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SIMT Core Fixed Income Fund

SEI INSTITUTIONAL MANAGED TRUST

Assets: $3.8B Net: $3.4B Series: S000006667 EDGAR ↗
+1455
New
-2339
Exited
5611
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 United States of America 1TUH25 Dec 2024 1,801 +1,706 $370.3M +1545.0% 10.75% DIR
2 United States of America 91282CMD0 139,775,000 New $139.7M 4.06% SN
3 United States of America 1TUH25 Dec 2024 451 New $92.7M 2.69% DIR
4 United States of America FVH25 Dec 2024 835 New $88.8M 2.58% DIR
5 United States of America 1TUH25 Dec 2024 341 New $70.1M 2.04% DIR
6 United States of America 91282CLW9 71,085,000 New $69.2M 2.01% SN
7 United States of America 91282CME8 51,525,000 New $51.5M 1.50% SN
8 United States of America FVH25 Dec 2024 463 New $49.2M 1.43% DIR
9 United States of America 912810UE6 49,035,000 New $46.8M 1.36% DBT
10 United States of America 912810UF3 45,350,000 New $44.0M 1.28% DBT
11 United States of America 91282CMB4 41,170,000 New $40.9M 1.19% SN
12 United States of America 91282CLQ2 39,960,000 New $39.5M 1.15% SN
13 N/A 783965593 Dec 2024 30,345,481 +2,362,887 $30.3M +8.4% 0.88% STIV
14 United States of America 91282CMA6 30,380,000 New $30.0M 0.87% SN
15 United States of America 912810TA6 Dec 2024 46,340,000 +15,386,000 $30.0M +33.9% 0.87% DBT
16 Federal National Mortgage Association 01F032617 33,375,000 New $29.5M 0.86% DBT
17 Government National Mortgage Association 2 21H060614 29,100,000 New $29.3M 0.85% DBT
18 United States of America FVH25 Dec 2024 222 New $23.6M 0.69% DIR
19 United States of America 91282CLZ2 23,830,000 New $23.3M 0.68% SN
20 Federal National Mortgage Association 01F050619 23,425,000 New $22.6M 0.66% DBT
21 United States of America 912810UD8 24,690,000 New $22.3M 0.65% DBT
22 United States of America 91282CMD0 21,426,000 New $21.4M 0.62% SN
23 United States of America 912810TC2 Dec 2024 31,630,000 +29,780,000 $21.2M +1421.0% 0.62% DBT
24 United States of America 912828X88 22,085,000 New $21.2M 0.61% SN
25 United States of America 91282CBJ9 22,963,000 New $20.6M 0.60% SN
26 United States of America 91282CMB4 19,970,000 New $19.8M 0.58% SN
27 United States of America 91282CLX7 19,710,000 New $19.6M 0.57% SN
28 United States of America 91282CAJ0 19,765,000 New $19.2M 0.56% SN
29 United States of America 912810UC0 20,731,000 New $18.9M 0.55% DBT
30 United States of America 91282CMD0 18,105,000 New $18.1M 0.53% SN
31 United States of America 912810SC3 Dec 2024 23,730,000 +18,445,000 $17.8M +276.8% 0.52% DBT
32 United States of America 91282CLW9 18,244,000 New $17.8M 0.52% SN
33 N/A 783965593 Dec 2024 17,334,068 New $17.3M 0.50% STIV
34 United States of America 91282CCR0 19,404,000 New $17.3M 0.50% SN
35 Government National Mortgage Association 2 21H022614 19,400,000 New $16.2M 0.47% DBT
36 Government National Mortgage Association 2 21H050615 16,350,000 New $15.9M 0.46% DBT
37 N/A 783965593 Dec 2024 15,669,626 New $15.7M 0.45% STIV
38 Federal National Mortgage Association 3140XNRG1 15,178,679 New $15.0M 0.44% DBT
39 United States of America 912810SW9 Dec 2024 22,029,000 +20,647,000 $14.8M +1327.8% 0.43% DBT
40 United States of America 91282CFC0 Dec 2024 15,790,000 -6,135,000 $14.6M -29.4% 0.43% SN
41 United States of America 912810SF6 18,760,000 New $13.6M 0.40% DBT
42 United States of America 91282CLY5 12,990,000 New $13.0M 0.38% SN
43 Federal National Mortgage Association 31417FR91 14,678,517 New $13.0M 0.38% DBT
44 Federal National Mortgage Association 01F052615 12,700,000 New $12.5M 0.36% DBT
45 Freddie Mac 3132CXLN0 13,233,100 New $12.5M 0.36% DBT
46 Government National Mortgage Association 2 21H042612 12,900,000 New $12.2M 0.35% DBT
47 Government National Mortgage Association 2 21H040616 13,175,000 New $12.1M 0.35% DBT
48 United States of America 912810SD1 16,590,000 New $12.1M 0.35% DBT
49 United States of America 91282CLR0 11,912,000 New $11.8M 0.34% SN
50 Federal National Mortgage Association 01F042616 12,425,000 New $11.7M 0.34% DBT
51 United States of America 91282CMA6 11,775,000 New $11.6M 0.34% SN
52 Freddie Mac 3132DWDC4 14,904,634 New $11.6M 0.34% DBT
53 Federal National Mortgage Association 01F040610 12,475,000 New $11.4M 0.33% DBT
54 United States of America TYH25 Dec 2024 104 New $11.3M 0.33% DIR
55 United States of America 912810UD8 12,410,000 New $11.2M 0.33% DBT
56 United States of America 91282CMB4 11,228,000 New $11.1M 0.32% SN
57 United States of America 912810UF3 11,380,000 New $11.0M 0.32% DBT
58 United States of America 912810TA6 Dec 2024 15,825,000 New $10.2M 0.30% DBT
59 United States of America 91282CLP4 10,220,000 New $10.1M 0.29% SN
60 Freddie Mac 3132DWDZ3 11,265,122 New $9.6M 0.28% DBT
61 United States of America 9128284N7 9,997,000 New $9.5M 0.28% SN
62 Government National Mortgage Association 2 21H052611 8,950,000 New $8.9M 0.26% DBT
63 Federal National Mortgage Association 01F052615 8,875,000 New $8.8M 0.25% DBT
64 Federal National Mortgage Association 31417D3Z4 9,762,943 New $8.6M 0.25% DBT
65 United States of America 912810UC0 9,345,000 New $8.5M 0.25% DBT
66 Federal National Mortgage Association 31418EU99 8,602,516 New $8.5M 0.25% DBT
67 N/A 783965593 Dec 2024 8,456,184 New $8.5M 0.25% STIV
68 United States of America 91282CEM9 8,543,000 New $8.0M 0.23% SN
69 United States of America 912810SE9 Dec 2024 10,155,000 +9,075,000 $7.9M +685.1% 0.23% DBT
70 Estados Unidos Mexicanos 91086QBB3 Dec 2024 10,258,000 +178,000 $7.8M -8.9% 0.23% DBT
71 United States of America 91282CMA6 7,817,000 New $7.7M 0.22% SN
72 United States of America 91282CME8 7,555,000 New $7.6M 0.22% SN
73 United States of America 91282CLZ2 7,695,000 New $7.5M 0.22% SN
74 Federal National Mortgage Association 3140MHSH3 9,192,313 New $7.5M 0.22% DBT
75 United States of America AULH25 Dec 2024 63 New $7.5M 0.22% DIR
76 Federal National Mortgage Association 31418EB82 9,120,868 New $7.1M 0.21% DBT
77 United States of America 91282CBZ3 7,793,000 New $7.1M 0.20% SN
78 Federal National Mortgage Association 31418EHK9 7,463,216 New $7.0M 0.20% DBT
79 United States of America 912810UE6 7,290,000 New $7.0M 0.20% DBT
80 Federal National Mortgage Association 31418ELW8 7,299,676 New $6.9M 0.20% DBT
81 Government National Mortgage Association 2 21H052629 6,900,000 New $6.8M 0.20% DBT
82 Freddie Mac 3137H0NN4 7,694,588 New $6.5M 0.19% DBT
83 United States of America 91282CLR0 6,500,000 New $6.4M 0.19% SN
84 Federal National Mortgage Association 3140XH5J2 Dec 2024 7,127,502 -1,262,667 $6.3M -18.7% 0.18% DBT
85 United States of America 912810SE9 Dec 2024 7,927,000 New $6.2M 0.18% DBT
86 Federal National Mortgage Association 31417DMW0 6,970,355 New $6.1M 0.18% DBT
87 Freddie Mac 3132DWK93 6,145,513 New $6.1M 0.18% DBT
88 Federal National Mortgage Association 3136ADTH2 Dec 2024 6,200,196 -675,034 $6.0M -8.5% 0.17% DBT
89 United States of America 91282CLY5 5,927,000 New $5.9M 0.17% SN
90 United States of America 912810RC4 Dec 2024 6,955,000 +6,715,000 $5.9M +2429.1% 0.17% DBT
91 United States of America 91282CMC2 5,790,000 New $5.8M 0.17% SN
92 FREDDIE MAC STACR REMIC TRUST 35564KKY4 Dec 2024 5,746,000 $5.8M +5.7% 0.17% DBT
93 United States of America 912810TG3 Dec 2024 8,150,000 -905,000 $5.7M -26.4% 0.17% DBT
94 Federal National Mortgage Association 01F030611 6,700,000 New $5.7M 0.17% DBT
95 Federal National Mortgage Association 01F020612 7,300,000 New $5.7M 0.16% DBT
96 Federal National Mortgage Association 01F022618 6,875,000 New $5.6M 0.16% DBT
97 United States of America 912810SX7 Dec 2024 8,800,000 -3,400,000 $5.5M -40.9% 0.16% DBT
98 United States of America 91282CCE9 6,121,000 New $5.5M 0.16% SN
99 Federal National Mortgage Association 3140MGNT4 7,055,604 New $5.5M 0.16% DBT
100 United States of America 91282CLW9 5,650,000 New $5.5M 0.16% SN
101 United States of America 91282CLY5 5,375,000 New $5.4M 0.16% SN
102 J.P. MORGAN MORTGAGE TRUST 46654AAC3 6,727,261 New $5.4M 0.16% ABS-MBS
103 Freddie Mac 3132DWFF5 5,637,681 New $5.3M 0.15% DBT
104 Government National Mortgage Association 2 36179XHY5 5,490,024 New $5.2M 0.15% DBT
105 Freddie Mac 3132DWE58 5,622,174 New $5.1M 0.15% DBT
106 United States of America 91282CET4 5,333,000 New $5.1M 0.15% SN
107 Federal National Mortgage Association 3136B1YW8 5,859,223 New $5.1M 0.15% DBT
108 Federal National Mortgage Association 3140QQK87 5,564,943 New $5.1M 0.15% DBT
109 Freddie Mac 3132DWDQ3 6,434,776 New $5.0M 0.15% DBT
110 CITIGROUP INC. 172967PF2 4,995,000 New $5.0M 0.14% DBT
111 THE GOLDMAN SACHS GROUP, INC. 38141GYJ7 Dec 2024 5,970,000 +4,435,000 $5.0M +299.2% 0.14% DBT
112 United States of America 912810UD8 5,474,000 New $5.0M 0.14% DBT
113 Freddie Mac 3133B5GX4 Dec 2024 6,230,568 -663,860 $4.9M -14.9% 0.14% DBT
114 Freddie Mac 3132DS4E9 5,282,247 New $4.8M 0.14% DBT
115 Federal National Mortgage Association 3140XF2G5 Dec 2024 6,102,934 -972,774 $4.8M -17.8% 0.14% DBT
116 United States of America 912810UF3 4,960,000 New $4.8M 0.14% DBT
117 Federal National Mortgage Association 3140XKV31 4,989,484 New $4.7M 0.14% DBT
118 Federal National Mortgage Association 31418DU67 Dec 2024 5,608,019 -913,166 $4.7M -16.8% 0.14% DBT
119 Freddie Mac 3132DWDJ9 Dec 2024 5,702,121 -669,484 $4.7M -15.1% 0.14% DBT
120 Freddie Mac 3132DWDR1 Dec 2024 5,696,965 -579,844 $4.6M -14.1% 0.14% DBT
121 BAYVIEW OPPORTUNITY MASTER FUND TRUST 07335UAE4 5,338,584 New $4.6M 0.13% ABS-MBS
122 ACCREDITED MORTGAGE LOAN TRUST 00438QAF1 5,000,000 New $4.6M 0.13% ABS-MBS
123 United States of America 91282CKA8 4,635,000 New $4.6M 0.13% SN
124 Federal National Mortgage Association 31418D7E6 Dec 2024 5,864,574 -643,601 $4.6M -15.0% 0.13% DBT
125 BARCLAYS PLC 06738EAN5 Dec 2024 4,600,000 +2,330,000 $4.6M +109.0% 0.13% DBT
126 CWABS ASSET-BACKED CERTIFICATES TRUST 126697AF8 4,960,855 New $4.6M 0.13% ABS-MBS
127 MORTGAGE ASSET SECURITIZATION TRANSACTIONS, INC. 576457AD7 Dec 2024 5,500,000 $4.6M +8.4% 0.13% ABS-MBS
128 Freddie Mac 3132DWCP6 Dec 2024 5,555,628 -744,419 $4.5M -16.6% 0.13% DBT
129 Federal National Mortgage Association 3140QKVC9 5,436,352 New $4.5M 0.13% DBT
130 Federal National Mortgage Association 31418EAN0 Dec 2024 5,510,736 -732,163 $4.5M -16.3% 0.13% DBT
131 BANK OF AMERICA CORPORATION 06051GMA4 4,485,000 New $4.5M 0.13% DBT
132 Freddie Mac 3132DQK54 5,233,041 New $4.5M 0.13% DBT
133 Federal National Mortgage Association 31418E5N6 4,607,316 New $4.4M 0.13% DBT
134 Freddie Mac 3132DWML4 4,419,076 New $4.4M 0.13% DBT
135 Federal National Mortgage Association 31418EBS8 Dec 2024 5,410,530 -680,866 $4.4M -15.9% 0.13% DBT
136 Freddie Mac 3132DWC76 Dec 2024 5,381,803 -676,383 $4.4M -15.7% 0.13% DBT
137 Federal National Mortgage Association 3140QSF22 4,438,594 New $4.4M 0.13% DBT
138 Federal National Mortgage Association 3140MNM37 Dec 2024 5,113,125 -1,091,597 $4.4M -21.4% 0.13% DBT
139 Federal National Mortgage Association 01F020612 5,600,000 New $4.4M 0.13% DBT
140 TOYOTA AUTO LOAN EXTENDED NOTE TRUST 89237JAA4 Dec 2024 4,410,000 +3,050,000 $4.4M +244.6% 0.13% ABS-MBS
141 Federal National Mortgage Association 3140KSVF1 Dec 2024 5,553,812 -579,774 $4.3M -14.6% 0.13% DBT
142 Freddie Mac 3132DWC68 Dec 2024 5,515,808 -576,353 $4.3M -14.6% 0.12% DBT
143 Federal National Mortgage Association 3140XGX46 Dec 2024 5,513,938 -579,650 $4.3M -14.7% 0.12% DBT
144 Government National Mortgage Association 2 36179SQV2 4,781,296 New $4.2M 0.12% DBT
145 Freddie Mac 3132DVL52 Dec 2024 5,073,069 +1,733,935 $4.2M +43.9% 0.12% DBT
146 SBNA AUTO LEASE TRUST 78436TAC0 4,090,000 New $4.1M 0.12% ABS-MBS
147 GOLDENTREE LOAN MANAGEMENT US CLO LTD 38138LAW8 4,100,000 New $4.1M 0.12% ABS-CBDO
148 FORD MOTOR CREDIT COMPANY LLC 345397G31 4,092,000 New $4.1M 0.12% DBT
149 PACIFIC GAS AND ELECTRIC COMPANY 694308KL0 3,910,000 New $4.0M 0.12% DBT
150 Federal National Mortgage Association 31418DVA7 Dec 2024 5,086,626 -612,533 $4.0M -15.6% 0.12% DBT
151 United States of America 91282CCV1 Dec 2024 4,467,000 +2,940,000 $4.0M +197.1% 0.12% SN
152 THE GOLDMAN SACHS GROUP, INC. 38141GYG3 Dec 2024 4,110,000 +2,575,000 $3.9M +187.9% 0.11% DBT
153 MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 61772LAJ0 Dec 2024 4,805,453 -751,835 $3.9M -14.0% 0.11% ABS-MBS
154 Federal National Mortgage Association 31418E5P1 3,898,580 New $3.8M 0.11% DBT
155 ANGEL OAK MORTGAGE TRUST 03464PAA5 Dec 2024 4,124,631 -752,684 $3.8M -15.0% 0.11% ABS-MBS
156 United States of America 912810SZ2 Dec 2024 6,600,000 $3.8M -18.8% 0.11% DBT
157 Government National Mortgage Association 2 21H062610 3,700,000 New $3.8M 0.11% DBT
158 OCTAGON INVESTMENT PARTNERS, LTD. 67592RAA1 3,750,000 New $3.7M 0.11% ABS-CBDO
159 Government National Mortgage Association 2 36179V7D6 Dec 2024 4,656,210 +998,004 $3.7M +19.5% 0.11% DBT
160 Government National Mortgage Association 2 3622ACUD0 4,281,208 New $3.7M 0.11% DBT
161 United States of America 912810TC2 Dec 2024 5,498,000 New $3.7M 0.11% DBT
162 Government National Mortgage Association 2 36179WZB7 4,116,802 New $3.7M 0.11% DBT
163 Freddie Mac 3132DWFQ1 3,867,360 New $3.6M 0.11% DBT
164 United States of America 91282CJK8 3,580,000 New $3.6M 0.10% SN
165 HSBC HOLDINGS PLC 404280EG0 3,515,000 New $3.6M 0.10% DBT
166 BAYER US FINANCE II LLC 07274NAL7 Dec 2024 3,688,000 +3,303,000 $3.5M +852.8% 0.10% DBT
167 AMERICAN EXPRESS COMPANY 025816DG1 3,465,000 New $3.5M 0.10% DBT
168 CIFC FUNDING LTD 12567HAC6 Dec 2024 3,500,000 $3.5M +2.4% 0.10% ABS-CBDO
169 LCM LTD. 50204JAL1 3,500,000 New $3.5M 0.10% ABS-CBDO
170 PMT LOAN TRUST 73015BAC9 3,548,970 New $3.5M 0.10% ABS-MBS
171 Federal National Mortgage Association 31418DTQ5 Dec 2024 4,428,606 -541,766 $3.5M -15.7% 0.10% DBT
172 Federal National Mortgage Association 3136B1S39 3,564,533 New $3.5M 0.10% DBT
173 TRESTLES CLO LTD 89532WAC3 Dec 2024 3,445,000 $3.5M +3.4% 0.10% ABS-CBDO
174 Government National Mortgage Association 2 21H060622 3,400,000 New $3.4M 0.10% DBT
175 Federal National Mortgage Association 3140FXRS3 Dec 2024 4,086,273 -647,303 $3.4M -19.5% 0.10% DBT
176 Government National Mortgage Association 2 36179SNU7 3,878,172 New $3.4M 0.10% DBT
177 Government National Mortgage Association 2 36179XDF0 3,477,781 New $3.4M 0.10% DBT
178 HOUSTON GALLERIA MALL TRUST 44217NAC0 3,400,000 New $3.4M 0.10% ABS-MBS
179 AerCap Ireland Capital Designated Activity Company 00774MAV7 Dec 2024 3,530,000 $3.4M +6.6% 0.10% DBT
180 GSAMP TRUST 36244KAE5 Dec 2024 3,487,848 -982,296 $3.3M -19.4% 0.10% ABS-MBS
181 Government National Mortgage Association 2 36179VVX5 4,114,535 New $3.3M 0.10% DBT
182 TOYOTA AUTO LOAN EXTENDED NOTE TRUST 89231JAA0 3,205,000 New $3.3M 0.09% ABS-MBS
183 United States of America 91282CBT7 3,395,000 New $3.3M 0.09% SN
184 Freddie Mac 3132DUD20 3,158,030 New $3.2M 0.09% DBT
185 SABINE PASS LIQUEFACTION, LLC 785592AS5 Dec 2024 3,210,000 +1,945,000 $3.2M +155.2% 0.09% DBT
186 GSAMP TRUST 362341L56 Dec 2024 3,290,995 -1,799,005 $3.2M -34.6% 0.09% ABS-MBS
187 Government National Mortgage Association 2 36179VZQ6 Dec 2024 3,984,083 +2,731,641 $3.2M +198.3% 0.09% DBT
188 Federal National Mortgage Association 3136ATB78 3,181,852 New $3.2M 0.09% DBT
189 WELLS FARGO & COMPANY 95000U2M4 Dec 2024 3,550,000 -460,000 $3.2M -16.4% 0.09% DBT
190 CVS HEALTH CORPORATION 126650CZ1 Dec 2024 3,820,000 -45,000 $3.1M -12.9% 0.09% DBT
191 Federal National Mortgage Association 31418DWR9 3,969,879 New $3.1M 0.09% DBT
192 Freddie Mac 3132DVMB8 Dec 2024 3,728,538 -594,235 $3.1M -18.2% 0.09% DBT
193 Government National Mortgage Association 38383RU96 Dec 2024 3,748,800 -520,428 $3.1M -17.0% 0.09% DBT
194 WarnerMedia Holdings, Inc. 55903VBE2 4,089,000 New $3.0M 0.09% DBT
195 Freddie Mac 3133L8U29 3,417,270 New $3.0M 0.09% DBT
196 HUMANA INC. 444859BT8 Dec 2024 3,205,000 $3.0M +0.3% 0.09% DBT
197 Federal National Mortgage Association 3140QNYY2 Dec 2024 3,410,525 -535,692 $3.0M -17.6% 0.09% DBT
198 CLOVER CLO LLC 18914GAC5 3,000,000 New $3.0M 0.09% ABS-CBDO
199 BARINGS CLO LTD 06760XAL8 3,005,516 New $3.0M 0.09% ABS-CBDO
200 HESS CORPORATION 42809HAC1 Dec 2024 2,885,000 +2,005,000 $3.0M +238.5% 0.09% DBT
201 CEDAR FUNDING LTD 15033TAS4 Dec 2024 3,000,000 $3.0M +3.7% 0.09% ABS-CBDO
202 BROADCOM INC. 11135FBV2 Dec 2024 3,085,000 +2,644,000 $2.9M +631.7% 0.09% DBT
203 FREMONT HOME LOAN OWNER TRUST 35729PNC0 Dec 2024 3,074,523 -1,326,771 $2.9M -27.7% 0.09% ABS-MBS
204 ORACLE CORPORATION 68389XBP9 Dec 2024 3,495,000 +1,240,000 $2.9M +55.8% 0.08% DBT
205 LEHMAN XS TRUST MORTGAGE PASS-THROUGH CERTIFICATES 52525BAD4 Dec 2024 3,237,577 -595,377 $2.9M -7.3% 0.08% ABS-MBS
206 Federal National Mortgage Association 3140QGGP6 Dec 2024 3,471,577 -635,790 $2.9M -18.3% 0.08% DBT
207 HEWLETT PACKARD ENTERPRISE COMPANY 42824CBV0 3,015,000 New $2.9M 0.08% DBT
208 OCEANVIEW MORTGAGE TRUST 67647WAE7 3,308,640 New $2.9M 0.08% ABS-MBS
209 NISOURCE INC. 65473PAQ8 2,920,000 New $2.9M 0.08% DBT
210 CYRUSONE DATA CENTER ISSUER LLC 23284BAF1 3,000,000 New $2.9M 0.08% ABS-MBS
211 Federal National Mortgage Association 3140XHWZ6 Dec 2024 3,380,229 -1,223,751 $2.9M -30.5% 0.08% DBT
212 Freddie Mac 3133KQXT8 2,920,522 New $2.8M 0.08% DBT
213 TOYOTA AUTO LOAN EXTENDED NOTE TRUST 89237MAA7 2,920,000 New $2.8M 0.08% ABS-MBS
214 Federal National Mortgage Association 31418EPB0 2,972,473 New $2.8M 0.08% DBT
215 BERRY GLOBAL, INC. 08576PAF8 Dec 2024 2,985,000 $2.8M +7.0% 0.08% DBT
216 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES 92922F5T1 Dec 2024 2,957,954 -578,296 $2.8M -11.1% 0.08% ABS-MBS
217 Freddie Mac 3132DUKQ9 2,862,704 New $2.8M 0.08% DBT
218 BANK OF AMERICA CORPORATION 06051GJQ3 Dec 2024 2,875,000 +685,000 $2.8M +39.7% 0.08% DBT
219 Federal National Mortgage Association 01F022618 3,355,000 New $2.7M 0.08% DBT
220 Federal National Mortgage Association 31358DDS0 Dec 2024 3,564,000 $2.7M +3.6% 0.08% DBT
221 Freddie Mac 3132DQTB2 2,949,394 New $2.7M 0.08% DBT
222 CITIGROUP INC. 172967MY4 Dec 2024 3,190,000 +1,785,000 $2.7M +131.6% 0.08% DBT
223 DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST 247361ZV3 Dec 2024 2,923,709 -478,352 $2.7M -10.1% 0.08% DBT
224 STACK INFRASTRUCTURE ISSUER, LLC 85236KAE2 2,775,000 New $2.7M 0.08% ABS-MBS
225 RATE MORTGAGE TRUST 75408TAD8 2,666,578 New $2.7M 0.08% ABS-MBS
226 DISCOVER CARD EXECUTION NOTE TRUST 254683CZ6 2,639,000 New $2.7M 0.08% ABS-MBS
227 BANK OF AMERICA CORPORATION 06051GJZ3 Dec 2024 2,925,000 +205,000 $2.7M +13.3% 0.08% DBT
228 Federal National Mortgage Association 31418DV25 Dec 2024 3,176,290 -239,071 $2.7M -9.5% 0.08% DBT
229 ACRA TRUST 00112EAA2 2,634,251 New $2.6M 0.08% ABS-MBS
230 Federal National Mortgage Association 31418DYB2 Dec 2024 3,348,748 -392,270 $2.6M -15.3% 0.08% DBT
231 Government National Mortgage Association 2 3622ADBZ0 3,156,136 New $2.6M 0.08% DBT
232 Freddie Mac 3132DPBM9 3,042,420 New $2.6M 0.08% DBT
233 JPMORGAN CHASE & CO. 46647PCB0 Dec 2024 2,705,000 -1,305,000 $2.6M -27.9% 0.08% DBT
234 Freddie Mac 3132DMHG3 Dec 2024 2,994,918 -496,002 $2.6M -18.3% 0.08% DBT
235 Federal National Mortgage Association 3140JAGG7 Dec 2024 2,968,043 -553,910 $2.6M -19.5% 0.07% DBT
236 Freddie Mac 3132E0VW9 2,547,480 New $2.6M 0.07% DBT
237 WELLS FARGO HOME EQUITY TRUST 9497EAAF8 Dec 2024 2,592,157 -2,275,729 $2.6M -45.8% 0.07% ABS-MBS
238 Freddie Mac 3133KQDM5 2,637,413 New $2.6M 0.07% DBT
239 Federal National Mortgage Association 31418DRP9 3,017,835 New $2.5M 0.07% DBT
240 AON NORTH AMERICA, INC. 03740MAD2 2,525,000 New $2.5M 0.07% DBT
241 BANK OF AMERICA CORPORATION 06051GJZ3 Dec 2024 2,775,000 New $2.5M 0.07% DBT
242 BANK OF AMERICA CORPORATION 06051GJS9 Dec 2024 2,640,000 -695,000 $2.5M -15.8% 0.07% DBT
243 Federal National Mortgage Association 31418D4X7 3,199,475 New $2.5M 0.07% DBT
244 ELP COMMERCIAL MORTGAGE TRUST 26863LAG9 Dec 2024 2,497,093 -2,907 $2.5M +5.5% 0.07% ABS-MBS
245 TENNESSEE GAS PIPELINE COMPANY, L.L.C. 880451AZ2 Dec 2024 2,775,000 +1,945,000 $2.5M +246.0% 0.07% DBT
246 United States of America 91282CJF9 2,440,000 New $2.5M 0.07% SN
247 FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST 35563PJQ3 Dec 2024 2,588,372 -251,628 $2.5M -1.4% 0.07% DBT
248 VERIZON COMMUNICATIONS INC. 92343VGX6 2,595,000 New $2.5M 0.07% DBT
249 Freddie Mac 3132E0A44 2,838,000 New $2.5M 0.07% DBT
250 Federal National Mortgage Association 3140QMTA2 Dec 2024 3,047,046 -356,816 $2.4M -14.3% 0.07% DBT
251 Freddie Mac 3132DVL94 Dec 2024 2,955,054 +1,848,296 $2.4M +153.1% 0.07% DBT
252 CFCRE COMMERCIAL MORTGAGE TRUST 12531YAU2 Dec 2024 2,502,000 $2.4M +5.8% 0.07% ABS-MBS
253 CSMC TRUST 12665WAC4 Dec 2024 2,469,954 -539,259 $2.4M -16.4% 0.07% ABS-MBS
254 BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 07336JAH1 2,762,612 New $2.4M 0.07% ABS-MBS
255 HSBC HOLDINGS PLC 404280CG2 Dec 2024 2,440,000 $2.4M +7.6% 0.07% DBT
256 CITIGROUP COMMERCIAL MORTGAGE TRUST 17328FAW5 Dec 2024 2,680,000 $2.4M +3.1% 0.07% ABS-MBS
257 Freddie Mac 3132DQW51 2,421,758 New $2.4M 0.07% DBT
258 Federal National Mortgage Association 31418E5Q9 2,384,688 New $2.4M 0.07% DBT
259 ENERGY TRANSFER LP 29273VAW0 2,475,000 New $2.4M 0.07% DBT
260 Government National Mortgage Association 2 3622ADHV3 2,655,113 New $2.4M 0.07% DBT
261 AMCOR FINANCE (USA) INC. 02343UAG0 Dec 2024 2,425,000 $2.4M +2.1% 0.07% DBT
262 Freddie Mac 3137BRC60 2,415,515 New $2.4M 0.07% DBT
263 Government National Mortgage Association 2 36179WR26 Dec 2024 2,839,174 +895,729 $2.4M +38.7% 0.07% DBT
264 MADISON PARK FUNDING, LTD. 55820CAN5 2,340,348 New $2.3M 0.07% ABS-CBDO
265 Government National Mortgage Association 2 36179WBZ0 2,679,320 New $2.3M 0.07% DBT
266 Government National Mortgage Association 38384QH76 2,463,799 New $2.3M 0.07% DBT
267 CAMB COMMERCIAL MORTGAGE TRUST 12482HAA2 2,280,000 New $2.3M 0.07% ABS-MBS
268 CARRINGTON MORTGAGE LOAN TRUST 144538AD7 2,526,074 New $2.3M 0.07% ABS-MBS
269 Federal National Mortgage Association 3140JBUL8 2,874,856 New $2.3M 0.07% DBT
270 PALMER SQUARE LOAN FUNDING LTD. 69690CAN3 2,270,000 New $2.3M 0.07% ABS-CBDO
271 Federal National Mortgage Association 3140J9NN7 2,572,052 New $2.3M 0.07% DBT
272 GS MORTGAGE-BACKED SECURITIES TRUST 362948AA9 2,354,515 New $2.3M 0.07% ABS-MBS
273 SPRINT CAPITAL CORPORATION 852060AT9 Dec 2024 1,895,000 +1,305,000 $2.3M +215.0% 0.07% DBT
274 Freddie Mac 3132DUCJ4 2,209,845 New $2.3M 0.07% DBT
275 Federal National Mortgage Association 3140XCUU0 Dec 2024 2,719,139 -476,392 $2.3M -19.4% 0.07% DBT
276 GENERAL ELECTRIC COMPANY 36962GX74 Dec 2024 2,400,000 $2.3M +12.2% 0.07% DBT
277 LOUISVILLE GAS AND ELECTRIC COMPANY 546676AZ0 Dec 2024 2,230,000 +1,095,000 $2.3M +91.1% 0.07% DBT
278 Virginia Electric and Power Company 927804GK4 Dec 2024 2,301,000 +1,260,000 $2.3M +114.7% 0.07% DBT
279 BA CREDIT CARD TRUST 05522RDH8 2,230,000 New $2.3M 0.07% ABS-MBS
280 1211 AVENUE OF THE AMERICAS TRUST 90117PAC9 2,276,000 New $2.2M 0.07% ABS-MBS
281 DUKE ENERGY OHIO, INC. 26442EAJ9 Dec 2024 2,250,000 +1,405,000 $2.2M +158.3% 0.07% DBT
282 NEXTERA ENERGY CAPITAL HOLDINGS, INC. 65339KCU2 2,270,000 New $2.2M 0.07% DBT
283 Federal National Mortgage Association 31418EHJ2 2,449,361 New $2.2M 0.07% DBT
284 Federal National Mortgage Association 31418DUA8 Dec 2024 2,684,609 -1,650,095 $2.2M -40.1% 0.07% DBT
285 THE BROOKLYN UNION GAS COMPANY 114259AY0 2,160,000 New $2.2M 0.07% DBT
286 AT&T INC. 00206RLJ9 Dec 2024 3,325,000 +3,174,000 $2.2M +1963.3% 0.06% DBT
287 Federal National Mortgage Association 3140XRPY5 2,264,285 New $2.2M 0.06% DBT
288 Pfizer Investment Enterprises Pte. Ltd. 716973AE2 2,300,000 New $2.2M 0.06% DBT
289 BA CREDIT CARD TRUST 05522RDH8 2,206,000 New $2.2M 0.06% ABS-MBS
290 NATWEST GROUP PLC 639057AC2 Dec 2024 2,325,000 +1,405,000 $2.2M +173.5% 0.06% DBT
291 Virginia Electric and Power Company 927804GP3 2,280,000 New $2.2M 0.06% DBT
292 NRTH MORTGAGE TRUST 67021HAA4 2,210,000 New $2.2M 0.06% ABS-MBS
293 United States of America 912810SJ8 3,564,000 New $2.2M 0.06% DBT
294 Freddie Mac 3133KQJ31 Dec 2024 2,268,571 -418,011 $2.2M -18.1% 0.06% DBT
295 Federal National Mortgage Association 31418DYX4 Dec 2024 2,792,627 +2,015,151 $2.2M +239.8% 0.06% DBT
296 CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 15189XBE7 2,200,000 New $2.2M 0.06% DBT
297 Federal National Mortgage Association 31374CR65 2,400,308 New $2.2M 0.06% DBT
298 COMCAST CORPORATION 20030NCT6 Dec 2024 2,220,000 $2.2M -1.4% 0.06% DBT
299 Federal National Mortgage Association 31418E3E8 2,179,581 New $2.2M 0.06% DBT
300 Government National Mortgage Association 38383AZA5 2,605,879 New $2.1M 0.06% DBT
301 VOYA CLO 92915HAW3 2,140,201 New $2.1M 0.06% ABS-CBDO
302 Federal National Mortgage Association 3140XC6E3 Dec 2024 2,430,136 -419,112 $2.1M -18.4% 0.06% DBT
303 Federal National Mortgage Association 3140QQEC5 2,147,182 New $2.1M 0.06% DBT
304 CITIGROUP COMMERCIAL MORTGAGE TRUST 17291DAF0 2,229,188 New $2.1M 0.06% ABS-MBS
305 Federal National Mortgage Association 3140FXJ60 2,487,723 New $2.1M 0.06% DBT
306 Federal National Mortgage Association 31418EEA4 2,345,677 New $2.1M 0.06% DBT
307 CHARTER COMMUNICATIONS OPERATING, LLC 161175BT0 Dec 2024 2,830,000 +2,670,000 $2.1M +1643.1% 0.06% DBT
308 WELLS FARGO & COMPANY 95000U2N2 Dec 2024 2,135,000 +1,275,000 $2.1M +162.5% 0.06% DBT
309 Freddie Mac 3137FU6C3 Dec 2024 2,168,901 -242,954 $2.1M -9.0% 0.06% DBT
310 WarnerMedia Holdings, Inc. 55903VBD4 2,610,000 New $2.1M 0.06% DBT
311 Federal National Mortgage Association 3140XGS83 Dec 2024 2,415,223 -454,758 $2.1M -20.1% 0.06% DBT
312 Freddie Mac 3132XCR49 Dec 2024 2,319,422 -463,516 $2.1M -20.7% 0.06% DBT
313 Freddie Mac 31335B5H5 Dec 2024 2,317,306 -499,484 $2.1M -21.6% 0.06% DBT
314 PROTECTIVE LIFE GLOBAL FUNDING 74368CBC7 Dec 2024 2,170,000 $2.1M +5.4% 0.06% DBT
315 SLM STUDENT LOAN TRUST 78442GPH3 Dec 2024 2,099,119 -777,699 $2.1M -23.8% 0.06% ABS-MBS
316 Federal National Mortgage Association 3140XCSR0 2,477,891 New $2.1M 0.06% DBT
317 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 02589BAE0 2,065,000 New $2.1M 0.06% ABS-MBS
318 Federal National Mortgage Association 3140ABZJ7 2,091,557 New $2.1M 0.06% DBT
319 Federal National Mortgage Association 31418CEF7 Dec 2024 2,372,400 -397,884 $2.1M -19.2% 0.06% DBT
320 T-MOBILE USA, INC. 87264ABD6 Dec 2024 2,105,000 $2.1M +1.6% 0.06% DBT
321 BX COMMERCIAL MORTGAGE TRUST 05609VAA3 Dec 2024 2,057,000 +1,247,000 $2.1M +163.6% 0.06% ABS-MBS
322 Federal National Mortgage Association 3136ARGN2 2,458,525 New $2.1M 0.06% DBT
323 United States of America 912810ST6 Dec 2024 3,313,000 -22,092,000 $2.1M -88.3% 0.06% DBT
324 Federal National Mortgage Association 31417EVB4 2,321,451 New $2.0M 0.06% DBT
325 BANK OF AMERICA CORPORATION 06051GKQ1 Dec 2024 2,155,000 -195,000 $2.0M -8.5% 0.06% DBT
326 JPMORGAN CHASE & CO. 46647PDU7 2,010,000 New $2.0M 0.06% DBT
327 CHASE ISSUANCE TRUST 161571HT4 2,005,000 New $2.0M 0.06% ABS-MBS
328 United States of America 91282CEC1 2,130,000 New $2.0M 0.06% SN
329 Federal National Mortgage Association 3140XGFQ7 Dec 2024 2,339,496 -424,735 $2.0M -19.4% 0.06% DBT
330 Freddie Mac 3133KYUJ6 Dec 2024 2,411,074 +681,037 $2.0M +34.9% 0.06% DBT
331 Freddie Mac 3132XCR80 Dec 2024 2,164,031 -434,910 $2.0M -20.8% 0.06% DBT
332 WELLS FARGO & COMPANY 95000U2V4 Dec 2024 2,075,000 +1,771,000 $2.0M +601.7% 0.06% DBT
333 CITIGROUP INC. 172967MS7 Dec 2024 2,305,000 +980,000 $2.0M +79.7% 0.06% DBT
334 VERIZON MASTER TRUST 92348KBS1 1,987,000 New $2.0M 0.06% ABS-MBS
335 VERIZON MASTER TRUST 92348VAA7 1,960,000 New $2.0M 0.06% ABS-MBS
336 Freddie Mac 3132DSGH9 1,968,535 New $2.0M 0.06% DBT
337 Government National Mortgage Association 2 36179S2P1 Dec 2024 2,198,736 +1,938,389 $2.0M +706.0% 0.06% DBT
338 BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 05526QAA4 2,000,000 New $2.0M 0.06% ABS-MBS
339 PHH ALTERNATIVE MORTGAGE TRUST 69337MAC4 Dec 2024 2,025,804 -829,387 $2.0M -27.9% 0.06% ABS-MBS
340 UNITEDHEALTH GROUP INCORPORATED 91324PFJ6 2,000,000 New $2.0M 0.06% DBT
341 CONTINENTAL RESOURCES, INC. 212015AU5 Dec 2024 2,075,000 +1,855,000 $2.0M +908.3% 0.06% DBT
342 WELLS FARGO & COMPANY 95000U2U6 Dec 2024 2,230,000 +2,010,000 $2.0M +925.2% 0.06% DBT
343 Federal National Mortgage Association 01F020612 2,510,000 New $2.0M 0.06% DBT
344 Government National Mortgage Association 38383D2L1 2,290,743 New $1.9M 0.06% DBT
345 CSC HOLDINGS, LLC 126307BM8 1,950,000 New $1.9M 0.06% DBT
346 TOYOTA AUTO LOAN EXTENDED NOTE TRUST 89231WAA1 1,890,000 New $1.9M 0.06% ABS-MBS
347 BEAR STEARNS MORTGAGE FUNDING TRUST 07401VAA9 Dec 2024 2,088,585 -307,320 $1.9M -3.0% 0.06% ABS-MBS
348 T-MOBILE USA, INC. 87264ABB0 Dec 2024 1,910,000 $1.9M +2.4% 0.06% DBT
349 Federal National Mortgage Association 3140FXK92 Dec 2024 2,016,012 -403,796 $1.9M -20.2% 0.05% DBT
350 Federal National Mortgage Association 3140XGWT2 Dec 2024 2,078,383 -303,457 $1.9M -16.4% 0.05% DBT
351 Government National Mortgage Association 38383FF57 2,224,631 New $1.9M 0.05% DBT
352 SMB PRIVATE EDUCATION LOAN TRUST 78448YAC5 Dec 2024 2,073,573 +1,623,631 $1.9M +374.9% 0.05% ABS-MBS
353 MORGAN STANLEY 61747YFR1 1,833,000 New $1.9M 0.05% DBT
354 Freddie Mac 3137H7G72 Dec 2024 2,100,000 $1.8M -6.8% 0.05% DBT
355 Federal National Mortgage Association 3140QDT20 Dec 2024 2,217,722 -359,688 $1.8M -18.2% 0.05% DBT
356 Federal National Mortgage Association 31418EYM6 1,860,561 New $1.8M 0.05% DBT
357 DLLAD LLC 23346MAC0 1,810,000 New $1.8M 0.05% ABS-MBS
358 WarnerMedia Holdings, Inc. 55903VBE2 2,455,000 New $1.8M 0.05% DBT
359 BANK OF AMERICA CORPORATION 06051GHQ5 Dec 2024 1,900,000 $1.8M +2.5% 0.05% DBT
360 SOUTHERN CALIFORNIA GAS COMPANY 842434CU4 Dec 2024 2,030,000 +1,130,000 $1.8M +131.5% 0.05% DBT
361 AerCap Ireland Capital Designated Activity Company 00774MBM6 1,910,000 New $1.8M 0.05% DBT
362 HCA INC. 404119CA5 Dec 2024 2,000,000 +1,210,000 $1.8M +158.1% 0.05% DBT
363 SPRINT SPECTRUM CO LLC 85208NAE0 Dec 2024 1,807,400 -774,600 $1.8M -29.3% 0.05% DBT
364 Federal National Mortgage Association 3140XPYY9 1,752,546 New $1.8M 0.05% DBT
365 United States of America 912828ZS2 1,975,000 New $1.8M 0.05% SN
366 NASDAQ, INC. 63111XAJ0 1,785,000 New $1.8M 0.05% DBT
367 VISTRA OPERATIONS COMPANY LLC 92840VAU6 1,815,000 New $1.8M 0.05% DBT
368 WELLS FARGO & COMPANY 95000U3F8 1,790,000 New $1.8M 0.05% DBT
369 BPR TRUST 055980AA4 Dec 2024 1,785,000 $1.8M +0.2% 0.05% ABS-MBS
370 INTERSTATE POWER AND LIGHT COMPANY 461070AU8 1,755,000 New $1.8M 0.05% DBT
371 Freddie Mac 3133KYTW9 Dec 2024 2,129,964 +801,835 $1.8M +55.3% 0.05% DBT
372 BNP PARIBAS SA 09659W2W3 1,775,000 New $1.8M 0.05% DBT
373 CITIGROUP INC. 172967ME8 Dec 2024 1,860,000 $1.8M +2.4% 0.05% DBT
374 Federal National Mortgage Association 3140XB4K3 Dec 2024 2,133,329 -375,700 $1.8M -19.3% 0.05% DBT
375 ICAHN ENTERPRISES L.P. 451102CK1 1,770,000 New $1.8M 0.05% DBT
376 AMERICAN HOMES 4 RENT TRUST 02666AAA6 Dec 2024 1,782,514 -87,937 $1.8M -1.7% 0.05% ABS-MBS
377 Cooperatieve Rabobank U.A. 21684AAC0 Dec 2024 1,780,000 -370,000 $1.8M -14.7% 0.05% DBT
378 Government National Mortgage Association 38383LFS4 Dec 2024 1,785,526 -133,699 $1.8M -7.8% 0.05% DBT
379 UNITEDHEALTH GROUP INCORPORATED 91324PFC1 1,885,000 New $1.8M 0.05% DBT
380 META PLATFORMS, INC. 30303M8V7 1,825,000 New $1.8M 0.05% DBT
381 META PLATFORMS, INC. 30303M8W5 1,810,000 New $1.8M 0.05% DBT
382 LLOYDS BANKING GROUP PLC 53944YBC6 1,762,000 New $1.8M 0.05% DBT
383 BX TRUST 05608MAA4 Dec 2024 2,000,000 $1.8M +8.2% 0.05% ABS-MBS
384 Mitsubishi UFJ Financial Group, Inc. 606822CV4 Dec 2024 1,760,000 -694,000 $1.8M -28.4% 0.05% DBT
385 Freddie Mac 3132DS5H1 1,779,845 New $1.8M 0.05% DBT
386 COLT MORTGAGE LOAN TRUST 19688WAA6 1,747,693 New $1.8M 0.05% ABS-MBS
387 ANGEL OAK MORTGAGE TRUST 03465WAA9 Dec 2024 1,777,162 -38,910 $1.7M +0.1% 0.05% ABS-MBS
388 Federal National Mortgage Association 3140LQT59 Dec 2024 2,211,013 -323,944 $1.7M -16.8% 0.05% DBT
389 Freddie Mac 3132DUDZ7 1,696,740 New $1.7M 0.05% DBT
390 Federal National Mortgage Association 3140X6EV9 Dec 2024 1,977,334 -391,261 $1.7M -20.1% 0.05% DBT
391 VERIZON MASTER TRUST 92348KDJ9 1,781,000 New $1.7M 0.05% ABS-MBS
392 CARDS II TRUST 14161GCJ7 1,735,000 New $1.7M 0.05% ABS-MBS
393 CELANESE US HOLDINGS LLC 15089QAX2 1,680,000 New $1.7M 0.05% DBT
394 HCA INC. 404119BZ1 Dec 2024 2,005,000 -145,000 $1.7M -10.5% 0.05% DBT
395 FORD MOTOR CREDIT COMPANY LLC 345397B93 Dec 2024 1,936,000 +1,364,000 $1.7M +266.1% 0.05% DBT
396 Government National Mortgage Association 2 36179XX68 1,734,368 New $1.7M 0.05% DBT
397 CONNECTICUT AVENUE SECURITIES 20754RAB2 1,716,753 New $1.7M 0.05% ABS-MBS
398 BANK OF AMERICA CORPORATION 06051GHD4 Dec 2024 1,797,000 +274,000 $1.7M +21.8% 0.05% DBT
399 Federal National Mortgage Association 31418EAW0 Dec 2024 2,071,570 +1,179,045 $1.7M +124.5% 0.05% DBT
400 WF CARD ISSUANCE TRUST 92970QAA3 1,705,000 New $1.7M 0.05% ABS-MBS
401 WELLS FARGO & COMPANY 95000U3J0 1,716,000 New $1.7M 0.05% DBT
402 KEYSPAN GAS EAST CORPORATION 49338CAC7 Dec 2024 2,595,000 +300,000 $1.7M +3.7% 0.05% DBT
403 FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST 35563PAE9 Dec 2024 1,879,340 -385,139 $1.7M -15.4% 0.05% DBT
404 Federal National Mortgage Association 3136ATEP5 Dec 2024 2,075,081 -492,582 $1.7M -21.2% 0.05% DBT
405 N/A 783965593 Dec 2024 1,715,024 New $1.7M 0.05% STIV
406 BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 05491YAA8 Dec 2024 1,790,000 $1.7M +5.7% 0.05% ABS-MBS
407 AMGEN INC. 031162DT4 Dec 2024 1,775,000 +1,490,000 $1.7M +476.2% 0.05% DBT
408 FONTAINEBLEAU MIAMI BEACH TRUST 34461WAA8 1,705,000 New $1.7M 0.05% ABS-MBS
409 Federal National Mortgage Association 3140JB3L8 Dec 2024 1,733,946 -381,509 $1.7M -18.5% 0.05% DBT
410 T-MOBILE USA, INC. 87264ABF1 Dec 2024 1,810,000 +1,525,000 $1.7M +536.9% 0.05% DBT
411 Federal National Mortgage Association 01F030611 2,000,000 New $1.7M 0.05% DBT
412 Freddie Mac 3132DNZ22 2,029,223 New $1.7M 0.05% DBT
413 Government National Mortgage Association 2 36179V4V9 Dec 2024 2,015,116 +1,885,119 $1.7M +1368.1% 0.05% DBT
414 Freddie Mac 3132DSGS5 1,688,604 New $1.7M 0.05% DBT
415 United States of America 912810TF5 Dec 2024 2,362,000 -4,463,000 $1.7M -69.4% 0.05% DBT
416 BANK OF AMERICA CORPORATION 06051GJS9 Dec 2024 1,759,000 New $1.7M 0.05% DBT
417 OBX TRUST 67448LAA0 1,665,172 New $1.7M 0.05% ABS-MBS
418 Estados Unidos Mexicanos 91087BAM2 Dec 2024 2,060,000 -1,700,000 $1.7M -46.7% 0.05% DBT
419 BNP PARIBAS SA 09659W2V5 Dec 2024 1,670,000 $1.7M -0.3% 0.05% DBT
420 Federal National Mortgage Association 3140MNMN3 Dec 2024 1,949,545 -234,544 $1.7M -15.6% 0.05% DBT
421 Federal National Mortgage Association 3140N57C2 1,712,943 New $1.7M 0.05% DBT
422 CROSS MORTGAGE TRUST 22757BAA2 1,644,757 New $1.7M 0.05% ABS-MBS
423 Federal National Mortgage Association 3140XG2P3 Dec 2024 2,072,124 -201,412 $1.6M -12.8% 0.05% DBT
424 HSBC HOLDINGS PLC 404280EN5 1,660,000 New $1.6M 0.05% DBT
425 Federal National Mortgage Association 3140XGRP6 Dec 2024 1,841,845 -319,176 $1.6M -18.7% 0.05% DBT
426 CENTENE CORPORATION 15135BAW1 Dec 2024 1,908,000 -1,135,000 $1.6M -35.7% 0.05% DBT
427 AIR LEASE CORPORATION 00912XBA1 Dec 2024 1,645,000 $1.6M +3.8% 0.05% DBT
428 Federal National Mortgage Association 31418DTJ1 Dec 2024 1,958,664 +349,343 $1.6M +17.8% 0.05% DBT
429 BA CREDIT CARD TRUST 05522RDJ4 1,622,000 New $1.6M 0.05% ABS-MBS
430 TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA 878091BG1 Dec 2024 2,455,000 $1.6M -7.6% 0.05% DBT
431 THE BOEING COMPANY 097023DQ5 1,575,000 New $1.6M 0.05% DBT
432 GS MORTGAGE SECURITIES CORPORATION TRUST 36266CAE6 Dec 2024 1,623,000 $1.6M +3.6% 0.05% ABS-MBS
433 Freddie Mac 3132DWDS9 1,903,349 New $1.6M 0.05% DBT
434 ENERGY TRANSFER LP 29273VAT7 1,530,000 New $1.6M 0.05% DBT
435 Federal National Mortgage Association 3140XQWK9 1,627,354 New $1.6M 0.05% DBT
436 STRUCTURED ASSET MORTGAGE INVESTORS 86363NAY5 Dec 2024 1,779,366 -267,785 $1.6M -9.0% 0.05% ABS-MBS
437 Cooperatieve Rabobank U.A. 74977RDP6 Dec 2024 1,790,000 +1,280,000 $1.6M +252.9% 0.05% DBT
438 Government National Mortgage Association 38383TLM3 Dec 2024 1,947,143 -300,316 $1.6M -17.3% 0.05% DBT
439 Government National Mortgage Association 38384BFM8 1,920,000 New $1.6M 0.05% DBT
440 MAGNETITE CLO, LIMITED 55953HBD4 1,595,524 New $1.6M 0.05% ABS-CBDO
441 RAD CLO LTD. 74923VAA8 1,580,000 New $1.6M 0.05% ABS-CBDO
442 PUBLIC SERVICE COMPANY OF OKLAHOMA 744533BR0 1,645,000 New $1.6M 0.05% DBT
443 Government National Mortgage Association 38382VCK3 1,962,345 New $1.6M 0.05% DBT
444 PACIFIC GAS AND ELECTRIC COMPANY 694308JF5 Dec 2024 1,705,000 +1,495,000 $1.6M +768.5% 0.05% DBT
445 WELLS FARGO & COMPANY 95000U3L5 1,564,000 New $1.6M 0.05% DBT
446 Government National Mortgage Association 2 3622ADBX5 1,893,529 New $1.6M 0.05% DBT
447 MORGAN STANLEY 61747YFE0 1,610,000 New $1.6M 0.05% DBT
448 UNITED AIRLINES, INC. 90932LAJ6 1,554,475 New $1.6M 0.05% DBT
449 FARMERS EXCHANGE CAPITAL II 30958PAA1 Dec 2024 1,650,000 $1.6M -3.3% 0.05% DBT
450 UBER TECHNOLOGIES, INC. 90353TAP5 1,655,000 New $1.6M 0.05% DBT
451 Government National Mortgage Association 38381H8H7 2,094,965 New $1.6M 0.05% DBT
452 HF SINCLAIR CORPORATION 403949AQ3 1,595,000 New $1.6M 0.05% DBT
453 WELLS FARGO & COMPANY 95000U2L6 Dec 2024 1,620,000 -690,000 $1.6M -29.1% 0.05% DBT
454 ENTERPRISE PRODUCTS OPERATING LLC 29379VBT9 Dec 2024 1,605,000 $1.6M +0.4% 0.05% DBT
455 JPMORGAN CHASE & CO. 31945HAB1 Dec 2024 1,590,000 $1.6M +7.3% 0.05% DBT
456 Federal National Mortgage Association 3140QEWD0 Dec 2024 1,990,811 -287,415 $1.6M -17.2% 0.05% DBT
457 FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 34528QJK1 1,577,000 New $1.6M 0.05% ABS-MBS
458 Government National Mortgage Association 2 36179TNR2 Dec 2024 1,718,837 +822,449 $1.6M +82.3% 0.05% DBT
459 MADISON PARK FUNDING, LTD. 55820YAC1 1,550,000 New $1.5M 0.05% ABS-CBDO
460 MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 617939AA1 1,530,473 New $1.5M 0.04% ABS-MBS
461 MORGAN STANLEY 61747YFU4 1,583,000 New $1.5M 0.04% DBT
462 ANHEUSER-BUSCH COMPANIES, LLC 03522AAH3 Dec 2024 1,631,000 -72,000 $1.5M -8.8% 0.04% DBT
463 Federal National Mortgage Association 01F030611 1,820,000 New $1.5M 0.04% DBT
464 STRUCTURED ASSET SECURITIES CORPORATION 86358BAA0 Dec 2024 1,587,527 -708,789 $1.5M -29.3% 0.04% ABS-MBS
465 Government National Mortgage Association 2 36179V4U1 Dec 2024 1,928,712 +1,628,555 $1.5M +502.4% 0.04% DBT
466 BACARDI LIMITED 067316AE9 Dec 2024 1,545,000 -295,000 $1.5M -14.9% 0.04% DBT
467 Government National Mortgage Association 2 36179VZG8 1,884,298 New $1.5M 0.04% DBT
468 JPMORGAN CHASE & CO. 46647PEH5 1,495,000 New $1.5M 0.04% DBT
469 Government National Mortgage Association 3622AB3S9 Dec 2024 1,715,903 -334,201 $1.5M -20.2% 0.04% DBT
470 Government National Mortgage Association 2 36179TUA1 1,692,886 New $1.5M 0.04% DBT
471 Citibank National Association 17325FBG2 1,510,000 New $1.5M 0.04% DBT
472 United States of America 91282CGS4 Dec 2024 1,581,000 -3,529,000 $1.5M -70.3% 0.04% SN
473 AerCap Ireland Capital Designated Activity Company 00774MBM6 1,600,000 New $1.5M 0.04% DBT
474 Federal National Mortgage Association 3140QVQ98 1,515,941 New $1.5M 0.04% DBT
475 NEW RESIDENTIAL MORTGAGE LOAN TRUST 64831UAA2 Dec 2024 1,537,615 -245,718 $1.5M -13.1% 0.04% ABS-MBS
476 Government National Mortgage Association 2 36179WGS1 1,948,572 New $1.5M 0.04% DBT
477 HIT TRUST 40442AAA7 Dec 2024 1,511,857 -48,143 $1.5M -2.9% 0.04% ABS-MBS
478 AMERICAN HOME MORTGAGE INVESTMENT TRUST 02660TJB0 Dec 2024 1,742,811 -291,909 $1.5M -8.7% 0.04% ABS-MBS
479 B.A.T CAPITAL CORPORATION 05526DBY0 1,475,000 New $1.5M 0.04% DBT
480 Freddie Mac 3137BTEH0 Dec 2024 1,955,142 +107,954 $1.5M -2.3% 0.04% DBT
481 INVITATION HOMES TRUST 46188DAA6 1,577,298 New $1.5M 0.04% ABS-MBS
482 THE GOLDMAN SACHS GROUP, INC. 38141GB78 1,563,000 New $1.5M 0.04% DBT
483 VERIZON MASTER TRUST 92348KDB6 1,475,000 New $1.5M 0.04% ABS-MBS
484 Federal National Mortgage Association 3140QLCV6 Dec 2024 1,782,946 -325,406 $1.5M -19.5% 0.04% DBT
485 Federal National Mortgage Association 3136BBCM2 2,103,000 New $1.5M 0.04% DBT
486 WELLS FARGO COMMERCIAL MORTGAGE TRUST 94989CAZ4 1,486,711 New $1.5M 0.04% ABS-MBS
487 Freddie Mac 3132DVL29 Dec 2024 1,790,208 -298,760 $1.5M -18.9% 0.04% DBT
488 Freddie Mac 3132DNGM9 1,582,463 New $1.5M 0.04% DBT
489 VERIZON MASTER TRUST 92348KBG7 Dec 2024 1,475,000 +286,000 $1.5M +24.4% 0.04% ABS-MBS
490 Federal National Mortgage Association 3140QQZX6 Dec 2024 1,539,947 -296,114 $1.5M -19.4% 0.04% DBT
491 AerCap Ireland Capital Designated Activity Company 00774MAW5 Dec 2024 1,585,000 +150,000 $1.5M +17.2% 0.04% DBT
492 CHARTER COMMUNICATIONS OPERATING, LLC 161175CM4 1,440,000 New $1.5M 0.04% DBT
493 AerCap Ireland Capital Designated Activity Company 00774MAW5 Dec 2024 1,580,000 New $1.5M 0.04% DBT
494 ANHEUSER-BUSCH COMPANIES, LLC 03522AAH3 Dec 2024 1,540,000 New $1.5M 0.04% DBT
495 Government National Mortgage Association 38384PYX2 1,449,713 New $1.5M 0.04% DBT
496 Freddie Mac 3133KYUA5 1,735,221 New $1.4M 0.04% DBT
497 BRAVO RESIDENTIAL FUNDING TRUST 105925AA9 1,439,612 New $1.4M 0.04% ABS-MBS
498 HSBC HOLDINGS PLC 404280EL9 1,475,000 New $1.4M 0.04% DBT
499 JOHN DEERE OWNER TRUST 47800RAD5 1,425,000 New $1.4M 0.04% ABS-MBS
500 Federal National Mortgage Association 3140QM6A7 1,666,169 New $1.4M 0.04% DBT
501 SMB PRIVATE EDUCATION LOAN TRUST 78450MAA0 Dec 2024 1,550,401 +609,709 $1.4M +67.3% 0.04% ABS-MBS
502 Morgan Stanley Bank, National Association 61690U8A1 1,428,000 New $1.4M 0.04% DBT
503 United States of America 912810SC3 Dec 2024 1,909,000 New $1.4M 0.04% DBT
504 THE GOLDMAN SACHS GROUP, INC. 38141GYN8 Dec 2024 1,690,000 +740,000 $1.4M +82.0% 0.04% DBT
505 Federal National Mortgage Association 3140XBP38 Dec 2024 1,518,751 -288,230 $1.4M -19.7% 0.04% DBT
506 Federal National Mortgage Association 31418DSH6 Dec 2024 1,815,447 +418,059 $1.4M +22.7% 0.04% DBT
507 Government National Mortgage Association 2 36179XVP8 1,581,152 New $1.4M 0.04% DBT
508 Freddie Mac 3132AEQT6 1,610,038 New $1.4M 0.04% DBT
509 COMCAST CORPORATION 20030NBP5 Dec 2024 1,540,000 +1,055,000 $1.4M +202.4% 0.04% DBT
510 ORACLE CORPORATION 68389XBE4 Dec 2024 1,615,000 -105,000 $1.4M -5.8% 0.04% DBT
511 Federal National Mortgage Association 3140QT3K3 1,395,794 New $1.4M 0.04% DBT
512 JBS USA Holding Lux S.a r.l. 47214BAC2 1,337,000 New $1.4M 0.04% DBT
513 GUARDIAN LIFE GLOBAL FUNDING 40139LBJ1 1,445,000 New $1.4M 0.04% DBT
514 SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY 87166PAK7 1,382,000 New $1.4M 0.04% ABS-MBS
515 DNB BANK ASA 23341CAE3 1,415,000 New $1.4M 0.04% DBT
516 BAYER US FINANCE II LLC 07274NAQ6 Dec 2024 1,795,000 $1.4M -13.1% 0.04% DBT
517 Federal National Mortgage Association 3140QKKA5 Dec 2024 1,748,382 -188,545 $1.4M -13.5% 0.04% DBT
518 CSMC TRUST 12653TAB7 Dec 2024 1,568,097 -326,904 $1.4M -17.6% 0.04% ABS-MBS
519 Federal National Mortgage Association 3140QNLM2 Dec 2024 1,700,610 +963,605 $1.4M +119.6% 0.04% DBT
520 MORGAN STANLEY 6174468P7 Dec 2024 1,500,000 $1.4M +1.6% 0.04% DBT
521 SABRA HEALTH CARE LIMITED PARTNERSHIP 78572XAG6 Dec 2024 1,490,000 +775,000 $1.4M +135.5% 0.04% DBT
522 BP CAPITAL MARKETS AMERICA INC. 10373QBU3 Dec 2024 1,440,000 -245,000 $1.4M -18.6% 0.04% DBT
523 AVOLON HOLDINGS FUNDING LIMITED 05401AAV3 1,375,000 New $1.4M 0.04% DBT
524 CI Financial Corp. 125491AN0 Dec 2024 1,635,000 +380,000 $1.4M +43.7% 0.04% DBT
525 Citibank National Association 17325FBK3 1,396,000 New $1.4M 0.04% DBT
526 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 02582JJT8 Dec 2024 1,395,000 +610,000 $1.4M +81.2% 0.04% ABS-MBS
527 WELLS FARGO & COMPANY 95000U3B7 Dec 2024 1,437,000 -1,100,000 $1.4M -44.0% 0.04% DBT
528 AerCap Ireland Capital Designated Activity Company 00774MAX3 Dec 2024 1,590,000 $1.4M +5.2% 0.04% DBT
529 Federal National Mortgage Association 01F032617 1,565,000 New $1.4M 0.04% DBT
530 NAVIENT PRIVATE EDUCATION LOAN TRUST 63942EAA6 Dec 2024 1,570,333 +159,097 $1.4M +15.4% 0.04% ABS-MBS
531 Freddie Mac 3128MJYY0 Dec 2024 1,581,204 -255,489 $1.4M -18.7% 0.04% DBT
532 Federal National Mortgage Association 3140XJAK9 Dec 2024 1,556,297 -305,363 $1.4M -20.0% 0.04% DBT
533 Government National Mortgage Association 2 36179VZF0 1,762,605 New $1.4M 0.04% DBT
534 ONE BRYANT PARK TRUST 68236JAA9 Dec 2024 1,570,000 $1.4M +6.4% 0.04% ABS-MBS
535 WF CARD ISSUANCE TRUST 92970QAE5 1,380,000 New $1.4M 0.04% ABS-MBS
536 Freddie Mac 3132DWFE8 1,494,616 New $1.4M 0.04% DBT
537 J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 46651EAA2 Dec 2024 1,500,000 $1.4M +3.6% 0.04% ABS-MBS
538 Government National Mortgage Association 38383PLD1 1,567,526 New $1.4M 0.04% DBT
539 United States of America 912810QZ4 1,725,000 New $1.4M 0.04% DBT
540 Freddie Mac 3132DSCH3 1,379,608 New $1.4M 0.04% DBT
541 PARAMOUNT GLOBAL 925524AX8 Dec 2024 1,345,000 +725,000 $1.4M +116.1% 0.04% DBT
542 Government National Mortgage Association 2 3622ABKS0 1,663,356 New $1.4M 0.04% DBT
543 OCTAGON LIMITED 67577WAP6 1,350,000 New $1.4M 0.04% ABS-CBDO
544 VERIZON COMMUNICATIONS INC. 92343VEU4 Dec 2024 1,414,000 +700,000 $1.4M +98.6% 0.04% DBT
545 Federal National Mortgage Association 3140AQJM5 1,374,783 New $1.4M 0.04% DBT
546 THE CHARLES SCHWAB CORPORATION 808513CD5 1,330,000 New $1.4M 0.04% DBT
547 Federal National Mortgage Association 3140QS3T6 1,365,610 New $1.4M 0.04% DBT
548 CSMC TRUST 22945AAD1 Dec 2024 1,760,000 $1.4M -0.1% 0.04% ABS-MBS
549 NEW RESIDENTIAL MORTGAGE LOAN TRUST 64828DAA5 1,344,703 New $1.4M 0.04% ABS-MBS
550 KEURIG DR PEPPER INC. 49271VAV2 1,355,000 New $1.4M 0.04% DBT
551 HUDSON PACIFIC PROPERTIES, L.P. 44409MAA4 Dec 2024 1,558,000 +312,000 $1.4M +58.2% 0.04% DBT
552 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 02582JKH2 1,325,000 New $1.3M 0.04% ABS-MBS
553 THE WALT DISNEY COMPANY 254687FY7 Dec 2024 1,675,000 +1,010,000 $1.3M +137.6% 0.04% DBT
554 Federal National Mortgage Association 3140MNMM5 1,633,032 New $1.3M 0.04% DBT
555 SLM STUDENT LOAN TRUST 78443HAF0 Dec 2024 1,367,456 -489,311 $1.3M -24.1% 0.04% ABS-MBS
556 AIMCO CLO LTD 00901UAA1 1,330,000 New $1.3M 0.04% ABS-CBDO
557 CVS HEALTH CORPORATION 126650DQ0 Dec 2024 1,660,000 +1,550,000 $1.3M +1402.0% 0.04% DBT
558 Federal National Mortgage Association 3136BLES5 1,554,403 New $1.3M 0.04% DBT
559 Government National Mortgage Association 2 36179TLS2 Dec 2024 1,477,450 -296,614 $1.3M -20.6% 0.04% DBT
560 T-MOBILE USA, INC. 87264AAZ8 Dec 2024 1,630,000 +1,030,000 $1.3M +155.8% 0.04% DBT
561 Freddie Mac 31288QWY2 1,362,029 New $1.3M 0.04% DBT
562 FERRELLGAS, L.P. 315289AA6 1,350,000 New $1.3M 0.04% DBT
563 U.S. BANCORP 91159HJN1 1,310,000 New $1.3M 0.04% DBT
564 United States of America 91282CCH2 1,482,000 New $1.3M 0.04% SN
565 GS MORTGAGE-BACKED SECURITIES TRUST 36256BAC4 Dec 2024 1,372,833 -548,271 $1.3M -27.4% 0.04% ABS-MBS
566 VERIZON MASTER TRUST 92348KCL5 1,327,000 New $1.3M 0.04% ABS-MBS
567 PRKCM TRUST 69377CAA1 Dec 2024 1,366,956 -361,058 $1.3M -18.0% 0.04% ABS-MBS
568 UBS AG 22550L2M2 Dec 2024 1,240,000 $1.3M +1.0% 0.04% DBT
569 GOLDMAN SACHS BANK USA 38151LAG5 1,316,000 New $1.3M 0.04% DBT
570 Federal National Mortgage Association 3140QVWS9 1,320,957 New $1.3M 0.04% DBT
571 Freddie Mac 3132DSYQ9 1,309,142 New $1.3M 0.04% DBT
572 JPMORGAN CHASE & CO. 46647PCB0 Dec 2024 1,380,000 New $1.3M 0.04% DBT
573 Freddie Mac 3133KRB52 1,332,923 New $1.3M 0.04% DBT
574 Government National Mortgage Association 2 3622ABMK5 Dec 2024 1,520,099 -313,542 $1.3M -20.9% 0.04% DBT
575 CADENCE DESIGN SYSTEMS, INC. 127387AN8 1,348,000 New $1.3M 0.04% DBT
576 BANK OF AMERICA CORPORATION 06051GGR4 Dec 2024 1,364,000 $1.3M +3.0% 0.04% DBT
577 TIME WARNER CABLE, LLC 88732JBB3 Dec 2024 1,555,000 $1.3M -1.8% 0.04% DBT
578 Federal National Mortgage Association 3140XHEN3 Dec 2024 1,513,103 -281,567 $1.3M -18.3% 0.04% DBT
579 UBS AG 22550L2H3 1,320,000 New $1.3M 0.04% DBT
580 Freddie Mac 3133USKB6 1,521,990 New $1.3M 0.04% DBT
581 JBS USA Holding Lux S.a r.l. 46590XAX4 1,295,000 New $1.3M 0.04% DBT
582 ANHEUSER-BUSCH COMPANIES, LLC 03522AAJ9 Dec 2024 1,445,000 +975,000 $1.3M +186.1% 0.04% DBT
583 NISSAN AUTO RECEIVABLES OWNER TRUST 65479UAD0 1,295,000 New $1.3M 0.04% ABS-MBS
584 HCA INC. 404119BX6 Dec 2024 1,376,000 -124,000 $1.3M -6.6% 0.04% DBT
585 LEX MORTGAGE TRUST 52885AAA6 1,335,000 New $1.3M 0.04% ABS-MBS
586 United States of America 912810SA7 1,778,000 New $1.3M 0.04% DBT
587 Freddie Mac 3133KQK70 1,281,793 New $1.3M 0.04% DBT
588 ATHENE GLOBAL FUNDING 04685A2K6 Dec 2024 1,350,000 -740,000 $1.3M -30.4% 0.04% DBT
589 Freddie Mac 3137BMQJ8 1,534,116 New $1.3M 0.04% DBT
590 GMF FLOORPLAN OWNER REVOLVING TRUST 361886DQ4 1,300,000 New $1.3M 0.04% ABS-MBS
591 Federal National Mortgage Association 3140XF7J4 Dec 2024 1,509,639 -243,820 $1.3M -18.2% 0.04% DBT
592 Federal National Mortgage Association 3140FXTM4 Dec 2024 1,480,150 -595,159 $1.3M -31.8% 0.04% DBT
593 RESOLUTION FUNDING CORPORATION 76116FAC1 Dec 2024 1,660,000 +495,000 $1.3M +48.6% 0.04% DBT
594 MICRON TECHNOLOGY, INC. 595112CA9 1,286,000 New $1.3M 0.04% DBT
595 Federal National Mortgage Association 01F052615 1,315,000 New $1.3M 0.04% DBT
596 TENNESSEE GAS PIPELINE COMPANY, L.L.C. 880451AW9 Dec 2024 1,140,000 $1.3M -2.8% 0.04% DBT
597 CVS HEALTH CORPORATION 126650DS6 Dec 2024 1,295,000 -220,000 $1.3M -15.6% 0.04% DBT
598 Federal National Mortgage Association 3140Q8C94 Dec 2024 1,459,206 -225,660 $1.3M -18.8% 0.04% DBT
599 ARES LOAN FUNDING 04020FAA2 1,280,000 New $1.3M 0.04% ABS-CBDO
600 MORGAN STANLEY 6174468Q5 Dec 2024 1,300,000 $1.3M +5.6% 0.04% DBT
601 FORD CREDIT AUTO OWNER TRUST 344928AD8 Dec 2024 1,286,000 -826,000 $1.3M -39.1% 0.04% ABS-MBS
602 COMCAST CORPORATION 20030NDS7 Dec 2024 2,135,000 +1,725,000 $1.3M +358.8% 0.04% DBT
603 Federal National Mortgage Association 3140XGLT4 Dec 2024 1,430,776 -252,024 $1.3M -19.0% 0.04% DBT
604 HYUNDAI AUTO LEASE SECURITIZATION TRUST 448984AD6 1,280,000 New $1.3M 0.04% ABS-MBS
605 Federal National Mortgage Association 3140XA3Y6 Dec 2024 1,432,101 -402,543 $1.3M -22.8% 0.04% DBT
606 Federal National Mortgage Association 3140XGCW7 1,483,082 New $1.3M 0.04% DBT
607 Federal National Mortgage Association 3140XPKQ1 1,269,796 New $1.3M 0.04% DBT
608 BANK OF AMERICA CORPORATION 06051GJA8 Dec 2024 1,630,000 $1.3M -4.5% 0.04% DBT
609 Freddie Mac 3132DTJD3 1,267,314 New $1.3M 0.04% DBT
610 Government National Mortgage Association 2 3622ADDJ4 1,533,281 New $1.3M 0.04% DBT
611 THE GOLDMAN SACHS GROUP, INC. 38141GWZ3 Dec 2024 1,300,000 $1.3M +1.5% 0.04% DBT
612 FRESENIUS MEDICAL CARE US FINANCE III, INC. 35805BAC2 Dec 2024 1,345,000 $1.3M +8.3% 0.04% DBT
613 FLORIDA POWER & LIGHT COMPANY 341081GN1 1,275,000 New $1.3M 0.04% DBT
614 Government National Mortgage Association 2 36179VR77 1,462,746 New $1.3M 0.04% DBT
615 TIME WARNER CABLE, LLC 88732JAY4 Dec 2024 1,405,000 +1,275,000 $1.3M +967.0% 0.04% DBT
616 Federal National Mortgage Association 3140XQWX1 1,221,813 New $1.3M 0.04% DBT
617 Government National Mortgage Association 2 36179VUJ7 1,603,072 New $1.3M 0.04% DBT
618 FREDDIE MAC STACR REMIC TRUST 35564KRF8 1,220,000 New $1.2M 0.04% DBT
619 Government National Mortgage Association 38383CRU6 1,534,475 New $1.2M 0.04% DBT
620 Freddie Mac 3132E0A93 1,517,852 New $1.2M 0.04% DBT
621 VOLKSWAGEN AUTO LOAN ENHANCED TRUST 92868RAD0 1,235,000 New $1.2M 0.04% ABS-MBS
622 ANHEUSER-BUSCH COMPANIES, LLC 03522AAJ9 Dec 2024 1,357,000 New $1.2M 0.04% DBT
623 Government National Mortgage Association 2 36179YDF8 1,368,184 New $1.2M 0.04% DBT
624 AMGEN INC. 031162CZ1 Dec 2024 1,515,000 $1.2M -0.3% 0.04% DBT
