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Pioneer Bond VCT Portfolio

PIONEER VARIABLE CONTRACTS TRUST /MA/

Assets: $226M Net: $168M Series: S000010172 EDGAR ↗
+141
New
-103
Exited
962
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 TREASURY BILL 912796T82 — 12,000,000 New $12.0M — 7.14% DBT
2 TREASURY BILL 912796T74 — 11,500,000 New $11.5M — 6.84% DBT
3 Fannie Mae or Freddie Mac 01F042640 — 9,000,000 New $9.3M — 5.55% ABS-MBS
4 TREASURY BILL 912796U23 — 8,000,000 New $8.0M — 4.76% DBT
5 Fannie Mae or Freddie Mac 01F030645 — 8,000,000 New $7.8M — 4.66% ABS-MBS
6 TREASURY BILL 912796P29 — 7,200,000 New $7.2M — 4.28% DBT
7 Fannie Mae or Freddie Mac 01F032641 — 6,000,000 New $6.0M — 3.58% ABS-MBS
8 Fannie Mae or Freddie Mac 01F040644 — 3,000,000 New $3.1M — 1.82% ABS-MBS
9 Fannie Mae or Freddie Mac 01F040651 — 3,000,000 New $3.1M — 1.82% ABS-MBS
10 Government National Mortgage A 21H030641 — 2,800,000 New $2.8M — 1.65% ABS-MBS
11 Pioneer ILS Interval Fund XILSX Mar 2022 327,907 — $2.7M +1.5% 1.63% EC
12 WELLS FARGO & COMPANY WFC Mar 2022 1,667 — $2.2M -11.1% 1.31% EP
13 Fannie Mae or Freddie Mac 01F022642 — 1,500,000 New $1.4M — 0.85% ABS-MBS
14 Government National Mortgage A 21H032647 — 1,000,000 New $1.0M — 0.60% ABS-MBS
15 Fannie Mae or Freddie Mac 01F032658 — 1,000,000 New $999K — 0.59% ABS-MBS
16 Fannie Mae or Freddie Mac 01F030652 — 1,000,000 New $977K — 0.58% ABS-MBS
17 ANHEUSER-BUSCH INBEV WOR 03523TBV9 Mar 2022 800,000 — $975K -12.2% 0.58% DBT
18 Fannie Mae 3140XFMX6 — 995,397 New $954K — 0.57% ABS-MBS
19 BX Trust 05608RAJ4 Mar 2022 975,000 — $953K -1.8% 0.57% ABS-MBS
20 Fannie Mae 3140XD6E1 — 985,938 New $945K — 0.56% ABS-MBS
21 Fannie Mae 31418D6K3 — 977,154 New $886K — 0.53% ABS-MBS
22 LIBERTY MUTUAL INSURANCE 53079QAD9 Mar 2022 645,000 — $873K -14.2% 0.52% DBT
23 BOEING CO 097023CQ6 Mar 2022 774,000 — $689K -14.7% 0.41% DBT
24 UNICREDIT SPA 904678AU3 Mar 2022 700,000 — $648K -7.3% 0.39% DBT
25 Fannie Mae 3140XCXR4 Mar 2022 676,165 -11,266 $647K -8.0% 0.38% ABS-MBS
26 BANK OF AMERICA CORP 06051GHX0 Mar 2022 663,000 — $629K -8.2% 0.37% DBT
27 CALPINE CORP 131347CR5 Mar 2022 699,000 — $626K -7.7% 0.37% DBT
28 LUNDIN ENERGY FI 55037AAB4 Mar 2022 640,000 — $593K -8.1% 0.35% DBT
29 Government National Mortgage A 21H022648 — 600,000 New $583K — 0.35% ABS-MBS
30 NORDEA BANK ABP 65559CAD3 Mar 2022 645,000 +445,000 $554K +192.0% 0.33% DBT
31 ABN AMRO BANK NV 00084DAW0 Mar 2022 600,000 — $549K -8.5% 0.33% DBT
32 NCMF Trust 628870AC1 — 550,000 New $546K — 0.32% ABS-MBS
33 ING GROEP NV 456837AZ6 — 635,000 New $541K — 0.32% DBT
34 Fannie Mae 3140XFKT7 — 594,259 New $539K — 0.32% ABS-MBS
35 BANCO SANTANDER SA 05971KAL3 Mar 2022 600,000 — $539K -10.4% 0.32% DBT
36 Freddie Mac - STACR 35564KRN1 — 550,000 New $538K — 0.32% ABS-MBS
37 AIB GROUP PLC 00135TAB0 Mar 2022 535,000 — $536K -4.8% 0.32% DBT
38 Fannie Mae 3136AESM0 Mar 2022 550,000 — $535K -7.7% 0.32% ABS-MBS
39 US BANCORP 91159HJB7 Mar 2022 595,000 — $533K -10.1% 0.32% DBT
40 STANDARD CHARTERED PLC 853254CH1 — 575,000 New $532K — 0.32% DBT
41 Mill City Mortgage Trust 59980YAB1 Mar 2022 518,074 -55,804 $518K -11.9% 0.31% ABS-MBS
42 ENERGY TRANSFER LP 29273VAM2 Mar 2022 528,000 -13,000 $517K -5.8% 0.31% DBT
43 American Credit Acceptance Rec 02530DAE6 Mar 2022 500,000 — $506K -1.9% 0.30% ABS-O
44 CENOVUS ENERGY INC 15135UAF6 Mar 2022 408,000 — $504K -9.1% 0.30% DBT
45 ENERGY TRANSFER LP 292480AL4 Mar 2022 479,000 — $497K -6.5% 0.30% DBT
46 MARRIOTT INTERNATIONAL 571903BF9 Mar 2022 520,000 — $495K -9.2% 0.29% DBT
47 MED Trust 58403YAU0 Mar 2022 500,000 — $487K -1.8% 0.29% ABS-MBS
48 GE CAPITAL FUNDING LLC 36166NAK9 Mar 2022 450,000 — $483K -9.3% 0.29% DBT
49 Genworth Mortgage Insurance Co 89600FAC7 Mar 2022 480,000 — $480K +0.1% 0.29% ABS-MBS
50 Citigroup Commercial Mortgage 17328RAZ2 Mar 2022 500,000 — $476K -8.4% 0.28% ABS-MBS
51 TELEDYNE TECHNOLOGIES IN 879360AD7 Mar 2022 512,000 -148,000 $474K -28.2% 0.28% DBT
52 NATIONWIDE MUTUAL INSURA 638671AN7 Mar 2022 475,000 — $472K -13.5% 0.28% DBT
53 BX Trust 05605VAA7 Mar 2022 500,000 — $472K -7.9% 0.28% ABS-MBS
54 SLG Office Trust 78449RAL9 Mar 2022 550,000 — $471K -9.7% 0.28% ABS-MBS
55 Fannie Mae 3140MMR26 — 500,000 New $469K — 0.28% ABS-MBS
56 Westgate Resorts 96034JAC0 — 480,625 New $467K — 0.28% ABS-O
57 Wells Fargo Commercial Mortgag 95001LAU6 Mar 2022 450,000 — $464K -7.0% 0.28% ABS-MBS
58 JP Morgan Mortgage Trust 46653QCA1 Mar 2022 506,540 +147,147 $463K +25.1% 0.28% ABS-MBS
59 JP Morgan Mortgage Trust 46592NAC0 Mar 2022 497,008 -13,107 $460K -9.5% 0.27% ABS-MBS
60 IMS Ecuadorian Mortagage Trust 44970EAA1 Mar 2022 450,000 — $459K -1.4% 0.27% ABS-MBS
61 FRESENIUS MED CARE III 35805BAB4 Mar 2022 525,000 — $457K -9.0% 0.27% DBT
62 UNITED MEXICAN STATES 91087BAD2 Mar 2022 475,000 — $453K -10.4% 0.27% DBT
63 VISTRA OPERATIONS CO LLC 92840VAG7 Mar 2022 470,000 — $452K -7.4% 0.27% DBT
64 PHILLIPS 66 PARTNERS LP 718549AF5 Mar 2022 450,000 — $452K -6.8% 0.27% DBT
65 Hundred Acre Wood Trust 44555QAC3 Mar 2022 486,300 -9,982 $451K -9.1% 0.27% ABS-MBS
66 Fannie Mae 31418EBH2 — 496,279 New $450K — 0.27% ABS-MBS
67 Freddie Mac 3133KYV97 — 493,932 New $448K — 0.27% ABS-MBS
68 NOMURA HOLDINGS INC 65535HBA6 — 485,000 New $447K — 0.27% DBT
69 Freddie Mac 3133KYV63 — 490,739 New $445K — 0.26% ABS-MBS
70 Woodward Capital Management 74938VBR3 — 494,431 New $445K — 0.26% ABS-MBS
71 JP Morgan Chase Commercial Mor 46590MAR1 Mar 2022 450,000 — $440K -5.7% 0.26% ABS-MBS
72 INTERPUBLIC GROUP COS 460690BR0 Mar 2022 407,000 — $437K -7.6% 0.26% DBT
73 AUTODESK INC 052769AH9 Mar 2022 485,000 — $437K -9.8% 0.26% DBT
74 CNO GLOBAL FUNDING 18977W2C3 — 470,000 New $435K — 0.26% DBT
75 BOEING CO 097023CK9 Mar 2022 480,000 — $433K -14.0% 0.26% DBT
76 Mello Mortgage Capital Accepta 58549XBM4 — 466,614 New $426K — 0.25% ABS-MBS
77 JP Morgan Mortgage Trust 46653TAB5 Mar 2022 458,051 -21,072 $425K -11.3% 0.25% ABS-MBS
78 BINOM Securitization Trust 05552CAC8 — 450,000 New $424K — 0.25% ABS-MBS
79 Flagstar Mortgage Trust 33851GAD7 Mar 2022 452,947 -17,455 $420K -10.6% 0.25% ABS-MBS
80 Flagstar Mortgage Trust 33852CAS2 Mar 2022 458,145 -10,916 $418K -10.2% 0.25% ABS-MBS
81 BROADCOM INC 11135FBQ3 Mar 2022 475,000 — $417K -12.3% 0.25% DBT
82 BROADRIDGE FINANCIAL SOL 11133TAE3 Mar 2022 459,000 — $416K -9.9% 0.25% DBT
83 Bank 06541XAJ9 Mar 2022 410,000 — $412K -6.5% 0.25% ABS-MBS
84 LLOYDS BANKING GROUP PLC 53944YAB9 Mar 2022 400,000 — $410K -7.0% 0.24% DBT
85 CREDIT SUISSE GROUP AG 000000000 Mar 2022 400,000 +399,999 $400K -134.9% 0.24% DBT
86 Finance of America HECM Buyout 31735JAD7 — 400,000 New $394K — 0.23% ABS-MBS
87 Arbor Realty Collateralized Lo 03880XAG1 — 395,000 New $393K — 0.23% ABS-CBDO
88 BX Trust 2019-OC11 05606FAA1 Mar 2022 400,000 — $387K -8.3% 0.23% ABS-MBS
89 VALERO ENERGY CORP 91913YAL4 Mar 2022 312,000 — $384K -8.7% 0.23% DBT
90 SUMITOMO MITSUI FINL GRP 86562MBS8 Mar 2022 400,000 — $383K -8.0% 0.23% DBT
91 Fannie Mae - CAS 20754BAB7 — 390,000 New $381K — 0.23% ABS-MBS
92 Mill City Mortgage Trust 59981TAL9 Mar 2022 400,000 — $380K -7.3% 0.23% ABS-MBS
93 Citigroup Mortgage Loan Trust 17327DAD3 Mar 2022 400,000 — $380K -6.6% 0.23% ABS-MBS
94 UBS GROUP AG 902613AK4 — 415,000 New $377K — 0.22% DBT
95 MIDWEST CONNECTOR CAPIT 59833CAC6 Mar 2022 373,000 — $377K -6.2% 0.22% DBT
96 Towd Point Mortgage Trust 89179TAA2 Mar 2022 385,575 -5,001 $375K -3.7% 0.22% ABS-MBS
97 FASST 2021-S2 A1 Mtge 31740FAA4 Mar 2022 391,229 -7,547 $371K -5.2% 0.22% DBT
98 Freddie Mac - STACR 35564ACB5 Mar 2022 380,000 — $369K -8.5% 0.22% ABS-MBS
99 RESORTS WORLD/RWLV CAP 76120HAA5 Mar 2022 400,000 — $362K -10.2% 0.22% DBT
100 GS Mortgage-Backed Securities 36263TBF8 Mar 2022 397,440 -1,924 $359K -10.8% 0.21% ABS-MBS
101 Fannie Mae 31418EAV2 — 395,345 New $359K — 0.21% ABS-MBS
102 ALASKA AIRLINES 2020 TR 01166VAA7 Mar 2022 349,437 -15,521 $358K -10.3% 0.21% DBT
103 GENERAL MOTORS FINL CO 37045XAS5 Mar 2022 353,000 — $358K -4.7% 0.21% DBT
104 ONEMAIN FINANCE CORP 682691AA8 Mar 2022 404,000 — $357K -10.3% 0.21% DBT
105 FARMERS INS EXCH 309601AE2 Mar 2022 340,000 — $356K -9.3% 0.21% DBT
106 BPCE SA 05578QAF0 Mar 2022 390,000 — $353K -9.9% 0.21% DBT
107 Radnor Re LTD 750493AC2 Mar 2022 370,000 — $352K -3.7% 0.21% ABS-MBS
108 MPLX LP 55336VBN9 Mar 2022 340,000 — $351K -6.8% 0.21% DBT
109 BANK OF AMERICA CORP BAC — 267 New $350K — 0.21% EP
110 Starwood Commercial Mortgage T 78485KAG0 — 350,000 New $348K — 0.21% ABS-O
111 JP Morgan Mortgage Trust 46654ABW8 Mar 2022 393,849 -2,328 $348K -13.1% 0.21% ABS-MBS
112 Woodward Capital Management 74936RBU7 Mar 2022 393,275 -2,535 $343K -11.7% 0.20% ABS-MBS
113 DOLLAR TREE INC 256746AJ7 Mar 2022 375,000 — $343K -8.9% 0.20% DBT
114 MF1 Multifamily Housing Mortga 55284AAJ7 Mar 2022 350,000 — $342K -1.4% 0.20% ABS-CBDO
115 HSBC HOLDINGS PLC 404280CY3 Mar 2022 375,000 — $341K -9.9% 0.20% DBT
116 BANK OF AMERICA CORP 06051GKD0 Mar 2022 375,000 — $341K -9.7% 0.20% DBT
117 OLIN CORP 680665AK2 Mar 2022 341,000 — $335K -6.4% 0.20% DBT
118 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TYM2 Mar 2022 -90 New $335K — 0.20% DIR
119 Commercial Mortgage Pass-throu 44965LAA2 Mar 2022 323,000 — $333K -7.0% 0.20% ABS-MBS
