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Pioneer Strategic Income VCT Portfolio

PIONEER VARIABLE CONTRACTS TRUST /MA/

Assets: $53M Net: $40M Series: S000010163 EDGAR ↗
+158
New
-86
Exited
639
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 TREASURY BILL 912796T74 Mar 2022 5,000,000 New $5.0M — 12.62% DBT
2 Fannie Mae or Freddie Mac 01F042640 Mar 2022 2,000,000 New $2.1M — 5.24% ABS-MBS
3 Fannie Mae or Freddie Mac 01F032641 Mar 2022 2,000,000 New $2.0M — 5.06% ABS-MBS
4 Fannie Mae or Freddie Mac 01F030645 Mar 2022 2,000,000 New $2.0M — 4.94% ABS-MBS
5 TREASURY BILL 912796G45 Mar 2022 1,400,000 New $1.4M — 3.53% DBT
6 Fannie Mae or Freddie Mac 01F040644 Mar 2022 900,000 New $919K — 2.32% ABS-MBS
7 Dreyfus Government Cash Management DGCXX Dec 2021 839,245 -834,622 $839K -49.9% 2.12% STIV
8 Pioneer ILS Interval Fund XILSX Dec 2021 99,051 — $827K +1.5% 2.09% EC
9 WELLS FARGO & COMPANY WFC Dec 2021 571 — $757K -11.1% 1.91% EP
10 Fannie Mae or Freddie Mac 01F040651 Mar 2022 600,000 New $611K — 1.54% ABS-MBS
11 Government National Mortgage A 21H030641 Mar 2022 400,000 New $396K — 1.00% ABS-MBS
12 Fannie Mae or Freddie Mac 01F030652 Mar 2022 400,000 New $391K — 0.99% ABS-MBS
13 ENERGY TRANSFER LP 29273VAM2 Dec 2021 389,000 -10,000 $381K -5.9% 0.96% DBT
14 STICHTING AK RABOBANK 000000000 Dec 2021 283,675 +283,674 $366K -54808.0% 0.92% DBT
15 MED Trust 58403YAX4 Dec 2021 325,000 — $317K -1.4% 0.80% ABS-MBS
16 Fannie Mae 31418D6K3 Mar 2022 342,004 New $310K — 0.78% ABS-MBS
17 BX Trust 05608RAL9 Dec 2021 300,000 — $292K -2.1% 0.74% ABS-MBS
18 Government National Mortgage A 21H022648 Mar 2022 300,000 New $291K — 0.74% ABS-MBS
19 Fannie Mae or Freddie Mac 01F022642 Mar 2022 300,000 New $287K — 0.72% ABS-MBS
20 MEX BONOS DESARR FIX RT 000000000 Dec 2021 5,490,000 New $278K — 0.70% DBT
21 REPUBLIC OF SOUTH AFRICA 000000000 Dec 2021 3,800,000 New $232K — 0.59% DBT
22 Westgate Resorts 96034JAD8 Mar 2022 240,312 New $230K — 0.58% ABS-O
23 BPCE SA 05578QAF0 Dec 2021 250,000 — $226K -9.9% 0.57% DBT
24 CITY OF BUENOS AIRES 11942GAD4 Dec 2021 250,000 — $224K +0.6% 0.57% DBT
25 CENOVUS ENERGY INC 15135UAF6 Dec 2021 179,000 — $221K -9.1% 0.56% DBT
26 UNICREDIT SPA 904678AQ2 Dec 2021 200,000 — $212K -11.7% 0.53% DBT
27 BOEING CO 097023CQ6 Dec 2021 237,000 — $211K -14.7% 0.53% DBT
28 Fannie Mae - CAS 20754BAF8 Mar 2022 220,000 New $208K — 0.52% ABS-MBS
29 Freddie Mac - STACR 35564KSJ9 Mar 2022 220,000 New $206K — 0.52% ABS-MBS
30 CALPINE CORP 131347CR5 Dec 2021 226,000 — $202K -7.7% 0.51% DBT
31 NORDEA BANK ABP 65559CAD3 Mar 2022 235,000 New $202K — 0.51% DBT
32 REPUBLIC OF NIGERIA 65412JAU7 Mar 2022 200,000 New $201K — 0.51% DBT
33 NRG ENERGY INC 629377CL4 Dec 2021 200,000 — $200K -8.1% 0.51% DBT
34 CSC HOLDINGS LLC 126307AQ0 Dec 2021 200,000 — $198K -4.1% 0.50% DBT
35 GRUPO AEROMEXICO SAB 40054JAA7 Mar 2022 200,000 New $198K — 0.50% DBT
36 UNICREDIT SPA 904678AS8 Mar 2022 200,000 New $191K — 0.48% DBT
37 BOEING CO 097023CW3 Dec 2021 165,000 +80,000 $190K +64.9% 0.48% DBT
38 FORD MOTOR CREDIT CO LLC 345397YT4 Dec 2021 200,000 — $190K -10.2% 0.48% DBT
39 STANDARD CHARTERED PLC 853254CH1 Mar 2022 205,000 New $190K — 0.48% DBT
40 AFRICAN EXPORT-IMPORT BA 00831TAA9 Dec 2021 200,000 — $189K -8.2% 0.48% DBT
41 Fannie Mae 3140MMR26 Mar 2022 200,000 New $188K — 0.47% ABS-MBS
42 ING GROEP NV 456837AZ6 Mar 2022 220,000 New $187K — 0.47% DBT
43 ABN AMRO BANK NV 00084DAV2 Dec 2021 200,000 — $182K -9.1% 0.46% DBT
44 RESORTS WORLD/RWLV CAP 76120HAA5 Dec 2021 200,000 — $181K -10.2% 0.46% DBT
45 BANCO SANTANDER SA 05971KAL3 Mar 2022 200,000 New $180K — 0.45% DBT
46 INTESA SANPAOLO SPA 46115HBQ9 Mar 2022 200,000 New $177K — 0.45% DBT
47 SOCIETE GENERALE 83368RBK7 Mar 2022 200,000 New $174K — 0.44% DBT
48 TEVA PHARMACEUTICALS NE 88167AAE1 Dec 2021 187,000 — $169K -3.6% 0.43% DBT
49 Freddie Mac - STACR 35564KPN3 Dec 2021 180,000 — $162K -10.6% 0.41% ABS-MBS
50 EUREX CLEARING AKTIENGESELLSCHAFT RXM2 Dec 2021 -19 New $154K — 0.39% DIR
51 Eagle Re Ltd 269820AH9 Dec 2021 150,000 — $152K -0.3% 0.38% ABS-MBS
52 SBA TOWER TRUST 78403DAH3 Dec 2021 150,000 — $152K -2.4% 0.38% DBT
53 Freddie Mac - STACR 35563XBD3 Dec 2021 150,000 — $152K -2.9% 0.38% ABS-MBS
54 Citigroup Commercial Mortgage 17327FAC0 Dec 2021 150,000 — $151K -6.8% 0.38% ABS-MBS
55 Eagle Re Ltd 269822AD4 Dec 2021 150,000 — $148K -1.7% 0.37% ABS-MBS
56 LEVEL 3 FINANCING INC 527298BT9 Dec 2021 165,000 — $146K -6.7% 0.37% DBT
57 VISTRA OPERATIONS CO LLC 92840VAG7 Dec 2021 150,000 — $144K -7.4% 0.36% DBT
58 BELLEMEADE RE LT 078777AE9 Dec 2021 150,000 — $143K -2.8% 0.36% ABS-MBS
59 Eagle Re Ltd 26982AAG9 Dec 2021 150,000 — $142K -5.3% 0.36% ABS-MBS
60 EUROPEAN BK RECON & DEV 000000000 Dec 2021 1,997,800,000 New $142K — 0.36% DBT
61 GLOBAL AIR LEASE CO LTD 37960JAA6 Dec 2021 155,702 — $142K -5.8% 0.36% DBT
62 Towd Point Mortgage Trust 89178BAW4 Dec 2021 150,000 — $138K -10.3% 0.35% ABS-MBS
63 FORD MOTOR COMPANY 345370CR9 Dec 2021 135,000 — $136K -7.7% 0.34% DBT
64 AERCAP IRELAND CAP/GLOBA 00774MAX3 Dec 2021 150,000 — $135K -11.7% 0.34% DBT
65 AIR LEASE CORP 00914AAS1 Mar 2022 150,000 New $134K — 0.34% DBT
66 FARMERS INS EXCH 309601AE2 Dec 2021 120,000 — $126K -9.3% 0.32% DBT
67 Towd Point Mortgage Trust 89172UAE8 Dec 2021 125,000 — $124K -5.7% 0.31% ABS-MBS
68 INDONESIA GOVERNMENT 000000000 Dec 2021 1,784,000,000 New $122K — 0.31% DBT
69 JP Morgan Mortgage Trust 46592TCC5 Dec 2021 147,436 -868 $122K -16.1% 0.31% ABS-MBS
70 SLG Office Trust 78449RAN5 Dec 2021 150,000 +25,000 $122K +8.5% 0.31% ABS-MBS
71 CCO HLDGS LLC/CAP CORP 1248EPCD3 Dec 2021 125,000 — $120K -7.7% 0.30% DBT
72 PLANTRONICS INC 727493AC2 Dec 2021 116,000 — $119K +8.0% 0.30% DBT
73 ONEMAIN FINANCE CORP 682691AA8 Dec 2021 130,000 — $115K -10.3% 0.29% DBT
74 ENLINK MIDSTREAM PARTNER 29336UAG2 Dec 2021 135,000 — $114K -16.2% 0.29% DBT
75 Genworth Mortgage Insurance Co 89600FAD5 Dec 2021 110,000 — $110K -0.2% 0.28% ABS-MBS
76 SUMMIT MATERIALS LLC/FIN 86614RAN7 Dec 2021 110,000 +105,000 $109K +1981.0% 0.28% DBT