625 CNH EQUIPMENT TRUST 12664JAC4 Dec 2024 1,220,181 -34,819 $1.2M -3.0% 0.04% ABS-MBS
626 Federal National Mortgage Association 31418CJA3 Dec 2024 1,416,546 -240,478 $1.2M -19.1% 0.04% DBT
627 HONDA AUTO RECEIVABLES OWNER TRUST 437930AC4 1,209,000 New $1.2M 0.04% ABS-MBS
628 ABBVIE INC. 00287YBX6 Dec 2024 1,317,000 +147,000 $1.2M +12.6% 0.04% DBT
629 CHARTER COMMUNICATIONS OPERATING, LLC 161175BK9 Dec 2024 1,263,000 $1.2M +2.1% 0.04% DBT
630 UBS AG 22550L2L4 Dec 2024 1,220,000 $1.2M -1.6% 0.04% DBT
631 GS MORTGAGE SECURITIES CORPORATION TRUST 36270GAA9 1,235,000 New $1.2M 0.04% ABS-MBS
632 GENERAL MOTORS FINANCIAL COMPANY, INC. 37045XEV4 1,205,000 New $1.2M 0.04% DBT
633 JERSEY CENTRAL POWER & LIGHT COMPANY 476556DD4 Dec 2024 1,425,000 +350,000 $1.2M +34.6% 0.04% DBT
634 INTERNATIONAL FLAVORS & FRAGRANCES INC. 459506AQ4 Dec 2024 1,425,000 +435,000 $1.2M +52.3% 0.04% DBT
635 OBX TRUST 67117PAA1 1,205,197 New $1.2M 0.04% ABS-MBS
636 Federal National Mortgage Association 3140XHHT7 Dec 2024 1,547,461 -1,151,652 $1.2M -45.9% 0.04% DBT
637 Freddie Mac 3132XCRV9 Dec 2024 1,331,168 -263,640 $1.2M -20.2% 0.03% DBT
638 BANK OF AMERICA CORPORATION 06051GMD8 1,230,000 New $1.2M 0.03% DBT
639 Nordea Bank Abp 65558RAJ8 1,227,000 New $1.2M 0.03% DBT
640 VERIDIAN AUTO RECEIVABLES TRUST 92347BAC8 1,195,000 New $1.2M 0.03% ABS-MBS
641 WASTE MANAGEMENT, INC. 94106LCE7 1,230,000 New $1.2M 0.03% DBT
642 Federal National Mortgage Association 3140QMAF1 Dec 2024 1,450,716 -235,185 $1.2M -18.5% 0.03% DBT
643 MORGAN STANLEY 61747YFS9 1,203,000 New $1.2M 0.03% DBT
644 Federal National Mortgage Association 3140X7FP9 Dec 2024 1,335,230 -226,557 $1.2M -18.7% 0.03% DBT
645 JACKSON FINANCIAL INC. 46817MAL1 Dec 2024 1,405,000 $1.2M +3.4% 0.03% DBT
646 TOYOTA MOTOR CREDIT CORPORATION 89236TLZ6 1,190,000 New $1.2M 0.03% DBT
647 UNITEDHEALTH GROUP INCORPORATED 91324PES7 Dec 2024 1,190,000 +270,000 $1.2M +15.4% 0.03% DBT
648 AMERICAN ASSETS TRUST, L.P. 02401LAA2 Dec 2024 1,370,000 $1.2M +8.3% 0.03% DBT
649 AIR LEASE CORPORATION 00914AAG7 1,320,000 New $1.2M 0.03% DBT
650 VERIZON MASTER TRUST 92348KBG7 Dec 2024 1,189,000 New $1.2M 0.03% ABS-MBS
651 Banco Santander, S.A. 05971KAE9 Dec 2024 1,200,000 -200,000 $1.2M -10.0% 0.03% DBT
652 BAE SYSTEMS PLC 05523RAK3 1,185,000 New $1.2M 0.03% DBT
653 Government National Mortgage Association 2 36179SSP3 Dec 2024 1,349,048 -256,241 $1.2M -20.1% 0.03% DBT
654 OWL ROCK CLO LTD 69120DAA9 1,180,000 New $1.2M 0.03% ABS-CBDO
655 WELLS FARGO & COMPANY 95000U3B7 Dec 2024 1,225,000 New $1.2M 0.03% DBT
656 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CX5 1,210,000 New $1.2M 0.03% DBT
657 WELLS FARGO & COMPANY 949746TG6 Dec 2024 1,200,000 $1.2M +7.5% 0.03% DBT
658 Freddie Mac 3132XCSA4 Dec 2024 1,269,522 -256,648 $1.2M -20.8% 0.03% DBT
659 ELLINGTON FINANCIAL MORTGAGE TRUST 26844QAC1 Dec 2024 1,175,051 -400,487 $1.2M -23.7% 0.03% ABS-MBS
660 Freddie Mac 3132E0X64 1,151,982 New $1.2M 0.03% DBT
661 Republica Del Paraguay 699149AH3 Dec 2024 1,391,000 +1,049,000 $1.2M +299.9% 0.03% DBT
662 GLENCORE FUNDING LLC 378272AN8 Dec 2024 1,200,000 $1.2M +1.8% 0.03% DBT
663 PRKCM TRUST 693981AA0 Dec 2024 1,166,493 -659,089 $1.2M -35.7% 0.03% ABS-MBS
664 Federal National Mortgage Association 3136BHAA7 Dec 2024 1,510,206 -308,448 $1.2M -20.9% 0.03% DBT
665 Federal National Mortgage Association 3140XLAX6 1,206,082 New $1.2M 0.03% DBT
666 JPMORGAN CHASE & CO. 46647PCJ3 Dec 2024 1,285,000 $1.2M +4.7% 0.03% DBT
667 ENERGY TRANSFER LP 29278NAQ6 Dec 2024 1,250,000 $1.2M +1.1% 0.03% DBT
668 Government National Mortgage Association 2 36179YAR5 1,198,473 New $1.2M 0.03% DBT
669 JPMORGAN CHASE & CO. 46647PCR5 Dec 2024 1,380,000 $1.2M +1.7% 0.03% DBT
670 CHARTER COMMUNICATIONS OPERATING, LLC 161175CQ5 1,140,000 New $1.2M 0.03% DBT
671 WELLS FARGO & COMPANY 95000U2K8 Dec 2024 1,165,000 -530,000 $1.2M -27.2% 0.03% DBT
672 Philip Morris International Inc. 718172DA4 Dec 2024 1,155,000 -265,000 $1.2M -19.3% 0.03% DBT
673 Federal National Mortgage Association 3140QUBT2 1,173,937 New $1.2M 0.03% DBT
674 Federal National Mortgage Association 31418ECZ1 Dec 2024 1,355,660 -525,787 $1.2M -30.5% 0.03% DBT
675 Freddie Mac 3132XCR56 Dec 2024 1,283,071 -235,934 $1.2M -19.6% 0.03% DBT
676 VERIZON MASTER TRUST 92348KCD3 1,130,000 New $1.2M 0.03% ABS-MBS
677 Freddie Mac 3128MJZM5 Dec 2024 1,323,343 -213,412 $1.2M -18.2% 0.03% DBT
678 SkyMiles IP Ltd. 830867AB3 Dec 2024 1,163,000 +723,000 $1.1M +170.3% 0.03% DBT
679 Federal National Mortgage Association 31418AVV7 Dec 2024 1,219,874 -427,708 $1.1M -26.1% 0.03% DBT
680 Estados Unidos Mexicanos 91087BAR1 Dec 2024 1,441,000 -670,000 $1.1M -35.9% 0.03% DBT
681 Federal National Mortgage Association 3136ARD54 1,159,827 New $1.1M 0.03% DBT
682 JPMORGAN CHASE & CO. 06423AAJ2 Dec 2024 970,000 $1.1M -1.9% 0.03% DBT
683 Federal National Mortgage Association 3140XJX24 Dec 2024 1,164,313 -214,822 $1.1M -18.9% 0.03% DBT
684 Freddie Mac 3137HC4W9 1,128,712 New $1.1M 0.03% DBT
685 Freddie Mac 3137BPJ34 1,225,720 New $1.1M 0.03% DBT
686 DEVON ENERGY CORPORATION 25179MBG7 1,195,000 New $1.1M 0.03% DBT
687 PACIFIC GAS AND ELECTRIC COMPANY 694308JG3 Dec 2024 1,325,000 +1,055,000 $1.1M +418.0% 0.03% DBT
688 AT&T INC. 00206RKJ0 Dec 2024 1,681,000 +419,000 $1.1M +23.5% 0.03% DBT
689 VERIZON MASTER TRUST 92348KDJ9 1,155,000 New $1.1M 0.03% ABS-MBS
690 MORGAN STANLEY 61747YFR1 1,110,000 New $1.1M 0.03% DBT
691 Suzano Austria GmbH 86964WAJ1 Dec 2024 1,280,000 -120,000 $1.1M -7.3% 0.03% DBT
692 JPMORGAN CHASE & CO. 46647PBX3 Dec 2024 1,360,000 -1,660,000 $1.1M -53.6% 0.03% DBT
693 WESTERN MIDSTREAM OPERATING, LP 958667AC1 Dec 2024 1,200,000 $1.1M +3.0% 0.03% DBT
694 PACIFIC GAS AND ELECTRIC COMPANY 694308JN8 Dec 2024 1,296,000 -17,000 $1.1M +4.0% 0.03% DBT
695 Federal National Mortgage Association 3136B72K6 Dec 2024 1,143,820 -161,544 $1.1M -11.5% 0.03% DBT
696 GENERAL MOTORS FINANCIAL COMPANY, INC. 37045XDL7 1,326,000 New $1.1M 0.03% DBT
697 NAVIENT STUDENT LOAN TRUST 63938EAC8 Dec 2024 1,133,109 -795,137 $1.1M -40.8% 0.03% ABS-MBS
698 Estados Unidos Mexicanos 91086QAV0 Dec 2024 1,210,000 $1.1M -9.0% 0.03% DBT
699 Freddie Mac 3132DUMD6 1,129,974 New $1.1M 0.03% DBT
700 HUDSON YARDS MORTGAGE TRUST 44421GAA1 Dec 2024 1,225,000 $1.1M +5.7% 0.03% ABS-MBS
701 Santander Holdings USA, Inc. 80282KBL9 1,096,000 New $1.1M 0.03% DBT
702 ENTERPRISE FLEET FINANCING LLC 29374LAB6 1,088,895 New $1.1M 0.03% ABS-MBS
703 Freddie Mac 3132DPXU7 Dec 2024 1,256,510 -250,490 $1.1M -20.3% 0.03% DBT
704 ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD 03880KAA2 Dec 2024 1,110,219 -2,102,781 $1.1M -64.9% 0.03% ABS-CBDO
705 NATWEST GROUP PLC 639057AG3 Dec 2024 1,085,000 $1.1M -1.2% 0.03% DBT
706 Government National Mortgage Association 2 36179W5D6 1,236,513 New $1.1M 0.03% DBT
707 THE GOLDMAN SACHS GROUP, INC. 38141GYA6 Dec 2024 1,150,000 $1.1M +7.3% 0.03% DBT
708 MORGAN STANLEY 61747YFL4 1,110,000 New $1.1M 0.03% DBT
709 B.A.T CAPITAL CORPORATION 05526DBQ7 Dec 2024 1,260,000 $1.1M +6.6% 0.03% DBT
710 HUDSON YARDS MORTGAGE TRUST 44421MAA8 Dec 2024 1,240,000 $1.1M +5.4% 0.03% ABS-MBS
711 SMB PRIVATE EDUCATION LOAN TRUST 78449YAA8 Dec 2024 1,196,659 +701,552 $1.1M +150.0% 0.03% ABS-MBS
712 ANHEUSER-BUSCH INBEV SA N/A Dec 2024 1,045,000 New $1.1M 0.03% DBT
713 AMMC CLO LIMITED 00175MBQ2 1,100,000 New $1.1M 0.03% ABS-CBDO
714 NEXTERA ENERGY CAPITAL HOLDINGS, INC. 65339KBP4 Dec 2024 1,095,000 $1.1M -1.5% 0.03% DBT
715 Federal National Mortgage Association 3140XKG53 1,328,636 New $1.1M 0.03% DBT
716 Federal National Mortgage Association 3140XGWS4 Dec 2024 1,217,054 -201,594 $1.1M -18.2% 0.03% DBT
717 TOYOTA LEASE OWNER TRUST 891943AD4 1,095,000 New $1.1M 0.03% ABS-MBS
718 Freddie Mac 3133KKT82 1,314,554 New $1.1M 0.03% DBT
719 THE BOEING COMPANY 097023DG7 Dec 2024 1,120,000 +76,000 $1.1M +12.1% 0.03% DBT
720 NELNET STUDENT LOAN CORPORATION 64031QBR1 Dec 2024 1,095,112 -908,739 $1.1M -44.6% 0.03% ABS-MBS
721 BX TRUST 05606FAA1 Dec 2024 1,200,000 $1.1M +5.8% 0.03% ABS-MBS
722 APPLOVIN CORPORATION 03831WAE8 1,100,000 New $1.1M 0.03% DBT
723 UBS Group AG 902613AX6 1,085,000 New $1.1M 0.03% DBT
724 Government National Mortgage Association 2 36179VFR6 1,163,423 New $1.1M 0.03% DBT
725 Government National Mortgage Association 2 36179TQP3 1,195,485 New $1.1M 0.03% DBT
726 DC OFFICE TRUST 23312BAA8 Dec 2024 1,240,000 $1.1M +6.4% 0.03% ABS-MBS
727 INTERSTATE POWER AND LIGHT COMPANY 461070AW4 1,140,000 New $1.1M 0.03% DBT
728 NATIONAL GAS TRANSMISSION PLC N/A Dec 2024 1,000,000 New $1.1M 0.03% DBT
729 Government National Mortgage Association 2 3622ADDK1 1,303,113 New $1.1M 0.03% DBT
730 Government National Mortgage Association 38383GS44 Dec 2024 1,224,529 -272,410 $1.1M -20.7% 0.03% DBT
731 Freddie Mac 3133CJTQ4 1,067,001 New $1.1M 0.03% DBT
732 THE BOEING COMPANY 097023DR3 1,025,000 New $1.1M 0.03% DBT
733 Federal National Mortgage Association 31418CCH5 Dec 2024 1,234,760 +258,135 $1.1M +19.7% 0.03% DBT
734 THE BOEING COMPANY 097023CW3 Dec 2024 1,150,000 -240,000 $1.1M -23.6% 0.03% DBT
735 Government National Mortgage Association 38382J2C9 1,363,239 New $1.1M 0.03% DBT
736 CCO HOLDINGS, LLC 1248EPCN1 Dec 2024 1,240,000 $1.1M +5.2% 0.03% DBT
737 THE GOLDMAN SACHS GROUP, INC. 38141GB29 1,070,000 New $1.1M 0.03% DBT
738 ELI LILLY AND COMPANY 532457CR7 1,105,000 New $1.1M 0.03% DBT
739 Swedbank AB 870195AC8 1,060,000 New $1.1M 0.03% DBT
740 Federal National Mortgage Association 31418DSS2 Dec 2024 1,262,255 -206,632 $1.1M -14.3% 0.03% DBT
741 SLM STUDENT LOAN TRUST 78444EAE9 Dec 2024 1,050,000 $1.1M +18.3% 0.03% ABS-MBS
742 AerCap Ireland Capital Designated Activity Company 00774MAW5 Dec 2024 1,140,000 New $1.1M 0.03% DBT
743 Freddie Mac 3132XCR31 Dec 2024 1,168,864 -605,613 $1.1M -37.2% 0.03% DBT
744 CITIGROUP INC. 17327CAT0 1,083,000 New $1.1M 0.03% DBT
745 JPMORGAN CHASE & CO. 46647PEH5 1,025,000 New $1.0M 0.03% DBT
746 FARMERS EXCHANGE CAPITAL 309588AE1 Dec 2024 1,021,000 $1.0M -6.7% 0.03% DBT
747 CISCO SYSTEMS, INC. 17275RBT8 1,050,000 New $1.0M 0.03% DBT
748 NETFLIX, INC. 64110LAZ9 1,067,000 New $1.0M 0.03% DBT
749 ELEVANCE HEALTH, INC. 036752AZ6 1,054,000 New $1.0M 0.03% DBT
750 Federal National Mortgage Association 31418DY71 Dec 2024 1,250,843 -193,511 $1.0M -16.3% 0.03% DBT
751 Federal National Mortgage Association 31418A3Z9 Dec 2024 1,113,098 -164,912 $1.0M -16.2% 0.03% DBT
752 Federal National Mortgage Association 3140QVK86 1,038,303 New $1.0M 0.03% DBT
753 REPUBLIC SERVICES, INC. 760759AX8 Dec 2024 1,285,000 -365,000 $1.0M -20.6% 0.03% DBT
754 MORGAN STANLEY 61744YAP3 Dec 2024 1,080,000 $1.0M +1.8% 0.03% DBT
755 Freddie Mac 3132XCSE6 Dec 2024 1,118,114 -238,082 $1.0M -21.6% 0.03% DBT
756 DTE ENERGY COMPANY 233331BG1 Dec 2024 1,055,000 $1.0M +7.1% 0.03% DBT
757 ATHENE GLOBAL FUNDING 04685A2Z3 Dec 2024 1,090,000 -275,000 $1.0M -11.9% 0.03% DBT
758 Freddie Mac 3133KQUT1 1,064,809 New $1.0M 0.03% DBT
759 HSBC HOLDINGS PLC 404280EL9 1,061,000 New $1.0M 0.03% DBT
760 Federal National Mortgage Association 3140XLQR2 1,193,633 New $1.0M 0.03% DBT
761 AIB GROUP PUBLIC LIMITED COMPANY 00135TAE4 1,035,000 New $1.0M 0.03% DBT
762 ABBVIE INC. 00287YAR0 Dec 2024 1,105,000 +790,000 $1.0M +238.9% 0.03% DBT
763 FARMERS EXCHANGE CAPITAL 309588AC5 Dec 2024 1,000,000 $1.0M -0.8% 0.03% DBT
764 United States of America 912810UA4 1,062,000 New $1.0M 0.03% DBT
765 Federal National Mortgage Association 3140XLXV5 1,254,979 New $1.0M 0.03% DBT
766 DEVON ENERGY CORPORATION 25179MAU7 Dec 2024 1,232,000 $1.0M -6.0% 0.03% DBT
767 Freddie Mac 31288QFR6 Dec 2024 1,067,511 -263,837 $1.0M -19.2% 0.03% DBT
768 JBS USA Holding Lux S.a r.l. 46590XAX4 1,010,000 New $1.0M 0.03% DBT
769 Federal National Mortgage Association 3140XNLW2 1,082,423 New $1.0M 0.03% DBT
770 METROPOLITAN LIFE GLOBAL FUNDING I 59217GBY4 Dec 2024 1,045,000 -910,000 $1.0M -44.8% 0.03% DBT
771 Federal National Mortgage Association 31418AXN3 Dec 2024 1,068,552 -396,003 $1.0M -28.4% 0.03% DBT
772 SLM STUDENT LOAN TRUST 78442GHH2 Dec 2024 1,033,483 -486,628 $1.0M -31.8% 0.03% ABS-MBS
773 WELLS FARGO & COMPANY 94974BGT1 Dec 2024 1,270,000 -100,000 $1.0M -9.7% 0.03% DBT
774 BUNGE LIMITED FINANCE CORP. 120568BF6 1,080,000 New $1.0M 0.03% DBT
775 JPMORGAN CHASE & CO. 46647PEQ5 1,039,000 New $1.0M 0.03% DBT
776 UNION ELECTRIC COMPANY 906548CY6 1,025,000 New $1.0M 0.03% DBT
777 Federal National Mortgage Association 31410LWC2 Dec 2024 1,171,539 -219,446 $1.0M -20.3% 0.03% DBT
778 CHASE HOME LENDING MORTGAGE TRUST 16159HAD9 1,009,660 New $1.0M 0.03% ABS-MBS
779 FS KKR CAPITAL CORP. 302635AP2 1,015,000 New $1.0M 0.03% DBT
780 PUBLIC SERVICE COMPANY OF COLORADO 744448CY5 Dec 2024 1,090,000 $1.0M -8.8% 0.03% DBT
781 ACCENTURE CAPITAL INC. 00440KAC7 1,043,000 New $1.0M 0.03% DBT
782 Government National Mortgage Association 2 3622ACMM9 1,105,500 New $998K 0.03% DBT
783 VERUS SECURITIZATION TRUST 92538KAA1 Dec 2024 1,200,194 -652,330 $998K -33.4% 0.03% ABS-MBS
784 Federal National Mortgage Association 3140XHU39 Dec 2024 1,004,450 -3,542,787 $998K -77.9% 0.03% DBT
785 Freddie Mac 3137FKRS7 1,065,757 New $997K 0.03% DBT
786 Government National Mortgage Association 38380HEJ7 1,129,620 New $996K 0.03% DBT
787 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CW7 979,000 New $994K 0.03% DBT
788 CHASE HOME LENDING MORTGAGE TRUST 16159TAD3 986,061 New $991K 0.03% ABS-MBS
789 Federal National Mortgage Association 31418CU85 Dec 2024 1,066,181 -198,077 $991K -19.5% 0.03% DBT
790 Freddie Mac 3132D9K29 1,192,189 New $990K 0.03% DBT
791 Federal National Mortgage Association 3140J7VT9 Dec 2024 1,120,865 -192,727 $989K -18.4% 0.03% DBT
792 KEYSPAN GAS EAST CORPORATION 49338CAB9 Dec 2024 1,025,000 $988K +5.3% 0.03% DBT
793 Freddie Mac 3133KYT90 Dec 2024 1,180,416 -193,008 $988K -16.2% 0.03% DBT
794 Federal National Mortgage Association 3140XKUJ7 Dec 2024 1,182,774 -192,226 $988K -16.9% 0.03% DBT
795 Federal National Mortgage Association 3140Q83U7 Dec 2024 1,035,016 -191,037 $986K -19.1% 0.03% DBT
796 VIRGINIA POWER FUEL SECURITIZATION, LLC 92808VAA0 979,403 New $983K 0.03% DBT
797 Federal National Mortgage Association 31418CCK8 Dec 2024 1,064,270 -280,643 $983K -22.0% 0.03% DBT
798 Federal National Mortgage Association 3140XQ6F9 981,292 New $982K 0.03% DBT
799 Federal National Mortgage Association 3140MWS72 Dec 2024 994,602 -239,433 $981K -19.9% 0.03% DBT
800 Morgan Stanley Bank, National Association 61690U8E3 975,000 New $978K 0.03% DBT
801 NORTHWESTERN MUTUAL GLOBAL FUNDING 66815L2S7 975,000 New $977K 0.03% DBT
802 LOCKHEED MARTIN CORPORATION 539830BS7 Dec 2024 1,220,000 $975K -12.1% 0.03% DBT
803 AVOLON HOLDINGS FUNDING LIMITED 05401AAH4 Dec 2024 975,000 $972K +6.2% 0.03% DBT
804 Government National Mortgage Association 2 3622ACLF5 1,232,957 New $970K 0.03% DBT
805 Federal National Mortgage Association 3140QKQY7 Dec 2024 1,130,509 +23,785 $968K -2.0% 0.03% DBT
806 NAVIENT PRIVATE EDUCATION LOAN TRUST 63940UAB0 Dec 2024 984,972 +191,169 $967K +26.4% 0.03% ABS-MBS
807 AMGEN INC. 031162AW0 Dec 2024 910,000 $966K -4.2% 0.03% DBT
808 FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 34528QJQ8 982,000 New $964K 0.03% ABS-MBS
809 MORGAN STANLEY 61747YFT7 980,000 New $964K 0.03% DBT
810 Federal National Mortgage Association 3136BBW81 1,241,955 New $964K 0.03% DBT
811 Government National Mortgage Association 2 3622ACZF0 1,119,853 New $962K 0.03% DBT
812 ALLY AUTO RECEIVABLES TRUST 02007NAC2 969,000 New $962K 0.03% ABS-MBS
813 Freddie Mac 3133KKK24 Dec 2024 1,157,525 -197,305 $962K -18.9% 0.03% DBT
814 AerCap Ireland Capital Designated Activity Company 00774MBG9 929,000 New $958K 0.03% DBT
815 Government National Mortgage Association 38383RGE1 1,026,226 New $957K 0.03% DBT
816 Federal National Mortgage Association 3140XDJH0 Dec 2024 1,141,478 -229,166 $956K -19.3% 0.03% DBT
817 Federal National Mortgage Association 31418DPB2 Dec 2024 1,055,866 -213,077 $953K -19.2% 0.03% DBT
818 OCCIDENTAL PETROLEUM CORPORATION 674599DD4 Dec 2024 870,000 $951K -0.9% 0.03% DBT
819 Federal National Mortgage Association 3140X8KC0 Dec 2024 1,135,192 -212,893 $950K -17.9% 0.03% DBT
820 Federal National Mortgage Association 3140XJVS9 Dec 2024 1,088,148 -222,466 $949K -18.9% 0.03% DBT
821 JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 46590MAR1 980,000 New $949K 0.03% ABS-MBS
822 Freddie Mac 3132FCGS8 Dec 2024 991,627 -223,324 $945K -22.0% 0.03% DBT
823 CHARTER COMMUNICATIONS OPERATING, LLC 161175CQ5 924,000 New $942K 0.03% DBT
824 GreenSaif Pipelines Bidco S.a rl 39541EAE3 965,000 New $941K 0.03% DBT
825 BROADCOM INC. 11135FBX8 937,000 New $941K 0.03% DBT
826 Freddie Mac 3132AEV52 1,065,893 New $940K 0.03% DBT
827 Federal National Mortgage Association 31417HBX1 Dec 2024 1,027,358 -274,870 $940K -24.3% 0.03% DBT
828 Government National Mortgage Association 2 36179VKL3 Dec 2024 1,075,469 -213,947 $937K -20.9% 0.03% DBT
829 Federal National Mortgage Association 31418DQZ8 Dec 2024 1,119,242 -193,086 $937K -17.4% 0.03% DBT
830 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 61767EAJ3 Dec 2024 1,030,000 $937K +2.1% 0.03% ABS-MBS
831 Federal National Mortgage Association 3140XHJM0 Dec 2024 972,571 -208,873 $934K -20.9% 0.03% DBT
832 HYUNDAI CAPITAL AMERICA 44891ADK0 935,000 New $933K 0.03% DBT
833 HCA INC. 404119CR8 985,000 New $930K 0.03% DBT
834 Government National Mortgage Association 2 36179WDG0 1,194,239 New $929K 0.03% DBT
835 Federal National Mortgage Association 3140XFZF1 Dec 2024 1,041,123 -207,005 $928K -20.1% 0.03% DBT
836 EQUINIX, INC. 29444UBU9 Dec 2024 1,005,000 -710,000 $926K -40.6% 0.03% DBT
837 Shell International Finance B.V. 822582BE1 Dec 2024 1,001,000 +646,000 $925K +172.0% 0.03% DBT
838 Piedmont Natural Gas Company, Inc. 720186AM7 1,396,000 New $921K 0.03% DBT
839 LLOYDS BANKING GROUP PLC 539439BA6 929,000 New $921K 0.03% DBT
840 Federal National Mortgage Association 31417ACX5 Dec 2024 975,860 -254,543 $921K -23.9% 0.03% DBT
841 Freddie Mac 3133KYTV1 Dec 2024 1,099,806 -191,598 $921K -17.5% 0.03% DBT
842 HPEFS EQUIPMENT TRUST 403963AC5 915,000 New $920K 0.03% ABS-MBS
843 CITIGROUP INC. 172967NX5 Dec 2024 915,000 $920K -0.2% 0.03% DBT
844 HUNTINGTON INGALLS INDUSTRIES, INC. 446413BB1 920,000 New $918K 0.03% DBT
845 Nordea Bank Abp 65558RAK5 960,000 New $917K 0.03% DBT
846 MERCURY GENERAL CORPORATION 589400AB6 Dec 2024 935,000 $916K +1.4% 0.03% DBT
847 ANGLO AMERICAN CAPITAL PLC 034863BE9 910,000 New $916K 0.03% DBT
848 ORACLE CORPORATION 68389XCE3 Dec 2024 1,040,000 -160,000 $915K -10.9% 0.03% DBT
849 Federal National Mortgage Association 31418DLL4 994,606 New $913K 0.03% DBT
850 MASTERCARD INCORPORATED. 57636QBB9 943,000 New $911K 0.03% DBT
851 AMERICAN HOMES 4 RENT, L.P. 02666TAE7 Dec 2024 1,018,000 +487,000 $910K +97.9% 0.03% DBT
852 ENTERPRISE FLEET FINANCING LLC 29375NAB1 901,027 New $909K 0.03% ABS-MBS
853 SEQUOIA MORTGAGE TRUST 81747LCE9 Dec 2024 936,074 -230,939 $909K -19.7% 0.03% ABS-MBS
854 OBX TRUST 67119EAC0 902,030 New $906K 0.03% ABS-MBS
855 CADENCE DESIGN SYSTEMS, INC. 127387AP3 943,000 New $904K 0.03% DBT
856 TOYOTA AUTO RECEIVABLES OWNER TRUST 89231FAD2 895,000 New $902K 0.03% ABS-MBS
857 Freddie Mac 3132DQHZ2 911,773 New $902K 0.03% DBT
858 Freddie Mac 3132J0NU7 Dec 2024 1,021,239 -226,554 $898K -22.0% 0.03% DBT
859 ROCK TRUST 74970WAA8 900,000 New $897K 0.03% ABS-MBS
860 META PLATFORMS, INC. 30303M8U9 920,000 New $896K 0.03% DBT
861 JPMORGAN CHASE & CO. 46647PBT2 Dec 2024 925,000 +564,000 $895K +177.9% 0.03% DBT
862 TRANSCANADA PIPELINES LIMITED 89352HAM1 Dec 2024 960,000 +100,000 $893K +10.6% 0.03% DBT
863 Federal National Mortgage Association 3140LS3A2 1,084,047 New $893K 0.03% DBT
864 ABBVIE INC. 00287YDS5 893,000 New $892K 0.03% DBT
865 United States of America 91282CLS8 894,000 New $892K 0.03% SN
866 Government National Mortgage Association 2 36179W2X5 966,741 New $892K 0.03% DBT
867 TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC 88240TAA9 Dec 2024 921,732 -726,561 $892K -44.2% 0.03% DBT
868 Federal National Mortgage Association 3136AVP94 1,047,405 New $890K 0.03% DBT
869 Freddie Mac 3137H77M9 951,927 New $890K 0.03% DBT
870 CSMC TRUST 12661GAA7 Dec 2024 1,017,611 +649,488 $885K +181.2% 0.03% ABS-MBS
871 GS MORTGAGE SECURITIES TRUST 36264KAU4 Dec 2024 1,055,000 $884K +5.2% 0.03% ABS-MBS
872 Export Finance Australia 30220L2B9 Dec 2024 879,000 -200,000 $884K -19.8% 0.03% DBT
873 Freddie Mac 3133KYWS4 Dec 2024 1,039,430 -151,019 $883K -16.1% 0.03% DBT
874 CWABS ASSET-BACKED CERTIFICATES TRUST 126698AD1 Dec 2024 972,134 -161,512 $883K -13.1% 0.03% ABS-MBS
875 Federal National Mortgage Association 3140MMXZ6 Dec 2024 900,976 -176,156 $883K -16.8% 0.03% DBT
876 BROADCOM INC. 11135FCD1 915,000 New $883K 0.03% DBT
877 ABBVIE INC. 00287YDU0 893,000 New $882K 0.03% DBT
878 Freddie Mac 3132A5DF9 1,001,824 New $881K 0.03% DBT
879 JPMORGAN CHASE & CO. 46647PAV8 Dec 2024 905,000 +105,000 $881K +13.9% 0.03% DBT
880 CHENIERE CORPUS CHRISTI HOLDINGS, LLC 16412XAJ4 Dec 2024 938,000 $881K +2.0% 0.03% DBT
881 Government National Mortgage Association 2 36179XLJ3 Dec 2024 883,384 -207,826 $880K -20.4% 0.03% DBT
882 HUNTINGTON BANCSHARES INCORPORATED 446150BE3 879,000 New $880K 0.03% DBT
883 KYNDRYL HOLDINGS, INC. 50155QAJ9 Dec 2024 925,000 -425,000 $880K -25.0% 0.03% DBT
884 T-MOBILE US TRUST 87267RAA3 873,000 New $879K 0.03% ABS-MBS
885 Federal National Mortgage Association 31418CDL5 Dec 2024 1,015,508 -166,415 $879K -19.1% 0.03% DBT
886 NELNET STUDENT LOAN CORPORATION 64031QBX8 Dec 2024 886,413 -773,423 $879K -45.8% 0.03% ABS-MBS
887 AMERICAN ELECTRIC POWER COMPANY, INC. 02557TAD1 875,000 New $879K 0.03% DBT
888 Freddie Mac 3133KYUU1 Dec 2024 1,051,820 +590,343 $879K +120.9% 0.03% DBT
889 Federal National Mortgage Association 3140QP3B1 930,578 New $878K 0.03% DBT
890 Federal National Mortgage Association 3140XMRZ1 1,012,340 New $878K 0.03% DBT
891 Federal National Mortgage Association 31418FDC8 873,311 New $878K 0.03% DBT
892 Freddie Mac 3137HAL87 877,177 New $877K 0.03% DBT
893 Government National Mortgage Association 2 3622ACTU4 856,573 New $876K 0.03% DBT
894 SFS AUTO RECEIVABLES SECURITIZATION TRUST 78435VAC6 872,000 New $875K 0.03% ABS-MBS
895 Freddie Mac 3132D9M92 1,047,774 New $874K 0.03% DBT
896 SES GLOBAL AMERICAS HOLDINGS INC. 78413KAB8 Dec 2024 1,200,000 $873K -7.5% 0.03% DBT
897 Federal National Mortgage Association 3140QLCX2 Dec 2024 1,055,021 -217,896 $873K -21.5% 0.03% DBT
898 Federal National Mortgage Association 3140QVRV8 849,918 New $872K 0.03% DBT
899 AMAZON.COM, INC. 023135BF2 Dec 2024 985,000 -5,000 $870K -5.5% 0.03% DBT
900 Federal National Mortgage Association 3136BATZ7 Dec 2024 1,058,052 -217,247 $869K -19.9% 0.03% DBT
901 ELEVANCE HEALTH, INC. 036752BB8 879,000 New $868K 0.03% DBT
902 SLM STUDENT LOAN TRUST 78445CAD4 Dec 2024 868,703 -1,465,358 $867K -61.8% 0.03% ABS-MBS
903 BROADCOM INC. 11135FCA7 879,000 New $864K 0.03% DBT
904 Federal National Mortgage Association 3136ATLW2 Dec 2024 942,711 -360,673 $864K -27.2% 0.03% DBT
905 COMCAST CORPORATION 20030NDN8 Dec 2024 1,060,000 -360,000 $863K -24.3% 0.03% DBT
906 VOLKSWAGEN AUTO LOAN ENHANCED TRUST 92867WAD0 857,000 New $862K 0.03% ABS-MBS
907 Chile Electricity Lux MPC S.a r.l. 168829AA7 854,025 New $861K 0.03% DBT
908 META PLATFORMS, INC. 30303M8W5 883,000 New $861K 0.02% DBT
909 BRISTOL-MYERS SQUIBB CO 110122DY1 825,000 New $858K 0.02% DBT
910 ORACLE CORPORATION 68389XCC7 Dec 2024 890,000 $858K +4.9% 0.02% DBT
911 Federal National Mortgage Association 3140QFA66 Dec 2024 1,033,490 -176,450 $858K -19.0% 0.02% DBT
912 Government National Mortgage Association 2 36179V7F1 Dec 2024 983,928 +873,833 $857K +747.4% 0.02% DBT
913 Government National Mortgage Association 2 3622AA4R2 Dec 2024 1,033,926 -181,907 $855K -19.1% 0.02% DBT
914 ARI FLEET LEASE TRUST 00218KAB9 850,000 New $855K 0.02% ABS-MBS
915 Federal National Mortgage Association 3136BQEE5 871,087 New $854K 0.02% DBT
916 CVS HEALTH CORPORATION 126650EH9 850,000 New $853K 0.02% DBT
917 Federal National Mortgage Association 3140QQVA0 856,572 New $852K 0.02% DBT
918 Government National Mortgage Association 2 36179X2L9 854,450 New $850K 0.02% DBT
919 Freddie Mac 3133N3VV3 1,017,192 New $849K 0.02% DBT
920 Federal National Mortgage Association 3138WJDJ4 Dec 2024 944,251 -205,060 $849K -21.7% 0.02% DBT
921 Freddie Mac 3133CJS85 840,532 New $845K 0.02% DBT
922 NEW YORK ST DORM AUTH ST PERS INCOME TAX REV 6499022E2 Dec 2024 850,000 $842K -3.2% 0.02% DBT
923 SMB PRIVATE EDUCATION LOAN TRUST 78448YAD3 870,929 New $838K 0.02% ABS-MBS
924 FORD CREDIT AUTO OWNER TRUST 34535VAD6 837,000 New $838K 0.02% ABS-MBS
925 Federal National Mortgage Association 3140XKW89 Dec 2024 1,058,031 -141,969 $835K -16.2% 0.02% DBT
926 Government National Mortgage Association 38383MFU7 909,582 New $834K 0.02% DBT
927 Freddie Mac 3133USHW4 960,443 New $832K 0.02% DBT
928 Federal National Mortgage Association 3140MM3D8 Dec 2024 841,505 -128,971 $831K -13.8% 0.02% DBT
929 NELNET STUDENT LOAN CORPORATION 64031QCD1 Dec 2024 837,197 -810,262 $830K -48.5% 0.02% ABS-MBS
930 PAYPAL HOLDINGS, INC. 70450YAH6 Dec 2024 945,000 +645,000 $828K +222.4% 0.02% DBT
931 DUPONT DE NEMOURS, INC. 26078JAC4 Dec 2024 830,000 $828K -0.1% 0.02% DBT
932 JBS USA Holding Lux S.a r.l. 46590XAU0 938,000 New $828K 0.02% DBT
933 ENTERPRISE FLEET FINANCING LLC 29375QAB4 820,000 New $826K 0.02% ABS-MBS
934 SMB PRIVATE EDUCATION LOAN TRUST 78448YAH4 Dec 2024 930,739 -381,107 $826K -26.9% 0.02% ABS-MBS
935 Federal National Mortgage Association 3140QVE75 800,682 New $825K 0.02% DBT
936 JPMORGAN CHASE & CO. 46647PBK1 Dec 2024 830,000 $823K +6.0% 0.02% DBT
937 Government National Mortgage Association 2 3617Y5UR8 892,448 New $823K 0.02% DBT
938 GENERAL MOTORS FINANCIAL COMPANY, INC. 37045XFA9 845,000 New $820K 0.02% DBT
939 JOHN DEERE CAPITAL CORPORATION 24422EXU8 823,000 New $819K 0.02% DBT
940 VERIZON MASTER TRUST 92348KCL5 815,000 New $819K 0.02% ABS-MBS
941 BERKSHIRE HATHAWAY ENERGY COMPANY 084659BC4 Dec 2024 1,330,000 +270,000 $812K +11.5% 0.02% DBT
942 NJ TRUST 65486XAA1 780,000 New $812K 0.02% ABS-MBS
943 Philip Morris International Inc. 718172DB2 Dec 2024 810,000 +144,000 $812K +19.3% 0.02% DBT
944 Freddie Mac 3132DNRA3 Dec 2024 844,483 -174,733 $811K -20.4% 0.02% DBT
945 T-MOBILE USA, INC. 87264ACT0 Dec 2024 1,215,000 +295,000 $810K +22.4% 0.02% DBT
946 Federal National Mortgage Association 31418CNE0 Dec 2024 873,085 +377,528 $810K +67.9% 0.02% DBT
947 CROWN CASTLE INC. 22822VBE0 794,000 New $809K 0.02% DBT
948 Freddie Mac 3131XU6Q5 Dec 2024 932,507 -170,099 $809K -20.3% 0.02% DBT
949 BROADCOM INC. 11135FBY6 803,000 New $808K 0.02% DBT
950 GOLDMAN SACHS BANK USA 38151LAF7 803,000 New $808K 0.02% DBT
951 Federal National Mortgage Association 3140QVR63 784,001 New $807K 0.02% DBT
952 Freddie Mac 3128MABR9 Dec 2024 884,915 -197,898 $807K -21.9% 0.02% DBT
953 CITIZENS FINANCIAL GROUP, INC. 174610BH7 804,000 New $807K 0.02% DBT
954 Government National Mortgage Association 2 36179WB23 895,768 New $805K 0.02% DBT
955 Federal National Mortgage Association 3140QTA74 815,499 New $805K 0.02% DBT
956 Federal National Mortgage Association 3140XHRS8 901,597 New $804K 0.02% DBT
957 Federal National Mortgage Association 31418CR89 895,905 New $803K 0.02% DBT
958 VERIZON MASTER TRUST 92348KAS2 Dec 2024 806,000 -492,000 $803K -36.6% 0.02% ABS-MBS
959 CAPITAL ONE FINANCIAL CORPORATION 14040HDG7 799,000 New $801K 0.02% DBT
960 AMGEN INC. 031162DT4 Dec 2024 831,000 New $800K 0.02% DBT
961 MODIVCARE ESCROW ISSUER, INC. 60783XAA2 1,360,000 New $800K 0.02% DBT
962 B.A.T CAPITAL CORPORATION 05526DBF1 Dec 2024 1,014,000 -1,131,000 $800K -49.9% 0.02% DBT
963 Bank Gospodarstwa Krajowego 06237MAD5 815,000 New $799K 0.02% DBT
964 ELI LILLY AND COMPANY 532457CQ9 816,000 New $799K 0.02% DBT
965 BA CREDIT CARD TRUST 05522RDH8 790,000 New $798K 0.02% ABS-MBS
966 FERRELLGAS, L.P. 315289AC2 870,000 New $795K 0.02% DBT
967 Freddie Mac 3142GTL38 772,000 New $795K 0.02% DBT
968 Federal National Mortgage Association 3140X92S3 Dec 2024 999,661 -157,664 $795K -18.2% 0.02% DBT
969 THE CIGNA GROUP 125523AH3 Dec 2024 810,000 $794K -0.5% 0.02% DBT
970 The Bank of New York Mellon Corporation 06406RBN6 Dec 2024 800,000 -285,000 $794K -26.1% 0.02% DBT
971 JPMORGAN CHASE & CO. 46647PEE2 780,000 New $793K 0.02% DBT
972 AB BSL CLO LTD 00037VAA6 790,000 New $793K 0.02% ABS-CBDO
973 Estados Unidos Mexicanos 91087BAM2 Dec 2024 977,000 New $793K 0.02% DBT
974 BANQUE CANADIENNE IMPERIALE DE COMMERCE 13607PHS6 809,000 New $793K 0.02% DBT
975 Freddie Mac 3128MJZF0 Dec 2024 911,478 +90,721 $792K +5.3% 0.02% DBT
976 NAVIENT PRIVATE EDUCATION LOAN TRUST 63942BAA2 Dec 2024 878,315 +783,917 $791K +858.9% 0.02% ABS-MBS
977 PACIFICORP 695114CY2 Dec 2024 1,330,000 $791K -13.2% 0.02% DBT
978 Freddie Mac 3132DVL86 916,753 New $791K 0.02% DBT
979 Federal National Mortgage Association 3140J9YZ8 Dec 2024 796,139 -169,803 $791K -19.5% 0.02% DBT
980 Healthcare Realty Holdings, L.P. 42225UAG9 Dec 2024 880,000 -765,000 $791K -44.5% 0.02% DBT
981 BX COMMERCIAL MORTGAGE TRUST 05614JAA3 790,000 New $790K 0.02% ABS-MBS
982 EQUS MORTGAGE TRUST 29478JAG5 Dec 2024 789,984 $789K +5.5% 0.02% ABS-MBS
983 CATERPILLAR FINANCIAL SERVICES CORPORATION 14913UAL4 781,000 New $789K 0.02% DBT
984 Freddie Mac 3137H63N3 879,432 New $789K 0.02% DBT
985 THE GOLDMAN SACHS GROUP, INC. 38141GB37 803,000 New $788K 0.02% DBT
986 Freddie Mac 3132DVMH5 849,233 New $788K 0.02% DBT
987 Federal National Mortgage Association 3140QCDT0 899,899 New $788K 0.02% DBT
988 Freddie Mac 3133CUD60 782,883 New $787K 0.02% DBT
989 Federal National Mortgage Association 3140XPAX7 777,260 New $786K 0.02% DBT
990 Federal National Mortgage Association 3140QVEW0 764,811 New $785K 0.02% DBT
991 Freddie Mac 3133KNHD8 959,393 New $785K 0.02% DBT
992 CVS HEALTH CORPORATION 126650CX6 Dec 2024 809,000 $784K -1.3% 0.02% DBT
993 Federal National Mortgage Association 3136ABQH9 Dec 2024 773,669 -197,439 $783K -21.6% 0.02% DBT
994 NAVIENT STUDENT LOAN TRUST 63940FAC1 Dec 2024 772,176 -314,682 $782K -27.8% 0.02% ABS-MBS
995 INVITATION HOMES OPERATING PARTNERSHIP LP 46188BAA0 Dec 2024 964,000 +739,000 $782K +353.2% 0.02% DBT
996 Federal National Mortgage Association 3140XM5T9 852,920 New $781K 0.02% DBT
997 BMP COMMERCIAL MORTGAGE TRUST 05593JAG5 780,000 New $781K 0.02% ABS-MBS
998 CHARTER COMMUNICATIONS OPERATING, LLC 161175BV5 1,250,000 New $781K 0.02% DBT
999 CANTOR FITZGERALD, L.P. 138616AK3 Dec 2024 795,000 -340,000 $780K -26.3% 0.02% DBT
1000 JPMORGAN CHASE & CO. 46647PAV8 Dec 2024 800,000 New $778K 0.02% DBT
1001 TOYOTA AUTO RECEIVABLES OWNER TRUST 891941AD8 774,000 New $776K 0.02% ABS-MBS
1002 ORACLE CORPORATION 68389XBV6 Dec 2024 860,000 +70,000 $776K +11.3% 0.02% DBT
1003 Federal National Mortgage Association 3136BA7B4 Dec 2024 863,346 -148,940 $774K -16.6% 0.02% DBT
1004 MASTERCARD INCORPORATED. 57636QBC7 808,000 New $774K 0.02% DBT
1005 Federal National Mortgage Association 31418MZ39 Dec 2024 769,259 -189,710 $774K -22.0% 0.02% DBT
1006 Freddie Mac 3132DMBC8 887,763 New $773K 0.02% DBT
1007 JPMORGAN CHASE & CO. 46647PEP7 779,000 New $772K 0.02% DBT
1008 Freddie Mac 3137HAKD7 790,779 New $772K 0.02% DBT
1009 CITIGROUP INC. 172967EW7 Dec 2024 625,000 +340,000 $771K +110.0% 0.02% DBT
1010 Government National Mortgage Association 38384JJZ8 766,322 New $771K 0.02% DBT
1011 F&G GLOBAL FUNDING 30321L2A9 Dec 2024 810,000 $771K +5.8% 0.02% DBT
1012 Federal National Mortgage Association 3138ERQW3 Dec 2024 806,129 -312,049 $771K -27.7% 0.02% DBT
1013 HESS CORPORATION 42809HAH0 Dec 2024 770,000 $770K +2.2% 0.02% DBT
1014 ACCENTURE CAPITAL INC. 00440KAA1 782,000 New $770K 0.02% DBT
1015 JPMORGAN CHASE & CO. 46647PBE5 Dec 2024 855,000 $770K +3.2% 0.02% DBT
1016 PRIME HEALTHCARE SERVICES, INC. 74165HAC2 790,000 New $768K 0.02% DBT
1017 COMM MORTGAGE TRUST 12593QBJ8 Dec 2024 870,000 $768K -1.7% 0.02% ABS-MBS
1018 Eversource Energy 30040WAW8 745,000 New $768K 0.02% DBT
1019 ABBVIE INC. 00287YCB3 Dec 2024 944,000 +364,000 $768K +50.0% 0.02% DBT
1020 ELMWOOD CLO 289913AC9 760,000 New $765K 0.02% ABS-CBDO
1021 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CU1 730,000 New $764K 0.02% DBT
1022 Federal National Mortgage Association 3136AWBV8 774,380 New $764K 0.02% DBT
1023 THE GOLDMAN SACHS GROUP, INC. 38141GB60 778,000 New $762K 0.02% DBT
1024 Freddie Mac 3137HHFL0 763,147 New $760K 0.02% DBT
1025 Federal National Mortgage Association 3140JBYR1 Dec 2024 733,821 -342,495 $759K -27.4% 0.02% DBT
1026 Federal National Mortgage Association 3140HSNS6 Dec 2024 775,000 $759K -1.0% 0.02% DBT
1027 HYUNDAI CAPITAL AMERICA 44891ADG9 781,000 New $758K 0.02% DBT
1028 Freddie Mac 3132DQGJ9 778,629 New $757K 0.02% DBT
1029 Freddie Mac 3128MJY61 Dec 2024 870,165 -144,223 $756K -18.5% 0.02% DBT
1030 Freddie Mac 3132XUSH9 Dec 2024 839,378 -134,933 $754K -18.0% 0.02% DBT
1031 Federal National Mortgage Association 31418DY71 Dec 2024 899,882 New $751K 0.02% DBT
1032 THE CHARLES SCHWAB CORPORATION 808513CJ2 720,000 New $751K 0.02% DBT
1033 Federal National Mortgage Association 3140XFTF8 Dec 2024 907,993 -120,553 $750K -16.0% 0.02% DBT
1034 Pfizer Investment Enterprises Pte. Ltd. 716973AE2 771,000 New $749K 0.02% DBT
1035 Federal National Mortgage Association 3136BBEM0 879,644 New $748K 0.02% DBT
1036 VERIZON MASTER TRUST 92348KCH4 745,000 New $747K 0.02% ABS-MBS
1037 Federal National Mortgage Association 3140MM3B2 Dec 2024 765,954 -159,849 $747K -17.9% 0.02% DBT
1038 CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 14043GAD6 Dec 2024 750,615 -344,385 $747K -30.2% 0.02% ABS-MBS
1039 MORGAN STANLEY 6174468U6 Dec 2024 915,000 -1,485,000 $746K -60.4% 0.02% DBT
1040 Federal National Mortgage Association 3140M94N4 Dec 2024 833,633 -78,679 $746K -12.4% 0.02% DBT
1041 Freddie Mac 3128MJYN4 Dec 2024 823,816 -146,879 $746K -19.3% 0.02% DBT
1042 MIDAMERICAN ENERGY COMPANY 595620AL9 Dec 2024 830,000 $745K -6.7% 0.02% DBT
1043 Freddie Mac 3133KJMA7 Dec 2024 942,817 -154,882 $745K -18.4% 0.02% DBT
1044 CHARTER COMMUNICATIONS OPERATING, LLC 161175CA0 1,157,000 New $744K 0.02% DBT
1045 Duke Energy Carolinas, LLC 26442CAM6 Dec 2024 878,000 +250,000 $744K +33.7% 0.02% DBT
1046 Freddie Mac 3132DWCT8 951,390 New $744K 0.02% DBT
1047 CHARTER COMMUNICATIONS OPERATING, LLC 161175BN3 Dec 2024 870,000 +643,000 $744K +279.6% 0.02% DBT
1048 Republica de Colombia 195325DZ5 Dec 2024 970,000 +300,000 $743K +49.1% 0.02% DBT
1049 U.S. BANCORP 91159HJK7 Dec 2024 750,000 -1,100,000 $742K -58.9% 0.02% DBT
1050 FARMERS INSURANCE EXCHANGE 309601AG7 720,000 New $742K 0.02% DBT
1051 Freddie Mac 3137AQRN0 821,000 New $742K 0.02% DBT
1052 JPMORGAN CHASE & CO. 46647PEK8 750,000 New $742K 0.02% DBT
1053 Philip Morris International Inc. 718172CZ0 Dec 2024 740,000 -590,000 $742K -44.7% 0.02% DBT
1054 Federal National Mortgage Association 31418EDM9 Dec 2024 870,333 -117,199 $741K -15.0% 0.02% DBT
1055 ENTERPRISE PRODUCTS OPERATING LLC 29379VCG6 765,000 New $740K 0.02% DBT
1056 PECO Energy Company 693304AS6 Dec 2024 900,000 $740K -5.8% 0.02% DBT
1057 MORGAN STANLEY 61772BAB9 Dec 2024 770,000 $738K +7.0% 0.02% DBT
1058 Freddie Mac 3132CXH70 805,198 New $738K 0.02% DBT
1059 MORGAN STANLEY 61747YEH4 Dec 2024 880,000 $737K +2.3% 0.02% DBT
1060 The Northwestern Mutual Life Insurance Co 668138AA8 984,000 New $737K 0.02% DBT
1061 Freddie Mac 3132WKLT3 Dec 2024 846,641 -168,970 $737K -20.9% 0.02% DBT
1062 OBX TRUST 67114JAC4 Dec 2024 895,376 +452,209 $736K +121.4% 0.02% ABS-MBS
1063 Federal National Mortgage Association 3140XLDP0 833,147 New $735K 0.02% DBT
1064 NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 64971XQZ4 Dec 2024 1,000,000 $735K +0.6% 0.02% DBT
1065 THE KROGER CO. 501044DW8 780,000 New $735K 0.02% DBT
1066 Federal National Mortgage Association 31418EDD9 862,435 New $734K 0.02% DBT
1067 SOCIETE GENERALE SA 83368RAV4 Dec 2024 735,000 $734K +6.6% 0.02% DBT
1068 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES 92926WAA5 Dec 2024 856,083 -144,353 $734K -9.9% 0.02% ABS-MBS
1069 RAVEN ACQUISITION HOLDINGS, LLC 75420NAA1 740,000 New $733K 0.02% DBT
1070 Government National Mortgage Association 2 3622ABY97 884,457 New $730K 0.02% DBT
1071 NELNET PRIVATE EDUCATION LOAN TRUST 64035DAB2 Dec 2024 786,989 +332,397 $728K +77.0% 0.02% ABS-MBS
1072 Freddie Mac 3128MJYT1 Dec 2024 835,731 +437,161 $726K +98.5% 0.02% DBT
1073 AMERICAN TOWER CORPORATION 03027XCD0 720,000 New $725K 0.02% DBT
1074 ALCON FINANCE CORPORATION 01400EAE3 725,000 New $725K 0.02% DBT
1075 Federal National Mortgage Association 3140XRTX3 707,979 New $724K 0.02% DBT
1076 AVOLON HOLDINGS FUNDING LIMITED 05401AAR2 Dec 2024 779,000 $722K +9.6% 0.02% DBT
1077 Freddie Mac 3137B3V70 Dec 2024 734,270 -148,352 $722K -16.7% 0.02% DBT
1078 CLARK CNTY NEV ARPT REV 18085PMT8 Dec 2024 648,000 -80,000 $722K -20.0% 0.02% DBT
1079 SCCU AUTO RECEIVABLES TRUST 78436RAC4 719,081 New $722K 0.02% ABS-MBS
1080 Freddie Mac 3132D9E91 863,323 New $721K 0.02% DBT
1081 MERCEDES-BENZ AUTO RECEIVABLES TRUST 58768PAD6 Dec 2024 711,000 $719K -0.9% 0.02% ABS-MBS
1082 RESOLUTION FUNDING CORPORATION 76116EGR5 Dec 2024 905,000 $717K +7.1% 0.02% DBT
1083 Freddie Mac 3128MJYM6 Dec 2024 824,161 -137,838 $716K -18.9% 0.02% DBT
1084 SLM STUDENT LOAN TRUST 78445AAE6 Dec 2024 685,000 $715K +9.2% 0.02% ABS-MBS
1085 JPMORGAN CHASE & CO. 46625HNJ5 Dec 2024 720,000 $715K +0.9% 0.02% DBT
1086 SMB PRIVATE EDUCATION LOAN TRUST 78449MAA4 Dec 2024 773,299 +85,316 $714K +16.1% 0.02% ABS-MBS
1087 ONEOK, INC. 682680CF8 759,000 New $714K 0.02% DBT
1088 Freddie Mac 3132AEUB0 Dec 2024 809,122 -145,643 $714K -19.0% 0.02% DBT
1089 United States of America AULH25 Dec 2024 6 New $713K 0.02% DIR
1090 Freddie Mac 3133USH20 822,641 New $713K 0.02% DBT
1091 Federal National Mortgage Association 3140XQMT1 717,316 New $713K 0.02% DBT
1092 INTERCONTINENTAL EXCHANGE, INC. 45866FBA1 705,000 New $711K 0.02% DBT
1093 Federal National Mortgage Association 3136AT6K5 721,895 New $710K 0.02% DBT
1094 ABBVIE INC. 00287YAR0 Dec 2024 758,000 New $710K 0.02% DBT
1095 SLM STUDENT LOAN TRUST 784442AD7 Dec 2024 685,000 $710K +33.4% 0.02% ABS-MBS
1096 Government National Mortgage Association 2 36179SLS4 Dec 2024 783,657 -158,126 $709K -20.9% 0.02% DBT
1097 SLM STUDENT LOAN TRUST 78444GAD6 Dec 2024 685,000 $709K +16.3% 0.02% ABS-MBS
1098 SLM STUDENT LOAN TRUST 78444YAE5 Dec 2024 685,000 $708K +11.0% 0.02% ABS-MBS
1099 Government National Mortgage Association 2 3622ABWK4 822,762 New $708K 0.02% DBT
1100 BENCHMARK MORTGAGE TRUST 08163PBG4 Dec 2024 800,000 -135,000 $707K -14.0% 0.02% ABS-MBS
1101 MICROSOFT CORPORATION 594918BS2 Dec 2024 810,000 +260,000 $706K +38.8% 0.02% DBT
1102 SLM STUDENT LOAN TRUST 78445FAE5 Dec 2024 685,000 $706K +10.5% 0.02% ABS-MBS
1103 Freddie Mac 3132DN5J8 Dec 2024 855,106 -123,434 $706K -16.9% 0.02% DBT
1104 T-MOBILE USA, INC. 87264ADM4 745,000 New $705K 0.02% DBT
1105 SLM STUDENT LOAN TRUST 78445CAE2 Dec 2024 685,000 $705K +11.4% 0.02% ABS-MBS
1106 Federal National Mortgage Association 31397UUU1 Dec 2024 697,883 -137,507 $704K -18.4% 0.02% DBT
1107 CVS HEALTH CORPORATION 126650EC0 709,000 New $704K 0.02% DBT
1108 CSMC TRUST 12649AAC3 Dec 2024 780,000 +530,000 $703K +209.7% 0.02% ABS-MBS
1109 NORTH TEX TWY AUTH REV 66285WFB7 Dec 2024 632,000 $702K -11.4% 0.02% DBT
1110 JBS USA Holding Lux S.a r.l. 47214BAD0 637,000 New $702K 0.02% DBT
1111 CSAIL COMMERCIAL MORTGAGE TRUST 22945EAU5 Dec 2024 810,000 $702K +4.3% 0.02% ABS-MBS
1112 PPL CAPITAL FUNDING, INC. 69352PAT0 712,000 New $701K 0.02% DBT
1113 FREMF MORTGAGE TRUST 302986AC8 Dec 2024 709,204 $699K +6.1% 0.02% ABS-MBS
1114 AVOLON HOLDINGS FUNDING LIMITED 05401AAS0 680,000 New $699K 0.02% DBT
1115 CARMAX AUTO OWNER TRUST 14318WAD9 695,000 New $699K 0.02% ABS-MBS
1116 INTEL CORPORATION 458140BW9 Dec 2024 1,225,000 +955,000 $699K +279.0% 0.02% DBT
1117 JPMORGAN CHASE & CO. 46647PBP0 Dec 2024 780,000 +160,000 $698K +30.2% 0.02% DBT
1118 Government National Mortgage Association 2 36179S5L7 Dec 2024 770,720 -154,305 $697K -20.9% 0.02% DBT
1119 Freddie Mac 3128HXMV4 Dec 2024 779,007 -144,255 $697K -18.5% 0.02% DBT
1120 BBCMS TRUST 054975AE7 Dec 2024 675,000 $697K -1.2% 0.02% ABS-MBS
1121 Federal National Mortgage Association 3140QVFB5 665,699 New $696K 0.02% DBT
1122 SMB PRIVATE EDUCATION LOAN TRUST 78450XAA6 699,562 New $695K 0.02% ABS-MBS
1123 HELIOS SOFTWARE HOLDINGS, INC. 42329HAB4 680,000 New $695K 0.02% DBT
1124 THE GOLDMAN SACHS GROUP, INC. 38141GYG3 Dec 2024 735,000 New $695K 0.02% DBT
1125 Freddie Mac 3137H62V6 778,274 New $695K 0.02% DBT
1126 MORGAN STANLEY 61747YFD2 692,000 New $694K 0.02% DBT
1127 Piedmont Natural Gas Company, Inc. 720186AL9 736,000 New $694K 0.02% DBT
1128 Freddie Mac 3137FTXX0 898,797 New $693K 0.02% DBT
1129 ELEVANCE HEALTH, INC. 036752BC6 704,000 New $692K 0.02% DBT
1130 Federal National Mortgage Association 3140QMV76 807,525 New $692K 0.02% DBT
1131 BP CAPITAL MARKETS AMERICA INC. 10373QBV1 715,000 New $692K 0.02% DBT
1132 TOYOTA AUTO LOAN EXTENDED NOTE TRUST 89231JAA0 681,000 New $692K 0.02% ABS-MBS
1133 SBL HOLDINGS, INC. 78397DAD0 710,000 New $691K 0.02% DBT
1134 United States of America 912810UA4 710,000 New $690K 0.02% DBT
1135 Federal National Mortgage Association 3140MM5C8 Dec 2024 701,431 -181,846 $690K -21.2% 0.02% DBT
1136 JGWPT LLC 46618AAA2 Dec 2024 780,352 -136,023 $689K -15.6% 0.02% ABS-MBS
1137 ELI LILLY AND COMPANY 532457CL0 710,000 New $688K 0.02% DBT
1138 CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. 209111FD0 Dec 2024 805,000 -315,000 $688K -31.4% 0.02% DBT
1139 ENERGY TRANSFER LP 29278NAG8 Dec 2024 685,000 -350,000 $687K -33.3% 0.02% DBT
1140 Federal National Mortgage Association 31418D4V1 Dec 2024 748,584 -161,681 $687K -21.2% 0.02% DBT
1141 AVOLON HOLDINGS FUNDING LIMITED 05401AAU5 680,000 New $687K 0.02% DBT
1142 AMERICAN TRANSMISSION SYSTEMS, INCORPORATED 030288AC8 Dec 2024 810,000 +618,000 $687K +324.7% 0.02% DBT
1143 DUKE ENERGY CORPORATION 26441CBJ3 Dec 2024 705,000 $686K +6.9% 0.02% DBT
1144 Federal National Mortgage Association 3136BBME9 Dec 2024 900,000 $686K -1.3% 0.02% DBT
1145 Federal National Mortgage Association 3136ABZ63 Dec 2024 757,818 -363,541 $684K -31.8% 0.02% DBT
1146 Federal National Mortgage Association 3138WJWF1 Dec 2024 784,696 -135,644 $682K -19.1% 0.02% DBT
1147 NAVIENT PRIVATE EDUCATION LOAN TRUST 63941CAB9 Dec 2024 709,220 -388,415 $682K -33.8% 0.02% ABS-MBS
1148 Federal National Mortgage Association 3140XN6S8 829,807 New $681K 0.02% DBT
1149 Federal National Mortgage Association 31395QDZ0 Dec 2024 740,461 -170,298 $679K -21.8% 0.02% DBT
1150 LOWE'S COMPANIES, INC. 548661DV6 Dec 2024 725,000 $678K -1.8% 0.02% DBT
1151 Truist Financial Corporation 89788MAH5 Dec 2024 680,000 -910,000 $677K -55.8% 0.02% DBT
1152 CHUBB INA HOLDINGS LLC 171239AK2 685,000 New $676K 0.02% DBT
1153 DEVON FINANCING COMPANY, L.L.C. 25179SAD2 Dec 2024 600,000 -60,000 $676K -10.3% 0.02% DBT
1154 Government National Mortgage Association 2 36179TAM7 Dec 2024 703,851 -138,440 $676K -19.3% 0.02% DBT
1155 Federal National Mortgage Association 3136BJVY8 Dec 2024 850,903 -219,263 $676K -24.5% 0.02% DBT
1156 NAVIENT PRIVATE EDUCATION LOAN TRUST 63942JAA5 Dec 2024 758,235 -301,240 $676K -26.9% 0.02% ABS-MBS
1157 OCCIDENTAL PETROLEUM CORPORATION 674599DE2 Dec 2024 610,000 $675K -1.5% 0.02% DBT
1158 Federal National Mortgage Association 3140QUZW9 655,510 New $675K 0.02% DBT
1159 BANK 06541GAB3 680,000 New $674K 0.02% ABS-MBS
1160 Government National Mortgage Association 2 36179TNR2 Dec 2024 745,311 New $674K 0.02% DBT
1161 SPRINT SPECTRUM CO LLC 85208NAD2 Dec 2024 673,124 -2,099,376 $673K -75.5% 0.02% DBT
1162 ECOPETROL S.A. 279158AJ8 Dec 2024 976,000 -300,000 $672K -24.1% 0.02% DBT
1163 GM FINANCIAL REVOLVING RECEIVABLES TRUST 379925AA8 680,000 New $672K 0.02% ABS-MBS
1164 SMALL BUSINESS INVESTMENT COMPANIES 831641FT7 Dec 2024 726,309 -130,914 $670K -16.3% 0.02% ABS-MBS
1165 Freddie Mac 3137FCAZ7 Dec 2024 754,685 -158,364 $670K -20.5% 0.02% DBT
1166 SMB PRIVATE EDUCATION LOAN TRUST 78449VAB2 Dec 2024 721,841 -56,918 $669K -3.8% 0.02% ABS-MBS
1167 Federal National Mortgage Association 3140MMXV5 Dec 2024 698,829 -270,822 $669K -28.5% 0.02% DBT
1168 Pfizer Investment Enterprises Pte. Ltd. 716973AG7 712,000 New $667K 0.02% DBT
1169 Government National Mortgage Association 2 36179WFH6 Dec 2024 766,488 -140,643 $666K -19.7% 0.02% DBT
1170 CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. 209111GF4 654,000 New $665K 0.02% DBT
1171 JOHN DEERE CAPITAL CORPORATION 24422EXD6 657,000 New $665K 0.02% DBT
1172 VERIZON COMMUNICATIONS INC. 92343VCQ5 Dec 2024 717,000 +427,000 $664K +141.0% 0.02% DBT
1173 Federal National Mortgage Association 3136BQHF9 669,228 New $664K 0.02% DBT
1174 Government National Mortgage Association 2 36179XNF9 681,707 New $663K 0.02% DBT
1175 T-MOBILE US TRUST 87268CAA5 668,000 New $663K 0.02% ABS-MBS
1176 Freddie Mac 3133BRDJ0 684,835 New $663K 0.02% DBT
1177 Government National Mortgage Association 38382QB90 799,444 New $663K 0.02% DBT
1178 Federal National Mortgage Association 3140XPU80 722,920 New $662K 0.02% DBT
1179 Federal National Mortgage Association 3140QNHF2 Dec 2024 770,145 -171,891 $661K -21.9% 0.02% DBT
1180 Freddie Mac 3137FYM52 Dec 2024 836,841 -200,970 $659K -22.3% 0.02% DBT
1181 Reynolds American Inc. 761713BV7 Dec 2024 570,000 $659K +1.7% 0.02% DBT
1182 AT&T INC. 00206RMN9 Dec 2024 954,000 +123,000 $658K +6.7% 0.02% DBT
1183 ENERGY TRANSFER LP 29273VAZ3 655,000 New $658K 0.02% DBT
1184 Freddie Mac 3137BMFB7 697,297 New $658K 0.02% DBT
1185 Federal National Mortgage Association 31418EAW0 Dec 2024 790,675 New $657K 0.02% DBT
1186 ALPHA GENERATION LLC 02073LAA9 664,000 New $657K 0.02% DBT
1187 Federal National Mortgage Association 3136B1FM1 Dec 2024 702,180 -216,097 $656K -24.1% 0.02% DBT
1188 JPMORGAN CHASE & CO. 46647PBH8 Dec 2024 660,000 $656K +5.5% 0.02% DBT
1189 United States of America 91282CLX7 659,000 New $656K 0.02% SN
1190 Federal National Mortgage Association 3140XGDV8 Dec 2024 829,639 -105,861 $655K -15.6% 0.02% DBT
1191 META PLATFORMS, INC. 30303M8J4 Dec 2024 777,000 +157,000 $655K +20.1% 0.02% DBT
1192 Federal National Mortgage Association 3136BMGV4 712,463 New $654K 0.02% DBT
1193 ENERGY TRANSFER LP 29273VBA7 655,000 New $654K 0.02% DBT
1194 OCCU AUTO RECEIVABLES TRUST 674921AC5 645,000 New $654K 0.02% ABS-MBS
1195 ABBVIE INC. 00287YDR7 650,000 New $654K 0.02% DBT
1196 Freddie Mac 3137FKLB0 665,390 New $653K 0.02% DBT
1197 Federal National Mortgage Association 3140X5TE3 Dec 2024 694,448 -239,750 $652K -26.5% 0.02% DBT
1198 CITADEL LIMITED PARTNERSHIP 17288XAB0 Dec 2024 660,000 $652K +2.6% 0.02% DBT
1199 Freddie Mac 3133W9AY7 634,763 New $649K 0.02% DBT
1200 Federal National Mortgage Association 31418EED8 Dec 2024 761,845 -115,096 $649K -16.5% 0.02% DBT
1201 UNIVERSAL HEALTH SERVICES, INC. 913903AZ3 Dec 2024 685,000 $648K +7.6% 0.02% DBT
1202 JOHN DEERE CAPITAL CORPORATION 24422EXP9 649,000 New $648K 0.02% DBT
1203 ANHEUSER-BUSCH INBEV WORLDWIDE INC. 03523TBU1 Dec 2024 645,000 $646K -4.6% 0.02% DBT
1204 GS MORTGAGE SECURITIES TRUST 36250HAK9 Dec 2024 680,000 $646K +2.1% 0.02% ABS-MBS
1205 Federal National Mortgage Association 3140XCQ76 Dec 2024 745,928 -150,956 $646K -21.2% 0.02% DBT
1206 GLP Capital, L.P. 361841AH2 Dec 2024 645,000 -995,000 $645K -59.5% 0.02% DBT
1207 CITIGROUP INC. 17308CC53 Dec 2024 715,000 $645K +3.0% 0.02% DBT
1208 Freddie Mac 3128MABS7 Dec 2024 707,259 -144,040 $645K -20.7% 0.02% DBT
1209 Freddie Mac 3137HCHB1 644,545 New $644K 0.02% DBT
1210 Federal National Mortgage Association 3138EQQV7 Dec 2024 669,875 -107,632 $644K -17.2% 0.02% DBT
1211 Freddie Mac 3132DV6Q3 818,616 New $643K 0.02% DBT
1212 MVW LLC 55400WAA7 627,544 New $642K 0.02% ABS-MBS
1213 HYUNDAI AUTO LEASE SECURITIZATION TRUST 44935VAE9 632,000 New $641K 0.02% ABS-MBS
1214 SANTANDER DRIVE AUTO RECEIVABLES TRUST 80287LAC3 632,000 New $640K 0.02% ABS-MBS
1215 Federal National Mortgage Association 3136AUBK6 647,828 New $640K 0.02% DBT
1216 Freddie Mac 3132DT7M6 622,705 New $640K 0.02% DBT
1217 Government National Mortgage Association 2 36179VX21 Dec 2024 709,363 -158,493 $639K -22.5% 0.02% DBT
1218 DEVON ENERGY CORPORATION 25179MBG7 673,000 New $639K 0.02% DBT
1219 Freddie Mac 3133B1MH1 Dec 2024 811,900 -116,102 $638K -17.0% 0.02% DBT
1220 Federal National Mortgage Association 3140QTHA0 634,590 New $638K 0.02% DBT
1221 Government National Mortgage Association 2 36179SB71 Dec 2024 723,828 -147,466 $638K -21.0% 0.02% DBT
1222 Government National Mortgage Association 38383LDU1 Dec 2024 781,891 -102,142 $635K -17.7% 0.02% DBT
1223 DRYDEN SENIOR LOAN FUND 26250UAQ8 Dec 2024 635,020 -371,862 $635K -36.3% 0.02% ABS-CBDO
1224 SPRINT SPECTRUM CO LLC 85208NAE0 Dec 2024 630,500 New $633K 0.02% DBT
1225 ACCENTURE CAPITAL INC. 00440KAB9 652,000 New $633K 0.02% DBT
1226 UBER TECHNOLOGIES, INC. 90353TAP5 661,000 New $633K 0.02% DBT
1227 Federal National Mortgage Association 3140QPRZ2 643,101 New $632K 0.02% DBT
1228 BROADCOM INC. 11135FCC3 653,000 New $631K 0.02% DBT
1229 CONSUMERS SECURITIZATION FUNDING LLC 21071BAA3 623,389 New $628K 0.02% DBT
1230 Freddie Mac 3133WFYV3 633,733 New $626K 0.02% DBT
1231 JPMORGAN CHASE & CO. 46647PCW4 Dec 2024 650,000 $625K +3.8% 0.02% DBT
1232 Freddie Mac 3137BRN76 634,997 New $625K 0.02% DBT
1233 HF SINCLAIR CORPORATION 403949AB6 Dec 2024 620,000 $625K -0.3% 0.02% DBT
1234 Federal National Mortgage Association 3136B2DN9 634,186 New $624K 0.02% DBT
1235 Federal National Mortgage Association 3140XGWD7 Dec 2024 743,296 -167,729 $624K -22.3% 0.02% DBT
1236 HCA INC. 404119CC1 Dec 2024 751,000 -194,000 $623K -18.3% 0.02% DBT
1237 Freddie Mac 3132XYXW2 Dec 2024 651,824 -133,262 $623K -20.5% 0.02% DBT
1238 NAVIENT PRIVATE EDUCATION LOAN TRUST 63935CAB7 Dec 2024 655,753 +41,606 $623K +9.6% 0.02% ABS-MBS
1239 Federal National Mortgage Association 3138WJFK9 Dec 2024 715,931 -113,866 $623K -18.1% 0.02% DBT
1240 Freddie Mac 3137H56A0 Dec 2024 722,543 -123,627 $622K -16.2% 0.02% DBT
1241 BROADCOM INC. 11135FCD1 645,000 New $622K 0.02% DBT
1242 HCA INC. 404119BT5 Dec 2024 620,000 +590,000 $622K +1969.8% 0.02% DBT
1243 IMPERIAL BRANDS FINANCE PLC 45262BAB9 Dec 2024 635,000 $621K +4.5% 0.02% DBT
1244 BX COMMERCIAL MORTGAGE TRUST 12434GAA3 618,702 New $621K 0.02% ABS-MBS
1245 Freddie Mac 3132DVLK9 Dec 2024 749,709 -120,429 $621K -18.0% 0.02% DBT
1246 ACADEMIC LOAN FUNDING TRUST 00400VAB3 Dec 2024 628,922 -312,081 $620K -32.7% 0.02% ABS-MBS
1247 BANK OF AMERICA CORPORATION 06051GGF0 Dec 2024 631,000 $618K +2.6% 0.02% DBT
1248 Federal National Mortgage Association 3140XGUG2 Dec 2024 686,769 -132,316 $616K -19.7% 0.02% DBT
1249 UBS Group AG 902613BM9 646,000 New $615K 0.02% DBT
1250 Freddie Mac 3128MJZF0 Dec 2024 707,065 New $614K 0.02% DBT
1251 BBCMS TRUST 05492TAB6 Dec 2024 639,466 -20,534 $613K -1.8% 0.02% ABS-MBS
1252 SOUTHWESTERN PUBLIC SERVICE COMPANY 845743BT9 Dec 2024 845,000 $613K -7.6% 0.02% DBT
1253 Freddie Mac 3133KYWN5 Dec 2024 739,574 -402,077 $612K -37.4% 0.02% DBT
1254 Federal National Mortgage Association 31418ECY4 739,019 New $612K 0.02% DBT
1255 HSBC HOLDINGS PLC 404280EF2 605,000 New $611K 0.02% DBT
1256 SMALL BUSINESS ADMINISTRATION GTD 83162CP72 Dec 2024 657,633 -63,540 $611K -12.8% 0.02% ABS-MBS
1257 Freddie Mac 31335CB45 Dec 2024 701,841 -149,311 $611K -21.9% 0.02% DBT
1258 BANK OF AMERICA CORPORATION 06051GHZ5 Dec 2024 695,000 -60,000 $611K -4.4% 0.02% DBT
