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Global Opportunities Portfolio

Assets: $1.5B Net: $1.3B Series: S000027417 EDGAR ↗
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# Name Ticker Since Shares Value % Port Cat
1 EV CASH RESERVES FUND LLC 000000000 Jul 2020 329,816,809 $329.8M 25.65% STIV
2 Government National Mortgage Association 36179VQT0 Jul 2020 80,000,000 $84.8M 6.60% ABS-MBS
3 VanEck Vectors Fallen Angel High Yield Bond ETF 92189F437 Jul 2020 2,088,000 $64.0M 4.98% EC
4 NEW ZEALAND GVT ILB 000000000 Jul 2020 64,209,220 $55.9M 4.35% DBT
5 UMBS, TBA 01F0226A8 Jul 2020 50,000,000 $52.4M 4.07% ABS-MBS
6 United States Treasury 9128286N5 Jul 2020 38,833,738 $41.3M 3.21% DBT
7 Freddie Mac 3133KJGK2 Jul 2020 34,415,600 $36.5M 2.84% ABS-MBS
8 NEW ZEALAND GVT ILB 000000000 Jul 2020 44,368,576 $32.7M 2.54% DBT
9 THAILAND GOVERNMENT BOND 000000000 Jul 2020 1,047,278,650 $32.0M 2.49% DBT
10 Government National Mortgage Association 38382BDP5 Jul 2020 17,040,088 $17.1M 1.33% ABS-MBS
11 EGYPT TREASURY BILL 000000000 Jul 2020 277,000,000 $16.9M 1.31% STIV
12 RIKISBREF 000000000 Jul 2020 1,622,638,940 $16.3M 1.27% DBT
13 Invitation Homes Trust 46185HAJ1 Jul 2020 15,061,248 $14.7M 1.14% ABS-O
14 SERBIA TREASURY BONDS 000000000 Jul 2020 1,279,620,000 $14.2M 1.10% DBT
15 RIKISBREF 000000000 Jul 2020 1,465,382,200 $13.9M 1.08% DBT
16 BONOS DE TESORERIA 000000000 Jul 2020 37,752,000 $12.7M 0.99% DBT
17 Invitation Homes Trust 46187VAJ8 Jul 2020 13,000,000 $12.7M 0.98% ABS-O
18 RIKISBREF 000000000 Jul 2020 1,278,572,264 $11.2M 0.87% DBT
19 EDEN RE II SERIES 2020 1 EDEN RE II SERIES 2020 1 000000000 Jul 2020 9,900,000 $10.5M 0.82% STIV
20 Fannie Mae 3140QDLP7 Jul 2020 9,886,985 $10.5M 0.82% ABS-MBS
21 GOVERNMENT OF UKRAINE 000000000 Jul 2020 255,480,000 $10.3M 0.80% DBT
22 RUSSIA I/L BOND - OFZ 000000000 Jul 2020 767,396,394 $10.3M 0.80% DBT
23 UKRAINE GOVERNMENT 000000000 Jul 2020 11,342,000 $10.0M 0.78% DBT
24 Government National Mortgage Association 38381YXW9 Jul 2020 9,871,307 $9.9M 0.77% ABS-MBS
25 Freddie Mac 3137BTF55 Jul 2020 9,458,950 $9.7M 0.75% ABS-MBS
26 GOVERNMENT OF UKRAINE 000000000 Jul 2020 238,050,000 $9.4M 0.73% DBT
27 MT LOGAN RE LTD 000000000 Jul 2020 10,000 $9.0M 0.70% STIV
28 Freddie Mac 3137F4VY5 Jul 2020 8,339,925 $8.5M 0.66% ABS-MBS
29 BONOS DE TESORERIA 000000000 Jul 2020 22,547,000 $7.7M 0.60% DBT
30 United States Treasury 912796TD1 Jul 2020 7,000,000 $7.0M 0.54% DBT
31 Government National Mortgage Association 38382ALV5 Jul 2020 6,332,374 $6.3M 0.49% ABS-MBS
32 Fannie Mae 3136B7EG2 Jul 2020 6,283,789 $6.3M 0.49% ABS-MBS
33 Chicago Mercantile Exchange 000000000 Jul 2020 1,081,600,000 $6.1M 0.48% DIR
34 Sussex Capital Ltd 000000000 Jul 2020 6,000 $5.8M 0.45% STIV
35 GOVERNMENT OF UKRAINE 000000000 Jul 2020 151,050,000 $5.7M 0.44% DBT
36 PGIM Global High Yield Fund Inc 69346J106 Jul 2020 430,326 $5.7M 0.44% EC
37 LCH Limited 000000000 Jul 2020 34,731,000 $5.6M 0.44% DIR
38 JPMBB Commercial Mortgage Securities Trust 46643PAN0 Jul 2020 8,045,000 $5.5M 0.43% ABS-MBS
39 LCH Limited 000000000 Jul 2020 19,000,000 $5.4M 0.42% DIR
40 INDONESIA GOVERNMENT 000000000 Jul 2020 74,225,000,000 $5.1M 0.40% DBT
41 Pnmac Gmsr Issuer Trust 69354WAC0 Jul 2020 5,000,000 $4.9M 0.38% ABS-O
42 Intercontinental Exchange, Inc. 000000000 Jul 2020 24,617,000 $4.7M 0.37% DCR
43 Invitation Homes Trust 46185JAJ7 Jul 2020 4,692,359 $4.6M 0.36% ABS-O
44 Galaxy CLO Ltd 36320WAS5 Jul 2020 5,000,000 $4.5M 0.35% ABS-CBDO
45 Madison Park Funding Ltd 55819AAL6 Jul 2020 5,000,000 $4.2M 0.33% ABS-CBDO
46 VERSUTUS RE LTD 2020 EQUITY 000000000 Jul 2020 4,081,939 $4.2M 0.33% STIV
47 WF-RBS Commercial Mortgage Trust 92939KAT5 Jul 2020 8,000,000 $4.2M 0.32% ABS-MBS
48 Pnmac Gmsr Issuer Trust 69354WAD8 Jul 2020 4,272,000 $4.1M 0.32% ABS-O
49 Voya CLO Ltd 92917DAA8 Jul 2020 5,000,000 $4.0M 0.31% ABS-CBDO
50 Babson CLO Ltd 06760HAA7 Jul 2020 5,000,000 $4.0M 0.31% ABS-CBDO
51 Western Asset High Income Opportunity Fund Inc 95766K109 Jul 2020 804,975 $3.9M 0.31% EC
52 Benefit Street Partners CLO Ltd 08180YAE0 Jul 2020 5,000,000 $3.8M 0.30% ABS-CBDO
53 Arion Banki HF 000000000 Jul 2020 440,000,000 $3.7M 0.29% DBT
54 RMOF SD 1 30 2018 000000000 Jul 2020 33,361,789 $3.7M 0.28% ABS-MBS
55 Allegany Park CLO, Ltd. 017154AJ4 Jul 2020 3,700,000 $3.6M 0.28% ABS-CBDO
56 Citibank, National Association 000000000 Jul 2020 170,000 $3.6M 0.28% DE
57 Ares CLO Ltd 04017EAQ5 Jul 2020 4,000,000 $3.5M 0.27% ABS-CBDO
58 Madison Park Funding Ltd 55818YBJ9 Jul 2020 3,500,000 $3.4M 0.27% ABS-CBDO
59 INDONESIA GOVERNMENT 000000000 Jul 2020 45,746,000,000 $3.4M 0.27% DBT
60 Palmer Square CLO Ltd 69689GAA5 Jul 2020 4,000,000 $3.4M 0.26% ABS-CBDO
61 Canyon Capital CLO Ltd 13876EAF0 Jul 2020 4,000,000 $3.3M 0.25% ABS-CBDO
62 Galaxy CLO Ltd 36320XAM6 Jul 2020 4,000,000 $3.2M 0.25% ABS-CBDO
63 Fannie Mae 3136ABZ71 Jul 2020 17,647,126 $3.0M 0.23% ABS-MBS
64 Wellfleet CLO Ltd 94949GAJ0 Jul 2020 3,000,000 $2.9M 0.23% ABS-CBDO
65 Bain Capital Credit CLO, Limited 05683MAA2 Jul 2020 3,500,000 $2.8M 0.22% ABS-CBDO
66 LCH Limited 000000000 Jul 2020 64,000,000 $2.7M 0.21% DIR
67 Carlyle Global Market Strategies 14311QAN7 Jul 2020 3,500,000 $2.7M 0.21% ABS-CBDO
68 LIBERTY LATIN AMERICA 53069QAB5 Jul 2020 3,085,000 $2.6M 0.21% DBT
69 Golub Capital Partners CLO, LTD 38177DAN8 Jul 2020 3,000,000 $2.6M 0.21% ABS-CBDO
70 LCH Limited 000000000 Jul 2020 40,459,000 $2.6M 0.20% DIR
71 Regatta IX Funding Ltd 75887WAA7 Jul 2020 3,000,000 $2.6M 0.20% ABS-O
72 Ares CLO Ltd 00192TAA2 Jul 2020 3,000,000 $2.6M 0.20% ABS-CBDO
73 American Money Management Corporation 00175NAE8 Jul 2020 3,000,000 $2.6M 0.20% ABS-CBDO
74 Babson CLO Ltd 06760CAA8 Jul 2020 2,900,000 $2.5M 0.20% ABS-CBDO
75 Regatta XIII Funding LLC 75888GAA1 Jul 2020 3,000,000 $2.5M 0.20% ABS-CBDO
76 Golub Capital Partners CLO, LTD 38175VAA8 Jul 2020 3,000,000 $2.5M 0.19% ABS-CBDO
77 Betony CLO 2, Ltd. 08763RAC4 Jul 2020 3,000,000 $2.5M 0.19% ABS-CBDO
78 Highbridge Loan Management Ltd 40436YAA3 Jul 2020 2,900,000 $2.5M 0.19% ABS-CBDO
79 Fannie Mae 3136AYBX0 Jul 2020 2,475,731 $2.5M 0.19% ABS-MBS
80 Benefit Street Partners CLO Ltd 08181KAA7 Jul 2020 3,000,000 $2.4M 0.19% ABS-CBDO
81 Carlyle C17 CLO 14308FAA4 Jul 2020 3,000,000 $2.4M 0.19% ABS-CBDO
82 AES El Salvador Trust II 000000000 Jul 2020 2,554,000 $2.4M 0.19% DBT
83 Benefit Street Partners CLO Ltd 08181NAA1 Jul 2020 3,000,000 $2.4M 0.19% ABS-CBDO
84 BlackRock Multi-Sector Income Trust 09258A107 Jul 2020 156,650 $2.4M 0.18% EC
85 Freddie Mac 3137BJ6V0 Jul 2020 2,452,595 $2.3M 0.18% ABS-MBS
86 RMOF SD 04/18/2018 000000000 Jul 2020 19,137,972 $2.3M 0.18% ABS-MBS
87 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $2.3M 0.18% DFE
88 LCH Limited 000000000 Jul 2020 25,300,000 $2.3M 0.18% DIR
89 Carlyle Global Market Strategies 14314TAA6 Jul 2020 3,000,000 $2.2M 0.17% ABS-CBDO
90 Palmer Square CLO Ltd 69688LAA5 Jul 2020 2,500,000 $2.2M 0.17% ABS-CBDO