77 LORCA TELECOM BONDCO 000000000 Dec 2021 100,000 New $106K — 0.27% DBT
78 TEVA PHARM FNC NL II 000000000 Dec 2021 100,000 New $103K — 0.26% DBT
79 IVORY COAST 000000000 Dec 2021 100,000 New $102K — 0.26% DBT
80 Morgan Stanley Capital I Trust 61691DAA5 Dec 2021 100,000 — $102K -6.9% 0.26% ABS-MBS
81 Freddie Mac - STACR 35564KTJ8 Mar 2022 100,000 New $102K — 0.26% ABS-MBS
82 PRIME SECSRVC BRW/FINANC 74166MAE6 Dec 2021 104,000 — $102K -6.1% 0.26% DBT
83 Government National Mortgage A 21H032647 Mar 2022 100,000 New $101K — 0.25% ABS-MBS
84 MIDAS OPCO HOLDINGS LLC 59565JAA9 Dec 2021 106,000 — $100K -7.4% 0.25% DBT
85 ADLER REAL ESTATE AG 000000000 Dec 2021 100,000 New $100K — 0.25% DBT
86 Government National Mortgage A 36177Q3V3 Dec 2021 96,739 -940 $100K -4.0% 0.25% ABS-MBS
87 Fannie Mae or Freddie Mac 01F032658 Mar 2022 100,000 New $100K — 0.25% ABS-MBS
88 COEUR MINING INC 192108BC1 Dec 2021 115,000 — $100K -5.3% 0.25% DBT
89 Freddie Mac - STACR 35563XAH5 Dec 2021 100,000 — $100K -1.4% 0.25% ABS-MBS
90 OWS CRE FUNDING I LLC 67114QAA2 Dec 2021 100,000 — $100K -0.9% 0.25% DBT
91 GOL FINANCE SA 36254VAC2 Dec 2021 110,000 — $99K -4.5% 0.25% DBT
92 Arbor Realty Collateralized Lo 03880RAJ8 Dec 2021 100,000 — $99K -1.2% 0.25% ABS-CBDO
93 Arbor Realty Collateralized Lo 03880RAL3 Dec 2021 100,000 — $99K -1.2% 0.25% ABS-CBDO
94 TRONOX INC 897051AC2 Dec 2021 105,000 +50,000 $98K +78.7% 0.25% DBT
95 Freddie Mac 3133B7GB8 Mar 2022 100,000 New $98K — 0.25% ABS-MBS
96 AREIT CRE Trust 04002VAJ0 Mar 2022 100,000 New $98K — 0.25% ABS-MBS
97 VFI ABS LLC 91824CAD8 Mar 2022 100,000 New $98K — 0.25% ABS-O
98 RBSCF Trust 74932BAN3 Mar 2022 100,000 New $98K — 0.25% ABS-MBS
99 GS Mortgage Securities Trust 36258BAS7 Dec 2021 100,000 — $98K -0.2% 0.25% ABS-MBS
100 Morgan Stanley Capital I Trust 61764BAG8 Dec 2021 100,000 — $98K -4.7% 0.25% ABS-MBS
101 KREF 2021-FL2 Ltd 48275RAG2 Dec 2021 100,000 — $98K -2.2% 0.25% ABS-CBDO
102 ReadyCap Commercial Mortgage T 75575MAN8 Dec 2021 100,000 — $98K -4.1% 0.25% ABS-MBS
103 KREF 2021-FL2 Ltd 48275RAL1 Dec 2021 100,000 — $98K -2.4% 0.25% ABS-CBDO
104 Towd Point Mortgage Trust 89173CAD9 Mar 2022 100,000 New $97K — 0.25% ABS-MBS
105 CIM Trust 12558RAJ0 Dec 2021 100,000 — $97K -5.6% 0.25% ABS-MBS
106 Arbor Realty Collateralized Lo 03880KAJ3 Dec 2021 100,000 — $97K -2.0% 0.25% ABS-CBDO
107 IVORY COAST 000000000 Dec 2021 100,000 New $97K — 0.25% DBT
108 ENERGIZER GAMMA ACQ BV 000000000 Dec 2021 100,000 New $97K — 0.25% DBT
109 Cold Storage Trust 193051AN9 Dec 2021 98,299 — $97K -1.0% 0.25% ABS-MBS
110 Fontainebleau Miami Beach Trus 34461LAL8 Dec 2021 100,000 — $97K -4.2% 0.25% ABS-MBS
111 IAMGOLD CORP 450913AF5 Dec 2021 107,000 — $97K -7.6% 0.25% DBT
112 YPF SOCIEDAD ANONIMA 984245AQ3 Dec 2021 130,000 +100,000 $97K +393.1% 0.24% DBT
113 Towd Point Mortgage Trust 89169DAG6 Dec 2021 100,000 — $97K -6.6% 0.24% ABS-MBS
114 BX Trust 05609VAQ8 Dec 2021 100,000 — $96K -2.6% 0.24% ABS-MBS
115 JP Morgan Chase Commercial Mor 46591JAN6 Dec 2021 100,000 — $96K -0.7% 0.24% ABS-MBS
116 BX Trust 05609VAS4 Mar 2022 100,000 New $96K — 0.24% ABS-MBS
117 Towd Point Mortgage Trust 89173FAG5 Dec 2021 100,000 — $96K -7.1% 0.24% ABS-MBS
118 CHC Commercial Mortgage Trust 162665AN3 Dec 2021 99,275 — $96K -0.5% 0.24% ABS-MBS
119 Fannie Mae 3140XFMX6 Mar 2022 99,540 New $95K — 0.24% ABS-MBS
120 ZH Trust 98879FAB4 Dec 2021 100,000 — $95K -0.2% 0.24% ABS-MBS
121 USI INC/NY 90351NAE5 Dec 2021 95,500 -250 $95K -0.1% 0.24% LON
122 Towd Point Mortgage Trust 89171YAG6 Dec 2021 100,000 — $95K -7.7% 0.24% ABS-O
123 Multifamily Connecticut Avenue 62547NAB5 Dec 2021 100,000 — $95K -4.2% 0.24% ABS-MBS
124 Cascade MH Asset Trust 14731QAE9 Dec 2021 100,000 — $95K -8.5% 0.24% ABS-MBS
125 Fannie Mae 3140XD6E1 Mar 2022 98,594 New $94K — 0.24% ABS-MBS
126 GS Mortgage Securities Trust 36258BAW8 Dec 2021 100,000 — $94K -0.9% 0.24% ABS-MBS
127 EGYPT GOVERNMENT BOND 000000000 Dec 2021 1,754,000 New $94K — 0.24% DBT
128 Towd Point Mortgage Trust 89179TAA2 Dec 2021 96,394 -1,250 $94K -3.7% 0.24% ABS-MBS
129 BENCHMARK Mortgage Trust 08162QAN9 Dec 2021 100,000 — $93K -8.5% 0.24% ABS-MBS
130 BINOM Securitization Trust 05552CAD6 Mar 2022 100,000 New $93K — 0.23% ABS-MBS
131 Fannie Mae 3140XCXR4 Dec 2021 96,595 -1,609 $92K -8.0% 0.23% ABS-MBS
132 Project Watson Bridge Loan 5% 03/25/2022 000000000 Dec 2021 92,400 New $92K — 0.23% DBT
133 Fannie Mae 3140X7KG3 Dec 2021 87,767 -14,552 $92K -17.0% 0.23% ABS-MBS
134 Freddie Mac 3133ARDX0 Dec 2021 95,292 -2,335 $91K -8.9% 0.23% ABS-MBS
135 Citigroup Mortgage Loan Trust 17329RDN5 Dec 2021 98,635 -590 $91K -10.2% 0.23% ABS-MBS
136 MFRA Trust 55283QAD6 Dec 2021 100,000 — $91K -7.9% 0.23% ABS-MBS
137 BANK OF AMERICA CORP BAC Mar 2022 69 New $91K — 0.23% EP
138 INTL FINANCE CORP 000000000 Dec 2021 49,000,000 New $90K — 0.23% DBT
139 CSAIL Commercial Mortgage Trus 126281BF0 Dec 2021 100,000 — $90K -4.7% 0.23% ABS-MBS
140 SOHO Trust 2021-SOHO 83410JAA6 Dec 2021 100,000 — $90K -7.3% 0.23% ABS-MBS
141 COMM Mortgage Trust 12593JBL9 Dec 2021 100,000 — $90K -2.5% 0.23% ABS-MBS
142 Fannie Mae 31418EBH2 Mar 2022 99,256 New $90K — 0.23% ABS-MBS
143 Fannie Mae 3140XFKT7 Mar 2022 99,043 New $90K — 0.23% ABS-MBS
144 GS Mortgage-Backed Securities 36263TBF8 Dec 2021 99,360 -481 $90K -10.8% 0.23% ABS-MBS
145 Freddie Mac 3133KYWD7 Mar 2022 98,866 New $90K — 0.23% ABS-MBS
146 Fannie Mae 31418EAV2 Mar 2022 98,836 New $90K — 0.23% ABS-MBS
147 Freddie Mac 3133KYV97 Mar 2022 98,786 New $90K — 0.23% ABS-MBS
148 CIM Trust 12564ECH3 Dec 2021 97,624 -604 $89K -5.0% 0.23% ABS-MBS
149 JP Morgan Mortgage Trust 465976AD0 Mar 2022 100,000 New $89K — 0.22% ABS-MBS
150 Freddie Mac 3133KYV63 Mar 2022 98,148 New $89K — 0.22% ABS-MBS
151 MACQUARIE GROUP LTD 55608JAZ1 Dec 2021 100,000 — $89K -11.1% 0.22% DBT
152 Freddie Mac - STACR 35564KBD0 Dec 2021 100,000 +45,000 $89K +61.2% 0.22% ABS-MBS
153 ALLIANCE DATA SYSTEMS CO 018581AL2 Dec 2021 87,000 -8,000 $88K -11.4% 0.22% DBT
154 VOC ESCROW LTD 91832VAA2 Dec 2021 94,000 — $88K -5.7% 0.22% DBT
155 DRAFTKINGS INC 26142RAB0 Mar 2022 122,000 New $88K — 0.22% DBT
