Putnam Multi-Asset Absolute Return Fund
Putnam Funds Trust
+552
New
552
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | CHICAGO BOARD OF TRADE | TYM2COMDTY | Apr 2022 | 1,770 | $210.9M | 35.47% | DIR |
| 2 | UBS AG | N/A | Apr 2022 | 1,351,195 | $194.6M | 32.72% | DE |
| 3 | UBS AG | N/A | Apr 2022 | 22,303 | $194.0M | 32.62% | DE |
| 4 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 1,405,300 | $192.9M | 32.45% | DE |
| 5 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 1,425,573 | $187.6M | 31.55% | DE |
| 6 | CHICAGO BOARD OF TRADE | TUM2COMDTY | Apr 2022 | 861 | $181.5M | 30.53% | DIR |
| 7 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 9,665 | $132.3M | 22.26% | DE |
| 8 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 459,206 | $131.8M | 22.16% | DE |
| 9 | BofA Securities, Inc. | N/A | Apr 2022 | 80,462,000 | $80.5M | 13.53% | RA |
| 10 | ROYAL BANK OF CANADA | N/A | Apr 2022 | 80,400,000 | $80.4M | 13.52% | RA |
| 11 | CITIGROUP GLOBAL MARKETS INC. | N/A | Apr 2022 | 80,400,000 | $80.4M | 13.52% | RA |
| 12 | BARCLAYS BANK PLC | N/A | Apr 2022 | 233,371 | $56.7M | 9.54% | DE |
| 13 | FANNIE MAE POOL | 01F042665 | Apr 2022 | 47,000,000 | $47.6M | 8.00% | ABS-MBS |
| 14 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 88,178 | $46.4M | 7.80% | DE |
| 15 | UBS AG | N/A | Apr 2022 | 83,404 | $43.9M | 7.38% | DE |
| 16 | FANNIE MAE POOL | 01F020653 | Apr 2022 | 41,000,000 | $36.2M | 6.08% | ABS-MBS |
| 17 | FANNIE MAE POOL | 01F040651 | Apr 2022 | 36,000,000 | $35.8M | 6.02% | ABS-MBS |
| 18 | FANNIE MAE POOL | 01F032658 | Apr 2022 | 34,000,000 | $33.0M | 5.54% | ABS-MBS |
| 19 | FANNIE MAE POOL | 01F032658 | Apr 2022 | 34,000,000 | $33.0M | 5.54% | ABS-MBS |
| 20 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 288,926 | $31.2M | 5.24% | DE |
| 21 | JP MORGANCHASE BANK | N/A | Apr 2022 | 174,916 | $27.4M | 4.61% | DE |
| 22 | FANNIE MAE POOL | 01F032666 | Apr 2022 | 27,000,000 | $26.1M | 4.39% | ABS-MBS |
| 23 | CHICAGO MERCANTILE EXCHANGE | ESM2INDEX | Apr 2022 | 126 | $26.0M | 4.37% | DE |
| 24 | FANNIE MAE POOL | 01F040651 | Apr 2022 | 26,000,000 | $25.8M | 4.35% | ABS-MBS |
| 25 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 104,522 | $22.2M | 3.74% | DE |
| 26 | ENERGY SELECT SECTOR SPDR FUND | 81369Y506 | Apr 2022 | 240,966 | $18.1M | 3.05% | EC |
| 27 | FANNIE MAE POOL | 01F030652 | Apr 2022 | 18,000,000 | $17.0M | 2.85% | ABS-MBS |
| 28 | FANNIE MAE POOL | 01F030652 | Apr 2022 | 18,000,000 | $17.0M | 2.85% | ABS-MBS |
| 29 | FANNIE MAE POOL | 01F032666 | Apr 2022 | 17,000,000 | $16.4M | 2.77% | ABS-MBS |
| 30 | FANNIE MAE POOL | 01F030660 | Apr 2022 | 16,000,000 | $15.0M | 2.53% | ABS-MBS |
| 31 | UNITED STATES OF AMERICA | 912796H44 | Apr 2022 | 12,500,000 | $12.5M | 2.10% | DBT |
| 32 | FANNIE MAE POOL | 01F020653 | Apr 2022 | 14,000,000 | $12.3M | 2.08% | ABS-MBS |
| 33 | UNITED STATES OF AMERICA | 912796W21 | Apr 2022 | 12,000,000 | $12.0M | 2.02% | DBT |
| 34 | UNITED STATES OF AMERICA | 912796R43 | Apr 2022 | 12,000,000 | $12.0M | 2.02% | DBT |
| 35 | UNITED STATES OF AMERICA | 912796X20 | Apr 2022 | 12,000,000 | $12.0M | 2.01% | DBT |
| 36 | UNITED STATES OF AMERICA | 912796S42 | Apr 2022 | 12,000,000 | $12.0M | 2.01% | DBT |
| 37 | UNITED STATES OF AMERICA | 912796X38 | Apr 2022 | 12,000,000 | $12.0M | 2.01% | DBT |
| 38 | FANNIE MAE POOL | 01F040669 | Apr 2022 | 12,000,000 | $11.9M | 2.00% | ABS-MBS |
| 39 | CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES | SPGCLEP.3X | Apr 2022 | 8,090,000 | $11.7M | 1.97% | COMM |
| 40 | FANNIE MAE POOL | 01F042657 | Apr 2022 | 11,000,000 | $11.2M | 1.88% | ABS-MBS |
| 41 | FANNIE MAE POOL | 01F042657 | Apr 2022 | 11,000,000 | $11.2M | 1.88% | ABS-MBS |
| 42 | CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES | CVIC4X30.3 | Apr 2022 | 10,604,000 | $10.3M | 1.74% | COMM |
| 43 | REAL ESTATE SELECT SECTOR SPDR FUND | 81369Y860 | Apr 2022 | 207,735 | $9.7M | 1.63% | EC |
| 44 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 74,307 | $9.6M | 1.61% | DE |
| 45 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 36,041 | $9.5M | 1.60% | DE |
| 46 | BOFA FINANCE LLC | MLBX4SX6.3 | Apr 2022 | 10,120,000 | $9.2M | 1.56% | COMM |
| 47 | FANNIE MAE POOL | 01F022659 | Apr 2022 | 10,000,000 | $9.1M | 1.53% | ABS-MBS |
| 48 | MATERIALS SELECT SECTOR SPDR FUND | 81369Y100 | Apr 2022 | 105,000 | $8.9M | 1.50% | EC |
| 49 | UTILITIES SELECT SECTOR SPDR FUND | 81369Y886 | Apr 2022 | 119,696 | $8.5M | 1.43% | EC |
| 50 | FINANCIAL SELECT SECTOR SPDR FUND | 81369Y605 | Apr 2022 | 240,336 | $8.3M | 1.39% | EC |
| 51 | State Street Institutional U.S. Government Money Market Fund, Premier Class | N/A | Apr 2022 | 7,901,000 | $7.9M | 1.33% | STIV |
| 52 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 31,949,970 | $7.7M | 1.30% | DCR |
| 53 | FANNIE MAE POOL | 01F022659 | Apr 2022 | 8,000,000 | $7.3M | 1.23% | ABS-MBS |
| 54 | FANNIE MAE POOL | 01F022667 | Apr 2022 | 8,000,000 | $7.3M | 1.22% | ABS-MBS |
| 55 | FANNIE MAE POOL | 01F040669 | Apr 2022 | 7,000,000 | $6.9M | 1.17% | ABS-MBS |
| 56 | CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES | CIMACT10.3 | Apr 2022 | 4,990,000 | $6.6M | 1.10% | COMM |
| 57 | GOLDMAN SACHS INTERNATIONAL/UNITED STATES | SPGCCIP.3X | Apr 2022 | 5,001,000 | $6.2M | 1.04% | COMM |
| 58 | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | 874039100 | Apr 2022 | 65,010 | $6.0M | 1.02% | EC |
| 59 | SAMSUNG ELECTRONICS CO LTD | N/A | Apr 2022 | 94,661 | $5.0M | 0.85% | EC |
| 60 | J.P. MORGAN SECURITIES | N/A | Apr 2022 | 16,908,232 | $4.1M | 0.69% | DCR |
| 61 | SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE | N/A | Apr 2022 | 3,000,000 | $3.0M | 0.50% | STIV |
| 62 | MITSUBISHI UFJ TRUST AND BANKING CORP/SINGAPORE | N/A | Apr 2022 | 3,000,000 | $3.0M | 0.50% | STIV |
| 63 | NATIONWIDE BUILDING SOCIETY | N/A | Apr 2022 | 3,000,000 | $3.0M | 0.50% | STIV |
| 64 | BPCE SA | N/A | Apr 2022 | 3,000,000 | $3.0M | 0.50% | STIV |
