01% DCR
1184 FANNIE MAE POOL 31418BM60 Apr 2022 215,489 $218K 0.01% ABS-MBS
1185 GINNIE MAE I POOL 3617LELG7 Apr 2022 221,592 $218K 0.01% ABS-MBS
1186 AIR PRODUCTS AND CHEMICALS INC 009158BB1 Apr 2022 230,000 $216K 0.01% DBT
1187 GINNIE MAE I POOL 3617L6V73 Apr 2022 219,594 $216K 0.01% ABS-MBS
1188 GINNIE MAE I POOL 3617LSDS9 Apr 2022 209,174 $215K 0.01% ABS-MBS
1189 GINNIE MAE I POOL 3617LE6Y5 Apr 2022 218,040 $215K 0.01% ABS-MBS
1190 SHERWIN-WILLIAMS CO/THE 824348AW6 Apr 2022 220,000 $213K 0.01% DBT
1191 FANNIE MAE POOL 31402QYY1 Apr 2022 200,084 $213K 0.01% ABS-MBS
1192 CELANESE US HOLDINGS LLC 15089QAK0 Apr 2022 240,000 $213K 0.01% DBT
1193 AUTONATION INC 05329WAM4 Apr 2022 210,000 $213K 0.01% DBT
1194 BERKSHIRE HATHAWAY ENERGY CO 084659AT8 Apr 2022 210,000 $213K 0.01% DBT
1195 GINNIE MAE I POOL 3617JNML8 Apr 2022 216,002 $212K 0.01% ABS-MBS
1196 FANNIE MAE POOL 31417BXC6 Apr 2022 212,310 $211K 0.01% ABS-MBS
1197 FANNIE MAE POOL 3138LWCH2 Apr 2022 211,779 $211K 0.01% ABS-MBS
1198 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,559,000 $211K 0.01% DCR
1199 FANNIE MAE POOL 3140KXMJ2 Apr 2022 229,399 $210K 0.01% ABS-MBS
1200 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 508,760 $210K 0.01% DCR
1201 GINNIE MAE I POOL 3617JLK83 Apr 2022 198,625 $209K 0.01% ABS-MBS
1202 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 602,013 $209K 0.01% DCR
1203 BNP PARIBAS SA 05565AAN3 Apr 2022 200,000 $208K 0.01% DBT
1204 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,444,000 $208K 0.01% DCR
1205 ENBRIDGE INC 29250NBH7 Apr 2022 230,000 $208K 0.01% DBT
1206 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,583,000 $208K 0.01% DCR
1207 GEORGIA-PACIFIC LLC 37331NAN1 Apr 2022 230,000 $207K 0.01% DBT
1208 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,482,000 $207K 0.01% DCR
1209 CNO FINANCIAL GROUP INC 12621EAK9 Apr 2022 200,000 $206K 0.01% DBT
1210 BANK OF AMERICA N.A. N/A Apr 2022 848,321 $205K 0.01% DCR
1211 COMMONWEALTH BANK OF AUSTRALIA 2027A0HR3 Apr 2022 200,000 $202K 0.01% DBT
1212 FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0KE8 Apr 2022 191,643 $202K 0.01% ABS-CBDO
1213 FANNIE MAE POOL 3138W36N8 Apr 2022 202,488 $201K 0.01% ABS-MBS
1214 FANNIE MAE REMICS 3136ACYN5 Apr 2022 1,288,459 $201K 0.01% ABS-MBS
1215 INTERNATIONAL FLAVORS AND FRAGRANCES INC 459506AN1 Apr 2022 220,000 $200K 0.01% DBT
1216 LCH Limited N/A Apr 2022 5,755,500 $200K 0.01% DIR
1217 PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 709599AZ7 Apr 2022 200,000 $200K 0.01% DBT
1218 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,583,000 $200K 0.01% DCR
1219 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,581,000 $199K 0.01% DCR
1220 BANK OF AMERICA N.A. N/A Apr 2022 822,045 $199K 0.01% DCR
1221 GINNIE MAE I POOL 3617LEKS2 Apr 2022 201,550 $198K 0.01% ABS-MBS
1222 MASSMUTUAL GLOBAL FUNDING II 57629WCE8 Apr 2022 200,000 $198K 0.01% DBT
1223 SOCIETE GENERALE SA 83367TBJ7 Apr 2022 200,000 $198K 0.01% DBT
1224 GINNIE MAE I POOL 3617MCUV7 Apr 2022 192,168 $198K 0.01% ABS-MBS
1225 SPRINT CAPITAL CORP 852060AD4 Apr 2022 180,000 $198K 0.01% DBT
1226 GINNIE MAE I POOL 3617LE6Z2 Apr 2022 200,538 $197K 0.01% ABS-MBS
1227 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 565,293 $196K 0.01% DCR
1228 LCH Limited N/A Apr 2022 31,852,000 $196K 0.01% DIR
1229 CITIBANK N.A. N/A Apr 2022 27,212,800 $194K 0.01% DIR
1230 COX COMMUNICATIONS INC 224044CG0 Apr 2022 200,000 $194K 0.01% DBT
1231 FREDDIE MAC GOLD POOL 3132A4SB5 Apr 2022 184,341 $194K 0.01% ABS-MBS
1232 DANSKE BANK A/S 23636AAV3 Apr 2022 200,000 $194K 0.01% DBT
1233 GLENCORE FUNDING LLC 378272AX6 Apr 2022 210,000 $194K 0.01% DBT
1234 FORD MOTOR CREDIT CO LLC 345397WW9 Apr 2022 200,000 $194K 0.01% DBT
1235 LCH Limited N/A Apr 2022 15,844,000 $192K 0.01% DIR
1236 LCH Limited N/A Apr 2022 31,791,000 $192K 0.01% DIR
1237 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,519,000 $192K 0.01% DCR
1238 WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3 92935VAU2 Apr 2022 1,601,000 $190K 0.01% ABS-MBS
1239 MICROSOFT CORP 594918BS2 Apr 2022 198,000 $189K 0.01% DBT
1240 GNMA 38375AT87 Apr 2022 1,016,146 $189K 0.01% ABS-MBS
1241 FANNIE MAE POOL 3140L5LC8 Apr 2022 205,502 $188K 0.01% ABS-MBS
1242 JP MORGANCHASE BANK N/A Apr 2022 9,726,100 $188K 0.01% DIR
1243 J.P. MORGAN SECURITIES N/A Apr 2022 1,487,000 $188K 0.01% DCR
1244 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,480,000 $187K 0.01% DCR
1245 STELLANTIS FINANCE US INC 85855CAA8 Apr 2022 210,000 $186K 0.01% DBT
1246 GINNIE MAE I POOL 3617LEDJ0 Apr 2022 188,293 $185K 0.01% ABS-MBS
1247 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,324,000 $185K 0.01% DCR
1248 GINNIE MAE I POOL 3617M6FK1 Apr 2022 182,974 $185K 0.01% ABS-MBS
1249 JAZZ SECURITIES DAC 47216FAA5 Apr 2022 200,000 $184K 0.01% DBT
1250 FANNIE MAE REMICS 31394V2F6 Apr 2022 144,297 $183K 0.01% ABS-MBS
1251 TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 88167AAQ4 Apr 2022 200,000 $182K 0.01% DBT
1252 FANNIE MAE REMICS 3136AEQA8 Apr 2022 1,454,553 $181K 0.01% ABS-MBS
1253 ORGANON AND CO / ORGANON FOREIGN DEBT CO-ISSUER BV 68622TAB7 Apr 2022 200,000 $181K 0.01% DBT
1254 GINNIE MAE I POOL 36182HFR2 Apr 2022 177,784 $181K 0.01% ABS-MBS
1255 GINNIE MAE I POOL 36178WRV3 Apr 2022 181,642 $181K 0.01% ABS-MBS
1256 GINNIE MAE I POOL 36194J5R5 Apr 2022 187,582 $181K 0.01% ABS-MBS
1257 FREDDIE MAC GOLD POOL 3132AAQY3 Apr 2022 177,748 $180K 0.01% ABS-MBS
1258 TRANSDIGM INC 893647BE6 Apr 2022 180,000 $179K 0.01% DBT
1259 FREDDIE MAC GOLD POOL 31329JH83 Apr 2022 179,258 $179K 0.01% ABS-MBS
1260 SENSATA TECHNOLOGIES BV 81725WAK9 Apr 2022 200,000 $178K 0.01% DBT
1261 SOCIETE GENERALE SA 83370RAB4 Apr 2022 200,000 $178K 0.01% DBT
1262 CITIBANK N.A. N/A Apr 2022 66,000,000 $178K 0.01% DIR
1263 REPUBLIC OF PARAGUAY 699149AL4 Apr 2022 200,000 $177K 0.01% DBT
1264 GNMA 38378YFH7 Apr 2022 3,273,551 $177K 0.01% ABS-MBS
1265 GNMA 38379BCP1 Apr 2022 2,081,874 $177K 0.01% ABS-MBS
1266 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,265,000 $176K 0.01% DCR
1267 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,345,000 $176K 0.01% DCR
1268 CITIBANK N.A. N/A Apr 2022 7,183,900 $176K 0.01% DIR
1269 LCH Limited N/A Apr 2022 53,328,000 $175K 0.01% DIR
1270 FANNIE MAE POOL 3138YA4M4 Apr 2022 167,379 $174K 0.01% ABS-MBS
1271 1011778 BC ULC / NEW RED FINANCE INC 68245XAH2 Apr 2022 190,000 $174K 0.01% DBT
1272 COLT 2020-2 MORTGAGE LOAN TRUST 19688JAB3 Apr 2022 175,000 $174K 0.01% ABS-CBDO
1273 LCH Limited N/A Apr 2022 59,312,200 $173K 0.01% DIR
