Old Westbury Credit Income Fund
Old Westbury Funds Inc
+760
New
760
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | US TREASURY N/B | 91282CDH1 | Apr 2024 | 205,000,000 | $200.0M | 8.34% | DBT |
| 2 | iShares J.P. Morgan USD Emerging Markets Bond ETF | EMB | Apr 2024 | 2,033,197 | $177.2M | 7.39% | EC |
| 3 | MMDA OVERNIGHT SWEEP | 000000000 | Apr 2024 | 94,290,748 | $94.3M | 3.93% | EC |
| 4 | iShares MBS ETF | MBB | Apr 2024 | 993,690 | $89.0M | 3.71% | EC |
| 5 | SPDR Bloomberg Convertible Securities ETF | CWB | Apr 2024 | 1,249,478 | $87.8M | 3.66% | EC |
| 6 | Invesco Preferred ETF | PGX | Apr 2024 | 5,091,215 | $57.6M | 2.40% | EC |
| 7 | US TREASURY N/B | 912810TJ7 | Apr 2024 | 78,500,000 | $56.6M | 2.36% | DBT |
| 8 | US TREASURY N/B | 912810SS8 | Apr 2024 | 103,400,000 | $54.0M | 2.25% | DBT |
| 9 | US TREASURY N/B | 912810SX7 | Apr 2024 | 82,250,000 | $51.8M | 2.16% | DBT |
| 10 | US TREASURY N/B | 912810SD1 | Apr 2024 | 60,400,000 | $44.1M | 1.84% | DBT |
| 11 | US TREASURY N/B | 912810RG5 | Apr 2024 | 48,055,000 | $38.6M | 1.61% | DBT |
| 12 | US TREASURY N/B | 912810SN9 | Apr 2024 | 81,560,000 | $38.5M | 1.60% | DBT |
| 13 | US TREASURY N/B | 912810RY6 | Apr 2024 | 52,750,000 | $36.9M | 1.54% | DBT |
| 14 | US TREASURY N/B | 912810RH3 | Apr 2024 | 47,350,000 | $36.4M | 1.52% | DBT |
| 15 | US TREASURY N/B | 912810SE9 | Apr 2024 | 46,350,000 | $36.3M | 1.51% | DBT |
| 16 | US TREASURY N/B | 912810RE0 | Apr 2024 | 42,400,000 | $35.4M | 1.48% | DBT |
| 17 | US TREASURY N/B | 912810RV2 | Apr 2024 | 47,550,000 | $35.1M | 1.46% | DBT |
| 18 | US TREASURY N/B | 912810RC4 | Apr 2024 | 41,315,000 | $34.6M | 1.44% | DBT |
| 19 | US TREASURY N/B | 912810SF6 | Apr 2024 | 47,000,000 | $34.2M | 1.43% | DBT |
| 20 | US TREASURY N/B | 912810SH2 | Apr 2024 | 47,300,000 | $33.6M | 1.40% | DBT |
| 21 | Barclays Mortgage Loan Trust | 06744FAA2 | Apr 2024 | 18,979,458 | $19.1M | 0.79% | ABS-MBS |
| 22 | Ajax Mortgage Loan Trust | 009926AA4 | Apr 2024 | 12,750,398 | $11.9M | 0.50% | ABS-MBS |
| 23 | Barclays Mortgage Loan Trust | 06744JAA4 | Apr 2024 | 10,816,410 | $10.3M | 0.43% | ABS-O |
| 24 | Ajax Mortgage Loan Trust | 009692AA2 | Apr 2024 | 10,279,878 | $9.4M | 0.39% | ABS-MBS |
| 25 | Soundview Home Equity Loan Tru | 83612CAF6 | Apr 2024 | 11,797,360 | $8.7M | 0.36% | ABS-MBS |
| 26 | Ajax Mortgage Loan Trust | 00971BAA8 | Apr 2024 | 9,172,279 | $8.5M | 0.35% | ABS-MBS |
| 27 | Ajax Mortgage Loan Trust | 009695AA5 | Apr 2024 | 8,357,685 | $7.9M | 0.33% | ABS-MBS |
| 28 | CBAM CLO Management | 12482QAC8 | Apr 2024 | 17,550,000 | $7.6M | 0.32% | ABS-CBDO |
| 29 | Saxon Asset Securities Trust | 80556BAF2 | Apr 2024 | 8,507,004 | $7.6M | 0.32% | ABS-O |
| 30 | Ajax Mortgage Loan Trust | 009691AA4 | Apr 2024 | 7,935,609 | $7.6M | 0.32% | ABS-O |
| 31 | First Franklin Mtg Loan Asset | 320278AE4 | Apr 2024 | 9,144,739 | $7.4M | 0.31% | ABS-O |
| 32 | Structured Asset Securities Co | 863592AB7 | Apr 2024 | 13,255,645 | $7.2M | 0.30% | ABS-MBS |
| 33 | Ajax Mortgage Loan Trust | 009723AA5 | Apr 2024 | 7,474,253 | $7.1M | 0.29% | ABS-MBS |
| 34 | Countrywide Asset-Backed Certi | 23243WAE8 | Apr 2024 | 9,265,544 | $7.0M | 0.29% | ABS-O |
| 35 | Ajax Mortgage Loan Trust | 00971FAA9 | Apr 2024 | 7,231,384 | $6.8M | 0.28% | ABS-MBS |
| 36 | Barclays Mortgage Loan Trust | 06745CAA8 | Apr 2024 | 6,631,204 | $6.3M | 0.26% | ABS-MBS |
| 37 | Bayview Commercial Asset Trust | 07326FAE8 | Apr 2024 | 7,214,468 | $6.2M | 0.26% | ABS-MBS |
| 38 | Romark CLO Ltd | 77587CAE2 | Apr 2024 | 7,500,000 | $6.0M | 0.25% | ABS-CBDO |
| 39 | Progress Residential Trust | 74334DAG8 | Apr 2024 | 6,000,000 | $5.9M | 0.24% | ABS-O |
| 40 | New Residential Mortgage Loan | 64831KAN6 | Apr 2024 | 6,500,000 | $5.7M | 0.24% | ABS-O |
| 41 | Voyager OPTONE Delaware Trust | 92911BAA8 | Apr 2024 | 25,274,074 | $5.7M | 0.24% | ABS-MBS |
| 42 | AMSR Trust | 03217JAG6 | Apr 2024 | 6,000,000 | $5.6M | 0.23% | ABS-O |
| 43 | CIT Mortgage Loan Trust | 12559QAH5 | Apr 2024 | 6,000,000 | $5.5M | 0.23% | ABS-O |
| 44 | Carrington Mortgage Loan Trust | 144527AE8 | Apr 2024 | 7,368,454 | $5.4M | 0.23% | ABS-O |
| 45 | Argent Securities Inc. | 040104MY4 | Apr 2024 | 6,893,865 | $5.4M | 0.22% | ABS-MBS |
| 46 | APS RESECURITIZATION TRUST | 00192JAB2 | Apr 2024 | 14,042,374 | $5.3M | 0.22% | ABS-MBS |
| 47 | Asset Backed Securities Corp H | 04541GVM1 | Apr 2024 | 6,035,015 | $5.1M | 0.21% | ABS-MBS |
| 48 | Atrium CDO Corp | 04965TAC5 | Apr 2024 | 12,131,250 | $5.0M | 0.21% | ABS-CBDO |
| 49 | GSR Mortgage Loan Trust | 3622NCAB2 | Apr 2024 | 8,316,387 | $5.0M | 0.21% | ABS-MBS |
| 50 | Countrywide Asset-Backed Certi | 12666BAF2 | Apr 2024 | 6,268,832 | $5.0M | 0.21% | ABS-O |
| 51 | Pretium Mortgage Credit Partne | 69359QAA2 | Apr 2024 | 5,183,053 | $5.0M | 0.21% | ABS-O |
| 52 | Freddie Mac - SLST | 35564CHL4 | Apr 2024 | 5,130,398 | $5.0M | 0.21% | ABS-MBS |
| 53 | Saluda Grade Alternative Mortg | 79584CAA9 | Apr 2024 | 5,000,000 | $5.0M | 0.21% | ABS-MBS |
| 54 | Progress Residential Trust | 74333CAJ5 | Apr 2024 | 5,000,000 | $4.9M | 0.20% | ABS-O |
| 55 | Progress Residential Trust | 74332YAJ8 | Apr 2024 | 5,000,000 | $4.9M | 0.20% | ABS-O |
| 56 | Countrywide Asset-Backed Certi | 12668HAF7 | Apr 2024 | 6,079,075 | $4.9M | 0.20% | ABS-O |
| 57 | TVC DSCR_21-1: A | 000000000 | Apr 2024 | 5,290,989 | $4.8M | 0.20% | ABS-MBS |
| 58 | GSAA Home Equity Trust | 3622EEAE2 | Apr 2024 | 14,506,716 | $4.8M | 0.20% | ABS-MBS |
| 59 | Pagaya AI Technology in Housin | 69547NAD6 | Apr 2024 | 5,000,000 | $4.8M | 0.20% | ABS-O |
| 60 | PRP Advisors, LLC | 69379TAA2 | Apr 2024 | 4,763,302 | $4.8M | 0.20% | ABS-O |
| 61 | MCM 2021-VFN1: NOTE CMO/WHOLE | 000000000 | Apr 2024 | 4,923,348 | $4.7M | 0.20% | DBT |
| 62 | JPMORGAN CHASE & CO | 48128BAG6 | Apr 2024 | 4,810,000 | $4.7M | 0.20% | DBT |
| 63 | Bear Stearns Asset Backed Secu | 07384YVJ2 | Apr 2024 | 4,650,000 | $4.7M | 0.20% | ABS-O |
| 64 | New Century Home Equity Loan T | 64352VPA3 | Apr 2024 | 5,725,090 | $4.6M | 0.19% | ABS-O |
| 65 | Progress Residential Trust | 74332XAJ0 | Apr 2024 | 4,751,000 | $4.5M | 0.19% | ABS-O |
| 66 | First Franklin Mtg Loan Asset | 362334FV1 | Apr 2024 | 4,896,898 | $4.5M | 0.19% | ABS-O |
| 67 | Cascade MH Asset Trust | 14732FAA0 | Apr 2024 | 4,891,531 | $4.5M | 0.19% | ABS-O |
| 68 | Bayview Commercial Asset Trust | 07326BAA5 | Apr 2024 | 4,767,496 | $4.4M | 0.19% | ABS-MBS |
| 69 | Argent Securities Inc. | 040104QQ7 | Apr 2024 | 4,721,976 | $4.4M | 0.18% | ABS-MBS |
| 70 | New Residential Mortgage Loan | 64830RAJ1 | Apr 2024 | 5,000,000 | $4.4M | 0.18% | ABS-O |
| 71 | Structured Asset Securities Co | 86358BAF9 | Apr 2024 | 2,437,073 | $4.4M | 0.18% | ABS-O |
| 72 | Bayview Financial Acquisition | 073250BE1 | Apr 2024 | 5,343,910 | $4.3M | 0.18% | ABS-MBS |
| 73 | New Residential Mortgage Loan | 64830RAN2 | Apr 2024 | 5,000,000 | $4.2M | 0.18% | ABS-O |
| 74 | WAMU Mortgage Pass-Through Cer | 93364CAC2 | Apr 2024 | 5,327,876 | $4.2M | 0.18% | ABS-MBS |
| 75 | ChaseFlex Trust | 16165VAK4 | Apr 2024 | 11,181,124 | $4.1M | 0.17% | ABS-MBS |
| 76 | Tricon Residential | 89616TAE5 | Apr 2024 | 4,000,000 | $4.0M | 0.17% | ABS-O |
| 77 | Velocity Commercial Capital Lo | 92260AAC3 | Apr 2024 | 3,953,602 | $4.0M | 0.17% | ABS-MBS |
| 78 | Ameriquest Mortgage Securities | 03072SA54 | Apr 2024 | 5,000,000 | $4.0M | 0.17% | ABS-O |
| 79 | tvc mortgage trust | 873059AA7 | Apr 2024 | 3,951,000 | $3.9M | 0.16% | ABS-MBS |
| 80 | Countrywide Alternative Loan T | 02149LAA9 | Apr 2024 | 4,760,782 | $3.9M | 0.16% | ABS-MBS |
| 81 | Carrington Mortgage Loan Trust | 144527AD0 | Apr 2024 | 4,884,740 | $3.9M | 0.16% | ABS-O |
| 82 | First Franklin Mtg Loan Asset | 32027NZN4 | Apr 2024 | 4,406,685 | $3.9M | 0.16% | ABS-O |
| 83 | Residential Funding Mtg Sec I | 749574AC3 | Apr 2024 | 5,583,677 | $3.8M | 0.16% | ABS-MBS |
| 84 | Pretium Mortgage Credit Partne | 74142BAA7 | Apr 2024 | 3,860,570 | $3.8M | 0.16% | ABS-MBS |
| 85 | Vericrest Opportunity Loan Tra | 92873KAA4 | Apr 2024 | 3,992,975 | $3.8M | 0.16% | ABS-O |
| 86 | Structured Asset Investment Lo | 86358EYG5 | Apr 2024 | 4,417,339 | $3.7M | 0.16% | ABS-O |
| 87 | Bear Stearns Asset Backed Secu | 07389RAR7 | Apr 2024 | 2,695,299 | $3.7M | 0.16% | ABS-MBS |
| 88 | Firstkey Homes Trust | 33768NAJ1 | Apr 2024 | 4,000,000 | $3.7M | 0.16% | ABS-O |
| 89 | Credit Suisse Mortgage Trust | 12658XAC1 | Apr 2024 | 3,869,640 | $3.7M | 0.16% | ABS-MBS |
| 90 | Firstkey Homes Trust | 33768NAL6 | Apr 2024 | 4,000,000 | $3.7M | 0.16% | ABS-O |
| 91 | Countrywide Alternative Loan T | 02147VAA9 | Apr 2024 | 6,951,498 | $3.6M | 0.15% | ABS-MBS |
| 92 | Citigroup Mortgage Loan Trust | 17330VAA4 | Apr 2024 | 3,630,751 | $3.6M | 0.15% | ABS-MBS |
| 93 | PRP Advisors, LLC | 693582AA6 | Apr 2024 | 3,641,863 | $3.6M | 0.15% | ABS-O |
| 94 | Verus Securitization Trust | 92538WAE7 | Apr 2024 | 5,000,000 | $3.6M | 0.15% | ABS-MBS |