156 JP Morgan Mortgage Trust 465973BY0 Mar 2022 99,657 New $88K — 0.22% ABS-MBS
157 OLIN CORP 680665AK2 Dec 2021 89,000 — $87K -6.4% 0.22% DBT
158 COLEM 2021-HLNE Mortgage Trust 12659JAJ6 Mar 2022 100,000 New $87K — 0.22% ABS-MBS
159 Rate Mortgage Trust 75409JDE4 Dec 2021 98,027 -666 $86K -11.2% 0.22% ABS-MBS
160 BANK OF INDUSTRY LTD 000000000 Dec 2021 85,558 New $86K — 0.22% LON
161 Rate Mortgage Trust 75409XDE3 Mar 2022 99,222 New $86K — 0.22% ABS-MBS
162 Oceanview Mortgage Trust 67647LCE9 Dec 2021 97,530 -682 $86K -10.6% 0.22% ABS-MBS
163 SLG Office Trust 78449RAL9 Dec 2021 100,000 — $86K -9.7% 0.22% ABS-MBS
164 STANDARD INDUSTRIES INC 853496AG2 Dec 2021 93,000 — $86K -9.8% 0.22% DBT
165 OCCIDENTAL PETROLEUM COR 674599CJ2 Dec 2021 90,000 — $86K -7.3% 0.22% DBT
166 JP Morgan Mortgage Trust 46654FAP3 Dec 2021 93,124 -3,543 $85K -11.4% 0.22% ABS-MBS
167 GS Mortgage-Backed Securities 36263NBM6 Mar 2022 99,365 New $85K — 0.22% ABS-MBS
168 REPUBLIC OF SERBIA 000000000 Dec 2021 100,000 New $85K — 0.21% DBT
169 JP Morgan Mortgage Trust 46654UCV5 Mar 2022 100,000 New $85K — 0.21% ABS-MBS
170 JP Morgan Chase Commercial Mor 46651WAL8 Dec 2021 100,000 — $85K -6.4% 0.21% ABS-MBS
171 Provident Funding Mortgage Tru 74387MBA6 Dec 2021 98,579 -734 $84K -11.9% 0.21% ABS-MBS
172 Freddie Mac - STACR 35565TBE8 Dec 2021 80,000 — $84K -11.9% 0.21% ABS-MBS
173 MILEAGE PLUS HLDINGS LLC 599191AA1 Dec 2021 80,000 — $83K -2.3% 0.21% DBT
174 PROFRAC HOLDINGS II LLC 000000000 Dec 2021 85,000 New $83K — 0.21% LON
175 JP Morgan Mortgage Trust 46592PBJ9 Dec 2021 98,050 -593 $82K -15.8% 0.21% ABS-MBS
176 JP Morgan Mortgage Trust 46592NCC8 Dec 2021 98,097 -579 $81K -16.0% 0.21% ABS-MBS
177 MEXICAN UDIBONOS 000000000 Dec 2021 1,617,771 New $81K — 0.20% DBT
178 Freddie Mac - STACR 35565WBD3 Dec 2021 77,797 -2,203 $81K -2.4% 0.20% ABS-MBS
179 FMG RESOURCES AUG 2006 30251GBC0 Dec 2021 85,000 — $80K -9.9% 0.20% DBT
180 NRG ENERGY INC 629377CS9 Dec 2021 90,000 — $79K -10.2% 0.20% DBT
181 Cologix Data Centers Issuer LL 19521DAD3 Mar 2022 100,000 New $77K — 0.20% ABS-O
182 Pear LLC 70472TAC2 Mar 2022 100,000 New $76K — 0.19% ABS-O
183 FREMF Mortgage Trust 302971AT3 Dec 2021 75,000 — $76K -7.9% 0.19% ABS-MBS
184 UNITED WHOLESALE MTGE LL 913229AA8 Dec 2021 84,000 -32,000 $75K -34.2% 0.19% DBT
185 Freddie Mac - STACR 35564KJA8 Dec 2021 80,000 — $75K -7.2% 0.19% ABS-MBS
186 COMM Mortgage Trust 12629NAJ4 Dec 2021 75,000 — $74K -4.7% 0.19% ABS-MBS
187 ARTERA SERVICES LLC 73939VAA2 Dec 2021 75,000 — $74K -6.7% 0.19% DBT
188 Freddie Mac - STACR 35565XBD1 Dec 2021 70,000 — $74K -0.2% 0.19% ABS-MBS
189 DYCOM INDUSTRIES INC 267475AD3 Dec 2021 77,000 +18,000 $73K +20.7% 0.18% DBT
190 ALASKA AIRLINES 2020 TR 01166VAA7 Dec 2021 70,593 -3,136 $72K -10.3% 0.18% DBT
191 TENET HEALTHCARE CORP 88033GDN7 Dec 2021 75,000 — $72K -5.2% 0.18% DBT
192 Great Wolf Trust 39152TAN0 Mar 2022 75,000 New $72K — 0.18% ABS-MBS
193 FREMF Mortgage Trust 30309FAJ0 Dec 2021 75,000 — $72K -5.6% 0.18% ABS-MBS
194 Multifamily Structured Credit 35563GAB5 Dec 2021 75,000 — $71K -4.9% 0.18% ABS-MBS
195 HAT HOLDINGS I LLC/HAT 418751AE3 Dec 2021 75,000 — $71K -5.9% 0.18% DBT
196 J.P. Morgan Wealth Management 46591HBM1 Dec 2021 73,166 -4,906 $71K -9.1% 0.18% ABS-MBS
197 VISTAJET MALTA/XO MGMT 92840JAB5 Mar 2022 75,000 New $71K — 0.18% DBT
198 VISTRA OPERATIONS CO LLC 92840VAH5 Dec 2021 75,000 — $71K -5.7% 0.18% DBT
199 INTER-AMERICAN DEVEL BK 000000000 Dec 2021 980,000,000 New $71K — 0.18% DBT
200 Fannie Mae - CAS 30711X3H5 Dec 2021 70,409 -629 $70K -1.7% 0.18% ABS-MBS
201 ALGONQUIN PWR & UTILITY 015857AH8 Mar 2022 75,000 New $70K — 0.18% DBT
202 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. UXYM2 Dec 2021 -17 New $69K — 0.17% DIR
203 Freddie Mac - STACR 35565TBD0 Dec 2021 70,000 — $68K -6.6% 0.17% ABS-MBS
204 1011778 BC ULC 000000000 Dec 2021 69,604 New $68K — 0.17% LON
205 Fannie Mae 3140X4ZB5 Dec 2021 62,575 -7,049 $65K -12.7% 0.17% ABS-MBS
206 REPUBLIC OF GUATEMALA 401494AT6 Dec 2021 70,000 — $65K -6.2% 0.16% DBT
207 AIR LEASE CORP 00914AAK8 Dec 2021 70,000 — $65K -9.5% 0.16% DBT
208 WESTERN GLOBAL AIRLINES 958278AA1 Dec 2021 60,000 — $64K -3.4% 0.16% DBT
209 BIO-RAD LABS 090572AQ1 Mar 2022 65,000 New $64K — 0.16% DBT
210 COLONY MORTGAGE CAPITAL LTD 12564NAN2 Dec 2021 65,000 — $63K -1.5% 0.16% ABS-MBS
211 Freddie Mac - STACR 35564KCP2 Dec 2021 70,000 — $62K -13.1% 0.16% ABS-MBS
212 Freddie Mac - STACR 35564KBE8 Dec 2021 70,000 — $61K -14.1% 0.15% ABS-MBS
213 Freddie Mac - STACR 35564RCB8 Dec 2021 60,000 — $58K -6.1% 0.15% ABS-MBS
214 MINERVA MERGER SUB INC 60337JAA4 Mar 2022 60,000 New $58K — 0.15% DBT
215 Government National Mortgage A 36176H6S8 Dec 2021 54,431 -400 $58K -5.5% 0.15% ABS-MBS
216 AMGEN INC 031162DG2 Mar 2022 55,000 New $57K — 0.14% DBT
217 KENNEDY-WILSON INC 489399AN5 Dec 2021 60,000 — $57K -6.2% 0.14% DBT
218 PENSKE AUTOMOTIVE GROUP 70959WAK9 Dec 2021 63,000 -9,000 $57K -20.7% 0.14% DBT
219 VALERO ENERGY CORP 91913YBE9 Mar 2022 60,000 New $56K — 0.14% DBT
220 Small Business Lending Trust 831645AC0 Dec 2021 55,300 -44,700 $55K -44.9% 0.14% ABS-O
221 FREMF Mortgage Trust 30312FAG1 Dec 2021 66,507 -5,255 $55K -10.7% 0.14% ABS-MBS
222 ReadyCap Commercial Mortgage T 75574PAJ1 Mar 2022 55,000 New $55K — 0.14% ABS-MBS
223 EDGEWELL PERSONAL CARE 28035QAA0 Dec 2021 55,000 — $55K -5.9% 0.14% DBT
224 CORELOGIC INC 21871DAD5 Dec 2021 55,000 — $52K -5.4% 0.13% DBT
225 ONEMAIN FINANCE CORP 682691AB6 Dec 2021 55,000 — $51K -6.4% 0.13% DBT
226 JP Morgan Chase Commercial Mor 46645WBA0 Dec 2021 50,000 — $50K -2.3% 0.13% ABS-MBS
227 Fannie Mae 31418D4N9 Mar 2022 49,249 New $50K — 0.13% ABS-MBS
228 Fannie Mae - CAS 20753VCZ9 Dec 2021 50,000 — $50K -4.2% 0.13% ABS-MBS
229 CNTL AMR BOTTLING CORP 15239XAA6 Mar 2022 50,000 New $50K — 0.13% DBT
230 ReadyCap Commercial Mortgage T 75575WAJ5 Dec 2021 50,000 — $49K -1.5% 0.12% ABS-MBS
231 FREMF Mortgage Trust 30302YAN7 Dec 2021 50,000 — $49K -5.5% 0.12% ABS-MBS
232 VERINT SYSTEMS INC 92343XAB6 Dec 2021 47,000 — $49K -2.0% 0.12% DBT