| 65 | METLIFE SHORT TERM FUNDING LLC | N/A | Apr 2022 | 3,000,000 | $3.0M | 0.50% | ABS-APCP |
| 66 | ABN AMRO FUNDING USA LLC | N/A | Apr 2022 | 3,000,000 | $3.0M | 0.50% | STIV |
| 67 | LLOYDS BANK PLC | N/A | Apr 2022 | 3,000,000 | $3.0M | 0.50% | STIV |
| 68 | MIZUHO BANK LTD/NEW YORK NY | N/A | Apr 2022 | 3,000,000 | $3.0M | 0.50% | STIV |
| 69 | SOCIETE GENERALE SA | N/A | Apr 2022 | 3,000,000 | $3.0M | 0.50% | STIV |
| 70 | ALIBABA GROUP HOLDING LTD | N/A | Apr 2022 | 228,624 | $2.8M | 0.47% | EC |
| 71 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 10,988,755 | $2.7M | 0.45% | DCR |
| 72 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XCH5 | Apr 2022 | 2,213,646 | $2.5M | 0.42% | ABS-CBDO |
| 73 | CITIBANK N.A. | N/A | Apr 2022 | 10,731 | $2.5M | 0.42% | DE |
| 74 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 50,356 | $2.4M | 0.40% | DE |
| 75 | TENCENT HOLDINGS LTD | G87572163 | Apr 2022 | 49,000 | $2.3M | 0.39% | EC |
| 76 | CITIBANK N.A. | N/A | Apr 2022 | 2,398 | $2.1M | 0.35% | DE |
| 77 | J.P. MORGAN SECURITIES | N/A | Apr 2022 | 11,354,000 | $2.1M | 0.35% | DCR |
| 78 | INFOSYS LTD | N/A | Apr 2022 | 101,292 | $2.1M | 0.35% | EC |
| 79 | JD.COM INC | N/A | Apr 2022 | 63,851 | $2.0M | 0.33% | EC |
| 80 | CITIBANK N.A. | N/A | Apr 2022 | 19,074 | $2.0M | 0.33% | DE |
| 81 | LCH Limited | N/A | Apr 2022 | 90,878,000 | $1.9M | 0.32% | DIR |
| 82 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 | 61762MBC4 | Apr 2022 | 2,538,000 | $1.8M | 0.31% | ABS-MBS |
| 83 | KIA CORP | N/A | Apr 2022 | 27,666 | $1.8M | 0.31% | EC |
| 84 | CHINA SHENHUA ENERGY CO LTD | N/A | Apr 2022 | 557,000 | $1.8M | 0.30% | EC |
| 85 | ASIAN PAINTS LTD | N/A | Apr 2022 | 40,431 | $1.7M | 0.29% | EC |
| 86 | JP MORGANCHASE BANK | N/A | Apr 2022 | 14,037 | $1.7M | 0.28% | DE |
| 87 | CITIBANK N.A. | N/A | Apr 2022 | 85,468 | $1.6M | 0.27% | DE |
| 88 | KB FINANCIAL GROUP INC | N/A | Apr 2022 | 34,648 | $1.6M | 0.27% | EC |
| 89 | LCH Limited | N/A | Apr 2022 | 22,923,000 | $1.6M | 0.26% | DIR |
| 90 | CPFL ENERGIA SA | P3435F108 | Apr 2022 | 212,800 | $1.6M | 0.26% | EC |
| 91 | EVERGREEN MARINE CORP TAIWAN LTD | N/A | Apr 2022 | 317,000 | $1.5M | 0.26% | EC |
| 92 | BANK OF JIANGSU CO LTD | N/A | Apr 2022 | 1,377,200 | $1.5M | 0.26% | DE |
| 93 | CITIBANK N.A. | N/A | Apr 2022 | 8,802 | $1.5M | 0.26% | DE |
| 94 | VEDANTA LTD | N/A | Apr 2022 | 282,106 | $1.5M | 0.25% | EC |
| 95 | HANA FINANCIAL GROUP INC | Y29975102 | Apr 2022 | 39,730 | $1.5M | 0.25% | EC |
| 96 | FANNIE MAE POOL | 3140FXDF6 | Apr 2022 | 1,493,180 | $1.5M | 0.25% | ABS-MBS |
| 97 | CSPC PHARMACEUTICAL GROUP LTD | N/A | Apr 2022 | 1,426,000 | $1.5M | 0.24% | EC |
| 98 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 7,950,000 | $1.4M | 0.24% | DCR |
| 99 | CHINA DEVELOPMENT FINANCIAL HOLDING COMPANY | N/A | Apr 2022 | 2,364,000 | $1.4M | 0.24% | EC |
| 100 | WANT WANT CHINA HOLDINGS LTD | N/A | Apr 2022 | 1,577,000 | $1.4M | 0.24% | EC |
| 101 | ZHONGSHENG GROUP HOLDINGS LTD | N/A | Apr 2022 | 215,500 | $1.4M | 0.24% | EC |
| 102 | ENN NATURAL GAS CO LTD | N/A | Apr 2022 | 570,100 | $1.4M | 0.24% | DE |
| 103 | YOUNGOR GROUP CO LTD | N/A | Apr 2022 | 1,364,000 | $1.4M | 0.24% | DE |
| 104 | PAGE INDUSTRIES LTD | N/A | Apr 2022 | 2,382 | $1.4M | 0.24% | EC |
| 105 | ADVANCED INFO SERVICE PCL | N/A | Apr 2022 | 222,200 | $1.4M | 0.23% | EC |
| 106 | AMBEV SA | N/A | Apr 2022 | 468,300 | $1.4M | 0.23% | EC |
| 107 | PING AN INSURANCE GROUP CO OF CHINA LTD | N/A | Apr 2022 | 212,000 | $1.4M | 0.23% | EC |
| 108 | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES | 3137G0HZ5 | Apr 2022 | 1,225,250 | $1.3M | 0.22% | ABS-CBDO |
| 109 | BANCO SANTANDER BRASIL SA | N/A | Apr 2022 | 199,271 | $1.3M | 0.22% | EC |
| 110 | SOUTHERN COPPER CORP | 84265V105 | Apr 2022 | 19,670 | $1.2M | 0.21% | EC |
| 111 | SHAANXI COAL INDUSTRY CO LTD | N/A | Apr 2022 | 469,400 | $1.2M | 0.21% | DE |
| 112 | SUN PHARMACEUTICAL INDUSTRIES LTD | N/A | Apr 2022 | 99,810 | $1.2M | 0.20% | EC |
| 113 | REPUBLIC OF COTE D'IVOIRE | V73789AW5 | Apr 2022 | 1,310,000 | $1.2M | 0.20% | DBT |
| 114 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 6,463,000 | $1.2M | 0.20% | DCR |
| 115 | SHENZHEN MINDRAY BIO-MEDICAL ELECTRONICS CO LTD | N/A | Apr 2022 | 24,800 | $1.2M | 0.20% | DE |
| 116 | NOVATEK MICROELECTRONICS CORP | N/A | Apr 2022 | 88,000 | $1.2M | 0.20% | EC |
| 117 | SAMSUNG ELECTRO-MECHANICS CO LTD | N/A | Apr 2022 | 8,811 | $1.1M | 0.19% | EC |
| 118 | BANCO BRADESCO S.A. | N/A | Apr 2022 | 309,760 | $1.1M | 0.19% | EC |
| 119 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 | 46634SAR6 | Apr 2022 | 1,166,000 | $1.1M | 0.19% | ABS-MBS |
| 120 | CHINA INTERNATIONAL CAPITAL CORP LTD | N/A | Apr 2022 | 553,200 | $1.1M | 0.19% | EC |
| 121 | UNITED STATES OF AMERICA | 912796Q44 | Apr 2022 | 1,100,000 | $1.1M | 0.18% | DBT |
| 122 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 | 46640LAQ5 | Apr 2022 | 1,491,000 | $1.1M | 0.18% | ABS-MBS |
| 123 | CATHAY FINANCIAL HOLDING CO LT | N/A | Apr 2022 | 503,000 | $1.1M | 0.18% | EC |
| 124 | REPUBLIC OF INDONESIA | Y20721BJ7 | Apr 2022 | 1,005,000 | $1.0M | 0.18% | DBT |
| 125 | FANNIE MAE POOL | 01F052656 | Apr 2022 | 1,000,000 | $1.0M | 0.18% | ABS-MBS |
| 126 | ANGLO AMERICAN PLATINUM LTD | N/A | Apr 2022 | 9,338 | $1.0M | 0.17% | EC |
| 127 | AGRICULTURAL BANK OF CHINA LTD | N/A | Apr 2022 | 2,718,000 | $1.0M | 0.17% | EC |
| 128 | 1SHARPE MORTGAGE TRUST 2020-1 | 68257LAA8 | Apr 2022 | 1,011,000 | $1.0M | 0.17% | ABS-CBDO |
| 129 | VALE SA | 91912E105 | Apr 2022 | 59,064 | $998K | 0.17% | EC |
| 130 | SANY HEAVY INDUSTRY CO LTD | N/A | Apr 2022 | 389,800 | $973K | 0.16% | DE |
| 131 | CITIBANK N.A. | N/A | Apr 2022 | 20,632 | $969K | 0.16% | DE |
| 132 | J.P. MORGAN SECURITIES | N/A | Apr 2022 | 3,092,000 | $961K | 0.16% | DCR |
| 133 | CITIBANK N.A. | N/A | Apr 2022 | 4,793 | $957K | 0.16% | DE |
| 134 | KUAISHOU TECHNOLOGY | N/A | Apr 2022 | 115,900 | $952K | 0.16% | EC |
