Putnam Ultra Short Duration Income Fund
Putnam Funds Trust
+610
New
610
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | ENERGY TRANSFER LP | N/A | Apr 2022 | 138,250,000 | $138.2M | 1.02% | STIV |
| 2 | MITSUBISHI UFJ FINANCIAL GROUP INC | 606822AZ7 | Apr 2022 | 99,217,000 | $99.7M | 0.74% | DBT |
| 3 | AVIATION CAPITAL GROUP LLC | N/A | Apr 2022 | 96,000,000 | $96.0M | 0.71% | STIV |
| 4 | CITIGROUP INC | 172967MA6 | Apr 2022 | 89,440,000 | $89.7M | 0.66% | DBT |
| 5 | SECURED FORWARD-BACKED NOTE 2021-05 | 81374JAB2 | Apr 2022 | 82,500,000 | $82.3M | 0.61% | DBT |
| 6 | VERIZON COMMUNICATIONS INC | 92343VEP5 | Apr 2022 | 80,834,000 | $81.7M | 0.60% | DBT |
| 7 | AUTONATION INC | N/A | Apr 2022 | 76,500,000 | $76.5M | 0.57% | STIV |
| 8 | NORDEA BANK ABP | 65557FAD8 | Apr 2022 | 75,281,000 | $75.8M | 0.56% | DBT |
| 9 | BNP PARIBAS | N/A | Apr 2022 | 75,000,000 | $75.0M | 0.55% | RA |
| 10 | MASSMUTUAL GLOBAL FUNDING II | 57629WDC1 | Apr 2022 | 74,780,000 | $74.6M | 0.55% | DBT |
| 11 | BANK OF NOVA SCOTIA/THE | 0641593W4 | Apr 2022 | 74,000,000 | $73.7M | 0.55% | DBT |
| 12 | MORGAN STANLEY | 6174824M3 | Apr 2022 | 72,216,000 | $73.2M | 0.54% | DBT |
| 13 | HEALTHPEAK PROPERTIES INC | N/A | Apr 2022 | 72,485,000 | $72.5M | 0.54% | STIV |
| 14 | CREDIT SUISSE GROUP AG | 225401AH1 | Apr 2022 | 71,642,000 | $72.0M | 0.53% | DBT |
| 15 | BANK OF AMERICA CORP | 06051GJX8 | Apr 2022 | 71,000,000 | $70.6M | 0.52% | DBT |
| 16 | NATIONAL AUSTRALIA BANK LTD | 6325C0EA5 | Apr 2022 | 70,891,000 | $70.6M | 0.52% | DBT |
| 17 | NEXTERA ENERGY CAPITAL HOLDINGS INC | 65339KBT6 | Apr 2022 | 70,700,000 | $70.5M | 0.52% | DBT |
| 18 | BPCE SA | 05583JAD4 | Apr 2022 | 69,767,000 | $70.3M | 0.52% | DBT |
| 19 | BANK OF NEW YORK MELLON CORP/THE | 06406RBE6 | Apr 2022 | 70,069,000 | $70.1M | 0.52% | DBT |
| 20 | AIR LEASE CORP | 00914AAN2 | Apr 2022 | 70,000,000 | $69.9M | 0.52% | DBT |
| 21 | BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 06675FAW7 | Apr 2022 | 70,375,000 | $69.3M | 0.51% | DBT |
| 22 | AMERICAN HONDA FINANCE CORP | 02665WDG3 | Apr 2022 | 69,262,000 | $69.3M | 0.51% | DBT |
| 23 | WELLS FARGO AND CO | 949746SJ1 | Apr 2022 | 68,635,000 | $68.9M | 0.51% | DBT |
| 24 | INTESA SANPAOLO SPA | 46115HAZ0 | Apr 2022 | 68,416,000 | $68.5M | 0.51% | DBT |
| 25 | ING GROEP NV | 456837AL7 | Apr 2022 | 67,884,000 | $68.5M | 0.51% | DBT |
| 26 | COMMONWEALTH BANK OF AUSTRALIA | 2027A0KJ7 | Apr 2022 | 65,581,000 | $65.8M | 0.49% | DBT |
| 27 | CREDIT AGRICOLE SA/LONDON | 22535WAF4 | Apr 2022 | 65,372,000 | $65.7M | 0.49% | DBT |
| 28 | GOLDMAN SACHS GROUP INC/THE | 38141GXW9 | Apr 2022 | 65,854,000 | $65.3M | 0.48% | DBT |
| 29 | L3HARRIS TECHNOLOGIES INC | 502431AG4 | Apr 2022 | 64,900,000 | $65.1M | 0.48% | DBT |
| 30 | CIGNA CORP | 125523AC4 | Apr 2022 | 64,462,000 | $64.8M | 0.48% | DBT |
| 31 | RABOBANK NEDERLAND NV NY | 21688AAR3 | Apr 2022 | 64,725,000 | $64.6M | 0.48% | DBT |
| 32 | RABOBANK NEDERLAND NV NY | 21688AAT9 | Apr 2022 | 63,599,000 | $63.3M | 0.47% | DBT |
| 33 | BANK OF AMERICA CORP | 06051GHE2 | Apr 2022 | 62,949,000 | $63.0M | 0.47% | DBT |
| 34 | CANADIAN IMPERIAL BANK OF COMMERCE | 13607GKW3 | Apr 2022 | 62,781,000 | $62.9M | 0.47% | DBT |
| 35 | MORGAN STANLEY | 61744YAG3 | Apr 2022 | 62,439,000 | $62.8M | 0.46% | DBT |
| 36 | MACQUARIE GROUP LTD | 55608JAJ7 | Apr 2022 | 62,295,000 | $62.4M | 0.46% | DBT |
| 37 | NEXTERA ENERGY CAPITAL HOLDINGS INC | 65339KBX7 | Apr 2022 | 61,776,000 | $61.4M | 0.45% | DBT |
| 38 | JPMORGAN CHASE AND CO | 46647PAQ9 | Apr 2022 | 60,212,000 | $60.3M | 0.45% | DBT |
| 39 | CHARLES SCHWAB CORP/THE | 808513BM6 | Apr 2022 | 60,160,000 | $60.0M | 0.44% | DBT |
| 40 | GOLDEN CREDIT CARD TRUST | 380881ED0 | Apr 2022 | 59,680,000 | $59.7M | 0.44% | ABS-MBS |
| 41 | THERMO FISHER SCIENTIFIC INC | N/A | Apr 2022 | 58,500,000 | $58.4M | 0.43% | STIV |
| 42 | BANCO SANTANDER SA | 05964HAH8 | Apr 2022 | 58,074,000 | $58.4M | 0.43% | DBT |
| 43 | SKANDINAVISKA ENSKILDA BANKEN AB | 83051GAP3 | Apr 2022 | 57,957,000 | $57.8M | 0.43% | DBT |
| 44 | NATWEST GROUP PLC | 780097BF7 | Apr 2022 | 57,732,000 | $57.7M | 0.43% | DBT |
| 45 | TORONTO-DOMINION BANK/THE | 89114QCF3 | Apr 2022 | 57,295,000 | $57.3M | 0.42% | DBT |
| 46 | NEW YORK LIFE GLOBAL FUNDING | 64952WDM2 | Apr 2022 | 56,750,000 | $56.7M | 0.42% | DBT |
| 47 | NATWEST GROUP PLC | 780097BE0 | Apr 2022 | 56,615,000 | $56.6M | 0.42% | DBT |
| 48 | SOUTHERN CO/THE | 842587DK0 | Apr 2022 | 56,269,000 | $56.1M | 0.41% | DBT |
| 49 | TOYOTA MOTOR CREDIT CORP | 89236THV0 | Apr 2022 | 55,600,000 | $55.4M | 0.41% | DBT |
| 50 | TRUIST BANK | 89788JAD1 | Apr 2022 | 55,450,000 | $55.0M | 0.41% | DBT |
| 51 | NATWEST GROUP PLC | 780097BH3 | Apr 2022 | 54,317,000 | $54.6M | 0.40% | DBT |
| 52 | KEYBANK NA/CLEVELAND OH | 49327M3B8 | Apr 2022 | 54,980,000 | $54.6M | 0.40% | DBT |
| 53 | CAPITAL ONE FINANCIAL CORP | 14040HBV6 | Apr 2022 | 54,407,000 | $54.4M | 0.40% | DBT |
| 54 | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | 00774MBA2 | Apr 2022 | 54,354,000 | $53.9M | 0.40% | DBT |
| 55 | CROWN CASTLE INTERNATIONAL CORP | N/A | Apr 2022 | 53,150,000 | $53.1M | 0.39% | STIV |
| 56 | JPMORGAN CHASE AND CO | 46625HRW2 | Apr 2022 | 52,951,000 | $53.1M | 0.39% | DBT |
| 57 | KEYBANK NA/CLEVELAND OH | 49327M3A0 | Apr 2022 | 53,877,000 | $52.9M | 0.39% | DBT |
| 58 | DISCOVER FINANCIAL SERVICES | 254709AJ7 | Apr 2022 | 52,153,000 | $52.7M | 0.39% | DBT |
| 59 | MIZUHO FINANCIAL GROUP INC | 60687YAN9 | Apr 2022 | 52,440,000 | $52.5M | 0.39% | DBT |
| 60 | MACQUARIE GROUP LTD | 55608JAM0 | Apr 2022 | 51,346,000 | $51.6M | 0.38% | DBT |
| 61 | DNB BANK ASA | 25601B2C8 | Apr 2022 | 51,541,000 | $51.6M | 0.38% | DBT |
| 62 | SUMITOMO MITSUI TRUST BANK LTD | 86563VAX7 | Apr 2022 | 51,242,000 | $50.9M | 0.38% | DBT |
| 63 | STATION PLACE SECURITIZATION TRUST | 85772DAA6 | Apr 2022 | 50,695,000 | $50.7M | 0.38% | ABS-CBDO |
| 64 | STATION PLACE SECURITIZATION TRUST SERIES 2021-10 | 857707AA1 | Apr 2022 | 50,432,000 | $50.4M | 0.37% | ABS-CBDO |
| 65 | UBS GROUP AG | 90352JAD5 | Apr 2022 | 50,313,000 | $50.4M | 0.37% | DBT |
| 66 | ONEOK PARTNERS LP | 68268NAJ2 | Apr 2022 | 49,821,000 | $49.9M | 0.37% | DBT |
| 67 | LLOYDS BANKING GROUP PLC | 53944YAN3 | Apr 2022 | 51,410,000 | $49.9M | 0.37% | DBT |
| 68 | STATION PLACE SECURITIZATION TRUST SERIES 2022-2 | 85772FAA1 | Apr 2022 | 49,752,000 | $49.8M | 0.37% | ABS-CBDO |
| 69 | ARROW ELECTRONICS INC | N/A | Apr 2022 | 49,450,000 | $49.4M | 0.37% | STIV |
| 70 | BARCLAYS PLC | 06738EBC8 | Apr 2022 | 48,288,000 | $48.6M | 0.36% | DBT |
| 71 | PLAINS MIDSTREAM CANADA ULC | N/A | Apr 2022 | 48,500,000 | $48.5M | 0.36% | STIV |
| 72 | NATIONAL BANK OF CANADA | 63307A2L8 | Apr 2022 | 48,000,000 | $47.8M | 0.35% | DBT |
| 73 | NEW YORK LIFE GLOBAL FUNDING | 64952WCR2 | Apr 2022 | 47,550,000 | $47.5M | 0.35% | DBT |
| 74 | US BANK NA/CINCINNATI OH | 90331HPG2 | Apr 2022 | 47,500,000 | $47.5M | 0.35% | DBT |
| 75 | TOYOTA MOTOR CREDIT CORP | 89236TJP1 | Apr 2022 | 47,610,000 | $47.4M | 0.35% | DBT |
| 76 | MASSMUTUAL GLOBAL FUNDING II | 57629WDH0 | Apr 2022 | 47,226,000 | $47.3M | 0.35% | DBT |
| 77 | CANADIAN IMPERIAL BANK OF COMMERCE | 13607HVD1 | Apr 2022 | 47,455,000 | $47.3M | 0.35% | DBT |
| 78 | UBS AG/LONDON | 902674YC8 | Apr 2022 | 47,500,000 | $47.2M | 0.35% | DBT |
| 79 | SVENSKA HANDELSBANKEN/NEW YORK NY | 86959RXR6 | Apr 2022 | 47,000,000 | $47.0M | 0.35% | STIV |
| 80 | CAPITAL ONE FINANCIAL CORP | 14040HCL7 | Apr 2022 | 47,215,000 | $47.0M | 0.35% | DBT |