| 95 | Credit Suisse Mortgage Trust | 12650BAG8 | Apr 2024 | 4,880,859 | $3.5M | 0.15% | ABS-MBS |
| 96 | Homeward Opportunities Fund I | 43789XAE4 | Apr 2024 | 3,690,000 | $3.5M | 0.15% | ABS-MBS |
| 97 | GSAMP Trust | 362429AF9 | Apr 2024 | 3,566,000 | $3.5M | 0.15% | ABS-O |
| 98 | Progress Residential Trust | 74333YAN8 | Apr 2024 | 4,000,000 | $3.4M | 0.14% | ABS-O |
| 99 | Credit Suisse Mortgage Trust | 12651N106 | Apr 2024 | 3,737,040 | $3.4M | 0.14% | ABS-MBS |
| 100 | Progress Residential Trust | 74333YAQ1 | Apr 2024 | 4,000,000 | $3.4M | 0.14% | ABS-O |
| 101 | Long Beach Mortgage Loan Trust | 542514TQ7 | Apr 2024 | 4,292,864 | $3.3M | 0.14% | ABS-O |
| 102 | Legacy Mortgage Asset Trust | 52473FAF2 | Apr 2024 | 3,876,536 | $3.3M | 0.14% | ABS-MBS |
| 103 | Credit Suisse First Boston Mor | 225470RT2 | Apr 2024 | 5,892,556 | $3.3M | 0.14% | ABS-MBS |
| 104 | CIT Mortgage Loan Trust | 12559QAJ1 | Apr 2024 | 3,766,500 | $3.3M | 0.14% | ABS-O |
| 105 | Bayview Commercial Asset Trust | 07325WAE2 | Apr 2024 | 5,728,913 | $3.3M | 0.14% | ABS-MBS |
| 106 | Pretium Mortgage Credit Partne | 740940AA9 | Apr 2024 | 3,286,490 | $3.3M | 0.14% | ABS-O |
| 107 | Velocity Commercial Capital Lo | 92258XAE3 | Apr 2024 | 4,348,087 | $3.3M | 0.14% | ABS-MBS |
| 108 | Morgan Stanley Capital Inc | 617451EG0 | Apr 2024 | 3,571,314 | $3.2M | 0.13% | ABS-O |
| 109 | Washington Mutual Mortgage Pas | 93936PAF5 | Apr 2024 | 3,690,999 | $3.1M | 0.13% | ABS-MBS |
| 110 | Barclays Mortgage Loan Trust | 06745AAA2 | Apr 2024 | 3,161,610 | $3.1M | 0.13% | ABS-MBS |
| 111 | Barclays Mortgage Loan Trust | 06744JAC0 | Apr 2024 | 2,568,574 | $3.1M | 0.13% | ABS-O |
| 112 | Lehman Brothers Small Balance | 52521UAK0 | Apr 2024 | 3,600,000 | $3.1M | 0.13% | ABS-MBS |
| 113 | Credit Suisse Mortgage Trust | 22946BAP1 | Apr 2024 | 3,085,300 | $3.1M | 0.13% | ABS-MBS |
| 114 | Progress Residential Trust | 74333TAN9 | Apr 2024 | 3,500,000 | $3.1M | 0.13% | ABS-O |
| 115 | Home Partners of America Trust | 43730XAG9 | Apr 2024 | 3,652,122 | $3.1M | 0.13% | ABS-O |
| 116 | Residential Asset Securities C | 75405WAH5 | Apr 2024 | 3,825,000 | $3.1M | 0.13% | ABS-MBS |
| 117 | Ajax Mortgage Loan Trust | 009733AC0 | Apr 2024 | 3,048,304 | $3.1M | 0.13% | ABS-MBS |
| 118 | Velocity Commercial Capital Lo | 92259HAG2 | Apr 2024 | 2,984,071 | $3.1M | 0.13% | ABS-MBS |
| 119 | 510 Loan Acquisition Trust | 33831HAA6 | Apr 2024 | 3,099,986 | $3.0M | 0.13% | ABS-O |
| 120 | Verus Securitization Trust | 92537MAF7 | Apr 2024 | 3,343,000 | $3.0M | 0.13% | ABS-MBS |
| 121 | Barclays Mortgage Loan Trust | 06744FAB0 | Apr 2024 | 3,017,556 | $3.0M | 0.13% | ABS-MBS |
| 122 | Countrywide Asset-Backed Certi | 23242EAD1 | Apr 2024 | 3,142,346 | $3.0M | 0.13% | ABS-O |
| 123 | Saluda Grade Alternative Mortg | 795935AA3 | Apr 2024 | 3,000,000 | $3.0M | 0.13% | ABS-MBS |
| 124 | Credit Suisse Mortgage Trust | 12657XAG3 | Apr 2024 | 3,790,395 | $3.0M | 0.12% | ABS-MBS |
| 125 | GSMPS Mortgage Loan Trust | 362341LL1 | Apr 2024 | 3,557,339 | $3.0M | 0.12% | ABS-MBS |
| 126 | Ajax Mortgage Loan Trust | 009723AC1 | Apr 2024 | 2,980,109 | $3.0M | 0.12% | ABS-MBS |
| 127 | JP Morgan Mortgage Trust | 46654CAS4 | Apr 2024 | 3,713,852 | $3.0M | 0.12% | ABS-MBS |
| 128 | Cascade Funding Mortgage Trust | 12530KAC3 | Apr 2024 | 3,400,000 | $2.9M | 0.12% | ABS-O |
| 129 | Cascade Funding Mortgage Trust | 12530BAD1 | Apr 2024 | 3,100,000 | $2.9M | 0.12% | ABS-O |
| 130 | Residential Mortgage Loan Trus | 76123MAF0 | Apr 2024 | 3,750,000 | $2.9M | 0.12% | ABS-MBS |
| 131 | RMF Buyout Issuance Trust | 74969TAE0 | Apr 2024 | 3,500,000 | $2.9M | 0.12% | ABS-O |
| 132 | Saxon Asset Securities Trust | 80556XAJ6 | Apr 2024 | 4,203,683 | $2.9M | 0.12% | ABS-O |
| 133 | Toorak Mortgage Corp. | 872635AE7 | Apr 2024 | 4,000,000 | $2.9M | 0.12% | ABS-MBS |
| 134 | Chase Mortgage Finance Corpora | 16163EAJ7 | Apr 2024 | 5,399,328 | $2.9M | 0.12% | ABS-MBS |
| 135 | Countrywide Home Loans | 126694E95 | Apr 2024 | 9,718,097 | $2.9M | 0.12% | ABS-MBS |
| 136 | Pretium Mortgage Credit Partne | 69381VAA3 | Apr 2024 | 2,955,085 | $2.8M | 0.12% | ABS-O |
| 137 | PRP Advisors, LLC | 69359XAA7 | Apr 2024 | 2,841,372 | $2.8M | 0.12% | ABS-MBS |
| 138 | Structured Asset Investment Lo | 86358EUX2 | Apr 2024 | 4,363,389 | $2.8M | 0.12% | ABS-O |
| 139 | Ajax Mortgage Loan Trust | 009926AG1 | Apr 2024 | 3,400,786 | $2.8M | 0.12% | ABS-MBS |
| 140 | 1TEXAS CAPITAL BANK CLN | 000000000 | Apr 2024 | 2,763,636 | $2.8M | 0.11% | DBT |
| 141 | Countrywide Home Loans | 12544RDH8 | Apr 2024 | 6,545,009 | $2.7M | 0.11% | ABS-MBS |
| 142 | RCO Mortgage LLC | 74934VAA5 | Apr 2024 | 2,828,182 | $2.7M | 0.11% | ABS-O |
| 143 | Countrywide Home Loans | 12669GV81 | Apr 2024 | 4,119,613 | $2.7M | 0.11% | ABS-MBS |
| 144 | Bear Stearns Asset Backed Secu | 0738796S2 | Apr 2024 | 1,811,641 | $2.7M | 0.11% | ABS-MBS |
| 145 | Verus Securitization Trust | 92539FAD5 | Apr 2024 | 2,680,000 | $2.7M | 0.11% | ABS-MBS |
| 146 | Angel Oak Mortgage Trust | 034651AF6 | Apr 2024 | 3,324,000 | $2.7M | 0.11% | ABS-MBS |
| 147 | Velocity Commercial Capital Lo | 92258RAF3 | Apr 2024 | 4,136,112 | $2.7M | 0.11% | ABS-MBS |
| 148 | Credit Suisse Mortgage Trust | 12642MAJ9 | Apr 2024 | 7,024,172 | $2.6M | 0.11% | ABS-MBS |
| 149 | Countrywide Alternative Loan T | 12667G4S9 | Apr 2024 | 4,568,082 | $2.6M | 0.11% | ABS-MBS |
| 150 | Cedar Funding Ltd | 15033AAC0 | Apr 2024 | 9,915,625 | $2.6M | 0.11% | ABS-CBDO |
| 151 | JP Morgan Mortgage Trust | 46653XAF7 | Apr 2024 | 92,372,672 | $2.6M | 0.11% | ABS-MBS |
| 152 | Vista Point Securitization Tru | 92838TAF8 | Apr 2024 | 3,300,000 | $2.6M | 0.11% | ABS-MBS |
| 153 | Ajax Mortgage Loan Trust | 009740AC5 | Apr 2024 | 4,000,000 | $2.6M | 0.11% | ABS-MBS |
| 154 | Countrywide Alternative Loan T | 02146SAA7 | Apr 2024 | 3,371,444 | $2.6M | 0.11% | ABS-MBS |
| 155 | Countrywide Asset-Backed Certi | 12670EAA1 | Apr 2024 | 3,103,847 | $2.6M | 0.11% | ABS-O |
| 156 | Homeward Opportunities Fund I | 43789KAB8 | Apr 2024 | 2,657,338 | $2.6M | 0.11% | ABS-MBS |
| 157 | Home Partners of America Trust | 43732VAL0 | Apr 2024 | 2,883,786 | $2.6M | 0.11% | ABS-O |
| 158 | Firstkey Homes Trust | 33767JAL6 | Apr 2024 | 2,710,000 | $2.6M | 0.11% | ABS-O |
| 159 | Progress Residential Trust | 74333WAN2 | Apr 2024 | 2,938,744 | $2.5M | 0.11% | ABS-O |
| 160 | GCAT | 36167YAH1 | Apr 2024 | 3,437,000 | $2.5M | 0.11% | ABS-MBS |
| 161 | MCM 2021-VFN1: CERT CMO/WHOLE | 000000000 | Apr 2024 | 3,860,965 | $2.5M | 0.11% | DBT |
| 162 | Washington Mutual Mortgage Pas | 93934FKY7 | Apr 2024 | 3,457,605 | $2.5M | 0.10% | ABS-MBS |
| 163 | GSMPS Mortgage Loan Trust | 36242DJQ7 | Apr 2024 | 2,867,032 | $2.5M | 0.10% | ABS-MBS |
| 164 | Yale Mortgage Loan Trust | 984582AA4 | Apr 2024 | 7,967,996 | $2.5M | 0.10% | ABS-MBS |
| 165 | WELLS FARGO & COMPANY | WFC | Apr 2024 | 122,100 | $2.5M | 0.10% | EP |
| 166 | Deephaven Residential Mortgage | 24382JAE6 | Apr 2024 | 3,314,000 | $2.5M | 0.10% | ABS-MBS |
| 167 | Western Alliance Bank | 95763PND9 | Apr 2024 | 2,377,695 | $2.4M | 0.10% | ABS-MBS |
| 168 | Securitized Asset Backed Recei | 81378KAC3 | Apr 2024 | 5,793,391 | $2.4M | 0.10% | ABS-O |
| 169 | Lehman Brothers Small Balance | 52521VAH5 | Apr 2024 | 3,000,000 | $2.4M | 0.10% | ABS-MBS |
| 170 | Morgan Stanley Capital Inc | 617505AA0 | Apr 2024 | 5,757,775 | $2.4M | 0.10% | ABS-O |
| 171 | Velocity Commercial Capital Lo | 92258DAU1 | Apr 2024 | 3,454,616 | $2.4M | 0.10% | ABS-MBS |
| 172 | Morgan Stanley ReRemic Trust | 61759HBE6 | Apr 2024 | 2,343,597 | $2.4M | 0.10% | ABS-MBS |
| 173 | Home Equity Asset Trust | 43710LAD6 | Apr 2024 | 3,087,239 | $2.4M | 0.10% | ABS-MBS |
| 174 | GSAA Home Equity Trust | 362334GQ1 | Apr 2024 | 8,049,570 | $2.4M | 0.10% | ABS-MBS |
| 175 | Firstkey Homes Trust | 33767PAJ7 | Apr 2024 | 2,553,000 | $2.4M | 0.10% | ABS-O |
| 176 | GSMPS Mortgage Loan Trust | 36242DXG3 | Apr 2024 | 2,680,013 | $2.3M | 0.10% | ABS-MBS |
| 177 | Citigroup Mortgage Loan Trust | 17312GAB7 | Apr 2024 | 3,360,607 | $2.3M | 0.10% | ABS-O |
| 178 | GS Mortgage Securities Corp. | 36251QAD4 | Apr 2024 | 3,965,998 | $2.3M | 0.10% | ABS-MBS |
| 179 | Popular ABS Mortgage Pass-Thro | 73316PDT4 | Apr 2024 | 2,955,985 | $2.3M | 0.09% | ABS-O |
| 180 | Residential Mortgage Loan Trus | 76090NAE0 | Apr 2024 | 2,814,000 | $2.2M | 0.09% | ABS-MBS |
| 181 | Velocity Commercial Capital Lo | 92259KAG5 | Apr 2024 | 2,322,897 | $2.2M | 0.09% | ABS-MBS |
| 182 | Verus Securitization Trust | 92537QAH4 | Apr 2024 | 3,162,000 | $2.2M | 0.09% | ABS-MBS |
| 183 | RMF Buyout Issuance Trust | 74969TAG5 | Apr 2024 | 3,177,858 | $2.2M | 0.09% | ABS-O |
| 184 | Pagaya AI Technology in Housin | 69547YAN0 | Apr 2024 | 3,000,000 | $2.2M | 0.09% | ABS-O |
| 185 | Credit Suisse Mortgage Trust | 12648EFN7 | Apr 2024 | 2,241,914 | $2.2M | 0.09% | ABS-MBS |