| 135 | FREDDIE MAC REMICS | 3137FFX44 | Apr 2022 | 5,904,219 | $923K | 0.16% | ABS-MBS |
| 136 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 3,751,754 | $908K | 0.15% | DCR |
| 137 | CITIBANK N.A. | N/A | Apr 2022 | 8,177 | $900K | 0.15% | DE |
| 138 | CITIBANK N.A. | N/A | Apr 2022 | 38,342 | $889K | 0.15% | DE |
| 139 | CITIBANK N.A. | N/A | Apr 2022 | 24,050 | $871K | 0.15% | DE |
| 140 | LCH Limited | N/A | Apr 2022 | 10,202,000 | $868K | 0.15% | DIR |
| 141 | TECH MAHINDRA LTD | N/A | Apr 2022 | 52,998 | $866K | 0.15% | EC |
| 142 | SRI TRANG GLOVES THAILAND PCL | N/A | Apr 2022 | 1,208,600 | $857K | 0.14% | EC |
| 143 | PARADE TECHNOLOGIES LTD | N/A | Apr 2022 | 18,000 | $855K | 0.14% | EC |
| 144 | CITIBANK N.A. | N/A | Apr 2022 | 17,316 | $846K | 0.14% | DE |
| 145 | TURKCELL ILETISIM HIZMETLERI AS | N/A | Apr 2022 | 584,349 | $845K | 0.14% | EC |
| 146 | CITIBANK N.A. | N/A | Apr 2022 | 39,443 | $838K | 0.14% | DE |
| 147 | FNMA | 3137H1EB8 | Apr 2022 | 3,724,946 | $826K | 0.14% | ABS-MBS |
| 148 | FREDDIE MAC STRIPS | 3132HTTN6 | Apr 2022 | 1,026,420 | $817K | 0.14% | ABS-MBS |
| 149 | TATA CONSULTANCY SERVICES LTD | Y85279100 | Apr 2022 | 17,411 | $801K | 0.13% | EC |
| 150 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XBF0 | Apr 2022 | 734,560 | $788K | 0.13% | ABS-CBDO |
| 151 | FANNIE MAE REMICS | 3136BF4A8 | Apr 2022 | 4,050,352 | $785K | 0.13% | ABS-MBS |
| 152 | MRA ISSUANCE TRUST 2020-2 | 55346HAB5 | Apr 2022 | 783,000 | $783K | 0.13% | ABS-CBDO |
| 153 | CITIBANK N.A. | N/A | Apr 2022 | 1,219 | $779K | 0.13% | DE |
| 154 | FREDDIE MAC REMICS | 3137FVQ47 | Apr 2022 | 4,211,330 | $773K | 0.13% | ABS-MBS |
| 155 | FREDDIE MAC REMICS | 3137FTBB2 | Apr 2022 | 3,731,423 | $772K | 0.13% | ABS-MBS |
| 156 | KUMHO PETROCHEMICAL CO LTD | Y49212106 | Apr 2022 | 6,332 | $765K | 0.13% | EC |
| 157 | GNMA | 38382TBX1 | Apr 2022 | 5,482,316 | $761K | 0.13% | ABS-MBS |
| 158 | CITIBANK N.A. | N/A | Apr 2022 | 24,913 | $755K | 0.13% | DE |
| 159 | FANNIE MAE REMICS | 3136BDVY1 | Apr 2022 | 3,526,654 | $740K | 0.12% | ABS-MBS |
| 160 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 | 46634SAP0 | Apr 2022 | 766,000 | $736K | 0.12% | ABS-MBS |
| 161 | CITIBANK N.A. | N/A | Apr 2022 | 5,751 | $735K | 0.12% | DE |
| 162 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18 | 46641JAE6 | Apr 2022 | 1,229,000 | $733K | 0.12% | ABS-MBS |
| 163 | QUANTA COMPUTER INC | N/A | Apr 2022 | 259,000 | $729K | 0.12% | EC |
| 164 | CITIBANK N.A. | N/A | Apr 2022 | 19,240 | $728K | 0.12% | DE |
| 165 | REPUBLIC OF SENEGAL | V7691DAX4 | Apr 2022 | 805,000 | $719K | 0.12% | DBT |
| 166 | GS MORTGAGE SECURITIES TRUST 2014-GC24 | 36253GAS1 | Apr 2022 | 1,037,000 | $712K | 0.12% | ABS-MBS |
| 167 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 11,237 | $711K | 0.12% | DE |
| 168 | GNMA | 38382LYL9 | Apr 2022 | 4,649,675 | $704K | 0.12% | ABS-MBS |
| 169 | FREDDIE MAC REMICS | 3137H1C79 | Apr 2022 | 3,291,296 | $700K | 0.12% | ABS-MBS |
| 170 | CITIBANK N.A. | N/A | Apr 2022 | 3,839 | $697K | 0.12% | DE |
| 171 | COSCO SHIPPING HOLDINGS CO LTD | N/A | Apr 2022 | 444,400 | $696K | 0.12% | EC |
| 172 | GNMA | 38376RFK7 | Apr 2022 | 10,896,468 | $694K | 0.12% | ABS-MBS |
| 173 | FNMA | 3136BGH53 | Apr 2022 | 4,178,920 | $694K | 0.12% | ABS-MBS |
| 174 | FANNIE MAE REMICS | 3136AU4G3 | Apr 2022 | 5,249,139 | $688K | 0.12% | ABS-MBS |
| 175 | FANNIE MAE POOL | 3138EPVM3 | Apr 2022 | 644,047 | $682K | 0.11% | ABS-MBS |
| 176 | SUN TV NETWORK LTD | Y8295N109 | Apr 2022 | 108,248 | $680K | 0.11% | EC |
| 177 | FANNIE MAE REMICS | 3136BHEL9 | Apr 2022 | 4,190,189 | $674K | 0.11% | ABS-MBS |
| 178 | MORGAN STANLEY CAPITAL I TRUST 2006-HQ10 | 61750HAH9 | Apr 2022 | 722,869 | $672K | 0.11% | ABS-MBS |
| 179 | WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 | 92936CBA6 | Apr 2022 | 1,355,000 | $671K | 0.11% | ABS-MBS |
| 180 | FREDDIE MAC REMICS | 3137F6RL3 | Apr 2022 | 2,923,598 | $668K | 0.11% | ABS-MBS |
| 181 | CHINA YONGDA AUTOMOBILES SERVICES HOLDINGS LTD | N/A | Apr 2022 | 717,500 | $668K | 0.11% | EC |
| 182 | CITIBANK N.A. | N/A | Apr 2022 | 66,331 | $667K | 0.11% | DE |
| 183 | GNMA | 38376RAF3 | Apr 2022 | 12,039,047 | $661K | 0.11% | ABS-MBS |
| 184 | CITIBANK N.A. | N/A | Apr 2022 | 38,355 | $655K | 0.11% | DE |
| 185 | HAITIAN INTERNATIONAL HOLDINGS LTD | N/A | Apr 2022 | 264,000 | $652K | 0.11% | EC |
| 186 | CITIBANK N.A. | N/A | Apr 2022 | 16,315 | $651K | 0.11% | DE |
| 187 | CITIBANK N.A. | N/A | Apr 2022 | 48,101 | $630K | 0.11% | DE |
| 188 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 1,521,680 | $629K | 0.11% | DCR |
| 189 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 1,521,680 | $629K | 0.11% | DCR |
| 190 | LCH Limited | N/A | Apr 2022 | 8,827,000 | $624K | 0.10% | DIR |
| 191 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 2,471,000 | $623K | 0.10% | DCR |
| 192 | GNMA | 38383DW38 | Apr 2022 | 4,138,871 | $622K | 0.10% | ABS-MBS |
| 193 | LCH Limited | N/A | Apr 2022 | 13,617,000 | $600K | 0.10% | DIR |
| 194 | UNITED MICROELECTRONICS CORP | N/A | Apr 2022 | 369,000 | $591K | 0.10% | EC |
| 195 | GNMA | 38376RPS9 | Apr 2022 | 9,961,781 | $585K | 0.10% | ABS-MBS |
| 196 | HELLENIC TELECOMMUNICATIONS ORGANIZATION SA | N/A | Apr 2022 | 30,722 | $583K | 0.10% | EC |
| 197 | FREDDIE MAC REMICS | 3137ABA84 | Apr 2022 | 629,167 | $580K | 0.10% | ABS-MBS |
| 198 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 2,388,248 | $578K | 0.10% | DCR |
| 199 | CITIBANK N.A. | N/A | Apr 2022 | 14,430 | $575K | 0.10% | DE |
| 200 | FANNIE MAE REMICS | 3136AX4V4 | Apr 2022 | 5,462,677 | $573K | 0.10% | ABS-MBS |
| 201 | BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2005-PWR7 | 07383F4D7 | Apr 2022 | 489,000 | $572K | 0.10% | ABS-MBS |
| 202 | STATION PLACE SECURITIZATION TRUST SERIES 2021-10 | 857707AA1 | Apr 2022 | 568,000 | $568K | 0.10% | ABS-CBDO |
| 203 | BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2005-PWR7 | 07383F4E5 | Apr 2022 | 806,000 | $565K | 0.10% | ABS-MBS |