1259 UBS Group AG 225401AC2 Dec 2024 625,000 +145,000 $611K +41.3% 0.02% DBT
1260 ZAYO GROUP HOLDINGS, INC. 98919XAB7 653,733 New $611K 0.02% LON
1261 Government National Mortgage Association 38383FX73 723,813 New $611K 0.02% DBT
1262 Freddie Mac 3137H0SS8 Dec 2024 646,853 -87,819 $610K -12.9% 0.02% DBT
1263 CITIGROUP INC. 172967MY4 Dec 2024 720,000 New $609K 0.02% DBT
1264 Freddie Mac 3133KYU98 Dec 2024 728,802 +222,875 $609K +39.2% 0.02% DBT
1265 JBS USA Holding Lux S.a r.l. 46590XAP1 731,000 New $609K 0.02% DBT
1266 NAVIENT PRIVATE EDUCATION LOAN TRUST 63942GAA1 Dec 2024 696,678 -226,892 $608K -21.9% 0.02% ABS-MBS
1267 CONSTELLATION INSURANCE, INC. 67740QAH9 Dec 2024 625,000 $608K +2.2% 0.02% DBT
1268 CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. 209111GN7 632,000 New $607K 0.02% DBT
1269 Federal National Mortgage Association 3140Q83V5 Dec 2024 637,703 -147,750 $607K -22.3% 0.02% DBT
1270 ATHENE GLOBAL FUNDING 04685A3L3 Dec 2024 635,000 $607K +4.0% 0.02% DBT
1271 Freddie Mac 3132XCSB2 Dec 2024 651,269 -139,846 $607K -21.7% 0.02% DBT
1272 BANK OF AMERICA CORPORATION 06051GHG7 Dec 2024 625,000 $606K +2.4% 0.02% DBT
1273 Alabama Power Company 010392FR4 Dec 2024 810,000 +470,000 $605K +124.8% 0.02% DBT
1274 SANTANDER DRIVE AUTO RECEIVABLES TRUST 802919AC4 603,000 New $605K 0.02% ABS-MBS
1275 HYUNDAI AUTO RECEIVABLES TRUST 448979AE4 604,000 New $603K 0.02% ABS-MBS
1276 ABBVIE INC. 00287YCY3 Dec 2024 641,000 +180,000 $603K +33.7% 0.02% DBT
1277 Federal National Mortgage Association 3140X65U1 Dec 2024 690,063 -119,473 $601K -19.7% 0.02% DBT
1278 NAVIENT STUDENT LOAN TRUST 63942WAA6 Dec 2024 678,947 -316,518 $601K -31.2% 0.02% ABS-MBS
1279 Banco Bilbao Vizcaya Argentaria, S.A. 05946KAR2 600,000 New $600K 0.02% DBT
1280 Federal National Mortgage Association 3140F5AD5 Dec 2024 689,687 -114,591 $598K -18.8% 0.02% DBT
1281 State of Israel 46514BRA7 Dec 2024 651,000 -477,000 $597K -46.8% 0.02% DBT
1282 Federal National Mortgage Association 3140XFZR5 696,020 New $597K 0.02% DBT
1283 MSCCG TRUST 55352NAC1 Dec 2024 620,000 +370,000 $596K +159.8% 0.02% ABS-MBS
1284 META PLATFORMS, INC. 30303M8V7 615,000 New $596K 0.02% DBT
1285 Federal National Mortgage Association 31410LNV0 Dec 2024 619,810 -127,391 $596K -20.3% 0.02% DBT
1286 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 03065UAD1 586,000 New $595K 0.02% ABS-MBS
1287 Freddie Mac 3128MJYH7 Dec 2024 661,783 -115,071 $595K -19.0% 0.02% DBT
1288 NAVIENT PRIVATE EDUCATION LOAN TRUST 63941UAA1 Dec 2024 647,768 -6,541 $594K +1.4% 0.02% ABS-MBS
1289 Federal National Mortgage Association 3140QUVA1 576,077 New $593K 0.02% DBT
1290 Federal National Mortgage Association 3140ASVK1 589,044 New $593K 0.02% DBT
1291 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 553514AC4 Dec 2024 643,879 -93,187 $592K +1.0% 0.02% ABS-MBS
1292 Federal National Mortgage Association 3140XLWR5 603,613 New $592K 0.02% DBT
1293 Federal National Mortgage Association 3136B4B64 Dec 2024 649,877 -197,229 $591K -24.6% 0.02% DBT
1294 Freddie Mac 3132DVLA1 Dec 2024 711,263 -125,099 $591K -19.3% 0.02% DBT
1295 NISSAN AUTO LEASE TRUST 65473FAE7 586,000 New $591K 0.02% ABS-MBS
1296 Federal National Mortgage Association 3140XA3J9 Dec 2024 662,423 -139,307 $590K -21.9% 0.02% DBT
1297 PACIFIC GAS AND ELECTRIC COMPANY 694308HY6 Dec 2024 790,000 -155,000 $590K -12.2% 0.02% DBT
1298 DICK'S SPORTING GOODS, INC. 253393AG7 806,000 New $589K 0.02% DBT
1299 VENTURE GLOBAL LNG, INC. 92332YAE1 580,000 New $589K 0.02% DBT
1300 ENERGY TRANSFER LP 86765BAU3 Dec 2024 600,000 $587K +2.6% 0.02% DBT
1301 Government National Mortgage Association 2 36179TUB9 Dec 2024 627,738 -139,487 $586K -21.7% 0.02% DBT
1302 Federal National Mortgage Association 3140XJAH6 657,279 New $585K 0.02% DBT
1303 U.S. BANCORP 91159HJQ4 580,000 New $585K 0.02% DBT
1304 Government National Mortgage Association 38384GUU2 631,494 New $585K 0.02% DBT
1305 SUEZ SA N/A Dec 2024 600,000 New $585K 0.02% DBT
1306 Federal National Mortgage Association 3136AMUK3 668,611 New $584K 0.02% DBT
1307 Federal National Mortgage Association 3136AUAS0 590,471 New $581K 0.02% DBT
1308 THE PNC FINANCIAL SERVICES GROUP, INC. 693475CA1 597,000 New $581K 0.02% DBT
1309 DEUTSCHE BANK AG (NEW YORK BRANCH) 25160PAG2 Dec 2024 685,000 -293,000 $580K -18.0% 0.02% DBT
1310 THE BOEING COMPANY 097023CW3 Dec 2024 623,000 New $579K 0.02% DBT
1311 CVS HEALTH CORPORATION 126650DG2 635,000 New $578K 0.02% DBT
1312 Freddie Mac 3137H6K95 663,784 New $577K 0.02% DBT
1313 ENERGY TRANSFER LP 29273VAW0 597,000 New $577K 0.02% DBT
1314 SBNA AUTO LEASE TRUST 78437VAE0 570,000 New $577K 0.02% ABS-MBS
1315 Federal National Mortgage Association 3140QRSE4 571,858 New $575K 0.02% DBT
1316 RTX CORPORATION 75513ECX7 529,000 New $575K 0.02% DBT
1317 Federal National Mortgage Association 3140XGGW3 Dec 2024 723,562 -124,989 $574K -19.2% 0.02% DBT
1318 Freddie Mac 31335AJX7 Dec 2024 610,154 -140,231 $573K -22.6% 0.02% DBT
1319 Government National Mortgage Association 38382NLJ4 Dec 2024 587,653 -81,270 $570K -15.2% 0.02% DBT
1320 Freddie Mac 3137H62P9 Dec 2024 662,543 -105,266 $569K -16.0% 0.02% DBT
1321 ELEVANCE HEALTH, INC. 036752AY9 566,000 New $569K 0.02% DBT
1322 Government National Mortgage Association 2 36179YRC0 654,024 New $568K 0.02% DBT
1323 Banco Santander Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico 05969BAF0 570,000 New $567K 0.02% DBT
1324 Federal National Mortgage Association 3138EQ6N7 Dec 2024 602,201 -140,226 $566K -23.4% 0.02% DBT
1325 Federal National Mortgage Association 3136ANQS9 Dec 2024 578,802 -129,650 $565K -18.2% 0.02% DBT
1326 Federal National Mortgage Association 3138EMWM9 Dec 2024 585,801 -132,538 $565K -21.5% 0.02% DBT
1327 Pike Corporation 721283AB5 535,000 New $564K 0.02% DBT
1328 FORD CREDIT AUTO OWNER TRUST 34535VAE4 564,000 New $564K 0.02% ABS-MBS
1329 SPECTRUM BRANDS, INC. 84762LAX3 655,000 New $564K 0.02% DBT
1330 ANNINGTON FUNDING PLC N/A Dec 2024 665,000 New $563K 0.02% DBT
1331 Government National Mortgage Association 2 36179TG41 Dec 2024 624,556 -128,537 $563K -21.6% 0.02% DBT
1332 CVS HEALTH CORPORATION 126650CN8 Dec 2024 670,000 $563K -11.4% 0.02% DBT
1333 CHARTER COMMUNICATIONS OPERATING, LLC 161175CE2 Dec 2024 827,000 -173,000 $562K -16.8% 0.02% DBT
1334 Freddie Mac 3132GLQN7 Dec 2024 615,407 -146,984 $562K -22.9% 0.02% DBT
1335 ABBVIE INC. 00287YCB3 Dec 2024 690,000 New $561K 0.02% DBT
1336 Freddie Mac 3137H64V4 Dec 2024 628,567 -151,925 $561K -20.7% 0.02% DBT
1337 Federal National Mortgage Association 3140XGTG4 Dec 2024 650,565 -132,446 $560K -19.8% 0.02% DBT
1338 THE CIGNA GROUP 125523CW8 598,000 New $560K 0.02% DBT
1339 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 46644UBA5 Dec 2024 568,000 $559K +3.0% 0.02% ABS-MBS
1340 AMGEN INC. 031162CR9 Dec 2024 750,000 +560,000 $559K +275.0% 0.02% DBT
1341 Federal National Mortgage Association 3140MSNU5 Dec 2024 566,975 -140,444 $557K -20.5% 0.02% DBT
1342 Government National Mortgage Association 2 36179UGB2 616,859 New $557K 0.02% DBT
1343 Government National Mortgage Association 2 36179TG58 Dec 2024 595,534 +306,378 $556K +96.5% 0.02% DBT
1344 TSMC Global, Ltd. 872882AG0 Dec 2024 675,000 -690,000 $556K -49.0% 0.02% DBT
1345 REGENCY CENTERS, L.P. 75884RAZ6 Dec 2024 606,000 -121,000 $556K -11.7% 0.02% DBT
1346 Medtronic Global Holdings S.C.A. N/A Dec 2024 535,000 New $555K 0.02% DBT
1347 WarnerMedia Holdings, Inc. 55903VBC6 630,000 New $555K 0.02% DBT
1348 HYUNDAI AUTO RECEIVABLES TRUST 44935FAE4 Dec 2024 566,000 $555K +6.8% 0.02% ABS-MBS
1349 Government National Mortgage Association 38383HAG4 Dec 2024 706,150 -93,582 $555K -15.7% 0.02% DBT
1350 SLM PRIVATE CREDIT STUDENT LOAN TRUST 78443CBV5 Dec 2024 567,262 -348,136 $554K -36.4% 0.02% ABS-MBS
1351 Government National Mortgage Association 2 36179WPX0 714,238 New $554K 0.02% DBT
1352 Federal National Mortgage Association 3140XKE22 629,210 New $554K 0.02% DBT
1353 ELMWOOD CLO 290015AW6 550,000 New $554K 0.02% ABS-CBDO
1354 SFS AUTO RECEIVABLES SECURITIZATION TRUST 78397XAC8 547,000 New $552K 0.02% ABS-MBS
1355 Federal National Mortgage Association 3140F9WR2 Dec 2024 636,336 -120,645 $552K -20.5% 0.02% DBT
1356 Freddie Mac 3132CW3T9 Dec 2024 607,055 -177,373 $552K -24.3% 0.02% DBT
1357 Mondelez International, Inc. 609207AF2 595,000 New $551K 0.02% DBT
1358 UBS Group AG 225401AP3 Dec 2024 582,000 -148,000 $550K -15.1% 0.02% DBT
1359 WELLS FARGO & COMPANY 949746TB7 Dec 2024 495,000 $550K +0.1% 0.02% DBT
1360 Federal National Mortgage Association 3140FXG89 Dec 2024 578,290 -86,346 $549K -16.1% 0.02% DBT
1361 BX COMMERCIAL MORTGAGE TRUST 05613GAG7 560,000 New $549K 0.02% ABS-MBS
1362 JGWPT LLC 46617LAA9 Dec 2024 591,421 -108,347 $548K -15.6% 0.02% ABS-MBS
1363 Government National Mortgage Association 2 36179VTV2 Dec 2024 684,959 +284,570 $548K +60.0% 0.02% DBT
1364 Federal National Mortgage Association 31418AHY7 Dec 2024 581,308 -133,119 $547K -21.6% 0.02% DBT
1365 Federal National Mortgage Association 31418EE30 642,460 New $547K 0.02% DBT
1366 LA BANQUE TORONTO-DOMINION 89114TZT2 Dec 2024 570,000 -730,000 $547K -54.4% 0.02% DBT
1367 Philip Morris International Inc. 718172CU1 Dec 2024 544,000 -109,000 $546K -17.0% 0.02% DBT
1368 THE PNC FINANCIAL SERVICES GROUP, INC. 693475BU8 500,000 New $546K 0.02% DBT
1369 Sumitomo Mitsui Trust Bank, Limited 86563VBU2 557,000 New $545K 0.02% DBT
1370 MORGAN STANLEY 61747YEH4 Dec 2024 650,000 New $545K 0.02% DBT
1371 Government National Mortgage Association 2 36179YKN3 608,111 New $545K 0.02% DBT
1372 ACCENTURE CAPITAL INC. 00440KAD5 573,000 New $545K 0.02% DBT
1373 Freddie Mac 3132DVLP8 Dec 2024 654,858 -122,908 $544K -20.3% 0.02% DBT
1374 DIAMONDBACK ENERGY, INC. 25278XBA6 580,000 New $544K 0.02% DBT
1375 Federal National Mortgage Association 3140X6L74 580,781 New $544K 0.02% DBT
1376 VERIZON COMMUNICATIONS INC. 92343VCV4 Dec 2024 605,000 +527,000 $544K +652.0% 0.02% DBT
1377 Federal National Mortgage Association 3138EGEX8 Dec 2024 576,411 -174,605 $544K -26.2% 0.02% DBT
1378 Federal National Mortgage Association 3140QVA87 518,808 New $544K 0.02% DBT
1379 WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST 981464HU7 544,000 New $543K 0.02% ABS-MBS
1380 Government National Mortgage Association 2 36179T7J8 600,866 New $543K 0.02% DBT
1381 VMED O2 UK FINANCING I PLC 92858RAB6 Dec 2024 630,000 $542K +0.3% 0.02% DBT
1382 Freddie Mac 3133BEX73 590,342 New $541K 0.02% DBT
1383 Freddie Mac 3137H6RC1 596,480 New $541K 0.02% DBT
1384 SBNA AUTO LEASE TRUST 78398DAC1 541,000 New $541K 0.02% ABS-MBS
1385 HYUNDAI AUTO LEASE SECURITIZATION TRUST 448984AD6 540,000 New $540K 0.02% ABS-MBS
1386 Federal National Mortgage Association 3140HTTN9 Dec 2024 550,000 $540K +2.6% 0.02% DBT
1387 Federal National Mortgage Association 3140XNEZ3 543,948 New $540K 0.02% DBT
1388 Government National Mortgage Association 2 3622ACPU8 542,485 New $540K 0.02% DBT
1389 TIME WARNER CABLE, LLC 88732JAN8 Dec 2024 530,000 $539K -2.0% 0.02% DBT
1390 Federal National Mortgage Association 3140XHP68 Dec 2024 610,609 -105,971 $539K -18.5% 0.02% DBT
1391 BANK 06541LBG0 Dec 2024 605,000 $539K +1.5% 0.02% ABS-MBS
1392 Federal National Mortgage Association 31418DHY1 Dec 2024 637,374 -92,126 $539K -16.4% 0.02% DBT
1393 Government National Mortgage Association 2 36179VN48 Dec 2024 597,875 -141,188 $539K -23.0% 0.02% DBT
1394 Government National Mortgage Association 2 3622ADB72 651,773 New $538K 0.02% DBT
1395 UNITEDHEALTH GROUP INCORPORATED 91324PEY4 537,000 New $538K 0.02% DBT
1396 WarnerMedia Holdings, Inc. 55903VBD4 668,000 New $536K 0.02% DBT
1397 CAPITAL ONE FINANCIAL CORPORATION 14040HDH5 533,000 New $536K 0.02% DBT
1398 CVS HEALTH CORPORATION 126650CZ1 Dec 2024 650,000 New $536K 0.02% DBT
1399 ABBVIE INC. 00287YDT3 536,000 New $536K 0.02% DBT
1400 CATERPILLAR FINANCIAL SERVICES CORPORATION 14913UAN0 535,000 New $535K 0.02% DBT
1401 Freddie Mac 3128MJ5D8 Dec 2024 559,651 -117,238 $535K -20.8% 0.02% DBT
1402 TYSON FOODS, INCORPORATED 902494BM4 527,000 New $534K 0.02% DBT
1403 Government National Mortgage Association 2 36179SUV7 Dec 2024 590,203 -109,988 $534K -19.9% 0.02% DBT
1404 BX COMMERCIAL MORTGAGE TRUST 12433CAA3 530,000 New $534K 0.02% ABS-MBS
1405 Federal National Mortgage Association 3138X3EH1 Dec 2024 604,100 -103,416 $533K -18.3% 0.02% DBT
1406 Eurogrid GmbH N/A Dec 2024 600,000 New $533K 0.02% DBT
1407 JBS USA Holding Lux S.a r.l. 46590XAP1 640,000 New $533K 0.02% DBT
1408 Freddie Mac 3128MJYG9 Dec 2024 611,907 -105,557 $532K -19.3% 0.02% DBT
1409 Government National Mortgage Association 2 3622ACGT1 588,034 New $532K 0.02% DBT
1410 HYUNDAI CAPITAL AMERICA 44891ADC8 530,000 New $531K 0.02% DBT
1411 CHARTER COMMUNICATIONS OPERATING, LLC 161175CR3 519,000 New $531K 0.02% DBT
1412 NEUBERGER BERMAN CLO LTD 64130TBA2 530,000 New $531K 0.02% ABS-CBDO
1413 AEP TEXAS INC. 0010EPAF5 Dec 2024 500,000 $531K -2.9% 0.02% DBT
1414 Freddie Mac 3137B6VQ1 538,484 New $530K 0.02% DBT
1415 CATERPILLAR FINANCIAL SERVICES CORPORATION 14913UAQ3 535,000 New $527K 0.02% DBT
1416 REPUBLIC SERVICES, INC. 760759BJ8 524,000 New $527K 0.02% DBT
1417 Citibank, N.A. N/A Dec 2024 7,131,000 New $525K 0.02% DIR
1418 NELNET PRIVATE EDUCATION LOAN TRUST 64035GAB5 Dec 2024 571,575 -308,350 $525K -33.6% 0.02% ABS-MBS
1419 SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP 866677AH0 Dec 2024 575,000 +44,000 $525K +10.6% 0.02% DBT
1420 BUNGE LIMITED FINANCE CORP. 120568BE9 540,000 New $524K 0.02% DBT
1421 CNH EQUIPMENT TRUST 12663JAC5 Dec 2024 526,258 -163,742 $524K -22.7% 0.02% ABS-MBS
1422 United States of America 912810SR0 Dec 2024 869,000 -12,233,000 $523K -94.0% 0.02% DBT
1423 Federal National Mortgage Association 3136BLXJ4 572,308 New $522K 0.02% DBT
1424 DEUTSCHE BANK AG (NEW YORK BRANCH) 251526CY3 551,000 New $522K 0.02% DBT
1425 TOWD POINT MORTGAGE TRUST 89178UAL6 Dec 2024 543,948 -294,643 $522K -33.8% 0.02% ABS-MBS
1426 ROYALTY PHARMA PLC 78081BAH6 Dec 2024 535,000 $522K +7.6% 0.02% DBT
1427 ENERGY TRANSFER LP 29273VAU4 490,000 New $522K 0.02% DBT
1428 SCCU AUTO RECEIVABLES TRUST 78436RAE0 520,000 New $521K 0.02% ABS-MBS
1429 Government National Mortgage Association 2 3622ABLA8 629,010 New $521K 0.02% DBT
1430 Government National Mortgage Association 2 3617YM4G4 Dec 2024 596,899 -82,289 $521K -16.5% 0.02% DBT
1431 T-MOBILE US TRUST 87267WAA2 Dec 2024 519,684 -666,316 $520K -56.3% 0.02% ABS-MBS
1432 CROWN CASTLE INC. 22822VBG5 534,000 New $520K 0.02% DBT
1433 Freddie Mac 3142GS4U9 506,417 New $520K 0.02% DBT
1434 CALIFORNIA HEALTH FACS FING AUTH REV 13032UB31 Dec 2024 650,000 -135,000 $520K -14.6% 0.02% DBT
1435 Federal National Mortgage Association 3140QUVU7 495,348 New $519K 0.02% DBT
1436 ASTRAZENECA FINANCE LLC 04636NAN3 525,000 New $519K 0.02% DBT
1437 LOCKHEED MARTIN CORPORATION 539830CD9 535,000 New $519K 0.02% DBT
1438 Federal National Mortgage Association 3140QVFK5 494,720 New $518K 0.02% DBT
1439 CATERPILLAR FINANCIAL SERVICES CORPORATION 14913UAJ9 515,000 New $518K 0.02% DBT
1440 TEXAS INSTRUMENTS INCORPORATED 882508CC6 Dec 2024 565,000 -197,000 $518K -35.6% 0.02% DBT
1441 Freddie Mac 3132A5DS1 592,127 New $517K 0.02% DBT
1442 ENTERPRISE PRODUCTS OPERATING LLC 29379VCG6 534,000 New $517K 0.02% DBT
1443 MORGAN STANLEY 61747YFT7 525,000 New $516K 0.01% DBT
1444 Federal National Mortgage Association 3136B5D77 525,564 New $516K 0.01% DBT
1445 SOCIETE GENERALE SA 83368RBT8 525,000 New $516K 0.01% DBT
1446 Government National Mortgage Association 2 36179UQ54 553,521 New $516K 0.01% DBT
1447 Federal National Mortgage Association 3140XCMJ4 Dec 2024 602,096 -112,008 $515K -18.9% 0.01% DBT
1448 Federal National Mortgage Association 3140XJNQ2 Dec 2024 582,807 -111,626 $514K -19.7% 0.01% DBT
1449 MIDSTATE TRUST 59549WAA1 Dec 2024 517,155 -464,174 $514K -45.8% 0.01% ABS-MBS
1450 MORGAN STANLEY CAPITAL I TRUST 61774LBN8 Dec 2024 580,000 $514K +3.5% 0.01% ABS-MBS
1451 Freddie Mac 3133B7FK9 Dec 2024 624,495 -105,881 $514K -18.7% 0.01% DBT
1452 MORGAN STANLEY 61747YFF7 508,000 New $514K 0.01% DBT
1453 MORGAN STANLEY 61747YFT7 522,000 New $513K 0.01% DBT
1454 Virginia Electric and Power Company 927804FP4 Dec 2024 585,000 $513K -3.4% 0.01% DBT
1455 ELEVANCE HEALTH, INC. 036752BD4 525,000 New $513K 0.01% DBT
1456 Federal National Mortgage Association 3138LJZ60 Dec 2024 534,865 -19,221 $513K -2.2% 0.01% DBT
1457 FORD MOTOR CREDIT COMPANY LLC 345397B36 Dec 2024 569,000 +99,000 $513K +28.3% 0.01% DBT
1458 CVS HEALTH CORPORATION 126650CL2 Dec 2024 515,000 $512K +1.2% 0.01% DBT
1459 ENTERGY ARKANSAS, LLC 29366MAD0 Dec 2024 514,000 -102,000 $512K -19.1% 0.01% DBT
1460 REGENCY CENTERS, L.P. 75884RBB8 519,000 New $511K 0.01% DBT
1461 ORACLE CORPORATION 68389XBX2 Dec 2024 730,000 -420,000 $511K -37.3% 0.01% DBT
1462 THE COCA-COLA COMPANY 191216DZ0 538,000 New $511K 0.01% DBT
1463 ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 03881VAQ2 Dec 2024 615,000 $510K +11.1% 0.01% ABS-MBS
1464 Federal National Mortgage Association 3140QHEW1 556,936 New $510K 0.01% DBT
1465 Federal National Mortgage Association 3136B1Z72 Dec 2024 588,465 -118,318 $510K -20.2% 0.01% DBT
1466 Federal National Mortgage Association 3136B1Q49 547,830 New $510K 0.01% DBT
1467 Freddie Mac 3132DM3Q6 Dec 2024 613,147 -86,675 $508K -16.9% 0.01% DBT
1468 Federal National Mortgage Association 3136BMEU8 565,538 New $508K 0.01% DBT
1469 PUBLIC SERVICE ELECTRIC AND GAS COMPANY 74456QCM6 Dec 2024 545,000 $508K -9.1% 0.01% DBT
1470 Federal National Mortgage Association 3140XJV83 Dec 2024 574,790 -100,387 $507K -18.6% 0.01% DBT
1471 JOHN DEERE CAPITAL CORPORATION 24422EWK1 Dec 2024 512,000 -937,000 $507K -64.8% 0.01% DBT
1472 NAVIENT PRIVATE EDUCATION LOAN TRUST 63942BAA2 Dec 2024 562,600 New $507K 0.01% ABS-MBS
1473 COLLEGE AVE STUDENT LOANS LLC 19424WAB3 Dec 2024 571,851 -167,741 $507K -21.1% 0.01% ABS-MBS
1474 Freddie Mac 3132DU6G7 503,000 New $506K 0.01% DBT
1475 THE BANK OF NOVA SCOTIA 064159VJ2 Dec 2024 510,000 $505K +8.7% 0.01% DBT
1476 CITIGROUP INC. 172967ML2 570,000 New $504K 0.01% DBT
1477 BAYER US FINANCE LLC 07274EAM5 500,000 New $504K 0.01% DBT
1478 Republica Federativa do Brasil 105756CB4 Dec 2024 740,000 -560,000 $504K -47.5% 0.01% DBT
1479 VERUS SECURITIZATION TRUST 92538QAA8 Dec 2024 571,866 -338,824 $503K -34.7% 0.01% ABS-MBS
1480 Freddie Mac 3132DPYG7 508,404 New $503K 0.01% DBT
1481 Freddie Mac 3133AQPP6 Dec 2024 611,173 -95,860 $503K -18.6% 0.01% DBT
1482 KLA CORPORATION 482480AP5 518,000 New $503K 0.01% DBT
1483 Federal National Mortgage Association 3140FXLJ9 Dec 2024 522,530 -98,911 $502K -19.9% 0.01% DBT
1484 Federal National Mortgage Association 3140XHFN2 Dec 2024 598,715 -105,634 $502K -17.2% 0.01% DBT
1485 Freddie Mac 3137FW5T3 Dec 2024 2,329,596 -479,467 $501K +2.2% 0.01% DBT
1486 HCA INC. 404119BQ1 Dec 2024 500,000 $500K +0.2% 0.01% DBT
1487 JPMORGAN CHASE & CO. 46647PER3 519,000 New $500K 0.01% DBT
1488 Federal National Mortgage Association 3140FNJ39 Dec 2024 523,220 -265,393 $499K -33.6% 0.01% DBT
1489 INTUIT INC. 46124HAH9 510,000 New $499K 0.01% DBT
1490 SOUTHERN COMPANY GAS CAPITAL CORPORATION 8426EPAF5 500,000 New $499K 0.01% DBT
1491 LOCKHEED MARTIN CORPORATION 539830CB3 529,000 New $498K 0.01% DBT
1492 Estados Unidos Mexicanos 91087BAD2 Dec 2024 695,000 +495,000 $498K +205.5% 0.01% DBT
1493 United States of America 91282CDJ7 608,000 New $497K 0.01% SN
1494 AMERICAN TOWER CORPORATION 03027XBM1 Dec 2024 575,000 +300,000 $496K +115.2% 0.01% DBT
1495 Government National Mortgage Association 2 36179TLR4 Dec 2024 564,976 -108,571 $496K -20.4% 0.01% DBT
1496 Federal National Mortgage Association 3140Q9N25 Dec 2024 521,982 -129,025 $496K -23.3% 0.01% DBT
1497 Government National Mortgage Association 38383FR62 610,391 New $495K 0.01% DBT
1498 CVS HEALTH CORPORATION 126650DJ6 Dec 2024 540,000 $495K -2.1% 0.01% DBT
1499 Federal National Mortgage Association 3136BPQG9 604,000 New $494K 0.01% DBT
1500 Federal National Mortgage Association 31418EMT4 499,881 New $494K 0.01% DBT
1501 Freddie Mac 3132DWAR4 Dec 2024 549,952 -124,470 $492K -21.9% 0.01% DBT
1502 HSBC HOLDINGS PLC 404280DZ9 485,000 New $492K 0.01% DBT
1503 DLLMT LLC 23347AAG6 490,000 New $492K 0.01% ABS-MBS
1504 COLT MORTGAGE LOAN TRUST 19688GAA1 Dec 2024 591,702 -136,421 $491K -14.5% 0.01% ABS-MBS
1505 CVS HEALTH CORPORATION 126650DZ0 535,000 New $491K 0.01% DBT
1506 ATHENE GLOBAL FUNDING 04685A2Z3 Dec 2024 515,000 New $491K 0.01% DBT
1507 Freddie Mac 3128MJZG8 Dec 2024 545,404 -90,442 $490K -18.6% 0.01% DBT
1508 Federal National Mortgage Association 3140QDL44 Dec 2024 546,558 -80,564 $490K -16.6% 0.01% DBT
1509 Government National Mortgage Association 2 36179XHZ2 Dec 2024 503,749 +9,615 $490K -1.0% 0.01% DBT
1510 Government National Mortgage Association 2 36179VL24 593,319 New $490K 0.01% DBT
1511 Government National Mortgage Association 2 3622ABB43 563,956 New $490K 0.01% DBT
1512 Federal National Mortgage Association 3140XKW71 Dec 2024 617,567 -82,433 $489K -16.0% 0.01% DBT
1513 CALIFORNIA ST UNIV REV 13077DQP0 Dec 2024 635,000 -50,000 $488K -7.3% 0.01% DBT
1514 Federal National Mortgage Association 3140FXT36 551,453 New $488K 0.01% DBT
1515 Federal National Mortgage Association 31418D6T4 Dec 2024 530,883 -140,575 $487K -24.2% 0.01% DBT
1516 Federal National Mortgage Association 3136AUTG6 493,864 New $487K 0.01% DBT
1517 LOWE'S COMPANIES, INC. 548661EJ2 Dec 2024 624,000 +44,000 $487K +2.3% 0.01% DBT
1518 DIAMONDBACK ENERGY, INC. 25278XAY5 485,000 New $486K 0.01% DBT
1519 PUBLIC SERVICE ELECTRIC AND GAS COMPANY 74456QCH7 Dec 2024 589,000 +37,000 $485K +8.0% 0.01% DBT
1520 PARKER-HANNIFIN CORPORATION 701094AR5 Dec 2024 490,000 -270,000 $485K -35.0% 0.01% DBT
1521 Federal National Mortgage Association 3138MFHB6 Dec 2024 547,054 -121,914 $483K -21.8% 0.01% DBT
1522 Freddie Mac 31335BYA8 Dec 2024 519,511 -123,208 $482K -22.8% 0.01% DBT
1523 Federal National Mortgage Association 31418B6J0 Dec 2024 520,966 -137,845 $482K -21.9% 0.01% DBT
1524 SBNA AUTO LEASE TRUST 78437VAE0 475,000 New $481K 0.01% ABS-MBS
1525 EDVESTINU PRIVATE EDUCATION LOAN TRUST 28165AAA7 Dec 2024 484,478 -171,310 $480K -24.6% 0.01% ABS-MBS
1526 Government National Mortgage Association 38379XX47 604,827 New $480K 0.01% DBT
1527 CADENCE DESIGN SYSTEMS, INC. 127387AM0 485,000 New $479K 0.01% DBT
1528 United States of America 912810SF6 658,000 New $479K 0.01% DBT
1529 GALAXY PIPELINE ASSETS BIDCO LIMITED 36321PAD2 Dec 2024 557,489 -108,266 $478K -16.5% 0.01% DBT
1530 LOCKHEED MARTIN CORPORATION 539830CE7 515,000 New $478K 0.01% DBT
1531 ENERGY TRANSFER LP 29273VBB5 488,000 New $478K 0.01% DBT
1532 UNIV CALIF REGTS MED CTR POOLED REV 913366KC3 Dec 2024 740,000 -50,000 $477K -11.7% 0.01% DBT
1533 Federal National Mortgage Association 3140QL3N4 Dec 2024 519,582 -138,334 $477K -24.4% 0.01% DBT
1534 BENCHMARK MORTGAGE TRUST 08163RBT2 Dec 2024 530,000 -115,000 $475K -18.1% 0.01% ABS-MBS
1535 Federal National Mortgage Association 3140FXKV3 Dec 2024 530,604 -216,633 $475K -31.0% 0.01% DBT
1536 Freddie Mac 3142BNJM7 Dec 2024 499,805 -61,083 $475K -11.4% 0.01% DBT
1537 VONTIER CORPORATION 928881AB7 Dec 2024 495,000 $475K +8.5% 0.01% DBT
1538 CONNECTICUT AVENUE SECURITIES 20754LAF6 460,000 New $474K 0.01% ABS-MBS
1539 SIMON PROPERTY GROUP, L.P. 828807DY0 500,000 New $474K 0.01% DBT
1540 Freddie Mac 3137H6SL0 Dec 2024 519,404 -157,401 $474K -23.2% 0.01% DBT
1541 Freddie Mac 3128K82C9 Dec 2024 478,730 +204,132 $473K +68.5% 0.01% DBT
1542 VOLKSWAGEN AUTO LOAN ENHANCED TRUST 92868RAE8 472,000 New $472K 0.01% ABS-MBS
1543 CIT EDUCATION LOAN TRUST 17284LAA2 Dec 2024 478,987 -222,613 $471K -29.3% 0.01% ABS-MBS
1544 Freddie Mac 3137FLTS3 Dec 2024 526,661 -90,418 $471K -17.7% 0.01% DBT
1545 Pfizer Investment Enterprises Pte. Ltd. 716973AH5 513,000 New $471K 0.01% DBT
1546 Federal National Mortgage Association 3140XSCJ0 456,000 New $470K 0.01% DBT
1547 Federal National Mortgage Association 3140M1RW6 Dec 2024 547,268 -112,654 $469K -20.8% 0.01% DBT
1548 CAESARS ENTERTAINMENT, INC. 12769GAB6 460,000 New $469K 0.01% DBT
1549 EAGLEVIEW TECHNOLOGY N/A Dec 2024 494,607 New $467K 0.01% LON
1550 Federal National Mortgage Association 3140XLZA9 529,007 New $467K 0.01% DBT
1551 CONSOLIDATED COMMUNICATIONS, INC. 20903XAF0 485,000 New $467K 0.01% DBT
1552 Reynolds American Inc. 761713BB1 Dec 2024 490,000 $467K +5.6% 0.01% DBT
1553 SMALL BUSINESS ADMINISTRATION GTD 83162CW58 471,871 New $464K 0.01% ABS-MBS
1554 MORGAN STANLEY 61747YFL4 466,000 New $463K 0.01% DBT
1555 Federal National Mortgage Association 3140JASH2 Dec 2024 511,090 -110,895 $463K -21.5% 0.01% DBT
1556 BROADCOM INC. 11135FBK6 Dec 2024 529,000 +133,000 $463K +39.8% 0.01% DBT
1557 CITIGROUP INC. 172967NX5 Dec 2024 460,000 New $462K 0.01% DBT
1558 MORGAN STANLEY 6174468L6 Dec 2024 520,000 $462K +3.2% 0.01% DBT
1559 State of Israel 46514BRM1 505,000 New $462K 0.01% DBT
1560 Federal National Mortgage Association 3140QVL85 441,032 New $461K 0.01% DBT
1561 HILTON DOMESTIC OPERATING COMPANY INC. 432833AN1 530,000 New $460K 0.01% DBT
1562 SOFI PROFESSIONAL LOAN PROGRAM 83405NAA4 Dec 2024 534,119 -190,729 $460K -24.1% 0.01% ABS-MBS
1563 NAVIENT PRIVATE EDUCATION LOAN TRUST 63942MAA8 Dec 2024 512,206 -147,631 $459K -22.5% 0.01% ABS-MBS
1564 Government National Mortgage Association 38383YJQ6 478,084 New $459K 0.01% DBT
1565 Federal National Mortgage Association 3136AJYH3 514,000 New $458K 0.01% DBT
1566 Federal National Mortgage Association 3140XJTF0 471,961 New $457K 0.01% DBT
1567 Government National Mortgage Association 2 3622AC4M9 447,448 New $457K 0.01% DBT
1568 VERUS SECURITIZATION TRUST 92538GAA0 Dec 2024 512,677 -141,865 $456K -18.0% 0.01% ABS-MBS
1569 COMM MORTGAGE TRUST 12630DBB9 Dec 2024 475,329 -374,671 $455K -43.8% 0.01% ABS-MBS
1570 Freddie Mac 3132ADME5 521,158 New $454K 0.01% DBT
1571 Government National Mortgage Association 2 36179S5P8 Dec 2024 460,136 -100,481 $454K -20.4% 0.01% DBT
1572 CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 12515GAD9 Dec 2024 480,000 +170,000 $453K +56.7% 0.01% ABS-MBS
1573 Federal National Mortgage Association 3136ARF86 460,727 New $453K 0.01% DBT
1574 Government National Mortgage Association 2 36179U3S9 Dec 2024 531,145 -85,376 $453K -17.6% 0.01% DBT
1575 BANK OF AMERICA CORPORATION 06051GJS9 Dec 2024 475,000 New $453K 0.01% DBT
1576 INTEL CORPORATION 458140CJ7 Dec 2024 512,000 +208,000 $453K +45.9% 0.01% DBT
1577 COLT MORTGAGE LOAN TRUST 19685WAA9 Dec 2024 553,407 -110,388 $453K -14.4% 0.01% ABS-MBS
1578 BENCHMARK MORTGAGE TRUST 08163RBQ8 Dec 2024 485,000 $452K -1.9% 0.01% ABS-MBS
1579 Government National Mortgage Association 38382NJU2 Dec 2024 470,752 -59,459 $452K -13.8% 0.01% DBT
1580 BROADCOM INC. 11135FBV2 Dec 2024 475,000 New $452K 0.01% DBT
1581 BERRY GLOBAL, INC. 08576PAP6 450,000 New $451K 0.01% DBT
1582 Federal National Mortgage Association 3140X5ZN6 Dec 2024 490,487 -164,253 $450K -26.4% 0.01% DBT
1583 Federal National Mortgage Association 3136BK2Z4 524,254 New $450K 0.01% DBT
1584 Freddie Mac 3128MJ2M1 Dec 2024 497,962 -89,011 $448K -18.2% 0.01% DBT
1585 Global Switch Finance B.V. N/A Dec 2024 460,000 New $447K 0.01% DBT
1586 VERIZON COMMUNICATIONS INC. 92343VGW8 467,000 New $447K 0.01% DBT
1587 ANALOG DEVICES, INC. 032654BC8 469,000 New $447K 0.01% DBT
1588 Federal National Mortgage Association 3136BPL41 491,524 New $446K 0.01% DBT
1589 GENERAL DYNAMICS CORPORATION 369550BH0 Dec 2024 510,000 +480,000 $445K +1471.3% 0.01% DBT
1590 WELLS FARGO & COMPANY 95000U3D3 450,000 New $445K 0.01% DBT
1591 Freddie Mac 3132DMHA6 Dec 2024 512,185 -93,973 $444K -20.1% 0.01% DBT
1592 Federal National Mortgage Association 3140XMAN6 502,531 New $443K 0.01% DBT
1593 Federal National Mortgage Association 3140XDQS8 513,252 New $443K 0.01% DBT
1594 Freddie Mac 3137BM4N3 470,236 New $443K 0.01% DBT
1595 Freddie Mac 31288QFW5 Dec 2024 449,856 +211,897 $442K +92.2% 0.01% DBT
1596 Federal National Mortgage Association 3140QMCQ5 Dec 2024 515,663 -107,042 $442K -21.1% 0.01% DBT
1597 Freddie Mac 3133KN6W8 478,999 New $442K 0.01% DBT
1598 Federal National Mortgage Association 3136B0AG1 449,675 New $441K 0.01% DBT
1599 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 981944AD3 440,000 New $441K 0.01% ABS-MBS
1600 Federal National Mortgage Association 3140XN4G6 507,047 New $440K 0.01% DBT
1601 PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED 744573AZ9 441,000 New $440K 0.01% DBT
1602 VERUS SECURITIZATION TRUST 92540JAC6 438,834 New $440K 0.01% ABS-MBS
1603 STARWOOD MORTGAGE RESIDENTIAL TRUST 85573PAA0 Dec 2024 496,206 -179,940 $439K -21.3% 0.01% ABS-MBS
1604 Freddie Mac 3137H6UX1 490,259 New $439K 0.01% DBT
1605 Freddie Mac 3137H6V28 490,259 New $439K 0.01% DBT
1606 HALEON US CAPITAL LLC 36264FAM3 Dec 2024 485,000 -5,000 $439K -1.3% 0.01% DBT
1607 AVALONBAY COMMUNITIES, INC. 05348EBH1 Dec 2024 505,000 -650,000 $438K -55.0% 0.01% DBT
1608 Federal National Mortgage Association 3140QSAY7 440,922 New $438K 0.01% DBT
1609 NAVIENT PRIVATE EDUCATION LOAN TRUST 63940UAB0 Dec 2024 444,231 New $436K 0.01% ABS-MBS
1610 Government National Mortgage Association 38379QD93 506,558 New $436K 0.01% DBT
1611 Freddie Mac 3137H0K64 509,397 New $436K 0.01% DBT
1612 Government National Mortgage Association 2 36179RBW8 Dec 2024 491,873 -102,576 $435K -21.3% 0.01% DBT
1613 CHASE AUTO OWNER TRUST 16144JAD3 Dec 2024 439,000 $435K +0.9% 0.01% ABS-MBS
1614 Freddie Mac 3137FPPA7 485,224 New $435K 0.01% DBT
1615 HYUNDAI CAPITAL AMERICA 44891ACV7 435,000 New $435K 0.01% DBT
1616 MORGAN STANLEY 61747YFF7 430,000 New $435K 0.01% DBT
1617 Government National Mortgage Association 38382NFU6 Dec 2024 448,330 -51,144 $435K -14.5% 0.01% DBT
1618 VERIZON MASTER TRUST 92348KBL6 434,000 New $434K 0.01% ABS-MBS
1619 VERIZON MASTER TRUST 92348KBS1 430,000 New $434K 0.01% ABS-MBS
1620 Freddie Mac 3132D9GP3 517,127 New $433K 0.01% DBT
1621 NISSAN AUTO RECEIVABLES OWNER TRUST 65480JAD2 Dec 2024 434,000 $433K +0.5% 0.01% ABS-MBS
1622 GLENCORE FUNDING LLC 378272BU1 435,000 New $433K 0.01% DBT
1623 Federal National Mortgage Association 3140XNZC1 410,127 New $431K 0.01% DBT
1624 NETFLIX, INC. 64110LBA3 442,000 New $430K 0.01% DBT
1625 BLACKSTONE PRIVATE CREDIT FUND 09261HBV8 440,000 New $429K 0.01% DBT
1626 Government National Mortgage Association 2 36179T7L3 Dec 2024 447,695 -104,159 $429K -22.0% 0.01% DBT
1627 Freddie Mac 3132DQB70 432,260 New $429K 0.01% DBT
1628 Federal National Mortgage Association 31395QCY4 Dec 2024 481,308 -135,178 $428K -24.3% 0.01% DBT
1629 Government National Mortgage Association 2 36179WXL7 Dec 2024 478,741 -553,406 $428K -55.7% 0.01% DBT
1630 Government National Mortgage Association 38378UWV5 473,171 New $428K 0.01% DBT
1631 SHIFT4 PAYMENTS, LLC 82453AAB3 420,000 New $427K 0.01% DBT
1632 Federal National Mortgage Association 3140QDTW4 Dec 2024 500,608 -82,118 $427K -15.3% 0.01% DBT
1633 RCKT MORTGAGE TRUST 74938WAB7 Dec 2024 534,055 -69,838 $427K -12.7% 0.01% ABS-MBS
1634 Freddie Mac 3137H13V6 Dec 2024 500,000 $425K +0.4% 0.01% DBT
1635 Freddie Mac 3137H6WG6 464,910 New $424K 0.01% DBT
1636 Federal National Mortgage Association 3140LCTV3 Dec 2024 499,056 -59,143 $424K -11.6% 0.01% DBT
1637 ENTERPRISE PRODUCTS OPERATING LLC 29379VCH4 441,000 New $424K 0.01% DBT
1638 Freddie Mac 3133B0SU8 Dec 2024 462,241 -100,204 $424K -21.2% 0.01% DBT
1639 PORT AUTH N Y & N J 73358WJA3 Dec 2024 505,000 $424K -10.1% 0.01% DBT
1640 Freddie Mac 3137H0T73 473,000 New $424K 0.01% DBT
1641 CSC HOLDINGS, LLC 126307BB2 Dec 2024 590,000 $424K +0.0% 0.01% DBT
1642 Freddie Mac 3137FQA37 490,379 New $423K 0.01% DBT
1643 Federal National Mortgage Association 3140XAEW8 Dec 2024 536,132 -69,471 $423K -15.8% 0.01% DBT
1644 Federal National Mortgage Association 3136APKQ4 Dec 2024 434,052 -97,613 $423K -18.2% 0.01% DBT
1645 MCDONALD'S CORPORATION 58013MEF7 393,000 New $423K 0.01% DBT
1646 GM FINANCIAL REVOLVING RECEIVABLES TRUST 36269KAA3 419,000 New $423K 0.01% ABS-MBS
1647 Freddie Mac 3132D9DR2 504,833 New $422K 0.01% DBT
1648 Freddie Mac 3137FVAY8 Dec 2024 437,700 -82,097 $422K -15.4% 0.01% DBT
1649 Freddie Mac 3133B9NQ3 491,150 New $422K 0.01% DBT
1650 Federal National Mortgage Association 3140XJW66 Dec 2024 510,982 -76,801 $421K -17.4% 0.01% DBT
1651 Federal National Mortgage Association 3136BBKP6 467,831 New $421K 0.01% DBT
1652 HONDA AUTO RECEIVABLES OWNER TRUST 43813YAC6 420,000 New $420K 0.01% ABS-MBS
1653 DEVON ENERGY CORPORATION 25179MBH5 463,000 New $420K 0.01% DBT
1654 SMALL BUSINESS ADMINISTRATION GTD 83162CP56 Dec 2024 451,538 -48,449 $420K -13.0% 0.01% ABS-MBS
1655 HCA INC. 404119BW8 Dec 2024 410,000 $418K -0.1% 0.01% DBT
1656 Freddie Mac 3137F9WP2 Dec 2024 2,034,623 -335,443 $418K -3.3% 0.01% DBT
1657 GM FINANCIAL AUTOMOBILE LEASING TRUST 362548AE9 417,000 New $418K 0.01% ABS-MBS
1658 Federal National Mortgage Association 3136B5ZS7 Dec 2024 426,645 -125,005 $418K -21.8% 0.01% DBT
1659 MORGAN STANLEY 61747YFR1 410,000 New $418K 0.01% DBT
1660 BANK OF AMERICA CORPORATION 06051GJL4 500,000 New $418K 0.01% DBT
1661 CITIGROUP INC. 17327CAR4 410,000 New $418K 0.01% DBT
1662 Freddie Mac 3128MEZ46 Dec 2024 440,988 -213,279 $418K -32.4% 0.01% DBT
1663 RTE RESEAU DE TRANSPORT D ELECTRICITE SA N/A Dec 2024 400,000 New $417K 0.01% DBT
1664 Federal National Mortgage Association 3138WHLP5 Dec 2024 479,439 -97,241 $417K -21.3% 0.01% DBT
1665 Government National Mortgage Association 2 3622ACCK4 Dec 2024 425,524 -71,164 $416K -17.5% 0.01% DBT
1666 Federal National Mortgage Association 3140M2SK9 483,876 New $415K 0.01% DBT
1667 UNION PACIFIC CORPORATION 907818FQ6 Dec 2024 515,000 $415K -2.3% 0.01% DBT
1668 Freddie Mac 3132DP2Y3 427,492 New $415K 0.01% DBT
1669 Freddie Mac 3128MJYU8 Dec 2024 459,599 -89,123 $415K -20.3% 0.01% DBT
1670 Government National Mortgage Association 2 36179TJX4 Dec 2024 459,150 +277,398 $414K +139.8% 0.01% DBT
1671 SMALL BUSINESS INVESTMENT COMPANIES 831641FL4 Dec 2024 428,538 +83,412 $414K +25.9% 0.01% ABS-MBS
1672 BPR TRUST 05592AAA8 Dec 2024 415,000 $413K +4.6% 0.01% ABS-MBS
1673 Federal National Mortgage Association 3140XKTB6 Dec 2024 468,517 -102,483 $413K -21.5% 0.01% DBT
1674 CSMC MORTGAGE BACKED TRUST 126405AA7 Dec 2024 466,169 -119,530 $413K -19.0% 0.01% ABS-MBS
1675 Federal National Mortgage Association 3140XLDL9 479,081 New $413K 0.01% DBT
1676 Federal National Mortgage Association 3136AQQT0 Dec 2024 445,435 -843,717 $413K -64.9% 0.01% DBT
1677 Federal National Mortgage Association 3140XGYY9 Dec 2024 500,534 -70,475 $412K -16.6% 0.01% DBT
1678 Freddie Mac 31288Q3L2 442,438 New $412K 0.01% DBT
1679 GPMT LTD 36264BAA8 Dec 2024 415,523 -309,829 $411K -42.7% 0.01% ABS-CBDO
1680 SMALL BUSINESS INVESTMENT COMPANIES 831641FU4 Dec 2024 424,469 -20,222 $411K -5.8% 0.01% ABS-MBS
1681 Sumitomo Mitsui Trust Bank, Limited 86563VBV0 426,000 New $410K 0.01% DBT
1682 Freddie Mac 3133KYS91 Dec 2024 454,251 -95,604 $410K -20.1% 0.01% DBT
1683 Government National Mortgage Association 2 3622ABP55 Dec 2024 475,681 -84,742 $410K -19.9% 0.01% DBT
1684 Freddie Mac 3137HFH40 489,000 New $410K 0.01% DBT
1685 SOUTHERN COMPANY GAS CAPITAL CORPORATION 8426EPAC2 Dec 2024 500,000 $410K -4.1% 0.01% DBT
1686 JERSEY CENTRAL POWER & LIGHT COMPANY 476556DE2 420,000 New $410K 0.01% DBT
1687 GALAXY PIPELINE ASSETS BIDCO LIMITED 36321PAA8 Dec 2024 431,730 -178,074 $410K -27.8% 0.01% DBT
1688 Government National Mortgage Association 38377RKA2 419,048 New $409K 0.01% DBT
1689 State of Israel 46513JB34 Dec 2024 470,000 $408K -3.9% 0.01% DBT
1690 OTIS WORLDWIDE CORPORATION 68902VAL1 Dec 2024 545,000 +210,000 $408K +56.9% 0.01% DBT
1691 Cooperatieve Rabobank U.A. 74977RDN1 Dec 2024 420,000 $407K +3.4% 0.01% DBT
1692 Federal National Mortgage Association 3140XMG75 460,855 New $407K 0.01% DBT
1693 Federal National Mortgage Association 3140X6PH8 Dec 2024 449,195 -101,513 $406K -19.4% 0.01% DBT
1694 INVITATION HOMES OPERATING PARTNERSHIP LP 46188BAD4 Dec 2024 440,000 -600,000 $406K -56.5% 0.01% DBT
1695 Freddie Mac 3128HXZX6 Dec 2024 411,877 -75,628 $406K -15.4% 0.01% DBT
1696 Government National Mortgage Association 2 36179XVT0 407,664 New $406K 0.01% DBT
1697 Enbridge Inc. 29250NBY0 385,000 New $405K 0.01% DBT
1698 State of Israel 46514BRL3 415,000 New $405K 0.01% DBT
1699 Freddie Mac 3133D4KR3 Dec 2024 486,965 -48,828 $405K -12.1% 0.01% DBT
1700 THE COCA-COLA COMPANY 191216DY3 416,000 New $405K 0.01% DBT
1701 OBX TRUST 67119MAC2 401,443 New $404K 0.01% ABS-MBS
1702 BANK OF AMERICA CORPORATION 06051GKK4 Dec 2024 470,000 -220,000 $404K -30.5% 0.01% DBT
1703 Government National Mortgage Association 38382NFF9 Dec 2024 414,174 -50,710 $402K -12.8% 0.01% DBT
1704 Golub Capital Private Credit Fund 38179RAA3 410,000 New $401K 0.01% DBT
1705 Federal National Mortgage Association 3138ENRL5 Dec 2024 413,886 -79,202 $401K -19.1% 0.01% DBT
1706 KINGS PARK CLO 496094AA1 400,000 New $401K 0.01% ABS-CBDO
1707 HPS LOAN MANAGEMENT LTD 40439DAN8 400,000 New $401K 0.01% ABS-CBDO
1708 NEW YORK ST DORM AUTH ST PERS INCOME TAX REV 64990FMT8 Dec 2024 400,000 $400K -5.0% 0.01% DBT
1709 Federal National Mortgage Association 3140XFHB0 Dec 2024 501,627 -53,941 $400K -13.5% 0.01% DBT
1710 PARAMOUNT GLOBAL 124857AF0 Dec 2024 455,000 $399K -1.4% 0.01% DBT
1711 Enbridge Inc. 29250NBX2 385,000 New $398K 0.01% DBT
1712 CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. 209111GH0 394,000 New $398K 0.01% DBT
1713 Federal National Mortgage Association 3136ATUD4 437,885 New $398K 0.01% DBT
1714 Freddie Mac 3132DPAG3 Dec 2024 420,324 -72,708 $398K -18.1% 0.01% DBT
1715 SBNA AUTO RECEIVABLES TRUST 78437PAC7 395,000 New $397K 0.01% ABS-MBS
1716 NSTAR ELECTRIC COMPANY 67021CAV9 395,000 New $397K 0.01% DBT
1717 Federal National Mortgage Association 3140FXQD7 427,972 New $397K 0.01% DBT
1718 VERUS SECURITIZATION TRUST 92538HAA8 Dec 2024 475,231 -113,377 $397K -15.7% 0.01% ABS-MBS
1719 JPMORGAN CHASE & CO. 46647PEK8 401,000 New $397K 0.01% DBT
1720 JPMORGAN CHASE & CO. 46647PBL9 Dec 2024 450,000 $396K +3.1% 0.01% DBT
1721 Federal National Mortgage Association 3140XKHN3 420,038 New $396K 0.01% DBT
1722 Federal National Mortgage Association 3140QNW73 Dec 2024 446,395 +166,694 $396K +52.1% 0.01% DBT
1723 APOLLO GLOBAL MANAGEMENT, INC. 03769MAC0 394,000 New $396K 0.01% DBT
1724 Federal National Mortgage Association 3140XJGY3 419,814 New $395K 0.01% DBT
1725 AMERICAN HOMES 4 RENT, L.P. 02666TAE7 Dec 2024 442,000 New $395K 0.01% DBT
1726 OCP SA 67091TAC9 Dec 2024 400,000 $395K +2.0% 0.01% DBT
1727 BEAR STEARNS ASSET BACKED SECURITIES INC 073879L55 Dec 2024 423,632 -201,220 $395K -29.4% 0.01% ABS-MBS
1728 META PLATFORMS, INC. 30303M8T2 401,000 New $395K 0.01% DBT
1729 Freddie Mac 3128HXYR0 Dec 2024 400,380 -74,192 $394K -15.4% 0.01% DBT
1730 TOYOTA AUTO RECEIVABLES OWNER TRUST 89239HAE8 Dec 2024 389,000 $394K -1.0% 0.01% ABS-MBS
1731 Freddie Mac 3137FYCE4 491,054 New $394K 0.01% DBT
1732 Mitsubishi UFJ Financial Group, Inc. 606822CE2 Dec 2024 400,000 $393K +2.7% 0.01% DBT
1733 LEGACY MORTGAGE ASSET TRUST 52476DAA5 Dec 2024 393,149 -101,253 $393K -14.8% 0.01% ABS-MBS
1734 THE HOME DEPOT, INC. 437076DC3 392,000 New $393K 0.01% DBT
1735 Government National Mortgage Association 38382MUU1 Dec 2024 404,731 -69,901 $393K -17.8% 0.01% DBT
1736 METROPOLITAN EDISON COMPANY 591894CC2 Dec 2024 403,000 -81,000 $392K -15.4% 0.01% DBT
1737 Duke Energy Carolinas, LLC 26442CBK9 Dec 2024 412,000 -203,000 $392K -38.7% 0.01% DBT
1738 Federal National Mortgage Association 3140XFPJ4 Dec 2024 473,881 -73,814 $392K -17.8% 0.01% DBT
1739 Enbridge Inc. 29250NCC7 389,000 New $391K 0.01% DBT
1740 SG COMMERCIAL MORTGAGE SECURITIES TRUST 78419CAC8 403,886 New $391K 0.01% ABS-MBS
1741 Federal National Mortgage Association 3140N3AS8 403,617 New $391K 0.01% DBT
1742 APPLE INC. 037833EQ9 Dec 2024 491,000 +62,000 $391K +1.7% 0.01% DBT
1743 Federal National Mortgage Association 3136ARG93 397,055 New $390K 0.01% DBT
1744 MORGAN STANLEY 6174468P7 Dec 2024 420,000 New $390K 0.01% DBT
1745 THE BOEING COMPANY 097023DS1 372,000 New $390K 0.01% DBT
1746 Federal National Mortgage Association 3140XFHS3 Dec 2024 448,041 -89,506 $390K -20.7% 0.01% DBT
1747 Federal National Mortgage Association 3140XFX30 455,156 New $389K 0.01% DBT
1748 WESTERN MIDSTREAM OPERATING, LP 958667AB3 Dec 2024 390,000 $389K +4.5% 0.01% DBT
1749 Federal National Mortgage Association 3138W9BH2 Dec 2024 440,605 -70,224 $389K -17.5% 0.01% DBT
1750 Federal National Mortgage Association 3140X8NR4 472,131 New $389K 0.01% DBT
1751 CINTAS CORP NO 2 17252MAQ3 Dec 2024 415,000 -775,000 $388K -66.0% 0.01% DBT
1752 Government National Mortgage Association 2 3622AACC6 Dec 2024 415,876 -60,190 $388K -16.1% 0.01% DBT
1753 U.S. BANCORP 91159HJR2 385,000 New $388K 0.01% DBT
1754 Federal National Mortgage Association 3136ACK34 Dec 2024 395,463 -96,080 $387K -19.4% 0.01% DBT
1755 Federal National Mortgage Association 3140XLCG1 388,375 New $386K 0.01% DBT
1756 VERIZON MASTER TRUST 92348KAZ6 Dec 2024 388,000 -756,000 $386K -65.3% 0.01% ABS-MBS
1757 UBS Group AG 225401AU2 Dec 2024 444,000 -1,516,000 $386K -75.5% 0.01% DBT
1758 AMERICAN HOMES 4 RENT, L.P. 02666TAF4 Dec 2024 495,000 +257,000 $385K +105.9% 0.01% DBT
1759 JPMORGAN CHASE & CO. 46647PBR6 Dec 2024 410,000 -437,000 $385K -49.2% 0.01% DBT
1760 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 36265QAD8 Dec 2024 384,324 -506,676 $385K -57.0% 0.01% ABS-MBS
1761 Freddie Mac 3132DVKY0 Dec 2024 428,024 -81,402 $384K -20.0% 0.01% DBT
1762 Federal National Mortgage Association 31418CNE0 Dec 2024 414,168 New $384K 0.01% DBT
1763 Freddie Mac 3137HCQJ4 462,000 New $384K 0.01% DBT
1764 VERUS SECURITIZATION TRUST 92538FAA2 Dec 2024 431,825 -197,275 $384K -28.1% 0.01% ABS-MBS
1765 THE CIGNA GROUP 125523CQ1 Dec 2024 588,000 $384K -11.4% 0.01% DBT
1766 INTERNATIONAL FLAVORS & FRAGRANCES INC. 459506AR2 535,000 New $382K 0.01% DBT
1767 Freddie Mac 3137H5CE5 Dec 2024 435,499 -99,499 $382K -20.9% 0.01% DBT
1768 Estados Unidos Mexicanos 91086QBF4 528,000 New $382K 0.01% DBT
1769 UBS COMMERCIAL MORTGAGE TRUST 90276RBD9 Dec 2024 400,852 $381K +3.0% 0.01% ABS-MBS
1770 Federal National Mortgage Association 3136B2TN2 409,806 New $381K 0.01% DBT
1771 NEWMONT CORPORATION 65163LAR0 382,000 New $380K 0.01% DBT
1772 Freddie Mac 3132DPZ84 402,959 New $380K 0.01% DBT
1773 Federal National Mortgage Association 3140QLMX1 Dec 2024 482,437 -55,841 $379K -15.0% 0.01% DBT
1774 Government National Mortgage Association 36291FPS1 Dec 2024 432,843 -49,913 $379K -14.9% 0.01% DBT
1775 Mitsubishi UFJ Financial Group, Inc. 606822CF9 Dec 2024 380,000 $379K +2.9% 0.01% DBT
1776 Federal National Mortgage Association 3140XAL83 428,468 New $378K 0.01% DBT
1777 DTE ENERGY COMPANY 233331BL0 368,000 New $378K 0.01% DBT
1778 THE KROGER CO. 501044DV0 390,000 New $378K 0.01% DBT
1779 Federal National Mortgage Association 3136AVFH7 Dec 2024 415,033 -91,875 $377K -20.4% 0.01% DBT
1780 Federal National Mortgage Association 3140X9AZ8 Dec 2024 453,295 -58,950 $376K -15.8% 0.01% DBT
1781 Federal National Mortgage Association 3140X5W33 Dec 2024 432,103 -68,029 $375K -18.2% 0.01% DBT
1782 Federal National Mortgage Association 3140QTPY9 367,042 New $375K 0.01% DBT
1783 DRYDEN SENIOR LOAN FUND 26245MAC5 373,846 New $374K 0.01% ABS-CBDO
1784 PFIZER INC. 717081EC3 Dec 2024 420,000 -110,000 $374K -26.5% 0.01% DBT
1785 Government National Mortgage Association 2 3622ACP46 434,945 New $374K 0.01% DBT
1786 MEDLINE BORROWER, LP 58506DAA6 370,000 New $374K 0.01% DBT
1787 Freddie Mac 3132H7BP8 Dec 2024 411,597 -77,864 $373K -19.5% 0.01% DBT
1788 Freddie Mac 3137H62L8 428,637 New $373K 0.01% DBT
1789 GALAXY PIPELINE ASSETS BIDCO LIMITED 36321PAB6 Dec 2024 458,000 $373K -0.8% 0.01% DBT
1790 Federal National Mortgage Association 3140FXEP3 Dec 2024 364,932 -56,948 $373K -15.4% 0.01% DBT
1791 Government National Mortgage Association 2 36179TLT0 Dec 2024 399,056 -84,276 $373K -21.0% 0.01% DBT
1792 Federal National Mortgage Association 3140XJEJ8 Dec 2024 374,379 -1,497,012 $372K -80.0% 0.01% DBT
1793 INVITATION HOMES OPERATING PARTNERSHIP LP 46188BAG7 393,000 New $372K 0.01% DBT
1794 Freddie Mac 3132A5H81 Dec 2024 413,354 -74,404 $371K -19.3% 0.01% DBT
1795 ARES MANAGEMENT CORPORATION 03990BAB7 390,000 New $371K 0.01% DBT
1796 ALLY AUTO RECEIVABLES TRUST 02007NAD0 377,000 New $371K 0.01% ABS-MBS
1797 Freddie Mac 3137FWX39 414,102 New $371K 0.01% DBT
1798 Philip Morris International Inc. 718172DD8 361,000 New $370K 0.01% DBT
1799 THE CIGNA GROUP 125523CB4 Dec 2024 380,000 $370K +1.6% 0.01% DBT
1800 Federal National Mortgage Association 3136BMAZ1 405,734 New $369K 0.01% DBT
1801 Federal National Mortgage Association 3136ATA53 374,342 New $369K 0.01% DBT
1802 REALTY INCOME CORPORATION 756109BT0 381,000 New $369K 0.01% DBT
1803 Freddie Mac 3137HBXK5 532,000 New $369K 0.01% DBT
1804 Freddie Mac 3133KL6J1 Dec 2024 467,390 -58,683 $369K -15.5% 0.01% DBT
1805 Government National Mortgage Association 38380WV71 414,000 New $368K 0.01% DBT
1806 Federal National Mortgage Association 3136B2EV0 417,561 New $368K 0.01% DBT
1807 MERCK & CO., INC. 58933YBA2 543,000 New $368K 0.01% DBT
1808 Republica Oriental del Uruguay 760942BG6 404,000 New $368K 0.01% DBT
1809 AMERICAN AIRLINES, INC. 023771T40 350,000 New $367K 0.01% DBT
1810 Duke Energy Carolinas, LLC 26442CBG8 Dec 2024 425,000 -86,000 $367K -17.3% 0.01% DBT
1811 Freddie Mac 3137BSVH3 375,274 New $367K 0.01% DBT
1812 JPMORGAN CHASE & CO. 46625HRV4 Dec 2024 377,000 $367K +3.2% 0.01% DBT
1813 CONSTELLATION ENERGY GENERATION, LLC 210385AB6 Dec 2024 360,000 -575,000 $367K -61.8% 0.01% DBT
1814 Federal National Mortgage Association 3136A14A0 372,098 New $367K 0.01% DBT
1815 Freddie Mac 3137FTLA3 1,620,214 New $367K 0.01% DBT
1816 NAVIENT PRIVATE EDUCATION LOAN TRUST 63935CAB7 Dec 2024 385,883 New $366K 0.01% ABS-MBS
1817 WarnerMedia Holdings, Inc. 55903VBE2 493,000 New $366K 0.01% DBT
1818 ABBVIE INC. 00287YDW6 380,000 New $366K 0.01% DBT
1819 HCA INC. 404119CK3 415,000 New $366K 0.01% DBT
1820 Freddie Mac 3137H9UF4 Dec 2024 13,693,794 +7,193,794 $366K +79.8% 0.01% DBT
1821 Federal National Mortgage Association 3140QKDE5 Dec 2024 426,522 -77,074 $366K -18.6% 0.01% DBT
1822 DUKE ENERGY INDIANA, LLC 26443TAC0 Dec 2024 605,000 +325,000 $365K +97.5% 0.01% DBT
1823 UNITEDHEALTH GROUP INCORPORATED 91324PCZ3 Dec 2024 450,000 $365K -9.2% 0.01% DBT
1824 AMGEN INC. 031162DS6 Dec 2024 375,000 -700,000 $365K -67.1% 0.01% DBT
1825 MF1 LTD 55284AAA6 Dec 2024 365,451 -2,874,549 $364K -88.4% 0.01% ABS-CBDO
1826 OCCIDENTAL PETROLEUM CORPORATION 674599DL6 Dec 2024 360,000 $363K -4.0% 0.01% DBT
1827 Freddie Mac 3137FUQ98 367,163 New $363K 0.01% DBT
1828 Freddie Mac 3132DVLE3 Dec 2024 435,316 -77,389 $363K -19.2% 0.01% DBT
1829 SBNA AUTO LEASE TRUST 78398DAD9 365,000 New $363K 0.01% ABS-MBS
1830 Bausch + Lomb Corporation 071705AA5 350,000 New $362K 0.01% DBT
1831 AGREE LIMITED PARTNERSHIP 008513AB9 Dec 2024 400,000 -177,000 $362K -25.9% 0.01% DBT
1832 Federal National Mortgage Association 3140XCZ68 Dec 2024 437,076 -84,983 $362K -20.6% 0.01% DBT
1833 DIAMONDBACK ENERGY, INC. 25278XBB4 385,000 New $361K 0.01% DBT
1834 Federal National Mortgage Association 3140MHUN7 Dec 2024 438,950 -113,587 $361K -24.4% 0.01% DBT
1835 Government National Mortgage Association 38382NPQ4 479,027 New $361K 0.01% DBT
1836 SOUTHWESTERN ELECTRIC POWER COMPANY 845437BS0 Dec 2024 375,000 -1,200,000 $361K -74.8% 0.01% DBT
1837 CROWN CASTLE INC. 22822VAW1 435,000 New $360K 0.01% DBT
1838 Freddie Mac 3132DQAY2 362,246 New $360K 0.01% DBT
1839 Freddie Mac 3132DQQY5 361,470 New $359K 0.01% DBT
1840 Federal National Mortgage Association 3140HFN47 390,571 New $359K 0.01% DBT
1841 Freddie Mac 3137ATCV2 392,845 New $358K 0.01% DBT
1842 Freddie Mac 3132DQKC9 432,812 New $358K 0.01% DBT
1843 Government National Mortgage Association 2 3622ABV33 Dec 2024 420,359 -119,887 $358K -25.5% 0.01% DBT
1844 CITIGROUP INC. 17327CAR4 351,000 New $358K 0.01% DBT
1845 MFA TRUST 55283QAA2 Dec 2024 398,954 -131,123 $357K -22.9% 0.01% ABS-MBS
1846 Government National Mortgage Association 2 36179UEB4 Dec 2024 362,648 +190,017 $357K +103.8% 0.01% DBT
1847 Government National Mortgage Association 38380H3A8 Dec 2024 385,887 -112,355 $356K -22.4% 0.01% DBT
1848 CFCRE COMMERCIAL MORTGAGE TRUST 12532CBA2 Dec 2024 371,000 $356K +3.0% 0.01% ABS-MBS
1849 BX TRUST 05609BAV1 Dec 2024 355,864 -94,136 $356K -17.0% 0.01% ABS-MBS
1850 BRIXMOR OPERATING PARTNERSHIP LP 11120VAL7 Dec 2024 423,000 +102,000 $355K +43.1% 0.01% DBT
1851 Freddie Mac 3137HFL94 361,370 New $355K 0.01% DBT
1852 Freddie Mac 31288QFS4 Dec 2024 350,987 -95,375 $354K -18.0% 0.01% DBT
1853 HUDSON PACIFIC PROPERTIES, L.P. 44409MAB2 Dec 2024 470,000 -110,000 $354K -13.0% 0.01% DBT
1854 AIR LEASE CORPORATION 00914AAF9 Dec 2024 355,000 $354K +5.4% 0.01% DBT
1855 HYUNDAI AUTO RECEIVABLES TRUST 448977AE8 Dec 2024 361,000 $354K +3.7% 0.01% ABS-MBS
1856 AT&T INC. 00206RKJ0 Dec 2024 525,000 New $354K 0.01% DBT
1857 ANGEL OAK MORTGAGE TRUST 03465JAA8 Dec 2024 429,452 -79,704 $353K -12.4% 0.01% ABS-MBS
1858 BECTON, DICKINSON AND COMPANY 075887CU1 351,000 New $353K 0.01% DBT
1859 OCP SA 67091TAD7 Dec 2024 410,000 $353K +5.8% 0.01% DBT
1860 Federal National Mortgage Association 3136ANPY7 Dec 2024 362,281 -62,106 $353K -14.4% 0.01% DBT
1861 Government National Mortgage Association 2 36179SWZ6 Dec 2024 366,554 -66,986 $353K -19.2% 0.01% DBT
1862 Freddie Mac 3132J9C63 Dec 2024 386,769 -82,873 $352K -21.4% 0.01% DBT
1863 AT&T INC. 00206RLJ9 Dec 2024 524,000 New $352K 0.01% DBT
1864 Federal National Mortgage Association 3140XGKS7 Dec 2024 404,973 -80,173 $352K -20.9% 0.01% DBT
1865 DIAMONDBACK ENERGY, INC. 25278XAZ2 357,000 New $351K 0.01% DBT
1866 BAYER US FINANCE II LLC 07274NAN3 Dec 2024 420,000 $350K -9.0% 0.01% DBT
1867 OBX TRUST 670857AA9 Dec 2024 431,556 -77,762 $350K -13.0% 0.01% ABS-MBS
1868 Government National Mortgage Association 38381JZQ3 8,178,429 New $349K 0.01% DBT
1869 COMM MORTGAGE TRUST 12636FBH5 Dec 2024 353,125 -14,875 $349K -0.8% 0.01% ABS-MBS
1870 Government National Mortgage Association 2 36179TNS0 Dec 2024 373,646 -75,716 $349K -20.5% 0.01% DBT
1871 Federal National Mortgage Association 3136BGAH4 413,058 New $348K 0.01% DBT
1872 Freddie Mac 3133KPKN7 368,722 New $348K 0.01% DBT
1873 BROADCOM INC. 11135FBH3 Dec 2024 402,000 -80,000 $347K -12.2% 0.01% DBT
1874 Freddie Mac 3142GQK35 344,742 New $347K 0.01% DBT
1875 Freddie Mac 3137BPXH7 350,336 New $346K 0.01% DBT
1876 Freddie Mac 31288QAQ3 336,310 New $346K 0.01% DBT
1877 Freddie Mac 3133KYUZ0 Dec 2024 414,228 -66,221 $346K -16.7% 0.01% DBT
1878 HYUNDAI AUTO RECEIVABLES TRUST 44933XAD9 342,000 New $346K 0.01% ABS-MBS
1879 HSBC HOLDINGS PLC 404280EN5 348,000 New $346K 0.01% DBT
1880 Federal National Mortgage Association 31418CMG6 Dec 2024 372,626 -71,847 $346K -20.1% 0.01% DBT
1881 Federal National Mortgage Association 3140XKTY6 Dec 2024 348,099 -51,901 $346K -14.5% 0.01% DBT
1882 CELANESE US HOLDINGS LLC 15089QAL8 Dec 2024 345,000 -2,080,000 $345K -85.8% 0.01% DBT
1883 AUTOZONE, INC. 053332BG6 330,000 New $345K 0.01% DBT
1884 Freddie Mac 3137BSAQ6 349,906 New $345K 0.01% DBT
1885 Federal National Mortgage Association 3136AJ3U8 Dec 2024 384,916 -73,806 $345K -18.3% 0.01% DBT
1886 BMO MORTGAGE TRUST 05609MBY0 Dec 2024 352,984 -306,897 $345K -44.2% 0.01% ABS-MBS
1887 HYUNDAI AUTO RECEIVABLES TRUST 448977AD0 Dec 2024 347,001 -713,999 $344K -66.2% 0.01% ABS-MBS
1888 REALTY INCOME CORPORATION 756109CG7 351,000 New $344K 0.01% DBT