| 81 | WESTPAC BANKING CORP | 9612C4T76 | Apr 2022 | 46,850,000 | $46.9M | 0.35% | STIV |
| 82 | PACIFIC LIFE GLOBAL FUNDING II | 6944PL2F5 | Apr 2022 | 47,055,000 | $46.9M | 0.35% | DBT |
| 83 | DNB BANK ASA | 23329PAD2 | Apr 2022 | 46,725,000 | $46.8M | 0.35% | DBT |
| 84 | JACKSON NATIONAL LIFE GLOBAL FUNDING | 46849LTN1 | Apr 2022 | 46,750,000 | $46.8M | 0.35% | DBT |
| 85 | HSBC USA INC | 40434WEM9 | Apr 2022 | 46,750,000 | $46.7M | 0.35% | STIV |
| 86 | ARROW ELECTRONICS INC | N/A | Apr 2022 | 46,750,000 | $46.7M | 0.35% | STIV |
| 87 | MRA ISSUANCE TRUST 2021-8 | 55350J108 | Apr 2022 | 46,725,000 | $46.7M | 0.35% | ABS-CBDO |
| 88 | BANK OF MONTREAL | 06368FAF6 | Apr 2022 | 46,935,000 | $46.7M | 0.35% | DBT |
| 89 | THERMO FISHER SCIENTIFIC INC | 883556CN0 | Apr 2022 | 46,751,000 | $46.7M | 0.35% | DBT |
| 90 | UBS GROUP AG | 90352JAE3 | Apr 2022 | 46,684,000 | $46.6M | 0.34% | DBT |
| 91 | PLAINS MIDSTREAM CANADA ULC | N/A | Apr 2022 | 46,500,000 | $46.5M | 0.34% | STIV |
| 92 | DANAHER CORP | N/A | Apr 2022 | 46,500,000 | $46.5M | 0.34% | STIV |
| 93 | PACIFIC LIFE GLOBAL FUNDING II | 6944PL2K4 | Apr 2022 | 46,685,000 | $46.4M | 0.34% | DBT |
| 94 | BANK OF NOVA SCOTIA/THE | 0641596F8 | Apr 2022 | 46,700,000 | $46.4M | 0.34% | DBT |
| 95 | ATHENE GLOBAL FUNDING | 04685A3H2 | Apr 2022 | 46,845,000 | $46.2M | 0.34% | DBT |
| 96 | FMC CORP | N/A | Apr 2022 | 46,000,000 | $46.0M | 0.34% | STIV |
| 97 | GLENCORE FUNDING LLC | N/A | Apr 2022 | 46,000,000 | $46.0M | 0.34% | STIV |
| 98 | SUMITOMO MITSUI TRUST BANK LTD | 86563VAQ2 | Apr 2022 | 47,459,000 | $46.0M | 0.34% | DBT |
| 99 | MRA ISSUANCE TRUST 2020-2 | 55346HAB5 | Apr 2022 | 45,609,000 | $45.6M | 0.34% | ABS-CBDO |
| 100 | ROYAL BANK OF CANADA | 78016EZY6 | Apr 2022 | 45,925,000 | $45.4M | 0.34% | DBT |
| 101 | SANTANDER UK GROUP HOLDINGS PLC | 80281LAH8 | Apr 2022 | 45,069,000 | $45.0M | 0.33% | DBT |
| 102 | AMCOR FLEXIBLES NORTH AMERICA INC | N/A | Apr 2022 | 45,000,000 | $45.0M | 0.33% | STIV |
| 103 | CONAGRA BRANDS INC | N/A | Apr 2022 | 44,175,000 | $44.2M | 0.33% | STIV |
| 104 | LLOYDS BANKING GROUP PLC | 53944YAM5 | Apr 2022 | 44,200,000 | $44.1M | 0.33% | DBT |
| 105 | FIDELITY NATIONAL INFORMATION SERVICES INC | N/A | Apr 2022 | 44,100,000 | $44.1M | 0.33% | STIV |
| 106 | PPL CAPITAL FUNDING INC | N/A | Apr 2022 | 43,925,000 | $43.9M | 0.32% | STIV |
| 107 | WESTPAC BANKING CORP | 961214EV1 | Apr 2022 | 43,562,000 | $43.2M | 0.32% | DBT |
| 108 | AT AND T INC | 00206RMH2 | Apr 2022 | 43,033,000 | $43.0M | 0.32% | DBT |
| 109 | FORTUNE BRANDS HOME AND SECURITY INC | N/A | Apr 2022 | 43,000,000 | $43.0M | 0.32% | STIV |
| 110 | FIDELITY NATIONAL INFORMATION SERVICES INC | N/A | Apr 2022 | 43,000,000 | $43.0M | 0.32% | STIV |
| 111 | ROYAL BANK OF CANADA | 78015K7E8 | Apr 2022 | 42,500,000 | $42.5M | 0.31% | DBT |
| 112 | CHEVRON USA INC | 166756AK2 | Apr 2022 | 42,293,000 | $42.2M | 0.31% | DBT |
| 113 | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV | 82620KBB8 | Apr 2022 | 42,200,000 | $42.2M | 0.31% | DBT |
| 114 | AMERICAN EXPRESS CO | 025816CU1 | Apr 2022 | 42,046,000 | $42.0M | 0.31% | DBT |
| 115 | TORONTO-DOMINION BANK/THE | 89114Q3J5 | Apr 2022 | 42,000,000 | $42.0M | 0.31% | DBT |
| 116 | FEDERATION DES CAISSES DESJARDINS DU QUEBEC | 31429KAF0 | Apr 2022 | 41,990,000 | $41.7M | 0.31% | DBT |
| 117 | DISCOVER BANK | 25466AAK7 | Apr 2022 | 41,041,000 | $41.3M | 0.31% | DBT |
| 118 | GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-3 | 362569AC9 | Apr 2022 | 41,072,431 | $40.9M | 0.30% | ABS-MBS |
| 119 | FORTUNE BRANDS HOME AND SECURITY INC | N/A | Apr 2022 | 40,000,000 | $40.0M | 0.30% | STIV |
| 120 | FISERV INC | N/A | Apr 2022 | 40,000,000 | $40.0M | 0.30% | STIV |
| 121 | DISCOVER CARD EXECUTION NOTE TRUST | 254683CM5 | Apr 2022 | 39,873,000 | $39.9M | 0.30% | ABS-MBS |
| 122 | CITIGROUP INC | 172967MW8 | Apr 2022 | 39,605,000 | $39.1M | 0.29% | DBT |
| 123 | TRUIST BANK | 89788JAC3 | Apr 2022 | 38,890,000 | $39.0M | 0.29% | DBT |
| 124 | SYNCHRONY FINANCIAL | 87165BAQ6 | Apr 2022 | 38,670,000 | $38.7M | 0.29% | DBT |
| 125 | BANK OF MONTREAL | 06368FAH2 | Apr 2022 | 37,475,000 | $37.5M | 0.28% | DBT |
| 126 | ARES CAPITAL CORP | 04010LAU7 | Apr 2022 | 37,474,000 | $37.5M | 0.28% | DBT |
| 127 | NATIONAL GRID NORTH AMERICA INC | N/A | Apr 2022 | 37,500,000 | $37.5M | 0.28% | STIV |
| 128 | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC | 233853AA8 | Apr 2022 | 37,423,000 | $37.4M | 0.28% | DBT |
| 129 | ROYAL BANK OF CANADA | 78016EZV2 | Apr 2022 | 37,500,000 | $37.3M | 0.28% | DBT |
| 130 | BANK OF MONTREAL | 06367WYQ0 | Apr 2022 | 37,695,000 | $37.3M | 0.28% | DBT |
| 131 | AMERICAN EXPRESS CO | 025816CJ6 | Apr 2022 | 37,415,000 | $37.1M | 0.27% | DBT |
| 132 | BMW US CAPITAL LLC | 05565EBV6 | Apr 2022 | 37,400,000 | $37.1M | 0.27% | DBT |
| 133 | MIZUHO FINANCIAL GROUP INC | 60687YBG3 | Apr 2022 | 36,970,000 | $37.1M | 0.27% | DBT |
| 134 | CANADIAN IMPERIAL BANK OF COMMERCE | 13607HYE6 | Apr 2022 | 37,396,000 | $37.0M | 0.27% | DBT |
| 135 | AIG GLOBAL FUNDING | 00138MAA4 | Apr 2022 | 37,000,000 | $36.8M | 0.27% | DBT |
| 136 | GOLDMAN SACHS GROUP INC/THE | 38141GYF5 | Apr 2022 | 37,185,000 | $36.8M | 0.27% | DBT |
| 137 | NATIONAL AUSTRALIA BANK LTD | 63254WAA8 | Apr 2022 | 36,650,000 | $36.7M | 0.27% | DBT |
| 138 | SUMITOMO MITSUI FINANCIAL GROUP INC | 86562MAU4 | Apr 2022 | 36,373,000 | $36.5M | 0.27% | DBT |
| 139 | ASTRAZENECA PLC | 046353AS7 | Apr 2022 | 36,320,000 | $36.5M | 0.27% | DBT |
| 140 | TORONTO-DOMINION BANK/THE | 89114TZF2 | Apr 2022 | 36,820,000 | $36.5M | 0.27% | DBT |
| 141 | MIZUHO FINANCIAL GROUP INC | 60687YBC2 | Apr 2022 | 36,473,000 | $36.4M | 0.27% | DBT |
| 142 | NATIONAL BANK OF CANADA | 63307A2Q7 | Apr 2022 | 36,500,000 | $36.2M | 0.27% | DBT |
| 143 | BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 06675FAS6 | Apr 2022 | 36,233,000 | $36.2M | 0.27% | DBT |
| 144 | BANK OF AMERICA CORP | 06051GHC6 | Apr 2022 | 36,246,000 | $36.2M | 0.27% | DBT |
| 145 | AT AND T INC | 00206RGD8 | Apr 2022 | 35,711,000 | $36.2M | 0.27% | DBT |
| 146 | 1SHARPE MORTGAGE TRUST 2020-1 | 68257LAA8 | Apr 2022 | 36,188,000 | $36.1M | 0.27% | ABS-CBDO |
| 147 | MELLO WAREHOUSE SECURITIZATION TRUST 2018-1 | 58552NAA7 | Apr 2022 | 35,465,000 | $35.5M | 0.26% | ABS-CBDO |
| 148 | GOLDMAN SACHS GROUP INC/THE | 38141GWU4 | Apr 2022 | 35,149,000 | $35.1M | 0.26% | DBT |
| 149 | NATIONAL GRID NORTH AMERICA INC | N/A | Apr 2022 | 35,000,000 | $35.0M | 0.26% | STIV |
| 150 | MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2021-1 | 61916TAA9 | Apr 2022 | 33,981,000 | $33.9M | 0.25% | ABS-MBS |
| 151 | JACKSON NATIONAL LIFE GLOBAL FUNDING | 46849LSX0 | Apr 2022 | 33,784,000 | $33.8M | 0.25% | DBT |
| 152 | BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 06675FAV9 | Apr 2022 | 35,500,000 | $33.8M | 0.25% | DBT |
| 153 | CREDIT SUISSE AG/NEW YORK NY | 22550UAB7 | Apr 2022 | 33,500,000 | $33.3M | 0.25% | DBT |
| 154 | CARVANA AUTO RECEIVABLES TRUST 2021-P4 | 14687KAC0 | Apr 2022 | 34,305,000 | $33.1M | 0.24% | ABS-MBS |
| 155 | SUMITOMO MITSUI FINANCIAL GROUP INC | 86562MBE9 | Apr 2022 | 32,710,000 | $32.8M | 0.24% | DBT |
| 156 | ROCHE HOLDINGS INC | 771196BZ4 | Apr 2022 | 32,790,000 | $32.8M | 0.24% | DBT |
| 157 | TOYOTA MOTOR CREDIT CORP | 89236TJE6 | Apr 2022 | 32,700,000 | $32.6M | 0.24% | DBT |
| 158 | THERMO FISHER SCIENTIFIC INC | 883556CR1 | Apr 2022 | 32,726,000 | $32.6M | 0.24% | DBT |