| 186 | Credit Suisse Mortgage Trust | 12662EAE3 | Apr 2024 | 3,289,850 | $2.2M | 0.09% | ABS-MBS |
| 187 | Banc of America Funding Corpor | 05990QAB9 | Apr 2024 | 2,845,729 | $2.2M | 0.09% | ABS-MBS |
| 188 | BRAVO Residential Funding Trus | 10569EAD3 | Apr 2024 | 2,501,000 | $2.2M | 0.09% | ABS-MBS |
| 189 | Progress Residential Trust | 74333XAN0 | Apr 2024 | 2,500,000 | $2.2M | 0.09% | ABS-O |
| 190 | IndyMac INDX Mortgage Loan Tru | 45669WAD8 | Apr 2024 | 2,487,202 | $2.1M | 0.09% | ABS-MBS |
| 191 | Barclays Mortgage Loan Trust | 06745AAB0 | Apr 2024 | 2,153,762 | $2.1M | 0.09% | ABS-MBS |
| 192 | Morgan Stanley ReRemic Trust | 61690PAB7 | Apr 2024 | 2,336,935 | $2.1M | 0.09% | ABS-MBS |
| 193 | Ajax Mortgage Loan Trust | 009740AE1 | Apr 2024 | 4,041,340 | $2.1M | 0.09% | ABS-MBS |
| 194 | Greenpoint Manufactured Housin | 395386AY1 | Apr 2024 | 4,841,965 | $2.1M | 0.09% | ABS-O |
| 195 | Residential Accredit Loans, In | 761118GC6 | Apr 2024 | 5,081,518 | $2.1M | 0.09% | ABS-MBS |
| 196 | SPRUCE HILL MORTGAGE LOAN TRUS | 85209FAF3 | Apr 2024 | 2,425,000 | $2.1M | 0.09% | ABS-MBS |
| 197 | RCO Mortgage LLC | 754921AA2 | Apr 2024 | 2,069,350 | $2.1M | 0.09% | ABS-O |
| 198 | Progress Residential Trust | 74333QAN5 | Apr 2024 | 2,400,000 | $2.1M | 0.09% | ABS-O |
| 199 | Ajax Mortgage Loan Trust | 009723AB3 | Apr 2024 | 2,042,300 | $2.0M | 0.08% | ABS-MBS |
| 200 | Barclays Mortgage Loan Trust | 06744FAG9 | Apr 2024 | 2,216,500 | $2.0M | 0.08% | ABS-MBS |
| 201 | Chase Mortgage Finance Corpora | 16163YAE4 | Apr 2024 | 2,275,943 | $1.9M | 0.08% | ABS-MBS |
| 202 | Prime Mortgage Trust | 74159UAC1 | Apr 2024 | 2,176,597 | $1.9M | 0.08% | ABS-MBS |
| 203 | Conseco Finance Securitization | 20846QBP2 | Apr 2024 | 11,183,347 | $1.9M | 0.08% | ABS-O |
| 204 | Credit Suisse Mortgage Trust | 12657XAC2 | Apr 2024 | 2,244,775 | $1.9M | 0.08% | ABS-MBS |
| 205 | Countrywide Alternative Loan T | 12668AKU8 | Apr 2024 | 3,590,940 | $1.9M | 0.08% | ABS-MBS |
| 206 | Velocity Commercial Capital Lo | 92258RAH9 | Apr 2024 | 2,728,699 | $1.9M | 0.08% | ABS-MBS |
| 207 | Washington Mutual Mortgage Pas | 93934FJB9 | Apr 2024 | 2,348,355 | $1.9M | 0.08% | ABS-MBS |
| 208 | WAMU Asset-Backed Certificates | 92926SAD8 | Apr 2024 | 5,161,793 | $1.9M | 0.08% | ABS-O |
| 209 | COLT Funding LLC | 19688HAE1 | Apr 2024 | 2,354,000 | $1.9M | 0.08% | ABS-MBS |
| 210 | American Home Mortgage Investm | 026932AC7 | Apr 2024 | 3,294,372 | $1.9M | 0.08% | ABS-MBS |
| 211 | Countrywide Alternative Loan T | 23245QAA7 | Apr 2024 | 2,342,377 | $1.9M | 0.08% | ABS-MBS |
| 212 | Oakwood Mortgage Investors Inc | 67087TBW0 | Apr 2024 | 9,752,270 | $1.9M | 0.08% | ABS-O |
| 213 | Bear Stearns Alt-A Trust | 073868AA9 | Apr 2024 | 2,249,418 | $1.9M | 0.08% | ABS-MBS |
| 214 | Residential Accredit Loans, In | 74922KAE5 | Apr 2024 | 2,605,239 | $1.8M | 0.08% | ABS-MBS |
| 215 | Barclays Mortgage Loan Trust | 06744FAC8 | Apr 2024 | 1,822,054 | $1.8M | 0.08% | ABS-MBS |
| 216 | WAMU Asset-Backed Certificates | 933631AD5 | Apr 2024 | 4,029,544 | $1.8M | 0.08% | ABS-O |
| 217 | Citigroup Mortgage Loan Trust | 17312TAJ2 | Apr 2024 | 2,818,744 | $1.8M | 0.08% | ABS-MBS |
| 218 | Credit Suisse Mortgage Trust | 12659LAF9 | Apr 2024 | 2,400,000 | $1.8M | 0.08% | ABS-MBS |
| 219 | Pretium Mortgage Credit Partne | 69362GAB7 | Apr 2024 | 2,000,000 | $1.8M | 0.08% | ABS-O |
| 220 | Structured Asset Securities Co | 86359DMC8 | Apr 2024 | 2,091,898 | $1.8M | 0.07% | ABS-MBS |
| 221 | AMSR Trust | 00178YAK7 | Apr 2024 | 2,230,000 | $1.8M | 0.07% | ABS-O |
| 222 | Countrywide Alternative Loan T | 02149JAW6 | Apr 2024 | 4,450,119 | $1.8M | 0.07% | ABS-MBS |
| 223 | GCAT | 36166RAF1 | Apr 2024 | 2,000,000 | $1.7M | 0.07% | ABS-MBS |
| 224 | JP Morgan Mortgage Trust | 46631NAK5 | Apr 2024 | 6,185,372 | $1.7M | 0.07% | ABS-MBS |
| 225 | Freddie Mac - SCRT | 35563PCJ6 | Apr 2024 | 16,182,379 | $1.7M | 0.07% | ABS-MBS |
| 226 | Western Alliance Bank | 95763PNC1 | Apr 2024 | 1,689,793 | $1.7M | 0.07% | ABS-MBS |
| 227 | Residential Asset Securities C | 75406EAF8 | Apr 2024 | 1,768,896 | $1.7M | 0.07% | ABS-MBS |
| 228 | WAMU Mortgage Pass-Through Cer | 93364BAC4 | Apr 2024 | 2,192,216 | $1.7M | 0.07% | ABS-MBS |
| 229 | Residential Mortgage Loan Trus | 76119CAF8 | Apr 2024 | 2,150,000 | $1.7M | 0.07% | ABS-MBS |
| 230 | AMSR Trust | 00180AAG4 | Apr 2024 | 1,750,000 | $1.7M | 0.07% | ABS-O |
| 231 | Merit Securities Corporation | 589962CW7 | Apr 2024 | 1,915,386 | $1.7M | 0.07% | ABS-O |
| 232 | Velocity Commercial Capital Lo | 92259KAK6 | Apr 2024 | 1,865,845 | $1.7M | 0.07% | ABS-MBS |
| 233 | Impac Secured Assets Corp. | 45256VAD9 | Apr 2024 | 1,628,717 | $1.6M | 0.07% | ABS-MBS |
| 234 | Barclays Mortgage Loan Trust | 06745AAC8 | Apr 2024 | 1,644,930 | $1.6M | 0.07% | ABS-MBS |
| 235 | CARNIVAL HLDGS BM LTD | 14366RAA7 | Apr 2024 | 1,500,000 | $1.6M | 0.07% | DBT |
| 236 | Barclays Mortgage Loan Trust | 06744FAD6 | Apr 2024 | 1,605,000 | $1.6M | 0.07% | ABS-MBS |
| 237 | Residential Accredit Loans, In | 76110H4E6 | Apr 2024 | 3,517,771 | $1.6M | 0.07% | ABS-MBS |
| 238 | Ajax Mortgage Loan Trust | 009926AE6 | Apr 2024 | 2,264,500 | $1.6M | 0.07% | ABS-MBS |
| 239 | TRUIST FINANCIAL CORP | 89832QAD1 | Apr 2024 | 1,650,000 | $1.6M | 0.07% | DBT |
| 240 | IndyMac INDX Mortgage Loan Tru | 45670AAB7 | Apr 2024 | 1,362,495 | $1.6M | 0.07% | ABS-MBS |
| 241 | First Franklin Mtg Loan Asset | 32029GAD6 | Apr 2024 | 3,349,119 | $1.6M | 0.07% | ABS-O |
| 242 | MASTR Reperforming Loan Trust | 57643QAH8 | Apr 2024 | 2,241,683 | $1.6M | 0.07% | ABS-MBS |
| 243 | COLT Funding LLC | 12663GAC1 | Apr 2024 | 1,599,272 | $1.6M | 0.07% | ABS-MBS |
| 244 | HARVEST MIDSTREAM I LP | 417558AA1 | Apr 2024 | 1,575,000 | $1.6M | 0.07% | DBT |
| 245 | Citicorp Mortgage Securities, | 17314DAA4 | Apr 2024 | 2,068,078 | $1.6M | 0.07% | ABS-MBS |
| 246 | Countrywide Alternative Loan T | 02151UAS5 | Apr 2024 | 3,444,917 | $1.5M | 0.06% | ABS-MBS |
| 247 | Freddie Mac - SCRT | 35563PFX2 | Apr 2024 | 4,679,928 | $1.5M | 0.06% | ABS-MBS |
| 248 | Countrywide Home Loans | 126694N46 | Apr 2024 | 1,686,090 | $1.5M | 0.06% | ABS-MBS |
| 249 | Freddie Mac - STACR | 3137G0MY2 | Apr 2024 | 1,345,307 | $1.5M | 0.06% | ABS-MBS |
| 250 | Long Beach Mortgage Loan Trust | 54251WAD4 | Apr 2024 | 4,855,753 | $1.5M | 0.06% | ABS-O |
| 251 | Tricon Residential | 89616QAF8 | Apr 2024 | 1,600,000 | $1.5M | 0.06% | ABS-O |
| 252 | Ajax Mortgage Loan Trust | 009695AG2 | Apr 2024 | 2,128,000 | $1.5M | 0.06% | ABS-MBS |
| 253 | Citicorp Mortgage Securities, | 17313VAA5 | Apr 2024 | 1,765,312 | $1.5M | 0.06% | ABS-MBS |
| 254 | Countrywide Alternative Loan T | 021464AA0 | Apr 2024 | 1,692,237 | $1.5M | 0.06% | ABS-MBS |
| 255 | Velocity Commercial Capital Lo | 92259MAY2 | Apr 2024 | 2,243,267 | $1.5M | 0.06% | ABS-MBS |
| 256 | Countrywide Alternative Loan T | 02151BBG2 | Apr 2024 | 4,031,330 | $1.5M | 0.06% | ABS-MBS |
| 257 | AMSR Trust | 00178YAG6 | Apr 2024 | 1,800,000 | $1.5M | 0.06% | ABS-O |
| 258 | UNICREDIT SPA | 904678AF6 | Apr 2024 | 1,525,000 | $1.5M | 0.06% | DBT |
| 259 | Progress Residential Trust | 74331UAL2 | Apr 2024 | 1,548,000 | $1.5M | 0.06% | ABS-O |
| 260 | Ajax Mortgage Loan Trust | 00971FAC5 | Apr 2024 | 2,001,172 | $1.5M | 0.06% | ABS-MBS |
| 261 | Tricon American Homes | 89613GAF3 | Apr 2024 | 1,520,000 | $1.5M | 0.06% | ABS-O |
| 262 | Velocity Commercial Capital Lo | 92258DAR8 | Apr 2024 | 1,969,995 | $1.4M | 0.06% | ABS-MBS |
| 263 | HSI Asset Loan Obligation | 40431KAC4 | Apr 2024 | 4,419,249 | $1.4M | 0.06% | ABS-MBS |
| 264 | Chase Mortgage Finance Corpora | 161636AA3 | Apr 2024 | 3,547,411 | $1.4M | 0.06% | ABS-MBS |
| 265 | NAVIENT CORP | 63938CAH1 | Apr 2024 | 1,400,000 | $1.4M | 0.06% | DBT |
| 266 | Bayview Financial Revolving Mo | 073250CB6 | Apr 2024 | 1,390,885 | $1.4M | 0.06% | ABS-MBS |
| 267 | Tricon Residential | 89614YAG1 | Apr 2024 | 1,500,000 | $1.4M | 0.06% | ABS-O |
| 268 | CHARLES SCHWAB CORP | 808513BJ3 | Apr 2024 | 1,670,000 | $1.4M | 0.06% | DBT |
| 269 | Lehman XS Trust | 52525AAA2 | Apr 2024 | 1,437,833 | $1.4M | 0.06% | ABS-O |
| 270 | Deephaven Residential Mortgage | 24380VAE1 | Apr 2024 | 1,626,000 | $1.4M | 0.06% | ABS-MBS |
| 271 | NEW ENTERPRISE STONE & L | 644274AH5 | Apr 2024 | 1,425,000 | $1.3M | 0.06% | DBT |
| 272 | Pretium Mortgage Credit Partne | 69362GAA9 | Apr 2024 | 1,372,727 | $1.3M | 0.06% | ABS-O |
| 273 | NCR VOYIX CORP | 62886EBA5 | Apr 2024 | 1,450,000 | $1.3M | 0.06% | DBT |
| 274 | FRTKL | 30322DAL3 | Apr 2024 | 1,500,000 | $1.3M | 0.06% | ABS-O |
| 275 | Citigroup Mortgage Loan Trust | 17313NAA3 | Apr 2024 | 2,750,297 | $1.3M | 0.06% | ABS-MBS |
| 276 | Fremont Home Loan Trust | 35729PMF4 | Apr 2024 | 1,500,000 | $1.3M | 0.05% | ABS-O |
| 277 | PACTIV EVERGREEN GROUP | 69527AAA4 | Apr 2024 | 1,425,000 | $1.3M | 0.05% | DBT |
| 278 | COGENT COMMUNICATIONS GR | 19240CAE3 | Apr 2024 | 1,325,000 | $1.3M | 0.05% | DBT |