1274 GINNIE MAE I POOL 3617LE6X7 Apr 2022 173,685 $172K 0.01% ABS-MBS
1275 GNMA 38376WP82 Apr 2022 979,242 $172K 0.01% ABS-MBS
1276 ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC 03969YAB4 Apr 2022 200,000 $171K 0.01% DBT
1277 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,307,000 $171K 0.01% DCR
1278 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,307,000 $171K 0.01% DCR
1279 GINNIE MAE I POOL 3617K4VA2 Apr 2022 161,952 $171K 0.01% ABS-MBS
1280 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,218,000 $170K 0.01% DCR
1281 WR GRACE HOLDINGS LLC 92943GAD3 Apr 2022 180,000 $169K 0.01% DBT
1282 FANNIE MAE POOL 3140EVB63 Apr 2022 166,833 $169K 0.01% ABS-MBS
1283 MATCH GROUP HOLDINGS II LLC 57665RAN6 Apr 2022 180,000 $168K 0.01% DBT
1284 IMOLA MERGER CORP 45258LAA5 Apr 2022 180,000 $167K 0.01% DBT
1285 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 538,000 $167K 0.01% DCR
1286 CITIBANK N.A. N/A Apr 2022 2,270,400 $167K 0.01% DIR
1287 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,269,000 $166K 0.01% DCR
1288 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,269,000 $166K 0.01% DCR
1289 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 686,915 $166K 0.01% DCR
1290 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 686,915 $166K 0.01% DCR
1291 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711X3H5 Apr 2022 165,239 $165K 0.01% ABS-CBDO
1292 CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 20754JAB0 Apr 2022 165,154 $165K 0.01% ABS-CBDO
1293 T-MOBILE USA INC 87264ABF1 Apr 2022 174,000 $165K 0.01% DBT
1294 FREEPORT-MCMORAN INC 35671DCH6 Apr 2022 170,000 $164K 0.01% DBT
1295 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,174,000 $164K 0.01% DCR
1296 GINNIE MAE I POOL 36195T2M6 Apr 2022 168,335 $162K 0.01% ABS-MBS
1297 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,774,080 $161K 0.01% DCR
1298 FANNIE MAE POOL 3140KX6M3 Apr 2022 175,499 $161K 0.01% ABS-MBS
1299 FREDDIE MAC GOLD POOL 3131XUTN7 Apr 2022 161,844 $159K 0.01% ABS-MBS
1300 HCA INC 404121AH8 Apr 2022 155,000 $159K 0.01% DBT
1301 GINNIE MAE I POOL 3617LXV41 Apr 2022 156,501 $158K 0.01% ABS-MBS
1302 CITIBANK N.A. N/A Apr 2022 27,212,800 $158K 0.01% DIR
1303 GINNIE MAE I POOL 3617L6VC2 Apr 2022 156,254 $158K 0.01% ABS-MBS
1304 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,281,000 $158K 0.01% DCR
1305 FANNIE MAE POOL 3138EMY39 Apr 2022 147,670 $157K 0.01% ABS-MBS
1306 DCP MIDSTREAM OPERATING LP 23311VAJ6 Apr 2022 155,000 $157K 0.01% DBT
1307 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,726,560 $157K 0.01% DCR
1308 DISH DBS CORP 25470XBE4 Apr 2022 170,000 $156K 0.01% DBT
1309 FANNIE MAE POOL 3138W1L39 Apr 2022 161,451 $156K 0.01% ABS-MBS
1310 GINNIE MAE I POOL 3617LED50 Apr 2022 158,319 $156K 0.01% ABS-MBS
1311 AIR LEASE CORP 00912XAN4 Apr 2022 155,000 $156K 0.01% DBT
1312 SCRIPPS ESCROW II INC 81105DAA3 Apr 2022 175,000 $156K 0.01% DBT
1313 GINNIE MAE I POOL 3617LEXM1 Apr 2022 150,681 $155K 0.01% ABS-MBS
1314 NIELSEN FINANCE LLC / NIELSEN FINANCE CO 65409QBD3 Apr 2022 160,000 $155K 0.01% DBT
1315 FANNIE MAE POOL 3140JXZG6 Apr 2022 148,625 $155K 0.01% ABS-MBS
1316 NOVELIS CORP 670001AH9 Apr 2022 180,000 $154K 0.01% DBT
1317 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 8,164,000 $154K 0.01% DCR
1318 GFL ENVIRONMENTAL INC 36168QAL8 Apr 2022 175,000 $154K 0.01% DBT
1319 FREDDIE MAC REMICS 3137B2FV7 Apr 2022 1,418,815 $154K 0.01% ABS-MBS
1320 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 847,000 $154K 0.01% DCR
1321 FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0KQ1 Apr 2022 142,926 $151K 0.01% ABS-CBDO
1322 SCOTTS MIRACLE-GRO CO/THE 810186AW6 Apr 2022 180,000 $150K 0.01% DBT
1323 BATH AND BODY WORKS INC 501797AW4 Apr 2022 150,000 $149K 0.01% DBT
1324 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C7 61690KAF9 Apr 2022 44,521,429 $149K 0.01% ABS-MBS
1325 JP MORGANCHASE BANK N/A Apr 2022 17,130,300 $149K 0.01% DIR
1326 ONEMAIN FINANCE CORP 85172FAR0 Apr 2022 165,000 $148K 0.01% DBT
1327 FANNIE MAE POOL 31418MC91 Apr 2022 135,234 $148K 0.01% ABS-MBS
1328 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,173,000 $148K 0.01% DCR
1329 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,119,000 $147K 0.01% DCR
1330 FANNIE MAE POOL 3138Y7E57 Apr 2022 147,383 $145K 0.01% ABS-MBS
1331 ARROYO MORTGAGE TRUST 2020-1 04285CAC5 Apr 2022 150,000 $145K 0.01% ABS-CBDO
1332 GINNIE MAE I POOL 3617LMSD9 Apr 2022 147,003 $144K 0.01% ABS-MBS
1333 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 488,000 $143K 0.01% DCR
1334 LCH Limited N/A Apr 2022 14,644,000 $142K 0.01% DIR
1335 GINNIE MAE I POOL 3617LED43 Apr 2022 143,830 $141K 0.01% ABS-MBS
1336 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,066,000 $140K 0.01% DCR
1337 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,056,000 $138K 0.01% DCR
1338 FREDDIE MAC REMICS 3137B25U0 Apr 2022 3,242,546 $138K 0.01% ABS-MBS
1339 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,041,000 $138K 0.01% DCR
1340 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 1,036,000 $136K 0.01% DCR
1341 LCH Limited N/A Apr 2022 2,621,000 $136K 0.01% DIR
1342 FANNIE MAE REMICS 3136AJGA8 Apr 2022 1,106,843 $135K 0.01% ABS-MBS
1343 FANNIE MAE POOL 3140F8B55 Apr 2022 137,277 $135K 0.01% ABS-MBS
1344 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,072,000 $135K 0.01% DCR
1345 J.P. MORGAN SECURITIES N/A Apr 2022 2,910,000 $135K 0.01% DCR
1346 BANK OF AMERICA N.A. N/A Apr 2022 269,809,400 $135K 0.01% DIR
1347 GNMA 38376WM85 Apr 2022 690,445 $135K 0.01% ABS-MBS
1348 FANNIE MAE POOL 31418BP42 Apr 2022 132,956 $135K 0.01% ABS-MBS
1349 PETROBRAS GLOBAL FINANCE BV 71647NBH1 Apr 2022 136,000 $133K 0.01% DBT
1350 FANNIE MAE POOL 3140H25U8 Apr 2022 131,156 $132K 0.01% ABS-MBS
1351 J.P. MORGAN SECURITIES N/A Apr 2022 1,048,000 $132K 0.01% DCR
1352 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,066,000 $131K 0.01% DCR
1353 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 448,000 $131K 0.01% DCR
1354 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 448,000 $131K 0.01% DCR
1355 FREDDIE MAC REMICS 3137AV3L9 Apr 2022 692,719 $130K 0.01% ABS-MBS
1356 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 901,000 $130K 0.01% DCR
1357 FREDDIE MAC REMICS 3137AW3K9 Apr 2022 1,157,097 $129K 0.01% ABS-MBS
1358 UNITED STATES OF AMERICA 912810TB4 Apr 2022 163,000 $129K 0.01% DBT
1359 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 2,780,000 $129K 0.01% DCR
1360 EFMT 2020-1 A2 31574PAB1 Apr 2022 131,000 $128K 0.01% ABS-CBDO