| 159 | DEUTSCHE BANK AG/NEW YORK NY | 251526CL1 | Apr 2022 | 32,732,000 | $32.5M | 0.24% | DBT |
| 160 | BANK OF NEW YORK MELLON CORP/THE | 06406RAY3 | Apr 2022 | 32,723,000 | $32.4M | 0.24% | DBT |
| 161 | ATHENE GLOBAL FUNDING | 04685A3B5 | Apr 2022 | 32,630,000 | $32.1M | 0.24% | DBT |
| 162 | INTESA SANPAOLO SPA | 46115HBC0 | Apr 2022 | 31,947,000 | $31.9M | 0.24% | DBT |
| 163 | CREDIT SUISSE GROUP FUNDING GUERNSEY LTD | 225433AH4 | Apr 2022 | 31,294,000 | $31.5M | 0.23% | DBT |
| 164 | GENERAL MOTORS FINANCIAL CO INC | N/A | Apr 2022 | 31,250,000 | $31.2M | 0.23% | STIV |
| 165 | FIRST-CITIZENS BANK AND TRUST CO | 125581HA9 | Apr 2022 | 30,599,000 | $30.8M | 0.23% | DBT |
| 166 | BPCE SA | 05583JAB8 | Apr 2022 | 30,663,000 | $30.7M | 0.23% | DBT |
| 167 | CITIGROUP INC | 172967KX8 | Apr 2022 | 30,501,000 | $30.6M | 0.23% | DBT |
| 168 | NEWREZ WAREHOUSE SECURITIZATION TRUST 2021-1 | 65246PAA9 | Apr 2022 | 30,497,000 | $30.2M | 0.22% | ABS-CBDO |
| 169 | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A | 34528QHK3 | Apr 2022 | 31,000,000 | $30.0M | 0.22% | ABS-MBS |
| 170 | HEALTHPEAK PROPERTIES INC | N/A | Apr 2022 | 30,000,000 | $30.0M | 0.22% | STIV |
| 171 | SECURED FORWARD-BACKED NOTE 2021-05 | 81374JAC0 | Apr 2022 | 30,000,000 | $29.9M | 0.22% | DBT |
| 172 | ALBEMARLE CORP | N/A | Apr 2022 | 29,700,000 | $29.7M | 0.22% | STIV |
| 173 | DUKE ENERGY CAROLINAS LLC | 26442CAV6 | Apr 2022 | 28,893,000 | $29.2M | 0.22% | DBT |
| 174 | JPMORGAN CHASE AND CO | 46647PAW6 | Apr 2022 | 28,880,000 | $29.0M | 0.21% | DBT |
| 175 | ENBRIDGE US INC | N/A | Apr 2022 | 29,000,000 | $29.0M | 0.21% | STIV |
| 176 | AMCOR FINANCE USA INC | N/A | Apr 2022 | 28,900,000 | $28.9M | 0.21% | STIV |
| 177 | MAGALLANES INC | 55903VAA1 | Apr 2022 | 28,410,000 | $28.7M | 0.21% | DBT |
| 178 | MELLO WAREHOUSE SECURITIZATION TRUST 2021-1 | 58550LAA3 | Apr 2022 | 28,574,000 | $28.6M | 0.21% | ABS-CBDO |
| 179 | AVIATION CAPITAL GROUP LLC | N/A | Apr 2022 | 28,250,000 | $28.2M | 0.21% | STIV |
| 180 | CHEVRON USA INC | 166756AG1 | Apr 2022 | 28,196,000 | $28.2M | 0.21% | DBT |
| 181 | SWEDBANK AB | 87020PAR8 | Apr 2022 | 28,103,000 | $28.1M | 0.21% | DBT |
| 182 | PUBLIC STORAGE | 74460WAB3 | Apr 2022 | 28,100,000 | $28.0M | 0.21% | DBT |
| 183 | GA GLOBAL FUNDING TRUST | 36143L2K0 | Apr 2022 | 28,086,000 | $28.0M | 0.21% | DBT |
| 184 | HONEYWELL INTERNATIONAL INC | 438516BV7 | Apr 2022 | 28,000,000 | $28.0M | 0.21% | DBT |
| 185 | FORTUNE BRANDS HOME AND SECURITY INC | N/A | Apr 2022 | 28,000,000 | $28.0M | 0.21% | STIV |
| 186 | DOMINION ENERGY INC | N/A | Apr 2022 | 28,000,000 | $28.0M | 0.21% | STIV |
| 187 | ALBEMARLE CORP | N/A | Apr 2022 | 28,000,000 | $28.0M | 0.21% | STIV |
| 188 | ALBEMARLE CORP | N/A | Apr 2022 | 28,000,000 | $28.0M | 0.21% | STIV |
| 189 | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC | 233853AC4 | Apr 2022 | 28,067,000 | $28.0M | 0.21% | DBT |
| 190 | WELLTOWER INC | N/A | Apr 2022 | 28,000,000 | $28.0M | 0.21% | STIV |
| 191 | NATIONAL GRID NORTH AMERICA INC | N/A | Apr 2022 | 28,000,000 | $28.0M | 0.21% | STIV |
| 192 | SIMON PROPERTY GROUP LP | 828807DR5 | Apr 2022 | 28,054,000 | $28.0M | 0.21% | DBT |
| 193 | TRANSCANADA PIPELINES LTD | N/A | Apr 2022 | 28,000,000 | $28.0M | 0.21% | STIV |
| 194 | KEURIG DR PEPPER INC | 49271VAL4 | Apr 2022 | 29,313,000 | $28.0M | 0.21% | DBT |
| 195 | BANK OF MONTREAL | 06368EJS2 | Apr 2022 | 28,038,000 | $28.0M | 0.21% | DBT |
| 196 | PRINCIPAL LIFE GLOBAL FUNDING II | 74256LEM7 | Apr 2022 | 28,000,000 | $27.9M | 0.21% | DBT |
| 197 | ANZ NEW ZEALAND INT'L LTD/LONDON | 00182EBQ1 | Apr 2022 | 28,032,000 | $27.9M | 0.21% | DBT |
| 198 | ROYAL BANK OF CANADA | 78015K7K4 | Apr 2022 | 27,919,000 | $27.9M | 0.21% | DBT |
| 199 | MASSMUTUAL GLOBAL FUNDING II | 57629WDF4 | Apr 2022 | 28,116,000 | $27.9M | 0.21% | DBT |
| 200 | NORTHWESTERN MUTUAL GLOBAL FUNDING | 66815L2C2 | Apr 2022 | 27,995,000 | $27.8M | 0.21% | DBT |
| 201 | ROYAL BANK OF CANADA | 78015K7F5 | Apr 2022 | 27,800,000 | $27.8M | 0.21% | DBT |
| 202 | HSBC USA INC | N/A | Apr 2022 | 28,250,000 | $27.8M | 0.21% | STIV |
| 203 | INTERCONTINENTAL EXCHANGE INC | N/A | Apr 2022 | 27,613,000 | $27.6M | 0.20% | STIV |
| 204 | RABOBANK NEDERLAND | 74977RDD3 | Apr 2022 | 27,341,000 | $27.5M | 0.20% | DBT |
| 205 | EVERGY MISSOURI WEST INC | N/A | Apr 2022 | 27,500,000 | $27.5M | 0.20% | STIV |
| 206 | INTERNATIONAL FLAVORS AND FRAGRANCES INC | N/A | Apr 2022 | 27,500,000 | $27.5M | 0.20% | STIV |
| 207 | PACIFIC LIFE GLOBAL FUNDING II | 6944PL2C2 | Apr 2022 | 28,215,000 | $27.3M | 0.20% | DBT |
| 208 | KEYBANK NA/CLEVELAND OH | 49327M3D4 | Apr 2022 | 27,540,000 | $27.3M | 0.20% | DBT |
| 209 | ALBEMARLE CORP | N/A | Apr 2022 | 27,250,000 | $27.2M | 0.20% | STIV |
| 210 | BANCO BILBAO VIZCAYA ARGENTARIA SA | 05946KAH4 | Apr 2022 | 28,200,000 | $27.2M | 0.20% | DBT |
| 211 | NEW YORK LIFE GLOBAL FUNDING | 64952WDZ3 | Apr 2022 | 27,255,000 | $27.2M | 0.20% | DBT |
| 212 | METROPOLITAN LIFE GLOBAL FUNDING I | 59217GGW3 | Apr 2022 | 27,300,000 | $27.1M | 0.20% | DBT |
| 213 | BANCO SANTANDER SA | 05964HAD7 | Apr 2022 | 26,200,000 | $26.3M | 0.19% | DBT |
| 214 | GMF FLOORPLAN OWNER REVOLVING TRUST | 361886CH5 | Apr 2022 | 26,500,000 | $25.7M | 0.19% | ABS-MBS |
| 215 | BANK OF NOVA SCOTIA/THE | 0641593Y0 | Apr 2022 | 25,700,000 | $25.6M | 0.19% | DBT |
| 216 | ARROW ELECTRONICS INC | N/A | Apr 2022 | 25,250,000 | $25.2M | 0.19% | STIV |
| 217 | AT AND T INC | N/A | Apr 2022 | 25,300,000 | $25.2M | 0.19% | STIV |
| 218 | MOHAWK INDUSTRIES INC | N/A | Apr 2022 | 25,250,000 | $25.2M | 0.19% | STIV |
| 219 | BECTON DICKINSON AND CO | 075887BU2 | Apr 2022 | 25,112,000 | $25.1M | 0.19% | DBT |
| 220 | RBC CAPITAL MARKETS, LLC | N/A | Apr 2022 | 25,000,000 | $25.0M | 0.18% | RA |
| 221 | DEUTSCHE BANK AG/NEW YORK NY | 251526BS7 | Apr 2022 | 24,430,000 | $24.5M | 0.18% | DBT |
| 222 | BNP PARIBAS SA | 09659W2A1 | Apr 2022 | 24,365,000 | $24.4M | 0.18% | DBT |
| 223 | CAPITAL ONE BANK USA NA | 140420NB2 | Apr 2022 | 24,166,000 | $24.3M | 0.18% | DBT |
| 224 | AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD | 05252ADE8 | Apr 2022 | 24,180,000 | $24.2M | 0.18% | DBT |
| 225 | BMW US CAPITAL LLC | 05565EBN4 | Apr 2022 | 24,200,000 | $24.2M | 0.18% | DBT |
| 226 | MITSUBISHI UFJ FINANCIAL GROUP INC | 606822AQ7 | Apr 2022 | 24,138,000 | $24.2M | 0.18% | DBT |
| 227 | CELANESE US HOLDINGS LLC | 15089QAD6 | Apr 2022 | 23,775,000 | $24.1M | 0.18% | DBT |
| 228 | CROWN CASTLE INTERNATIONAL CORP | N/A | Apr 2022 | 24,000,000 | $24.0M | 0.18% | STIV |
| 229 | TOYOTA AUTO RECEIVABLES 2020-B OWNER TRUST | 89239RAC0 | Apr 2022 | 24,037,335 | $24.0M | 0.18% | ABS-MBS |
| 230 | DEUTSCHE BANK AG/NEW YORK NY | 251526BL2 | Apr 2022 | 23,876,000 | $23.9M | 0.18% | DBT |
| 231 | BPCE SA | 05578AAW8 | Apr 2022 | 24,089,000 | $23.9M | 0.18% | DBT |
| 232 | DOMINION ENERGY INC | 25746UDH9 | Apr 2022 | 23,938,000 | $23.9M | 0.18% | DBT |
| 233 | FMC CORP | N/A | Apr 2022 | 23,900,000 | $23.9M | 0.18% | STIV |
| 234 | AMERICAN ELECTRIC POWER CO INC | 025537AS0 | Apr 2022 | 23,858,000 | $23.9M | 0.18% | DBT |
| 235 | ENBRIDGE US INC | N/A | Apr 2022 | 24,250,000 | $23.9M | 0.18% | STIV |
| 236 | CREDIT SUISSE AG/NEW YORK NY | 22552G6F2 | Apr 2022 | 23,750,000 | $23.6M | 0.17% | STIV |
| 237 | ATHENE GLOBAL FUNDING | 04685A2X8 | Apr 2022 | 23,802,000 | $23.5M | 0.17% | DBT |
| 238 | TORONTO-DOMINION BANK/THE | 89114TZS4 | Apr 2022 | 23,419,000 | $23.5M | 0.17% | DBT |