| 204 | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR1 | 86362XAP3 | Apr 2022 | 597,330 | $564K | 0.09% | ABS-CBDO |
| 205 | FANNIE MAE REMICS | 3136BHF87 | Apr 2022 | 2,880,314 | $563K | 0.09% | ABS-MBS |
| 206 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 3,096,000 | $562K | 0.09% | DCR |
| 207 | CHINA MINSHENG BANKING CORP LTD | N/A | Apr 2022 | 1,476,000 | $560K | 0.09% | EC |
| 208 | CENCOSUD SA | N/A | Apr 2022 | 349,325 | $559K | 0.09% | EC |
| 209 | FANNIE MAE REMICS | 3136B55Q4 | Apr 2022 | 3,522,844 | $554K | 0.09% | ABS-MBS |
| 210 | LCH Limited | N/A | Apr 2022 | 67,765,000 | $551K | 0.09% | DIR |
| 211 | THAI UNION GROUP PCL | N/A | Apr 2022 | 1,110,200 | $548K | 0.09% | EC |
| 212 | CTBC FINANCIAL HOLDING CO LTD | Y15093100 | Apr 2022 | 554,000 | $546K | 0.09% | EC |
| 213 | FREDDIE MAC REMICS | 3137H0SA7 | Apr 2022 | 4,656,789 | $541K | 0.09% | ABS-MBS |
| 214 | GNMA | 38376RFV3 | Apr 2022 | 10,499,052 | $534K | 0.09% | ABS-MBS |
| 215 | CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 | 20754BAB7 | Apr 2022 | 543,000 | $534K | 0.09% | ABS-CBDO |
| 216 | FANNIE MAE REMICS | 3136BJDG7 | Apr 2022 | 3,318,568 | $531K | 0.09% | ABS-MBS |
| 217 | STATION PLACE SECURITIZATION TRUST | 85772DAA6 | Apr 2022 | 528,000 | $528K | 0.09% | ABS-CBDO |
| 218 | CITIGROUP MORTGAGE LOAN TRUST INC | 17312EAE6 | Apr 2022 | 573,178 | $527K | 0.09% | ABS-MBS |
| 219 | FANNIE MAE REMICS | 3136ANUR6 | Apr 2022 | 2,751,154 | $525K | 0.09% | ABS-MBS |
| 220 | GNMA | 38382HLM0 | Apr 2022 | 3,188,564 | $524K | 0.09% | ABS-MBS |
| 221 | GNMA | 38376RJD9 | Apr 2022 | 10,473,129 | $522K | 0.09% | ABS-MBS |
| 222 | FANNIE MAE REMICS | 3136BBWL2 | Apr 2022 | 2,580,680 | $519K | 0.09% | ABS-MBS |
| 223 | CITIBANK N.A. | N/A | Apr 2022 | 40,272 | $510K | 0.09% | DE |
| 224 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 1,622,000 | $504K | 0.08% | DCR |
| 225 | MRA ISSUANCE TRUST 2021-8 | 55350J108 | Apr 2022 | 500,000 | $500K | 0.08% | ABS-CBDO |
| 226 | CHINA FEIHE LTD | N/A | Apr 2022 | 529,000 | $499K | 0.08% | EC |
| 227 | BANCO SANTANDER | N/A | Apr 2022 | 10,340,857 | $498K | 0.08% | EC |
| 228 | STATION PLACE SECURITIZATION TRUST SERIES 2022-2 | 85772FAA1 | Apr 2022 | 492,000 | $492K | 0.08% | ABS-CBDO |
| 229 | FANNIE MAE REMICS | 3136BFWT6 | Apr 2022 | 2,245,330 | $491K | 0.08% | ABS-MBS |
| 230 | LCH Limited | N/A | Apr 2022 | 6,705,000 | $488K | 0.08% | DIR |
| 231 | GNMA | 38379LL46 | Apr 2022 | 2,502,921 | $487K | 0.08% | ABS-MBS |
| 232 | MARUTI UDYOG LTD | N/A | Apr 2022 | 4,830 | $484K | 0.08% | EC |
| 233 | FREDDIE MAC REMICS | 3137FXL89 | Apr 2022 | 2,630,981 | $484K | 0.08% | ABS-MBS |
| 234 | CHEIL WORLDWIDE INC | N/A | Apr 2022 | 24,074 | $481K | 0.08% | EC |
| 235 | REPUBLIC OF GHANA | V3R60FAZ7 | Apr 2022 | 620,000 | $479K | 0.08% | DBT |
| 236 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 | 94988QAU5 | Apr 2022 | 823,000 | $472K | 0.08% | ABS-MBS |
| 237 | CITIBANK N.A. | N/A | Apr 2022 | 9,624 | $469K | 0.08% | DE |
| 238 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XSW5 | Apr 2022 | 451,000 | $469K | 0.08% | ABS-CBDO |
| 239 | GNMA | 38376RDF0 | Apr 2022 | 8,036,958 | $469K | 0.08% | ABS-MBS |
| 240 | FREDDIE MAC REMICS | 3137F86V0 | Apr 2022 | 2,247,272 | $461K | 0.08% | ABS-MBS |
| 241 | GNMA | 38382LDU2 | Apr 2022 | 2,853,529 | $457K | 0.08% | ABS-MBS |
| 242 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 1,888,076 | $457K | 0.08% | DCR |
| 243 | FREDDIE MAC REMICS | 3137H3WP3 | Apr 2022 | 3,826,017 | $452K | 0.08% | ABS-MBS |
| 244 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 2,462,000 | $447K | 0.08% | DCR |
| 245 | JP MORGANCHASE BANK | N/A | Apr 2022 | 14,037 | $446K | 0.08% | DE |
| 246 | GNMA | 38380BUS2 | Apr 2022 | 2,261,615 | $446K | 0.08% | ABS-MBS |
| 247 | GNMA | 38376RJF4 | Apr 2022 | 9,276,738 | $440K | 0.07% | ABS-MBS |
| 248 | GNMA | 38375UVZ0 | Apr 2022 | 10,295,027 | $439K | 0.07% | ABS-MBS |
| 249 | MARFRIG GLOBAL FOODS SA | N/A | Apr 2022 | 115,300 | $437K | 0.07% | EC |
| 250 | LCH Limited | N/A | Apr 2022 | 4,783,000 | $431K | 0.07% | DIR |
| 251 | IHEARTMEDIA INC | 45174J509 | Apr 2022 | 26,640 | $426K | 0.07% | EC |
| 252 | MORGAN STANLEY CAPITAL I TRUST 2011-C3 | 61760RAS1 | Apr 2022 | 795,000 | $426K | 0.07% | ABS-MBS |
| 253 | LG ELECTRONICS INC | N/A | Apr 2022 | 4,610 | $419K | 0.07% | EC |
| 254 | HONG LEONG BANK BHD | N/A | Apr 2022 | 87,100 | $418K | 0.07% | EC |
| 255 | CITIBANK N.A. | N/A | Apr 2022 | 15,016 | $415K | 0.07% | DE |
| 256 | LENOVO GROUP LTD | Y5257Y107 | Apr 2022 | 422,000 | $409K | 0.07% | EC |
| 257 | UNITED STATES OF AMERICA | 912796J42 | Apr 2022 | 400,000 | $400K | 0.07% | DBT |
| 258 | WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 | 92938CAL1 | Apr 2022 | 673,004 | $398K | 0.07% | ABS-MBS |
| 259 | EMAMI LTD | N/A | Apr 2022 | 62,137 | $398K | 0.07% | EC |
| 260 | GNMA | 38376REB8 | Apr 2022 | 7,000,990 | $396K | 0.07% | ABS-MBS |
| 261 | FANNIE MAE REMICS | 3136ARFT0 | Apr 2022 | 2,084,721 | $395K | 0.07% | ABS-MBS |
| 262 | CITIBANK N.A. | N/A | Apr 2022 | 9,624 | $394K | 0.07% | DE |
| 263 | GNMA | 38379NAU6 | Apr 2022 | 2,115,227 | $389K | 0.07% | ABS-MBS |
| 264 | NORTHAM PLATINUM HOLDINGS LTD | N/A | Apr 2022 | 32,645 | $388K | 0.07% | EC |
| 265 | GNMA | 38376RJK3 | Apr 2022 | 7,132,427 | $369K | 0.06% | ABS-MBS |
| 266 | ROMANIA | 77586RAL4 | Apr 2022 | 420,000 | $361K | 0.06% | DBT |
| 267 | PETROLEOS MEXICANOS | 71643VAB1 | Apr 2022 | 416,000 | $358K | 0.06% | DBT |
| 268 | TATA STEEL LTD | N/A | Apr 2022 | 21,610 | $356K | 0.06% | EC |
| 269 | WAL-MART DE MEXICO SAB DE CV | N/A | Apr 2022 | 100,037 | $355K | 0.06% | EC |
| 270 | WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2005-C21 | 92976BAA0 | Apr 2022 | 384,344 | $354K | 0.06% | ABS-MBS |
| 271 | INTERCONTINENTAL EXCHANGE INC | N/A | Apr 2022 | 22,244,000 | $353K | 0.06% | DCR |
| 272 | GNMA | 38376RJY3 | Apr 2022 | 7,099,880 | $351K | 0.06% | ABS-MBS |
| 273 | LCH Limited | N/A | Apr 2022 | 2,880,000 | $348K | 0.06% | DIR |