| 279 | Credit Suisse First Boston Mor | 225470FK4 | Apr 2024 | 6,035,465 | $1.3M | 0.05% | ABS-MBS |
| 280 | Romark CLO Ltd | 77587FAA3 | Apr 2024 | 5,000,000 | $1.3M | 0.05% | ABS-CBDO |
| 281 | Morgan Stanley Capital Inc | 61757MAC2 | Apr 2024 | 1,385,307 | $1.3M | 0.05% | ABS-O |
| 282 | Velocity Commercial Capital Lo | 92259TAN1 | Apr 2024 | 1,800,608 | $1.3M | 0.05% | ABS-MBS |
| 283 | Ajax Mortgage Loan Trust | 00971BAG5 | Apr 2024 | 1,921,100 | $1.3M | 0.05% | ABS-MBS |
| 284 | Velocity Commercial Capital Lo | 92258WAG0 | Apr 2024 | 1,239,676 | $1.2M | 0.05% | ABS-MBS |
| 285 | BCAP LLC Trust | 05539BAE4 | Apr 2024 | 1,787,774 | $1.2M | 0.05% | ABS-MBS |
| 286 | Velocity Commercial Capital Lo | 92258WAK1 | Apr 2024 | 1,239,676 | $1.2M | 0.05% | ABS-MBS |
| 287 | Credit-Based Asset Servicing a | 1248RHAD9 | Apr 2024 | 1,942,638 | $1.2M | 0.05% | ABS-O |
| 288 | Barclays Mortgage Loan Trust | 06745AAD6 | Apr 2024 | 1,243,200 | $1.2M | 0.05% | ABS-MBS |
| 289 | Countrywide Alternative Loan T | 02149JAU0 | Apr 2024 | 2,334,511 | $1.2M | 0.05% | ABS-MBS |
| 290 | CRESCENT ENERGY FINANCE | 45344LAC7 | Apr 2024 | 1,150,000 | $1.2M | 0.05% | DBT |
| 291 | HarborView Mortgage Loan Trust | 41164YAC5 | Apr 2024 | 1,360,134 | $1.2M | 0.05% | ABS-MBS |
| 292 | Romark CLO Ltd | 77587VAA8 | Apr 2024 | 5,000,000 | $1.2M | 0.05% | ABS-CBDO |
| 293 | BROOKFIELD RESID PROPERT | 11283YAB6 | Apr 2024 | 1,250,000 | $1.2M | 0.05% | DBT |
| 294 | Ajax Mortgage Loan Trust | 009733AB2 | Apr 2024 | 1,230,360 | $1.2M | 0.05% | ABS-MBS |
| 295 | Velocity Commercial Capital Lo | 92257CAE0 | Apr 2024 | 1,450,418 | $1.2M | 0.05% | ABS-MBS |
| 296 | Countrywide Alternative Loan T | 02147MAJ0 | Apr 2024 | 2,886,755 | $1.2M | 0.05% | ABS-MBS |
| 297 | CIMPRESS PLC | 17186HAG7 | Apr 2024 | 1,200,000 | $1.2M | 0.05% | DBT |
| 298 | PENN ENTERTAINMENT INC | 707569AS8 | Apr 2024 | 1,250,000 | $1.2M | 0.05% | DBT |
| 299 | PERFORMANCE FOOD GROUP I | 69346VAA7 | Apr 2024 | 1,221,000 | $1.2M | 0.05% | DBT |
| 300 | CHURCHILL DOWNS INC | 171484AE8 | Apr 2024 | 1,250,000 | $1.2M | 0.05% | DBT |
| 301 | CAMELOT RETURN MERGER SU | 13323NAA0 | Apr 2024 | 1,200,000 | $1.2M | 0.05% | DBT |
| 302 | Ajax Mortgage Loan Trust | 00971BAH3 | Apr 2024 | 1,514,543 | $1.2M | 0.05% | ABS-MBS |
| 303 | Barclays Mortgage Loan Trust | 06745AAG9 | Apr 2024 | 1,424,300 | $1.2M | 0.05% | ABS-MBS |
| 304 | Merrill Lynch Alternative Note | 59024BAB9 | Apr 2024 | 1,497,817 | $1.2M | 0.05% | ABS-MBS |
| 305 | MEDLINE BORROWER LP | 62482BAA0 | Apr 2024 | 1,300,000 | $1.2M | 0.05% | DBT |
| 306 | Barclays Mortgage Loan Trust | 06745AAJ3 | Apr 2024 | 23,748,395 | $1.2M | 0.05% | ABS-MBS |
| 307 | First Franklin Mtg Loan Asset | 32027NDU2 | Apr 2024 | 1,216,759 | $1.2M | 0.05% | ABS-O |
| 308 | Lehman ABS Manufactured Housin | 52519SAL7 | Apr 2024 | 1,151,174 | $1.2M | 0.05% | ABS-O |
| 309 | AMN HEALTHCARE INC | 00175PAB9 | Apr 2024 | 1,225,000 | $1.2M | 0.05% | DBT |
| 310 | Freddie Mac - SCRT | 35563PCG2 | Apr 2024 | 10,569,317 | $1.1M | 0.05% | ABS-MBS |
| 311 | Residential Funding Mtg Sec I | 76111XYH0 | Apr 2024 | 1,874,412 | $1.1M | 0.05% | ABS-MBS |
| 312 | TVC DSCR_21-1: CERT | 000000000 | Apr 2024 | 1,322,747 | $1.1M | 0.05% | ABS-MBS |
| 313 | SIX FLAGS ENTERTAINMENT | 83001AAB8 | Apr 2024 | 1,155,000 | $1.1M | 0.05% | DBT |
| 314 | NOVELIS CORP | 670001AH9 | Apr 2024 | 1,350,000 | $1.1M | 0.05% | DBT |
| 315 | OPEN TEXT HOLDINGS INC | 683720AC0 | Apr 2024 | 1,325,000 | $1.1M | 0.05% | DBT |
| 316 | Countrywide Alternative Loan T | 23244FAA2 | Apr 2024 | 1,496,083 | $1.1M | 0.05% | ABS-MBS |
| 317 | CLEAR CHANNEL OUTDOOR HO | 18453HAA4 | Apr 2024 | 1,200,000 | $1.1M | 0.05% | DBT |
| 318 | Countrywide Alternative Loan T | 12668BLF8 | Apr 2024 | 2,820,347 | $1.1M | 0.05% | ABS-MBS |
| 319 | Residential Accredit Loans, In | 761118NB0 | Apr 2024 | 1,276,886 | $1.1M | 0.05% | ABS-MBS |
| 320 | Ajax Mortgage Loan Trust | 009692AE4 | Apr 2024 | 1,605,800 | $1.1M | 0.05% | ABS-MBS |
| 321 | Barclays Mortgage Loan Trust | 06745CAB6 | Apr 2024 | 1,187,900 | $1.1M | 0.05% | ABS-MBS |
| 322 | KAISER ALUMINUM CORP | 483007AL4 | Apr 2024 | 1,250,000 | $1.1M | 0.05% | DBT |
| 323 | Countrywide Alternative Loan T | 12668BYM9 | Apr 2024 | 2,367,210 | $1.1M | 0.05% | ABS-MBS |
| 324 | Washington Mutual Mortgage Pas | 93934FFD9 | Apr 2024 | 1,498,116 | $1.1M | 0.05% | ABS-MBS |
| 325 | TALLGRASS NRG PRTNR/FIN | 87470LAJ0 | Apr 2024 | 1,150,000 | $1.1M | 0.05% | DBT |
| 326 | BankAmerica Manufactured Housi | 06606FAM3 | Apr 2024 | 5,740,000 | $1.1M | 0.04% | ABS-O |
| 327 | Barclays Mortgage Loan Trust | 06744JAB2 | Apr 2024 | 1,177,500 | $1.1M | 0.04% | ABS-O |
| 328 | Velocity Commercial Capital Lo | 92259BAN0 | Apr 2024 | 1,283,952 | $1.1M | 0.04% | ABS-MBS |
| 329 | Ajax Mortgage Loan Trust | 009695AE7 | Apr 2024 | 1,392,000 | $1.1M | 0.04% | ABS-MBS |
| 330 | Merrill Lynch Mortgage Investo | 59023FAD7 | Apr 2024 | 6,969,848 | $1.1M | 0.04% | ABS-O |
| 331 | CALPINE CORP | 131347CQ7 | Apr 2024 | 1,175,000 | $1.1M | 0.04% | DBT |
| 332 | GSAA Home Equity Trust | 362341B32 | Apr 2024 | 2,463,906 | $1.1M | 0.04% | ABS-MBS |
| 333 | BUILDERS FIRSTSOURCE INC | 12008RAP2 | Apr 2024 | 1,200,000 | $1.0M | 0.04% | DBT |
| 334 | Ajax Mortgage Loan Trust | 00971FAB7 | Apr 2024 | 1,080,800 | $1.0M | 0.04% | ABS-MBS |
| 335 | PRESTIGE BRANDS INC | 74112BAM7 | Apr 2024 | 1,225,000 | $1.0M | 0.04% | DBT |
| 336 | CHNGE Mortgage Trust 2022-1 | 17030JAA4 | Apr 2024 | 1,153,046 | $1.0M | 0.04% | ABS-MBS |
| 337 | New Residential Mortgage Loan | 64830VAF0 | Apr 2024 | 1,389,000 | $1.0M | 0.04% | ABS-MBS |
| 338 | Countrywide Home Loans | 22239EAG1 | Apr 2024 | 1,253,376 | $1.0M | 0.04% | ABS-MBS |
| 339 | VITAL ENERGY INC | 516806AJ5 | Apr 2024 | 950,000 | $1.0M | 0.04% | DBT |
| 340 | Banc of America Alternative Lo | 059469AD8 | Apr 2024 | 3,587,784 | $1.0M | 0.04% | ABS-MBS |
| 341 | Countrywide Asset-Backed Certi | 12666TAD8 | Apr 2024 | 1,088,453 | $1.0M | 0.04% | ABS-O |
| 342 | Velocity Commercial Capital Lo | 92257CAD2 | Apr 2024 | 1,215,880 | $1.0M | 0.04% | ABS-MBS |
| 343 | CCO HLDGS LLC/CAP CORP | 1248EPCE1 | Apr 2024 | 1,250,000 | $1.0M | 0.04% | DBT |
| 344 | ROYAL CARIBBEAN CRUISES | 780153BR2 | Apr 2024 | 950,000 | $1.0M | 0.04% | DBT |
| 345 | HANESBRANDS INC | 410345AL6 | Apr 2024 | 1,050,000 | $1.0M | 0.04% | DBT |
| 346 | DYE & DURHAM LIMITED | 267486AA6 | Apr 2024 | 1,000,000 | $1.0M | 0.04% | DBT |
| 347 | SERVICE PROPERTIES TRUST | 81761LAA0 | Apr 2024 | 1,000,000 | $1.0M | 0.04% | DBT |
| 348 | HILCORP ENERGY I/HILCORP | 431318AV6 | Apr 2024 | 1,050,000 | $1.0M | 0.04% | DBT |
| 349 | BATH & BODY WORKS INC | 501797AW4 | Apr 2024 | 1,000,000 | $999K | 0.04% | DBT |
| 350 | MASTR Asset Backed Securities | 576456AA5 | Apr 2024 | 1,169,048 | $997K | 0.04% | ABS-MBS |
| 351 | WYNN RESORTS FINANCE LLC | 983133AA7 | Apr 2024 | 1,075,000 | $997K | 0.04% | DBT |
| 352 | BLUE RACER MID LLC/FINAN | 095796AE8 | Apr 2024 | 1,000,000 | $997K | 0.04% | DBT |
| 353 | Structured Asset Mortgage Inve | 86360JAN1 | Apr 2024 | 2,905,936 | $993K | 0.04% | ABS-MBS |
| 354 | AMERICAN AIRLINES/AADVAN | 00253XAB7 | Apr 2024 | 1,025,000 | $993K | 0.04% | DBT |
| 355 | NORTHERN OIL & GAS INC | 665531AG4 | Apr 2024 | 975,000 | $989K | 0.04% | DBT |
| 356 | Apidos CLO Ltd | 03764WAG4 | Apr 2024 | 1,000,000 | $989K | 0.04% | ABS-CBDO |
| 357 | JAGUAR LAND ROVER AUTOMO | 47010BAM6 | Apr 2024 | 1,050,000 | $987K | 0.04% | DBT |
| 358 | HILTON GRAND VAC BOR ESC | 43284MAB4 | Apr 2024 | 1,125,000 | $980K | 0.04% | DBT |
| 359 | Conseco Financial Corp | 393505B27 | Apr 2024 | 1,034,007 | $975K | 0.04% | ABS-O |
| 360 | Angel Oak Mortgage Trust | 03463WAE3 | Apr 2024 | 1,000,000 | $975K | 0.04% | ABS-MBS |
| 361 | VENTURE GLOBAL LNG INC | 92332YAA9 | Apr 2024 | 950,000 | $971K | 0.04% | DBT |
| 362 | Countrywide Home Loans | 12545AAM6 | Apr 2024 | 2,295,466 | $969K | 0.04% | ABS-MBS |
| 363 | INTESA SANPAOLO SPA | 46115HBS5 | Apr 2024 | 1,350,000 | $969K | 0.04% | DBT |
| 364 | STATION CASINOS LLC | 857691AH2 | Apr 2024 | 1,100,000 | $965K | 0.04% | DBT |
| 365 | MASTR Asset Securitization Tru | 55292AAD0 | Apr 2024 | 4,203,122 | $965K | 0.04% | ABS-MBS |
| 366 | CAESARS ENTERTAIN INC | 28470RAK8 | Apr 2024 | 951,000 | $964K | 0.04% | DBT |
| 367 | JP Morgan Mortgage Trust | 46653XAR1 | Apr 2024 | 97,806,314 | $959K | 0.04% | ABS-MBS |
| 368 | Countrywide Alternative Loan T | 12668BXF5 | Apr 2024 | 2,414,680 | $958K | 0.04% | ABS-MBS |
| 369 | American Home Mortgage Assets | 02660XAA2 | Apr 2024 | 1,149,343 | $957K | 0.04% | ABS-MBS |
| 370 | ARCHROCK PARTNERS LP/FIN | 03959KAC4 | Apr 2024 | 975,000 | $955K | 0.04% | DBT |
| 371 | SIRIUS XM RADIO INC | 82967NBL1 | Apr 2024 | 1,025,000 | $955K | 0.04% | DBT |
| 372 | OLYMPUS WTR US HLDG CORP | 25259KAA8 | Apr 2024 | 900,000 | $955K | 0.04% | DBT |