1889 AMERICAN HOMES 4 RENT, L.P. 02666TAH0 347,000 New $344K 0.01% DBT
1890 COMCAST CORPORATION 20030NDU2 Dec 2024 590,000 +468,000 $344K +323.1% 0.01% DBT
1891 US Airways Pass Through Trusts 90345WAD6 Dec 2024 344,664 -84,698 $344K -15.3% 0.01% DBT
1892 Freddie Mac 31396NRF5 Dec 2024 335,378 +161,612 $343K +87.7% 0.01% DBT
1893 ORACLE CORPORATION 68389XBJ3 Dec 2024 446,000 -89,000 $343K -15.9% 0.01% DBT
1894 Federal National Mortgage Association 3140FXXP2 389,795 New $343K 0.01% DBT
1895 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 02589BAC4 337,000 New $343K 0.01% ABS-MBS
1896 RCKT MORTGAGE TRUST 74938DAA1 Dec 2024 429,826 -55,742 $343K -12.9% 0.01% ABS-MBS
1897 Federal National Mortgage Association 3136BPUY5 2,729,013 New $342K 0.01% DBT
1898 HOWMET AEROSPACE INC. 443201AC2 348,000 New $341K 0.01% DBT
1899 CVS HEALTH CORPORATION 126650CN8 Dec 2024 405,000 New $340K 0.01% DBT
1900 Federal National Mortgage Association 3140M9TH0 Dec 2024 370,730 -11,676 $340K -7.1% 0.01% DBT
1901 ELEVANCE HEALTH, INC. 036752BE2 352,000 New $339K 0.01% DBT
1902 AEGIS ASSET BACKED SECURITIES TRUST 00764MAV9 Dec 2024 341,917 -162,857 $339K -29.8% 0.01% ABS-MBS
1903 JPMORGAN CHASE & CO. 46647PEL6 338,000 New $339K 0.01% DBT
1904 Freddie Mac 3133KKJ34 Dec 2024 428,559 -57,651 $339K -16.7% 0.01% DBT
1905 GFL ENVIRONMENTAL INC. 36168QAQ7 330,000 New $339K 0.01% DBT
1906 Freddie Mac 3132DQBZ8 340,446 New $338K 0.01% DBT
1907 KINDER MORGAN ENERGY PARTNERS, L.P. 494550BU9 Dec 2024 365,000 $338K -1.4% 0.01% DBT
1908 TOWD POINT MORTGAGE TRUST 89179YAR4 Dec 2024 367,662 -138,298 $338K -25.9% 0.01% ABS-MBS
1909 KIMCO REALTY OP, LLC 49447BAB9 355,000 New $338K 0.01% DBT
1910 ALLY AUTO RECEIVABLES TRUST 02008DAD1 Dec 2024 336,000 $338K -0.6% 0.01% ABS-MBS
1911 TRANSDIGM INC. 893647BT3 330,000 New $338K 0.01% DBT
1912 TOWD POINT MORTGAGE TRUST 89173UAA5 Dec 2024 347,933 -222,471 $338K -37.6% 0.01% ABS-MBS
1913 STORE CAPITAL LLC 862121AC4 Dec 2024 391,000 -79,000 $337K -2.6% 0.01% DBT
1914 Federal National Mortgage Association 3136AVWS4 341,552 New $337K 0.01% DBT
1915 EXTRA SPACE STORAGE LP 30225VAQ0 405,000 New $337K 0.01% DBT
1916 SANTANDER UK GROUP HOLDINGS PLC 80281LAR6 Dec 2024 355,000 -155,000 $336K -25.0% 0.01% DBT
1917 Federal National Mortgage Association 3140XGC98 394,355 New $336K 0.01% DBT
1918 Federal National Mortgage Association 3136A2HP1 355,692 New $336K 0.01% DBT
1919 Federal National Mortgage Association 3140QSFM8 356,493 New $336K 0.01% DBT
1920 Federal National Mortgage Association 3140XHA98 Dec 2024 363,087 -1,915,004 $335K -84.8% 0.01% DBT
1921 Federal National Mortgage Association 3140XGNF2 Dec 2024 386,140 -72,266 $335K -19.8% 0.01% DBT
1922 NEW YORK LIFE GLOBAL FUNDING 64952WDQ3 Dec 2024 340,000 $334K +6.8% 0.01% DBT
1923 Freddie Mac 3137H9QG7 2,644,689 New $334K 0.01% DBT
1924 ERP OPERATING LIMITED PARTNERSHIP 26884ABP7 351,000 New $333K 0.01% DBT
1925 Government National Mortgage Association 38382FFR0 413,789 New $333K 0.01% DBT
1926 THE KROGER CO. 501044DW8 353,000 New $332K 0.01% DBT
1927 MORGAN STANLEY CAPITAL I TRUST 61692BBJ8 Dec 2024 390,060 -185,940 $331K -28.0% 0.01% ABS-MBS
1928 Freddie Mac 3132DPUU0 339,605 New $329K 0.01% DBT
1929 BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico 07336UAC7 336,000 New $329K 0.01% DBT
1930 SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 78413MAA6 Dec 2024 390,000 $329K +18.3% 0.01% ABS-MBS
1931 Duke Energy Progress, LLC 144141DB1 Dec 2024 400,000 +375,000 $328K +1422.8% 0.01% DBT
1932 Federal National Mortgage Association 3140MGR60 Dec 2024 410,849 -43,473 $328K -13.4% 0.01% DBT
1933 Government National Mortgage Association 38384JMH4 326,211 New $328K 0.01% DBT
1934 UNION PACIFIC CORPORATION 907818FK9 Dec 2024 480,000 $327K -10.2% 0.01% DBT
1935 NATIONAL SECURITIES CLEARING CORPORATION 637639AB1 Dec 2024 330,000 $327K +6.1% 0.01% DBT
1936 Federal National Mortgage Association 3140FXHL9 354,869 New $327K 0.01% DBT
1937 Federal National Mortgage Association 3140QRSH7 323,945 New $326K 0.01% DBT
1938 INTERNATIONAL FLAVORS & FRAGRANCES INC. 459506AL5 Dec 2024 380,000 -1,125,000 $326K -74.6% 0.01% DBT
1939 Freddie Mac 3133KTYK0 391,920 New $326K 0.01% DBT
1940 CROWLEY CONRO, LLC 228023AB3 Dec 2024 375,613 -29,654 $326K -16.7% 0.01% DBT
1941 ELI LILLY AND COMPANY 532457CN6 356,000 New $325K 0.01% DBT
1942 ORACLE CORPORATION 68389XCN3 Dec 2024 330,000 $325K +1.2% 0.01% DBT
1943 Freddie Mac 3132WKFA1 Dec 2024 374,279 -56,532 $325K -17.6% 0.01% DBT
1944 ORACLE CORPORATION 68389XCK9 Dec 2024 290,000 +235,000 $325K +426.7% 0.01% DBT
1945 Philip Morris International Inc. 718172CX5 Dec 2024 315,000 +159,000 $324K +97.9% 0.01% DBT
1946 Federal National Mortgage Association 3140XFL74 Dec 2024 410,775 -429,063 $324K -53.5% 0.01% DBT
1947 INTEL CORPORATION 458140CK4 Dec 2024 358,000 -72,000 $323K -27.0% 0.01% DBT
1948 BMW VEHICLE OWNER TRUST 05592XAD2 320,000 New $323K 0.01% ABS-MBS
1949 AT&T INC. 00206RLJ9 Dec 2024 480,000 New $323K 0.01% DBT
1950 Federal National Mortgage Association 3136AAZN8 Dec 2024 329,508 -75,913 $322K -18.5% 0.01% DBT
1951 United States of America 91282CEC1 338,000 New $322K 0.01% SN
1952 BA CREDIT CARD TRUST 05522RDG0 320,000 New $321K 0.01% ABS-MBS
1953 Federal National Mortgage Association 31418B6G6 Dec 2024 369,148 -65,521 $321K -19.6% 0.01% DBT
1954 Freddie Mac 3137FAXZ6 355,654 New $321K 0.01% DBT
1955 AMERICAN HERITAGE AUTO RECEIVABLES TRUST 026944AB4 320,000 New $321K 0.01% ABS-MBS
1956 NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 64971M4P4 Dec 2024 325,000 +50,000 $320K +12.1% 0.01% DBT
1957 HCA INC. 404119BQ1 Dec 2024 320,000 New $320K 0.01% DBT
1958 MSWF COMMERCIAL MORTGAGE TRUST 55361AAV6 5,215,470 New $320K 0.01% DBT
1959 Government National Mortgage Association 38383FR62 394,465 New $320K 0.01% DBT
1960 Federal National Mortgage Association 3140JBDE3 338,742 New $320K 0.01% DBT
1961 PRIME SECURITY SERVICES BORROWER, LLC 74166MAC0 Dec 2024 320,000 $320K +0.7% 0.01% DBT
1962 OHIO ST UNIV GEN RCPTS 677632PA3 Dec 2024 376,000 -57,000 $320K -19.8% 0.01% DBT
1963 NAVIENT PRIVATE EDUCATION LOAN TRUST 63940UAB0 Dec 2024 325,580 New $320K 0.01% ABS-MBS
1964 JPMORGAN CHASE & CO. 46647PBT2 Dec 2024 330,000 New $319K 0.01% DBT
1965 JERSEY CENTRAL POWER & LIGHT COMPANY 476556DD4 Dec 2024 376,000 New $319K 0.01% DBT
1966 Freddie Mac 3142GS4Q8 309,426 New $319K 0.01% DBT
1967 Government National Mortgage Association 38384KGP0 358,820 New $319K 0.01% DBT
1968 JANE STREET GROUP, LLC 47077WAC2 310,000 New $319K 0.01% DBT
1969 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 03065WAD7 Dec 2024 318,288 -331,712 $318K -50.5% 0.01% ABS-MBS
1970 VERUS SECURITIZATION TRUST 92539LAA8 Dec 2024 378,073 -96,131 $317K -19.6% 0.01% ABS-MBS
1971 PENFED AUTO RECEIVABLES OWNER TRUST 706874AD6 Dec 2024 318,000 $317K +0.8% 0.01% ABS-MBS
1972 FirstEnergy Pennsylvania Electric Company 708696BY4 Dec 2024 334,000 -67,000 $317K -14.9% 0.01% DBT
1973 U.S. BANCORP 91159HJJ0 Dec 2024 310,000 -755,000 $317K -71.5% 0.01% DBT
1974 Federal National Mortgage Association 3136AV5J4 320,512 New $316K 0.01% DBT
1975 EXTRA SPACE STORAGE LP 30225VAP2 371,000 New $316K 0.01% DBT
1976 Federal National Mortgage Association 3136B22V3 370,077 New $316K 0.01% DBT
1977 HSBC HOLDINGS PLC 404280CK3 Dec 2024 370,000 $315K +5.6% 0.01% DBT
1978 United States of America 91282CLG4 319,000 New $315K 0.01% SN
1979 Freddie Mac 3133KYWW5 Dec 2024 370,210 -39,776 $315K -13.3% 0.01% DBT
1980 Open Text Corporation 683715AF3 304,000 New $314K 0.01% DBT
1981 BALL CORPORATION 058498AX4 Dec 2024 370,000 $314K +2.6% 0.01% DBT
1982 VERIZON COMMUNICATIONS INC. 92343VFW9 529,000 New $314K 0.01% DBT
1983 Federal National Mortgage Association 3140QBBB3 Dec 2024 348,718 -72,030 $313K -21.3% 0.01% DBT
1984 Duke Energy Carolinas, LLC 26442CAN4 Dec 2024 385,000 -615,000 $313K -63.4% 0.01% DBT
1985 Philip Morris International Inc. 718172DC0 308,000 New $312K 0.01% DBT
1986 Federal National Mortgage Association 3136A92R8 352,583 New $312K 0.01% DBT
1987 Federal National Mortgage Association 3140X5QJ5 Dec 2024 324,540 -61,730 $312K -19.2% 0.01% DBT
1988 SBNA AUTO LEASE TRUST 78414SAE4 310,000 New $312K 0.01% ABS-MBS
1989 Freddie Mac 3137FGVJ1 Dec 2024 358,991 -69,353 $312K -18.2% 0.01% DBT
1990 Federal National Mortgage Association 3138ERVZ0 Dec 2024 358,321 -74,598 $311K -21.6% 0.01% DBT
1991 AMGEN INC. 031162BZ2 Dec 2024 375,000 $311K -6.1% 0.01% DBT
1992 Nationwide Building Society 63861VAF4 Dec 2024 325,000 -1,050,000 $311K -74.9% 0.01% DBT
1993 Chile Electricity Lux MPC II S.a r.l. 16882LAA0 320,000 New $311K 0.01% DBT
1994 Government National Mortgage Association 2 36179R4E6 Dec 2024 341,898 -26,896 $311K -11.3% 0.01% DBT
1995 KEDRION S.P.A. 49272YAB9 330,000 New $310K 0.01% DBT
1996 Freddie Mac 3128M7VH6 Dec 2024 319,654 -78,182 $310K -22.5% 0.01% DBT
1997 FORD CREDIT AUTO OWNER TRUST 345295AE9 Dec 2024 307,000 $310K -1.0% 0.01% ABS-MBS
1998 Freddie Mac 3137BXRT1 Dec 2024 320,000 $310K +1.0% 0.01% DBT
1999 Federal National Mortgage Association 3140XAQG0 Dec 2024 325,564 -84,230 $309K -23.8% 0.01% DBT
2000 Freddie Mac 3137FYAR7 362,534 New $309K 0.01% DBT
2001 LXP INDUSTRIAL TRUST 529043AF8 295,000 New $309K 0.01% DBT
2002 GS MORTGAGE SECURITIES TRUST 36250PAC9 Dec 2024 310,720 -35,123 $309K -6.5% 0.01% ABS-MBS
2003 Freddie Mac 3137H0RQ3 Dec 2024 398,250 -40,776 $308K -12.8% 0.01% DBT
2004 CVS HEALTH CORPORATION 126650CY4 Dec 2024 356,000 +121,000 $308K +37.4% 0.01% DBT
2005 AIR LEASE CORPORATION 00914AAH5 Dec 2024 310,000 $308K +4.2% 0.01% DBT
2006 Federal National Mortgage Association 3140XCSS8 327,279 New $306K 0.01% DBT
2007 HSBC BANK USA, NATIONAL ASSOCIATION 4042Q1AD9 Dec 2024 275,000 $305K +1.4% 0.01% DBT
2008 DLLAA LLC 23292HAC5 300,000 New $305K 0.01% ABS-MBS
2009 TIME WARNER CABLE ENTERPRISES LLC 88731EAJ9 Dec 2024 270,000 $304K -1.2% 0.01% DBT
2010 Freddie Mac 3133AGCY3 Dec 2024 383,003 -83,079 $303K -22.3% 0.01% DBT
2011 Freddie Mac 3137H7W33 323,208 New $303K 0.01% DBT
2012 THE DOW CHEMICAL COMPANY 260543CV3 Dec 2024 360,000 $303K -5.4% 0.01% DBT
2013 Federal National Mortgage Association 3140MSTE5 Dec 2024 312,298 -83,666 $302K -23.5% 0.01% DBT
2014 Freddie Mac 3133LWA36 385,282 New $302K 0.01% DBT
2015 PILGRIM'S PRIDE CORPORATION 72147KAH1 Dec 2024 350,000 $302K +6.0% 0.01% DBT
2016 Federal National Mortgage Association 3136AVTN9 305,203 New $301K 0.01% DBT
2017 STARBUCKS CORPORATION 855244BA6 Dec 2024 435,000 $301K -10.9% 0.01% DBT
2018 NAKED JUICE LLC 62984CAD5 458,851 New $300K 0.01% LON
2019 Federal National Mortgage Association 3140M8U31 365,513 New $300K 0.01% DBT
2020 SOUTH CAROLINA STUDENT LOAN CORPORATION 83715RAH5 Dec 2024 298,389 -481,034 $299K -61.6% 0.01% ABS-MBS
2021 HONDA AUTO RECEIVABLES OWNER TRUST 43815PAC3 Dec 2024 298,494 -276,506 $297K -47.3% 0.01% ABS-MBS
2022 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 03067BAD1 Dec 2024 295,000 -626,000 $297K -68.2% 0.01% ABS-MBS
2023 BROADCOM INC. 11135FBB6 Dec 2024 301,000 -60,000 $297K -14.0% 0.01% DBT
2024 Freddie Mac 3142GS4R6 282,839 New $296K 0.01% DBT
2025 CVS HEALTH CORPORATION 126650DR8 Dec 2024 370,000 $296K -2.0% 0.01% DBT
2026 Freddie Mac 3128MJYT1 Dec 2024 339,908 New $295K 0.01% DBT
2027 Government National Mortgage Association 38379HMV4 334,000 New $295K 0.01% DBT
2028 Freddie Mac 3133A4MA1 Dec 2024 318,679 -36,795 $295K -14.0% 0.01% DBT
2029 Federal National Mortgage Association 3140QNGU0 Dec 2024 330,014 -85,129 $294K -23.8% 0.01% DBT
2030 Federal National Mortgage Association 3140FXF98 Dec 2024 320,785 -54,404 $294K -19.4% 0.01% DBT
2031 B.A.T CAPITAL CORPORATION 054989AD0 268,000 New $294K 0.01% DBT
2032 JPMORGAN CHASE & CO. 46647PAX4 Dec 2024 300,000 $294K +0.9% 0.01% DBT
2033 FORD CREDIT AUTO LEASE TRUST 345290AE0 292,000 New $294K 0.01% ABS-MBS
2034 PT Pertamina (Persero) 69369EAD1 Dec 2024 300,000 $294K -0.1% 0.01% DBT
2035 Joint Stock Company National Company KazMunayGas 48667QAP0 Dec 2024 340,000 $293K +10.6% 0.01% DBT
2036 LOWE'S COMPANIES, INC. 548661EB9 429,000 New $293K 0.01% DBT
2037 Federal National Mortgage Association 3136B3QB9 Dec 2024 307,444 -79,617 $292K -21.6% 0.01% DBT
2038 Freddie Mac 3132AEHR0 Dec 2024 320,505 -89,858 $291K -25.3% 0.01% DBT
2039 Freddie Mac 3133KN6X6 315,884 New $291K 0.01% DBT
2040 Federal National Mortgage Association 3140QFLM9 335,342 New $291K 0.01% DBT
2041 BALTIMORE GAS AND ELECTRIC COMPANY 059165EN6 Dec 2024 343,000 -68,000 $290K -16.3% 0.01% DBT
2042 Federal National Mortgage Association 3138ERVH0 Dec 2024 328,672 -65,774 $290K -20.0% 0.01% DBT
2043 Federal National Mortgage Association 3140QVL28 281,330 New $290K 0.01% DBT
2044 CSAIL COMMERCIAL MORTGAGE TRUST 12635FAS3 Dec 2024 290,553 -171,737 $289K -34.7% 0.01% ABS-MBS
2045 Freddie Mac 3142GS4V7 276,048 New $288K 0.01% DBT
2046 UBER TECHNOLOGIES, INC. 90353TAQ3 310,000 New $288K 0.01% DBT
2047 Federal National Mortgage Association 3138M1ZM3 326,225 New $288K 0.01% DBT
2048 DUKE ENERGY FLORIDA, LLC 26444HAK7 Dec 2024 341,000 -69,000 $288K -16.4% 0.01% DBT
2049 Freddie Mac 3137F8AV5 298,456 New $287K 0.01% DBT
2050 VICI PROPERTIES L.P. 92564RAL9 Dec 2024 305,000 -350,000 $287K -50.7% 0.01% DBT
2051 Federal National Mortgage Association 3140LYNU3 342,563 New $287K 0.01% DBT
2052 UNION PACIFIC CORPORATION 907818FX1 Dec 2024 331,000 -66,000 $287K -17.6% 0.01% DBT
2053 HARBORVIEW MORTGAGE LOAN TRUST 41161PEC3 Dec 2024 302,805 -72,105 $287K -18.3% 0.01% ABS-MBS
2054 Freddie Mac 3137BHAJ6 332,495 New $287K 0.01% DBT
2055 Federal National Mortgage Association 3136BAUL6 Dec 2024 342,127 -75,448 $286K -18.5% 0.01% DBT
2056 Federal National Mortgage Association 3136AUGJ4 290,207 New $286K 0.01% DBT
2057 DLLST LLC 23346HAC1 285,000 New $286K 0.01% ABS-MBS
2058 Federal National Mortgage Association 3136AT4D3 289,692 New $286K 0.01% DBT
2059 Freddie Mac 3133KNWP4 332,525 New $285K 0.01% DBT
2060 Government National Mortgage Association 2 36179UCC4 Dec 2024 297,718 -65,427 $285K -21.2% 0.01% DBT
2061 Federal National Mortgage Association 3140J9XD8 Dec 2024 304,595 -66,888 $285K -22.4% 0.01% DBT
2062 Freddie Mac 3132DMVG7 300,334 New $285K 0.01% DBT
2063 Freddie Mac 3137H5ZK6 315,768 New $285K 0.01% DBT
2064 Federal National Mortgage Association 3140FCTC2 Dec 2024 316,897 -44,914 $284K -16.7% 0.01% DBT
2065 CITIGROUP INC. 172967PG0 285,000 New $284K 0.01% DBT
2066 BBCMS TRUST 05547HAA9 Dec 2024 292,984 -169,476 $283K -35.2% 0.01% ABS-MBS
2067 Freddie Mac 3132HT3R5 285,863 New $283K 0.01% DBT
2068 Federal National Mortgage Association 3136AYPC1 285,361 New $282K 0.01% DBT
2069 Federal National Mortgage Association 3140XGTU3 Dec 2024 314,092 -51,665 $281K -18.2% 0.01% DBT
2070 Federal National Mortgage Association 3140J9H53 Dec 2024 307,284 -65,780 $281K -21.3% 0.01% DBT
2071 CATERPILLAR FINANCIAL SERVICES CORPORATION 14913UAE0 280,000 New $281K 0.01% DBT
2072 Freddie Mac 3132E0Z62 281,957 New $280K 0.01% DBT
2073 Government National Mortgage Association 2 36179R4E6 Dec 2024 307,139 New $279K 0.01% DBT
2074 ANTARES HOLDINGS LP 03666HAH4 281,000 New $279K 0.01% DBT
2075 Freddie Mac 3137ATFL1 306,706 New $278K 0.01% DBT
2076 Federal National Mortgage Association 3136AUKJ9 281,458 New $277K 0.01% DBT
2077 BROADCOM INC. 11135FAQ4 Dec 2024 289,000 +208,000 $277K +268.1% 0.01% DBT
2078 Freddie Mac 3137FQLS0 298,219 New $276K 0.01% DBT
2079 SOUTHERN CALIFORNIA EDISON COMPANY 842400GK3 Dec 2024 355,000 +46,000 $276K +8.1% 0.01% DBT
2080 Federal National Mortgage Association 3136BN2C9 302,499 New $276K 0.01% DBT
2081 HYUNDAI CAPITAL AMERICA 44891ABS5 Dec 2024 286,000 -297,000 $276K -47.3% 0.01% DBT
2082 Federal National Mortgage Association 3140QNL26 Dec 2024 332,887 -51,697 $276K -17.4% 0.01% DBT
2083 United States of America 91282CDF5 Dec 2024 307,000 -6,569,000 $275K -95.5% 0.01% SN
2084 INDIANA MICHIGAN POWER COMPANY 454889AQ9 Dec 2024 325,000 $275K -3.8% 0.01% DBT
2085 BAYER US FINANCE LLC 07274EAL7 270,000 New $275K 0.01% DBT
2086 Freddie Mac 3132AAK52 Dec 2024 293,592 -68,849 $274K -21.4% 0.01% DBT
2087 AMGEN INC. 031162DT4 Dec 2024 285,000 New $274K 0.01% DBT
2088 Freddie Mac 3133LWA85 350,085 New $274K 0.01% DBT
2089 Federal National Mortgage Association 3140FXSB9 Dec 2024 319,064 -67,920 $274K -22.2% 0.01% DBT
2090 JBS USA Holding Lux S.a r.l. 46590XAX4 269,000 New $274K 0.01% DBT
2091 COLLEGE AVE STUDENT LOANS LLC 19421UAB0 Dec 2024 290,764 -115,636 $273K -26.5% 0.01% ABS-MBS
2092 Federal National Mortgage Association 3140MNP83 Dec 2024 305,010 -70,109 $273K -22.5% 0.01% DBT
2093 Freddie Mac 3133B1BM2 Dec 2024 342,585 -54,651 $273K -17.4% 0.01% DBT
2094 Freddie Mac 3133D4KC6 Dec 2024 327,432 -64,490 $272K -19.2% 0.01% DBT
2095 WELLS FARGO & COMPANY 95000U3G6 261,000 New $272K 0.01% DBT
2096 WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST 981464HR4 267,000 New $271K 0.01% ABS-MBS
2097 Truist Financial Corporation 89788MAS1 269,000 New $271K 0.01% DBT
2098 Freddie Mac 3137AUZ28 275,828 New $271K 0.01% DBT
2099 OCTANE RECEIVABLES TRUST 67571BAA1 Dec 2024 269,652 -654,670 $271K -70.8% 0.01% ABS-MBS
2100 Government National Mortgage Association 38382XAA3 337,524 New $271K 0.01% DBT
2101 REALTY INCOME CORPORATION 756109BL7 Dec 2024 320,000 -64,000 $270K -14.8% 0.01% DBT
2102 Freddie Mac 3133B3XG7 Dec 2024 328,163 -44,069 $270K -16.8% 0.01% DBT
2103 UNITEDHEALTH GROUP INCORPORATED 91324PFM9 278,000 New $270K 0.01% DBT
2104 Freddie Mac 3137H5BJ5 302,977 New $270K 0.01% DBT
2105 HILTON GRAND VACATIONS TRUST 43285HAA6 Dec 2024 278,453 -225,705 $269K -43.3% 0.01% ABS-MBS
2106 Federal National Mortgage Association 3140XMHZ2 270,012 New $269K 0.01% DBT
2107 HILTON DOMESTIC OPERATING COMPANY INC. 432833AQ4 270,000 New $269K 0.01% DBT
2108 Federal National Mortgage Association 3140XFLM1 Dec 2024 315,788 -52,025 $269K -18.7% 0.01% DBT
2109 Freddie Mac 3132H7CN2 Dec 2024 277,516 -63,897 $269K -21.7% 0.01% DBT
2110 ESSEX PORTFOLIO, L.P. 29717PBA4 269,000 New $269K 0.01% DBT
2111 Federal National Mortgage Association 31418BYV2 Dec 2024 290,529 -78,945 $269K -22.5% 0.01% DBT
2112 T-MOBILE USA, INC. 87264ABF1 Dec 2024 285,000 New $268K 0.01% DBT
2113 Federal National Mortgage Association 3140M3BL3 342,381 New $268K 0.01% DBT
2114 STRUCTURED ASSET INVESTMENT LOAN TRUST 86358ELL8 Dec 2024 291,432 -50,933 $267K -17.1% 0.01% ABS-MBS
2115 MISSISSIPPI POWER COMPANY 605417CD4 Dec 2024 411,000 -82,000 $267K -21.2% 0.01% DBT
2116 Federal National Mortgage Association 3138WK4Q5 Dec 2024 287,925 -51,563 $267K -19.2% 0.01% DBT
2117 ALLIANT ENERGY FINANCE, LLC 01882YAD8 300,000 New $267K 0.01% DBT
2118 GM FINANCIAL AUTOMOBILE LEASING TRUST 379929AE2 264,000 New $266K 0.01% ABS-MBS
2119 Federal National Mortgage Association 3140XLKT4 269,013 New $266K 0.01% DBT
2120 Freddie Mac 3128MAD55 Dec 2024 293,293 -60,139 $266K -20.9% 0.01% DBT
2121 Freddie Mac 3133D4QF3 319,415 New $265K 0.01% DBT
2122 Federal National Mortgage Association 3136AURK9 268,384 New $265K 0.01% DBT
2123 METROPOLITAN EDISON COMPANY 591894CE8 Dec 2024 264,000 -192,000 $265K -42.4% 0.01% DBT
2124 Freddie Mac 3133KRPW8 267,209 New $265K 0.01% DBT
2125 Government National Mortgage Association 2 3622ABUU4 Dec 2024 312,020 -75,610 $265K -22.9% 0.01% DBT
2126 Government National Mortgage Association 2 3622ACKW9 269,700 New $264K 0.01% DBT
2127 LAS VEGAS SANDS CORP. 517834AK3 260,000 New $263K 0.01% DBT
2128 CCO HOLDINGS, LLC 1248EPCQ4 Dec 2024 300,000 +50,000 $263K +25.4% 0.01% DBT
2129 Freddie Mac 3132A5AL9 298,438 New $263K 0.01% DBT
2130 ANHEUSER-BUSCH INBEV WORLDWIDE INC. 03523TBU1 Dec 2024 262,000 New $263K 0.01% DBT
2131 DIAMONDBACK ENERGY, INC. 25278XAX7 260,000 New $262K 0.01% DBT
2132 Government National Mortgage Association 38380PHX5 2,503,255 New $262K 0.01% DBT
2133 CVS HEALTH CORPORATION 126650CZ1 Dec 2024 318,000 New $262K 0.01% DBT
2134 Government National Mortgage Association 38383FX73 310,316 New $262K 0.01% DBT
2135 Freddie Mac 3133B5ZL9 Dec 2024 306,137 +37,529 $261K +8.2% 0.01% DBT
2136 Federal National Mortgage Association 3140XFBC4 Dec 2024 300,865 -62,415 $261K -21.0% 0.01% DBT
2137 Freddie Mac 3133C1NL0 263,130 New $261K 0.01% DBT
2138 CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. 209111GK3 262,000 New $261K 0.01% DBT
2139 Federal National Mortgage Association 3140XGXC8 273,812 New $260K 0.01% DBT
2140 WELLS FARGO & COMPANY 95000U3E1 256,000 New $260K 0.01% DBT
2141 THE HOME DEPOT, INC. 437076DD1 260,000 New $260K 0.01% DBT
2142 DTE ELECTRIC COMPANY 23338VAL0 Dec 2024 400,000 -80,000 $260K -22.9% 0.01% DBT
2143 TIME WARNER CABLE, LLC 88732JAJ7 Dec 2024 268,000 $259K -1.9% 0.01% DBT
2144 Freddie Mac 3137BKRJ1 Dec 2024 260,654 -19,346 $259K -5.1% 0.01% DBT
2145 BUNGE LIMITED FINANCE CORP. 120568BB5 Dec 2024 264,000 -53,000 $259K -11.7% 0.01% DBT
2146 Freddie Mac 3137FR2N0 302,015 New $258K 0.01% DBT
2147 FirstEnergy Pennsylvania Electric Company 708696CA5 Dec 2024 257,000 -47,000 $258K -15.6% 0.01% DBT
2148 CHARTER COMMUNICATIONS OPERATING, LLC 161175CK8 Dec 2024 318,000 -682,000 $257K -68.3% 0.01% DBT
2149 BURLINGTON NORTHERN SANTA FE, LLC 12189LBK6 272,000 New $256K 0.01% DBT
2150 PECO Energy Company 693304BC0 Dec 2024 413,000 -83,000 $256K -24.5% 0.01% DBT
2151 MF1 LTD 58003UAA6 Dec 2024 255,673 -388,914 $256K -60.0% 0.01% ABS-CBDO
2152 Federal National Mortgage Association 3136ADY52 Dec 2024 305,416 -71,987 $256K -22.1% 0.01% DBT
2153 Government National Mortgage Association 2 36179VKK5 303,983 New $255K 0.01% DBT
2154 HSBC HOLDINGS PLC 404280BT5 Dec 2024 260,000 $255K +3.2% 0.01% DBT
2155 Federal National Mortgage Association 3136BBTT9 Dec 2024 1,303,970 -295,299 $255K -14.3% 0.01% DBT
2156 Federal National Mortgage Association 3140XKM49 261,463 New $253K 0.01% DBT
2157 Federal National Mortgage Association 3140XJKU6 Dec 2024 303,187 -49,236 $253K -16.9% 0.01% DBT
2158 SOUTHWESTERN ELECTRIC POWER COMPANY 845437BT8 400,000 New $253K 0.01% DBT
2159 Federal National Mortgage Association 3136B8DW6 289,513 New $253K 0.01% DBT
2160 Freddie Mac 3137FDV82 292,000 New $252K 0.01% DBT
2161 Freddie Mac 3137F72R5 5,417,685 New $251K 0.01% DBT
2162 Freddie Mac 3137FRRE3 312,000 New $251K 0.01% DBT
2163 Freddie Mac 3137FAN95 256,051 New $251K 0.01% DBT
2164 Freddie Mac 3133KNJF1 Dec 2024 301,938 -52,473 $251K -19.3% 0.01% DBT
2165 Government National Mortgage Association 38380RRQ5 3,055,180 New $251K 0.01% DBT
2166 ONCOR ELECTRIC DELIVERY COMPANY LLC 68233JCT9 257,000 New $250K 0.01% DBT
2167 FORD MOTOR CREDIT COMPANY LLC 345397YT4 Dec 2024 261,000 $250K +6.9% 0.01% DBT
2168 Government National Mortgage Association 2 3622AB4Z2 255,494 New $250K 0.01% DBT
2169 NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 64971XUX4 Dec 2024 300,000 -310,000 $250K -49.7% 0.01% DBT
2170 Federal National Mortgage Association 3140XBYG9 Dec 2024 299,158 -49,085 $249K -18.3% 0.01% DBT
2171 Federal National Mortgage Association 3140L06A0 Dec 2024 314,480 -53,811 $249K -19.2% 0.01% DBT
2172 CONSUMERS ENERGY COMPANY 210518DX1 251,000 New $249K 0.01% DBT
2173 Freddie Mac 3128HXT88 252,991 New $249K 0.01% DBT
2174 VENTURE GLOBAL CALCASIEU PASS, LLC 92328MAC7 Dec 2024 290,000 $249K +2.3% 0.01% DBT
2175 Freddie Mac 3137AXUG6 263,495 New $249K 0.01% DBT
2176 Federal National Mortgage Association 3140XBQ52 Dec 2024 300,512 -65,926 $249K -22.3% 0.01% DBT
2177 TotalEnergies Capital SA 89157XAE1 269,000 New $249K 0.01% DBT
2178 Federal National Mortgage Association 3136BAS21 Dec 2024 437,637 +15,040 $249K -4.0% 0.01% DBT
2179 TotalEnergies Capital SA 89157XAB7 259,000 New $248K 0.01% DBT
2180 Federal National Mortgage Association 3140XEAS3 Dec 2024 253,299 -115,382 $248K -31.1% 0.01% DBT
2181 Freddie Mac 3132DMZJ7 Dec 2024 313,138 -47,923 $248K -17.7% 0.01% DBT
2182 ORACLE CORPORATION 68389XCU7 269,000 New $248K 0.01% DBT
2183 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 61765TAF0 Dec 2024 250,000 $247K +3.4% 0.01% ABS-MBS
2184 REALTY INCOME CORPORATION 756109CC6 265,000 New $246K 0.01% DBT
2185 Federal National Mortgage Association 3136AVWX3 249,694 New $246K 0.01% DBT
2186 ORACLE CORPORATION 68389XCV5 269,000 New $246K 0.01% DBT
2187 NEW RESIDENTIAL MORTGAGE LOAN TRUST 64831TAC1 Dec 2024 283,996 -76,227 $246K -16.3% 0.01% ABS-MBS
2188 Freddie Mac 3128MJZQ6 Dec 2024 282,986 -43,997 $246K -17.9% 0.01% DBT
2189 PHILLIPS 66 718546AZ7 Dec 2024 255,000 -150,000 $246K -33.0% 0.01% DBT
2190 ELI LILLY AND COMPANY 532457CS5 265,000 New $245K 0.01% DBT
2191 Federal National Mortgage Association 3140XNZA5 259,676 New $245K 0.01% DBT
2192 Government National Mortgage Association 38383RWC7 327,000 New $245K 0.01% DBT
2193 Freddie Mac 3133ARH40 Dec 2024 294,849 -51,651 $244K -19.3% 0.01% DBT
2194 DIAMONDBACK ENERGY, INC. 25278XBA6 260,000 New $244K 0.01% DBT
2195 Federal National Mortgage Association 3138WLCJ0 Dec 2024 262,944 -60,223 $244K -22.4% 0.01% DBT
2196 Government National Mortgage Association 2 3622ACX21 249,961 New $244K 0.01% DBT
2197 Freddie Mac 3137AUTF6 282,283 New $244K 0.01% DBT
2198 Federal National Mortgage Association 3140MHUK3 Dec 2024 294,305 -53,295 $243K -19.5% 0.01% DBT
2199 AMERICAN TOWER CORPORATION 03027XBG4 Dec 2024 290,000 -1,140,000 $243K -78.6% 0.01% DBT
2200 Federal National Mortgage Association 3140XCTE8 Dec 2024 283,509 -46,409 $243K -18.4% 0.01% DBT
2201 UNITEDHEALTH GROUP INCORPORATED 91324PES7 Dec 2024 242,000 New $243K 0.01% DBT
2202 TEXAS INSTRUMENTS INCORPORATED 882508CJ1 259,000 New $242K 0.01% DBT
2203 Federal National Mortgage Association 3140XMZY5 263,986 New $242K 0.01% DBT
2204 Petroleos Mexicanos 71654QCC4 Dec 2024 351,000 -2,619,000 $241K -87.5% 0.01% DBT
2205 Federal National Mortgage Association 3140Q9XA6 261,343 New $241K 0.01% DBT
2206 IMPERIAL BRANDS FINANCE PLC 45262BAH6 242,000 New $241K 0.01% DBT
2207 Freddie Mac 3137FAY28 277,430 New $241K 0.01% DBT
2208 Government National Mortgage Association 38380RRU6 2,608,342 New $241K 0.01% DBT
2209 NAVIENT PRIVATE EDUCATION LOAN TRUST 63942TAA3 234,489 New $240K 0.01% ABS-MBS
2210 Federal National Mortgage Association 31412NZY5 Dec 2024 241,230 +187,213 $240K +335.7% 0.01% DBT
2211 Freddie Mac 3132H7D68 Dec 2024 264,710 -47,634 $240K -18.8% 0.01% DBT
2212 Government National Mortgage Association 38380JXG8 6,989,548 New $240K 0.01% DBT
2213 BANK OF AMERICA CORPORATION 06051GHX0 Dec 2024 265,000 $239K +3.9% 0.01% DBT
2214 Federal National Mortgage Association 3136ARQU5 242,393 New $239K 0.01% DBT
2215 Duke Energy Carolinas, LLC 26442CBK9 Dec 2024 250,000 New $238K 0.01% DBT
2216 CAMDEN PROPERTY TRUST 133131AZ5 Dec 2024 265,000 $238K +3.6% 0.01% DBT
2217 Federal National Mortgage Association 3140KVQF0 Dec 2024 300,625 -41,675 $238K -17.0% 0.01% DBT
2218 COLLEGE AVE STUDENT LOANS LLC 19425AAB0 Dec 2024 266,085 -76,809 $238K -19.4% 0.01% ABS-MBS
2219 Federal National Mortgage Association 3140XL3X4 264,484 New $237K 0.01% DBT
2220 Federal National Mortgage Association 3136AWNE3 247,736 New $237K 0.01% DBT
2221 Freddie Mac 3128MJ5V8 Dec 2024 240,638 -63,322 $237K -23.3% 0.01% DBT
2222 Federal National Mortgage Association 3136BSN43 284,000 New $237K 0.01% DBT
2223 Government National Mortgage Association 38380BNN1 271,031 New $236K 0.01% DBT
2224 Freddie Mac 3133AGKB4 Dec 2024 297,811 -41,093 $236K -16.9% 0.01% DBT
2225 Freddie Mac 3132DQFF8 254,361 New $236K 0.01% DBT
2226 Federal National Mortgage Association 3140XHG92 Dec 2024 255,577 -35,779 $235K -16.2% 0.01% DBT
2227 Freddie Mac 3137H4SK7 12,016,321 New $235K 0.01% DBT
2228 VIRGIN MEDIA SECURED FINANCE PLC 92769XAP0 Dec 2024 250,000 $234K +0.7% 0.01% DBT
2229 Federal National Mortgage Association 31418E5B2 255,550 New $234K 0.01% DBT
2230 UNITED PARCEL SERVICE, INC. 911312BV7 Dec 2024 240,000 $234K -6.6% 0.01% DBT
2231 Federal National Mortgage Association 3140XN6G4 279,146 New $233K 0.01% DBT
2232 Federal National Mortgage Association 3140X9M93 Dec 2024 251,485 -63,548 $233K -21.1% 0.01% DBT
2233 ABBVIE INC. 00287YCA5 Dec 2024 272,000 -143,000 $232K -37.3% 0.01% DBT
2234 Freddie Mac 3133BBP29 Dec 2024 244,224 -36,501 $232K -16.3% 0.01% DBT
2235 AMERICAN HOME MORTGAGE INVESTMENT TRUST 02660TGW7 Dec 2024 620,009 -75,426 $232K -26.0% 0.01% ABS-MBS
2236 ENERGY TRANSFER LP 29273RBL2 Dec 2024 262,000 -533,000 $232K -66.7% 0.01% DBT
2237 Federal National Mortgage Association 31418DYH9 277,350 New $232K 0.01% DBT
2238 Freddie Mac 3132AAFD1 245,453 New $232K 0.01% DBT
2239 Federal National Mortgage Association 3140X9Y82 Dec 2024 251,841 -57,434 $231K -20.3% 0.01% DBT
2240 GILEAD SCIENCES, INC. 375558BJ1 Dec 2024 262,000 +16,000 $231K +1.6% 0.01% DBT
2241 Government National Mortgage Association 38381DY87 2,859,927 New $231K 0.01% DBT
2242 AGREE LIMITED PARTNERSHIP 008513AD5 Dec 2024 241,000 -48,000 $231K -17.1% 0.01% DBT
2243 MILANO ACQUISITION 59909TAC8 Dec 2024 238,508 -1,097,633 $230K -81.9% 0.01% LON
2244 AMERICAN HERITAGE AUTO RECEIVABLES TRUST 026944AC2 230,000 New $230K 0.01% ABS-MBS
2245 Federal National Mortgage Association 3136BG4M0 264,955 New $230K 0.01% DBT
2246 SANTANDER UK GROUP HOLDINGS PLC 80281LAM7 Dec 2024 235,000 $230K +9.5% 0.01% DBT
2247 J.P. MORGAN MORTGAGE TRUST 46649KAA3 Dec 2024 260,178 -46,635 $229K -16.1% 0.01% ABS-MBS
2248 B.A.T CAPITAL CORPORATION 05526DBZ7 223,000 New $229K 0.01% DBT
2249 Freddie Mac 3137ATDK5 250,740 New $229K 0.01% DBT
2250 Government National Mortgage Association 38380PTL8 3,007,381 New $229K 0.01% DBT
2251 Federal National Mortgage Association 3136AP3N0 Dec 2024 277,136 +16,442 $229K +1.1% 0.01% DBT
2252 Federal National Mortgage Association 3140LPKT8 Dec 2024 265,901 -78,867 $229K -26.5% 0.01% DBT
2253 INTEL CORPORATION 458140CM0 260,000 New $228K 0.01% DBT
2254 REALTY INCOME CORPORATION 756109CA0 248,000 New $228K 0.01% DBT
2255 SLM STUDENT LOAN TRUST 78445AAD8 Dec 2024 227,403 -212,566 $228K -48.0% 0.01% ABS-MBS
2256 B.A.T CAPITAL CORPORATION 05526DBD6 Dec 2024 264,000 +203,000 $228K +357.7% 0.01% DBT
2257 Freddie Mac 3137FH4G5 Dec 2024 233,394 -38,996 $227K -13.3% 0.01% DBT
2258 Freddie Mac 3137FQS53 278,085 New $227K 0.01% DBT
2259 Freddie Mac 3132H7CW2 Dec 2024 233,655 -38,061 $227K -17.2% 0.01% DBT
2260 Freddie Mac 3133APZ69 274,715 New $226K 0.01% DBT
2261 Freddie Mac 3137FYUL8 8,995,795 New $226K 0.01% DBT
2262 Freddie Mac 3137AQZV3 229,457 New $226K 0.01% DBT
2263 Federal National Mortgage Association 3136B64V2 Dec 2024 230,127 -40,595 $226K -14.2% 0.01% DBT
2264 NATIONAL GRID ELECTRICITY TRANSMISSION PLC N/A Dec 2024 260,000 New $226K 0.01% DBT
2265 Federal National Mortgage Association 3136A6EJ9 228,361 New $226K 0.01% DBT
2266 CVS HEALTH CORPORATION 126650EG1 230,000 New $226K 0.01% DBT
2267 NELNET STUDENT LOAN CORPORATION 64031QBK6 Dec 2024 226,403 -463,916 $225K -66.8% 0.01% ABS-MBS
2268 CommonSpirit Health 20268JAB9 241,000 New $224K 0.01% DBT
2269 JPMORGAN CHASE & CO. 46625HRX0 Dec 2024 230,000 $223K +1.6% 0.01% DBT
2270 Freddie Mac 3137FMU42 Dec 2024 4,850,000 $223K -25.4% 0.01% DBT
2271 Freddie Mac 3128MJYC8 Dec 2024 248,165 -45,719 $223K -20.4% 0.01% DBT
2272 Government National Mortgage Association 38380P2F0 3,603,748 New $223K 0.01% DBT
2273 Federal National Mortgage Association 3136AH6K1 Dec 2024 262,684 +11,233 $223K +2.0% 0.01% DBT
2274 Freddie Mac 3132DNWJ8 249,832 New $223K 0.01% DBT
2275 Freddie Mac 3137H93E7 Dec 2024 11,254,891 +262,557 $222K -13.4% 0.01% DBT
2276 Federal National Mortgage Association 3136B4GU6 253,016 New $222K 0.01% DBT
2277 ALLY FINANCIAL INC. 02005NBV1 225,000 New $222K 0.01% DBT
2278 TRANSDIGM INC. 893647BV8 220,000 New $222K 0.01% DBT
2279 Freddie Mac 31396JT21 214,126 New $222K 0.01% DBT
2280 Federal National Mortgage Association 3140J9XG1 Dec 2024 230,957 -54,840 $222K -23.0% 0.01% DBT
2281 Freddie Mac 3133C4YU2 219,468 New $222K 0.01% DBT
2282 Federal National Mortgage Association 3140XGX95 248,433 New $221K 0.01% DBT
2283 Freddie Mac 3137ATDS8 224,620 New $221K 0.01% DBT
2284 Federal National Mortgage Association 3140MRBS5 227,674 New $220K 0.01% DBT
2285 Government National Mortgage Association 2 36179WFG8 263,408 New $220K 0.01% DBT
2286 MCDONALD'S CORPORATION N/A Dec 2024 200,000 New $220K 0.01% DBT
2287 AT&T INC. 00206RLV2 Dec 2024 332,000 +42,000 $220K +6.1% 0.01% DBT
2288 Freddie Mac 3133KYWP0 Dec 2024 258,127 -3,149,047 $219K -92.7% 0.01% DBT
2289 NAVIENT PRIVATE EDUCATION LOAN TRUST 63941BAB1 Dec 2024 222,041 -307,989 $219K -56.8% 0.01% ABS-MBS
2290 Federal National Mortgage Association 3140XTA68 261,766 New $219K 0.01% DBT
2291 Federal National Mortgage Association 3136B36T2 Dec 2024 222,423 -52,474 $219K -18.3% 0.01% DBT
2292 WFRBS COMMERCIAL MORTGAGE TRUST 92890KBF1 Dec 2024 245,000 $219K -3.0% 0.01% ABS-MBS
2293 Duke Energy Carolinas, LLC 26442CBH6 Dec 2024 310,000 -62,000 $218K -24.6% 0.01% DBT
2294 Freddie Mac 3137FUVK7 271,771 New $218K 0.01% DBT
2295 Federal National Mortgage Association 3140XMSU1 231,046 New $218K 0.01% DBT
2296 Federal National Mortgage Association 3140XAL91 251,452 New $218K 0.01% DBT
2297 Federal National Mortgage Association 3140XGTL3 Dec 2024 244,923 -41,950 $218K -18.7% 0.01% DBT
2298 Comision Federal de Electricidad 200447AK6 Dec 2024 270,000 $218K +6.1% 0.01% DBT
2299 MODIVCARE INC TL B 1L 0% 06/20/2031 N/A Dec 2024 230,751 New $217K 0.01% LON
2300 Freddie Mac 3137FN5F3 220,940 New $217K 0.01% DBT
2301 ENTERGY LOUISIANA, LLC 29364WBP2 220,000 New $216K 0.01% DBT
2302 Federal National Mortgage Association 31418AR26 Dec 2024 238,659 -50,459 $216K -21.1% 0.01% DBT
2303 EXTRA SPACE STORAGE LP 30225VAH0 Dec 2024 226,000 $216K +3.9% 0.01% DBT
2304 Federal National Mortgage Association 3136AA5N1 Dec 2024 258,570 -70,869 $215K -23.7% 0.01% DBT
2305 ABBVIE INC. 00287YDX4 225,000 New $215K 0.01% DBT
2306 Freddie Mac 3132DVKW4 Dec 2024 247,341 -43,951 $214K -19.2% 0.01% DBT
2307 NAVIENT PRIVATE EDUCATION LOAN TRUST 63940YAB2 Dec 2024 219,323 -172,576 $214K -42.7% 0.01% ABS-MBS
2308 Federal National Mortgage Association 3140M9MA2 260,211 New $214K 0.01% DBT
2309 Virginia Electric and Power Company 927804GF5 Dec 2024 343,000 -68,000 $214K -23.8% 0.01% DBT
2310 Freddie Mac 31335AEK0 Dec 2024 232,824 -49,739 $212K -20.5% 0.01% DBT
2311 SMALL BUSINESS ADMINISTRATION GTD 83162CC68 Dec 2024 241,801 -45,536 $211K -17.2% 0.01% ABS-MBS
2312 BANK OF AMERICA CORPORATION 06051GKD0 Dec 2024 250,000 -1,205,000 $211K -82.3% 0.01% DBT
2313 CITIGROUP COMMERCIAL MORTGAGE TRUST 17320QAA7 Dec 2024 214,396 -25,604 $211K -3.8% 0.01% ABS-MBS
2314 UNION PACIFIC CORPORATION 907818FU7 Dec 2024 244,000 -49,000 $211K -16.7% 0.01% DBT
2315 Government National Mortgage Association 38381EBB3 3,060,454 New $210K 0.01% DBT
2316 COLLEGE AVE STUDENT LOANS LLC 194204AA1 Dec 2024 208,439 -112,302 $210K -34.0% 0.01% ABS-MBS
2317 Freddie Mac 3133AUE38 Dec 2024 243,521 -36,101 $210K -17.1% 0.01% DBT
2318 Federal National Mortgage Association 3140QKT73 Dec 2024 253,735 -28,640 $210K -15.3% 0.01% DBT
2319 Federal National Mortgage Association 31398FRR4 Dec 2024 239,877 -144,494 $210K -36.5% 0.01% DBT
2320 Government National Mortgage Association 38381XEZ5 Dec 2024 240,195 -54,052 $209K -21.7% 0.01% DBT
2321 Government National Mortgage Association 2 3622ABYM8 Dec 2024 236,612 -49,348 $209K -20.5% 0.01% DBT
2322 Freddie Mac 3132D9K86 Dec 2024 249,902 -708,630 $208K -74.9% 0.01% DBT
2323 LAS VEGAS SANDS CORP. 517834AH0 Dec 2024 210,000 $208K +4.1% 0.01% DBT
2324 Freddie Mac 3133B3ZD2 Dec 2024 266,405 -18,846 $207K -12.6% 0.01% DBT
2325 Freddie Mac 3128MJ5E6 Dec 2024 210,223 -42,121 $207K -19.2% 0.01% DBT
2326 Government National Mortgage Association 38381DJ68 2,573,264 New $206K 0.01% DBT
2327 DEERFIELD DAKOTA HOLDING LLC 24440EAB3 Dec 2024 211,106 -579,074 $206K -73.0% 0.01% LON
2328 Federal National Mortgage Association 31402RH44 Dec 2024 213,302 +178,035 $206K +482.3% 0.01% DBT
2329 Freddie Mac 3137B26P0 Dec 2024 245,561 -55,726 $205K -21.6% 0.01% DBT
2330 Government National Mortgage Association 2 36179UH62 Dec 2024 208,381 -42,354 $205K -19.4% 0.01% DBT
2331 Federal National Mortgage Association 3140Q9HZ9 Dec 2024 214,652 -46,749 $205K -21.5% 0.01% DBT
2332 COMM MORTGAGE TRUST 12591YBD6 Dec 2024 215,119 -69,881 $205K -25.6% 0.01% ABS-MBS
2333 Federal National Mortgage Association 3140XFSM4 Dec 2024 247,584 -311,899 $205K -58.0% 0.01% DBT
2334 Federal National Mortgage Association 3140K2RU0 Dec 2024 235,652 -26,889 $204K -14.4% 0.01% DBT
2335 Freddie Mac 3137H9MA4 Dec 2024 15,285,986 +2,286,961 $204K -0.2% 0.01% DBT
2336 CVS HEALTH CORPORATION 126650CY4 Dec 2024 235,000 New $203K 0.01% DBT
2337 THE PNC FINANCIAL SERVICES GROUP, INC. 693475BW4 200,000 New $202K 0.01% DBT
2338 Freddie Mac 3132WKPD4 Dec 2024 232,067 -37,148 $202K -18.1% 0.01% DBT
2339 ANGEL OAK MORTGAGE TRUST 03464XAL4 Dec 2024 218,744 -57,815 $202K -20.6% 0.01% ABS-MBS
2340 Freddie Mac 3137AL3F4 204,355 New $202K 0.01% DBT
2341 BANK OF AMERICA CORPORATION 06051GHD4 Dec 2024 210,000 New $201K 0.01% DBT
2342 Federal National Mortgage Association 31418B2M7 Dec 2024 217,467 -56,237 $201K -21.6% 0.01% DBT
2343 Federal National Mortgage Association 3140LXFK6 Dec 2024 210,714 -36,744 $201K -15.3% 0.01% DBT
2344 JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 46645UAS6 Dec 2024 206,000 $201K +3.8% 0.01% ABS-MBS
2345 Duke Energy Progress, LLC 26442UAK0 Dec 2024 346,000 -69,000 $200K -23.0% 0.01% DBT
2346 Federal National Mortgage Association 3140XGLW7 Dec 2024 224,864 -43,943 $200K -20.4% 0.01% DBT
2347 Federal National Mortgage Association 3140XBUW8 Dec 2024 214,880 -38,669 $200K -19.3% 0.01% DBT
2348 Northern States Power Company (Minnesota) 665772CY3 207,000 New $200K 0.01% DBT
2349 State of Israel 46513JB42 282,000 New $199K 0.01% DBT
2350 CVS HEALTH CORPORATION 126650CY4 Dec 2024 230,000 New $199K 0.01% DBT
2351 BUNKER HILL LOAN DEPOSITARY TRUST 12061RAA9 Dec 2024 203,978 -153,712 $197K -40.7% 0.01% ABS-MBS
2352 NAVIENT PRIVATE EDUCATION LOAN TRUST 63940YAB2 Dec 2024 202,334 New $197K 0.01% ABS-MBS
2353 United States of America 91282CLN9 205,000 New $197K 0.01% SN
2354 Freddie Mac 3132DSS45 223,071 New $197K 0.01% DBT
2355 Government National Mortgage Association 2 36179S2P1 Dec 2024 217,576 New $197K 0.01% DBT
2356 VERUS SECURITIZATION TRUST 92537QAA9 Dec 2024 223,600 -107,063 $196K -28.9% 0.01% ABS-MBS
2357 Federal National Mortgage Association 3136BQHM4 201,082 New $196K 0.01% DBT
2358 Government National Mortgage Association 2 36241LUX2 Dec 2024 202,043 -44,273 $196K -21.4% 0.01% DBT
2359 Banco Santander, S.A. 05964HAQ8 Dec 2024 200,000 $196K +4.4% 0.01% DBT
2360 Federal National Mortgage Association 3136AQAD2 234,000 New $196K 0.01% DBT
2361 ANHEUSER-BUSCH INBEV WORLDWIDE INC. 03523TBW7 192,000 New $196K 0.01% DBT
2362 Federal National Mortgage Association 3136BJWZ4 238,331 New $195K 0.01% DBT
2363 Freddie Mac 3134A4NT7 Dec 2024 265,000 $195K +1.4% 0.01% DBT
2364 Federal National Mortgage Association 3140Q9U92 Dec 2024 199,148 -109,527 $195K -36.3% 0.01% DBT
2365 ANGLO AMERICAN CAPITAL PLC 034863AT7 Dec 2024 200,000 $195K +2.4% 0.01% DBT
2366 Freddie Mac 3128MJXR6 Dec 2024 216,151 -38,971 $194K -19.4% 0.01% DBT
2367 ESSEX PORTFOLIO, L.P. 29717PAZ0 Dec 2024 228,000 -46,000 $194K -13.9% 0.01% DBT
2368 Federal National Mortgage Association 3140XCQ68 Dec 2024 222,720 -1,044,212 $193K -83.4% 0.01% DBT
2369 INTERNET BRANDS 12/24 TLB4 N/A Dec 2024 194,820 New $193K 0.01% LON
2370 Federal National Mortgage Association 31418CXN9 Dec 2024 207,960 -36,996 $193K -19.1% 0.01% DBT
2371 Federal National Mortgage Association 3140XGDU0 Dec 2024 244,102 -34,017 $193K -16.9% 0.01% DBT
2372 ENI S.P.A. 26874RAP3 200,000 New $192K 0.01% DBT
2373 Federal National Mortgage Association 3136A3NR8 194,243 New $192K 0.01% DBT
2374 Freddie Mac 3137A0PE9 194,036 New $192K 0.01% DBT
2375 Federal National Mortgage Association 3136AG5B4 Dec 2024 216,017 -65,240 $192K -23.7% 0.01% DBT
2376 Federal National Mortgage Association 3136BKUP5 234,189 New $192K 0.01% DBT
2377 Federal National Mortgage Association 3140XDMP8 Dec 2024 219,862 -39,621 $191K -19.4% 0.01% DBT
2378 Freddie Mac 3128MJVZ0 Dec 2024 217,715 -35,608 $191K -18.4% 0.01% DBT
2379 MFA TRUST 55283WAA9 Dec 2024 217,997 -75,556 $191K -20.6% 0.01% ABS-MBS
2380 Federal National Mortgage Association 31418DPR7 199,894 New $190K 0.01% DBT
2381 Federal National Mortgage Association 3140XLE87 203,210 New $190K 0.01% DBT
2382 Freddie Mac 31288QFW5 Dec 2024 193,072 New $190K 0.01% DBT
2383 Freddie Mac 3137H9CB3 8,483,535 New $190K 0.01% DBT
2384 Federal National Mortgage Association 3140LRTA6 Dec 2024 229,154 -33,951 $190K -17.4% 0.01% DBT
2385 Freddie Mac 3137H9ZX0 8,982,499 New $189K 0.01% DBT
2386 Federal National Mortgage Association 3136AV6R5 Dec 2024 197,765 -896 $189K +0.9% 0.01% DBT
2387 Federal National Mortgage Association 3140FXUX8 205,106 New $189K 0.01% DBT
2388 TRANSDIGM INC. 893647BQ9 200,000 New $189K 0.01% DBT
2389 AT&T INC. 00206RJZ6 Dec 2024 246,000 -50,000 $189K -19.3% 0.01% DBT
2390 MILL CITY MORTGAGE LOAN TRUST 59982HAC4 Dec 2024 198,543 -104,722 $188K -32.9% 0.01% ABS-MBS
2391 Freddie Mac 3132DPNF1 199,545 New $188K 0.01% DBT
2392 INVITATION HOMES OPERATING PARTNERSHIP LP 46188BAF9 189,000 New $188K 0.01% DBT
2393 ATHENAHEALTH GROUP INC. 04686RAB9 Dec 2024 186,557 -992,392 $187K -83.1% 0.01% LON
2394 Freddie Mac 3132GGCG8 Dec 2024 197,545 -35,369 $187K -18.5% 0.01% DBT
2395 AMERICAN TRANSMISSION SYSTEMS, INCORPORATED 030288AC8 Dec 2024 220,000 New $186K 0.01% DBT
2396 AMERICAN INTERNATIONAL GROUP, INC. 026874DC8 Dec 2024 210,000 $186K -0.4% 0.01% DBT
2397 VERUS SECURITIZATION TRUST 92538EAA5 Dec 2024 199,778 -94,452 $186K -28.6% 0.01% ABS-MBS
2398 Federal National Mortgage Association 3136AUEC1 189,344 New $186K 0.01% DBT
2399 COMCAST CORPORATION 20030NCG4 Dec 2024 248,000 -50,000 $186K -25.6% 0.01% DBT
2400 Government National Mortgage Association 2 36179TSG1 Dec 2024 206,201 -42,099 $186K -21.2% 0.01% DBT
2401 Freddie Mac 3128HXTR6 Dec 2024 204,750 -39,968 $185K -19.3% 0.01% DBT
2402 Freddie Mac 3132WKPM4 Dec 2024 211,879 -38,465 $184K -19.7% 0.01% DBT
2403 Government National Mortgage Association 2 36179UQ70 Dec 2024 186,535 +64,714 $183K +48.5% 0.01% DBT
2404 Freddie Mac 3132D9F58 219,269 New $183K 0.01% DBT
2405 Freddie Mac 3137FRUV1 3,292,205 New $182K 0.01% DBT
2406 THE HOME DEPOT, INC. 437076CQ3 Dec 2024 251,000 -24,000 $182K -17.7% 0.01% DBT
2407 ENTERGY ARKANSAS, LLC 29366MAB4 Dec 2024 308,000 -62,000 $182K -24.1% 0.01% DBT
2408 Federal National Mortgage Association 3140FXJY9 197,144 New $182K 0.01% DBT
2409 State of Israel 46513JXN6 Dec 2024 280,000 $182K -15.1% 0.01% DBT
2410 Freddie Mac 3137AFPQ9 183,660 New $181K 0.01% DBT
2411 Federal National Mortgage Association 3138WXWP8 Dec 2024 192,968 -40,794 $181K -21.4% 0.01% DBT
2412 Federal National Mortgage Association 3136BBTQ5 Dec 2024 885,469 -192,188 $181K -10.1% 0.01% DBT
2413 THE BOEING COMPANY 097023BU8 Dec 2024 190,000 $181K +4.0% 0.01% DBT
2414 KINDER MORGAN, INC. 49456BAQ4 Dec 2024 205,000 -45,000 $181K -19.2% 0.01% DBT
2415 CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 15189XAY4 Dec 2024 253,000 -51,000 $181K -24.8% 0.01% DBT
2416 Freddie Mac 3137B83K1 183,594 New $180K 0.01% DBT
2417 INTERNATIONAL FLAVORS & FRAGRANCES INC. 459506AE1 230,000 New $180K 0.01% DBT
2418 MIDAMERICAN ENERGY COMPANY 595620AW5 Dec 2024 297,000 -59,000 $180K -25.4% 0.01% DBT
2419 TYSON FOODS, INCORPORATED 902494AY9 197,000 New $180K 0.01% DBT
2420 Federal National Mortgage Association 3136ALXB2 182,402 New $179K 0.01% DBT
2421 FIRST FRANKLIN MORTGAGE LOAN TRUST 32027NKU4 Dec 2024 197,819 -58,674 $179K -24.9% 0.01% ABS-MBS
2422 Federal National Mortgage Association 31398NKP8 180,966 New $178K 0.01% DBT
2423 Petroleos Mexicanos 71654QBY7 Dec 2024 184,500 -369,000 $177K -66.8% 0.01% DBT
2424 Freddie Mac 3132DPKN7 215,372 New $177K 0.01% DBT
2425 Freddie Mac 3133C8DQ5 178,458 New $177K 0.01% DBT
2426 ALCON FINANCE CORPORATION 01400EAD5 200,000 New $177K 0.01% DBT
2427 Federal National Mortgage Association 3136ARPM4 179,263 New $176K 0.01% DBT
2428 MILL CITY MORTGAGE LOAN TRUST 59982HAC4 Dec 2024 185,500 New $176K 0.01% ABS-MBS
2429 UNIVERSITY TEX UNIV REVS 91514AKD6 Dec 2024 295,000 $176K -11.2% 0.01% DBT
2430 ENTERPRISE FLEET FINANCING LLC 29375PAB6 174,501 New $176K 0.01% ABS-MBS
2431 Federal National Mortgage Association 3138WJSM1 Dec 2024 202,194 -34,208 $175K -19.0% 0.01% DBT
2432 NELNET STUDENT LOAN CORPORATION 64031QBC4 Dec 2024 176,117 -168,788 $175K -48.0% 0.01% ABS-MBS
2433 Freddie Mac 3132DP6Z6 175,195 New $174K 0.01% DBT
2434 Federal National Mortgage Association 3136B0VP8 Dec 2024 199,430 -58,400 $174K -24.3% 0.01% DBT
2435 Federal National Mortgage Association 3140FMT30 Dec 2024 187,188 -94,211 $173K -36.7% 0.01% DBT
2436 Federal National Mortgage Association 3138WGHT4 Dec 2024 191,639 -40,679 $173K -21.1% 0.01% DBT
2437 Federal National Mortgage Association 3140JHYV9 Dec 2024 181,276 -45,126 $173K -23.3% 0.01% DBT
2438 Freddie Mac 31334WKY6 Dec 2024 182,071 -95,722 $173K -37.2% 0.01% DBT
2439 NAVIENT PRIVATE EDUCATION LOAN TRUST 63941LAB9 Dec 2024 177,814 -134,535 $173K -42.0% 0.01% ABS-MBS
2440 SEMPRA 816851BV0 174,000 New $173K 0.01% DBT
2441 Federal National Mortgage Association 3140XFCD1 181,654 New $173K 0.01% DBT
2442 Freddie Mac 3132DPP69 173,372 New $172K 0.00% DBT
2443 Freddie Mac 3132DS5M0 184,540 New $172K 0.00% DBT
2444 Government National Mortgage Association 2 36179TG74 Dec 2024 173,940 -43,060 $172K -22.3% 0.00% DBT
2445 Federal National Mortgage Association 31418CAH7 Dec 2024 185,273 -49,434 $171K -22.1% 0.00% DBT
2446 Federal National Mortgage Association 3140XFA27 Dec 2024 204,470 -44,311 $171K -21.9% 0.00% DBT
2447 Freddie Mac 3137AJB29 173,027 New $171K 0.00% DBT
2448 SBNA AUTO RECEIVABLES TRUST 78437PAD5 169,000 New $170K 0.00% ABS-MBS
2449 ELEVANCE HEALTH, INC. 036752BF9 176,000 New $170K 0.00% DBT
2450 Federal National Mortgage Association 3136A2SV6 172,309 New $170K 0.00% DBT
2451 Estados Unidos Mexicanos 91087BAQ3 231,000 New $169K 0.00% DBT
2452 Federal National Mortgage Association 3136A32U4 170,966 New $169K 0.00% DBT
2453 Federal National Mortgage Association 3140XAFA5 Dec 2024 201,973 -33,935 $167K -19.0% 0.00% DBT
2454 Freddie Mac 3132HBH73 Dec 2024 177,899 -34,776 $167K -19.5% 0.00% DBT
2455 Federal National Mortgage Association 3140QFB32 Dec 2024 201,323 -31,746 $167K -18.1% 0.00% DBT
2456 Freddie Mac 3132DWFG3 172,110 New $167K 0.00% DBT
2457 THE GOLDMAN SACHS GROUP, INC. 38141GYB4 195,000 New $166K 0.00% DBT
2458 Government National Mortgage Association 2 36179R7J2 Dec 2024 183,312 -35,556 $166K -20.3% 0.00% DBT
2459 Government National Mortgage Association 38376T3G5 Dec 2024 1,712,290 -392,283 $166K -20.3% 0.00% DBT
2460 Federal National Mortgage Association 3140QVMF8 157,236 New $165K 0.00% DBT
2461 Freddie Mac 3137AK4K4 165,929 New $164K 0.00% DBT
2462 CITICORP RESIDENTIAL MORTGAGE TRUST 173109AE9 Dec 2024 164,812 -457,067 $164K -73.4% 0.00% ABS-MBS
2463 Freddie Mac 3133ABUR9 Dec 2024 196,912 -38,114 $163K -20.6% 0.00% DBT
2464 Government National Mortgage Association 2 3617F96J6 Dec 2024 187,003 -37,889 $163K -20.9% 0.00% DBT
2465 Freddie Mac 3132E0D33 168,129 New $163K 0.00% DBT
2466 CREDIT SUISSE FIRST BOSTON CORPORATION 22541QUN0 Dec 2024 167,311 -120,040 $163K -39.7% 0.00% ABS-MBS
2467 Federal National Mortgage Association 3140XFBF7 Dec 2024 186,961 -48,603 $163K -24.2% 0.00% DBT
2468 Government National Mortgage Association 38380JGF9 5,292,537 New $163K 0.00% DBT
2469 CROWN CASTLE INC. 22822VAX9 Dec 2024 234,000 -73,000 $163K -25.7% 0.00% DBT
2470 COMCAST CORPORATION 20030NDW8 Dec 2024 288,000 -58,000 $163K -27.5% 0.00% DBT
2471 JBS USA Holding Lux S.a r.l. 46590XAM8 183,000 New $162K 0.00% DBT
2472 PACIFIC GAS AND ELECTRIC COMPANY 694308JU2 Dec 2024 199,000 -40,000 $162K -13.9% 0.00% DBT
2473 Truist Financial Corporation 89788MAG7 165,000 New $162K 0.00% DBT
2474 Freddie Mac 3132DPXB9 162,428 New $161K 0.00% DBT
2475 AMERICAN HOME MORTGAGE INVESTMENT TRUST 02660TDH3 Dec 2024 161,973 -266,341 $161K -61.6% 0.00% ABS-MBS
2476 Government National Mortgage Association 38383R7N1 200,000 New $160K 0.00% DBT
2477 HCA INC. 404119BR9 Dec 2024 160,000 $160K -0.0% 0.00% DBT
2478 BEAR STEARNS ARM TRUST 07384MYZ9 Dec 2024 175,426 -75,611 $160K -29.6% 0.00% ABS-MBS
2479 Federal National Mortgage Association 3136BBWE8 Dec 2024 769,548 -147,534 $159K -10.6% 0.00% DBT
2480 Federal National Mortgage Association 3136A14M4 161,705 New $159K 0.00% DBT
2481 NAVIENT PRIVATE EDUCATION LOAN TRUST 63942LAA0 Dec 2024 177,726 -333,690 $159K -64.3% 0.00% ABS-MBS
2482 BBCMS TRUST 05491UBA5 Dec 2024 159,874 -61,126 $158K -26.5% 0.00% ABS-MBS
2483 Freddie Mac 3133AXTW2 202,604 New $158K 0.00% DBT
2484 Federal National Mortgage Association 3136AD7G8 192,053 New $157K 0.00% DBT
2485 PRINCIPAL LIFE GLOBAL FUNDING II 74256LEE5 Dec 2024 160,000 $157K +7.6% 0.00% DBT
2486 Federal National Mortgage Association 3140XK6S4 163,044 New $157K 0.00% DBT
2487 Freddie Mac 3132DQC53 161,741 New $156K 0.00% DBT
2488 THE BOEING COMPANY 097023CH6 Dec 2024 160,000 $156K +2.9% 0.00% DBT
2489 Federal National Mortgage Association 3140XPG52 187,211 New $156K 0.00% DBT
2490 Freddie Mac 3132JBDR1 Dec 2024 164,360 -40,298 $155K -24.1% 0.00% DBT
2491 Government National Mortgage Association 2 36179UD90 Dec 2024 166,413 -34,646 $155K -21.0% 0.00% DBT
2492 Federal National Mortgage Association 3136A9AN8 157,336 New $155K 0.00% DBT
2493 AMERICAN HOMES 4 RENT, L.P. 02666TAF4 Dec 2024 198,000 New $154K 0.00% DBT
2494 Government National Mortgage Association 2 3622ABU91 Dec 2024 176,090 -16,274 $154K -13.6% 0.00% DBT
2495 Federal National Mortgage Association 31418AXV5 Dec 2024 160,090 -38,051 $154K -22.2% 0.00% DBT
2496 STARWOOD MORTGAGE RESIDENTIAL TRUST 85573GAA0 Dec 2024 165,963 -86,726 $154K -29.4% 0.00% ABS-MBS
2497 Freddie Mac 3133USH95 171,605 New $153K 0.00% DBT
2498 Federal National Mortgage Association 31418AMB1 Dec 2024 162,900 -38,669 $153K -22.4% 0.00% DBT
2499 Government National Mortgage Association 38381DND8 Dec 2024 2,309,702 -77,720 $152K -7.5% 0.00% DBT
2500 Government National Mortgage Association 2 3617GGSL0 Dec 2024 164,533 -36,996 $152K -21.9% 0.00% DBT
2501 THE BOEING COMPANY 097023DS1 145,000 New $152K 0.00% DBT
2502 GENERAL MOTORS COMPANY 37045VAZ3 Dec 2024 150,000 $151K +3.0% 0.00% DBT
2503 RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS) 45660LAP4 Dec 2024 169,386 -26,105 $151K -5.4% 0.00% ABS-MBS
2504 NELNET STUDENT LOAN CORPORATION 64031QCJ8 Dec 2024 155,505 -116,426 $150K -43.0% 0.00% ABS-MBS
2505 HCA INC. 404119BZ1 Dec 2024 173,000 New $150K 0.00% DBT
2506 Government National Mortgage Association 38381EX45 Dec 2024 3,330,147 -109,553 $150K -18.0% 0.00% DBT
2507 Federal National Mortgage Association 3140F5CP6 Dec 2024 166,718 -30,667 $150K -19.7% 0.00% DBT
2508 Government National Mortgage Association 2 36179UGE6 Dec 2024 152,262 -31,616 $149K -20.0% 0.00% DBT
2509 Federal National Mortgage Association 3140XK6H8 174,611 New $149K 0.00% DBT
2510 Federal National Mortgage Association 3136B2YM8 Dec 2024 151,348 -99,404 $149K -38.6% 0.00% DBT
2511 STAR PARENT INC 87169DAB1 152,555 New $149K 0.00% LON
2512 Freddie Mac 3133B5NK4 Dec 2024 180,141 -45,002 $149K -23.9% 0.00% DBT
2513 SFS AUTO RECEIVABLES SECURITIZATION TRUST 78435VAD4 148,000 New $149K 0.00% ABS-MBS
2514 THE BOEING COMPANY 097023BY0 Dec 2024 196,000 $148K -4.8% 0.00% DBT