1361 FANNIE MAE POOL 3138Y7FA5 Apr 2022 129,798 $128K 0.01% ABS-MBS
1362 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 973,000 $128K 0.01% DCR
1363 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,009,000 $127K 0.01% DCR
1364 J.P. MORGAN SECURITIES N/A Apr 2022 1,024,000 $126K 0.01% DCR
1365 FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0GW3 Apr 2022 120,601 $125K 0.01% ABS-CBDO
1366 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 869,000 $125K 0.01% DCR
1367 GINNIE MAE I POOL 3617G0SZ4 Apr 2022 122,856 $124K 0.01% ABS-MBS
1368 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 501,110 $121K 0.00% DCR
1369 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 961,000 $121K 0.00% DCR
1370 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 347,873 $121K 0.00% DCR
1371 WELLS FARGO BANK NA N/A Apr 2022 14,000,000 $121K 0.00% DIR
1372 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 957,000 $121K 0.00% DCR
1373 J.P. MORGAN SECURITIES N/A Apr 2022 1,090,000 $120K 0.00% DCR
1374 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,320,000 $120K 0.00% DCR
1375 ORTHO-CLINICAL DIAGNOSTICS INC L7300KAJ3 Apr 2022 120,000 $120K 0.00% DBT
1376 FANNIE MAE POOL 3138ELCH4 Apr 2022 108,477 $119K 0.00% ABS-MBS
1377 LCH Limited N/A Apr 2022 97,727,000 $118K 0.00% DIR
1378 MESSER INDUSTRIES USA INC 99IC849A0 Apr 2022 119,290 $118K 0.00% DBT
1379 SPECTRUM BRANDS INC 84762NBP5 Apr 2022 119,397 $118K 0.00% DBT
1380 FANNIE MAE POOL 31418MGR7 Apr 2022 108,010 $118K 0.00% ABS-MBS
1381 PARAMOUNT GLOBAL 92556HAA5 Apr 2022 115,000 $118K 0.00% DBT
1382 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 957,000 $118K 0.00% DCR
1383 CALPINE CONSTRUCTION FINANCE CO LP 13134NAG6 Apr 2022 119,377 $118K 0.00% DBT
1384 CORE AND MAIN LP 40416VAE5 Apr 2022 119,400 $117K 0.00% DBT
1385 AMWINS GROUP INC 03234TAW8 Apr 2022 119,396 $117K 0.00% DBT
1386 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 1,290,960 $117K 0.00% DCR
1387 CSC HOLDINGS LLC 64072UAE2 Apr 2022 119,060 $117K 0.00% DBT
1388 ASURION LLC 04649VAY6 Apr 2022 119,397 $117K 0.00% DBT
1389 AES CORP/THE 00130HCE3 Apr 2022 130,000 $116K 0.00% DBT
1390 SS AND C TECHNOLOGIES INC 78466DBF0 Apr 2022 117,958 $116K 0.00% DBT
1391 VERTIV GROUP CORP 92537EAC2 Apr 2022 119,395 $116K 0.00% DBT
1392 GINNIE MAE I POOL 3617LES54 Apr 2022 117,740 $116K 0.00% ABS-MBS
1393 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 797,000 $115K 0.00% DCR
1394 GINNIE MAE I POOL 3617MNPR8 Apr 2022 116,998 $115K 0.00% ABS-MBS
1395 COMMSCOPE INC 20337EAQ4 Apr 2022 119,388 $115K 0.00% DBT
1396 FREDDIE MAC STACR REMIC TRUST 2020-HQA4 35565RAH6 Apr 2022 114,475 $115K 0.00% ABS-CBDO
1397 GINNIE MAE I POOL 3617K4U88 Apr 2022 107,936 $114K 0.00% ABS-MBS
1398 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 472,019 $114K 0.00% DCR
1399 FANNIE MAE POOL 3140H24V7 Apr 2022 112,748 $114K 0.00% ABS-MBS
1400 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 814,000 $114K 0.00% DCR
1401 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XCB8 Apr 2022 107,730 $113K 0.00% ABS-CBDO
1402 FREDDIE MAC REMICS 3137B0DZ4 Apr 2022 1,657,574 $112K 0.00% ABS-MBS
1403 AMERICAN AIRLINES INC 02376CBJ3 Apr 2022 110,000 $112K 0.00% DBT
1404 BAUSCH HEALTH COS INC C9413PAZ6 Apr 2022 111,517 $111K 0.00% DBT
1405 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 899,000 $111K 0.00% DCR
1406 NOURYON USA LLC N8232NAB3 Apr 2022 112,298 $111K 0.00% DBT
1407 GRIFOLS WORLDWIDE OPERATIONS USA INC 39843PAG8 Apr 2022 113,045 $110K 0.00% DBT
1408 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 605,000 $110K 0.00% DCR
1409 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 812,000 $110K 0.00% DCR
1410 FANNIE MAE POOL 3138WNBL2 Apr 2022 112,917 $109K 0.00% ABS-MBS
1411 FANNIE MAE POOL 3138YGXW7 Apr 2022 107,532 $109K 0.00% ABS-MBS
1412 UNITED AIRLINES INC 90932RAJ3 Apr 2022 109,447 $108K 0.00% DBT
1413 GINNIE MAE I POOL 36194G5Z3 Apr 2022 112,480 $108K 0.00% ABS-MBS
1414 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 775,000 $108K 0.00% DCR
1415 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 369,000 $108K 0.00% DCR
1416 FANNIE MAE POOL 3140FHG50 Apr 2022 103,473 $107K 0.00% ABS-MBS
1417 GINNIE MAE I POOL 36180DL62 Apr 2022 106,946 $106K 0.00% ABS-MBS
1418 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 255,760 $106K 0.00% DCR
1419 FREDDIE MAC GOLD POOL 3131XUBX4 Apr 2022 106,557 $105K 0.00% ABS-MBS
1420 J.P. MORGAN SECURITIES N/A Apr 2022 1,157,200 $105K 0.00% DCR
1421 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XEX8 Apr 2022 105,594 $105K 0.00% ABS-CBDO
1422 LCH Limited N/A Apr 2022 3,900,000 $105K 0.00% DIR
1423 DIRECTV FINANCING LLC 25460HAB8 Apr 2022 105,050 $105K 0.00% DBT
1424 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 658,000 $104K 0.00% DCR
1425 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,137,840 $103K 0.00% DCR
1426 LCH Limited N/A Apr 2022 4,877,000 $102K 0.00% DIR
1427 GINNIE MAE I POOL 3617BUS67 Apr 2022 103,770 $102K 0.00% ABS-MBS
1428 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-LC9 46639EAG6 Apr 2022 21,799,646 $102K 0.00% ABS-MBS
1429 GNMA 38382CRX1 Apr 2022 1,059,117 $101K 0.00% ABS-MBS
1430 GNMA 38378WY49 Apr 2022 793,273 $101K 0.00% ABS-MBS
1431 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 243,800 $101K 0.00% DCR
1432 UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 90270RAC8 Apr 2022 38,754,313 $100K 0.00% ABS-MBS
1433 BANK OF AMERICA N.A. N/A Apr 2022 411,023 $100K 0.00% DCR
1434 QVC INC 747262AS2 Apr 2022 100,000 $99K 0.00% DBT
1435 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 807,000 $99K 0.00% DCR
1436 WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 92890NAA7 Apr 2022 34,934,282 $99K 0.00% ABS-MBS
1437 ELMWOOD CLO V LTD 29003BAM3 Apr 2022 100,000 $99K 0.00% ABS-MBS
1438 FANNIE MAE POOL 31410KM84 Apr 2022 89,501 $98K 0.00% ABS-MBS
1439 GNMA 38379CU79 Apr 2022 1,752,865 $98K 0.00% ABS-MBS
1440 FANNIE MAE POOL 3140H25H7 Apr 2022 95,987 $97K 0.00% ABS-MBS
1441 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 715,000 $97K 0.00% DCR
1442 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XHT4 Apr 2022 96,901 $96K 0.00% ABS-CBDO
1443 GINNIE MAE I POOL 3617LSDJ9 Apr 2022 94,804 $96K 0.00% ABS-MBS
1444 NETFLIX INC 64110LAV8 Apr 2022 98,000 $96K 0.00% DBT
1445 FREDDIE MAC GOLD POOL 3131XQEG7 Apr 2022 91,462 $95K 0.00% ABS-MBS
1446 FANNIE MAE POOL 3138WDT76 Apr 2022 93,945 $95K 0.00% ABS-MBS
1447 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 750,000 $95K 0.00% DCR