| 373 | ROCKET SOFTWARE INC | 77314EAB4 | Apr 2024 | 950,000 | $954K | 0.04% | DBT |
| 374 | SMYRNA READY MIX CONCRET | 83283WAE3 | Apr 2024 | 900,000 | $951K | 0.04% | DBT |
| 375 | Barclays Mortgage Loan Trust | 06744FAE4 | Apr 2024 | 963,000 | $950K | 0.04% | ABS-MBS |
| 376 | Ajax Mortgage Loan Trust | 00971BAE0 | Apr 2024 | 1,287,100 | $950K | 0.04% | ABS-MBS |
| 377 | JP Morgan Mortgage Trust | 46654CAU9 | Apr 2024 | 1,212,573 | $947K | 0.04% | ABS-MBS |
| 378 | JP Morgan Mortgage Trust | 46653XAV2 | Apr 2024 | 1,255,883 | $944K | 0.04% | ABS-MBS |
| 379 | Washington Mutual Mortgage Pas | 93934FHV7 | Apr 2024 | 1,155,751 | $942K | 0.04% | ABS-MBS |
| 380 | Morgan Stanley Mortgage Loan T | 61749EAE7 | Apr 2024 | 3,985,112 | $936K | 0.04% | ABS-MBS |
| 381 | Ajax Mortgage Loan Trust | 009695AH0 | Apr 2024 | 1,044,150 | $936K | 0.04% | ABS-MBS |
| 382 | Prime Mortgage Trust | 74159UAD9 | Apr 2024 | 1,125,028 | $934K | 0.04% | ABS-MBS |
| 383 | MORGAN STANLEY | MS | Apr 2024 | 38,900 | $932K | 0.04% | EP |
| 384 | CIVITAS RESOURCES INC | 17888HAC7 | Apr 2024 | 875,000 | $932K | 0.04% | DBT |
| 385 | TRINET GROUP INC | 896288AC1 | Apr 2024 | 925,000 | $930K | 0.04% | DBT |
| 386 | ORGANON & CO/ORG | 68622TAB7 | Apr 2024 | 1,075,000 | $929K | 0.04% | DBT |
| 387 | H&E EQUIPMENT SERVICES | 404030AJ7 | Apr 2024 | 1,050,000 | $928K | 0.04% | DBT |
| 388 | Velocity Commercial Capital Lo | 92259HAN7 | Apr 2024 | 995,685 | $926K | 0.04% | ABS-MBS |
| 389 | Credit Suisse Mortgage Trust | 126380AC8 | Apr 2024 | 1,116,440 | $925K | 0.04% | ABS-MBS |
| 390 | EQM MIDSTREAM PARTNERS L | 26885BAE0 | Apr 2024 | 925,000 | $913K | 0.04% | DBT |
| 391 | NCL CORPORATION LTD | 62886HBL4 | Apr 2024 | 875,000 | $913K | 0.04% | DBT |
| 392 | Adjustable Rate Mortgage Trust | 007037AD6 | Apr 2024 | 1,436,104 | $901K | 0.04% | ABS-MBS |
| 393 | Velocity Commercial Capital Lo | 92257CAC4 | Apr 2024 | 1,039,846 | $899K | 0.04% | ABS-MBS |
| 394 | DARLING INGREDIENTS INC | 237266AJ0 | Apr 2024 | 925,000 | $899K | 0.04% | DBT |
| 395 | Banc of America Funding Corpor | 05951FAG9 | Apr 2024 | 1,038,190 | $897K | 0.04% | ABS-MBS |
| 396 | TENET HEALTHCARE CORP | 88033GDB3 | Apr 2024 | 925,000 | $896K | 0.04% | DBT |
| 397 | CONNECT FINCO SARL/CONNE | 20752TAA2 | Apr 2024 | 925,000 | $896K | 0.04% | DBT |
| 398 | ASCENT RESOURCES/ARU FIN | 04364VAR4 | Apr 2024 | 875,000 | $893K | 0.04% | DBT |
| 399 | Bear Stearns Asset Backed Secu | 073879VJ4 | Apr 2024 | 908,185 | $892K | 0.04% | ABS-MBS |
| 400 | Countrywide Alternative Loan T | 12668BAA1 | Apr 2024 | 1,781,426 | $892K | 0.04% | ABS-MBS |
| 401 | Velocity Commercial Capital Lo | 92259MAS5 | Apr 2024 | 1,241,259 | $890K | 0.04% | ABS-MBS |
| 402 | Barclays Mortgage Loan Trust | 06744FAJ3 | Apr 2024 | 29,413,669 | $890K | 0.04% | ABS-MBS |
| 403 | Progress Residential Trust | 74334FAJ7 | Apr 2024 | 925,000 | $890K | 0.04% | ABS-O |
| 404 | Structured Asset Mortgage Inve | 86364NAA6 | Apr 2024 | 1,009,695 | $887K | 0.04% | ABS-MBS |
| 405 | BREAD FINANCIAL HLDGS | 018581AP3 | Apr 2024 | 850,000 | $884K | 0.04% | DBT |
| 406 | TEGNA INC | 87901JAH8 | Apr 2024 | 1,000,000 | $881K | 0.04% | DBT |
| 407 | OPEN TEXT HOLDINGS INC | 683720AA4 | Apr 2024 | 1,000,000 | $878K | 0.04% | DBT |
| 408 | Tricon Residential | 89614YAH9 | Apr 2024 | 968,000 | $870K | 0.04% | ABS-O |
| 409 | JP Morgan Mortgage Trust | 46654CAF2 | Apr 2024 | 30,576,627 | $867K | 0.04% | ABS-MBS |
| 410 | UNITED WHOLESALE MTGE LL | 913229AA8 | Apr 2024 | 925,000 | $859K | 0.04% | DBT |
| 411 | Velocity Commercial Capital Lo | 92257CAF7 | Apr 2024 | 1,014,474 | $857K | 0.04% | ABS-MBS |
| 412 | ERO COPPER CORP | 296006AA7 | Apr 2024 | 900,000 | $852K | 0.04% | DBT |
| 413 | Freddie Mac - SCRT | 35563PGW3 | Apr 2024 | 2,600,519 | $849K | 0.04% | ABS-MBS |
| 414 | TRANSDIGM INC | 893647BV8 | Apr 2024 | 850,000 | $848K | 0.04% | DBT |
| 415 | Structured Adjustable Rate Mor | 863579Y69 | Apr 2024 | 1,552,811 | $846K | 0.04% | ABS-MBS |
| 416 | JP Morgan Mortgage Trust | 46654CAR6 | Apr 2024 | 59,930,244 | $845K | 0.04% | ABS-MBS |
| 417 | LCM INVESTMENTS HOLDINGS | 50190EAA2 | Apr 2024 | 925,000 | $845K | 0.04% | DBT |
| 418 | BARCLAYS CAPITAL INC. | 000000000 | Apr 2024 | 1 | $840K | 0.04% | DIR |
| 419 | Credit Suisse Mortgage Trust | 12657XAP3 | Apr 2024 | 2,687,248 | $839K | 0.04% | ABS-MBS |
| 420 | Washington Mutual Mortgage Pas | 93935BAD2 | Apr 2024 | 3,675,993 | $838K | 0.03% | ABS-MBS |
| 421 | GSR Mortgage Loan Trust | 36298NAZ7 | Apr 2024 | 2,499,964 | $834K | 0.03% | ABS-MBS |
| 422 | RHP HOTEL PPTY/RHP FINAN | 749571AK1 | Apr 2024 | 850,000 | $833K | 0.03% | DBT |
| 423 | ABC SUPPLY CO INC | 024747AG2 | Apr 2024 | 950,000 | $833K | 0.03% | DBT |
| 424 | WR GRACE HOLDING LLC | 92943GAD3 | Apr 2024 | 875,000 | $830K | 0.03% | DBT |
| 425 | CLOUD SOFTWARE GRP INC | 88632QAE3 | Apr 2024 | 875,000 | $829K | 0.03% | DBT |
| 426 | SELECT MEDICAL CORP | 816196AT6 | Apr 2024 | 825,000 | $825K | 0.03% | DBT |
| 427 | USA COM PART/USA COM FIN | 91740PAF5 | Apr 2024 | 825,000 | $824K | 0.03% | DBT |
| 428 | ACRISURE LLC / FIN INC | 00489LAH6 | Apr 2024 | 900,000 | $815K | 0.03% | DBT |
| 429 | MIWD HLDCO II/MIWD FIN | 55337PAA0 | Apr 2024 | 900,000 | $815K | 0.03% | DBT |
| 430 | FRONTIER COMMUNICATIONS | 35908MAD2 | Apr 2024 | 800,000 | $815K | 0.03% | DBT |
| 431 | ROYAL CARIBBEAN CRUISES | 780153BU5 | Apr 2024 | 825,000 | $814K | 0.03% | DBT |
| 432 | ZIPRECRUITER INC | 98980BAA1 | Apr 2024 | 925,000 | $813K | 0.03% | DBT |
| 433 | SCIH SALT HOLDINGS INC | 78433BAA6 | Apr 2024 | 875,000 | $812K | 0.03% | DBT |
| 434 | VITAL ENERGY INC | 516806AK2 | Apr 2024 | 800,000 | $812K | 0.03% | DBT |
| 435 | Velocity Commercial Capital Lo | 92259MAV8 | Apr 2024 | 1,160,940 | $810K | 0.03% | ABS-MBS |
| 436 | CHESAPEAKE ENERGY CORP | 165167DG9 | Apr 2024 | 825,000 | $808K | 0.03% | DBT |
| 437 | ICAHN ENTERPRISES/FIN | 451102CD7 | Apr 2024 | 775,000 | $804K | 0.03% | DBT |
| 438 | UNITI GROUP/CSL CAPITAL | 91327TAA9 | Apr 2024 | 775,000 | $803K | 0.03% | DBT |
| 439 | Wells Fargo Mortgage Backed Se | 94985QAB0 | Apr 2024 | 1,000,118 | $801K | 0.03% | ABS-MBS |
| 440 | Bayview Commercial Asset Trust | 07324YAK5 | Apr 2024 | 846,590 | $800K | 0.03% | ABS-MBS |
| 441 | EDGEWELL PERSONAL CARE | 28035QAB8 | Apr 2024 | 882,000 | $798K | 0.03% | DBT |
| 442 | CBS Commercial Small Balance C | 14984WAA8 | Apr 2024 | 873,423 | $797K | 0.03% | ABS-MBS |
| 443 | GSMPS Mortgage Loan Trust | 3623413C1 | Apr 2024 | 999,230 | $796K | 0.03% | ABS-MBS |
| 444 | POST HOLDINGS INC | 737446AQ7 | Apr 2024 | 875,000 | $789K | 0.03% | DBT |
| 445 | IRON MOUNTAIN INC | 46284VAJ0 | Apr 2024 | 850,000 | $789K | 0.03% | DBT |
| 446 | FORTREA HOLDINGS INC | 34965KAA5 | Apr 2024 | 775,000 | $783K | 0.03% | DBT |
| 447 | Barclays Mortgage Loan Trust | 06745CAC4 | Apr 2024 | 2,064,819 | $778K | 0.03% | ABS-MBS |
| 448 | Barclays Mortgage Loan Trust | 06744FAF1 | Apr 2024 | 810,100 | $776K | 0.03% | ABS-MBS |
| 449 | Countrywide Alternative Loan T | 02150LAE7 | Apr 2024 | 1,728,933 | $774K | 0.03% | ABS-MBS |
| 450 | Structured Adjustable Rate Mor | 863579RP5 | Apr 2024 | 992,054 | $770K | 0.03% | ABS-MBS |
| 451 | Banc of America Alternative Lo | 059494AG9 | Apr 2024 | 1,033,823 | $767K | 0.03% | ABS-MBS |
| 452 | Countrywide Alternative Loan T | 02146SAD1 | Apr 2024 | 834,052 | $763K | 0.03% | ABS-MBS |
| 453 | WESCO DISTRIBUTION INC | 95081QAP9 | Apr 2024 | 750,000 | $762K | 0.03% | DBT |
| 454 | CHURCHILL DOWNS INC | 12511VAA6 | Apr 2024 | 800,000 | $761K | 0.03% | DBT |
| 455 | CARNIVAL CORP | 143658BN1 | Apr 2024 | 775,000 | $759K | 0.03% | DBT |
| 456 | MATCH GROUP HLD II LLC | 57665RAG1 | Apr 2024 | 800,000 | $757K | 0.03% | DBT |
| 457 | FRONTIER COMMUNICATIONS | 35908MAE0 | Apr 2024 | 750,000 | $757K | 0.03% | DBT |
| 458 | UNIVISION COMMUNICATIONS | 914906AY8 | Apr 2024 | 750,000 | $749K | 0.03% | DBT |
| 459 | Conseco Financial Corp | 3935053Q3 | Apr 2024 | 2,330,950 | $749K | 0.03% | ABS-O |
| 460 | Ajax Mortgage Loan Trust | 009691AC0 | Apr 2024 | 2,012,797 | $747K | 0.03% | ABS-O |
| 461 | MIDCAP FINANCIAL ISSR TR | 59567LAA2 | Apr 2024 | 825,000 | $745K | 0.03% | DBT |
| 462 | Ajax Mortgage Loan Trust | 009691AB2 | Apr 2024 | 873,700 | $745K | 0.03% | ABS-O |
| 463 | VENTURE GLOBAL LNG INC | 92332YAB7 | Apr 2024 | 725,000 | $744K | 0.03% | DBT |
| 464 | BankAmerica Manufactured Housi | 06606TAK7 | Apr 2024 | 5,000,000 | $741K | 0.03% | ABS-O |
| 465 | STARWOOD PROPERTY TRUST | 85571BAU9 | Apr 2024 | 800,000 | $740K | 0.03% | DBT |
| 466 | Countrywide Alternative Loan T | 02150LBG1 | Apr 2024 | 1,716,498 | $738K | 0.03% | ABS-MBS |
| 467 | ALBERTSONS COS/SAFEWAY | 013092AB7 | Apr 2024 | 750,000 | $735K | 0.03% | DBT |
| 468 | HUDBAY MINERALS INC | 443628AH5 | Apr 2024 | 750,000 | $734K | 0.03% | DBT |
| 469 | ALLISON TRANSMISSION INC | 019736AF4 | Apr 2024 | 750,000 | $731K | 0.03% | DBT |