233 FORTUNE BRANDS HOME & SE 34964CAG1 Mar 2022 50,000 New $49K — 0.12% DBT
234 FREMF Mortgage Trust 30313WAE8 Dec 2021 50,000 — $48K -7.9% 0.12% ABS-MBS
235 BRITISH AIR 19-1 AA PTT 11043XAA1 Dec 2021 51,079 -675 $48K -9.3% 0.12% DBT
236 KEY COMMERCIAL MORTGAGE TRUST 49307XAC8 Dec 2021 50,000 — $48K -6.8% 0.12% ABS-MBS
237 CVS PASS-THROUGH TRUST 126650BP4 Dec 2021 44,961 -1,370 $48K -8.8% 0.12% DBT
238 Freddie Mac - STACR 35565XBE9 Dec 2021 40,000 — $48K -2.1% 0.12% ABS-MBS
239 Freddie Mac - STACR 35566ABE8 Dec 2021 40,000 — $48K -8.2% 0.12% ABS-MBS
240 FREMF Mortgage Trust 30296MAE1 Dec 2021 50,000 — $48K -7.0% 0.12% ABS-MBS
241 FREMF Mortgage Trust 30301RAN3 Dec 2021 49,000 — $47K -6.1% 0.12% ABS-MBS
242 Freddie Mac - STACR 35566CBD6 Dec 2021 50,000 — $47K -7.1% 0.12% ABS-MBS
243 TRINSEO OP / TRINSEO FIN 89668QAF5 Dec 2021 50,000 — $46K -9.5% 0.12% DBT
244 Freddie Mac - STACR 35566CBE4 Dec 2021 50,000 — $46K -12.2% 0.12% ABS-MBS
245 SPIRIT AIRLINES INC 848577AB8 Dec 2021 51,000 — $46K +4.1% 0.12% DBT
246 ALLIED UNIVERSAL 019576AA5 Dec 2021 45,000 — $46K -3.5% 0.11% DBT
247 CDI ESCROW ISSUER INC 12511VAA6 Mar 2022 45,000 New $45K — 0.11% DBT
248 Fannie Mae 3140F9VT9 Dec 2021 44,517 -3,142 $45K -11.3% 0.11% ABS-MBS
249 REPUBLIC OF ARGENTINA 040114HT0 Dec 2021 145,500 — $44K -5.1% 0.11% DBT
250 ALTA WIND HOLDINGS LLC 021345AA1 Dec 2021 40,395 -646 $44K -6.8% 0.11% DBT
251 COMMSCOPE TECH LLC 20338HAB9 Dec 2021 50,000 — $44K -6.9% 0.11% DBT
252 Government National Mortgage A 38382AFF7 Dec 2021 278,998 -28,493 $42K +9.1% 0.11% ABS-MBS
253 Fannie Mae 3138EQFY3 Dec 2021 41,205 -835 $42K -7.3% 0.11% ABS-MBS
254 LOGMEIN INC 541056AA5 Dec 2021 45,000 — $42K -7.8% 0.11% DBT
255 Freddie Mac - STACR 35564KDX4 Dec 2021 45,000 — $42K -9.4% 0.11% ABS-MBS
256 BENCHMARK Mortgage Trust 08160BAC8 Dec 2021 40,000 — $41K -6.7% 0.10% ABS-MBS
257 FORD MOTOR COMPANY 345370CS7 Dec 2021 42,000 — $41K -17.4% 0.10% DBT
258 LATAM AIRLINES GROUP SA 000000000 Dec 2021 40,000 New $40K — 0.10% LON
259 CHARTER COMM OPT LLC/CAP 161175CJ1 Mar 2022 40,000 New $40K — 0.10% DBT
260 GRINDING MEDIA INC 39854KAB6 Dec 2021 39,800 -100 $40K -1.0% 0.10% LON
261 Fannie Mae - CAS 30711XJ62 Dec 2021 40,000 — $39K -5.0% 0.10% ABS-MBS
262 PARK-OHIO INDUSTRIES INC 700677AR8 Dec 2021 47,000 — $39K -13.7% 0.10% DBT
263 CFCRE Commercial Mortgage Trus 12531WBA9 Dec 2021 38,947 — $39K -5.4% 0.10% ABS-MBS
264 KBR INC 48242WAC0 Dec 2021 40,000 — $39K -4.5% 0.10% DBT
265 LEVEL 3 FINANCING INC 527298BN2 Dec 2021 41,000 — $39K -7.0% 0.10% DBT
266 ENERGY TRANSFER LP 29278NAE3 Dec 2021 35,000 — $39K -11.1% 0.10% DBT
267 PATRICK INDUSTRIES INC 703343AD5 Dec 2021 45,000 — $39K -13.1% 0.10% DBT
268 LUMEN TECHNOLOGIES INC 156700BD7 Dec 2021 45,000 — $39K -11.1% 0.10% DBT
269 MIDWEST CONNECTOR CAPIT 59833CAC6 Dec 2021 38,000 — $38K -6.2% 0.10% DBT
270 SINCLAIR TELEVISION GROU 829229AQ6 Dec 2021 39,047 — $38K -1.4% 0.10% LON
271 TMS INTERNATIONAL CORP 87261QAC7 Dec 2021 40,000 — $38K -4.5% 0.10% DBT
272 PETROLEOS MEXICANOS 71643VAB1 Mar 2022 40,000 New $38K — 0.10% DBT
273 BRITISH AIR 19-1 A PTT 11043XAB9 Dec 2021 39,772 -1,371 $38K -7.8% 0.10% DBT
274 Fannie Mae 3140XCHD3 Mar 2022 36,613 New $37K — 0.09% ABS-MBS
275 CLEARWAY ENERGY OP LLC 18539UAD7 Dec 2021 40,000 — $37K -6.3% 0.09% DBT
276 COMMERCIAL METALS CO 201723AR4 Mar 2022 40,000 New $37K — 0.09% DBT
277 Palisades Center Trust 69640GAA3 Dec 2021 40,000 — $37K -1.1% 0.09% ABS-MBS
278 TRICIDA INC 89610FAB7 Dec 2021 75,000 — $37K -10.9% 0.09% DBT
279 Government National Mortgage A 36212WUQ8 Dec 2021 34,267 -320 $37K -5.2% 0.09% ABS-MBS
280 DANA INC 235825AH9 Dec 2021 40,000 — $37K -9.7% 0.09% DBT
281 TOPBUILD CORP 89055FAC7 Dec 2021 40,000 — $36K -11.7% 0.09% DBT
282 Freddie Mac - STACR 35565MBE3 Dec 2021 30,000 — $36K -1.9% 0.09% ABS-MBS
283 PRIME SECSRVC BRW/FINANC 74166MAC0 Dec 2021 35,000 — $36K -5.0% 0.09% DBT
284 WINDSTREAM ESCROW LLC 97382WAA1 Dec 2021 35,000 — $35K -4.5% 0.09% DBT
285 GARDA WORLD SECURITY 36485MAL3 Dec 2021 39,000 — $35K -5.7% 0.09% DBT
286 Fannie Mae 3138WTUN4 Dec 2021 35,029 -1,824 $35K -10.0% 0.09% ABS-MBS
287 OWENS & MINOR DISTRIBUTION 000000000 Dec 2021 35,000 New $35K — 0.09% LON
288 INSMED INC 457669AA7 Dec 2021 35,000 — $35K -2.8% 0.09% DBT
289 KUEHG CORP 000000000 Dec 2021 35,284 New $35K — 0.09% LON
290 Fannie Mae 31416WYP1 Dec 2021 33,106 -953 $35K -8.4% 0.09% ABS-MBS
291 Fannie Mae 3138ENER6 Dec 2021 32,547 -2,460 $34K -10.1% 0.09% ABS-MBS
292 GARDA WORLD SECURITY 36485MAK5 Dec 2021 35,000 — $34K -3.7% 0.08% DBT
293 LCM INVESTMENTS HOLDINGS 50190EAA2 Dec 2021 35,000 — $33K -8.1% 0.08% DBT
294 SCIENTIFIC GAMES INTERNA 80874YBA7 Dec 2021 31,000 — $32K -1.1% 0.08% DBT
295 CVS PASS-THROUGH TRUST 126650BV1 Dec 2021 29,032 -479 $32K -7.6% 0.08% DBT
296 MEG ENERGY CORP 552704AE8 Dec 2021 30,000 — $31K -1.7% 0.08% DBT
297 Freddie Mac 3132WKWL8 Dec 2021 31,151 -886 $31K -7.7% 0.08% ABS-MBS
298 Freddie Mac 31335AWT1 Dec 2021 30,132 -1,757 $31K -11.1% 0.08% ABS-MBS
299 FREMF Mortgage Trust 35708QAU7 Dec 2021 30,000 — $30K -7.1% 0.08% ABS-MBS
300 SEASPAN CORP 81254UAK2 Dec 2021 32,000 -13,000 $30K -34.2% 0.08% DBT
301 Government National Mortgage A 38382AFH3 Dec 2021 287,111 -46,667 $30K +13.5% 0.08% ABS-MBS
302 US RENAL CARE INC 07335BAA4 Dec 2021 31,000 — $30K -6.2% 0.07% DBT
303 Fannie Mae - CAS 20753VBE7 Dec 2021 30,000 — $29K -5.7% 0.07% ABS-MBS
304 ENLINK MIDSTREAM PARTNER 29336UAC1 Dec 2021 34,000 — $29K -14.5% 0.07% DBT
305 Hardee's Funding 411707AD4 Dec 2021 28,950 -75 $29K -4.3% 0.07% ABS-O
306 PAR PHARMACEUTICAL INC 69888XAA7 Dec 2021 31,000 — $29K -8.7% 0.07% DBT
307 HILTON GRAND VAC BOR ESC 43284MAA6 Dec 2021 30,000 — $29K -6.5% 0.07% DBT
308 Freddie Mac 3132DMA70 Dec 2021 28,637 -1,378 $29K -10.2% 0.07% ABS-MBS
309 NOVA CHEMICALS CORP 66977WAR0 Dec 2021 28,000 — $28K -6.0% 0.07% DBT
310 UNITI GROUP/CSL CAPITAL 91327BAA8 Dec 2021 30,000 — $28K -6.2% 0.07% DBT
311 Freddie Mac - STACR 35565LAH9 Dec 2021 27,002 -4,993 $27K -16.2% 0.07% ABS-MBS
312 BRITISH AIR 20-1 B PTT 11042WAA4 Dec 2021 24,533 -839 $27K -7.0% 0.07% DBT