2515 ARTERA SERVICES, LLC 73937UAL2 149,083 New $148K 0.00% LON
2516 CHARTER COMMUNICATIONS OPERATING, LLC 161175CL6 Dec 2024 185,000 -135,000 $147K -43.3% 0.00% DBT
2517 Freddie Mac 3128KRVU5 Dec 2024 148,099 -63,673 $147K -31.5% 0.00% DBT
2518 PUBLIC SERVICE COMPANY OF OKLAHOMA 744533BP4 Dec 2024 232,000 -46,000 $147K -23.4% 0.00% DBT
2519 NAVIENT PRIVATE EDUCATION LOAN TRUST 63942KAA2 Dec 2024 166,411 -52,566 $147K -23.2% 0.00% ABS-MBS
2520 Federal National Mortgage Association 3140Q8VY8 Dec 2024 161,637 -34,304 $146K -20.9% 0.00% DBT
2521 Federal National Mortgage Association 3140QPJ24 150,551 New $146K 0.00% DBT
2522 Federal National Mortgage Association 3140MDS74 Dec 2024 163,950 -26,777 $146K -17.8% 0.00% DBT
2523 KLA CORPORATION 482480AJ9 Dec 2024 210,000 -42,000 $145K -24.7% 0.00% DBT
2524 MISSISSIPPI POWER COMPANY 605417BZ6 Dec 2024 174,000 -15,000 $145K -10.1% 0.00% DBT
2525 Freddie Mac 3133B5EE8 169,647 New $145K 0.00% DBT
2526 NISOURCE INC. 65473QAZ6 Dec 2024 149,000 $144K -1.6% 0.00% DBT
2527 Government National Mortgage Association 38379XN63 180,316 New $144K 0.00% DBT
2528 CCI BUYER, INC. 12510EAC1 143,704 New $144K 0.00% LON
2529 Freddie Mac 3137FGSM8 Dec 2024 168,837 -19,532 $144K -14.2% 0.00% DBT
2530 Freddie Mac 3132D9L28 173,035 New $143K 0.00% DBT
2531 Federal National Mortgage Association 3136B0WX0 145,885 New $143K 0.00% DBT
2532 DUKE ENERGY CORPORATION 26441CBN4 Dec 2024 212,000 +127,000 $143K +130.4% 0.00% DBT
2533 Federal National Mortgage Association 3140J7PZ2 Dec 2024 146,047 -69,383 $143K -32.2% 0.00% DBT
2534 DELIVERY HERO LLC TL B 1L 10.3235% 12/12/2029 D2007ZAE7 141,605 New $142K 0.00% LON
2535 RENAISSANCE COR TL N/A Dec 2024 142,374 New $142K 0.00% LON
2536 Freddie Mac 3132DNBV4 Dec 2024 165,083 -27,216 $142K -18.8% 0.00% DBT
2537 COLLEGE AVE STUDENT LOANS LLC 19423DAB6 Dec 2024 147,074 -62,968 $141K -28.4% 0.00% ABS-MBS
2538 ELANCO ANIMAL HEALTH INC. 28414BAF3 141,362 New $141K 0.00% LON
2539 INTEL CORPORATION 458140BV1 Dec 2024 221,000 -500,000 $141K -73.0% 0.00% DBT
2540 VERUS SECURITIZATION TRUST 92538BAA1 Dec 2024 149,534 -135,250 $141K -44.8% 0.00% ABS-MBS
2541 Federal National Mortgage Association 3140XFUH2 Dec 2024 170,362 -18,457 $141K -14.2% 0.00% DBT
2542 CSC HOLDINGS, LLC 126307BF3 Dec 2024 200,000 $140K +1.4% 0.00% DBT
2543 Freddie Mac 3132XTB80 Dec 2024 155,941 -24,101 $140K -17.6% 0.00% DBT
2544 SBA Finance /SBA Comm 1/24 TLB N/A Dec 2024 140,149 New $140K 0.00% LON
2545 Government National Mortgage Association 38380R4L1 Dec 2024 2,291,306 +6,352 $140K -2.2% 0.00% DBT
2546 Freddie Mac 3132DPZN1 150,286 New $140K 0.00% DBT
2547 Government National Mortgage Association 2 3622AAUR3 Dec 2024 151,838 -61,527 $140K -32.5% 0.00% DBT
2548 LAS VEGAS SANDS CORP. 517834AF4 150,000 New $139K 0.00% DBT
2549 Federal National Mortgage Association 3140J7VY8 Dec 2024 155,101 -26,983 $139K -19.0% 0.00% DBT
2550 Federal National Mortgage Association 3140XKYL8 176,186 New $139K 0.00% DBT
2551 Federal National Mortgage Association 3138WGJG0 Dec 2024 154,856 -27,353 $139K -19.4% 0.00% DBT
2552 Freddie Mac 3137AHUC0 140,148 New $138K 0.00% DBT
2553 Freddie Mac 3137AK4G3 139,775 New $138K 0.00% DBT
2554 Federal National Mortgage Association 3136A5LD6 139,597 New $138K 0.00% DBT
2555 Government National Mortgage Association 2 36179UKZ4 Dec 2024 140,433 -33,547 $138K -22.0% 0.00% DBT
2556 SIERRA TIMESHARE RECEIVABLES FUNDING LLC 82652RAA7 Dec 2024 142,084 -199,355 $137K -56.4% 0.00% ABS-MBS
2557 Freddie Mac 3132DN5L3 Dec 2024 165,596 -26,658 $137K -18.4% 0.00% DBT
2558 Government National Mortgage Association 2 3617L8D95 Dec 2024 154,631 -37,532 $137K -24.6% 0.00% DBT
2559 Government National Mortgage Association 2 36179SEH6 Dec 2024 151,028 -30,276 $137K -20.8% 0.00% DBT
2560 Government National Mortgage Association 2 36179TJX4 Dec 2024 151,175 New $136K 0.00% DBT
2561 CSC HOLDINGS, LLC 64072UAK8 147,860 New $136K 0.00% LON
2562 CVS HEALTH CORPORATION 126650DH0 Dec 2024 140,000 -80,000 $136K -35.9% 0.00% DBT
2563 SPIN HOLDCO INC 84850XAK8 161,252 New $135K 0.00% LON
2564 Federal National Mortgage Association 3138WWKG3 Dec 2024 144,030 -28,174 $135K -20.3% 0.00% DBT
2565 Federal National Mortgage Association 31417GXM3 Dec 2024 144,211 -25,883 $135K -18.7% 0.00% DBT
2566 Duke Energy Carolinas, LLC 26442CBB9 Dec 2024 156,000 -124,000 $135K -43.7% 0.00% DBT
2567 INTEL CORPORATION 458140CH1 Dec 2024 147,000 -28,000 $135K -24.9% 0.00% DBT
2568 Federal National Mortgage Association 3138ENMJ5 Dec 2024 143,166 -31,611 $135K -21.6% 0.00% DBT
2569 Freddie Mac 3132DSUN0 142,196 New $134K 0.00% DBT
2570 DTE ELECTRIC COMPANY 23338VAR7 Dec 2024 183,000 -37,000 $134K -23.4% 0.00% DBT
2571 Federal National Mortgage Association 3140XGV97 Dec 2024 152,187 -27,991 $134K -19.5% 0.00% DBT
2572 THE BOEING COMPANY 097023CM5 Dec 2024 140,000 $133K +3.5% 0.00% DBT
2573 Freddie Mac 3133B6T83 Dec 2024 161,390 -24,028 $133K -17.3% 0.00% DBT
2574 Freddie Mac 3133KLJA6 167,224 New $133K 0.00% DBT
2575 Federal National Mortgage Association 3140XFTH4 Dec 2024 160,859 -23,857 $133K -17.4% 0.00% DBT
2576 Federal National Mortgage Association 3140XFN23 Dec 2024 152,562 -27,234 $133K -19.0% 0.00% DBT
2577 ECOPETROL S.A. 279158AP4 Dec 2024 160,000 $133K +7.8% 0.00% DBT
2578 Federal National Mortgage Association 3140XG4L0 Dec 2024 158,756 -25,318 $133K -16.7% 0.00% DBT
2579 Federal National Mortgage Association 31418ECG3 Dec 2024 159,666 -3,192,941 $132K -95.4% 0.00% DBT
2580 Government National Mortgage Association 2 3622ABUF7 Dec 2024 154,753 -31,441 $132K -22.3% 0.00% DBT
2581 BLACKROCK, INC. 09290DAC5 140,000 New $132K 0.00% DBT
2582 UNITEDHEALTH GROUP INCORPORATED 91324PFK3 136,000 New $132K 0.00% DBT
2583 Federal National Mortgage Association 3140XFUG4 Dec 2024 158,956 -28,187 $131K -19.3% 0.00% DBT
2584 Federal National Mortgage Association 3136A3D65 132,972 New $131K 0.00% DBT
2585 Federal National Mortgage Association 3140XFMQ1 Dec 2024 155,422 -27,820 $130K -19.3% 0.00% DBT
2586 Federal National Mortgage Association 3140XGRZ4 Dec 2024 148,288 -27,325 $130K -19.5% 0.00% DBT
2587 MICHAELS STORES INC. 59408UAB3 162,274 New $130K 0.00% LON
2588 GRIFOLS WORLDWIDE OPERATIONS USA 39843PAG8 Dec 2024 130,964 -469,036 $130K -77.8% 0.00% LON
2589 Federal National Mortgage Association 3140LRUQ9 Dec 2024 157,177 -25,902 $130K -18.6% 0.00% DBT
2590 Federal National Mortgage Association 31397UGD5 131,638 New $130K 0.00% DBT
2591 Government National Mortgage Association 3617MKLU1 Dec 2024 145,290 -23,258 $130K -20.1% 0.00% DBT
2592 Freddie Mac 3133AWH72 Dec 2024 165,087 -23,472 $130K -17.0% 0.00% DBT
2593 IMPACT FUNDING AFFORDABLE MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 45257HAA5 Dec 2024 130,399 -419,013 $130K -75.9% 0.00% ABS-MBS
2594 Freddie Mac 3137FTZS9 Dec 2024 1,876,925 +582,222 $129K +10.1% 0.00% DBT
2595 Federal National Mortgage Association 3136A3F89 130,757 New $129K 0.00% DBT
2596 ONEOK, INC. 682680CE1 135,000 New $129K 0.00% DBT
2597 CFCRE COMMERCIAL MORTGAGE TRUST 12532CAY1 Dec 2024 130,775 -117,594 $129K -45.8% 0.00% ABS-MBS
2598 Federal National Mortgage Association 3140XCXQ6 Dec 2024 156,168 -21,362 $129K -16.8% 0.00% DBT
2599 Federal National Mortgage Association 3140XFF97 Dec 2024 155,542 -27,173 $129K -19.2% 0.00% DBT
2600 APPLE INC. 037833EE6 Dec 2024 187,000 -37,000 $129K -23.3% 0.00% DBT
2601 Freddie Mac 3133APF79 Dec 2024 155,154 -27,375 $128K -19.4% 0.00% DBT
2602 THE CHEMOURS COMPANY 16384YAJ6 127,699 New $128K 0.00% LON
2603 Freddie Mac 3137B0BG8 130,740 New $128K 0.00% DBT
2604 Freddie Mac 3132DM5J0 Dec 2024 155,052 -28,838 $128K -20.1% 0.00% DBT
2605 Federal National Mortgage Association 3138WXWT0 Dec 2024 135,959 -32,951 $128K -22.8% 0.00% DBT
2606 Enbridge Inc. 29250NCD5 129,000 New $128K 0.00% DBT
2607 STORE CAPITAL LLC 862121AD2 Dec 2024 154,000 -31,000 $127K -5.0% 0.00% DBT
2608 Government National Mortgage Association 2 36179VDS6 128,561 New $127K 0.00% DBT
2609 Federal National Mortgage Association 3140M33H1 Dec 2024 153,099 -28,524 $126K -20.2% 0.00% DBT
2610 Federal National Mortgage Association 3140FXTS1 Dec 2024 158,512 -27,039 $126K -18.7% 0.00% DBT
2611 Federal National Mortgage Association 3138MDZ88 Dec 2024 134,626 -30,090 $126K -21.5% 0.00% DBT
2612 TotalEnergies Capital SA 89157XAF8 136,000 New $126K 0.00% DBT
2613 APPLE INC. 037833DW7 Dec 2024 203,000 -222,000 $126K -57.9% 0.00% DBT
2614 Federal National Mortgage Association 3140XFPU9 Dec 2024 151,215 -27,568 $126K -19.8% 0.00% DBT
2615 Federal National Mortgage Association 3140XGGN3 Dec 2024 152,045 -25,432 $126K -19.0% 0.00% DBT
2616 Federal National Mortgage Association 3140MGNF4 Dec 2024 152,258 -30,593 $126K -21.0% 0.00% DBT
2617 Federal National Mortgage Association 3138W9BG4 Dec 2024 142,624 -23,668 $125K -18.3% 0.00% DBT
2618 Government National Mortgage Association 2 36179UEB4 Dec 2024 127,297 New $125K 0.00% DBT
2619 LOWE'S COMPANIES, INC. 548661ES2 Dec 2024 128,000 -24,000 $125K -18.8% 0.00% DBT
2620 Federal National Mortgage Association 3140KUM82 150,805 New $125K 0.00% DBT
2621 Federal National Mortgage Association 31417CKE4 Dec 2024 132,610 -29,959 $125K -21.4% 0.00% DBT
2622 COMMSCOPE, LLC 203372AX5 Dec 2024 140,000 $125K +6.9% 0.00% DBT
2623 Federal National Mortgage Association 31418CEF7 Dec 2024 143,547 New $125K 0.00% DBT
2624 Federal National Mortgage Association 3140FXDJ8 Dec 2024 134,233 -22,328 $124K -18.6% 0.00% DBT
2625 Federal National Mortgage Association 3136AVXA2 125,280 New $124K 0.00% DBT
2626 Federal National Mortgage Association 3140MHS83 Dec 2024 144,192 -31,852 $124K -22.8% 0.00% DBT
2627 Federal National Mortgage Association 3140MJ7H2 Dec 2024 138,700 -45,499 $123K -28.6% 0.00% DBT
2628 TotalEnergies Capital SA 89157XAC5 129,000 New $123K 0.00% DBT
2629 Government National Mortgage Association 36297GVY3 Dec 2024 138,470 -20,760 $123K -17.0% 0.00% DBT
2630 Freddie Mac 3133AF6L0 Dec 2024 155,797 -26,854 $123K -18.8% 0.00% DBT
2631 Federal National Mortgage Association 3140X83X3 Dec 2024 148,423 -21,200 $123K -16.5% 0.00% DBT
2632 DIAMONDBACK ENERGY, INC. 25278XBB4 131,000 New $123K 0.00% DBT
2633 PACIFIC GAS AND ELECTRIC COMPANY 694308JJ7 Dec 2024 179,000 +49,000 $123K +43.0% 0.00% DBT
2634 Government National Mortgage Association 38381WDY1 Dec 2024 138,525 -17,875 $122K -15.7% 0.00% DBT
2635 Federal National Mortgage Association 3140XBX62 Dec 2024 146,951 -21,252 $122K -17.2% 0.00% DBT
2636 Freddie Mac 3132VQAP1 Dec 2024 127,495 -48,683 $121K -30.6% 0.00% DBT
2637 Federal National Mortgage Association 31418AY36 Dec 2024 126,248 -32,908 $121K -23.7% 0.00% DBT
2638 Freddie Mac 3133ANC36 Dec 2024 146,477 -31,637 $121K -22.1% 0.00% DBT
2639 CHARTER COMMUNICATIONS OPERATING, LLC 161175CA0 188,000 New $121K 0.00% DBT
2640 Federal National Mortgage Association 3140KRQ69 Dec 2024 145,353 -18,195 $121K -15.7% 0.00% DBT
2641 LOWE'S COMPANIES, INC. 548661EM5 Dec 2024 125,000 -619,000 $120K -83.9% 0.00% DBT
2642 Federal National Mortgage Association 3138WXV79 Dec 2024 127,993 -30,724 $120K -22.9% 0.00% DBT
2643 Freddie Mac 3132JBDV2 Dec 2024 127,360 -28,809 $120K -22.3% 0.00% DBT
2644 Federal National Mortgage Association 3140QCK96 Dec 2024 129,258 -26,860 $120K -20.7% 0.00% DBT
2645 INTERNATIONAL FLAVORS & FRAGRANCES INC. 459506AP6 130,000 New $119K 0.00% DBT
2646 ARCHES BUYER INC. 03952HAD6 121,970 New $119K 0.00% LON
2647 Federal National Mortgage Association 3140QKDF2 Dec 2024 138,843 -28,306 $118K -20.7% 0.00% DBT
2648 Freddie Mac 3137BDMP8 Dec 2024 135,950 +6,945 $118K +2.4% 0.00% DBT
2649 Freddie Mac 3133AHB63 Dec 2024 148,953 -22,777 $118K -17.4% 0.00% DBT
2650 WELLS FARGO & COMPANY 95000U2S1 Dec 2024 125,000 -775,000 $118K -85.5% 0.00% DBT
2651 Federal National Mortgage Association 3140LN5G8 Dec 2024 141,023 -33,201 $117K -23.3% 0.00% DBT
2652 Federal National Mortgage Association 3136AVRD3 117,400 New $116K 0.00% DBT
2653 MORGAN STANLEY ABS CAPITAL I, INC. 61744CKN5 Dec 2024 120,164 -89,043 $116K -40.4% 0.00% ABS-MBS
2654 TIME WARNER CABLE, LLC 88732JBD9 155,000 New $116K 0.00% DBT
2655 Federal National Mortgage Association 31418A3V8 Dec 2024 120,676 -28,521 $116K -22.2% 0.00% DBT
2656 SMALL BUSINESS ADMINISTRATION GTD 83162CB51 Dec 2024 127,695 -35,547 $116K -23.9% 0.00% ABS-MBS
2657 Federal National Mortgage Association 3136AY7F4 117,438 New $116K 0.00% DBT
2658 Federal National Mortgage Association 3138X6PV1 Dec 2024 131,391 -27,417 $116K -21.2% 0.00% DBT
2659 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES 92922F4P0 Dec 2024 117,111 -39,369 $115K -21.3% 0.00% ABS-MBS
2660 Freddie Mac 3133ABUS7 Dec 2024 138,484 -15,860 $115K -14.9% 0.00% DBT
2661 CCRR PARENT INC TL B 1L 8.54964% 03/06/2028 N/A Dec 2024 197,887 New $114K 0.00% LON
2662 SANTANDER UK GROUP HOLDINGS PLC 80281LAQ8 Dec 2024 120,000 -325,000 $114K -70.5% 0.00% DBT
2663 WORLD OMNI SELECT AUTO TRUST 98163UAB6 Dec 2024 114,006 -652,994 $114K -85.1% 0.00% ABS-MBS
2664 Federal National Mortgage Association 3140XCCC0 Dec 2024 130,845 -26,245 $114K -20.6% 0.00% DBT
2665 Freddie Mac 3133AJFA6 Dec 2024 142,999 -20,520 $113K -16.8% 0.00% DBT
2666 WEC US HOLDINGS LTD. 92943LAC4 113,162 New $113K 0.00% LON
2667 Freddie Mac 3133AJFE8 Dec 2024 134,832 -19,829 $113K -17.0% 0.00% DBT
2668 VISIO TRUST 92837MAA5 Dec 2024 118,010 -98,617 $112K -42.7% 0.00% ABS-MBS
2669 Freddie Mac 31339MXM5 Dec 2024 108,353 -53,761 $111K -33.9% 0.00% DBT
2670 Freddie Mac 3128MJ4T4 Dec 2024 112,288 -30,427 $111K -23.5% 0.00% DBT
2671 MVW OWNER TRUST 55389TAB7 Dec 2024 117,322 -120,553 $111K -49.0% 0.00% ABS-MBS
2672 Federal National Mortgage Association 3140QVLQ5 107,004 New $110K 0.00% DBT
2673 Federal National Mortgage Association 3136ATQJ6 110,608 New $110K 0.00% DBT
2674 Government National Mortgage Association 2 36241LL79 Dec 2024 111,159 -24,925 $110K -20.8% 0.00% DBT
2675 TRUGREEN LIMITED PARTNERSHIP 89787RAH5 112,771 New $110K 0.00% LON
2676 Healthcare Realty Holdings, L.P. 42225UAK0 115,000 New $109K 0.00% DBT
2677 Government National Mortgage Association 38381H8D6 1,995,205 New $109K 0.00% DBT
2678 Freddie Mac 3133AJBJ1 Dec 2024 137,683 -17,414 $109K -15.5% 0.00% DBT
2679 GENERAL MOTORS FINANCIAL COMPANY, INC. 37045XBT2 Dec 2024 110,000 $109K +2.0% 0.00% DBT
2680 Federal National Mortgage Association 3140L5GE0 Dec 2024 128,010 -26,372 $107K -21.1% 0.00% DBT
2681 Federal National Mortgage Association 3138WDZM6 Dec 2024 114,445 -22,552 $107K -20.7% 0.00% DBT
2682 Federal National Mortgage Association 3140X7YH6 Dec 2024 122,792 -23,124 $106K -19.8% 0.00% DBT
2683 VERIZON COMMUNICATIONS INC. 92343VFT6 Dec 2024 155,000 -233,000 $106K -61.7% 0.00% DBT
2684 WILLIAM MORRIS ENDEAVOR ENTERTAINMENT, LLC 96925HAF9 105,762 New $106K 0.00% LON
2685 STARWOOD MORTGAGE RESIDENTIAL TRUST 85573EAA5 Dec 2024 111,680 -83,831 $106K -38.6% 0.00% ABS-MBS
2686 Government National Mortgage Association 2 36179SQW0 Dec 2024 116,521 -22,597 $105K -20.4% 0.00% DBT
2687 NELNET PRIVATE EDUCATION LOAN TRUST 64034YAB7 113,440 New $105K 0.00% ABS-MBS
2688 Federal National Mortgage Association 3140L7PC0 Dec 2024 132,469 -21,393 $105K -18.4% 0.00% DBT
2689 Freddie Mac 3137H14D5 Dec 2024 3,949,630 -47,299 $105K -33.7% 0.00% DBT
2690 Federal National Mortgage Association 31402CTT9 Dec 2024 102,173 -38,449 $105K -28.6% 0.00% DBT
2691 Freddie Mac 3133AGRB7 Dec 2024 132,093 -23,194 $105K -19.0% 0.00% DBT
2692 Government National Mortgage Association 2 36179RS91 115,045 New $104K 0.00% DBT
2693 Freddie Mac 3128MJ3A6 Dec 2024 116,065 -21,038 $104K -19.4% 0.00% DBT
2694 Federal National Mortgage Association 3140L3G88 Dec 2024 130,987 -20,603 $104K -17.8% 0.00% DBT
2695 J.P. MORGAN MORTGAGE TRUST 46651XAD4 Dec 2024 121,774 -24,144 $104K -17.4% 0.00% ABS-MBS
2696 Federal National Mortgage Association 3138MLBZ6 Dec 2024 110,037 -15,812 $103K -16.1% 0.00% DBT
2697 Federal National Mortgage Association 3136ABQF3 Dec 2024 99,414 -29,040 $103K -25.0% 0.00% DBT
2698 Freddie Mac 3137B6N56 104,346 New $103K 0.00% DBT
2699 Federal National Mortgage Association 3140L6TB0 Dec 2024 130,009 -23,439 $103K -19.8% 0.00% DBT
2700 Government National Mortgage Association 2 36179UCA8 114,004 New $103K 0.00% DBT
2701 Freddie Mac 3133AKJH4 Dec 2024 129,659 -23,953 $103K -20.1% 0.00% DBT
2702 Federal National Mortgage Association 3138EQKN1 Dec 2024 109,339 -30,143 $103K -26.0% 0.00% DBT
2703 OCTAGON INVESTMENT PARTNERS, LTD. 67590ABP6 Dec 2024 102,433 -2,962,621 $102K -96.6% 0.00% ABS-CBDO
2704 Federal National Mortgage Association 3140L05D5 Dec 2024 129,323 -19,400 $102K -17.7% 0.00% DBT
2705 STARWOOD MORTGAGE RESIDENTIAL TRUST 85573MAA7 Dec 2024 105,654 -64,054 $102K -35.6% 0.00% ABS-MBS
2706 Petroleos Mexicanos 71654QCL4 155,000 New $102K 0.00% DBT
2707 ORACLE CORPORATION 68389XBW4 Dec 2024 130,000 -785,000 $102K -85.7% 0.00% DBT
2708 Freddie Mac 3132DMT62 Dec 2024 126,506 -23,781 $101K -19.8% 0.00% DBT
2709 ALTICE FRANCE S.A. F6628DAN4 126,670 New $101K 0.00% LON
2710 JPMORGAN CHASE & CO. 46647PBW5 Dec 2024 105,000 -2,025,000 $101K -94.7% 0.00% DBT
2711 Federal National Mortgage Association 3138M8J38 Dec 2024 114,237 -31,668 $101K -25.1% 0.00% DBT
2712 Federal National Mortgage Association 31394DEV8 Dec 2024 98,371 -19,490 $101K -18.1% 0.00% DBT
2713 Federal National Mortgage Association 3136B9LQ8 Dec 2024 533,142 -107,754 $100K -1.4% 0.00% DBT
2714 Government National Mortgage Association 36230LNR6 Dec 2024 114,490 -14,700 $100K -15.9% 0.00% DBT
2715 Federal National Mortgage Association 3140L1TP0 Dec 2024 126,785 -29,699 $100K -24.2% 0.00% DBT
2716 Kelso Industries LLC Term Loan N/A Dec 2024 101,111 New $100K 0.00% LON
2717 Government National Mortgage Association 36230SFP4 Dec 2024 113,690 -16,090 $100K -16.8% 0.00% DBT
2718 CHASE AUTO CREDIT LINKED NOTES 46591HCD0 Dec 2024 100,030 -764,223 $99K -87.9% 0.00% ABS-MBS
2719 EVERBANK MORTGAGE LOAN TRUST 29978CAX8 Dec 2024 112,140 -21,451 $99K -16.4% 0.00% ABS-MBS
2720 NEW RESIDENTIAL MORTGAGE LOAN TRUST 64828EAA3 Dec 2024 105,354 -31,885 $99K -21.3% 0.00% ABS-MBS
2721 Federal National Mortgage Association 3140X4MM5 104,002 New $99K 0.00% DBT
2722 ONEOK, INC. 682680CG6 105,000 New $98K 0.00% DBT
2723 PACIFIC GAS AND ELECTRIC COMPANY 694308HH3 Dec 2024 115,000 -23,000 $98K -11.4% 0.00% DBT
2724 PUBLIC SERVICE ELECTRIC AND GAS COMPANY 74456QCD6 Dec 2024 160,000 -65,000 $98K -35.9% 0.00% DBT
2725 Telenet 1/20 (USD) AR TL B9000TBJ3 100,331 New $98K 0.00% LON
2726 APPLE INC. 037833EF3 Dec 2024 157,000 -32,000 $97K -26.9% 0.00% DBT
2727 Freddie Mac 3137FUWQ3 Dec 2024 618,654 -143,467 $97K -21.8% 0.00% DBT
2728 United States of America 91282CLP4 98,000 New $97K 0.00% SN
2729 THE BOEING COMPANY 097023CP8 Dec 2024 120,000 -1,090,000 $96K -90.3% 0.00% DBT
2730 Government National Mortgage Association 2 36179UZW5 96,928 New $95K 0.00% DBT
2731 Evergy Metro, Inc. 485134BM1 Dec 2024 100,000 $95K -4.2% 0.00% DBT
2732 Freddie Mac 3128MJ5K2 Dec 2024 95,391 -35,588 $94K -29.2% 0.00% DBT
2733 VERUS SECURITIZATION TRUST 92537MAA8 Dec 2024 94,764 -101,573 $93K -49.9% 0.00% ABS-MBS
2734 Government National Mortgage Association 2 36179RBX6 102,794 New $93K 0.00% DBT
2735 Federal National Mortgage Association 3136B3TC4 94,381 New $93K 0.00% DBT
2736 INVITATION HOMES OPERATING PARTNERSHIP LP 46188BAD4 Dec 2024 100,000 New $92K 0.00% DBT
2737 Freddie Mac 3133AJE90 Dec 2024 116,300 -27,788 $92K -23.6% 0.00% DBT
2738 Federal National Mortgage Association 3136B3YD6 Dec 2024 100,000 $91K -1.9% 0.00% DBT
2739 U.S. BANCORP 91159HJL5 Dec 2024 95,000 -1,810,000 $91K -95.1% 0.00% DBT
2740 CHARTER COMMUNICATIONS OPERATING, LLC 161175BZ6 Dec 2024 132,000 -27,000 $90K -17.1% 0.00% DBT
2741 Federal National Mortgage Association 3140KBPX6 Dec 2024 100,713 -12,777 $90K -15.1% 0.00% DBT
2742 Government National Mortgage Association 2 36179UCD2 91,820 New $90K 0.00% DBT
2743 CHARTER COMMUNICATIONS OPERATING, LLC 161175BT0 Dec 2024 120,000 New $90K 0.00% DBT
2744 Federal National Mortgage Association 3140XKCJ7 Dec 2024 90,327 -9,251 $90K -11.4% 0.00% DBT
2745 Government National Mortgage Association 2 36179TAK1 Dec 2024 99,136 -20,443 $90K -21.3% 0.00% DBT
2746 Government National Mortgage Association 2 3622ACPG9 89,249 New $89K 0.00% DBT
2747 Freddie Mac 3132DPLT3 Dec 2024 89,267 -10,319 $89K -12.1% 0.00% DBT
2748 AGREE LIMITED PARTNERSHIP 008513AC7 Dec 2024 109,000 -22,000 $88K -15.1% 0.00% DBT
2749 UNITEDHEALTH GROUP INCORPORATED 91324PEE8 Dec 2024 121,000 -24,000 $87K -23.6% 0.00% DBT
2750 MORGAN STANLEY 61747YED3 Dec 2024 105,000 -1,090,000 $87K -90.9% 0.00% DBT
2751 BURLINGTON NORTHERN SANTA FE, LLC 12189LBJ9 Dec 2024 103,000 -19,000 $86K -24.3% 0.00% DBT
2752 Government National Mortgage Association 2 36179U6Y3 86,941 New $86K 0.00% DBT
2753 NAVIENT PRIVATE EDUCATION LOAN TRUST 63941HAA0 Dec 2024 91,974 -54,590 $86K -35.9% 0.00% ABS-MBS
2754 Federal National Mortgage Association 3140XMKW5 87,888 New $85K 0.00% DBT
2755 Federal National Mortgage Association 3136BHPY9 99,489 New $85K 0.00% DBT
2756 Federal National Mortgage Association 3136A5J49 Dec 2024 81,810 -27,150 $84K -27.4% 0.00% DBT
2757 Federal National Mortgage Association 3140KULR1 101,267 New $84K 0.00% DBT
2758 NAVIENT PRIVATE EDUCATION LOAN TRUST 63940QAB9 Dec 2024 83,980 -155,144 $83K -64.0% 0.00% ABS-MBS
2759 SANTANDER DRIVE AUTO RECEIVABLES TRUST 80287FAC6 Dec 2024 83,165 -429,835 $83K -83.9% 0.00% ABS-MBS
2760 Federal National Mortgage Association 3140XJ7B3 85,890 New $83K 0.00% DBT
2761 Federal National Mortgage Association 3140N4TK3 83,610 New $83K 0.00% DBT
2762 Freddie Mac 3132DQF92 82,801 New $82K 0.00% DBT
2763 Freddie Mac 31397FRW4 Dec 2024 79,818 -29,545 $82K -28.0% 0.00% DBT
2764 Government National Mortgage Association 2 36179XFJ0 83,333 New $81K 0.00% DBT
2765 Government National Mortgage Association 2 36179SGL5 Dec 2024 89,050 -17,408 $81K -20.4% 0.00% DBT
2766 Freddie Mac 3128MJZX1 Dec 2024 89,187 -16,073 $80K -19.4% 0.00% DBT
2767 NAVIENT PRIVATE EDUCATION LOAN TRUST 63939CAD9 Dec 2024 79,846 -329,821 $80K -80.4% 0.00% ABS-MBS
2768 Federal National Mortgage Association 3140X9VH5 Dec 2024 84,462 -20,951 $80K -21.4% 0.00% DBT
2769 Federal National Mortgage Association 3140H25Z7 Dec 2024 85,212 -25,337 $80K -27.1% 0.00% DBT
2770 Santander Holdings USA, Inc. 80282KAE6 Dec 2024 80,000 $80K +4.4% 0.00% DBT
2771 NAVIENT PRIVATE EDUCATION LOAN TRUST 63939NAC7 Dec 2024 79,099 -146,702 $79K -64.9% 0.00% ABS-MBS
2772 Duke Energy Progress, LLC 26442UAC8 107,000 New $79K 0.00% DBT
2773 Government National Mortgage Association 2 36179V7F1 Dec 2024 90,685 New $79K 0.00% DBT
2774 GSR MORTGAGE LOAN TRUST 36228FYY6 Dec 2024 79,707 -8,831 $79K -7.0% 0.00% ABS-MBS
2775 SkyMiles IP Ltd. 830867AA5 Dec 2024 79,288 -369,844 $79K -82.2% 0.00% DBT
2776 Federal National Mortgage Association 3138M5DZ9 Dec 2024 81,547 -38,495 $79K -34.3% 0.00% DBT
2777 Freddie Mac 3128LXND8 Dec 2024 79,219 +56,346 $79K +236.8% 0.00% DBT
2778 BUNKER HILL LOAN DEPOSITARY TRUST 12062BAA3 Dec 2024 79,597 -129,669 $78K -61.1% 0.00% ABS-MBS
2779 Freddie Mac 3132D9RN6 94,350 New $78K 0.00% DBT
2780 Federal National Mortgage Association 3140MAWL4 80,355 New $78K 0.00% DBT
2781 Federal National Mortgage Association 3140XK5J5 82,959 New $78K 0.00% DBT
2782 Government National Mortgage Association 2 36179SB89 Dec 2024 85,775 -17,904 $78K -21.3% 0.00% DBT
2783 Government National Mortgage Association 3622A3CG3 Dec 2024 83,234 -14,771 $77K -19.7% 0.00% DBT
2784 Freddie Mac 3132AEUQ7 84,959 New $76K 0.00% DBT
2785 Freddie Mac 3128MJZ45 Dec 2024 81,418 -14,807 $76K -19.3% 0.00% DBT
2786 AI AQUA MERGER SUB INC TL N/A Dec 2024 75,504 New $76K 0.00% LON
2787 Federal National Mortgage Association 3140MGQV6 Dec 2024 84,336 -12,400 $76K -16.8% 0.00% DBT
2788 Federal National Mortgage Association 3140QEAB8 95,614 New $75K 0.00% DBT
2789 Federal National Mortgage Association 3140QP4C8 75,930 New $75K 0.00% DBT
2790 Government National Mortgage Association 36241KHA9 Dec 2024 73,024 -40,558 $75K -36.0% 0.00% DBT
2791 Government National Mortgage Association 2 36179XDC7 83,630 New $75K 0.00% DBT
2792 VICI PROPERTIES L.P. 92564RAG0 Dec 2024 75,000 -25,000 $75K -22.7% 0.00% DBT
2793 Freddie Mac 3137BGAL3 76,018 New $75K 0.00% DBT
2794 Government National Mortgage Association 2 3622AC5U0 95,220 New $75K 0.00% DBT
2795 NEP GROUP, INC. 62908HAM7 82,038 New $75K 0.00% LON
2796 Freddie Mac 3132DQAQ9 78,348 New $74K 0.00% DBT
2797 Government National Mortgage Association 36201GAQ8 Dec 2024 70,968 -29,769 $74K -29.7% 0.00% DBT
2798 Freddie Mac 3133JLYK9 Dec 2024 92,946 -3,716 $73K -10.4% 0.00% DBT
2799 J.P. MORGAN MORTGAGE TRUST 46649CAA1 Dec 2024 82,801 -13,914 $73K -15.7% 0.00% ABS-MBS
2800 FORD MOTOR CREDIT COMPANY LLC 345397E25 73,000 New $73K 0.00% DBT
2801 ENTERPRISE FLEET FINANCING LLC 29374EAC0 Dec 2024 73,209 -351,791 $72K -81.9% 0.00% ABS-MBS
2802 Government National Mortgage Association 2 36179XXZ4 83,292 New $72K 0.00% DBT
2803 Federal National Mortgage Association 31418AZ68 Dec 2024 75,202 -19,654 $72K -23.7% 0.00% DBT
2804 Federal National Mortgage Association 3140GNG80 Dec 2024 76,614 -11,997 $72K -18.2% 0.00% DBT
2805 Freddie Mac 3128MJZN3 Dec 2024 79,872 -14,255 $72K -19.3% 0.00% DBT
2806 Federal National Mortgage Association 3140XGGA1 Dec 2024 79,868 -13,324 $71K -18.4% 0.00% DBT
2807 WELLS FARGO & COMPANY 95000U2S1 Dec 2024 75,000 New $71K 0.00% DBT
2808 Freddie Mac 3132D9KX1 Dec 2024 83,992 -12,861 $70K -16.4% 0.00% DBT
2809 Federal National Mortgage Association 3140FXFZ0 Dec 2024 76,198 -10,829 $70K -17.8% 0.00% DBT
2810 Federal National Mortgage Association 3140EXDX8 Dec 2024 80,443 -15,115 $70K -20.4% 0.00% DBT
2811 Federal National Mortgage Association 3140XJKX0 Dec 2024 83,798 -340,151 $70K -80.9% 0.00% DBT
2812 BARRACUDA NETWORKS INC TL 1L 08/15/2029 N/A Dec 2024 75,453 New $70K 0.00% LON
2813 Government National Mortgage Association 2 36179TAN5 Dec 2024 70,438 -18,120 $69K -22.9% 0.00% DBT
2814 PENFED AUTO RECEIVABLES OWNER TRUST 706874AC8 Dec 2024 69,164 -578,836 $69K -89.2% 0.00% ABS-MBS
2815 Federal National Mortgage Association 3140LPCJ9 Dec 2024 87,902 -8,002 $69K -15.1% 0.00% DBT
2816 Federal National Mortgage Association 3140JBVE3 Dec 2024 86,508 -8,750 $69K -14.7% 0.00% DBT
2817 Freddie Mac 3133BAUR0 Dec 2024 76,476 -16,097 $68K -21.2% 0.00% DBT
2818 Federal National Mortgage Association 3140JBLD6 Dec 2024 85,387 -7,355 $68K -13.7% 0.00% DBT
2819 Freddie Mac 3133B3ZF7 Dec 2024 82,454 -11,926 $68K -17.1% 0.00% DBT
2820 NEWELL BRANDS INC. 651229AW6 Dec 2024 68,000 -42,000 $68K -35.8% 0.00% DBT
2821 Freddie Mac 3133B3TR8 Dec 2024 85,594 -8,891 $67K -13.9% 0.00% DBT
2822 Freddie Mac 3133B2MQ9 Dec 2024 78,394 -15,911 $67K -21.0% 0.00% DBT
2823 Government National Mortgage Association 2 3622ABU83 Dec 2024 77,968 -13,757 $67K -19.8% 0.00% DBT
2824 Federal National Mortgage Association 31418A6J2 Dec 2024 70,386 -23,441 $67K -26.5% 0.00% DBT
2825 Freddie Mac 31335ANN4 Dec 2024 71,879 -14,057 $67K -20.3% 0.00% DBT
2826 Federal National Mortgage Association 3140XFSY8 Dec 2024 80,652 -11,623 $67K -16.9% 0.00% DBT
2827 Freddie Mac 3133B3HD2 Dec 2024 85,016 -9,325 $67K -14.6% 0.00% DBT
2828 Federal National Mortgage Association 3140MJ6K6 Dec 2024 80,710 -9,863 $67K -15.3% 0.00% DBT
2829 Federal National Mortgage Association 3138EMHT1 Dec 2024 69,326 -21,355 $67K -26.4% 0.00% DBT
2830 Freddie Mac 3132D9JN5 Dec 2024 79,561 -12,746 $66K -16.8% 0.00% DBT
2831 Freddie Mac 3133AYQM5 Dec 2024 77,114 -8,089 $66K -13.6% 0.00% DBT
2832 Freddie Mac 3133ASGU1 Dec 2024 79,994 -10,480 $66K -16.3% 0.00% DBT
2833 Freddie Mac 3132H7C51 Dec 2024 68,653 -18,281 $66K -24.0% 0.00% DBT
2834 Freddie Mac 3133AYE30 Dec 2024 76,887 -17,361 $66K -22.0% 0.00% DBT
2835 Freddie Mac 3133APK73 Dec 2024 79,845 -9,989 $66K -15.7% 0.00% DBT
2836 Federal National Mortgage Association 3140XGWP0 Dec 2024 78,026 -12,810 $65K -18.3% 0.00% DBT
2837 Freddie Mac 3132DMVK8 Dec 2024 74,904 -11,162 $65K -17.0% 0.00% DBT
2838 Freddie Mac 3137FMU26 Dec 2024 1,961,673 -26,004 $65K -27.0% 0.00% DBT
2839 SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 78413MAE8 Dec 2024 75,000 $64K +22.3% 0.00% ABS-MBS
2840 Freddie Mac 3133AR4L6 Dec 2024 81,124 -8,470 $64K -13.7% 0.00% DBT
2841 Freddie Mac 31292HSS4 Dec 2024 63,043 -12,509 $64K -17.5% 0.00% DBT
2842 Government National Mortgage Association 2 36179TXX8 Dec 2024 65,052 -16,889 $64K -23.0% 0.00% DBT
2843 Government National Mortgage Association 2 3622ABUA8 Dec 2024 74,466 -16,220 $64K -22.5% 0.00% DBT
2844 Freddie Mac 3133B3G50 Dec 2024 81,234 -10,990 $64K -16.4% 0.00% DBT
2845 TOWD POINT MORTGAGE TRUST 89169EAA7 Dec 2024 61,174 -192,240 $64K -74.7% 0.00% ABS-MBS
2846 Federal National Mortgage Association 3140XFA68 Dec 2024 77,343 -13,548 $64K -19.4% 0.00% DBT
2847 Freddie Mac 3133ARAC9 Dec 2024 80,576 -10,019 $64K -15.2% 0.00% DBT
2848 WELLS FARGO COMMERCIAL MORTGAGE TRUST 95000MBS9 Dec 2024 4,304,616 -155,414 $63K -55.0% 0.00% DBT
2849 Government National Mortgage Association 2 36179UVX7 Dec 2024 72,395 -14,186 $63K -21.2% 0.00% DBT
2850 Federal National Mortgage Association 3140XFUJ8 Dec 2024 78,534 -13,182 $62K -18.8% 0.00% DBT
2851 DESSERT HOLDINGS INC TL 1L 8.68516% 06/12/2028 N/A Dec 2024 64,278 New $62K 0.00% LON
2852 INVITATION HOMES OPERATING PARTNERSHIP LP 46188BAA0 Dec 2024 76,000 New $62K 0.00% DBT
2853 Federal National Mortgage Association 3140XBQ60 Dec 2024 74,421 -12,473 $62K -18.8% 0.00% DBT
2854 Government National Mortgage Association 2 36225C4L7 Dec 2024 60,900 -15,935 $62K -19.4% 0.00% DBT
2855 Federal National Mortgage Association 3140XFVE8 Dec 2024 77,495 -17,236 $62K -22.2% 0.00% DBT
2856 Freddie Mac 3133ALHV3 Dec 2024 73,315 -10,017 $61K -16.4% 0.00% DBT
2857 Freddie Mac 3133APLD9 Dec 2024 73,974 -14,914 $61K -21.2% 0.00% DBT
2858 Government National Mortgage Association 2 36179SYV3 Dec 2024 61,294 -15,319 $61K -22.4% 0.00% DBT
2859 HCA INC. 404121AJ4 Dec 2024 60,000 $61K +0.2% 0.00% DBT
2860 Government National Mortgage Association 2 36179VV23 Dec 2024 67,130 -15,837 $61K -22.7% 0.00% DBT
2861 Freddie Mac 3133B1TB7 Dec 2024 72,965 -14,279 $60K -20.5% 0.00% DBT
2862 Federal National Mortgage Association 3140FXKP6 Dec 2024 63,307 -14,682 $60K -21.7% 0.00% DBT
2863 Federal National Mortgage Association 3140XDGP5 Dec 2024 72,295 -13,866 $60K -20.5% 0.00% DBT
2864 Federal National Mortgage Association 3140LRT40 Dec 2024 72,091 -16,584 $60K -23.0% 0.00% DBT
2865 Federal National Mortgage Association 3140L7M41 Dec 2024 74,950 -7,456 $60K -13.8% 0.00% DBT
2866 Government National Mortgage Association 2 3622AACR3 Dec 2024 67,345 -13,237 $60K -21.1% 0.00% DBT
2867 Federal National Mortgage Association 3140XABM3 Dec 2024 75,046 -9,541 $59K -15.6% 0.00% DBT
2868 Federal National Mortgage Association 3140LRU55 Dec 2024 71,595 -14,701 $59K -21.4% 0.00% DBT
2869 Federal National Mortgage Association 3140XC6P8 Dec 2024 70,762 -14,206 $59K -21.0% 0.00% DBT
2870 Freddie Mac 3137B1W73 Dec 2024 75,177 +3,840 $59K +0.4% 0.00% DBT
2871 Federal National Mortgage Association 3140XCUK2 Dec 2024 68,532 -13,956 $59K -21.0% 0.00% DBT
2872 Federal National Mortgage Association 3140L3H79 Dec 2024 73,749 -8,906 $59K -15.6% 0.00% DBT
2873 Federal National Mortgage Association 3140QHMG7 Dec 2024 67,986 -13,003 $58K -19.2% 0.00% DBT
2874 Federal National Mortgage Association 3140XFMF5 Dec 2024 66,878 -19,195 $58K -26.0% 0.00% DBT
2875 Federal National Mortgage Association 3136FCUU8 Dec 2024 360,204 -118,646 $58K -27.0% 0.00% DBT
2876 Federal National Mortgage Association 3140XADY5 Dec 2024 72,873 -9,963 $58K -16.7% 0.00% DBT
2877 Government National Mortgage Association 2 36179TG33 Dec 2024 65,959 -12,615 $58K -20.1% 0.00% DBT
2878 Federal National Mortgage Association 3140XBW71 Dec 2024 69,667 -11,171 $58K -18.4% 0.00% DBT
2879 Freddie Mac 3133AMS72 Dec 2024 65,890 -15,745 $57K -23.3% 0.00% DBT
2880 Freddie Mac 3132H5EK0 Dec 2024 60,415 -17,256 $57K -25.7% 0.00% DBT
2881 Federal National Mortgage Association 31418AWH7 Dec 2024 60,365 -10,740 $57K -18.3% 0.00% DBT
2882 Freddie Mac 3133AJ6W8 Dec 2024 70,497 -14,285 $56K -20.7% 0.00% DBT
2883 Federal National Mortgage Association 3140L5GZ3 Dec 2024 70,490 -11,914 $56K -18.5% 0.00% DBT
2884 Federal National Mortgage Association 3138W5GH5 Dec 2024 63,873 -11,051 $56K -18.7% 0.00% DBT
2885 SOFI PROFESSIONAL LOAN PROGRAM 83390UAF4 Dec 2024 60,506 -33,152 $56K -34.3% 0.00% ABS-MBS
2886 Freddie Mac 3133AGRE1 Dec 2024 69,344 -10,155 $56K -16.9% 0.00% DBT
2887 Federal National Mortgage Association 3140L1UL7 Dec 2024 69,907 -8,035 $55K -15.1% 0.00% DBT
2888 Federal National Mortgage Association 3138EK3S2 Dec 2024 58,772 -14,389 $55K -23.5% 0.00% DBT
2889 Jefferies Finance/JFIN Co-Issuer 9/24 TL N/A Dec 2024 54,863 New $55K 0.00% LON
2890 CAST & CREW LLC 14835JAQ3 56,866 New $55K 0.00% LON
2891 Federal National Mortgage Association 3140XBSR2 Dec 2024 65,485 -17,568 $55K -24.9% 0.00% DBT
2892 JBS USA Holding Lux S.a r.l. 46590XAN6 60,000 New $55K 0.00% DBT
2893 HCA INC. 404119BV0 Dec 2024 60,000 -845,000 $54K -93.6% 0.00% DBT
2894 Government National Mortgage Association 36225B2S6 Dec 2024 52,921 -16,826 $54K -26.3% 0.00% DBT
2895 Freddie Mac 3133KKS75 Dec 2024 64,632 -10,823 $54K -18.8% 0.00% DBT
2896 Federal National Mortgage Association 3140M5AJ4 Dec 2024 62,128 -19,139 $53K -26.9% 0.00% DBT
2897 CVS HEALTH CORPORATION 126650DK3 Dec 2024 68,000 -92,000 $53K -61.4% 0.00% DBT
2898 Freddie Mac 3133AFRX1 Dec 2024 67,224 -10,508 $53K -19.1% 0.00% DBT
2899 Government National Mortgage Association 36202WAA7 Dec 2024 52,015 -7,718 $53K -13.3% 0.00% DBT
2900 Federal National Mortgage Association 3140L6TA2 Dec 2024 66,275 -13,868 $53K -21.7% 0.00% DBT
2901 BMW VEHICLE LEASE TRUST 05593AAC3 Dec 2024 52,659 -152,341 $53K -74.4% 0.00% ABS-MBS
2902 Federal National Mortgage Association 3140XARA2 Dec 2024 63,478 -12,465 $53K -20.8% 0.00% DBT
2903 Federal National Mortgage Association 3140L05B9 Dec 2024 67,067 -11,984 $53K -20.6% 0.00% DBT
2904 CALPINE CORP TL B10 1L 6.57258% 01/31/2031 N/A Dec 2024 52,691 New $52K 0.00% LON
2905 Federal National Mortgage Association 3138MKQ82 Dec 2024 55,593 -10,171 $52K -19.3% 0.00% DBT
2906 Federal National Mortgage Association 3138WDW98 Dec 2024 53,605 -15,209 $52K -25.2% 0.00% DBT
2907 Federal National Mortgage Association 3138ERNP1 Dec 2024 58,635 -9,435 $51K -18.5% 0.00% DBT
2908 Freddie Mac 3133AFRZ6 Dec 2024 63,415 -11,123 $50K -19.4% 0.00% DBT
2909 Freddie Mac 3133AFXA4 Dec 2024 63,442 -8,740 $50K -16.8% 0.00% DBT
2910 CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. 209111GC1 77,000 New $50K 0.00% DBT
2911 Federal National Mortgage Association 3138MKRA6 Dec 2024 53,145 -11,139 $50K -20.7% 0.00% DBT
2912 PUBLIC SERVICE ELECTRIC AND GAS COMPANY 74456QCE4 Dec 2024 95,000 -19,000 $50K -26.0% 0.00% DBT
2913 Petroleos Mexicanos 71654QBT8 Dec 2024 50,750 -203,000 $50K -79.8% 0.00% DBT
2914 ANGEL OAK MORTGAGE TRUST 03464WAA0 Dec 2024 52,527 -34,340 $50K -36.7% 0.00% ABS-MBS
2915 Federal National Mortgage Association 3140L1TN5 Dec 2024 61,860 -12,903 $50K -21.3% 0.00% DBT
2916 Federal National Mortgage Association 3140L05E3 Dec 2024 62,804 -9,838 $50K -17.8% 0.00% DBT
2917 Federal National Mortgage Association 3138WSQP6 Dec 2024 53,729 -11,062 $49K -20.8% 0.00% DBT
2918 LAQ MORTGAGE TRUST 516681AA1 Dec 2024 47,969 -392,031 $48K -89.0% 0.00% ABS-MBS
2919 GOLDMAN, SACHS & CO. N/A Dec 2024 1 New $48K 0.00% DFE
2920 Freddie Mac 31397KYA3 Dec 2024 53,697 -9,204 $48K -11.6% 0.00% DBT
2921 Federal National Mortgage Association 3140KLVW9 Dec 2024 59,568 -9,737 $47K -18.8% 0.00% DBT
2922 Federal National Mortgage Association 3138W9CG3 Dec 2024 50,070 -19,703 $47K -30.9% 0.00% DBT
2923 Federal National Mortgage Association 3138WU6D0 Dec 2024 50,772 -7,317 $46K -16.6% 0.00% DBT
2924 Federal National Mortgage Association 3140KKH80 Dec 2024 58,116 -11,692 $46K -21.4% 0.00% DBT
2925 GLP Capital, L.P. 361841AQ2 Dec 2024 50,000 +15,000 $46K +52.3% 0.00% DBT
2926 Amspec Parent 12/24 Cov-Lite TLB N/A Dec 2024 45,168 New $45K 0.00% LON
2927 Government National Mortgage Association 2 36179VSF8 56,336 New $45K 0.00% DBT
2928 Federal National Mortgage Association 3140HF4E6 Dec 2024 54,169 -10,277 $45K -20.1% 0.00% DBT
2929 GOLDMAN, SACHS & CO. N/A Dec 2024 1 New $45K 0.00% DFE
2930 Federal National Mortgage Association 3138WHWE8 Dec 2024 51,175 -7,731 $44K -17.8% 0.00% DBT
2931 Freddie Mac 3132A9T64 Dec 2024 46,451 -19,580 $44K -29.9% 0.00% DBT
2932 Freddie Mac 3128M9PU0 Dec 2024 42,156 -12,274 $44K -24.4% 0.00% DBT
2933 Government National Mortgage Association 36201QQ30 Dec 2024 43,716 -7,357 $44K -15.7% 0.00% DBT
2934 Federal National Mortgage Association 3138WU4Z3 Dec 2024 47,817 -10,026 $43K -21.2% 0.00% DBT
2935 ICAHN ENTERPRISES L.P. 451102CJ4 45,000 New $43K 0.00% DBT
2936 Federal National Mortgage Association 31390BWF1 Dec 2024 41,212 +18,395 $43K +83.7% 0.00% DBT
2937 Freddie Mac 3128KRJH8 Dec 2024 42,320 -23,051 $42K -37.1% 0.00% DBT
2938 Freddie Mac 3132HCMV2 Dec 2024 42,710 -8,883 $41K -20.3% 0.00% DBT
2939 Federal National Mortgage Association 3140X9R23 Dec 2024 48,636 -13,630 $40K -26.0% 0.00% DBT
2940 GOLDMAN, SACHS & CO. N/A Dec 2024 1 New $40K 0.00% DFE
2941 Federal National Mortgage Association 3138WU3K7 Dec 2024 43,838 -3,342 $40K -11.3% 0.00% DBT
2942 Federal National Mortgage Association 31417CG33 Dec 2024 42,006 -8,094 $40K -19.2% 0.00% DBT
2943 NAKED JUICE LLC 62984CAB9 118,372 New $39K 0.00% LON
2944 Kelso Industries LLC Delayed Draw Term L N/A Dec 2024 38,889 New $38K 0.00% LON
2945 BANK OF AMERICA CORPORATION 06051GKA6 Dec 2024 45,000 -1,065,000 $38K -95.8% 0.00% DBT
2946 Federal National Mortgage Association 3140X9MC6 Dec 2024 39,124 -11,386 $37K -24.1% 0.00% DBT
2947 TIME WARNER CABLE, LLC 88732JBB3 Dec 2024 44,000 New $37K 0.00% DBT
2948 Freddie Mac 3132JASZ9 Dec 2024 39,577 -7,195 $37K -19.4% 0.00% DBT
2949 Government National Mortgage Association 36290YHG6 Dec 2024 35,796 -4,740 $37K -11.5% 0.00% DBT
2950 Federal National Mortgage Association 31359VHQ9 Dec 2024 37,948 -57,018 $37K -60.0% 0.00% DBT
2951 Freddie Mac 3132H3HW6 Dec 2024 40,337 -7,274 $37K -18.7% 0.00% DBT
2952 VICI PROPERTIES L.P. 92564RAE5 Dec 2024 39,000 -145,000 $36K -77.7% 0.00% DBT
2953 Freddie Mac 3132H3K51 Dec 2024 38,538 -8,318 $36K -21.0% 0.00% DBT
2954 Federal National Mortgage Association 3138WVRU7 Dec 2024 38,499 -9,391 $36K -23.3% 0.00% DBT
2955 Freddie Mac 3132WEKX9 Dec 2024 40,044 -7,808 $36K -20.1% 0.00% DBT
2956 INTERNATIONAL FLAVORS & FRAGRANCES INC. 459506AS0 55,000 New $36K 0.00% DBT
2957 STARWOOD MORTGAGE RESIDENTIAL TRUST 85573AAA3 Dec 2024 37,655 -12,118 $36K -24.1% 0.00% ABS-MBS
2958 Freddie Mac 31329KXS8 Dec 2024 38,037 -9,703 $36K -22.6% 0.00% DBT
2959 Freddie Mac 3128L3C20 Dec 2024 34,318 -17,103 $36K -33.8% 0.00% DBT
2960 Federal National Mortgage Association 3140QC6R2 Dec 2024 37,350 -6,132 $36K -17.6% 0.00% DBT
2961 SLM STUDENT LOAN TRUST 78444YAD7 Dec 2024 35,339 -39,785 $35K -52.6% 0.00% ABS-MBS
2962 MORGAN STANLEY CAPITAL I TRUST 61690YBV3 Dec 2024 2,700,600 -161,612 $35K -53.3% 0.00% DBT
2963 Federal National Mortgage Association 31416BMV7 Dec 2024 34,637 -6,966 $35K -19.4% 0.00% DBT
2964 Freddie Mac 3128L56F3 Dec 2024 33,089 -6,154 $34K -16.3% 0.00% DBT
2965 Government National Mortgage Association 2 36202FKP0 Dec 2024 34,393 -7,255 $34K -19.9% 0.00% DBT
2966 Freddie Mac 3128M6R75 Dec 2024 32,931 -5,200 $34K -15.3% 0.00% DBT
2967 Government National Mortgage Association 36225BWW4 Dec 2024 32,500 -14,202 $33K -31.0% 0.00% DBT
2968 Federal National Mortgage Association 3140HNGT3 Dec 2024 34,796 -1,295 $33K -7.7% 0.00% DBT
2969 Federal National Mortgage Association 31419MCB5 Dec 2024 33,710 -3,819 $33K -13.4% 0.00% DBT
2970 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES 92922FEV6 Dec 2024 33,900 -6,547 $33K -17.0% 0.00% ABS-MBS
2971 Federal National Mortgage Association 3138WXVV6 Dec 2024 34,450 -3,723 $32K -13.8% 0.00% DBT
2972 Freddie Mac 3129882U1 Dec 2024 32,509 -7,732 $32K -21.4% 0.00% DBT
2973 GOLDMAN, SACHS & CO. N/A Dec 2024 1 New $32K 0.00% DFE
2974 Freddie Mac 3132JAWQ4 Dec 2024 33,238 -12,818 $31K -31.3% 0.00% DBT
2975 Government National Mortgage Association 36241LNK8 Dec 2024 30,005 -20,111 $31K -40.1% 0.00% DBT
2976 Federal National Mortgage Association 3140JQ6Z1 Dec 2024 33,145 -15,190 $30K -35.3% 0.00% DBT
2977 Federal National Mortgage Association 3140J8GH0 Dec 2024 34,628 -6,754 $30K -20.7% 0.00% DBT
2978 HCA INC. 404119BT5 Dec 2024 30,000 New $30K 0.00% DBT
2979 Government National Mortgage Association 2 36179SCB1 Dec 2024 29,951 -6,036 $30K -19.3% 0.00% DBT
2980 BOSTON GAS COMPANY 100743AJ2 Dec 2024 35,000 $29K -5.2% 0.00% DBT
2981 Government National Mortgage Association 2 3617HCQU0 Dec 2024 29,010 -1,159 $28K -7.3% 0.00% DBT
2982 Government National Mortgage Association 36291LES0 Dec 2024 26,000 -3,124 $28K -10.5% 0.00% DBT
2983 Government National Mortgage Association 36290S4Z1 Dec 2024 25,424 -8,327 $26K -25.9% 0.00% DBT
2984 Government National Mortgage Association 2 36297E2U8 Dec 2024 26,540 -39,618 $26K -60.3% 0.00% DBT
2985 Freddie Mac 3137FPJQ9 Dec 2024 1,350,801 -162,627 $26K -42.5% 0.00% DBT
2986 Government National Mortgage Association 36241KFC7 Dec 2024 25,148 -10,571 $26K -29.8% 0.00% DBT
2987 Federal National Mortgage Association 3138WX4Z7 Dec 2024 27,476 -1,790 $26K -10.4% 0.00% DBT
2988 Federal National Mortgage Association 3138EKLG8 Dec 2024 27,878 -3,900 $25K -16.2% 0.00% DBT
2989 Federal National Mortgage Association 3140EVVB0 Dec 2024 28,791 -5,150 $25K -19.7% 0.00% DBT
2990 Freddie Mac 3129882T4 Dec 2024 24,324 -8,918 $24K -27.9% 0.00% DBT
2991 Federal National Mortgage Association 3138WRJQ4 Dec 2024 24,853 -1,827 $23K -11.2% 0.00% DBT
2992 Government National Mortgage Association 36291BX77 Dec 2024 22,733 -3,742 $23K -13.6% 0.00% DBT
2993 Federal National Mortgage Association 31402QYY1 Dec 2024 23,108 -7,082 $23K -25.1% 0.00% DBT
2994 Federal National Mortgage Association 31374CND4 Dec 2024 23,226 -4,351 $23K -17.8% 0.00% DBT
2995 United States of America 91282CLJ8 24,000 New $23K 0.00% SN
2996 Federal National Mortgage Association 3140HJWL1 Dec 2024 23,809 -9,579 $23K -29.3% 0.00% DBT
2997 Federal National Mortgage Association 3138Y7DK5 Dec 2024 23,805 -1,096 $23K -8.1% 0.00% DBT
2998 Government National Mortgage Association 36213RXN2 Dec 2024 22,060 -6,106 $23K -22.0% 0.00% DBT
2999 Federal National Mortgage Association 3138MNZN3 Dec 2024 24,327 -1,524 $23K -9.8% 0.00% DBT
3000 GOLDMAN, SACHS & CO. N/A Dec 2024 1 New $23K 0.00% DFE
3001 Government National Mortgage Association 36211SD46 Dec 2024 21,713 -11,541 $22K -34.5% 0.00% DBT
3002 Federal National Mortgage Association 31418DPD8 26,567 New $22K 0.00% DBT
3003 Government National Mortgage Association 36201SJ83 Dec 2024 21,242 -2,938 $22K -12.1% 0.00% DBT
3004 Freddie Mac 3128M4BM4 Dec 2024 21,455 -6,578 $21K -25.6% 0.00% DBT
3005 Federal National Mortgage Association 3138MLCK8 Dec 2024 22,711 -1,492 $21K -10.0% 0.00% DBT
3006 Government National Mortgage Association 36291H2J2 Dec 2024 20,723 -2,753 $21K -11.8% 0.00% DBT
3007 Federal National Mortgage Association 31416B3M8 Dec 2024 20,299 -4,095 $21K -19.3% 0.00% DBT
3008 Freddie Mac 3133A0MT8 Dec 2024 23,896 -3,781 $21K -17.3% 0.00% DBT
3009 Government National Mortgage Association 36290S4M0 Dec 2024 20,242 -12,193 $21K -38.7% 0.00% DBT
3010 Freddie Mac 3128M8W67 Dec 2024 19,437 -5,902 $20K -24.2% 0.00% DBT
3011 Freddie Mac 3128MJ5E6 Dec 2024 20,214 New $20K 0.00% DBT
3012 HCA INC. 404119BU2 Dec 2024 20,000 $20K +1.4% 0.00% DBT
3013 Federal National Mortgage Association 3138XJ4A2 Dec 2024 20,207 -3,124 $20K -16.6% 0.00% DBT
3014 Government National Mortgage Association 36200D7J6 Dec 2024 18,349 -4,470 $19K -19.1% 0.00% DBT
3015 Federal National Mortgage Association 31414L4H8 Dec 2024 19,476 -7,543 $19K -31.1% 0.00% DBT
3016 Freddie Mac 3128K8GM2 Dec 2024 18,744 -2,502 $19K -14.2% 0.00% DBT
3017 Government National Mortgage Association 36225BXX1 Dec 2024 18,183 -7,742 $19K -31.2% 0.00% DBT
3018 CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES 161546HA7 Dec 2024 19,170 -4,454 $19K -20.9% 0.00% ABS-MBS
3019 FLAGSTAR MORTGAGE TRUST 33851HAD5 Dec 2024 18,825 -11,965 $18K -39.1% 0.00% ABS-MBS
3020 Freddie Mac 3132JASV8 Dec 2024 19,240 -10,371 $18K -38.6% 0.00% DBT
3021 Federal National Mortgage Association 31371J2J2 Dec 2024 18,161 -3,890 $18K -17.3% 0.00% DBT
3022 Federal National Mortgage Association 31417GUX2 Dec 2024 19,198 -1,597 $18K -11.5% 0.00% DBT
3023 Federal National Mortgage Association 31418M2N1 Dec 2024 17,031 -5,754 $18K -26.9% 0.00% DBT
3024 Freddie Mac 3132H4AC5 Dec 2024 19,700 -3,169 $18K -17.6% 0.00% DBT
3025 Federal National Mortgage Association 31410GKU6 Dec 2024 17,084 -5,092 $18K -25.2% 0.00% DBT
3026 Government National Mortgage Association 38383LHV5 19,000 New $18K 0.00% DBT
3027 Freddie Mac 3132J92F4 Dec 2024 18,637 -5,862 $18K -28.2% 0.00% DBT
3028 Government National Mortgage Association 36291E7M7 Dec 2024 16,718 -2,313 $17K -11.5% 0.00% DBT
3029 Freddie Mac 3128M7AU0 Dec 2024 16,719 -7,706 $17K -32.8% 0.00% DBT
3030 Government National Mortgage Association 36225B2V9 Dec 2024 16,914 -5,641 $17K -27.2% 0.00% DBT
3031 Freddie Mac 3132H7DU5 Dec 2024 19,115 -4,019 $17K -21.4% 0.00% DBT
3032 Freddie Mac 3133AGNG0 Dec 2024 21,634 -3,092 $17K -17.2% 0.00% DBT
3033 Government National Mortgage Association 36200MY80 Dec 2024 16,430 -5,025 $17K -25.7% 0.00% DBT
3034 Government National Mortgage Association 38383LHT0 18,000 New $17K 0.00% DBT
3035 Freddie Mac 31297BTM4 Dec 2024 15,847 +6,662 $16K +73.2% 0.00% DBT
3036 Government National Mortgage Association 38378D2U8 Dec 2024 195,938 -50,640 $16K -41.2% 0.00% DBT
3037 Government National Mortgage Association 2 36179UCB6 Dec 2024 17,139 -3,539 $16K -20.4% 0.00% DBT
3038 Government National Mortgage Association 36201CMP6 Dec 2024 15,165 -3,894 $16K -21.4% 0.00% DBT
3039 Federal National Mortgage Association 3138WUH30 Dec 2024 16,664 -5,889 $16K -29.6% 0.00% DBT
3040 Freddie Mac 3137FKHV1 Dec 2024 15,596 -24,944 $16K -60.9% 0.00% DBT
3041 Federal National Mortgage Association 31418AVC9 Dec 2024 16,514 -3,489 $15K -20.5% 0.00% DBT
3042 Government National Mortgage Association 36290XPA2 Dec 2024 15,123 -2,834 $15K -16.6% 0.00% DBT
3043 Government National Mortgage Association 36200MYB3 Dec 2024 14,858 -5,290 $15K -28.0% 0.00% DBT
3044 SMB PRIVATE EDUCATION LOAN TRUST 78449GAB5 Dec 2024 15,078 -172,647 $15K -91.7% 0.00% ABS-MBS
3045 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES 92922FBV9 Dec 2024 15,227 -3,405 $15K -11.0% 0.00% ABS-MBS
3046 Freddie Mac 3128K06Q1 Dec 2024 15,062 -4,839 $15K -26.2% 0.00% DBT
3047 Healthcare Realty Holdings, L.P. 42225UAJ3 Dec 2024 15,000 $15K +3.1% 0.00% DBT
3048 STRUCTURED ASSET SECURITIES CORPORATION 86359AG98 Dec 2024 15,484 -9,633 $15K -35.6% 0.00% ABS-MBS
3049 OBX TRUST 67448QAC5 Dec 2024 14,969 -19,350 $15K -55.7% 0.00% ABS-MBS
3050 Government National Mortgage Association 36290SNJ6 Dec 2024 14,109 -2,197 $15K -13.4% 0.00% DBT
3051 Freddie Mac 3133TQU47 Dec 2024 13,738 -3,030 $15K -20.3% 0.00% DBT
3052 Freddie Mac 3128M6F37 Dec 2024 14,268 -1,632 $15K -12.7% 0.00% DBT
3053 GOLDMAN, SACHS & CO. N/A Dec 2024 1 New $14K 0.00% DFE
3054 Federal National Mortgage Association 3138WRJU5 Dec 2024 14,665 -4,422 $14K -26.4% 0.00% DBT
3055 Government National Mortgage Association 36291NZV6 Dec 2024 13,658 -3,199 $14K -19.3% 0.00% DBT
3056 Government National Mortgage Association 36225BVX3 Dec 2024 13,484 -5,702 $14K -30.1% 0.00% DBT
3057 Federal National Mortgage Association 31398GJB6 Dec 2024 13,628 -2,123 $14K -13.2% 0.00% DBT
3058 Federal National Mortgage Association 3138WRXK1 Dec 2024 14,602 -4,724 $14K -28.4% 0.00% DBT
3059 Federal National Mortgage Association 3138WVAJ0 Dec 2024 14,357 -3,879 $13K -25.5% 0.00% DBT
3060 Government National Mortgage Association 36200M5B5 Dec 2024 12,749 -1,897 $13K -12.4% 0.00% DBT
3061 Freddie Mac 3132JASY2 Dec 2024 13,679 -2,397 $13K -18.7% 0.00% DBT
3062 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES 92922FEB0 Dec 2024 13,400 -5,573 $13K -27.0% 0.00% ABS-MBS
3063 Federal National Mortgage Association 31418AJX7 Dec 2024 13,917 -2,973 $13K -21.2% 0.00% DBT
3064 Government National Mortgage Association 2 3617HCQV8 Dec 2024 12,834 -456 $13K -6.4% 0.00% DBT
3065 Government National Mortgage Association 2 36179SEH6 Dec 2024 13,844 New $13K 0.00% DBT
3066 Government National Mortgage Association 36213UHN3 Dec 2024 12,001 -7,039 $13K -36.1% 0.00% DBT
3067 Federal National Mortgage Association 3136ASQR0 Dec 2024 12,522 -40,729 $12K -76.1% 0.00% DBT
3068 Freddie Mac 3128KEMX8 Dec 2024 11,905 -1,081 $12K -8.4% 0.00% DBT
3069 Freddie Mac 31287NCG1 Dec 2024 11,990 -3,691 $12K -24.3% 0.00% DBT
3070 Government National Mortgage Association 36200KHS9 Dec 2024 11,967 -7,282 $12K -38.0% 0.00% DBT
3071 Government National Mortgage Association 36200NMR9 Dec 2024 11,656 -4,296 $12K -26.9% 0.00% DBT
3072 Freddie Mac 3132H35A7 Dec 2024 13,187 -4,721 $12K -29.4% 0.00% DBT
3073 Government National Mortgage Association 36241KN53 Dec 2024 11,482 -4,020 $12K -27.3% 0.00% DBT
3074 Government National Mortgage Association 36213H7K9 Dec 2024 11,588 -8,545 $12K -42.7% 0.00% DBT
3075 Government National Mortgage Association 36206UCQ0 Dec 2024 11,340 -1,696 $12K -12.0% 0.00% DBT
3076 Government National Mortgage Association 38374DJA8 Dec 2024 243,843 -81,098 $12K -10.7% 0.00% DBT
3077 Freddie Mac 3132H32K8 Dec 2024 12,843 -3,151 $12K -23.2% 0.00% DBT
3078 Government National Mortgage Association 36213UNP1 Dec 2024 10,897 -1,522 $11K -12.4% 0.00% DBT
3079 Freddie Mac 31287UYW6 Dec 2024 11,106 -2,261 $11K -16.9% 0.00% DBT
3080 SMB PRIVATE EDUCATION LOAN TRUST 78449KAC4 Dec 2024 11,049 -160,210 $11K -93.5% 0.00% ABS-MBS
3081 Government National Mortgage Association 36290SNK3 Dec 2024 10,595 -1,688 $11K -14.0% 0.00% DBT
3082 Federal National Mortgage Association 31418MZT2 Dec 2024 10,340 -3,237 $11K -27.3% 0.00% DBT
3083 Government National Mortgage Association 36200NM40 Dec 2024 10,366 -1,375 $11K -11.2% 0.00% DBT
3084 GOLDMAN, SACHS & CO. N/A Dec 2024 1 New $11K 0.00% DFE
3085 Government National Mortgage Association 36241KBB3 Dec 2024 9,919 -4,253 $10K -31.3% 0.00% DBT
3086 HUDSON PACIFIC PROPERTIES, L.P. 44409MAC0 15,000 New $10K 0.00% DBT
3087 Government National Mortgage Association 36225BDT2 Dec 2024 9,930 -6,807 $10K -40.8% 0.00% DBT
3088 Government National Mortgage Association 36291PV60 Dec 2024 9,618 -4,224 $10K -30.6% 0.00% DBT
3089 Government National Mortgage Association 36290RXX6 Dec 2024 9,817 -1,659 $10K -15.6% 0.00% DBT
3090 TIME WARNER CABLE, LLC 88732JAU2 Dec 2024 10,000 $10K -0.5% 0.00% DBT
3091 Freddie Mac 31288KAB9 Dec 2024 9,726 -3,144 $10K -24.7% 0.00% DBT
3092 MORGAN STANLEY 6174468G7 Dec 2024 10,000 $10K +0.9% 0.00% DBT
3093 Government National Mortgage Association 36290YVQ8 Dec 2024 9,490 -2,685 $10K -23.0% 0.00% DBT
3094 Government National Mortgage Association 36202SXK9 Dec 2024 9,434 -3,754 $10K -30.9% 0.00% DBT
3095 Government National Mortgage Association 36213UKM1 Dec 2024 9,254 -3,773 $10K -28.2% 0.00% DBT
3096 Government National Mortgage Association 36225BDE5 Dec 2024 9,334 -8,054 $9K -45.7% 0.00% DBT
3097 Government National Mortgage Association 36291QEY6 Dec 2024 9,213 -1,157 $9K -11.4% 0.00% DBT