| 274 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 18,728 | $348K | 0.06% | DE |
| 275 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XNW0 | Apr 2022 | 346,000 | $344K | 0.06% | ABS-CBDO |
| 276 | GNMA | 38375UQB9 | Apr 2022 | 8,246,812 | $339K | 0.06% | ABS-MBS |
| 277 | FANNIE MAE REMICS | 31397QLM8 | Apr 2022 | 292,209 | $339K | 0.06% | ABS-MBS |
| 278 | FANNIE MAE REMICS | 3136B2XG2 | Apr 2022 | 1,836,222 | $333K | 0.06% | ABS-MBS |
| 279 | FANNIE MAE REMICS | 3136A9X60 | Apr 2022 | 1,903,389 | $333K | 0.06% | ABS-MBS |
| 280 | CITIBANK N.A. | N/A | Apr 2022 | 1,925 | $322K | 0.05% | DE |
| 281 | GNMA | 38375AX25 | Apr 2022 | 1,555,567 | $322K | 0.05% | ABS-MBS |
| 282 | EMBOTELLADORAS ARCA SA DE CV | N/A | Apr 2022 | 50,558 | $321K | 0.05% | EC |
| 283 | UNITED MEXICAN STATES | 91087BAM2 | Apr 2022 | 383,000 | $321K | 0.05% | DBT |
| 284 | FREDDIE MAC REMICS | 3137FBCZ7 | Apr 2022 | 2,155,014 | $321K | 0.05% | ABS-MBS |
| 285 | INTERNATIONAL CONTAINER TERMINAL SERVICES INC | N/A | Apr 2022 | 77,950 | $319K | 0.05% | EC |
| 286 | BOSIDENG INTERNATIONAL HOLDINGS LTD | N/A | Apr 2022 | 640,000 | $319K | 0.05% | EC |
| 287 | REPUBLIC OF INDONESIA | 455780BV7 | Apr 2022 | 300,000 | $309K | 0.05% | DBT |
| 288 | TISCO FINANCIAL GROUP PCL | N/A | Apr 2022 | 114,400 | $303K | 0.05% | EC |
| 289 | CIPLA LTD/INDIA | N/A | Apr 2022 | 22,513 | $287K | 0.05% | EC |
| 290 | COMM 2014-CCRE17 MORTGAGE TRUST | 12631DAG8 | Apr 2022 | 315,000 | $284K | 0.05% | ABS-MBS |
| 291 | FANNIE MAE POOL | 31417EZA2 | Apr 2022 | 293,202 | $282K | 0.05% | ABS-MBS |
| 292 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 1,118,000 | $282K | 0.05% | DCR |
| 293 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XJW5 | Apr 2022 | 265,000 | $281K | 0.05% | ABS-CBDO |
| 294 | CITIBANK N.A. | N/A | Apr 2022 | 10,334 | $278K | 0.05% | DE |
| 295 | GNMA | 38379CQ74 | Apr 2022 | 2,196,888 | $278K | 0.05% | ABS-MBS |
| 296 | BARCLAYS BANK PLC | N/A | Apr 2022 | 1,527,000 | $277K | 0.05% | DCR |
| 297 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 7,491 | $276K | 0.05% | DE |
| 298 | COMM 2012-LC4 MORTGAGE TRUST | 126192AL7 | Apr 2022 | 1,056,000 | $273K | 0.05% | ABS-MBS |
| 299 | FREDDIE MAC GOLD POOL | 31329MXU9 | Apr 2022 | 265,709 | $264K | 0.04% | ABS-MBS |
| 300 | FANNIE MAE POOL | 3138X0YX0 | Apr 2022 | 264,659 | $263K | 0.04% | ABS-MBS |
| 301 | GNMA | 38376RNL6 | Apr 2022 | 7,530,817 | $259K | 0.04% | ABS-MBS |
| 302 | UNITED TRACTORS TBK PT | Y7146Y140 | Apr 2022 | 122,400 | $255K | 0.04% | EC |
| 303 | IHS HOLDING LTD | G4701HAA7 | Apr 2022 | 270,000 | $254K | 0.04% | DBT |
| 304 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 1,039,756 | $252K | 0.04% | DCR |
| 305 | GNMA | 38375UWD8 | Apr 2022 | 7,261,625 | $251K | 0.04% | ABS-MBS |
| 306 | LCH Limited | N/A | Apr 2022 | 4,233,000 | $250K | 0.04% | DIR |
| 307 | GNMA | 38376RA63 | Apr 2022 | 5,483,072 | $248K | 0.04% | ABS-MBS |
| 308 | FANNIE MAE POOL | 3138W4TJ0 | Apr 2022 | 255,715 | $246K | 0.04% | ABS-MBS |
| 309 | GNMA | 38375AXQ2 | Apr 2022 | 1,201,342 | $243K | 0.04% | ABS-MBS |
| 310 | GNMA | 38379B6E3 | Apr 2022 | 1,249,599 | $242K | 0.04% | ABS-MBS |
| 311 | LCH Limited | N/A | Apr 2022 | 5,340,000 | $240K | 0.04% | DIR |
| 312 | GNMA | 38375UYG9 | Apr 2022 | 4,509,102 | $238K | 0.04% | ABS-MBS |
| 313 | CITIBANK N.A. | N/A | Apr 2022 | 1,291 | $238K | 0.04% | DE |
| 314 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 957,176 | $232K | 0.04% | DCR |
| 315 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 957,176 | $232K | 0.04% | DCR |
| 316 | CITIBANK N.A. | N/A | Apr 2022 | 10,820 | $227K | 0.04% | DE |
| 317 | KT CORP | N/A | Apr 2022 | 7,992 | $226K | 0.04% | EC |
| 318 | LCH Limited | N/A | Apr 2022 | 4,899,000 | $225K | 0.04% | DIR |
| 319 | GNMA | 38380XYB7 | Apr 2022 | 1,988,223 | $224K | 0.04% | ABS-MBS |
| 320 | SHINHAN FINANCIAL GROUP CO LTD | Y7749X101 | Apr 2022 | 6,568 | $218K | 0.04% | EC |
| 321 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 6,340 | $217K | 0.04% | DE |
| 322 | UNITED STATES OF AMERICA | 912810RS9 | Apr 2022 | 242,000 | $217K | 0.04% | DBT |
| 323 | GNMA | 38380YYA7 | Apr 2022 | 1,108,786 | $216K | 0.04% | ABS-MBS |
| 324 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 | 46639YAC1 | Apr 2022 | 370,000 | $216K | 0.04% | ABS-MBS |
| 325 | COCA-COLA ICECEK AS | N/A | Apr 2022 | 25,672 | $212K | 0.04% | EC |
| 326 | FANNIE MAE POOL | 3138LWCH2 | Apr 2022 | 211,779 | $211K | 0.04% | ABS-MBS |
| 327 | FREDDIE MAC GOLD POOL | 31329MU32 | Apr 2022 | 216,563 | $209K | 0.04% | ABS-MBS |
| 328 | COMM 2012-CCRE3 MORTGAGE TRUST | 12624PAW5 | Apr 2022 | 725,000 | $207K | 0.03% | ABS-MBS |
| 329 | GNMA | 38379FFA2 | Apr 2022 | 1,033,033 | $206K | 0.03% | ABS-MBS |
| 330 | GRUPO BIMBO SAB DE CV | N/A | Apr 2022 | 66,455 | $205K | 0.03% | EC |
| 331 | GNMA | 38376RJW7 | Apr 2022 | 4,367,157 | $203K | 0.03% | ABS-MBS |
| 332 | TURKIYE GARANTI BANKASI AS | N/A | Apr 2022 | 198,397 | $199K | 0.03% | EC |
| 333 | AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1 | 026932AC7 | Apr 2022 | 320,822 | $199K | 0.03% | ABS-CBDO |
| 334 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 817,353 | $198K | 0.03% | DCR |
| 335 | ITAU UNIBANCO HOLDING SA/CAYMAN ISLAND | 46556L2A1 | Apr 2022 | 220,000 | $198K | 0.03% | DBT |
| 336 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 630,000 | $196K | 0.03% | DCR |
| 337 | GNMA | 38379TLM9 | Apr 2022 | 1,299,464 | $194K | 0.03% | ABS-MBS |
| 338 | MERRILL LYNCH INTERNATIONAL | N/A | Apr 2022 | 769,000 | $194K | 0.03% | DCR |
| 339 | DOMINICAN REPUBLIC | P3579EBK2 | Apr 2022 | 183,000 | $192K | 0.03% | DBT |
| 340 | INDOFOOD SUKSES MAKMUR TBK PT | N/A | Apr 2022 | 441,100 | $192K | 0.03% | EC |
| 341 | STATION PLACE SECURITIZATION TRUST SERIES 2021-14 | 85779JAA6 | Apr 2022 | 182,000 | $182K | 0.03% | ABS-CBDO |
| 342 | FREDDIE MAC REMICS | 3137B1HN5 | Apr 2022 | 1,269,586 | $180K | 0.03% | ABS-MBS |
| 343 | REPUBLIC OF COTE D'IVOIRE | 221625AQ9 | Apr 2022 | 190,000 | $179K | 0.03% | DBT |