120 FASST 22-S1 A1 000000000 Mar 2022 349,031 New $333K — 0.20% ABS-MBS
121 JP Morgan Mortgage Trust 465973BM6 — 353,933 New $333K — 0.20% ABS-MBS
122 BELLEMEADE RE LT 078777AE9 Mar 2022 340,000 — $323K -2.8% 0.19% ABS-MBS
123 GS Mortgage-Backed Securities 36263NAD7 — 353,900 New $323K — 0.19% ABS-MBS
124 Woodward Capital Management 74938DBB8 Mar 2022 351,804 -18,887 $322K -12.4% 0.19% ABS-MBS
125 NIPPON LIFE INSURANCE 654579AK7 Mar 2022 355,000 — $321K -8.5% 0.19% DBT
126 HSBC HOLDINGS PLC 404280CV9 Mar 2022 355,000 — $320K -8.1% 0.19% DBT
127 FASST 22-S1 A2 000000000 Mar 2022 324,325 New $315K — 0.19% ABS-MBS
128 Freddie Mac - STACR 35564KPN3 Mar 2022 350,000 — $315K -10.6% 0.19% ABS-MBS
129 ANGLOGOLD HOLDINGS PLC 03512TAE1 Mar 2022 335,000 — $313K -7.1% 0.19% DBT
130 BANCO SANTANDER CHILE 05970FAC5 Mar 2022 318,000 — $311K -4.3% 0.18% DBT
131 WILLIAMS COMPANIES INC 969457BB5 Mar 2022 250,000 — $311K -8.2% 0.18% DBT
132 Morgan Stanley Residential Mor 61772ABC8 Mar 2022 351,284 -2,212 $311K -11.1% 0.18% ABS-MBS
133 Freddie Mac - STACR 35563XAH5 Mar 2022 310,000 — $309K -1.4% 0.18% ABS-MBS
134 Citigroup Commercial Mortgage 29429MAA1 Mar 2022 300,000 — $304K -3.5% 0.18% ABS-MBS
135 SMITH & NEPHEW PLC 83192PAA6 Mar 2022 348,000 -152,000 $303K -37.4% 0.18% DBT
136 Rate Mortgage Trust 75409XDE3 — 347,278 New $301K — 0.18% ABS-MBS
137 Mello Mortgage Capital Accepta 585495EC4 Mar 2022 341,671 -2,111 $299K -11.8% 0.18% ABS-MBS
138 Tricon American Homes 89612LAA4 Mar 2022 308,918 — $299K -5.5% 0.18% ABS-O
139 LOWE'S COS INC 548661EH6 — 295,000 New $298K — 0.18% DBT
140 Towd Point Mortgage Trust 89172UAE8 Mar 2022 300,000 — $298K -5.7% 0.18% ABS-MBS
141 PRMI Securitization Trust 69359DBV4 Mar 2022 341,926 -2,228 $296K -11.7% 0.18% ABS-MBS
142 Arbor Realty Collateralized Lo 03880RAJ8 Mar 2022 300,000 — $296K -1.2% 0.18% ABS-CBDO
143 MACQUARIE GROUP LTD 55607PAG0 Mar 2022 335,000 — $295K -11.8% 0.18% DBT
144 Freddie Mac - STACR 35565XBD1 Mar 2022 280,000 — $294K -0.2% 0.17% ABS-MBS
145 ALLIANCE DATA SYSTEMS CO 018581AL2 Mar 2022 289,000 -26,000 $294K -11.2% 0.17% DBT
146 Progress Residential Trust 74333NAJ1 Mar 2022 300,000 — $293K -2.4% 0.17% ABS-O
147 HIGHWOODS REALTY LP 431282AM4 Mar 2022 290,000 — $291K -1.3% 0.17% DBT
148 BX Trust 05609VAQ8 Mar 2022 300,000 — $289K -2.6% 0.17% ABS-MBS
149 Cascade Funding Mortgage Trust 12526PAD6 Mar 2022 300,000 — $286K -3.1% 0.17% ABS-MBS
150 GOLDMAN SACHS GROUP INC 38141GWQ3 Mar 2022 286,000 — $286K -4.6% 0.17% DBT
151 SEMPRA ENERGY 816851BG3 Mar 2022 286,000 -49,000 $286K -19.9% 0.17% DBT
152 Dominos Pizza Master Issuer LL 25755TAL4 Mar 2022 294,000 -750 $282K -9.0% 0.17% ABS-O
153 Freddie Mac - STACR 35565WBD3 Mar 2022 272,291 -7,709 $282K -2.4% 0.17% ABS-MBS
154 SKYWORKS SOLUTIONS INC 83088MAL6 Mar 2022 313,000 — $280K -11.2% 0.17% DBT
155 JPMORGAN CHASE & CO 46647PCR5 Mar 2022 305,000 — $279K -9.3% 0.17% DBT
156 MOTOROLA SOLUTIONS INC 620076BT5 Mar 2022 315,000 — $277K -9.1% 0.16% DBT
157 Towd Point Mortgage Trust 89178BAW4 Mar 2022 300,000 — $275K -10.3% 0.16% ABS-MBS
158 BELLEMEADE RE LT 07877TAB7 Mar 2022 275,589 — $275K -0.3% 0.16% ABS-MBS
159 Freddie Mac 3133ARDX0 Mar 2022 285,877 -7,005 $274K -8.9% 0.16% ABS-MBS
160 JP Morgan Mortgage Trust 46655DCJ9 — 299,454 New $273K — 0.16% ABS-MBS
161 CIM Trust 12564ECD2 Mar 2022 292,872 -1,811 $271K -6.8% 0.16% ABS-MBS
162 Freddie Mac 3133KYWD7 — 296,599 New $269K — 0.16% ABS-MBS
163 NRG ENERGY INC 629377CP5 Mar 2022 290,000 — $268K -6.9% 0.16% DBT
164 Republic Finance Issuance Trus 76042UAA1 Mar 2022 280,000 — $266K -5.0% 0.16% ABS-O
165 REPUBLIC OF CHILE 168863DS4 Mar 2022 300,000 — $265K -9.8% 0.16% DBT
166 CCO HLDGS LLC/CAP CORP 1248EPCD3 Mar 2022 275,000 — $264K -7.7% 0.16% DBT
167 Wells Fargo Commercial Mortgag 94989VAD1 Mar 2022 260,000 — $262K -5.5% 0.16% ABS-MBS
168 JPMDB Commercial Mortgage Secu 46591ABA2 Mar 2022 250,000 — $261K -7.0% 0.16% ABS-MBS
169 TEVA PHARMACEUTICALS NE 88167AAE1 Mar 2022 286,000 — $259K -3.6% 0.15% DBT
170 Mello Mortgage Capital Accepta 585494CB1 Mar 2022 294,027 -1,812 $259K -11.8% 0.15% ABS-MBS
171 Morgan Stanley Capital I Trust 61691DAA5 Mar 2022 250,000 — $256K -6.9% 0.15% ABS-MBS
172 BENCHMARK Mortgage Trust 08162UAV2 Mar 2022 250,000 — $255K -6.4% 0.15% ABS-MBS
173 Citigroup Commercial Mortgage 17322AAG7 Mar 2022 250,000 — $255K -3.5% 0.15% ABS-MBS
174 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. UXYM2 Mar 2022 -67 New $254K — 0.15% DIR
175 JP Morgan Chase Commercial Mor 46645WAU7 Mar 2022 250,000 — $253K -2.5% 0.15% ABS-MBS
176 LXP INDUSTRIAL TRUST 529537AA0 Mar 2022 285,000 — $253K -7.6% 0.15% DBT
177 Fannie Mae 3138ENER6 Mar 2022 238,513 -18,029 $253K -10.1% 0.15% ABS-MBS
178 UNITED WHOLESALE MTGE LL 913229AA8 Mar 2022 283,000 — $252K -9.2% 0.15% DBT
179 Foundation Finance Trust 35041JAB1 Mar 2022 250,000 — $252K -4.2% 0.15% ABS-O
180 FMG RESOURCES AUG 2006 30251GBC0 Mar 2022 266,000 — $252K -9.9% 0.15% DBT
181 Citigroup Commercial Mortgage 17322YAG5 Mar 2022 250,000 — $251K -4.5% 0.15% ABS-MBS
182 AES CORP/THE 00130HCG8 Mar 2022 280,000 — $251K -8.1% 0.15% DBT
183 GENERAL MOTORS CO 37045VAK6 Mar 2022 216,000 — $251K -14.2% 0.15% DBT
184 Provident Funding Mortgage Tru 74387YAJ2 Mar 2022 274,464 -4,461 $251K -10.3% 0.15% ABS-MBS
185 Sound Point CLO LTD 83615CAG1 Mar 2022 250,000 — $249K -0.8% 0.15% ABS-CBDO
186 Carlyle Global Market Strategi 14317VAY6 — 250,000 New $249K — 0.15% ABS-CBDO
187 Palmer Square Loan Funding Ltd 69701CAG5 — 250,000 New $249K — 0.15% ABS-CBDO
188 GoldenTree Loan Management US 38137WAW5 — 250,000 New $248K — 0.15% ABS-CBDO
189 Arbor Realty Collateralized Lo 03880KAG9 Mar 2022 250,000 — $247K -0.9% 0.15% ABS-CBDO
190 BSST Mortgage Trust 07403PAA0 Mar 2022 250,000 — $246K -1.5% 0.15% ABS-MBS
191 Benefit Street Partners CLO Lt 08183PAA4 Mar 2022 250,000 — $246K -1.5% 0.15% ABS-CBDO
192 Credit Suisse Mortgage Trust 12653VAJ5 Mar 2022 250,000 — $245K -1.8% 0.15% ABS-MBS
193 JP Morgan Mortgage Trust 465976AD0 — 275,000 New $245K — 0.15% ABS-MBS
194 GS Mortgage-Backed Securities 36266PAD9 — 267,589 New $245K — 0.15% ABS-MBS
195 NMEF Funding LLC 65489MAB0 Mar 2022 244,284 -55,716 $245K -19.0% 0.15% ABS-O
196 CIM Trust 12558RAJ0 Mar 2022 250,000 — $243K -5.6% 0.14% ABS-MBS
197 Cold Storage Trust 193051AN9 Mar 2022 245,748 — $243K -1.0% 0.14% ABS-MBS
198 JP Morgan Mortgage Trust 46651FAT8 Mar 2022 240,876 -778 $243K -1.5% 0.14% ABS-MBS
199 HEALTHCARE TRUST OF AMER 42225UAG9 Mar 2022 255,000 -78,000 $242K -29.5% 0.14% DBT
200 MIDAS OPCO HOLDINGS LLC 59565JAA9 Mar 2022 255,000 — $242K -7.4% 0.14% DBT
201 MPLX LP 55336VBT6 — 230,000 New $240K — 0.14% DBT
202 PUGET ENERGY INC 745310AK8 Mar 2022 240,000 — $240K -7.7% 0.14% DBT
203 SBA TOWER TRUST 78403DAH3 Mar 2022 235,000 — $237K -2.4% 0.14% DBT
204 AUTONATION INC 05329RAA1 — 245,000 New $237K — 0.14% DBT
205 COMM Mortgage Trust 12591YBB0 Mar 2022 238,711 — $237K -3.5% 0.14% ABS-MBS
206 Towd Point Mortgage Trust 89171YAG6 Mar 2022 250,000 — $237K -7.7% 0.14% ABS-O
207 ENLINK MIDSTREAM PARTNER 29336UAG2 Mar 2022 280,000 — $237K -16.2% 0.14% DBT
208 ALTICE FRANCE SA 02156LAC5 Mar 2022 255,000 — $236K -6.5% 0.14% DBT
209 ADANIREN KODSOPAR WARSOM 00654CAA0 Mar 2022 270,062 — $235K -13.6% 0.14% DBT
210 PUGET ENERGY INC 745310AM4 Mar 2022 255,000 — $234K -7.0% 0.14% DBT
211 AIR LEASE CORP 00914AAQ5 Mar 2022 265,000 — $232K -9.2% 0.14% DBT
212 FORD MOTOR CREDIT CO LLC 345397ZQ9 Mar 2022 225,000 — $231K -4.5% 0.14% DBT
213 ENERGY TRANSFER LP 86765BAQ2 Mar 2022 224,000 — $231K -10.6% 0.14% DBT
214 UNICREDIT SPA 904678AS8 — 240,000 New $229K — 0.14% DBT
215 RMF Proprietary Issuance Trust 74969VAA3 Mar 2022 247,773 — $229K -6.3% 0.14% ABS-MBS
216 BNP PARIBAS 09659W2R4 Mar 2022 255,000 — $227K -9.0% 0.14% DBT
217 Eagle Re Ltd 269822AB8 Mar 2022 228,595 — $227K -0.6% 0.14% ABS-MBS
218 BANQUE OUEST AFRICAINE D 06675QAC7 Mar 2022 230,000 — $227K -9.4% 0.13% DBT
219 Angel Oak Mortgage Trust 03463WAD5 Mar 2022 230,000 — $227K -1.6% 0.13% ABS-MBS
220 Wells Fargo Commercial Mortgag 94989YAY9 Mar 2022 226,934 -8,218 $226K -7.9% 0.13% ABS-MBS
221 NRG ENERGY INC 629377CS9 Mar 2022 255,000 — $224K -10.2% 0.13% DBT
222 CITIGROUP INC 172967NE7 Mar 2022 250,000 — $224K -10.3% 0.13% DBT
223 CoreVest American Finance Ltd 21873CAA1 Mar 2022 239,320 -25,706 $222K -14.0% 0.13% ABS-O
224 ReadyCap Commercial Mortgage T 75575WAJ5 Mar 2022 225,000 — $221K -1.5% 0.13% ABS-MBS
225 GOLDMAN SACHS GROUP INC 38141GWZ3 Mar 2022 215,000 — $221K -7.7% 0.13% DBT
226 MED Trust 58403YAX4 Mar 2022 225,000 — $220K -1.4% 0.13% ABS-MBS
227 Blackbird Capital Aircraft 09229CAA7 Mar 2022 239,211 -4,278 $219K -9.0% 0.13% ABS-O
228 CIM Trust 12564KCD8 Mar 2022 243,410 -1,546 $219K -10.1% 0.13% ABS-MBS
229 JP Morgan Mortgage Trust 46592PBG5 Mar 2022 245,124 -1,483 $218K -13.2% 0.13% ABS-MBS
230 KEY COMMERCIAL MORTGAGE TRUST 49307XAC8 Mar 2022 225,000 — $217K -6.8% 0.13% ABS-MBS
231 Continental Credit Card llc 21134LAA6 Mar 2022 215,654 -51,501 $216K -20.3% 0.13% ABS-O
232 NGPL PIPECO LLC 62928CAA0 Mar 2022 230,000 — $215K -8.2% 0.13% DBT
233 Multifamily Structured Credit 35563GAB5 Mar 2022 225,000 — $214K -4.9% 0.13% ABS-MBS