3098 Government National Mortgage Association 36202T6X9 Dec 2024 8,986 -1,373 $9K -13.0% 0.00% DBT
3099 Federal National Mortgage Association 31396LQG8 Dec 2024 188,059 -33,531 $9K -12.9% 0.00% DBT
3100 Government National Mortgage Association 36201EJS0 Dec 2024 8,779 -3,040 $9K -26.0% 0.00% DBT
3101 Government National Mortgage Association 36225BYC6 Dec 2024 8,621 -3,727 $9K -31.6% 0.00% DBT
3102 Government National Mortgage Association 36225B7K8 Dec 2024 8,611 -2,971 $9K -27.1% 0.00% DBT
3103 GOLDMAN, SACHS & CO. N/A Dec 2024 1 New $9K 0.00% DFE
3104 Government National Mortgage Association 36213FF24 Dec 2024 8,359 -2,957 $9K -26.1% 0.00% DBT
3105 Government National Mortgage Association 36225BMN5 Dec 2024 8,383 -6,465 $9K -43.7% 0.00% DBT
3106 Government National Mortgage Association 36290SLF6 Dec 2024 8,240 -3,082 $8K -28.5% 0.00% DBT
3107 Government National Mortgage Association 36225BPM4 Dec 2024 8,169 -4,598 $8K -37.2% 0.00% DBT
3108 Federal National Mortgage Association 31418ALB2 Dec 2024 8,692 -1,798 $8K -20.3% 0.00% DBT
3109 Government National Mortgage Association 2 36179SB89 Dec 2024 9,190 New $8K 0.00% DBT
3110 Government National Mortgage Association 36291GUQ7 Dec 2024 8,088 -1,137 $8K -12.4% 0.00% DBT
3111 Government National Mortgage Association 36291ETX9 Dec 2024 7,981 -18,244 $8K -69.7% 0.00% DBT
3112 Government National Mortgage Association 36241KF78 Dec 2024 7,740 -2,040 $8K -21.6% 0.00% DBT
3113 Government National Mortgage Association 36291TBR8 Dec 2024 7,839 -2,862 $8K -28.0% 0.00% DBT
3114 Government National Mortgage Association 36225BWG9 Dec 2024 7,757 -3,181 $8K -30.5% 0.00% DBT
3115 Government National Mortgage Association 36241KD47 Dec 2024 7,812 -3,227 $8K -29.8% 0.00% DBT
3116 Government National Mortgage Association 36210RW63 Dec 2024 7,650 -2,777 $8K -29.2% 0.00% DBT
3117 Government National Mortgage Association 36201TJZ1 Dec 2024 7,649 -13,328 $8K -63.9% 0.00% DBT
3118 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES 92922FNJ3 Dec 2024 8,490 -2,381 $8K -20.5% 0.00% ABS-MBS
3119 Government National Mortgage Association 36292CN59 Dec 2024 7,067 -5,667 $7K -44.2% 0.00% DBT
3120 Government National Mortgage Association 36241KDR6 Dec 2024 7,018 -3,530 $7K -33.8% 0.00% DBT
3121 Government National Mortgage Association 36208YC49 Dec 2024 7,048 -2,497 $7K -26.6% 0.00% DBT
3122 Government National Mortgage Association 36200RYS5 Dec 2024 6,842 -1,311 $7K -16.4% 0.00% DBT
3123 AMSPEC PARENT 12/24 DELAYED TL N/A Dec 2024 6,929 New $7K 0.00% LON
3124 Federal National Mortgage Association 31418DVB5 Dec 2024 9,385 -1,985,526 $7K -99.6% 0.00% DBT
3125 Government National Mortgage Association 36290VUM4 Dec 2024 6,741 -859 $7K -11.4% 0.00% DBT
3126 Government National Mortgage Association 36200E7K1 Dec 2024 6,642 -778 $7K -10.2% 0.00% DBT
3127 Government National Mortgage Association 36212QV80 Dec 2024 6,796 -4,404 $7K -39.2% 0.00% DBT
3128 Government National Mortgage Association 36290S7D7 Dec 2024 6,488 -1,928 $7K -23.1% 0.00% DBT
3129 Government National Mortgage Association 36213UV31 Dec 2024 6,438 -1,903 $7K -23.1% 0.00% DBT
3130 Government National Mortgage Association 36202VYM7 Dec 2024 6,410 -1,172 $7K -15.7% 0.00% DBT
3131 Government National Mortgage Association 36212MV30 Dec 2024 6,240 -1,667 $6K -21.6% 0.00% DBT
3132 Government National Mortgage Association 36225BW38 Dec 2024 6,247 -1,706 $6K -23.5% 0.00% DBT
3133 Government National Mortgage Association 36291J3Q1 Dec 2024 6,002 -1,085 $6K -14.9% 0.00% DBT
3134 GSR MORTGAGE LOAN TRUST 36242DCH4 Dec 2024 6,132 -1,336 $6K -17.6% 0.00% ABS-MBS
3135 Government National Mortgage Association 36291BRJ8 Dec 2024 5,776 -5,093 $6K -46.6% 0.00% DBT
3136 Freddie Mac 3128K66R6 Dec 2024 5,935 -2,066 $6K -27.9% 0.00% DBT
3137 GOLDMAN, SACHS & CO. N/A Dec 2024 1 New $6K 0.00% DFE
3138 Government National Mortgage Association 36213UQX1 Dec 2024 5,524 -1,083 $6K -15.9% 0.00% DBT
3139 Government National Mortgage Association 36241KFR4 Dec 2024 5,438 -3,886 $6K -41.6% 0.00% DBT
3140 Freddie Mac 3132H3UX9 Dec 2024 6,139 -417 $6K -10.5% 0.00% DBT
3141 Government National Mortgage Association 36200M5A7 Dec 2024 5,473 -4,642 $6K -46.1% 0.00% DBT
3142 Government National Mortgage Association 36210A2E6 Dec 2024 5,371 -3,008 $6K -36.0% 0.00% DBT
3143 Government National Mortgage Association 36200MYK3 Dec 2024 5,370 -1,778 $5K -26.7% 0.00% DBT
3144 Government National Mortgage Association 36225BPP7 Dec 2024 5,416 -3,587 $5K -40.1% 0.00% DBT
3145 STRUCTURED ASSET SECURITIES CORPORATION 86359BBS9 Dec 2024 5,589 -5,453 $5K -45.6% 0.00% ABS-MBS
3146 Government National Mortgage Association 36213LLA6 Dec 2024 5,072 -1,916 $5K -27.7% 0.00% DBT
3147 Government National Mortgage Association 36291ETV3 Dec 2024 5,045 -1,768 $5K -26.1% 0.00% DBT
3148 Freddie Mac 3132XCSA4 Dec 2024 5,472 New $5K 0.00% DBT
3149 Government National Mortgage Association 38376FLM2 Dec 2024 102,043 -69,925 $5K -33.7% 0.00% DBT
3150 Government National Mortgage Association 36291LD44 Dec 2024 4,935 -820 $5K -14.4% 0.00% DBT
3151 Government National Mortgage Association 36208WEK5 Dec 2024 4,850 -2,929 $5K -37.4% 0.00% DBT
3152 GOLDMAN, SACHS & CO. N/A Dec 2024 1 New $5K 0.00% DFE
3153 Government National Mortgage Association 36212M5Q8 Dec 2024 4,879 -975 $5K -16.6% 0.00% DBT
3154 Government National Mortgage Association 36213R5Q6 Dec 2024 4,827 -3,744 $5K -44.8% 0.00% DBT
3155 Government National Mortgage Association 36208PXS2 Dec 2024 4,701 -3,132 $5K -39.8% 0.00% DBT
3156 Government National Mortgage Association 36225BV70 Dec 2024 4,725 -2,274 $5K -32.9% 0.00% DBT
3157 Government National Mortgage Association 36225BNA2 Dec 2024 4,664 -2,152 $5K -32.4% 0.00% DBT
3158 Government National Mortgage Association 36200FPF9 Dec 2024 4,645 -711 $5K -13.4% 0.00% DBT
3159 Government National Mortgage Association 2 36202FMC7 Dec 2024 4,725 -1,134 $5K -21.8% 0.00% DBT
3160 MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED 589929W61 Dec 2024 4,964 -771 $5K -9.9% 0.00% ABS-MBS
3161 Freddie Mac 3132DQU53 6,293 New $5K 0.00% DBT
3162 Freddie Mac 3128MJC57 Dec 2024 4,716 -1,218 $5K -23.5% 0.00% DBT
3163 Federal National Mortgage Association 3140KNKS6 5,550 New $4K 0.00% DBT
3164 J.P. MORGAN MORTGAGE TRUST 466247K93 Dec 2024 4,374 -4,334 $4K -48.4% 0.00% ABS-MBS
3165 Federal National Mortgage Association 31385JET1 Dec 2024 3,968 -8,781 $4K -67.9% 0.00% DBT
3166 Government National Mortgage Association 36211EKT4 Dec 2024 3,942 -1,939 $4K -33.0% 0.00% DBT
3167 Government National Mortgage Association 36200MWY5 Dec 2024 3,994 -3,868 $4K -49.3% 0.00% DBT
3168 Freddie Mac 31292HNH3 Dec 2024 3,809 -2,312 $4K -38.7% 0.00% DBT
3169 Government National Mortgage Association 36213FF81 Dec 2024 3,821 -1,195 $4K -24.7% 0.00% DBT
3170 CSMC MORTGAGE BACKED TRUST 12662TAA8 Dec 2024 3,685 -1,368,513 $4K -99.7% 0.00% ABS-MBS
3171 Freddie Mac 31298VSX6 Dec 2024 3,794 -1,659 $4K -30.5% 0.00% DBT
3172 Government National Mortgage Association 36201MQM7 Dec 2024 3,713 -1,567 $4K -30.5% 0.00% DBT
3173 Government National Mortgage Association 36207KN97 Dec 2024 3,671 -1,214 $4K -25.5% 0.00% DBT
3174 Government National Mortgage Association 36225BWZ7 Dec 2024 3,565 -1,394 $4K -29.5% 0.00% DBT
3175 Government National Mortgage Association 36291NNY3 Dec 2024 3,558 -809 $4K -18.4% 0.00% DBT
3176 Government National Mortgage Association 36201XAE8 Dec 2024 3,557 -830 $4K -20.2% 0.00% DBT
3177 Government National Mortgage Association 36290YYD4 Dec 2024 3,546 -498 $4K -12.6% 0.00% DBT
3178 BEAR STEARNS ARM TRUST 07384MM66 Dec 2024 3,868 -293 $4K -4.7% 0.00% ABS-MBS
3179 Government National Mortgage Association 2 36202FHY5 Dec 2024 3,579 -802 $4K -20.8% 0.00% DBT
3180 Government National Mortgage Association 36291K6G7 Dec 2024 3,474 -429 $4K -11.1% 0.00% DBT
3181 Government National Mortgage Association 36201YGF7 Dec 2024 3,429 -3,089 $3K -47.5% 0.00% DBT
3182 CHASE MORTGAGE FINANCE CORPORATION 161630AG3 Dec 2024 3,600 -2,453 $3K -38.8% 0.00% ABS-MBS
3183 Government National Mortgage Association 36200NEQ0 Dec 2024 3,247 -1,360 $3K -29.9% 0.00% DBT
3184 Federal National Mortgage Association 31384LWG5 Dec 2024 3,140 -5,920 $3K -64.2% 0.00% DBT
3185 Government National Mortgage Association 36212U2D2 Dec 2024 3,066 -755 $3K -20.7% 0.00% DBT
3186 Government National Mortgage Association 36291N4J7 Dec 2024 3,021 -1,874 $3K -38.1% 0.00% DBT
3187 Government National Mortgage Association 36225BZ92 Dec 2024 3,021 -500 $3K -16.4% 0.00% DBT
3188 Government National Mortgage Association 36225BTQ1 Dec 2024 2,981 -1,254 $3K -31.0% 0.00% DBT
3189 Government National Mortgage Association 36200Q3L6 Dec 2024 2,996 -2,051 $3K -41.2% 0.00% DBT
3190 Government National Mortgage Association 36241KA65 Dec 2024 2,908 -1,169 $3K -30.7% 0.00% DBT
3191 Government National Mortgage Association 36207EJM7 Dec 2024 2,913 -407 $3K -12.4% 0.00% DBT
3192 SALOMON BROTHERS MORTGAGE SECURITIES VII INCORPORATED 79549AYG8 Dec 2024 2,836 -470 $3K -10.2% 0.00% ABS-MBS
3193 CHASE MORTGAGE FINANCE CORPORATION 161630AY4 Dec 2024 2,653 -621 $3K -14.1% 0.00% ABS-MBS
3194 Government National Mortgage Association 36200HF66 Dec 2024 2,564 -440 $3K -15.5% 0.00% DBT
3195 Government National Mortgage Association 36200RWZ1 Dec 2024 2,297 -4,880 $2K -68.9% 0.00% DBT
3196 CHASE MORTGAGE FINANCE CORPORATION 16163LAA0 Dec 2024 2,291 -2,288 $2K -46.8% 0.00% ABS-MBS
3197 Government National Mortgage Association 36213XRR7 Dec 2024 2,120 -411 $2K -20.5% 0.00% DBT
3198 Government National Mortgage Association 36213UC73 Dec 2024 2,079 -2,908 $2K -59.0% 0.00% DBT
3199 Freddie Mac 31292HLW2 Dec 2024 2,071 -3,414 $2K -63.4% 0.00% DBT
3200 Government National Mortgage Association 36202W2X6 Dec 2024 2,058 -3,299 $2K -61.9% 0.00% DBT
3201 Government National Mortgage Association 36201DAB8 Dec 2024 2,038 -889 $2K -30.7% 0.00% DBT
3202 Government National Mortgage Association 36200MW25 Dec 2024 2,041 -793 $2K -28.4% 0.00% DBT
3203 Government National Mortgage Association 36291AT66 Dec 2024 1,967 -331 $2K -14.6% 0.00% DBT
3204 Government National Mortgage Association 2 3617JGSP8 Dec 2024 2,027 -5,165 $2K -71.9% 0.00% DBT
3205 Federal National Mortgage Association 3136A35F4 Dec 2024 1,844 -2,390 $2K -56.5% 0.00% DBT
3206 Government National Mortgage Association 36291FAT5 Dec 2024 1,805 -7,575 $2K -80.9% 0.00% DBT
3207 Government National Mortgage Association 36213YP63 Dec 2024 1,793 -1,453 $2K -45.4% 0.00% DBT
3208 Federal National Mortgage Association 31419KXG5 Dec 2024 1,864 -171 $2K -10.5% 0.00% DBT
3209 Government National Mortgage Association 36213JLM5 Dec 2024 1,733 -362 $2K -17.9% 0.00% DBT
3210 Government National Mortgage Association 36201YQ82 Dec 2024 1,667 -247 $2K -12.9% 0.00% DBT
3211 Government National Mortgage Association 36200WJU6 Dec 2024 1,633 -331 $2K -15.7% 0.00% DBT
3212 Government National Mortgage Association 36225BB31 Dec 2024 1,605 -1,834 $2K -53.5% 0.00% DBT
3213 Government National Mortgage Association 36210KLT0 Dec 2024 1,538 -553 $2K -25.8% 0.00% DBT
3214 Federal National Mortgage Association 3140L6ML5 Dec 2024 2,131 -749,447 $2K -99.7% 0.00% DBT
3215 Freddie Mac 3133C6R43 1,567 New $2K 0.00% DBT
3216 Government National Mortgage Association 36212S5T9 Dec 2024 1,485 -5,659 $1K -79.5% 0.00% DBT
3217 Freddie Mac 3128K5T93 Dec 2024 1,506 -361 $1K -22.3% 0.00% DBT
3218 Government National Mortgage Association 36290VVJ0 Dec 2024 1,388 -195 $1K -11.9% 0.00% DBT
3219 Government National Mortgage Association 36201EHR4 Dec 2024 1,393 -221 $1K -13.0% 0.00% DBT
3220 Government National Mortgage Association 36291SNL0 Dec 2024 1,395 -480 $1K -25.8% 0.00% DBT
3221 Freddie Mac 3137H2H31 Dec 2024 1,648 -365,900 $1K -99.6% 0.00% DBT
3222 GOLDMAN, SACHS & CO. N/A Dec 2024 1 New $1K 0.00% DFE
3223 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES 9292275C6 Dec 2024 1,334 -1,451 $1K -53.5% 0.00% ABS-MBS
3224 Government National Mortgage Association 36225BUH9 Dec 2024 1,186 -413 $1K -27.6% 0.00% DBT
3225 Government National Mortgage Association 36213XL51 Dec 2024 1,194 -1,818 $1K -60.8% 0.00% DBT
3226 GSR MORTGAGE LOAN TRUST 3622MPAN8 Dec 2024 715 -851 $1K -38.8% 0.00% ABS-MBS
3227 Government National Mortgage Association 36200QWM2 Dec 2024 1,141 -439 $1K -29.2% 0.00% DBT
3228 Government National Mortgage Association 36211RXF1 Dec 2024 1,084 -279 $1K -20.4% 0.00% DBT
3229 MASTR RESECURITIZATION TRUST 576435BB6 Dec 2024 1,436 -328 $1K +0.9% 0.00% DBT
3230 Government National Mortgage Association 36201YHU3 Dec 2024 1,060 -147 $1K -12.3% 0.00% DBT
3231 Government National Mortgage Association 38378BF61 Dec 2024 319,772 -25,265 $1K +4.9% 0.00% DBT
3232 Government National Mortgage Association 36209LK96 Dec 2024 1,056 -872 $1K -46.4% 0.00% DBT
3233 Government National Mortgage Association 36201S5C9 Dec 2024 861 -198 $902 -18.2% 0.00% DBT
3234 PRIME MORTGAGE TRUST 74160MDQ2 Dec 2024 1,022 -766 $853 -36.1% 0.00% DBT
3235 Government National Mortgage Association 36200XVL0 Dec 2024 796 -174 $827 -17.9% 0.00% DBT
3236 Federal National Mortgage Association 3140QQDT9 Dec 2024 867 -1,804,070 $817 -100.0% 0.00% DBT
3237 Government National Mortgage Association 36291LW84 Dec 2024 791 -98 $804 -11.3% 0.00% DBT
3238 Freddie Mac 31297QBV0 Dec 2024 807 -186 $781 -21.8% 0.00% DBT
3239 Government National Mortgage Association 36200NSR3 Dec 2024 690 -134 $696 -17.2% 0.00% DBT
3240 Government National Mortgage Association 36211Q4T5 Dec 2024 644 -107 $665 -13.8% 0.00% DBT
3241 Government National Mortgage Association 36213JKR5 Dec 2024 620 -1,026 $627 -63.0% 0.00% DBT
3242 Freddie Mac 31397HKD9 Dec 2024 741 -130 $591 -12.9% 0.00% DBT
3243 Government National Mortgage Association 36225BME5 Dec 2024 519 -296 $533 -36.0% 0.00% DBT
3244 Government National Mortgage Association 36210EJC4 Dec 2024 527 -930 $533 -64.5% 0.00% DBT
3245 Government National Mortgage Association 36291AR35 Dec 2024 503 -84 $507 -15.2% 0.00% DBT
3246 Freddie Mac 3133C17L8 495 New $498 0.00% DBT
3247 Government National Mortgage Association 36213UWG1 Dec 2024 488 -158 $497 -24.5% 0.00% DBT
3248 Government National Mortgage Association 36201VCJ9 Dec 2024 460 -88 $463 -17.2% 0.00% DBT
3249 Government National Mortgage Association 36202SAY4 Dec 2024 446 -82 $462 -14.2% 0.00% DBT
3250 Freddie Mac 3133C9GR8 405 New $410 0.00% DBT
3251 Government National Mortgage Association 36210BD85 Dec 2024 391 -199 $405 -33.4% 0.00% DBT
3252 Government National Mortgage Association 36210XV53 Dec 2024 335 -946 $339 -74.0% 0.00% DBT
3253 Government National Mortgage Association 36213R2Y2 Dec 2024 299 -42 $304 -12.7% 0.00% DBT
3254 Government National Mortgage Association 36291APB9 Dec 2024 245 -36 $251 -12.2% 0.00% DBT
3255 Government National Mortgage Association 36200YPD3 Dec 2024 236 -165 $245 -41.1% 0.00% DBT
3256 Government National Mortgage Association 2 3620AHMN0 Dec 2024 218 -380 $208 -63.2% 0.00% DBT
3257 GOLDMAN, SACHS & CO. N/A Dec 2024 1 New $176 0.00% DFE
3258 Government National Mortgage Association 36225BXK9 Dec 2024 151 -89 $154 -37.6% 0.00% DBT
3259 Government National Mortgage Association 36225BET1 Dec 2024 128 -109 $130 -46.2% 0.00% DBT
3260 Government National Mortgage Association 36210BHA6 Dec 2024 106 -43 $109 -29.1% 0.00% DBT
3261 Freddie Mac 31283HLH6 Dec 2024 77 -38 $80 -32.7% 0.00% DBT
3262 COMM MORTGAGE TRUST 200474BD5 Dec 2024 1,754,850 -3,481,360 $18 -100.0% 0.00% DBT
3263 Federal National Mortgage Association 31378CTK8 Dec 2024 0 -28,882 $0 -100.0% 0.00% DBT
3264 Freddie Mac 3133KLBG1 0 New $0 0.00% DBT
3265 Bundesrepublik Deutschland FGBXH5 Dec 2024 -6 New $-824338 -0.02% DIR
3266 United Kingdom of Great Britain and Northern Ireland FLGH5 Dec 2024 -8 New $-925871 -0.03% DIR
3267 Bundesrepublik Deutschland FGBMH5 Dec 2024 -13 New $-1586568 -0.05% DIR
3268 Bundesrepublik Deutschland FGBLH5 Dec 2024 -21 New $-2901711 -0.08% DIR
3269 United States of America 1TNH25 Dec 2024 -97 New $-10797312 -0.31% DIR
3270 United States of America USH25 Dec 2024 -238 New $-27094812 -0.79% DIR
3271 United States of America 1TNH25 Dec 2024 -285 New $-31724062 -0.92% DIR
3272 United States of America 1TNH25 Dec 2024 -413 New $-45972062 -1.33% DIR
United States of America 91282CGR6 44,670,000 Exited $45.7M
United States of America 91282CGT2 44,560,000 Exited $44.6M
Federal National Mortgage Association 01F022659 40,025,000 Exited $34.5M
Federal National Mortgage Association 01F030652 26,300,000 Exited $23.6M
Federal National Mortgage Association 01F020653 25,800,000 Exited $21.3M
United States of America 912796X53 21,475,000 Exited $21.3M
Federal National Mortgage Association 01F040651 20,450,000 Exited $19.6M
Federal National Mortgage Association 01F020646 20,450,000 Exited $16.9M
United States of America 912797FY8 16,415,000 Exited $16.2M
United States of America 9128282A7 14,437,000 Exited $13.4M
Government National Mortgage Association 2 21H022655 14,450,000 Exited $12.7M
United States of America 912796Z51 12,950,000 Exited $12.7M
United States of America 912796W47 12,160,000 Exited $12.1M
Government National Mortgage Association 2 21H040640 11,225,000 Exited $10.8M
United States of America 91282CEZ0 10,329,000 Exited $10.6M
United States of America 9128282L3 10,390,000 Exited $10.4M
Federal National Mortgage Association 01F032658 10,800,000 Exited $10.0M
United States of America 912796ZZ5 10,015,000 Exited $9.9M
United States of America 912810TL2 8,845,000 Exited $9.4M
United States of America 912796Y37 9,199,000 Exited $9.1M
United States of America 912796YV5 9,030,000 Exited $9.0M
United States of America 912797FF9 8,930,000 Exited $8.9M
United States of America 912810SP4 14,650,000 Exited $8.8M
United States of America 91282CFP1 8,515,000 Exited $8.6M
United States of America 91282CAD3 9,400,000 Exited $8.2M
United States of America 91282CEW7 7,385,000 Exited $7.3M
Credit Suisse Group AG 225401AZ1 7,055,000 Exited $7.2M
United States of America 912796ZF9 7,105,000 Exited $7.1M
United States of America 91282CGG0 7,050,000 Exited $7.0M
United States of America 912810SN9 12,020,000 Exited $7.0M
United States of America 912810SU3 9,680,000 Exited $6.6M
Federal National Mortgage Association 31418EBJ8 7,358,736 Exited $6.3M
United States of America 91282CCF6 6,938,000 Exited $6.3M
Federal National Mortgage Association 31418D6K3 7,484,319 Exited $6.1M
Government National Mortgage Association 2 21H022648 6,800,000 Exited $6.0M
United States of America 912810TJ7 6,753,000 Exited $5.9M
United States of America 91282CEY3 6,000,000 Exited $5.9M
United States of America 912796Y29 5,940,000 Exited $5.9M
Government National Mortgage Association 2 21H042646 5,750,000 Exited $5.7M
Federal National Mortgage Association 3140XHDY0 5,374,415 Exited $4.9M
United States of America 912810SS8 7,670,000 Exited $4.9M
United States of America 912828U24 5,213,000 Exited $4.9M
United States of America 9128283W8 5,009,000 Exited $4.8M
Federal National Mortgage Association 01F060659 4,700,000 Exited $4.8M
Freddie Mac 3132XCR64 5,009,946 Exited $4.7M
United States of America 91282CEN7 4,880,000 Exited $4.7M
Federal National Mortgage Association 01F050643 4,700,000 Exited $4.7M
SMALL BUSINESS ADMINISTRATION GTD 83162CQ22 4,784,892 Exited $4.6M
MORGAN STANLEY 61747YEG6 4,860,000 Exited $4.5M
Federal National Mortgage Association 01F022642 5,142,037 Exited $4.4M
Federal National Mortgage Association 3140XG7B9 4,430,293 Exited $4.2M
United States of America 912828R36 4,510,000 Exited $4.2M
Government National Mortgage Association 2 21H052645 4,000,000 Exited $4.0M
United States of America 912810TN8 4,022,000 Exited $4.0M
Freddie Mac 3132DWAM5 5,039,864 Exited $4.0M
United States of America 912796ZE2 3,985,000 Exited $4.0M
Government National Mortgage Association 2 21H050649 3,900,000 Exited $3.9M
Federal National Mortgage Association 3135G04Z3 4,215,000 Exited $3.9M
Freddie Mac 3133KYWE5 4,517,399 Exited $3.9M
JPMORGAN CHASE & CO. 46647PCK0 4,070,000 Exited $3.9M
NATIONWIDE MUTUAL INSURANCE COMPANY 638671AJ6 3,735,000 Exited $3.7M
BX COMMERCIAL MORTGAGE TRUST 056054AA7 3,740,717 Exited $3.7M
Government National Mortgage Association 2 21H060655 3,600,000 Exited $3.7M
United States of America 912810TQ1 3,590,000 Exited $3.6M
Freddie Mac 3132DWAD5 4,465,688 Exited $3.5M
CITIGROUP INC. 17327CAQ6 4,065,000 Exited $3.4M
Federal National Mortgage Association 01F042657 3,500,000 Exited $3.4M
CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 12515GAF4 3,843,000 Exited $3.4M
United States of America 91282CES6 3,582,000 Exited $3.4M
United States of America 91282CGH8 3,385,000 Exited $3.4M
THE GOLDMAN SACHS GROUP, INC. 38141GZE7 3,465,000 Exited $3.4M
AIG CLO 00141UAC7 3,400,000 Exited $3.4M
Government National Mortgage Association 2 36179WNF1 3,541,875 Exited $3.2M
Federal National Mortgage Association 31418D2V3 3,683,582 Exited $3.2M
Federal National Mortgage Association 3138ENSP5 3,481,257 Exited $3.2M
ROCKFORD TOWER CLO 77341GAJ9 3,150,000 Exited $3.1M
FIRSTKEY HOMES TRUST 33767JAA0 3,377,208 Exited $3.1M
Republica Federativa do Brasil 105756BZ2 3,090,000 Exited $3.0M
United States of America 91282CGQ8 2,940,000 Exited $3.0M
AerCap Ireland Capital Designated Activity Company 00774MAT2 3,112,000 Exited $3.0M
SANTANDER UK GROUP HOLDINGS PLC 80281LAJ4 3,050,000 Exited $3.0M
RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. 75156MAD7 3,123,330 Exited $3.0M
United States of America 91282CAZ4 3,245,000 Exited $3.0M
United States of America 91282CEB3 3,246,000 Exited $2.9M
United States of America 9128284M9 3,009,000 Exited $2.9M
Government National Mortgage Association 2 21H032647 3,100,000 Exited $2.9M
United States of America 912828Z78 3,140,000 Exited $2.9M
HSBC HOLDINGS PLC 404280CL1 3,230,000 Exited $2.8M
Government National Mortgage Association 2 36179TAL9 2,832,331 Exited $2.8M
NEW ECONOMY ASSETS PHASE I SPONSOR LLC 643821AB7 3,245,000 Exited $2.8M
NAVIENT STUDENT LOAN TRUST 63940JAC3 2,785,747 Exited $2.8M
Federal National Mortgage Association 01F020448 3,047,000 Exited $2.7M
Republica Federativa do Brasil 105756BW9 3,400,000 Exited $2.7M
United States of America 912796ZG7 2,660,000 Exited $2.6M
SMALL BUSINESS ADMINISTRATION GTD 83162CQ48 2,746,580 Exited $2.6M
Federal National Mortgage Association 3140XHG76 2,742,938 Exited $2.6M
AVIS BUDGET RENTAL CAR FUNDING 05377RDY7 2,800,000 Exited $2.6M
SOUTHWICK PARK CLO LTD 846031AN2 2,610,000 Exited $2.6M
United States of America 91282CEV9 2,594,000 Exited $2.5M
WarnerMedia Holdings, Inc. 55903VAQ6 3,060,000 Exited $2.5M
BEAR STEARNS ASSET BACKED SECURITIES INC 073879CU0 2,598,900 Exited $2.5M
AT&T INC. 00206RDR0 2,420,000 Exited $2.4M
GOLDENTREE LOAN OPPORTUNITIES LIMITED 38123HAN4 2,423,267 Exited $2.4M
BANK OF AMERICA CORPORATION 06051GKE8 2,562,000 Exited $2.4M
FORD CREDIT AUTO OWNER TRUST 34535QAA3 2,384,000 Exited $2.4M
BRAZOS STUDENT LOAN FINANCE CORPORATION 10620NCE6 2,401,422 Exited $2.4M
Credit Suisse Group AG 225401AT5 2,825,000 Exited $2.4M
United States of America 91282CGU9 2,379,000 Exited $2.4M
Federal National Mortgage Association 01F022444 2,546,211 Exited $2.4M
SANTANDER UK GROUP HOLDINGS PLC 80281LAN5 2,475,000 Exited $2.3M
CITIBANK CREDIT CARD ISSUANCE TRUST 17305EGE9 2,340,000 Exited $2.3M
MF1 LTD 55284JAA7 2,380,000 Exited $2.3M
COMM MORTGAGE TRUST 12626LAE2 2,331,000 Exited $2.3M
Federal National Mortgage Association 31418D2K7 2,934,711 Exited $2.3M
Federal National Mortgage Association 3140QMT79 2,620,538 Exited $2.3M
United States of America 912810TD0 3,057,000 Exited $2.3M
United States of America 91282CDL2 2,552,000 Exited $2.3M
Federal National Mortgage Association 31418D5F5 2,759,498 Exited $2.3M
CFK TRUST 12529AAL8 2,960,000 Exited $2.3M
CFK TRUST 12529AAJ3 2,840,000 Exited $2.2M
INTESA SANPAOLO SPA 46115HAT4 2,320,000 Exited $2.2M
BX COMMERCIAL MORTGAGE TRUST 056054AJ8 2,303,500 Exited $2.2M
Federal National Mortgage Association 3140QGV79 2,365,408 Exited $2.2M
Government National Mortgage Association 2 21H030641 2,400,000 Exited $2.2M
GS MORTGAGE SECURITIES CORPORATION TRUST 36255TAA0 2,627,264 Exited $2.2M
IMPERIAL BRANDS FINANCE PLC 45262BAA1 2,250,000 Exited $2.2M
Cooperatieve Rabobank U.A. 74977RDS0 2,147,000 Exited $2.2M
FORD CREDIT AUTO OWNER TRUST 34528EAA9 2,218,000 Exited $2.1M
JPMORGAN CHASE & CO. 46647PCT1 2,285,000 Exited $2.1M
SOUTHERN COPPER CORPORATION 84265VAG0 2,220,000 Exited $2.1M
PROGRESS RESIDENTIAL MASTER TRUST 74333VAA2 2,379,665 Exited $2.1M
NELNET STUDENT LOAN CORPORATION 64033MAB4 2,155,000 Exited $2.1M
AMMC CLO LIMITED 00176DAQ2 2,117,562 Exited $2.1M
Freddie Mac 3132DNGD9 2,516,557 Exited $2.1M
United States of America 912803FJ7 5,380,000 Exited $2.1M
Federal National Mortgage Association 3140FXTC6 2,431,646 Exited $2.0M
NTT FINANCE CORPORATION 62954WAC9 2,250,000 Exited $2.0M
AREIT LTD. 00217VAA8 2,050,000 Exited $2.0M
Government National Mortgage Association 2 36179WTY4 2,268,776 Exited $2.0M
THE BOEING COMPANY 097023DE2 2,065,000 Exited $2.0M
ATHENE GLOBAL FUNDING 04685A2X8 2,025,000 Exited $2.0M
United States of America 912810TM0 1,930,000 Exited $2.0M
GS MORTGAGE SECURITIES CORPORATION TRUST 36264YAA8 2,170,000 Exited $2.0M
SANTANDER DRIVE AUTO RECEIVABLES TRUST 80286MAC2 1,980,000 Exited $2.0M
HOME PARTNERS OF AMERICA TRUST 43730NAA4 2,058,742 Exited $2.0M
Government National Mortgage Association 2 36179WQA9 2,215,515 Exited $2.0M
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 14043KAH8 1,911,000 Exited $1.9M
SMB PRIVATE EDUCATION LOAN TRUST 78449DAB2 2,146,659 Exited $1.9M
GOLDEN CREDIT CARD TRUST 380881FP2 1,940,000 Exited $1.9M
LAS VEGAS SANDS CORP. 517834AG2 1,980,000 Exited $1.9M
Federal National Mortgage Association 3140MFNC3 2,210,937 Exited $1.9M
Federal National Mortgage Association 3140X6Q38 1,970,245 Exited $1.9M
Freddie Mac 3133KYV71 2,196,054 Exited $1.9M
Federal National Mortgage Association 3140QNUG5 2,012,432 Exited $1.9M
MORGAN STANLEY 61747YEK7 2,025,000 Exited $1.8M
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 362585AC5 1,894,000 Exited $1.8M
MACQUARIE GROUP LIMITED 55608JAR9 2,045,000 Exited $1.8M
Freddie Mac 3132DM5S0 2,093,987 Exited $1.8M
Federal National Mortgage Association 3140QGJT5 1,945,876 Exited $1.8M
APPLEBEE'S FUNDING LLC/IHOP FUNDING LLC 03789XAD0 1,851,300 Exited $1.8M
DNB BANK ASA 25601B2B0 2,065,000 Exited $1.8M
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 34528PAK2 1,860,000 Exited $1.8M
BARCLAYS PLC 06738EBK0 1,940,000 Exited $1.8M
APPLEBEE'S FUNDING LLC/IHOP FUNDING LLC 03789XAF5 1,790,000 Exited $1.8M
ALCON FINANCE CORPORATION 01400EAB9 1,975,000 Exited $1.8M
Federal National Mortgage Association 3140XDKE5 1,962,305 Exited $1.8M
LLOYDS BANKING GROUP PLC 53944YAP8 2,000,000 Exited $1.8M
ORACLE CORPORATION 68389XCA1 2,335,000 Exited $1.8M
ABBVIE INC. 00287YBZ1 1,820,000 Exited $1.8M
GLOBAL PAYMENTS INC. 891906AF6 1,845,000 Exited $1.8M
BARCLAYS PLC 06738ECE3 1,584,000 Exited $1.8M
AON CORPORATION 03740LAC6 2,080,000 Exited $1.7M
BRAZOS STUDENT LOAN FINANCE CORPORATION 10620NCL0 1,757,507 Exited $1.7M
NAVIENT STUDENT LOAN TRUST 63938JAA1 1,785,413 Exited $1.7M
ACRES COMMERCIAL REALTY LTD 00103CAA7 1,760,000 Exited $1.7M
LLOYDS BANKING GROUP PLC 53944YAU7 1,790,000 Exited $1.7M
LMREC INC 50209TAA8 1,698,414 Exited $1.7M
RATE MORTGAGE TRUST 75409XAA4 2,084,282 Exited $1.7M
MORGAN STANLEY 61747YEA9 1,779,000 Exited $1.7M
NEWREZ WAREHOUSE SECURITIZATION TRUST 65246PAA9 1,696,067 Exited $1.7M
Federal National Mortgage Association 01F040644 1,753,577 Exited $1.7M
CommonSpirit Health 20268JAF0 1,970,000 Exited $1.7M
Federal National Mortgage Association 31374CR32 1,762,088 Exited $1.7M
HONDA AUTO RECEIVABLES OWNER TRUST 43815JAC7 1,656,000 Exited $1.7M
HSBC HOLDINGS PLC 404280AW9 1,710,000 Exited $1.7M
Prosus N.V. 74365PAF5 2,100,000 Exited $1.7M
MASTER CREDIT CARD TRUST II 576339DF9 1,645,000 Exited $1.6M
AMERICAN TOWER CORPORATION 03027XBZ2 1,590,000 Exited $1.6M
EQUINOR ASA 29446MAD4 1,685,000 Exited $1.6M
Freddie Mac 3132DNFR9 1,802,240 Exited $1.6M
T-MOBILE USA, INC. 87264ACB9 1,911,000 Exited $1.6M
HSBC HOLDINGS PLC 404280CV9 1,930,000 Exited $1.6M
ROCHE HOLDINGS, INC. 771196BX9 1,917,000 Exited $1.6M
BANK 06541QAZ8 1,715,000 Exited $1.6M
Government National Mortgage Association 2 21H020642 1,900,000 Exited $1.6M
Teva Pharmaceutical Finance Netherlands III B.V. 88167AAQ4 1,780,000 Exited $1.6M
Mitsubishi UFJ Financial Group, Inc. 606822CQ5 1,620,000 Exited $1.6M
EQUIFAX INC. 294429AN5 1,612,000 Exited $1.6M
CITIGROUP INC. 172967NA5 1,800,000 Exited $1.6M
AVIS BUDGET RENTAL CAR FUNDING 05377RGY4 1,597,000 Exited $1.6M
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 14041NGB1 1,570,000 Exited $1.6M
Freddie Mac 3132DNGA5 1,891,427 Exited $1.6M
CAPITAL ONE FINANCIAL CORPORATION 14040HCN3 1,850,000 Exited $1.6M
N/A CDS646846 -138,701,000 Exited $1.6M
LLOYDS BANKING GROUP PLC 539439AX7 1,550,000 Exited $1.6M
Government National Mortgage Association 2 36179WQB7 1,709,184 Exited $1.6M
Federal National Mortgage Association 3140QMSH8 1,792,847 Exited $1.6M
BPCE SA 05583JAN2 1,560,000 Exited $1.6M
UBS Group AG 90352JAF0 1,640,000 Exited $1.6M
J.P. MORGAN MORTGAGE TRUST 46653TAB5 1,918,507 Exited $1.6M
Eversource Energy 30040WAD0 1,610,000 Exited $1.6M
AMGEN INC. 031162DM9 1,534,000 Exited $1.6M
United States of America 9128286B1 1,635,000 Exited $1.6M
HERTZ VEHICLE FINANCING III LLC 42806MBW8 1,526,000 Exited $1.5M
BHP BILLITON FINANCE (USA) LIMITED 055451AY4 1,533,000 Exited $1.5M
Federal National Mortgage Association 01F042640 1,574,000 Exited $1.5M
Sands China Ltd. 80007RAF2 1,580,000 Exited $1.5M
Government National Mortgage Association 38381HGG0 2,233,221 Exited $1.5M
PACIFIC GAS AND ELECTRIC COMPANY 694308JY4 1,560,000 Exited $1.5M
MICROSOFT CORPORATION 594918BY9 1,550,000 Exited $1.5M
United States of America 912810SQ2 2,300,000 Exited $1.5M
DIAMONDBACK ENERGY, INC. 25278XAV1 1,430,000 Exited $1.5M
EXELON CORPORATION 30161NBK6 1,485,000 Exited $1.5M
BROADCOM INC. 11135FBP5 1,960,000 Exited $1.5M
BANK OF AMERICA CORPORATION 06051GFH7 1,530,000 Exited $1.5M
J.P. MORGAN MORTGAGE TRUST 46654UAB1 1,753,581 Exited $1.5M
Federal National Mortgage Association 3140MBR87 1,636,910 Exited $1.5M
Federal National Mortgage Association 3136BMEM6 1,628,672 Exited $1.5M
INTERNATIONAL BUSINESS MACHINES CORPORATION 459200JY8 1,510,000 Exited $1.5M
RECKITT BENCKISER TREASURY SERVICES PLC 75625QAD1 1,505,000 Exited $1.5M
JPMORGAN CHASE & CO. 46647PAY2 1,480,000 Exited $1.5M
Freddie Mac 3132CWY73 1,570,548 Exited $1.5M
MORGAN STANLEY CAPITAL I TRUST 61769GAA5 1,508,073 Exited $1.5M
WORLD OMNI AUTO RECEIVABLE TRUST 98163VAD0 1,435,000 Exited $1.5M
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 10921U2A5 1,505,000 Exited $1.4M
United States of America 912828YX2 1,541,000 Exited $1.4M
Teva Pharmaceutical Finance Netherlands III B.V. 88167AAE1 1,580,000 Exited $1.4M
Federal National Mortgage Association 3140HXWW6 1,920,000 Exited $1.4M
COMM MORTGAGE TRUST 200474BB9 1,488,438 Exited $1.4M
ROCKIES EXPRESS PIPELINE LLC 77340RAR8 1,600,000 Exited $1.4M
VISTRA OPERATIONS COMPANY LLC 92840VAE2 1,590,000 Exited $1.4M
Federal National Mortgage Association 3140XJFW8 1,499,502 Exited $1.4M
PRINCIPAL LIFE GLOBAL FUNDING II 74256LBJ7 1,465,000 Exited $1.4M
Federal National Mortgage Association 3140XBKE9 1,499,969 Exited $1.4M
VODAFONE GROUP PUBLIC LIMITED COMPANY 92857WBS8 1,544,000 Exited $1.4M
PETROBRAS GLOBAL FINANCE B.V. 71647NAM1 1,394,000 Exited $1.4M
CVS HEALTH CORPORATION 126650DT4 1,375,000 Exited $1.4M
Federal National Mortgage Association 3140XFNS6 1,532,046 Exited $1.4M
AVIS BUDGET RENTAL CAR FUNDING 05377RGC2 1,378,000 Exited $1.4M
BNP PARIBAS SA 09659W2F0 1,447,000 Exited $1.4M
VISA INC. 92826CAD4 1,410,000 Exited $1.4M
ADVOCATE HEALTH AND HOSPITALS CORPORATION 007589AD6 1,615,000 Exited $1.4M
BX TRUST 05606KAA0 1,378,104 Exited $1.4M
THE PNC FINANCIAL SERVICES GROUP, INC. 693475BM6 1,375,000 Exited $1.4M
Freddie Mac 3133KYVS5 1,576,007 Exited $1.4M
BANK OF AMERICA CORPORATION 06051GLE7 1,355,000 Exited $1.4M
DANONE SA 23636TAD2 1,370,000 Exited $1.3M
ANTARES CLO LTD 03666LAL6 1,400,000 Exited $1.3M
APPLE INC. 037833BZ2 1,410,000 Exited $1.3M
MICROSOFT CORPORATION 594918BR4 1,410,000 Exited $1.3M
BAYCARE HEALTH SYSTEM, INC. 072722AE1 1,595,000 Exited $1.3M
DISCOVER CARD EXECUTION NOTE TRUST 254683CX1 1,319,000 Exited $1.3M
CONNECTICUT AVENUE SECURITIES 30711XAK0 1,309,308 Exited $1.3M
OBX TRUST 67114VAA1 1,560,489 Exited $1.3M
THE GOLDMAN SACHS GROUP, INC. 38141GYL2 1,370,000 Exited $1.3M
JPMORGAN CHASE & CO. 46647PBQ8 1,340,000 Exited $1.3M
GLENCORE FUNDING LLC 378272AT5 1,340,000 Exited $1.3M
VMWARE, INC. 928563AG0 1,347,000 Exited $1.3M
INTEL CORPORATION 458140CG3 1,290,000 Exited $1.3M
HOME PARTNERS OF AMERICA TRUST 43732TAA9 1,442,557 Exited $1.3M
DLLAD LLC 233258AC6 1,325,000 Exited $1.3M
CSMC TRUST 12657GAA3 1,483,564 Exited $1.3M
AerCap Ireland Capital Designated Activity Company 00774MAU9 1,395,000 Exited $1.3M
HSBC HOLDINGS PLC 404280DV8 1,247,000 Exited $1.3M
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 46590WAE8 1,305,000 Exited $1.3M
BANK OF AMERICA CORPORATION 06051GFF1 1,309,000 Exited $1.3M
BWAY MORTGAGE TRUST 05604LAA0 1,540,000 Exited $1.3M
CSMC MORTGAGE BACKED TRUST 12649FCL0 1,746,302 Exited $1.3M
AVIS BUDGET RENTAL CAR FUNDING 05377RER1 1,460,000 Exited $1.3M
STORE MASTER FUNDING LLC 86190BAA2 1,486,875 Exited $1.3M
DISCOVER CARD EXECUTION NOTE TRUST 254683CW3 1,305,000 Exited $1.3M
TEXAS INSTRUMENTS INCORPORATED 882508CB8 1,220,000 Exited $1.3M
BX TRUST 05608UAA6 1,285,000 Exited $1.3M
Freddie Mac 3132DVKM6 1,295,282 Exited $1.3M
PETROBRAS GLOBAL FINANCE B.V. 71647NAV1 1,278,000 Exited $1.3M
Sumitomo Mitsui Financial Group, Inc. 86562MCR9 1,244,000 Exited $1.3M
Sumitomo Mitsui Financial Group, Inc. 86562MCW8 1,224,000 Exited $1.3M
MED TRUST 58403YAD8 1,310,108 Exited $1.3M
KENVUE INC. 49177JAJ1 1,220,000 Exited $1.3M
Government National Mortgage Association 2 36179W2W7 1,343,894 Exited $1.3M
HSBC HOLDINGS PLC 404280DU0 1,223,000 Exited $1.3M
NATWEST GROUP PLC 780097BK6 1,280,000 Exited $1.3M
CITIGROUP INC. 172967KA8 1,295,000 Exited $1.3M
MORGAN STANLEY 6174468V4 1,405,000 Exited $1.3M
Freddie Mac 3133B3HA8 1,376,862 Exited $1.2M
GS MORTGAGE SECURITIES CORPORATION TRUST 36255MAJ6 1,310,000 Exited $1.2M
BHP BILLITON FINANCE (USA) LIMITED 055451AZ1 1,226,000 Exited $1.2M
STACK INFRASTRUCTURE ISSUER, LLC 85236KAD4 1,355,000 Exited $1.2M
CROWN CASTLE INC. 22822VBA8 1,227,000 Exited $1.2M
MAGENTA BUYER LLC 55910RAB9 1,501,000 Exited $1.2M
Sinopec Group Overseas Development (2014) Limited 82937WAE5 1,240,000 Exited $1.2M
HUNTER DOUGLAS HOLDING B.V. N8137FAB6 1,373,100 Exited $1.2M
VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 928668BL5 1,345,000 Exited $1.2M
Freddie Mac 3133AR2T1 1,412,411 Exited $1.2M
HYUNDAI CAPITAL AMERICA 44891ACB1 1,217,000 Exited $1.2M
CSMC TRUST 12659FAA3 1,402,796 Exited $1.2M
B.A.T CAPITAL CORPORATION 05526DBB0 1,300,000 Exited $1.2M
EXXON MOBIL CORPORATION 30231GBH4 1,240,000 Exited $1.2M
MHC COMMERCIAL MORTGAGE TRUST 55293AAA5 1,250,000 Exited $1.2M
ENERGY TRANSFER LP 29278NAR4 1,405,000 Exited $1.2M
Federal National Mortgage Association 3140XHJL2 1,235,387 Exited $1.2M
SMB PRIVATE EDUCATION LOAN TRUST 78449TAB7 1,246,796 Exited $1.2M
JBS USA Lux S.A. 46590XAD8 1,520,000 Exited $1.2M
JOHN DEERE CAPITAL CORPORATION 24422EWE5 1,255,000 Exited $1.2M
AMAZON.COM, INC. 023135CH7 1,240,000 Exited $1.2M
LOCKHEED MARTIN CORPORATION 539830BH1 1,188,000 Exited $1.2M
Federal National Mortgage Association 3140FXEF5 1,205,288 Exited $1.2M
NAVIENT STUDENT LOAN TRUST 63938QAA5 1,199,812 Exited $1.2M
TAKE-TWO INTERACTIVE SOFTWARE, INC. 874054AH2 1,265,000 Exited $1.2M
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 46644FAC5 1,219,414 Exited $1.2M
LLOYDS BANKING GROUP PLC 53944YAL7 1,190,000 Exited $1.2M
Cboe Global Markets, Inc. 12503MAD0 1,330,000 Exited $1.2M
THE GOLDMAN SACHS GROUP, INC. 38141GGM0 1,050,000 Exited $1.2M
SABINE PASS LIQUEFACTION, LLC 785592AJ5 1,150,000 Exited $1.2M
INTERCONTINENTAL EXCHANGE, INC. 45866FAN4 1,470,000 Exited $1.2M
ITC HOLDINGS CORP. 465685AG0 1,152,000 Exited $1.1M
GALAXY CLO, LTD 36321BAA9 1,160,000 Exited $1.1M
Freddie Mac 3132DNCA9 1,227,535 Exited $1.1M
ENERGY TRANSFER LP 29273VAQ3 1,118,000 Exited $1.1M
Freddie Mac 3133KNKT9 1,269,753 Exited $1.1M
INTERCONTINENTAL EXCHANGE, INC. 45866FAW4 1,150,000 Exited $1.1M
DBCCRE MORTGAGE TRUST 23305MAA3 1,175,000 Exited $1.1M
CHARTER COMMUNICATIONS OPERATING, LLC 161175AY0 1,150,000 Exited $1.1M
ORIX CORPORATION 686330AR2 1,130,000 Exited $1.1M
JPMORGAN CHASE & CO. 46647PBF2 1,190,000 Exited $1.1M
Federal National Mortgage Association 3136B3QC7 1,169,897 Exited $1.1M
MACQUARIE GROUP LIMITED 55608JAZ1 1,400,000 Exited $1.1M
MORGAN STANLEY 61747YEY7 1,037,000 Exited $1.1M
SCOTT TRUST 810064AA3 1,110,000 Exited $1.1M
NISSAN MOTOR CO., LTD. 654744AB7 1,190,000 Exited $1.1M
VALIDUS HOLDINGS, LTD. 91915WAB8 905,000 Exited $1.1M
CSMC TRUST 12595KAA9 1,190,000 Exited $1.1M
CITIGROUP INC. 172967PA3 1,038,000 Exited $1.1M
JPMORGAN CHASE & CO. 46625HJY7 1,140,000 Exited $1.1M
CALI MORTGAGE TRUST 129890AA7 1,280,000 Exited $1.1M
DANSKE BANK A/S 23636ABF7 1,115,000 Exited $1.1M
ANHEUSER-BUSCH COMPANIES, LLC 03522AAG5 1,135,000 Exited $1.1M
The Cigna Group 125523CS7 1,068,000 Exited $1.1M
Federal National Mortgage Association 3136AK7L1 1,133,559 Exited $1.1M
AMGEN INC. 031162DR8 1,075,000 Exited $1.1M
BANK OF AMERICA CORPORATION 06051GKP3 1,140,000 Exited $1.1M
Freddie Mac 31288QRC6 1,101,224 Exited $1.1M
THE PNC FINANCIAL SERVICES GROUP, INC. 693475BJ3 1,045,000 Exited $1.1M
United States of America 912810SL3 1,550,000 Exited $1.1M
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 94982PAG4 1,334,028 Exited $1.1M
VICI PROPERTIES L.P. 925650AD5 1,164,000 Exited $1.1M
THE GOLDMAN SACHS GROUP, INC. 38141GWQ3 1,130,000 Exited $1.1M
VERIZON COMMUNICATIONS INC. 92343VER1 1,106,000 Exited $1.1M
DIAGEO CAPITAL PLC 25243YBH1 1,010,000 Exited $1.1M
JOHN DEERE CAPITAL CORPORATION 24422EWT2 1,072,000 Exited $1.1M
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 89231EAA1 1,125,000 Exited $1.1M
Federal National Mortgage Association 3140MMX37 1,108,104 Exited $1.1M
MUNICIPAL ELEC AUTH GA 626207YS7 1,052,000 Exited $1.1M
BANK OF AMERICA CORPORATION 06051GJP5 1,305,000 Exited $1.1M
SANTANDER RETAIL AUTO LEASE TRUST 80287UAC3 1,115,000 Exited $1.1M
THE GOLDMAN SACHS GROUP, INC. 38141GVR2 1,120,000 Exited $1.1M
Kraft Heinz Foods Company 50076QAE6 1,130,000 Exited $1.1M
Federal National Mortgage Association 3140QKWD6 1,162,186 Exited $1.1M
BP CAPITAL MARKETS AMERICA INC. 10373QBE9 1,110,000 Exited $1.1M
EVERGREEN CREDIT CARD TRUST 30023JCC0 1,060,000 Exited $1.1M
CITIGROUP MORTGAGE LOAN TRUST INC 17309LAF2 1,082,076 Exited $1.1M
Federal National Mortgage Association 3140M3DT4 1,120,755 Exited $1.1M
Federal National Mortgage Association 3136G4Q55 1,498,000 Exited $1.1M
SETANTA AIRCRAFT LEASING DAC G8057JAB2 1,060,000 Exited $1.1M
Federal National Mortgage Association 3140X6WH0 1,119,523 Exited $1.1M
Freddie Mac 3132DNNW9 1,052,197 Exited $1.1M
CITIGROUP INC. 172967JT9 1,080,000 Exited $1.1M
AVIS BUDGET RENTAL CAR FUNDING 05377RDU5 1,120,000 Exited $1.1M
JBS USA Lux S.A. 46590XAJ5 1,105,000 Exited $1.0M
Federal National Mortgage Association 3140XGVF3 1,219,383 Exited $1.0M
SOTERA HEALTH HOLDINGS, LLC 83600VAE1 1,090,000 Exited $1.0M
BANK OF AMERICA CORPORATION 06051GFM6 1,070,000 Exited $1.0M
AT&T INC. 00206RML3 1,135,000 Exited $1.0M
Federal National Mortgage Association 3140XFWU1 1,097,041 Exited $1.0M
HCA INC. 404119CG2 1,255,000 Exited $1.0M
APPLE INC. 037833DT4 1,110,000 Exited $1.0M
Federal National Mortgage Association 3140XFRJ2 1,153,827 Exited $1.0M
NISSAN MOTOR CO., LTD. 654744AC5 1,100,000 Exited $1.0M
City of New York 64966QRU6 1,350,000 Exited $1.0M
HILDENE COMMUNITY FUNDING CDO LTD. 43133KAC9 1,212,476 Exited $1.0M
BROADCOM INC. 11135FBF7 1,312,000 Exited $1.0M
EDUCATION FUNDING CAPITAL TRUST 28140XAC3 1,490,722 Exited $1.0M
JBS USA Lux S.A. 46590XAF3 1,205,000 Exited $1.0M
VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC 928668BJ0 1,055,000 Exited $1.0M
Government National Mortgage Association 38382NXF9 1,229,560 Exited $1.0M
Siemens Financieringsmaatschappij N.V. 82620KAZ6 1,120,000 Exited $1.0M
Piedmont Natural Gas Company, Inc. 720186AP0 1,100,000 Exited $1.0M
HYUNDAI AUTO LEASE SECURITIZATION TRUST 44933VAD3 1,020,000 Exited $1.0M
Northrop Grumman Corporation 666807BN1 1,074,000 Exited $1.0M
PROGRESS RESIDENTIAL MASTER TRUST 74332WAA1 1,059,367 Exited $1.0M
COMM MORTGAGE TRUST 20049AAB4 1,085,000 Exited $1.0M
BANK 06644EAG3 981,000 Exited $1.0M
Freddie Mac 31288QFN5 995,343 Exited $1.0M
ENERGY TRANSFER LP 292480AL4 1,017,000 Exited $1.0M
THE WILLIAMS COMPANIES, INC. 96949LAD7 1,044,000 Exited $1.0M
CELANESE US HOLDINGS LLC 15089QAN4 990,000 Exited $1.0M
Philip Morris International Inc. 718172CV9 978,000 Exited $1.0M
MICROSOFT CORPORATION 594918BX1 1,010,000 Exited $1.0M
Z CAPITAL CREDIT PARTNERS CLO LTD 98877GAQ1 1,000,000 Exited $1.0M
CIM TRUST 12567RAA8 1,156,404 Exited $1.0M
Freddie Mac 3132DWBP7 1,197,756 Exited $1.0M
Federal National Mortgage Association 3135GACR0 1,343,000 Exited $1.0M
BX TRUST 05606DAS7 993,506 Exited $1.0M
VERIZON COMMUNICATIONS INC. 92343VGJ7 1,160,000 Exited $1.0M
RAYTHEON TECHNOLOGIES CORPORATION 75513ECR0 949,000 Exited $1.0M
Federal National Mortgage Association 31418DXJ6 1,247,519 Exited $1.0M
FORD CREDIT AUTO LEASE TRUST 345287AD8 983,000 Exited $1.0M
DIVIDEND SOLAR LOANS LLC 255388AA8 1,086,973 Exited $1.0M
Northrop Grumman Corporation 666807BS0 985,000 Exited $1.0M
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 362585AD3 1,010,000 Exited $1.0M
TENNESSEE VALLEY AUTHORITY 880591EW8 1,055,000 Exited $1.0M
BA CREDIT CARD TRUST 05522RDE5 998,000 Exited $1.0M
OAK STREET INVESTMENT GRADE NET LEASE FUND LLC. 67181DAA9 1,074,426 Exited $1.0M
WELLS FARGO & COMPANY 95000U2D4 1,010,000 Exited $1.0M
WELLS FARGO & COMPANY 949746SH5 1,030,000 Exited $1.0M
GS MORTGAGE SECURITIES TRUST 36252RAM1 977,000 Exited $1.0M
EQT CORPORATION 26884LAF6 1,020,000 Exited $1.0M
DP World Limited 23330JAB7 990,000 Exited $1.0M
WELLS FARGO & COMPANY 95000U2H5 1,005,000 Exited $1.0M
Credit Suisse Group AG 225401AQ1 1,070,000 Exited $1.0M
Dominion Energy, Inc. 25746UDB2 980,000 Exited $1.0M
DONLEN FLEET LEASE FUNDING 2 257812AF4 1,010,000 Exited $0.9M
ONCOR ELECTRIC DELIVERY COMPANY LLC 68233JBU7 1,065,000 Exited $0.9M
CITIGROUP INC. 172967HB0 950,000 Exited $0.9M
ESSENTIAL PROPERTIES, L.P. 29670VAA7 1,290,000 Exited $0.9M
United States of America 91282CGJ4 950,000 Exited $0.9M
THE BOEING COMPANY 097023CY9 940,000 Exited $0.9M
ASTRAZENECA FINANCE LLC 04636NAF0 919,000 Exited $0.9M
VERIZON COMMUNICATIONS INC. 92343VDD3 1,000,000 Exited $0.9M
VERIZON COMMUNICATIONS INC. 92343VFU3 1,420,000 Exited $0.9M
United States of America 912828ZN3 1,070,000 Exited $0.9M
NVIDIA CORPORATION 67066GAH7 1,150,000 Exited $0.9M
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 233851EB6 980,000 Exited $0.9M
ASTRAZENECA FINANCE LLC 04636NAG8 919,000 Exited $0.9M
THE WILLIAMS COMPANIES, INC. 969457BD1 841,000 Exited $0.9M
U.S. BANCORP 91159HHZ6 1,020,000 Exited $0.9M
EXXON MOBIL CORPORATION 30231GBG6 1,017,000 Exited $0.9M
WEA FINANCE LLC 92890HAC6 990,000 Exited $0.9M
FISERV, INC. 337738BD9 918,000 Exited $0.9M
AMGEN INC. 031162DP2 917,000 Exited $0.9M
Freddie Mac 3137H9VP1 1,047,000 Exited $0.9M
MARVELL TECHNOLOGY, INC 573874AC8 1,030,000 Exited $0.9M
Mizuho Financial Group, Inc. 60687YCP2 920,000 Exited $0.9M
ENTERPRISE PRODUCTS OPERATING LLC 29379VCD3 900,000 Exited $0.9M
SLM STUDENT LOAN TRUST 78445JAA5 935,125 Exited $0.9M
Government National Mortgage Association 2 36179WDR6 1,052,564 Exited $0.9M
NELNET STUDENT LOAN CORPORATION 64033LAC4 950,000 Exited $0.9M
Freddie Mac 3134A3ZU3 1,213,000 Exited $0.9M
United States of America 91282CGL9 925,000 Exited $0.9M
HARLEY-DAVIDSON FINANCIAL SERVICES, INC. 41284VAC6 917,000 Exited $0.9M
TOWD POINT MORTGAGE TRUST 89175JAC4 1,050,000 Exited $0.9M
Coterra Energy Inc. 127097AG8 970,000 Exited $0.9M
Freddie Mac 3132DNHU0 930,164 Exited $0.9M
BANK OF AMERICA CORPORATION 06051GGT0 960,000 Exited $0.9M
Federal National Mortgage Association 3140MBR95 1,018,638 Exited $0.9M
SANTANDER DRIVE AUTO RECEIVABLES TRUST 80286FAC7 935,000 Exited $0.9M
SANTANDER DRIVE AUTO RECEIVABLES TRUST 802918AC6 930,000 Exited $0.9M
BNP PARIBAS SA 09659W2G8 930,000 Exited $0.9M
ENTERPRISE FLEET FINANCING LLC 29375CAB5 916,000 Exited $0.9M
Santander Holdings USA, Inc. 80282KBF2 917,000 Exited $0.9M
FORD CREDIT AUTO OWNER TRUST 345295AD1 905,000 Exited $0.9M
Freddie Mac 3132DNYL1 900,870 Exited $0.9M
FORD MOTOR CREDIT COMPANY LLC 345397C68 890,000 Exited $0.9M
VALE OVERSEAS LIMITED 91911TAH6 874,000 Exited $0.9M
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 14041NGA3 931,000 Exited $0.9M
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 46640NAJ7 925,000 Exited $0.9M
Altria Group, Inc. 02209SBF9 960,000 Exited $0.9M
Rzeczpospolita Polska 731011AV4 912,000 Exited $0.9M
MPLX LP 55336VBV1 924,000 Exited $0.9M
VMWARE, INC. 928563AH8 956,000 Exited $0.9M
LA BANQUE TORONTO-DOMINION 89114QCG1 910,000 Exited $0.9M
ROYALTY PHARMA PLC 78081BAG8 925,000 Exited $0.9M
Freddie Mac 3133AYHA1 965,271 Exited $0.9M
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 46641BAD5 908,000 Exited $0.9M
PHOENIX GUARANTOR INC. 71913BAE2 922,706 Exited $0.9M
ALLIED UNIVERSAL HOLDCO LLC 01957TAH0 946,072 Exited $0.9M
FIRSTENERGY CORP. 337932AH0 940,000 Exited $0.9M
WELLS FARGO & COMPANY 94974BFN5 900,000 Exited $0.9M
ARTHUR J. GALLAGHER & CO. 04316JAB5 1,370,000 Exited $0.9M
HYUNDAI AUTO LEASE SECURITIZATION TRUST 448978AE6 900,000 Exited $0.9M
CSMC TRUST 12651QAS8 1,000,000 Exited $0.9M
Kraft Heinz Foods Company 50077LAZ9 955,000 Exited $0.9M
SCIENTIFIC GAMES INTERNATIONAL, INC. 80875AAT8 895,500 Exited $0.9M
Federal National Mortgage Association 3138EENK1 929,312 Exited $0.9M
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. 209111GE7 858,000 Exited $0.9M
Freddie Mac 3133KMLL7 1,065,679 Exited $0.9M
BPR TRUST 05592DAA2 915,000 Exited $0.9M
Federal National Mortgage Association 3140XHZZ3 976,797 Exited $0.9M
MFA TRUST 55285QAA0 922,987 Exited $0.9M
Federal National Mortgage Association 3140XGMJ5 936,207 Exited $0.9M
SIMON PROPERTY GROUP, L.P. 828807DF1 1,020,000 Exited $0.9M
Credit Suisse Group AG 225401AV0 881,000 Exited $0.9M
REALTY INCOME CORPORATION 756109BP8 841,000 Exited $0.9M
CITIGROUP INC. 172967NN7 970,000 Exited $0.9M
Government National Mortgage Association 2 36179XNA0 984,656 Exited $0.9M
CSC HOLDINGS, LLC 126307BH9 1,200,000 Exited $0.9M
DLLST LLC 23292GAC7 880,000 Exited $0.9M
Shell International Finance B.V. 822582BT8 900,000 Exited $0.9M
THE GOLDMAN SACHS GROUP, INC. 38145GAH3 900,000 Exited $0.9M
SOLRR AIRCRAFT LIMITED 83438LAA9 987,157 Exited $0.9M
HERTZ VEHICLE FINANCING III LLC 42806MAJ8 920,000 Exited $0.9M
RWJ BARNABAS HEALTH, INC. 78349AAB9 1,030,000 Exited $0.9M
Federal National Mortgage Association 3140QQGE9 815,738 Exited $0.9M
GM FINANCIAL REVOLVING RECEIVABLES TRUST 36265UAA5 807,000 Exited $0.8M
LOWE'S COMPANIES, INC. 548661EQ6 836,000 Exited $0.8M
FREEPORT-MCMORAN INC. 35671DCD5 859,000 Exited $0.8M
Federal National Mortgage Association 3140QQEL5 819,969 Exited $0.8M
PROGRESS RESIDENTIAL MASTER TRUST 74331AAA0 878,889 Exited $0.8M
Freddie Mac 3133B57L0 898,259 Exited $0.8M
METLIFE CAPITAL TRUST IV 591560AA5 800,000 Exited $0.8M
Federal National Mortgage Association 3140XCW38 960,049 Exited $0.8M
UNION PACIFIC CORPORATION 907818FG8 1,030,000 Exited $0.8M
Federal National Mortgage Association 3140JBZF6 879,198 Exited $0.8M
GM FINANCIAL AUTOMOBILE LEASING TRUST 380130AD6 840,000 Exited $0.8M
HESS CORPORATION 42809HAD9 860,000 Exited $0.8M
United States of America 91282CFW6 815,000 Exited $0.8M
NATWEST GROUP PLC 780097BJ9 830,000 Exited $0.8M
AIR LEASE CORPORATION 00914AAT9 820,000 Exited $0.8M
BANQUE DE MONTREAL 06367WB85 880,000 Exited $0.8M
TARGET CORPORATION 87612EBQ8 829,000 Exited $0.8M
UFC HOLDINGS, LLC 90266UAJ2 828,796 Exited $0.8M
CITIGROUP INC. 172967JU6 903,000 Exited $0.8M
THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 668138AC4 1,112,000 Exited $0.8M
Freddie Mac 3133AWMS0 907,647 Exited $0.8M
UNITED RENTALS (NORTH AMERICA), INC. 911363AM1 920,000 Exited $0.8M
FORD MOTOR CREDIT COMPANY LLC 345397C27 850,000 Exited $0.8M
WELLS FARGO & COMPANY 94974BGQ7 909,000 Exited $0.8M
UNITED AIRLINES INC. 90932RAJ3 815,475 Exited $0.8M
HONDA AUTO RECEIVABLES OWNER TRUST 43815JAD5 796,000 Exited $0.8M
Federal National Mortgage Association 3140XFKP5 884,758 Exited $0.8M
BERKSHIRE HATHAWAY FINANCE CORPORATION 084664CR0 870,000 Exited $0.8M
AQUA FINANCE TRUST 03842VAA5 893,289 Exited $0.8M
DTE ENERGY COMPANY 233331AW7 830,000 Exited $0.8M
BX COMMERCIAL MORTGAGE TRUST 05609KAA7 833,117 Exited $0.8M
AMERICAN ELECTRIC POWER COMPANY, INC. 025537AW1 750,000 Exited $0.8M
BANK OF AMERICA CORPORATION 06051GFC8 830,000 Exited $0.8M
DIGICERT HOLDINGS INC. 24022KAB5 813,996 Exited $0.8M
NESTLE HOLDINGS, INC. 641062BF0 765,000 Exited $0.8M
NAVIENT STUDENT LOAN TRUST 63940NAC4 805,780 Exited $0.8M
Mizuho Financial Group, Inc. 60687YCT4 775,000 Exited $0.8M
EXELON CORPORATION 30161NAC5 760,000 Exited $0.8M
VMWARE, INC. 928563AJ4 895,000 Exited $0.8M
SBL HOLDINGS, INC. 78397DAB4 955,000 Exited $0.8M
AT&T INC. 00206RKG6 900,000 Exited $0.8M
MORGAN STANLEY 61747YEF8 1,040,000 Exited $0.8M
AKER BP ASA 55037AAB4 934,000 Exited $0.8M
Government National Mortgage Association 2 36179XS72 896,826 Exited $0.8M
QUALCOMM INCORPORATED 747525BT9 693,000 Exited $0.8M
JOHN DEERE CAPITAL CORPORATION 24422EWV7 765,000 Exited $0.8M
EQUS MORTGAGE TRUST 29478JAA8 815,984 Exited $0.8M
Northrop Grumman Corporation 666807BM3 810,000 Exited $0.8M
ACEN MORTGAGE TRUST 01449NAA4 885,000 Exited $0.8M
The Cigna Group 125523AK6 830,000 Exited $0.8M
FOCUS FINANCIAL PARTNERS, LLC 34416DAW8 787,894 Exited $0.8M
BAYER US FINANCE LLC 07274EAG8 800,000 Exited $0.8M
ANHEUSER-BUSCH INBEV WORLDWIDE INC. 035240AM2 819,000 Exited $0.8M
THE GOLDMAN SACHS GROUP, INC. 38141GZM9 905,000 Exited $0.8M
THE GOLDMAN SACHS GROUP, INC. 38148LAF3 820,000 Exited $0.8M
HSBC HOLDINGS PLC 404280CC1 860,000 Exited $0.8M
SLM STUDENT LOAN TRUST 78442GJH0 802,367 Exited $0.8M
FORD CREDIT AUTO OWNER TRUST 34535AAE0 776,000 Exited $0.8M
MORGAN STANLEY 61747YFA8 768,000 Exited $0.8M
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 02582JJX9 765,000 Exited $0.8M
ORACLE CORPORATION 68389XCP8 787,000 Exited $0.8M
BON SECOURS MERCY HEALTH, INC. 09778PAA3 855,000 Exited $0.8M
BRISTOL-MYERS SQUIBB COMPANY 110122CM8 785,000 Exited $0.8M
AVIS BUDGET RENTAL CAR FUNDING 05377RGJ7 771,000 Exited $0.8M
Government National Mortgage Association 2 36179V7E4 870,081 Exited $0.8M
Freddie Mac 3132DNCG6 820,458 Exited $0.8M
WELLS FARGO COMMERCIAL MORTGAGE TRUST 95003MBS6 840,000 Exited $0.8M
SANTANDER DRIVE AUTO RECEIVABLES TRUST 80287HAC2 773,000 Exited $0.8M
MKT MORTGAGE TRUST 55316PAA5 965,000 Exited $0.8M
T-MOBILE USA, INC. 87264ACY9 759,000 Exited $0.8M
Freddie Mac 3128MMYN7 778,835 Exited $0.8M
MAGNETITE CLO, LIMITED 55951PBA4 766,201 Exited $0.8M