313 Fannie Mae 31419JSV1 Dec 2021 24,842 -2,163 $26K -11.4% 0.07% ABS-MBS
314 Grupo Aeromexico SAB de CV AEROMEX* Dec 2021 1,529 New $26K — 0.07% EC
315 Freddie Mac 3132QUC50 Dec 2021 24,759 -2,038 $25K -12.2% 0.06% ABS-MBS
316 ReadyCap Commercial Mortgage T 75574PAL6 Mar 2022 25,000 New $25K — 0.06% ABS-MBS
317 FREEDOM MORTGAGE CORP 35640YAB3 Dec 2021 25,000 — $25K -2.6% 0.06% DBT
318 CLEVELAND-CLIFFS INC 185899AL5 Dec 2021 25,000 — $25K -5.0% 0.06% DBT
319 SC GAMES HOLDIN/US FINCO 80874DAA4 Mar 2022 25,000 New $25K — 0.06% DBT
320 GARDA WORLD SECURITY COR 36257BAA7 Dec 2021 24,000 — $25K -4.9% 0.06% DBT
321 Banc of America Merrill Lynch 05493LAN6 Dec 2021 25,000 — $25K -1.6% 0.06% ABS-MBS
322 FREMF Mortgage Trust 30297NAE8 Dec 2021 25,000 — $25K -7.0% 0.06% ABS-MBS
323 ENERGY TRANSFER LP 29273RAR0 Dec 2021 21,000 — $24K -10.9% 0.06% DBT
324 NCR CORP 62886EAY4 Dec 2021 25,000 — $24K -7.0% 0.06% DBT
325 SENSATA TECHNOLOGIES BV 81725WAK9 Dec 2021 25,000 — $24K -6.8% 0.06% DBT
326 Fannie Mae 3140FMSE7 Dec 2021 23,370 -2,201 $24K -13.0% 0.06% ABS-MBS
327 Freddie Mac 3132DWCR2 Mar 2022 22,933 New $23K — 0.06% ABS-MBS
328 Fannie Mae 3138YKFW8 Dec 2021 22,963 -1,549 $23K -10.8% 0.06% ABS-MBS
329 LUMEN TECHNOLOGIES INC 156700BC9 Dec 2021 25,000 — $23K -8.1% 0.06% DBT
330 MODIVCARE ESCROW ISSUER 60783XAA2 Dec 2021 25,000 — $23K -8.7% 0.06% DBT
331 ATKORE INC 047649AA6 Dec 2021 25,000 — $23K -9.3% 0.06% DBT
332 CSAIL Commercial Mortgage Trus 12635RBE7 Dec 2021 25,000 — $23K -6.0% 0.06% ABS-MBS
333 ADAPTHEALTH LLC 00653VAE1 Dec 2021 25,000 — $23K -8.7% 0.06% DBT
334 FREEDOM MORTGAGE CORP 35640YAG2 Dec 2021 25,000 — $23K -5.1% 0.06% DBT
335 NOVELIS CORP 670001AH9 Dec 2021 25,000 — $23K -8.0% 0.06% DBT
336 MGP INGREDIENTS INC 55303JAA4 Dec 2021 20,000 — $22K -1.4% 0.06% DBT
337 SHELF DRILL HOLD LTD 822538AG9 Dec 2021 22,000 — $22K -0.5% 0.06% DBT
338 JBS USA/FOOD/FINANCE 46590XAD8 Dec 2021 25,000 — $22K -10.7% 0.06% DBT
339 Fannie Mae 3138X8YD7 Dec 2021 21,204 -1,048 $22K -9.2% 0.06% ABS-MBS
340 Morgan Stanley Capital I Trust 61766CAV1 Dec 2021 25,000 +10,000 $22K +56.6% 0.06% ABS-MBS
341 Freddie Mac 3132WMEP5 Dec 2021 20,638 -1,486 $21K -10.2% 0.05% ABS-MBS
342 Government National Mortgage A 38382BHB2 Dec 2021 134,011 -11,900 $21K +11.2% 0.05% ABS-MBS
343 CLEVELAND-CLIFFS INC 185899AG6 Dec 2021 20,000 — $21K -0.8% 0.05% DBT
344 Government National Mortgage A 36179SNW3 Dec 2021 19,958 -2,258 $21K -13.0% 0.05% ABS-MBS
345 ENERGY TRANSFER LP 86765BAK5 Dec 2021 19,000 — $21K -10.9% 0.05% DBT
346 AMGEN INC 031162DF4 Mar 2022 20,000 New $21K — 0.05% DBT
347 Fannie Mae 3140QFUB3 Mar 2022 20,105 New $21K — 0.05% ABS-MBS
348 JBS USA/FOOD/FINANCE 46590XAB2 Dec 2021 20,000 -19,000 $20K -51.8% 0.05% DBT
349 CLEARWATER PAPER CORP 18538RAJ2 Dec 2021 22,000 — $20K -8.7% 0.05% DBT
350 UBS Commercial Mortgage Trust 90291JAY3 Dec 2021 1,000,000 — $20K -6.8% 0.05% ABS-MBS
351 HILLENBRAND INC 431571AE8 Dec 2021 22,000 -8,000 $20K -33.1% 0.05% DBT
352 State Street Bank and Trust Company N/A Dec 2021 1 New $20K — 0.05% DFE
353 LSF11 A5 HOLDCO LLC 50216YAB6 Dec 2021 20,000 — $20K -1.4% 0.05% LON
354 JETBLUE AIRWAYS CORP 477164AA5 Dec 2021 19,626 — $20K -7.3% 0.05% DBT
355 STARWOOD PROPERTY TRUST 85571BAY1 Mar 2022 20,000 New $19K — 0.05% DBT
356 BENTLEY SYSTEMS 08265TAC3 Dec 2021 22,000 — $19K -5.7% 0.05% DBT
357 GLP CAPITAL LP / FIN II 361841AR0 Dec 2021 21,000 -14,000 $19K -45.9% 0.05% DBT
358 CVS PASS THRU TR 2009 126659AA9 Dec 2021 15,863 -283 $19K -7.4% 0.05% DBT
359 Equifirst Mortgage Loan Trust 29445FAA6 Dec 2021 19,804 -799 $19K -8.0% 0.05% ABS-MBS
360 ARCOSA INC 039653AA8 Dec 2021 20,000 — $19K -6.4% 0.05% DBT
361 HEALTHEQUITY INC 42226AAA5 Dec 2021 20,000 — $19K -4.3% 0.05% DBT
362 AIR CANADA 008911BK4 Dec 2021 20,000 — $19K -7.5% 0.05% DBT
363 CAESARS ENTERTAIN INC 12769GAA8 Dec 2021 20,000 — $19K -6.2% 0.05% DBT
364 Government National Mortgage A 36179SUW5 Dec 2021 18,054 -2,215 $19K -13.6% 0.05% ABS-MBS
365 US FOODS INC 90290MAE1 Dec 2021 20,000 — $19K -8.2% 0.05% DBT
366 Fannie Mae 3140QLJX5 Mar 2022 17,742 New $18K — 0.05% ABS-MBS
367 SINCLAIR TELEVISION GROU 829259BA7 Dec 2021 20,000 — $18K -5.9% 0.05% DBT
368 ISTAR INC 45031UCG4 Dec 2021 18,000 -102,000 $18K -85.5% 0.04% DBT
369 NRG ENERGY INC 629377CR1 Dec 2021 20,000 — $18K -9.8% 0.04% DBT
370 AON CORP/AON GLOBAL HOLD 03740LAC6 Dec 2021 19,000 -21,000 $17K -57.1% 0.04% DBT
371 Government National Mortgage A 3617GSGY9 Dec 2021 16,550 -90 $17K -4.8% 0.04% ABS-MBS
372 Freddie Mac 3137AS5J9 Dec 2021 103,183 -5,297 $17K -16.0% 0.04% ABS-MBS
373 NEXTERA ENERGY OPERATING 65342QAB8 Dec 2021 17,000 — $17K -7.3% 0.04% DBT
374 Government National Mortgage A 3622A2Q70 Dec 2021 16,122 -1,063 $17K -9.5% 0.04% ABS-MBS
375 BRITISH AIR 20-1 A PTT 11044MAA4 Dec 2021 16,948 -277 $17K -7.5% 0.04% DBT
376 Fannie Mae 3138YTJ88 Dec 2021 16,736 -1,500 $17K -12.0% 0.04% ABS-MBS
377 State Street Bank and Trust Company N/A Dec 2021 1 New $17K — 0.04% DFE
378 Fannie Mae 31416X4Z0 Dec 2021 14,825 -875 $16K -9.1% 0.04% ABS-MBS
379 Government National Mortgage A 36179QPH8 Dec 2021 15,005 -1,288 $16K -10.6% 0.04% ABS-MBS
380 SCIENTIFIC GAMES INTERNA 80874YBE9 Dec 2021 15,000 — $16K -5.9% 0.04% DBT
381 SCIENTIFIC GAMES INTERNA 80874YBC3 Dec 2021 15,000 — $16K -2.7% 0.04% DBT
382 CARNIVAL CORP 143658BL5 Dec 2021 15,000 — $15K -3.9% 0.04% DBT
383 NIELSEN FINANCE LLC/CO 65409QBK7 Dec 2021 15,000 — $15K +1.2% 0.04% DBT
384 Fannie Mae 3138WAF93 Dec 2021 14,324 -671 $15K -9.1% 0.04% ABS-MBS
385 NIELSEN FINANCE LLC/CO 65409QBH4 Dec 2021 15,000 — $15K +1.4% 0.04% DBT
386 Government National Mortgage A 38376CAG4 Dec 2021 14,164 -1,002 $15K -10.7% 0.04% ABS-MBS
387 PECF USS INTERMEDIATE HO 000000000 Dec 2021 14,962 New $15K — 0.04% LON
388 BANK OF AMERICA, NATIONAL ASSOCIATION 000000000 Dec 2021 375,000 New $15K — 0.04% DFE
389 Fannie Mae 31418D2H4 Mar 2022 14,226 New $15K — 0.04% ABS-MBS
390 FITNESS & SPORTS CLUBS LLC 33818XAH3 Dec 2021 15,560 — $14K -1.0% 0.04% LON
391 ASBURY AUTOMOTIVE GROUP 043436AU8 Dec 2021 15,000 — $14K -5.8% 0.04% DBT