| 344 | ZHUZHOU KIBING GROUP CO LTD | N/A | Apr 2022 | 106,550 | $179K | 0.03% | DE |
| 345 | TUNISIAN REPUBLIC | V06423AM5 | Apr 2022 | 260,000 | $177K | 0.03% | DBT |
| 346 | FREDDIE MAC REMICS | 3137AXVR1 | Apr 2022 | 2,284,850 | $177K | 0.03% | ABS-MBS |
| 347 | WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 | 92890NAG4 | Apr 2022 | 697,000 | $177K | 0.03% | ABS-MBS |
| 348 | DOMINICAN REPUBLIC | P3579ECE5 | Apr 2022 | 208,000 | $176K | 0.03% | DBT |
| 349 | FREDDIE MAC STACR TRUST 2018-HQA2 | 35563XBE1 | Apr 2022 | 161,000 | $175K | 0.03% | ABS-CBDO |
| 350 | FREDDIE MAC REMICS | 3137AY2Q3 | Apr 2022 | 1,348,996 | $173K | 0.03% | ABS-MBS |
| 351 | ARAB REPUBLIC OF EGYPT | M1487WCY9 | Apr 2022 | 200,000 | $171K | 0.03% | DBT |
| 352 | GNMA | 38376RHY5 | Apr 2022 | 6,737,129 | $171K | 0.03% | ABS-MBS |
| 353 | ASTRA INTERNATIONAL TBK PT | N/A | Apr 2022 | 318,900 | $166K | 0.03% | EC |
| 354 | GNMA | 38376RQP4 | Apr 2022 | 6,703,410 | $165K | 0.03% | ABS-MBS |
| 355 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 682,222 | $165K | 0.03% | DCR |
| 356 | MELLO WAREHOUSE SECURITIZATION TRUST 2020-2 | 58551VAA0 | Apr 2022 | 164,400 | $164K | 0.03% | ABS-CBDO |
| 357 | UNITED STATES OF AMERICA | 912810TB4 | Apr 2022 | 207,000 | $164K | 0.03% | DBT |
| 358 | MELLO WAREHOUSE SECURITIZATION TRUST 2021-1 | 58550LAA3 | Apr 2022 | 163,000 | $163K | 0.03% | ABS-CBDO |
| 359 | GNMA | 38376RWK8 | Apr 2022 | 3,400,086 | $162K | 0.03% | ABS-MBS |
| 360 | LCH Limited | N/A | Apr 2022 | 27,490,000 | $158K | 0.03% | DIR |
| 361 | GNMA | 38375UWZ9 | Apr 2022 | 3,684,249 | $157K | 0.03% | ABS-MBS |
| 362 | DOMINICAN REPUBLIC | P3579EBV8 | Apr 2022 | 153,000 | $153K | 0.03% | DBT |
| 363 | GNMA | 38379HDV4 | Apr 2022 | 1,000,347 | $153K | 0.03% | ABS-MBS |
| 364 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 15,680 | $151K | 0.03% | DE |
| 365 | ARAB REPUBLIC OF EGYPT | M1487WDP7 | Apr 2022 | 200,000 | $151K | 0.03% | DBT |
| 366 | GNMA | 38376RQY5 | Apr 2022 | 3,970,082 | $149K | 0.03% | ABS-MBS |
| 367 | FANNIE MAE REMICS | 3136AA5E1 | Apr 2022 | 1,178,189 | $148K | 0.02% | ABS-MBS |
| 368 | FREDDIE MAC REMICS | 3137AWHL2 | Apr 2022 | 1,168,980 | $141K | 0.02% | ABS-MBS |
| 369 | RALI SERIES 2006-QO10 TRUST | 751153AA5 | Apr 2022 | 146,749 | $137K | 0.02% | ABS-CBDO |
| 370 | GNMA | 38378GPU6 | Apr 2022 | 856,667 | $137K | 0.02% | ABS-MBS |
| 371 | FANNIE MAE REMICS | 3136ACQP9 | Apr 2022 | 1,136,145 | $133K | 0.02% | ABS-MBS |
| 372 | G-BITS NETWORK TECHNOLOGY XIAMEN CO LTD | N/A | Apr 2022 | 2,500 | $128K | 0.02% | DE |
| 373 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 435,000 | $127K | 0.02% | DCR |
| 374 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 965,000 | $127K | 0.02% | DCR |
| 375 | DOMINICAN REPUBLIC | P3579ECH8 | Apr 2022 | 150,000 | $126K | 0.02% | DBT |
| 376 | RALI SERIES 2006-QO5 TRUST | 75114HAA5 | Apr 2022 | 145,460 | $126K | 0.02% | ABS-CBDO |
| 377 | LCH Limited | N/A | Apr 2022 | 19,701,000 | $125K | 0.02% | DIR |
| 378 | LCH Limited | N/A | Apr 2022 | 5,940,000 | $124K | 0.02% | DIR |
| 379 | CHINA MERCHANTS BANK CO LTD | N/A | Apr 2022 | 20,500 | $123K | 0.02% | EC |
| 380 | MERRILL LYNCH INTERNATIONAL | N/A | Apr 2022 | 420,000 | $123K | 0.02% | DCR |
| 381 | LCH Limited | N/A | Apr 2022 | 561,000 | $121K | 0.02% | DIR |
| 382 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 413,000 | $121K | 0.02% | DCR |
| 383 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 488,910 | $118K | 0.02% | DCR |
| 384 | FREDDIE MAC REMICS | 3137B2FV7 | Apr 2022 | 1,081,834 | $117K | 0.02% | ABS-MBS |
| 385 | LCH Limited | N/A | Apr 2022 | 907,100 | $117K | 0.02% | DIR |
| 386 | GNMA | 38376WK46 | Apr 2022 | 692,002 | $116K | 0.02% | ABS-MBS |
| 387 | LCH Limited | N/A | Apr 2022 | 1,400,000 | $116K | 0.02% | DIR |
| 388 | PETROBRAS GLOBAL FINANCE BV | 71647NBH1 | Apr 2022 | 118,000 | $116K | 0.02% | DBT |
| 389 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 476,711 | $115K | 0.02% | DCR |
| 390 | MORTGAGEIT TRUST 2004-1 | 61913PAC6 | Apr 2022 | 117,845 | $113K | 0.02% | ABS-CBDO |
| 391 | LCH Limited | N/A | Apr 2022 | 4,799,000 | $110K | 0.02% | DIR |
| 392 | LCH Limited | N/A | Apr 2022 | 5,659,000 | $110K | 0.02% | DIR |
| 393 | CITIBANK N.A. | N/A | Apr 2022 | 3,493 | $104K | 0.02% | DE |
| 394 | FREDDIE MAC STACR TRUST 2019-DNA3 | 35564TBE9 | Apr 2022 | 92,000 | $95K | 0.02% | ABS-CBDO |
| 395 | GSAA TRUST | 36245RAA7 | Apr 2022 | 132,384 | $95K | 0.02% | ABS-MBS |
| 396 | CREDIT SUISSE INTERNATIONAL | N/A | Apr 2022 | 521,000 | $95K | 0.02% | DCR |
| 397 | FREDDIE MAC REMICS | 3137AV3L9 | Apr 2022 | 499,267 | $94K | 0.02% | ABS-MBS |
| 398 | GNMA | 38378FMA5 | Apr 2022 | 446,514 | $94K | 0.02% | ABS-MBS |
| 399 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 368,000 | $93K | 0.02% | DCR |
| 400 | GNMA | 38376VHX8 | Apr 2022 | 478,936 | $92K | 0.02% | ABS-MBS |
| 401 | GNMA | 38378UUA3 | Apr 2022 | 554,422 | $91K | 0.02% | ABS-MBS |
| 402 | CITIBANK N.A. | N/A | Apr 2022 | 13,956 | $89K | 0.01% | DE |
| 403 | FREDDIE MAC STACR TRUST 2019-DNA1 | 35563KAH3 | Apr 2022 | 87,566 | $88K | 0.01% | ABS-CBDO |
| 404 | GNMA | 38378A5Q0 | Apr 2022 | 955,929 | $88K | 0.01% | ABS-MBS |
| 405 | J.P. MORGAN SECURITIES | N/A | Apr 2022 | 363,164 | $88K | 0.01% | DCR |
| 406 | MERRILL LYNCH INTERNATIONAL | N/A | Apr 2022 | 354,718 | $86K | 0.01% | DCR |
| 407 | GNMA | 38377TWW7 | Apr 2022 | 678,811 | $84K | 0.01% | ABS-MBS |
| 408 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 630,000 | $83K | 0.01% | DCR |
| 409 | FREDDIE MAC STACR TRUST 2018-DNA2 | 35563TAV3 | Apr 2022 | 82,000 | $81K | 0.01% | ABS-CBDO |
| 410 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 255,000 | $79K | 0.01% | DCR |
| 411 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XSX3 | Apr 2022 | 77,254 | $79K | 0.01% | ABS-CBDO |
| 412 | GNMA | 38378FJF8 | Apr 2022 | 1,113,349 | $77K | 0.01% | ABS-MBS |
| 413 | GNMA | 38379JVV0 | Apr 2022 | 661,167 | $75K | 0.01% | ABS-MBS |