91 Golub Capital Partners CLO Ltd 38174CAE3 Jul 2020 3,000,000 $2.2M 0.17% ABS-CBDO
92 JPMBB Commercial Mortgage Securities Trust 46642NAJ5 Jul 2020 3,430,000 $2.1M 0.16% ABS-MBS
93 ARAGVI FINANCE INTL 000000000 Jul 2020 2,000,000 $2.1M 0.16% DBT
94 ARDSHININVESTBK (DILIJAN 000000000 Jul 2020 2,200,000 $2.1M 0.16% DBT
95 Morgan Stanley BAML Trust 61762TAN6 Jul 2020 5,000,000 $2.0M 0.16% ABS-MBS
96 SEPLAT PETROLEUM DEV CO 000000000 Jul 2020 2,000,000 $2.0M 0.16% DBT
97 Government National Mortgage Association 38380FYW0 Jul 2020 11,927,687 $2.0M 0.16% ABS-MBS
98 Jamestown CLO Ltd 47050EAG4 Jul 2020 2,000,000 $2.0M 0.15% ABS-CBDO
99 Fannie Mae 3136B6AT0 Jul 2020 1,938,207 $1.9M 0.15% ABS-MBS
100 Freddie Mac 3137BLUG1 Jul 2020 23,368,693 $1.9M 0.15% ABS-MBS
101 BRASKEM IDESA SAPI 000000000 Jul 2020 2,170,000 $1.9M 0.15% DBT
102 BONOS DE TESORERIA 000000000 Jul 2020 5,285,000 $1.9M 0.15% DBT
103 Freddie Mac 3137AQX45 Jul 2020 12,241,130 $1.9M 0.15% ABS-MBS
104 Bain Capital Credit CLO, Limited 05683HAL9 Jul 2020 2,250,000 $1.9M 0.15% ABS-CBDO
105 Neuberger Berman CLO Ltd 64132FAA1 Jul 2020 2,000,000 $1.9M 0.14% ABS-CBDO
106 Palmer Square CLO Ltd 69689BAG3 Jul 2020 2,000,000 $1.8M 0.14% ABS-CBDO
107 TELECOM ARGENTINA SA 000000000 Jul 2020 1,900,000 $1.8M 0.14% DBT
108 Neuberger Berman CLO Ltd 64131CAF8 Jul 2020 2,000,000 $1.8M 0.14% ABS-CBDO
109 Benefit Street Partners CLO Ltd 08182JAA9 Jul 2020 2,000,000 $1.8M 0.14% ABS-CBDO
110 Fannie Mae 3136ABAD5 Jul 2020 9,628,416 $1.7M 0.14% ABS-MBS
111 Regatta XV Funding Ltd. 75888PAA1 Jul 2020 2,000,000 $1.7M 0.14% ABS-CBDO
112 JSC GEORGIA CAPITAL 000000000 Jul 2020 1,850,000 $1.7M 0.14% DBT
113 Dryden Senior Loan Fund 26244FAG2 Jul 2020 2,000,000 $1.7M 0.14% ABS-CBDO
114 Wind River CLO Ltd 88432QAA3 Jul 2020 2,000,000 $1.7M 0.13% ABS-CBDO
115 Fannie Mae 3136ABV42 Jul 2020 1,716,771 $1.7M 0.13% ABS-MBS
116 Galaxy CLO Ltd 36319YAA3 Jul 2020 2,000,000 $1.7M 0.13% ABS-CBDO
117 Cole Park CLO Limited 19329MAE5 Jul 2020 2,000,000 $1.7M 0.13% ABS-CBDO
118 PETROBRAS GLOBAL FINANCE 71647NBD0 Jul 2020 1,530,000 $1.7M 0.13% DBT
119 Regatta XIV Funding Ltd 75888NAA6 Jul 2020 2,000,000 $1.7M 0.13% ABS-O
120 Alinea CLO LTD 016268AA2 Jul 2020 2,000,000 $1.7M 0.13% ABS-CBDO
121 FRIGORIFICO CONCEPCION 000000000 Jul 2020 1,700,000 $1.7M 0.13% DBT
122 Upland CLO Ltd 915324AE7 Jul 2020 2,000,000 $1.7M 0.13% ABS-CBDO
123 Canyon Capital CLO Ltd 13877AAA8 Jul 2020 2,000,000 $1.6M 0.13% ABS-CBDO
124 Freddie Mac 3137BLLW6 Jul 2020 8,593,355 $1.6M 0.13% ABS-MBS
125 Dryden Senior Loan Fund 26244YAU0 Jul 2020 2,000,000 $1.6M 0.13% ABS-CBDO
126 Voya CLO Ltd 92913DAJ3 Jul 2020 2,000,000 $1.6M 0.13% ABS-CBDO
127 MT LOGAN RE SIDECAR 000000000 Jul 2020 1,829 $1.6M 0.13% STIV
128 Bayan Resources Tbk PT 000000000 Jul 2020 1,660,000 $1.6M 0.12% DBT
129 Fannie Mae 31396QTR0 Jul 2020 1,430,452 $1.6M 0.12% ABS-MBS
130 Babson CLO Ltd 06759NAA7 Jul 2020 2,000,000 $1.6M 0.12% ABS-CBDO
131 Voya CLO Ltd 92917EAA6 Jul 2020 2,000,000 $1.6M 0.12% ABS-CBDO
132 Kernel Holding SA 000000000 Jul 2020 1,500,000 $1.6M 0.12% DBT
133 Digicel Intl Finance Ltd 000000000 Jul 2020 1,503,000 $1.5M 0.12% DBT
134 Recette CLO LLC 75620RAB8 Jul 2020 2,000,000 $1.5M 0.12% ABS-CBDO
135 Carlyle Global Market Strategies 14315MAA0 Jul 2020 2,000,000 $1.5M 0.12% ABS-O
136 Bluemountain CLO Ltd 09628MAG9 Jul 2020 2,000,000 $1.5M 0.12% ABS-CBDO
137 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $1.5M 0.12% DFE
138 American Money Management Corporation 00176EAG2 Jul 2020 2,000,000 $1.5M 0.11% ABS-CBDO
139 DAR AL-ARKAN SUKUK CO LT 000000000 Jul 2020 1,500,000 $1.5M 0.11% DBT
140 Vibrant CLO Ltd 92558JAA9 Jul 2020 2,000,000 $1.5M 0.11% ABS-CBDO
141 Benefit Street Partners CLO Ltd 08182RAG8 Jul 2020 1,500,000 $1.4M 0.11% ABS-CBDO
142 Wind River CLO Ltd 87244FAG4 Jul 2020 2,037,589 $1.4M 0.11% ABS-CBDO
143 Atento Luxco 1 SA 000000000 Jul 2020 1,517,000 $1.4M 0.11% DBT
144 EUROHOLD BULGARIA 000000000 Jul 2020 1,200,000 $1.4M 0.11% DBT
145 Fannie Mae 3136ACM73 Jul 2020 7,161,619 $1.4M 0.11% ABS-MBS
146 SHIMAO GROUP HLDGS LTD 000000000 Jul 2020 1,300,000 $1.4M 0.11% DBT
147 Freddie Mac 3137BFVY4 Jul 2020 1,508,154 $1.4M 0.11% ABS-MBS
148 ODBRCHT OFFSHRE DRLL FIN 000000000 Jul 2020 1,549,388 $1.4M 0.11% DBT
149 Fannie Mae 3136ABCZ4 Jul 2020 7,367,872 $1.3M 0.10% ABS-MBS
150 Government National Mortgage Association 38380GWP5 Jul 2020 13,285,069 $1.3M 0.10% ABS-MBS
151 Palmer Square CLO Ltd 69688CAA5 Jul 2020 1,500,000 $1.3M 0.10% ABS-CBDO
152 LCH Limited 000000000 Jul 2020 16,500,000 $1.3M 0.10% DIR
153 PETROPAVLOVSK 2016 000000000 Jul 2020 1,231,000 $1.3M 0.10% DBT
154 PETROLEOS MEXICANOS 000000000 Jul 2020 1,500,000 $1.3M 0.10% DBT
155 Chicago Board of Trade 000000000 Jul 2020 244 $1.3M 0.10% DIR
156 Fannie Mae 3136ABAV5 Jul 2020 6,211,881 $1.3M 0.10% ABS-MBS
157 Fannie Mae 3136ANPQ4 Jul 2020 10,114,803 $1.2M 0.10% ABS-MBS
158 Arion Banki HF 000000000 Jul 2020 2,497,017 $1.2M 0.10% EC
159 Government National Mortgage Association 38381YSK1 Jul 2020 1,196,385 $1.2M 0.09% ABS-MBS
160 SILKNET JSC 000000000 Jul 2020 1,159,000 $1.2M 0.09% DBT
161 Societe Generale 000000000 Jul 2020 1 $1.2M 0.09% DFE
162 LCH Limited 000000000 Jul 2020 5,003,000 $1.2M 0.09% DIR
163 LCH Limited 000000000 Jul 2020 5,125,000 $1.2M 0.09% DIR
164 CEMEX SAB DE CV 000000000 Jul 2020 1,100,000 $1.2M 0.09% DBT
165 Fannie Mae 3136AX4R3 Jul 2020 1,175,368 $1.2M 0.09% ABS-MBS
166 LCH Limited 000000000 Jul 2020 5,111,000 $1.2M 0.09% DIR
167 Fannie Mae 3136B5H57 Jul 2020 1,163,386 $1.2M 0.09% ABS-MBS
168 SERBIA TREASURY BONDS 000000000 Jul 2020 97,420,000 $1.2M 0.09% DBT
169 Nuveen Global High Income Fund 67075G103 Jul 2020 83,400 $1.2M 0.09% EC
170 Goldman Sachs & Co. LLC 000000000 Jul 2020 82,000,000 $1.1M 0.09% DFE
171 Goldman Sachs & Co. LLC 000000000 Jul 2020 1,539,500,000 $1.1M 0.09% DIR
172 LCH Limited 000000000 Jul 2020 26,350,000 $1.1M 0.09% DIR
173 Fannie Mae 3136B1TS3 Jul 2020 16,895,015 $1.1M 0.09% ABS-MBS
174 BNP Paribas 000000000 Jul 2020 89,300,000 $1.1M 0.09% DIR
175 Morgan Stanley BAML Trust 61691GAC4 Jul 2020 1,699,000 $1.1M 0.08% ABS-MBS
176 Frontera Energy Corp 000000000 Jul 2020 1,333,000 $1.1M 0.08% DBT
177 Fannie Mae 3136AAJK2 Jul 2020 5,962,258 $1.1M 0.08% ABS-MBS
178 Fannie Mae 3136APHR6 Jul 2020 11,236,542 $1.0M 0.08% ABS-MBS
179 Freddie Mac 3137BKJC5 Jul 2020 12,760,338 $1.0M 0.08% ABS-MBS
180 Societe Generale 000000000 Jul 2020 1 $1.0M 0.08% DFE
181 GRAN TIERRA ENERGY INTL 000000000 Jul 2020 2,238,000 $1.0M 0.08% DBT
182 TELEFONICA DEL PERU S.A. 000000000 Jul 2020 3,500,000 $1.0M 0.08% DBT
183 ISLANDSBANKI 000000000 Jul 2020 120,000,000 $1.0M 0.08% DBT
184 GOVERNMENT OF UKRAINE 000000000 Jul 2020 25,000,000 $982K 0.08% DBT
185 Government National Mortgage Association 38380TU53 Jul 2020 9,077,057 $980K 0.08% ABS-MBS
186 ELLAKTOR VALUE PLC 000000000 Jul 2020 1,050,000 $973K 0.08% DBT
187 Grupo Kaltex SA de CV 000000000 Jul 2020 1,962,000 $968K 0.08% DBT