392 Government National Mortgage A 3622A25J7 Dec 2021 13,627 -1,275 $14K -10.3% 0.04% ABS-MBS
393 IMAX CORP 45245EAH2 Dec 2021 15,000 — $14K -1.2% 0.04% DBT
394 Icon Brand Holdings LLC 45112AAC1 Dec 2021 37,030 — $14K -3.2% 0.04% ABS-O
395 STAPLES INC 855031AR1 Dec 2021 14,588 -38 $14K -0.8% 0.04% LON
396 ASBURY AUTOMOTIVE GROUP 043436AV6 Dec 2021 15,000 — $14K -7.1% 0.04% DBT
397 Fannie Mae 31417YNA1 Dec 2021 13,303 -1,487 $14K -13.0% 0.04% ABS-MBS
398 AMSTED INDUSTRIES 032177AH0 Dec 2021 14,000 — $14K -3.6% 0.04% DBT
399 CALPINE CORP 131347CP9 Dec 2021 15,000 — $14K -6.7% 0.03% DBT
400 Government National Mortgage A 36179QT68 Dec 2021 12,807 -1,111 $14K -10.6% 0.03% ABS-MBS
401 DCP MIDSTREAM OPERATING 23311VAF4 Dec 2021 13,000 -3,000 $14K -31.4% 0.03% DBT
402 CALPINE CORP 131347CQ7 Dec 2021 15,000 — $14K -9.0% 0.03% DBT
403 AMER AIRLINE 21-1B PTT 02376LAA3 Dec 2021 15,000 — $14K -8.6% 0.03% DBT
404 Fannie Mae 3140GPS58 Dec 2021 12,961 -86 $13K -4.7% 0.03% ABS-MBS
405 ENERGY TRANSFER LP 29273VAJ9 Dec 2021 15,000 — $13K -5.5% 0.03% DBT
406 Freddie Mac 3137F8M83 Mar 2022 69,476 New $13K — 0.03% ABS-MBS
407 NRG ENERGY INC 629377CQ3 Dec 2021 15,000 — $13K -9.3% 0.03% DBT
408 Fannie Mae 3140J5E70 Dec 2021 12,818 -1,436 $13K -13.4% 0.03% ABS-MBS
409 Government National Mortgage A 3620A93H2 Dec 2021 12,135 -675 $13K -10.1% 0.03% ABS-MBS
410 Government National Mortgage A 3617AVXD5 Dec 2021 12,352 -478 $13K -7.8% 0.03% ABS-MBS
411 Fannie Mae 31416BTA6 Dec 2021 11,946 -891 $13K -11.1% 0.03% ABS-MBS
412 MILLICOM INTL CELLULAR 600814AQ0 Dec 2021 11,700 — $12K -2.4% 0.03% DBT
413 BAUSCH HEALTH COS INC 071734AH0 Dec 2021 15,000 — $12K -10.5% 0.03% DBT
414 Government National Mortgage A 38381YWF7 Dec 2021 119,115 -18,238 $12K +14.6% 0.03% ABS-MBS
415 Freddie Mac 3128MMSR5 Dec 2021 12,100 -1,112 $12K -11.8% 0.03% ABS-MBS
416 BROWN BROTHERS HARRIMAN & CO. N/A Dec 2021 1 New $12K — 0.03% DFE
417 ENERGY ACQUISITION LP 29279EAB8 Dec 2021 12,232 -32 $12K -1.7% 0.03% LON
418 Government National Mortgage A 38382AAB1 Dec 2021 182,219 -20,088 $12K -23.9% 0.03% ABS-MBS
419 ENERGY TRANSFER LP 29273RBJ7 Dec 2021 10,000 — $11K -11.6% 0.03% DBT
420 Freddie Mac 3131YBED6 Mar 2022 10,759 New $11K — 0.03% ABS-MBS
421 Government National Mortgage A 36192S4A5 Dec 2021 10,315 -431 $11K -8.8% 0.03% ABS-MBS
422 Government National Mortgage A 38381YRH9 Dec 2021 183,724 -19,986 $11K -25.7% 0.03% ABS-MBS
423 Freddie Mac 3132WMG57 Dec 2021 10,062 -1,349 $10K -15.5% 0.03% ABS-MBS
424 Freddie Mac 3137FXAJ7 Mar 2022 55,821 New $10K — 0.03% ABS-MBS
425 Freddie Mac 3129362R7 Dec 2021 9,605 -1,170 $10K -15.6% 0.03% ABS-MBS
426 OLIN CORP 680665AL0 Dec 2021 10,000 — $10K -5.9% 0.03% DBT
427 Freddie Mac 3137ATFZ0 Dec 2021 54,353 -3,493 $10K -13.3% 0.03% ABS-MBS
428 Government National Mortgage A 36198VMG9 Dec 2021 9,396 -67 $10K -4.7% 0.03% ABS-MBS
429 UNITED AIRLINES INC 90932LAG2 Dec 2021 10,000 — $10K -5.6% 0.02% DBT
430 Fannie Mae 3140GVE92 Dec 2021 9,385 -933 $10K -13.0% 0.02% ABS-MBS
431 Freddie Mac 3137FV4S8 Mar 2022 52,833 New $10K — 0.02% ABS-MBS
432 UNITED AIRLINES INC 90932LAH0 Dec 2021 10,000 — $10K -7.8% 0.02% DBT
433 NCR CORP 62886EAZ1 Dec 2021 10,000 — $9K -8.3% 0.02% DBT
434 Freddie Mac - STACR 35565KBD9 Dec 2021 10,000 — $9K -6.0% 0.02% ABS-MBS
435 Government National Mortgage A 36176MW74 Dec 2021 8,733 -1,032 $9K -14.1% 0.02% ABS-MBS
436 Freddie Mac 3132WJ6G1 Dec 2021 9,411 -1,065 $9K -14.9% 0.02% ABS-MBS
437 MIWD HLDCO II/MIWD FIN 55337PAA0 Mar 2022 10,000 New $9K — 0.02% DBT
438 NCL FINANCE LTD 62888HAA7 Dec 2021 10,000 — $9K -5.9% 0.02% DBT
439 CLEARWAY ENERGY OP LLC 18539UAE5 Dec 2021 10,000 — $9K -7.3% 0.02% DBT
440 CCO HLDGS LLC/CAP CORP 1248EPCL5 Dec 2021 10,000 — $9K -12.5% 0.02% DBT
441 Government National Mortgage A 36184NEC1 Dec 2021 8,648 -68 $9K -5.3% 0.02% ABS-MBS
442 Government National Mortgage A 36184QTQ7 Dec 2021 8,290 -606 $9K -9.7% 0.02% ABS-MBS
443 HSBC SECURITIES (USA) INC. N/A Dec 2021 1 New $9K — 0.02% DFE
444 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. USM2 Dec 2021 -2 New $9K — 0.02% DIR
445 Government National Mortgage A 38382CAZ4 Dec 2021 151,255 -17,527 $8K -29.2% 0.02% ABS-MBS
446 BEACON ROOFING SUPPLY IN 073685AH2 Dec 2021 9,000 -21,000 $8K -72.3% 0.02% DBT
447 Freddie Mac 3132WMM50 Dec 2021 7,732 -53 $8K -4.4% 0.02% ABS-MBS
448 Fannie Mae 3140FM7M2 Dec 2021 7,496 -64 $8K -5.0% 0.02% ABS-MBS
449 Government National Mortgage A 3620AMK27 Dec 2021 6,974 -173 $8K -6.7% 0.02% ABS-MBS
450 ENLINK MIDSTREAM PARTNER 29336UAD9 Dec 2021 9,000 — $7K -16.1% 0.02% DBT
451 MEG ENERGY CORP 552704AD0 Dec 2021 7,000 -10,000 $7K -58.9% 0.02% DBT
452 M/I HOMES INC 55305BAV3 Dec 2021 8,000 — $7K -10.7% 0.02% DBT
453 BAUSCH HEALTH AMERICAS 91911XAW4 Dec 2021 7,000 — $7K -4.8% 0.02% DBT
454 Fannie Mae 3140FHLH8 Dec 2021 6,807 -44 $7K -5.2% 0.02% ABS-MBS
455 Government National Mortgage A 36201RX71 Dec 2021 6,126 -168 $7K -6.9% 0.02% ABS-MBS
456 Government National Mortgage A 36179QR29 Dec 2021 6,019 -496 $6K -10.6% 0.02% ABS-MBS
457 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TYM2 Dec 2021 -2 New $6K — 0.02% DIR
458 Freddie Mac 31335ABN7 Dec 2021 5,591 -456 $6K -11.0% 0.02% ABS-MBS
459 Bank of America, National Association N/A Dec 2021 1 New $6K — 0.01% DFE
460 Government National Mortgage A 36202FXC5 Dec 2021 5,243 -317 $6K -9.2% 0.01% ABS-MBS
461 Government National Mortgage A 36184JAM2 Dec 2021 5,132 -301 $5K -9.6% 0.01% ABS-MBS
462 MEG ENERGY CORP 552704AF5 Dec 2021 5,000 — $5K -3.6% 0.01% DBT
463 Fannie Mae 31419AVT1 Dec 2021 4,665 -209 $5K -9.8% 0.01% ABS-MBS
464 VIKING OCEAN CRUISES SHI 92682RAA0 Dec 2021 5,000 — $5K -8.6% 0.01% DBT
465 Government National Mortgage A 36178GJ62 Dec 2021 4,130 -34 $4K -4.9% 0.01% ABS-MBS
466 BROWN BROTHERS HARRIMAN & CO. N/A Dec 2021 1 New $4K — 0.01% DFE
467 Government National Mortgage A 36202XTP2 Dec 2021 3,777 -46 $4K -4.0% 0.01% ABS-MBS
468 ENLINK MIDSTREAM LLC 29336TAA8 Dec 2021 4,000 — $4K -2.2% 0.01% DBT
469 Government National Mortgage A 38381XEA0 Dec 2021 80,621 -10,116 $4K -39.5% 0.01% ABS-MBS