| 470 | Countrywide Alternative Loan T | 02151RAC7 | Apr 2024 | 852,759 | $728K | 0.03% | ABS-MBS |
| 471 | VENTURE GLOBAL LNG INC | 92332YAC5 | Apr 2024 | 675,000 | $726K | 0.03% | DBT |
| 472 | Progress Residential Trust | 74331CAG3 | Apr 2024 | 750,000 | $726K | 0.03% | ABS-O |
| 473 | HAT HOLDINGS I LLC/HAT | 418751AE3 | Apr 2024 | 775,000 | $722K | 0.03% | DBT |
| 474 | WAMU Asset-Backed Certificates | 933631AE3 | Apr 2024 | 1,584,563 | $718K | 0.03% | ABS-O |
| 475 | Barclays Mortgage Loan Trust | 06745AAE4 | Apr 2024 | 724,200 | $716K | 0.03% | ABS-MBS |
| 476 | Lehman Brothers Small Balance | 52521VAG7 | Apr 2024 | 724,826 | $715K | 0.03% | ABS-MBS |
| 477 | TRANSDIGM INC | 893647BT3 | Apr 2024 | 700,000 | $712K | 0.03% | DBT |
| 478 | Oakwood Mortgage Investors Inc | 67087TCK5 | Apr 2024 | 8,572,117 | $710K | 0.03% | ABS-O |
| 479 | SEAGATE HDD CAYMAN | 81180WBM2 | Apr 2024 | 631,125 | $708K | 0.03% | DBT |
| 480 | Oakwood Mortgage Investors Inc | 67087TCM1 | Apr 2024 | 6,795,981 | $704K | 0.03% | ABS-O |
| 481 | Washington Mutual Mortgage Pas | 93934FFY3 | Apr 2024 | 1,107,314 | $702K | 0.03% | ABS-MBS |
| 482 | Bear Stearns Alt-A Trust | 07386HH46 | Apr 2024 | 802,012 | $701K | 0.03% | ABS-MBS |
| 483 | Oakwood Mortgage Investors Inc | 67087TAK7 | Apr 2024 | 896,484 | $695K | 0.03% | ABS-O |
| 484 | Countrywide Alternative Loan T | 021467AA3 | Apr 2024 | 1,550,172 | $694K | 0.03% | ABS-MBS |
| 485 | Conseco Financial Corp | 3935053P5 | Apr 2024 | 2,066,155 | $693K | 0.03% | ABS-O |
| 486 | Structured Asset Mortgage Inve | 86360QAJ4 | Apr 2024 | 716,971 | $693K | 0.03% | ABS-MBS |
| 487 | Countrywide Home Loans | 126694UN6 | Apr 2024 | 821,846 | $692K | 0.03% | ABS-MBS |
| 488 | INTELSAT JACKSON HLDG | 45824TBC8 | Apr 2024 | 725,000 | $692K | 0.03% | DBT |
| 489 | JP Morgan Mortgage Trust | 46654CAT2 | Apr 2024 | 871,587 | $688K | 0.03% | ABS-MBS |
| 490 | GULFPORT ENERGY OP CORP | 402635AR7 | Apr 2024 | 675,000 | $684K | 0.03% | DBT |
| 491 | BENTELER INTERNATIONAL A | 08263DAA4 | Apr 2024 | 625,000 | $666K | 0.03% | DBT |
| 492 | CHS/COMMUNITY HEALTH SYS | 12543DBH2 | Apr 2024 | 750,000 | $654K | 0.03% | DBT |
| 493 | Bayview Financial Revolving Mo | 073250BV3 | Apr 2024 | 662,255 | $654K | 0.03% | ABS-MBS |
| 494 | Barclays Mortgage Loan Trust | 06745AAF1 | Apr 2024 | 663,800 | $654K | 0.03% | ABS-MBS |
| 495 | Wells Fargo Alternative Loan T | 94984TAH2 | Apr 2024 | 832,583 | $653K | 0.03% | ABS-MBS |
| 496 | GLOBAL INFRASTRUCTURE SO | 37960XAA5 | Apr 2024 | 722,000 | $649K | 0.03% | DBT |
| 497 | SCIL IV LLC / SCIL USA H | 78397UAA8 | Apr 2024 | 675,000 | $648K | 0.03% | DBT |
| 498 | Ajax Mortgage Loan Trust | 009926AB2 | Apr 2024 | 782,700 | $645K | 0.03% | ABS-MBS |
| 499 | Bayview Commercial Asset Trust | 07324SCU4 | Apr 2024 | 674,531 | $641K | 0.03% | ABS-MBS |
| 500 | American Home Mortgage Assets | 026935AJ5 | Apr 2024 | 777,666 | $639K | 0.03% | ABS-MBS |
| 501 | Countrywide Alternative Loan T | 02152LAF2 | Apr 2024 | 1,364,876 | $638K | 0.03% | ABS-MBS |
| 502 | DISH NETWORK CORP | 25470MAG4 | Apr 2024 | 625,000 | $631K | 0.03% | DBT |
| 503 | BAYTEX ENERGY CORP | 07317QAK1 | Apr 2024 | 625,000 | $631K | 0.03% | DBT |
| 504 | MACQUARIE AIRFINANCE HLD | 55609NAA6 | Apr 2024 | 600,000 | $630K | 0.03% | DBT |
| 505 | CONSTELLIUM SE | 21039CAA2 | Apr 2024 | 650,000 | $628K | 0.03% | DBT |
| 506 | SIX FLAGS ENTERTAINMENT | 83001AAD4 | Apr 2024 | 625,000 | $624K | 0.03% | DBT |
| 507 | ONT GAMING GTA/OTG CO-IS | 68306MAA7 | Apr 2024 | 600,000 | $614K | 0.03% | DBT |
| 508 | Countrywide Home Loans | 17025WAA2 | Apr 2024 | 1,337,377 | $612K | 0.03% | ABS-MBS |
| 509 | BERRY GLOBAL INC | 085770AB1 | Apr 2024 | 625,000 | $609K | 0.03% | DBT |
| 510 | ADAPTHEALTH LLC | 00653VAA9 | Apr 2024 | 650,000 | $609K | 0.03% | DBT |
| 511 | DIRECTV FIN LLC/COINC | 25461LAA0 | Apr 2024 | 650,000 | $606K | 0.03% | DBT |
| 512 | Countrywide Alternative Loan T | 12667GEM1 | Apr 2024 | 728,798 | $606K | 0.03% | ABS-MBS |
| 513 | LADDER CAP FIN LLLP/CORP | 505742AP1 | Apr 2024 | 675,000 | $603K | 0.03% | DBT |
| 514 | CCO HLDGS LLC/CAP CORP | 1248EPCL5 | Apr 2024 | 800,000 | $602K | 0.03% | DBT |
| 515 | CITGO PETROLEUM CORP | 17302XAK2 | Apr 2024 | 600,000 | $599K | 0.02% | DBT |
| 516 | BANK OF NY MELLON CORP | 064058AF7 | Apr 2024 | 630,000 | $595K | 0.02% | DBT |
| 517 | JP Morgan Mortgage Trust | 46653XAX8 | Apr 2024 | 1,499,232 | $595K | 0.02% | ABS-MBS |
| 518 | RAISING CANE'S RESTAURAN | 75103AAA3 | Apr 2024 | 554,000 | $594K | 0.02% | DBT |
| 519 | Legacy Mortgage Asset Trust | 52473FAK1 | Apr 2024 | 3,314,195 | $593K | 0.02% | ABS-MBS |
| 520 | LIVE NATION ENTERTAINMEN | 538034AN9 | Apr 2024 | 600,000 | $590K | 0.02% | DBT |
| 521 | Wells Fargo Alternative Loan T | 94984TAJ8 | Apr 2024 | 748,594 | $589K | 0.02% | ABS-MBS |
| 522 | Ajax Mortgage Loan Trust | 009692AD6 | Apr 2024 | 827,000 | $586K | 0.02% | ABS-MBS |
| 523 | SOUTHWESTERN ENERGY CO | 845467AT6 | Apr 2024 | 650,000 | $586K | 0.02% | DBT |
| 524 | BUCKEYE PARTNERS LP | 118230AU5 | Apr 2024 | 625,000 | $582K | 0.02% | DBT |
| 525 | LIGHT & WONDER INTL INC | 80874YBC3 | Apr 2024 | 575,000 | $578K | 0.02% | DBT |
| 526 | CEDAR FAIR/CAN/MAGNUM/MI | 150190AF3 | Apr 2024 | 575,000 | $575K | 0.02% | DBT |
| 527 | VISTRA OPERATIONS CO LLC | 92840VAR3 | Apr 2024 | 575,000 | $574K | 0.02% | DBT |
| 528 | PRIME HEALTHCARE SERVICE | 74165HAB4 | Apr 2024 | 575,000 | $573K | 0.02% | DBT |
| 529 | Credit Suisse Mortgage Trust | 12638PAB5 | Apr 2024 | 2,425,729 | $568K | 0.02% | ABS-MBS |
| 530 | METLIFE INC | MET | Apr 2024 | 27,600 | $564K | 0.02% | EP |
| 531 | SIMMONS FOOD INC/SIMMONS | 82873MAA1 | Apr 2024 | 650,000 | $563K | 0.02% | DBT |
| 532 | GFL ENVIRONMENTAL INC | 36168QAK0 | Apr 2024 | 575,000 | $560K | 0.02% | DBT |
| 533 | GARDA WORLD SECURITY | 36485MAM1 | Apr 2024 | 550,000 | $557K | 0.02% | DBT |
| 534 | ONEMAIN FINANCE CORP | 85172FAR0 | Apr 2024 | 600,000 | $555K | 0.02% | DBT |
| 535 | MortgageIT Trust | 61913PAD4 | Apr 2024 | 613,159 | $554K | 0.02% | ABS-MBS |
| 536 | ALLIANT HOLD / CO-ISSUER | 01883LAF0 | Apr 2024 | 550,000 | $553K | 0.02% | DBT |
| 537 | CRESCENT ENERGY FINANCE | 45344LAD5 | Apr 2024 | 550,000 | $552K | 0.02% | DBT |
| 538 | EQM MIDSTREAM PARTNERS L | 26885BAH3 | Apr 2024 | 550,000 | $551K | 0.02% | DBT |
| 539 | Oakwood Mortgage Investors Inc | 67087TCL3 | Apr 2024 | 5,947,218 | $550K | 0.02% | ABS-O |
| 540 | AMBAC ASSURANCE CORP | 023138AA8 | Apr 2024 | 381,965 | $550K | 0.02% | DBT |
| 541 | Washington Mutual Mortgage Pas | 93935FAC5 | Apr 2024 | 1,086,395 | $548K | 0.02% | ABS-MBS |
| 542 | RANGE RESOURCES CORP | 75281ABJ7 | Apr 2024 | 525,000 | $547K | 0.02% | DBT |
| 543 | Bayview Commercial Asset Trust | 07324SCV2 | Apr 2024 | 575,435 | $546K | 0.02% | ABS-MBS |
| 544 | NATIONSTAR MTG HLD INC | 63861CAE9 | Apr 2024 | 600,000 | $545K | 0.02% | DBT |
| 545 | AMERICAN AXLE & MFG INC | 02406PAU4 | Apr 2024 | 550,000 | $545K | 0.02% | DBT |
| 546 | Bayview Financial Acquisition | 073250BF8 | Apr 2024 | 1,081,397 | $541K | 0.02% | ABS-MBS |
| 547 | NOVELIS CORP | 670001AG1 | Apr 2024 | 575,000 | $538K | 0.02% | DBT |
| 548 | PUBLIC STORAGE | PSA | Apr 2024 | 31,500 | $536K | 0.02% | EP |
| 549 | KENNEDY-WILSON INC | 489399AN5 | Apr 2024 | 675,000 | $535K | 0.02% | DBT |
| 550 | ANTERO RESOURCES CORP | 03674XAN6 | Apr 2024 | 520,000 | $534K | 0.02% | DBT |
| 551 | Bear Stearns Mortgage Funding | 07400WAA8 | Apr 2024 | 549,114 | $534K | 0.02% | ABS-MBS |
| 552 | LADDER CAP FIN LLLP/CORP | 505742AM8 | Apr 2024 | 575,000 | $532K | 0.02% | DBT |
| 553 | Countrywide Alternative Loan T | 02149JAR7 | Apr 2024 | 1,020,962 | $532K | 0.02% | ABS-MBS |
| 554 | KRONOS ACQ / KIK CUSTOM | 50106GAF9 | Apr 2024 | 550,000 | $532K | 0.02% | DBT |
| 555 | Countrywide Alternative Loan T | 02149CAK7 | Apr 2024 | 1,054,065 | $532K | 0.02% | ABS-MBS |
| 556 | WAMU Mortgage Pass-Through Cer | 93364FAD3 | Apr 2024 | 662,953 | $529K | 0.02% | ABS-MBS |
| 557 | ROYAL CARIBBEAN CRUISES | 780153BS0 | Apr 2024 | 500,000 | $527K | 0.02% | DBT |
| 558 | Washington Mutual Mortgage Pas | 93934FGE6 | Apr 2024 | 628,525 | $526K | 0.02% | ABS-MBS |
| 559 | VISTRA OPERATIONS CO LLC | 92840VAH5 | Apr 2024 | 575,000 | $523K | 0.02% | DBT |
| 560 | MACQUARIE AIRFINANCE HLD | 55609NAB4 | Apr 2024 | 500,000 | $523K | 0.02% | DBT |
| 561 | BRINKER INTERNATIONAL IN | 109641AK6 | Apr 2024 | 500,000 | $522K | 0.02% | DBT |
| 562 | Ajax Mortgage Loan Trust | 009692AF1 | Apr 2024 | 985,142 | $509K | 0.02% | ABS-MBS |
| 563 | MAUSER PACKAGING SOLUT | 57763RAD9 | Apr 2024 | 500,000 | $509K | 0.02% | DBT |
| 564 | WASH MULTIFAM ACQ INC | 93710WAA3 | Apr 2024 | 525,000 | $509K | 0.02% | DBT |
| 565 | IndyMac IMSC Mortgage Loan Tru | 45670JAD4 | Apr 2024 | 741,511 | $508K | 0.02% | ABS-MBS |
| 566 | Nomura Asset Acceptance Corpor | 65538AAB7 | Apr 2024 | 438,160 | $507K | 0.02% | ABS-O |