188 Landsbankinn HF 000000000 Jul 2020 120,000,000 $962K 0.07% DBT
189 Fannie Mae 3136AKJE4 Jul 2020 5,035,870 $956K 0.07% ABS-MBS
190 Fannie Mae 3136AFPA6 Jul 2020 8,428,592 $912K 0.07% ABS-MBS
191 Freddie Mac 3128MAE88 Jul 2020 785,680 $906K 0.07% ABS-MBS
192 Government National Mortgage Association 38380FXY7 Jul 2020 901,798 $904K 0.07% ABS-MBS
193 METINVEST BV 000000000 Jul 2020 840,000 $895K 0.07% DBT
194 GOVERNMENT OF UKRAINE 000000000 Jul 2020 25,000,000 $894K 0.07% DBT
195 Standard Chartered Bank 000000000 Jul 2020 72,700,000 $890K 0.07% DIR
196 Freddie Mac 3137B66T3 Jul 2020 516,145 $887K 0.07% ABS-MBS
197 LCH Limited 000000000 Jul 2020 18,500,000 $878K 0.07% DIR
198 Ares CLO Ltd 04016HAK2 Jul 2020 1,000,000 $876K 0.07% ABS-CBDO
199 TBLA INTERNATIONAL PTE L 000000000 Jul 2020 1,000,000 $859K 0.07% DBT
200 Fannie Mae 31397L3K3 Jul 2020 4,336,162 $858K 0.07% ABS-MBS
201 Canyon Capital CLO Ltd 13876HAA4 Jul 2020 1,000,000 $856K 0.07% ABS-CBDO
202 Fannie Mae 31385HJZ6 Jul 2020 819,791 $852K 0.07% ABS-MBS
203 Freddie Mac 3137BDF76 Jul 2020 5,227,806 $847K 0.07% ABS-MBS
204 EDEN RE II LTD 27954TAB1 Jul 2020 95,000 $843K 0.07% STIV
205 Dryden Senior Loan Fund 26245QAA0 Jul 2020 1,000,000 $842K 0.07% ABS-CBDO
206 Fannie Mae 3136AFVY7 Jul 2020 8,488,311 $840K 0.07% ABS-MBS
207 Canyon Capital CLO Ltd 13876WAG8 Jul 2020 1,000,000 $839K 0.07% ABS-CBDO
208 Fannie Mae 3136AQR69 Jul 2020 6,843,232 $835K 0.06% ABS-MBS
209 GENER MEDIT/CENT TERMICA 36875KAA9 Jul 2020 1,250,000 $831K 0.06% DBT
210 Voya CLO Ltd 92917TAA3 Jul 2020 1,000,000 $804K 0.06% ABS-CBDO
211 Freddie Mac 3137B02M5 Jul 2020 4,083,890 $797K 0.06% ABS-MBS
212 ICG US CLO Ltd 44933HAA0 Jul 2020 1,000,000 $793K 0.06% ABS-CBDO
213 Bluemountain CLO Ltd 09628XAE0 Jul 2020 1,000,000 $768K 0.06% ABS-CBDO
214 Freddie Mac 3137AUKL2 Jul 2020 4,836,095 $767K 0.06% ABS-MBS
215 Fannie Mae 3136ADAG4 Jul 2020 3,793,862 $767K 0.06% ABS-MBS
216 Standard Chartered Bank 000000000 Jul 2020 1 $762K 0.06% DFE
217 Morgan Stanley & Co. LLC 000000000 Jul 2020 450,000,000 $747K 0.06% DCR
218 Freddie Mac 3137BLYB8 Jul 2020 6,892,345 $740K 0.06% ABS-MBS
219 Fannie Mae 3136AMYS2 Jul 2020 8,837,489 $732K 0.06% ABS-MBS
220 Fannie Mae 3138EPA20 Jul 2020 639,383 $727K 0.06% ABS-MBS
221 LCH Limited 000000000 Jul 2020 15,000,000 $721K 0.06% DIR
222 Carlyle Global Market Strategies 14312GAC2 Jul 2020 1,000,000 $713K 0.06% ABS-CBDO
223 Citibank, National Association 000000000 Jul 2020 56,300,000 $694K 0.05% DIR
224 Fannie Mae 3136AEXG7 Jul 2020 4,043,837 $685K 0.05% ABS-MBS
225 Fannie Mae 3136AKKH5 Jul 2020 5,051,719 $683K 0.05% ABS-MBS
226 Bank of Industry Limited 000000000 Jul 2020 678,750 $667K 0.05% LON
227 Fannie Mae 3136AKZ89 Jul 2020 6,703,381 $640K 0.05% ABS-MBS
228 BNP Paribas 000000000 Jul 2020 1 $638K 0.05% DFE
229 Government National Mortgage Association 38380FG91 Jul 2020 623,350 $627K 0.05% ABS-MBS
230 MT LOGAN RE LTD 000000000 Jul 2020 2,000 $626K 0.05% STIV
231 Standard Chartered Bank 000000000 Jul 2020 1 $622K 0.05% DFE
232 Standard Chartered Bank 000000000 Jul 2020 1 $621K 0.05% DFE
233 Siminn HF 000000000 Jul 2020 13,623,900 $619K 0.05% EC
234 Freddie Mac 3137AXRJ4 Jul 2020 3,560,047 $609K 0.05% ABS-MBS
235 Fannie Mae 3138EPDR2 Jul 2020 534,681 $607K 0.05% ABS-MBS
236 Bluemountain CLO Ltd 09629UAA3 Jul 2020 750,000 $600K 0.05% ABS-CBDO
237 Fannie Mae 31396YQ62 Jul 2020 2,528,726 $571K 0.04% ABS-MBS
238 NEW ZEALAND GVT ILB 000000000 Jul 2020 620,828 $566K 0.04% DBT
239 Freddie Mac 3137F3E59 Jul 2020 6,038,667 $554K 0.04% ABS-MBS
240 COOF 9585505005 000000000 Jul 2020 3,242,084 $549K 0.04% ABS-MBS
241 QNB Finansbank AS/Turkey 000000000 Jul 2020 530,000 $539K 0.04% DBT
242 Freddie Mac 3137FCN91 Jul 2020 6,236,729 $538K 0.04% ABS-MBS
243 Freddie Mac 3137B2EJ5 Jul 2020 2,705,755 $532K 0.04% ABS-MBS
244 Pampa Energia SA 000000000 Jul 2020 600,000 $517K 0.04% DBT
245 LOGAN GROUP CO LTD 000000000 Jul 2020 500,000 $509K 0.04% DBT
246 CIFI HOLDINGS GROUP 000000000 Jul 2020 500,000 $508K 0.04% DBT
247 EUROTORG (BONITRON DAC) 000000000 Jul 2020 500,000 $507K 0.04% DBT
248 Freddie Mac 31396RKW6 Jul 2020 2,329,890 $505K 0.04% ABS-MBS
249 TIMES CHINA HLDG LTD 000000000 Jul 2020 500,000 $502K 0.04% DBT
250 Freddie Mac 31335PL86 Jul 2020 454,094 $502K 0.04% ABS-MBS
251 TENGIZCHEVROIL FIN CO IN 000000000 Jul 2020 490,000 $501K 0.04% DBT
252 Fannie Mae 3136AK7C1 Jul 2020 4,355,767 $499K 0.04% ABS-MBS
253 Metinvest BV 000000000 Jul 2020 506,000 $499K 0.04% DBT
254 Fannie Mae 31396V5N4 Jul 2020 2,244,687 $498K 0.04% ABS-MBS
255 Freddie Mac 31396HJJ9 Jul 2020 3,048,289 $498K 0.04% ABS-MBS
256 HKN Energy Ltd 000000000 Jul 2020 500,000 $498K 0.04% DBT
257 Freddie Mac 3137AYTW1 Jul 2020 2,834,281 $492K 0.04% ABS-MBS
258 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $489K 0.04% DFE
259 LCH Limited 000000000 Jul 2020 14,300,000 $489K 0.04% DIR
260 DAR AL-ARKAN SUKUK CO LT 000000000 Jul 2020 550,000 $485K 0.04% DBT
261 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $485K 0.04% DFE
262 Hagar hf 000000000 Jul 2020 1,349,100 $483K 0.04% EC
263 LCH Limited 000000000 Jul 2020 10,000,000 $481K 0.04% DIR
264 TELFON CELUAR DEL PARAGU 000000000 Jul 2020 444,000 $472K 0.04% DBT
265 Freddie Mac 3137BASC7 Jul 2020 4,202,982 $469K 0.04% ABS-MBS
266 Fannie Mae 31393YQ32 Jul 2020 2,689,981 $469K 0.04% ABS-MBS
267 Freddie Mac 3137BCY51 Jul 2020 4,205,924 $469K 0.04% ABS-MBS
268 ALAM SYNERGY PTE LTD 000000000 Jul 2020 1,000,000 $463K 0.04% DBT
269 LCH Limited 000000000 Jul 2020 9,630,000 $463K 0.04% DIR
270 Societe Generale 000000000 Jul 2020 1 $463K 0.04% DFE
271 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $463K 0.04% DFE
272 Fannie Mae 3136A73L4 Jul 2020 7,121,304 $460K 0.04% ABS-MBS
273 Freddie Mac 3137BXJC7 Jul 2020 453,201 $458K 0.04% ABS-MBS
274 Metinvest BV 000000000 Jul 2020 461,000 $458K 0.04% DBT
275 Fannie Mae 31394CQU9 Jul 2020 1,870,342 $452K 0.04% ABS-MBS
276 Freddie Mac 3137BSTQ6 Jul 2020 8,377,642 $443K 0.03% ABS-MBS
277 Fannie Mae 3136AL5Y3 Jul 2020 6,389,402 $443K 0.03% ABS-MBS
278 COOF 9489395009 000000000 Jul 2020 3,098,780 $436K 0.03% ABS-MBS
279 SUSSEX CAPITAL LTD SUB JUNE 30 SUSSEX CAPITAL LTD SUB JUNE 30 000000000 Jul 2020 434 $434K 0.03% EC
280 COOF 1723127004 000000000 Jul 2020 3,501,111 $428K 0.03% ABS-MBS
281 State Street Bank and Trust Company 000000000 Jul 2020 1 $428K 0.03% DFE
282 Freddie Mac 3137FCT20 Jul 2020 4,825,504 $425K 0.03% ABS-MBS
283 Fannie Mae 3136A6AC8 Jul 2020 5,960,183 $423K 0.03% ABS-MBS
284 Freddie Mac 3137AQWC8 Jul 2020 6,045,650 $422K 0.03% ABS-MBS
285 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $418K 0.03% DFE
286 Freddie Mac 3137BFCT6 Jul 2020 6,396,698 $402K 0.03% ABS-MBS
287 Fannie Mae 3136A8XT2 Jul 2020 8,260,124 $400K 0.03% ABS-MBS
288 BNP Paribas 000000000 Jul 2020 1 $397K 0.03% DFE
289 Fannie Mae 3136ANDJ3 Jul 2020 6,181,104 $396K 0.03% ABS-MBS
290 Freddie Mac 3137ASS96 Jul 2020 3,273,052 $393K 0.03% ABS-MBS