470 Fannie Mae 3136B5SU0 Dec 2021 25,366 -4,515 $4K -20.0% 0.01% ABS-MBS
471 Citibank, National Association N/A Dec 2021 1 New $4K — 0.01% DFE
472 Fannie Mae 3136A4WQ8 Dec 2021 33,512 -4,575 $4K -15.1% 0.01% ABS-MBS
473 DIAMOND SPORTS GR/DIAMON 25277LAC0 Dec 2021 19,000 — $4K -25.9% 0.01% DBT
474 Government National Mortgage A 36177Q7M9 Dec 2021 3,621 -29 $4K -3.7% 0.01% ABS-MBS
475 Fannie Mae 3136B5TL9 Dec 2021 24,173 -3,341 $4K -21.6% 0.01% ABS-MBS
476 HSBC SECURITIES (USA) INC. N/A Dec 2021 1 New $3K — 0.01% DFE
477 Fannie Mae 31416WH39 Dec 2021 2,844 -149 $3K -9.3% 0.01% ABS-MBS
478 Fannie Mae 3136B1Z98 Dec 2021 21,431 -2,719 $3K -40.3% 0.01% ABS-MBS
479 Government National Mortgage A 36202D2F7 Dec 2021 2,641 -159 $3K -10.5% 0.01% ABS-MBS
480 Government National Mortgage A 36200WJL6 Dec 2021 2,613 -258 $3K -11.5% 0.01% ABS-MBS
481 Freddie Mac 3128M6VZ8 Dec 2021 2,642 -172 $3K -10.3% 0.01% ABS-MBS
482 Government National Mortgage A 36291R3A8 Dec 2021 2,575 -43 $3K -6.6% 0.01% ABS-MBS
483 Fannie Mae 3140QBGP7 Dec 2021 2,703 -432 $3K -19.5% 0.01% ABS-MBS
484 Fannie Mae 3136B47J1 Dec 2021 29,190 -5,140 $3K -24.7% 0.01% ABS-MBS
485 Government National Mortgage A 36290YUV8 Dec 2021 2,445 -534 $3K -21.5% 0.01% ABS-MBS
486 Government National Mortgage A 36200NBP5 Dec 2021 2,171 -109 $2K -7.9% 0.01% ABS-MBS
487 Lorenz Re 2019, 6/30/22 000000000 Dec 2021 20,578 New $2K — 0.01% DBT
488 REPUBLIC OF ARGENTINA 040114HX1 Dec 2021 6,500 — $2K -6.5% 0.01% DBT
489 Government National Mortgage A 38378GJK5 Dec 2021 2,125 -554 $2K -21.3% 0.01% ABS-MBS
490 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 000000000 Dec 2021 1 New $2K — 0.00% DCR
491 Government National Mortgage A 36202D4P3 Dec 2021 1,633 -76 $2K -7.9% 0.00% ABS-MBS
492 Fannie Mae 31397NR31 Dec 2021 1,740 -209 $2K -12.6% 0.00% ABS-MBS
493 Freddie Mac 3132XUZP3 Dec 2021 1,427 -135 $1K -14.4% 0.00% ABS-MBS
494 State Street Bank and Trust Company N/A Dec 2021 1 New $1K — 0.00% DFE
495 BANCO DE LA CIUDAD BA 000000000 Dec 2021 750,000 New $1K — 0.00% DBT
496 HSBC SECURITIES (USA) INC. N/A Dec 2021 1 New $1K — 0.00% DFE
497 Fannie Mae 3138WHG97 Dec 2021 1,113 -53 $1K -10.2% 0.00% ABS-MBS
498 Fannie Mae 31418CDA9 Dec 2021 1,021 -68 $1K -11.8% 0.00% ABS-MBS
499 Government National Mortgage A 36200NYP0 Dec 2021 868 -30 $960 -6.4% 0.00% ABS-MBS
500 Government National Mortgage A 36211RFL8 Dec 2021 862 -22 $922 -5.0% 0.00% ABS-MBS
501 Government National Mortgage A 36200MQ55 Dec 2021 801 -18 $877 -5.8% 0.00% ABS-MBS
502 Government National Mortgage A 36290RP49 Dec 2021 791 -29 $870 -7.1% 0.00% ABS-MBS
503 YPF SOCIEDAD ANONIMA 984245AP5 Dec 2021 175,000 — $844 +3.6% 0.00% DBT
504 Government National Mortgage A 36213MYE2 Dec 2021 764 -14 $827 -4.8% 0.00% ABS-MBS
505 Government National Mortgage A 36290RUG6 Dec 2021 720 -27 $772 -7.4% 0.00% ABS-MBS
506 Government National Mortgage A 36225BY85 Dec 2021 583 -32 $654 -8.5% 0.00% ABS-MBS
507 Government National Mortgage A 36201VAT9 Dec 2021 568 -14 $606 -5.4% 0.00% ABS-MBS
508 Freddie Mac 31297QUH0 Dec 2021 566 -7 $597 -4.6% 0.00% ABS-MBS
509 Government National Mortgage A 36201L2D5 Dec 2021 530 -19 $567 -6.4% 0.00% ABS-MBS
510 Citibank, National Association N/A Dec 2021 1 New $535 — 0.00% DFE
511 JPMorgan Chase Bank, National Association N/A Dec 2021 1 New $519 — 0.00% DFE
512 Government National Mortgage A 36176N3Q2 Dec 2021 472 -1,401 $486 -75.8% 0.00% ABS-MBS
513 Fannie Mae 31418CHJ6 Dec 2021 473 -4 $472 -6.0% 0.00% ABS-MBS
514 Bank of America, National Association N/A Dec 2021 1 New $455 — 0.00% DFE
515 Government National Mortgage A 36200K7J0 Dec 2021 347 -20 $382 -8.8% 0.00% ABS-MBS
516 STATE STREET BANK AND TRUST COMPANY N/A Dec 2021 1 New $381 — 0.00% DFE
517 Government National Mortgage A 36225BZ27 Dec 2021 304 -15 $336 -9.0% 0.00% ABS-MBS
518 Government National Mortgage A 36216UV87 Dec 2021 244 -12 $261 -7.3% 0.00% ABS-MBS
519 Citibank, National Association N/A Dec 2021 1 New $201 — 0.00% DFE
520 HSBC SECURITIES (USA) INC. N/A Dec 2021 1 New $195 — 0.00% DFE
521 Government National Mortgage A 36200QLP7 Dec 2021 173 -13 $190 -11.2% 0.00% ABS-MBS
522 Government National Mortgage A 36200Q3L6 Dec 2021 173 -4 $189 -6.7% 0.00% ABS-MBS
523 Government National Mortgage A 36290N6R8 Dec 2021 137 -3 $147 -5.0% 0.00% ABS-MBS
524 Freddie Mac 31296YTX1 Dec 2021 126 -2 $136 -6.4% 0.00% ABS-MBS
525 Fannie Mae 31371KLT6 Dec 2021 81 -6 $89 -10.1% 0.00% ABS-MBS
526 Desarrolladora Homex SAB de CV HOMEX* Dec 2021 15,463 New $33 — 0.00% EC
527 Government National Mortgage A 36212UKQ3 Dec 2021 32 -1 $32 -3.2% 0.00% ABS-MBS
528 Emerald Plantation Holdings Lt EMEXF Dec 2021 1,032 New $21 — 0.00% EC
529 Lorenz Re 2018, 7/1/22 000000000 Dec 2021 40,000 New $0 — 0.00% DBT
530 BROWN BROTHERS HARRIMAN & CO. 000000000 Dec 2021 3,182 New $0 — 0.00% DE
531 BROWN BROTHERS HARRIMAN & CO. 000000000 Dec 2021 3,182 New $0 — 0.00% DE
532 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 000000000 Dec 2021 1 New $-321 — -0.00% DCR
533 STATE STREET BANK AND TRUST COMPANY N/A Dec 2021 1 New $-398 — -0.00% DFE
534 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 000000000 Dec 2021 1 New $-535 — -0.00% DCR
535 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 000000000 Dec 2021 1 New $-535 — -0.00% DCR
536 Citibank, National Association N/A Dec 2021 1 New $-731 — -0.00% DFE
537 BANK OF AMERICA, NATIONAL ASSOCIATION 000000000 Dec 2021 -375,000 New $-863 — -0.00% DFE
538 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 000000000 Dec 2021 1 New $-963 — -0.00% DCR
539 Bank of America, National Association N/A Dec 2021 1 New $-965 — -0.00% DFE
540 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 000000000 Dec 2021 1 New $-1498 — -0.00% DCR
541 JPMorgan Chase Bank, National Association N/A Dec 2021 1 New $-1532 — -0.00% DFE
542 State Street Bank and Trust Company N/A Dec 2021 1 New $-1625 — -0.00% DFE
543 Bank of America, National Association N/A Dec 2021 1 New $-2569 — -0.01% DFE
544 Citibank, National Association N/A Dec 2021 1 New $-2837 — -0.01% DFE