234 GOLDMAN SACHS GROUP INC 38141GYN8 Mar 2022 235,000 — $214K -9.8% 0.13% DBT
235 J.G. Wentworth XLIII LLC 46650XAA1 Mar 2022 208,394 -4,653 $213K -10.0% 0.13% ABS-O
236 Freddie Mac - STACR 35564KBE8 Mar 2022 245,000 — $213K -14.1% 0.13% ABS-MBS
237 MINERVA LUXEMBOURG SA 603374AF6 Mar 2022 235,000 — $213K -4.9% 0.13% DBT
238 Government National Mortgage A 36182NJK0 Mar 2022 204,799 -1,356 $212K -4.0% 0.13% ABS-MBS
239 UNICREDIT SPA 904678AQ2 Mar 2022 200,000 — $212K -11.7% 0.13% DBT
240 Visio 2019-2 Trust 92837DAA5 Mar 2022 217,393 -43,527 $212K -19.6% 0.13% ABS-MBS
241 Citigroup Commercial Mortgage 17325DAL7 Mar 2022 250,000 — $211K -2.3% 0.13% ABS-MBS
242 GARDA WORLD SECURITY 36485MAK5 Mar 2022 220,000 — $211K -3.7% 0.13% DBT
243 TEVA PHARMACEUTICALS NE 88167AAN1 Mar 2022 200,000 — $210K -1.7% 0.13% DBT
244 ReadyCap Commercial Mortgage T 75574PAJ1 — 210,000 New $210K — 0.12% ABS-MBS
245 JP Morgan Mortgage Trust 46654UCS2 — 240,000 New $209K — 0.12% ABS-MBS
246 NAKILAT INC 62983PAB1 Mar 2022 174,162 — $209K -2.4% 0.12% DBT
247 ANGLO AMERICAN CAPITAL 034863BC3 — 200,000 New $208K — 0.12% DBT
248 AIR CANADA 2017-1AA PTT 00908PAA5 Mar 2022 217,512 -6,784 $208K -8.8% 0.12% DBT
249 Home Re Ltd 437307AD3 Mar 2022 225,000 +40,000 $207K +14.6% 0.12% ABS-MBS
250 Fannie Mae 31418D4N9 — 202,066 New $207K — 0.12% ABS-MBS
251 ING GROEP NV 456837BC6 — 200,000 New $206K — 0.12% DBT
252 BPCE SA 05578QAE3 Mar 2022 200,000 — $206K -6.8% 0.12% DBT
253 SOTHEBY'S 835898AH0 Mar 2022 200,000 — $205K -3.8% 0.12% DBT
254 PLANTRONICS INC 727493AC2 Mar 2022 198,000 — $204K +8.0% 0.12% DBT
255 BROWN & BROWN INC 115236AE1 — 200,000 New $203K — 0.12% DBT
256 AERCAP IRELAND CAP/GLOBA 00774MAX3 Mar 2022 225,000 — $203K -11.7% 0.12% DBT
257 B3 SA-BRASIL BOLSA BALCA 11778EAA4 Mar 2022 225,000 — $202K -7.0% 0.12% DBT
258 ANGLO AMERICAN CAPITAL 034863AZ3 Mar 2022 220,000 — $201K -6.9% 0.12% DBT
259 AXIS Equipment Finance Receiva 03237JAE7 Mar 2022 200,000 — $201K -0.7% 0.12% ABS-O
260 Freddie Mac 3133KGJ90 Mar 2022 192,401 -29,456 $200K -15.9% 0.12% ABS-MBS
261 LSTAR Securities Investment Lt 50220XAA4 Mar 2022 198,345 -12,039 $200K -5.0% 0.12% ABS-MBS
262 JP Morgan Chase Commercial Mor 46590WAG3 Mar 2022 200,000 — $200K -1.4% 0.12% ABS-MBS
263 GS Mortgage Securities Trust 36251FAW6 Mar 2022 200,000 — $199K -4.9% 0.12% ABS-MBS
264 Fannie Mae 31417CSN6 Mar 2022 198,985 -8,266 $199K -9.3% 0.12% ABS-MBS
265 AIR LEASE CORP 00914AAK8 Mar 2022 215,000 — $199K -9.5% 0.12% DBT
266 JPMDB Commercial Mortgage Secu 46646RAJ2 Mar 2022 200,000 — $199K -5.6% 0.12% ABS-MBS
267 SANDS CHINA LTD 80007RAL9 Mar 2022 220,000 — $199K -11.4% 0.12% DBT
268 Radnor Re LTD 75049SAB9 Mar 2022 197,944 — $198K +0.1% 0.12% ABS-MBS
269 SCF Equipment Trust Llc 784034AD2 Mar 2022 200,000 — $197K -3.8% 0.12% ABS-O
270 Eagle Re Ltd 269820AD8 Mar 2022 196,823 -33,177 $197K -14.9% 0.12% ABS-MBS
271 Springcastle SPV 85022WAP9 Mar 2022 203,761 -20,032 $196K -11.8% 0.12% ABS-O
272 Fannie Mae 3140MHU31 — 200,000 New $196K — 0.12% ABS-MBS
273 SANTANDER HOLDINGS USA 80282KBC9 — 210,000 New $196K — 0.12% DBT
274 ALGONQUIN PWR & UTILITY 015857AH8 — 210,000 New $196K — 0.12% DBT
275 DYCOM INDUSTRIES INC 267475AD3 Mar 2022 207,000 +55,000 $195K +26.0% 0.12% DBT
276 COMM Mortgage Trust 12624PAE5 Mar 2022 194,104 -47,147 $194K -20.0% 0.12% ABS-MBS
277 SMITHFIELD FOODS INC 832248BD9 Mar 2022 220,000 — $193K -9.5% 0.11% DBT
278 BELLEMEADE RE LT 07877KAE0 Mar 2022 190,000 — $193K -0.9% 0.11% ABS-MBS
279 BANCO DO BRASIL (CAYMAN) 059578AF1 Mar 2022 200,000 — $193K -1.1% 0.11% DBT
280 TEVA PHARMACEUTICALS NE 88167AAQ4 Mar 2022 200,000 — $192K -2.0% 0.11% DBT
281 BMW US CAPITAL LLC 05565ECB9 — 190,000 New $192K — 0.11% DBT
282 WEIR GROUP PLC (THE) 94876QAA4 Mar 2022 205,000 — $192K -5.2% 0.11% DBT
283 COLEM 2021-HLNE Mortgage Trust 12659JAJ6 — 220,000 New $192K — 0.11% ABS-MBS
284 Commerical Equipment Finance 2 20166QAC4 Mar 2022 200,000 — $190K -4.4% 0.11% ABS-O
285 New York Mortgage Trust 62955VAC0 — 200,000 New $190K — 0.11% ABS-MBS
286 Cascade Funding Mortgage Trust 12527LAC6 Mar 2022 200,000 +100,000 $189K +90.8% 0.11% ABS-MBS
287 AFRICAN EXPORT-IMPORT BA 00831TAA9 Mar 2022 200,000 — $189K -8.2% 0.11% DBT
288 UDR INC 90265EAP5 Mar 2022 180,000 — $189K -6.8% 0.11% DBT
289 VISTRA OPERATIONS CO LLC 92840VAH5 Mar 2022 200,000 — $189K -5.7% 0.11% DBT
290 GRIFOLS ESCROW ISSUER 39843UAA0 Mar 2022 200,000 — $188K -7.7% 0.11% DBT
291 TRONOX INC 897051AC2 Mar 2022 200,000 — $187K -6.4% 0.11% DBT
292 BENCHMARK Mortgage Trust 08162QAN9 Mar 2022 200,000 — $187K -8.5% 0.11% ABS-MBS
293 SOCIETE GENERALE 83370RAA6 Mar 2022 200,000 — $186K -11.3% 0.11% DBT
294 Nelnet Student Loan Trust 64035DAE6 Mar 2022 200,000 — $186K -7.6% 0.11% ABS-O
295 UNITED MEXICAN STATES 91087BAR1 — 200,000 New $186K — 0.11% DBT
296 PRIMERICA INC 74164MAB4 Mar 2022 200,000 -40,000 $185K -23.9% 0.11% DBT
297 HOA Funding LLC 40390GAA6 Mar 2022 199,000 -500 $184K -8.3% 0.11% ABS-O
298 Cascade MH Asset Trust 14731QAC3 Mar 2022 200,000 — $184K -9.3% 0.11% ABS-MBS
299 Freddie Mac 3132WJUZ2 Mar 2022 180,264 -11,122 $183K -11.0% 0.11% ABS-MBS
300 ABN AMRO BANK NV 00084DAV2 Mar 2022 200,000 — $182K -9.1% 0.11% DBT
301 COMM Mortgage Trust 12593YBF9 Mar 2022 181,833 -982 $182K -4.7% 0.11% ABS-MBS
302 SMITHFIELD FOODS INC 832248BC1 Mar 2022 200,000 — $182K -9.0% 0.11% DBT
303 Wells Fargo Commercial Mortgag 95000HBE1 Mar 2022 186,397 -13,603 $181K -11.6% 0.11% ABS-MBS
304 FORD MOTOR CREDI 345397B69 Mar 2022 200,000 — $181K -13.6% 0.11% DBT
305 BANCO SANTANDER SA 05964HAN5 Mar 2022 200,000 — $181K -7.9% 0.11% DBT
306 Fannie Mae 31418ECF5 — 199,314 New $181K — 0.11% ABS-MBS
307 HAT HOLDINGS I LLC/HAT 418751AE3 Mar 2022 190,000 — $180K -5.9% 0.11% DBT
308 JP Morgan Mortgage Trust 465973BX2 — 199,314 New $180K — 0.11% ABS-MBS
309 Freddie Mac 3132D9G99 — 198,105 New $180K — 0.11% ABS-MBS
310 FREMF Mortgage Trust 302960AG4 — 181,001 New $180K — 0.11% ABS-MBS
311 IBC CAPITAL LTD 44928QAE9 Mar 2022 182,400 -475 $179K -1.6% 0.11% LON
312 IRON MOUNTAIN INC 46284VAN1 Mar 2022 193,000 — $178K -8.6% 0.11% DBT
313 BELLEMEADE RE LT 07877TAC5 Mar 2022 180,000 — $178K -1.2% 0.11% ABS-MBS
314 Credit Suisse Mortgage Trust 12656TAD0 Mar 2022 200,000 — $178K -15.2% 0.11% ABS-MBS
315 Mello Mortgage Capital Accepta 585490BZ7 — 199,343 New $178K — 0.11% ABS-MBS
316 PRIME SECSRVC BRW/FINANC 74166MAE6 Mar 2022 180,000 — $176K -6.1% 0.10% DBT
317 DCP MIDSTREAM OPERATING 23311VAG2 Mar 2022 170,000 — $176K -5.1% 0.10% DBT
318 CORPORATE OFFICE PROP LP 22003BAM8 Mar 2022 195,000 — $175K -9.8% 0.10% DBT
319 STANDARD INDUSTRIES INC 853496AG2 Mar 2022 190,000 — $175K -9.8% 0.10% DBT
320 Provident Funding Mortgage Tru 74387MAY5 Mar 2022 197,158 -1,468 $175K -11.8% 0.10% ABS-MBS
321 SOCIETE GENERALE 83368RBK7 — 200,000 New $174K — 0.10% DBT
322 Freddie Mac - STACR 35564KTB5 — 170,000 New $174K — 0.10% ABS-MBS
323 COMM Mortgage Trust 12629NAJ4 Mar 2022 175,000 — $173K -4.7% 0.10% ABS-MBS
324 MACQUARIE GROUP LTD 55608JAZ1 Mar 2022 195,000 — $173K -11.1% 0.10% DBT
325 BIO-RAD LABS 090572AQ1 — 175,000 New $173K — 0.10% DBT
326 JP Morgan Mortgage Trust 46592PBH3 Mar 2022 196,099 -1,186 $171K -14.1% 0.10% ABS-MBS
327 BAUSCH HEALTH AMERICAS 91911XAV6 Mar 2022 166,000 — $170K -2.9% 0.10% DBT
328 BELLEMEADE RE LT 07876UAB5 Mar 2022 170,045 -39,955 $170K -19.0% 0.10% ABS-MBS
329 BSPRT Issuer, Ltd. 055983AG5 — 170,000 New $169K — 0.10% ABS-CBDO
330 SCIENTIFIC GAMES INTERNATIO 80875AAP6 Mar 2022 169,508 -441 $169K -0.4% 0.10% LON
331 Freddie Mac - STACR 35565TBE8 Mar 2022 160,000 — $168K -11.9% 0.10% ABS-MBS
332 CSC HOLDINGS LLC 126307BD8 Mar 2022 200,000 — $167K -11.6% 0.10% DBT
333 KENNEDY-WILSON INC 489399AN5 Mar 2022 175,000 — $166K -6.2% 0.10% DBT
334 HSBC BANK PLC 597433AC5 Mar 2022 150,000 — $166K -6.0% 0.10% DBT
335 Ajax Mortgage Loan Trust 00971AAA0 Mar 2022 176,679 -15,730 $166K -12.4% 0.10% ABS-MBS
336 Fannie Mae 3138WF3D6 Mar 2022 158,106 -9,863 $161K -11.9% 0.10% ABS-MBS
337 Tricon American Homes 89613JAJ9 Mar 2022 180,000 — $161K -8.3% 0.10% ABS-O
338 Fannie Mae 3138EJ7F9 Mar 2022 152,754 -8,639 $161K -9.6% 0.10% ABS-MBS
339 Government National Mortgage A 36179QJT9 Mar 2022 152,554 -12,780 $160K -10.3% 0.10% ABS-MBS
340 T-MOBILE USA INC 87264ACP8 Mar 2022 175,000 — $159K -9.9% 0.09% DBT
341 CIM Trust 12558WAJ9 Mar 2022 180,000 — $157K -12.8% 0.09% ABS-MBS
342 MEG ENERGY CORP 552704AE8 Mar 2022 150,000 — $157K -1.7% 0.09% DBT
343 United Wholesale Mortgage LLC 90355DBG7 — 174,136 New $157K — 0.09% ABS-MBS
344 Fannie Mae 3140XCHD3 — 152,556 New $156K — 0.09% ABS-MBS
345 ENERGY TRANSFER LP 29278NAE3 Mar 2022 140,000 — $155K -11.1% 0.09% DBT
346 Freddie Mac 3132WLGR1 Mar 2022 151,039 -10,051 $154K -11.3% 0.09% ABS-MBS
347 Freddie Mac 3132QUC50 Mar 2022 149,584 -12,311 $153K -12.2% 0.09% ABS-MBS
348 BELLEMEADE RE LT 07877KAG5 Mar 2022 150,000 — $152K -2.2% 0.09% ABS-MBS
349 LXP INDUSTRIAL TRUST 529043AE1 Mar 2022 165,000 — $152K -6.9% 0.09% DBT
350 Freddie Mac - STACR 35566ABD0 Mar 2022 150,000 — $152K -4.1% 0.09% ABS-MBS
351 Home Re Ltd 43731WAD7 Mar 2022 150,000 — $151K -1.4% 0.09% ABS-MBS