291 LCH Limited 000000000 Jul 2020 3,000,000 $387K 0.03% DIR
292 Fannie Mae 31394UD90 Jul 2020 1,588,445 $382K 0.03% ABS-MBS
293 Fannie Mae 3136ANH83 Jul 2020 4,826,159 $380K 0.03% ABS-MBS
294 Fannie Mae 3136ALU90 Jul 2020 3,998,928 $378K 0.03% ABS-MBS
295 Fannie Mae 3136ANEK9 Jul 2020 3,891,365 $378K 0.03% ABS-MBS
296 Fannie Mae 31396LCN8 Jul 2020 1,714,483 $376K 0.03% ABS-MBS
297 BLUE LOTUS RE 000000000 Jul 2020 242 $375K 0.03% STIV
298 COOF 9509415000 000000000 Jul 2020 3,366,246 $375K 0.03% ABS-MBS
299 Standard Chartered Bank 000000000 Jul 2020 1 $374K 0.03% DFE
300 COOF 6888375007 000000000 Jul 2020 2,613,876 $370K 0.03% ABS-MBS
301 Freddie Mac 3137AQKS6 Jul 2020 9,096,148 $369K 0.03% ABS-MBS
302 BLOM Bank SAL 000000000 Jul 2020 800,000 $358K 0.03% DBT
303 Fannie Mae 31396KAB8 Jul 2020 1,365,449 $357K 0.03% ABS-MBS
304 LCH Limited 000000000 Jul 2020 6,770,000 $353K 0.03% DIR
305 Freddie Mac 3137BH6V4 Jul 2020 6,949,817 $346K 0.03% ABS-MBS
306 Goldman Sachs & Co. LLC 000000000 Jul 2020 320,000,000 $346K 0.03% DIR
307 Freddie Mac 3128SGAA8 Jul 2020 341,320 $346K 0.03% ABS-MBS
308 Eimskipafelag Islands Hf 000000000 Jul 2020 326,400 $344K 0.03% EC
309 Freddie Mac 3137BWL51 Jul 2020 14,723,430 $341K 0.03% ABS-MBS
310 COOF 8206735000 000000000 Jul 2020 3,461,520 $340K 0.03% ABS-MBS
311 Fannie Mae 31385JP51 Jul 2020 291,657 $339K 0.03% ABS-MBS
312 LCH Limited 000000000 Jul 2020 16,500,000 $339K 0.03% DIR
313 Reitir fasteignafelag hf 000000000 Jul 2020 875,500 $334K 0.03% EC
314 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $329K 0.03% DFE
315 Freddie Mac 3137B1SA1 Jul 2020 4,219,497 $328K 0.03% ABS-MBS
316 Chicago Mercantile Exchange 000000000 Jul 2020 350,000,000 $327K 0.03% DIR
317 Freddie Mac 3137B1DK5 Jul 2020 4,993,556 $325K 0.03% ABS-MBS
318 Fannie Mae 31395NBF3 Jul 2020 1,357,026 $324K 0.03% ABS-MBS
319 COOF 9459205008 000000000 Jul 2020 2,448,957 $321K 0.03% ABS-MBS
320 COOF 9385025009 000000000 Jul 2020 2,726,542 $320K 0.02% ABS-MBS
321 COOF 8302525007 000000000 Jul 2020 3,497,537 $317K 0.02% ABS-MBS
322 Fannie Mae 31396LLS7 Jul 2020 1,368,476 $315K 0.02% ABS-MBS
323 Fannie Mae 3136A9Z50 Jul 2020 6,243,426 $314K 0.02% ABS-MBS
324 COOF 9556075008 000000000 Jul 2020 2,671,846 $308K 0.02% ABS-MBS
325 Freddie Mac 3137BUPX0 Jul 2020 7,117,273 $307K 0.02% ABS-MBS
326 Fannie Mae 3136A8YG9 Jul 2020 6,195,093 $302K 0.02% ABS-MBS
327 ASAKA BANK 000000000 Jul 2020 2,952,000,000 $296K 0.02% SN
328 NEDER FINANCIERINGS-MAAT 000000000 Jul 2020 3,000,000,000 $293K 0.02% DBT
329 COOF 9538045006 000000000 Jul 2020 1,703,089 $286K 0.02% ABS-MBS
330 Fannie Mae 3136AEUU9 Jul 2020 3,918,600 $285K 0.02% ABS-MBS
331 Government National Mortgage Association 38379CAU0 Jul 2020 6,246,443 $278K 0.02% ABS-MBS
332 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $275K 0.02% DFE
333 COOF 9616995005 000000000 Jul 2020 2,442,017 $274K 0.02% ABS-MBS
334 COOF 9204365008 000000000 Jul 2020 1,966,308 $273K 0.02% ABS-MBS
335 COOF 9247475006 000000000 Jul 2020 1,974,154 $271K 0.02% ABS-MBS
336 COOF 9484425006 000000000 Jul 2020 1,663,640 $270K 0.02% ABS-MBS
337 Fannie Mae 3136AKBJ1 Jul 2020 2,322,716 $267K 0.02% ABS-MBS
338 SUSSEX CAPITAL LTD SUBSCRIPTIO 000000000 Jul 2020 791 $265K 0.02% STIV
339 UZBEK ICB (DARYO FNC) 000000000 Jul 2020 2,619,000,000 $264K 0.02% DBT
340 COOF 9547545005 000000000 Jul 2020 1,651,613 $263K 0.02% ABS-MBS
341 Freddie Mac 31393RTM2 Jul 2020 1,739,269 $262K 0.02% ABS-MBS
342 COOF 9346915002 000000000 Jul 2020 3,591,952 $262K 0.02% ABS-MBS
343 Standard Chartered Bank 000000000 Jul 2020 1 $262K 0.02% DFE
344 COOF 9610755002 000000000 Jul 2020 3,266,953 $262K 0.02% ABS-MBS
345 COOF 9239935002 000000000 Jul 2020 1,978,183 $262K 0.02% ABS-MBS
346 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $261K 0.02% DFE
347 VERSUTUS RE LTD 000000000 Jul 2020 234,323 $260K 0.02% STIV
348 COOF 9525075005 000000000 Jul 2020 1,793,636 $258K 0.02% ABS-MBS
349 COOF 9523985003 000000000 Jul 2020 2,087,175 $257K 0.02% ABS-MBS
350 Fannie Mae 3136AMXG9 Jul 2020 21,932,474 $256K 0.02% ABS-MBS
351 Fannie Mae 3136A83U2 Jul 2020 5,971,697 $256K 0.02% ABS-MBS
352 COOF 9531035000 000000000 Jul 2020 2,138,753 $256K 0.02% ABS-MBS
353 BNP Paribas 000000000 Jul 2020 1 $254K 0.02% DFE
354 COOF 9530905010 000000000 Jul 2020 2,092,414 $251K 0.02% ABS-MBS
355 COOF 9610665010 000000000 Jul 2020 2,801,698 $250K 0.02% ABS-MBS
356 J.P. Morgan Securities LLC 000000000 Jul 2020 40,570,000 $250K 0.02% DIR
357 COOF 8999175008 000000000 Jul 2020 2,074,047 $250K 0.02% ABS-MBS
358 COOF 9498845004 000000000 Jul 2020 2,288,085 $250K 0.02% ABS-MBS
359 COOF 9228975008 000000000 Jul 2020 2,468,215 $247K 0.02% ABS-MBS
360 COOF 9599505006 000000000 Jul 2020 2,458,010 $247K 0.02% ABS-MBS
361 COOF 9468865009 000000000 Jul 2020 2,917,124 $247K 0.02% ABS-MBS
362 COOF 9567925009 000000000 Jul 2020 2,742,154 $244K 0.02% ABS-MBS
363 COOF 9128265010 000000000 Jul 2020 2,382,402 $242K 0.02% ABS-MBS
364 COOF 9384325003 000000000 Jul 2020 2,269,690 $242K 0.02% ABS-MBS
365 BNP Paribas 000000000 Jul 2020 1 $240K 0.02% DFE
366 Fannie Mae 3136A1FC4 Jul 2020 3,708,398 $239K 0.02% ABS-MBS
367 COOF 8584475002 000000000 Jul 2020 1,502,078 $238K 0.02% ABS-MBS
368 Freddie Mac 31395T6U3 Jul 2020 980,759 $237K 0.02% ABS-MBS
369 COOF 8890695007 000000000 Jul 2020 1,685,857 $236K 0.02% ABS-MBS
370 EDEN RE II LTD 000000000 Jul 2020 8,667 $235K 0.02% STIV
371 BNP Paribas 000000000 Jul 2020 1 $233K 0.02% DFE
372 COOF 9452625002 000000000 Jul 2020 2,661,590 $232K 0.02% ABS-MBS
373 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $231K 0.02% DFE
374 COOF 8183885006 000000000 Jul 2020 1,426,502 $231K 0.02% ABS-MBS
375 Societe Generale 000000000 Jul 2020 1 $230K 0.02% DFE
376 COOF 9602935008 000000000 Jul 2020 1,315,047 $226K 0.02% ABS-MBS
377 Fannie Mae 31389AZU0 Jul 2020 221,959 $226K 0.02% ABS-MBS
378 Reginn HF 000000000 Jul 2020 1,843,700 $226K 0.02% EC
379 COOF 9499925006 000000000 Jul 2020 2,068,811 $226K 0.02% ABS-MBS
380 COOF 9467745006 000000000 Jul 2020 3,536,692 $226K 0.02% ABS-MBS
381 Freddie Mac 3137BLKB3 Jul 2020 7,224,640 $225K 0.02% ABS-MBS
382 COOF 9515075001 000000000 Jul 2020 2,942,142 $224K 0.02% ABS-MBS
383 Societe Generale 000000000 Jul 2020 1 $224K 0.02% DFE
384 COOF 9546335010 000000000 Jul 2020 1,728,184 $223K 0.02% ABS-MBS
385 COOF 9304415007 000000000 Jul 2020 1,583,935 $223K 0.02% ABS-MBS
386 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $221K 0.02% DFE
387 COOF 9615635000 000000000 Jul 2020 2,204,874 $220K 0.02% ABS-MBS
388 COOF 9526445000 000000000 Jul 2020 1,860,152 $219K 0.02% ABS-MBS
389 COOF 9586205000 000000000 Jul 2020 1,582,960 $218K 0.02% ABS-MBS
390 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $218K 0.02% DFE
391 COOF 9439665009 000000000 Jul 2020 2,239,836 $217K 0.02% ABS-MBS
392 COOF 8383955008 000000000 Jul 2020 1,698,386 $216K 0.02% ABS-MBS
393 ALTAIR VI REINSURANCE 000000000 Jul 2020 1,000 $214K 0.02% STIV