| 567 | Countrywide Alternative Loan T | 02146TAQ0 | Apr 2024 | 967,787 | $507K | 0.02% | ABS-MBS |
| 568 | JP Morgan Mortgage Trust | 46632BAE4 | Apr 2024 | 755,970 | $505K | 0.02% | ABS-MBS |
| 569 | CALPINE CORP | 131347CR5 | Apr 2024 | 575,000 | $497K | 0.02% | DBT |
| 570 | BURFORD CAPITAL GLBL FIN | 12116LAE9 | Apr 2024 | 475,000 | $495K | 0.02% | DBT |
| 571 | TENET HEALTHCARE CORP | 88033GDK3 | Apr 2024 | 500,000 | $494K | 0.02% | DBT |
| 572 | NOVA CHEMICALS CORP | 66977WAR0 | Apr 2024 | 525,000 | $494K | 0.02% | DBT |
| 573 | CALPINE CORP | 131347CK0 | Apr 2024 | 500,000 | $493K | 0.02% | DBT |
| 574 | ICAHN ENTERPRISES/FIN | 451102BQ9 | Apr 2024 | 500,000 | $491K | 0.02% | DBT |
| 575 | NOVA CHEMICALS CORP | 66977WAP4 | Apr 2024 | 500,000 | $491K | 0.02% | DBT |
| 576 | MAUSER PACKAGING SOLUT | 57763RAC1 | Apr 2024 | 500,000 | $490K | 0.02% | DBT |
| 577 | NEWELL BRANDS INC | 651229BC9 | Apr 2024 | 500,000 | $489K | 0.02% | DBT |
| 578 | NEXSTAR MEDIA INC | 65336YAN3 | Apr 2024 | 550,000 | $488K | 0.02% | DBT |
| 579 | CCO HLDGS LLC/CAP CORP | 1248EPCB7 | Apr 2024 | 550,000 | $486K | 0.02% | DBT |
| 580 | ROCKIES EXPRESS PIPELINE | 77340RAS6 | Apr 2024 | 500,000 | $485K | 0.02% | DBT |
| 581 | VIKING CRUISES LTD | 92676XAD9 | Apr 2024 | 500,000 | $485K | 0.02% | DBT |
| 582 | JP Morgan Mortgage Trust | 46654CAV7 | Apr 2024 | 644,263 | $485K | 0.02% | ABS-MBS |
| 583 | ICAHN ENTERPRISES/FIN | 451102CC9 | Apr 2024 | 575,000 | $484K | 0.02% | DBT |
| 584 | CASTLELAKE AVIATION FIN | 14856HAA6 | Apr 2024 | 500,000 | $481K | 0.02% | DBT |
| 585 | UNITI GROUP/CSL CAPITAL | 91327BAA8 | Apr 2024 | 600,000 | $481K | 0.02% | DBT |
| 586 | ALCOA NEDERLAND HOLDING | 013822AH4 | Apr 2024 | 475,000 | $481K | 0.02% | DBT |
| 587 | BOMBARDIER INC | 097751CB5 | Apr 2024 | 475,000 | $476K | 0.02% | DBT |
| 588 | Countrywide Alternative Loan T | 02147LAL7 | Apr 2024 | 895,978 | $475K | 0.02% | ABS-MBS |
| 589 | Countrywide Alternative Loan T | 12667GZB2 | Apr 2024 | 524,639 | $475K | 0.02% | ABS-MBS |
| 590 | SUNRISE HOLDCO IV BV | 90320LAG2 | Apr 2024 | 500,000 | $472K | 0.02% | DBT |
| 591 | FMG RESOURCES AUG 2006 | 30251GBA4 | Apr 2024 | 500,000 | $472K | 0.02% | DBT |
| 592 | TRIVIUM PACKAGING FIN | 89686QAB2 | Apr 2024 | 475,000 | $470K | 0.02% | DBT |
| 593 | ADIENT GLOBAL HOLDINGS | 00687YAC9 | Apr 2024 | 450,000 | $467K | 0.02% | DBT |
| 594 | Countrywide Home Equity Loan T | 126685DJ2 | Apr 2024 | 478,699 | $466K | 0.02% | ABS-O |
| 595 | VIBRANTZ TECH INC | 69357VAA3 | Apr 2024 | 500,000 | $464K | 0.02% | DBT |
| 596 | EQUIPMENTSHARE.COM INC | 29450YAA7 | Apr 2024 | 450,000 | $463K | 0.02% | DBT |
| 597 | US BANCORP | USB | Apr 2024 | 28,500 | $462K | 0.02% | EP |
| 598 | Morgan Stanley Capital Inc | 61748BAD6 | Apr 2024 | 921,285 | $462K | 0.02% | ABS-MBS |
| 599 | PETSMART INC/PETSMART FI | 71677KAA6 | Apr 2024 | 500,000 | $462K | 0.02% | DBT |
| 600 | BOMBARDIER INC | 097751BZ3 | Apr 2024 | 450,000 | $460K | 0.02% | DBT |
| 601 | SPIRIT AEROSYSTEMS INC | 85205TAN0 | Apr 2024 | 425,000 | $460K | 0.02% | DBT |
| 602 | KRONOS ACQ / KIK CUSTOM | 50106GAE2 | Apr 2024 | 475,000 | $459K | 0.02% | DBT |
| 603 | Ajax Mortgage Loan Trust | 009695AB3 | Apr 2024 | 532,000 | $455K | 0.02% | ABS-MBS |
| 604 | CAESARS ENTERTAIN INC | 12769GAB6 | Apr 2024 | 450,000 | $453K | 0.02% | DBT |
| 605 | GRAY TELEVISION INC | 389286AA3 | Apr 2024 | 750,000 | $450K | 0.02% | DBT |
| 606 | IRB HOLDING CORP | 44988MAC9 | Apr 2024 | 450,000 | $449K | 0.02% | DBT |
| 607 | CSC HOLDINGS LLC | 126307AZ0 | Apr 2024 | 600,000 | $447K | 0.02% | DBT |
| 608 | EMRLD BOR / EMRLD CO-ISS | 29103CAA6 | Apr 2024 | 450,000 | $446K | 0.02% | DBT |
| 609 | GCI LLC | 36166TAB6 | Apr 2024 | 500,000 | $446K | 0.02% | DBT |
| 610 | MINERAL RESOURCES LTD | 603051AE3 | Apr 2024 | 425,000 | $446K | 0.02% | DBT |
| 611 | BAYTEX ENERGY CORP | 07317QAJ4 | Apr 2024 | 425,000 | $444K | 0.02% | DBT |
| 612 | RAIN CARBON INC | 75079LAB7 | Apr 2024 | 425,000 | $443K | 0.02% | DBT |
| 613 | LSF11 A5 HOLDCO LLC | 50221DAA7 | Apr 2024 | 475,000 | $441K | 0.02% | DBT |
| 614 | MASONITE INTERNATIONAL C | 575385AE9 | Apr 2024 | 500,000 | $438K | 0.02% | DBT |
| 615 | SIGMA HOLDCO BV | 82660CAA0 | Apr 2024 | 460,000 | $436K | 0.02% | DBT |
| 616 | CLYDESDALE ACQUISITION | 18972EAB1 | Apr 2024 | 450,000 | $435K | 0.02% | DBT |
| 617 | Countrywide Alternative Loan T | 12668BB77 | Apr 2024 | 498,270 | $434K | 0.02% | ABS-MBS |
| 618 | CLOUD SOFTWARE GRP INC | 18912UAA0 | Apr 2024 | 450,000 | $433K | 0.02% | DBT |
| 619 | Residential Accredit Loans, In | 75114HAD9 | Apr 2024 | 478,280 | $430K | 0.02% | ABS-MBS |
| 620 | JELD-WEN INC | 475795AD2 | Apr 2024 | 450,000 | $427K | 0.02% | DBT |
| 621 | COTY/HFC PRESTIGE/INT US | 22207AAA0 | Apr 2024 | 425,000 | $425K | 0.02% | DBT |
| 622 | Countrywide Alternative Loan T | 02146TAN7 | Apr 2024 | 938,815 | $425K | 0.02% | ABS-MBS |
| 623 | VISTAJET MALTA/VM HOLDS | 92841HAA0 | Apr 2024 | 475,000 | $425K | 0.02% | DBT |
| 624 | Bear Stearns Adjustable Rate M | 07387AGE9 | Apr 2024 | 488,541 | $419K | 0.02% | ABS-MBS |
| 625 | CLEAR CHANNEL OUTDOOR HO | 18453HAF3 | Apr 2024 | 425,000 | $417K | 0.02% | DBT |
| 626 | Countrywide Alternative Loan T | 02151ABK5 | Apr 2024 | 883,784 | $416K | 0.02% | ABS-MBS |
| 627 | BCPE EMPIRE HOLDINGS INC | 05552VAA0 | Apr 2024 | 425,000 | $414K | 0.02% | DBT |
| 628 | NOVA CHEMICALS CORP | 66977WAU3 | Apr 2024 | 400,000 | $412K | 0.02% | DBT |
| 629 | HUSKY INJECTION / TITAN | 44805RAA3 | Apr 2024 | 400,000 | $412K | 0.02% | DBT |
| 630 | CHART INDUSTRIES INC | 16115QAF7 | Apr 2024 | 400,000 | $410K | 0.02% | DBT |
| 631 | SERVICE PROPERTIES TRUST | 44106MAV4 | Apr 2024 | 425,000 | $409K | 0.02% | DBT |
| 632 | MIDCONTINENT COMM & FIN | 59565XAC4 | Apr 2024 | 425,000 | $406K | 0.02% | DBT |
| 633 | CP ATLAS BUYER INC | 12597YAA7 | Apr 2024 | 450,000 | $405K | 0.02% | DBT |
| 634 | VOC ESCROW LTD | 91832VAA2 | Apr 2024 | 425,000 | $405K | 0.02% | DBT |
| 635 | Ajax Mortgage Loan Trust | 009692AB0 | Apr 2024 | 481,800 | $404K | 0.02% | ABS-MBS |
| 636 | PHINIA INC | 71880KAA9 | Apr 2024 | 400,000 | $401K | 0.02% | DBT |
| 637 | CCO HLDGS LLC/CAP CORP | 1248EPCK7 | Apr 2024 | 500,000 | $393K | 0.02% | DBT |
| 638 | Velocity Commercial Capital Lo | 92259BAR1 | Apr 2024 | 477,898 | $389K | 0.02% | ABS-MBS |
| 639 | Bear Stearns Asset Backed Secu | 07387UGX3 | Apr 2024 | 2,945,505 | $383K | 0.02% | ABS-MBS |
| 640 | Bear Stearns Asset Backed Secu | 07387UGV7 | Apr 2024 | 2,945,505 | $383K | 0.02% | ABS-MBS |
| 641 | HOWARD HUGHES CORP | 44267DAF4 | Apr 2024 | 450,000 | $382K | 0.02% | DBT |
| 642 | MASTR Resecuritization Trust | 57643EAA0 | Apr 2024 | 960,128 | $380K | 0.02% | ABS-MBS |
| 643 | TELECOM ITALIA CAPITAL | 87927VAF5 | Apr 2024 | 425,000 | $375K | 0.02% | DBT |
| 644 | HAWAIIAN BRAND INTELLECT | 41984LAA5 | Apr 2024 | 400,000 | $375K | 0.02% | DBT |
| 645 | Countrywide Alternative Loan T | 02149CAD3 | Apr 2024 | 763,119 | $371K | 0.02% | ABS-MBS |
| 646 | HILTON GRAND VAC BOR ESC | 43283QAC4 | Apr 2024 | 375,000 | $370K | 0.02% | DBT |
| 647 | Wells Fargo Alternative Loan T | 94984TAA7 | Apr 2024 | 470,281 | $368K | 0.02% | ABS-MBS |
| 648 | Countrywide Alternative Loan T | 02150JAH5 | Apr 2024 | 778,089 | $366K | 0.02% | ABS-MBS |
| 649 | Countrywide Home Equity Loan T | 23242YAX3 | Apr 2024 | 373,051 | $358K | 0.01% | ABS-O |
| 650 | GRAFTECH GLOBAL ENTERPRI | 38431AAA4 | Apr 2024 | 475,000 | $357K | 0.01% | DBT |
| 651 | GMAC Mortgage Corporation Loan | 361856EJ2 | Apr 2024 | 367,902 | $352K | 0.01% | ABS-O |
| 652 | Countrywide Alternative Loan T | 12668BLD3 | Apr 2024 | 1,004,068 | $347K | 0.01% | ABS-MBS |
| 653 | JP Morgan Mortgage Trust | 46654CAJ4 | Apr 2024 | 18,151,248 | $343K | 0.01% | ABS-MBS |
| 654 | JP Morgan Mortgage Trust | 46654CAY1 | Apr 2024 | 868,837 | $340K | 0.01% | ABS-MBS |
| 655 | JP Morgan Mortgage Trust | 46654CAM7 | Apr 2024 | 7,872,776 | $338K | 0.01% | ABS-MBS |
| 656 | NEPTUNE BIDCO US INC | 640695AA0 | Apr 2024 | 350,000 | $331K | 0.01% | DBT |
| 657 | GMAC Mortgage Corporation Loan | 36185MBJ0 | Apr 2024 | 406,938 | $330K | 0.01% | ABS-MBS |
| 658 | Irwin Home Equity | 464125AD5 | Apr 2024 | 335,859 | $329K | 0.01% | ABS-MBS |
| 659 | Merrill Lynch Mortgage Investo | 59023CAD4 | Apr 2024 | 501,465 | $328K | 0.01% | ABS-MBS |
| 660 | Residential Accredit Loans, In | 74922YAA3 | Apr 2024 | 402,219 | $327K | 0.01% | ABS-MBS |
| 661 | Ajax Mortgage Loan Trust | 009926AC0 | Apr 2024 | 417,400 | $326K | 0.01% | ABS-MBS |
| 662 | Countrywide Alternative Loan T | 12668AQ24 | Apr 2024 | 532,825 | $322K | 0.01% | ABS-MBS |
| 663 | Countrywide Home Loans | 125435AA5 | Apr 2024 | 349,262 | $320K | 0.01% | ABS-MBS |
| 664 | CHS/COMMUNITY HEALTH SYS | 12543DBC3 | Apr 2024 | 321,000 | $320K | 0.01% | DBT |
| 665 | MAXIM CRANE WORKS LLC | 57779EAA6 | Apr 2024 | 300,000 | $318K | 0.01% | DBT |