BANQUE ROYALE DU CANADA 78015K7G3 760,000 Exited $0.8M
UBS Group AG 902613AV0 739,000 Exited $0.8M
RATE MORTGAGE TRUST 75410RAG1 897,893 Exited $0.8M
COX COMMUNICATIONS, INC. 224044CN5 915,000 Exited $0.8M
Government National Mortgage Association 38375BJK9 760,266 Exited $0.8M
GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. 39154TBW7 750,000 Exited $0.8M
Freddie Mac 3133BREJ9 728,050 Exited $0.8M
AMERICAN EXPRESS COMPANY 025816CW7 770,000 Exited $0.8M
SANTANDER DRIVE AUTO RECEIVABLES TRUST 80286XAE4 764,200 Exited $0.8M
BANK OF AMERICA CORPORATION 06051GFX2 780,000 Exited $0.7M
Federal National Mortgage Association 3140QMT61 860,613 Exited $0.7M
SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY 87166PAG6 771,000 Exited $0.7M
Federal National Mortgage Association 3140XHNB9 772,718 Exited $0.7M
Federal National Mortgage Association 3140XDN77 774,622 Exited $0.7M
Coterra Energy Inc. 127097AK9 780,000 Exited $0.7M
Federal National Mortgage Association 3140M1UE2 796,467 Exited $0.7M
HCA INC. 404119CF4 840,000 Exited $0.7M
SMB PRIVATE EDUCATION LOAN TRUST 78454XAB0 737,424 Exited $0.7M
Federal National Mortgage Association 3140XBXU9 846,680 Exited $0.7M
Federal National Mortgage Association 3138WKLQ6 769,107 Exited $0.7M
BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 09261BAK6 702,000 Exited $0.7M
BANK 06540KAJ8 703,000 Exited $0.7M
FREEPORT-MCMORAN INC. 35671DBC8 785,000 Exited $0.7M
GS MORTGAGE-BACKED SECURITIES TRUST 36267EBT7 830,388 Exited $0.7M
SABINE PASS LIQUEFACTION, LLC 785592AX4 760,000 Exited $0.7M
VERIZON COMMUNICATIONS INC. 92343VGB4 960,000 Exited $0.7M
HYUNDAI AUTO RECEIVABLES TRUST 44933DAE1 713,000 Exited $0.7M
SOUTHERN COMPANY GAS CAPITAL CORPORATION 001192AH6 700,000 Exited $0.7M
LA BANQUE TORONTO-DOMINION 89115A2E1 750,000 Exited $0.7M
Orbia Advance Corporation S.A.B. de CV 68560EAA6 820,000 Exited $0.7M
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 58769JAG2 728,000 Exited $0.7M
Federal National Mortgage Association 3140QRJF1 698,546 Exited $0.7M
CROWN CASTLE INC. 22822VAV3 827,000 Exited $0.7M
DH Europe Finance II S.a r.l. 23291KAG0 755,000 Exited $0.7M
TOYOTA AUTO RECEIVABLES OWNER TRUST 89238FAE3 753,000 Exited $0.7M
Federal National Mortgage Association 3140XDUX2 796,821 Exited $0.7M
HSBC HOLDINGS PLC 404280CM9 815,000 Exited $0.7M
HYUNDAI AUTO LEASE SECURITIZATION TRUST 448978AD8 725,000 Exited $0.7M
ARI FLEET LEASE TRUST 00217QAB7 728,209 Exited $0.7M
COMCAST CORPORATION 20030NCU3 730,000 Exited $0.7M
VERIZON COMMUNICATIONS INC. 92343VEA8 740,000 Exited $0.7M
MORGAN STANLEY RESECURITIZATION TRUST 61765PAD3 769,881 Exited $0.7M
HOTWIRE FUNDING LLC 44148JAA7 820,000 Exited $0.7M
Northrop Grumman Corporation 666807BG6 716,000 Exited $0.7M
CHARTER COMMUNICATIONS OPERATING, LLC 161175CJ1 800,000 Exited $0.7M
COMM MORTGAGE TRUST 12591QAQ5 729,000 Exited $0.7M
METROPOLITAN LIFE GLOBAL FUNDING I 59217GFP9 700,000 Exited $0.7M
ANGLO AMERICAN CAPITAL PLC 034863AR1 720,000 Exited $0.7M
CLECO POWER LLC 185508AG3 700,000 Exited $0.7M
AT&T INC. 00206RHK1 750,000 Exited $0.7M
Credit Suisse Group AG 225401AM0 760,000 Exited $0.7M
MASTR REPERFORMING LOAN TRUST 576436AR0 1,040,766 Exited $0.7M
COSTCO WHOLESALE CORPORATION 22160KAN5 780,000 Exited $0.7M
THE BOEING COMPANY 097023CV5 690,000 Exited $0.7M
Petroleos Mexicanos 71654QBR2 1,105,000 Exited $0.7M
Mitsubishi UFJ Financial Group, Inc. 606822CX0 690,000 Exited $0.7M
AMERICAN INTERNATIONAL GROUP, INC. 026874DS3 700,000 Exited $0.7M
AVOLON HOLDINGS FUNDING LIMITED 05401AAF8 715,000 Exited $0.7M
COSTAR GROUP, INC. 22160NAA7 830,000 Exited $0.7M
JERSEY CENTRAL POWER & LIGHT COMPANY 476556DB8 700,000 Exited $0.7M
TRITON WATER HOLDINGS, INC. 89678QAB2 777,701 Exited $0.7M
PETROBRAS GLOBAL FINANCE B.V. 71647NAN9 790,000 Exited $0.7M
ANGLO AMERICAN CAPITAL PLC 034863AS9 710,000 Exited $0.7M
GALAXY CLO, LTD 36321JAC8 700,000 Exited $0.7M
ROCKIES EXPRESS PIPELINE LLC 77340RAM9 830,000 Exited $0.7M
HERTZ VEHICLE FINANCING III LLC 42806MAE9 780,000 Exited $0.7M
CSAIL COMMERCIAL MORTGAGE TRUST 12635FAU8 707,810 Exited $0.7M
GM FINANCIAL AUTOMOBILE LEASING TRUST 362541AE4 688,000 Exited $0.7M
AT&T INC. 00206RJX1 750,000 Exited $0.7M
TOYOTA AUTO RECEIVABLES OWNER TRUST 89231CAE7 702,000 Exited $0.7M
ENERGY TRANSFER LP 75886AAJ7 690,000 Exited $0.7M
SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY 82481LAC3 692,000 Exited $0.7M
TOWD POINT MORTGAGE TRUST 89178BAA2 732,034 Exited $0.7M
Freddie Mac 3133KYVK2 788,445 Exited $0.7M
MORGAN STANLEY 6174468X0 865,000 Exited $0.7M
THE GOLDMAN SACHS GROUP, INC. 38141GVM3 690,000 Exited $0.7M
UBS Group AG 902613AU2 685,000 Exited $0.7M
Rzeczpospolita Polska 731011AW2 669,000 Exited $0.7M
T-MOBILE USA, INC. 87264ACW3 660,000 Exited $0.7M
Federal National Mortgage Association 3138EREY2 670,617 Exited $0.7M
Republic of Kenya 491798AL8 960,000 Exited $0.7M
Federal National Mortgage Association 3140XJJV6 783,895 Exited $0.7M
Freddie Mac 3133AXB27 746,537 Exited $0.7M
MERCEDES-BENZ AUTO RECEIVABLES TRUST 58770AAC7 672,000 Exited $0.7M
MF1 LTD 55285BAA3 675,000 Exited $0.7M
TRITON CONTAINER INTERNATIONAL LIMITED 89680YAA3 755,000 Exited $0.7M
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 38237GAA7 867,933 Exited $0.7M
JPMORGAN CHASE & CO. 46647PCC8 795,000 Exited $0.7M
RAYTHEON TECHNOLOGIES CORPORATION 75513ECS8 633,000 Exited $0.7M
BP CAPITAL MARKETS AMERICA INC. 10373QBG4 940,000 Exited $0.7M
VISA INC. 92826CAF9 690,000 Exited $0.7M
METROPOLITAN LIFE GLOBAL FUNDING I 592179KD6 660,000 Exited $0.7M
SALESFORCE, INC. 79466LAF1 670,000 Exited $0.7M
United States of America 912810TB4 966,000 Exited $0.7M
CIM TRUST 12567NAA7 701,134 Exited $0.7M
AMAZON.COM, INC. 023135BC9 680,000 Exited $0.7M
NATIONAL AUSTRALIA BANK LIMITED 632525BC4 635,000 Exited $0.7M
SLM STUDENT LOAN TRUST 78445GAE3 685,000 Exited $0.7M
Government National Mortgage Association 2 3617K1ZG1 676,069 Exited $0.7M
SLM STUDENT LOAN TRUST 78445JAB3 685,000 Exited $0.7M
Government National Mortgage Association 2 36179WJQ2 764,335 Exited $0.7M
Federal National Mortgage Association 3140X9S63 783,020 Exited $0.6M
APACHE CORPORATION 037411BC8 890,000 Exited $0.6M
ALLY FINANCIAL INC. 02005NBL3 670,000 Exited $0.6M
Freddie Mac 3133KMZL2 675,448 Exited $0.6M
BANK OF AMERICA CORPORATION 06051GJK6 720,000 Exited $0.6M
COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 13645RBD5 685,000 Exited $0.6M
DANSKE BANK A/S 23636AAT8 650,000 Exited $0.6M
Freddie Mac 3133KQAE6 628,949 Exited $0.6M
Federal National Mortgage Association 3140QKQL5 743,992 Exited $0.6M
Mizuho Financial Group, Inc. 60687YCR8 630,000 Exited $0.6M
Freddie Mac 3133BDCE3 633,411 Exited $0.6M
Northrop Grumman Corporation 666807CH3 635,000 Exited $0.6M
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 14043KAK1 637,000 Exited $0.6M
EXXON MOBIL CORPORATION 30231GAT9 660,000 Exited $0.6M
Shell International Finance B.V. 822582CH3 840,000 Exited $0.6M
CUBESMART, L.P. 22966RAH9 744,000 Exited $0.6M
Federal National Mortgage Association 3140KSZM2 742,867 Exited $0.6M
PAWNEE EQUIPMENT RECEIVABLES LLC 704100AB2 663,263 Exited $0.6M
LLOYDS BANKING GROUP PLC 539439AR0 670,000 Exited $0.6M
Mitsubishi UFJ Financial Group, Inc. 606822CS1 630,000 Exited $0.6M
FISERV, INC. 337738BE7 612,000 Exited $0.6M
STORE CAPITAL CORPORATION 862121AA8 708,000 Exited $0.6M
Federal National Mortgage Association 3140XFLU3 700,453 Exited $0.6M
SANTANDER DRIVE AUTO RECEIVABLES TRUST 80285UAD3 643,000 Exited $0.6M
AMERICAN ELECTRIC POWER COMPANY, INC. 025537AX9 612,000 Exited $0.6M
COMCAST CORPORATION 20030NEA5 608,000 Exited $0.6M
THE NEW YORK AND PRESBYTERIAN HOSPITAL 649322AC8 730,000 Exited $0.6M
WORLD OMNI AUTO RECEIVABLE TRUST 98163TAD5 645,000 Exited $0.6M
KENVUE INC. 49177JAE2 611,000 Exited $0.6M
ASTRAZENECA FINANCE LLC 04636NAH6 612,000 Exited $0.6M
AVIS BUDGET RENTAL CAR FUNDING 05377RDQ4 665,000 Exited $0.6M
HARBOR FREIGHT TOOLS USA, INC. 41151PAP0 652,122 Exited $0.6M
VERIZON COMMUNICATIONS INC. 92343VGN8 768,000 Exited $0.6M
EXETER AUTOMOBILE RECEIVABLES TRUST 30168BAB6 630,000 Exited $0.6M
AVIS BUDGET RENTAL CAR FUNDING 05377RGU2 630,000 Exited $0.6M
ELI LILLY AND COMPANY 532457CF3 613,000 Exited $0.6M
CITIGROUP INC. 172967GT2 630,000 Exited $0.6M
Orbia Advance Corporation S.A.B. de CV 68560EAB4 780,000 Exited $0.6M
MACQUARIE GROUP LIMITED 55608JAP3 635,000 Exited $0.6M
Freddie Mac 3133B4DF9 653,611 Exited $0.6M
ANGLO AMERICAN CAPITAL PLC 034863BB5 679,000 Exited $0.6M
The Cigna Group 125523AJ9 644,000 Exited $0.6M
AMERICAN TOWER CORPORATION 03027XBY5 612,000 Exited $0.6M
BANK 06541MBN3 655,000 Exited $0.6M
PFIZER INC. 717081EX7 670,000 Exited $0.6M
T-MOBILE USA, INC. 87264ACZ6 614,000 Exited $0.6M
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 03066TAB7 625,825 Exited $0.6M
CHARTER COMMUNICATIONS OPERATING, LLC 16117LBW8 619,257 Exited $0.6M
Mondelez International, Inc. 609207AU9 660,000 Exited $0.6M
ORACLE CORPORATION 68389XBZ7 800,000 Exited $0.6M
CI Financial Corp. 125491AP5 1,020,000 Exited $0.6M
Federal National Mortgage Association 3140XKNS5 591,619 Exited $0.6M
Altria Group, Inc. 02209SBE2 630,000 Exited $0.6M
RELIANCE INDUSTRIES LIMITED 759470BD8 870,000 Exited $0.6M
Federal National Mortgage Association 3140QRDB6 588,585 Exited $0.6M
THE GOLDMAN SACHS GROUP, INC. 38141GYM0 684,000 Exited $0.6M
CITIGROUP INC. 172967NG2 655,000 Exited $0.6M
WELLS FARGO & COMPANY 94974BGU8 700,000 Exited $0.6M
Government National Mortgage Association 38380PXV1 767,283 Exited $0.6M
SCENTRE GROUP TRUST 1 80622GAD6 635,000 Exited $0.6M
CITIGROUP INC. 172967MP3 640,000 Exited $0.6M
BLACKSTONE SECURED LENDING FUND 09261LAC2 670,000 Exited $0.6M
Altria Group, Inc. 02209SBL6 770,000 Exited $0.6M
HSBC HOLDINGS PLC 404280DC0 670,000 Exited $0.6M
TARGET CORPORATION 87612EBR6 615,000 Exited $0.6M
DELTA AIR LINES, INC. 247361ZZ4 580,000 Exited $0.6M
Republica del Peru 715638BM3 600,000 Exited $0.6M
Freddie Mac 3132DPRD2 587,354 Exited $0.6M
HSBC HOLDINGS PLC 404280DW6 570,000 Exited $0.6M
Freddie Mac 3137H4S84 710,000 Exited $0.6M
THE WALT DISNEY COMPANY 254687FR2 615,000 Exited $0.6M
T-MOBILE USA, INC. 87264ABR5 646,000 Exited $0.6M
ICON PUBLIC LIMITED COMPANY L5000DAC1 602,587 Exited $0.6M
Federal National Mortgage Association 3140MX6C3 624,651 Exited $0.6M
BANCO SANTANDER, S.A. 05964HAG0 600,000 Exited $0.6M
COMCAST CORPORATION 20030NEB3 562,000 Exited $0.6M
PROGRESS RESIDENTIAL MASTER TRUST 74333XAA8 698,452 Exited $0.6M
ESSEX PORTFOLIO, L.P. 29717PAY3 695,000 Exited $0.6M
AMAZON.COM, INC. 023135BR6 672,000 Exited $0.6M
EXTRA SPACE STORAGE LP 30225VAF4 735,000 Exited $0.6M
BOSTON PROPERTIES LIMITED PARTNERSHIP 10112RBB9 720,000 Exited $0.6M
Freddie Mac 3132DNTN3 648,806 Exited $0.6M
Federal National Mortgage Association 31418D6L1 683,506 Exited $0.6M
Government National Mortgage Association 38383PHZ7 675,132 Exited $0.6M
Credit Suisse Group AG 225401AY4 605,000 Exited $0.6M
Federal National Mortgage Association 3140XGBS7 644,319 Exited $0.6M
Government National Mortgage Association 2 3617FJZW3 639,534 Exited $0.6M
MORGAN STANLEY 61747YFB6 585,000 Exited $0.6M
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 233851DX9 595,000 Exited $0.6M
Republica de Colombia 195325CU7 830,000 Exited $0.6M
ABBOTT LABORATORIES 002824BQ2 692,000 Exited $0.6M
VERIZON MASTER TRUST 92348KAH6 610,000 Exited $0.6M
Swedbank AB 87020PAK3 580,000 Exited $0.6M
NELNET STUDENT LOAN CORPORATION 64034EAA3 626,511 Exited $0.6M
THE BOEING COMPANY 097023CT0 575,000 Exited $0.6M
Federal National Mortgage Association 3140LGY55 600,000 Exited $0.6M
Sands China Ltd. 80007RAQ8 690,000 Exited $0.6M
AETNA INC. 00817YAV0 575,000 Exited $0.6M
ROHM AND HAAS COMPANY 775371AU1 501,000 Exited $0.6M
NISSAN MOTOR CO., LTD. 654744AA9 580,000 Exited $0.6M
ELEVANCE HEALTH, INC. 036752AC7 585,000 Exited $0.6M
FREDDIE MAC STACR REMIC TRUST 35565HBD6 590,000 Exited $0.6M
Tencent Holdings Limited 88032WAN6 600,000 Exited $0.6M
WEC ENERGY GROUP, INC. 92939UAF3 595,000 Exited $0.6M
CONNECTICUT AVENUE SECURITIES 30711XY32 540,000 Exited $0.6M
Federal National Mortgage Association 3140XGW54 607,965 Exited $0.6M
CAMERON LNG, LLC 133434AB6 660,000 Exited $0.6M
J.P. MORGAN MORTGAGE TRUST 46654KAC1 703,266 Exited $0.6M
BROWN GROUP HOLDINGS, LLC 11565HAB2 572,241 Exited $0.6M
ENERGY TRANSFER LP 86765BAP4 640,000 Exited $0.6M
MICRON TECHNOLOGY, INC. 595112BZ5 560,000 Exited $0.6M
ENTERPRISE FLEET FINANCING LLC 29375CAC3 565,000 Exited $0.6M
Government National Mortgage Association 38380QAW2 569,311 Exited $0.6M
Government National Mortgage Association 38380QGQ9 584,557 Exited $0.6M
VICI PROPERTIES L.P. 925650AE3 627,000 Exited $0.6M
Federal National Mortgage Association 3136BMN38 631,018 Exited $0.6M
SUNRUN ATLAS ISSUER LLC 86773QAA4 665,491 Exited $0.6M
FIVE MORTGAGE TRUST 337964AC4 550,000 Exited $0.6M
VERIZON COMMUNICATIONS INC. 92343VDU5 545,000 Exited $0.6M
CITADEL SECURITIES LP 17288YAD4 565,190 Exited $0.6M
INTERNATIONAL FLAVORS & FRAGRANCES INC. 459506AN1 625,000 Exited $0.6M
Estados Unidos Mexicanos 91087BAS9 716,000 Exited $0.6M
GLENCORE FUNDING LLC 378272BG2 678,000 Exited $0.6M
ALTERRA MOUNTAIN COMPANY 46124CAJ6 558,287 Exited $0.6M
Freddie Mac 3137F5LN7 580,000 Exited $0.6M
PRIME MORTGAGE TRUST 74159UAC1 631,072 Exited $0.6M
PHYSICIANS REALTY L.P. 71951QAC6 700,000 Exited $0.6M
Freddie Mac 3137FMCM2 600,000 Exited $0.6M
BNP PARIBAS SA 09659W2L7 600,000 Exited $0.6M
WELLS FARGO & COMPANY 95000U2F9 585,000 Exited $0.6M
CHEVRON CORPORATION 166764BT6 560,000 Exited $0.5M
CITIGROUP INC. 172967JM4 590,000 Exited $0.5M
THE HOME DEPOT, INC. 437076CD2 710,000 Exited $0.5M
ABBVIE INC. 00287YAQ2 560,000 Exited $0.5M
ANTARES HOLDINGS LP 03666HAE1 649,000 Exited $0.5M
ATHENE HOLDING LTD. 04686JAA9 605,000 Exited $0.5M
WELLS FARGO COMMERCIAL MORTGAGE TRUST 94989AAU9 570,000 Exited $0.5M
AMERICAN EXPRESS COMPANY 025816CY3 555,000 Exited $0.5M
Freddie Mac 3133KPU55 537,961 Exited $0.5M
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 02582JJV3 553,000 Exited $0.5M
AerCap Ireland Capital Designated Activity Company 00774MAQ8 560,000 Exited $0.5M
Federal National Mortgage Association 31418EAH3 566,193 Exited $0.5M
DONLEN FLEET LEASE FUNDING 2 257812AE7 575,000 Exited $0.5M
PIONEER NATURAL RESOURCES COMPANY 723787AR8 660,000 Exited $0.5M
Government National Mortgage Association 2 36179XNB8 593,153 Exited $0.5M
3M COMPANY 88579YBP5 660,000 Exited $0.5M
MERCURY FINANCIAL CREDIT CARD MASTER TRUST 58940BAF3 580,000 Exited $0.5M
MERCEDES-BENZ AUTO RECEIVABLES TRUST 58770AAD5 544,000 Exited $0.5M
JOHNSON & JOHNSON 478160CP7 610,000 Exited $0.5M
Freddie Mac 31288QRD4 531,366 Exited $0.5M
VMWARE, INC. 928563AF2 554,000 Exited $0.5M
COMM MORTGAGE TRUST 12624QAT0 590,000 Exited $0.5M
TARGA RESOURCES CORP. 87612KAA0 540,000 Exited $0.5M
BARRICK NORTH AMERICA FINANCE LLC 06849RAG7 509,000 Exited $0.5M
Federal National Mortgage Association 3140XDED4 583,286 Exited $0.5M
HSBC HOLDINGS PLC 404280AU3 560,000 Exited $0.5M
GENERAL MOTORS COMPANY 37045VAY6 537,000 Exited $0.5M
Pepsico, Inc. 713448EY0 530,000 Exited $0.5M
Federal National Mortgage Association 3140FMR81 576,689 Exited $0.5M
WYETH LLC 983024AN0 470,000 Exited $0.5M
SEQUOIA INFRASTRUCTURE FUNDING LTD 81742LAA4 530,563 Exited $0.5M
CORNING INCORPORATED 219350BQ7 570,000 Exited $0.5M
THE GOLDMAN SACHS GROUP, INC. 38141GXJ8 540,000 Exited $0.5M
GILEAD SCIENCES, INC. 375558BT9 758,000 Exited $0.5M
JOHN DEERE CAPITAL CORPORATION 24422EWN5 506,000 Exited $0.5M
Federal National Mortgage Association 31418EEE6 570,884 Exited $0.5M
DBCCRE MORTGAGE TRUST 23305MAG0 550,000 Exited $0.5M
AMAZON.COM, INC. 023135BQ8 560,000 Exited $0.5M
The Bank of New York Mellon Corporation 06406HCV9 530,000 Exited $0.5M
ANHEUSER-BUSCH INBEV WORLDWIDE INC. 035240AS9 560,000 Exited $0.5M
Tencent Holdings Limited 88032WBB1 680,000 Exited $0.5M
Asurion 2/23 B11 TLB 04649VBC3 557,701 Exited $0.5M
AMAZON.COM, INC. 023135AQ9 500,000 Exited $0.5M
Federal National Mortgage Association 3136BJVQ5 580,332 Exited $0.5M
APOLLO MANAGEMENT HOLDINGS, L.P. 03765HAB7 530,000 Exited $0.5M
QUANTA SERVICES, INC. 74762EAG7 550,000 Exited $0.5M
TOYOTA AUTO RECEIVABLES OWNER TRUST 891940AD0 513,000 Exited $0.5M
Altria Group, Inc. 02209SBC6 514,000 Exited $0.5M
VERIZON COMMUNICATIONS INC. 92343VBG8 610,000 Exited $0.5M
BAYER US FINANCE II LLC 07274NAJ2 520,000 Exited $0.5M
APPLE INC. 037833EH9 580,000 Exited $0.5M
City of New York 64966QRP7 610,000 Exited $0.5M
WarnerMedia Holdings, Inc. 55903VAN3 607,000 Exited $0.5M
Federal National Mortgage Association 3140HELK6 519,643 Exited $0.5M
ORACLE CORPORATION 68389XCQ6 530,000 Exited $0.5M
Petroleos Mexicanos 71654QDF6 780,000 Exited $0.5M
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 93935QAB3 648,183 Exited $0.5M
Philip Morris International Inc. 718172CY3 498,000 Exited $0.5M
BARCLAYS PLC 06738EBD6 520,000 Exited $0.5M
Freddie Mac 3142BAKE1 510,893 Exited $0.5M
Saudi Arabian Oil Company 80414L2H7 540,000 Exited $0.5M
EQUITABLE HOLDINGS, INC 054561AC9 500,000 Exited $0.5M
Republica de Colombia 195325BR5 660,000 Exited $0.5M
CITIGROUP INC. 172967MR9 500,000 Exited $0.5M
FOX CORPORATION 35137LAJ4 520,000 Exited $0.5M
HSBC HOLDINGS PLC 404280AP4 510,000 Exited $0.5M
ENEL Finance International N.V. 29278GAZ1 480,000 Exited $0.5M
MCDONALD'S CORPORATION 58013MFB5 510,000 Exited $0.5M
GLOBAL MEDICAL RESPONSE, INC. 00169QAF6 709,249 Exited $0.5M
MORGAN STANLEY 61747YEC5 555,000 Exited $0.5M
SANTANDER UK GROUP HOLDINGS PLC 80281LAP0 610,000 Exited $0.5M
FORD CREDIT AUTO LEASE TRUST 345287AE6 492,000 Exited $0.5M
Federal National Mortgage Association 3140XAH96 592,795 Exited $0.5M
United States of America 91282CGN5 487,000 Exited $0.5M
GM FINANCIAL AUTOMOBILE LEASING TRUST 362541AD6 489,000 Exited $0.5M
CHEVRON CORPORATION 166764BW9 520,000 Exited $0.5M
TOWD POINT MORTGAGE TRUST 89177WAA7 498,711 Exited $0.5M
CONTINENTAL RESOURCES, INC. 212015AS0 520,000 Exited $0.5M
NEW RESIDENTIAL MORTGAGE LOAN TRUST 64829JAA1 517,523 Exited $0.5M
BRISTOL-MYERS SQUIBB COMPANY 110122CN6 506,000 Exited $0.5M
ENERGY TRANSFER LP 29273VAM2 580,000 Exited $0.5M
PT Perusahaan Listrik Negara (Persero) 71568PAF6 500,000 Exited $0.5M
MERCK & CO., INC. 58933YAY1 530,000 Exited $0.5M
WELLS FARGO & COMPANY 95000U2A0 515,000 Exited $0.5M
Estados Unidos Mexicanos 91087BAF7 496,000 Exited $0.5M
IHEARTCOMMUNICATIONS, INC. 45174UAF5 547,539 Exited $0.5M
ABBOTT LABORATORIES 002824BH2 470,000 Exited $0.5M
CREDIT SUISSE AG (NEW YORK BRANCH) 22550L2C4 520,000 Exited $0.5M
Freddie Mac 3132DNK77 495,519 Exited $0.5M
EXXON MOBIL CORPORATION 30231GAW2 533,000 Exited $0.5M
BEAR STEARNS ASSET BACKED SECURITIES INC 073879Z43 2,342,907 Exited $0.5M
SALESFORCE, INC. 79466LAE4 480,000 Exited $0.5M
Prosus N.V. 74365PAD0 730,000 Exited $0.5M
Government National Mortgage Association 2 3617G1E38 504,515 Exited $0.5M
ENTERPRISE PRODUCTS OPERATING LLC 29379VBX0 540,000 Exited $0.5M
United States of America 91282CGC9 472,000 Exited $0.5M
BANK OF AMERICA CORPORATION 06051GKJ7 524,000 Exited $0.5M
CSMC COMMERCIAL MORTGAGE TRUST 12666KAA3 480,000 Exited $0.5M
UNITEDHEALTH GROUP INCORPORATED 91324PEW8 471,000 Exited $0.5M
ELI LILLY AND COMPANY 532457CG1 460,000 Exited $0.5M
BANQUE CANADIENNE IMPERIALE DE COMMERCE 13607GRK2 480,000 Exited $0.5M
ORIGEN MANUFACTURED HOUSING CONTRACT 68620BAB8 522,012 Exited $0.5M
Gobierno De La Republica De Panama 698299BN3 620,000 Exited $0.5M
Federal National Mortgage Association 31418DYC0 550,292 Exited $0.5M
CHARTER COMMUNICATIONS OPERATING, LLC 161175BM5 543,000 Exited $0.5M
API GROUP DE, INC. 00186XAB9 473,398 Exited $0.5M
INTEL CORPORATION 458140BT6 540,000 Exited $0.5M
Pepsico, Inc. 713448FT0 460,000 Exited $0.5M
Government National Mortgage Association 38381HB67 600,000 Exited $0.5M
KKR GROUP FINANCE CO. III LLC 48250AAA1 535,000 Exited $0.5M
AMERICAN EXPRESS COMPANY 025816CV9 480,000 Exited $0.5M
DEERE & COMPANY 244199BK0 530,000 Exited $0.5M
UNITEDHEALTH GROUP INCORPORATED 91324PEV0 471,000 Exited $0.5M
CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 15189XBB3 458,000 Exited $0.5M
MCDONALD'S CORPORATION 58013MFR0 530,000 Exited $0.5M
REPUBLIC SERVICES, INC. 760759BC3 457,000 Exited $0.5M
THE BOEING COMPANY 097023CX1 466,000 Exited $0.5M
SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY 87166PAH4 474,000 Exited $0.5M
EQUATE Petrochemical B.V. 29441WAC9 480,000 Exited $0.5M
Government National Mortgage Association 2 36179TZ65 465,251 Exited $0.5M
HCA INC. 404119CB3 672,000 Exited $0.5M
ANGLO AMERICAN CAPITAL PLC 034863BC3 546,000 Exited $0.5M
BMW VEHICLE LEASE TRUST 05593AAD1 462,000 Exited $0.5M
Federal National Mortgage Association 3140XHJF5 481,116 Exited $0.5M
MPLX LP 55336VAM2 520,000 Exited $0.5M
REPUBLIC SERVICES, INC. 760759BB5 457,000 Exited $0.5M
UNITED AIRLINES, INC. 90932LAH0 510,000 Exited $0.5M
Freddie Mac 31288QL65 464,439 Exited $0.5M
Federal National Mortgage Association 3138LLLA1 497,048 Exited $0.5M
The Cigna Group 125523AF7 462,000 Exited $0.5M
ABBOTT LABORATORIES 002824BF6 463,000 Exited $0.5M
HILTON DOMESTIC OPERATING COMPANY INC. 432833AG6 460,000 Exited $0.5M
Federal National Mortgage Association 3140L2Q48 545,821 Exited $0.5M
DIAMONDBACK ENERGY, INC. 25278XAN9 500,000 Exited $0.5M
SCHLUMBERGER HOLDINGS CORPORATION 806851AK7 475,000 Exited $0.5M
CONOCOPHILLIPS 20825CAP9 420,000 Exited $0.5M
OCCIDENTAL PETROLEUM CORPORATION 674599CL7 600,000 Exited $0.5M
COLLEGE AVE STUDENT LOANS LLC 19424KAB9 521,309 Exited $0.5M
Northrop Grumman Corporation 666807CJ9 456,000 Exited $0.5M
EOG RESOURCES, INC. 26875PAT8 450,000 Exited $0.5M
ABBVIE INC. 00287YCX5 460,000 Exited $0.5M
NORFOLK SOUTHERN CORPORATION 655844CQ9 465,000 Exited $0.5M
PARAMOUNT GLOBAL 92556HAA5 457,000 Exited $0.5M
HERTZ VEHICLE FINANCING III LLC 42806MAS8 460,000 Exited $0.5M
THE GOLDMAN SACHS GROUP, INC. 38141GWV2 480,000 Exited $0.5M
GILEAD SCIENCES, INC. 375558BF9 460,000 Exited $0.5M
BANK OF AMERICA CORPORATION 06051GJB6 530,000 Exited $0.4M
THE BOEING COMPANY 097023CD5 490,000 Exited $0.4M
VERIZON COMMUNICATIONS INC. 92343VCK8 470,000 Exited $0.4M
MORGAN STANLEY CAPITAL I TRUST 61768HAV8 480,000 Exited $0.4M
BLP COMMERCIAL MORTGAGE TRUST 055531AA5 450,000 Exited $0.4M
THE COCA-COLA COMPANY 191216CU2 490,000 Exited $0.4M
Duke Energy Progress, LLC 26442UAQ7 428,000 Exited $0.4M
AIR LEASE CORPORATION 00914AAU6 450,000 Exited $0.4M
COMCAST CORPORATION 20030NDG3 475,000 Exited $0.4M
THE BANK OF NOVA SCOTIA 064159VL7 480,000 Exited $0.4M
PLAINS ALL AMERICAN PIPELINE, L.P. 72650RBM3 495,000 Exited $0.4M
SMB PRIVATE EDUCATION LOAN TRUST 78449XAA0 492,866 Exited $0.4M
ENERGY TRANSFER LP 29273VAL4 500,000 Exited $0.4M
EXXON MOBIL CORPORATION 30231GBK7 460,000 Exited $0.4M
ALI GROUP NORTH AMERICA CORPORATION 01608UAE7 446,333 Exited $0.4M
United States of America 9128285C0 449,000 Exited $0.4M
Republica de Colombia 195325EA9 680,000 Exited $0.4M
Saudi Arabian Oil Company 80414L2G9 450,000 Exited $0.4M
AerCap Ireland Capital Designated Activity Company 00774MAY1 540,000 Exited $0.4M
CHENIERE ENERGY PARTNERS, L.P. 16411QAN1 530,000 Exited $0.4M
GS MORTGAGE SECURITIES TRUST 36250GAU9 480,000 Exited $0.4M
MVW OWNER TRUST 55389TAA9 478,279 Exited $0.4M
CARGILL, INCORPORATED 141781BL7 440,000 Exited $0.4M
Shell International Finance B.V. 822582BF8 470,000 Exited $0.4M
HSBC HOLDINGS PLC 404280CT4 530,000 Exited $0.4M
Government National Mortgage Association 38380LCX9 433,976 Exited $0.4M
TARGET CORPORATION 87612EBL9 450,000 Exited $0.4M
TOWD POINT MORTGAGE TRUST 89180YAA8 462,386 Exited $0.4M
MILEAGE PLUS HOLDINGS, LLC 599191AA1 433,500 Exited $0.4M
JOHNSON & JOHNSON 478160CT9 655,000 Exited $0.4M
RBS COMMERCIAL FUNDING INC TRUST 74932QAA8 445,000 Exited $0.4M
NIKE, INC. 654106AM5 520,000 Exited $0.4M
Federal National Mortgage Association 3140XADE9 515,558 Exited $0.4M
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 89231XAA9 440,000 Exited $0.4M
Federal National Mortgage Association 3140X5M83 439,670 Exited $0.4M
Wynn Macau, Limited 98313RAH9 500,000 Exited $0.4M
SIERRA TIMESHARE RECEIVABLES FUNDING LLC 82653GAB8 432,159 Exited $0.4M
Altria Group, Inc. 02209SBM4 600,000 Exited $0.4M
Reynolds American Inc. 761713AT3 390,000 Exited $0.4M
Federal National Mortgage Association 3140XFA84 491,741 Exited $0.4M
LA BANQUE TORONTO-DOMINION 89114QCH9 460,000 Exited $0.4M
BANQUE ROYALE DU CANADA 78015K7H1 460,000 Exited $0.4M
LIFE STORAGE LP 53227JAD6 525,000 Exited $0.4M
Federal National Mortgage Association 01F032641 455,233 Exited $0.4M
BANK OF AMERICA CORPORATION 06051GFU8 432,000 Exited $0.4M
VOLKSWAGEN AUTO LEASE TRUST 92868AAC9 430,000 Exited $0.4M
Federal National Mortgage Association 3138EBQJ7 440,532 Exited $0.4M
BMW US CAPITAL, LLC 05565EBM6 420,000 Exited $0.4M
Government National Mortgage Association 2 3617Y5N88 459,328 Exited $0.4M
FORD CREDIT AUTO OWNER TRUST 345286AC2 436,000 Exited $0.4M
Freddie Mac 3133AK2Q2 531,311 Exited $0.4M
B.A.T CAPITAL CORPORATION 05526DBV6 475,000 Exited $0.4M
AIR CANADA C0102MAP0 417,900 Exited $0.4M
PNC BANK, NATIONAL ASSOCIATION 20453KAA3 430,000 Exited $0.4M
United States of America 912810FF0 384,000 Exited $0.4M
BHP BILLITON FINANCE (USA) LIMITED 055451AV0 410,000 Exited $0.4M
CITIGROUP INC. 172967KY6 440,000 Exited $0.4M
CSMC TRUST 12662GAC2 448,080 Exited $0.4M
WISCONSIN ELECTRIC POWER COMPANY 976656CN6 412,000 Exited $0.4M
SOCIETE GENERALE SA 83368RBB7 645,000 Exited $0.4M
Compagnie des chemins de fer nationaux du Canada 136375DC3 435,000 Exited $0.4M
Freddie Mac 3133BALH2 441,999 Exited $0.4M
United States of America 912810TK4 440,000 Exited $0.4M
GS MORTGAGE SECURITIES TRUST 36198FAE2 415,000 Exited $0.4M
Federal National Mortgage Association 01F062648 400,000 Exited $0.4M
Freddie Mac 3142BAKD3 426,626 Exited $0.4M
Republica Argentina 040114HV5 1,460,000 Exited $0.4M
CROWN CASTLE INC. 22822VAZ4 444,000 Exited $0.4M
DEVON ENERGY CORPORATION 25179MAL7 430,000 Exited $0.4M
Government National Mortgage Association 2 3617XSQ60 451,057 Exited $0.4M
ENERGY TRANSFER LP 86765BAQ2 465,000 Exited $0.4M
WarnerMedia Holdings, Inc. 55903VAL7 460,000 Exited $0.4M
UNITEDHEALTH GROUP INCORPORATED 91324PEH1 420,000 Exited $0.4M
HONDA AUTO RECEIVABLES OWNER TRUST 43815PAD1 419,000 Exited $0.4M
CONSTELLATION BRANDS, INC. 21036PBB3 415,000 Exited $0.4M
NATIONAL SECURITIES CLEARING CORPORATION 637639AA3 410,000 Exited $0.4M
Government National Mortgage Association 38375UFT2 411,040 Exited $0.4M
JPMORGAN CHASE & CO. 46625HLL2 430,000 Exited $0.4M
Province of Saskatchewan 803854KQ0 419,000 Exited $0.4M
Freddie Mac 3128MFWR5 416,999 Exited $0.4M
METLIFE, INC. 59156RAP3 420,000 Exited $0.4M
LENNAR CORPORATION 526057CD4 410,000 Exited $0.4M
KKR APPLE BIDCO, LLC 48254EAB7 410,000 Exited $0.4M
GILEAD SCIENCES, INC. 375558AW3 410,000 Exited $0.4M
Government National Mortgage Association 2 3622ACER7 399,449 Exited $0.4M
HYUNDAI AUTO LEASE SECURITIZATION TRUST 44933VAE1 404,000 Exited $0.4M
BPCE SA 05578QAB9 410,000 Exited $0.4M
Government National Mortgage Association 38380RRS1 508,423 Exited $0.4M
Shell International Finance B.V. 822582CG5 440,000 Exited $0.4M
Gobierno De La Republica De Panama 698299BM5 540,000 Exited $0.4M
Freddie Mac 3132AEQG4 424,934 Exited $0.4M
United States of America 91282CGM7 400,000 Exited $0.4M
BANCO SANTANDER, S.A. 05964HAH8 400,000 Exited $0.4M
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 46642EBC9 415,000 Exited $0.4M
Government National Mortgage Association 2 3622AAKS2 438,287 Exited $0.4M
ENTERPRISE PRODUCTS OPERATING LLC 29379VBA0 430,000 Exited $0.4M
Tencent Holdings Limited 88032WBC9 550,000 Exited $0.4M
Government National Mortgage Association 38381HN49 500,000 Exited $0.4M
Teva Pharmaceutical Finance Netherlands III B.V. 88167AAN1 390,000 Exited $0.4M
PFIZER INC. 717081EW9 440,000 Exited $0.4M
THE HOME DEPOT, INC. 437076BZ4 536,000 Exited $0.4M
BAXTER INTERNATIONAL INC. 071813BY4 425,000 Exited $0.4M
Government National Mortgage Association 36178WDM8 424,219 Exited $0.4M
FORD MOTOR CREDIT COMPANY LLC 345397ZR7 420,000 Exited $0.4M
Sands China Ltd. 80007RAN5 460,000 Exited $0.4M
BBCMS TRUST 05550MAS3 432,000 Exited $0.4M
Sands China Ltd. 80007RAK1 420,000 Exited $0.4M
KENVUE INC. 49177JAN2 381,000 Exited $0.4M
Takeda Pharmaceutical Company Limited 874060AT3 394,000 Exited $0.4M
UBS AG LONDON BRANCH 902674XN5 440,000 Exited $0.4M
WarnerMedia Holdings, Inc. 55903VBG7 390,000 Exited $0.4M
Freddie Mac 3132DPUT3 399,435 Exited $0.4M
FORD MOTOR CREDIT COMPANY LLC 345397A60 400,000 Exited $0.4M
CASTLELAKE AVIATION ONE 14855NAB2 395,275 Exited $0.4M
Freddie Mac 3132DM2J3 450,598 Exited $0.4M
Federal National Mortgage Association 3140XFMA6 471,328 Exited $0.4M
VFH PARENT LLC 91820UAS9 405,900 Exited $0.4M
NIKE, INC. 654106AJ2 410,000 Exited $0.4M
Mitsubishi UFJ Financial Group, Inc. 606822CT9 386,000 Exited $0.4M
HALEON US CAPITAL LLC 36264FAK7 410,000 Exited $0.4M
PARKER-HANNIFIN CORPORATION 701094AM6 400,000 Exited $0.4M
COMM MORTGAGE TRUST 12595HAA6 410,000 Exited $0.4M
PCI GAMING AUTHORITY 70455DAG9 388,790 Exited $0.4M
CINTAS CORP NO 2 17252MAN0 400,000 Exited $0.4M
MICROSOFT CORPORATION 594918CC6 546,000 Exited $0.4M
ROPER TECHNOLOGIES, INC. 776743AM8 420,000 Exited $0.4M
WELLS FARGO & COMPANY 94974BFP0 400,000 Exited $0.4M
COSTCO WHOLESALE CORPORATION 22160KAP0 450,000 Exited $0.4M
Federal National Mortgage Association 3140MAKE3 398,642 Exited $0.4M
BANK OF AMERICA CORPORATION 06051GJT7 457,000 Exited $0.4M
AON CORPORATION 03740LAG7 368,000 Exited $0.4M
DELTA AIR LINES, INC. 247361ZP6 381,000 Exited $0.4M
COMCAST CORPORATION 20030NBS9 390,000 Exited $0.4M
FORD MOTOR COMPANY 345370DA5 480,000 Exited $0.4M
SPIRIT IP CAYMAN LTD. 84859BAA9 375,194 Exited $0.4M
Eversource Energy 30040WAK4 467,000 Exited $0.4M
EXELON CORPORATION 30161NBL4 369,000 Exited $0.4M
PAYPAL HOLDINGS, INC. 70450YAG8 400,000 Exited $0.4M
SLM STUDENT LOAN TRUST 78445RAA7 390,963 Exited $0.4M
Estados Unidos Mexicanos 91087BAE0 390,000 Exited $0.4M
THE COCA-COLA COMPANY 191216CR9 380,000 Exited $0.4M
Freddie Mac 3132DNHH9 388,519 Exited $0.4M
REPUBLIC SERVICES, INC. 760759AU4 385,000 Exited $0.4M
AMAZON.COM, INC. 023135BT2 550,000 Exited $0.4M
Pepsico, Inc. 713448EZ7 440,000 Exited $0.4M
Government National Mortgage Association 2 3617Y5ME6 407,806 Exited $0.4M
NVIDIA CORPORATION 67066GAG9 430,000 Exited $0.4M
FORD MOTOR COMPANY 345370DB3 380,000 Exited $0.4M
CREDIT AGRICOLE S.A. LONDON BRANCH 22535WAG2 400,000 Exited $0.4M
MACQUARIE BANK LIMITED 556079AC5 425,000 Exited $0.4M
CENTENE CORPORATION 15135BAT8 390,000 Exited $0.4M
Federal National Mortgage Association 3136BAHX5 378,046 Exited $0.4M
HYUNDAI CAPITAL AMERICA 44891ACD7 365,000 Exited $0.4M
DISH DBS Corporation 25470XAW5 410,000 Exited $0.4M
GILEAD SCIENCES, INC. 375558BD4 380,000 Exited $0.4M
BNP PARIBAS SA 09659T2A8 400,000 Exited $0.4M
Pemerintah Republik Indonesia 455780CN4 460,000 Exited $0.4M
REALTY INCOME CORPORATION 756109BR4 369,000 Exited $0.4M
CITIGROUP INC. 172967NU1 370,000 Exited $0.4M
Kraft Heinz Foods Company 50077LAD8 380,000 Exited $0.4M
MPLX LP 55336VAT7 390,000 Exited $0.4M
Northrop Grumman Corporation 666807BU5 350,000 Exited $0.4M
ABBVIE INC. 00287YBV0 380,000 Exited $0.4M
FEDERAL REALTY OP LP 313747AU1 366,000 Exited $0.4M
MPLX LP 55336VAN0 430,000 Exited $0.4M
MPLX LP 55336VBT6 415,000 Exited $0.4M
ENERGY TRANSFER LP 29273RBF5 414,000 Exited $0.4M
THE GOLDMAN SACHS GROUP, INC. 38141GWL4 380,000 Exited $0.4M
RAYTHEON TECHNOLOGIES CORPORATION 75513EAD3 420,000 Exited $0.4M
CVS HEALTH CORPORATION 126650DP2 500,000 Exited $0.4M
EOG RESOURCES, INC. 26875PAN1 390,000 Exited $0.4M
CITIGROUP INC. 172967GD7 360,000 Exited $0.4M
VERIZON COMMUNICATIONS INC. 92343VGH1 400,000 Exited $0.4M
BECTON, DICKINSON AND COMPANY 075887BV0 363,000 Exited $0.4M
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 46639NAQ4 357,971 Exited $0.4M
MARS, INCORPORATED 571676AA3 370,000 Exited $0.4M
CONTINENTAL RESOURCES, INC. 212015AT8 370,000 Exited $0.4M
Credit Suisse Group AG 225401BB3 300,000 Exited $0.4M
Glencore Finance (Canada) Limited 98417EAC4 318,000 Exited $0.4M
CONNECTICUT AVENUE SECURITIES 30711XAF1 352,679 Exited $0.4M
KINDER MORGAN, INC. 49456BAF8 360,000 Exited $0.4M
Government National Mortgage Association 2 36179TXW0 354,219 Exited $0.4M
PFIZER INC. 717081EY5 420,000 Exited $0.4M
ORANGE LAKE TIMESHARE TRUST 68504UAA9 367,298 Exited $0.4M
GILEAD SCIENCES, INC. 375558BS1 479,000 Exited $0.4M
VICI PROPERTIES L.P. 92564RAH8 375,000 Exited $0.4M
COMCAST CORPORATION 20030NCC3 418,000 Exited $0.4M
NAVIENT STUDENT LOAN TRUST 63942NAA6 412,317 Exited $0.4M
Federal National Mortgage Association 3140L1UQ6 422,717 Exited $0.4M
HERTZ VEHICLE FINANCING III LLC 42806MBA6 363,000 Exited $0.4M
NAVIENT PRIVATE EDUCATION LOAN TRUST 63941GAB0 383,001 Exited $0.4M
APPLE INC. 037833BH2 360,000 Exited $0.3M
HSBC HOLDINGS PLC 404280DA4 370,000 Exited $0.3M
Kraft Heinz Foods Company 50077LAM8 360,000 Exited $0.3M
PROSPECT CAPITAL CORPORATION 74348TAU6 395,000 Exited $0.3M
ABN AMRO Bank N.V. 00080QAF2 360,000 Exited $0.3M
Federal National Mortgage Association 3140QL2S4 386,437 Exited $0.3M
AT&T INC. 00206RCP5 370,000 Exited $0.3M
TARGA RESOURCES PARTNERS LP 87612BBS0 370,000 Exited $0.3M
Freddie Mac 3133KLBE6 438,816 Exited $0.3M
UBS Group AG 902613AP3 360,000 Exited $0.3M
AVIS BUDGET RENTAL CAR FUNDING 05377RFP4 351,000 Exited $0.3M
3M COMPANY 88579YBJ9 390,000 Exited $0.3M
Federal National Mortgage Association 3140QPHK6 382,971 Exited $0.3M
AMAZON.COM, INC. 023135BJ4 380,000 Exited $0.3M
THE BANK OF NOVA SCOTIA 06417XAG6 390,000 Exited $0.3M
UNITEDHEALTH GROUP INCORPORATED 91324PEF5 456,000 Exited $0.3M
THE GOLDMAN SACHS GROUP, INC. 38141GVS0 370,000 Exited $0.3M
ASURION LLC 04649VAY6 373,350 Exited $0.3M
BANCO SANTANDER, S.A. 05964HAN5 390,000 Exited $0.3M
VONTIER CORPORATION 928881AF8 425,000 Exited $0.3M
Government of Bermuda 085209AJ3 339,000 Exited $0.3M
Federal National Mortgage Association 31417DVE0 356,355 Exited $0.3M
Federal National Mortgage Association 3140K7WH2 344,370 Exited $0.3M
Federal National Mortgage Association 3136BBTX0 1,901,790 Exited $0.3M
NEUBERGER BERMAN CLO LTD 64129UBS3 342,570 Exited $0.3M
BANK OF AMERICA CORPORATION 06053FAA7 340,000 Exited $0.3M
ALIMENTATION COUCHE-TARD INC. 01626PAH9 360,000 Exited $0.3M
VOC Escrow Ltd 91832VAA2 380,000 Exited $0.3M
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 35105JAB4 341,601 Exited $0.3M
Government National Mortgage Association 2 36179XDA1 382,974 Exited $0.3M
EOG RESOURCES, INC. 26875PAP6 340,000 Exited $0.3M
Freddie Mac 3133KYWA3 391,402 Exited $0.3M
Federal National Mortgage Association 3140M34Z0 371,175 Exited $0.3M
CITIGROUP INC. 172967NS6 340,000 Exited $0.3M
THE GOLDMAN SACHS GROUP, INC. 38143U8H7 345,000 Exited $0.3M
Federal National Mortgage Association 3140QA2T6 341,838 Exited $0.3M
UNION PACIFIC CORPORATION 907818ES3 340,000 Exited $0.3M
AKER BP ASA 00973RAJ2 369,000 Exited $0.3M
Federal National Mortgage Association 3140JBWC6 356,335 Exited $0.3M
CITIGROUP INC. 172967MQ1 350,000 Exited $0.3M
THE DOW CHEMICAL COMPANY 260543DH3 289,000 Exited $0.3M
Freddie Mac 3128MJYZ7 351,311 Exited $0.3M
VIATRIS INC. 92556VAF3 505,000 Exited $0.3M
VERIZON COMMUNICATIONS INC. 92343VFR0 410,000 Exited $0.3M
EXPORT-IMPORT BANK OF INDIA 30216JAA3 350,000 Exited $0.3M
NXP B.V. 62954HBE7 334,000 Exited $0.3M
HSBC HOLDINGS PLC 404280BH1 345,000 Exited $0.3M
VERIZON COMMUNICATIONS INC. 92343VFE9 360,000 Exited $0.3M
Enbridge Inc. 29250NBR5 315,000 Exited $0.3M
WESTPAC BANKING CORPORATION 961214EP4 420,000 Exited $0.3M
MPLX LP 55336VAS9 330,000 Exited $0.3M
GENERAL MOTORS COMPANY 37045VAV2 320,000 Exited $0.3M
INTEL CORPORATION 458140CF5 320,000 Exited $0.3M
REPUBLIC SERVICES, INC. 760759AT7 335,000 Exited $0.3M
Freddie Mac 3128MMUS0 339,602 Exited $0.3M
UBS Group AG 90352JAC7 350,000 Exited $0.3M
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 46642CBQ2 380,000 Exited $0.3M
Freddie Mac 3133KYVX4 394,750 Exited $0.3M
RATE MORTGAGE TRUST 75409JAA5 399,954 Exited $0.3M
THE GOLDMAN SACHS GROUP, INC. 38141EC23 330,000 Exited $0.3M
CSAIL COMMERCIAL MORTGAGE TRUST 12596WAB0 363,000 Exited $0.3M
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 46643ABD4 331,472 Exited $0.3M
NAVIENT PRIVATE EDUCATION LOAN TRUST 63935BAA1 349,679 Exited $0.3M
FORD CREDIT AUTO LEASE TRUST 34528LAE5 327,000 Exited $0.3M
Government National Mortgage Association 36178NF95 342,725 Exited $0.3M
AerCap Ireland Capital Designated Activity Company 00774MAE5 345,000 Exited $0.3M
Federal National Mortgage Association 3140QEYV8 383,528 Exited $0.3M
MPLX LP 55336VAG5 320,000 Exited $0.3M
UNITEDHEALTH GROUP INCORPORATED 91324PEX6 314,000 Exited $0.3M
Federal National Mortgage Association 3140QFA25 380,493 Exited $0.3M
ALLSPRING BUYER LLC 98922AAC0 317,618 Exited $0.3M
CONSTELLATION BRANDS, INC. 21036PBK3 320,000 Exited $0.3M
Keybank National Association 49327M3H5 339,000 Exited $0.3M
WYNN RESORTS FINANCE, LLC 983133AC3 310,000 Exited $0.3M
Estados Unidos Mexicanos 91087BAN0 466,000 Exited $0.3M
Government National Mortgage Association 2 36179WBY3 356,863 Exited $0.3M
MCDONALD'S CORPORATION 58013MFN9 320,000 Exited $0.3M
COMM MORTGAGE TRUST 12630BBA5 318,000 Exited $0.3M
FORD MOTOR CREDIT COMPANY LLC 345397B69 380,000 Exited $0.3M
Gobierno De La Republica De Panama 698299BV5 305,000 Exited $0.3M
Federal National Mortgage Association 3140XFNL1 375,929 Exited $0.3M
Federal National Mortgage Association 3140XFNU1 343,927 Exited $0.3M
NSTAR ELECTRIC COMPANY 67021CAS6 334,000 Exited $0.3M
SOFI CONSUMER LOAN PROGRAM LLC 83407EAA2 310,000 Exited $0.3M
Federal National Mortgage Association 31423XQB0 1,927,967 Exited $0.3M
UBS Group AG 902613AM0 320,000 Exited $0.3M
AT&T INC. 00206RHW5 318,000 Exited $0.3M
WarnerMedia Holdings, Inc. 55903VAS2 380,000 Exited $0.3M
Republica Del Paraguay 699149AL4 350,000 Exited $0.3M
UNIVERSITY VA UNIV REVS 915217XF5 480,000 Exited $0.3M
ORACLE CORPORATION 68389XBS3 315,000 Exited $0.3M
UNITEDHEALTH GROUP INCORPORATED 91324PAR3 280,000 Exited $0.3M
Freddie Mac 3133AWL77 369,049 Exited $0.3M
BARRICK NORTH AMERICA FINANCE LLC 06849RAK8 290,000 Exited $0.3M
Government National Mortgage Association 2 36179WP93 358,484 Exited $0.3M
Sands China Ltd. 80007RAE5 320,000 Exited $0.3M
BP CAPITAL MARKETS AMERICA INC. 10373QBL3 320,000 Exited $0.3M
SMB PRIVATE EDUCATION LOAN TRUST 78449QAB3 316,671 Exited $0.3M
ASURION, LLC 04649VAX8 326,546 Exited $0.3M
HSBC HOLDINGS PLC 404280CJ6 330,000 Exited $0.3M
STORE CAPITAL CORPORATION 862121AB6 339,000 Exited $0.3M
Freddie Mac 3137H5YN1 338,812 Exited $0.3M
AT&T INC. 00206RBK7 350,000 Exited $0.3M
MACQUARIE GROUP LIMITED 55608JBE7 330,000 Exited $0.3M
AMAZON.COM, INC. 023135CG9 310,000 Exited $0.3M
Nationwide Building Society 63861VAC1 300,000 Exited $0.3M
ROCHE HOLDINGS, INC. 771196BY7 425,000 Exited $0.3M
FORD MOTOR CREDIT COMPANY LLC 345397YG2 300,000 Exited $0.3M
OCCIDENTAL PETROLEUM CORPORATION 674599DF9 280,000 Exited $0.3M
UNITEDHEALTH GROUP INCORPORATED 91324PDV1 360,000 Exited $0.3M
CHASE AUTO CREDIT LINKED NOTES 48128U2M0 305,160 Exited $0.3M
Federal National Mortgage Association 3140XKM31 299,590 Exited $0.3M
AT&T INC. 00206RHJ4 300,000 Exited $0.3M
CITIGROUP COMMERCIAL MORTGAGE TRUST 29426VAD8 303,000 Exited $0.3M
BENCHMARK MORTGAGE TRUST 08162DAE8 337,000 Exited $0.3M
CITIGROUP INC. 172967NE7 360,000 Exited $0.3M
APACHE CORPORATION 037411BA2 390,000 Exited $0.3M
Federal National Mortgage Association 3140N6NC2 297,609 Exited $0.3M
Government National Mortgage Association 2 3617Y5P86 320,658 Exited $0.3M
Credit Suisse Group AG 225401AG3 300,000 Exited $0.3M
THE HOME DEPOT, INC. 437076CC4 350,000 Exited $0.3M
AMAZON.COM, INC. 023135BS4 350,000 Exited $0.3M
HONEYWELL INTERNATIONAL INC. 438516CB0 310,000 Exited $0.3M
NESTLE HOLDINGS, INC. 641062BG8 280,000 Exited $0.3M
T-MOBILE USA, INC. 87264ABS3 330,000 Exited $0.3M
DEVON ENERGY CORPORATION 25179MBF9 304,000 Exited $0.3M
THE HOME DEPOT, INC. 437076CB6 320,000 Exited $0.3M
Freddie Mac 31288QFY1 297,925 Exited $0.3M
GSAMP TRUST 36228FVH6 299,056 Exited $0.3M
BANK OF AMERICA CORPORATION 06051GFB0 290,000 Exited $0.3M
STARWOOD PROPERTY MORTGAGE LLC 78485WAA7 289,208 Exited $0.3M
UNITED AIRLINES, INC. 90932LAG2 300,000 Exited $0.3M
Freddie Mac 3133BQSA5 292,423 Exited $0.3M
JPMORGAN CHASE & CO. 46647PAJ5 325,000 Exited $0.3M
FORD MOTOR CREDIT COMPANY LLC 345397B77 321,000 Exited $0.3M
Petroleos Mexicanos 71654QBX9 480,000 Exited $0.3M
The Cigna Group 125523AG5 290,000 Exited $0.3M
CITIGROUP INC. 172967HQ7 300,000 Exited $0.3M
CVS HEALTH CORPORATION 126650DF4 298,000 Exited $0.3M
UNITEDHEALTH GROUP INCORPORATED 91324PEJ7 290,000 Exited $0.3M
Freddie Mac 3133BGDX3 296,622 Exited $0.3M
KINDER MORGAN, INC. 49456BAH4 300,000 Exited $0.3M
Republica Argentina 040114HS2 976,028 Exited $0.3M
Freddie Mac 3142BAMV1 290,334 Exited $0.3M
DUKE ENERGY FLORIDA, LLC 26444HAC5 295,000 Exited $0.3M
Federal National Mortgage Association 3140GW5Z2 298,007 Exited $0.3M
Philip Morris International Inc. 718172CQ0 280,000 Exited $0.3M
WFRBS COMMERCIAL MORTGAGE TRUST 92939FAX7 300,000 Exited $0.3M
TEXAS INSTRUMENTS INCORPORATED 882508BD5 300,000 Exited $0.3M
THE HOME DEPOT, INC. 437076CG5 442,000 Exited $0.3M
BNP PARIBAS SA 09659W2D5 290,000 Exited $0.3M
CWABS ASSET-BACKED CERTIFICATES TRUST 1266716B7 297,787 Exited $0.3M
MICROSOFT CORPORATION 594918CE2 365,000 Exited $0.3M
EQT CORPORATION 26884LAN9 320,000 Exited $0.3M
Federal National Mortgage Association 3140MYA93 282,351 Exited $0.3M
RAYTHEON TECHNOLOGIES CORPORATION 913017CY3 280,000 Exited $0.3M
JOHNSON & JOHNSON 478160CN2 300,000 Exited $0.3M
Freddie Mac 3132DMW43 317,403 Exited $0.3M
MCDONALD'S CORPORATION 58013MFQ2 290,000 Exited $0.3M
OCCIDENTAL PETROLEUM CORPORATION 674599CM5 300,000 Exited $0.3M
COSTCO WHOLESALE CORPORATION 22160KAM7 284,000 Exited $0.3M
VERIZON COMMUNICATIONS INC. 92343VDC5 320,000 Exited $0.3M
United States of America 912810RN0 320,000 Exited $0.3M
UNION PACIFIC CORPORATION 907818FY9 330,000 Exited $0.3M
Government National Mortgage Association 38375BDG4 271,171 Exited $0.3M
Compagnie des chemins de fer nationaux du Canada 136375DB5 290,000 Exited $0.3M
GS MORTGAGE SECURITIES TRUST 36258RBA0 328,000 Exited $0.3M
TSMC ARIZONA CORPORATION 872898AA9 300,000 Exited $0.3M
MID-AMERICA APARTMENTS, L.P. 59523UAA5 272,000 Exited $0.3M
Government National Mortgage Association 2 3617FKD38 297,192 Exited $0.3M
ABBOTT LABORATORIES 002824BG4 260,000 Exited $0.3M
Federal National Mortgage Association 3140QPAQ0 279,913 Exited $0.3M
AMERICAN TOWER CORPORATION 03027XAM2 289,000 Exited $0.3M
Government National Mortgage Association 2 36179UKY7 269,090 Exited $0.3M
HALEON US CAPITAL LLC 36264FAL5 290,000 Exited $0.3M
EXTRA SPACE STORAGE LP 30225VAG2 340,000 Exited $0.3M
UNITEDHEALTH GROUP INCORPORATED 91324PCP5 270,000 Exited $0.3M
Government National Mortgage Association 2 3617MKK99 274,694 Exited $0.3M
Federal National Mortgage Association 3140X8CP0 305,421 Exited $0.3M
RELIANCE INDUSTRIES LIMITED 759470BB2 320,000 Exited $0.3M
NXP B.V. 62954HAW8 280,000 Exited $0.3M
Federal National Mortgage Association 3140QQ4K8 247,523 Exited $0.3M
GS MORTGAGE SECURITIES TRUST 36248GAJ9 270,000 Exited $0.3M
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 03066TAC5 274,000 Exited $0.3M
THE BOEING COMPANY 097023CQ6 350,000 Exited $0.3M
Shell International Finance B.V. 822582AY8 280,000 Exited $0.3M
ILFC E-CAPITAL TRUST II 44965UAA2 400,000 Exited $0.3M
GARDA WORLD SECURITY CORPORATION C4000KAD6 267,955 Exited $0.3M
DUKE ENERGY CORPORATION 26441CAX3 280,000 Exited $0.3M
THE HOME DEPOT, INC. 437076CA8 280,000 Exited $0.3M
Federal National Mortgage Association 3136AV7G8 275,523 Exited $0.3M
OCP S.A. 67091TAE5 360,000 Exited $0.3M
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 63743HFC1 275,000 Exited $0.3M
Freddie Mac 3133AKW22 331,686 Exited $0.3M
Federal National Mortgage Association 3140JAWQ7 257,441 Exited $0.3M
SOFI PROFESSIONAL LOAN PROGRAM 83405YAA0 308,460 Exited $0.3M
Fideicomiso Fibra Uno 898339AB2 344,000 Exited $0.3M
UNITED RENTALS (NORTH AMERICA), INC. 911365BP8 300,000 Exited $0.3M
ELEVANCE HEALTH, INC. 036752AT0 270,000 Exited $0.3M
AMAZON.COM, INC. 023135BZ8 300,000 Exited $0.3M
Republica del Peru 715638DF6 300,000 Exited $0.3M
GLP Capital, L.P. 361841AL3 268,000 Exited $0.3M
Federal National Mortgage Association 3140X6U41 282,335 Exited $0.3M
LIBERTY MUTUAL GROUP INC. 53079EBN3 268,000 Exited $0.3M
KLA CORPORATION 482480AM2 257,000 Exited $0.3M
United States of America 91282CFM8 250,000 Exited $0.3M
Freddie Mac 3133A2X47 281,091 Exited $0.3M
OCCIDENTAL PETROLEUM CORPORATION 674599CH6 270,000 Exited $0.3M
BROADCOM INC. 11135FBL4 309,000 Exited $0.3M
NXP B.V. 62954HBA5 306,000 Exited $0.3M
Government National Mortgage Association 38380ARW9 258,633 Exited $0.3M
DUKE ENERGY CORPORATION 26441CBL8 301,000 Exited $0.3M
MCDONALD'S CORPORATION 58013MFA7 260,000 Exited $0.3M
NIKE, INC. 654106AH6 260,000 Exited $0.3M
WarnerMedia Holdings, Inc. 55903VAJ2 270,000 Exited $0.3M
Government National Mortgage Association 2 36179TV77 251,130 Exited $0.3M
CENTENE CORPORATION 15135BAR2 260,000 Exited $0.3M
REALTY INCOME CORPORATION 756109BJ2 284,000 Exited $0.3M
GENERAL MOTORS COMPANY 37045VAF7 260,000 Exited $0.2M
United States of America 912810RH3 280,000 Exited $0.2M
Government National Mortgage Association 38376RAH9 251,659 Exited $0.2M
CONTINENTAL RESOURCES, INC. 212015AL5 250,000 Exited $0.2M
RATE MORTGAGE TRUST 75409JAG2 289,349 Exited $0.2M
THE DOW CHEMICAL COMPANY 260543BJ1 217,000 Exited $0.2M
Government National Mortgage Association 2 36179WVV7 273,035 Exited $0.2M
NVIDIA CORPORATION 67066GAJ3 310,000 Exited $0.2M
MICROSOFT CORPORATION 594918BZ6 251,000 Exited $0.2M
VERIZON COMMUNICATIONS INC. 92343VGP3 307,000 Exited $0.2M
MERCK & CO., INC. 58933YAZ8 300,000 Exited $0.2M
CHENIERE ENERGY, INC. 16411RAK5 260,000 Exited $0.2M
WELLS FARGO & COMPANY 95000U2C6 250,000 Exited $0.2M
EQUINOR ASA 29446MAE2 260,000 Exited $0.2M
T-MOBILE USA, INC. 87264ABV6 270,000 Exited $0.2M
Federal National Mortgage Association 3140JBUK0 274,089 Exited $0.2M
TEXAS INSTRUMENTS INCORPORATED 882508BJ2 290,000 Exited $0.2M
BECTON, DICKINSON AND COMPANY 075887BG3 264,000 Exited $0.2M
EYECARE PARTNERS, LLC 30233PAB6 301,953 Exited $0.2M
AMGEN INC. 031162CF5 269,000 Exited $0.2M
BRISTOL-MYERS SQUIBB COMPANY 110122DS4 365,000 Exited $0.2M
Federal National Mortgage Association 3140X3CE6 255,033 Exited $0.2M
FIRST EAGLE HOLDINGS, INC. 05554JAH0 252,038 Exited $0.2M
GFL ENVIRONMENTAL INC. 36168QAJ3 250,000 Exited $0.2M
Government National Mortgage Association 38375BLC4 245,175 Exited $0.2M
WORKDAY, INC. 98138HAH4 260,000 Exited $0.2M
MICROSOFT CORPORATION 594918BB9 250,000 Exited $0.2M
GENERAL MOTORS FINANCIAL COMPANY, INC. 37045XDS2 298,000 Exited $0.2M
GLENCORE FUNDING LLC 378272AV0 245,000 Exited $0.2M
The Bank of New York Mellon Corporation 06406RAN7 260,000 Exited $0.2M
Philip Morris International Inc. 718172CP2 290,000 Exited $0.2M
JOHNSON & JOHNSON 478160CF9 260,000 Exited $0.2M
CITIZENS FINANCIAL GROUP, INC. 174610AS4 304,000 Exited $0.2M
AMAZON.COM, INC. 023135AZ9 245,000 Exited $0.2M
ENERGY TRANSFER LP 29273RBJ7 246,000 Exited $0.2M
EQUIFAX INC. 294429AR6 255,000 Exited $0.2M
Government National Mortgage Association 38380LBS1 240,199 Exited $0.2M
CITIGROUP INC. 172967MX6 250,000 Exited $0.2M
METROPOLITAN TRANSN AUTH N Y REV 59261AG76 260,000 Exited $0.2M
CLOUDERA, INC. 74339VAB4 247,600 Exited $0.2M
MARSH & MCLENNAN COMPANIES, INC. 571748BT8 229,000 Exited $0.2M
HYUNDAI CAPITAL AMERICA 44891ABR7 243,000 Exited $0.2M
Government National Mortgage Association 38380QBN1 232,310 Exited $0.2M
AT&T INC. 00206RMM1 290,000 Exited $0.2M
Freddie Mac 3133AWWM2 281,280 Exited $0.2M
Virginia Electric and Power Company 927804GL2 228,000 Exited $0.2M
Federal National Mortgage Association 31397VE37 1,200,129 Exited $0.2M
CITIGROUP INC. 172967JC6 240,000 Exited $0.2M
Government National Mortgage Association 2 3617B8HH4 244,155 Exited $0.2M
Federal National Mortgage Association 3138EMFE6 229,428 Exited $0.2M
COMM MORTGAGE TRUST 12591UAF0 236,000 Exited $0.2M
Federal National Mortgage Association 31418D3R1 266,445 Exited $0.2M
Government National Mortgage Association 38375BJE3 229,917 Exited $0.2M
Federal National Mortgage Association 3140XDND4 274,671 Exited $0.2M
GILEAD SCIENCES, INC. 375558BY8 276,000 Exited $0.2M
JPMORGAN CHASE & CO. 46625HJX9 230,000 Exited $0.2M
CONSTELLATION BRANDS, INC. 21036PBM9 230,000 Exited $0.2M
CREDIT AGRICOLE SA 225313AK1 250,000 Exited $0.2M
APPLE INC. 037833CR9 232,000 Exited $0.2M
ELEVANCE HEALTH, INC. 036752AU7 250,000 Exited $0.2M
DSLA MORTGAGE LOAN TRUST 23332UAS3 245,268 Exited $0.2M
THE PROCTER & GAMBLE COMPANY 742718FH7 240,000 Exited $0.2M
TARGA RESOURCES CORP. 87612GAA9 250,000 Exited $0.2M
WELLS FARGO & COMPANY 94974BGE4 261,000 Exited $0.2M
RESIDENTIAL MORTGAGE LOAN TRUST 76119NAA5 229,592 Exited $0.2M
OCCIDENTAL PETROLEUM CORPORATION 674599CF0 280,000 Exited $0.2M
LOCKHEED MARTIN CORPORATION 539830BR9 230,000 Exited $0.2M
BANK OF AMERICA CORPORATION 06051GHS1 260,000 Exited $0.2M
Kraft Heinz Foods Company 50077LBJ4 220,000 Exited $0.2M
WISCONSIN ELECTRIC POWER COMPANY 976656CM8 255,000 Exited $0.2M
TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA 878091BD8 240,000 Exited $0.2M
AerCap Ireland Capital Designated Activity Company 00774MAC9 232,000 Exited $0.2M
BP CAPITAL MARKETS AMERICA INC. 10373QAT7 230,000 Exited $0.2M
ELI LILLY AND COMPANY 532457CH9 215,000 Exited $0.2M
VICI PROPERTIES L.P. 92564RAK1 238,000 Exited $0.2M
Federal National Mortgage Association 3140X83T2 255,012 Exited $0.2M
NXP B.V. 62954HAU2 302,000 Exited $0.2M
INTEL CORPORATION 458140AS9 223,000 Exited $0.2M
LCM LIMITED PARTNERSHIP 50189CAN1 220,574 Exited $0.2M
Government National Mortgage Association 38382LXR7 2,018,574 Exited $0.2M
MCDONALD'S CORPORATION 58013MFC3 240,000 Exited $0.2M
GLOBAL SC FINANCE II SRL 37952UAE3 225,108 Exited $0.2M
Government National Mortgage Association 2 36179UEA6 218,708 Exited $0.2M
COMCAST CORPORATION 20030NCE9 259,000 Exited $0.2M
N/A 01C4Y7H71 351 Exited $0.2M
MARS, INCORPORATED 571676AN5 300,000 Exited $0.2M
GENERAL MOTORS COMPANY 37045VAP5 240,000 Exited $0.2M
BEAR STEARNS ASSET BACKED SECURITIES INC 073879MR6 221,329 Exited $0.2M
MCDONALD'S CORPORATION 58013MEY6 220,000 Exited $0.2M
VERUS SECURITIZATION TRUST 92537KAA2 227,260 Exited $0.2M
APPLE INC. 037833EN6 225,000 Exited $0.2M
DISCOVERY COMMUNICATIONS, LLC 25470DBL2 324,000 Exited $0.2M
Government National Mortgage Association 2 3617BFM90 226,192 Exited $0.2M
CITIGROUP INC. 172967HS3 225,000 Exited $0.2M
Banc of America Re-REMIC Trust 059427AA2 870,730 Exited $0.2M
BANK OF AMERICA CORPORATION 06051GHV4 240,000 Exited $0.2M
HSBC HOLDINGS PLC 404280DF3 220,000 Exited $0.2M
ELEVANCE HEALTH, INC. 036752AB9 220,000 Exited $0.2M
FIRST QUANTUM MINERALS LTD. 335934AT2 220,000 Exited $0.2M
NORTHWEST PIPELINE LLC 66775VAB1 219,000 Exited $0.2M
Federal National Mortgage Association 3140KVHA1 255,425 Exited $0.2M
COMCAST CORPORATION 20030NBM2 220,000 Exited $0.2M
WESTERN MIDSTREAM OPERATING, LP 958254AL8 244,000 Exited $0.2M
Teva Pharmaceutical Finance Netherlands III B.V. 88167AAR2 200,000 Exited $0.2M
CONOCO FUNDING COMPANY 20825UAC8 180,000 Exited $0.2M