| 414 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 73,352 | $74K | 0.01% | DE |
| 415 | MERRILL LYNCH INTERNATIONAL | N/A | Apr 2022 | 553,000 | $73K | 0.01% | DCR |
| 416 | GNMA | 38375AT87 | Apr 2022 | 391,021 | $73K | 0.01% | ABS-MBS |
| 417 | BANC OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE INC | 05947UD70 | Apr 2022 | 721,000 | $72K | 0.01% | ABS-MBS |
| 418 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 287,153 | $70K | 0.01% | DCR |
| 419 | FREDDIE MAC STACR TRUST 2019-DNA2 | 35564LBE6 | Apr 2022 | 63,000 | $68K | 0.01% | ABS-CBDO |
| 420 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 228,000 | $67K | 0.01% | DCR |
| 421 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 274,015 | $66K | 0.01% | DCR |
| 422 | MERRILL LYNCH INTERNATIONAL | N/A | Apr 2022 | 210,000 | $65K | 0.01% | DCR |
| 423 | WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 | 92936CAY5 | Apr 2022 | 87,000 | $64K | 0.01% | ABS-MBS |
| 424 | PETROLEOS MEXICANOS | 71654QDE9 | Apr 2022 | 75,000 | $63K | 0.01% | DBT |
| 425 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 202,000 | $63K | 0.01% | DCR |
| 426 | PETROBRAS GLOBAL FINANCE BV | 71647NAM1 | Apr 2022 | 60,000 | $63K | 0.01% | DBT |
| 427 | LCH Limited | N/A | Apr 2022 | 2,346,000 | $62K | 0.01% | DIR |
| 428 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 210,000 | $61K | 0.01% | DCR |
| 429 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 210,000 | $61K | 0.01% | DCR |
| 430 | GNMA | 38376WM85 | Apr 2022 | 304,351 | $59K | 0.01% | ABS-MBS |
| 431 | GNMA | 38375CGV6 | Apr 2022 | 568,113 | $59K | 0.01% | ABS-MBS |
| 432 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XBH6 | Apr 2022 | 55,734 | $58K | 0.01% | ABS-CBDO |
| 433 | GNMA | 38378FR44 | Apr 2022 | 466,717 | $58K | 0.01% | ABS-MBS |
| 434 | GNMA | 38376WP82 | Apr 2022 | 331,343 | $58K | 0.01% | ABS-MBS |
| 435 | LCH Limited | N/A | Apr 2022 | 2,760,000 | $58K | 0.01% | DIR |
| 436 | FREDDIE MAC REMICS | 3137B0DZ4 | Apr 2022 | 846,151 | $57K | 0.01% | ABS-MBS |
| 437 | FANNIE MAE REMICS | 3136AY7A5 | Apr 2022 | 507,245 | $56K | 0.01% | ABS-MBS |
| 438 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 228,033 | $55K | 0.01% | DCR |
| 439 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 | 61762TAQ9 | Apr 2022 | 1,350,000 | $54K | 0.01% | ABS-MBS |
| 440 | GINNIE MAE I POOL | 3617K4VA2 | Apr 2022 | 50,884 | $54K | 0.01% | ABS-MBS |
| 441 | BARCLAYS BANK PLC | N/A | Apr 2022 | 221,464 | $54K | 0.01% | DCR |
| 442 | GNMA | 38378JNF5 | Apr 2022 | 468,603 | $53K | 0.01% | ABS-MBS |
| 443 | GNMA | 38378TJA9 | Apr 2022 | 1,203,948 | $53K | 0.01% | ABS-MBS |
| 444 | FREDDIE MAC REMICS | 31395V3D9 | Apr 2022 | 49,052 | $53K | 0.01% | ABS-MBS |
| 445 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 479,600 | $52K | 0.01% | DIR |
| 446 | FANNIE MAE REMICS | 3136AJGA8 | Apr 2022 | 413,810 | $51K | 0.01% | ABS-MBS |
| 447 | LCH Limited | N/A | Apr 2022 | 2,775,000 | $50K | 0.01% | DIR |
| 448 | GINNIE MAE I POOL | 3617LELG7 | Apr 2022 | 50,906 | $50K | 0.01% | ABS-MBS |
| 449 | LCH Limited | N/A | Apr 2022 | 845,000 | $48K | 0.01% | DIR |
| 450 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 184,000 | $46K | 0.01% | DCR |
| 451 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 184,000 | $46K | 0.01% | DCR |
| 452 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 184,000 | $46K | 0.01% | DCR |
| 453 | GNMA | 38375ARB2 | Apr 2022 | 240,991 | $45K | 0.01% | ABS-MBS |
| 454 | LCH Limited | N/A | Apr 2022 | 4,165,000 | $44K | 0.01% | DIR |
| 455 | LCH Limited | N/A | Apr 2022 | 5,670,000 | $44K | 0.01% | DIR |
| 456 | WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3 | 92935VAU2 | Apr 2022 | 367,000 | $43K | 0.01% | ABS-MBS |
| 457 | LCH Limited | N/A | Apr 2022 | 358,000 | $43K | 0.01% | DIR |
| 458 | LCH Limited | N/A | Apr 2022 | 2,357,000 | $43K | 0.01% | DIR |
| 459 | FANNIE MAE REMICS | 31394FEA9 | Apr 2022 | 33,890 | $43K | 0.01% | ABS-MBS |
| 460 | GNMA | 38378VUJ2 | Apr 2022 | 370,078 | $42K | 0.01% | ABS-MBS |
| 461 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 173,605 | $42K | 0.01% | DCR |
| 462 | MERRILL LYNCH INTERNATIONAL | N/A | Apr 2022 | 457,600 | $42K | 0.01% | DCR |
| 463 | GNMA | 38378WY49 | Apr 2022 | 313,719 | $40K | 0.01% | ABS-MBS |
| 464 | FREDDIE MAC REMICS | 3137BCFC7 | Apr 2022 | 237,614 | $39K | 0.01% | ABS-MBS |
| 465 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 152,022 | $37K | 0.01% | DCR |
| 466 | GINNIE MAE I POOL | 3617K4U88 | Apr 2022 | 34,311 | $36K | 0.01% | ABS-MBS |
| 467 | LCH Limited | N/A | Apr 2022 | 2,036,000 | $36K | 0.01% | DIR |
| 468 | FANNIE MAE REMICS | 3136ABM34 | Apr 2022 | 826,475 | $35K | 0.01% | ABS-MBS |
| 469 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 381,040 | $35K | 0.01% | DCR |
| 470 | LCH Limited | N/A | Apr 2022 | 476,000 | $34K | 0.01% | DIR |
| 471 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 139,823 | $34K | 0.01% | DCR |
| 472 | GNMA | 38378HKZ8 | Apr 2022 | 216,063 | $34K | 0.01% | ABS-MBS |
| 473 | TEXAS COMPETITIVE ELECTRIC HOLDINGS CO LLC / TCEH FINANCE INC | PVT931ESA9 | Apr 2022 | 25,989 | $32K | 0.01% | EC |
| 474 | LCH Limited | N/A | Apr 2022 | 832,000 | $32K | 0.01% | DIR |
| 475 | GNMA | 38378T7Q7 | Apr 2022 | 436,228 | $32K | 0.01% | ABS-MBS |
| 476 | LCH Limited | N/A | Apr 2022 | 832,000 | $32K | 0.01% | DIR |
| 477 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 98,000 | $30K | 0.01% | DCR |
| 478 | GINNIE MAE I POOL | 3617K4U96 | Apr 2022 | 28,265 | $30K | 0.01% | ABS-MBS |
| 479 | GCAT 2020-NQM2 TRUST | 36166RAC8 | Apr 2022 | 29,603 | $29K | 0.00% | ABS-CBDO |
| 480 | MORGAN STANLEY AND CO. INTERNATIONAL | N/A | Apr 2022 | 209,000 | $27K | 0.00% | DCR |
| 481 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 359,700 | $27K | 0.00% | DIR |
| 482 | LCH Limited | N/A | Apr 2022 | 1,349,000 | $27K | 0.00% | DIR |
| 483 | FANNIE MAE REMICS | 3136A4BG3 | Apr 2022 | 561,955 | $26K | 0.00% | ABS-MBS |