1448 GINNIE MAE I POOL 3617K4U96 Apr 2022 88,482 $94K 0.00% ABS-MBS
1449 SIX FLAGS THEME PARKS INC 83001WAC8 Apr 2022 90,000 $93K 0.00% DBT
1450 NETFLIX INC 64110LAL0 Apr 2022 90,000 $93K 0.00% DBT
1451 LCH Limited N/A Apr 2022 4,670,000 $93K 0.00% DIR
1452 HOWMET AEROSPACE INC 013817AJ0 Apr 2022 90,000 $92K 0.00% DBT
1453 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XCL6 Apr 2022 88,176 $92K 0.00% ABS-CBDO
1454 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 571,000 $91K 0.00% DCR
1455 FANNIE MAE POOL 3140JKL87 Apr 2022 87,367 $90K 0.00% ABS-MBS
1456 WASTE CONNECTIONS INC 941053AH3 Apr 2022 90,000 $90K 0.00% DBT
1457 CONNECTICUT AVENUE SECURITIES TRUST 2018-R07 20753QAE9 Apr 2022 90,234 $90K 0.00% ABS-CBDO
1458 STEVENS HOLDING CO INC 86024TAA5 Apr 2022 90,000 $90K 0.00% DBT
1459 FREDDIE MAC GOLD POOL 3133AJLE1 Apr 2022 97,927 $90K 0.00% ABS-MBS
1460 BERRY GLOBAL INC 085770AB1 Apr 2022 90,000 $90K 0.00% DBT
1461 CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP VI 228187AB6 Apr 2022 90,000 $90K 0.00% DBT
1462 GNMA 38378JNF5 Apr 2022 785,929 $90K 0.00% ABS-MBS
1463 VIPER ENERGY PARTNERS LP 92763MAA3 Apr 2022 90,000 $90K 0.00% DBT
1464 GINNIE MAE I POOL 3617LEPL2 Apr 2022 91,255 $90K 0.00% ABS-MBS
1465 AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD 00253XAA9 Apr 2022 90,000 $89K 0.00% DBT
1466 GNMA 38376MBJ5 Apr 2022 1,745,603 $89K 0.00% ABS-MBS
1467 ENLINK MIDSTREAM LLC 29336TAC4 Apr 2022 90,000 $89K 0.00% DBT
1468 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 367,856 $89K 0.00% DCR
1469 J.P. MORGAN SECURITIES N/A Apr 2022 490,000 $89K 0.00% DCR
1470 SOUTHWESTERN ENERGY CO 845467AR0 Apr 2022 90,000 $89K 0.00% DBT
1471 STARWOOD PROPERTY TRUST INC 85571BAL9 Apr 2022 90,000 $89K 0.00% DBT
1472 T-MOBILE USA INC 87264AAV7 Apr 2022 90,000 $89K 0.00% DBT
1473 CLEAN HARBORS INC 184496AP2 Apr 2022 90,000 $89K 0.00% DBT
1474 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 973,280 $88K 0.00% DCR
1475 FREDDIE MAC GOLD POOL 3131XQTV8 Apr 2022 84,537 $88K 0.00% ABS-MBS
1476 BEACON ROOFING SUPPLY INC 073685AF6 Apr 2022 90,000 $88K 0.00% DBT
1477 GINNIE MAE I POOL 3617BUS59 Apr 2022 88,707 $88K 0.00% ABS-MBS
1478 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 481,000 $87K 0.00% DCR
1479 WFRBS COMMERCIAL MORTGAGE TRUST 2012-C9 92930RAF9 Apr 2022 43,444,107 $87K 0.00% ABS-MBS
1480 MATTEL INC 577081BF8 Apr 2022 90,000 $86K 0.00% DBT
1481 VISTRA OPERATIONS CO LLC 92840VAF9 Apr 2022 90,000 $86K 0.00% DBT
1482 HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CORP 435765AH5 Apr 2022 90,000 $86K 0.00% DBT
1483 GNMA 38379AAT7 Apr 2022 1,672,751 $85K 0.00% ABS-MBS
1484 BUCKEYE PARTNERS LP 118230AQ4 Apr 2022 90,000 $85K 0.00% DBT
1485 COMMSCOPE INC 20338QAD5 Apr 2022 90,000 $85K 0.00% DBT
1486 SERVICE PROPERTIES TRUST 44106MAS1 Apr 2022 90,000 $85K 0.00% DBT
1487 BOISE CASCADE CO 09739DAD2 Apr 2022 90,000 $85K 0.00% DBT
1488 GINNIE MAE I POOL 3617BUS26 Apr 2022 85,432 $84K 0.00% ABS-MBS
1489 FANNIE MAE POOL 31418BPA8 Apr 2022 83,229 $84K 0.00% ABS-MBS
1490 TORONTO-DOMINION BANK/THE N/A Apr 2022 3,001,800 $84K 0.00% DIR
1491 MERCER INTERNATIONAL INC 588056BB6 Apr 2022 90,000 $84K 0.00% DBT
1492 GINNIE MAE I POOL 3617LMUZ7 Apr 2022 82,817 $84K 0.00% ABS-MBS
1493 GNMA 38379BZU5 Apr 2022 1,923,038 $84K 0.00% ABS-MBS
1494 OVINTIV INC 012873AH8 Apr 2022 70,000 $83K 0.00% DBT
1495 CALPINE CORP 131347CM6 Apr 2022 90,000 $83K 0.00% DBT
1496 GOEASY LTD 380355AF4 Apr 2022 90,000 $83K 0.00% DBT
1497 AMSTED INDUSTRIES INC 032177AJ6 Apr 2022 90,000 $83K 0.00% DBT
1498 TEREX CORP 880779BA0 Apr 2022 90,000 $83K 0.00% DBT
1499 WESCO DISTRIBUTION INC 95081QAP9 Apr 2022 80,000 $83K 0.00% DBT
1500 HESS MIDSTREAM OPERATIONS LP 428102AE7 Apr 2022 90,000 $83K 0.00% DBT
1501 ELANCO ANIMAL HEALTH INC 28414HAG8 Apr 2022 80,000 $82K 0.00% DBT
1502 LPL HOLDINGS INC 50212YAD6 Apr 2022 90,000 $82K 0.00% DBT
1503 DT MIDSTREAM INC 23345MAA5 Apr 2022 90,000 $82K 0.00% DBT
1504 GINNIE MAE I POOL 36179MNL0 Apr 2022 78,289 $82K 0.00% ABS-MBS
1505 FANNIE MAE POOL 3140EUNG0 Apr 2022 78,753 $82K 0.00% ABS-MBS
1506 CONTINENTAL RESOURCES INC/OK 212015AT8 Apr 2022 80,000 $82K 0.00% DBT
1507 FREDDIE MAC STACR TRUST 2018-DNA2 35563TAB7 Apr 2022 81,031 $82K 0.00% ABS-CBDO
1508 JELD-WEN INC 475795AD2 Apr 2022 90,000 $82K 0.00% DBT
1509 CSMC 2020-RPL3 TRUST 12656PAC0 Apr 2022 83,197 $81K 0.00% ABS-CBDO
1510 CHENIERE ENERGY PARTNERS LP 16411QAK7 Apr 2022 90,000 $81K 0.00% DBT
1511 ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC 013092AE1 Apr 2022 90,000 $81K 0.00% DBT
1512 CHARLES RIVER LABORATORIES INTERNATIONAL INC 159864AG2 Apr 2022 90,000 $81K 0.00% DBT
1513 SERVICE CORP INTERNATIONAL/US 817565CG7 Apr 2022 90,000 $81K 0.00% DBT
1514 GRAPHIC PACKAGING INTERNATIONAL LLC 38869AAB3 Apr 2022 90,000 $81K 0.00% DBT
1515 GINNIE MAE I POOL 36202F3Q7 Apr 2022 77,348 $81K 0.00% ABS-MBS
1516 GFL ENVIRONMENTAL INC 36168QAM6 Apr 2022 90,000 $81K 0.00% DBT
1517 DCP MIDSTREAM OPERATING LP 23311VAG2 Apr 2022 80,000 $80K 0.00% DBT
1518 PENNYMAC FINANCIAL SERVICES INC 70932MAB3 Apr 2022 100,000 $80K 0.00% DBT
1519 CROWDSTRIKE HOLDINGS INC 22788CAA3 Apr 2022 90,000 $80K 0.00% DBT
1520 BAUSCH HEALTH COS INC 071734AN7 Apr 2022 90,000 $80K 0.00% DBT
1521 EQT CORP 26884LAL3 Apr 2022 80,000 $80K 0.00% DBT
1522 J.P. MORGAN SECURITIES N/A Apr 2022 4,202,000 $79K 0.00% DCR
1523 MSCI INC 55354GAK6 Apr 2022 90,000 $79K 0.00% DBT
1524 GNMA 38379JB67 Apr 2022 1,968,145 $79K 0.00% ABS-MBS
1525 TTM TECHNOLOGIES INC 87305RAK5 Apr 2022 90,000 $79K 0.00% DBT
1526 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 872,960 $79K 0.00% DCR
1527 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 563,000 $79K 0.00% DCR
1528 GINNIE MAE I POOL 3617JJZ25 Apr 2022 72,141 $79K 0.00% ABS-MBS
1529 FREDDIE MAC REMICS 31395V3D9 Apr 2022 72,582 $78K 0.00% ABS-MBS
1530 VIDEOTRON LTD 92660FAN4 Apr 2022 90,000 $78K 0.00% DBT
1531 HANESBRANDS INC 410345AL6 Apr 2022 80,000 $78K 0.00% DBT
1532 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 577,000 $78K 0.00% DCR
1533 ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 451102CC9 Apr 2022 90,000 $78K 0.00% DBT
1534 TWILIO INC 90138FAD4 Apr 2022 90,000 $77K 0.00% DBT
1535 YUM! BRANDS INC 988498AN1 Apr 2022 90,000 $77K 0.00% DBT
1536 CENTENE CORP 15135BAT8 Apr 2022 80,000 $77K 0.00% DBT
1537 BAUSCH HEALTH COS INC 071734AP2 Apr 2022 80,000 $77K 0.00% DBT
1538 ADT SECURITY CORP/THE 00109LAA1 Apr 2022 90,000 $76K 0.00% DBT
1539 MASONITE INTERNATIONAL CORP 575385AE9 Apr 2022 90,000 $76K 0.00% DBT