352 Oaktown Re Ltd 67401JAC6 Mar 2022 150,000 — $151K -1.2% 0.09% ABS-MBS
353 Genworth Mortgage Insurance Co 89600MAD0 Mar 2022 150,000 — $151K -1.3% 0.09% ABS-MBS
354 Home Re Ltd 43731WAC9 Mar 2022 150,000 — $151K -0.8% 0.09% ABS-MBS
355 Citigroup Commercial Mortgage 17326FAD9 Mar 2022 150,000 — $150K -6.7% 0.09% ABS-MBS
356 Marlette Funding Trust 57109HAC6 Mar 2022 150,000 — $150K -1.1% 0.09% ABS-O
357 JP Morgan Mortgage Trust 46654FAP3 Mar 2022 162,967 -199,533 $149K -58.7% 0.09% ABS-MBS
358 COMM Mortgage Trust 12591QAQ5 Mar 2022 150,000 — $149K -3.7% 0.09% ABS-MBS
359 Genworth Mortgage Insurance Co 89600MAC2 Mar 2022 148,577 -1,423 $149K -1.2% 0.09% ABS-MBS
360 BELLEMEADE RE LT 07876RAC0 Mar 2022 150,000 — $148K -1.0% 0.09% ABS-MBS
361 AIR LEASE CORP 00914AAS1 — 165,000 New $148K — 0.09% DBT
362 1011778 BC ULC 000000000 Mar 2022 150,573 New $148K — 0.09% LON
363 FREMF Mortgage Trust 30302YAN7 Mar 2022 150,000 — $147K -5.5% 0.09% ABS-MBS
364 AREIT CRE Trust 04002VAJ0 — 150,000 New $147K — 0.09% ABS-MBS
365 FORTUNE BRANDS HOME & SE 34964CAG1 — 150,000 New $147K — 0.09% DBT
366 GS Mortgage Securities Trust 36262MAG3 Mar 2022 150,000 — $145K -2.9% 0.09% ABS-MBS
367 AMGEN INC 031162DG2 — 140,000 New $145K — 0.09% DBT
368 CHC Commercial Mortgage Trust 162665AL7 Mar 2022 148,913 — $145K -1.3% 0.09% ABS-MBS
369 ELEMENT FLEET MANAGEMENT 286181AF9 Mar 2022 150,000 — $145K -3.6% 0.09% DBT
370 FRESB Multifamily Mortgage Pas 30297CAG7 Mar 2022 144,964 -8,461 $145K -8.8% 0.09% ABS-MBS
371 Fannie Mae 3140F9VT9 Mar 2022 142,114 -10,029 $144K -11.3% 0.09% ABS-MBS
372 BOEING CO 097023CW3 — 125,000 New $144K — 0.09% DBT
373 BELLEMEADE RE LT 078774AC0 — 150,000 New $144K — 0.09% ABS-MBS
374 Eagle Re Ltd 26982AAC8 Mar 2022 150,000 — $143K -5.0% 0.08% ABS-MBS
375 JPMDB Commercial Mortgage Secu 46590LAY8 Mar 2022 150,000 — $142K -6.6% 0.08% ABS-MBS
376 Freddie Mac 3133KGF45 Mar 2022 136,577 -27,936 $142K -19.7% 0.08% ABS-MBS
377 SCHWEITZER-MAUDUIT INTL INC 000000000 Mar 2022 143,912 New $141K — 0.08% LON
378 BRITISH AIR 19-1 AA PTT 11043XAA1 Mar 2022 148,594 -1,965 $141K -9.3% 0.08% DBT
379 Fannie Mae 3138EQFY3 Mar 2022 137,348 -2,783 $141K -7.3% 0.08% ABS-MBS
380 JETBLUE 2019-1 CLASS AA 477143AH4 Mar 2022 148,173 — $139K -7.0% 0.08% DBT
381 Freddie Mac 3132XCRV9 Mar 2022 134,243 -8,338 $137K -10.8% 0.08% ABS-MBS
382 CFCRE Commercial Mortgage Trus 12531WBA9 Mar 2022 136,313 — $137K -5.4% 0.08% ABS-MBS
383 JP Morgan Mortgage Trust 46592WBY1 — 148,471 New $135K — 0.08% ABS-MBS
384 Credit Suisse Mortgage Trust 12656TAE8 Mar 2022 150,000 — $135K -15.3% 0.08% ABS-MBS
385 CHARTER COMM OPT LLC/CAP 161175CJ1 — 135,000 New $135K — 0.08% DBT
386 Fannie Mae 3138EPDY7 Mar 2022 130,734 -11,924 $133K -13.7% 0.08% ABS-MBS
387 BRITISH AIR 19-1 A PTT 11043XAB9 Mar 2022 140,421 -4,842 $133K -7.8% 0.08% DBT
388 Freddie Mac - STACR 35565RBD4 Mar 2022 130,000 — $133K -1.8% 0.08% ABS-MBS
389 T-MOBILE USA INC 87264ACB9 Mar 2022 145,000 — $132K -9.0% 0.08% DBT
390 AUTONATION INC 05329WAQ5 Mar 2022 125,000 — $130K -8.8% 0.08% DBT
391 Rate Mortgage Trust 75409TDD4 Mar 2022 148,180 -914 $130K -12.0% 0.08% ABS-MBS
392 ONEMAIN FINANCE CORP 682691AB6 Mar 2022 140,000 — $130K -6.4% 0.08% DBT
393 BENCHMARK Mortgage Trust 08160BAC8 Mar 2022 125,000 — $128K -6.7% 0.08% ABS-MBS
394 Freddie Mac - STACR 35566AAH2 Mar 2022 127,754 -28,108 $128K -18.5% 0.08% ABS-MBS
395 Homeward Opportunities Fund I 43789XAC8 Mar 2022 130,000 — $128K -2.7% 0.08% ABS-MBS
396 Fannie Mae 3138AFC24 Mar 2022 119,892 -14,769 $127K -14.5% 0.08% ABS-MBS
397 SAN DIEGO G & E 797440CA0 Mar 2022 143,000 -257,000 $126K -68.5% 0.07% DBT
398 Freddie Mac 3132A5GX7 Mar 2022 121,109 -11,786 $125K -12.1% 0.07% ABS-MBS
399 Fannie Mae 3138WFFH4 Mar 2022 122,572 -3,584 $125K -9.1% 0.07% ABS-MBS
400 Citigroup Commercial Mortgage 29425AAG8 Mar 2022 125,000 — $125K -5.8% 0.07% ABS-MBS
401 GS Mortgage-Backed Securities 36259WAC5 Mar 2022 126,394 -28,075 $125K -19.5% 0.07% ABS-MBS
402 ALLIED UNIVERSAL 019576AA5 Mar 2022 123,000 — $124K -3.5% 0.07% DBT
403 Freddie Mac - STACR 35564KCP2 Mar 2022 140,000 — $124K -13.1% 0.07% ABS-MBS
404 CORPORATE OFFICE PROP LP 22003BAP1 Mar 2022 140,000 — $124K -9.7% 0.07% DBT
405 HGI CRE CLO Ltd 40390JAE2 Mar 2022 125,000 — $123K -0.9% 0.07% ABS-CBDO
406 Freddie Mac - STACR 35564KND7 Mar 2022 130,000 — $123K -6.8% 0.07% ABS-MBS
407 Government National Mortgage A 36179TSJ5 Mar 2022 116,988 -16,565 $123K -14.1% 0.07% ABS-MBS
408 JP Morgan Mortgage Trust 46592XBZ6 — 133,837 New $122K — 0.07% ABS-MBS
409 EDGEWELL PERSONAL CARE 28035QAA0 Mar 2022 120,000 — $120K -5.9% 0.07% DBT
410 Fannie Mae 31416WYP1 Mar 2022 113,505 -3,268 $119K -8.4% 0.07% ABS-MBS
411 AXA SA 054536AA5 Mar 2022 90,000 — $119K -8.5% 0.07% DBT
412 PETROLEOS MEXICANOS 71643VAB1 — 125,000 New $119K — 0.07% DBT
413 MFRA Trust 552754AC7 Mar 2022 119,027 -23,048 $117K -17.7% 0.07% ABS-MBS
414 ENLINK MIDSTREAM PARTNER 29336UAC1 Mar 2022 134,000 — $116K -14.5% 0.07% DBT
415 CORPORATE OFFICE PROP LP 22003BAN6 Mar 2022 130,000 — $114K -8.6% 0.07% DBT
416 CVS PASS THRU TR 2009 126659AA9 Mar 2022 95,181 -1,696 $114K -7.4% 0.07% DBT
417 KENNAMETAL INC 489170AF7 Mar 2022 125,000 — $114K -8.4% 0.07% DBT
418 FARMERS EXCHANGE CAP III 30958QAA9 Mar 2022 100,000 — $114K -5.8% 0.07% DBT
419 GRINDING MEDIA INC 39854KAB6 Mar 2022 114,425 -288 $114K -1.0% 0.07% LON
420 Fannie Mae 3140FRF91 Mar 2022 110,072 -8,065 $112K -11.8% 0.07% ABS-MBS
421 WILLIAMS COS INC 969457BD1 Mar 2022 89,000 — $112K -7.5% 0.07% DBT
422 Freddie Mac 3128M83Q5 Mar 2022 106,072 -6,221 $111K -11.0% 0.07% ABS-MBS
423 CVS PASS-THROUGH TRUST 126650BP4 Mar 2022 103,411 -3,151 $111K -8.8% 0.07% DBT
424 JBS USA/FOOD/FINANCE 46590XAF3 — 120,000 New $111K — 0.07% DBT
425 Fannie Mae 3140H6ZR3 Mar 2022 109,026 -8,564 $111K -11.5% 0.07% ABS-MBS
426 SUN COMMUNITIES OPER LP 866677AF4 Mar 2022 120,000 — $109K -9.2% 0.06% DBT
427 CORELOGIC INC 21871DAD5 Mar 2022 115,000 — $108K -5.4% 0.06% DBT
428 Government National Mortgage A 36176WYC9 Mar 2022 105,199 -6,063 $108K -9.3% 0.06% ABS-MBS
429 Fannie Mae 3138AGHM3 Mar 2022 101,770 -11,781 $108K -13.8% 0.06% ABS-MBS
430 HIGHWOODS REALTY LP 431282AQ5 Mar 2022 105,000 — $107K -7.9% 0.06% DBT
431 PHILLIPS 66 718546AW4 Mar 2022 120,000 — $107K -7.8% 0.06% DBT
432 BOSTON GAS COMPANY 100743AK9 Mar 2022 110,000 — $107K -6.7% 0.06% DBT
433 KUEHG CORP 000000000 Mar 2022 106,208 New $105K — 0.06% LON
434 Fannie Mae 3138EPWN0 Mar 2022 104,516 -3,196 $104K -9.1% 0.06% ABS-MBS
435 Freddie Mac 31335AWT1 Mar 2022 101,696 -5,930 $104K -11.1% 0.06% ABS-MBS
436 MARRIOTT INTERNATIONAL 571903BE2 Mar 2022 100,000 — $104K -8.0% 0.06% DBT
437 Freddie Mac 31335ACR7 Mar 2022 101,021 -6,780 $103K -11.2% 0.06% ABS-MBS
438 NOVA CHEMICALS CORP 66977WAR0 Mar 2022 103,000 — $103K -6.0% 0.06% DBT
439 Citigroup Commercial Mortgage 17327FAF3 Mar 2022 100,000 — $102K -6.2% 0.06% ABS-MBS
440 BENCHMARK Mortgage Trust 08161YBJ1 — 100,000 New $102K — 0.06% ABS-MBS
441 BROADCOM INC 11135FAS0 Mar 2022 100,000 — $102K -9.7% 0.06% DBT
442 Freddie Mac - STACR 35566CBE4 Mar 2022 110,000 — $101K -12.2% 0.06% ABS-MBS
443 FREMF Mortgage Trust 302971AT3 Mar 2022 100,000 — $101K -7.9% 0.06% ABS-MBS
444 AXIS Equipment Finance Receiva 03237JAD9 Mar 2022 100,000 — $100K -0.8% 0.06% ABS-O
445 Invitation Homes Trust 46185JAE8 Mar 2022 99,986 — $100K -0.1% 0.06% ABS-O
446 OWS CRE FUNDING I LLC 67114QAA2 Mar 2022 100,000 — $100K -0.9% 0.06% DBT
447 American Homes 4 Rent 02666AAC2 Mar 2022 100,000 — $100K -4.1% 0.06% ABS-O
448 NMEF Funding LLC 65489MAC8 Mar 2022 100,000 — $99K -1.6% 0.06% ABS-O
449 AES CORP/THE 00130HCC7 Mar 2022 100,000 — $99K -7.0% 0.06% DBT
450 Bunker Hill Loan Depositary Tr 12062RAC4 Mar 2022 100,000 — $98K -2.9% 0.06% ABS-MBS
451 JBS USA/FOOD/FINANCE 46590XAD8 Mar 2022 110,000 — $98K -10.7% 0.06% DBT
452 Freddie Mac 3133B7GB8 — 100,000 New $98K — 0.06% ABS-MBS
453 RMF Proprietary Issuance Trust 74968RAA3 Mar 2022 100,176 -17,270 $98K -16.6% 0.06% ABS-MBS
454 Angel Oak Mortgage Trust 03464MAD6 Mar 2022 100,000 — $98K -2.1% 0.06% ABS-MBS
455 Oaktown Re Ltd 67401JAB8 Mar 2022 97,594 -32,136 $98K -24.9% 0.06% ABS-MBS
456 Tricolor Auto Securitization T 89615BAD7 Mar 2022 100,000 — $98K -1.6% 0.06% ABS-O
457 Freddie Mac 3132DWCR2 — 95,103 New $97K — 0.06% ABS-MBS
458 FREMF Mortgage Trust 35709DAG6 Mar 2022 97,552 -114 $97K -1.0% 0.06% ABS-MBS
459 Homeward Opportunities Fund I 43789XAD6 Mar 2022 100,000 — $97K -4.3% 0.06% ABS-MBS
460 Fannie Mae 3140X4ZB5 Mar 2022 92,872 -10,463 $97K -12.7% 0.06% ABS-MBS
461 Mercury Financial Credit Card 58940BAA4 Mar 2022 100,000 — $97K -2.9% 0.06% ABS-O
462 DANA INC 235825AH9 Mar 2022 105,000 — $96K -9.7% 0.06% DBT
463 TOPBUILD CORP 89055FAC7 Mar 2022 105,000 — $95K -11.7% 0.06% DBT
464 NMEF Funding LLC 62919TAD8 Mar 2022 100,000 — $94K -5.0% 0.06% ABS-O
465 Republic Finance Issuance Trus 76042UAC7 Mar 2022 100,000 — $94K -5.5% 0.06% ABS-O
466 DataBank Issuer LLC 23802WAC5 Mar 2022 100,000 — $94K -3.8% 0.06% ABS-O
467 Cascade MH Asset Trust 14731QAD1 Mar 2022 100,000 — $94K -9.2% 0.06% ABS-MBS
468 Freddie Mac 3132HPR22 Mar 2022 92,004 -3,967 $92K -9.3% 0.05% ABS-MBS