394 COOF 9291015005 000000000 Jul 2020 2,962,568 $214K 0.02% ABS-MBS
395 COOF 8170805005 000000000 Jul 2020 1,832,027 $213K 0.02% ABS-MBS
396 Freddie Mac 3137BA5T5 Jul 2020 1,999,887 $212K 0.02% ABS-MBS
397 Fannie Mae 31396LLU2 Jul 2020 912,317 $210K 0.02% ABS-MBS
398 COOF 9374825007 000000000 Jul 2020 1,512,878 $207K 0.02% ABS-MBS
399 Societe Generale 000000000 Jul 2020 1 $206K 0.02% DFE
400 COOF 9511145001 000000000 Jul 2020 1,822,053 $205K 0.02% ABS-MBS
401 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $205K 0.02% DFE
402 COOF 8522445009 000000000 Jul 2020 1,486,303 $205K 0.02% ABS-MBS
403 COOF 9446775005 000000000 Jul 2020 1,632,680 $204K 0.02% ABS-MBS
404 COOF 9423365008 000000000 Jul 2020 2,399,743 $204K 0.02% ABS-MBS
405 Societe Generale 000000000 Jul 2020 1 $202K 0.02% DFE
406 COOF 9101455008 000000000 Jul 2020 1,912,873 $201K 0.02% ABS-MBS
407 COOF 9487045005 000000000 Jul 2020 1,654,258 $198K 0.02% ABS-MBS
408 Freddie Mac 3137FERK8 Jul 2020 7,907,810 $197K 0.02% ABS-MBS
409 COOF 9619305003 000000000 Jul 2020 1,903,032 $193K 0.01% ABS-MBS
410 COOF 9272515007 000000000 Jul 2020 1,719,332 $190K 0.01% ABS-MBS
411 COOF 7999365001 000000000 Jul 2020 1,827,123 $188K 0.01% ABS-MBS
412 COOF 9461445009 000000000 Jul 2020 2,558,668 $187K 0.01% ABS-MBS
413 COOF 9465685008 000000000 Jul 2020 1,926,362 $186K 0.01% ABS-MBS
414 Citibank, National Association 000000000 Jul 2020 1 $186K 0.01% DFE
415 COOF 9540115002 000000000 Jul 2020 1,461,430 $185K 0.01% ABS-MBS
416 COOF 9446995001 000000000 Jul 2020 2,092,722 $185K 0.01% ABS-MBS
417 Fannie Mae 3136A1B20 Jul 2020 2,959,554 $185K 0.01% ABS-MBS
418 COOF 9330855003 000000000 Jul 2020 1,563,511 $185K 0.01% ABS-MBS
419 Fannie Mae 31416BUU0 Jul 2020 156,762 $184K 0.01% ABS-MBS
420 COOF 9539545005 000000000 Jul 2020 2,689,262 $184K 0.01% ABS-MBS
421 Societe Generale 000000000 Jul 2020 1 $183K 0.01% DFE
422 Freddie Mac 3137ALAQ2 Jul 2020 1,888,599 $183K 0.01% ABS-MBS
423 COOF 9628405000 000000000 Jul 2020 1,848,995 $180K 0.01% ABS-MBS
424 COOF 9348145000 000000000 Jul 2020 1,060,037 $178K 0.01% ABS-MBS
425 COOF 9414945003 000000000 Jul 2020 1,522,839 $178K 0.01% ABS-MBS
426 COOF 9620135008 000000000 Jul 2020 1,745,525 $178K 0.01% ABS-MBS
427 COOF 8697725001 000000000 Jul 2020 1,314,546 $176K 0.01% ABS-MBS
428 COOF 9515995006 000000000 Jul 2020 1,293,177 $173K 0.01% ABS-MBS
429 Freddie Mac 3137BXKC5 Jul 2020 6,925,270 $173K 0.01% ABS-MBS
430 COOF 9247485009 000000000 Jul 2020 2,486,127 $173K 0.01% ABS-MBS
431 COOF 9088505004 000000000 Jul 2020 1,598,506 $172K 0.01% ABS-MBS
432 COOF 9149755003 000000000 Jul 2020 2,891,622 $172K 0.01% ABS-MBS
433 COOF 9413665000 000000000 Jul 2020 1,016,767 $171K 0.01% ABS-MBS
434 COOF 9544265009 000000000 Jul 2020 1,215,112 $171K 0.01% ABS-MBS
435 COOF 9560385010 000000000 Jul 2020 1,566,245 $170K 0.01% ABS-MBS
436 COOF 9535565003 000000000 Jul 2020 2,010,650 $170K 0.01% ABS-MBS
437 COOF 9527215003 000000000 Jul 2020 1,143,304 $170K 0.01% ABS-MBS
438 COOF 8540825009 000000000 Jul 2020 1,453,419 $170K 0.01% ABS-MBS
439 COOF 9385255008 000000000 Jul 2020 2,207,840 $168K 0.01% ABS-MBS
440 COOF 9466225001 000000000 Jul 2020 1,182,123 $168K 0.01% ABS-MBS
441 COOF 8893345002 000000000 Jul 2020 1,357,963 $168K 0.01% ABS-MBS
442 COOF 9392465010 000000000 Jul 2020 2,159,131 $167K 0.01% ABS-MBS
443 Fannie Mae 3136AWP50 Jul 2020 8,876,412 $167K 0.01% ABS-MBS
444 COOF 9176545005 000000000 Jul 2020 1,946,461 $167K 0.01% ABS-MBS
445 COOF 9182275003 000000000 Jul 2020 1,761,331 $165K 0.01% ABS-MBS
446 Fannie Mae 31359HG81 Jul 2020 151,126 $165K 0.01% ABS-MBS
447 COOF 9521715010 000000000 Jul 2020 1,329,994 $164K 0.01% ABS-MBS
448 COOF 7676645008 000000000 Jul 2020 1,097,811 $164K 0.01% ABS-MBS
449 COOF 9511625003 000000000 Jul 2020 1,564,496 $163K 0.01% ABS-MBS
450 COOF 9532345001 000000000 Jul 2020 1,477,447 $162K 0.01% ABS-MBS
451 COOF 9342655010 000000000 Jul 2020 2,123,985 $162K 0.01% ABS-MBS
452 Fannie Mae 3136ABVH3 Jul 2020 2,275,606 $162K 0.01% ABS-MBS
453 COOF 7774285000 000000000 Jul 2020 1,293,148 $161K 0.01% ABS-MBS
454 COOF 9524545002 000000000 Jul 2020 2,352,044 $161K 0.01% ABS-MBS
455 Eik fasteignafelag hf 000000000 Jul 2020 3,180,300 $160K 0.01% EC
456 COOF 9292535010 000000000 Jul 2020 1,412,508 $159K 0.01% ABS-MBS
457 COOF 9470465006 000000000 Jul 2020 1,373,040 $158K 0.01% ABS-MBS
458 COOF 9437365009 000000000 Jul 2020 1,990,745 $157K 0.01% ABS-MBS
459 COOF 6975395000 000000000 Jul 2020 1,544,578 $156K 0.01% ABS-MBS
460 COOF 9580625007 000000000 Jul 2020 1,528,826 $156K 0.01% ABS-MBS
461 COOF 9319735001 000000000 Jul 2020 1,944,478 $154K 0.01% ABS-MBS
462 COOF 9414985004 000000000 Jul 2020 1,165,090 $154K 0.01% ABS-MBS
463 COOF 9374695005 000000000 Jul 2020 1,316,392 $153K 0.01% ABS-MBS
464 COOF 9579305008 000000000 Jul 2020 1,252,153 $152K 0.01% ABS-MBS
465 COOF 9494785002 000000000 Jul 2020 1,804,681 $152K 0.01% ABS-MBS
466 COOF 9193955001 000000000 Jul 2020 1,898,445 $151K 0.01% ABS-MBS
467 COOF 8967415003 000000000 Jul 2020 1,098,967 $151K 0.01% ABS-MBS
468 COOF 9384965007 000000000 Jul 2020 1,343,180 $151K 0.01% ABS-MBS
469 COOF 9440045008 000000000 Jul 2020 1,338,547 $150K 0.01% ABS-MBS
470 COOF 9496605009 000000000 Jul 2020 1,526,705 $150K 0.01% ABS-MBS
471 COOF 8519155004 000000000 Jul 2020 1,263,888 $148K 0.01% ABS-MBS
472 COOF 8274315005 000000000 Jul 2020 1,110,162 $147K 0.01% ABS-MBS
473 COOF 8484765009 000000000 Jul 2020 3,131,439 $147K 0.01% ABS-MBS
474 COOF 8801915000 000000000 Jul 2020 1,162,510 $146K 0.01% ABS-MBS
475 COOF 9261495008 000000000 Jul 2020 1,824,726 $145K 0.01% ABS-MBS
476 COOF 9425945009 000000000 Jul 2020 1,155,553 $144K 0.01% ABS-MBS
477 COOF 8675275007 000000000 Jul 2020 1,168,739 $144K 0.01% ABS-MBS
478 COOF 9308245001 000000000 Jul 2020 1,762,893 $144K 0.01% ABS-MBS
479 COOF 9493175005 000000000 Jul 2020 1,356,135 $143K 0.01% ABS-MBS
480 COOF 8280865002 000000000 Jul 2020 1,334,506 $143K 0.01% ABS-MBS
481 COOF 9361405000 000000000 Jul 2020 1,971,603 $142K 0.01% ABS-MBS
482 COOF 8680525004 000000000 Jul 2020 1,651,319 $142K 0.01% ABS-MBS
483 COOF 8997755001 000000000 Jul 2020 1,388,563 $141K 0.01% ABS-MBS
484 COOF 9498835001 000000000 Jul 2020 1,851,653 $141K 0.01% ABS-MBS
485 COOF 8863035002 000000000 Jul 2020 1,717,400 $141K 0.01% ABS-MBS
486 COOF 9491435007 000000000 Jul 2020 965,173 $141K 0.01% ABS-MBS
487 COOF 9276475005 000000000 Jul 2020 2,179,813 $140K 0.01% ABS-MBS
488 COOF 8884845008 000000000 Jul 2020 1,276,045 $138K 0.01% ABS-MBS
489 COOF 9545495010 000000000 Jul 2020 1,252,334 $138K 0.01% ABS-MBS
490 COOF 9384085003 000000000 Jul 2020 1,276,697 $136K 0.01% ABS-MBS
491 COOF 9485605003 000000000 Jul 2020 972,936 $134K 0.01% ABS-MBS
492 Goldman Sachs & Co. LLC 000000000 Jul 2020 785,500,000 $134K 0.01% DIR
493 Fannie Mae 3136A1A62 Jul 2020 2,157,204 $134K 0.01% ABS-MBS
494 COOF 9457325005 000000000 Jul 2020 1,090,528 $134K 0.01% ABS-MBS