1540 SPECTRUM BRANDS INC 84762LAX3 Apr 2022 90,000 $75K 0.00% DBT
1541 FANNIE MAE POOL 3138EPT20 Apr 2022 68,592 $75K 0.00% ABS-MBS
1542 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 4,364,000 $75K 0.00% DCR
1543 FANNIE MAE POOL 3138EHW40 Apr 2022 68,427 $75K 0.00% ABS-MBS
1544 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 592,000 $75K 0.00% DCR
1545 FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0UD9 Apr 2022 73,934 $74K 0.00% ABS-CBDO
1546 GNMA 38379DHV9 Apr 2022 1,043,283 $74K 0.00% ABS-MBS
1547 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 807,840 $73K 0.00% DCR
1548 GINNIE MAE I POOL 3617K4VB0 Apr 2022 68,417 $73K 0.00% ABS-MBS
1549 APACHE CORP 037411AW5 Apr 2022 80,000 $72K 0.00% DBT
1550 GINNIE MAE I POOL 3617BYLB5 Apr 2022 71,610 $72K 0.00% ABS-MBS
1551 EMBARQ CORP 29078EAA3 Apr 2022 80,000 $72K 0.00% DBT
1552 WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 92937EAS3 Apr 2022 17,069,343 $71K 0.00% ABS-MBS
1553 FANNIE MAE REMICS 3136ADQT9 Apr 2022 2,150,251 $71K 0.00% ABS-MBS
1554 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 506,000 $71K 0.00% DCR
1555 LCH Limited N/A Apr 2022 3,831,000 $70K 0.00% DIR
1556 GINNIE MAE I POOL 3617LKWJ5 Apr 2022 69,250 $70K 0.00% ABS-MBS
1557 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 553,000 $70K 0.00% DCR
1558 FANNIE MAE REMICS 31393CFC2 Apr 2022 75,869 $69K 0.00% ABS-MBS
1559 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2007-TOP26 07388VAH1 Apr 2022 1,373,917 $69K 0.00% ABS-MBS
1560 GNMA 38379MGK4 Apr 2022 352,721 $68K 0.00% ABS-MBS
1561 GINNIE MAE I POOL 3617KJW67 Apr 2022 64,620 $68K 0.00% ABS-MBS
1562 GINNIE MAE I POOL 36182HGB6 Apr 2022 64,205 $65K 0.00% ABS-MBS
1563 FANNIE MAE POOL 3140JUFY5 Apr 2022 63,091 $65K 0.00% ABS-MBS
1564 GINNIE MAE I POOL 3617G0S27 Apr 2022 64,397 $65K 0.00% ABS-MBS
1565 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 258,000 $65K 0.00% DCR
1566 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 464,000 $65K 0.00% DCR
1567 GNMA 38378FZA1 Apr 2022 533,751 $64K 0.00% ABS-MBS
1568 KEURIG DR PEPPER INC 49271VAH3 Apr 2022 63,000 $64K 0.00% DBT
1569 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 481,000 $64K 0.00% DCR
1570 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 481,000 $64K 0.00% DCR
1571 TORONTO-DOMINION BANK/THE N/A Apr 2022 2,457,900 $63K 0.00% DIR
1572 GINNIE MAE I POOL 3617JJ4C7 Apr 2022 57,943 $63K 0.00% ABS-MBS
1573 GINNIE MAE I POOL 36197F2T9 Apr 2022 63,363 $63K 0.00% ABS-MBS
1574 GINNIE MAE I POOL 3617JSCH7 Apr 2022 59,219 $63K 0.00% ABS-MBS
1575 FANNIE MAE POOL 3140FHAX5 Apr 2022 62,899 $62K 0.00% ABS-MBS
1576 FANNIE MAE POOL 3140JS4K2 Apr 2022 59,026 $61K 0.00% ABS-MBS
1577 FANNIE MAE POOL 3138Y7FF4 Apr 2022 61,809 $61K 0.00% ABS-MBS
1578 MORGAN STANLEY 61747YDU6 Apr 2022 60,000 $61K 0.00% DBT
1579 FREDDIE MAC REMICS 31395U2R1 Apr 2022 44,902 $61K 0.00% ABS-MBS
1580 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 488,000 $60K 0.00% DCR
1581 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,179,600 $60K 0.00% DIR
1582 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 205,000 $60K 0.00% DCR
1583 GRAY TELEVISION INC 389376AY0 Apr 2022 60,000 $60K 0.00% DBT
1584 PLANTRONICS INC 72749DAC0 Apr 2022 60,000 $59K 0.00% DBT
1585 GINNIE MAE I POOL 3617JVKQ1 Apr 2022 56,243 $59K 0.00% ABS-MBS
1586 BUCKEYE PARTNERS LP 11823LAK1 Apr 2022 59,698 $59K 0.00% DBT
1587 VIRGIN MEDIA BRISTOL LLC G9368PBC7 Apr 2022 60,000 $59K 0.00% DBT
1588 FREDDIE MAC GOLD POOL 3131XRJN5 Apr 2022 56,483 $59K 0.00% ABS-MBS
1589 LCH Limited N/A Apr 2022 17,364,000 $59K 0.00% DIR
1590 FANNIE MAE REMICS 3136AEPV3 Apr 2022 1,364,310 $59K 0.00% ABS-MBS
1591 PROOFPOINT INC 74345HAB7 Apr 2022 59,850 $59K 0.00% DBT
1592 APOLLO COMMERCIAL REAL ESTATE FINANCE INC 03768DAC1 Apr 2022 59,698 $59K 0.00% DBT
1593 GINNIE MAE I POOL 3617K4VC8 Apr 2022 55,305 $59K 0.00% ABS-MBS
1594 GINNIE MAE I POOL 3617LSDU4 Apr 2022 55,468 $59K 0.00% ABS-MBS
1595 FANNIE MAE POOL 31417GHQ2 Apr 2022 60,682 $58K 0.00% ABS-MBS
1596 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 639,760 $58K 0.00% DCR
1597 LCH Limited N/A Apr 2022 6,997,000 $58K 0.00% DIR
1598 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 61762TAS5 Apr 2022 6,212,000 $58K 0.00% ABS-MBS
1599 GINNIE MAE I POOL 3617ATK28 Apr 2022 58,295 $58K 0.00% ABS-MBS
1600 J.P. MORGAN SECURITIES N/A Apr 2022 432,000 $57K 0.00% DCR
1601 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XDS0 Apr 2022 54,868 $57K 0.00% ABS-CBDO
1602 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XDK7 Apr 2022 54,663 $57K 0.00% ABS-CBDO
1603 GINNIE MAE I POOL 3617JJ3Z7 Apr 2022 50,792 $55K 0.00% ABS-MBS
1604 GINNIE MAE I POOL 3617JJ4A1 Apr 2022 50,731 $55K 0.00% ABS-MBS
1605 GINNIE MAE I POOL 3617ATK85 Apr 2022 54,807 $54K 0.00% ABS-MBS
1606 FANNIE MAE POOL 31391UDX0 Apr 2022 50,869 $54K 0.00% ABS-MBS
1607 GINNIE MAE I POOL 36202TWF9 Apr 2022 51,150 $53K 0.00% ABS-MBS
1608 LCH Limited N/A Apr 2022 7,889,000 $53K 0.00% DIR
1609 SABRE GLBL INC 78571YBH2 Apr 2022 53,485 $53K 0.00% DBT
1610 GINNIE MAE I POOL 3617KA2C6 Apr 2022 50,488 $53K 0.00% ABS-MBS
1611 LCH Limited N/A Apr 2022 5,807,000 $52K 0.00% DIR
1612 GINNIE MAE I POOL 3617A8DZ9 Apr 2022 50,929 $52K 0.00% ABS-MBS
1613 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 365,000 $51K 0.00% DCR
1614 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 462,000 $51K 0.00% DCR
1615 LCH Limited N/A Apr 2022 26,841,000 $51K 0.00% DIR
1616 GCP APPLIED TECHNOLOGIES INC 36164YAB7 Apr 2022 50,000 $50K 0.00% DBT
1617 GINNIE MAE I POOL 3617JJ4U7 Apr 2022 46,083 $50K 0.00% ABS-MBS
1618 LCH Limited N/A Apr 2022 3,579,000 $50K 0.00% DIR
1619 FANNIE MAE POOL 3138M7G33 Apr 2022 51,982 $50K 0.00% ABS-MBS
1620 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,910,000 $50K 0.00% DCR
1621 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,909,000 $50K 0.00% DCR
1622 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 2,909,000 $50K 0.00% DCR
1623 FANNIE MAE REMICS 31396PG62 Apr 2022 55,544 $50K 0.00% ABS-MBS
1624 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 545,600 $49K 0.00% DCR
1625 FANNIE MAE POOL 31419AA64 Apr 2022 45,064 $49K 0.00% ABS-MBS
1626 FANNIE MAE REMICS 3136AMZR3 Apr 2022 1,554,219 $49K 0.00% ABS-MBS
1627 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 529,760 $48K 0.00% DCR
1628 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 529,760 $48K 0.00% DCR
1629 J.P. MORGAN SECURITIES N/A Apr 2022 2,740,000 $47K 0.00% DCR