| 239 | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC | 233853AK6 | Apr 2022 | 23,416,000 | $23.4M | 0.17% | DBT |
| 240 | ENBRIDGE INC | 29250NBM6 | Apr 2022 | 23,380,000 | $23.4M | 0.17% | DBT |
| 241 | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC | 233853AE0 | Apr 2022 | 23,389,000 | $23.3M | 0.17% | DBT |
| 242 | FMC CORP | N/A | Apr 2022 | 23,250,000 | $23.2M | 0.17% | STIV |
| 243 | LOUISVILLE GAS AND ELECTRIC CO | N/A | Apr 2022 | 23,250,000 | $23.2M | 0.17% | STIV |
| 244 | CROWN CASTLE INTERNATIONAL CORP | N/A | Apr 2022 | 23,250,000 | $23.2M | 0.17% | STIV |
| 245 | ABBVIE INC | 00287YBP3 | Apr 2022 | 22,961,000 | $23.0M | 0.17% | DBT |
| 246 | MET TOWER GLOBAL FUNDING | 58989V2A1 | Apr 2022 | 23,000,000 | $23.0M | 0.17% | DBT |
| 247 | HSBC USA INC | N/A | Apr 2022 | 23,250,000 | $22.9M | 0.17% | STIV |
| 248 | BANK OF NOVA SCOTIA/THE | 0641598L3 | Apr 2022 | 22,930,000 | $22.8M | 0.17% | DBT |
| 249 | SKANDINAVISKA ENSKILDA BANKEN AB | 83051GAN8 | Apr 2022 | 23,478,000 | $22.7M | 0.17% | DBT |
| 250 | NASDAQ INC | 63111XAC5 | Apr 2022 | 23,000,000 | $22.7M | 0.17% | DBT |
| 251 | MORGAN STANLEY | 6174468W2 | Apr 2022 | 23,000,000 | $22.5M | 0.17% | DBT |
| 252 | CROWN CASTLE INTERNATIONAL CORP | N/A | Apr 2022 | 22,400,000 | $22.4M | 0.17% | STIV |
| 253 | GEORGIA-PACIFIC LLC | 37331NAM3 | Apr 2022 | 23,275,000 | $22.1M | 0.16% | DBT |
| 254 | TRANSCANADA PIPELINES LTD | 89352HBB4 | Apr 2022 | 23,370,000 | $21.9M | 0.16% | DBT |
| 255 | VW CREDIT INC | N/A | Apr 2022 | 21,683,000 | $21.7M | 0.16% | STIV |
| 256 | MISSISSIPPI POWER CO | 605417CC6 | Apr 2022 | 21,857,000 | $21.6M | 0.16% | DBT |
| 257 | WEC ENERGY GROUP INC | N/A | Apr 2022 | 21,500,000 | $21.5M | 0.16% | STIV |
| 258 | SANTANDER HOLDINGS USA INC | 80282KAS5 | Apr 2022 | 21,353,000 | $21.4M | 0.16% | DBT |
| 259 | NISSAN AUTO RECEIVABLES 2020-B OWNER TRUST | 65479CAD0 | Apr 2022 | 21,504,336 | $21.4M | 0.16% | ABS-MBS |
| 260 | REALTY INCOME CORP | N/A | Apr 2022 | 20,725,000 | $20.7M | 0.15% | STIV |
| 261 | SUMITOMO MITSUI FINANCIAL GROUP INC | 86562MAW0 | Apr 2022 | 20,603,000 | $20.6M | 0.15% | DBT |
| 262 | CANADIAN IMPERIAL BANK OF COMMERCE | 13607RAE0 | Apr 2022 | 20,445,000 | $20.5M | 0.15% | DBT |
| 263 | GSK CONSUMER HEALTHCARE CAPITAL US LLC | 36264GAB5 | Apr 2022 | 20,497,000 | $20.5M | 0.15% | DBT |
| 264 | AMERICAN TOWER CORP | 03027XBH2 | Apr 2022 | 21,400,000 | $20.5M | 0.15% | DBT |
| 265 | AMERICAN EXPRESS CO | 025816BX6 | Apr 2022 | 20,359,000 | $20.4M | 0.15% | DBT |
| 266 | GILEAD SCIENCES INC | 375558BW2 | Apr 2022 | 21,000,000 | $20.3M | 0.15% | DBT |
| 267 | FORD CREDIT AUTO OWNER TRUST 2020-A | 34528GAK2 | Apr 2022 | 20,222,283 | $20.1M | 0.15% | ABS-MBS |
| 268 | SKANDINAVISKA ENSKILDA BANKEN AB | 83051GAL2 | Apr 2022 | 20,000,000 | $20.1M | 0.15% | DBT |
| 269 | COLT 2021-HX1 MORTGAGE LOAN TRUST | 19688KAA2 | Apr 2022 | 21,776,029 | $19.8M | 0.15% | ABS-CBDO |
| 270 | METROPOLITAN LIFE GLOBAL FUNDING I | 59217GEQ8 | Apr 2022 | 19,850,000 | $19.7M | 0.15% | DBT |
| 271 | MACQUARIE BANK LTD | 55608PBK9 | Apr 2022 | 19,285,000 | $19.4M | 0.14% | DBT |
| 272 | LLOYDS BANKING GROUP PLC | 539439AP4 | Apr 2022 | 19,376,000 | $19.3M | 0.14% | DBT |
| 273 | METROPOLITAN LIFE GLOBAL FUNDING I | 59217GEX3 | Apr 2022 | 19,175,000 | $19.2M | 0.14% | DBT |
| 274 | GENERAL MOTORS FINANCIAL CO INC | 37045XDF0 | Apr 2022 | 19,350,000 | $19.2M | 0.14% | DBT |
| 275 | SWEDBANK AB | 87020PAK3 | Apr 2022 | 19,500,000 | $19.2M | 0.14% | DBT |
| 276 | GOLDMAN SACHS GROUP INC/THE | 38141GXK5 | Apr 2022 | 19,200,000 | $19.1M | 0.14% | DBT |
| 277 | AMERICAN HONDA FINANCE CORP | 02665WDP3 | Apr 2022 | 19,000,000 | $19.0M | 0.14% | DBT |
| 278 | FMC CORP | N/A | Apr 2022 | 19,000,000 | $19.0M | 0.14% | STIV |
| 279 | WELLTOWER INC | N/A | Apr 2022 | 19,000,000 | $19.0M | 0.14% | STIV |
| 280 | BARCLAYS PLC | 06738EBB0 | Apr 2022 | 18,704,000 | $18.9M | 0.14% | DBT |
| 281 | SHERWIN-WILLIAMS CO/THE | N/A | Apr 2022 | 18,750,000 | $18.7M | 0.14% | STIV |
| 282 | NUTRIEN LTD | N/A | Apr 2022 | 18,750,000 | $18.7M | 0.14% | STIV |
| 283 | NUTRIEN LTD | N/A | Apr 2022 | 18,750,000 | $18.7M | 0.14% | STIV |
| 284 | GENERAL MOTORS FINANCIAL CO INC | N/A | Apr 2022 | 18,750,000 | $18.7M | 0.14% | STIV |
| 285 | ATMOS ENERGY CORP | 049560AV7 | Apr 2022 | 18,700,000 | $18.7M | 0.14% | DBT |
| 286 | INTERNATIONAL FLAVORS AND FRAGRANCES INC | N/A | Apr 2022 | 18,750,000 | $18.7M | 0.14% | STIV |
| 287 | NEXTERA ENERGY CAPITAL HOLDINGS INC | 65339KBV1 | Apr 2022 | 18,700,000 | $18.7M | 0.14% | DBT |
| 288 | ENBRIDGE INC | 29250NBD6 | Apr 2022 | 18,620,000 | $18.6M | 0.14% | DBT |
| 289 | DUKE ENERGY CORP | 26441CBK0 | Apr 2022 | 18,629,000 | $18.6M | 0.14% | DBT |
| 290 | EVERSOURCE ENERGY | 30040WAM0 | Apr 2022 | 18,600,000 | $18.6M | 0.14% | DBT |
| 291 | REALTY INCOME CORP | N/A | Apr 2022 | 18,550,000 | $18.5M | 0.14% | STIV |
| 292 | CATERPILLAR FINANCIAL SERVICES CORP | 14913R2R7 | Apr 2022 | 18,650,000 | $18.5M | 0.14% | DBT |
| 293 | TOYOTA MOTOR CREDIT CORP | 89236THN8 | Apr 2022 | 18,500,000 | $18.5M | 0.14% | DBT |
| 294 | PRINCIPAL LIFE GLOBAL FUNDING II | 74256LER6 | Apr 2022 | 18,615,000 | $18.5M | 0.14% | DBT |
| 295 | GOLDMAN SACHS GROUP INC/THE | 38141GYQ1 | Apr 2022 | 18,700,000 | $18.4M | 0.14% | DBT |
| 296 | WHIRLPOOL CORP | 96332HCE7 | Apr 2022 | 18,328,000 | $18.4M | 0.14% | DBT |
| 297 | CREDIT SUISSE AG/NEW YORK NY | 22550UAD3 | Apr 2022 | 18,345,000 | $18.3M | 0.14% | DBT |
| 298 | HUMANA INC | N/A | Apr 2022 | 18,250,000 | $18.2M | 0.13% | STIV |
| 299 | MORGAN STANLEY | 6174468T9 | Apr 2022 | 18,500,000 | $18.2M | 0.13% | DBT |
| 300 | INTERCONTINENTAL EXCHANGE INC | N/A | Apr 2022 | 18,000,000 | $18.0M | 0.13% | STIV |
| 301 | CITIZENS BANK NA/PROVIDENCE RI | 17401QAR2 | Apr 2022 | 17,893,000 | $17.9M | 0.13% | DBT |
| 302 | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | 00772BAP6 | Apr 2022 | 17,739,000 | $17.8M | 0.13% | DBT |
| 303 | VMWARE INC | 928563AH8 | Apr 2022 | 18,765,000 | $17.6M | 0.13% | DBT |
| 304 | DOMINION ENERGY INC | 25746UBP3 | Apr 2022 | 17,410,000 | $17.4M | 0.13% | DBT |
| 305 | WESTPAC BANKING CORP | 961214EK5 | Apr 2022 | 17,300,000 | $17.3M | 0.13% | DBT |
| 306 | STATION PLACE SECURITIZATION TRUST SERIES 2021-14 | 85779JAA6 | Apr 2022 | 16,990,000 | $17.0M | 0.13% | ABS-CBDO |
| 307 | AMERICAN EXPRESS CO | 025816CR8 | Apr 2022 | 16,863,000 | $17.0M | 0.13% | DBT |
| 308 | SVENSKA HANDELSBANKEN AB | 86959LAF0 | Apr 2022 | 17,000,000 | $16.6M | 0.12% | DBT |
| 309 | HYUNDAI CAPITAL AMERICA | 44891ABQ9 | Apr 2022 | 16,583,000 | $16.5M | 0.12% | DBT |
| 310 | MITSUBISHI UFJ FINANCIAL GROUP INC | 606822AS3 | Apr 2022 | 16,300,000 | $16.3M | 0.12% | DBT |
| 311 | ALBEMARLE CORP | N/A | Apr 2022 | 16,000,000 | $16.0M | 0.12% | STIV |
| 312 | ATHENE GLOBAL FUNDING | 04685A2E0 | Apr 2022 | 15,891,000 | $15.9M | 0.12% | DBT |
| 313 | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP | 72650RBB7 | Apr 2022 | 15,893,000 | $15.8M | 0.12% | DBT |
| 314 | NUTRIEN LTD | 67077MAV0 | Apr 2022 | 15,600,000 | $15.4M | 0.11% | DBT |
| 315 | CROWN CASTLE INTERNATIONAL CORP | N/A | Apr 2022 | 15,250,000 | $15.2M | 0.11% | STIV |
| 316 | UBS GROUP AG | 90352JAB9 | Apr 2022 | 15,030,000 | $15.0M | 0.11% | DBT |
| 317 | ARROW ELECTRONICS INC | N/A | Apr 2022 | 15,000,000 | $15.0M | 0.11% | STIV |
| 318 | PPG INDUSTRIES INC | N/A | Apr 2022 | 15,000,000 | $15.0M | 0.11% | STIV |
| 319 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-2 | 362585AC5 | Apr 2022 | 15,000,000 | $15.0M | 0.11% | ABS-MBS |