469 PHILLIPS 66 718546AV6 Mar 2022 90,000 — $92K -4.3% 0.05% DBT
470 FREMF Mortgage Trust 35708QAU7 Mar 2022 90,000 — $91K -7.1% 0.05% ABS-MBS
471 Welk Resorts LLC 94946DAD3 Mar 2022 91,347 -10,489 $91K -12.5% 0.05% ABS-O
472 Freddie Mac - STACR 35564KQY8 — 100,000 New $91K — 0.05% ABS-MBS
473 Freddie Mac 3133KYWG0 — 99,433 New $90K — 0.05% ABS-MBS
474 Freddie Mac 3133D4PF4 — 99,296 New $90K — 0.05% ABS-MBS
475 Freddie Mac 3133D4M91 — 99,291 New $90K — 0.05% ABS-MBS
476 Fannie Mae 3138MFSZ1 Mar 2022 90,129 -3,361 $90K -9.0% 0.05% ABS-MBS
477 New Residential Mortgage Loan 64828EAA3 Mar 2022 89,718 -22,180 $89K -20.6% 0.05% ABS-MBS
478 Citigroup Mortgage Loan Trust 17329PDH2 Mar 2022 98,121 -633 $89K -10.7% 0.05% ABS-MBS
479 Freddie Mac 31335AHP6 Mar 2022 86,698 -5,448 $88K -10.9% 0.05% ABS-MBS
480 DCP MIDSTREAM OPERATING 23311VAF4 Mar 2022 84,000 -16,000 $88K -29.0% 0.05% DBT
481 COMMERCIAL METALS CO 201723AR4 — 95,000 New $88K — 0.05% DBT
482 Imperial Fund LLC 452761AD1 Mar 2022 100,000 — $88K -10.6% 0.05% ABS-MBS
483 Freddie Mac 3132J8TV2 Mar 2022 87,820 -5,611 $88K -11.6% 0.05% ABS-MBS
484 Imperial Fund LLC 452761AE9 Mar 2022 100,000 — $87K -11.4% 0.05% ABS-MBS
485 Mosaic Solar Loans LLC 61945LAA1 Mar 2022 89,251 -5,154 $87K -10.8% 0.05% ABS-O
486 Government National Mortgage A 36179NX78 Mar 2022 80,582 -6,497 $87K -10.1% 0.05% ABS-MBS
487 Fannie Mae 3138WTUN4 Mar 2022 86,153 -4,487 $86K -10.0% 0.05% ABS-MBS
488 Fannie Mae 3138AWNM1 Mar 2022 82,243 -9,144 $86K -14.2% 0.05% ABS-MBS
489 FWD Securitization Trust 302980AA5 Mar 2022 86,209 -25,152 $86K -23.3% 0.05% ABS-MBS
490 DELTA AIR LINES/SKYMILES 830867AB3 Mar 2022 85,000 — $86K -7.6% 0.05% DBT
491 JPMDB Commercial Mortgage Secu 46646RAB9 Mar 2022 100,000 — $86K -3.1% 0.05% ABS-MBS
492 Fannie Mae 3140QFUB3 — 82,513 New $84K — 0.05% ABS-MBS
493 Government National Mortgage A 38382BHB2 Mar 2022 536,044 -47,601 $84K +11.2% 0.05% ABS-MBS
494 UNITED AIR 2020-1 B PTT 90932VAA3 Mar 2022 83,808 -3,298 $83K -8.8% 0.05% DBT
495 BELLEMEADE RE LT 07876RAB2 Mar 2022 82,259 -36,770 $82K -30.9% 0.05% ABS-MBS
496 TEAM HEALTH HOLDINGS INC 87817JAG3 — 84,911 New $81K — 0.05% LON
497 Home Partners of America Trust 43731QAG3 Mar 2022 86,595 -1,836 $81K -9.6% 0.05% ABS-O
498 EDWARDS LIFESCIENCES COR 28176EAD0 Mar 2022 77,000 -148,000 $80K -68.2% 0.05% DBT
499 Freddie Mac - STACR 35564ABF7 Mar 2022 80,000 — $80K -1.8% 0.05% ABS-MBS
500 Government National Mortgage A 36179SQW0 Mar 2022 77,284 -8,483 $79K -12.9% 0.05% ABS-MBS
501 Palisades Center Trust 69640GAA3 Mar 2022 85,000 — $78K -1.1% 0.05% ABS-MBS
502 CVS PASS-THROUGH TRUST 126650BV1 Mar 2022 70,967 -1,171 $78K -7.6% 0.05% DBT
503 MVW 2020-1 LLC 55400EAC3 Mar 2022 78,111 -9,832 $77K -14.8% 0.05% ABS-O
504 Fannie Mae - CAS 20754FAK8 Mar 2022 74,904 -25,179 $75K -25.3% 0.04% ABS-MBS
505 Fannie Mae 31417CJZ9 Mar 2022 71,706 -751 $75K -5.6% 0.04% ABS-MBS
506 CLEARWATER PAPER CORP 18538RAJ2 Mar 2022 80,000 — $74K -8.7% 0.04% DBT
507 Freddie Mac 3132WED66 Mar 2022 74,315 -2,701 $74K -9.1% 0.04% ABS-MBS
508 CLEVELAND-CLIFFS INC 185899AL5 Mar 2022 75,000 — $74K -5.0% 0.04% DBT
509 Freddie Mac 3132WMEP5 Mar 2022 70,944 -5,109 $74K -10.2% 0.04% ABS-MBS
510 Fannie Mae 3140QLJX5 — 71,708 New $74K — 0.04% ABS-MBS
511 ALBERTSONS COS/SAFEWAY 013092AE1 Mar 2022 75,000 — $73K -9.9% 0.04% DBT
512 Fannie Mae 3138YKFW8 Mar 2022 71,187 -4,801 $72K -10.8% 0.04% ABS-MBS
513 BOARDWALK PIPELINES LP 096630AJ7 — 75,000 New $72K — 0.04% DBT
514 OWENS & MINOR DISTRIBUTION 000000000 Mar 2022 70,000 New $70K — 0.04% LON
515 Freddie Mac 3128M9QP0 Mar 2022 66,560 -2,787 $70K -8.5% 0.04% ABS-MBS
516 Home Re Ltd 43731AAA1 Mar 2022 68,968 — $69K -0.1% 0.04% ABS-MBS
517 BRITISH AIR 20-1 B PTT 11042WAA4 Mar 2022 62,115 -2,123 $69K -7.0% 0.04% DBT
518 INGEVITY CORP 45688CAB3 Mar 2022 75,000 — $68K -7.2% 0.04% DBT
519 Fannie Mae 3138LUSX4 Mar 2022 66,002 -3,401 $67K -10.3% 0.04% ABS-MBS
520 Fannie Mae 3140X7KG3 Mar 2022 64,286 -10,659 $67K -17.0% 0.04% ABS-MBS
521 Freddie Mac 3131XWLY7 Mar 2022 64,547 -8,156 $67K -14.7% 0.04% ABS-MBS
522 LEVEL 3 FINANCING INC 527298BN2 Mar 2022 70,000 — $66K -7.0% 0.04% DBT
523 LEVEL 3 FINANCING INC 52729KAP1 Mar 2022 67,466 — $66K -0.5% 0.04% LON
524 Eagle Re 2018-1 Ltd. 269826AA1 Mar 2022 65,384 — $65K -0.2% 0.04% ABS-MBS
525 MODIVCARE ESCROW ISSUER 60783XAA2 Mar 2022 70,000 — $65K -8.7% 0.04% DBT
526 ATKORE INC 047649AA6 Mar 2022 70,000 — $65K -9.3% 0.04% DBT
527 ENERGIZER HOLDINGS INC 29272WAF6 — 65,000 New $64K — 0.04% DBT
528 Fannie Mae - CAS 20753WAF3 Mar 2022 63,884 -28,685 $64K -31.1% 0.04% ABS-MBS
529 Fannie Mae 3140EVK48 Mar 2022 61,662 -16,230 $64K -24.1% 0.04% ABS-MBS
530 SINCLAIR TELEVISION GROU 829229AQ6 Mar 2022 63,747 — $62K -1.4% 0.04% LON
531 PILGRIM'S PRIDE CORP 72147KAE8 Mar 2022 60,000 — $61K -4.3% 0.04% DBT
532 AVOLON TLB BORROWER 1 US 05400KAF7 Mar 2022 61,923 -158 $61K -1.7% 0.04% LON
533 Fannie Mae 3140H6VG1 Mar 2022 58,548 -10,448 $60K -18.4% 0.04% ABS-MBS
534 NOVELIS CORP 670001AH9 Mar 2022 65,000 — $59K -8.0% 0.04% DBT
535 Freddie Mac 3131XWP72 Mar 2022 57,532 -7,950 $59K -15.4% 0.04% ABS-MBS
536 La Hipotecaria SA 50346AAA3 Mar 2022 58,056 -4,447 $59K -7.8% 0.04% ABS-MBS
537 Newtek Small Business Loan Tru 65252WAA5 Mar 2022 58,987 -8,621 $59K -12.9% 0.04% ABS-O
538 Fannie Mae 31418D2H4 — 57,453 New $59K — 0.03% ABS-MBS
539 Government National Mortgage A 36176H6S8 Mar 2022 54,431 -400 $58K -5.5% 0.03% ABS-MBS
540 GLP CAPITAL LP / FIN II 361841AR0 Mar 2022 64,000 -41,000 $58K -45.0% 0.03% DBT
541 Freddie Mac 3132J6WD2 Mar 2022 57,355 -3,287 $57K -11.0% 0.03% ABS-MBS
542 STARWOOD PROPERTY TRUST 85571BAY1 — 59,000 New $57K — 0.03% DBT
543 HIGHWOODS REALTY LP 431282AT9 Mar 2022 63,000 — $57K -8.4% 0.03% DBT
544 JETBLUE AIRWAYS CORP 477164AA5 Mar 2022 57,008 — $57K -7.3% 0.03% DBT
545 AMGEN INC 031162DF4 — 55,000 New $57K — 0.03% DBT
546 VALERO ENERGY CORP 91913YBE9 — 60,000 New $56K — 0.03% DBT
547 Government National Mortgage A 3622A25J7 Mar 2022 53,270 -4,983 $56K -10.3% 0.03% ABS-MBS
548 ADAPTHEALTH LLC 00653VAE1 Mar 2022 60,000 — $56K -8.7% 0.03% DBT
549 PUGET ENERGY INC 745310AN2 — 55,000 New $55K — 0.03% DBT
550 Morgan Stanley BAML Trust 61764XBP9 Mar 2022 60,000 — $53K -3.1% 0.03% ABS-MBS
551 Fannie Mae 3138W9K74 Mar 2022 51,136 -6,756 $53K -15.8% 0.03% ABS-MBS
552 AON CORP/AON GLOBAL HOLD 03740LAC6 Mar 2022 57,000 -63,000 $52K -57.1% 0.03% DBT
553 Fannie Mae 31417BZ91 Mar 2022 50,034 -3,358 $52K -10.7% 0.03% ABS-MBS
554 Fannie Mae 3138XK6G4 Mar 2022 51,447 -802 $52K -6.8% 0.03% ABS-MBS
555 HEALTHEQUITY INC 42226AAA5 Mar 2022 55,000 — $52K -4.3% 0.03% DBT
556 Government National Mortgage A 3617GSGY9 Mar 2022 49,651 -271 $52K -4.8% 0.03% ABS-MBS
557 VIRGINIA ST CMWLTH TRANSPRTN B 927793XY0 Mar 2022 50,000 — $52K -3.6% 0.03% DBT
558 Government National Mortgage A 3622A2Q70 Mar 2022 48,366 -3,190 $51K -9.5% 0.03% ABS-MBS
559 Government National Mortgage A 36179SNW3 Mar 2022 48,697 -5,509 $51K -13.0% 0.03% ABS-MBS
560 Fannie Mae - CAS 20754WAB1 Mar 2022 50,365 -12,686 $50K -20.6% 0.03% ABS-MBS
561 Drive Auto Receivables Trust 26208VAG1 Mar 2022 50,000 — $50K -2.4% 0.03% ABS-O
562 Freddie Mac 3132WFDL0 Mar 2022 47,836 -8,024 $50K -17.4% 0.03% ABS-MBS
563 Fannie Mae 31416X4Z0 Mar 2022 46,497 -2,745 $50K -9.1% 0.03% ABS-MBS
564 AUTONATION INC 05329WAR3 Mar 2022 55,000 — $49K -8.4% 0.03% DBT
565 UNITED AIRLINES INC 90932LAG2 Mar 2022 50,000 — $49K -5.6% 0.03% DBT
566 ENERGY ACQUISITION LP 29279EAB8 Mar 2022 49,532 -130 $49K -1.7% 0.03% LON
567 Fannie Mae 3138WAF93 Mar 2022 46,277 -2,169 $48K -9.1% 0.03% ABS-MBS
568 Freddie Mac 3131XXZS3 Mar 2022 47,024 -9,191 $48K -19.5% 0.03% ABS-MBS
569 Fannie Mae 31417C3Y9 Mar 2022 48,081 -3,040 $48K -11.0% 0.03% ABS-MBS
570 Fannie Mae 3140GPS58 Mar 2022 46,289 -306 $48K -4.7% 0.03% ABS-MBS
571 BRITISH AIR 20-1 A PTT 11044MAA4 Mar 2022 48,020 -786 $48K -7.5% 0.03% DBT
572 AUTONATION INC 05329WAS1 Mar 2022 55,000 — $48K -9.8% 0.03% DBT
573 UNITED AIRLINES INC 90932LAH0 Mar 2022 50,000 — $48K -7.8% 0.03% DBT
574 Freddie Mac 3132WF4J5 Mar 2022 44,683 -5,146 $46K -13.9% 0.03% ABS-MBS
575 CVS PASS-THROUGH TRUST 126650BY5 Mar 2022 41,476 -602 $46K -8.2% 0.03% DBT
576 Freddie Mac 3131YBED6 — 44,211 New $45K — 0.03% ABS-MBS
577 HILLENBRAND INC 431571AE8 Mar 2022 49,000 -16,000 $45K -31.2% 0.03% DBT
578 Government National Mortgage A 36179QT68 Mar 2022 41,623 -3,610 $44K -10.6% 0.03% ABS-MBS
579 LSF11 A5 HOLDCO LLC 50216YAB6 Mar 2022 45,000 — $44K -1.4% 0.03% LON
580 Government National Mortgage A 36297FLB6 Mar 2022 42,369 -9,076 $44K -19.8% 0.03% ABS-MBS
581 Fannie Mae 3140J5E70 Mar 2022 42,726 -4,787 $44K -13.4% 0.03% ABS-MBS
582 ALTA WIND HOLDINGS LLC 021345AA1 Mar 2022 40,395 -646 $44K -6.8% 0.03% DBT
583 Fannie Mae 31417GF27 Mar 2022 42,441 -2,159 $42K -9.9% 0.03% ABS-MBS
584 Government National Mortgage A 36179RXD6 Mar 2022 40,658 -4,104 $42K -12.3% 0.02% ABS-MBS
585 Fannie Mae 3138YTJ88 Mar 2022 40,910 -3,666 $41K -12.0% 0.02% ABS-MBS
586 Fannie Mae 3138EKF83 Mar 2022 40,847 -2,089 $41K -9.9% 0.02% ABS-MBS
587 Freddie Mac 3137FXAJ7 — 221,115 New $41K — 0.02% ABS-MBS
588 AMER AIRLINE 21-1B PTT 02376LAA3 Mar 2022 45,000 — $41K -8.6% 0.02% DBT