495 COOF 9405185009 000000000 Jul 2020 1,828,468 $133K 0.01% ABS-MBS
496 COOF 8153605002 000000000 Jul 2020 1,401,579 $133K 0.01% ABS-MBS
497 COOF 9489815004 000000000 Jul 2020 1,766,413 $133K 0.01% ABS-MBS
498 COOF 9371805006 000000000 Jul 2020 1,153,278 $132K 0.01% ABS-MBS
499 COOF 8967535004 000000000 Jul 2020 1,176,535 $132K 0.01% ABS-MBS
500 COOF 9469675002 000000000 Jul 2020 1,333,166 $132K 0.01% ABS-MBS
501 COOF 9277905005 000000000 Jul 2020 1,084,102 $131K 0.01% ABS-MBS
502 COOF 8628375010 000000000 Jul 2020 1,824,354 $131K 0.01% ABS-MBS
503 COOF 9527575006 000000000 Jul 2020 1,383,965 $130K 0.01% ABS-MBS
504 COOF 9381085008 000000000 Jul 2020 1,634,587 $130K 0.01% ABS-MBS
505 COOF 9421115010 000000000 Jul 2020 1,112,131 $130K 0.01% ABS-MBS
506 COOF 8594355005 000000000 Jul 2020 772,115 $129K 0.01% ABS-MBS
507 COOF 9443125003 000000000 Jul 2020 913,703 $129K 0.01% ABS-MBS
508 COOF 8644245006 000000000 Jul 2020 1,229,931 $129K 0.01% ABS-MBS
509 COOF 9515935010 000000000 Jul 2020 844,893 $128K 0.01% ABS-MBS
510 COOF 9180735006 000000000 Jul 2020 2,220,767 $128K 0.01% ABS-MBS
511 COOF 9561865003 000000000 Jul 2020 1,751,220 $128K 0.01% ABS-MBS
512 COOF 9566535008 000000000 Jul 2020 1,460,807 $128K 0.01% ABS-MBS
513 COOF 8451175002 000000000 Jul 2020 1,947,420 $127K 0.01% ABS-MBS
514 Bank of America, National Association 000000000 Jul 2020 1 $127K 0.01% DFE
515 COOF 9501975010 000000000 Jul 2020 889,523 $126K 0.01% ABS-MBS
516 COOF 9523955005 000000000 Jul 2020 987,011 $126K 0.01% ABS-MBS
517 GRAN TIERRA ENERGY INTL 38502HAA3 Jul 2020 278,000 $125K 0.01% DBT
518 COOF 9436605007 000000000 Jul 2020 828,932 $125K 0.01% ABS-MBS
519 COOF 9383525002 000000000 Jul 2020 920,251 $124K 0.01% ABS-MBS
520 COOF 9459125008 000000000 Jul 2020 1,126,743 $123K 0.01% ABS-MBS
521 COOF 9434445003 000000000 Jul 2020 1,176,706 $123K 0.01% ABS-MBS
522 COOF 9525975004 000000000 Jul 2020 936,221 $123K 0.01% ABS-MBS
523 COOF 9386735001 000000000 Jul 2020 1,126,675 $122K 0.01% ABS-MBS
524 COOF 9531535008 000000000 Jul 2020 1,047,209 $122K 0.01% ABS-MBS
525 Freddie Mac 31346AF83 Jul 2020 115,758 $121K 0.01% ABS-MBS
526 COOF 8131985010 000000000 Jul 2020 1,481,222 $120K 0.01% ABS-MBS
527 COOF 8619255007 000000000 Jul 2020 1,985,036 $120K 0.01% ABS-MBS
528 COOF 8292245001 000000000 Jul 2020 1,247,645 $120K 0.01% ABS-MBS
529 COOF 9320685007 000000000 Jul 2020 1,546,761 $120K 0.01% ABS-MBS
530 COOF 8175355000 000000000 Jul 2020 1,215,402 $119K 0.01% ABS-MBS
531 Freddie Mac 3133TM7G5 Jul 2020 101,528 $119K 0.01% ABS-MBS
532 COOF 9518035006 000000000 Jul 2020 1,037,173 $119K 0.01% ABS-MBS
533 COOF 9506055004 000000000 Jul 2020 1,162,701 $118K 0.01% ABS-MBS
534 COOF 9550365000 000000000 Jul 2020 1,225,944 $118K 0.01% ABS-MBS
535 COOF 9547715008 000000000 Jul 2020 884,249 $117K 0.01% ABS-MBS
536 COOF 9170105001 000000000 Jul 2020 1,480,344 $117K 0.01% ABS-MBS
537 COOF 8357365004 000000000 Jul 2020 1,177,551 $117K 0.01% ABS-MBS
538 COOF 9431185002 000000000 Jul 2020 1,396,943 $117K 0.01% ABS-MBS
539 COOF 9406295009 000000000 Jul 2020 938,384 $117K 0.01% ABS-MBS
540 COOF 9412475000 000000000 Jul 2020 1,915,646 $115K 0.01% ABS-MBS
541 COOF 8628505001 000000000 Jul 2020 969,739 $115K 0.01% ABS-MBS
542 COOF 9450615006 000000000 Jul 2020 1,949,690 $115K 0.01% ABS-MBS
543 COOF 8269605004 000000000 Jul 2020 1,182,120 $115K 0.01% ABS-MBS
544 COOF 9431545003 000000000 Jul 2020 1,393,652 $114K 0.01% ABS-MBS
545 LCH Limited 000000000 Jul 2020 5,640,000 $113K 0.01% DIR
546 COOF 9391545008 000000000 Jul 2020 1,329,950 $113K 0.01% ABS-MBS
547 COOF 9538965000 000000000 Jul 2020 1,245,659 $113K 0.01% ABS-MBS
548 COOF 8667735003 000000000 Jul 2020 1,245,969 $112K 0.01% ABS-MBS
549 Chicago Board of Trade 000000000 Jul 2020 8 $111K 0.01% DIR
550 COOF 8632995000 000000000 Jul 2020 809,576 $110K 0.01% ABS-MBS
551 Societe Generale 000000000 Jul 2020 1 $110K 0.01% DFE
552 COOF 9189725010 000000000 Jul 2020 844,964 $110K 0.01% ABS-MBS
553 COOF 7754755002 000000000 Jul 2020 2,050,676 $109K 0.01% ABS-MBS
554 LCH Limited 000000000 Jul 2020 3,245,000 $109K 0.01% DIR
555 COOF 9484675000 000000000 Jul 2020 1,144,765 $108K 0.01% ABS-MBS
556 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $108K 0.01% DFE
557 UBS AG 000000000 Jul 2020 1 $108K 0.01% DFE
558 COOF 9438475009 000000000 Jul 2020 1,602,615 $108K 0.01% ABS-MBS
559 COOF 9311725004 000000000 Jul 2020 639,782 $107K 0.01% ABS-MBS
560 COOF 7995685006 000000000 Jul 2020 980,455 $106K 0.01% ABS-MBS
561 COOF 8342945009 000000000 Jul 2020 1,314,273 $106K 0.01% ABS-MBS
562 COOF 8199795008 000000000 Jul 2020 910,034 $106K 0.01% ABS-MBS
563 Fannie Mae 31359HYE8 Jul 2020 97,169 $105K 0.01% ABS-MBS
564 COOF 8265975002 000000000 Jul 2020 924,105 $105K 0.01% ABS-MBS
565 COOF 7662745002 000000000 Jul 2020 1,415,706 $105K 0.01% ABS-MBS
566 COOF 9168035005 000000000 Jul 2020 714,918 $104K 0.01% ABS-MBS
567 COOF 9106405003 000000000 Jul 2020 857,909 $104K 0.01% ABS-MBS
568 COOF 9477595002 000000000 Jul 2020 1,083,909 $104K 0.01% ABS-MBS
569 COOF 7381875010 000000000 Jul 2020 1,394,584 $104K 0.01% ABS-MBS
570 COOF 9199225006 000000000 Jul 2020 1,480,388 $103K 0.01% ABS-MBS
571 COOF 9106345009 000000000 Jul 2020 1,796,582 $103K 0.01% ABS-MBS
572 COOF 8238425006 000000000 Jul 2020 1,117,538 $103K 0.01% ABS-MBS
573 Fannie Mae 3136AK2Q5 Jul 2020 2,062,871 $102K 0.01% ABS-MBS
574 Freddie Mac 3137BTSJ1 Jul 2020 3,408,642 $102K 0.01% ABS-MBS
575 COOF 8267875000 000000000 Jul 2020 1,732,677 $101K 0.01% ABS-MBS
576 COOF 9363595004 000000000 Jul 2020 917,812 $101K 0.01% ABS-MBS
577 Freddie Mac 3137BM2R6 Jul 2020 3,966,743 $101K 0.01% ABS-MBS
578 Bank of America, National Association 000000000 Jul 2020 1 $100K 0.01% DFE
579 COOF 9489285000 000000000 Jul 2020 1,824,337 $100K 0.01% ABS-MBS
580 COOF 9450945000 000000000 Jul 2020 997,200 $100K 0.01% ABS-MBS
581 COOF 9516925009 000000000 Jul 2020 817,475 $99K 0.01% ABS-MBS
582 Societe Generale 000000000 Jul 2020 1 $98K 0.01% DFE
583 COOF 9413365004 000000000 Jul 2020 1,536,423 $98K 0.01% ABS-MBS
584 Freddie Mac 3137B13Q3 Jul 2020 2,335,546 $98K 0.01% ABS-MBS
585 COOF 9311265008 000000000 Jul 2020 581,658 $98K 0.01% ABS-MBS
586 COOF 9097895007 000000000 Jul 2020 607,415 $98K 0.01% ABS-MBS
587 COOF 9440255001 000000000 Jul 2020 1,072,609 $97K 0.01% ABS-MBS
588 COOF 9468125010 000000000 Jul 2020 706,144 $97K 0.01% ABS-MBS
589 COOF 9497315007 000000000 Jul 2020 1,118,985 $97K 0.01% ABS-MBS
590 COOF 9443425010 000000000 Jul 2020 1,523,982 $97K 0.01% ABS-MBS
591 COOF 9371535008 000000000 Jul 2020 841,207 $96K 0.01% ABS-MBS
592 COOF 9470265005 000000000 Jul 2020 1,203,143 $96K 0.01% ABS-MBS
593 COOF 9558325004 000000000 Jul 2020 978,354 $95K 0.01% ABS-MBS
594 LCH Limited 000000000 Jul 2020 2,885,000 $95K 0.01% DIR
595 COOF 9440835009 000000000 Jul 2020 632,394 $94K 0.01% ABS-MBS
596 COOF 8884555004 000000000 Jul 2020 862,193 $94K 0.01% ABS-MBS
597 COOF 9448325003 000000000 Jul 2020 639,917 $94K 0.01% ABS-MBS