| 320 | CARMAX AUTO OWNER TRUST 2020-3 | 14315FAD9 | Apr 2022 | 14,977,738 | $14.8M | 0.11% | ABS-MBS |
| 321 | BMW US CAPITAL LLC | 05565EBY0 | Apr 2022 | 14,056,000 | $14.1M | 0.10% | DBT |
| 322 | GENERAL MOTORS FINANCIAL CO INC | 37045XBX3 | Apr 2022 | 14,060,000 | $14.1M | 0.10% | DBT |
| 323 | STARBUCKS CORP | 855244BB4 | Apr 2022 | 14,016,000 | $14.0M | 0.10% | DBT |
| 324 | MIZUHO FINANCIAL GROUP INC | 60687YAQ2 | Apr 2022 | 13,977,000 | $14.0M | 0.10% | DBT |
| 325 | THERMO FISHER SCIENTIFIC INC | 883556CQ3 | Apr 2022 | 14,025,000 | $14.0M | 0.10% | DBT |
| 326 | INTERNATIONAL FLAVORS AND FRAGRANCES INC | N/A | Apr 2022 | 14,000,000 | $14.0M | 0.10% | STIV |
| 327 | HUMANA INC | N/A | Apr 2022 | 14,000,000 | $14.0M | 0.10% | STIV |
| 328 | HUMANA INC | N/A | Apr 2022 | 14,000,000 | $14.0M | 0.10% | STIV |
| 329 | INTERNATIONAL FLAVORS AND FRAGRANCES INC | N/A | Apr 2022 | 14,000,000 | $14.0M | 0.10% | STIV |
| 330 | ENBRIDGE US INC | N/A | Apr 2022 | 14,000,000 | $14.0M | 0.10% | STIV |
| 331 | FMC CORP | N/A | Apr 2022 | 14,000,000 | $14.0M | 0.10% | STIV |
| 332 | CARMAX AUTO OWNER TRUST 2022-2 | 14317HAC5 | Apr 2022 | 14,000,000 | $14.0M | 0.10% | ABS-MBS |
| 333 | JPMORGAN CHASE AND CO | 46647PCA2 | Apr 2022 | 13,994,000 | $13.9M | 0.10% | DBT |
| 334 | INTERNATIONAL FLAVORS AND FRAGRANCES INC | 459506AM3 | Apr 2022 | 14,000,000 | $13.9M | 0.10% | DBT |
| 335 | OBX 2020-EXP2 TRUST | 67448VAM2 | Apr 2022 | 14,634,740 | $13.8M | 0.10% | ABS-CBDO |
| 336 | SUMITOMO MITSUI FINANCIAL GROUP INC | 86562MBA7 | Apr 2022 | 13,534,000 | $13.6M | 0.10% | DBT |
| 337 | ALBEMARLE CORP | N/A | Apr 2022 | 13,600,000 | $13.6M | 0.10% | STIV |
| 338 | CONAGRA BRANDS INC | 205887CG5 | Apr 2022 | 14,000,000 | $13.5M | 0.10% | DBT |
| 339 | STRYKER CORP | 863667BB6 | Apr 2022 | 14,000,000 | $13.5M | 0.10% | DBT |
| 340 | NESTLE HOLDINGS INC | 641062AQ7 | Apr 2022 | 13,931,000 | $13.4M | 0.10% | DBT |
| 341 | FIRST INVESTORS AUTO OWNER TRUST 2022-1 | 32057KAA8 | Apr 2022 | 13,549,888 | $13.3M | 0.10% | ABS-MBS |
| 342 | MET TOWER GLOBAL FUNDING | 58989VAA2 | Apr 2022 | 13,300,000 | $13.3M | 0.10% | DBT |
| 343 | INTERCONTINENTAL EXCHANGE INC | N/A | Apr 2022 | 13,250,000 | $13.2M | 0.10% | STIV |
| 344 | ANGEL OAK MORTGAGE TRUST 2020-3 | 03465LAA3 | Apr 2022 | 13,661,043 | $13.2M | 0.10% | ABS-CBDO |
| 345 | FORD CREDIT AUTO OWNER TRUST 2018-REV2 | 34528HAA2 | Apr 2022 | 12,955,000 | $13.0M | 0.10% | ABS-MBS |
| 346 | BPCE SA | 05583JAA0 | Apr 2022 | 13,000,000 | $13.0M | 0.10% | DBT |
| 347 | PPG INDUSTRIES INC | N/A | Apr 2022 | 12,750,000 | $12.7M | 0.09% | STIV |
| 348 | KINDER MORGAN INC | 49456BAN1 | Apr 2022 | 12,407,000 | $12.5M | 0.09% | DBT |
| 349 | CFMT 2021-HB5 LLC | 12526PAA2 | Apr 2022 | 12,932,995 | $12.4M | 0.09% | ABS-CBDO |
| 350 | HEALTHPEAK PROPERTIES INC | N/A | Apr 2022 | 12,000,000 | $12.0M | 0.09% | STIV |
| 351 | WALGREENS BOOTS ALLIANCE INC | N/A | Apr 2022 | 12,000,000 | $12.0M | 0.09% | STIV |
| 352 | HUMANA INC | N/A | Apr 2022 | 12,000,000 | $12.0M | 0.09% | STIV |
| 353 | HONDA AUTO RECEIVABLES 2020-3 OWNER TRUST | 43813KAC6 | Apr 2022 | 12,042,607 | $11.9M | 0.09% | ABS-MBS |
| 354 | GENERAL MILLS INC | 370334CC6 | Apr 2022 | 11,535,000 | $11.7M | 0.09% | DBT |
| 355 | CSMC 2020-AFC1 TRUST | 12597MAA3 | Apr 2022 | 11,931,642 | $11.5M | 0.09% | ABS-CBDO |
| 356 | FORTUNE BRANDS HOME AND SECURITY INC | N/A | Apr 2022 | 11,500,000 | $11.5M | 0.09% | STIV |
| 357 | BRAVO RESIDENTIAL FUNDING TRUST 2021-HE1 | 10569QAA2 | Apr 2022 | 11,959,384 | $11.5M | 0.08% | ABS-CBDO |
| 358 | PROTECTIVE LIFE GLOBAL FUNDING | 74368CAZ7 | Apr 2022 | 11,851,000 | $11.4M | 0.08% | DBT |
| 359 | BANK OF AMERICA CORP | 06051GHK8 | Apr 2022 | 11,340,000 | $11.4M | 0.08% | DBT |
| 360 | TRANSCANADA PIPELINES LTD | N/A | Apr 2022 | 11,250,000 | $11.2M | 0.08% | STIV |
| 361 | ANALOG DEVICES INC | 032654AT2 | Apr 2022 | 11,205,000 | $11.2M | 0.08% | DBT |
| 362 | CARMAX AUTO OWNER TRUST 2020-1 | 14315XAC2 | Apr 2022 | 11,080,982 | $11.0M | 0.08% | ABS-MBS |
| 363 | TORONTO-DOMINION BANK/THE | 89114QCJ5 | Apr 2022 | 11,127,000 | $10.8M | 0.08% | DBT |
| 364 | DAIMLER FINANCE NORTH AMERICA LLC | 233851DM3 | Apr 2022 | 10,615,000 | $10.7M | 0.08% | DBT |
| 365 | SUMITOMO MITSUI FINANCIAL GROUP INC | 86562MAP5 | Apr 2022 | 10,614,000 | $10.6M | 0.08% | DBT |
| 366 | CVS HEALTH CORP | 126650CQ1 | Apr 2022 | 10,500,000 | $10.6M | 0.08% | DBT |
| 367 | BNP PARIBAS SA | 09659W2E3 | Apr 2022 | 10,214,000 | $10.3M | 0.08% | DBT |
| 368 | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2021-1 | 58772WAB9 | Apr 2022 | 10,334,614 | $10.2M | 0.08% | ABS-MBS |
| 369 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 | 85573PAA0 | Apr 2022 | 10,775,994 | $10.1M | 0.07% | ABS-CBDO |
| 370 | INTERNATIONAL FLAVORS AND FRAGRANCES INC | N/A | Apr 2022 | 10,000,000 | $10.0M | 0.07% | STIV |
| 371 | AMCOR FINANCE USA INC | N/A | Apr 2022 | 10,000,000 | $10.0M | 0.07% | STIV |
| 372 | TRANSCANADA PIPELINES LTD | N/A | Apr 2022 | 10,000,000 | $10.0M | 0.07% | STIV |
| 373 | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2019-1 | 58769TAD7 | Apr 2022 | 9,958,672 | $10.0M | 0.07% | ABS-MBS |
| 374 | CAPITAL ONE NA | 14042RHB0 | Apr 2022 | 9,900,000 | $9.9M | 0.07% | DBT |
| 375 | AMERICAN ELECTRIC POWER CO INC | 025537AK7 | Apr 2022 | 9,840,000 | $9.6M | 0.07% | DBT |
| 376 | INTERCONTINENTAL EXCHANGE INC | N/A | Apr 2022 | 9,580,000 | $9.6M | 0.07% | STIV |
| 377 | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2021-1 | 92868KAB9 | Apr 2022 | 9,613,825 | $9.5M | 0.07% | ABS-MBS |
| 378 | NEW YORK LIFE GLOBAL FUNDING | 64952WDV2 | Apr 2022 | 9,500,000 | $9.5M | 0.07% | DBT |
| 379 | ENEL FINANCE AMERICA LLC | N/A | Apr 2022 | 9,450,000 | $9.4M | 0.07% | STIV |
| 380 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC | 928668BC5 | Apr 2022 | 9,332,000 | $9.3M | 0.07% | DBT |
| 381 | SWEDBANK AB | 87020PAL1 | Apr 2022 | 9,653,000 | $9.3M | 0.07% | DBT |
| 382 | AMERICAN EXPRESS CO | 025816BM0 | Apr 2022 | 9,300,000 | $9.3M | 0.07% | DBT |
| 383 | BRISTOL-MYERS SQUIBB CO | 110122CJ5 | Apr 2022 | 9,300,000 | $9.3M | 0.07% | DBT |
| 384 | GOLDMAN SACHS GROUP INC/THE | 38141GXL3 | Apr 2022 | 9,400,000 | $9.3M | 0.07% | DBT |
| 385 | HUMANA INC | N/A | Apr 2022 | 9,250,000 | $9.2M | 0.07% | STIV |
| 386 | TRANSCANADA PIPELINES LTD | N/A | Apr 2022 | 9,250,000 | $9.2M | 0.07% | STIV |
| 387 | GENERAL MOTORS FINANCIAL CO INC | N/A | Apr 2022 | 9,250,000 | $9.2M | 0.07% | STIV |
| 388 | ENBRIDGE US INC | N/A | Apr 2022 | 9,250,000 | $9.2M | 0.07% | STIV |
| 389 | GENERAL MOTORS FINANCIAL CO INC | N/A | Apr 2022 | 9,250,000 | $9.2M | 0.07% | STIV |
| 390 | FORTUNE BRANDS HOME AND SECURITY INC | N/A | Apr 2022 | 9,250,000 | $9.2M | 0.07% | STIV |
| 391 | NASDAQ INC | N/A | Apr 2022 | 9,250,000 | $9.2M | 0.07% | STIV |
| 392 | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES | 3137G0QX0 | Apr 2022 | 9,224,673 | $9.2M | 0.07% | ABS-CBDO |
| 393 | GA GLOBAL FUNDING TRUST | 36143L2E4 | Apr 2022 | 9,350,000 | $9.2M | 0.07% | DBT |
| 394 | AMERICAN ELECTRIC POWER CO INC | 025537AQ4 | Apr 2022 | 9,500,000 | $9.1M | 0.07% | DBT |
| 395 | WELLS FARGO AND CO | 94986RPV7 | Apr 2022 | 9,100,000 | $9.1M | 0.07% | DBT |
| 396 | ENBRIDGE INC | 29250NBG9 | Apr 2022 | 9,341,000 | $9.0M | 0.07% | DBT |
| 397 | GENERAL MOTORS FINANCIAL CO INC | N/A | Apr 2022 | 9,000,000 | $9.0M | 0.07% | STIV |
| 398 | PPL ELECTRIC UTILITIES CORP | 69351UAX1 | Apr 2022 | 9,000,000 | $9.0M | 0.07% | DBT |