545 GOLDMAN SACHS & CO. LLC N/A Dec 2021 1 New $-6522 — -0.02% DFE
546 Citibank, National Association N/A Dec 2021 1 New $-7996 — -0.02% DFE
547 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TUM2 Dec 2021 4 New $-8759 — -0.02% DIR
548 HSBC SECURITIES (USA) INC. N/A Dec 2021 1 New $-10874 — -0.03% DFE
549 GOLDMAN SACHS & CO. LLC N/A Dec 2021 1 New $-16856 — -0.04% DFE
550 JPMorgan Chase Bank, National Association N/A Dec 2021 1 New $-18341 — -0.05% DFE
551 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. FVM2 Dec 2021 28 New $-55494 — -0.14% DIR
552 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. WNM2 Dec 2021 11 New $-65286 — -0.16% DIR
553 INTERCONTINENTAL EXCHANGE, INC. 000000000 Dec 2021 1 New $-94057 — -0.24% DCR
✕ TREASURY BILL 912796K81 — 3,000,000 Exited $3.0M — — —
✕ Fannie Mae or Freddie Mac 01F022618 — 2,600,000 Exited $2.7M — — —
✕ TREASURY BILL 912796Q69 — 2,128,000 Exited $2.1M — — —
✕ TREASURY BILL 912796Q51 — 1,970,000 Exited $2.0M — — —
✕ Fannie Mae or Freddie Mac 01F042616 — 1,600,000 Exited $1.7M — — —
✕ TREASURY BILL 912796K65 — 1,500,000 Exited $1.5M — — —
✕ US TREASURY N/B 91282CDA6 — 1,309,300 Exited $1.3M — — —
✕ Fannie Mae or Freddie Mac 01F032625 — 1,200,000 Exited $1.3M — — —
✕ US TREASURY N/B 91282CAR2 — 975,000 Exited $1.0M — — —
✕ Fannie Mae or Freddie Mac 01F040610 — 900,000 Exited $1.0M — — —
✕ Fannie Mae or Freddie Mac 01F030611 — 800,000 Exited $0.8M — — —
✕ US TREASURY N/B 912810SF6 — 561,500 Exited $0.7M — — —
✕ Government National Mortgage A 21H030617 — 500,000 Exited $0.5M — — —
✕ TSY INFL IX N/B 91282CBF7 — 429,467 Exited $0.5M — — —
✕ Government National Mortgage A 21H022614 — 400,000 Exited $0.4M — — —
✕ TSY INFL IX N/B 912810SM1 — 266,481 Exited $0.3M — — —
✕ MINERVA LUXEMBOURG SA 603374AE9 — 200,000 Exited $0.2M — — —
✕ STATE OF QATAR 74727PBC4 — 200,000 Exited $0.2M — — —
✕ ATLANTICA SUSTAIN INFRA 04916WAA2 — 200,000 Exited $0.2M — — —
✕ MARRIOTT INTERNATIONAL 571903BF9 — 180,000 Exited $0.2M — — —
✕ Towd Point Mortgage Trust 89173FAF7 — 150,000 Exited $0.2M — — —
✕ SOUTHWESTERN ENERGY CO 845467AS8 — 130,000 Exited $0.1M — — —
✕ FASST 2019-JR3 31739LAA4 — 109,909 Exited $0.1M — — —
✕ Government National Mortgage A 21H032613 — 100,000 Exited $0.1M — — —
✕ Fannie Mae or Freddie Mac 01F030629 — 100,000 Exited $0.1M — — —
✕ Towd Point Mortgage Trust 89173UAE7 — 100,000 Exited $0.1M — — —
✕ HOWMET AEROSPACE INC 443201AB4 — 103,000 Exited $0.1M — — —
✕ JP Morgan Mortgage Trust 46591NBY2 — 96,931 Exited $0.1M — — —
✕ Provident Funding Mortgage Tru 74387VAA7 — 95,394 Exited $0.1M — — —
✕ Woodward Capital Management 74938VAV5 — 97,356 Exited $0.1M — — —
✕ FASST 2021-JR1 31739MAB0 — 95,267 Exited $0.1M — — —
✕ Flagstar Mortgage Trust 33851GAD7 — 94,080 Exited $0.1M — — —
✕ DRAFTKINGS INC 26142RAA2 — 122,000 Exited $0.1M — — —
✕ BAYVIEW OPPORTUNITY MASTER FUN 07333AAD2 — 85,000 Exited $0.1M — — —
✕ SOUTHERN CAL EDISON 842400GR8 — 65,000 Exited $0.1M — — —
✕ UNITI GRP/UNITI HLD/CSL 91327AAA0 — 73,000 Exited $0.1M — — —
✕ Freddie Mac - STACR 35563MAH9 — 72,392 Exited $0.1M — — —
✕ LAMB WESTON HLD 513272AE4 — 70,000 Exited $0.1M — — —
✕ LAMB WESTON HLD 513272AD6 — 70,000 Exited $0.1M — — —
✕ GREIF INC 397624AH0 — 65,000 Exited $0.1M — — —
✕ PELOTON INTERACTIVE INC 70614WAA8 — 77,000 Exited $0.1M — — —
✕ CORPORATE OFFICE PROP LP 22003BAM8 — 65,000 Exited $0.1M — — —
✕ Conn Funding II, L.P 20824LAC9 — 62,937 Exited $0.1M — — —
✕ New Residential Mortgage Loan 64830HAA2 — 59,769 Exited $0.1M — — —
✕ COVANTA HOLDING CORP 22282EAH5 — 56,000 Exited $0.1M — — —
✕ BUILDERS FIRSTSOURCE INC 12008RAP2 — 55,000 Exited $0.1M — — —
✕ ROYAL CARIBBEAN CRUISES 780153BG6 — 55,000 Exited $0.1M — — —
✕ JETBLUE 2019-1 CLASS AA 477143AH4 — 51,220 Exited $0.1M — — —
✕ SUNOCO LP/FINANCE CORP 86765LAU1 — 50,000 Exited $0.1M — — —
✕ CDW LLC/CDW FINANCE 12513GBJ7 — 45,000 Exited $0.0M — — —
✕ BRINK'S CO/THE 109696AB0 — 45,000 Exited $0.0M — — —
✕ ENERGY TRANSFER LP 86765BAV1 — 38,000 Exited $0.0M — — —
✕ SOUTHWESTERN ENERGY CO 845467AR0 — 40,000 Exited $0.0M — — —
✕ CDW LLC/CDW FINANCE 12513GBH1 — 40,000 Exited $0.0M — — —
✕ II-VI INC 902104AC2 — 40,000 Exited $0.0M — — —
✕ PETROLEOS MEXICANOS 71643VAA3 — 40,000 Exited $0.0M — — —
✕ VENTURE GLOBAL CALCASIEU 92328MAC7 — 35,000 Exited $0.0M — — —
✕ WOLVERINE WORLD WIDE 978097AG8 — 35,000 Exited $0.0M — — —
✕ ENABLE MIDSTREAM PARTNER 292480AM2 — 30,000 Exited $0.0M — — —
✕ ISTAR INC 45031UCF6 — 30,000 Exited $0.0M — — —
✕ NATIONSTAR MTG HLD INC 63861CAD1 — 30,000 Exited $0.0M — — —
✕ MARRIOTT INTERNATIONAL 571903BE2 — 25,000 Exited $0.0M — — —
✕ VENTURE GLOBAL CALCASIEU 92328MAB9 — 25,000 Exited $0.0M — — —
✕ PRECISION DRILLING CORP 740212AM7 — 25,000 Exited $0.0M — — —
✕ ASBURY AUTOMOTIVE GROUP 043436AW4 — 25,000 Exited $0.0M — — —
✕ PRECISION DRILLING CORP 740212AL9 — 25,000 Exited $0.0M — — —
✕ JOSEPH T RYERSON & SON I 48088LAB3 — 23,000 Exited $0.0M — — —
✕ AMERICAN AIRLINES/AADVAN 00253XAB7 — 20,000 Exited $0.0M — — —
✕ AMERICAN AIRLINES/AADVAN 00253XAA9 — 20,000 Exited $0.0M — — —
✕ EQT CORP 26884LAN9 — 20,000 Exited $0.0M — — —
✕ ISTAR INC 45031UCJ8 — 20,000 Exited $0.0M — — —
✕ ROCKCLIFF ENERGY II LLC 77289KAA3 — 20,000 Exited $0.0M — — —
✕ SENSATA TECHNOLOGIES INC 81728UAB0 — 20,000 Exited $0.0M — — —
✕ TERRAFORM POWER OPERATIN 88104LAG8 — 19,000 Exited $0.0M — — —
✕ HILTON DOMESTIC OPERATIN 432833AJ0 — 19,000 Exited $0.0M — — —
✕ TERVITA CORP 88159EAA1 — 16,000 Exited $0.0M — — —
✕ SOUTHWESTERN ENERGY CO 845467AT6 — 15,000 Exited $0.0M — — —
✕ VENTURE GLOBAL CALCASIEU 92328MAA1 — 15,000 Exited $0.0M — — —
✕ STARWOOD PROPERTY TRUST 85571BAW5 — 15,000 Exited $0.0M — — —
✕ NOVELIS CORP 670001AG1 — 15,000 Exited $0.0M — — —
✕ HILCORP ENERGY I/HILCORP 431318AV6 — 13,000 Exited $0.0M — — —
✕ EQT CORP 26884LAL3 — 10,000 Exited $0.0M — — —
✕ NATIONSTAR MTG HLD INC 63861CAA7 — 10,000 Exited $0.0M — — —
✕ SIMMONS FOOD INC/SIMMONS 82873MAA1 — 10,000 Exited $0.0M — — —
✕ SRS DISTRIBUTION INC 78471RAC0 — 5,000 Exited $0.0M — — —
✕ Lear Corp 521865204 — 22 Exited $0.0M — — —