1630 FANNIE MAE POOL 3138EGE26 Apr 2022 42,879 $47K 0.00% ABS-MBS
1631 GINNIE MAE I POOL 3617L9UV5 Apr 2022 46,420 $47K 0.00% ABS-MBS
1632 CF INDUSTRIES INC 12527GAH6 Apr 2022 46,000 $47K 0.00% DBT
1633 GINNIE MAE I POOL 36212CUX7 Apr 2022 43,281 $47K 0.00% ABS-MBS
1634 BLACK KNIGHT INFOSERV LLC 092174AA9 Apr 2022 50,000 $46K 0.00% DBT
1635 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 367,000 $46K 0.00% DCR
1636 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 2,415,000 $46K 0.00% DCR
1637 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 502,480 $46K 0.00% DCR
1638 FANNIE MAE REMICS 3136A4BG3 Apr 2022 963,167 $45K 0.00% ABS-MBS
1639 BANK OF AMERICA N.A. N/A Apr 2022 185,805 $45K 0.00% DCR
1640 INGEVITY CORP 45688CAB3 Apr 2022 50,000 $45K 0.00% DBT
1641 GINNIE MAE I POOL 3617LKTB6 Apr 2022 43,841 $44K 0.00% ABS-MBS
1642 FANNIE MAE POOL 31419A4K0 Apr 2022 40,281 $44K 0.00% ABS-MBS
1643 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 484,880 $44K 0.00% DCR
1644 FANNIE MAE POOL 3140H1HT0 Apr 2022 43,473 $44K 0.00% ABS-MBS
1645 FANNIE MAE REMICS 3136AJK62 Apr 2022 2,170,711 $44K 0.00% ABS-MBS
1646 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 347,000 $44K 0.00% DCR
1647 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 173,000 $44K 0.00% DCR
1648 FANNIE MAE POOL 31419BBR5 Apr 2022 39,727 $43K 0.00% ABS-MBS
1649 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 477,840 $43K 0.00% DCR
1650 GINNIE MAE I POOL 36186JHC5 Apr 2022 42,826 $43K 0.00% ABS-MBS
1651 GNMA 38378T7Q7 Apr 2022 584,880 $43K 0.00% ABS-MBS
1652 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XBM5 Apr 2022 40,507 $43K 0.00% ABS-CBDO
1653 SABRE GLBL INC 78573NAC6 Apr 2022 40,000 $43K 0.00% DBT
1654 MATTAMY GROUP CORP 57701RAM4 Apr 2022 50,000 $43K 0.00% DBT
1655 FREDDIE MAC REMICS 31397P6U9 Apr 2022 47,462 $42K 0.00% ABS-MBS
1656 SINCLAIR TELEVISION GROUP INC 829259BA7 Apr 2022 50,000 $41K 0.00% DBT
1657 VICTORIA'S SECRET AND CO 926400AA0 Apr 2022 50,000 $41K 0.00% DBT
1658 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 324,000 $41K 0.00% DCR
1659 TRI POINTE GROUP INC / TRI POINTE HOMES INC 962178AN9 Apr 2022 40,000 $41K 0.00% DBT
1660 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 290,500 $41K 0.00% DCR
1661 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XBF0 Apr 2022 37,379 $40K 0.00% ABS-CBDO
1662 J.P. MORGAN SECURITIES N/A Apr 2022 325,000 $40K 0.00% DCR
1663 STANDARD INDUSTRIES INC/NJ 853496AH0 Apr 2022 50,000 $40K 0.00% DBT
1664 WESTERN DIGITAL CORP 958102AM7 Apr 2022 40,000 $40K 0.00% DBT
1665 NEWELL BRANDS INC 651229AW6 Apr 2022 40,000 $40K 0.00% DBT
1666 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 313,000 $39K 0.00% DCR
1667 CROWNROCK LP / CROWNROCK FINANCE INC 228701AG3 Apr 2022 40,000 $39K 0.00% DBT
1668 USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP 91740PAF5 Apr 2022 40,000 $39K 0.00% DBT
1669 GINNIE MAE I POOL 36185KDF0 Apr 2022 38,497 $39K 0.00% ABS-MBS
1670 LCH Limited N/A Apr 2022 24,596,300 $38K 0.00% DIR
1671 FRONTIER COMMUNICATIONS HOLDINGS LLC 35906ABE7 Apr 2022 40,000 $38K 0.00% DBT
1672 FANNIE MAE POOL 3138W1SQ1 Apr 2022 39,673 $38K 0.00% ABS-MBS
1673 KRAFT HEINZ FOODS CO 50077LAV8 Apr 2022 40,000 $38K 0.00% DBT
1674 GINNIE MAE I POOL 3617LNFQ2 Apr 2022 38,607 $38K 0.00% ABS-MBS
1675 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 150,000 $38K 0.00% DCR
1676 GNMA 38379N2B7 Apr 2022 347,441 $38K 0.00% ABS-MBS
1677 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 148,000 $37K 0.00% DCR
1678 ON SEMICONDUCTOR CORP 682189AQ8 Apr 2022 40,000 $37K 0.00% DBT
1679 FANNIE MAE POOL 31416CKF2 Apr 2022 33,672 $37K 0.00% ABS-MBS
1680 LCH Limited N/A Apr 2022 902,000 $37K 0.00% DIR
1681 WASTE MANAGEMENT INC 94106LBL2 Apr 2022 40,000 $36K 0.00% DBT
1682 GINNIE MAE I POOL 3617KGNP1 Apr 2022 34,485 $36K 0.00% ABS-MBS
1683 NEWS CORP 65249BAA7 Apr 2022 40,000 $36K 0.00% DBT
1684 GINNIE MAE I POOL 3617JJ2R6 Apr 2022 33,212 $36K 0.00% ABS-MBS
1685 GINNIE MAE I POOL 3617JSDT0 Apr 2022 34,173 $36K 0.00% ABS-MBS
1686 FANNIE MAE POOL 3138WES42 Apr 2022 35,705 $36K 0.00% ABS-MBS
1687 HCA INC 404119CA5 Apr 2022 40,000 $36K 0.00% DBT
1688 FANNIE MAE REMICS 3136AFEH3 Apr 2022 1,293,306 $36K 0.00% ABS-MBS
1689 GINNIE MAE I POOL 3617JUUV1 Apr 2022 32,710 $36K 0.00% ABS-MBS
1690 LCH Limited N/A Apr 2022 20,198,000 $35K 0.00% DIR
1691 FANNIE MAE POOL 3138ETDK9 Apr 2022 36,034 $35K 0.00% ABS-MBS
1692 FANNIE MAE POOL 3138YEPC5 Apr 2022 33,988 $34K 0.00% ABS-MBS
1693 FANNIE MAE POOL 3140E9ZA7 Apr 2022 34,046 $34K 0.00% ABS-MBS
1694 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 137,008 $33K 0.00% DCR
1695 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 250,000 $33K 0.00% DCR
1696 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 265,000 $33K 0.00% DCR
1697 FREDDIE MAC REMICS 3137AMVW4 Apr 2022 447,048 $33K 0.00% ABS-MBS
1698 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 127,000 $32K 0.00% DCR
1699 J.P. MORGAN SECURITIES N/A Apr 2022 260,000 $32K 0.00% DCR
1700 LCH Limited N/A Apr 2022 2,284,000 $31K 0.00% DIR
1701 FANNIE MAE POOL 3140JUGW8 Apr 2022 29,657 $30K 0.00% ABS-MBS
1702 FANNIE MAE POOL 31410KD50 Apr 2022 27,653 $30K 0.00% ABS-MBS
1703 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 243,000 $30K 0.00% DCR
1704 GNMA 38379JWT4 Apr 2022 1,447,740 $29K 0.00% ABS-MBS
1705 GINNIE MAE I POOL 36186JHJ0 Apr 2022 28,700 $29K 0.00% ABS-MBS
1706 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 317,680 $29K 0.00% DCR
1707 FANNIE MAE POOL 31418NZ45 Apr 2022 27,100 $29K 0.00% ABS-MBS
1708 GINNIE MAE I POOL 3617JJ2S4 Apr 2022 26,245 $29K 0.00% ABS-MBS
1709 LCH Limited N/A Apr 2022 1,705,000 $29K 0.00% DIR
1710 FANNIE MAE POOL 31411H6U9 Apr 2022 25,810 $28K 0.00% ABS-MBS
1711 GINNIE MAE I POOL 3617LKWK2 Apr 2022 27,972 $28K 0.00% ABS-MBS
1712 FANNIE MAE POOL 3138MAJN9 Apr 2022 28,868 $28K 0.00% ABS-MBS
1713 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 114,017 $28K 0.00% DCR
1714 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,603,000 $28K 0.00% DCR
1715 GINNIE MAE I POOL 3617JJ4B9 Apr 2022 25,175 $27K 0.00% ABS-MBS
1716 JP MORGANCHASE BANK N/A Apr 2022 9,503,400 $27K 0.00% DIR
1717 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 190,000 $27K 0.00% DCR
1718 GINNIE MAE I POOL 36186JHS0 Apr 2022 26,181 $26K 0.00% ABS-MBS
1719 LCH Limited N/A Apr 2022 1,305,000 $26K 0.00% DIR
1720 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 105,102 $25K 0.00% DCR
1721 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 278,080 $25K 0.00% DCR