| 399 | MIZUHO FINANCIAL GROUP INC | 60687YAU3 | Apr 2022 | 8,907,000 | $9.0M | 0.07% | DBT |
| 400 | NEW YORK LIFE GLOBAL FUNDING | 64952WEL3 | Apr 2022 | 9,020,000 | $8.9M | 0.07% | DBT |
| 401 | TOWD POINT MORTGAGE TRUST 2022-SJ1 | 89180GAW9 | Apr 2022 | 9,076,305 | $8.9M | 0.07% | ABS-CBDO |
| 402 | NISSAN AUTO RECEIVABLES 2019-C OWNER TRUST | 65479JAD5 | Apr 2022 | 8,918,292 | $8.9M | 0.07% | ABS-MBS |
| 403 | XCEL ENERGY INC | 98389BAZ3 | Apr 2022 | 9,189,000 | $8.9M | 0.07% | DBT |
| 404 | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-B | 802830AK5 | Apr 2022 | 8,925,000 | $8.8M | 0.07% | ABS-MBS |
| 405 | HONDA AUTO RECEIVABLES 2020-2 OWNER TRUST | 43813DAC2 | Apr 2022 | 8,759,305 | $8.7M | 0.06% | ABS-MBS |
| 406 | KINDER MORGAN ENERGY PARTNERS LP | 494550BL9 | Apr 2022 | 8,656,000 | $8.7M | 0.06% | DBT |
| 407 | MELLO WAREHOUSE SECURITIZATION TRUST 2020-2 | 58551VAA0 | Apr 2022 | 8,620,800 | $8.6M | 0.06% | ABS-CBDO |
| 408 | BRAVO RESIDENTIAL FUNDING TRUST | 10569EAA9 | Apr 2022 | 8,892,570 | $8.6M | 0.06% | ABS-CBDO |
| 409 | NORDEA BANK ABP | 65557CAZ6 | Apr 2022 | 8,522,000 | $8.6M | 0.06% | DBT |
| 410 | PNC BANK NA | 20453KAB1 | Apr 2022 | 8,545,000 | $8.6M | 0.06% | DBT |
| 411 | TOWD POINT HE TRUST | 89180DAA4 | Apr 2022 | 8,904,138 | $8.5M | 0.06% | ABS-CBDO |
| 412 | IMPERIAL FUND MORTGAGE TRUST 2022-NQM2 | 45276PAA4 | Apr 2022 | 8,643,165 | $8.5M | 0.06% | ABS-CBDO |
| 413 | MFA 2021-NQM1 TRUST | 55283FAA6 | Apr 2022 | 8,806,540 | $8.4M | 0.06% | ABS-CBDO |
| 414 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-2 | 85573UAA9 | Apr 2022 | 8,566,765 | $8.3M | 0.06% | ABS-CBDO |
| 415 | VERUS SECURITIZATION TRUST 2019-INV2 | 92537HAA9 | Apr 2022 | 8,215,481 | $8.2M | 0.06% | ABS-CBDO |
| 416 | BMW VEHICLE LEASE TRUST 2021-2 | 09690AAB9 | Apr 2022 | 8,253,057 | $8.2M | 0.06% | ABS-MBS |
| 417 | HONDA AUTO RECEIVABLES 2019-2 OWNER TRUST | 43815MAD8 | Apr 2022 | 8,000,000 | $8.0M | 0.06% | ABS-MBS |
| 418 | MRA ISSUANCE TRUST 2020-7 | 55347FAA0 | Apr 2022 | 8,128,000 | $8.0M | 0.06% | ABS-CBDO |
| 419 | ENBRIDGE US INC | N/A | Apr 2022 | 8,000,000 | $8.0M | 0.06% | STIV |
| 420 | US BANK NA/CINCINNATI OH | 90331HPM9 | Apr 2022 | 7,984,000 | $8.0M | 0.06% | DBT |
| 421 | HUNTINGTON BANCSHARES INC/OH | 337915AA0 | Apr 2022 | 7,864,000 | $7.9M | 0.06% | DBT |
| 422 | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2020-1 | 14043MAC5 | Apr 2022 | 7,896,356 | $7.9M | 0.06% | ABS-MBS |
| 423 | AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R9 | 03072SQ32 | Apr 2022 | 7,846,309 | $7.8M | 0.06% | ABS-MBS |
| 424 | PPL ELECTRIC UTILITIES CORP | 69351UAY9 | Apr 2022 | 7,765,000 | $7.7M | 0.06% | DBT |
| 425 | BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 06675FAQ0 | Apr 2022 | 7,635,000 | $7.7M | 0.06% | DBT |
| 426 | WILLIAMS COS INC/THE | 96950FAJ3 | Apr 2022 | 7,624,000 | $7.6M | 0.06% | DBT |
| 427 | SG RESIDENTIAL MORTGAGE TRUST 2022-1 | 78433QAA3 | Apr 2022 | 7,910,570 | $7.6M | 0.06% | ABS-CBDO |
| 428 | MASSMUTUAL GLOBAL FUNDING II | 57629WCK4 | Apr 2022 | 7,440,000 | $7.5M | 0.06% | DBT |
| 429 | METROPOLITAN LIFE GLOBAL FUNDING I | 59217GDB2 | Apr 2022 | 7,400,000 | $7.4M | 0.05% | DBT |
| 430 | GOLDMAN SACHS GROUP INC/THE | 38141GWK6 | Apr 2022 | 7,263,000 | $7.3M | 0.05% | DBT |
| 431 | TRANSCANADA PIPELINES LTD | N/A | Apr 2022 | 7,250,000 | $7.2M | 0.05% | STIV |
| 432 | STAR 2021-1 TRUST | 85573GAA0 | Apr 2022 | 7,457,537 | $7.1M | 0.05% | ABS-CBDO |
| 433 | VERUS SECURITIZATION TRUST 2020-5 | 92538CAA9 | Apr 2022 | 7,391,211 | $7.1M | 0.05% | ABS-CBDO |
| 434 | WESTLAKE CORP | 960413AX0 | Apr 2022 | 7,332,000 | $7.0M | 0.05% | DBT |
| 435 | GLENCORE FINANCE CANADA LTD | 98417EAT7 | Apr 2022 | 6,887,000 | $6.9M | 0.05% | DBT |
| 436 | CARMAX AUTO OWNER TRUST 2019-3 | 14315PAD7 | Apr 2022 | 6,884,843 | $6.9M | 0.05% | ABS-MBS |
| 437 | CASCADE FUNDING MORTGAGE TRUST 2020-HB2 | 12527LAA0 | Apr 2022 | 6,967,132 | $6.9M | 0.05% | ABS-CBDO |
| 438 | MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV | 60920LAE4 | Apr 2022 | 6,790,000 | $6.8M | 0.05% | DBT |
| 439 | HARLEY-DAVIDSON MOTORCYCLE TRUST 2021-B | 41285AAB3 | Apr 2022 | 6,674,079 | $6.7M | 0.05% | ABS-MBS |
| 440 | ARROYO MORTGAGE TRUST 2019-3 | 04285AAA3 | Apr 2022 | 6,753,613 | $6.6M | 0.05% | ABS-CBDO |
| 441 | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES | 12659LAB8 | Apr 2022 | 6,500,000 | $6.4M | 0.05% | ABS-CBDO |
| 442 | BRAVO RESIDENTIAL FUNDING TRUST 2019-NQM2 | 10569AAA7 | Apr 2022 | 6,418,776 | $6.3M | 0.05% | ABS-MBS |
| 443 | CANADIAN IMPERIAL BANK OF COMMERCE | 136069TZ4 | Apr 2022 | 6,300,000 | $6.3M | 0.05% | DBT |
| 444 | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2020-1 | 92868JAD8 | Apr 2022 | 6,282,276 | $6.2M | 0.05% | ABS-MBS |
| 445 | TOWD POINT MORTGAGE TRUST 2019-HY1 | 89177EAA7 | Apr 2022 | 6,233,005 | $6.2M | 0.05% | ABS-MBS |
| 446 | FORD CREDIT AUTO OWNER TRUST 2021-A | 34532NAB1 | Apr 2022 | 6,031,556 | $6.0M | 0.04% | ABS-MBS |
| 447 | ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2005-R4 | 03072SC45 | Apr 2022 | 5,980,974 | $6.0M | 0.04% | ABS-MBS |
| 448 | SUMITOMO MITSUI FINANCIAL GROUP INC | 86562MAT7 | Apr 2022 | 5,922,000 | $5.9M | 0.04% | DBT |
| 449 | AT AND T INC | 00206RAE2 | Apr 2022 | 6,000,000 | $5.9M | 0.04% | DBT |
| 450 | WORLD OMNI AUTO RECEIVABLES TRUST 2021-A | 98164EAB1 | Apr 2022 | 5,917,626 | $5.9M | 0.04% | ABS-MBS |
| 451 | AMERICAN EXPRESS CO | 025816BT5 | Apr 2022 | 5,901,000 | $5.9M | 0.04% | DBT |
| 452 | VERUS SECURITIZATION TRUST 2019-4 | 92537KAA2 | Apr 2022 | 5,716,525 | $5.7M | 0.04% | ABS-CBDO |
| 453 | BRAVO RESIDENTIAL FUNDING TRUST 2020-NQM1 | 105699AA0 | Apr 2022 | 5,786,500 | $5.7M | 0.04% | ABS-CBDO |
| 454 | BMW VEHICLE LEASE TRUST 2022-1 | 05601XAB5 | Apr 2022 | 5,750,000 | $5.7M | 0.04% | ABS-MBS |
| 455 | CSMC SERIES 2019-NQM1 | 12655VAA2 | Apr 2022 | 5,743,678 | $5.7M | 0.04% | ABS-CBDO |
| 456 | NISSAN AUTO RECEIVABLES 2019-B OWNER TRUST | 65479HAC1 | Apr 2022 | 5,636,964 | $5.7M | 0.04% | ABS-MBS |
| 457 | HONDA AUTO RECEIVABLES 2021-2 OWNER TRUST | 43811JAB3 | Apr 2022 | 5,403,583 | $5.4M | 0.04% | ABS-MBS |
| 458 | CARRINGTON MORTGAGE LOAN TRUST SERIES 2007-HE1 | 14454EAC5 | Apr 2022 | 5,390,735 | $5.3M | 0.04% | ABS-MBS |
| 459 | MORGAN STANLEY ABS CAPITAL I INC TRUST 2006-NC1 | 61744CYB6 | Apr 2022 | 5,287,450 | $5.3M | 0.04% | ABS-MBS |
| 460 | NATIONSTAR HOME EQUITY LOAN TRUST 2007-B | 63860LAE0 | Apr 2022 | 5,314,148 | $5.3M | 0.04% | ABS-MBS |
| 461 | TOYOTA AUTO RECEIVABLES 2021-C OWNER TRUST | 89239BAB7 | Apr 2022 | 5,208,062 | $5.2M | 0.04% | ABS-MBS |
| 462 | TOWD POINT MORTGAGE TRUST 2018-1 | 89176EAA8 | Apr 2022 | 5,170,014 | $5.1M | 0.04% | ABS-MBS |
| 463 | BANK OF NOVA SCOTIA/THE | 064159KE5 | Apr 2022 | 5,096,000 | $5.1M | 0.04% | DBT |
| 464 | ARROYO MORTGAGE TRUST 2019-2 | 042858AA8 | Apr 2022 | 5,151,663 | $5.0M | 0.04% | ABS-CBDO |
| 465 | AMERICAN HONDA FINANCE CORP | 02665WCA7 | Apr 2022 | 5,026,000 | $5.0M | 0.04% | DBT |
| 466 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF7 | 320277AB2 | Apr 2022 | 5,113,735 | $5.0M | 0.04% | ABS-MBS |
| 467 | CITIBANK CREDIT CARD ISSUANCE TRUST | 17305EGF6 | Apr 2022 | 5,000,000 | $5.0M | 0.04% | ABS-MBS |
| 468 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 | 64828FCQ3 | Apr 2022 | 5,038,742 | $5.0M | 0.04% | ABS-CBDO |
| 469 | BANK OF NOVA SCOTIA/THE | 064159VK9 | Apr 2022 | 5,040,000 | $5.0M | 0.04% | DBT |