| 666 | Ajax Mortgage Loan Trust | 00971BAB6 | Apr 2024 | 403,400 | $317K | 0.01% | ABS-MBS |
| 667 | LCM INVESTMENTS HOLDINGS | 50190EAC8 | Apr 2024 | 300,000 | $312K | 0.01% | DBT |
| 668 | JP Morgan Mortgage Trust | 46653XAW0 | Apr 2024 | 439,586 | $311K | 0.01% | ABS-MBS |
| 669 | ZF NA CAPITAL | 98877DAE5 | Apr 2024 | 300,000 | $306K | 0.01% | DBT |
| 670 | NRPL Trust Series | 62890JAA9 | Apr 2024 | 304,906 | $305K | 0.01% | ABS-MBS |
| 671 | GSR Mortgage Loan Trust | 362669AK9 | Apr 2024 | 480,365 | $302K | 0.01% | ABS-MBS |
| 672 | FORTRESS TRANS & INFRAST | 34960PAF8 | Apr 2024 | 300,000 | $302K | 0.01% | DBT |
| 673 | ALLIED UNIVERSAL HOLDCO | 019576AD9 | Apr 2024 | 300,000 | $300K | 0.01% | DBT |
| 674 | CORNERSTONE BUILDING | 21925DAA7 | Apr 2024 | 350,000 | $295K | 0.01% | DBT |
| 675 | LEVEL 3 FINANCING INC | 527298BR3 | Apr 2024 | 750,000 | $292K | 0.01% | DBT |
| 676 | MGM RESORTS INTL | 552953CJ8 | Apr 2024 | 300,000 | $291K | 0.01% | DBT |
| 677 | Countrywide Alternative Loan T | 02149JAX4 | Apr 2024 | 2,225,060 | $286K | 0.01% | ABS-MBS |
| 678 | BOOST NEWCO BORROWER LLC | 36268NAA8 | Apr 2024 | 275,000 | $284K | 0.01% | DBT |
| 679 | Ajax Mortgage Loan Trust | 009926AD8 | Apr 2024 | 365,300 | $282K | 0.01% | ABS-MBS |
| 680 | SEALED AIR/SEALED AIR US | 812127AB4 | Apr 2024 | 275,000 | $280K | 0.01% | DBT |
| 681 | ENDO FINANCE HOLDINGS | 29281RAA7 | Apr 2024 | 275,000 | $279K | 0.01% | DBT |
| 682 | Ajax Mortgage Loan Trust | 00971BAC4 | Apr 2024 | 345,800 | $269K | 0.01% | ABS-MBS |
| 683 | Wells Fargo Alternative Loan T | 94984TAB5 | Apr 2024 | 3,928,983 | $263K | 0.01% | ABS-MBS |
| 684 | Countrywide Alternative Loan T | 12668AKV6 | Apr 2024 | 4,986,876 | $261K | 0.01% | ABS-MBS |
| 685 | Adjustable Rate Mortgage Trust | 007036HV1 | Apr 2024 | 284,267 | $259K | 0.01% | ABS-MBS |
| 686 | AXALTA COATING SYSTEMS D | 05455JAA5 | Apr 2024 | 250,000 | $255K | 0.01% | DBT |
| 687 | Ajax Mortgage Loan Trust | 009691AD8 | Apr 2024 | 345,224 | $251K | 0.01% | ABS-O |
| 688 | Ajax Mortgage Loan Trust | 009695AD9 | Apr 2024 | 310,300 | $250K | 0.01% | ABS-MBS |
| 689 | STARWOOD PROPERTY TRUST | 85571BBB0 | Apr 2024 | 250,000 | $247K | 0.01% | DBT |
| 690 | Morgan Stanley Mortgage Loan T | 61748HYC9 | Apr 2024 | 249,800 | $244K | 0.01% | ABS-MBS |
| 691 | MASTR Second Lien Trust | 57644DAR4 | Apr 2024 | 3,704,470 | $244K | 0.01% | ABS-MBS |
| 692 | BREAD FINANCIAL HLDGS | 018581AL2 | Apr 2024 | 240,000 | $241K | 0.01% | DBT |
| 693 | Ajax Mortgage Loan Trust | 009695AC1 | Apr 2024 | 283,800 | $239K | 0.01% | ABS-MBS |
| 694 | Banc of America Mortgage Secur | 05949CHU3 | Apr 2024 | 262,281 | $239K | 0.01% | ABS-MBS |
| 695 | Countrywide Alternative Loan T | 12668BLE1 | Apr 2024 | 1,784,803 | $237K | 0.01% | ABS-MBS |
| 696 | ALTICE FINANCING SA | 02154CAF0 | Apr 2024 | 300,000 | $237K | 0.01% | DBT |
| 697 | Suntrust Adjustable Rate Mortg | 78473TAG5 | Apr 2024 | 392,251 | $235K | 0.01% | ABS-MBS |
| 698 | NOVA CHEMICALS CORP | 66977WAQ2 | Apr 2024 | 235,000 | $234K | 0.01% | DBT |
| 699 | CHAMPIONS FINANCING INC | 15870LAA6 | Apr 2024 | 225,000 | $230K | 0.01% | DBT |
| 700 | Banc of America Funding Corpor | 058927AG9 | Apr 2024 | 268,640 | $230K | 0.01% | ABS-MBS |
| 701 | Velocity Commercial Capital Lo | 92257NAR7 | Apr 2024 | 266,982 | $227K | 0.01% | ABS-MBS |
| 702 | MEDLINE BORROWER/MEDL CO | 58506DAA6 | Apr 2024 | 225,000 | $224K | 0.01% | DBT |
| 703 | Countrywide Alternative Loan T | 12668BRX3 | Apr 2024 | 290,769 | $223K | 0.01% | ABS-MBS |
| 704 | Oakwood Mortgage Investors Inc | 67087TCV1 | Apr 2024 | 500,788 | $222K | 0.01% | ABS-O |
| 705 | EVERGREEN ACQCO/TVI INC | 30015DAA9 | Apr 2024 | 204,000 | $217K | 0.01% | DBT |
| 706 | Countrywide Alternative Loan T | 02149MCL1 | Apr 2024 | 139,108 | $217K | 0.01% | ABS-MBS |
| 707 | Ajax Mortgage Loan Trust | 009692AC8 | Apr 2024 | 273,000 | $216K | 0.01% | ABS-MBS |
| 708 | Countrywide Alternative Loan T | 12667FR23 | Apr 2024 | 298,174 | $209K | 0.01% | ABS-MBS |
| 709 | SG Capital Partners | 81882JAD3 | Apr 2024 | 257,000 | $208K | 0.01% | ABS-MBS |
| 710 | Banc of America Funding Corpor | 05950DAD2 | Apr 2024 | 234,302 | $207K | 0.01% | ABS-MBS |
| 711 | Ajax Mortgage Loan Trust | 00971BAD2 | Apr 2024 | 259,300 | $200K | 0.01% | ABS-MBS |
| 712 | ZAYO GROUP HOLDINGS INC | 98919VAA3 | Apr 2024 | 250,000 | $199K | 0.01% | DBT |
| 713 | JP Morgan Mortgage Trust | 46654CAW5 | Apr 2024 | 265,211 | $188K | 0.01% | ABS-MBS |
| 714 | Aegis Asset Backed Securities | 00764MAV9 | Apr 2024 | 182,120 | $178K | 0.01% | ABS-MBS |
| 715 | Bear Stearns Adjustable Rate M | 073881AA2 | Apr 2024 | 202,340 | $177K | 0.01% | ABS-MBS |
| 716 | GSR Mortgage Loan Trust | 36242DUM3 | Apr 2024 | 169,781 | $159K | 0.01% | ABS-MBS |
| 717 | JP Morgan Mortgage Trust | 46653XAQ3 | Apr 2024 | 5,433,641 | $154K | 0.01% | ABS-MBS |
| 718 | SG Capital Partners | 81882JAE1 | Apr 2024 | 175,000 | $143K | 0.01% | ABS-MBS |
| 719 | Merrill Lynch Mortgage Investo | 59023NAP3 | Apr 2024 | 360,791 | $143K | 0.01% | ABS-MBS |
| 720 | Lehman ABS Mortgage Loan Trust | 52521MAB8 | Apr 2024 | 216,974 | $140K | 0.01% | ABS-O |
| 721 | Homebanc Mortgage Trust | 43739ECN5 | Apr 2024 | 150,319 | $136K | 0.01% | ABS-MBS |
| 722 | MACQUARIE AIRFINANCE HLD | 55609NAD0 | Apr 2024 | 125,000 | $125K | 0.01% | DBT |
| 723 | Countrywide Alternative Loan T | 02146TAP2 | Apr 2024 | 938,815 | $125K | 0.01% | ABS-MBS |
| 724 | ESAB CORP | 29605JAA4 | Apr 2024 | 125,000 | $125K | 0.01% | DBT |
| 725 | GSAA Home Equity Trust | 362334NB6 | Apr 2024 | 342,489 | $124K | 0.01% | ABS-MBS |
| 726 | SERVICE PROPERTIES TRUST | 81761LAB8 | Apr 2024 | 125,000 | $118K | 0.00% | DBT |
| 727 | Residential Asset Securitizati | 76113NAL7 | Apr 2024 | 642,387 | $111K | 0.00% | ABS-MBS |
| 728 | Countrywide Home Loans | 12669G4V0 | Apr 2024 | 124,693 | $105K | 0.00% | ABS-MBS |
| 729 | JP Morgan Mortgage Trust | 46654CAQ8 | Apr 2024 | 3,329,505 | $94K | 0.00% | ABS-MBS |
| 730 | JP Morgan Mortgage Acquisition | 46628TAC5 | Apr 2024 | 211,085 | $88K | 0.00% | ABS-MBS |
| 731 | Citigroup Mortgage Loan Trust | 17307GQY7 | Apr 2024 | 92,511 | $86K | 0.00% | ABS-MBS |
| 732 | SG Capital Partners | 78432BAE9 | Apr 2024 | 100,000 | $84K | 0.00% | ABS-MBS |
| 733 | Countrywide Alternative Loan T | 12668BUA9 | Apr 2024 | 102,488 | $81K | 0.00% | ABS-MBS |
| 734 | Countrywide Alternative Loan T | 12668AXL4 | Apr 2024 | 78,655 | $72K | 0.00% | ABS-MBS |
| 735 | Ajax Mortgage Loan Trust | 009695AF4 | Apr 2024 | 88,700 | $68K | 0.00% | ABS-MBS |
| 736 | Suntrust Adjustable Rate Mortg | 78473TAJ9 | Apr 2024 | 128,331 | $63K | 0.00% | ABS-MBS |
| 737 | Banc of America Funding Corpor | 05946XZD8 | Apr 2024 | 69,748 | $59K | 0.00% | ABS-MBS |
| 738 | Madison Avenue Manufactured Ho | 55660AAG7 | Apr 2024 | 54,103 | $54K | 0.00% | ABS-O |
| 739 | GSR Mortgage Loan Trust | 3623414F3 | Apr 2024 | 47,994 | $49K | 0.00% | ABS-MBS |
| 740 | Citigroup Mortgage Loan Trust | 17312TAK9 | Apr 2024 | 75,742 | $49K | 0.00% | ABS-MBS |
| 741 | Residential Funding Mtg Sec I | 749575AB2 | Apr 2024 | 81,880 | $47K | 0.00% | ABS-MBS |
| 742 | Citigroup Mortgage Loan Trust | 17306SAC7 | Apr 2024 | 51,857 | $47K | 0.00% | ABS-MBS |
| 743 | Countrywide Alternative Loan T | 12668AN27 | Apr 2024 | 49,665 | $43K | 0.00% | ABS-MBS |
| 744 | Countrywide Alternative Loan T | 02150TAB6 | Apr 2024 | 132,171 | $39K | 0.00% | ABS-MBS |
| 745 | Bear Stearns Adjustable Rate M | 07387ADM4 | Apr 2024 | 41,371 | $37K | 0.00% | ABS-MBS |
| 746 | AMERICAN AIRLINES/AADVAN | 00253XAA9 | Apr 2024 | 37,500 | $37K | 0.00% | DBT |
| 747 | Countrywide Home Equity Loan T | 23242YBD6 | Apr 2024 | 33,084 | $33K | 0.00% | ABS-O |
| 748 | JP Morgan Mortgage Acquisition | 46628SAG8 | Apr 2024 | 104,993 | $28K | 0.00% | ABS-MBS |
| 749 | Freddie Mac - STACR | 3137G1CT2 | Apr 2024 | 29,416 | $28K | 0.00% | ABS-MBS |
| 750 | Thornburg Mortgage Securities | 88522XAG6 | Apr 2024 | 27,400 | $27K | 0.00% | ABS-MBS |
| 751 | Barclays Mortgage Loan Trust | 06745CAD2 | Apr 2024 | 37,493 | $23K | 0.00% | ABS-MBS |
| 752 | JP Morgan Mortgage Trust | 46590YAN4 | Apr 2024 | 18,216 | $18K | 0.00% | ABS-MBS |
| 753 | IndyMac IMSC Mortgage Loan Tru | 45670LAT4 | Apr 2024 | 14,601,823 | $8K | 0.00% | ABS-MBS |
| 754 | Ajax Mortgage Loan Trust | 00968BAB1 | Apr 2024 | 18,208 | $6K | 0.00% | ABS-MBS |
| 755 | Citigroup Mortgage Loan Trust | 17307G3A4 | Apr 2024 | 11,783 | $5K | 0.00% | ABS-MBS |
| 756 | Atrium CDO Corp | 04964JAC8 | Apr 2024 | 5,000,000 | $4K | 0.00% | ABS-CBDO |
| 757 | Barclays Mortgage Loan Trust | 06745AAH7 | Apr 2024 | 3,100 | $3K | 0.00% | ABS-MBS |
| 758 | Barclays Mortgage Loan Trust | 06744FAH7 | Apr 2024 | 1,141 | $1K | 0.00% | ABS-MBS |
| 759 | BARCLAYS CAPITAL INC. | 000000000 | Apr 2024 | 1 | $-3156432 | -0.13% | DIR |
| 760 | BARCLAYS CAPITAL INC. | 000000000 | Apr 2024 | 1 | $-4503558 | -0.19% | DIR |