589 Fannie Mae 3138WTT89 Mar 2022 40,743 -895 $41K -7.9% 0.02% ABS-MBS
590 Freddie Mac 3137ATFZ0 Mar 2022 218,500 -14,041 $41K -13.3% 0.02% ABS-MBS
591 Freddie Mac 3132WFWW5 Mar 2022 38,892 -3,013 $41K -10.7% 0.02% ABS-MBS
592 ENERGY TRANSFER LP 292480AM2 Mar 2022 40,000 — $40K -6.3% 0.02% DBT
593 Government National Mortgage A 36184BZL4 Mar 2022 38,861 -3,392 $40K -11.3% 0.02% ABS-MBS
594 Fannie Mae 3138WHU59 Mar 2022 38,009 -3,813 $39K -12.4% 0.02% ABS-MBS
595 Multifamily Connecticut Avenue 62547NAA7 Mar 2022 40,104 -29,411 $39K -43.2% 0.02% ABS-MBS
596 PATTERN ENERGY OP LP/PAT 70339PAA7 Mar 2022 40,000 — $39K -6.5% 0.02% DBT
597 Government National Mortgage A 3617AVXD5 Mar 2022 37,055 -1,435 $39K -7.8% 0.02% ABS-MBS
598 Freddie Mac 3133ATKQ3 — 37,231 New $38K — 0.02% ABS-MBS
599 Fannie Mae 3138WHNU2 Mar 2022 36,452 -5,979 $38K -17.5% 0.02% ABS-MBS
600 Fannie Mae 3140EWBW4 Mar 2022 37,005 -273 $38K -6.0% 0.02% ABS-MBS
601 Government National Mortgage A 36178NB65 Mar 2022 36,714 -2,324 $38K -9.2% 0.02% ABS-MBS
602 ISTAR INC 45031UCG4 Mar 2022 38,000 -217,000 $38K -85.6% 0.02% DBT
603 LUMEN TECHNOLOGIES INC 156700BC9 Mar 2022 40,000 — $37K -8.1% 0.02% DBT
604 Freddie Mac - STACR 35564KJA8 Mar 2022 40,000 — $37K -7.2% 0.02% ABS-MBS
605 Freddie Mac 3132J7B76 Mar 2022 36,922 -552 $37K -7.2% 0.02% ABS-MBS
606 Fannie Mae 31417YZQ3 Mar 2022 34,124 -3,584 $36K -12.6% 0.02% ABS-MBS
607 Fannie Mae 31417FMM7 Mar 2022 36,970 -1,387 $36K -9.6% 0.02% ABS-MBS
608 CCO HLDGS LLC/CAP CORP 1248EPCL5 Mar 2022 40,000 — $36K -12.5% 0.02% DBT
609 OLIN CORP 680665AL0 Mar 2022 35,000 — $36K -5.9% 0.02% DBT
610 Freddie Mac 3132WMG57 Mar 2022 33,958 -4,553 $35K -15.5% 0.02% ABS-MBS
611 Fannie Mae - CAS 20754JAB0 Mar 2022 34,927 -24,485 $35K -41.3% 0.02% ABS-MBS
612 Freddie Mac 3132J9P69 Mar 2022 34,775 -1,542 $35K -9.5% 0.02% ABS-MBS
613 PECF USS INTERMEDIATE HO 000000000 Mar 2022 34,912 New $35K — 0.02% LON
614 Fannie Mae 3140QGCP0 — 33,844 New $35K — 0.02% ABS-MBS
615 Fannie Mae 3138WFPA8 Mar 2022 33,517 -3,612 $34K -14.0% 0.02% ABS-MBS
616 TEACHERS INSUR & ANNUITY 878091BC0 Mar 2022 26,000 — $34K -12.4% 0.02% DBT
617 Fannie Mae 3140GVE92 Mar 2022 32,847 -3,265 $34K -13.0% 0.02% ABS-MBS
618 Fannie Mae 3140GSJR4 Mar 2022 31,527 -3,522 $33K -13.3% 0.02% ABS-MBS
619 CLEARWAY ENERGY OP LLC 18539UAE5 Mar 2022 35,000 — $32K -7.3% 0.02% DBT
620 Government National Mortgage A 36296QY29 Mar 2022 29,757 -2,270 $32K -11.8% 0.02% ABS-MBS
621 Freddie Mac 3132J85A4 Mar 2022 31,781 -1,495 $32K -9.7% 0.02% ABS-MBS
622 Freddie Mac - STACR 35564KBD0 Mar 2022 35,000 — $31K -11.3% 0.02% ABS-MBS
623 Government National Mortgage A 36184QTQ7 Mar 2022 29,291 -2,141 $31K -9.7% 0.02% ABS-MBS
624 BROADCOM INC 11135FBP5 Mar 2022 35,000 — $31K -12.5% 0.02% DBT
625 Freddie Mac 3131YA7G9 — 29,606 New $30K — 0.02% ABS-MBS
626 Government National Mortgage A 38379U5F9 Mar 2022 710,071 -6,873 $30K -7.3% 0.02% ABS-MBS
627 Fannie Mae 3140HJJS1 — 29,212 New $30K — 0.02% ABS-MBS
628 AVOLON HOLDINGS FNDG LTD 05401AAF8 Mar 2022 30,000 — $30K -4.8% 0.02% DBT
629 Fannie Mae 3138EN3B3 Mar 2022 29,156 -2,343 $30K -12.2% 0.02% ABS-MBS
630 Fannie Mae 3140QKHA9 — 28,949 New $30K — 0.02% ABS-MBS
631 Fannie Mae 31417CJP1 Mar 2022 28,877 -3,353 $29K -15.3% 0.02% ABS-MBS
632 Fannie Mae 3138M0AH3 Mar 2022 28,269 -1,083 $29K -8.5% 0.02% ABS-MBS
633 Government National Mortgage A 36194REE6 Mar 2022 28,197 -2,424 $29K -11.8% 0.02% ABS-MBS
634 Freddie Mac 3132WJ6G1 Mar 2022 28,232 -3,194 $28K -14.9% 0.02% ABS-MBS
635 Freddie Mac 31302PAE4 Mar 2022 27,914 -99 $28K -2.6% 0.02% ABS-MBS
636 Freddie Mac 3132WMM50 Mar 2022 26,290 -180 $27K -4.4% 0.02% ABS-MBS
637 Government National Mortgage A 36179NDT2 Mar 2022 25,546 -1,184 $27K -7.5% 0.02% ABS-MBS
638 Freddie Mac 3137F8M83 — 138,953 New $27K — 0.02% ABS-MBS
639 Government National Mortgage A 38382CAZ4 Mar 2022 470,889 -54,566 $26K -29.2% 0.02% ABS-MBS
640 Fannie Mae 3140GRPD0 Mar 2022 24,783 -2,128 $26K -11.2% 0.02% ABS-MBS
641 Fannie Mae 3138AWNR0 Mar 2022 24,480 -2,106 $26K -12.2% 0.02% ABS-MBS
642 ALEXANDRIA REAL ESTATE E 015271AJ8 Mar 2022 25,000 — $26K -6.4% 0.02% DBT
643 Fannie Mae 3138M5VV8 Mar 2022 24,773 -1,323 $25K -10.3% 0.02% ABS-MBS
644 Fannie Mae 3140E0QV0 Mar 2022 24,554 -4,321 $25K -20.2% 0.01% ABS-MBS
645 BEACON ROOFING SUPPLY IN 073685AH2 Mar 2022 27,000 -58,000 $25K -70.6% 0.01% DBT
646 Freddie Mac 3128MMSH7 Mar 2022 24,019 -2,395 $25K -11.7% 0.01% ABS-MBS
647 Freddie Mac 3132HNC56 Mar 2022 24,153 -962 $25K -9.1% 0.01% ABS-MBS
648 Freddie Mac 3132WJM24 Mar 2022 24,688 -633 $25K -8.2% 0.01% ABS-MBS
649 Fannie Mae 3138EDE72 Mar 2022 23,403 -2,250 $25K -13.0% 0.01% ABS-MBS
650 Freddie Mac 3133ATPH8 — 23,818 New $24K — 0.01% ABS-MBS
651 Fannie Mae 3140FM7M2 Mar 2022 22,488 -191 $23K -5.0% 0.01% ABS-MBS
652 Fannie Mae 3140QHLM5 — 22,367 New $23K — 0.01% ABS-MBS
653 Freddie Mac 3132GTJR9 Mar 2022 22,296 -869 $23K -9.0% 0.01% ABS-MBS
654 Fannie Mae 31418BQ66 Mar 2022 23,286 -235 $22K -7.0% 0.01% ABS-MBS
655 Fannie Mae 3138XZSU6 Mar 2022 23,072 -212 $22K -7.1% 0.01% ABS-MBS
656 SMITHFIELD FOODS INC 832248BB3 Mar 2022 21,000 — $22K -8.3% 0.01% DBT
657 Freddie Mac 3132HM7C9 Mar 2022 21,505 -208 $22K -6.4% 0.01% ABS-MBS
658 Government National Mortgage A 36179QR29 Mar 2022 20,566 -1,694 $22K -10.6% 0.01% ABS-MBS
659 Fannie Mae 3140E6KT8 Mar 2022 22,763 -3,717 $22K -19.3% 0.01% ABS-MBS
660 Fannie Mae 31417CSH9 Mar 2022 21,822 -1,008 $22K -10.0% 0.01% ABS-MBS
661 Freddie Mac 3132HRGB0 Mar 2022 21,248 -1,032 $21K -10.2% 0.01% ABS-MBS
662 Freddie Mac 3131XXBD2 Mar 2022 20,469 -140 $21K -4.4% 0.01% ABS-MBS
663 Fannie Mae 3138E4ZL8 Mar 2022 20,271 -1,138 $21K -9.7% 0.01% ABS-MBS
664 Government National Mortgage A 36192S4A5 Mar 2022 20,630 -862 $21K -8.8% 0.01% ABS-MBS
665 Freddie Mac 3128MMSR5 Mar 2022 20,167 -1,853 $20K -11.8% 0.01% ABS-MBS
666 CVS PASS-THROUGH TRUST 126650AW0 Mar 2022 19,281 -929 $20K -7.7% 0.01% DBT
667 ENLINK MIDSTREAM LLC 29336TAA8 Mar 2022 20,000 — $20K -2.2% 0.01% DBT
668 Freddie Mac 3137FV4S8 — 105,666 New $19K — 0.01% ABS-MBS
669 Fannie Mae 3138WFAC0 Mar 2022 19,488 -1,375 $19K -11.1% 0.01% ABS-MBS
670 Equifirst Mortgage Loan Trust 29445FAA6 Mar 2022 19,804 -799 $19K -8.0% 0.01% ABS-MBS
671 AIR CANADA 008911BK4 Mar 2022 20,000 — $19K -7.5% 0.01% DBT
672 La Hipotecaria SA 50346RAA6 Mar 2022 18,501 -706 $19K -4.4% 0.01% ABS-MBS
673 Fannie Mae 31418DXE7 — 18,409 New $19K — 0.01% ABS-MBS
674 Freddie Mac 31395PCL4 Mar 2022 17,180 -534 $19K -7.4% 0.01% ABS-MBS
675 MIWD HLDCO II/MIWD FIN 55337PAA0 — 20,000 New $19K — 0.01% DBT
676 Sequoia Mortgage Trust 81746WAA6 Mar 2022 18,316 -10,358 $18K -36.4% 0.01% ABS-MBS
677 Fannie Mae 31405HSF6 Mar 2022 16,950 -312 $18K -5.9% 0.01% ABS-MBS
678 Fannie Mae 3136BCLK4 — 96,359 New $18K — 0.01% ABS-MBS
679 Fannie Mae 3138YEDW4 Mar 2022 18,263 -179 $18K -6.7% 0.01% ABS-MBS
680 Fannie Mae 3140F5TU7 Mar 2022 17,550 -2,438 $18K -15.5% 0.01% ABS-MBS
681 Fannie Mae 3138YGW81 Mar 2022 18,285 -456 $18K -8.5% 0.01% ABS-MBS
682 Fannie Mae - CAS 20753MAF5 Mar 2022 17,571 -7,557 $18K -30.3% 0.01% ABS-MBS
683 Government National Mortgage A 36184NEC1 Mar 2022 17,297 -136 $18K -5.3% 0.01% ABS-MBS
684 Government National Mortgage A 36202XEG8 Mar 2022 15,389 -853 $17K -7.9% 0.01% ABS-MBS
685 Government National Mortgage A 36179R4F3 Mar 2022 16,442 -1,745 $17K -12.3% 0.01% ABS-MBS
686 Freddie Mac 3132HMRK9 Mar 2022 16,831 -2,237 $17K -16.5% 0.01% ABS-MBS
687 Fannie Mae 3138YD4G1 Mar 2022 17,218 -1,449 $17K -13.5% 0.01% ABS-MBS
688 VERINT SYSTEMS INC 92345MAQ5 Mar 2022 16,685 — $17K -0.3% 0.01% LON
689 FCI Funding, LLC 30259MAA4 Mar 2022 16,477 -9,013 $17K -35.5% 0.01% ABS-O
690 Fannie Mae 3138W9LM0 Mar 2022 16,456 -823 $16K -9.8% 0.01% ABS-MBS
691 Government National Mortgage A 36179QPH8 Mar 2022 15,005 -1,288 $16K -10.6% 0.01% ABS-MBS
692 Freddie Mac 3132DWCY7 — 15,296 New $16K — 0.01% ABS-MBS
693 Fannie Mae 31419JSV1 Mar 2022 14,176 -1,234 $15K -11.4% 0.01% ABS-MBS
694 Government National Mortgage A 36198VMG9 Mar 2022 14,094 -100 $15K -4.7% 0.01% ABS-MBS
695 Fannie Mae 31419AVT1 Mar 2022 13,995 -628 $15K -9.8% 0.01% ABS-MBS
696 Fannie Mae 3138YDZ93 Mar 2022 14,684 -182 $15K -7.0% 0.01% ABS-MBS
697 Freddie Mac 3133AJK85 — 13,919 New $14K — 0.01% ABS-MBS
698 Freddie Mac 3132WLZQ2 Mar 2022 13,729 -85 $14K -4.0% 0.01% ABS-MBS
699 Fannie Mae 31405ES89 Mar 2022 12,626 -235 $14K -5.2% 0.01% ABS-MBS
700 Government National Mortgage A 36213TFP3 Mar 2022 12,635 -351 $14K -5.6% 0.01% ABS-MBS
701 Freddie Mac 3133A6DW8 — 12,981 New $13K — 0.01% ABS-MBS
702 Fannie Mae 31402RRS0 Mar 2022 12,190 -805 $13K -9.9% 0.01% ABS-MBS
703 321 Henderson Receivables LLC 46616MAA8 Mar 2022 12,982 -839 $13K -8.4% 0.01% ABS-O
704 Fannie Mae 3138X1Q82 Mar 2022 12,946 -739 $13K -10.9% 0.01% ABS-MBS
705 Freddie Mac - STACR 35565XAH3 Mar 2022 12,747 -11,538 $13K -47.7% 0.01% ABS-MBS
706 Government National Mortgage A 36179MG61 Mar 2022 12,085 -903 $13K -9.7% 0.01% ABS-MBS
707 Fannie Mae 3140GSJV5 Mar 2022 11,842 -2,458 $12K -20.3% 0.01% ABS-MBS
708 Government National Mortgage A 36177Q7M9 Mar 2022 11,770 -94 $12K -3.7% 0.01% ABS-MBS
709 Fannie Mae 3140KKZC1 — 11,779 New $12K — 0.01% ABS-MBS