| 470 | KINDER MORGAN INC | 49456BAM3 | Apr 2022 | 4,845,000 | $4.9M | 0.04% | DBT |
| 471 | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 | 10569TAA6 | Apr 2022 | 5,017,919 | $4.7M | 0.03% | ABS-CBDO |
| 472 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2006-CB1 | 81375WHF6 | Apr 2022 | 4,740,759 | $4.7M | 0.03% | ABS-MBS |
| 473 | AMERICAN TOWER CORP | 03027XAB6 | Apr 2022 | 4,660,000 | $4.7M | 0.03% | DBT |
| 474 | LIBERTY MUTUAL GROUP INC | 53079EAW4 | Apr 2022 | 4,660,000 | $4.7M | 0.03% | DBT |
| 475 | SOUNDVIEW HOME LOAN TRUST 2005-OPT3 | 83611MGU6 | Apr 2022 | 4,677,750 | $4.6M | 0.03% | ABS-MBS |
| 476 | JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH2 | 46630MAX0 | Apr 2022 | 4,575,471 | $4.6M | 0.03% | ABS-MBS |
| 477 | TOYOTA AUTO RECEIVABLES 2018-C OWNER TRUST | 89231AAE1 | Apr 2022 | 4,524,180 | $4.5M | 0.03% | ABS-MBS |
| 478 | CANADIAN PACER AUTO RECEIVABLES TRUST 2021-1 | 13646CAB2 | Apr 2022 | 4,447,764 | $4.4M | 0.03% | ABS-MBS |
| 479 | HONDA AUTO RECEIVABLES 2021-1 OWNER TRUST | 43813GAB7 | Apr 2022 | 4,286,218 | $4.3M | 0.03% | ABS-MBS |
| 480 | GSAA TRUST | 362334AA2 | Apr 2022 | 4,291,250 | $4.2M | 0.03% | ABS-MBS |
| 481 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-1 | 03066TAC5 | Apr 2022 | 4,160,000 | $4.1M | 0.03% | ABS-MBS |
| 482 | ELLINGTON FINANCIAL MORTGAGE TRUST | 31573TAA6 | Apr 2022 | 4,032,390 | $4.0M | 0.03% | ABS-CBDO |
| 483 | CVS HEALTH CORP | 126650CK4 | Apr 2022 | 4,000,000 | $4.0M | 0.03% | DBT |
| 484 | FIRST FRANKIN MORTGAGE LOAN TRUST 2006-FF3 | 362334AV6 | Apr 2022 | 4,010,908 | $4.0M | 0.03% | ABS-MBS |
| 485 | ENCORE CREDIT RECEIVABLES TRUST 2005-4 | 29256PAY0 | Apr 2022 | 3,912,195 | $3.9M | 0.03% | ABS-MBS |
| 486 | RADNOR RE 2019-1 LTD | 75049SAB9 | Apr 2022 | 3,851,475 | $3.8M | 0.03% | ABS-CBDO |
| 487 | HOME EQUITY ASSET TRUST 2006-1 | 437084RY4 | Apr 2022 | 3,820,918 | $3.8M | 0.03% | ABS-MBS |
| 488 | TOWD POINT MORTGAGE TRUST 2017-3 | 89169DAA9 | Apr 2022 | 3,808,834 | $3.8M | 0.03% | ABS-MBS |
| 489 | BANK OF THE WEST AUTO TRUST 2019-1 | 065606AC9 | Apr 2022 | 3,783,085 | $3.8M | 0.03% | ABS-MBS |
| 490 | HONDA AUTO RECEIVABLES 2019-4 OWNER TRUST | 43813VAC2 | Apr 2022 | 3,789,000 | $3.8M | 0.03% | ABS-MBS |
| 491 | FWD SECURITIZATION TRUST | 302980AA5 | Apr 2022 | 3,800,835 | $3.8M | 0.03% | ABS-CBDO |
| 492 | COLT FUNDING LLC | 19688DAA8 | Apr 2022 | 3,874,413 | $3.7M | 0.03% | ABS-CBDO |
| 493 | AMERIQUEST MORTGAGE SECURITIES INC ASSET BACKED PASS-THROUGH CTFS SER 2005-R11 | 03072SV28 | Apr 2022 | 3,587,123 | $3.6M | 0.03% | ABS-MBS |
| 494 | BPCE SA | 05578DBD3 | Apr 2022 | 3,540,000 | $3.5M | 0.03% | DBT |
| 495 | ANGEL OAK MORTGAGE FUND EU TRUST | 03463UAA5 | Apr 2022 | 3,412,888 | $3.4M | 0.03% | ABS-MBS |
| 496 | STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-HE3 | 86358EWX0 | Apr 2022 | 3,348,656 | $3.3M | 0.02% | ABS-MBS |
| 497 | GALTON FUNDING MORTGAGE TRUST 2019-2 | 36418AAJ6 | Apr 2022 | 3,295,188 | $3.3M | 0.02% | ABS-CBDO |
| 498 | GM FINANCIAL AUTOMOBILE LEASING TRUST 2021-3 | 36262XAB0 | Apr 2022 | 3,268,042 | $3.2M | 0.02% | ABS-MBS |
| 499 | RAMP SERIES 2005-EFC4 TRUST | 76112BC73 | Apr 2022 | 3,236,537 | $3.2M | 0.02% | ABS-MBS |
| 500 | VERUS SECURITIZATION TRUST 2019-INV3 | 92537MAA8 | Apr 2022 | 3,100,240 | $3.1M | 0.02% | ABS-CBDO |
| 501 | FWD SECURITIZATION TRUST | 36167VAA2 | Apr 2022 | 3,098,981 | $3.1M | 0.02% | ABS-CBDO |
| 502 | FWD SECURITIZATION TRUST 2020-INV1 | 302985AA4 | Apr 2022 | 3,098,378 | $3.0M | 0.02% | ABS-CBDO |
| 503 | SOUTHERN CO FUNDING CORP | N/A | Apr 2022 | 3,000,000 | $3.0M | 0.02% | STIV |
| 504 | RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 | 76119NAA5 | Apr 2022 | 3,022,594 | $3.0M | 0.02% | ABS-CBDO |
| 505 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4 | 36260KAC8 | Apr 2022 | 3,000,000 | $3.0M | 0.02% | ABS-MBS |
| 506 | HYUNDAI CAPITAL AMERICA | 44891ABA4 | Apr 2022 | 2,896,000 | $2.9M | 0.02% | DBT |
| 507 | UNIFY AUTO RECEIVABLES TRUST 2021-1 | 90775QAB2 | Apr 2022 | 2,898,154 | $2.9M | 0.02% | ABS-MBS |
| 508 | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES | 12659LAA0 | Apr 2022 | 2,855,222 | $2.8M | 0.02% | ABS-CBDO |
| 509 | TOYOTA AUTO RECEIVABLES 2021-A OWNER TRUST | 89240BAB4 | Apr 2022 | 2,714,044 | $2.7M | 0.02% | ABS-MBS |
| 510 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-1 | 36261LAB7 | Apr 2022 | 2,682,254 | $2.7M | 0.02% | ABS-MBS |
| 511 | AMERICAN EXPRESS CO | 025816BN8 | Apr 2022 | 2,600,000 | $2.6M | 0.02% | DBT |
| 512 | SANTANDER RETAIL AUTO LEASE TRUST 2020-B | 80286RAB3 | Apr 2022 | 2,603,246 | $2.6M | 0.02% | ABS-MBS |
| 513 | HOME EQUITY ASSET TRUST 2006-4 | 437084VJ2 | Apr 2022 | 2,601,372 | $2.6M | 0.02% | ABS-MBS |
| 514 | STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2005-NC2 | 86359DCR6 | Apr 2022 | 2,588,331 | $2.6M | 0.02% | ABS-MBS |
| 515 | FORD CREDIT AUTO OWNER TRUST 2019-B | 34532DAD9 | Apr 2022 | 2,538,007 | $2.5M | 0.02% | ABS-MBS |
| 516 | GLENCORE FUNDING LLC | 378272AP3 | Apr 2022 | 2,490,000 | $2.5M | 0.02% | DBT |
| 517 | CONSTELLATION BRANDS INC | 21036PAX6 | Apr 2022 | 2,480,000 | $2.5M | 0.02% | DBT |
| 518 | UBS AG/LONDON | 902674YT1 | Apr 2022 | 2,480,000 | $2.5M | 0.02% | DBT |
| 519 | HOME RE 2018-1 LTD | 43730MAA6 | Apr 2022 | 2,462,849 | $2.4M | 0.02% | ABS-CBDO |
| 520 | BRAVO RESIDENTIAL FUNDING TRUST 2019-1 | 10568GAD9 | Apr 2022 | 2,415,947 | $2.4M | 0.02% | ABS-CBDO |
| 521 | FANNIE MAE REMICS | 64828EAA3 | Apr 2022 | 2,444,744 | $2.4M | 0.02% | ABS-CBDO |
| 522 | CARMAX AUTO OWNER TRUST 2018-4 | 14315EAC4 | Apr 2022 | 2,212,737 | $2.2M | 0.02% | ABS-MBS |
| 523 | INTERNATIONAL LEASE FINANCE CORP | 459745GN9 | Apr 2022 | 2,189,000 | $2.2M | 0.02% | DBT |
| 524 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XDA9 | Apr 2022 | 2,106,862 | $2.2M | 0.02% | ABS-CBDO |
| 525 | RASC SERIES 2006-KS3 TRUST | 76113ABL4 | Apr 2022 | 2,110,917 | $2.1M | 0.02% | ABS-MBS |
| 526 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XAM6 | Apr 2022 | 2,053,189 | $2.1M | 0.02% | ABS-CBDO |
| 527 | TOYOTA AUTO RECEIVABLES 2018-D OWNER TRUST | 89231PAE8 | Apr 2022 | 2,050,694 | $2.1M | 0.02% | ABS-MBS |
| 528 | WORLD OMNI AUTO RECEIVABLES TRUST 2018-D | 98162WAE7 | Apr 2022 | 2,000,000 | $2.1M | 0.02% | ABS-MBS |
| 529 | GS MORTGAGE-BACKED SECURITIES TRUST 2020-NQM1 | 36259WAA9 | Apr 2022 | 2,163,198 | $2.1M | 0.02% | ABS-CBDO |
| 530 | TOWD POINT MORTGAGE TRUST 2015-2 | 89171YBB6 | Apr 2022 | 2,045,747 | $2.0M | 0.02% | ABS-MBS |
| 531 | NISSAN AUTO RECEIVABLES 2019-A OWNER TRUST | 65479KAD2 | Apr 2022 | 1,982,658 | $2.0M | 0.01% | ABS-MBS |
| 532 | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2 | 31573WAA9 | Apr 2022 | 2,025,041 | $1.9M | 0.01% | ABS-CBDO |
| 533 | SOUNDVIEW HOME LOAN TRUST 2006-OPT1 | 83611MLZ9 | Apr 2022 | 1,932,880 | $1.9M | 0.01% | ABS-MBS |
| 534 | MFA 2020-NQM1 TRUST | 552754AA1 | Apr 2022 | 1,944,039 | $1.9M | 0.01% | ABS-CBDO |
| 535 | ADVANCED MICRO DEVICES INC | 007903AX5 | Apr 2022 | 1,800,000 | $1.8M | 0.01% | DBT |
| 536 | STACR TRUST 2018-HRP2 | 35564AAK7 | Apr 2022 | 1,812,369 | $1.8M | 0.01% | ABS-CBDO |
| 537 | RASC SERIES 2006-KS6 TRUST | 75406WAD3 | Apr 2022 | 1,762,045 | $1.8M | 0.01% | ABS-MBS |
| 538 | LONG BEACH MORTGAGE LOAN TRUST 2005-2 | 542514KV5 | Apr 2022 | 1,665,912 | $1.7M | 0.01% | ABS-MBS |
| 539 | RASC SERIES 2005-KS1 TRUST | 76110WM45 | Apr 2022 | 1,671,315 | $1.7M | 0.01% | ABS-MBS |
| 540 | HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2 | 43789XAA2 | Apr 2022 | 1,595,324 | $1.6M | 0.01% | ABS-CBDO |