NVIDIA CORPORATION 67066GAF1 230,000 Exited $0.2M
DANSKE BANK A/S 23636AAV3 220,000 Exited $0.2M
Government National Mortgage Association 38378KYP8 229,781 Exited $0.2M
Government National Mortgage Association 3622A2CE0 223,859 Exited $0.2M
ENTERPRISE PRODUCTS OPERATING LLC 29379VBY8 270,000 Exited $0.2M
Federal National Mortgage Association 3140L2PV9 250,579 Exited $0.2M
GENERAL MOTORS COMPANY 37045VAJ9 247,000 Exited $0.2M
ENERGY TRANSFER LP 86765BAV1 234,000 Exited $0.2M
GLENCORE FUNDING LLC 378272AQ1 220,000 Exited $0.2M
OTIS WORLDWIDE CORPORATION 68902VAH0 220,000 Exited $0.2M
STACK INFRASTRUCTURE ISSUER, LLC 85236KAA0 211,438 Exited $0.2M
PARAMOUNT GLOBAL 92556HAC1 277,000 Exited $0.2M
Federal National Mortgage Association 3140QRK51 193,237 Exited $0.2M
T-MOBILE USA, INC. 87264ABT1 240,000 Exited $0.2M
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 46640UAD4 210,000 Exited $0.2M
Government National Mortgage Association 38382QCY4 1,422,367 Exited $0.2M
Freddie Mac 3133BWD34 199,851 Exited $0.2M
AMGEN INC. 031162DJ6 215,000 Exited $0.2M
XILINX, INC. 983919AK7 236,000 Exited $0.2M
Freddie Mac 3132DMTH8 247,920 Exited $0.2M
Prosus N.V. 74365PAE8 320,000 Exited $0.2M
Freddie Mac 3133BUGZ4 198,728 Exited $0.2M
AIR LEASE CORPORATION 00912XAV6 221,000 Exited $0.2M
VISA INC. 92826CAJ1 235,000 Exited $0.2M
Federal National Mortgage Association 3140NCRY7 198,218 Exited $0.2M
GALAXY PIPELINE ASSETS BIDCO LIMITED 36321PAE0 252,264 Exited $0.2M
Russia, Federation of (Government) EJ0370613 315,940,000 Exited $0.2M
Federal National Mortgage Association 3140JBUY0 238,984 Exited $0.2M
VERIZON COMMUNICATIONS INC. 92343VES9 210,000 Exited $0.2M
Federal National Mortgage Association 3140LHUU2 200,000 Exited $0.2M
Federal National Mortgage Association 31418DZ62 233,351 Exited $0.2M
Federal National Mortgage Association 3140LHUW8 200,000 Exited $0.2M
CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 12515HBJ3 7,451,276 Exited $0.2M
WALMART INC. 931142ES8 230,000 Exited $0.2M
CENTENE CORPORATION 15135BAV3 230,000 Exited $0.2M
WHEELS SPV, LLC 96328DBT0 201,991 Exited $0.2M
AMERICAN INTERNATIONAL GROUP, INC. 026874DQ7 212,000 Exited $0.2M
APPLE INC. 037833AL4 220,000 Exited $0.2M
Federal National Mortgage Association 3140LHVK3 200,000 Exited $0.2M
RACKSPACE TECHNOLOGY GLOBAL, INC. 75009XAB6 374,350 Exited $0.2M
BAUSCH HEALTH COMPANIES INC. 071734AK3 500,000 Exited $0.2M
AIR LEASE CORPORATION 00912XAY0 216,000 Exited $0.2M
GLENCORE FUNDING LLC 378272AF5 200,000 Exited $0.2M
HANESBRANDS INC. 410345AL6 210,000 Exited $0.2M
LLOYDS BANKING GROUP PLC 539439AS8 200,000 Exited $0.2M
MUFG Bank, Ltd. 064255AR3 200,000 Exited $0.2M
DANSKE BANK A/S 23636AAP6 200,000 Exited $0.2M
Government National Mortgage Association 2 3618A0S96 217,950 Exited $0.2M
CITIGROUP INC. 172967KU4 210,000 Exited $0.2M
SOUTHERN NATURAL GAS COMPANY, L.L.C. 843452AZ6 170,000 Exited $0.2M
LOWE'S COMPANIES, INC. 548661DU8 200,000 Exited $0.2M
DANSKE BANK A/S 23636AAW1 200,000 Exited $0.2M
Chevron U.S.A. Inc. 166756AR7 200,000 Exited $0.2M
ARGENTIC REAL ESTATE FINANCE LLC 00217LAA0 198,897 Exited $0.2M
ADANI INTERNATIONAL CONTAINER TERMINAL PRIVATE LIMITED 00654UAA0 261,562 Exited $0.2M
CWABS ASSET-BACKED CERTIFICATES TRUST 126673AW2 210,147 Exited $0.2M
ALPHABET INC. 02079KAD9 240,000 Exited $0.2M
MARRIOTT INTERNATIONAL, INC. 571903BL6 198,000 Exited $0.2M
United States of America 91282CFQ9 196,000 Exited $0.2M
Federal National Mortgage Association 3140XJYH0 190,914 Exited $0.2M
CONTINENTAL RESOURCES, INC. 212015AN1 200,000 Exited $0.2M
Freddie Mac 31339UVJ6 216,003 Exited $0.2M
Freddie Mac 3132DPQC5 199,465 Exited $0.2M
PIONEER NATURAL RESOURCES COMPANY 723787AQ0 240,000 Exited $0.2M
RAYTHEON TECHNOLOGIES CORPORATION 75513EBX8 200,000 Exited $0.2M
Federal National Mortgage Association 3140XKGX2 198,374 Exited $0.2M
Federal National Mortgage Association 3140LGZP0 200,000 Exited $0.2M
MCDONALD'S CORPORATION 58013MFP4 200,000 Exited $0.2M
Federal National Mortgage Association 3140LGYW6 200,000 Exited $0.2M
Federal National Mortgage Association 3140X5MT7 200,483 Exited $0.2M
APPLE INC. 037833ER7 217,000 Exited $0.2M
CHUBB INA HOLDINGS INC. 00440EAV9 200,000 Exited $0.2M
MARS, INCORPORATED 571676AB1 210,000 Exited $0.2M
COMMSCOPE, INC. 20338QAD5 200,000 Exited $0.2M
Federal National Mortgage Association 3140LHJK7 200,000 Exited $0.2M
NATWEST GROUP PLC 780097BG5 200,000 Exited $0.2M
Freddie Mac 31300MG31 188,806 Exited $0.2M
Federal National Mortgage Association 31418AHB7 196,183 Exited $0.2M
UBS Group AG 90351DAB3 200,000 Exited $0.2M
ECOPETROL S.A. 279158AL3 200,000 Exited $0.2M
BNP PARIBAS SA 05581KAC5 200,000 Exited $0.2M
CONNECTICUT AVENUE SECURITIES 20754CAB5 189,939 Exited $0.2M
Federal National Mortgage Association 3140LGWS7 200,000 Exited $0.2M
EMERSON ELECTRIC CO. 291011BS2 280,000 Exited $0.2M
COMCAST CORPORATION 20030NDL2 280,000 Exited $0.2M
KINDER MORGAN, INC. 49456BAX9 190,000 Exited $0.2M
DANSKE BANK A/S 23636AAR2 200,000 Exited $0.2M
ANHEUSER-BUSCH INBEV WORLDWIDE INC. 035240AV2 200,000 Exited $0.2M
WarnerMedia Holdings, Inc. 55903VAG8 200,000 Exited $0.2M
ABBVIE INC. 00287YAV1 200,000 Exited $0.2M
RAYTHEON TECHNOLOGIES CORPORATION 913017DD8 190,000 Exited $0.2M
T-MOBILE USA, INC. 87264ABZ7 205,000 Exited $0.2M
GENERAL DYNAMICS CORPORATION 369550BJ6 200,000 Exited $0.2M
Teva Pharmaceutical Finance Netherlands III B.V. 88167AAP6 200,000 Exited $0.2M
THE GOLDMAN SACHS GROUP, INC. 38141GYK4 260,000 Exited $0.2M
U.S. BANCORP 91159HJH4 185,000 Exited $0.2M
Federal National Mortgage Association 3140JWSP6 197,911 Exited $0.2M
Federal National Mortgage Association 31418RHG9 184,776 Exited $0.2M
ABBVIE INC. 00287YAW9 204,000 Exited $0.2M
FORD MOTOR CREDIT COMPANY LLC 345397A86 200,000 Exited $0.2M
COMCAST CORPORATION 20030NDK4 190,000 Exited $0.2M
Federal Republic of Nigeria 65412JAD5 240,000 Exited $0.2M
CHASE AUTO CREDIT LINKED NOTES 46591HAU4 185,961 Exited $0.2M
ENERGIZER HOLDINGS 29267YAS1 183,925 Exited $0.2M
NSTAR ELECTRIC COMPANY 67021CAQ0 254,000 Exited $0.2M
VICI PROPERTIES L.P. 92564RAJ4 185,000 Exited $0.2M
Federal National Mortgage Association 3140QFUJ6 183,651 Exited $0.2M
Federal National Mortgage Association 3138WGA61 189,774 Exited $0.2M
Estados Unidos Mexicanos 91087BAB6 228,000 Exited $0.2M
COSTCO WHOLESALE CORPORATION 22160KAL9 183,000 Exited $0.2M
ENERGY TRANSFER LP 29278NAF0 180,000 Exited $0.2M
Federal Republic of Nigeria 65412JAC7 220,000 Exited $0.2M
TRITON CONTAINER FINANCE LLC 89680HAA0 203,963 Exited $0.2M
WESTERN MIDSTREAM OPERATING, LP 958667AA5 210,000 Exited $0.2M
Government National Mortgage Association 38376RFG6 179,512 Exited $0.2M
Federal National Mortgage Association 3140QPKM8 191,470 Exited $0.2M
GENERAL MOTORS FINANCIAL COMPANY, INC. 37045XDW3 180,000 Exited $0.2M
APACHE CORPORATION 037411BG9 230,000 Exited $0.2M
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED 744573AQ9 222,000 Exited $0.2M
NIKE, INC. 654106AL7 210,000 Exited $0.2M
UNION PACIFIC CORPORATION 907818FL7 230,000 Exited $0.2M
BRIGHTHOUSE FINANCIAL, INC. 10922NAH6 273,000 Exited $0.2M
ENERGY TRANSFER LP 29273VAN0 200,000 Exited $0.2M
ALPHABET INC. 02079KAE7 250,000 Exited $0.2M
Freddie Mac 31300ME33 172,371 Exited $0.2M
GUARDIAN LIFE GLOBAL FUNDING 40139LAG8 190,000 Exited $0.2M
APACHE CORPORATION 037411AW5 205,000 Exited $0.2M
Altria Group, Inc. 02209SAV5 240,000 Exited $0.2M
ENTERPRISE PRODUCTS OPERATING LLC 29379VBZ5 220,000 Exited $0.2M
BAYER US FINANCE II LLC 07274NBH5 210,000 Exited $0.2M
FORD MOTOR CREDIT COMPANY LLC 345397B51 200,000 Exited $0.2M
Government National Mortgage Association 38381ETU2 300,000 Exited $0.2M
L3HARRIS TECHNOLOGIES, INC. 413875AT2 180,000 Exited $0.2M
COMCAST CORPORATION 20030NDH1 200,000 Exited $0.2M
BNP PARIBAS SA 09659W2K9 200,000 Exited $0.2M
Republica del Peru 715638DU3 210,000 Exited $0.2M
MARSH & MCLENNAN COMPANIES, INC. 571748BS0 152,000 Exited $0.2M
FREEPORT-MCMORAN INC. 35671DCH6 180,000 Exited $0.2M
Federal National Mortgage Association 3140HTWQ8 180,216 Exited $0.2M
WFRBS COMMERCIAL MORTGAGE TRUST 92939LAF3 172,339 Exited $0.2M
Repubblica Italiana 465410CC0 237,000 Exited $0.2M
UBS Group AG 902613AK4 210,000 Exited $0.2M
Government National Mortgage Association 38378GPE2 169,674 Exited $0.2M
AMGEN INC. 031162CY4 263,000 Exited $0.2M
SOUTHWESTERN ENERGY COMPANY 845467AT6 190,000 Exited $0.2M
WEA FINANCE LLC 92890HAD4 230,000 Exited $0.2M
Northrop Grumman Corporation 666807BP6 192,000 Exited $0.2M
MCDONALD'S CORPORATION 58013MFF6 170,000 Exited $0.2M
Government National Mortgage Association 2 3617F5Q37 183,226 Exited $0.2M
UNITEDHEALTH GROUP INCORPORATED 91324PDP4 170,000 Exited $0.2M
CWHEQ REVOLVING HOME EQUITY LOAN TRUST 23242LAB9 184,857 Exited $0.2M
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. 209111FX6 180,000 Exited $0.2M
CHEVRON CORPORATION 166764BX7 180,000 Exited $0.2M
Federal National Mortgage Association 31407XPG0 167,916 Exited $0.2M
FIRSTENERGY CORP. 337932AN7 180,000 Exited $0.2M
VERUS SECURITIZATION TRUST 92537UAA0 170,710 Exited $0.2M
Wynn Macau, Limited 98313RAE6 200,000 Exited $0.2M
UNITEDHEALTH GROUP INCORPORATED 91324PCQ3 163,000 Exited $0.2M
Republic of Kenya 491798AG9 200,000 Exited $0.2M
DEVON ENERGY CORPORATION 25179MAN3 187,000 Exited $0.2M
Government National Mortgage Association 2 36179TE35 162,670 Exited $0.2M
SMB PRIVATE EDUCATION LOAN TRUST 78449GAC3 162,392 Exited $0.2M
B.A.T CAPITAL CORPORATION 05526DAZ8 167,000 Exited $0.2M
RAYTHEON TECHNOLOGIES CORPORATION 913017BT5 170,000 Exited $0.2M
CSMC TRUST 12649AAQ2 290,000 Exited $0.2M
THE GOLDMAN SACHS GROUP, INC. 38141GZR8 170,000 Exited $0.2M
Federal National Mortgage Association 3140XGY52 185,976 Exited $0.2M
ALTICE FRANCE SA 02156LAH4 210,000 Exited $0.2M
BANK OF AMERICA CORPORATION 06051GGM5 179,000 Exited $0.2M
Federal National Mortgage Association 3140QMK52 179,091 Exited $0.2M
TARGA RESOURCES PARTNERS LP 87612BBQ4 163,000 Exited $0.2M
EXXON MOBIL CORPORATION 30231GBM3 200,000 Exited $0.2M
KENVUE INC. 49177JAQ5 153,000 Exited $0.2M
Federal National Mortgage Association 3140J7Z32 163,400 Exited $0.2M
ANHEUSER-BUSCH INBEV WORLDWIDE INC. 035240AL4 160,000 Exited $0.2M
CHARTER COMMUNICATIONS OPERATING, LLC 161175BL7 191,000 Exited $0.2M
Federal National Mortgage Association 3140XGGV5 181,778 Exited $0.2M
Government National Mortgage Association 2 3617YNTB6 172,156 Exited $0.2M
MID-ATLANTIC INTERSTATE TRANSMISSION, LLC 59524QAA3 162,000 Exited $0.2M
Government National Mortgage Association 38375BLE0 157,224 Exited $0.2M
ATHENE GLOBAL FUNDING 04685A3E9 197,000 Exited $0.2M
Pepsico, Inc. 713448FR4 153,000 Exited $0.2M
GLP Capital, L.P. 361841AP4 176,000 Exited $0.2M
UNITEDHEALTH GROUP INCORPORATED 91324PDW9 170,000 Exited $0.2M
INTEL CORPORATION 458140BM1 170,000 Exited $0.2M
Federal National Mortgage Association 3140XDLR5 180,762 Exited $0.2M
ENTERPRISE PRODUCTS OPERATING LLC 29379VBV4 170,000 Exited $0.2M
GENERAL DYNAMICS CORPORATION 369550BK3 160,000 Exited $0.2M
Federal National Mortgage Association 31418EAB6 181,907 Exited $0.2M
HCA INC. 404121AH8 155,000 Exited $0.2M
LLOYDS BANKING GROUP PLC 53944YAE3 200,000 Exited $0.2M
JOHNSON & JOHNSON 478160CL6 173,000 Exited $0.2M
ARTHUR J. GALLAGHER & CO. 04316JAE9 155,000 Exited $0.2M
APPLE INC. 037833CH1 162,000 Exited $0.2M
LOWE'S COMPANIES, INC. 548661ER4 152,000 Exited $0.2M
AT&T INC. 00206RCQ3 170,000 Exited $0.2M
HUMANA INC. 444859BB7 170,000 Exited $0.2M
Government National Mortgage Association 38383CED8 1,089,386 Exited $0.2M
JOHNSON & JOHNSON 478160BV5 170,000 Exited $0.2M
Federal National Mortgage Association 31418CLK8 158,958 Exited $0.2M
Government National Mortgage Association 2 3617YBBM7 166,484 Exited $0.2M
Federal National Mortgage Association 3140XDRK4 182,432 Exited $0.2M
HILTON DOMESTIC OPERATING COMPANY INC. 432833AH4 150,000 Exited $0.1M
KINDER MORGAN, INC. 49456BAJ0 170,000 Exited $0.1M
Federal National Mortgage Association 3138EGCG7 146,658 Exited $0.1M
Federal National Mortgage Association 31418DSJ2 172,695 Exited $0.1M
ICON PUBLIC LIMITED COMPANY L5000DAD9 150,135 Exited $0.1M
UNITEDHEALTH GROUP INCORPORATED 91324PDJ8 150,000 Exited $0.1M
MICROSOFT CORPORATION 594918CF9 199,000 Exited $0.1M
DISH DBS Corporation 25470XBD6 280,000 Exited $0.1M
MPLX LP 55336VBW9 155,000 Exited $0.1M
Federal National Mortgage Association 3140XA7H9 171,894 Exited $0.1M
MICROSOFT CORPORATION 594918BC7 156,000 Exited $0.1M
Federal National Mortgage Association 31407PWM6 151,626 Exited $0.1M
KINDER MORGAN, INC. 49456BAP6 150,000 Exited $0.1M
APACHE CORPORATION 03746AAA8 140,000 Exited $0.1M
SOFR 1yr MidCurve Jun23P 95.5 0161JHM41 1,176 Exited $0.1M
EDUCATIONAL FUNDING OF THE SOUTH, INC. 28148WAB9 147,122 Exited $0.1M
ORACLE CORPORATION 68389XBG9 186,000 Exited $0.1M
INTERCONTINENTAL EXCHANGE, INC. 45866FAX2 150,000 Exited $0.1M
VERIZON COMMUNICATIONS INC. 92343VGC2 195,000 Exited $0.1M
AMAZON.COM, INC. 023135CF1 150,000 Exited $0.1M
UNITED RENTALS (NORTH AMERICA), INC. 911365BG8 150,000 Exited $0.1M
Government National Mortgage Association 2 3617GGQ81 148,282 Exited $0.1M
KIMCO REALTY OP, LLC 49446RBA6 152,000 Exited $0.1M
EQT CORPORATION 26884LAL3 150,000 Exited $0.1M
DELTA AIR LINES, INC. 247361ZN1 153,000 Exited $0.1M
VERIZON COMMUNICATIONS INC. 92343VFD1 170,000 Exited $0.1M
VIRGIN MEDIA BRISTOL LLC G9368PBC7 143,920 Exited $0.1M
MORGAN STANLEY 6174468R3 152,000 Exited $0.1M
CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) 02147FAQ9 143,886 Exited $0.1M
Government National Mortgage Association 36178DH20 149,679 Exited $0.1M
Federal National Mortgage Association 3140L0AZ0 167,989 Exited $0.1M
Kraft Heinz Foods Company 50077LAB2 160,000 Exited $0.1M
Federal National Mortgage Association 3140L2RA3 167,977 Exited $0.1M
TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA 878091BC0 124,000 Exited $0.1M
LENNAR CORPORATION 526057BZ6 140,000 Exited $0.1M
Freddie Mac 3137H24R2 999,749 Exited $0.1M
NIKE, INC. 654106AK9 150,000 Exited $0.1M
OCCIDENTAL PETROLEUM CORPORATION 674599DB8 136,000 Exited $0.1M
CONSUMERS ENERGY COMPANY 210518DJ2 235,000 Exited $0.1M
Federal National Mortgage Association 3140L5FC5 165,779 Exited $0.1M
WESTERN MIDSTREAM OPERATING, LP 958254AJ3 162,000 Exited $0.1M
AMGEN INC. 031162BK5 141,000 Exited $0.1M
THE COCA-COLA COMPANY 191216CX6 190,000 Exited $0.1M
Healthcare Realty Holdings, L.P. 42225UAL8 170,000 Exited $0.1M
DISH DBS Corporation 25470XBE4 170,000 Exited $0.1M
Government National Mortgage Association 2 3617GGTU9 138,661 Exited $0.1M
Government National Mortgage Association 2 3617GGSX4 137,550 Exited $0.1M
VERIZON COMMUNICATIONS INC. 92343VFF6 140,000 Exited $0.1M
Federal National Mortgage Association 3140L4F79 160,002 Exited $0.1M
GLENCORE FUNDING LLC 378272BC1 173,000 Exited $0.1M
Glencore Finance (Canada) Limited 98417EAR1 138,000 Exited $0.1M
ENERGY TRANSFER LP 292480AK6 136,000 Exited $0.1M
OCCIDENTAL PETROLEUM CORPORATION 674599CN3 170,000 Exited $0.1M
AT&T INC. 00206RBA9 130,000 Exited $0.1M
TELEFONICA EMISIONES, S.A.U. 87938WAU7 150,000 Exited $0.1M
BURLINGTON NORTHERN SANTA FE, LLC 12189LBD2 150,000 Exited $0.1M
CONNECTICUT AVENUE SECURITIES 20753WAF3 129,528 Exited $0.1M
COMMONWEALTH EDISON COMPANY 202795JY7 124,000 Exited $0.1M
United States of America 912810TH1 140,000 Exited $0.1M
Freddie Mac 31300L5P6 127,134 Exited $0.1M
Federal National Mortgage Association 3140QFA33 155,482 Exited $0.1M
AT&T INC. 04650NAB0 130,000 Exited $0.1M
Government National Mortgage Association 2 36179VZV5 129,360 Exited $0.1M
ENERGY TRANSFER LP 29279FAA7 130,000 Exited $0.1M
ANHEUSER-BUSCH INBEV WORLDWIDE INC. 03523TBV9 120,000 Exited $0.1M
COMM MORTGAGE TRUST 12624XAP3 140,167 Exited $0.1M
AMGEN INC. 031162BV1 130,000 Exited $0.1M
Freddie Mac 3137FEXU9 133,036 Exited $0.1M
Government National Mortgage Association 2 3617MKP78 148,314 Exited $0.1M
COMM MORTGAGE TRUST 12625KAE5 128,178 Exited $0.1M
Federal National Mortgage Association 3138WKUZ6 131,094 Exited $0.1M
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 46640UAJ1 130,000 Exited $0.1M
CHARTER COMMUNICATIONS OPERATING, LLC 161175BS2 160,000 Exited $0.1M
ArcelorMittal SA 03938LAP9 120,000 Exited $0.1M
Federal National Mortgage Association 3140K4E71 133,777 Exited $0.1M
Government National Mortgage Association 2 3617FMXA6 137,175 Exited $0.1M
CAMERON LNG, LLC 133434AA8 140,000 Exited $0.1M
AVOLON TLB BORROWER 1 (US) LLC 05400KAH3 124,400 Exited $0.1M
EATON CORPORATION 278062AE4 140,000 Exited $0.1M
VERTIV GROUP CORPORATION 92535UAB0 140,000 Exited $0.1M
Altria Group, Inc. 02209SBH5 130,000 Exited $0.1M
Government National Mortgage Association 38382UG39 901,718 Exited $0.1M
ANHEUSER-BUSCH INBEV WORLDWIDE INC. 035240AQ3 120,000 Exited $0.1M
UNITEDHEALTH GROUP INCORPORATED 91324PDU3 150,000 Exited $0.1M
BRISTOL-MYERS SQUIBB COMPANY 110122DL9 129,000 Exited $0.1M
CITIGROUP INC. 172967MF5 125,000 Exited $0.1M
Government National Mortgage Association 38382KQ97 903,877 Exited $0.1M
CONSUMERS ENERGY COMPANY 210518DN3 184,000 Exited $0.1M
COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 13645RBE3 133,000 Exited $0.1M
ENTERPRISE PRODUCTS OPERATING LLC 29379VBR3 150,000 Exited $0.1M
THE HERSHEY COMPANY 427866BF4 130,000 Exited $0.1M
TOLL BROTHERS FINANCE CORP. 88947EAN0 120,000 Exited $0.1M
UNITEDHEALTH GROUP INCORPORATED 91324PDX7 140,000 Exited $0.1M
EOG RESOURCES, INC. 26875PAU5 120,000 Exited $0.1M
Federal National Mortgage Association 3138NXRT6 129,533 Exited $0.1M
Government National Mortgage Association 2 3617YNVK3 131,265 Exited $0.1M
ENERGY TRANSFER LP 29278NAN3 118,000 Exited $0.1M
AMWINS GROUP, INC. 03234TAZ1 120,000 Exited $0.1M
Government National Mortgage Association 38375BKX9 119,496 Exited $0.1M
Freddie Mac 3137FFZS9 1,054,234 Exited $0.1M
BRISTOL-MYERS SQUIBB COMPANY 110122CP1 124,000 Exited $0.1M
Government National Mortgage Association 2 36179UH54 119,685 Exited $0.1M
RANGE RESOURCES CORPORATION 75281AAS8 120,000 Exited $0.1M
Federal National Mortgage Association 3140XB6G0 124,182 Exited $0.1M
COMM MORTGAGE TRUST 12591KAG0 130,000 Exited $0.1M
BECTON, DICKINSON AND COMPANY 075887BW8 121,000 Exited $0.1M
Freddie Mac 3132DWA60 134,810 Exited $0.1M
ENSTAR GROUP LIMITED 29359UAC3 151,000 Exited $0.1M
ENTAIN PLC X3000CAB7 116,503 Exited $0.1M
CITIGROUP INC. 172967JP7 120,000 Exited $0.1M
PACIFIC GAS AND ELECTRIC COMPANY 694308JQ1 141,000 Exited $0.1M
Federal National Mortgage Association 31419AZY6 107,171 Exited $0.1M
VERUS SECURITIZATION TRUST 92537HAA9 118,224 Exited $0.1M
DCP MIDSTREAM OPERATING, LP 26439XAH6 110,000 Exited $0.1M
Freddie Mac 3137FVQG0 731,778 Exited $0.1M
Petroleos Mexicanos 71654QCB6 120,000 Exited $0.1M
Glencore Finance (Canada) Limited 98417EAN0 113,000 Exited $0.1M
Federal National Mortgage Association 3136BDXA1 725,792 Exited $0.1M
Philip Morris International Inc. 718172AP4 130,000 Exited $0.1M
Freddie Mac 31326FM21 109,562 Exited $0.1M
Federal National Mortgage Association 31418BKY1 114,902 Exited $0.1M
COMCAST CORPORATION 20030NAK7 97,000 Exited $0.1M
THE WILLIAMS COMPANIES, INC. 969457BB5 100,000 Exited $0.1M
PARK AEROSPACE HOLDINGS LIMITED 70014LAB6 112,000 Exited $0.1M
OCCIDENTAL PETROLEUM CORPORATION 674599DC6 110,000 Exited $0.1M
SPRINT LLC 85207UAF2 110,000 Exited $0.1M
Government National Mortgage Association 38383CNR7 650,598 Exited $0.1M
GENERAL MOTORS FINANCIAL COMPANY, INC. 37045XAL0 110,000 Exited $0.1M
Government National Mortgage Association 38376R6U5 3,026,449 Exited $0.1M
Freddie Mac 3137F86B4 695,628 Exited $0.1M
Federal National Mortgage Association 3140K7MK6 121,379 Exited $0.1M
Freddie Mac 3137BJV75 110,563 Exited $0.1M
Federal National Mortgage Association 3140HRGW7 111,375 Exited $0.1M
BURLINGTON NORTHERN SANTA FE, LLC 12189TAD6 90,000 Exited $0.1M
BURLINGTON NORTHERN SANTA FE, LLC 12189LBC4 124,000 Exited $0.1M
COMCAST CORPORATION 20030NCZ2 140,000 Exited $0.1M
Republica del Peru 715638DW9 162,000 Exited $0.1M
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. 209111FY4 130,000 Exited $0.1M
CITIGROUP INC. 172967BL4 100,000 Exited $0.1M
Government National Mortgage Association 2 36179TSH9 109,790 Exited $0.1M
Federal National Mortgage Association 31419BCJ2 104,856 Exited $0.1M
COMCAST CORPORATION 20030NAC5 90,000 Exited $0.1M
WFRBS COMMERCIAL MORTGAGE TRUST 92938VAT2 110,000 Exited $0.1M
Kraft Heinz Foods Company 50077LBF2 110,000 Exited $0.1M
PACIFIC GAS AND ELECTRIC COMPANY 694308KD8 125,000 Exited $0.1M
HUMANA INC. 444859BR2 130,000 Exited $0.1M
Government National Mortgage Association 2 3617YNWW6 115,764 Exited $0.1M
Federal National Mortgage Association 3138WJWA2 109,262 Exited $0.1M
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 46642NBK1 120,000 Exited $0.1M
Government National Mortgage Association 2 3617FSXH8 115,640 Exited $0.1M
MORGAN STANLEY 61744YAL2 119,000 Exited $0.1M
Government National Mortgage Association 38376REW2 105,192 Exited $0.1M
CHARTER COMMUNICATIONS OPERATING, LLC 161175BA1 110,000 Exited $0.1M
Freddie Mac 31300MEU3 103,420 Exited $0.1M
VERIZON COMMUNICATIONS INC. 92343VGK4 130,000 Exited $0.1M
Federal National Mortgage Association 3140NBEP2 99,923 Exited $0.1M
Freddie Mac 3133BWGF4 99,909 Exited $0.1M
Government National Mortgage Association 38381HL25 1,495,878 Exited $0.1M
STEWART INFORMATION SERVICES CORPORATION 86038AAA0 131,000 Exited $0.1M
Freddie Mac 3133BUNF0 99,774 Exited $0.1M
Government National Mortgage Association 38381HK26 1,497,314 Exited $0.1M
ENTERPRISE PRODUCTS OPERATING LLC 29379VBW2 120,000 Exited $0.1M
Federal National Mortgage Association 3140LHVG2 100,000 Exited $0.1M
Federal National Mortgage Association 01F052649 100,000 Exited $0.1M
ALPHABET INC. 02079KAH0 110,000 Exited $0.1M
WELLTOWER OP LLC 42217KBC9 102,000 Exited $0.1M
AMAZON.COM, INC. 023135BM7 110,000 Exited $0.1M
AMERICAN INTERNATIONAL GROUP, INC. 026874DH7 103,000 Exited $0.1M
PIONEER NATURAL RESOURCES COMPANY 723787AT4 110,000 Exited $0.1M
Freddie Mac 31288JZK5 98,082 Exited $0.1M
COMM MORTGAGE TRUST 12591KAH8 120,000 Exited $0.1M
UNITEDHEALTH GROUP INCORPORATED 91324PDL3 110,000 Exited $0.1M
ABBVIE INC. 00287YBC2 100,000 Exited $0.1M
Freddie Mac 3132QNEG0 100,968 Exited $0.1M
Federal National Mortgage Association 3140LGX98 99,099 Exited $0.1M
AMERICAN TOWER CORPORATION 03027XBK5 153,000 Exited $0.1M
The Bank of New York Mellon Corporation 06406HCX5 100,000 Exited $0.1M
MICRON TECHNOLOGY, INC. 595112BU6 149,000 Exited $0.1M
Federal National Mortgage Association 3140LG3Z3 100,000 Exited $0.1M
Federal National Mortgage Association 3140LGZM7 99,066 Exited $0.1M
TARGA RESOURCES PARTNERS LP 87612BBG6 100,000 Exited $0.1M
SOUTHERN CALIFORNIA EDISON COMPANY 842400GN7 99,000 Exited $0.1M
MCDONALD'S CORPORATION 58013MFK5 120,000 Exited $0.1M
Federal National Mortgage Association 3140LHCW8 100,000 Exited $0.1M
ALPHABET INC. 02079KAF4 150,000 Exited $0.1M
Federal National Mortgage Association 3138YK2P7 100,547 Exited $0.1M
OCCIDENTAL PETROLEUM CORPORATION 674599CJ2 120,000 Exited $0.1M
CommonSpirit Health 14916RAD6 110,000 Exited $0.1M
Freddie Mac 31300MGF4 94,098 Exited $0.1M
Federal National Mortgage Association 3140LGU42 100,000 Exited $0.1M
Federal National Mortgage Association 3140LFY73 100,000 Exited $0.1M
BAYVIEW FINANCIAL MORTGAGE PASS-THROUGH TRUST 07325NDA7 94,718 Exited $0.1M
UNITED RENTALS (NORTH AMERICA), INC. 911365BM5 100,000 Exited $0.1M
WALMART INC. 931142ET6 110,000 Exited $0.1M
United States of America 91282CGA3 92,000 Exited $0.1M
Government National Mortgage Association 2 36179TCY9 94,568 Exited $0.1M
Freddie Mac 3137BXR20 4,578,460 Exited $0.1M
Federal National Mortgage Association 3140MQAA7 95,675 Exited $0.1M
DEERE & COMPANY 244199BJ3 100,000 Exited $0.1M
Federal National Mortgage Association 3140X62B6 97,701 Exited $0.1M
JPMORGAN CHASE & CO. 46647PBN5 130,000 Exited $0.1M
THE GOLDMAN SACHS GROUP, INC. 38141GYC2 120,000 Exited $0.1M
STARBUCKS CORPORATION 855244AX7 120,000 Exited $0.1M
Federal National Mortgage Association 3140QNXQ0 93,883 Exited $0.1M
CHENIERE ENERGY PARTNERS, L.P. 16411QAK7 100,000 Exited $0.1M
COMCAST CORPORATION 20030NCS8 90,000 Exited $0.1M
LOCKHEED MARTIN CORPORATION 539830BK4 90,000 Exited $0.1M
The Cigna Group 125523CK4 120,000 Exited $0.1M
VERUS SECURITIZATION TRUST 92538CAA9 97,378 Exited $0.1M
Government National Mortgage Association 2 36179T4Q5 89,006 Exited $0.1M
MICROSOFT CORPORATION 594918AW4 89,000 Exited $0.1M
CITIGROUP INC. 172967KR1 100,000 Exited $0.1M
ELEVANCE HEALTH, INC. 94973VBJ5 90,000 Exited $0.1M
Government National Mortgage Association 38382HM98 636,395 Exited $0.1M
CVS HEALTH CORPORATION 126650CM0 90,000 Exited $0.1M
Government National Mortgage Association 38382EDP9 533,755 Exited $0.1M
Federal National Mortgage Association 3136AX4N2 795,414 Exited $0.1M
Federal National Mortgage Association 31418EER7 94,509 Exited $0.1M
WATERFALL COMMERCIAL MORTGAGE TRUST 94132LAA5 87,538 Exited $0.1M
Freddie Mac 31300MJK0 84,530 Exited $0.1M
Government National Mortgage Association 2 3617YDD41 95,157 Exited $0.1M
Government National Mortgage Association 2 36179XFD3 96,550 Exited $0.1M
Federal National Mortgage Association 3136BBMQ2 553,110 Exited $0.1M
Federal National Mortgage Association 3140H26A1 86,070 Exited $0.1M
Teva Pharmaceutical Finance Netherlands III B.V. 88167AAD3 85,000 Exited $0.1M
JOHNSON & JOHNSON 478160CJ1 86,000 Exited $0.1M
BURLINGTON NORTHERN SANTA FE, LLC 12189LBH3 120,000 Exited $0.1M
LOCKHEED MARTIN CORPORATION 539830BB4 91,000 Exited $0.1M
UNITEDHEALTH GROUP INCORPORATED 91324PDQ2 90,000 Exited $0.1M
Federal National Mortgage Association 3140KTHM0 96,640 Exited $0.1M
GENERAL MOTORS FINANCIAL COMPANY, INC. 37045XCL8 83,000 Exited $0.1M
3M COMPANY 88579YBN0 90,000 Exited $0.1M
Federal National Mortgage Association 3140XGJ83 87,684 Exited $0.1M
Government National Mortgage Association 38382NT31 469,014 Exited $0.1M
FORD MOTOR COMPANY 345370CS7 99,000 Exited $0.1M
JOHNSON & JOHNSON 478160CM4 92,000 Exited $0.1M
Federal National Mortgage Association 3140X3CH9 83,984 Exited $0.1M
ENERGY TRANSFER LP 29273VAH3 90,000 Exited $0.1M
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 61762DAY7 80,000 Exited $0.1M
SOFR 1yr MidCurve Dec23P 95.88 019R2XSC4 155 Exited $0.1M
HUMANA INC. 444859BM3 80,000 Exited $0.1M
MASTERCARD INCORPORATED. 57636QAB0 80,000 Exited $0.1M
DISH DBS Corporation 25470XAY1 120,000 Exited $0.1M
L3HARRIS TECHNOLOGIES, INC. 413875AS4 80,000 Exited $0.1M
Federal National Mortgage Association 3140XHD61 91,395 Exited $0.1M
CHARTER COMMUNICATIONS OPERATING, LLC 161175BJ2 85,000 Exited $0.1M
Federal National Mortgage Association 31410LVU3 81,831 Exited $0.1M
THE WILLIAMS COMPANIES, INC. 96950FAN4 84,000 Exited $0.1M
Freddie Mac 3128LL3U8 76,301 Exited $0.1M
GLP Capital, L.P. 361841AJ8 80,000 Exited $0.1M
CITIGROUP INC. 172967HA2 70,000 Exited $0.1M
Government National Mortgage Association 2 3622A2R38 81,887 Exited $0.1M
BANK OF AMERICA CORPORATION 06051GFL8 80,000 Exited $0.1M
CITIGROUP INC. 172967LW9 81,000 Exited $0.1M
EATON CORPORATION 278058AP7 75,000 Exited $0.1M
MEG Energy Corp. 552704AF5 80,000 Exited $0.1M
CTR PARTNERSHIP, L.P. 126458AE8 90,000 Exited $0.1M
THE PROCTER & GAMBLE COMPANY 742718FG9 80,000 Exited $0.1M
COMCAST CORPORATION 20030NBZ3 90,000 Exited $0.1M
Federal National Mortgage Association 3140QKDU9 84,369 Exited $0.1M
KKR GROUP FINANCE CO. II LLC 48249DAA9 80,000 Exited $0.1M
APACHE CORPORATION 037411AY1 90,000 Exited $0.1M
T-MOBILE USA, INC. 87264ABW4 84,000 Exited $0.1M
SOUTHWESTERN ENERGY COMPANY 845467AS8 80,000 Exited $0.1M
MCDONALD'S CORPORATION 58013MFL3 80,000 Exited $0.1M
Altria Group, Inc. 02209SBG7 76,000 Exited $0.1M
Healthcare Realty Holdings, L.P. 42225UAM6 98,000 Exited $0.1M
GENERAL MOTORS COMPANY 37045VAT7 80,000 Exited $0.1M
THE WALT DISNEY COMPANY 254687DZ6 65,000 Exited $0.1M
JPMORGAN CHASE & CO. 46647PAA4 84,000 Exited $0.1M
HALLIBURTON COMPANY 406216BK6 80,000 Exited $0.1M
CONOCOPHILLIPS COMPANY 20826FAF3 80,000 Exited $0.1M
Federal National Mortgage Association 31418BSJ6 76,868 Exited $0.1M
CHUBB INA HOLDINGS INC. 00440EAS6 74,000 Exited $0.1M
ALIGNED DATA CENTERS 01627AAC2 70,000 Exited $0.1M
AETNA INC. 00817YAZ1 90,000 Exited $0.1M
N/A 01C4Y7NK3 351 Exited $0.1M
Federal National Mortgage Association 31418BLU8 73,063 Exited $0.1M
Federal National Mortgage Association 3140L0FH5 85,561 Exited $0.1M
MASTERCARD INCORPORATED. 57636QAQ7 80,000 Exited $0.1M
Federal National Mortgage Association 3138L9U26 75,772 Exited $0.1M
Federal National Mortgage Association 3138XZQF1 74,146 Exited $0.1M
Federal National Mortgage Association 3138WPJV7 69,113 Exited $0.1M
H&E EQUIPMENT SERVICES, INC. 404030AJ7 80,000 Exited $0.1M
Government National Mortgage Association 38380RTP5 88,129 Exited $0.1M
BUILDERS FIRSTSOURCE, INC. 12008RAP2 80,000 Exited $0.1M
Federal National Mortgage Association 31410GYN7 67,700 Exited $0.1M
Federal National Mortgage Association 3140QG5Y9 79,987 Exited $0.1M
Freddie Mac 3137FXC89 513,947 Exited $0.1M
Government National Mortgage Association 3622A23F7 68,374 Exited $0.1M
Government National Mortgage Association 2 3617F6FX1 75,762 Exited $0.1M
INVITATION HOMES OPERATING PARTNERSHIP LP 46188BAB8 82,000 Exited $0.1M
UNITEDHEALTH GROUP INCORPORATED 91324PED0 80,000 Exited $0.1M
Freddie Mac 3133D3X67 76,564 Exited $0.1M
CHARTER COMMUNICATIONS OPERATING, LLC 161175BC7 70,000 Exited $0.1M
STATE STREET CORPORATION 857477AN3 70,000 Exited $0.1M
HUMANA INC. 444859BF8 70,000 Exited $0.1M
CHASE AUTO CREDIT LINKED NOTES 46591HAN0 68,415 Exited $0.1M
Government National Mortgage Association 2 3617MB5B1 68,423 Exited $0.1M
ABBVIE INC. 00287YBD0 70,000 Exited $0.1M
Federal National Mortgage Association 3140KXAB2 77,380 Exited $0.1M
MCDONALD'S CORPORATION 58013MFH2 72,000 Exited $0.1M
Freddie Mac 3137F9R37 518,597 Exited $0.1M
Freddie Mac 3137FF3Z8 2,991,763 Exited $0.1M
Federal National Mortgage Association 31418DV74 79,785 Exited $0.1M
Freddie Mac 3132DWAW3 79,758 Exited $0.1M
CONSTELLATION BRANDS, INC. 21036PBH0 80,000 Exited $0.1M
THE HOME DEPOT, INC. 437076BC5 66,000 Exited $0.1M
Government National Mortgage Association 2 3617K1Y72 65,994 Exited $0.1M
HIGHER EDUCATION FUNDING I 429827AY4 64,369 Exited $0.1M
TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC 893574AH6 60,000 Exited $0.1M
BAUSCH HEALTH COMPANIES INC. 071734AF4 170,000 Exited $0.1M
Federal National Mortgage Association 3140X5DU4 65,244 Exited $0.1M
Government National Mortgage Association 2 3617YQYG2 69,222 Exited $0.1M
CVS HEALTH CORPORATION 126650BY5 63,016 Exited $0.1M
APPLE INC. 037833BG4 64,000 Exited $0.1M
BECTON, DICKINSON AND COMPANY 075887BF5 64,000 Exited $0.1M
Freddie Mac 31339S5V3 68,809 Exited $0.1M
CONTINENTAL RESOURCES, INC. 212015AQ4 80,000 Exited $0.1M
MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY 575767AN8 88,000 Exited $0.1M
WASHINGTON MUTUAL MSC MORTGAGE CORP 939336U43 60,011 Exited $0.1M
Federal National Mortgage Association 3140X9TA3 71,384 Exited $0.1M
Government National Mortgage Association 36290RRP0 59,891 Exited $0.1M
Federal National Mortgage Association 3140X7WN5 74,349 Exited $0.1M
Federal National Mortgage Association 31418XEZ7 59,559 Exited $0.1M
Freddie Mac 31297VKR8 59,157 Exited $0.1M
CONNECTICUT AVENUE SECURITIES 20753KAB8 60,452 Exited $0.1M
Schlumberger Investment S.A. 806854AH8 61,000 Exited $0.1M
Federal National Mortgage Association 31411A5E1 58,706 Exited $0.1M
VERIZON COMMUNICATIONS INC. 92343VDV3 60,000 Exited $0.1M
RAYTHEON TECHNOLOGIES CORPORATION 913017CW7 63,000 Exited $0.1M
Government National Mortgage Association 2 3617FJYQ7 65,514 Exited $0.1M
WALMART INC. 931142DP5 60,000 Exited $0.1M
COMCAST CORPORATION 20030NCK5 70,000 Exited $0.1M
T-MOBILE USA, INC. 87264ACQ6 70,000 Exited $0.1M
GENERAL DYNAMICS CORPORATION 369550BG2 60,000 Exited $0.1M
COMCAST CORPORATION 20030NCN9 60,000 Exited $0.1M
Government National Mortgage Association 2 3622AAHA5 61,811 Exited $0.1M
HALLIBURTON COMPANY 406216BJ9 60,000 Exited $0.1M
DELTA AIR LINES, INC. 247361ZU5 60,000 Exited $0.1M
Suzano Austria GmbH 86964WAK8 70,000 Exited $0.1M
Government National Mortgage Association 2 3617JYLP6 60,838 Exited $0.1M
WESTERN MIDSTREAM OPERATING, LP 958254AH7 60,000 Exited $0.1M
Republica Argentina 040114HX1 202,752 Exited $0.1M
KEYSPAN GAS EAST CORPORATION 49338CAD5 55,000 Exited $0.1M
N/A 01C4Y7HT7 233 Exited $0.1M
Freddie Mac 3133ACNQ7 65,317 Exited $0.1M
Pearl Second Merger Sub LLC 701885AJ4 60,000 Exited $0.1M
HUMANA INC. 444859BE1 60,000 Exited $0.1M
ANHEUSER-BUSCH INBEV WORLDWIDE INC. 035240AN0 59,000 Exited $0.1M
Federal National Mortgage Association 3138LH6Y5 58,275 Exited $0.1M
Federal National Mortgage Association 3138LHPM0 57,206 Exited $0.1M
ENTERPRISE PRODUCTS OPERATING LLC 29379VBU6 60,000 Exited $0.1M
Freddie Mac 31326FV70 53,550 Exited $0.1M
Federal National Mortgage Association 3138AKCS6 51,666 Exited $0.1M
BURLINGTON NORTHERN SANTA FE, LLC 12189LAE1 50,000 Exited $0.1M
CANADIAN NATURAL RESOURCES LIMITED 136385AE1 50,000 Exited $0.1M
RAYTHEON TECHNOLOGIES CORPORATION 913017CA5 59,000 Exited $0.1M
THE HOME DEPOT, INC. 437076BS0 60,000 Exited $0.1M
Federal National Mortgage Association 3138EKJ55 50,443 Exited $0.1M
Federal National Mortgage Association 3140L13J2 61,869 Exited $0.1M
DEVON ENERGY CORPORATION 25179MAV5 50,000 Exited $0.1M
DEVON ENERGY CORPORATION 25179MBB8 50,000 Exited $0.1M
Freddie Mac 3137FW3E8 329,844 Exited $0.1M
CITIGROUP INC. 172967LU3 59,000 Exited $0.1M
EXXON MOBIL CORPORATION 30231GBL5 50,000 Exited $0.0M
THE WILLIAMS COMPANIES, INC. 969457BV1 51,000 Exited $0.0M
Federal National Mortgage Association 3140JMH62 51,494 Exited $0.0M
CME GROUP INC. 12572QAG0 51,000 Exited $0.0M
Federal National Mortgage Association 3138AJ3Q3 49,603 Exited $0.0M
AT&T INC. 00206RKH4 60,000 Exited $0.0M
COMCAST CORPORATION 20030NCY5 60,000 Exited $0.0M
Government National Mortgage Association 2 3617YNXE5 53,458 Exited $0.0M
RAYTHEON TECHNOLOGIES CORPORATION 913017CX5 51,000 Exited $0.0M
CIM TRUST 12553XAD5 51,840 Exited $0.0M
Pepsico, Inc. 713448EQ7 50,000 Exited $0.0M
Government National Mortgage Association 38380QDH2 49,648 Exited $0.0M
Government National Mortgage Association 2 3622AANA8 50,931 Exited $0.0M
Federal National Mortgage Association 3140XA5B4 49,102 Exited $0.0M
SLM PRIVATE CREDIT STUDENT LOAN TRUST 78443CBN3 47,911 Exited $0.0M
Federal National Mortgage Association 3140JAJ25 47,310 Exited $0.0M
HAWAIIAN BRAND INTELLECTUAL PROPERTY, LTD. 41984LAA5 50,000 Exited $0.0M
BRISTOL-MYERS SQUIBB COMPANY 110122DK1 51,000 Exited $0.0M
Pepsico, Inc. 713448ER5 50,000 Exited $0.0M
Freddie Mac 313929RL7 45,791 Exited $0.0M
COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 13645RAX2 44,000 Exited $0.0M
Chevron U.S.A. Inc. 166756AS5 50,000 Exited $0.0M
Government National Mortgage Association 38382T4P6 426,157 Exited $0.0M
ENTERPRISE PRODUCTS OPERATING LLC 29379VAM5 40,000 Exited $0.0M
COMCAST CORPORATION 20030NBU4 60,000 Exited $0.0M
DEVON ENERGY CORPORATION 25179MBD4 46,000 Exited $0.0M
COMM MORTGAGE TRUST 12591KAK1 70,000 Exited $0.0M
Freddie Mac 3137FNAJ9 700,000 Exited $0.0M
Federal National Mortgage Association 31412AM92 44,533 Exited $0.0M
Freddie Mac 31300MD91 45,390 Exited $0.0M
Pepsico, Inc. 713448EP9 60,000 Exited $0.0M
GLP Capital, L.P. 361841AR0 56,000 Exited $0.0M
Kraft Heinz Foods Company 50076QAR7 40,000 Exited $0.0M
OBX TRUST 67448WBB3 45,454 Exited $0.0M
FORD MOTOR COMPANY 345370CQ1 59,000 Exited $0.0M
Freddie Mac 3133KYV30 54,434 Exited $0.0M
Government National Mortgage Association 2 3617YLEN0 48,196 Exited $0.0M
THE HOME DEPOT, INC. 437076BH4 48,000 Exited $0.0M
Government National Mortgage Association 38382HY87 310,796 Exited $0.0M
Federal National Mortgage Association 31418DSU7 45,927 Exited $0.0M
PACIFIC GAS AND ELECTRIC COMPANY 694308JH1 60,000 Exited $0.0M
CCO HOLDINGS, LLC 1248EPCE1 50,000 Exited $0.0M
United States of America 91282CFX4 42,000 Exited $0.0M
Government National Mortgage Association 2 3617YNY95 45,955 Exited $0.0M
Government National Mortgage Association 2 3617MB4M8 42,065 Exited $0.0M
GENERAL MOTORS COMPANY 37045VAK6 40,000 Exited $0.0M
ENTERPRISE PRODUCTS OPERATING LLC 29379VAV5 40,000 Exited $0.0M
DEVON ENERGY CORPORATION 25179MBE2 40,000 Exited $0.0M
DELL INTERNATIONAL L.L.C. 24703TAD8 39,000 Exited $0.0M
COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 13645RBG8 50,000 Exited $0.0M
Freddie Mac 3137FVQ54 274,348 Exited $0.0M
Government National Mortgage Association 2 3617YXFM5 43,842 Exited $0.0M
Government National Mortgage Association 38378TPA2 261,674 Exited $0.0M
FREEPORT-MCMORAN INC. 35671DBL8 40,000 Exited $0.0M
Government National Mortgage Association 2 3617YEN63 43,655 Exited $0.0M
THE HOME DEPOT, INC. 437076BW1 40,000 Exited $0.0M
Government National Mortgage Association 38381ETV0 685,055 Exited $0.0M
WESTERN MIDSTREAM OPERATING, LP 958254AF1 40,000 Exited $0.0M
Federal National Mortgage Association 31403CUZ2 37,013 Exited $0.0M
ELEVANCE HEALTH, INC. 94973VAY3 41,000 Exited $0.0M
Federal National Mortgage Association 31411UWP2 37,392 Exited $0.0M
GILEAD SCIENCES, INC. 375558AS2 35,000 Exited $0.0M
Federal National Mortgage Association 31407PP28 38,147 Exited $0.0M
Federal National Mortgage Association 3140X6ZU8 39,108 Exited $0.0M
BHP BILLITON FINANCE (USA) LIMITED 055451AR9 40,000 Exited $0.0M
Federal National Mortgage Association 3136BBBW1 535,075 Exited $0.0M
Government National Mortgage Association 38378B2Q1 2,195,310 Exited $0.0M
Government National Mortgage Association 2 3617FMNZ2 39,318 Exited $0.0M
Government National Mortgage Association 38382EDT1 217,531 Exited $0.0M
MORGAN STANLEY CAPITAL I TRUST 61691KAA9 36,282 Exited $0.0M
UNITEDHEALTH GROUP INCORPORATED 91324PEA6 50,000 Exited $0.0M
ABBVIE INC. 00287YCZ0 38,000 Exited $0.0M
TARGA RESOURCES PARTNERS LP 87612BBU5 40,000 Exited $0.0M
Freddie Mac 3131YC7K6 35,680 Exited $0.0M
Government National Mortgage Association 38382KS87 242,368 Exited $0.0M
FIRSTENERGY TRANSMISSION, LLC 33767BAA7 35,000 Exited $0.0M
Federal National Mortgage Association 3136A1QW8 454,369 Exited $0.0M
Government National Mortgage Association 38382JZK5 241,629 Exited $0.0M
Freddie Mac 3137FNWZ9 967,005 Exited $0.0M
Government National Mortgage Association 38382HS35 236,910 Exited $0.0M
VALE OVERSEAS LIMITED 91911TAP8 32,000 Exited $0.0M
Government National Mortgage Association 38382LLM1 312,042 Exited $0.0M
THE GOLDMAN SACHS GROUP, INC. 38141GFD1 30,000 Exited $0.0M
CENTENE CORPORATION 15135BAZ4 40,000 Exited $0.0M
XPO, INC. 983793AH3 32,000 Exited $0.0M
Petroleos Mexicanos 71654QBH4 32,000 Exited $0.0M
Federal National Mortgage Association 31407XUW9 31,870 Exited $0.0M
Government National Mortgage Association 3617MB5P0 32,224 Exited $0.0M
Freddie Mac 3137APW48 362,313 Exited $0.0M
United States of America 91282CGP0 30,000 Exited $0.0M
Ressources Teck Limitee 878742AS4 30,000 Exited $0.0M
EQT CORPORATION 26884LAH2 30,000 Exited $0.0M
N/A 00R9LFTY7 79 Exited $0.0M
THE WALT DISNEY COMPANY 254687EH5 25,000 Exited $0.0M
Government National Mortgage Association 2 3617MB5S4 29,963 Exited $0.0M
Federal National Mortgage Association 3138LTAM0 30,099 Exited $0.0M
Federal National Mortgage Association 31418AK72 30,240 Exited $0.0M
Federal National Mortgage Association 3138EAQJ9 29,967 Exited $0.0M
Government National Mortgage Association 38380AK63 201,422 Exited $0.0M
Freddie Mac 31325WSM5 271,788 Exited $0.0M
NAVIENT PRIVATE EDUCATION LOAN TRUST 63940VAB8 29,462 Exited $0.0M
DIAMONDBACK ENERGY, INC. 25278XAM1 30,000 Exited $0.0M
Federal National Mortgage Association 3138M3XW9 28,981 Exited $0.0M
MORGAN STANLEY 61747YES0 30,000 Exited $0.0M
Federal National Mortgage Association 3136BDY93 172,344 Exited $0.0M
PHYSICIANS REALTY L.P. 71951QAB8 30,000 Exited $0.0M
Altria Group, Inc. 02209SBD4 28,000 Exited $0.0M
VICI PROPERTIES L.P. 92564RAD7 30,000 Exited $0.0M
HUMANA INC. 444859BG6 30,000 Exited $0.0M
WYNN RESORTS FINANCE, LLC 983133AA7 30,000 Exited $0.0M
EQM MIDSTREAM PARTNERS, LP 26885BAC4 30,000 Exited $0.0M
MORGAN STANLEY CAPITAL I INC. 61756UAH4 53,564 Exited $0.0M
Freddie Mac 31283LA55 25,405 Exited $0.0M
M.D.C. HOLDINGS, INC. 552676AQ1 30,000 Exited $0.0M
Federal National Mortgage Association 3136FLFR2 140,247 Exited $0.0M
Government National Mortgage Association 38376R5X0 473,042 Exited $0.0M
Federal National Mortgage Association 3138ELMB6 25,453 Exited $0.0M
DUKE ENERGY INDIANA, LLC 263901AD2 30,000 Exited $0.0M
J.P. MORGAN MORTGAGE TRUST 46644XAK8 26,187 Exited $0.0M
CVS HEALTH CORPORATION 126650DL1 30,000 Exited $0.0M
OPEN TEXT HOLDINGS, INC. 683720AC0 30,000 Exited $0.0M
J.P. MORGAN MORTGAGE TRUST 466247K51 25,130 Exited $0.0M
ATHENE GLOBAL FUNDING 04685A3C3 30,000 Exited $0.0M
THE DOW CHEMICAL COMPANY 260543CE1 25,000 Exited $0.0M
APPLE INC. 037833DZ0 36,000 Exited $0.0M
AT&T INC. 00206RDH2 25,000 Exited $0.0M
Government National Mortgage Association 2 36202EWE5 22,404 Exited $0.0M
Federal National Mortgage Association 3136AYSU8 242,683 Exited $0.0M
Healthcare Realty Holdings, L.P. 42225UAH7 30,000 Exited $0.0M
Federal National Mortgage Association 31385XLY1 22,638 Exited $0.0M
Government National Mortgage Association 38382KG64 165,920 Exited $0.0M
CARRIER GLOBAL CORPORATION 14448CAS3 30,000 Exited $0.0M
Freddie Mac 31296JQB5 22,199 Exited $0.0M
Government National Mortgage Association 38378X6G1 2,484,059 Exited $0.0M
DISH DBS Corporation 25470XBF1 30,000 Exited $0.0M
Federal National Mortgage Association 3136AHGQ7 200,877 Exited $0.0M
Freddie Mac 3137F6P92 146,627 Exited $0.0M
Federal National Mortgage Association 31415LCN5 20,742 Exited $0.0M
ML-CFC COMMERCIAL MORTGAGE TRUST 55312YAH5 83,022 Exited $0.0M
AON CORPORATION 037389AU7 19,000 Exited $0.0M
MICROSOFT CORPORATION 594918AT1 20,000 Exited $0.0M
ALLIED UNIVERSAL HOLDCO LLC 019576AA5 20,000 Exited $0.0M
Federal National Mortgage Association 31371K7E5 18,676 Exited $0.0M
Federal National Mortgage Association 3138MBGH3 19,267 Exited $0.0M
SOUTHWESTERN ENERGY COMPANY 845467AR0 20,000 Exited $0.0M
Federal National Mortgage Association 31411ETH0 18,255 Exited $0.0M
Federal National Mortgage Association 31414AEX6 18,130 Exited $0.0M
KINDER MORGAN ENERGY PARTNERS, L.P. 494550BW5 20,000 Exited $0.0M
Federal National Mortgage Association 3136FLFG6 115,861 Exited $0.0M
Freddie Mac 3137AGE55 192,781 Exited $0.0M
Federal National Mortgage Association 3138MN2Q2 18,358 Exited $0.0M
TENET HEALTHCARE CORPORATION 88033GDR8 20,000 Exited $0.0M
TALLGRASS ENERGY PARTNERS, LP 87470LAJ0 20,000 Exited $0.0M
Federal National Mortgage Association 3136A6Q56 20,064 Exited $0.0M
THE ADT SECURITY CORPORATION 00109LAA1 20,000 Exited $0.0M
Federal National Mortgage Association 31413ANA7 17,386 Exited $0.0M
GLS AUTO RECEIVABLES TRUST 36263LAA7 17,667 Exited $0.0M
WELLS FARGO & COMPANY 95000U2G7 20,000 Exited $0.0M
OPEN TEXT HOLDINGS, INC. 683720AA4 20,000 Exited $0.0M
Federal National Mortgage Association 3140GRAV6 17,335 Exited $0.0M
HALLIBURTON COMPANY 406216BG5 17,000 Exited $0.0M
Federal National Mortgage Association 3138MDHF2 16,786 Exited $0.0M
THE BOEING COMPANY 097023BZ7 23,000 Exited $0.0M
BAUSCH HEALTH COMPANIES INC. 91911KAN2 20,000 Exited $0.0M
METLIFE, INC. 59156RAM0 15,000 Exited $0.0M
Federal National Mortgage Association 3138MJ7M5 16,188 Exited $0.0M
NAVIENT PRIVATE EDUCATION LOAN TRUST 63940PAB1 15,922 Exited $0.0M
Federal National Mortgage Association 31374CLS3 14,463 Exited $0.0M
THE COCA-COLA COMPANY 191216CW8 20,000 Exited $0.0M
WELLS FARGO COMMERCIAL MORTGAGE TRUST 94988QAQ4 20,000 Exited $0.0M
Freddie Mac 3137B2DY3 178,212 Exited $0.0M
Federal National Mortgage Association 3136AAXW0 124,331 Exited $0.0M
Government National Mortgage Association 38379RPH0 514,088 Exited $0.0M
COMM MORTGAGE TRUST 12626BAD6 14,416 Exited $0.0M
Freddie Mac 3133TAXN7 14,301 Exited $0.0M
Government National Mortgage Association 38375BZC9 513,370 Exited $0.0M
Federal National Mortgage Association 31412QBG3 13,594 Exited $0.0M
Government National Mortgage Association 38378XAQ4 2,882,480 Exited $0.0M
ML-CFC COMMERCIAL MORTGAGE TRUST 60688CAJ5 13,833 Exited $0.0M
Freddie Mac 31296WE45 12,991 Exited $0.0M
Federal National Mortgage Association 3138MNX96 13,468 Exited $0.0M
Freddie Mac 3137AXES8 252,605 Exited $0.0M
Federal National Mortgage Association 3138EDLX7 13,323 Exited $0.0M
BRANDYWINE OPERATING PARTNERSHIP, L.P. 105340AQ6 17,000 Exited $0.0M
Federal National Mortgage Association 31416BQA9 11,942 Exited $0.0M
Freddie Mac 3129306U9 12,257 Exited $0.0M
Government National Mortgage Association 38379FFB0 68,521 Exited $0.0M
Federal National Mortgage Association 3136A5LM6 101,176 Exited $0.0M
CREDIT SUISSE FIRST BOSTON CORPORATION 22541Q4B5 12,351 Exited $0.0M
Kraft Heinz Foods Company 42307TAH1 10,000 Exited $0.0M
Federal National Mortgage Association 31411X2V6 11,189 Exited $0.0M
Government National Mortgage Association 38375GB83 104,035 Exited $0.0M
Kraft Heinz Foods Company 42307TAG3 10,000 Exited $0.0M
CONOCOPHILLIPS 20825CAF1 10,000 Exited $0.0M
Federal National Mortgage Association 3136AFRX4 189,583 Exited $0.0M
Government National Mortgage Association 38375JSU0 243,642 Exited $0.0M
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES 9292276K7 11,913 Exited $0.0M
Freddie Mac 3128M44V2 10,092 Exited $0.0M
Government National Mortgage Association 38375UM72 217,357 Exited $0.0M
PFCA Home Equity Investment Trust 717060AJ6 11,527 Exited $0.0M
CHARTER COMMUNICATIONS OPERATING, LLC 161175AZ7 10,000 Exited $0.0M
GS Mortgage Securities Corp. Pass-Through Certificates 36228FAA4 10,455 Exited $0.0M
Federal National Mortgage Association 31414DCB0 9,682 Exited $0.0M
PRUDENTIAL FINANCIAL, INC. 74432QBS3 10,000 Exited $0.0M
Federal National Mortgage Association 3136AHQK9 161,666 Exited $0.0M
Federal National Mortgage Association 3136ABQD8 160,511 Exited $0.0M
GILEAD SCIENCES, INC. 375558BA0 10,000 Exited $0.0M
EQT CORPORATION 26884LAM1 10,000 Exited $0.0M
Federal National Mortgage Association 31411WWL7 8,980 Exited $0.0M
Kraft Heinz Foods Company 50077LAX4 10,000 Exited $0.0M
Federal National Mortgage Association 3136AETS6 74,190 Exited $0.0M
Federal National Mortgage Association 3138ELYW7 8,549 Exited $0.0M
Federal National Mortgage Association 3136A65W0 10,032 Exited $0.0M
MEDTRONIC INC 585055BU9 9,000 Exited $0.0M
Freddie Mac 3137BSPY3 6,172,600 Exited $0.0M
Federal National Mortgage Association 3136A65Y6 130,415 Exited $0.0M
Government National Mortgage Association 36201FUR6 7,912 Exited $0.0M
Government National Mortgage Association 38378MVC6 81,378 Exited $0.0M
Federal National Mortgage Association 3136APB68 214,837 Exited $0.0M
Government National Mortgage Association 36201YLK0 7,745 Exited $0.0M
Freddie Mac 3137B1J94 47,858 Exited $0.0M
Freddie Mac 31283H4W2 7,457 Exited $0.0M
BROADCOM INC. 11135FBQ3 10,000 Exited $0.0M
GOLDMAN SACHS CAPITAL II 381427AA1 10,000 Exited $0.0M
B.A.T CAPITAL CORPORATION 05526DBT1 10,000 Exited $0.0M
PRIME MORTGAGE TRUST 74160MDK5 7,147 Exited $0.0M
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 61761DAF9 6,903 Exited $0.0M
COMM MORTGAGE TRUST 12591UAG8 1,316,698 Exited $0.0M
Government National Mortgage Association 38378NF99 240,946 Exited $0.0M
Government National Mortgage Association 38375BXY3 5,864 Exited $0.0M
Government National Mortgage Association 38375CWH9 42,464 Exited $0.0M
Freddie Mac 31283BCC0 128,424 Exited $0.0M
Freddie Mac 3137BF4Y4 121,770 Exited $0.0M
Government National Mortgage Association 36291MSZ7 5,186 Exited $0.0M
Ressources Teck Limitee 878742AW5 5,000 Exited $0.0M
LIFE STORAGE LP 53227JAA2 5,000 Exited $0.0M
Federal National Mortgage Association 3136FLEV4 115,819 Exited $0.0M
DNB BANK ASA 23329PAF7 5,000 Exited $0.0M
Federal National Mortgage Association 3136AKQQ9 2,429,746 Exited $0.0M
SANTANDER DRIVE AUTO RECEIVABLES TRUST 80286MAB4 4,396 Exited $0.0M
Freddie Mac 3137BAQX3 38,810 Exited $0.0M
SOUTHERN CALIFORNIA EDISON COMPANY 842400FV0 5,000 Exited $0.0M
Freddie Mac 31296JHS8 4,009 Exited $0.0M
Federal National Mortgage Association 3136AKTB9 84,967 Exited $0.0M
Federal National Mortgage Association 31413CUH0 3,796 Exited $0.0M
Government National Mortgage Association 2 36202FLS3 3,657 Exited $0.0M
Federal National Mortgage Association 3136APTN2 30,959 Exited $0.0M
Government National Mortgage Association 38375UY79 98,278 Exited $0.0M
Freddie Mac 31397EWH4 34,005 Exited $0.0M
Freddie Mac 3137B4A30 82,127 Exited $0.0M
STRUCTURED ASSET SECURITIES CORPORATION 86358RXY8 3,403 Exited $0.0M
Government National Mortgage Association 38376MAW7 71,444 Exited $0.0M
ML-CFC COMMERCIAL MORTGAGE TRUST 55312YAR3 10,783 Exited $0.0M
Freddie Mac 31288H7H7 2,620 Exited $0.0M
Freddie Mac 31398W2M5 23,530 Exited $0.0M
Government National Mortgage Association 36200JU99 2,092 Exited $0.0M
Freddie Mac 3128MCA96 2,056 Exited $0.0M
Federal National Mortgage Association 3136A75X6 69,148 Exited $0.0M
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 46632HAL5 1,763 Exited $0.0M
Government National Mortgage Association 36201RYJ4 1,393 Exited $0.0M
Government National Mortgage Association 36178WGN3 1,465 Exited $0.0M
Government National Mortgage Association 38378BQJ1 427,641 Exited $0.0M
Federal National Mortgage Association 3136AFRB2 28,202 Exited $0.0M
Government National Mortgage Association 36213RXA0 1,257 Exited $0.0M
Federal National Mortgage Association 3136A03E5 44,426 Exited $0.0M
Federal National Mortgage Association 31410C2A9 1,168 Exited $0.0M
Federal National Mortgage Association 31407H6G6 1,154 Exited $0.0M
Government National Mortgage Association 38375K4K5 31,628 Exited $0.0M
Freddie Mac 3137B4GZ3 26,066,961 Exited $0.0M
Government National Mortgage Association 38378KWZ8 636,519 Exited $0.0M
Federal National Mortgage Association 31416BYW2 995 Exited $0.0M
Freddie Mac 31292GK96 808 Exited $0.0M
Government National Mortgage Association 36291GXW1 645 Exited $0.0M
Freddie Mac 31352DC24 10,991 Exited $0.0M
Government National Mortgage Association 36291EAD3 433 Exited $0.0M
Freddie Mac 31397TP97 4,086 Exited $0.0M
Federal National Mortgage Association 3136A76M9 10,963 Exited $0.0M
Government National Mortgage Association 38378NK51 49,297 Exited $0.0M
Government National Mortgage Association 38374YVW0 4,307 Exited $0.0M
Government National Mortgage Association 36210AXU6 5 Exited $0.0M
WFRBS COMMERCIAL MORTGAGE TRUST 92937UAS7 219,742 Exited $0.0M
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 46627QBE7 39,659 Exited $0.0M
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC. 07383F6S2 279 Exited $0.0M
CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 12513XAN2 11,381 Exited $0.0M
JANE STREET GROUP, LLC 47077DAG5 0 Exited $0.0M
Federal National Mortgage Association 3140XHY27 0 Exited $0.0M
CREDIT SUISSE FIRST BOSTON 225401AX6 2,030,000 Exited $0.0M
ATHENAHEALTH GROUP INC. 04686RAC7 160,842 Exited $-0.0M
3 Month SOFR Opt Sep23C 98.75 00R9LDCB1 -164 Exited $-0.0M
SOFR 1yr MidCurve Dec23P 95.38 019R2XR36 -236 Exited $-0.1M
N/A 019R2XQS1 -310 Exited $-0.1M
N/A CDS646887 9,051,300 Exited $-0.1M
3 Month SOFR Opt Jun24C 97.5 00VH4N357 -354 Exited $-0.3M
3 Month SOFR Opt Jun24P 94.5 00VH4L9M7 -1,176 Exited $-0.4M
FEDERAL NATIONAL MORTGAGE ASSOC * 01F032633 -5,500,000 Exited $-5.1M
FEDERAL NATIONAL MORTGAGE ASSOC * 01F030645 -6,700,000 Exited $-6.0M