710 Freddie Mac 312938NF6 Mar 2022 11,116 -1,078 $12K -13.0% 0.01% ABS-MBS
711 Fannie Mae 3138WUPU1 Mar 2022 11,791 -177 $12K -6.7% 0.01% ABS-MBS
712 Freddie Mac 3131XWYN7 Mar 2022 11,408 -67 $12K -4.4% 0.01% ABS-MBS
713 Fannie Mae 3138WE3H0 Mar 2022 11,845 -725 $12K -10.2% 0.01% ABS-MBS
714 JPMDB Commercial Mortgage Secu 46591ABD6 Mar 2022 1,600,000 — $12K -9.4% 0.01% ABS-MBS
715 Fannie Mae 3140LSWZ5 — 10,860 New $11K — 0.01% ABS-MBS
716 Government National Mortgage A 36225BVX3 Mar 2022 10,060 -551 $11K -9.3% 0.01% ABS-MBS
717 Government National Mortgage A 36205TPV9 Mar 2022 10,584 -529 $11K -5.6% 0.01% ABS-MBS
718 Fannie Mae 3138WE3F4 Mar 2022 10,878 -720 $11K -10.8% 0.01% ABS-MBS
719 Fannie Mae 3138WJHC5 Mar 2022 10,168 -1,959 $11K -19.3% 0.01% ABS-MBS
720 Freddie Mac 3132WNN99 Mar 2022 10,327 -1,458 $10K -17.0% 0.01% ABS-MBS
721 Government National Mortgage A 36202FAT3 Mar 2022 9,977 -455 $10K -7.2% 0.01% ABS-MBS
722 Fannie Mae 3140GRN34 Mar 2022 10,127 -55 $10K -5.2% 0.01% ABS-MBS
723 Government National Mortgage A 36219FEM5 Mar 2022 10,123 -596 $10K -6.3% 0.01% ABS-MBS
724 Freddie Mac 3132HMKF7 Mar 2022 10,150 -886 $10K -13.4% 0.01% ABS-MBS
725 Government National Mortgage A 36184XM22 Mar 2022 9,887 -1,163 $10K -14.5% 0.01% ABS-MBS
726 SUMMIT MATERIALS LLC/FIN 86614RAN7 Mar 2022 10,000 — $10K -5.4% 0.01% DBT
727 Government National Mortgage A 36213RSA6 Mar 2022 9,026 -237 $10K -5.7% 0.01% ABS-MBS
728 Freddie Mac 3132WDPA6 Mar 2022 9,389 -2,795 $10K -25.9% 0.01% ABS-MBS
729 Fannie Mae 31419JSC3 Mar 2022 9,322 -832 $9K -13.4% 0.01% ABS-MBS
730 Fannie Mae 3138YPWD0 Mar 2022 9,331 -85 $9K -7.1% 0.01% ABS-MBS
731 Government National Mortgage A 36290TC72 Mar 2022 7,981 -1,242 $9K -16.1% 0.01% ABS-MBS
732 Government National Mortgage A 36210STC2 Mar 2022 7,920 -7,857 $8K -51.1% 0.01% ABS-MBS
733 Fannie Mae 3138YBWS8 Mar 2022 8,756 -62 $8K -6.9% 0.00% ABS-MBS
734 Freddie Mac 31335ABN7 Mar 2022 7,454 -608 $8K -11.0% 0.00% ABS-MBS
735 Government National Mortgage A 36202TFH4 Mar 2022 7,490 -97 $8K -4.2% 0.00% ABS-MBS
736 Fannie Mae 3138WBB61 Mar 2022 7,879 -729 $8K -12.0% 0.00% ABS-MBS
737 Fannie Mae 31400RU58 Mar 2022 7,152 -134 $8K -5.4% 0.00% ABS-MBS
738 Fannie Mae 31417FMN5 Mar 2022 7,994 -581 $8K -12.6% 0.00% ABS-MBS
739 Radnor Re LTD 750496AA9 Mar 2022 7,458 — $7K -0.0% 0.00% ABS-MBS
740 Government National Mortgage A 38374LR94 Mar 2022 7,271 -1,067 $7K -13.4% 0.00% ABS-MBS
741 Icon Brand Holdings LLC 45112AAC1 Mar 2022 18,515 — $7K -3.2% 0.00% ABS-O
742 Government National Mortgage A 3617A4H92 Mar 2022 6,784 -683 $7K -12.8% 0.00% ABS-MBS
743 Freddie Mac 3129422M6 Mar 2022 6,895 -737 $7K -14.8% 0.00% ABS-MBS
744 Fannie Mae 3140FHLH8 Mar 2022 6,807 -44 $7K -5.2% 0.00% ABS-MBS
745 DIAMOND SPORTS GR/DIAMON 25277LAC0 Mar 2022 33,000 — $7K -25.9% 0.00% DBT
746 Fannie Mae 3138X3EE8 Mar 2022 6,983 -198 $7K -8.8% 0.00% ABS-MBS
747 Fannie Mae 3138YMN21 Mar 2022 6,910 -62 $7K -7.0% 0.00% ABS-MBS
748 Fannie Mae 3138WMHQ7 Mar 2022 6,863 -281 $7K -9.9% 0.00% ABS-MBS
749 Fannie Mae 3140EU4L0 Mar 2022 6,314 -935 $7K -16.4% 0.00% ABS-MBS
750 Government National Mortgage A 36202D2F7 Mar 2022 5,742 -346 $6K -10.5% 0.00% ABS-MBS
751 Government National Mortgage A 36225BEA2 Mar 2022 5,794 -501 $6K -11.2% 0.00% ABS-MBS
752 Freddie Mac 31292HYU2 Mar 2022 5,690 -397 $6K -9.4% 0.00% ABS-MBS
753 Fannie Mae 31391HQF4 Mar 2022 5,798 -94 $6K -4.5% 0.00% ABS-MBS
754 Fannie Mae 31417ACQ0 Mar 2022 6,018 -397 $6K -11.6% 0.00% ABS-MBS
755 Government National Mortgage A 36200MQY2 Mar 2022 5,503 -192 $6K -6.5% 0.00% ABS-MBS
756 Government National Mortgage A 36201V5M0 Mar 2022 5,557 -182 $6K -6.5% 0.00% ABS-MBS
757 Government National Mortgage A 36213X3V4 Mar 2022 5,527 -876 $6K -16.8% 0.00% ABS-MBS
758 Freddie Mac 31292HP40 Mar 2022 5,319 -261 $6K -8.8% 0.00% ABS-MBS
759 Government National Mortgage A 36200NZT1 Mar 2022 5,138 -300 $6K -9.5% 0.00% ABS-MBS
760 Freddie Mac 31292HUQ5 Mar 2022 4,984 -211 $6K -7.6% 0.00% ABS-MBS
761 Government National Mortgage A 36186PNV2 Mar 2022 5,119 -430 $5K -10.3% 0.00% ABS-MBS
762 Government National Mortgage A 36213URJ1 Mar 2022 5,044 -99 $5K -4.5% 0.00% ABS-MBS
763 MARRIOTT INTERNATIONAL 571903BD4 Mar 2022 5,000 — $5K -5.6% 0.00% DBT
764 Freddie Mac 312932ZG4 Mar 2022 4,859 -56 $5K -5.6% 0.00% ABS-MBS
765 Government National Mortgage A 36184JAM2 Mar 2022 5,132 -301 $5K -9.6% 0.00% ABS-MBS
766 Government National Mortgage A 36225A2B5 Mar 2022 4,590 -292 $5K -8.5% 0.00% ABS-MBS
767 Government National Mortgage A 36202FXC5 Mar 2022 4,494 -271 $5K -9.2% 0.00% ABS-MBS
768 Government National Mortgage A 36201YBT2 Mar 2022 4,159 -81 $4K -4.6% 0.00% ABS-MBS
769 Government National Mortgage A 36205VU97 Mar 2022 4,085 -75 $4K -5.0% 0.00% ABS-MBS
770 Government National Mortgage A 36210UXJ7 Mar 2022 3,947 -165 $4K -7.0% 0.00% ABS-MBS
771 Government National Mortgage A 36225BWG9 Mar 2022 3,558 -214 $4K -8.9% 0.00% ABS-MBS
772 Fannie Mae 31401YDN2 Mar 2022 3,695 -56 $4K -4.4% 0.00% ABS-MBS
773 Fannie Mae 31406ELQ5 Mar 2022 3,475 -54 $4K -4.9% 0.00% ABS-MBS
774 Government National Mortgage A 36202DAR2 Mar 2022 3,484 -163 $4K -7.5% 0.00% ABS-MBS
775 Freddie Mac 31298WUJ2 Mar 2022 3,386 -251 $4K -9.4% 0.00% ABS-MBS
776 Fannie Mae 3138E2SV8 Mar 2022 3,082 -33 $3K -5.4% 0.00% ABS-MBS
777 Government National Mortgage A 36184CDG7 Mar 2022 3,075 -824 $3K -24.1% 0.00% ABS-MBS
778 Fannie Mae 31416WH39 Mar 2022 2,844 -149 $3K -9.3% 0.00% ABS-MBS
779 Fannie Mae 31402TNW1 Mar 2022 2,815 -591 $3K -20.7% 0.00% ABS-MBS
780 Lorenz Re 2019, 6/30/22 000000000 Mar 2022 25,723 New $3K — 0.00% DBT
781 Government National Mortgage A 36213VMD7 Mar 2022 2,699 -64 $3K -4.8% 0.00% ABS-MBS
782 Freddie Mac 31296R6G8 Mar 2022 2,643 -38 $3K -4.4% 0.00% ABS-MBS
783 Freddie Mac 31292HSY1 Mar 2022 2,503 -317 $3K -16.8% 0.00% ABS-MBS
784 Fannie Mae 31401D3H2 Mar 2022 2,515 -39 $3K -4.5% 0.00% ABS-MBS
785 Fannie Mae 31389W2V6 Mar 2022 2,458 -45 $3K -4.4% 0.00% ABS-MBS
786 Fannie Mae 31374TYD5 Mar 2022 2,327 -167 $3K -9.4% 0.00% ABS-MBS
787 Government National Mortgage A 36210FFY7 Mar 2022 2,378 -157 $3K -8.6% 0.00% ABS-MBS
788 Fannie Mae 3138AB6K0 Mar 2022 2,322 -116 $2K -8.1% 0.00% ABS-MBS
789 Freddie Mac 31292HQ49 Mar 2022 2,193 -324 $2K -17.1% 0.00% ABS-MBS
790 Fannie Mae 31384V4S8 Mar 2022 2,157 -122 $2K -8.8% 0.00% ABS-MBS
791 Freddie Mac 3128M6VZ8 Mar 2022 2,180 -142 $2K -10.3% 0.00% ABS-MBS
792 Fannie Mae 31391GYP5 Mar 2022 2,180 -47 $2K -5.0% 0.00% ABS-MBS
793 Fannie Mae 3138AUND5 Mar 2022 2,136 -154 $2K -11.2% 0.00% ABS-MBS
794 Government National Mortgage A 36225BEG9 Mar 2022 2,050 -123 $2K -9.3% 0.00% ABS-MBS
795 Government National Mortgage A 36200XHF9 Mar 2022 2,038 -36 $2K -4.3% 0.00% ABS-MBS
796 Freddie Mac 3128M6VG0 Mar 2022 1,998 -135 $2K -10.5% 0.00% ABS-MBS
797 Government National Mortgage A 38378GJK5 Mar 2022 2,125 -554 $2K -21.3% 0.00% ABS-MBS
798 Government National Mortgage A 36213JV85 Mar 2022 2,132 -73 $2K -3.3% 0.00% ABS-MBS
799 Government National Mortgage A 36225A3W8 Mar 2022 1,932 -159 $2K -10.6% 0.00% ABS-MBS
800 Government National Mortgage A 36210AZK6 Mar 2022 1,877 -67 $2K -6.5% 0.00% ABS-MBS
801 Government National Mortgage A 36202C7A5 Mar 2022 1,713 -102 $2K -8.6% 0.00% ABS-MBS
802 Fannie Mae 31397NR31 Mar 2022 1,740 -209 $2K -12.6% 0.00% ABS-MBS
803 Fannie Mae 3138E5FZ6 Mar 2022 1,672 -156 $2K -12.8% 0.00% ABS-MBS
804 Fannie Mae 31418U4W1 Mar 2022 1,596 -138 $2K -11.5% 0.00% ABS-MBS
805 Fannie Mae 31385JK80 Mar 2022 1,581 -72 $2K -7.9% 0.00% ABS-MBS
806 Government National Mortgage A 36213DGZ5 Mar 2022 1,488 -183 $2K -14.9% 0.00% ABS-MBS
807 Fannie Mae 31405JKS2 Mar 2022 1,529 -23 $2K -4.5% 0.00% ABS-MBS
808 Freddie Mac 31292GX68 Mar 2022 1,496 -78 $2K -8.5% 0.00% ABS-MBS
809 Fannie Mae 31389QN61 Mar 2022 1,456 -27 $2K -5.1% 0.00% ABS-MBS
810 Government National Mortgage A 36211SWY9 Mar 2022 1,456 -47 $1K -3.8% 0.00% ABS-MBS
811 Freddie Mac 31288BPE7 Mar 2022 1,354 -25 $1K -4.7% 0.00% ABS-MBS
812 Government National Mortgage A 36210F7C4 Mar 2022 1,363 -64 $1K -7.1% 0.00% ABS-MBS
813 Fannie Mae 31388WTT3 Mar 2022 1,331 -105 $1K -9.8% 0.00% ABS-MBS
814 Fannie Mae 31371KHZ7 Mar 2022 1,272 -28 $1K -6.8% 0.00% ABS-MBS
815 Government National Mortgage A 36211EUK2 Mar 2022 1,383 -62 $1K -4.6% 0.00% ABS-MBS
816 Government National Mortgage A 36211X4G8 Mar 2022 1,370 -35 $1K -2.8% 0.00% ABS-MBS
817 Government National Mortgage A 36213E3Y0 Mar 2022 1,233 -38 $1K -5.5% 0.00% ABS-MBS
818 Government National Mortgage A 36201AY51 Mar 2022 1,232 -24 $1K -4.8% 0.00% ABS-MBS
819 Freddie Mac 31283HRA5 Mar 2022 1,163 -96 $1K -11.0% 0.00% ABS-MBS
820 Government National Mortgage A 36202DPS4 Mar 2022 1,082 -60 $1K -9.8% 0.00% ABS-MBS
821 Government National Mortgage A 36176MYW7 Mar 2022 1,102 -13 $1K -4.9% 0.00% ABS-MBS
822 Government National Mortgage A 36202C4P5 Mar 2022 1,079 -74 $1K -9.8% 0.00% ABS-MBS
823 Fannie Mae 31390TK40 Mar 2022 1,047 -17 $1K -5.5% 0.00% ABS-MBS
824 Government National Mortgage A 36201CJX3 Mar 2022 1,051 -25 $1K -5.7% 0.00% ABS-MBS
825 Government National Mortgage A 36202CPA5 Mar 2022 1,025 -74 $1K -8.6% 0.00% ABS-MBS
826 Freddie Mac 31292HLW2 Mar 2022 953 -17 $1K -5.6% 0.00% ABS-MBS