1722 FREDDIE MAC GOLD POOL 31334YDR5 Apr 2022 23,981 $25K 0.00% ABS-MBS
1723 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 272,800 $25K 0.00% DCR
1724 GINNIE MAE I POOL 3617KQAS7 Apr 2022 23,993 $24K 0.00% ABS-MBS
1725 GINNIE MAE I POOL 3617JSE28 Apr 2022 21,957 $24K 0.00% ABS-MBS
1726 GINNIE MAE I POOL 3617BJUW2 Apr 2022 24,017 $24K 0.00% ABS-MBS
1727 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 130,000 $24K 0.00% DCR
1728 FANNIE MAE POOL 3140K4CQ1 Apr 2022 22,420 $23K 0.00% ABS-MBS
1729 GINNIE MAE I POOL 36213GNR8 Apr 2022 20,534 $22K 0.00% ABS-MBS
1730 GNMA 38379JSA0 Apr 2022 2,399,595 $22K 0.00% ABS-MBS
1731 CITIBANK N.A. N/A Apr 2022 24,613,400 $21K 0.00% DIR
1732 FANNIE MAE POOL 3138M7KQ7 Apr 2022 21,189 $20K 0.00% ABS-MBS
1733 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 112,000 $20K 0.00% DCR
1734 GINNIE MAE I POOL 36186JHR2 Apr 2022 18,862 $19K 0.00% ABS-MBS
1735 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 159,000 $19K 0.00% DCR
1736 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 61,000 $19K 0.00% DCR
1737 LCH Limited N/A Apr 2022 1,738,000 $19K 0.00% DIR
1738 FANNIE MAE REMICS 3136A6LM4 Apr 2022 651,073 $19K 0.00% ABS-MBS
1739 FANNIE MAE POOL 31371M5N3 Apr 2022 16,865 $18K 0.00% ABS-MBS
1740 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 202,400 $18K 0.00% DCR
1741 GNMA 38380YYB5 Apr 2022 124,155 $18K 0.00% ABS-MBS
1742 LCH Limited N/A Apr 2022 3,139,000 $18K 0.00% DIR
1743 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 192,720 $17K 0.00% DCR
1744 GINNIE MAE I POOL 3617JJVH6 Apr 2022 15,504 $17K 0.00% ABS-MBS
1745 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 919,000 $16K 0.00% DCR
1746 J.P. MORGAN SECURITIES N/A Apr 2022 907,000 $16K 0.00% DCR
1747 GINNIE MAE I POOL 3617LADV1 Apr 2022 14,363 $15K 0.00% ABS-MBS
1748 GNMA 38377WKG8 Apr 2022 4,211,616 $15K 0.00% ABS-MBS
1749 GINNIE MAE I POOL 3617LDUA2 Apr 2022 13,761 $15K 0.00% ABS-MBS
1750 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 158,400 $14K 0.00% DCR
1751 FANNIE MAE POOL 31418BMF0 Apr 2022 14,053 $14K 0.00% ABS-MBS
1752 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 796,000 $14K 0.00% DCR
1753 FANNIE MAE POOL 31409VC76 Apr 2022 12,368 $14K 0.00% ABS-MBS
1754 FANNIE MAE POOL 31411AFK6 Apr 2022 12,275 $13K 0.00% ABS-MBS
1755 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 147,840 $13K 0.00% DCR
1756 CREDIT SUISSE INTERNATIONAL N/A Apr 2022 287,000 $13K 0.00% DCR
1757 GINNIE MAE I POOL 3617KGPP9 Apr 2022 12,500 $13K 0.00% ABS-MBS
1758 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 107,000 $13K 0.00% DCR
1759 GINNIE MAE I POOL 36186JHQ4 Apr 2022 12,703 $13K 0.00% ABS-MBS
1760 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 32,836,200 $12K 0.00% DIR
1761 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 135,520 $12K 0.00% DCR
1762 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 129,360 $12K 0.00% DCR
1763 GINNIE MAE I POOL 36212CTP6 Apr 2022 10,737 $12K 0.00% ABS-MBS
1764 LCH Limited N/A Apr 2022 550,000 $11K 0.00% DIR
1765 LCH Limited N/A Apr 2022 517,000 $11K 0.00% DIR
1766 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 82,000 $11K 0.00% DCR
1767 GINNIE MAE I POOL 36197F2U6 Apr 2022 10,478 $10K 0.00% ABS-MBS
1768 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 601,000 $10K 0.00% DCR
1769 LCH Limited N/A Apr 2022 1,330,000 $10K 0.00% DIR
1770 DEUTSCHE BANK AG N/A Apr 2022 53,109,000 $10K 0.00% DIR
1771 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 109,120 $10K 0.00% DCR
1772 LCH Limited N/A Apr 2022 340,000 $10K 0.00% DIR
1773 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 60,000 $10K 0.00% DCR
1774 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 37,000 $9K 0.00% DCR
1775 GINNIE MAE I POOL 36213GNS6 Apr 2022 8,521 $9K 0.00% ABS-MBS
1776 GINNIE MAE I POOL 36213GNT4 Apr 2022 8,482 $9K 0.00% ABS-MBS
1777 FANNIE MAE POOL 31371MWJ2 Apr 2022 8,351 $9K 0.00% ABS-MBS
1778 LCH Limited N/A Apr 2022 2,298,000 $9K 0.00% DIR
1779 FANNIE MAE POOL 31410FDX0 Apr 2022 8,086 $9K 0.00% ABS-MBS
1780 FREDDIE MAC REMICS 31396HU72 Apr 2022 9,637 $8K 0.00% ABS-MBS
1781 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XYX6 Apr 2022 8,390 $8K 0.00% ABS-CBDO
1782 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 34,721 $8K 0.00% DCR
1783 LCH Limited N/A Apr 2022 418,000 $8K 0.00% DIR
1784 FREDDIE MAC REMICS 31396T2M4 Apr 2022 8,904 $8K 0.00% ABS-MBS
1785 J.P. MORGAN SECURITIES N/A Apr 2022 419,000 $8K 0.00% DCR
1786 FANNIE MAE REMICS 3136ADBY4 Apr 2022 505,502 $8K 0.00% ABS-MBS
1787 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 81,840 $7K 0.00% DCR
1788 CITIGROUP GLOBAL MARKETS INC N/A Apr 2022 157,000 $7K 0.00% DCR
1789 J.P. MORGAN SECURITIES N/A Apr 2022 66,000 $7K 0.00% DCR
1790 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 66,000 $7K 0.00% DCR
1791 FREDDIE MAC GOLD POOL 31346YWY5 Apr 2022 6,184 $6K 0.00% ABS-MBS
1792 LCH Limited N/A Apr 2022 332,000 $6K 0.00% DIR
1793 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 24,000 $6K 0.00% DCR
1794 LCH Limited N/A Apr 2022 536,000 $6K 0.00% DIR
1795 LCH Limited N/A Apr 2022 254,000 $5K 0.00% DIR
1796 FANNIE MAE REMICS 3136AMMX4 Apr 2022 320,805 $5K 0.00% ABS-MBS
1797 FREDDIE MAC REMICS 31397KMR9 Apr 2022 5,239 $4K 0.00% ABS-MBS
1798 FANNIE MAE REMICS 31396K2S0 Apr 2022 4,826 $4K 0.00% ABS-MBS
1799 FANNIE MAE REMICS 31395D6Q7 Apr 2022 4,836 $4K 0.00% ABS-MBS
1800 FANNIE MAE REMICS 31396PCT6 Apr 2022 4,407 $4K 0.00% ABS-MBS
1801 FREDDIE MAC REMICS 31397BDU2 Apr 2022 3,626 $3K 0.00% ABS-MBS
1802 GINNIE MAE I POOL 3617LCGS1 Apr 2022 3,199 $3K 0.00% ABS-MBS
1803 FANNIE MAE REMICS 3136ADLY3 Apr 2022 296,799 $3K 0.00% ABS-MBS
1804 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 130,000 $2K 0.00% DCR
1805 J.P. MORGAN SECURITIES N/A Apr 2022 15,000 $2K 0.00% DCR
1806 LCH Limited N/A Apr 2022 356,000 $2K 0.00% DIR
1807 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 85,000 $2K 0.00% DCR
1808 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 87,000 $1K 0.00% DCR
1809 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2006-C29 92978PAG4 Apr 2022 2,822,925 $1K 0.00% ABS-MBS
1810 LCH Limited N/A Apr 2022 441,000 $939 0.00% DIR
1811 FANNIE MAE REMICS 31392AJX7 Apr 2022 170,344 $852 0.00% ABS-MBS
1812 MERRILL LYNCH INTERNATIONAL N/A Apr 2022 43,000 $718 0.00% DCR
1813 GNMA 38377XUL4 Apr 2022 8,080 $613 0.00% ABS-MBS
1814 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 5,000 $550 0.00% DCR
1815 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 4,000 $440 0.00% DCR