598 COOF 7977135001 000000000 Jul 2020 1,215,926 $94K 0.01% ABS-MBS
599 COOF 7760845001 000000000 Jul 2020 1,032,008 $93K 0.01% ABS-MBS
600 COOF 9141775004 000000000 Jul 2020 913,327 $93K 0.01% ABS-MBS
601 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $93K 0.01% DFE
602 COOF 7614365001 000000000 Jul 2020 1,431,278 $93K 0.01% ABS-MBS
603 COOF 9489975006 000000000 Jul 2020 1,405,040 $92K 0.01% ABS-MBS
604 COOF 8437395002 000000000 Jul 2020 721,217 $92K 0.01% ABS-MBS
605 COOF 7850005000 000000000 Jul 2020 1,909,564 $92K 0.01% ABS-MBS
606 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $91K 0.01% DFE
607 COOF 9521565002 000000000 Jul 2020 1,099,932 $91K 0.01% ABS-MBS
608 COOF 7484445002 000000000 Jul 2020 1,806,769 $90K 0.01% ABS-MBS
609 Freddie Mac 3137BFA35 Jul 2020 89,279 $90K 0.01% ABS-MBS
610 COOF 7486515003 000000000 Jul 2020 1,784,775 $89K 0.01% ABS-MBS
611 COOF 9460275004 000000000 Jul 2020 831,447 $89K 0.01% ABS-MBS
612 COOF 9338115009 000000000 Jul 2020 858,807 $89K 0.01% ABS-MBS
613 Bank of America, National Association 000000000 Jul 2020 38,843,000 $88K 0.01% DIR
614 COOF 8940875001 000000000 Jul 2020 738,218 $87K 0.01% ABS-MBS
615 COOF 8517425009 000000000 Jul 2020 588,968 $87K 0.01% ABS-MBS
616 COOF 9448245003 000000000 Jul 2020 735,292 $86K 0.01% ABS-MBS
617 COOF 8059445006 000000000 Jul 2020 1,114,714 $86K 0.01% ABS-MBS
618 COOF 8702815010 000000000 Jul 2020 1,349,063 $86K 0.01% ABS-MBS
619 COOF 9228375005 000000000 Jul 2020 1,267,487 $85K 0.01% ABS-MBS
620 COOF 9487805008 000000000 Jul 2020 1,095,393 $85K 0.01% ABS-MBS
621 COOF 8739455002 000000000 Jul 2020 620,950 $84K 0.01% ABS-MBS
622 COOF 9469795003 000000000 Jul 2020 1,027,014 $84K 0.01% ABS-MBS
623 EDEN RE II LTD 000000000 Jul 2020 7,471 $81K 0.01% STIV
624 COOF 9435495009 000000000 Jul 2020 918,813 $81K 0.01% ABS-MBS
625 Fannie Mae 31398SK77 Jul 2020 2,230,013 $81K 0.01% ABS-MBS
626 COOF 9294465006 000000000 Jul 2020 717,418 $81K 0.01% ABS-MBS
627 Freddie Mac 3137BC7B8 Jul 2020 2,294,269 $81K 0.01% ABS-MBS
628 COOF 9429525009 000000000 Jul 2020 1,034,550 $80K 0.01% ABS-MBS
629 COOF 9497165010 000000000 Jul 2020 689,931 $80K 0.01% ABS-MBS
630 COOF 9527695007 000000000 Jul 2020 1,354,628 $79K 0.01% ABS-MBS
631 COOF 9430905002 000000000 Jul 2020 606,005 $79K 0.01% ABS-MBS
632 COOF 9043875006 000000000 Jul 2020 1,218,033 $78K 0.01% ABS-MBS
633 Fannie Mae 31394EWB0 Jul 2020 981,709 $78K 0.01% ABS-MBS
634 COOF 8603215001 000000000 Jul 2020 764,078 $77K 0.01% ABS-MBS
635 COOF 8415995004 000000000 Jul 2020 3,129,525 $77K 0.01% ABS-MBS
636 COOF 9143775008 000000000 Jul 2020 1,304,769 $77K 0.01% ABS-MBS
637 Freddie Mac 31335PB38 Jul 2020 71,036 $77K 0.01% ABS-MBS
638 COOF 8664305008 000000000 Jul 2020 504,462 $76K 0.01% ABS-MBS
639 COOF 8875345009 000000000 Jul 2020 1,236,344 $76K 0.01% ABS-MBS
640 COOF 9534265005 000000000 Jul 2020 831,462 $76K 0.01% ABS-MBS
641 The Toronto-Dominion Bank 000000000 Jul 2020 12,500,000 $75K 0.01% DIR
642 Fannie Mae 3136AJW28 Jul 2020 1,971,321 $75K 0.01% ABS-MBS
643 COOF 9623645003 000000000 Jul 2020 646,771 $74K 0.01% ABS-MBS
644 COOF 9424595009 000000000 Jul 2020 1,230,925 $74K 0.01% ABS-MBS
645 COOF 9511665004 000000000 Jul 2020 1,096,645 $73K 0.01% ABS-MBS
646 Freddie Mac 3137BADD1 Jul 2020 4,036,387 $73K 0.01% ABS-MBS
647 COOF 8732425001 000000000 Jul 2020 558,773 $73K 0.01% ABS-MBS
648 COOF 9384885007 000000000 Jul 2020 970,600 $72K 0.01% ABS-MBS
649 Fannie Mae 3138ET6Q4 Jul 2020 64,616 $72K 0.01% ABS-MBS
650 Freddie Mac 3137BA6F4 Jul 2020 1,671,469 $72K 0.01% ABS-MBS
651 COOF 8679245006 000000000 Jul 2020 954,028 $72K 0.01% ABS-MBS
652 COOF 9489495004 000000000 Jul 2020 909,446 $72K 0.01% ABS-MBS
653 COOF 9598725000 000000000 Jul 2020 650,857 $71K 0.01% ABS-MBS
654 COOF 8535665004 000000000 Jul 2020 642,498 $71K 0.01% ABS-MBS
655 COOF 9433765003 000000000 Jul 2020 549,152 $70K 0.01% ABS-MBS
656 COOF 9454055001 000000000 Jul 2020 685,901 $70K 0.01% ABS-MBS
657 LCH Limited 000000000 Jul 2020 3,300,000 $68K 0.01% DIR
658 Fannie Mae 3136A6UA0 Jul 2020 5,247,964 $68K 0.01% ABS-MBS
659 COOF 8545235008 000000000 Jul 2020 647,996 $67K 0.01% ABS-MBS
660 COOF 9566425010 000000000 Jul 2020 622,969 $67K 0.01% ABS-MBS
661 COOF 9385305010 000000000 Jul 2020 868,018 $66K 0.01% ABS-MBS
662 COOF 9181145008 000000000 Jul 2020 762,986 $65K 0.01% ABS-MBS
663 COOF 9294085010 000000000 Jul 2020 537,615 $65K 0.01% ABS-MBS
664 Freddie Mac 31395PMA7 Jul 2020 1,065,813 $65K 0.01% ABS-MBS
665 COOF 9190955006 000000000 Jul 2020 1,142,365 $65K 0.01% ABS-MBS
666 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $65K 0.01% DFE
667 COOF 9457895001 000000000 Jul 2020 699,556 $64K 0.01% ABS-MBS
668 COOF 9262155002 000000000 Jul 2020 2,745,962 $64K 0.00% ABS-MBS
669 COOF 9365745005 000000000 Jul 2020 472,892 $64K 0.00% ABS-MBS
670 COOF 9500195010 000000000 Jul 2020 730,953 $63K 0.00% ABS-MBS
671 COOF 9497385006 000000000 Jul 2020 1,404,552 $63K 0.00% ABS-MBS
672 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $63K 0.00% DFE
673 COOF 9491685001 000000000 Jul 2020 841,759 $63K 0.00% ABS-MBS
674 Bank of America, National Association 000000000 Jul 2020 1 $62K 0.00% DFE
675 Australia and New Zealand Banking Group Limited 000000000 Jul 2020 1 $62K 0.00% DFE
676 COOF 9418895009 000000000 Jul 2020 1,376,698 $61K 0.00% ABS-MBS
677 COOF 8397775003 000000000 Jul 2020 630,064 $61K 0.00% ABS-MBS
678 COOF 9446555009 000000000 Jul 2020 576,091 $61K 0.00% ABS-MBS
679 COOF 7297055008 000000000 Jul 2020 968,842 $60K 0.00% ABS-MBS
680 BNP Paribas 000000000 Jul 2020 26,250,000 $60K 0.00% DIR
681 COOF 8989235009 000000000 Jul 2020 1,194,187 $59K 0.00% ABS-MBS
682 COOF 8911735006 000000000 Jul 2020 951,187 $59K 0.00% ABS-MBS
683 COOF 8513765009 000000000 Jul 2020 917,616 $59K 0.00% ABS-MBS
684 COOF 9216775010 000000000 Jul 2020 793,603 $59K 0.00% ABS-MBS
685 COOF 7894905001 000000000 Jul 2020 1,267,014 $59K 0.00% ABS-MBS
686 COOF 9042945001 000000000 Jul 2020 486,850 $58K 0.00% ABS-MBS
687 COOF 8703555006 000000000 Jul 2020 1,056,793 $58K 0.00% ABS-MBS
688 COOF 9496865006 000000000 Jul 2020 516,667 $57K 0.00% ABS-MBS
689 COOF 9274165002 000000000 Jul 2020 1,161,980 $56K 0.00% ABS-MBS
690 COOF 8875775009 000000000 Jul 2020 1,634,716 $55K 0.00% ABS-MBS
691 COOF 9413485005 000000000 Jul 2020 347,046 $54K 0.00% ABS-MBS
692 Goldman Sachs & Co. LLC 000000000 Jul 2020 706,636,000 $53K 0.00% DIR
693 Chicago Board of Trade 000000000 Jul 2020 44 $52K 0.00% DIR
694 COOF 9614575004 000000000 Jul 2020 389,883 $52K 0.00% ABS-MBS
695 Societe Generale 000000000 Jul 2020 1 $52K 0.00% DFE
696 COOF 9355625000 000000000 Jul 2020 502,049 $51K 0.00% ABS-MBS
697 Societe Generale 000000000 Jul 2020 1 $51K 0.00% DFE
698 COOF 9346205001 000000000 Jul 2020 646,202 $50K 0.00% ABS-MBS
699 COOF 7532195005 000000000 Jul 2020 1,152,163 $50K 0.00% ABS-MBS
700 COOF 9005125003 000000000 Jul 2020 794,502 $49K 0.00% ABS-MBS
701 COOF 9430005003 000000000 Jul 2020 331,164 $49K 0.00% ABS-MBS