| 484 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 106,978 | $26K | 0.00% | DCR |
| 485 | CITIGROUP GLOBAL MARKETS INC | N/A | Apr 2022 | 193,000 | $26K | 0.00% | DCR |
| 486 | FANNIE MAE REMICS | 3136A97A0 | Apr 2022 | 476,563 | $25K | 0.00% | ABS-MBS |
| 487 | GNMA | 38379JB67 | Apr 2022 | 589,504 | $24K | 0.00% | ABS-MBS |
| 488 | GNMA | 38379BCP1 | Apr 2022 | 279,719 | $24K | 0.00% | ABS-MBS |
| 489 | BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2008-1 | 05952AAN4 | Apr 2022 | 1,107,980 | $23K | 0.00% | ABS-MBS |
| 490 | GINNIE MAE I POOL | 3617K4VB0 | Apr 2022 | 21,318 | $23K | 0.00% | ABS-MBS |
| 491 | GNMA | 38378JNT5 | Apr 2022 | 351,666 | $22K | 0.00% | ABS-MBS |
| 492 | GNMA | 38379N2B7 | Apr 2022 | 197,449 | $21K | 0.00% | ABS-MBS |
| 493 | FANNIE MAE POOL | 3140JUFY5 | Apr 2022 | 20,352 | $21K | 0.00% | ABS-MBS |
| 494 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 86,334 | $21K | 0.00% | DCR |
| 495 | LCH Limited | N/A | Apr 2022 | 1,097,500 | $21K | 0.00% | DIR |
| 496 | GINNIE MAE I POOL | 3617LEPL2 | Apr 2022 | 20,895 | $21K | 0.00% | ABS-MBS |
| 497 | VTB BANK OJSC VIA VTB CAPITAL SA | 92909MAF7 | Apr 2022 | 400,000 | $20K | 0.00% | DBT |
| 498 | LCH Limited | N/A | Apr 2022 | 2,884,000 | $20K | 0.00% | DIR |
| 499 | FANNIE MAE POOL | 3140JS4K2 | Apr 2022 | 18,706 | $19K | 0.00% | ABS-MBS |
| 500 | FANNIE MAE CONNECTICUT AVENUE SECURITIES | 30711XAX2 | Apr 2022 | 18,916 | $19K | 0.00% | ABS-CBDO |
| 501 | GINNIE MAE I POOL | 3617K4VC8 | Apr 2022 | 17,313 | $18K | 0.00% | ABS-MBS |
| 502 | GNMA | 38380YXY6 | Apr 2022 | 255,891 | $17K | 0.00% | ABS-MBS |
| 503 | GNMA | 38378FZA1 | Apr 2022 | 133,908 | $16K | 0.00% | ABS-MBS |
| 504 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 | 61762TAS5 | Apr 2022 | 1,720,000 | $16K | 0.00% | ABS-MBS |
| 505 | FANNIE MAE POOL | 3140JXZG6 | Apr 2022 | 14,863 | $16K | 0.00% | ABS-MBS |
| 506 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 62,873 | $15K | 0.00% | DCR |
| 507 | LCH Limited | N/A | Apr 2022 | 8,917,400 | $14K | 0.00% | DIR |
| 508 | BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2007-TOP26 | 07388VAH1 | Apr 2022 | 266,874 | $13K | 0.00% | ABS-MBS |
| 509 | FANNIE MAE POOL | 3140JUGW8 | Apr 2022 | 12,845 | $13K | 0.00% | ABS-MBS |
| 510 | LCH Limited | N/A | Apr 2022 | 1,673,000 | $13K | 0.00% | DIR |
| 511 | GNMA | 38381WUN6 | Apr 2022 | 121,982 | $12K | 0.00% | ABS-MBS |
| 512 | FANNIE MAE REMIC TRUST 1998-W2 | 31359UPF6 | Apr 2022 | 510,310 | $11K | 0.00% | ABS-MBS |
| 513 | GNMA | 38381XTX4 | Apr 2022 | 100,838 | $11K | 0.00% | ABS-MBS |
| 514 | GNMA | 38379DHV9 | Apr 2022 | 153,202 | $11K | 0.00% | ABS-MBS |
| 515 | GNMA | 38382CRX1 | Apr 2022 | 111,486 | $11K | 0.00% | ABS-MBS |
| 516 | FREDDIE MAC STACR TRUST 2019-DNA2 | 35564LAH0 | Apr 2022 | 9,940 | $10K | 0.00% | ABS-CBDO |
| 517 | GNMA | 38379JWT4 | Apr 2022 | 448,808 | $9K | 0.00% | ABS-MBS |
| 518 | FREDDIE MAC REMICS | 3137B32J6 | Apr 2022 | 223,103 | $9K | 0.00% | ABS-MBS |
| 519 | CITIBANK N.A. | N/A | Apr 2022 | 8,923,600 | $8K | 0.00% | DIR |
| 520 | FANNIE MAE REMICS | 3136ADFW4 | Apr 2022 | 528,645 | $7K | 0.00% | ABS-MBS |
| 521 | LCH Limited | N/A | Apr 2022 | 499,000 | $7K | 0.00% | DIR |
| 522 | FANNIE MAE POOL | 3140JKL87 | Apr 2022 | 6,721 | $7K | 0.00% | ABS-MBS |
| 523 | LCH Limited | N/A | Apr 2022 | 1,953,000 | $6K | 0.00% | DIR |
| 524 | LCH Limited | N/A | Apr 2022 | 296,000 | $6K | 0.00% | DIR |
| 525 | FREDDIE MAC REMICS | 3137BBLN8 | Apr 2022 | 252,284 | $5K | 0.00% | ABS-MBS |
| 526 | FREDDIE MAC REMICS | 31396T2M4 | Apr 2022 | 5,839 | $5K | 0.00% | ABS-MBS |
| 527 | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES | 31392UZA5 | Apr 2022 | 664,307 | $5K | 0.00% | ABS-MBS |
| 528 | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES | 31394PPT4 | Apr 2022 | 423,739 | $4K | 0.00% | ABS-MBS |
| 529 | LCH Limited | N/A | Apr 2022 | 1,322,000 | $4K | 0.00% | DIR |
| 530 | FANNIE MAE REMICS | 3136AMZR3 | Apr 2022 | 137,289 | $4K | 0.00% | ABS-MBS |
| 531 | FANNIE MAE REMIC TRUST 1998-W5 | 31359UWD3 | Apr 2022 | 158,132 | $3K | 0.00% | ABS-MBS |
| 532 | FANNIE MAE REMICS | 3136ADBH1 | Apr 2022 | 364,095 | $3K | 0.00% | ABS-MBS |
| 533 | LCH Limited | N/A | Apr 2022 | 440,000 | $3K | 0.00% | DIR |
| 534 | FANNIE MAE REMICS | 31397LJV2 | Apr 2022 | 3,288 | $3K | 0.00% | ABS-MBS |
| 535 | FANNIE MAE INTEREST STRIP | 3136FGRS8 | Apr 2022 | 13,931 | $3K | 0.00% | ABS-MBS |
| 536 | LCH Limited | N/A | Apr 2022 | 618,000 | $1K | 0.00% | DIR |
| 537 | LCH Limited | N/A | Apr 2022 | 3,098,000 | $1K | 0.00% | DIR |
| 538 | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES | 3133TBN22 | Apr 2022 | 76,507 | $574 | 0.00% | ABS-MBS |
| 539 | GNMA | 38377XUL4 | Apr 2022 | 4,439 | $337 | 0.00% | ABS-MBS |
| 540 | WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2006-C29 | 92978PAG4 | Apr 2022 | 597,856 | $264 | 0.00% | ABS-MBS |
| 541 | GSMPS MORTGAGE LOAN TRUST | 36228FCH7 | Apr 2022 | 61,741 | $235 | 0.00% | ABS-CBDO |
| 542 | GNMA | 38378PXE3 | Apr 2022 | 68,692 | $183 | 0.00% | ABS-MBS |
| 543 | UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C2 | 90269CAV2 | Apr 2022 | 853,000 | $85 | 0.00% | ABS-MBS |
| 544 | PETROLEOS DE VENEZUELA SA (PDVSA) | P7807HAC9 | Apr 2022 | 1,000 | $62 | 0.00% | DBT |
| 545 | GUARANTEED RATE INC | 3760280Z | Apr 2022 | 337 | $17 | 0.00% | DE |
| 546 | GLOW ENERGY PCL | N/A | Apr 2022 | 35,800 | $10 | 0.00% | EC |
| 547 | BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-1 | 059497BW6 | Apr 2022 | 86,969 | $1 | 0.00% | ABS-MBS |
| 548 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 166,600 | $-1458 | -0.00% | DIR |
| 549 | GOLDMAN SACHS INTERNATIONAL | N/A | Apr 2022 | 166,600 | $-2306 | -0.00% | DIR |
| 550 | CITIBANK N.A. | N/A | Apr 2022 | 8,923,600 | $-11154 | -0.00% | DIR |
| 551 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 479,600 | $-32143 | -0.01% | DIR |
| 552 | BANK OF AMERICA N.A. | N/A | Apr 2022 | 359,700 | $-166645 | -0.03% | DIR |