| 541 | JP MORGAN RESECURITIZATION TRUST SERIES 2014-1 | 46641TBG8 | Apr 2022 | 1,557,517 | $1.5M | 0.01% | ABS-CBDO |
| 542 | STRUCTURED ASSET SECURITIES CORP 2005-WF1 | 86359BV73 | Apr 2022 | 1,535,487 | $1.5M | 0.01% | ABS-MBS |
| 543 | CARMAX AUTO OWNER TRUST 2019-1 | 14315NAC4 | Apr 2022 | 1,511,863 | $1.5M | 0.01% | ABS-MBS |
| 544 | STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-WF1 | 863576FL3 | Apr 2022 | 1,517,932 | $1.5M | 0.01% | ABS-MBS |
| 545 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 | 64830VAA1 | Apr 2022 | 1,529,817 | $1.5M | 0.01% | ABS-CBDO |
| 546 | ANGEL OAK MORTGAGE TRUST I LLC 2019-1 | 03464MAA2 | Apr 2022 | 1,437,490 | $1.4M | 0.01% | ABS-CBDO |
| 547 | WORLD OMNI AUTO RECEIVABLES TRUST 2018-C | 98163EAE6 | Apr 2022 | 1,369,000 | $1.4M | 0.01% | ABS-MBS |
| 548 | OBX 2020-EXP2 TRUST | 67448VAF7 | Apr 2022 | 1,391,451 | $1.4M | 0.01% | ABS-CBDO |
| 549 | WORLD OMNI AUTO RECEIVABLES TRUST 2018-C | 98163EAD8 | Apr 2022 | 1,339,141 | $1.3M | 0.01% | ABS-MBS |
| 550 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-INV1 | 85572JAA5 | Apr 2022 | 1,316,731 | $1.3M | 0.01% | ABS-MBS |
| 551 | HOMEBANC MORTGAGE TRUST 2005-4 | 43739EBS5 | Apr 2022 | 1,308,289 | $1.3M | 0.01% | ABS-CBDO |
| 552 | GOLDEN CREDIT CARD TRUST | 380881ER9 | Apr 2022 | 1,250,000 | $1.3M | 0.01% | ABS-MBS |
| 553 | ANGEL OAK MORTGAGE TRUST 2019-5 | 03464KAA6 | Apr 2022 | 1,231,985 | $1.2M | 0.01% | ABS-CBDO |
| 554 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2018-4 | 38013FAD3 | Apr 2022 | 1,219,732 | $1.2M | 0.01% | ABS-MBS |
| 555 | CITIGROUP MORTGAGE LOAN TRUST INC | 17307G2R8 | Apr 2022 | 1,215,003 | $1.2M | 0.01% | ABS-MBS |
| 556 | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2007-HE7 | 07387VAA7 | Apr 2022 | 1,202,632 | $1.2M | 0.01% | ABS-MBS |
| 557 | CWABS ASSET-BACKED CERTIFICATES TRUST 2004-10 | 126673JV5 | Apr 2022 | 1,165,493 | $1.2M | 0.01% | ABS-MBS |
| 558 | VERUS SECURITIZATION TRUST 2020-1 | 92536PAA2 | Apr 2022 | 1,165,928 | $1.2M | 0.01% | ABS-CBDO |
| 559 | RASC SERIES 2004-KS10 TRUST | 76110WG34 | Apr 2022 | 1,133,900 | $1.1M | 0.01% | ABS-MBS |
| 560 | NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-C | 64352VNY3 | Apr 2022 | 1,134,819 | $1.1M | 0.01% | ABS-MBS |
| 561 | ERAC USA FINANCE LLC | 26884TAH5 | Apr 2022 | 1,065,000 | $1.1M | 0.01% | DBT |
| 562 | PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-MHQ | 70069FCX3 | Apr 2022 | 1,046,623 | $1.0M | 0.01% | ABS-MBS |
| 563 | ANGEL OAK MORTGAGE TRUST I LLC 2018-3 | 03464NAA0 | Apr 2022 | 1,037,516 | $1.0M | 0.01% | ABS-CBDO |
| 564 | GSAA HOME EQUITY TRUST 2005-8 | 362341CT4 | Apr 2022 | 1,018,918 | $1.0M | 0.01% | ABS-MBS |
| 565 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-2 | 85573DAA7 | Apr 2022 | 959,305 | $958K | 0.01% | ABS-CBDO |
| 566 | RAMP SERIES 2005-RS6 TRUST | 76112BTV2 | Apr 2022 | 934,052 | $943K | 0.01% | ABS-MBS |
| 567 | RAMP SERIES 2006-EFC2 TRUST | 749238AD3 | Apr 2022 | 901,546 | $896K | 0.01% | ABS-MBS |
| 568 | TOWD POINT ASSET TRUST 2018-SL1 | 89174UAA4 | Apr 2022 | 878,261 | $875K | 0.01% | ABS-O |
| 569 | RAMP SERIES 2005-RS2 TRUST | 76112BKE9 | Apr 2022 | 869,249 | $869K | 0.01% | ABS-MBS |
| 570 | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A | 80282YAB2 | Apr 2022 | 854,684 | $854K | 0.01% | ABS-MBS |
| 571 | WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 2005-2 TRUST | 9497ENAF0 | Apr 2022 | 827,761 | $825K | 0.01% | ABS-MBS |
| 572 | TOWD POINT MORTGAGE TRUST 2019-HY2 | 89177HAA0 | Apr 2022 | 788,434 | $784K | 0.01% | ABS-MBS |
| 573 | CWABS ASSET-BACKED CERTIFICATES TRUST 2005-BC3 | 1266733F7 | Apr 2022 | 760,238 | $759K | 0.01% | ABS-MBS |
| 574 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XAH7 | Apr 2022 | 675,663 | $683K | 0.01% | ABS-CBDO |
| 575 | CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-RFC1 | 14453EAD4 | Apr 2022 | 674,472 | $674K | 0.00% | ABS-MBS |
| 576 | OBX 2020-EXP3 TRUST | 67448WBD9 | Apr 2022 | 614,027 | $605K | 0.00% | ABS-CBDO |
| 577 | CARMAX AUTO OWNER TRUST 2021-1 | 14316NAB5 | Apr 2022 | 601,534 | $601K | 0.00% | ABS-MBS |
| 578 | C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES SERIES 2005-CB7 | 12489WPL2 | Apr 2022 | 590,968 | $589K | 0.00% | ABS-MBS |
| 579 | CSMC SERIES 2015-2R | 12649QBG8 | Apr 2022 | 560,214 | $561K | 0.00% | ABS-CBDO |
| 580 | EQUIFIRST MORTGAGE LOAN TRUST 2005-1 | 29445FCQ9 | Apr 2022 | 524,444 | $524K | 0.00% | ABS-MBS |
| 581 | RESIDENTIAL MORTGAGE LOAN TRUST 2019-2 | 76119DAA7 | Apr 2022 | 476,131 | $474K | 0.00% | ABS-CBDO |
| 582 | ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-R5 | 03072SRX5 | Apr 2022 | 448,233 | $447K | 0.00% | ABS-MBS |
| 583 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2005-FF9 | 32027NVV0 | Apr 2022 | 446,253 | $445K | 0.00% | ABS-MBS |
| 584 | MASTR ASSET-BACKED SECURITIES TRUST 2006-FRE1 | 57643LPP5 | Apr 2022 | 371,224 | $369K | 0.00% | ABS-MBS |
| 585 | TOYOTA AUTO RECEIVABLES 2019-B OWNER TRUST | 89239JAD6 | Apr 2022 | 365,421 | $366K | 0.00% | ABS-MBS |
| 586 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2004-FF7 | 32027NLA7 | Apr 2022 | 349,712 | $348K | 0.00% | ABS-MBS |
| 587 | LONG BEACH MORTGAGE LOAN TRUST 2004-1 | 542514EU4 | Apr 2022 | 343,462 | $340K | 0.00% | ABS-MBS |
| 588 | STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-OPT1 | 86359UAE9 | Apr 2022 | 332,449 | $331K | 0.00% | ABS-MBS |
| 589 | GSAMP TRUST 2006-HE7 | 36245EAE8 | Apr 2022 | 337,037 | $321K | 0.00% | ABS-MBS |
| 590 | FANNIE MAE REMICS | 31394EGS1 | Apr 2022 | 303,121 | $302K | 0.00% | ABS-MBS |
| 591 | NOMURA HOME EQUITY LOAN INC HOME EQUITY LOAN TRUST SERIES 2005-FM1 | 65536HAG3 | Apr 2022 | 279,762 | $279K | 0.00% | ABS-MBS |
| 592 | FANNIE MAE REMICS | 31398TXE6 | Apr 2022 | 229,683 | $225K | 0.00% | ABS-MBS |
| 593 | ANGEL OAK MORTGAGE TRUST I LLC 2019-2 | 03463WAA1 | Apr 2022 | 221,964 | $222K | 0.00% | ABS-CBDO |
| 594 | RASC SERIES 2006-KS7 TRUST | 75406XAD1 | Apr 2022 | 218,545 | $218K | 0.00% | ABS-MBS |
| 595 | SG RESIDENTIAL MORTGAGE TRUST 2019-3 | 78432BAA7 | Apr 2022 | 192,260 | $189K | 0.00% | ABS-MBS |
| 596 | FANNIE MAE REMICS | 31396KMG4 | Apr 2022 | 164,728 | $164K | 0.00% | ABS-MBS |
| 597 | CIT MORTGAGE LOAN TRUST 2007-1 | 12559QAD4 | Apr 2022 | 159,012 | $159K | 0.00% | ABS-MBS |
| 598 | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES | 3137G0BW8 | Apr 2022 | 143,125 | $143K | 0.00% | ABS-CBDO |
| 599 | FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FF12 | 32027NXW6 | Apr 2022 | 90,341 | $90K | 0.00% | ABS-MBS |
| 600 | FREDDIE MAC REMICS | 3137A1Z30 | Apr 2022 | 66,863 | $70K | 0.00% | ABS-MBS |
| 601 | FREDDIE MAC STACR TRUST 2018-HQA2 | 35563XAA0 | Apr 2022 | 49,225 | $49K | 0.00% | ABS-CBDO |
| 602 | FREDDIE MAC REMICS | 31397HJC3 | Apr 2022 | 23,360 | $25K | 0.00% | ABS-MBS |
| 603 | FREDDIE MAC REMICS | 31398LSE9 | Apr 2022 | 22,285 | $20K | 0.00% | ABS-MBS |
| 604 | FANNIE MAE REMICS | 31398TH53 | Apr 2022 | 15,119 | $15K | 0.00% | ABS-MBS |
| 605 | FREDDIE MAC REMICS | 3133T12W1 | Apr 2022 | 7,189 | $7K | 0.00% | ABS-MBS |
| 606 | FREDDIE MAC REMICS | 31398EHW7 | Apr 2022 | 6,424 | $7K | 0.00% | ABS-MBS |
| 607 | GNMA | 38374UBP5 | Apr 2022 | 5,747 | $6K | 0.00% | ABS-MBS |
| 608 | FANNIE MAE REMICS | 31397U3J6 | Apr 2022 | 5,005 | $5K | 0.00% | ABS-MBS |
| 609 | FANNIE MAE POOL | 3138EHBZ4 | Apr 2022 | 24 | $24 | 0.00% | ABS-MBS |
| 610 | FANNIE MAE POOL | 31418MSV5 | Apr 2022 | 3 | $3 | 0.00% | ABS-MBS |