702 COOF 9441725002 000000000 Jul 2020 483,888 $49K 0.00% ABS-MBS
703 COOF 9316375005 000000000 Jul 2020 638,772 $49K 0.00% ABS-MBS
704 COOF 9354415005 000000000 Jul 2020 1,530,705 $49K 0.00% ABS-MBS
705 Standard Chartered Bank 000000000 Jul 2020 1 $48K 0.00% DFE
706 Fannie Mae 3136A8D49 Jul 2020 2,947,368 $48K 0.00% ABS-MBS
707 Fannie Mae 3136A6M92 Jul 2020 2,004,490 $48K 0.00% ABS-MBS
708 COOF 9233565008 000000000 Jul 2020 655,076 $48K 0.00% ABS-MBS
709 COOF 8519245007 000000000 Jul 2020 796,706 $47K 0.00% ABS-MBS
710 COOF 8300765005 000000000 Jul 2020 698,568 $47K 0.00% ABS-MBS
711 COOF 9425165000 000000000 Jul 2020 339,965 $47K 0.00% ABS-MBS
712 COOF 9274825010 000000000 Jul 2020 954,507 $46K 0.00% ABS-MBS
713 COOF 9390735004 000000000 Jul 2020 464,547 $45K 0.00% ABS-MBS
714 COOF 9444395005 000000000 Jul 2020 887,916 $44K 0.00% ABS-MBS
715 COOF 8495435010 000000000 Jul 2020 754,055 $44K 0.00% ABS-MBS
716 COOF 9123725007 000000000 Jul 2020 735,218 $44K 0.00% ABS-MBS
717 EDEN RE II LTD 27954TAA3 Jul 2020 5,000 $43K 0.00% STIV
718 COOF 9399115002 000000000 Jul 2020 673,608 $43K 0.00% ABS-MBS
719 COOF 9305335009 000000000 Jul 2020 622,724 $41K 0.00% ABS-MBS
720 COOF 9433935006 000000000 Jul 2020 525,842 $40K 0.00% ABS-MBS
721 COOF 9313885010 000000000 Jul 2020 676,038 $40K 0.00% ABS-MBS
722 Societe Generale 000000000 Jul 2020 1 $40K 0.00% DFE
723 COOF 9260265007 000000000 Jul 2020 521,108 $39K 0.00% ABS-MBS
724 COOF 8769395009 000000000 Jul 2020 510,755 $39K 0.00% ABS-MBS
725 State Street Bank and Trust Company 000000000 Jul 2020 1 $38K 0.00% DFE
726 Freddie Mac 3137BUXF0 Jul 2020 2,614,563 $38K 0.00% ABS-MBS
727 SUSSEX CAPITAL LTD SUBSCRIPTIO 000000000 Jul 2020 249 $38K 0.00% STIV
728 Freddie Mac 3137B2SS0 Jul 2020 3,232,399 $38K 0.00% ABS-MBS
729 COOF 9214275009 000000000 Jul 2020 714,737 $36K 0.00% ABS-MBS
730 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $35K 0.00% DFE
731 Bank of America, National Association 000000000 Jul 2020 1 $35K 0.00% DFE
732 COOF 8598925007 000000000 Jul 2020 507,134 $35K 0.00% ABS-MBS
733 Barclays Bank PLC 000000000 Jul 2020 1 $35K 0.00% DFE
734 COOF 9449545001 000000000 Jul 2020 476,749 $34K 0.00% ABS-MBS
735 COOF 8382765008 000000000 Jul 2020 532,259 $33K 0.00% ABS-MBS
736 COOF 9313925009 000000000 Jul 2020 538,162 $33K 0.00% ABS-MBS
737 COOF 9470495004 000000000 Jul 2020 412,567 $33K 0.00% ABS-MBS
738 COOF 9266235010 000000000 Jul 2020 477,856 $33K 0.00% ABS-MBS
739 COOF 8888595002 000000000 Jul 2020 433,618 $32K 0.00% ABS-MBS
740 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $32K 0.00% DFE
741 Fannie Mae 3136A65Q3 Jul 2020 2,293,677 $30K 0.00% ABS-MBS
742 COOF 8975415003 000000000 Jul 2020 408,565 $30K 0.00% ABS-MBS
743 COOF 9087005005 000000000 Jul 2020 391,772 $29K 0.00% ABS-MBS
744 COOF 8590425005 000000000 Jul 2020 390,743 $28K 0.00% ABS-MBS
745 COOF 9122345009 000000000 Jul 2020 407,639 $28K 0.00% ABS-MBS
746 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $28K 0.00% DFE
747 COOF 9188275004 000000000 Jul 2020 428,081 $28K 0.00% ABS-MBS
748 Fannie Mae 3136A4DC0 Jul 2020 1,092,322 $28K 0.00% ABS-MBS
749 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $27K 0.00% DFE
750 Intercontinental Exchange, Inc. 000000000 Jul 2020 1,330,000 $27K 0.00% DCR
751 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $27K 0.00% DFE
752 COOF 8831385008 000000000 Jul 2020 412,034 $26K 0.00% ABS-MBS
753 Standard Chartered Bank 000000000 Jul 2020 1 $26K 0.00% DFE
754 Goldman Sachs International 000000000 Jul 2020 1 $25K 0.00% DFE
755 COOF 9493715001 000000000 Jul 2020 303,015 $25K 0.00% ABS-MBS
756 Fannie Mae 3136A7PY2 Jul 2020 1,341,948 $24K 0.00% ABS-MBS
757 Freddie Mac 3137AUJD2 Jul 2020 87,314 $23K 0.00% ABS-MBS
758 Standard Chartered Bank 000000000 Jul 2020 1 $23K 0.00% DFE
759 Societe Generale 000000000 Jul 2020 1 $23K 0.00% DFE
760 Fannie Mae 31398N4A9 Jul 2020 884,875 $23K 0.00% ABS-MBS
761 Standard Chartered Bank 000000000 Jul 2020 1 $22K 0.00% DFE
762 Goldman Sachs International 000000000 Jul 2020 1 $22K 0.00% DFE
763 Standard Chartered Bank 000000000 Jul 2020 1 $21K 0.00% DFE
764 COOF 9079545003 000000000 Jul 2020 409,041 $20K 0.00% ABS-MBS
765 Chicago Board of Trade 000000000 Jul 2020 26 $17K 0.00% DIR
766 Standard Chartered Bank 000000000 Jul 2020 1 $17K 0.00% DFE
767 Standard Chartered Bank 000000000 Jul 2020 1 $16K 0.00% DFE
768 UBS AG 000000000 Jul 2020 1 $16K 0.00% DFE
769 Standard Chartered Bank 000000000 Jul 2020 1 $15K 0.00% DFE
770 Standard Chartered Bank 000000000 Jul 2020 1 $14K 0.00% DFE
771 Freddie Mac 3137AJYP3 Jul 2020 653,793 $13K 0.00% ABS-MBS
772 Goldman Sachs International 000000000 Jul 2020 1 $12K 0.00% DFE
773 COOF 9386515005 000000000 Jul 2020 112,853 $6K 0.00% ABS-MBS
774 Citigroup Global Markets Inc. 000000000 Jul 2020 1 $6K 0.00% DFE
775 Societe Generale 000000000 Jul 2020 1 $5K 0.00% DFE
776 Societe Generale 000000000 Jul 2020 1 $5K 0.00% DFE
777 UBS AG 000000000 Jul 2020 1 $3K 0.00% DFE
778 BNP Paribas 000000000 Jul 2020 1 $3K 0.00% DFE
779 Standard Chartered Bank 000000000 Jul 2020 1 $1K 0.00% DFE
780 Bank of America, National Association 000000000 Jul 2020 1 $1K 0.00% DFE
781 Fannie Mae 3136A6XE9 Jul 2020 121,147 $1K 0.00% ABS-MBS
782 Fannie Mae 31416BTS7 Jul 2020 916 $926 0.00% ABS-MBS
783 Freddie Mac 3137A26E6 Jul 2020 115,952 $624 0.00% ABS-MBS
784 Bank of America, National Association 000000000 Jul 2020 1 $399 0.00% DFE
785 WOW AIR EHF 000000000 Jul 2020 900,000 $0 0.00% DBT
786 COOF 8720965002 000000000 Jul 2020 0 $0 0.00% ABS-MBS
787 COOF 9386965000 000000000 Jul 2020 0 $0 0.00% ABS-MBS
788 COOF 7724905009 000000000 Jul 2020 0 $0 0.00% ABS-MBS
789 COOF 9455255004 000000000 Jul 2020 0 $0 0.00% ABS-MBS
790 COOF 9404805003 000000000 Jul 2020 0 $0 0.00% ABS-MBS
791 COOF 9504315006 000000000 Jul 2020 0 $0 0.00% ABS-MBS
792 COOF 7751045006 000000000 Jul 2020 0 $0 0.00% ABS-MBS
793 COOF 9465995007 000000000 Jul 2020 0 $0 0.00% ABS-MBS
794 COOF 6365205003 000000000 Jul 2020 0 $0 0.00% ABS-MBS
795 COOF 9569665007 000000000 Jul 2020 0 $0 0.00% ABS-MBS
796 COOF 8463465003 000000000 Jul 2020 0 $0 0.00% ABS-MBS
797 COOF 7548595001 000000000 Jul 2020 0 $0 0.00% ABS-MBS
798 COOF 7939485000 000000000 Jul 2020 0 $0 0.00% ABS-MBS
799 COOF 9119685005 000000000 Jul 2020 0 $0 0.00% ABS-MBS
800 COOF 7981585010 000000000 Jul 2020 0 $0 0.00% ABS-MBS
801 COOF 9486315001 000000000 Jul 2020 0 $0 0.00% ABS-MBS
802 COOF 8178415000 000000000 Jul 2020 0 $0 0.00% ABS-MBS
803 COOF 9568385004 000000000 Jul 2020 0 $0 0.00% ABS-MBS
804 WOW AIR EHF 000000000 Jul 2020 19,800 $0 0.00% DBT
805 COOF 8292025005 000000000 Jul 2020 0 $0 0.00% ABS-MBS
806 COOF 9268525007 000000000 Jul 2020 0 $0 0.00% ABS-MBS
807 COOF 9529275003 000000000 Jul 2020 0 $0 0.00% ABS-MBS
808 COOF 9544325003 000000000 Jul 2020 0 $0 0.00% ABS-MBS
809 COOF 8119985007 000000000 Jul 2020 0 $0 0.00% ABS-MBS
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