827 Freddie Mac 31283HQG3 Mar 2022 877 -121 $945 -15.6% 0.00% ABS-MBS
828 Fannie Mae 31371KKL4 Mar 2022 842 -43 $917 -9.1% 0.00% ABS-MBS
829 Government National Mortgage A 36201JEQ8 Mar 2022 858 -27 $916 -6.4% 0.00% ABS-MBS
830 Government National Mortgage A 36209AEE6 Mar 2022 825 -45 $881 -7.6% 0.00% ABS-MBS
831 Government National Mortgage A 36203NBW7 Mar 2022 857 -54 $867 -6.2% 0.00% ABS-MBS
832 Freddie Mac 31292HHM9 Mar 2022 712 -85 $785 -14.7% 0.00% ABS-MBS
833 Freddie Mac 31292HJD7 Mar 2022 675 -28 $733 -7.9% 0.00% ABS-MBS
834 Government National Mortgage A 36206VKT3 Mar 2022 674 -44 $720 -8.6% 0.00% ABS-MBS
835 Government National Mortgage A 36200RDA7 Mar 2022 649 -26 $715 -4.0% 0.00% ABS-MBS
836 Fannie Mae 31382VXD1 Mar 2022 624 -29 $695 -4.6% 0.00% ABS-MBS
837 Government National Mortgage A 36202DLF6 Mar 2022 548 -39 $601 -10.6% 0.00% ABS-MBS
838 Freddie Mac 3128KH6Q4 Mar 2022 520 -8 $562 -4.3% 0.00% ABS-MBS
839 Fannie Mae 31390Y6R4 Mar 2022 524 -247 $560 -34.4% 0.00% ABS-MBS
840 Government National Mortgage A 36212VWA3 Mar 2022 531 -11 $538 -2.3% 0.00% ABS-MBS
841 Fannie Mae 31384FMC8 Mar 2022 529 -18 $530 -3.3% 0.00% ABS-MBS
842 Fannie Mae 31385YRB3 Mar 2022 505 -93 $506 -15.6% 0.00% ABS-MBS
843 Fannie Mae 31415BE54 Mar 2022 427 -852 $456 -67.9% 0.00% ABS-MBS
844 Fannie Mae 31371JWC4 Mar 2022 306 -28 $338 -12.2% 0.00% ABS-MBS
845 Fannie Mae 31387WK22 Mar 2022 326 -6 $333 -2.4% 0.00% ABS-MBS
846 Government National Mortgage A 36213EYK6 Mar 2022 298 -5 $319 -5.3% 0.00% ABS-MBS
847 Government National Mortgage A 36209UAE6 Mar 2022 309 -8 $311 -2.7% 0.00% ABS-MBS
848 Government National Mortgage A 36202CXA6 Mar 2022 271 -19 $292 -9.2% 0.00% ABS-MBS
849 Government National Mortgage A 36209FDD8 Mar 2022 165 -36 $176 -19.9% 0.00% ABS-MBS
850 Freddie Mac 3128PHBV2 Mar 2022 83 -63 $83 -43.5% 0.00% ABS-MBS
851 Government National Mortgage A 36202CJC8 Mar 2022 73 -5 $77 -8.2% 0.00% ABS-MBS
852 Government National Mortgage A 36203UFT4 Mar 2022 35 -9 $35 -21.4% 0.00% ABS-MBS
853 Government National Mortgage A 36224JG55 Mar 2022 31 -19 $31 -38.4% 0.00% ABS-MBS
854 Bayview Commercial Asset Trust 07325XAN0 Mar 2022 158,956 -12,013 $0 +0.0% 0.00% ABS-MBS
855 Lorenz Re 2018, 7/1/22 000000000 Mar 2022 50,000 New $0 — 0.00% DBT
856 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TUM2 Mar 2022 24 New $-68432 — -0.04% DIR
857 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. WNM2 Mar 2022 65 New $-416139 — -0.25% DIR
858 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. FVM2 Mar 2022 250 New $-643027 — -0.38% DIR
859 INTERCONTINENTAL EXCHANGE, INC. 000000000 Mar 2022 1 New $-1000880 — -0.60% DCR
✕ WI TREASURY BILL 912796Q93 — 15,000,000 Exited $15.0M — — —
✕ Fannie Mae or Freddie Mac 01F022618 — 13,000,000 Exited $13.3M — — —
✕ TREASURY BILL 912796Q69 — 10,640,000 Exited $10.6M — — —
✕ Fannie Mae or Freddie Mac 01F042616 — 8,000,000 Exited $8.6M — — —
✕ TREASURY BILL 912796K65 — 8,000,000 Exited $8.0M — — —
✕ TREASURY BILL 912796Q51 — 7,000,000 Exited $7.0M — — —
✕ Fannie Mae or Freddie Mac 01F040610 — 4,000,000 Exited $4.3M — — —
✕ Fannie Mae or Freddie Mac 01F030611 — 4,000,000 Exited $4.1M — — —
✕ Fannie Mae or Freddie Mac 01F032617 — 3,000,000 Exited $3.2M — — —
✕ US TREASURY N/B 912810SF6 — 2,420,000 Exited $3.0M — — —
✕ Government National Mortgage A 21H030617 — 2,300,000 Exited $2.4M — — —
✕ Government National Mortgage A 21H032613 — 2,000,000 Exited $2.1M — — —
✕ Government National Mortgage A 21H022614 — 2,000,000 Exited $2.0M — — —
✕ Dreyfus Government Cash Management 262006208 — 1,957,054 Exited $2.0M — — —
✕ TSY INFL IX N/B 91282CBF7 — 1,714,254 Exited $1.9M — — —
✕ US TREASURY N/B 912810SA7 — 1,450,000 Exited $1.8M — — —
✕ Fannie Mae or Freddie Mac 01F032625 — 1,000,000 Exited $1.1M — — —
✕ Towd Point Mortgage Trust 89173UAD9 — 640,000 Exited $0.7M — — —
✕ Towd Point Mortgage Trust 89178BAC8 — 550,000 Exited $0.6M — — —
✕ US TREASURY N/B 912810SU3 — 500,000 Exited $0.5M — — —
✕ United Wholesale Mortgage LLC 90354XAC4 — 485,804 Exited $0.5M — — —
✕ SABINE PASS LIQUEFACTION 785592AS5 — 375,000 Exited $0.4M — — —
✕ SOUTHWESTERN ENERGY CO 845467AS8 — 375,000 Exited $0.4M — — —
✕ BOSTON SCIENTIFIC CORP 101137BA4 — 390,000 Exited $0.4M — — —
✕ United Wholesale Mortgage LLC 90354TAC3 — 395,387 Exited $0.4M — — —
✕ Wells Fargo Mortgage Backed Se 95003FBR3 — 346,165 Exited $0.3M — — —
✕ Freddie Mac - STACR 3137G0NX3 — 320,000 Exited $0.3M — — —
✕ MOODY'S CORPORATION 615369AV7 — 335,000 Exited $0.3M — — —
✕ FASST 2019-JR3 31739LAA4 — 293,090 Exited $0.3M — — —
✕ 7-ELEVEN INC 817826AE0 — 320,000 Exited $0.3M — — —
✕ Fannie Mae or Freddie Mac 01F012411 — 300,000 Exited $0.3M — — —
✕ PENSKE TRUCK LEASING/PTL 709599BM5 — 260,000 Exited $0.3M — — —
✕ LABORATORY CORP OF AMER 50540RAY8 — 250,000 Exited $0.3M — — —
✕ GoldenTree Loan Management US 38137WAL9 — 250,000 Exited $0.3M — — —
✕ Carlyle Global Market Strategi 14317VAL4 — 250,000 Exited $0.3M — — —
✕ Battalion CLO LTD 07131AAG9 — 250,000 Exited $0.3M — — —
✕ Symphony CLO Ltd 87167GBC3 — 250,000 Exited $0.2M — — —
✕ 522 Funding CLO LTD 33830PAL5 — 250,000 Exited $0.2M — — —
✕ Sound Point CLO LTD 83614DAN5 — 250,000 Exited $0.2M — — —
✕ Madison Park Funding Ltd 55819NAA2 — 250,000 Exited $0.2M — — —
✕ HOWMET AEROSPACE INC 443201AB4 — 238,000 Exited $0.2M — — —
✕ FASST 2021-JR1 31739MAB0 — 238,167 Exited $0.2M — — —
✕ DAIMLER TRUCKS FINAN NA 233853AH3 — 230,000 Exited $0.2M — — —
✕ UNITI GRP/UNITI HLD/CSL 91327AAA0 — 219,000 Exited $0.2M — — —
✕ HEALTHCARE TRUST OF AMER 42225UAF1 — 200,000 Exited $0.2M — — —
✕ TEVA PHARMACEUTICALS NE 88167AAK7 — 200,000 Exited $0.2M — — —
✕ JAZZ SECURITIES DAC 47216FAA5 — 200,000 Exited $0.2M — — —
✕ Fannie Mae or Freddie Mac 01F020414 — 200,000 Exited $0.2M — — —
✕ ORGANON & CO/ORG 68622TAA9 — 200,000 Exited $0.2M — — —
✕ JP Morgan Mortgage Trust 46654DAE3 — 192,824 Exited $0.2M — — —
✕ LAMB WESTON HLD 513272AE4 — 180,000 Exited $0.2M — — —
✕ LAMB WESTON HLD 513272AD6 — 180,000 Exited $0.2M — — —
✕ CARRIER GLOBAL CORP 14448CAQ7 — 174,000 Exited $0.2M — — —
✕ PENSKE TRUCK LEASING/PTL 709599AX2 — 156,000 Exited $0.2M — — —
✕ DAIMLER TRUCKS FINAN NA 233853AG5 — 170,000 Exited $0.2M — — —
✕ BX Trust 05607QAR9 — 167,008 Exited $0.2M — — —
✕ HEALTHCARE REALTY TRUST 421946AM6 — 160,000 Exited $0.2M — — —
✕ BENCHMARK Mortgage Trust 08163HAE8 — 150,000 Exited $0.2M — — —
✕ BUILDERS FIRSTSOURCE INC 12008RAP2 — 145,000 Exited $0.2M — — —
✕ ALEXANDRIA REAL ESTATE E 015271AV1 — 155,000 Exited $0.1M — — —
✕ CDW LLC/CDW FINANCE 12513GBJ7 — 140,000 Exited $0.1M — — —
✕ KKR GROUP FIN CO X LLC 48255BAA4 — 135,000 Exited $0.1M — — —
✕ BROADCOM INC 11135FAL5 — 123,000 Exited $0.1M — — —
✕ HEALTHCARE REALTY TRUST 421946AL8 — 131,000 Exited $0.1M — — —
✕ PETROLEOS MEXICANOS 71643VAA3 — 125,000 Exited $0.1M — — —
✕ CDW LLC/CDW FINANCE 12513GBH1 — 120,000 Exited $0.1M — — —
✕ New Residential Mortgage Loan 64830HAA2 — 119,539 Exited $0.1M — — —
✕ ESSENTIAL UTILITIES INC 03836WAB9 — 110,000 Exited $0.1M — — —
✕ LEAR CORP 521865BB0 — 110,000 Exited $0.1M — — —
✕ ISTAR INC 45031UCF6 — 110,000 Exited $0.1M — — —
✕ MARSH & MCLENNAN COS INC 571748BP6 — 110,000 Exited $0.1M — — —
✕ SOUTHWESTERN ENERGY CO 845467AT6 — 105,000 Exited $0.1M — — —
✕ SUNOCO LP/FINANCE CORP 86765LAU1 — 105,000 Exited $0.1M — — —
✕ PENSKE TRUCK LEASING/PTL 709599BH6 — 95,000 Exited $0.1M — — —
✕ Colony American Finance Ltd 21871VAJ2 — 100,000 Exited $0.1M — — —
✕ WOLVERINE WORLD WIDE 978097AG8 — 95,000 Exited $0.1M — — —
✕ TEAM HEALTH HOLDINGS INC 87817JAE8 — 95,250 Exited $0.1M — — —
✕ ASBURY AUTOMOTIVE GROUP 043436AW4 — 80,000 Exited $0.1M — — —
✕ UDR INC 90265EAL4 — 75,000 Exited $0.1M — — —
✕ COVANTA HOLDING CORP 22282EAH5 — 72,000 Exited $0.1M — — —
✕ HILTON DOMESTIC OPERATIN 432833AJ0 — 73,000 Exited $0.1M — — —
✕ Eagle Re Ltd 269820AC0 — 73,160 Exited $0.1M — — —
✕ NATIONSTAR MTG HLD INC 63861CAD1 — 65,000 Exited $0.1M — — —
✕ VENTURE GLOBAL CALCASIEU 92328MAB9 — 60,000 Exited $0.1M — — —
✕ EQT CORP 26884LAN9 — 60,000 Exited $0.1M — — —
✕ AMERICAN AIRLINES/AADVAN 00253XAA9 — 55,000 Exited $0.1M — — —
✕ AMERICAN AIRLINES/AADVAN 00253XAB7 — 50,000 Exited $0.1M — — —
✕ VENTURE GLOBAL CALCASIEU 92328MAC7 — 50,000 Exited $0.1M — — —
✕ Westgate Resorts 96033WAC2 — 50,285 Exited $0.1M — — —
✕ VENTURE GLOBAL CALCASIEU 92328MAA1 — 40,000 Exited $0.0M — — —
✕ STARWOOD PROPERTY TRUST 85571BAW5 — 40,000 Exited $0.0M — — —
✕ ISTAR INC 45031UCJ8 — 35,000 Exited $0.0M — — —
✕ HILCORP ENERGY I/HILCORP 431318AV6 — 26,000 Exited $0.0M — — —
✕ SOUTHERN CAL EDISON 842400GF4 — 19,643 Exited $0.0M — — —
✕ BELLEMEADE RE LT 078768AD0 — 18,518 Exited $0.0M — — —
✕ Bear Stearns Alt-A Trust 07386HVG3 — 16,658 Exited $0.0M — — —
✕ Lear Corp 521865204 — 89 Exited $0.0M — — —
✕ ROLLER BEARING CO OF AME 775631AD6 — 10,000 Exited $0.0M — — —
✕ Small Business Lending Trust 831645AB2 — 7,254 Exited $0.0M — — —
✕ SAN DIEGO G & E 797440BT0 — 7,143 Exited $0.0M — — —
✕ USASF Receivables LLC 90352VAB2 — 3,862 Exited $0.0M — — —
✕ Freddie Mac 31287QS28 — 1,642 Exited $0.0M — — —
✕ Freddie Mac 31287YVN1 — 318 Exited $0.0M — — —