1816 LCH Limited N/A Apr 2022 1,226,000 $429 0.00% DIR
1817 LCH Limited N/A Apr 2022 31,000 $420 0.00% DIR
1818 FREDDIE MAC REMICS 3137ALGM5 Apr 2022 109,308 $403 0.00% ABS-MBS
1819 UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C2 90269CAV2 Apr 2022 2,565,000 $256 0.00% ABS-MBS
1820 CITIGROUP COMMERCIAL MORTGAGE TRUST 2006-C5 17310MAN0 Apr 2022 6,236,469 $135 0.00% ABS-MBS
1821 GNMA 38379AZL7 Apr 2022 50,923 $112 0.00% ABS-MBS
1822 FANNIE MAE TRUST 2005-W4 31394VPX2 Apr 2022 44,655 $54 0.00% ABS-MBS
1823 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,000 $17 0.00% DCR
1824 TIAA REAL ESTATE CDO LTD 88631FAA6 Apr 2022 1,661,295 $17 0.00% ABS-MBS
1825 FIRSTPLUS HOME LOAN OWNER TRUST 1997-3 337925CC3 Apr 2022 134,710 $13 0.00% ABS-MBS
1826 CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2 22545YBS9 Apr 2022 6,147,590 $5 0.00% ABS-MBS
1827 BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-1 059497BW6 Apr 2022 136,086 $2 0.00% ABS-MBS
1828 TORONTO-DOMINION BANK/THE N/A Apr 2022 3,001,800 $-21193 -0.00% DIR
1829 DEUTSCHE BANK AG N/A Apr 2022 53,109,000 $-30272 -0.00% DIR
1830 CITIBANK N.A. N/A Apr 2022 24,613,400 $-30767 -0.00% DIR
1831 JP MORGANCHASE BANK N/A Apr 2022 9,503,400 $-34307 -0.00% DIR
1832 UBS AG N/A Apr 2022 25,177,700 $-54384 -0.00% DIR
1833 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 6,678,900 $-58440 -0.00% DIR
1834 CITIBANK N.A. N/A Apr 2022 7,183,900 $-59195 -0.00% DIR
1835 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 1,179,600 $-73725 -0.00% DIR
1836 JP MORGANCHASE BANK N/A Apr 2022 5,702,000 $-79372 -0.00% DIR
1837 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 6,678,900 $-92436 -0.00% DIR
1838 CITIBANK N.A. N/A Apr 2022 5,702,000 $-96478 -0.00% DIR
1839 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 5,702,000 $-126299 -0.01% DIR
1840 MORGAN STANLEY AND CO. INTERNATIONAL N/A Apr 2022 5,702,000 $-131431 -0.01% DIR
1841 CITIBANK N.A. N/A Apr 2022 5,702,000 $-154980 -0.01% DIR
1842 CITIBANK N.A. N/A Apr 2022 15,357,200 $-165243 -0.01% DIR
1843 JP MORGANCHASE BANK N/A Apr 2022 5,702,000 $-182578 -0.01% DIR
1844 JP MORGANCHASE BANK N/A Apr 2022 4,643,600 $-210773 -0.01% DIR
1845 WELLS FARGO BANK NA N/A Apr 2022 14,388,800 $-243458 -0.01% DIR
1846 BANK OF AMERICA N.A. N/A Apr 2022 260,109,800 $-306930 -0.01% DIR
1847 BANK OF AMERICA N.A. N/A Apr 2022 349,187,700 $-310777 -0.01% DIR
1848 JP MORGANCHASE BANK N/A Apr 2022 9,501,000 $-358188 -0.01% DIR
1849 JP MORGANCHASE BANK N/A Apr 2022 25,335,900 $-361290 -0.01% DIR
1850 CITIBANK N.A. N/A Apr 2022 7,042,000 $-366536 -0.01% DIR
1851 CITIBANK N.A. N/A Apr 2022 22,986,200 $-373526 -0.02% DIR
1852 JP MORGANCHASE BANK N/A Apr 2022 14,489,200 $-374691 -0.02% DIR
1853 CITIBANK N.A. N/A Apr 2022 126,213,700 $-396311 -0.02% DIR
1854 CITIBANK N.A. N/A Apr 2022 12,950,900 $-400053 -0.02% DIR
1855 UBS AG N/A Apr 2022 55,539,700 $-440985 -0.02% DIR
1856 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 11,702,400 $-467160 -0.02% DIR
1857 JP MORGANCHASE BANK N/A Apr 2022 9,726,100 $-486402 -0.02% DIR
1858 BANK OF AMERICA N.A. N/A Apr 2022 21,554,700 $-488214 -0.02% DIR
1859 UBS AG N/A Apr 2022 138,849,000 $-505410 -0.02% DIR
1860 DEUTSCHE BANK AG N/A Apr 2022 47,962,700 $-522314 -0.02% DIR
1861 CITIBANK N.A. N/A Apr 2022 24,016,200 $-549971 -0.02% DIR
1862 WELLS FARGO BANK NA N/A Apr 2022 32,946,100 $-575239 -0.02% DIR
1863 TORONTO-DOMINION BANK/THE N/A Apr 2022 30,040,600 $-611627 -0.02% DIR
1864 BARCLAYS BANK PLC N/A Apr 2022 41,524,500 $-616639 -0.02% DIR
1865 CITIBANK N.A. N/A Apr 2022 38,370,100 $-647304 -0.03% DIR
1866 BANK OF AMERICA N.A. N/A Apr 2022 73,993,400 $-675560 -0.03% DIR
1867 JP MORGANCHASE BANK N/A Apr 2022 40,009,500 $-698166 -0.03% DIR
1868 BANK OF AMERICA N.A. N/A Apr 2022 144,600,800 $-712882 -0.03% DIR
1869 TORONTO-DOMINION BANK/THE N/A Apr 2022 12,974,800 $-716339 -0.03% DIR
1870 UBS AG N/A Apr 2022 16,661,800 $-721456 -0.03% DIR
1871 DEUTSCHE BANK AG N/A Apr 2022 45,972,400 $-723606 -0.03% DIR
1872 WELLS FARGO BANK NA N/A Apr 2022 44,430,800 $-809529 -0.03% DIR
1873 UBS AG N/A Apr 2022 41,654,700 $-840175 -0.03% DIR
1874 CITIBANK N.A. N/A Apr 2022 15,753,700 $-844241 -0.03% DIR
1875 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 57,074,200 $-884079 -0.04% DIR
1876 JP MORGANCHASE BANK N/A Apr 2022 56,013,300 $-906295 -0.04% DIR
1877 CITIBANK N.A. N/A Apr 2022 18,266,500 $-942186 -0.04% DIR
1878 BANK OF AMERICA N.A. N/A Apr 2022 12,378,000 $-945184 -0.04% DIR
1879 CITIBANK N.A. N/A Apr 2022 18,485,500 $-1059034 -0.04% DIR
1880 WELLS FARGO BANK NA N/A Apr 2022 75,101,900 $-1072455 -0.04% DIR
1881 DEUTSCHE BANK AG N/A Apr 2022 68,424,300 $-1136528 -0.05% DIR
1882 UBS AG N/A Apr 2022 15,020,300 $-1168279 -0.05% DIR
1883 CITIBANK N.A. N/A Apr 2022 74,871,100 $-1251096 -0.05% DIR
1884 BANK OF AMERICA N.A. N/A Apr 2022 19,218,800 $-1288044 -0.05% DIR
1885 BANK OF AMERICA N.A. N/A Apr 2022 61,584,900 $-1450940 -0.06% DIR
1886 WELLS FARGO BANK NA N/A Apr 2022 105,142,300 $-1483558 -0.06% DIR
1887 CITIBANK N.A. N/A Apr 2022 51,795,400 $-1586493 -0.06% DIR
1888 BANK OF AMERICA N.A. N/A Apr 2022 36,109,900 $-1708720 -0.07% DIR
1889 BANK OF AMERICA N.A. N/A Apr 2022 335,906,400 $-1783663 -0.07% DIR
1890 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 18,108,500 $-1841272 -0.07% DIR
1891 WELLS FARGO BANK NA N/A Apr 2022 110,314,200 $-1859897 -0.08% DIR
1892 CITIBANK N.A. N/A Apr 2022 147,213,700 $-1896112 -0.08% DIR
1893 UBS AG N/A Apr 2022 33,323,900 $-2185715 -0.09% DIR
1894 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 39,298,600 $-2246701 -0.09% DIR
1895 JP MORGANCHASE BANK N/A Apr 2022 62,686,100 $-2324401 -0.09% DIR
1896 TORONTO-DOMINION BANK/THE N/A Apr 2022 75,101,900 $-2377726 -0.10% DIR
1897 JP MORGANCHASE BANK N/A Apr 2022 25,768,900 $-2477164 -0.10% DIR
1898 CITIBANK N.A. N/A Apr 2022 176,939,400 $-3416700 -0.14% DIR
1899 WELLS FARGO BANK NA N/A Apr 2022 46,012,800 $-3437616 -0.14% DIR
1900 GOLDMAN SACHS INTERNATIONAL N/A Apr 2022 54,026,200 $-3887185 -0.16% DIR
1901 BANK OF AMERICA N.A. N/A Apr 2022 260,109,800 $-3974478 -0.16% DIR
1902 CITIBANK N.A. N/A Apr 2022 126,213,700 $-4207965 -0.17% DIR
1903 BANK OF AMERICA N.A. N/A Apr 2022 247,559,600 $-4297635 -0.17% DIR
1904 CITIBANK N.A. N/A Apr 2022 94,010,900 $-5675438 -0.23% DIR
1905 BANK OF AMERICA N.A. N/A Apr 2022 14,414,200 $-6677955 -0.27% DIR
1906 BANK OF AMERICA N.A. N/A Apr 2022 147,966,600 $-7590687 -0.31% DIR
1907 CITIBANK N.A. N/A Apr 2022 176,939,400 $-12824568 -0.52% DIR